0001752724-23-111344.txt : 20230523 0001752724-23-111344.hdr.sgml : 20230523 20230523114015 ACCESSION NUMBER: 0001752724-23-111344 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230331 FILED AS OF DATE: 20230523 DATE AS OF CHANGE: 20230523 PERIOD START: 20230331 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: 23947273 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 C000027790 Class I MCFQX C000027792 Class Y-3 MCFIX NPORT-P 1 primary_doc.xml NPORT-P false 0001320615 XXXXXXXX S000010041 C000027790 C000027792 Mercer Funds 811-21732 0001320615 549300J7JB6PJ2JIIB11 99 HIGH STREET BOSTON 02110 617-747-9570 Mercer Core Fixed Income Fund S000010041 FNQDDGF5RWN546B08W92 2023-03-31 2023-03-31 N 1373823815.27 82073368.86 1291750446.41 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 931527.90000000 0.00000000 0.00000000 22181727.17000000 USD UST Barclays US Aggregate LBUSTRUU UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAG2 307000.00000000 PA USD 294068.61000000 0.022765125478 Long DBT CORP US N 2 2026-04-15 Fixed 4.38000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAH4 585000.00000000 PA USD 521294.42000000 0.040355660139 Long DBT CORP US N 2 2025-04-01 Fixed 4.00000000 N N N N N CLI Funding LLC 254900Z4P82YK31RVL27 12565KAA5 606134.51000000 PA USD 527304.78000000 0.040820948153 Long ABS-O CORP US N 2 2046-02-18 Fixed 1.64000000 N N N N N N Micron Technology Inc B3DXGBC8GAIYWI2Z0172 595112BN2 1346000.00000000 PA USD 1355003.96000000 0.104896728603 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 95002RAU2 1605000.00000000 PA USD 1496266.71000000 0.115832490258 Long ABS-MBS CORP US N 2 2053-06-15 Fixed 1.94000000 N N N N N N BRITISH AIR 13-1 A PTT N/A 11042AAA2 111567.92000000 PA USD 110304.92000000 0.008539181875 Long DBT CORP US N 2 2024-06-20 Fixed 4.63000000 N N N N N N ALASKA AIR 2020-1 CL B N/A 01166WAA5 191114.44000000 PA USD 194323.82000000 0.015043449029 Long DBT CORP US N 2 2025-08-15 Fixed 8.00000000 N N N N N N AMER AIRLINE 16-3 A PTT N/A 023771S25 58434.07000000 PA USD 50673.34000000 0.003922842847 Long DBT CORP US N 2 2028-10-15 Fixed 3.25000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCL5 273000.00000000 PA USD 220110.35000000 0.017039696066 Long DBT CORP US N 2 2033-06-01 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CGQ8 4559000.00000000 PA USD 4680098.44000000 0.362306701964 Long DBT UST US N 2 2030-02-28 Fixed 4.00000000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAM0 166000.00000000 PA USD 166998.66000000 0.012928089977 Long DBT CORP US N 2 2025-10-01 Fixed 6.60000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TL2 8274000.00000000 PA USD 8783368.13000000 0.679958590640 Long DBT UST US N 2 2052-11-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A1A51 1436683.38000000 PA USD 1309901.04000000 0.101405116107 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5S20 404075.09000000 PA USD 391996.21000000 0.030346125375 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 63861CAA7 62000.00000000 PA USD 56323.90000000 0.004360277184 Long DBT CORP US N 2 2027-01-15 Fixed 6.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEF8 710000.00000000 PA USD 539847.32000000 0.041791920529 Long DBT CORP US N 2 2036-09-16 Fixed 2.48000000 N N N N N N MACY'S RETAIL HLDGS LLC N/A 55617LAP7 149000.00000000 PA USD 137997.84000000 0.010683010823 Long DBT CORP US N 2 2029-04-01 Fixed 5.88000000 N N N N N HILTON GRAND VAC BOR ESC N/A 43284MAA6 312000.00000000 PA USD 277450.77000000 0.021478666469 Long DBT CORP US N 2 2029-06-01 Fixed 5.00000000 N N N N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 63906YAD0 714000.00000000 PA USD 624034.84000000 0.048309241288 Long DBT CORP GB N 2 2026-09-29 Fixed 1.60000000 N N N N N N GCI LLC 549300N3IE9H88Q20221 36166TAB6 348000.00000000 PA USD 300625.02000000 0.023272685589 Long DBT CORP US N 2 2028-10-15 Fixed 4.75000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAD5 495000.00000000 PA USD 477450.77000000 0.036961533191 Long DBT CORP FR N 2 2025-03-15 Fixed 4.50000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691YAJ0 1725000.00000000 PA USD 1440957.19000000 0.111550740625 Long ABS-MBS CORP US N 2 2054-05-15 Fixed 2.73000000 N N N N N N FERGUSON FINANCE PLC 2138003A7ZEU931DZL61 314890AB0 1328000.00000000 PA USD 1154224.98000000 0.089353557663 Long DBT CORP GB N 2 2030-06-02 Fixed 3.25000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397XL2 1280000.00000000 PA USD 1219464.29000000 0.094404015372 Long DBT CORP US N 2 2025-08-04 Fixed 4.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHTL1 62132.43000000 PA USD 60181.39000000 0.004658902202 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SE9 2039000.00000000 PA USD 1908456.21000000 0.147741865722 Long DBT UST US N 2 2048-11-15 Fixed 3.38000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468P7 1311000.00000000 PA USD 1199762.69000000 0.092878829137 Long DBT CORP US N 2 2031-04-01 Fixed 3.62000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 3138WEV30 316309.28000000 PA USD 299032.93000000 0.023149435003 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.50000000 N N N N N N State Street Global Advisors 549300BZ5TGIFZUZDZ37 857492706 14825702.50000000 NS USD 14825702.50000000 1.147721879346 Long STIV RF US N 1 N N Alabama Economic Settlement Authority N/A 01026CAD3 60000.00000000 PA USD 57618.65000000 0.004460509393 Long DBT MUN US N 2 2032-09-15 Fixed 4.26000000 N N N N N N CarMax Auto Owner Trust N/A 14317CAG7 200000.00000000 PA USD 182079.32000000 0.014095549222 Long ABS-O CORP US N 2 2028-07-17 Fixed 2.47000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335AYT9 656969.76000000 PA USD 603720.39000000 0.046736611678 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 605000.00000000 PA USD 458992.49000000 0.035532597745 Long DBT CORP US N 2 2036-11-15 Fixed 3.19000000 N N N N N N TACO BELL FUNDING, LLC N/A 87342RAG9 1002312.50000000 PA USD 874671.71000000 0.067712127557 Long ABS-O CORP US N 2 2051-08-25 Fixed 1.95000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FRUV1 11942352.54000000 PA USD 877307.91000000 0.067916207223 Long ABS-MBS USGSE US N 2 2030-01-25 Variable 1.35000000 N N N N N N Radnor Re LTD 254900YVLP8CB4GC2O97 750493AB4 192318.34000000 PA USD 191415.21000000 0.014818280925 Long ABS-MBS CORP BM N 2 2030-01-25 Floating 6.30000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AE8 375000.00000000 PA USD 291381.46000000 0.022557101552 Long DBT CORP CH N 2 2032-02-11 Fixed 2.10000000 N N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 185000.00000000 PA USD 162568.75000000 0.012585151447 Long DBT CORP IL N 2 2031-03-30 Fixed 5.88000000 N N N N N N UBS Commercial Mortgage Trust N/A 90276CAC5 589360.15000000 PA USD 563060.19000000 0.043588929391 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 034651AA7 119320.49000000 PA USD 108424.91000000 0.008393642154 Long ABS-MBS CORP US N 2 2053-04-25 Variable 0.99000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPHH4 787915.99000000 PA USD 794506.66000000 0.061506203633 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.00000000 N N N N N N BRAVO Residential Funding Trust N/A 10569TAA6 205261.47000000 PA USD 180959.62000000 0.014008868392 Long ABS-MBS CORP US N 2 2049-02-25 Variable 0.94000000 N N N N N N BX Trust N/A 05610FAA5 876000.00000000 PA USD 841049.61000000 0.065109295091 Long ABS-MBS CORP US N 2 2039-01-17 Floating 5.82000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076CQ3 588000.00000000 PA USD 474013.74000000 0.036695457804 Long DBT CORP US N 2 2052-04-15 Fixed 3.63000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KN0 3626000.00000000 PA USD 3463202.68000000 0.268101527630 Long DBT CORP US N 2 2026-05-01 Fixed 3.40000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746RN3 1497000.00000000 PA USD 1474545.00000000 0.114150918553 Long DBT CORP US N 2 2025-06-15 Fixed 5.88000000 N N N N N UMBS, TBA N/A 01F040651 2500000.00000000 PA USD 2392392.35000000 0.185205459510 Long ABS-MBS USGSE US N 2 2053-05-15 Fixed 4.00000000 N N N N N N Owens Corning JO5M6676RDJIZ2U8X907 690742AG6 350000.00000000 PA USD 288266.72000000 0.022315976030 Long DBT CORP US N 2 2047-07-15 Fixed 4.30000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAS4 482000.00000000 PA USD 432034.20000000 0.033445639689 Long DBT CORP IE N 2 2026-01-30 Fixed 1.75000000 N N N N N N UNIVERSITY OF CHICAGO 54930099Y7GU6182V326 91412NBD1 120000.00000000 PA USD 93944.26000000 0.007272632284 Long DBT CORP US N 2 2045-04-01 Fixed 2.76000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QG3D7 131471.98000000 PA USD 113474.38000000 0.008784543509 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N Firstkey Homes Trust N/A 33767WAG8 401000.00000000 PA USD 345587.61000000 0.026753434532 Long ABS-O CORP US N 2 2038-08-17 Fixed 2.19000000 N N N N N N MAGELLAN MIDSTREAM PARTN MZF5TI8NFVZZNUSKDL39 559080AL0 55000.00000000 PA USD 43850.43000000 0.003394651816 Long DBT CORP US N 2 2046-09-15 Fixed 4.25000000 N N N N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 615369AT2 950000.00000000 PA USD 688550.93000000 0.053303711402 Long DBT CORP US N 2 2050-05-20 Fixed 3.25000000 N N N N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 552953CH2 638000.00000000 PA USD 594729.76000000 0.046040608048 Long DBT CORP US N 2 2028-10-15 Fixed 4.75000000 N N N N N N State of Qatar 52990074F6OJOAXK4P65 74727PAY7 801000.00000000 PA USD 815752.82000000 0.063150960951 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 466365AC7 191100.00000000 PA USD 174454.92000000 0.013505311376 Long ABS-O CORP US N 2 2049-08-25 Fixed 4.97000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XAJ78 895194.14000000 PA USD 849443.07000000 0.065759069204 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 3.50000000 N N N N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 209111FK4 65000.00000000 PA USD 54715.48000000 0.004235762422 Long DBT CORP US N 2 2056-12-01 Fixed 4.30000000 N N N N N N QORVO INC 254900YAUJV2EUEVBR11 74736KAJ0 282000.00000000 PA USD 233572.14000000 0.018081831568 Long DBT CORP US N 2 2031-04-01 Fixed 3.38000000 N N N N N N QATAR ENERGY 254900QTESJKJ3P87J26 74730DAC7 275000.00000000 PA USD 234012.63000000 0.018115931807 Long DBT CORP QA N 2 2031-07-12 Fixed 2.25000000 N N N N N N Mylan Inc 30ZMPDNA1RHIBH89C294 628530BC0 450000.00000000 PA USD 375923.98000000 0.029101904399 Long DBT CORP US N 2 2043-11-29 Fixed 5.40000000 N N N N N EXPEDIA GROUP INC N/A 30212PAM7 632000.00000000 PA USD 629643.93000000 0.048743465252 Long DBT CORP US N 2 2026-02-15 Fixed 5.00000000 N N N N N N ATHENE HOLDING LTD 549300H316CT32FQXI76 04686JAC5 276000.00000000 PA USD 229714.81000000 0.017783218936 Long DBT CORP BM N 2 2031-01-15 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MAAR0 443527.09000000 PA USD 446951.07000000 0.034600419240 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4.50000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAK7 679000.00000000 PA USD 604975.42000000 0.046833768990 Long DBT CORP US N 2 2031-03-01 Fixed 4.00000000 N N N N N N Crown City CLO I 549300K60T4GC7BSX929 22823RAJ8 2250000.00000000 PA USD 2187031.50000000 0.169307586157 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 6.00000000 N N N N N N Verus Securitization Trust N/A 92539LAA8 281402.20000000 PA USD 235710.76000000 0.018247391410 Long ABS-MBS CORP US N 2 2066-06-25 Variable 1.05000000 N N N N N N Aqua Finance Trust N/A 03842VAA5 167266.90000000 PA USD 150167.76000000 0.011625137070 Long ABS-O CORP US N 2 2046-07-17 Fixed 1.54000000 N N N N N N JAPAN FIN ORG MUNICIPAL 5493007YYYNZ4NMEOD64 471068AQ9 200000.00000000 PA USD 192140.78000000 0.014874450443 Long DBT NUSS JP N 2 2024-09-05 Fixed 1.75000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761J3R8 1301000.00000000 PA USD 1233155.18000000 0.095463886498 Long DBT CORP US N 2 2026-07-27 Fixed 3.13000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBH0 385000.00000000 PA USD 316535.18000000 0.024504360024 Long DBT CORP US N 2 2031-08-01 Fixed 2.25000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 3138EPMM3 622142.31000000 PA USD 609495.91000000 0.047183719711 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 4.00000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGJ7 1300000.00000000 PA USD 1108017.99000000 0.085776474324 Long DBT CORP US N 2 2031-03-21 Fixed 2.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132KETW5 138739.97000000 PA USD 133550.69000000 0.010338737669 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 3.00000000 N N N N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 07274NAZ6 270000.00000000 PA USD 246351.01000000 0.019071099273 Long DBT CORP US N 2 2034-07-15 Fixed 4.20000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179T7J8 141465.11000000 PA USD 134495.30000000 0.010411864023 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 3.50000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 31417C3W3 311191.79000000 PA USD 287344.79000000 0.022244605434 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.00000000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AG2 590000.00000000 PA USD 513966.70000000 0.039788389578 Long DBT CORP US N 2 2030-07-15 Fixed 4.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179QT50 103642.85000000 PA USD 102048.52000000 0.007900018171 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 25755TAH3 755250.00000000 PA USD 714918.82000000 0.055344964035 Long ABS-O CORP US N 2 2047-07-25 Fixed 4.12000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WQA9 477792.57000000 PA USD 421113.36000000 0.032600210138 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 2.50000000 N N N N N N MACY'S RETAIL HLDGS LLC N/A 55617LAQ5 64000.00000000 PA USD 56877.76000000 0.004403153887 Long DBT CORP US N 2 2030-03-15 Fixed 5.88000000 N N N N N N BLACKSTONE PRIVATE CRE 549300ORP3TTCNXSYO43 09261HAR8 517000.00000000 PA USD 431639.01000000 0.033415046319 Long DBT CORP US N 2 2029-01-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WNE4 1963734.55000000 PA USD 1730393.16000000 0.133957233365 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 2.50000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCB3 450000.00000000 PA USD 397518.89000000 0.030773659966 Long DBT CORP US N 2 2049-11-21 Fixed 4.25000000 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2J3 1463000.00000000 PA USD 1417946.80000000 0.109769406617 Long DBT CORP US N 2 2025-04-11 Fixed 3.85000000 N N N N N N Verus Securitization Trust N/A 92538BAA1 130150.05000000 PA USD 117305.23000000 0.009081106209 Long ABS-MBS CORP US N 2 2063-10-25 Variable 0.82000000 N N N N N N Madison Park Euro Funding 635400XLHN7OVUSEV112 000000000 1000000.00000000 PA 1053234.09000000 0.081535415213 Long ABS-CBDO CORP IE N 2 2032-07-15 Floating 3.09000000 N N N N N N New Century Home Equity Loan Trust N/A 64352VDR9 146376.50000000 PA USD 137944.12000000 0.010678852125 Long ABS-MBS CORP US N 2 2033-10-25 Floating 3.88000000 N N N N N N VAREX IMAGING CORPORATIO 549300CWYWPVCT8E9W67 92214XAC0 165000.00000000 PA USD 161767.92000000 0.012523155726 Long DBT CORP US N 2 2027-10-15 Fixed 7.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DTQ5 1642770.35000000 PA USD 1366172.52000000 0.105761335232 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.00000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 3138WGAE4 102530.06000000 PA USD 100058.92000000 0.007745994613 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 92863UAB2 72000.00000000 PA USD 59653.86000000 0.004618063819 Long DBT CORP PE N 2 2026-02-11 Fixed 4.38000000 N N N N N N Sequoia Mortgage Trust N/A 81748AAD6 280809.84000000 PA USD 268735.27000000 0.020803961844 Long ABS-MBS CORP US N 2 2050-04-25 Variable 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31359MGK3 310000.00000000 PA USD 367503.79000000 0.028450061002 Long DBT USGSE US N 2 2030-11-15 Fixed 6.63000000 N N N N N N New York City Transitional Finance Authority Future Tax Secured Revenue N/A 64971MZG0 980000.00000000 PA USD 1028894.65000000 0.079651193685 Long DBT MUN US N 2 2036-08-01 Fixed 5.77000000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRUST N/A 92939HAY1 1466000.00000000 PA USD 1421077.51000000 0.110011768445 Long ABS-MBS CORP US N 2 2057-10-15 Fixed 3.92000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAB1 470000.00000000 PA USD 428280.27000000 0.033155031700 Long DBT US N 2 2029-12-01 Fixed 4.63000000 N N N N N N Credit Suisse Mortgage Trust N/A 126438AA8 260944.19000000 PA USD 234890.32000000 0.018183877594 Long ABS-MBS CORP US N 2 2037-08-15 Fixed 2.26000000 N N N N N N JETBLUE 2019-1 CLASS AA N/A 477143AH4 325570.35000000 PA USD 275904.72000000 0.021358980038 Long DBT CORP US N 2 2032-05-15 Fixed 2.75000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAL4 25000.00000000 PA USD 22434.07000000 0.001736718579 Long DBT CORP US N 2 2047-03-01 Fixed 5.20000000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KBC9 466000.00000000 PA USD 403439.59000000 0.031232007011 Long DBT CORP US N 2 2028-01-06 Fixed 2.49000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 55037AAA6 1750000.00000000 PA USD 1575446.41000000 0.121962133969 Long DBT CORP NO N 2 2026-07-15 Fixed 2.00000000 N N N N N N DPL INC N/A 233293AR0 285000.00000000 PA USD 272566.88000000 0.021100583379 Long DBT CORP US N 2 2025-07-01 Fixed 4.13000000 N N N N N N Progress Residential Trust N/A 74333DAA2 1360245.19000000 PA USD 1217743.86000000 0.094270829430 Long ABS-O CORP US N 2 2038-04-19 Fixed 1.55000000 N N N N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156RAP3 475000.00000000 PA USD 460229.88000000 0.035628389467 Long DBT CORP US N 2 2036-12-15 Fixed 6.40000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397A86 606000.00000000 PA USD 556068.63000000 0.043047682433 Long DBT CORP US N 2 2027-08-17 Fixed 4.13000000 N N N N N N SPRINT LLC 549300ZTTY7CXOLJ6539 85207UAH8 300000.00000000 PA USD 305241.31000000 0.023630052604 Long DBT CORP US N 2 2024-06-15 Fixed 7.13000000 N N N N N N LSC Communication Escrow, Inc. N/A 502ESCAA4 284000.00000000 PA USD 323.76000000 0.000025063664 Long DBT CORP US N 3 2023-10-15 None 0.00000000 Y Y N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8JK4 3008887.41000000 PA USD 2525924.12000000 0.195542732500 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D4X7 1952475.90000000 PA USD 1617159.88000000 0.125191354451 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.00000000 N N N N N N DELTA AIR LINES 2020-AA N/A 247361ZV3 1231545.97000000 PA USD 1085310.58000000 0.084018595311 Long DBT CORP US N 2 2028-06-10 Fixed 2.00000000 N N N N N N TALLGRASS NRG PRTNR/FIN N/A 87470LAJ0 225000.00000000 PA USD 201376.13000000 0.015589398909 Long DBT CORP US N 2 2030-12-31 Fixed 6.00000000 N N N N N N CLEVELAND CLINIC FOUND 5493005LGDPOFHUC6Z36 18600TAA0 524000.00000000 PA USD 488630.63000000 0.037827014603 Long DBT CORP US N 2 2114-01-01 Fixed 4.86000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFF3 6536000.00000000 PA USD 6152520.59000000 0.476293281500 Long DBT UST US N 2 2032-08-15 Fixed 2.75000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHS1 159000.00000000 PA USD 136597.89000000 0.010574634626 Long DBT CORP US N 2 2050-03-15 Fixed 4.33000000 N N N N N N BROOKFIELD RESID PROPERT N/A 11283YAG5 162000.00000000 PA USD 124242.66000000 0.009618162729 Long DBT CORP CA N 2 2029-06-15 Fixed 5.00000000 N N N N N N Aquarion Co N/A 03838WAA9 225000.00000000 PA USD 222610.52000000 0.017233245060 Long DBT CORP US N 2 2024-08-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QC5Q5 2933419.17000000 PA USD 2757082.46000000 0.213437701350 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.50000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 3138WF6Y7 78772.98000000 PA USD 76874.36000000 0.005951177351 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYG3 1100000.00000000 PA USD 968589.27000000 0.074982692879 Long DBT CORP US N 2 2027-09-10 Fixed 1.54000000 N N N N N N LAMB WESTON HLD 5493005SMYID1D2OY946 513272AD6 100000.00000000 PA USD 91594.50000000 0.007090727179 Long DBT CORP US N 2 2030-01-31 Fixed 4.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TA6 12003000.00000000 PA USD 8700299.53000000 0.673527890327 Long DBT UST US N 2 2041-08-15 Fixed 1.75000000 N N N N N N AMERIGAS PART/FIN CORP N/A 030981AJ3 250000.00000000 PA USD 239468.75000000 0.018538313701 Long DBT CORP US N 2 2026-08-20 Fixed 5.88000000 N N N N N N Verus Securitization Trust N/A 92538KAA1 439007.55000000 PA USD 357050.11000000 0.027640796331 Long ABS-MBS CORP US N 2 2066-09-25 Variable 1.01000000 N N N N N N CFCRE Commercial Mortgage Trust N/A 12532AAY5 2349355.66000000 PA USD 2175234.11000000 0.168394299072 Long ABS-MBS CORP US N 2 2049-11-10 Fixed 2.95000000 N N N N N N RENESAS ELECTRONICS CORP 5299000EPC47VJQOFB81 75972BAA9 408000.00000000 PA USD 381183.44000000 0.029509061990 Long DBT CORP JP N 2 2024-11-26 Fixed 1.54000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BQ1 418000.00000000 PA USD 418001.21000000 0.032359285120 Long DBT CORP US N 2 2025-04-15 Fixed 5.25000000 N N N N N N SBA TOWER TRUST N/A 78403DAZ3 186000.00000000 PA USD 196648.28000000 0.015223395551 Long DBT US N 2 2028-01-15 Fixed 6.60000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83370RAA6 514000.00000000 PA USD 371331.60000000 0.028746388362 Long DBT CORP FR N 2 2030-11-18 Fixed 5.38000000 N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 455780CD6 450000.00000000 PA USD 432447.75000000 0.033477654387 Long DBT NUSS ID N 2 2028-01-11 Fixed 3.50000000 N N N N N N Golub Capital Partners Funding N/A 38177UAA8 475000.00000000 PA USD 440571.64000000 0.034106559918 Long ABS-O CORP KY N 2 2029-01-22 Fixed 3.21000000 N N N N N N BALL CORP 0BGI85ALH27ZJP15DY16 058498AX4 175000.00000000 PA USD 144981.38000000 0.011223636918 Long DBT CORP US N 2 2031-09-15 Fixed 3.13000000 N N N N N EDGEWELL PERSONAL CARE 549300CY8QZDL4Z3RU59 28035QAA0 152000.00000000 PA USD 145829.56000000 0.011289298208 Long DBT CORP US N 2 2028-06-01 Fixed 5.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHZ5 610000.00000000 PA USD 517086.96000000 0.040029942427 Long DBT CORP US N 2 2031-02-13 Fixed 2.50000000 N N N N N N CSAIL Commercial Mortgage Trust N/A 12595BAC5 1048493.13000000 PA USD 951099.86000000 0.073628761859 Long ABS-MBS CORP US N 2 2050-06-15 Fixed 3.13000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HBT1 1595000.00000000 PA USD 1523700.18000000 0.117956234057 Long DBT CORP US N 2 2024-10-30 Fixed 3.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WKLX4 588914.37000000 PA USD 557333.71000000 0.043145617758 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.50000000 N N N N N N UMBS S6XOOCT0IEG5ABCC6L87 3131XUYE1 790731.50000000 PA USD 749653.29000000 0.058033909884 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.50000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAD9 787000.00000000 PA USD 722952.12000000 0.055966856602 Long DBT CORP GB N 2 2030-04-15 Fixed 3.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGSR1 445956.24000000 PA USD 404571.56000000 0.031319637715 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N UMBS S6XOOCT0IEG5ABCC6L87 3132AD5H7 200404.36000000 PA USD 203137.01000000 0.015725716260 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 5.00000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABT1 50000.00000000 PA USD 43185.44000000 0.003343172059 Long DBT CORP US N 2 2031-02-15 Fixed 2.88000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AR0 239000.00000000 PA USD 194130.14000000 0.015028455421 Long DBT CORP US N 2 2032-01-15 Fixed 3.25000000 N N N N N N ALFA DESARROLLO SPA 2549006BJAN34R520038 01538TAA3 228866.10000000 PA USD 168020.90000000 0.013007226006 Long DBT CORP CL N 2 2051-09-27 Fixed 4.55000000 N N N N N N Small Business Administration Participation Certs N/A 83162CC35 2017731.27000000 PA USD 1838281.72000000 0.142309354342 Long ABS-O USGA US N 2 2044-06-01 Fixed 2.77000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RCP5 115000.00000000 PA USD 107782.07000000 0.008343877124 Long DBT CORP US N 2 2035-05-15 Fixed 4.50000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066KAG5 236998.11000000 PA USD 234935.75000000 0.018187394527 Long ABS-O CORP US N 2 2025-04-18 Fixed 2.74000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBJ1 210000.00000000 PA USD 186900.83000000 0.014468803205 Long DBT CORP US N 2 2030-05-06 Fixed 3.40000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 1106000.00000000 PA USD 833882.30000000 0.064554442564 Long DBT CORP US N 2 2051-03-25 Fixed 3.95000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46590JAT4 662.66000000 PA USD 660.94000000 0.000051166229 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 023761AA7 260570.00000000 PA USD 237822.92000000 0.018410902869 Long DBT CORP US N 2 2029-02-15 Fixed 3.65000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95003DBR8 800000.00000000 PA USD 684615.20000000 0.052999029487 Long ABS-MBS CORP US N 2 2054-08-15 Fixed 2.13000000 N N N N N N ADVOCATE HEALTH CORP 549300AEHU3PPOUCIL87 007589AD6 1340000.00000000 PA USD 1136594.95000000 0.087988740639 Long DBT CORP US N 2 2030-06-15 Fixed 2.21000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335AZ84 300225.48000000 PA USD 284034.84000000 0.021988367860 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SGL5 404920.96000000 PA USD 385464.66000000 0.029840489784 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.50000000 N N N N N N COLT Funding LLC N/A 19687YAA3 520723.25000000 PA USD 450742.84000000 0.034893956588 Long ABS-MBS CORP US N 2 2065-01-25 Variable 1.39000000 N N N N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 80386WAD7 267000.00000000 PA USD 223560.09000000 0.017306755389 Long DBT CORP US N 2 2031-03-18 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DJR4 646617.87000000 PA USD 586590.93000000 0.045410545947 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.00000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VAQ6 1618000.00000000 PA USD 1312757.86000000 0.101626274923 Long DBT CORP US N 2 2052-03-15 Fixed 5.14000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KN7G2 3446811.05000000 PA USD 3225281.26000000 0.249682999449 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A35F4 3175.32000000 PA USD 3252.32000000 0.000251776185 Long ABS-MBS USGSE US N 2 2039-06-25 Fixed 6.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MP3 440000.00000000 PA USD 418034.32000000 0.032361848309 Long DBT CORP US N 2 2031-03-31 Fixed 4.41000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBUU2 1919923.98000000 PA USD 1862760.66000000 0.144204375169 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.00000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAF0 2074000.00000000 PA USD 1874457.56000000 0.145109882888 Long DBT CORP NO N 2 2030-01-15 Fixed 3.75000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 3140FEZH0 415930.79000000 PA USD 405561.55000000 0.031396277131 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 12529WAN6 981459.27000000 PA USD 932353.12000000 0.072177495474 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 95000TBR6 1011875.36000000 PA USD 936108.56000000 0.072468220359 Long ABS-MBS CORP US N 2 2050-03-15 Fixed 3.37000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAJ6 133000.00000000 PA USD 133994.80000000 0.010373118149 Long DBT US N 2 2028-04-01 Fixed 5.70000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDS7 18000.00000000 PA USD 12304.12000000 0.000952515250 Long DBT CORP US N 2 2051-11-01 Fixed 2.89000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RDU5 470000.00000000 PA USD 441795.63000000 0.034201314288 Long ABS-O CORP US N 2 2026-08-20 Fixed 2.33000000 N N N N N N Fannie Mae - CAS N/A 20753XAA2 396696.76000000 PA USD 396146.86000000 0.030667445178 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 6.66000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYJ7 720000.00000000 PA USD 585031.97000000 0.045289860098 Long DBT CORP US N 2 2032-07-21 Fixed 2.38000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MK4 1104000.00000000 PA USD 968760.00000000 0.074995909828 Long DBT CORP US N 2 2025-01-30 Fixed 4.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBEP1 798233.41000000 PA USD 778610.91000000 0.060275644739 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.00000000 N N N N N N CarMax Auto Owner Trust N/A 14317JAG2 300000.00000000 PA USD 270982.86000000 0.020977957526 Long ABS-O CORP US N 2 2027-07-15 Fixed 1.38000000 N N N N N N GS Mortgage Securities Trust N/A 36258RAZ6 1600000.00000000 PA USD 1313670.88000000 0.101696955758 Long ABS-MBS CORP US N 2 2053-05-12 Fixed 2.12000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SJS7 298934.09000000 PA USD 277027.22000000 0.021445877628 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KNPY8 516515.51000000 PA USD 452899.78000000 0.035060934661 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 50249AAD5 360000.00000000 PA USD 282071.35000000 0.021836365590 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 161175AZ7 1964000.00000000 PA USD 1958348.41000000 0.151604237137 Long DBT CORP US N 2 2035-10-23 Fixed 6.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417NCE9 1812587.71000000 PA USD 1824579.72000000 0.141248623143 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.50000000 N N N N N N AIR CANADA 2020-1C PTT N/A 008911BD0 106000.00000000 PA USD 112812.62000000 0.008733313800 Long DBT CORP CA N 2 2026-07-15 Fixed 10.50000000 N N N N N N BLACKSTONE PRIVATE CRE 549300ORP3TTCNXSYO43 09261HAK3 88000.00000000 PA USD 74862.42000000 0.005795424356 Long DBT CORP US N 2 2027-03-15 Fixed 3.25000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJB6 775000.00000000 PA USD 656773.59000000 0.050843689802 Long DBT CORP US N 2 2031-04-29 Fixed 2.59000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BXZD7 1226138.14000000 PA USD 1144629.75000000 0.088610749327 Long ABS-MBS USGSE US N 2 2046-09-15 Fixed 3.50000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAXL3 3197695.55000000 PA USD 2830356.50000000 0.219110162327 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 2.50000000 N N N N N N Embraer Overseas Ltd N/A 29081YAD8 250000.00000000 PA USD 249827.41000000 0.019340222462 Long DBT CORP KY N 2 2023-09-16 Fixed 5.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QHC45 160036.93000000 PA USD 138146.18000000 0.010694494465 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468L6 785000.00000000 PA USD 676624.85000000 0.052380461867 Long DBT CORP US N 2 2031-01-22 Fixed 2.70000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661DN4 386000.00000000 PA USD 295668.09000000 0.022888948157 Long DBT CORP US N 2 2046-04-15 Fixed 3.70000000 N N N N N N Morgan Stanley BAML Trust N/A 61690FAM5 1737000.00000000 PA USD 1656544.59000000 0.128240295531 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 87901BAB8 224000.00000000 PA USD 6160.00000000 0.000476872295 Long DBT CORP MH N 2 2023-07-15 None 0.00000000 Y N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNEX7 481859.05000000 PA USD 474922.71000000 0.036765825111 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.50000000 N N N N N N IMT Trust N/A 44974ABA4 170000.00000000 PA USD 162044.68000000 0.012544580917 Long ABS-MBS CORP US N 2 2034-06-15 Variable 3.50000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833CD0 750000.00000000 PA USD 670743.69000000 0.051925175784 Long DBT CORP US N 2 2046-08-04 Fixed 3.85000000 N N N N N N PUBLIC SERVICE ELECTRIC 549300RUHPVD434XUK18 74456QBY1 315000.00000000 PA USD 289304.05000000 0.022396280241 Long DBT CORP US N 2 2029-05-15 Fixed 3.20000000 N N N N N N UMBS, TBA N/A 01F022634 -1000000.00000000 PA USD -861839.24000000 -0.06671871044 Short ABS-MBS USGSE US N 2 2053-03-15 Fixed 2.50000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475AM7 357000.00000000 PA USD 340276.79000000 0.026342300940 Long DBT CORP US N 2 2023-06-01 Fixed 4.85000000 N N N N N N OWENS CORNING JO5M6676RDJIZ2U8X907 690742AK7 62000.00000000 PA USD 57461.69000000 0.004448358439 Long DBT CORP US N 2 2030-06-01 Fixed 3.88000000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAF3 1050000.00000000 PA USD 897146.25000000 0.069451979094 Long DBT CORP XX N 2 2029-02-02 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFYM7 1908747.57000000 PA USD 1723160.22000000 0.133397300135 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBH4 710000.00000000 PA USD 627591.78000000 0.048584599428 Long DBT CORP FR N 2 2028-01-19 Fixed 2.80000000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NAW5 442000.00000000 PA USD 402289.36000000 0.031142962723 Long DBT CORP CA N 2 2078-03-01 Fixed 6.25000000 N N N N N N LINCOLN NATIONAL CORP EFQMQROEDSNBRIP7LE47 534187BK4 2434000.00000000 PA USD 1992081.99000000 0.154215699753 Long DBT CORP US N 2 2031-01-15 Fixed 3.40000000 N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDG3 1007000.00000000 PA USD 942013.62000000 0.072925356644 Long DBT CORP US N 2 2030-04-01 Fixed 3.40000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911363AM1 37000.00000000 PA USD 32693.20000000 0.002530922291 Long DBT CORP US N 2 2031-02-15 Fixed 3.88000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 91637.54000000 0.007094059092 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 11747157.20000000 USD 10896770.00000000 EUR 2023-04-04 91637.54000000 N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBP5 249000.00000000 PA USD 191689.54000000 0.014839517999 Long DBT CORP US N 2 2035-11-15 Fixed 3.14000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38143U8H7 85000.00000000 PA USD 82690.42000000 0.006401423760 Long DBT CORP US N 2 2026-02-25 Fixed 3.75000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 3138WH6K3 185642.29000000 PA USD 162362.11000000 0.012569154549 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 2.50000000 N N N N N N UNITED AIR 2020-1 B PTT N/A 90932VAA3 191727.50000000 PA USD 185545.69000000 0.014363895945 Long DBT CORP US N 2 2026-01-15 Fixed 4.88000000 N N N N N N Oxford Finance Funding Trust N/A 69145AAB4 62949.49000000 PA USD 62536.57000000 0.004841226892 Long ABS-O CORP US N 2 2027-02-15 Fixed 4.46000000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAA1 969000.00000000 PA USD 939548.96000000 0.072734556632 Long DBT CORP US N 2 2024-10-01 Fixed 2.76000000 N N N N N N DTE ELECTRIC CO 9N0FWODEJVKHC2DYLO03 23338VAK2 850000.00000000 PA USD 738314.34000000 0.057156112626 Long DBT CORP US N 2 2030-03-01 Fixed 2.25000000 N N N N N N ADAPTHEALTH LLC N/A 00653VAE1 222000.00000000 PA USD 188549.04000000 0.014596398284 Long DBT CORP US N 2 2030-03-01 Fixed 5.13000000 N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AN9 213000.00000000 PA USD 196501.02000000 0.015211995517 Long DBT CORP CO N 2 2030-04-29 Fixed 6.88000000 N N N N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 536797AE3 64000.00000000 PA USD 59599.87000000 0.004613884219 Long DBT CORP US N 2 2027-12-15 Fixed 4.63000000 N N N N N N WASTE MANAGEMENT INC 549300YX8JIID70NFS41 94106LBS7 1237000.00000000 PA USD 1199670.10000000 0.092871661344 Long DBT CORP US N 2 2032-04-15 Fixed 4.15000000 N N N N N N Banc of America Merrill Lynch Large Loan Inc N/A 05492PAL2 147000.00000000 PA USD 105065.81000000 0.008133599666 Long ABS-MBS CORP US N 2 2032-11-05 Variable 3.72000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 31412RKU0 185903.16000000 PA USD 182117.15000000 0.014098477806 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KNPS1 738722.69000000 PA USD 621984.46000000 0.048150512487 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.00000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAE2 881000.00000000 PA USD 789602.85000000 0.061126578449 Long DBT CORP US N 2 2029-07-15 Fixed 4.