0001752724-20-271090.txt : 20201228 0001752724-20-271090.hdr.sgml : 20201228 20201228090627 ACCESSION NUMBER: 0001752724-20-271090 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20201031 FILED AS OF DATE: 20201228 PERIOD START: 20201031 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Dunham Funds CENTRAL INDEX KEY: 0001420040 IRS NUMBER: 000000000 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-22153 FILM NUMBER: 201414793 BUSINESS ADDRESS: STREET 1: 10251 VISTA SORRENTO PARKWAY STREET 2: SUITE 200 CITY: SAN DIEGO STATE: CA ZIP: 92121 BUSINESS PHONE: 858-964-0500 MAIL ADDRESS: STREET 1: 10251 VISTA SORRENTO PARKWAY STREET 2: SUITE 200 CITY: SAN DIEGO STATE: CA ZIP: 92121 0001420040 S000020976 Dunham Corporate/Government Bond Fund C000059523 Dunham Corporate/Government Bond Fund Class A DACGX C000059524 Dunham Corporate/Government Bond Fund Class C DCCGX C000059525 Dunham Corporate/Government Bond Fund Class N DNCGX NPORT-P 1 primary_doc.xml NPORT-P false 0001420040 XXXXXXXX S000020976 C000059525 C000059524 C000059523 Dunham Funds 811-22153 0001420040 549300FI2C3SP4YCHL80 10251 VISTA SORRENTO PARKWAY SUITE 200 SAN DIEGO 92121 858-964-0500 Dunham Corporate/Government Bond Fund S000020976 549300TMDJ8PGJIEKS74 2020-10-31 2020-10-31 N 74446775.56 2054498.52 72392277.04 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 4396.01000000 USD N TOWD POINT HE TRUST N/A 89178AAA4 233071.08240000 PA USD 232261.51000000 0.320837414565 Long ABS-O CORP US Y 2 2048-04-25 Floating 1.04924900 N N N N N N Ryan Specialty Group N/A 78350UAE5 10000.00000000 PA USD 9943.75000000 0.013735926547 Long LON CORP US N 2 2027-07-23 Variable 4.00000000 N N N N N N Citrix Systems Inc. HCTKJGUQOPZ5NBK7NP58 177376AF7 190000.00000000 PA USD 200852.94000000 0.277450783719 Long DBT CORP US N 2 2030-03-01 Fixed 3.30000000 N N N N N N Verus Securitization Trust 2019- INV2 N/A 92537HAA9 257241.16000000 PA USD 263659.02000000 0.364208767537 Long ABS-O CORP US Y 2 2059-07-25 Floating 2.91300100 N N N N N N CITIGROUP MORTGAGE LOAN TRUST N/A 17328BAA2 84364.09000000 PA USD 85922.31000000 0.118689884492 Long ABS-O CORP US Y 2 2049-07-25 Floating 2.72000200 N N N N N N Bausch Health (fka Valeant) N/A C9413PAZ6 24000.00000000 PA USD 23495.04000000 0.032455174723 Long LON CORP US N 2 2025-06-01 Variable 2.89924900 N N N N N N TEXAS ST 549300X9CH74QB747L76 882723B24 245000.00000000 PA USD 269416.70000000 0.372162212622 Long DBT MUN US N 2 2026-10-01 Fixed 3.01100000 N N N N N N Nissan Motor Co Ltd 353800DRBDH1LUTNAY26 654744AD3 200000.00000000 PA USD 201025.62000000 0.277689317451 Long DBT CORP JP Y 2 2030-09-17 Fixed 4.81000000 N N N N N N American Builders & Contractors Supply Co., Inc. 549300H5GQ4C1BEKG397 024747AF4 100000.00000000 PA USD 101669.00000000 0.140441776605 Long DBT CORP US Y 2 2028-01-15 Fixed 4.00000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967GK1 300000.00000000 PA USD 318003.69000000 0.439278474172 Long DBT CORP US N 2 2022-07-30 Fixed 4.05000000 N N N N N N M/I Homes, Inc. 5299005M71FH9CCSFB69 55305BAS0 105000.00000000 PA USD 109003.13000000 0.150572871108 Long DBT CORP US N 2 2028-02-01 Fixed 4.95000000 N N N N N N LHOME MORTGAGE TRUST N/A 501890AA5 145000.00000000 PA USD 147356.71000000 0.203553080556 Long ABS-O CORP US Y 2 2023-10-25 Floating 4.57999900 N N N N N N Hertz Vehicle Financing Llc 549300FPK70TCB78NG05 42806DAH2 40498.15000000 PA USD 40734.17000000 0.056268667965 Long ABS-O CORP US Y 2 2021-09-25 Fixed 2.67000000 N N N N N N RESIDENTIAL MORTGAGE LOAN TRUST N/A 76119CAA9 326824.06000000 PA USD 331782.60000000 0.458312148154 Long ABS-O CORP US Y 2 2024-02-25 Floating 2.37600000 N N N N N N Marriott Ownership Resorts Inc BW4532OH033VURR0IT68 57164PAF3 95000.00000000 PA USD 90825.70000000 0.125463245132 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N TRIP Rail Master Funding LLC 5493004VSVYOZVEYVJ29 89690EAF4 47756.57000000 PA USD 47857.84000000 0.066109040849 Long ABS-O CORP US Y 2 2047-08-15 Fixed 2.70900000 N N N N N N Cleveland-Cliffs Inc 549300TM2WLI2BJMDD86 185899AG6 85000.00000000 PA USD 89356.25000000 0.123433401536 Long DBT CORP US Y 2 2026-03-15 Fixed 6.75000000 N N N N N N Obx 2019-Inv1 Tr N/A 67098AAC3 79449.89000000 PA USD 82968.53000000 0.114609642619 Long ABS-O CORP US Y 2 2048-11-25 Floating 4.50000000 N N N N N N Galton Funding Mortgage Trust N/A 36418XAA5 85046.12000000 PA USD 86875.75000000 0.120006931059 Long ABS-O CORP US Y 2 2059-10-25 Floating 2.65700200 N N N N N N AMERICAN HOMES 4 RENT TRUST N/A 02665UAC9 230000.00000000 PA USD 251511.35000000 0.347428427843 Long ABS-O CORP US Y 2 2036-10-17 Fixed 4.70500000 N N N N N N The Charles Schwab Corporation 549300VSGCJ7E698NM85 808513BD6 157000.00000000 PA USD 172197.60000000 0.237867362432 Long DBT CORP US N 2 2168-09-01 Fixed 5.37500000 N N N N N Dell Technologies N/A 24702NBE9 95000.00000000 PA USD 94127.90000000 0.130024781439 Long LON CORP US N 2 2025-09-12 Variable 2.75000000 N N N N N N PT Pertamina (Persero) 254900NDAKGNZ2IBBL45 69370PAA9 200000.00000000 PA USD 261983.43000000 0.361894169809 Long DBT CORP ID Y 2 2044-05-30 Fixed 6.45000000 N N N N N N US BANK MMDA N/A N/A 2095772.31000000 PA USD 2095772.31000000 2.895021949429 Long STIV US N 1 N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAT5 70000.00000000 PA USD 67418.75000000 0.093129754659 Long DBT CORP US Y 2 2031-02-15 Fixed 3.75000000 N N N N N Charter Communications Operating N/A 16117LBX6 64836.27000000 PA USD 63291.55000000 0.087428594026 Long LON CORP US N 2 2027-02-01 Variable 1.90000100 N N N N N N CrownRock LP N/A 228701AF5 75000.00000000 PA USD 73894.13000000 0.102074603840 Long DBT CORP US Y 2 2025-10-15 Fixed 5.62500000 N N N N N N QVC, Inc. 549300WBLU5NKPX5X472 747262AK9 75000.00000000 PA USD 77906.25000000 0.107616797240 Long DBT CORP US N 2 2023-03-15 Fixed 4.37500000 N N N N N N Capital Auto Receivables Asset Trust N/A 13975WAF0 160000.00000000 PA USD 162378.27000000 0.224303305047 Long ABS-O CORP US Y 2 2022-09-20 Fixed 2.70000000 N N N N N N Banc of America Funding Corporation 54930023UHZHF7UJ8596 05946XPV9 32195.68000000 PA USD 33208.27000000 0.045872669513 Long ABS-O CORP US N 2 2035-02-25 Fixed 5.50000000 N N N N N N Bre Grand Islander Timeshare Issuer N/A 05588UAA0 105098.11000000 PA USD 108100.92000000 0.149326591758 Long ABS-O CORP US Y 2 2033-09-26 Fixed 3.28000000 N N N N N N MetLife Inc. C4BXATY60WC6XEOZDX54 59156RCA4 160000.00000000 PA USD 160857.60000000 0.222202708047 Long DBT CORP US N 2 2069-03-15 Fixed 3.85000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617482V92 175000.00000000 PA USD 273015.86000000 0.377133958431 Long DBT CORP US N 2 2042-07-24 Fixed 6.37500000 N N N N N Zayo Group N/A 98919XAB7 84575.00000000 PA USD 81671.12000000 0.112817448682 Long LON CORP US N 2 2027-02-21 Variable 3.14663000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GFH7 211000.00000000 PA USD 235256.35000000 0.324974375194 Long DBT CORP US N 2 2024-08-26 Fixed 4.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HBJE9 254532.48000000 PA USD 272189.47000000 0.375992414010 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.00000000 N N N N N N Sofi Consumer Ln Program 2016-5 Llc N/A 83405QAB5 22475.69000000 PA USD 22596.67000000 0.031214199806 Long ABS-O CORP US Y 2 2026-11-25 Fixed 2.82000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31402QTS0 14143.07000000 PA USD 16722.35000000 0.023099632562 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.00000000 N N N N N N MetLife Inc. C4BXATY60WC6XEOZDX54 59156RBT4 76000.00000000 PA USD 84603.82000000 0.116868571426 Long DBT CORP US N 2 2166-09-15 Fixed 5.87500000 N N N N N N BAYVIEW OPPORTUNITY MASTER FUND IVA TRUST N/A 07332BAA7 49521.57000000 PA USD 50375.74000000 0.069587174295 Long ABS-O CORP US Y 2 2057-03-28 Floating 2.99999900 N N N N N N ARROYO MORTGAGE TRUST N/A 042858AA8 137031.04000000 PA USD 141220.68000000 0.195076996848 Long ABS-O CORP US Y 2 2049-04-25 Floating 3.34699900 N N N N N N Gls Auto Receivables Trust N/A 36258XAB6 190000.00000000 PA USD 194204.43000000 0.268266779193 Long ABS-O CORP US Y 2 2024-11-15 Fixed 2.43000000 N N N N N N Applied Systems N/A 03827FAX9 59845.80000000 PA USD 59648.61000000 0.082396372153 Long LON CORP US N 2 2024-09-18 Variable 4.25000200 N N N N N N Ashtead Capital Incorporated 213800J1134IW58IC398 045054AF0 200000.00000000 PA USD 210000.00000000 0.290086192321 Long DBT CORP US Y 2 2027-08-15 Fixed 4.37500000 N N N N N N Towd Point Mortgage Trust 2016 N/A 89172YAC4 345000.00000000 PA USD 363715.56000000 0.502423151849 Long ABS-O CORP US Y 2 2056-04-25 Floating 3.49999900 N N N N N N New Residential Mortgage Loan Trust-2017 N/A 64829KBV1 313081.81000000 PA USD 338723.15000000 0.467899565878 Long ABS-O CORP US Y 2 2057-03-25 Floating 4.00000000 N N N N N N Sedgwick CMS N/A 81527CAL1 103408.74000000 PA USD 99516.44000000 0.137468310252 Long LON CORP US N 2 2025-11-05 Variable 3.39662900 N N N N N N The Toronto-Dominion Bank PT3QB789TSUIDF371261 891160MJ9 195000.00000000 PA USD 218610.81000000 0.301980845110 Long DBT CORP CA N 2 2031-09-15 Fixed 3.62500000 N N N N N N CHC COMMERCIAL MORTGAGE TRUST 2019-CHC N/A 162665AA1 233990.29000000 PA USD 223964.11000000 0.309375694697 Long ABS-O CORP US Y 2 2034-06-15 Floating 1.26838100 N N N N N N TRI Pointe Group Inc N/A 962178AN9 0.