NPORT-P false 0001750821 XXXXXXXX S000067945 C000217841 C000217842 Exchange Place Advisors Trust 811-23373 0001750821 549300K2CKCXH4E67T58 200 West Madison St Suite 2610 Chicago 60606 312-857-2160 NORTH SQUARE STRATEGIC INCOME FUND S000067945 549300CK62QE77H6G155 2026-05-31 2026-05-31 N 1250730171.13 3533555.46 1247196615.67 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 81250 CAD MXN USD ZAR N NS STRATEGIC INCOME FUND 6111 AEGIS ASSET BACKED SECURITIES TRUST SERIES 2005-2 N/A 00764MFD4 468146.13000000 PA USD 456454.18000000 0.036598413936 Long ABS-O CORP US N 2 2035-06-25 Floating 4.48878960 N N N N N N AGNICO EAGLE MINES LTD 254900BFJ2DOHPMEXN45 008474108 13528.00000000 NS USD 2477653.20000000 0.198657787302 Long EC CORP CA N 1 N N N ALAMOS GOLD INC 894500GIHFJZW7YS9660 011532108 63628.00000000 NS USD 2596022.40000000 0.208148608437 Long EC CORP CA N 1 N N N ALGONQUIN POWER & UTILITIES CORP 549300K5VIUTJXQL7X75 015857AH8 5467000.00000000 PA USD 5433680.28000000 0.435671506138 Long DBT CORP US N 2 2082-01-18 Fixed 4.75000110 N N N N N N ALLIANT ENERGY CORP 5493009ML300G373MZ12 018802AE8 5000000.00000000 PA USD 5303750.00000000 0.425253719691 Long DBT CORP US N 2 2028-05-30 Fixed 3.25000000 N N N N Y Alliant Energy Corporation USD XXXX N N N ALTAGAS LTD 2549008X5V70MOS4HM10 021361AD2 8550000.00000000 PA USD 8915546.70000000 0.714846928542 Long DBT CORP US Y 2 2054-10-15 Fixed 7.19999958 N N N N N N AMERICAN ELECTRIC POWER COMPANY INC 1B4S6S7G0TW5EE83BO58 025537BA8 4782000.00000000 PA USD 5115482.67000000 0.410158479082 Long DBT CORP US N 2 2054-12-15 Fixed 6.95000124 N N N N N N AMERICAN ELECTRIC POWER COMPANY INC 1B4S6S7G0TW5EE83BO58 02557TAF6 3500000.00000000 PA USD 3472542.15000000 0.278427804114 Long DBT CORP US N 2 2056-03-15 Fixed 6.05000096 N N N N N N APPLEBEE'S FUNDING LLC N/A 03789XAH1 10425000.00000000 PA USD 10477020.75000000 0.840045636619 Long ABS-O CORP US Y 2 2055-06-07 Fixed 6.72000000 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 05602XQR2 5000000.00000000 PA USD 4970685.50000000 0.398548668072 Long DBT CORP FR Y 2 2099-12-15 Fixed 6.87499904 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505FL3 12000000.00000000 PA USD 12150636.00000000 0.974235805913 Long DBT CORP US N 2 N/A Fixed 5.87500000 N N N N N N BELL CANADA 5493000G3EFX9S7TDE29 0778FPAQ2 9000000.00000000 PA USD 9301446.00000000 0.745788264908 Long DBT CORP US N 2 2055-09-15 Fixed 7.00000032 N N N N N N BHP GROUP LTD WZE1WSENV6JSZFK0JC28 088606108 38012.00000000 NS USD 3379646.92000000 0.270979481305 Long EC CORP AU N 1 N N N CMS ENERGY CORP 549300IA9XFBAGNIBW29 125896BZ2 5000000.00000000 PA USD 5006250.00000000 0.401400223276 Long DBT CORP US Y 2 2031-05-01 Fixed 3.12500000 N N N N Y CMS Energy Corporation USD XXXX N N N COMM 2010-C1 MORTGAGE TRUST N/A 12622DAK0 5940952.70000000 PA USD 5907521.77000000 0.473664031458 Long ABS-O CORP US Y 2 2046-07-10 Variable 5.98506708 N N N N N N COMM 2013-CCRE7 MORTGAGE TRUST 549300FVY7JUBJ0PIH53 12625FBC9 350000.00000000 PA USD 332944.01000000 0.026695390752 Long ABS-O CORP US Y 2 2046-03-10 Variable 4.38745356 N N N N N N CSMC 2021-GATE N/A 12662UAE7 5686000.00000000 PA USD 5624317.70000000 0.450956780136 Long ABS-O CORP US Y 2 2036-12-15 Floating 6.44938560 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650EG1 6000000.00000000 PA USD 6259560.00000000 0.501890393331 Long DBT CORP US N 2 2054-12-10 Fixed 6.75000144 N N N N N N CANON MUSIC ISSUER TRUST N/A 138011AA9 5325000.00000000 PA USD 5334229.82000000 0.427697586168 Long ABS-O CORP US Y 2 2076-05-01 Fixed 5.52100000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HCF0 7189000.00000000 PA USD 7155618.60000000 0.573736210481 Long DBT CORP US N 2 N/A Fixed 3.95000160 N N N N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 15189TBJ5 3000000.00000000 PA USD 3166851.00000000 0.253917542768 Long DBT CORP US N 2 2055-02-15 Fixed 6.84999930 N N N N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 15189TBQ9 9725000.00000000 PA USD 10148037.50000000 0.813667818890 Long DBT CORP US Y 2 2028-08-01 Fixed 3.00000000 N N N N Y Centerpoint Energy Inc USD XXXX N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-101A N/A 17290MAE4 26130000.00000000 PA USD 1890084.81000000 0.151546659624 Long ABS-O CORP US Y 2 2043-01-14 Variable 1.24965000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967QJ3 7000000.00000000 PA USD 7111713.00000000 0.570215867381 Long DBT CORP US N 2 2099-05-15 Fixed 6.62500000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-GC27 N/A 17323CAS6 3550000.00000000 PA USD 3329747.00000000 0.266978514707 Long ABS-O CORP US Y 2 2048-02-01 Fixed 3.