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5PB3 3117971.80000000 PA USD 2878937.32000000 0.222871014134 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEQ70 1422153.21000000 PA USD 1402846.46000000 0.108600423858 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 4.50000000 N N N N N N CarMax Auto Owner Trust N/A 14316HAF9 400000.00000000 PA USD 371136.40000000 0.028731277084 Long ABS-O CORP US N 2 2026-08-17 Fixed 1.30000000 N N N N N N Small Business Administration Participation Certs N/A 83162CN33 1935327.15000000 PA USD 1658176.50000000 0.128366628756 Long ABS-O USGA US N 2 2047-01-01 Fixed 2.04000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLY9 3361650.31000000 PA USD 2939691.39000000 0.227574249977 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SW9 3390000.00000000 PA USD 2538328.71000000 0.196503025569 Long DBT UST US N 2 2041-02-15 Fixed 1.88000000 N N N N N N ORIFLAME INVESTMENT HLDG 549300LGP4VBCHWQTD80 68621CAA7 208000.00000000 PA USD 126880.00000000 0.009822330648 Long DBT CORP JE N 2 2026-05-04 Fixed 5.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPRJ8 3388015.12000000 PA USD 3269678.43000000 0.253119976779 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.00000000 N N N N N N COLT Funding LLC N/A 19688KAA2 269098.99000000 PA USD 216411.67000000 0.016753365218 Long ABS-MBS CORP US N 2 2066-10-25 Variable 1.11000000 N N N N N N Small Business Administration Participation Certs N/A 83162CP56 1706819.81000000 PA USD 1650895.69000000 0.127802989701 Long ABS-O USGA US N 2 2047-05-01 Fixed 3.94000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QP3D7 1660786.01000000 PA USD 1630203.48000000 0.126201116053 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 620076BT5 809000.00000000 PA USD 657959.42000000 0.050935490042 Long DBT CORP US N 2 2030-11-15 Fixed 2.30000000 N N N N N N arbor multifamily mortgage securities trust N/A 03881VAG4 2500000.00000000 PA USD 2020136.50000000 0.156387520949 Long ABS-MBS CORP US N 2 2054-06-15 Fixed 2.25000000 N N N N N N KKR GROUP FINANCE CO VII N/A 48252DAA3 257000.00000000 PA USD 177666.93000000 0.013753966990 Long DBT CORP US N 2 2050-02-25 Fixed 3.63000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ2U3 168236.43000000 PA USD 168026.33000000 0.013007646365 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFP9 783000.00000000 PA USD 758157.68000000 0.058692271568 Long DBT CORP US N 2 2025-04-21 Fixed 3.95000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJT7 3184000.00000000 PA USD 2659102.29000000 0.205852631782 Long DBT CORP US N 2 2032-04-22 Fixed 2.69000000 N N N N N N STELLANTIS FIN US INC 549300QZ0AI8Q7LNON33 85855CAA8 2695000.00000000 PA USD 2385950.01000000 0.184706730052 Long DBT CORP US N 2 2027-01-29 Fixed 1.71000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LD1 1585000.00000000 PA USD 1515846.67000000 0.117348259813 Long DBT CORP US N 2 2028-01-10 Fixed 3.89000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKW95 2597698.75000000 PA USD 2277765.16000000 0.176331671982 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TM0 17393000.00000000 PA USD 17871307.50000000 1.383495360862 Long DBT UST US N 2 2042-11-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UPA4 79945.35000000 PA USD 77802.16000000 0.006023002369 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 4.00000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066RAE5 400000.00000000 PA USD 365298.88000000 0.028279369363 Long ABS-O CORP US N 2 2027-01-19 Fixed 1.01000000 N N N N N N BX Trust N/A 05609VAA3 1516000.00000000 PA USD 1459747.76000000 0.113005400079 Long ABS-MBS CORP US N 2 2036-09-15 Floating 5.38000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 3140J7V28 346495.96000000 PA USD 327134.35000000 0.025324887706 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 83162CWD1 1071768.63000000 PA USD 1015729.17000000 0.078631996824 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 26209XAC5 472360.00000000 PA USD 405349.36000000 0.031379850583 Long ABS-O CORP US N 2 2051-01-20 Fixed 3.24000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ADFR2 771819.77000000 PA USD 678012.38000000 0.052487876577 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.50000000 N N N N N N MidAmerican Energy Co NINLOILYRTLIMK26MZ18 595620AU9 100000.00000000 PA USD 89578.94000000 0.006934693945 Long DBT CORP US N 2 2049-07-15 Fixed 4.25000000 N N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 365000.00000000 PA USD 338993.75000000 0.026242975254 Long DBT CORP IL N 2 2026-03-30 Fixed 4.88000000 N N N N N N Legacy Mortgage Asset Trust N/A 52474JAA4 78050.96000000 PA USD 72639.09000000 0.005623306746 Long ABS-MBS CORP US N 2 2066-10-25 Variable 1.89000000 N N N N N N Oak Street Investment Grade Net Lease Fund N/A 67190AAA4 1818794.24000000 PA USD 1617634.32000000 0.125228082908 Long ABS-O CORP US N 2 2051-01-20 Fixed 1.48000000 N N N N N N MASS MUTUAL LIFE INS CO R6ZXK5P01NP6HXSY1S07 575767AT5 915000.00000000 PA USD 935644.09000000 0.072432263724 Long DBT CORP US N 2 2052-12-01 Fixed 5.67000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477BN2 330000.00000000 PA USD 295104.21000000 0.022845295762 Long DBT CORP US N 2 2031-03-30 Fixed 3.15000000 N N N N N N CORURIPE NETHERLANDS BV 724500EL5MDC9RD0FW48 22088DAA8 332000.00000000 PA USD 234060.00000000 0.018119598924 Long DBT CORP NL N 2 2027-02-10 Fixed 10.00000000 N N N N N N Louisiana Local Government Environmental Facilities & Community Development Auth 5493004WIZ1HV87IVF85 54627RAL4 1447413.23000000 PA USD 1411364.54000000 0.109259845345 Long DBT MUN US N 2 2029-02-01 Fixed 3.62000000 N N N N N N SMB Private Education Loan Trust N/A 78449MAA4 539128.43000000 PA USD 482383.65000000 0.037343408809 Long ABS-O CORP US N 2 2053-03-17 Fixed 1.34000000 N N N N N N WOLVERINE WORLD WIDE 549300OVC7PK14LQ8D87 978097AG8 300000.00000000 PA USD 244120.50000000 0.018898425828 Long DBT CORP US N 2 2029-08-15 Fixed 4.00000000 N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABP1 235000.00000000 PA USD 207879.59000000 0.016092859931 Long DBT CORP US N 2 2027-10-15 Fixed 2.38000000 N N N N N N Trimaran CAVU Ltd N/A 89624NAA6 1500000.00000000 PA USD 1478635.50000000 0.114467581885 Long ABS-CBDO CORP KY N 2 2032-04-23 Floating 6.03000000 N N N N N N FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 341081GG6 1815000.00000000 PA USD 1551160.22000000 0.120082034754 Long DBT CORP US N 2 2032-02-03 Fixed 2.45000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 3138E2K79 150596.24000000 PA USD 147574.37000000 0.011424371511 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N GCAT N/A 36169DAA0 389536.93000000 PA USD 386266.65000000 0.029902575305 Long ABS-MBS CORP US N 2 2067-11-25 Variable 5.84000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QF5Y1 3653249.55000000 PA USD 3175569.16000000 0.245834570355 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.50000000 N N N N N N OCP CLO Ltd 254900XV0U0WEM36A370 67091YAU8 1250000.00000000 PA USD 1227893.75000000 0.095056576400 Long ABS-CBDO CORP KY N 2 2033-01-15 Floating 5.88000000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAT3 347000.00000000 PA USD 287912.84000000 0.022288580646 Long DBT CORP LU N 2 2032-01-15 Fixed 3.63000000 N N N N N HILLENBRAND INC U246OE781574J2BUD366 431571AE8 167000.00000000 PA USD 139697.17000000 0.010814563322 Long DBT CORP US N 2 2031-03-01 Fixed 3.75000000 N N N N N N AMER AIRLINE 19-1B PTT N/A 02379DAA8 147203.15000000 PA USD 132099.96000000 0.010226430373 Long DBT CORP US N 2 2028-02-15 Fixed 3.85000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 3140Q7WR4 504240.95000000 PA USD 476221.81000000 0.036866394071 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBR0 326000.00000000 PA USD 331503.86000000 0.025663150411 Long DBT CORP US N 2 2027-11-15 Fixed 7.10000000 N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VAN3 576000.00000000 PA USD 482306.85000000 0.037337463388 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBV2 350000.00000000 PA USD 318607.32000000 0.024664773361 Long DBT CORP US N 2 2037-05-15 Fixed 4.93000000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 35564KRF8 437000.00000000 PA USD 425067.19000000 0.032906293253 Long ABS-MBS USGSE US N 2 2042-02-25 Floating 6.96000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CV27 266821.81000000 PA USD 251746.59000000 0.019488794503 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.50000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAV7 2036000.00000000 PA USD 1829861.03000000 0.141657472237 Long DBT CORP IE N 2 2026-10-29 Fixed 2.45000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90351DAF4 1897000.00000000 PA USD 1804789.09000000 0.139716544709 Long DBT CORP CH N 2 2026-04-15 Fixed 4.13000000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AD5 106000.00000000 PA USD 99962.24000000 0.007738510195 Long DBT US N 2 2032-05-15 Fixed 5.13000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RD63 93715.15000000 PA USD 87430.96000000 0.006768409505 Long ABS-MBS USGA US N 2 2045-05-20 Fixed 3.00000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAF6 200000.00000000 PA USD 200810.00000000 0.015545572332 Long DBT CORP US N 2 2023-10-01 Fixed 8.25000000 N N N N N N Vantage Data Centers LLC 5493000RL8X7WTQ7HO20 92212KAC0 1204000.00000000 PA USD 1021370.66000000 0.079068729013 Long ABS-O CORP US N 2 2045-09-15 Fixed 1.99000000 N N N N N N Life Financial Services Trust N/A 53218DAA6 1028000.00000000 PA USD 1006720.09000000 0.077934564899 Long ABS-MBS CORP US N 2 2039-05-15 Floating 6.12000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31307RND3 234362.62000000 PA USD 221515.47000000 0.017148472494 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 52474PAA0 196607.00000000 PA USD 196573.12000000 0.015217577090 Long ABS-MBS CORP US N 2 2059-10-25 Variable 5.88000000 N N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 106000.00000000 PA USD 95135.00000000 0.007364812628 Long DBT CORP IL N 2 2028-03-30 Fixed 5.38000000 N N N N N N Credit Suisse Mortgage Trust N/A 22946DAA0 138181.65000000 PA USD 109391.14000000 0.008468442206 Long ABS-MBS CORP US N 2 2066-05-25 Variable 0.94000000 N N N N N N AMSR Trust N/A 00179VAA4 1529000.00000000 PA USD 1350586.34000000 0.104554741494 Long ABS-O CORP US N 2 2038-08-17 Fixed 1.53000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QHHD0 1473377.95000000 PA USD 1284648.02000000 0.099450170392 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N AMERISOURCEBERGEN CORP AI8GXW8LG5WK7E9UD086 03073EAR6 490000.00000000 PA USD 430271.51000000 0.033309182218 Long DBT CORP US N 2 2030-05-15 Fixed 2.80000000 N N N N N N UNITED AIR 2018-1 B PTT N/A 90932NAA1 181376.77000000 PA USD 171616.38000000 0.013285567694 Long DBT CORP US N 2 2026-03-01 Fixed 4.60000000 N N N N N N US AIRWAYS 2010-1A PTT N/A 90345KAA8 66967.92000000 PA USD 66915.48000000 0.005180217292 Long DBT CORP US N 2 2023-04-22 Fixed 6.25000000 N N N N N N TELEDYNE TECHNOLOGIES IN 549300VSMO9KYQWDND94 879360AE5 1125000.00000000 PA USD 960180.08000000 0.074331701039 Long DBT CORP US N 2 2031-04-01 Fixed 2.75000000 N N N N N NextGear Floorplan Master Owner Trust N/A 65341KBT2 2643000.00000000 PA USD 2531166.21000000 0.195948545404 Long ABS-O CORP US N 2 2027-03-15 Fixed 2.80000000 N N N N N N UMBS S6XOOCT0IEG5ABCC6L87 3132ACWS5 421324.91000000 PA USD 440601.96000000 0.034108907120 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 6.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAV8 2450000.00000000 PA USD 2368672.76000000 0.183369223256 Long DBT CORP US N 2 2029-07-23 Fixed 4.20000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H022648 -500000.00000000 PA USD -440058.60000000 -0.03406684326 Short ABS-MBS USGA US N 2 2053-04-20 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TQ1 1895000.00000000 PA USD 1912321.47000000 0.148041092249 Long DBT UST US N 2 2043-02-15 Fixed 3.88000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJQ4 843000.00000000 PA USD 846460.52000000 0.065528177083 Long DBT CORP US N 2 2024-02-01 Fixed 6.75000000 N N N N N Commonbond Student Loan Trust 549300KDXV3I7WKXA522 20268KAA8 152492.70000000 PA USD 136850.29000000 0.010594174004 Long ABS-O CORP US N 2 2042-09-25 Fixed 2.68000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 25160PAG2 573000.00000000 PA USD 415072.64000000 0.032132571825 Long DBT CORP DE N 2 2033-01-07 Fixed 3.74000000 N N N N N N Chase Auto Credit Linked Notes N/A 46591HCD0 150867.10000000 PA USD 143179.17000000 0.011084120032 Long ABS-O CORP US N 2 2029-02-26 Fixed 0.76000000 N N N N N N WP CAREY INC 54930042CRNE713E3Q67 92936UAH2 665000.00000000 PA USD 507394.39000000 0.039279598579 Long DBT US N 2 2033-04-01 Fixed 2.25000000 N N N N N Ellington Financial Mortgage Trust N/A 31574XAA6 322519.17000000 PA USD 270659.35000000 0.020952913215 Long ABS-MBS CORP US N 2 2066-02-25 Variable 0.80000000 N N N N N N IHS Markit Ltd 549300HLPTRASHS0E726 44962LAF4 20000.00000000 PA USD 19832.58000000 0.001535325964 Long DBT CORP BM N 2 2028-08-01 Fixed 4.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TUC7 20983.27000000 PA USD 20988.06000000 0.001624776678 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 361841AQ2 1000000.00000000 PA USD 858710.35000000 0.066476489509 Long DBT US N 2 2031-01-15 Fixed 4.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBL2 450000.00000000 PA USD 395148.34000000 0.030590145418 Long DBT CORP US N 2 2047-04-15 Fixed 5.30000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAG8 1138000.00000000 PA USD 1134742.16000000 0.087845308136 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DR7 1368000.00000000 PA USD 1457180.82000000 0.112806682130 Long DBT CORP GB N 2 2028-11-03 Fixed 7.39000000 N N N N N N Neighborly Issuer LLC N/A 64016NAA5 705435.00000000 PA USD 602087.43000000 0.046610197168 Long ABS-O CORP US N 2 2051-04-30 Fixed 3.58000000 N N N N N N Invesco Euro CLO 549300GHZE7CYFQDBC40 000000000 2000000.00000000 PA 2117676.11000000 0.163938484858 Long ABS-CBDO CORP IE N 2 2031-07-15 Floating 2.94000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RZU6 129451.16000000 PA USD 126737.82000000 0.009811323878 Long ABS-MBS USGA US N 2 2046-02-20 Fixed 4.00000000 N N N N N N OZLM Ltd 5493009CITK5BZZY6417 67109UAS1 230661.72000000 PA USD 228835.80000000 0.017715170963 Long ABS-CBDO CORP KY N 2 2030-10-30 Floating 6.05000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CM9 410000.00000000 PA USD 345199.58000000 0.026723395448 Long DBT CORP US N 2 2042-03-15 Fixed 4.38000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 3138WHRP9 117505.98000000 PA USD 108507.13000000 0.008400007160 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 2.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MY4 525000.00000000 PA USD 435914.20000000 0.033746007304 Long DBT CORP US N 2 2032-05-01 Fixed 2.56000000 N N N N N N Stack Infrastructure Issuer LLC N/A 85236KAE2 2178000.00000000 PA USD 1937247.58000000 0.149970730444 Long ABS-O CORP US N 2 2046-03-26 Fixed 1.88000000 N N N N N N VALVOLINE INC 549300CMHPBEY6VPOT75 92047WAG6 403000.00000000 PA USD 342666.87000000 0.026527327391 Long DBT CORP US N 2 2031-06-15 Fixed 3.63000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A2BB5 822939.25000000 PA USD 746178.42000000 0.057764905138 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWFT5 484863.32000000 PA USD 495820.24000000 0.038383593470 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 6.00000000 N N N N N N MICHAELS COS INC/THE 549300H9LWMBP7HYLR98 55916AAB0 394000.00000000 PA USD 276172.33000000 0.021379696888 Long DBT CORP US N 2 2029-05-01 Fixed 7.88000000 N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KM2 596000.00000000 PA USD 572160.00000000 0.044293385118 Long DBT CORP US N 2 2026-08-15 Fixed 6.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X56L2 403242.35000000 PA USD 390147.62000000 0.030203018012 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 4.00000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAJ0 221000.00000000 PA USD 199480.51000000 0.015442650749 Long DBT US N 2 2030-07-15 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNPL0 488290.51000000 PA USD 458014.98000000 0.035456924460 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.50000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BQ3 430000.00000000 PA USD 393278.00000000 0.030445354293 Long DBT CORP GB N 2 2025-12-29 Fixed 6.00000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773CM0 219000.00000000 PA USD 190204.59000000 0.014724561584 Long DBT CORP US N 2 2023-06-30 Fixed 5.10000000 N N N N N N Boca Commercial Mortgage Trust N/A 05592LAC0 136000.00000000 PA USD 132017.58000000 0.010220052980 Long ABS-MBS CORP US N 2 2039-05-15 Floating 7.15000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286WAF3 150156.44000000 PA USD 148951.95000000 0.011531015949 Long ABS-O CORP US N 2 2026-01-15 Fixed 1.01000000 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAM2 330000.00000000 PA USD 282928.80000000 0.021902744511 Long DBT CORP US N 2 2031-11-01 Fixed 3.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFGC9 918858.91000000 PA USD 796878.05000000 0.061689783209 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAQ2 150000.00000000 PA USD 137670.00000000 0.010657631308 Long DBT CORP US N 2 2028-01-15 Fixed 6.63000000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KAW6 620000.00000000 PA USD 602051.20000000 0.046607392447 Long DBT CORP US N 2 2024-06-07 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KH2D7 511315.97000000 PA USD 479906.81000000 0.037151665891 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DM3Y9 464391.53000000 PA USD 421070.88000000 0.032596921578 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N Vantage Data Centers LLC 5493000RL8X7WTQ7HO20 92212KAB2 2357000.00000000 PA USD 2123593.59000000 0.164396582629 Long ABS-O CORP US N 2 2045-09-15 Fixed 1.65000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAK7 248000.00000000 PA USD 235524.79000000 0.018232994666 Long DBT US N 2 2028-02-15 Fixed 3.80000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VBF6 195854.27000000 PA USD 180283.48000000 0.013956525465 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 3.00000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DQ0 152000.00000000 PA USD 155515.94000000 0.012039162860 Long DBT CORP US N 2 2030-03-02 Fixed 5.25000000 N N N N N N DELTA AIR LINES/SKYMILES N/A 830867AA5 78833.00000000 PA USD 77558.93000000 0.006004172881 Long DBT CORP XX N 2 2025-10-20 Fixed 4.50000000 N N N N N N LYB INTL FINANCE BV 549300J6QSW38QNOJK61 50247VAC3 150000.00000000 PA USD 132649.50000000 0.010268972646 Long DBT CORP NL N 2 2044-03-15 Fixed 4.88000000 N N N N N N BNPP IP Euro CLO 635400VGNU8T62DHAX91 000000000 1250000.00000000 PA 1315142.72000000 0.101810897271 Long ABS-CBDO CORP IE N 2 2031-04-15 Floating 2.89000000 N N N N N N UNIV SOUTHERN CALIFORIA 0GMCSQ6M60R4T46U5511 914886AF3 350000.00000000 PA USD 249979.23000000 0.019351975506 Long DBT CORP US N 2 2051-10-01 Fixed 2.95000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 3140FS7E7 274116.14000000 PA USD 268475.00000000 0.020783813216 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.00000000 N N N N N N LEHMAN BROTHERS HOLDINGS 549300FDK6ZP3YIHRJ47 524908R36 890000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 3 2017-07-19 None 0.00000000 Y N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDQP4 1514180.83000000 PA USD 1412492.26000000 0.109347147038 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.50000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CT7 402000.00000000 PA USD 416839.83000000 0.032269377661 Long DBT CORP US N 2 2033-03-15 Fixed 7.00000000 N N N N N N Aetna Inc 549300QKBENKLBXQ8968 00817YAP3 370000.00000000 PA USD 337664.12000000 0.026140042834 Long DBT CORP US N 2 2044-03-15 Fixed 4.75000000 N N N N N N GM Financial Securitized Term Auto Receivables Tr N/A 36261LAF8 300000.00000000 PA USD 279508.14000000 0.021637936396 Long ABS-O CORP US N 2 2027-05-17 Fixed 1.04000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439AG4 421000.00000000 PA USD 398312.31000000 0.030835082047 Long DBT CORP GB N 2 2024-06-27 Fixed 7.50000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CD5 282000.00000000 PA USD 257859.82000000 0.019962046130 Long DBT CORP US N 2 2029-03-01 Fixed 3.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBUK4 1207340.43000000 PA USD 1173800.05000000 0.090868948662 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHVH7 231979.23000000 PA USD 228295.58000000 0.017673350191 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPSF6 1436408.12000000 PA USD 1436627.29000000 0.111215544302 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.00000000 N N N N N N BRASKEM NETHERLANDS 2549000TLMHFQ74DS330 10554TAE5 527000.00000000 PA USD 396259.31000000 0.030676150420 Long DBT CORP NL N 2 2050-01-31 Fixed 5.88000000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AM4 379000.00000000 PA USD 334166.49000000 0.025869276138 Long DBT CORP US N 2 2028-06-15 Fixed 2.38000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5HC2 243418.40000000 PA USD 237197.15000000 0.018362459301 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.00000000 N N N N N N HUNTSMAN INTERNATIONAL L 3YTEJFW18LGIUQ2N5J61 44701QBF8 390000.00000000 PA USD 320732.70000000 0.024829308237 Long DBT CORP US N 2 2031-06-15 Fixed 2.95000000 N N N N N N GS Mortgage Securities Trust 5493002EPQ51IPGGFX73 36251FAV8 828872.85000000 PA USD 797673.08000000 0.061751329927 Long ABS-MBS CORP US N 2 2048-02-10 Fixed 3.14000000 N N N N N N TAYLOR MORRISON COMM 549300O1Z08HI2MRK572 87724RAA0 110000.00000000 PA USD 108068.35000000 0.008366039299 Long DBT CORP US N 2 2027-06-15 Fixed 5.88000000 N N N N N N MICHAELS COS INC/THE 549300H9LWMBP7HYLR98 55916AAA2 426000.00000000 PA USD 355484.22000000 0.027519574000 Long DBT CORP US N 2 2028-05-01 Fixed 5.25000000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523CB4 1485000.00000000 PA USD 1422330.34000000 0.110108755445 Long DBT CORP US N 2 2027-03-01 Fixed 3.40000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AV8 303000.00000000 PA USD 309393.86000000 0.023951519495 Long DBT CORP US N 2 2026-06-30 Fixed 5.88000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KJC34 1825655.31000000 PA USD 1579596.06000000 0.122283376358 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 89668QAF5 156000.00000000 PA USD 96062.48000000 0.007436612874 Long DBT CORP LU N 2 2029-04-01 Fixed 5.13000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBK4 302000.00000000 PA USD 289716.57000000 0.022428215202 Long DBT CORP US N 2 2027-04-15 Fixed 4.20000000 N N N N N N JB Poindexter & Co Inc 549300W6P81HOZZGPQ16 730481AJ7 107000.00000000 PA USD 100432.34000000 0.007774902674 Long DBT CORP US N 2 2026-04-15 Fixed 7.13000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYN8 566000.00000000 PA USD 468050.10000000 0.036233786587 Long DBT CORP US N 2 2032-10-21 Fixed 2.65000000 N N N N N N SBL HOLDINGS INC 635400MJW3QDSBJRKQ59 78397DAB4 411000.00000000 PA USD 341354.28000000 0.026425714111 Long DBT CORP US N 2 2031-02-18 Fixed 5.00000000 N N N N N N SACI Falabella 5493004CKJQ7H391LM41 78386FAC0 600000.00000000 PA USD 579413.84000000 0.044854936308 Long DBT CORP CL N 2 2025-01-27 Fixed 4.38000000 N N N N N N ASCENT RESOURCES/ARU FIN N/A 04364VAU7 441000.00000000 PA USD 389621.30000000 0.030162273299 Long DBT CORP US N 2 2029-06-30 Fixed 5.88000000 N N N N N UMBS S6XOOCT0IEG5ABCC6L87 3132DMDD4 719951.80000000 PA USD 653087.28000000 0.050558316570 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 6461366S5 120000.00000000 PA USD 106315.08000000 0.008230311070 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 64828FCQ3 67403.42000000 PA USD 65317.53000000 0.005056513058 Long ABS-MBS CORP US N 2 2048-01-25 Floating 5.60000000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 30161NAY7 285000.00000000 PA USD 258782.54000000 0.020033477884 Long DBT CORP US N 2 2050-04-15 Fixed 4.70000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 10.00000000 NC USD -17453.18000000 -0.00135112629 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CME Ultra Long Term U.S. Treasury Bond Futures WNM3 Comdty 2023-06-21 1428703.18000000 USD -17453.18000000 N N N Romark CLO Ltd N/A 77587EAA6 250000.00000000 PA USD 246583.00000000 0.019089058624 Long ABS-CBDO CORP KY N 2 2031-07-25 Floating 5.99000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAR0 2268000.00000000 PA USD 2199751.30000000 0.170292280998 Long DBT CORP US N 2 2035-05-14 Fixed 4.50000000 N N N N N N CSI COMPRESSCO LP/FINANC N/A 12652HAA6 247000.00000000 PA USD 235578.72000000 0.018237169621 Long DBT CORP US N 2 2025-04-01 Fixed 7.50000000 N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2L7 200000.00000000 PA USD 183828.68000000 0.014230974760 Long DBT CORP FR N 2 2026-06-09 Fixed 2.22000000 N N N N N N CFK Trust N/A 12529AAA2 233000.00000000 PA USD 204538.68000000 0.015834225609 Long ABS-MBS CORP US N 2 2039-03-15 Fixed 2.39000000 N N N N N N UMBS, TBA N/A 01F050643 -1000000.00000000 PA USD -997421.88000000 -0.07721475016 Short ABS-MBS USGSE US N 2 2053-04-15 Fixed 5.00000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066NAF1 493329.58000000 PA USD 487619.24000000 0.037748718520 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 161175BU7 750000.00000000 PA USD 604093.65000000 0.046765507353 Long DBT CORP US N 2 2031-04-01 Fixed 2.80000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DA5 1120000.00000000 PA USD 818799.90000000 0.063386848618 Long DBT CORP US N 2 2041-08-15 Fixed 2.80000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179NX45 61587.99000000 PA USD 57500.20000000 0.004451339665 Long ABS-MBS USGA US N 2 2044-01-20 Fixed 3.00000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEW8 1328000.00000000 PA USD 1344116.79000000 0.104053905592 Long DBT CORP US N 2 2053-04-15 Fixed 5.05000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SU3 2678000.00000000 PA USD 1830664.06000000 0.141719638269 Long DBT UST US N 2 2051-02-15 Fixed 1.88000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CP5 531000.00000000 PA USD 454713.01000000 0.035201304653 Long DBT CORP US N 2 2027-12-02 Fixed 2.45000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CR4 295000.00000000 PA USD 217227.12000000 0.016816492736 Long DBT CORP US N 2 2059-08-01 Fixed 3.95000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAB7 740000.00000000 PA USD 614988.54000000 0.047608928002 Long DBT CORP US N 2 2052-04-15 Fixed 4.95000000 N N N N N N ASCENSION HEALTH N/A 04352EAA3 710000.00000000 PA USD 625106.49000000 0.048392202358 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 83162CF40 840766.51000000 PA USD 714241.74000000 0.055292548338 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 97064FAA3 114078.41000000 PA USD 91419.10000000 0.007077148705 Long ABS-O CORP US N 2 2045-03-15 Fixed 3.23000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UCB6 142167.96000000 PA USD 138106.64000000 0.010691433502 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 4.00000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAN0 56000.00000000 PA USD 54316.37000000 0.004204865587 Long DBT CORP US N 2 2030-06-01 Fixed 7.50000000 N N N N N N Oak Street Investment Grade Net Lease Fund N/A 67181DAJ0 725053.38000000 PA USD 649196.85000000 0.050257141524 Long ABS-O CORP US N 2 2051-11-20 Fixed 2.38000000 N N N N N N Kraft Heinz Foods Co 5493003STKEZ2S0RNU91 50077LAB2 1024000.00000000 PA USD 893015.32000000 0.069132185901 Long DBT CORP US N 2 2046-06-01 Fixed 4.38000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCG5 270000.00000000 PA USD 245610.37000000 0.019013763121 Long DBT CORP MX N 2 2027-03-13 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DVB5 3620585.65000000 PA USD 2851249.51000000 0.220727580774 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 1.50000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BZ5 340000.00000000 PA USD 283535.85000000 0.021949738882 Long DBT CORP MX N 2 2031-07-11 Fixed 3.88000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 10650000.00000000 OU Notional Amount USD 188886.59000000 0.014622529492 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2025-03-10 0.00000000 USD 0.00000000 USD 10650000.00000000 USD 188886.59000000 N N N Life Financial Services Trust N/A 53218CAG5 418745.28000000 PA USD 396516.69000000 0.030696075321 Long ABS-MBS CORP US N 2 2038-03-15 Floating 6.34000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BL7 35000.00000000 PA USD 33721.45000000 0.002610523580 Long DBT CORP US N 2 2030-01-15 Fixed 5.25000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CU7 810000.00000000 PA USD 816413.52000000 0.063202108601 Long DBT CORP US N 2 2027-05-01 Fixed 5.04000000 N N N N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591EX6 210000.00000000 PA USD 171367.28000000 0.013266283783 Long DBT USGA US N 2 2031-09-15 Fixed 1.50000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 3140J8BK8 522286.48000000 PA USD 508787.07000000 0.039387411973 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FAA40 1157129.07000000 PA USD 1069205.89000000 0.082771861466 Long ABS-MBS USGSE US N 2 2047-08-15 Fixed 3.50000000 N Y N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBJ1 1100000.00000000 PA USD 1015645.47000000 0.078625517244 Long DBT CORP US N 2 2046-05-15 Fixed 4.90000000 N N N N N N BX Trust N/A 12434FAA5 1531000.00000000 PA USD 1477810.92000000 0.114403747574 Long ABS-MBS CORP US N 2 2038-12-15 Floating 5.61000000 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAR8 235000.00000000 PA USD 236063.06000000 0.018274664479 Long DBT CORP US N 2 2032-06-15 Fixed 6.38000000 N N N N N N MID-ATLANTIC INTERSTATE N/A 59524QAA3 825000.00000000 PA USD 797847.71000000 0.061764848792 Long DBT CORP US N 2 2028-05-15 Fixed 4.10000000 N N N N N N Delta Air Lines Inc Q2CCMS6R0AS67HJMBN42 247361ZN1 418000.00000000 PA USD 388779.71000000 0.030097122170 Long DBT CORP US N 2 2028-04-19 Fixed 4.38000000 N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXS8 1350000.00000000 PA USD 1236654.96000000 0.095734819634 Long DBT CORP US N 2 2026-02-12 Fixed 0.86000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CU4 316000.00000000 PA USD 302271.38000000 0.023400137452 Long DBT CORP US N 2 2028-03-15 Fixed 10.25000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -91243.20000000 -0.00706353152 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 10896770.00000000 EUR 11766139.37000000 USD 2023-05-02 -91243.20000000 N N N DISCOVER FINANCIAL SVS Z1YLO2USPORE63VVUL20 254709AM0 158000.00000000 PA USD 149659.21000000 0.011585768010 Long DBT CORP US N 2 2027-02-09 Fixed 4.10000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CN8 130000.00000000 PA USD 123438.36000000 0.009555898381 Long DBT CORP US N 2 2045-07-20 Fixed 5.13000000 N N N N N N Verus Securitization Trust N/A 92538HAA8 167186.75000000 PA USD 134597.47000000 0.010419773445 Long ABS-MBS CORP US N 2 2066-07-25 Variable 0.94000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZN3 23298.75000000 PA USD 22042.09000000 0.001706373708 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912834LX4 1750000.00000000 PA USD 804365.08000000 0.062269386647 Long DBT UST US N 2 2042-11-15 None 0.00000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBR0 661000.00000000 PA USD 559189.29000000 0.043289266247 Long DBT CORP US N 2 2030-06-01 Fixed 2.25000000 N N N N N N EQUIFAX INC 5493004MCF8JDC86VS77 294429AV7 375000.00000000 PA USD 377596.15000000 0.029231354326 Long DBT CORP US N 2 2027-12-15 Fixed 5.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWFG3 1469484.19000000 PA USD 1467020.14000000 0.113568386531 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.00000000 N N N N N N LAM RESEARCH CORP 549300I4GMO6D34U1T02 512807AW8 397000.00000000 PA USD 280592.74000000 0.021721899983 Long DBT CORP US N 2 2050-06-15 Fixed 2.88000000 N N N N N N Generate CLO Ltd. N/A 986252AQ7 3500000.00000000 PA USD 3465101.50000000 0.268248523515 Long ABS-CBDO CORP KY N 2 2032-04-20 Floating 5.