0001752724-23-294210.txt : 20231227 0001752724-23-294210.hdr.sgml : 20231227 20231227155950 ACCESSION NUMBER: 0001752724-23-294210 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20231031 FILED AS OF DATE: 20231227 DATE AS OF CHANGE: 20231227 PERIOD START: 20231031 FILER: COMPANY DATA: COMPANY CONFORMED NAME: HARTFORD MUTUAL FUNDS INC/CT CENTRAL INDEX KEY: 0001006415 ORGANIZATION NAME: IRS NUMBER: 000000000 STATE OF INCORPORATION: MD FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-07589 FILM NUMBER: 231517902 BUSINESS ADDRESS: STREET 1: 690 LEE ROAD CITY: WAYNE STATE: PA ZIP: 19087 BUSINESS PHONE: 610-386-4068 MAIL ADDRESS: STREET 1: 690 LEE ROAD CITY: WAYNE STATE: PA ZIP: 19087 FORMER COMPANY: FORMER CONFORMED NAME: Hartford Multi-Asset Income & Growth Fund DATE OF NAME CHANGE: 20190501 FORMER COMPANY: FORMER CONFORMED NAME: HARTFORD MUTUAL FUNDS INC/CT DATE OF NAME CHANGE: 19970613 FORMER COMPANY: FORMER CONFORMED NAME: ITT HARTFORD MUTUAL FUNDS INC DATE OF NAME CHANGE: 19960226 0001006415 S000003571 Hartford Multi-Asset Income Fund C000009912 Class A ITTAX C000009914 Class C HAFCX C000009915 Class Y IHAYX C000040927 Class R3 ITTRX C000040928 Class R4 ITTSX C000040929 Class R5 ITTTX C000155857 Class I ITTIX C000185693 Class F ITTFX C000200563 Class R6 ITTVX NPORT-P 1 primary_doc.xml NPORT-P false 0001006415 XXXXXXXX S000003571 C000185693 C000155857 C000009914 C000009915 C000009912 C000200563 C000040928 C000040929 C000040927 HARTFORD MUTUAL FUNDS INC/CT 811-07589 0001006415 549300FJ4Q3QXIS6ZN84 690 LEE ROAD WAYNE 19087 610-386-4068 Hartford Multi-Asset Income Fund S000003571 CV9JVC7JWV57MZ536B82 2023-10-31 2023-10-31 N 593231651.67 6717835.53 586513816.14 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1133512.49000000 0.00000000 0.00000000 4729408.73000000 USD N HFLU Blended Benchmark 35% MXWD / 35% LBUSTRUU / 10% CSLLLTOT / 10% JPEMCOMP / 10% HW0CUSDH Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202C4N0 4166.47000000 PA USD 4156.15000000 0.000708619283 Long ABS-MBS USGA US N 2 2028-08-20 Fixed 6.00000000 N N N N N N SEA LTD 529900OM6JLLW44YKI15 81141RAG5 2500000.00000000 PA USD 1982500.00000000 0.338014202810 Long DBT CORP KY N 2 2026-09-15 Fixed 0.25000000 N N N N Y Sea Ltd USD XXXX N N N United States Treasury 254900HROIFWPRGM1V77 912810TL2 2385200.00000000 PA USD 2008133.42000000 0.342384674450 Long DBT UST US N 2 2052-11-15 Fixed 4.00000000 N N N N N N JP Morgan Mortgage Trust N/A 46653LCG9 1225718.72000000 PA USD 940920.65000000 0.160425999201 Long ABS-MBS CORP US N 2 2050-11-25 Variable 4.02000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAJ7 80000.00000000 PA USD 70356.23000000 0.011995664563 Long DBT CORP US N 2 2037-05-01 Fixed 6.55000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967HS3 1400000.00000000 PA USD 1146446.17000000 0.195467888130 Long DBT CORP US N 2 2044-05-06 Fixed 5.30000000 N N N N N N Arsenal AIC Parent LLC N/A 04287KAB7 275000.00000000 PA USD 274117.25000000 0.046736708063 Long LON CORP US N 2 2030-08-18 Variable 9.88000000 N N N N N N Bora Pharmaceuticals Co Ltd N/A 000000000 2200.00000000 NS 44067.14000000 0.007513401864 Long EC CORP TW N 2 N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADB8 250000.00000000 PA USD 220955.93000000 0.037672757899 Long DBT CORP US N 2 2054-01-15 Fixed 5.75000000 N N N N N N Banco do Brasil SA QE0Q0253K88YAGNPE356 000000000 13300.00000000 NS 127545.99000000 0.021746459587 Long EC CORP BR N 1 N N N Pennsylvania Electric Co O1PLQWO3TX952VMBJ146 708696BX6 750000.00000000 PA USD 723909.86000000 0.123425883598 Long DBT CORP US N 2 2025-04-15 Fixed 4.15000000 N N N N N N Pure Storage Inc 549300NPDB0BZTK3WO90 74624M102 3226.00000000 NS USD 109071.06000000 0.018596503099 Long EC CORP US N 1 N N N Bank N/A 06540WBH5 31266887.92000000 PA USD 1294961.94000000 0.220789673553 Long ABS-MBS CORP US N 2 2061-08-15 Variable 0.94000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209JL58 1074.04000000 PA USD 1082.84000000 0.000184623101 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KFR4 4181.32000000 PA USD 4184.76000000 0.000713497258 Long ABS-MBS USGA US N 2 2035-02-15 Fixed 6.50000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BP2 911000.00000000 PA USD 893681.30000000 0.152371738807 Long DBT CORP US N 2 2030-10-06 Fixed 6.38000000 N N N N N N Kerry Properties Ltd 5299006T5ULIIRZ7LK49 000000000 148500.00000000 NS 249893.79000000 0.042606633147 Long EC CORP BM N 2 N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DN6 40000.00000000 PA USD 40135.54000000 0.006843068124 Long DBT CORP US N 2 2031-10-30 Fixed 6.49000000 N N N N N N Salesforce Inc RCGZFPDMRW58VJ54VR07 79466L302 1226.00000000 NS USD 246217.58000000 0.041979843138 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36212NKA4 5181.54000000 PA USD 5183.23000000 0.000883735362 Long ABS-MBS USGA US N 2 2030-11-15 Fixed 8.00000000 N N N N N N Starfruit Finco B.V 549300K7VB5G6LULFT41 000000000 224437.50000000 PA USD 218896.14000000 0.037321565831 Long LON CORP US N 2 2028-04-03 Variable 9.42000000 N N N N N N Imperial Brands PLC 549300DFVPOB67JL3A42 000000000 35276.00000000 NS 751525.60000000 0.128134338751 Long EC CORP GB N 2 N N N Omega Healthcare Investors Inc 549300OJ7ENK42CZ8E73 681936100 13298.00000000 NS USD 440163.80000000 0.075047473373 Long EC US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210KDP7 4571.14000000 PA USD 4625.61000000 0.000788661728 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Beacon Roofing Supply, Inc. 549300HDXQWWCBOYXP31 07368RAF8 421008.00000000 PA USD 420132.30000000 0.071632123308 Long LON CORP US N 2 2028-05-19 Variable 7.69000000 N N N N N N Kone Oyj 2138001CNF45JP5XZK38 000000000 23133.00000000 NS 1001736.66000000 0.170795066106 Long EC CORP FI N 2 N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312106 4061.00000000 NS USD 573616.25000000 0.097800978291 Long EC CORP US N 1 N N N Golden State Tobacco Securitization Corp N/A 38122NB68 20000.00000000 PA USD 13394.48000000 0.002283745008 Long DBT MUN US N 2 2042-06-01 Fixed 3.29000000 N N N N N N Voya CLO Ltd 549300001G5S0D8B8343 92915HAS2 800000.00000000 PA USD 772661.60000000 0.131738004926 Long ABS-CBDO CORP KY N 2 2031-10-18 Floating 7.86000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162UAY6 20722853.94000000 PA USD 491705.66000000 0.083835307279 Long ABS-MBS CORP US N 2 2052-01-15 Variable 0.62000000 N N N N N N Spirit Aerosystems, Inc. ZD2NBKV6GCC3UMGBM518 84857HAY6 272250.00000000 PA USD 271092.94000000 0.046221066331 Long LON CORP US N 2 2027-01-15 Variable 9.63000000 N N N N N N Accenture PLC 5493000EWHDSR3MZWH98 000000000 3323.00000000 NS USD 987230.07000000 0.168321707491 Long EC CORP IE N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9P65 153902.00000000 PA USD 144303.00000000 0.024603512488 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 5.00000000 N N N N N N BOSTON GAS COMPANY FN7P4E7K9JOBORDEUX61 100743AK9 125000.00000000 PA USD 111666.35000000 0.019038997364 Long DBT CORP US N 2 2027-08-01 Fixed 3.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCV39 45758.82000000 PA USD 39049.29000000 0.006657863621 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 2.00000000 N N N N N N Voya CLO Ltd N/A 92916GBG8 1000000.00000000 PA USD 962485.00000000 0.164102698608 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 7.61000000 N N N N N N Stack Infrastructure Issuer LLC N/A 85236KAH5 940000.00000000 PA USD 895046.38000000 0.152604483538 Long ABS-O CORP US N 2 2048-07-25 Fixed 5.90000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCY5 618000.00000000 PA USD 428108.31000000 0.072992024777 Long DBT CORP US N 2 2039-11-01 Fixed 3.25000000 N N N N N N Ford Credit Auto Owner Trust/Ford Credit N/A 345340AB9 100000.00000000 PA USD 88974.94000000 0.015170135391 Long ABS-O CORP US N 2 2033-10-17 Fixed 1.61000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HAGS9 2900000.00000000 PA USD 2556790.51000000 0.435930141735 Long ABS-MBS USGSE US N 2 2033-07-25 Fixed 4.05000000 N N N N N N BROOKFLD FIN LLC/FIN INC 549300E643C5WZF8BL44 11271RAB5 775000.00000000 PA USD 449655.16000000 0.076665740452 Long DBT CORP US N 2 2050-04-15 Fixed 3.45000000 N N N N N N Oaktree CLO Ltd N/A 67400EAY0 250000.00000000 PA USD 232686.25000000 0.039672765346 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 8.89000000 N N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 758750AD5 370000.00000000 PA USD 354320.99000000 0.060411362912 Long DBT CORP US N 2 2028-04-15 Fixed 6.05000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H9PB9 1500000.00000000 PA USD 1306302.15000000 0.222723167647 Long ABS-MBS USGSE US N 2 2032-12-25 Variable 3.82000000 N N N N N N MS&AD Insurance Group Holdings Inc 529900CXROT5S2HMMP26 000000000 17683.00000000 NS 647914.17000000 0.110468696929 Long EC CORP JP N 2 N N N USI, Inc. 2549006D7UF7072T7I27 90351NAJ4 724911.20000000 PA USD 722345.01000000 0.123159078289 Long LON CORP US N 2 2029-11-22 Variable 9.14000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -72361.66000000 -0.01233758830 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 24527000.00000000 EUR 25912898.14000000 USD 2023-11-30 -72361.66000000 N N N DOMINION ENERGY SOUTH 3QRVFYR22IUIEOORTK28 837004BV1 156000.00000000 PA USD 161995.31000000 0.027620033073 Long DBT CORP US N 2 2032-02-01 Fixed 6.63000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAL5 435000.00000000 PA USD 378708.22000000 0.064569360444 Long DBT CORP US N 2 2026-09-20 Fixed 1.95000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308HW0 275000.00000000 PA USD 239597.94000000 0.040851201353 Long DBT CORP US N 2 2027-12-01 Fixed 3.30000000 N N N N N N Vistra Corp 549300KP43CPCUJOOG15 92840M102 8355.00000000 NS USD 273375.60000000 0.046610257504 Long EC CORP US N 1 N N N Chugai Pharmaceutical Co Ltd 529900T9LAII161DCN95 000000000 18899.00000000 NS 560479.42000000 0.095561162342 Long EC CORP JP N 2 N N N KBC Group NV 213800X3Q9LSAKRUWY91 000000000 42186.00000000 NS 2321699.99000000 0.395847450837 Long EC CORP BE N 2 N N N MKS INSTRUMENTS, INC. 549300KEQATBHAGVF505 55314NAW4 495000.00000000 PA USD 490460.85000000 0.083623068460 Long LON CORP US N 2 2029-08-17 Variable 7.82000000 N N N N N N COSCO SHIPPING Holdings Co Ltd 3003009XI0QGYYA29S17 000000000 141700.00000000 NS 189339.46000000 0.032282182412 Long EC CORP CN N 2 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KJ66 12958.06000000 PA USD 13237.51000000 0.002256981785 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 7.00000000 N N N N N N Ford Credit Auto Owner Trust N/A 34535AAG5 510000.00000000 PA USD 494896.20000000 0.084379291055 Long ABS-O CORP US N 2 2030-03-15 Fixed 5.22000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAN8 60000.00000000 PA USD 55848.60000000 0.009522128629 Long DBT CORP US N 2 2038-07-01 Fixed 7.30000000 N N N N N N Viatris Inc 254900ZZTSW7NL773X71 92556V106 10009.00000000 NS USD 89080.10000000 0.015188065063 Long EC CORP US N 1 N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 000000000 240167.00000000 PA USD 240167.00000000 0.040948225496 Long RA CORP US N 2 Repurchase N 5.28000000 2023-11-01 270100.00000000 USD 244970.81000000 USD UST N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RBR7 601000.00000000 PA USD 540398.13000000 0.092137323133 Long DBT CORP US N 2 2034-04-26 Fixed 4.97000000 N N N N N N TUCSON ELECTRIC POWER CO YLF139GXSRKPBBTNZL03 898813AR1 90000.00000000 PA USD 60450.18000000 0.010306693267 Long DBT CORP US N 2 2050-06-15 Fixed 4.00000000 N N N N N N Sankyo Co Ltd 3538009H2R9ZBZAOAK48 000000000 5100.00000000 NS 211945.15000000 0.036136429214 Long EC CORP JP N 2 N N N Axis Bank Ltd 549300HVNWMJPOFVNI41 000000000 81982.00000000 NS 967371.74000000 0.164935882732 Long EC CORP IN N 2 N N N Amentum Government Services Holdings LLC 5493008CT6B5L54YSE94 57776DAB9 149962.50000000 PA USD 146963.25000000 0.025057082366 Long LON CORP US N 2 2027-01-29 Variable 9.44000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWF57 314828.71000000 PA USD 290595.64000000 0.049546256542 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.00000000 N N N N N N IQVIA INC 549300PLWY28YB00C717 46266TAB4 775000.00000000 PA USD 744000.00000000 0.126851231723 Long DBT CORP US N 2 2028-05-15 Fixed 5.70000000 N N N N N N Core & Main LP 549300ZSLF8Q660SCD17 40416VAE5 672805.91000000 PA USD 669650.45000000 0.114174710223 Long LON CORP US N 2 2028-07-27 Variable 8.06000000 N N N N N N Stratus CLO N/A 86315TAG0 1050000.00000000 PA USD 1040181.45000000 0.177349863102 Long ABS-CBDO CORP KY N 2 2029-12-28 Floating 8.33000000 N N N N N N Quartz Acquireco LLC N/A 000000000 360000.00000000 PA USD 359100.00000000 0.061226179182 Long LON CORP US N 2 2030-06-28 Variable 8.82000000 N N N N N N ABG Intermediate Holdings 2 LLC 54930020NXD0RJB64985 00076VAZ3 508562.50000000 PA USD 507016.47000000 0.086445784574 Long LON CORP US N 2 2028-12-21 Floating 8.92000000 N N N N N N Illinois Municipal Electric Agency N/A 452024GT3 375000.00000000 PA USD 385346.36000000 0.065701156459 Long DBT MUN US N 2 2035-02-01 Fixed 6.83000000 N N N N N N EVERTEC GROUP LLC 54930056CPTQSUNQYB82 000000000 325000.00000000 PA USD 324187.50000000 0.055273633984 Long LON CORP PR N 2 2030-10-30 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CEN7 390000.00000000 PA USD 363553.13000000 0.061985433249 Long DBT UST US N 2 2027-04-30 Fixed 2.75000000 N N N N N N Quikrete Holdings, Inc. 5493007KIN86DIZWZT22 74839XAF6 626716.03000000 PA USD 624967.49000000 0.106556311684 Long LON CORP US N 2 2027-02-01 Variable 8.06000000 N N N N N N Aretec Group, Inc. 549300NV2T8A33L0PQ58 04009DAF1 299999.99000000 PA USD 290945.99000000 0.049605990855 Long LON CORP US N 2 2030-08-09 None 0.00000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABT1 290000.00000000 PA USD 231206.24000000 0.039420425169 Long DBT CORP US N 2 2031-02-15 Fixed 2.88000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 9250.00000000 NS USD 1372145.00000000 0.233949305581 Long EC CORP US N 1 N N N McDonald's Corp UE2136O97NLB5BYP9H04 580135101 4913.00000000 NS USD 1288041.21000000 0.219609696234 Long EC CORP US N 1 N N N TOPBUILD CORP 5493007YSKHOL4RWII46 89055FAB9 320000.00000000 PA USD 266343.18000000 0.045411237155 Long DBT CORP US N 2 2029-03-15 Fixed 3.63000000 N N N N N N NASDAQ INC 549300L8X1Q78ERXFD06 63111XAL5 40000.00000000 PA USD 35592.48000000 0.006068481086 Long DBT CORP US N 2 2063-06-28 Fixed 6.10000000 N N N N N N BAE Systems PLC 8SVCSVKSGDWMW2QHOH83 000000000 104344.00000000 NS 1403047.28000000 0.239218112411 Long EC CORP GB N 2 N N N Toledo Hospital/The 5493009DCR7NWV6K4T34 889184AD9 145000.00000000 PA USD 139000.08000000 0.023699370104 Long DBT CORP US N 2 2038-11-15 Fixed 5.75000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAW4 295000.00000000 PA USD 288166.20000000 0.049132039530 Long DBT CORP US N 2 2028-11-15 Fixed 6.35000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324P102 4211.00000000 NS USD 2255243.16000000 0.384516629947 Long EC CORP US N 1 N N N AKER BP ASA 549300NFTY73920OYK69 00973RAF0 1760000.00000000 PA USD 1504089.93000000 0.256445779896 Long DBT CORP NO N 2 2030-01-15 Fixed 3.75000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H9JG5 2000000.00000000 PA USD 1742107.80000000 0.297027580946 Long ABS-MBS USGSE US N 2 2032-10-25 Variable 3.80000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAJ9 1285000.00000000 PA USD 1167777.70000000 0.199104891967 Long DBT CORP US N 2 2025-12-15 None 0.00000000 N N N N Y Uber Technologies Inc USD XXXX N N N COLUMBIA PIPELINES OPCO N/A 19828TAE6 174000.00000000 PA USD 162441.44000000 0.027696097778 Long DBT CORP US N 2 2043-08-15 Fixed 6.50000000 N N N N N N Molson Coors Beverage Co 54930073LBBH6ZCBE225 60871R209 3758.00000000 NS USD 217099.66000000 0.037015267846 Long EC CORP US N 1 N N N Medline Borrower, LP 254900QT3R363TVK6F09 58503UAC7 561450.01000000 PA USD 557592.85000000 0.095069005137 Long LON CORP US N 2 2028-10-23 Variable 8.69000000 N N N N N N Ford Credit Auto Owner Trust/Ford Credit N/A 34535CAA4 905000.00000000 PA USD 883446.34000000 0.150626688696 Long ABS-O CORP US N 2 2036-02-15 Fixed 5.28000000 N N N N N N Fleetcor Technologies Operating Company, LLC 549300FKKKZCXLK48427 33903RAY5 626421.16000000 PA USD 624679.71000000 0.106507245491 Long LON CORP US N 2 2028-04-28 Variable 7.17000000 N N N N N N ACTIVISION BLIZZARD 549300TPQQDBP9GNOF40 00507VAN9 254000.00000000 PA USD 213893.70000000 0.036468654976 Long DBT CORP US N 2 2047-06-15 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133L8KJ3 79753.03000000 PA USD 68052.48000000 0.011602877566 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 2.00000000 N N N N N N Fannie Mae - CAS N/A 20753BAB8 1950000.00000000 PA USD 1976120.25000000 0.336926462023 Long ABS-MBS USGSE US N 2 2043-09-25 Floating 8.57000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAR2 245000.00000000 PA USD 225177.28000000 0.038392493715 Long DBT CORP US N 2 2027-12-15 Fixed 4.25000000 N N N N N N Power Finance Corp Ltd 3358003Q6D9LIJJZ1614 000000000 105375.00000000 NS 312067.27000000 0.053207147284 Long EC CORP IN N 2 N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200101 8842.00000000 NS USD 1278906.88000000 0.218052302402 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0K27 71635.76000000 PA USD 68065.79000000 0.011605146908 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.50000000 N N N N N N British American Tobacco PLC 213800FKA5MF17RJKT63 000000000 8068.00000000 NS 241010.55000000 0.041092049900 Long EC CORP GB N 2 N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BY5 330000.00000000 PA USD 325986.51000000 0.055580363331 Long DBT CORP GB N 2 2025-01-12 Fixed 0.99000000 N N N N N N MERITAGE HOMES CORP 52990044W9UMFJO2FB97 59001ABD3 480000.00000000 PA USD 403584.00000000 0.068810655246 Long DBT CORP US N 2 2029-04-15 Fixed 3.88000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911363AM1 155000.00000000 PA USD 127600.29000000 0.021755717681 Long DBT CORP US N 2 2031-02-15 Fixed 3.88000000 N N N N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 56585A102 485.00000000 NS USD 73356.25000000 0.012507164875 Long EC CORP US N 1 N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 000000000 456100.00000000 NS 3826289.99000000 0.652378492152 Long EC CORP JP N 2 N N N Neuberger Berman CLO Ltd 549300SM4FYZ8US63U33 64133RAQ9 1250000.00000000 PA USD 1182852.50000000 0.201675129800 Long ABS-CBDO CORP KY N 2 2035-10-20 Floating 8.68000000 N N N N N N PRA Health Sciences, Inc. 549300R1HR1VWWHIAK47 000000000 20260.02000000 PA USD 20264.68000000 0.003455107014 Long LON CORP US N 2 2028-07-03 Variable 7.90000000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332BG6 105000.00000000 PA USD 106142.86000000 0.018097248023 Long DBT CORP US N 2 2028-11-01 Fixed 6.25000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -22.00000000 NC USD 113027.83000000 0.019271128299 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra 10-Year U.S. Treasury Notes Futures UXYZ3 Comdty 2023-12-19 -2507246.58000000 USD 113027.83000000 N N N AT&T Inc 549300Z40J86GGSTL398 00206RCQ3 207000.00000000 PA USD 157249.38000000 0.026810856909 Long DBT CORP US N 2 2046-05-15 Fixed 4.75000000 N N N N N N DR Horton Inc 529900ZIUEYVSB8QDD25 23331A109 16663.00000000 NS USD 1739617.20000000 0.296602936218 Long EC CORP US N 1 N N N SM Prime Holdings Inc 254900SZK83MIAB8CU32 000000000 2690095.00000000 NS 1422327.28000000 0.242505332501 Long EC CORP PH N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83369J877 138384.00000000 NS USD 4814085.85000000 0.820796666254 N/A DE FR N 2 N/A N/A Call Purchased Baker Hughes Co. Baker Hughes Co. 1.00000000 1.00000000 USD 2023-12-20 XXXX -209294.86000000 N N N MH Sub I, LLC N/A 45567YAN5 677116.66000000 PA USD 646267.22000000 0.110187893654 Long LON CORP US N 2 2028-05-03 Variable 9.57000000 N N N N N N GS Mortgage-Backed Securities Trust N/A 36260RBA6 370885.87000000 PA USD 255202.23000000 0.043511716685 Long ABS-MBS CORP US N 2 2051-05-25 Variable 2.77000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TM0 2755600.00000000 PA USD 2348287.88000000 0.400380658627 Long DBT UST US N 2 2042-11-15 Fixed 4.00000000 N N N N N N ARIZONA PUBLIC SERVICE YG6VT0TPHRH4TFVAQV64 040555CU6 25000.00000000 PA USD 16215.71000000 0.002764761810 Long DBT CORP US N 2 2046-05-15 Fixed 3.75000000 N N N N N N SS&C Technologies Inc. 549300KY09TR3J12JU49 78466DBD5 206234.84000000 PA USD 206055.42000000 0.035132236330 Long LON CORP US N 2 2025-04-16 Variable 7.19000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EGK0 25050.60000000 PA USD 22418.00000000 0.003822245850 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N Babson CLO Ltd 5493000D71NBEM2WZE67 06760PAL5 1000000.00000000 PA USD 981674.00000000 0.167374403293 Long ABS-CBDO CORP KY N 2 2029-07-20 Floating 7.58000000 N N N N N N MANUF & TRADERS TRUST CO WWB2V0FCW3A0EE3ZJN75 55279HAW0 377000.00000000 PA USD 341790.08000000 0.058274855697 Long DBT CORP US N 2 2028-01-27 Fixed 4.70000000 N N N N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 23371DAJ3 580000.00000000 PA USD 557684.01000000 0.095084547823 Long DBT CORP US N 2 2024-08-01 Fixed 1.55000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83369J869 55444.00000000 NS USD 4917938.85000000 0.838503495512 N/A DE FR N 2 N/A N/A Call Purchased TJX Cos., Inc. TJX Cos., Inc. 1.00000000 1.00000000 USD 2023-12-20 XXXX -142584.73000000 N N N Singapore Airlines Ltd 549300ZG62N2599PWR15 000000000 58200.00000000 NS 259878.14000000 0.044308954511 Long EC CORP SG N 2 N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287Y109 5703.00000000 NS USD 805149.54000000 0.137277165148 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210QAS1 2806.03000000 PA USD 2838.53000000 0.000483966433 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAP6 395000.00000000 PA USD 369396.10000000 0.062981653600 Long DBT CORP US N 2 2033-06-30 Fixed 5.95000000 N N N N N N Traverse Midstream Partners LLC 549300DHTM8B2X5QMJ22 89435TAB0 400167.30000000 PA USD 398666.67000000 0.067972255559 Long LON CORP US N 2 2028-02-16 Variable 9.24000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CH6 825000.00000000 PA USD 770137.50000000 0.131307648482 Long DBT CORP US N 2 2026-04-15 Fixed 3.40000000 N N N N N N BX Trust N/A 05608RAE5 380000.00000000 PA USD 364826.64000000 0.062202565388 Long ABS-MBS CORP US N 2 2036-10-15 Floating 6.