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAV5 7500000.00000000 PA USD 7658940.00000000 0.614092429675 Long DBT CORP US N 2 N/A Fixed 6.95000016 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2020-555 N/A 17328EAQ1 72000000.00000000 PA USD 1726848.00000000 0.138458361601 Long ABS-O CORP US Y 2 2029-12-10 Variable 0.85734000 N N N N N N CITIZENS FINANCIAL GROUP INC 2138004JDDA4ZQUPFW65 174610BD6 7750000.00000000 PA USD 7696145.25000000 0.617075539919 Long DBT CORP US N 2 N/A Fixed 3.99999960 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UEA3 11000000.00000000 PA USD 11076417.00000000 0.888105119981 Long DBT CORP US N 2 2056-02-15 Fixed 6.19999934 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CCG8 4500000.00000000 PA USD 4689841.50000000 0.376030646738 Long DBT CORP US N 2 2054-09-01 Fixed 6.44999856 N N N N N N EMERA INC NQZVQT2P5IUF2PGA1Q48 290876AD3 5436000.00000000 PA USD 5439489.91000000 0.436137321225 Long DBT CORP CA N 2 2076-06-15 Fixed 6.75000144 N N N N N N EMERA US FINANCE LLC N/A 29103HAA5 2000000.00000000 PA USD 2026948.00000000 0.162520325547 Long DBT CORP US N 2 2056-10-01 Fixed 6.65000040 N N N N N N EMERA US FINANCE LLC N/A 29103HAB3 4500000.00000000 PA USD 4563954.00000000 0.365937009662 Long DBT CORP US N 2 2056-10-01 Fixed 6.85000110 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBC8 12211000.00000000 PA USD 12330924.23000000 0.988691283721 Long DBT CORP CA N 2 2080-07-15 Fixed 5.75000076 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCF0 2050000.00000000 PA USD 2189287.25000000 0.175536657371 Long DBT CORP US N 2 2054-06-27 Fixed 7.20000008 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAJ9 9500000.00000000 PA USD 9616441.50000000 0.771044547361 Long DBT CORP US N 2 N/A Fixed 6.62499820 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WBD9 5000000.00000000 PA USD 5015185.00000000 0.402116629967 Long DBT CORP US N 2 2056-08-15 Fixed 6.35000128 N N N N N N EXCHANGE PLACE ADVISORS TRUST 549300K2CKCXH4E67T58 301471108 276501.00000000 NS USD 7069356.37000000 0.566819720417 Long EC RF US N 1 N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NBQ3 9700000.00000000 PA USD 10047444.30000000 0.805602274233 Long DBT CORP US N 2 2055-03-15 Fixed 6.49999872 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NBT7 5500000.00000000 PA USD 5542625.00000000 0.444406674165 Long DBT CORP US Y 2 2029-03-15 Fixed 3.25000000 N N N N Y Exelon Corp. USD XXXX N N N EXXON MOBIL CORP J3WHBG0MTS7O8ZVMDC91 30231G102 19686.00000000 NS USD 2859588.36000000 0.229281279637 Long EC CORP US N 1 N N N FBR SECURITIZATION TRUST N/A 30246QCQ4 411224.06000000 PA USD 408216.86000000 0.032730754306 Long ABS-O CORP US N 2 2035-11-26 Floating 4.47378840 N N N N N N FMC CORP CKDHZ2X64EEBQCSP7013 302491AZ8 5250000.00000000 PA USD 3917119.50000000 0.314073935960 Long DBT CORP US N 2 2055-11-01 Fixed 8.45000128 N N N N N N FREDDIE MAC MULTIFAMILY DIVISION N/A 30295RAN1 230648146.06000000 PA USD 17067.96000000 0.001368505958 Long ABS-O USGSE US Y 2 2049-11-25 Fixed 0.10000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAE2 27000000.00000000 PA USD 24913518.30000000 1.997561409883 Long DBT CORP US N 2 2055-11-15 Fixed 5.62500000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DNGZ0 6978998.28000000 PA USD 6367701.19000000 0.510561134467 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DQPP5 1458622.14000000 PA USD 1477019.80000000 0.118427181523 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DQQ33 2147993.37000000 PA USD 2170283.61000000 0.174012948939 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DQWL6 2479690.36000000 PA USD 2455254.82000000 0.196861889228 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.00000000 N N N N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 3132DT4L1 1589756.75000000 PA USD 1639368.40000000 0.131444263029 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DUQR1 8318442.60000000 PA USD 8235175.24000000 0.660294867427 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DUWR4 3600358.96000000 PA USD 3577494.34000000 0.286842851804 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DUY76 1465608.62000000 PA USD 1503753.31000000 0.120570669540 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 6.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWEQ2 14535749.30000000 PA USD 13227958.20000000 1.060615305862 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 3.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132E02P6 2390145.56000000 PA USD 2473878.24000000 0.198355111689 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132E06G2 3467618.85000000 PA USD 3633391.91000000 0.291324708899 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133CWE65 6126027.76000000 PA USD 6190628.07000000 0.496363443599 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 5.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KPDE5 3880103.40000000 PA USD 3650733.07000000 0.292715119984 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KQPS9 1649610.08000000 PA USD 1588986.18000000 0.127404625705 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 4.