0001752724-22-200217.txt : 20220829 0001752724-22-200217.hdr.sgml : 20220829 20220829125030 ACCESSION NUMBER: 0001752724-22-200217 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20220630 FILED AS OF DATE: 20220829 DATE AS OF CHANGE: 20220829 PERIOD START: 20221231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Brighthouse Funds Trust II CENTRAL INDEX KEY: 0000710826 IRS NUMBER: 833164113 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-03618 FILM NUMBER: 221209820 BUSINESS ADDRESS: STREET 1: BRIGHTHOUSE INVESTMENT ADVISERS, LLC STREET 2: 125 HIGH STREET, SUITE 732 CITY: BOSTON STATE: MA ZIP: 02110 BUSINESS PHONE: 980-949-5121 MAIL ADDRESS: STREET 1: BRIGHTHOUSE INVESTMENT ADVISERS, LLC STREET 2: 125 HIGH STREET, SUITE 732 CITY: BOSTON STATE: MA ZIP: 02110 FORMER COMPANY: FORMER CONFORMED NAME: METROPOLITAN SERIES FUND DATE OF NAME CHANGE: 20120430 FORMER COMPANY: FORMER CONFORMED NAME: METROPOLITAN SERIES FUND INC DATE OF NAME CHANGE: 19920703 0000710826 S000006520 MFS Total Return Portfolio C000017824 Class A C000017825 Class B C000017826 Class E C000030927 Class F NPORT-P 1 primary_doc.xml NPORT-P false 0000710826 XXXXXXXX S000006520 C000017824 C000017825 C000017826 C000030927 Brighthouse Funds Trust II 811-03618 0000710826 549300NPPA08K2CWOV06 Brighthouse Investment Advisers, LLC 125 High Street, Suite 732 Boston 02110 980-949-4301 MFS Total Return Portfolio S000006520 549300GAG4Y8Q4D11K79 2022-12-31 2022-06-30 N 692601190.40 55846566.21 636754624.19 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 14585893.01000000 0.00000000 0.00000000 184202.99000000 USD UST Honeywell International Inc ISRPG12PN4EIEOEMW547 438516106 31294.00000000 NS USD 5439210.14000000 0.854208188424 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D4Y5 52220.72000000 PA USD 47208.14000000 0.007413866850 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138E2LH6 215444.04000000 PA USD 211759.28000000 0.033256025469 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406AYE6 7162.57000000 PA USD 7534.57000000 0.001183276840 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 6.00000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 58003UAA6 502000.00000000 PA USD 498167.88000000 0.078235455397 Long ABS-CBDO CORP US N 2 2035-11-15 Floating 3.14800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297B7K2 12154.18000000 PA USD 12796.11000000 0.002009582579 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJXK1 125358.10000000 PA USD 122685.53000000 0.019267316692 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405RVK9 8497.27000000 PA USD 8832.26000000 0.001387074339 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405MJX6 17872.79000000 PA USD 18860.98000000 0.002962048375 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 6.00000000 N N N N N N EVERGY INC 549300PGTHDQY6PSUI61 30034WAB2 505000.00000000 PA USD 445686.21000000 0.069993399822 Long DBT CORP US N 2 2029-09-15 Fixed 2.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404QYR4 37699.39000000 PA USD 39879.70000000 0.006262961977 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200NGF2 10080.16000000 PA USD 10643.49000000 0.001671521430 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.00000000 N N N N N N Acres PLC N/A 00500JAC7 535500.00000000 PA USD 510390.08000000 0.080154907496 Long ABS-CBDO CORP KY N 2 2037-01-15 Floating 3.27300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECG3 469349.60000000 PA USD 417233.84000000 0.065525058499 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291T3Q9 7752.55000000 PA USD 8203.62000000 0.001288348712 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 803000.00000000 PA USD 610420.74000000 0.095864359175 Long DBT CORP US N 2 2036-11-15 Fixed 3.18700000 N N N N N N JERSEY CENTRAL PWR & LT 549300W9UGH9ZPLNPF79 476556DC6 422000.00000000 PA USD 416801.77000000 0.065457203476 Long DBT CORP US N 2 2026-01-15 Fixed 4.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132L6HF1 148295.58000000 PA USD 149485.33000000 0.023476127902 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.00000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AE8 1883000.00000000 PA USD 1495066.67000000 0.234794788008 Long DBT CORP CH N 2 2032-02-11 Fixed 2.09500000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F9ZC8 658188.00000000 PA USD 36912.57000000 0.005796984991 Long ABS-MBS USGSE US N 2 2031-01-25 Variable 0.87300000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137BFXT3 507000.00000000 PA USD 497767.73000000 0.078172613294 Long ABS-MBS USGSE US N 2 2024-12-25 Fixed 2.67000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31408EW65 13849.20000000 PA USD 14570.06000000 0.002288174980 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HQDE9 205557.04000000 PA USD 202189.99000000 0.031753203246 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.50000000 N N N N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 04273WAC5 245000.00000000 PA USD 203287.27000000 0.031925527083 Long DBT CORP US N 2 2032-02-15 Fixed 2.95000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31376KS98 17387.08000000 PA USD 18722.49000000 0.002940299023 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQ7L0 89025.93000000 PA USD 90034.68000000 0.014139619341 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 4.00000000 N N N N N N L3Harris Technologies Inc 549300UTE50ZMDBG8A20 502431109 20288.00000000 NS USD 4903609.60000000 0.770094069789 Long EC CORP US N 1 N N N Warner Bros Discovery Inc 5493006ZCRFWKF6B1K26 934423104 57335.00000000 NS USD 769435.70000000 0.120837080842 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YWJX6 191875.32000000 PA USD 187617.01000000 0.029464569690 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.50000000 N N N N N N MidOcean Credit CLO 549300EKSLXKVD2RWW61 59863KAU1 1156232.00000000 PA USD 1109617.35000000 0.174261372881 Long ABS-CBDO CORP KY N 2 2030-01-29 Floating 2.88900000 N N N N N N Accenture PLC N/A 000000000 12220.00000000 NS USD 3392883.00000000 0.532839946677 Long EC CORP IE N 1 N N N NBC Global Finance Limited 549300KWU8YQOYSK5Y64 000000000 700000.00000000 PA USD 700000.00000000 0.109932456460 Long RA CORP US N 2 Repurchase Y 1.74000000 2022-07-07 7328.46000000 USD 778246.61000000 USD EQT N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WNE4 1215815.85000000 PA USD 1116979.37000000 0.175417551371 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 2.50000000 N N N N N N CNH INDUSTRIAL CAP LLC 549300PNSJ5B81UMVO28 12592BAL8 135000.00000000 PA USD 122361.79000000 0.019216474502 Long DBT CORP US N 2 2026-01-15 Fixed 1.87500000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CRF3 117072.32000000 PA USD 112826.45000000 0.017718984003 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407HZD1 4319.49000000 PA USD 4723.13000000 0.000741750404 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6.00000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 55284JAE9 650507.00000000 PA USD 617373.10000000 0.096956202051 Long ABS-CBDO CORP KY N 2 2037-02-19 Floating 2.74200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MHS42 213678.97000000 PA USD 192893.27000000 0.030293187151 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297DMD7 6134.80000000 PA USD 6442.13000000 0.001011713108 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.50000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523CJ7 148000.00000000 PA USD 116826.11000000 0.018347116072 Long DBT CORP US N 2 2040-03-15 Fixed 3.20000000 N N N N N N STORE Capital Corp 5493004EA6C9IHDZ7N66 862121100 68378.00000000 NS USD 1783298.24000000 0.280060508750 Long EC US N 1 N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296RC55 35204.89000000 PA USD 37751.54000000 0.005928742181 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.50000000 N N N N N N Dryden Senior Loan Fund N/A 26245MAC5 1430000.00000000 PA USD 1398810.27000000 0.219678070148 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 2.06400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B2S75 343666.21000000 PA USD 320724.79000000 0.050368662875 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N Societe Generale O2RNE8IBXP4R0TD8PU41 000000000 600000.00000000 PA USD 600000.00000000 0.094227819823 Long RA CORP US N 2 Repurchase Y 1.67000000 2022-07-07 7289.34000000 USD 667095.48000000 USD EQT N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AF5 416000.00000000 PA USD 414581.44000000 0.065108508717 Long DBT CORP US N 2 2023-05-30 Fixed 4.12500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378CP92 36414.18000000 PA USD 36953.24000000 0.005803372067 Long ABS-MBS USGA US N 2 2041-09-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140E0X91 200259.89000000 PA USD 202538.15000000 0.031807880509 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5HG3 228426.99000000 PA USD 228164.90000000 0.035832468478 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36290VHK3 36190.90000000 PA USD 39130.96000000 0.006145375080 Long ABS-MBS USGA US N 2 2034-09-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213EPX8 7219.15000000 PA USD 7674.11000000 0.001205191090 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404RRD1 14805.48000000 PA USD 15577.28000000 0.002446355221 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJC81 7154.48000000 PA USD 7535.93000000 0.001183490423 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402CU67 28752.27000000 PA USD 30216.38000000 0.004745372683 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137B36J2 217204.41000000 PA USD 217092.18000000 0.034093538036 Long ABS-MBS USGSE US N 2 2023-02-25 Variable 3.32000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TA6 2600000.00000000 PA USD 1977726.56000000 0.310594769926 Long DBT UST US N 2 2041-08-15 Fixed 1.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417EN98 98406.76000000 PA USD 96702.81000000 0.015186824928 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.50000000 N N N N N N Small Business Administration Participation Certs N/A 83162CPK3 11431.14000000 PA USD 11297.56000000 0.001774240746 Long ABS-O USGA US N 2 2025-03-01 Fixed 4.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417SBP4 21505.80000000 PA USD 22454.25000000 0.003526358372 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 5.00000000 N N N N N N Vertex Pharmaceuticals Inc 54930015RAQRRZ5ZGJ91 92532F100 11639.00000000 NS USD 3279753.81000000 0.515073418457 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398T7G0 46678.50000000 PA USD 47134.75000000 0.007402341217 Long ABS-MBS USGSE US N 2 2040-10-25 Fixed 4.00000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BG7 2000.00000000 PA USD 1658.56000000 0.000260470821 Long DBT CORP US N 2 2031-04-15 Fixed 2.85000000 N N N N N N Mondelez International Inc 549300DV9GIB88LZ5P30 609207105 28053.00000000 NS USD 1741810.77000000 0.273545052337 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L2T72 131314.05000000 PA USD 131015.77000000 0.020575550616 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 2.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296WZ91 36342.45000000 PA USD 38313.74000000 0.006017033649 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 6.00000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAD9 336000.00000000 PA USD 306718.25000000 0.048168986662 Long DBT CORP GB N 2 2030-04-15 Fixed 3.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EBJ8 756693.48000000 PA USD 676422.91000000 0.106229760146 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 2.00000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818108 31291.00000000 NS USD 6673744.48000000 1.048087320683 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WDKV2 55971.64000000 PA USD 56365.58000000 0.008852009527 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4.00000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 63401.00000000 NS USD 11254311.51000000 1.767448728671 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31334YPZ4 70076.08000000 PA USD 63465.89000000 0.009967087413 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 2.50000000 N N N N N N Ladder Capital Commercial Mortgage Securities LLC N/A 50202KAE6 682500.00000000 PA USD 666640.07000000 0.104693400671 Long ABS-CBDO CORP US N 2 2038-12-13 Floating 3.22400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YUH79 37196.76000000 PA USD 37074.18000000 0.005822365255 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 3.00000000 N N N N N N MAGALLANES INC 549300DXR29GD4N0A520 55903VAQ6 493000.00000000 PA USD 413799.55000000 0.064985715734 Long DBT CORP US N 2 2052-03-15 Fixed 5.14100000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 42809H107 47151.00000000 NS USD 4995176.94000000 0.784474387815 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200JA91 66481.17000000 PA USD 73564.80000000 0.011553084532 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 6.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 38.00000000 NC USD -173059.03000000 -0.02717829182 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CME Ultra Long Term US Treasury Bond Future WNU2 Comdty 2022-09-21 6038121.53000000 USD -173059.03000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EU7G8 117199.66000000 PA USD 114600.24000000 0.017997551277 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYJ7 891000.00000000 PA USD 720512.77000000 0.113153912453 Long DBT CORP US N 2 2032-07-21 Fixed 2.38300000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F5BK8 22653.24000000 PA USD 22218.81000000 0.003489383375 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M9T51 98781.81000000 PA USD 100002.25000000 0.015704989991 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SJS7 46491.64000000 PA USD 44593.86000000 0.007003303675 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3.00000000 N N N N N N MASCO CORP 5GCSNMQXHEYA1JO8QN11 574599BQ8 1141000.00000000 PA USD 896505.46000000 0.140792924926 Long DBT CORP US N 2 2031-02-15 Fixed 2.00000000 N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172109 68458.00000000 NS USD 6759542.92000000 1.061561653925 Long EC CORP US N 1 N N N CHARTER COMM OPT LLC/CAP N/A 161175AZ7 310000.00000000 PA USD 311771.20000000 0.048962534099 Long DBT CORP US N 2 2035-10-23 Fixed 6.38400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404GYW5 27286.10000000 PA USD 28626.68000000 0.004495716075 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 6.50000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CK8 505000.00000000 PA USD 426731.74000000 0.067016669182 Long DBT CORP US N 2 2053-04-01 Fixed 5.