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EVE7 143220.74000000 PA USD 134287.92000000 0.022895951690 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 5.00000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBB8 769000.00000000 PA USD 680856.35000000 0.116085304602 Long DBT CORP US N 2 2029-03-15 Fixed 4.05000000 N N N N N N MajorDrive Holdings IV LLC 25490044R1FR5N8FIT62 56085UAB9 263925.00000000 PA USD 255788.19000000 0.043611622260 Long LON CORP US N 2 2028-06-01 Variable 9.65000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAU4 165000.00000000 PA USD 162928.76000000 0.027779185334 Long DBT CORP US N 2 2033-12-01 Fixed 6.55000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBG3 1125000.00000000 PA USD 1091578.16000000 0.186112949083 Long DBT CORP US N 2 2026-01-15 Fixed 4.75000000 N N N N N N Japan Post Insurance Co Ltd 54930042SK2Z708BA841 000000000 6300.00000000 NS 121313.26000000 0.020683785558 Long EC CORP JP N 2 N N N Disco Corp N/A 000000000 2300.00000000 NS 406177.72000000 0.069252881828 Long EC CORP JP N 2 N N N Aligned Data Centers Issuers LLC N/A 01627AAC2 500000.00000000 PA USD 484487.80000000 0.082604669603 Long ABS-O CORP US N 2 2047-10-15 Fixed 6.35000000 N N N N N N ALCON FINANCE CORP 549300CUZUI9VU7XNK42 01400EAB9 805000.00000000 PA USD 683872.85000000 0.116599614737 Long DBT CORP US N 2 2029-09-23 Fixed 3.00000000 N N N N N N Sound Point CLO LTD N/A 83614XAS0 2340000.00000000 PA USD 2267202.60000000 0.386555702118 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 7.33000000 N N N N N N Freddie Mac - STACR 5493007ZK0X40BI7UF30 35565KBD9 1345000.00000000 PA USD 1351706.98000000 0.230464644276 Long ABS-MBS USGSE US N 2 2050-02-25 Floating 7.94000000 N N N N N N BENCHMARK Mortgage Trust N/A 08160KAK0 325000.00000000 PA USD 204254.96000000 0.034825259760 Long ABS-MBS CORP US N 2 2072-12-15 Variable 3.72000000 N N N N N N First Brands Group, LLC N/A 31935HAD9 220354.32000000 PA USD 216956.46000000 0.036990852394 Long LON CORP US N 2 2027-03-30 Variable 10.88000000 N N N N N N Fibra Uno Administracion SA de CV N/A 000000000 28750.00000000 NS 43709.44000000 0.007452414384 Long EC MX N 1 N N N United States Treasury 254900HROIFWPRGM1V77 91282CET4 1350000.00000000 PA USD 1250753.91000000 0.213252250088 Long DBT UST US N 2 2027-05-31 Fixed 2.63000000 N N N N N N Evergreen Marine Corp Taiwan Ltd 254900EIJA0A39C5SO15 000000000 20430.00000000 NS 67986.49000000 0.011591626340 Long EC CORP TW N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQLJ3 9557.17000000 PA USD 8488.48000000 0.001447277074 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.00000000 N N N N N N Hudson Yards N/A 44421GAJ2 1240000.00000000 PA USD 943623.26000000 0.160886791416 Long ABS-MBS CORP US N 2 2039-07-10 Variable 3.44000000 N N N N N N CLECO CORPORATE HOLDINGS 5493002H80P81B3HXL31 18551PAE9 275000.00000000 PA USD 227314.73000000 0.038756926732 Long DBT CORP US N 2 2029-09-15 Fixed 3.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAJ0 780000.00000000 PA USD 714126.57000000 0.121757842756 Long DBT UST US N 2 2025-08-31 Fixed 0.25000000 N N N N N N E.W. Scripps Company (The) 549300U1OW41QPKYW028 26928BAL3 484848.47000000 PA USD 474458.17000000 0.080894628045 Long LON CORP US N 2 2026-05-01 Variable 8.00000000 N N N N N N Peraton Corp. 549300EQPCK07ZW63836 71360HAB3 334020.74000000 PA USD 327340.33000000 0.055811188243 Long LON CORP US N 2 2028-02-01 Variable 9.17000000 N N N N N N UNITED AIR 2018-1 B PTT N/A 90932NAA1 37618.59000000 PA USD 35265.98000000 0.006012813173 Long DBT CORP US N 2 2026-03-01 Fixed 4.60000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225BEK0 315.84000000 PA USD 318.27000000 0.000054264706 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680AS2 1175000.00000000 PA USD 1092694.29000000 0.186303248095 Long DBT CORP US N 2 2027-07-13 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TQ1 3243300.00000000 PA USD 2711196.09000000 0.462256133682 Long DBT UST US N 2 2043-02-15 Fixed 3.88000000 N N N N N N Navient Student Loan Trust N/A 638961AA0 397820.77000000 PA USD 387633.42000000 0.066091097828 Long ABS-O CORP US N 2 2071-10-15 Fixed 5.51000000 N N N N N N Uber Technologies Inc 549300B2FTG34FILDR98 90353T100 3434.00000000 NS USD 148623.52000000 0.025340156686 Long EC CORP US N 1 N N N Carlyle Global Market Strategies N/A 14311DBU9 995000.00000000 PA USD 920188.94000000 0.156891264055 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 8.63000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAA9 1250000.00000000 PA USD 1098096.31000000 0.187224286927 Long DBT CORP US N 2 2027-11-01 Fixed 3.50000000 N N N N N N JUNIPER NETWORKS INC AUHIXNGG7U2U7JEHM527 48203RAN4 750000.00000000 PA USD 677264.59000000 0.115472913231 Long DBT CORP US N 2 2025-12-10 Fixed 1.20000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAG8 1100000.00000000 PA USD 1044923.33000000 0.178158348745 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLKH0 34779.45000000 PA USD 29746.23000000 0.005071701498 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 2.00000000 N N N N N N Hotwire Funding LLC 254900ZCO90MCT7Y9348 44148HAA1 480000.00000000 PA USD 457769.42000000 0.078049213403 Long ABS-O CORP US N 2 2053-05-20 Fixed 5.69000000 N N N N N N Towd Point Mortgage Trust N/A 89173UAA5 91547.87000000 PA USD 86249.41000000 0.014705435341 Long ABS-MBS CORP US N 2 2057-06-25 Variable 2.75000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162VAF5 14071634.99000000 PA USD 642557.29000000 0.109555354420 Long ABS-MBS CORP US N 2 2062-03-15 Variable 1.19000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFG1 2750000.00000000 PA USD 2699511.71000000 0.460263958957 Long DBT UST US N 2 2024-08-31 Fixed 3.25000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DR7 720000.00000000 PA USD 738818.30000000 0.125967757223 Long DBT CORP GB N 2 2028-11-03 Fixed 7.39000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAZ4 805000.00000000 PA USD 733273.86000000 0.125022435929 Long DBT CORP DK N 2 2026-09-11 Fixed 1.62000000 N N N N N N Ollie's Bargain Outlet Holdings Inc 529900YO5DSQCPEFDZ05 681116109 1623.00000000 NS USD 125360.52000000 0.021373839208 Long EC CORP US N 1 N N N Teladoc Health Inc 549300I2PVFBC9MFAC61 87918A105 7000.00000000 NS USD 115780.00000000 0.019740370442 Long EC CORP US N 1 N N N Yancoal Australia Ltd 3003003IC6G39HKQAD13 000000000 65300.00000000 NS 200518.67000000 0.034188226173 Long EC CORP AU N 2 N N N Apidos CLO Ltd 5493001VH1Y9SEPJKZ47 03768WAU9 520000.00000000 PA USD 508108.12000000 0.086631909772 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 7.73000000 N N N N N N COREBRIDGE GLOB FUNDING 54930057MDZ7KOVOTV71 00138CAV0 70000.00000000 PA USD 69180.34000000 0.011795176532 Long DBT CORP US N 2 2028-09-19 Fixed 5.90000000 N N N N N N Stack Infrastructure Issuer LLC N/A 85236KAE2 625000.00000000 PA USD 552756.25000000 0.094244369832 Long ABS-O CORP US N 2 2046-03-26 Fixed 1.88000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJP6 750000.00000000 PA USD 755559.04000000 0.128822036106 Long DBT CORP US N 2 2027-10-26 Fixed 6.79000000 N N N N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 36321PAD2 424720.00000000 PA USD 343837.15000000 0.058623879018 Long DBT CORP JE N 2 2034-03-31 Fixed 2.16000000 N N N N N N NIKE Inc 787RXPR0UX0O0XUXPZ81 654106103 9712.00000000 NS USD 998102.24000000 0.170175401249 Long EC CORP US N 1 N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FWG95 2957889.05000000 PA USD 198011.45000000 0.033760747752 Long ABS-MBS USGSE US N 2 2030-06-25 Variable 1.33000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XH4D6 60066.19000000 PA USD 55467.59000000 0.009457166817 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.00000000 N N N N N N Oryx Midstream Services Permian Basin LLC 254900YYHRDANYFAHC43 68764JAD3 262699.25000000 PA USD 262116.06000000 0.044690517561 Long LON CORP US N 2 2028-10-05 Variable 8.69000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -35126.53000000 -0.00598903709 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 5385000.00000000 GBP 6511285.14000000 USD 2023-11-30 -35126.53000000 N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AU2 1050000.00000000 PA USD 809544.07000000 0.138026427975 Long DBT CORP CH N 2 2032-05-14 Fixed 3.09000000 N N N N N N Kubota Credit Owner Trust N/A 500945AC4 295000.00000000 PA USD 290812.59000000 0.049583246293 Long ABS-O CORP US N 2 2028-01-18 Fixed 5.28000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AL7 260000.00000000 PA USD 226791.55000000 0.038667725083 Long DBT CORP US N 2 2029-11-01 Fixed 4.25000000 N N N N N N CAMB Commercial Mortgage Trust N/A 12482HAL8 1190000.00000000 PA USD 1173980.34000000 0.200162435682 Long ABS-MBS CORP US N 2 2037-12-15 Floating 7.13000000 N N N N N N H&R Block Inc 549300CE3KUCWLZBG404 093671105 3563.00000000 NS USD 146261.15000000 0.024937375041 Long EC CORP US N 1 N N N ARIZONA PUBLIC SERVICE YG6VT0TPHRH4TFVAQV64 040555DB7 45000.00000000 PA USD 26619.42000000 0.004538583621 Long DBT CORP US N 2 2050-05-15 Fixed 3.35000000 N N N N N N Vedanta Ltd 335800XDKX9KB5EMCO07 000000000 23800.00000000 NS 61935.38000000 0.010559918333 Long EC CORP IN N 2 N N N HubSpot Inc 529900BLNVEW0MVKJB37 443573100 511.00000000 NS USD 216546.47000000 0.036920949522 Long EC CORP US N 1 N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 89364MBZ6 739107.04000000 PA USD 737939.25000000 0.125817880106 Long LON CORP US N 2 2028-08-24 Variable 8.64000000 N N N N N N CNA Financial Corp 549300YX2GSZD7YG1R84 126117100 3527.00000000 NS USD 142490.80000000 0.024294534259 Long EC CORP US N 1 N N N SPRINT SPECTRUM / SPEC I N/A 85208NAD2 313125.00000000 PA USD 309572.62000000 0.052781812035 Long DBT CORP US N 2 2025-03-20 Fixed 4.74000000 N N N N N N CSAIL Commercial Mortgage Trust N/A 12595XAV5 17743896.45000000 PA USD 384031.15000000 0.065476914512 Long ABS-MBS CORP US N 2 2051-08-15 Variable 0.53000000 N N N N N N Bank N/A 06540YAN9 8619951.47000000 PA USD 761247.74000000 0.129791953582 Long ABS-MBS CORP US N 2 2063-03-15 Variable 1.76000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599BS2 230000.00000000 PA USD 222333.73000000 0.037907671376 Long DBT CORP US N 2 2028-02-01 Fixed 5.70000000 N N N N N N Bank Leumi Le-Israel BM 7JDSZWRGUQY2DSTWCR57 000000000 9050.00000000 NS 58290.29000000 0.009938434252 Long EC CORP IL N 2 N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DQ0 180000.00000000 PA USD 173046.95000000 0.029504326281 Long DBT CORP US N 2 2030-03-02 Fixed 5.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CDN8 400000.00000000 PA USD 381000.00000000 0.064960106567 Long DBT UST US N 2 2024-12-15 Fixed 1.00000000 N N N N N N Chubb Ltd E0JAN6VLUDI1HITHT809 000000000 5891.00000000 NS USD 1264326.42000000 0.215566349028 Long EC CORP CH N 1 N N N United States Treasury 254900HROIFWPRGM1V77 91282CGT2 1089200.00000000 PA USD 1036952.44000000 0.176799320231 Long DBT UST US N 2 2028-03-31 Fixed 3.63000000 N N N N N N SCE RECOVERY FUNDING LLC N/A 78433LAA4 122712.36000000 PA USD 101144.25000000 0.017244990180 Long DBT CORP US N 2 2031-11-15 Fixed 0.86000000 N N N N N N Towd Point Mortgage Trust N/A 89173HAA4 1705.17000000 PA USD 1695.78000000 0.000289128738 Long ABS-MBS CORP US N 2 2057-04-25 Variable 2.75000000 N N N N N N Samsung Electronics Co Ltd 9884007ER46L6N7EI764 000000000 52176.00000000 NS 2597054.04000000 0.442795032023 Long EC CORP KR N 2 N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AYP31 22233.11000000 PA USD 22064.19000000 0.003761921610 Long ABS-MBS USGSE US N 2 2024-10-25 Floating 5.83000000 N N N N N N Apidos CLO Ltd 549300DDYHDQJDDDWB27 03768MAN7 270000.00000000 PA USD 260994.69000000 0.044499325134 Long ABS-CBDO CORP KY N 2 2034-10-24 Floating 7.56000000 N N N N N N PNC Financial Services Group Inc/The CFGNEKW0P8842LEUIA51 693475105 3927.00000000 NS USD 449523.69000000 0.076643324953 Long EC CORP US N 1 N N N Unum Group 549300E32YFDO6TZ8R31 91529YAJ5 675000.00000000 PA USD 562233.19000000 0.095860178316 Long DBT CORP US N 2 2042-08-15 Fixed 5.75000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 38328.78000000 0.006535017410 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 3010000.00000000 CHF 3358469.79000000 USD 2023-11-30 38328.78000000 N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBE4 120000.00000000 PA USD 105144.39000000 0.017927009919 Long DBT CORP US N 2 2029-06-15 Fixed 3.40000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202CMP5 27.81000000 PA USD 27.64000000 0.000004712591 Long ABS-MBS USGA US N 2 2026-02-20 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWGY3 294870.88000000 PA USD 272120.34000000 0.046396236970 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N Hostess Brands, LLC 549300SW7FLS4O41LD19 44108HAN1 695618.30000000 PA USD 694748.78000000 0.118453949571 Long LON CORP US N 2 2030-06-28 Variable 7.89000000 N N N N N N Madison Park Funding Ltd N/A 55818KAU5 1500000.00000000 PA USD 1472260.50000000 0.251018894949 Long ABS-CBDO CORP KY N 2 2029-07-23 Floating 8.92000000 N N N N N N Novatek Microelectronics Corp N/A 000000000 35050.00000000 NS 493611.54000000 0.084160257851 Long EC CORP TW N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJN58 29490.78000000 PA USD 27223.85000000 0.004641638312 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VBB5 465189.30000000 PA USD 443157.93000000 0.075557969446 Long LON CORP US N 2 2028-08-19 Variable 9.42000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAT5 180000.00000000 PA USD 175808.60000000 0.029975184754 Long DBT CORP US N 2 2028-03-01 Fixed 5.45000000 N N N N N N Battalion CLO LTD 5493003R1TSL3IKE4V49 07134KAJ8 750000.00000000 PA USD 679047.75000000 0.115776940169 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 9.03000000 N N N N N N Fannie Mae - CAS N/A 20754EAA3 532644.40000000 PA USD 532638.06000000 0.090814239211 Long ABS-MBS USGSE US N 2 2043-07-25 Floating 7.02000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KJR0 6789.14000000 PA USD 6918.08000000 0.001179525496 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 7.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCZ2 980000.00000000 PA USD 874917.97000000 0.149172610418 Long DBT UST US N 2 2026-09-30 Fixed 0.88000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWGG2 0.00000000 PA USD 0.00000000 0.000000 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.00000000 N N N N N N Atlas Senior Loan Fund LTD N/A 04942JAE1 650000.00000000 PA USD 636770.55000000 0.108568721226 Long ABS-CBDO CORP KY N 2 2031-01-15 Floating 7.16000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DJ1 495000.00000000 PA USD 460260.90000000 0.078474008170 Long DBT CORP US N 2 2040-03-15 Fixed 6.20000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030N101 851.00000000 NS USD 35137.79000000 0.005990956910 Long EC CORP US N 1 N N N UBS AG LONDON BFM8T61CT2L1QCEMIK50 902674ZW3 465000.00000000 PA USD 455306.28000000 0.077629250576 Long DBT CORP CH N 2 2028-09-11 Fixed 5.65000000 N N N N N N Elanco Animal Health Incorporated 549300SHPNDCE059M934 28414BAF3 414131.11000000 PA USD 404142.27000000 0.068905839705 Long LON CORP US N 2 2027-08-01 Variable 7.16000000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017BB9 675000.00000000 PA USD 665087.24000000 0.113396687630 Long DBT CORP US N 2 2024-02-15 Fixed 0.97000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210MTN1 9140.50000000 PA USD 9145.33000000 0.001559269321 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Amdocs Ltd 549300HQV672RJ7RQV66 000000000 8072.00000000 NS USD 647051.52000000 0.110321615995 Long EC CORP GG N 1 N N N M&T BANK CORPORATION 549300WYXDDBYRASEG81 55261FAS3 360000.00000000 PA USD 361194.86000000 0.061583350649 Long DBT CORP US N 2 2029-10-30 Fixed 7.41000000 N N N N N N DOMINION ENERGY SOUTH 3QRVFYR22IUIEOORTK28 837004CG3 105000.00000000 PA USD 83448.13000000 0.014227819993 Long DBT CORP US N 2 2043-06-15 Fixed 4.60000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36212GFR8 531.01000000 PA USD 534.29000000 0.000091095893 Long ABS-MBS USGA US N 2 2030-08-15 Fixed 8.00000000 N N N N N N LCM Ltd Partnership N/A 52111PAM3 750000.00000000 PA USD 656763.00000000 0.111977413306 Long ABS-CBDO CORP KY N 2 2029-10-20 Floating 8.98000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFU0 1040000.00000000 PA USD 1012131.24000000 0.172567331262 Long DBT UST US N 2 2027-10-31 Fixed 4.13000000 N N N N N N Fannie Mae - CAS N/A 20754RAB2 50000.00000000 PA USD 49536.79000000 0.008445971541 Long ABS-MBS USGSE US N 2 2041-10-25 Floating 6.87000000 N N N N N N DWS Group GmbH & Co KGaA 529900VM3464806ERS69 000000000 1998.00000000 NS 58649.37000000 0.009999657021 Long EC CORP DE N 2 N N N Aramark Services, Inc. 42YMHYH0XMHJEXDUB065 03852JAR2 177175.00000000 PA USD 176289.13000000 0.030057114623 Long LON CORP US N 2 2027-01-15 Variable 7.19000000 N N N N N N TD SYNNEX Corp 5493004HI6PFLF46NS53 87162W100 579.00000000 NS USD 53082.72000000 0.009050548945 Long EC CORP US N 1 N N N PENSKE TRUCK LEASING/PTL N/A 709599BT0 230000.00000000 PA USD 221107.13000000 0.037698537343 Long DBT CORP US N 2 2028-05-01 Fixed 5.55000000 N N N N N N JP Morgan Mortgage Trust N/A 46653LCA2 1015460.81000000 PA USD 779516.56000000 0.132906768527 Long ABS-MBS CORP US N 2 2050-11-25 Variable 4.02000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210BD93 1449.48000000 PA USD 1466.59000000 0.000250052080 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Petroleo Brasileiro SA 5493000J801JZRCMFE49 000000000 10100.00000000 NS 69593.69000000 0.011865652280 Long EP CORP BR N 1 N N N USS Co Ltd 5299000RRQD6UZXG4W72 000000000 9000.00000000 NS 157310.07000000 0.026821204491 Long EC CORP JP N 2 N N N UGI Energy Services, LLC 5493001O7RUKEUP5XR11 90276DAC3 799731.68000000 PA USD 797604.39000000 0.135990724864 Long LON CORP US N 2 2030-02-22 Variable 8.67000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599AZ7 745000.00000000 PA USD 721294.51000000 0.122979969124 Long DBT CORP US N 2 2025-03-10 Fixed 3.95000000 N N N N N N Bain Capital Credit CLO, Limited N/A 05684CAU9 970000.00000000 PA USD 902801.31000000 0.153926691095 Long ABS-CBDO CORP KY N 2 2034-10-23 Floating 8.92000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KJQ2 4997.78000000 PA USD 5100.89000000 0.000869696477 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 7.