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5PL1 2013511.82000000 PA USD 1859132.20000000 0.143923480356 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QCY34 486336.82000000 PA USD 440564.35000000 0.034105995567 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RZV4 243718.59000000 PA USD 246569.23000000 0.019087992629 Long ABS-MBS USGA US N 2 2046-02-20 Fixed 4.50000000 N N N N N N VERISK ANALYTICS INC 549300I1YSWNIRKBWP67 92345YAG1 878000.00000000 PA USD 645245.13000000 0.049951221754 Long DBT CORP US N 2 2050-05-15 Fixed 3.63000000 N N N N N N MARTIN MARIETTA MATERIAL 5299005MZ4WZECVATV08 573284AV8 400000.00000000 PA USD 340118.55000000 0.026330050896 Long DBT CORP US N 2 2030-03-15 Fixed 2.50000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 3140JVSJ2 152542.38000000 PA USD 143259.91000000 0.011090370465 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNPE6 990024.82000000 PA USD 889558.99000000 0.068864616418 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DYB2 3333156.44000000 PA USD 2767172.05000000 0.214218780236 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RC4 915900.00000000 PA USD 889782.54000000 0.068881922392 Long DBT UST US N 2 2043-08-15 Fixed 3.63000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 3138EJW46 386618.53000000 PA USD 385360.69000000 0.029832441016 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4.00000000 N N N N N N Motorola Solutions Inc 6S552MUG6KGJVEBSEC55 620076BN8 207000.00000000 PA USD 201508.61000000 0.015599654759 Long DBT CORP US N 2 2029-05-23 Fixed 4.60000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 3138EGGZ1 320987.66000000 PA USD 323114.94000000 0.025013727759 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N MOHEGAN TRIBAL GAMING AU 549300UB083Z2NRDHC48 608328BH2 300000.00000000 PA USD 274792.50000000 0.021272878268 Long DBT CORP US N 2 2026-02-01 Fixed 8.00000000 N N N N N N Dallas Fort Worth International Airport N/A 2350368C7 1300000.00000000 PA USD 1139088.08000000 0.088181744636 Long DBT MUN US N 2 2028-11-01 Fixed 1.93000000 N N N N N N SLG Office Trust N/A 78449RAJ4 380000.00000000 PA USD 281967.94000000 0.021828360174 Long ABS-MBS CORP US N 2 2041-07-15 Fixed 2.85000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AP4 211000.00000000 PA USD 187363.78000000 0.014504642171 Long DBT US N 2 2030-01-15 Fixed 4.00000000 N N N N N N SUNOCO LP/FINANCE CORP N/A 86765LAT4 77000.00000000 PA USD 70775.71000000 0.005479054425 Long DBT CORP US N 2 2029-05-15 Fixed 4.50000000 N N N N N N MAGELLAN MIDSTREAM PARTN MZF5TI8NFVZZNUSKDL39 559080AG1 200000.00000000 PA USD 181188.86000000 0.014026614854 Long DBT CORP US N 2 2043-10-15 Fixed 5.15000000 N N N N N N CFCRE Commercial Mortgage Trust N/A 12531YAM0 585267.05000000 PA USD 548838.51000000 0.042487967511 Long ABS-MBS CORP US N 2 2058-05-10 Fixed 3.01000000 N N N N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 209111FG3 350000.00000000 PA USD 312605.57000000 0.024200151884 Long DBT CORP US N 2 2045-12-01 Fixed 4.50000000 N N N N N N VECTOR GROUP LTD 549300TUIF4WWN6NDN50 92240MBL1 325000.00000000 PA USD 289599.38000000 0.022419143016 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 361841AH2 589000.00000000 PA USD 572157.23000000 0.044293170680 Long DBT US N 2 2026-04-15 Fixed 5.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MNMY9 1421202.54000000 PA USD 1292479.56000000 0.100056443842 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNK69 3247062.17000000 PA USD 2699665.64000000 0.208992816491 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWAD5 811867.84000000 PA USD 640320.39000000 0.049569976289 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 89171DAE7 132000.00000000 PA USD 128185.56000000 0.009923399705 Long ABS-MBS CORP US N 2 2053-10-25 Variable 3.86000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QBTF5 291364.19000000 PA USD 264319.09000000 0.020462086212 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BCW4 982559.40000000 PA USD 902552.64000000 0.069870511174 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.00000000 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAX7 200000.00000000 PA USD 157238.03000000 0.012172477310 Long DBT CORP JP N 2 2031-07-14 Fixed 2.61000000 N N N N N N CSAIL Commercial Mortgage Trust N/A 12597DAC9 1050000.00000000 PA USD 907922.19000000 0.070286191309 Long ABS-MBS CORP US N 2 2052-12-15 Fixed 2.72000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 298.00000000 NC USD 481871.04000000 0.037303725447 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVM3 Comdty 2023-06-30 32151457.23000000 USD 481871.04000000 N N N BENCHMARK Mortgage Trust N/A 08162RAC1 1700000.00000000 PA USD 1338279.10000000 0.103601984711 Long ABS-MBS CORP US N 2 2054-02-15 Fixed 1.82000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CK0 2540000.00000000 PA USD 2238754.20000000 0.173311664510 Long DBT CORP US N 2 2062-04-13 Fixed 4.10000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912834MZ8 646000.00000000 PA USD 285429.07000000 0.022096301247 Long DBT UST US N 2 2043-11-15 None 0.00000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBZ7 1032000.00000000 PA USD 1011652.86000000 0.078316432002 Long DBT CORP GB N 2 2026-08-09 Fixed 5.30000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066JAE3 400000.00000000 PA USD 363576.88000000 0.028146061881 Long ABS-O CORP US N 2 2027-08-18 Fixed 1.41000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KK2 330000.00000000 PA USD 339862.01000000 0.026310191023 Long DBT CORP US N 2 2053-04-01 Fixed 6.70000000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 760942BD3 185000.00000000 PA USD 182034.14000000 0.014092051642 Long DBT NUSS UY N 2 2055-04-20 Fixed 4.98000000 N N N N N N VR Funding LLC N/A 91835CAA1 440597.89000000 PA USD 378125.38000000 0.029272324313 Long ABS-O CORP US N 2 2050-11-15 Fixed 2.79000000 N N N N N N Radian Group Inc 54930005OUP720S5U385 750236AU5 130000.00000000 PA USD 125602.75000000 0.009723453190 Long DBT CORP US N 2 2024-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPZB6 2283674.21000000 PA USD 2262832.07000000 0.175175636771 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N Northwoods Capital Ltd N/A 66858HAN6 1500000.00000000 PA USD 1478167.50000000 0.114431351977 Long ABS-CBDO CORP KY N 2 2031-09-01 Floating 6.36000000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAV8 439000.00000000 PA USD 437494.23000000 0.033868324273 Long DBT CORP US N 2 2030-06-15 Fixed 4.88000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AJBG7 287463.00000000 PA USD 251897.43000000 0.019500471681 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.50000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BN3 1062000.00000000 PA USD 917583.13000000 0.071034086541 Long DBT CORP US N 2 2048-04-01 Fixed 5.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912834MD7 4195000.00000000 PA USD 1911303.71000000 0.147962303037 Long DBT UST US N 2 2043-02-15 None 0.00000000 N N N N N N DUKE ENERGY OHIO INC L6KC0HABGHNFU1Z6QY21 26442EAJ9 220000.00000000 PA USD 226524.33000000 0.017536230053 Long DBT CORP US N 2 2033-04-01 Fixed 5.25000000 N N N N N N Bank N/A 06541JAF8 2300000.00000000 PA USD 1855424.72000000 0.143636468263 Long ABS-MBS CORP US N 2 2063-06-15 Fixed 2.16000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 31418CW26 92953.60000000 PA USD 90618.15000000 0.007015143695 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPZF8 2133646.14000000 PA USD 2182572.33000000 0.168962382483 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.50000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066GAF6 55434.36000000 PA USD 55263.84000000 0.004278213346 Long ABS-O CORP US N 2 2025-02-18 Fixed 3.36000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TSG1 500190.06000000 PA USD 476211.25000000 0.036865576576 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 3.50000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEB8 878000.00000000 PA USD 899159.42000000 0.069607827308 Long DBT CORP US N 2 2028-01-09 Fixed 6.00000000 N N N N N N UMBS, TBA N/A 01F042632 -1500000.00000000 PA USD -1469824.04000000 -0.11378544858 Short ABS-MBS USGSE US N 2 2053-03-15 Fixed 4.50000000 N N N N N N Morgan Stanley Capital I Trust N/A 61767FAZ4 1562382.73000000 PA USD 1426074.68000000 0.110398621031 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.53000000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAT5 494000.00000000 PA USD 390121.68000000 0.030201009884 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ2D1 178236.58000000 PA USD 173868.37000000 0.013459903999 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.00000000 N N N N N N GCAT N/A 36166XAA9 169649.18000000 PA USD 139666.44000000 0.010812184380 Long ABS-MBS CORP US N 2 2066-05-25 Variable 1.04000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912834JH2 2865000.00000000 PA USD 1448355.54000000 0.112123478960 Long DBT UST US N 2 2040-11-15 None 0.00000000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 30161NAS0 1128000.00000000 PA USD 1069065.00000000 0.082760954561 Long DBT CORP US N 2 2045-06-15 Fixed 5.10000000 N N N N N N MASS INSTITUTE OF TECH DLZO3A31IADZ27B62557 575718AB7 460000.00000000 PA USD 425537.01000000 0.032942664055 Long DBT CORP US N 2 2114-07-01 Fixed 4.68000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAK6 538000.00000000 PA USD 491261.25000000 0.038030662297 Long DBT CORP US N 2 2029-08-15 Fixed 4.50000000 N N N N N N CANADIAN PACIFIC RAILWAY 54930036474DURYNB481 13645RBG8 636000.00000000 PA USD 509139.10000000 0.039414664141 Long DBT CORP CA N 2 2041-12-02 Fixed 3.00000000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAA1 148000.00000000 PA USD 133629.20000000 0.010344815468 Long DBT CORP US N 2 2029-08-15 Fixed 3.88000000 N N N N N N C&W Senior Financing DAC 5493009O8OIWZPZRY516 12674TAA4 350000.00000000 PA USD 313415.84000000 0.024262878396 Long DBT CORP IE N 2 2027-09-15 Fixed 6.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179QT43 127686.78000000 PA USD 121729.65000000 0.009423619735 Long ABS-MBS USGA US N 2 2044-11-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179NQ50 139242.66000000 PA USD 137409.02000000 0.010637427715 Long ABS-MBS USGA US N 2 2043-10-20 Fixed 4.00000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05548WAA5 3000000.00000000 PA USD 2751692.40000000 0.213020433447 Long ABS-MBS CORP US N 2 2037-03-15 Floating 5.56000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80287GAE0 200000.00000000 PA USD 197898.70000000 0.015320195982 Long ABS-O CORP US N 2 2030-05-15 Fixed 5.09000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 31418CS47 104965.30000000 PA USD 99108.29000000 0.007672402225 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Freddie Mac - SCRT N/A 35563PML0 932538.16000000 PA USD 875722.34000000 0.067793461378 Long ABS-MBS USGSE US N 2 2059-02-25 Fixed 3.00000000 N N N N N N ENDEAVOR ENERGY RESOURCE N/A 29260FAE0 225000.00000000 PA USD 223535.25000000 0.017304832417 Long DBT CORP US N 2 2028-01-30 Fixed 5.75000000 N N N N N N Western Digital Corp 549300QQXOOYEF89IC56 958102AM7 662000.00000000 PA USD 636009.54000000 0.049236254709 Long DBT CORP US N 2 2026-02-15 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140K06Z6 400879.57000000 PA USD 379312.03000000 0.029364188032 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3A9 3670000.00000000 PA USD 3626972.44000000 0.280779654466 Long DBT CORP US N 2 2028-07-25 Fixed 4.81000000 N N N N N N Cenovus Energy Inc 549300F4XPHJ7NOSP309 15135UAR0 240000.00000000 PA USD 223603.19000000 0.017310091947 Long DBT CORP CA N 2 2047-06-15 Fixed 5.40000000 N N N N N N NATIONSTAR MTG HLD INC N/A 63861CAC3 158000.00000000 PA USD 135646.16000000 0.010500957083 Long DBT CORP US N 2 2028-08-15 Fixed 5.50000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 31418C4F8 64802.72000000 PA USD 62936.82000000 0.004872211979 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EBS8 464681.55000000 PA USD 401369.45000000 0.031071748503 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N GRAPHIC PACKAGING INTERN SO75N4VY5NXGQSK8YQ65 38869AAC1 370000.00000000 PA USD 320856.45000000 0.024838888261 Long DBT CORP US N 2 2029-03-01 Fixed 3.50000000 N N N N N N COMM Mortgage Trust N/A 20049AAB4 223000.00000000 PA USD 208006.53000000 0.016102686906 Long ABS-MBS CORP US N 2 2037-02-10 Fixed 2.90000000 N N N N N N TOLL BROS FINANCE CORP N/A 88947EAT7 1595000.00000000 PA USD 1506291.84000000 0.116608579016 Long DBT CORP US N 2 2028-02-15 Fixed 4.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31307C3X4 174912.68000000 PA USD 168314.66000000 0.013029967240 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 61692BBP4 980000.00000000 PA USD 792671.53000000 0.061364138267 Long ABS-MBS CORP US N 2 2053-07-15 Fixed 2.04000000 N N N N N N Freddie Mac - SCRT N/A 35563PFG9 1089222.13000000 PA USD 1046536.93000000 0.081016959034 Long ABS-MBS USGSE US N 2 2057-11-25 Fixed 3.50000000 N N N N N N Progress Residential Trust N/A 74331CAA6 1015767.81000000 PA USD 946011.28000000 0.073234832829 Long ABS-O CORP US N 2 2037-04-17 Fixed 1.73000000 N N N N N N SMBC AVIATION CAPITAL FI 549300OD7VKRVNWB2J98 78448TAF9 220000.00000000 PA USD 185863.74000000 0.014388517574 Long DBT CORP IE N 2 2028-06-15 Fixed 2.30000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBR2 794000.00000000 PA USD 797189.83000000 0.061713919450 Long DBT CORP FR N 2 2029-01-10 Fixed 6.45000000 N N N N N MARVELL TECHNOLOGY INC N/A 573874AF1 733000.00000000 PA USD 642360.75000000 0.049727929398 Long DBT CORP US N 2 2028-04-15 Fixed 2.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWAW3 398790.89000000 PA USD 331282.62000000 0.025646023264 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N OWENS CORNING JO5M6676RDJIZ2U8X907 690742AJ0 471000.00000000 PA USD 444311.46000000 0.034396075591 Long DBT CORP US N 2 2029-08-15 Fixed 3.95000000 N N N N N N Morgan Stanley BAML Trust N/A 61765LAU4 800000.00000000 PA USD 768663.44000000 0.059505567978 Long ABS-MBS CORP US N 2 2048-05-15 Fixed 3.73000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKW8 1945000.00000000 PA USD 1935497.64000000 0.149835260005 Long DBT CORP US N 2 2028-07-22 Fixed 4.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MFSX7 649336.01000000 PA USD 623932.78000000 0.048301340381 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 3.00000000 N N N N N N Macquarie Bank Ltd 4ZHCHI4KYZG2WVRT8631 55608XAB3 416000.00000000 PA USD 409764.82000000 0.031721670477 Long DBT CORP AU N 2 2025-06-10 Fixed 4.88000000 N N N N N N MAUSER PACKAGING SOLUT 549300DNGHXL0OMHW304 57763RAB3 195000.00000000 PA USD 195176.48000000 0.015109457135 Long DBT CORP US N 2 2026-08-15 Fixed 7.88000000 N N N N N N Fannie Mae - CAS N/A 20753YCH3 168439.33000000 PA USD 168624.46000000 0.013053950201 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 6.56000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DF6 45000.00000000 PA USD 38520.80000000 0.002982062062 Long DBT NUSS PE N 2 2031-01-23 Fixed 2.78000000 N N N N N N GROUP 1 AUTOMOTIVE INC 549300US8QAZJLWYAF63 398905AN9 120000.00000000 PA USD 105804.00000000 0.008190746153 Long DBT CORP US N 2 2028-08-15 Fixed 4.00000000 N N N N N N Ford Credit Auto Owner Trust N/A 34533YAG5 300000.00000000 PA USD 279710.34000000 0.021653589575 Long ABS-O CORP US N 2 2028-05-15 Fixed 1.04000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCF0 493000.00000000 PA USD 456562.75000000 0.035344501042 Long DBT CORP US N 2 2030-03-01 Fixed 4.25000000 N N N N N N Commonwealth Edison Co D8YOXB8L2ZDC8P7Q0771 202795JM3 350000.00000000 PA USD 298280.07000000 0.023091152848 Long DBT CORP US N 2 2048-03-01 Fixed 4.00000000 N N N N N N Towd Point Mortgage Trust N/A 89176VAK8 26727.46000000 PA USD 25763.07000000 0.001994430895 Long ABS-MBS CORP US N 2 2058-07-25 Variable 3.25000000 N N N N N N MetroNet Infrastructure Issuer LLC N/A 59170DAA9 285000.00000000 PA USD 285296.12000000 0.022086009011 Long ABS-O CORP US N 2 2053-04-20 Fixed 6.56000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DY71 297783.95000000 PA USD 257794.92000000 0.019957021939 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H042646 5500000.00000000 PA USD 5417666.05000000 0.419405006985 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 4.50000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAM1 865000.00000000 PA USD 820132.10000000 0.063489979994 Long DBT CORP US N 2 2026-12-01 Fixed 3.25000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 3140J5XB0 606152.71000000 PA USD 573037.68000000 0.044361330130 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833XY1 5929000.00000000 PA USD 4557963.34000000 0.352851694587 Long DBT UST US N 2 2030-08-15 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EHK9 263526.31000000 PA USD 258435.91000000 0.020006643753 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N KLA CORP 549300H0BF5JCG96TJ81 482480AG5 335000.00000000 PA USD 330059.92000000 0.025551368758 Long DBT CORP US N 2 2029-03-15 Fixed 4.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MAWZ3 960524.49000000 PA USD 865478.42000000 0.067000435138 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N DELL INT LLC / EMC CORP N/A 24703TAC0 224000.00000000 PA USD 227775.22000000 0.017633066869 Long DBT CORP US N 2 2025-07-15 Fixed 5.85000000 N N N N N N WENDYS FUNDING LLC 5493009DRVSTWJOXUL48 95058XAK4 2019037.50000000 PA USD 1700279.54000000 0.131626007540 Long ABS-O CORP US N 2 2051-06-15 Fixed 2.37000000 N N N N N N GAP INC/THE T2ZG1WRWZ4BUCMQL9224 364760AQ1 100000.00000000 PA USD 69477.00000000 0.005378515656 Long DBT CORP US N 2 2031-10-01 Fixed 3.88000000 N N N N N NEXTERA ENERGY OPERATING 549300KJEC5IUVJWR786 65342QAL6 342000.00000000 PA USD 318864.47000000 0.024684680457 Long DBT CORP US N 2 2026-10-15 Fixed 3.88000000 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAY3 925000.00000000 PA USD 796007.92000000 0.061622422675 Long DBT US N 2 2028-03-01 Fixed 1.70000000 N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAL5 1966000.00000000 PA USD 1880080.20000000 0.145545155817 Long DBT CORP US N 2 2028-09-15 Fixed 4.11000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAU9 53000.00000000 PA USD 49613.62000000 0.003840805330 Long DBT CORP IE N 2 2024-10-29 Fixed 1.65000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AU0 258000.00000000 PA USD 248034.31000000 0.019201410821 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAR1 290000.00000000 PA USD 246589.84000000 0.019089588138 Long DBT NUSS MX N 2 2034-02-12 Fixed 3.50000000 N N N N N N Arbys Funding LLC N/A 038779AB0 754650.00000000 PA USD 664483.21000000 0.051440524897 Long ABS-O CORP US N 2 2050-07-30 Fixed 3.24000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2S1 1212000.00000000 PA USD 1092166.64000000 0.084549352627 Long DBT CORP US N 2 2028-06-02 Fixed 2.39000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAG6 551000.00000000 PA USD 513807.50000000 0.039776065216 Long DBT CORP US N 2 2025-02-01 Fixed 4.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ABL40 781738.11000000 PA USD 678428.31000000 0.052520075521 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 126650BQ2 540480.32000000 PA USD 557421.91000000 0.043152445702 Long DBT CORP US N 2 2030-01-10 Fixed 6.94000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDB2 290000.00000000 PA USD 273893.33000000 0.021203269622 Long DBT CORP US N 2 2045-03-15 Fixed 4.75000000 N N N N N N IRON MOUNTAIN INFO MGMT N/A 46285MAA8 106000.00000000 PA USD 91126.23000000 0.007054476369 Long DBT US N 2 2032-07-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36184FSP4 110940.47000000 PA USD 102412.55000000 0.007928199311 Long ABS-MBS USGA US N 2 2045-08-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJQN6 3962220.78000000 PA USD 3562948.54000000 0.275823286912 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -221410.84000000 -0.01714037263 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 11164038.00000000 EUR 11907757.19000000 USD 2023-04-04 -221410.84000000 N N N CIFC Funding Ltd 549300O8WGQU5B6HEB94 12548RAB0 792773.27000000 PA USD 786800.52000000 0.060909637940 Long ABS-CBDO CORP KY N 2 2030-04-24 Floating 5.87000000 N N N N N N Freddie Mac - SCRT N/A 35563PE39 8645.30000000 PA USD 7985.49000000 0.000618191386 Long ABS-MBS USGSE US N 2 2062-04-25 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KEK80 1407982.54000000 PA USD 1218111.55000000 0.094299293906 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N Freddie Mac - SCRT N/A 35563PJF7 668580.38000000 PA USD 639583.05000000 0.049512895604 Long ABS-MBS USGSE US N 2 2058-07-25 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X52C6 590646.92000000 PA USD 594553.75000000 0.046026982351 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.50000000 N N N N N N JACOBS ENTERTAINMENT INC 5493004U9JIWY3HSUO63 469815AK0 125000.00000000 PA USD 109326.32000000 0.008463424208 Long DBT CORP US N 2 2029-02-15 Fixed 6.75000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BM5 251000.00000000 PA USD 235626.25000000 0.018240849124 Long DBT CORP US N 2 2027-11-15 Fixed 3.88000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163PBG4 1800000.00000000 PA USD 1588411.62000000 0.122965827061 Long ABS-MBS CORP US N 2 2055-03-15 Fixed 3.46000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJWV1 1446200.26000000 PA USD 1476655.26000000 0.114314282925 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.50000000 N N N N N N APTIV PLC / APTIV CORP N/A 00217GAB9 1515000.00000000 PA USD 1320868.96000000 0.102254190325 Long DBT CORP JE N 2 2032-03-01 Fixed 3.25000000 N N N N N Golden State Tobacco Securitization Corp N/A 38122ND66 257000.00000000 PA USD 201875.32000000 0.015628043370 Long DBT MUN US N 2 2050-06-01 Fixed 4.21000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46590MAQ3 680742.65000000 PA USD 629773.68000000 0.048753509762 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.56000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CR5 750000.00000000 PA USD 633317.78000000 0.049027873902 Long DBT CORP US N 2 2031-03-01 Fixed 3.75000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZM9 890000.00000000 PA USD 764985.80000000 0.059220865928 Long DBT CORP US N 2 2033-02-24 Fixed 3.10000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAJ4 311000.00000000 PA USD 287222.63000000 0.022235148499 Long DBT CORP US N 2 2030-05-01 Fixed 3.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132KEUY9 356291.70000000 PA USD 342954.38000000 0.026549584786 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 3.00000000 N N N N N N ESSENTIAL UTILITIES INC 549300ILTEOF3E3QY357 29670GAD4 460000.00000000 PA USD 398102.13000000 0.030818811102 Long DBT CORP US N 2 2030-04-15 Fixed 2.70000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162RAB3 3039000.00000000 PA USD 2749185.46000000 0.212826360357 Long ABS-MBS CORP US N 2 2054-02-15 Fixed 1.62000000 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAP2 382000.00000000 PA USD 333214.47000000 0.025795576144 Long DBT CORP US N 2 2032-02-01 Fixed 4.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5JG1 1336357.36000000 PA USD 1260819.77000000 0.097605522297 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EE63 997870.87000000 PA USD 978647.32000000 0.075761330117 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.50000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 31403CZM6 196774.31000000 PA USD 201142.41000000 0.015571305630 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.00000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAS8 170000.00000000 PA USD 159424.31000000 0.012341726719 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 46652BAY5 267000.00000000 PA USD 243027.94000000 0.018813846023 Long ABS-MBS CORP US N 2 2037-01-16 Fixed 2.81000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJY80 862503.70000000 PA USD 880057.05000000 0.068129030065 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.50000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DG7 3517000.00000000 PA USD 1798804.82000000 0.139253276435 Long DBT CORP US N 2 2036-10-10 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QDFM1 385819.57000000 PA USD 372693.14000000 0.028851791074 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XXQK8 136608.67000000 PA USD 133230.38000000 0.010313941084 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.00000000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 760942BA9 65000.00000000 PA USD 65297.77000000 0.005054983350 Long DBT NUSS UY N 2 2050-06-18 Fixed 5.10000000 N N N N N N VERISIGN INC LMPL4N8ZOJRMF0KOF759 92343EAM4 285000.00000000 PA USD 241831.40000000 0.018721216677 Long DBT CORP US N 2 2031-06-15 Fixed 2.70000000 N N N N N N AMSR Trust N/A 00179DAA4 1350000.00000000 PA USD 1156957.83000000 0.089565119424 Long ABS-O CORP US N 2 2038-06-17 Variable 1.95000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TGX7 1453000.00000000 PA USD 1408348.90000000 0.109026391584 Long DBT CORP US N 2 2025-04-01 Fixed 3.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YER2 947000.00000000 PA USD 920077.43000000 0.071227181113 Long DBT CORP US N 2 2028-04-20 Fixed 4.21000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SSN8 73086.19000000 PA USD 65352.88000000 0.005059249654 Long ABS-MBS USGA US N 2 2046-12-20 Fixed 2.50000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AS5 231000.00000000 PA USD 230353.16000000 0.017832636376 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BDZ6 419000.00000000 PA USD 409184.86000000 0.031676773260 Long DBT CORP US N 2 2026-01-27 Fixed 3.88000000 N N N N N N Kraft Heinz Foods Co 5493003STKEZ2S0RNU91 50077LAM8 115000.00000000 PA USD 111608.51000000 0.008640098426 Long DBT CORP US N 2 2045-07-15 Fixed 5.20000000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 12769GAB6 127000.00000000 PA USD 129338.71000000 0.010012670044 Long DBT CORP US N 2 2030-02-15 Fixed 7.00000000 N N N N N N Freddie Mac Reference Remic S6XOOCT0IEG5ABCC6L87 31396NRF5 39195.30000000 PA USD 41329.01000000 0.003199457767 Long ABS-MBS USGSE US N 2 2036-05-15 Fixed 6.00000000 N N N N N N Credit Suisse Mortgage Trust N/A 12662KAA7 353937.77000000 PA USD 285861.52000000 0.022129779075 Long ABS-MBS CORP US N 2 2066-07-25 Variable 1.17000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BG8 748000.00000000 PA USD 716060.40000000 0.055433338690 Long DBT CORP US N 2 2028-01-15 Fixed 4.88000000 N N N N N N ORGANON & CO/ORG N/A 68622TAB7 342000.00000000 PA USD 303893.51000000 0.023525713565 Long DBT CORP US N 2 2031-04-30 Fixed 5.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JBFY7 653944.51000000 PA USD 667226.87000000 0.051652923508 Long ABS-MBS USGSE US N 2 2047-04-01 Floating 3.83000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00912XAY0 313000.00000000 PA USD 289194.18000000 0.022387774728 Long DBT CORP US N 2 2027-12-01 Fixed 3.63000000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AM9 117000.00000000 PA USD 80394.45000000 0.006223682772 Long DBT CORP US N 2 2050-03-01 Fixed 3.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJYP2 777634.74000000 PA USD 781499.97000000 0.060499299394 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.00000000 N N N N N N Cantor Fitzgerald LP 549300RLUEEVQEMX0450 138616AE7 556000.00000000 PA USD 549321.47000000 0.042525355538 Long DBT CORP US N 2 2024-05-01 Fixed 4.88000000 N N N N N N DTE ELECTRIC SECUR FND N/A 23345GAA8 1595037.59000000 PA USD 1531050.30000000 0.118525238698 Long DBT CORP US N 2 2026-12-01 Fixed 2.64000000 N N N N N N UMBS, TBA N/A 01F052649 3861000.00000000 PA USD 3900288.65000000 0.301938246728 Long ABS-MBS USGSE US N 2 2053-04-15 Fixed 5.50000000 N N N N N N Ashtead Capital Inc 213800J1134IW58IC398 045054AF0 290000.00000000 PA USD 278090.17000000 0.021528165194 Long DBT CORP US N 2 2027-08-15 Fixed 4.38000000 N N N N N N Bay Area Toll Authority 5493001FUZGUQMIP5D78 072024ND0 300000.00000000 PA USD 364709.46000000 0.028233739807 Long DBT MUN US N 2 2049-04-01 Fixed 6.26000000 N N N N N N TOTAL PLAY TELECOM 4469000001BSAPAMOQ06 89157FAC4 321000.00000000 PA USD 157661.99000000 0.012205297891 Long DBT CORP MX N 2 2028-09-20 Fixed 6.38000000 N N N N N ANHEUSER-BUSCH CO/INBEV N/A 03522AAJ9 2908000.00000000 PA USD 2845604.67000000 0.220290589247 Long DBT CORP US N 2 2046-02-01 Fixed 4.90000000 N N N N N N NBM US HOLDINGS INC 5493008K1QMSP0J8UC24 62877VAB7 329000.00000000 PA USD 304884.30000000 0.023602414912 Long DBT CORP US N 2 2029-08-06 Fixed 6.63000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAJ4 484000.00000000 PA USD 457433.81000000 0.035411933572 Long DBT CORP ES N 2 2028-04-12 Fixed 4.38000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132L7RM3 425747.12000000 PA USD 415928.51000000 0.032198828431 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4.00000000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAH2 225000.00000000 PA USD 209468.25000000 0.016215844986 Long DBT CORP CA N 2 2028-01-15 Fixed 3.88000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 4664000.00000000 OU Notional Amount USD 84590.13000000 0.006548488543 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2025-03-09 0.00000000 USD 0.00000000 USD 4664000.00000000 USD 84590.13000000 N N N WYNDHAM HOTELS & RESORTS 549300FE3MQ4RVXXC673 98311AAB1 140000.00000000 PA USD 129104.85000000 0.009994565928 Long DBT CORP US N 2 2028-08-15 Fixed 4.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D2N1 441667.85000000 PA USD 397905.44000000 0.030803584477 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 3.00000000 N N N N N N OFSI Fund LTD N/A 67115PAA3 1000000.00000000 PA USD 995668.00000000 0.077078974717 Long ABS-CBDO CORP KY N 2 2031-07-18 Floating 6.73000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBL5 281000.00000000 PA USD 261511.59000000 0.020244745471 Long DBT CORP FR N 2 2033-06-15 Fixed 6.22000000 N N N N N N UNITED AIR 2016-1 A PTT N/A 90931MAA4 474849.49000000 PA USD 412761.45000000 0.031953652591 Long DBT CORP US N 2 2028-07-07 Fixed 3.45000000 N N N N N N PIEDMONT NATURAL GAS CO VXB4M3BDPKF3I2AZ3G89 720186AL9 145000.00000000 PA USD 134811.07000000 0.010436309147 Long DBT CORP US N 2 2029-06-01 Fixed 3.50000000 N N N N N N CELULOSA ARAUCO CONSTITU 549300QEKV8G0AMNQD28 151191BB8 204000.00000000 PA USD 187323.00000000 0.014501485214 Long DBT CORP CL N 2 2027-11-02 Fixed 3.88000000 N N N N N N Triton Container Finance LLC N/A 89680HAA0 615825.00000000 PA USD 540627.78000000 0.041852339320 Long ABS-O CORP US N 2 2045-09-20 Fixed 2.11000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNT86 1494583.50000000 PA USD 1475841.77000000 0.114251307139 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TN8 405000.00000000 PA USD 402183.99000000 0.031134805574 Long DBT UST US N 2 2053-02-15 Fixed 3.63000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DBB0 390000.00000000 PA USD 362809.88000000 0.028086685087 Long DBT CORP US N 2 2027-08-15 Fixed 3.56000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WH5R2 607965.62000000 PA USD 575173.77000000 0.044526694114 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHX0 160000.00000000 PA USD 139303.49000000 0.010784086847 Long DBT CORP US N 2 2030-10-22 Fixed 2.88000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVL86 1835074.30000000 PA USD 1666812.92000000 0.129035211455 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KJE24 1818500.78000000 PA USD 1573405.10000000 0.121804107315 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N State of California N/A 13063A5E0 885000.00000000 PA USD 1107676.80000000 0.085750061327 Long DBT MUN US N 2 2034-04-01 Fixed 7.50000000 N N N N N N MASONITE INTERNATIONAL C 549300H0H07ZFT4JYM32 575385AE9 175000.00000000 PA USD 145325.72000000 0.011250293770 Long DBT CORP CA N 2 2030-02-15 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNVJ9 810797.12000000 PA USD 802133.89000000 0.062096660560 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N KOREA NATIONAL OIL CORP 988400ZTQ08W926ONT36 50065WAP1 205000.00000000 PA USD 206036.73000000 0.015950196152 Long DBT NUSS KR N 2 2028-04-03 Fixed 4.88000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AV1 1150000.00000000 PA USD 1079160.86000000 0.083542518835 Long DBT CORP GB N 2 2026-02-05 Fixed 2.44000000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAG1 222000.00000000 PA USD 214808.31000000 0.016629242172 Long DBT CORP XX N 2 2028-02-01 Fixed 5.13000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UDG1 311000.00000000 PA USD 282975.87000000 0.021906388403 Long DBT CORP US N 2 2030-04-01 Fixed 3.38000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 96949LAD7 477000.00000000 PA USD 458022.04000000 0.035457471005 Long DBT CORP US N 2 2027-06-15 Fixed 3.75000000 N N N N N N Jack in the Box Funding, LLC N/A 466365AD5 484120.00000000 PA USD 437033.33000000 0.033832644007 Long ABS-O CORP US N 2 2052-02-26 Fixed 3.45000000 N N N N N N NSTAR ELECTRIC CO 54930080R72Y2Z31UR68 67021CAQ0 250000.00000000 PA USD 179462.65000000 0.013892981457 Long DBT CORP US N 2 2051-06-01 Fixed 3.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KN6V0 1285682.35000000 PA USD 1234407.74000000 0.095560852595 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 4.00000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BR9 25000.00000000 PA USD 25026.58000000 0.001937416013 Long DBT CORP US N 2 2025-02-01 Fixed 5.38000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CA0 857000.00000000 PA USD 567534.17000000 0.043935279571 Long DBT CORP US N 2 2052-06-01 Fixed 3.90000000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AL1 194000.00000000 PA USD 165215.25000000 0.012790028481 Long DBT CORP US N 2 2030-03-01 Fixed 2.65000000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 02005NAV2 847000.00000000 PA USD 820192.87000000 0.063494684463 Long DBT CORP US N 2 2024-09-30 Fixed 5.13000000 N N N N N N CNO Financial Group Inc 11XPYHB76MPM4Y4P2897 12621EAK9 197000.00000000 PA USD 195097.66000000 0.015103355337 Long DBT CORP US N 2 2025-05-30 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6TG6 1345779.40000000 PA USD 1264725.26000000 0.097907863203 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.50000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DF9 262000.00000000 PA USD 275755.00000000 0.021347389564 Long DBT CORP US N 2 2036-09-15 Fixed 6.45000000 N N N N N N DANA INC KVWHW7YLZPFJM8QYNJ51 235825AJ5 375000.00000000 PA USD 296403.81000000 0.022945903430 Long DBT CORP US N 2 2032-02-15 Fixed 4.50000000 N N N N N N CSAIL Commercial Mortgage Trust N/A 12595JAG9 775000.00000000 PA USD 713995.49000000 0.055273485059 Long ABS-MBS CORP US N 2 2050-11-15 Fixed 3.19000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ARB20 448100.45000000 PA USD 388311.98000000 0.030060913164 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.50000000 N N N N N N LEHMAN BROS CAP TR VII N/A 524908XA3 470000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 3 2023-05-01 None 0.00000000 Y N N N N N TAKE-TWO INTERACTIVE SOF BOMSTHHJK882EWYX3334 874054AF6 187000.00000000 PA USD 182217.16000000 0.014106220013 Long DBT CORP US N 2 2025-04-14 Fixed 3.55000000 N N N N N N Hilton Grand Vacations Trust N/A 43283AAA3 66469.69000000 PA USD 65854.59000000 0.005098089200 Long ABS-O CORP US N 2 2028-12-26 Fixed 2.66000000 N N N N N N COMM Mortgage Trust N/A 12595HAA6 150000.00000000 PA USD 142123.28000000 0.011002379011 Long ABS-MBS CORP US N 2 2029-10-10 Fixed 3.24000000 N N N N N N BAE Systems Holdings Inc MF62XBVMNYTYMC18DL76 05523UAP5 696000.00000000 PA USD 675439.48000000 0.052288697238 Long DBT CORP US N 2 2025-12-15 Fixed 3.85000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179M5M8 203488.98000000 PA USD 195115.57000000 0.015104741828 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJS35 293962.54000000 PA USD 271712.23000000 0.021034421219 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCRZ3 1613145.07000000 PA USD 1569330.94000000 0.121488708934 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 4.00000000 N N N N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 59217GEZ8 3677000.00000000 PA USD 3428392.40000000 0.265406713001 Long DBT CORP US N 2 2029-03-21 Fixed 3.