NPORT-P false 0000766351 XXXXXXXX S000024505 C000072677 C000072676 Securian Funds Trust 811-04279 0000766351 549300J5E2OE7HWZ1521 400 N ROBERT ST ST PAUL 55101 651-665-3500 SFT Core Bond Fund S000024505 54930023ERGBUDKYY124 2025-12-31 2025-06-30 N 481994891.54 57370666.95 424624224.59 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 588976.97000000 0.00000000 0.00000000 0.00000000 EUR USD N Bloomberg US Aggregate LBUSTRUU Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A4UQ9 29893.22000000 PA USD 30852.59000000 0.007265857248 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404TET6 3284.02000000 PA USD 3307.08000000 0.000778825090 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.00000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668CR1 700000.00000000 PA USD 711404.37000000 0.167537396314 Long DBT CORP US Y 2 2032-03-25 Fixed 5.65000000 N N N N N N COTIVITI CORPORATION 254900YAQHVRTG4IFI64 22164MAF4 28981.67000000 PA USD 28836.76000000 0.006791124559 Long LON CORP US N 2 2032-03-26 Floating 7.07400000 N N N N N N Symphony CLO Ltd N/A 87166VAW8 359107.67000000 PA USD 359334.27000000 0.084624062686 Long ABS-CBDO CORP KY Y 2 2032-01-16 Floating 5.36100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31329KK86 4946.34000000 PA USD 4966.10000000 0.001169528188 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 5.00000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 3586.10000000 0.000844534954 N/A DFE XX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 349311.12000000 USD 300454.77000000 EUR 2025-07-11 3586.10000000 N N N UBS Commercial Mortgage Trust N/A 90276UAX9 3500000.00000000 PA USD 3400568.50000000 0.800841850999 Long ABS-MBS CORP US N 2 2050-12-15 Fixed 3.58000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EGHS6 160797.12000000 PA USD 155333.93000000 0.036581504540 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.00000000 N N N N N N ARDAGH PKG FIN/HLDGS USA N/A 03969AAN0 65000.00000000 PA USD 61026.55000000 0.014371895541 Long DBT CORP XX Y 2 2026-08-15 Fixed 4.12500000 N N N N N N SPECTRUM BRANDS INC 549300VU3EH2E73C1Q04 84762LAX3 61000.00000000 PA USD 48916.28000000 0.011519898575 Long DBT CORP US Y 2 2031-03-15 Fixed 3.87500000 N N N N N N CCRR PARENT INC N/A 12510MAD1 49921.85000000 PA USD 19968.74000000 0.004702685066 Long LON CORP US N 2 2028-03-06 Floating 8.68300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DS4H2 520636.64000000 PA USD 484296.42000000 0.114052941861 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H052678 3325000.00000000 PA USD 3328347.28000000 0.783833584438 Long ABS-MBS USGA US N 2 2054-07-20 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EML66 164281.03000000 PA USD 153793.07000000 0.036218628399 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746SH5 1100000.00000000 PA USD 1081090.46000000 0.254599336871 Long DBT CORP US N 2 2026-10-23 Fixed 3.00000000 N N N N N N FRONTIER COMMUNICATIONS CORP N/A 35906EAU4 24594.75000000 PA USD 24533.26000000 0.005777640223 Long LON CORP US N 2 2031-07-01 Floating 6.79200000 N N N N N N UMBS, TBA N/A 01F032674 8825000.00000000 PA USD 7947660.24000000 1.871692611902 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31389GSV3 4887.44000000 PA USD 5150.98000000 0.001213067861 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 7.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 6.00000000 NC USD 10957.83000000 0.002580594644 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long Ultra 10 Year U.S. Treasury Notes Futures UXYU5 Comdty 2025-09-19 674635.92000000 USD 10957.83000000 N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBH0 755000.00000000 PA USD 653977.84000000 0.154013313920 Long DBT CORP US N 2 2031-08-01 Fixed 2.25000000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAG4 40000.00000000 PA USD 41230.86000000 0.009709964154 Long DBT CORP US Y 2 2027-11-15 Fixed 11.75000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HHW3 765000.00000000 PA USD 724139.77000000 0.170536612860 Long DBT CORP US N 2 2029-07-30 Fixed 3.00000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CJ7 95000.00000000 PA USD 88537.82000000 0.020850864098 Long DBT CORP US N 2 2053-02-10 Fixed 5.70000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91087BAT7 287000.00000000 PA USD 270701.27000000 0.063750783474 Long DBT NUSS MX N 2 2033-05-19 Fixed 4.87500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378GRM2 33037.08000000 PA USD 27962.16000000 0.006585154209 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 1.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B6L99 2269605.02000000 PA USD 1899486.93000000 0.447333623472 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAH2 1850000.00000000 PA USD 1956436.92000000 0.460745479579 Long DBT CORP US N 2 2040-02-15 Fixed 6.85000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAD3 181000.00000000 PA USD 195480.49000000 0.046036113504 Long DBT CORP US Y 2 2032-02-01 Fixed 9.87500000 N N N N N N HUDSON PACIFIC PROPERTIE 5493007NTUGLGZ8T3526 44409MAA4 5000.00000000 PA USD 4793.43000000 0.001128863998 Long DBT US N 2 2027-11-01 Fixed 3.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405JEC4 9544.12000000 PA USD 9972.85000000 0.002348629546 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A2GV5 27529.39000000 PA USD 26472.32000000 0.006234293398 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416YUC0 256710.04000000 PA USD 254886.96000000 0.060026476408 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.50000000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAM2 40000.00000000 PA USD 40654.08000000 0.009574131113 Long DBT CORP US Y 2 2033-01-15 Fixed 6.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ANG9 47971.86000000 PA USD 46980.15000000 0.011063935423 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 3.50000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCY9 330000.00000000 PA USD 335377.82000000 0.078982262569 Long DBT CORP US N 2 2028-08-03 Fixed 4.80000000 N N N N N N RENAISSANCE HOLDING CORP 549300UKKEC0Y6TXNF09 75972JAK0 89557.61000000 PA USD 81081.61000000 0.019094909170 Long LON CORP US N 2 2030-04-05 Floating 8.28000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31400TGP6 225262.61000000 PA USD 228372.15000000 0.053782176516 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 5.50000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -7123.25000000 -0.00167754206 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 134005.05000000 EUR 150271.52000000 USD 2025-07-11 -7123.25000000 N N N HAH GROUP HOLDING CO LLC 254900FFJQHW9R90FL74 40518JAA7 45000.00000000 PA USD 44613.59000000 0.010506604997 Long DBT CORP US Y 2 2031-10-01 Fixed 9.75000000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 000000000 145000.00000000 PA 169729.58000000 0.039971713852 Long DBT US N 2 2031-06-20 Fixed 3.37500000 N N N N N N Bear Stearns Mortgage Securities Inc. N/A 073914TS2 14129.52000000 PA USD 8225.44000000 0.001937110396 Long ABS-MBS CORP US N 2 2029-11-25 Fixed 8.00000000 N N N N N N Structured Asset Mortgage Investments Inc N/A 073914C27 5570.97000000 PA USD 62.86000000 0.000014803677 Long ABS-MBS CORP US N 2 2030-05-02 Variable 6.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MJ6Y6 5124751.98000000 PA USD 4436400.47000000 1.044782707412 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N CIFC Funding Ltd N/A 12571KAA7 1250000.00000000 PA USD 1253048.75000000 0.295095917151 Long ABS-CBDO CORP KY Y 2 2035-04-21 Floating 5.68200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EDD9 2184630.42000000 PA USD 1892714.10000000 0.445738606135 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31387XT70 32088.02000000 PA USD 33818.26000000 0.007964279483 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 7.00000000 N N N N N N Sequoia Mortgage Trust N/A 81746TCD5 839200.90000000 PA USD 694696.97000000 0.163602764460 Long ABS-MBS CORP US Y 2 2047-02-25 Variable 3.60300000 N N N N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 07274NBF9 1000000.00000000 PA USD 779438.92000000 0.183559692279 Long DBT CORP US Y 2 2044-07-15 Fixed 4.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ELAF0 549810.71000000 PA USD 510491.71000000 0.120221994044 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNE24 2600591.42000000 PA USD 2061740.71000000 0.485544768904 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.00000000 N N N N N N 1011778 BC Unlimited Liability Company 549300RHSHNRWI5LLA86 000000000 51997.19000000 PA USD 51683.02000000 0.012171472329 Long LON CORP CA N 2 2030-09-20 Floating 6.07700000 N N N N N N JP Morgan Mortgage Trust 549300BV8AJIRLDGMR51 46641YAP8 85168.63000000 PA USD 81722.27000000 0.019245786101 Long ABS-MBS CORP US Y 2 2029-06-25 Variable 3.40300000 N N N N N N VOYAGER PARENT LLC 2549002DYVI4ACSV4V71 000000000 81462.01000000 PA USD 80501.90000000 0.018958386106 Long LON CORP US N 2 2032-05-09 None 0.00000000 N N N N N N Social Professional Loan Program LLC N/A 83405NAA4 1333586.95000000 PA USD 1161026.67000000 0.273424501656 Long ABS-O CORP US Y 2 2047-02-15 Fixed 1.14000000 N N N N N N BOOST NEWCO BORROWER LLC 254900S8RE1OL7TTCU64 92943EAG1 51658.08000000 PA USD 51683.91000000 0.012171681926 Long LON CORP US N 2 2031-01-31 Floating 6.29600000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UJ5 1645000.00000000 PA USD 1638060.16000000 0.385767006482 Long DBT UST US N 2 2045-02-15 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31388WZE9 10180.88000000 PA USD 10512.30000000 0.002475671285 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 6.50000000 N N N N N N KUEHG CORP 549300YNT566T1NYJX62 50118YAG4 16407.37000000 PA USD 16391.98000000 0.003860349704 Long LON CORP US N 2 2030-06-12 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D6B3 8860210.04000000 PA USD 7034485.17000000 1.656637742887 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.00000000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102CF2 140000.00000000 PA USD 136000.50000000 0.032028436467 Long DBT CORP US N 2 2029-01-15 Fixed 9.75000000 N N N N N N Republic of South Africa Government International Bonds 378900AAFB4F17004C49 836205AY0 200000.00000000 PA USD 199124.20000000 0.046894215748 Long DBT NUSS ZA N 2 2030-06-22 Fixed 5.87500000 N N N N N N VOYAGER PARENT LLC 2549002DYVI4ACSV4V71 92921EAA0 93000.00000000 PA USD 96703.91000000 0.022773997431 Long DBT CORP US Y 2 2032-07-01 Fixed 9.25000000 N N N N N N HELIOS SOFT/ION CORP SOL N/A 42329HAB4 69000.00000000 PA USD 70976.51000000 0.016715134438 Long DBT CORP US Y 2 2029-05-01 Fixed 8.75000000 N N N N N N Arches Buyer Inc 2549009ADY4208OH2Y47 03952HAD6 37075.65000000 PA USD 36577.43000000 0.008614070484 Long LON CORP US N 2 2027-12-06 Floating 7.67700000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYJ7 600000.00000000 PA USD 523861.12000000 0.123370521431 Long DBT CORP US N 2 2032-07-21 Fixed 2.38300000 N N N N N N Octagon Credit Partners 46, LTD N/A 67577VAN3 1125000.00000000 PA USD 1126929.38000000 0.265394509954 Long ABS-CBDO CORP KY Y 2 2036-07-15 Floating 6.16800000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJB6 590000.00000000 PA USD 539263.92000000 0.126997916927 Long DBT CORP US N 2 2031-04-29 Fixed 2.59200000 N N N N N N MCAFEE LLC 2549009UKR8UEZYVCR93 57906HAF4 10902.64000000 PA USD 10521.05000000 0.002477731931 Long LON CORP US N 2 2029-03-01 Floating 7.31600000 N N N N N N Allegro CLO Ltd 254900MQVJ2U7KN3HP03 01750FAS5 830520.89000000 PA USD 830807.42000000 0.195657094411 Long ABS-CBDO CORP KY Y 2 2032-04-20 Floating 5.39900000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAQ0 70000.00000000 PA USD 60813.44000000 0.014321707636 Long DBT US N 2 2031-10-15 Fixed 2.40000000 N N N N N N PEER HOLDING III BV 7245002S0K5Q59JCVQ03 000000000 98916.52000000 PA USD 99349.28000000 0.023396988265 Long LON CORP NL N 2 2031-07-01 None 0.00000000 N N N N N N Potomac Energy Center, LLC 549300BHYFK6M9HVNA29 73767TAB2 27058.46000000 PA USD 26990.81000000 0.006356399008 Long LON CORP US N 2 2032-03-14 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31389GST8 11320.21000000 PA USD 11688.72000000 0.002752720952 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 6.50000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -6266.50000000 -0.00147577543 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 192925.28000000 EUR 220332.65000000 USD 2025-07-11 -6266.50000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412NJA5 46790.32000000 PA USD 49069.73000000 0.011556036410 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.00000000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AN7 425000.00000000 PA USD 438347.70000000 0.103231910620 Long DBT CORP US N 2 2030-06-14 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31329MUV0 409640.50000000 PA USD 369890.99000000 0.087110194986 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404JKK0 20445.62000000 PA USD 20729.61000000 0.004881871734 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.00000000 N N N N N N Entergy Mississippi LLC 54930043I78H35DVVW89 29364NAU2 500000.00000000 PA USD 487708.09000000 0.114856398141 Long DBT CORP US N 2 2027-12-01 Fixed 3.25000000 N N N N N N Vista Point Securitization Trust N/A 92841WAA7 1426835.13000000 PA USD 1428324.32000000 0.336373724645 Long ABS-MBS CORP US Y 2 2055-01-25 Variable 5.67900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385JEL8 36584.44000000 