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3136B7FY2 2628815.62000000 PA USD 67674.39000000 0.005426120400 Long ABS-O USGSE US N 2 2029-03-26 Variable 1.36396080 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3136B9EF0 3476332.33000000 PA USD 81965.66000000 0.006571991855 Long ABS-O USGSE US N 2 2028-08-25 Variable 1.49658840 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3136BBTB8 259710.21000000 PA USD 255015.12000000 0.020447066388 Long ABS-O USGSE US N 2 2028-09-25 Fixed 0.75000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3136BXNM2 39687678.53000000 PA USD 1626670.94000000 0.130426182974 Long ABS-O USGSE US N 2 2035-08-01 Variable 0.69230880 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BKH29 20970740.76000000 PA USD 623506.26000000 0.049992619621 Long ABS-O USGSE US N 2 2033-07-25 Variable 0.89739720 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137BRQL2 93747803.11000000 PA USD 52151.90000000 0.004181529948 Long ABS-O USGSE US N 2 2026-07-25 Variable 1.26376560 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137BXR46 30000000.00000000 PA USD 122106.00000000 0.009790437086 Long ABS-O USGSE US N 2 2027-03-25 Variable 0.61261200 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137F84K6 2750000.00000000 PA USD 270723.48000000 0.021706559863 Long ABS-O USGSE US N 2 2049-01-25 Variable 2.72021760 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137F84U4 15350000.00000000 PA USD 1494479.07000000 0.119827062647 Long ABS-O USGSE US N 2 2030-11-25 Variable 2.71241280 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3137F9Z20 1715000.00000000 PA USD 173984.18000000 0.013950020214 Long ABS-O USGSE US N 2 2049-02-25 Variable 2.70954720 N N N N N N FREMF 2017-K67 MORTGAGE TRUST N/A 3137FAWW4 30893000.00000000 PA USD 168749.92000000 0.013530338190 Long ABS-O USGSE US N 2 2027-08-25 Variable 0.60758280 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137FEBS8 306324940.84000000 PA USD 1582474.64000000 0.126882531600 Long ABS-O USGSE US N 2 2027-12-25 Variable 0.48082320 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137FQXU2 7690000.00000000 PA USD 234158.96000000 0.018774823236 Long ABS-O USGSE US N 2 2028-10-27 Variable 1.82580120 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137FTFU6 36587388.76000000 PA USD 195274.21000000 0.015657050985 Long ABS-O USGSE US N 2 2027-01-25 Variable 1.58880960 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137FTG43 7570000.00000000 PA USD 476626.13000000 0.038215797253 Long ABS-O USGSE US N 2 2030-04-25 Variable 1.91328840 N N N N N N FREMF 2020-K110 MORTGAGE TRUST N/A 3137FTZU4 7249000.00000000 PA USD 463754.05000000 0.037183716197 Long ABS-O USGSE US N 2 2030-04-25 Variable 1.95449760 N N N N N N FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES SERIES 2020-K111 N/A 3137FUZF4 1835000.00000000 PA USD 206013.62000000 0.016518134944 Long ABS-O USGSE US N 2 2048-04-25 Variable 3.28767840 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137FWHX1 3332000.00000000 PA USD 198001.77000000 0.015875746254 Long ABS-O USGSE US N 2 2030-08-25 Variable 1.70080560 N N N N N N FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES SERIES 2020-K119 N/A 3137FXQS0 3455000.00000000 PA USD 353100.31000000 0.028311519255 Long ABS-O USGSE US N 2 2030-10-25 Variable 2.82107880 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137H2P57 15695756.50000000 PA USD 571207.82000000 0.045799340121 Long ABS-O USGSE US N 2 2029-04-27 Variable 2.01479040 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137H4C73 63531942.39000000 PA USD 1488991.78000000 0.119387092723 Long ABS-O USGSE US N 2 2031-10-25 Variable 0.62597520 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137H5FY8 327703.79000000 PA USD 317595.96000000 0.025464786867 Long ABS-O USGSE US N 2 2027-12-25 Fixed 1.67900000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137HAD94 125870000.00000000 PA USD 543456.31000000 0.043574229048 Long ABS-O USGSE US N 2 2033-05-25 Variable 0.15393240 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137HAMT0 120033961.41000000 PA USD 362226.49000000 0.029043254724 Long ABS-O USGSE US N 2 2028-09-25 Variable 0.26065800 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137HBFZ2 120573966.71000000 PA USD 2037579.46000000 0.163372754095 Long ABS-O USGSE US N 2 2028-12-25 Variable 0.88215840 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137HCKP6 49208000.00000000 PA USD 917478.24000000 0.073563240027 Long ABS-O USGSE US N 2 2031-02-25 Variable 0.54765360 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137HKXF6 12044000.00000000 PA USD 575612.87000000 0.046152536237 Long ABS-O USGSE US N 2 2032-01-25 Variable 1.39352760 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A04E6 