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDYY6 790378.69000000 PA USD 691459.22000000 0.053528854735 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92922FBW7 7078.65000000 PA USD 6437.20000000 0.000498331548 Long ABS-MBS CORP US N 2 2033-09-25 Variable 4.16000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QELR1 2989980.22000000 PA USD 2621747.08000000 0.202960803093 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N CLI Funding LLC 549300NQLBWJD5AREU05 12563LAN7 785990.01000000 PA USD 693844.24000000 0.053713489469 Long ABS-O CORP US N 2 2045-09-18 Fixed 2.08000000 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 744320BJ0 284000.00000000 PA USD 250954.05000000 0.019427440547 Long DBT CORP US N 2 2052-03-01 Fixed 5.13000000 N N N N N N NEWS CORP 549300ITS31QK8VRBQ14 65249BAB5 136000.00000000 PA USD 127702.64000000 0.009886014775 Long DBT CORP US N 2 2032-02-15 Fixed 5.13000000 N N N N N Credit Suisse Mortgage Trust N/A 12660LAA7 198665.31000000 PA USD 162557.73000000 0.012584298341 Long ABS-MBS CORP US N 2 2066-04-25 Variable 1.02000000 N N N N N N SMB Private Education Loan Trust N/A 83192CAB3 302424.07000000 PA USD 284367.66000000 0.022014132899 Long ABS-O CORP US N 2 2037-06-15 Fixed 2.84000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWE66 986988.84000000 PA USD 967923.77000000 0.074931173640 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 80413TAK5 789000.00000000 PA USD 788554.22000000 0.061045399457 Long DBT NUSS SA N 2 2029-04-16 Fixed 4.38000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKA6 1310000.00000000 PA USD 1056717.81000000 0.081805105075 Long DBT CORP US N 2 2032-07-21 Fixed 2.30000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FTL0 520968.41000000 PA USD 528053.06000000 0.040878875750 Long ABS-MBS USGA US N 2 2041-05-20 Fixed 4.50000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 31418CYL2 252320.04000000 PA USD 237854.11000000 0.018413317422 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYVC0 1905111.20000000 PA USD 1649130.65000000 0.127666350306 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 2.00000000 N N N N N N TIF Funding II LLC N/A 872480AE8 272650.02000000 PA USD 230369.17000000 0.017833875779 Long ABS-O CORP US N 2 2046-02-20 Fixed 1.65000000 N N N N N N CNO Financial Group Inc 11XPYHB76MPM4Y4P2897 12621EAL7 710000.00000000 PA USD 687174.17000000 0.053197130444 Long DBT CORP US N 2 2029-05-30 Fixed 5.25000000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAH0 98000.00000000 PA USD 88770.50000000 0.006872109101 Long DBT CORP US N 2 2029-04-15 Fixed 4.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H1DJ6 3044816.96000000 PA USD 2875618.06000000 0.222614055833 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFNP2 951090.26000000 PA USD 855085.28000000 0.066195857131 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N Driven Brands Funding, LLC N/A 26209XAD3 478937.50000000 PA USD 393410.42000000 0.030455605499 Long ABS-O CORP US N 2 2051-10-20 Fixed 2.79000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 29429MAA1 761000.00000000 PA USD 745827.03000000 0.057737702516 Long ABS-MBS CORP US N 2 2036-01-10 Fixed 4.15000000 N N N N N N World OMNI Select Auto Trust N/A 98163HAE9 200000.00000000 PA USD 181124.46000000 0.014021629371 Long ABS-O CORP US N 2 2027-11-15 Fixed 1.09000000 N N N N N N EXPEDIA GROUP INC N/A 30212PBH7 265000.00000000 PA USD 221366.49000000 0.017136939307 Long DBT CORP US N 2 2031-03-15 Fixed 2.95000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAL9 1600000.00000000 PA USD 1538418.69000000 0.119095657700 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 254845JZ4 90000.00000000 PA USD 85825.53000000 0.006644126211 Long DBT MUN US N 2 2114-10-01 Fixed 4.81000000 N N N N N N Delta Air Lines Inc Q2CCMS6R0AS67HJMBN42 247361ZP6 85000.00000000 PA USD 84958.12000000 0.006576976244 Long DBT CORP US N 2 2023-04-19 Fixed 3.80000000 N N N N N N AUTODESK INC FRKKVKAIQEF3FCSTPG55 052769AG1 168000.00000000 PA USD 148506.58000000 0.011496537927 Long DBT CORP US N 2 2030-01-15 Fixed 2.85000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAZ9 228000.00000000 PA USD 212087.37000000 0.016418602415 Long DBT CORP US N 2 2049-10-01 Fixed 4.88000000 N N N N N N MIDWEST CONNECTOR CAPIT N/A 59833CAA0 483000.00000000 PA USD 474679.84000000 0.036747023491 Long DBT CORP US N 2 2024-04-01 Fixed 3.90000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TK4 12625000.00000000 PA USD 11859609.38000000 0.918103757034 Long DBT UST US N 2 2042-08-15 Fixed 3.38000000 N N N N N N Capital Automotive Reit N/A 12510HAG5 366000.00000000 PA USD 345043.24000000 0.026711292491 Long ABS-O CORP US N 2 2050-02-15 Fixed 4.17000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAK6 87000.00000000 PA USD 84401.78000000 0.006533907554 Long DBT CORP US N 2 2027-03-01 Fixed 4.13000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A22A9 1731462.14000000 PA USD 1686348.03000000 0.130547508977 Long ABS-MBS USGA US N 2 2045-08-15 Fixed 4.00000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAF7 450000.00000000 PA USD 433197.17000000 0.033535670237 Long DBT CORP US N 2 2043-10-02 Fixed 6.25000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAW8 2136000.00000000 PA USD 2028332.34000000 0.157021996441 Long DBT CORP NL N 2 2025-05-01 Fixed 2.70000000 N N N N N N COMISION FEDERAL DE ELEC 4469000001BFPONMPF32 200447AL4 600000.00000000 PA USD 538716.00000000 0.041704340145 Long DBT CORP MX N 2 2029-05-15 Fixed 4.69000000 N N N N N N SESAC Finance, LLC N/A 78396YAA1 482500.00000000 PA USD 455745.66000000 0.035281246564 Long ABS-O CORP US N 2 2049-07-25 Fixed 5.22000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDS2 200000.00000000 PA USD 163129.62000000 0.012628570824 Long DBT CORP US N 2 2032-01-12 Fixed 3.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGKT5 632373.30000000 PA USD 589466.68000000 0.045633170217 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJQ3 265000.00000000 PA USD 240124.39000000 0.018589069635 Long DBT CORP US N 2 2027-03-11 Fixed 1.66000000 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 73358W4V3 2195000.00000000 PA USD 2173917.90000000 0.168292405552 Long DBT MUN US N 2 2023-07-01 Fixed 1.09000000 N N N N N N UMBS, TBA N/A 01F050643 1926000.00000000 PA USD 1921034.54000000 0.148715608757 Long ABS-MBS USGSE US N 2 2053-04-15 Fixed 5.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 122.00000000 NC USD 292725.44000000 0.022661144868 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUM3 Comdty 2023-06-30 24894555.93000000 USD 292725.44000000 N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CP2 427000.00000000 PA USD 362328.37000000 0.028049409311 Long DBT CORP DE N 2 2027-11-16 Fixed 2.31000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KJ9 832000.00000000 PA USD 815555.70000000 0.063135701037 Long DBT CORP US N 2 2026-03-09 Fixed 4.60000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179MVR8 29293.68000000 PA USD 27297.16000000 0.002113191450 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 030981AK0 387000.00000000 PA USD 371662.21000000 0.028771982315 Long DBT CORP US N 2 2025-05-20 Fixed 5.50000000 N N N N N N MILLICOM INTL CELLULAR 549300CTHC1CP86P2G96 600814AQ0 234900.00000000 PA USD 217212.03000000 0.016815324554 Long DBT CORP LU N 2 2029-03-25 Fixed 6.25000000 N N N N N N Progress Residential Trust N/A 74331AAA0 1327322.50000000 PA USD 1270060.21000000 0.098320864802 Long ABS-O CORP US N 2 2036-10-17 Fixed 2.69000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWQ3 1200000.00000000 PA USD 1164900.54000000 0.090179999026 Long DBT CORP US N 2 2025-09-29 Fixed 3.27000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80287EAE5 700000.00000000 PA USD 679593.04000000 0.052610242317 Long ABS-O CORP US N 2 2027-09-15 Fixed 0.95000000 N N N N N N Madison Park Funding Ltd N/A 55821KAC0 2000000.00000000 PA USD 1953306.00000000 0.151213882327 Long ABS-CBDO CORP KY N 2 2034-07-17 Floating 5.91000000 N N N N N N Liberty Mutual Group Inc QUR0DG15Z6FFGYCHH861 53079EBE3 254000.00000000 PA USD 252618.01000000 0.019556254902 Long DBT CORP US N 2 2023-06-15 Fixed 4.25000000 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 44107TAZ9 350000.00000000 PA USD 296019.08000000 0.022916119814 Long DBT US N 2 2030-09-15 Fixed 3.50000000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 914906AV4 122000.00000000 PA USD 102622.13000000 0.007944423807 Long DBT CORP US N 2 2029-05-01 Fixed 4.50000000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776743AN6 405000.00000000 PA USD 351405.08000000 0.027203790095 Long DBT CORP US N 2 2027-09-15 Fixed 1.40000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCS2 221000.00000000 PA USD 212525.50000000 0.016452519957 Long DBT CORP US N 2 2028-05-10 Fixed 4.93000000 N N N N N N HEALTHPEAK OP LLC PZ9HF5U52KPF0MH0QN75 40414LAQ2 646000.00000000 PA USD 614263.30000000 0.047552784030 Long DBT US N 2 2026-07-15 Fixed 3.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5JD8 152508.24000000 PA USD 147928.79000000 0.011451808699 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.00000000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAC0 95000.00000000 PA USD 78523.39000000 0.006078835909 Long DBT CORP XX N 2 2031-12-01 Fixed 3.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P8DM0 251572.82000000 PA USD 236300.36000000 0.018293034901 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 3.00000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AS2 300000.00000000 PA USD 233990.80000000 0.018114241853 Long DBT CORP US N 2 2051-03-15 Fixed 3.60000000 N N N N N N BX Trust N/A 05609QAA4 355000.00000000 PA USD 341769.97000000 0.026457894475 Long ABS-MBS CORP US N 2 2038-11-15 Floating 5.54000000 N N N N N N JPN BANK FOR INT'L COOP 549300TJ3QFYVCTSCJ29 471048BU1 200000.00000000 PA USD 198308.52000000 0.015351921925 Long DBT NUSS JP N 2 2023-10-31 Fixed 3.38000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAQ5 298000.00000000 PA USD 248607.78000000 0.019245805619 Long DBT CORP US N 2 2028-09-01 Fixed 2.10000000 N N N N N N FRESENIUS MED CARE III 5299006ZHLMXOOUVTU44 35805BAB4 826000.00000000 PA USD 621708.37000000 0.048129139163 Long DBT CORP US N 2 2031-02-16 Fixed 2.38000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162XBD5 1200000.00000000 PA USD 1100902.92000000 0.085225665921 Long ABS-MBS CORP US N 2 2053-10-15 Fixed 1.75000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDK4 429000.00000000 PA USD 412606.02000000 0.031941620082 Long DBT CORP US N 2 2027-04-01 Fixed 3.30000000 N N N N N N Hilton Grand Vacations Trust N/A 43284BAA0 171172.22000000 PA USD 166188.66000000 0.012865384367 Long ABS-O CORP US N 2 2032-02-25 Fixed 3.54000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAN5 92000.00000000 PA USD 93658.85000000 0.007250537459 Long DBT CORP US N 2 2028-03-30 Fixed 5.25000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAN0 817000.00000000 PA USD 721002.50000000 0.055815928069 Long DBT CORP US N 2 2026-11-15 Fixed 6.50000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 3140JAKG2 278225.27000000 PA USD 270829.30000000 0.020966069781 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AE7 98000.00000000 PA USD 99451.50000000 0.007698971599 Long DBT CORP US N 2 2033-04-01 Fixed 6.15000000 N N N N N N ENCOMPASS HEALTH CORP 549300FVRPM9DRQZRG64 29261AAE0 126000.00000000 PA USD 110187.00000000 0.008530053177 Long DBT CORP US N 2 2031-04-01 Fixed 4.63000000 N N N N N N Michigan State University N/A 594712WY3 456000.00000000 PA USD 361521.95000000 0.027986980844 Long DBT MUN US N 2 2122-08-15 Fixed 4.17000000 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AT6 294000.00000000 PA USD 260028.28000000 0.020129916016 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SQY6 83038.56000000 PA USD 83901.89000000 0.006495208903 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 4.50000000 N N N N N N ENCOMPASS HEALTH CORP 549300FVRPM9DRQZRG64 29261AAA8 148000.00000000 PA USD 138104.72000000 0.010691284867 Long DBT CORP US N 2 2028-02-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DN81 394923.93000000 PA USD 375460.96000000 0.029066060015 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 3.00000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBJ6 344000.00000000 PA USD 295840.00000000 0.022902256455 Long DBT CORP US N 2 2028-07-15 Fixed 4.00000000 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 366651AC1 483000.00000000 PA USD 458929.70000000 0.035527736899 Long DBT CORP US N 2 2028-07-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QDX33 5073889.32000000 PA USD 4749405.83000000 0.367672087375 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3.50000000 N N N N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 48667QAR6 200000.00000000 PA USD 194264.65000000 0.015038868423 Long DBT CORP KZ N 2 2025-04-24 Fixed 4.75000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 3140J7LP8 462971.50000000 PA USD 424669.81000000 0.032875530345 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.00000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCY3 640000.00000000 PA USD 626166.36000000 0.048474251488 Long DBT CORP US N 2 2035-03-15 Fixed 4.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J93B5 148761.40000000 PA USD 140271.15000000 0.010858997602 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 3.50000000 N N N N N N Towd Point Mortgage Trust N/A 89177BAA3 238794.77000000 PA USD 227612.54000000 0.017620473105 Long ABS-MBS CORP US N 2 2058-03-25 Variable 3.75000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2Q6 700000.00000000 PA USD 616624.39000000 0.047735566239 Long DBT CORP FR N 2 2027-06-30 Fixed 1.68000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFX97 106999.17000000 PA USD 104081.09000000 0.008057368223 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.00000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B36 253000.00000000 PA USD 215330.10000000 0.016669636197 Long DBT CORP US N 2 2030-11-13 Fixed 4.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEL5 1478000.00000000 PA USD 1253273.09000000 0.097021301094 Long DBT CORP US N 2 2033-01-21 Fixed 2.94000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WJQR5 178499.30000000 PA USD 168872.67000000 0.013073165213 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 90931EAA2 379275.20000000 PA USD 335782.80000000 0.025994401699 Long DBT CORP US N 2 2031-08-25 Fixed 4.55000000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CAU8 411000.00000000 PA USD 343236.99000000 0.026571462851 Long DBT CORP US N 2 2048-03-15 Fixed 3.95000000 N N N N N N American Homes 4 Rent 549300N4PXZ37U8QKI55 02666TAA5 232000.00000000 PA USD 217952.13000000 0.016872618902 Long DBT US N 2 2028-02-15 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31397UUU1 491405.74000000 PA USD 508016.63000000 0.039327768874 Long ABS-MBS USGSE US N 2 2041-07-25 Fixed 5.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAN3 1352000.00000000 PA USD 1367720.52000000 0.105881172621 Long DBT CORP US N 2 2027-06-01 Fixed 5.50000000 N N N N N N MPT OPER PARTNERSP/FINL N/A 55342UAH7 300000.00000000 PA USD 247081.50000000 0.019127649670 Long DBT US N 2 2027-10-15 Fixed 5.00000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AMTH5 266609.03000000 PA USD 257006.37000000 0.019895976867 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QERV6 374150.56000000 PA USD 311989.11000000 0.024152429044 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.00000000 N N N N N N NRZ Excess Spread Collateralized Notes N/A 62955MAB2 100584.14000000 PA USD 90624.50000000 0.007015635276 Long ABS-O CORP US N 2 2026-07-25 Fixed 3.10000000 N N N N N N VCP RRL ABS I, Ltd N/A 92243RAA2 112747.32000000 PA USD 103927.32000000 0.008045464221 Long ABS-O CORP US N 2 2031-10-20 Fixed 2.15000000 N N N N N N Tutor Perini Corp 549300FHXYVPW8LJ6D98 901109AF5 237000.00000000 PA USD 167377.70000000 0.012957433106 Long DBT CORP US N 2 2025-05-01 Fixed 6.88000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36195LPE6 728454.61000000 PA USD 693087.83000000 0.053654932493 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 3.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGM5 877000.00000000 PA USD 785831.20000000 0.060834598678 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 95001MAE0 917020.72000000 PA USD 846272.85000000 0.065513648735 Long ABS-MBS CORP US N 2 2050-07-15 Fixed 3.19000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WLP1 1710656.18000000 PA USD 1507729.20000000 0.116719851283 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2.50000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457CH1 530000.00000000 PA USD 540264.92000000 0.041824248754 Long DBT CORP US N 2 2026-03-02 Fixed 5.40000000 N N N N N N Bank N/A 06540JBB7 1800000.00000000 PA USD 1492302.24000000 0.115525583455 Long ABS-MBS CORP US N 2 2063-03-15 Fixed 2.16000000 N N N N N N TELESAT CANADA/TELESAT L N/A 87952VAR7 163000.00000000 PA USD 84262.89000000 0.006523155477 Long DBT CORP CA N 2 2026-12-06 Fixed 5.63000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3129366F9 199346.63000000 PA USD 200885.21000000 0.015551394664 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 24229JAA1 77000.00000000 PA USD 69202.21000000 0.005357242971 Long DBT CORP US N 2 2028-02-01 Fixed 8.00000000 N N N N N N ONSLOW BAY FINANCIAL LLC N/A 67114JAA8 395156.66000000 PA USD 302431.81000000 0.023412557033 Long ABS-MBS CORP US N 2 2061-07-25 Variable 1.05000000 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 988498AN1 259000.00000000 PA USD 227635.10000000 0.017622219572 Long DBT CORP US N 2 2031-03-15 Fixed 3.63000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HMK75 77600.63000000 PA USD 74187.18000000 0.005743151102 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.50000000 N N N N N N Firstkey Homes Trust N/A 33767JAA0 115.63000000 PA USD 105.02000000 0.000008130053 Long ABS-O CORP US N 2 2037-10-19 Fixed 1.27000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UEB4 49971.92000000 PA USD 50782.92000000 0.003931325910 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 5.00000000 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 44107TAY2 597000.00000000 PA USD 505678.37000000 0.039146754034 Long DBT US N 2 2029-12-15 Fixed 3.38000000 N N N N N N CarMax Auto Owner Trust N/A 14317DAF7 310000.00000000 PA USD 282811.79000000 0.021893686260 Long ABS-O CORP US N 2 2027-05-17 Fixed 1.25000000 N N N N N N Firstkey Homes Trust N/A 33767WAA1 455500.62000000 PA USD 401873.76000000 0.031110789325 Long ABS-O CORP US N 2 2038-08-17 Fixed 1.54000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TG58 435913.11000000 PA USD 427049.14000000 0.033059724592 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8BA4 1534336.85000000 PA USD 1389369.77000000 0.107557134883 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RXE4 86722.66000000 PA USD 84906.77000000 0.006573001018 Long ABS-MBS USGA US N 2 2046-01-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RVB2 215535.59000000 PA USD 204559.99000000 0.015835875309 Long ABS-MBS USGA US N 2 2045-12-20 Fixed 3.50000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122CQ9 55000.00000000 PA USD 51278.51000000 0.003969691680 Long DBT CORP US N 2 2039-06-15 Fixed 4.13000000 N N N N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 23371DAF1 461000.00000000 PA USD 434072.53000000 0.033603435648 Long DBT CORP US N 2 2025-03-20 Fixed 2.63000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCL4 76000.00000000 PA USD 46797.00000000 0.003622758569 Long DBT CORP MX N 2 2048-02-12 Fixed 6.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M86L3 64224.93000000 PA USD 66511.26000000 0.005148924870 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5.50000000 N N N N N N Bank N/A 06541RBA0 850000.00000000 PA USD 733176.94000000 0.056758404228 Long ABS-MBS CORP US N 2 2052-12-15 Fixed 2.67000000 N N N N N N Project Sunbird N/A 86709LAA4 182122.36000000 PA USD 153275.82000000 0.011865745463 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 12656HAC8 254163.65000000 PA USD 246509.33000000 0.019083355510 Long ABS-MBS CORP US N 2 2059-03-25 Variable 2.69000000 N N N N N N MC BRAZIL DWNSTRM 213800T2A7R9TYNXZI63 55292WAA8 300084.42000000 PA USD 236091.42000000 0.018276859950 Long DBT CORP LU N 2 2031-06-30 Fixed 7.25000000 N N N N N N UMBS, TBA N/A 01F032633 5000000.00000000 PA USD 4645569.10000000 0.359633636118 Long ABS-MBS USGSE US N 2 2053-03-15 Fixed 3.50000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJH4 1481000.00000000 PA USD 1488793.18000000 0.115253931913 Long DBT CORP US N 2 2026-10-21 Fixed 5.73000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05565AS20 220000.00000000 PA USD 223960.57000000 0.017337758281 Long DBT CORP FR N 2 2027-11-17 Fixed 9.25000000 N N N N N N SASOL Financing USA LLC 549300XRB1PFMESFEL85 80386WAB1 200000.00000000 PA USD 187098.36000000 0.014484094859 Long DBT CORP US N 2 2028-09-27 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ARE50 498080.81000000 PA USD 448313.32000000 0.034705876916 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 3.00000000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807BU5 942000.00000000 PA USD 976984.56000000 0.075632608660 Long DBT CORP US N 2 2050-05-01 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KHH46 5538700.62000000 PA USD 4792235.54000000 0.370987720834 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FFT8 22622.85000000 PA USD 22930.09000000 0.001775117636 Long ABS-MBS USGA US N 2 2040-04-20 Fixed 4.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHM4 210000.00000000 PA USD 202356.24000000 0.015665273471 Long DBT CORP US N 2 2029-07-23 Fixed 4.27000000 N N N N N N GM Financial Securitized Term Auto Receivables Tr N/A 362554AC1 164000.00000000 PA USD 155639.61000000 0.012048736691 Long ABS-O CORP US N 2 2026-09-16 Fixed 0.68000000 N N N N N N BLACKSTONE HOLDINGS FINA 549300D2L6J4NC1QVZ22 09256BAJ6 542000.00000000 PA USD 499365.13000000 0.038658018767 Long DBT CORP US N 2 2027-10-02 Fixed 3.15000000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MAR9 315000.00000000 PA USD 290004.08000000 0.022450472597 Long DBT CORP CA N 2 2043-06-01 Fixed 4.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWAN3 397411.69000000 PA USD 330098.64000000 0.025554366241 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CZ1 451000.00000000 PA USD 422347.51000000 0.032695751038 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WFDY2 375582.19000000 PA USD 355443.78000000 0.027516443364 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N GCAT N/A 36167TAA7 212705.16000000 PA USD 179883.24000000 0.013925541152 Long ABS-MBS CORP US N 2 2066-01-25 Variable 0.87000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D3G5 173138.27000000 PA USD 143669.36000000 0.011122067764 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.00000000 N N N N N N M&T BANK CORPORATION 549300WYXDDBYRASEG81 55261FAH7 168000.00000000 PA USD 126562.80000000 0.009797774821 Long DBT CORP US N 2 2026-11-01 Fixed 5.13000000 N N N N N N AEP Texas Inc 5493001L78U618KXNZ75 00108WAF7 400000.00000000 PA USD 311657.86000000 0.024126785546 Long DBT CORP US N 2 2047-10-01 Fixed 3.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZP8 340262.94000000 PA USD 332064.36000000 0.025706541145 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 70016RAL9 2000000.00000000 PA USD 1972500.00000000 0.152699773046 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 5.81000000 N N N N N N Imperial Fund LLC N/A 452764AA1 156617.07000000 PA USD 133268.02000000 0.010316854959 Long ABS-MBS CORP US N 2 2056-06-25 Variable 1.07000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFWE7 2392886.67000000 PA USD 2158606.91000000 0.167107115464 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGX87 287965.19000000 PA USD 280256.82000000 0.021695894960 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.00000000 N N N N N N Barings Euro CLO DAC 635400AW6SPWCAGJKI82 000000000 2500000.00000000 PA 2597413.81000000 0.201077059212 Long ABS-CBDO CORP IE N 2 2035-07-25 Floating 3.43000000 N N N N N N FLOWSERVE CORPORATION 6Y0GK87T6V7NJKZJVM41 34354PAF2 270000.00000000 PA USD 233993.47000000 0.018114448549 Long DBT CORP US N 2 2030-10-01 Fixed 3.50000000 N N N N N UMBS B1V7KEBTPIMZEU4LTD58 3138EQNL2 544812.17000000 PA USD 515223.11000000 0.039885653721 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DYX4 6439899.24000000 PA USD 5345871.32000000 0.413847065805 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJG64 1317779.68000000 PA USD 1252864.64000000 0.096989681209 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 3.00000000 N N N N N N Ovintiv Inc 2549003MEX7YMKLGI239 698900AG2 63000.00000000 PA USD 67174.00000000 0.005200230445 Long DBT CORP US N 2 2031-11-01 Fixed 7.20000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TLT0 124865.55000000 PA USD 122016.82000000 0.009445850809 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 4.00000000 N N N N N N HILTON GRAND VAC BOR ESC N/A 43284MAB4 247000.00000000 PA USD 211162.77000000 0.016347025122 Long DBT CORP US N 2 2031-07-01 Fixed 4.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UXT4 507559.71000000 PA USD 480784.87000000 0.037219640321 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VDN7 453155.64000000 PA USD 417022.99000000 0.032283556871 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EF47 972984.06000000 PA USD 971627.77000000 0.075217916332 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 5.00000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGA1 584000.00000000 PA USD 550671.86000000 0.042629895079 Long DBT CORP US N 2 2027-10-21 Fixed 3.25000000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LAX1 141000.00000000 PA USD 136348.89000000 0.010555358457 Long DBT CORP US N 2 2024-06-10 Fixed 4.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MRBQ9 506638.83000000 PA USD 510876.70000000 0.039549179287 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KDFJ4 290746.40000000 PA USD 263153.47000000 0.020371850517 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3.00000000 N N N N N N ANTERO MIDSTREAM PART/FI N/A 03690EAA6 250000.00000000 PA USD 254806.45000000 0.019725671526 Long DBT CORP US N 2 2026-05-15 Fixed 7.88000000 N N N N N N JPMDB Commercial Mortgage Securities Trust N/A 46590LAS1 677281.71000000 PA USD 637774.17000000 0.049372862364 Long ABS-MBS CORP US N 2 2049-06-15 Fixed 2.88000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A3PB8 573509.22000000 PA USD 520250.53000000 0.040274848090 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SJ8 650000.00000000 PA USD 489175.78000000 0.037869217027 Long DBT UST US N 2 2049-08-15 Fixed 2.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828Z37 2394750.00000000 PA USD 2233037.59000000 0.172869116957 Long DBT UST US N 2 2030-01-15 Fixed 0.13000000 N N N N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591DM1 25000.00000000 PA USD 29626.56000000 0.002293520399 Long DBT USGA US N 2 2030-05-01 Fixed 7.13000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMDF9 210375.64000000 PA USD 189272.68000000 0.014652418392 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 3.00000000 N N N N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671DBC8 584000.00000000 PA USD 546925.17000000 0.042339847570 Long DBT CORP US N 2 2043-03-15 Fixed 5.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7VR5 846826.78000000 PA USD 846942.37000000 0.065565479180 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.50000000 N N N N N N BEACON ROOFING SUPPLY IN 549300HDXQWWCBOYXP31 073685AH2 255000.00000000 PA USD 225312.90000000 0.017442448007 Long DBT CORP US N 2 2029-05-15 Fixed 4.13000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGKP3 476533.97000000 PA USD 431701.92000000 0.033419916455 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SY5 11720000.00000000 PA USD 9317628.89000000 0.721318031350 Long DBT UST US N 2 2041-05-15 Fixed 2.25000000 N N N N N N Freddie Mac - SCRT N/A 35563PHF9 1596125.93000000 PA USD 1532479.45000000 0.118635875393 Long ABS-MBS USGSE US N 2 2058-03-25 Fixed 3.50000000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBB8 389000.00000000 PA USD 320259.10000000 0.024792644809 Long DBT CORP US N 2 2028-06-15 Fixed 2.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QRBC6 1237199.96000000 PA USD 1251366.86000000 0.096873731569 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.00000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BE2 458000.00000000 PA USD 444919.54000000 0.034443149699 Long DBT CORP US N 2 2030-06-15 Fixed 4.63000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBN2 939000.00000000 PA USD 796384.91000000 0.061651607105 Long DBT CORP US N 2 2077-08-16 Fixed 5.25000000 N N N N N N MASS MUTUAL LIFE INS CO R6ZXK5P01NP6HXSY1S07 575767AQ1 1255000.00000000 PA USD 921748.29000000 0.071356529627 Long DBT CORP US N 2 2050-04-15 Fixed 3.38000000 N N N N N N PUBLIC STORAGE 549300LMZF40TKJ6DM64 74460DAJ8 515000.00000000 PA USD 427716.49000000 0.033111387047 Long DBT US N 2 2031-11-09 Fixed 2.25000000 N N N N N N BX Trust N/A 05609XAA9 427000.00000000 PA USD 418060.20000000 0.032363851792 Long ABS-MBS CORP US N 2 2027-10-13 Fixed 5.76000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KQEV4 1489851.60000000 PA USD 1489211.40000000 0.115286308136 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DUF7 426336.58000000 PA USD 336252.44000000 0.026030758567 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 1.50000000 N N N N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 536797AF0 129000.00000000 PA USD 111282.50000000 0.008614860580 Long DBT CORP US N 2 2031-01-15 Fixed 4.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912834AU2 360000.00000000 PA USD 196799.41000000 0.015235095180 Long DBT UST US N 2 2039-02-15 None 0.00000000 N N N N N N Imperial Fund LLC N/A 45290BAA7 388699.69000000 PA USD 385007.43000000 0.029805093628 Long ABS-MBS CORP US N 2 2068-02-25 Variable 5.94000000 N N N N N N MARB BONDCO PLC 254900PVA1EU6QM1JN57 566007AC4 420000.00000000 PA USD 319725.38000000 0.024751327231 Long DBT CORP GB N 2 2031-01-29 Fixed 3.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H8RE3 1000000.00000000 PA USD 871342.90000000 0.067454429949 Long ABS-MBS USGSE US N 2 2052-08-25 Fixed 3.00000000 N N N N N N NEWMONT CORP 549300VSP3RIX7FGDZ51 651639AV8 150000.00000000 PA USD 150445.31000000 0.011646623418 Long DBT CORP US N 2 2044-06-09 Fixed 5.45000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912834JP4 430000.00000000 PA USD 215076.37000000 0.016649993858 Long DBT UST US N 2 2041-02-15 None 0.00000000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807CE5 850000.00000000 PA USD 942968.55000000 0.072999281913 Long DBT US N 2 2040-02-01 Fixed 6.75000000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBJ2 230000.00000000 PA USD 174830.47000000 0.013534384329 Long DBT CORP US N 2 2050-10-15 Fixed 3.95000000 N N N N N N Towd Point Mortgage Trust N/A 89176EAA8 189197.24000000 PA USD 183891.00000000 0.014235799221 Long ABS-MBS CORP US N 2 2058-01-25 Variable 3.00000000 N N N N N N YAMANA GOLD INC 54930002VY22NXG01418 98462YAF7 1070000.00000000 PA USD 861595.76000000 0.066699861602 Long DBT CORP CA N 2 2031-08-15 Fixed 2.63000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 31417FU55 274169.21000000 PA USD 251816.73000000 0.019494224344 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 3.00000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BB8 655000.00000000 PA USD 572977.71000000 0.044356687593 Long DBT CORP US N 2 2030-03-15 Fixed 3.10000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076CC4 777000.00000000 PA USD 646753.88000000 0.050068020630 Long DBT CORP US N 2 2040-04-15 Fixed 3.30000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RJZ6 1672000.00000000 PA USD 1320978.16000000 0.102262643970 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N BLACKSTONE PRIVATE CRE 549300ORP3TTCNXSYO43 09261HAH0 596000.00000000 PA USD 554529.19000000 0.042928507711 Long DBT CORP US N 2 2024-11-22 Fixed 2.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ELV0 1504360.65000000 PA USD 1440180.95000000 0.111490648522 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMMQ5 3844587.43000000 PA USD 3321649.57000000 0.257143287949 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.50000000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 75513ECM1 1761000.00000000 PA USD 1438930.15000000 0.111393818674 Long DBT CORP US N 2 2031-09-01 Fixed 1.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B8AL0 132623.87000000 PA USD 114518.54000000 0.008865376460 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N PARKLAND CORP 549300UY5C6HUV0XLS53 70137WAL2 190000.00000000 PA USD 169192.15000000 0.013097897544 Long DBT CORP CA N 2 2030-05-01 Fixed 4.63000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBP4 358000.00000000 PA USD 364379.68000000 0.028208210108 Long DBT CORP US N 2 2025-03-01 Fixed 6.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPJK4 888667.94000000 PA USD 877524.19000000 0.067932950396 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.50000000 N N N N N N GS Mortgage Securities Trust N/A 36258PAA5 196000.00000000 PA USD 181865.52000000 0.014078998037 Long ABS-MBS CORP US N 2 2037-02-10 Fixed 2.75000000 N N N N N N Progress Residential Trust N/A 74333TAC3 246000.00000000 PA USD 214319.28000000 0.016591384241 Long ABS-O CORP US N 2 2038-10-17 Fixed 1.68000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QTSD9 467556.92000000 PA USD 455476.14000000 0.035260381853 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.00000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 3138WGE26 164530.50000000 PA USD 155492.22000000 0.012037326592 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.50000000 N N N N N N SMRT N/A 78457JAA0 953000.00000000 PA USD 917754.44000000 0.071047348390 Long ABS-MBS CORP US N 2 2039-01-15 Floating 5.83000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UMK5 84066.76000000 PA USD 79817.63000000 0.006179028636 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 3.50000000 N N N N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377CE0 525000.00000000 PA USD 515655.00000000 0.039919088197 Long DBT CORP US N 2 2028-01-15 Fixed 5.75000000 N N N N N AmeriCredit Automobile Receivables Trust N/A 03067DAE5 132833.85000000 PA USD 132367.47000000 0.010247139481 Long ABS-O CORP US N 2 2025-01-21 Fixed 1.48000000 N N N N N N ANTERO MIDSTREAM PART/FI N/A 03690AAH9 307000.00000000 PA USD 289289.35000000 0.022395142250 Long DBT CORP US N 2 2029-06-15 Fixed 5.38000000 N N N N N N HUNTINGTON INGALLS INDUS 5TZLZ6WJTBVJ0QWBG121 446413AT3 368000.00000000 PA USD 344779.47000000 0.026690872912 Long DBT CORP US N 2 2030-05-01 Fixed 4.20000000 N N N N N N BRASKEM IDESA SAPI YH0V7ZHY352ITDGEYB83 10554NAB4 222000.00000000 PA USD 167742.38000000 0.012985664565 Long DBT CORP MX N 2 2032-02-20 Fixed 6.99000000 N N N N N Wells Fargo Commercial Mortgage Trust 549300CFP9NBBMZH1008 95000KBA2 3000000.00000000 PA USD 2775288.60000000 0.214847117546 Long ABS-MBS CORP US N 2 2049-11-15 Fixed 2.64000000 N N N N N N Grosvenor Place CLO BV 635400XBQAMTXICTXN06 000000000 2500000.00000000 PA 2715394.40000000 0.210210447965 Long ABS-CBDO CORP IE N 2 2035-11-24 Floating 4.34000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M8N26 123529.07000000 PA USD 129304.40000000 0.010010013958 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 6.00000000 N N N N N N CGI INC 549300WSRCZY73ZG3090 12532HAC8 475000.00000000 PA USD 426980.65000000 0.033054422484 Long DBT CORP CA N 2 2026-09-14 Fixed 1.45000000 N N N N N N GS Mortgage Securities Trust 549300L45M7638EL0H21 36250GAN5 2636551.20000000 PA USD 2511293.40000000 0.194410105061 Long ABS-MBS CORP US N 2 2050-05-10 Fixed 3.12000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DVA7 778999.28000000 PA USD 647128.65000000 0.050097033200 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Small Business Administration Participation Certs N/A 83162CQ22 2661982.50000000 PA USD 2584700.36000000 0.200092855952 Long ABS-O USGA US N 2 2047-07-01 Fixed 3.93000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QET51 614747.49000000 PA USD 573983.02000000 0.044434512997 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 2.50000000 N N N N N N EL PASO NATURAL GAS N/A 283695BK9 190000.00000000 PA USD 221955.46000000 0.017182534027 Long DBT CORP US N 2 2032-06-15 Fixed 8.38000000 N N N N N ARI Fleet Lease Trust N/A 00217TAC9 877511.85000000 PA USD 871274.14000000 0.067449106940 Long ABS-O CORP US N 2 2028-08-15 Fixed 1.