PA USD 38226.76000000 0.009002491564 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 6.50000000 N N N N N N MH Sub I LLC 2549005VFKP807SR8N49 45567YAN5 46592.44000000 PA USD 43470.75000000 0.010237463498 Long LON CORP US N 2 2028-05-03 Floating 8.57700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417AJK6 765301.51000000 PA USD 719410.31000000 0.169422813946 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36185BQJ8 30106.74000000 PA USD 26829.83000000 0.006318487840 Long ABS-MBS USGA US N 2 2045-05-15 Fixed 3.00000000 N N N N N N Rad CLO Ltd N/A 749984AA8 641551.65000000 PA USD 641985.34000000 0.151189052065 Long ABS-CBDO CORP KY Y 2 2032-04-25 Floating 5.51200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EGK0 5099234.49000000 PA USD 4885592.22000000 1.150568417220 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 02154CAF0 34000.00000000 PA USD 25603.25000000 0.006029625376 Long DBT CORP LU Y 2 2028-01-15 Fixed 5.00000000 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 000000000 200000.00000000 PA USD 181274.00000000 0.042690451816 Long DBT NUSS PY Y 2 2033-06-28 Fixed 3.84900000 N N N N N N Luminent Mortgage Trust N/A 550279AA1 1096213.82000000 PA USD 1055721.98000000 0.248625000379 Long ABS-MBS CORP US N 2 2035-11-25 Floating 4.95400000 N N N N N N United Natural Foods Inc 549300GKGW6WPZ282D40 91116KAD7 57326.97000000 PA USD 57756.92000000 0.013601890013 Long LON CORP US N 2 2031-05-01 Floating 9.07700000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CNC1 1209000.00000000 PA USD 1211266.88000000 0.285256188850 Long DBT UST US N 2 2035-05-15 Fixed 4.25000000 N N N N N N MODIVCARE INC 549300EFZIFW7F7I0Q28 60783LAC4 189839.89000000 PA USD 133837.12000000 0.031518955407 Long LON CORP US N 2 2031-07-01 Floating 9.04600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A1BY9 91850.18000000 PA USD 94608.27000000 0.022280469299 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131WQLY1 39051.01000000 PA USD 39538.18000000 0.009311334047 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WQRY0 77681.34000000 PA USD 73039.27000000 0.017200919252 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KN2Y8 4627747.85000000 PA USD 3840361.77000000 0.904414196742 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Sequoia Mortgage Trust N/A 81746LCB6 126144.11000000 PA USD 123429.07000000 0.029067835241 Long ABS-MBS CORP US Y 2 2045-07-25 Variable 3.72600000 N N N N N N MajorDrive Holdings IV LLC 25490044R1FR5N8FIT62 56085UAB9 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2028-06-01 Floating 8.55700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406PHS1 42996.12000000 PA USD 44095.25000000 0.010384534712 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AS8 40000.00000000 PA USD 41245.92000000 0.009713510820 Long DBT CORP CO N 2 2033-01-13 Fixed 8.87500000 N N N N N N JAZZ FINANCING LUX SARL 635400WUEO2NSG5OIU34 000000000 49421.01000000 PA USD 49590.92000000 0.011678777876 Long LON CORP LU N 2 2028-05-05 Floating 6.57700000 N N N N N N Charter Communications Operating, LLC 549300TPZNMN50BJ3745 16117LCE7 93864.18000000 PA USD 93998.31000000 0.022136822290 Long LON CORP US N 2 2031-12-15 Floating 6.54800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138XCF31 134542.64000000 PA USD 128110.32000000 0.030170280587 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402QVG3 35010.62000000 PA USD 36539.92000000 0.008605236791 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 6.00000000 N N N N N N Saxon Asset Securities Trust N/A 805564PL9 168198.88000000 PA USD 147637.09000000 0.034768880683 Long ABS-MBS CORP US N 2 2035-03-25 Floating 1.54000000 N N N N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 922966AB2 45000.00000000 PA USD 48712.05000000 0.011471801931 Long DBT CORP US Y 2 2035-05-01 Fixed 7.75000000 N N N N N N Costa Rica Government International Bonds 549300S1EK2VN6XVJP58 000000000 200000.00000000 PA USD 208556.00000000 0.049115426752 Long DBT NUSS CR Y 2 2034-04-03 Fixed 6.55000000 N N N N N N Arbour CLO 635400S59B1EE8UDJW07 000000000 1350000.00000000 PA 1586981.89000000 0.373737954195 Long ABS-CBDO CORP IE Y 2 2038-12-15 Floating 4.02500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GUW1 43531.87000000 PA USD 44133.47000000 0.010393535612 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CNG2 2869000.00000000 PA USD 2896345.16000000 0.682096072779 Long DBT UST US N 2 2030-05-31 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405JUE2 53585.79000000 PA USD 55074.88000000 0.012970263308 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N Peraton Corp 549300EQPCK07ZW63836 71360HAB3 73183.29000000 PA USD 64296.72000000 0.015142028239 Long LON CORP US N 2 2028-02-01 Floating 8.17700000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5A25 1204442.79000000 PA USD 1153263.99000000 0.271596372325 Long ABS-MBS USGA US N 2 2054-11-20 Fixed 4.50000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DZ0 233000.00000000 PA USD 223023.19000000 0.052522483900 Long DBT CORP US N 2 2053-06-01 Fixed 5.87500000 N N N N N N VOLKSWAGEN INTL FIN NV 5299004PWNHKYTR23649 000000000 100000.00000000 PA 132624.74000000 0.031233437076 Long DBT CORP NL Y 2 2032-09-06 Fixed 7.87500000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -3.00000000 NC 541.72000000 0.000127576329 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 2 Year Euro SCHATZ Futures DUU5 Comdty 2025-09-08 -322211.49000000 EUR 541.72000000 N N N TIAA CLO Ltd 5493000Q4E256SBMCY29 88631YAL1 749107.71000000 PA USD 749482.26000000 0.176504828645 Long ABS-CBDO CORP KY Y 2 2032-01-20 Floating 5.40900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MHSL4 1352977.41000000 PA USD 1072005.71000000 0.252459856955 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N UMBS, TBA N/A 01F030678 5300000.00000000 PA USD 4582990.72000000 1.079305054822 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36183SX71 546303.08000000 PA USD 506610.47000000 0.119307952929 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 3.75000000 N N N N N N HEARTLAND DENTAL LLC 5493008FRC0GRKBN1075 42236WAW7 26556.12000000 PA USD 26551.37000000 0.006252909858 Long LON CORP US N 2 2028-04-28 Floating 8.82700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AA3C3 383311.74000000 PA USD 381653.83000000 0.089880371372 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404NNS1 9132.12000000 PA USD 9397.77000000 0.002213196858 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N 1261229 BC LTD N/A 68288AAA5 130000.00000000 PA USD 131170.03000000 0.030890849462 Long DBT CORP CA Y 2 2032-04-15 Fixed 10.00000000 N N N N N N XEROX CORPORATION 4KF48RN45X1OO8UBLY20 984121CS0 125000.00000000 PA USD 130907.88000000 0.030829112523 Long DBT CORP US Y 2 2030-10-15 Fixed 10.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36182NR39 507914.77000000 PA USD 486131.07000000 0.114485006235 Long ABS-MBS USGA US N 2 2035-03-20 Fixed 3.25000000 N N N N N N ECHOSTAR CORP 549300EE20907QZ9GT38 278768AC0 22000.00000000 PA USD 22629.20000000 0.005329229631 Long DBT CORP US N 2 2029-11-30 Fixed 10.75000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 50.00000000 NC USD 44290.71000000 0.010430566000 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT Ultra Long-Term U.S. Treasury Bond Futures WNU5 Comdty 2025-09-19 5911959.29000000 USD 44290.71000000 N N N COMMONBOND STUDENT LOAN TRUST N/A 20268CAA6 850290.14000000 PA USD 778004.68000000 0.183221925397 Long ABS-O CORP US Y 2 2047-01-25 Fixed 2.54000000 N N N N N N MICHAELS COS INC/THE 549300H9LWMBP7HYLR98 55916AAB0 106000.00000000 PA USD 69430.00000000 0.016350927709 Long DBT CORP US Y 2 2029-05-01 Fixed 7.87500000 N N N N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 36321PAD2 184287.50000000 PA USD 163340.28000000 0.038467018728 Long DBT CORP JE Y 2 2034-03-31 Fixed 2.16000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XCN8 435000.00000000 PA USD 440537.82000000 0.103747689012 Long DBT US N 2 2030-03-15 Fixed 4.90000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H042679 2200000.00000000 PA USD 2105277.79000000 0.495797853274 Long ABS-MBS USGA US N 2 2054-07-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131WD5T9 66014.78000000 PA USD 67460.13000000 0.015887018708 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N UMBS, TBA N/A 01F022675 4900000.00000000 PA USD 4063630.12000000 0.956994416398 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 2.50000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AZ6 275000.00000000 PA USD 281222.09000000 0.066228461240 Long DBT CORP US N 2 2034-06-15 Fixed 5.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416W7B2 199459.14000000 PA USD 187665.48000000 0.044195660335 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 3.50000000 N N N N N N UMBS, TBA N/A 01F052672 3300000.00000000 PA USD 3299396.53000000 0.777015614967 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 5.50000000 N N N N N N Sequoia Mortgage Trust N/A 81746MCC2 20584.53000000 PA USD 19503.13000000 0.004593032820 Long ABS-MBS CORP US Y 2 2030-11-25 Variable 3.10200000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36193PDW2 177606.97000000 PA USD 162438.74000000 0.038254703946 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 3.50000000 N N N N N N HEALTHPEAK PROPERTIES INC PZ9HF5U52KPF0MH0QN75 42250UAF9 280012.06000000 PA USD 271611.70000000 0.063965191873 Long LON US N 2 2029-03-01 Floating 5.14600000 N N N N N N ALPHA GENERATION LLC 254900K5V62L4YGVKF49 02072UAC6 91493.98000000 PA USD 91379.61000000 0.021520112303 Long LON CORP US N 2 2031-09-30 None 0.00000000 N N N N N N PAYCHEX INC 529900K900DW6SUBM174 704326AB3 425000.00000000 PA USD 436262.20000000 0.102740770482 Long DBT CORP US N 2 2032-04-15 Fixed 5.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131WGHH5 34132.41000000 PA USD 34683.15000000 0.008167963105 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.00000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BN6 320000.00000000 PA USD 304493.13000000 0.071708845696 Long DBT CORP US Y 2 2029-01-31 Fixed 11.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31388KT77 39573.35000000 PA USD 41707.21000000 0.009822145696 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 7.00000000 N N N N N N TWITTER INC N/A 90184NAG3 52528.34000000 PA USD 51280.79000000 0.012076746221 Long LON CORP US N 2 2029-10-26 Floating 10.92700000 N N N N N N MICHAELS COS INC/THE 549300H9LWMBP7HYLR98 55916AAA2 396000.00000000 PA USD 318713.12000000 0.075057686665 Long DBT CORP US Y 2 2028-05-01 Fixed 5.25000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BU8 175000.00000000 PA USD 195678.93000000 0.046082846589 Long DBT CORP US N 2 2034-10-20 Fixed 6.87500000 N N N N N N Citigroup Mortgage Loan Trust Inc N/A 17329PCL4 1573835.18000000 PA USD 1411292.63000000 0.332362721736 Long ABS-MBS CORP US Y 2 2051-05-25 Variable 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31329KQR8 52827.43000000 PA USD 51749.33000000 0.012187088489 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 3.50000000 N N N N N N Cleanova US Holdings LLC N/A 000000000 26875.41000000 PA USD 25934.77000000 0.006107699113 Long LON CORP US N 2 2032-06-14 Floating 9.07400000 N N N N N N Romania Government International Bonds 315700IASY927EDWBK92 000000000 300000.00000000 PA USD 257200.36000000 0.060571287530 Long DBT NUSS RO Y 2 2032-03-27 Fixed 3.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410FUZ6 38693.02000000 PA USD 39775.25000000 0.009367164588 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 5.50000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BU7 1130000.00000000 PA USD 1007224.51000000 0.237203732540 Long DBT CORP US N 2 2031-04-01 Fixed 2.80000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36182NRN5 125282.56000000 PA USD 118115.32000000 0.027816434663 Long ABS-MBS USGA US N 2 2039-04-20 Fixed 4.00000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBA7 430000.00000000 PA USD 400596.67000000 0.094341454585 Long DBT US N 2 2030-01-15 Fixed 2.90000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816EH8 425000.00000000 PA USD 440175.59000000 0.103662382998 Long DBT CORP US N 2 2036-04-25 Fixed 5.66700000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBE2 1130000.00000000 PA USD 788175.00000000 0.185617059592 Long DBT CORP US N 2 2052-03-15 Fixed 5.14100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNCS1 504645.84000000 PA USD 418939.91000000 0.098661330592 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131WD7E0 150740.30000000 PA USD 152740.59000000 0.035970766893 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131WXD41 10759.13000000 PA USD 11109.37000000 0.002616282669 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.50000000 N N N N N N TWITTER INC N/A 90184NAK4 43692.09000000 PA USD 42446.87000000 0.009996337359 Long LON CORP US N 2 2029-10-26 Fixed 9.50000000 N N N N N N NAKED JUICE LLC 549300Y5TU1XQ1KVLJ64 62984CAN3 245992.89000000 PA USD 110696.80000000 0.026069355818 Long LON CORP US N 2 2030-01-24 Floating 10.39600000 N N N N N N Dave & Buster's, Inc. 549300JAVWTAY1FT5Z45 23833EAY0 56763.58000000 PA USD 54014.07000000 0.012720440067 Long LON CORP US N 2 2031-11-01 Floating 7.56300000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XDK7 344183.49000000 PA USD 352476.21000000 0.083008973484 Long ABS-MBS USGSE US N 2 2029-01-25 Floating 8.87000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8RT2 146175.10000000 PA USD 142098.96000000 0.033464638089 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.50000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BA4 172000.00000000 PA USD 85190.67000000 0.020062602429 Long DBT CORP US Y 2 2030-01-15 Fixed 5.75000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AL3 310000.00000000 PA USD 313424.42000000 0.073812185421 Long DBT US N 2 2029-01-15 Fixed 5.