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CEH0 130000.00000000 PA USD 125246.88000000 0.021354463706 Long DBT UST US N 2 2025-04-15 Fixed 2.63000000 N N N N N N Ford Credit Auto Owner Trust/Ford Credit N/A 345340AC7 100000.00000000 PA USD 89031.98000000 0.015179860652 Long ABS-O CORP US N 2 2033-10-17 Fixed 1.91000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBL4 695000.00000000 PA USD 530879.27000000 0.090514367333 Long DBT CORP US N 2 2034-04-15 Fixed 3.47000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172DA4 770000.00000000 PA USD 726431.52000000 0.123855824024 Long DBT CORP US N 2 2030-02-15 Fixed 5.13000000 N N N N N N Horizon Aircraft Finance III Limited N/A 44040JAA6 220821.47000000 PA USD 173627.95000000 0.029603386181 Long ABS-O CORP KY N 2 2039-11-15 Fixed 3.43000000 N N N N N N First Student Bidco Inc 2549006DRO2F06AA1391 33718FAB6 105147.06000000 PA USD 101762.38000000 0.017350380707 Long LON CORP US N 2 2028-07-21 Floating 8.65000000 N N N N N N Medtronic PLC 549300GX3ZBSQWUXY261 000000000 9150.00000000 NS USD 645624.00000000 0.110078225309 Long EC CORP IE N 1 N N N Bumrungrad Hospital PCL N/A 000000000 7500.00000000 NS 54253.32000000 0.009250135036 Long EC CORP TH N 1 N N N GLP CAPITAL LP / FIN II N/A 361841AP4 750000.00000000 PA USD 626267.03000000 0.106777881912 Long DBT US N 2 2030-01-15 Fixed 4.00000000 N N N N N N Carlyle Global Market Strategies N/A 14316PAA2 1500000.00000000 PA USD 1343665.50000000 0.229093580240 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 11.93000000 N N N N N N Evraz PLC 5493005B7DAN39RXLK23 000000000 384841.00000000 NS 0.00000000 0.000000 Long EC CORP GB N 3 N N N Simplo Technology Co Ltd N/A 000000000 8350.00000000 NS 86027.27000000 0.014667560700 Long EC CORP TW N 2 N N N Zacapa S.A.R.L 213800VIVQIJLORBU468 000000000 163570.81000000 PA USD 160947.13000000 0.027441319466 Long LON CORP LU N 2 2029-03-22 Floating 9.39000000 N N N N N N Reckitt Benckiser Group PLC 5493003JFSMOJG48V108 000000000 18680.00000000 NS 1249821.33000000 0.213093246161 Long EC CORP GB N 2 N N N Wayfair Inc 54930027N9ZAVYFDHK53 94419L101 2712.00000000 NS USD 115558.32000000 0.019702574230 Long EC CORP US N 1 N N N Dallas Fort Worth International Airport N/A 23503CAP2 15000.00000000 PA USD 11277.42000000 0.001922788464 Long DBT MUN US N 2 2051-11-01 Fixed 4.09000000 N N N N N N Coterra Energy Inc FCNMH6O7VWU7LHXMK351 127097103 2129.00000000 NS USD 58547.50000000 0.009982288292 Long EC CORP US N 1 N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448108 5270.00000000 NS USD 860485.60000000 0.146711906236 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209AUQ1 2219.45000000 PA USD 2240.93000000 0.000382076250 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N ARIZONA PUBLIC SERVICE YG6VT0TPHRH4TFVAQV64 040555CT9 245000.00000000 PA USD 176206.32000000 0.030042995604 Long DBT CORP US N 2 2045-11-15 Fixed 4.35000000 N N N N N N Tsingtao Brewery Co Ltd 300300OJ7D0Q1ESE8L15 000000000 178315.00000000 NS 1352256.56000000 0.230558347099 Long EC CORP CN N 2 N N N Texas Instruments Inc WDJNR2L6D8RWOEB8T652 882508104 5901.00000000 NS USD 838001.01000000 0.142878306859 Long EC CORP US N 1 N N N Avantor Funding, Inc. 5493003VM0XB4U8YD238 05350NAL8 261131.35000000 PA USD 260841.49000000 0.044473204692 Long LON CORP US N 2 2027-11-08 Variable 7.67000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CDK4 325000.00000000 PA USD 291535.16000000 0.049706443731 Long DBT UST US N 2 2026-11-30 Fixed 1.25000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KK2 110000.00000000 PA USD 97981.90000000 0.016705812770 Long DBT CORP US N 2 2053-04-01 Fixed 6.70000000 N N N N N N Tokyo Electron Ltd 549300H5LSF8DP3RIJ34 000000000 11500.00000000 NS 1519583.01000000 0.259087334037 Long EC CORP JP N 2 N N N Neuberger Berman CLO Ltd 549300UHUHCR3388B324 64131TAS3 700000.00000000 PA USD 686599.20000000 0.117064454596 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 7.56000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17291NAE1 235000.00000000 PA USD 220562.82000000 0.037605733050 Long ABS-MBS CORP US N 2 2040-10-12 Variable 5.85000000 N N N N N N Home Partners of America Trust N/A 43732VAA4 341740.81000000 PA USD 303612.45000000 0.051765609205 Long ABS-O CORP US N 2 2026-12-17 Fixed 2.30000000 N N N N N N GS Mortgage Securities Trust N/A 36260JAF4 5595314.88000000 PA USD 217488.77000000 0.037081610699 Long ABS-MBS CORP US N 2 2052-05-10 Variable 1.11000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202C2H5 2446.11000000 PA USD 2463.01000000 0.000419940661 Long ABS-MBS USGA US N 2 2028-04-20 Fixed 6.00000000 N N N N N N ARIZONA PUBLIC SERVICE YG6VT0TPHRH4TFVAQV64 040555CY8 55000.00000000 PA USD 37988.36000000 0.006476976152 Long DBT CORP US N 2 2049-03-01 Fixed 4.25000000 N N N N N N Navicure, Inc. 549300BIRBTAWWHCSZ09 63939WAG8 397852.55000000 PA USD 397729.22000000 0.067812421302 Long LON CORP US N 2 2026-10-22 Variable 9.44000000 N N N N N N NOVA CHEMICALS CORP 549300ZOD6N7RI2FJP09 66977WAS8 785000.00000000 PA USD 580423.58000000 0.098961621027 Long DBT CORP CA N 2 2029-05-15 Fixed 4.25000000 N N N N N PENNSYLVANIA ELECTRIC CO O1PLQWO3TX952VMBJ146 708696CA5 15000.00000000 PA USD 14667.69000000 0.002500825998 Long DBT CORP US N 2 2026-03-30 Fixed 5.15000000 N N N N N N Lumen Technologies Inc 8M3THTGWLTYZVE6BBY25 550241103 74330.00000000 NS USD 108521.80000000 0.018502854837 Long EC CORP US N 1 N N N Exelon Corp 3SOUA6IRML7435B56G12 30161NAS0 575000.00000000 PA USD 469367.39000000 0.080026655312 Long DBT CORP US N 2 2045-06-15 Fixed 5.10000000 N N N N N N CREDIT SUISSE NEW YORK 549300D0YARF5HYP1809 22550L2M2 627000.00000000 PA USD 651380.31000000 0.111059670220 Long DBT CORP CH N 2 2028-02-15 Fixed 7.50000000 N N N N N N Voya CLO Ltd N/A 92917CAL6 990000.00000000 PA USD 949365.45000000 0.161865828881 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 7.56000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMDB9 24144.42000000 PA USD 21443.31000000 0.003656062211 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.00000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAK6 840000.00000000 PA USD 740850.01000000 0.126314161680 Long DBT CORP US N 2 2029-08-15 Fixed 4.50000000 N N N N N N AVIENT CORP SM8L9RZYIB34LNTWO040 05368VAA4 95000.00000000 PA USD 91283.36000000 0.015563718618 Long DBT CORP US N 2 2030-08-01 Fixed 7.13000000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAA1 235000.00000000 PA USD 195571.91000000 0.033344808701 Long DBT CORP US N 2 2029-08-15 Fixed 3.88000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AV0 740000.00000000 PA USD 691102.00000000 0.117832177347 Long DBT CORP CH N 2 2034-01-12 Fixed 5.96000000 N N N N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826C839 6535.00000000 NS USD 1536378.50000000 0.261950947739 Long EC CORP US N 1 N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAH6 440000.00000000 PA USD 385464.61000000 0.065721317962 Long DBT US N 2 2029-05-15 Fixed 4.13000000 N N N N N N McAfee, LLC 2549009UKR8UEZYVCR93 57906HAD9 527879.40000000 PA USD 503797.54000000 0.085896960333 Long LON CORP US N 2 2029-03-01 Variable 9.16000000 N N N N N N GRAPHIC PACKAGING INTERN SO75N4VY5NXGQSK8YQ65 38869AAC1 340000.00000000 PA USD 282355.28000000 0.048141283671 Long DBT CORP US N 2 2029-03-01 Fixed 3.50000000 N N N N N N Roche Holding AG 549300U41AUUVOAAOB37 000000000 2903.00000000 NS 748130.86000000 0.127555539087 Long EC CORP CH N 2 N N N Zoetis Inc 549300HD9Q1LOC9KLJ48 98978V103 3445.00000000 NS USD 540865.00000000 0.092216923986 Long EC CORP US N 1 N N N Telefonica Deutschland Holding AG 391200ECRPJ3SWQJUM30 000000000 319775.00000000 NS 543641.53000000 0.092690319484 Long EC CORP DE N 2 N N N Dell Equipment Finance Trust N/A 24702HAE3 1257000.00000000 PA USD 1247218.78000000 0.212649514074 Long ABS-O CORP US N 2 2028-09-22 Fixed 5.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJED1 19039.38000000 PA USD 16906.28000000 0.002882503282 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.00000000 N N N N N N BACARDI LTD / MARTINI BV N/A 05635JAC4 465000.00000000 PA USD 412942.32000000 0.070406239143 Long DBT CORP XX N 2 2043-06-15 Fixed 5.90000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208YF38 2060.35000000 PA USD 2076.52000000 0.000354044515 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Hyundai Auto Lease Securitization Trust N/A 44933VAD3 705000.00000000 PA USD 698049.97000000 0.119016799057 Long ABS-O CORP US N 2 2026-01-15 Fixed 5.05000000 N N N N N N Gainwell Acquisition Corp. N/A 59909TAC8 413739.01000000 PA USD 394777.35000000 0.067309130515 Long LON CORP US N 2 2027-10-01 Variable 9.49000000 N N N N N N Medallion Midland Acquisition, LLC 549300QCYU94ZA2ELG48 58404BAD7 795638.84000000 PA USD 795638.84000000 0.135655600619 Long LON CORP US N 2 2028-10-18 Variable 9.40000000 N N N N N N Elevance Health Inc 8MYN82XMYQH89CTMTH67 036752103 643.00000000 NS USD 289407.87000000 0.049343742983 Long EC CORP US N 1 N N N Lennar Corp 529900G61XVRLX5TJX09 526057104 15560.00000000 NS USD 1659940.80000000 0.283018192295 Long EC CORP US N 1 N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 03523TBV9 575000.00000000 PA USD 524777.76000000 0.089474066178 Long DBT CORP US N 2 2049-01-23 Fixed 5.55000000 N N N N N N Ushio Inc N/A 000000000 39985.00000000 NS 487634.04000000 0.083141100274 Long EC CORP JP N 2 N N N Enterprise Fleet Financing LLC N/A 29374LAB6 455000.00000000 PA USD 454599.05000000 0.077508668592 Long ABS-O CORP US N 2 2030-03-20 Fixed 6.40000000 N N N N N N Gree Electric Appliances Inc of Zhuhai 655600UY069MU9JRAN62 000000000 22100.00000000 NS 102501.49000000 0.017476398198 Long EC CORP CN N 2 N N N BENTLEY SYSTEMS 549300WVEHPGE0Z56F71 08265TAD1 2400000.00000000 PA USD 2036400.00000000 0.347204097151 Long DBT CORP US N 2 2027-07-01 Fixed 0.38000000 N N N N Y Bentley Systems Inc USD XXXX N N Cayuga Park CLO, Ltd. 549300SVH2QJEV4A2G21 149791BB0 1255000.00000000 PA USD 1195851.85000000 0.203891505552 Long ABS-CBDO CORP KY N 2 2034-07-17 Floating 8.76000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KJS8 2835.90000000 PA USD 2866.70000000 0.000488769389 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 7.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFX4 1200000.00000000 PA USD 1188140.63000000 0.202576750505 Long DBT UST US N 2 2024-11-30 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EHK9 113214.76000000 PA USD 101318.37000000 0.017274677460 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N Jazz Financing Lux S.a.r.l. 635400WUEO2NSG5OIU34 000000000 308254.03000000 PA USD 308081.41000000 0.052527562270 Long LON CORP LU N 2 2028-05-05 Variable 8.94000000 N N N N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718109 7925.00000000 NS USD 1188987.75000000 0.202721183590 Long EC CORP US N 1 N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DF3 987000.00000000 PA USD 888015.01000000 0.151405642213 Long DBT CORP US N 2 2034-05-01 Fixed 5.04000000 N N N N N N TotalEnergies SE 529900S21EQ1BO4ESM68 000000000 8464.00000000 NS 565881.82000000 0.096482265963 Long EC CORP FR N 2 N N N Asurion LLC 549300KNQVXGIOXWK278 04649VAZ3 145000.00000000 PA USD 125580.15000000 0.021411285897 Long LON CORP US N 2 2028-01-31 Variable 10.69000000 N N N N N N Whetstone Park CLO Ltd 549300M54M5QSBMB3780 96329YAJ6 1205000.00000000 PA USD 1130268.31000000 0.192709579705 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 8.58000000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAK5 517000.00000000 PA USD 376641.25000000 0.064216944193 Long DBT CORP US N 2 2042-04-05 Fixed 4.35000000 N N N N N N Great Canadian Gaming Corporation 549300FU60SSFLTE0M84 000000000 108625.00000000 PA USD 108508.77000000 0.018500633235 Long LON CORP CA N 2 2026-11-01 Variable 9.66000000 N N N N N N Novo Nordisk A/S 549300DAQ1CVT6CXN342 000000000 7600.00000000 NS 733219.17000000 0.125013111340 Long EC CORP DK N 2 N N N Toll Brothers Inc 529900JB6IS9MSZGVR44 889478103 26348.00000000 NS USD 1863067.08000000 0.317651013280 Long EC CORP US N 1 N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDB2 600000.00000000 PA USD 494346.43000000 0.084285555837 Long DBT CORP US N 2 2045-03-15 Fixed 4.75000000 N N N N N N Ballyrock Ltd N/A 05876AAA5 505000.00000000 PA USD 477000.28000000 0.081328055175 Long ABS-CBDO CORP JE N 2 2035-04-20 Floating 12.53000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210AAN7 52570.53000000 PA USD 53139.13000000 0.009060166791 Long ABS-MBS USGA US N 2 2031-02-15 Fixed 8.00000000 N N N N N N H & M Hennes & Mauritz AB 529900O5RR7R39FRDM42 000000000 38500.00000000 NS 517234.64000000 0.088187972007 Long EC CORP SE N 2 N N N Organon & Co 549300AMCKY57OK2CO56 68621XAE3 343237.50000000 PA USD 342121.98000000 0.058331444304 Long LON CORP US N 2 2028-06-02 Variable 8.45000000 N N N N N N Polaris Newco LLC 254900LEPDAG7EDOA064 73108RAB4 421400.00000000 PA USD 397169.50000000 0.067716989620 Long LON CORP US N 2 2028-06-02 Variable 9.44000000 N N N N N N Bank N/A 065402BD0 12048097.66000000 PA USD 452784.38000000 0.077199269231 Long ABS-MBS CORP US N 2 2062-05-15 Variable 0.89000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCE3 585000.00000000 PA USD 469816.44000000 0.080103217873 Long DBT CORP US N 2 2031-03-25 Fixed 2.88000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JM0 398875.00000000 PA USD 345692.63000000 0.058940236442 Long DBT CORP US N 2 2030-07-01 Fixed 4.55000000 N N N N N N China Longyuan Power Group Corp Ltd 5299008UYLF3O6V9T464 000000000 1334000.00000000 NS 1129267.97000000 0.192539022768 Long EC CORP CN N 2 N N N COMMONWEALTH BANK AUST MSFSBD3QN1GSN7Q6C537 20271AAL1 640000.00000000 PA USD 627958.00000000 0.107066190551 Long DBT CORP AU N 2 2028-09-14 Fixed 5.07000000 N N N N N N Madison Park Funding Ltd 549300FFTJ3WPTJK8589 55821TAG2 850000.00000000 PA USD 816108.80000000 0.139145707661 Long ABS-CBDO CORP KY N 2 2029-04-15 Floating 8.16000000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DBL2 178000.00000000 PA USD 102464.86000000 0.017470152821 Long DBT CORP US N 2 2055-09-15 Fixed 4.00000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46651EAJ3 1190000.00000000 PA USD 970938.85000000 0.165544071304 Long ABS-MBS CORP US N 2 2039-06-05 Variable 3.75000000 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EXE4 1040000.00000000 PA USD 991277.20000000 0.169011738977 Long DBT CORP US N 2 2033-09-08 Fixed 5.15000000 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26884TAX0 178000.00000000 PA USD 154734.01000000 0.026381988921 Long DBT CORP US N 2 2053-05-01 Fixed 5.40000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FQJZ7 1125000.00000000 PA USD 864924.53000000 0.147468739217 Long ABS-MBS USGSE US N 2 2034-10-25 Fixed 2.86000000 N N N N N N Pegasystems Inc 549300FMCOKPL06FYN26 705573103 2285.00000000 NS USD 97660.90000000 0.016651082602 Long EC CORP US N 1 N N N SUTTER HEALTH 549300MJCC12LU768G81 86944BAG8 140000.00000000 PA USD 110750.47000000 0.018882840770 Long DBT CORP US N 2 2030-08-15 Fixed 2.29000000 N N N N N N Workday Inc 549300J0DYC0N31V7G13 98138H101 2179.00000000 NS USD 461316.09000000 0.078653916976 Long EC CORP US N 1 N N N MIZUHO MARKETS CAYMAN 549300KHUXLS6Q30KT26 6068FR808 15405.00000000 NS USD 5166833.66000000 0.880939803601 N/A DE KY N 2 N/A N/A Call Purchased Microsoft Corp. Microsoft Corp. 1.00000000 1.00000000 USD 2023-12-20 XXXX 131709.41000000 N N N Babson CLO Ltd 549300VMZDDY0435KV08 06762LAQ1 1110000.00000000 PA USD 1053169.11000000 0.179564245720 Long ABS-CBDO CORP KY N 2 2036-10-15 Floating 8.86000000 N N N N N N Hotwire Funding LLC 254900ZCO90MCT7Y9348 44148JAA7 295000.00000000 PA USD 257811.80000000 0.043956645675 Long ABS-O CORP US N 2 2051-11-20 Fixed 2.31000000 N N N N N N Freddie Mac - STACR 5493000ITF7RKPWPZQ19 35566AAH2 77952.53000000 PA USD 78986.15000000 0.013467057011 Long ABS-MBS USGSE US N 2 2050-10-25 Floating 8.12000000 N N N N N N GRAY OAK PIPELINE LLC N/A 38937LAC5 258000.00000000 PA USD 238732.51000000 0.040703646432 Long DBT CORP US N 2 2025-10-15 Fixed 2.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XAZA3 44281.85000000 PA USD 37929.46000000 0.006466933762 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 2.00000000 N N N N N N Fujikura Ltd 353800PSDZ8VRCKVPL51 000000000 6200.00000000 NS 44529.10000000 0.007592165567 Long EC CORP JP N 2 N N N Aretec Group, Inc. 549300NV2T8A33L0PQ58 04009DAB0 654097.78000000 PA USD 652789.58000000 0.111299949299 Long LON CORP US N 2 2025-10-01 Variable 9.67000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918104 5314.00000000 NS USD 1796716.54000000 0.306338314726 Long EC CORP US N 1 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 567.15000000 0.000096698489 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1411690000.00000000 KRW 1047543.08000000 USD 2023-11-30 567.15000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CHA2 797000.00000000 PA USD 754441.44000000 0.128631486460 Long DBT UST US N 2 2028-04-30 Fixed 3.50000000 N N N N N N Indo Tambangraya Megah Tbk PT 52990056ZNHB217ZKL92 000000000 108550.00000000 NS 181258.34000000 0.030904359797 Long EC CORP ID N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202CZK2 1352.37000000 PA USD 1351.40000000 0.000230412304 Long ABS-MBS USGA US N 2 2028-02-20 Fixed 6.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLS6 428000.00000000 PA USD 416832.63000000 0.071069532981 Long DBT CORP US N 2 2029-09-15 Fixed 5.82000000 N N N N N N FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 341081GL5 335000.00000000 PA USD 314440.77000000 0.053611826583 Long DBT CORP US N 2 2033-04-01 Fixed 5.10000000 N N N N N N SREIT Trust N/A 78485GAL8 550000.00000000 PA USD 529319.29000000 0.090248392353 Long ABS-MBS CORP US N 2 2036-07-15 Floating 6.82000000 N N N N N N Industria de Diseno Textil SA 549300TTCXZOGZM2EY83 000000000 1250.00000000 NS 43147.46000000 0.007356597374 Long EC CORP ES N 2 N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 292480AK6 1200000.00000000 PA USD 1130687.30000000 0.192781017068 Long DBT CORP US N 2 2027-03-15 Fixed 4.40000000 N N N N N N Merit N/A 55293BAH8 230000.00000000 PA USD 223081.26000000 0.038035124469 Long ABS-MBS CORP US N 2 2038-07-15 Floating 6.80000000 N N N N N N Bluemountain CLO Ltd N/A 09629PAE6 1400000.00000000 PA USD 1380512.00000000 0.235375870441 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 7.16000000 N N N N N N Simon & Schuster Inc N/A 15651FAB2 305000.00000000 PA USD 302459.35000000 0.051569006846 Long LON CORP US N 2 2030-09-27 None 0.00000000 N N N N N N Goldman Sachs Financial Square Funds - Government Fund 549300BRJMXN4GUWZ402 38141W273 295540.88000000 NS USD 295540.88000000 0.050389414855 Long STIV RF US N 1 N N ICON Luxembourg S.A.R.L. 635400PUWMHSPI2DDA35 000000000 81316.41000000 PA USD 81335.11000000 0.013867552265 Long LON CORP LU N 2 2028-07-03 Variable 7.90000000 N N N N N N NFP Corp. VO2L9FZNXDJNQNEYH039 62910PAF0 601259.87000000 PA USD 589084.36000000 0.100438275073 Long LON CORP US N 2 2027-02-16 Variable 8.69000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027X100 3935.00000000 NS USD 701177.65000000 0.119550065267 Long EC US N 1 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDH6 299000.00000000 PA USD 269116.13000000 0.045884022267 Long DBT CORP US N 2 2033-07-25 Fixed 4.91000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8M7 780000.00000000 PA USD 753123.48000000 0.128406775641 Long DBT CORP US N 2 2030-05-15 Fixed 4.80000000 N N N N N N BOOZ ALLEN HAMILTON INC 549300D7XCH2480XU542 09951LAC7 70000.00000000 PA USD 66564.19000000 0.011349125658 Long DBT CORP US N 2 2033-08-04 Fixed 5.95000000 N N N N N N AIRBNB INC 549300HMUDNO0RY56D37 009066AB7 1365000.00000000 PA USD 1180042.50000000 0.201196027702 Long DBT CORP US N 2 2026-03-15 None 0.00000000 N N N N Y Airbnb Inc USD XXXX N N N ATLANTICA JERSEY LTD 213800OA1OT1SY5CO984 04916EAB0 2259000.00000000 PA USD 2085071.62000000 0.355502558102 Long DBT CORP JE N 2 2025-07-15 Fixed 4.00000000 N N N N Y Atlantica Sustainable Infrastructure PLC USD XXXX N N N Start Ltd. N/A 85573LAA9 111787.00000000 PA USD 100890.00000000 0.017201640817 Long ABS-O CORP BM N 2 2044-03-15 Fixed 4.09000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQBW4 87500.30000000 PA USD 78910.58000000 0.013454172404 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N Freddie Mac - STACR 5493000IRODEKU3J3Q16 35564KTB5 940825.00000000 PA USD 967264.91000000 0.164917668328 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 8.82000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208FLC2 1450.89000000 PA USD 1469.73000000 0.000250587447 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Century Communities Inc 5299002QMB2O7ZL1CA26 156504300 24025.00000000 NS USD 1477537.50000000 0.251918618000 Long EC CORP US N 1 N N N EAGLE MATERIALS 529900KRXRGXL61SG039 26969PAB4 795000.00000000 PA USD 607328.01000000 0.103548798559 Long DBT CORP US N 2 2031-07-01 Fixed 2.50000000 N N N N N N Surgery Center Holdings, Inc. 54930054EVI5HWPPW113 86880NAX1 610384.41000000 PA USD 609450.52000000 0.103910684322 Long LON CORP US N 2 2026-08-31 Variable 