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFH20 2147923.07000000 PA USD 1957955.56000000 0.151573824916 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KHB54 961149.00000000 PA USD 871878.66000000 0.067495905453 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.00000000 N N N N N N Silver Creek CLO 549300LSJSAR2PPV4U78 827551AL6 361839.15000000 PA USD 359614.56000000 0.027839321519 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 6.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QET69 1396544.76000000 PA USD 1304351.94000000 0.100975536228 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 2.50000000 N N N N N N STEEL DYNAMICS INC 549300HGGKEL4FYTTQ83 858119BK5 920000.00000000 PA USD 837472.84000000 0.064832401825 Long DBT CORP US N 2 2030-04-15 Fixed 3.45000000 N N N N N N Angel Oak Mortgage Trust N/A 03465HAA2 365299.83000000 PA USD 302147.78000000 0.023390569040 Long ABS-MBS CORP US N 2 2066-07-25 Variable 0.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNWL3 508552.20000000 PA USD 475867.02000000 0.036838928240 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.50000000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AD9 25000.00000000 PA USD 23389.88000000 0.001810711973 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N POPULAR INC 5493008CARDZMVQ3LO89 733174AL0 364000.00000000 PA USD 360447.36000000 0.027903792176 Long DBT CORP PR N 2 2028-03-13 Fixed 7.25000000 N N N N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 043436AW4 55000.00000000 PA USD 49299.80000000 0.003816511164 Long DBT CORP US N 2 2029-11-15 Fixed 4.63000000 N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAE7 180000.00000000 PA USD 173466.79000000 0.013428815951 Long DBT US N 2 2025-02-01 Fixed 3.50000000 N N N N N N TCW Gem Ltd N/A 87242BAW0 1000000.00000000 PA USD 984174.00000000 0.076189174366 Long ABS-CBDO CORP KY N 2 2032-10-20 Floating 5.92000000 N N N N N N SUNOCO LP/FINANCE CORP N/A 86765LAZ0 329000.00000000 PA USD 297911.15000000 0.023062593152 Long DBT CORP US N 2 2030-04-30 Fixed 4.50000000 N N N N N N UNIVERSAL HEALTH SVCS 549300YGMGQDO0NMJD09 913903AZ3 433000.00000000 PA USD 381363.67000000 0.029523014376 Long DBT CORP US N 2 2026-09-01 Fixed 1.65000000 N N N N N N SPIRIT REALTY LP 549300GTBVIBJRX5BW73 84861TAH1 1701000.00000000 PA USD 1430226.57000000 0.110720036828 Long DBT US N 2 2028-03-15 Fixed 2.10000000 N N N N N N AECOM 0EEB8GF0W0NPCIHZX097 00774CAB3 125000.00000000 PA USD 123943.13000000 0.009594974814 Long DBT CORP US N 2 2027-03-15 Fixed 5.13000000 N N N N N N CarMax Auto Owner Trust N/A 14314QAF1 300000.00000000 PA USD 277134.45000000 0.021454178767 Long ABS-O CORP US N 2 2027-02-16 Fixed 1.34000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGXU8 1376592.12000000 PA USD 1193157.63000000 0.092367502818 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2J1 765000.00000000 PA USD 648830.90000000 0.050228811749 Long DBT CORP US N 2 2031-02-11 Fixed 2.57000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 3138EJC97 616657.27000000 PA USD 590424.71000000 0.045707335471 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.50000000 N N N N N N BX Commercial Mortgage Trust 2019-XL N/A 056054AA7 1277262.83000000 PA USD 1263595.48000000 0.097820402037 Long ABS-MBS CORP US N 2 2036-10-15 Floating 5.86000000 N N N N N N DTE ENERGY CO 549300IX8SD6XXD71I78 233331BG1 1740000.00000000 PA USD 1600071.98000000 0.123868506060 Long DBT CORP US N 2 2025-06-01 Fixed 1.05000000 N N N N N N State of Connecticut 5493007GRO6CU0IKP741 20772KQM4 935000.00000000 PA USD 916058.77000000 0.070916079227 Long DBT MUN US N 2 2029-06-15 Fixed 3.98000000 N N N N N N RPM INTERNATIONAL INC 549300TJCKW4BRXPJ474 749685AY9 415000.00000000 PA USD 337749.19000000 0.026146628471 Long DBT CORP US N 2 2032-01-15 Fixed 2.95000000 N N N N N N MIDAS OPCO HOLDINGS LLC N/A 59565JAA9 243000.00000000 PA USD 213353.28000000 0.016516601994 Long DBT CORP US N 2 2029-08-15 Fixed 5.63000000 N N N N N N TRANSCONT GAS PIPE LINE N/A 893574AR4 140000.00000000 PA USD 111649.17000000 0.008643246093 Long DBT CORP US N 2 2050-05-15 Fixed 3.95000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RJX1 2569000.00000000 PA USD 2355060.36000000 0.182315428382 Long DBT CORP US N 2 2027-06-01 Fixed 2.30000000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZU5 834000.00000000 PA USD 798771.84000000 0.061836389700 Long DBT CORP US N 2 2024-10-28 Fixed 2.90000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 31418CR97 147411.43000000 PA USD 143766.23000000 0.011129566891 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4XS0 414917.53000000 PA USD 378170.45000000 0.029275813377 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UV74 549763.83000000 PA USD 506072.29000000 0.039177249089 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 3.00000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAT8 640000.00000000 PA USD 454459.33000000 0.035181666185 Long DBT CORP US N 2 2051-02-15 Fixed 3.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJXA3 177948.29000000 PA USD 173915.01000000 0.013463514604 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.00000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BK0 2074000.00000000 PA USD 2091432.18000000 0.161906828506 Long DBT CORP US N 2 2028-12-02 Fixed 5.35000000 N N N N N AFFINITY INTERACTIVE N/A 00842XAA7 137000.00000000 PA USD 122329.98000000 0.009470093882 Long DBT CORP US N 2 2027-12-15 Fixed 6.88000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LP4 310000.00000000 PA USD 293917.98000000 0.022753464557 Long DBT CORP US N 2 2028-07-24 Fixed 3.67000000 N N N N N N GCAT N/A 36167HAA3 265920.36000000 PA USD 218332.02000000 0.016902027834 Long ABS-MBS CORP US N 2 2066-05-25 Variable 1.09000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FBXB7 1347076.04000000 PA USD 1257637.20000000 0.097359145761 Long ABS-MBS USGSE US N 2 2047-11-15 Fixed 3.50000000 N Y N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPAJ7 3808215.01000000 PA USD 3760460.91000000 0.291113575416 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWEC3 998702.75000000 PA USD 979391.77000000 0.075818961218 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.50000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163CBA6 900000.00000000 PA USD 774235.53000000 0.059936927612 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 48128KAS0 779048.59000000 PA USD 753768.07000000 0.058352452835 Long ABS-MBS CORP US N 2 2050-07-15 Fixed 3.11000000 N N N N N N KB HOME 549300LGUCWQURMWLG09 48666KBA6 81000.00000000 PA USD 82254.47000000 0.006367674981 Long DBT CORP US N 2 2030-07-15 Fixed 7.25000000 N N N N N N BRITISH AIR 18-1 A PTT N/A 11043HAA6 112676.54000000 PA USD 98718.65000000 0.007642238504 Long DBT CORP US N 2 2031-09-20 Fixed 4.13000000 N N N N N N BLACKSTONE HOLDINGS FINA 549300D2L6J4NC1QVZ22 09261BAC4 1408000.00000000 PA USD 1171405.28000000 0.090683559139 Long DBT CORP US N 2 2028-08-05 Fixed 1.63000000 N N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 878091BF3 926000.00000000 PA USD 782505.28000000 0.060577124797 Long DBT CORP US N 2 2047-05-15 Fixed 4.27000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHEL7 3053710.27000000 PA USD 2650437.54000000 0.205181855935 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 3138E2JY2 306106.54000000 PA USD 292325.95000000 0.022630218616 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 3.50000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286EAE6 600000.00000000 PA USD 575993.64000000 0.044590163804 Long ABS-O CORP US N 2 2028-04-17 Fixed 2.56000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAN0 355000.00000000 PA USD 298662.68000000 0.023120772346 Long DBT CORP US N 2 2048-04-15 Fixed 4.70000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKL2 730000.00000000 PA USD 623052.50000000 0.048233194091 Long DBT CORP US N 2 2037-03-08 Fixed 3.85000000 N N N N N N Morgan Stanley Capital Inc N/A 61746RDX6 56688.48000000 PA USD 55592.23000000 0.004303635439 Long ABS-MBS CORP US N 2 2033-10-25 Floating 5.87000000 N N N N N N Stack Infrastructure Issuer LLC N/A 85236KAA0 476439.31000000 PA USD 468114.53000000 0.036238774393 Long ABS-O CORP US N 2 2044-02-25 Fixed 4.54000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335B5H5 547283.98000000 PA USD 517930.55000000 0.040095248384 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.50000000 N N N N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 09857LAR9 574000.00000000 PA USD 573858.03000000 0.044424836979 Long DBT CORP US N 2 2030-04-13 Fixed 4.63000000 N N N N N N NEXTERA ENERGY OPERATING 549300KJEC5IUVJWR786 65342QAB8 75000.00000000 PA USD 71694.75000000 0.005550201294 Long DBT CORP US N 2 2027-09-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EBT6 954251.10000000 PA USD 858317.90000000 0.066446108254 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DG7 2080000.00000000 PA USD 1930773.64000000 0.149469554693 Long DBT CORP US N 2 2026-02-04 Fixed 2.20000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300DNBJ7A0SEFVK31 95000GAX2 1490922.89000000 PA USD 1360773.82000000 0.105343398470 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.40000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 19767QAS4 275000.00000000 PA USD 308808.06000000 0.023906170178 Long DBT CORP US N 2 2036-07-15 Fixed 7.75000000 N N N N N N US AIRWAYS 2012-1A PTT N/A 90345WAA2 67307.09000000 PA USD 66911.38000000 0.005179899893 Long DBT CORP US N 2 2024-10-01 Fixed 5.90000000 N N N N N N UMBS, TBA N/A 01F030637 -2000000.00000000 PA USD -1794101.70000000 -0.13888918753 Short ABS-MBS USGSE US N 2 2053-03-15 Fixed 3.00000000 N N N N N N Bank N/A 06540JAZ5 1806000.00000000 PA USD 1600994.98000000 0.123939959490 Long ABS-MBS CORP US N 2 2063-03-15 Fixed 2.04000000 N N N N N N CNA FINANCIAL CORP 549300YX2GSZD7YG1R84 126117AW0 187000.00000000 PA USD 152775.89000000 0.011827043716 Long DBT CORP US N 2 2030-08-15 Fixed 2.05000000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587CV7 1318000.00000000 PA USD 1257773.96000000 0.097369732946 Long DBT CORP US N 2 2026-07-01 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4P91 101645.23000000 PA USD 93764.77000000 0.007258737185 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 3.00000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GG2 335000.00000000 PA USD 275882.91000000 0.021357291632 Long DBT CORP US N 2 2047-04-01 Fixed 4.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163CBB4 1750000.00000000 PA USD 1439199.83000000 0.111414695771 Long ABS-MBS CORP US N 2 2054-03-15 Fixed 2.26000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHPY7 2164130.47000000 PA USD 2099891.87000000 0.162561729770 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 4.00000000 N N N N N N Liberty Mutual Group Inc QUR0DG15Z6FFGYCHH861 53079EBG8 2679000.00000000 PA USD 2583171.58000000 0.199974506467 Long DBT CORP US N 2 2029-02-01 Fixed 4.57000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DXK3 105276.38000000 PA USD 87416.40000000 0.006767282352 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Elmwood CLO IV Ltd N/A 29002GAB7 459000.00000000 PA USD 453234.04000000 0.035086811176 Long ABS-CBDO CORP KY N 2 2033-04-15 Floating 6.03000000 N N N N N N American Express Credit Account Master Trust 549300Y4SA5G3GIJTP18 02582JJV3 2660000.00000000 PA USD 2614749.41000000 0.202419083133 Long ABS-O CORP US N 2 2027-08-15 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DW65 539861.02000000 PA USD 461994.50000000 0.035764996349 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 90345WAD6 1018877.19000000 PA USD 963777.84000000 0.074610219232 Long DBT CORP US N 2 2025-06-03 Fixed 4.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179MVS6 132314.87000000 PA USD 126638.34000000 0.009803622700 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 3.50000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMM1 122000.00000000 PA USD 98199.16000000 0.007602022532 Long DBT CORP US N 2 2033-12-01 Fixed 2.55000000 N N N N N N Duke Energy Florida LLC 7MOHLM3DKE63RX2ZCN83 26444HAA9 420000.00000000 PA USD 321269.74000000 0.024870882831 Long DBT CORP US N 2 2046-10-01 Fixed 3.40000000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAB9 243000.00000000 PA USD 213740.37000000 0.016546568309 Long DBT CORP US N 2 2031-08-15 Fixed 4.13000000 N N N N N N MFRA Trust N/A 55283FAA6 133085.01000000 PA USD 117381.91000000 0.009087042340 Long ABS-MBS CORP US N 2 2065-04-25 Variable 1.15000000 N N N N N N University of Virginia N/A 915217WX7 105000.00000000 PA USD 88784.66000000 0.006873205288 Long DBT MUN US N 2 2117-09-01 Fixed 4.18000000 N N N N N N Bank of America Credit Card Trust 5493006DQ60M1CRKHH19 05522RDF2 1838000.00000000 PA USD 1861741.63000000 0.144125487641 Long ABS-O CORP US N 2 2028-04-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XECP7 450182.76000000 PA USD 436446.36000000 0.033787204116 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5Q48 658250.60000000 PA USD 639933.74000000 0.049540044037 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 4.00000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAQ1 1250000.00000000 PA USD 1167176.60000000 0.090356198694 Long DBT CORP US N 2 2027-03-01 Fixed 2.90000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 31418CCT9 110010.92000000 PA USD 96614.23000000 0.007479326232 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 02377CAA2 249412.79000000 PA USD 216734.90000000 0.016778387853 Long DBT CORP US N 2 2029-10-15 Fixed 3.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B3WR4 496855.20000000 PA USD 448696.83000000 0.034735566087 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBQ9 223000.00000000 PA USD 162479.15000000 0.012578215122 Long DBT CORP IT N 2 2032-06-01 Fixed 4.20000000 N N N N N N State of California N/A 13063A5G5 555000.00000000 PA USD 719956.82000000 0.055734977448 Long DBT MUN US N 2 2039-04-01 Fixed 7.55000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WQB7 1962143.37000000 PA USD 1795158.34000000 0.138970986616 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 3.00000000 N N N N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377CL4 312000.00000000 PA USD 283215.06000000 0.021924905138 Long DBT CORP US N 2 2029-06-15 Fixed 4.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335A3M8 638734.67000000 PA USD 642167.80000000 0.049712992303 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.50000000 N N N N N N PACTIV EVERGREEN GROUP N/A 69527AAA4 195000.00000000 PA USD 170671.31000000 0.013212405730 Long DBT CORP US N 2 2028-10-15 Fixed 4.38000000 N N N N N N New Economy Assets Phase 1 Issuer LLC N/A 643821AA9 785000.00000000 PA USD 678334.83000000 0.052512838829 Long ABS-O CORP US N 2 2061-10-20 Fixed 1.91000000 N N N N N N Flagstar Mortgage Trust N/A 33852DAB7 475811.96000000 PA USD 389114.64000000 0.030123050553 Long ABS-MBS CORP US N 2 2051-02-01 Variable 2.50000000 N N N N N N Bank N/A 06542BBC0 3000000.00000000 PA USD 2498231.70000000 0.193398942260 Long ABS-MBS CORP US N 2 2054-04-15 Fixed 2.35000000 N N N N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 15189TAY3 335000.00000000 PA USD 256850.19000000 0.019883886296 Long DBT CORP US N 2 2049-09-01 Fixed 3.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6DC1 292477.12000000 PA USD 291799.08000000 0.022589431326 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SK5 3845000.00000000 PA USD 2972966.00000000 0.230150181736 Long DBT UST US N 2 2049-11-15 Fixed 2.38000000 N N N N N N WENDYS FUNDING LLC 5493009DRVSTWJOXUL48 95058XAG3 525442.50000000 PA USD 495263.60000000 0.038340501555 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 05377RDQ4 696000.00000000 PA USD 660490.92000000 0.051131464427 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 05547HAN1 200000.00000000 PA USD 171136.60000000 0.013248425845 Long ABS-MBS CORP US N 2 2035-08-10 Variable 4.96000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EAN0 476743.84000000 PA USD 411754.77000000 0.031875721130 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NAS4 457000.00000000 PA USD 402904.91000000 0.031190615116 Long DBT CORP CA N 2 2077-07-15 Fixed 5.50000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BA1 1175000.00000000 PA USD 1114461.02000000 0.086275257198 Long DBT CORP US N 2 2045-10-23 Fixed 6.48000000 N N N N N N AMSR Trust N/A 66981FAA8 295000.00000000 PA USD 268528.41000000 0.020787947915 Long ABS-O CORP US N 2 2037-11-17 Fixed 1.36000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAAE4 191819.91000000 PA USD 193834.67000000 0.015005581808 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 4.50000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475AT2 63000.00000000 PA USD 58903.56000000 0.004559979844 Long DBT CORP US N 2 2027-05-19 Fixed 3.15000000 N N N N N N MDC HOLDINGS INC 5299005FV4VNV75R8R35 552676AU2 202000.00000000 PA USD 157292.04000000 0.012176658458 Long DBT CORP US N 2 2031-01-15 Fixed 2.50000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAF8 210000.00000000 PA USD 188974.80000000 0.014629358211 Long DBT US N 2 2029-09-15 Fixed 4.88000000 N N N N N N Tricon American Homes N/A 89612LAA4 1526130.95000000 PA USD 1428061.78000000 0.110552451053 Long ABS-O CORP US N 2 2038-03-17 Fixed 2.75000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 3140J7TQ8 150600.00000000 PA USD 138249.92000000 0.010702525428 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.00000000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BP7 1430000.00000000 PA USD 1384682.08000000 0.107194240485 Long DBT CORP US N 2 2027-02-15 Fixed 4.19000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DPC0 745708.67000000 PA USD 619707.06000000 0.047974209083 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 2.00000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAJ2 842000.00000000 PA USD 765279.73000000 0.059243620323 Long DBT CORP NO N 2 2031-01-15 Fixed 4.00000000 N N N N N N Wellfleet CLO Ltd 254900LA1TLPGMVIGC76 94951DAA1 500000.00000000 PA USD 492207.50000000 0.038103915610 Long ABS-CBDO CORP KY N 2 2032-01-20 Floating 6.06000000 N N N N N N Bank N/A 06541UBW5 869000.00000000 PA USD 682367.13000000 0.052824996646 Long ABS-MBS CORP US N 2 2053-12-15 Fixed 1.93000000 N N N N N N GLOBAL INFRASTRUCTURE SO 2549003BGLQITAJ6ZT28 37960XAA5 337000.00000000 PA USD 278392.33000000 0.021551556709 Long DBT CORP US N 2 2029-06-01 Fixed 5.63000000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109AX2 330000.00000000 PA USD 291095.12000000 0.022534934732 Long DBT US N 2 2031-01-15 Fixed 3.25000000 N N N N N N Sierra Receivables Funding Co LLC N/A 82653EAA5 27792.50000000 PA USD 26685.54000000 0.002065843296 Long ABS-O CORP US N 2 2036-01-20 Fixed 3.20000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 31415PM96 232507.16000000 PA USD 241609.29000000 0.018704022179 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CGH8 14399000.00000000 PA USD 14325880.15000000 1.109028465197 Long DBT UST US N 2 2028-01-31 Fixed 3.50000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397ZR7 720000.00000000 PA USD 676947.60000000 0.052405447343 Long DBT CORP US N 2 2029-05-03 Fixed 5.11000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAW5 505000.00000000 PA USD 441244.11000000 0.034158618735 Long DBT CORP IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N WAKEMED 549300RAN6BZ6UMO7Z44 931108AA2 340000.00000000 PA USD 243437.39000000 0.018845543322 Long DBT CORP US N 2 2052-10-01 Fixed 3.29000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 53944YAF0 1455000.00000000 PA USD 1416331.73000000 0.109644377049 Long DBT CORP GB N 2 2025-05-08 Fixed 4.45000000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NBE0 1066000.00000000 PA USD 950520.40000000 0.073583903349 Long DBT CORP US N 2 2032-03-15 Fixed 3.35000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2U6 1157000.00000000 PA USD 1003809.37000000 0.077709233450 Long DBT CORP US N 2 2033-03-02 Fixed 3.35000000 N N N N N N Sonic Capital LLC N/A 83546DAG3 481238.33000000 PA USD 445360.95000000 0.034477321160 Long ABS-O CORP US N 2 2050-01-20 Fixed 3.85000000 N N N N N N BLUELINX HOLDING 549300YSX7GU28F5I540 09624HAA7 304000.00000000 PA USD 251360.88000000 0.019458935020 Long DBT CORP US N 2 2029-11-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DQA3 484608.72000000 PA USD 438850.67000000 0.033973332172 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 59284MAD6 200000.00000000 PA USD 154200.00000000 0.011937290242 Long DBT CORP MX N 2 2047-07-31 Fixed 5.50000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FLN4 143415.72000000 PA USD 141740.79000000 0.010972768803 Long ABS-MBS USGA US N 2 2040-10-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CZG2 79384.78000000 PA USD 74833.47000000 0.005793183211 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 63935BAA1 348280.20000000 PA USD 319758.14000000 0.024753863324 Long ABS-O CORP US N 2 2069-01-15 Fixed 1.31000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMZF5 828803.58000000 PA USD 723071.45000000 0.055976094454 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N Municipal Electric Authority of Georgia JA0WNILDDF2KUPS83B16 626207YF5 351000.00000000 PA USD 385614.04000000 0.029852053937 Long DBT MUN US N 2 2057-04-01 Fixed 6.64000000 N N N N N N CANADIAN PACIFIC RAILWAY 54930036474DURYNB481 13645RAX2 509000.00000000 PA USD 547538.75000000 0.042387347457 Long DBT CORP CA N 2 2115-09-15 Fixed 6.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CGM7 7279000.00000000 PA USD 7290942.07000000 0.564423421742 Long DBT UST US N 2 2033-02-15 Fixed 3.50000000 N N N N N N Stack Infrastructure Issuer LLC N/A 85236KAC6 547000.00000000 PA USD 522950.87000000 0.040483893112 Long ABS-O CORP US N 2 2044-10-25 Fixed 3.08000000 N N N N N N OCP CLO LTD 254900ZMV4RGFPV8TK42 670881AM3 272000.00000000 PA USD 265409.71000000 0.020546515833 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 5.96000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9NN7 506838.65000000 PA USD 467990.53000000 0.036229175016 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.00000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBU3 290000.00000000 PA USD 283805.19000000 0.021970589659 Long DBT CORP US N 2 2032-09-01 Fixed 4.95000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBF8 810000.00000000 PA USD 789157.62000000 0.061092111266 Long DBT CORP FR N 2 2026-01-21 Floating 5.67000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X96K6 816376.15000000 PA USD 781481.40000000 0.060497861810 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 3.00000000 N N N N N N LEHMAN BROTHERS HOLDINGS 549300FDK6ZP3YIHRJ47 5249087M6 270000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 3 2017-12-28 None 0.00000000 Y N N N N N Aligned Data Centers Issuer LLC N/A 01627AAA6 2559000.00000000 PA USD 2261266.75000000 0.175054458567 Long ABS-O CORP US N 2 2046-08-15 Fixed 1.94000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CY4 470000.00000000 PA USD 448377.43000000 0.034710839949 Long DBT CORP US N 2 2038-03-25 Fixed 4.78000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBC8 560000.00000000 PA USD 499558.04000000 0.038672952766 Long DBT CORP CA N 2 2080-07-15 Fixed 5.75000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAQ3 213000.00000000 PA USD 183176.92000000 0.014180519194 Long DBT CORP US N 2 2048-04-01 Fixed 5.40000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -313.00000000 NC USD -1623457.21000000 -0.12567885805 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT U.S. Long Bond Futures USM3 Comdty 2023-06-21 -39428449.04000000 USD -1623457.21000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CMG6 333487.85000000 PA USD 324967.01000000 0.025157104524 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SZ2 6585000.00000000 PA USD 4634836.84000000 0.358802805362 Long DBT UST US N 2 2051-08-15 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D3H3 472026.90000000 PA USD 407885.63000000 0.031576194235 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AP8 140000.00000000 PA USD 115110.10000000 0.008911171683 Long DBT CORP US N 2 2031-06-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288QWB2 1237875.23000000 PA USD 1242522.91000000 0.096189083073 Long ABS-MBS USGSE US N 2 2053-02-01 Floating 5.17000000 N N N N N N RHP HOTEL PPTY/RHP FINAN N/A 749571AG0 346000.00000000 PA USD 312946.62000000 0.024226554042 Long DBT US N 2 2029-02-15 Fixed 4.50000000 N N N N N CVS Pass-Through Trust N/A 126650BS8 1517904.62000000 PA USD 1636399.04000000 0.126680741202 Long DBT CORP US N 2 2032-01-10 Fixed 7.51000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370DA5 196000.00000000 PA USD 154323.85000000 0.011946878007 Long DBT CORP US N 2 2032-02-12 Fixed 3.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2BE1 19943.72000000 PA USD 18564.25000000 0.001437139042 Long ABS-MBS USGA US N 2 2042-06-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNYB3 749963.50000000 PA USD 739167.57000000 0.057222164858 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAN7 32000.00000000 PA USD 29665.39000000 0.002296526398 Long DBT CORP US N 2 2030-03-01 Fixed 5.00000000 N N N N N N Venture CDO Ltd 549300KIDQKDB48YU144 92330EAP2 500000.00000000 PA USD 492089.50000000 0.038094780719 Long ABS-CBDO CORP KY N 2 2032-01-15 Floating 6.05000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MFCN6 95341.46000000 PA USD 88143.17000000 0.006823544767 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 2.00000000 N N N N N N PACTIV EVERGREEN GROUP N/A 76174LAA1 463000.00000000 PA USD 416336.55000000 0.032230416575 Long DBT CORP US N 2 2027-10-15 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFH9 3615000.00000000 PA USD 3536769.16000000 0.273796627655 Long DBT UST US N 2 2027-08-31 Fixed 3.13000000 N N N N N N PROVINCE OF ALBERTA LQPXMHHNJKIPJYE53543 013051EM5 135000.00000000 PA USD 112168.22000000 0.008683428003 Long DBT NUSS CA N 2 2030-07-22 Fixed 1.30000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CGP0 1276000.00000000 PA USD 1299177.34000000 0.100574948018 Long DBT UST US N 2 2028-02-29 Fixed 4.00000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400HN6 570000.00000000 PA USD 418418.34000000 0.032391576961 Long DBT CORP US N 2 2052-02-01 Fixed 3.45000000 N N N N N N Arroyo Mortgage Trust N/A 042853AA9 218961.00000000 PA USD 178280.81000000 0.013801490101 Long ABS-MBS CORP US N 2 2048-10-25 Variable 1.18000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FQ66 132234.57000000 PA USD 130690.35000000 0.010117306354 Long ABS-MBS USGA US N 2 2041-03-20 Fixed 4.00000000 N N N N N N SOTHEBY'S 549300P5BAAMQQ7VL735 835898AH0 200000.00000000 PA USD 189400.00000000 0.014662274785 Long DBT CORP US N 2 2027-10-15 Fixed 7.38000000 N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 494550AL0 383000.00000000 PA USD 436293.24000000 0.033775350433 Long DBT CORP US N 2 2032-03-15 Fixed 7.75000000 N N N N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 000000000 511000.00000000 PA USD 491837.50000000 0.038075272307 Long DBT CORP IL N 2 2027-06-30 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UCC4 116725.14000000 PA USD 116487.70000000 0.009017817669 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 4.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBK6 1509000.00000000 PA USD 1263664.02000000 0.097825708015 Long DBT CORP US N 2 2033-04-15 Fixed 3.42000000 N N N N N N Generate CLO Ltd. N/A 98625TAJ4 1000000.00000000 PA USD 990189.00000000 0.076654821583 Long ABS-CBDO CORP KY N 2 2031-01-22 Floating 5.97000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWC27 504007.01000000 PA USD 435301.68000000 0.033698589476 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 55037AAB4 473000.00000000 PA USD 400366.90000000 0.030994136763 Long DBT CORP NO N 2 2031-07-15 Fixed 3.10000000 N N N N N N MASTEC INC 549300TMDIT8WREDOF45 576323AP4 224000.00000000 PA USD 207244.38000000 0.016043685572 Long DBT CORP US N 2 2028-08-15 Fixed 4.50000000 N N N N N SASOL Financing USA LLC 549300XRB1PFMESFEL85 80386WAA3 200000.00000000 PA USD 197841.00000000 0.015315729175 Long DBT CORP US N 2 2024-03-27 Fixed 5.88000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEE8 390000.00000000 PA USD 307803.12000000 0.023828373418 Long DBT CORP US N 2 2041-05-15 Fixed 3.05000000 N N N N N N MANULIFE FINANCIAL CORP 5493007GBX87QOZACS27 56501RAN6 955000.00000000 PA USD 879773.71000000 0.068107095487 Long DBT CORP CA N 2 2032-03-16 Fixed 3.70000000 N N N N N EBAY INC OML71K8X303XQONU6T67 278642AW3 617000.00000000 PA USD 541046.86000000 0.041884782118 Long DBT CORP US N 2 2030-03-11 Fixed 2.70000000 N N N N N AMER AIRLINE 19-1A PTT N/A 02378MAA9 410269.88000000 PA USD 341846.42000000 0.026463812801 Long DBT CORP US N 2 2032-02-15 Fixed 3.50000000 N N N N N N University of Virginia N/A 915217XM0 595000.00000000 PA USD 408344.22000000 0.031611695675 Long DBT MUN US N 2 2051-11-01 Fixed 2.58000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVL52 2642428.85000000 PA USD 2313564.34000000 0.179103041646 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBF5 580000.00000000 PA USD 505936.05000000 0.039166702160 Long DBT CORP US N 2 2045-03-15 Fixed 5.15000000 N N N N N N Emera US Finance LP N/A 29103DAJ5 523000.00000000 PA USD 498879.69000000 0.038620438753 Long DBT CORP US N 2 2026-06-15 Fixed 3.55000000 N N N N N N EMBRAER NETHERLANDS FINA 724500PBR8LR26XBSP67 29082HAA0 42000.00000000 PA USD 40659.57000000 0.003147633516 Long DBT CORP NL N 2 2025-06-15 Fixed 5.05000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCB6 380000.00000000 PA USD 361112.14000000 0.027955255676 Long DBT CORP MX N 2 2026-08-04 Fixed 6.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DU67 344877.42000000 PA USD 298567.49000000 0.023113403276 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 34528QHQ0 698000.00000000 PA USD 637977.93000000 0.049388636309 Long ABS-O CORP US N 2 2027-09-15 Fixed 1.06000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBX6 1546000.00000000 PA USD 1435316.20000000 0.111114047143 Long DBT CORP US N 2 2029-11-21 Fixed 3.20000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAE5 219000.00000000 PA USD 193636.81000000 0.014990264608 Long DBT US N 2 2030-08-15 Fixed 4.13000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 3138EKKN4 393981.47000000 PA USD 376181.71000000 0.029121856396 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WY93 989891.93000000 PA USD 871867.12000000 0.067495012091 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 2.50000000 N N N N N N HUNTSMAN INTERNATIONAL L 3YTEJFW18LGIUQ2N5J61 44701QBE1 870000.00000000 PA USD 817795.12000000 0.063309064244 Long DBT CORP US N 2 2029-05-01 Fixed 4.50000000 N N N N N N Arbor Multifamily Mortgage Securities Trust N/A 03881BAC7 1800000.00000000 PA USD 1524111.66000000 0.117988088507 Long ABS-MBS CORP US N 2 2053-05-15 Fixed 2.50000000 N N N N N N AMER AIRLINE 19-1AA PTT N/A 02377LAA2 419480.07000000 PA USD 368020.60000000 0.028490069503 Long DBT CORP US N 2 2032-02-15 Fixed 3.15000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKA9 743000.00000000 PA USD 563624.51000000 0.043632615848 Long DBT CORP US N 2 2051-06-01 Fixed 3.65000000 N N N N N N PG&E WILDFIRE RECOVERY N/A 693342AA5 2275997.03000000 PA USD 2175102.54000000 0.168384113668 Long DBT CORP US N 2 2030-06-01 Fixed 3.59000000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LAY9 235000.00000000 PA USD 214916.20000000 0.016637594405 Long DBT CORP US N 2 2025-07-15 Fixed 3.25000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BT5 332000.00000000 PA USD 332493.15000000 0.025739735637 Long DBT CORP US N 2 2026-06-15 Fixed 5.25000000 N N N N N N BERKSHIRE HATHAWAY ENERG 549300JD0S5IZJE9LY15 084659AV3 605000.00000000 PA USD 574848.14000000 0.044501485685 Long DBT CORP US N 2 2030-07-15 Fixed 3.70000000 N N N N N QATAR ENERGY 254900QTESJKJ3P87J26 74730DAB9 900000.00000000 PA USD 813602.70000000 0.062984510844 Long DBT CORP QA N 2 2026-09-12 Fixed 1.38000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6C24 1405693.31000000 PA USD 1385207.07000000 0.107234882236 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 4.00000000 N N N N N N AIR CANADA 2013-1A PTT 4B4HI3CGXMBDC0G6BM51 009089AA1 158098.02000000 PA USD 149248.36000000 0.011553962331 Long DBT CORP CA N 2 2025-05-15 Fixed 4.13000000 N N N N N N Ford Credit Auto Owner Trust N/A 345286AF5 300000.00000000 PA USD 277638.27000000 0.021493181656 Long ABS-O CORP US N 2 2029-07-15 Fixed 2.14000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BK9 782000.00000000 PA USD 740589.52000000 0.057332244169 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPYA9 1028994.63000000 PA USD 1010046.35000000 0.078192065101 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 3140X4DF0 199938.15000000 PA USD 188827.82000000 0.014617979852 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWCU5 1425617.08000000 PA USD 1231356.55000000 0.095324646755 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CW6 265000.00000000 PA USD 234418.69000000 0.018147366672 Long DBT CORP US N 2 2030-09-15 Fixed 2.70000000 N N N N N CF Hippolyta Issuer LLC N/A 12530MAA3 1392567.58000000 PA USD 1265982.35000000 0.098005179988 Long ABS-O CORP US N 2 2060-07-15 Fixed 1.69000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAV3 209000.00000000 PA USD 182528.90000000 0.014130353158 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 83162CWN9 352265.49000000 PA USD 330622.12000000 0.025594891096 Long ABS-O USGA US N 2 2034-09-01 Fixed 2.92000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAP4 150000.00000000 PA USD 132989.07000000 0.010295260231 Long DBT CORP US N 2 2044-04-01 Fixed 5.