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 2 2024-06-15 Fixed 5.87500000 N N N N N N General Motors Company 54930070NSV60J38I987 37045VAU4 125000.00000000 PA USD 153666.71000000 0.212269479954 Long DBT CORP US N 2 2027-10-01 Fixed 6.80000000 N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 48128BAG6 47000.00000000 PA USD 46400.75000000 0.064096270896 Long DBT CORP US N 2 2168-08-01 Fixed 4.60000000 N N N N N Targa Resources Partners LP/Targa Resources Finance Corporation 6OQWTZ1SPC04IFT4T704 87612BBJ0 100000.00000000 PA USD 102187.50000000 0.141158013227 Long DBT CORP US N 2 2026-04-15 Fixed 5.87500000 N N N N N Ford Motor Company 20S05OYHG0MQM4VUIC57 345370CW8 103000.00000000 PA USD 121507.04000000 0.167845307494 Long DBT CORP US N 2 2025-04-22 Fixed 9.00000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WGYY4 158201.23000000 PA USD 170907.20000000 0.236084851848 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4.00000000 N N N N N N Tricon American Homes 2015-SFR1 Trust N/A 89613DAA1 98467.83000000 PA USD 99831.78000000 0.137903909204 Long ABS-O CORP US Y 2 2022-09-17 Fixed 2.71600000 N N N N N N Athene Global Funding 2015-1 549300LM1QSI4MSIL320 04685A2P5 150000.00000000 PA USD 152342.06000000 0.210439657694 Long DBT CORP US Y 2 2027-08-20 Fixed 2.45000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GHB8 160000.00000000 PA USD 160104.75000000 0.221162749047 Long DBT CORP US N 2 2026-02-05 Floating 1.01900200 N N N N N N Santander Holdings Usa Inc 549300SMVCQN2P0O6I58 80282KAW6 0.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 2 2024-06-07 Fixed 3.50000000 N N N N N Telesat Canada /Telesat LLC 5493004V5GLBY6SO5Y34 87952VAM8 45000.00000000 PA USD 44838.00000000 0.061937546149 Long DBT CORP CA Y 2 2027-10-15 Fixed 6.50000000 N N N N N N Avid Automobile Receivables Trust 549300MXT4YCVL1BDV18 05367MAA5 6606.75000000 PA USD 6613.34000000 0.009135421995 Long ABS-O CORP US Y 2 2023-08-15 Fixed 2.84000000 N N N N N N Diamond Sports Group LLC / Diamond Sports Finance Co 5493002K6DHWNZH8YA34 25277LAC0 30000.00000000 PA USD 12012.00000000 0.016592930200 Long DBT CORP US Y 2 2027-08-15 Fixed 6.62500000 N N N N N N New Resi Mtg Ln Tr 2016-4 N/A 64829LAA6 74649.36000000 PA USD 80465.04000000 0.111151414612 Long ABS-O CORP US Y 2 2056-11-25 Floating 3.75000100 N N N N N N PrimeSource N/A 74274DAE5 100000.00000000 PA USD 98000.00000000 0.135373556416 Long LON CORP US N 2 2022-05-08 Variable 0.00000000 N N N N N N VOLT LXXXI LLC N/A 92870DAA3 259597.33150000 PA USD 260394.35000000 0.359699073778 Long ABS-O CORP US Y 2 2049-10-25 Floating 3.17890100 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023CQ6 45000.00000000 PA USD 40308.00000000 0.055679972571 Long DBT CORP US N 2 2050-02-01 Fixed 3.75000000 N N N N N CARVANA AUTO RECEIVABLES TRUST 549300PQFD4GEYYTOY78 146868AF1 145000.00000000 PA USD 151097.86000000 0.208720966072 Long ABS-O CORP US Y 2 2024-10-15 Fixed 3.88000000 N N N N N N OCTANE RECEIVABLES TRUST 213800ATS5XS3UN4TF15 67576TAA7 68943.11000000 PA USD 69734.91000000 0.096329211970 Long ABS-O CORP US Y 2 2023-09-20 Fixed 3.16000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140QCQ82 203309.47000000 PA USD 212673.26000000 0.293778934295 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.00000000 N N N N N N PRPM LLC N/A 69359GAA4 164663.33260000 PA USD 165101.07000000 0.228064479735 Long ABS-O CORP US Y 2 2025-02-25 Floating 2.98100200 N N N N N N MILL CITY MORTGAGE LOAN TRUST N/A 59981AAH9 199632.29950000 PA USD 216118.37000000 0.298537881161 Long ABS-O CORP US Y 2 2069-10-25 Floating 3.49999900 N N N N N N Gateway Casinos & Entertainment Limited 549300JSKBQMMD1B3U44 36760BAE9 45000.00000000 PA USD 37739.03000000 0.052131292926 Long DBT CORP CA Y 2 2024-03-01 Fixed 8.25000000 N N N N N N Avient Corporation SM8L9RZYIB34LNTWO040 73179PAM8 100000.00000000 PA USD 105375.00000000 0.145561107218 Long DBT CORP US Y 2 2025-05-15 Fixed 5.75000000 N N N N N N Tripadvisor Inc 549300XVG45PT5BART17 896945AA0 30000.00000000 PA USD 31263.75000000 0.043186581881 Long DBT CORP US Y 2 2025-07-15 Fixed 7.00000000 N N N N N N TransDigm N/A 89364MBQ6 49001.57000000 PA USD 46228.33000000 0.063858096319 Long LON CORP US N 2 2025-05-30 Variable 2.39663200 N N N N N N Anheuser-Busch InBev Worldwide Inc. 549300CRGMZK3K53BF92 035240AL4 105000.00000000 PA USD 121024.67000000 0.167178979510 Long DBT CORP US N 2 2028-04-13 Fixed 4.00000000 N N N N N N Synovus Financial Corp. 549300EIUS8UN5JTLE54 87161CAM7 70000.00000000 PA USD 72910.36000000 0.100715660538 Long DBT CORP US N 2 2029-02-07 Fixed 5.90000000 N N N N N N MARLETTE FUNDING TRUST N/A 57110AAA2 79183.80000000 PA USD 79930.41000000 0.110412896607 Long ABS-O CORP US Y 2 2029-12-17 Fixed 2.39000000 N N N N N N SANTA CLARA VY CALIF WTR DIST N/A 80168ADF1 160000.00000000 PA USD 159112.00000000 0.219791401107 Long DBT MUN US N 2 2050-06-01 Fixed 2.96700000 N N N N N N DANA INCORPORATED KVWHW7YLZPFJM8QYNJ51 235825AF3 105000.00000000 PA USD 108609.38000000 0.150028959497 Long DBT CORP US N 2 2027-11-15 Fixed 5.37500000 N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650DD9 145000.00000000 PA USD 145294.28000000 0.200704116434 Long DBT CORP US N 2 2021-03-09 Floating 0.96175100 N N N N N N MVW OWNER TRUST N/A 55400EAA7 161044.48000000 PA USD 163850.29000000 0.226336698746 Long ABS-O CORP US Y 2 2037-10-20 Fixed 1.74000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GHC6 145000.00000000 PA USD 152070.78000000 0.210064921588 Long DBT CORP US N 2 2023-12-20 Fixed 3.00400000 N N N N N Cheniere Energy Inc MIHC87W9WTYSYZWV1J40 16411RAJ8 45000.00000000 PA USD 46518.75000000 0.064259271709 Long DBT CORP US Y 2 2028-10-15 Fixed 4.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WGG81 110447.33000000 PA USD 117882.72000000 0.162838806596 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.50000000 N N N N N N Corevest American Finance Trust N/A 21872MAA0 221321.90000000 PA USD 237624.91000000 0.328246215917 Long ABS-O CORP US Y 2 2052-11-15 Fixed 4.02600000 N N N N N N CARVANA AUTO RECIEVABLES TRUST 2019-3 N/A 14686XAE9 185000.00000000 PA USD 189920.65000000 0.262349324769 Long ABS-O CORP US Y 2 2024-10-15 Fixed 2.71000000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 28368EAE6 45000.00000000 PA USD 61631.19000000 0.085135034453 Long DBT CORP US N 2 2032-01-15 Fixed 7.75000000 N N N N N N Byvw Opp Mst Fd Tr 2017-Spl5 N/A 07331UAD0 100000.00000000 PA USD 105541.12000000 0.145790579210 Long ABS-O CORP US Y 2 2057-06-28 Floating 4.00000000 N N N N N N CHASE MORTGAGE TRUST 2016-2 N/A 16164AAC9 51070.29000000 PA USD 52522.99000000 0.072553305611 Long ABS-O CORP US Y 2 2044-02-25 Floating 3.75000100 N N N N N N Howmet Aerospace Inc 549300HO5WFZUT5N2T22 443201AA6 120000.00000000 PA USD 133650.00000000 0.184619140970 Long DBT CORP US N 2 2025-05-01 Fixed 6.87500000 N N N N N Towd Pt Mtg Tr 2017-1 N/A 89173FAC4 115000.00000000 PA USD 125321.41000000 0.173114336396 Long ABS-O CORP US Y 2 2056-10-25 Floating 3.75000100 N N N N N N VERUS SECURITIZATION TRUST N/A 92537GAA1 114490.14000000 PA USD 115761.16000000 0.159908162490 Long ABS-O CORP US Y 2 2049-05-25 Floating 3.21099800 N N N N N N RCKT MORTGAGE TRUST N/A 749389AA0 234388.09000000 PA USD 241227.77000000 0.333223072768 Long ABS-O CORP US Y 2 2050-02-25 Floating 2.99999900 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89177WAA7 111083.14000000 PA USD 113945.85000000 0.157400560749 Long ABS-O CORP US Y 2 2058-11-25 Floating 2.99999900 N N N N N N Vse Voi Mortgage Llc 2017-A N/A 918288AA9 51581.96000000 PA USD 52411.24000000 0.072398938316 Long ABS-O CORP US Y 2 2035-03-20 Fixed 2.33000000 N N N N N N TerraForm Power Operating, LLC 5493000S2OLR3UT5BE13 88104LAE3 90000.00000000 PA USD 98973.00000000 0.136717622441 Long DBT CORP US Y 2 2028-01-31 Fixed 5.00000000 N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 912810SP4 835000.00000000 PA USD 783791.02000000 1.082699774130 Long DBT UST US N 2 2050-08-15 Fixed 1.37500000 N N N N N Office Properties Income Trust 529900WFAP4ROYDYS509 81618TAC4 170000.00000000 PA USD 172489.23000000 0.238270209272 Long DBT CORP US N 2 2025-02-01 Fixed 4.50000000 N N N N N N BMC Software N/A 05988HAB3 133501.49000000 PA USD 130045.14000000 0.179639521392 Long LON CORP US N 2 2025-06-28 Variable 4.39663000 N N N N N N Brighthouse Financial Inc. 5493003T8SZSHOGGAW52 10922NAG8 120000.00000000 PA USD 141919.65000000 0.196042528019 Long DBT CORP US N 2 2030-05-15 Fixed 5.62500000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 9128286B1 3890000.00000000 PA USD 4479350.21000000 6.187607840439 Long DBT UST US N 2 2029-02-15 Fixed 2.62500000 N N N N N Wesco Distribution, Inc. 549300I2CEZJG9N4AH67 95081QAP9 50000.00000000 PA USD 54820.25000000 0.075726655164 Long DBT CORP US Y 2 2028-06-15 Fixed 7.25000000 N N N N N N Bacardi Limited 549300R32WTQNHNN5055 067316AF6 100000.00000000 PA USD 115506.69000000 0.159556647093 Long DBT CORP BM Y 2 2028-05-15 Fixed 4.70000000 N N N N N N Liberty Mutual Group, Inc. QUR0DG15Z6FFGYCHH861 53079EBG8 150000.00000000 PA USD 181280.58000000 0.250414253304 Long DBT CORP US Y 2 2029-02-01 Fixed 4.56900000 N N N N N N Boardwalk Pipelines LP 549300W6AQ2GHHCGL606 096630AD0 155000.00000000 PA USD 168992.90000000 0.233440509001 Long DBT CORP US N 2 2024-12-15 Fixed 4.95000000 N N N N N Spirit AeroSystems, Inc. ZD2NBKV6GCC3UMGBM518 85205TAM2 135000.00000000 PA USD 137531.25000000 0.189980555417 Long DBT CORP US Y 2 2025-01-15 Fixed 5.50000000 N N N N N Quanta Services, Inc. SHVRXXEACT60MMH07S24 74762EAF9 205000.00000000 PA