0001752724-21-111583.txt : 20210526 0001752724-21-111583.hdr.sgml : 20210526 20210526093813 ACCESSION NUMBER: 0001752724-21-111583 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20210331 FILED AS OF DATE: 20210526 PERIOD START: 20210331 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Mercer Funds CENTRAL INDEX KEY: 0001320615 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 0331 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-21732 FILM NUMBER: 21963052 BUSINESS ADDRESS: STREET 1: 99 HIGH STREET CITY: BOSTON STATE: MA ZIP: 02110 BUSINESS PHONE: 617-747-9525 MAIL ADDRESS: STREET 1: 99 HIGH STREET CITY: BOSTON STATE: MA ZIP: 02110 FORMER COMPANY: FORMER CONFORMED NAME: MGI Funds DATE OF NAME CHANGE: 20050314 0001320615 S000010041 Mercer Core Fixed Income Fund C000027792 Class Y-3 MCFIX NPORT-P 1 primary_doc.xml NPORT-P false 0001320615 XXXXXXXX S000010041 C000027792 Mercer Funds 811-21732 0001320615 549300J7JB6PJ2JIIB11 99 HIGH STREET BOSTON 02110 617-747-9500 Mercer Core Fixed Income Fund S000010041 FNQDDGF5RWN546B08W92 2021-03-31 2021-03-31 N 1356156012.58 101604980.86 1254551031.72 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 22785561.39000000 0.00000000 0.00000000 67615389.85000000 EUR USD UST JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 48128BAH4 585000.00000000 PA USD 579661.88000000 0.046204727057 Long DBT CORP US N 2 2025-04-01 Fixed 4.00000000 N N N N N CLI Funding LLC N/A CLI Funding VIII LLC 12565KAA5 587000.00000000 PA USD 574703.17000000 0.045809469321 Long ABS-O CORP US N 2 2046-02-18 Fixed 1.64000000 N N N N N N Micron Technology Inc B3DXGBC8GAIYWI2Z0172 Micron Technology Inc 595112BN2 775000.00000000 PA USD 912449.86000000 0.072731187247 Long DBT CORP US N 2 2029-02-06 Fixed 5.33000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A Wells Fargo Commercial Mortgage Trust 2020-C56 95002RAU2 1605000.00000000 PA USD 1605459.51000000 0.127970841313 Long ABS-MBS CORP US N 2 2053-06-15 Fixed 1.94000000 N N N N N N AMERICAN WATER CAPITAL C 5IDHQUFVC8Q2KIBBFF06 American Water Capital Corp 03040WAW5 575000.00000000 PA USD 592557.40000000 0.047232626255 Long DBT CORP US N 2 2030-05-01 Fixed 2.80000000 N N N N N N ALASKA AIR 2020-1 CL B N/A Alaska Airlines 2020-1 Class B Pass Through Trust 01166WAA5 95337.70000000 PA USD 106031.88000000 0.008451778948 Long DBT CORP US N 2 2025-08-15 Fixed 8.00000000 N N N N N N Mello Warehouse Securitization Trust N/A Mello Warehouse Securitization Trust 2020-1 585505AA8 435000.00000000 PA USD 435519.26000000 0.034715149004 Long ABS-MBS CORP US N 2 2053-10-25 Floating 1.01000000 N N N N N N Ford Credit Auto Owner Trust/Ford Credit N/A Ford Credit Auto Owner Trust 2020-REV2 34532JAA2 1745000.00000000 PA USD 1731345.03000000 0.138005149748 Long ABS-O CORP US N 2 2033-04-15 Fixed 1.06000000 N N N N N N Bausch Health Cos Inc B3BS7ACMDUWISF18KY76 Bausch Health Cos Inc 91831AAC5 359000.00000000 PA USD 368405.80000000 0.029365549163 Long DBT CORP CA N 2 2025-04-15 Fixed 6.13000000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 Travel + Leisure Co 98310WAM0 121000.00000000 PA USD 135961.05000000 0.010837426821 Long DBT CORP US N 2 2025-10-01 Fixed 6.60000000 N N N N N N Freddie Mac N/A Freddie Mac Pool 3133A1A51 3044377.07000000 PA USD 3175571.03000000 0.253124101747 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X5S20 824748.79000000 PA USD 893029.42000000 0.071183188042 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.00000000 N N N N N N NATIONSTAR MTG HLD INC N/A Nationstar Mortgage Holdings Inc 63861CAA7 62000.00000000 PA USD 64431.64000000 0.005135832530 Long DBT CORP US N 2 2027-01-15 Fixed 6.00000000 N N N N N N MACY'S RETAIL HLDGS LLC N/A Macy's Retail Holdings LLC 55617LAP7 74000.00000000 PA USD 76022.42000000 0.006059731176 Long DBT CORP US N 2 2029-04-01 Fixed 5.88000000 N N N N N BENCHMARK Mortgage Trust N/A Benchmark 2019-B12 Mortgage Trust 08162FAB9 320000.00000000 PA USD 336495.55000000 0.026821989818 Long ABS-MBS CORP US N 2 2052-08-15 Fixed 3.00000000 N N N N N N GCI LLC 549300N3IE9H88Q20221 GCI LLC 36166TAB6 203000.00000000 PA USD 208201.88000000 0.016595728251 Long DBT CORP US N 2 2028-10-15 Fixed 4.75000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 Apple Inc 037833DW7 835000.00000000 PA USD 758084.91000000 0.060426789411 Long DBT CORP US N 2 2050-05-11 Fixed 2.65000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 BPCE SA 05578QAD5 338000.00000000 PA USD 371353.36000000 0.029600498553 Long DBT CORP FR N 2 2025-03-15 Fixed 4.50000000 N N N N N N FERGUSON FINANCE PLC 2138003A7ZEU931DZL61 Ferguson Finance PLC 314890AB0 1328000.00000000 PA USD 1399722.49000000 0.111571586536 Long DBT CORP GB N 2 2030-06-02 Fixed 3.25000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397XL2 1049000.00000000 PA USD 1099142.20000000 0.087612394570 Long DBT CORP US N 2 2025-08-04 Fixed 4.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810SE9 2500000.00000000 PA USD 2995019.53000000 0.238732379494 Long DBT UST US N 2 2048-11-15 Fixed 3.38000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 6174468P7 1311000.00000000 PA USD 1423368.29000000 0.113456388302 Long DBT CORP US N 2 2031-04-01 Fixed 3.62000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030NCT6 1340000.00000000 PA USD 1534072.76000000 0.122280618421 Long DBT CORP US N 2 2028-10-15 Fixed 4.15000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 3138WEV30 558590.89000000 PA USD 599600.00000000 0.047793990426 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.50000000 N N N N N N State Street Global Advisors 549300BZ5TGIFZUZDZ37 State Street Institutional U.S. Government Money Market Fund, Premier Class 857492706 10664255.00000000 NS USD 10664255.00000000 0.850045532653 Long STIV RF US N 1 N N Alabama Economic Settlement Authority N/A ALABAMA ECON SETTLEMENT AUTH BP SETTLEMENT REVENUE 01026CAD3 60000.00000000 PA USD 67490.47000000 0.005379651229 Long DBT MUN US N 2 2032-09-15 Fixed 4.26000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 31335AYT9 1040328.50000000 PA USD 1100253.02000000 0.087700937800 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N SUNOCO LOGISTICS PARTNER 5493006LL0CKP8WQW329 Sunoco Logistics Partners Operations LP 86765BAL3 922000.00000000 PA USD 957560.29000000 0.076326930175 Long DBT CORP US N 2 2023-01-15 Fixed 3.45000000 N N N N N N Radnor Re LTD 254900YVLP8CB4GC2O97 Radnor RE 2020-1 Ltd 750493AB4 200000.00000000 PA USD 195352.00000000 0.015571467007 Long ABS-MBS CORP BM N 2 2030-02-25 Floating 1.56000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 UBS Group AG 902613AE8 375000.00000000 PA USD 354838.38000000 0.028284092956 Long DBT CORP CH N 2 2032-02-11 Fixed 2.10000000 N N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 Energean Israel Finance Ltd 000000000 185000.00000000 PA USD 185000.00000000 0.014746311255 Long DBT CORP IL N 2 2031-03-30 Fixed 5.88000000 N N N N N N UBS Commercial Mortgage Trust N/A UBS Commercial Mortgage Trust 2017-C2 90276CAC5 675000.00000000 PA USD 727010.57000000 0.057949860278 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 3.26000000 N N N N N N Angel Oak Mortgage Trust N/A Angel Oak Mortgage Trust 2020-R1 034651AA7 412122.76000000 PA USD 412310.85000000 0.032865211503 Long ABS-MBS CORP US N 2 2053-04-25 Variable 0.99000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 Colombia Government International Bond 195325CU7 200000.00000000 PA USD 213380.00000000 0.017008475112 Long DBT NUSS CO N 2 2045-06-15 Fixed 5.00000000 N N N N N N AmeriCredit Automobile Receivables Trust 5493003R0K8V08JVGR27 Americredit Automobile Receivables Trust 2018-1 03066HAF4 400000.00000000 PA USD 412350.32000000 0.032868357649 Long ABS-O CORP US N 2 2024-01-18 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810SN9 197000.00000000 PA USD 148227.11000000 0.011815151895 Long DBT UST US N 2 2050-05-15 Fixed 1.25000000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 Equinix Inc 29444UBL9 394000.00000000 PA USD 377168.38000000 0.030064012580 Long DBT US N 2 2028-03-15 Fixed 1.55000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 Hilton Domestic Operating Co Inc 432833AH4 77000.00000000 PA USD 83017.17000000 0.006617281234 Long DBT CORP US N 2 2028-05-01 Fixed 5.75000000 N N N N N N SPRINT SPECTRUM / SPEC I N/A Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC 85208NAA8 59375.00000000 PA USD 59913.23000000 0.004775671015 Long DBT CORP US N 2 2021-09-20 Fixed 3.36000000 N N N N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 Nissan Motor Acceptance Corp 654740BH1 195000.00000000 PA USD 204096.88000000 0.016268519561 Long DBT CORP US N 2 2023-03-15 Fixed 3.45000000 N N N N N N CIM Trust N/A CIM Trust 12568PAA1 1091720.31000000 PA USD 1104331.21000000 0.088026009470 Long ABS-MBS CORP US N 2 2051-01-25 Variable 2.50000000 N N N N N N ARDAGH PKG FIN/HLDGS USA N/A Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc 03969AAL4 234000.00000000 PA USD 241371.00000000 0.019239631860 Long DBT CORP XX N 2 2025-02-15 Fixed 6.00000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967KN0 2487000.00000000 PA USD 2709467.00000000 0.215971047131 Long DBT CORP US N 2 2026-05-01 Fixed 3.40000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 949746RN3 962000.00000000 PA USD 1061567.00000000 0.084617283247 Long DBT CORP US N 2 2025-06-15 Fixed 5.88000000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 Petrobras Global Finance BV 71647NAZ2 185000.00000000 PA USD 202197.60000000 0.016117128350 Long DBT CORP NL N 2 2029-02-01 Fixed 5.75000000 N N N N N N Owens Corning JO5M6676RDJIZ2U8X907 Owens Corning 690742AG6 350000.00000000 PA USD 378957.63000000 0.030206633322 Long DBT CORP US N 2 2047-07-15 Fixed 4.30000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A AerCap Ireland Capital DAC / AerCap Global Aviation Trust 00774MAS4 397000.00000000 PA USD 385686.18000000 0.030742964634 Long DBT CORP IE N 2 2026-01-30 Fixed 1.75000000 N N N N N N UNIVERSITY OF CHICAGO 54930099Y7GU6182V326 University of Chicago/The 91412NBD1 120000.00000000 PA USD 115575.23000000 0.009212477378 Long DBT CORP US N 2 2045-04-01 Fixed 2.76000000 N N N N N N MAGELLAN MIDSTREAM PARTN MZF5TI8NFVZZNUSKDL39 Magellan Midstream Partners LP 559080AL0 55000.00000000 PA USD 55993.57000000 0.004463235738 Long DBT CORP US N 2 2046-09-15 Fixed 4.25000000 N N N N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 Moody's Corp 615369AT2 950000.00000000 PA USD 923410.36000000 0.073604846407 Long DBT CORP US N 2 2050-05-20 Fixed 3.25000000 N N N N N N COLORADO INT GAS CO/ISS N/A Colorado Interstate Gas Co LLC / Colorado Interstate Issuing Corp 196500AA0 153000.00000000 PA USD 170814.96000000 0.013615624688 Long DBT CORP US N 2 2026-08-15 Fixed 4.15000000 N N N N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 MGM Resorts International 552953CH2 338000.00000000 PA USD 349743.81000000 0.027878005848 Long DBT CORP US N 2 2028-10-15 Fixed 4.75000000 N N N N N N State of Qatar 52990074F6OJOAXK4P65 Qatar Government International Bond 74727PAY7 568000.00000000 PA USD 719790.05000000 0.057374314141 Long DBT NUSS QA N 2 2048-04-23 Fixed 5.10000000 N N N N N N Jack in the Box Funding, LLC N/A Jack In The Box Funding LLC 466365AC7 153837.50000000 PA USD 165824.33000000 0.013217822616 Long ABS-O CORP US N 2 2049-08-25 Fixed 4.97000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140XAJ78 1644000.00000000 PA USD 1745996.03000000 0.139172977890 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 3.50000000 N N N N N N GOGO INTERMEDIATE/FINANC N/A Gogo Intermediate Holdings LLC / Gogo Finance Co Inc 38046XAE3 161000.00000000 PA USD 169754.38000000 0.013531086078 Long DBT CORP US N 2 2024-05-01 Fixed 9.88000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VEA8 322000.00000000 PA USD 374048.98000000 0.029815365859 Long DBT CORP US N 2 2033-08-10 Fixed 4.50000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 3138Y5DZ6 213155.44000000 PA USD 227476.22000000 0.018132081856 Long ABS-MBS USGSE US N 2 2027-07-01 Fixed 3.50000000 N N N N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 Consolidated Edison Co of New York Inc 209111FK4 65000.00000000 PA USD 70689.78000000 0.005634667559 Long DBT CORP US N 2 2056-12-01 Fixed 4.30000000 N N N N N N QORVO INC 254900YAUJV2EUEVBR11 Qorvo Inc 74736KAJ0 161000.00000000 PA USD 157963.54000000 0.012591240691 Long DBT CORP US N 2 2031-04-01 Fixed 3.38000000 N N N N N N Verizon Owner Trust 549300ESLK4DH2NBDS67 Verizon Owner Trust 2020-B 92290BAA9 597000.00000000 PA USD 598671.72000000 0.047719997422 Long ABS-O CORP US N 2 2025-02-20 Fixed 0.47000000 N N N N N N Mylan Inc 30ZMPDNA1RHIBH89C294 Mylan Inc 628530BC0 450000.00000000 PA USD 528835.05000000 0.042153331082 Long DBT CORP US N 2 2043-11-29 Fixed 5.40000000 N N N N N N EXPEDIA GROUP INC N/A Expedia Group Inc 30212PAM7 565000.00000000 PA USD 638232.01000000 0.050873339853 Long DBT CORP US N 2 2026-02-15 Fixed 5.00000000 N N N N N N ATHENE HOLDING LTD 549300H316CT32FQXI76 Athene Holding Ltd 04686JAC5 211000.00000000 PA USD 216945.66000000 0.017292693124 Long DBT CORP BM N 2 2031-01-15 Fixed 3.50000000 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 NiSource Inc 65473QBE2 670000.00000000 PA USD 727608.49000000 0.057997520356 Long DBT CORP US N 2 2027-05-15 Fixed 3.49000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 Colombia Government International Bond 195325BK0 135000.00000000 PA USD 178875.00000000 0.014258088788 Long DBT NUSS CO N 2 2037-09-18 Fixed 7.38000000 N N N N N N Micron Technology Inc B3DXGBC8GAIYWI2Z0172 Micron Technology Inc 595112BM4 155000.00000000 PA USD 177459.75000000 0.014145279507 Long DBT CORP US N 2 2026-02-06 Fixed 4.98000000 N N N N N N JAPAN FIN ORG MUNICIPAL 5493007YYYNZ4NMEOD64 Japan Finance Organization for Municipalities 471068AQ9 200000.00000000 PA USD 207022.52000000 0.016501721712 Long DBT NUSS JP N 2 2024-09-05 Fixed 1.75000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61761J3R8 1301000.00000000 PA USD 1401878.62000000 0.111743451207 Long DBT CORP US N 2 2026-07-27 Fixed 3.13000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 3138EPMM3 925053.87000000 PA USD 1032911.53000000 0.082333161735 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 4.00000000 N N N N N N Oaktown Re Ltd N/A Oaktown Re IV Ltd 67389KAG0 137254.16000000 PA USD 138427.38000000 0.011034017469 Long ABS-MBS CORP US N 2 2030-07-25 Floating 4.86000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418DXJ6 1500000.92000000 PA USD 1450798.07000000 0.115642810321 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 1.50000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VGJ7 1300000.00000000 PA USD 1297667.38000000 0.103436795091 Long DBT CORP US N 2 2031-03-21 Fixed 2.55000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3132KETW5 250115.58000000 PA USD 265952.17000000 0.021198991772 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 3.00000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 Cigna Corp 125523CF5 295000.00000000 PA USD 353429.28000000 0.028171773890 Long DBT CORP US N 2 2046-07-15 Fixed 4.80000000 N N N N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 Bayer US Finance II LLC 07274NAZ6 270000.00000000 PA USD 291976.71000000 0.023273402405 Long DBT CORP US N 2 2034-07-15 Fixed 4.20000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179T7J8 325099.26000000 PA USD 344606.12000000 0.027468481654 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 3.50000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 31417C3W3 517252.56000000 PA USD 547336.45000000 0.043628073801 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.00000000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 Standard Industries Inc/NJ 853496AG2 375000.00000000 PA USD 378950.63000000 0.030206075354 Long DBT CORP US N 2 2030-07-15 Fixed 4.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179QT50 186979.19000000 PA USD 206631.86000000 0.016470582286 Long ABS-MBS USGA US N 2 2044-11-20 Fixed 4.00000000 N N N N N N Dominos Pizza Master Issuer LLC N/A Domino's Pizza Master Issuer LLC 25755TAH3 592670.00000000 PA USD 639738.90000000 0.050993453739 Long ABS-O CORP US N 2 2047-07-25 Fixed 4.12000000 N N N N N N Progress Residential Trust N/A Progress Residential 2019-SFR1 Trust 74333BAA6 649358.66000000 PA USD 664784.56000000 0.052989838052 Long ABS-O CORP US N 2 2035-08-17 Fixed 3.42000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YCB3 702000.00000000 PA USD 792235.24000000 0.063148905063 Long DBT CORP US N 2 2049-11-21 Fixed 4.25000000 N N N N N N Methanex Corp 549300TSJHRXT9QXRD13 Methanex Corp 59151KAK4 198000.00000000 PA USD 206662.50000000 0.016473024594 Long DBT CORP CA N 2 2024-12-01 Fixed 4.25000000 N N N N N N Verus Securitization Trust N/A Verus Securitization Trust 2021-R1 92538BAA1 365014.96000000 PA USD 365211.34000000 0.029110919425 Long ABS-MBS CORP US N 2 2063-10-25 Variable 0.82000000 N N N N N N New Century Home Equity Loan Trust N/A New Century Home Equity Loan Trust 64352VDR9 188858.75000000 PA USD 185984.68000000 0.014824799892 Long ABS-MBS CORP US N 2 2033-10-25 Floating 0.83000000 N N N N N N VAREX IMAGING CORPORATIO 549300CWYWPVCT8E9W67 Varex Imaging Corp 92214XAC0 152000.00000000 PA USD 169480.00000000 0.013509215306 Long DBT CORP US N 2 2027-10-15 Fixed 7.88000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp 674599CW3 244000.00000000 PA USD 241599.04000000 0.019257808880 Long DBT CORP US N 2 2024-08-15 Fixed 2.90000000 N N N N N N BENCHMARK Mortgage Trust N/A Benchmark 2019-B15 Mortgage Trust 08160KAE4 657000.00000000 PA USD 687723.55000000 0.054818300141 Long ABS-MBS CORP US N 2 2072-12-15 Fixed 2.93000000 N N N N N N Sabey Data Center Issuer LLC N/A Sabey Data Center Issuer LLC 78520EAA4 739000.00000000 PA USD 783329.80000000 0.062439054306 Long ABS-O CORP US N 2 2045-04-20 Fixed 3.81000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418DTQ5 1981776.52000000 PA USD 1977944.30000000 0.157661525915 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.00000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 3138WGAE4 241777.49000000 PA USD 263931.31000000 0.021037909445 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.00000000 N N N N N N VOLCAN CIA MINERA SAA-CM 549300XKJ91C4SZLG750 Volcan Cia Minera SAA 92863UAB2 72000.00000000 PA USD 74000.52000000 0.005898565951 Long DBT CORP PE N 2 2026-02-11 Fixed 4.38000000 N N N N N N Sequoia Mortgage Trust N/A Sequoia Mortgage Trust 2020-3 81748AAD6 1303883.64000000 PA USD 1326128.68000000 0.105705439354 Long ABS-MBS CORP US N 2 2050-04-25 Variable 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 31359MGK3 310000.00000000 PA USD 442345.40000000 0.035259259194 Long DBT USGSE US N 2 2030-11-15 Fixed 6.63000000 N N N N N N Citigroup Commercial Mortgage Trust N/A Citigroup Commercial Mortgage Trust 2019-PRM 29429JAA8 190000.00000000 PA USD 201437.05000000 0.016056505068 Long ABS-MBS CORP US N 2 2036-05-10 Fixed 3.34000000 N N N N N N VICI PROPERTIES / NOTE N/A VICI Properties LP / VICI Note Co Inc 92564RAB1 220000.00000000 PA USD 228591.00000000 0.018220940736 Long DBT US N 2 2029-12-01 Fixed 4.63000000 N N N N N N JETBLUE 2019-1 CLASS AA N/A JetBlue 2019-1 Class AA Pass Through Trust 477143AH4 297697.22000000 PA USD 300116.07000000 0.023922189086 Long DBT CORP US N 2 2032-05-15 Fixed 2.75000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336VAL4 25000.00000000 PA USD 28576.13000000 0.002277797337 Long DBT CORP US N 2 2047-03-01 Fixed 5.20000000 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 Pfizer Inc 717081EZ2 1067000.00000000 PA USD 1017737.08000000 0.081123609503 Long DBT CORP US N 2 2040-05-28 Fixed 2.55000000 N N N N N N UBS-Barclays Commercial Mortgage Trust N/A UBS-Barclays Commercial Mortgage Trust 2012-C3 90349DAD4 2075851.76000000 PA USD 2133483.63000000 0.170059533335 Long ABS-MBS CORP US N 2 2049-08-10 Fixed 3.09000000 N N N N N N Progress Residential Trust N/A Progress Residential Trust 74333DAA2 1364000.00000000 PA USD 1360059.17000000 0.108410031605 Long ABS-O CORP US N 2 2038-04-19 Fixed 1.55000000 N N N N N N Freddie Mac N/A Freddie Mac Non Gold Pool 31288QF21 1201212.28000000 PA USD 1260856.39000000 0.100502598787 Long ABS-MBS USGSE US N 2 2047-09-01 Floating 2.70000000 N N N N N N CROWDSTRIKE HOLDINGS INC 549300YBY08K9KM4HX32 Crowdstrike Holdings Inc 22788CAA3 48000.00000000 PA USD 46989.60000000 0.003745531175 Long DBT CORP US N 2 2029-02-15 Fixed 3.00000000 N N N N N N MetLife Inc C4BXATY60WC6XEOZDX54 MetLife Inc 59156RAP3 355000.00000000 PA USD 446063.45000000 0.035555624181 Long DBT CORP US N 2 2036-12-15 Fixed 6.40000000 N N N N N N Freddie Mac N/A Freddie Mac Pool 3132DWA60 5167212.39000000 PA USD 5306910.82000000 0.423012750045 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397A86 356000.00000000 PA USD 368015.00000000 0.029334398577 Long DBT CORP US N 2 2027-08-17 Fixed 4.13000000 N N N N N N Sprint Corp 549300ZTTY7CXOLJ6539 Sprint Corp 85207UAH8 300000.00000000 PA USD 345753.00000000 0.027559899219 Long DBT CORP US N 2 2024-06-15 Fixed 7.13000000 N N N N N N DELTA AIR LINES 2020-AA N/A Delta Air Lines 2020-1 Class AA Pass Through Trust 247361ZV3 1404709.19000000 PA USD 1409626.84000000 0.112361060200 Long DBT CORP US N 2 2028-06-10 Fixed 2.00000000 N N N N N N TALLGRASS NRG PRTNR/FIN N/A Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 87470LAJ0 225000.00000000 PA USD 222750.00000000 0.017755355849 Long DBT CORP US N 2 2030-12-31 Fixed 6.00000000 N N N N N N UNITI GROUP/CSL CAPITAL N/A Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC 91327BAA8 124000.00000000 PA USD 123411.00000000 0.009837064964 Long DBT US N 2 2029-02-15 Fixed 6.50000000 N N N N N N CLEVELAND CLINIC FOUND 5493005LGDPOFHUC6Z36 Cleveland Clinic Foundation/The 18600TAA0 524000.00000000 PA USD 673637.36000000 0.053695492886 Long DBT CORP US N 2 2114-01-01 Fixed 4.86000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GHS1 213000.00000000 PA USD 244691.04000000 0.019504271553 Long DBT CORP US N 2 2050-03-15 Fixed 4.33000000 N N N N N N Aquarion Co N/A Aquarion Co 03838WAA9 225000.00000000 PA USD 245537.26000000 0.019571723572 Long DBT CORP US N 2 2024-08-15 Fixed 4.00000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 3138WF6Y7 150289.05000000 PA USD 163803.82000000 0.013056768187 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.00000000 N N N N N N BELLEMEADE RE LT 254900SCWI9IDKK5LV64 Bellemeade Re 2019-3 Ltd 07877GAB5 150000.00000000 PA USD 150814.34000000 0.012021379456 Long ABS-MBS CORP BM N 2 2029-07-25 Floating 1.71000000 N N N N N N AMERIGAS PART/FIN CORP N/A AmeriGas Partners LP / AmeriGas Finance Corp 030981AJ3 250000.00000000 PA USD 275678.75000000 0.021974295427 Long DBT CORP US N 2 2026-08-20 Fixed 5.88000000 N N N N N N J2 GLOBAL 5493008OJYGLHD7MXA18 J2 Global Inc 48123VAF9 194000.00000000 PA USD 196964.32000000 0.015699984697 Long DBT CORP US N 2 2030-10-15 Fixed 4.63000000 N N N N N N CFCRE Commercial Mortgage Trust N/A CFCRE Commercial Mortgage Trust 2016-C6 12532AAY5 2500000.00000000 PA USD 2621446.50000000 0.208954951510 Long ABS-MBS CORP US N 2 2049-11-10 Fixed 2.95000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 United Rentals North America Inc 911365BF0 225000.00000000 PA USD 240384.38000000 0.019160988586 Long DBT CORP US N 2 2027-05-15 Fixed 5.50000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 HCA Inc 404119BQ1 333000.00000000 PA USD 380336.77000000 0.030316564283 Long DBT CORP US N 2 2025-04-15 Fixed 5.25000000 N N N N N N COMM Mortgage Trust N/A COMM 2013-LC6 Mortgage Trust 20048EAY7 714112.06000000 PA USD 738059.17000000 0.058830541870 Long ABS-MBS CORP US N 2 2046-01-10 Fixed 2.94000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 Societe Generale SA 83370RAA6 284000.00000000 PA USD 292875.00000000 0.023345004913 Long DBT CORP FR N 2 2030-11-18 Fixed 5.38000000 N N N N N N Golub Capital Partners Funding N/A Golub Capital Partners ABS Funding 2020-1 Ltd 38177UAA8 315000.00000000 PA USD 315000.00000000 0.025108584030 Long ABS-CBDO CORP KY N 2 2029-01-22 Fixed 3.21000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 General Electric Co 36962GT95 488000.00000000 PA USD 578863.53000000 0.046141090745 Long DBT CORP US N 2 2026-01-05 Fixed 5.55000000 N N N N N N EDGEWELL PERSONAL CARE 549300CY8QZDL4Z3RU59 Edgewell Personal Care Co 28035QAA0 250000.00000000 PA USD 264346.25000000 0.021070984225 Long DBT CORP US N 2 2028-06-01 Fixed 5.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GHZ5 610000.00000000 PA USD 604673.91000000 0.048198430730 Long DBT CORP US N 2 2031-02-13 Fixed 2.50000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 Marriott International Inc/MD 571903BG7 455000.00000000 PA USD 447503.68000000 0.035670424612 Long DBT CORP US N 2 2031-04-15 Fixed 2.85000000 N N N N N N CSAIL Commercial Mortgage Trust N/A CSAIL 2017-C8 Commercial Mortgage Trust 12595BAC5 1100000.00000000 PA USD 1154927.84000000 0.092059056251 Long ABS-MBS CORP US N 2 2050-06-15 Fixed 3.13000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp 14040HBT1 1595000.00000000 PA USD 1719778.05000000 0.137083148195 Long DBT CORP US N 2 2024-10-30 Fixed 3.30000000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 Indonesia Government International Bond 455780BQ8 220000.00000000 PA USD 249356.62000000 0.019876163957 Long DBT NUSS ID N 2 2024-01-15 Fixed 5.88000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3132WKLX4 958602.80000000 PA USD 1036088.13000000 0.082586367856 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.50000000 N N N N N N UMBS N/A UMBS 3131XUYE1 1187545.87000000 PA USD 1275093.45000000 0.101637431858 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GFB0 500000.00000000 PA USD 546750.13000000 0.043581338357 Long DBT CORP US N 2 2024-01-22 Fixed 4.13000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 BAE Systems PLC 05523RAD9 1309000.00000000 PA USD 1390622.33000000 0.110846214688 Long DBT CORP GB N 2 2030-04-15 Fixed 3.40000000 N N N N N N York CLO Ltd 254900V675MOVWK0HA08 York CLO-6 Ltd 98625NAA6 750000.00000000 PA USD 750771.75000000 0.059843858959 Long ABS-CBDO CORP KY N 2 2032-07-22 Floating 1.57000000 N N N N N N UMBS N/A UMBS 3132AD5H7 485587.75000000 PA USD 540142.95000000 0.043054681423 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 5.00000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264ABT1 50000.00000000 PA USD 48387.50000000 0.003856957491 Long DBT CORP US N 2 2031-02-15 Fixed 2.88000000 N N N N N N Small Business Administration Participation Certs N/A United States Small Business Administration 83162CC35 2491906.70000000 PA USD 2606054.47000000 0.207728056022 Long ABS-O USGA US N 2 2044-06-01 Fixed 2.77000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A Americredit Automobile Receivables Trust 2019-2 03066KAG5 400000.00000000 PA USD 415569.52000000 0.033124959407 Long ABS-O CORP US N 2 2025-04-18 Fixed 2.74000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VFF6 85000.00000000 PA USD 90984.93000000 0.007252389715 Long DBT CORP US N 2 2027-03-22 Fixed 3.00000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 Barclays PLC 06738EAN5 264000.00000000 PA USD 294396.91000000 0.023466316041 Long DBT CORP GB N 2 2026-01-12 Fixed 4.38000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 Altria Group Inc 02209SBJ1 210000.00000000 PA USD 219369.68000000 0.017485911250 Long DBT CORP US N 2 2030-05-06 Fixed 3.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418DML3 925000.01000000 PA USD 992455.16000000 0.079108392955 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 4.00000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A JPMBB Commercial Mortgage Securities Trust 2015-C32 46590JAT4 246531.22000000 PA USD 246439.66000000 0.019643653687 Long ABS-MBS CORP US N 2 2048-11-15 Fixed 2.82000000 N N N N N N AMER AIRLINE 17-1 AA PTT N/A American Airlines 2017-1 Class AA Pass Through Trust 023761AA7 202860.00000000 PA USD 205030.66000000 0.016342950969 Long DBT CORP US N 2 2029-02-15 Fixed 3.65000000 N N N N N N ADVOCATE HEALTH CORP 549300AEHU3PPOUCIL87 Advocate Health & Hospitals Corp 007589AD6 1340000.00000000 PA USD 1330746.00000000 0.106073484964 Long DBT CORP US N 2 2030-06-15 Fixed 2.21000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 31335AZ84 464482.53000000 PA USD 501388.69000000 0.039965587474 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.50000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 37045XCL8 1199000.00000000 PA USD 1286730.82000000 0.102565044184 Long DBT CORP US N 2 2023-06-19 Fixed 4.15000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 Royalty Pharma PLC 78081BAC7 170000.00000000 PA USD 165138.29000000 0.013163138511 Long DBT CORP GB N 2 2027-09-02 Fixed 1.75000000 N N N N N N Team Health Holdings Inc 549300PVTQ4UDTTMQT11 Team Health Holdings Inc 88047PAA2 40000.00000000 PA USD 35447.20000000 0.002825488888 Long DBT CORP US N 2 2025-02-01 Fixed 6.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179SGL5 849289.04000000 PA USD 904675.30000000 0.072111478698 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.50000000 N N N N N N COLT Funding LLC N/A COLT 2020-RPL1 Trust 19687YAA3 572897.19000000 PA USD 568322.32000000 0.045300853104 Long ABS-MBS CORP US N 2 2065-01-25 Variable 1.39000000 N N N N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 Sasol Financing USA LLC 80386WAD7 437000.00000000 PA USD 429352.50000000 0.034223597856 Long DBT CORP US N 2 2031-03-18 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418DJR4 1380797.96000000 PA USD 1438451.37000000 0.114658657450 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.00000000 N N N N N N Fannie Mae N/A Fannie Mae REMICS 3136A35F4 11949.98000000 PA USD 13111.12000000 0.001045084629 Long ABS-MBS USGSE US N 2 2039-06-25 Fixed 6.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967MP3 440000.00000000 PA USD 500775.19000000 0.039916685518 Long DBT CORP US N 2 2031-03-31 Fixed 4.41000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140J6DU8 424972.81000000 PA USD 443502.89000000 0.035351522479 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 2.50000000 N N N N N N JEFFERIES GRP LLC / CAP N/A Jefferies Group LLC / Jefferies Group Capital Finance Inc 47233JAG3 446000.00000000 PA USD 513482.66000000 0.040929595290 Long DBT CORP US N 2 2027-01-15 Fixed 4.85000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 Aker BP ASA 00973RAF0 1000000.00000000 PA USD 1033065.36000000 0.082345423492 Long DBT CORP NO N 2 2030-01-15 Fixed 3.75000000 N N N N N N UMBS, TBA N/A Uniform Mortgage-Backed Security, TBA 01F020653 500000.00000000 PA USD 497646.48000000 0.039667296699 Long ABS-MBS USGSE US N 2 2051-05-15 Fixed 2.00000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 3140FEZH0 863053.78000000 PA USD 937997.77000000 0.074767605803 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.00000000 N N N N N N Cantor Commercial Real Estate Lending N/A CF 2020-P1 Mortgage Trust 12529WAN6 994363.21000000 PA USD 1016781.13000000 0.081047410929 Long ABS-MBS CORP US N 2 2025-04-15 Variable 2.84000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A Wells Fargo Commercial Mortgage Trust 2017-RB1 95000TBR6 1400000.00000000 PA USD 1521525.60000000 0.121280486925 Long ABS-MBS CORP US N 2 2050-03-15 Fixed 3.37000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YAQ2 300000.00000000 PA USD 327012.38000000 0.026066088324 Long DBT CORP US N 2 2025-05-14 Fixed 3.60000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 Avis Budget Rental Car Funding AESOP LLC 05377RDU5 297000.00000000 PA USD 308919.06000000 0.024623873576 Long ABS-O CORP US N 2 2026-08-20 Fixed 2.33000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 GFL Environmental Inc 36168QAM6 286000.00000000 PA USD 277777.50000000 0.022141586350 Long DBT CORP CA N 2 2028-09-01 Fixed 3.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967MK4 998000.00000000 PA USD 1006857.25000000 0.080256380533 Long DBT CORP US N 2 2025-01-30 Fixed 4.70000000 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Trust 2020-GC47 36258RAZ6 1600000.00000000 PA USD 1579783.36000000 0.125924200774 Long ABS-MBS CORP US N 2 2053-05-12 Fixed 2.12000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179SJS7 604354.16000000 PA USD 640170.79000000 0.051027879601 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140KNPY8 826295.96000000 PA USD 851311.41000000 0.067857854202 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N LYB INT FINANCE III N/A LYB International Finance III LLC 50249AAD5 380000.00000000 PA USD 408691.39000000 0.032576705105 Long DBT CORP US N 2 2050-05-01 Fixed 4.20000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175AZ7 1964000.00000000 PA USD 2556328.89000000 0.203764440454 Long DBT CORP US N 2 2035-10-23 Fixed 6.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31417NCE9 2970216.00000000 PA USD 3350822.78000000 0.267093382036 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GJB6 517000.00000000 PA USD 515906.29000000 0.041122782330 Long DBT CORP US N 2 2031-04-29 Fixed 2.59000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Strip Coupon 912834PZ5 310000.00000000 PA USD 164914.46000000 0.013145297068 Long DBT UST US N 2 2046-02-15 None 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3622AAXL3 4401032.38000000 PA USD 4606899.87000000 0.367215023822 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 2.50000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 Centene Corp 15135BAR2 103000.00000000 PA USD 108428.10000000 0.008642781143 Long DBT CORP US N 2 2027-12-15 Fixed 4.25000000 N N N N N N Embraer Overseas Ltd N/A Embraer Overseas Ltd 29081YAD8 250000.00000000 PA USD 263102.50000000 0.020971845173 Long DBT CORP KY N 2 2023-09-16 Fixed 5.70000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 6174468L6 785000.00000000 PA USD 799139.03000000 0.063699204719 Long DBT CORP US N 2 2031-01-22 Fixed 2.70000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 Lowe's Cos Inc 548661DN4 386000.00000000 PA USD 402536.41000000 0.032086092938 Long DBT CORP US N 2 2046-04-15 Fixed 3.70000000 N N N N N N Morgan Stanley BAML Trust N/A Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22 61690FAM5 1737000.00000000 PA USD 1863742.98000000 0.148558562615 Long ABS-MBS CORP US N 2 2048-04-15 Fixed 3.31000000 N N N N N N ALTERA INFRA/TEEKAY OFC N/A Altera Infrastructure LP/Teekay Offshore Finance Corp 87901BAB8 224000.00000000 PA USD 202743.52000000 0.016160643518 Long DBT CORP MH N 2 2023-07-15 Fixed 8.50000000 N N N N N N IMT Trust N/A IMT Trust 2017-APTS 44974ABA4 170000.00000000 PA USD 178307.53000000 0.014212855873 Long ABS-MBS CORP US N 2 2034-06-15 Variable 3.50000000 N N N N N N ACTIVISION BLIZZARD 549300TPQQDBP9GNOF40 Activision Blizzard Inc 00507VAK5 89000.00000000 PA USD 97354.19000000 0.007760082096 Long DBT CORP US N 2 2026-09-15 Fixed 3.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3135G0T94 170000.00000000 PA USD 176795.57000000 0.014092337858 Long DBT USGSE US N 2 2023-01-19 Fixed 2.38000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 Apple Inc 037833CD0 750000.00000000 PA USD 842298.76000000 0.067139457758 Long DBT CORP US N 2 2046-08-04 Fixed 3.85000000 N N N N N N PUBLIC SERVICE ELECTRIC 549300RUHPVD434XUK18 Public Service Electric and Gas Co 74456QBY1 315000.00000000 PA USD 337496.47000000 0.026901772942 Long DBT CORP US N 2 2029-05-15 Fixed 3.20000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 PNC Financial Services Group Inc/The 693475AM7 224000.00000000 PA USD 234760.28000000 0.018712692753 Long DBT CORP US N 2 2023-06-01 Fixed 4.85000000 N N N N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 Clean Harbors Inc 184496AN7 45000.00000000 PA USD 47551.05000000 0.003790284236 Long DBT CORP US N 2 2027-07-15 Fixed 4.88000000 N N N N N N SPECIALTY BUILDING PRODU N/A Specialty Building Products Holdings LLC / SBP Finance Corp 84749AAA5 26000.00000000 PA USD 26877.50000000 0.002142399896 Long DBT CORP US N 2 2026-09-30 Fixed 6.38000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 Dominion Energy Inc 25746UDA4 854000.00000000 PA USD 861229.60000000 0.068648431050 Long DBT CORP US N 2 2021-08-15 Variable 2.72000000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 Enbridge Inc 29250NAW5 332000.00000000 PA USD 347977.51000000 0.027737214445 Long DBT CORP CA N 2 2078-03-01 Fixed 6.25000000 N N N N N N LINCOLN NATIONAL CORP EFQMQROEDSNBRIP7LE47 Lincoln National Corp 534187BK4 1603000.00000000 PA USD 1708041.90000000 0.136147662136 Long DBT CORP US N 2 2031-01-15 Fixed 3.40000000 N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030NDG3 1007000.00000000 PA USD 1090334.14000000 0.086910305952 Long DBT CORP US N 2 2030-04-01 Fixed 3.40000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Strip Coupon 912834PT9 430000.00000000 PA USD 230452.73000000 0.018369338844 Long DBT UST US N 2 2045-11-15 None 0.00000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 United Rentals North America Inc 911363AM1 137000.00000000 PA USD 138224.10000000 0.011017814062 Long DBT CORP US N 2 2031-02-15 Fixed 3.88000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 10YR FUT OPTN JUN21P 132 EXP 05/21/2021 000000000 -51.00000000 NC USD -82078.13000000 -0.00654243055 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Put Written Chicago Board of Trade 549300EX04Q2QBFQTQ27 Chicago Board of Trade 549300EX04Q2QBFQTQ27 10 Year US Treasury Note Future N/A 51.00000000 NC N/A -82078.13000000 -0.01000000 DIR US Short 10 Year US Treasury Note TYM1 Comdty 2021-06-21 51.00000000 USD 1000.00000000 132.00000000 USD 2021-05-21 XXXX -60633.90000000 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38143U8H7 85000.00000000 PA USD 93285.33000000 0.007435754117 Long DBT CORP US N 2 2026-02-25 Fixed 3.75000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 3138WH6K3 270867.90000000 PA USD 278104.45000000 0.022167647466 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 2.50000000 N N N N N N DELTA AIR LINES 2007-1 A N/A Delta Air Lines 2007-1 Class A Pass Through Trust 247367BH7 640226.74000000 PA USD 669281.45000000 0.053348284213 Long DBT CORP US N 2 2022-08-10 Fixed 6.82000000 N N N N N N SINOPEC GRP DEV 2018 549300C6OZZ8LTVR8209 Sinopec Group Overseas Development 2018 Ltd 82939GAJ7 270000.00000000 PA USD 274897.16000000 0.021911995052 Long DBT CORP VG N 2 2049-08-08 Fixed 3.68000000 N N N N N UNITED AIR 2020-1 B PTT N/A United Airlines 2020-1 Class B Pass Through Trust 90932VAA3 200000.00000000 PA USD 209950.20000000 0.016735086472 Long DBT CORP US N 2 2026-01-15 Fixed 4.88000000 N N N N N N Oxford Finance Funding Trust N/A Oxford Finance Funding 2019-1 LLC 69145AAB4 206000.00000000 PA USD 213450.96000000 0.017014131318 Long ABS-O CORP US N 2 2027-02-15 Fixed 4.46000000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 CommonSpirit Health 20268JAA1 1419000.00000000 PA USD 1504056.22000000 0.119888006304 Long DBT CORP US N 2 2024-10-01 Fixed 2.76000000 N N N N N N DTE ELECTRIC CO 9N0FWODEJVKHC2DYLO03 DTE Electric Co 23338VAK2 850000.00000000 PA USD 848132.71000000 0.067604480691 Long DBT CORP US N 2 2030-03-01 Fixed 2.25000000 N N N N N Banc of America Merrill Lynch Large Loan Inc N/A BAMLL Commercial Mortgage Securities Trust 2019-BPR 05492PAL2 147000.00000000 PA USD 123298.53000000 0.009828100004 Long ABS-MBS CORP US N 2 2032-11-05 Variable 3.72000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 31412RKU0 303548.03000000 PA USD 334734.87000000 0.026681646384 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140KNPS1 995271.50000000 PA USD 993337.10000000 0.079178692208 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.00000000 N N N N N N VISTRA CORP 549300ZH5GKBTJZ7NM23 Vistra Operations Co LLC 92840VAE2 476000.00000000 PA USD 503172.72000000 0.040107792132 Long DBT CORP US N 2 2029-07-15 Fixed 4.