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNWD1 1470555.38000000 PA USD 1369054.47000000 0.105984439471 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J82K8 624852.70000000 PA USD 636749.35000000 0.049293526607 Long ABS-MBS USGSE US N 2 2038-04-01 Floating 3.79000000 N N N N N N CHOICE HOTELS INTL INC 5493003CYRY5RFGTIR97 169905AG1 233000.00000000 PA USD 206863.98000000 0.016014237159 Long DBT CORP US N 2 2031-01-15 Fixed 3.70000000 N N N N N N FAIRFAX FINL HLDGS LTD GLS7OQD0WOEDI8YAP031 303901BK7 1000000.00000000 PA USD 983957.07000000 0.076172380875 Long DBT CORP CA N 2 2032-08-16 Fixed 5.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CFD1 2666895.70000000 PA USD 2446811.63000000 0.189418291807 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691ABL6 2204000.00000000 PA USD 2105613.44000000 0.163004661299 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 36259WAA9 46224.75000000 PA USD 42258.53000000 0.003271415939 Long ABS-MBS CORP US N 2 2060-09-27 Variable 1.38000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBV6 964000.00000000 PA USD 851522.10000000 0.065920015926 Long DBT CORP US N 2 2030-04-01 Fixed 2.95000000 N N N N N N INFOR INC 549300Q3IIYBYI4RHD64 45674CAA1 126000.00000000 PA USD 115252.53000000 0.008922197806 Long DBT CORP US N 2 2025-07-15 Fixed 1.75000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABV6 521000.00000000 PA USD 475458.04000000 0.036807267326 Long DBT CORP US N 2 2029-04-15 Fixed 3.38000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013092AG6 325000.00000000 PA USD 283086.06000000 0.021914918689 Long DBT CORP US N 2 2029-03-15 Fixed 3.50000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAE0 493000.00000000 PA USD 508864.74000000 0.039393424745 Long DBT CORP US N 2 2027-09-15 Fixed 7.50000000 N N N N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 65480CAC9 247000.00000000 PA USD 213936.12000000 0.016561722165 Long DBT CORP US N 2 2026-09-16 Fixed 1.85000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 3138EKVJ1 456693.57000000 PA USD 436079.68000000 0.033758817828 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WFG8 391648.57000000 PA USD 346080.73000000 0.026791609088 Long ABS-MBS USGA US N 2 2051-05-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WR34 447918.43000000 PA USD 409659.80000000 0.031713540424 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 3.00000000 N N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 758750AF0 262000.00000000 PA USD 262473.95000000 0.020319245929 Long DBT CORP US N 2 2033-04-15 Fixed 6.40000000 N N N N N N AMER AIRLINE 21-1B PTT N/A 02376LAA3 265490.00000000 PA USD 233638.32000000 0.018086954848 Long DBT CORP US N 2 2030-07-11 Fixed 3.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JATG3 162942.30000000 PA USD 149943.71000000 0.011607792388 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.00000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 3138A53N0 366791.21000000 PA USD 359316.45000000 0.027816243532 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SNV5 139215.87000000 PA USD 132526.76000000 0.010259470810 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 89176LAA2 140323.79000000 PA USD 136800.18000000 0.010590294772 Long ABS-MBS CORP US N 2 2058-03-25 Variable 3.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912834FB9 2310000.00000000 PA USD 1209664.90000000 0.093645402125 Long DBT UST US N 2 2040-02-15 None 0.00000000 N N N N N N VISTRA CORP 549300ZH5GKBTJZ7NM23 92840VAF9 135000.00000000 PA USD 127832.18000000 0.009896043028 Long DBT CORP US N 2 2027-07-31 Fixed 5.00000000 N N N N N N AUTONATION INC N/A 05329WAQ5 408000.00000000 PA USD 383835.82000000 0.029714394221 Long DBT CORP US N 2 2030-06-01 Fixed 4.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KG6M5 1539722.76000000 PA USD 1394099.71000000 0.107923300036 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBP0 790000.00000000 PA USD 683366.69000000 0.052902376918 Long DBT CORP US N 2 2031-05-13 Fixed 2.96000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179NH92 42536.59000000 PA USD 39724.91000000 0.003075277435 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 90931GAA7 1453985.73000000 PA USD 1451539.11000000 0.112369932910 Long DBT CORP US N 2 2027-10-15 Fixed 5.88000000 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CN5 970000.00000000 PA USD 801915.57000000 0.062079759463 Long DBT CORP US N 2 2031-06-15 Fixed 2.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6DJ6 1919656.75000000 PA USD 1915206.39000000 0.148264426408 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGLJ6 1412464.68000000 PA USD 1274167.73000000 0.098638845726 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271AW9 2895000.00000000 PA USD 2231119.38000000 0.172720620008 Long DBT US N 2 2032-05-18 Fixed 2.00000000 N N N N N GS Mortgage Securities Trust N/A 36263UAM1 1900000.00000000 PA USD 1535616.48000000 0.118878726480 Long ABS-MBS CORP US N 2 2054-12-15 Fixed 2.37000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBJ4 1207000.00000000 PA USD 1173649.09000000 0.090857262195 Long DBT CORP US N 2 2031-03-24 Fixed 4.49000000 N N N N N N Pilgrim's Pride Corp 549300ZSLGV64ZL3HD75 72147KAE8 575000.00000000 PA USD 572073.25000000 0.044286669425 Long DBT CORP US N 2 2027-09-30 Fixed 5.88000000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HV5 960000.00000000 PA USD 273393.90000000 0.021164606581 Long DBT NUSS AR N 2 2041-07-09 Variable 3.50000000 N N N N N N BERKSHIRE HATHAWAY ENERG 549300JD0S5IZJE9LY15 59562VAM9 1312000.00000000 PA USD 1446164.91000000 0.111953892798 Long DBT CORP US N 2 2036-04-01 Fixed 6.13000000 N N N N N N SERVICE CORP INTL 549300RKVM2ME20JHZ15 817565CG7 349000.00000000 PA USD 306805.90000000 0.023751174296 Long DBT CORP US N 2 2031-05-15 Fixed 4.00000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFU3 578000.00000000 PA USD 385027.65000000 0.029806658946 Long DBT CORP US N 2 2050-11-20 Fixed 2.88000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AX4 662000.00000000 PA USD 638885.13000000 0.049458866592 Long DBT CORP US N 2 2030-05-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W2V9 1955349.29000000 PA USD 1784660.28000000 0.138158286297 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 3.00000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAD0 1320000.00000000 PA USD 1273693.62000000 0.098602142816 Long DBT CORP US N 2 2024-10-01 Fixed 2.90000000 N N N N N N Diamond Infrastructure Funding LLC N/A 25265LAE0 112000.00000000 PA USD 89774.48000000 0.006949831544 Long ABS-O CORP US N 2 2049-04-15 Fixed 3.48000000 N N N N N N CVS Pass-Through Trust N/A 126650BV1 1021104.98000000 PA USD 1031018.82000000 0.079815634890 Long DBT CORP US N 2 2033-01-10 Fixed 5.77000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475AK1 699000.00000000 PA USD 691942.67000000 0.053566280694 Long DBT CORP US N 2 2023-05-01 Variable 8.49000000 N N N N N UMBS B1V7KEBTPIMZEU4LTD58 3140HMN59 238213.49000000 PA USD 237201.85000000 0.018362823148 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.50000000 N N N N N N TACO BELL FUNDING, LLC N/A 87342RAH7 1869337.50000000 PA USD 1566400.14000000 0.121261823005 Long ABS-O CORP US N 2 2051-08-25 Fixed 2.29000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285VAE9 900000.00000000 PA USD 856638.99000000 0.066316136555 Long ABS-O CORP US N 2 2027-02-16 Fixed 1.26000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WND6 623625.68000000 PA USD 531634.07000000 0.041156097253 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 2.00000000 N N N N N N Small Business Administration Participation Certs N/A 83162CP23 2485422.25000000 PA USD 2337301.77000000 0.180940658971 Long ABS-O CORP US N 2 2047-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFCB5 1238551.92000000 PA USD 1235695.45000000 0.095660539807 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5WX7 425239.31000000 PA USD 399275.13000000 0.030909618116 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.50000000 N N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 758750AC7 305000.00000000 PA USD 306653.29000000 0.023739360094 Long DBT CORP US N 2 2026-02-15 Fixed 6.05000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AT2 289000.00000000 PA USD 278871.02000000 0.021588614176 Long DBT CORP CA N 2 2027-10-15 Fixed 6.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9UW3 1076482.70000000 PA USD 1073135.05000000 0.083076034769 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4.50000000 N N N N N N Metlife Securitization Trust N/A 59166CAE9 368563.07000000 PA USD 306598.66000000 0.023735130949 Long ABS-MBS CORP US N 2 2050-05-25 Variable 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FEH5 127010.80000000 PA USD 128736.18000000 0.009966025586 Long ABS-MBS USGA US N 2 2040-02-20 Fixed 4.50000000 N N N N N N MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 55608JAR9 943000.00000000 PA USD 842176.72000000 0.065196549561 Long DBT CORP AU N 2 2027-01-12 Fixed 1.34000000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBA6 450000.00000000 PA USD 449925.75000000 0.034830702110 Long DBT CORP US N 2 2024-12-01 Fixed 5.50000000 N N N N N N EDGEWELL PERSONAL CARE 549300CY8QZDL4Z3RU59 28035QAB8 167000.00000000 PA USD 146499.64000000 0.011341172004 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 83162CWE9 472363.90000000 PA USD 449509.80000000 0.034798501618 Long ABS-O USGA US N 2 2034-04-01 Fixed 3.11000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QBHE1 46377.83000000 PA USD 44991.51000000 0.003482987764 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.00000000 N N N N N N PSMC Trust N/A 69376CAC8 1721114.09000000 PA USD 1497183.89000000 0.115903493136 Long ABS-MBS CORP US N 2 2051-05-25 Variable 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AYCS0 987409.01000000 PA USD 908695.43000000 0.070346051168 Long ABS-MBS USGSE US N 2 2047-09-25 Fixed 3.00000000 N N N N N N NEWMONT CORP 549300VSP3RIX7FGDZ51 651639AX4 225000.00000000 PA USD 199136.31000000 0.015416004736 Long DBT CORP US N 2 2029-10-01 Fixed 2.80000000 N N N N N N STELLANTIS FIN US INC 549300QZ0AI8Q7LNON33 85855CAB6 605000.00000000 PA USD 489116.53000000 0.037864630227 Long DBT CORP US N 2 2031-09-15 Fixed 2.69000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M4MG0 93054.95000000 PA USD 80339.56000000 0.006219433499 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCC7 1200000.00000000 PA USD 1102951.13000000 0.085384226733 Long DBT CORP US N 2 2026-03-25 Fixed 1.65000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TCX1 170683.36000000 PA USD 162507.35000000 0.012580398207 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 3.50000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 78009PEH0 210000.00000000 PA USD 204396.70000000 0.015823234322 Long DBT CORP GB N 2 2030-01-27 Fixed 5.08000000 N N N N N Carlyle Global Market Strategies N/A 14316EAL3 282000.00000000 PA USD 277384.22000000 0.021473514545 Long ABS-CBDO CORP KY N 2 2032-07-15 Floating 5.91000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBY5 241000.00000000 PA USD 238297.36000000 0.018447631325 Long DBT CORP GB N 2 2053-02-10 Fixed 5.63000000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KAZ9 1209000.00000000 PA USD 1096631.71000000 0.084895013045 Long DBT CORP US N 2 2026-10-05 Fixed 3.24000000 N N N N N N BROOKFIELD FINANCE INC 549300XH8D8K6OYWGD17 11271LAH5 1171000.00000000 PA USD 983540.04000000 0.076140096775 Long DBT CORP CA N 2 2031-04-15 Fixed 2.72000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833ER7 770000.00000000 PA USD 688079.68000000 0.053267229898 Long DBT CORP US N 2 2062-08-08 Fixed 4.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DV4J1 2835.54000000 PA USD 2667.58000000 0.000206508928 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 12513GBF5 134000.00000000 PA USD 118015.14000000 0.009136063419 Long DBT CORP US N 2 2029-02-15 Fixed 3.25000000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AH0 118000.00000000 PA USD 94968.70000000 0.007351938624 Long DBT CORP US N 2 2031-01-15 Fixed 3.38000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKJ0 1140000.00000000 PA USD 829120.23000000 0.064185790088 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285RAF5 3908.46000000 PA USD 3901.02000000 0.000301994863 Long ABS-O CORP US N 2 2025-09-15 Fixed 1.46000000 N N N N N N Freddie Mac - SCRT N/A 35563PNP0 843453.52000000 PA USD 778926.20000000 0.060300052704 Long ABS-MBS USGSE US N 2 2059-08-25 Fixed 2.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2G7 1082000.00000000 PA USD 940995.66000000 0.072846551949 Long DBT CORP US N 2 2030-10-30 Fixed 2.88000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAL9 305000.00000000 PA USD 271494.23000000 0.021017544894 Long DBT US N 2 2029-02-15 Fixed 3.88000000 N N N N N N COLT Funding LLC N/A 19688FAA3 398849.64000000 PA USD 317737.62000000 0.024597446115 Long ABS-MBS CORP US N 2 2066-09-27 Variable 0.96000000 N N N N N N Natixis Commercial Mortgage Securities N/A 63874FAJ6 95000.00000000 PA USD 82615.02000000 0.006395586719 Long ABS-MBS CORP US N 2 2032-11-15 Variable 3.79000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAS5 776000.00000000 PA USD 772818.40000000 0.059827221437 Long DBT CORP US N 2 2028-04-15 Fixed 4.88000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CS9 539000.00000000 PA USD 431787.51000000 0.033426542348 Long DBT CORP US N 2 2032-02-15 Fixed 3.88000000 N N N N N N ALBION FINANCING 1SARL / N/A 013304AA8 232000.00000000 PA USD 206807.51000000 0.016009865572 Long DBT CORP LU N 2 2026-10-15 Fixed 6.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCL97 725687.81000000 PA USD 632137.88000000 0.048936532730 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJZ3 2590000.00000000 PA USD 2232408.93000000 0.172820449662 Long DBT CORP US N 2 2029-06-14 Fixed 2.09000000 N N N N N N TRANSCONT GAS PIPE LINE N/A 893574AM5 500000.00000000 PA USD 440064.91000000 0.034067331753 Long DBT CORP US N 2 2048-03-15 Fixed 4.60000000 N N N N N N New York Mortgage Trust N/A 62955VAA4 173951.33000000 PA USD 157824.58000000 0.012217884688 Long ABS-MBS CORP US N 2 2061-07-25 Fixed 2.04000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505FP4 160000.00000000 PA USD 153671.22000000 0.011896355091 Long DBT CORP US N 2 2024-06-20 Fixed 5.13000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XAW0 754000.00000000 PA USD 701318.92000000 0.054292136840 Long DBT US N 2 2029-08-15 Fixed 3.80000000 N N N N N N NOVA Chemicals Corp 549300ZOD6N7RI2FJP09 66977WAQ2 300000.00000000 PA USD 296325.00000000 0.022939802407 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 518889AC4 21548.47000000 PA USD 21152.63000000 0.001637516755 Long ABS-O CORP US N 2 2042-11-25 Fixed 2.81000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDN69 1662256.87000000 PA USD 1450832.72000000 0.112315248199 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAH9 605000.00000000 PA USD 579287.50000000 0.044845155781 Long DBT CORP XX N 2 2033-04-01 Fixed 5.75000000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KBB1 1093000.00000000 PA USD 1024129.08000000 0.079282270259 Long DBT CORP US N 2 2025-06-02 Fixed 3.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EES5 969893.24000000 PA USD 928916.19000000 0.071911427828 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N UNITED AIR 2016-1 B PTT N/A 90933HAA3 374502.31000000 PA USD 349639.96000000 0.027067144507 Long DBT CORP US N 2 2026-01-07 Fixed 3.65000000 N N N N N N NEWMONT CORP 549300VSP3RIX7FGDZ51 651639AY2 435000.00000000 PA USD 365636.15000000 0.028305478896 Long DBT CORP US N 2 2030-10-01 Fixed 2.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3135G0V34 210000.00000000 PA USD 206023.36000000 0.015949161122 Long DBT USGSE US N 2 2024-02-05 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9Q57 700078.28000000 PA USD 696711.15000000 0.053935429396 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 4.50000000 N N N N N N World OMNI Select Auto Trust N/A 98163BAE2 200000.00000000 PA USD 197583.40000000 0.015295787243 Long ABS-O CORP US N 2 2025-12-15 Fixed 2.38000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GUSM7 531907.58000000 PA USD 525899.33000000 0.040712146178 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4.00000000 N N N N N N CREDIT SUISSE NEW YORK 549300D0YARF5HYP1809 22550L2L4 861000.00000000 PA USD 876291.36000000 0.067837511683 Long DBT CORP CH N 2 2025-01-09 Fixed 7.95000000 N N N N N N Towd Point Mortgage Trust N/A 89177XAA5 32263.08000000 PA USD 32083.41000000 0.002483715805 Long ABS-MBS CORP US N 2 2059-10-25 Floating 5.85000000 N N N N N N AMERICAN TOWER TRUST I 5493004YGM0MQZJOEJ36 03027WAM4 1887000.00000000 PA USD 1908001.37000000 0.147706654586 Long DBT US N 2 2028-03-15 Fixed 5.49000000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LAZ6 448000.00000000 PA USD 413556.35000000 0.032015189245 Long DBT CORP US N 2 2026-01-15 Fixed 3.88000000 N N N N N N Neighborly Issuer LLC N/A 64016NAC1 406890.00000000 PA USD 335981.81000000 0.026009807926 Long ABS-O CORP US N 2 2052-01-30 Fixed 3.70000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285WAF4 124709.08000000 PA USD 124133.02000000 0.009609675022 Long ABS-O CORP US N 2 2026-01-15 Fixed 1.12000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAK4 945000.00000000 PA USD 893335.52000000 0.069156973971 Long DBT CORP US N 2 2028-07-22 Fixed 3.59000000 N N N N N N EIG PEARL HOLDINGS SARL 549300KIMRL45BWA5H76 28249NAA9 546000.00000000 PA USD 468571.74000000 0.036274169000 Long DBT CORP LU N 2 2036-08-31 Fixed 3.55000000 N N N N N N Towd Point Mortgage Trust N/A 89178BAA2 180465.25000000 PA USD 168879.33000000 0.013073680792 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 36264KAW0 1143000.00000000 PA USD 989910.35000000 0.076633250079 Long ABS-MBS CORP US N 2 2053-12-12 Fixed 1.66000000 N N N N N N COSTAR GROUP INC N/A 22160NAA7 571000.00000000 PA USD 479052.60000000 0.037085537793 Long DBT CORP US N 2 2030-07-15 Fixed 2.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFA50 1119932.67000000 PA USD 978465.07000000 0.075747221355 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAH3 440000.00000000 PA USD 404960.63000000 0.031349757309 Long DBT CORP US N 2 2035-04-01 Fixed 5.00000000 N N N N N N PG&E WILDFIRE RECOVERY N/A 693342AB3 827000.00000000 PA USD 801695.98000000 0.062062760049 Long DBT CORP US N 2 2036-06-01 Fixed 4.26000000 N N N N N N Digital Realty Trust LP CD4SPTZ3YBTHY0C1AH38 25389JAR7 1121000.00000000 PA USD 1035770.10000000 0.080183452065 Long DBT US N 2 2027-08-15 Fixed 3.70000000 N N N N N N California Health Facilities Financing Authority 5493007RI8BUDOGHZ546 13032UD88 1525000.00000000 PA USD 1430473.03000000 0.110739116365 Long DBT MUN US N 2 2037-06-01 Fixed 4.19000000 N N N N N N CREDIT AGRICOLE LONDON 969500TJ5KRTCJQWXH05 22535WAE7 250000.00000000 PA USD 249704.34000000 0.019330695080 Long DBT CORP FR N 2 2023-04-24 Fixed 3.75000000 N N N N N N H&E EQUIPMENT SERVICES 254900KVLRCDMQRYY541 404030AJ7 500000.00000000 PA USD 438750.00000000 0.033965538871 Long DBT CORP US N 2 2028-12-15 Fixed 3.88000000 N N N N N N Small Business Administration Participation Certs N/A 83162CVS9 1246837.64000000 PA USD 1192926.50000000 0.092349610043 Long ABS-O USGA US N 2 2033-08-01 Fixed 3.16000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2U7 455000.00000000 PA USD 380615.01000000 0.029465057361 Long DBT CORP FR N 2 2033-01-20 Fixed 3.13000000 N N N N N N Home Re Ltd N/A 43730VAA6 75439.30000000 PA USD 75388.34000000 0.005836138103 Long ABS-MBS CORP BM N 2 2034-01-25 Floating 5.81000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAW1 454000.00000000 PA USD 382713.39000000 0.029627502050 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FQ74 337245.36000000 PA USD 341828.01000000 0.026462387603 Long ABS-MBS USGA US N 2 2041-03-20 Fixed 4.50000000 N N N N N N Michigan Finance Authority 54930022O46HOX5J1D14 59447TXA6 715000.00000000 PA USD 707697.42000000 0.054785924167 Long DBT MUN US N 2 2049-09-01 Floating 2.37000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHMR5 2050740.75000000 PA USD 2021220.67000000 0.156471451247 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.50000000 N N N N N N PECO ENERGY CO YH65D4JBECK76IFEJ279 693304BA4 415000.00000000 PA USD 295641.63000000 0.022886899773 Long DBT CORP US N 2 2051-03-15 Fixed 3.05000000 N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 539830BQ1 712000.00000000 PA USD 517745.93000000 0.040080956150 Long DBT CORP US N 2 2050-06-15 Fixed 2.80000000 N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505EU4 1036000.00000000 PA USD 1039885.00000000 0.080502004306 Long DBT CORP US N 2 2026-03-10 Fixed 6.30000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CL2 88000.00000000 PA USD 86459.70000000 0.006693220059 Long DBT CORP US N 2 2025-07-20 Fixed 3.88000000 N N N N N N US AIRWAYS 2011-1A PTT N/A 903436AA1 179854.04000000 PA USD 179694.60000000 0.013910937712 Long DBT CORP US N 2 2023-10-22 Fixed 7.13000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 280.00000000 NC USD 766521.85000000 0.059339778215 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year U.S. Treasury Notes TYM3 Comdty 2023-06-21 31411603.15000000 USD 766521.85000000 N N N Onslow Bay Financial LLC N/A 670857AA9 235166.51000000 PA USD 186808.49000000 0.014461654766 Long ABS-MBS CORP US N 2 2061-05-25 Variable 1.10000000 N N N N N N Irvine Core Office Trust N/A 46361TAC6 335000.00000000 PA USD 325732.39000000 0.025216355907 Long ABS-MBS CORP US N 2 2048-05-15 Variable 3.17000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912834NV6 2095000.00000000 PA USD 899377.63000000 0.069624719890 Long DBT UST US N 2 2044-08-15 None 0.00000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 3140HED58 422503.54000000 PA USD 421810.07000000 0.032654145479 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.50000000 N N N N N N HESS MIDSTREAM OPERATION N/A 428102AF4 43000.00000000 PA USD 40048.30000000 0.003100312456 Long DBT CORP US N 2 2030-10-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHFS1 1147086.30000000 PA USD 1113202.61000000 0.086177838226 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WTY4 599141.04000000 PA USD 527914.81000000 0.040868173219 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KL2T3 251695.39000000 PA USD 217378.76000000 0.016828231846 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N JW ALUMINUM CONT CAST CO 5493008HJ8BWQC8XAF08 46648XAA6 92000.00000000 PA USD 92588.34000000 0.007167664641 Long DBT CORP US N 2 2026-06-01 Fixed 10.25000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661EM5 953000.00000000 PA USD 957573.51000000 0.074129915159 Long DBT CORP US N 2 2053-04-15 Fixed 5.63000000 N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCX5 300000.00000000 PA USD 295249.41000000 0.022856536324 Long DBT CORP US N 2 2025-03-15 Fixed 3.80000000 N N N N N N MATCH GROUP HLD II LLC 5493003RFFE030RC9167 57665RAL0 162000.00000000 PA USD 139698.27000000 0.010814648478 Long DBT CORP US N 2 2030-08-01 Fixed 4.13000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XUSA4 150200.59000000 PA USD 146302.33000000 0.011325897382 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WF4C0 409416.97000000 PA USD 375934.68000000 0.029102732733 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.00000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDL7 230000.00000000 PA USD 184437.16000000 0.014278079834 Long DBT CORP US N 2 2031-06-10 Fixed 2.70000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AH1 765000.00000000 PA USD 659556.61000000 0.051059135441 Long DBT CORP CH N 2 2027-08-10 Fixed 1.49000000 N N N N N N Credit Suisse Mortgage Trust N/A 12654PAE8 226702.09000000 PA USD 214610.16000000 0.016613902522 Long ABS-MBS CORP US N 2 2057-09-25 Variable 3.85000000 N N N N N N TORONTO DOMINION BANK PT3QB789TSUIDF371261 89114TZN5 1475000.00000000 PA USD 1321337.35000000 0.102290450425 Long DBT CORP CA N 2 2027-01-12 Fixed 1.95000000 N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 225313AM7 819000.00000000 PA USD 687792.38000000 0.053244988760 Long DBT CORP FR N 2 2030-01-14 Fixed 3.25000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGR4 755000.00000000 PA USD 710093.44000000 0.054971410458 Long DBT CORP US N 2 2028-07-21 Fixed 3.59000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TD0 11108000.00000000 PA USD 8288911.12000000 0.641680530712 Long DBT UST US N 2 2052-02-15 Fixed 2.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KAL61 550824.13000000 PA USD 498776.85000000 0.038612477463 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDY26 4146486.37000000 PA USD 3607110.93000000 0.279242088905 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N Applebees/IHOP Funding LLC N/A 03789XAF5 243000.00000000 PA USD 246255.82000000 0.019063730203 Long ABS-O CORP US N 2 2053-03-05 Fixed 7.82000000 N N N N N N UMBS, TBA N/A 01F052656 3000000.00000000 PA USD 3029589.81000000 0.234533676254 Long ABS-MBS USGSE US N 2 2053-05-15 Fixed 5.50000000 N N N N N N Carlyle Global Market Strategies Euro 6354006SCMVW8LXU4P40 000000000 1750000.00000000 PA 1849189.88000000 0.143153802279 Long ABS-CBDO CORP IE N 2 2031-11-15 Floating 3.40000000 N N N N N N Towd Point Mortgage Trust N/A 89175TAA6 205231.56000000 PA USD 191203.08000000 0.014801859022 Long ABS-MBS CORP US N 2 2058-06-25 Variable 3.00000000 N N N N N N STARWOOD PROPERTY TRUST BUGSFQZERKRBFWIG5267 85571BAU9 175000.00000000 PA USD 145580.75000000 0.011270036747 Long DBT US N 2 2026-07-15 Fixed 3.63000000 N N N N N N Verizon Master Trust 5493007MUBNP1GFMEB89 92348KAD5 2372000.00000000 PA USD 2237562.87000000 0.173219438492 Long ABS-O CORP US N 2 2028-04-20 Fixed 0.99000000 N N N N N N UMBS, TBA N/A 01F042640 1500000.00000000 PA USD 1469810.91000000 0.113784432131 Long ABS-MBS USGSE US N 2 2053-04-15 Fixed 4.50000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 31417DZZ9 140443.26000000 PA USD 123344.94000000 0.009548666334 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 2.50000000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 225313AD7 380000.00000000 PA USD 373915.82000000 0.028946444031 Long DBT CORP FR N 2 2024-01-23 Fixed 7.88000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132L8EV5 184285.47000000 PA USD 169186.81000000 0.013097484151 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36177RFJ5 460549.53000000 PA USD 455168.21000000 0.035236543657 Long ABS-MBS USGA US N 2 2042-09-20 Fixed 4.00000000 N N N N N N CONSENSUS CLOUD SOLUTION N/A 20848VAB1 200000.00000000 PA USD 166039.80000000 0.012853860469 Long DBT CORP US N 2 2028-10-15 Fixed 6.50000000 N N N N N N TAYLOR MORRISON COMM 549300O1Z08HI2MRK572 87724RAJ1 125000.00000000 PA USD 115501.58000000 0.008941477846 Long DBT CORP US N 2 2030-08-01 Fixed 5.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TJ7 27602000.00000000 PA USD 24255257.50000000 1.877704595915 Long DBT UST US N 2 2052-08-15 Fixed 3.00000000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAS7 481000.00000000 PA USD 411014.50000000 0.031818413621 Long DBT CORP US N 2 2030-06-01 Fixed 4.63000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CQ1 175000.00000000 PA USD 134438.50000000 0.010407466889 Long DBT CORP US N 2 2043-01-15 Fixed 4.75000000 N N N N N N PG&E WILDFIRE RECOVERY N/A 693342AG2 2169000.00000000 PA USD 2172182.75000000 0.168158080071 Long DBT CORP US N 2 2037-06-01 Fixed 4.72000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BP7 360000.00000000 PA USD 285063.42000000 0.022067994696 Long DBT CORP US N 2 2027-03-01 Fixed 3.40000000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAQ1 175000.00000000 PA USD 150273.11000000 0.011633292670 Long DBT CORP US N 2 2030-03-01 Fixed 4.63000000 N N N N N N BRITISH AIR 20-1 B PTT N/A 11042WAA4 68040.79000000 PA USD 69720.93000000 0.005397399334 Long DBT CORP US N 2 2028-11-15 Fixed 8.38000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YED3 1938000.00000000 PA USD 1556380.78000000 0.120486180928 Long DBT CORP US N 2 2032-07-21 Fixed 2.24000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2R4 260000.00000000 PA USD 216932.03000000 0.016793648541 Long DBT CORP FR N 2 2029-09-15 Fixed 2.16000000 N N N N N N DELL INT LLC / EMC CORP N/A 24703TAG1 386000.00000000 PA USD 389187.55000000 0.030128694832 Long DBT CORP US N 2 2029-10-01 Fixed 5.30000000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AS0 1309425.00000000 PA USD 1061198.87000000 0.082152003349 Long ABS-O CORP US N 2 2051-11-20 Fixed 2.79000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJY95 46352.30000000 PA USD 46337.44000000 0.003587182038 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4.50000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HRY8 3605000.00000000 PA USD 3450463.42000000 0.267115326306 Long DBT CORP US N 2 2028-02-01 Fixed 3.78000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAZ1 715000.00000000 PA USD 690901.91000000 0.053485710952 Long DBT CORP XX N 2 2026-06-18 Fixed 3.88000000 N N N N N N New Economy Assets Phase 1 Issuer LLC N/A 643821AB7 226000.00000000 PA USD 193084.55000000 0.014947511768 Long ABS-O CORP US N 2 2061-10-20 Fixed 2.41000000 N N N N N N PFS Financing Corp. N/A 69335PEF8 2492000.00000000 PA USD 2380254.48000000 0.184265814392 Long ABS-O CORP US N 2 2027-02-15 Fixed 2.47000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAZ8 1000000.00000000 PA USD 871742.76000000 0.067485384845 Long DBT CORP US N 2 2050-04-15 Fixed 4.50000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEF5 155000.00000000 PA USD 116675.73000000 0.009032373886 Long DBT CORP US N 2 2051-05-15 Fixed 3.25000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468Q5 1529000.00000000 PA USD 1435393.41000000 0.111120024304 Long DBT CORP US N 2 2026-04-28 Fixed 2.19000000 N N N N N N BX Trust N/A 12433YAA5 379270.84000000 PA USD 371175.49000000 0.028734303210 Long ABS-MBS CORP US N 2 2037-10-15 Floating 5.87000000 N N N N N N Natixis Commercial Mortgage Securities N/A 63874GAG0 165000.00000000 PA USD 140675.62000000 0.010890309377 Long ABS-MBS CORP US N 2 2043-01-15 Variable 4.32000000 N N N N N N Kraft Heinz Foods Co 5493003STKEZ2S0RNU91 50076QAE6 244000.00000000 PA USD 234228.64000000 0.018132654078 Long DBT CORP US N 2 2042-06-04 Fixed 5.00000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBD6 400000.00000000 PA USD 386120.30000000 0.029891245718 Long DBT CORP GB N 2 2029-05-16 Fixed 4.97000000 N N N N N N Progress Residential Trust N/A 74332VAA3 1570000.00000000 PA USD 1455293.92000000 0.112660609024 Long ABS-O CORP US N 2 2027-04-17 Fixed 2.95000000 N N N N N N DataBank Issuer LLC N/A 23802WAA9 359000.00000000 PA USD 319074.53000000 0.024700942112 Long ABS-O CORP US N 2 2051-02-27 Fixed 2.06000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 31419AQX8 134027.27000000 PA USD 140090.94000000 0.010845046764 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 6.00000000 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 988498AL5 153000.00000000 PA USD 146336.09000000 0.011328510890 Long DBT CORP US N 2 2030-01-15 Fixed 4.75000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BF3 270000.00000000 PA USD 187029.00000000 0.014478725400 Long DBT CORP US N 2 2031-02-15 Fixed 3.38000000 N N N N N BENCHMARK Mortgage Trust N/A 08160KAD6 1350000.00000000 PA USD 1155034.89000000 0.089416256306 Long ABS-MBS CORP US N 2 2072-12-15 Fixed 2.67000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AP8 547000.00000000 PA USD 431405.49000000 0.033396968524 Long DBT CORP US N 2 2031-08-12 Fixed 2.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4MQ6 201562.37000000 PA USD 204185.76000000 0.015806904543 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBB8 517831.93000000 PA USD 429935.23000000 0.033283149326 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N BRE Grand Islander Timeshare Issuer N/A 05588UAA0 248638.38000000 PA USD 237031.22000000 0.018349613941 Long ABS-O CORP US N 2 2033-09-26 Fixed 3.28000000 N N N N N N Tenet Healthcare Corp 0W9AIBT6U6ADJ2I8HK17 88033GCS7 223000.00000000 PA USD 220205.81000000 0.017047086038 Long DBT CORP US N 2 2024-07-15 Fixed 4.63000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAJ1 270000.00000000 PA USD 251933.88000000 0.019503293434 Long DBT CORP US N 2 2026-01-15 Fixed 2.88000000 N N N N N N Legacy Mortgage Asset Trust N/A 52475MAB4 538296.11000000 PA USD 539637.22000000 0.041775655777 Long ABS-MBS CORP US N 2 2059-09-25 Variable 6.86000000 N N N N N N HESS MIDSTREAM OPERATION N/A 428102AE7 89000.00000000 PA USD 79592.26000000 0.006161581768 Long DBT CORP US N 2 2030-02-15 Fixed 4.25000000 N N N N N N OWENS-BROCKWAY V2UQUCDZJ9WY98W8QU33 69073TAT0 110000.00000000 PA USD 110241.99000000 0.008534310191 Long DBT CORP US N 2 2027-05-13 Fixed 6.63000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGHK8 2338006.91000000 PA USD 2257568.13000000 0.174768132364 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 4.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148LAC0 140000.00000000 PA USD 136101.97000000 0.010536243310 Long DBT CORP US N 2 2025-01-23 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8SZ1 30717.52000000 PA USD 29811.06000000 0.002307803344 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 4.00000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NAK7 5000.00000000 PA USD 5756.96000000 0.000445671222 Long DBT CORP US N 2 2035-11-15 Fixed 6.50000000 N N N N N N New Jersey Transportation Trust Fund Authority 549300YUVD5TEXR6L889 6461366R7 407000.00000000 PA USD 362238.38000000 0.028042442795 Long DBT MUN US N 2 2039-06-15 Fixed 4.08000000 N N N N N N Home Equity Asset Trust N/A 22541QY30 76920.46000000 PA USD 74187.06000000 0.005743141812 Long ABS-MBS CORP US N 2 2034-04-25 Floating 5.93000000 N N N N N N SENSATA TECHNOLOGIES INC 5493002MMDDCUNV7NY90 81728UAB0 115000.00000000 PA USD 100728.50000000 0.007797829703 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N Wells Fargo Commercial Mortgage Trust N/A 95003CAC4 1900000.00000000 PA USD 1621928.92000000 0.125560546505 Long ABS-MBS CORP US N 2 2054-04-15 Fixed 1.96000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DZW5 336643.50000000 PA USD 290956.23000000 0.022524182655 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.50000000 N N N N N N TOTAL PLAY TELECOM 4469000001BSAPAMOQ06 89157FAA8 548000.00000000 PA USD 328389.00000000 0.025422015600 Long DBT CORP MX N 2 2025-11-12 Fixed 7.50000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CQ3 50000.00000000 PA USD 41456.37000000 0.003209317257 Long DBT CORP US N 2 2029-02-15 Fixed 3.