9.20000000 N N N N N N Bank N/A 06541RBC6 12351278.62000000 PA USD 400744.65000000 0.068326549003 Long ABS-MBS CORP US N 2 2052-12-15 Variable 0.69000000 N N N N N N Dai-ichi Life Holdings Inc 549300ZUFXI7JXZVTZ25 000000000 31564.00000000 NS 666789.97000000 0.113687001337 Long EC CORP JP N 2 N N N Chicago Transit Authority Sales & Transfer Tax Receipts Revenue N/A 167725AF7 20000.00000000 PA USD 21139.13000000 0.003604199836 Long DBT MUN US N 2 2040-12-01 Fixed 6.90000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHT1 3382900.00000000 PA USD 3121253.83000000 0.532170554914 Long DBT UST US N 2 2033-08-15 Fixed 3.88000000 N N N N N N Freddie Mac - SCRT N/A 35563PLH0 189819.22000000 PA USD 173668.72000000 0.029610337424 Long ABS-MBS USGSE US N 2 2058-10-25 Fixed 3.50000000 N N N N N N Invesco Government & Agency Portfolio 5493007T1J7WZ5QI1A47 825252885 295540.88000000 NS USD 295540.88000000 0.050389414855 Long STIV RF US N 1 N N United States Treasury 254900HROIFWPRGM1V77 91282CFK2 210000.00000000 PA USD 203937.89000000 0.034771199652 Long DBT UST US N 2 2025-09-15 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TN8 1774600.00000000 PA USD 1393615.56000000 0.237610013890 Long DBT UST US N 2 2053-02-15 Fixed 3.63000000 N N N N N N AlixPartners, LLP 5493005G2MHUFTGARL57 01642PBB1 623999.72000000 PA USD 623101.16000000 0.106238104346 Long LON CORP US N 2 2028-02-04 Variable 8.19000000 N N N N N N Texas Natural Gas Securitization Finance Corp N/A 88258MAA3 240000.00000000 PA USD 232264.06000000 0.039600782387 Long DBT MUN US N 2 2035-04-01 Fixed 5.10000000 N N N N N N MASONITE INTERNATIONAL C 549300H0H07ZFT4JYM32 575385AE9 410000.00000000 PA USD 324647.33000000 0.055352034524 Long DBT CORP CA N 2 2030-02-15 Fixed 3.50000000 N N N N N N Cologix Data Centers Issuer LLC N/A 19521UAA1 1340000.00000000 PA USD 1172974.49000000 0.199990939296 Long ABS-O CORP US N 2 2051-12-26 Fixed 3.30000000 N N N N N N Stryker Corp 5493002F0SC4JTBU5137 863667101 5083.00000000 NS USD 1373528.26000000 0.234185149983 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 91282CHR5 123200.00000000 PA USD 116847.50000000 0.019922378089 Long DBT UST US N 2 2030-07-31 Fixed 4.00000000 N N N N N N DLLAD LLC N/A 233258AC6 705000.00000000 PA USD 688361.79000000 0.117364974371 Long ABS-O CORP US N 2 2028-01-20 Fixed 4.79000000 N N N N N N Bank of Nova Scotia/The L3I9ZG2KFGXZ61BMYR72 064149107 11137.00000000 NS USD 450714.39000000 0.076846338073 Long EC CORP CA N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMW51 24865.00000000 PA USD 22091.28000000 0.003766540427 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 4.00000000 N N N N N N NVIDIA Corp 549300S4KLFTLO7GSQ80 67066G104 2661.00000000 NS USD 1085155.80000000 0.185017943335 Long EC CORP US N 1 N N N Dentsu Group Inc 5299007PBBE83ZLJZG91 000000000 4300.00000000 NS 124897.69000000 0.021294927171 Long EC CORP JP N 2 N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DF9 197000.00000000 PA USD 191357.92000000 0.032626327758 Long DBT CORP US N 2 2036-09-15 Fixed 6.45000000 N N N N N N SCE RECOVERY FUNDING LLC N/A 78433LAC0 35000.00000000 PA USD 20309.99000000 0.003462832322 Long DBT CORP US N 2 2043-11-15 Fixed 2.51000000 N N N N N N BON SECOURS MERCY 5493006NA7JSVYYYF398 58942HAB7 565000.00000000 PA USD 518799.75000000 0.088454821646 Long DBT CORP US N 2 2027-08-01 Fixed 3.56000000 N N N N N N Flagstar Mortgage Trust N/A 33851MAB8 156175.89000000 PA USD 124399.19000000 0.021209933436 Long ABS-MBS CORP US N 2 2041-09-25 Variable 2.00000000 N N N N N N Entegris, Inc. IYX6OWO7BT5DKO3BYG52 29362LAM6 276624.25000000 PA USD 276723.83000000 0.047181127261 Long LON CORP US N 2 2029-07-06 Variable 7.89000000 N N N N N N Gen Digital, Inc. YF6ZV0M6AU4FY94MK914 66877AAD0 414949.18000000 PA USD 410973.97000000 0.070070637500 Long LON CORP US N 2 2029-09-12 Floating 7.42000000 N N N N N N Tricon American Homes N/A 89613JAE0 305000.00000000 PA USD 254921.81000000 0.043463905365 Long ABS-O CORP US N 2 2039-11-17 Fixed 2.03000000 N N N N N N IRB Holding Corp 549300HVW4WNWYBXN830 44988LAH0 531750.82000000 PA USD 525545.29000000 0.089604929251 Long LON CORP US N 2 2027-12-15 Variable 8.42000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202CT52 222.52000000 PA USD 219.70000000 0.000037458623 Long ABS-MBS USGA US N 2 2027-02-20 Fixed 6.00000000 N N N N N N SAN DIEGO G & E KNIRVXKVNJJ4P8OTMS63 797440CC6 270000.00000000 PA USD 176939.60000000 0.030168019086 Long DBT CORP US N 2 2052-03-15 Fixed 3.70000000 N N N N N N AXA SA F5WCUMTUM4RKZ1MAIE39 000000000 24213.00000000 NS 717441.47000000 0.122323029783 Long EC CORP FR N 2 N N N NIPPON EXPRESS HOLDINGS INC N/A 000000000 4900.00000000 NS 251837.34000000 0.042938006415 Long EC CORP JP N 2 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKA6 175000.00000000 PA USD 129370.05000000 0.022057459933 Long DBT CORP US N 2 2032-07-21 Fixed 2.30000000 N N N N N N Teradata Corp 549300JU9SOUHV4U4R71 88076W103 1513.00000000 NS USD 64635.36000000 0.011020262135 Long EC CORP US N 1 N N N ENACT HOLDINGS INC N/A 37255LAA5 195000.00000000 PA USD 191532.35000000 0.032656067892 Long DBT CORP US N 2 2025-08-15 Fixed 6.50000000 N N N N N N Saia Inc 549300WNPG4N9GBOYB29 78709Y105 1023.00000000 NS USD 366735.27000000 0.062527984833 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 91282CHN4 819000.00000000 PA USD 813529.33000000 0.138705910690 Long DBT UST US N 2 2025-07-31 Fixed 4.75000000 N N N N N N Covanta Holding Corporation 40XIFLS8XDQGGHGPGC04 22282GAD9 11498.26000000 PA USD 11320.38000000 0.001930113100 Long LON CORP US N 2 2028-11-30 Variable 7.82000000 N N N N N N Kubota Credit Owner Trust N/A 50117KAB6 710000.00000000 PA USD 706065.75000000 0.120383481270 Long ABS-O CORP US N 2 2026-02-17 Fixed 5.40000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADD4 58000.00000000 PA USD 52978.21000000 0.009032730098 Long DBT CORP US N 2 2054-06-15 Fixed 6.00000000 N N N N N N Dryden Senior Loan Fund 549300XS2BVK8BZTXN05 26246BAQ7 1215000.00000000 PA USD 1180935.05000000 0.201348206555 Long ABS-CBDO CORP KY N 2 2035-10-15 Floating 7.71000000 N N N N N N ABG Intermediate Holdings 2 LLC 54930020NXD0RJB64985 00076VBG4 628217.59000000 PA USD 626647.05000000 0.106842674930 Long LON CORP US N 2 2028-12-21 Variable 9.42000000 N N N N N N Amada Co Ltd 529900QF5O6TQGCPDX85 000000000 68874.00000000 NS 668109.11000000 0.113911913345 Long EC CORP JP N 2 N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353108 13865.00000000 NS USD 876683.95000000 0.149473708184 Long EC CORP GB N 1 N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HAMB9 2800000.00000000 PA USD 2560125.40000000 0.436498737037 Long ABS-MBS USGSE US N 2 2033-07-25 Variable 4.50000000 N N N N N N UWM Holdings Corp N/A 91823B109 7501.00000000 NS USD 36379.85000000 0.006202726858 Long EC CORP US N 1 N N TEVA PHARMACEUTICAL INDU 5493004T21MOAFINJP35 88167AAP6 360000.00000000 PA USD 326833.88000000 0.055724839041 Long DBT CORP NL N 2 2027-05-09 Fixed 4.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBS9 350000.00000000 PA USD 300261.72000000 0.051194313200 Long DBT UST US N 2 2028-03-31 Fixed 1.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TK4 2676300.00000000 PA USD 2081868.67000000 0.354956458434 Long DBT UST US N 2 2042-08-15 Fixed 3.38000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0NK4 71636.09000000 PA USD 68218.48000000 0.011631180395 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.50000000 N N N N N N Dignity Health TFVG45LTYVO3XKPZWP18 254010AD3 214000.00000000 PA USD 209073.92000000 0.035646887463 Long DBT CORP US N 2 2024-11-01 Fixed 3.81000000 N N N N N N Covanta Holding Corporation 40XIFLS8XDQGGHGPGC04 22282GAC1 151199.24000000 PA USD 148860.19000000 0.025380508677 Long LON CORP US N 2 2028-11-30 Variable 7.82000000 N N N N N N CSAIL Commercial Mortgage Trust N/A 12595JAN4 20743306.97000000 PA USD 451320.43000000 0.076949667267 Long ABS-MBS CORP US N 2 2050-11-15 Variable 0.75000000 N N N N N N Zelis Healthcare Corporation 549300U8NGLZN5R1Y309 98932TAD5 746150.64000000 PA USD 745337.34000000 0.127079246812 Long LON CORP US N 2 2026-09-30 Variable 8.94000000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DAT6 1000000.00000000 PA USD 719801.45000000 0.122725403936 Long DBT CORP US N 2 2047-09-20 Fixed 5.20000000 N N N N N N Cavco Industries Inc N/A 149568107 5553.00000000 NS USD 1385529.03000000 0.236231268875 Long EC CORP US N 1 N N N Octagon Investment Partners 48 LTD N/A 67577UAQ8 690000.00000000 PA USD 653848.14000000 0.111480432686 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 8.78000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWQ3 530000.00000000 PA USD 514324.23000000 0.087691750108 Long DBT CORP US N 2 2025-09-29 Fixed 3.27000000 N N N N N N Nissan Auto Lease Trust N/A 65480VAD5 975000.00000000 PA USD 964277.93000000 0.164408391322 Long ABS-O CORP US N 2 2026-01-15 Fixed 4.91000000 N N N N N N Virgin Media Bristol LLC N/A 000000000 410000.00000000 PA USD 401480.20000000 0.068451959519 Long LON CORP US N 2 2029-01-31 Variable 8.70000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650100 6062.00000000 NS USD 418338.62000000 0.071326302720 Long EC CORP US N 1 N N N Golden State Tobacco Securitization Corp N/A 38122NB50 10000.00000000 PA USD 7623.05000000 0.001299722153 Long DBT MUN US N 2 2034-06-01 Fixed 2.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0N32 38867.16000000 PA USD 34537.53000000 0.005888613200 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.00000000 N N N N N N Voya CLO Ltd 549300JHU3YI1LLL3V27 92914RBC5 1200000.00000000 PA USD 1155202.80000000 0.196960884502 Long ABS-CBDO CORP KY N 2 2031-07-14 Floating 7.75000000 N N N N N N Sunshine Luxembourg VII SARL 254900CHQOBZNYV4DY60 000000000 585345.44000000 PA USD 584285.96000000 0.099620152828 Long LON CORP LU N 2 2026-10-01 Variable 9.24000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHY0 175000.00000000 PA USD 173701.17000000 0.029615870115 Long DBT UST US N 2 2026-09-15 Fixed 4.63000000 N N N N N N WEX Inc. T9M5IGROL1TL1G5OV478 96208UAT8 614250.00000000 PA USD 613396.19000000 0.104583416983 Long LON CORP US N 2 2028-03-31 Variable 7.69000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBM7 105000.00000000 PA USD 69950.93000000 0.011926561331 Long DBT CORP US N 2 2041-04-22 Fixed 3.11000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2J2 390000.00000000 PA USD 375207.57000000 0.063972503234 Long DBT CORP FR N 2 2025-11-19 Fixed 2.82000000 N N N N N N NEXTERA ENERGY INC N/A 65339F713 41560.00000000 NS USD 1560162.40000000 0.266006078129 Long EP CORP US N 1 N N Bureau Veritas SA 969500TPU5T3HA5D1F11 000000000 120104.00000000 NS 2735701.96000000 0.466434359211 Long EC CORP FR N 2 N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AE7 75000.00000000 PA USD 70943.58000000 0.012095807131 Long DBT CORP US N 2 2033-04-01 Fixed 6.15000000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAD4 35000.00000000 PA USD 33745.94000000 0.005753647922 Long DBT CORP NO N 2 2025-04-06 Fixed 2.88000000 N N N N N N SEMPRA GLOBAL 549300L0B3MD11PUAA07 81685VAA1 585000.00000000 PA USD 440869.08000000 0.075167722885 Long DBT CORP US N 2 2032-01-15 Fixed 3.25000000 N N N N N N Birkenstock GmbH & Co. KG 5299000ZMFOERHT5OW39 000000000 252778.33000000 PA USD 251704.02000000 0.042915275492 Long LON CORP US N 2 2028-04-28 Variable 8.88000000 N N N N N N Caesars Entertainment Corp 549300FA4CTCW903Y781 12768EAG1 318400.00000000 PA USD 316852.58000000 0.054023037698 Long LON CORP US N 2 2030-02-06 Variable 8.67000000 N N N N N N Linde PLC 5299003QR1WT0EF88V51 000000000 3613.00000000 NS USD 1380744.08000000 0.235415439841 Long EC CORP IE N 1 N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CBK9 14000.00000000 PA USD 12077.73000000 0.002059240493 Long DBT CORP US N 2 2053-01-15 Fixed 5.35000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAM3 560000.00000000 PA USD 511109.37000000 0.087143619798 Long DBT UST US N 2 2025-09-30 Fixed 0.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209E2T8 158.64000000 PA USD 159.75000000 0.000027237210 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N State of Illinois 54930048FV8RWPR02D67 452151LF8 1335000.00000000 PA USD 1236940.65000000 0.210897103522 Long DBT MUN US N 2 2033-06-01 Fixed 5.10000000 N N N N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 571748102 4324.00000000 NS USD 820046.60000000 0.139817098495 Long EC CORP US N 1 N N N Verisure Holding AB 549300VQQCWGISM3N408 000000000 575000.00000000 PA 597644.93000000 0.101897843418 Long LON CORP SE N 2 2026-07-20 Floating 6.97000000 N N N N N N Filtration Group Corporation 549300ZA0D9WN5ECE978 31732FAT3 437800.00000000 PA USD 437594.23000000 0.074609364341 Long LON CORP US N 2 2028-10-21 Variable 9.69000000 N N N N N N LCM Ltd Partnership 549300NGJ6CPPJRPGL08 50184VAS3 1200000.00000000 PA USD 1176540.00000000 0.200598855069 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 7.26000000 N N N N N N American Airlines, Inc. IWUQB36BXD6OWD6X4T14 02376CBJ3 256500.00000000 PA USD 259706.25000000 0.044279647444 Long LON CORP KY N 2 2028-04-20 Variable 10.43000000 N N N N N N Compass Group PLC 2138008M6MH9OZ6U2T68 000000000 23435.00000000 NS 590828.15000000 0.100735589468 Long EC CORP GB N 2 N N N First Student Bidco Inc 2549006DRO2F06AA1391 33718FAD2 278992.38000000 PA USD 270011.62000000 0.046036702387 Long LON CORP US N 2 2028-07-21 Variable 8.66000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CGC9 1449400.00000000 PA USD 1396179.84000000 0.238047220982 Long DBT UST US N 2 2027-12-31 Fixed 3.88000000 N N N N N N APX Group, Inc. 549300OMQVKPRU98OE64 00213NAM4 362599.99000000 PA USD 362034.33000000 0.061726479417 Long LON CORP US N 2 2028-07-10 Floating 10.75000000 N N N N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216100 12062.00000000 NS USD 681382.38000000 0.116174992173 Long EC CORP US N 1 N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 000000000 289837.50000000 PA USD 284162.48000000 0.048449409405 Long LON CORP PA N 2 2028-10-18 Variable 8.69000000 N N N N N N SIGMA ALIMENTOS SA 549300FW3RGHPHT21D10 82655AAC7 510000.00000000 PA USD 480346.71000000 0.081898618034 Long DBT CORP MX N 2 2026-05-02 Fixed 4.13000000 N N N N N N GGAM FINANCE LTD 254900X2QXEN0FVXRF65 36170JAA4 775000.00000000 PA USD 764574.70000000 0.130359196827 Long DBT CORP KY N 2 2028-06-15 Fixed 8.00000000 N N N N N N Golden State Tobacco Securitization Corp N/A 38122NB76 35000.00000000 PA USD 30858.79000000 0.005261391829 Long DBT MUN US N 2 2046-06-01 Fixed 3.00000000 N N N N N N Delta 2 (LUX) Sarl 549300BBG8Z3D6QSYP53 000000000 495000.00000000 PA USD 494534.70000000 0.084317655678 Long LON CORP LU N 2 2030-01-15 Variable 7.57000000 N N N N N N Public Storage 549300LMZF40TKJ6DM64 74460D109 2576.00000000 NS USD 614916.96000000 0.104842706698 Long EC US N 1 N N N JP Morgan Mortgage Trust N/A 46653LCD6 1211575.81000000 PA USD 930063.87000000 0.158574929422 Long ABS-MBS CORP US N 2 2050-11-25 Variable 4.02000000 N N N N N N DCert Buyer, Inc. 549300EF826JEEUCHZ67 24022KAB5 634481.47000000 PA USD 622090.05000000 0.106065711136 Long LON CORP US N 2 2026-10-16 Variable 9.32000000 N N N N N N Castlelake Aircraft Securitization Trust 549300MHTIBONNXM3R82 14855MAA6 158599.55000000 PA USD 141053.52000000 0.024049479503 Long ABS-O CORP US N 2 2039-04-15 Fixed 3.97000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AEKF9 3677.69000000 PA USD 3394.14000000 0.000578697365 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N HUB International Limited 549300JQT6ATTUNS5E06 44332EAW6 813719.93000000 PA USD 813142.19000000 0.138639903719 Long LON CORP US N 2 2030-06-20 Variable 9.66000000 N N N N N N Clydesdale Acquisition Holdings Inc 254900QKSDYFR3K5YD98 18972FAC6 409812.50000000 PA USD 395846.09000000 0.067491349582 Long LON CORP US N 2 2029-04-13 Variable 9.60000000 N N N N N N CSC Holdings, LLC 3HG2WD2W22M120IUNG49 64072UAK8 351312.50000000 PA USD 316290.16000000 0.053927145669 Long LON CORP US N 2 2027-04-15 Floating 7.95000000 N N N N N N Rithm Capital Corp 549300WNTHGEO5LP2G31 64828T201 62567.00000000 NS USD 583750.11000000 0.099528790957 Long EC US N 1 N N N PACCAR Inc KDTEY8BWE486IKZ3CC07 693718108 6648.00000000 NS USD 548659.44000000 0.093545867957 Long EC CORP US N 1 N N N Sanrio Co Ltd 3538002Q5JQLOMSPH125 000000000 1500.00000000 NS 63875.23000000 0.010890660755 Long EC CORP JP N 2 N N N United States Treasury 254900HROIFWPRGM1V77 91282CFM8 1138600.00000000 PA USD 1108622.80000000 0.189019042602 Long DBT UST US N 2 2027-09-30 Fixed 4.13000000 N N N N N N American Builders & Contractors Supply Co., Inc. 549300H5GQ4C1BEKG397 02474RAH6 720000.00000000 PA USD 718279.20000000 0.122465861883 Long LON CORP US N 2 2027-01-15 Variable 7.42000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209NAE2 3983.32000000 PA USD 4041.04000000 0.000688993147 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Carlyle Global Market Strategies N/A 14316TAJ5 645000.00000000 PA USD 615686.04000000 0.104973834044 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 8.63000000 N N N N N N RingCentral Inc 549300C8EH0H1614VE84 76680R206 3236.00000000 NS USD 86012.88000000 0.014665107220 Long EC CORP US N 1 N N N Verus Securitization Trust N/A 92539DAA6 1132427.75000000 PA USD 1115788.76000000 0.190240831382 Long ABS-MBS CORP US N 2 2068-03-25 Variable 6.19000000 N N N N N N AmWINS Group, Inc. 549300SJE7MUB8NMRG61 03234TAZ1 119100.00000000 PA USD 118712.93000000 0.020240431978 Long LON CORP US N 2 2028-02-19 Variable 8.19000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHD4 961000.00000000 PA USD 855977.61000000 0.145943298596 Long DBT CORP US N 2 2028-12-20 Fixed 3.42000000 N N N N N N Nestle SA KY37LUS27QQX7BB93L28 000000000 9074.00000000 NS 978528.60000000 0.166838115841 Long EC CORP CH N 2 N N N AssuredPartners, Inc. 549300HNDSDQWQ3L2P80 04621HAT0 108350.00000000 PA USD 107347.76000000 0.018302682229 Long LON CORP US N 2 2027-02-12 Variable 8.82000000 N N N N N N Nutanix Inc 549300X7J6E8TKVIXW09 67059N108 2322.00000000 NS USD 84033.18000000 0.014327570414 Long EC CORP US N 1 N N N Stack Infrastructure Issuer LLC N/A 85236KAD4 100000.00000000 PA USD 90921.04000000 0.015501943432 Long ABS-O CORP US N 2 2045-08-25 Fixed 1.89000000 N N N N N N SCE RECOVERY FUNDING LLC N/A 78433LAB2 65000.00000000 PA USD 42951.50000000 0.007323186396 Long DBT CORP US N 2 2038-05-15 Fixed 1.94000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202CY64 75.31000000 PA USD 75.06000000 0.000012797652 Long ABS-MBS USGA US N 2 2028-01-20 Fixed 6.