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X5PB3 4295371.93000000 PA USD 4573515.52000000 0.364553964275 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.00000000 N N N N N N CarMax Auto Owner Trust N/A CarMax Auto Owner Trust 2020-4 14316HAF9 400000.00000000 PA USD 404329.52000000 0.032229021361 Long ABS-O CORP US N 2 2026-08-17 Fixed 1.30000000 N N N N N N Ahern Rentals Inc N/A Ahern Rentals Inc 008674AH6 233000.00000000 PA USD 210428.13000000 0.016773182172 Long DBT CORP US N 2 2023-05-15 Fixed 7.38000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 Altria Group Inc 02209SBM4 600000.00000000 PA USD 555600.87000000 0.044286828989 Long DBT CORP US N 2 2041-02-04 Fixed 3.40000000 N N N N N N DPL INC N/A DPL Inc 233293AS8 186000.00000000 PA USD 197284.62000000 0.015725515743 Long DBT CORP US N 2 2025-07-01 Fixed 4.13000000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 Microsoft Corp 594918CC6 288000.00000000 PA USD 262802.23000000 0.020947910715 Long DBT CORP US N 2 2050-06-01 Fixed 2.53000000 N N N N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 Motorola Solutions Inc 620076BT5 437000.00000000 PA USD 413917.80000000 0.032993301151 Long DBT CORP US N 2 2030-11-15 Fixed 2.30000000 N N N N N AmeriCredit Automobile Receivables Trust N/A AmeriCredit Automobile Receivables Trust 2020-2 03066EAF1 100000.00000000 PA USD 101982.17000000 0.008128977412 Long ABS-O CORP US N 2 2026-02-18 Fixed 1.48000000 N N N N N N KKR GROUP FINANCE CO VII N/A KKR Group Finance Co VII LLC 48252DAA3 540000.00000000 PA USD 536411.73000000 0.042757266658 Long DBT CORP US N 2 2050-02-25 Fixed 3.63000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MJ2U3 361904.14000000 PA USD 397086.36000000 0.031651670594 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GFP9 493000.00000000 PA USD 540625.58000000 0.043093151759 Long DBT CORP US N 2 2025-04-21 Fixed 3.95000000 N N N N N N DIAGEO CAPITAL PLC 213800L23DJLALFC4O95 Diageo Capital PLC 25243YBE8 560000.00000000 PA USD 541069.39000000 0.043128527761 Long DBT CORP GB N 2 2032-04-29 Fixed 2.13000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967LD1 1585000.00000000 PA USD 1742687.89000000 0.138909286743 Long DBT CORP US N 2 2028-01-10 Fixed 3.89000000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 Crown Castle International Corp 22822VAR2 510000.00000000 PA USD 533292.40000000 0.042508625517 Long DBT US N 2 2030-07-01 Fixed 3.30000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 Aker BP ASA 00973RAG8 231000.00000000 PA USD 238721.08000000 0.019028407291 Long DBT CORP NO N 2 2026-01-15 Fixed 2.88000000 N N N N N Credit Suisse Mortgage Trust N/A CSMC 2017-HL1 Trust 12594XAC8 609.63000000 PA USD 610.13000000 0.000048633334 Long ABS-MBS CORP US N 2 2047-06-25 Variable 3.50000000 N N N N N N NextGear Floorplan Master Owner Trust N/A NextGear Floorplan Master Owner Trust 65341KBN5 2655000.00000000 PA USD 2706428.41000000 0.215728841758 Long ABS-O CORP US N 2 2025-02-15 Fixed 1.55000000 N N N N N N Invitation Homes Trust N/A Invitation Homes 2018-SFR1 Trust 46185JAA6 504715.75000000 PA USD 506277.34000000 0.040355260742 Long ABS-O CORP US N 2 2037-03-17 Floating 0.81000000 N N N N N N FedEx Corp 549300E707U7WNPZN687 FedEx Corp 31428XBQ8 995000.00000000 PA USD 1083017.24000000 0.086327077386 Long DBT CORP US N 2 2048-02-15 Fixed 4.05000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179UPA4 214968.31000000 PA USD 230288.01000000 0.018356209048 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 4.00000000 N N N N N N EXPEDIA GROUP INC N/A Expedia Group Inc 30212PAP0 633000.00000000 PA USD 670499.89000000 0.053445405810 Long DBT CORP US N 2 2028-02-15 Fixed 3.80000000 N N N N N N KRATOS DEFENSE & SEC 5493000EKBN0UY1F3F88 Kratos Defense & Security Solutions Inc 50077BAM0 129000.00000000 PA USD 136000.19000000 0.010840546662 Long DBT CORP US N 2 2025-11-30 Fixed 6.50000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 3140J7V28 624073.44000000 PA USD 669301.82000000 0.053349907901 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Small Business Administration Participation Certs N/A United States Small Business Administration 83162CWD1 1837710.10000000 PA USD 1928182.77000000 0.153695044780 Long ABS-O USGA US N 2 2034-03-01 Fixed 3.21000000 N N N N N N Driven Brands Funding, LLC N/A DRIVEN BRANDS FUNDING LLC 26209XAC5 354000.00000000 PA USD 364938.25000000 0.029089151479 Long ABS-O CORP US N 2 2051-01-20 Fixed 3.24000000 N N N N N N GS Mortgage-Backed Securities Trust N/A GS Mortgage-Backed Securities Trust 2021-PJ2 36264DAB2 2113832.61000000 PA USD 2142903.30000000 0.170810373258 Long ABS-MBS CORP US N 2 2051-07-25 Variable 2.50000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 Cigna Corp 125523AH3 660000.00000000 PA USD 752284.43000000 0.059964434365 Long DBT CORP US N 2 2028-10-15 Fixed 4.38000000 N N N N N N Wellfleet CLO Ltd 254900IGQ7EODCWHCM84 Wellfleet Clo 2019-1 Ltd 94950NAA0 750000.00000000 PA USD 750718.50000000 0.059839614413 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 1.56000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 HCA Inc 404119BW8 150000.00000000 PA USD 175005.75000000 0.013949671681 Long DBT CORP US N 2 2029-02-01 Fixed 5.88000000 N N N N N N State of Illinois 54930048FV8RWPR02D67 ILLINOIS ST 452152P62 695000.00000000 PA USD 740963.69000000 0.059062060551 Long DBT MUN US N 2 2022-11-01 Fixed 5.00000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 EURO-BUND FUTURE JUN21 XEUR 20210608 000000000 -3.00000000 NC -2600.09000000 -0.00020725262 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Euro-Bund (FGBL) RXM1 Comdty 2021-06-08 -511627.72000000 EUR -2600.09000000 N N N Freddie Mac N/A Freddie Mac Pool 3133ADFR2 1164875.29000000 PA USD 1198663.43000000 0.095545210971 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.50000000 N N N N N N MidAmerican Energy Co NINLOILYRTLIMK26MZ18 MidAmerican Energy Co 595620AU9 100000.00000000 PA USD 116082.57000000 0.009252917343 Long DBT CORP US N 2 2049-07-15 Fixed 4.25000000 N N N N N N Legacy Mortgage Asset Trust N/A Legacy Mortgage Asset Trust 2021-GS1 52474JAA4 98595.33000000 PA USD 99301.27000000 0.007915283435 Long ABS-MBS CORP US N 2 2066-10-25 Variable 1.89000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 OneMain Finance Corp 85172FAS8 120000.00000000 PA USD 133158.00000000 0.010613996292 Long DBT CORP US N 2 2025-06-01 Fixed 8.88000000 N N N N N N Oak Street Investment Grade Net Lease Fund N/A Oak Street Investment Grade Net Lease Fund Series 2021-1 67190AAA4 1916615.34000000 PA USD 1910223.43000000 0.152263509550 Long ABS-O CORP US N 2 2051-01-20 Fixed 1.48000000 N N N N N N Towd Point Mortgage Trust N/A Towd Point Mortgage Trust 2015-2 89171YAF8 265000.00000000 PA USD 279333.56000000 0.022265619567 Long ABS-MBS CORP US N 2 2060-11-25 Variable 3.50000000 N N N N N N Ford Credit Floorplan Master Owner Trust 5493001DTG5N7T8BG747 Ford Credit Floorplan Master Owner Trust A 34528QGW8 573000.00000000 PA USD 613245.57000000 0.048881675953 Long ABS-O CORP US N 2 2026-04-15 Fixed 3.06000000 N N N N N N GCAT N/A GCAT 2019-NQM2 Trust 36167FAA7 283428.02000000 PA USD 289484.42000000 0.023074742491 Long ABS-MBS CORP US N 2 2060-01-25 Variable 2.25000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 State Street Corp 857477BN2 330000.00000000 PA USD 350011.82000000 0.027899368869 Long DBT CORP US N 2 2031-03-30 Fixed 3.15000000 N N N N N N NUTRITION & BIOSCIENCES N/A Nutrition & Biosciences Inc 67079BAD2 258000.00000000 PA USD 250642.66000000 0.019978673936 Long DBT CORP US N 2 2030-11-01 Fixed 2.30000000 N N N N N N Highbridge Loan Management Ltd 2549009NI8GVCM3ROT27 HPS Loan Management 10-2016 Ltd 40436TAL0 1737213.59000000 PA USD 1738087.41000000 0.138542583446 Long ABS-CBDO CORP KY N 2 2028-01-20 Floating 1.36000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418DWR9 996125.25000000 PA USD 994187.21000000 0.079246454298 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 Hyundai Capital America 44891ABP1 170000.00000000 PA USD 170671.15000000 0.013604161623 Long DBT CORP US N 2 2027-10-15 Fixed 2.38000000 N N N N N N Trimaran CAVU 2019-1 Ltd N/A Trimaran Cavu 2021-1 Ltd 89624NAA6 1500000.00000000 PA USD 1500025.95000000 0.119566754326 Long ABS-CBDO CORP KY N 2 2032-04-23 Floating 1.34000000 N N N N N N MAGNA INTERNATIONAL INC 95RWVLFZX6VGDZNNTN43 Magna International Inc 559222AV6 127000.00000000 PA USD 127274.89000000 0.010145054826 Long DBT CORP CA N 2 2030-06-15 Fixed 2.45000000 N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 3138E2K79 252721.78000000 PA USD 278226.39000000 0.022177367278 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N DAVE & BUSTER'S INC 549300JAVWTAY1FT5Z45 Dave & Buster's Inc 23833NAH7 45000.00000000 PA USD 48178.13000000 0.003840268652 Long DBT CORP US N 2 2025-11-01 Fixed 7.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810RK6 7227000.00000000 PA USD 7363635.47000000 0.586953841160 Long DBT UST US N 2 2045-02-15 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140QF5Y1 4937561.15000000 PA USD 5093973.11000000 0.406039529776 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 Broadcom Inc 11135FBA8 1619000.00000000 PA USD 1820619.09000000 0.145121166374 Long DBT CORP US N 2 2029-04-15 Fixed 4.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Strip Coupon 9128335B2 530000.00000000 PA USD 378417.04000000 0.030163543007 Long DBT UST US N 2 2036-02-15 None 0.00000000 N N N N N N XEROX HOLDINGS CORP 5493000Y33XDVO2CXC18 Xerox Holdings Corp 98421MAB2 265000.00000000 PA USD 274855.32000000 0.021908659994 Long DBT CORP US N 2 2028-08-15 Fixed 5.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A Freddie Mac Multifamily Structured Pass Through Certificates 3137BSRF2 550000.00000000 PA USD 601795.32000000 0.047968978924 Long ABS-MBS USGSE US N 2 2026-09-25 Variable 3.17000000 N N N N N N TOWNSQUARE MEDIA INC 549300XBA8C68H0DR538 Townsquare Media Inc 892231AB7 88000.00000000 PA USD 93885.00000000 0.007483553687 Long DBT CORP US N 2 2026-02-01 Fixed 6.88000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 3140Q7WR4 884482.43000000 PA USD 950924.09000000 0.075797960063 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N Mylan Inc 30ZMPDNA1RHIBH89C294 Mylan Inc 628530BJ5 435000.00000000 PA USD 500501.28000000 0.039894852209 Long DBT CORP US N 2 2048-04-15 Fixed 5.20000000 N N N N N N General Motors N/A GMF Floorplan Owner Revolving Trust 361886CH5 224000.00000000 PA USD 224696.01000000 0.017910471899 Long ABS-O CORP US N 2 2025-08-15 Fixed 0.68000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A NXP BV / NXP Funding LLC / NXP USA Inc 62954HAD0 130000.00000000 PA USD 137132.00000000 0.010930763000 Long DBT CORP XX N 2 2030-05-01 Fixed 3.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418CV27 567254.31000000 PA USD 601343.41000000 0.047932957272 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.50000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC 110614.25000000 0.008817038701 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 3250152.00000000 EUR 3930516.07000000 USD 2021-04-06 110614.25000000 N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 UBS Group AG 90351DAF4 1897000.00000000 PA USD 2118770.91000000 0.168886785505 Long DBT CORP CH N 2 2026-04-15 Fixed 4.13000000 N N N N N N NEWMONT CORP 549300VSP3RIX7FGDZ51 Newmont Corp 651639AR7 265000.00000000 PA USD 265094.08000000 0.021130593598 Long DBT CORP US N 2 2021-06-09 Fixed 3.63000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 013092AF8 118000.00000000 PA USD 117695.56000000 0.009381488438 Long DBT CORP US N 2 2026-03-15 Fixed 3.25000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264ABE4 702000.00000000 PA USD 765867.96000000 0.061047174697 Long DBT CORP US N 2 2030-04-15 Fixed 3.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179RD63 180209.01000000 PA USD 190705.03000000 0.015201058002 Long ABS-MBS USGA US N 2 2045-05-20 Fixed 3.00000000 N N N N N N LIONS GATE CAPITAL HOLD 549300MWJHNLR35C0837 Lions Gate Capital Holdings LLC 53627NAA9 242000.00000000 PA USD 249109.96000000 0.019856502740 Long DBT CORP US N 2 2024-11-01 Fixed 5.88000000 N N N N N N LABORATORY CORP OF AMER OZ7UA8IXAIFILY2VZH07 Laboratory Corp of America Holdings 50540RAW2 510000.00000000 PA USD 525768.40000000 0.041908889053 Long DBT CORP US N 2 2029-12-01 Fixed 2.95000000 N N N N N N OZLM Ltd N/A OZLM XXIV Ltd 67113DAC8 500000.00000000 PA USD 500617.50000000 0.039904116081 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 1.61000000 N N N N N N Vantage Data Centers LLC 5493000RL8X7WTQ7HO20 Vantage Data Centers LLC 92212KAC0 249000.00000000 PA USD 245073.92000000 0.019534790837 Long ABS-O CORP US N 2 2045-09-15 Fixed 1.99000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond - When Issued 91282CBT7 25677000.00000000 PA USD 25443299.25000000 2.028080054672 Long DBT UST US N 2 2026-03-31 None 0.00000000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 Viatris Inc 91533BAF7 478000.00000000 PA USD 486938.06000000 0.038813730784 Long DBT CORP US N 2 2050-06-22 Fixed 4.00000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 31307RND3 396131.12000000 PA USD 415494.18000000 0.033118954071 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 2.50000000 N N N N N N Legacy Mortgage Asset Trust 2020-GSL N/A Legacy Mortgage Asset Trust 2020-GS1 52474PAA0 274057.90000000 PA USD 277185.17000000 0.022094371850 Long ABS-MBS CORP US N 2 2059-10-25 Variable 2.88000000 N N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 Energean Israel Finance Ltd 000000000 106000.00000000 PA USD 107523.75000000 0.008570695593 Long DBT CORP IL N 2 2028-03-30 Fixed 5.38000000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 DB Master Finance LLC 233046AE1 905010.00000000 PA USD 925591.92000000 0.073778738098 Long ABS-O CORP US N 2 2047-11-20 Fixed 3.63000000 N N N N N N BENCHMARK Mortgage Trust N/A Benchmark 2019-B13 Mortgage Trust 08162DAB4 270000.00000000 PA USD 283722.53000000 0.022615463446 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 2.89000000 N N N N N N AMERISOURCEBERGEN CORP AI8GXW8LG5WK7E9UD086 AmerisourceBergen Corp 03073EAR6 386000.00000000 PA USD 393703.76000000 0.031382044256 Long DBT CORP US N 2 2030-05-15 Fixed 2.80000000 N N N N N NXP BV/NXP FUNDING LLC N/A NXP BV / NXP Funding LLC 62947QAV0 815000.00000000 PA USD 883236.92000000 0.070402629918 Long DBT CORP NL N 2 2023-06-01 Fixed 4.63000000 N N N N N N UNITED AIR 2018-1 B PTT N/A United Airlines 2018-1 Class B Pass Through Trust 90932NAA1 79907.18000000 PA USD 80996.92000000 0.006456247530 Long DBT CORP US N 2 2026-03-01 Fixed 4.60000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC 126307AF4 450000.00000000 PA USD 462656.25000000 0.036878232794 Long DBT CORP US N 2 2021-11-15 Fixed 6.75000000 N N N N N N Sound Point CLO LTD 549300IYECLSB6ZQZB89 SOUND POINT CLO VII-R Ltd 83610HAA8 1750000.00000000 PA USD 1750892.50000000 0.139563274488 Long ABS-CBDO CORP KY N 2 2031-10-23 Floating 1.47000000 N N N N N N US AIRWAYS 2010-1A PTT N/A US Airways 2010-1 Class A Pass Through Trust 90345KAA8 72697.31000000 PA USD 72751.72000000 0.005799024364 Long DBT CORP US N 2 2023-04-22 Fixed 6.25000000 N N N N N N CATALENT PHARMA SOLUTION 549300HALRZ339MSTH85 Catalent Pharma Solutions Inc 14879EAH1 67000.00000000 PA USD 64403.75000000 0.005133609424 Long DBT CORP US N 2 2029-02-15 Fixed 3.13000000 N N N N N N OVINTIV INC N/A Ovintiv Inc 292505AD6 265000.00000000 PA USD 319081.46000000 0.025433916351 Long DBT CORP US N 2 2034-08-15 Fixed 6.50000000 N N N N N N TELEDYNE TECHNOLOGIES IN 549300VSMO9KYQWDND94 Teledyne Technologies Inc 879360AE5 1840000.00000000 PA USD 1834271.31000000 0.146209381971 Long DBT CORP US N 2 2031-04-01 Fixed 2.75000000 N N N N N N UMBS N/A UMBS 3132ACWS5 670781.06000000 PA USD 802466.13000000 0.063964407163 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 6.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PAV8 2450000.00000000 PA USD 2772715.72000000 0.221012589356 Long DBT CORP US N 2 2029-07-23 Fixed 4.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X9Y74 2402174.64000000 PA USD 2563617.52000000 0.204345415625 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CBR1 16880000.00000000 PA USD 16834503.17000000 1.341874722060 Long DBT UST US N 2 2024-03-15 Fixed 0.25000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46625HJQ4 372000.00000000 PA USD 407445.42000000 0.032477389097 Long DBT CORP US N 2 2024-02-01 Fixed 6.75000000 N N N N N N OZLM Ltd N/A OZLM IX Ltd 67109KAS3 741917.00000000 PA USD 742335.44000000 0.059171402456 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 1.50000000 N N N N N N Commonbond Student Loan Trust 549300KDXV3I7WKXA522 Commonbond Student Loan Trust 2017-B-GS 20268KAA8 270863.04000000 PA USD 277986.95000000 0.022158281566 Long ABS-O CORP US N 2 2042-09-25 Fixed 2.68000000 N N N N N N WP CAREY INC 54930042CRNE713E3Q67 WP Carey Inc 92936UAH2 665000.00000000 PA USD 618485.34000000 0.049299336923 Long DBT US N 2 2033-04-01 Fixed 2.25000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A Freddie Mac Multifamily Structured Pass Through Certificates 3137FK4M5 870000.00000000 PA USD 1007862.20000000 0.080336484887 Long ABS-MBS USGSE US N 2 2028-10-25 Variable 4.06000000 N N N N N N Ellington Financial Mortgage Trust N/A Ellington Financial Mortgage Trust 2017-1 31574XAA6 249533.65000000 PA USD 249166.31000000 0.019860994387 Long ABS-MBS CORP US N 2 2066-02-25 Variable 0.80000000 N N N N N N Dominos Pizza Master Issuer LLC N/A Domino's Pizza Master Issuer LLC 25755TAF7 840020.00000000 PA USD 843293.73000000 0.067218766608 Long ABS-O CORP US N 2 2047-07-25 Floating 1.47000000 N N N N N N IHS Markit Ltd 549300HLPTRASHS0E726 IHS Markit Ltd 44962LAF4 202000.00000000 PA USD 233696.83000000 0.018627925376 Long DBT CORP BM N 2 2028-08-01 Fixed 4.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179TUC7 51436.40000000 PA USD 56174.25000000 0.004477637703 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 4.50000000 N N N N N N GLP CAPITAL LP / FIN II N/A GLP Capital LP / GLP Financing II Inc 361841AQ2 1000000.00000000 PA USD 1035350.00000000 0.082527531668 Long DBT US N 2 2031-01-15 Fixed 4.00000000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 DB Master Finance LLC 233046AF8 196910.00000000 PA USD 209759.83000000 0.016719912119 Long ABS-O CORP US N 2 2047-11-20 Fixed 4.03000000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 Energy Transfer Operating LP 29278NAG8 500000.00000000 PA USD 569183.38000000 0.045369488016 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 Cigna Corp 125523AK6 245000.00000000 PA USD 299972.34000000 0.023910732398 Long DBT CORP US N 2 2048-12-15 Fixed 4.90000000 N N N N N N Neighborly Issuer LLC N/A Neighborly Issuer LLC 64016NAA5 590000.00000000 PA USD 595013.35000000 0.047428389515 Long ABS-O CORP US N 2 2051-04-30 Fixed 3.58000000 N N N N N N Invesco Euro CLO 549300GHZE7CYFQDBC40 Invesco Euro CLO I DAC 000000000 2000000.00000000 PA 2352124.41000000 0.187487344119 Long ABS-CBDO CORP IE N 2 2031-07-15 Floating 0.65000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179RZU6 251464.48000000 PA USD 276193.33000000 0.022015312491 Long ABS-MBS USGA US N 2 2046-02-20 Fixed 4.00000000 N N N N N N OZLM Ltd 5493009CITK5BZZY6417 OZLM XI Ltd 67109UAS1 247296.72000000 PA USD 247308.02000000 0.019712870480 Long ABS-CBDO CORP KY N 2 2030-10-30 Floating 1.46000000 N N N N N N Greenko Dutch BV 724500PT585P4JPVRP08 Greenko Dutch BV 39530LAC4 175000.00000000 PA USD 177187.50000000 0.014123578516 Long DBT CORP NL N 2 2022-07-24 Fixed 4.88000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 3138WHRP9 197933.47000000 PA USD 203694.74000000 0.016236465065 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 2.00000000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 Viatris Inc 91533BAE0 325000.00000000 PA USD 332047.48000000 0.026467435090 Long DBT CORP US N 2 2040-06-22 Fixed 3.85000000 N N N N N N BERKLEY (WR) CORPORATION SQOAGCLKBDWNVYV1OV80 W R Berkley Corp 084423AU6 185000.00000000 PA USD 196956.31000000 0.015699346221 Long DBT CORP US N 2 2050-05-12 Fixed 4.00000000 N N N N N N Stack Infrastructure Issuer LLC N/A Stack Infrastructure Issuer LLC 85236KAE2 2178000.00000000 PA USD 2171923.38000000 0.173123557757 Long ABS-O CORP US N 2 2046-03-26 Fixed 1.88000000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 General Electric Co 369604BX0 436000.00000000 PA USD 481363.74000000 0.038369402904 Long DBT CORP US N 2 2040-05-01 Fixed 4.25000000 N N N N N N VALVOLINE INC 549300CMHPBEY6VPOT75 Valvoline Inc 92047WAG6 240000.00000000 PA USD 232500.00000000 0.018532526307 Long DBT CORP US N 2 2031-06-15 Fixed 3.63000000 N N N N N N PICASSO FINANCE SUB INC N/A Picasso Finance Sub Inc 71953LAA9 28000.00000000 PA USD 29790.60000000 0.002374602487 Long DBT CORP US N 2 2025-06-15 Fixed 6.13000000 N N N N N N Santander Revolving Auto Loan Trust N/A Santander Revolving Auto Loan Trust 2019-A 80286JAA3 653000.00000000 PA USD 685518.75000000 0.054642555995 Long ABS-O CORP US N 2 2032-01-26 Fixed 2.51000000 N N N N N N OneMain Financial Issuance Trust 549300I1P51W2UFIED29 Onemain Financial Issuance Trust 2018-1 68267BAA8 164055.45000000 PA USD 164682.75000000 0.013126827513 Long ABS-O CORP US N 2 2029-03-14 Fixed 3.30000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967KM2 426000.00000000 PA USD 487770.00000000 0.038880044547 Long DBT CORP US N 2 2026-08-15 Fixed 6.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X56L2 852506.84000000 PA USD 922909.31000000 0.073564907816 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 4.00000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 Amazon.com Inc 023135BC9 841000.00000000 PA USD 920474.13000000 0.073370800129 Long DBT CORP US N 2 2027-08-22 Fixed 3.15000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38148BAC2 125000.00000000 PA USD 138125.00000000 0.011009914822 Long DBT CORP US N 2 2026-11-10 Fixed 5.30000000 N N N N N TEXTRON INC 3PPKBHUG1HD6BO7RNR87 Textron Inc 883203CB5 1354000.00000000 PA USD 1377017.84000000 0.109761803639 Long DBT CORP US N 2 2030-06-01 Fixed 3.00000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280BC2 260000.00000000 PA USD 262912.00000000 0.020956660458 Long DBT CORP GB N 2 2021-06-01 Fixed 6.88000000 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Trust 2019-GC40 36257HBM7 300000.00000000 PA USD 315498.12000000 0.025148289070 Long ABS-MBS CORP US N 2 2052-07-10 Fixed 2.97000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 Iron Mountain Inc 46284VAJ0 245000.00000000 PA USD 253097.25000000 0.020174328791 Long DBT US N 2 2030-07-15 Fixed 5.25000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 Natwest Group PLC 780097BQ3 430000.00000000 PA USD 476225.00000000 0.037959795015 Long DBT CORP GB N 2 2025-12-29 Fixed 6.00000000 N N N N N SOFTBANK GROUP CORP 5493003BZYYYCDIO0R13 SoftBank Group Corp 000000000 529000.00000000 PA USD 538125.25000000 0.042893850978 Long DBT CORP JP N 2 2027-07-19 Fixed 6.88000000 N N N N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 Tyson Foods Inc 902494BH5 430000.00000000 PA USD 543823.60000000 0.043348065263 Long DBT CORP US N 2 2048-09-28 Fixed 5.10000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 Fifth Third Bancorp 316773CM0 219000.00000000 PA USD 222344.57000000 0.017723039109 Long DBT CORP US N 2 2023-06-30 Fixed 5.10000000 N N N N N N TWITTER INC 549300I8RX485XMK6836 Twitter Inc 90184LAG7 191000.00000000 PA USD 200500.34000000 0.015981840110 Long DBT CORP US N 2 2027-12-15 Fixed 3.88000000 N N N N N N Santander Drive Auto Receivables Trust N/A Santander Drive Auto Receivables Trust 2020-4 80286WAF3 400000.00000000 PA USD 401602.96000000 0.032011687834 Long ABS-O CORP US N 2 2026-01-15 Fixed 1.01000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 BAE Systems PLC 05523RAF4 440000.00000000 PA USD 411630.74000000 0.032811000078 Long DBT CORP GB N 2 2031-02-15 Fixed 1.90000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 OneMain Finance Corp 85172FAQ2 325000.00000000 PA USD 368875.00000000 0.029402948997 Long DBT CORP US N 2 2028-01-15 Fixed 6.63000000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 Santander Holdings USA Inc 80282KAW6 505000.00000000 PA USD 540155.70000000 0.043055697723 Long DBT CORP US N 2 2024-06-07 Fixed 3.50000000 N N N N N N Drive Auto Receivables Trust N/A Drive Auto Receivables Trust 2020-2 26208VAE6 200000.00000000 PA USD 202744.24000000 0.016160700910 Long ABS-O CORP US N 2 2025-03-17 Fixed 1.42000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A Penske Truck Leasing Co Lp / PTL Finance Corp 709599BB9 2450000.00000000 PA USD 2634321.39000000 0.209981206295 Long DBT CORP US N 2 2024-02-01 Fixed 3.90000000 N N N N N N Freddie Mac N/A Freddie Mac Pool 3133KH2D7 1017023.27000000 PA USD 1089442.58000000 0.086839239891 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.50000000 N N N N N N Vantage Data Centers LLC 5493000RL8X7WTQ7HO20 Vantage Data Centers LLC 92212KAB2 2132000.00000000 PA USD 2135844.42000000 0.170247711412 Long ABS-O CORP US N 2 2045-09-15 Fixed 1.65000000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 Crown Castle International Corp 22822VAK7 193000.00000000 PA USD 210318.47000000 0.016764441197 Long DBT US N 2 2028-02-15 Fixed 3.80000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179VBF6 454291.72000000 PA USD 473477.49000000 0.037740791568 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 3.00000000 N N N N N N DELTA AIR LINES/SKYMILES N/A Delta Air Lines Inc / SkyMiles IP Ltd 830867AA5 86000.00000000 PA USD 91631.89000000 0.007303958761 Long DBT CORP XX N 2 2025-10-20 Fixed 4.50000000 N N N N N N Drive Auto Receivables Trust N/A Drive Auto Receivables Trust 2019-3 26209WAE3 300000.00000000 PA USD 301963.80000000 0.024069471258 Long ABS-O CORP US N 2 2024-02-15 Fixed 2.65000000 N N N N N N LYB INTL FINANCE BV 549300J6QSW38QNOJK61 LYB International Finance BV 50247VAC3 150000.00000000 PA USD 173338.21000000 0.013816752417 Long DBT CORP NL N 2 2044-03-15 Fixed 4.88000000 N N N N N N BNPP IP Euro CLO 72450089J2K3D6PMUL47 BNPP AM Euro CLO 2018 BV 000000000 1250000.00000000 PA 1469219.06000000 0.117111143576 Long ABS-CBDO CORP NL N 2 2031-04-15 Floating 0.60000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 3140FS7E7 540668.90000000 PA USD 590042.40000000 0.047032156132 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.00000000 N N N N N N ERICSSON LM 549300W9JLPW15XIFM52 Telefonaktiebolaget LM Ericsson 294829AA4 760000.00000000 PA USD 788283.41000000 0.062833905522 Long DBT CORP SE N 2 2022-05-15 Fixed 4.13000000 N N N N N N LEHMAN BROTHERS HOLDINGS 549300FDK6ZP3YIHRJ47 Lehman Brothers Holdings Inc 524908R36 890000.00000000 PA USD 311.50000000 0.000024829599 Long DBT CORP US N 2 2017-07-19 None 0.00000000 Y N N N N N Aetna Inc 549300QKBENKLBXQ8968 Aetna Inc 00817YAP3 370000.00000000 PA USD 432743.57000000 0.034493899335 Long DBT CORP US N 2 2044-03-15 Fixed 4.75000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 Ally Financial Inc 02005NBJ8 279000.00000000 PA USD 323582.49000000 0.025792692510 Long DBT CORP US N 2 2025-05-01 Fixed 5.80000000 N N N N N N GM Financial Securitized Term Auto Receivables Tr N/A GM Financial Consumer Automobile Receivables Trust 2021-1 36261LAF8 300000.00000000 PA USD 298868.07000000 0.023822711268 Long ABS-O CORP US N 2 2027-05-17 Fixed 1.04000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 95000U2Q5 410000.00000000 PA USD 401797.29000000 0.032027177838 Long DBT CORP US N 2 2041-04-30 Fixed 3.07000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 Lloyds Banking Group PLC 539439AG4 321000.00000000 PA USD 358627.62000000 0.028586132483 Long DBT CORP GB N 2 2024-06-27 Fixed 7.50000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023CD5 631000.00000000 PA USD 639283.29000000 0.050957137161 Long DBT CORP US N 2 2029-03-01 Fixed 3.20000000 N N N N N N VULCAN MATERIALS CO 549300Q8LSNHAVWBNI21 Vulcan Materials Co 929160AZ2 301000.00000000 PA USD 322774.16000000 0.025728260695 Long DBT CORP US N 2 2030-06-01 Fixed 3.50000000 N N N N N Freddie Mac N/A Freddie Mac Pool 3132A5HC2 541113.38000000 PA USD 584620.53000000 0.046599980010 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.00000000 N N N N N N Freedom Mortgage Corp 549300LYRWPSYPK6S325 Freedom Mortgage Corp 35640YAB3 72000.00000000 PA USD 75150.00000000 0.005990190761 Long DBT CORP US N 2 2025-04-15 Fixed 8.25000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 Marriott International Inc/MD 571903BF9 373000.00000000 PA USD 385897.67000000 0.030759822457 Long DBT CORP US N 2 2032-10-15 Fixed 3.50000000 N N N N N N GS Mortgage Securities Trust 5493002EPQ51IPGGFX73 GS Mortgage Securities Trust 2015-GC28 36251FAV8 872202.91000000 PA USD 921413.73000000 0.073445695448 Long ABS-MBS CORP US N 2 2048-02-10 Fixed 3.14000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46625HRV4 624000.00000000 PA USD 667452.46000000 0.053202495803 Long DBT CORP US N 2 2026-10-01 Fixed 2.95000000 N N N N N N TAYLOR MORRISON COMM 549300O1Z08HI2MRK572 Taylor Morrison Communities Inc 87724RAA0 110000.00000000 PA USD 121525.80000000 0.009686796067 Long DBT CORP US N 2 2027-06-15 Fixed 5.88000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 Cigna Corp 125523CB4 1790000.00000000 PA USD 1943462.03000000 0.154912951395 Long DBT CORP US N 2 2027-03-01 Fixed 3.40000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 Sabine Pass Liquefaction LLC 785592AV8 546000.00000000 PA USD 639764.75000000 0.050995514237 Long DBT CORP US N 2 2026-06-30 Fixed 5.88000000 N N N N N N Freddie Mac N/A Freddie Mac Pool 3133KJC34 3000974.78000000 PA USD 3081753.64000000 0.245645937238 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N TRINSEO OP / TRINSEO FIN N/A Trinseo Materials Operating SCA / Trinseo Materials Finance Inc 89668QAF5 217000.00000000 PA USD 224052.50000000 0.017859177852 Long DBT CORP LU N 2 2029-04-01 Fixed 5.13000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 NextEra Energy Capital Holdings Inc 65339KAT7 771000.00000000 PA USD 843564.89000000 0.067240380715 Long DBT CORP US N 2 2027-05-01 Fixed 3.55000000 N N N N N N Freddie Mac - STACR N/A Freddie Mac STACR REMIC Trust 2020-HQA3 35565MAH7 362416.93000000 PA USD 367224.83000000 0.029271414292 Long ABS-MBS USGSE US N 2 2050-07-25 Floating 3.71000000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 Energy Transfer Operating LP 29273RBK4 136000.00000000 PA USD 148328.37000000 0.011823223308 Long DBT CORP US N 2 2027-04-15 Fixed 4.20000000 N N N N N N JB Poindexter & Co Inc 549300W6P81HOZZGPQ16 JB Poindexter & Co Inc 730481AJ7 107000.00000000 PA USD 113286.25000000 0.009030023262 Long DBT CORP US N 2 2026-04-15 Fixed 7.13000000 N N N N N N SBL HOLDINGS INC N/A SBL Holdings Inc 78397DAB4 447000.00000000 PA USD 451287.10000000 0.035972000228 Long DBT CORP US N 2 2031-02-18 Fixed 5.00000000 N N N N N N UMBS N/A UMBS 3132DMDD4 1204024.30000000 PA USD 1266828.46000000 0.100978631236 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.00000000 N N N N N N New Jersey Transportation Trust Fund Authority 549300YUVD5TEXR6L889 NEW JERSEY ST TRANSPRTN TRUST FUND AUTH 6461366S5 25000.00000000 PA USD 26226.74000000 0.002090527952 Long DBT MUN US N 2 2042-06-15 Fixed 4.13000000 N N N N N N New Residential Mortgage Loan Trust N/A New Residential Mortgage Loan Trust 2018-4 64828FCQ3 131156.45000000 PA USD 131728.00000000 0.010500011292 Long ABS-MBS CORP US N 2 2048-01-25 Floating 0.86000000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 Exelon Corp 30161NAY7 285000.00000000 PA USD 341522.59000000 0.027222694124 Long DBT CORP US N 2 2050-04-15 Fixed 4.70000000 N N N N N N SMB Private Education Loan Trust N/A SMB Private Education Loan Trust 2021-A 78448YAJ0 334829.58000000 PA USD 331121.01000000 0.026393586361 Long ABS-O CORP US N 2 2053-01-15 Fixed 1.07000000 N N N N N N Romark CLO Ltd N/A Romark CLO II Ltd 77587EAA6 250000.00000000 PA USD 250165.00000000 0.019940599758 Long ABS-CBDO CORP KY N 2 2031-07-25 Floating 1.39000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YAR0 1400000.00000000 PA USD 1637041.92000000 0.130488268600 Long DBT CORP US N 2 2035-05-14 Fixed 4.50000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 3140JVC26 632769.78000000 PA USD 668097.20000000 0.053253887893 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 3.50000000 N N N N N N Cimarex Energy Co 11KYOFXPU1C4CQL1CL44 Cimarex Energy Co 171798AC5 185000.00000000 PA USD 201323.92000000 0.016047487500 Long DBT CORP US N 2 2024-06-01 Fixed 4.38000000 N N N N N N BRAVO Residential Funding Trust N/A BRAVO Residential Funding Trust 2019-NQM1 10568HAA3 88881.65000000 PA USD 90008.13000000 0.007174529192 Long ABS-MBS CORP US N 2 2059-07-25 Variable 2.67000000 N N N N N N CSI COMPRESSCO LP/FINANC N/A CSI Compressco LP / CSI Compressco Finance Inc 12652HAA6 247000.00000000 PA USD 251476.88000000 0.020045169438 Long DBT CORP US N 2 2025-04-01 Fixed 7.50000000 N N N N N AmeriCredit Automobile Receivables Trust N/A AmeriCredit Automobile Receivables Trust 2019-3 03066NAF1 600000.00000000 PA USD 619316.40000000 0.049365580541 Long ABS-O CORP US N 2 2025-07-18 Fixed 2.32000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175BU7 880000.00000000 PA USD 870802.98000000 0.069411523165 Long DBT CORP US N 2 2031-04-01 Fixed 2.80000000 N N N N N N Westgate Resorts 5493001B6N5F6HQT6Z27 Westgate Resorts 2017-1 LLC 96033DAA8 51357.34000000 PA USD 51448.27000000 0.004100930826 Long ABS-O CORP US N 2 2030-12-20 Fixed 3.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140QEY48 1715530.56000000 PA USD 1780408.39000000 0.141915979899 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030NCE9 86000.00000000 PA USD 96354.35000000 0.007680385059 Long DBT CORP US N 2 2049-11-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179NX45 96011.05000000 PA USD 102252.18000000 0.008150499853 Long ABS-MBS USGA US N 2 2044-01-20 Fixed 3.00000000 N N N N N N Santander Drive Auto Receivables Trust N/A Santander Drive Auto Receivables Trust 2021-1 80286NAF3 900000.00000000 PA USD 898543.89000000 0.071622745291 Long ABS-O CORP US N 2 2026-02-17 Fixed 0.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810SU3 5470000.00000000 PA USD 4835394.56000000 0.385428287709 Long DBT UST US N 2 2051-02-15 Fixed 1.88000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 NRG Energy Inc 629377CP5 298000.00000000 PA USD 295640.73000000 0.023565460672 Long DBT CORP US N 2 2027-12-02 Fixed 2.45000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023CR4 295000.00000000 PA USD 283180.77000000 0.022572279870 Long DBT CORP US N 2 2059-08-01 Fixed 3.95000000 N N N N N N ASCENSION HEALTH N/A Ascension Health 04352EAA3 710000.00000000 PA USD 728569.04000000 0.058074085595 Long DBT CORP US N 2 2029-11-15 Fixed 2.53000000 N N N N N N Small Business Administration Participation Certs N/A United States Small Business Administration 83162CF40 983341.39000000 PA USD 981729.10000000 0.078253420959 Long ABS-O USGA US N 2 2045-04-01 Fixed 1.77000000 N N N N N N Willis Engine Securitization Trust N/A Willis Engine Structured Trust V 97064FAA3 128198.28000000 PA USD 126823.67000000 0.010109088175 Long ABS-O CORP US N 2 2045-03-15 Fixed 3.23000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179UCB6 350606.17000000 PA USD 378284.58000000 0.030152984648 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 4.00000000 N N N N N N ALTA EQUIPMENT GROUP N/A Alta Equipment Group Inc 02128LAA4 63000.00000000 PA USD 63945.00000000 0.005097042558 Long DBT CORP US N 2 2026-04-15 Fixed 5.63000000 N N N N N N Kraft Heinz Foods Co 5493003STKEZ2S0RNU91 Kraft Heinz Foods Co 50077LAB2 364000.00000000 PA USD 380373.76000000 0.030319512748 Long DBT CORP US N 2 2046-06-01 Fixed 4.38000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71654QCG5 270000.00000000 PA USD 282590.10000000 0.022525197688 Long DBT CORP MX N 2 2027-03-13 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179VN30 1331152.64000000 PA USD 1387683.74000000 0.110611980295 Long ABS-MBS USGA US N 2 2050-06-20 Fixed 3.00000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 Cemex SAB de CV 151290BZ5 220000.00000000 PA USD 215171.00000000 0.017151235347 Long DBT CORP MX N 2 2031-07-11 Fixed 3.88000000 N N N N N N Life Financial Services Trust N/A Life 2021-BMR Mortgage Trust 53218CAG5 295000.00000000 PA USD 296064.30000000 0.023599223348 Long ABS-MBS CORP US N 2 2038-03-15 Floating 1.51000000 N N N N N N PFS Financing Corp. N/A PFS Financing Corp 69335PDT9 277000.00000000 PA USD 278919.33000000 0.022232601380 Long ABS-O CORP US N 2 2025-10-15 Fixed 1.00000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 United Rentals North America Inc 911365BL7 35000.00000000 PA USD 38073.35000000 0.003034818754 Long DBT CORP US N 2 2030-01-15 Fixed 5.25000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023CU7 577000.00000000 PA USD 658000.52000000 0.052449083645 Long DBT CORP US N 2 2027-05-01 Fixed 5.04000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 3140J8BK8 1000598.24000000 PA USD 1090455.63000000 0.086919989895 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.00000000 N N N N N N T-Mobile USA Inc 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264AAR6 350000.00000000 PA USD 357222.25000000 0.028474110735 Long DBT CORP US N 2 2022-04-15 Fixed 4.00000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 Enterprise Products Operating LLC 29379VBJ1 1100000.00000000 PA USD 1266129.24000000 0.100922896557 Long DBT CORP US N 2 2046-05-15 Fixed 4.90000000 N N N N N N Delta Air Lines Inc Q2CCMS6R0AS67HJMBN42 Delta Air Lines Inc 247361ZN1 315000.00000000 PA USD 329406.92000000 0.026256956606 Long DBT CORP US N 2 2028-04-19 Fixed 4.