USD 214146.73000000 0.295814330970 Long DBT CORP US N 2 2030-10-01 Fixed 2.90000000 N N N N N N Ingersoll Rand (fka Gardner Denver) N/A 365556AW9 9950.00000000 PA USD 9847.42000000 0.013602859866 Long LON CORP US N 2 2027-02-28 Variable 2.89662800 N N N N N N Par Pharmaceutical Inc 549300GLBA6FLQZ70X71 69888XAA7 50000.00000000 PA USD 53065.50000000 0.073302708755 Long DBT CORP US Y 2 2027-04-01 Fixed 7.50000000 N N N N N N Parsley Energy LLC 549300QKXAJMQB5TEW86 701885AJ4 70000.00000000 PA USD 72969.75000000 0.100797699676 Long DBT CORP US Y 2 2028-02-15 Fixed 4.12500000 N N N N N J.P. Morgan Chase Commercial Mortgage Securities Trust N/A 46636DAJ5 28649.06000000 PA USD 28959.04000000 0.040002941175 Long ABS-O CORP US Y 2 2021-05-15 Fixed 4.38780000 N N N N N N GENESIS PRIVATE LABEL AMORTIZING TRUST N/A 37187PAB7 200000.00000000 PA USD 200913.80000000 0.277534853460 Long ABS-O CORP US Y 2 2030-07-20 Fixed 2.83000000 N N N N N N ONEMAIN DIRECT AUTO RECEIVABLES TRUST N/A 68268XAC5 125000.00000000 PA USD 128407.05000000 0.177376724770 Long ABS-O CORP US Y 2 2025-10-14 Fixed 3.85000000 N N N N N N Alliance Resource Operating Partners LP/Alliance Resource Finance Corp N/A 01879NAA3 70000.00000000 PA USD 46550.00000000 0.064302439297 Long DBT CORP US Y 2 2025-05-01 Fixed 7.50000000 N N N N N N UPC Financing Partnership N/A N9000DAD9 45000.00000000 PA USD 43998.75000000 0.060778237401 Long LON CORP US N 2 2029-01-31 Variable 0.00000000 N N N N N N GALTON FUNDING MORTGAGE TRUST N/A 36418HAA0 143814.17750000 PA USD 146455.41000000 0.202308058246 Long ABS-O CORP US Y 2 2060-01-25 Floating 2.31000100 N N N N N N Transurban Finance Company Proprietary Limited 54930081LPJMUMEA6E57 89400PAK9 0.00000000 PA USD 0.00000000 0.000000 Long DBT CORP AU Y 2 2031-03-16 Fixed 2.45000000 N N N N N N Ladder Capital Finance Holdings LLLP/ Ladder Capital Finance Corp. N/A 505742AM8 80000.00000000 PA USD 69300.00000000 0.095728443466 Long DBT CORP US Y 2 2027-02-01 Fixed 4.25000000 N N N N N N Metlife Sec Trust N/A 59166EAB1 107328.28000000 PA USD 115008.99000000 0.158869142818 Long ABS-O CORP US Y 2 2058-04-25 Floating 3.75000100 N N N N N N CommScope N/A 20337EAQ4 39600.00000000 PA USD 38348.24000000 0.052972832970 Long LON CORP US N 2 2026-02-07 Variable 3.39662900 N N N N N N Leidos Inc 5493006I78VIN6J1BQ95 52532XAG0 185000.00000000 PA USD 183737.38000000 0.253807985482 Long DBT CORP US Y 2 2031-02-15 Fixed 2.30000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDD1 100000.00000000 PA USD 83231.50000000 0.114972899600 Long DBT NUSS MX N 2 2050-01-23 Fixed 7.69000000 N N N N N N WELLS FARGO MORTGAGE BACKED SECURITIES TRUST N/A 95002VAA7 92805.14000000 PA USD 95797.88000000 0.132331629722 Long ABS-O CORP US Y 2 2050-07-25 Floating 2.99999900 N N N N N N Jefferies Group LLC/Jefferies Group Capital Finance Inc NY9Q8VBNB6D1L6YV0J84 47233JAG3 120000.00000000 PA USD 138208.95000000 0.190916705001 Long DBT CORP US N 2 2027-01-15 Fixed 4.85000000 N N N N N N Caesars Entertainment Inc New 549300V3UCT773B1KR38 28470RAH5 25000.00000000 PA USD 25640.58000000 0.035418943910 Long DBT CORP US Y 2 2025-07-01 Fixed 6.25000000 N N N N N N HOMEWARD OPPORTUNITIES FUND I TRUST N/A 43789CAA8 133784.87000000 PA USD 138967.80000000 0.191964952177 Long ABS-O CORP US Y 2 2058-11-25 Floating 3.98499800 N N N N N N Scientific Games International, Inc. RLTHESQ0RNFQJWPBJN60 80874YAW0 80000.00000000 PA USD 80400.00000000 0.111061570774 Long DBT CORP US Y 2 2025-10-15 Fixed 5.00000000 N N N N N BBA US Holdings Inc 213800CSNQ87U1MC8N11 05545MAC6 105000.00000000 PA USD 101718.75000000 0.140510499405 Long DBT CORP US Y 2 2028-03-01 Fixed 4.00000000 N N N N N N Berry Global N/A 08579JBF8 129123.11000000 PA USD 125202.29000000 0.172949788457 Long LON CORP US N 2 2026-05-17 Variable 2.14688200 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST N/A 17327XAA5 145000.00000000 PA USD 142825.55000000 0.197293904598 Long ABS-O CORP US Y 2 2036-12-15 Floating 1.06837900 N N N N N N SAN ANTONIO TEX 5493002G2FEH20Q4GQ04 79623PEY7 145000.00000000 PA USD 146532.65000000 0.202414754710 Long DBT MUN US N 2 2033-02-01 Fixed 1.96300000 N N N N N N Virgin Media N/A G9368PBE3 20000.00000000 PA USD 19650.00000000 0.027143779424 Long LON CORP US N 2 2029-01-10 Variable 0.00000000 N N N N N N KLEIN TEX INDPT SCH DIST N/A 498531PH9 95000.00000000 PA USD 127682.85000000 0.176376341815 Long DBT MUN US N 2 2032-08-01 Fixed 5.00000000 N N N N N N Aviation Capital Group LLC 549300ODEK8HY3445C77 05369AAA9 145000.00000000 PA USD 127966.29000000 0.176767875293 Long DBT CORP US Y 2 2027-11-01 Fixed 3.50000000 N N N N N The Providence Service Corporation 549300EFZIFW7F7I0Q28 743815AE2 5000.00000000 PA USD 5096.88000000 0.007040640532 Long DBT CORP US Y 2 2025-11-15 Fixed 5.87500000 N N N N N N CSMC 2020-RPL4 N/A 126405AA7 160000.00000000 PA USD 164980.06000000 0.227897321020 Long ABS-O CORP US Y 2 2060-01-25 Fixed 2.00000000 N N N N N N AmeriCredit Automobile Receivables Trust 5493003R0K8V08JVGR27 03066HAG2 135000.00000000 PA USD 142195.64000000 0.196423770344 Long ABS-O CORP US N 2 2024-03-18 Fixed 3.82000000 N N N N N N Reynolds Consumer Products N/A 76171JAB7 14318.94000000 PA USD 14063.92000000 0.019427376199 Long LON CORP US N 2 2027-01-30 Variable 1.89663100 N N N N N N Cobham N/A 00135BAC7 94525.00000000 PA USD 93077.82000000 0.128574239968 Long LON CORP US N 2 2027-01-20 Variable 4.50000000 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89176LAC8 300000.00000000 PA USD 332005.98000000 0.458620716981 Long ABS-O CORP US Y 2 2058-03-25 Floating 3.75000100 N N N N N N GS Mortgage Securities Corp II N/A 36192HAA2 252000.00000000 PA USD 254309.78000000 0.351294075001 Long ABS-O CORP US Y 2 2022-04-10 Fixed 3.55100000 N N N N N N Pulte Group Inc N/A 745867AP6 125000.00000000 PA USD 159878.13000000 0.220849704605 Long DBT CORP US N 2 2033-05-15 Fixed 6.37500000 N N N N N MPT Operating Partnership LP / MPT Finance Corporation WUQXXXF7PXTUPGROE843 55342UAH7 85000.00000000 PA USD 89099.13000000 0.123078225527 Long DBT CORP US N 2 2027-10-15 Fixed 5.00000000 N N N N N N PROVIDENT FUNDING MORTGAGE LOAN TRUST N/A 74387LAC5 116771.05000000 PA USD 120497.12000000 0.166450241554 Long ABS-O CORP US Y 2 2049-12-25 Floating 2.99999900 N N N N N N N/A N/A 89613JAG5 100000.00000000 PA USD 100532.80000000 0.138872272168 Long ABS-O CORP US N 2 2027-11-17 Fixed 2.28100000 N N N N N N Iron Mountain Incorporated SQL3F6CKNNBM3SQGHX24 46284VAF8 110000.00000000 PA USD 111265.00000000 0.153697334231 Long DBT CORP US Y 2 2029-09-15 Fixed 4.87500000 N N N N N N Ardagh Packaging Finance plc / Ardagh Holdings USA Inc. 6354001JXMLKNZDZR978 03969AAN0 200000.00000000 PA USD 204250.00000000 0.282143356102 Long DBT CORP IE Y 2 2026-08-15 Fixed 4.12500000 N N N N N N Xerox Holdings Corporation 5493000Y33XDVO2CXC18 98421MAB2 95000.00000000 PA USD 93962.13000000 0.129795792924 Long DBT CORP US Y 2 2028-08-15 Fixed 5.50000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17323CAD9 130000.00000000 PA USD 136505.02000000 0.188562959450 Long ABS-O CORP US N 2 2048-02-10 Fixed 2.87800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31409BDN4 13144.78000000 PA USD 15510.09000000 0.021425061669 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 6.00000000 N N N N N N TOWD POINT MORTGAGE TRUST 549300ZHISOOIT5VZP03 89175TAA6 176572.50000000 PA USD 188711.36000000 0.260678856524 Long ABS-O CORP US Y 2 2058-06-25 Floating 2.99999900 N N N N N N N/A N/A N/A 0.00000000 NS USD 0.00000000 0.000000 Long STIV US N N/A N N HP Inc WHKXQACZ14C5XRO8LW03 40434LAC9 220000.00000000 PA USD 235592.02000000 0.325438057252 Long DBT CORP US N 2 2030-06-17 Fixed 3.40000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VEP5 85000.00000000 PA USD 87130.12000000 0.120358308320 Long DBT CORP US N 2 2025-05-15 Floating 1.38012800 N N N N N American Axle & Manufacturing, Inc. RY5TAKFOBLDUGX31MS24 02406PAU4 80000.00000000 PA USD 80500.00000000 0.111199707056 Long DBT CORP US N 2 2027-04-01 Fixed 6.50000000 N N N N N N TEXAS TRANSN COMMN ST HWY FD 5493006JSGNPGVJS7691 88283LKV7 35000.00000000 PA USD 43718.15000000 0.060390626994 Long DBT MUN US N 2 2033-10-01 Fixed 4.00000000 N N N N N N DISH DBS Corporation N/A 25470XAL9 25000.00000000 PA USD 25219.25000000 0.034836934312 Long DBT CORP US N 2 2023-03-15 Fixed 5.00000000 N N N N N N Santander Holdings Usa Inc 549300SMVCQN2P0O6I58 80282KAP1 65000.00000000 PA USD 72597.46000000 0.100283432112 Long DBT CORP US N 2 2027-07-13 Fixed 4.40000000 N N N N N RESIDENTIAL MORTGAGE LOAN TRUST N/A 76119DAA7 118040.17000000 PA USD 120386.57000000 0.166297531894 Long ABS-O CORP US Y 2 2059-05-25 Floating 2.91300100 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RDQ4 155000.00000000 PA USD 159577.34000000 0.220434204482 Long ABS-O CORP US Y 2 2026-03-20 Fixed 2.36000000 N N N N N N COREVEST AMERICAN FINANCE TRUST N/A 21872NAJ9 100000.00000000 PA USD 102448.14000000 0.141518051633 Long ABS-O CORP US Y 2 2052-10-15 Fixed 3.26500000 N N N N N N Fidelity Institutional Cash Portfolios 549300SHPEJB1OPRCV46 316175108 977610.68000000 PA USD 977610.68000000 1.350435046351 Long STIV RF US N 1 N N N Frontier Communications Corporation 549300ZCZ76HYCS0H445 35906ABA5 70000.00000000 PA USD 70507.50000000 0.097396439071 Long DBT CORP US Y 2 2026-04-01 Fixed 8.50000000 Y Y N N N N American Electric Power Co, Inc. 1B4S6S7G0TW5EE83BO58 025537AN1 160000.00000000 PA USD 164710.02000000 0.227524297804 