0001752724-21-155758.txt : 20210726 0001752724-21-155758.hdr.sgml : 20210726 20210726164201 ACCESSION NUMBER: 0001752724-21-155758 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20210528 FILED AS OF DATE: 20210726 PERIOD START: 20210531 FILER: COMPANY DATA: COMPANY CONFORMED NAME: T. Rowe Price Short-Term Bond Fund, Inc. CENTRAL INDEX KEY: 0000731890 IRS NUMBER: 521332477 STATE OF INCORPORATION: MD FISCAL YEAR END: 0531 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-03894 FILM NUMBER: 211114641 BUSINESS ADDRESS: STREET 1: 100 EAST PRATT STREET CITY: BALTIMORE STATE: MD ZIP: 21202 BUSINESS PHONE: 410-345-2000 MAIL ADDRESS: STREET 1: 100 EAST PRATT STREET CITY: BALTIMORE STATE: MD ZIP: 21202 FORMER COMPANY: FORMER CONFORMED NAME: PRICE T ROWE SHORT TERM BOND FUND INC DATE OF NAME CHANGE: 19920703 0000731890 S000002141 T. Rowe Price Short-Term Bond Fund, Inc. C000005536 T. Rowe Price Short-Term Bond Fund, Inc. PRWBX C000005537 T. Rowe Price Short-Term Bond Fund-Advisor Class PASHX C000166333 T. Rowe Price Short-Term Bond Fund-I Class TBSIX C000225824 T. Rowe Price Short-Term Bond Fund-Z Class TRZOX NPORT-P 1 primary_doc.xml NPORT-P false 0000731890 XXXXXXXX S000002141 C000225824 C000166333 C000005536 C000005537 T. ROWE PRICE SHORT-TERM BOND FUND, INC. 811-03894 0000731890 549300C2B2KYI619RG43 100 East Pratt Street Baltimore 21202 410-345-2000 T. Rowe Price Short-Term Bond Fund, Inc. S000002141 O3EF15Z749ITOPZMGX97 2021-05-31 2021-05-28 N 6147335509.70 69509183.82 6077826325.88 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 25855000.00000000 21486264.97000000 0.00000000 11963.60000000 USD N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 Freddie Mac Structured Agency Credit Risk Debt Notes 3137G0QP7 755668.22000000 PA USD 756458.20000000 0.012446196377 Long ABS-MBS CORP US N 2 2030-03-25 Floating 0.84163000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 BPCE SA 05578QAA1 17347000.00000000 PA USD 19266358.82000000 0.316994230946 Long DBT CORP FR N 2 2023-10-22 Fixed 5.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Non Gold Pool 3128JRBQ8 7719.45000000 PA USD 7829.08000000 0.000128813815 Long ABS-MBS USGSE US N 2 2034-02-01 Floating 2.36200000 N N N N N N Towd Point Mortgage Trust N/A Towd Point Mortgage Trust 2015-5 89171VAK3 289122.33000000 PA USD 289365.28000000 0.004760999483 Long ABS-MBS CORP US N 2 2055-05-25 Variable 2.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138EGXV1 756.54000000 PA USD 764.96000000 0.000012586078 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 5.50000000 N N N N N N Verus Securitization Trust N/A Verus Securitization Trust 2021-R2 92538DAA7 6858373.14000000 PA USD 6878275.45000000 0.113169990078 Long ABS-MBS CORP US N 2 2064-02-25 Variable 0.91800000 N N N N N N Cayuga Park CLO, Ltd. 549300SVH2QJEV4A2G21 Cayuga Park CLO Ltd 149791AA3 8290000.00000000 PA USD 8298623.84000000 0.136539338162 Long ABS-CBDO CORP KY N 2 2031-07-17 Floating 1.78975000 N N N N N N Freddie Mac - STACR 5493007ZK0X40BI7UF30 Freddie Mac STACR Remic Trust 2020-DNA2 35565KAA6 614132.05000000 PA USD 614132.05000000 0.010104468556 Long ABS-MBS CORP US N 2 2050-02-25 Floating 0.84163000 N N N N N N CATERPILLAR FINL SERVICE EDBQKYOPJUCJKLOJDE72 Caterpillar Financial Services Corp 14913Q2P3 5130000.00000000 PA USD 5133396.06000000 0.084461052105 Long DBT CORP US N 2 2021-09-07 Floating 0.45550000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31408BQC5 22157.67000000 PA USD 22331.07000000 0.000367418692 Long ABS-MBS USGSE US N 2 2035-12-01 Floating 2.30700000 N N N N N N Navient Student Loan Trust N/A Navient Private Education Refi Loan Trust 2020-F 63941XAA5 5615736.80000000 PA USD 5663510.43000000 0.093183156713 Long ABS-O CORP US N 2 2069-07-15 Fixed 1.22000000 N N N N N N World OMNI Select Auto Trust N/A World Omni Select Auto Trust 2020-A 98163DAE8 4085000.00000000 PA USD 4098355.50000000 0.067431270330 Long ABS-O CORP US N 2 2026-06-15 Fixed 0.84000000 N N N N N N Onslow Bay Financial LLC N/A OBX 2021-J1 Trust 67113XAD2 9954317.42000000 PA USD 10207455.71000000 0.167945827384 Long ABS-MBS CORP US N 2 2051-05-25 Variable 2.50000000 N N N N N N JP Morgan Chase Commercial Mor N/A JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD 46591JAG1 12870000.00000000 PA USD 12857952.39000000 0.211555113630 Long ABS-MBS CORP US N 2 2029-09-15 Floating 1.45100000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 CVS Health Corp 126650DE7 2460000.00000000 PA USD 2610962.82000000 0.042958825738 Long DBT CORP US N 2 2024-08-15 Fixed 2.62500000 N N N N N N FLAGSTAR MORTGAGE TRUST N/A FLAGSTAR MORTGAGE TRUST 2020-1NV 33851YAL0 3258424.92000000 PA USD 3258310.22000000 0.053609794773 Long ABS-MBS CORP US N 2 2050-03-25 Floating 0.94163000 N N N N N N Bank N/A Bank 2019-BNK19 06540WBA0 2757911.03000000 PA USD 2827615.30000000 0.046523463297 Long ABS-MBS CORP US N 2 2061-08-15 Fixed 2.26300000 N N N N N N AMERISOURCEBERGEN CORP AI8GXW8LG5WK7E9UD086 AmerisourceBergen Corp 03073EAS4 15815000.00000000 PA USD 15841996.21000000 0.260652334577 Long DBT CORP US N 2 2023-03-15 Fixed 0.73700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 313617NN8 2043.28000000 PA USD 2053.22000000 0.000033782143 Long ABS-MBS USGSE US N 2 2027-07-01 Floating 2.29700000 N N N N N N GS Mortgage Securities Trust 5493005BBCF84ICNQ550 GS Mortgage Securities Corp II 36264YAE0 5705000.00000000 PA USD 5706700.09000000 0.093893767015 Long ABS-MBS CORP US N 2 2026-05-15 Floating 1.75000000 N N N N N N COMM Mortgage Trust N/A COMM 2020-CBM Mortgage Trust 20049AAG3 3895000.00000000 PA USD 3803569.16000000 0.062581076787 Long ABS-MBS CORP US N 2 2037-02-10 Variable 3.63268900 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175AY0 15510000.00000000 PA USD 17639491.98000000 0.290226983039 Long DBT CORP US N 2 2025-07-23 Fixed 4.90800000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617MLYN1 309337.00000000 PA USD 337369.91000000 0.005550831693 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 4.00000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 Hyundai Capital America 44891AAH0 5395000.00000000 PA USD 5398652.42000000 0.088825381485 Long DBT CORP US N 2 2021-06-15 Fixed 2.45000000 N N N N N N Angel Oak Mortgage Trust N/A Angel Oak Mortgage Trust LLC 2020-5 03464WAB8 3406212.47000000 PA USD 3425361.17000000 0.056358325926 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.57900000 N N N N N N DIAGEO CAPITAL PLC 213800L23DJLALFC4O95 Diageo Capital PLC 25243YBC2 4560000.00000000 PA USD 4649490.00000000 0.076499224405 Long DBT CORP GB N 2 2025-09-29 Fixed 1.37500000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 UBS Group AG 90352JAB9 7020000.00000000 PA USD 7088908.32000000 0.116635585485 Long DBT CORP CH N 2 2023-05-23 Floating 1.37013000 N N N N N N KEY BANK NA HUX2X73FUCYHUVH1BK78 KeyBank NA/Cleveland OH 49327M2T0 2740000.00000000 PA USD 2811867.46000000 0.046264360138 Long DBT CORP US N 2 2022-09-14 Fixed 2.30000000 N N N N N N MVW Owner Trust N/A MVW Owner Trust 2017-1 553896AA9 526807.29000000 PA USD 538951.04000000 0.008867496553 Long ABS-O CORP US N 2 2034-12-20 Fixed 2.42000000 N N N N N N AmeriCredit Automobile Receiva N/A AmeriCredit Automobile Receivables Trust 2021-1 03063FAF1 3945000.00000000 PA USD 3947331.10000000 0.064946428021 Long ABS-O CORP US N 2 2026-12-18 Fixed 1.21000000 N N N N N N Symphony CLO Ltd 549300X84MR2MGY6OR68 Symphony CLO XVII Ltd 87165UAN1 7049038.16000000 PA USD 7049278.11000000 0.115983539707 Long ABS-CBDO CORP KY N 2 2028-04-15 Floating 1.06375000 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 Valero Energy Corp 91913YAX8 12198000.00000000 PA USD 12689115.88000000 0.208777204211 Long DBT CORP US N 2 2023-04-15 Fixed 2.70000000 N N N N N N UNITED AIR 2019-2 B PTT N/A United Airlines 2019-2 Class B Pass Through Trust 90932KAA7 2673922.46000000 PA USD 2611360.70000000 0.042965372157 Long DBT CORP US N 2 2028-05-01 Fixed 3.50000000 N N N N N N PIONEER NATURAL RESOURCE FY8JBF7CCL2VE4F1B628 Pioneer Natural Resources Co 723787AS6 5520000.00000000 PA USD 5529648.96000000 0.090980700393 Long DBT CORP US N 2 2024-01-15 Fixed 0.75000000 N N N N N N STRYKER CORP 5493002F0SC4JTBU5137 Stryker Corp 863667BB6 2875000.00000000 PA USD 2875353.63000000 0.047308914006 Long DBT CORP US N 2 2023-12-01 Fixed 0.60000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 37045XBM7 3600000.00000000 PA USD 3602246.40000000 0.059268662953 Long DBT CORP US N 2 2021-07-06 Fixed 3.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Non Gold Pool 3128QJUV6 38924.12000000 PA USD 41180.41000000 0.000677551607 Long ABS-MBS USGSE US N 2 2037-02-01 Floating 2.10800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3128M76Q4 32278.61000000 PA USD 37564.41000000 0.000618056653 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 5.50000000 N N N N N N Sequoia Mortgage Trust 5493003EWUCLH0O45S72 Sequoia Mortgage Trust 2018-CH4 81747LAU5 682346.89000000 PA USD 692705.46000000 0.011397256566 Long ABS-MBS CORP US N 2 2048-10-25 Variable 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418UC69 52451.38000000 PA USD 55358.59000000 0.000910828757 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202FQ82 109451.00000000 PA USD 124851.11000000 0.002054206607 Long ABS-MBS USGA US N 2 2041-03-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31410GGR8 110174.22000000 PA USD 130864.40000000 0.002153144775 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 31335CHF4 1007256.37000000 PA USD 1167256.17000000 0.019205158347 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 7.00000000 N N N N N N SBA TOWER TRUST N/A SBA Tower Trust 78403DAP5 2480000.00000000 PA USD 2494343.65000000 0.041040061302 Long DBT CORP US N 2 2026-01-15 Fixed 1.88400000 N N N N N N Angel Oak Mortgage Trust N/A Angel Oak Mortgage Trust 2020-6 03465AAA7 4690272.75000000 PA USD 4707329.40000000 0.077450870551 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.26100000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617G1SL3 445304.32000000 PA USD 481290.03000000 0.007918785503 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31404NBE5 1626.53000000 PA USD 1622.45000000 0.000026694576 Long ABS-MBS USGSE US N 2 2035-01-01 Floating 2.12500000 N N N N N N Angel Oak Mortgage Trust N/A Angel Oak Mortgage Trust 2021-2 03465DAA1 9307330.32000000 PA USD 9309753.02000000 0.153175700009 Long ABS-MBS CORP US N 2 2066-04-25 Variable 0.98500000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 CDS OMNICOM GROUP INC 000000000 1.00000000 NC USD -176403.01000000 -0.00290240294 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 OMNICOM GP/OMNICOM CAP Omnicom Group Inc / Omnicom Capital Inc Y Default Event 2024-12-20 0.00000000 USD -157176.45000000 USD -6875000.00000000 USD -19226.56000000 N N N Sierra Receivables Funding Co N/A Sierra Timeshare 2020-2 Receivables Funding LLC 826525AC1 2705380.23000000 PA USD 2804376.31000000 0.046141106369 Long ABS-O CORP US N 2 2037-07-20 Fixed 3.51000000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 Freddie Mac Structured Agency Credit Risk Debt Notes 3137G0GW3 3366137.10000000 PA USD 3486377.87000000 0.057362248986 Long ABS-MBS CORP US N 2 2028-04-25 Floating 4.79163000 N N N N N N BUNGE LTD FINANCE CORP 549300QHC068L40NNM71 Bunge Ltd Finance Corp 120568AY6 23923000.00000000 PA USD 24630474.88000000 0.405251377044 Long DBT CORP US N 2 2022-09-25 Fixed 3.00000000 N N N N N N LINCOLN NATIONAL CORP EFQMQROEDSNBRIP7LE47 Lincoln National Corp 534187BD0 2025000.00000000 PA USD 2181732.98000000 0.035896599590 Long DBT CORP US N 2 2023-09-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 31329QHU8 2312561.16000000 PA USD 2497182.56000000 0.041086770600 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4.50000000 N N N N N N PLAINS ALL AMER PIPELINE N/A Plains All American Pipeline LP / PAA Finance Corp 72650RBB7 10934000.00000000 PA USD 11218513.61000000 0.184581016443 Long DBT CORP US N 2 2023-01-31 Fixed 2.85000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617MHSU1 76809.11000000 PA USD 82748.94000000 0.001361489051 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 4.00000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 EQT Corp 26884LAE9 16719000.00000000 PA USD 17011582.50000000 0.279895830974 Long DBT CORP US N 2 2022-10-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 31297EJ72 16738.71000000 PA USD 19428.29000000 0.000319658525 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6.00000000 N N N N N N Nissan Master Owner Trust Rece N/A Nissan Master Owner Trust Receivables 65474VAQ4 3805000.00000000 PA USD 3819717.36000000 0.062846767169 Long ABS-O CORP US N 2 2024-02-15 Floating 0.66088000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 Danske Bank A/S 23636AAW1 10885000.00000000 PA USD 10965734.05000000 0.180421970981 Long DBT CORP DK N 2 2024-06-22 Fixed 1.22600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31416BYZ5 1367.67000000 PA USD 1371.14000000 0.000022559710 Long ABS-MBS USGSE US N 2 2023-11-01 Fixed 5.50000000 N N N N N N COMM Mortgage Trust 549300NMFC2YLCA2NF13 COMM 2013-300P Mortgage Trust 12625XAA5 4134000.00000000 PA USD 4396996.40000000 0.072344883914 Long ABS-MBS CORP US N 2 2030-08-10 Fixed 4.35300000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 Western Midstream Operating LP 958254AB0 13190000.00000000 PA USD 13420825.00000000 0.220816197772 Long DBT CORP US N 2 2022-07-01 Fixed 4.00000000 N N N N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 Nissan Motor Acceptance Corp 654740AZ2 1685000.00000000 PA USD 1717503.65000000 0.028258518060 Long DBT CORP US N 2 2022-07-13 Fixed 2.65000000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 Synchrony Financial 87165BAD5 8135000.00000000 PA USD 8900235.05000000 0.146437798199 Long DBT CORP US N 2 2024-08-15 Fixed 4.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133KH3Q7 1687248.25000000 PA USD 1830746.40000000 0.030121729411 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 4.50000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 Standard Chartered PLC 853254CB4 520000.00000000 PA USD 522311.92000000 0.008593728941 Long DBT CORP GB N 2 2025-03-23 Fixed 1.21400000 N N N N N N Freddie Mac - STACR 5493005RUXPCBST1N217 Freddie Mac Stacr Trust 2018-HQA2 35563XAA0 720541.38000000 PA USD 720541.38000000 0.011855247935 Long ABS-MBS USGSE US N 2 2048-10-25 Floating 0.84163000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3128LXDC1 130790.62000000 PA USD 155315.64000000 0.002555447156 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6.00000000 N N N N N N ONE Park Mortgage Trust N/A ONE 2021-PARK Mortgage Trust 682413AE9 6005000.00000000 PA USD 5999585.89000000 0.098712690496 Long ABS-MBS CORP US N 2 2036-03-15 Floating 1.20100000 N N N N N N QNB FINANCE LTD 549300MY0DXTHQEX5O57 QNB Finance Ltd 000000000 4765000.00000000 PA USD 4977071.09000000 0.081888998190 Long DBT CORP KY N 2 2025-05-12 Fixed 2.62500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 95000U2N2 5935000.00000000 PA USD 6178109.47000000 0.101649983707 Long DBT CORP US N 2 2026-04-30 Fixed 2.18800000 N N N N N N PSMC Trust N/A PSMC 2021-1 Trust 693650AL7 14904643.95000000 PA USD 15283669.05000000 0.251466037864 Long ABS-MBS CORP US N 2 2051-03-25 Variable 2.50000000 N N N N N N JP Morgan Chase Commercial Mor N/A JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD 46591JAJ5 3975000.00000000 PA USD 3967294.46000000 0.065274890187 Long ABS-MBS CORP US N 2 2029-09-15 Floating 1.70100000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617MRJ47 142079.92000000 PA USD 154938.48000000 0.002549241648 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 4.00000000 N N N N N N CHENIERE CORP CHRISTI HD 549300I7CIEWU1BBLQ53 Cheniere Corpus Christi Holdings LLC 16412XAC9 9955000.00000000 PA USD 11434313.00000000 0.188131617899 Long DBT CORP US N 2 2025-03-31 Fixed 5.87500000 N N N N N N ONSLOW BAY FINANCIAL LLC N/A OBX 2020-EXP1 TRUST 67448TBF1 1297964.12000000 PA USD 1292866.24000000 0.021271852314 Long ABS-MBS CORP US N 2 2060-02-25 Floating 1.04163000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31406AUU4 19618.14000000 PA USD 22721.62000000 0.000373844509 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.50000000 N N N N N N New Residential Mortgage Loan N/A New Residential Mortgage Loan Trust 2019-NQM3 64829PAC3 2835549.18000000 PA USD 2841911.59000000 0.046758683740 Long ABS-MBS CORP US N 2 2049-07-25 Variable 3.08636000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 6174468W2 6450000.00000000 PA USD 6448000.50000000 0.106090568474 Long DBT CORP US N 2 2024-01-25 Fixed 0.52900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31400BYV2 2904.55000000 PA USD 2897.95000000 0.000047680697 Long ABS-MBS USGSE US N 2 2033-02-01 Floating 2.05100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31402QWA5 1618157.10000000 PA USD 1874981.45000000 0.030849539777 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.50000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 Danske Bank A/S 23636AAT8 1350000.00000000 PA USD 1502643.15000000 0.024723364397 Long DBT CORP DK N 2 2024-01-12 Fixed 5.37500000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 Micron Technology Inc 595112BR3 19867000.00000000 PA USD 20599635.36000000 0.338930964056 Long DBT CORP US N 2 2023-04-24 Fixed 2.49700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31416BXJ2 1746.60000000 PA USD 1804.66000000 0.000029692523 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 6.00000000 N N N N N N Homeward Opportunities Fund I N/A Homeward Opportunities Fund I Trust 2019-3 43800KAA5 1712144.93000000 PA USD 1731346.46000000 0.028486277283 Long ABS-MBS CORP US N 2 2059-11-25 Variable 2.67500000 N N N N N N BAKER HUGHES LLC/CO-OBL N/A Baker Hughes a GE Co LLC / Baker Hughes Co-Obligor Inc 05723KAD2 2361000.00000000 PA USD 2446860.13000000 0.040258803045 Long DBT CORP US N 2 2022-12-15 Fixed 2.77300000 N N N N N N Verus Securitization Trust N/A Verus Securitization Trust 2021-2 92538FAA2 5473009.11000000 PA USD 5477439.51000000 0.090121685226 Long ABS-MBS CORP US N 2 2066-02-25 Variable 1.03100000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CAN1 52520000.00000000 PA USD 52536412.50000000 0.864394763573 Long DBT UST US N 2 2022-09-30 Fixed 0.12500000 N N N N N N O'REILLY AUTOMOTIVE INC 549300K2RLMQL149Q332 O'Reilly Automotive Inc 67103HAC1 3280000.00000000 PA USD 3392431.84000000 0.055816531406 Long DBT CORP US N 2 2022-09-01 Fixed 3.