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X7TL3 817731.91000000 PA USD 816647.70000000 0.065094817137 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GXS8 1350000.00000000 PA USD 1327185.22000000 0.105789655936 Long DBT CORP US N 2 2026-02-12 Fixed 0.86000000 N N N N N N DISCOVER FINANCIAL SVS Z1YLO2USPORE63VVUL20 Discover Financial Services 254709AM0 133000.00000000 PA USD 147644.15000000 0.011768684275 Long DBT CORP US N 2 2027-02-09 Fixed 4.10000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 CVS Health Corp 126650CN8 130000.00000000 PA USD 158978.71000000 0.012672159679 Long DBT CORP US N 2 2045-07-20 Fixed 5.13000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 BAT Capital Corp 05526DAZ8 770000.00000000 PA USD 820010.42000000 0.065362858844 Long DBT CORP US N 2 2024-08-15 Fixed 3.22000000 N N N N N N Valero Energy Corp 549300XTO5VR8SKV1V74 Valero Energy Corp 91913YAU4 490000.00000000 PA USD 523879.51000000 0.041758326026 Long DBT CORP US N 2 2026-09-15 Fixed 3.40000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MJZN3 44985.20000000 PA USD 47970.56000000 0.003823723291 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Strip Coupon 912834LX4 1750000.00000000 PA USD 1020387.52000000 0.081334875521 Long DBT UST US N 2 2042-11-15 None 0.00000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 NextEra Energy Capital Holdings Inc 65339KBR0 905000.00000000 PA USD 885534.74000000 0.070585788669 Long DBT CORP US N 2 2030-06-01 Fixed 2.25000000 N N N N N N LAM RESEARCH CORP 549300I4GMO6D34U1T02 Lam Research Corp 512807AW8 397000.00000000 PA USD 378258.80000000 0.030150929729 Long DBT CORP US N 2 2050-06-15 Fixed 2.88000000 N N N N N N York CLO Ltd 549300HNXZUJB12SQJ60 York Clo-4 Ltd 986252AQ7 3500000.00000000 PA USD 3500556.50000000 0.279028625499 Long ABS-CBDO CORP KY N 2 2032-04-20 Floating 1.31000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X5PL1 2852056.24000000 PA USD 3036856.85000000 0.242067223509 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179RZV4 462586.02000000 PA USD 517862.20000000 0.041278687507 Long ABS-MBS USGA US N 2 2046-02-20 Fixed 4.50000000 N N N N N N VERISK ANALYTICS INC 549300I1YSWNIRKBWP67 Verisk Analytics Inc 92345YAG1 878000.00000000 PA USD 861960.91000000 0.068706723617 Long DBT CORP US N 2 2050-05-15 Fixed 3.63000000 N N N N N N MARTIN MARIETTA MATERIAL 5299005MZ4WZECVATV08 Martin Marietta Materials Inc 573284AV8 400000.00000000 PA USD 398028.04000000 0.031726731710 Long DBT CORP US N 2 2030-03-15 Fixed 2.50000000 N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 3140JVSJ2 498257.74000000 PA USD 526064.37000000 0.041932480759 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.50000000 N N N N N N GE CAPITAL INTL FUNDING 549300G6UZOB126GBY72 GE Capital International Funding Co Unlimited Co 36164QNA2 1162000.00000000 PA USD 1333255.71000000 0.106273533422 Long DBT CORP IE N 2 2035-11-15 Fixed 4.42000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810RC4 5310900.00000000 PA USD 6506059.94000000 0.518596675264 Long DBT UST US N 2 2043-08-15 Fixed 3.63000000 N N N N N N DELL INT LLC / EMC CORP N/A Dell International LLC / EMC Corp 24703DBB6 162000.00000000 PA USD 188932.31000000 0.015059754862 Long DBT CORP US N 2 2025-07-15 Fixed 5.85000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 3138EJW46 568950.06000000 PA USD 634362.89000000 0.050564933108 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4.00000000 N N N N N N ARCONIC CORP 549300B4YFWH3U74B152 Arconic Corp 03966VAA5 178000.00000000 PA USD 190473.35000000 0.015182590838 Long DBT CORP US N 2 2028-02-15 Fixed 6.13000000 N N N N N N VISA INC 549300JZ4OKEHW3DPJ59 Visa Inc 92826CAK8 180000.00000000 PA USD 176216.67000000 0.014046193860 Long DBT CORP US N 2 2040-04-15 Fixed 2.70000000 N N N N N N Motorola Solutions Inc 6S552MUG6KGJVEBSEC55 Motorola Solutions Inc 620076BN8 109000.00000000 PA USD 123648.40000000 0.009855988068 Long DBT CORP US N 2 2029-05-23 Fixed 4.60000000 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 Cox Communications Inc 224044CL9 212000.00000000 PA USD 196267.55000000 0.015644445306 Long DBT CORP US N 2 2030-10-01 Fixed 1.80000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 3138EGGZ1 559143.94000000 PA USD 627438.07000000 0.050012957156 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N MOHEGAN GAMING & ENT 549300UB083Z2NRDHC48 Mohegan Gaming & Entertainment 608328BH2 242000.00000000 PA USD 244451.46000000 0.019485174681 Long DBT CORP US N 2 2026-02-01 Fixed 8.00000000 N N N N N N MAGELLAN MIDSTREAM PARTN MZF5TI8NFVZZNUSKDL39 Magellan Midstream Partners LP 559080AG1 200000.00000000 PA USD 227846.85000000 0.018161624695 Long DBT CORP US N 2 2043-10-15 Fixed 5.15000000 N N N N N N Antero Resources Corp APVBKPOULHUX7YZLKU17 Antero Resources Corp 03674XAJ5 361000.00000000 PA USD 361819.47000000 0.028840554178 Long DBT CORP US N 2 2025-03-01 Fixed 5.00000000 N N N N N CFCRE Commercial Mortgage Trust N/A CFCRE Commercial Mortgage Trust 2016-C4 12531YAM0 700000.00000000 PA USD 749396.20000000 0.059734214157 Long ABS-MBS CORP US N 2 2058-05-10 Fixed 3.01000000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 Berry Global Inc 08576PAB7 1530000.00000000 PA USD 1508258.70000000 0.120222985105 Long DBT CORP US N 2 2026-01-15 Fixed 1.57000000 N N N N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 Consolidated Edison Co of New York Inc 209111FG3 350000.00000000 PA USD 403922.28000000 0.032196560346 Long DBT CORP US N 2 2045-12-01 Fixed 4.50000000 N N N N N N VECTOR GROUP LTD 549300TUIF4WWN6NDN50 Vector Group Ltd 92240MBL1 325000.00000000 PA USD 335765.63000000 0.026763808048 Long DBT CORP US N 2 2029-02-01 Fixed 5.75000000 N N N N N N GLP CAPITAL LP / FIN II N/A GLP Capital LP / GLP Financing II Inc 361841AH2 578000.00000000 PA USD 649721.13000000 0.051789135202 Long DBT US N 2 2026-04-15 Fixed 5.38000000 N N N N N N Freddie Mac N/A Freddie Mac Pool 3132DWAD5 499849.06000000 PA USD 483475.29000000 0.038537714112 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 1.50000000 N N N N N N Towd Point Mortgage Trust N/A Towd Point Mortgage Trust 89171DAE7 132000.00000000 PA USD 140248.36000000 0.011179167403 Long ABS-MBS CORP US N 2 2053-10-25 Variable 3.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140QBTF5 400213.18000000 PA USD 426119.16000000 0.033965869002 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.00000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 31335BCW4 1467034.80000000 PA USD 1552171.73000000 0.123723283529 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.00000000 N N N N N N Capital One Prime Auto Receivables Trust N/A Capital One Prime Auto Receivables Trust 2019-1 14042WAC4 1444592.52000000 PA USD 1467674.65000000 0.116988038978 Long ABS-O CORP US N 2 2023-11-15 Fixed 2.51000000 N N N N N N TARGA RESOURCES PARTNERS N/A Targa Resources Partners LP / Targa Resources Partners Finance Corp 87612BBT8 208000.00000000 PA USD 195888.16000000 0.015614204209 Long DBT CORP US N 2 2032-01-15 Fixed 4.00000000 N N N N N N CSAIL Commercial Mortgage Trust N/A CSAIL 2019-C18 Commercial Mortgage Trust 12597DAC9 1050000.00000000 PA USD 1076697.72000000 0.085823349770 Long ABS-MBS CORP US N 2 2052-12-15 Fixed 2.72000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A Barclays Commercial Mortgage Trust 2019-C5 05492JAT9 193000.00000000 PA USD 203760.77000000 0.016241728303 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 3.04000000 N N N N N N BENCHMARK Mortgage Trust N/A Benchmark 2021-B23 Mortgage Trust 08162RAC1 1700000.00000000 PA USD 1622351.82000000 0.129317323805 Long ABS-MBS CORP US N 2 2054-02-15 Fixed 1.82000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Strip Coupon 912834MZ8 646000.00000000 PA USD 366111.46000000 0.029182667802 Long DBT UST US N 2 2043-11-15 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Strip Coupon 912834DV7 155000.00000000 PA USD 100066.54000000 0.007976282946 Long DBT UST US N 2 2039-05-15 None 0.00000000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 Uruguay Government International Bond 760942BD3 185000.00000000 PA USD 226615.75000000 0.018063493972 Long DBT NUSS UY N 2 2055-04-20 Fixed 4.98000000 N N N N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 ConocoPhillips 20825CBB9 45000.00000000 PA USD 54663.00000000 0.004357176282 Long DBT CORP US N 2 2047-10-01 Fixed 4.88000000 N N N N N N VR Funding LLC N/A VR Funding LLC 91835CAA1 472556.56000000 PA USD 463974.08000000 0.036983276747 Long ABS-O CORP US N 2 2050-11-15 Fixed 2.79000000 N N N N N N Radian Group Inc 54930005OUP720S5U385 Radian Group Inc 750236AU5 130000.00000000 PA USD 135564.00000000 0.010805778049 Long DBT CORP US N 2 2024-10-01 Fixed 4.50000000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 Netflix Inc 64110LAV8 229000.00000000 PA USD 263988.91000000 0.021042500729 Long DBT CORP US N 2 2030-06-15 Fixed 4.88000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175BN3 768000.00000000 PA USD 936076.79000000 0.074614484889 Long DBT CORP US N 2 2048-04-01 Fixed 5.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Strip Coupon 912834MD7 4620000.00000000 PA USD 2674627.68000000 0.213194012230 Long DBT UST US N 2 2043-02-15 None 0.00000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 31418CW26 207356.80000000 PA USD 222379.69000000 0.017725838517 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.50000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A Americredit Automobile Receivables Trust 2019-1 03066GAF6 200000.00000000 PA USD 208770.02000000 0.016641014571 Long ABS-O CORP US N 2 2025-02-18 Fixed 3.36000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179TSG1 1142237.79000000 PA USD 1219753.30000000 0.097226280092 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 3.50000000 N N N N N N Morgan Stanley Capital I Trust N/A Morgan Stanley Capital I Trust 2016-UB11 61767FAZ4 1600000.00000000 PA USD 1671803.20000000 0.133259082949 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.53000000 N N N N N N Ameriquest Mortgage Securities Inc. N/A Asset-Backed Pass-Through Certificates Series 2004-R2 03072SPX7 10763.04000000 PA USD 10759.63000000 0.000857647853 Long ABS-O CORP US N 2 2034-04-25 Floating 0.80000000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 DaVita Inc 23918KAT5 311000.00000000 PA USD 298583.33000000 0.023800014702 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MJ2D1 396215.73000000 PA USD 428182.30000000 0.034130321459 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X8CV7 2092289.75000000 PA USD 2097967.97000000 0.167228587514 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Strip Coupon 912834JH2 3165000.00000000 PA USD 1954231.56000000 0.155771388376 Long DBT UST US N 2 2040-11-15 None 0.00000000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 Exelon Corp 30161NAS0 1128000.00000000 PA USD 1400221.21000000 0.111611339403 Long DBT CORP US N 2 2045-06-15 Fixed 5.10000000 N N N N N N NORTHERN TRUST CORP 549300GLF98S992BC502 Northern Trust Corp 665859AV6 880000.00000000 PA USD 858898.27000000 0.068462601224 Long DBT CORP US N 2 2030-05-01 Fixed 1.95000000 N N N N N N TRANSCANADA PIPELINES 5BV01I6231JPDAPMGH09 TransCanada PipeLines Ltd 89352HAW9 171000.00000000 PA USD 192282.31000000 0.015326782660 Long DBT CORP CA N 2 2028-05-15 Fixed 4.25000000 N N N N N N L Brands Inc GR3KVMWVCR54YWQNXU90 L Brands Inc 501797AJ3 150000.00000000 PA USD 163031.25000000 0.012995186794 Long DBT CORP US N 2 2023-10-15 Fixed 5.63000000 N N N N N N MASS INSTITUTE OF TECH DLZO3A31IADZ27B62557 Massachusetts Institute of Technology 575718AB7 460000.00000000 PA USD 592244.62000000 0.047207694627 Long DBT CORP US N 2 2114-07-01 Fixed 4.68000000 N N N N N N C&W Senior Financing DAC 5493009O8OIWZPZRY516 C&W Senior Financing DAC 12674TAA4 140000.00000000 PA USD 149537.50000000 0.011919602807 Long DBT CORP IE N 2 2027-09-15 Fixed 6.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179QT43 238442.21000000 PA USD 255970.25000000 0.020403335020 Long ABS-MBS USGA US N 2 2044-11-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179NQ50 248553.02000000 PA USD 271686.42000000 0.021656067639 Long ABS-MBS USGA US N 2 2043-10-20 Fixed 4.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GGS7 1850000.00000000 PA USD 1930813.68000000 0.153904754065 Long DBT CORP US N 2 2022-01-24 Fixed 5.75000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PURCHASED EUR / SOLD USD 000000000 1.00000000 NC -34741.47000000 -0.00276923529 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 7149427.19000000 USD 6053509.00000000 EUR 2021-04-06 -34741.47000000 N N N Barclays Commercial Mortgage Securities LLC N/A BBCMS 2018-TALL Mortgage Trust 05548WAA5 3000000.00000000 PA USD 2974132.20000000 0.237067454794 Long ABS-MBS CORP US N 2 2037-03-15 Floating 0.83000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 31418CS47 212923.99000000 PA USD 225849.18000000 0.018002390838 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N DELL INT LLC / EMC CORP N/A Dell International LLC / EMC Corp 24703DAZ4 638000.00000000 PA USD 723817.72000000 0.057695358873 Long DBT CORP US N 2 2026-10-01 Fixed 4.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140K06Z6 889814.54000000 PA USD 944485.39000000 0.075284732634 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.50000000 N N N N N N Cenovus Energy Inc 549300EIRQ0Z2B9C1W06 Cenovus Energy Inc 15135UAR0 240000.00000000 PA USD 267322.99000000 0.021308259547 Long DBT CORP CA N 2 2047-06-15 Fixed 5.40000000 N N N N N N NATIONSTAR MTG HLD INC N/A Nationstar Mortgage Holdings Inc 63861CAC3 158000.00000000 PA USD 158936.15000000 0.012668767230 Long DBT CORP US N 2 2028-08-15 Fixed 5.50000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 31418C4F8 159787.30000000 PA USD 171441.91000000 0.013665598741 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.00000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A BBCMS Mortgage Trust 2020-C6 05492TAB6 130000.00000000 PA USD 135623.12000000 0.010810490491 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 2.69000000 N N N N N N GRAPHIC PACKAGING INTERN SO75N4VY5NXGQSK8YQ65 Graphic Packaging International LLC 38869AAC1 220000.00000000 PA USD 214362.50000000 0.017086789981 Long DBT CORP US N 2 2029-03-01 Fixed 3.50000000 N N N N N N COMM Mortgage Trust N/A COMM 2020-CBM Mortgage Trust 20049AAB4 223000.00000000 PA USD 226962.58000000 0.018091139719 Long ABS-MBS CORP US N 2 2037-02-10 Fixed 2.90000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 31307C3X4 331202.88000000 PA USD 347122.15000000 0.027669033879 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 2.50000000 N N N N N N Morgan Stanley Capital I Trust N/A Morgan Stanley Capital I Trust 2020-HR8 61692BBP4 980000.00000000 PA USD 953788.14000000 0.076026252889 Long ABS-MBS CORP US N 2 2053-07-15 Fixed 2.04000000 N N N N N N Progress Residential Trust N/A Progress Residential 2020-SFR1 Trust 74331CAA6 1313000.00000000 PA USD 1331561.22000000 0.106138465979 Long ABS-O CORP US N 2 2037-04-17 Fixed 1.73000000 N N N N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 American International Group Inc 026874CU9 1400000.00000000 PA USD 1470407.02000000 0.117205835619 Long DBT CORP US N 2 2022-06-01 Fixed 4.88000000 N N N N N N OWENS CORNING JO5M6676RDJIZ2U8X907 Owens Corning 690742AJ0 321000.00000000 PA USD 353392.59000000 0.028168849338 Long DBT CORP US N 2 2029-08-15 Fixed 3.95000000 N N N N N N Morgan Stanley BAML Trust N/A Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24 61765LAU4 800000.00000000 PA USD 878812.16000000 0.070049933225 Long ABS-MBS CORP US N 2 2048-05-15 Fixed 3.73000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MFSX7 1092290.36000000 PA USD 1163619.82000000 0.092751892157 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 3.00000000 N N N N N N Macquarie Bank Ltd 4ZHCHI4KYZG2WVRT8631 Macquarie Bank Ltd 55608XAB3 270000.00000000 PA USD 299777.48000000 0.023895200148 Long DBT CORP AU N 2 2025-06-10 Fixed 4.88000000 N N N N N TOKYO METROPOLITAN GOVT 353800FABE4GGB1BMO18 Tokyo Metropolitan Government 889124AK9 400000.00000000 PA USD 409708.00000000 0.032657738875 Long DBT NUSS JP N 2 2022-06-08 Fixed 2.50000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 Anheuser-Busch InBev Worldwide Inc 03523TBV9 350000.00000000 PA USD 450963.85000000 0.035946234038 Long DBT CORP US N 2 2049-01-23 Fixed 5.55000000 N N N N N N BX TRUST N/A BX Commercial Mortgage Trust 2018-BIOA 056057AL6 365000.00000000 PA USD 365517.86000000 0.029135352070 Long ABS-MBS CORP US N 2 2037-03-15 Floating 1.43000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 Hilton Domestic Operating Co Inc 432833AL5 184000.00000000 PA USD 184345.00000000 0.014694101342 Long DBT CORP US N 2 2031-05-01 Fixed 4.00000000 N N N N N N GROUP 1 AUTOMOTIVE INC 549300US8QAZJLWYAF63 Group 1 Automotive Inc 398905AN9 14000.00000000 PA USD 13930.00000000 0.001110357382 Long DBT CORP US N 2 2028-08-15 Fixed 4.00000000 N N N N N N HOWMET AEROSPACE INC 549300HO5WFZUT5N2T22 Howmet Aerospace Inc 013817AW1 319000.00000000 PA USD 351266.85000000 0.027999407048 Long DBT CORP US N 2 2024-10-01 Fixed 5.13000000 N N N N N N Ford Credit Auto Owner Trust N/A Ford Credit Auto Owner Trust 2020-C 34533YAG5 300000.00000000 PA USD 298469.22000000 0.023790919018 Long ABS-O CORP US N 2 2028-05-15 Fixed 1.04000000 N N N N N N Commonwealth Edison Co D8YOXB8L2ZDC8P7Q0771 Commonwealth Edison Co 202795JM3 350000.00000000 PA USD 391179.60000000 0.031180843991 Long DBT CORP US N 2 2048-03-01 Fixed 4.00000000 N N N N N N Towd Point Mortgage Trust N/A Towd Point Mortgage Trust 2018-5 89176VAK8 65899.00000000 PA USD 67672.84000000 0.005394187903 Long ABS-MBS CORP US N 2 2058-07-25 Variable 3.25000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 Bausch Health Cos Inc 071734AK3 348000.00000000 PA USD 369816.12000000 0.029477965475 Long DBT CORP CA N 2 2029-02-15 Fixed 6.25000000 N N N N N N Fanniemae-Aces N/A Fannie Mae-Aces 3136B6XH1 1139796.65000000 PA USD 1187031.30000000 0.094618016325 Long ABS-MBS USGSE US N 2 2029-08-25 Fixed 2.10000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 Diamondback Energy Inc 25278XAM1 865000.00000000 PA USD 907981.61000000 0.072375023976 Long DBT CORP US N 2 2026-12-01 Fixed 3.25000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 EURO-BOBL FUTURE JUN21 XEUR 20210608 000000000 -10.00000000 NC -6708.14000000 -0.00053470443 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Euro-Bobl (FGBM) OEM1 Comdty 2021-06-08 -1345092.40000000 EUR -6708.14000000 N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030NDP3 500000.00000000 PA USD 426863.41000000 0.034025193013 Long DBT CORP US N 2 2052-08-15 Fixed 2.45000000 N N N N N N EMPIRE COMMUNITIES CORP 549300JM1L6KK2QFP273 Empire Communities Corp 29163VAC7 40000.00000000 PA USD 42250.00000000 0.003367738651 Long DBT CORP CA N 2 2025-12-15 Fixed 7.00000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 3140J5XB0 983923.75000000 PA USD 1063242.97000000 0.084750874465 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.50000000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 Petrobras Global Finance BV 71647NBD0 164000.00000000 PA USD 179868.64000000 0.014337291624 Long DBT CORP NL N 2 2049-03-19 Fixed 6.90000000 N N N N N N EXPEDIA GROUP INC N/A Expedia Group Inc 30212PAR6 389000.00000000 PA USD 392224.31000000 0.031264117607 Long DBT CORP US N 2 2030-02-15 Fixed 3.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Strip Coupon 912833XY1 6675000.00000000 PA USD 5605226.12000000 0.446791400132 Long DBT UST US N 2 2030-08-15 None 0.00000000 N N N N N N KLA CORP 549300H0BF5JCG96TJ81 KLA Corp 482480AG5 317000.00000000 PA USD 356528.21000000 0.028418788952 Long DBT CORP US N 2 2029-03-15 Fixed 4.10000000 N N N N N N MRA Issuance Trust N/A MRA Issuance Trust 2020-15 55349NAA1 870330.67000000 PA USD 871249.22000000 0.069447092862 Long ABS-MBS CORP US N 2 2021-07-15 Floating 1.62000000 N N N N N N GM Financial Securitized Term Auto Receivables Tr 549300RO0W90UZB1HD05 GM Financial Consumer Automobile Receivables Trust 2018-4 38013FAG6 100000.00000000 PA USD 104526.06000000 0.008331750351 Long ABS-O CORP US N 2 2024-06-17 Fixed 3.62000000 N N N N N N FIDELITY NATL INFO SERV 6WQI0GK1PRFVBA061U48 Fidelity National Information Services Inc 31620MBT2 920000.00000000 PA USD 901901.20000000 0.071890355768 Long DBT CORP US N 2 2031-03-01 Fixed 2.25000000 N N N N N N NEXTERA ENERGY OPERATING 549300KJEC5IUVJWR786 NextEra Energy Operating Partners LP 65342QAL6 207000.00000000 PA USD 217479.38000000 0.017335235833 Long DBT CORP US N 2 2026-10-15 Fixed 3.88000000 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 Essex Portfolio LP 29717PAY3 925000.00000000 PA USD 891312.51000000 0.071046333506 Long DBT US N 2 2028-03-01 Fixed 1.70000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 Broadcom Inc 11135FAL5 1966000.00000000 PA USD 2148737.85000000 0.171275444017 Long DBT CORP US N 2 2028-09-15 Fixed 4.11000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 Sabine Pass Liquefaction LLC 785592AU0 189000.00000000 PA USD 207360.62000000 0.016528671593 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N Motorola Solutions Inc 6S552MUG6KGJVEBSEC55 Motorola Solutions Inc 620076BL2 595000.00000000 PA USD 677355.75000000 0.053991884975 Long DBT CORP US N 2 2028-02-23 Fixed 4.60000000 N N N N N N BRIGHTHOUSE FINANCIAL IN 5493003T8SZSHOGGAW52 Brighthouse Financial Inc 10922NAC7 362000.00000000 PA USD 383081.22000000 0.030535323818 Long DBT CORP US N 2 2027-06-22 Fixed 3.70000000 N N N N N N Arbys Funding LLC N/A Arbys Funding LLC 038779AB0 429840.00000000 PA USD 440610.54000000 0.035120973867 Long ABS-O CORP US N 2 2050-07-30 Fixed 3.24000000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 Energy Transfer Operating LP 29278NAL7 0.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 2 2023-03-15 Fixed 4.25000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 95000U2S1 903000.00000000 PA USD 925626.24000000 0.073781473738 Long DBT CORP US N 2 2028-06-02 Fixed 2.39000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 48128BAG6 314000.00000000 PA USD 318034.90000000 0.025350495273 Long DBT CORP US N 2 2025-02-01 Fixed 4.60000000 N N N N N N Freddie Mac N/A Freddie Mac Pool 3133ABL40 1140285.62000000 PA USD 1172900.53000000 0.093491655607 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N CVS Pass-Through Trust N/A CVS Pass-Through Trust 126650BQ2 656239.20000000 PA USD 792686.23000000 0.063184853382 Long DBT CORP US N 2 2030-01-10 Fixed 6.94000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YDB2 290000.00000000 PA USD 346076.69000000 0.027585700481 Long DBT CORP US N 2 2045-03-15 Fixed 4.75000000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 DB Master Finance LLC 233046AJ0 1906960.00000000 PA USD 1954893.15000000 0.155824123576 Long ABS-O CORP US N 2 2049-05-20 Fixed 3.79000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36184FSP4 206281.61000000 PA USD 215799.16000000 0.017201305849 Long ABS-MBS USGA US N 2 2045-08-15 Fixed 3.00000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 Centene Corp 15135BAT8 163000.00000000 PA USD 176626.80000000 0.014078885237 Long DBT CORP US N 2 2029-12-15 Fixed 4.63000000 N N N N N N CIFC Funding Ltd 549300O8WGQU5B6HEB94 CIFC Funding 2014-II-R Ltd 12548RAB0 850000.00000000 PA USD 850484.50000000 0.067791941379 Long ABS-CBDO CORP KY N 2 2030-04-24 Floating 1.27000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61746BDQ6 921000.00000000 PA USD 1006183.29000000 0.080202659322 Long DBT CORP US N 2 2024-04-29 Fixed 3.88000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A Americredit Automobile Receivables Trust 2019-1 03066GAE9 100000.00000000 PA USD 102885.22000000 0.008200959339 Long ABS-O CORP US N 2 2025-02-18 Fixed 3.13000000 N N N N N N Freddie Mac - SCRT N/A Seasoned Credit Risk Transfer Trust Series 2019-1 35563PJF7 1132614.51000000 PA USD 1218551.07000000 0.097130450590 Long ABS-MBS USGSE US N 2 2058-07-25 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X52C6 1002248.11000000 PA USD 1121798.91000000 0.089418356179 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.50000000 N N N N N N APX Group Inc 549300OMQVKPRU98OE64 APX Group Inc 00213MAS3 355000.00000000 PA USD 367203.13000000 0.029269684589 Long DBT CORP US N 2 2023-09-01 Fixed 7.63000000 N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 United Rentals North America Inc 911365BM5 211000.00000000 PA USD 218912.50000000 0.017449469528 Long DBT CORP US N 2 2027-11-15 Fixed 3.88000000 N N N N N N Centene Corp 549300Z7JJ4TQSQGT333 Centene Corp 15137TAA8 284000.00000000 PA USD 297333.80000000 0.023700414927 Long DBT CORP US N 2 2026-06-01 Fixed 5.38000000 N N N N N N Zais Clo 6 Ltd 549300ZPQFDVEE67IB71 Zais Clo 6 Ltd 98887TAA6 242872.36000000 PA USD 243194.48000000 0.019384981069 Long ABS-CBDO CORP KY N 2 2029-07-15 Floating 1.61000000 N N N N N N LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 Lumen Technologies Inc 156700BD7 305000.00000000 PA USD 298038.38000000 0.023756576852 Long DBT CORP US N 2 2029-01-15 Fixed 4.50000000 N N N N N N UBS-Barclays Commercial Mortgage Trust N/A UBS-Barclays Commercial Mortgage Trust 2013-C5 90270YBE8 313656.95000000 PA USD 320925.57000000 0.025580909973 Long ABS-MBS CORP US N 2 2046-03-10 Fixed 2.92000000 N N N N N N BELLEMEADE RE LT 549300O2GEH6GH9NO762 Bellemeade Re 2018-1 Ltd 078768AD0 109395.75000000 PA USD 109478.70000000 0.008726524249 Long ABS-MBS CORP BM N 2 2028-04-25 Floating 1.71000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2 46590MAQ3 742212.55000000 PA USD 770821.13000000 0.061441990840 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.56000000 N N N N N N CAESARS RESORT / FINCO N/A Caesars Resort Collection LLC / CRC Finco Inc 12770RAA1 100000.00000000 PA USD 105655.00000000 0.008421737922 Long DBT CORP US N 2 2025-07-01 Fixed 5.75000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 Calpine Corp 131347CR5 450000.00000000 PA USD 429570.00000000 0.034240934735 Long DBT CORP US N 2 2031-03-01 Fixed 3.75000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 NiSource Inc 65473PAJ4 173000.00000000 PA USD 187665.65000000 0.014958789659 Long DBT CORP US N 2 2030-05-01 Fixed 3.60000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3132KEUY9 620891.76000000 PA USD 660216.86000000 0.052625747642 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 3.00000000 N N N N N N ESSENTIAL UTILITIES INC 549300ILTEOF3E3QY357 Essential Utilities Inc 29670GAD4 460000.00000000 PA USD 464072.03000000 0.036991084321 Long DBT CORP US N 2 2030-04-15 Fixed 2.70000000 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 US Foods Inc 90290MAD3 192000.00000000 PA USD 192240.00000000 0.015323410139 Long DBT CORP US N 2 2029-02-15 Fixed 4.75000000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 Daimler Finance North America LLC 233851CB8 155000.00000000 PA USD 167744.43000000 0.013370873384 Long DBT CORP US N 2 2025-08-03 Fixed 3.50000000 N N N N N N BENCHMARK Mortgage Trust N/A Benchmark 2021-B23 Mortgage Trust 08162RAB3 2210000.00000000 PA USD 2232680.79000000 0.177966518184 Long ABS-MBS CORP US N 2 2054-02-15 Fixed 1.62000000 N N N N N N CONNECT FINCO SARL/CONNE N/A Connect Finco SARL / Connect US Finco LLC 20752TAA2 326000.00000000 PA USD 347610.54000000 0.027707963343 Long DBT CORP XX N 2 2026-10-01 Fixed 6.75000000 N N N N N N Freddie Mac N/A Freddie Mac Pool 3133KG5A2 1661308.49000000 PA USD 1758576.32000000 0.140175750171 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.50000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 31403CZM6 322582.27000000 PA USD 375415.97000000 0.029924328345 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.00000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YAS8 170000.00000000 PA USD 202131.20000000 0.016111835620 Long DBT CORP US N 2 2045-05-14 Fixed 4.70000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A JP Morgan Chase Commercial Mortgage Securities Trust 2020-NNN 46652BAY5 216000.00000000 PA USD 222490.32000000 0.017734656811 Long ABS-MBS CORP US N 2 2037-01-16 Fixed 2.81000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp 674599DG7 4349000.00000000 PA USD 2204943.00000000 0.175755544752 Long DBT CORP US N 2 2036-10-10 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140QDFM1 883883.67000000 PA USD 959845.73000000 0.076509102119 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3132XXQK8 359215.65000000 PA USD 390849.94000000 0.031154566862 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.00000000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 Uruguay Government International Bond 760942BA9 65000.00000000 PA USD 80576.28000000 0.006422718403 Long DBT NUSS UY N 2 2050-06-18 Fixed 5.10000000 N N N N N N UMBS N/A UMBS 31329QZD6 946737.35000000 PA USD 1007122.82000000 0.080277549062 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.50000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 Toyota Motor Credit Corp 89236TGX7 2018000.00000000 PA USD 2160114.82000000 0.172182299913 Long DBT CORP US N 2 2025-04-01 Fixed 3.00000000 N N N N N N CAMB Commercial Mortgage Trust N/A CAMB Commercial Mortgage Trust 2019-LIFE 12482HAQ7 108000.00000000 PA USD 108352.66000000 0.008636767836 Long ABS-MBS CORP US N 2 2037-12-15 Floating 2.66000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179SSN8 130142.48000000 PA USD 135093.57000000 0.010768280172 Long ABS-MBS USGA US N 2 2046-12-20 Fixed 2.50000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 Sabine Pass Liquefaction LLC 785592AS5 304000.00000000 PA USD 346116.13000000 0.027588844235 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N NEW YORK LIFE INSURANCE TAE73CY392TBWJ3O3305 New York Life Insurance Co 64952GAT5 226000.00000000 PA USD 237831.70000000 0.018957514998 Long DBT CORP US N 2 2050-05-15 Fixed 3.75000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61746BDZ6 356000.00000000 PA USD 395943.42000000 0.031560567086 Long DBT CORP US N 2 2026-01-27 Fixed 3.88000000 N N N N N N CARGILL INC QXZYQNMR4JZ5RIRN4T31 Cargill Inc 141781BM5 180000.00000000 PA USD 177015.28000000 0.014109850896 Long DBT CORP US N 2 2030-04-23 Fixed 2.13000000 N N N N N N Kraft Heinz Foods Co 5493003STKEZ2S0RNU91 Kraft Heinz Foods Co 50077LAM8 115000.00000000 PA USD 132957.62000000 0.010598024045 Long DBT CORP US N 2 2045-07-15 Fixed 5.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140QCBQ8 744712.60000000 PA USD 779732.99000000 0.062152353334 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.00000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 37045XCW4 313000.00000000 PA USD 339560.67000000 0.027066309892 Long DBT CORP US N 2 2023-03-20 Fixed 5.20000000 N N N N N N Freddie Mac Reference REMIC N/A Freddie Mac Reference REMIC 31396NRF5 64085.10000000 PA USD 75573.43000000 0.006023942278 Long ABS-MBS USGSE US N 2 2036-05-15 Fixed 6.00000000 N N N N N N Towd Point Mortgage Trust N/A Towd Point Mortgage Trust 2018-3 89175MAA1 173411.29000000 PA USD 182798.60000000 0.014570838122 Long ABS-MBS CORP US N 2 2058-05-25 Variable 3.75000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 United Rentals North America Inc 911365BG8 616000.00000000 PA USD 649645.92000000 0.051783140229 Long DBT CORP US N 2 2028-01-15 Fixed 4.88000000 N N N N N N Mill City Mortgage Trust N/A Mill City Mortgage Loan Trust 2018-3 59980XAC1 108239.95000000 PA USD 114259.22000000 0.009107578497 Long ABS-O CORP US N 2 2058-08-25 Variable 3.48000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140JBFY7 1581531.66000000 PA USD 1654667.46000000 0.131893196702 Long ABS-MBS USGSE US N 2 2047-04-01 Floating 2.62000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 Air Lease Corp 00912XAY0 169000.00000000 PA USD 177785.32000000 0.014171230623 Long DBT CORP US N 2 2027-12-01 Fixed 3.63000000 N N N N N N Cantor Fitzgerald LP 549300RLUEEVQEMX0450 Cantor Fitzgerald LP 138616AE7 451000.00000000 PA USD 499295.75000000 0.039798759665 Long DBT CORP US N 2 2024-05-01 Fixed 4.88000000 N N N N N N Ashtead Capital Inc 213800J1134IW58IC398 Ashtead Capital Inc 045054AF0 140000.00000000 PA USD 146300.00000000 0.011661542360 Long DBT CORP US N 2 2027-08-15 Fixed 4.38000000 N N N N N N Bay Area Toll Authority 5493001FUZGUQMIP5D78 BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE 072024ND0 300000.00000000 PA USD 464213.22000000 0.037002338546 Long DBT MUN US N 2 2049-04-01 Fixed 6.26000000 N N N N N N ANHEUSER-BUSCH CO/INBEV N/A Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc 03522AAJ9 2664000.00000000 PA USD 3162423.02000000 0.252076076623 Long DBT CORP US N 2 2046-02-01 Fixed 4.90000000 N N N N N N Freddie Mac - STACR 549300BL200YC56BUV20 STACR Trust 2018-DNA3 35563WAA2 684.97000000 PA USD 685.23000000 0.000054619539 Long ABS-MBS USGSE US N 2 2048-09-25 Floating 0.86000000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 Johnson & Johnson 478160CR3 900000.00000000 PA USD 813411.85000000 0.064836888212 Long DBT CORP US N 2 2040-09-01 Fixed 2.10000000 N N N N N N NBM US HOLDINGS INC 5493008K1QMSP0J8UC24 NBM US Holdings Inc 62877VAB7 329000.00000000 PA USD 363051.50000000 0.028938759031 Long DBT CORP US N 2 2029-08-06 Fixed 6.63000000 N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 Banco Santander SA 05964HAJ4 300000.00000000 PA USD 334334.94000000 0.026649768048 Long DBT CORP ES N 2 2028-04-12 Fixed 4.38000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3132L7RM3 829055.28000000 PA USD 911770.02000000 0.072676997343 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4.00000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 HCA Inc 404119BX6 209000.00000000 PA USD 231706.97000000 0.018469314052 Long DBT CORP US N 2 2029-06-15 Fixed 4.13000000 N N N N N N WYNDHAM HOTELS & RESORTS 549300FE3MQ4RVXXC673 Wyndham Hotels & Resorts Inc 98311AAB1 67000.00000000 PA USD 67896.13000000 0.005411986302 Long DBT CORP US N 2 2028-08-15 Fixed 4.38000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RKD3 1138000.00000000 PA USD 1061424.24000000 0.084605903878 Long DBT CORP US N 2 2043-02-01 Fixed 3.10000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 37045XCJ3 120000.00000000 PA USD 120042.43000000 0.009568556955 Long DBT CORP US N 2 2021-04-09 Fixed 3.55000000 N N N N N N Toyota Auto Loan Extended Note Trust 2019-1 549300R73PIC25YY4X12 Toyota Auto Loan Extended Note Trust 2019-1 89231XAA9 978000.00000000 PA USD 1034393.24000000 0.082451268529 Long ABS-O CORP US N 2 2031-11-25 Fixed 2.56000000 N N N N N N UNITED AIR 2016-1 A PTT N/A United Airlines 2016-1 Class A Pass Through Trust 90931MAA4 362818.16000000 PA USD 364265.80000000 0.029035550630 Long DBT CORP US N 2 2028-07-07 Fixed 3.45000000 N N N N N N PIEDMONT NATURAL GAS CO VXB4M3BDPKF3I2AZ3G89 Piedmont Natural Gas Co Inc 720186AL9 145000.00000000 PA USD 156548.61000000 0.012478456917 Long DBT CORP US N 2 2029-06-01 Fixed 3.50000000 N N N N N N Triton Container Finance LLC N/A Triton Container Finance VIII LLC 89680HAA0 748765.00000000 PA USD 745154.68000000 0.059396123486 Long ABS-O CORP US N 2 2045-09-20 Fixed 2.11000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A Freddie Mac Multifamily Structured Pass Through Certificates 3137FJXW4 325000.00000000 PA USD 376240.96000000 0.029990088126 Long ABS-MBS USGSE US N 2 2028-10-25 Variable 4.03000000 N N N N N N TELFON CELUAR DEL PARAGU 254900R8A8IKGF4THL54 Telefonica Celular del Paraguay SA 87936VAB3 200000.00000000 PA USD 211999.00000000 0.016898395891 Long DBT CORP PY N 2 2027-04-15 Fixed 5.88000000 N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3132WH5R2 968826.84000000 PA USD 1044564.12000000 0.083261987243 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.50000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11 46639YAP2 1449919.24000000 PA USD 1493455.97000000 0.119043062596 Long ABS-MBS CORP US N 2 2046-04-15 Fixed 2.69000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GHX0 160000.00000000 PA USD 164561.14000000 0.013117134005 Long DBT CORP US N 2 2030-10-22 Fixed 2.88000000 N N N N N N Fanniemae-Aces N/A Fannie Mae-Aces 3136B7AN1 565509.30000000 PA USD 576705.93000000 0.045969108901 Long ABS-MBS USGSE US N 2 2026-12-25 Fixed 2.05000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VCQ5 338000.00000000 PA USD 386603.15000000 0.030816056120 Long DBT CORP US N 2 2034-11-01 Fixed 4.40000000 N N N N N N Freddie Mac N/A Freddie Mac Pool 3133KJE24 2873437.04000000 PA USD 2950204.24000000 0.235160162114 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N State of California N/A CALIFORNIA ST 13063A5E0 885000.00000000 PA USD 1375105.65000000 0.109609383375 Long DBT MUN US N 2 2034-04-01 Fixed 7.50000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 Lloyds Banking Group PLC 539439AV1 1150000.00000000 PA USD 1191217.79000000 0.094951720566 Long DBT CORP GB N 2 2026-02-05 Fixed 2.44000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CAE1 1942000.00000000 PA USD 1758723.75000000 0.140187501786 Long DBT UST US N 2 2030-08-15 Fixed 0.63000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 Dominion Energy Inc 25746UDG1 271000.00000000 PA USD 287488.70000000 0.022915664068 Long DBT CORP US N 2 2030-04-01 Fixed 3.38000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 Williams Cos Inc/The 96949LAD7 377000.00000000 PA USD 411076.10000000 0.032766789840 Long DBT CORP US N 2 2027-06-15 Fixed 3.75000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179TAK1 327243.37000000 PA USD 348099.49000000 0.027746937446 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 3.50000000 N N N N N N Starwood Mortgage Residential Trust N/A Starwood Mortgage Residential Trust 2020-3 85573MAA7 265789.29000000 PA USD 268949.15000000 0.021437880420 Long ABS-MBS CORP US N 2 2065-04-25 Variable 1.49000000 N N N N N N OVINTIV EXPLORATION INC T8W3X1PFLPW2YE0UIP44 Ovintiv Exploration Inc 651290AR9 100000.00000000 PA USD 109863.42000000 0.008757190199 Long DBT CORP US N 2 2026-01-01 Fixed 5.38000000 N N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 ViacomCBS Inc 92553PAP7 500000.00000000 PA USD 538665.79000000 0.042936937309 Long DBT CORP US N 2 2043-03-15 Fixed 4.38000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 HCA Inc 404119BR9 50000.00000000 PA USD 55850.00000000 0.004451791803 Long DBT CORP US N 2 2025-02-01 Fixed 5.38000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A Freddie Mac Multifamily Structured Pass Through Certificates 3137FJEH8 1211000.00000000 PA USD 1394532.86000000 0.111157922216 Long ABS-MBS USGSE US N 2 2028-08-25 Variable 3.90000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175CA0 155000.00000000 PA USD 148692.22000000 0.011852225715 Long DBT CORP US N 2 2052-06-01 Fixed 3.90000000 N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 FirstEnergy Corp 337932AL1 194000.00000000 PA USD 184514.37000000 0.014707601790 Long DBT CORP US N 2 2030-03-01 Fixed 2.65000000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 Ally Financial Inc 02005NAV2 572000.00000000 PA USD 645257.02000000 0.051433301929 Long DBT CORP US N 2 2024-09-30 Fixed 5.13000000 N N N N N N VEREIT OPERATING PARTNER 5493005TQOUJE1LCS698 VEREIT Operating Partnership LP 92340LAG4 790000.00000000 PA USD 765158.69000000 0.060990638934 Long DBT US N 2 2032-12-15 Fixed 2.85000000 N N N N N N CNO Financial Group Inc 11XPYHB76MPM4Y4P2897 CNO Financial Group Inc 12621EAK9 122000.00000000 PA USD 138345.45000000 0.011027486846 Long DBT CORP US N 2 2025-05-30 Fixed 5.25000000 N N N N N N OCP CLO Ltd 254900M77QLN2EBJHE11 OCP CLO 2017-13 Ltd 67097LAA4 250000.00000000 PA USD 250188.93000000 0.019942507213 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 1.50000000 N N N N N N CSAIL Commercial Mortgage Trust N/A CSAIL 2017-CX10 Commercial Mortgage Trust 12595JAG9 775000.00000000 PA USD 807022.69000000 0.064327609606 Long ABS-MBS CORP US N 2 2050-11-15 Fixed 3.19000000 N N N N N N LEHMAN BROS CAP TR VII N/A Lehman Brothers Holdings Capital Trust VII 524908XA3 470000.00000000 PA USD 164.50000000 0.000013112260 Long DBT CORP US N 2 2021-05-03 None 0.00000000 Y N N N N N Hilton Grand Vacations Trust N/A Hilton Grand Vacations Trust 2017-A 43283AAA3 173255.09000000 PA USD 177824.66000000 0.014174366407 Long ABS-O CORP US N 2 2028-12-26 Fixed 2.66000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 09659W2D5 310000.00000000 PA USD 333012.34000000 0.026544343879 Long DBT CORP FR N 2 2025-01-09 Fixed 3.38000000 N N N N N N BAE Systems Holdings Inc MF62XBVMNYTYMC18DL76 BAE Systems Holdings Inc 05523UAP5 696000.00000000 PA USD 766483.93000000 0.061096273536 Long DBT CORP US N 2 2025-12-15 Fixed 3.85000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179M5M8 329093.14000000 PA USD 357533.96000000 0.028498957073 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 3.50000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MJS35 466275.62000000 PA USD 494112.22000000 0.039385581575 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.00000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 Banco Santander SA 05964HAG0 200000.00000000 PA USD 212405.77000000 0.016930819442 Long DBT CORP ES N 2 2023-04-12 Fixed 3.85000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810QT8 4307000.00000000 PA USD 4897277.71000000 0.390360980635 Long DBT UST US N 2 2041-11-15 Fixed 3.13000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A WaMu Mortgage Pass-Through Certificates Series 2003-AR9 Trust 92922FBW7 11057.35000000 PA USD 11187.42000000 0.000891746905 Long ABS-MBS CORP US N 2 2033-09-25 Variable 2.77000000 N N N N N N ANGI GROUP LLC N/A ANGI Group LLC 001846AA2 158000.00000000 PA USD 158296.25000000 0.012617760935 Long DBT CORP US N 2 2028-08-15 Fixed 3.88000000 N N N N N N CLI Funding LLC 549300NQLBWJD5AREU05 CLI Funding VI LLC 12563LAN7 618520.00000000 PA USD 618041.64000000 0.049263969689 Long ABS-O CORP US N 2 2045-09-18 Fixed 2.08000000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 Equinix Inc 29444UBG0 268000.00000000 PA USD 263088.89000000 0.020970760323 Long DBT US N 2 2027-07-15 Fixed 1.80000000 N N N N N N Ford Credit Auto Owner Trust/Ford Credit N/A Ford Credit Auto Owner Trust 2020-REV1 34531NAA4 611000.00000000 PA USD 633202.40000000 0.050472430693 Long ABS-O CORP US N 2 2031-08-15 Fixed 2.04000000 N N N N N N SMB Private Education Loan Trust N/A SMB Private Education Loan Trust 2019-B 83192CAB3 540188.34000000 PA USD 562829.47000000 0.044863019181 Long ABS-O CORP US N 2 2037-06-15 Fixed 2.84000000 N N N N N N CATERPILLAR INC WRJR7GS4GTRECRRTVX92 Caterpillar Inc 149123CH2 245000.00000000 PA USD 250897.30000000 0.019998971238 Long DBT CORP US N 2 2030-04-09 Fixed 2.60000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 Saudi Government International Bond 80413TAK5 698000.00000000 PA USD 797437.08000000 0.063563542640 Long DBT NUSS SA N 2 2029-04-16 Fixed 4.