Long DBT CORP US N 2 2030-03-01 Fixed 2.30000000 N N N N N N Aristocrat Leisure N/A 04044PAH7 14962.50000000 PA USD 14994.30000000 0.020712568540 Long LON CORP US N 2 2024-10-19 Variable 4.74999800 N N N N N N Turkey (Republic of) 5493000PCHOG3B6S3Q85 900123AW0 130000.00000000 PA USD 133120.00000000 0.183887018675 Long DBT NUSS TR N 2 2025-02-05 Fixed 7.37500000 N N N N N N V.F. Corporation CWAJJ9DJ5Z7P057HV541 918204BA5 74000.00000000 PA USD 78673.02000000 0.108675984810 Long DBT CORP US N 2 2025-04-23 Fixed 2.40000000 N N N N N N Galton Funding Mortgage Trust N/A 36418GAU8 32504.67000000 PA USD 33261.88000000 0.045946724374 Long ABS-O CORP US Y 2 2058-10-25 Fixed 4.50000000 N N N N N N Flagship Cr Auto Tr 2017-1 N/A 33843QAE4 33735.40320000 PA USD 33872.63000000 0.046790391717 Long ABS-O CORP US Y 2 2023-05-15 Fixed 3.22000000 N N N N N N DT AUTO OWNER TRUST 549300XVMF0FUK76JG97 23343GAE2 120000.00000000 PA USD 122841.50000000 0.169688680923 Long ABS-O CORP US Y 2 2024-11-15 Fixed 3.61000000 N N N N N N Small Business Lending Trust 2019-A N/A 831645AA4 48217.93000000 PA USD 48063.70000000 0.066393408199 Long DBT CORP US Y 2 2026-07-15 Fixed 2.85000000 N N N N N N LifePoint Health N/A 75915TAD4 82732.39000000 PA USD 80457.25000000 0.111140653795 Long LON CORP US N 2 2025-11-16 Variable 3.89662900 N N N N N N Buckeye Partners N/A 11823LAH8 24875.00000000 PA USD 24475.26000000 0.033809214187 Long LON CORP US N 2 2026-10-16 Variable 2.89662800 N N N N N N Radiate Holdco LLC/Radiate Finance Inc 5493000GQJ5RDX9DNJ71 75026JAC4 20000.00000000 PA USD 20105.00000000 0.027772299507 Long DBT CORP US Y 2 2026-09-15 Fixed 4.50000000 N N N N N Sabine Pass Liquefaction, LLC 549300KJYBG7C6WJYZ11 785592AU0 65000.00000000 PA USD 70610.92000000 0.097539299614 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N Bausch Health (fka Valeant) N/A C9413PAZ6 7662.38000000 PA USD 7497.18000000 0.010356325711 Long LON CORP US N 2 2025-06-01 Variable 3.14925100 N N N N N N Mylan NV 549300A0CD4KNFGIIS89 62854AAN4 105000.00000000 PA USD 118251.09000000 0.163347659218 Long DBT CORP NL N 2 2026-06-15 Fixed 3.95000000 N N N N N N AMSR 2020-SFR1 Trust N/A 00180AAB5 175000.00000000 PA USD 177379.86000000 0.245025943723 Long ABS-O CORP US Y 2 2037-04-17 Fixed 2.12000000 N N N N N N Pennsylvania Electric Company O1PLQWO3TX952VMBJ146 708696BZ1 140000.00000000 PA USD 152614.08000000 0.210815416008 Long DBT CORP US Y 2 2029-06-01 Fixed 3.60000000 N N N N N N UPC Financing Partnership N/A N/A 50000.00000000 PA USD 48887.50000000 0.067531374890 Long LON CORP US N 2 2029-01-31 Variable 0.00000000 N N N N N N BRISTOL VA N/A 110331PQ2 340000.00000000 PA USD 363664.00000000 0.502351928782 Long DBT MUN US N 2 2042-01-01 Fixed 4.21000000 N N N N N N MASTR Alternative Loan Trust N/A 576434QC1 37326.31000000 PA USD 38830.93000000 0.053639602990 Long ABS-O CORP US N 2 2034-04-25 Fixed 5.50000000 N N N N N N iStar Inc QFFLKWYYS3UPWD86E794 45031UCG4 105000.00000000 PA USD 96600.00000000 0.133439648467 Long DBT CORP US N 2 2025-08-01 Fixed 4.25000000 N N N N N N Standard Industries Inc. 54930064UHXCIUWVI755 853496AG2 130000.00000000 PA USD 134099.55000000 0.185240132626 Long DBT CORP US Y 2 2030-07-15 Fixed 4.37500000 N N N N N EQM MIDSTREAM PARTNERS LP 549300NELT611CL6XM83 26885BAF7 15000.00000000 PA USD 15393.75000000 0.021264353919 Long DBT CORP US Y 2 2025-07-01 Fixed 6.00000000 N N N N N N N/A N/A N/A 35000.00000000 PA USD 34781.25000000 0.048045525603 Long LON CORP US N 2 2027-10-30 Variable 0.00000000 N N N N N N CCO Holdings, LLC/ CCO Holdings Capital Corp. N/A 1248EPCE1 45000.00000000 PA USD 46822.95000000 0.064679482279 Long DBT CORP US Y 2 2030-08-15 Fixed 4.50000000 N N N N N N Tenet Healthcare Corporation 0W9AIBT6U6ADJ2I8HK17 88033GDA5 50000.00000000 PA USD 51610.00000000 0.071292135170 Long DBT CORP US Y 2 2027-11-01 Fixed 5.12500000 N N N N N N Jaguar Holding Company II/PPD Development L P N/A 47010LAA0 40000.00000000 PA USD 41742.40000000 0.057661399401 Long DBT CORP US Y 2 2028-06-15 Fixed 5.00000000 N N N N N N Retail Opportunity Investments Partnership LP 549300KH0PNTJK9NTE57 76132FAB3 105000.00000000 PA USD 105014.50000000 0.145063125921 Long DBT CORP US N 2 2024-12-15 Fixed 4.00000000 N N N N N N RCO V MORTGAGE LLC N/A 74937DAA2 140048.97940000 PA USD 140267.12000000 0.193759784517 Long ABS-O CORP US Y 2 2024-11-25 Floating 3.47479900 N N N N N N IDAHO HEALTH FACS AUTH 549300X43KY1C2WW0J97 451295A25 135000.00000000 PA USD 163583.55000000 0.225968234028 Long DBT MUN US N 2 2048-03-01 Fixed 5.02000000 N N N N N N Universal Health Services, Inc. 549300YGMGQDO0NMJD09 913903AV2 161000.00000000 PA USD 160791.51000000 0.222111413778 Long DBT CORP US Y 2 2030-10-15 Fixed 2.65000000 N N N N N N KIK Custom Products N/A 49387TAR7 71922.79000000 PA USD 71428.32000000 0.098668425584 Long LON CORP US N 2 2023-05-15 Variable 5.00000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967MB4 215000.00000000 PA USD 218321.33000000 0.301580968201 Long DBT CORP US N 2 2026-07-01 Floating 1.47512900 N N N N N N Metlife Sec Trust N/A 59166BAB7 100000.00000000 PA USD 105281.98000000 0.145432612848 Long ABS-O CORP US Y 2 2055-04-25 Floating 3.62984800 N N N N N N HollyFrontier Corporation 549300J3U2WK73C9ZK26 436106AA6 165000.00000000 PA USD 175680.53000000 0.242678552441 Long DBT CORP US N 2 2026-04-01 Fixed 5.87500000 N N N N N N VCAT LLC N/A 91822VAA4 80275.11690000 PA USD 80228.63000000 0.110824846627 Long ABS-O CORP US Y 2 2049-11-25 Floating 3.57329900 N N N N N N Icahn Enterprises, L.P. / Icahn Enterprises Finance Corporation 549300T0G4GS0SINS786 451102BT3 130000.00000000 PA USD 135179.20000000 0.186731520995 Long DBT CORP US N 2 2026-05-15 Fixed 6.25000000 N N N N N N SIERRA TIMESHARE RECEIVABLES FUNDING LLC N/A 826525AB3 164495.60000000 PA USD 165536.79000000 0.228666367143 Long ABS-O CORP US Y 2 2037-07-20 Fixed 2.32000000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 893647BL0 90000.00000000 PA USD 88033.50000000 0.121606203865 Long DBT CORP US N 2 2027-11-15 Fixed 5.50000000 N N N N N N Galton Fd Mtg Tr 2018-1 N/A 36417JAL3 54219.50000000 PA USD 55927.93000000 0.077256763133 Long ABS-O CORP US Y 2 2057-11-25 Floating 3.49999900 N N N N N N Volt Lxxxvi Llc 2020-Npl2 N/A 91834UAA2 77287.88020000 PA USD 77462.32000000 0.107003568843 Long ABS-O CORP US Y 2 2050-02-25 Floating 2.98140100 N N N N N N Novastar Home Equity Loan N/A 66987WBX4 38268.35000000 PA USD 38561.31000000 0.053267159946 Long ABS-O CORP US N 2 2035-03-25 Floating 1.87425000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128LXFV7 133263.89000000 PA USD 154195.12000000 0.212999405882 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.00000000 N N N N N N Capital One Financial Corporation ZUE8T73ROZOF6FLBAR73 14040HBJ3 120000.00000000 PA USD 133590.31000000 0.184536687423 Long DBT CORP US N 2 2025-10-29 Fixed 4.20000000 N N N N N Nutrition & Biosciences Inc N/A 67079BAD2 165000.00000000 PA USD 166071.25000000 0.229404650316 Long DBT CORP US Y 2 2030-11-01 Fixed 2.30000000 N N N N N N Santander Holdings Usa Inc 549300SMVCQN2P0O6I58 80282KAT3 133000.00000000 PA USD 137865.39000000 0.190442123990 Long DBT CORP US N 2 2022-03-28 Fixed 3.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DKT8 422483.76410000 PA USD 441086.93000000 0.609301085744 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.00000000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAM5 0.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 2 2027-12-01 Fixed 3.95000000 N N N N N N MVW 2019-2 LLC N/A 55400DAA9 124168.13000000 PA USD 127653.68000000 0.176336047461 Long ABS-O CORP US Y 2 2038-10-20 Fixed 2.22000000 N N N N N N Towd Pt Mtg Tr 2018-Sj1 N/A 89176BAA4 64063.84000000 PA USD 64612.61000000 0.089253457194 Long ABS-O CORP US Y 2 2058-10-25 Floating 4.00000000 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89177JAB4 255000.00000000 PA USD 276998.85000000 0.382635912732 Long ABS-O CORP US Y 2 2058-12-25 Floating 3.75000100 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST N/A 96042GAJ1 150000.00000000 PA USD 152061.84000000 0.210052572204 Long ABS-O CORP US Y 2 2023-10-16 Fixed 3.61000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411JCL8 24748.62000000 PA USD 28695.10000000 0.039638344272 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.50000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 036752AL7 150000.00000000 PA USD 161711.65000000 0.223382460964 Long DBT CORP US N 2 2029-09-15 Fixed 2.87500000 N N N N N United Airlines (United Milage Plus) N/A 59921PAB2 120000.00000000 PA USD 122198.40000000 0.168800326494 Long LON CORP US N 2 2027-06-25 Variable 6.25000000 N N N N N N Truist Financial Corporation 549300DRQQI75D2JP341 89832QAF6 155000.00000000 PA USD 170005.55000000 0.234839346061 Long DBT CORP US N 2 2069-03-01 Fixed 5.10000000 N N N N N JERSEY MIKES FUNDING LLC N/A 476681AA9 130000.00000000 PA USD 139312.68000000 0.192441356587 Long ABS-O CORP US Y 2 2050-02-15 Fixed 4.43300000 N N N N N N Spirit Realty LP 549300GTBVIBJRX5BW73 84861TAG3 155000.00000000 PA USD 154769.69000000 0.213793095518 Long DBT CORP US N 2 2031-02-15 Fixed 3.20000000 N N N N N N Chase Mortgage Trust 2016-1 N/A 16163YAC8 73187.29000000 PA USD 74007.85000000 0.102231692420 Long ABS-O CORP US Y 2 2045-04-25 Floating 3.75000100 N N N N N N Sabine Pass Liquefaction, LLC 549300KJYBG7C6WJYZ11 785592AH9 100000.00000000 PA USD 105712.12000000 0.146026792252 Long DBT CORP US N 2 2022-03-15 Fixed 6.25000000 N N N N N N SBA Tower Trust N/A 78403DAP5 170000.00000000 PA USD 173005.60000000 0.238983503591 Long ABS-O CORP US Y 2 2026-01-15 Fixed 1.88400000 N N N N N N STARWOOD MORTGAGE RESIDENTIAL TRUST N/A 85573AAA3 354048.75040000 PA USD 360737.86000000 0.498309867778 Long ABS-O CORP US Y 2 2050-02-25 Floating 2.27499800 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 49456BAF8 160000.00000000 PA USD 179743.10000000 0.248290435595 Long DBT CORP US N 2 2025-06-01 Fixed 4.30000000 N N N N N VOLT LXXXV LLC N/A 91834TAA5 166775.20030000 PA USD 167375.26000000 0.231205961248 Long ABS-O CORP US Y 2 2050-01-25 Floating 3.22819900 N N N N N N CLACKAMAS & WASHINGTON CNTYS ORE SCH DIST N/A 178882NY8 120000.00000000 PA USD 160533.60000000 0.221755146493 Long DBT MUN US N 2 2032-06-15 Fixed 5.00000000 N N N N N N Diamond Sports Group LLC / Diamond Sports Finance Co 5493002K6DHWNZH8YA34 25277LAA4 55000.00000000 PA USD 32243.75000000 0.044540317445 Long DBT CORP US Y 2 2026-08-15 Fixed 5.