633951.19000000 PA USD 653243.46000000 0.052376942960 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140A1VM6 2577055.70000000 PA USD 2634414.96000000 0.211226916983 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B8CQ2 6594299.31000000 PA USD 6494716.75000000 0.520745219189 Long ABS-MBS USGSE US N 2 2055-06-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LGJ78 3544370.19000000 PA USD 3216571.10000000 0.257904091430 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.20000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MSU52 2001119.71000000 PA USD 1982480.18000000 0.158954903749 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N4NE3 3988658.60000000 PA USD 3847645.96000000 0.308503560036 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NCTZ2 1774621.77000000 PA USD 1761660.38000000 0.141249611959 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NKEX5 2542389.33000000 PA USD 2522623.55000000 0.202263501865 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMVA9 8198485.54000000 PA USD 6899508.47000000 0.553201346388 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QN6W7 7861473.87000000 PA USD 6905793.41000000 0.553705271745 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QN7H9 11400761.55000000 PA USD 10431668.09000000 0.836409268509 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNYH9 5239771.35000000 PA USD 4802445.94000000 0.385059250455 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPAW7 12329475.25000000 PA USD 11559192.15000000 0.926813944551 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QPR90 1776086.47000000 PA USD 1555780.33000000 0.124742186633 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPSH1 11391440.16000000 PA USD 10714878.38000000 0.859117018549 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QQDD4 6853920.45000000 PA USD 6240448.03000000 0.500357999019 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 3.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJKB8 3390198.77000000 PA USD 3278078.01000000 0.262835704396 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W0AN5 825772.64000000 PA USD 850496.53000000 0.068192658584 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W0TW5 10347492.22000000 PA USD 10450449.46000000 0.837915155373 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 5.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W1YU1 8367465.51000000 PA USD 7062007.85000000 0.566230517407 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 2.50000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140W2CS8 4539537.88000000 PA USD 4497244.91000000 0.360588286842 Long ABS-MBS USGSE US N 2 2055-06-01 Fixed 5.00000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140W2UM1 5546506.38000000 PA USD 5350979.94000000 0.429040607773 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 4.50000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140W4G76 10355936.46000000 PA USD 9737771.45000000 0.780772760898 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 4.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XDMS2 4706271.68000000 PA USD 4290553.81000000 0.344015831673 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 3.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XHB30 2264288.91000000 PA USD 1921188.64000000 0.154040559111 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJ2L6 15767046.20000000 PA USD 13792412.55000000 1.105873153976 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLSA7 15302557.25000000 PA USD 14398189.43000000 1.154444235102 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 4.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XRLD5 6319623.15000000 PA USD 6460283.24000000 0.517984346560 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XRLY9 4346915.96000000 PA USD 4204419.75000000 0.337109618257 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 4.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FFZ5 12744170.19000000 PA USD 11945408.30000000 0.957780685893 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 4.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427MMW8 6813775.22000000 PA USD 6749710.40000000 0.541190564117 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427MZ38 9866047.51000000 PA USD 9062711.30000000 0.726646559663 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 3.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31427NW88 3838116.60000000 PA USD 3923544.13000000 0.314589061636 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 6.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427QL91 12498310.76000000 PA USD 11389664.35000000 0.913221236082 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427QMN9 7351509.95000000 PA USD 6917012.48000000 0.554604814757 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427QNB4 9468316.44000000 PA USD 9154161.39000000 0.733979011407 Long ABS-MBS USGSE US N 2 2055-09-01 Fixed 4.