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202FTL0 860430.92000000 PA USD 965392.49000000 0.076951233197 Long ABS-MBS USGA US N 2 2041-05-20 Fixed 4.50000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 31418CYL2 550341.10000000 PA USD 582791.85000000 0.046454216310 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 3.50000000 N N N N N N NIELSEN FINANCE LLC/CO N/A Nielsen Finance LLC / Nielsen Finance Co 65409QBB7 875000.00000000 PA USD 876054.81000000 0.069830145434 Long DBT CORP US N 2 2022-04-15 Fixed 5.00000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264ABC8 246000.00000000 PA USD 269133.84000000 0.021452602022 Long DBT CORP US N 2 2027-04-15 Fixed 3.75000000 N N N N N N TIF Funding II LLC N/A TIF Funding II LLC 872480AE8 323763.35000000 PA USD 312674.36000000 0.024923207752 Long ABS-O CORP US N 2 2046-02-20 Fixed 1.65000000 N N N N N N CNO Financial Group Inc 11XPYHB76MPM4Y4P2897 CNO Financial Group Inc 12621EAL7 445000.00000000 PA USD 514215.14000000 0.040987981118 Long DBT CORP US N 2 2029-05-30 Fixed 5.25000000 N N N N N N INTERNATIONAL GAME TECH 549300UQ6KHRCZDRGZ76 International Game Technology PLC 460599AC7 170000.00000000 PA USD 186575.00000000 0.014871854175 Long DBT CORP GB N 2 2025-02-15 Fixed 6.50000000 N N N N N N SPRINT COMMUNICATIONS 549300JKU50UT08ZWD77 Sprint Communications Inc 852061AM2 200000.00000000 PA USD 212375.00000000 0.016928366772 Long DBT CORP US N 2 2021-11-15 Fixed 11.50000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: S8A8XD8P6 IRS USD R F 2.29500 B8A8XD8P6_FIX CCPINFLATIONZERO / Short: S8A8XD8P6 IRS USD P V 12MUSCPI B8A8XD8P6_FLO CCPINFLATIONZERO 000000000 7880000.00000000 OU Notional Amount USD -116582.47000000 -0.00929276426 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-02-02 0.00000000 USD -33585.80000000 USD 7880000.00000000 USD -82996.67000000 N N N Citigroup Commercial Mortgage Trust N/A Citigroup COmmercial Mortgage Trust 2019-SMRT 29429MAA1 134000.00000000 PA USD 144729.11000000 0.011536327047 Long ABS-MBS CORP US N 2 2036-01-10 Fixed 4.15000000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 Crown Castle International Corp 22822VAQ4 85000.00000000 PA USD 90117.59000000 0.007183254225 Long DBT US N 2 2050-07-01 Fixed 4.15000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A AerCap Ireland Capital DAC / AerCap Global Aviation Trust 00774MAL9 1600000.00000000 PA USD 1732221.14000000 0.138074984293 Long DBT CORP IE N 2 2026-04-03 Fixed 4.45000000 N N N N N N District of Columbia Water & Sewer Authority 549300OT2FIJQJ5PSH71 DIST OF COLUMBIA WTR & SWR AUTH PUBLIC UTILITY REVENUE 254845JZ4 90000.00000000 PA USD 117075.00000000 0.009332023731 Long DBT MUN US N 2 2114-10-01 Fixed 4.81000000 N N N N N N Delta Air Lines Inc Q2CCMS6R0AS67HJMBN42 Delta Air Lines Inc 247361ZP6 268000.00000000 PA USD 273212.85000000 0.021777739055 Long DBT CORP US N 2 2023-04-19 Fixed 3.80000000 N N N N N N AUTODESK INC FRKKVKAIQEF3FCSTPG55 Autodesk Inc 052769AG1 128000.00000000 PA USD 131501.62000000 0.010481966590 Long DBT CORP US N 2 2030-01-15 Fixed 2.85000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 Kraft Heinz Foods Co 50077LAZ9 205000.00000000 PA USD 229841.73000000 0.018320636162 Long DBT CORP US N 2 2049-10-01 Fixed 4.88000000 N N N N N N MIDWEST CONNECTOR CAPIT N/A Midwest Connector Capital Co LLC 59833CAA0 398000.00000000 PA USD 411178.06000000 0.032774917050 Long DBT CORP US N 2 2024-04-01 Fixed 3.90000000 N N N N N N Capital Automotive Reit N/A CARS-DB4 LP 12510HAG5 305000.00000000 PA USD 314271.39000000 0.025050506679 Long ABS-O CORP US N 2 2050-02-15 Fixed 4.17000000 N N N N N N Oztel Holdings SPC Ltd 549300RABIG0RH4JYT64 Oztel Holdings SPC Ltd 692733AB4 211000.00000000 PA USD 231849.54000000 0.018480678277 Long DBT CORP AE N 2 2028-04-24 Fixed 6.63000000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 PepsiCo Inc 713448EU8 525000.00000000 PA USD 575402.28000000 0.045865195233 Long DBT CORP US N 2 2050-03-19 Fixed 3.63000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336VAK6 87000.00000000 PA USD 96606.91000000 0.007700516563 Long DBT CORP US N 2 2027-03-01 Fixed 4.13000000 N N N N N N CITRIX SYSTEMS INC HCTKJGUQOPZ5NBK7NP58 Citrix Systems Inc 177376AG5 975000.00000000 PA USD 958742.45000000 0.076421159901 Long DBT CORP US N 2 2026-03-01 Fixed 1.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828ZY9 9317000.00000000 PA USD 9298984.74000000 0.741220126155 Long DBT UST US N 2 2023-07-15 Fixed 0.13000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 3622A22A9 2523755.56000000 PA USD 2829414.51000000 0.225532038032 Long ABS-MBS USGA US N 2 2045-08-15 Fixed 4.00000000 N N N N N N General Motors Co 54930070NSV60J38I987 General Motors Co 37045VAF7 450000.00000000 PA USD 576429.22000000 0.045947052405 Long DBT CORP US N 2 2043-10-02 Fixed 6.25000000 N N N N N N FRONTIER COMMUNICATIONS 549300ZCZ76HYCS0H445 Frontier Communications Corp 35906ABE7 46000.00000000 PA USD 48846.25000000 0.003893524357 Long DBT CORP US N 2 2027-10-15 Fixed 5.88000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US ULTRA BOND CBT JUN21 XCBT 20210621 000000000 61.00000000 NC USD -529910.41000000 -0.04223904780 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long US Treasury Ultra Long Bond WNM1 Comdty 2021-06-21 11584254.16000000 USD -529910.41000000 N N N SESAC Finance, LLC N/A Sesac Finance LLC 78396YAA1 384150.00000000 PA USD 407979.67000000 0.032519974053 Long ABS-O CORP US N 2 2049-07-25 Fixed 5.22000000 N N N N N N HUNTINGTON INGALLS INDUS 5TZLZ6WJTBVJ0QWBG121 Huntington Ingalls Industries Inc 446413AS5 85000.00000000 PA USD 92792.73000000 0.007396489074 Long DBT CORP US N 2 2025-05-01 Fixed 3.84000000 N N N N N N Atlas Senior Loan Fund LTD 5493004PDQETMPM6YK04 Atlas Senior Loan Fund V Ltd 04941MAK1 985700.78000000 PA USD 986785.05000000 0.078656429674 Long ABS-CBDO CORP KY N 2 2029-07-16 Floating 1.48000000 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 PORT AUTH OF NEW YORK & NEW JERSEY NY 73358W4V3 2195000.00000000 PA USD 2228182.69000000 0.177607975575 Long DBT MUN US N 2 2023-07-01 Fixed 1.09000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 Natwest Group PLC 780097BD2 500000.00000000 PA USD 536352.61000000 0.042752554215 Long DBT CORP GB N 2 2023-09-12 Fixed 3.88000000 N N N N N N EXPEDIA GROUP INC N/A Expedia Group Inc 30212PBF1 274000.00000000 PA USD 270216.17000000 0.021538874319 Long DBT CORP US N 2 2031-03-15 Fixed 2.95000000 N N N N N N Phillips 66 Partners LP 549300TL5L4IG0H4FX64 Phillips 66 Partners LP 718549AB4 797000.00000000 PA USD 853259.67000000 0.068013149599 Long DBT CORP US N 2 2025-02-15 Fixed 3.61000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967KJ9 809000.00000000 PA USD 913506.06000000 0.072815376728 Long DBT CORP US N 2 2026-03-09 Fixed 4.60000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 Cemex SAB de CV 151290BW2 210000.00000000 PA USD 238087.50000000 0.018977904762 Long DBT CORP MX N 2 2027-06-05 Fixed 7.38000000 N N N N N N Fanniemae-Aces N/A Fannie Mae-Aces 3136AN6U6 1692170.67000000 PA USD 1842234.06000000 0.146844091106 Long ABS-MBS USGSE US N 2 2027-04-25 Variable 3.09000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179MVR8 46642.04000000 PA USD 49801.77000000 0.003969688656 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 3.00000000 N N N N N N AMERIGAS PART/FIN CORP N/A AmeriGas Partners LP / AmeriGas Finance Corp 030981AK0 300000.00000000 PA USD 327000.00000000 0.026065101516 Long DBT CORP US N 2 2025-05-20 Fixed 5.50000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 Bausch Health Cos Inc 071734AJ6 157000.00000000 PA USD 157805.41000000 0.012578636182 Long DBT CORP CA N 2 2030-01-30 Fixed 5.25000000 N N N N N N Progress Residential Trust N/A Progress Residential 2019-SFR4 Trust 74331AAA0 1329000.00000000 PA USD 1363758.40000000 0.108704896454 Long ABS-O CORP US N 2 2036-10-17 Fixed 2.69000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GWQ3 1200000.00000000 PA USD 1287943.02000000 0.102661668392 Long DBT CORP US N 2 2025-09-29 Fixed 3.27000000 N N N N N N TRUIST BANK JJKC32MCHWDI71265Z06 Truist Bank 89788KAA4 1040000.00000000 PA USD 1015329.29000000 0.080931685067 Long DBT CORP US N 2 2030-03-11 Fixed 2.25000000 N N N N N N MCDONALD'S CORP UE2136O97NLB5BYP9H04 McDonald's Corp 58013MFP4 801000.00000000 PA USD 881372.63000000 0.070254027752 Long DBT CORP US N 2 2027-07-01 Fixed 3.50000000 N N N N N N Starwood Mortgage Residential Trust N/A Starwood Mortgage Residential Trust 2020-1 85573AAA3 113949.07000000 PA USD 116188.28000000 0.009261343465 Long ABS-MBS CORP US N 2 2050-02-25 Variable 2.28000000 N N N N N N Liberty Mutual Group Inc QUR0DG15Z6FFGYCHH861 Liberty Mutual Group Inc 53079EBE3 254000.00000000 PA USD 274408.72000000 0.021873061602 Long DBT CORP US N 2 2023-06-15 Fixed 4.25000000 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 Host Hotels & Resorts LP 44107TAZ9 277000.00000000 PA USD 277703.17000000 0.022135661521 Long DBT US N 2 2030-09-15 Fixed 3.50000000 N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 Roper Technologies Inc 776743AN6 405000.00000000 PA USD 391421.63000000 0.031200136152 Long DBT CORP US N 2 2027-09-15 Fixed 1.40000000 N N N N N N FirstKey Homes 2020-SFR1 Trust N/A FirstKey Homes 2020-SFR1 Trust 33767MAA3 1406000.00000000 PA USD 1403582.66000000 0.111879279878 Long ABS-O CORP US N 2 2025-09-17 Fixed 1.34000000 N N N N N N HEALTHPEAK PROPERTIES PZ9HF5U52KPF0MH0QN75 Healthpeak Properties Inc 40414LAQ2 646000.00000000 PA USD 698395.44000000 0.055668954258 Long DBT US N 2 2026-07-15 Fixed 3.25000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264AAY1 1325000.00000000 PA USD 1486504.25000000 0.118488942451 Long DBT CORP US N 2 2050-04-15 Fixed 4.50000000 N N N N N N Freddie Mac N/A Freddie Mac Pool 3132A5JD8 342265.53000000 PA USD 369451.65000000 0.029448913647 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128P8DM0 442783.07000000 PA USD 465882.79000000 0.037135419621 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 3.00000000 N N N N N N ANTHEM INC 8MYN82XMYQH89CTMTH67 Anthem Inc 036752AS2 455000.00000000 PA USD 469843.49000000 0.037451126189 Long DBT CORP US N 2 2051-03-15 Fixed 3.60000000 N N N N N N JPN BANK FOR INT'L COOP 549300TJ3QFYVCTSCJ29 Japan Bank for International Cooperation 471048BU1 200000.00000000 PA USD 214833.19000000 0.017124308582 Long DBT NUSS JP N 2 2023-10-31 Fixed 3.38000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PBA3 573000.00000000 PA USD 632317.58000000 0.050401901876 Long DBT CORP US N 2 2027-01-29 Fixed 3.96000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179VZQ6 495317.18000000 PA USD 500195.30000000 0.039870462607 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 2.00000000 N N N N N N FRESENIUS MED CARE III 5299006ZHLMXOOUVTU44 Fresenius Medical Care US Finance III Inc 35805BAB4 534000.00000000 PA USD 509691.21000000 0.040627379605 Long DBT CORP US N 2 2031-02-16 Fixed 2.38000000 N N N N N N BENCHMARK Mortgage Trust N/A Benchmark 2020-B20 Mortgage Trust 08162XBD5 1200000.00000000 PA USD 1213089.00000000 0.096695070134 Long ABS-MBS CORP US N 2 2053-10-15 Fixed 1.75000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030NDK4 429000.00000000 PA USD 467955.92000000 0.037300668380 Long DBT CORP US N 2 2027-04-01 Fixed 3.30000000 N N N N N N Hilton Grand Vacations Trust N/A Hilton Grand Vacations Trust 2018-A 43284BAA0 122149.48000000 PA USD 128889.20000000 0.010273731138 Long ABS-O CORP US N 2 2032-02-25 Fixed 3.54000000 N N N N N N NIPPON LIFE INSURANCE 549300Y0HHMFW3EVWY08 Nippon Life Insurance Co 654579AD3 220000.00000000 PA USD 243483.90000000 0.019408050676 Long DBT CORP JP N 2 2044-10-16 Fixed 5.10000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 3140JAKG2 717049.19000000 PA USD 769962.77000000 0.061373571144 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N ENCOMPASS HEALTH CORP 549300FVRPM9DRQZRG64 Encompass Health Corp 29261AAE0 126000.00000000 PA USD 130567.50000000 0.010407508080 Long DBT CORP US N 2 2031-04-01 Fixed 4.63000000 N N N N N N BELLEMEADE RE LT N/A Bellemeade Re 2020-1 Ltd 07876TAB8 145583.34000000 PA USD 146144.74000000 0.011649166618 Long ABS-MBS CORP US N 2 2030-06-25 Floating 3.51000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179SQY6 164688.18000000 PA USD 184700.11000000 0.014722407086 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 4.50000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A NXP BV / NXP Funding LLC / NXP USA Inc 62954HAA6 517000.00000000 PA USD 568658.00000000 0.045327610086 Long DBT CORP XX N 2 2026-06-18 Fixed 3.88000000 N N N N N N ENCOMPASS HEALTH CORP 549300FVRPM9DRQZRG64 Encompass Health Corp 29261AAA8 148000.00000000 PA USD 151819.88000000 0.012101530839 Long DBT CORP US N 2 2028-02-01 Fixed 4.50000000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 Indonesia Government International Bond 455780CG9 200000.00000000 PA USD 218697.79000000 0.017432355039 Long DBT NUSS ID N 2 2024-02-11 Fixed 4.45000000 N N N N N NATIONAL CINEMEDIA LLC 7LJEQIVQVLNGS4X6T547 National CineMedia LLC 63530QAJ8 110000.00000000 PA USD 102575.00000000 0.008176231767 Long DBT CORP US N 2 2028-04-15 Fixed 5.88000000 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 Gartner Inc 366651AC1 71000.00000000 PA USD 73307.50000000 0.005843325472 Long DBT CORP US N 2 2028-07-01 Fixed 4.50000000 N N N N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 KazMunayGas National Co JSC 48667QAR6 200000.00000000 PA USD 225152.00000000 0.017946818766 Long DBT CORP KZ N 2 2025-04-24 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X5UK7 3279517.49000000 PA USD 3430544.58000000 0.273447990018 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CBL4 11801000.00000000 PA USD 11141803.46000000 0.888110820388 Long DBT UST US N 2 2031-02-15 Fixed 1.13000000 N N N N N N CIM Trust N/A CIM Trust 2017-6 12553GAA8 432185.11000000 PA USD 432826.69000000 0.034500524813 Long ABS-MBS CORP US N 2 2057-06-25 Variable 3.02000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 3140J7LP8 668588.29000000 PA USD 706268.31000000 0.056296499077 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.00000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YCY3 640000.00000000 PA USD 743634.23000000 0.059274928735 Long DBT CORP US N 2 2035-03-15 Fixed 4.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140J93B5 326618.45000000 PA USD 344798.82000000 0.027483841731 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 3.50000000 N N N N N N NORDSTROM INC 549300S3IZB5P35KNV16 Nordstrom Inc 655664AU4 43000.00000000 PA USD 48714.53000000 0.003883024984 Long DBT CORP US N 2 2025-05-15 Fixed 8.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Strip Coupon 912833Y20 505000.00000000 PA USD 357930.23000000 0.028530543672 Long DBT UST US N 2 2036-05-15 None 0.00000000 N N N N N N Towd Point Mortgage Trust N/A Towd Point Mortgage Trust 2019-1 89177BAA3 319756.78000000 PA USD 339208.54000000 0.027038241683 Long ABS-MBS CORP US N 2 2058-03-25 Variable 3.73000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 Saudi Government International Bond 80413TAG4 235000.00000000 PA USD 259060.24000000 0.020649637475 Long DBT NUSS SA N 2 2025-04-17 Fixed 4.00000000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 Keurig Dr Pepper Inc 49271VAJ9 133000.00000000 PA USD 140850.92000000 0.011227197335 Long DBT CORP US N 2 2030-05-01 Fixed 3.20000000 N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397B36 215000.00000000 PA USD 213546.60000000 0.017021754763 Long DBT CORP US N 2 2030-11-13 Fixed 4.00000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3132WJQR5 313038.93000000 PA USD 335185.11000000 0.026717534920 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N UNITED AIR 2019-1 A PTT N/A United Airlines 2019-1 Class A Pass Through Trust 90931EAA2 193963.61000000 PA USD 204842.91000000 0.016327985456 Long DBT CORP US N 2 2031-08-25 Fixed 4.55000000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 Duke Energy Carolinas LLC 26442CAU8 411000.00000000 PA USD 450982.02000000 0.035947682365 Long DBT CORP US N 2 2048-03-15 Fixed 3.95000000 N N N N N N American Homes 4 Rent 549300N4PXZ37U8QKI55 American Homes 4 Rent LP 02666TAA5 483000.00000000 PA USD 529893.23000000 0.042237678388 Long DBT US N 2 2028-02-15 Fixed 4.25000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co 110122CR7 230000.00000000 PA USD 270157.44000000 0.021534192963 Long DBT CORP US N 2 2049-10-26 Fixed 4.25000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 10YR ULTRA FUT JUN21 XCBT 20210621 000000000 -184.00000000 NC USD 1010061.00000000 0.080511750774 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short US 10 Year Ultra Bond UXYM1 Comdty 2021-06-21 -27448561.00000000 USD 1010061.00000000 N N N Fannie Mae N/A Fannie Mae REMICS 31397UUU1 778033.57000000 PA USD 872066.55000000 0.069512242065 Long ABS-MBS USGSE US N 2 2041-07-25 Fixed 5.50000000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 Energy Transfer Operating LP 29278NAN3 900000.00000000 PA USD 1038736.58000000 0.082797475251 Long DBT CORP US N 2 2027-06-01 Fixed 5.50000000 N N N N N N UMBS, TBA N/A Uniform Mortgage-Backed Security, TBA 01F022642 8225000.00000000 PA USD 8434962.45000000 0.672349090370 Long ABS-MBS USGSE US N 2 2051-04-15 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 3620AMTH5 424942.24000000 PA USD 470812.04000000 0.037528329107 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N CREDITO REAL SAB DE CV N/A Credito Real SAB de CV SOFOM ER 22548WAB8 125000.00000000 PA USD 112321.88000000 0.008953153531 Long DBT CORP MX N 2 2022-11-29 Fixed 9.13000000 N N N N N N IHS Markit Ltd 549300HLPTRASHS0E726 IHS Markit Ltd 44962LAB3 125000.00000000 PA USD 140093.75000000 0.011166843472 Long DBT CORP BM N 2 2025-02-15 Fixed 4.75000000 N N N N N N Meredith Corp 549300YC8BC386CCTS24 Meredith Corp 589433AB7 328000.00000000 PA USD 336815.00000000 0.026847453111 Long DBT CORP US N 2 2026-02-01 Fixed 6.88000000 N N N N N DELL INT LLC / EMC CORP N/A Dell International LLC / EMC Corp 24703DBA8 524000.00000000 PA USD 613000.46000000 0.048862138286 Long DBT CORP US N 2 2029-10-01 Fixed 5.30000000 N N N N N N Tutor Perini Corp 549300FHXYVPW8LJ6D98 Tutor Perini Corp 901109AF5 60000.00000000 PA USD 62118.00000000 0.004951412770 Long DBT CORP US N 2 2025-05-01 Fixed 6.88000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36195LPE6 1039119.47000000 PA USD 1138254.03000000 0.090729990348 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 3.50000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A AerCap Ireland Capital DAC / AerCap Global Aviation Trust 00774MAM7 432000.00000000 PA USD 445856.50000000 0.035539128240 Long DBT CORP IE N 2 2024-08-14 Fixed 2.88000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 Credit Suisse Group AG 225401AJ7 275000.00000000 PA USD 291461.50000000 0.023232335124 Long DBT CORP CH N 2 2023-07-17 Fixed 7.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GGM5 877000.00000000 PA USD 996768.66000000 0.079452221137 Long DBT CORP US N 2 2038-04-24 Fixed 4.24000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A Wells Fargo Commercial Mortgage Trust 2017-C38 95001MAE0 950000.00000000 PA USD 1020963.48000000 0.081380785172 Long ABS-MBS CORP US N 2 2050-07-15 Fixed 3.19000000 N N N N N N Bank N/A BANK 2020-BNK26 06540JBB7 1800000.00000000 PA USD 1785058.74000000 0.142286658323 Long ABS-MBS CORP US N 2 2063-03-15 Fixed 2.16000000 N N N N N N DELL INT LLC / EMC CORP N/A Dell International LLC / EMC Corp 25272KAR4 368000.00000000 PA USD 559696.61000000 0.044613299566 Long DBT CORP US N 2 2046-07-15 Fixed 8.35000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 Cheniere Energy Partners LP 16411QAH4 376000.00000000 PA USD 383050.00000000 0.030532835278 Long DBT CORP US N 2 2031-03-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3129366F9 330825.45000000 PA USD 371416.32000000 0.029605517082 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 4.50000000 N N N N N N DEALER TIRE LLC/DT ISSR N/A Dealer Tire LLC / DT Issuer LLC 24229JAA1 77000.00000000 PA USD 81543.00000000 0.006499775452 Long DBT CORP US N 2 2028-02-01 Fixed 8.00000000 N N N N N N TELECOM ITALIA SPA 549300W384M3RI3VXU42 Telecom Italia SpA/Milano 87927YAA0 205000.00000000 PA USD 222343.00000000 0.017722913965 Long DBT CORP IT N 2 2024-05-30 Fixed 5.30000000 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 Yum! Brands Inc 988498AN1 201000.00000000 PA USD 193510.74000000 0.015424700558 Long DBT CORP US N 2 2031-03-15 Fixed 3.63000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3132HMK75 133638.97000000 PA USD 144525.24000000 0.011520076612 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.50000000 N N N N N N firstkey homes 2020-sfr1 trust N/A FirstKey Homes 2020-SFR2 Trust 33767JAA0 1710217.04000000 PA USD 1695383.99000000 0.135138702781 Long ABS-O CORP US N 2 2037-10-19 Fixed 1.27000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179UEB4 148260.51000000 PA USD 162597.44000000 0.012960607889 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 5.00000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 013092AE1 157000.00000000 PA USD 161553.00000000 0.012877355796 Long DBT CORP US N 2 2030-02-15 Fixed 4.88000000 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 Host Hotels & Resorts LP 44107TAY2 512000.00000000 PA USD 508083.58000000 0.040499235754 Long DBT US N 2 2029-12-15 Fixed 3.38000000 N N N N N N North Carolina State Education Authority N/A North Carolina State Education Assistance Authority 658262GD6 600000.00000000 PA USD 599858.40000000 0.047814587436 Long ABS-O CORP US N 2 2036-07-25 Floating 1.02000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179TG58 1023664.17000000 PA USD 1105109.20000000 0.088088022890 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179RXE4 171182.42000000 PA USD 187797.47000000 0.014969297003 Long ABS-MBS USGA US N 2 2046-01-20 Fixed 4.00000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 United Rentals North America Inc 911365BE3 5000.00000000 PA USD 5240.80000000 0.000417743070 Long DBT CORP US N 2 2026-09-15 Fixed 5.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179RVB2 418231.52000000 PA USD 448297.49000000 0.035733699041 Long ABS-MBS USGA US N 2 2045-12-20 Fixed 3.50000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co 110122CQ9 55000.00000000 PA USD 63893.28000000 0.005092919967 Long DBT CORP US N 2 2039-06-15 Fixed 4.13000000 N N N N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 DAE Funding LLC 23371DAF1 229000.00000000 PA USD 231044.05000000 0.018416472838 Long DBT CORP US N 2 2025-03-20 Fixed 2.63000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71654QCL4 76000.00000000 PA USD 63442.14000000 0.005056959692 Long DBT CORP MX N 2 2048-02-12 Fixed 6.35000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128M86L3 98787.44000000 PA USD 115746.74000000 0.009226148404 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5.50000000 N N N N N N Bank N/A BANK 2019-BNK23 06541RBA0 850000.00000000 PA USD 881549.11000000 0.070268094936 Long ABS-MBS CORP US N 2 2052-12-15 Fixed 2.67000000 N N N N N N Project Sunbird N/A Sunbird Engine Finance LLC 86709LAA4 198861.09000000 PA USD 192975.46000000 0.015382033502 Long ABS-O CORP KY N 2 2045-02-15 Fixed 3.67000000 N N N N N N Credit Suisse Mortgage Trust N/A CSMC 2020-RPL6 Trust 12656HAC8 344504.75000000 PA USD 349368.26000000 0.027848070837 Long ABS-MBS CORP US N 2 2059-03-25 Fixed 2.69000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co 110122CV8 715000.00000000 PA USD 720403.81000000 0.057423236822 Long DBT CORP US N 2 2021-08-15 Fixed 2.25000000 N N N N N N Citigroup Commercial Mortgage Trust N/A Citigroup Commercial Mortgage Trust 2016-P5 17325DAB9 1772000.00000000 PA USD 1779151.97000000 0.141815830924 Long ABS-MBS CORP US N 2 2049-10-10 Fixed 2.40000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3132L7YL7 917004.04000000 PA USD 986010.35000000 0.078594678500 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.50000000 N N N N N N SASOL Financing USA LLC 549300XRB1PFMESFEL85 SASOL Financing USA LLC 80386WAB1 200000.00000000 PA USD 215600.00000000 0.017185430847 Long DBT CORP US N 2 2028-09-27 Fixed 6.50000000 N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 Northrop Grumman Corp 666807BU5 942000.00000000 PA USD 1221264.20000000 0.097346713614 Long DBT CORP US N 2 2050-05-01 Fixed 5.25000000 N N N N N N CSN ISLANDS XI CORP 222100R8R68DM7VM3661 CSN Inova Ventures 12642KAB0 414000.00000000 PA USD 439222.95000000 0.035010369358 Long DBT CORP KY N 2 2028-01-28 Fixed 6.75000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 Hilton Domestic Operating Co Inc 432833AN1 226000.00000000 PA USD 219638.10000000 0.017507306952 Long DBT CORP US N 2 2032-02-15 Fixed 3.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 9128284N7 21425000.00000000 PA USD 23542811.12000000 1.876592543845 Long DBT UST US N 2 2028-05-15 Fixed 2.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202FFT8 37515.91000000 PA USD 42091.48000000 0.003355103055 Long ABS-MBS USGA US N 2 2040-04-20 Fixed 4.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GHM4 210000.00000000 PA USD 236120.72000000 0.018821133140 Long DBT CORP US N 2 2029-07-23 Fixed 4.27000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 Amgen Inc 031162CT5 665000.00000000 PA USD 682161.10000000 0.054374918417 Long DBT CORP US N 2 2027-02-21 Fixed 2.20000000 N N N N N N BLACKSTONE HOLDINGS FINA 549300D2L6J4NC1QVZ22 Blackstone Holdings Finance Co LLC 09256BAJ6 542000.00000000 PA USD 587468.72000000 0.046827008638 Long DBT CORP US N 2 2027-10-02 Fixed 3.15000000 N N N N N N Legacy Mortgage Asset Trust N/A Legacy Mortgage Asset Trust 2019-GS4 52473CAA0 239167.76000000 PA USD 240342.07000000 0.019157616065 Long ABS-O CORP US N 2 2059-05-25 Variable 3.44000000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 Nutrien Ltd 67077MAR9 315000.00000000 PA USD 371079.76000000 0.029578689955 Long DBT CORP CA N 2 2043-06-01 Fixed 4.90000000 N N N N N N Freddie Mac N/A Freddie Mac Pool 3132DWAN3 497467.41000000 PA USD 496500.50000000 0.039575950873 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 CVS Health Corp 126650CZ1 512000.00000000 PA USD 627565.24000000 0.050023093850 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3132WFDY2 762748.26000000 PA USD 816753.40000000 0.065103242462 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N GCAT N/A GCAT 2021-NQM1 Trust 36167TAA7 465000.00000000 PA USD 468592.13000000 0.037351380545 Long ABS-MBS CORP US N 2 2066-01-25 Variable 0.87000000 N N N N N N M&T BANK CORPORATION 549300WYXDDBYRASEG81 M&T Bank Corp 55261FAH7 158000.00000000 PA USD 171035.00000000 0.013633164030 Long DBT CORP US N 2 2026-11-01 Fixed 5.13000000 N N N N N AEP Texas Inc 5493001L78U618KXNZ75 AEP Texas Inc 00108WAF7 400000.00000000 PA USD 412503.48000000 0.032880566000 Long DBT CORP US N 2 2047-10-01 Fixed 3.80000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MJZP8 706787.29000000 PA USD 765852.59000000 0.061045949557 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4.00000000 N N N N N N Park Avenue Institutional Advisers CLO N/A Park Avenue Institutional Advisers CLO Ltd 2018-1 70016RAL9 2000000.00000000 PA USD 2000000.00000000 0.159419581143 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 0.00000000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 Prosus NV 62856RAC9 265000.00000000 PA USD 301400.40000000 0.024024562762 Long DBT CORP NL N 2 2025-07-21 Fixed 5.50000000 N N N N N N FLOWSERVE CORPORATION 6Y0GK87T6V7NJKZJVM41 Flowserve Corp 34354PAF2 200000.00000000 PA USD 203523.21000000 0.016222792445 Long DBT CORP US N 2 2030-10-01 Fixed 3.50000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 3138EQNL2 914672.93000000 PA USD 984388.04000000 0.078465364509 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.50000000 N N N N N N BALLY'S CORP 549300NS4D5IK406VT62 Bally's Corp 90171VAA3 321000.00000000 PA USD 344875.98000000 0.027489992139 Long DBT CORP US N 2 2027-06-01 Fixed 6.75000000 N N N N N N IHS Markit Ltd 549300HLPTRASHS0E726 IHS Markit Ltd 44962LAC1 298000.00000000 PA USD 328787.87000000 0.026207612260 Long DBT CORP BM N 2 2026-03-01 Fixed 4.00000000 N N N N N N SBA Tower Trust N/A SBA Tower Trust 78403DAN0 322000.00000000 PA USD 338138.48000000 0.026952947425 Long DBT US N 2 2025-01-15 Fixed 2.84000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179TLT0 293630.29000000 PA USD 317624.21000000 0.025317759259 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179UXT4 1345606.20000000 PA USD 1420793.33000000 0.113251138780 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Strip Coupon 912834LR7 85000.00000000 PA USD 50022.30000000 0.003987267056 Long DBT UST US N 2 2042-08-15 None 0.00000000 N N N N N N MICHAELS STORES INC BV4WJ23XIGNG4UDYEK73 Michaels Stores Inc 594087AV0 67000.00000000 PA USD 72963.00000000 0.005815865449 Long DBT CORP US N 2 2027-10-01 Fixed 4.75000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 Lockheed Martin Corp 539830BL2 713000.00000000 PA USD 889937.67000000 0.070936745297 Long DBT CORP US N 2 2046-05-15 Fixed 4.70000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC 42425.91000000 0.003381760400 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2500000.00000000 EUR 2980674.50000000 USD 2021-04-06 42425.91000000 N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GGA1 491000.00000000 PA USD 527874.83000000 0.042076792147 Long DBT CORP US N 2 2027-10-21 Fixed 3.25000000 N N N N N N MIDWEST CONNECTOR CAPIT N/A Midwest Connector Capital Co LLC 59833CAB8 174000.00000000 PA USD 176531.86000000 0.014071317589 Long DBT CORP US N 2 2022-04-01 Fixed 3.63000000 N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 Ares Capital Corp 04010LAX1 314000.00000000 PA USD 338733.51000000 0.027000377141 Long DBT CORP US N 2 2024-06-10 Fixed 4.20000000 N N N N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 ConocoPhillips 20825CAV6 940000.00000000 PA USD 1039667.12000000 0.082871648399 Long DBT CORP US N 2 2027-10-01 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140KDFJ4 480250.44000000 PA USD 501066.27000000 0.039939887444 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3.00000000 N N N N N N Arroyo Mortgage Trust N/A Arroyo Mortgage Trust 2019-2 042858AA8 210946.15000000 PA USD 215775.85000000 0.017199447813 Long ABS-MBS CORP US N 2 2049-04-25 Variable 3.35000000 N N N N N N JPMDB Commercial Mortgage Securities Trust N/A JPMDB Commercial Mortgage Securities Trust 2016-C2 46590LAS1 700000.00000000 PA USD 726105.45000000 0.057877713352 Long ABS-MBS CORP US N 2 2049-06-15 Fixed 2.88000000 N N N N N N Freddie Mac N/A Freddie Mac Pool 3133A3PB8 956132.97000000 PA USD 1006695.23000000 0.080243465952 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 3.00000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 Amazon.com Inc 023135BJ4 425000.00000000 PA USD 493324.30000000 0.039322776636 Long DBT CORP US N 2 2047-08-22 Fixed 4.05000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Inflation Indexed Bonds 912828Z37 1631594.85000000 PA USD 1764723.61000000 0.140665749370 Long DBT UST US N 2 2030-01-15 Fixed 0.13000000 N N N N N N UMBS, TBA N/A Uniform Mortgage-Backed Security, TBA 01F020646 15600000.00000000 PA USD 15555210.84000000 1.239902598356 Long ABS-MBS USGSE US N 2 2051-04-15 Fixed 2.00000000 N N N N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 Tennessee Valley Authority 880591DM1 25000.00000000 PA USD 36335.10000000 0.002896263211 Long DBT USGA US N 2 2030-05-01 Fixed 7.13000000 N N N N N N UBS-Barclays Commercial Mortgage Trust N/A UBS-Barclays Commercial Mortgage Trust 2012-C2 90269CAD2 2624000.00000000 PA USD 2693155.52000000 0.214670862476 Long ABS-MBS CORP US N 2 2063-05-10 Fixed 3.53000000 N N N N N N SMB Private Education Loan Trust 549300GD7VLLBVPDNJ81 SMB Private Education Loan Trust 2015-C 78448RAB2 49913.19000000 PA USD 50614.42000000 0.004034464818 Long ABS-O CORP US N 2 2027-07-15 Fixed 2.75000000 N N N N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 Freeport-McMoRan Inc 35671DBC8 245000.00000000 PA USD 294612.50000000 0.023483500674 Long DBT CORP US N 2 2043-03-15 Fixed 5.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140Q7VR5 2030702.53000000 PA USD 2229557.55000000 0.177717565378 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.50000000 N N N N N N Freddie Mac - SCRT N/A Seasoned Credit Risk Transfer Trust Series 2018-4 35563PHF9 2677577.98000000 PA USD 2878573.58000000 0.229450497207 Long ABS-MBS USGSE US N 2 2058-03-25 Fixed 3.50000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 Marriott International Inc/MD 571903BE2 201000.00000000 PA USD 224959.17000000 0.017931448327 Long DBT CORP US N 2 2030-06-15 Fixed 4.63000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 Enterprise Products Operating LLC 29379VBN2 639000.00000000 PA USD 638031.30000000 0.050857341301 Long DBT CORP US N 2 2077-08-16 Fixed 5.25000000 N N N N N N Hyatt Hotels Corp T27JQIMTYSH41TCD5186 Hyatt Hotels Corp 448579AG7 92000.00000000 PA USD 98686.37000000 0.007866269884 Long DBT CORP US N 2 2028-09-15 Fixed 4.38000000 N N N N N N MASS MUTUAL LIFE INS CO R6ZXK5P01NP6HXSY1S07 Massachusetts Mutual Life Insurance Co 575767AQ1 1255000.00000000 PA USD 1226962.10000000 0.097800892030 Long DBT CORP US N 2 2050-04-15 Fixed 3.38000000 N N N N N N CABLE ONE INC 549300648QS85T0XSH18 Cable One Inc 12685JAC9 99000.00000000 PA USD 98116.43000000 0.007820840086 Long DBT CORP US N 2 2030-11-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418DUF7 499994.18000000 PA USD 483615.77000000 0.038548911743 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 1.50000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 CVS Health Corp 126650CV0 96000.00000000 PA USD 101905.56000000 0.008122870845 Long DBT CORP US N 2 2023-03-09 Fixed 3.70000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Strip Coupon 912834AU2 370000.00000000 PA USD 240805.04000000 0.019194519307 Long DBT UST US N 2 2039-02-15 None 0.00000000 N N N N N N MARB BONDCO PLC 254900PVA1EU6QM1JN57 MARB BondCo PLC 566007AC4 220000.00000000 PA USD 209951.50000000 0.016735190095 Long DBT CORP GB N 2 2031-01-29 Fixed 3.95000000 N N N N N NEWMONT CORP 549300VSP3RIX7FGDZ51 Newmont Corp 651639AV8 150000.00000000 PA USD 195040.29000000 0.015546620668 Long DBT CORP US N 2 2044-06-09 Fixed 5.45000000 N N N N N N NVIDIA CORP 549300S4KLFTLO7GSQ80 NVIDIA Corp 67066GAF1 452000.00000000 PA USD 474914.00000000 0.037855295479 Long DBT CORP US N 2 2030-04-01 Fixed 2.85000000 N N N N N N Radnor Re LTD 549300ED4YNDE7SVU538 Radnor RE 2018-1 Ltd 750496AA9 12953.17000000 PA USD 12955.57000000 0.001032685771 Long ABS-MBS CORP BM N 2 2028-03-25 Floating 1.51000000 N N N N N N SABRA HEALTH CARE LP 549300OVKLRFSIQG0H81 Sabra Health Care LP 78572XAF8 110000.00000000 PA USD 119842.93000000 0.009552654851 Long DBT US N 2 2024-06-01 Fixed 4.80000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 2YR NOTE (CBT) JUN21 XCBT 20210630 000000000 101.00000000 NC USD -15094.91000000 -0.00120321211 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long 2 Year US Treasury Note TUM1 Comdty 2021-06-30 22308477.67000000 USD -15094.91000000 N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 Simon Property Group LP 828807CE5 850000.00000000 PA USD 1203993.36000000 0.095970058575 Long DBT US N 2 2040-02-01 Fixed 6.75000000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 Liberty Mutual Group Inc 53079EBJ2 426000.00000000 PA USD 439634.46000000 0.035043170734 Long DBT CORP US N 2 2050-10-15 Fixed 3.95000000 N N N N N N Towd Point Mortgage Trust N/A Towd Point Mortgage Trust 2018-1 89176EAA8 479392.21000000 PA USD 494274.36000000 0.039398505720 Long ABS-MBS CORP US N 2 2058-01-25 Variable 3.00000000 N N N N N N TELECOM ARGENTINA SA 549300MKPIRSJD8SB782 Telecom Argentina SA 879273AR1 158000.00000000 PA USD 140097.02000000 0.011167104123 Long DBT CORP AR N 2 2026-07-18 Fixed 8.00000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 31417FU55 444649.78000000 PA USD 467719.52000000 0.037281824985 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 3.00000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 ONEOK Inc 682680BB8 655000.00000000 PA USD 659866.55000000 0.052597824505 Long DBT CORP US N 2 2030-03-15 Fixed 3.10000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 Home Depot Inc/The 437076CC4 777000.00000000 PA USD 817686.23000000 0.065177598146 Long DBT CORP US N 2 2040-04-15 Fixed 3.30000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RJZ6 814000.00000000 PA USD 804684.89000000 0.064141264058 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Corp Trust 2020-UPTN 36258PAA5 196000.00000000 PA USD 202875.13000000 0.016171134124 Long ABS-MBS CORP US N 2 2037-02-10 Fixed 2.75000000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 Prudential Financial Inc 744320AL6 885000.00000000 PA USD 935921.85000000 0.074602134655 Long DBT CORP US N 2 2042-09-15 Fixed 5.88000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3132QTSD9 819973.83000000 PA USD 895780.94000000 0.071402511125 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.00000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 3138WGE26 327206.68000000 PA USD 350975.37000000 0.027976173238 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.50000000 N N N N N N WATCO COS LLC/FINANCE CO N/A Watco Cos LLC / Watco Finance Corp 941130AB2 45000.00000000 PA USD 47514.38000000 0.003787361278 Long DBT CORP US N 2 2027-06-15 Fixed 6.50000000 N N N N N N HILLENBRAND INC U246OE781574J2BUD366 Hillenbrand Inc 431571AD0 84000.00000000 PA USD 89827.50000000 0.007160131212 Long DBT CORP US N 2 2025-06-15 Fixed 5.