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138M8J46 55405.77000000 PA USD 50167.34000000 0.011814526137 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.00000000 N N N N N N GUGGENHEIM PARTNERS LLC N/A 36173YAB6 24862.33000000 PA USD 24947.81000000 0.005875267720 Long LON CORP US N 2 2031-11-26 Floating 6.79600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EGGZ1 120352.06000000 PA USD 119757.27000000 0.028203117736 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CNH0 22505000.00000000 PA USD 22621041.41000000 5.327308264581 Long DBT UST US N 2 2028-06-15 Fixed 3.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404PQN4 16365.76000000 PA USD 16577.61000000 0.003904066004 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.50000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650EH9 305000.00000000 PA USD 314527.62000000 0.074071991607 Long DBT CORP US N 2 2055-03-10 Fixed 7.00000000 N N N N N N Credit Suisse Mortgage Trust N/A 12647MDV4 509588.86000000 PA USD 460868.34000000 0.108535574117 Long ABS-MBS CORP US Y 2 2043-08-25 Variable 3.42400000 N N N N N N Xerox Holdings Corp 4KF48RN45X1OO8UBLY20 98415LAY2 44664.21000000 PA USD 42933.47000000 0.010110932799 Long LON CORP US N 2 2029-11-17 Floating 8.29600000 N N N N N N CIM Trust N/A 12570GAB5 1389761.56000000 PA USD 1382347.24000000 0.325546014557 Long ABS-MBS CORP US Y 2 2063-01-25 Variable 4.50000000 N N N N N N AI AQUA MERGER SUB INC 5493005QMH1D47U26R45 00132UAP9 23985.18000000 PA USD 23933.78000000 0.005636461278 Long LON CORP US N 2 2028-07-31 Floating 7.32400000 N N N N N N UBS Commercial Mortgage Trust N/A 90276EAH0 2750000.00000000 PA USD 2666954.13000000 0.628073947635 Long ABS-MBS CORP US N 2 2050-06-15 Fixed 3.72400000 N N N N N N EFS Cogen Holdings I LLC 549300KDKPYR8NXXKI52 26844HAJ6 43172.57000000 PA USD 43269.71000000 0.010190118107 Long LON CORP US N 2 2031-10-03 Floating 7.79600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402QS93 18021.82000000 PA USD 18525.91000000 0.004362895220 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31391G3M6 155781.55000000 PA USD 163673.27000000 0.038545438654 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 6.00000000 N N N N N N Barracuda Networks Inc 549300CXGRZWNMPU8080 06832FAB3 27953.40000000 PA USD 23038.27000000 0.005425566575 Long LON CORP US N 2 2029-08-15 Floating 8.78000000 N N N N N N Vistra Operations Company LLC 549300ZH5GKBTJZ7NM23 88233FAK6 100912.56000000 PA USD 101109.64000000 0.023811557170 Long LON CORP US N 2 2030-12-20 Floating 6.07700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31400ENB2 5918.51000000 PA USD 6026.53000000 0.001419261938 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36230LCT4 42396.88000000 PA USD 39630.77000000 0.009333139209 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413JPA6 40199.44000000 PA USD 42386.05000000 0.009982014106 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.50000000 N N N N N N Potomac Energy Center LLC 549300BHYFK6M9HVNA29 000000000 27959.40000000 PA USD 27959.40000000 0.006584504222 Long LON CORP US N 2 2026-11-12 Floating 10.55700000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617AAXZ2 296180.91000000 PA USD 282599.00000000 0.066552726772 Long ABS-MBS USGA US N 2 2035-11-20 Fixed 3.25000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VBA7 34789.44000000 PA USD 32211.30000000 0.007585836637 Long LON CORP US N 2 2029-01-20 Floating 9.69100000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AR3D1 122765.25000000 PA USD 116266.52000000 0.027381037931 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MUU4 25563.32000000 PA USD 26197.14000000 0.006169487863 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 5.50000000 N N N N N N Grifols Worldwide Operations USA Inc N/A 39843PAG8 65363.29000000 PA USD 65129.88000000 0.015338239372 Long LON CORP US N 2 2027-11-15 Floating 6.48300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413LTE9 32639.07000000 PA USD 34125.25000000 0.008036576347 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLGK8 860215.97000000 PA USD 824403.48000000 0.194148951533 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UL0 13155000.00000000 PA USD 13531150.78000000 3.186617719011 Long DBT UST US N 2 2045-05-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406NMZ4 65212.29000000 PA USD 66951.75000000 0.015767294026 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.50000000 N N N N N N Zayo Group Holdings Inc 529900Z6OTS7RT0V0I47 98919XAB7 112804.07000000 PA USD 107248.47000000 0.025257266022 Long LON CORP US N 2 2027-03-09 Floating 7.44100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404EW44 50753.97000000 PA USD 51066.51000000 0.012026282779 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.50000000 N N N N N N COMMONBOND STUDENT LOAN TRUST 5493005PJR3MYTKJFJ48 20269DAA3 402835.06000000 PA USD 378926.96000000 0.089238187097 Long ABS-O CORP US Y 2 2044-02-25 Fixed 3.21000000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAH1 1320000.00000000 PA USD 1188129.89000000 0.279807373483 Long DBT CORP US N 2 2032-03-01 Fixed 3.50000000 N N N N N N UMBS, TBA N/A 01F042673 4750000.00000000 PA USD 4542032.27000000 1.069659243860 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 4.50000000 N N N N N N Progress Residential Trust N/A 74333PAG2 1525000.00000000 PA USD 1401037.48000000 0.329947609878 Long ABS-O CORP US Y 2 2040-08-17 Fixed 2.34100000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176MPD9 120075.32000000 PA USD 119184.49000000 0.028068226704 Long ABS-MBS USGA US N 2 2031-07-20 Fixed 4.00000000 N N N N N N GREAT CAN GAMING/RAPTOR 549300FU60SSFLTE0M84 389925AA6 70000.00000000 PA USD 68567.07000000 0.016147705672 Long DBT CORP XX Y 2 2029-11-15 Fixed 8.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416X6Q8 270674.80000000 PA USD 261393.92000000 0.061558880737 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.00000000 N N N N N N VZ SECURED FINANCING BV 549300MG611MYCOWY949 91845AAA3 535000.00000000 PA USD 475798.18000000 0.112051586425 Long DBT CORP NL Y 2 2032-01-15 Fixed 5.00000000 N N N N N N Virgin Media Bristol LLC 213800IQ982XX69LE276 000000000 95714.16000000 PA USD 94278.45000000 0.022202795917 Long LON CORP US N 2 2028-01-31 Floating 6.92600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AKYQ3 67250.10000000 PA USD 67544.53000000 0.015906895105 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 5.00000000 N N N N N N SOUTH FIELD LLC 549300M3RBW5ZIH20760 83783XAE6 1745.74000000 PA USD 1752.29000000 0.000412668401 Long LON CORP US N 2 2031-08-29 Floating 7.54600000 N N N N N N Gainwell Acquisition Corp N/A 59909TAC8 110060.93000000 PA USD 105383.34000000 0.024818023536 Long LON CORP US N 2 2027-10-01 Floating 8.39600000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAE2 1500000.00000000 PA USD 1428267.45000000 0.336360331627 Long DBT CORP US N 2 2029-10-01 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AMVA0 119437.98000000 PA USD 118294.99000000 0.027858747369 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XJ4V1 238650.71000000 PA USD 224290.51000000 0.052820940730 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N UMBS, TBA N/A 01F040677 4550000.00000000 PA USD 4229698.34000000 0.996103871389 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 4.00000000 N N N N N N TRANS-ALLEGHENY INTERSTA N/A 893045AF1 1060000.00000000 PA USD 1078199.75000000 0.253918567891 Long DBT CORP US Y 2 2031-01-15 Fixed 5.00000000 N N N N N N CASTLE US HOLDING CORPORATION 254900VXLMLPIE9ID612 14852DAG6 3937.18000000 PA USD 3937.18000000 0.000927215116 Long LON CORP US N 2 2030-04-29 Floating 9.33000000 N N Y N N N Naked Juice LLC 549300Y5TU1XQ1KVLJ64 62984CAB9 38192.83000000 PA USD 8784.35000000 0.002068735011 Long LON CORP US N 2 2030-01-24 Floating 10.39600000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -15174.90000000 -0.00357372451 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 428420.30000000 EUR 488023.42000000 USD 2025-07-11 -15174.90000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381BZK3 475000.00000000 PA USD 425826.62000000 0.100283166936 Long ABS-MBS USGA US N 2 2049-01-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418UEK6 18535.54000000 PA USD 18766.71000000 0.004419604184 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407YBK4 1352.70000000 PA USD 1396.12000000 0.000328789531 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWFF5 3868194.85000000 PA USD 3706542.87000000 0.872899532187 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4.50000000 N N N N N N SHOWTIME ACQUISITION LLC 54930002EOYTEFEJFW69 82540EAC8 72409.95000000 PA USD 72953.02000000 0.017180607175 Long LON CORP US N 2 2031-08-13 Floating 9.07400000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAF9 550000.00000000 PA USD 564673.61000000 0.132981958470 Long DBT CORP US N 2 2036-01-18 Fixed 5.58700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XLP50 261773.82000000 PA USD 236917.59000000 0.055794647662 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2S1 3390000.00000000 PA USD 3267085.55000000 0.769406303456 Long DBT CORP US N 2 2028-06-02 Fixed 2.39300000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200MJ61 20419.62000000 PA USD 20570.39000000 0.004844375051 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.00000000 N N N N N N OREGON TOOL INC N/A 000000000 71384.59000000 PA USD 57643.06000000 0.013575075716 Long LON CORP LU N 2 2029-10-15 Floating 8.58600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416XJM3 116344.85000000 PA USD 109538.79000000 0.025796641749 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJQN6 394722.51000000 PA USD 345071.41000000 0.081265125731 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385HQV7 19052.51000000 PA USD 20079.85000000 0.004728851732 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 7.00000000 N N N N N N BCPE FLAVOR DEBT/ISSUER N/A 072933AA2 65000.00000000 PA USD 66410.05000000 0.015639722407 Long DBT CORP US Y 2 2032-07-01 Fixed 9.50000000 N N N N N N Starwood Mortgage Residential Trust N/A 85573JAA4 633926.66000000 PA USD 555003.74000000 0.130704681424 Long ABS-MBS CORP US Y 2 2056-06-25 Variable 1.12700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ELJN4 211779.94000000 PA USD 204321.36000000 0.048118159108 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 4.00000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BW9 224000.00000000 PA USD 133166.68000000 0.031361065216 Long DBT CORP US N 2 2051-08-12 Fixed 3.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404P6Y2 7487.68000000 PA USD 7589.81000000 0.001787418041 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416XSH4 88876.92000000 PA USD 83668.38000000 0.019704099567 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 3.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GC44 90000.00000000 PA USD 92310.88000000 0.021739428571 Long DBT CORP US N 2 2036-01-28 Fixed 5.53600000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 902973AZ9 800000.00000000 PA USD 799698.96000000 0.188330979178 Long DBT CORP US N 2 2027-04-15 Fixed 5.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XJ4L3 231059.73000000 PA USD 209455.15000000 0.049327178684 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQTB2 1206488.92000000 PA USD 1123008.20000000 0.264471062875 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412LA42 64239.72000000 PA USD 67368.99000000 0.015865555024 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406GYX1 26382.90000000 PA USD 27109.95000000 0.006384456757 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403MUP2 17451.72000000 PA USD 17814.31000000 0.004195311752 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 6.00000000 N N N N N N Structured Asset Mortgage Investments Inc N/A 073914C35 3605.58000000 PA USD 237.28000000 0.000055879996 Long ABS-MBS CORP US N 2 2030-05-02 Variable 6.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKKC1 2545532.12000000 PA USD 2018915.18000000 0.475459256228 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N GC FERRY ACQUISITION I INC N/A 000000000 26211.48000000 PA USD 25744.60000000 0.006062913632 Long LON CORP US N 2 2032-06-04 None 0.