0001752724-21-033037.txt : 20210223 0001752724-21-033037.hdr.sgml : 20210223 20210223102014 ACCESSION NUMBER: 0001752724-21-033037 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20201231 FILED AS OF DATE: 20210223 PERIOD START: 20201231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MAINSTAY VP FUNDS TRUST CENTRAL INDEX KEY: 0000887340 IRS NUMBER: 133186036 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-03833-01 FILM NUMBER: 21663485 BUSINESS ADDRESS: STREET 1: 51 MADISON AVE CITY: NEW YORK STATE: NY ZIP: 10010 BUSINESS PHONE: 2125767000 MAIL ADDRESS: STREET 1: 51 MADISON AVE CITY: NEW YORK STATE: NY ZIP: 10010 FORMER COMPANY: FORMER CONFORMED NAME: MAINSTAY VP SERIES FUND INC DATE OF NAME CHANGE: 20010518 FORMER COMPANY: FORMER CONFORMED NAME: NEW YORK LIFE MFA SERIES FUND INC DATE OF NAME CHANGE: 19920929 0000887340 S000033928 MainStay VP Janus Henderson Balanced Portfolio C000104627 Initial Class C000104628 Service Class NPORT-P 1 primary_doc.xml NPORT-P false 0000887340 XXXXXXXX S000033928 C000104628 C000104627 MAINSTAY VP FUNDS TRUST 811-03833-01 0000887340 549300AG6K4RXYNOVN04 51 MADISON AVE NEW YORK 10010 212-576-7000 MainStay VP Janus Henderson Balanced Portfolio S000033928 549300IH1BE6KCPK8R42 2020-12-31 2020-12-31 N 1487267567.33 27698852.90 1459568714.43 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 USD N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAH4 442000.00000000 PA USD 449182.50000000 0.030775015630 Long DBT CORP US N 2 2025-04-01 Fixed 4.00000000 N N N N N N IHS Markit Ltd 549300HLPTRASHS0E726 44962LAA5 119000.00000000 PA USD 127241.92000000 0.008717775240 Long DBT CORP BM N 2 2022-11-01 Fixed 5.00000000 N N N N N N Honeywell International Inc ISRPG12PN4EIEOEMW547 438516106 81452.00000000 NS USD 17324840.40000000 1.186983540323 Long EC CORP US N 1 N N N Freddie Mac N/A 3133A0KK9 286467.23000000 PA USD 300980.50000000 0.020621194262 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JMBK7 252497.35000000 PA USD 269700.96000000 0.018478126951 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4.00000000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBH8 623000.00000000 PA USD 633684.59000000 0.043415879206 Long DBT US N 2 2030-07-15 Fixed 2.15000000 N N N N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 115236AC5 216000.00000000 PA USD 226068.49000000 0.015488718534 Long DBT CORP US N 2 2031-03-15 Fixed 2.38000000 N N N N N N GCI LLC 549300N3IE9H88Q20221 36166TAB6 2154000.00000000 PA USD 2297348.70000000 0.157399146562 Long DBT CORP US N 2 2028-10-15 Fixed 4.75000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691RAE6 840223.00000000 PA USD 1004795.21000000 0.068841925704 Long ABS-MBS CORP US N 2 2051-12-15 Fixed 4.31000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SN9 18821400.00000000 PA USD 17074538.81000000 1.169834529967 Long DBT UST US N 2 2050-05-15 Fixed 1.25000000 N N N N N N Freddie Mac N/A 3132CWDV3 282452.44000000 PA USD 301371.51000000 0.020647983683 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 2.50000000 N N N N N N Freddie Mac N/A 3131XYYZ6 224318.51000000 PA USD 242204.85000000 0.016594275254 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGL7 2007000.00000000 PA USD 2284886.31000000 0.156545305980 Long DBT CORP US N 2 2028-04-24 Fixed 3.71000000 N N N N N N salesforce.com Inc RCGZFPDMRW58VJ54VR07 79466L302 49165.00000000 NS USD 10940687.45000000 0.749583581905 Long EC CORP US N 1 N N N Jack in the Box Funding, LLC N/A 466365AC7 983567.50000000 PA USD 1058131.75000000 0.072496192850 Long ABS-O CORP US N 2 2049-08-25 Fixed 4.97000000 N N N N N N QORVO INC 254900YAUJV2EUEVBR11 74736KAJ0 1333000.00000000 PA USD 1376322.50000000 0.094296519676 Long DBT CORP US N 2 2031-04-01 Fixed 3.38000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523CL2 218000.00000000 PA USD 232436.22000000 0.015924993301 Long DBT CORP US N 2 2030-03-15 Fixed 2.40000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22535FAB0 387000.00000000 PA USD 393969.44000000 0.026992181738 Long ABS-O CORP US N 2 2027-07-15 Fixed 3.94000000 N N N N N N L3Harris Technologies Inc 549300UTE50ZMDBG8A20 502431109 21683.00000000 NS USD 4098520.66000000 0.280803542819 Long EC CORP US N 1 N N N Freddie Mac N/A 3131Y6V71 274587.36000000 PA USD 300023.07000000 0.020555597488 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.50000000 N N N N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312106 62672.00000000 NS USD 10553964.80000000 0.723087902313 Long EC CORP US N 1 N N N Dollar General Corp OPX52SQVOZI8IVSWYU66 256677105 62899.00000000 NS USD 13227659.70000000 0.906271802706 Long EC CORP US N 1 N N N Accenture PLC N/A 000000000 85586.00000000 NS USD 22355919.06000000 1.531679792734 Long EC CORP IE N 1 N N N Dominos Pizza Master Issuer LLC N/A 25755TAH3 208550.00000000 PA USD 223419.62000000 0.015307235472 Long ABS-O CORP US N 2 2047-07-25 Fixed 4.12000000 N N N N N N Bank N/A 06541RBB8 888598.00000000 PA USD 988617.44000000 0.067733531845 Long ABS-MBS CORP US N 2 2052-12-15 Fixed 2.92000000 N N N N N N Freddie Mac - STACR N/A 35565WAH5 498947.00000000 PA USD 501438.04000000 0.034355219801 Long ABS-MBS USGSE US N 2 2050-06-25 Floating 3.15000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AS9 809000.00000000 PA USD 992605.08000000 0.068006738578 Long DBT CORP US N 2 2040-06-01 Fixed 4.35000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CS2 1427000.00000000 PA USD 1542347.62000000 0.105671463409 Long DBT CORP US N 2 2023-05-01 Fixed 4.51000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523CJ7 217000.00000000 PA USD 237950.39000000 0.016302787778 Long DBT CORP US N 2 2040-03-15 Fixed 3.20000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXJ8 2399000.00000000 PA USD 2665264.29000000 0.182606290724 Long DBT CORP US N 2 2025-04-01 Fixed 3.50000000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017AS3 1186000.00000000 PA USD 1254720.75000000 0.085965171601 Long DBT CORP US N 2 2025-09-01 Fixed 4.25000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BS7 286000.00000000 PA USD 328900.00000000 0.022534053844 Long DBT CORP US N 2 2026-02-15 Fixed 5.88000000 N N N N N N Sequoia Mortgage Trust 549300671OK77JNRLK28 81745AAA5 396338.77000000 PA USD 406138.29000000 0.027825910899 Long ABS-MBS CORP US N 2 2043-05-25 Variable 2.50000000 N N N N N N Freddie Mac N/A 3131XUT72 17345.11000000 PA USD 18260.12000000 0.001251062715 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.00000000 N N N N N N Freddie Mac N/A 3131Y0QS4 281504.98000000 PA USD 305370.09000000 0.020921939952 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9HM6 537124.34000000 PA USD 592761.34000000 0.040612088635 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.50000000 N N N N N N Progressive Corp/The 529900TACNVLY9DCR586 743315103 193231.00000000 NS USD 19106681.28000000 1.309063498765 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617B14A8 91076.29000000 PA USD 98722.43000000 0.006763808310 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 4.00000000 N N N N N N Freddie Mac - STACR N/A 35565RAH6 556000.00000000 PA USD 561122.32000000 0.038444392131 Long ABS-MBS USGSE US N 2 2050-09-25 Floating 3.30000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAD9 544000.00000000 PA USD 616283.98000000 0.042223704434 Long DBT CORP GB N 2 2030-04-15 Fixed 3.40000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80287AAB9 247602.36000000 PA USD 248783.50000000 0.017045000865 Long ABS-O CORP US N 2 2023-01-17 Fixed 2.07000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140K3A36 132964.67000000 PA USD 141566.36000000 0.009699191178 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 2.50000000 N N N N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332AW2 453000.00000000 PA USD 522412.50000000 0.035792251151 Long DBT CORP US N 2 2029-04-18 Fixed 3.75000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 580135101 95142.00000000 NS USD 20415570.36000000 1.398739926264 Long EC CORP US N 1 N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFF6 535000.00000000 PA USD 593552.76000000 0.040666311502 Long DBT CORP US N 2 2027-03-22 Fixed 3.00000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAC7 465000.00000000 PA USD 478469.09000000 0.032781539181 Long DBT CORP GB N 2 2027-09-02 Fixed 1.75000000 N N N N N N Cold Storage Trust N/A 193051AJ8 669000.00000000 PA USD 670589.81000000 0.045944380923 Long ABS-MBS CORP US N 2 2037-11-15 Floating 1.46000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MP3 1635000.00000000 PA USD 1982694.34000000 0.135841109801 Long DBT CORP US N 2 2031-03-31 Fixed 4.41000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505EN0 512000.00000000 PA USD 580121.60000000 0.039746097204 Long DBT CORP US N 2 2025-03-17 Fixed 6.10000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324P102 86009.00000000 NS USD 30161636.12000000 2.066475926882 Long EC CORP US N 1 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MK4 540000.00000000 PA USD 554898.60000000 0.038017983978 Long DBT CORP US N 2 2025-01-30 Fixed 4.70000000 N N N N N N Clorox Co/The 54930044KVSC06Z79I06 189054109 15132.00000000 NS USD 3055453.44000000 0.209339471981 Long EC CORP US N 1 N N N NUTRITION & BIOSCIENCES N/A 67079BAE0 342000.00000000 PA USD 367512.82000000 0.025179549024 Long DBT CORP US N 2 2040-11-15 Fixed 3.27000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KQQE4 157425.67000000 PA USD 167096.36000000 0.011448338015 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJB6 3117000.00000000 PA USD 3340670.90000000 0.228880686943 Long DBT CORP US N 2 2031-04-29 Fixed 2.59000000 N N N N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 05352TAA7 923000.00000000 PA USD 976072.50000000 0.066874035483 Long DBT CORP US N 2 2028-07-15 Fixed 4.63000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MG3 559000.00000000 PA USD 581010.63000000 0.039807007663 Long DBT CORP US N 2 2024-09-12 Fixed 5.00000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBQ2 629000.00000000 PA USD 680470.25000000 0.046621323358 Long DBT CORP US N 2 2025-05-01 Fixed 2.75000000 N N N N N N AEP Transmission Co LLC 549300X123Z1I0LA3Y84 00115AAM1 688000.00000000 PA USD 834127.85000000 0.057148926374 Long DBT CORP US N 2 2050-04-01 Fixed 3.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H6CD9 1591775.35000000 PA USD 1725995.81000000 0.118253823402 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.00000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AE0 186000.00000000 PA USD 189998.55000000 0.013017444682 Long DBT CORP US N 2 2021-09-17 Fixed 3.40000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAR2 1112000.00000000 PA USD 1178720.00000000 0.080758102605 Long DBT CORP US N 2 2027-12-15 Fixed 4.25000000 N N N N N N Jones Lang LaSalle Inc 6SYKCME112RT8TQUO411 48020QAA5 651000.00000000 PA USD 689806.98000000 0.047261014379 Long DBT CORP US N 2 2022-11-15 Fixed 4.40000000 N N N N N N AXALTA COATING SYSTEMS 549300G80QONCHILSF69 05453GAC9 1696000.00000000 PA USD 1696000.00000000 0.116198708785 Long DBT CORP US N 2 2029-02-15 Fixed 3.38000000 N N N N N N Spruce Hill Mortgage Acquisition Company, LLC N/A 85214RAA1 1253935.08000000 PA USD 1270059.81000000 0.087016102595 Long ABS-MBS CORP US N 2 2055-06-25 Variable 3.41000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911363AM1 366000.00000000 PA USD 383952.30000000 0.026305873523 Long DBT CORP US N 2 2031-02-15 Fixed 3.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPX33 95152.95000000 PA USD 106790.68000000 0.007316591465 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 4.50000000 N N N N N N Hilton Worldwide Holdings Inc 549300HVGPK36ICB0B89 43300A203 74348.00000000 NS USD 8271958.48000000 0.566739914210 Long EC CORP US N 1 N N N DIAGEO CAPITAL PLC 213800L23DJLALFC4O95 25243YBE8 572000.00000000 PA USD 604240.73000000 0.041398580555 Long DBT CORP GB N 2 2032-04-29 Fixed 2.