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SD1 3290900.00000000 PA USD 2284218.82000000 0.389456950056 Long DBT UST US N 2 2048-08-15 Fixed 3.00000000 N N N N N N Keyence Corp 529900M7PQBS7A89DZ11 000000000 3700.00000000 NS 1432338.26000000 0.244212194254 Long EC CORP JP N 2 N N N Angel Oak Mortgage Trust N/A 03464VAA2 26164.82000000 PA USD 25036.52000000 0.004268700806 Long ABS-MBS CORP US N 2 2059-11-25 Variable 2.62000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 128072.97000000 0.021836309132 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 2474700000.00000000 JPY 16537146.73000000 USD 2023-11-30 128072.97000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36207KRY8 2585.57000000 PA USD 2627.16000000 0.000447928067 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162BBG6 2819937.94000000 PA USD 104592.91000000 0.017832983149 Long ABS-MBS CORP US N 2 2052-05-15 Variable 1.00000000 N N N N N N SBA Tower Trust N/A 78403DAN0 215000.00000000 PA USD 205288.28000000 0.035001439753 Long DBT US N 2 2025-01-15 Fixed 2.84000000 N N N N N N Standard Industries Inc. 54930064UHXCIUWVI755 85350EAB2 255327.51000000 PA USD 255554.75000000 0.043571820981 Long LON CORP US N 2 2028-09-22 Variable 7.95000000 N N N N N N Whitehaven Coal Ltd 529900WCZ4I6ZO3RRP86 000000000 11000.00000000 NS 51813.14000000 0.008834086866 Long EC CORP AU N 2 N N N DOLLAR GENERAL CORP OPX52SQVOZI8IVSWYU66 256677AK1 775000.00000000 PA USD 736093.16000000 0.125503123667 Long DBT CORP US N 2 2027-11-01 Fixed 4.63000000 N N N N N N Sound Point CLO LTD 5493001FKRL3V2YW2890 83613WAC8 1200000.00000000 PA USD 1188853.20000000 0.202698242954 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 7.48000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHZ7 407000.00000000 PA USD 400640.63000000 0.068308813701 Long DBT UST US N 2 2030-09-30 Fixed 4.63000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2Z5 375000.00000000 PA USD 278012.67000000 0.047400873150 Long DBT CORP US N 2 2053-04-25 Fixed 4.61000000 N N N N N N KBC GROUP NV 213800X3Q9LSAKRUWY91 48241FAB0 200000.00000000 PA USD 193128.80000000 0.032928260969 Long DBT CORP BE N 2 2029-01-19 Fixed 5.80000000 N N N N N N Sega Sammy Holdings Inc 5493006B6WMKNQ8QNP51 000000000 4700.00000000 NS 73505.96000000 0.012532690275 Long EC CORP JP N 2 N N N Trend Micro Inc/Japan 3538005O5UJ5RNAGVE16 000000000 13200.00000000 NS 497436.91000000 0.084812479486 Long EC CORP JP N 2 N N N BB Seguridade Participacoes SA N/A 000000000 25050.00000000 NS 152831.46000000 0.026057606111 Long EC CORP BR N 1 N N N NASDAQ INC 549300L8X1Q78ERXFD06 63111XAK7 45000.00000000 PA USD 40411.75000000 0.006890161644 Long DBT CORP US N 2 2053-08-15 Fixed 5.95000000 N N N N N N SK Telecom Co Ltd 9884003WEA1PHW006037 000000000 13058.00000000 NS 476185.18000000 0.081189081466 Long EC CORP KR N 2 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3G6 410000.00000000 PA USD 406870.14000000 0.069370938723 Long DBT CORP US N 2 2029-10-23 Fixed 6.30000000 N N N N N N EPR Properties 549300YSSXFHMPOWZ492 26884U109 9102.00000000 NS USD 388655.40000000 0.066265344362 Long EC US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912810TR9 2021900.00000000 PA USD 1588455.19000000 0.270829969608 Long DBT UST US N 2 2053-05-15 Fixed 3.63000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0NJ7 76777.41000000 PA USD 73162.09000000 0.012474060795 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.50000000 N N N N N N ALCON FINANCE CORP 549300CUZUI9VU7XNK42 01400EAE3 400000.00000000 PA USD 375578.46000000 0.064035739596 Long DBT CORP US N 2 2032-12-06 Fixed 5.38000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCZ6 255000.00000000 PA USD 244271.01000000 0.041647954963 Long DBT CORP US N 2 2029-06-08 Fixed 6.31000000 N N N N N N Broad River BSL Funding CLO Ltd 5493000KEEYM16WOW109 11124TAL8 965000.00000000 PA USD 943682.19000000 0.160896838920 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 7.38000000 N N N N N N DB Insurance Co Ltd 9884000ZF26VNJBWSJ91 000000000 1900.00000000 NS 123611.88000000 0.021075697894 Long EC CORP KR N 2 N N N Petco Health and Wellness Company, Inc. 2549007TYGV6RVSE9M61 71601HAB2 253363.24000000 PA USD 247452.28000000 0.042190358213 Long LON CORP US N 2 2028-03-03 Variable 8.90000000 N N N N N N Lorca Holdco Limited 549300PONZMYNJTH6970 000000000 548617.02000000 PA 575778.23000000 0.098169593649 Long LON CORP GB N 2 2027-09-17 Floating 8.02000000 N N N N N N BRAVO Residential Funding Trust N/A 105699AC6 12439.58000000 PA USD 11772.35000000 0.002007173518 Long ABS-MBS CORP US N 2 2060-05-25 Variable 2.41000000 N N N N N N Michaels Companies, Inc. 549300H9LWMBP7HYLR98 59408UAB3 371450.00000000 PA USD 309336.13000000 0.052741490735 Long LON CORP US N 2 2028-04-15 Variable 9.90000000 N N N N N N Towd Point Mortgage Trust N/A 89176EAA8 28428.01000000 PA USD 27281.37000000 0.004651445413 Long ABS-MBS CORP US N 2 2058-01-25 Variable 3.00000000 N N N N N N Assa Abloy AB 549300YECS8HKCIMMB67 000000000 31206.00000000 NS 665158.21000000 0.113408787942 Long EC CORP SE N 2 N N N Fluidra, S.A. 9598001EJ2RDDXG5CK22 98975VAM8 103162.50000000 PA USD 102420.76000000 0.017462633817 Long LON CORP ES N 2 2029-01-29 Variable 7.35000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210KEF8 3815.60000000 PA USD 3851.07000000 0.000656603458 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N TJX Cos Inc/The V167QI9I69W364E2DY52 872540109 12388.00000000 NS USD 1091011.16000000 0.186016276168 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208WDD2 801.15000000 PA USD 795.30000000 0.000135597828 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.00000000 N N N N N N Crocs, Inc. 549300B0J6YCXD63OG72 22704NAE2 291574.99000000 PA USD 291892.81000000 0.049767422687 Long LON CORP US N 2 2029-02-20 Variable 8.54000000 N N N N N N Engie SA LAXUQCHT4FH58LRZDY46 000000000 337384.00000000 NS 5366053.44000000 0.914906570371 Long EC CORP FR N 2 N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBP4 110000.00000000 PA USD 109932.60000000 0.018743394780 Long DBT CORP US N 2 2025-03-01 Fixed 6.05000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAF0 155000.00000000 PA USD 146576.60000000 0.024991158940 Long DBT CORP US N 2 2028-06-15 Fixed 4.95000000 N N N N N N United Tractors Tbk PT 529900N9ELYOWQV4FW14 000000000 171000.00000000 NS 270608.88000000 0.046138534601 Long EC CORP ID N 2 N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334KQ3 1910000.00000000 PA USD 1733085.52000000 0.295489291523 Long DBT CORP US N 2 2032-05-15 Fixed 4.70000000 N N N N N N Oaktree CLO Ltd N/A 67402FAL3 1250000.00000000 PA USD 1217540.00000000 0.207589312731 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 7.31000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RBH4 30000.00000000 PA USD 22323.97000000 0.003806213832 Long DBT CORP US N 2 2042-12-15 Fixed 4.30000000 N N N N N N San Joaquin Hills Transportation Corridor Agency N/A 798111HK9 1350000.00000000 PA USD 1041753.83000000 0.177617952268 Long DBT MUN US N 2 2035-01-15 Fixed 3.22000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LNFL6 17740.90000000 PA USD 15140.44000000 0.002581429385 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 2.00000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AR4 200000.00000000 PA USD 182965.14000000 0.031195367434 Long DBT CORP US N 2 2033-10-15 Fixed 5.95000000 N N N N N N SREIT Trust N/A 78472UAG3 1340000.00000000 PA USD 1302923.54000000 0.222147118131 Long ABS-MBS CORP US N 2 2038-11-15 Floating 7.03000000 N N N N N N SFS Auto Receivables Securitization Trust N/A 78398AAB9 160000.00000000 PA USD 159607.04000000 0.027212835504 Long ABS-O CORP US N 2 2027-03-22 Fixed 5.89000000 N N N N N N Hebei Yangyuan Zhihui Beverage Co Ltd 3003004AF7PK0KCXCJ17 000000000 26100.00000000 NS 88801.77000000 0.015140610085 Long EC CORP CN N 2 N N N Brown Group Holding, LLC 25490094PF4HHK9QS109 11565HAB2 733946.57000000 PA USD 719876.81000000 0.122738252738 Long LON CORP US N 2 2028-06-07 Variable 8.17000000 N N N N N N Open Text Corp. 549300HP7ONDQODZJV16 68371YAP8 500363.44000000 PA USD 499808.04000000 0.085216754703 Long LON CORP CA N 2 2030-01-31 Variable 8.17000000 N N N N N N Janus Henderson Group PLC 2138009WPYMWJN3RVF44 000000000 4457.00000000 NS USD 102822.99000000 0.017531213616 Long EC CORP JE N 1 N N N United States Treasury 254900HROIFWPRGM1V77 91282CGA3 275000.00000000 PA USD 269188.48000000 0.045896357867 Long DBT UST US N 2 2025-12-15 Fixed 4.00000000 N N N N N N OneMain Holdings Inc 549300E3VEW8SMS5XW09 68268W103 999.00000000 NS USD 35894.07000000 0.006119901869 Long EC CORP US N 1 N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26884TAW2 810000.00000000 PA USD 738108.25000000 0.125846694432 Long DBT CORP US N 2 2033-05-01 Fixed 4.90000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 330.00000000 NC USD -541270.41000000 -0.09228604597 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVZ3 Comdty 2023-12-29 35018536.20000000 USD -541270.41000000 N N N Yamato Kogyo Co Ltd N/A 000000000 2800.00000000 NS 134150.17000000 0.022872465457 Long EC CORP JP N 2 N N N Bank N/A 06539VAP3 21678963.49000000 PA USD 569434.83000000 0.097088050499 Long ABS-MBS CORP US N 2 2055-02-15 Variable 0.42000000 N N N N N N Metropolitan Transportation Authority 5493000TKYODLXADQD60 59261AG76 60000.00000000 PA USD 49242.00000000 0.008395710151 Long DBT MUN US N 2 2049-11-15 Fixed 5.18000000 N N N N N N Starwood Property Trust Inc BUGSFQZERKRBFWIG5267 85571B105 51699.00000000 NS USD 917657.25000000 0.156459613524 Long EC US N 1 N N N COLT Funding LLC N/A 19688HAD3 800000.00000000 PA USD 517801.36000000 0.088284597182 Long ABS-MBS CORP US N 2 2066-12-27 Variable 3.66000000 N N N N N N Hangzhou Tigermed Consulting Co Ltd 300300CP4N8WDF6DOO67 000000000 92600.00000000 NS 844814.33000000 0.144039970884 Long EC CORP CN N 2 N N N DirecTV Financing, LLC N/A 25460HAB8 332100.00000000 PA USD 322671.68000000 0.055015188239 Long LON CORP US N 2 2027-08-02 Variable 10.32000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291KYX9 1388.17000000 PA USD 1392.80000000 0.000237470961 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 6.00000000 N N N N N N SREIT Trust N/A 78472UAC2 440000.00000000 PA USD 430492.48000000 0.073398523300 Long ABS-MBS CORP US N 2 2038-11-15 Floating 6.53000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830AZ2 135000.00000000 PA USD 111945.64000000 0.019086616021 Long DBT CORP US N 2 2041-09-15 Fixed 4.85000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BFP0 1420000.00000000 PA USD 1173311.96000000 0.200048477582 Long DBT CORP US N 2 2043-11-02 Fixed 5.38000000 N N N N N N JAB HOLDINGS BV 529900RRNKUM3INJGF98 46653KAB4 250000.00000000 PA USD 144929.13000000 0.024710267006 Long DBT CORP NL N 2 2051-05-28 Fixed 3.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TH1 1419000.00000000 PA USD 1086366.45000000 0.185224357910 Long DBT UST US N 2 2042-05-15 Fixed 3.25000000 N N N N N N Oak Hill Credit Partners N/A 67098WAU5 250000.00000000 PA USD 241850.00000000 0.041235175258 Long ABS-CBDO CORP KY N 2 2037-02-24 Floating 8.50000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206R102 66764.00000000 NS USD 1028165.60000000 0.175301173085 Long EC CORP US N 1 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -4203.15000000 -0.00071663273 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 184360000.00000000 PHP 3244860.60000000 USD 2023-11-30 -4203.15000000 N N N Shin-Etsu Chemical Co Ltd 353800PX8Q64N86H5W41 000000000 20790.00000000 NS 621690.99000000 0.105997671818 Long EC CORP JP N 2 N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KG1 505000.00000000 PA USD 461537.66000000 0.078691694432 Long DBT CORP US N 2 2032-06-15 Fixed 5.90000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135F101 604.00000000 NS USD 508187.48000000 0.086645440570 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208VP58 1590.73000000 PA USD 1568.39000000 0.000267408875 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.00000000 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 366651AE7 85000.00000000 PA USD 70405.41000000 0.012004049702 Long DBT CORP US N 2 2030-10-01 Fixed 3.75000000 N N N N N N Japan Post Holdings Co Ltd 5299003D9N4JBS256X18 000000000 12800.00000000 NS 113295.40000000 0.019316748707 Long EC CORP JP N 2 N N N JGC Holdings Corp 5493003WMGG79YLARU68 000000000 130900.00000000 NS 1612292.65000000 0.274894231922 Long EC CORP JP N 2 N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 000000000 11400.00000000 NS 137653.77000000 0.023469825639 Long EC CORP FR N 2 N N N Kyndryl Holdings Inc 549300LQ4LWX2R8ZV130 50155Q100 5901.00000000 NS USD 86331.63000000 0.014719453766 Long EC CORP US N 1 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 502.00000000 NC USD -1932502.58000000 -0.32948969432 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year U.S. Treasury Notes TYZ3 Comdty 2023-12-19 55230783.83000000 USD -1932502.58000000 N N N Oak Hill Credit Partners N/A 67098WAS0 1215000.00000000 PA USD 1174666.86000000 0.200279486633 Long ABS-CBDO CORP KY N 2 2037-02-24 Floating 7.45000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAM6 860000.00000000 PA USD 839862.39000000 0.143195670227 Long DBT CORP US N 2 2027-07-15 Fixed 6.17000000 N N N N N N Chase Mortgage Finance Corporation N/A 46591HAH3 472158.10000000 PA USD 468579.24000000 0.079892276550 Long ABS-MBS CORP US N 2 2057-10-25 Floating 7.94000000 N N N N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 45866FAV6 218000.00000000 PA USD 201246.31000000 0.034312288041 Long DBT CORP US N 2 2029-06-15 Fixed 4.35000000 N N N N N N Bayerische Motoren Werke AG YEH5ZCD6E441RHVHD759 000000000 3850.00000000 NS 358066.61000000 0.061049987254 Long EC CORP DE N 2 N N N United States Treasury 254900HROIFWPRGM1V77 912810TS7 876600.00000000 PA USD 731961.00000000 0.124798594654 Long DBT UST US N 2 2043-05-15 Fixed 3.88000000 N N N N N N Radiant Opto-Electronics Corp N/A 000000000 42100.00000000 NS 161368.54000000 0.027513169435 Long EC CORP TW N 2 N N N WILLIAMS SCOTSMAN INC 549300DAKDS8SCO1OT57 96949VAL7 520000.00000000 PA USD 511478.08000000 0.087206484472 Long DBT CORP US N 2 2031-10-01 Fixed 7.38000000 N N N N N N Stellantis NV 549300LKT9PW7ZIBDF31 000000000 5950.00000000 NS 111159.94000000 0.018952654982 Long EC CORP NL N 2 N N N HSBC U.S. Government Money Market Fund 213800MK2OTSN7TSAV83 40428X107 985136.25000000 NS USD 985136.25000000 0.167964713343 Long STIV RF US N 1 N N Inpex Corp 353800VHYYADPR6MXQ47 000000000 2900.00000000 NS 42081.51000000 0.007174854000 Long EC CORP JP N 2 N N N Japan Tobacco Inc 353800Z0ENYBQO0XRJ31 000000000 53200.00000000 NS 1238435.17000000 0.211151917639 Long EC CORP JP N 2 N N N ExteNet Systems N/A 30227XAA9 350000.00000000 PA USD 337723.93000000 0.057581581321 Long ABS-O CORP US N 2 2049-07-25 Fixed 3.20000000 N N N N N N Race Point CLO Ltd 5493008ABAJEYBWITR69 74982LBC3 1250000.00000000 PA USD 1210048.75000000 0.206312062342 Long ABS-CBDO CORP KY N 2 2030-02-20 Floating 7.69000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172CV9 205000.00000000 PA USD 199928.78000000 0.034087650537 Long DBT CORP US N 2 2027-11-17 Fixed 5.13000000 N N N N N N New Economy Assets Phase 1 Issuer LLC N/A 643821AA9 350000.00000000 PA USD 299274.89000000 0.051026059704 Long ABS-O CORP US N 2 2061-10-20 Fixed 1.91000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383DY69 570623.57000000 PA USD 466490.65000000 0.079536174112 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 2.50000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAK3 110000.00000000 PA USD 104174.82000000 0.017761699235 Long DBT US N 2 2030-07-01 Fixed 5.50000000 N N N N N N Spirit Realty Capital Inc 549300LTU6LVPZSHMJ25 84860W300 12853.00000000 NS USD 462579.47000000 0.078869321961 Long EC US N 1 N N N HEICO CORP 529900O1DTDLCJ7L0I14 422806AB5 598000.00000000 PA USD 550128.28000000 0.093796303660 Long DBT CORP US N 2 2033-08-01 Fixed 5.35000000 N N N N N N INDIANAPOLIS PWR & LIGHT 2T85JNP2R2B2GTSFND21 455434BL3 425000.00000000 PA USD 419082.19000000 0.071453080638 Long DBT CORP US N 2 2037-06-01 Fixed 6.60000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BA1 950000.00000000 PA USD 801604.71000000 0.136672775293 Long DBT CORP US N 2 2045-10-23 Fixed 6.48000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CE7 150000.00000000 PA USD 135428.54000000 0.023090426222 Long DBT CORP DE N 2 2026-11-24 Fixed 2.13000000 N N N N N N Flagstar Mortgage Trust N/A 33851JAC3 74279.82000000 PA USD 65171.90000000 0.011111741651 Long ABS-MBS CORP US N 2 2048-05-25 Variable 4.00000000 N N N N N N Corebridge Financial Inc 549300XY1661QCIA7J65 21871X109 5587.00000000 NS USD 111740.00000000 0.019051554613 Long EC CORP US N 1 N N N Freddie Mac - STACR 5493000ITFTMJUMPDE35 35565XBD1 1115129.77000000 PA USD 1239214.27000000 0.211284753384 Long ABS-MBS USGSE US N 2 2050-08-25 Floating 11.44000000 N N N N N N ROBLOX CORP N/A 771049AA1 650000.00000000 PA USD 527416.50000000 0.089923968623 Long DBT CORP US N 2 2030-05-01 Fixed 3.88000000 N N N N N N BENCHMARK Mortgage Trust N/A 081925AF6 11767250.47000000 PA USD 467305.76000000 0.079675149525 Long ABS-MBS CORP US N 2 2056-07-15 Variable 0.57000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153AZ5 56000.00000000 PA USD 59181.92000000 0.010090456246 Long DBT CORP LR N 2 2025-06-01 Fixed 11.50000000 N N N N N N WASTE MANAGEMENT INC 549300YX8JIID70NFS41 94106LBW8 775000.00000000 PA USD 712121.13000000 0.121415917307 Long DBT CORP US N 2 2034-02-15 Fixed 4.88000000 N N N N N N ARI Fleet Lease Trust N/A 00218GAB8 920000.00000000 PA USD 911396.80000000 0.155392213264 Long ABS-O CORP US N 2 2032-02-17 Fixed 5.41000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BV0 1000000.00000000 PA USD 810143.15000000 0.138128570496 Long DBT CORP US N 2 2047-06-15 Fixed 5.50000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BW1 85000.00000000 PA USD 83351.22000000 0.014211296939 Long DBT CORP PA N 2 2029-08-15 Fixed 7.00000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECG8 565000.00000000 PA USD 519044.60000000 0.088496568318 Long DBT CORP GB N 2 2034-05-09 Fixed 6.22000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CGH8 778700.00000000 PA USD 738609.11000000 0.125932090544 Long DBT UST US N 2 2028-01-31 Fixed 3.50000000 N N N N N N Messer Industries GmbH 529900HNC1EZT3TC1260 000000000 427382.01000000 PA USD 426907.62000000 0.072787308372 Long LON CORP US N 2 2026-03-02 Variable 8.15000000 N N N N N N Coal India Ltd 335800NLJQZNHM9LBB31 000000000 136850.00000000 NS 516572.19000000 0.088075024966 Long EC CORP IN N 2 N N N Ono Pharmaceutical Co Ltd 529900G26L4NG4GFJZ86 000000000 8600.00000000 NS 148517.53000000 0.025322085501 Long EC CORP JP N 2 N N N Acrisure, LLC 549300R0Z1Q47XRTGO22 00488PAL9 670356.55000000 PA USD 651814.49000000 0.111133697461 Long LON CORP US N 2 2027-02-15 Floating 8.94000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400HT3 975000.00000000 PA USD 953897.09000000 0.162638468822 Long DBT CORP US N 2 2032-11-01 Fixed 5.95000000 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAG0 235611.89000000 PA USD 201757.05000000 0.034399368684 Long ABS-O CORP US N 2 2061-03-15 Fixed 1.98000000 N N N N N N Town of Andover MA N/A 034286FS8 1350000.00000000 PA USD 975621.24000000 0.166342413964 Long DBT MUN US N 2 2036-11-01 Fixed 2.62000000 N N N N N N Cia de Saneamento Basico do Estado de Sao Paulo SABESP 254900UOXRZRS2TNWP19 000000000 164497.00000000 NS 1904435.94000000 0.324704361191 Long EC CORP BR N 1 N N N United States Treasury 254900HROIFWPRGM1V77 91282CEC1 1285000.00000000 PA USD 1167442.57000000 0.199047752648 Long DBT UST US N 2 2027-02-28 Fixed 1.88000000 N N N N N N Air Canada 4B4HI3CGXMBDC0G6BM51 000000000 182687.50000000 PA USD 182367.80000000 0.031093521581 Long LON CORP CA N 2 2028-08-11 Variable 9.13000000 N N N N N N Municipal Electric Authority of Georgia JA0WNILDDF2KUPS83B16 626207YF5 253000.00000000 PA USD 257888.16000000 0.043969664976 Long DBT MUN US N 2 2057-04-01 Fixed 6.64000000 N N N N N N Ingram Micro Inc. 549300KJMEWPKRQZHX63 45258FAB6 200750.00000000 PA USD 199896.81000000 0.034082199685 Long LON CORP US N 2 2028-06-30 Variable 8.65000000 N N N N N N Stack Infrastructure Issuer LLC N/A 85236KAC6 340000.00000000 PA USD 326819.12000000 0.055722322476 Long ABS-O CORP US N 2 2044-10-25 Fixed 3.08000000 N N N N N N Cable One, Inc. 549300648QS85T0XSH18 12685LAG5 371450.00000000 PA USD 368043.80000000 0.062751087846 Long LON CORP US N 2 2028-05-03 Variable 7.44000000 N N N N N N NorthRiver Midstream Finance LP 549300SOLNLY3BL6GF18 66679PAB1 477446.61000000 PA USD 475804.19000000 0.081124123065 Long LON CORP CA N 2 2030-08-16 Variable 8.39000000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558CA9 100000.00000000 PA USD 90948.22000000 0.015506577594 Long DBT CORP US N 2 2053-10-15 Fixed 5.55000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEZ4 1270000.00000000 PA USD 1240868.30000000 0.211566763791 Long DBT CORP US N 2 2027-01-28 Fixed 5.05000000 N N N N N N Ooredoo QPSC 549300D3EIDZJB62TR20 000000000 31550.00000000 NS 85698.85000000 0.014611565429 Long EC CORP QA N 1 N N N KEYSPAN GAS EAST CORP K8TS3HOE1568DUBUJL44 49338CAD5 765000.00000000 PA USD 720833.18000000 0.122901312835 Long DBT CORP US N 2 2033-03-06 Fixed 5.99000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBB4 214000.00000000 PA USD 214086.95000000 0.036501603902 Long DBT CORP US N 2 2024-02-01 Fixed 7.60000000 N N N N N N Emrld Borrower LP 98450099EE3A0ZD5F786 26872NAC3 225412.84000000 PA USD 224813.24000000 0.038330425271 Long LON CORP US N 2 2030-05-31 Variable 8.38000000 N N N N N N E2open, LLC 549300WF2BZODU55DR56 26826YAB8 307919.13000000 PA USD 303146.38000000 0.051686144751 Long LON CORP US N 2 2028-02-04 Variable 8.94000000 N N N N N N Neuberger Berman CLO Ltd 549300NPF57YF6WBDP72 64130TBE4 930000.00000000 PA USD 907016.91000000 0.154645446541 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 7.56000000 N N N N N N BLACK KNIGHT INFOSERV LL 549300H5PS5C68DAUX66 092174AA9 170000.00000000 PA USD 151089.20000000 0.025760552580 Long DBT CORP US N 2 2028-09-01 Fixed 3.63000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824100 9491.00000000 NS USD 897374.05000000 0.153001348869 Long EC CORP US N 1 N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAE2 560000.00000000 PA USD 517395.88000000 0.088215463261 Long DBT CORP NO N 2 2027-04-06 Fixed 3.00000000 N N N N N N Ford Motor Co 20S05OYHG0MQM4VUIC57 345370860 6926.00000000 NS USD 67528.50000000 0.011513539518 Long EC CORP US N 1 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 90.00000000 NC USD -66481.46000000 -0.01133502027 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUZ3 Comdty 2023-12-29 18284450.30000000 USD -66481.46000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CFH9 2228900.00000000 PA USD 2093860.00000000 0.357000967816 Long DBT UST US N 2 2027-08-31 Fixed 3.