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 433.00000000 NC USD 345807.83000000 0.081438554367 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUU5 Comdty 2025-09-30 89728340.82000000 USD 345807.83000000 N N N Dryden Senior Loan Fund 54930046L20VLJKPVV31 26244MBA9 1100000.00000000 PA USD 1099970.30000000 0.259045583436 Long ABS-CBDO CORP KY Y 2 2030-10-15 Floating 5.90600000 N N N N N N CCRR Parent Inc N/A 12510MAB5 18567.19000000 PA USD 7519.71000000 0.001770909327 Long LON CORP US N 2 2028-03-06 Floating 8.69700000 N N N N N N Shellpoint Co-Originator Trust N/A 82280RCE7 1118928.05000000 PA USD 851781.18000000 0.200596464043 Long ABS-MBS CORP US Y 2 2047-04-25 Variable 3.59700000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296FU68 82234.73000000 PA USD 85210.67000000 0.020067312476 Long ABS-MBS USGA US N 2 2038-07-15 Fixed 5.50000000 N N N N N N UFC HOLDINGS LLC 549300JEOTH7UMZ3C491 90266UAK9 26308.61000000 PA USD 26394.77000000 0.006216030191 Long LON CORP US N 2 2031-11-21 Floating 6.57100000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CNK3 40715000.00000000 PA USD 40864500.59000000 9.623685655112 Long DBT UST US N 2 2030-06-30 Fixed 3.87500000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140BG4 450000.00000000 PA USD 318113.67000000 0.074916514786 Long DBT CORP US N 2 2047-12-08 Fixed 3.73400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYVK2 1403623.94000000 PA USD 1197266.42000000 0.281959047710 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 2.00000000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AF0 75000.00000000 PA USD 76908.48000000 0.018112127275 Long DBT CORP US Y 2 2031-01-25 Fixed 5.50000000 N N N N N N Banc of America Merrill Lynch Large Loan Inc N/A 05525MAA4 1350000.00000000 PA USD 1209478.10000000 0.284834926968 Long ABS-MBS CORP US Y 2 2046-08-15 Variable 4.32500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHX0 2410000.00000000 PA USD 2255451.59000000 0.531164135107 Long DBT CORP US N 2 2030-10-22 Fixed 2.88400000 N N N N N N AGL CLO Ltd. 54930005OE1IFBESDA27 00120BAE0 875000.00000000 PA USD 877403.63000000 0.206630611064 Long ABS-CBDO CORP KY Y 2 2034-07-20 Floating 6.13100000 N N N N N N DTI HOLDCO INC 549300QQVMUL3P8XVJ27 23358EAK5 27568.53000000 PA USD 27206.69000000 0.006407239254 Long LON CORP US N 2 2029-04-26 Floating 8.32700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131WQQP5 236117.83000000 PA USD 228241.90000000 0.053751502336 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 02154CAH6 66000.00000000 PA USD 48386.81000000 0.011395207149 Long DBT CORP LU Y 2 2029-08-15 Fixed 5.75000000 N N N N N N Cologix Data Centers Issuer LLC N/A 19521UAA1 1035000.00000000 PA USD 1001449.75000000 0.235843763027 Long ABS-O CORP US Y 2 2051-12-26 Fixed 3.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131WKVP2 20562.62000000 PA USD 21671.39000000 0.005103663132 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405SEQ3 24007.59000000 PA USD 24335.44000000 0.005731053150 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.00000000 N N N N N N GREAT OUTDOORS GROUP LLC 549300IYLDI2E8I2AU46 07014QAP6 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2032-01-23 Floating 7.57700000 N N N N N N Regatta 32 Funding Ltd. N/A 75884AAA8 1100000.00000000 PA USD 1103663.00000000 0.259915222939 Long ABS-CBDO CORP KY Y 2 2038-07-25 Floating 5.62800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414QAB3 47838.58000000 PA USD 48171.70000000 0.011344548240 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.00000000 N N N N N N Element Materials Technology Group US Holdings Inc 213800EGOJGGUKUGEZ30 000000000 30651.02000000 PA USD 30708.49000000 0.007231921360 Long LON CORP US N 2 2029-07-06 None 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179QWF4 36310.57000000 PA USD 34494.72000000 0.008123587398 Long ABS-MBS USGA US N 2 2044-12-20 Fixed 4.00000000 N N N N N N ARTERA SERVICES LLC 549300J2G34D0WX8Z443 04302XAA2 65000.00000000 PA USD 54134.94000000 0.012748905235 Long DBT CORP US Y 2 2031-02-15 Fixed 8.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180AB85 2204428.74000000 PA USD 2110759.23000000 0.497088745240 Long ABS-MBS USGA US N 2 2054-10-20 Fixed 4.50000000 N N N N N N GRIFOLS SA 959800HSSNXWRKBK4N60 000000000 328000.00000000 PA 402643.72000000 0.094823539657 Long DBT CORP ES Y 2 2030-05-01 Fixed 7.50000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBB3 375000.00000000 PA USD 341201.31000000 0.080353708112 Long DBT CORP US N 2 2041-09-01 Fixed 5.50000000 N N N N N N CROWN CASTLE TOWERS LLC N/A 22822RBH2 625000.00000000 PA USD 613712.31000000 0.144530687242 Long DBT CORP US Y 2 2028-07-15 Fixed 4.24100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31389VR58 9143.57000000 PA USD 9441.22000000 0.002223429435 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31391EEQ0 100225.88000000 PA USD 102238.60000000 0.024077429896 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 6.00000000 N N N N N N Rockford Tower CLO Ltd 549300IG5M07NI4QKK80 77341GAS9 1020377.83000000 PA USD 1021071.69000000 0.240464775881 Long ABS-CBDO CORP KY Y 2 2032-08-20 Floating 5.45200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404RYN1 5674.96000000 PA USD 5754.92000000 0.001355297146 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.50000000 N N N N N N AMSPEC PARENT LLC 254900LUGRP5Z7OOV477 03218AAC3 2602.66000000 PA USD 2605.91000000 0.000613697911 Long LON CORP US N 2 2031-12-22 Fixed 1.00000000 N N N N N N Winwater Mortgage Loan Trust 549300PWVP7DMQC42S40 97651LCD1 1028748.04000000 PA USD 965665.21000000 0.227416419996 Long ABS-MBS CORP US Y 2 2045-06-20 Variable 3.70000000 N N N N N N Home Partners of America Trust N/A 437300AA4 1527012.06000000 PA USD 1354781.44000000 0.319054204057 Long ABS-O CORP US Y 2 2041-09-17 Fixed 1.69800000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36183QXM2 315296.07000000 PA USD 280980.07000000 0.066171464963 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 3.00000000 N N N N N N JP Morgan Mortgage Trust N/A 46647EBC4 125436.12000000 PA USD 120495.59000000 0.028376993827 Long ABS-MBS CORP US Y 2 2046-10-25 Variable 3.30700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390KUM8 6474.54000000 PA USD 6685.30000000 0.001574403817 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N SEVERN TRENT WATER UTIL 213800KY9PT6WBH33232 000000000 180000.00000000 PA 215916.15000000 0.050848759325 Long DBT CORP GB Y 2 2034-03-05 Fixed 4.00000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830BK4 110000.00000000 PA USD 105784.34000000 0.024912459976 Long DBT CORP US N 2 2036-05-15 Fixed 4.50000000 N N N N N N Onslow Bay Financial LLC N/A 67448DAA8 1791334.07000000 PA USD 1698851.07000000 0.400083408251 Long ABS-MBS CORP US Y 2 2062-01-25 Variable 2.97900000 N N N N N N GETTY IMAGES INC 5493005NV20IG4VEKZ40 374276AM5 16832.00000000 PA USD 16705.76000000 0.003934245630 Long DBT CORP US Y 2 2030-02-21 Fixed 11.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RUW7 18849.01000000 PA USD 19446.04000000 0.004579587991 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XHY5 2088757.33000000 PA USD 2016806.18000000 0.474962581785 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131WRR98 205571.58000000 PA USD 203900.33000000 0.048019005556 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390TKA6 36739.80000000 PA USD 37935.79000000 0.008933967447 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EB90 2332073.98000000 PA USD 1939770.68000000 0.456820541002 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N IQVIA INC 549300PLWY28YB00C717 46266TAC2 825000.00000000 PA USD 845587.88000000 0.199137927379 Long DBT CORP US N 2 2028-05-15 Fixed 5.70000000 N N N N N N Sinai Health System N/A 82922TAA7 975000.00000000 PA USD 919031.84000000 0.216434152075 Long DBT CORP US N 2 2036-01-20 Fixed 3.03400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411DQK8 4671.84000000 PA USD 4884.45000000 0.001150299421 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.00000000 N N N N N N Calpine Corporation 43R4VPJBXTU2O15HEF41 13134MBW2 107688.19000000 PA USD 107628.96000000 0.025346872309 Long LON CORP US N 2 2031-01-31 Floating 6.07700000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17326QAA1 49400.02000000 PA USD 48467.87000000 0.011414296969 Long ABS-MBS CORP US Y 2 2064-09-25 Variable 3.00000000 N N N N N N ONCOR ELECTRIC DELIVERY 549300SP2X2BS1KERD24 68233JCZ5 635000.00000000 PA USD 646970.65000000 0.152363104254 Long DBT CORP US Y 2 2035-04-01 Fixed 5.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131WNQA5 180071.38000000 PA USD 182316.89000000 0.042936054855 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XGLD8 105147.24000000 PA USD 103745.56000000 0.024432322508 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402YGR9 62755.56000000 PA USD 63489.40000000 0.014951902487 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMZK3 2111348.34000000 PA USD 1830112.65000000 0.430995817953 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N HPS Loan Management Ltd N/A 40440XAA9 1150000.00000000 PA USD 1152990.00000000 0.271531847037 Long ABS-CBDO CORP KY Y 2 2035-01-23 Floating 5.68100000 N N N N N N ARES CLO Ltd 549300BC3E2Y44TL8536 00190YBR5 1080000.00000000 PA USD 1081734.48000000 0.254751005090 Long ABS-CBDO CORP KY Y 2 2034-10-28 Floating 5.93300000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AX6F0 84716.33000000 PA USD 82937.12000000 0.019531886123 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N ABG Intermediate Holdings 2 LLC 54930020NXD0RJB64985 00076VBL3 45458.50000000 PA USD 45373.27000000 0.010685511417 Long LON CORP US N 2 2028-12-21 Floating 6.57700000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEL5 20000.00000000 PA USD 17851.46000000 0.004204060664 Long DBT CORP US N 2 2033-01-21 Fixed 2.94300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ADV44 174990.89000000 PA USD 177174.09000000 0.041724913403 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 5.00000000 N N N N N N Panama Government International Bonds 549300SHS4T08CL0LP14 698299BN3 250000.00000000 PA USD 190418.70000000 0.044844050097 Long DBT NUSS PA N 2 2032-09-29 Fixed 2.25200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MGLD1 1017124.05000000 PA USD 805424.08000000 0.189679258355 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N GGAM FINANCE LTD 254900X2QXEN0FVXRF65 36170JAA4 126000.00000000 PA USD 133380.32000000 0.031411377937 Long DBT CORP KY Y 2 2028-06-15 Fixed 8.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XJHQ8 284437.70000000 PA USD 267322.17000000 0.062954997505 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 3.50000000 N N N N N N Deerfield Dakota Holding LLC 549300FDREJLOIGXY104 24440EAB3 76114.78000000 PA USD 73831.34000000 0.017387453594 Long LON CORP US N 2 2027-04-09 Floating 8.04600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W0VH9 205067.61000000 PA USD 192772.24000000 0.045398314282 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWEJ8 4641516.39000000 PA USD 4324244.89000000 1.018369805485 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.00000000 N N N N N N Santander Consumer Auto Receivables Trust N/A 80282YAG1 1500000.00000000 PA USD 1488673.95000000 0.350586203940 Long ABS-O CORP US Y 2 2027-01-15 Fixed 1.57000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416B2Z0 59014.00000000 PA USD 59405.51000000 0.013990136822 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406FAR2 29500.90000000 PA USD 30331.57000000 0.007143155817 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.50000000 N N N N N N Avolon TLB Borrower 1 (US) LLC 635400O84AGITYFZQB55 05400KAJ9 224568.24000000 PA USD 224726.11000000 0.052923525551 Long LON CORP US N 2 2030-06-24 Floating 6.07100000 N N N N N N AMERIGAS PART/FIN CORP N/A 030981AP9 118000.00000000 PA USD 122403.64000000 0.028826344073 Long DBT CORP US Y 2 2030-06-01 Fixed 9.50000000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 89364MCA0 37198.47000000 PA USD 37240.32000000 0.008770182632 Long LON CORP US N 2 2031-02-28 Floating 6.79600000 N N N N N N Babson CLO Ltd 549300JWUNSCHZHF6H67 06760XAL8 869997.36000000 PA USD 870008.67000000 0.204889080654 Long ABS-CBDO CORP KY Y 2 2030-10-15 Floating 5.40600000 N N N N N N AMERICAN ASSETS TRUST LP 549300V1TI0SMG9Z6U69 02401LAB0 250000.00000000 PA USD 249820.72000000 0.058833365016 Long DBT US N 2 2034-10-01 Fixed 6.15000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CZ1 925000.00000000 PA USD 799908.85000000 0.188380408765 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N JP Morgan Mortgage Trust N/A 46648HBB8 2410431.26000000 PA USD 2218462.83000000 0.522453195444 Long ABS-MBS CORP US Y 2 2047-05-25 Variable 3.64300000 N N N N N N Flagstar Mortgage Trust N/A 33851GAF2 1741982.30000000 PA USD 1562001.04000000 0.367854905477 Long ABS-MBS CORP US Y 2 2051-08-25 Variable 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296TRA3 96840.16000000 PA USD 100002.17000000 0.023550745390 Long ABS-MBS USGA US N 2 2038-10-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414CJF6 22439.62000000 PA USD 22783.06000000 0.005365464022 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.00000000 N N N N N N EDGEWATER GENERATION LLC 5493004PLDT1L28SWG83 28031FAM2 22059.41000000 PA USD 22128.35000000 0.005211278282 Long LON CORP US N 2 2030-08-01 Floating 7.32700000 N N N N N N OPAL BIDCO SAS 969500R96XT7XY2UJ564 68348BAA1 20000.00000000 PA USD 20414.90000000 0.004807756792 Long DBT CORP FR Y 2 2032-03-31 Fixed 6.50000000 N N N N N N KEDRION SPA 81560047FA58E1BEDF67 49272YAB9 305000.00000000 PA USD 291823.87000000 0.068725205275 Long DBT CORP IT Y 2 2029-09-01 Fixed 6.50000000 N N N N N N Bear Stearns Asset Backed Securities Trust N/A 07384YPX8 273319.29000000 PA USD 277163.61000000 0.065272679689 Long ABS-MBS CORP US N 2 2034-02-25 Floating 5.40900000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46647TAS7 1000000.00000000 PA USD 984180.60000000 0.231776837732 Long ABS-MBS CORP US N 2 2050-03-15 Fixed 3.72300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BRY6 17419.10000000 PA USD 17619.01000000 0.004149318145 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N AMERIGAS PART/FIN CORP N/A 030981AM6 106000.00000000 PA USD 109058.84000000 0.025683612399 Long DBT CORP US Y 2 2028-06-01 Fixed 9.37500000 N N N N N N FISERV FUNDING UNLTD CO 254900RNWK5SE9A0I712 000000000 260000.00000000 PA 304290.14000000 0.071661041075 Long DBT CORP IE N 2 2036-06-15 Fixed 4.00000000 N N N N N N GRAND CANYON UNIVERSITY N/A 38528UAE6 70000.00000000 PA USD 67309.79000000 0.015851613285 Long DBT CORP US N 2 2028-10-01 Fixed 5.