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7JB6 3833544.55000000 PA USD 4103255.19000000 0.281127921517 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQWJ7 228657.32000000 PA USD 252554.54000000 0.017303367597 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N FIRST REPUBLIC BANK YWC0TIKBQM2JV8L4IV08 33616CAC4 391000.00000000 PA USD 516099.46000000 0.035359723382 Long DBT CORP US N 2 2047-02-13 Fixed 4.63000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LD1 2060000.00000000 PA USD 2360921.69000000 0.161754747594 Long DBT CORP US N 2 2028-01-10 Fixed 3.89000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617AUZW3 852056.19000000 PA USD 909035.96000000 0.062281134900 Long ABS-MBS USGA US N 2 2047-07-15 Fixed 4.00000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BJ3 1563000.00000000 PA USD 1645057.50000000 0.112708465434 Long DBT CORP US N 2 2030-12-01 Fixed 4.00000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHG7 670000.00000000 PA USD 782284.79000000 0.053596982606 Long DBT CORP US N 2 2029-03-05 Fixed 3.97000000 N N N N N N Freddie Mac N/A 3132H7F41 103294.87000000 PA USD 111679.09000000 0.007651513004 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.50000000 N N N N N N BX Trust 2019-OC11 N/A 05606FAL7 847000.00000000 PA USD 881212.45000000 0.060374851919 Long ABS-MBS CORP US N 2 2041-12-09 Variable 4.08000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BW8 459000.00000000 PA USD 552397.32000000 0.037846612806 Long DBT CORP US N 2 2029-02-01 Fixed 5.88000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287Y109 115932.00000000 NS USD 12422113.80000000 0.851081122607 Long EC CORP US N 1 N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAC7 864270.00000000 PA USD 815058.47000000 0.055842418513 Long ABS-O CORP US N 2 2049-12-05 Fixed 3.86000000 N N N N N N BX Trust 2019-OC11 N/A 05606FAA1 1129000.00000000 PA USD 1236295.64000000 0.084702804861 Long ABS-MBS CORP US N 2 2041-12-09 Fixed 3.20000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505EH3 1172000.00000000 PA USD 1300407.25000000 0.089095308575 Long DBT CORP US N 2 2024-09-05 Fixed 6.25000000 N N N N N N O'Reilly Automotive Inc 549300K2RLMQL149Q332 67103HAH0 1129000.00000000 PA USD 1327678.70000000 0.090963768055 Long DBT CORP US N 2 2029-06-01 Fixed 3.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X3A73 1238167.47000000 PA USD 1318614.17000000 0.090342726379 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N WESTINGHOUSE AIR BRAKE 06BTX5UWZD0GQ5N5Y745 960386AL4 273000.00000000 PA USD 299691.40000000 0.020532873652 Long DBT CORP US N 2 2026-11-15 Fixed 3.45000000 N N N N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 871829BM8 726000.00000000 PA USD 1061961.26000000 0.072758565561 Long DBT CORP US N 2 2040-04-01 Fixed 6.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4EJ1 764269.92000000 PA USD 809308.91000000 0.055448496668 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N BX Trust N/A 12433AAE9 282000.00000000 PA USD 282705.99000000 0.019369145639 Long ABS-MBS CORP US N 2 2032-11-15 Floating 1.71000000 N N N N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 552953BX8 182000.00000000 PA USD 193830.00000000 0.013279950308 Long DBT CORP US N 2 2022-03-15 Fixed 7.75000000 N N N N N N ANALOG DEVICES INC GYVOE5EZ4GDAVTU4CQ61 032654AS4 676000.00000000 PA USD 737816.52000000 0.050550310698 Long DBT CORP US N 2 2025-04-01 Fixed 2.95000000 N N N N N N LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 156700AR7 447000.00000000 PA USD 456033.87000000 0.031244426212 Long DBT CORP US N 2 2021-06-15 Fixed 6.45000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDH1 365000.00000000 PA USD 440929.11000000 0.030209547905 Long DBT CORP US N 2 2040-04-01 Fixed 3.75000000 N N N N N N Freddie Mac N/A 3133A3FP8 9722.67000000 PA USD 10327.44000000 0.000707567920 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.50000000 N N N N N N BX Trust 2019-OC11 N/A 05606FAG8 564000.00000000 PA USD 619283.45000000 0.042429208291 Long ABS-MBS CORP US N 2 2041-12-09 Fixed 3.61000000 N N N N N N Ameren Corp XRZQ5S7HYJFPHJ78L959 023608AJ1 2590000.00000000 PA USD 2988222.78000000 0.204733271579 Long DBT CORP US N 2 2031-01-15 Fixed 3.50000000 N N N N N N COLT Funding LLC N/A 19688JAA5 425284.24000000 PA USD 430461.57000000 0.029492381259 Long ABS-MBS CORP US N 2 2065-03-25 Variable 1.85000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABE4 976000.00000000 PA USD 1130403.20000000 0.077447754862 Long DBT CORP US N 2 2030-04-15 Fixed 3.88000000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAB2 1208000.00000000 PA USD 1387702.08000000 0.095076173275 Long DBT CORP XX N 2 2030-01-15 Fixed 5.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CM9 2931000.00000000 PA USD 2980584.28000000 0.204209932052 Long DBT CORP GB N 2 2027-05-24 Fixed 1.59000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140E9H66 3306.83000000 PA USD 3471.41000000 0.000237838065 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.00000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAQ4 1233000.00000000 PA USD 1427520.80000000 0.097804288752 Long DBT CORP US N 2 2030-11-15 Fixed 4.15000000 N N N N N N Vantage Data Centers LLC 5493000RL8X7WTQ7HO20 92212KAC0 705000.00000000 PA USD 709431.70000000 0.048605570466 Long ABS-O CORP US N 2 2045-09-15 Fixed 1.99000000 N N N N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556102 28813.00000000 NS USD 13420519.14000000 0.919485256659 Long EC CORP US N 1 N N N Costco Wholesale Corp 29DX7H14B9S6O3FD6V18 22160K105 50043.00000000 NS USD 18855201.54000000 1.291833769358 Long EC CORP US N 1 N N N Freddie Mac N/A 31334YMG9 74105.57000000 PA USD 79740.20000000 0.005463271390 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.00000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AQ2 429000.00000000 PA USD 468133.38000000 0.032073404655 Long DBT US N 2 2031-01-15 Fixed 4.00000000 N N N N N N Fannie Mae - CAS N/A 30711XAP9 96866.54000000 PA USD 99363.31000000 0.006807717171 Long ABS-MBS USGSE US N 2 2024-11-25 Floating 5.05000000 N N N N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAA1 617780.00000000 PA USD 616142.88000000 0.042214037195 Long ABS-O CORP US N 2 2048-09-05 Fixed 4.26000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967JM4 584000.00000000 PA USD 638020.00000000 0.043712912841 Long DBT CORP US N 2 2025-05-15 Fixed 5.95000000 N N N N N N BX Trust N/A 12433AAA7 1546000.00000000 PA USD 1548478.86000000 0.106091535444 Long ABS-MBS CORP US N 2 2032-11-15 Floating 1.16000000 N N N N N N Freddie Mac N/A 3131Y2YX0 48509.89000000 PA USD 53693.75000000 0.003678740813 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HFFR5 155940.73000000 PA USD 167403.73000000 0.011469396976 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N NIKE Inc 787RXPR0UX0O0XUXPZ81 654106103 105634.00000000 NS USD 14944041.98000000 1.023866970582 Long EC CORP US N 1 N N N AT&T INC 549300Z40J86GGSTL398 00206RMG4 642000.00000000 PA USD 670849.46000000 0.045962170425 Long DBT CORP US N 2 2057-12-01 Fixed 3.80000000 N N N N N N Great Wolf Trust N/A 39152TAJ9 337000.00000000 PA USD 313768.03000000 0.021497311287 Long ABS-MBS CORP US N 2 2036-12-15 Floating 1.79000000 N N N N N N Fannie Mae - CAS N/A 30711XBF0 327140.96000000 PA USD 349049.10000000 0.023914536982 Long ABS-MBS USGSE US N 2 2028-04-25 Floating 5.85000000 N N N N N N GS Mortgage Securities Trust N/A 36258YBG2 547000.00000000 PA USD 608880.03000000 0.041716434723 Long ABS-MBS CORP US N 2 2053-02-13 Fixed 2.91000000 N N N N N N Hasbro Inc 549300NUB6D2R1ITYR45 418056AU1 303000.00000000 PA USD 346599.02000000 0.023746673697 Long DBT CORP US N 2 2044-05-15 Fixed 5.10000000 N N N N N N State Street Global Advisors 5493008BJIBKQ5KTIF74 857492706 2926327.50000000 NS USD 2926327.50000000 0.200492616145 Long STIV RF US N 1 N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EQ2 361000.00000000 PA USD 384419.52000000 0.026337884348 Long DBT CORP AU N 2 2040-11-16 Fixed 2.96000000 N N N N N N BX Trust 2019-OC11 N/A 05606FAJ2 564000.00000000 PA USD 598170.05000000 0.040982657691 Long ABS-MBS CORP US N 2 2041-12-09 Fixed 3.86000000 N N N N N N Wingstop Funding LLC N/A 974153AB4 816000.00000000 PA USD 832540.32000000 0.057040159313 Long ABS-O CORP US N 2 2050-12-05 Fixed 2.84000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAF4 725000.00000000 PA USD 732941.30000000 0.050216292851 Long DBT CORP GB N 2 2031-02-15 Fixed 1.90000000 N N N N N N Vantage Data Centers LLC 5493000RL8X7WTQ7HO20 92212KAB2 1615000.00000000 PA USD 1626068.24000000 0.111407446865 Long ABS-O CORP US N 2 2045-09-15 Fixed 1.65000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QX9 7374900.00000000 PA USD 9143147.47000000 0.626428024909 Long DBT UST US N 2 2042-08-15 Fixed 2.75000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBK1 3760000.00000000 PA USD 3971035.83000000 0.272069124991 Long DBT CORP US N 2 2026-04-22 Fixed 2.08000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAQ4 15521443.84000000 PA USD 16875730.17000000 1.156213476156 Long DBT UST US N 2 2025-10-15 Fixed 0.13000000 N N N N N N Fannie Mae - CAS N/A 20754HAE8 838682.16000000 PA USD 837938.25000000 0.057409989794 Long ABS-MBS USGSE US N 2 2039-07-25 Floating 2.15000000 N N N N N N VULCAN MATERIALS CO 549300Q8LSNHAVWBNI21 929160AZ2 671000.00000000 PA USD 770718.37000000 0.052804527966 Long DBT CORP US N 2 2030-06-01 Fixed 3.50000000 N N N N N N General Dynamics Corp 9C1X8XOOTYY2FNYTVH06 369550108 65142.00000000 NS USD 9694432.44000000 0.664198426847 Long EC CORP US N 1 N N N RAYMOND JAMES FINANCIAL RGUZHJ05YTITL6D76949 754730AD1 358000.00000000 PA USD 413163.78000000 0.028307251033 Long DBT CORP US N 2 2024-04-01 Fixed 5.63000000 N N N N N N LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 156700AS5 419000.00000000 PA USD 436807.50000000 0.029927162433 Long DBT CORP US N 2 2022-03-15 Fixed 5.80000000 N N N N N N BAXTER INTERNATIONAL INC J5OIVXX3P24RJRW5CK77 071813BW8 1002000.00000000 PA USD 1197501.48000000 0.082044885462 Long DBT CORP US N 2 2030-04-01 Fixed 3.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HFFE4 298612.08000000 PA USD 325234.40000000 0.022282911163 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.00000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BU7 811000.00000000 PA USD 857778.91000000 0.058769340663 Long DBT CORP US N 2 2031-04-01 Fixed 2.80000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030N101 410093.00000000 NS USD 21488873.20000000 1.472275541915 Long EC CORP US N 1 N N N Elanco Animal Health Incorporated 549300SHPNDCE059M934 28414BAF3 2247118.55000000 PA USD 2225114.77000000 0.152450155172 Long LON CORP US N 2 2027-08-01 Variable 1.90000000 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAK6 821000.00000000 PA USD 857945.00000000 0.058780720052 Long DBT CORP US N 2 2030-09-01 Fixed 3.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828ZA1 4459000.00000000 PA USD 4511602.29000000 0.309105165477 Long DBT UST US N 2 2022-02-28 Fixed 1.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HAMH0 265893.29000000 PA USD 288655.81000000 0.019776787974 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.00000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404121AH8 220000.00000000 PA USD 252868.00000000 0.017324843804 Long DBT CORP US N 2 2026-09-01 Fixed 5.38000000 N N N N N N GS Mortgage Securities Trust N/A 36258RBA0 736000.00000000 PA USD 789304.80000000 0.054077947286 Long ABS-MBS CORP US N 2 2053-05-12 Fixed 2.38000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AS7 1837000.00000000 PA USD 1846001.30000000 0.126475806294 Long DBT CORP CH N 2 2030-09-03 Fixed 4.50000000 N N N N N N EAST OHIO GAS CO/THE BC95Y6MXLT75BGO7UM71 27409LAC7 152000.00000000 PA USD 157538.55000000 0.010793500055 Long DBT CORP US N 2 2030-06-15 Fixed 2.