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297GHS3 35959.59000000 PA USD 37761.03000000 0.005930232551 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179NF78 240377.15000000 PA USD 238644.29000000 0.037478218600 Long ABS-MBS USGA US N 2 2043-06-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KQ3H7 33877.60000000 PA USD 36409.62000000 0.005717998522 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468L6 1780000.00000000 PA USD 1541693.69000000 0.242117392074 Long DBT CORP US N 2 2031-01-22 Fixed 2.69900000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CQ0 332000.00000000 PA USD 249666.81000000 0.039209265314 Long DBT CORP GB N 2 2031-03-09 Fixed 4.70000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419JS25 21337.86000000 PA USD 22121.59000000 0.003474115327 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 5.00000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668BE1 305000.00000000 PA USD 294785.65000000 0.046295015191 Long DBT CORP US N 2 2025-05-13 Fixed 3.35000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYWE5 512219.00000000 PA USD 457883.02000000 0.071908864514 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 2.00000000 N N N N N N Northern Trust Corp 549300GLF98S992BC502 665859104 24459.00000000 NS USD 2359804.32000000 0.370598693806 Long EC CORP US N 1 N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LK35 70405.37000000 PA USD 71158.99000000 0.011175260814 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJMS6 21913.56000000 PA USD 22641.08000000 0.003555699344 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FEBS8 5625223.18000000 PA USD 98391.34000000 0.015452002429 Long ABS-MBS USGSE US N 2 2027-12-25 Variable 0.49300000 N N N N N N BSPRT Issuer, Ltd. N/A 05601HAC8 1463000.00000000 PA USD 1422652.07000000 0.223422338205 Long ABS-CBDO CORP KY N 2 2036-03-15 Floating 2.62400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WH5N1 198865.50000000 PA USD 188162.93000000 0.029550304442 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDY67 386535.87000000 PA USD 349105.20000000 0.054825703141 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N General Mills Inc 2TGYMUGI08PO8X8L6150 370334104 34011.00000000 NS USD 2566129.95000000 0.403001384287 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417AYH6 71223.73000000 PA USD 72035.15000000 0.011312858558 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405HL71 27089.77000000 PA USD 28903.96000000 0.004539261891 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.00000000 N N N N N N Societe Generale O2RNE8IBXP4R0TD8PU41 000000000 1800000.00000000 PA USD 1800000.00000000 0.282683459470 Long RA CORP US N 2 Repurchase Y 1.50000000 2022-07-01 1871213.76000000 USD 1836688.50000000 USD UST N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FDEU2 2677388.47000000 PA USD 61741.11000000 0.009696216981 Long ABS-MBS USGSE US N 2 2032-11-25 Variable 0.43600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292JAL4 11980.31000000 PA USD 12612.04000000 0.001980675054 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.00000000 N N N N N N UMBS, TBA N/A 01F020489 3075000.00000000 PA USD 2866236.34000000 0.450132002362 Long ABS-MBS USGSE US N 2 2037-08-15 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312945AM0 298341.58000000 PA USD 302023.80000000 0.047431740348 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TB4 650000.00000000 PA USD 487703.13000000 0.076592004435 Long DBT UST US N 2 2051-11-15 Fixed 1.87500000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MHS34 492224.88000000 PA USD 444743.93000000 0.069845418172 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AA5A5 93325.91000000 PA USD 96325.06000000 0.015127500663 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200KKD8 636.44000000 PA USD 686.37000000 0.000107791914 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292KER4 14802.38000000 PA USD 15543.92000000 0.002441116155 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.50000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VCV4 459000.00000000 PA USD 432157.18000000 0.067868714820 Long DBT CORP US N 2 2036-01-15 Fixed 4.27200000 N N N N N N MAGNA INTERNATIONAL INC 95RWVLFZX6VGDZNNTN43 559222AV6 620000.00000000 PA USD 527843.85000000 0.082895958654 Long DBT CORP CA N 2 2030-06-15 Fixed 2.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A04J2 27859.98000000 PA USD 29644.37000000 0.004655540591 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291LXX8 18807.10000000 PA USD 19809.02000000 0.003110934612 Long ABS-MBS USGA US N 2 2034-09-15 Fixed 6.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RK6 68000.00000000 PA USD 57672.50000000 0.009057256564 Long DBT UST US N 2 2045-02-15 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407HWN2 15785.94000000 PA USD 16585.88000000 0.002604752187 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RU4 2439000.00000000 PA USD 2223682.03000000 0.349221182779 Long DBT UST US N 2 2046-11-15 Fixed 2.87500000 N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78015K7H1 850000.00000000 PA USD 786390.54000000 0.123499776856 Long DBT CORP CA N 2 2025-06-10 Fixed 1.15000000 N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGH1 81000.00000000 PA USD 71945.95000000 0.011298850022 Long DBT CORP US N 2 2028-03-22 Fixed 2.10000000 N N N N N MAGALLANES INC 549300DXR29GD4N0A520 55903VAN3 564000.00000000 PA USD 479845.59000000 0.075358006329 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBV2 208000.00000000 PA USD 186480.88000000 0.029286144601 Long DBT CORP US N 2 2037-05-15 Fixed 4.92600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412V4L9 8723.64000000 PA USD 9435.75000000 0.001481850251 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ENAA7 72363.07000000 PA USD 74683.42000000 0.011728759739 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404B7G1 4259.43000000 PA USD 4426.81000000 0.000695214425 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.50000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAV7 1700000.00000000 PA USD 1480296.79000000 0.232475232022 Long DBT CORP IE N 2 2026-10-29 Fixed 2.45000000 N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAU2 558000.00000000 PA USD 420019.29000000 0.065962503300 Long DBT CORP XX N 2 2041-05-11 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405RVJ2 6071.05000000 PA USD 6309.05000000 0.000990813377 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405XDY6 69590.55000000 PA USD 74618.26000000 0.011718526598 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FBUB0 3341000.00000000 PA USD 49748.49000000 0.007812819587 Long ABS-MBS USGSE US N 2 2027-09-25 Variable 0.40600000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAQ4 153000.00000000 PA USD 140180.66000000 0.022014863288 Long DBT CORP US N 2 2030-11-15 Fixed 4.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404XS39 25699.35000000 PA USD 27167.00000000 0.004266478635 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.50000000 N N N N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556102 6115.00000000 NS USD 3322157.20000000 0.521732716778 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJAD2 4280.99000000 PA USD 4696.11000000 0.000737507011 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJCL2 18645.31000000 PA USD 20447.33000000 0.003211178878 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M7PU4 70189.68000000 PA USD 72512.05000000 0.011387753970 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XVRK3 416388.38000000 PA USD 407114.67000000 0.063935879620 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N WESTERN UNION CO/THE 28ID94QU1140NC23S047 959802AY5 141000.00000000 PA USD 135233.28000000 0.021237895236 Long DBT CORP US N 2 2025-01-10 Fixed 2.85000000 N N N N N N Bayview Financial Revolving Mortgage Loan Trust N/A 073250BW1 194589.39000000 PA USD 239668.14000000 0.037639010522 Long ABS-MBS CORP US N 2 2040-12-28 Floating 3.23300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31388D4L9 17488.71000000 PA USD 18504.22000000 0.002906020513 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 6.50000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BY4 522000.00000000 PA USD 456809.74000000 0.071740309790 Long DBT CORP US N 2 2039-06-15 Fixed 5.12500000 N N N N N N Cognizant Technology Solutions Corp 5493006IEVQEFQO40L83 192446102 36541.00000000 NS USD 2466152.09000000 0.387300224656 Long EC CORP US N 1 N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599106 107979.00000000 NS USD 5463737.40000000 0.858060105484 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KHW31 102994.58000000 PA USD 93957.48000000 0.014755680827 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HBA5 651000.00000000 PA USD 535149.85000000 0.084043339407 Long DBT CORP XX N 2 2031-05-11 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WDYH1 231493.12000000 PA USD 219893.72000000 0.034533509714 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.00000000 N N N N N N UMBS, TBA N/A 01F022675 1925000.00000000 PA USD 1730845.71000000 0.271823029507 Long ABS-MBS USGSE US N 2 2052-07-15 Fixed 2.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FXZ50 1571338.21000000 PA USD 34933.36000000 0.005486157253 Long ABS-MBS USGSE US N 2 2031-01-25 Variable 0.42200000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AU2 250000.00000000 PA USD 198948.12000000 0.031244079342 Long DBT CORP CH N 2 2032-05-14 Fixed 3.09100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KSXS6 13817.85000000 PA USD 14724.92000000 0.002312495181 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371LEW5 34880.42000000 PA USD 36665.47000000 0.005758178834 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.00000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BC1 198000.00000000 PA USD 167703.72000000 0.026337259853 Long DBT CORP US N 2 2030-06-01 Fixed 2.65000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297C6G0 8602.72000000 PA USD 9051.56000000 0.001421514608 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404FYW7 6383.02000000 PA USD 6636.26000000 0.001042200519 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECH1 368413.03000000 PA USD 339072.24000000 0.053250063229 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 2.50000000 N N N N N N Chubb Ltd E0JAN6VLUDI1HITHT809 000000000 33061.00000000 NS USD 6499131.38000000 1.020664967807 Long EC CORP CH N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417NB67 36394.94000000 PA USD 38299.99000000 0.006014874261 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 5.00000000 N N N N N N Omnicom Group Inc HKUPACFHSSASQK8HLS17 681919106 31761.00000000 NS USD 2020317.21000000 0.317283476750 Long EC CORP US N 1 N N N Allegro CLO Ltd 635400THLJMIHHPCEN50 01749TAQ3 702748.00000000 PA USD 680639.55000000 0.106891968136 Long ABS-CBDO CORP KY N 2 2030-01-15 Floating 2.59400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403VLY3 1437.31000000 PA USD 1493.19000000 0.000234500063 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137B1BS0 451830.46000000 PA USD 451379.89000000 0.070887571578 Long ABS-MBS USGSE US N 2 2022-11-25 Fixed 2.51000000 N N N N N N PNC Financial Services Group Inc/The CFGNEKW0P8842LEUIA51 693475105 21607.00000000 NS USD 3408936.39000000 0.535361073244 Long EC CORP US N 1 N N N VULCAN MATERIALS CO 549300Q8LSNHAVWBNI21 929160AZ2 115000.00000000 PA USD 104263.33000000 0.016374177122 Long DBT CORP US N 2 2030-06-01 Fixed 3.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FVNL2 396103.00000000 PA USD 35310.40000000 0.005545370015 Long ABS-MBS USGSE US N 2 2030-06-25 Variable 1.43600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TLS2 41444.27000000 PA USD 40749.56000000 0.006399570329 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202F3N4 68722.09000000 PA USD 70307.40000000 0.011041521699 Long ABS-MBS USGA US N 2 2042-02-20 Fixed 4.00000000 N N N N N N BOSTON SCIENTIFIC CORP Y6ZDD9FP4P8JSSJMW954 101137BA4 470000.00000000 PA USD 410105.36000000 0.064405556617 Long DBT CORP US N 2 2030-06-01 Fixed 2.65000000 N N N N N Societe Generale O2RNE8IBXP4R0TD8PU41 000000000 100000.00000000 PA USD 100000.00000000 0.015704636637 Long RA CORP US N 2 Repurchase Y 1.62000000 2022-07-01 1409.93000000 USD 111137.21000000 USD EQT N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292H5P5 57266.19000000 PA USD 61427.58000000 0.009646978234 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36205F4W0 66832.75000000 PA USD 73898.71000000 0.011605523885 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030N101 254107.00000000 NS USD 9971158.68000000 1.565934239218 Long EC CORP US N 1 N N N PPG Industries Inc 549300BKPEP01R3V6C59 693506107 30115.00000000 NS USD 3443349.10000000 0.540765464307 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36295PM90 49863.71000000 PA USD 54549.49000000 0.008566799191 Long ABS-MBS USGA US N 2 2038-01-15 Fixed 6.00000000 N N N N N N Amdocs Ltd 549300HQV672RJ7RQV66 000000000 46850.00000000 NS USD 3903073.50000000 0.612963510860 Long EC CORP GG N 1 N N N Invesco Ltd ECPGFXU8A2SHKVVGJI15 000000000 120270.00000000 NS USD 1939955.10000000 0.304662899381 Long EC CORP BM N 1 N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAJ0 640000.00000000 PA USD 556858.86000000 0.087452660545 Long DBT CORP KY N 2 2027-02-15 Fixed 3.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KTMG2 8719.49000000 PA USD 9156.30000000 0.001437963644 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.50000000 N N N N N N DEN NORSKE BANK OSLO N/A 000000000 1000382.00000000 PA USD 1000382.00000000 0.157106358084 Long STIV CORP US N 2 2022-09-07 Floating 2.07000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200J6N5 65760.68000000 PA USD 68996.82000000 0.010835699872 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BJGN7 16651.17000000 PA USD 1541.71000000 0.000242119953 Long ABS-MBS USGSE US N 2 2040-12-15 Fixed 4.50000000 N N N N N N EAST OHIO GAS CO/THE BC95Y6MXLT75BGO7UM71 27409LAC7 365000.00000000 PA USD 303381.03000000 0.047644888387 Long DBT CORP US N 2 2030-06-15 Fixed 2.00000000 N N N N N N JERSEY CENTRAL PWR & LT 549300W9UGH9ZPLNPF79 476556DD4 275000.00000000 PA USD 233902.25000000 0.036733498448 Long DBT CORP US N 2 2032-03-01 Fixed 2.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFLN9 341841.59000000 PA USD 321395.60000000 0.050474011148 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WFPH3 386227.03000000 PA USD 378146.58000000 0.059386546345 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FPG5 74410.50000000 PA USD 78430.23000000 0.012317182635 Long ABS-MBS USGA US N 2 2041-01-20 Fixed 4.50000000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 30161N101 73262.00000000 NS USD 3320233.84000000 0.521430660079 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225B2U1 49164.52000000 PA USD 53602.37000000 0.008418057437 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 5.50000000 N N N N N N MARTIN MARIETTA MATERIAL 5299005MZ4WZECVATV08 573284AV8 56000.00000000 PA USD 47238.36000000 0.007418612791 Long DBT CORP US N 2 2030-03-15 Fixed 2.50000000 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 65473QBD4 136000.00000000 PA USD 136459.06000000 0.021430399531 Long DBT CORP US N 2 2045-02-01 Fixed 5.65000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AL3 513000.00000000 PA USD 489971.90000000 0.076948306519 Long DBT US N 2 2029-01-15 Fixed 5.30000000 N N N N N N VOYA CLO LTD N/A 92916GBF0 584168.00000000 PA USD 555410.58000000 0.087225213433 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 2.49400000 N N N N N N Lear Corp 549300UPNBTXA1SYTQ33 521865204 22415.00000000 NS USD 2821824.35000000 0.443157260709 Long EC CORP US N 1 N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAK1 150000.00000000 PA USD 149215.96000000 0.023433824322 Long DBT CORP IE N 2 2024-01-16 Fixed 4.