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EV80 931235.87000000 PA USD 932582.65000000 0.219625399587 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.50000000 N N N N N N ALPHA GENERATION LLC 254900K5V62L4YGVKF49 000000000 91493.98000000 PA USD 91303.67000000 0.021502228255 Long LON CORP US N 2 2031-09-30 None 0.00000000 N N N N N N PRKCM Trust N/A 69361JAA4 927582.55000000 PA USD 821241.24000000 0.193404236603 Long ABS-MBS CORP US Y 2 2056-11-25 Variable 2.07100000 N N N N N N PUG LLC 549300NL9JUFIOARLW93 74530DAH8 24375.42000000 PA USD 23552.75000000 0.005546727820 Long LON CORP US N 2 2030-03-15 Floating 9.07700000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CK3 1155000.00000000 PA USD 1025352.68000000 0.241472959059 Long DBT CORP GB N 2 2031-08-18 Fixed 2.35700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWER0 3085159.10000000 PA USD 2874270.80000000 0.676897509268 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.00000000 N N N N N N Red Ventures LLC 9845004G68FBD7FP1585 75703UAL9 50618.09000000 PA USD 42709.01000000 0.010058071943 Long LON CORP US N 2 2030-03-04 Floating 7.07700000 N N N N N N NIAGARA MOHAWK POWER 3T97Y9RR5EN5Y18QHB56 65364UAH9 490000.00000000 PA USD 455199.30000000 0.107200501911 Long DBT CORP US Y 2 2034-10-01 Fixed 4.27800000 N N N N N N FIGRE Trust N/A 31684LAA9 1560000.00000000 PA USD 1570092.58000000 0.369760482110 Long ABS-O CORP US Y 2 2055-05-25 Variable 5.56000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XGLC0 92013.91000000 PA USD 91710.51000000 0.021598040029 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131WFSC6 33218.33000000 PA USD 33726.80000000 0.007942740438 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.00000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859CD2 645000.00000000 PA USD 648526.38000000 0.152729482314 Long DBT CORP US N 2 2035-05-01 Fixed 5.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131WRGC3 154135.17000000 PA USD 153373.43000000 0.036119802196 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390REE9 11924.69000000 PA USD 12567.69000000 0.002959720447 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36183QZB4 28550.14000000 PA USD 25473.57000000 0.005999085432 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416SKH3 42586.26000000 PA USD 43117.37000000 0.010154241680 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 5.00000000 N N N N N N DK CROWN HOLDINGS INC N/A 000000000 29625.02000000 PA USD 29523.17000000 0.006952775722 Long LON CORP US N 2 2032-03-04 Floating 6.06600000 N N N N N N HDI Aerospace Intermediate Holding III Corporation 254900LKRYAGKIYOHW04 40415WAB0 50000.00000000 PA USD 50000.00000000 0.011775117175 Long LON CORP US N 2 2032-02-11 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402CQT2 29650.50000000 PA USD 30690.57000000 0.007227701158 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 6.00000000 N N N N N N IQVIA INC 549300PLWY28YB00C717 44969CBP4 78280.38000000 PA USD 78525.01000000 0.018492823878 Long LON CORP US N 2 2031-01-02 Floating 6.04600000 N N N N N N Mellon Residential Funding Corporation N/A 585525BJ6 737.24000000 PA USD 730.12000000 0.000171944971 Long ABS-MBS CORP US N 2 2028-06-25 Fixed 6.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131WQRU3 31055.28000000 PA USD 30978.41000000 0.007295488153 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131WN6F6 57437.63000000 PA USD 58154.26000000 0.013695464514 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5.00000000 N N N N N N JETBLUE AIRWAYS CORP N/A 477164AA5 606758.89000000 PA USD 567976.14000000 0.133759712025 Long DBT CORP US N 2 2032-11-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A3SL5 94037.10000000 PA USD 93485.34000000 0.022016016653 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403RRX8 1617.10000000 PA USD 1617.29000000 0.000380875585 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.50000000 N N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 878091BF3 2125000.00000000 PA USD 1726650.35000000 0.406630203838 Long DBT CORP US Y 2 2047-05-15 Fixed 4.27000000 N N N N N N Progress Residential Trust N/A 74333TAN9 2000000.00000000 PA USD 1942314.80000000 0.457419687224 Long ABS-O CORP US Y 2 2038-10-17 Fixed 3.18100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138E2JY2 152638.24000000 PA USD 143453.57000000 0.033783651919 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 3.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NE7 215000.00000000 PA USD 187957.08000000 0.044264332818 Long DBT CORP US N 2 2032-11-03 Fixed 2.52000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31387BRK1 9473.08000000 PA USD 9473.52000000 0.002231036161 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 7.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EG4C5 110270.46000000 PA USD 106523.88000000 0.025086623379 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.00000000 N N N N N N VISA INC 549300JZ4OKEHW3DPJ59 000000000 130000.00000000 PA 152173.61000000 0.035837241774 Long DBT CORP US N 2 2044-05-15 Fixed 3.87500000 N N N N N N GS Mortgage-Backed Securities N/A 36250BAT3 2110021.18000000 PA USD 2063371.78000000 0.485928889712 Long ABS-MBS CORP US Y 2 2044-07-25 Variable 6.75500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XPBW8 1956250.51000000 PA USD 1921465.13000000 0.452509541078 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 5.00000000 N N N N N N MCDONALD'S CORP UE2136O97NLB5BYP9H04 58013MGA6 645000.00000000 PA USD 643840.48000000 0.151625941883 Long DBT CORP US N 2 2035-03-03 Fixed 4.95000000 N N N N N N Navient Student Loan Trust N/A 63942LAA0 975688.40000000 PA USD 886903.39000000 0.208867826807 Long ABS-O CORP US Y 2 2069-07-15 Fixed 0.94000000 N N N N N N NAKED JUICE LLC 549300Y5TU1XQ1KVLJ64 62984CAK9 226591.87000000 PA USD 224325.95000000 0.052829286934 Long LON CORP US N 2 2029-01-24 Floating 9.79600000 N N N N N N OPEN TEXT CORP 549300HP7ONDQODZJV16 683715AF3 85000.00000000 PA USD 87994.55000000 0.020722922740 Long DBT CORP CA Y 2 2027-12-01 Fixed 6.90000000 N N N N N N FRTKL N/A 30322DAN9 1250000.00000000 PA USD 1169919.63000000 0.275518814577 Long ABS-O CORP US Y 2 2038-09-17 Fixed 4.10500000 N N N N N N FERRELLGAS LP/FERRELLGAS N/A 315289AC2 362000.00000000 PA USD 335105.32000000 0.078918088181 Long DBT CORP US Y 2 2029-04-01 Fixed 5.87500000 N N N N N N Advantage Sales & Marketing Inc 549300T4O24KQDED1182 00769EBA7 51557.29000000 PA USD 42869.89000000 0.010095959560 Long LON CORP US N 2 2027-10-28 Floating 8.78900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31389UHE2 3188.66000000 PA USD 3360.60000000 0.000791429175 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 7.00000000 N N N N N N Sequoia Mortgage Trust 549300EU86QZR1NB5U93 81745EAF6 441116.10000000 PA USD 343199.00000000 0.080824168788 Long ABS-MBS CORP US N 2 2043-06-25 Variable 3.48100000 N N N N N N SPRINT SPECTRUM / SPEC I N/A 85208NAE0 275000.00000000 PA USD 276863.70000000 0.065202050181 Long DBT CORP US Y 2 2028-03-20 Fixed 5.15200000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAR2 1500000.00000000 PA USD 1425564.24000000 0.335723719337 Long DBT CORP KY Y 2 2027-11-18 Fixed 2.52800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPFF0 3205921.00000000 PA USD 2994536.29000000 0.705220314006 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4.00000000 N N N N N N Bausch & Lomb Corporation 549300NY6OZM39SO6475 000000000 56176.76000000 PA USD 56059.74000000 0.013202200146 Long LON CORP CA N 2 2028-09-29 Floating 8.32700000 N N N N N N UBS Commercial Mortgage Trust N/A 90276WAV9 1505000.00000000 PA USD 1451786.66000000 0.341899160699 Long ABS-MBS CORP US N 2 2050-12-15 Variable 4.06100000 N N N N N N GLOBAL PART/GLP FINANCE N/A 37954FAK0 20000.00000000 PA USD 21028.42000000 0.004952242190 Long DBT CORP US Y 2 2032-01-15 Fixed 8.25000000 N N N N N N HUDSON PACIFIC PROPERTIE 5493007NTUGLGZ8T3526 44409MAB2 2000.00000000 PA USD 1796.44000000 0.000423065829 Long DBT US N 2 2029-04-01 Fixed 4.65000000 N N N N N N CELSIUS HOLDINGS INC N/A 15118XAB0 43735.95000000 PA USD 43927.29000000 0.010344979738 Long LON CORP US N 2 2032-04-01 Floating 7.49200000 N N N N N N Chemours Company (The) 549300M1BOLNXL8DOV14 16384YAJ6 47415.14000000 PA USD 47296.60000000 0.011138460139 Long LON CORP US N 2 2028-08-18 Floating 7.32700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412QFR5 142140.91000000 PA USD 141233.96000000 0.033260928562 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 4.50000000 N N N N N N AMWINS GROUP INC 549300SJE7MUB8NMRG61 03234TBA5 52072.43000000 PA USD 52085.45000000 0.012266245537 Long LON CORP US N 2 2032-01-30 Floating 6.57700000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAX9 220000.00000000 PA USD 189339.74000000 0.044589952488 Long DBT CORP US N 2 2031-03-01 Fixed 2.50000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668CS9 100000.00000000 PA USD 100758.12000000 0.023728773387 Long DBT CORP US Y 2 2035-03-27 Fixed 5.80000000 N N N N N N JP Morgan Mortgage Trust N/A 46645GBB3 1375000.00000000 PA USD 937524.09000000 0.220789120287 Long ABS-MBS CORP US Y 2 2045-10-25 Variable 3.50400000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617AAX33 528698.09000000 PA USD 504908.65000000 0.118907170331 Long ABS-MBS USGA US N 2 2036-01-20 Fixed 3.25000000 N N N N N N Rockford Tower CLO Ltd N/A 77341LAC3 450000.00000000 PA USD 451976.85000000 0.106441607385 Long ABS-CBDO CORP KY Y 2 2034-07-20 Floating 6.28100000 N N N N N N PIEDMONT NATURAL GAS CO VXB4M3BDPKF3I2AZ3G89 720186AM7 1410000.00000000 PA USD 941551.88000000 0.221737674271 Long DBT CORP US N 2 2050-06-01 Fixed 3.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390TUC1 10178.69000000 PA USD 10510.04000000 0.002475139050 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402CN73 22352.75000000 PA USD 22824.05000000 0.005375117263 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H040673 2650000.00000000 PA USD 2463361.32000000 0.580127363759 Long ABS-MBS USGA US N 2 2054-07-20 Fixed 4.00000000 N N N N N N Navient Student Loan Trust N/A 63935BAA1 379109.84000000 PA USD 356196.21000000 0.083885042202 Long ABS-O CORP US Y 2 2069-01-15 Fixed 1.31000000 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 02154CAJ2 50000.00000000 PA USD 43000.00000000 0.010126600770 Long DBT CORP LU Y 2 2027-07-15 Fixed 9.62500000 N N N N N N HEALTHPEAK PROPERTIES INC PZ9HF5U52KPF0MH0QN75 42250UAD4 138742.38000000 PA USD 136314.39000000 0.032102358298 Long LON US N 2 2027-08-20 Floating 5.26700000 N N N N N N GCAT N/A 367919AB3 733435.68000000 PA USD 728937.52000000 0.171666494228 Long ABS-MBS CORP US Y 2 2054-12-25 Variable 5.50000000 N N N N N N MODIVCARE INC 549300EFZIFW7F7I0Q28 60783LAD2 73690.30000000 PA USD 56004.63000000 0.013189221612 Long LON CORP US N 2 2026-01-09 Floating 11.70800000 N N N N N N Chase Funding Mortgage Loan Asset-Backed CTFS N/A 161546DB9 80096.48000000 PA USD 79059.65000000 0.018618732851 Long ABS-O CORP US N 2 2032-08-25 Floating 5.07400000 N N N N N N NGPL PIPECO LLC 549300K3NT1HSQFEM073 62928CAA0 1000000.00000000 PA USD 890687.89000000 0.209759085426 Long DBT CORP US Y 2 2031-07-15 Fixed 3.25000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CY4 90000.00000000 PA USD 82586.35000000 0.019449278966 Long DBT CORP US N 2 2038-03-25 Fixed 4.78000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403V4Q9 35391.58000000 PA USD 36296.34000000 0.008547873130 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.50000000 N N N N N N TripAdvisor Inc 549300XVG45PT5BART17 89677NAE4 41256.54000000 PA USD 40740.83000000 0.009594560941 Long LON CORP US N 2 2031-07-08 Floating 7.07700000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -148747.75000000 -0.03503044371 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1694000.00000000 EUR 1840929.09000000 USD 2025-07-11 -148747.75000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A4UT3 16199.17000000 PA USD 16427.07000000 0.003868613481 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31389GSP6 24973.74000000 PA USD 25786.71000000 0.006072830636 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 6.50000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BW4 10000.00000000 PA USD 10389.42000000 0.002446732757 Long DBT CORP US N 2 2035-01-22 Fixed 5.67600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5AZ2 2288981.26000000 PA USD 2129047.10000000 0.501395581482 Long ABS-MBS USGA US N 2 2054-11-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241LS23 15347.48000000 PA USD 14637.57000000 0.003447182038 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEW2 210000.00000000 PA USD 216150.02000000 0.050903836258 Long DBT CORP US N 2 2036-01-24 Fixed 5.50200000 N N N N N N American Money Management Corporation 254900FC26PFUHBI9J88 03166HAA4 1000000.00000000 PA USD 1002590.00000000 0.236112294574 Long ABS-CBDO CORP KY