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CGP0 1129000.00000000 PA USD 1092131.09000000 0.186207223077 Long DBT UST US N 2 2028-02-29 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQCC7 60376.24000000 PA USD 55744.60000000 0.009504396736 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N SBA TOWER TRUST N/A 78403DAP5 100000.00000000 PA USD 90636.66000000 0.015453456935 Long DBT US N 2 2026-01-15 Fixed 1.88000000 N N N N N N Aligned Data Centers Issuers LLC N/A 01627AAD0 530000.00000000 PA USD 499934.16000000 0.085238258032 Long ABS-O CORP US N 2 2048-08-17 Fixed 6.00000000 N N N N N N FS Rialto Issuer Ltd N/A 30323CAE0 694000.00000000 PA USD 664126.08000000 0.113232810843 Long ABS-CBDO CORP KY N 2 2036-11-16 Floating 7.25000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XCT9 57651.18000000 PA USD 61389.40000000 0.010466829307 Long ABS-MBS USGSE US N 2 2028-10-25 Floating 11.34000000 N N N N N N FIDELITY NATL INFO SERV 6WQI0GK1PRFVBA061U48 31620MBY1 540000.00000000 PA USD 499285.52000000 0.085127665582 Long DBT CORP US N 2 2032-07-15 Fixed 5.10000000 N N N N N China CITIC Bank Corp Ltd 300300C1030211000384 000000000 586550.00000000 NS 261664.68000000 0.044613557737 Long EC CORP CN N 2 N N N Illinois State Toll Highway Authority 549300ISBFGI8MJJKM98 452252FH7 150000.00000000 PA USD 151917.05000000 0.025901700150 Long DBT MUN US N 2 2034-01-01 Fixed 6.18000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 98513.61000000 NS USD 98513.61000000 0.016796468776 Long STIV RF US N 1 N N BX Trust 2019-ATL N/A 05608FAL5 602000.00000000 PA USD 591764.01000000 0.100895152631 Long ABS-MBS CORP US N 2 2032-11-15 Floating 6.90000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TU2 1097000.00000000 PA USD 983529.06000000 0.167690689108 Long DBT UST US N 2 2043-08-15 Fixed 4.38000000 N N N N N N GS Mortgage-Backed Securities Trust N/A 36261MAV1 301704.65000000 PA USD 212796.72000000 0.036281621019 Long ABS-MBS CORP US N 2 2051-06-25 Variable 2.75000000 N N N N N N CIFC Funding Ltd 254900JI8OLAMXS6KW67 12554AAY8 640000.00000000 PA USD 612046.72000000 0.104353333742 Long ABS-CBDO CORP KY N 2 2034-04-17 Floating 8.66000000 N N N N N N Retained Vantage Data Centers Issuer, LLC 254900N4NW6XZ9B4HM15 76134KAA2 719000.00000000 PA USD 648691.87000000 0.110601293976 Long ABS-O CORP US N 2 2048-09-15 Fixed 5.00000000 N N N N N N Ballyrock Ltd 254900Y6C4AXEAZ9T124 05875DAN2 260000.00000000 PA USD 255276.58000000 0.043524393283 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 7.63000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400HX4 317000.00000000 PA USD 283761.61000000 0.048381061484 Long DBT CORP US N 2 2053-12-01 Fixed 5.88000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAE5 135000.00000000 PA USD 111368.25000000 0.018988171622 Long DBT US N 2 2030-08-15 Fixed 4.13000000 N N N N N N Octagon Investment Partners 31 LTD 5493003JSU68UU09PZ63 67575XAS0 750000.00000000 PA USD 739268.25000000 0.126044473234 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 7.73000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133L8GH2 123221.39000000 PA USD 105186.81000000 0.017934242485 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 2.00000000 N N N N N N GS Mortgage-Backed Securities Trust N/A 36260DAY6 359227.98000000 PA USD 262646.02000000 0.044780875193 Long ABS-MBS CORP US N 2 2051-03-27 Variable 3.27000000 N N N N N N Fuji Corp/Aichi 353800G4VS3QLM6BSX66 000000000 34942.00000000 NS 526151.33000000 0.089708258445 Long EC CORP JP N 2 N N N Berlin Packaging LLC 549300L1HNHO6QOXHH42 08511LAX6 548800.00000000 PA USD 535178.78000000 0.091247429348 Long LON CORP US N 2 2028-03-11 Variable 9.40000000 N N N N N N Dewolf Park clo, ltd N/A 25211AAJ8 400000.00000000 PA USD 392586.40000000 0.066935575803 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 7.51000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209MNQ3 2106.50000000 PA USD 2107.34000000 0.000359299293 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Magnetite CLO Ltd 54930077HHZ1QV5CPQ30 55955LAQ5 350000.00000000 PA USD 331830.45000000 0.056576749066 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 8.58000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HA2B1 200000.00000000 PA USD 182375.92000000 0.031094906033 Long ABS-MBS USGSE US N 2 2033-02-25 Variable 4.43000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKA9 11000.00000000 PA USD 6816.10000000 0.001162138011 Long DBT CORP US N 2 2051-06-01 Fixed 3.65000000 N N N N N N Bluemountain CLO Ltd N/A 09629TAG3 2000000.00000000 PA USD 1950760.00000000 0.332602565586 Long ABS-CBDO CORP KY N 2 2030-07-30 Floating 7.35000000 N N N N N N Dryden Senior Loan Fund 549300ENU7ZZLTPT3E22 26250UAS4 1200000.00000000 PA USD 1184954.40000000 0.202033501580 Long ABS-CBDO CORP KY N 2 2029-04-15 Floating 7.11000000 N N N N N N Harbor Freight Tools USA, Inc. 549300Y48HLCFTTB4249 41151PAP0 695057.82000000 PA USD 685570.28000000 0.116889024799 Long LON CORP US N 2 2027-10-19 Variable 8.19000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202DA50 5567.25000000 PA USD 5605.89000000 0.000955798456 Long ABS-MBS USGA US N 2 2029-03-20 Fixed 6.00000000 N N N N N N BX Commercial Mortgage Trust 2019-XL N/A 056054AJ8 960500.00000000 PA USD 945972.92000000 0.161287406019 Long ABS-MBS CORP US N 2 2036-10-15 Floating 7.45000000 N N N N N N SLG Office Trust N/A 78449RAC9 3151080.00000000 PA USD 43734.47000000 0.007456681973 Long ABS-MBS CORP US N 2 2041-07-15 Variable 0.26000000 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAA3 89945.20000000 PA USD 81572.45000000 0.013908018490 Long ABS-O CORP US N 2 2060-07-15 Fixed 1.69000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHL8 800000.00000000 PA USD 793062.50000000 0.135216337309 Long DBT UST US N 2 2025-06-30 Fixed 4.63000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AQ6 200000.00000000 PA USD 179620.08000000 0.030625038158 Long DBT CORP US N 2 2033-05-30 Fixed 5.55000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210ART6 144.87000000 PA USD 145.07000000 0.000024734285 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N PetroChina Co Ltd 529900RPY4YG47TRSV05 000000000 107450.00000000 NS 70134.25000000 0.011957817202 Long EC CORP CN N 2 N N N REC Ltd 335800B4YRYWAMIJZ374 000000000 153248.00000000 NS 529702.07000000 0.090313655948 Long EC CORP IN N 2 N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBV6 240000.00000000 PA USD 199194.83000000 0.033962512820 Long DBT CORP US N 2 2030-04-01 Fixed 2.95000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABV6 741000.00000000 PA USD 644719.50000000 0.109924008993 Long DBT CORP US N 2 2029-04-15 Fixed 3.38000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -4509.09000000 -0.00076879518 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 16340000.00000000 SEK 1461167.22000000 USD 2023-11-30 -4509.09000000 N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2V2 800000.00000000 PA USD 672567.60000000 0.114672081286 Long DBT CORP US N 2 2028-03-24 Fixed 2.50000000 N N N N N N Bank N/A 06540JBM3 13863182.74000000 PA USD 750997.72000000 0.128044335757 Long ABS-MBS CORP US N 2 2063-03-15 Variable 1.21000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92553PAU6 1000000.00000000 PA USD 724912.47000000 0.123596827568 Long DBT CORP US N 2 2043-09-01 Fixed 5.85000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209G5W3 2116.29000000 PA USD 2139.68000000 0.000364813230 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CGD7 1500000.00000000 PA USD 1480898.43000000 0.252491653094 Long DBT UST US N 2 2024-12-31 Fixed 4.25000000 N N N N N N Babson CLO Ltd 549300VMZDDY0435KV08 06762LAP3 1250000.00000000 PA USD 1221983.75000000 0.208346967517 Long ABS-CBDO CORP KY N 2 2036-10-15 Floating 7.66000000 N N N N N N BAWAG Group AG 529900S9YO2JHTIIDG38 000000000 54211.00000000 NS 2414578.90000000 0.411683209082 Long EC CORP AT N 2 N N N United States Treasury 254900HROIFWPRGM1V77 91282CFY2 79000.00000000 PA USD 74738.32000000 0.012742806382 Long DBT UST US N 2 2029-11-30 Fixed 3.88000000 N N N N N N Freddie Mac - STACR 5493000ITF7RKPWPZQ19 35566ABD0 1265000.00000000 PA USD 1368304.83000000 0.233294560562 Long ABS-MBS USGSE US N 2 2050-10-25 Floating 10.12000000 N N N N N N NBN CO LTD 2549007CRZ2NT7S96A24 62878U2D3 425000.00000000 PA USD 373722.55000000 0.063719308857 Long DBT CORP AU N 2 2027-01-08 Fixed 1.63000000 N N N N N N CIFC Funding Ltd N/A 12555XAE1 785000.00000000 PA USD 776624.84000000 0.132413733253 Long ABS-CBDO CORP KY N 2 2033-01-16 Floating 7.56000000 N N N N N N DraftKings Inc N/A 26142V105 7632.00000000 NS USD 210795.84000000 0.035940473045 Long EC CORP US N 1 N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 054561AM7 1100000.00000000 PA USD 842382.49000000 0.143625344675 Long DBT CORP US N 2 2048-04-20 Fixed 5.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746RE3 1794000.00000000 PA USD 1786794.11000000 0.304646550657 Long DBT CORP US N 2 2024-01-16 Fixed 4.48000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CGU9 888000.00000000 PA USD 871350.00000000 0.148564275217 Long DBT UST US N 2 2025-03-31 Fixed 3.88000000 N N N N N N CLARIOS GLOBAL LP/US FIN N/A 69867DAA6 608000.00000000 PA USD 593745.68000000 0.101233025320 Long DBT CORP XX N 2 2026-05-15 Fixed 6.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CEF4 860000.00000000 PA USD 796742.97000000 0.135843853644 Long DBT UST US N 2 2027-03-31 Fixed 2.50000000 N N N N N N HEICO CORP 529900O1DTDLCJ7L0I14 422806AA7 540000.00000000 PA USD 521169.91000000 0.088858931479 Long DBT CORP US N 2 2028-08-01 Fixed 5.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHX2 2536600.00000000 PA USD 2489236.91000000 0.424412322693 Long DBT UST US N 2 2028-08-31 Fixed 4.38000000 N N N N N N Sandoz Group AG 5493000JWK6XWFEUD320 000000000 1230.00000000 NS 31978.78000000 0.005452348967 Long EC CORP CH N 1 N N N International Paper Co 824LMFJDH41EY779Q875 460146103 4154.00000000 NS USD 140114.42000000 0.023889363923 Long EC CORP US N 1 N N N JA Solar Technology Co Ltd N/A 000000000 14500.00000000 NS 44418.96000000 0.007573386811 Long EC CORP CN N 2 N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 026874DR5 144000.00000000 PA USD 121323.76000000 0.020685575797 Long DBT CORP US N 2 2030-06-30 Fixed 3.40000000 N N N N N N Long Point Park CLO Ltd 549300639DPKTBUSCC77 542798AG8 1750000.00000000 PA USD 1696075.50000000 0.289179121331 Long ABS-CBDO CORP KY N 2 2030-01-17 Floating 7.36000000 N N N N N N HF Sinclair Corp N/A 403949100 839.00000000 NS USD 46463.82000000 0.007922033330 Long EC CORP US N 1 N N N Deutsche Bank Commercial Mortgage Trust N/A 233063AW6 3351927.22000000 PA USD 195028.53000000 0.033252162972 Long ABS-MBS CORP US N 2 2053-09-15 Variable 1.71000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHB0 370000.00000000 PA USD 358350.78000000 0.061098437946 Long DBT UST US N 2 2026-05-15 Fixed 3.63000000 N N N N N N Hudson Yards N/A 44421LAL6 500000.00000000 PA USD 410250.75000000 0.069947329237 Long ABS-MBS CORP US N 2 2038-08-10 Variable 2.98000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457CJ7 760000.00000000 PA USD 718542.54000000 0.122510761081 Long DBT CORP US N 2 2033-03-15 Fixed 5.65000000 N N N N N N UFC Holdings, LLC 549300JEOTH7UMZ3C491 90266UAJ2 498631.31000000 PA USD 497868.40000000 0.084886048086 Long LON CORP US N 2 2026-04-29 Variable 8.40000000 N N N N N N Metropolitan Transportation Authority 5493000TKYODLXADQD60 59259YDK2 15000.00000000 PA USD 15060.40000000 0.002567782648 Long DBT MUN US N 2 2026-11-15 Fixed 6.20000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCX1 285000.00000000 PA USD 265278.19000000 0.045229657460 Long DBT CORP US N 2 2029-02-01 Fixed 5.47000000 N N N N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 45866FAU8 545000.00000000 PA USD 509161.24000000 0.086811465644 Long DBT CORP US N 2 2027-09-15 Fixed 4.00000000 N N N N N N Carlyle Global Market Strategies N/A 14310MBC0 1000000.00000000 PA USD 957808.00000000 0.163305274938 Long ABS-CBDO CORP KY N 2 2031-04-17 Floating 7.46000000 N N N N N N LKQ CORP DS830JTTZQN6GK0I2E41 501889AD1 250000.00000000 PA USD 242330.92000000 0.041317171621 Long DBT CORP US N 2 2028-06-15 Fixed 5.75000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 054989AA6 265000.00000000 PA USD 257199.26000000 0.043852208238 Long DBT CORP US N 2 2030-08-02 Fixed 6.34000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDM8 479000.00000000 PA USD 387980.66000000 0.066150301889 Long DBT CORP US N 2 2027-01-15 Fixed 4.35000000 N N N N N N Cascade Funding Mortgage Trust N/A 12529UAF7 665323.93000000 PA USD 642852.48000000 0.109605684011 Long ABS-O CORP US N 2 2031-09-22 Fixed 1.39000000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AH0 1045000.00000000 PA USD 790948.17000000 0.134855846228 Long DBT CORP US N 2 2031-01-15 Fixed 3.38000000 N N N N N N Credit Suisse Mortgage Trust N/A 12652XAE3 1000000.00000000 PA USD 733025.90000000 0.124980159005 Long ABS-MBS CORP US N 2 2039-11-13 Variable 3.65000000 N N N N N N Meta Platforms Inc BQ4BKCS1HXDV9HN80Z93 30303M102 2639.00000000 NS USD 795051.53000000 0.135555464870 Long EC CORP US N 1 N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081103 7249.00000000 NS USD 221529.44000000 0.037770540762 Long EC CORP US N 1 N N N BX Commercial Mortgage Trust 2019-XL N/A 056054AG4 748000.00000000 PA USD 739986.15000000 0.126166874442 Long ABS-MBS CORP US N 2 2036-10-15 Floating 6.90000000 N N N N N N Bank N/A 06650AAF4 24854850.22000000 PA USD 565112.30000000 0.096351063597 Long ABS-MBS CORP US N 2 2050-11-15 Variable 0.71000000 N N N N N N Madison Park Funding Ltd N/A 55818MBC0 1200000.00000000 PA USD 1188070.80000000 0.202564844562 Long ABS-CBDO CORP KY N 2 2030-04-19 Floating 7.16000000 N N N N N N UL SOLUTIONS INC 549300F7CUV5ESKV9P71 903731AA5 145000.00000000 PA USD 143709.50000000 0.024502321351 Long DBT CORP US N 2 2028-10-20 Fixed 6.50000000 N N N N N N First Solar Inc 549300NPYMLM4NHTOF27 336433107 11890.00000000 NS USD 1693730.50000000 0.288779301252 Long EC CORP US N 1 N N N HONEYWELL INTERNATIONAL ISRPG12PN4EIEOEMW547 438516CL8 135000.00000000 PA USD 127402.46000000 0.021721987870 Long DBT CORP US N 2 2029-01-15 Fixed 4.25000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343V104 35152.00000000 NS USD 1234889.76000000 0.210547428895 Long EC CORP US N 1 N N N SCF Equipment Trust Llc N/A 783897AC5 173693.07000000 PA USD 170770.49000000 0.029116192202 Long ABS-O CORP US N 2 2028-08-21 Fixed 0.83000000 N N N N N N Great Outdoors Group, LLC 549300IYLDI2E8I2AU46 07014QAN1 500914.77000000 PA USD 496426.57000000 0.084640217559 Long LON CORP US N 2 2028-03-06 Variable 9.40000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NEE7 780000.00000000 PA USD 712993.19000000 0.121564602636 Long DBT CORP US N 2 2033-05-15 Fixed 4.80000000 N N N N N N Experian PLC 635400RXXHHYT1JTSZ26 000000000 27477.00000000 NS 833618.89000000 0.142131159924 Long EC CORP JE N 2 N N N RTX Corp I07WOS4YJ0N7YRFE7309 75513E101 10397.00000000 NS USD 846211.83000000 0.144278243191 Long EC CORP US N 1 N N N Vantage Data Centers LLC N/A 92212KAE6 1145000.00000000 PA USD 1101517.02000000 0.187807514450 Long ABS-O CORP US N 2 2048-03-16 Fixed 6.32000000 N N N N N N CELLNEX TELECOM SA 5493008T4YG3AQUI7P67 000000000 2000000.00000000 PA 1556561.22000000 0.265392080657 Long DBT CORP ES N 2 2031-11-20 Fixed 0.75000000 N N N N N Cellnex Telecom SA EUR XXXX N N N AMERICAN TOWER TRUST I 5493004YGM0MQZJOEJ36 03027WAM4 1705000.00000000 PA USD 1674644.69000000 0.285525190356 Long DBT US N 2 2028-03-15 Fixed 5.49000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202C3X9 5199.54000000 PA USD 5209.03000000 0.000888134235 Long ABS-MBS USGA US N 2 2028-07-20 Fixed 6.00000000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRUST N/A 92936CAU3 191584.30000000 PA USD 178000.97000000 0.030348981575 Long ABS-MBS CORP US N 2 2044-06-15 Variable 4.98000000 N N N N N N Philadelphia Authority for Industrial Development 549300DIY68KQZEW7M79 71781LBH1 575000.00000000 PA USD 588628.19000000 0.100360498559 Long DBT MUN US N 2 2028-10-15 Fixed 6.55000000 N N N N N N SBA TOWER TRUST N/A 78403DAT7 100000.00000000 PA USD 86555.93000000 0.014757696684 Long DBT US N 2 2026-11-15 Fixed 1.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202BU29 2.95000000 PA USD 2.93000000 0.000000499561 Long ABS-MBS USGA US N 2 2023-12-20 Fixed 6.00000000 N N N N N N VONTIER CORP 549300VVSQLG4P5K4639 928881AB7 441000.00000000 PA USD 392908.24000000 0.066990449191 Long DBT CORP US N 2 2026-04-01 Fixed 1.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QST43 71754.44000000 PA USD 68142.53000000 0.011618230998 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCE9 420000.00000000 PA USD 358312.50000000 0.061091911245 Long DBT UST US N 2 2028-05-31 Fixed 1.25000000 N N N N N N Sedgwick Claims Management Services, Inc. 549300BIN4DWJG5VWF64 81527CAP2 909345.83000000 PA USD 905371.99000000 0.154364989380 Long LON CORP US N 2 2028-02-24 Variable 9.07000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHV6 800000.00000000 PA USD 798218.75000000 0.136095472610 Long DBT UST US N 2 2025-08-31 Fixed 5.00000000 N N N N N N Wheels Fleet Lease Funding LLC 549300BSFY0E0XXREF43 96328GBG1 310000.00000000 PA USD 310370.73000000 0.052917888966 Long ABS-O CORP US N 2 2038-08-18 Fixed 6.46000000 N N N N N N CD Commercial Mortgage Trust N/A 12515GAJ6 17840750.80000000 PA USD 411958.99000000 0.070238582393 Long ABS-MBS CORP US N 2 2050-02-10 Variable 0.96000000 N N N N N N AASET 2019-1 Trust 549300TXM3PCKZJKD061 00256DAA0 86461.66000000 PA USD 64843.06000000 0.011055674771 Long ABS-O CORP US N 2 2039-05-15 Fixed 3.84000000 N N N N N N SREIT Trust N/A 78485GAJ3 1450000.00000000 PA USD 1402746.68000000 0.239166860421 Long ABS-MBS CORP US N 2 2036-07-15 Floating 6.47000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJA0 998000.00000000 PA USD 989345.46000000 0.168682379302 Long DBT UST US N 2 2028-09-30 Fixed 4.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202DHG9 1325.61000000 PA USD 1317.63000000 0.000224654554 Long ABS-MBS USGA US N 2 2030-06-20 Fixed 6.00000000 N N N N N N Cinemark USA, Inc. 54930008H2137JSCPQ09 172442AT2 497500.00000000 PA USD 496256.25000000 0.084611178175 Long LON CORP US N 2 2030-05-24 Variable 9.14000000 N N N N N N TRANS-ALLEGHENY INTERSTA N/A 893045AE4 485000.00000000 PA USD 468686.91000000 0.079910634174 Long DBT CORP US N 2 2025-06-01 Fixed 3.85000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWEK5 56000.12000000 PA USD 50118.36000000 0.008545128626 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BA6 1075000.00000000 PA USD 974361.25000000 0.166127586970 Long DBT CORP US N 2 2027-06-15 Fixed 3.25000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AH1 250000.00000000 PA USD 216567.13000000 0.036924472031 Long DBT CORP CH N 2 2027-08-10 Fixed 1.49000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGR4 450000.00000000 PA USD 407399.95000000 0.069461270781 Long DBT CORP US N 2 2028-07-21 Fixed 3.59000000 N N N N N N International Games System Co Ltd N/A 000000000 19450.00000000 NS 374897.02000000 0.063919554780 Long EC CORP TW N 2 N N N ETSY INC 54930089Q7XT501AEA40 29786AAN6 2100000.00000000 PA USD 1546650.00000000 0.263702227882 Long DBT CORP US N 2 2028-06-15 Fixed 0.25000000 N N N N Y Etsy Inc USD XXXX N N N United States Treasury 254900HROIFWPRGM1V77 912810TG3 3791800.00000000 PA USD 2550429.86000000 0.434845657479 Long DBT UST US N 2 2052-05-15 Fixed 2.88000000 N N N N N N NUTRIEN LTD 5493002QQ7GD21OWF963 67077MBA5 105000.00000000 PA USD 100638.11000000 0.017158693833 Long DBT CORP CA N 2 2028-03-27 Fixed 4.90000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -2243.16000000 -0.00038245646 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 4330000.00000000 DKK 612592.96000000 USD 2023-11-30 -2243.16000000 N N N Tamko Building Products, LLC 5493003VQCGZ0AORLH30 87510EAB5 274312.50000000 PA USD 272940.94000000 0.046536148422 Long LON CORP US N 2 2026-06-01 Floating 9.14000000 N N N N N N TRINET GROUP INC 5299003FJVBETSFKE990 896288AC1 300000.00000000 PA USD 290046.00000000 0.049452543489 Long DBT CORP US N 2 2031-08-15 Fixed 7.