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TC2 13330000.00000000 PA USD 10071179.44000000 0.779653645020 Long DBT UST US N 2 2041-11-15 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DSJ2 130421.73000000 PA USD 113181.70000000 0.008761885882 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3135G05Q2 385000.00000000 PA USD 314503.71000000 0.024347095127 Long DBT USGSE US N 2 2030-08-05 Fixed 0.88000000 N N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 878091BC0 34000.00000000 PA USD 38203.33000000 0.002957485333 Long DBT CORP US N 2 2039-12-16 Fixed 6.85000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 3138LUR72 70868.94000000 PA USD 69424.07000000 0.005374418115 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 4.00000000 N N N N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 65480CAB1 239000.00000000 PA USD 223534.83000000 0.017304799903 Long DBT CORP US N 2 2024-09-16 Fixed 1.13000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HPFB5 483568.98000000 PA USD 462459.17000000 0.035800968467 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWV2 815000.00000000 PA USD 766263.73000000 0.059319796027 Long DBT CORP US N 2 2029-04-23 Fixed 3.81000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAF7 316000.00000000 PA USD 320361.67000000 0.024800585197 Long DBT CORP US N 2 2025-05-15 Fixed 7.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SQ2 5572000.00000000 PA USD 3687749.86000000 0.285484697934 Long DBT UST US N 2 2040-08-15 Fixed 1.13000000 N N N N N N COMM Mortgage Trust N/A 12635QBG4 862000.00000000 PA USD 825177.43000000 0.063880560853 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 009090AA9 600710.33000000 PA USD 556672.44000000 0.043094425981 Long DBT CORP CA N 2 2027-03-15 Fixed 3.60000000 N N N N N N HUDBAY MINERALS INC 549300WI524AL577IX21 443628AJ1 69000.00000000 PA USD 63798.91000000 0.004938950102 Long DBT CORP CA N 2 2026-04-01 Fixed 4.50000000 N N N N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377CH3 125000.00000000 PA USD 116221.25000000 0.008997190620 Long DBT CORP US N 2 2029-06-15 Fixed 5.25000000 N N N N N APTARGROUP INC VNPEQDQFAA7IY1T2PX43 038336AA1 980000.00000000 PA USD 865103.02000000 0.066971373797 Long DBT CORP US N 2 2032-03-15 Fixed 3.60000000 N N N N N N DIGITAL REALTY TRUST LP CD4SPTZ3YBTHY0C1AH38 25389JAU0 373000.00000000 PA USD 335408.87000000 0.025965454158 Long DBT US N 2 2029-07-01 Fixed 3.60000000 N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCC3 5000.00000000 PA USD 4211.37000000 0.000326020402 Long DBT CORP US N 2 2047-11-01 Fixed 3.97000000 N N N N N N CHEVRON CORP N/A 166764BX7 643000.00000000 PA USD 589265.81000000 0.045617620000 Long DBT CORP US N 2 2027-05-11 Fixed 2.00000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DJ6 124000.00000000 PA USD 116102.54000000 0.008988000764 Long DBT CORP US N 2 2030-04-01 Fixed 3.75000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAM1 129000.00000000 PA USD 125130.00000000 0.009686855564 Long DBT CORP US N 2 2025-03-15 Fixed 6.88000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BJ1 960000.00000000 PA USD 962714.52000000 0.074527903023 Long DBT CORP US N 2 2027-10-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYY0 271700.21000000 PA USD 250055.98000000 0.019357917057 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N UMBS, TBA N/A 01F030645 -2500000.00000000 PA USD -2243344.25000000 -0.17366700017 Short ABS-MBS USGSE US N 2 2053-04-15 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RQ3 5210000.00000000 PA USD 4142357.01000000 0.320677807506 Long DBT UST US N 2 2046-02-15 Fixed 2.50000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCY0 1474000.00000000 PA USD 1292616.12000000 0.100067015544 Long DBT CORP US N 2 2030-06-21 Fixed 3.60000000 N N N N N N Bacardi Ltd 549300R32WTQNHNN5055 067316AF6 1300000.00000000 PA USD 1290257.98000000 0.099884461707 Long DBT CORP BM N 2 2028-05-15 Fixed 4.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGNB1 471918.37000000 PA USD 443268.31000000 0.034315320829 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.50000000 N N N N N N BERKSHIRE HATHAWAY ENERG 549300JD0S5IZJE9LY15 59562VAP2 85000.00000000 PA USD 91730.25000000 0.007101236175 Long DBT CORP US N 2 2037-05-15 Fixed 5.95000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 3138YVER6 129473.05000000 PA USD 122361.34000000 0.009472521595 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3.50000000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 35564KWT2 429000.00000000 PA USD 432507.98000000 0.033482317052 Long ABS-MBS USGSE US N 2 2042-05-25 Floating 7.91000000 N N N N N N CHOICE HOTELS INTL INC 5493003CYRY5RFGTIR97 169905AF3 307000.00000000 PA USD 275989.62000000 0.021365552515 Long DBT CORP US N 2 2029-12-01 Fixed 3.70000000 N N N N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 536797AG8 129000.00000000 PA USD 111747.54000000 0.008650861341 Long DBT CORP US N 2 2029-06-01 Fixed 3.88000000 N N N N N AMER AIRLN 15-1 A PTT N/A 023770AA8 1294778.10000000 PA USD 1128062.86000000 0.087328234577 Long DBT CORP US N 2 2027-05-01 Fixed 3.38000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 31417GM94 109824.29000000 PA USD 107968.93000000 0.008358342766 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 4.00000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAL7 1055000.00000000 PA USD 816158.71000000 0.063182382655 Long DBT US N 2 2031-08-16 Fixed 2.50000000 N N N N N N GS Mortgage Securities Trust N/A 36264KAV2 1062000.00000000 PA USD 849587.04000000 0.065770214545 Long ABS-MBS CORP US N 2 2053-12-12 Fixed 2.01000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBJ1 3543778.79000000 PA USD 3064067.77000000 0.237202764552 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.50000000 N N N N N N ORGANON & CO/ORG N/A 68622TAA9 425000.00000000 PA USD 388879.25000000 0.030104827993 Long DBT CORP US N 2 2028-04-30 Fixed 4.13000000 N N N N N N SALLY HOLDINGS/SALLY CAP N/A 79546VAL0 320000.00000000 PA USD 315342.39000000 0.024412020981 Long DBT CORP US N 2 2025-12-01 Fixed 5.63000000 N N N N N N VSE VOI Mortgage LLC N/A 918288AA9 148221.56000000 PA USD 143199.01000000 0.011085655932 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 63935CAB7 262125.94000000 PA USD 242639.84000000 0.018783801520 Long ABS-O CORP US N 2 2068-08-15 Fixed 2.60000000 N N N N N N GEMS MENASA KY LTD/GEMS N/A 36166LAA5 91000.00000000 PA USD 88575.49000000 0.006857012532 Long DBT CORP XX N 2 2026-07-31 Fixed 7.13000000 N N N N N N Boca Commercial Mortgage Trust N/A 05592LAA4 628000.00000000 PA USD 610755.25000000 0.047281210677 Long ABS-MBS CORP US N 2 2039-05-15 Floating 6.60000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SF6 9805000.00000000 PA USD 8590099.22000000 0.664996806765 Long DBT UST US N 2 2049-02-15 Fixed 3.00000000 N N N N N N AMSR Trust N/A 66981YAA7 2742000.00000000 PA USD 2636157.70000000 0.204076391637 Long ABS-O CORP US N 2 2039-10-17 Fixed 4.00000000 N N N N N N JPMDB Commercial Mortgage Securities Trust N/A 46590TAD7 936966.20000000 PA USD 883565.22000000 0.068400612707 Long ABS-MBS CORP US N 2 2050-03-15 Fixed 3.41000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -189.00000000 NC USD -688744.89000000 -0.05331872668 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT Ultra 10-Year U.S. Treasury Notes Futures UXYM3 Comdty 2023-06-21 -22206833.24000000 USD -688744.89000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5CA9 204101.20000000 PA USD 185154.25000000 0.014333592878 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.00000000 N N N N N N PUBLIC SERVICE ELECTRIC 549300RUHPVD434XUK18 74456QCD6 195000.00000000 PA USD 132620.55000000 0.010266731501 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 61769JAZ4 2600000.00000000 PA USD 2325805.04000000 0.180050647279 Long ABS-MBS CORP US N 2 2052-06-15 Fixed 3.16000000 N N N N N N PECO Energy Co YH65D4JBECK76IFEJ279 693304AV9 205000.00000000 PA USD 166394.58000000 0.012881325527 Long DBT CORP US N 2 2047-09-15 Fixed 3.70000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RZ3 8050000.00000000 PA USD 6703040.03000000 0.518911377087 Long DBT UST US N 2 2047-11-15 Fixed 2.75000000 N N N N N N Dollar Tree Inc 549300PMSTQITB1WHR43 256746AH1 587000.00000000 PA USD 571944.55000000 0.044276706200 Long DBT CORP US N 2 2028-05-15 Fixed 4.20000000 N N N N N N PRIME SECSRVC BRW/FINANC N/A 74166MAF3 51000.00000000 PA USD 45770.46000000 0.003543289659 Long DBT CORP US N 2 2027-08-31 Fixed 3.38000000 N N N N N N Madison Park Funding Ltd N/A 55819JAN3 3500000.00000000 PA USD 3464209.00000000 0.268179431222 Long ABS-CBDO CORP KY N 2 2032-10-15 Floating 5.95000000 N N N N N N GS Mortgage Securities Trust N/A 36260XAA4 445385.36000000 PA USD 418792.51000000 0.032420543082 Long ABS-MBS CORP US N 2 2035-11-21 Floating 5.48000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JN4A5 810723.49000000 PA USD 804200.55000000 0.062256649667 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4.50000000 N N N N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 620076BU2 624000.00000000 PA USD 515702.30000000 0.039922749895 Long DBT CORP US N 2 2031-05-24 Fixed 2.75000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBV1 257000.00000000 PA USD 251626.34000000 0.019479485429 Long DBT CORP US N 2 2033-03-01 Fixed 5.00000000 N N N N N N TAYLOR MORR COMM/HLDGS N/A 877249AD4 150000.00000000 PA USD 149132.20000000 0.011544969882 Long DBT CORP XX N 2 2024-03-01 Fixed 5.63000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEY7 520000.00000000 PA USD 568394.77000000 0.044001902347 Long DBT CORP US N 2 2033-10-18 Fixed 6.34000000 N N N N N N MACY'S RETAIL HLDGS LLC N/A 55617LAR3 177000.00000000 PA USD 155970.63000000 0.012074362384 Long DBT CORP US N 2 2032-03-15 Fixed 6.13000000 N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AR6 184000.00000000 PA USD 178660.65000000 0.013830895162 Long DBT CORP CA N 2 2026-03-01 Fixed 6.88000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SLR6 485742.61000000 PA USD 450413.82000000 0.034868485724 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 67448VAM2 95242.54000000 PA USD 79467.77000000 0.006151944458 Long ABS-MBS CORP US N 2 2060-05-25 Variable 2.50000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 31418CXP4 59355.81000000 PA USD 59203.32000000 0.004583185565 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.50000000 N N N N N N Freddie Mac - STACR N/A 35564KPU7 570265.69000000 PA USD 559182.46000000 0.043288737507 Long ABS-MBS USGSE US N 2 2042-01-25 Floating 5.56000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BX1 125000.00000000 PA USD 95325.67000000 0.007379573219 Long DBT CORP US N 2 2032-02-01 Fixed 2.30000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TSJ5 60748.32000000 PA USD 60762.21000000 0.004703865995 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 4.50000000 N N N N N N WORKDAY INC 549300J0DYC0N31V7G13 98138HAG6 988000.00000000 PA USD 945949.13000000 0.073230021528 Long DBT CORP US N 2 2027-04-01 Fixed 3.50000000 N N N N N N GRAPHIC PACKAGING INTERN SO75N4VY5NXGQSK8YQ65 38869PAM6 275000.00000000 PA USD 268860.66000000 0.020813668828 Long DBT CORP US N 2 2024-08-15 Fixed 4.13000000 N N N N N N VISTRA CORP 549300ZH5GKBTJZ7NM23 92840VAG7 1026000.00000000 PA USD 948149.71000000 0.073400377962 Long DBT CORP US N 2 2027-01-30 Fixed 3.70000000 N N N N N N TRINET GROUP INC 5299003FJVBETSFKE990 896288AA5 170000.00000000 PA USD 145570.86000000 0.011269271120 Long DBT CORP US N 2 2029-03-01 Fixed 3.50000000 N N N N N N AEP TRANSMISSION CO LLC 549300X123Z1I0LA3Y84 00115AAK5 260000.00000000 PA USD 216469.68000000 0.016757856024 Long DBT CORP US N 2 2049-06-15 Fixed 3.80000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17322MBC9 27500000.00000000 PA USD 108080.50000000 0.008366979883 Long ABS-MBS CORP US N 2 2047-05-10 Variable 0.44000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DMJ8 133004.39000000 PA USD 120457.89000000 0.009325167282 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.00000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 31418XE38 180626.88000000 PA USD 181821.55000000 0.014075594129 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 31415LQY6 122785.03000000 PA USD 127244.22000000 0.009850526497 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.50000000 N N N N N N Freddie Mac - STACR N/A 35564KUX5 660000.00000000 PA USD 655915.99000000 0.050777299270 Long ABS-MBS USGSE US N 2 2042-04-25 Floating 7.46000000 N N N N N N CarMax Auto Owner Trust N/A 14317CAF9 400000.00000000 PA USD 369094.80000000 0.028573227981 Long ABS-O CORP US N 2 2027-11-15 Fixed 2.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQN27 1918495.05000000 PA USD 1957537.88000000 0.151541490497 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.50000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 31418CND2 92071.65000000 PA USD 87084.65000000 0.006741600147 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.50000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LW9 1400000.00000000 PA USD 1336018.63000000 0.103426991932 Long DBT CORP US N 2 2029-04-23 Fixed 4.08000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CY9 3094000.00000000 PA USD 3114950.40000000 0.241141809446 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBM3 855000.00000000 PA USD 765366.77000000 0.059250358467 Long DBT CORP US N 2 2029-12-15 Fixed 3.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWD26 380451.42000000 PA USD 353895.32000000 0.027396570365 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMVL6 1311954.68000000 PA USD 1267392.15000000 0.098114318715 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 4.00000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAY7 123000.00000000 PA USD 107120.70000000 0.008292677606 Long DBT CORP US N 2 2028-07-15 Fixed 2.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B9MY7 940077.93000000 PA USD 909424.74000000 0.070402510216 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 4.00000000 N N N N N N Lazard Group LLC FI94J2CJ1D7BIGVMS874 52107QAK1 450000.00000000 PA USD 429538.67000000 0.033252449898 Long DBT CORP US N 2 2029-03-11 Fixed 4.38000000 N N N N N N UMBS, TBA N/A 01F032633 -5000000.00000000 PA USD -4645569.10000000 -0.35963363611 Short ABS-MBS USGSE US N 2 2053-03-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D3Y6 997211.13000000 PA USD 861594.18000000 0.066699739287 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.50000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAY6 596000.00000000 PA USD 591207.92000000 0.045767967152 Long DBT CORP US N 2 2029-10-15 Fixed 5.40000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABB0 2019000.00000000 PA USD 1963645.26000000 0.152014289250 Long DBT CORP US N 2 2025-04-15 Fixed 3.50000000 N N N N N N Freddie Mac - SCRT N/A 35563P7F0 2126549.21000000 PA USD 1988788.38000000 0.153960727130 Long ABS-MBS USGSE US N 2 2061-11-25 Fixed 3.25000000 N N N N N N BLACKSTONE PRIVATE CRE 549300ORP3TTCNXSYO43 09261HAP2 373000.00000000 PA USD 343770.17000000 0.026612738625 Long DBT CORP US N 2 2025-01-15 Fixed 2.70000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 3816000.00000000 OU Notional Amount USD 57636.41000000 0.004461884271 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2025-03-08 0.00000000 USD 0.00000000 USD 3816000.00000000 USD 57636.41000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AAWE1 1363026.84000000 PA USD 1081650.39000000 0.083735244141 Long ABS-MBS USGSE US N 2 2042-12-25 Fixed 2.50000000 N Y N N N N HILCORP ENERGY I/HILCORP N/A 431318AZ7 200000.00000000 PA USD 185228.00000000 0.014339302186 Long DBT CORP US N 2 2032-04-15 Fixed 6.25000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AN0 725000.00000000 PA USD 684929.96000000 0.053023396423 Long DBT CORP US N 2 2048-04-15 Fixed 4.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9LB9 2505736.44000000 PA USD 2344794.32000000 0.181520689736 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 3.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29279FAA7 340000.00000000 PA USD 337486.44000000 0.026126287855 Long DBT CORP US N 2 2049-04-15 Fixed 6.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WPRQ2 47939.16000000 PA USD 47797.71000000 0.003700227867 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.50000000 N N N N N N DELTA AIR LINES/SKYMILES N/A 830867AB3 488525.00000000 PA USD 471840.91000000 0.036527249617 Long DBT CORP XX N 2 2028-10-20 Fixed 4.75000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BP8 150000.00000000 PA USD 129347.25000000 0.010013331163 Long DBT CORP US N 2 2032-01-15 Fixed 3.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HNH51 170349.07000000 PA USD 162855.41000000 0.012607343040 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KY6 863000.00000000 PA USD 814939.44000000 0.063087993680 Long DBT CORP US N 2 2026-10-21 Fixed 3.20000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCP8 790000.00000000 PA USD 774106.73000000 0.059926956646 Long DBT CORP US N 2 2033-02-06 Fixed 4.90000000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92556VAC0 190000.00000000 PA USD 166618.71000000 0.012898676401 Long DBT CORP US N 2 2027-06-22 Fixed 2.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335CGC2 269736.04000000 PA USD 264438.28000000 0.020471313227 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4.00000000 N N N N N N MCDONALD'S CORP UE2136O97NLB5BYP9H04 58013MFR0 900000.00000000 PA USD 794776.02000000 0.061527055957 Long DBT CORP US N 2 2050-04-01 Fixed 4.20000000 N N N N N N Angel Oak Mortgage Trust N/A 03464EAA0 373432.86000000 PA USD 301328.99000000 0.023327182958 Long ABS-MBS CORP US N 2 2065-01-20 Variable 1.04000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DLT7 551929.09000000 PA USD 500198.63000000 0.038722543614 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N MACQUARIE BANK LTD 4ZHCHI4KYZG2WVRT8631 556079AC5 320000.00000000 PA USD 276431.63000000 0.021399770425 Long DBT CORP AU N 2 2030-06-03 Fixed 3.62000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 94973VBF3 5000.00000000 PA USD 4897.82000000 0.000379161471 Long DBT CORP US N 2 2044-01-15 Fixed 5.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ANZC1 1562023.01000000 PA USD 1311145.87000000 0.101501483792 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.00000000 N N N N N N Morgan Stanley Capital Inc N/A 61746RCR0 15581.84000000 PA USD 15454.66000000 0.001196412205 Long ABS-MBS CORP US N 2 2033-06-25 Floating 5.90000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680AZ6 390000.00000000 PA USD 303418.81000000 0.023488964981 Long DBT CORP US N 2 2049-09-01 Fixed 4.45000000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAM1 770000.00000000 PA USD 660968.00000000 0.051168397257 Long DBT CORP CA N 2 2030-10-15 Fixed 4.00000000 N N N N N N NEWS CORP 549300ITS31QK8VRBQ14 65249BAA7 228000.00000000 PA USD 202851.60000000 0.015703621435 Long DBT CORP US N 2 2029-05-15 Fixed 3.88000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DN3C5 802248.76000000 PA USD 803760.79000000 0.062222605940 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.00000000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92556VAF3 501000.00000000 PA USD 330082.19000000 0.025553092775 Long DBT CORP US N 2 2050-06-22 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMRU1 1822477.63000000 PA USD 1658842.58000000 0.128418192895 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCH6 364000.00000000 PA USD 344245.05000000 0.026649501144 Long DBT CORP US N 2 2030-08-01 Fixed 4.63000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCC4 338000.00000000 PA USD 219974.08000000 0.017029146814 Long DBT CORP MX N 2 2047-09-21 Fixed 6.75000000 N N N N N N MIDWEST GMNG BOR/MWG FIN N/A 59833DAB6 308000.00000000 PA USD 268107.43000000 0.020755358029 Long DBT CORP US N 2 2029-05-01 Fixed 4.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X3A81 744602.27000000 PA USD 682827.68000000 0.052860649818 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 3.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAF8 180000.00000000 PA USD 172930.50000000 0.013387299418 Long DBT CORP US N 2 2024-08-01 Fixed 5.00000000 N N N N N N Credit Suisse Mortgage Trust N/A 12662EAA1 216838.77000000 PA USD 183768.52000000 0.014226317514 Long ABS-MBS CORP US N 2 2066-02-25 Variable 1.18000000 N N N N N N Bank N/A 06540AAC5 1009886.25000000 PA USD 881859.54000000 0.068268568627 Long ABS-MBS CORP US N 2 2062-09-15 Fixed 2.76000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXH2 1131000.00000000 PA USD 1054447.42000000 0.081629344346 Long DBT CORP US N 2 2030-03-15 Fixed 3.80000000 N N N N N N EXPORT-IMPORT BK INDIA 335800OFZ8YEIVN1QI11 30216JAC9 215000.00000000 PA USD 203137.38000000 0.015725744904 Long DBT NUSS IN N 2 2028-02-01 Fixed 3.88000000 N N N N N N CSAIL Commercial Mortgage Trust N/A 22945EAT8 1817312.58000000 PA USD 1516065.76000000 0.117365220520 Long ABS-MBS CORP US N 2 2054-03-15 Fixed 2.49000000 N N N N N N SCHLUMBERGER HLDGS CORP 529900IKZG65COT1D505 806851AK7 1666000.00000000 PA USD 1603129.81000000 0.124105225932 Long DBT CORP US N 2 2028-05-17 Fixed 3.90000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 31418CRC0 317978.09000000 PA USD 300308.73000000 0.023248200210 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J9C63 192126.65000000 PA USD 183621.99000000 0.014214973992 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.50000000 N N N N N N MidOcean Credit CLO 549300XSCUX0ONI5KZ96 59802UAU3 741125.50000000 PA USD 731786.58000000 0.056650770435 Long ABS-CBDO CORP KY N 2 2031-04-21 Floating 5.94000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 90352JAF0 258000.00000000 PA USD 245412.18000000 0.018998420374 Long DBT CORP CH N 2 2024-01-31 Fixed 7.00000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BM2 265000.00000000 PA USD 248652.07000000 0.019249234299 Long DBT CORP GB N 2 2029-11-01 Fixed 3.75000000 N N N N N N UNIVERSAL HEALTH SVCS 549300YGMGQDO0NMJD09 913903AW0 430000.00000000 PA USD 345096.29000000 0.026715399321 Long DBT CORP US N 2 2030-10-15 Fixed 2.65000000 N N N N N Crown Point CLO Ltd N/A 22845JAA9 1250000.00000000 PA USD 1228466.25000000 0.095100896106 Long ABS-CBDO CORP KY N 2 2034-01-17 Floating 5.91000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46641WAU1 272033.23000000 PA USD 271303.39000000 0.021002771143 Long ABS-MBS CORP US N 2 2047-04-15 Fixed 3.67000000 N N N N N N Five Guys Funding, LLC 549300LV8X8T05G1H175 33830JAA3 395970.00000000 PA USD 388055.91000000 0.030041089676 Long ABS-O CORP US N 2 2047-07-25 Fixed 4.60000000 N N N N N N COLT Funding LLC N/A 19685WAA9 265054.13000000 PA USD 212314.19000000 0.016436161534 Long ABS-MBS CORP US N 2 2066-08-25 Variable 0.92000000 N N N N N N IPALCO ENTERPRISES INC 5493000YFVK2DZX0JV43 462613AP5 80000.00000000 PA USD 73707.86000000 0.005706044863 Long DBT CORP US N 2 2030-05-01 Fixed 4.25000000 N N N N N N CSI COMPRESSCO LP/FINANC N/A 12652HAE8 234364.00000000 PA USD 204714.61000000 0.015847845113 Long DBT CORP US N 2 2026-04-01 Fixed 10.00000000 N N N N N N WMG ACQUISITION CORP 549300NAS11NXI33CP80 92933BAQ7 360000.00000000 PA USD 316445.40000000 0.024497409765 Long DBT CORP US N 2 2030-07-15 Fixed 3.88000000 N N N N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BF4 755000.00000000 PA USD 637710.54000000 0.049367936490 Long DBT CORP US N 2 2030-02-10 Fixed 2.63000000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AN1 1139575.00000000 PA USD 1006256.12000000 0.077898646971 Long ABS-O CORP US N 2 2051-11-20 Fixed 2.05000000 N N N N N N ANTERO RESOURCES CORP APVBKPOULHUX7YZLKU17 03674XAS5 94000.00000000 PA USD 87549.25000000 0.006777566846 Long DBT CORP US N 2 2030-03-01 Fixed 5.38000000 N N N N N CCM MERGER INC 549300P77RSBKKFME089 14985VAE1 113000.00000000 PA USD 110458.63000000 0.008551081232 Long DBT CORP US N 2 2026-05-01 Fixed 6.38000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DV6L4 1092350.16000000 PA USD 1024841.19000000 0.079337397780 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJYB3 556042.64000000 PA USD 573204.36000000 0.044374233552 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.50000000 N N N N N N ALTERA INFRA/TEEKAY OFC N/A 000000000 396.00000000 NS USD 10197.00000000 0.000789393959 Long EC CORP US N 1 N N N Angel Oak Mortgage Trust N/A 03465DAA1 190731.41000000 PA USD 160414.42000000 0.012418375425 Long ABS-MBS CORP US N 2 2066-04-25 Variable 0.99000000 N N N N N N Flagstar Mortgage Trust N/A 33851KAC0 275778.81000000 PA USD 236692.13000000 0.018323363514 Long ABS-MBS CORP US N 2 2050-08-25 Variable 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNTB9 1174635.08000000 PA USD 1159905.33000000 0.089793298173 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17328CAC6 330000.00000000 PA USD 285977.21000000 0.022138735139 Long ABS-MBS CORP US N 2 2072-12-15 Fixed 2.86000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAL0 625000.00000000 PA USD 518563.82000000 0.040144272559 Long DBT CORP US N 2 2048-11-15 Fixed 3.96000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNED1 263071.71000000 PA USD 227185.91000000 0.017587445828 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857WBQ2 432000.00000000 PA USD 430313.04000000 0.033312397235 Long DBT CORP GB N 2 2079-04-04 Fixed 7.00000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636ABF7 445000.00000000 PA USD 445714.70000000 0.034504706480 Long DBT CORP DK N 2 2026-01-09 Fixed 6.47000000 N N N N N N PROVINCE OF ALBERTA LQPXMHHNJKIPJYE53543 013051EA1 85000.00000000 PA USD 82567.87000000 0.006391936633 Long DBT NUSS CA N 2 2028-03-15 Fixed 3.30000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46591EAR8 821311.04000000 PA USD 797913.04000000 0.061769906270 Long ABS-MBS CORP US N 2 2052-06-13 Fixed 3.15000000 N N N N N N PRIME SECSRVC BRW/FINANC N/A 74166MAE6 136000.00000000 PA USD 127287.84000000 0.009853903310 Long DBT CORP US N 2 2028-01-15 Fixed 6.25000000 N N N N N N BRITISH AIR 20-1 A PTT N/A 11044MAA4 111926.49000000 PA USD 104874.14000000 0.008118761661 Long DBT CORP US N 2 2032-11-15 Fixed 4.25000000 N N N N N N AMER AIRLINE 16-1 A PTT N/A 02376WAA9 404695.86000000 PA USD 364443.03000000 0.028213114306 Long DBT CORP US N 2 2028-01-15 Fixed 4.10000000 N N N N N N KOREA NATIONAL OIL CORP 988400ZTQ08W926ONT36 50065WAQ9 200000.00000000 PA USD 198965.95000000 0.015402816430 Long DBT NUSS KR N 2 2026-04-03 Fixed 4.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BBB1 820686.23000000 PA USD 784452.84000000 0.060727893857 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.50000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBU5 467000.00000000 PA USD 407529.89000000 0.031548654860 Long DBT CORP US N 2 2032-01-15 Fixed 4.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163GAV2 1250000.00000000 PA USD 1049860.00000000 0.081274212284 Long ABS-MBS CORP US N 2 2054-08-15 Fixed 1.98000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DV7B5 4417263.52000000 PA USD 3669953.66000000 0.284107016970 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.00000000 N N N N N N Life Financial Services Trust N/A 53218CAA8 481655.38000000 PA USD 467868.52000000 0.036219729693 Long ABS-MBS CORP US N 2 2038-03-15 Floating 5.64000000 N N N N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 043436AV6 200000.00000000 PA USD 179237.00000000 0.013875512913 Long DBT CORP US N 2 2030-03-01 Fixed 4.75000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDR8 50000.00000000 PA USD 44920.00000000 0.003477451865 Long DBT CORP US N 2 2030-01-15 Fixed 4.38000000 N N N N N N ASCENSION HEALTH N/A 04352EAB1 150000.00000000 PA USD 120626.22000000 0.009338198437 Long DBT CORP US N 2 2039-11-15 Fixed 3.11000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDL3 233000.00000000 PA USD 216913.33000000 0.016792200893 Long DBT CORP MX N 2 2029-06-02 Fixed 8.75000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 07336AAD9 2000000.00000000 PA USD 1668416.20000000 0.129159328308 Long ABS-MBS CORP US N 2 2055-02-15 Fixed 2.69000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162QAA7 1800000.00000000 PA USD 1695424.14000000 0.131250129985 Long ABS-MBS CORP US N 2 2048-09-15 Fixed 2.48000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 3138AFC65 77301.23000000 PA USD 78838.17000000 0.006103204393 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 5.00000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 3140JAQ43 107604.71000000 PA USD 105011.21000000 0.008129372843 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.00000000 N N N N N N Host Hotels & Resorts LP FXB7X4WXVA8QPMNOGS12 44107TAW6 260000.00000000 PA USD 252370.90000000 0.019537125046 Long DBT US N 2 2026-02-01 Fixed 4.50000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAP4 115000.00000000 PA USD 114777.13000000 0.008885395032 Long DBT CORP US N 2 2025-10-01 Fixed 5.68000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BC8 722000.00000000 PA USD 574365.44000000 0.044464117786 Long DBT CORP US N 2 2026-09-15 Fixed 3.40000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SWY9 115361.53000000 PA USD 112616.61000000 0.008718139816 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCLC0 962019.46000000 PA USD 831812.18000000 0.064394185603 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBH5 35298.13000000 PA USD 29301.10000000 0.002268325130 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 31416BTA6 160661.34000000 PA USD 163521.38000000 0.012658898663 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.00000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAR0 327000.00000000 PA USD 283770.83000000 0.021967929702 Long DBT CORP US N 2 2031-03-24 Fixed 3.13000000 N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 230000.00000000 PA USD 225543.75000000 0.017460319106 Long DBT CORP IL N 2 2024-03-30 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UQ39 283013.01000000 PA USD 261168.55000000 0.020218189258 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 3.00000000 N N N N N N Cox Communications Inc 5493001NEDZNIFRP2R92 224044CG0 2971000.00000000 PA USD 2828015.72000000 0.218928952404 Long DBT CORP US N 2 2026-09-15 Fixed 3.35000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QAZ5 255000.00000000 PA USD 170281.81000000 0.013182252847 Long DBT CORP MX N 2 2041-06-02 Fixed 6.50000000 N N N N N N WILLIAM CARTER TGI2A0HXEYNQPU7TYV27 96926JAC1 350000.00000000 PA USD 340530.80000000 0.026361964955 Long DBT CORP US N 2 2027-03-15 Fixed 5.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D7F3 1918101.79000000 PA USD 1656733.32000000 0.128254905938 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N OCI NV 549300NCMRGIBJYUOE57 67116NAA7 256000.00000000 PA USD 255645.98000000 0.019790663181 Long DBT CORP NL N 2 2033-03-16 Fixed 6.70000000 N N N N N N Sirius XM Radio Inc WP5O65E6BMU84LNO4227 82967NBA5 593000.00000000 PA USD 555818.90000000 0.043028349751 Long DBT CORP US N 2 2027-08-01 Fixed 5.00000000 N N N N N N MANITOBA (PROVINCE OF) 5493003QILFOB3JRKE30 563469UL7 100000.00000000 PA USD 94307.87000000 0.007300780910 Long DBT NUSS CA N 2 2026-06-22 Fixed 2.13000000 N N N N N N World OMNI Select Auto Trust N/A 98163BAD4 173708.86000000 PA USD 173316.94000000 0.013417215413 Long ABS-O CORP US N 2 2025-12-15 Fixed 2.17000000 N N N N N N INTOWN 2022-STAY N/A 46117NAA0 707000.00000000 PA USD 702951.08000000 0.054418489419 Long ABS-MBS CORP US N 2 2039-08-15 Floating 7.32000000 N N N N N N CD Commercial Mortgage Trust N/A 12515BAD0 1200000.00000000 PA USD 1039968.60000000 0.080508476144 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 2.66000000 N N N N N N ABU DHABI NATIONAL ENERG 213800UNJSVQFNUYYW03 00388WAJ0 200000.00000000 PA USD 177726.00000000 0.013758539855 Long DBT CORP AE N 2 2028-04-29 Fixed 2.00000000 N N N N N N Dominos Pizza Master Issuer LLC N/A 25755TAN0 3383730.00000000 PA USD 2913640.23000000 0.225557516786 Long ABS-O CORP US N 2 2051-04-25 Fixed 2.66000000 N N N N N N OZLM Funding Ltd 549300788AI08GTXXH35 67108FAN6 2190713.80000000 PA USD 2173648.14000000 0.168271522261 Long ABS-CBDO CORP KY N 2 2030-10-22 Floating 6.07000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWB6 325000.00000000 PA USD 313807.91000000 0.024293230234 Long DBT CORP US N 2 2027-01-26 Fixed 3.85000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BL0 270000.00000000 PA USD 254880.77000000 0.019731424959 Long DBT CORP US N 2 2027-11-15 Fixed 5.50000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AL9 200000.00000000 PA USD 200036.00000000 0.015485653638 Long DBT CORP CA N 2 2025-04-01 Fixed 7.50000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179MQP8 196450.51000000 PA USD 188006.29000000 0.014554381654 Long ABS-MBS USGA US N 2 2042-10-20 Fixed 3.50000000 N N N N N N SAN DIEGO G & E KNIRVXKVNJJ4P8OTMS63 797440BW3 290000.00000000 PA USD 251887.89000000 0.019499733148 Long DBT CORP US N 2 2048-05-15 Fixed 4.15000000 N N N N N N BELLEMEADE RE LT N/A 07876AAA1 184463.19000000 PA USD 183199.01000000 0.014182229277 Long ABS-MBS CORP BM N 2 2031-06-25 Floating 5.76000000 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAF9 247000.00000000 PA USD 220941.50000000 0.017104038989 Long DBT CORP US N 2 2025-09-01 Fixed 7.38000000 N N N N N N YALE UNIVERSITY 9SFB6DIM0FRWV0EV8S84 98459LAC7 610000.00000000 PA USD 412078.86000000 0.031900810341 Long DBT CORP US N 2 2050-04-15 Fixed 2.40000000 N N N N N UMBS B1V7KEBTPIMZEU4LTD58 31417DRY1 496988.14000000 PA USD 474615.65000000 0.036742054265 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312945W79 132145.24000000 PA USD 129590.96000000 0.010032197810 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N PARKLAND CORP 549300UY5C6HUV0XLS53 70137WAG3 197000.00000000 PA USD 175284.69000000 0.013569547468 Long DBT CORP CA N 2 2029-10-01 Fixed 4.50000000 N N N N N N MPT OPER PARTNERSP/FINL N/A 55342UAM6 250000.00000000 PA USD 168525.00000000 0.013046250571 Long DBT US N 2 2031-03-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XH4A2 3910814.45000000 PA USD 3955596.25000000 0.306219847726 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.00000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844BH0 970000.00000000 PA USD 912048.28000000 0.070605609816 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 02378AAA5 200930.00000000 PA USD 177901.71000000 0.013772142327 Long DBT CORP US N 2 2029-02-15 Fixed 4.00000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAG6 607000.00000000 PA USD 564477.02000000 0.043698612341 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNTK9 297406.13000000 PA USD 294228.32000000 0.022777489322 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N Enova International Inc 549300O8XOCQSB49UO63 29357KAF0 330000.00000000 PA USD 313188.15000000 0.024245251926 Long DBT CORP US N 2 2025-09-15 Fixed 8.50000000 N N N N N UMBS B1V7KEBTPIMZEU4LTD58 3138MPYV1 186785.78000000 PA USD 172461.23000000 0.013350971194 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AQ4 269000.00000000 PA USD 208591.49000000 0.016147971195 Long DBT CORP US N 2 2044-06-01 Fixed 4.90000000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109BL7 120000.00000000 PA USD 99328.27000000 0.007689431830 Long DBT US N 2 2032-12-15 Fixed 2.85000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAL9 200000.00000000 PA USD 179589.71000000 0.013902817722 Long DBT CORP ES N 2 2026-03-25 Fixed 1.85000000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92556VAE6 325000.00000000 PA USD 228395.49000000 0.017681084658 Long DBT CORP US N 2 2040-06-22 Fixed 3.85000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133APXS3 877660.01000000 PA USD 758229.75000000 0.058697850819 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 000000000 69000.00000000 PA USD 64691.16000000 0.005008023041 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 023770AB6 183628.95000000 PA USD 183036.73000000 0.014169666479 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 75970NAL1 3409.86000000 PA USD 3349.10000000 0.000259268344 Long ABS-MBS CORP US N 2 2035-08-25 Variable 5.43000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179R7H6 212434.00000000 PA USD 197127.44000000 0.015260489403 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QCLM6 565498.85000000 PA USD 560620.69000000 0.043400077124 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 4.50000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CW3 470000.00000000 PA USD 473786.01000000 0.036677828238 Long DBT CORP US N 2 2050-05-01 Fixed 5.81000000 N N N N N N CITIZENS FINANCIAL GROUP 2138004JDDA4ZQUPFW65 174610AT2 875000.00000000 PA USD 725538.01000000 0.056167041553 Long DBT CORP US N 2 2030-04-30 Fixed 3.25000000 N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCU8 405000.00000000 PA USD 346629.32000000 0.026834077817 Long DBT CORP US N 2 2033-01-25 Fixed 2.96000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TCW3 180797.11000000 PA USD 167587.62000000 0.012973683923 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 3.00000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 3140J6FN2 808272.61000000 PA USD 779919.92000000 0.060376980876 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 3.50000000 N N N N N N AES PANAMA GENERATION HL N/A 00109AAB3 322000.00000000 PA USD 277229.12000000 0.021461507582 Long DBT CORP PA N 2 2030-05-31 Fixed 4.38000000 N N N N N N APX GROUP INC 549300OMQVKPRU98OE64 00213MAW4 328000.00000000 PA USD 293973.28000000 0.022757745570 Long DBT CORP US N 2 2029-07-15 Fixed 5.75000000 N N N N N N University of Michigan N/A 914455UJ7 750000.00000000 PA USD 679507.80000000 0.052603643520 Long DBT MUN US N 2 2122-04-01 Fixed 4.45000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WJQ2 467093.33000000 PA USD 398801.81000000 0.030872976363 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 2.00000000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 8426EPAA6 1260000.00000000 PA USD 1239862.58000000 0.095983135399 Long DBT CORP US N 2 2023-10-01 Fixed 2.