Y 2 2037-07-20 Floating 5.81900000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCR5 145000.00000000 PA USD 127627.15000000 0.030056492919 Long DBT CORP US N 2 2032-11-08 Fixed 2.54500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419BBF1 163541.31000000 PA USD 153888.70000000 0.036241149488 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 3.50000000 N N N N N N Starwood Mortgage Residential Trust N/A 85573RAA6 1122511.75000000 PA USD 993824.65000000 0.234048034108 Long ABS-MBS CORP US Y 2 2066-11-25 Variable 1.92000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBD4 1000000.00000000 PA USD 589400.00000000 0.138805081261 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 341081GY7 915000.00000000 PA USD 926879.88000000 0.218282383887 Long DBT CORP US N 2 2055-03-15 Fixed 5.70000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -6.00000000 NC 5344.37000000 0.001258611659 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 10 Year Euro BUND Futures RXU5 Comdty 2025-09-08 -785452.86000000 EUR 5344.37000000 N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 07274NAL7 1180000.00000000 PA USD 1168808.43000000 0.275257124373 Long DBT CORP US Y 2 2028-12-15 Fixed 4.37500000 N N N N N N Pelican Products Inc 5493008CRWH2WFODTF44 70468BAC7 59508.51000000 PA USD 52069.95000000 0.012262595251 Long LON CORP US N 2 2028-12-29 Floating 8.80700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31391GJD9 28058.86000000 PA USD 28972.26000000 0.006823035126 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 6.50000000 N N N N N N HUDSON PACIFIC PROPERTIE 5493007NTUGLGZ8T3526 44409MAC0 542000.00000000 PA USD 443412.10000000 0.104424588688 Long DBT US N 2 2030-01-15 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407DSV8 3093.25000000 PA USD 3160.47000000 0.000744298091 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31391NDU2 6411.06000000 PA USD 6547.22000000 0.001541885653 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406BZG8 4877.55000000 PA USD 4957.58000000 0.001167521708 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.00000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBC6 185000.00000000 PA USD 137593.75000000 0.032403650576 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AZ0 529000.00000000 PA USD 430127.52000000 0.101296038966 Long DBT CORP US Y 2 2029-02-01 Fixed 6.50000000 N N N N N N Hudson Yards N/A 44855PAC2 430000.00000000 PA USD 442747.39000000 0.104268047925 Long ABS-MBS CORP US Y 2 2040-01-13 Variable 5.95000000 N N N N N N CLOUD SOFTWARE GROUP INC 04EEB871XLHVNY4RZJ65 88632NBF6 40440.28000000 PA USD 40452.90000000 0.009526752751 Long LON CORP US N 2 2029-03-29 Floating 7.79600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403RR34 27478.44000000 PA USD 28123.45000000 0.006623138382 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.00000000 N N N N N N Hudson Yards N/A 44855PAA6 430000.00000000 PA USD 443197.04000000 0.104373941554 Long ABS-MBS CORP US Y 2 2040-01-13 Variable 5.64900000 N N N N N N Cast and Crew Payroll LLC 549300XE7OZGFGN5F466 14835JAQ3 21128.08000000 PA USD 19913.22000000 0.004689609976 Long LON CORP US N 2 2028-12-29 Floating 8.07700000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAP5 445000.00000000 PA USD 436892.81000000 0.102889280615 Long DBT CORP US N 2 2034-09-15 Fixed 4.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWCN1 4517749.11000000 PA USD 3586828.60000000 0.844706541051 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131WQXU6 226006.16000000 PA USD 217137.91000000 0.051136486668 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N TENNESSEE GAS PIPELINE N/A 880451AW9 1500000.00000000 PA USD 1746862.31000000 0.411390167785 Long DBT CORP US N 2 2032-06-15 Fixed 8.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131WQW94 191069.86000000 PA USD 184558.30000000 0.043463912163 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MGKG5 2141558.98000000 PA USD 1782916.44000000 0.419880999893 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MUN0 139988.75000000 PA USD 141762.90000000 0.033385495172 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405JKZ6 1810.28000000 PA USD 1869.21000000 0.000440203335 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6.50000000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102CJ4 211000.00000000 PA USD 197693.22000000 0.046557216605 Long DBT CORP US N 2 2030-06-15 Fixed 9.00000000 N N N N N N CRSNT Trust N/A 22877LAA5 1070000.00000000 PA USD 1056625.00000000 0.248837663706 Long ABS-MBS CORP US Y 2 2036-04-15 Floating 5.25400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A1VU5 59389.96000000 PA USD 62806.14000000 0.014790993156 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6.50000000 N N N N N N WEC US Holdings Ltd 5493002M6GRSU1IWMG57 92943LAC4 40955.22000000 PA USD 40952.39000000 0.009644383817 Long LON CORP US N 2 2031-01-27 Floating 6.57400000 N N N N N N BCPE EMPIRE HOLDINGS INC 549300O2G0VI2955B626 05550HAQ8 38112.89000000 PA USD 37858.79000000 0.008915833767 Long LON CORP US N 2 2030-12-11 Floating 7.57700000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3B7 170000.00000000 PA USD 170026.51000000 0.040041641563 Long DBT CORP US N 2 2033-07-25 Fixed 4.89700000 N N N N N N HUDSON PACIFIC PROPERTIE 5493007NTUGLGZ8T3526 44409MAD8 15000.00000000 PA USD 14624.68000000 0.003444146413 Long DBT US N 2 2028-02-15 Fixed 5.95000000 N N N N N N TRANSOCEAN TITAN FIN LTD N/A 89386MAA6 25333.33000000 PA USD 25819.50000000 0.006080552758 Long DBT CORP KY Y 2 2028-02-01 Fixed 8.37500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2G7 715000.00000000 PA USD 668203.71000000 0.157363539643 Long DBT CORP US N 2 2030-10-30 Fixed 2.87900000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAL9 665000.00000000 PA USD 643181.39000000 0.151470724643 Long DBT US Y 2 2029-02-15 Fixed 3.87500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620ARSK8 290535.08000000 PA USD 276381.74000000 0.065088547472 Long ABS-MBS USGA US N 2 2040-12-20 Fixed 4.00000000 N N N N N N Commonbond Student Loan Trust 549300LRCNJYVPZRKK63 20267VAD9 18376.98000000 PA USD 17550.50000000 0.004133183879 Long ABS-O CORP US Y 2 2041-05-25 Fixed 5.28000000 N N N N N N TruGreen Limited Partnership 549300QNRP2MNHR3QM19 89787RAH5 242385.77000000 PA USD 228448.59000000 0.053800178315 Long LON CORP US N 2 2027-11-02 Floating 8.42700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131WG6B0 60325.41000000 PA USD 62046.37000000 0.014612065540 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.50000000 N N N N N N FORTREA HOLDINGS INC 5493000FIVFABOVCDU97 34965KAA5 50000.00000000 PA USD 45258.77000000 0.010658546399 Long DBT CORP US Y 2 2030-07-01 Fixed 7.50000000 N N N N N N Farmer Mac Agricultural Real Estate Trust N/A 30768WAA6 1357870.40000000 PA USD 1100324.48000000 0.259128993656 Long ABS-MBS CORP US Y 2 2051-01-25 Variable 2.18000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CML2 4883802.00000000 PA USD 4968416.90000000 1.170073823460 Long DBT UST US N 2 2035-01-15 Fixed 2.12500000 N N N N N N EXP-IMP IMB 549300NMMHVYCBECJ059 302155BB1 5237.67000000 PA USD 5205.82000000 0.001225982809 Long DBT USGA US N 2 2025-12-10 Fixed 2.57800000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFJ6 425000.00000000 PA USD 429470.39000000 0.101141283311 Long DBT CORP US N 2 2034-07-15 Fixed 5.15000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31329H5X5 9351.24000000 PA USD 9680.72000000 0.002279832246 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 6.50000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -134.92000000 -0.00003177397 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 8323.53000000 EUR 9641.43000000 USD 2025-07-11 -134.92000000 N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAW1 757000.00000000 PA USD 675209.33000000 0.159013379571 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N BALCAN INNOVATIONS INC 549300C2CLNRVCUDIH93 000000000 37096.46000000 PA USD 33757.78000000 0.007950036301 Long LON CORP CA N 2 2031-10-18 Floating 9.03000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31389K5S6 34925.86000000 PA USD 36062.80000000 0.008492873913 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 6.50000000 N N N N N N KazMunayGas National Co. JSC 2138001H1M69RFJCSH88 000000000 300000.00000000 PA USD 301986.26000000 0.071118471936 Long DBT CORP KZ Y 2 2030-04-24 Fixed 5.37500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209RYC1 81799.66000000 PA USD 77871.22000000 0.018338854801 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMVD3 2198772.83000000 PA USD 1845880.72000000 0.434709235390 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -5488.53000000 -0.00129256167 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 168974.18000000 EUR 192979.01000000 USD 2025-07-11 -5488.53000000 N N N UNITED UTILITIES WAT FIN 213800313INX42GDLR44 000000000 175000.00000000 PA 205435.96000000 0.048380650020 Long DBT CORP GB Y 2 2034-05-23 Fixed 3.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPB80 1640617.52000000 PA USD 1367459.05000000 0.322039810922 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Hungary Government International Bonds 5299003F3UFKGCCMAP43 000000000 250000.00000000 PA USD 207711.30000000 0.048916497922 Long DBT NUSS HU Y 2 2031-09-22 Fixed 2.12500000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAL2 165000.00000000 PA USD 180593.49000000 0.042530190116 Long DBT CORP US N 2 2034-05-15 Fixed 6.87500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCP9 910000.00000000 PA USD 877894.90000000 0.206746306301 Long DBT CORP US N 2 2027-09-22 Fixed 1.47000000 N N N N N N Primo Brands Corporation 254900J0WS4AXV2LAX55 89678QAD8 11358.44000000 PA USD 11393.94000000 0.002683299571 Long LON CORP US N 2 2028-03-31 Floating 6.54600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XLGZ4 114024.08000000 PA USD 103031.13000000 0.024264072568 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Towd Point Mortgage Trust N/A 89175TAA6 1362829.36000000 PA USD 1289571.83000000 0.303697188083 Long ABS-O CORP US Y 2 2058-06-25 Variable 3.00000000 N N N N N N OREGON TOOL LUX LP N/A 68610BAA2 68024.00000000 PA USD 39538.27000000 0.009311355243 Long DBT CORP LU Y 2 2029-10-15 Fixed 7.87500000 N N N N N N RESEARCH NOW GROUP INC 549300XTHJNIVC5Q8K50 76100MAB6 15292.53000000 PA USD 15216.07000000 0.003583420143 Long LON CORP US N 2 2028-07-15 Floating 9.58600000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 3137G0NY1 208900.19000000 PA USD 208035.01000000 0.048992732386 Long ABS-MBS USGSE US N 2 2029-10-25 Floating 5.37000000 N N N N N N Castle US Holding Corporation 254900VXLMLPIE9ID612 14852DAJ0 26275.27000000 PA USD 14017.86000000 0.003301238880 Long LON CORP US N 2 2030-05-31 Floating 8.58000000 N N N N N N SNAP INC 549300JNC0L6VP8A2Q35 83304AAL0 130000.00000000 PA USD 133337.36000000 0.031401260756 Long DBT CORP US Y 2 2033-03-01 Fixed 6.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390NPW6 3251.88000000 PA USD 3427.23000000 0.000807120696 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 7.00000000 N N N N N N Consolidated Communications LLC, Fidium Fiber Finance Holdco LLC N/A 209031AA1 385000.00000000 PA USD 396945.55000000 0.093481607268 Long ABS-O CORP US Y 2 2055-05-20 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131WE2S2 57296.10000000 PA USD 58867.02000000 0.013863321165 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.50000000 N N N N N N Navient Student Loan Trust N/A 63942MAA8 1140750.30000000 PA USD 1044166.39000000 0.245903631854 Long ABS-O CORP US Y 2 2070-07-15 Fixed 2.23000000 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BX6 36000.00000000 PA USD 37020.38000000 0.008718386247 Long DBT CORP KY Y 2 2030-02-15 Fixed 8.75000000 N N N N N N ECI MACOLA MAX HOLDING LLC 549300MZ2LKM75L5EI42 26825UAM3 28232.60000000 PA USD 28356.12000000 0.006677932712 Long LON CORP US N 2 2030-05-09 Floating 7.54600000 N N N N N N FLUTTER FINANCING BV 635400VFWPBIKJK6GN11 000000000 62254.61000000 PA USD 62254.61000000 0.014661106548 Long LON CORP NL N 2 2032-06-04 Floating 6.29600000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBW5 2500000.00000000 PA USD 2448411.03000000 0.576606535428 Long DBT CORP US N 2 2027-02-04 Fixed 1.04000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402CWR9 4663.70000000 PA USD 4757.84000000 0.001120482470 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31400QSW4 92593.56000000 PA USD 94813.85000000 0.022328883871 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A2S91 98802.29000000 PA USD 92908.62000000 0.021880197741 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 3.50000000 N N N N N N Apidos CLO Ltd 549300M5NMLBQJXUO195 03764DAM3 740434.71000000 PA USD 740231.83000000 0.174326330702 Long ABS-CBDO CORP KY Y 2 2031-04-15 Floating 5.33600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180BAY7 53572.98000000 PA USD 51608.95000000 0.012154028670 Long ABS-MBS USGA US N 2 2033-04-20 Fixed 3.25000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -6566.18000000 -0.00154635077 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 185377.40000000 EUR 211167.66000000 USD 2025-07-11 -6566.18000000 N N N JP Morgan Mortgage Trust N/A 46592XAF1 3042535.17000000 PA USD 2718044.84000000 0.640105929572 Long ABS-MBS CORP US Y 2 2052-04-25 Variable 2.50000000 N N N N N N DIAGEO INVESTMENT CORP S4G8DPIPDVCF6CB81Z61 25245BAE7 635000.00000000 PA USD 664367.43000000 0.156460086713 Long DBT CORP US N 2 2035-04-15 Fixed 5.62500000 N N N N N N KFC Holding Co 549300G2LG4YUB3MM115 72584DAF1 58056.10000000 PA USD 58273.81000000 0.013723618819 Long LON CORP US N 2 2028-03-15 Floating 6.17900000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJN1 40000.00000000 PA USD 42023.67000000 0.009896672767 Long DBT CORP US N 2 2034-06-12 Fixed 5.83600000 N N N N N N OPAL BIDCO SAS N/A 000000000 41560.50000000 PA USD 41674.79000000 0.009814510710 Long LON CORP US N 2 2032-04-28 Floating 7.57500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407N6X6 7758.01000000 PA USD 7976.44000000 0.001878470312 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.50000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAF8 153000.00000000 PA USD 148863.61000000 0.035057729017 Long DBT CORP US Y 2 2029-09-30 Fixed 9.