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297NBF2 14516.82000000 PA USD 15115.84000000 0.002373887746 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 5.50000000 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CL9 404000.00000000 PA USD 319575.78000000 0.050188215029 Long DBT CORP US N 2 2030-10-01 Fixed 1.80000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBL4 347000.00000000 PA USD 282412.06000000 0.044351787842 Long DBT CORP US N 2 2034-04-15 Fixed 3.46900000 N N N N N N Axalta Coating Systems Ltd 529900AGLPA40GV6H619 000000000 137314.00000000 NS USD 3036012.54000000 0.476794737668 Long EC CORP BM N 1 N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36206YPQ8 3119.32000000 PA USD 3282.57000000 0.000515515690 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Medtronic PLC 549300GX3ZBSQWUXY261 000000000 58878.00000000 NS USD 5284300.50000000 0.829880192345 Long EC CORP IE N 1 N N N Truist Financial Corp 549300DRQQI75D2JP341 89832Q109 182919.00000000 NS USD 8675848.17000000 1.362510430299 Long EC CORP US N 1 N N Northwell Healthcare Inc 54930073NUTKK4QD3P47 667274AC8 407000.00000000 PA USD 373043.13000000 0.058585068066 Long DBT CORP US N 2 2047-11-01 Fixed 4.26000000 N N N N N STATE STREET INST US GOVT FUND N/A 000000000 1000000.00000000 NS USD 1000000.00000000 0.157046366372 Long STIV RF US N 1 N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407HWY8 10213.32000000 PA USD 10715.11000000 0.001682769090 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6.50000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JF5 145000.00000000 PA USD 121548.51000000 0.019088751833 Long DBT CORP US N 2 2027-08-01 Fixed 2.10000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448108 13273.00000000 NS USD 2212078.18000000 0.347398840301 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P8FJ5 223915.70000000 PA USD 215947.84000000 0.033913823598 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M9KT3 4280675.71000000 PA USD 3731699.47000000 0.586049842158 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385XF93 54807.04000000 PA USD 58658.59000000 0.009212118416 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N Texas Instruments Inc WDJNR2L6D8RWOEB8T652 882508104 22604.00000000 NS USD 3473104.60000000 0.545438457462 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405CMV8 19523.73000000 PA USD 20612.77000000 0.003237160629 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202ECB3 16534.74000000 PA USD 18093.80000000 0.002841565543 Long ABS-MBS USGA US N 2 2035-01-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291XRG6 6001.54000000 PA USD 6221.10000000 0.000977001149 Long ABS-MBS USGA US N 2 2035-06-15 Fixed 5.00000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACA1 557000.00000000 PA USD 483581.78000000 0.075944761393 Long DBT CORP US N 2 2028-02-15 Fixed 2.05000000 N N N N N N Vulcan Materials Co 549300Q8LSNHAVWBNI21 929160109 13082.00000000 NS USD 1858952.20000000 0.291941688270 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H042687 2225000.00000000 PA USD 2248814.44000000 0.353168136448 Long ABS-MBS USGA US N 2 2052-08-18 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419JSM1 84544.24000000 PA USD 85302.47000000 0.013396442956 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CP2 200000.00000000 PA USD 167662.71000000 0.026330819381 Long DBT CORP GB N 2 2026-03-09 Fixed 4.00000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137A9RJ7 19029.30000000 PA USD 3253.91000000 0.000511014742 Long ABS-MBS USGSE US N 2 2036-02-15 Fixed 5.50000000 N N N N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K305 1355.00000000 NS USD 2952897.30000000 0.463741791236 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407CD53 27155.40000000 PA USD 28571.03000000 0.004486976445 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405RR65 21189.57000000 PA USD 22519.54000000 0.003536611929 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.00000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863BB5 200000.00000000 PA USD 183936.59000000 0.028886573102 Long DBT CORP GB N 2 2029-03-16 Fixed 3.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GQH2 290821.26000000 PA USD 285803.86000000 0.044884457708 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.50000000 N N N N N N Henkel AG & Co KGaA 549300VZCL1HTH4O4Y49 000000000 47239.00000000 NS 2909918.47000000 0.456992122154 Long EP CORP DE N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371LM63 6384.35000000 PA USD 6904.55000000 0.001084334488 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 6.50000000 N N N N N N Freddie Mac - SCRT N/A 35563PML0 146064.34000000 PA USD 142209.26000000 0.022333447547 Long ABS-MBS USGSE US N 2 2059-02-25 Fixed 3.00000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAH6 51000.00000000 PA USD 47510.47000000 0.007461346678 Long DBT US N 2 2029-05-15 Fixed 4.12500000 N N N N N Southern Co/The 549300FC3G3YU2FBZD92 842587107 66232.00000000 NS USD 4723003.92000000 0.741730603999 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ENEK1 585557.19000000 PA USD 604319.94000000 0.094906250703 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPS47 18337.17000000 PA USD 18545.20000000 0.002912456273 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 4.00000000 N N N N N N Roche Holding AG 549300U41AUUVOAAOB37 000000000 9039.00000000 NS 3017468.16000000 0.473882410173 Long EC CORP CH N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERQU7 180403.37000000 PA USD 179808.04000000 0.028238199326 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 3.00000000 N N N N N N CSAIL Commercial Mortgage Trust 549300D5DIOOMKWXVZ20 12634NAT5 738578.00000000 PA USD 723324.37000000 0.113595464017 Long ABS-MBS CORP US N 2 2057-06-15 Fixed 3.50400000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179NJA7 298827.98000000 PA USD 296672.05000000 0.046591267456 Long ABS-MBS USGA US N 2 2043-07-20 Fixed 3.50000000 N N N N N N Archer-Daniels-Midland Co 549300LO13MQ9HYSTR83 039483102 29935.00000000 NS USD 2322956.00000000 0.364811799043 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J9V88 178790.22000000 PA USD 171015.07000000 0.026857295338 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAG6 215000.00000000 PA USD 199171.71000000 0.031279193339 Long DBT CORP KY N 2 2026-05-01 Fixed 4.37500000 N N N N N N J M Smucker Co/The 5493000WDH6A0LHDJD55 832696405 9693.00000000 NS USD 1240800.93000000 0.194863277448 Long EC CORP US N 1 N N N NXP Semiconductors NV 724500M9BY5293JDF951 000000000 16284.00000000 NS USD 2410520.52000000 0.378563488732 Long EC CORP NL N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECZ1 566828.99000000 PA USD 521684.45000000 0.081928647265 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 2.50000000 N N N N N N UMBS, TBA N/A 01F040677 725000.00000000 PA USD 714903.81000000 0.112273045666 Long ABS-MBS USGSE US N 2 2052-07-15 Fixed 4.00000000 N N N N N N New Jersey Turnpike Authority 5493005YN67D71KSMI84 646139W35 1050000.00000000 PA USD 1393463.09000000 0.218838314958 Long DBT MUN US N 2 2040-01-01 Fixed 7.41400000 N N N N N N LoanCore 2021-CRE6 Issuer, Ltd. N/A 53948HAE6 3913500.00000000 PA USD 3750835.37000000 0.589055065720 Long ABS-CBDO CORP KY N 2 2038-11-15 Floating 3.22400000 N N N N N N Temasek Financial I Ltd 549300XMGMDF3VRJMF12 87973PAC8 1790000.00000000 PA USD 1784594.20000000 0.280264034559 Long DBT CORP SG N 2 2023-01-23 Fixed 2.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404CMC1 9365.96000000 PA USD 9737.88000000 0.001529298670 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.50000000 N N N N N N Fiserv Inc GI7UBEJLXYLGR2C7GV83 337738108 31080.00000000 NS USD 2765187.60000000 0.434262664918 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405VJP3 42345.92000000 PA USD 45183.92000000 0.007095970454 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECY4 777630.64000000 PA USD 695169.84000000 0.109173897383 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404BNP3 39458.23000000 PA USD 41921.72000000 0.006583653798 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405MWQ6 16097.43000000 PA USD 16933.51000000 0.002659346215 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H3EZ1 453515.00000000 PA USD 29612.13000000 0.004650477417 Long ABS-MBS USGSE US N 2 2031-09-25 Variable 0.95500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GGZ6 527000.00000000 PA USD 510395.10000000 0.080155695869 Long DBT CORP US N 2 2026-01-23 Fixed 3.36600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371LCC1 58313.71000000 PA USD 59968.25000000 0.009417795760 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 4.50000000 N N N N N N BDS Ltd N/A 05492KAA7 161764.80000000 PA USD 161320.59000000 0.025334812480 Long ABS-CBDO CORP KY N 2 2036-08-15 Floating 2.62300000 N N N N N N Freddie Mac - SCRT N/A 35563PKJ7 70637.72000000 PA USD 69229.10000000 0.010872178602 Long ABS-MBS USGSE US N 2 2058-08-25 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405KD73 3592.43000000 PA USD 3771.41000000 0.000592286236 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N LABORATORY CORP OF AMER OZ7UA8IXAIFILY2VZH07 50540RAS1 152000.00000000 PA USD 134984.60000000 0.021198840946 Long DBT CORP US N 2 2045-02-01 Fixed 4.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128LXE55 19557.27000000 PA USD 21446.99000000 0.003368171849 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 6.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BDQ6 191000.00000000 PA USD 191243.28000000 0.030034062217 Long DBT CORP US N 2 2024-04-29 Fixed 3.87500000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJM64 33852.96000000 PA USD 34977.01000000 0.005493012327 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.50000000 N N N N N N ROGERS COMMUNICATIONS IN 54930030NVF3Y2OL0A78 775109CC3 1514000.00000000 PA USD 1384416.74000000 0.217417618562 Long DBT CORP CA N 2 2032-03-15 Fixed 3.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404P6Y2 9452.13000000 PA USD 9939.94000000 0.001561031458 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202EDG1 14743.39000000 PA USD 16135.98000000 0.002534097026 Long ABS-MBS USGA US N 2 2035-04-20 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ER5E6 160539.97000000 PA USD 162373.52000000 0.025500171311 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371LJS9 29573.23000000 PA USD 31692.53000000 0.004977196677 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAZ4 11100000.00000000 PA USD 10138289.12000000 1.592181467531 Long DBT UST US N 2 2025-11-30 Fixed 0.37500000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HBN4 554000.00000000 PA USD 530275.79000000 0.083277885994 Long DBT CORP US N 2 2027-03-09 Fixed 3.75000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394CSB9 9395.85000000 PA USD 9497.37000000 0.001491527448 Long ABS-MBS USGSE US N 2 2025-03-25 Fixed 5.00000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175AY0 466000.00000000 PA USD 467081.12000000 0.073353392697 Long DBT CORP US N 2 2025-07-23 Fixed 4.90800000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 05533UAC2 810000.00000000 PA USD 811283.85000000 0.127409180739 Long DBT CORP MX N 2 2022-09-30 Fixed 6.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPUM4 33816.07000000 PA USD 34901.61000000 0.005481171031 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.50000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918104 54076.00000000 NS USD 13888339.08000000 2.181113187464 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297GXJ5 9183.59000000 PA USD 9634.82000000 0.001513113471 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406B2L3 65381.62000000 PA USD 68724.87000000 0.010792991112 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.50000000 N N N N N N Business Jet Securities, LLC N/A 12327BAA4 350990.77000000 PA USD 317333.46000000 0.049836066821 Long ABS-O CORP US N 2 2036-04-15 Fixed 2.16200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406TAC5 30230.91000000 PA USD 32361.07000000 0.005082188455 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDYN0 384848.94000000 PA USD 348321.34000000 0.054702600777 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887109 8445.00000000 NS USD 2081945.85000000 0.326962030727 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385JJC3 25127.73000000 PA USD 26978.66000000 0.004236900522 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X13A2 152667.58000000 PA USD 150023.71000000 0.023560678525 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F9Z38 441180.00000000 PA USD 29344.78000000 0.004608491071 Long ABS-MBS USGSE US N 2 2031-01-25 Variable 1.02700000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AM9 330000.00000000 PA USD 223707.00000000 0.035132371482 Long DBT CORP US N 2 2050-03-01 Fixed 3.40000000 N N N N N N Dollar Tree Inc 549300PMSTQITB1WHR43 256746108 6376.00000000 NS USD 993699.60000000 0.156056911445 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A2AX7 77995.47000000 PA USD 78694.30000000 0.012358653869 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBC9 800000.00000000 PA USD 767377.22000000 0.120513804038 Long DBT US N 2 2024-11-18 Fixed 2.62500000 N N N N N Small Business Administration Participation Certs N/A 83162CNC3 19075.92000000 PA USD 19123.57000000 0.003003287180 Long ABS-O USGA US N 2 2023-07-01 Fixed 4.35000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822CD4 920000.00000000 PA USD 778690.25000000 0.122290474292 Long DBT CORP JP N 2 2033-01-19 Fixed 2.85200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407VTF2 21149.01000000 PA USD 22476.00000000 0.003529774130 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 6.00000000 N N N N N N Regal Rexnord Corp QH78R09VCJGQKPBPYU33 758750103 20979.00000000 NS USD 2381536.08000000 0.374011587749 Long EC CORP US N 1 N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FPF7 264919.69000000 PA USD 268330.87000000 0.042140388119 Long ABS-MBS USGA US N 2 2041-01-20 Fixed 4.00000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BX6 567000.00000000 PA USD 516982.32000000 0.081190194834 Long DBT CORP US N 2 2029-06-15 Fixed 4.12500000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300S7ENI2U7O0XH56 94989JAZ9 1706327.00000000 PA USD 1672145.18000000 0.262604324566 Long ABS-MBS CORP US N 2 2048-05-15 Fixed 3.54000000 N N N N N N Applied Materials Inc 41BNNE1AFPNAZELZ6K07 038222105 31109.00000000 NS USD 2830296.82000000 0.444487831336 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L1Y58 57725.35000000 PA USD 50341.65000000 0.007905973209 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201KAN6 1048.06000000 PA USD 1114.31000000 0.000174998336 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBT6 1226000.00000000 PA USD 1055328.36000000 0.165735484267 Long DBT CORP US N 2 2032-01-12 Fixed 2.72100000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404YMU3 138633.28000000 PA USD 148329.20000000 0.023294561886 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.50000000 N N N N N N Freddie Mac - SCRT N/A 35563PLH0 94595.86000000 PA USD 93637.33000000 0.014705402433 Long ABS-MBS USGSE US N 2 2058-10-25 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQ5E8 38687.05000000 PA USD 39820.34000000 0.006253639704 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297AZP2 6910.53000000 PA USD 7256.72000000 0.001139641507 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 6.50000000 N N N N N N 2020 CASH EXCH TRUST N/A 901375105 1603.00000000 NS USD 1837999.80000000 0.288651189983 Long EP CORP US N 2 N N N Societe Generale O2RNE8IBXP4R0TD8PU41 000000000 700000.00000000 PA USD 700000.00000000 0.109932456460 Long RA CORP US N 2 Repurchase Y 1.60000000 2022-07-01 9869.59000000 USD 777960.55000000 USD EQT N N Cent CLO LP 549300K7BI8XA1XTMK83 197361AS7 1026773.00000000 PA USD 982974.97000000 0.154372647273 Long ABS-CBDO CORP KY N 2 2030-11-07 Floating 3.07100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407NAV5 7717.26000000 PA USD 8117.82000000 0.001274874133 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297CNS5 1973.46000000 PA USD 2076.67000000 0.000326133477 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.00000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BH5 475000.00000000 PA USD 373529.43000000 0.058661439714 Long DBT CORP US N 2 2033-10-15 Fixed 2.75000000 N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 913017CY3 502000.00000000 PA USD 495409.29000000 0.077802228861 Long DBT CORP US N 2 2028-11-16 Fixed 4.12500000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036P108 10294.00000000 NS USD 2399119.64000000 0.376773021955 Long EC CORP US N 1 N N N Willis Towers Watson PLC 549300WHC56FF48KL350 000000000 23699.00000000 NS USD 4677945.61000000 0.734654360139 Long EC CORP IE N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AM6S9 32312.30000000 PA USD 31793.66000000 0.004993078776 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 3.