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416QX75 112553.72000000 PA USD 129887.31000000 0.179421500898 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 5.00000000 N N N N N N Firstcash inc 549300V2X3UU7K0DG350 33767DAB1 50000.00000000 PA USD 50843.75000000 0.070233665908 Long DBT CORP US Y 2 2028-09-01 Fixed 4.62500000 N N N N N N Capital One Financial Corporation ZUE8T73ROZOF6FLBAR73 14040HBK0 165000.00000000 PA USD 181304.28000000 0.250446991603 Long DBT CORP US N 2 2026-07-28 Fixed 3.75000000 N N N N N N Towd Point Mortgage Trust N/A 89175JAB6 135000.00000000 PA USD 143166.02000000 0.197764217198 Long ABS-O CORP US Y 2 2057-10-25 Floating 2.99999900 N N N N N N PNC Financial Services Group Inc CFGNEKW0P8842LEUIA51 693475AQ8 170000.00000000 PA USD 182333.47000000 0.251868676404 Long DBT CORP US N 2 2049-12-29 Fixed 5.00000000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023CX1 108000.00000000 PA USD 128484.91000000 0.177484277679 Long DBT CORP US N 2 2060-05-01 Fixed 5.93000000 N N N N N N HB Fuller N/A 40409VAR5 37701.33000000 PA USD 37135.81000000 0.051298027246 Long LON CORP US N 2 2024-10-20 Variable 2.15138200 N N N N N N Ellucian N/A 83578BAM5 15000.00000000 PA USD 14782.80000000 0.020420410304 Long LON CORP US N 2 2027-09-23 Variable 4.50000000 N N N N N N Vistra Operations Co LLC 549300ZH5GKBTJZ7NM23 92840VAE2 180000.00000000 PA USD 195238.65000000 0.269695412249 Long DBT CORP US Y 2 2029-07-15 Fixed 4.30000000 N N N N N N Aramark Services, Inc. 42YMHYH0XMHJEXDUB065 038522AR9 50000.00000000 PA USD 52506.50000000 0.072530526938 Long DBT CORP US Y 2 2025-05-01 Fixed 6.37500000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DGM8 322249.01000000 PA USD 340028.76000000 0.469703086991 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.50000000 N N N N N N SBA Communications N/A 78404XAH8 129668.37000000 PA USD 125924.84000000 0.173947892163 Long LON CORP US N 2 2025-04-11 Variable 1.90000100 N N N N N N Flowserve Corporation 6Y0GK87T6V7NJKZJVM41 34354PAF2 200000.00000000 PA USD 199395.64000000 0.275437723681 Long DBT CORP US N 2 2030-10-01 Fixed 3.50000000 N N N N N Hillenbrand, Inc. U246OE781574J2BUD366 431571AB4 125000.00000000 PA USD 136250.00000000 0.188210684303 Long DBT CORP US N 2 2026-09-15 Fixed 4.50000000 N N N N N N Calpine Corp N/A 13134MBQ5 98750.00000000 PA USD 96394.32000000 0.133155529762 Long LON CORP US N 2 2026-04-01 Variable 2.40000100 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 912810SL3 1260000.00000000 PA USD 1372021.88000000 1.895260014050 Long DBT UST US N 2 2050-02-15 Fixed 2.00000000 N N N N N ELLINGTON FINANCIAL MORTGAGE TRUST N/A 31573TAC2 77604.40000000 PA USD 79178.82000000 0.109374678125 Long ABS-O CORP US Y 2 2059-11-25 Floating 3.04600000 N N N N N N Springleaf Finance Corporation 5493008I795YYBFWFU90 85172FAM1 70000.00000000 PA USD 77131.25000000 0.106546241054 Long DBT CORP US N 2 2025-03-15 Fixed 6.87500000 N N N N N Service Properties Trust 529900IS770AG1K9QG27 44106MAW2 165000.00000000 PA USD 139012.50000000 0.192026699095 Long DBT CORP US N 2 2027-02-15 Fixed 4.95000000 N N N N N Under Armour, Inc. 549300D4549QKWETZ406 904311AA5 75000.00000000 PA USD 72601.13000000 0.100288501713 Long DBT CORP US N 2 2026-06-15 Fixed 3.25000000 N N N N N Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GVR2 295000.00000000 PA USD 335486.99000000 0.463429254773 Long DBT CORP US N 2 2025-10-21 Fixed 4.25000000 N N N N N OCTANE RECEIVABLES TRUST 213800ATS5XS3UN4TF15 67592LAA4 190000.00000000 PA USD 190437.68000000 0.263063530789 Long ABS-O CORP US Y 2 2025-02-20 Fixed 1.71000000 N N N N N N Hilton USA Trust 2013-HLT N/A 43289VAJ2 185000.00000000 PA USD 184753.32000000 0.255211367226 Long ABS-O CORP US Y 2 2035-11-05 Fixed 3.32284000 N N N N N N AMSR 2020-SFR1 Trust N/A 00180AAA7 314698.04000000 PA USD 319330.52000000 0.441111307803 Long ABS-O CORP US Y 2 2025-04-17 Fixed 1.81900000 N N N N N N COOPER-STANDARD AUTOMOTIVE N/A 21676TAC9 68964.00000000 PA USD 59838.68000000 0.082658927784 Long LON CORP US N 2 2023-11-02 Variable 2.75000000 N N N N N N CARMAX AUTO OWNER TRUST 549300LQMUNTYT3DC014 14315NAF7 140000.00000000 PA USD 145403.24000000 0.200854629727 Long ABS-O CORP US N 2 2025-01-15 Fixed 3.74000000 N N N N N N VEROS AUTO RECEIVABLES TRUST N/A 92511FAB1 155000.00000000 PA USD 156008.52000000 0.215504369221 Long ABS-O CORP US Y 2 2025-06-16 Fixed 2.19000000 N N N N N N Talen Energy Supply LLC K5K33XN0PQAU1XF7NN66 87422VAG3 60000.00000000 PA USD 57476.10000000 0.079395347611 Long DBT CORP US Y 2 2028-01-15 Fixed 6.62500000 N N N N N N Seminole Tribe of Florida N/A 81683UAN7 88193.19000000 PA USD 84858.61000000 0.117220528859 Long LON CORP US N 2 2024-07-06 Variable 1.89663100 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 912828ZR4 1905000.00000000 PA USD 1904404.69000000 2.630673834099 Long DBT UST US N 2 2022-05-31 Fixed 0.12500000 N N N N N BBVA Bancomer SA Institucion de Banca Multiple Grupo Financiero BBVA Bancomer (Texas Agency) N/A 05533UAF5 200000.00000000 PA USD 197550.00000000 0.272888225205 Long DBT CORP MX Y 2 2033-01-18 Fixed 5.12500000 N N N N N N Arroyo Mortgage Tst N/A 042859AA6 277762.23490000 PA USD 286706.68000000 0.396045948163 Long ABS-O CORP US Y 2 2049-01-25 Floating 3.80499800 N N N N N N Towd Point Mortgage Trust N/A 89173UAB3 200000.00000000 PA USD 214566.62000000 0.296394351404 Long ABS-O CORP US Y 2 2057-06-25 Floating 2.99999900 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 9128286Y1 250000.00000000 PA USD 256445.31000000 0.354244016745 Long DBT UST US N 2 2022-06-15 Fixed 1.75000000 N N N N N N American Credit Acceptance Receivables Trust 2019-2 N/A 02530DAC0 125000.00000000 PA USD 127487.73000000 0.176106810301 Long ABS-O CORP US Y 2 2025-06-12 Fixed 3.17000000 N N N N N N IQVIA (Quintiles IMS) N/A 44969CBJ8 107525.00000000 PA USD 105878.25000000 0.146256278057 Long LON CORP US N 2 2025-06-08 Variable 1.97038100 N N N N N N Obx 2018-Exp2 Tr 549300T9OLE6UGS5GU41 67097XBJ8 60594.66000000 PA USD 61665.48000000 0.085182401385 Long ABS-O CORP US Y 2 2048-11-25 Floating 4.00000000 N N N N N N Bausch Health Companies Inc B3BS7ACMDUWISF18KY76 071734AC1 50000.00000000 PA USD 53718.75000000 0.074205084017 Long DBT CORP CA Y 2 2027-08-15 Fixed 5.75000000 N N N N N N Angi Group Llc N/A 001846AA2 65000.00000000 PA USD 64390.63000000 0.088946822275 Long DBT CORP US Y 2 2028-08-15 Fixed 3.87500000 N N N N N N CHG Healthcare N/A 12541HAR4 76818.03000000 PA USD 75129.57000000 0.103781194723 Long LON CORP US N 2 2023-06-07 Variable 4.00000000 N N N N N N FREED ABS TRUST N/A 35634LAA1 113320.38000000 PA USD 113587.41000000 0.156905425059 Long ABS-O CORP US Y 2 2027-09-20 Fixed 3.01000000 N N N N N N Graham Packaging/Reynolds Group Holdings N/A 38469EAC7 125000.00000000 PA USD 124205.63000000 0.171573039388 Long LON CORP US N 2 2027-07-28 Variable 4.50000000 N N N N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 95000U2S1 350000.00000000 PA USD 364092.32000000 0.502943594105 Long DBT CORP US N 2 2028-06-02 Fixed 2.39300000 N N N N N Deephaven Residential Mortgage Trust 2017-1 N/A 24381CAA0 23895.66000000 PA USD 23857.36000000 0.032955670101 Long ABS-O CORP US Y 2 2047-06-25 Floating 2.45300000 N N N N N N Gardner Denver N/A 365556AT6 9975.00000000 PA USD 9667.17000000 0.013353869218 Long LON CORP US N 2 2027-02-28 Variable 1.89663100 N N N N N N SAN DIEGO CNTY CALIF REGL ARPT AUTH N/A 79742GAF8 325000.00000000 PA USD 342693.00000000 0.473383369072 Long DBT MUN US N 2 2043-07-01 Fixed 5.59400000 N N N N N N Saudi Arabia (Kingdom of) 635400FMICXSM3SI3H65 80413TAT6 200000.00000000 PA USD 218438.00000000 0.301742131801 Long DBT NUSS SA Y 2 2030-10-22 Fixed 3.25000000 N N N N N N Consolidated Communications, Inc. 549300WW675Y48HDVX34 20903XAF0 95000.00000000 PA USD 97790.63000000 0.135084340482 Long DBT CORP US Y 2 2028-10-01 Fixed 6.50000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128M72V7 20532.33000000 PA USD 23804.99000000 0.032883328130 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 5.50000000 N N N N N N BANK MONTREAL QUE NQQ6HPCNCCU6TUTQYE16 06368BGS1 234000.00000000 PA USD 259384.76000000 0.358304463688 Long DBT CORP CA N 2 2032-12-15 Fixed 3.80300000 N N N N N N Summit Materials N/A 86614DAH1 97984.89000000 PA USD 96331.39000000 0.133068600600 Long LON CORP US N 2 2024-11-10 Variable 2.14475000 N N N N N N General Electric Company 3C7474T6CDKPR9K6YT90 