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427R2W9 16959270.55000000 PA USD 16791972.60000000 1.346377338506 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 5.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427R2Z2 16726747.28000000 PA USD 16537324.73000000 1.325959718156 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GXJJ7 13000000.00000000 PA USD 12800173.49000000 1.026315604867 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 5.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WTY4 6849361.40000000 PA USD 5869439.77000000 0.470610623558 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XBP0 1914105.48000000 PA USD 1574173.98000000 0.126216986176 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 2.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XDB9 1559004.30000000 PA USD 1390887.20000000 0.111521085170 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 3.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XFE1 2071785.95000000 PA USD 1847311.17000000 0.148117076873 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 3.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XS72 5024288.29000000 PA USD 4315956.79000000 0.346052638034 Long ABS-MBS USGA US N 2 2053-02-20 Fixed 2.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XS98 4312797.41000000 PA USD 3953920.52000000 0.317024635115 Long ABS-MBS USGA US N 2 2053-02-20 Fixed 3.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XVM5 2852243.72000000 PA USD 2443964.28000000 0.195956615764 Long ABS-MBS USGA US N 2 2053-03-20 Fixed 2.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XXY7 1818190.42000000 PA USD 1561300.70000000 0.125184808905 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 2.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179YSZ8 4188293.21000000 PA USD 3744947.76000000 0.300269236858 Long ABS-MBS USGA US N 2 2054-03-20 Fixed 3.00000000 N N N N N N GS MORTGAGE SECURITIES CORP TRUST 2012-BWTR N/A 36192RAA0 7358088.92000000 PA USD 6794327.60000000 0.544767963177 Long ABS-O CORP US Y 2 2034-11-05 Fixed 2.95400000 N N N N N N GS MORTGAGE SECURITIES TRUST 2015-GC32 54930066YOFVQE068N73 36250PAP0 2619501.79000000 PA USD 2549353.37000000 0.204406694018 Long ABS-O CORP US Y 2 2048-07-10 Variable 4.47548736 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XCA2 9416000.00000000 PA USD 9330342.65000000 0.748105193100 Long DBT CORP US N 2 N/A Fixed 5.75000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38379RWL3 1195309.25000000 PA USD 53264.89000000 0.004270769286 Long ABS-O USGA US N 2 2056-12-16 Variable 0.74328120 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38380MYE5 35820138.78000000 PA USD 3086177.19000000 0.247449131213 Long ABS-O USGA US N 2 2060-11-16 Variable 1.09188000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38380P8N7 21839289.03000000 PA USD 1892409.34000000 0.151733040021 Long ABS-O USGA US N 2 2060-09-16 Variable 1.27098000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38380PAJ3 38891288.80000000 PA USD 2741155.26000000 0.219785335011 Long ABS-O USGA US N 2 2062-01-16 Variable 1.00433160 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38380PW83 53957592.37000000 PA USD 3347976.88000000 0.268440183202 Long ABS-O USGA US N 2 2060-08-16 Variable 0.87769080 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38380RET3 47495424.48000000 PA USD 3297621.57000000 0.264402703516 Long ABS-O USGA US N 2 2062-09-16 Variable 1.01162880 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38380RHQ6 32255184.36000000 PA USD 1936065.83000000 0.155233409526 Long ABS-O USGA US N 2 2062-06-16 Variable 0.82195920 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38380RL57 36387497.17000000 PA USD 2565311.27000000 0.205686195566 Long ABS-O USGA US N 2 2062-10-16 Variable 1.02048840 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38380RNX4 33367521.25000000 PA USD 2593146.90000000 0.207918051365 Long ABS-O USGA US N 2 2061-01-01 Variable 1.05320880 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38380RQU7 52173467.45000000 PA USD 3989105.06000000 0.319845725195 Long ABS-O USGA US N 2 2063-05-16 Variable 0.98665920 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38380RUJ7 10323858.99000000 PA USD 708503.73000000 0.056807701456 Long ABS-O USGA US N 2 2063-05-16 Variable 0.97297920 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38381D3P3 49544304.41000000 PA USD 2998257.81000000 0.240399771161 Long ABS-O USGA US N 2 2063-09-16 Variable 0.88254000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38381DD56 42312883.76000000 PA USD 3301500.84000000 0.264713742686 Long ABS-O USGA US N 2 2063-11-16 Variable 1.04344920 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38381DW22 