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CGZ8 89000.00000000 PA USD 82102.50000000 0.013998391468 Long DBT UST US N 2 2030-04-30 Fixed 3.50000000 N N N N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 620076BW8 875000.00000000 PA USD 818750.12000000 0.139596049993 Long DBT CORP US N 2 2032-06-01 Fixed 5.60000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CEW7 1040000.00000000 PA USD 983978.12000000 0.167767253374 Long DBT UST US N 2 2027-06-30 Fixed 3.25000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBZ7 990000.00000000 PA USD 677342.16000000 0.115486138836 Long DBT CORP US N 2 2041-03-25 Fixed 3.65000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAJ2 285000.00000000 PA USD 243645.34000000 0.041541278874 Long DBT US N 2 2030-07-01 Fixed 4.05000000 N N N N N N New Economy Assets Phase 1 Issuer LLC N/A 643821AB7 125000.00000000 PA USD 104036.75000000 0.017738158443 Long ABS-O CORP US N 2 2061-10-20 Fixed 2.41000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAZ8 775000.00000000 PA USD 569014.25000000 0.097016342043 Long DBT CORP US N 2 2050-04-15 Fixed 4.50000000 N N N N N N Ford Credit Auto Lease Trust N/A 345287AG1 1250000.00000000 PA USD 1224601.75000000 0.208793333814 Long ABS-O CORP US N 2 2026-12-15 Fixed 5.54000000 N N N N N N Skyworks Solutions Inc 549300WZ3ORQ2BVKBD96 83088M102 1170.00000000 NS USD 101485.80000000 0.017303224102 Long EC CORP US N 1 N N N IMOLA MERGER CORP N/A 45258LAA5 400000.00000000 PA USD 348712.08000000 0.059455049549 Long DBT CORP US N 2 2029-05-15 Fixed 4.75000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209S103 24925.00000000 NS USD 1001237.25000000 0.170709917217 Long EC CORP US N 1 N N N VICI Properties Inc 254900RKH6RY9KCJQH63 925652109 4655.00000000 NS USD 129874.50000000 0.022143468137 Long EC US N 1 N N N Capgemini SE 96950077L0TN7BAROX36 000000000 5285.00000000 NS 934011.82000000 0.159248050821 Long EC CORP FR N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3129455K0 6432.86000000 PA USD 5768.39000000 0.000983504538 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.00000000 N N N N N N Dallas Fort Worth International Airport N/A 23503CAN7 90000.00000000 PA USD 72077.45000000 0.012289130795 Long DBT MUN US N 2 2051-11-01 Fixed 4.51000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AP8 557000.00000000 PA USD 410261.80000000 0.069949213251 Long DBT CORP US N 2 2031-08-12 Fixed 2.45000000 N N N N N N BCRED BSL CLO 2021-2, Ltd N/A 05553VAC5 775000.00000000 PA USD 761497.95000000 0.129834614129 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 7.43000000 N N N N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 184496AQ0 70000.00000000 PA USD 66529.72000000 0.011343248559 Long DBT CORP US N 2 2031-02-01 Fixed 6.38000000 N N N N N N GS Mortgage-Backed Securities Trust N/A 36260DAS9 464734.80000000 PA USD 354569.04000000 0.060453655181 Long ABS-MBS CORP US N 2 2051-03-27 Variable 3.27000000 N N N N N N TEXAS ELECTRIC MKT STABL N/A 88240TAA9 376312.19000000 PA USD 345989.59000000 0.058990867815 Long DBT CORP US N 2 2034-08-01 Fixed 4.27000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JQ1 946250.00000000 PA USD 674506.64000000 0.115002685604 Long DBT CORP US N 2 2040-07-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209DHA5 1425.43000000 PA USD 1430.74000000 0.000243939692 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Corporation Service Company N/A 22006VAL3 189310.00000000 PA USD 189192.63000000 0.032257148048 Long LON CORP US N 2 2029-11-02 Variable 8.67000000 N N N N N N EXACT SCIENCES CORP 549300VM3X1FYD4N9Z14 30063PAC9 2200000.00000000 PA USD 1817767.36000000 0.309927457798 Long DBT CORP US N 2 2028-03-01 Fixed 0.38000000 N N N N Y Exact Sciences Corp USD XXXX N N N Vinci SA 213800WFQ334R8UXUG83 000000000 6344.00000000 NS 701484.10000000 0.119602314676 Long EC CORP FR N 2 N N N Simon Property Group Inc 529900GQL5X8H7AO3T64 828806109 6015.00000000 NS USD 660988.35000000 0.112697831118 Long EC US N 1 N N N SeaWorld Parks & Entertainment, Inc. 549300UZV72O3371JJ53 78488CAH3 478749.88000000 PA USD 477351.93000000 0.081388011136 Long LON CORP US N 2 2028-08-25 Variable 8.44000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208XEA5 3718.75000000 PA USD 3753.77000000 0.000640013908 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Hayward Industries, Inc. 549300NV8ZMMEDUHQ091 421300AL8 366562.50000000 PA USD 359557.49000000 0.061304180755 Long LON CORP US N 2 2028-05-30 Variable 8.19000000 N N N N N N Gigabyte Technology Co Ltd 2549001BU3CG63KSN047 000000000 5800.00000000 NS 39404.85000000 0.006718486234 Long EC CORP TW N 2 N N N Sapphire Aviation Finance I Limited N/A 80307AAA7 233693.55000000 PA USD 199046.14000000 0.033937161328 Long ABS-O CORP US N 2 2040-03-15 Fixed 3.23000000 N N N N N N Babson CLO Ltd N/A 06762CAU2 1095000.00000000 PA USD 1072342.26000000 0.182833247997 Long ABS-CBDO CORP KY N 2 2033-10-15 Floating 7.61000000 N N N N N N Zoom Video Communications Inc 549300T9GCHU0ODOM055 98980L101 6160.00000000 NS USD 369476.80000000 0.062995412867 Long EC CORP US N 1 N N N JP Morgan Mortgage Trust N/A 465988AS2 3046000.00000000 PA USD 2290429.34000000 0.390515837303 Long ABS-MBS CORP US N 2 2054-04-25 Variable 6.47000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208PQ27 1714.24000000 PA USD 1733.82000000 0.000295614519 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ford Credit Auto Lease Trust N/A 345287AF3 1250000.00000000 PA USD 1228081.00000000 0.209386542346 Long ABS-O CORP US N 2 2026-06-15 Fixed 5.29000000 N N N N N N ABG Intermediate Holdings 2 LLC 54930020NXD0RJB64985 00076VBH2 120370.37000000 PA USD 120069.44000000 0.020471715532 Long LON CORP US N 2 2028-12-21 Fixed 4.00000000 N N N N N N SSAB AB 529900329VS14ZIML164 000000000 69050.00000000 NS 400596.82000000 0.068301344141 Long EC CORP SE N 2 N N N Shiseido Co Ltd 5299008QCD0YDT5OF506 000000000 34800.00000000 NS 1103698.35000000 0.188179428962 Long EC CORP JP N 2 N N N DocuSign Inc 549300Q7PVDWRZ39JG09 256163106 11149.00000000 NS USD 433473.12000000 0.073906719342 Long EC CORP US N 1 N N N Carlyle Global Market Strategies 549300Q4PPEXLDSOKL32 14311NAN4 560000.00000000 PA USD 551991.44000000 0.094113970516 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 7.48000000 N N N N N N CK Hutchison Holdings Ltd 254900Z8HM1VEPOQ2G79 000000000 66950.00000000 NS 338919.89000000 0.057785491266 Long EC CORP KY N 2 N N N Unicharm Corp 353800UQ4BZIJTAQEG85 000000000 2700.00000000 NS 91742.97000000 0.015642081648 Long EC CORP JP N 2 N N N Merit N/A 55293BAF2 225000.00000000 PA USD 218513.61000000 0.037256344861 Long ABS-MBS CORP US N 2 2038-07-15 Floating 6.50000000 N N N N N N TERRAFORM POWER OPERATIN 5493000S2OLR3UT5BE13 88104LAG8 575000.00000000 PA USD 484725.63000000 0.082645219372 Long DBT CORP US N 2 2030-01-15 Fixed 4.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KJ74 3760.46000000 PA USD 3805.31000000 0.000648801425 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 7.00000000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAP9 955000.00000000 PA USD 948966.50000000 0.161797808318 Long DBT CORP US N 2 2028-06-15 Fixed 7.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHE4 529000.00000000 PA USD 503252.58000000 0.085804045216 Long DBT UST US N 2 2028-05-31 Fixed 3.63000000 N N N N N N B&M European Value Retail SA 213800UK7ZRLY2K1X530 000000000 39600.00000000 NS 254934.52000000 0.043466072406 Long EC CORP LU N 2 N N N ORGANON & CO/ORG N/A 68622TAA9 465000.00000000 PA USD 401639.47000000 0.068479114889 Long DBT CORP US N 2 2028-04-30 Fixed 4.13000000 N N N N N N Chiba Bank Ltd/The FGJPAKKCTZVSKZXNBS63 000000000 223900.00000000 NS 1667728.02000000 0.284345905263 Long EC CORP JP N 2 N N N United States Treasury 254900HROIFWPRGM1V77 91282CGX3 1100000.00000000 PA USD 1078515.63000000 0.183885801207 Long DBT UST US N 2 2025-04-30 Fixed 3.88000000 N N N N N N Lawson Inc 529900IWO8XQO92PR233 000000000 1000.00000000 NS 48174.17000000 0.008213646238 Long EC CORP JP N 1 N N N Dollar Tree Inc 549300PMSTQITB1WHR43 256746AH1 800000.00000000 PA USD 736721.41000000 0.125610239644 Long DBT CORP US N 2 2028-05-15 Fixed 4.20000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBZ2 765000.00000000 PA USD 713256.33000000 0.121609467734 Long DBT US N 2 2033-03-15 Fixed 5.65000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210QSW3 6235.57000000 PA USD 6294.38000000 0.001073185290 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N ALM Loan Funding N/A 00166FAG1 1500000.00000000 PA USD 1491544.50000000 0.254306797036 Long ABS-CBDO CORP KY N 2 2029-10-15 Floating 7.51000000 N N N N N N Verisure Holding AB 549300VQQCWGISM3N408 000000000 430000.00000000 PA 443417.45000000 0.075602217338 Long LON CORP SE N 2 2028-03-27 Floating 6.97000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VAX8 297836.68000000 PA USD 287412.40000000 0.049003517409 Long LON CORP US N 2 2026-12-23 Variable 8.69000000 N N N N N N Realtek Semiconductor Corp 5299002E7F36O00MYY75 000000000 32987.00000000 NS 411112.51000000 0.070094258427 Long EC CORP TW N 2 N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EF8 192000.00000000 PA USD 187768.32000000 0.032014304664 Long DBT CORP US N 2 2031-01-01 Fixed 6.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHC62 8440.58000000 PA USD 7496.44000000 0.001278135278 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 4.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 08160BAF1 27818659.93000000 PA USD 465283.78000000 0.079330404023 Long ABS-MBS CORP US N 2 2051-07-15 Variable 0.46000000 N N N N N N TRINET GROUP INC 5299003FJVBETSFKE990 896288AA5 540000.00000000 PA USD 445853.22000000 0.076017513608 Long DBT CORP US N 2 2029-03-01 Fixed 3.50000000 N N N N N N Merck KGaA 529900OAREIS0MOPTW25 000000000 6449.00000000 NS 974046.62000000 0.166073942880 Long EC CORP DE N 2 N N N Magnetite CLO Ltd 549300WFCL37N4TDUR08 55955HAA9 870000.00000000 PA USD 858568.20000000 0.146384991516 Long ABS-CBDO CORP KY N 2 2032-01-25 Floating 11.99000000 N N N N N N DUKE ENERGY PROGRESS LLC 0NIFZ782LS46WOC9QK20 26442UAQ7 255000.00000000 PA USD 241458.25000000 0.041168382287 Long DBT CORP US N 2 2033-03-15 Fixed 5.25000000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AC7 1280000.00000000 PA USD 1141094.40000000 0.194555416871 Long DBT US N 2 2030-02-15 Fixed 4.95000000 N N N N N N GENTING NY LLC/GENNY CAP N/A 37255JAA0 800000.00000000 PA USD 716043.98000000 0.122084759181 Long DBT CORP US N 2 2026-02-15 Fixed 3.30000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CY9 685000.00000000 PA USD 642893.02000000 0.109612596039 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N Diageo PLC 213800ZVIELEA55JMJ32 000000000 29239.00000000 NS 1105701.26000000 0.188520923049 Long EC CORP GB N 2 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFB6 529000.00000000 PA USD 481206.05000000 0.082045134617 Long DBT CORP US N 2 2038-01-19 Fixed 5.95000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAY7 450000.00000000 PA USD 378135.00000000 0.064471627026 Long DBT CORP US N 2 2028-07-15 Fixed 2.45000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AM2 452000.00000000 PA USD 374891.78000000 0.063918661365 Long DBT CORP US N 2 2038-04-15 Fixed 4.38000000 N N N N N N CIFC Funding Ltd N/A 12560EAS5 835000.00000000 PA USD 812095.95000000 0.138461520880 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 7.68000000 N N N N N N LBM Acquisition LLC 549300FAEB3VWZL4NI86 50179JAB4 596750.62000000 PA USD 566913.09000000 0.096658096433 Long LON CORP US N 2 2027-12-17 Variable 9.17000000 N N N N N N II-VI Incorporated 549300O5C25A0MMHHU33 45173JAQ7 338236.16000000 PA USD 337072.63000000 0.057470535343 Long LON CORP US N 2 2029-07-02 Variable 8.19000000 N N N N N N Swire Pacific Ltd 549300KZOZHII0DGF611 000000000 49600.00000000 NS 316836.72000000 0.054020333584 Long EC CORP HK N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCUV8 17251.95000000 PA USD 14723.82000000 0.002510396105 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 2.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHD6 3850000.00000000 PA USD 3794205.07000000 0.646908046424 Long DBT UST US N 2 2025-05-31 Fixed 4.25000000 N N N N N N ITC HOLDINGS CORP 549300HTO5U9D3SLE207 465685AS4 775000.00000000 PA USD 718915.98000000 0.122574432215 Long DBT CORP US N 2 2033-06-01 Fixed 5.40000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401BG2 200000.00000000 PA USD 189797.74000000 0.032360318679 Long DBT CORP CH N 2 2034-09-22 Fixed 6.30000000 N N N N N N Ziggo Financing Partnership N/A 000000000 500000.00000000 PA USD 488815.00000000 0.083342452734 Long LON CORP US N 2 2028-04-30 Variable 7.95000000 N N N N N N Hannon Armstrong Sustainable Infrastructure Capital Inc 254900ZZRL7MWL1X8E92 41068X100 76964.00000000 NS USD 1319162.96000000 0.224915922472 Long EC US N 1 N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBS8 160000.00000000 PA USD 159231.28000000 0.027148768812 Long DBT CORP US N 2 2025-09-01 Fixed 5.75000000 N N N N N N Kotobuki Spirits Co Ltd N/A 000000000 4000.00000000 NS 53115.90000000 0.009056206100 Long EC CORP JP N 2 N N N Utility Debt Securitization Authority N/A 91802RAW9 34000.00000000 PA USD 33911.14000000 0.005781814352 Long DBT MUN US N 2 2025-12-15 Fixed 3.44000000 N N N N N N Ingersoll-Rand Services Company 549300YHGS5RRRQQ4T26 365556AU3 33404.68000000 PA USD 33431.40000000 0.005700019177 Long LON CORP US N 2 2027-03-01 Variable 7.17000000 N N N N N N SFAVE Commercial Mortgage Securities Trust 549300FIGODFFTOAAU64 78413MAE8 125000.00000000 PA USD 84583.35000000 0.014421373831 Long ABS-MBS CORP US N 2 2043-01-05 Variable 4.14000000 N N N N N N GCAT N/A 36168MAC7 1127228.72000000 PA USD 988292.71000000 0.168502886514 Long ABS-MBS CORP US N 2 2067-04-25 Variable 4.35000000 N N N N N N Progress Residential Trust N/A 74331FAG6 820000.00000000 PA USD 721653.96000000 0.123041254978 Long ABS-O CORP US N 2 2038-04-17 Fixed 1.81000000 N N N N N N AES Corp/The 2NUNNB7D43COUIRE5295 00130H105 207694.00000000 NS USD 3094640.60000000 0.527633026680 Long EC CORP US N 1 N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807102 1943.00000000 NS USD 915988.49000000 0.156175091667 Long EC CORP US N 1 N N N EQUITABLE FINANCIAL LIFE 635400B4JJBON4TCHF02 29449WAB3 350000.00000000 PA USD 292877.13000000 0.049935248231 Long DBT CORP US N 2 2027-08-27 Fixed 1.40000000 N N N N N N NVR Inc 529900RWXR4JI3JYTV70 62944T105 314.00000000 NS USD 1699562.68000000 0.289773681920 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209RTA1 145.81000000 PA USD 145.88000000 0.000024872389 Long ABS-MBS USGA US N 2 2030-07-15 Fixed 8.00000000 N N N N N N Textron Inc 3PPKBHUG1HD6BO7RNR87 883203BV2 350000.00000000 PA USD 340133.62000000 0.057992430977 Long DBT CORP US N 2 2025-03-01 Fixed 3.88000000 N N N N N N Tongwei Co Ltd 3003009CW4QYMCG0BH89 000000000 48000.00000000 NS 179293.68000000 0.030569387295 Long EC CORP CN N 2 N N N United States Treasury 254900HROIFWPRGM1V77 91282CHW4 190200.00000000 PA USD 181641.00000000 0.030969602932 Long DBT UST US N 2 2030-08-31 Fixed 4.13000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202DDL2 7594.47000000 PA USD 7639.06000000 0.001302451841 Long ABS-MBS USGA US N 2 2029-09-20 Fixed 6.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHF1 161000.00000000 PA USD 150604.18000000 0.025677857171 Long DBT UST US N 2 2030-05-31 Fixed 3.75000000 N N N N N N Tricon Residential N/A 89616WAA6 345000.00000000 PA USD 332587.25000000 0.056705782685 Long ABS-O CORP US N 2 2040-07-17 Fixed 5.10000000 N N N N N N First Brands Group, LLC N/A 31935HAG2 159597.99000000 PA USD 157004.52000000 0.026769108532 Long LON CORP US N 2 2027-03-30 Variable 10.88000000 N N N N N N Humana Inc 529900YLDW34GJAO4J06 444859102 557.00000000 NS USD 291695.33000000 0.049733752551 Long EC CORP US N 1 N N N NNN REIT Inc 5493008JKH5SOTI0JS97 637417106 7845.00000000 NS USD 285008.85000000 0.048593714616 Long EC US N 1 N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044101 10307.00000000 NS USD 467628.59000000 0.079730191707 Long EC CORP US N 1 N N N SRS Distribution Inc. 549300ZQ3XP75BCYM468 78466YAN8 464312.50000000 PA USD 452704.69000000 0.077185682168 Long LON CORP US N 2 2028-06-02 Variable 8.94000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209EYB2 2929.37000000 PA USD 2892.10000000 0.000493100063 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AW7 80000.00000000 PA USD 81379.91000000 0.013875190619 Long DBT CORP US N 2 2029-11-15 Fixed 6.95000000 N N N N N N Pinterest Inc N/A 72352L106 12003.00000000 NS USD 358649.64000000 0.061149393267 Long EC CORP US N 1 N N N TIS Inc 35380064HYEZXBQHDF07 000000000 7500.00000000 NS 160611.26000000 0.027384053977 Long EC CORP JP N 2 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36212FTN4 2526.33000000 PA USD 2522.69000000 0.000430116039 Long ABS-MBS USGA US N 2 2030-08-15 Fixed 8.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQJ63 60066.43000000 PA USD 55521.88000000 0.009466423206 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.00000000 N N N N N N Belron Finance US LLC N/A 08078UAH6 149625.00000000 PA USD 149719.26000000 0.025526979225 Long LON CORP LU N 2 2029-04-18 Variable 8.25000000 N N N N N N Huadian Power International Corp Ltd 529900207FCOKWBDRE79 000000000 315200.00000000 NS 211480.03000000 0.036057126734 Long EC CORP CN N 1 N N N Canadian National Railway Co 3SU7BEP7TH9YEQOZCS77 136375102 10395.00000000 NS 1099879.83000000 0.187528375245 Long EC CORP CA N 1 N N N BNP PARIBAS ISSUANCE BV 7245009UXRIGIRYOBR48 000000000 5974.00000000 NS USD 5026187.46000000 0.856959771737 N/A DE NL N 2 N/A N/A Call Purchased Broadcom, Inc. Broadcom, Inc. 1.00000000 1.00000000 USD 2023-12-20 XXXX -39247.19000000 N N N Mileage Plus Holdings LLC N/A 59921PAB2 172500.00000000 PA USD 177509.40000000 0.030265169398 Long LON CORP US N 2 2027-06-21 Variable 10.80000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KJL3 62087.50000000 PA USD 64006.80000000 0.010913093304 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 7.00000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636ABF7 750000.00000000 PA USD 746671.43000000 0.127306707779 Long DBT CORP DK N 2 2026-01-09 Fixed 6.47000000 N N N N N N COLUMBIA PIPELINES OPCO N/A 19828TAA4 90000.00000000 PA USD 87014.39000000 0.014835863641 Long DBT CORP US N 2 2030-08-15 Fixed 5.93000000 N N N N N N FLUOR CORP CQ7WZ4NOFWT7FAE6Q943 343412AH5 1427000.00000000 PA USD 1371347.00000000 0.233813247405 Long DBT CORP US N 2 2029-08-15 Fixed 1.13000000 N N N N N Fluor Corp USD XXXX N N Clarios Global LP 549300474L1ZLXZY2P98 000000000 565000.00000000 PA USD 563587.50000000 0.096091086772 Long LON CORP CA N 2 2030-05-06 Variable 9.07000000 N N N N N N Life Financial Services Trust N/A 53218CAA8 98297.02000000 PA USD 96244.09000000 0.016409517960 Long ABS-MBS CORP US N 2 2038-03-15 Floating 6.15000000 N N N N N N Taiwan Semiconductor Manufacturing Co Ltd 549300KB6NK5SBD14S87 000000000 95747.00000000 NS 1563788.45000000 0.266624315909 Long EC CORP TW N 2 N N N United States Treasury 254900HROIFWPRGM1V77 91282CGB1 18600.00000000 PA USD 17584.27000000 0.002998099876 Long DBT UST US N 2 2029-12-31 Fixed 3.88000000 N N N N N N MatsukiyoCocokara & Co N/A 000000000 3300.00000000 NS 57887.88000000 0.009869823763 Long EC CORP JP N 2 N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAR6 600000.00000000 PA USD 591850.61000000 0.100909917842 Long DBT CORP FR N 2 2029-10-19 Fixed 6.71000000 N N N N N N METROPOLITAN EDISON CO N/A 591894CE8 20000.00000000 PA USD 19307.13000000 0.003291845727 Long DBT CORP US N 2 2028-04-01 Fixed 5.20000000 N N N N N N Roku Inc 549300KR6ITU0YIR1T71 77543R102 1881.00000000 NS USD 112051.17000000 0.019104608777 Long EC CORP US N 1 N N N KDDI Corp 5299003FU7V4I45FU310 000000000 101211.00000000 NS 3027699.20000000 0.516219587106 Long EC CORP JP N 2 N N N United States Treasury 254900HROIFWPRGM1V77 91282CHK0 1195000.00000000 PA USD 1154155.27000000 0.196782281719 Long DBT UST US N 2 2028-06-30 Fixed 4.00000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBX2 2137000.00000000 PA USD 2080732.49000000 0.354762740917 Long DBT CORP US N 2 2026-04-15 Fixed 4.13000000 N N N N Y Duke Energy Corp. USD XXXX N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BJ1 175000.00000000 PA USD 170839.61000000 0.029127977090 Long DBT CORP US N 2 2028-11-01 Fixed 5.65000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CE8 770000.00000000 PA USD 749001.95000000 0.127704059032 Long DBT CORP US N 2 2028-02-10 Fixed 4.