369604BQ5 136000.00000000 PA USD 110387.05000000 0.152484566743 Long DBT CORP US N 2 2049-12-29 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412YFP2 123691.27000000 PA USD 145518.40000000 0.201013707469 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 5.50000000 N N N N N N LL ABS TRUST N/A 50202HAA1 160000.00000000 PA USD 160394.56000000 0.221563081806 Long ABS-O CORP US Y 2 2022-07-15 Fixed 2.33000000 N N N N N N MILL CITY MORTGAGE LOAN TRUST N/A 59981HAC5 100000.00000000 PA USD 108432.62000000 0.149784789805 Long ABS-O CORP US Y 2 2058-11-25 Floating 3.25000100 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 15135BAT8 45000.00000000 PA USD 49051.35000000 0.067757711189 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N NCR Corporation 549300YKTY8JX1DV2R67 62886EAZ1 10000.00000000 PA USD 9918.75000000 0.013701392476 Long DBT CORP US Y 2 2030-10-01 Fixed 5.25000000 N N N N N N TEXAS ST 5493006JSGNPGVJS7691 882724QP5 600000.00000000 PA USD 638274.00000000 0.881687972941 Long DBT MUN US N 2 2044-04-01 Fixed 3.21100000 N N N N N N PRPM LLC N/A 693585AA9 121995.16000000 PA USD 122201.36000000 0.168804415328 Long ABS-O CORP US Y 2 2025-09-25 Floating 2.85700000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 912828C57 115000.00000000 PA USD 116011.01000000 0.160253295991 Long DBT UST US N 2 2021-03-31 Fixed 2.25000000 N N N N N N Conagra Brands Inc 54930035UDEIH090K650 205887CA8 145000.00000000 PA USD 161502.21000000 0.223093148335 Long DBT CORP US N 2 2024-05-01 Fixed 4.30000000 N N N N N N Teck Resources Limited T8KI5SQ2JRWHL7XY0E11 878742AE5 145000.00000000 PA USD 168250.78000000 0.232415372025 Long DBT CORP CA N 2 2035-10-01 Fixed 6.12500000 N N N N N N GS MORTGAGE SECURITIES TRUST N/A 36258YBL1 135000.00000000 PA USD 148465.33000000 0.205084487006 Long ABS-O CORP US N 2 2053-02-13 Fixed 3.17310000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140QBSS8 136041.37900000 PA USD 142310.05000000 0.196581812064 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.00000000 N N N N N N Flagstar Mtg Tr 2017-1 N/A 33850BAC1 108389.76020000 PA USD 111569.31000000 0.154117696751 Long ABS-O CORP US Y 2 2047-03-25 Floating 3.49999900 N N N N N N Jp Morgan Mtg Tr 2017-5 N/A 46590YAA2 160498.52000000 PA USD 163896.55000000 0.226400600590 Long ABS-O CORP US Y 2 2047-12-15 Floating 3.12542300 N N N N N N Brightsphere Investment Group Inc 5493004FTLQNQTBOP608 10948WAA1 165000.00000000 PA USD 174857.62000000 0.241541815162 Long DBT CORP US N 2 2026-07-27 Fixed 4.80000000 N N N N N N CALIFORNIA ST N/A 13063BJC7 385000.00000000 PA USD 682712.80000000 0.943074079052 Long DBT MUN US N 2 2040-11-01 Fixed 7.60000000 N N N N N Corporate Office Properties LP H0TWO5VRNEP6CQAWPX27 22003BAG1 196000.00000000 PA USD 206624.13000000 0.285422891016 Long DBT CORP US N 2 2023-05-15 Fixed 3.60000000 N N N N N N American Campus Communities Operating Partnership, L.P. RDKVCX5HITZ2GPIR7153 024836AG3 0.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 2 2031-01-30 Fixed 3.87500000 N N N N N N ORANGE LAKE TIMESHARE TRUST N/A 68504UAB7 96871.44000000 PA USD 98149.21000000 0.135579669563 Long ABS-O CORP US Y 2 2038-04-09 Fixed 3.36000000 N N N N N N Tencent Holdings Limited 254900N4SLUMW4XUYY11 88032WAN6 200000.00000000 PA USD 225484.81000000 0.311476333138 Long DBT CORP KY Y 2 2029-04-11 Fixed 3.97500000 N N N N N N Verus Securitization Trust N/A 92535TAD9 105000.00000000 PA USD 108868.79000000 0.150387298827 Long ABS-O CORP US Y 2 2058-06-01 Floating 4.42599800 N N N N N N Harbor Freight N/A 41151PAN5 105000.00000000 PA USD 103681.20000000 0.143221354872 Long LON CORP US N 2 2027-10-14 Variable 4.00000000 N N N N N N The Allstate Corporation OBT0W1ED8G0NWVOLOJ77 020002BB6 150000.00000000 PA USD 159446.60000000 0.220253605107 Long DBT CORP US N 2 2053-08-15 Fixed 5.75000000 N N N N N N EQM MIDSTREAM PARTNERS LP 549300NELT611CL6XM83 26885BAH3 20000.00000000 PA USD 21004.20000000 0.029014420955 Long DBT CORP US Y 2 2027-07-01 Fixed 6.50000000 N N N N N N State of Qatar 52990074F6OJOAXK4P65 74727PBE0 200000.00000000 PA USD 255278.00000000 0.352631538111 Long DBT NUSS QA Y 2 2050-04-16 Fixed 4.40000000 N N N N N N Flex Limited 549300EAQH74YHD07T53 33938XAC9 94000.00000000 PA USD 102957.44000000 0.142221579717 Long DBT CORP SG N 2 2026-02-01 Fixed 3.75000000 N N N N N N Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC N/A 85208NAA8 100000.00000000 PA USD 101093.50000000 0.139646802302 Long ABS-O CORP US Y 2 2021-09-20 Fixed 3.36000000 N N N N N N American Airlines N/A 02376CBB0 103939.39000000 PA USD 66326.32000000 0.091620712473 Long LON CORP US N 2 2025-06-27 Variable 1.90625000 N N N N N N Citigroup Mortgage Loan Trust 549300R1KUK063S4I339 17307GHB7 35983.59000000 PA USD 39528.91000000 0.054603766611 Long ABS-O CORP US N 2 2034-08-25 Fixed 6.75000000 N N N N N N Bunker Hill Loan Depositary Trust N/A 12061RAA9 254431.81530000 PA USD 260735.16000000 0.360169856041 Long ABS-O CORP US Y 2 2049-07-25 Floating 2.87899900 N N N N N N SALES TAX SECURITIZATION CORP ILL N/A 79467BDK8 20000.00000000 PA USD 20253.80000000 0.027977846295 Long DBT MUN US N 2 2043-01-01 Fixed 3.41100000 N N N N N N New Residential Mortgage Loan Trust N/A 64830GAB2 153222.73000000 PA USD 165957.61000000 0.229247672245 Long ABS-O CORP US Y 2 2057-12-25 Floating 4.00000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DB3 124000.00000000 PA USD 125550.00000000 0.173430102123 Long DBT CORP US N 2 2168-09-30 Fixed 4.50000000 N N N N N Anheuser-Busch InBev Worldwide Inc. 549300CRGMZK3K53BF92 035240AQ3 40000.00000000 PA USD 48473.95000000 0.066960112296 Long DBT CORP US N 2 2029-01-23 Fixed 4.75000000 N N N N N N Homeward Opportunities Fund I Trust N/A 43789EAA4 110072.28340000 PA USD 111112.20000000 0.153486261992 Long ABS-O CORP US Y 2 2059-01-25 Floating 3.45399800 N N N N N N FLAGSHIP CREDIT AUTO TRUST N/A 33845XAC1 180000.00000000 PA USD 179954.51000000 0.248582469509 Long ABS-O CORP US Y 2 2027-02-16 Fixed 1.28000000 N N N N N N CSMC 2020-NQM1 N/A 126401AA6 100000.00000000 PA USD 100171.93000000 0.138373779767 Long ABS-O CORP US Y 2 2065-05-25 Floating 1.20800200 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411JDZ6 61487.53000000 PA USD 71605.61000000 0.098913327398 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.00000000 N N N N N N MASSACHUSETTS BAY TRANSN AUTH MASS 549300D2U0XBUXGX8P68 575579QD2 120000.00000000 PA USD 171082.80000000 0.236327419160 Long DBT MUN US N 2 2032-07-01 Fixed 5.25000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST N/A 96042QAJ9 170000.00000000 PA USD 170489.87000000 0.235508367703 Long ABS-O CORP US Y 2 2025-11-17 Fixed 1.24000000 N N N N N N TKC Holdings N/A 87256FAB0 81428.40000000 PA USD 76784.54000000 0.106067308751 Long LON CORP US N 2 2023-02-01 Variable 4.74999800 N N N N N N Harbor Freight N/A 41151PAM7 105000.00000000 PA USD 103769.93000000 0.143343923195 Long LON CORP US N 2 2023-08-16 Variable 3.25000100 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 912828ZT0 1970000.00000000 PA USD 1962073.82000000 2.710335826176 Long DBT UST US N 2 2025-05-31 Fixed 0.25000000 N N N N N N CARVANA AUTO RECIEVABLES TRUST 2019-3 N/A 14686XAF6 175000.00000000 PA USD 180023.46000000 0.248677714475 Long ABS-O CORP US Y 2 2025-04-15 Fixed 3.04000000 N N N N N N Nexstar Broadcasting N/A 65336RAW8 81653.13000000 PA USD 79775.11000000 0.110198370961 Long LON CORP US N 2 2026-06-20 Variable 2.89900100 N N N N N N Consolidated Communications N/A 20903EBA2 45000.00000000 PA USD 44683.65000000 0.061724332797 Long LON CORP US N 2 2027-10-18 Variable 5.74999900 N N N N N N Oshkosh Corporation 549300FEKNPCFSA2B506 688225AH4 41031.00000000 PA USD 43589.93000000 0.060213508653 Long DBT CORP US N 2 2030-03-01 Fixed 3.10000000 N N N N N N COREVEST AMERICAN FINANCE TRUST N/A 21872UAA2 158016.96000000 PA USD 160011.96000000 0.221034572391 Long ABS-O CORP US Y 2 2050-03-15 Fixed 1.83200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31374CLW4 51634.11000000 PA USD 62190.53000000 0.085907685934 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.50000000 N N N N N N Novelis Corporation 549300G5F3W3B52WYL23 670001AE6 55000.00000000 PA USD 55879.45000000 0.077189794664 Long DBT CORP US Y 2 2030-01-30 Fixed 4.75000000 N N N N N Springleaf Finance Corporation 5493008I795YYBFWFU90 85172FAN9 25000.00000000 PA USD 27752.88000000 0.038336796595 Long DBT CORP US N 2 2026-03-15 Fixed 7.12500000 N N N N N N AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST N/A 02530AAE2 78939.71000000 PA USD 79732.26000000 0.110139179564 Long ABS-O CORP US Y 2 2024-10-15 Fixed 3.75000000 N N N N N N Csmc 2019-Ice4 N/A 12653VAA4 205000.00000000 PA USD 205286.30000000 0.283574862393 Long ABS-O CORP US Y 2 2036-05-15 Floating 1.12838000 N N N N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 949746RG8 115000.00000000 PA USD 116377.18000000 0.160759109615 Long DBT CORP US N 2 2165-12-15 Fixed 5.90000000 N N N N N N AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST N/A 02530QAD9 170000.00000000 PA USD 170340.71000000 0.235302323624 Long ABS-O CORP US Y 2 2026-12-14 Fixed 1.77000000 N N N N N N Ajax Mortgage Loan Trust 2019-D N/A 00968FAA4 165600.01000000 PA USD 167918.31000000 0.231956110328 Long ABS-O CORP US Y 2 2065-09-25 Floating 2.95600000 N N N N N N Scientific Games International, Inc. RLTHESQ0RNFQJWPBJN60 80874YBC3 20000.00000000 PA USD 19900.00000000 0.027489120129 Long DBT CORP