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FWHX1 357560.00000000 PA USD 38739.84000000 0.006083951105 Long ABS-MBS USGSE US N 2 2030-08-25 Variable 1.70400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WAFE2 59531.15000000 PA USD 59335.51000000 0.009318426242 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371J5A8 12880.24000000 PA USD 13727.95000000 0.002155924665 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 6.50000000 N N N N N N Johnson Controls International plc 549300XQ6S1GYKGBL205 000000000 123398.00000000 NS USD 5908296.24000000 0.927876455944 Long EC CORP IE N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B0SP9 1688738.78000000 PA USD 1520541.77000000 0.238795559896 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404U5K2 56441.06000000 PA USD 61826.62000000 0.009709646016 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 6.00000000 N N N N N N Wendy's Co/The 529900M0JIUCMWVKHG76 95058W100 74354.00000000 NS USD 1403803.52000000 0.220462241917 Long EC CORP US N 1 N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398RDA0 33987.90000000 PA USD 33269.39000000 0.005224836810 Long ABS-MBS USGSE US N 2 2040-05-25 Fixed 3.25000000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 254687FY7 1021000.00000000 PA USD 870386.76000000 0.136691077996 Long DBT CORP US N 2 2040-05-13 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J4MM8 154773.69000000 PA USD 154158.58000000 0.024210044834 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKY77 125698.20000000 PA USD 118506.04000000 0.018610942975 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405PNR7 14067.16000000 PA USD 15074.01000000 0.002367318497 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.50000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAR3 410000.00000000 PA USD 357331.51000000 0.056117615235 Long DBT CORP US N 2 2027-01-15 Fixed 2.20000000 N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXG4 667000.00000000 PA USD 568895.72000000 0.089343005670 Long DBT CORP US N 2 2030-02-07 Fixed 2.60000000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBG0 517000.00000000 PA USD 448595.75000000 0.070450332507 Long DBT US N 2 2027-07-15 Fixed 1.80000000 N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAQ3 202000.00000000 PA USD 199858.28000000 0.031387016663 Long DBT US N 2 2023-06-15 Fixed 3.00000000 N N N N N N DIAGEO CAPITAL PLC 213800L23DJLALFC4O95 25243YBB4 835000.00000000 PA USD 741291.90000000 0.116417199316 Long DBT CORP GB N 2 2029-10-24 Fixed 2.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405MW29 12110.93000000 PA USD 12585.04000000 0.001976434802 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N Best Buy Co Inc HL5XPTVRV0O8TUN5LL90 08652BAA7 587000.00000000 PA USD 577037.77000000 0.090621685038 Long DBT CORP US N 2 2028-10-01 Fixed 4.45000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A5GN6 104102.44000000 PA USD 105288.10000000 0.016535113527 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BE7 208000.00000000 PA USD 171728.87000000 0.026969395034 Long DBT CORP US N 2 2031-04-27 Fixed 2.85000000 N N N N N RAYMOND JAMES FINANCIAL RGUZHJ05YTITL6D76949 754730AF6 696000.00000000 PA USD 678270.49000000 0.106519915872 Long DBT CORP US N 2 2046-07-15 Fixed 4.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5JB2 44923.64000000 PA USD 42261.31000000 0.006636985173 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404QM71 28694.52000000 PA USD 30125.35000000 0.004731076753 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N Societe Generale O2RNE8IBXP4R0TD8PU41 000000000 300000.00000000 PA USD 300000.00000000 0.047113909911 Long RA CORP US N 2 Repurchase Y 1.62000000 2022-07-01 4229.85000000 USD 333411.68000000 USD EQT N N OCP CLO Ltd 254900FZYL5HDKV64882 67092DAV1 4041128.00000000 PA USD 3793099.73000000 0.595692529885 Long ABS-CBDO CORP KY N 2 2034-01-26 Floating 2.86400000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523100 46042.00000000 NS USD 12132987.84000000 1.905441653515 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202ECQ0 8452.59000000 PA USD 9251.66000000 0.001452939585 Long ABS-MBS USGA US N 2 2035-02-20 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403WKD8 16758.40000000 PA USD 17424.21000000 0.002736408867 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JAJ97 217948.37000000 PA USD 208379.44000000 0.032725233878 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405DWE3 12684.69000000 PA USD 13545.59000000 0.002127285689 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B6DQ0 189861.67000000 PA USD 171898.70000000 0.026996066219 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JH1 283000.00000000 PA USD 195118.33000000 0.030642624739 Long DBT CORP US N 2 2040-08-01 Fixed 3.30000000 N N N N N Small Business Administration Participation Certs N/A 83162CNT6 1828.67000000 PA USD 1836.20000000 0.000288368537 Long ABS-O USGA US N 2 2024-05-01 Fixed 5.18000000 N N N N N N HUNTINGTON INGALLS INDUS 5TZLZ6WJTBVJ0QWBG121 446413AS5 158000.00000000 PA USD 155568.46000000 0.024431461365 Long DBT CORP US N 2 2025-05-01 Fixed 3.84400000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TUA1 485942.61000000 PA USD 477541.68000000 0.074996185635 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404AHA5 7045.49000000 PA USD 7324.18000000 0.001150235855 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291ACR8 15332.54000000 PA USD 15879.30000000 0.002493786365 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 4.50000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CP2 258000.00000000 PA USD 222649.40000000 0.034966279245 Long DBT CORP DE N 2 2027-11-16 Fixed 2.31100000 N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46644FAD3 1036740.00000000 PA USD 1008333.95000000 0.158355182937 Long ABS-MBS CORP US N 2 2048-10-15 Fixed 3.22700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L1Y41 89028.54000000 PA USD 77668.74000000 0.012197593397 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AMD58 32945.05000000 PA USD 34293.98000000 0.005385744947 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413GAG5 30651.78000000 PA USD 32841.00000000 0.005157559718 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHC6 455000.00000000 PA USD 453508.45000000 0.071221854191 Long DBT CORP US N 2 2023-12-20 Fixed 3.00400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HNZH5 12530.00000000 PA USD 11987.75000000 0.001882632578 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.00000000 N N N N N N DuPont de Nemours Inc 5493004JF0SDFLM8GD76 26614N102 48035.00000000 NS USD 2669785.30000000 0.419280080360 Long EC CORP US N 1 N N N TD Prime Services LLC 549300ZBQI1JB1844X09 000000000 3000000.00000000 PA USD 3000000.00000000 0.471139099117 Long RA CORP US N 2 Repurchase Y 1.65000000 2022-07-01 40172.23000000 USD 3300151.29000000 USD EQT N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417AYK9 160635.63000000 PA USD 162464.23000000 0.025514416987 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BW87 166228.63000000 PA USD 171047.05000000 0.026862317681 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 4.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBM7 797000.00000000 PA USD 617831.80000000 0.097028239219 Long DBT CORP US N 2 2041-04-22 Fixed 3.10900000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAA9 217000.00000000 PA USD 196568.44000000 0.030870359245 Long DBT CORP US N 2 2033-02-01 Fixed 4.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCAK4 137809.71000000 PA USD 124629.35000000 0.019572586560 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404LQM5 11117.07000000 PA USD 11629.52000000 0.001826373858 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.50000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAQ2 106000.00000000 PA USD 90260.86000000 0.014175140088 Long DBT CORP US N 2 2051-03-24 Fixed 4.40000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEAV4 161203.16000000 PA USD 146436.61000000 0.022997337504 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N BNP PARIBAS, NY N/A 000000000 999289.00000000 PA USD 999289.00000000 0.156934706406 Long STIV CORP US N 2 2023-03-15 Floating 2.02000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H032670 475000.00000000 PA USD 461492.19000000 0.072475671548 Long ABS-MBS USGA US N 2 2052-07-21 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413F7J5 21369.90000000 PA USD 22516.50000000 0.003536134508 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.00000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142103 31624.00000000 NS USD 3844845.92000000 0.603819080998 Long EC CORP US N 1 N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137BFE98 424000.00000000 PA USD 421649.56000000 0.066218531280 Long ABS-MBS USGSE US N 2 2024-10-25 Fixed 3.17100000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FP67 66646.08000000 PA USD 67755.06000000 0.010640685976 Long ABS-MBS USGA US N 2 2041-02-20 Fixed 4.00000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAE2 583000.00000000 PA USD 513581.15000000 0.080656053444 Long DBT CORP US N 2 2026-03-01 Fixed 1.20000000 N N N N N Small Business Administration Participation Certs N/A 83162CPA5 5711.19000000 PA USD 5664.37000000 0.000889568726 Long ABS-O USGA US N 2 2024-09-01 Fixed 4.99000000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAJ9 93000.00000000 PA USD 83201.54000000 0.013066499533 Long DBT CORP US N 2 2030-05-01 Fixed 3.20000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208PYJ1 10243.12000000 PA USD 10985.85000000 0.001725287824 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEL5 919000.00000000 PA USD 787632.00000000 0.123694743638 Long DBT CORP US N 2 2033-01-21 Fixed 2.94300000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MBH82 69095.56000000 PA USD 69881.47000000 0.010974630940 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 4.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FCJM7 3304155.26000000 PA USD 51978.00000000 0.008162956031 Long ABS-MBS USGSE US N 2 2027-11-25 Variable 0.45800000 N N N N N N Starwood Commercial Mortgage Trust N/A 78485KAE5 1507000.00000000 PA USD 1431909.66000000 0.224876209076 Long ABS-CBDO CORP KY N 2 2038-11-15 Floating 2.57900000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BZ6 628000.00000000 PA USD 439537.53000000 0.069027771970 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 45866FAK0 657000.00000000 PA USD 549366.32000000 0.086275984363 Long DBT CORP US N 2 2030-06-15 Fixed 2.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M4ZA4 10744.40000000 PA USD 11557.09000000 0.001814998990 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WR26 1127773.21000000 PA USD 1036047.10000000 0.162707432445 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WLP1 298680.22000000 PA USD 273886.42000000 0.043012867059 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405ELT0 5449.41000000 PA USD 5727.64000000 0.000899505049 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 6.00000000 N N N N N N Stanley Black & Decker Inc 549300DJ09SMTO561131 854502101 30340.00000000 NS USD 3181452.40000000 0.499635539207 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5XN8 153801.22000000 PA USD 139082.80000000 0.021842448364 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132L5AD5 569572.94000000 PA USD 544744.14000000 0.085550087789 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N CHCP 2021-FL1 Ltd. N/A 12546JAC8 650500.00000000 PA USD 628156.24000000 0.098649655006 Long ABS-CBDO CORP KY N 2 2038-02-15 Floating 2.74800000 N N N N N N Freddie Mac - SCRT N/A 35563PMN6 100850.32000000 PA USD 95429.32000000 0.014986827951 Long ABS-MBS USGSE US N 2 2059-02-25 Fixed 3.00000000 N N N N N N PACCAR Inc KDTEY8BWE486IKZ3CC07 693718108 22777.00000000 NS USD 1875458.18000000 0.294533892452 Long EC CORP US N 1 N N N Freddie Mac - SCRT N/A 35563PLK3 98195.77000000 PA USD 96339.31000000 0.015129738574 Long ABS-MBS USGSE US N 2 2058-10-25 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620A9WQ0 63894.13000000 PA USD 66510.08000000 0.010445166391 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 4.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FARJ9 4483000.00000000 PA USD 45222.71000000 0.007102062283 Long ABS-MBS USGSE US N 2 2024-07-25 Variable 0.63500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200RLF7 505.55000000 PA USD 555.33000000 0.000087212558 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137BYPS3 1434353.84000000 PA USD 19312.86000000 0.003033014487 Long ABS-MBS USGSE US N 2 2024-04-25 Variable 1.03100000 N N N N N N Morgan Stanley BAML Trust N/A 61767EAE4 519442.00000000 PA USD 500745.62000000 0.078640280098 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 3.53600000 N N N N N N Santander Retail Auto Lease Trust N/A 80286KAE2 487000.00000000 PA USD 482646.85000000 0.075797934033 Long ABS-O CORP US N 2 2024-03-20 Fixed 1.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MHSV2 121737.25000000 PA USD 106123.98000000 0.016666385444 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404WRQ1 16585.31000000 PA USD 17770.81000000 0.002790841137 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N WESTINGHOUSE AIR BRAKE 06BTX5UWZD0GQ5N5Y745 960386AQ3 248000.00000000 PA USD 236460.46000000 0.037135256033 Long DBT CORP US N 2 2025-06-15 Fixed 3.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WD3L3 466142.91000000 PA USD 457947.63000000 0.071919011280 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WH5Q4 340474.94000000 PA USD 322851.51000000 0.050702656523 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N GSK CONSUMER HEALTHCARE 549300N8C3A3L0UVQB07 36264FAC5 542000.00000000 PA USD 507049.03000000 0.079630207734 Long DBT CORP US N 2 2029-03-24 Fixed 3.37500000 N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFE9 310000.00000000 PA USD 281850.61000000 0.044263614160 Long DBT CORP US N 2 2030-03-22 Fixed 3.15000000 N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FUZZ0 384386.00000000 PA USD 42360.76000000 0.006652603434 Long ABS-MBS USGSE US N 2 2030-05-25 Variable 1.76600000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46643TBJ0 1590000.00000000 PA USD 1559395.84000000 0.244897450408 Long ABS-MBS CORP US N 2 2048-01-15 Fixed 3.49400000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GAL2 334000.00000000 PA USD 323448.94000000 0.050796480734 Long DBT CORP NL N 2 2024-09-10 Fixed 2.