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31417LBU8 437834.49000000 PA USD 459061.39000000 0.007553052117 Long ABS-MBS USGSE US N 2 2024-09-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31402RFT1 818475.65000000 PA USD 938298.54000000 0.015438061071 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967MX6 7545000.00000000 PA USD 7592888.12000000 0.124927691462 Long DBT CORP US N 2 2025-05-01 Fixed 0.98100000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 Sabine Pass Liquefaction LLC 785592AD8 13178000.00000000 PA USD 14228286.60000000 0.234101565874 Long DBT CORP US N 2 2023-04-15 Variable 5.62500000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VGG3 9810000.00000000 PA USD 9895847.31000000 0.162818856272 Long DBT CORP US N 2 2026-03-20 Fixed 1.45000000 N N N N N N TJX COS INC V167QI9I69W364E2DY52 TJX Cos Inc/The 872540AR0 4340000.00000000 PA USD 4738854.68000000 0.077969563885 Long DBT CORP US N 2 2025-04-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31416BLD8 907864.84000000 PA USD 1052376.60000000 0.017315015987 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280CJ6 12655000.00000000 PA USD 12823779.74000000 0.210992862454 Long DBT CORP GB N 2 2026-04-18 Fixed 1.64500000 N N N N N N CENOVUS ENERGY INC 549300EIRQ0Z2B9C1W06 Cenovus Energy Inc 15135UAG4 15348000.00000000 PA USD 15674145.00000000 0.257890636546 Long DBT CORP CA N 2 2022-08-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3128MMH71 76631.40000000 PA USD 79180.32000000 0.001302773652 Long ABS-MBS USGSE US N 2 2023-04-01 Fixed 5.50000000 N N N N N N MVW Owner Trust N/A MVW Owner Trust 2017-1 553896AC5 471749.04000000 PA USD 479324.39000000 0.007886444335 Long ABS-O CORP US N 2 2034-12-20 Fixed 2.99000000 N N N N N N New Residential Mortgage Loan N/A New Residential Mortgage Loan Trust 2019-NQM5 64830PAA4 3303389.68000000 PA USD 3358233.55000000 0.055253858368 Long ABS-MBS CORP US N 2 2059-11-25 Variable 2.70986000 N N N N N N WPP FINANCE 2010 549300OJB3S151W7KN44 WPP Finance 2010 92936MAC1 2255000.00000000 PA USD 2343003.63000000 0.038550026018 Long DBT CORP GB N 2 2022-09-07 Fixed 3.62500000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 Avis Budget Rental Car Funding AESOP LLC 05377RDL5 7360000.00000000 PA USD 7927492.80000000 0.130433026133 Long ABS-O CORP US N 2 2025-09-22 Fixed 3.35000000 N N N N N N Great Wolf Trust N/A Great Wolf Trust 39152TAA8 3785000.00000000 PA USD 3789732.76000000 0.062353423029 Long ABS-MBS CORP US N 2 2036-12-15 Floating 1.13500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31410KA46 30912.69000000 PA USD 31353.86000000 0.000515872917 Long ABS-MBS USGSE US N 2 2023-02-01 Fixed 5.50000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 General Motors Co 37045VAW0 7465000.00000000 PA USD 8260082.22000000 0.135905203227 Long DBT CORP US N 2 2023-10-02 Fixed 5.40000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 Global Payments Inc 37940XAA0 5665000.00000000 PA USD 5977668.35000000 0.098352075717 Long DBT CORP US N 2 2025-02-15 Fixed 2.65000000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 Simon Property Group LP 828807DG9 3350000.00000000 PA USD 3485015.05000000 0.057339826167 Long DBT CORP US N 2 2024-09-13 Fixed 2.00000000 N N N N N N Santander Retail Auto Lease Tr N/A Santander Retail Auto Lease Trust 2019-C 80284NAD0 4415000.00000000 PA USD 4468627.24000000 0.073523444080 Long ABS-O CORP US N 2 2023-02-21 Fixed 1.86000000 N N N N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 EOG Resources Inc 26875PAK7 2263000.00000000 PA USD 2342630.44000000 0.038543885830 Long DBT CORP US N 2 2023-03-15 Fixed 2.62500000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 ING Groep NV 456837AJ2 6030000.00000000 PA USD 6081092.19000000 0.100053734080 Long DBT CORP NL N 2 2022-03-29 Floating 1.34300000 N N N N N N Ford Credit Auto Owner Trust N/A Ford Credit Auto Owner Trust 2020-B 34533GAG4 7465000.00000000 PA USD 7739552.25000000 0.127340793155 Long ABS-O CORP US N 2 2026-12-15 Fixed 2.04000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418C4G6 1390222.15000000 PA USD 1504796.60000000 0.024758795650 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.50000000 N N N N N N Ford Credit Auto Lease Trust N/A Ford Credit Auto Lease Trust 2020-A 34531MAF5 4395000.00000000 PA USD 4468187.74000000 0.073516212876 Long ABS-O CORP US N 2 2023-06-15 Fixed 2.05000000 N N N N N N Bank N/A BANK 2019-BNK24 06540VAY1 3098891.46000000 PA USD 3158894.06000000 0.051974075773 Long ABS-MBS CORP US N 2 2062-11-15 Fixed 2.05600000 N N N N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 Imperial Brands Finance PLC 45262BAA1 5780000.00000000 PA USD 6107685.54000000 0.100491281134 Long DBT CORP GB N 2 2024-07-26 Fixed 3.12500000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp 68389XBT1 7345000.00000000 PA USD 7738273.34000000 0.127319750928 Long DBT CORP US N 2 2025-04-01 Fixed 2.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280BZ1 2890000.00000000 PA USD 3122093.01000000 0.051368578873 Long DBT CORP GB N 2 2025-03-11 Fixed 3.80300000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co 110122CX4 4988000.00000000 PA USD 5177509.08000000 0.085186854681 Long DBT CORP US N 2 2022-08-15 Fixed 3.55000000 N N N N N N Credit Suisse Mortgage Trust N/A Credit Suisse Mortgage Capital Certificates 2019-ICE4 12653VAE6 8520000.00000000 PA USD 8530258.08000000 0.140350474373 Long ABS-MBS CORP US N 2 2036-05-15 Floating 1.53100000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Barclays Bank PLC 06739GCR8 4350000.00000000 PA USD 4405123.20000000 0.072478596192 Long DBT CORP GB N 2 2022-05-12 Fixed 1.70000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179UMP4 487230.92000000 PA USD 537329.46000000 0.008840816291 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 5.50000000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 Nationwide Building Society 63861VAA5 2605000.00000000 PA USD 2745797.65000000 0.045177296993 Long DBT CORP GB N 2 2024-03-08 Fixed 3.76600000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 Lloyds Banking Group PLC 53944YAM5 3305000.00000000 PA USD 3334976.35000000 0.054871201827 Long DBT CORP GB N 2 2023-06-15 Fixed 1.32600000 N N N N N N Capital Auto Receivables Asset N/A Capital Auto Receivables Asset Trust 2018-1 13976MAG9 15125000.00000000 PA USD 15335890.90000000 0.252325257052 Long ABS-O CORP US N 2 2025-06-20 Fixed 3.70000000 N N N N N N Mill City Mortgage Trust N/A Mill City Mortgage Loan Trust 2016-1 59980TAA4 335722.17000000 PA USD 337897.21000000 0.005559507493 Long ABS-MBS CORP US N 2 2057-04-25 Variable 2.50000000 N N N N N N Neuberger Berman CLO Ltd 5493007YBEOXQIHH3C54 Neuberger Berman Loan Advisers CLO 32 Ltd 64132DAJ7 14325000.00000000 PA USD 14320762.95000000 0.235623102440 Long ABS-CBDO CORP KY N 2 2032-01-20 Floating 1.17975000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 6174468T9 9675000.00000000 PA USD 9687887.10000000 0.159397234809 Long DBT CORP US N 2 2023-11-10 Fixed 0.56000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 International Business Machines Corp 459200JQ5 3715000.00000000 PA USD 3771839.50000000 0.062059020738 Long DBT CORP US N 2 2022-01-27 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Non Gold Pool 3128JRZ33 82119.63000000 PA USD 82865.16000000 0.001363401248 Long ABS-MBS USGSE US N 2 2038-05-01 Floating 2.34900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31408DVP6 25089.83000000 PA USD 25242.84000000 0.000415326773 Long ABS-MBS USGSE US N 2 2035-12-01 Floating 1.71500000 N N N N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 CDS GENERAL MILLS INC 000000000 1.00000000 NC USD -137260.39000000 -0.00225837960 N/A DCR CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 GENERAL MILLS INC General Mills Inc Y Default Event 2024-12-20 0.00000000 USD -109372.53000000 USD -4857000.00000000 USD -27887.86000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138EGQ49 3223374.29000000 PA USD 3746801.51000000 0.061647064412 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5.50000000 N N N N N N New Residential Mortgage Loan N/A New Residential Mortgage Loan Trust 2019-NQM3 64829PAA7 4392906.85000000 PA USD 4418956.35000000 0.072706196476 Long ABS-MBS CORP US N 2 2049-07-25 Variable 2.80181000 N N N N N N MVW Owner Trust N/A MVW Owner Trust 2017-1 553896AB7 187698.56000000 PA USD 191608.45000000 0.003152581856 Long ABS-O CORP US N 2 2034-12-20 Fixed 2.75000000 N N N N N N HONEYWELL INTERNATIONAL ISRPG12PN4EIEOEMW547 Honeywell International Inc 438516CB0 6450000.00000000 PA USD 6601710.45000000 0.108619596810 Long DBT CORP US N 2 2025-06-01 Fixed 1.35000000 N N N N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 Becton Dickinson and Co 075887BV0 10480000.00000000 PA USD 11251003.12000000 0.185115574495 Long DBT CORP US N 2 2024-06-06 Fixed 3.36300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31419ANJ2 374007.57000000 PA USD 435452.06000000 0.007164601893 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 5.50000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 Mitsubishi UFJ Financial Group Inc 606822BG8 8685000.00000000 PA USD 8883174.33000000 0.146157093896 Long DBT CORP JP N 2 2022-03-07 Fixed 3.21800000 N N N N N N Santander Drive Auto Receivabl N/A Santander Drive Auto Receivables Trust 2020-4 80286WAF3 5975000.00000000 PA USD 6020076.60000000 0.099049829284 Long ABS-O CORP US N 2 2026-01-15 Fixed 1.01000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138EKE27 153495.52000000 PA USD 161661.28000000 0.002659853561 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 4.50000000 N N N N N N EXPEDIA GROUP INC N/A Expedia Group Inc 30212PAZ8 8695000.00000000 PA USD 9258983.79000000 0.152340381142 Long DBT CORP US N 2 2023-12-15 Fixed 3.60000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GXJ8 7425000.00000000 PA USD 8091416.03000000 0.133130096125 Long DBT CORP US N 2 2025-04-01 Fixed 3.50000000 N N N N N N Capital Auto Receivables Asset N/A Capital Auto Receivables Asset Trust 2017-1 13975WAF0 1612981.43000000 PA USD 1617131.47000000 0.026607069424 Long ABS-O CORP US N 2 2022-09-20 Fixed 2.70000000 N N N N N N GS Mortgage-Backed Securities N/A GS Mortgage-Backed Securities Trust 36250BAE6 191241.63000000 PA USD 192850.60000000 0.003173019261 Long ABS-MBS CORP US N 2 2044-07-25 Variable 1.74366500 N N N N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 NatWest Markets PLC 63906YAB4 6020000.00000000 PA USD 6023317.02000000 0.099103144727 Long DBT CORP GB N 2 2024-08-12 Fixed 0.80000000 N N N N N N OZLM Ltd N/A OZLM VIII Ltd 67107FBC0 4018373.88000000 PA USD 4018366.25000000 0.066115187149 Long ABS-CBDO CORP KY N 2 2029-10-17 Floating 1.35975000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29278NAM5 17363000.00000000 PA USD 19229522.50000000 0.316388153740 Long DBT CORP US N 2 2024-01-15 Fixed 5.87500000 N N N N N N NORDSTROM INC 549300S3IZB5P35KNV16 Nordstrom Inc 655664AV2 1280000.00000000 PA USD 1286400.00000000 0.021165461647 Long DBT CORP US N 2 2024-04-08 Fixed 2.30000000 N N N N N N Navient Student Loan Trust N/A Navient Private Education Refi Loan Trust 2019-E 63941MAB7 10602544.59000000 PA USD 10856330.28000000 0.178621923330 Long ABS-O CORP US N 2 2068-05-15 Fixed 2.64000000 N N N N N N CATERPILLAR FINL SERVICE EDBQKYOPJUCJKLOJDE72 Caterpillar Financial Services Corp 14913Q2T5 8635000.00000000 PA USD 8805316.74000000 0.144876083452 Long DBT CORP US N 2 2022-02-26 Fixed 2.95000000 N N N N N N KKR Financial CLO Ltd 5493000WWM0GGYYSIJ83 KKR CLO 29 Ltd 48254GAA4 8250000.00000000 PA USD 8249952.32000000 0.135738533443 Long ABS-CBDO CORP KY N 2 2032-01-15 Floating 1.34100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31388RNM5 17016.36000000 PA USD 17067.55000000 0.000280816678 Long ABS-MBS USGSE US N 2 2032-10-01 Floating 2.21500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138EH7F3 273372.36000000 PA USD 323452.41000000 0.005321843577 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179TXX8 555540.14000000 PA USD 603576.26000000 0.009930791497 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 5.00000000 N N N N N N Hyundai Auto Receivables Trust N/A Hyundai Auto Receivables Trust 2019-A 44932NAF7 5280000.00000000 PA USD 5487325.54000000 0.090284342555 Long ABS-O CORP US N 2 2025-05-15 Fixed 2.94000000 N N N N N N SYDNEY AIRPORT FINANCE 549300MJAANHLHOVTO40 Sydney Airport Finance Co Pty Ltd 87124VAD1 9674000.00000000 PA USD 10210307.21000000 0.167992743828 Long DBT CORP AU N 2 2023-03-22 Fixed 3.90000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VFS8 11600000.00000000 PA USD 11485531.20000000 0.188974323782 Long DBT CORP US N 2 2025-11-20 Fixed 0.85000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Non Gold Pool 3128LU7A8 214446.76000000 PA USD 228927.27000000 0.003766597755 Long ABS-MBS USGSE US N 2 2038-02-01 Floating 2.45700000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 Avis Budget Rental Car Funding AESOP LLC 05377RDU5 3950000.00000000 PA USD 4148913.31000000 0.068263110650 Long ABS-O CORP US N 2 2026-08-20 Fixed 2.33000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31413AUH4 596.68000000 PA USD 599.32000000 0.000009860762 Long ABS-MBS USGSE US N 2 2022-06-01 Fixed 6.00000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 Enbridge Inc 29250NAY1 8445000.00000000 PA USD 8851668.98000000 0.145638728476 Long DBT CORP CA N 2 2025-01-15 Fixed 2.50000000 N N N N N N Navient Student Loan Trust N/A Navient Private Education Refi Loan Trust 2020-D 63941HAA0 5233026.30000000 PA USD 5294177.88000000 0.087106435691 Long ABS-O CORP US N 2 2069-05-15 Fixed 1.69000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967LC3 13095000.00000000 PA USD 13242554.46000000 0.217883067892 Long DBT CORP US N 2 2021-12-08 Fixed 2.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31410PRZ8 194.08000000 PA USD 194.48000000 0.000003199828 Long ABS-MBS USGSE US N 2 2021-09-01 Fixed 5.50000000 N N N N N N SLM Student Loan Trust 5493007HR3ICKG09D287 SLM Student Loan Trust 2008-1 784439AD3 11735104.73000000 PA USD 11370523.19000000 0.187082068166 Long ABS-O CORP US N 2 2022-01-25 Floating 0.82575000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202EGC7 132862.87000000 PA USD 150717.44000000 0.002479791818 Long ABS-MBS USGA US N 2 2035-12-20 Fixed 5.00000000 N N N N N N Cedar Funding Ltd 549300ZKTUZSV15HAV29 Cedar Funding Ltd 15034AAA3 10480000.00000000 PA USD 10480000.00000000 0.172430066903 Long ABS-CBDO CORP KY N 2 2033-07-15 Floating 0.00001080 N N N N N N FWD Securitization Trust N/A FWD Securitization Trust 2020-INV1 302985AA4 8792661.79000000 PA USD 8969897.23000000 0.147583967508 Long ABS-MBS CORP US N 2 2050-01-25 Variable 2.24000000 N N N N N N RELX CAPITAL INC 2R15C3RTKJN1RCBOV146 RELX Capital Inc 74949LAB8 4470000.00000000 PA USD 4699404.87000000 0.077320486273 Long DBT CORP US N 2 2023-03-16 Fixed 3.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CAF8 26535000.00000000 PA USD 26510123.44000000 0.436177705952 Long DBT UST US N 2 2023-08-15 Fixed 0.12500000 N N N N N N TYSON FOODS INC WD6L6041MNRW1JE49D58 Tyson Foods Inc 902494BF9 4705000.00000000 PA USD 4719670.19000000 0.077653916662 Long DBT CORP US N 2 2021-08-23 Fixed 2.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3132CWG73 1231089.15000000 PA USD 1309442.95000000 0.021544593079 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 3.00000000 N N N N N N Towd Point Mortgage Trust N/A Towd Point Mortgage Trust 2017-6 89175JAA8 8861635.53000000 PA USD 9113059.63000000 0.149939454360 Long ABS-MBS CORP US N 2 2057-10-25 Variable 2.75000000 N N N N N N LYB INT FINANCE III N/A LYB International Finance III LLC 50249AAF0 5740000.00000000 PA USD 5758706.66000000 0.094749444147 Long DBT CORP US N 2 2025-10-01 Fixed 1.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31410KGP3 98945.09000000 PA USD 117526.05000000 0.001933685559 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.00000000 N N N N N N Capital Auto Receivables Asset N/A Capital Auto Receivables Asset Trust 2018-1 13976MAF1 15835000.00000000 PA USD 16042245.31000000 0.263947083214 Long ABS-O CORP US N 2 2022-11-21 Fixed 3.36000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 Enbridge Inc 29250NAF2 5580000.00000000 PA USD 5972101.02000000 0.098260475041 Long DBT CORP CA N 2 2023-10-01 Fixed 4.00000000 N N N N N N SUNCOR ENERGY INC 549300W70ZOQDVLCHY06 Suncor Energy Inc 867224AC1 5895000.00000000 PA USD 6147270.63000000 0.101142584542 Long DBT CORP CA N 2 2023-05-15 Fixed 2.80000000 N N N N N N HPHT FINANCE 17 LTD 549300TYU0354ZWXG128 HPHT Finance 17 Ltd 000000000 14084000.00000000 PA USD 14385820.12000000 0.236693504365 Long DBT CORP KY N 2 2022-09-11 Fixed 2.75000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 Barclays PLC 06738EBB0 5640000.00000000 PA USD 6043620.96000000 0.099437210541 Long DBT CORP GB N 2 2024-05-16 Fixed 4.33800000 N N N N N N HOUSTON TX ARPT SYS REVENUE N/A City of Houston TX Airport System Revenue 442349EL6 3245000.00000000 PA USD 3306932.77000000 0.054409793776 Long DBT MUN US N 2 2024-07-01 Fixed 1.27200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31410KLP7 246639.39000000 PA USD 252594.59000000 0.004156002104 Long ABS-MBS USGSE US N 2 2023-02-01 Fixed 6.00000000 N N N N N N SKYWORKS SOLUTIONS INC 549300WZ3ORQ2BVKBD96 Skyworks Solutions Inc 83088MAJ1 2645000.00000000 PA USD 2654596.06000000 0.043676734372 Long DBT CORP US N 2 2023-06-01 Fixed 0.90000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 Mitsubishi UFJ Financial Group Inc 606822AK0 7060000.00000000 PA USD 7100990.36000000 0.116834374318 Long DBT CORP JP N 2 2022-02-22 Floating 1.07013000 N N N N N N 7-ELEVEN INC 549300K23JPL0SS3LB18 7-Eleven Inc 817826AA8 3020000.00000000 PA USD 3022542.84000000 0.049730654973 Long DBT CORP US N 2 2023-02-10 Fixed 0.62500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 86765BAL3 697000.00000000 PA USD 722266.25000000 0.011883627653 Long DBT CORP US N 2 2023-01-15 Fixed 3.45000000 N N N N N N Fontainebleau Miami Beach Trus N/A Fontainebleau Miami Beach Trust 2019-FBLU 34461LAJ3 7590000.00000000 PA USD 7958270.60000000 0.130939420991 Long ABS-MBS CORP US N 2 2036-12-10 Fixed 3.75000000 N N N N N N CHENIERE CORP CHRISTI HD 549300I7CIEWU1BBLQ53 Cheniere Corpus Christi Holdings LLC 16412XAD7 13870000.00000000 PA USD 15933162.50000000 0.262152316398 Long DBT CORP US N 2 2024-06-30 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31417TWC8 185329.57000000 PA USD 194594.02000000 0.003201704187 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 4.50000000 N N N N N N Navient Student Loan Trust N/A Navient Private Education Loan Trust 2020-I 63942AAA4 6288330.54000000 PA USD 6295718.07000000 0.103585027482 Long ABS-O CORP US N 2 2069-04-15 Fixed 1.33000000 N N N N N N Navient Student Loan Trust 549300ZUZB9UCBWEBN39 Navient Private Education Refi Loan Trust 2019-A 63941BAB1 7562923.61000000 PA USD 7767574.81000000 0.127801855359 Long ABS-O CORP US N 2 2043-01-15 Fixed 3.42000000 N N N N N N CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 Cardinal Health Inc 14149YBH0 5115000.00000000 PA USD 5441342.12000000 0.089527765820 Long DBT CORP US N 2 2024-06-15 Fixed 3.07900000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 Fiserv Inc 337738AS7 13355000.00000000 PA USD 14162189.56000000 0.233014054707 Long DBT CORP US N 2 2024-07-01 Fixed 2.75000000 N N N N N N Sequoia Mortgage Trust 5493003EWUCLH0O45S72 Sequoia Mortgage Trust 2018-CH4 81747LAB7 1052196.55000000 PA USD 1064124.46000000 0.017508306472 Long ABS-MBS CORP US N 2 2048-10-25 Variable 4.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967MQ1 4035000.00000000 PA USD 4323946.35000000 0.071142973131 Long DBT CORP US N 2 2026-04-08 Fixed 3.10600000 N N N N N N ASTRAZENECA FINANCE LLC 549300C3HATU4Q460S18 Astrazeneca Finance LLC 04636NAA1 12035000.00000000 PA USD 12051644.41000000 0.198288726327 Long DBT CORP US N 2 2026-05-28 Fixed 1.20000000 N N N N N N SBA TOWER TRUST N/A SBA Tower Trust 78403DAM2 6515000.00000000 PA USD 6792771.32000000 0.111763169195 Long DBT CORP US N 2 2023-03-15 Fixed 3.44800000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29278NAC7 1819000.00000000 PA USD 1950877.50000000 0.032098276511 Long DBT CORP US N 2 2023-09-15 Fixed 4.20000000 N N N N N N NXP BV/NXP FUNDING LLC N/A NXP BV / NXP Funding LLC 62947QAW8 11950000.00000000 PA USD 12429278.65000000 0.204502037135 Long DBT CORP N/A N 2 2022-09-01 Fixed 3.87500000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 Humana Inc 444859BD3 5254000.00000000 PA USD 5733085.99000000 0.094327900841 Long DBT CORP US N 2 2024-10-01 Fixed 3.85000000 N N N N N N Verus Securitization Trust N/A Verus Securitization Trust 2020-5 92538CAC5 2885998.85000000 PA USD 2892386.72000000 0.047589163706 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.73300000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 Micron Technology Inc 595112BL6 6180000.00000000 PA USD 6790275.00000000 0.111722096616 Long DBT CORP US N 2 2024-02-06 Fixed 4.64000000 N N N N N N AON CORP LTS3U8DGK38SETRUWX71 Aon Corp 037389BD4 3010000.00000000 PA USD 3088494.78000000 0.050815778773 Long DBT CORP US N 2 2022-11-15 Fixed 2.20000000 N N N N N N General Motors N/A GMF Floorplan Owner Revolving Trust 361886CJ1 2235000.00000000 PA USD 2257587.80000000 0.037144657957 Long ABS-O CORP US N 2 2025-08-15 Fixed 1.03000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 Exxon Mobil Corp 30231GBL5 12970000.00000000 PA USD 13296545.69000000 0.218771399132 Long DBT CORP US N 2 2023-04-15 Fixed 1.57100000 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 Valero Energy Corp 91913YAS9 1645000.00000000 PA USD 1786020.92000000 0.029385849878 Long DBT CORP US N 2 2025-03-15 Fixed 3.65000000 N N N N N N MVW Owner Trust 5493004KX4H48P1FVD32 MVW Owner Trust 2014-1 553891AA0 681949.61000000 PA USD 682678.61000000 0.011232282289 Long ABS-O CORP US N 2 2031-09-22 Fixed 2.25000000 N N N N N N Angel Oak Mortgage Trust N/A Angel Oak Mortgage Trust 2020-3 03465LAA3 4002426.80000000 PA USD 4045963.60000000 0.066569253266 Long ABS-MBS CORP US N 2 2065-04-25 Variable 1.69100000 N N N N N N CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 Cardinal Health Inc 14149YBA5 6185000.00000000 PA USD 6696054.18000000 0.110171857848 Long DBT CORP US N 2 2024-11-15 Fixed 3.50000000 N N N N N N Homeward Opportunities Fund I N/A Homeward Opportunities Fund I Trust 2020-2 43789XAB0 5750000.00000000 PA USD 5880134.58000000 0.096747328151 Long ABS-MBS CORP US N 2 2065-05-25 Variable 2.63500000 N N N N N N Austin Fairmont Hotel Trust N/A Austin Fairmont Hotel Trust 2019-FAIR 05223HAA0 8355000.00000000 PA USD 8354998.33000000 0.137466881776 Long ABS-MBS CORP US N 2 2032-09-15 Floating 1.15100000 N N N N N N Angel Oak Mortgage Trust N/A Angel Oak Mortgage Trust I LLC 2019-4 03463UAC1 3726186.07000000 PA USD 3766560.41000000 0.061972162547 Long ABS-MBS CORP US N 2 2049-07-26 Variable 3.30100000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 Humana Inc 444859BA9 2548000.00000000 PA USD 2633370.74000000 0.043327508862 Long DBT CORP US N 2 2022-12-01 Fixed 3.15000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202EBU2 214614.12000000 PA USD 243640.90000000 0.004008684798 Long ABS-MBS USGA US N 2 2034-12-20 Fixed 5.00000000 N N N N N N Verus Securitization Trust N/A Verus Securitization Trust 2020-INV1 92537TAA3 1167049.17000000 PA USD 1183811.96000000 0.019477554910 Long ABS-MBS CORP US N 2 2060-03-25 Variable 1.97700000 N N N N N N CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 Cardinal Health Inc 14149YAY4 5250000.00000000 PA USD 5498813.25000000 0.090473352727 Long DBT CORP US N 2 2023-03-15 Fixed 3.20000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co 110122CL0 3380000.00000000 PA USD 3457158.64000000 0.056881497670 Long DBT CORP US N 2 2022-05-16 Fixed 2.