US Y 2 2028-05-15 Fixed 7.00000000 N N N N N N Patterson Uti Eneg 254900XGFBKIXD6G0697 703481AC5 80000.00000000 PA USD 60205.85000000 0.083166122771 Long DBT CORP US N 2 2029-11-15 Fixed 5.15000000 N N N N N N FIRST INVESTORS AUTO OWNER TRUST N/A 32059TAE9 150000.00000000 PA USD 155618.07000000 0.214965016108 Long ABS-O CORP US Y 2 2025-03-17 Fixed 3.26000000 N N N N N N BX TRUST N/A 05606FAL7 130000.00000000 PA USD 125392.93000000 0.173213131465 Long ABS-O CORP US Y 2 2041-12-09 Fixed 4.07546000 N N N N N N Refinitiv (Thomson Reuters Financial & Risk) N/A 31740MAC5 129670.05000000 PA USD 127958.41000000 0.176756990154 Long LON CORP US N 2 2025-10-01 Variable 3.39662900 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 064058AH3 160000.00000000 PA USD 171600.00000000 0.237041860011 Long DBT CORP US N 2 2168-09-20 Fixed 4.70000000 N N N N N N GFL Environmental Inc. 5493008HF9XC5H29ZX61 36168QAK0 95000.00000000 PA USD 95178.13000000 0.131475530114 Long DBT CORP CA Y 2 2025-08-01 Fixed 3.75000000 N N N N N Drive Auto Receivables Trust 2019-4 N/A 26209AAF8 135000.00000000 PA USD 138269.20000000 0.190999932110 Long ABS-O CORP US N 2 2025-11-17 Fixed 2.51000000 N N N N N N VMware Inc 549300BUDHS3LRWBE814 928563AC9 100000.00000000 PA USD 110497.31000000 0.152636875807 Long DBT CORP US N 2 2027-08-21 Fixed 3.90000000 N N N N N N Microchip Technology Incorporated 5493007PTFULNYZJ1R12 595017AS3 100000.00000000 PA USD 103908.40000000 0.143535200505 Long DBT CORP US Y 2 2025-09-01 Fixed 4.25000000 N N N N N N New Resi Mortgage Loan Trust 2014-3 N/A 64829DAG1 276617.12000000 PA USD 296715.87000000 0.409872271093 Long ABS-O CORP US Y 2 2054-11-25 Floating 3.75000100 N N N N N N Virgin Media Finance PLC 2138001LVYC87DDHT482 92769VAJ8 200000.00000000 PA USD 199250.00000000 0.275236542000 Long DBT CORP GB Y 2 2030-07-15 Fixed 5.00000000 N N N N N FIRSTKEY HOMES TRUST N/A 33767JAC6 270000.00000000 PA USD 269661.39000000 0.372500218291 Long ABS-O CORP US Y 2 2037-10-19 Fixed 1.56700000 N N N N N N Petronas Capital Limited 549300G7YFX3540OYR85 716743AP4 200000.00000000 PA USD 223285.05000000 0.308437666460 Long DBT CORP MY Y 2 2030-04-21 Fixed 3.50000000 N N N N N N DT Auto Owner Trust N/A 23342WAE8 28636.78300000 PA USD 28675.67000000 0.039611504393 Long ABS-O CORP US Y 2 2023-12-15 Fixed 3.47000000 N N N N N N Prudential Financial, Inc. 5PRBRS5FEH7NREC8OR45 744320AM4 230000.00000000 PA USD 245611.95000000 0.339279216019 Long DBT CORP US N 2 2043-06-15 Fixed 5.62500000 N N N N N N Meredith Corp 549300YC8BC386CCTS24 589433AB7 85000.00000000 PA USD 70603.13000000 0.097528538798 Long DBT CORP US N 2 2026-02-01 Fixed 6.87500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761J3R8 180000.00000000 PA USD 198764.54000000 0.274565945605 Long DBT CORP US N 2 2026-07-27 Fixed 3.12500000 N N N N N N PRESTIGE AUTO RECEIVABLES TRUST N/A 74114BAG8 205000.00000000 PA USD 205094.73000000 0.283310234718 Long ABS-O CORP US Y 2 2026-11-16 Fixed 1.31000000 N N N N N N Motorola Solutions Inc 6S552MUG6KGJVEBSEC55 620076BN8 50000.00000000 PA USD 58821.43000000 0.081253736455 Long DBT CORP US N 2 2029-05-23 Fixed 4.60000000 N N N N N N Springleaf Finance Corporation 5493008I795YYBFWFU90 85172FAR0 10000.00000000 PA USD 10300.40000000 0.014228589597 Long DBT CORP US N 2 2029-11-15 Fixed 5.37500000 N N N N N N Altice International N/A 64072UAH5 99746.19000000 PA USD 96613.66000000 0.133458517883 Long LON CORP US N 2 2026-01-11 Variable 2.39838100 N N N N N N Block Financial Llc N/A 093662AH7 160000.00000000 PA USD 165031.35000000 0.227968171119 Long DBT CORP US N 2 2030-08-15 Fixed 3.87500000 N N N N N UNITED AUTO CREDIT SECURITIZATION TRUST N/A 90945BAE4 100000.00000000 PA USD 101426.44000000 0.140106713239 Long ABS-O CORP US Y 2 2025-02-10 Fixed 2.15000000 N N N N N N FOUNDATION FINANCE TRUST 5493002KPTN6JUQ40J20 35041JAA3 79879.38000000 PA USD 82404.47000000 0.113830471107 Long ABS-O CORP US Y 2 2034-11-15 Fixed 3.86000000 N N N N N N Citadel Limited Partnership N/A 17288XAB0 155000.00000000 PA USD 165955.73000000 0.229245075283 Long DBT CORP US Y 2 2027-01-15 Fixed 4.87500000 N N N N N N Edison International 549300I7ROF15MAEVP56 281020AM9 160000.00000000 PA USD 167670.46000000 0.231613739553 Long DBT CORP US N 2 2028-03-15 Fixed 4.12500000 N N N N N N Tenet Healthcare Corporation 0W9AIBT6U6ADJ2I8HK17 88033GDE7 15000.00000000 PA USD 16179.38000000 0.022349593991 Long DBT CORP US Y 2 2025-04-01 Fixed 7.50000000 N N N N N Scientific Games International, Inc. RLTHESQ0RNFQJWPBJN60 80874YBA7 50000.00000000 PA USD 50804.75000000 0.070179792758 Long DBT CORP US Y 2 2026-03-15 Fixed 8.25000000 N N N N N N Aqua Finance Trust 2019-A N/A 038370AA0 106779.83000000 PA USD 109196.96000000 0.150840620664 Long ABS-O CORP US Y 2 2040-07-16 Fixed 3.14000000 N N N N N N Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 549300YKWOC0AOR16R51 013092AC5 105000.00000000 PA USD 108381.00000000 0.149713483857 Long DBT CORP US Y 2 2027-01-15 Fixed 4.62500000 N N N N N N GCAT LLC N/A 36166PAA6 190677.24000000 PA USD 194019.49000000 0.268011309953 Long ABS-O CORP US Y 2 2059-02-25 Floating 2.98500100 N N N N N N VERUS SECURITIZATION TRUST N/A 92537BAA2 61062.10000000 PA USD 62699.06000000 0.086610150369 Long ABS-O CORP US Y 2 2058-10-25 Floating 4.10800000 N N N N N N Exelon Corporation 3SOUA6IRML7435B56G12 30161NAW1 85000.00000000 PA USD 88631.75000000 0.122432604172 Long DBT CORP US N 2 2022-06-01 Fixed 3.49700000 N N N N N N Fairfax Financial Holdings Limited GLS7OQD0WOEDI8YAP031 303901BB7 150000.00000000 PA USD 163393.56000000 0.225705788905 Long DBT CORP CA N 2 2028-04-17 Fixed 4.85000000 N N N N N N International Game Technology PLC 549300UQ6KHRCZDRGZ76 460599AE3 20000.00000000 PA USD 19832.10000000 0.027395325593 Long DBT CORP GB Y 2 2029-01-15 Fixed 5.25000000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 912810SD1 590000.00000000 PA USD 778730.86000000 1.075709857240 Long DBT UST US N 2 2048-08-15 Fixed 3.00000000 N N N N N N Dell International L.L.C. and EMC Corporation N/A 25272KAN3 105000.00000000 PA USD 141965.67000000 0.196106098336 Long DBT CORP US Y 2 2036-07-15 Fixed 8.10000000 N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119BR9 65000.00000000 PA USD 72072.98000000 0.099558934940 Long DBT CORP US N 2 2025-02-01 Fixed 5.37500000 N N N N N N Mvw Owner Trust 2016-1 N/A 553894AA4 35372.61000000 PA USD 35486.56000000 0.049019814614 Long ABS-O CORP US Y 2 2033-12-20 Fixed 2.25000000 N N N N N N Integer Holdings (fka Greatbatch) N/A 39154EAG6 125000.00000000 PA USD 124107.50000000 0.171437486254 Long LON CORP US N 2 2022-10-27 Variable 3.49999900 N N N N N N GLP Capital L.P. and GLP Financing II, Inc. 2549005PXW31DRW8EC44 361841AK5 155000.00000000 PA USD 176753.48000000 0.244160685679 Long DBT CORP US N 2 2028-06-01 Fixed 5.75000000 N N N N N N Sundyne N/A 85519WAC8 74812.50000000 PA USD 72007.03000000 0.099467834062 Long LON CORP US N 2 2027-03-03 Variable 5.24999900 N N N N N N Motorola Solutions Inc 6S552MUG6KGJVEBSEC55 620076BL2 96429.00000000 PA USD 112594.00000000 0.155533165420 Long DBT CORP US N 2 2028-02-23 Fixed 4.60000000 N N N N N N ROCKDALE CNTY GA WTR & SEW AUTH N/A 773038DP6 305000.00000000 PA USD 322924.85000000 0.446076381630 Long DBT MUN US N 2 2024-07-01 Fixed 3.06000000 N N N N N N Hanesbrands Inc. GX5LWVWZLL5S4W1L2F20 410345AN2 100000.00000000 PA USD 105375.00000000 0.145561107218 Long DBT CORP US Y 2 2025-05-15 Fixed 5.37500000 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST N/A 92939KAG3 62000.00000000 PA USD 63651.42000000 0.087925705064 Long ABS-O CORP US N 2 2047-11-15 Fixed 3.93100000 N N N N N N COLT 2020-RPL1 TRUST N/A 19687YAA3 200000.00000000 PA USD 200240.40000000 0.276604643737 Long ABS-O CORP US Y 2 2065-01-25 Floating 1.38970100 N N N N N N Level 3 Financing, Inc. N/A 527298BR3 130000.00000000 PA USD 130780.00000000 0.180654629675 Long DBT CORP US Y 2 2028-07-01 Fixed 4.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31414DBV7 19285.07000000 PA USD 22314.61000000 0.030824572609 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.00000000 N N N N N N Westinghouse Electric Co N/A 11284EAL7 98198.75000000 PA USD 96127.74000000 0.132787286062 Long LON CORP US N 2 2025-08-01 Variable 3.75000100 N N N N N N N/A N/A 20268BAA8 180000.00000000 PA USD 180384.48000000 0.249176414081 Long ABS-O CORP US N 2 2051-10-25 Fixed 1.69000000 N N N N N N New Residential Mortgage Loan Trust 2020-1 N/A 64830TAD0 113918.98000000 PA USD 122189.27000000 0.168787714651 Long ABS-O CORP US Y 2 2059-10-25 Floating 3.49999900 N N N N N N JP Morgan Mortgage Trust N/A 466247SE4 49248.15000000 PA USD 50495.40000000 0.069752468170 Long ABS-O CORP US N 2 2035-08-25 Floating 2.86988800 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FAQ4 180000.00000000 PA USD 202060.07000000 0.279118268221 Long DBT CORP US N 2 2030-11-15 Fixed 4.15000000 N N N N N N Atlantic Power N/A C3301DAD0 51473.68000000 PA USD 51130.35000000 0.070629564493 Long LON CORP US N 2 2025-04-19 Variable 3.49999900 N N N N N N Station Casinos N/A 85769EAZ4 39739.10000000 PA USD 38205.77000000 0.052776030209 Long LON CORP US N 2 2027-01-31 Variable 2.49999800 N N N N N N Avolon Holdings Funding Limited 635400ZRKEX9L1BKCH30 05401AAG6 125000.00000000 PA USD 121383.13000000 0.167674142827 Long DBT CORP KY Y 2 2026-05-01 Fixed 4.37500000 N N N N N N DIAMOND RESORTS OWNER TRUST N/A 25272XAA3 45826.96000000 PA USD 46511.72000000 0.064249560729 