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 08161NAF4 550000.00000000 PA USD 604510.89000000 0.041417090132 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 2.73000000 N N N N N N VERISK ANALYTICS INC 549300I1YSWNIRKBWP67 92345YAG1 704000.00000000 PA USD 820510.26000000 0.056215939125 Long DBT CORP US N 2 2050-05-15 Fixed 3.63000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AL3 86000.00000000 PA USD 99497.70000000 0.006816924685 Long DBT CORP US N 2 2029-01-15 Fixed 5.30000000 N N N N N N Freddie Mac N/A 31334YAT4 234942.51000000 PA USD 251826.29000000 0.017253472721 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.00000000 N N N N N N Bank N/A 065403BC0 603641.00000000 PA USD 703512.62000000 0.048200034232 Long ABS-MBS CORP US N 2 2052-04-15 Fixed 3.71000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHND0 436867.85000000 PA USD 477621.89000000 0.032723494637 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N UMBS, TBA N/A 01F012411 404515.00000000 PA USD 416208.01000000 0.028515821549 Long ABS-MBS USGSE US N 2 2036-01-15 Fixed 1.50000000 N N N N N N Medtronic PLC 549300GX3ZBSQWUXY261 000000000 90257.00000000 NS USD 10572704.98000000 0.724371855567 Long EC CORP IE N 1 N N N GLP CAPITAL LP / FIN II N/A 361841AP4 1005000.00000000 PA USD 1091691.30000000 0.074795471375 Long DBT US N 2 2030-01-15 Fixed 4.00000000 N N N N N N Credit Suisse Mortgage Trust N/A 12653VAA4 1783000.00000000 PA USD 1785388.15000000 0.122322993932 Long ABS-MBS CORP US N 2 2036-05-15 Floating 1.14000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AH2 381000.00000000 PA USD 437262.27000000 0.029958320267 Long DBT CORP US N 2 2026-04-15 Fixed 5.38000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAD5 90000.00000000 PA USD 92422.76000000 0.006332196565 Long DBT CORP GB N 2 2030-09-02 Fixed 2.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXF72 18881.53000000 PA USD 20510.33000000 0.001405232230 Long ABS-MBS USGSE US N 2 2057-06-01 Fixed 3.00000000 N N N N N N Advanced Micro Devices Inc R2I72C950HOYXII45366 007903107 22498.00000000 NS USD 2063291.58000000 0.141363099907 Long EC CORP US N 1 N N N TRANSCANADA PIPELINES 5BV01I6231JPDAPMGH09 89352HBA6 1552000.00000000 PA USD 1835748.44000000 0.125773348102 Long DBT CORP CA N 2 2030-04-15 Fixed 4.10000000 N N N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 70450YAH6 612000.00000000 PA USD 655342.55000000 0.044899739458 Long DBT CORP US N 2 2030-06-01 Fixed 2.30000000 N N N N N N Texas Instruments Inc WDJNR2L6D8RWOEB8T652 882508104 81186.00000000 NS USD 13325058.18000000 0.912944902714 Long EC CORP US N 1 N N N CME Group Inc LCZ7XYGSLJUHFXXNXD88 12572Q105 58794.00000000 NS USD 10703447.70000000 0.733329482482 Long EC CORP US N 1 N N N Fannie Mae - CAS N/A 30711XEP5 531315.29000000 PA USD 546745.06000000 0.037459357315 Long ABS-MBS USGSE US N 2 2029-07-25 Floating 3.70000000 N N N N N N EXPERIAN FINANCE PLC 635400RKRK5EGXSPC782 30217AAC7 2299000.00000000 PA USD 2496157.92000000 0.171020240110 Long DBT CORP GB N 2 2030-03-08 Fixed 2.75000000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAT5 1295000.00000000 PA USD 1314891.20000000 0.090087653085 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N MDC Holdings Inc 5299005FV4VNV75R8R35 552676AR9 465000.00000000 PA USD 509175.00000000 0.034885305156 Long DBT CORP US N 2 2024-01-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140K3SF0 35456.46000000 PA USD 38220.76000000 0.002618633821 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 3.00000000 N N N N N N Estee Lauder Cos Inc/The 549300VFZ8XJ9NUPU221 518439104 13866.00000000 NS USD 3690990.54000000 0.252882272928 Long EC CORP US N 1 N N N Angel Oak Mortgage Trust N/A 03464KAA6 506248.08000000 PA USD 512497.97000000 0.035112973094 Long ABS-MBS CORP US N 2 2049-10-25 Variable 2.59000000 N N N N N N Freddie Mac N/A 3131Y8MN2 325367.00000000 PA USD 364993.01000000 0.025006908300 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.50000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAS9 1091000.00000000 PA USD 1298155.08000000 0.088941004775 Long DBT CORP US N 2 2028-10-01 Fixed 5.00000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCJ0 2216000.00000000 PA USD 2366067.52000000 0.162107305850 Long DBT CORP US N 2 2032-05-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H022614 4969800.00000000 PA USD 5260999.22000000 0.360448889318 Long ABS-MBS USGA US N 2 2051-01-21 Fixed 2.50000000 N N N N N N Fannie Mae - CAS N/A 20753QAE9 761192.06000000 PA USD 760598.48000000 0.052111179999 Long ABS-MBS USGSE US N 2 2031-04-25 Floating 2.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8K28 734393.49000000 PA USD 792333.21000000 0.054285433920 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.00000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BE2 808000.00000000 PA USD 1035950.94000000 0.070976510373 Long DBT CORP US N 2 2031-01-15 Fixed 6.35000000 N N N N N N Morgan Stanley Capital I Trust N/A 61767FBA8 656000.00000000 PA USD 706277.22000000 0.048389446349 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.78000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ENRH4 288495.38000000 PA USD 326779.83000000 0.022388793810 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 4.50000000 N N N N N N CBRE Group Inc 52990016II9MJ2OSWA10 12504L109 103258.00000000 NS USD 6476341.76000000 0.443716126275 Long EC CORP US N 1 N N N COCA-COLA FEMSA SAB CV 5493008KEVFYPMGTXO33 191241AH1 651000.00000000 PA USD 700176.72000000 0.047971480415 Long DBT CORP MX N 2 2030-01-22 Fixed 2.75000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2K9 1400000.00000000 PA USD 1527719.12000000 0.104669215289 Long DBT CORP FR N 2 2031-01-13 Fixed 3.05000000 N N N N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718109 88816.00000000 NS USD 12357858.24000000 0.846678756390 Long EC CORP US N 1 N N N Freddie Mac N/A 3133G62Q7 143065.58000000 PA USD 153177.95000000 0.010494740568 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 3.00000000 N N N N N N Freddie Mac N/A 31339SSN6 167687.92000000 PA USD 176105.88000000 0.012065610769 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.00000000 N N N N N N Arbys Funding LLC N/A 038779AB0 1404480.00000000 PA USD 1435111.71000000 0.098324367726 Long ABS-O CORP US N 2 2050-07-30 Fixed 3.24000000 N N N N N N Cold Storage Trust N/A 193051AL3 672000.00000000 PA USD 672211.55000000 0.046055491828 Long ABS-MBS CORP US N 2 2037-11-15 Floating 1.81000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAG6 466000.00000000 PA USD 481145.00000000 0.032964874845 Long DBT CORP US N 2 2025-02-01 Fixed 4.60000000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AJ0 462150.00000000 PA USD 473583.59000000 0.032446817016 Long ABS-O CORP US N 2 2049-05-20 Fixed 3.79000000 N N N N N N Freddie Mac N/A 31329L6W7 43075.95000000 PA USD 46762.95000000 0.003203888212 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAT8 1770000.00000000 PA USD 1965071.70000000 0.134633723001 Long DBT CORP US N 2 2029-12-15 Fixed 4.63000000 N N N N N N MPT OPER PARTNERSP/FINL N/A 55342UAJ3 332000.00000000 PA USD 354825.00000000 0.024310263469 Long DBT US N 2 2029-08-01 Fixed 4.63000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBG2 1625000.00000000 PA USD 1729609.38000000 0.118501401331 Long DBT CORP US N 2 2030-07-01 Fixed 4.13000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2G8 758000.00000000 PA USD 842463.63000000 0.057720038917 Long DBT CORP FR N 2 2025-01-10 Fixed 4.71000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DK3 593000.00000000 PA USD 711383.44000000 0.048739290789 Long DBT CORP US N 2 2040-04-01 Fixed 4.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPHU1 440628.42000000 PA USD 499198.74000000 0.034201797768 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GSKE1 189807.00000000 PA USD 202067.28000000 0.013844314282 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BA5W9 174155.59000000 PA USD 189211.69000000 0.012963534236 Long ABS-MBS USGA US N 2 2047-08-15 Fixed 4.00000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967GD7 890000.00000000 PA USD 934143.23000000 0.064001319072 Long DBT CORP US N 2 2023-01-30 Fixed 5.95000000 N N N N N N Centene Corp 549300Z7JJ4TQSQGT333 15137TAA8 1510000.00000000 PA USD 1592612.10000000 0.109115253311 Long DBT CORP US N 2 2026-06-01 Fixed 5.38000000 N N N N N N PPL WEM LTD/WESTERN PWR N/A 69353UAA9 492000.00000000 PA USD 493772.80000000 0.033830048227 Long DBT CORP GB N 2 2021-05-01 Fixed 5.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAZ4 2802000.00000000 PA USD 2805940.31000000 0.192244481692 Long DBT UST US N 2 2025-11-30 Fixed 0.38000000 N N N N N N JBS USA LUX/JBS USA FIN N/A 472141AA8 612000.00000000 PA USD 687582.00000000 0.047108573457 Long DBT CORP XX N 2 2028-02-15 Fixed 6.75000000 N N N N N N Hasbro Inc 549300NUB6D2R1ITYR45 418056107 81343.00000000 NS USD 7608824.22000000 0.521306338288 Long EC CORP US N 1 N N N Bank N/A 06540VBB0 218800.00000000 PA USD 244202.68000000 0.016731153359 Long ABS-MBS CORP US N 2 2062-11-15 Fixed 2.96000000 N N N N N N Freddie Mac N/A 31329NG36 952586.48000000 PA USD 1018561.00000000 0.069785066638 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N Bank N/A 065402BC2 1026801.00000000 PA USD 1188817.98000000 0.081449949443 Long ABS-MBS CORP US N 2 2062-05-15 Fixed 3.58000000 N N N N N N Drive Auto Receivables Trust N/A 26208FAA9 1400000.00000000 PA USD 1440744.20000000 0.098710268708 Long ABS-O CORP US N 2 2024-11-15 Fixed 5.27000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69359MAA1 425979.73000000 PA USD 426871.86000000 0.029246438059 Long ABS-O CORP US N 2 2024-07-25 Variable 3.35000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918104 310728.00000000 NS USD 69112121.76000000 4.735105725186 Long EC CORP US N 1 N N N MONDELEZ INTERNATIONAL 549300DV9GIB88LZ5P30 609207AT2 173000.00000000 PA USD 190018.03000000 0.013018779323 Long DBT CORP US N 2 2030-04-13 Fixed 2.75000000 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AE5 1266000.00000000 PA USD 1481418.91000000 0.101497030962 Long DBT CORP US N 2 2027-05-15 Fixed 4.65000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BD8 1204000.00000000 PA USD 1256675.00000000 0.086099063893 Long DBT CORP US N 2 2030-12-01 Fixed 4.63000000 N N N N N N NRZ Excess Spread Collateralized Notes N/A 433674AA6 470000.00000000 PA USD 469998.83000000 0.032201212957 Long ABS-O CORP US N 2 2025-12-25 Fixed 3.84000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WQJB9 103181.20000000 PA USD 111922.24000000 0.007668172035 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 22822VAL5 636000.00000000 PA USD 755357.81000000 0.051752123934 Long DBT US N 2 2029-02-15 Fixed 4.30000000 N N N N N N SPRUCE HILL MORTGAGE LOAN TRUST N/A 85209FAA4 151058.27000000 PA USD 152961.41000000 0.010479904679 Long ABS-MBS CORP US N 2 2050-01-28 Variable 2.52000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69357AAA9 430665.41000000 PA USD 433242.55000000 0.029682915625 Long ABS-MBS CORP US N 2 2025-11-25 Variable 3.10000000 N N N N N N ANHEUSER-BUSCH CO/INBEV N/A 03522AAJ9 919000.00000000 PA USD 1194911.92000000 0.081867465929 Long DBT CORP US N 2 2046-02-01 Fixed 4.90000000 N N N N N N Angel Oak Mortgage Trust N/A 03463VAA3 93347.30000000 PA USD 94621.46000000 0.006482836954 Long ABS-MBS CORP US N 2 2048-07-27 Variable 3.67000000 N N N N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 09857LAP3 2655000.00000000 PA USD 3011009.45000000 0.206294463578 Long DBT CORP US N 2 2025-04-13 Fixed 4.10000000 N N N N N N Stryker Corp 5493002F0SC4JTBU5137 863667101 20502.00000000 NS USD 5023810.08000000 0.344198257357 Long EC CORP US N 1 N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UDG1 1199000.00000000 PA USD 1365774.75000000 0.093573857571 Long DBT CORP US N 2 2030-04-01 Fixed 3.38000000 N N N N N N Freddie Mac N/A 3132ADJC3 323681.23000000 PA USD 353463.86000000 0.024217007154 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7DN4 115296.39000000 PA USD 127824.69000000 0.008757702788 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.50000000 N N N N N N WP CAREY INC 54930042CRNE713E3Q67 92936UAG4 917000.00000000 PA USD 952349.04000000 0.065248660825 Long DBT US N 2 2031-02-01 Fixed 2.40000000 N N N N N N Freddie Mac N/A 31346YPV9 253867.48000000 PA USD 266607.09000000 0.018266155430 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.00000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BR9 545000.00000000 PA USD 612868.85000000 0.041989722302 Long DBT CORP US N 2 2025-02-01 Fixed 5.38000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CV5 1030000.00000000 PA USD 1336652.30000000 0.091578579808 Long DBT CORP US N 2 2040-05-01 Fixed 5.71000000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBD7 437000.00000000 PA USD 477932.76000000 0.032744793395 Long DBT US N 2 2026-11-18 Fixed 2.90000000 N N N N N N NVIDIA Corp 549300S4KLFTLO7GSQ80 67066G104 