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERCZ1 47735.20000000 PA USD 48280.32000000 0.007582248823 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FYUL8 1260699.10000000 PA USD 44892.36000000 0.007050182015 Long ABS-MBS USGSE US N 2 2031-03-25 Variable 0.61300000 N N N N N N Cantor Fitzgerald & Co. 5493004J7H4GCPG6OB62 000000000 5000000.00000000 PA USD 5000000.00000000 0.785231831863 Long RA CORP US N 2 Repurchase Y 1.55000000 2022-07-01 47847.13000000 USD 26655.26000000 USD ABS 14260.95000000 USD 11077.29000000 USD ADAS 11854302.89000000 USD 4755452.38000000 USD AMBS 359766.52000000 USD 306815.09000000 USD ACMO N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WHJY2 512058.22000000 PA USD 485234.13000000 0.076204256956 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419B5X9 142301.26000000 PA USD 143921.53000000 0.022602353329 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405XTJ2 127891.09000000 PA USD 134254.93000000 0.021084248924 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MCN8 1536000.00000000 PA USD 1337673.92000000 0.210076828527 Long DBT CORP JP N 2 2029-01-14 Fixed 2.47200000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312943UJ0 185644.36000000 PA USD 187488.98000000 0.029444463043 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BE2 582000.00000000 PA USD 557954.26000000 0.087624689135 Long DBT CORP US N 2 2030-06-15 Fixed 4.62500000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407PYP7 14565.53000000 PA USD 15842.87000000 0.002488065166 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 6.00000000 N N N N N N BXMT Ltd N/A 05609GAC2 1532500.00000000 PA USD 1485793.38000000 0.233338451509 Long ABS-CBDO CORP US N 2 2038-05-15 Floating 2.62400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385JMS4 6371.00000000 PA USD 6845.77000000 0.001075103303 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N Societe Generale O2RNE8IBXP4R0TD8PU41 000000000 2000000.00000000 PA USD 2000000.00000000 0.314092732745 Long RA CORP US N 2 Repurchase Y 1.66000000 2022-07-01 24297.82000000 USD 2223651.66000000 USD EQT N N BAT INTL FINANCE PLC 21380041YBGOQDFAC823 05530QAP5 1224000.00000000 PA USD 1158708.95000000 0.181971030280 Long DBT CORP GB N 2 2028-03-16 Fixed 4.44800000 N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBJ2 331000.00000000 PA USD 251384.07000000 0.039478954757 Long DBT CORP US N 2 2050-10-15 Fixed 3.95100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406ANH1 1737.62000000 PA USD 1826.21000000 0.000286799644 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A7PB8 75115.22000000 PA USD 77527.70000000 0.012175443578 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FAWU8 3827196.90000000 PA USD 95665.38000000 0.015023900316 Long ABS-MBS USGSE US N 2 2027-07-25 Variable 0.71100000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VDR2 573000.00000000 PA USD 562381.66000000 0.088319996217 Long DBT CORP US N 2 2039-03-15 Fixed 4.81200000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FDVW3 102328.88000000 PA USD 96934.40000000 0.015223195296 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FCLF9 3640018.30000000 PA USD 49029.23000000 0.007699862417 Long ABS-MBS USGSE US N 2 2027-11-25 Variable 0.41700000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FBC38 3107000.00000000 PA USD 52681.67000000 0.008273464847 Long ABS-MBS USGSE US N 2 2027-08-25 Variable 0.46000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312934M58 115239.53000000 PA USD 121433.27000000 0.019070653810 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 5.00000000 N N N N N N BSPRT Issuer, Ltd. N/A 055983AE0 524000.00000000 PA USD 507700.46000000 0.079732512448 Long ABS-O CORP KY N 2 2037-02-15 Floating 2.82900000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202DYJ4 4907.86000000 PA USD 5132.48000000 0.000806037334 Long ABS-MBS USGA US N 2 2033-07-20 Fixed 4.50000000 N N N N N N ONCOR ELECTRIC DELIVERY 549300SP2X2BS1KERD24 68233JBK9 646000.00000000 PA USD 697812.97000000 0.109588991346 Long DBT CORP US N 2 2029-03-15 Fixed 5.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405FXF4 10761.27000000 PA USD 11246.62000000 0.001766240804 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.50000000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAG4 955000.00000000 PA USD 856750.23000000 0.134549510510 Long DBT CORP US N 2 2032-04-05 Fixed 3.90000000 N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 22822VAS0 213000.00000000 PA USD 194692.65000000 0.030575773241 Long DBT US N 2 2025-07-15 Fixed 1.35000000 N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FBTE6 4897000.00000000 PA USD 41832.62000000 0.006569660966 Long ABS-MBS USGSE US N 2 2024-08-25 Variable 0.43200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HHF42 469979.89000000 PA USD 464370.50000000 0.072927699675 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 3.00000000 N N N N N N Verisk Analytics Inc 549300I1YSWNIRKBWP67 92345YAF3 570000.00000000 PA USD 549216.47000000 0.086252450965 Long DBT CORP US N 2 2029-03-15 Fixed 4.12500000 N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAR5 665000.00000000 PA USD 521306.61000000 0.081869308866 Long DBT CORP US N 2 2040-04-05 Fixed 3.37700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ETDS2 90901.04000000 PA USD 91730.79000000 0.014405987253 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.00000000 N N N N N N RPM INTERNATIONAL INC 549300TJCKW4BRXPJ474 749685AY9 443000.00000000 PA USD 367621.39000000 0.057733603500 Long DBT CORP US N 2 2032-01-15 Fixed 2.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M4C43 9034.89000000 PA USD 9524.09000000 0.001495723727 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419CSC8 12205.02000000 PA USD 12596.55000000 0.001978242406 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMZC1 462798.19000000 PA USD 417945.28000000 0.065636787566 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJMN7 40191.24000000 PA USD 41525.50000000 0.006521428886 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296XVE2 8983.14000000 PA USD 9348.83000000 0.001468199781 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TLR4 502664.58000000 PA USD 479485.23000000 0.075301413100 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FARG5 1536750.96000000 PA USD 12399.28000000 0.001947261869 Long ABS-MBS USGSE US N 2 2024-07-25 Variable 0.73000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137B3NA2 781476.10000000 PA USD 781195.55000000 0.122683922553 Long ABS-MBS USGSE US N 2 2023-04-25 Variable 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405MZF7 23792.32000000 PA USD 24974.87000000 0.003922212584 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H2NA8 361575.00000000 PA USD 25288.70000000 0.003971498445 Long ABS-MBS USGSE US N 2 2031-07-25 Variable 1.03900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405N4M4 21748.24000000 PA USD 22830.44000000 0.003585437644 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.50000000 N N N N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 09857LAR9 424000.00000000 PA USD 421575.78000000 0.066206944399 Long DBT CORP US N 2 2030-04-13 Fixed 4.62500000 N N N N N N ICON PLC 6354008SRQGEMC4XFI67 000000000 9847.00000000 NS USD 2133844.90000000 0.335112587947 Long EC CORP IE N 1 N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505104 249947.00000000 NS USD 7780850.11000000 1.221954237065 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417AVY2 55399.76000000 PA USD 54583.54000000 0.008572146620 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38377YEC0 54200.24000000 PA USD 54893.74000000 0.008620862403 Long ABS-MBS USGA US N 2 2041-07-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TQN8 702973.02000000 PA USD 669490.56000000 0.105141059768 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AFWD5 94027.71000000 PA USD 98939.76000000 0.015538129797 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405FZM7 1573.88000000 PA USD 1655.93000000 0.000260057789 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F84L4 400945.00000000 PA USD 30456.34000000 0.004783057530 Long ABS-MBS USGSE US N 2 2030-11-25 Variable 1.17200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405FTX0 14902.18000000 PA USD 15728.03000000 0.002470029961 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -84.00000000 NC USD 170481.36000000 0.026773478122 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra 10-Year US Treasury Note Futures UXYU2 Comdty 2022-09-21 -10869981.36000000 USD 170481.36000000 N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H3EX6 484264.83000000 PA USD 18567.92000000 0.002916024367 Long ABS-MBS USGSE US N 2 2031-08-25 Variable 0.60800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297VPS1 15403.69000000 PA USD 16247.02000000 0.002551535455 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137B2HN3 679985.14000000 PA USD 679402.26000000 0.106697656238 Long ABS-MBS USGSE US N 2 2023-02-25 Fixed 3.11100000 N N N N N N Neuberger Berman CLO Ltd 549300UTI4Y2IA4RUP16 64129KBG1 508944.00000000 PA USD 487929.19000000 0.076627506336 Long ABS-CBDO CORP KY N 2 2029-10-15 Floating 2.39400000 N N N N N N GENUINE PARTS CO 549300D46DQVEU651W04 372460AC9 814000.00000000 PA USD 673433.87000000 0.105760342275 Long DBT CORP US N 2 2032-02-01 Fixed 2.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417TNK0 44578.62000000 PA USD 46001.97000000 0.007224442234 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 4.50000000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 656531AC4 100000.00000000 PA USD 103643.60000000 0.016276850777 Long DBT CORP NO N 2 2023-06-15 Fixed 7.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WXK9 171459.09000000 PA USD 161896.17000000 0.025425205228 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 3.00000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 902973304 27705.00000000 NS USD 1274984.10000000 0.200231620087 Long EC CORP US N 1 N N N AREIT CRE Trust N/A 00217LAC6 1953000.00000000 PA USD 1949400.95000000 0.306146335800 Long ABS-CBDO CORP US N 2 2036-09-14 Floating 2.74800000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137B4WB8 59000.00000000 PA USD 58922.66000000 0.009253589650 Long ABS-MBS USGSE US N 2 2023-07-25 Variable 3.06000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412V4J4 6561.17000000 PA USD 6949.86000000 0.001091450259 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SK5 11245000.00000000 PA USD 9497632.48000000 1.491568670126 Long DBT UST US N 2 2049-11-15 Fixed 2.37500000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076102 2894.00000000 NS USD 793737.38000000 0.124653571383 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HMCR3 41793.07000000 PA USD 41294.73000000 0.006485187296 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201XAB4 7998.79000000 PA USD 8374.71000000 0.001315217774 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 5.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CDM0 1850000.00000000 PA USD 1787128.90000000 0.280662099984 Long DBT UST US N 2 2023-11-30 Fixed 0.50000000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 30161NAX9 533000.00000000 PA USD 511458.93000000 0.080322766505 Long DBT CORP US N 2 2030-04-15 Fixed 4.05000000 N N N N N SPECTRA ENERGY PARTNERS 2HKVXE7U4NF5B6UGSU72 84756NAH2 236000.00000000 PA USD 224460.43000000 0.035250694925 Long DBT CORP US N 2 2026-10-15 Fixed 3.37500000 N N N N N UMBS, TBA N/A 01F052680 100000.00000000 PA USD 103500.00000000 0.016254298919 Long ABS-MBS USGSE US N 2 2052-08-15 Fixed 5.50000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140100 105017.00000000 NS USD 3928685.97000000 0.616985856207 Long EC CORP US N 1 N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFX2 441000.00000000 PA USD 429642.72000000 0.067473828014 Long DBT CORP US N 2 2026-04-19 Fixed 3.50000000 N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAN6 320000.00000000 PA USD 270054.37000000 0.042411057531 Long DBT CORP US N 2 2049-01-23 Fixed 3.89700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405PGR5 30587.34000000 PA USD 31838.92000000 0.005000186695 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291ADH9 14636.24000000 PA USD 15246.19000000 0.002394358740 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 4.50000000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109AX2 153000.00000000 PA USD 139087.70000000 0.021843217892 Long DBT US N 2 2031-01-15 Fixed 3.25000000 N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759AX8 272000.00000000 PA USD 213527.56000000 0.033533727418 Long DBT CORP US N 2 2031-02-15 Fixed 1.45000000 N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 61.00000000 NC USD -69316.86000000 -0.01088596099 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year US Treasury Note FVM2 COMDTY 2022-09-30 6916566.86000000 USD -69316.86000000 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2U6 1499000.00000000 PA USD 1330310.50000000 0.208920430172 Long DBT CORP US N 2 2033-03-02 Fixed 3.35000000 N N N N N N Rio Tinto PLC 213800YOEO5OQ72G2R82 000000000 18020.00000000 NS 1077507.03000000 0.169218563802 Long EC CORP GB N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ARB31 68811.58000000 PA USD 65306.46000000 0.010256142243 Long ABS-MBS USGSE US N 2 2046-04-25 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RBW8 94528.69000000 PA USD 90670.55000000 0.014239480414 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 3.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FCM68 5784292.14000000 PA USD 36936.18000000 0.005800692856 Long ABS-MBS USGSE US N 2 2024-10-25 Variable 0.46900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410F5D3 73743.42000000 PA USD 77572.41000000 0.012182465121 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BJF65 42927.94000000 PA USD 41635.59000000 0.006538718121 Long ABS-MBS USGSE US N 2 2039-07-15 Fixed 3.00000000 N N N N N N UBS Commercial Mortgage Trust N/A 90278MBA4 743153.00000000 PA USD 672090.11000000 0.105549309650 Long ABS-MBS CORP US N 2 2052-10-15 Fixed 2.92100000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAB1 320000.00000000 PA USD 290626.84000000 0.045641889192 Long DBT CORP IE N 2 2027-07-21 Fixed 3.65000000 N N N N N PG&E Corp 8YQ2GSDWYZXO2EDN3511 69331C108 267544.00000000 NS USD 2670089.12000000 0.419327794187 Long EC CORP US N 1 N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404T4V2 6847.72000000 PA USD 7118.84000000 0.001117987954 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.50000000 N N N N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 115236AE1 618000.00000000 PA USD 562528.82000000 0.088343107160 Long DBT CORP US N 2 2032-03-17 Fixed 4.20000000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AF4 257000.00000000 PA USD 209993.71000000 0.032978749116 Long DBT CORP US N 2 2029-08-08 Fixed 3.90000000 N N N N N Organon & Co 549300AMCKY57OK2CO56 68622V106 50067.00000000 NS USD 1689761.25000000 0.265370864349 Long EC CORP US N 1 N N AREIT CRE Trust N/A 04002VAE1 892000.00000000 PA USD 888269.66000000 0.139499522462 Long ABS-MBS CORP KY N 2 2037-01-16 Floating 2.62100000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAR1 261000.00000000 PA USD 244036.86000000 0.038325102123 Long DBT US N 2 2028-01-15 Fixed 3.