Long ABS-O CORP US Y 2 2029-10-22 Fixed 3.27000000 N N N N N N Navistar N/A 63937YAE1 87525.00000000 PA USD 86890.44000000 0.120027223279 Long LON CORP US N 2 2024-11-02 Variable 3.65000000 N N N N N N MPT Operating Partnership LP / MPT Finance Corporation 254900U6E39J1MQCCY14 55342UAJ3 25000.00000000 PA USD 26218.00000000 0.036216570429 Long DBT CORP US N 2 2029-08-01 Fixed 4.62500000 N N N N N N Dp World Plc 549300M3U2DNF4QVSS04 23330JAA9 100000.00000000 PA USD 125880.10000000 0.173886089990 Long DBT CORP AE Y 2 2037-07-02 Fixed 6.85000000 N N N N N N CPG International N/A 12626JAE7 40087.45000000 PA USD 40092.46000000 0.055382233629 Long LON CORP US N 2 2024-05-04 Variable 4.74999800 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 9128284V9 1210000.00000000 PA USD 1409508.20000000 1.947042222779 Long DBT UST US N 2 2028-08-15 Fixed 2.87500000 N N N N N N Lear Corporation 549300UPNBTXA1SYTQ33 521865AY1 165000.00000000 PA USD 177032.37000000 0.244545933956 Long DBT CORP US N 2 2027-09-15 Fixed 3.80000000 N N N N N N EPR Properties 549300YSSXFHMPOWZ492 26884UAC3 220000.00000000 PA USD 199875.34000000 0.276100363426 Long DBT CORP US N 2 2026-12-15 Fixed 4.75000000 N N N N N N B.A.T. Capital Corporation 2138005GYEXN7XRHFA84 05526DBN4 195000.00000000 PA USD 227628.19000000 0.314437118581 Long DBT CORP US N 2 2030-04-02 Fixed 4.90600000 N N N N N N Citgo Petroleum N/A 17302UAM4 58366.22000000 PA USD 54718.33000000 0.075585866666 Long LON CORP US N 2 2024-03-27 Variable 6.00000100 N N N N N N Jpmbb Coml Mortgage Secs Trust 2015-C31 N/A 46644YAZ3 125000.00000000 PA USD 138316.28000000 0.191064966672 Long ABS-O CORP US N 2 2048-08-15 Fixed 4.10580000 N N N N N N VMware Inc 549300BUDHS3LRWBE814 928563AF2 55000.00000000 PA USD 65012.72000000 0.089806154272 Long DBT CORP US N 2 2030-05-15 Fixed 4.70000000 N N N N N N Sofi Consumer Ln Program 2016-5 Llc 549300O6TO32N91PEI50 83405LAB6 33022.60000000 PA USD 33323.16000000 0.046031374288 Long ABS-O CORP US Y 2 2026-09-25 Fixed 2.78000000 N N N N N N AMUR EQUIPMENT FINANCE RECEIVABLES VI LLC N/A 03237JAB3 77020.34000000 PA USD 78673.20000000 0.108676233455 Long ABS-O CORP US Y 2 2022-07-20 Fixed 3.89000000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023CY9 90000.00000000 PA USD 99646.79000000 0.137648370895 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N CF HIPPOLYTA ISSUER LLC N/A 12530MAA3 113522.06000000 PA USD 115030.48000000 0.158898828305 Long ABS-O CORP US Y 2 2060-07-15 Fixed 1.69000000 N N N N N N AMSR TRUST N/A 00178UAC3 250000.00000000 PA USD 256403.95000000 0.354186883579 Long ABS-O CORP US Y 2 2037-07-17 Fixed 2.53300000 N N N N N N American Homes 4 Rent N/A 02666BAC0 220000.00000000 PA USD 242087.80000000 0.334411086235 Long ABS-O CORP US Y 2 2045-10-17 Fixed 4.69100000 N N N N N N UBS AG Stamford Branch 254900R882POXXVAK772 90261AAB8 250000.00000000 PA USD 278521.09000000 0.384738678472 Long DBT CORP CH N 2 2022-08-17 Fixed 7.62500000 N N N N N N Catalent N/A 14880BAG6 49622.17000000 PA USD 49508.54000000 0.068389256457 Long LON CORP US N 2 2026-05-10 Variable 3.25000100 N N N N N N Voya Financial Inc 549300T065Z4KJ686G75 45685EAG1 105000.00000000 PA USD 108465.53000000 0.149830250456 Long DBT CORP US N 2 2053-05-15 Fixed 5.65000000 N N N N N Trinity Acquisition plc 549300FJZWZN6MJNGB63 89641UAC5 60000.00000000 PA USD 69307.27000000 0.095738485973 Long DBT CORP GB N 2 2026-03-15 Fixed 4.40000000 N N N N N N Aramark N/A 03852JAR2 24875.00000000 PA USD 23887.84000000 0.032997774039 Long LON CORP US N 2 2026-12-10 Variable 1.89663100 N N N N N N ESH Hospitality, Inc. 54930042FMK7X7SQ2896 26907YAB0 80000.00000000 PA USD 78500.00000000 0.108436981415 Long DBT CORP US Y 2 2027-10-01 Fixed 4.62500000 N N N N N N Ultimate Software N/A 90385KAD3 40000.00000000 PA USD 39837.60000000 0.055030179501 Long LON CORP US N 2 2026-05-03 Variable 4.74999800 N N N N N N Stanley Black & Decker, Inc. 549300DJ09SMTO561131 854502AM3 90000.00000000 PA USD 94080.30000000 0.129959028568 Long DBT CORP US N 2 2060-03-15 Fixed 4.00000000 N N N N N EXANTAS CAPITAL CORP LTD N/A 30070RAA0 160000.00000000 PA USD 159163.52000000 0.219862568920 Long ABS-CBDO CORP KY Y 2 2035-03-15 Floating 1.29724900 N N N N N N Viagogo N/A 74530DAC9 64512.50000000 PA USD 56730.68000000 0.078365652138 Long LON CORP US N 2 2049-12-31 Variable 3.64663100 N N N N N N FAIR SQUARE ISSUANCE TRUST N/A 303394AA8 305000.00000000 PA USD 305170.74000000 0.421551514164 Long ABS-O CORP US Y 2 2024-09-20 Fixed 2.90000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBP0 400000.00000000 PA USD 426689.08000000 0.589412431058 Long DBT CORP US N 2 2031-05-13 Fixed 2.95600000 N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967KY6 95000.00000000 PA USD 104563.46000000 0.144440076034 Long DBT CORP US N 2 2026-10-21 Fixed 3.20000000 N N N N N N CenturyLink N/A 15669GAH7 39687.56000000 PA USD 38282.82000000 0.052882464214 Long LON CORP US N 2 2027-03-15 Variable 2.39663200 N N N N N N Ineos N/A 45672JAK6 129666.67000000 PA USD 126317.38000000 0.174490132324 Long LON CORP US N 2 2024-03-31 Variable 2.14663000 N N N N N N Royalty Pharma plc 549300FGFN7VOK8BZR03 78081BAF0 69000.00000000 PA USD 66348.97000000 0.091652000341 Long DBT CORP GB Y 2 2050-09-02 Fixed 3.55000000 N N N N N N Brookfield Finance Inc. N/A 11271LAA0 220000.00000000 PA USD 253691.88000000 0.350440530914 Long DBT CORP CA N 2 2026-06-02 Fixed 4.25000000 N N N N N N Aqua Finance Trust 2019-A N/A 038370AC6 180000.00000000 PA USD 183478.93000000 0.253450972261 Long ABS-O CORP US Y 2 2040-07-16 Fixed 4.01000000 N N N N N N Alliance Laundry Systems N/A 01862LAW8 60000.00000000 PA USD 59587.50000000 0.082311957071 Long LON CORP US N 2 2027-09-30 Variable 4.25000200 N N N N N N Royalty Pharma plc 549300FGFN7VOK8BZR03 78081BAD5 165000.00000000 PA USD 162757.38000000 0.224826993506 Long DBT CORP GB Y 2 2030-09-02 Fixed 2.20000000 N N N N N LifePoint Health, Inc 549300G8ZVHRTBBBSZ90 53219LAS8 35000.00000000 PA USD 34727.35000000 0.047971070147 Long DBT CORP US Y 2 2027-02-15 Fixed 4.37500000 N N N N N Perrigo Finance Unlimited Company 549300E86RB6YCTMRM83 71429MAB1 200000.00000000 PA USD 222873.38000000 0.307869000828 Long DBT CORP IE N 2 2026-03-15 Fixed 4.37500000 N N N N N N CCG RECEIVABLES TRUST N/A 12510FAC8 100000.00000000 PA USD 102029.08000000 0.140939177729 Long ABS-O CORP US Y 2 2027-03-15 Fixed 2.55000000 N N N N N N Aker Bp Asa 549300NFTY73920OYK69 00973RAG8 150000.00000000 PA USD 148675.80000000 0.205375222439 Long DBT CORP NO Y 2 2026-01-15 Fixed 2.87500000 N N N N N N Oshkosh Corporation 549300FEKNPCFSA2B506 688239AF9 113000.00000000 PA USD 129408.73000000 0.178760408280 Long DBT CORP US N 2 2028-05-15 Fixed 4.60000000 N N N N N N Aercap Ireland Capital DAC 549300TI38531ODB1G63 00774MAB1 150000.00000000 PA USD 141610.97000000 0.195616128943 Long DBT CORP IE N 2 2027-07-21 Fixed 3.65000000 N N N N N Weekley Homes LLC/Weekley Finance Corp. 5493009MTTQO8ZN53F13 948565AD8 100000.00000000 PA USD 101532.00000000 0.140252529898 Long DBT CORP US Y 2 2028-09-15 Fixed 4.87500000 N N N N N N Olin Corporation 549300GKK294V7W57P06 680665AL0 120000.00000000 PA USD 124199.40000000 0.171564433498 Long DBT CORP US N 2 2029-08-01 Fixed 5.62500000 N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 912810SH2 1280000.00000000 PA USD 1657150.00000000 2.289125398119 Long DBT UST US N 2 2049-05-15 Fixed 2.87500000 N N N N N Transocean Guardian Ltd N/A 893800AA0 31200.00000000 PA USD 19110.00000000 0.026397843501 Long DBT CORP KY Y 2 2024-01-15 Fixed 5.87500000 N N N N N N Radiate Holdco (fka RCN Grande) N/A 75025KAF5 17860.09000000 PA USD 17590.94000000 0.024299470495 Long LON CORP US N 2 2026-09-11 Variable 4.25000200 N N N N N N N/A N/A 26483NAN0 94525.00000000 PA USD 93264.51000000 0.128832126593 Long LON CORP US N 2 2026-02-01 Variable 3.90624800 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AX6 160000.00000000 PA USD 159210.88000000 0.219927990263 Long DBT CORP US Y 2 2025-09-01 Fixed 1.62500000 N N N N N N Teva Pharmaceutical Finance Netherlands III B.V. 5493004T21MOAFINJP35 88167AAE1 85000.00000000 PA USD 74959.38000000 0.103546100585 Long DBT CORP NL N 2 2026-10-01 Fixed 3.15000000 N N N N N UNIVERSITY CALIF RRR42I7GG51DB5HDQR14 91412HBU6 115000.00000000 PA USD 129086.35000000 0.178315084534 Long DBT MUN US N 2 2048-05-15 Fixed 4.42800000 N N N N N N Southern Power Company 5LADC78JBG2BMZD5XF57 843646AM2 125000.00000000 PA USD 143499.29000000 0.198224583985 Long DBT CORP US N 2 2025-12-01 Fixed 4.15000000 N N N N N N Science Applications International Corporation New 549300LZPNZIXQGZPZ48 808625AA5 120000.00000000 PA USD 125913.60000000 0.173932365645 Long DBT CORP US Y 2 2028-04-01 Fixed 4.87500000 N N N N N DPL Inc. N/A 233293AQ2 120000.00000000 PA USD 130330.20000000 0.180033292678 Long DBT CORP US N 2 2029-04-15 Fixed 4.35000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABE4 145000.00000000 PA USD 163068.45000000 0.225256694039 Long DBT CORP US Y 2 2030-04-15 Fixed 3.87500000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RCQ5 150000.00000000 PA USD 154125.27000000 0.212902917689 Long ABS-O CORP US Y 2 2023-09-20 Fixed 3.07000000 N N N N N N Hewlett Packard Enterprise Company 549300BX44RGX6ANDV88 42824CAW9 160000.00000000 PA USD 183945.08000000 0.254094894540 Long DBT CORP US N 2 2025-10-15 Fixed 4.90000000 N N N N N 2020-11-27 Dunham Funds James Colantino James Colantino Assistant Treasurer