31302.00000000 NS USD 16345904.40000000 1.119913316748 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2UF7 770872.47000000 PA USD 859356.70000000 0.058877440404 Long ABS-MBS USGA US N 2 2046-08-15 Fixed 4.50000000 N N N N N N Adobe Inc FU4LY2G4933NH2E1CP29 00724F101 58463.00000000 NS USD 29238515.56000000 2.003229808294 Long EC CORP US N 1 N N N GS Mortgage Securities Trust N/A 36255NAT2 645957.00000000 PA USD 756547.36000000 0.051833624037 Long ABS-MBS CORP US N 2 2051-03-10 Variable 3.99000000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBG0 1374000.00000000 PA USD 1414384.79000000 0.096904296181 Long DBT US N 2 2027-07-15 Fixed 1.80000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DB8 472000.00000000 PA USD 506385.09000000 0.034694158965 Long DBT CORP US N 2 2028-02-01 Fixed 3.25000000 N N N N N N Fannie Mae - CAS N/A 30711XDS0 449693.91000000 PA USD 470806.14000000 0.032256524502 Long ABS-MBS USGSE US N 2 2029-04-25 Floating 4.40000000 N N N N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 45866FAN4 502000.00000000 PA USD 506329.25000000 0.034690333178 Long DBT CORP US N 2 2032-09-15 Fixed 1.85000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAN0 396000.00000000 PA USD 448724.25000000 0.030743619369 Long DBT CORP US N 2 2027-10-01 Fixed 4.20000000 N N N N N N Fannie Mae - CAS N/A 30711XBB9 573557.57000000 PA USD 589423.20000000 0.040383381349 Long ABS-MBS USGSE US N 2 2025-07-25 Floating 5.15000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABC8 2663000.00000000 PA USD 3032624.40000000 0.207775377069 Long DBT CORP US N 2 2027-04-15 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9V81 900687.16000000 PA USD 993985.55000000 0.068101319257 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.50000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAB8 309000.00000000 PA USD 341920.78000000 0.023426151617 Long DBT CORP US N 2 2029-08-15 Fixed 3.20000000 N N N N N N RAYMOND JAMES FINANCIAL RGUZHJ05YTITL6D76949 754730AF6 477000.00000000 PA USD 653703.72000000 0.044787457660 Long DBT CORP US N 2 2046-07-15 Fixed 4.95000000 N N N N N N Credit Suisse Mortgage Trust N/A 12653VAE6 333000.00000000 PA USD 332598.67000000 0.022787462262 Long ABS-MBS CORP US N 2 2036-05-15 Floating 1.59000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 064058AH3 2024000.00000000 PA USD 2232067.20000000 0.152926489718 Long DBT CORP US N 2 2025-09-20 Fixed 4.70000000 N N N N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K107 22316.00000000 NS USD 39094954.08000000 2.678527820820 Long EC CORP US N 1 N N N EQUIFAX INC 5493004MCF8JDC86VS77 294429AS4 1026000.00000000 PA USD 1141268.09000000 0.078192145304 Long DBT CORP US N 2 2030-05-15 Fixed 3.10000000 N N N N N N Dominos Pizza Master Issuer LLC N/A 25755TAG5 194970.00000000 PA USD 196011.14000000 0.013429387603 Long ABS-O CORP US N 2 2047-07-25 Fixed 3.08000000 N N N N N N Morgan Stanley Capital I Trust N/A 61769JBA8 343549.00000000 PA USD 388674.71000000 0.026629421839 Long ABS-MBS CORP US N 2 2052-06-15 Fixed 3.42000000 N N N N N N HUNTINGTON INGALLS INDUS 5TZLZ6WJTBVJ0QWBG121 446413AS5 864000.00000000 PA USD 960984.00000000 0.065840271204 Long DBT CORP US N 2 2025-05-01 Fixed 3.84000000 N N N N N N DIAGEO CAPITAL PLC 213800L23DJLALFC4O95 25243YBD0 713000.00000000 PA USD 743523.33000000 0.050941303595 Long DBT CORP GB N 2 2030-04-29 Fixed 2.00000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AC2 1643000.00000000 PA USD 1661395.32000000 0.113827824861 Long DBT CORP CH N 2 2027-01-30 Fixed 1.36000000 N N N N N N Crown Castle International Corp 54930012H97VSM0I2R19 22822V101 28341.00000000 NS USD 4511603.79000000 0.309105268247 Long EC US N 1 N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404121AJ4 310000.00000000 PA USD 365800.00000000 0.025062197920 Long DBT CORP US N 2 2028-09-01 Fixed 5.63000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2J2 227000.00000000 PA USD 241964.53000000 0.016577810116 Long DBT CORP FR N 2 2025-11-19 Fixed 2.82000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PBA3 1809000.00000000 PA USD 2078699.11000000 0.142418722013 Long DBT CORP US N 2 2027-01-29 Fixed 3.96000000 N N N N N N Illumina Inc SQ95QG8SR5Q56LSNF682 452327109 14160.00000000 NS USD 5239200.00000000 0.358955350865 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2QL9 729223.40000000 PA USD 788774.82000000 0.054041636560 Long ABS-MBS USGA US N 2 2045-01-15 Fixed 4.00000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687106 73984.00000000 NS USD 13404421.12000000 0.918382326743 Long EC CORP US N 1 N N N NORDSTROM INC 549300S3IZB5P35KNV16 655664AT7 1153000.00000000 PA USD 1135603.03000000 0.077804012841 Long DBT CORP US N 2 2030-04-01 Fixed 4.38000000 N N N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 571748102 34745.00000000 NS USD 4065165.00000000 0.278518233489 Long EC CORP US N 1 N N N Brown & Brown Inc 549300PC8KTJ71XKFY89 115236AB7 451000.00000000 PA USD 533864.94000000 0.036576896635 Long DBT CORP US N 2 2029-03-15 Fixed 4.50000000 N N N N N N Fannie Mae - CAS N/A 20753WAF3 1162564.16000000 PA USD 1158732.58000000 0.079388696711 Long ABS-MBS USGSE US N 2 2039-10-25 Floating 2.25000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659T2B6 2055000.00000000 PA USD 2100880.65000000 0.143938454505 Long DBT CORP FR N 2 2035-08-12 Fixed 2.59000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 36962GXZ2 542000.00000000 PA USD 759918.43000000 0.052064587469 Long DBT CORP US N 2 2032-03-15 Fixed 6.75000000 N N N N N N Freddie Mac N/A 31334WZG9 21657.58000000 PA USD 22665.25000000 0.001552873103 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.00000000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332BA9 542000.00000000 PA USD 537569.00000000 0.036830674341 Long DBT CORP US N 2 2031-01-15 Fixed 1.65000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B36 1619000.00000000 PA USD 1699950.00000000 0.116469336674 Long DBT CORP US N 2 2030-11-13 Fixed 4.00000000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAA4 944000.00000000 PA USD 1098910.40000000 0.075290076385 Long DBT CORP XX N 2 2029-04-15 Fixed 6.50000000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29278NAN3 159000.00000000 PA USD 187142.74000000 0.012821783459 Long DBT CORP US N 2 2027-06-01 Fixed 5.50000000 N N N N N N Freddie Mac N/A 3132AA2G8 847901.09000000 PA USD 931483.58000000 0.063819097435 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N MPT OPER PARTNERSP/FINL N/A 55342UAH7 361000.00000000 PA USD 384013.75000000 0.026310083670 Long DBT CORP US N 2 2027-10-15 Fixed 5.00000000 N N N N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 45866FAK0 955000.00000000 PA USD 991269.95000000 0.067915264296 Long DBT CORP US N 2 2030-06-15 Fixed 2.10000000 N N N N N N IHS Markit Ltd 549300HLPTRASHS0E726 44962LAB3 687000.00000000 PA USD 788401.20000000 0.054016038587 Long DBT CORP BM N 2 2025-02-15 Fixed 4.75000000 N N N N N N Drive Auto Receivables Trust N/A 26208CAN8 226310.86000000 PA USD 229446.15000000 0.015720133470 Long ABS-O CORP US N 2 2024-05-15 Fixed 4.16000000 N N N N N N Corning Inc 549300X2937PB0CJ7I56 219350105 166787.00000000 NS USD 6004332.00000000 0.411377137687 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GQDG8 59878.79000000 PA USD 66072.84000000 0.004526874229 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N Sequoia Mortgage Trust N/A 81748KBN1 192090.66000000 PA USD 197044.08000000 0.013500157824 Long ABS-MBS CORP US N 2 2050-03-25 Variable 3.50000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BD4 378000.00000000 PA USD 453003.92000000 0.031036834067 Long DBT CORP US N 2 2026-01-15 Fixed 5.85000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BB2 1351000.00000000 PA USD 1412605.60000000 0.096782397843 Long DBT CORP US N 2 2030-12-01 Fixed 4.13000000 N N N N N N WESTINGHOUSE AIR BRAKE 06BTX5UWZD0GQ5N5Y745 960386AQ3 1132000.00000000 PA USD 1221268.72000000 0.083673259636 Long DBT CORP US N 2 2025-06-15 Fixed 3.20000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CZ1 617000.00000000 PA USD 836206.81000000 0.057291362971 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAF0 899000.00000000 PA USD 957839.82000000 0.065624852775 Long DBT CORP GB N 2 2050-09-02 Fixed 3.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AQR2 25784.93000000 PA USD 27956.20000000 0.001915374022 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.00000000 N N N N N N Angel Oak Mortgage Trust N/A 03464VAA2 467350.86000000 PA USD 473947.14000000 0.032471725059 Long ABS-MBS CORP US N 2 2059-11-25 Variable 2.62000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXFH0 1149453.04000000 PA USD 1248944.04000000 0.085569389618 Long ABS-MBS USGSE US N 2 2057-02-01 Fixed 3.00000000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAE5 1055000.00000000 PA USD 1263309.75000000 0.086553633104 Long DBT CORP US N 2 2030-05-15 Fixed 4.38000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523CK4 328000.00000000 PA USD 369081.88000000 0.025287050643 Long DBT CORP US N 2 2050-03-15 Fixed 3.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6GZ8 117019.06000000 PA USD 122446.68000000 0.008389237093 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BN4U6 208565.38000000 PA USD 223945.38000000 0.015343257072 Long ABS-MBS USGA US N 2 2047-12-15 Fixed 4.00000000 N N N N N N Freddie Mac N/A 3131XDAJ4 109966.01000000 PA USD 115486.99000000 0.007912405141 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 3.00000000 N N N N N N Activision Blizzard Inc 549300TPQQDBP9GNOF40 00507V109 70474.00000000 NS USD 6543510.90000000 0.448318111734 Long EC CORP US N 1 N N N Dominos Pizza Master Issuer LLC N/A 25755TAJ9 905165.00000000 PA USD 950495.66000000 0.065121679479 Long ABS-O CORP US N 2 2048-07-25 Fixed 4.12000000 N N N N N N Verisk Analytics Inc 549300I1YSWNIRKBWP67 92345YAE6 374000.00000000 PA USD 529961.15000000 0.036309434750 Long DBT CORP US N 2 2045-06-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416CE69 34104.18000000 PA USD 40743.66000000 0.002791486251 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.00000000 N N N N N N Starwood Mortgage Residential Trust N/A 85573DAA7 381899.76000000 PA USD 388930.92000000 0.026646975654 Long ABS-MBS CORP US N 2 2060-04-25 Variable 2.72000000 N N N N N N BX Trust N/A 12433AAC3 282000.00000000 PA USD 282622.37000000 0.019363416549 Long ABS-MBS CORP US N 2 2032-11-15 Floating 1.51000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CK3 661000.00000000 PA USD 682693.56000000 0.046773649863 Long DBT CORP GB N 2 2031-08-18 Fixed 2.36000000 N N N N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377CC4 1094000.00000000 PA USD 1155307.76000000 0.079154050684 Long DBT CORP US N 2 2027-01-15 Fixed 6.63000000 N N N N N N Constellium SE 724500KRJEMC79KAAU28 210383AA3 849000.00000000 PA USD 866336.58000000 0.059355655642 Long DBT CORP FR N 2 2024-05-15 Fixed 5.75000000 N N N N N N Morgan Stanley Capital I Trust N/A 61767YAZ3 561262.00000000 PA USD 669475.61000000 0.045868043304 Long ABS-MBS CORP US N 2 2051-07-15 Fixed 4.18000000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29278NAF0 116000.00000000 PA USD 133703.24000000 0.009160462174 Long DBT CORP US N 2 2028-06-15 Fixed 4.95000000 N N N N N N Freddie Mac N/A 3131Y1D80 840446.14000000 PA USD 899030.98000000 0.061595659807 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7UG8 32700.88000000 PA USD 36254.12000000 0.002483892648 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N Monster Beverage Corp 52990090AP0E7HCB6F33 61174X109 121766.00000000 NS USD 11260919.68000000 0.771523777446 Long EC CORP US N 1 N N N DOLLAR GENERAL CORP OPX52SQVOZI8IVSWYU66 256677AG0 790000.00000000 PA USD 906898.20000000 0.062134669716 Long DBT CORP US N 2 2030-04-03 Fixed 3.50000000 N N N N N N Freddie Mac N/A 3132A8GL7 1260942.33000000 PA USD 1336342.13000000 0.091557329010 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 3.00000000 N N N N N N HUNTINGTON INGALLS INDUS 5TZLZ6WJTBVJ0QWBG121 446413AT3 1554000.00000000 PA USD 1837799.25000000 0.125913856047 Long DBT CORP US N 2 2030-05-01 Fixed 4.20000000 N N N N N N Freddie Mac N/A 3131XUSX6 199367.03000000 PA USD 213695.02000000 0.014640970163 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCK0 411000.00000000 PA USD 458835.70000000 0.031436389082 Long DBT CORP US N 2 2025-04-09 Fixed 4.35000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAG4 1600000.00000000 PA USD 1649163.09000000 0.112989753322 Long DBT CORP ES N 2 2030-12-03 Fixed 2.75000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CJ2 918000.00000000 PA USD 966600.28000000 0.066225061584 Long DBT CORP US N 2 2034-05-01 Fixed 3.