42047992.10000000 PA USD 3022640.94000000 0.242354806132 Long ABS-O USGA US N 2 2063-05-16 Variable 0.99347040 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381ECT3 70080199.20000000 PA USD 3929452.83000000 0.315062820138 Long ABS-O USGA US N 2 2061-11-16 Variable 0.80926920 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38381EQB7 68284723.82000000 PA USD 4467548.54000000 0.358207237244 Long ABS-O USGA US N 2 2064-03-16 Variable 0.85732920 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38381L6Q0 43550476.20000000 PA USD 2699990.16000000 0.216484724707 Long ABS-O USGA US N 2 2067-08-16 Variable 0.57510000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38381LAV4 138392083.50000000 PA USD 7218724.82000000 0.578796055834 Long ABS-O USGA US N 2 2064-06-16 Fixed 0.74999880 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38381LYP1 14032433.55000000 PA USD 840145.65000000 0.067362726890 Long ABS-O USGA US N 2 2066-07-16 Variable 0.67682880 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38381MEH9 108934930.07000000 PA USD 5778409.79000000 0.463311856157 Long ABS-O USGA US N 2 2066-10-16 Variable 0.50964120 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38381MJN1 28300162.01000000 PA USD 1509072.18000000 0.120997135579 Long ABS-O USGA US N 2 2067-02-16 Variable 0.68703840 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38381MUE8 48434013.30000000 PA USD 2796570.24000000 0.224228498126 Long ABS-O USGA US N 2 2067-05-16 Variable 0.60228000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381STS6 29971822.50000000 PA USD 1720382.61000000 0.137939967795 Long ABS-O USGA US N 2 2066-03-16 Variable 0.51459840 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38383GQV6 30108298.80000000 PA USD 1583338.23000000 0.126951774091 Long ABS-O USGA US N 2 2062-04-16 Variable 0.81718920 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CN7 10800000.00000000 PA USD 10122012.72000000 0.811581156717 Long DBT CORP GB N 2 N/A Fixed 4.59999904 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280FR5 2500000.00000000 PA USD 2512172.50000000 0.201425538558 Long DBT CORP GB N 2 N/A Fixed 6.74999952 N N N N N N HSI ASSET SECURITIZATION CORP TRUST 2138004J9K5ER1VNP306 40430HFM5 65264.34000000 PA USD 64901.17000000 0.005203764120 Long ABS-O CORP US N 2 2036-02-25 Floating 4.30878960 N N N N N N HALLIBURTON COMPANY ENYF8GB5SMQZ25S06U51 406216101 73387.00000000 NS USD 2851084.95000000 0.228599477755 Long EC CORP US N 1 N N N HI-FI MUSIC IP ISSUER LP 635400VMUHJZERQEGT10 428357AA5 8016000.00000000 PA USD 7964558.12000000 0.638596835489 Long ABS-O CORP US Y 2 2062-02-01 Fixed 3.93900000 N N N N N N HOMEBANC MORTGAGE TRUST 2005-4 N/A 43739EBP1 3460842.95000000 PA USD 3486226.85000000 0.279525040895 Long ABS-O CORP US N 2 2035-07-25 Floating 4.70379960 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859CE0 1000000.00000000 PA USD 991988.06000000 0.079537423974 Long DBT CORP US N 2 2056-09-15 Fixed 6.62499967 N N N N N N HUNTINGTON BANCSHARES INC 549300XTVCVV9I7B5T19 446150BG8 6000000.00000000 PA USD 6004782.00000000 0.481462339181 Long DBT CORP US N 2 2080-10-15 Fixed 6.25000012 N N N N N N IMPAC CMB TRUST N/A 45254NPG6 736448.98000000 PA USD 718332.41000000 0.057595763248 Long ABS-O CORP US N 2 2035-05-25 Floating 4.41379080 N N N N N N JP MORGAN ACCEPTANCE CORP 2007-CH3 N/A 46630XAF5 207109.03000000 PA USD 206199.76000000 0.016533059616 Long ABS-O CORP US N 2 2037-03-25 Floating 4.02878880 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 48128AAJ2 11000000.00000000 PA USD 11282161.00000000 0.904601636842 Long DBT CORP US N 2 N/A Fixed 6.49999896 N N N N N N KAPITUS ASSET SECURITIZATION IV LLC N/A 48555MAE9 3580000.00000000 PA USD 3599571.86000000 0.288613023381 Long ABS-O CORP US Y 2 2031-09-10 Fixed 5.49000000 N N N N N N KINROSS GOLD CORP 254900O9KHF2A1ZXPT47 496902404 88052.00000000 NS USD 2657409.36000000 0.213070603833 Long EC CORP CA N 1 N N N LONG BEACH MORTGAGE LOAN TRUST N/A 542514KC7 532952.41000000 PA USD 526478.85000000 0.042212979363 Long ABS-O CORP US N 2 2035-02-25 Floating 5.04379080 N N N N N N LYRA MUSIC ASSETS (DELAWARE) LP 9845007N9EAB0C048A12 552339AD5 4630816.50000000 PA USD 4675494.62000000 0.374880316483 Long ABS-O CORP US Y 2 2065-09-20 Fixed 5.60400000 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2012-C5 N/A 553514AC4 7271941.61000000 PA USD 7037534.94000000 0.564268283891 Long ABS-O CORP US Y 2 2030-10-15 Fixed 3.27700000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61690KAK8 1949251.32000000 PA USD 1828690.13000000 0.146624045240 Long ABS-O CORP US N 2 2046-02-15 Variable 4.31081784 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C26 N/A 61690VAE8 2269566.98000000 PA USD 2180067.06000000 0.174797384198 Long ABS-O CORP US Y 2 2048-10-01 Fixed 3.06000000 N N N N N N MORGAN STANLEY