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A4B49 80768.04000000 PA USD 73131.52000000 0.017222644344 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N BLACKHAWK NETWORK HOLDINGS INC 549300LFU3K8UIR03132 09238FAM3 49239.03000000 PA USD 49476.41000000 0.011651810503 Long LON CORP US N 2 2029-03-12 Floating 8.32700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31389K5Q0 18523.68000000 PA USD 19522.51000000 0.004597596856 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 7.00000000 N N N N N N STATE OF ISRAEL 213800T8ZHTFZIBYPE21 46514Y8A8 275000.00000000 PA USD 280198.28000000 0.065987351586 Long DBT NUSS IL N 2 2030-02-19 Fixed 5.37500000 N N N N N N 8th Avenue Food & Provisions Inc 549300PBCACU45IZ2V05 28253PAC3 9502.80000000 PA USD 9491.71000000 0.002235319948 Long LON CORP US N 2 2025-10-01 Floating 10.25000000 N N N N N N NEP Group Inc N/A 62908HAM7 30785.93000000 PA USD 27976.71000000 0.006588580768 Long LON CORP US N 2 2026-08-19 Floating 7.84400000 N N Y N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 922966AA4 15000.00000000 PA USD 16062.31000000 0.003782711647 Long DBT CORP US Y 2 2033-05-01 Fixed 7.50000000 N N N N N N Artera Services LLC 549300J2G34D0WX8Z443 73937UAL2 49159.18000000 PA USD 40998.76000000 0.009655304060 Long LON CORP US N 2 2031-02-15 Floating 8.79600000 N N N N N N TCP Sunbelt Acquisition Co 549300P5GYKSLPTV1Y23 87233DAB3 44887.50000000 PA USD 44887.50000000 0.010571111444 Long LON CORP US N 2 2031-10-24 Floating 8.58000000 N N N N N N BX Trust N/A 05606DAG3 581000.00000000 PA USD 581000.00000000 0.136826861576 Long ABS-MBS CORP US Y 2 2039-08-15 Floating 9.00500000 N N N N N N Bain Capital Credit CLO, Limited 254900YXN9JEMKU5DF45 05684PAL0 1200000.00000000 PA USD 1198704.00000000 0.282297601168 Long ABS-CBDO CORP KY Y 2 2034-10-21 Floating 5.35900000 N N N N N N GVC Holdings (Gibraltar) Limited 213800GNI3K45LQR8L28 36270BAC6 29508.24000000 PA USD 29603.08000000 0.006971594714 Long LON CORP IM N 2 2029-10-31 Floating 7.01600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416RM91 67649.58000000 PA USD 66920.54000000 0.015759943998 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390QG90 4409.58000000 PA USD 4617.83000000 0.001087509786 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.00000000 N N N N N N FARMERS INS EXCH 549300UWG2TLX1GZVT44 309601AG7 235000.00000000 PA USD 232890.19000000 0.054846185524 Long DBT CORP US Y 2 2064-10-15 Fixed 7.00000000 N N N N N N Station Casinos LLC 5493004E7Q60TX54WL62 85769EBB6 22659.51000000 PA USD 22684.68000000 0.005342295301 Long LON CORP US N 2 2031-03-14 Floating 6.32700000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFR1 10000.00000000 PA USD 10477.16000000 0.002467395733 Long DBT CORP US N 2 2035-04-19 Fixed 5.83100000 N N N N N N Commonbond Student Loan Trust 5493005PJR3MYTKJFJ48 20269DAB1 71468.84000000 PA USD 70597.31000000 0.016625831950 Long ABS-O CORP US Y 2 2044-02-25 Floating 4.93400000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PER3 370000.00000000 PA USD 366560.08000000 0.086325757875 Long DBT CORP US N 2 2035-10-22 Fixed 4.94600000 N N N N N N JP Morgan Mortgage Trust N/A 46652VAK1 2400000.00000000 PA USD 1627956.24000000 0.383387509643 Long ABS-MBS CORP US Y 2 2051-08-25 Variable 2.50000000 N N N N N N GC FERRY ACQUISITION I INC N/A 000000000 4475.13000000 PA USD 4385.63000000 0.001032826142 Long LON CORP US N 2 2032-06-04 None 0.00000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAE1 67000.00000000 PA USD 67696.92000000 0.015942783308 Long DBT CORP US Y 2 2030-01-15 Fixed 7.00000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CM0 160000.00000000 PA USD 147121.51000000 0.034647460385 Long DBT CORP US N 2 2054-02-21 Fixed 5.60000000 N N N N N N Charter Communications Operating LLC 549300TPZNMN50BJ3745 16117LCB3 60784.62000000 PA USD 60746.63000000 0.014305973725 Long LON CORP US N 2 2030-12-07 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WSTH1 111595.80000000 PA USD 104624.01000000 0.024639199541 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.50000000 N N N N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 45262BAC7 30000.00000000 PA USD 29078.52000000 0.006848059605 Long DBT CORP GB Y 2 2029-07-26 Fixed 3.87500000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AQ4 1205000.00000000 PA USD 1064299.40000000 0.250645002891 Long DBT CORP US Y 2 2030-11-01 Fixed 2.30000000 N N N N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 98919VAA3 70000.00000000 PA USD 65642.40000000 0.015458939033 Long DBT CORP US Y 2 2027-03-01 Fixed 4.00000000 N N N N N N EagleView Technology Corporation 549300HLIL8HO4PPLG50 000000000 161049.21000000 PA USD 156419.05000000 0.036837052843 Long LON CORP US N 2 2028-08-14 Floating 9.80200000 N N N N N N MAGNITE INC 54930018FR2YX1HHSB02 55955NAG3 60905.57000000 PA USD 61057.83000000 0.014379262054 Long LON CORP US N 2 2031-02-06 Floating 7.32700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AAH1 71125.93000000 PA USD 68628.14000000 0.016162087800 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.00000000 N N N N N N DAVIDE CAMPARI-MILANO SP 213800ED5AN2J56N6Z02 000000000 200000.00000000 PA 225366.10000000 0.053074244696 Long DBT CORP NL Y 2 2029-01-17 Fixed 2.37500000 N N N N N Davide Campari-Milano NV EUR XXXX N N N Freddie Mac Whole Loan Securities Trust 254900HROIFWPRGM1V77 3137G1AA5 149929.90000000 PA USD 135364.50000000 0.031878656977 Long ABS-MBS USGSE US N 2 2045-05-25 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131WRKD6 103479.36000000 PA USD 100017.42000000 0.023554336801 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N ALBION FINANCING 3 SARL 213800VFJ5CIN2NUQ821 00847NAE6 9206.97000000 PA USD 9206.97000000 0.002168263011 Long LON CORP US N 2 2029-08-16 Floating 7.32100000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAR6 1775000.00000000 PA USD 1718421.43000000 0.404692273894 Long DBT CORP GB N 2 2028-01-11 Fixed 2.46900000 N N N N N N GGAM FINANCE LTD 254900X2QXEN0FVXRF65 36170JAC0 90000.00000000 PA USD 92785.32000000 0.021851160302 Long DBT CORP KY Y 2 2027-02-15 Fixed 8.00000000 N N N N N N BX Trust N/A 05609DAA3 900000.00000000 PA USD 885579.66000000 0.208556085290 Long ABS-MBS CORP US Y 2 2028-02-15 Fixed 5.04500000 N N N N N N Belron Finance 2019 LLC N/A 08078UAM5 32070.30000000 PA USD 32180.56000000 0.007578597295 Long LON CORP US N 2 2031-10-16 Floating 7.04900000 N N N N N N Calpine Corporation 43R4VPJBXTU2O15HEF41 13134MBX0 80223.36000000 PA USD 80178.76000000 0.018882285879 Long LON CORP US N 2 2032-02-15 Floating 6.07700000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CNJ6 13070000.00000000 PA USD 13080210.94000000 3.080420329911 Long DBT UST US N 2 2032-06-30 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31401CEK5 2506.84000000 PA USD 2556.04000000 0.000601953410 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379JAR2 512364.38000000 PA USD 461791.71000000 0.108753029916 Long ABS-MBS USGA US N 2 2044-11-16 Fixed 3.00000000 N Y N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91087BAM2 313000.00000000 PA USD 270651.10000000 0.063738968322 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.65900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402CVN9 13418.16000000 PA USD 13741.93000000 0.003236256719 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407XA68 58424.23000000 PA USD 58135.94000000 0.013691150111 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 4.50000000 N N N N N N Republic of South Africa Government International Bonds 378900AAFB4F17004C49 836205BA1 200000.00000000 PA USD 192736.02000000 0.045389784387 Long DBT NUSS ZA N 2 2029-09-30 Fixed 4.85000000 N N N N N N Flagstar Mortgage Trust N/A 33851PAE5 1943408.84000000 PA USD 1733969.22000000 0.408353814875 Long ABS-MBS CORP US Y 2 2051-07-25 Variable 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UK2 16650000.00000000 PA USD 16579757.81000000 3.904571819002 Long DBT UST US N 2 2055-05-15 Fixed 4.75000000 N N N N N N ANTYLIA SCIENTIFIC N/A 12592HAG6 40000.62000000 PA USD 38867.28000000 0.009153335525 Long LON CORP US N 2 2032-05-27 Floating 8.31800000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 14916RAD6 405000.00000000 PA USD 339025.69000000 0.079841344503 Long DBT CORP US N 2 2042-11-01 Fixed 4.35000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 6402.70000000 0.001507850854 N/A DFE XX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 208395.42000000 USD 182877.95000000 EUR 2025-07-11 6402.70000000 N N N AMERICAN HOMES 4 RENT 549300N4PXZ37U8QKI55 02666TAG2 220000.00000000 PA USD 223706.60000000 0.052683428557 Long DBT US N 2 2034-02-01 Fixed 5.50000000 N N N N N N UPBOUND GROUP INC 529900QUHE15UQNCCJ63 76009NAL4 75000.00000000 PA USD 73757.02000000 0.017369951059 Long DBT CORP US Y 2 2029-02-15 Fixed 6.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131WMHW9 48054.20000000 PA USD 49127.73000000 0.011569695546 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5.50000000 N N N N N N Sequoia Mortgage Trust 5493007E0SBYHIR7SU85 81745QCB6 86560.68000000 PA USD 83294.65000000 0.019616085276 Long ABS-MBS CORP US Y 2 2045-01-25 Variable 3.93700000 N N N N N N Texas A&M University N/A 88213ACT0 325000.00000000 PA USD 320723.88000000 0.075531225358 Long DBT MUN US N 2 2031-05-15 Fixed 4.00000000 N N N N N N Chase Funding Mortgage Loan Asset-Backed CTFS N/A 161546EW2 76105.20000000 PA USD 75876.14000000 0.017869008786 Long ABS-O CORP US N 2 2033-02-25 Floating 4.99400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWFD0 4695279.73000000 PA USD 4236152.04000000 0.997623732864 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 3.50000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DT4 110000.00000000 PA USD 107641.69000000 0.025349870253 Long DBT CORP US N 2 2053-03-02 Fixed 5.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390QG82 13495.38000000 PA USD 13934.69000000 0.003281652151 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.50000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -1.00000000 NC 456.40000000 0.000107483269 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 5 Year Euro BOBL Futures OEU5 Comdty 2025-09-08 -118068.81000000 EUR 456.40000000 N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFL1 425000.00000000 PA USD 412650.09000000 0.097180063242 Long DBT CORP US N 2 2054-07-15 Fixed 5.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404NFX9 17077.54000000 PA USD 17295.85000000 0.004073213207 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.50000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -8864.49000000 -0.00208760816 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 257350.60000000 EUR 293405.01000000 USD 2025-07-11 -8864.49000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNR54 2906175.18000000 PA USD 2536441.90000000 0.597338011614 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 3.00000000 NC USD 5718.75000000 0.001346779026 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT U.S. Long Bond Futures USU5 Comdty 2025-09-19 340687.50000000 USD 5718.75000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CNL1 865000.00000000 PA USD 865439.26000000 0.203812973891 Long DBT UST US N 2 2027-06-30 Fixed 3.75000000 N N N N N N Navient Student Loan Trust N/A 63942GAA1 993258.30000000 PA USD 879417.89000000 0.207104974015 Long ABS-O CORP US Y 2 2070-02-18 Fixed 1.11000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 3800.60000000 0.000895050206 N/A DFE XX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 80177.28000000 USD 71498.31000000 EUR 2025-07-11 3800.60000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407N4Z3 80598.70000000 PA USD 82898.15000000 0.019522708597 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.50000000 N N N N N N Hilton Domestic Operating Company Inc 5493003EG7H0N1E4XV50 43289DAK9 226948.68000000 PA USD 227530.12000000 0.053583876478 Long LON CORP US N 2 2030-11-08 Floating 6.06900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404QWU9 1177.35000000 PA USD 1192.13000000 0.000280749408 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAE3 60000.00000000 PA USD 61836.72000000 0.014562692474 Long DBT CORP US Y 2 2030-01-15 Fixed 6.25000000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 8426EPAC2 775000.00000000 PA USD 630526.85000000 0.148490550817 Long DBT CORP US N 2 2047-05-30 Fixed 4.