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140K1TP1 36347.73000000 PA USD 39196.53000000 0.002685487131 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 3.00000000 N N N N N N Hershey Co/The 21X2CX66SU2BR6QTAD08 427866108 46184.00000000 NS USD 7035208.72000000 0.482005996048 Long EC CORP US N 1 N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 70450YAG8 530000.00000000 PA USD 553734.16000000 0.037938204246 Long DBT CORP US N 2 2025-06-01 Fixed 1.65000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468U6 1226000.00000000 PA USD 1234766.00000000 0.084598004039 Long DBT CORP US N 2 2032-02-13 Fixed 1.79000000 N N N N N N Jack in the Box Funding, LLC N/A 466365AB9 983567.50000000 PA USD 1034713.01000000 0.070891695592 Long ABS-O CORP US N 2 2049-08-25 Fixed 4.48000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMD1 529000.00000000 PA USD 527204.18000000 0.036120545390 Long DBT CORP US N 2 2055-09-15 Fixed 3.55000000 N N N N N N BX Commercial Mortgage Trust 2019-XL N/A 056054AA7 1121120.72000000 PA USD 1123211.05000000 0.076954996287 Long ABS-MBS CORP US N 2 2036-10-15 Floating 1.08000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505ED2 443000.00000000 PA USD 461827.50000000 0.031641367441 Long DBT CORP US N 2 2023-06-01 Fixed 5.20000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BN3S2 169250.27000000 PA USD 184214.51000000 0.012621160496 Long ABS-MBS USGA US N 2 2047-11-15 Fixed 4.00000000 N N N N N N DELL INT LLC / EMC CORP N/A 25272KAU7 1148000.00000000 PA USD 1150066.40000000 0.078794947345 Long DBT CORP US N 2 2021-06-15 Fixed 5.88000000 N N N N N N Intuitive Surgical Inc 54930052SRG011710797 46120E602 5506.00000000 NS USD 4504458.60000000 0.308615727061 Long EC CORP US N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148BAB4 2013000.00000000 PA USD 2008933.74000000 0.137638860037 Long DBT CORP US N 2 2021-02-01 Variable 4.13000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 369604BQ5 1414000.00000000 PA USD 1315373.50000000 0.090120697093 Long DBT CORP US N 2 2021-03-15 Fixed 5.00000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05552EAA8 495000.00000000 PA USD 489434.37000000 0.033532807682 Long ABS-MBS CORP US N 2 2036-08-15 Floating 1.01000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B28 1828000.00000000 PA USD 1878014.08000000 0.128669110363 Long DBT CORP US N 2 2025-11-13 Fixed 3.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6FJ5 129881.14000000 PA USD 138683.59000000 0.009501682834 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.50000000 N N N N N N 280 Park Avenue Mortgage Trust N/A 90205FAA8 699152.00000000 PA USD 699147.53000000 0.047900967120 Long ABS-MBS CORP US N 2 2034-09-15 Floating 1.04000000 N N N N N N KEYSIGHT TECHNOLOGIES 549300GLKVIO8YRCYN02 49338LAF0 958000.00000000 PA USD 1057709.22000000 0.072467243888 Long DBT CORP US N 2 2029-10-30 Fixed 3.00000000 N N N N N N New Residential Mortgage Loan Trust 549300U1MV4J7YQZG974 64828CAA7 282206.08000000 PA USD 305427.01000000 0.020925839734 Long ABS-MBS CORP US N 2 2058-02-25 Variable 4.50000000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29278NAM5 301000.00000000 PA USD 338349.70000000 0.023181484821 Long DBT CORP US N 2 2024-01-15 Fixed 5.88000000 N N N N N N Mastercard Inc AR5L2ODV9HN37376R084 57636Q104 102038.00000000 NS USD 36421443.72000000 2.495356563889 Long EC CORP US N 1 N N N CarMax Auto Owner Trust N/A 14314WAG6 642000.00000000 PA USD 651437.66000000 0.044632202208 Long ABS-O CORP US N 2 2023-05-15 Fixed 2.72000000 N N N N N N Southwest Airlines Co UDTZ87G0STFETI6HGH41 844741108 15570.00000000 NS USD 725717.70000000 0.049721379529 Long EC CORP US N 1 N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 09857LAR9 999000.00000000 PA USD 1241336.56000000 0.085048175377 Long DBT CORP US N 2 2030-04-13 Fixed 4.63000000 N N N N N N JP Morgan Mortgage Trust N/A 46651AAL6 251320.03000000 PA USD 251356.32000000 0.017221273484 Long ABS-MBS CORP US N 2 2049-12-25 Floating 1.05000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174467Y9 898000.00000000 PA USD 1058731.45000000 0.072537280330 Long DBT CORP US N 2 2026-09-08 Fixed 4.35000000 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 366651AE7 237000.00000000 PA USD 249741.12000000 0.017110610657 Long DBT CORP US N 2 2030-10-01 Fixed 3.75000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505104 417855.00000000 NS USD 12665185.05000000 0.867734757862 Long EC CORP US N 1 N N N WF-RBS Commercial Mortgage Trust N/A 92939LAE6 556000.00000000 PA USD 613410.84000000 0.042026855874 Long ABS-MBS CORP US N 2 2047-11-15 Fixed 3.63000000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AL5 369325.00000000 PA USD 399111.06000000 0.027344451552 Long ABS-O CORP US N 2 2049-05-20 Fixed 4.35000000 N N N N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 871829BN6 346000.00000000 PA USD 532896.02000000 0.036510512641 Long DBT CORP US N 2 2050-04-01 Fixed 6.60000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DP2 445000.00000000 PA USD 450186.00000000 0.030843768816 Long DBT CORP US N 2 2040-08-21 Fixed 2.70000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABH7 270000.00000000 PA USD 280843.20000000 0.019241519582 Long DBT CORP US N 2 2028-02-15 Fixed 2.05000000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EP4 1218000.00000000 PA USD 1254734.88000000 0.085966139695 Long DBT CORP AU N 2 2035-11-15 Fixed 2.67000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076102 94808.00000000 NS USD 25182900.96000000 1.725365905080 Long EC CORP US N 1 N N N WENDYS FUNDING LLC 5493009DRVSTWJOXUL48 95058XAG3 500835.00000000 PA USD 530649.71000000 0.036356610329 Long ABS-O CORP US N 2 2049-06-15 Fixed 3.78000000 N N N N N N Fannie Mae - CAS N/A 20754CAB5 802217.00000000 PA USD 797965.73000000 0.054671336958 Long ABS-MBS USGSE US N 2 2040-01-25 Floating 2.20000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BA1 256000.00000000 PA USD 362101.64000000 0.024808810741 Long DBT CORP US N 2 2045-10-23 Fixed 6.48000000 N N N N N N Freddie Mac N/A 31346YMN0 506891.85000000 PA USD 532394.77000000 0.036476170305 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.00000000 N N N N N N GS Mortgage Securities Trust 5493005BBCF84ICNQ550 36250SAE9 388105.00000000 PA USD 455163.22000000 0.031184775029 Long ABS-MBS CORP US N 2 2051-07-10 Variable 4.16000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBC4 1495000.00000000 PA USD 1713221.76000000 0.117378629937 Long DBT CORP US N 2 2025-04-15 Fixed 4.70000000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 22822VAN1 912000.00000000 PA USD 1004963.76000000 0.068853473636 Long DBT US N 2 2029-11-15 Fixed 3.10000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XAZ9 223000.00000000 PA USD 250012.34000000 0.017129192858 Long DBT CORP US N 2 2025-07-13 Fixed 4.30000000 N N N N N N Freddie Mac N/A 3131XDFC4 161565.91000000 PA USD 173431.77000000 0.011882398429 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 3.00000000 N N N N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377CA8 1111000.00000000 PA USD 1172105.00000000 0.080304886533 Long DBT CORP US N 2 2026-05-15 Fixed 7.25000000 N N N N N N CREDIT AGRICOLE LONDON 969500TJ5KRTCJQWXH05 22535WAG2 426000.00000000 PA USD 441850.12000000 0.030272649422 Long DBT CORP FR N 2 2026-06-16 Fixed 1.91000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148BAD0 163000.00000000 PA USD 164630.00000000 0.011279359332 Long DBT CORP US N 2 2022-11-10 Fixed 5.00000000 N N N N N Provident Funding Mortgage Trust N/A 743874AJ8 191518.05000000 PA USD 194953.44000000 0.013356920991 Long ABS-MBS CORP US N 2 2050-02-25 Variable 3.00000000 N N N N N N Freddie Mac N/A 3131XYPY9 292235.81000000 PA USD 313591.35000000 0.021485206342 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N SERVICE CORP INTL 549300RKVM2ME20JHZ15 817565CF9 489000.00000000 PA USD 508662.69000000 0.034850205062 Long DBT CORP US N 2 2030-08-15 Fixed 3.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9NN7 10376835.39000000 PA USD 11032789.92000000 0.755893834317 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.00000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 891906AC3 629000.00000000 PA USD 746447.58000000 0.051141653874 Long DBT CORP US N 2 2026-04-01 Fixed 4.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HBFX1 239745.58000000 PA USD 266096.39000000 0.018231165642 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 5.00000000 N N N N N N Freddie Mac N/A 3133A2HT0 92414.01000000 PA USD 96915.26000000 0.006639992967 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.00000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAQ3 378000.00000000 PA USD 476026.88000000 0.032614215096 Long DBT CORP US N 2 2048-04-01 Fixed 5.40000000 N N N N N N MARVELL TECHNOLOGY GROUP 8DF36O58U3QIHUCGZB18 57385LAA6 142000.00000000 PA USD 153666.46000000 0.010528210044 Long DBT CORP BM N 2 2023-06-22 Fixed 4.20000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824100 131675.00000000 NS USD 14417095.75000000 0.987764098220 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXEC2 1472527.01000000 PA USD 1618618.26000000 0.110897023483 Long ABS-MBS USGSE US N 2 2056-08-01 Fixed 3.50000000 N N N N N N Freddie Mac N/A 3131XC5X1 301944.89000000 PA USD 324136.50000000 0.022207690312 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 3.00000000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAJ9 2834000.00000000 PA USD 2982785.00000000 0.204360710839 Long DBT CORP US N 2 2028-06-15 Fixed 4.38000000 N N N N N N Fannie Mae - CAS N/A 30711XY24 591158.78000000 PA USD 591909.49000000 0.040553725504 Long ABS-MBS USGSE US N 2 2031-01-25 Floating 2.50000000 N N N N N N Fannie Mae - CAS N/A 30711XCT9 155979.53000000 PA USD 163917.28000000 0.011230528469 Long ABS-MBS USGSE US N 2 2028-10-25 Floating 6.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ENS83 396935.76000000 PA USD 448128.97000000 0.030702834718 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 5.00000000 N N N N N N Towd Point Asset Funding, LLC N/A 89178AAA4 272815.93000000 PA USD 272661.33000000 0.018680951934 Long ABS-MBS CORP US N 2 2048-04-25 Floating 1.05000000 N N N N N N UMBS, TBA N/A 01F022618 6024968.00000000 PA USD 6351163.50000000 0.435139739377 Long ABS-MBS USGSE US N 2 2051-01-15 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JGAN5 209426.74000000 PA USD 227228.47000000 0.015568192696 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N Freddie Mac N/A 3132A5DB8 213125.43000000 PA USD 224857.10000000 0.015405722099 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 3.00000000 N N N N N N Taco Bell Funding, LLC N/A 87342RAD6 658560.00000000 PA USD 667970.82000000 0.045764945041 Long ABS-O CORP US N 2 2048-11-25 Fixed 4.32000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617H1CH8 108909.78000000 PA USD 117611.87000000 0.008057987872 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 4.50000000 N N N N N N Bank N/A 06540AAD3 493957.00000000 PA USD 552236.17000000 0.037835571874 Long ABS-MBS CORP US N 2 2062-09-15 Fixed 3.01000000 N N N N N N CITIZENS FINANCIAL GROUP 2138004JDDA4ZQUPFW65 174610AV7 863000.00000000 PA USD 909208.54000000 0.062292958941 Long DBT CORP US N 2 2032-09-30 Fixed 2.64000000 N N N N N N Dominos Pizza Master Issuer LLC N/A 25755TAK6 495592.50000000 PA USD 538669.40000000 0.036906066475 Long ABS-O CORP US N 2 2048-07-25 Fixed 4.33000000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408103 104183.00000000 NS USD 9454607.25000000 0.647767190165 Long EC CORP US N 1 N N N EQUIFAX INC 5493004MCF8JDC86VS77 294429AR6 1126000.00000000 PA USD 1215392.80000000 0.083270680440 Long DBT CORP US N 2 2025-12-15 Fixed 2.60000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AJ8 361000.00000000 PA USD 