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DV74 1850274.30000000 PA USD 1536959.16000000 0.118982669158 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335A2V9 130574.90000000 PA USD 123533.01000000 0.009563225648 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457BZ2 416000.00000000 PA USD 401227.38000000 0.031060750249 Long DBT CORP US N 2 2032-08-15 Fixed 4.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGYW3 434662.25000000 PA USD 378170.74000000 0.029275835828 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAC7 357000.00000000 PA USD 292244.24000000 0.022623893091 Long DBT CORP US N 2 2049-10-01 Fixed 4.19000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAD4 460000.00000000 PA USD 444362.52000000 0.034400028367 Long DBT CORP US N 2 2024-07-15 Fixed 3.55000000 N N N N N N XHR LP 549300M88BPT83ZL2164 98372MAC9 98000.00000000 PA USD 83216.94000000 0.006442183955 Long DBT US N 2 2029-06-01 Fixed 4.88000000 N N N N N N KNDL Mortgage Trust N/A 482598AL3 193000.00000000 PA USD 188419.11000000 0.014586339840 Long ABS-MBS CORP US N 2 2036-05-15 Floating 6.03000000 N N N N N N Flagstar Mortgage Trust N/A 33851GAD7 1319894.02000000 PA USD 1074466.85000000 0.083179135179 Long ABS-MBS CORP US N 2 2051-08-25 Variable 2.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAV1 677000.00000000 PA USD 602781.63000000 0.046663938199 Long DBT CORP US N 2 2047-10-01 Fixed 5.40000000 N N N N N N Applebees/IHOP Funding LLC N/A 03789XAD0 488070.00000000 PA USD 478521.30000000 0.037044407557 Long ABS-O CORP US N 2 2049-06-05 Fixed 4.19000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A6G54 209687.44000000 PA USD 189780.83000000 0.014691756486 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAR7 340000.00000000 PA USD 325221.46000000 0.025176802601 Long DBT CORP US N 2 2029-04-23 Fixed 4.01000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWE74 1001702.97000000 PA USD 999881.65000000 0.077405171624 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.00000000 N N N N N N MTN MAURITIUS INVSTMENTS 2549009PQD415OQIR074 55377XAA4 145000.00000000 PA USD 142172.50000000 0.011006189345 Long DBT CORP MU N 2 2024-11-11 Fixed 4.76000000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBA0 614000.00000000 PA USD 527280.80000000 0.040819091757 Long DBT CORP US N 2 2026-07-15 Fixed 2.15000000 N N N N N N Verus Securitization Trust N/A 92538CAA9 82447.10000000 PA USD 75366.82000000 0.005834472146 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.22000000 N N N N N N STATE GRID OVERSEAS INV 3003006V8BHG5158QO96 857006AG5 200000.00000000 PA USD 194321.76000000 0.015043289556 Long DBT CORP VG N 2 2027-05-04 Fixed 3.50000000 N N N N N N Provident Funding Mortgage Trust N/A 74387TAB0 328920.06000000 PA USD 282533.25000000 0.021872123271 Long ABS-MBS CORP US N 2 2036-01-25 Variable 2.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYA6 975000.00000000 PA USD 873359.22000000 0.067610522018 Long DBT CORP US N 2 2027-03-09 Fixed 1.43000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMRH9 563266.53000000 PA USD 489520.58000000 0.037895909489 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJUA9 490337.47000000 PA USD 489200.75000000 0.037871150063 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 4.50000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 31418CQH0 90579.23000000 PA USD 86709.79000000 0.006712580610 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 90932PAA6 2090258.42000000 PA USD 1973525.01000000 0.152779123512 Long DBT CORP US N 2 2026-04-11 Fixed 4.00000000 N N N N N N PHILLIPS 66 CO RVJMT2IZVVSKIRJJBH76 718547AC6 797000.00000000 PA USD 774774.40000000 0.059978643874 Long DBT CORP US N 2 2025-02-15 Fixed 3.61000000 N N N N N N Ford Credit Auto Owner Trust N/A 34534LAE7 2282000.00000000 PA USD 2247477.68000000 0.173986986901 Long ABS-O CORP US N 2 2027-08-15 Fixed 3.93000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RGD8 700000.00000000 PA USD 702968.20000000 0.054419814752 Long DBT CORP US N 2 2024-06-12 Floating 6.33000000 N N N N N N VAR ENERGI ASA 549300LIVN3FFOJN2K47 92212WAE0 413000.00000000 PA USD 440309.63000000 0.034086276588 Long DBT CORP NO N 2 2032-11-15 Fixed 8.00000000 N N N N N N CSI COMPRESSCO LP/FINANC N/A 12652HAC2 72000.00000000 PA USD 68670.72000000 0.005316098027 Long DBT CORP US N 2 2025-04-01 Fixed 7.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGZB8 195779.34000000 PA USD 188607.99000000 0.014600961859 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 4.00000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RLV2 410000.00000000 PA USD 293503.12000000 0.022721348447 Long DBT CORP US N 2 2059-09-15 Fixed 3.65000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AL5 141000.00000000 PA USD 140825.65000000 0.010901923850 Long DBT CORP US N 2 2023-04-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X43Z7 206261.01000000 PA USD 189976.20000000 0.014706880924 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.00000000 N N N N N N NORTHERN STATES PWR-MINN 3S1GHB0TEH85KX44SB51 665772CQ0 195000.00000000 PA USD 157125.50000000 0.012163765875 Long DBT CORP US N 2 2047-09-15 Fixed 3.60000000 N N N N N N BLACKSTONE HOLDINGS FINA 549300D2L6J4NC1QVZ22 09261BAB6 1015000.00000000 PA USD 603469.84000000 0.046717215517 Long DBT CORP US N 2 2050-09-30 Fixed 2.80000000 N N N N N N UMBS, TBA N/A 01F022634 1000000.00000000 PA USD 861839.24000000 0.066718710444 Long ABS-MBS USGSE US N 2 2053-03-15 Fixed 2.50000000 N N N N N N State Board of Administration Finance Corp 549300S34SOJ0RULXM35 341271AE4 250000.00000000 PA USD 223070.83000000 0.017268879652 Long DBT MUN US N 2 2027-07-01 Fixed 1.71000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAR1 385000.00000000 PA USD 368722.64000000 0.028544417462 Long DBT CORP US N 2 2028-03-15 Fixed 4.00000000 N N N N N N Freddie Mac - STACR N/A 35564KWS4 519298.37000000 PA USD 521891.75000000 0.040401902043 Long ABS-MBS USGSE US N 2 2042-05-25 Floating 6.76000000 N N N N N N GREENSAIF PIPELINES BIDC 549300YWDGUXPB8GRP47 39541EAA1 200000.00000000 PA USD 205939.44000000 0.015942664511 Long DBT CORP LU N 2 2038-02-23 Fixed 6.13000000 N N N N N N MATCH GROUP HLD II LLC 5493003RFFE030RC9167 57667JAA0 132000.00000000 PA USD 107566.80000000 0.008327212140 Long DBT CORP US N 2 2031-10-01 Fixed 3.63000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KJR38 686094.35000000 PA USD 571296.99000000 0.044226575774 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.00000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LS8 625000.00000000 PA USD 584703.87000000 0.045264460455 Long DBT CORP US N 2 2028-10-27 Fixed 3.52000000 N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBX2 265000.00000000 PA USD 226906.25000000 0.017565796135 Long DBT CORP GB N 2 2029-03-15 Fixed 8.00000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RGQ9 25000.00000000 PA USD 24301.43000000 0.001881279009 Long DBT CORP US N 2 2030-02-15 Fixed 4.30000000 N N N N N N PUBLIC SERVICE ELECTRIC 549300RUHPVD434XUK18 74456QBS4 445000.00000000 PA USD 420791.08000000 0.032575261047 Long DBT CORP US N 2 2027-05-15 Fixed 3.00000000 N N N N N N CENTURY COMMUNITIES 5299002QMB2O7ZL1CA26 156504AM4 262000.00000000 PA USD 225006.91000000 0.017418759995 Long DBT CORP US N 2 2029-08-15 Fixed 3.88000000 N N N N N N NIPPON LIFE INSURANCE 549300Y0HHMFW3EVWY08 654579AH4 552000.00000000 PA USD 438803.21000000 0.033969658088 Long DBT CORP JP N 2 2051-01-21 Fixed 2.75000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBL9 709000.00000000 PA USD 606530.19000000 0.046954130473 Long DBT CORP US N 2 2031-04-22 Fixed 2.52000000 N N N N N N BOC AVIATION USA CORP 254900QKLTY6MF4Y3P65 66980P2A6 210000.00000000 PA USD 201523.69000000 0.015600822168 Long DBT CORP US N 2 2024-04-29 Fixed 1.63000000 N N N N N N ATL TRANSMISION SUR 549300PQCSQSSZTVDH16 00289LAA3 198551.00000000 PA USD 186886.13000000 0.014467665215 Long DBT CORP PE N 2 2043-04-30 Fixed 6.88000000 N N N N N N Small Business Administration Participation Certs N/A 83162CVY6 876180.94000000 PA USD 840302.47000000 0.065051455746 Long ABS-O USGA US N 2 2033-12-01 Fixed 3.38000000 N N N N N N Ellington Financial Mortgage Trust N/A 31572LAA4 78756.00000000 PA USD 63677.18000000 0.004929526455 Long ABS-MBS CORP US N 2 2066-06-25 Variable 0.93000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DV25 524285.76000000 PA USD 450668.46000000 0.034888198510 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 2.00000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UCK3 115000.00000000 PA USD 107942.33000000 0.008356283545 Long DBT CORP US N 2 2026-08-15 Fixed 2.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EDE7 492737.64000000 PA USD 458408.03000000 0.035487352164 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 3140J72Z7 302405.27000000 PA USD 301567.67000000 0.023345660211 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 4.50000000 N N N N N N Tricon Residential N/A 89616TAA3 2663416.36000000 PA USD 2612574.94000000 0.202250747987 Long ABS-O CORP US N 2 2040-07-17 Fixed 4.85000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WBX5 383266.36000000 PA USD 327699.58000000 0.025368644610 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 2.00000000 N N N N N N Navient Student Loan Trust 549300JSCKIU587G1R13 63939NAB9 46754.11000000 PA USD 45246.54000000 0.003502730742 Long ABS-O CORP US N 2 2045-12-15 Fixed 3.91000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CR1 194000.00000000 PA USD 155774.08000000 0.012059146597 Long DBT CORP US N 2 2031-02-15 Fixed 3.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XAGF3 2063438.91000000 PA USD 1732112.17000000 0.134090309379 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N New York State Urban Development Corp 54930039Y2EMGXN6LM88 650035TD0 1350000.00000000 PA USD 1415141.96000000 0.109552271797 Long DBT MUN US N 2 2039-03-15 Fixed 5.77000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGB4 1224000.00000000 PA USD 935389.37000000 0.072412544744 Long DBT CORP US N 2 2051-03-22 Fixed 3.55000000 N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KAP1 199000.00000000 PA USD 186482.71000000 0.014436434724 Long DBT CORP US N 2 2027-07-13 Fixed 4.40000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BP9 364000.00000000 PA USD 339430.00000000 0.026276747257 Long DBT CORP US N 2 2030-03-15 Fixed 6.25000000 N N N N N N Ferguson Finance PLC 2138003A7ZEU931DZL61 314890AA2 2130000.00000000 PA USD 2044740.68000000 0.158292237148 Long DBT CORP GB N 2 2028-10-24 Fixed 4.50000000 N N N N N N CENOVUS ENERGY INC 549300F4XPHJ7NOSP309 15135UAX7 140000.00000000 PA USD 102147.34000000 0.007907668256 Long DBT CORP CA N 2 2052-02-15 Fixed 3.75000000 N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAE3 319000.00000000 PA USD 307508.06000000 0.023805531544 Long DBT CORP NO N 2 2025-01-15 Fixed 3.00000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DL6 215000.00000000 PA USD 226287.50000000 0.017517896016 Long DBT CORP US N 2 2046-03-15 Fixed 6.60000000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92556VAD8 377000.00000000 PA USD 306623.56000000 0.023737058566 Long DBT CORP US N 2 2030-06-22 Fixed 2.70000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYB4 1425000.00000000 PA USD 1187900.88000000 0.091960555020 Long DBT CORP US N 2 2032-04-22 Fixed 2.62000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XS72 3487656.41000000 PA USD 3073375.56000000 0.237923320912 Long ABS-MBS USGA US N 2 2053-02-20 Fixed 2.50000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 225313AN5 320000.00000000 PA USD 214016.59000000 0.016567951696 Long DBT CORP FR N 2 2041-01-11 Fixed 2.81000000 N N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AJ1 248000.00000000 PA USD 252041.39000000 0.019511616249 Long DBT CORP US N 2 2030-04-23 Fixed 6.00000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBL3 348000.00000000 PA USD 314896.71000000 0.024377518960 Long DBT US N 2 2026-04-15 Fixed 1.60000000 N N N N N N Sonic Capital LLC N/A 83546DAN8 505305.00000000 PA USD 414303.56000000 0.032073034009 Long ABS-O CORP US N 2 2051-08-20 Fixed 2.19000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967JT9 180000.00000000 PA USD 175593.31000000 0.013593439080 Long DBT CORP US N 2 2025-06-10 Fixed 4.40000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03067BAF6 700000.00000000 PA USD 713667.22000000 0.055248072256 Long ABS-O CORP US N 2 2028-12-18 Fixed 5.80000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286XAF1 800000.00000000 PA USD 755198.24000000 0.058463168493 Long ABS-O CORP US N 2 2027-07-15 Fixed 1.35000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 3140X4TZ9 579227.53000000 PA USD 536478.12000000 0.041531096156 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.00000000 N N N N N N CIFC Funding Ltd 5493001TP5YQV9X08Z14 12548MBF1 1500000.00000000 PA USD 1485792.00000000 0.115021597563 Long ABS-CBDO CORP KY N 2 2031-01-22 Floating 5.93000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBT1 446000.00000000 PA USD 306006.18000000 0.023689264505 Long DBT CORP GB N 2 2028-03-15 Fixed 4.38000000 N N N N N N Starwood Mortgage Residential Trust N/A 85573TAA2 412485.13000000 PA USD 357335.46000000 0.027662886511 Long ABS-MBS CORP US N 2 2066-12-25 Variable 2.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJGE7 1388656.95000000 PA USD 1378112.61000000 0.106685669343 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N Citibank Credit Card Issuance Trust R8AG6FXVDQAMDKCSJJ64 17305EGS8 1200000.00000000 PA USD 1167805.44000000 0.090404879924 Long ABS-O CORP US N 2 2030-10-13 Fixed 3.96000000 N N N N N N Freddie Mac - SCRT N/A 35563PKG3 1225432.05000000 PA USD 1170174.87000000 0.090588307768 Long ABS-MBS USGSE US N 2 2058-08-25 Fixed 3.50000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BT0 1229000.00000000 PA USD 937957.67000000 0.072611367977 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7Y45 750634.37000000 PA USD 658184.84000000 0.050952940781 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N GLOBO COMMUNICACOES PART 52990054HEKS017PVR75 37959DAB0 325000.00000000 PA USD 259150.13000000 0.020061934619 Long DBT CORP BR N 2 2030-01-22 Fixed 4.88000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 3140J7UL7 164142.21000000 PA USD 166397.81000000 0.012881575575 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.50000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163MAD9 1800000.00000000 PA USD 1462345.02000000 0.113206465232 Long ABS-MBS CORP US N 2 2054-12-15 Fixed 2.42000000 N N N N N N KKR GROUP FIN CO II N/A 48249DAA9 991000.00000000 PA USD 941209.74000000 0.072863124809 Long DBT CORP US N 2 2043-02-01 Fixed 5.50000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M9D25 227647.85000000 PA USD 232959.68000000 0.018034418385 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 5.00000000 N N N N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 654740BS7 245000.00000000 PA USD 217267.33000000 0.016819605567 Long DBT CORP US N 2 2026-03-09 Fixed 2.00000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAT3 617000.00000000 PA USD 649916.95000000 0.050312887586 Long DBT CORP US N 2 2028-11-15 Fixed 5.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QBNC8 640275.37000000 PA USD 648045.13000000 0.050167981888 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M8HG2 195582.41000000 PA USD 191802.16000000 0.014848236401 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N CNX RESOURCES CORP 549300JK3KH8PWM3B226 12653CAK4 91000.00000000 PA USD 89739.20000000 0.006947100366 Long DBT CORP US N 2 2031-01-15 Fixed 7.38000000 N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCJ3 2000000.00000000 PA USD 1736813.18000000 0.134454234935 Long DBT CORP US N 2 2029-06-01 Fixed 2.07000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMTP0 1225817.69000000 PA USD 1074150.38000000 0.083154635865 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.50000000 N N N N N N LAMB WESTON HLD 5493005SMYID1D2OY946 513272AE4 325000.00000000 PA USD 295037.54000000 0.022840134549 Long DBT CORP US N 2 2032-01-31 Fixed 4.38000000 N N N N N N Sequoia Mortgage Trust N/A 81747KAA1 1693709.17000000 PA USD 1387208.61000000 0.107389830122 Long ABS-MBS CORP US N 2 2051-03-25 Variable 2.50000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAP5 365000.00000000 PA USD 344204.31000000 0.026646347284 Long DBT US N 2 2027-07-15 Fixed 3.55000000 N N N N N N Credit Suisse Mortgage Trust N/A 12653VAG1 354119.00000000 PA USD 346387.52000000 0.026815359031 Long ABS-MBS CORP US N 2 2036-05-15 Floating 6.28000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BX0 279000.00000000 PA USD 257598.20000000 0.019941792992 Long DBT CORP MX N 2 2030-09-17 Fixed 5.20000000 N N N N N N NATIONSTAR MTG HLD INC N/A 63861CAD1 119000.00000000 PA USD 91566.93000000 0.007088592866 Long DBT CORP US N 2 2030-12-15 Fixed 5.13000000 N N N N N N COMM Mortgage Trust 549300NMFC2YLCA2NF13 12625XAL1 235000.00000000 PA USD 201512.50000000 0.015599955901 Long ABS-MBS CORP US N 2 2030-08-10 Variable 4.39000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNE81 475523.24000000 PA USD 413038.94000000 0.031975134295 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BAUW9 58534.53000000 PA USD 56422.26000000 0.004367891658 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QN3W0 1851303.18000000 PA USD 1782631.85000000 0.138001256740 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N COMM Mortgage Trust N/A 12593PAV4 856717.07000000 PA USD 821318.55000000 0.063581828230 Long ABS-MBS CORP US N 2 2048-08-10 Fixed 3.51000000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AE6 621000.00000000 PA USD 571320.00000000 0.044228357078 Long DBT CORP US N 2 2030-01-30 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KDB82 370374.81000000 PA USD 324760.77000000 0.025141138592 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36196XMC6 462397.14000000 PA USD 439587.56000000 0.034030378020 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 3.50000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CK9 190000.00000000 PA USD 143773.62000000 0.011130138983 Long DBT CORP US N 2 2049-05-01 Fixed 3.90000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 742000.00000000 PA USD 696813.62000000 0.053943362043 Long DBT CORP US N 2 2030-04-15 Fixed 3.88000000 N N N N N N HI-FI MUSIC IP ISSUER II L.P 635400VMUHJZERQEGT10 428357AA5 476000.00000000 PA USD 439181.59000000 0.033998950123 Long ABS-O CORP CA N 2 2062-02-01 Fixed 3.94000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179MX39 74462.90000000 PA USD 69406.65000000 0.005373069557 Long ABS-MBS USGA US N 2 2043-01-20 Fixed 3.00000000 N N N N N N BX Trust N/A 05609VAJ4 342000.00000000 PA USD 322998.86000000 0.025004741503 Long ABS-MBS CORP US N 2 2036-09-15 Floating 5.78000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBH7 575000.00000000 PA USD 559661.10000000 0.043325791104 Long DBT CORP GB N 2 2025-05-07 Fixed 3.93000000 N N N N N N UNITED AIR 2014-2 A PTT N/A 90932QAA4 505694.17000000 PA USD 474066.39000000 0.036699533669 Long DBT CORP US N 2 2026-09-03 Fixed 3.75000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBC5 1130000.00000000 PA USD 980859.79000000 0.075932607008 Long DBT CORP FR N 2 2027-06-09 Fixed 1.79000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAP3 620000.00000000 PA USD 587689.51000000 0.045495591786 Long DBT CORP US N 2 2029-01-24 Fixed 3.77000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPER5 398919.97000000 PA USD 400902.79000000 0.031035622330 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.00000000 N N N N N N INSTITUTO COSTARRICENSE 5493009VA6AFUB2Q0289 45777VAD9 200000.00000000 PA USD 162500.00000000 0.012579829211 Long DBT CORP CR N 2 2043-05-15 Fixed 6.38000000 N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAU0 59000.00000000 PA USD 59995.63000000 0.004644521715 Long DBT CORP US N 2 2029-11-15 Fixed 5.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AJK50 371775.13000000 PA USD 373272.94000000 0.028896675904 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179M5L0 252210.51000000 PA USD 235149.10000000 0.018203910875 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 3.00000000 N N N N N N GAP INC/THE T2ZG1WRWZ4BUCMQL9224 364760AP3 100000.00000000 PA USD 71420.00000000 0.005528931706 Long DBT CORP US N 2 2029-10-01 Fixed 3.63000000 N N N N N CLI Funding LLC 254900Z4P82YK31RVL27 12565KAE7 551453.87000000 PA USD 481935.06000000 0.037308681513 Long ABS-O CORP US N 2 2047-01-18 Fixed 2.72000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDP8 1736000.00000000 PA USD 1486288.80000000 0.115060057004 Long DBT CORP US N 2 2028-10-15 Fixed 2.40000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCC8 460000.00000000 PA USD 387391.00000000 0.029989616111 Long DBT CORP US N 2 2032-04-22 Fixed 2.58000000 N N N N N N LUBRIZOL CORP 549300TW3R1QXAWGC017 549271AF1 720000.00000000 PA USD 863793.80000000 0.066870021403 Long DBT CORP US N 2 2034-10-01 Fixed 6.50000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B2GY2 30211.01000000 PA USD 29853.60000000 0.002311096549 Long ABS-MBS USGSE US N 2 2028-07-25 Variable 3.36000000 N N N N N N Triton Container Finance LLC N/A 89680HAE2 556100.00000000 PA USD 478651.45000000 0.037054483033 Long ABS-O CORP US N 2 2046-03-20 Fixed 1.86000000 N N N N N N GREENSAIF PIPELINES BIDC 549300YWDGUXPB8GRP47 39541EAC7 225000.00000000 PA USD 237378.19000000 0.018376474392 Long DBT CORP LU N 2 2042-02-23 Fixed 6.51000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEPY2 1231441.62000000 PA USD 1113555.47000000 0.086205154648 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N FULL HOUSE RESORTS INC 5493009DKIWW0H901Y82 359678AC3 163000.00000000 PA USD 148476.70000000 0.011494224787 Long DBT CORP US N 2 2028-02-15 Fixed 8.25000000 N N N N N HILCORP ENERGY I/HILCORP N/A 431318AY0 150000.00000000 PA USD 138509.98000000 0.010722657800 Long DBT CORP US N 2 2030-04-15 Fixed 6.00000000 N N N N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680AT0 200000.00000000 PA USD 167933.66000000 0.013000472379 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 1248EPCB7 160000.00000000 PA USD 147092.80000000 0.011387091090 Long DBT CORP US N 2 2029-06-01 Fixed 5.38000000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBM5 329000.00000000 PA USD 264604.84000000 0.020484207358 Long DBT CORP US N 2 2051-12-15 Fixed 4.13000000 N N N N N N Freddie Mac - SCRT N/A 35563PGG8 399049.40000000 PA USD 383536.47000000 0.029691220240 Long ABS-MBS USGSE US N 2 2057-08-25 Variable 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912834KV9 5195000.00000000 PA USD 2503658.04000000 0.193819018755 Long DBT UST US N 2 2041-11-15 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDXC5 991288.63000000 PA USD 933872.06000000 0.072295083202 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.50000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABN6 226000.00000000 PA USD 207424.91000000 0.016057661181 Long DBT CORP US N 2 2025-10-15 Fixed 1.80000000 N N N N N N Zaxby's Funding LLC N/A 98920MAA0 448175.00000000 PA USD 377108.43000000 0.029193597807 Long ABS-O CORP US N 2 2051-07-30 Fixed 3.24000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBN9 297000.00000000 PA USD 287805.65000000 0.022280282604 Long DBT CORP US N 2 2027-12-01 Fixed 4.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A1CC4 1157002.96000000 PA USD 1049565.82000000 0.081251438535 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.00000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 3138ETC53 535846.60000000 PA USD 529155.67000000 0.040964233569 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.00000000 N N N N N N Small Business Administration Participation Certs N/A 83162CQ97 2281000.00000000 PA USD 2386132.20000000 0.184720834169 Long ABS-O USGA US N 2 2047-10-01 Fixed 5.04000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWES8 239441.24000000 PA USD 234816.08000000 0.018178130354 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X47C4 279541.62000000 PA USD 253592.66000000 0.019631706782 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912834LK2 1975000.00000000 PA USD 931601.83000000 0.072119334859 Long DBT UST US N 2 2042-05-15 None 0.00000000 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAE5 835952.92000000 PA USD 738871.12000000 0.057199215378 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 161175BL7 270000.00000000 PA USD 223028.93000000 0.017265635991 Long DBT CORP US N 2 2047-05-01 Fixed 5.38000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804FU3 1400000.00000000 PA USD 1355826.28000000 0.104960387957 Long DBT CORP US N 2 2026-01-15 Fixed 3.15000000 N N N N N N Golub Capital Partners Funding N/A 38178HAA6 434000.00000000 PA USD 401186.52000000 0.031057587099 Long ABS-O CORP KY N 2 2029-04-20 Fixed 2.77000000 N N N N N N Bay Area Toll Authority 5493001FUZGUQMIP5D78 072024WS7 165000.00000000 PA USD 149865.80000000 0.011601761038 Long DBT MUN US N 2 2031-04-01 Fixed 2.57000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TF5 18970000.00000000 PA USD 15265292.36000000 1.181752435420 Long DBT UST US N 2 2042-02-15 Fixed 2.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381AJU1 1166908.96000000 PA USD 1048619.75000000 0.081178199157 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 3.50000000 N Y N N N N UMBS B1V7KEBTPIMZEU4LTD58 3140J9YK1 679426.06000000 PA USD 626911.76000000 0.048531956133 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 3.00000000 N N N N N N Freedom Mortgage Corp 549300LYRWPSYPK6S325 35640YAA5 273000.00000000 PA USD 263055.98000000 0.020364303393 Long DBT CORP US N 2 2024-11-15 Fixed 8.13000000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 35564KYP8 529000.00000000 PA USD 549640.84000000 0.042550079353 Long ABS-MBS USGSE US N 2 2042-06-25 Floating 9.06000000 N N N N N N Province of Quebec 549300WN65YFEQH74Y36 748149AN1 220000.00000000 PA USD 210434.60000000 0.016290654327 Long DBT NUSS CA N 2 2027-04-12 Fixed 2.75000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAJ2 217000.00000000 PA USD 188181.04000000 0.014567909809 Long DBT CORP GB N 2 2027-09-02 Fixed 1.75000000 N N N N N N Atlas Static Senior Loan Fund Ltd N/A 04942PAA5 3390692.77000000 PA USD 3390987.76000000 0.262511057722 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 7.26000000 N N N N N N ABPCI Direct Lending Fund ABS Ltd N/A 00090TAA5 201000.00000000 PA USD 181528.40000000 0.014052900117 Long ABS-O CORP US N 2 2030-12-20 Fixed 3.20000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 3140F5QW6 198156.41000000 PA USD 182224.26000000 0.014106769655 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.00000000 N N N N N N EXPEDIA GROUP INC N/A 30212PBK0 509000.00000000 PA USD 499281.42000000 0.038651538413 Long DBT CORP US N 2 2027-08-01 Fixed 4.63000000 N N N N N N UMBS, TBA N/A 01F030637 2000000.00000000 PA USD 1794101.70000000 0.138889187535 Long ABS-MBS USGSE US N 2 2053-03-15 Fixed 3.00000000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 23311RAH9 273000.00000000 PA USD 267075.48000000 0.020675470307 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 743756AB4 90000.00000000 PA USD 84043.68000000 0.006506185481 Long DBT CORP US N 2 2026-10-01 Fixed 2.75000000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 26442UAC8 195000.00000000 PA USD 152507.83000000 0.011806292029 Long DBT CORP US N 2 2046-10-15 Fixed 3.70000000 N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CH1 120000.00000000 PA USD 123082.55000000 0.009528353587 Long DBT CORP US N 2 2043-02-10 Fixed 5.63000000 N N N N N N KAISER FOUNDATION HOSPIT DW4Z57L3G4IRMHYZYK62 48305QAF0 780000.00000000 PA USD 571877.00000000 0.044271476862 Long DBT CORP US N 2 2041-06-01 Fixed 2.81000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAM2 80000.00000000 PA USD 80397.60000000 0.006223926627 Long DBT CORP US N 2 2027-06-01 Fixed 7.50000000 N N N N N N BPR Trust N/A 05592DAA2 1038000.00000000 PA USD 999880.28000000 0.077405065566 Long ABS-MBS CORP US N 2 2037-04-15 Floating 6.73000000 N N N N N N Pennsylvania Electric Co O1PLQWO3TX952VMBJ146 708696BZ1 580000.00000000 PA USD 541984.65000000 0.041957380506 Long DBT CORP US N 2 2029-06-01 Fixed 3.60000000 N N N N N N AMER AIRLINE 21-1A EETC N/A 02379KAA2 283197.82000000 PA USD 233842.93000000 0.018102794595 Long DBT CORP US N 2 2034-07-11 Fixed 2.88000000 N N N N N N PUBLIC SERVICE ENTERPRIS PUSS41EMO3E6XXNV3U28 744573AN6 1700000.00000000 PA USD 1654370.45000000 0.128071985931 Long DBT CORP US N 2 2024-06-15 Fixed 2.88000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 31417GWV4 871930.01000000 PA USD 805048.91000000 0.062322324891 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TZ57 245679.10000000 PA USD 238834.27000000 0.018489195855 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 4.00000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCV6 605000.00000000 PA USD 577839.05000000 0.044733024989 Long DBT CORP US N 2 2025-02-26 Fixed 2.90000000 N N N N N N GS Mortgage-Backed Securities Trust N/A 36262EAA4 114588.69000000 PA USD 99193.73000000 0.007679016506 Long ABS-MBS CORP US N 2 2061-07-25 Variable 1.02000000 N N N N N N UMBS, TBA N/A 01F042632 1500000.00000000 PA USD 1469824.04000000 0.113785448581 Long ABS-MBS USGSE US N 2 2053-03-15 Fixed 4.50000000 N N N N N N Yara International ASA 213800WKOUWXWFJ5Z514 984851AF2 1220000.00000000 PA USD 1167574.23000000 0.090386980956 Long DBT CORP NO N 2 2028-06-01 Fixed 4.75000000 N N N N N N GOVT OF BERMUDA 549300FP5PUZXX9FVJ40 085209AG9 200000.00000000 PA USD 171573.49000000 0.013282247393 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 00908PAC1 149392.85000000 PA USD 140167.59000000 0.010850980573 Long DBT CORP CA N 2 2026-01-15 Fixed 3.70000000 N N N N N N RESORTS WORLD/RWLV CAP N/A 76120HAA5 340000.00000000 PA USD 262858.21000000 0.020348993161 Long DBT CORP US N 2 2029-04-16 Fixed 4.63000000 N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAM2 250000.00000000 PA USD 222440.39000000 0.017220074559 Long DBT CORP US N 2 2038-04-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBHT0 275597.47000000 PA USD 248449.86000000 0.019233580347 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KAGG5 274740.63000000 PA USD 266073.31000000 0.020597887985 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 4.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162MAW8 600000.00000000 PA USD 490317.00000000 0.037957563812 Long ABS-MBS CORP US N 2 2053-03-15 Fixed 2.04000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6N30 455771.27000000 PA USD 412874.86000000 0.031962432151 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCDW5 2030377.29000000 PA USD 1980215.82000000 0.153297088110 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.00000000 N N N N N N KKR GROUP FIN CO X LLC N/A 48255BAA4 283000.00000000 PA USD 179026.83000000 0.013859242742 Long DBT CORP US N 2 2051-12-15 Fixed 3.25000000 N N N N N N 2023-04-17 Mercer Funds Jeff Coleman Jeff Coleman Assistant Treasurer