CAPITAL I TRUST N/A 617459AJ1 349908.07000000 PA USD 347432.65000000 0.027857087297 Long ABS-O CORP US Y 2 2044-06-15 Variable 5.38500876 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2011-C3 N/A 617459AK8 2500000.00000000 PA USD 2432832.50000000 0.195064071649 Long ABS-O CORP US Y 2 2044-06-15 Variable 5.38500876 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2012-C5 N/A 61761AAJ7 3896225.77000000 PA USD 3879336.41000000 0.311044494609 Long ABS-O CORP US Y 2 2045-08-15 Variable 4.81925256 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2012-C5 N/A 61761AAL2 6217000.00000000 PA USD 6157318.04000000 0.493692651394 Long ABS-O CORP US Y 2 2045-08-15 Fixed 4.50000000 N N N N N N MORGAN STANLEY CAPITAL I TRUST N/A 61764BAA1 9475000.00000000 PA USD 8933776.63000000 0.716308601046 Long ABS-O CORP US Y 2 2032-09-09 Fixed 3.91200000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CU4 4000000.00000000 PA USD 4363952.00000000 0.349900885327 Long DBT CORP US Y 2 N/A Fixed 10.24999968 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KDE7 6000000.00000000 PA USD 6146520.00000000 0.492826866491 Long DBT CORP US N 2 2055-08-15 Fixed 6.37500100 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KDF4 7500000.00000000 PA USD 7774852.50000000 0.623386273047 Long DBT CORP US N 2 2055-08-15 Fixed 6.49999960 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAT2 7000000.00000000 PA USD 7171661.00000000 0.575022487224 Long DBT CORP US N 2 2055-03-31 Fixed 6.37499898 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAY1 5000000.00000000 PA USD 5040495.00000000 0.404145981208 Long DBT CORP US N 2 2056-07-15 Fixed 5.74999838 N N N N N N NORDEA BANK ABP 529900ODI3047E2LIV03 65558RAQ2 11800000.00000000 PA USD 11970321.20000000 0.959778197727 Long DBT CORP US Y 2 2088-11-10 Fixed 6.74999952 N N N N N N OLYMPIC TOWER 2017-OT MORTGAGE TRUST N/A 68162MAA0 8350000.00000000 PA USD 8023560.93000000 0.643327670167 Long ABS-O CORP US Y 2 2039-05-01 Fixed 3.56600000 N N N N N N PHILLIPS 66 COMPANY RVJMT2IZVVSKIRJJBH76 718547AZ5 2000000.00000000 PA USD 1989057.00000000 0.159482231992 Long DBT CORP US N 2 2056-03-15 Fixed 5.87499856 N N N N N N PHILLIPS 66 COMPANY RVJMT2IZVVSKIRJJBH76 718547BA9 10000000.00000000 PA USD 10060260.00000000 0.806629834751 Long DBT CORP US N 2 2056-03-15 Fixed 6.20000144 N N N N N N PLANET FITNESS MASTER ISSUER LLC SERIES 2018-1 549300NX9W3U2DO53T22 72703PAH6 13590000.00000000 PA USD 13509867.92000000 1.083218776435 Long ABS-O CORP US Y 2 2055-12-06 Fixed 5.27400000 N N N N N N RENAISSANCE MORTGAGE ACCEPTANCE CORP N/A 75970NBE6 143077.13000000 PA USD 143091.75000000 0.011473070741 Long ABS-O CORP US N 2 2035-11-25 Variable 5.14000000 N N N N N N RIDE TRUST 2025-SHRE 5493000HCHF3YP6AGZ15 765692AS7 251000000.00000000 PA USD 2167159.10000000 0.173762426290 Long ABS-O CORP US Y 2 2047-02-14 Variable 0.29033280 N N N N N N ROGERS COMMUNICATIONS INC 5493000M6Z4XFIP6PF03 775109DH1 8775000.00000000 PA USD 9102390.25000000 0.729828010727 Long DBT CORP US N 2 N/A Fixed 7.12499886 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 780082AY9 5000000.00000000 PA USD 4911985.00000000 0.393842072555 Long DBT CORP CA N 2 2085-11-24 Fixed 6.50000000 N N N N N N SLB LTD 213800ZUA17OK3QLGM62 806857108 58015.00000000 NS USD 3164718.25000000 0.253746539257 Long EC CORP US N 1 N N N CHARLES SCHWAB CORP (THE) 549300VSGCJ7E698NM85 808513BJ3 14055000.00000000 PA USD 13143603.53000000 1.053851763616 Long DBT CORP US N 2 N/A Fixed 4.00000176 N N N N N N SOUTH BOW CANADIAN INFRASTRUCTURE HOLDINGS LTD 2549004FYUSYLPBT1G26 836720AJ1 9000000.00000000 PA USD 9631926.00000000 0.772286091782 Long DBT CORP US N 2 2055-03-01 Fixed 7.49999824 N N N N N N SOUTHERN COMPANY (THE) 549300FC3G3YU2FBZD92 842587ED5 4925000.00000000 PA USD 4945931.25000000 0.396563876766 Long DBT CORP US N 2 2028-06-15 Fixed 3.25000000 N N N N Y Southern Co. USD XXXX N N N SOUTHERN COMPANY GAS CAPITAL CORP E8CD46SWUD2TSN8PA636 8426EPAL2 3000000.00000000 PA USD 3015333.00000000 0.241768856819 Long DBT CORP US N 2 2056-09-15 Fixed 6.05000032 N N N N N N TELUS CORP 894500TX134IMF6NW757 87971MCL5 5700000.00000000 PA USD 5780347.20000000 0.463467197342 Long DBT CORP US N 2 2055-10-15 Fixed 6.62499894 N N N N N N TELUS CORP 894500TX134IMF6NW757 87971MCM3 4000000.00000000 PA USD 4119908.00000000 0.330333481364 Long DBT CORP US N 2 2055-10-15 Fixed 6.99999888 N N N N N N TRANSCANADA TRUST 549300Y0MFCAXLBWUV51 89356BAE8 8000000.00000000 PA USD 7985630.40000000 0.640286407104 Long DBT CORP CA N 2 2079-09-15 Fixed 5.49999920 N N N N N N N/A N/A N/A 11648679.87000000 PA USD 11648679.87000000 0.933989053822 Long STIV CORP US N 1 N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912810UP1 17045000.00000000 PA USD 16094208.59000000 1.290430745865 Long DBT UST US N 2 2055-11-15 Fixed 