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WJUV1 181477.84000000 PA USD 177607.72000000 0.027892647065 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202EBT5 1913.57000000 PA USD 2001.30000000 0.000314296893 Long ABS-MBS USGA US N 2 2034-12-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31376KCV6 6086.46000000 PA USD 6471.77000000 0.001016367962 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TSF3 41972.21000000 PA USD 39941.77000000 0.006272709844 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404MBT4 6659.11000000 PA USD 6971.27000000 0.001094812622 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.50000000 N N N N N N National Bank of Canada BSGEFEIOM18Y80CKCV46 000000000 2600000.00000000 PA USD 2600000.00000000 0.408320552568 Long RA CORP US N 2 Repurchase Y 1.70000000 2022-07-07 42490.51000000 USD 2589190.36000000 USD EQT 324257.96000000 USD 278107.75000000 USD UST N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31381QC53 76504.96000000 PA USD 80838.50000000 0.012695392688 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200NTS0 26191.71000000 PA USD 27653.02000000 0.004342806310 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828Z52 16000000.00000000 PA USD 15345624.96000000 2.409974639684 Long DBT UST US N 2 2025-01-31 Fixed 1.37500000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FCM84 4908000.00000000 PA USD 31555.99000000 0.004955753566 Long ABS-MBS USGSE US N 2 2024-11-25 Variable 0.39800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335ALX4 63284.25000000 PA USD 65352.16000000 0.010263319262 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.50000000 N N N N N N Northwell Healthcare Inc 54930073NUTKK4QD3P47 667274AA2 51000.00000000 PA USD 44306.48000000 0.006958171690 Long DBT CORP US N 2 2046-11-01 Fixed 3.97900000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296R3K2 54431.73000000 PA USD 58030.37000000 0.009113458747 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FTZU4 808011.00000000 PA USD 97773.61000000 0.015354990177 Long ABS-MBS USGSE US N 2 2030-04-25 Variable 1.98500000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137B5KW2 565157.26000000 PA USD 565273.85000000 0.088774204147 Long ABS-MBS USGSE US N 2 2023-08-25 Variable 3.45800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405CJ34 18388.47000000 PA USD 20139.82000000 0.003162885550 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H4BT6 1578796.00000000 PA USD 62843.97000000 0.009869417136 Long ABS-MBS USGSE US N 2 2031-09-25 Variable 0.63200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKQL5 156002.03000000 PA USD 140608.33000000 0.022082027308 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398W3B8 56174.45000000 PA USD 58782.53000000 0.009231582742 Long ABS-MBS USGSE US N 2 2040-01-15 Fixed 5.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCR5 1450000.00000000 PA USD 1204716.91000000 0.189196413223 Long DBT CORP US N 2 2032-11-08 Fixed 2.54500000 N N N N N GMAC Mortgage Corporation Loan Trust N/A 38012TAC6 34786.13000000 PA USD 35328.84000000 0.005548265950 Long ABS-MBS CORP US N 2 2036-10-25 Variable 5.80500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202DYK1 12588.98000000 PA USD 13381.34000000 0.002101490824 Long ABS-MBS USGA US N 2 2033-07-20 Fixed 5.00000000 N N N N N N Roper Technologies Inc 54930003T4SXCIWVXY35 776743AF3 222000.00000000 PA USD 217681.77000000 0.034186131004 Long DBT CORP US N 2 2028-09-15 Fixed 4.20000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ABC35 81523.43000000 PA USD 7911.15000000 0.001242417361 Long ABS-MBS USGSE US N 2 2033-02-25 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J8ZX1 88208.63000000 PA USD 84326.74000000 0.013243208105 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H13T1 240722.00000000 PA USD 21475.72000000 0.003372683791 Long ABS-MBS USGSE US N 2 2031-05-25 Variable 1.33400000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141G104 45118.00000000 NS USD 13400948.36000000 2.104570245885 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AEEP8 7902.88000000 PA USD 7835.94000000 0.001230605904 Long ABS-MBS USGSE US N 2 2040-10-25 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6JU3 16877.80000000 PA USD 17771.47000000 0.002790944788 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EHGM8 87739.77000000 PA USD 88734.95000000 0.013935501467 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.00000000 N N N N N N Neuberger Berman CLO Ltd 549300NPF57YF6WBDP72 64130TBA2 600000.00000000 PA USD 580262.40000000 0.091128101462 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 2.20400000 N N N N N N Arbor Realty Collateralized Loan Obligation Ltd N/A 03880XAE6 1466500.00000000 PA USD 1401162.15000000 0.220047424356 Long ABS-CBDO CORP KY N 2 2037-01-15 Floating 2.87900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B5N24 105268.96000000 PA USD 91767.91000000 0.014411816815 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31408DV50 10757.77000000 PA USD 11583.19000000 0.001819097900 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.00000000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776743AJ5 422000.00000000 PA USD 339823.70000000 0.053368077292 Long DBT CORP US N 2 2030-06-30 Fixed 2.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468C6 352000.00000000 PA USD 351703.17000000 0.055233704890 Long DBT CORP US N 2 2025-07-23 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CM43 68459.57000000 PA USD 66944.07000000 0.010513322943 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WR34 190354.40000000 PA USD 179877.74000000 0.028249145458 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403FQY3 3149.45000000 PA USD 3363.68000000 0.000528253721 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405N2Z7 18357.38000000 PA USD 19107.84000000 0.003000816841 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.50000000 N N N N N N Fidelity National Information Services Inc 6WQI0GK1PRFVBA061U48 31620M106 40032.00000000 NS USD 3669733.44000000 0.576318302308 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B4H99 215151.86000000 PA USD 187558.02000000 0.029455305525 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405HYD4 35398.88000000 PA USD 37702.39000000 0.005921023353 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N BSPRT Issuer, Ltd. N/A 05602CAE4 245000.00000000 PA USD 232126.97000000 0.036454697175 Long ABS-CBDO CORP KY N 2 2038-12-15 Floating 3.37400000 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334KN0 44000.00000000 PA USD 34933.94000000 0.005486248340 Long DBT CORP US N 2 2050-01-30 Fixed 3.70000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AX4 147000.00000000 PA USD 140872.71000000 0.022123547226 Long DBT CORP US N 2 2030-05-15 Fixed 4.50000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31376KT22 18744.54000000 PA USD 19722.54000000 0.003097353242 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405HBL1 12327.13000000 PA USD 12810.92000000 0.002011908435 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N Danone SA 969500KMUQ2B6CBAF162 000000000 31301.00000000 NS 1759081.01000000 0.276257280775 Long EC CORP FR N 2 N N N Eni SpA BUCRF72VH5RBN7X3VL35 26874RAE8 1046000.00000000 PA USD 1043769.38000000 0.163920188459 Long DBT CORP IT N 2 2028-09-12 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385XQ91 29922.75000000 PA USD 31748.08000000 0.004985920603 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.50000000 N N N N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513105 166619.00000000 NS USD 10526988.42000000 1.653225280207 Long EC CORP US N 1 N N N Dryden Senior Loan Fund 549300ENU7ZZLTPT3E22 26250UAQ8 609209.36000000 PA USD 599446.78000000 0.094140938632 Long ABS-CBDO CORP KY N 2 2029-04-15 Floating 1.94400000 N N N N N N STELLANTIS FIN US INC 549300QZ0AI8Q7LNON33 85855CAB6 1012000.00000000 PA USD 801242.49000000 0.125832221637 Long DBT CORP US N 2 2031-09-15 Fixed 2.69100000 N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 22822VAH4 843000.00000000 PA USD 798361.03000000 0.125379698814 Long DBT US N 2 2027-09-01 Fixed 3.65000000 N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F2LN4 4356000.00000000 PA USD 131436.64000000 0.020641646720 Long ABS-MBS USGSE US N 2 2027-06-25 Variable 0.77500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31401XPX9 38462.26000000 PA USD 41017.46000000 0.006441643050 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36297GSD3 217000.17000000 PA USD 216803.24000000 0.034048161059 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 3.50000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441C204 37711.00000000 NS USD 4042996.31000000 0.634937879743 Long EC CORP US N 1 N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348BL9 461000.00000000 PA USD 389036.35000000 0.061096745154 Long DBT CORP US N 2 2030-05-15 Fixed 2.30000000 N N N N N Ross Stores Inc 549300ENZFLPGRDFZQ60 778296103 9296.00000000 NS USD 652858.08000000 0.102528989221 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202EC23 16986.03000000 PA USD 17763.03000000 0.002789619317 Long ABS-MBS USGA US N 2 2035-03-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371LSB6 32788.99000000 PA USD 35935.54000000 0.005643545980 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776743AG1 128000.00000000 PA USD 112902.74000000 0.017730965070 Long DBT CORP US N 2 2029-09-15 Fixed 2.95000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404YM82 12776.51000000 PA USD 13413.73000000 0.002106577556 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XEAU8 388643.16000000 PA USD 363939.41000000 0.057155361920 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MCG82 23870.49000000 PA USD 24426.43000000 0.003836082074 Long ABS-MBS USGSE US N 2 2024-08-01 Fixed 4.50000000 N N N N N N Verizon Owner Trust 549300XY7L2MRX0BQH89 92348TAC8 782000.00000000 PA USD 773388.23000000 0.121457811316 Long ABS-O CORP US N 2 2024-07-22 Fixed 1.98000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WVT2 1273753.25000000 PA USD 1133119.49000000 0.177952298570 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A62T7 24501.82000000 PA USD 23012.77000000 0.003614071908 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N American Tower Truste I 5493004YGM0MQZJOEJ36 03027WAJ1 876000.00000000 PA USD 872229.17000000 0.136980421792 Long ABS-O CORP US N 2 2048-03-15 Fixed 3.07000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389X105 23939.00000000 NS USD 1672617.93000000 0.262678568236 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ENSU4 30336.24000000 PA USD 31226.48000000 0.004904005218 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407JUK6 5345.28000000 PA USD 5619.01000000 0.000882445103 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390PGK7 21938.38000000 PA USD 23525.54000000 0.003694600573 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P8E23 41217.85000000 PA USD 41343.75000000 0.006492885709 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136APK43 22457.72000000 PA USD 21965.04000000 0.003449529719 Long ABS-MBS USGSE US N 2 2044-05-25 Fixed 2.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FBTC0 7936026.81000000 PA USD 59202.76000000 0.009297578337 Long ABS-MBS USGSE US N 2 2024-08-25 Variable 0.50100000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FYUN4 539591.00000000 PA USD 28770.02000000 0.004518227101 Long ABS-MBS USGSE US N 2 2031-03-25 Variable 0.82900000 N N N N N N UMBS, TBA N/A 01F022477 750000.00000000 PA USD 716174.31000000 0.112472573074 Long ABS-MBS USGSE US N 2 2037-07-15 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417AYE3 297142.33000000 PA USD 300527.79000000 0.047196797413 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131WHFH5 39439.38000000 PA USD 41377.74000000 0.006498223715 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419HBF8 14051.96000000 PA USD 14428.94000000 0.002266012597 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 5.00000000 N N N N N N BOSTON SCIENTIFIC CORP Y6ZDD9FP4P8JSSJMW954 101137206 19658.00000000 NS USD 1994107.52000000 0.313167340172 Long EP CORP US N 1 N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X6UA1 546614.53000000 PA USD 537147.21000000 0.084357017537 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FBBZ8 2082178.53000000 PA USD 40115.04000000 0.006299921268 Long ABS-MBS USGSE US N 2 2027-08-25 Variable 0.55800000 N N N N N N National Bank Financial Inc. 254900XZG349Z8CSZB72 000000000 5000000.00000000 PA USD 5000000.00000000 0.785231831863 Long RA CORP US N 2 Repurchase Y 1.57000000 2022-07-01 5452446.00000000 USD 5107016.96000000 USD UST N N Aon PLC 635400FALWQYX5E6QC64 000000000 24188.00000000 NS USD 6523019.84000000 1.024416563648 Long EC CORP IE N 1 N N N UMBS, TBA N/A 01F022683 2000000.00000000 PA USD 1795878.72000000 0.282036227421 Long ABS-MBS USGSE US N 2 2052-08-15 Fixed 2.50000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JW8 418000.00000000 PA USD 360123.58000000 0.056556099684 Long DBT CORP US N 2 2028-06-15 Fixed 3.00000000 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546AW4 904000.00000000 PA USD 738421.91000000 0.115966477815 Long DBT CORP US N 2 2030-12-15 Fixed 2.15000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJS43 18353.74000000 PA USD 18052.96000000 0.002835151770 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297BAX0 21005.44000000 PA USD 22222.41000000 0.003489948742 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CLH5 188848.86000000 PA USD 190285.19000000 0.029883597664 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HNK57 254748.77000000 PA USD 243484.39000000 0.038238338717 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TD0 1100000.00000000 PA USD 905265.63000000 0.142168677793 Long DBT UST US N 2 2052-02-15 Fixed 2.25000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TV44 14348.78000000 PA USD 13666.25000000 0.002146234904 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 3.00000000 N N N N N N ReadyCap Commercial Mortgage Trust N/A 75574YAA1 815923.42000000 PA USD 786175.26000000 0.123465967915 Long ABS-CBDO CORP US N 2 2038-04-25 Floating 2.62400000 N N N N N N TE Connectivity Ltd 894500ZRIX9K13RHXR17 000000000 5576.00000000 NS USD 630924.40000000 0.099084384475 Long EC CORP CH N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EBH2 34345.08000000 PA USD 29424.61000000 0.004621028082 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 1.50000000 N N N N N N Small Business Administration Participation Certs N/A 83162CPS6 15447.69000000 PA USD 15433.77000000 0.002423817497 Long ABS-O USGA US N 2 2025-08-01 Fixed 5.11000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404WXR2 9899.43000000 PA USD 10541.44000000 0.001655494848 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407HXD3 17978.03000000 PA USD 18913.27000000 0.002970260329 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J93Z9 88874.86000000 PA USD 84972.86000000 0.013344678903 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296YLB7 8149.66000000 PA USD 8557.93000000 0.001343991810 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H040681 1650000.00000000 PA USD 1638881.84000000 0.257380437886 Long ABS-MBS USGA US N 2 2052-08-18 Fixed 4.00000000 N N N N N N ERAC USA Finance LLC LTKX5ODQW6Z7BQ2K1V47 26882PBE1 602000.00000000 PA USD 706045.35000000 0.110881856711 Long DBT CORP US N 2 2037-10-15 Fixed 7.00000000 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 494550BS4 522000.00000000 PA USD 522087.65000000 0.081991968360 Long DBT CORP US N 2 2024-02-01 Fixed 4.15000000 N N N N N N Bayer AG 549300J4U55H3WP1XT59 000000000 37860.00000000 NS 2249395.51000000 0.353259391380 Long EC CORP DE N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERQS2 379117.72000000 PA USD 377865.68000000 0.059342432020 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412WHE9 15491.22000000 PA USD 16252.31000000 0.002552366230 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.50000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HRY8 1110000.00000000 PA USD 1065895.73000000 0.167395051328 Long DBT CORP US N 2 2028-02-01 Fixed 3.78200000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAJ2 512000.00000000 PA USD 461961.83000000 0.072549426804 Long DBT US N 2 2030-07-01 Fixed 4.05000000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BAY6 297000.00000000 PA USD 272900.64000000 0.042858053892 Long DBT CORP US N 2 2030-06-01 Fixed 3.40000000 N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAZ8 57000.00000000 PA USD 50576.30000000 0.007942824139 Long DBT CORP US N 2 2050-04-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ASG67 100920.76000000 PA USD 19104.73000000 0.003000328427 Long ABS-MBS USGSE US N 2 2046-07-25 Fixed 4.00000000 N N N N N N LKQ Corp DS830JTTZQN6GK0I2E41 501889208 78604.00000000 NS USD 3858670.36000000 0.605990159067 Long EC CORP US N 1 N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291F4X3 6289.51000000 PA USD 6618.70000000 0.001039442785 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H030674 850000.00000000 PA USD 801191.41000000 0.125824199709 Long ABS-MBS USGA US N 2 2052-07-21 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFGA3 364793.73000000 PA USD 330168.17000000 0.051851711390 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F2LL8 1456974.88000000 PA USD 45263.69000000 0.007108498043 Long ABS-MBS USGSE US N 2 2027-06-25 Variable 0.88800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296UUQ2 18577.31000000 PA USD 19350.11000000 0.003038864464 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.00000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PAS7 456000.00000000 PA USD 437746.29000000 0.068746464237 Long DBT CORP US N 2 2027-05-09 Fixed 3.