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179UMK5 199072.03000000 PA USD 211196.20000000 0.016834404871 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 3.50000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030NCS8 2400000.00000000 PA USD 2678202.84000000 0.213478987485 Long DBT CORP US N 2 2025-10-15 Fixed 3.95000000 N N N N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 NRG Energy Inc 629377CE0 525000.00000000 PA USD 558796.88000000 0.044541582276 Long DBT CORP US N 2 2028-01-15 Fixed 5.75000000 N N N N N N DOLLAR GENERAL CORP OPX52SQVOZI8IVSWYU66 Dollar General Corp 256677AG0 268000.00000000 PA USD 288852.98000000 0.023024410541 Long DBT CORP US N 2 2030-04-03 Fixed 3.50000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A AmeriCredit Automobile Receivables Trust 2020-1 03067DAE5 500000.00000000 PA USD 508405.30000000 0.040524879988 Long ABS-O CORP US N 2 2025-01-21 Fixed 1.48000000 N N N N N N HUNTINGTON INGALLS INDUS 5TZLZ6WJTBVJ0QWBG121 Huntington Ingalls Industries Inc 446413AT3 392000.00000000 PA USD 435358.02000000 0.034702296597 Long DBT CORP US N 2 2030-05-01 Fixed 4.20000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300CFP9NBBMZH1008 Wells Fargo Commercial Mortgage Trust 2016-NXS6 95000KBA2 3000000.00000000 PA USD 3139909.50000000 0.250281528659 Long ABS-MBS CORP US N 2 2049-11-15 Fixed 2.64000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128M8N26 193827.50000000 PA USD 231840.24000000 0.018479936976 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140QET51 917981.91000000 PA USD 966574.34000000 0.077045438213 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 2.50000000 N N N N N N Equinix Inc 549300EVUN2BTLJ3GT74 Equinix Inc 29444UAR7 214000.00000000 PA USD 230174.56000000 0.018347165972 Long DBT US N 2 2027-05-15 Fixed 5.38000000 N N N N N N Carlyle Global Market Strategies 549300VZ0HS3D307K776 CARLYLE US CLO 2017-1 Ltd 14314BAJ6 497129.59000000 PA USD 497348.48000000 0.039643543181 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 1.45000000 N N N N N N EL PASO NATURAL GAS N/A El Paso Natural Gas Co LLC 283695BK9 190000.00000000 PA USD 268151.78000000 0.021374322225 Long DBT CORP US N 2 2032-06-15 Fixed 8.38000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 5YR NOTE (CBT) JUN21 XCBT 20210630 000000000 108.00000000 NC USD -72195.64000000 -0.00575469934 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long 5 Year US Treasury Note FVM1 Comdty 2021-06-30 13399226.94000000 USD -72195.64000000 N N N Sprint Corp 549300ZTTY7CXOLJ6539 Sprint Corp 85207UAE5 625000.00000000 PA USD 641468.75000000 0.051131339720 Long DBT CORP US N 2 2021-09-15 Fixed 7.25000000 N N N N N N ARI Fleet Lease Trust N/A ARI Fleet Lease Trust 2020-A 00217TAC9 1550000.00000000 PA USD 1583780.08000000 0.126242778488 Long ABS-O CORP US N 2 2028-08-15 Fixed 1.80000000 N N N N N N Freddie Mac N/A Freddie Mac Pool 3133KHB54 2165411.86000000 PA USD 2259133.64000000 0.180075069318 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.00000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 Fiserv Inc 337738AU2 1260000.00000000 PA USD 1360089.35000000 0.108412437247 Long DBT CORP US N 2 2029-07-01 Fixed 3.50000000 N N N N N N Silver Creek CLO 549300LSJSAR2PPV4U78 Silver Creek CLO Ltd 827551AL6 500000.00000000 PA USD 500224.95000000 0.039872826003 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 1.46000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140QET69 2160426.58000000 PA USD 2257509.69000000 0.179945624603 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 2.50000000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 Seagate HDD Cayman 81180WAY7 394000.00000000 PA USD 400816.20000000 0.031948975359 Long DBT CORP KY N 2 2031-01-15 Fixed 4.13000000 N N N N N N STEEL DYNAMICS INC 549300HGGKEL4FYTTQ83 Steel Dynamics Inc 858119BK5 920000.00000000 PA USD 983330.24000000 0.078381047493 Long DBT CORP US N 2 2030-04-15 Fixed 3.45000000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 Standard Industries Inc/NJ 853496AD9 25000.00000000 PA USD 25946.25000000 0.002068170153 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N Morgan Stanley BAML Trust N/A Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7 61690KAE2 100000.00000000 PA USD 103442.86000000 0.008245408706 Long ABS-MBS CORP US N 2 2046-02-15 Fixed 2.92000000 N N N N N N Freddie Mac N/A Freddie Mac Pool 3132DVLF0 7010037.00000000 PA USD 7227440.26000000 0.576097749494 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N NEW FORTRESS ENERGY INC N/A New Fortress Energy Inc 644393AB6 427000.00000000 PA USD 430843.00000000 0.034342405299 Long DBT CORP US N 2 2026-09-30 Fixed 6.50000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 Ventas Realty LP 92277GAE7 216000.00000000 PA USD 233338.79000000 0.018599386083 Long DBT US N 2 2025-02-01 Fixed 3.50000000 N N N N N N SPIRIT REALTY LP 549300GTBVIBJRX5BW73 Spirit Realty LP 84861TAH1 1701000.00000000 PA USD 1654685.34000000 0.131894621913 Long DBT US N 2 2028-03-15 Fixed 2.10000000 N N N N N N AECOM 0EEB8GF0W0NPCIHZX097 AECOM 00774CAB3 620000.00000000 PA USD 676110.00000000 0.053892586503 Long DBT CORP US N 2 2027-03-15 Fixed 5.13000000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 Walt Disney Co/The 254687FS0 598000.00000000 PA USD 748039.44000000 0.059626067101 Long DBT CORP US N 2 2050-03-23 Fixed 4.70000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 95000U2J1 765000.00000000 PA USD 771437.21000000 0.061491098448 Long DBT CORP US N 2 2031-02-11 Fixed 2.57000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 3138EJC97 984839.17000000 PA USD 1070692.10000000 0.085344643057 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.50000000 N N N N N N Freddie Mac - STACR N/A Freddie Mac Structured Agency Credit Risk Debt Notes 3137G0QP7 141197.79000000 PA USD 141363.09000000 0.011268022298 Long ABS-MBS USGSE US N 2 2030-03-25 Floating 0.86000000 N N N N N N BX Commercial Mortgage Trust 2019-XL N/A BX Commercial Mortgage Trust 2019-XL 056054AA7 1596047.54000000 PA USD 1598998.47000000 0.127455833168 Long ABS-MBS CORP US N 2 2036-10-15 Floating 1.03000000 N N N N N N SBA COMMUNICATIONS CORP 5299001HX8ZN8Y8QIT49 SBA Communications Corp 78410GAD6 797000.00000000 PA USD 815689.65000000 0.065018451173 Long DBT US N 2 2027-02-15 Fixed 3.88000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 EURO-SCHATZ FUT JUN21 XEUR 20210608 000000000 -42.00000000 NC -4726.96000000 -0.00037678499 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Euro-Schatz Futures (FGBS) DUM1 Comdty 2021-06-08 -4704178.08000000 EUR -4726.96000000 N N N CLARK EQUIPMENT CO 549300X1FKNY520VPF71 Clark Equipment Co 181396AE2 39000.00000000 PA USD 41364.38000000 0.003297146066 Long DBT CORP US N 2 2025-06-01 Fixed 5.88000000 N N N N N N TRANSCONT GAS PIPE LINE N/A Transcontinental Gas Pipe Line Co LLC 893574AR4 140000.00000000 PA USD 143365.41000000 0.011427626806 Long DBT CORP US N 2 2050-05-15 Fixed 3.95000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RJX1 274000.00000000 PA USD 280113.78000000 0.022327810740 Long DBT CORP US N 2 2027-06-01 Fixed 2.30000000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 Delta Air Lines Inc 247361ZU5 570000.00000000 PA USD 569565.70000000 0.045399962663 Long DBT CORP US N 2 2024-10-28 Fixed 2.90000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 31418CR97 336725.06000000 PA USD 363635.48000000 0.028985307955 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X4XS0 642011.15000000 PA USD 678643.60000000 0.054094539228 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.00000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 Kinder Morgan Inc 49456BAT8 640000.00000000 PA USD 595537.68000000 0.047470183750 Long DBT CORP US N 2 2051-02-15 Fixed 3.60000000 N N N N N N CYRUSONE LP/CYRUSONE FIN N/A CyrusOne LP / CyrusOne Finance Corp 23283PAT1 161000.00000000 PA USD 149182.60000000 0.011891313802 Long DBT US N 2 2030-11-01 Fixed 2.15000000 N N N N N N QVC Inc 549300WBLU5NKPX5X472 QVC Inc 747262AK9 350000.00000000 PA USD 367500.00000000 0.029293348035 Long DBT CORP US N 2 2023-03-15 Fixed 4.38000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MJXA3 352423.59000000 PA USD 385023.63000000 0.030690152912 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.00000000 N N N N N N AFFINITY GAMING N/A Affinity Gaming 00842XAA7 137000.00000000 PA USD 144620.63000000 0.011527680129 Long DBT CORP US N 2 2027-12-15 Fixed 6.88000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967LP4 310000.00000000 PA USD 339029.40000000 0.027023962471 Long DBT CORP US N 2 2028-07-24 Fixed 3.67000000 N N N N N N MARKEL CORP 549300SCNO12JLWIK605 Markel Corp 570535AV6 115000.00000000 PA USD 126409.89000000 0.010076105858 Long DBT CORP US N 2 2050-09-17 Fixed 4.15000000 N N N N N N Freddie Mac N/A Freddie Mac REMICS 3137FBXB7 1256133.34000000 PA USD 1346366.92000000 0.107318625225 Long ABS-MBS USGSE US N 2 2047-11-15 Fixed 3.50000000 N Y N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128PWED6 98046.85000000 PA USD 104686.74000000 0.008344558121 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 3.50000000 N N N N N N BENCHMARK Mortgage Trust N/A Benchmark 2021-B24 Mortgage Trust 08163CBA6 900000.00000000 PA USD 901597.23000000 0.071866126383 Long ABS-MBS CORP US N 2 2054-03-15 Fixed 2.01000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A JPMCC Commercial Mortgage Securities Trust 2017-JP6 48128KAS0 1600000.00000000 PA USD 1671664.96000000 0.133248063867 Long ABS-MBS CORP US N 2 2050-07-15 Fixed 3.11000000 N N N N N N BRITISH AIR 18-1 A PTT N/A British Airways 2018-1 Class A Pass Through Trust 11043HAA6 85258.89000000 PA USD 85618.77000000 0.006824654225 Long DBT CORP US N 2 2031-09-20 Fixed 4.13000000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 Viatris Inc 91533BAC4 179000.00000000 PA USD 180244.14000000 0.014367222651 Long DBT CORP US N 2 2027-06-22 Fixed 2.30000000 N N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 Teachers Insurance & Annuity Association of America 878091BF3 741000.00000000 PA USD 833244.92000000 0.066417778068 Long DBT CORP US N 2 2047-05-15 Fixed 4.27000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 3138E2JY2 523507.31000000 PA USD 565836.23000000 0.045102687391 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 3.50000000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 Energy Transfer Operating LP 29278NAM5 325000.00000000 PA USD 362690.24000000 0.028909963072 Long DBT CORP US N 2 2024-01-15 Fixed 5.88000000 N N N N N N Morgan Stanley Capital Inc N/A Morgan Stanley ABS Capital I Inc Trust 2003-NC10 61746RDX6 95604.87000000 PA USD 95553.19000000 0.007616524763 Long ABS-MBS CORP US N 2 2033-10-25 Floating 1.13000000 N N N N N N CIM Trust N/A CIM Trust 2017-5 12552CAH3 500000.00000000 PA USD 500497.65000000 0.039894562863 Long ABS-MBS CORP US N 2 2057-05-25 Variable 4.00000000 N N N N N N Stack Infrastructure Issuer LLC N/A Stack Infrastructure Issuer LLC 85236KAA0 661916.66000000 PA USD 706247.73000000 0.056294858650 Long ABS-O CORP US N 2 2044-02-25 Fixed 4.54000000 N N N N N N STERICYCLE INC B8PTJH2P0AXSWSMP2136 Stericycle Inc 858912AG3 63000.00000000 PA USD 62291.25000000 0.004965222491 Long DBT CORP US N 2 2029-01-15 Fixed 3.88000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 31335B5H5 890496.18000000 PA USD 960781.35000000 0.076583680193 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.50000000 N N N N N N World Omni Auto Receivables Trust N/A World Omni Auto Receivables Trust 2019-B 98162VAD1 1252951.98000000 PA USD 1270760.31000000 0.101292038177 Long ABS-O CORP US N 2 2024-07-15 Fixed 2.59000000 N N N N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 Booking Holdings Inc 09857LAR9 410000.00000000 PA USD 477804.24000000 0.038085675904 Long DBT CORP US N 2 2030-04-13 Fixed 4.63000000 N N N N N N NEXTERA ENERGY OPERATING 549300KJEC5IUVJWR786 NextEra Energy Operating Partners LP 65342QAB8 75000.00000000 PA USD 81281.25000000 0.006478911414 Long DBT CORP US N 2 2027-09-15 Fixed 4.50000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023DG7 2080000.00000000 PA USD 2074095.38000000 0.165325708365 Long DBT CORP US N 2 2026-02-04 Fixed 2.20000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300DNBJ7A0SEFVK31 Wells Fargo Commercial Mortgage Trust 2016-BNK1 95000GAX2 1500000.00000000 PA USD 1539881.55000000 0.122743635855 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.40000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 6174467Y9 1000000.00000000 PA USD 1131203.90000000 0.090168025962 Long DBT CORP US N 2 2026-09-08 Fixed 4.35000000 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 Gartner Inc 366651AE7 61000.00000000 PA USD 60466.25000000 0.004819752124 Long DBT CORP US N 2 2030-10-01 Fixed 3.75000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 Teva Pharmaceutical Finance Netherlands III BV 88167AAE1 612000.00000000 PA USD 585990.00000000 0.046709140177 Long DBT CORP NL N 2 2026-10-01 Fixed 3.15000000 N N N N N N US AIRWAYS 2012-1A PTT N/A US Airways 2012-1 Class A Pass Through Trust 90345WAA2 88145.55000000 PA USD 91569.48000000 0.007298984073 Long DBT CORP US N 2 2024-10-01 Fixed 5.90000000 N N N N N N Bank N/A BANK 2020-BNK26 06540JAZ5 1806000.00000000 PA USD 1829124.75000000 0.145799150752 Long ABS-MBS CORP US N 2 2063-03-15 Fixed 2.04000000 N N N N N N CNA FINANCIAL CORP 549300YX2GSZD7YG1R84 CNA Financial Corp 126117AW0 169000.00000000 PA USD 160856.35000000 0.012821825970 Long DBT CORP US N 2 2030-08-15 Fixed 2.05000000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 Southern Co/The 842587CV7 1318000.00000000 PA USD 1411415.28000000 0.112503616378 Long DBT CORP US N 2 2026-07-01 Fixed 3.25000000 N N N N N N Anchorage Capital CLO LTD 549300NPGT86ACOLIL14 Anchorage Capital Clo 11 Ltd 03330NAA2 500000.00000000 PA USD 500671.00000000 0.039908380555 Long ABS-CBDO CORP KY N 2 2032-07-22 Floating 1.61000000 N N N N N N CARLYLE HOLDINGS FINANCE N/A Carlyle Holdings Finance LLC 14309UAA0 1000000.00000000 PA USD 1056770.48000000 0.084234953643 Long DBT CORP US N 2 2023-02-01 Fixed 3.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X4P91 174307.88000000 PA USD 184021.41000000 0.014668308051 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 3.00000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 Southern California Edison Co 842400GG2 335000.00000000 PA USD 344676.95000000 0.027474127499 Long DBT CORP US N 2 2047-04-01 Fixed 4.00000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 CVS Health Corp 126650DP2 254000.00000000 PA USD 233830.45000000 0.018638576198 Long DBT CORP US N 2 2040-08-21 Fixed 2.70000000 N N N N N N BENCHMARK Mortgage Trust N/A Benchmark 2021-B24 Mortgage Trust 08163CBB4 1750000.00000000 PA USD 1742332.90000000 0.138880990565 Long ABS-MBS CORP US N 2 2054-03-15 Fixed 2.26000000 N N N N N N Liberty Mutual Group Inc QUR0DG15Z6FFGYCHH861 Liberty Mutual Group Inc 53079EBG8 2679000.00000000 PA USD 3108547.77000000 0.247781691729 Long DBT CORP US N 2 2029-02-01 Fixed 4.57000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418DW65 683710.73000000 PA USD 692525.71000000 0.055201079309 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 2.00000000 N N N N N N US AIRWAYS 2012-2A PTT N/A US Airways 2012-2 Class A Pass Through Trust 90345WAD6 1037746.56000000 PA USD 981071.17000000 0.078200977496 Long DBT CORP US N 2 2025-06-03 Fixed 4.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179MVS6 212921.78000000 PA USD 231323.27000000 0.018438729406 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 3.50000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 AT&T Inc 00206RBN1 150000.00000000 PA USD 154686.27000000 0.012330010186 Long DBT CORP US N 2 2022-12-01 Fixed 2.63000000 N N N N N N Duke Energy Florida LLC 7MOHLM3DKE63RX2ZCN83 Duke Energy Florida LLC 26444HAA9 420000.00000000 PA USD 427122.26000000 0.034045825893 Long DBT CORP US N 2 2046-10-01 Fixed 3.40000000 N N N N N N AMER AIRLN PT TRS 01-1 N/A American Airlines Pass Through Trust 2001-01 02378JAR9 19788.62000000 PA USD 19671.04000000 0.001567974478 Long DBT CORP US N 2 2021-05-23 Fixed 6.98000000 N N N N N N Macquarie Group Ltd ACMHD8HWFMFUIQQ8Y590 Macquarie Group Ltd 55608JAL2 1484000.00000000 PA USD 1582184.50000000 0.126115595140 Long DBT CORP AU N 2 2024-03-27 Fixed 4.15000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 10YR FUT OPTN JUN21P 134 EXP 05/21/2021 000000000 51.00000000 NC USD 163359.38000000 0.013021341967 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Put Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 Chicago Board of Trade 549300EX04Q2QBFQTQ27 10 Year US Treasury Note Future N/A 51.00000000 NC N/A 163359.38000000 0.01000000 DIR US Long 10 Year US Treasury Note TYM1 Comdty 2021-06-21 51.00000000 USD 1000.00000000 134.00000000 USD 2021-05-21 XXXX 112287.98000000 N N N University of Virginia N/A UNIV OF VIRGINIA VA UNIV REVENUES 915217WX7 105000.00000000 PA USD 120173.76000000 0.009579025241 Long DBT MUN US N 2 2117-09-01 Fixed 4.18000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264ABH7 560000.00000000 PA USD 550726.40000000 0.043898286006 Long DBT CORP US N 2 2028-02-15 Fixed 2.05000000 N N N N N N TELECOM ITALIA CAPITAL 549300777DJZOR5C4L39 Telecom Italia Capital SA 87927VAR9 368000.00000000 PA USD 465347.81000000 0.037092776478 Long DBT CORP LU N 2 2036-07-18 Fixed 7.20000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 31418CCT9 181576.28000000 PA USD 186950.26000000 0.014901766071 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 2.50000000 N N N N N N AMER AIRLINE 17-2 A PTT N/A American Airlines 2017-2 Class A Pass Through Trust 02377CAA2 193691.37000000 PA USD 184864.99000000 0.014735549636 Long DBT CORP US N 2 2029-10-15 Fixed 3.60000000 N N N N N N Benefit Street Partners CLO Ltd 549300CIOPBDYOSN3T91 Benefit Street Partners Clo XII Ltd 08179HAA8 250000.00000000 PA USD 250053.83000000 0.019931738420 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 1.49000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US LONG BOND(CBT) JUN21 XCBT 20210621 000000000 -25.00000000 NC USD 77356.49000000 0.006166069617 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short US Treasury Long Bond USM1 Comdty 2021-06-21 -3942200.24000000 USD 77356.49000000 N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 Hilton Domestic Operating Co Inc 432833AF8 236000.00000000 PA USD 250791.30000000 0.019990522000 Long DBT CORP US N 2 2030-01-15 Fixed 4.88000000 N N N N N N Aircastle Ltd 549300PNK8AKY3OIKP58 Aircastle Ltd 00928QAN1 199000.00000000 PA USD 206956.30000000 0.016496443330 Long DBT CORP BM N 2 2022-02-15 Fixed 5.50000000 N N N N N N State of California N/A CALIFORNIA ST 13063A5G5 555000.00000000 PA USD 897621.31000000 0.071549206632 Long DBT MUN US N 2 2039-04-01 Fixed 7.55000000 N N N N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 NRG Energy Inc 629377CL4 218000.00000000 PA USD 237105.17000000 0.018899603444 Long DBT CORP US N 2 2029-06-15 Fixed 4.45000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 31335A3M8 1010839.66000000 PA USD 1124975.12000000 0.089671531213 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.50000000 N N N N N N Flagstar Mortgage Trust N/A Flagstar Mortgage Trust 2021-2 33852DAB7 671712.89000000 PA USD 679049.34000000 0.054126880679 Long ABS-MBS CORP US N 2 2051-02-01 Variable 2.50000000 N N N N N N Bank N/A BANK 2021-BNK32 06542BBC0 3000000.00000000 PA USD 3003200.40000000 0.239384474929 Long ABS-MBS CORP US N 2 2054-04-15 Fixed 2.35000000 N N N N N N WF-RBS Commercial Mortgage Trust N/A WFRBS Commercial Mortgage Trust 2011-C4 92936CAJ8 367442.25000000 PA USD 368990.17000000 0.029412129173 Long ABS-MBS CORP US N 2 2044-06-15 Variable 4.90000000 N N N N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 CenterPoint Energy Inc 15189TAY3 335000.00000000 PA USD 331864.56000000 0.026452854575 Long DBT CORP US N 2 2049-09-01 Fixed 3.70000000 N N N N N N Santander Drive Auto Receivables Trust N/A Santander Drive Auto Receivables Trust 2019-3 80286HAF6 400000.00000000 PA USD 407433.00000000 0.032476399102 Long ABS-O CORP US N 2 2025-10-15 Fixed 2.49000000 N N N N N N Toyota Auto Loan Extended Note Trust 54930055QDKD6LCRW256 Toyota Auto Loan Extended Note Trust 2021-1 89237MAA7 2200000.00000000 PA USD 2186616.08000000 0.174294709797 Long ABS-O CORP US N 2 2034-02-27 Fixed 1.07000000 N N N N N N MEDNAX Inc N/A MEDNAX Inc 58502BAC0 368000.00000000 PA USD 393969.76000000 0.031403247061 Long DBT CORP US N 2 2027-01-15 Fixed 6.25000000 N N N N N N WENDYS FUNDING LLC 5493009DRVSTWJOXUL48 Wendy's Funding LLC 95058XAG3 554392.50000000 PA USD 589011.32000000 0.046949968961 Long ABS-O CORP US N 2 2049-06-15 Fixed 3.78000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 Avis Budget Rental Car Funding AESOP LLC 05377RDQ4 506000.00000000 PA USD 527354.92000000 0.042035350230 Long ABS-O CORP US N 2 2026-03-20 Fixed 2.36000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A BBCMS Trust 2015-SRCH 05547HAN1 200000.00000000 PA USD 219983.84000000 0.017534865815 Long ABS-MBS CORP US N 2 2035-08-10 Variable 4.96000000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 Enbridge Inc 29250NAS4 338000.00000000 PA USD 344660.00000000 0.027472776418 Long DBT CORP CA N 2 2077-07-15 Fixed 5.50000000 N N N N N N OneMain Financial Issuance Trust 549300KQ3WN93FBBU117 OneMain Financial Issuance Trust 2017-1 68267LAB4 61598.16000000 PA USD 61625.31000000 0.004912140554 Long ABS-O CORP US N 2 2032-09-14 Floating 0.91000000 N N N N N N Oaktown Re Ltd 2549008N2FD0KB1Y5E03 Oaktown Re III Ltd 67400KAA8 9073.53000000 PA USD 9087.77000000 0.000724384243 Long ABS-MBS CORP US N 2 2029-07-25 Floating 1.51000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175BA1 883000.00000000 PA USD 1149296.55000000 0.091610187305 Long DBT CORP US N 2 2045-10-23 Fixed 6.48000000 N N N N N N AMSR Trust N/A AMSR 2020-SFR4 Trust 66981FAA8 2007000.00000000 PA USD 1994939.94000000 0.159016244820 Long ABS-O CORP US N 2 2037-11-17 Fixed 1.36000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 3622AAAE4 305996.59000000 PA USD 345019.74000000 0.027501451218 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 4.50000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 PNC Financial Services Group Inc/The 693475AT2 63000.00000000 PA USD 68164.20000000 0.005433354106 Long DBT CORP US N 2 2027-05-19 Fixed 3.15000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 Centene Corp 15135BAX9 425000.00000000 PA USD 405343.75000000 0.032309865422 Long DBT CORP US N 2 2031-03-01 Fixed 2.50000000 N N N N N N MDC HOLDINGS INC 5299005FV4VNV75R8R35 MDC Holdings Inc 552676AU2 132000.00000000 PA USD 124740.00000000 0.009942999275 Long DBT CORP US N 2 2031-01-15 Fixed 2.50000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 Iron Mountain Inc 46284VAF8 180000.00000000 PA USD 182421.00000000 0.014540739705 Long DBT US N 2 2029-09-15 Fixed 4.88000000 N N N N N N Tricon American Homes N/A Tricon American Homes 2019-SFR1 Trust 89612LAA4 1537000.00000000 PA USD 1585823.57000000 0.126405664648 Long ABS-O CORP US N 2 2038-03-17 Fixed 2.75000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GFX2 1970000.00000000 PA USD 2160145.35000000 0.172184733453 Long DBT CORP US N 2 2026-04-19 Fixed 3.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 Broadcom Inc 11135FBC4 460000.00000000 PA USD 518580.25000000 0.041335923122 Long DBT CORP US N 2 2025-04-15 Fixed 4.70000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 3140J7TQ8 217987.12000000 PA USD 230975.20000000 0.018410984819 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.00000000 N N N N N N Palmer Square CLO Ltd 549300EYS8N79JYSXL17 Palmer Square CLO 2018-2 Ltd 69688MAA3 750000.00000000 PA USD 750627.75000000 0.059832380749 Long ABS-CBDO CORP KY N 2 2031-07-16 Floating 1.32000000 N N N N N N CATALENT PHARMA SOLUTION 549300HALRZ339MSTH85 Catalent Pharma Solutions Inc 14879EAE8 55000.00000000 PA USD 57705.45000000 0.004599689334 Long DBT CORP US N 2 2027-07-15 Fixed 5.00000000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 Micron Technology Inc 595112BP7 969000.00000000 PA USD 1076537.62000000 0.085810588232 Long DBT CORP US N 2 2027-02-15 Fixed 4.19000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 Aker BP ASA 00973RAJ2 427000.00000000 PA USD 445685.68000000 0.035525512213 Long DBT CORP NO N 2 2031-01-15 Fixed 4.00000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 Enel Finance International NV 29278GAJ7 450000.00000000 PA USD 509675.77000000 0.040626148886 Long DBT CORP NL N 2 2025-09-14 Fixed 4.63000000 N N N N N N Wellfleet CLO Ltd 254900LA1TLPGMVIGC76 Wellfleet CLO 2018-3 Ltd 94951DAA1 500000.00000000 PA USD 500268.00000000 0.039876257509 Long ABS-CBDO CORP KY N 2 2032-01-20 Floating 1.47000000 N N N N N N GCAT N/A GCAT 2019-NQM1 LLC 36166PAA6 218428.51000000 PA USD 219420.59000000 0.017489969276 Long ABS-MBS CORP US N 2 2059-02-25 Variable 2.99000000 N N N N N N PARK INTERMED HOLDINGS N/A Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer 70052LAB9 375000.00000000 PA USD 398296.88000000 0.031748160890 Long DBT US N 2 2028-10-01 Fixed 5.88000000 N N N N N Bank N/A BANK 2020-BNK30 06541UBW5 869000.00000000 PA USD 835023.32000000 0.066559533959 Long ABS-MBS CORP US N 2 2053-12-15 Fixed 1.93000000 N N N N N N Palmer Square CLO Ltd 5493006ZPBFJJGSXB826 Palmer Square CLO 2015-1 Ltd 69689ABC3 1000000.00000000 PA USD 1000307.00000000 0.079734261477 Long ABS-CBDO CORP KY N 2 2029-05-21 Variable 1.22000000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 Realty Income Corp 756109AX2 330000.00000000 PA USD 348656.84000000 0.027791363697 Long DBT US N 2 2031-01-15 Fixed 3.25000000 N N N N N N Sierra Receivables Funding Co LLC N/A Sierra Timeshare 2019-1 Receivables Funding LLC 82653EAA5 71612.82000000 PA USD 74327.98000000 0.005924667719 Long ABS-O CORP US N 2 2036-01-20 Fixed 3.20000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 31415PM96 385022.39000000 PA USD 451013.30000000 0.035950175688 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.50000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 37045XAZ9 436000.00000000 PA USD 479384.16000000 0.038211610997 Long DBT CORP US N 2 2025-07-13 Fixed 4.30000000 N N N N N N CSMC SER N/A CSMC SER 04/38 1 12656RAA0 512906.78000000 PA USD 512906.78000000 0.040883692016 Long ABS-MBS CORP US N 2 2038-04-28 Variable 1.00000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397ZR7 565000.00000000 PA USD 606103.75000000 0.048312402977 Long DBT CORP US N 2 2029-05-03 Fixed 5.11000000 N N N N N N ARCONIC CORP 549300B4YFWH3U74B152 Arconic Corp 03966VAB3 97000.00000000 PA USD 104727.02000000 0.008347768831 Long DBT CORP US N 2 2025-05-15 Fixed 6.00000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 Lloyds Banking Group PLC 53944YAF0 996000.00000000 PA USD 1113419.20000000 0.088750411250 Long DBT CORP GB N 2 2025-05-08 Fixed 4.45000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810RV2 1441000.00000000 PA USD 1608319.24000000 0.128198789792 Long DBT UST US N 2 2047-02-15 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810RD2 5145000.00000000 PA USD 6425120.20000000 0.512144985540 Long DBT UST US N 2 2043-11-15 Fixed 3.75000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 Williams Cos Inc/The 969457BW9 781000.00000000 PA USD 861118.60000000 0.068639583263 Long DBT CORP US N 2 2024-06-24 Fixed 4.55000000 N N N N N N OP SERVICIOS MEGA 4469000001BP4DCM0P31 Operadora de Servicios Mega SA de CV Sofom ER 68373NAA3 200000.00000000 PA USD 202166.00000000 0.016114609520 Long DBT CORP MX N 2 2025-02-11 Fixed 8.25000000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 Petrobras Global Finance BV 71647NBH1 550000.00000000 PA USD 580624.00000000 0.046281417440 Long DBT CORP NL N 2 2031-01-03 Fixed 5.60000000 N N N N N N UNIVERSAL HEALTH SVCS 549300YGMGQDO0NMJD09 Universal Health Services Inc 913903AV2 375000.00000000 PA USD 362771.25000000 0.028916420362 Long DBT CORP US N 2 2030-10-15 Fixed 2.65000000 N N N N N N Sonic Capital LLC N/A Sonic Capital LLC 83546DAG3 329392.50000000 PA USD 342778.32000000 0.027322788099 Long ABS-O CORP US N 2 2050-01-20 Fixed 3.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418DQA3 971713.69000000 PA USD 1012604.59000000 0.080714499800 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3.00000000 N N N N N N MEXICO CITY ARPT TRUST N/A Mexico City Airport Trust 59284MAD6 200000.00000000 PA USD 199000.00000000 0.015862248323 Long DBT CORP MX N 2 2047-07-31 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202FLN4 244748.92000000 PA USD 271214.00000000 0.021618411140 Long ABS-MBS USGA US N 2 2040-10-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418CZG2 179852.30000000 PA USD 189997.15000000 0.015144633035 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 3.50000000 N N N N N N Navient Student Loan Trust N/A Navient Private Education Refi Loan Trust 2020-H 63935BAA1 852778.41000000 PA USD 858945.70000000 0.068466381859 Long ABS-O CORP US N 2 2069-01-15 Fixed 1.31000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A AerCap Ireland Capital DAC / AerCap Global Aviation Trust 00774MAB1 150000.00000000 PA USD 157444.46000000 0.012549864933 Long DBT CORP IE N 2 2027-07-21 Fixed 3.65000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967KD2 120000.00000000 PA USD 120271.82000000 0.009586841583 Long DBT CORP US N 2 2021-05-15 Variable 4.67000000 N N N N N N Municipal Electric Authority of Georgia JA0WNILDDF2KUPS83B16 MUNI ELEC AUTH OF GEORGIA 626207YF5 359000.00000000 PA USD 514254.90000000 0.040991150379 Long DBT MUN US N 2 2057-04-01 Fixed 6.64000000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 Viatris Inc 91533BAD2 358000.00000000 PA USD 354302.04000000 0.028241341407 Long DBT CORP US N 2 2030-06-22 Fixed 2.70000000 N N N N N N VALVOLINE INC 549300CMHPBEY6VPOT75 Valvoline Inc 92047WAD3 125000.00000000 PA USD 127687.50000000 0.010177943883 Long DBT CORP US N 2 2030-02-15 Fixed 4.25000000 N N N N N N CANADIAN PACIFIC RAILWAY 54930036474DURYNB481 Canadian Pacific Railway Co 13645RAX2 509000.00000000 PA USD 738894.30000000 0.058897109907 Long DBT CORP CA N 2 2115-09-15 Fixed 6.13000000 N N N N N N SERVICE CORP INTL 549300RKVM2ME20JHZ15 Service Corp International/US 817565CF9 122000.00000000 PA USD 119230.60000000 0.009503846155 Long DBT CORP US N 2 2030-08-15 Fixed 3.38000000 N N N N N N CRED SUIS GP FUN LTD 549300PXR5FKNXF0OH19 Credit Suisse Group Funding Guernsey Ltd 225433AM3 500000.00000000 PA USD 500465.25000000 0.039891980265 Long DBT CORP GG N 2 2021-04-16 Fixed 3.45000000 N N N N N N Stack Infrastructure Issuer LLC N/A Stack Infrastructure Issuer LLC 85236KAC6 547000.00000000 PA USD 564486.55000000 0.044995104681 Long ABS-O CORP US N 2 2044-10-25 Fixed 3.08000000 N N N N N N 7-ELEVEN INC 549300K23JPL0SS3LB18 7-Eleven Inc 817826AD2 367000.00000000 PA USD 352130.00000000 0.028068208554 Long DBT CORP US N 2 2028-02-10 Fixed 1.30000000 N N N N N N BAE SYSTEMS FINANCE INC N/A BAE Systems Finance Inc 11041RAL2 942000.00000000 PA USD 1230459.02000000 0.098079630791 Long DBT CORP US N 2 2027-07-01 Fixed 7.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140J9NN7 816935.73000000 PA USD 868226.07000000 0.069206118208 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CBH3 12497000.00000000 PA USD 12181645.95000000 0.970996447493 Long DBT UST US N 2 2026-01-31 Fixed 0.38000000 N N N N N N Builders FirstSource Inc 549300W0SKP6L3H7DP63 Builders FirstSource Inc 12008RAM9 56000.00000000 PA USD 60130.00000000 0.004792949707 Long DBT CORP US N 2 2027-06-01 Fixed 6.75000000 N N N N N N VeriSign Inc LMPL4N8ZOJRMF0KOF759 VeriSign Inc 92343EAH5 162000.00000000 PA USD 183169.35000000 0.014600390527 Long DBT CORP US N 2 2025-04-01 Fixed 5.25000000 N N N N N N Cydsa SAB de CV 4469000001BNTACN9916 Cydsa SAB de CV 232553AA5 220000.00000000 PA USD 231072.60000000 0.018418748552 Long DBT CORP MX N 2 2027-10-04 Fixed 6.25000000 N N N N N N LEHMAN BROTHERS HOLDINGS 549300FDK6ZP3YIHRJ47 Lehman Brothers Holdings Inc 5249087M6 270000.00000000 PA USD 94.50000000 0.000007532575 Long DBT CORP US N 2 2017-12-28 None 0.00000000 Y N N N N N CVS Health Corp 549300EJG376EN5NQE29 CVS Health Corp 126650CY4 470000.00000000 PA USD 555793.72000000 0.044302201022 Long DBT CORP US N 2 2038-03-25 Fixed 4.78000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 Enbridge Inc 29250NBC8 385000.00000000 PA USD 412912.50000000 0.032913168899 Long DBT CORP CA N 2 2080-07-15 Fixed 5.75000000 N N N N N N General Motors Co 54930070NSV60J38I987 General Motors Co 37045VAQ3 175000.00000000 PA USD 206364.09000000 0.016449238395 Long DBT CORP US N 2 2048-04-01 Fixed 5.40000000 N N N N N N CVS Pass-Through Trust N/A CVS Pass-Through Trust 126650BS8 1751050.09000000 PA USD 2191296.21000000 0.174667761979 Long DBT CORP US N 2 2032-01-10 Fixed 7.51000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3622A2BE1 31985.03000000 PA USD 34078.00000000 0.002716350243 Long ABS-MBS USGA US N 2 2042-06-20 Fixed 3.00000000 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 Builders FirstSource Inc 12008RAN7 32000.00000000 PA USD 33593.60000000 0.002677738820 Long DBT CORP US N 2 2030-03-01 Fixed 5.00000000 N N N N N N Venture CDO Ltd 549300KIDQKDB48YU144 Venture XIX CLO Ltd 92330EAP2 500000.00000000 PA USD 500261.50000000 0.039875739396 Long ABS-CBDO CORP KY N 2 2032-01-15 Floating 1.50000000 N N N N N N WR GRACE & CO-CONN 549300GJVOEHHLSO6K25 WR Grace & Co-Conn 383909AG3 124000.00000000 PA USD 128519.80000000 0.010244286342 Long DBT CORP US N 2 2027-06-15 Fixed 4.88000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RMF6 2108000.00000000 PA USD 2000546.60000000 0.159463150515 Long DBT CORP US N 2 2033-12-01 Fixed 2.55000000 N N N N N N PLAYTIKA HOLDING CORP 254900E35Z4TKA4UFG64 Playtika Holding Corp 72815LAA5 61000.00000000 PA USD 60211.58000000 0.004799452431 Long DBT CORP US N 2 2029-03-15 Fixed 4.25000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MFCN6 162795.39000000 PA USD 167560.22000000 0.013356190044 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 2.00000000 N N N N N N REYNOLDS GRP ISS/REYNOLD N/A Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu 76174LAA1 299000.00000000 PA USD 293393.75000000 0.023386354367 Long DBT CORP US N 2 2027-10-15 Fixed 4.00000000 N N N N N N ADVANTAGE SALES & MARKET 549300T4O24KQDED1182 Advantage Sales & Marketing Inc 00775PAA5 436000.00000000 PA USD 454257.50000000 0.036208770190 Long DBT CORP US N 2 2028-11-15 Fixed 6.50000000 N N N N N N CYRUSONE LP/CYRUSONE FIN N/A CyrusOne LP / CyrusOne Finance Corp 23283PAR5 349000.00000000 PA USD 359363.56000000 0.028644794106 Long DBT US N 2 2029-11-15 Fixed 3.45000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 95000U2N2 583000.00000000 PA USD 601827.48000000 0.047971542391 Long DBT CORP US N 2 2026-04-30 Fixed 2.19000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202FQ66 220590.70000000 PA USD 244903.47000000 0.019521204303 Long ABS-MBS USGA US N 2 2041-03-20 Fixed 4.00000000 N N N N N N SOTHEBY'S 549300P5BAAMQQ7VL735 Sotheby's 835898AH0 200000.00000000 PA USD 216610.00000000 0.017265937735 Long DBT CORP US N 2 2027-10-15 Fixed 7.38000000 N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 Kinder Morgan Energy Partners LP 494550AL0 283000.00000000 PA USD 392739.56000000 0.031305188076 Long DBT CORP US N 2 2032-03-15 Fixed 7.75000000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 Crown Castle International Corp 22822VAT8 356000.00000000 PA USD 341689.22000000 0.027235976166 Long DBT US N 2 2031-01-15 Fixed 2.25000000 N N N N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 Leviathan Bond Ltd 000000000 381000.00000000 PA USD 417919.28000000 0.033312258284 Long DBT CORP IL N 2 2027-06-30 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179UCC4 312625.54000000 PA USD 340502.57000000 0.027141388543 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 4.50000000 N N N N N N York CLO Ltd 5493009C48K5WG4EX118 York CLO-2 Ltd 98625TAJ4 1000000.00000000 PA USD 1000730.00000000 0.079767978718 Long ABS-CBDO CORP KY N 2 2031-01-22 Floating 1.37000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 Deutsche Bank AG 25152R5F6 375000.00000000 PA USD 376050.30000000 0.029974890657 Long DBT CORP DE N 2 2021-05-12 Fixed 3.38000000 N N N N N N Towd Point Mortgage Trust N/A Towd Point Mortgage Trust 2017-1 89173FAA8 111811.78000000 PA USD 113773.85000000 0.009068889756 Long ABS-O CORP US N 2 2056-10-25 Variable 2.75000000 N N N N N N MASTEC INC 549300TMDIT8WREDOF45 MasTec Inc 576323AP4 164000.00000000 PA USD 170355.00000000 0.013578961372 Long DBT CORP US N 2 2028-08-15 Fixed 4.50000000 N N N N N N SASOL Financing USA LLC 549300XRB1PFMESFEL85 SASOL Financing USA LLC 80386WAA3 200000.00000000 PA USD 212620.00000000 0.016947895671 Long DBT CORP US N 2 2024-03-27 Fixed 5.88000000 N N N N N N EBAY INC OML71K8X303XQONU6T67 eBay Inc 278642AW3 617000.00000000 PA USD 623704.24000000 0.049715334349 Long DBT CORP US N 2 2030-03-11 Fixed 2.70000000 N N N N N N AMER AIRLINE 19-1A PTT N/A American Airlines 2019-1 Class A Pass Through Trust 02378MAA9 369831.21000000 PA USD 347188.18000000 0.027674297116 Long DBT CORP US N 2 2032-02-15 Fixed 3.50000000 N N N N N N Taco Bell Funding, LLC N/A Taco Bell Funding LLC 87342RAD6 344080.00000000 PA USD 347216.08000000 0.027676521019 Long ABS-O CORP US N 2 2048-11-25 Fixed 4.32000000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 Energy Transfer Operating LP 29273RBF5 435000.00000000 PA USD 448686.29000000 0.035764690208 Long DBT CORP US N 2 2045-03-15 Fixed 5.15000000 N N N N N N Emera US Finance LP N/A Emera US Finance LP 29103DAJ5 416000.00000000 PA USD 451203.75000000 0.035965356417 Long DBT CORP US N 2 2026-06-15 Fixed 3.55000000 N N N N N N EMBRAER NETHERLANDS FINA 724500PBR8LR26XBSP67 Embraer Netherlands Finance BV 29082HAA0 42000.00000000 PA USD 43680.84000000 0.003481790608 Long DBT CORP NL N 2 2025-06-15 Fixed 5.05000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71654QCB6 380000.00000000 PA USD 407443.60000000 0.032477244025 Long DBT CORP MX N 2 2026-08-04 Fixed 6.