406153.88000000 0.027826979023 Long DBT CORP US N 2 2025-06-01 Fixed 5.25000000 N N N N N N OneMain Direct Auto Receivables Trust N/A 68268XAC5 181000.00000000 PA USD 185261.55000000 0.012692896755 Long ABS-O CORP US N 2 2025-10-14 Fixed 3.85000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAV3 876000.00000000 PA USD 921630.84000000 0.063144052821 Long DBT CORP US N 2 2030-02-15 Fixed 3.38000000 N N N N N N CHOICE HOTELS INTL INC 5493003CYRY5RFGTIR97 169905AG1 294000.00000000 PA USD 325610.88000000 0.022308705083 Long DBT CORP US N 2 2031-01-15 Fixed 3.70000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABA2 718000.00000000 PA USD 793375.64000000 0.054356854333 Long DBT CORP US N 2 2025-04-15 Fixed 3.50000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691ABL6 517000.00000000 PA USD 578365.94000000 0.039625810986 Long ABS-MBS CORP US N 2 2048-12-15 Fixed 3.81000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BD6 3408000.00000000 PA USD 3795660.00000000 0.260053532421 Long DBT CORP US N 2 2025-06-01 Fixed 5.38000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AN9 187000.00000000 PA USD 196306.99000000 0.013449657289 Long DBT US N 2 2024-09-01 Fixed 3.35000000 N N N N N N Angel Oak Mortgage Trust N/A 03465LAB1 729339.00000000 PA USD 737951.98000000 0.050559591522 Long ABS-MBS CORP US N 2 2065-04-25 Variable 2.41000000 N N N N N N Boston Scientific Corp Y6ZDD9FP4P8JSSJMW954 101137AX5 291000.00000000 PA USD 342946.59000000 0.023496433337 Long DBT CORP US N 2 2029-03-01 Fixed 4.00000000 N N N N N N Arroyo Mortgage Trust N/A 042856AA2 211546.81000000 PA USD 214676.43000000 0.014708209889 Long ABS-MBS CORP US N 2 2048-04-25 Variable 3.76000000 N N N N N N NGPL PipeCo LLC 549300K3NT1HSQFEM073 62912XAE4 747000.00000000 PA USD 778258.50000000 0.053321127830 Long DBT CORP US N 2 2022-08-15 Fixed 4.38000000 N N N N N N Fannie Mae - CAS N/A 30711X3H5 892441.15000000 PA USD 886698.02000000 0.060750686914 Long ABS-MBS USGSE US N 2 2031-03-25 Floating 2.15000000 N N N N N N United Auto Credit Securitization Trust N/A 90945QAC5 361872.86000000 PA USD 363574.71000000 0.024909735759 Long ABS-O CORP US N 2 2024-08-12 Fixed 3.16000000 N N N N N N Sysco Corp 5RGWIFLMGH3YS7KWI652 871829107 64709.00000000 NS USD 4805290.34000000 0.329226729272 Long EC CORP US N 1 N N N ALLEGHENY TECHNOLOGIES ZW1LRE7C3H17O2ZN9B45 01741RAH5 1047000.00000000 PA USD 1101967.50000000 0.075499528669 Long DBT CORP US N 2 2027-12-01 Fixed 5.88000000 N N N N N GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 369550BL1 456000.00000000 PA USD 524580.52000000 0.035940789550 Long DBT CORP US N 2 2027-04-01 Fixed 3.50000000 N N N N N N Freddie Mac N/A 31346YLW1 187953.27000000 PA USD 197297.42000000 0.013517515006 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BW93 182603.75000000 PA USD 195706.25000000 0.013408498556 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N RAYMOND JAMES FINANCIAL RGUZHJ05YTITL6D76949 754730AG4 480000.00000000 PA USD 588791.95000000 0.040340132271 Long DBT CORP US N 2 2030-04-01 Fixed 4.65000000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAC9 741000.00000000 PA USD 828504.69000000 0.056763664622 Long DBT CORP US N 2 2025-05-15 Fixed 3.63000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBP0 3100000.00000000 PA USD 3399432.07000000 0.232906613877 Long DBT CORP US N 2 2031-05-13 Fixed 2.96000000 N N N N N N Fidelity National Information Services Inc 6WQI0GK1PRFVBA061U48 31620M106 27032.00000000 NS USD 3823946.72000000 0.261991551490 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H6B40 245524.30000000 PA USD 265081.33000000 0.018161620441 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Sherwin-Williams Co/The Z15BMIOX8DDH0X2OBP21 824348106 9081.00000000 NS USD 6673717.71000000 0.457239021638 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J73V5 523910.38000000 PA USD 587414.48000000 0.040245757133 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.50000000 N N N N N N Drive Auto Receivables Trust N/A 26209BAF6 127285.77000000 PA USD 128266.24000000 0.008787954875 Long ABS-O CORP US N 2 2024-11-15 Fixed 3.66000000 N N N N N N Great Wolf Trust N/A 39152TAG5 303000.00000000 PA USD 284769.10000000 0.019510496298 Long ABS-MBS CORP US N 2 2036-12-15 Floating 1.49000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SR0 869000.00000000 PA USD 825006.88000000 0.056524017803 Long DBT UST US N 2 2040-05-15 Fixed 1.13000000 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AD7 1128000.00000000 PA USD 1290968.77000000 0.088448646318 Long DBT CORP US N 2 2025-05-15 Fixed 4.50000000 N N N N N N QUICKEN LOANS LLC/QUICKN N/A 74841CAB7 1481000.00000000 PA USD 1536537.50000000 0.105273392393 Long DBT CORP US N 2 2031-03-01 Fixed 3.88000000 N N N N N N Freddie Mac N/A 3133A1CP5 56121.50000000 PA USD 59751.74000000 0.004093794242 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 2.50000000 N N N N N N Freddie Mac N/A 3132A4C89 590951.63000000 PA USD 700638.44000000 0.048003114418 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 6.00000000 N N N N N N Deere & Co PWFTNG3EI0Y73OXWDH08 244199105 48428.00000000 NS USD 13029553.40000000 0.892698868589 Long EC CORP US N 1 N N N Freddie Mac N/A 3133G7BU6 321909.69000000 PA USD 343565.32000000 0.023538824626 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 2.50000000 N N N N N N Freddie Mac - STACR 5493003FQV7GR462GO02 35565HAH8 977000.00000000 PA USD 969650.22000000 0.066434023312 Long ABS-MBS USGSE US N 2 2050-01-25 Floating 1.85000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69359GAA4 240893.68000000 PA USD 241431.14000000 0.016541265759 Long ABS-O CORP US N 2 2025-02-25 Variable 2.98000000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 22822VAH4 548000.00000000 PA USD 618683.98000000 0.042388136569 Long DBT US N 2 2027-09-01 Fixed 3.65000000 N N N N N N LAKEVIEW 2020 CRT N/A 512368AA9 618000.00000000 PA USD 618000.00000000 0.042341274781 Long ABS-O CORP US N 2 2032-07-10 Fixed 1.90000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABJ3 367000.00000000 PA USD 385375.69000000 0.026403394796 Long DBT CORP US N 2 2031-02-15 Fixed 2.55000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAD4 1019000.00000000 PA USD 1109561.61000000 0.076019826886 Long DBT CORP US N 2 2030-05-15 Fixed 2.90000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617H1CJ4 474914.73000000 PA USD 514050.41000000 0.035219336021 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 4.50000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABK0 686000.00000000 PA USD 711189.92000000 0.048726032078 Long DBT CORP US N 2 2041-02-15 Fixed 3.00000000 N N N N N N FOMENTO ECONOMICO MEX 549300A8MDWDJNMLV153 344419AC0 766000.00000000 PA USD 852400.74000000 0.058400864006 Long DBT CORP MX N 2 2050-01-16 Fixed 3.50000000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807BS0 862000.00000000 PA USD 1069955.96000000 0.073306309557 Long DBT CORP US N 2 2030-05-01 Fixed 4.40000000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAG0 823000.00000000 PA USD 837977.78000000 0.057412698128 Long DBT CORP US N 2 2031-02-15 Fixed 2.30000000 N N N N N N ARAMARK SERVICES INC 42YMHYH0XMHJEXDUB065 038522AR9 2032000.00000000 PA USD 2171700.00000000 0.148790528224 Long DBT CORP US N 2 2025-05-01 Fixed 6.38000000 N N N N N N Freddie Mac N/A 3131Y6P45 51669.68000000 PA USD 56392.57000000 0.003863646119 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N Drive Auto Receivables Trust N/A 26208EAH7 1590000.00000000 PA USD 1624582.34000000 0.111305642820 Long ABS-O CORP US N 2 2024-09-16 Fixed 5.17000000 N N N N N N HASBRO INC 549300NUB6D2R1ITYR45 418056AZ0 1867000.00000000 PA USD 2114402.76000000 0.144864900096 Long DBT CORP US N 2 2029-11-19 Fixed 3.90000000 N N N N N N Edwards Lifesciences Corp YA13X31F3V31L8TMPR58 28176E108 16859.00000000 NS USD 1538046.57000000 0.105376783894 Long EC CORP US N 1 N N N Jack in the Box Funding, LLC N/A 466365AA1 983567.50000000 PA USD 1007782.93000000 0.069046624529 Long ABS-O CORP US N 2 2049-08-25 Fixed 3.98000000 N N N N N N COSTAR GROUP INC N/A 22160NAA7 1339000.00000000 PA USD 1391269.31000000 0.095320576293 Long DBT CORP US N 2 2030-07-15 Fixed 2.80000000 N N N N N N Freddie Mac - STACR N/A 35565AAH3 259264.37000000 PA USD 258853.02000000 0.017734897811 Long ABS-MBS USGSE US N 2 2049-10-25 Floating 2.10000000 N N N N N N Freddie Mac N/A 3131Y06M9 364688.14000000 PA USD 394675.63000000 0.027040565209 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A 3131Y0KU5 310273.28000000 PA USD 333833.48000000 0.022872063281 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N HESS MIDSTREAM OPERATION N/A 428104AA1 1336000.00000000 PA USD 1396534.16000000 0.095681289013 Long DBT CORP US N 2 2028-06-15 Fixed 5.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H6B57 373023.74000000 PA USD 399621.52000000 0.027379424897 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Cosmopolitan Hotel Trust N/A 12546DAA5 617327.00000000 PA USD 610387.50000000 0.041819716602 Long ABS-MBS CORP US N 2 2036-11-15 Floating 1.09000000 N N N N N N O'Reilly Automotive Inc 549300K2RLMQL149Q332 67103HAF4 25000.00000000 PA USD 28464.46000000 0.001950196638 Long DBT CORP US N 2 2027-09-01 Fixed 3.60000000 N N N N N N Fannie Mae - CAS N/A 20753TAB9 896336.63000000 PA USD 894317.36000000 0.061272713724 Long ABS-MBS USGSE US N 2 2039-06-25 Floating 2.25000000 N N N N N N WENDYS FUNDING LLC 5493009DRVSTWJOXUL48 95058XAD0 314280.00000000 PA USD 323972.40000000 0.022196447265 Long ABS-O CORP US N 2 2048-03-15 Fixed 3.57000000 N N N N N N Blackstone Group Inc/The 5299004LW4QWGZUB8Y96 09260D107 163673.00000000 NS USD 10607647.13000000 0.726765860704 Long EC CORP US N 1 N N N Chase Mortgage Finance Corporation N/A 16159GAL3 103473.33000000 PA USD 103480.68000000 0.007089812146 Long ABS-MBS CORP US N 2 2049-07-25 Floating 1.05000000 N N N N N N WESTINGHOUSE AIR BRAKE 06BTX5UWZD0GQ5N5Y745 960386AN0 662000.00000000 PA USD 724476.22000000 0.049636321526 Long DBT CORP US N 2 2024-03-15 Fixed 4.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6NZ0 156194.92000000 PA USD 166731.84000000 0.011423363514 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.50000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABM6 595000.00000000 PA USD 612153.85000000 0.041940735228 Long DBT CORP US N 2 2051-02-15 Fixed 3.30000000 N N N N N N BXP Trust N/A 056083AA6 396000.00000000 PA USD 442639.81000000 0.030326753761 Long ABS-MBS CORP US N 2 2039-06-13 Fixed 3.38000000 N N N N N N Freddie Mac - STACR N/A 35565TAH2 1664000.00000000 PA USD 1674350.75000000 0.114715445285 Long ABS-MBS USGSE US N 2 2050-11-25 Floating 2.68000000 N N N N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 09857LAQ1 1201000.00000000 PA USD 1428418.29000000 0.097865778834 Long DBT CORP US N 2 2027-04-13 Fixed 4.50000000 N N N N N N Freddie Mac N/A 3131XXYA3 438199.59000000 PA USD 465652.39000000 0.031903423620 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAS7 1054000.00000000 PA USD 1118557.50000000 0.076636165803 Long DBT CORP US N 2 2030-06-01 Fixed 4.63000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XBT2 405000.00000000 PA USD 461047.06000000 0.031587896852 Long DBT CORP US N 2 2027-01-17 Fixed 4.35000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AT8 1214000.00000000 PA USD 1347515.72000000 0.092322869535 Long DBT CORP US N 2 2031-01-15 Fixed 5.75000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468Q5 1521000.00000000 PA USD 1606544.05000000 0.110069778429 Long DBT CORP US N 2 2026-04-28 Fixed 2.19000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05547HAC5 875000.00000000 PA USD 983162.43000000 0.067359790620 Long ABS-MBS CORP US N 2 2035-08-10 Fixed 4.