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FCJP0 3235000.00000000 PA USD 43999.24000000 0.006909920765 Long ABS-MBS USGSE US N 2 2027-12-25 Variable 0.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406V2P0 29528.26000000 PA USD 31060.98000000 0.004878014044 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404QW70 31223.13000000 PA USD 33027.13000000 0.005186790758 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477BM4 108000.00000000 PA USD 104528.22000000 0.016415777134 Long DBT CORP US N 2 2026-03-30 Fixed 2.90100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140K5AX5 64398.35000000 PA USD 58458.75000000 0.009180734270 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 2.50000000 N N N N N N Residential Funding Mortgage Securities II N/A 76110VSS8 20344.28000000 PA USD 20313.57000000 0.003190172356 Long ABS-MBS CORP US N 2 2035-12-25 Variable 4.45700000 N N N N N N UMBS, TBA N/A 01F020687 2475000.00000000 PA USD 2145128.91000000 0.336884700716 Long ABS-MBS USGSE US N 2 2052-08-15 Fixed 2.00000000 N N N N N N Aon Corp LTS3U8DGK38SETRUWX71 037389BC6 1126000.00000000 PA USD 1063512.88000000 0.167020833394 Long DBT CORP US N 2 2029-05-02 Fixed 3.75000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417AYG8 29875.18000000 PA USD 30215.63000000 0.004745254899 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22535GAB8 328000.00000000 PA USD 301872.93000000 0.047408046762 Long ABS-O CORP US N 2 2030-07-15 Fixed 1.38000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FEBU3 3579000.00000000 PA USD 57518.82000000 0.009033121679 Long ABS-MBS USGSE US N 2 2027-12-25 Variable 0.41400000 N N N N N N Valero Energy Corp 549300XTO5VR8SKV1V74 91913YAL4 596000.00000000 PA USD 647535.04000000 0.101693025130 Long DBT CORP US N 2 2037-06-15 Fixed 6.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297UKW9 17359.38000000 PA USD 18090.85000000 0.002841102257 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.50000000 N N N N N N LoanCore 2021-CRE5 Issuer, Ltd N/A 53947XAE2 1547500.00000000 PA USD 1476490.18000000 0.231877417753 Long ABS-CBDO CORP KY N 2 2036-07-15 Floating 3.07400000 N N N N N N CHENIERE CORP CHRISTI HD 549300I7CIEWU1BBLQ53 16412XAJ4 514000.00000000 PA USD 470156.81000000 0.073836418635 Long DBT CORP US N 2 2029-11-15 Fixed 3.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407HQF6 44717.42000000 PA USD 47096.10000000 0.007396271375 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.00000000 N N N N N N ReadyCap Commercial Mortgage Trust N/A 75575WAE6 320000.00000000 PA USD 307361.54000000 0.048270013019 Long ABS-CBDO CORP US N 2 2036-11-25 Floating 3.42400000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FCLH5 5207000.00000000 PA USD 57611.81000000 0.009047725420 Long ABS-MBS USGSE US N 2 2027-11-25 Variable 0.32400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417G2Y1 388907.16000000 PA USD 382173.38000000 0.060018940653 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31400HAZ6 4325.76000000 PA USD 4497.05000000 0.000706245361 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 5.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FTG43 300000.00000000 PA USD 35151.36000000 0.005520393361 Long ABS-MBS USGSE US N 2 2030-04-25 Variable 1.91400000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FUZG2 1002928.00000000 PA USD 119052.07000000 0.018696695002 Long ABS-MBS USGSE US N 2 2030-05-25 Variable 1.90600000 N N N N N N Natwest Markets Securities Inc ZE2ZWJ5BTIQJ8M0C6K34 000000000 3124791.60000000 PA USD 3124791.60000000 0.490737166451 Long RA CORP US N 2 Repurchase Y 1.48000000 2022-07-01 3372901.88000000 USD 3187418.65000000 USD UST N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241L4N3 99118.40000000 PA USD 102455.39000000 0.016090246714 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N MORGAN STANLEY DOM HOLD 549300RJIC678ZPVWG08 269246BS2 310000.00000000 PA USD 310122.27000000 0.048703575634 Long DBT CORP US N 2 2028-06-20 Fixed 4.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617446448 51585.00000000 NS USD 3923555.10000000 0.616180071717 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407FRC6 7625.51000000 PA USD 7926.02000000 0.001244752640 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.50000000 N N N N N N GS Mortgage Securities Trust 549300L45M7638EL0H21 36250GAP0 1387991.00000000 PA USD 1362217.12000000 0.213931248906 Long ABS-MBS CORP US N 2 2050-05-10 Fixed 3.38200000 N N N N N N Pioneer Natural Resources Co FY8JBF7CCL2VE4F1B628 723787107 18274.00000000 NS USD 4076563.92000000 0.640209550921 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SLR6 106426.60000000 PA USD 102093.56000000 0.016033422628 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.00000000 N N N N N N Ingersoll Rand Inc 5299004C02FMZCUOIR50 45687V106 82351.00000000 NS USD 3465330.08000000 0.544217497345 Long EC CORP US N 1 N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201ESK7 873.07000000 PA USD 919.00000000 0.000144325610 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 6.00000000 N N N N N N TIME WARNER ENTERTAINMEN N/A 88731EAJ9 592000.00000000 PA USD 684750.24000000 0.107537537064 Long DBT CORP US N 2 2033-07-15 Fixed 8.37500000 N N N N N N COMM Mortgage Trust N/A 12593FBD5 1300833.00000000 PA USD 1278182.90000000 0.200733980004 Long ABS-MBS CORP US N 2 2048-07-10 Fixed 3.70800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404LSA9 9396.93000000 PA USD 9769.82000000 0.001534314731 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385W2A6 13776.78000000 PA USD 14616.26000000 0.002295430522 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 6.50000000 N N N N N N Cutwater Ltd N/A 23222LAN7 654803.05000000 PA USD 650312.41000000 0.102129200997 Long ABS-CBDO CORP KY N 2 2029-01-15 Floating 2.26400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411GNH1 23964.22000000 PA USD 25453.27000000 0.003997343565 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W9A75 62072.97000000 PA USD 62510.61000000 0.009817064160 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 4.00000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AM2 208000.00000000 PA USD 190764.42000000 0.029958858994 Long DBT CORP US N 2 2038-04-15 Fixed 4.37500000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AX8 1340000.00000000 PA USD 1102722.50000000 0.173178561742 Long DBT CORP GB N 2 2030-09-10 Fixed 2.62500000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GS6D6 149588.29000000 PA USD 148043.16000000 0.023249640344 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 3.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H4SM3 3517256.00000000 PA USD 154112.79000000 0.024202853681 Long ABS-MBS USGSE US N 2 2031-12-25 Variable 0.66500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FSD9 53934.63000000 PA USD 54832.87000000 0.008611302991 Long ABS-MBS USGA US N 2 2041-04-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31376KHJ8 11791.71000000 PA USD 12661.12000000 0.001988382890 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297DDQ8 87285.61000000 PA USD 95234.59000000 0.014956246312 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292HYT5 65585.48000000 PA USD 69021.16000000 0.010839522380 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KG4A8 85423.25000000 PA USD 77978.03000000 0.012246166268 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 03523TBJ6 868000.00000000 PA USD 1106384.40000000 0.173753649831 Long DBT CORP US N 2 2039-11-15 Fixed 8.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F62R7 229735.00000000 PA USD 18558.38000000 0.002914526144 Long ABS-MBS USGSE US N 2 2030-09-25 Variable 1.26300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416QUP8 44711.02000000 PA USD 46304.65000000 0.007271977028 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QFA66 370070.08000000 PA USD 336780.96000000 0.052890226031 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N Arbor Realty Collateralized Loan Obligation Ltd N/A 03881CAC5 625000.00000000 PA USD 610613.13000000 0.095894573325 Long ABS-CBDO CORP KY N 2 2035-12-15 Floating 2.52400000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807102 5607.00000000 NS USD 2683341.99000000 0.421409109264 Long EC CORP US N 1 N N N Electronic Arts Inc 549300O7A67PUEYKDL45 285512109 16109.00000000 NS USD 1959659.85000000 0.307757458768 Long EC CORP US N 1 N N N McKesson Corp 549300WZWOM80UCFSF54 58155Q103 14685.00000000 NS USD 4790393.85000000 0.752313947636 Long EC CORP US N 1 N N N ALCON FINANCE CORP 549300CUZUI9VU7XNK42 01400EAD5 200000.00000000 PA USD 170055.55000000 0.026706606208 Long DBT CORP US N 2 2030-05-27 Fixed 2.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405FYH9 4069.15000000 PA USD 4228.56000000 0.000664079982 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJCF5 15030.45000000 PA USD 16483.17000000 0.002588621954 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407B3J6 50048.57000000 PA USD 52663.97000000 0.008270685127 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210FNV4 963.75000000 PA USD 1014.07000000 0.000159256008 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAL4 298000.00000000 PA USD 299008.19000000 0.046958149755 Long DBT CORP US N 2 2046-04-01 Fixed 6.75000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272AY4 502000.00000000 PA USD 408940.95000000 0.064222690258 Long DBT CORP US N 2 2030-09-01 Fixed 2.50000000 N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKD0 961000.00000000 PA USD 792644.34000000 0.124481913422 Long DBT CORP US N 2 2032-10-20 Fixed 2.57200000 N N N N N N S&P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VAZ7 243000.00000000 PA USD 240301.53000000 0.037738482120 Long DBT CORP US N 2 2029-05-01 Fixed 4.25000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNQH8 894065.32000000 PA USD 779400.49000000 0.122402014903 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBN1 538000.00000000 PA USD 475550.98000000 0.074683553433 Long DBT CORP US N 2 2030-09-15 Fixed 3.80000000 N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABG1 458000.00000000 PA USD 421285.31000000 0.066161327141 Long DBT CORP US N 2 2027-02-10 Fixed 3.00000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L3D28 81959.23000000 PA USD 81724.70000000 0.012834567177 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 2.41000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407YD63 8029.28000000 PA USD 8687.80000000 0.001364387421 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.00000000 N N N N N N Danaher Corp S4BKK9OTCEWQ3YHPFM11 235851102 23441.00000000 NS USD 5942762.32000000 0.933289228572 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HF7H6 42490.50000000 PA USD 38762.40000000 0.006087494071 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31389QXF0 6654.46000000 PA USD 7091.92000000 0.001113760266 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128LXAE0 15801.87000000 PA USD 16265.12000000 0.002554377994 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36177MPD8 38492.74000000 PA USD 38457.72000000 0.006039645184 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 3.50000000 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RBE3 389000.00000000 PA USD 309583.13000000 0.048618905656 Long DBT US N 2 2032-04-01 Fixed 2.55000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31376KTN6 87281.47000000 PA USD 93615.61000000 0.014701991386 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.50000000 N N N N N N Cboe Global Markets Inc 529900RLNSGA90UPEH54 12503M108 20633.00000000 NS USD 2335449.27000000 0.366773821701 Long EC CORP US N 1 N N N State Board of Administration Finance Corp 549300S34SOJ0RULXM35 341271AF1 436000.00000000 PA USD 378765.50000000 0.059483745482 Long DBT MUN US N 2 2030-07-01 Fixed 2.15400000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H4CH1 2325421.00000000 PA USD 67380.70000000 0.010581894098 Long ABS-MBS USGSE US N 2 2031-11-25 Variable 0.44100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419LZZ9 115133.55000000 PA USD 116443.34000000 0.018287003435 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JNDC8 217952.88000000 PA USD 214382.97000000 0.033668066450 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECQ1 361401.46000000 PA USD 325305.00000000 0.051087968212 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Taiwan Semiconductor Manufacturing Co Ltd 549300KB6NK5SBD14S87 874039100 27633.00000000 NS USD 2258997.75000000 0.354767388281 Long EC CORP TW N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200KR33 2208.59000000 PA USD 2394.18000000 0.000375997269 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 6.00000000 N N N N N N Lear Corp 549300UPNBTXA1SYTQ33 521865BA2 217000.00000000 PA USD 199307.22000000 0.031300474692 Long DBT CORP US N 2 2029-05-15 Fixed 4.25000000 N N N N N N Howmet Aerospace Inc 549300HO5WFZUT5N2T22 443201108 79689.00000000 NS USD 2506219.05000000 0.393592595136 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379RD34 791026.68000000 PA USD 30332.71000000 0.004763641887 Long ABS-MBS USGA US N 2 2059-02-16 Variable 0.58600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JADZ5 78098.68000000 PA USD 74735.09000000 0.011736874325 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 000000000 22578515.35000000 PA USD 22578515.35000000 3.545873793805 Long RA CORP US N 2 Repurchase N 0.35000000 2022-07-01 23055400.00000000 USD 23030177.33000000 USD UST N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297C5V8 17203.33000000 PA USD 18523.72000000 0.002909082917 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BT8 543000.00000000 PA USD 514027.90000000 0.080726213909 Long DBT CORP US N 2 2029-03-23 Fixed 3.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LQ2S2 51123.28000000 PA USD 51456.18000000 0.008081006096 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179R7H6 42477.44000000 PA USD 40777.19000000 0.006403909520 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 3.00000000 N N N N N N National Bank of Canada BSGEFEIOM18Y80CKCV46 000000000 1500000.00000000 PA USD 1500000.00000000 0.235569549558 Long RA CORP US N 2 Repurchase Y 1.57000000 2022-07-07 1639783.87000000 USD 1532104.59000000 USD UST N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385XEC7 27537.13000000 PA USD 29448.34000000 0.004624754792 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 5.50000000 N N N N N N Nasdaq Inc 549300L8X1Q78ERXFD06 631103108 21241.00000000 NS USD 3240102.14000000 0.508846267763 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WFUW4 129987.64000000 PA USD 127103.60000000 0.019961158532 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.50000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AW0 524000.00000000 PA USD 527664.14000000 0.082867735852 Long DBT CORP GB N 2 2030-04-01 Fixed 5.62500000 N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBE5 277000.00000000 PA USD 241683.46000000 0.037955509205 Long DBT CORP US N 2 2030-10-15 Fixed 2.73900000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCU8 555000.00000000 PA USD 476390.27000000 0.074815360878 Long DBT CORP US N 2 2033-01-25 Fixed 2.96300000 N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAS1 538000.00000000 PA USD 419944.57000000 0.065950768796 Long DBT CORP US N 2 2032-01-15 Fixed 2.87500000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WGHU1 117434.96000000 PA USD 114828.59000000 0.018033412815 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31401KVB8 1826.73000000 PA USD 1899.73000000 0.000298345693 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B4JE6 249182.57000000 PA USD 217224.39000000 0.034114301137 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Equifax Inc 5493004MCF8JDC86VS77 294429105 4792.00000000 NS USD 875881.76000000 0.137554047780 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131WGVK2 13589.75000000 PA USD 14299.76000000 0.002245725348 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 6.