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418DU67 461965.55000000 PA USD 467908.32000000 0.037296874193 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 2.00000000 N N N N N N Ford Credit Floorplan Master Owner Trust 5493001DTG5N7T8BG747 Ford Credit Floorplan Master Owner Trust A 34528QHQ0 453000.00000000 PA USD 450975.45000000 0.035947158672 Long ABS-O CORP US N 2 2027-09-15 Fixed 1.06000000 N N N N N N UNITED PARCEL SERVICE D01LMJZU09ULLNCY6Z23 United Parcel Service Inc 911312BW5 268000.00000000 PA USD 362987.40000000 0.028933649634 Long DBT CORP US N 2 2050-04-01 Fixed 5.30000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YBX6 930000.00000000 PA USD 989386.91000000 0.078863823390 Long DBT CORP US N 2 2029-11-21 Fixed 3.20000000 N N N N N N VICI PROPERTIES / NOTE N/A VICI Properties LP / VICI Note Co Inc 92564RAE5 179000.00000000 PA USD 180781.05000000 0.014410019634 Long DBT US N 2 2030-08-15 Fixed 4.13000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 3138EKKN4 614504.60000000 PA USD 668085.20000000 0.053252931376 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.50000000 N N N N N N MACY'S INC 529900NZQ81TIOW3CW52 Macy's Inc 55616PAA2 106000.00000000 PA USD 117516.90000000 0.009367247487 Long DBT CORP US N 2 2025-06-15 Fixed 8.38000000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 American Honda Finance Corp 02665WDK4 1780000.00000000 PA USD 1792945.25000000 0.142915290384 Long DBT CORP US N 2 2023-07-07 Fixed 0.88000000 N N N N N N Arbor Multifamily Mortgage Securities Trust N/A Arbor Multifamily Mortgage Securities Trust 2020-MF1 03881BAC7 1800000.00000000 PA USD 1823753.16000000 0.145370982438 Long ABS-MBS CORP US N 2 2053-05-15 Fixed 2.50000000 N N N N N N SIMMONS FOOD INC/SIMMONS N/A Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed 82873MAA1 44000.00000000 PA USD 44440.88000000 0.003542373237 Long DBT CORP US N 2 2029-03-01 Fixed 4.63000000 N N N N N N AMER AIRLINE 19-1AA PTT N/A American Airlines 2019-1 Class AA Pass Through Trust 02377LAA2 212818.47000000 PA USD 212486.24000000 0.016937233689 Long DBT CORP US N 2 2032-02-15 Fixed 3.15000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RKA9 122000.00000000 PA USD 117924.35000000 0.009399725241 Long DBT CORP US N 2 2051-06-01 Fixed 3.65000000 N N N N N N KEN GARFF AUTOMOTIVE LLC N/A Ken Garff Automotive LLC 48850PAA2 140000.00000000 PA USD 140122.50000000 0.011169135129 Long DBT CORP US N 2 2028-09-15 Fixed 4.88000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 HCA Inc 404119BT5 227000.00000000 PA USD 260962.99000000 0.020801305279 Long DBT CORP US N 2 2026-06-15 Fixed 5.25000000 N N N N N N BERKSHIRE HATHAWAY ENERG 549300JD0S5IZJE9LY15 Berkshire Hathaway Energy Co 084659AV3 605000.00000000 PA USD 670963.54000000 0.053482363254 Long DBT CORP US N 2 2030-07-15 Fixed 3.70000000 N N N N N N RADIATE HOLDCO / FINANCE N/A Radiate Holdco LLC / Radiate Finance Inc 75026JAE0 191000.00000000 PA USD 202044.58000000 0.016104931157 Long DBT CORP US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Israel Electric Corp Ltd 254900JW7GE35YNJGJ55 Israel Electric Corp Ltd 46507MAE2 200000.00000000 PA USD 225500.00000000 0.017974557773 Long DBT CORP IL N 2 2023-06-21 Fixed 6.88000000 N N N N N N AIR CANADA 2013-1A PTT 4B4HI3CGXMBDC0G6BM51 Air Canada 2013-1 Class A Pass Through Trust 009089AA1 117906.72000000 PA USD 116998.57000000 0.009325931511 Long DBT CORP CA N 2 2025-05-15 Fixed 4.13000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175BK9 577000.00000000 PA USD 636641.66000000 0.050746573387 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 3140X4DF0 412430.76000000 PA USD 436492.30000000 0.034792709819 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A Freddie Mac Multifamily Structured Pass Through Certificates 3137FHQ63 900000.00000000 PA USD 1054177.47000000 0.084028265359 Long ABS-MBS USGSE US N 2 2033-05-25 Variable 3.99000000 N N N N N N ESH Hospitality Inc 54930042FMK7X7SQ2896 ESH Hospitality Inc 26907YAA2 450000.00000000 PA USD 459663.75000000 0.036639701245 Long DBT US N 2 2025-05-01 Fixed 5.25000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 PacifiCorp 695114CW6 265000.00000000 PA USD 271884.90000000 0.021671888438 Long DBT CORP US N 2 2030-09-15 Fixed 2.70000000 N N N N N N CF Hippolyta Issuer LLC N/A CF Hippolyta LLC 12530MAA3 1283639.54000000 PA USD 1294607.72000000 0.103192910233 Long ABS-O CORP US N 2 2060-07-15 Fixed 1.69000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 Centene Corp 15135BAV3 143000.00000000 PA USD 144563.71000000 0.011523143048 Long DBT CORP US N 2 2030-02-15 Fixed 3.38000000 N N N N N N Small Business Administration Participation Certs N/A United States Small Business Administration 83162CWN9 641078.53000000 PA USD 668852.87000000 0.053314122191 Long ABS-O USGA US N 2 2034-09-01 Fixed 2.92000000 N N N N N N SUNOCO LOGISTICS PARTNER 5493006LL0CKP8WQW329 Sunoco Logistics Partners Operations LP 86765BAP4 150000.00000000 PA USD 157819.80000000 0.012579783206 Long DBT CORP US N 2 2044-04-01 Fixed 5.30000000 N N N N N N CHOICE HOTELS INTL INC 5493003CYRY5RFGTIR97 Choice Hotels International Inc 169905AG1 274000.00000000 PA USD 288608.31000000 0.023004907947 Long DBT CORP US N 2 2031-01-15 Fixed 3.70000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US LONG BOND(CBT) JUN21 XCBT 20210621 000000000 23.00000000 NC USD -57487.93000000 -0.00458235086 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long US Treasury Long Bond USM1 Comdty 2021-06-21 3613144.18000000 USD -57487.93000000 N N N Freddie Mac - SCRT N/A Seasoned Credit Risk Transfer Trust Series 2020-2 35563PQP7 223309.20000000 PA USD 228808.95000000 0.018238313485 Long ABS-MBS USGSE US N 2 2059-11-25 Fixed 2.00000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264ABA2 2019000.00000000 PA USD 2181347.79000000 0.173874775505 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 Morgan Stanley Capital I Trust 2015-UBS8 61691ABL6 2204000.00000000 PA USD 2431400.12000000 0.193806394361 Long ABS-MBS CORP US N 2 2048-12-15 Fixed 3.81000000 N N N N N N GS Mortgage-Backed Securities Trust N/A GS Mortgage-Backed Securities Trust 2020-NQM1 36259WAA9 146523.85000000 PA USD 147205.54000000 0.011733722764 Long ABS-MBS CORP US N 2 2060-09-27 Variable 1.38000000 N N N N N N BRIGHTSTAR ESCROW CORP N/A Brightstar Escrow Corp 10947XAA0 115000.00000000 PA USD 125062.50000000 0.009968705683 Long DBT CORP US N 2 2025-10-15 Fixed 9.75000000 N N N N N N Kraft Heinz Foods Co 5493003STKEZ2S0RNU91 Kraft Heinz Foods Co 50077LAD8 333000.00000000 PA USD 351337.30000000 0.028005022603 Long DBT CORP US N 2 2026-06-01 Fixed 3.00000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp 68389XBV6 868000.00000000 PA USD 895109.25000000 0.071348970856 Long DBT CORP US N 2 2030-04-01 Fixed 2.95000000 N N N N N N INFOR INC 549300Q3IIYBYI4RHD64 Infor Inc 45674CAA1 126000.00000000 PA USD 127207.70000000 0.010139699126 Long DBT CORP US N 2 2025-07-15 Fixed 1.75000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264ABV6 521000.00000000 PA USD 527343.18000000 0.042034414437 Long DBT CORP US N 2 2029-04-15 Fixed 3.38000000 N N N N N ALBERTSONS COS/SAFEWAY N/A Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 013092AG6 296000.00000000 PA USD 282055.44000000 0.022482580052 Long DBT CORP US N 2 2029-03-15 Fixed 3.50000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 Uber Technologies Inc 90353TAE0 451000.00000000 PA USD 498941.30000000 0.039770506530 Long DBT CORP US N 2 2027-09-15 Fixed 7.50000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 3138EKVJ1 735620.41000000 PA USD 799557.45000000 0.063732556889 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.50000000 N N N N N N Arroyo Mortgage Trust N/A Arroyo Mortgage Trust 2018-1 042856AA2 318940.73000000 PA USD 320696.88000000 0.025562681141 Long ABS-MBS CORP US N 2 2048-04-25 Variable 3.76000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140JATG3 279557.12000000 PA USD 293931.13000000 0.023429188814 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.00000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 3138A53N0 760524.97000000 PA USD 837200.07000000 0.066733042246 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179SNV5 285694.77000000 PA USD 305788.02000000 0.024374299033 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 3.50000000 N N N N N N Towd Point Mortgage Trust N/A Towd Point Mortgage Trust 2018-6 89176LAA2 338398.23000000 PA USD 351849.26000000 0.028045830827 Long ABS-MBS CORP US N 2 2058-03-25 Variable 3.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Strip Coupon 912834FB9 2310000.00000000 PA USD 1456880.39000000 0.116127630775 Long DBT UST US N 2 2040-02-15 None 0.00000000 N N N N N N VISTRA CORP 549300ZH5GKBTJZ7NM23 Vistra Operations Co LLC 92840VAF9 135000.00000000 PA USD 139360.50000000 0.011108396268 Long DBT CORP US N 2 2027-07-31 Fixed 5.00000000 N N N N N N RAYMOND JAMES FINANCIAL RGUZHJ05YTITL6D76949 Raymond James Financial Inc 754730AG4 128000.00000000 PA USD 149058.62000000 0.011881431383 Long DBT CORP US N 2 2030-04-01 Fixed 4.65000000 N N N N N N AUTONATION INC N/A AutoNation Inc 05329WAQ5 209000.00000000 PA USD 241098.79000000 0.019217934058 Long DBT CORP US N 2 2030-06-01 Fixed 4.75000000 N N N N N N Freddie Mac N/A Freddie Mac Pool 3133KG6M5 2468074.61000000 PA USD 2603686.10000000 0.207539273745 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PBP0 505000.00000000 PA USD 514224.51000000 0.040988727998 Long DBT CORP US N 2 2031-05-13 Fixed 2.96000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179NH92 69406.36000000 PA USD 73878.44000000 0.005888834980 Long ABS-MBS USGA US N 2 2043-07-20 Fixed 3.00000000 N N N N N N UNITED AIR 2020-1 A PTT N/A United Airlines 2020-1 Class A Pass Through Trust 90931GAA7 720158.85000000 PA USD 799891.38000000 0.063759174379 Long DBT CORP US N 2 2027-10-15 Fixed 5.88000000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 Seagate HDD Cayman 81180WAZ4 350000.00000000 PA USD 357315.00000000 0.028481503818 Long DBT CORP KY N 2 2029-06-01 Fixed 4.09000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC 12233.04000000 0.000975093056 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 303357.00000000 EUR 368768.35000000 USD 2021-04-06 12233.04000000 N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 Alexandria Real Estate Equities Inc 015271AW9 2895000.00000000 PA USD 2691634.59000000 0.214549629464 Long DBT US N 2 2032-05-18 Fixed 2.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PBJ4 1207000.00000000 PA USD 1391308.15000000 0.110900881257 Long DBT CORP US N 2 2031-03-24 Fixed 4.49000000 N N N N N N Pilgrim's Pride Corp 549300ZSLGV64ZL3HD75 Pilgrim's Pride Corp 72147KAE8 400000.00000000 PA USD 429180.00000000 0.034209847917 Long DBT CORP US N 2 2027-09-30 Fixed 5.88000000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 Argentine Republic Government International Bond 040114HV5 1267000.00000000 PA USD 439953.08000000 0.035068567868 Long DBT NUSS AR N 2 2041-07-09 Variable 0.13000000 N N N N N N BERKSHIRE HATHAWAY ENERG 549300JD0S5IZJE9LY15 Berkshire Hathaway Energy Co 59562VAM9 1312000.00000000 PA USD 1769980.68000000 0.141084789318 Long DBT CORP US N 2 2036-04-01 Fixed 6.13000000 N N N N N N Towd Point Mortgage Trust N/A Towd Point Mortgage Trust 2020-4 89179JAA4 362021.55000000 PA USD 367989.51000000 0.029332366774 Long ABS-O CORP US N 2 2060-10-25 Fixed 1.75000000 N N N N N N Republic of Panama 549300SHS4T08CL0LP14 Panama Government International Bond 698299BD5 200000.00000000 PA USD 218234.00000000 0.017395386435 Long DBT NUSS PA N 2 2024-09-22 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810SR0 2860000.00000000 PA USD 2327939.44000000 0.185559565226 Long DBT UST US N 2 2040-05-15 Fixed 1.13000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 Eversource Energy 30040WAD0 1320000.00000000 PA USD 1408766.65000000 0.112292494635 Long DBT CORP US N 2 2024-10-01 Fixed 2.90000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 PNC Financial Services Group Inc/The 693475AK1 479000.00000000 PA USD 487047.20000000 0.038822430310 Long DBT CORP US N 2 2021-08-01 Fixed 6.75000000 N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 3140HMN59 563433.37000000 PA USD 615470.59000000 0.049059031831 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.50000000 N N N N N N SWITCH LTD N/A Switch Ltd 87105NAA8 68000.00000000 PA USD 67088.46000000 0.005347607096 Long DBT CORP US N 2 2028-09-15 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X5WX7 1091321.50000000 PA USD 1152715.78000000 0.091882733412 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.50000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 First Quantum Minerals Ltd 335934AT2 245000.00000000 PA USD 263068.75000000 0.020969154968 Long DBT CORP CA N 2 2027-10-15 Fixed 6.88000000 N N N N N N Jefferies Group LLC NY9Q8VBNB6D1L6YV0J84 Jefferies Group LLC 472319AL6 500000.00000000 PA USD 539472.83000000 0.043001266298 Long DBT CORP US N 2 2023-01-20 Fixed 5.13000000 N N N N N N CIM Trust N/A CIM Trust 2020-INV1 12560AAB0 1035421.02000000 PA USD 1045059.55000000 0.083301477865 Long ABS-MBS CORP US N 2 2050-04-25 Variable 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X9UW3 2479902.89000000 PA USD 2715006.41000000 0.216412592342 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4.50000000 N N N N N N Metlife Securitization Trust N/A METLIFE SECURITIZATION TRUST 2020-1 59166CAE9 880005.46000000 PA USD 888722.79000000 0.070839907467 Long ABS-MBS CORP US N 2 2050-05-25 Variable 2.50000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 Natwest Group PLC 780097BB6 643000.00000000 PA USD 659698.71000000 0.052584446014 Long DBT CORP GB N 2 2021-08-15 Fixed 8.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202FEH5 209602.48000000 PA USD 235164.55000000 0.018744917030 Long ABS-MBS USGA US N 2 2040-02-20 Fixed 4.50000000 N N N N N N MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 Macquarie Group Ltd 55608JAR9 943000.00000000 PA USD 925515.99000000 0.073772685733 Long DBT CORP AU N 2 2027-01-12 Fixed 1.34000000 N N N N N N CDW LLC/CDW FINANCE N/A CDW LLC / CDW Finance Corp 12513GBA6 450000.00000000 PA USD 494025.75000000 0.039378689069 Long DBT CORP US N 2 2024-12-01 Fixed 5.50000000 N N N N N N EDGEWELL PERSONAL CARE 549300CY8QZDL4Z3RU59 Edgewell Personal Care Co 28035QAB8 174000.00000000 PA USD 173317.05000000 0.013815065758 Long DBT CORP US N 2 2029-04-01 Fixed 4.13000000 N N N N N N Small Business Administration Participation Certs N/A United States Small Business Administration 83162CWE9 850969.26000000 PA USD 894023.45000000 0.071262421965 Long ABS-O USGA US N 2 2034-04-01 Fixed 3.11000000 N N N N N N NRZ Excess Spread Collateralized Notes N/A New Residential Mortgage LLC 2018-FNT2 64829TAH4 92257.70000000 PA USD 92412.49000000 0.007366180224 Long ABS-O CORP US N 2 2054-07-25 Fixed 3.79000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140QBHE1 108729.43000000 PA USD 118365.85000000 0.009434917114 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.00000000 N N N N N N NEWMONT CORP 549300VSP3RIX7FGDZ51 Newmont Corp 651639AX4 150000.00000000 PA USD 154373.28000000 0.012305061818 Long DBT CORP US N 2 2029-10-01 Fixed 2.80000000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 Crown Castle International Corp 22822VAH4 492000.00000000 PA USD 536605.43000000 0.042772706444 Long DBT US N 2 2027-09-01 Fixed 3.65000000 N N N N N N CENTURY COMMUNITIES 5299002QMB2O7ZL1CA26 Century Communities Inc 156504AL6 240000.00000000 PA USD 255802.80000000 0.020389987615 Long DBT CORP US N 2 2027-06-01 Fixed 6.75000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp 68389XCC7 1200000.00000000 PA USD 1209345.40000000 0.096396668562 Long DBT CORP US N 2 2026-03-25 Fixed 1.65000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264ABJ3 179000.00000000 PA USD 175237.42000000 0.013968138048 Long DBT CORP US N 2 2031-02-15 Fixed 2.55000000 N N N N N N AUST & NZ BANKING GRP/UK JHE42UYNWWTJB8YTTU19 Australia & New Zealand Banking Group Ltd/United Kingdom 05254HAA2 130000.00000000 PA USD 151760.05000000 0.012096761802 Long DBT CORP AU N 2 2026-06-15 Fixed 6.75000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179TCX1 375878.61000000 PA USD 400118.75000000 0.031893381766 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 3.50000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 Natwest Group PLC 78009PEH0 210000.00000000 PA USD 242878.66000000 0.019359807122 Long DBT CORP GB N 2 2030-01-27 Fixed 5.08000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 Williams Cos Inc/The 969457BV1 95000.00000000 PA USD 116583.75000000 0.009292866296 Long DBT CORP US N 2 2044-06-24 Fixed 5.75000000 N N N N N N Navient Student Loan Trust N/A Navient Student Loan Trust 2020-2 63942HAA9 360041.60000000 PA USD 352446.02000000 0.028093398442 Long ABS-O CORP US N 2 2069-08-26 Fixed 1.32000000 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 Mastercard Inc 57636QAQ7 258000.00000000 PA USD 291963.01000000 0.023272310381 Long DBT CORP US N 2 2050-03-26 Fixed 3.85000000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 Santander Holdings USA Inc 80282KAZ9 717000.00000000 PA USD 757196.17000000 0.060355948132 Long DBT CORP US N 2 2026-10-05 Fixed 3.24000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A Freddie Mac Multifamily Structured Pass Through Certificates 3137FKSJ6 200000.00000000 PA USD 229784.02000000 0.018316036110 Long ABS-MBS USGSE US N 2 2028-12-25 Variable 3.92000000 N N N N N N Freddie Mac N/A Freddie Mac Pool 3132DV4J1 6715.73000000 PA USD 7087.53000000 0.000564945531 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.50000000 N N N N N N CDW LLC/CDW FINANCE N/A CDW LLC / CDW Finance Corp 12513GBF5 124000.00000000 PA USD 122605.00000000 0.009772818873 Long DBT CORP US N 2 2029-02-15 Fixed 3.25000000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 Standard Industries Inc/NJ 853496AH0 118000.00000000 PA USD 111952.50000000 0.008923710328 Long DBT CORP US N 2 2031-01-15 Fixed 3.38000000 N N N N N N Santander Drive Auto Receivables Trust N/A Santander Drive Auto Receivables Trust 2020-2 80285RAF5 500000.00000000 PA USD 506980.10000000 0.040411277595 Long ABS-O CORP US N 2 2025-09-15 Fixed 1.46000000 N N N N N N Morgan Stanley Capital I Trust N/A Morgan Stanley Capital I Trust 2017-CLS 61691LAL3 212000.00000000 PA USD 212212.93000000 0.016915448206 Long ABS-MBS CORP US N 2 2034-11-15 Floating 1.51000000 N N N N N N Freddie Mac - SCRT N/A Seasoned Credit Risk Transfer Trust Series 2020-1 35563PNP0 1384212.30000000 PA USD 1439941.79000000 0.114777458516 Long ABS-MBS USGSE US N 2 2059-08-25 Fixed 2.50000000 N N N N N N Natixis Commercial Mortgage Securities N/A Natixis Commercial Mortgage Securities Trust 2018-285M 63874FAJ6 95000.00000000 PA USD 96494.94000000 0.007691591458 Long ABS-MBS CORP US N 2 2032-11-15 Variable 3.79000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 Netflix Inc 64110LAS5 630000.00000000 PA USD 717280.20000000 0.057174254523 Long DBT CORP US N 2 2028-04-15 Fixed 4.88000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 Credit Suisse Group AG 225401AR9 235000.00000000 PA USD 237937.50000000 0.018965948294 Long DBT CORP CH N 2 2027-02-11 Fixed 5.25000000 N N N N N N TRANSCONT GAS PIPE LINE N/A Transcontinental Gas Pipe Line Co LLC 893574AM5 500000.00000000 PA USD 568548.12000000 0.045318851575 Long DBT CORP US N 2 2048-03-15 Fixed 4.60000000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 Daimler Finance North America LLC 233851DU5 1135000.00000000 PA USD 1164430.45000000 0.092816507304 Long DBT CORP US N 2 2022-08-15 Fixed 2.55000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae 21H022648 2500000.00000000 PA USD 2577880.88000000 0.205482345063 Long ABS-MBS USGA US N 2 2051-04-21 Fixed 2.50000000 N N N N N N CONTL AIRLINES 2007-1 N/A Continental Airlines 2007-1 Class A Pass Through Trust 21079NAA9 798915.34000000 PA USD 815703.02000000 0.065019516892 Long DBT CORP US N 2 2022-04-19 Fixed 5.98000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 060505FP4 160000.00000000 PA USD 169620.42000000 0.013520408154 Long DBT CORP US N 2 2024-06-20 Fixed 5.13000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 American Tower Corp 03027XAW0 239000.00000000 PA USD 260414.95000000 0.020757621126 Long DBT US N 2 2029-08-15 Fixed 3.80000000 N N N N N N NOVA Chemicals Corp 5493007M1XGU5E55ZJ25 NOVA Chemicals Corp 66977WAQ2 300000.00000000 PA USD 314062.50000000 0.025033856101 Long DBT CORP CA N 2 2024-06-01 Fixed 4.88000000 N N N N N N DRB Prime Student Loan Trust N/A Laurel Road Prime Student Loan Trust 2017-C 518889AC4 162410.12000000 PA USD 165040.25000000 0.013155323763 Long ABS-O CORP US N 2 2042-11-25 Fixed 2.81000000 N N N N N N US CONCRETE INC 549300J94Q38BL8BMH45 US Concrete Inc 90333LAT9 108000.00000000 PA USD 111442.50000000 0.008883058335 Long DBT CORP US N 2 2029-03-01 Fixed 5.13000000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 Santander Holdings USA Inc 80282KBB1 651000.00000000 PA USD 697646.48000000 0.055609254813 Long DBT CORP US N 2 2025-06-02 Fixed 3.45000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397ZU0 915000.00000000 PA USD 934727.40000000 0.074506925295 Long DBT CORP US N 2 2022-11-01 Fixed 3.35000000 N N N N N N UNITED AIR 2016-1 B PTT N/A United Airlines 2016-1 Class B Pass Through Trust 90933HAA3 370041.67000000 PA USD 366181.73000000 0.029188269009 Long DBT CORP US N 2 2026-01-07 Fixed 3.65000000 N N N N N N NEWMONT CORP 549300VSP3RIX7FGDZ51 Newmont Corp 651639AY2 435000.00000000 PA USD 423788.45000000 0.033780088596 Long DBT CORP US N 2 2030-10-01 Fixed 2.25000000 N N N N N N GRAHAM PACKAGING/GPC CAP N/A Graham Packaging Co Inc 384701AA6 20000.00000000 PA USD 21312.50000000 0.001698814911 Long DBT CORP US N 2 2028-08-15 Fixed 7.13000000 N N N N N N General Motors N/A GMF Floorplan Owner Revolving Trust 361886CD4 495000.00000000 PA USD 527941.76000000 0.042082127123 Long ABS-O CORP US N 2 2026-04-15 Fixed 2.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3135G0V34 315000.00000000 PA USD 334667.93000000 0.026676310611 Long DBT USGSE US N 2 2024-02-05 Fixed 2.50000000 N N N N N N World OMNI Select Auto Trust N/A World Omni Select Auto Trust 2019-A 98163BAE2 200000.00000000 PA USD 206362.36000000 0.016449100497 Long ABS-O CORP US N 2 2025-12-15 Fixed 2.38000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3132GUSM7 761080.77000000 PA USD 844569.10000000 0.067320426084 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4.00000000 N N N N N N Towd Point Mortgage Trust N/A Towd Point Mortgage Trust 2019-HY3 89177XAA5 65239.93000000 PA USD 65879.65000000 0.005251253104 Long ABS-MBS CORP US N 2 2059-10-25 Floating 1.11000000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 Ares Capital Corp 04010LAZ6 353000.00000000 PA USD 372108.73000000 0.029660708938 Long DBT CORP US N 2 2026-01-15 Fixed 3.88000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46625HKK5 555000.00000000 PA USD 556173.83000000 0.044332499510 Long DBT CORP US N 2 2021-05-01 Variable 4.01000000 N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 Shell International Finance BV 822582AN2 950000.00000000 PA USD 1269414.32000000 0.101184749596 Long DBT CORP NL N 2 2040-03-25 Fixed 5.50000000 N N N N N N Santander Drive Auto Receivables Trust N/A Santander Drive Auto Receivables Trust 2020-3 80285WAF4 600000.00000000 PA USD 604954.50000000 0.048220796500 Long ABS-O CORP US N 2 2026-01-15 Fixed 1.12000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61744YAK4 945000.00000000 PA USD 1030536.64000000 0.082143859750 Long DBT CORP US N 2 2028-07-22 Fixed 3.59000000 N N N N N N LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 Lumen Technologies Inc 156700AX4 350000.00000000 PA USD 387007.25000000 0.030848266847 Long DBT CORP US N 2 2023-12-01 Fixed 6.75000000 N N N N N N ADANI PORTS AND SPECIAL 335800QOAXP5TM7OYP69 Adani Ports & Special Economic Zone Ltd 00652MAH5 323000.00000000 PA USD 306647.78000000 0.024442830323 Long DBT CORP IN N 2 2031-02-02 Fixed 3.10000000 N N N N N N TAYLOR MORRISON COMM 549300O1Z08HI2MRK572 Taylor Morrison Communities Inc 87724RAG7 175000.00000000 PA USD 189000.00000000 0.015065150418 Long DBT CORP US N 2 2027-07-15 Fixed 6.63000000 N N N N N N Jack in the Box Funding, LLC N/A Jack In The Box Funding LLC 466365AA1 241177.50000000 PA USD 248302.37000000 0.019792129911 Long ABS-O CORP US N 2 2049-08-25 Fixed 3.98000000 N N N N N N Towd Point Mortgage Trust N/A Towd Point Mortgage Trust 2019-4 89178BAA2 271421.65000000 PA USD 283953.13000000 0.022633844524 Long ABS-MBS CORP US N 2 2059-10-25 Variable 2.90000000 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Trust 2020-GSA2 36264KAW0 1143000.00000000 PA USD 1136220.87000000 0.090567927590 Long ABS-MBS CORP US N 2 2053-12-12 Fixed 1.66000000 N N N N N N SELECT MEDICAL CORP 549300X05KS0JKR8CB50 Select Medical Corp 816196AT6 193000.00000000 PA USD 205409.90000000 0.016373180110 Long DBT CORP US N 2 2026-08-15 Fixed 6.25000000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 Petrobras Global Finance BV 71647NBE8 692000.00000000 PA USD 720098.66000000 0.057398913379 Long DBT CORP NL N 2 2030-01-15 Fixed 5.09000000 N N N N N N COSTAR GROUP INC N/A CoStar Group Inc 22160NAA7 451000.00000000 PA USD 441337.64000000 0.035178930855 Long DBT CORP US N 2 2030-07-15 Fixed 2.80000000 N N N N N N SUNOCO LP/FINANCE CORP N/A Sunoco LP / Sunoco Finance Corp 86765LAR8 77000.00000000 PA USD 76855.63000000 0.006126146171 Long DBT CORP US N 2 2029-05-15 Fixed 4.50000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: B8A8XD8S0 IRS USD R V 12MFEDL B8A8XD8S0_FLO CCPOIS / Short: B8A8XD8S0 IRS USD P F .36150 B8A8XD8S0_FIX CCPOIS 000000000 7880000.00000000 OU Notional Amount USD 171202.38000000 0.013646505855 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-02-02 92166.94000000 USD 0.00000000 USD 7880000.00000000 USD 79035.44000000 N N N Credit Suisse Mortgage Trust N/A CSMC 2019-AFC1 Trust 12596XAA0 219377.40000000 PA USD 222750.92000000 0.017755429182 Long ABS-MBS CORP US N 2 2049-07-25 Variable 2.57000000 N N N N N N General Motors Co 54930070NSV60J38I987 General Motors Co 37045VAH3 440000.00000000 PA USD 509320.28000000 0.040597812852 Long DBT CORP US N 2 2035-04-01 Fixed 5.00000000 N N N N N N BELLEMEADE RE LT 254900SCWI9IDKK5LV64 Bellemeade Re 2019-3 Ltd 07877GAA7 67285.97000000 PA USD 67320.90000000 0.005366134840 Long ABS-MBS CORP BM Y 2 2029-07-25 Floating 1.21000000 N N N N N N Digital Realty Trust LP CD4SPTZ3YBTHY0C1AH38 Digital Realty Trust LP 25389JAR7 1494000.00000000 PA USD 1647464.79000000 0.131319073385 Long DBT US N 2 2027-08-15 Fixed 3.70000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128PXTU0 111463.11000000 PA USD 118994.73000000 0.009485045007 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 3.50000000 N N N N N N CREDIT AGRICOLE LONDON 969500TJ5KRTCJQWXH05 Credit Agricole SA/London 22535WAE7 250000.00000000 PA USD 265890.32000000 0.021194061722 Long DBT CORP FR N 2 2023-04-24 Fixed 3.75000000 N N N N N N H&E EQUIPMENT SERVICES N/A H&E Equipment Services Inc 404030AJ7 262000.00000000 PA USD 255122.50000000 0.020335761045 Long DBT CORP US N 2 2028-12-15 Fixed 3.88000000 N N N N N N CHARLES RIVER LABORATORI 549300BSQ0R4UZ5KX287 Charles River Laboratories International Inc 159864AE7 50000.00000000 PA USD 51584.50000000 0.004111789691 Long DBT CORP US N 2 2028-05-01 Fixed 4.25000000 N N N N N N Small Business Administration Participation Certs N/A United States Small Business Administration 83162CVS9 2159639.91000000 PA USD 2252490.17000000 0.179545519715 Long ABS-O USGA US N 2 2033-08-01 Fixed 3.16000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 Centene Corp 15135BAW1 328000.00000000 PA USD 327865.52000000 0.026134091934 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202FQ74 553167.41000000 PA USD 620643.97000000 0.049471400868 Long ABS-MBS USGA US N 2 2041-03-20 Fixed 4.50000000 N N N N N N Michigan Finance Authority 54930022O46HOX5J1D14 MICHIGAN ST FIN AUTH REVENUE 59447TXA6 715000.00000000 PA USD 729090.22000000 0.058115628744 Long DBT MUN US N 2 2049-09-01 Floating 2.37000000 N N N N N N PECO ENERGY CO YH65D4JBECK76IFEJ279 PECO Energy Co 693304BA4 415000.00000000 PA USD 408234.23000000 0.032540264977 Long DBT CORP US N 2 2051-03-15 Fixed 3.05000000 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 Lockheed Martin Corp 539830BQ1 712000.00000000 PA USD 671203.29000000 0.053501473676 Long DBT CORP US N 2 2050-06-15 Fixed 2.80000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp 060505EU4 621000.00000000 PA USD 714538.13000000 0.056955684697 Long DBT CORP US N 2 2026-03-10 Fixed 6.30000000 N N N N N N Carlyle Global Market Strategies Euro 635400AWOJYIRR64GJ58 Carlyle Euro CLO 2017-2 DAC 000000000 2500000.00000000 PA 2938248.59000000 0.234207179756 Long ABS-CBDO CORP IE N 2 2030-08-15 Floating 0.63000000 N N N N N N UMBS N/A UMBS 3132AEKM7 1431139.35000000 PA USD 1504885.79000000 0.119954131155 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.00000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VGK4 163000.00000000 PA USD 164946.16000000 0.013147823869 Long DBT CORP US N 2 2041-03-22 Fixed 3.40000000 N N N N N N Irvine Core Office Trust N/A Irvine Core Office Trust 2013-IRV 46361TAC6 215000.00000000 PA USD 225581.53000000 0.017981056513 Long ABS-MBS CORP US N 2 2048-05-15 Variable 3.17000000 N N N N N N Ford Credit Floorplan Master Owner Trust 5493001DTG5N7T8BG747 Ford Credit Floorplan Master Owner Trust A 34528QGD0 1200000.00000000 PA USD 1264156.68000000 0.100765664212 Long ABS-O CORP US N 2 2025-03-15 Fixed 3.17000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 3140HED58 756492.41000000 PA USD 830392.79000000 0.066190435383 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.50000000 N N N N N N TRIDENT TPI HOLDINGS INC 549300TPLK304J3RNC85 Trident TPI Holdings Inc 89616RAA7 55000.00000000 PA USD 56162.98000000 0.004476739373 Long DBT CORP US N 2 2025-11-01 Fixed 6.63000000 N N N N N N JW ALUMINUM CONT CAST CO 5493008HJ8BWQC8XAF08 JW Aluminum Continuous Cast Co 46648XAA6 107000.00000000 PA USD 113533.42000000 0.009049725131 Long DBT CORP US N 2 2026-06-01 Fixed 10.25000000 N N N N N N FS LUXEMBOURG SARL 222100EKR3JUJPGGOY81 FS Luxembourg Sarl 30315XAB0 321000.00000000 PA USD 354038.93000000 0.028220368964 Long DBT CORP LU N 2 2025-12-15 Fixed 10.00000000 N N N N N MATCH GROUP HLD II LLC N/A Match Group Holdings II LLC 57665RAL0 162000.00000000 PA USD 162733.86000000 0.012971481899 Long DBT CORP US N 2 2030-08-01 Fixed 4.13000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3132XUSA4 312564.79000000 PA USD 336830.99000000 0.026848727670 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3132WF4C0 761480.75000000 PA USD 801790.43000000 0.063910547257 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.00000000 N N N N N N Credit Suisse Mortgage Trust N/A CSMC 2018-RPL9 Trust 12654PAE8 366209.04000000 PA USD 390164.60000000 0.031099938554 Long ABS-MBS CORP US N 2 2057-09-25 Variable 3.85000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 Credit Agricole SA 225313AM7 536000.00000000 PA USD 551269.69000000 0.043941591538 Long DBT CORP FR N 2 2030-01-14 Fixed 3.25000000 N N N N N N UNITED AIR 2014-2 B PTT N/A United Airlines 2014-2 Class B Pass Through Trust 90932QAB2 90140.25000000 PA USD 92126.04000000 0.007343347354 Long DBT CORP US N 2 2022-09-03 Fixed 4.63000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GGR4 755000.00000000 PA USD 819416.55000000 0.065315521591 Long DBT CORP US N 2 2028-07-21 Fixed 3.59000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140KAL61 847121.39000000 PA USD 888523.88000000 0.070824052392 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.00000000 N N N N N N LIFE TIME INC 549300PALKE96VYH4X17 Life Time Inc 53190FAC9 116000.00000000 PA USD 119770.00000000 0.009546841616 Long DBT CORP US N 2 2026-04-15 Fixed 8.00000000 N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Barclays Bank PLC 06739GCR8 1053000.00000000 PA USD 1067692.94000000 0.085105580642 Long DBT CORP GB N 2 2022-05-12 Fixed 1.70000000 N N N N N N GCAT N/A GCAT 2019-4 LLC 36167WAA0 682132.65000000 PA USD 693376.24000000 0.055268874877 Long ABS-MBS CORP US N 2 2049-11-26 Variable 3.23000000 N N N N N N MARTIN MARIETTA MATERIAL 5299005MZ4WZECVATV08 Martin Marietta Materials Inc 573284AN6 230000.00000000 PA USD 252218.33000000 0.020104270262 Long DBT CORP US N 2 2024-07-02 Fixed 4.25000000 N N N N N N Towd Point Mortgage Trust N/A Towd Point Mortgage Trust 2018-4 89175TAA6 336478.54000000 PA USD 351485.11000000 0.028016804507 Long ABS-MBS CORP US N 2 2058-06-25 Variable 3.00000000 N N N N N N Credit Suisse Mortgage Trust N/A CSMC 2020-AFC1 Trust 12597MAA3 344942.78000000 PA USD 350459.62000000 0.027935062914 Long ABS-MBS CORP US N 2 2050-02-25 Variable 2.24000000 N N N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 PayPal Holdings Inc 70450YAE3 582000.00000000 PA USD 606617.94000000 0.048353388954 Long DBT CORP US N 2 2029-10-01 Fixed 2.85000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Strip Coupon 912834DU9 360000.00000000 PA USD 235753.86000000 0.018791890807 Long DBT UST US N 2 2038-11-15 None 0.00000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 31417DZZ9 192617.71000000 PA USD 199551.10000000 0.015906176389 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 2.50000000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 Credit Agricole SA 225313AD7 225000.00000000 PA USD 252984.38000000 0.020165331947 Long DBT CORP FR N 2 2024-01-23 Fixed 7.88000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3132L8EV5 278701.42000000 PA USD 295325.95000000 0.023540369624 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36177RFJ5 892051.81000000 PA USD 969548.61000000 0.077282516652 Long ABS-MBS USGA US N 2 2042-09-20 Fixed 4.00000000 N N N N N N Ford Credit Floorplan Master Owner Trust 5493001DTG5N7T8BG747 Ford Credit Floorplan Master Owner Trust A 34528QGH1 2564000.00000000 PA USD 2608929.74000000 0.207957243191 Long ABS-O CORP US N 2 2023-10-15 Fixed 3.52000000 N N N N N N TAYLOR MORRISON COMM 549300O1Z08HI2MRK572 Taylor Morrison Communities Inc 87724RAJ1 150000.00000000 PA USD 159656.25000000 0.012726166250 Long DBT CORP US N 2 2030-08-01 Fixed 5.13000000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 DaVita Inc 23918KAS7 312000.00000000 PA USD 317740.80000000 0.025327052624 Long DBT CORP US N 2 2030-06-01 Fixed 4.63000000 N N N N N N PLAINS ALL AMER PIPELINE N/A Plains All American Pipeline LP / PAA Finance Corp 72650RBA9 50000.00000000 PA USD 50650.30000000 0.004037324805 Long DBT CORP US N 2 2042-06-01 Fixed 5.15000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 Ford Motor Co 345370CQ1 175000.00000000 PA USD 176513.75000000 0.014069874045 Long DBT CORP US N 2 2043-01-15 Fixed 4.75000000 N N N N N N LIONS GATE CAPITAL HOLD 549300MWJHNLR35C0837 Lions Gate Capital Holdings LLC 53627NAE1 420000.00000000 PA USD 421096.20000000 0.033565489912 Long DBT CORP US N 2 2029-04-15 Fixed 5.50000000 N N N N N N COLT Funding LLC N/A COLT 2020-1 Mortgage Loan Trust 12597KAA7 81309.18000000 PA USD 82142.40000000 0.006547553501 Long ABS-MBS CORP US N 2 2050-02-25 Variable 2.49000000 N N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 ViacomCBS Inc 124857AM5 1000000.00000000 PA USD 1083828.07000000 0.086391708475 Long DBT CORP US N 2 2024-08-15 Fixed 3.70000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A BBCMS Mortgage Trust 2021-C9 05493EAY8 1273000.00000000 PA USD 1260479.28000000 0.100472539428 Long ABS-MBS CORP US N 2 2054-02-15 Fixed 2.30000000 N N N N N N LEVEL 3 FINANCING INC N/A Level 3 Financing Inc 527298BP7 1279000.00000000 PA USD 1356513.80000000 0.108127430905 Long DBT CORP US N 2 2027-03-01 Fixed 3.40000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 Post Holdings Inc 737446AP9 166000.00000000 PA USD 177964.45000000 0.014185509038 Long DBT CORP US N 2 2029-12-15 Fixed 5.50000000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 Travel + Leisure Co 98310WAQ1 135000.00000000 PA USD 140167.80000000 0.011172745982 Long DBT CORP US N 2 2030-03-01 Fixed 4.63000000 N N N N N N BRITISH AIR 20-1 B PPT N/A British Airways 2020-1 Class B Pass Through Trust 11042WAA4 148470.90000000 PA USD 169307.08000000 0.013495431889 Long DBT CORP US N 2 2028-11-15 Fixed 8.38000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MJY95 102466.91000000 PA USD 113590.15000000 0.009054247067 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4.50000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46625HRY8 3605000.00000000 PA USD 3981456.74000000 0.317361082915 Long DBT CORP US N 2 2028-02-01 Fixed 3.78000000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 Xcel Energy Inc 98389BAY6 1100000.00000000 PA USD 1183263.24000000 0.094317665051 Long DBT CORP US N 2 2030-06-01 Fixed 3.40000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A Freddie Mac Multifamily Structured Pass Through Certificates 3137FKSH0 913000.00000000 PA USD 1048712.34000000 0.083592640991 Long ABS-MBS USGSE US N 2 2028-11-25 Variable 3.86000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 6174468Q5 1085000.00000000 PA USD 1121289.28000000 0.089377733679 Long DBT CORP US N 2 2026-04-28 Fixed 2.19000000 N N N N N N BX Trust N/A BX Commercial Mortgage Trust 2020-VKNG 12433YAA5 476000.00000000 PA USD 477482.79000000 0.038060053192 Long ABS-MBS CORP US N 2 2037-10-15 Floating 1.04000000 N N N N N N State of Qatar 52990074F6OJOAXK4P65 Qatar Government International Bond 74727PAZ4 301000.00000000 PA USD 323445.87000000 0.025781802559 Long DBT NUSS QA N 2 2024-03-14 Fixed 3.38000000 N N N N N N Natixis Commercial Mortgage Securities N/A Natixis Commercial Mortgage Securities Trust 2018-ALXA 63874GAG0 165000.00000000 PA USD 170051.84000000 0.013554796552 Long ABS-MBS CORP US N 2 2043-01-15 Variable 4.32000000 N N N N N N Kraft Heinz Foods Co 5493003STKEZ2S0RNU91 Kraft Heinz Foods Co 50076QAE6 126000.00000000 PA USD 141658.48000000 0.011291567773 Long DBT CORP US N 2 2042-06-04 Fixed 5.00000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 Barclays PLC 06738EBD6 400000.00000000 PA USD 460106.40000000 0.036674984784 Long DBT CORP GB N 2 2029-05-16 Fixed 4.97000000 N N N N N N NRZ Excess Spread Collateralized Notes N/A NRZ Excess Spread-Collateralized Notes 64829TAA9 148061.12000000 PA USD 148580.59000000 0.011843327711 Long ABS-O CORP US N 2 2023-05-25 Fixed 3.61000000 N N N N N N DataBank Issuer LLC N/A DataBank Issuer 23802WAA9 136000.00000000 PA USD 135188.64000000 0.010775858182 Long ABS-O CORP US N 2 2051-02-27 Fixed 2.06000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Strip Coupon 912834EP9 255000.00000000 PA USD 163578.84000000 0.013038835078 Long DBT UST US N 2 2039-08-15 None 0.00000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 31419AQX8 226721.94000000 PA USD 270260.85000000 0.021542435753 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 6.00000000 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 Yum! Brands Inc 988498AL5 153000.00000000 PA USD 161996.40000000 0.012912699117 Long DBT CORP US N 2 2030-01-15 Fixed 4.75000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC 126307BF3 270000.00000000 PA USD 254812.50000000 0.020311051010 Long DBT CORP US N 2 2031-02-15 Fixed 3.38000000 N N N N N N BENCHMARK Mortgage Trust N/A Benchmark 2019-B15 Mortgage Trust 08160KAD6 1350000.00000000 PA USD 1381700.16000000 0.110135030386 Long ABS-MBS CORP US N 2 2072-12-15 Fixed 2.67000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X4MQ6 467058.73000000 PA USD 520556.05000000 0.041493413726 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 5.00000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VER1 825000.00000000 PA USD 944786.58000000 0.075308740426 Long DBT CORP US N 2 2028-09-21 Fixed 4.33000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: S8A8UMPA3 IRS USD R F 2.20500 B8A8UMPA3_FIX CCPINFLATIONZERO / Short: S8A8UMPA3 IRS USD P V 12MUSCPI B8A8UMPA3_FLO CCPINFLATIONZERO 000000000 920000.00000000 OU Notional Amount USD -18095.89000000 -0.00144241960 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-01-12 105.61000000 USD 0.00000000 USD 920000.00000000 USD -18201.50000000 N N N BRE Grand Islander Timeshare Issuer N/A BRE Grand Islander Timeshare Issuer 2019-A LLC 05588UAA0 90623.13000000 PA USD 95000.44000000 0.007572465176 Long ABS-O CORP US N 2 2033-09-26 Fixed 3.28000000 N N N N N N Tenet Healthcare Corp 0W9AIBT6U6ADJ2I8HK17 Tenet Healthcare Corp 88033GCS7 400000.00000000 PA USD 407100.00000000 0.032449855741 Long DBT CORP US N 2 2024-07-15 Fixed 4.63000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 Air Lease Corp 00914AAJ1 180000.00000000 PA USD 186815.06000000 0.014890989308 Long DBT CORP US N 2 2026-01-15 Fixed 2.88000000 N N N N N N Legacy Mortgage Asset Trust N/A Legacy Mortgage Asset Trust 2019-PR1 52475MAB4 805284.25000000 PA USD 847582.61000000 0.067560632335 Long ABS-MBS CORP US N 2 2059-09-25 Variable 3.86000000 N N N N N N OWENS-BROCKWAY V2UQUCDZJ9WY98W8QU33 Owens-Brockway Glass Container Inc 69073TAT0 146000.00000000 PA USD 158994.00000000 0.012673378442 Long DBT CORP US N 2 2027-05-13 Fixed 6.63000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38148LAC0 140000.00000000 PA USD 151181.88000000 0.012050675993 Long DBT CORP US N 2 2025-01-23 Fixed 3.50000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp 68389XBT1 1542000.00000000 PA USD 1618699.05000000 0.129026162274 Long DBT CORP US N 2 2025-04-01 Fixed 2.50000000 N N N N N N UNIVERSAL HEALTH SVCS 549300YGMGQDO0NMJD09 Universal Health Services Inc 913903AT7 436000.00000000 PA USD 448452.16000000 0.035746027755 Long DBT CORP US N 2 2026-06-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X8SZ1 74999.79000000 PA USD 80262.28000000 0.006397689529 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 4.