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Non Gold Pool 3128QJPK6 34973.51000000 PA USD 35231.01000000 0.000579664638 Long ABS-MBS USGSE US N 2 2036-11-01 Floating 2.44900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138EHQ39 17450.38000000 PA USD 18161.95000000 0.000298823115 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 5.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 9128287C8 895000.00000000 PA USD 911781.25000000 0.015001765452 Long DBT UST US N 2 2022-07-15 Fixed 1.75000000 N N N N N N Neuberger Berman CLO Ltd 549300SM4FYZ8US63U33 Neuberger Berman Loan Advisers CLO 38 Ltd 64133RAA4 6990000.00000000 PA USD 7008028.89000000 0.115304855950 Long ABS-CBDO CORP KY N 2 2032-10-20 Floating 1.48825000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 FirstEnergy Corp 337932AG2 6995000.00000000 PA USD 7126156.25000000 0.117248435014 Long DBT CORP US N 2 2022-07-15 Variable 3.35000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 Volkswagen Group of America Finance LLC 928668AX0 2030000.00000000 PA USD 2044256.69000000 0.033634667731 Long DBT CORP US N 2 2021-09-24 Fixed 2.50000000 N N N N N N Verus Securitization Trust N/A Verus Securitization Trust 2019-INV1 92537FAD7 1795000.00000000 PA USD 1797626.44000000 0.029576798408 Long ABS-MBS CORP US N 2 2059-12-25 Variable 4.03400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31416BY77 8221.99000000 PA USD 8560.80000000 0.000140852988 Long ABS-MBS USGSE US N 2 2023-09-01 Fixed 5.00000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A AerCap Ireland Capital DAC / AerCap Global Aviation Trust 00774MAP0 7505000.00000000 PA USD 8059837.15000000 0.132610520897 Long DBT CORP IE N 2 2023-09-15 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Non Gold Pool 3128QSD29 55414.21000000 PA USD 58684.07000000 0.000965543713 Long ABS-MBS USGSE US N 2 2037-05-01 Floating 2.15400000 N N N N N N TRUIST BANK JJKC32MCHWDI71265Z06 Truist Bank 89788JAB5 19830000.00000000 PA USD 20155608.60000000 0.331625280475 Long DBT CORP US N 2 2023-03-09 Fixed 1.25000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 UBS Group AG 902613AB4 12535000.00000000 PA USD 12644781.53000000 0.208047760038 Long DBT CORP CH N 2 2024-07-30 Fixed 1.00800000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 Roper Technologies Inc 776743AM8 1740000.00000000 PA USD 1736090.22000000 0.028564327555 Long DBT CORP US N 2 2025-09-15 Fixed 1.00000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 Avolon Holdings Funding Ltd 05401AAH4 7180000.00000000 PA USD 7386425.00000000 0.121530701996 Long DBT CORP KY N 2 2025-02-15 Fixed 2.87500000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 CDS GENERAL MILLS INC 000000000 1.00000000 NC USD -196126.65000000 -0.00322692093 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 GENERAL MILLS INC General Mills Inc Y Default Event 2024-12-20 0.00000000 USD -158608.54000000 USD -6940000.00000000 USD -37518.11000000 N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 Hyundai Capital America 44891ABR7 5910000.00000000 PA USD 5896903.44000000 0.097023230408 Long DBT CORP US N 2 2024-01-08 Fixed 0.80000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 General Motors Co 37045VAE0 5380000.00000000 PA USD 5885214.28000000 0.096830905729 Long DBT CORP US N 2 2023-10-02 Fixed 4.87500000 N N N N N N MFRA Trust N/A MFA 2021-INV1 Trust 552747AA5 5248775.68000000 PA USD 5236411.66000000 0.086155993594 Long ABS-MBS CORP US N 2 2056-01-25 Variable 0.85200000 N N N N N N QNB FINANCE LTD 549300MY0DXTHQEX5O57 QNB Finance Ltd 000000000 8635000.00000000 PA USD 9232757.88000000 0.151908879671 Long DBT CORP KY N 2 2024-03-28 Fixed 3.50000000 N N N N N N CREDIT AGRICOLE LONDON 969500TJ5KRTCJQWXH05 Credit Agricole SA/London 22535WAF4 5525000.00000000 PA USD 5605620.80000000 0.092230684120 Long DBT CORP FR N 2 2023-04-24 Floating 1.19575000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31416BN53 31069.54000000 PA USD 36014.11000000 0.000592549179 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31415LL62 95252.81000000 PA USD 100887.45000000 0.001659926503 Long ABS-MBS USGSE US N 2 2038-08-01 Floating 2.69000000 N N N N N N EASTERN CREATION II INVE 549300POZZMBXFYP2H73 Eastern Creation II Investment Holdings Ltd 000000000 10265000.00000000 PA USD 10250483.24000000 0.168653770120 Long DBT CORP VG N 2 2023-09-10 Fixed 1.00000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 Fannie Mae Connecticut Avenue Securities 30711XQA5 4105629.31000000 PA USD 4004435.61000000 0.065885982838 Long ABS-MBS CORP US N 2 2030-01-25 Floating 1.29163000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31410KC36 92919.43000000 PA USD 95077.71000000 0.001564337394 Long ABS-MBS USGSE US N 2 2023-03-01 Fixed 6.00000000 N N N N N N GMRF Mortgage Acquisition Co., N/A Galton Funding Mortgage Trust 2017-1 36417JAS8 1796101.22000000 PA USD 1823155.53000000 0.029996834924 Long ABS-MBS CORP US N 2 2057-11-25 Variable 3.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CBD2 30000000.00000000 PA USD 30004687.50000000 0.493674644374 Long DBT UST US N 2 2022-12-31 Fixed 0.12500000 N N N N N N COMM Mortgage Trust N/A COMM 2015-LC23 Mortgage Trust 12636FBF9 9801193.59000000 PA USD 9903829.73000000 0.162950193029 Long ABS-MBS CORP US N 2 2048-10-10 Fixed 3.22100000 N N N N N N CROWN CASTLE TOWERS LLC N/A Crown Castle Towers LLC 22822RBF6 1785000.00000000 PA USD 1850464.82000000 0.030446161518 Long DBT CORP US N 2 2023-07-15 Fixed 3.72000000 N N N N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 Becton Dickinson and Co 075887BT5 17094000.00000000 PA USD 17494803.02000000 0.287846379313 Long DBT CORP US N 2 2022-06-06 Fixed 2.89400000 N N N N N N Applebees/IHOP Funding LLC N/A Applebee's Funding LLC / IHOP Funding LLC 03789XAD0 9532100.00000000 PA USD 9807196.41000000 0.161360260793 Long ABS-O CORP US N 2 2049-06-07 Fixed 4.19400000 N N N N N N CarMax Auto Owner Trust 5493003IB59OF448TR74 CarMax Auto Owner Trust 2017-4 14314RAF9 1685000.00000000 PA USD 1705445.45000000 0.028060121473 Long ABS-O CORP US N 2 2023-10-16 Fixed 2.70000000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 Roper Technologies Inc 776743AK2 1510000.00000000 PA USD 1512015.85000000 0.024877575780 Long DBT CORP US N 2 2022-08-15 Fixed 0.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Non Gold Pool 3128QS3L8 222695.50000000 PA USD 235875.86000000 0.003880924648 Long ABS-MBS USGSE US N 2 2036-10-01 Floating 2.55200000 N N N N N N Wells Fargo Mortgage Backed Se N/A Wells Fargo Mortgage Backed Securities 2020-RR1 Trust 949796AS5 1301410.51000000 PA USD 1311852.64000000 0.021584240313 Long ABS-MBS CORP US N 2 2050-05-25 Variable 3.00000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 Standard Chartered PLC 853254AJ9 2725000.00000000 PA USD 2853320.25000000 0.046946393282 Long DBT CORP GB N 2 2023-01-11 Fixed 3.95000000 N N N N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 Imperial Brands Finance PLC 453140AE5 24560000.00000000 PA USD 25269784.00000000 0.415770090244 Long DBT CORP GB N 2 2022-07-21 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31419AF69 303340.68000000 PA USD 351623.84000000 0.005785355177 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N BUNGE LTD FINANCE CORP 549300QHC068L40NNM71 Bunge Ltd Finance Corp 120568BA7 940000.00000000 PA USD 1028042.28000000 0.016914637320 Long DBT CORP US N 2 2024-03-15 Fixed 4.35000000 N N N N N N CITIZENS BANK NA/RI DRMSV1Q0EKMEXLAU1P80 Citizens Bank NA/Providence RI 17401QAS0 5060000.00000000 PA USD 5153321.58000000 0.084788891680 Long DBT CORP US N 2 2022-02-14 Fixed 3.25000000 N N N N N N Ford Credit Floorplan Master O 5493001DTG5N7T8BG747 Ford Credit Floorplan Master Owner Trust A 34528QHM9 3805000.00000000 PA USD 3845092.90000000 0.063264277289 Long ABS-O CORP US N 2 2025-09-15 Fixed 0.98000000 N N N N N N Drive Auto Receivables Trust N/A Drive Auto Receivables Trust 2021-1 262108AF0 5405000.00000000 PA USD 5440998.92000000 0.089522119064 Long ABS-O CORP US N 2 2029-01-16 Fixed 1.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31402Q2N0 6688.40000000 PA USD 6703.95000000 0.000110301769 Long ABS-MBS USGSE US N 2 2034-07-01 Floating 2.20900000 N N N N N N RALPH LAUREN CORP HO1QNWM0IXBZ0QSMMO20 Ralph Lauren Corp 731572AA1 1510000.00000000 PA USD 1532838.75000000 0.025220180173 Long DBT CORP US N 2 2022-06-15 Fixed 1.70000000 N N N N N N BANQUE FED CRED MUTUEL VBHFXSYT7OG62HNT8T76 Banque Federative du Credit Mutuel SA 06675FAV9 7615000.00000000 PA USD 7616819.99000000 0.125321448517 Long DBT CORP FR N 2 2024-02-27 Fixed 0.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31410LDJ8 681250.43000000 PA USD 715322.41000000 0.011769378913 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 4.50000000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 Union Pacific Corp 907818ET1 10145000.00000000 PA USD 10150224.68000000 0.167004190902 Long DBT CORP US N 2 2021-06-08 Fixed 3.20000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GGS7 13816000.00000000 PA USD 14302033.06000000 0.235314934865 Long DBT CORP US N 2 2022-01-24 Fixed 5.75000000 N N N N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 Imperial Brands Finance PLC 453140AB1 15210000.00000000 PA USD 15762518.46000000 0.259344667235 Long DBT CORP GB N 2 2023-02-11 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31391A3V9 2023.52000000 PA USD 2028.55000000 0.000033376241 Long ABS-MBS USGSE US N 2 2032-09-01 Floating 2.22600000 N N N N N N Reese Park CLO, Ltd. N/A REESE PARK CLO LTD 758465AC2 6710000.00000000 PA USD 6715496.43000000 0.110491746060 Long ABS-CBDO CORP KY N 2 2032-10-15 Floating 1.50375000 N N N N N N Navient Student Loan Trust N/A Navient Private Education Refi Loan Trust 2020-H 63935BAA1 3508267.71000000 PA USD 3538531.43000000 0.058220344581 Long ABS-O CORP US N 2 2069-01-15 Fixed 1.31000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YAL3 12900000.00000000 PA USD 13365109.50000000 0.219899496685 Long DBT CORP US N 2 2022-11-06 Fixed 2.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418MMD1 189659.16000000 PA USD 199144.67000000 0.003276577172 Long ABS-MBS USGSE US N 2 2024-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138EPSG0 2551195.42000000 PA USD 2842163.54000000 0.046762829136 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4.50000000 N N N N N N Drive Auto Receivables Trust N/A Drive Auto Receivables Trust 2020-1 26208QAF4 6095000.00000000 PA USD 6215816.31000000 0.102270383797 Long ABS-O CORP US N 2 2026-03-16 Fixed 2.36000000 N N N N N N PIONEER NATURAL RESOURCE FY8JBF7CCL2VE4F1B628 Pioneer Natural Resources Co 723787AU1 5240000.00000000 PA USD 5257244.84000000 0.086498767126 Long DBT CORP US N 2 2023-05-15 Fixed 0.55000000 N N N N N N Freddie Mac - STACR N/A Freddie Mac STACR REMIC Trust 2020-DNA5 35566AAA7 1883914.15000000 PA USD 1883913.96000000 0.030996508603 Long ABS-MBS CORP US N 2 2050-10-25 Floating 1.31000000 N N N N N N CONNECTICUT ST 5493007GRO6CU0IKP741 State of Connecticut 20772KJX8 1275000.00000000 PA USD 1339795.25000000 0.022043987079 Long DBT MUN US N 2 2025-07-01 Fixed 2.09800000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 Credit Suisse Group AG 225401AD0 2805000.00000000 PA USD 2896041.89000000 0.047649303134 Long DBT CORP CH N 2 2023-12-14 Fixed 2.99700000 N N N N N N GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 General Dynamics Corp 369550AU2 5425000.00000000 PA USD 5557467.65000000 0.091438408273 Long DBT CORP US N 2 2022-11-15 Fixed 2.25000000 N N N N N N Towd Point Mortgage Trust N/A Towd Point Mortgage Trust 2017-1 89173FAA8 2861681.80000000 PA USD 2904712.05000000 0.047791955450 Long ABS-MBS CORP US N 2 2056-10-25 Variable 2.75000000 N N N N N N CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 Cardinal Health Inc 14149YBF4 1650000.00000000 PA USD 1684692.90000000 0.027718674566 Long DBT CORP US N 2 2022-06-15 Fixed 2.61600000 N N N N N N Verus Securitization Trust N/A Verus Securitization Trust 2021-R1 92538BAB9 2718695.07000000 PA USD 2710478.90000000 0.044596188746 Long ABS-MBS CORP US N 2 2063-10-25 Variable 1.05700000 N N N N N N Starwood Mortgage Residential N/A Starwood Mortgage Residential Trust 2019-INV1 85572JAA5 658700.01000000 PA USD 667970.55000000 0.010990286891 Long ABS-MBS CORP US N 2 2049-09-27 Variable 2.61000000 N N N N N N MHC Commercial Mortgage Trust N/A MHC Commercial Mortgage Trust 2021-MHC 55316VAC8 11045000.00000000 PA USD 11048346.64000000 0.181781216632 Long ABS-MBS CORP US N 2 2038-04-15 Floating 1.20184200 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 Charles Schwab Corp/The 808513BB0 6770000.00000000 PA USD 7574905.61000000 0.124631820717 Long DBT CORP US N 2 2025-03-24 Fixed 4.20000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 Volkswagen Group of America Finance LLC 928668BJ0 5295000.00000000 PA USD 5322078.63000000 0.087565493724 Long DBT CORP US N 2 2023-11-22 Fixed 0.87500000 N N N N N N AMER AIRLINE 17-2B PTT N/A American Airlines 2017-2 Class B Pass Through Trust 02377DAA0 4622481.10800000 PA USD 4322019.84000000 0.071111275779 Long DBT CORP US N 2 2025-10-15 Fixed 3.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140Q9XM0 12893134.41000000 PA USD 14044672.72000000 0.231080520682 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.50000000 N N N N N N MIZUHO FIN GRP CAYMAN 2 5493005X5HKEZQSVVC05 Mizuho Financial Group Cayman 2 Ltd 000000000 14215000.00000000 PA USD 14765831.25000000 0.242945922740 Long DBT CORP KY N 2 2022-07-18 Fixed 4.20000000 N N N N N N MVW 2020-1 LLC N/A MVW 2020-1 LLC 55400EAB5 1942259.59000000 PA USD 2011103.95000000 0.033089197390 Long ABS-O CORP US N 2 2037-10-20 Fixed 2.73000000 N N N N N N Magnetite CLO Ltd 549300Z3WHVYABE20I45 Magnetite XVI Ltd 55953RAL5 15486119.29000000 PA USD 15486125.48000000 0.254797104255 Long ABS-CBDO CORP KY N 2 2028-01-18 Floating 0.98975000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 Sabine Pass Liquefaction LLC 785592AH9 19214000.00000000 PA USD 19809634.00000000 0.325932873659 Long DBT CORP US N 2 2022-03-15 Fixed 6.25000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 9128285V8 4045000.00000000 PA USD 4106307.03000000 0.067562098846 Long DBT UST US N 2 2022-01-15 Fixed 2.50000000 N N N N N N Ellington Financial Mortgage T N/A Ellington Financial Mortgage Trust 2019-2 31573TAA6 2753209.63000000 PA USD 2807054.70000000 0.046185174591 Long ABS-MBS CORP US N 2 2059-11-25 Variable 2.73900000 N N N N N N SWEDBANK AB M312WZV08Y7LYUC71685 Swedbank AB 87020PAK3 7720000.00000000 PA USD 7850112.88000000 0.129159874914 Long DBT CORP SE N 2 2023-06-02 Fixed 1.30000000 N N N N N N Ellington Financial Mortgage T N/A Ellington Financial Mortgage Trust 2019-2 31573TAC2 1636582.81000000 PA USD 1665756.54000000 0.027407109889 Long ABS-MBS CORP US N 2 2059-11-25 Variable 3.04600000 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 Wells Fargo Bank NA 94988J6A0 8065000.00000000 PA USD 8095364.73000000 0.133195065076 Long DBT CORP US N 2 2022-09-09 Fixed 2.08200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31410LAR3 59084.20000000 PA USD 62478.55000000 0.001027975243 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Non Gold Pool 3128QJ2R6 8106.58000000 PA USD 8546.42000000 0.000140616390 Long ABS-MBS USGSE US N 2 2037-04-01 Floating 1.92100000 N N N N N N PRINCIPAL LFE GLB FND II 635400WSLKBQWSOIIT41 Principal Life Global Funding II 74256LEL9 4970000.00000000 PA USD 4971043.70000000 0.081789828031 Long DBT CORP US N 2 2024-04-12 Fixed 0.75000000 N N N N N N AmeriCredit Automobile Receiva N/A AmeriCredit Automobile Receivables Trust 2017-3 03065HAG3 11521000.00000000 PA USD 11794543.10000000 0.194058574029 Long ABS-O CORP US N 2 2023-07-18 Fixed 3.18000000 N N N N N N MCDONALD'S CORP UE2136O97NLB5BYP9H04 McDonald's Corp 58013MFE9 5285000.00000000 PA USD 5569644.82000000 0.091638762303 Long DBT CORP US N 2 2023-04-01 Fixed 3.35000000 N N N N N N Navient Student Loan Trust N/A Navient Private Education Refi Loan Trust 2020-B 63941GAB0 4660000.00000000 PA USD 4732416.87000000 0.077863640983 Long ABS-O CORP US N 2 2069-01-15 Fixed 2.12000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140HMPA6 1329566.20000000 PA USD 1461610.31000000 0.024048240795 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3128PFCH6 21.08000000 PA USD 21.16000000 0.000000348150 Long ABS-MBS USGSE US N 2 2021-11-01 Fixed 6.00000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 Bayer US Finance II LLC 07274NAC7 10390000.00000000 PA USD 10393574.16000000 0.171008080894 Long DBT CORP US N 2 2021-06-25 Floating 0.83063000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 94974BFC9 897000.00000000 PA USD 917866.01000000 0.015101879533 Long DBT CORP US N 2 2022-03-08 Fixed 3.50000000 N N N N N N HERO ASIA INVESTMENT LTD 549300YWBWWXOPOSH694 Hero Asia Investment Ltd 000000000 14320000.00000000 PA USD 14370633.23000000 0.236443630658 Long DBT CORP HK N 2 2023-11-18 Fixed 1.50000000 N N N N N N Citigroup Mortgage Loan Trust 549300R1KUK063S4I339 Citigroup Mortgage Loan Trust Inc 17328PAQ6 8614108.91000000 PA USD 8773957.48000000 0.144360121687 Long ABS-MBS CORP US N 2 2050-08-25 Variable 2.50000000 N N N N N N AMERICAN CAMPUS CMNTYS RDKVCX5HITZ2GPIR7153 American Campus Communities Operating Partnership LP 024836AA6 6705000.00000000 PA USD 7032968.37000000 0.115715191466 Long DBT CORP US N 2 2023-04-15 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31410TM85 8181.71000000 PA USD 8309.97000000 0.000136726019 Long ABS-MBS USGSE US N 2 2022-05-01 Fixed 5.50000000 N N N N N N Navient Student Loan Trust N/A Navient Private Education Refi Loan Trust 2020-G 63941UAA1 3450450.36000000 PA USD 3470839.76000000 0.057106596567 Long ABS-O CORP US N 2 2069-09-16 Fixed 1.17000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31414DPA8 120415.57000000 PA USD 122204.24000000 0.002010656992 Long ABS-MBS USGSE US N 2 2038-05-01 Floating 2.14900000 N N N N N N CHICAGO IL TRANSIT AUTH SALES N/A Chicago Transit Authority Sales Tax Receipts Fund 16772PCH7 295000.00000000 PA USD 299345.62000000 0.004925208519 Long DBT MUN US N 2 2022-12-01 Fixed 1.70800000 N N N N N N T. ROWE PRICE GOVERNMENT RESERVE FUND 5493007QR86JJLYO6D96 T. ROWE PRICE GOVERNMENT RESERVE FUND 000000000 118170951.81000000 NS USD 118170951.81000000 1.944296290711 Long STIV RF US N 1 N N N DALLAS-FORT WORTH TX INTERNATI N/A Dallas Fort Worth International Airport 2350366M7 1670000.00000000 PA USD 1694566.37000000 0.027881125243 Long DBT MUN US N 2 2025-11-01 Fixed 1.32900000 N N N N N N SLM Student Loan Trust 549300IZGFDRVV7YTH38 SLM Student Loan Trust 2007-7 78444EAD1 6864254.96000000 PA USD 6683367.43000000 0.109963119570 Long ABS-O CORP US N 2 2022-01-25 Floating 0.50575000 N N N N N N Morgan Stanley BAML Trust N/A Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30 61766NAW5 118306.45000000 PA USD 118308.65000000 0.001946561873 Long ABS-MBS CORP US N 2 2049-09-15 Fixed 1.38900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3132A4LW6 3011568.25000000 PA USD 3350989.43000000 0.055134669046 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 5.00000000 N N N N N N AMERICAN ELECTRIC POWER 1B4S6S7G0TW5EE83BO58 American Electric Power Co Inc 025537AL5 1500000.00000000 PA USD 1525321.50000000 0.025096496974 Long DBT CORP US N 2 2021-12-01 Fixed 3.65000000 N N N N N N PNC BANK NA AD6GFRVSDT01YPT1CS68 PNC Bank NA 69353RFE3 7050000.00000000 PA USD 7217338.80000000 0.118748684365 Long DBT CORP US N 2 2022-07-28 Fixed 2.45000000 N N N N N N Freddie Mac - STACR 549300BL200YC56BUV20 STACR Trust 2018-DNA3 35563WAQ7 5505000.00000000 PA USD 5506781.42000000 0.090604455026 Long ABS-MBS CORP US N 2 2048-09-25 Floating 0.99163000 N N N N N N TRINITY ACQUISITION PLC 549300FJZWZN6MJNGB63 Trinity Acquisition PLC 89641UAD3 5535000.00000000 PA USD 5500406.25000000 0.090499562756 Long DBT CORP GB N 2 2021-09-15 Fixed 3.50000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A Penske Truck Leasing Co Lp / PTL Finance Corp 709599AS3 