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RB6 2550000.00000000 PA USD 2325281.25000000 0.365176971106 Long DBT UST US N 2 2043-05-15 Fixed 2.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EK6N0 159176.55000000 PA USD 160995.38000000 0.025283739431 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 4.00000000 N N N N N N T-Mobile US Inc 549300QHIJYOHPACPG31 872590104 40829.00000000 NS USD 5493133.66000000 0.862676681302 Long EC CORP US N 1 N N N Kimberly-Clark Corp MP3J6QPYPGN75NVW2S34 494368103 15525.00000000 NS USD 2098203.75000000 0.329515274846 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNEG4 384278.77000000 PA USD 347066.02000000 0.054505457332 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Travelers Cos Inc/The 549300Y650407RU8B149 89417E109 21104.00000000 NS USD 3569319.52000000 0.560548661038 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297ECL8 2118.93000000 PA USD 2229.74000000 0.000350172564 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6.00000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RLV2 616000.00000000 PA USD 461351.91000000 0.072453641084 Long DBT CORP US N 2 2059-09-15 Fixed 3.65000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SA7 2000000.00000000 PA USD 1884375.00000000 0.295934246633 Long DBT UST US N 2 2048-02-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407BTX7 4430.07000000 PA USD 4660.34000000 0.000731889463 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCN3 1091000.00000000 PA USD 965486.31000000 0.151626116768 Long DBT CORP US N 2 2030-03-01 Fixed 3.27300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405GRV4 5745.43000000 PA USD 5968.79000000 0.000937376781 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.50000000 N N N N N N APA INFRASTRUCTURE LTD 261700SS8OEHDOCOUJ33 00205GAD9 84000.00000000 PA USD 81693.77000000 0.012829709733 Long DBT CORP AU N 2 2027-07-15 Fixed 4.25000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137BLMZ8 134000.00000000 PA USD 132299.29000000 0.020777122768 Long ABS-MBS USGSE US N 2 2025-07-25 Fixed 3.01000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAS0 395000.00000000 PA USD 358754.63000000 0.056341111060 Long DBT CORP US N 2 2032-11-15 Fixed 4.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406BYJ3 129697.67000000 PA USD 139045.09000000 0.021836526146 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.50000000 N N N N N N APA INFRASTRUCTURE LTD 261700SS8OEHDOCOUJ33 00205GAB3 1100000.00000000 PA USD 1090762.99000000 0.171300364153 Long DBT CORP AU N 2 2025-03-23 Fixed 4.20000000 N N N N N N APTIV PLC N/A 000000000 11000.00000000 NS USD 1159290.00000000 0.182062282072 Long EP CORP JE N 1 N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403QPV6 59981.87000000 PA USD 64002.72000000 0.010051394613 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGQ69 356658.32000000 PA USD 333252.53000000 0.052336098920 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N New Jersey Economic Development Authority 5493006JS6QWDVU4R678 645913AA2 800000.00000000 PA USD 898775.28000000 0.141149391909 Long DBT MUN US N 2 2029-02-15 Fixed 7.42500000 N N N N N N Oaktree CLO Ltd 549300BJ8TRWJ20BLC43 67401XAL5 1503087.00000000 PA USD 1423494.03000000 0.223554564964 Long ABS-CBDO CORP KY N 2 2030-04-22 Floating 2.88600000 N N N N N N AIA GROUP LTD ZP5ILWVSYE4LJGMMVD57 00131LAJ4 804000.00000000 PA USD 752370.10000000 0.118156990372 Long DBT CORP HK N 2 2030-04-07 Fixed 3.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHNH1 425947.67000000 PA USD 416503.40000000 0.065410345551 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297AZL1 4763.89000000 PA USD 5002.54000000 0.000785630729 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 6.50000000 N N N N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 09857L108 565.00000000 NS USD 988179.35000000 0.155189976241 Long EC CORP US N 1 N N N WESTINGHOUSE AIR BRAKE 06BTX5UWZD0GQ5N5Y745 960386AM2 660000.00000000 PA USD 637364.68000000 0.100095807048 Long DBT CORP US N 2 2028-09-15 Fixed 4.95000000 N N N N N N Aptiv PLC N/A 000000000 23457.00000000 NS USD 2089314.99000000 0.328119327387 Long EC CORP JE N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFM73 468192.75000000 PA USD 421684.06000000 0.066223949380 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMZB4 285013.58000000 PA USD 257695.76000000 0.040470182737 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933Y105 113964.00000000 NS USD 10390097.88000000 1.631727118309 Long EC CORP US N 1 N N N CENOVUS ENERGY INC 549300F4XPHJ7NOSP309 15135UAS8 149000.00000000 PA USD 153358.98000000 0.024084470559 Long DBT CORP CA N 2 2025-07-15 Fixed 5.37500000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404EPN0 10810.38000000 PA USD 11515.67000000 0.001808494129 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31389Q6C7 36155.44000000 PA USD 38068.04000000 0.005978447356 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 6.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 46.00000000 NC USD -66830.54000000 -0.01049549346 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year US Treasury Note Future TUU2 Comdty 2022-09-30 9727549.34000000 USD -66830.54000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297DLZ9 14364.25000000 PA USD 15083.84000000 0.002368862262 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.50000000 N N N N N N Freddie Mac - SCRT N/A 35563PKG3 7895.45000000 PA USD 7810.23000000 0.001226568242 Long ABS-MBS USGSE US N 2 2058-08-25 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KGJG9 61625.25000000 PA USD 56083.51000000 0.008807711458 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N Colgate-Palmolive Co YMEGZFW4SBUSS5BQXF88 194162103 31766.00000000 NS USD 2545727.24000000 0.399797212817 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912810ST6 2500000.00000000 PA USD 1800488.28000000 0.282760142070 Long DBT UST US N 2 2040-11-15 Fixed 1.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CV68 109347.34000000 PA USD 107533.82000000 0.016887795693 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 3.50000000 N N N N N N ALIMENTATION COUCHE-TARD 549300OSW32RVX8CCZ87 01626PAP1 619000.00000000 PA USD 463043.68000000 0.072719327415 Long DBT CORP CA N 2 2041-05-13 Fixed 3.43900000 N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FPHM0 1588617.49000000 PA USD 105894.54000000 0.016630352725 Long ABS-MBS USGSE US N 2 2029-08-25 Variable 1.26800000 N N N N N N Quest Diagnostics Inc 8MCWUBXQ0WE04KMXBX50 74834L100 17847.00000000 NS USD 2373294.06000000 0.372717208456 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419ANB9 143269.76000000 PA USD 144899.51000000 0.022755941534 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BB3C1 116595.44000000 PA USD 112773.19000000 0.017710619713 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FBTA4 250542.74000000 PA USD 248982.11000000 0.039101735667 Long ABS-MBS USGSE US N 2 2024-08-25 Variable 3.06400000 N N N N N N Arbor Realty Collateralized Loan Obligation Ltd N/A 03880KAE4 522000.00000000 PA USD 490360.54000000 0.077009341019 Long ABS-CBDO CORP KY N 2 2034-08-15 Floating 2.92400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QN7M8 174426.60000000 PA USD 168095.09000000 0.026398723089 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H050672 1125000.00000000 PA USD 1152773.44000000 0.181038880002 Long ABS-MBS USGA US N 2 2052-07-21 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402DF54 10997.21000000 PA USD 11562.92000000 0.001815914570 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200ENN7 45996.37000000 PA USD 48138.22000000 0.007559932534 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 5.50000000 N N N N N N UMBS, TBA N/A 01F050676 200000.00000000 PA USD 204125.00000000 0.032057089535 Long ABS-MBS USGSE US N 2 2052-07-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405NGP4 84740.11000000 PA USD 88975.45000000 0.013973271118 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406B2N9 7129.15000000 PA USD 7508.98000000 0.001179258024 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.50000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625H100 84302.00000000 NS USD 9493248.22000000 1.490880138024 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402CP30 14003.18000000 PA USD 15003.10000000 0.002356182339 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297S5K7 13727.84000000 PA USD 14287.85000000 0.002243854925 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.50000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903AY9 553000.00000000 PA USD 528844.82000000 0.083053157355 Long DBT CORP US N 2 2028-04-15 Fixed 4.00000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RJV2 33129.16000000 PA USD 34832.63000000 0.005470337972 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H5DT1 2074891.00000000 PA USD 82021.89000000 0.012881239787 Long ABS-MBS USGSE US N 2 2031-12-25 Variable 0.59700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402DJR2 44166.40000000 PA USD 46428.90000000 0.007291490039 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.00000000 N N N N N N Experian Finance PLC 635400RKRK5EGXSPC782 30217AAB9 533000.00000000 PA USD 522795.22000000 0.082103089657 Long DBT CORP GB N 2 2029-02-01 Fixed 4.25000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NAY1 273000.00000000 PA USD 262681.19000000 0.041253126403 Long DBT CORP CA N 2 2025-01-15 Fixed 2.50000000 N N N N N MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 55608JBE7 1713000.00000000 PA USD 1584147.33000000 0.248784581975 Long DBT CORP AU N 2 2033-06-21 Fixed 4.44200000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138E55N4 20187.57000000 PA USD 19890.30000000 0.003123699341 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.50000000 N N N N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680AT0 729000.00000000 PA USD 621534.82000000 0.097609785055 Long DBT CORP US N 2 2047-07-13 Fixed 4.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416XV64 24584.90000000 PA USD 25777.27000000 0.004048226588 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36290RYF4 21739.73000000 PA USD 23247.08000000 0.003650869442 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405ELX1 526.31000000 PA USD 546.44000000 0.000085816416 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N BARCLAYS NEW YORK N/A 000000000 1000323.00000000 PA USD 1000323.00000000 0.157097092348 Long STIV CORP US N 2 2022-10-07 Floating 1.97000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GRL58 213625.55000000 PA USD 210126.90000000 0.032999666122 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J87H7 87463.05000000 PA USD 86003.18000000 0.013506486915 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.50000000 N N N N N N RELX CAPITAL INC 2R15C3RTKJN1RCBOV146 74949LAD4 174000.00000000 PA USD 156380.47000000 0.024558984585 Long DBT CORP US N 2 2030-05-22 Fixed 3.00000000 N N N N N N Freddie Mac - SCRT N/A 35563P7E3 187809.64000000 PA USD 179764.25000000 0.028231322266 Long ABS-MBS USGSE US N 2 2061-11-25 Fixed 3.25000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BL7 132000.00000000 PA USD 112392.92000000 0.017650899692 Long DBT CORP US N 2 2047-05-01 Fixed 5.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417F3J5 319542.81000000 PA USD 314007.78000000 0.049313780861 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.50000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBV6 259000.00000000 PA USD 208179.52000000 0.032693837169 Long DBT CORP GB N 2 2032-11-24 Fixed 2.89400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CZB3 23404.39000000 PA USD 23125.90000000 0.003631838564 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 3.00000000 N N N N N N Samsung Electronics Co Ltd 9884007ER46L6N7EI764 000000000 28942.00000000 NS 1161205.73000000 0.182363140507 Long EP CORP KR N 2 N N N United States Treasury 254900HROIFWPRGM1V77 912810TF5 1000000.00000000 PA USD 847968.75000000 0.133170410985 Long DBT UST US N 2 2042-02-15 Fixed 2.37500000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CAS4 99000.00000000 PA USD 92718.65000000 0.014561127077 Long DBT CORP US N 2 2026-09-01 Fixed 2.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411GSU7 11996.00000000 PA USD 12668.70000000 0.001989573301 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.50000000 N N N N N N CNH INDUSTRIAL CAP LLC 549300PNSJ5B81UMVO28 12592BAJ3 540000.00000000 PA USD 540360.63000000 0.084861673472 Long DBT CORP US N 2 2024-01-15 Fixed 4.20000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EB82 1969217.10000000 PA USD 1711386.99000000 0.268767108236 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297SBU8 12897.85000000 PA USD 13506.65000000 0.002121170304 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQTZ5 57708.78000000 PA USD 58202.88000000 0.009140550816 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4.50000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABF3 256000.00000000 PA USD 244191.42000000 0.038349375210 Long DBT CORP US N 2 2025-02-10 Fixed 2.65000000 N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FNX70 256195.20000000 PA USD 16409.28000000 0.002577017798 Long ABS-MBS USGSE US N 2 2029-07-25 Variable 1.21800000 N N N N N N Societe Generale O2RNE8IBXP4R0TD8PU41 000000000 500000.00000000 PA USD 500000.00000000 0.078523183186 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 31405PJV3 36609.55000000 PA USD 38430.78000000 0.006035414355 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.50000000 N N N N N N Eaton Corp PLC 549300VDIGTMXUNT7H71 000000000 63912.00000000 NS USD 8052272.88000000 1.264580196844 Long EC CORP IE N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M9LS9 182585.67000000 PA USD 179614.44000000 0.028207795150 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202DZE4 3480.20000000 PA USD 3637.45000000 0.000571248305 Long ABS-MBS USGA US N 2 2033-09-20 Fixed 4.50000000 N N N N N N Small Business Administration Participation Certs N/A 83162CNU3 4305.68000000 PA USD 4306.69000000 0.000676350015 Long ABS-O USGA US N 2 2024-06-01 Fixed 5.52000000 N N N N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 20825C104 68456.00000000 NS USD 6148033.36000000 0.965526299525 Long EC CORP US N 1 N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36290SEQ0 455.17000000 PA USD 479.05000000 0.000075233061 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ABYR4 62552.54000000 PA USD 64564.65000000 0.010139643678 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N Small Business Administration Participation Certs N/A 83162CNR0 1445.40000000 PA USD 1440.72000000 0.000226259840 Long ABS-O USGA US N 2 2024-04-01 Fixed 4.77000000 N N N N N N 2022-07-18 Brighthouse Funds Trust II Alan Otis Alan Otis Treasurer