4.62500000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CPJ4 62185000.00000000 PA USD 60154271.09000000 4.823158621039 Long DBT UST US N 2 2035-11-15 Fixed 4.00000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CPT2 38860000.00000000 PA USD 38339336.62000000 3.074041104529 Long DBT UST US N 2 2029-01-15 Fixed 3.50000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CPW5 16485000.00000000 PA USD 16219694.53000000 1.300492185932 Long DBT UST US N 2 2031-01-31 Fixed 3.75000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAF8 6900000.00000000 PA USD 6817803.20000000 0.546650232556 Long DBT CORP US Y 2 2099-12-31 Fixed 8.99999936 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VHP2 10000000.00000000 PA USD 10134060.50000000 0.812547145548 Long DBT CORP US N 2 2058-05-14 Fixed 6.05000096 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92553PBC5 6900000.00000000 PA USD 5658000.00000000 0.453657420883 Long DBT CORP US N 2 2057-02-28 Fixed 6.25000077 N N N N N N VISTRA CORP 549300KP43CPCUJOOG15 92840MAD4 5040000.00000000 PA USD 5424703.20000000 0.434951725481 Long DBT CORP US Y 2 N/A Fixed 8.87499834 N N N N N N WEC ENERGY GROUP INC 549300IGLYTZUK3PVP70 92939UAS5 5500000.00000000 PA USD 5625125.00000000 0.451021509305 Long DBT CORP US Y 2 2028-06-01 Fixed 3.37500000 N N N N Y WEC Energy Group Inc. USD XXXX N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2014-LC18 5493007CD1Q2V06I4172 94989ABA2 1187573.87000000 PA USD 1175490.31000000 0.094250601327 Long ABS-O CORP US N 2 2047-12-15 Variable 4.19300172 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C29 549300NYO16WLNMVJJ46 94989KBC6 163362.48000000 PA USD 158912.89000000 0.012741606896 Long ABS-O CORP US N 2 2048-06-01 Variable 4.30210560 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95002YAE3 12000000.00000000 PA USD 12104052.00000000 0.970500709184 Long DBT CORP US N 2 N/A Fixed 6.12499841 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BBF6 10000000.00000000 PA USD 9914604.00000000 0.794951162906 Long DBT CORP US N 2 2056-12-03 Fixed 5.75000000 N N N N N N ZAYO ISSUER LLC N/A 98919WAN3 9855000.00000000 PA USD 9806050.22000000 0.786247340378 Long ABS-O CORP US Y 2 2055-10-20 Fixed 5.57000000 N N N N N N UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO 254900EGTWEU67VP6075 P9767HEK1 363000000.00000000 PA 20266118.17000000 1.624933704547 Long DBT NUSS MX N 2 2031-05-29 Fixed 7.75000000 N N N N N N SVENSKA HANDELSBANKEN AB NHBDILHZTYCNBV5UYZ31 W9T10ZZQ1 7800000.00000000 PA USD 7409696.74000000 0.594108149982 Long DBT CORP SE Y 2 N/A Fixed 4.75000050 N N N N N N SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY 378900AAFB4F17004C49 S69124WF8 140000000.00000000 PA 8898931.76000000 0.713514745645 Long DBT NUSS ZA N 2 2035-02-28 Fixed 8.87500000 N N N N N N N/A N/A N/A 550000000.0000 PA N/A -13436234.01000000 -1.07731482279 Long DCR CORP US N N/A JP Morgan N/A CDX.NA.IG.46 CDX.NA.IG.46 Y N/A 2031-06-20 0.00 USD 10346209.17 USD 550000000.0000 USD -2281180.74 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -930.00000000 NS USD -10597039.52000000 -0.84966871998 Short DE CORP US N 1 WELLS FARGO SECURITIES LLC N/A Short CME E-Mini Standard & Poor's 500 Index Future CME E-Mini Standard & Poor's 500 Index Future 2026-06-22 -353202375.00000000 USD -10597039.52000000 N N N N/A N/A N/A 2200.00000000 NS USD 19250000.00000000 1.543461532699 Long DE CORP US N 1 WELLS FARGO SECURITIES LLC N/A Call Purchased S&P500 EMINI OPTN Sep26C 7800 S&P500 EMINI OPTN Sep26C 7800 50.00000000 7800.00000000 USD 2026-09-18 XXXX 10299086.11000000 N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 H42097CB1 4000000.00000000 PA USD 3656606.80000000 0.293186074597 Long DBT CORP US Y 2 N/A Fixed 4.37500168 N N N N N N TRANSOCEAN LTD 529900QO4W5DQGBGEF32 H8817H100 458838.00000000 NS USD 2840207.22000000 0.227727303322 Long EC CORP CH N 1 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 900.00000000 NS USD 77343.70000000 0.006201403934 Long DCO CORP US N 1 J.P. MORGAN SECURITIES INC. ZBUT11V806EZRVTWT807 Long CBOT 2 Year US Treasury Note Future CBOT 2 Year US Treasury Note Future 2026-10-01 185906250.00000000 USD 77343.70000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A -410.00000000 NS USD -115312.50000000 -0.00924573547 Short DCO CORP US N 1 J.P. MORGAN SECURITIES INC. ZBUT11V806EZRVTWT807 Short Ultra 10-Year US Treasury Note Futures Ultra 10-Year US Treasury Note Futures 2026-09-22 -45952031.25000000 USD -115312.50000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 45.00000000 NS USD 15468.75000000 0.001240281588 Long DCO CORP US N 1 J.P. MORGAN SECURITIES INC. ZBUT11V806EZRVTWT807 Long Ultra U.S. Treasury Bond Futures Ultra U.S. Treasury Bond Futures 2026-09-22 5148281.25000000 USD 15468.75000000 N N N 2026-05-31 Exchange Place Advisors Trust Zachary Richmond Zachary Richmond Treasurer