6330000.00000000 PA USD 6425690.61000000 0.105723498261 Long DBT CORP US N 2 2022-02-01 Fixed 3.37500000 N N N N N N AmeriCredit Automobile Receiva N/A AmeriCredit Automobile Receivables Trust 2017-2 03065GAG5 4910000.00000000 PA USD 4992166.40000000 0.082137365109 Long ABS-O CORP US N 2 2023-04-18 Fixed 3.42000000 N N N N N N SAN DIEGO G & E KNIRVXKVNJJ4P8OTMS63 San Diego Gas & Electric Co 797440BT0 813610.48000000 PA USD 818068.25000000 0.013459881973 Long DBT CORP US N 2 2022-02-01 Fixed 1.91400000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179SQW0 1178824.15000000 PA USD 1253632.33000000 0.020626326959 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 3.50000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 CBOT 5 Year US Treasury Note 000000000 -1866.00000000 NC USD -454557.60000000 -0.00747895013 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B UNITED STATES TREASURY NOTE/BOND 2021-09-30 -230652453.36000000 USD -454557.60000000 N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 Microchip Technology Inc 595017AN4 15880000.00000000 PA USD 15879793.56000000 0.261274223851 Long DBT CORP US N 2 2021-06-01 Fixed 3.92200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418MWZ1 17017.79000000 PA USD 19638.89000000 0.000323123579 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 5.50000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 CDS GENERAL MILLS INC 000000000 1.00000000 NC USD -194289.73000000 -0.00319669762 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 GENERAL MILLS INC General Mills Inc Y Default Event 2024-12-20 0.00000000 USD -154837.63000000 USD -6875000.00000000 USD -39452.10000000 N N N BAT INTL FINANCE PLC 21380041YBGOQDFAC823 BAT International Finance PLC 05530QAN0 7140000.00000000 PA USD 7087421.04000000 0.116611114895 Long DBT CORP GB N 2 2026-03-25 Fixed 1.66800000 N N N N N N KKR Industrial Portfolio Trust N/A KKR Industrial Portfolio Trust 2021-KDIP 48254CAL9 3585000.00000000 PA USD 3582748.26000000 0.058947855168 Long ABS-MBS CORP US N 2 2037-12-15 Floating 1.10088000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31407CB71 53205.09000000 PA USD 53340.65000000 0.000877627084 Long ABS-MBS USGSE US N 2 2035-07-01 Floating 2.37500000 N N N N N N Santander Drive Auto Receivabl N/A Santander Drive Auto Receivables Trust 2020-3 80285WAE7 9660000.00000000 PA USD 9693294.16000000 0.159486198523 Long ABS-O CORP US N 2 2025-03-17 Fixed 0.69000000 N N N N N N New Residential Mortgage Loan N/A New Residential Mortgage Loan Trust 2020-NQM 64830UAA3 2226982.08000000 PA USD 2255863.81000000 0.037116292717 Long ABS-MBS CORP US N 2 2060-05-24 Variable 1.65017000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 Duke Energy Corp 26441CAF2 2750000.00000000 PA USD 2753135.00000000 0.045298020252 Long DBT CORP US N 2 2021-09-15 Fixed 3.55000000 N N N N N N Onslow Bay Financial LLC N/A OBX 2020-INV1 Trust 67113CAE6 1742806.93000000 PA USD 1783044.16000000 0.029336872500 Long ABS-MBS CORP US N 2 2049-12-25 Variable 3.50000000 N N N N N N AmeriCredit Automobile Receiva N/A AmeriCredit Automobile Receivables Trust 2020-2 03066EAE4 2715000.00000000 PA USD 2743019.34000000 0.045131584762 Long ABS-O CORP US N 2 2026-02-18 Fixed 0.97000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617MHSW7 49723.50000000 PA USD 52955.44000000 0.000871289128 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 4.00000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 Exxon Mobil Corp 30231GBH4 16400000.00000000 PA USD 17701979.60000000 0.291255107514 Long DBT CORP US N 2 2025-03-19 Fixed 2.99200000 N N N N N N HOUSTON TX ARPT SYS REVENUE N/A City of Houston TX Airport System Revenue 442349EK8 975000.00000000 PA USD 987085.61000000 0.016240766962 Long DBT MUN US N 2 2023-07-01 Fixed 1.05400000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828ZU7 26600000.00000000 PA USD 26649875.00000000 0.438477073399 Long DBT UST US N 2 2023-06-15 Fixed 0.25000000 N N N N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 Marsh & McLennan Cos Inc 571748BF8 5950000.00000000 PA USD 6484803.85000000 0.106696103216 Long DBT CORP US N 2 2024-03-15 Fixed 3.87500000 N N N N N N Towd Point Mortgage Trust N/A Towd Point Mortgage Trust 2017-4 89173UAA5 2444242.84000000 PA USD 2522777.83000000 0.041507895993 Long ABS-MBS CORP US N 2 2057-06-25 Variable 2.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31416CME3 528163.81000000 PA USD 549813.01000000 0.009046211268 Long ABS-MBS USGSE US N 2 2024-06-01 Fixed 5.00000000 N N N N N N Credit Suisse Mortgage Trust N/A CSMC 2020-NET 126438AA8 3395000.00000000 PA USD 3507690.24000000 0.057712906751 Long ABS-MBS CORP US N 2 2037-08-15 Fixed 2.25690000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GJH3 6275000.00000000 PA USD 6308784.60000000 0.103800014375 Long DBT CORP US N 2 2024-10-24 Fixed 0.81000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31402RDF3 179525.76000000 PA USD 207836.71000000 0.003419589485 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.00000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 American Tower Corp 03027XAD2 3384000.00000000 PA USD 3771945.14000000 0.062060758859 Long DBT CORP US N 2 2024-02-15 Fixed 5.00000000 N N N N N N ELARA HGV TIMESHARE ISSUER N/A Elara HGV Timeshare Issuer 2017-A LLC 28416DAA8 1088726.49000000 PA USD 1122471.02000000 0.018468297049 Long ABS-O CORP US N 2 2030-03-25 Fixed 2.69000000 N N N N N N ONE Park Mortgage Trust N/A ONE 2021-PARK Mortgage Trust 682413AC3 11219000.00000000 PA USD 11208901.78000000 0.184422870595 Long ABS-MBS CORP US N 2 2036-03-15 Floating 1.05100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31403DBX6 102414.67000000 PA USD 118679.55000000 0.001952664384 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.50000000 N N N N N N SMB Private Education Loan Tru 549300XC4C7GRVLU6076 SMB Private Education Loan Trust 2014-A 784456AD7 12170000.00000000 PA USD 12290162.93000000 0.202213131324 Long ABS-O CORP US N 2 2032-04-15 Floating 1.60088000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138EJ6A1 1038167.69000000 PA USD 1092136.85000000 0.017969201346 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 4.50000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 UNITED STATES 10 YEAR TREASURY NOTE/BOND 000000000 -221.00000000 NC USD 56503.07000000 0.000929659173 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2021-09-21 -32091144.80000000 USD 56503.07000000 N N N GS Mortgage-Backed Securities N/A GS Mortgage-Backed Securities Corp Trust 2021-NQM1 36262EAA4 4990227.55000000 PA USD 4995375.97000000 0.082190172969 Long ABS-MBS CORP US N 2 2061-07-25 Variable 1.01700000 N N N N N N Fannie Mae or Freddie Mac N/A Fannie Mae or Freddie Mac 01F040669 5085000.00000000 PA USD 5431696.98000000 0.089369071914 Long ABS-MBS USGSE US N 2 2050-06-15 Fixed 4.00000000 N N N N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 Moody's Corp 615369AS4 6475000.00000000 PA USD 7120343.83000000 0.117152801811 Long DBT CORP US N 2 2025-03-24 Fixed 3.75000000 N N N N N N Kubota Credit Owner Trust N/A Kubota Credit Owner Trust 2020-1 50117WAC8 2600000.00000000 PA USD 2656579.38000000 0.043709366433 Long ABS-O CORP US N 2 2024-03-15 Fixed 1.96000000 N N N N N N LSEGA FINANCING PLC 2138009YFYTGEHZNNZ09 LSEGA Financing PLC 50220PAA1 11680000.00000000 PA USD 11668144.80000000 0.191978911116 Long DBT CORP GB N 2 2024-04-06 Fixed 0.65000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co 110122CZ9 1511000.00000000 PA USD 1579200.50000000 0.025982981666 Long DBT CORP US N 2 2023-02-20 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31410GJ95 28861.22000000 PA USD 33457.45000000 0.000550483811 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 5.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29273RAY5 4925000.00000000 PA USD 5374406.25000000 0.088426453173 Long DBT CORP US N 2 2024-02-01 Fixed 4.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Non Gold Pool 3128S4GD3 79058.15000000 PA USD 84936.69000000 0.001397484650 Long ABS-MBS USGSE US N 2 2037-02-01 Floating 2.56600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X6C66 1398482.81000000 PA USD 1593096.78000000 0.026211620644 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31402CVW9 659032.45000000 PA USD 779997.36000000 0.012833492077 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 6.00000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 Fannie Mae Connecticut Avenue Securities 30711XMZ4 9749213.29000000 PA USD 9614559.59000000 0.158190758907 Long ABS-MBS CORP US N 2 2029-11-25 Floating 1.19163000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 Edison International 281020AP2 4775000.00000000 PA USD 4926472.55000000 0.081056487728 Long DBT CORP US N 2 2022-11-15 Fixed 3.12500000 N N N N N N New Orleans Hotel Trust N/A New Orleans Hotel Trust 2019-HNLA 647622AC3 13305000.00000000 PA USD 13188171.46000000 0.216988290761 Long ABS-MBS CORP US N 2 2032-04-15 Floating 1.38971000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3128MCG25 16175.17000000 PA USD 16337.98000000 0.000268812880 Long ABS-MBS USGSE US N 2 2023-12-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31416CFF8 186584.16000000 PA USD 189032.97000000 0.003110206838 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 5.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CBX8 302455000.00000000 PA USD 302407741.41000000 4.975590370562 Long DBT UST US N 2 2023-04-30 Fixed 0.12500000 N N N N N N BAIDU INC 254900AL64IANZYI1E02 Baidu Inc 056752AB4 5706000.00000000 PA USD 5942333.68000000 0.097770705534 Long DBT CORP KY N 2 2022-11-28 Fixed 3.50000000 N N N N N N ARES CLO LTD N/A ARES LVIII CLO LTD 04018AAC3 3025000.00000000 PA USD 3029537.50000000 0.049845739867 Long ABS-CBDO CORP KY N 2 2033-01-15 Floating 1.45575000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 Avolon Holdings Funding Ltd 05401AAM3 9215000.00000000 PA USD 9042218.75000000 0.148773891604 Long DBT CORP KY N 2 2026-02-21 Fixed 2.12500000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 Avolon Holdings Funding Ltd 05401AAE1 11115000.00000000 PA USD 11323406.25000000 0.186306841342 Long DBT CORP KY N 2 2022-05-01 Fixed 3.62500000 N N N N N N AmeriCredit Automobile Receiva N/A AmeriCredit Automobile Receivables Trust 2017-1 03065FAG7 15265000.00000000 PA USD 15401937.74000000 0.253411942266 Long ABS-O CORP US N 2 2023-01-18 Fixed 3.13000000 N N N N N N GM Financial Automobile Leasin N/A GM Financial Automobile Leasing Trust 2019-1 36256UAG3 7185000.00000000 PA USD 7228922.62000000 0.118939275859 Long ABS-O CORP US N 2 2022-12-20 Fixed 3.56000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 Aker BP ASA 00973RAE3 7265000.00000000 PA USD 7582843.75000000 0.124762428924 Long DBT CORP NO N 2 2025-01-15 Fixed 3.00000000 N N N N N N CREDIT SUISSE NEW YORK 549300D0YARF5HYP1809 Credit Suisse AG/New York NY 22550L2E0 7350000.00000000 PA USD 7334079.90000000 0.120669454945 Long DBT CORP CH N 2 2024-02-02 Fixed 0.49500000 N N N N N N BX Trust N/A BX Trust 2018-GW 12433UAA3 11837000.00000000 PA USD 11847935.02000000 0.194937044672 Long ABS-MBS CORP US N 2 2035-05-15 Floating 0.90100000 N N N N N N HIGHWOODS REALTY LP JUJNVZX73BIYHLR58F51 Highwoods Realty LP 431282AM4 12275000.00000000 PA USD 12705742.03000000 0.209050758424 Long DBT CORP US N 2 2023-01-15 Fixed 3.62500000 N N N N N N SCHLUMBERGER HLDGS CORP 529900IKZG65COT1D505 Schlumberger Holdings Corp 806851AG6 2580000.00000000 PA USD 2879610.24000000 0.047378949078 Long DBT CORP US N 2 2025-12-21 Fixed 4.00000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 Enterprise Products Operating LLC 29379VBS1 9820000.00000000 PA USD 10028616.08000000 0.165003334124 Long DBT CORP US N 2 2022-02-01 Fixed 3.50000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 Hyundai Capital America 44891AAY3 3995000.00000000 PA USD 4082997.87000000 0.067178587394 Long DBT CORP US N 2 2022-02-01 Fixed 3.95000000 N N N N N N ILLINOIS ST 54930048FV8RWPR02D67 State of Illinois 4521527Q8 13440000.00000000 PA USD 13531695.74000000 0.222640381848 Long DBT MUN US N 2 2022-10-01 Fixed 2.25000000 N N N N N N Santander Drive Auto Receivabl N/A Santander Drive Auto Receivables Trust 2018-2 80285FAF1 367045.88000000 PA USD 367997.85000000 0.006054760867 Long ABS-O CORP US N 2 2023-07-17 Fixed 3.35000000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 Roper Technologies Inc 776743AE6 2210000.00000000 PA USD 2365073.49000000 0.038913146957 Long DBT CORP US N 2 2023-09-15 Fixed 3.65000000 N N N N N N BANCO SANTANDER MEXICO SCRYQ25DTVRHYYMM6P89 Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand 05969BAD5 1865000.00000000 PA USD 2129363.75000000 0.035034955522 Long DBT CORP MX N 2 2025-04-17 Fixed 5.37500000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 Microchip Technology Inc 595017AX2 8380000.00000000 PA USD 8387818.54000000 0.138006880918 Long DBT CORP US N 2 2024-09-01 Fixed 0.98300000 N N N N N N KKR Industrial Portfolio Trust N/A KKR Industrial Portfolio Trust 2021-KDIP 48254CAN5 2510000.00000000 PA USD 2506855.22000000 0.041245917299 Long ABS-MBS CORP US N 2 2037-12-15 Floating 1.35088000 N N N N N N Carlyle Global Market Strategi 549300XYKYPK3H877P92 Carlyle Global Market Strategies CLO 2015-3 Ltd 14311MAN6 4185366.55000000 PA USD 4185873.69000000 0.068871229047 Long ABS-CBDO CORP KY N 2 2028-07-28 Floating 1.18400000 N N N N N N Morgan Stanley Capital I Trust N/A Morgan Stanley Capital I Trust 2019-MEAD 61771LAJ1 7880000.00000000 PA USD 7839414.06000000 0.128983844546 Long ABS-MBS CORP US N 2 2036-11-10 Variable 3.17709700 N N N N N N GRAY OAK PIPELINE LLC N/A Gray Oak Pipeline LLC 38937LAC5 3115000.00000000 PA USD 3200298.05000000 0.052655305999 Long DBT CORP US N 2 2025-10-15 Fixed 2.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31385JJC3 215762.85000000 PA USD 250277.17000000 0.004117873012 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust 2020-INV1 46591VBH1 2862682.19000000 PA USD 2930607.34000000 0.048218017147 Long ABS-MBS CORP US N 2 2050-08-25 Variable 3.50000000 N N N N N N Towd Point Mortgage Trust N/A Towd Point Mortgage Trust 2016-1 89172EAU8 312873.57000000 PA USD 313673.90000000 0.005160955301 Long ABS-MBS CORP US N 2 2055-02-25 Variable 2.75000000 N N N N N N HARLEY-DAVIDSON FINL SER RLUFFFFW4GRYU77BTS24 Harley-Davidson Financial Services Inc 41283LAQ8 2715000.00000000 PA USD 2755744.01000000 0.045340946947 Long DBT CORP US N 2 2022-06-09 Fixed 2.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31408DT95 66574.83000000 PA USD 67875.70000000 0.001116775905 Long ABS-MBS USGSE US N 2 2035-12-01 Floating 2.04300000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280CS6 1740000.00000000 PA USD 1745790.72000000 0.028723932313 Long DBT CORP GB N 2 2025-05-24 Floating 0.97600000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 CDS BOEING CO 000000000 1.00000000 NC USD 138780.85000000 0.002283396111 N/A DCR CORP US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BOEING CO Boeing Co/The Y Default Event 2021-12-20 86015.10000000 USD 0.00000000 USD 28000000.00000000 USD 52765.75000000 N N N NXP BV/NXP FUNDING LLC N/A NXP BV / NXP Funding LLC 62947QAV0 12550000.00000000 PA USD 13540734.65000000 0.222789101299 Long DBT CORP N/A N 2 2023-06-01 Fixed 4.62500000 N N N N N N SMBC AVIATION CAPITAL FI 549300OD7VKRVNWB2J98 SMBC Aviation Capital Finance DAC 78448TAA0 540000.00000000 PA USD 541055.70000000 0.008902125052 Long DBT CORP IE N 2 2021-07-15 Fixed 2.65000000 N N N N N N GMRF Mortgage Acquisition Co., N/A Galton Funding Mortgage Trust 2019-1 36418WAQ2 2261997.56000000 PA USD 2299574.99000000 0.037835483719 Long ABS-MBS CORP US N 2 2059-02-25 Variable 4.00000000 N N N N N N SLM Student Loan Trust 549300WLW67V4O2Z6P70 SLM Student Loan Trust 2010-1 78445XAA4 6496115.55000000 PA USD 6387116.58000000 0.105088830077 Long ABS-O CORP US N 2 2025-03-25 Floating 0.49163000 N N N N N N SIEMENS FINANCIERINGSMAT TAFO772JB70PDRN5VS48 Siemens Financieringsmaatschappij NV 82620KAX1 5925000.00000000 PA USD 5942508.38000000 0.097773579917 Long DBT CORP NL N 2 2024-03-11 Fixed 0.65000000 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 Republic Services Inc 760759AU4 6285000.00000000 PA USD 6634766.54000000 0.109163476944 Long DBT CORP US N 2 2024-08-15 Fixed 2.50000000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 CommonSpirit Health 20268JAE3 5450000.00000000 PA USD 5533074.35000000 0.091037059194 Long DBT CORP US N 2 2025-10-01 Fixed 1.54700000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 Gilead Sciences Inc 375558BW2 16775000.00000000 PA USD 16800967.70000000 0.276430532877 Long DBT CORP US N 2 2023-09-29 Fixed 0.75000000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 Avis Budget Rental Car Funding AESOP LLC 05377RDM3 4265000.00000000 PA USD 4575967.55000000 0.075289541106 Long ABS-O CORP US N 2 2025-09-22 Fixed 3.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3132D6N22 12064637.29000000 PA USD 12478030.64000000 0.205304165847 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 2.00000000 N N N N N N POSCO 988400E5HRVX81AYLM04 POSCO 693483AF6 8335000.00000000 PA USD 8522485.24000000 0.140222585889 Long DBT CORP KR N 2 2022-11-12 Fixed 2.37500000 N N N N N N Merit N/A Merit 2020-Hill 590027AL2 3740000.00000000 PA USD 3758753.11000000 0.061843707083 Long ABS-MBS CORP US N 2 2037-08-15 Floating 2.45100000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU N/A WFRBS Commercial Mortgage Trust 2014-C23 92939HAY1 8820000.00000000 PA USD 9654267.92000000 0.158844090014 Long ABS-MBS CORP US N 2 2057-10-15 Fixed 3.91700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31403DGZ6 129465.00000000 PA USD 149967.81000000 0.002467457968 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31402DC73 744400.49000000 PA USD 861687.73000000 0.014177564211 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29278NAL7 14312000.00000000 PA USD 15063380.00000000 0.247841566907 Long DBT CORP US N 2 2023-03-15 Fixed 4.25000000 N N N N N N SMB Private Education Loan Tru N/A SMB Private Education Loan Trust 2020-PTB 78449DAB2 11340000.00000000 PA USD 11495612.02000000 0.189140186040 Long ABS-O CORP US N 2 2054-09-15 Fixed 1.60000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 Humana Inc 444859BM3 4125000.00000000 PA USD 4644564.38000000 0.076418181944 Long DBT CORP US N 2 2025-04-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133KHDK9 623428.14000000 PA USD 677560.35000000 0.011148070274 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Non Gold Pool 3128QJQE9 62646.11000000 PA USD 66659.66000000 0.001096768094 Long ABS-MBS USGSE US N 2 2036-12-01 Floating 2.31500000 N N N N N N Sequoia Mortgage Trust 549300ZUG1L9OO3W6B29 Sequoia Mortgage Trust 2018-CH1 81747DAL3 217440.59000000 PA USD 217509.67000000 0.003578741121 Long ABS-MBS CORP US N 2 2048-02-25 Variable 3.50000000 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 Kinder Morgan Energy Partners LP 494550BL9 955000.00000000 PA USD 988460.34000000 0.016263385740 Long DBT CORP US N 2 2022-09-01 Fixed 3.95000000 N N N N N N Vista Point Securitization Tru N/A Vista Point Securitization Trust 2020-2 92838TAC5 2388572.93000000 PA USD 2417445.28000000 0.039774833145 Long ABS-MBS CORP US N 2 2065-04-25 Variable 2.49600000 N N N N N N SMB Private Education Loan Tru 549300GMVSOGAWY1JE39 SMB Private Education Loan Trust 2015-A 78448PAC4 765117.64000000 PA USD 766886.13000000 0.012617769723 Long ABS-O CORP US N 2 2027-06-15 Floating 1.10088000 N N N N N N GM Financial Securitized Term N/A GM Financial Consumer Automobile Receivables Trust 2017-3 36254MAG3 1895000.00000000 PA USD 1901100.19000000 0.031279277953 Long ABS-O CORP US N 2 2023-03-16 Fixed 2.52000000 N N N N N N Ellington Financial Mortgage T N/A Ellington Financial Mortgage Trust 2020-2 31573WAA9 6615405.54000000 PA USD 6623441.27000000 0.108977139438 Long ABS-MBS CORP US N 2 2065-10-25 Variable 1.17800000 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 BMW US Capital LLC 05565EBD6 7305000.00000000 PA USD 7311552.59000000 0.120298807467 Long DBT CORP US N 2 2021-08-13 Floating 0.66025000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31416VKM5 101317.71000000 PA USD 119561.91000000 0.001967182074 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.00000000 N N N N N N CGDB Commercial Mortgage Trust N/A CGDB Commercial Mortgage Trust 2019-MOB 125284AG4 10831000.00000000 PA USD 10810359.36000000 0.177865552261 Long ABS-MBS CORP US N 2 2036-11-15 Floating 1.75088000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31408GJG3 8707.12000000 PA USD 8751.09000000 0.000143983877 Long ABS-MBS USGSE US N 2 2035-12-01 Floating 2.14500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179TJ22 3054010.16000000 PA USD 3362096.96000000 0.055317424021 Long ABS-MBS USGA US N 2 2047-10-20 Fixed 5.