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CEQ0 1215000.00000000 PA USD 1170718.95000000 0.199606372055 Long DBT UST US N 2 2025-05-15 Fixed 2.75000000 N N N N N N Hongkong Land Holdings Ltd 213800XCHYNRPAYGXW28 000000000 94100.00000000 NS USD 298458.95000000 0.050886942777 Long EC CORP BM N 2 N N N Builders FirstSource Inc 549300W0SKP6L3H7DP63 12008R107 14739.00000000 NS USD 1599476.28000000 0.272709054072 Long EC CORP US N 1 N N N Neuberger Berman CLO Ltd 549300SM4FYZ8US63U33 64133RAN6 990000.00000000 PA USD 962517.60000000 0.164108256875 Long ABS-CBDO CORP KY N 2 2035-10-20 Floating 7.68000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHQ7 1133500.00000000 PA USD 1100070.60000000 0.187560901333 Long DBT UST US N 2 2028-07-31 Fixed 4.13000000 N N N N N N Seven & i Holdings Co Ltd 52990037G8JRM3TWGY86 000000000 5300.00000000 NS 194185.11000000 0.033108360733 Long EC CORP JP N 2 N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HDB8 135000.00000000 PA USD 135041.09000000 0.023024366397 Long DBT CORP US N 2 2027-10-29 Fixed 7.15000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KJT6 1291.58000000 PA USD 1322.46000000 0.000225478064 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPZS0 33295.38000000 PA USD 29535.34000000 0.005035744970 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4.00000000 N N N N N N AppLovin Corp 549300LLVXMUAOL3SQ07 03831W108 7257.00000000 NS USD 264445.08000000 0.045087613066 Long EC CORP US N 1 N N N Automatic Data Processing Inc HGBOLILQXWER4SAL2I23 053015103 3347.00000000 NS USD 730382.34000000 0.124529434755 Long EC CORP US N 1 N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 000000000 99750.00000000 PA USD 97879.69000000 0.016688386071 Long LON CORP PA N 2 2027-08-08 Variable 8.34000000 N N N N N N Neuberger Berman CLO Ltd 5493007OZE2103TZO049 64132JAQ8 1250000.00000000 PA USD 1235615.00000000 0.210671081566 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 7.23000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHH7 129000.00000000 PA USD 126414.96000000 0.021553620140 Long DBT UST US N 2 2026-06-15 Fixed 4.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFZ9 1468000.00000000 PA USD 1414612.97000000 0.241190050612 Long DBT UST US N 2 2027-11-30 Fixed 3.88000000 N N N N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 184496AP2 406000.00000000 PA USD 363406.13000000 0.061960369900 Long DBT CORP US N 2 2029-07-15 Fixed 5.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPXT9 15733.58000000 PA USD 14081.52000000 0.002400884618 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KQWQ5 72195.71000000 PA USD 68599.87000000 0.011696206996 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.50000000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAE3 360000.00000000 PA USD 339623.41000000 0.057905440699 Long DBT CORP US N 2 2030-01-15 Fixed 6.25000000 N N N N N N STARWOOD MORTGAGE RESIDENTIAL TRUST N/A 78474LAJ5 1210000.00000000 PA USD 1171664.05000000 0.199767510629 Long ABS-O CORP US N 2 2024-01-17 Floating 7.45000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 04505AAA7 400000.00000000 PA USD 358673.64000000 0.061153485242 Long DBT CORP US N 2 2032-08-11 Fixed 5.50000000 N N N N N N GRAY OAK PIPELINE LLC N/A 38937LAB7 40000.00000000 PA USD 35300.34000000 0.006018671517 Long DBT CORP US N 2 2027-10-15 Fixed 3.45000000 N N N N N N Magnetite CLO Ltd 54930077HHZ1QV5CPQ30 55955LAN2 400000.00000000 PA USD 388000.00000000 0.066153599339 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 7.58000000 N N N N N N Morgan Stanley & Co. LLC 549300BI6Y5SI6BYPB26 61747C707 295540.88000000 NS USD 295540.88000000 0.050389414855 Long STIV RF US N 1 N N Boston Beer Co Inc/The 529900Q02MQ0DCQNRM58 100557107 374.00000000 NS USD 124897.30000000 0.021294860677 Long EC CORP US N 1 N N N KNDL Mortgage Trust N/A 482598AL3 920000.00000000 PA USD 909564.07000000 0.155079734691 Long ABS-MBS CORP US N 2 2036-05-15 Floating 6.88000000 N N N N N N Setanta Aircraft Leasing Designated Activity Company N/A 000000000 350000.00000000 PA USD 349618.50000000 0.059609593223 Long LON CORP IE N 2 2028-11-05 Variable 7.65000000 N N N N N N Fannie Mae - CAS N/A 20754DAB3 1235000.00000000 PA USD 1245411.42000000 0.212341361060 Long ABS-MBS USGSE US N 2 2042-04-25 Floating 8.32000000 N N N N N N PFIZER INVESTMENT ENTER 5493000FQO8XF9C0RT95 716973AF9 530000.00000000 PA USD 467411.78000000 0.079693225826 Long DBT CORP SG N 2 2043-05-19 Fixed 5.11000000 N N N N N N UNITED WHOLESALE MTGE LL 549300HW662MN1WU8550 913229AC4 675000.00000000 PA USD 614202.75000000 0.104720934630 Long DBT CORP US N 2 2027-06-15 Fixed 5.75000000 N N N N N N Novartis AG 5493007HIVTX6SY6XD66 000000000 15586.00000000 NS 1459154.41000000 0.248784320138 Long EC CORP CH N 2 N N N GTCR W MERGER SUB LLC N/A 92943EAB2 220000.00000000 PA USD 218257.60000000 0.037212695420 Long LON CORP US N 2 2030-09-20 None 0.00000000 N N N N N N Kimberly-Clark Corp MP3J6QPYPGN75NVW2S34 494368103 930.00000000 NS USD 111265.20000000 0.018970601704 Long EC CORP US N 1 N N N Firstkey Homes Trust N/A 33767JAE2 650000.00000000 PA USD 588382.60000000 0.100318625718 Long ABS-O CORP US N 2 2037-10-19 Fixed 1.67000000 N N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 000000000 11750.00000000 NS 123753.54000000 0.021099850778 Long EC CORP FI N 2 N N N Amentum Government Services Holdings LLC 5493008CT6B5L54YSE94 57776DAE3 103687.50000000 PA USD 101192.78000000 0.017253264495 Long LON CORP US N 2 2029-02-15 Variable 9.33000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPYA0 87499.93000000 PA USD 78311.39000000 0.013352011128 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYA6 495000.00000000 PA USD 439659.51000000 0.074961492449 Long DBT CORP US N 2 2027-03-09 Fixed 1.43000000 N N N N N N AIA Group Ltd ZP5ILWVSYE4LJGMMVD57 000000000 289322.00000000 NS 2512415.20000000 0.428364197204 Long EC CORP HK N 2 N N N VIDEOTRON LTD 549300LW4GNJRBECSD81 92660FAN4 250000.00000000 PA USD 209454.79000000 0.035711825405 Long DBT CORP CA N 2 2029-06-15 Fixed 3.63000000 N N N N N N Kraft Heinz Co/The 9845007488EC87F5AF14 500754106 28627.00000000 NS USD 900605.42000000 0.153552294117 Long EC CORP US N 1 N N N VAR ENERGI ASA 549300LIVN3FFOJN2K47 92212WAE0 200000.00000000 PA USD 206306.00000000 0.035174959962 Long DBT CORP NO N 2 2032-11-15 Fixed 8.00000000 N N N N N N Belron Finance US LLC N/A 08078UAD5 238721.74000000 PA USD 238721.74000000 0.040701810158 Long LON CORP US N 2 2025-11-13 Variable 7.88000000 N N N N N N STARWOOD MORTGAGE RESIDENTIAL TRUST N/A 78474LAG1 935000.00000000 PA USD 905226.80000000 0.154340234635 Long ABS-O CORP US N 2 2024-01-17 Floating 7.15000000 N N N N N N Ayala Land Inc 254900EWT10TQ6DKTV34 000000000 3410837.00000000 NS 1678306.37000000 0.286149503015 Long EC CORP PH N 2 N N N LCM Ltd Partnership 549300FY8UGGJMQNCO13 50189PAN2 931334.00000000 PA USD 893746.29000000 0.152382819535 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 7.98000000 N N N N N N Metropolitan Transportation Authority 5493000TKYODLXADQD60 59259YGF0 195000.00000000 PA USD 196339.61000000 0.033475700758 Long DBT MUN US N 2 2040-11-15 Fixed 6.81000000 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BM0 295000.00000000 PA USD 228947.79000000 0.039035361776 Long DBT CORP US N 2 2052-04-01 Fixed 4.13000000 N N N N N N Freddie Mac - STACR 5493000IS4CDPWRMWB65 35564KWS4 597153.90000000 PA USD 604803.44000000 0.103118361981 Long ABS-MBS USGSE US N 2 2042-05-25 Floating 7.52000000 N N N N N N VAR ENERGI ASA 549300LIVN3FFOJN2K47 92212WAD2 445000.00000000 PA USD 455312.24000000 0.077630266750 Long DBT CORP NO N 2 2028-01-15 Fixed 7.50000000 N N N N N N Shenzhen Mindray Bio-Medical Electronics Co Ltd N/A 000000000 35400.00000000 NS 1383603.80000000 0.235903019148 Long EC CORP CN N 2 N N N BayCurrent Consulting Inc N/A 000000000 3200.00000000 NS 80341.59000000 0.013698158131 Long EC CORP JP N 2 N N N AT&T Inc 549300Z40J86GGSTL398 00206RGQ9 225000.00000000 PA USD 202091.72000000 0.034456429573 Long DBT CORP US N 2 2030-02-15 Fixed 4.30000000 N N N N N N BOOZ ALLEN HAMILTON INC 549300D7XCH2480XU542 09951LAA1 475000.00000000 PA USD 423049.25000000 0.072129460271 Long DBT CORP US N 2 2028-09-01 Fixed 3.88000000 N N N N N N Blackhawk Network Holdings, Inc 549300LFU3K8UIR03132 09238FAK7 484620.80000000 PA USD 480201.06000000 0.081873784859 Long LON CORP US N 2 2025-06-15 Variable 8.17000000 N N N N N N Telenet Financing USD LLC N/A 000000000 750000.00000000 PA USD 727582.50000000 0.124052064926 Long LON CORP US N 2 2028-04-30 Variable 7.45000000 N N N N N N Momentive Performance Materials Inc. H2OFQI2FJX0T8IHKL414 60877JAG7 497500.00000000 PA USD 472625.00000000 0.080582074453 Long LON CORP US N 2 2028-03-29 Variable 9.82000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46652BBJ7 1195000.00000000 PA USD 860400.00000000 0.146697311524 Long ABS-MBS CORP US N 2 2037-01-16 Fixed 3.62000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636ABE0 400000.00000000 PA USD 398901.88000000 0.068012358621 Long DBT CORP DK N 2 2026-09-22 Fixed 6.26000000 N N N N N N Hanesbrands, Inc. GX5LWVWZLL5S4W1L2F20 410346AX8 328350.00000000 PA USD 323835.19000000 0.055213565493 Long LON CORP US N 2 2030-03-08 Variable 9.07000000 N N N N N N GS Mortgage-Backed Securities Trust N/A 36260RBD0 467268.81000000 PA USD 305490.77000000 0.052085860826 Long ABS-MBS CORP US N 2 2051-05-25 Variable 2.77000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKB7 24000.00000000 PA USD 14543.15000000 0.002479592057 Long DBT CORP US N 2 2060-06-01 Fixed 3.85000000 N N N N N N SkyMiles IP Ltd. 2549008L7P4I8VB90936 24736CBS2 236000.00000000 PA USD 241458.68000000 0.041168455602 Long LON CORP KY N 2 2027-10-20 Variable 9.17000000 N N N N N N Bluemountain CLO Ltd N/A 09629VAE3 1200000.00000000 PA USD 1177100.40000000 0.200694402690 Long ABS-CBDO CORP KY N 2 2031-08-15 Floating 7.33000000 N N N N N N Deutsche Bank Commercial Mortgage Trust N/A 23312VAG1 7628655.98000000 PA USD 231629.64000000 0.039492614432 Long ABS-MBS CORP US N 2 2049-08-10 Variable 1.41000000 N N N N N N JP Morgan Mortgage Trust N/A 46654ACD9 757246.40000000 PA USD 444037.70000000 0.075707969323 Long ABS-MBS CORP US N 2 2051-12-25 Variable 2.83000000 N N N N N N CENTERPOINT ENERGY RES 2JADVB0458J06WCD4N56 15189YAG1 521000.00000000 PA USD 509515.29000000 0.086871830804 Long DBT CORP US N 2 2028-03-01 Fixed 5.25000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FWHV5 5551157.83000000 PA USD 394213.81000000 0.067213047527 Long ABS-MBS USGSE US N 2 2030-07-25 Variable 1.42000000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933Y105 690.00000000 NS USD 70863.00000000 0.012082068324 Long EC CORP US N 1 N N N Turkiye Petrol Rafinerileri AS 789000RCNG97UV50EE03 000000000 89350.00000000 NS 448272.03000000 0.076429918215 Long EC CORP TR N 2 N N N Buttermilk Park CLO Ltd N/A 124166AE9 1750000.00000000 PA USD 1727999.00000000 0.294622045116 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 7.31000000 N N N N N N Brookfield Renewable Corp N/A 11284V105 93569.00000000 NS USD 2129630.44000000 0.363099790899 Long EC CORP CA N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912828Z78 843000.00000000 PA USD 758206.05000000 0.129273348578 Long DBT UST US N 2 2027-01-31 Fixed 1.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFE6 985000.00000000 PA USD 951217.57000000 0.162181613429 Long DBT UST US N 2 2025-08-15 Fixed 3.13000000 N N N N N N Colgate-Palmolive Co YMEGZFW4SBUSS5BQXF88 194162103 10418.00000000 NS USD 782600.16000000 0.133432519143 Long EC CORP US N 1 N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 8426EPAG3 200000.00000000 PA USD 190787.87000000 0.032529134821 Long DBT CORP US N 2 2033-09-15 Fixed 5.75000000 N N N N N N INTACT FINANCIAL CORP 5493009LXGE7Y4U9OY43 45823TAL0 385000.00000000 PA USD 357450.50000000 0.060944941135 Long DBT CORP CA N 2 2032-09-22 Fixed 5.46000000 N N N N N N Equity LifeStyle Properties Inc 529900PEQG66LENB6798 29472R108 50377.00000000 NS USD 3314806.60000000 0.565171102330 Long EC US N 1 N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22535WAJ6 703000.00000000 PA USD 691247.18000000 0.117856930387 Long DBT CORP FR N 2 2029-10-03 Fixed 6.32000000 N N N N N N Dupont De Nemours Inc 5493004JF0SDFLM8GD76 26078JAF7 575000.00000000 PA USD 501750.99000000 0.085548025671 Long DBT CORP US N 2 2048-11-15 Fixed 5.42000000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAK7 275000.00000000 PA USD 263366.14000000 0.044903654910 Long DBT CORP US N 2 2028-04-15 Fixed 5.50000000 N N N N N N BARNES GROUP INC G1MSYD2DQZX30V5DMX12 067809AL7 330000.00000000 PA USD 325601.10000000 0.055514651324 Long LON CORP US N 2 2030-09-03 Variable 8.42000000 N N N N N N MIZUHO MARKETS CAYMAN 549300KHUXLS6Q30KT26 6068FR824 47535.00000000 NS USD 4738788.82000000 0.807958600393 N/A DE KY N 2 N/A N/A Call Purchased Ares Management Corp. Ares Management Corp. 1.00000000 1.00000000 USD 2023-12-20 XXXX -347456.18000000 N N N Bunge Ltd 5493007M0RIN8HY3MM77 000000000 912.00000000 NS USD 96653.76000000 0.016479366272 Long EC CORP BM N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912810TT5 555300.00000000 PA USD 478685.95000000 0.081615460169 Long DBT UST US N 2 2053-08-15 Fixed 4.13000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEK4 25000.00000000 PA USD 20145.87000000 0.003434850031 Long DBT CORP US N 2 2052-05-15 Fixed 4.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208YXW4 4825.62000000 PA USD 4818.56000000 0.000821559504 Long ABS-MBS USGA US N 2 2030-05-15 Fixed 8.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202DHT1 13766.47000000 PA USD 13605.05000000 0.002319646976 Long ABS-MBS USGA US N 2 2030-04-20 Fixed 6.00000000 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 73358XCN0 80000.00000000 PA USD 46104.91000000 0.007860839545 Long DBT MUN US N 2 2060-07-15 Fixed 3.18000000 N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHJ3 444000.00000000 PA USD 415070.63000000 0.070769113800 Long DBT UST US N 2 2030-06-30 Fixed 3.75000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BS0 460000.00000000 PA USD 469969.12000000 0.080129249655 Long DBT CORP LR N 2 2029-01-15 Fixed 8.25000000 N N N N N N SS&C European Holdings Sarl 549300KY09TR3J12JU49 78466DBE3 194743.44000000 PA USD 194574.01000000 0.033174667782 Long LON CORP US N 2 2025-04-16 Variable 7.19000000 N N N N N N Dryden Senior Loan Fund 549300XS2BVK8BZTXN05 26246BAS3 1300000.00000000 PA USD 1199851.90000000 0.204573509946 Long ABS-CBDO CORP KY N 2 2035-10-15 Floating 8.86000000 N N N N N N Royalty Pharma PLC 549300FGFN7VOK8BZR03 000000000 3301.00000000 NS USD 88697.87000000 0.015122895242 Long EC CORP GB N 1 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCC8 140000.00000000 PA USD 108333.25000000 0.018470707256 Long DBT CORP US N 2 2032-04-22 Fixed 2.58000000 N N N N N N CSC Holdings, LLC 3HG2WD2W22M120IUNG49 64072UAM4 478526.78000000 PA USD 446226.22000000 0.076081109723 Long LON CORP US N 2 2028-01-18 Variable 9.83000000 N N N N N N Dun & Bradstreet Corporation (The) RI37BMPWE56BCJ747E14 26483NAT7 874610.97000000 PA USD 873246.58000000 0.148887640149 Long LON CORP US N 2 2026-02-06 Variable 8.18000000 N N N N N N Progress Residential Trust N/A 74333AAC4 205000.00000000 PA USD 186525.13000000 0.031802342053 Long ABS-O CORP US N 2 2027-10-17 Fixed 1.50000000 N N N N N N Windsor Holdings III, LLC 254900IXUJZ9H146T437 97360BAB1 425000.00000000 PA USD 422875.00000000 0.072099750826 Long LON CORP US N 2 2030-08-01 Variable 9.81000000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109BT0 1445000.00000000 PA USD 1287303.90000000 0.219483985641 Long DBT US N 2 2033-07-15 Fixed 4.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6N55 23828.26000000 PA USD 20292.52000000 0.003459853705 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 2.00000000 N N N N N N CIFC Funding Ltd 549300KEIUMRD7WX5J42 12549QBE4 1200000.00000000 PA USD 1188730.80000000 0.202677373880 Long ABS-CBDO CORP KY N 2 2031-10-22 Floating 7.47000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CGL9 654000.00000000 PA USD 639744.84000000 0.109075834600 Long DBT UST US N 2 2026-02-15 Fixed 4.00000000 N N N N N N Firstkey Homes Trust N/A 33767JAL6 1305000.00000000 PA USD 1191416.72000000 0.203135320467 Long ABS-O CORP US N 2 2037-10-19 Fixed 3.02000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KH9 203000.00000000 PA USD 180711.57000000 0.030811136076 Long DBT CORP US N 2 2053-01-15 Fixed 6.75000000 N N N N N N GS Mortgage Securities Trust N/A 36255NAV7 33365656.31000000 PA USD 494862.73000000 0.084373584454 Long ABS-MBS CORP US N 2 2051-03-10 Variable 0.42000000 N N N N N N Old Republic International Corp 549300IV6O2YY2A1KH37 680223104 27321.00000000 NS USD 748048.98000000 0.127541578632 Long EC CORP US N 1 N N N CF Hippolyta Issuer LLC N/A 12530MAE5 259173.09000000 PA USD 226682.11000000 0.038649065676 Long ABS-O CORP US N 2 2061-03-15 Fixed 1.53000000 N N N N N N GS Mortgage Securities Trust N/A 36257HBR6 15012149.22000000 PA USD 583044.85000000 0.099408544855 Long ABS-MBS CORP US N 2 2052-07-10 Variable 1.07000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122108 17439.00000000 NS USD 898631.67000000 0.153215771780 Long EC CORP US N 1 N N N US Foods, Inc. 5493000JOOFAOUY1JZ87 90351HAD0 220266.67000000 PA USD 220000.15000000 0.037509798396 Long LON CORP US N 2 2026-09-13 Variable 7.44000000 N N N N N N Metlife Securitization Trust N/A 59166BAA9 84237.91000000 PA USD 76225.72000000 0.012996406547 Long ABS-MBS CORP US N 2 2055-04-25 Variable 3.00000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CAS4 105000.00000000 PA USD 96225.31000000 0.016406315989 Long DBT CORP US N 2 2026-09-01 Fixed 2.65000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2Z3 370000.00000000 PA USD 323524.43000000 0.055160581233 Long DBT CORP US N 2 2026-06-29 Fixed 1.61000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDK5 5000.00000000 PA USD 4666.63000000 0.000795655596 Long DBT CORP US N 2 2028-06-15 Fixed 3.85000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 5.00000000 NC USD -76563.89000000 -0.01305406418 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CME Ultra Long Term U.S. Treasury Bond Futures WNZ3 Comdty 2023-12-19 639376.39000000 USD -76563.89000000 N N N Kansas Development Finance Authority 549300WTL7BL8KBDPR87 485428ZX7 120000.00000000 PA USD 119141.76000000 0.020313547050 Long DBT MUN US N 2 2026-05-01 Fixed 5.37000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJS9 430000.00000000 PA USD 379453.41000000 0.064696414569 Long DBT CORP US N 2 2027-07-22 Fixed 1.73000000 N N N N N N Mercedes-Benz Group AG 529900R27DL06UVNT076 000000000 9450.00000000 NS 555983.67000000 0.094794641609 Long EC CORP DE N 2 N N N Public Service Enterprise Group Inc PUSS41EMO3E6XXNV3U28 744573106 4324.00000000 NS USD 266574.60000000 0.045450694027 Long EC CORP US N 1 N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759BC3 990000.00000000 PA USD 909098.87000000 0.155000418572 Long DBT CORP US N 2 2034-04-01 Fixed 5.00000000 N N N N N N 1011778 B.C. Unlimited Liability Company 549300RHSHNRWI5LLA86 000000000 440165.74000000 PA USD 435654.04000000 0.074278563950 Long LON CORP CA N 2 2030-09-20 Variable 7.57000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208YXN4 1076.42000000 PA USD 1079.73000000 0.000184092850 Long ABS-MBS USGA US N 2 2030-04-15 Fixed 8.00000000 N N N N N N Pennsylvania Electric Co O1PLQWO3TX952VMBJ146 708696BZ1 66000.00000000 PA USD 58365.82000000 0.009951312039 Long DBT CORP US N 2 2029-06-01 Fixed 3.60000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558103 12442.00000000 NS USD 977194.68000000 0.166610683859 Long EC CORP US N 1 N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAR4 385000.00000000 PA USD 290344.16000000 0.049503379461 Long DBT CORP US N 2 2050-05-15 Fixed 5.00000000 N N N N N N Mill City Mortgage Trust N/A 59980CAA1 37609.12000000 PA USD 36549.28000000 0.006231614498 Long ABS-MBS CORP US N 2 2061-01-25 Variable 2.75000000 N N N N N N G-III APPAREL GROUP LTD 529900O5KABM3R3SFM87 36237HAA9 640000.00000000 PA USD 634145.57000000 0.108121164847 Long DBT CORP US N 2 2025-08-15 Fixed 7.88000000 N N N N N N GS Mortgage-Backed Securities Trust N/A 36260DAV2 302077.62000000 PA USD 224480.56000000 0.038273703674 Long ABS-MBS CORP US N 2 2051-03-27 Variable 3.27000000 N N N N N N PROV ST JOSEPH HLTH OBL N/A 743820AC6 565000.00000000 PA USD 530787.04000000 0.090498642213 Long DBT CORP US N 2 2033-10-01 Fixed 5.40000000 N N N N N N Bain Capital Credit CLO, Limited N/A 05684CAS4 925000.00000000 PA USD 904752.68000000 0.154259397665 Long ABS-CBDO CORP KY N 2 2034-10-23 Floating 7.82000000 N N N N N N Heineken NV 724500K5PTPSST86UQ23 000000000 12389.00000000 NS 1113070.65000000 0.189777396434 Long EC CORP NL N 2 N N N 2023-11-15 HARTFORD MUTUAL FUNDS INC/CT John Stanziani John Stanziani Assistant Treasurer