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A Freddie Mac Multifamily Structured Pass Through Certificates 3137AYCF6 24538743.38000000 PA USD 230489.96000000 0.018372306440 Long ABS-MBS USGSE US N 2 2022-10-25 Variable 0.79000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030NAK7 20000.00000000 PA USD 28304.60000000 0.002256153738 Long DBT CORP US N 2 2035-11-15 Fixed 6.50000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 State Street Corp 857477BP7 1365000.00000000 PA USD 1330202.00000000 0.106030122838 Long DBT CORP US N 2 2031-03-03 Fixed 2.20000000 N N N N N N New Jersey Transportation Trust Fund Authority 549300YUVD5TEXR6L889 NEW JERSEY ST TRANSPRTN TRUST FUND AUTH 6461366R7 327000.00000000 PA USD 344996.18000000 0.027499573255 Long DBT MUN US N 2 2039-06-15 Fixed 4.08000000 N N N N N N SUNOCO LOGISTICS PARTNER 5493006LL0CKP8WQW329 Sunoco Logistics Partners Operations LP 86765BAT6 399000.00000000 PA USD 429630.65000000 0.034245769134 Long DBT CORP US N 2 2026-07-15 Fixed 3.90000000 N N N N N N Telos CLO Ltd 25490083G97ZZN6SR263 Telos Clo 2013-3 Ltd 87969DAL1 166777.67000000 PA USD 167008.29000000 0.013312195819 Long ABS-CBDO CORP KY N 2 2026-07-17 Floating 1.52000000 N N N N N N Home Equity Asset Trust N/A Home Equity Asset Trust 22541QY30 133516.83000000 PA USD 133766.80000000 0.010662523613 Long ABS-MBS CORP US N 2 2034-04-25 Floating 1.19000000 N N N N N N CARGILL INC QXZYQNMR4JZ5RIRN4T31 Cargill Inc 141781BQ6 840000.00000000 PA USD 792991.42000000 0.063209180013 Long DBT CORP US N 2 2031-02-02 Fixed 1.70000000 N N N N N N SENSATA TECHNOLOGIES INC N/A Sensata Technologies Inc 81728UAB0 115000.00000000 PA USD 113526.85000000 0.009049201437 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N TOTAL PLAY TELECOM 4469000001BSAPAMOQ06 Total Play Telecomunicaciones SA de CV 89157FAA8 383000.00000000 PA USD 383383.00000000 0.030559378638 Long DBT CORP MX N 2 2025-11-12 Fixed 7.50000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 NRG Energy Inc 629377CQ3 50000.00000000 PA USD 48906.25000000 0.003898306945 Long DBT CORP US N 2 2029-02-15 Fixed 3.38000000 N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3135G05Q2 495000.00000000 PA USD 457729.15000000 0.036485494685 Long DBT USGSE US N 2 2030-08-05 Fixed 0.88000000 N N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 Teachers Insurance & Annuity Association of America 878091BC0 34000.00000000 PA USD 49082.79000000 0.003912378911 Long DBT CORP US N 2 2039-12-16 Fixed 6.85000000 N N N N N N REDE D'OR FINANCE SARL 549300FDE772OLJUCP79 Rede D'or Finance Sarl 75735GAA6 428000.00000000 PA USD 420792.48000000 0.033541280454 Long DBT CORP LU N 2 2030-01-22 Fixed 4.50000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 3138LUR72 117856.93000000 PA USD 129967.96000000 0.010359718872 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 4.00000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 Lowe's Cos Inc 548661DV6 212000.00000000 PA USD 260052.53000000 0.020728732703 Long DBT CORP US N 2 2040-04-15 Fixed 5.00000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3132HPFB5 701995.28000000 PA USD 762897.35000000 0.060810387996 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GWV2 815000.00000000 PA USD 893645.47000000 0.071232293259 Long DBT CORP US N 2 2029-04-23 Fixed 3.81000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 Uber Technologies Inc 90353TAF7 259000.00000000 PA USD 279839.14000000 0.022305919243 Long DBT CORP US N 2 2025-05-15 Fixed 7.50000000 N N N N N N Verizon Owner Trust 549300P0XXSIS1ESEJ26 Verizon Owner Trust 2019-B 92349GAA9 3462000.00000000 PA USD 3515077.31000000 0.280186076223 Long ABS-O CORP US N 2 2023-12-20 Fixed 2.33000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810SQ2 16420000.00000000 PA USD 13318159.38000000 1.061587694981 Long DBT UST US N 2 2040-08-15 Fixed 1.13000000 N N N N N N COMM Mortgage Trust N/A COMM 2015-CCRE27 Mortgage Trust 12635QBG4 862000.00000000 PA USD 943698.89000000 0.075222040884 Long ABS-MBS CORP US N 2 2048-10-10 Fixed 3.61000000 N N N N N N AIR CANADA 2015-1A PTT N/A Air Canada 2015-1 Class A Pass Through Trust 009090AA9 690361.15000000 PA USD 692385.43000000 0.055189897620 Long DBT CORP CA N 2 2027-03-15 Fixed 3.60000000 N N N N N N HUDBAY MINERALS INC 549300WI524AL577IX21 Hudbay Minerals Inc 443628AJ1 69000.00000000 PA USD 71798.64000000 0.005723054557 Long DBT CORP CA N 2 2026-04-01 Fixed 4.50000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030NCC3 5000.00000000 PA USD 5587.78000000 0.000445400773 Long DBT CORP US N 2 2047-11-01 Fixed 3.97000000 N N N N N N CHEVRON CORP N/A Chevron Corp 166764BX7 643000.00000000 PA USD 657592.66000000 0.052416573210 Long DBT CORP US N 2 2027-05-11 Fixed 2.00000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 CVS Health Corp 126650DJ6 333000.00000000 PA USD 361898.06000000 0.028846818570 Long DBT CORP US N 2 2030-04-01 Fixed 3.75000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 OneMain Finance Corp 85172FAM1 62000.00000000 PA USD 70636.60000000 0.005630428592 Long DBT CORP US N 2 2025-03-15 Fixed 6.88000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MJYY0 496743.15000000 PA USD 525533.16000000 0.041890138122 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 37045XCY0 954000.00000000 PA USD 1006773.19000000 0.080249680128 Long DBT CORP US N 2 2030-06-21 Fixed 3.60000000 N N N N N N Bacardi Ltd 549300R32WTQNHNN5055 Bacardi Ltd 067316AF6 1300000.00000000 PA USD 1487727.10000000 0.118586415568 Long DBT CORP BM N 2 2028-05-15 Fixed 4.70000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp 674599CS2 75000.00000000 PA USD 70406.25000000 0.005612067442 Long DBT CORP US N 2 2029-08-15 Fixed 3.50000000 N N N N N N Pikes Peak CLO 2549002NRPBIF0UZPU88 Pikes Peak Clo 4 72132WAA7 1250000.00000000 PA USD 1251392.50000000 0.099748234098 Long ABS-CBDO CORP KY N 2 2032-07-15 Floating 1.61000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 Hyundai Capital America 44891ABJ5 1668000.00000000 PA USD 1828670.60000000 0.145762950550 Long DBT CORP US N 2 2023-04-06 Fixed 5.75000000 N N N N N N BERKSHIRE HATHAWAY ENERG 549300JD0S5IZJE9LY15 Berkshire Hathaway Energy Co 59562VAP2 85000.00000000 PA USD 112900.78000000 0.008999297529 Long DBT CORP US N 2 2037-05-15 Fixed 5.95000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VFT6 669000.00000000 PA USD 610871.21000000 0.048692416215 Long DBT CORP US N 2 2040-11-20 Fixed 2.65000000 N N N N N N Arroyo Mortgage Trust N/A Arroyo Mortgage Trust 2019-3 04285AAA3 132220.87000000 PA USD 134807.43000000 0.010745472012 Long ABS-MBS CORP US N 2 2048-10-25 Variable 2.96000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 3138YVER6 215069.98000000 PA USD 231289.75000000 0.018436057533 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3.50000000 N N N N N N CHOICE HOTELS INTL INC 5493003CYRY5RFGTIR97 Choice Hotels International Inc 169905AF3 92000.00000000 PA USD 96699.82000000 0.007707922400 Long DBT CORP US N 2 2029-12-01 Fixed 3.70000000 N N N N N N INFRAESTRUCTURA ENERGETI 715K4H1JYF3O6JOK1411 Infraestructura Energetica Nova SAB de CV 456829AC4 480000.00000000 PA USD 478404.00000000 0.038133482648 Long DBT CORP MX N 2 2051-01-15 Fixed 4.75000000 N N N N N N AMER AIRLN 15-1 A PTT N/A American Airlines 2015-1 Class A Pass Through Trust 023770AA8 730574.87000000 PA USD 711428.62000000 0.056707826306 Long DBT CORP US N 2 2027-05-01 Fixed 3.38000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 31417GM94 168799.66000000 PA USD 187022.42000000 0.014907517930 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 4.00000000 N N N N N N ANTHEM INC 8MYN82XMYQH89CTMTH67 Anthem Inc 036752AN3 146000.00000000 PA USD 143437.18000000 0.011433347578 Long DBT CORP US N 2 2030-05-15 Fixed 2.25000000 N N N N N N Anchorage Capital CLO LTD 54930014PVHLSZJQK139 Anchorage Capital CLO 7 Ltd 03328TBA2 3500000.00000000 PA USD 3504396.00000000 0.279334671240 Long ABS-CBDO CORP KY N 2 2031-01-28 Floating 1.31000000 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Trust 2020-GSA2 36264KAV2 1062000.00000000 PA USD 1022280.35000000 0.081485752604 Long ABS-MBS CORP US N 2 2053-12-12 Fixed 2.01000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3132DWBJ1 4388808.00000000 PA USD 4506060.10000000 0.359177106874 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.50000000 N N N N N N SALLY HOLDINGS/SALLY CAP N/A Sally Holdings LLC / Sally Capital Inc 79546VAL0 320000.00000000 PA USD 330480.00000000 0.026342491588 Long DBT CORP US N 2 2025-12-01 Fixed 5.63000000 N N N N N N VSE VOI Mortgage LLC N/A VSE 2017-A VOI Mortgage LLC 918288AA9 104835.07000000 PA USD 106928.90000000 0.008523280225 Long ABS-O CORP US N 2 2035-03-20 Fixed 2.33000000 N N N N N N Navient Student Loan Trust N/A Navient Private Education Refi Loan Trust 2019-F 63935CAB7 299736.47000000 PA USD 308822.05000000 0.024616140929 Long ABS-O CORP US N 2 2068-08-15 Fixed 2.60000000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust 2021-3 46592KAC6 1980349.52000000 PA USD 2007584.47000000 0.160024137658 Long ABS-MBS CORP US N 2 2051-07-01 Variable 2.50000000 N N N N N N JPMDB Commercial Mortgage Securities Trust N/A JPMDB Commercial Mortgage Securities Trust 2017-C5 46590TAD7 1292656.82000000 PA USD 1380352.34000000 0.110027595936 Long ABS-MBS CORP US N 2 2050-03-15 Fixed 3.41000000 N N N N N N 7-ELEVEN INC 549300K23JPL0SS3LB18 7-Eleven Inc 817826AG5 449000.00000000 PA USD 401554.66000000 0.032007837851 Long DBT CORP US N 2 2051-02-10 Fixed 2.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X5CA9 348482.69000000 PA USD 366180.25000000 0.029188151039 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.00000000 N N N N N N PUBLIC SERVICE ELECTRIC 549300RUHPVD434XUK18 Public Service Electric and Gas Co 74456QCD6 195000.00000000 PA USD 179494.66000000 0.014307481757 Long DBT CORP US N 2 2050-05-01 Fixed 2.70000000 N N N N N N Morgan Stanley Capital I Trust N/A Morgan Stanley Capital I Trust 2019-H6 61769JAZ4 2600000.00000000 PA USD 2745594.80000000 0.218850786502 Long ABS-MBS CORP US N 2 2052-06-15 Fixed 3.16000000 N N N N N N PECO Energy Co YH65D4JBECK76IFEJ279 PECO Energy Co 693304AV9 205000.00000000 PA USD 219706.05000000 0.017512723232 Long DBT CORP US N 2 2047-09-15 Fixed 3.70000000 N N N N N N Dollar Tree Inc 549300PMSTQITB1WHR43 Dollar Tree Inc 256746AH1 807000.00000000 PA USD 905281.02000000 0.072159760512 Long DBT CORP US N 2 2028-05-15 Fixed 4.20000000 N N N N N N PRIME SECSRVC BRW/FINANC N/A Prime Security Services Borrower LLC / Prime Finance Inc 74166MAF3 51000.00000000 PA USD 49533.75000000 0.003948324838 Long DBT CORP US N 2 2027-08-31 Fixed 3.38000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: B8A8UMPF2 IRS USD R V 12MFEDL B8A8UMPF2_FLO CCPOIS / Short: B8A8UMPF2 IRS USD P F .39200 B8A8UMPF2_FIX CCPOIS 000000000 920000.00000000 OU Notional Amount USD 17824.85000000 0.001420815060 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-01-12 103.73000000 USD 0.00000000 USD 920000.00000000 USD 17721.12000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61761JQK8 325000.00000000 PA USD 325494.78000000 0.025945120746 Long DBT CORP US N 2 2021-07-15 Variable 3.85000000 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Corp Trust 2021-RENT 36260XAA4 450000.00000000 PA USD 450390.65000000 0.035900544386 Long ABS-MBS CORP US N 2 2035-11-21 Floating 0.81000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140JN4A5 1701191.73000000 PA USD 1873069.36000000 0.149301966412 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4.50000000 N N N N N N MFRA Trust N/A MFA 2020-NQM3 Trust 552757AA4 246995.45000000 PA USD 247143.45000000 0.019699752640 Long ABS-MBS CORP US N 2 2065-01-26 Variable 1.01000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336VAU4 813000.00000000 PA USD 817065.00000000 0.065128080033 Long DBT CORP US N 2 2023-02-15 Fixed 6.88000000 N N N N N LSC Communications Inc 5493000O7BCKOMYMHF87 LSC Communications Inc 50218PAA5 284000.00000000 PA USD 12070.00000000 0.000962097172 Long DBT CORP US N 2 2023-10-15 None 0.00000000 Y N N N N N TAYLOR MORR COMM/HLDGS N/A Taylor Morrison Communities Inc / Taylor Morrison Holdings II Inc 877249AD4 150000.00000000 PA USD 161250.00000000 0.012853203729 Long DBT CORP XX N 2 2024-03-01 Fixed 5.63000000 N N N N N N QVC Inc 549300WBLU5NKPX5X472 QVC Inc 747262AW3 130000.00000000 PA USD 130325.00000000 0.010388178456 Long DBT CORP US N 2 2034-08-15 Fixed 5.45000000 N N N N N N Lam Research Corp 549300I4GMO6D34U1T02 Lam Research Corp 512807AT5 281000.00000000 PA USD 361628.92000000 0.028825365477 Long DBT CORP US N 2 2049-03-15 Fixed 4.88000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 First Quantum Minerals Ltd 335934AR6 135000.00000000 PA USD 139978.13000000 0.011157627426 Long DBT CORP CA N 2 2026-03-01 Fixed 6.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179SLR6 990962.09000000 PA USD 1045074.00000000 0.083302629672 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.00000000 N N N N N N Onslow Bay Financial LLC N/A OBX 2020-EXP2 Trust 67448VAM2 248932.88000000 PA USD 253196.38000000 0.020182230423 Long ABS-MBS CORP US N 2 2060-05-25 Variable 2.50000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 31418CXP4 149489.18000000 PA USD 162726.38000000 0.012970885670 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179TSJ5 155627.31000000 PA USD 168603.58000000 0.013439356051 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 4.50000000 N N N N N N VISTRA CORP 549300ZH5GKBTJZ7NM23 Vistra Operations Co LLC 92840VAG7 545000.00000000 PA USD 567681.19000000 0.045249748766 Long DBT CORP US N 2 2027-01-30 Fixed 3.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Non Gold Pool 31288QF54 1572009.85000000 PA USD 1645205.44000000 0.131138981069 Long ABS-MBS USGSE US N 2 2049-01-01 Floating 2.77000000 N N N N N N TRINET GROUP INC 5299003FJVBETSFKE990 TriNet Group Inc 896288AA5 212000.00000000 PA USD 207643.40000000 0.016551211927 Long DBT CORP US N 2 2029-03-01 Fixed 3.50000000 N N N N N N AEP TRANSMISSION CO LLC 549300X123Z1I0LA3Y84 AEP Transmission Co LLC 00115AAK5 260000.00000000 PA USD 280523.43000000 0.022360463855 Long DBT CORP US N 2 2049-06-15 Fixed 3.80000000 N N N N N N Citigroup Commercial Mortgage Trust N/A Citigroup Commercial Mortgage Trust 2014-GC21 17322MBC9 27500000.00000000 PA USD 368153.50000000 0.029345438383 Long ABS-MBS CORP US N 2 2047-05-10 Variable 0.44000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418DMJ8 289056.70000000 PA USD 301195.86000000 0.024008258921 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.00000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 CVS Health Corp 126650CX6 521000.00000000 PA USD 591840.83000000 0.047175508611 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 31418XE38 303608.36000000 PA USD 338226.43000000 0.026959957901 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 31415LQY6 300159.75000000 PA USD 350206.68000000 0.027914901119 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Strip Coupon 9128335A4 150000.00000000 PA USD 108743.47000000 0.008667919219 Long DBT UST US N 2 2035-08-15 None 0.00000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 31418CND2 195682.03000000 PA USD 207607.31000000 0.016548335201 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.50000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967LW9 1400000.00000000 PA USD 1557604.55000000 0.124156332474 Long DBT CORP US N 2 2029-04-23 Fixed 4.08000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A Freddie Mac Multifamily Structured Pass Through Certificates 3137FG6Y6 725000.00000000 PA USD 828930.42000000 0.066073870176 Long ABS-MBS USGSE US N 2 2028-05-25 Variable 3.85000000 N N N N N N Station Place Securitization Trust N/A Station Place Securitization Trust 2021-WL1 857740AA2 690000.00000000 PA USD 690645.91000000 0.055051240845 Long ABS-MBS CORP US N 2 2054-01-26 Floating 0.76000000 N N N N N N PLAINS ALL AMER PIPELINE N/A Plains All American Pipeline LP / PAA Finance Corp 72650RBM3 855000.00000000 PA USD 852870.20000000 0.067982105026 Long DBT CORP US N 2 2029-12-15 Fixed 3.55000000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 Standard Industries Inc/NJ 853496AC1 62000.00000000 PA USD 64751.25000000 0.005161308576 Long DBT CORP US N 2 2027-02-15 Fixed 5.00000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 Kraft Heinz Foods Co 50077LBJ4 189000.00000000 PA USD 232672.28000000 0.018546258710 Long DBT CORP US N 2 2050-06-01 Fixed 5.50000000 N N N N N N Lazard Group LLC FI94J2CJ1D7BIGVMS874 Lazard Group LLC 52107QAK1 201000.00000000 PA USD 223976.24000000 0.017853099183 Long DBT CORP US N 2 2029-03-11 Fixed 4.38000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023CQ6 185000.00000000 PA USD 177988.56000000 0.014187430841 Long DBT CORP US N 2 2050-02-01 Fixed 3.75000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co 110122DJ4 103000.00000000 PA USD 132157.86000000 0.010534275343 Long DBT CORP US N 2 2045-08-15 Fixed 5.00000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 Anheuser-Busch InBev Worldwide Inc 035240AN0 367000.00000000 PA USD 420703.84000000 0.033534214979 Long DBT CORP US N 2 2048-04-15 Fixed 4.60000000 N N N N N N Cox Communications Inc 5493001NEDZNIFRP2R92 Cox Communications Inc 224044CJ4 1750000.00000000 PA USD 1902355.89000000 0.151636389584 Long DBT CORP US N 2 2027-08-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X9LB9 3477092.42000000 PA USD 3657372.57000000 0.291528401597 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 3.00000000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 Energy Transfer Operating LP 29279FAA7 340000.00000000 PA USD 398957.54000000 0.031800821960 Long DBT CORP US N 2 2049-04-15 Fixed 6.25000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3132WPRQ2 106814.02000000 PA USD 117604.92000000 0.009374263543 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.50000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3132HNH51 293822.28000000 PA USD 318660.45000000 0.025400357733 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N LEVI STRAUSS & CO MB0UERO0RDFKU8258G77 Levi Strauss & Co 52736RBJ0 69000.00000000 PA USD 66671.25000000 0.005314351374 Long DBT CORP US N 2 2031-03-01 Fixed 3.50000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967KY6 555000.00000000 PA USD 596546.26000000 0.047550577450 Long DBT CORP US N 2 2026-10-21 Fixed 3.20000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 31335CGC2 478690.30000000 PA USD 530047.24000000 0.042249954493 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4.00000000 N N N N N N MCDONALD'S CORP UE2136O97NLB5BYP9H04 McDonald's Corp 58013MFR0 900000.00000000 PA USD 1021745.55000000 0.081443123808 Long DBT CORP US N 2 2050-04-01 Fixed 4.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418DLT7 1199082.40000000 PA USD 1249437.99000000 0.099592440515 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RMC3 1140000.00000000 PA USD 1050416.79000000 0.083728502343 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N MACQUARIE BANK LTD 4ZHCHI4KYZG2WVRT8631 Macquarie Bank Ltd 556079AC5 280000.00000000 PA USD 286606.40000000 0.022845336120 Long DBT CORP AU N 2 2030-06-03 Fixed 3.62000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: S8A8UXNF0 IRS USD R F 2.15150 B8A8UXNF0_FIX CCPINFLATIONZERO / Short: S8A8UXNF0 IRS USD P V 12MUSCPI B8A8UXNF0_FLO CCPINFLATIONZERO 000000000 1840000.00000000 OU Notional Amount USD -41353.56000000 -0.00329628360 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-01-13 111.22000000 USD 0.00000000 USD 1840000.00000000 USD -41464.78000000 N N N GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 General Dynamics Corp 369550BJ6 820000.00000000 PA USD 979388.43000000 0.078066846643 Long DBT CORP US N 2 2050-04-01 Fixed 4.25000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 Anthem Inc 94973VBF3 5000.00000000 PA USD 6200.89000000 0.000494271643 Long DBT CORP US N 2 2044-01-15 Fixed 5.10000000 N N N N N N Mello Warehouse Securitization Trust N/A Mello Warehouse Securitization Trust 2021-1 58550LAA3 600000.00000000 PA USD 600552.54000000 0.047869917190 Long ABS-MBS CORP US N 2 2055-02-25 Floating 0.81000000 N N N N N N Freddie Mac N/A Freddie Mac Pool 3133KKAG4 1189513.63000000 PA USD 1262937.74000000 0.100668502760 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 3.00000000 N N N N N N Morgan Stanley Capital Inc N/A Morgan Stanley ABS Capital I Inc Trust 2003-NC7 61746RCR0 41819.22000000 PA USD 41887.14000000 0.003338815157 Long ABS-MBS CORP US N 2 2033-06-25 Floating 1.16000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 10YR NOTE (CBT)JUN21 XCBT 20210621 000000000 67.00000000 NC USD -87339.11000000 -0.00696178216 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long 10 Year US Treasury Note TYM1 Comdty 2021-06-21 8860151.61000000 USD -87339.11000000 N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 ONEOK Inc 682680AZ6 390000.00000000 PA USD 383892.74000000 0.030600009907 Long DBT CORP US N 2 2049-09-01 Fixed 4.45000000 N N N N N N UNIFIN FINANCIERA SA DE 5493007GRMPGDJG93Z17 Unifin Financiera SAB de CV 90471MAD4 362000.00000000 PA USD 373298.02000000 0.029755506995 Long DBT CORP MX N 2 2029-01-28 Fixed 9.88000000 N N N N N N 1011778 BC / NEW RED FIN N/A 1011778 BC ULC / New Red Finance Inc 68245XAM1 490000.00000000 PA USD 473462.50000000 0.037739596718 Long DBT CORP CA N 2 2030-10-15 Fixed 4.00000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 Freeport-McMoRan Inc 35671DCH6 287000.00000000 PA USD 312830.00000000 0.024935613784 Long DBT CORP US N 2 2030-08-01 Fixed 4.63000000 N N N N N N ATENTO LUXCO 1 SA 549300MLFF3HYCZQTC48 Atento Luxco 1 SA 04684LAC2 144000.00000000 PA USD 151345.21000000 0.012063694993 Long DBT CORP LU N 2 2026-02-10 Fixed 8.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71654QCC4 403000.00000000 PA USD 346459.10000000 0.027616182302 Long DBT CORP MX N 2 2047-09-21 Fixed 6.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X3A81 1250386.71000000 PA USD 1308522.11000000 0.104302023346 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 3.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 48128BAF8 180000.00000000 PA USD 186216.87000000 0.014843307708 Long DBT CORP US N 2 2024-08-01 Fixed 5.00000000 N N N N N N Credit Suisse Mortgage Trust N/A CSMC 2021-NQM2 12662EAA1 482000.00000000 PA USD 485614.04000000 0.038708193427 Long ABS-MBS CORP US N 2 2066-02-25 Variable 1.18000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 Deutsche Bank AG/New York NY 251526CA5 300000.00000000 PA USD 310633.70000000 0.024760547171 Long DBT CORP DE N 2 2022-02-14 Fixed 5.00000000 N N N N N N Bank N/A BANK 2019-BNK20 06540AAC5 1200000.00000000 PA USD 1242838.08000000 0.099066363071 Long ABS-MBS CORP US N 2 2062-09-15 Fixed 2.76000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GXH2 1131000.00000000 PA USD 1245807.18000000 0.099303029410 Long DBT CORP US N 2 2030-03-15 Fixed 3.80000000 N N N N N N MFRA Trust N/A MFA 2020-NQM1 Trust 552754AA1 118016.53000000 PA USD 119269.58000000 0.009506953243 Long ABS-MBS CORP US N 2 2065-03-25 Variable 1.48000000 N N N N N N EXPORT-IMPORT BK INDIA 335800OFZ8YEIVN1QI11 Export-Import Bank of India 30216JAC9 215000.00000000 PA USD 229948.69000000 0.018329161922 Long DBT NUSS IN Y 2 2028-02-01 Fixed 3.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X9UH6 1282886.60000000 PA USD 1281789.59000000 0.102171179775 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N CSAIL Commercial Mortgage Trust N/A CSAIL Commercial Mortgage Trust 22945EAT8 1900000.00000000 PA USD 1906869.26000000 0.151996149362 Long ABS-MBS CORP US N 2 2054-03-15 Fixed 2.49000000 N N N N N N PPL Capital Funding Inc 549300MROK5WY0D2NU17 PPL Capital Funding Inc 69352PAJ2 540000.00000000 PA USD 643872.65000000 0.051322954086 Long DBT CORP US N 2 2044-03-15 Fixed 5.00000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 31418CRC0 658006.31000000 PA USD 698159.43000000 0.055650141951 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3132J9C63 300962.75000000 PA USD 327260.22000000 0.026085843598 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.50000000 N N N N N N MidOcean Credit CLO 549300XSCUX0ONI5KZ96 MidOcean Credit CLO III 59802UAU3 741125.50000000 PA USD 738506.36000000 0.058866187291 Long ABS-CBDO CORP KY N 2 2031-04-21 Floating 1.34000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140JVS52 297682.29000000 PA USD 310634.09000000 0.024760578258 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.00000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 UBS Group AG 90352JAF0 185000.00000000 PA USD 203330.73000000 0.016207449905 Long DBT CORP CH N 2 2024-01-31 Fixed 7.00000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC 34781.17000000 0.002772399776 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 6053509.00000000 EUR 7153738.50000000 USD 2021-05-05 34781.17000000 N N N AUTOMATION TOOLING SYSTE 5493005KP4RP3IU7HQ41 ATS Automation Tooling Systems Inc 001940AC9 41000.00000000 PA USD 40718.13000000 0.003245633614 Long DBT CORP CA N 2 2028-12-15 Fixed 4.13000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A JPMBB Commercial Mortgage Securities Trust 2014-C19 46641WAU1 1725000.00000000 PA USD 1728851.24000000 0.137806370270 Long ABS-MBS CORP US N 2 2047-04-15 Fixed 3.67000000 N N N N N N Five Guys Funding, LLC 549300LV8X8T05G1H175 Five Guys Funding LLC 33830JAA3 220335.00000000 PA USD 230148.59000000 0.018345095909 Long ABS-O CORP US N 2 2047-07-25 Fixed 4.60000000 N N N N N N CSI COMPRESSCO LP/FINANC N/A CSI Compressco LP / CSI Compressco Finance Inc 12652HAE8 226373.00000000 PA USD 200340.11000000 0.015969068211 Long DBT CORP US N 2 2026-04-01 Fixed 10.00000000 N N Y N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 Southwest Airlines Co 844741BF4 755000.00000000 PA USD 742716.94000000 0.059201811741 Long DBT CORP US N 2 2030-02-10 Fixed 2.63000000 N N N N N N CCM MERGER INC 549300P77RSBKKFME089 CCM Merger Inc 14985VAE1 113000.00000000 PA USD 120273.81000000 0.009587000206 Long DBT CORP US N 2 2026-05-01 Fixed 6.38000000 N N N N N JEFFERIES GRP LLC / CAP N/A Jefferies Group LLC / Jefferies Group Capital Finance Inc 47233JBH0 300000.00000000 PA USD 329780.21000000 0.026286711473 Long DBT CORP US N 2 2030-01-23 Fixed 4.15000000 N N N N N N Flagstar Mortgage Trust N/A Flagstar Mortgage Trust 2020-2 33851KAC0 655469.24000000 PA USD 658084.43000000 0.052455772093 Long ABS-MBS CORP US N 2 2050-08-01 Variable 3.00000000 N N N N N N Citigroup Commercial Mortgage Trust N/A Citigroup Commercial Mortgage Trust 2019-C7 17328CAC6 1300000.00000000 PA USD 1343771.13000000 0.107111715348 Long ABS-MBS CORP US N 2 2072-12-15 Fixed 2.86000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PAL0 625000.00000000 PA USD 688389.19000000 0.054871358166 Long DBT CORP US N 2 2048-11-15 Fixed 3.96000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 Vodafone Group PLC 92857WBQ2 546000.00000000 PA USD 658373.07000000 0.052478779527 Long DBT CORP GB N 2 2079-04-04 Fixed 7.00000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967HB0 150000.00000000 PA USD 174019.85000000 0.013871085798 Long DBT CORP US N 2 2025-09-13 Fixed 5.50000000 N N N N N N PROVINCE OF ALBERTA LQPXMHHNJKIPJYE53543 Province of Alberta Canada 013051EA1 250000.00000000 PA USD 275366.36000000 0.021949394886 Long DBT NUSS CA N 2 2028-03-15 Fixed 3.30000000 N N N N N N DH EUROPE FINANCE 222100KDGL314CKTZ511 DH Europe Finance II Sarl 23291KAD7 305000.00000000 PA 366035.70000000 0.029176628988 Long DBT CORP LU N 2 2039-09-18 Fixed 1.35000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A JPMCC Commercial Mortgage Securities Trust 2019-COR5 46591EAR8 938000.00000000 PA USD 984256.16000000 0.078454852382 Long ABS-MBS CORP US N 2 2052-06-13 Fixed 3.15000000 N N N N N N Freddie Mac N/A Freddie Mac Pool 3133KHCP9 2018695.41000000 PA USD 2130330.34000000 0.169808185250 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.50000000 N N N N N N PRIME SECSRVC BRW/FINANC N/A Prime Security Services Borrower LLC / Prime Finance Inc 74166MAE6 136000.00000000 PA USD 141766.40000000 0.011300170054 Long DBT CORP US N 2 2028-01-15 Fixed 6.25000000 N N N N N N ESH HOSPITALITY INC 54930042FMK7X7SQ2896 ESH Hospitality Inc 26907YAB0 75000.00000000 PA USD 79416.75000000 0.006330292510 Long DBT US N 2 2027-10-01 Fixed 4.63000000 N N N N N N BRITISH AIR 20-1 A PPT N/A British Airways 2020-1 Class A Pass Through Trust 11044MAA4 180415.75000000 PA USD 189607.64000000 0.015113585275 Long DBT CORP US N 2 2032-11-15 Fixed 4.25000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: B8A8UXNN3 IRS USD R V 12MFEDL B8A8UXNN3_FLO CCPOIS / Short: B8A8UXNN3 IRS USD P F .40550 B8A8UXNN3_FIX CCPOIS 000000000 1840000.00000000 OU Notional Amount USD 34535.13000000 0.002752787979 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-01-13 107.45000000 USD 0.00000000 USD 1840000.00000000 USD 34427.68000000 N N N AMER AIRLINE 16-1 A PTT N/A American Airlines 2016-1 Class A Pass Through Trust 02376WAA9 274964.94000000 PA USD 268841.83000000 0.021429325966 Long DBT CORP US N 2 2028-01-15 Fixed 4.10000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 31335BBB1 1258232.43000000 PA USD 1367524.99000000 0.109005130554 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.50000000 N N N N N N FMG RESOURCES AUG 2006 549300EFD6S2NFE9D745 FMG Resources August 2006 Pty Ltd 30251GBC0 305000.00000000 PA USD 311100.00000000 0.024797715846 Long DBT CORP AU N 2 2031-04-01 Fixed 4.38000000 N N N N N N Freddie Mac N/A Freddie Mac Pool 3132DV7B5 5850521.66000000 PA USD 5839208.21000000 0.465442063524 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810SP4 11231000.00000000 PA USD 8732102.50000000 0.696034061526 Long DBT UST US N 2 2050-08-15 Fixed 1.38000000 N N N N N N Life Financial Services Trust N/A Life 2021-BMR Mortgage Trust 53218CAA8 379000.00000000 PA USD 379823.83000000 0.030275677943 Long ABS-MBS CORP US N 2 2038-03-15 Floating 0.81000000 N N N N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 Asbury Automotive Group Inc 043436AV6 146000.00000000 PA USD 150562.50000000 0.012001305342 Long DBT CORP US N 2 2030-03-01 Fixed 4.75000000 N N N N N N ASCENSION HEALTH N/A Ascension Health 04352EAB1 150000.00000000 PA USD 153714.02000000 0.012252512342 Long DBT CORP US N 2 2039-11-15 Fixed 3.11000000 N N N N N BENCHMARK Mortgage Trust N/A Benchmark 2020-IG3 Mortgage Trust 08162QAA7 1800000.00000000 PA USD 1848104.82000000 0.147312048156 Long ABS-MBS CORP US N 2 2048-09-15 Fixed 2.48000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 3138AFC65 127459.61000000 PA USD 148397.94000000 0.011828768718 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 5.00000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 3140JAQ43 211008.48000000 PA USD 228953.40000000 0.018249827564 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.00000000 N N N N N N Host Hotels & Resorts LP FXB7X4WXVA8QPMNOGS12 Host Hotels & Resorts LP 44107TAW6 170000.00000000 PA USD 184081.15000000 0.014673069914 Long DBT US N 2 2026-02-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179SWY9 254990.78000000 PA USD 276823.06000000 0.022065508138 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 4.00000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 37045XCR5 535000.00000000 PA USD 591907.66000000 0.047180835616 Long DBT CORP US N 2 2024-01-17 Fixed 5.10000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 31416BTA6 252199.17000000 PA USD 293050.34000000 0.023358981228 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.00000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 Diamondback Energy Inc 25278XAR0 281000.00000000 PA USD 280108.76000000 0.022327410596 Long DBT CORP US N 2 2031-03-24 Fixed 3.13000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179UQ39 581024.17000000 PA USD 606381.41000000 0.048334535197 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 3.00000000 N N N N N N Cox Communications Inc 5493001NEDZNIFRP2R92 Cox Communications Inc 224044CG0 1876000.00000000 PA USD 2025451.77000000 0.161448336399 Long DBT CORP US N 2 2026-09-15 Fixed 3.35000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71654QAZ5 255000.00000000 PA USD 222599.70000000 0.017743375468 Long DBT CORP MX N 2 2041-06-02 Fixed 6.50000000 N N N N N N WILLIAM CARTER TGI2A0HXEYNQPU7TYV27 William Carter Co/The 96926JAC1 350000.00000000 PA USD 370343.75000000 0.029520022752 Long DBT CORP US N 2 2027-03-15 Fixed 5.63000000 N N N N N N Sirius XM Radio Inc WP5O65E6BMU84LNO4227 Sirius XM Radio Inc 82967NBA5 386000.00000000 PA USD 405498.79000000 0.032322223628 Long DBT CORP US N 2 2027-08-01 Fixed 5.00000000 N N N N N N MANITOBA (PROVINCE OF) 5493003QILFOB3JRKE30 Province of Manitoba Canada 563469UL7 100000.00000000 PA USD 104879.97000000 0.008359960443 Long DBT NUSS CA N 2 2026-06-22 Fixed 2.13000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A Freddie Mac Multifamily Structured Pass Through Certificates 3137FEZV5 1840000.00000000 PA USD 2092371.82000000 0.166782519570 Long ABS-MBS USGSE US N 2 2028-04-25 Fixed 3.90000000 N N N N N N World OMNI Select Auto Trust N/A World Omni Select Auto Trust 2019-A 98163BAD4 1100000.00000000 PA USD 1126631.99000000 0.089803599974 Long ABS-O CORP US N 2 2025-12-15 Fixed 2.17000000 N N N N N N CD Commercial Mortgage Trust N/A CD 2019-CD8 Mortgage Trust 12515BAD0 1200000.00000000 PA USD 1208153.28000000 0.096301644927 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 2.66000000 N N N N N N HANESBRANDS INC GX5LWVWZLL5S4W1L2F20 Hanesbrands Inc 410345AN2 104000.00000000 PA USD 110175.00000000 0.008782026176 Long DBT CORP US N 2 2025-05-15 Fixed 5.38000000 N N N N N N OZLM Funding Ltd 549300788AI08GTXXH35 OZLM Funding IV Ltd 67108FAN6 2340084.43000000 PA USD 2339740.44000000 0.186500220464 Long ABS-CBDO CORP KY N 2 2030-10-22 Floating 1.47000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GWB6 1266000.00000000 PA USD 1390337.84000000 0.110823538050 Long DBT CORP US N 2 2027-01-26 Fixed 3.85000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 TransDigm Inc 893647BL0 637000.00000000 PA USD 659454.25000000 0.052564960159 Long DBT CORP US N 2 2027-11-15 Fixed 5.50000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 First Quantum Minerals Ltd 335934AL9 200000.00000000 PA USD 206750.00000000 0.016479999200 Long DBT CORP CA N 2 2025-04-01 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179MQP8 322958.83000000 PA USD 350403.35000000 0.027930577644 Long ABS-MBS USGA US N 2 2042-10-20 Fixed 3.50000000 N N N N N N SAN DIEGO G & E KNIRVXKVNJJ4P8OTMS63 San Diego Gas & Electric Co 797440BW3 290000.00000000 PA USD 326656.46000000 0.026037718015 Long DBT CORP US N 2 2048-05-15 Fixed 4.15000000 N N N N N N Santander Drive Auto Receivables Trust N/A Santander Drive Auto Receivables Trust 2019-3 80286HAE9 793077.86000000 PA USD 796393.64000000 0.063480370257 Long ABS-O CORP US N 2 2023-09-15 Fixed 2.28000000 N N N N N N Commercial Metals Co 549300OQS2LO07ZJ7N73 Commercial Metals Co 201723AL7 54000.00000000 PA USD 56835.00000000 0.004530305947 Long DBT CORP US N 2 2027-07-15 Fixed 5.38000000 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 Sabre GLBL Inc 78573NAF9 212000.00000000 PA USD 231345.00000000 0.018440461499 Long DBT CORP US N 2 2025-09-01 Fixed 7.38000000 N N N N N N YALE UNIVERSITY 9SFB6DIM0FRWV0EV8S84 Yale University 98459LAC7 610000.00000000 PA USD 559195.92000000 0.044573389671 Long DBT CORP US N 2 2050-04-15 Fixed 2.40000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A Freddie Mac Multifamily Structured Pass Through Certificates 3137FBU87 1800000.00000000 PA USD 1980733.32000000 0.157883838115 Long ABS-MBS USGSE US N 2 2027-09-25 Variable 3.25000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 31417DRY1 717700.43000000 PA USD 780267.44000000 0.062194954232 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.50000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 312945W79 235713.84000000 PA USD 258756.17000000 0.020625400119 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N PARKLAND CORP/CANADA 549300Q72GWZCL8MQC95 Parkland Corp/Canada 70137WAG3 149000.00000000 PA USD 149886.55000000 0.011947425510 Long DBT CORP CA N 2 2029-10-01 Fixed 4.50000000 N N N N N N MPT OPER PARTNERSP/FINL N/A MPT Operating Partnership LP / MPT Finance Corp 55342UAM6 300000.00000000 PA USD 294573.48000000 0.023480390398 Long DBT US N 2 2031-03-15 Fixed 3.50000000 N N N N N N Station Place Securitization Trust N/A Station Place Securitization Trust Series 2020-10 857730AA3 930000.00000000 PA USD 931167.34000000 0.074223153658 Long ABS-MBS CORP US N 2 2021-05-20 Floating 1.61000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 Norfolk Southern Corp 655844BH0 970000.00000000 PA USD 1180770.10000000 0.094118937384 Long DBT CORP US N 2 2041-10-01 Fixed 4.84000000 N N N N N N AMER AIRLINE 17-1 A PTT N/A American Airlines 2017-1 Class A Pass Through Trust 02378AAA5 111090.00000000 PA USD 105060.83000000 0.008374376756 Long DBT CORP US N 2 2029-02-15 Fixed 4.00000000 N N N N N N BRASKEM NETHERLANDS N/A Braskem Netherlands Finance BV 10554TAF2 310000.00000000 PA USD 351868.60000000 0.028047372414 Long DBT CORP NL N 2 2081-01-23 Fixed 8.50000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 Cheniere Energy Partners LP 16411QAG6 433000.00000000 PA USD 450965.17000000 0.035946339255 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N EXPEDIA GROUP INC N/A Expedia Group Inc 30212PBB0 347000.00000000 PA USD 386614.94000000 0.030816995899 Long DBT CORP US N 2 2027-08-01 Fixed 4.63000000 N N N N N N Enova International Inc 549300O8XOCQSB49UO63 Enova International Inc 29357KAF0 227000.00000000 PA USD 236148.10000000 0.018823315594 Long DBT CORP US N 2 2025-09-15 Fixed 8.50000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 3138MPYV1 319916.55000000 PA USD 340259.20000000 0.027121989572 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Inflation Indexed Bonds 912810SG4 466686.11000000 PA USD 581922.36000000 0.046384909444 Long DBT UST US N 2 2049-02-15 Fixed 1.00000000 N N N N N N Husky Energy Inc N/A Husky Energy Inc 448055AJ2 224000.00000000 PA USD 229275.00000000 0.018275462233 Long DBT CORP CA N 2 2022-04-15 Fixed 3.95000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 BP Capital Markets America Inc 10373QBH2 605000.00000000 PA USD 635685.76000000 0.050670378799 Long DBT CORP US N 2 2023-04-06 Fixed 2.94000000 N N N N N N GM Financial Securitized Term Auto Receivables Tr N/A GM Financial Consumer Automobile Receivables Trust 2019-1 36256XAD4 685784.32000000 PA USD 695179.02000000 0.055412574094 Long ABS-O CORP US N 2 2023-11-16 Fixed 2.97000000 N N N N N N MARVELL TECHNOLOGY GROUP 8DF36O58U3QIHUCGZB18 Marvell Technology Group Ltd 57385LAB4 616000.00000000 PA USD 706590.30000000 0.056322164833 Long DBT CORP BM N 2 2028-06-22 Fixed 4.88000000 N N N N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 Leviathan Bond Ltd 000000000 69000.00000000 PA USD 75966.24000000 0.006055253080 Long DBT CORP IL N 2 2030-06-30 Fixed 6.75000000 N N N N N N AMER AIRLN 15-1 B PTT N/A American Airlines 2015-1 Class B Pass Through Trust 023770AB6 97823.30000000 PA USD 91351.89000000 0.007281640020 Long DBT CORP US N 2 2023-05-01 Fixed 3.70000000 N N N N N N Renaissance Home Equity Loan Trust N/A Renaissance Home Equity Loan Trust 2005-2 75970NAL1 6423.13000000 PA USD 6661.53000000 0.000530989161 Long ABS-MBS CORP US N 2 2035-08-25 Variable 4.93000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179R7H6 429179.74000000 PA USD 453342.20000000 0.036135811819 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 3.00000000 N N N N N N JBS INVESTMENTS II GMBH 529900V1Q46CPWIWT649 JBS Investments II GmbH 46650CAB5 385000.00000000 PA USD 406240.45000000 0.032381341191 Long DBT CORP AT N 2 2028-01-15 Fixed 5.