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GXP4 8675000.00000000 PA USD 8686945.48000000 0.142928491441 Long DBT CORP US N 2 2023-01-27 Fixed 0.48100000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae 21H040665 3245000.00000000 PA USD 3442090.01000000 0.056633569724 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31417MTM5 48445.94000000 PA USD 50875.34000000 0.000837064721 Long ABS-MBS USGSE US N 2 2024-09-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3128MJ3A6 2761764.70000000 PA USD 2929056.55000000 0.048192501610 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N JP Morgan Chase Commercial Mor N/A J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M 46652RAJ3 6310000.00000000 PA USD 6329508.63000000 0.104140992036 Long ABS-MBS CORP US N 2 2033-10-15 Floating 2.27100000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust 2020-INV1 46591VBC2 1740510.77000000 PA USD 1754332.17000000 0.028864466931 Long ABS-MBS CORP US N 2 2050-08-25 Floating 0.93613000 N N N N N N Angel Oak Mortgage Trust N/A Angel Oak Mortgage Trust I LLC 2019-2 03463WAA1 2689236.40000000 PA USD 2724837.59000000 0.044832435872 Long ABS-MBS CORP US N 2 2049-03-25 Variable 3.62800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31410XVR4 523.09000000 PA USD 524.37000000 0.000008627591 Long ABS-MBS USGSE US N 2 2021-08-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617N3MD5 231963.05000000 PA USD 252952.50000000 0.004161890887 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3128M1NN5 586.96000000 PA USD 586.51000000 0.000009649996 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 6.00000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 SWOP CDS CDX.NA.IG.36.V1 000000000 1.00000000 NC USD 127977.09000000 0.002105639140 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 CDS CDX.NA.IG.36.V1 000000000 0.00000000 NC USD 0.00000000 0.00000000 DCR CORP US IHS MARKIT LTD CDX.NA.IG.36.V1 Default Event 2026-06-20 0.00000000 USD 0.00000000 USD N/A N/A 101300000.00000000 USD 55.00000000 USD 2021-07-21 XXXX -59427.91000000 N N N SMBC AVIATION CAPITAL FI 549300OD7VKRVNWB2J98 SMBC Aviation Capital Finance DAC 78448TAE2 2800000.00000000 PA USD 2976380.40000000 0.048971132776 Long DBT CORP IE N 2 2024-04-15 Fixed 3.55000000 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 Sempra Energy 816851AT6 4570000.00000000 PA USD 4684784.69000000 0.077079936786 Long DBT CORP US N 2 2022-10-01 Fixed 2.87500000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 Roper Technologies Inc 776743AH9 2640000.00000000 PA USD 2778357.12000000 0.045713006114 Long DBT CORP US N 2 2024-09-15 Fixed 2.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31414NB45 56786.64000000 PA USD 59179.33000000 0.000973692350 Long ABS-MBS USGSE US N 2 2023-12-01 Fixed 5.00000000 N N N N N N Bluemountain CLO Ltd 549300261OAC6YQ54P29 BlueMountain CLO 2015-2 Ltd 09628BAL2 6799329.49000000 PA USD 6798707.42000000 0.111860837336 Long ABS-CBDO CORP KY N 2 2027-07-18 Floating 1.11975000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp 14040HBU8 5589000.00000000 PA USD 5833725.54000000 0.095983748583 Long DBT CORP US N 2 2023-01-30 Fixed 3.20000000 N N N N N N Barings CLO Ltd 54930079SUKCXYW8DR07 Barings CLO Ltd 2013-I 06760EAA4 7659109.03000000 PA USD 7661920.38000000 0.126063496539 Long ABS-CBDO CORP KY N 2 2028-01-20 Floating 0.98825000 N N N N N N CENOVUS ENERGY INC 549300EIRQ0Z2B9C1W06 Cenovus Energy Inc 448055AJ2 7482000.00000000 PA USD 7628145.91000000 0.125507796718 Long DBT CORP CA N 2 2022-04-15 Fixed 3.95000000 N N N N N N PERRIGO FINANCE UNLIMITD 549300E86RB6YCTMRM83 Perrigo Finance Unlimited Co 714295AC6 32625000.00000000 PA USD 35099932.50000000 0.577507987527 Long DBT CORP IE N 2 2024-12-15 Fixed 3.90000000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 Avis Budget Rental Car Funding AESOP LLC 05377RCR3 4535000.00000000 PA USD 4655992.89000000 0.076606218084 Long ABS-O CORP US N 2 2023-09-20 Fixed 3.41000000 N N N N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 American International Group Inc 026874CU9 5637000.00000000 PA USD 5888167.81000000 0.096879500898 Long DBT CORP US N 2 2022-06-01 Fixed 4.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Non Gold Pool 3128JNNV3 44571.04000000 PA USD 44805.86000000 0.000737202045 Long ABS-MBS USGSE US N 2 2037-01-01 Floating 2.21400000 N N N N N N Freddie Mac - STACR 549300L8K4CLYS7FCQ06 STACR Trust 2018-DNA2 35563TAK7 7535000.00000000 PA USD 7541951.79000000 0.124089623257 Long ABS-MBS CORP US N 2 2030-12-25 Floating 1.04163000 N N N N N N SMB Private Education Loan Tru N/A SMB Private Education Loan Trust 2021-B 78449YAA8 15390000.00000000 PA USD 15389749.14000000 0.253211400175 Long ABS-O CORP US N 2 2051-07-17 Fixed 1.31000000 N N N N N N CNH INDUSTRIAL CAPITAL LLC 549300PNSJ5B81UMVO28 CNH Industrial Capital LLC 12592BAG9 10774000.00000000 PA USD 10903869.80000000 0.179404102969 Long DBT CORP US N 2 2021-10-15 Fixed 3.87500000 N N N N N N COLT Funding LLC N/A COLT 2020-3 Mortgage Loan Trust 12597QAA4 2298809.43000000 PA USD 2312526.43000000 0.038048577007 Long ABS-MBS CORP US N 2 2065-04-27 Variable 1.50600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31411ETV9 60989.55000000 PA USD 72309.93000000 0.001189733403 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Corp Trust 2019-SOHO 36257XAA9 1000000.00000000 PA USD 999981.80000000 0.016452951209 Long ABS-MBS CORP US N 2 2036-06-15 Floating 1.00100000 N N N N N N FannieMae Whole Loan N/A Fannie Mae REMIC Trust 2001-W4 3139216U7 1934.83000000 PA USD 2076.72000000 0.000034168794 Long ABS-MBS USGSE US N 2 2032-01-25 Variable 5.11000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140QCNB8 3355211.25000000 PA USD 3559534.46000000 0.058565912698 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 3.00000000 N N N N N N BANCO SANTANDER MEXICO SCRYQ25DTVRHYYMM6P89 Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand 000000000 10350000.00000000 PA USD 10815853.50000000 0.177955948723 Long DBT CORP MX N 2 2022-11-09 Fixed 4.12500000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A AerCap Ireland Capital DAC / AerCap Global Aviation Trust 00774MAH8 7510000.00000000 PA USD 7641432.51000000 0.125726404478 Long DBT CORP IE N 2 2021-12-16 Fixed 4.45000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 Fannie Mae Connecticut Avenue Securities 30711XL28 10615000.00000000 PA USD 10550794.11000000 0.173594860140 Long ABS-MBS CORP US N 2 2030-10-25 Floating 0.94163000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 2 YEAR UNITED STATES TREASURY NOTE/BOND 000000000 3762.00000000 NC USD 376739.47000000 0.006198588932 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2021-09-30 830025983.04000000 USD 376739.47000000 N N N Nissan Master Owner Trust Rece N/A Nissan Master Owner Trust Receivables 65474VAS0 12890000.00000000 PA USD 12912803.70000000 0.212457595983 Long ABS-O CORP US N 2 2023-11-15 Floating 0.53088000 N N N N N N SMB Private Education Loan Tru 54930027GONY06ZX8P67 SMB Private Education Loan Trust 2016-C 78449KAC4 7517773.68000000 PA USD 7584475.13000000 0.124789270428 Long ABS-O CORP US N 2 2034-09-15 Floating 1.21463000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 CDS OMNICOM GROUP INC 000000000 1.00000000 NC USD -176403.01000000 -0.00290240294 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 OMNICOM GP/OMNICOM CAP Omnicom Group Inc / Omnicom Capital Inc Y Default Event 2024-12-20 0.00000000 USD -157185.44000000 USD -6875000.00000000 USD -19217.57000000 N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 Enel Finance International NV 29278GAD0 4960000.00000000 PA USD 5153370.56000000 0.084789697561 Long DBT CORP NL N 2 2023-04-06 Fixed 2.75000000 N N N N N N Freddie Mac - STACR N/A Freddie Mac Stacr Remic Trust 2020-HQA2 35565LAA4 2737237.87000000 PA USD 2737837.33000000 0.045046323853 Long ABS-MBS CORP US N 2 2050-03-25 Floating 1.19163000 N N N N N N CHINA MENGNIU DAIRY 2549005Q343BSJ8RSS21 China Mengniu Dairy Co Ltd 000000000 16354000.00000000 PA USD 16430160.25000000 0.270329544956 Long DBT CORP KY N 2 2025-06-17 Fixed 1.87500000 N N N N N N FIRST NIAGARA FIN GRP W4U8KD36H4XNDYC19F59 First Niagara Financial Group Inc 33582VAC2 4150000.00000000 PA USD 4301354.65000000 0.070771266228 Long DBT CORP US N 2 2021-12-15 Fixed 7.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31411GMT6 4419.22000000 PA USD 4445.54000000 0.000073143583 Long ABS-MBS USGSE US N 2 2022-01-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140QFSZ3 2600403.23000000 PA USD 2695371.46000000 0.044347622249 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N KEY BANK NA HUX2X73FUCYHUVH1BK78 KeyBank NA/Cleveland OH 49327M2Z6 9585000.00000000 PA USD 9740880.86000000 0.160269154426 Long DBT CORP US N 2 2023-03-10 Fixed 1.25000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 Societe Generale SA 83368RAU6 1120000.00000000 PA USD 1176894.88000000 0.019363746459 Long DBT CORP FR N 2 2024-10-16 Fixed 2.62500000 N N N N N N Deephaven Residential Mortgage N/A Deephaven Residential Mortgage Trust 2019-3 24381NAA6 1797045.85000000 PA USD 1803564.09000000 0.029674492051 Long ABS-MBS CORP US N 2 2059-07-25 Variable 2.96400000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179TE35 2729929.72000000 PA USD 2961492.13000000 0.048726172338 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 4.50000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 Enel Finance International NV 29278GAH1 12845000.00000000 PA USD 13906330.97000000 0.228804349192 Long DBT CORP NL N 2 2023-09-14 Fixed 4.25000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YCS6 4399000.00000000 PA USD 4484859.68000000 0.073790520484 Long DBT CORP US N 2 2022-03-15 Fixed 3.45000000 N N N N N N AT&T INC (12/14/2021) N/A AT&T INC (12/14/2021) 000000000 19695000.00000000 PA USD 19672022.43000000 0.323668716005 Long DBT CORP US N 2 2021-12-14 Fixed 0.01000000 N N N N N N Onslow Bay Financial LLC N/A OBX 2021-NQM1 Trust 67114BAA5 9443384.65000000 PA USD 9437233.23000000 0.155273163858 Long ABS-MBS CORP US N 2 2066-02-25 Variable 1.07200000 N N N N N N AmeriCredit Automobile Receiva N/A AmeriCredit Automobile Receivables Trust 2020-1 03067DAG0 14235000.00000000 PA USD 14575354.58000000 0.239811962344 Long ABS-O CORP US N 2 2025-12-18 Fixed 1.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3128MBHP5 7107.26000000 PA USD 7215.48000000 0.000118718101 Long ABS-MBS USGSE US N 2 2022-08-01 Fixed 6.00000000 N N N N N N Sierra Receivables Funding Co N/A Sierra Timeshare 2016-3 Receivables Funding LLC 82652YAA2 1520513.06000000 PA USD 1529844.14000000 0.025170909104 Long ABS-O CORP US N 2 2033-10-20 Fixed 2.43000000 N N N N N N ROSS STORES INC 549300ENZFLPGRDFZQ60 Ross Stores Inc 778296AF0 3695000.00000000 PA USD 3626683.15000000 0.059670726926 Long DBT CORP US N 2 2026-04-15 Fixed 0.87500000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU 549300QGM7D5K3CV2643 WFRBS Commercial Mortgage Trust 2014-LC14 96221TAE7 7525000.00000000 PA USD 8115723.79000000 0.133530037793 Long ABS-MBS CORP US N 2 2047-03-15 Fixed 4.04500000 N N N N N N 280 Park Avenue Mortgage Trust N/A 280 Park Avenue 2017-280P Mortgage Trust 90205FAA8 5835000.00000000 PA USD 5836694.48000000 0.096032597297 Long ABS-MBS CORP US N 2 2034-09-15 Floating 0.98088000 N N N N N N PUBLIC STORAGE 549300LMZF40TKJ6DM64 Public Storage 74460WAB3 4245000.00000000 PA USD 4250166.17000000 0.069929049336 Long DBT CORP US N 2 2024-04-23 Floating 0.48000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GGH6 12500000.00000000 PA USD 12581000.00000000 0.206998346537 Long DBT CORP US N 2 2023-01-20 Floating 1.34825000 N N N N N N BAYVIEW OPPORTUNITY MASTER FUN N/A Bayview Opportunity Master Fund IVa Trust 2017-SPL5 07331UAA6 5433737.51000000 PA USD 5564271.10000000 0.091550347141 Long ABS-MBS CORP US N 2 2057-06-28 Variable 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31360FC60 397.13000000 PA USD 401.26000000 0.000006602031 Long ABS-MBS USGSE US N 2 2024-05-01 Floating 4.68200000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 Standard Chartered PLC 853254BQ2 11221000.00000000 PA USD 11284724.06000000 0.185670393573 Long DBT CORP GB N 2 2022-09-10 Fixed 2.74400000 N N N N N N CHICAGO IL TRANSIT AUTH SALES N/A Chicago Transit Authority Sales Tax Receipts Fund 16772PCK0 795000.00000000 PA USD 821070.75000000 0.013509282858 Long DBT MUN US N 2 2024-12-01 Fixed 2.06400000 N N N N N N COMM Mortgage Trust N/A COMM 2014-CCRE19 Mortgage Trust 12592GAG8 2995000.00000000 PA USD 2973405.15000000 0.048922180242 Long ABS-MBS CORP US N 2 2047-08-10 Variable 4.70803400 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 Freddie Mac Structured Agency Credit Risk Debt Notes 3137G0BK4 1995601.70000000 PA USD 2038780.13000000 0.033544560516 Long ABS-MBS CORP US N 2 2024-08-25 Floating 4.09163000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 Pacific Gas and Electric Co 694308JR9 14900000.00000000 PA USD 14927371.30000000 0.245603781675 Long DBT CORP US N 2 2021-11-15 Floating 1.50963000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 Daimler Finance North America LLC 233851DY7 13400000.00000000 PA USD 13702598.80000000 0.225452292732 Long DBT CORP US N 2 2023-03-10 Fixed 1.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae 21H020667 1195000.00000000 PA USD 1215049.18000000 0.019991508721 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 2.00000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 Edison International 281020AJ6 4199000.00000000 PA USD 4346573.86000000 0.071515269225 Long DBT CORP US N 2 2023-03-15 Fixed 2.95000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 3622AABW3 3398632.14000000 PA USD 4001574.39000000 0.065838906468 Long ABS-MBS USGA US N 2 2045-09-15 Fixed 5.50000000 N N N N N N BAXALTA INC 5493000JW8DCO3T45R55 Baxalta Inc 07177MAL7 2150000.00000000 PA USD 2208469.25000000 0.036336498142 Long DBT CORP US N 2 2022-06-23 Fixed 3.60000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179TLV5 974750.93000000 PA USD 1074887.81000000 0.017685398567 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 5.00000000 N N N N N N Verus Securitization Trust N/A Verus Securitization Trust 2020-1 92536PAA2 6766162.10000000 PA USD 6865770.83000000 0.112964248431 Long ABS-MBS CORP US N 2 2060-01-25 Variable 2.41700000 N N N N N N ANALOG DEVICES INC GYVOE5EZ4GDAVTU4CQ61 Analog Devices Inc 032654AS4 2075000.00000000 PA USD 2228178.58000000 0.036660780689 Long DBT CORP US N 2 2025-04-01 Fixed 2.95000000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 Microchip Technology Inc 595017AQ7 7395000.00000000 PA USD 7713236.43000000 0.126907812372 Long DBT CORP US N 2 2023-09-01 Fixed 2.67000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 Williams Cos Inc/The 969457BU3 16130000.00000000 PA USD 16837155.33000000 0.277025937024 Long DBT CORP US N 2 2023-01-15 Fixed 3.70000000 N N N N N N Atrium Hotel Portfolio Trust N/A Atrium Hotel Portfolio Trust 2017-ATRM 04965JAA1 13085000.00000000 PA USD 13084757.93000000 0.215286802031 Long ABS-MBS CORP US N 2 2036-12-15 Floating 1.03100000 N N N N N N BANK OF IRELAND GROUP 635400C8EK6DRI12LJ39 Bank of Ireland Group PLC 06279JAA7 20873000.00000000 PA USD 22673296.25000000 0.373049426461 Long DBT CORP IE N 2 2023-11-25 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3128MC6H3 366.18000000 PA USD 381.50000000 0.000006276915 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3622A26K3 681273.12000000 PA USD 732531.28000000 0.012052520765 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 3.50000000 N N N N N N NASDAQ INC 549300L8X1Q78ERXFD06 Nasdaq Inc 63111XAC5 6280000.00000000 PA USD 6272953.84000000 0.103210481900 Long DBT CORP US N 2 2022-12-21 Fixed 0.44500000 N N N N N N CarMax Auto Owner Trust N/A CarMax Auto Owner Trust 2020-4 14316HAG7 4290000.00000000 PA USD 4351012.38000000 0.071588297307 Long ABS-O CORP US N 2 2027-04-15 Fixed 1.75000000 N N N N N N Onslow Bay Financial LLC N/A OBX 2020-EXP2 Trust 67448VAF7 6728763.53000000 PA USD 6883153.66000000 0.113250252490 Long ABS-MBS CORP US N 2 2060-05-25 Variable 3.00000000 N N N N N N SCHLUMBERGER FIN CA 549300P4EXZFF0LRNF59 Schlumberger Finance Canada Ltd 80685XAC5 2330000.00000000 PA USD 2370159.88000000 0.038996834606 Long DBT CORP CA N 2 2025-09-17 Fixed 1.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31402QTS0 67517.23000000 PA USD 80135.79000000 0.001318494239 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.00000000 N N N N N N Towd Point Mortgage Trust N/A Towd Point Mortgage Trust 2017-2 89173HAA4 1731332.80000000 PA USD 1756516.25000000 0.028900402147 Long ABS-MBS CORP US N 2 2057-04-25 Variable 2.75000000 N N N N N N PANASONIC CORP 254900GE1G59KGWPHX32 Panasonic Corp 69832AAA4 5560000.00000000 PA USD 5678116.64000000 0.093423476347 Long DBT CORP JP N 2 2022-07-19 Fixed 2.53600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31410LQV7 1380591.68000000 PA USD 1636670.66000000 0.026928552614 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 6.00000000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 Cooperatieve Rabobank UA 21685WDF1 16500000.00000000 PA USD 17328564.00000000 0.285111207048 Long DBT CORP NL N 2 2022-11-09 Fixed 3.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418C2A1 893033.95000000 PA USD 965227.73000000 0.015881133784 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3622A2RW4 2593419.89000000 PA USD 2780692.94000000 0.045751437946 Long ABS-MBS USGA US N 2 2044-08-20 Fixed 3.50000000 N N N N N N GMRF Mortgage Acquisition Co., N/A Galton Funding Mortgage Trust 2019-H1 36418XAD9 7916000.00000000 PA USD 8024862.42000000 0.132035072898 Long ABS-MBS CORP US N 2 2059-10-25 Variable 3.33900000 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 AstraZeneca PLC 046353AY4 12295000.00000000 PA USD 12265725.61000000 0.201811057972 Long DBT CORP GB N 2 2023-05-26 Fixed 0.30000000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 Freddie Mac Structured Agency Credit Risk Debt Notes 35564KCU1 7160000.00000000 PA USD 7165250.43000000 0.117891661357 Long ABS-MBS CORP US N 2 2033-08-25 Floating 0.81000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 Brixmor Operating Partnership LP 11120VAD5 11797000.00000000 PA USD 12424305.48000000 0.204420212323 Long DBT CORP US N 2 2023-09-15 Fixed 3.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Non Gold Pool 3128LUHZ2 52831.45000000 PA USD 55292.62000000 0.000909743336 Long ABS-MBS USGSE US N 2 2037-02-01 Floating 2.11000000 N N N N N N Onslow Bay Financial LLC N/A OBX 2020-EXP2 Trust 67448VAG5 1015128.73000000 PA USD 1036337.71000000 0.017051124109 Long ABS-MBS CORP US N 2 2060-05-25 Variable 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418MJ78 1.93000000 PA USD 2.01000000 0.000000033071 Long ABS-MBS USGSE US N 2 2022-09-01 Fixed 5.00000000 N N N N N N Sierra Receivables Funding Co N/A Sierra Timeshare 2019-1 Receivables Funding LLC 82653EAA5 1596059.48000000 PA USD 1655050.64000000 0.027230963032 Long ABS-O CORP US N 2 2036-01-20 Fixed 3.20000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61744YAH1 8005000.00000000 PA USD 8195142.77000000 0.134836738178 Long DBT CORP US N 2 2022-05-19 Fixed 2.75000000 N N N N N N Santander Retail Auto Lease Tr N/A Santander Retail Auto Lease Trust 2019-C 80284NAH1 13585000.00000000 PA USD 13999957.90000000 0.230344816540 Long ABS-O CORP US N 2 2024-06-20 Fixed 2.