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140K0HB7 383650.33000000 PA USD 409232.30000000 0.028037892012 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 2.50000000 N N N N N N Freddie Mac N/A 3132ACLS7 659280.00000000 PA USD 716253.61000000 0.049072962644 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 3.50000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BF3 926000.00000000 PA USD 908637.50000000 0.062253835055 Long DBT CORP US N 2 2031-02-15 Fixed 3.38000000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAA3 191000.00000000 PA USD 200952.42000000 0.013767931445 Long DBT CORP US N 2 2023-05-15 Fixed 2.95000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DA0 442000.00000000 PA USD 464784.83000000 0.031843984144 Long DBT CORP US N 2 2026-02-01 Fixed 2.75000000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244109 85651.00000000 NS USD 9162943.98000000 0.627784350912 Long EC CORP US N 1 N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCK7 1527000.00000000 PA USD 1609244.22000000 0.110254776228 Long DBT CORP US N 2 2031-02-01 Fixed 4.25000000 N N N N N N ROSS STORES INC 549300ENZFLPGRDFZQ60 778296AG8 434000.00000000 PA USD 435722.86000000 0.029852850070 Long DBT CORP US N 2 2031-04-15 Fixed 1.88000000 N N N N N N VCAT Asset Securitization, LLC N/A 91822XAA0 481238.99000000 PA USD 486843.79000000 0.033355318265 Long ABS-O CORP US N 2 2050-08-25 Variable 3.67000000 N N N N N N SENSATA TECHNOLOGIES INC N/A 81728UAB0 1260000.00000000 PA USD 1306090.80000000 0.089484707851 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N Trimble Inc 549300E2MI7NSZFQWS19 896239AA8 1238000.00000000 PA USD 1414993.89000000 0.096946027686 Long DBT CORP US N 2 2024-12-01 Fixed 4.75000000 N N N N N FIRST REPUBLIC BANK YWC0TIKBQM2JV8L4IV08 33616C761 65750.00000000 NS USD 1738430.00000000 0.119105731906 Long EP CORP US N 1 N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CQ3 1057000.00000000 PA USD 1082156.60000000 0.074142216759 Long DBT CORP US N 2 2029-02-15 Fixed 3.38000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89832Q695 76175.00000000 NS USD 2107762.25000000 0.144409936247 Long EP CORP US N 1 N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661DV6 682000.00000000 PA USD 923364.83000000 0.063262854353 Long DBT CORP US N 2 2040-04-15 Fixed 5.00000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CT0 460000.00000000 PA USD 524357.52000000 0.035925511064 Long DBT CORP US N 2 2025-05-01 Fixed 4.88000000 N N N N N N Freddie Mac N/A 3131Y4LZ5 41879.29000000 PA USD 43322.03000000 0.002968139120 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.00000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 693585AA9 1323609.49000000 PA USD 1334388.17000000 0.091423456587 Long ABS-MBS CORP US N 2 2025-09-25 Variable 2.86000000 N N N N N N DIAGEO CAPITAL PLC 213800L23DJLALFC4O95 25243YBC2 757000.00000000 PA USD 777829.14000000 0.053291710921 Long DBT CORP GB N 2 2025-09-29 Fixed 1.38000000 N N N N N N CHENIERE CORP CHRISTI HD 549300I7CIEWU1BBLQ53 16412XAJ4 1121000.00000000 PA USD 1247968.42000000 0.085502546585 Long DBT CORP US N 2 2029-11-15 Fixed 3.70000000 N N N N N N CHOICE HOTELS INTL INC 5493003CYRY5RFGTIR97 169905AF3 817000.00000000 PA USD 891069.22000000 0.061050172642 Long DBT CORP US N 2 2029-12-01 Fixed 3.70000000 N N N N N N Freddie Mac N/A 3133A0G73 170298.99000000 PA USD 178839.20000000 0.012252879787 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.00000000 N N N N N N Freddie Mac N/A 31329L6U1 39812.41000000 PA USD 43219.97000000 0.002961146643 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.50000000 N N N N N N HASBRO INC 549300NUB6D2R1ITYR45 418056AY3 1834000.00000000 PA USD 2046937.36000000 0.140242616860 Long DBT CORP US N 2 2026-11-19 Fixed 3.55000000 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 744320BH4 1777000.00000000 PA USD 1879675.06000000 0.128782909733 Long DBT CORP US N 2 2050-10-01 Fixed 3.70000000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AK7 254775.00000000 PA USD 268349.41000000 0.018385527679 Long ABS-O CORP US N 2 2049-05-20 Fixed 4.02000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967GF2 113000.00000000 PA USD 118706.50000000 0.008132984684 Long DBT CORP US N 2 2023-02-15 Fixed 5.90000000 N N N N N N CHENIERE ENERGY INC MIHC87W9WTYSYZWV1J40 16411RAJ8 2401000.00000000 PA USD 2521050.00000000 0.172725680886 Long DBT CORP US N 2 2028-10-15 Fixed 4.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417EMM0 70292.80000000 PA USD 74938.22000000 0.005134271463 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CJ6 700000.00000000 PA USD 715933.11000000 0.049051004102 Long DBT CORP GB N 2 2026-04-18 Fixed 1.65000000 N N N N N N Freddie Mac N/A 3132ADY69 50428.65000000 PA USD 55146.13000000 0.003778248290 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617446448 226956.00000000 NS USD 15553294.68000000 1.065608938190 Long EC CORP US N 1 N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017AQ7 1514000.00000000 PA USD 1583438.23000000 0.108486720381 Long DBT CORP US N 2 2023-09-01 Fixed 2.67000000 N N N N N N ELANCO ANIMAL HEALTH INC 549300SHPNDCE059M934 28414HAE3 1242000.00000000 PA USD 1356885.00000000 0.092964790666 Long DBT CORP US N 2 2023-08-28 Fixed 5.27000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69359NAA9 593123.69000000 PA USD 595299.80000000 0.040786007134 Long ABS-O CORP US N 2 2024-11-25 Variable 3.35000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TSJ5 121809.88000000 PA USD 132553.17000000 0.009081666980 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 4.50000000 N N N N N N Fannie Mae - CAS N/A 20754CAA7 168128.41000000 PA USD 168261.72000000 0.011528180779 Long ABS-MBS USGSE US N 2 2040-01-25 Floating 0.95000000 N N N N N N NUTRITION & BIOSCIENCES N/A 67079BAF7 501000.00000000 PA USD 544223.89000000 0.037286623412 Long DBT CORP US N 2 2050-12-01 Fixed 3.47000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80284RAH2 1868000.00000000 PA USD 1876244.60000000 0.128547877290 Long ABS-O CORP US N 2 2024-02-15 Fixed 4.29000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CX6 277000.00000000 PA USD 329619.13000000 0.022583323877 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N ELEMENT SOLUTIONS INC 549300FLGN6P5CU20J91 28618MAA4 1338000.00000000 PA USD 1376467.50000000 0.094306454118 Long DBT CORP US N 2 2028-09-01 Fixed 3.88000000 N N N N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525103 57026.00000000 NS USD 8687340.84000000 0.595199167679 Long EC CORP US N 1 N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CX1 280000.00000000 PA USD 397206.29000000 0.027213949303 Long DBT CORP US N 2 2060-05-01 Fixed 5.93000000 N N N N N N Freddie Mac - STACR N/A 35566CAH8 1021000.00000000 PA USD 1019418.68000000 0.069843829202 Long ABS-MBS USGSE US N 2 2050-12-25 Floating 2.08000000 N N N N N N O'Reilly Automotive Inc 549300K2RLMQL149Q332 67103HAG2 192000.00000000 PA USD 228382.16000000 0.015647235908 Long DBT CORP US N 2 2028-06-01 Fixed 4.35000000 N N N N N N Great Wolf Trust N/A 39152TAA8 270000.00000000 PA USD 263906.99000000 0.018081162427 Long ABS-MBS CORP US N 2 2036-12-15 Floating 1.19000000 N N N N N N UMBS, TBA N/A 01F020612 7830500.00000000 PA USD 8134237.73000000 0.557304198807 Long ABS-MBS USGSE US N 2 2051-01-15 Fixed 2.00000000 N N N N N N Lam Research Corp 549300I4GMO6D34U1T02 512807108 45125.00000000 NS USD 21311183.75000000 1.460101435397 Long EC CORP US N 1 N N N USAA CAPITAL CORP 5493007XLF4LU3U2W757 90327QD55 150000.00000000 PA USD 157723.62000000 0.010806179828 Long DBT CORP US N 2 2030-05-01 Fixed 2.13000000 N N N N N N BX Commercial Mortgage Trust 2019-XL N/A 056054AE9 181315.88000000 PA USD 181315.83000000 0.012422562103 Long ABS-MBS CORP US N 2 2036-10-15 Floating 1.24000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BV5 523000.00000000 PA USD 543111.83000000 0.037210432412 Long DBT CORP US N 2 2051-04-01 Fixed 3.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JXSM1 187973.15000000 PA USD 200977.46000000 0.013769647020 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 3.00000000 N N N N N N UMBS, TBA N/A 01F020414 2603869.00000000 PA USD 2722263.67000000 0.186511511454 Long ABS-MBS USGSE US N 2 2036-01-15 Fixed 2.00000000 N N N N N N AVERY DENNISON CORP 549300PW7VPFCYKLIV37 053611AK5 1251000.00000000 PA USD 1341797.69000000 0.091931107917 Long DBT CORP US N 2 2030-04-30 Fixed 2.65000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMC3 369000.00000000 PA USD 369541.58000000 0.025318546249 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N BX Trust N/A 056059AA6 674503.21000000 PA USD 674292.16000000 0.046198041471 Long ABS-MBS CORP US N 2 2035-11-15 Floating 0.91000000 N N N N N N Freddie Mac N/A 3132ACSX9 1276901.07000000 PA USD 1395189.16000000 0.095589138504 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661DU8 1070000.00000000 PA USD 1331901.17000000 0.091253063787 Long DBT CORP US N 2 2030-04-15 Fixed 4.50000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKG6 711000.00000000 PA USD 725428.77000000 0.049701583956 Long DBT CORP US N 2 2028-02-01 Fixed 1.65000000 N N N N N N BX Trust 2019-OC11 N/A 05606FAN3 215000.00000000 PA USD 217138.93000000 0.014876924111 Long ABS-MBS CORP US N 2 2041-12-09 Variable 4.08000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023BR5 144000.00000000 PA USD 147385.45000000 0.010097876759 Long DBT CORP US N 2 2026-06-15 Fixed 2.25000000 N N N N N N Freddie Mac N/A 3133G62T1 342887.35000000 PA USD 369090.81000000 0.025287662468 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 3.00000000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAM1 2348000.00000000 PA USD 2379533.64000000 0.163029915376 Long DBT CORP CA N 2 2030-10-15 Fixed 4.00000000 N N N N N N MainStay US Government Liquidity Fund 549300Y3ZLEL13IJCK58 56064L488 33485351.71000000 NS USD 33485351.71000000 2.294194948065 Long STIV RF US N 1 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAF8 441000.00000000 PA USD 463945.49000000 0.031786478115 Long DBT CORP US N 2 2024-08-01 Fixed 5.00000000 N N N N N N Fannie Mae - CAS N/A 20754WAB1 1290627.00000000 PA USD 1281532.47000000 0.087802133419 Long ABS-MBS USGSE US N 2 2040-01-25 Floating 2.15000000 N N N N N N Fannie Mae - CAS N/A 20753MAF5 782717.60000000 PA USD 781766.91000000 0.053561500892 Long ABS-MBS USGSE US N 2 2031-09-25 Floating 2.30000000 N N N N N N BROADRIDGE FINANCIAL SOL N/A 11133TAD5 1196000.00000000 PA USD 1310074.18000000 0.089757622717 Long DBT CORP US N 2 2029-12-01 Fixed 2.90000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617B13X9 48610.82000000 PA USD 53833.31000000 0.003688302542 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 4.00000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833100 399580.00000000 NS USD 53020270.20000000 3.632598429646 Long EC CORP US N 1 N N N Freddie Mac N/A 3132ADHW1 634512.60000000 PA USD 709121.75000000 0.048584334741 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 4.50000000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271AU3 1155000.00000000 PA USD 1469825.43000000 0.100702722350 Long DBT US N 2 2030-12-15 Fixed 4.90000000 N N N N N N Fannie Mae N/A 3136B6B77 1635902.93000000 PA USD 1718286.67000000 0.117725644090 Long ABS-MBS USGSE US N 2 2049-11-25 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SP4 10521500.00000000 PA USD 9854042.34000000 0.675133842112 Long DBT UST US N 2 2050-08-15 Fixed 1.38000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761JZN2 1401000.00000000 PA USD 1619764.69000000 0.110975569288 Long DBT CORP US N 2 2027-04-23 Fixed 3.95000000 N N N N N N Georgia-Pacific LLC L2EVHWFHVAQK72TMH265 37331NAG6 817000.00000000 PA USD 832311.17000000 0.057024459470 Long DBT CORP US N 2 2021-11-15 Fixed 3.16000000 N N N N N N Taco Bell Funding, LLC N/A 87342RAE4 510580.00000000 PA USD 563174.85000000 0.038585017918 Long ABS-O CORP US N 2 2048-11-25 Fixed 4.94000000 N N N N N N RELIANCE STEEL & ALUM 549300E287ZOFT3C5Z56 759509AE2 469000.00000000 PA USD 506011.82000000 0.034668584972 Long DBT CORP US N 2 2023-04-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JXJ58 57814.66000000 PA USD 61453.12000000 0.004210361553 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617B14U4 28960.94000000 PA USD 31568.03000000 0.002162832738 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 4.00000000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 91533BAB6 206000.00000000 PA USD 213064.41000000 0.014597764935 Long DBT CORP US N 2 2025-06-22 Fixed 1.65000000 N N N N N N WENDYS FUNDING LLC 5493009DRVSTWJOXUL48 95058XAE8 88270.00000000 PA USD 93662.41000000 0.006417129188 Long ABS-O CORP US N 2 2048-03-15 Fixed 3.88000000 N N N N N N AGREE LP 549300DXY3G299V1BO77 008513AA1 473000.00000000 PA USD 502463.64000000 0.034425487134 Long DBT US N 2 2030-10-01 Fixed 2.90000000 N N N N N N QUICKEN LOANS LLC/QUICKN N/A 74841CAA9 1013000.00000000 PA USD 1033260.00000000 0.070792144952 Long DBT CORP US N 2 2029-03-01 Fixed 3.63000000 N N N N N N MPT OPER PARTNERSP/FINL N/A 55342UAM6 3428000.00000000 PA USD 3539410.00000000 0.242496976333 Long DBT US N 2 2031-03-15 Fixed 3.50000000 N N N N N N Fannie Mae - CAS N/A 20754JAB0 783869.03000000 PA USD 782420.83000000 0.053606303167 Long ABS-MBS USGSE US N 2 2039-09-25 Floating 2.25000000 N N N N N N Freddie Mac N/A 3132CWBH6 1607533.32000000 PA USD 1679989.93000000 0.115101804621 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 2.50000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAP6 280000.00000000 PA USD 328373.98000000 0.022498014430 Long DBT CORP US N 2 2028-03-01 Fixed 4.30000000 N N N N N N MARVELL TECHNOLOGY GROUP 8DF36O58U3QIHUCGZB18 57385LAB4 1601000.00000000 PA USD 1891140.26000000 0.129568429447 Long DBT CORP BM N 2 2028-06-22 Fixed 4.88000000 N N N N N N Fannie Mae - CAS N/A 30711XDA9 385464.27000000 PA USD 401209.56000000 0.027488226901 Long ABS-MBS USGSE US N 2 2029-01-25 Floating 4.40000000 N N N N N N FOX CORP 549300DDU6FDRBIELS05 35137LAG0 429000.00000000 PA USD 472476.48000000 0.032370965157 Long DBT CORP US N 2 2024-01-25 Fixed 4.03000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAV3 3607900.00000000 PA USD 3596061.58000000 0.246378368106 Long DBT UST US N 2 2030-11-15 Fixed 0.88000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CA5 1621000.00000000 PA USD 1722435.89000000 0.118009921216 Long DBT CORP US N 2 2030-09-01 Fixed 3.50000000 N N N N N N Freddie Mac - STACR N/A 3137G0HW2 420051.69000000 PA USD 438326.25000000 0.030031217144 Long ABS-MBS USGSE US N 2 2028-07-25 Floating 5.