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140QCLM6 1241286.26000000 PA USD 1365134.17000000 0.108814558793 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 4.50000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023CW3 271000.00000000 PA USD 342527.48000000 0.027302793695 Long DBT CORP US N 2 2050-05-01 Fixed 5.81000000 N N N N N N CITIZENS FINANCIAL GROUP 2138004JDDA4ZQUPFW65 Citizens Financial Group Inc 174610AT2 509000.00000000 PA USD 538102.19000000 0.042892012871 Long DBT CORP US N 2 2030-04-30 Fixed 3.25000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC 126307AY3 325000.00000000 PA USD 358860.13000000 0.028604665806 Long DBT CORP US N 2 2028-04-01 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179TCW3 373957.24000000 PA USD 395175.33000000 0.031499342793 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 3.00000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 3140J6FN2 1208543.38000000 PA USD 1322400.80000000 0.105408290819 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 3.50000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967JZ5 550000.00000000 PA USD 548625.00000000 0.043730783852 Long DBT CORP US N 2 2021-05-15 Variable 4.29000000 N N N N N N AES PANAMA GENERATION HL N/A AES Panama Generation Holdings SRL 00109AAB3 252000.00000000 PA USD 261210.60000000 0.020821042221 Long DBT CORP PA N 2 2030-05-31 Fixed 4.38000000 N N N N N N BOISE CASCADE COMPANY 549300Z8B8LSRHC7XA55 Boise Cascade Co 09739DAD2 44000.00000000 PA USD 46172.50000000 0.003680400305 Long DBT CORP US N 2 2030-07-01 Fixed 4.88000000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 Southern Co Gas Capital Corp 8426EPAA6 1260000.00000000 PA USD 1312658.79000000 0.104631757243 Long DBT CORP US N 2 2023-10-01 Fixed 2.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418DV74 497860.37000000 PA USD 496897.63000000 0.039607606022 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 31335A2V9 227365.87000000 PA USD 244953.04000000 0.019525155518 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GFU8 1511000.00000000 PA USD 1698299.89000000 0.135371128559 Long DBT CORP US N 2 2026-03-03 Fixed 4.45000000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 CommonSpirit Health 20268JAC7 357000.00000000 PA USD 385532.10000000 0.030730682949 Long DBT CORP US N 2 2049-10-01 Fixed 4.19000000 N N N N N N SHIRE ACQ INV IRELAND DA 549300XK5HGW68R8K327 Shire Acquisitions Investments Ireland DAC 82481LAD1 995000.00000000 PA USD 1072246.56000000 0.085468548738 Long DBT CORP IE N 2 2026-09-23 Fixed 3.20000000 N N N N N N Corp Andina de Fomento UKZ46SXGNYCZK0UOZE76 Corp Andina de Fomento 219868BX3 330000.00000000 PA USD 332953.50000000 0.026539653755 Long DBT NUSS XX N 2 2021-09-27 Fixed 2.13000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 Vistra Operations Co LLC 92840VAD4 460000.00000000 PA USD 481621.71000000 0.038389965638 Long DBT CORP US N 2 2024-07-15 Fixed 3.55000000 N N N N N N Toyota Auto Loan Extended Note Trust 2020-1 549300XP7ILZSI1BWP36 Toyota Auto Loan Extended Note Trust 2020-1 89237JAA4 287000.00000000 PA USD 291373.94000000 0.023225355735 Long ABS-O CORP US N 2 2033-05-25 Fixed 1.35000000 N N N N N N CHARLES RIVER LABORATORI 549300BSQ0R4UZ5KX287 Charles River Laboratories International Inc 159864AG2 175000.00000000 PA USD 175495.25000000 0.013988689623 Long DBT CORP US N 2 2029-03-15 Fixed 3.75000000 N N N N N N KNDL Mortgage Trust N/A KNDL 2019-KNSQ Mortgage Trust 482598AL3 193000.00000000 PA USD 193195.47000000 0.015399570453 Long ABS-MBS CORP US N 2 2036-05-15 Floating 1.46000000 N N N N N N LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 Lumen Technologies Inc 156700BC9 354000.00000000 PA USD 362071.20000000 0.028860619524 Long DBT CORP US N 2 2027-02-15 Fixed 4.00000000 N N N N N N SUNOCO LOGISTICS PARTNER 5493006LL0CKP8WQW329 Sunoco Logistics Partners Operations LP 86765BAV1 431000.00000000 PA USD 460855.58000000 0.036734701765 Long DBT CORP US N 2 2047-10-01 Fixed 5.40000000 N N N N N N HPS Loan Management 254900T9FXVALKHZXT96 HPS Loan Management 15-2019 Ltd 40439DAA6 750000.00000000 PA USD 751900.50000000 0.059933831385 Long ABS-CBDO CORP KY N 2 2032-07-22 Floating 1.54000000 N N N N N N Natura Cosmeticos SA N/A Natura Cosmeticos SA 63883KAA3 323000.00000000 PA USD 331874.43000000 0.026453641311 Long DBT CORP BR N 2 2023-02-01 Fixed 5.38000000 N N N N N N Applebees/IHOP Funding LLC N/A Applebee's Funding LLC / IHOP Funding LLC 03789XAD0 425860.00000000 PA USD 439215.82000000 0.035009801028 Long ABS-O CORP US N 2 2049-06-07 Fixed 4.19000000 N N N N N N Freddie Mac N/A Freddie Mac Pool 3133A6G54 319555.27000000 PA USD 333324.48000000 0.026569224493 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PAR7 340000.00000000 PA USD 379304.18000000 0.030234256750 Long DBT CORP US N 2 2029-04-23 Fixed 4.01000000 N N N N N N MTN MAURITIUS INVSTMENTS 2549009PQD415OQIR074 MTN Mauritius Investments Ltd 55377XAA4 145000.00000000 PA USD 152146.76000000 0.012127586375 Long DBT CORP MU N 2 2024-11-11 Fixed 4.76000000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 Ares Capital Corp 04010LBA0 407000.00000000 PA USD 396074.72000000 0.031571032981 Long DBT CORP US N 2 2026-07-15 Fixed 2.15000000 N N N N N N Verus Securitization Trust N/A Verus Securitization Trust 2020-5 92538CAA9 173007.06000000 PA USD 173536.39000000 0.013832549303 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.22000000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 Equinix Inc 29444UBE5 499000.00000000 PA USD 519014.32000000 0.041370522750 Long DBT US N 2 2029-11-18 Fixed 3.20000000 N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: S8A8Z90Y2 IRS USD R F 2.37000 B8A8Z90Y2_FIX CCPINFLATIONZERO / Short: S8A8Z90Y2 IRS USD P V 12MUSCPI B8A8Z90Y2_FLO CCPINFLATIONZERO 000000000 2755000.00000000 OU Notional Amount USD -26531.78000000 -0.00211484262 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-02-18 116.81000000 USD 0.00000000 USD 2755000.00000000 USD -26648.59000000 N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 Constellation Brands Inc 21036PBE7 133000.00000000 PA USD 139368.11000000 0.011109002860 Long DBT CORP US N 2 2029-08-01 Fixed 3.15000000 N N N N N N Provident Funding Mortgage Trust N/A Provident Funding Mortgage Trust 2020-F1 74387TAB0 545800.51000000 PA USD 556112.70000000 0.044327626851 Long ABS-MBS CORP US N 2 2036-01-25 Variable 2.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GYA6 975000.00000000 PA USD 966285.11000000 0.077022383750 Long DBT CORP US N 2 2027-03-09 Fixed 1.43000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 31418CQH0 180656.70000000 PA USD 190785.15000000 0.015207444350 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 3.00000000 N N N N N N UNITED AIR 2014-1 A PTT N/A United Airlines 2014-1 Class A Pass Through Trust 90932PAA6 2473761.79000000 PA USD 2564236.66000000 0.204394767145 Long DBT CORP US N 2 2026-04-11 Fixed 4.00000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 AT&T Inc 00206RGD8 700000.00000000 PA USD 715043.00000000 0.056995927779 Long DBT CORP US N 2 2024-06-12 Floating 1.36000000 N N N N N N CSI COMPRESSCO LP/FINANC N/A CSI Compressco LP / CSI Compressco Finance Inc 12652HAC2 72000.00000000 PA USD 73305.00000000 0.005843126197 Long DBT CORP US N 2 2025-04-01 Fixed 7.50000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 Continental Resources Inc/OK 212015AL5 141000.00000000 PA USD 146291.72000000 0.011660882363 Long DBT CORP US N 2 2023-04-15 Fixed 4.50000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X43Z7 382888.66000000 PA USD 402575.55000000 0.032089212779 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.00000000 N N N N N N NORTHERN STATES PWR-MINN 3S1GHB0TEH85KX44SB51 Northern States Power Co/MN 665772CQ0 195000.00000000 PA USD 207998.86000000 0.016579545569 Long DBT CORP US N 2 2047-09-15 Fixed 3.60000000 N N N N N N BLACKSTONE HOLDINGS FINA 549300D2L6J4NC1QVZ22 Blackstone Holdings Finance Co LLC 09261BAB6 1015000.00000000 PA USD 909368.06000000 0.072485537615 Long DBT CORP US N 2 2050-09-30 Fixed 2.80000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A AmeriCredit Automobile Receivables Trust 2020-3 03066PAE9 200000.00000000 PA USD 200658.46000000 0.015994443823 Long ABS-O CORP US N 2 2026-08-18 Fixed 1.06000000 N N N N N N State Board of Administration Finance Corp 549300S34SOJ0RULXM35 FLORIDA ST BRD OF ADMIN FIN CORP REVENUE 341271AE4 601000.00000000 PA USD 603564.05000000 0.048109964022 Long DBT MUN US N 2 2027-07-01 Fixed 1.71000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336VAR1 263000.00000000 PA USD 290298.14000000 0.023139603942 Long DBT CORP US N 2 2028-03-15 Fixed 4.00000000 N N N N N Freddie Mac N/A Freddie Mac Pool 3133KJR38 861622.41000000 PA USD 862429.76000000 0.068744095552 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.00000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967LS8 625000.00000000 PA USD 675378.34000000 0.053834266038 Long DBT CORP US N 2 2028-10-27 Fixed 3.52000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 AT&T Inc 00206RGQ9 25000.00000000 PA USD 28157.69000000 0.002244443572 Long DBT CORP US N 2 2030-02-15 Fixed 4.30000000 N N N N N N PUBLIC SERVICE ELECTRIC 549300RUHPVD434XUK18 Public Service Electric and Gas Co 74456QBS4 445000.00000000 PA USD 478087.23000000 0.038108232978 Long DBT CORP US N 2 2027-05-15 Fixed 3.00000000 N N N N N N NIPPON LIFE INSURANCE 549300Y0HHMFW3EVWY08 Nippon Life Insurance Co 654579AH4 563000.00000000 PA USD 534850.00000000 0.042632781487 Long DBT CORP JP N 2 2051-01-21 Fixed 2.75000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PBL9 649000.00000000 PA USD 645392.61000000 0.051444109779 Long DBT CORP US N 2 2031-04-22 Fixed 2.52000000 N N N N N N ABENGOA TRANSMISION SUR 549300PQCSQSSZTVDH16 ABY Transmision Sur SA 00289LAA3 204480.10000000 PA USD 274772.18000000 0.021902032922 Long DBT CORP PE N 2 2043-04-30 Fixed 6.88000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 10YR NOTE (CBT)JUN21 XCBT 20210621 000000000 -51.00000000 NC USD 126010.29000000 0.010044253825 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short 10 Year US Treasury Note TYM1 Comdty 2021-06-21 -6803822.79000000 USD 126010.29000000 N N N Small Business Administration Participation Certs N/A United States Small Business Administration 83162CVY6 1449509.21000000 PA USD 1530416.76000000 0.121989199427 Long ABS-O USGA US N 2 2033-12-01 Fixed 3.38000000 N N N N N N MelTel Land Funding LLC 549300SD1501Q96N0X85 MelTel Land Funding LLC 58571LAA8 120494.46000000 PA USD 127207.93000000 0.010139717459 Long ABS-O CORP US N 2 2049-04-15 Fixed 3.77000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418DV25 678136.57000000 PA USD 686860.32000000 0.054749492259 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 2.00000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A AmeriCredit Automobile Receivables Trust 2021-1 03063FAE4 1650000.00000000 PA USD 1645434.62000000 0.131157248959 Long ABS-O CORP US N 2 2026-10-19 Fixed 0.89000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 Dominion Energy Inc 25746UCK3 115000.00000000 PA USD 122143.61000000 0.009736041572 Long DBT CORP US N 2 2026-08-15 Fixed 2.85000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 3140J72Z7 550702.43000000 PA USD 610264.43000000 0.048644049908 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 4.50000000 N N N N N N TEMPO ACQUISITION LLC/FI N/A Tempo Acquisition LLC / Tempo Acquisition Finance Corp 88023JAA4 90000.00000000 PA USD 92081.25000000 0.007339777153 Long DBT CORP US N 2 2025-06-01 Fixed 6.75000000 N N N N N N Navient Student Loan Trust 549300JSCKIU587G1R13 Navient Private Education Loan Trust 2016-A 63939NAB9 82693.54000000 PA USD 87597.50000000 0.006982378379 Long ABS-O CORP US N 2 2045-12-15 Fixed 3.91000000 N N N N N N Telefonica Emisiones SAU 549300Y5MFC4SW5Z3K71 Telefonica Emisiones SA 87938WAU7 671000.00000000 PA USD 785824.39000000 0.062637897553 Long DBT CORP ES N 2 2047-03-08 Fixed 5.21000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 NRG Energy Inc 629377CR1 139000.00000000 PA USD 135785.63000000 0.010823444129 Long DBT CORP US N 2 2031-02-15 Fixed 3.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140XAGF3 2496000.00000000 PA USD 2493479.56000000 0.198754733522 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 BMW US Capital LLC 05565EAV7 110000.00000000 PA USD 110011.82000000 0.008769019132 Long DBT CORP US N 2 2021-04-12 Floating 0.63000000 N N N N N N New York State Urban Development Corp 54930039Y2EMGXN6LM88 NEW YORK ST URBAN DEV CORP REVENUE 650035TD0 1350000.00000000 PA USD 1647414.05000000 0.131315028910 Long DBT MUN US N 2 2039-03-15 Fixed 5.77000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VGB4 1372000.00000000 PA USD 1368430.82000000 0.109077334074 Long DBT CORP US N 2 2051-03-22 Fixed 3.55000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 Credit Suisse Group AG 225401AT5 2278000.00000000 PA USD 2207924.85000000 0.175993227391 Long DBT CORP CH N 2 2027-02-02 Fixed 1.31000000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 Santander Holdings USA Inc 80282KAP1 128000.00000000 PA USD 142385.94000000 0.011349553457 Long DBT CORP US N 2 2027-07-13 Fixed 4.40000000 N N N N N N Ferguson Finance PLC 2138003A7ZEU931DZL61 Ferguson Finance PLC 314890AA2 715000.00000000 PA USD 820642.02000000 0.065413203548 Long DBT CORP GB N 2 2028-10-24 Fixed 4.50000000 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Trust 2012-GCJ7 36192KAT4 856423.43000000 PA USD 861876.11000000 0.068699964226 Long ABS-MBS CORP US N 2 2045-05-10 Fixed 3.38000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 Aker BP ASA 00973RAE3 170000.00000000 PA USD 176099.94000000 0.014036889337 Long DBT CORP NO N 2 2025-01-15 Fixed 3.00000000 N N N N N N LIVE NATION ENTERTAINMEN 5493007B9BM9ZXJINO78 Live Nation Entertainment Inc 538034AR0 365000.00000000 PA USD 368308.73000000 0.029357811734 Long DBT CORP US N 2 2027-10-15 Fixed 4.75000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 Anglo American Capital PLC 034863AR1 150000.00000000 PA USD 172129.03000000 0.013720368932 Long DBT CORP GB N 2 2027-04-10 Fixed 4.75000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 Credit Agricole SA 225313AN5 250000.00000000 PA USD 226045.60000000 0.018018047435 Long DBT CORP FR N 2 2041-01-11 Fixed 2.81000000 N N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 Hyatt Hotels Corp 448579AJ1 239000.00000000 PA USD 279473.24000000 0.022276753430 Long DBT CORP US N 2 2030-04-23 Fixed 5.75000000 N N N N N N TRONOX INC 549300EPZ4YXC7E5P181 Tronox Inc 897051AC2 248000.00000000 PA USD 248620.00000000 0.019817448131 Long DBT CORP US N 2 2029-03-15 Fixed 4.63000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967JT9 180000.00000000 PA USD 200107.11000000 0.015950495830 Long DBT CORP US N 2 2025-06-10 Fixed 4.40000000 N N N N N N Bojangles Issuer, LLC N/A Bojangles Issuer LLC 09748RAA6 282000.00000000 PA USD 295678.30000000 0.023568455369 Long ABS-O CORP US N 2 2050-10-20 Fixed 3.83000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 3140X4TZ9 1009593.27000000 PA USD 1066796.52000000 0.085034127191 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.00000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A NXP BV / NXP Funding LLC / NXP USA Inc 62954HAE8 2136000.00000000 PA USD 2241037.20000000 0.178632605875 Long DBT CORP XX N 2 2025-05-01 Fixed 2.70000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A JP Morgan Chase Commercial Mortgage Securities Trust 2011-C3 46635TCG5 42894.22000000 PA USD 42856.03000000 0.003416045176 Long ABS-MBS CORP US N 2 2046-02-15 Fixed 4.72000000 N N N N N N Citibank Credit Card Issuance Trust R8AG6FXVDQAMDKCSJJ64 Citibank Credit Card Issuance Trust 17305EGS8 1200000.00000000 PA USD 1384089.72000000 0.110325501713 Long ABS-O CORP US N 2 2030-10-13 Fixed 3.96000000 N N N N N N Freddie Mac - SCRT N/A Seasoned Credit Risk Transfer Trust Series 2019-2 35563PKG3 1945024.34000000 PA USD 2095470.61000000 0.167029523472 Long ABS-MBS USGSE US N 2 2058-08-25 Fixed 3.50000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 Barclays PLC 06738EAS4 575000.00000000 PA USD 588232.99000000 0.046887928440 Long DBT CORP GB N 2 2023-01-10 Fixed 3.68000000 N N N N N N Saxon Asset Securities Trust N/A Saxon Asset Securities Trust 2005-1 805564RM5 74203.53000000 PA USD 74275.26000000 0.005920465419 Long ABS-O CORP US N 2 2035-05-25 Floating 0.80000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175BT0 928000.00000000 PA USD 995096.23000000 0.079318912092 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X7Y45 1018830.82000000 PA USD 1050978.19000000 0.083773251420 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N MVW Owner Trust N/A MVW Owner Trust 2018-1 62848BAA9 121711.46000000 PA USD 126354.67000000 0.010071704283 Long ABS-O CORP US N 2 2036-01-21 Fixed 3.45000000 N N N N N N GLOBO COMMUNICACOES PART 52990054HEKS017PVR75 Globo Comunicacao e Participacoes SA 37959DAB0 325000.00000000 PA USD 328389.75000000 0.026175878198 Long DBT CORP BR N 2 2030-01-22 Fixed 4.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810ST6 525000.00000000 PA USD 445511.72000000 0.035511645898 Long DBT UST US N 2 2040-11-15 Fixed 1.38000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 3140J7UL7 355737.92000000 PA USD 395133.77000000 0.031496030054 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.50000000 N N N N N N KKR GROUP FIN CO II N/A KKR Group Finance Co II LLC 48249DAA9 1240000.00000000 PA USD 1585298.45000000 0.126363807443 Long DBT CORP US N 2 2043-02-01 Fixed 5.50000000 N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128M9D25 363990.67000000 PA USD 423649.04000000 0.033768976254 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 5.00000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 Broadcom Inc 11135FBB6 1070000.00000000 PA USD 1140698.32000000 0.090924824192 Long DBT CORP US N 2 2025-11-15 Fixed 3.15000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 Netflix Inc 64110LAT3 444000.00000000 PA USD 537603.37000000 0.042852252033 Long DBT CORP US N 2 2028-11-15 Fixed 5.88000000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 Kroger Co/The 501044DP3 225000.00000000 PA USD 220442.25000000 0.017571405580 Long DBT CORP US N 2 2030-05-01 Fixed 2.20000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140QBNC8 1571191.12000000 PA USD 1748995.76000000 0.139412085740 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 5.00000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128M8HG2 342976.89000000 PA USD 377558.76000000 0.030095129688 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 37045XCH7 160000.00000000 PA USD 160013.00000000 0.012754602718 Long DBT CORP US N 2 2021-04-09 Floating 1.07000000 N N N N N N Sequoia Mortgage Trust N/A Sequoia Mortgage Trust 2021-1 81747KAA1 2103332.77000000 PA USD 2129526.41000000 0.169744104158 Long ABS-MBS CORP US N 2 2051-03-25 Variable 2.50000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 American Tower Corp 03027XAP5 618000.00000000 PA USD 670144.66000000 0.053417090501 Long DBT US N 2 2027-07-15 Fixed 3.55000000 N N N N N N Credit Suisse Mortgage Trust N/A Credit Suisse Mortgage Capital Certificates 2019-ICE4 12653VAG1 355000.00000000 PA USD 355727.32000000 0.028354950177 Long ABS-MBS CORP US N 2 2036-05-15 Floating 1.71000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 Cemex SAB de CV 151290BX0 279000.00000000 PA USD 302783.36000000 0.024134798214 Long DBT CORP MX N 2 2030-09-17 Fixed 5.20000000 N N N N N N AXA SA F5WCUMTUM4RKZ1MAIE39 AXA SA 054536AA5 139000.00000000 PA USD 212465.74000000 0.016935599639 Long DBT CORP FR N 2 2030-12-15 Fixed 8.60000000 N N N N N N NATIONSTAR MTG HLD INC N/A Nationstar Mortgage Holdings Inc 63861CAD1 141000.00000000 PA USD 138738.36000000 0.011058805619 Long DBT CORP US N 2 2030-12-15 Fixed 5.13000000 N N N N N N PMT CREDIT RISK TRANSFER TRUST N/A PMT Credit Risk Transfer Trust 2020-2R 69355XAA1 804992.29000000 PA USD 822933.15000000 0.065595829041 Long ABS-MBS CORP US N 2 2022-12-25 Floating 3.92000000 N N N N N N COMM Mortgage Trust 549300NMFC2YLCA2NF13 COMM 2013-300P Mortgage Trust 12625XAL1 235000.00000000 PA USD 243979.33000000 0.019447541298 Long ABS-MBS CORP US N 2 2030-08-10 Variable 4.39000000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust 2016-4 46647JAE0 41747.42000000 PA USD 41842.89000000 0.003335287998 Long ABS-MBS CORP US N 2 2046-10-25 Variable 3.50000000 N N N N N N MGM GROWTH/MGM FINANCE N/A MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc 55303XAL9 165000.00000000 PA USD 164670.00000000 0.013125811213 Long DBT US N 2 2029-02-15 Fixed 3.88000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 American Express Co 025816BS7 700000.00000000 PA USD 736929.85000000 0.058740524009 Long DBT CORP US N 2 2023-02-27 Fixed 3.40000000 N N N N N N COMM Mortgage Trust N/A COMM 2015-CCRE25 Mortgage Trust 12593PAV4 971436.61000000 PA USD 1036795.16000000 0.082642725069 Long ABS-MBS CORP US N 2 2048-08-10 Fixed 3.51000000 N N N N N N CIMPRESS PLC 549300X1IFD75XISOR81 Cimpress PLC 17186HAC6 330000.00000000 PA USD 349555.80000000 0.027863019611 Long DBT CORP IE N 2 2026-06-15 Fixed 7.00000000 N N N N N N Corp Andina de Fomento UKZ46SXGNYCZK0UOZE76 Corp Andina de Fomento 219868BZ8 55000.00000000 PA USD 56921.15000000 0.004537172945 Long DBT NUSS XX N 2 2023-01-06 Fixed 2.75000000 N N N N N WILLIAMS SCOTSMAN INTL 549300V3TCHCBOBTGH07 Williams Scotsman International Inc 96950GAE2 60000.00000000 PA USD 61162.50000000 0.004875250065 Long DBT CORP US N 2 2028-08-15 Fixed 4.63000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GJM2 303000.00000000 PA USD 277777.19000000 0.022141561640 Long DBT CORP US N 2 2051-10-24 Fixed 2.83000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140KDB82 616787.30000000 PA USD 634619.69000000 0.050585402582 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36196XMC6 770435.77000000 PA USD 844014.63000000 0.067276229396 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 3.50000000 N N N N N N Jacobs Entertainment Inc 5493004U9JIWY3HSUO63 Jacobs Entertainment Inc 469815AH7 217000.00000000 PA USD 226470.97000000 0.018051953589 Long DBT CORP US N 2 2024-02-01 Fixed 7.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828P46 3975000.00000000 PA USD 4110010.24000000 0.327608055478 Long DBT UST US N 2 2026-02-15 Fixed 1.63000000 N N N N N N BELLEMEADE RE LT N/A Bellemeade Re 2020-4 Ltd 07876UAA7 150000.00000000 PA USD 150144.71000000 0.011968003389 Long ABS-MBS CORP US N 2 2030-06-25 Floating 2.71000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179MX39 119246.02000000 PA USD 127378.25000000 0.010153293630 Long ABS-MBS USGA US N 2 2043-01-20 Fixed 3.00000000 N N N N N N SMB Private Education Loan Trust N/A SMB Private Education Loan Trust 2020-PT-A 78449VAB2 210000.00000000 PA USD 211515.34000000 0.016859843454 Long ABS-O CORP US N 2 2054-09-15 Fixed 1.60000000 N N N N N N NextGear Floorplan Master Owner Trust N/A NextGear Floorplan Master Owner Trust 65341KBD7 1815000.00000000 PA USD 1847683.07000000 0.147278430552 Long ABS-O CORP US N 2 2023-10-15 Fixed 3.69000000 N N N N N N Freddie Mac N/A Freddie Mac Pool 3132DVLC7 245855.39000000 PA USD 253563.43000000 0.020211487901 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VCK8 1651000.00000000 PA USD 1979869.28000000 0.157814965668 Long DBT CORP US N 2 2046-08-21 Fixed 4.86000000 N N N N N N CLEAR CHANNEL OUTDOOR HO N/A Clear Channel Outdoor Holdings Inc 18453HAC0 102000.00000000 PA USD 101306.91000000 0.008075152579 Long DBT CORP US N 2 2028-04-15 Fixed 7.75000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175BB9 5000.00000000 PA USD 5215.82000000 0.000415751919 Long DBT CORP US N 2 2022-07-23 Fixed 4.46000000 N N N N N N UNITED AIR 2014-2 A PTT N/A United Airlines 2014-2 Class A Pass Through Trust 90932QAA4 363866.96000000 PA USD 378302.18000000 0.030154387540 Long DBT CORP US N 2 2026-09-03 Fixed 3.75000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61744YAP3 620000.00000000 PA USD 678163.20000000 0.054056246645 Long DBT CORP US N 2 2029-01-24 Fixed 3.77000000 N N N N N N INSTITUTO COSTARRICENSE 5493009VA6AFUB2Q0289 Instituto Costarricense de Electricidad 45777VAD9 200000.00000000 PA USD 169500.00000000 0.013510809501 Long DBT CORP CR N 2 2043-05-15 Fixed 6.38000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 Netflix Inc 64110LAU0 59000.00000000 PA USD 69844.20000000 0.005567266554 Long DBT CORP US N 2 2029-11-15 Fixed 5.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138AJK50 673334.59000000 PA USD 756897.20000000 0.060332117296 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.50000000 N N N N N N PLAINS ALL AMER PIPELINE N/A Plains All American Pipeline LP / PAA Finance Corp 72650RBE1 65000.00000000 PA USD 62022.95000000 0.004943836355 Long DBT CORP US N 2 2044-06-15 Fixed 4.70000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179M5L0 407519.37000000 PA USD 433878.17000000 0.034584338064 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 3.00000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 Broadcom Inc 11135FBD2 1139000.00000000 PA USD 1295988.13000000 0.103302942425 Long DBT CORP US N 2 2030-04-15 Fixed 5.00000000 N N N N N N BRF SA 254900MTXR9LUVQFU480 BRF SA 10552TAH0 230000.00000000 PA USD 227166.40000000 0.018107386168 Long DBT CORP BR N 2 2050-09-21 Fixed 5.75000000 N N N N N NUTRITION & BIOSCIENCES N/A Nutrition & Biosciences Inc 67079BAC4 129000.00000000 PA USD 126173.86000000 0.010057291956 Long DBT CORP US N 2 2027-10-15 Fixed 1.83000000 N N N N N N Fanniemae-Aces N/A Fannie Mae-Aces 3136B2GY2 259987.79000000 PA USD 283544.87000000 0.022601302205 Long ABS-MBS USGSE US N 2 2028-07-25 Variable 3.37000000 N N N N N N Triton Container Finance LLC N/A Triton Container Finance VIII LLC 89680HAE2 452000.00000000 PA USD 442166.42000000 0.035244992736 Long ABS-O CORP US N 2 2046-03-20 Fixed 1.86000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Strip Coupon 912833Y46 3730000.00000000 PA USD 2558958.11000000 0.203974015030 Long DBT UST US N 2 2037-05-15 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140QEPY2 4059515.94000000 PA USD 4275745.00000000 0.340818738488 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 Marriott International Inc/MD 571903AS2 134000.00000000 PA USD 140172.51000000 0.011173121416 Long DBT CORP US N 2 2026-06-15 Fixed 3.13000000 N N N N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 ONEOK Inc 682680AT0 200000.00000000 PA USD 209176.03000000 0.016673377543 Long DBT CORP US N 2 2047-07-13 Fixed 4.95000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A CCO Holdings LLC / CCO Holdings Capital Corp 1248EPCB7 210000.00000000 PA USD 225464.40000000 0.017971720105 Long DBT CORP US N 2 2029-06-01 Fixed 5.38000000 N N N N N N UBS-Citigroup Commercial Mortgage Trust N/A UBS-Citigroup Commercial Mortgage Trust 2011-C1 90268TAC8 1523796.55000000 PA USD 1533045.08000000 0.122198702263 Long ABS-MBS CORP US N 2 2045-01-10 Fixed 3.60000000 N N N N N N Focus Brands Funding LLC N/A FOCUS Brands Funding LLC 34417RAA4 125125.00000000 PA USD 125340.84000000 0.009990892106 Long ABS-O CORP US N 2 2047-04-30 Fixed 3.86000000 N N N N N N Freddie Mac - SCRT N/A Seasoned Credit Risk Transfer Trust Series 2018-3 35563PGG8 693930.66000000 PA USD 745302.62000000 0.059407915752 Long ABS-MBS USGSE US N 2 2057-08-25 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Strip Coupon 912834KV9 3865000.00000000 PA USD 2318786.54000000 0.184829989484 Long DBT UST US N 2 2041-11-15 None 0.00000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 Hyundai Capital America 44891ABN6 170000.00000000 PA USD 169940.12000000 0.013545891374 Long DBT CORP US N 2 2025-10-15 Fixed 1.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X7ZQ5 961876.94000000 PA USD 963572.37000000 0.076806151813 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.00000000 N N N N N N PTC Inc 54930050SSMU8SKDJ030 PTC Inc 69370CAC4 48000.00000000 PA USD 48810.00000000 0.003890634877 Long DBT CORP US N 2 2028-02-15 Fixed 4.00000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336VBN9 141000.00000000 PA USD 158572.73000000 0.012639799098 Long DBT CORP US N 2 2027-12-01 Fixed 4.25000000 N N N N N N Freddie Mac N/A Freddie Mac Pool 3133A1CC4 1728931.69000000 PA USD 1825466.71000000 0.145507569149 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.00000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 3138ETC53 807978.92000000 PA USD 886107.04000000 0.070631406582 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X47C4 370396.49000000 PA USD 394373.11000000 0.031435398005 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.00000000 N N N N N N LEGENDS HOSPITALITY HOLD N/A Legends Hospitality Holding Co LLC / Legends Hospitality Co-Issuer Inc 52473NAA6 55000.00000000 PA USD 56031.25000000 0.004466239202 Long DBT CORP US N 2 2026-02-01 Fixed 5.00000000 N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Strip Coupon 912834LK2 985000.00000000 PA USD 581479.01000000 0.046349570108 Long DBT UST US N 2 2042-05-15 None 0.00000000 N N N N N N STORE Master Funding LLC N/A STORE Master Funding LLC 86213BAB3 650971.67000000 PA USD 677876.59000000 0.054033401022 Long ABS-O CORP US N 2 2044-04-20 Fixed 5.00000000 N N N N N N CF Hippolyta Issuer LLC N/A CF Hippolyta LLC 12530MAE5 518000.00000000 PA USD 516648.75000000 0.041181963661 Long ABS-O CORP US N 2 2061-03-15 Fixed 1.53000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175BL7 270000.00000000 PA USD 313617.60000000 0.024998393215 Long DBT CORP US N 2 2047-05-01 Fixed 5.38000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 Virginia Electric and Power Co 927804FU3 1400000.00000000 PA USD 1507738.85000000 0.120181547970 Long DBT CORP US N 2 2026-01-15 Fixed 3.15000000 N N N N N N Levi Strauss & Co MB0UERO0RDFKU8258G77 Levi Strauss & Co 52736RBG6 38000.00000000 PA USD 38763.99000000 0.003089869524 Long DBT CORP US N 2 2025-05-01 Fixed 5.00000000 N N N N N N Golub Capital Partners Funding N/A Golub Capital Partners ABS Funding 2019-1 Ltd 38178HAA6 301000.00000000 PA USD 300683.65000000 0.023967430769 Long ABS-O CORP KY N 2 2029-04-20 Fixed 2.77000000 N N N N N N MAUSER PACKAGING SOLUT 549300DNGHXL0OMHW304 Mauser Packaging Solutions Holding Co 57763RAA5 46000.00000000 PA USD 47840.00000000 0.003813316380 Long DBT CORP US N 2 2024-04-15 Fixed 8.50000000 N N N N N N Bay Area Toll Authority 5493001FUZGUQMIP5D78 BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE 072024WS7 165000.00000000 PA USD 170596.83000000 0.013598237591 Long DBT MUN US N 2 2031-04-01 Fixed 2.57000000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 Microsoft Corp 594918CD4 295000.00000000 PA USD 270326.24000000 0.021547647976 Long DBT CORP US N 2 2060-06-01 Fixed 2.68000000 N N N N N N MDC Partners Inc 529900SR4J92B5C43M74 MDC Partners Inc 552697AQ7 418000.00000000 PA USD 422811.18000000 0.033702190609 Long DBT CORP CA N 2 2024-05-01 Variable 7.50000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 3140J9YK1 957762.06000000 PA USD 1010723.96000000 0.080564595177 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 3.00000000 N N N N N N Freedom Mortgage Corp 549300LYRWPSYPK6S325 Freedom Mortgage Corp 35640YAA5 202000.00000000 PA USD 209953.75000000 0.016735369442 Long DBT CORP US N 2 2024-11-15 Fixed 8.13000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 05581KAA9 200000.00000000 PA USD 221530.80000000 0.017658173673 Long DBT CORP FR N 2 2025-09-28 Fixed 4.38000000 N N N N N N GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 Georgia-Pacific LLC 37331NAK7 656000.00000000 PA USD 653814.10000000 0.052115384983 Long DBT CORP US N 2 2030-04-30 Fixed 2.30000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810QY7 5350000.00000000 PA USD 5724500.00000000 0.456298696128 Long DBT UST US N 2 2042-11-15 Fixed 2.75000000 N N N N N N Province of Quebec 549300WN65YFEQH74Y36 Province of Quebec Canada 748149AN1 220000.00000000 PA USD 237554.53000000 0.018935421835 Long DBT NUSS CA N 2 2027-04-12 Fixed 2.75000000 N N N N N N State Board of Administration Finance Corp 549300S34SOJ0RULXM35 FLORIDA ST BRD OF ADMIN FIN CORP REVENUE 341271AD6 1488000.00000000 PA USD 1502421.25000000 0.119757683188 Long DBT MUN US N 2 2025-07-01 Fixed 1.26000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 Kraft Heinz Foods Co 50077LBC9 27000.00000000 PA USD 29557.55000000 0.002356026120 Long DBT CORP US N 2 2027-05-15 Fixed 3.88000000 N N N N N N BROADCOM CRP / CAYMN FI N/A Broadcom Corp / Broadcom Cayman Finance Ltd 11134LAP4 257000.00000000 PA USD 273548.04000000 0.021804456979 Long DBT CORP XX N 2 2025-01-15 Fixed 3.13000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 3140F5QW6 337137.63000000 PA USD 356171.69000000 0.028390370817 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.00000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 Duke Energy Corp 26441CAF2 1839000.00000000 PA USD 1851144.00000000 0.147554300558 Long DBT CORP US N 2 2021-09-15 Fixed 3.55000000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 DCP Midstream Operating LP 23311RAH9 226000.00000000 PA USD 202203.33000000 0.016117585087 Long DBT CORP US N 2 2043-05-21 Fixed 5.85000000 N N N N N N PROV ST JOSEPH HLTH OBL N/A Providence St Joseph Health Obligated Group 743756AB4 90000.00000000 PA USD 95789.53000000 0.007635363375 Long DBT CORP US N 2 2026-10-01 Fixed 2.75000000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 Duke Energy Progress LLC 26442UAC8 195000.00000000 PA USD 205275.49000000 0.016362466317 Long DBT CORP US N 2 2046-10-15 Fixed 3.70000000 N N N N N N IPALCO ENTERPRISES INC 5493000YFVK2DZX0JV43 IPALCO Enterprises Inc 462613AN0 80000.00000000 PA USD 87414.28000000 0.006967773951 Long DBT CORP US N 2 2030-05-01 Fixed 4.25000000 N N N N N N UMBS, TBA N/A Uniform Mortgage-Backed Security, TBA 01F022659 6000000.00000000 PA USD 6140273.40000000 0.489439906767 Long ABS-MBS USGSE US N 2 2051-05-15 Fixed 2.50000000 N N N N N N Pennsylvania Electric Co O1PLQWO3TX952VMBJ146 Pennsylvania Electric Co 708696BZ1 580000.00000000 PA USD 610007.30000000 0.048623554130 Long DBT CORP US N 2 2029-06-01 Fixed 3.60000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RME9 410000.00000000 PA USD 374219.38000000 0.029828948407 Long DBT CORP US N 2 2059-09-15 Fixed 3.65000000 N N N N N N PUBLIC SERVICE ENTERPRIS PUSS41EMO3E6XXNV3U28 Public Service Enterprise Group Inc 744573AN6 1700000.00000000 PA USD 1806584.61000000 0.144002480913 Long DBT CORP US N 2 2024-06-15 Fixed 2.88000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 UMBS 31417GWV4 1193814.94000000 PA USD 1271294.60000000 0.101334626321 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.00000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 37045XCV6 605000.00000000 PA USD 634686.31000000 0.050590712848 Long DBT CORP US N 2 2025-02-26 Fixed 2.90000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810SS8 5467000.00000000 PA USD 4539318.44000000 0.361828122190 Long DBT UST US N 2 2050-11-15 Fixed 1.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X5KX0 1799950.12000000 PA USD 1897912.66000000 0.151282220652 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.50000000 N N N N N N Yara International ASA 213800WKOUWXWFJ5Z514 Yara International ASA 984851AF2 1220000.00000000 PA USD 1390587.39000000 0.110843429628 Long DBT CORP NO N 2 2028-06-01 Fixed 4.75000000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 Keurig Dr Pepper Inc 49271VAN0 840000.00000000 PA USD 825626.32000000 0.065810501057 Long DBT CORP US N 2 2031-03-15 Fixed 2.25000000 N N N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 Sysco Corp 871829BL0 113000.00000000 PA USD 141417.80000000 0.011272383221 Long DBT CORP US N 2 2030-04-01 Fixed 5.95000000 N N N N N N GOVT OF BERMUDA 549300FP5PUZXX9FVJ40 Bermuda Government International Bond 085209AG9 200000.00000000 PA USD 196500.00000000 0.015662973847 Long DBT NUSS BM N 2 2030-08-20 Fixed 2.38000000 N N N N N N AIR CANADA 2017-1B PTT N/A Air Canada 2017-1 Class B Pass Through Trust 00908PAC1 154834.65000000 PA USD 148644.81000000 0.011848446674 Long DBT CORP CA N 2 2026-01-15 Fixed 3.70000000 N N N N N N Voya Financial Inc 549300T065Z4KJ686G75 Voya Financial Inc 45685EAG1 514000.00000000 PA USD 550682.90000000 0.043894818630 Long DBT CORP US N 2 2053-05-15 Fixed 5.65000000 N N N N N RESORTS WORLD/RWLV CAP N/A Resorts World Las Vegas LLC / RWLV Capital Inc 76120HAA5 200000.00000000 PA USD 201738.12000000 0.016080503295 Long DBT CORP US N 2 2029-04-16 Fixed 4.63000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336VAM2 250000.00000000 PA USD 272502.51000000 0.021721118002 Long DBT CORP US N 2 2038-04-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140KAGG5 851297.56000000 PA USD 929665.94000000 0.074103477379 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 4.00000000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust 2017-2 46648HAE3 163946.97000000 PA USD 164452.52000000 0.013108475928 Long ABS-MBS CORP US N 2 2047-05-25 Variable 3.50000000 N N N N N N BENCHMARK Mortgage Trust N/A Benchmark 2020-B17 Mortgage Trust 08162MAW8 600000.00000000 PA USD 587524.38000000 0.046831445285 Long ABS-MBS CORP US N 2 2053-03-15 Fixed 2.04000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: B8A8Z92G9 IRS USD R V 12MFEDL B8A8Z92G9_FLO CCPOIS / Short: B8A8Z92G9 IRS USD P F .50600 B8A8Z92G9_FIX CCPOIS 000000000 2755000.00000000 OU Notional Amount USD 42291.54000000 0.003371049796 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-02-18 111.16000000 USD 0.00000000 USD 2755000.00000000 USD 42180.38000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X7KB4 1833857.92000000 PA USD 1918552.43000000 0.152927412396 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N 2021-04-15 Mercer Funds Jeff Coleman Jeff Coleman Assistant Treasurer