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138EJWS3 899505.29000000 PA USD 942063.49000000 0.015500006737 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 4.50000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 Standard Chartered PLC 853254BL3 7600000.00000000 PA USD 7640530.80000000 0.125711568418 Long DBT CORP GB N 2 2023-01-20 Floating 1.33825000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 17308CC46 9430000.00000000 PA USD 9500583.55000000 0.156315482552 Long DBT CORP US N 2 2022-11-04 Fixed 2.31200000 N N N N N N AVNET INC XJI53DCPL7QABOWK4Z75 Avnet Inc 053807AR4 2705000.00000000 PA USD 2858749.50000000 0.047035722094 Long DBT CORP US N 2 2022-12-01 Fixed 4.87500000 N N N N N N TRUIST BANK JJKC32MCHWDI71265Z06 Truist Bank 86787EBE6 8110000.00000000 PA USD 8292791.29000000 0.136443373754 Long DBT CORP US N 2 2022-05-17 Fixed 2.80000000 N N N N N N Verizon Owner Trust 54930074536XOX02QB08 Verizon Owner Trust 2018-1 92349FAD5 10190000.00000000 PA USD 10233792.54000000 0.168379153850 Long ABS-O CORP US N 2 2022-09-20 Fixed 3.20000000 N N N N N N Verus Securitization Trust N/A Verus Securitization Trust 2019-4 92537KAC8 3172751.09000000 PA USD 3221653.65000000 0.053006675039 Long ABS-MBS CORP US N 2 2059-11-25 Variable 3.00000000 N N N N N N Credit Suisse Mortgage Trust N/A Credit Suisse Mortgage Capital Certificates 2019-ICE4 12653VAG1 6220000.00000000 PA USD 6229992.43000000 0.102503627052 Long ABS-MBS CORP US N 2 2036-05-15 Floating 1.70100000 N N N N N N Merit N/A Merit 2020-Hill 590027AJ7 2825000.00000000 PA USD 2837464.75000000 0.046685518767 Long ABS-MBS CORP US N 2 2037-08-15 Floating 1.80100000 N N N N N N REINSURANCE GRP OF AMER LORM1GNEU1DKEW527V90 Reinsurance Group of America Inc 759351AJ8 910000.00000000 PA USD 909989.08000000 0.014972278429 Long DBT CORP US N 2 2021-06-01 Fixed 5.00000000 N N N N N N Slide 2018-Fun N/A SLIDE 2018-FUN 831350AL7 6537567.49000000 PA USD 6442802.83000000 0.106005049906 Long ABS-MBS CORP US N 2 2031-06-15 Floating 1.95100000 N N N N N N AIA GROUP LTD ZP5ILWVSYE4LJGMMVD57 AIA Group Ltd 00131LAG0 10770000.00000000 PA USD 10774997.28000000 0.177283731095 Long DBT CORP HK N 2 2021-09-20 Floating 0.70663000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179TUE3 594638.25000000 PA USD 663462.65000000 0.010916117283 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31402RRN1 8690.18000000 PA USD 9968.71000000 0.000164017684 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N Cold Storage Trust N/A Cold Storage Trust 2020-ICE5 193051AJ8 14037104.67000000 PA USD 14110545.40000000 0.232164340397 Long ABS-MBS CORP US N 2 2037-11-15 Floating 1.40088000 N N N N N N Freddie Mac - STACR 549300L8K4CLYS7FCQ06 Freddie Mac STACR Trust 2018-DNA2 35563TAA9 1960745.23000000 PA USD 1962804.01000000 0.032294506370 Long ABS-MBS CORP US N 2 2030-12-25 Floating 0.89163000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 Southern Co/The 842587CS4 2695000.00000000 PA USD 2694975.75000000 0.044341111533 Long DBT CORP US N 2 2021-07-01 Fixed 2.35000000 N N N N N N Banc of America Merrill Lynch N/A BAMLL Commercial Mortgage Securities Trust 2018-DSNY 054967AA2 8180000.00000000 PA USD 8182383.65000000 0.134626809179 Long ABS-MBS CORP US N 2 2034-09-15 Floating 0.95100000 N N N N N N DISCOVER BANK X05BVSK68TQ7YTOSNR22 Discover Bank 25466AAF8 1975000.00000000 PA USD 1979524.73000000 0.032569616567 Long DBT CORP US N 2 2021-08-09 Fixed 3.20000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PCF1 5480000.00000000 PA USD 5523544.08000000 0.090880255272 Long DBT CORP US N 2 2027-04-22 Floating 0.89500000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp 68389XBL8 11225000.00000000 PA USD 11689928.28000000 0.192337320173 Long DBT CORP US N 2 2023-09-15 Fixed 2.40000000 N N N N N N Navient Student Loan Trust N/A Navient Student Loan Trust 2019-2 63941RAA8 836152.68000000 PA USD 836152.68000000 0.013757429633 Long ABS-O CORP US N 2 2068-02-27 Floating 0.36163000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31411HJ35 73275.29000000 PA USD 73750.36000000 0.001213433159 Long ABS-MBS USGSE US N 2 2038-05-01 Floating 2.16300000 N N N N N N Nelnet Student Loan Trust N/A Nelnet Student Loan Trust 2005-4 64031QCJ8 4904998.39000000 PA USD 4748996.39000000 0.078136427982 Long ABS-O CORP US N 2 2032-03-22 Floating 0.36663000 N N N N N N ELARA HGV TIMESHARE ISSUER N/A Elara HGV Timeshare Issuer 2019-A LLC 28416TAA3 4394398.91000000 PA USD 4541741.79000000 0.074726416098 Long ABS-O CORP US N 2 2034-01-25 Fixed 2.61000000 N N N N N N Freddie Mac - STACR 549300YG8OJES76WL398 STACR Trust 2018-HRP2 35564AAK7 3888945.54000000 PA USD 3895686.64000000 0.064096708775 Long ABS-MBS CORP US N 2 2047-02-25 Floating 1.34163000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 International Business Machines Corp 459200JX0 6190000.00000000 PA USD 6346328.45000000 0.104417732750 Long DBT CORP US N 2 2022-05-13 Fixed 2.85000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38148YAB4 5200000.00000000 PA USD 5213182.00000000 0.085773790175 Long DBT CORP US N 2 2022-10-31 Floating 0.96550000 N N N N N N Angel Oak Mortgage Trust N/A Angel Oak Mortgage Trust 2021-1 03465CAA3 12354242.84000000 PA USD 12327326.65000000 0.202824595324 Long ABS-MBS CORP US N 2 2066-01-25 Variable 0.90900000 N N N N N N COMM Mortgage Trust N/A COMM 2014-CCRE15 Mortgage Trust 12591RBD1 6420000.00000000 PA USD 7008697.31000000 0.115315853632 Long ABS-MBS CORP US N 2 2047-02-10 Variable 4.66825600 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GJR1 9040000.00000000 PA USD 9061090.32000000 0.149084390276 Long DBT CORP US N 2 2025-04-22 Fixed 0.97600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 31335CHG2 967554.22000000 PA USD 1119590.26000000 0.018420899182 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 7.50000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A NXP BV / NXP Funding LLC / NXP USA Inc 62954HAE8 1365000.00000000 PA USD 1442986.55000000 0.023741819404 Long DBT CORP N/A N 2 2025-05-01 Fixed 2.70000000 N N N N N N FIDELITY NATL INFO SERV 6WQI0GK1PRFVBA061U48 Fidelity National Information Services Inc 31620MBQ8 4700000.00000000 PA USD 4696319.90000000 0.077269728488 Long DBT CORP US N 2 2024-03-01 Fixed 0.60000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397VU4 2060000.00000000 PA USD 2072615.44000000 0.034101261353 Long DBT CORP US N 2 2021-08-02 Fixed 5.87500000 N N N N N N GRAY OAK PIPELINE LLC N/A Gray Oak Pipeline LLC 38937LAA9 1635000.00000000 PA USD 1669959.57000000 0.027476263395 Long DBT CORP US N 2 2023-09-15 Fixed 2.00000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A Penske Truck Leasing Co Lp / PTL Finance Corp 709599BD5 3145000.00000000 PA USD 3149491.06000000 0.051819365857 Long DBT CORP US N 2 2021-07-29 Fixed 3.65000000 N N N N N N EQUIFAX INC 5493004MCF8JDC86VS77 Equifax Inc 294429AP0 5125000.00000000 PA USD 5129166.63000000 0.084391464233 Long DBT CORP US N 2 2021-08-15 Floating 1.02588000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 BPCE SA 05583JAB8 4865000.00000000 PA USD 4914175.42000000 0.080854159966 Long DBT CORP FR N 2 2022-05-22 Floating 1.37013000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CBU4 30270000.00000000 PA USD 30265270.31000000 0.497962078664 Long DBT UST US N 2 2023-03-31 Fixed 0.12500000 N N N N N N Towd Point Mortgage Trust N/A Towd Point Mortgage Trust 2016-2 89172PAJ8 629699.90000000 PA USD 636034.49000000 0.010464834891 Long ABS-MBS CORP US N 2 2055-08-25 Variable 2.75000000 N N N N N N LONG ISLAND NY PWR AUTH ELEC S 1R46U5SYJ63KQXF39168 Long Island Power Authority 542691DP2 2460000.00000000 PA USD 2472121.65000000 0.040674437166 Long DBT MUN US N 2 2023-03-01 Fixed 0.76400000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust 2020-LTV1 46591NAF4 3045171.71000000 PA USD 3060834.86000000 0.050360683176 Long ABS-MBS CORP US N 2 2050-06-25 Variable 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31402A5W2 1580.98000000 PA USD 1579.58000000 0.000025989225 Long ABS-MBS USGSE US N 2 2033-07-01 Floating 2.50000000 N N N N N N Onslow Bay Financial LLC N/A OBX 2020-EXP1 Trust 67448TAP0 4814919.54000000 PA USD 4966911.14000000 0.081721833986 Long ABS-MBS CORP US N 2 2060-02-25 Variable 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418RHH7 30181.70000000 PA USD 32074.65000000 0.000527732256 Long ABS-MBS USGSE US N 2 2025-04-01 Fixed 4.50000000 N N N N N N SYNCHRONY BANK 549300UATVPGSLE43Z27 Synchrony Bank 87166FAA1 3013000.00000000 PA USD 3087969.47000000 0.050807135716 Long DBT CORP US N 2 2022-06-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418BW93 656023.14000000 PA USD 704360.55000000 0.011589020683 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 Otis Worldwide Corp 68902VAH0 7965000.00000000 PA USD 8267223.96000000 0.136022708065 Long DBT CORP US N 2 2025-04-05 Fixed 2.05600000 N N N N N N PORT AUTH OF NEW YORK & NEW JE 54930006MR4KZ4W74Z83 Port Authority of New York & New Jersey 73358W4V3 9590000.00000000 PA USD 9715220.47000000 0.159846957597 Long DBT MUN US N 2 2023-07-01 Fixed 1.08600000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 Freddie Mac Structured Agency Credit Risk Debt Notes 35565TAA7 2484063.92000000 PA USD 2484786.04000000 0.040882807549 Long ABS-MBS CORP US N 2 2050-11-25 Floating 1.11000000 N N N N N N SMB Private Education Loan Tru 549300INMCHM7L5O6M41 SMB Private Education Loan Trust 2018-B 78449LAC2 12024794.80000000 PA USD 12027483.54000000 0.197891201477 Long ABS-O CORP US N 2 2037-01-15 Floating 0.83463000 N N N N N N Freddie Mac Whole Loan Securit N/A Freddie Mac Whole Loan Securities Trust 2017-SC02 3137G1BY2 567280.81000000 PA USD 571886.62000000 0.009409393907 Long ABS-MBS USGSE US N 2 2047-05-25 Variable 3.85013400 N N N N N N Deephaven Residential Mortgage N/A Deephaven Residential Mortgage Trust 2021-1 24380VAC5 3505407.30000000 PA USD 3507769.24000000 0.057714206558 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.12800000 N N N N N N COLT Funding LLC N/A COLT 2019-3 Mortgage Loan Trust 19688CAA0 3678387.16000000 PA USD 3684568.32000000 0.060623126138 Long ABS-MBS CORP US N 2 2049-08-25 Variable 2.76400000 N N N N N N Metlife Securitization Trust N/A METLIFE SECURITIZATION TRUST 59166BAA9 2204353.65000000 PA USD 2254422.46000000 0.037092577825 Long ABS-MBS CORP US N 2 2055-04-25 Variable 3.00000000 N N N N N N Santander Retail Auto Lease Tr N/A Santander Retail Auto Lease Trust 2019-B 80281GAG1 4715000.00000000 PA USD 4823373.33000000 0.079360170419 Long ABS-O CORP US N 2 2023-08-21 Fixed 2.77000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CAR2 115075000.00000000 PA USD 115110960.94000000 1.893949493914 Long DBT UST US N 2 2022-10-31 Fixed 0.12500000 N N N N N N GM Financial Automobile Leasin N/A GM Financial Automobile Leasing Trust 2020-1 36259KAH0 2990000.00000000 PA USD 3050464.38000000 0.050190055069 Long ABS-O CORP US N 2 2024-06-20 Fixed 2.28000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 94974BFN5 2625000.00000000 PA USD 2835396.38000000 0.046651487357 Long DBT CORP US N 2 2023-08-15 Fixed 4.12500000 N N N N N N GZ MTR FIN BVI 30030026WRIFBEGCB472 Guangzhou Metro Investment Finance BVI Ltd 000000000 15000000.00000000 PA USD 14725164.75000000 0.242276826623 Long DBT CORP VG N 2 2025-09-17 Fixed 1.50700000 N N N N N N Symphony CLO Ltd N/A Symphony CLO XXVI Ltd 87190GAC5 4230000.00000000 PA USD 4227850.53000000 0.069561884517 Long ABS-CBDO CORP KY N 2 2033-04-20 Floating 1.18924000 N N N N N N IHS MARKIT LTD 549300HLPTRASHS0E726 IHS Markit Ltd 44962LAH0 3580000.00000000 PA USD 3848500.00000000 0.063320335160 Long DBT CORP BM N 2 2024-05-01 Fixed 3.62500000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 CDS GENERAL MILLS INC 000000000 1.00000000 NC USD -196070.13000000 -0.00322599099 N/A DCR CORP US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 GENERAL MILLS INC General Mills Inc Y Default Event 2024-12-20 0.00000000 USD -156233.59000000 USD -6938000.00000000 USD -39836.54000000 N N N Sierra Receivables Funding Co N/A Sierra Timeshare Conduit Receivables Funding LLC 82652KAA2 382301.25000000 PA USD 387299.11000000 0.006372329336 Long ABS-O CORP US N 2 2034-03-20 Fixed 2.91000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138X6M85 4961058.63000000 PA USD 5261200.30000000 0.086563847301 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31414YEC0 270629.49000000 PA USD 284721.59000000 0.004684595688 Long ABS-MBS USGSE US N 2 2038-05-01 Floating 2.41500000 N N N N N N TENAGA NASIONAL BERHAD 549300FV8X6UID6I1413 Tenaga Nasional Bhd 000000000 8850000.00000000 PA USD 10947912.06000000 0.180128741313 Long DBT CORP MY N 2 2025-11-01 Fixed 7.50000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YBZ1 28360000.00000000 PA USD 30017443.48000000 0.493884521711 Long DBT CORP US N 2 2024-11-21 Fixed 2.60000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 Cigna Corp 125523BV1 5195000.00000000 PA USD 5454807.15000000 0.089749309334 Long DBT CORP US N 2 2023-07-15 Fixed 3.00000000 N N N N N N CNH Equipment Trust N/A CNH Equipment Trust 2018-A 12652VAE7 3105000.00000000 PA USD 3178346.93000000 0.052294138719 Long ABS-O CORP US N 2 2025-10-15 Fixed 3.47000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 Marriott International Inc/MD 571903AV5 2575000.00000000 PA USD 2652484.33000000 0.043641989549 Long DBT CORP US N 2 2023-02-15 Fixed 3.12500000 N N N N N N BANCO BILBAO VIZCAYA ARG K8MS7FD7N5Z2WQ51AZ71 Banco Bilbao Vizcaya Argentaria SA 05946KAH4 14000000.00000000 PA USD 14048454.00000000 0.231142735029 Long DBT CORP ES N 2 2023-09-18 Fixed 0.87500000 N N N N N N Sequoia Mortgage Trust 549300FECQ7XLTBL1027 Sequoia Mortgage Trust 2018-CH3 81746WAU2 755577.28000000 PA USD 775873.07000000 0.012765634100 Long ABS-MBS CORP US N 2 2048-08-25 Variable 4.50000000 N N N N N N PARK AEROSPACE HOLDINGS 635400CPI3EOIFF6OC33 Park Aerospace Holdings Ltd 70014LAA8 6200000.00000000 PA USD 6502250.00000000 0.106983149095 Long DBT CORP KY N 2 2022-08-15 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31414SED1 91807.46000000 PA USD 105302.02000000 0.001732560529 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.00000000 N N N N N N NTT FINANCE CORP 3538007PR116187GD960 NTT Finance Corp 62954WAA3 9925000.00000000 PA USD 9918469.35000000 0.163191062366 Long DBT CORP JP N 2 2023-03-03 Fixed 0.37300000 N N N N N N Sequoia Mortgage Trust N/A Sequoia Mortgage Trust 2018-CH2 81747EAC1 3390848.45000000 PA USD 3443627.68000000 0.056658869394 Long ABS-MBS CORP US N 2 2048-06-25 Variable 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202EGN3 101224.09000000 PA USD 113990.37000000 0.001875512130 Long ABS-MBS USGA US N 2 2036-01-20 Fixed 5.00000000 N N N N N N Starwood Mortgage Residential N/A Starwood Mortgage Residential Trust 2021-2 85573HAA8 6491521.48000000 PA USD 6496138.90000000 0.106882601635 Long ABS-MBS CORP US N 2 2065-05-25 Variable 0.94300000 N N N N N N Hilton Grand Vacations Trust N/A Hilton Grand Vacations Trust 2017-A 43283AAA3 6789253.08000000 PA USD 6961843.36000000 0.114544953848 Long ABS-O CORP US N 2 2028-12-26 Fixed 2.66000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29278NAP8 1860000.00000000 PA USD 1957650.00000000 0.032209706152 Long DBT CORP US N 2 2025-05-15 Fixed 2.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140QCCH7 1234874.83000000 PA USD 1321222.81000000 0.021738410068 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 4.00000000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 Nationwide Building Society 63861VAD9 9140000.00000000 PA USD 9403378.24000000 0.154716139221 Long DBT CORP GB N 2 2023-04-26 Fixed 3.62200000 N N N N N N Onslow Bay Financial LLC N/A OBX 2019-EXP3 Trust 67113ABB5 5511922.31000000 PA USD 5519781.21000000 0.090818343829 Long ABS-MBS CORP US N 2 2059-10-25 Floating 0.99163000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31410KZF4 1653.64000000 PA USD 1673.04000000 0.000027526946 Long ABS-MBS USGSE US N 2 2022-07-01 Fixed 5.50000000 N N N N N N Onslow Bay Financial LLC N/A OBX 2021-NQM1 Trust 67114BAB3 6890225.68000000 PA USD 6885766.33000000 0.113293239405 Long ABS-MBS CORP US N 2 2066-02-25 Variable 1.17500000 N N N N N N CREDIT SUISSE NEW YORK 549300D0YARF5HYP1809 Credit Suisse AG/New York NY 22550L2D2 10620000.00000000 PA USD 10741312.26000000 0.176729503017 Long DBT CORP CH N 2 2023-05-05 Fixed 1.00000000 N N N N N N New Residential Mortgage Loan N/A New Residential Mortgage Loan Trust 2020-NQM1 64830VAA1 3288921.46000000 PA USD 3346449.96000000 0.055059980008 Long ABS-MBS CORP US N 2 2060-01-26 Variable 2.46413000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 95000U2R3 6200000.00000000 PA USD 6355062.00000000 0.104561428037 Long DBT CORP US N 2 2024-06-02 Fixed 1.65400000 N N N N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 CenterPoint Energy Inc 15189TAT4 3885000.00000000 PA USD 3940734.21000000 0.064837887736 Long DBT CORP US N 2 2021-11-01 Fixed 3.60000000 N N N N N N Verus Securitization Trust N/A Verus Securitization Trust 2020-1 92536PAE4 4877226.14000000 PA USD 4941482.62000000 0.081303452172 Long ABS-MBS CORP US N 2 2060-01-25 Variable 2.72400000 N N N N N N World Omni Auto Receivables Tr N/A World Omni Auto Receivables Trust 98163MAG3 3390000.00000000 PA USD 3453382.83000000 0.056819373322 Long ABS-O CORP US N 2 2026-08-17 Fixed 1.64000000 N N N N N N Great Wolf Trust N/A Great Wolf Trust 39152TAJ9 4200000.00000000 PA USD 4183952.64000000 0.068839621530 Long ABS-MBS CORP US N 2 2036-12-15 Floating 1.73400000 N N N N N N GCT Commercial Mortgage Trust N/A GCT Commercial Mortgage Trust 2021-GCT 36167RAA1 5110000.00000000 PA USD 5116416.12000000 0.084181676896 Long ABS-MBS CORP US N 2 2038-02-15 Floating 0.90100000 N N N N N N Freddie Mac - STACR N/A Freddie Mac STACR REMIC Trust 2020-DNA6 35566CAA3 2128105.91000000 PA USD 2128832.87000000 0.035026220820 Long ABS-MBS CORP US N 2 2050-12-25 Floating 0.91000000 N N N N N N FIDELITY NATL INFO SERV 6WQI0GK1PRFVBA061U48 Fidelity National Information Services Inc 31620MBP0 9785000.00000000 PA USD 9772504.56000000 0.160789467089 Long DBT CORP US N 2 2023-03-01 Fixed 0.37500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PCH7 8300000.00000000 PA USD 8320932.60000000 0.136906389782 Long DBT CORP US N 2 2025-06-01 Floating 0.82400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31410KLN2 702552.14000000 PA USD 814401.33000000 0.013399549219 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N BX Trust N/A BX Commercial Mortgage Trust 2019-XL 056054AE9 5175861.91000000 PA USD 5183158.84000000 0.085279811598 Long ABS-MBS CORP US N 2 2036-10-15 Floating 1.18100000 N N N N N N Santander Retail Auto Lease Tr N/A Santander Retail Auto Lease Trust 2021-A 80286TAF0 15370000.00000000 PA USD 15389312.41000000 0.253204214547 Long ABS-O CORP US N 2 2026-03-20 Fixed 1.14000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 Aker BP ASA 00973RAD5 8926000.00000000 PA USD 9126835.00000000 0.150166103975 Long DBT CORP NO N 2 2024-06-15 Fixed 4.75000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 Avolon Holdings Funding Ltd 05401AAF8 2230000.00000000 PA USD 2372162.50000000 0.039029784215 Long DBT CORP KY N 2 2024-07-01 Fixed 3.95000000 N N N N N N PEACEHEALTH OBLIGATED GR N/A PeaceHealth Obligated Group 70462GAB4 1555000.00000000 PA USD 1571055.38000000 0.025848967965 Long DBT CORP US N 2 2025-11-15 Fixed 1.37500000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 Hyundai Capital America 44891ABQ9 3375000.00000000 PA USD 3396384.00000000 0.055881557285 Long DBT CORP US N 2 2022-11-10 Fixed 1.15000000 N N N N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 American International Group Inc 026874DQ7 9660000.00000000 PA USD 10216889.34000000 0.168101041263 Long DBT CORP US N 2 2025-06-30 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31413MUF2 19651.01000000 PA USD 19895.52000000 0.000327345977 Long ABS-MBS USGSE US N 2 2037-08-01 Floating 2.62000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140Q9NZ2 784610.53000000 PA USD 848512.19000000 0.013960783749 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138EJ6B9 245464.10000000 PA USD 259461.57000000 0.004268986247 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 4.50000000 N N N N N N YONGDA INVESTMENT LTD 300300Y6LHOS618ULI27 Yongda Investment Ltd 000000000 9689000.00000000 PA USD 9775010.32000000 0.160830694986 Long DBT CORP VG N 2 2025-06-16 Fixed 2.25000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 Fannie Mae Connecticut Avenue Securities 30711XZZ0 6550117.02000000 PA USD 6497520.24000000 0.106905329168 Long ABS-MBS CORP US N 2 2030-07-25 Floating 0.94163000 N N N N N N 7-ELEVEN INC 549300K23JPL0SS3LB18 7-Eleven Inc 817826AB6 4890000.00000000 PA USD 4885789.71000000 0.080387122764 Long DBT CORP US N 2 2024-02-10 Fixed 0.80000000 N N N N N N Angel Oak Mortgage Trust N/A Angel Oak Mortgage Trust I LLC 2019-2 03463WAD5 4490000.00000000 PA USD 4568289.44000000 0.075163211238 Long ABS-MBS CORP US N 2 2049-03-25 Variable 4.06500000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 Crown Castle International Corp 22822VAV3 9140000.00000000 PA USD 8946396.52000000 0.147197304436 Long DBT CORP US N 2 2026-07-15 Fixed 1.05000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 Lloyds Banking Group PLC 53944YAA1 4744000.00000000 PA USD 5280347.15000000 0.086878875224 Long DBT CORP GB N 2 2024-11-04 Fixed 4.50000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 37045XCV6 13795000.00000000 PA USD 14557187.55000000 0.239513055646 Long DBT CORP US N 2 2025-02-26 Fixed 2.90000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202EH36 130561.51000000 PA USD 147797.14000000 0.002431743391 Long ABS-MBS USGA US N 2 2036-05-20 Fixed 5.00000000 N N N N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 Starbucks Corp 855244AG4 3505000.00000000 PA USD 3580266.37000000 0.058907020010 Long DBT CORP US N 2 2022-06-15 Fixed 2.70000000 N N N N N N CarMax Auto Owner Trust N/A CarMax Auto Owner Trust 2021-2 14314QAF1 4605000.00000000 PA USD 4623775.05000000 0.076076129887 Long ABS-O CORP US N 2 2027-02-16 Fixed 1.34000000 N N N N N N CHICAGO IL TRANSIT AUTH SALES N/A Chicago Transit Authority Sales Tax Receipts Fund 16772PCJ3 275000.00000000 PA USD 281254.93000000 0.004627557862 Long DBT MUN US N 2 2023-12-01 Fixed 1.83800000 N N N N N N Wells Fargo Commercial Mortgag N/A Wells Fargo Commercial Mortgage Trust 2015-NXS2 94989MAB5 3783512.17000000 PA USD 3866624.58000000 0.063618543417 Long ABS-MBS CORP US N 2 2058-07-15 Fixed 3.02000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 Mitsubishi UFJ Financial Group Inc 606822AX2 3496000.00000000 PA USD 3499534.46000000 0.057578717659 Long DBT CORP JP N 2 2021-07-26 Floating 0.82575000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Non Gold Pool 31342A6S3 491.26000000 PA USD 493.20000000 0.000008114743 Long ABS-MBS USGSE US N 2 2033-10-01 Floating 2.34400000 N N N N N N Synchrony Card Issuance Trust N/A Synchrony Card Funding LLC 87166PAF8 13765000.00000000 PA USD 14079621.10000000 0.231655535138 Long ABS-O CORP US N 2 2025-06-15 Fixed 2.34000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CAX9 153875000.00000000 PA USD 153923085.94000000 2.532535115137 Long DBT UST US N 2 2022-11-30 Fixed 0.12500000 N N N N N N POSCO 988400E5HRVX81AYLM04 POSCO 693483AG4 5205000.00000000 PA USD 5335846.67000000 0.087792022738 Long DBT CORP KR N 2 2023-01-17 Fixed 2.37500000 N N N N N N PARK AEROSPACE HOLDINGS 635400CPI3EOIFF6OC33 Park Aerospace Holdings Ltd 70014LAC4 3263000.00000000 PA USD 3426150.00000000 0.056371304744 Long DBT CORP KY N 2 2023-03-15 Fixed 4.50000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp 14040HCA1 4115000.00000000 PA USD 4459404.93000000 0.073371707102 Long DBT CORP US N 2 2024-01-29 Fixed 3.90000000 N N N N N N BANCO DEL ESTADO -CHILE 5493004R4EJC0W0XVQ72 Banco del Estado de Chile 05965MAG8 4585000.00000000 PA USD 4779908.35000000 0.078645030208 Long DBT CORP CL N 2 2025-01-09 Fixed 2.70400000 N N N N N N Vista Point Securitization Tru N/A Vista Point Securitization Trust 2020-1 92838WAA2 2598205.64000000 PA USD 2625496.67000000 0.043197954815 Long ABS-MBS CORP US N 2 2065-03-25 Variable 1.76300000 N N N N N N PNC BANK NA AD6GFRVSDT01YPT1CS68 PNC Bank NA 69349LAK4 4870000.00000000 PA USD 5070575.82000000 0.083427454950 Long DBT CORP US N 2 2023-01-30 Fixed 2.95000000 N N N N N N QVC INC 549300WBLU5NKPX5X472 QVC Inc 747262AK9 10650000.00000000 PA USD 11195812.50000000 0.184207509390 Long DBT CORP US N 2 2023-03-15 Fixed 4.