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31388KCX8 27128.99000000 PA USD 28591.83000000 0.006733442970 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 7.00000000 N N N N N N Delivery Hero SE 529900KR9IO53KSCSQ67 000000000 87362.83000000 PA USD 87581.24000000 0.020625587267 Long LON CORP US N 2 2029-12-12 Floating 9.30000000 N N N N N N Star Parent Inc 254900GRGCJYRMDRWT73 87169DAB1 17911.21000000 PA USD 17711.95000000 0.004171205733 Long LON CORP US N 2 2030-09-27 Floating 8.29600000 N N N N N N Freddie Mac - SCRT N/A 35563PBH1 177997.12000000 PA USD 177062.78000000 0.041698699637 Long ABS-MBS USGSE US Y 2 2056-08-25 Variable 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJR39 1800039.56000000 PA USD 1506737.12000000 0.354840122806 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYA6 555000.00000000 PA USD 542991.82000000 0.127875846114 Long DBT CORP US N 2 2027-03-09 Fixed 1.43100000 N N N N N N HEALTHCARE RLTY HLDGS LP 549300IYGAS4GE6VDL07 42225UAG9 380000.00000000 PA USD 352363.47000000 0.082982422950 Long DBT US N 2 2030-02-15 Fixed 3.10000000 N N N N N N KESTREL ACQUISITION LLC 549300ER0JUHJLPPMH08 44579UAB8 25968.09000000 PA USD 25916.15000000 0.006103314059 Long LON CORP US N 2 2031-11-06 Floating 10.00000000 N N N N N N FARMERS INS EXCH 549300UWG2TLX1GZVT44 309601AE2 500000.00000000 PA USD 408218.20000000 0.096136342761 Long DBT CORP US Y 2 2057-11-01 Fixed 4.74700000 N N N N N N UMBS, TBA N/A 01F020679 2725000.00000000 PA USD 2156259.69000000 0.507804210200 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 2.00000000 N N N N N N Ryan LLC 549300TG86D8HZC6TE67 78350LAZ8 28079.38000000 PA USD 28114.48000000 0.006621025926 Long LON CORP US N 2 2030-11-14 Floating 7.82700000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36183QZA6 711021.97000000 PA USD 633632.14000000 0.149221853890 Long ABS-MBS USGA US N 2 2045-04-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RAS8 25277.17000000 PA USD 26400.66000000 0.006217417300 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131WDBJ4 102054.10000000 PA USD 104788.92000000 0.024678036233 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6.00000000 N N N N N N Modena Buyer LLC 254900B0G2IU0VBDOY26 60753DAC8 16339.05000000 PA USD 15739.95000000 0.003706795111 Long LON CORP US N 2 2031-07-01 Floating 8.78000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752BD4 195000.00000000 PA USD 197033.89000000 0.046401942844 Long DBT CORP US N 2 2035-02-15 Fixed 5.20000000 N N N N N N Bluemountain CLO Ltd N/A 09630AAS5 1200000.00000000 PA USD 1203300.00000000 0.283379969939 Long ABS-CBDO CORP KY Y 2 2030-10-25 Floating 6.13200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413YRW3 17474.64000000 PA USD 18463.82000000 0.004348272880 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.50000000 N N N N N N MH SUB I LLC 2549005VFKP807SR8N49 000000000 72582.05000000 PA USD 62928.64000000 0.014819842193 Long LON CORP US N 2 2031-12-31 Floating 8.57700000 N N N N N N Telenet Financing USD LLC 213800BMPOX34U6DWN81 000000000 34447.10000000 PA USD 33689.26000000 0.007933899680 Long LON CORP US N 2 2028-04-30 Floating 6.42600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390G2T3 39425.18000000 PA USD 40708.58000000 0.009586965990 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -2.00000000 NC 3283.98000000 0.000773384986 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 30 Year Euro BUXL Futures UBU5 Comdty 2025-09-08 -240277.62000000 EUR 3283.98000000 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJL4 710000.00000000 PA USD 619136.10000000 0.145808002498 Long DBT CORP US N 2 2031-10-24 Fixed 1.92200000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 6.00000000 NC USD 5614.98000000 0.001322340948 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVU5 Comdty 2025-09-30 648385.02000000 USD 5614.98000000 N N N CORNERSTONE GENERATION LLC 254900JBGAU2N55LVN75 21924NAB4 22404.22000000 PA USD 22516.24000000 0.005302627286 Long LON CORP US N 2 2031-10-28 None 0.00000000 N N N N N N BCPE North Star US Holdco 2 Inc 254900AGB0JDUDNIJC95 05552DAD4 57250.21000000 PA USD 56415.33000000 0.013285942424 Long LON CORP US N 2 2028-06-09 Floating 8.44100000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620A9YS4 33029.78000000 PA USD 33172.03000000 0.007812090803 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDC4 2535120.35000000 PA USD 2011801.19000000 0.473783894911 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31387DNE5 3035.53000000 PA USD 3033.95000000 0.000714502335 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 7.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEH4 125000.00000000 PA USD 109429.67000000 0.025770943733 Long DBT CORP US N 2 2032-10-20 Fixed 2.51100000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GB78 560000.00000000 PA USD 553025.07000000 0.130238700002 Long DBT CORP US N 2 2035-10-23 Fixed 5.01600000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BT0 315000.00000000 PA USD 252529.02000000 0.059471176013 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PL9 175000.00000000 PA USD 178798.72000000 0.042107517575 Long DBT CORP US N 2 2035-06-11 Fixed 5.44900000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAT8 176000.00000000 PA USD 179730.32000000 0.042326911558 Long DBT CORP NL N 2 2032-12-01 Fixed 6.00000000 N N N N N N ARDAGH PKG FIN/HLDGS USA N/A 03969AAP5 446000.00000000 PA USD 198884.78000000 0.046837831777 Long DBT CORP XX Y 2 2027-08-15 Fixed 5.25000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468X0 769000.00000000 PA USD 657263.45000000 0.154787082775 Long DBT CORP US N 2 2032-04-28 Fixed 1.92800000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H050672 5100000.00000000 PA USD 5008965.61000000 1.179623139691 Long ABS-MBS USGA US N 2 2054-07-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31391KH59 21598.28000000 PA USD 22525.18000000 0.005304732677 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 6.00000000 N N N N N N Agate Bay Mortgage Loan Trust N/A 00841WBK7 42827.57000000 PA USD 41738.94000000 0.009829618185 Long ABS-MBS CORP US Y 2 2045-01-25 Variable 3.62700000 N N N N N N PMT Loan Trust N/A 73015BAC9 1273356.34000000 PA USD 1264719.16000000 0.297844326055 Long ABS-MBS CORP US Y 2 2059-10-25 Variable 5.50000000 N N N N N N PAPA JOHN'S INTERNATIONA HZYLD3DK5XOX0WBVNB56 698813AA0 225000.00000000 PA USD 218141.53000000 0.051372841530 Long DBT CORP US Y 2 2029-09-15 Fixed 3.87500000 N N N N N N UMBS, TBA N/A 01F050676 5750000.00000000 PA USD 5634652.70000000 1.326973915687 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 5.00000000 N N N N N N Freddie Mac - SCRT N/A 35563P5Y1 873638.79000000 PA USD 786154.26000000 0.185141170586 Long ABS-MBS USGSE US N 2 2061-03-25 Fixed 2.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CBA0 695000.00000000 PA USD 700851.34000000 0.165052133018 Long DBT CORP US N 2 2036-03-27 Fixed 5.33300000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620A93J8 283421.00000000 PA USD 284560.55000000 0.067014676394 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402CP30 29280.73000000 PA USD 29897.84000000 0.007041011385 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.50000000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 89364MCC6 21653.51000000 PA USD 21717.97000000 0.005114632831 Long LON CORP US N 2 2028-08-24 Floating 7.04600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RJV2 37187.29000000 PA USD 37694.59000000 0.008877164282 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 45262BAF0 470000.00000000 PA USD 485045.87000000 0.114229439092 Long DBT CORP GB Y 2 2027-07-27 Fixed 6.12500000 N N N N N N CIM Trust N/A 12566LAA2 1536664.19000000 PA USD 1391660.87000000 0.327739396249 Long ABS-MBS CORP US Y 2 2057-06-25 Variable 1.95100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A3QD5 104612.96000000 PA USD 101080.52000000 0.023804699342 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.00000000 N N N N N N Brazil Government International Bonds 254900ZFY40OYEADAP90 105756CH1 200000.00000000 PA USD 198573.88000000 0.046764614098 Long DBT NUSS BR N 2 2034-03-15 Fixed 6.12500000 N N N N N N JANE STREET GROUP LLC 5493002N1IVX6KHGYO08 47077DAM2 63934.12000000 PA USD 63846.21000000 0.015035932078 Long LON CORP US N 2 2031-12-15 Floating 6.33300000 N N N N N N MODIVCARE INC 549300EFZIFW7F7I0Q28 60783XAC8 413700.00000000 PA USD 109630.50000000 0.025818239669 Long DBT CORP US Y 2 2029-10-01 Fixed 5.00000000 N N Y N N N JAPAN TOBACCO INC 353800Z0ENYBQO0XRJ31 471105AD8 635000.00000000 PA USD 653310.16000000 0.153856073715 Long DBT CORP JP Y 2 2030-06-15 Fixed 5.25000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCC8 275000.00000000 PA USD 245499.64000000 0.057815740549 Long DBT CORP US N 2 2032-04-22 Fixed 2.58000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371LZR3 2088.34000000 PA USD 2201.64000000 0.000518491379 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.50000000 N N N N N N SCOTTISH HYDRO ELECTRIC 549300ECJZDA7203MK64 000000000 185000.00000000 PA 216238.05000000 0.050924567529 Long DBT CORP GB Y 2 2032-09-04 Fixed 3.37500000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CAM6 1280000.00000000 PA USD 1096228.21000000 0.258164312471 Long DBT CORP US N 2 2041-12-15 Fixed 4.25000000 N N N N N N SOUTH FIELD LLC 549300M3RBW5ZIH20760 83783XAD8 27309.37000000 PA USD 27411.78000000 0.006455538429 Long LON CORP US N 2 2031-08-29 Floating 7.54600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384PYX2 875613.74000000 PA USD 873377.51000000 0.205682450369 Long ABS-MBS USGA US N 2 2054-06-20 Floating 5.45200000 N N N N N N State Street Institutional US Government Money Market Fund 549300BZ5TGIFZUZDZ37 857492706 37152847.24000000 NS USD 37152847.24000000 8.749582592908 Long EC RF US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EXZ30 47859.74000000 PA USD 42599.96000000 0.010032390413 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.00000000 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78571YBK5 56238.02000000 PA USD 55675.64000000 0.013111743696 Long LON CORP US N 2 2029-11-15 Floating 10.42700000 N N N N N N FERRELLGAS LP/FERRELLGAS N/A 315289AA6 340000.00000000 PA USD 336697.04000000 0.079292941971 Long DBT CORP US Y 2 2026-04-01 Fixed 5.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWES8 593192.97000000 PA USD 568360.77000000 0.133850293291 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N Freddie Mac Whole Loan Securities Trust N/A 3137G1BC0 38377.70000000 PA USD 33074.78000000 0.007789188200 Long ABS-MBS USGSE US N 2 2046-10-25 Fixed 3.00000000 N N N N N N CIFC Funding Ltd 5493006JGTCIL6LCS728 12552FBC6 1070000.00000000 PA USD 1063163.77000000 0.250377559364 Long ABS-CBDO CORP KY Y 2 2035-01-17 Floating 5.27000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416X6N5 119309.14000000 PA USD 112217.13000000 0.026427397096 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 3.50000000 N N N N N N Tricon American Homes N/A 89613JAC4 975000.00000000 PA USD 910017.71000000 0.214311303336 Long ABS-O CORP US Y 2 2039-11-17 Fixed 1.83200000 N N N N N N TENNET HOLDING BV 724500LTUWK3JQG63903 000000000 150000.00000000 PA 190675.10000000 0.044904432898 Long DBT CORP NL Y 2 2042-10-28 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EB82 1578514.68000000 PA USD 1251257.46000000 0.294674064158 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N Genesys Cloud Services Holdings II LLC 254900CRMBG6WX4HX396 39479UAY9 29739.89000000 PA USD 29717.59000000 0.006998562088 Long LON CORP US N 2 2032-01-30 Floating 6.82700000 N N N N N N Credit Suisse Mortgage Trust N/A 12594XAM6 726270.88000000 PA USD 660657.61000000 0.155586415409 Long ABS-MBS CORP US Y 2 2047-06-25 Variable 3.50000000 N N N N N N Invitation Homes Operating Partnership LP 549300147YMUQB3GW319 46187CAJ0 397355.64000000 PA USD 389408.53000000 0.091706621395 Long LON US N 2 2028-09-09 Floating 5.26100000 N N N N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 59217GFP9 290000.00000000 PA USD 294402.07000000 0.069332377417 Long DBT CORP US Y 2 2033-03-28 Fixed 5.15000000 N N N N N N DELL INT LLC / EMC CORP 254900ZARLSVK41DKO78 24703TAM8 425000.00000000 PA USD 431714.61000000 0.101669802380 Long DBT CORP US N 2 2030-04-01 Fixed 5.00000000 N N N N N N HEALTHPEAK PROPERTIES INC PZ9HF5U52KPF0MH0QN75 42250UAE2 138742.38000000 PA USD 136314.39000000 0.032102358298 Long LON US N 2 2027-02-22 Floating 5.26700000 N N N N N N COMMONBOND STUDENT LOAN TRUST N/A 20268WAA2 359610.40000000 PA USD 310794.44000000 0.073192818968 Long ABS-O CORP US Y 2 2052-03-25 Fixed 1.20000000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 001192AL7 1105000.00000000 PA USD 1100483.22000000 0.259166377298 Long DBT CORP US N 2 2025-11-15 Fixed 3.87500000 N N N N N N AMCOR FLEXIBLES NORTH AM PTVU09TE3QPJPL7K4E13 02344AAD0 280000.00000000 PA USD 284675.86000000 0.067041832169 Long DBT CORP US Y 2 2030-03-17 Fixed 5.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31393YHA6 537000.00000000 PA USD 531838.30000000 0.125249166015 Long ABS-MBS USGSE US N 2 2034-05-25 Fixed 4.50000000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAL5 1000000.00000000 PA USD 1025514.71000000 0.241511117503 Long DBT CORP US N 2 2028-04-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KME1 51831.95000000 PA USD 51548.69000000 0.012139837299 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 4.50000000 N N N N N N 2025-07-15 Securian Funds Trust Kevin Ligtenberg Kevin Ligtenberg Director Investment Operations