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EM3U3 447758.17000000 PA USD 494528.59000000 0.033881829961 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 3.50000000 N N N N N N EQUIFAX INC 5493004MCF8JDC86VS77 294429AQ8 1527000.00000000 PA USD 1635501.92000000 0.112053780259 Long DBT CORP US N 2 2024-12-01 Fixed 2.60000000 N N N N N N Applebees/IHOP Funding LLC N/A 03789XAD0 1019445.00000000 PA USD 1005498.99000000 0.068890144058 Long ABS-O CORP US N 2 2049-06-07 Fixed 4.19000000 N N N N N N T-Mobile US Inc 549300QHIJYOHPACPG31 872590104 40276.00000000 NS USD 5431218.60000000 0.372111196020 Long EC CORP US N 1 N N N MSCI INC 549300HTIN2PD78UB763 55354GAH3 104000.00000000 PA USD 110760.00000000 0.007588543033 Long DBT CORP US N 2 2029-11-15 Fixed 4.00000000 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAL4 1122000.00000000 PA USD 1186515.00000000 0.081292164477 Long DBT CORP US N 2 2031-02-15 Fixed 3.88000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BD4 1540000.00000000 PA USD 1801339.93000000 0.123415904451 Long DBT CORP US N 2 2025-05-01 Fixed 5.75000000 N N N N N N Cold Storage Trust N/A 193051AA7 1506000.00000000 PA USD 1511063.32000000 0.103528069974 Long ABS-MBS CORP US N 2 2037-11-15 Floating 1.06000000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBE5 688000.00000000 PA USD 755263.59000000 0.051745668602 Long DBT US N 2 2029-11-18 Fixed 3.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H6W88 52608.36000000 PA USD 57902.02000000 0.003967063655 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAS0 986000.00000000 PA USD 1168892.18000000 0.080084765344 Long DBT CORP US N 2 2032-11-15 Fixed 4.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQFX5 226158.44000000 PA USD 252815.03000000 0.017321214650 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 4.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505FQ2 982000.00000000 PA USD 1012500.92000000 0.069369870016 Long DBT CORP US N 2 2025-01-28 Fixed 4.30000000 N N N N N N Oak Street Investment Grade Net Lease Fund N/A 67181DAA9 836782.18000000 PA USD 843455.69000000 0.057788008311 Long ABS-O CORP US N 2 2050-11-20 Fixed 1.85000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 693590AA9 458057.92000000 PA USD 462422.20000000 0.031682112354 Long ABS-MBS CORP US N 2 2025-08-25 Variable 3.67000000 N N N N N N BOOZ ALLEN HAMILTON INC 549300D7XCH2480XU542 09951LAA1 1244000.00000000 PA USD 1281320.00000000 0.087787576380 Long DBT CORP US N 2 2028-09-01 Fixed 3.88000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CR1 1195000.00000000 PA USD 1229416.00000000 0.084231457405 Long DBT CORP US N 2 2031-02-15 Fixed 3.63000000 N N N N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 09857L108 3434.00000000 NS USD 7648445.18000000 0.524020904557 Long EC CORP US N 1 N N N WESTINGHOUSE AIR BRAKE 06BTX5UWZD0GQ5N5Y745 960386AM2 2293000.00000000 PA USD 2720468.31000000 0.186388505255 Long DBT CORP US N 2 2028-09-15 Fixed 4.95000000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933Y105 244186.00000000 NS USD 19974414.80000000 1.368514863502 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H23A4 340632.09000000 PA USD 367832.71000000 0.025201465772 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N CSMC 2020 UNFI N/A 12656MAA1 509000.00000000 PA USD 509025.30000000 0.034875048702 Long ABS-MBS CORP US N 2 2023-12-15 Variable 1.00000000 N N N N N N BLACK HILLS CORP 3MGELCRSTNSAMJ962671 092113AT6 407000.00000000 PA USD 427461.30000000 0.029286822591 Long DBT CORP US N 2 2030-06-15 Fixed 2.50000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BT0 1115000.00000000 PA USD 1331756.09000000 0.091243123864 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N Freddie Mac N/A 3131Y0KS0 390504.11000000 PA USD 418971.40000000 0.028705150765 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810ST6 1726000.00000000 PA USD 1706582.50000000 0.116923751730 Long DBT UST US N 2 2040-11-15 Fixed 1.38000000 N N N N N N S&P Global Inc Y6X4K52KMJMZE7I7MY94 78409V104 11316.00000000 NS USD 3719908.68000000 0.254863552720 Long EC CORP US N 1 N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBB6 1496000.00000000 PA USD 1633559.73000000 0.111920714239 Long DBT CORP US N 2 2025-11-15 Fixed 3.15000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAE3 901000.00000000 PA USD 947364.91000000 0.064907181185 Long DBT CORP GB N 2 2040-09-02 Fixed 3.30000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 48128BAD3 184000.00000000 PA USD 181673.14000000 0.012447042623 Long DBT CORP US N 2 2022-11-01 Fixed 4.63000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BF9 211000.00000000 PA USD 291401.02000000 0.019964871617 Long DBT CORP US N 2 2051-01-15 Fixed 7.15000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967GR6 537000.00000000 PA USD 559151.25000000 0.038309347444 Long DBT CORP US N 2 2023-05-15 Fixed 5.35000000 N N N N N Freddie Mac N/A 3131Y04D1 7021.60000000 PA USD 7504.11000000 0.000514132012 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.00000000 N N N N N N COLT Funding LLC N/A 12597QAA4 426880.03000000 PA USD 430255.03000000 0.029478230503 Long ABS-MBS CORP US N 2 2065-04-27 Variable 1.51000000 N N N N N N Eli Lilly and Co FRDRIPF3EKNDJ2CQJL29 532457108 102944.00000000 NS USD 17381064.96000000 1.190835675508 Long EC CORP US N 1 N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135106 13953.00000000 NS USD 45443944.29000000 3.113518660733 Long EC CORP US N 1 N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VCK8 381000.00000000 PA USD 514897.44000000 0.035277368917 Long DBT CORP US N 2 2046-08-21 Fixed 4.86000000 N N N N N N Trimble Inc 549300E2MI7NSZFQWS19 896239AC4 2027000.00000000 PA USD 2425480.65000000 0.166177900774 Long DBT CORP US N 2 2028-06-15 Fixed 4.90000000 N N N N N N SPRUCE HILL MORTGAGE LOAN TRUST N/A 85209FAB2 376675.50000000 PA USD 381094.43000000 0.026110071162 Long ABS-MBS CORP US N 2 2050-01-28 Variable 2.62000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H020618 798569.00000000 PA USD 835097.29000000 0.057215345995 Long ABS-MBS USGA US N 2 2051-01-21 Fixed 2.00000000 N N N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 70450YAD5 1436000.00000000 PA USD 1578451.85000000 0.108145086585 Long DBT CORP US N 2 2026-10-01 Fixed 2.65000000 N N N N N N NUTRITION & BIOSCIENCES N/A 67079BAC4 933000.00000000 PA USD 961610.01000000 0.065883161271 Long DBT CORP US N 2 2027-10-15 Fixed 1.83000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179T7M1 765162.32000000 PA USD 836799.59000000 0.057331976338 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 5.00000000 N N N N N N Fannie Mae - CAS N/A 20753KAB8 429546.05000000 PA USD 428999.58000000 0.029392215368 Long ABS-MBS USGSE US N 2 2031-08-25 Floating 2.45000000 N N N N N N OneMain Direct Auto Receivables Trust N/A 68268XAD3 180000.00000000 PA USD 184271.35000000 0.012625054797 Long ABS-O CORP US N 2 2028-01-14 Fixed 4.40000000 N N N N N N Motorola Solutions Inc 6S552MUG6KGJVEBSEC55 620076307 31959.00000000 NS USD 5434947.54000000 0.372366678339 Long EC CORP US N 1 N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967HQ7 123000.00000000 PA USD 133332.00000000 0.009135027264 Long DBT CORP US N 2 2024-05-15 Fixed 6.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H6CC1 791128.70000000 PA USD 865018.20000000 0.059265328959 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A 3131Y0TA0 248766.47000000 PA USD 272582.79000000 0.018675570893 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.00000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BL7 205000.00000000 PA USD 255861.63000000 0.017529947543 Long DBT CORP US N 2 2047-05-01 Fixed 5.38000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122108 214698.00000000 NS USD 13317716.94000000 0.912441929477 Long EC CORP US N 1 N N N American Express Co R4PP93JZOLY261QX3811 025816109 83445.00000000 NS USD 10089334.95000000 0.691254536374 Long EC CORP US N 1 N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DL1 293000.00000000 PA USD 366510.10000000 0.025110849278 Long DBT CORP US N 2 2050-04-01 Fixed 4.25000000 N N N N N N Drive Auto Receivables Trust 549300RZ091I85JWZO63 26207KAG6 110724.81000000 PA USD 112389.68000000 0.007700197934 Long ABS-O CORP US N 2 2023-12-15 Fixed 3.53000000 N N N N N N Bank N/A 06541KBA5 271673.00000000 PA USD 322825.63000000 0.022117878165 Long ABS-MBS CORP US N 2 2061-05-15 Variable 4.26000000 N N N N N N LEVEL 3 FINANCING INC N/A 527298BQ5 1755000.00000000 PA USD 1948962.60000000 0.133530033956 Long DBT CORP US N 2 2029-11-15 Fixed 3.88000000 N N N N N N Dominos Pizza Master Issuer LLC N/A 25755TAL4 1632510.00000000 PA USD 1734068.45000000 0.118806907332 Long ABS-O CORP US N 2 2049-10-25 Fixed 3.67000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69359XAA7 820972.50000000 PA USD 824105.66000000 0.056462272166 Long ABS-O CORP US N 2 2025-10-25 Variable 2.95000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AB4 1260000.00000000 PA USD 1303104.60000000 0.089280113167 Long DBT CORP GB N 2 2035-11-28 Fixed 3.03000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RME9 105000.00000000 PA USD 106022.53000000 0.007263962905 Long DBT CORP US N 2 2059-09-15 Fixed 3.65000000 N N N N N N DOLLAR GENERAL CORP OPX52SQVOZI8IVSWYU66 256677AH8 762000.00000000 PA USD 964366.44000000 0.066072013634 Long DBT CORP US N 2 2050-04-03 Fixed 4.13000000 N N N N N N Fannie Mae N/A 3136B1N26 952013.40000000 PA USD 1016155.11000000 0.069620230959 Long ABS-MBS USGSE US N 2 2048-05-25 Fixed 3.00000000 N N N N N N Oak Street Investment Grade Net Lease Fund N/A 67181DAE1 1207000.00000000 PA USD 1221800.23000000 0.083709675188 Long ABS-O CORP US N 2 2050-11-20 Fixed 3.39000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TZ57 589912.63000000 PA USD 633805.60000000 0.043424170012 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HGR90 352017.44000000 PA USD 384008.42000000 0.026309718494 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.50000000 N N N N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 871829BL0 1571000.00000000 PA USD 2064364.88000000 0.141436635328 Long DBT CORP US N 2 2030-04-01 Fixed 5.95000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38144GAB7 368000.00000000 PA USD 389314.56000000 0.026673260131 Long DBT CORP US N 2 2025-02-10 Fixed 4.95000000 N N N N N N 2021-01-21 MAINSTAY VP FUNDS TRUST Jack Benintende Jack Benintende Treasurer