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 31283H6N0 404180.59000000 PA USD 467677.15000000 0.007694809376 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 6.00000000 N N N N N N SKY LTD 2138003TS48MQKF4BZ29 Sky Ltd 111013AL2 2840000.00000000 PA USD 3091180.96000000 0.050859975166 Long DBT CORP GB N 2 2024-09-16 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418UEL4 905539.20000000 PA USD 1031367.13000000 0.016969341911 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5.00000000 N N N N N N SBA TOWER TRUST N/A SBA Tower Trust 78403DAH3 2540000.00000000 PA USD 2673370.80000000 0.043985639876 Long DBT CORP US N 2 2049-10-15 Variable 3.86900000 N N N N N N GOLUB CAPITAL PARTNERS CLO 39( 254900UTQO35BUTIHC49 Golub Capital Partners CLO 39B Ltd 38176LAA9 5557140.68000000 PA USD 5560460.52000000 0.091487650713 Long ABS-CBDO CORP KY N 2 2028-10-20 Floating 1.33825000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31412QEQ8 320049.21000000 PA USD 336590.81000000 0.005538012966 Long ABS-MBS USGSE US N 2 2024-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31410KJY1 29305.09000000 PA USD 34781.45000000 0.000572267915 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 6.00000000 N N N N N N CENOVUS ENERGY INC 549300EIRQ0Z2B9C1W06 Cenovus Energy Inc 15135UAJ8 4555000.00000000 PA USD 4811218.75000000 0.079160188067 Long DBT CORP CA N 2 2023-09-15 Fixed 3.80000000 N N N N N N Ford Credit Auto Owner Trust/F N/A Ford Credit Auto Owner Trust 2019-REV1 34532PAB6 5000000.00000000 PA USD 5377522.00000000 0.088477717388 Long ABS-O CORP US N 2 2030-07-15 Fixed 3.82000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 Standard Chartered PLC 853254BV1 4160000.00000000 PA USD 4190268.16000000 0.068943532363 Long DBT CORP GB N 2 2023-10-14 Fixed 1.31900000 N N N N N N CITIZENS BANK NA/RI DRMSV1Q0EKMEXLAU1P80 Citizens Bank NA/Providence RI 17401QAL5 5175000.00000000 PA USD 5284394.33000000 0.086945464491 Long DBT CORP US N 2 2022-05-26 Fixed 2.65000000 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 Cox Communications Inc 224044CH8 13135000.00000000 PA USD 14109288.63000000 0.232143662445 Long DBT CORP US N 2 2024-08-15 Fixed 3.15000000 N N N N N N Freddie Mac - STACR N/A Freddie Mac STACR REMIC Trust 2021-DNA3 35564KEL9 5855000.00000000 PA USD 5952172.51000000 0.097932586271 Long ABS-MBS CORP US N 2 2033-10-25 Floating 2.11000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31416BY44 22639.85000000 PA USD 22872.41000000 0.000376325494 Long ABS-MBS USGSE US N 2 2023-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31402RJV2 1349566.31000000 PA USD 1546316.59000000 0.025441934453 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Galton Funding Mortgage Trust N/A Galton Funding Mortgage Trust 2020-H1 36418HAA0 3120353.06000000 PA USD 3180647.95000000 0.052331997978 Long ABS-MBS CORP US N 2 2060-01-25 Variable 2.31000000 N N N N N N InTown Hotel Portfolio Trust N/A InTown Hotel Portfolio Trust 2018-STAY 46117MAL8 1495000.00000000 PA USD 1498450.46000000 0.024654381018 Long ABS-MBS CORP US N 2 2033-01-15 Floating 1.60100000 N N N N N N ELARA HGV TIMESHARE ISSUER N/A Elara HGV Timeshare Issuer 2014-A LLC 284157AA2 259571.31000000 PA USD 259799.47000000 0.004274545800 Long ABS-O CORP US N 2 2027-02-25 Fixed 2.53000000 N N N N N N Fannie Mae or Freddie Mac N/A Fannie Mae or Freddie Mac 01F030660 3380000.00000000 PA USD 3530037.02000000 0.058080583924 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 3.00000000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 Synchrony Financial 87165BAQ6 32030000.00000000 PA USD 32802211.27000000 0.539703004186 Long DBT CORP US N 2 2022-07-25 Fixed 2.85000000 N N N N N N ROSS STORES INC 549300ENZFLPGRDFZQ60 Ross Stores Inc 778296AB9 15635000.00000000 PA USD 17700930.73000000 0.291237850193 Long DBT CORP US N 2 2025-04-15 Fixed 4.60000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 Danske Bank A/S 23636AAS0 7665000.00000000 PA USD 7870268.70000000 0.129491503672 Long DBT CORP DK N 2 2022-01-12 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3128L4Q49 10852.44000000 PA USD 12191.44000000 0.000200588818 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 6.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GFZ7 5545000.00000000 PA USD 5593402.31000000 0.092029650241 Long DBT CORP US N 2 2022-10-21 Fixed 2.50300000 N N N N N N Sierra Receivables Funding Co N/A Sierra Timeshare 2019-2 Receivables Funding LLC 82652MAA8 5153965.09000000 PA USD 5306597.70000000 0.087310782103 Long ABS-O CORP US N 2 2036-05-20 Fixed 2.59000000 N N N N N N AETNA INC 549300QKBENKLBXQ8968 Aetna Inc 00817YAV0 4055000.00000000 PA USD 4232158.90000000 0.069632771209 Long DBT CORP US N 2 2023-06-15 Fixed 2.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31403DE70 19830.97000000 PA USD 23555.15000000 0.000387558787 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31409WX48 11641.15000000 PA USD 11712.39000000 0.000192706888 Long ABS-MBS USGSE US N 2 2022-01-01 Fixed 6.00000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 NextEra Energy Capital Holdings Inc 65339KBA7 10945000.00000000 PA USD 10945273.63000000 0.180085330562 Long DBT CORP US N 2 2021-08-28 Floating 0.73975000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138ERYP9 4215839.42000000 PA USD 4529699.39000000 0.074528279472 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 4.00000000 N N N N N N ENI SPA BUCRF72VH5RBN7X3VL35 Eni SpA 26874RAG3 11075000.00000000 PA USD 11879709.50000000 0.195459838156 Long DBT CORP IT N 2 2023-09-12 Fixed 4.00000000 N N N N N N FLORIDA ST BRD OF ADMIN FIN CO 549300S34SOJ0RULXM35 State Board of Administration Finance Corp 341271AD6 11160000.00000000 PA USD 11293305.08000000 0.185811579246 Long DBT MUN US N 2 2025-07-01 Fixed 1.25800000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 Air Lease Corp 00912XBE3 4755000.00000000 PA USD 4844703.08000000 0.079711114142 Long DBT CORP US N 2 2022-01-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31410X7L4 323.00000000 PA USD 323.98000000 0.000005330524 Long ABS-MBS USGSE US N 2 2021-09-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140GYJX8 1029126.55000000 PA USD 1090497.12000000 0.017942222457 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N COMM Mortgage Trust N/A COMM 2014-UBS5 Mortgage Trust 12592KBC7 9680000.00000000 PA USD 10548273.74000000 0.173553391861 Long ABS-MBS CORP US N 2 2047-09-10 Fixed 3.83800000 N N N N N N New Residential Mortgage Loan N/A New Residential Mortgage Loan Trust 2020-NQM1 64830VAC7 2588549.03000000 PA USD 2622343.31000000 0.043146071792 Long ABS-MBS CORP US N 2 2060-01-26 Variable 2.76905000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3128PFAQ8 99.69000000 PA USD 100.07000000 0.000001646476 Long ABS-MBS USGSE US N 2 2021-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418MZ47 980757.49000000 PA USD 1136865.44000000 0.018705132049 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 Philip Morris International Inc 718172CQ0 3255000.00000000 PA USD 3306858.66000000 0.054408574426 Long DBT CORP US N 2 2023-05-01 Fixed 1.12500000 N N N N N N InTown Hotel Portfolio Trust N/A InTown Hotel Portfolio Trust 2018-STAY 46117MAA2 1865000.00000000 PA USD 1869944.30000000 0.030766662285 Long ABS-MBS CORP US N 2 2033-01-15 Floating 1.05100000 N N N N N N Galton Funding Mortgage Trust N/A Galton Funding Mortgage Trust 2020-H1 36418HAD4 4592000.00000000 PA USD 4636119.02000000 0.076279228319 Long ABS-MBS CORP US N 2 2060-01-25 Variable 2.83200000 N N N N N N HEALTH CARE SERVICE CORP 549300TMJ1FKCKECR148 Health Care Service Corp A Mutual Legal Reserve Co 42218SAD0 11700000.00000000 PA USD 11909664.00000000 0.195952687053 Long DBT CORP US N 2 2025-06-01 Fixed 1.50000000 N N N N N N HCL AMERICA INC 549300CBM0L7W7N2EB94 HCL America Inc 40480HAA5 15000000.00000000 PA USD 14899667.40000000 0.245147962464 Long DBT CORP US N 2 2026-03-10 Fixed 1.37500000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175BB9 32425000.00000000 PA USD 33678258.68000000 0.554116831811 Long DBT CORP US N 2 2022-07-23 Fixed 4.46400000 N N N N N N MHC Commercial Mortgage Trust N/A MHC Trust 2021-MHC2 55293AAG2 5660000.00000000 PA USD 5663551.65000000 0.093183834916 Long ABS-MBS CORP US N 2 2023-05-15 Floating 1.20100000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PBK1 13190000.00000000 PA USD 13661225.94000000 0.224771574696 Long DBT CORP US N 2 2026-04-22 Fixed 2.08300000 N N N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 PayPal Holdings Inc 70450YAF0 10600000.00000000 PA USD 10815339.00000000 0.177947483526 Long DBT CORP US N 2 2023-06-01 Fixed 1.35000000 N N N N N N SHIRE ACQ INV IRELAND DA 549300XK5HGW68R8K327 Shire Acquisitions Investments Ireland DAC 82481LAC3 15030000.00000000 PA USD 15769821.69000000 0.259464829109 Long DBT CORP IE N 2 2023-09-23 Fixed 2.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3128PERY6 1282.72000000 PA USD 1284.85000000 0.000021139959 Long ABS-MBS USGSE US N 2 2021-08-01 Fixed 6.00000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 Volkswagen Group of America Finance LLC 928668BD3 2400000.00000000 PA USD 2520048.00000000 0.041462981416 Long DBT CORP US N 2 2023-05-12 Fixed 3.12500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 6174824M3 5035000.00000000 PA USD 5343167.18000000 0.087912468924 Long DBT CORP US N 2 2022-11-01 Fixed 4.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31402RR92 376448.50000000 PA USD 436376.37000000 0.007179809797 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.50000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A AerCap Ireland Capital DAC / AerCap Global Aviation Trust 00774MAF2 10987000.00000000 PA USD 11648263.58000000 0.191651800420 Long DBT CORP IE N 2 2023-07-03 Fixed 4.12500000 N N N N N N CONNECTICUT ST 5493007GRO6CU0IKP741 State of Connecticut 20772KJW0 1925000.00000000 PA USD 2013327.47000000 0.033125781522 Long DBT MUN US N 2 2024-07-01 Fixed 1.99800000 N N N N N N Fannie Mae or Freddie Mac N/A Fannie Mae or Freddie Mac 01F020661 2150000.00000000 PA USD 2171374.48000000 0.035726168593 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.00000000 N N N N N N Starwood Mortgage Residential N/A Starwood Mortgage Residential Trust 2019-INV1 85572JAC1 2611208.16000000 PA USD 2649915.93000000 0.043599731020 Long ABS-MBS CORP US N 2 2049-09-27 Variable 2.91600000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 International Business Machines Corp 459200JC6 1020000.00000000 PA USD 1057694.10000000 0.017402506147 Long DBT CORP US N 2 2022-11-09 Fixed 2.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138EGQS6 14247.30000000 PA USD 14545.85000000 0.000239326516 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 5.50000000 N N N N N N NTT FINANCE CORP 3538007PR116187GD960 NTT Finance Corp 62954WAB1 4120000.00000000 PA USD 4114446.24000000 0.067696015308 Long DBT CORP JP N 2 2024-03-01 Fixed 0.58300000 N N N N N N Navient Student Loan Trust N/A Navient Private Education Refi Loan Trust 2020-C 63941KAB1 20035000.00000000 PA USD 20674134.53000000 0.340156717574 Long ABS-O CORP US N 2 2068-11-15 Fixed 2.15000000 N N N N N N HOUSTON TX ARPT SYS REVENUE N/A City of Houston TX Airport System Revenue 442349EJ1 575000.00000000 PA USD 578570.75000000 0.009519369573 Long DBT MUN US N 2 2022-07-01 Fixed 0.88300000 N N N N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 Nissan Motor Acceptance Corp 654740BD0 11395000.00000000 PA USD 11651216.58000000 0.191700386870 Long DBT CORP US N 2 2022-09-28 Fixed 2.60000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336VBH2 6195000.00000000 PA USD 6179512.50000000 0.101673068111 Long DBT CORP US N 2 2022-09-09 Floating 1.28538000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31415AY70 9263.81000000 PA USD 9266.31000000 0.000152460921 Long ABS-MBS USGSE US N 2 2038-08-01 Floating 2.35300000 N N N N N N SIEMENS FINANCIERINGSMAT TAFO772JB70PDRN5VS48 Siemens Financieringsmaatschappij NV 82620KAV5 7615000.00000000 PA USD 7632423.12000000 0.125578170726 Long DBT CORP NL N 2 2023-03-11 Fixed 0.40000000 N N N N N N AmeriCredit Automobile Receiva N/A AmeriCredit Automobile Receivables Trust 2020-1 03067DAF2 5255000.00000000 PA USD 5356816.15000000 0.088137038848 Long ABS-O CORP US N 2 2025-10-20 Fixed 1.59000000 N N N N N N HARLEY-DAVIDSON FINL SER RLUFFFFW4GRYU77BTS24 Harley-Davidson Financial Services Inc 41283LAU9 9385000.00000000 PA USD 9592558.66000000 0.157828772091 Long DBT CORP US N 2 2022-02-04 Fixed 4.05000000 N N N N N N Nissan Auto Receivables Owner N/A Nissan Auto Receivables 2020-A Owner Trust 65479MAC0 2840000.00000000 PA USD 2882506.00000000 0.047426593743 Long ABS-O CORP US N 2 2024-12-16 Fixed 1.38000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 Cigna Corp 125523CN8 2840000.00000000 PA USD 2845256.84000000 0.046813723977 Long DBT CORP US N 2 2024-03-15 Fixed 0.61300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31412QD71 1419854.58000000 PA USD 1490694.53000000 0.024526770757 Long ABS-MBS USGSE US N 2 2024-08-01 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179TQS7 2526042.84000000 PA USD 2759208.97000000 0.045397956803 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 5.00000000 N N N N N N NISSAN MOTOR CO 353800DRBDH1LUTNAY26 Nissan Motor Co Ltd 654744AA9 8504000.00000000 PA USD 8898287.96000000 0.146405762239 Long DBT CORP JP N 2 2023-09-15 Fixed 3.04300000 N N N N N N WESTERN UNION CO/THE 28ID94QU1140NC23S047 Western Union Co/The 959802AY5 8632000.00000000 PA USD 9148279.92000000 0.150518942620 Long DBT CORP US N 2 2025-01-10 Fixed 2.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31388RNR4 44133.88000000 PA USD 44719.26000000 0.000735777194 Long ABS-MBS USGSE US N 2 2032-12-01 Floating 2.09000000 N N N N N N CIFC Funding Ltd N/A CIFC Funding Ltd 12547DAA4 15375000.00000000 PA USD 15375000.00000000 0.252968728878 Long ABS-CBDO CORP KY N 2 2033-07-15 Floating 0.01000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138AFC24 2607920.51000000 PA USD 2907357.72000000 0.047835485321 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Non Gold Pool 31336SLR7 1087.05000000 PA USD 1085.28000000 0.000017856383 Long ABS-MBS USGSE US N 2 2033-02-01 Floating 2.33600000 N N N N N N General Motors N/A GMF Floorplan Owner Revolving Trust 361886BZ6 5910000.00000000 PA USD 6038394.16000000 0.099351212690 Long ABS-O CORP US N 2 2024-04-15 Fixed 2.70000000 N N N N N N Capital Auto Receivables Asset N/A Capital Auto Receivables Asset Trust 2018-2 13976CAE6 2889534.93000000 PA USD 2901447.62000000 0.047738244965 Long ABS-O CORP US N 2 2023-12-20 Fixed 3.69000000 N N N N N N Onslow Bay Financial LLC N/A OBX 2020-EXP3 Trust 67448WAP3 5732891.32000000 PA USD 5824293.67000000 0.095828563662 Long ABS-MBS CORP US N 2 2060-01-25 Variable 3.00000000 N N N N N N Morgan Stanley Capital I Trust N/A Morgan Stanley Capital I Trust 2014-150E 61764BAA1 9590000.00000000 PA USD 10359963.84000000 0.170455081875 Long ABS-MBS CORP US N 2 2032-09-09 Fixed 3.91200000 N N N N N N Symphony CLO Ltd 54930001DQI1CFLYVB48 Symphony CLO XXIII Ltd 87167NAC9 7275000.00000000 PA USD 7296732.53000000 0.120054969305 Long ABS-CBDO CORP KY N 2 2034-01-15 Floating 1.50375000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 New York Life Global Funding 64952WCZ4 10540000.00000000 PA USD 10545786.46000000 0.173512468019 Long DBT CORP US N 2 2021-08-06 Floating 0.49538000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3128MBK30 58716.60000000 PA USD 61118.38000000 0.001005596025 Long ABS-MBS USGSE US N 2 2022-10-01 Fixed 5.00000000 N N N N N N Morgan Stanley Capital I Trust N/A MORGAN STANLEY CAPITAL I TRUST 2019-NUGS 61692AAL6 4445000.00000000 PA USD 4471402.86000000 0.073569112051 Long ABS-MBS CORP US N 2 2036-12-15 Floating 3.30000000 N N N N N N OCP CLO Ltd 254900NUK1R46EK6YF62 OCP CLO 2014-7 Ltd 67107KAZ9 21700000.00000000 PA USD 21699972.88000000 0.357035093082 Long ABS-CBDO CORP KY N 2 2029-07-20 Floating 1.30825000 N N N N N N BANQUE FED CRED MUTUEL VBHFXSYT7OG62HNT8T76 Banque Federative du Credit Mutuel SA 06675FAS6 10350000.00000000 PA USD 10595822.85000000 0.174335729286 Long DBT CORP FR N 2 2022-11-21 Fixed 2.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31415LL96 22199.06000000 PA USD 23512.28000000 0.000386853436 Long ABS-MBS USGSE US N 2 2038-08-01 Floating 2.69100000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YCT4 1335000.00000000 PA USD 1377279.45000000 0.022660724017 Long DBT CORP US N 2 2022-10-01 Fixed 3.25000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 Standard Chartered PLC 853254BJ8 1325000.00000000 PA USD 1396467.85000000 0.022976435572 Long DBT CORP GB N 2 2024-03-15 Fixed 3.88500000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 Carrier Global Corp 14448CAN4 13725000.00000000 PA USD 14332441.05000000 0.235815245147 Long DBT CORP US N 2 2025-02-15 Fixed 2.24200000 N N N N N N Morgan Stanley BAML Trust N/A Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18 61763XAH9 3065000.00000000 PA USD 3320679.85000000 0.054635977929 Long ABS-MBS CORP US N 2 2047-10-15 Variable 4.11000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 31335APZ5 3649368.06000000 PA USD 3943858.92000000 0.064889299373 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 Credit Suisse Group AG 225401AB4 5345000.00000000 PA USD 5441268.80000000 0.089526559467 Long DBT CORP CH N 2 2023-01-09 Fixed 3.57400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Non Gold Pool 3128QTE91 194430.34000000 PA USD 204532.99000000 0.003365232552 Long ABS-MBS USGSE US N 2 2038-06-01 Floating 2.32000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3128MB2H9 75563.85000000 PA USD 78709.65000000 0.001295029600 Long ABS-MBS USGSE US N 2 2023-10-01 Fixed 5.00000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 Hyundai Capital America 44891ABE6 14200000.00000000 PA USD 14591110.60000000 0.240071200091 Long DBT CORP US N 2 2023-02-10 Fixed 2.37500000 N N N N N N Santander Retail Auto Lease Tr N/A Santander Retail Auto Lease Trust 2019-A 80285JAG1 3988985.09000000 PA USD 4012091.69000000 0.066011950241 Long ABS-O CORP US N 2 2022-06-20 Fixed 2.77000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Non Gold Pool 3128NGAT2 127083.04000000 PA USD 129432.57000000 0.002129586517 Long ABS-MBS USGSE US N 2 2034-11-01 Floating 2.47200000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 Williams Cos Inc/The 96950FAJ3 1605000.00000000 PA USD 1650228.90000000 0.027151629735 Long DBT CORP US N 2 2022-08-15 Fixed 3.35000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030NCR0 7705000.00000000 PA USD 8391268.94000000 0.138063651214 Long DBT CORP US N 2 2024-04-15 Fixed 3.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3128L5AC5 15489.53000000 PA USD 17399.27000000 0.000286274550 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 6.00000000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU N/A WFRBS Commercial Mortgage Trust 2012-C6 92936QAJ7 6351000.00000000 PA USD 6487765.61000000 0.106744833796 Long ABS-MBS CORP US N 2 2045-04-15 Fixed 4.69700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31404A3G7 351819.20000000 PA USD 362568.94000000 0.005965437650 Long ABS-MBS USGSE US N 2 2033-10-01 Floating 1.61600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138EJ5F1 331885.36000000 PA USD 348576.33000000 0.005735213731 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 4.50000000 N N N N N N Magnetite CLO Ltd 549300WFCL37N4TDUR08 Magnetite XXV Ltd 55955GAA1 6240000.00000000 PA USD 6244009.45000000 0.102734252596 Long ABS-CBDO CORP KY N 2 2032-01-25 Floating 1.45474000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 Volkswagen Group of America Finance LLC 928668AZ5 4755000.00000000 PA USD 4890522.26000000 0.080464988595 Long DBT CORP US N 2 2022-09-26 Fixed 2.70000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A AerCap Ireland Capital DAC / AerCap Global Aviation Trust 00774MAK1 5170000.00000000 PA USD 5637905.68000000 0.092761875343 Long DBT CORP IE N 2 2024-01-16 Fixed 4.87500000 N N N N N N Sequoia Mortgage Trust N/A Sequoia Mortgage Trust 2018-CH2 81747EAW7 1295248.77000000 PA USD 1313618.51000000 0.021613294614 Long ABS-MBS CORP US N 2 2048-06-25 Variable 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31410XVQ6 274.23000000 PA USD 274.99000000 0.000004524479 Long ABS-MBS USGSE US N 2 2021-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31368HMT7 35150.80000000 PA USD 41751.62000000 0.000686949869 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6.00000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 Volkswagen Group of America Finance LLC 928668BG6 5475000.00000000 PA USD 5502342.15000000 0.090531414604 Long DBT CORP US N 2 2022-11-23 Fixed 0.75000000 N N N N N N Enterprise Fleet Financing LLC N/A Enterprise Fleet Financing 2019-1 LLC 29374AAB0 1634189.42000000 PA USD 1650602.89000000 0.027157783087 Long ABS-O CORP US N 2 2024-10-20 Fixed 2.98000000 N N N N N N NBN CO LTD 2549007CRZ2NT7S96A24 NBN Co Ltd 62878U2A9 15195000.00000000 PA USD 15179744.22000000 0.249756136587 Long DBT CORP AU N 2 2026-05-05 Fixed 1.45000000 N N N N N N Madison Park Funding Ltd N/A Madison Park Funding XXXV Ltd 55819MAN6 8915000.00000000 PA USD 8911313.02000000 0.146620066816 Long ABS-CBDO CORP KY N 2 2032-04-20 Floating 1.17825000 N N N N N N GS Mortgage-Backed Securities N/A GS Mortgage-Backed Securities Corp Trust 2021-PJ5 36261HAJ9 15160000.00000000 PA USD 15510575.00000000 0.255199378336 Long ABS-MBS CORP US N 2 2051-10-25 Variable 2.50000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YAP4 1385000.00000000 PA USD 1435697.93000000 0.023621897912 Long DBT CORP US N 2 2022-11-06 Fixed 3.20000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397ZH9 3610000.00000000 PA USD 3644984.51000000 0.059971843790 Long DBT CORP US N 2 2021-10-12 Fixed 3.81300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31402RFV6 490658.78000000 PA USD 561912.45000000 0.009245286388 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31403DDX4 187432.31000000 PA USD 217186.63000000 0.003573426063 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31410K4E1 26874.80000000 PA USD 27970.67000000 0.000460208444 Long ABS-MBS USGSE US N 2 2023-03-01 Fixed 5.00000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 Fannie Mae Connecticut Avenue Securities 30711XHT4 3926838.61000000 PA USD 3943483.30000000 0.064883119203 Long ABS-MBS CORP US N 2 2029-09-25 Floating 1.44163000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 CDS ENBRIDGE INC 000000000 1.00000000 NC USD 280998.22000000 0.004623334148 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 ENBRIDGE INC Enbridge Inc Y Default Event 2023-06-20 0.00000000 USD -585831.61000000 USD 20250000.00000000 USD 866829.83000000 N N N Ellington Financial Mortgage T N/A Ellington Financial Mortgage Trust 2017-1 31574XAC2 2216729.03000000 PA USD 2217616.16000000 0.036486994545 Long ABS-MBS CORP US N 2 2066-02-25 Variable 1.10600000 N N N N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 Metropolitan Life Global Funding I 59217GGV5 6570000.00000000 PA USD 6556722.03000000 0.107879391059 Long DBT CORP US N 2 2024-01-07 Fixed 0.40000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 Vistra Operations Co LLC 92840VAD4 22120000.00000000 PA USD 23226000.00000000 0.382143199799 Long DBT CORP US N 2 2024-07-15 Fixed 3.55000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 SWOP CDS CDX.NA.IG.36.V1 000000000 1.00000000 NC USD -87745.26000000 -0.00144369475 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 CDS CDX.NA.IG.36.V1 000000000 0.00000000 NC USD 0.00000000 0.00000000 DCR CORP US IHS MARKIT LTD CDX.NA.IG.36.V1 Default Event 2026-06-20 0.00000000 USD 0.00000000 USD N/A N/A -202600000.00000000 USD 70.00000000 USD 2021-07-21 XXXX 74334.74000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X4GD2 7959533.66000000 PA USD 9548236.60000000 0.157099530128 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 6.00000000 N N N N N N Freddie Mac - STACR 549300BL200YC56BUV20 STACR Trust 2018-DNA3 35563WAA2 15624.26000000 PA USD 15624.26000000 0.000257069866 Long ABS-MBS CORP US N 2 2048-09-25 Floating 0.84163000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 86765BAN9 455000.00000000 PA USD 492537.50000000 0.008103842946 Long DBT CORP US N 2 2024-04-01 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31416CA63 213506.38000000 PA USD 246938.50000000 0.004062941037 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 6.50000000 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 Valero Energy Corp 91913YBA7 5750000.00000000 PA USD 5817827.00000000 0.095722165920 Long DBT CORP US N 2 2024-03-15 Fixed 1.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140QCLD6 504579.48000000 PA USD 539072.54000000 0.008869495623 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 4.00000000 N N N N N N CK HUTCH INTL 17 II LTD 254900F7C0PB6TKONV55 CK Hutchison International 17 II Ltd 000000000 10400000.00000000 PA USD 10806848.00000000 0.177807778974 Long DBT CORP KY N 2 2023-03-29 Fixed 2.75000000 N N N N N N EQUIFAX INC 5493004MCF8JDC86VS77 Equifax Inc 294429AM7 4780000.00000000 PA USD 4812575.70000000 0.079182514306 Long DBT CORP US N 2 2021-08-15 Fixed 3.60000000 N N N N N N JP Morgan Chase Commercial Mor N/A J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M 46652RAG9 8240000.00000000 PA USD 8262998.66000000 0.135953188145 Long ABS-MBS CORP US N 2 2033-10-15 Floating 1.87100000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 Fannie Mae Connecticut Avenue Securities 30711XM92 7794825.02000000 PA USD 7753542.85000000 0.127570984004 Long ABS-MBS CORP US N 2 2030-10-25 Floating 0.94163000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 Saudi Arabian Oil Co 80414L2A2 13480000.00000000 PA USD 13763299.32000000 0.226451013603 Long DBT CORP SA N 2 2022-04-16 Fixed 2.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3128PFBH7 12.25000000 PA USD 12.28000000 0.000000202045 Long ABS-MBS USGSE US N 2 2021-10-01 Fixed 6.00000000 N N N N N N Towd Point Mortgage Trust N/A Towd Point Mortgage Trust 2016-1 89172EBJ2 944229.95000000 PA USD 952998.16000000 0.015679917603 Long ABS-MBS CORP US N 2 2055-02-25 Variable 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X5ZM8 1757358.21000000 PA USD 1862034.67000000 0.030636523160 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179UH70 222714.07000000 PA USD 245617.42000000 0.004041204977 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 5.50000000 N N N N N N SINOSING SERV P L 549300UVDH5NQRVTJG47 Sinosing Services Pte Ltd 000000000 16700000.00000000 PA USD 17088911.27000000 0.281168140610 Long DBT CORP SG N 2 2025-02-20 Fixed 2.25000000 N N N N N N Navient Student Loan Trust N/A Navient Private Education Refi Loan Trust 2020-A 63941FAB2 6155000.00000000 PA USD 6385812.50000000 0.105067373722 Long ABS-O CORP US N 2 2068-11-15 Fixed 2.46000000 N N N N N N NXP BV/NXP FUNDING LLC N/A NXP BV / NXP Funding LLC 62947QAZ1 1930000.00000000 PA USD 2138357.01000000 0.035182923883 Long DBT CORP N/A N 2 2024-03-01 Fixed 4.87500000 N N N N N N FOX CORP 549300DDU6FDRBIELS05 Fox Corp 35137LAF2 2125000.00000000 PA USD 2172219.63000000 0.035740074058 Long DBT CORP US N 2 2022-01-25 Fixed 3.66600000 N N N N N N Navistar Financial Dealer Note N/A Navistar Financial Dealer Note Master Trust 63938PBM0 5475000.00000000 PA USD 5521032.71000000 0.090838935072 Long ABS-O CORP US N 2 2025-07-25 Floating 1.04163000 N N N N N N 7-ELEVEN INC 549300K23JPL0SS3LB18 7-Eleven Inc 817826AH3 2740000.00000000 PA USD 2741964.58000000 0.045114230532 Long DBT CORP US N 2 2022-08-10 Floating 0.61200000 N N N N N N BRIGHTHSE FIN GLBL FUND 549300BLFX3KJ2IFOA78 Brighthouse Financial Global Funding 10921U2A5 7275000.00000000 PA USD 7299014.78000000 0.120092519737 Long DBT CORP US N 2 2024-04-12 Fixed 1.00000000 N N N N N N SMBC AVIATION CAPITAL FI 549300OD7VKRVNWB2J98 SMBC Aviation Capital Finance DAC 78448TAD4 1631000.00000000 PA USD 1734738.12000000 0.028542081115 Long DBT CORP IE N 2 2023-07-15 Fixed 4.12500000 N N N N N N Homeward Opportunities Fund I N/A Homeward Opportunities Fund I Trust 2019-3 43800KAC1 2503616.16000000 PA USD 2530080.13000000 0.041628042565 Long ABS-MBS CORP US N 2 2059-11-25 Variable 3.03100000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 Freddie Mac Structured Agency Credit Risk Debt Notes 3137G0NW5 1693835.67000000 PA USD 1698755.08000000 0.027950043139 Long ABS-MBS CORP US N 2 2029-10-25 Floating 1.29163000 N N N N N N SCHLUMBERGER HLDGS CORP 529900IKZG65COT1D505 Schlumberger Holdings Corp 806851AJ0 10390000.00000000 PA USD 11212773.71000000 0.184486576430 Long DBT CORP US N 2 2024-05-01 Fixed 3.75000000 N N N N N N World OMNI Select Auto Trust N/A World Omni Select Auto Trust 2020-A 98163DAF5 4660000.00000000 PA USD 4706657.32000000 0.077439812650 Long ABS-O CORP US N 2 2026-10-15 Fixed 1.25000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 CBOT 10 Year US Treasury Note 000000000 -1264.00000000 NC USD -258538.56000000 -0.00425379973 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B UNITED STATES TREASURY NOTE/BOND 2021-09-21 -166510461.44000000 USD -258538.56000000 N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 Diamondback Energy Inc 25278XAL3 19955000.00000000 PA USD 21202187.50000000 0.348844905451 Long DBT CORP US N 2 2024-12-01 Fixed 2.87500000 N N N N N N COCA-COLA EUROPACIFIC 549300LTH67W4GWMRF57 Coca-Cola Europacific Partners PLC 19123MAE3 17240000.00000000 PA USD 17248395.88000000 0.283792180874 Long DBT CORP GB N 2 2024-05-03 Fixed 0.80000000 N N N N N N SMB Private Education Loan Tru N/A SMB Private Education Loan Trust 78449XAA0 3161925.25000000 PA USD 3181669.58000000 0.052348807113 Long ABS-O CORP US N 2 2053-07-15 Fixed 1.29000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617MLYC5 72689.25000000 PA USD 78593.18000000 0.001293113290 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 4.00000000 N N N N N N CC HOLDINGS GS V LLC/CRO N/A CC Holdings GS V LLC / Crown Castle GS III Corp 14987BAE3 21993000.00000000 PA USD 23336728.31000000 0.383965040439 Long DBT CORP US N 2 2023-04-15 Fixed 3.84900000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 Enel Finance International NV 29278GAB4 12367000.00000000 PA USD 12661050.16000000 0.208315431885 Long DBT CORP NL N 2 2022-05-25 Fixed 2.87500000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 Marriott International Inc/MD 571900BB4 5967000.00000000 PA USD 6381020.30000000 0.104988526454 Long DBT CORP US N 2 2024-04-15 Fixed 3.60000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 Bayer US Finance II LLC 07274NAE3 5080000.00000000 PA USD 5466562.60000000 0.089942724699 Long DBT CORP US N 2 2023-12-15 Fixed 3.87500000 N N N N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 Santander UK PLC 80283LAY9 7280000.00000000 PA USD 7482376.72000000 0.123109419697 Long DBT CORP GB N 2 2023-01-13 Fixed 2.10000000 N N N N N N Starwood Mortgage Residential N/A Starwood Mortgage Residential Trust 2019-1 85571KAA3 3045821.46000000 PA USD 3063674.85000000 0.050407410243 Long ABS-MBS CORP US N 2 2049-06-25 Variable 2.94100000 N N N N N N Enterprise Fleet Financing LLC N/A Enterprise Fleet Financing 2019-3 LLC 29374WAB2 2002166.75000000 PA USD 2032050.29000000 0.033433832772 Long ABS-O CORP US N 2 2025-05-20 Fixed 2.06000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 CDS GENERAL ELECTRIC CO 000000000 1.00000000 NC USD 88999.62000000 0.001464333056 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 GENERAL ELECTRIC CO General Electric Co Y Default Event 2021-12-20 0.00000000 USD 0.00000000 USD 14000000.00000000 USD 88999.62000000 N N N BX Trust N/A BX Commercial Mortgage Trust 2020-BXLP 05607QAR9 5409435.80000000 PA USD 5409434.18000000 0.089002776485 Long ABS-MBS CORP US N 2 2036-12-15 Floating 1.35100000 N N N N N N Freddie Mac - STACR N/A Freddie Mac STACR REMIC Trust 2021-DNA1 35564KAA7 3440000.00000000 PA USD 3440000.00000000 0.056599182266 Long ABS-MBS CORP US N 2 2051-01-25 Floating 0.66000000 N N N N N N AmeriCredit Automobile Receiva N/A AmeriCredit Automobile Receivables Trust 2020-3 03066PAE9 3915000.00000000 PA USD 3948717.94000000 0.064969246047 Long ABS-O CORP US N 2 2026-08-18 Fixed 1.06000000 N N N N N N AMPHENOL CORP 549300D3L3G0R4U4VT04 Amphenol Corp 032095AK7 6720000.00000000 PA USD 6970239.36000000 0.114683095341 Long DBT CORP US N 2 2025-03-01 Fixed 2.05000000 N N N N N N SBA TOWER TRUST N/A SBA TOWER TRUST 78403DAT7 4260000.00000000 PA USD 4285968.53000000 0.070518114539 Long DBT CORP US N 2 2026-11-15 Fixed 1.63100000 N N N N N N BORAL FINANCE PTY LTD 549300X2TYFVNPM0UT91 Boral Finance Pty Ltd 09952AAA4 1070000.00000000 PA USD 1095028.37000000 0.018016776250 Long DBT CORP AU N 2 2022-11-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae 21H032662 2035000.00000000 PA USD 2137427.13000000 0.035167624334 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 3.50000000 N N N N N N KOREA HYDRO & NUCLEAR PO 9884008CRY5MLCN8OQ43 Korea Hydro & Nuclear Power Co Ltd 50064YAP8 12038000.00000000 PA USD 12009710.70000000 0.197598780486 Long DBT NUSS KR N 2 2026-04-27 Fixed 1.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418MMN9 31398.60000000 PA USD 32678.94000000 0.000537674791 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 5.00000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A AerCap Ireland Capital DAC / AerCap Global Aviation Trust 00772BAR2 10295000.00000000 PA USD 10488134.20000000 0.172563900935 Long DBT CORP IE N 2 2022-02-01 Fixed 3.95000000 N N N N N N Exeter Automobile Receivables N/A Exeter Automobile Receivables Trust 30165XAE5 3935000.00000000 PA USD 3934168.93000000 0.064729867539 Long ABS-O CORP US N 2 2026-06-15 Fixed 0.98000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179SUV7 1242418.59000000 PA USD 1324881.25000000 0.021798603299 Long ABS-MBS USGA US N 2 2047-01-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136B13K8 2975758.75000000 PA USD 3022179.99000000 0.049724684911 Long ABS-MBS USGSE US N 2 2044-06-25 Fixed 4.00000000 N N N N N N FORTINET INC 549300O0QJWDBAS0QX03 Fortinet Inc 34959EAA7 5710000.00000000 PA USD 5630562.48000000 0.092641055833 Long DBT CORP US N 2 2026-03-15 Fixed 1.00000000 N N N N N N World Omni Auto Receivables Tr N/A World Omni Auto Receivables Trust 2019-C 98162RAG3 5370000.00000000 PA USD 5542314.17000000 0.091189084268 Long ABS-O CORP US N 2 2026-06-15 Fixed 2.40000000 N N N N N N Homeward Opportunities Fund I N/A Homeward Opportunities Fund I Trust 2020-2 43789XAA2 3573089.27000000 PA USD 3598202.73000000 0.059202131437 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.65700000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 NRG Energy Inc 629377CK6 4470000.00000000 PA USD 4765560.87000000 0.078408967523 Long DBT CORP US N 2 2024-06-15 Fixed 3.75000000 N N N N N N Neuberger Berman CLO Ltd 549300Y2YE54ON4DJE28 NEUBERGER BERMAN LOAN ADVISERS CLO 40 LTD 64134JAA1 4060000.00000000 PA USD 4070728.75000000 0.066976720487 Long ABS-CBDO CORP KY N 2 2033-04-16 Floating 1.24788000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 Marriott International Inc/MD 571903AR4 760000.00000000 PA USD 766514.72000000 0.012611658821 Long DBT CORP US N 2 2022-01-15 Fixed 2.30000000 N N N N N N CIM Trust N/A CIM Trust 2020-INV1 12560AAB0 7675722.01000000 PA USD 7798936.54000000 0.128317857764 Long ABS-MBS CORP US N 2 2050-04-25 Variable 2.50000000 N N N N N N GATX CORP 549300IHYHCQP2PIR591 GATX Corp 361448AQ6 5640000.00000000 PA USD 5954424.36000000 0.097969636523 Long DBT CORP US N 2 2023-03-30 Fixed 3.90000000 N N N N N N Towd Point Mortgage Trust N/A Towd Point Mortgage Trust 2018-2 89175VAA1 12578526.41000000 PA USD 13080579.42000000 0.215218051958 Long ABS-MBS CORP US N 2 2058-03-25 Variable 3.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Non Gold Pool 3128JPP46 278667.93000000 PA USD 282204.67000000 0.004643184172 Long ABS-MBS USGSE US N 2 2038-07-01 Floating 2.50400000 N N N N N N Towd Point Mortgage Trust N/A Towd Point Mortgage Trust 2018-1 89176EAA8 2010547.00000000 PA USD 2080747.66000000 0.034235062807 Long ABS-MBS CORP US N 2 2058-01-25 Variable 3.00000000 N N N N N N AIG GLOBAL FUNDING 54930057MDZ7KOVOTV71 AIG Global Funding 00138CAG3 5320000.00000000 PA USD 5330145.24000000 0.087698215681 Long DBT CORP US N 2 2021-06-25 Fixed 3.35000000 N N N N N N HASBRO INC 549300NUB6D2R1ITYR45 Hasbro Inc 418056AW7 6475000.00000000 PA USD 6679189.13000000 0.109894372953 Long DBT CORP US N 2 2022-11-19 Fixed 2.60000000 N N N N N N SMB Private Education Loan Tru 5493008SQ2WS8HE83M61 SMB Private Education Loan Trust 2016-B 78449GAB5 4968205.50000000 PA USD 5101211.81000000 0.083931516573 Long ABS-O CORP US N 2 2032-02-17 Fixed 2.43000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31412VCC0 155515.55000000 PA USD 163018.22000000 0.002682179635 Long ABS-MBS USGSE US N 2 2024-11-01 Fixed 4.50000000 N N N N N N Nelnet Student Loan Trust N/A Nelnet Student Loan Trust 2020-1 64034GAA8 2638550.30000000 PA USD 2632451.03000000 0.043312376643 Long ABS-O CORP US N 2 2068-03-26 Floating 0.83163000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280CG2 12365000.00000000 PA USD 12648084.31000000 0.208102101505 Long DBT CORP GB N 2 2026-06-04 Fixed 2.09900000 N N N N N N Ellington Financial Mortgage T N/A Ellington Financial Mortgage Trust 2017-1 31574XAA6 2621793.97000000 PA USD 2622839.28000000 0.043154232111 Long ABS-MBS CORP US N 2 2066-02-25 Variable 0.79700000 N N N N N N SBA TOWER TRUST N/A SBA Tower Trust 78403DAN0 7240000.00000000 PA USD 7605183.43000000 0.125129989279 Long DBT CORP US N 2 2025-01-15 Fixed 2.83600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133KHKY1 3284825.58000000 PA USD 3520039.33000000 0.057916089425 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 4.00000000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 Microchip Technology Inc 595017AV6 10345000.00000000 PA USD 10360496.81000000 0.170463850964 Long DBT CORP US N 2 2024-02-15 Fixed 0.97200000 N N N N N N Starwood Mortgage Residential N/A Starwood Mortgage Residential Trust 2020-1 85573AAB1 3371223.46000000 PA USD 3413926.07000000 0.056170181360 Long ABS-MBS CORP US N 2 2050-02-25 Variable 2.40800000 N N N N N N BAIDU INC 254900AL64IANZYI1E02 Baidu Inc 056752AH1 6676000.00000000 PA USD 6834882.32000000 0.112456032033 Long DBT CORP KY N 2 2022-07-06 Fixed 2.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31402RF87 183945.55000000 PA USD 210758.54000000 0.003467663087 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.00000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 Danske Bank A/S 23636AAU5 13375000.00000000 PA USD 13465856.38000000 0.221557110354 Long DBT CORP DK N 2 2022-09-20 Fixed 3.00100000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617MHSV9 135684.06000000 PA USD 147962.01000000 0.002434456038 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 4.00000000 N N N N N N Hilton Grand Vacations Trust N/A Hilton Grand Vacations Trust 2017-A 43283AAB1 385505.60000000 PA USD 393963.94000000 0.006481987455 Long ABS-O CORP US N 2 2028-12-26 Fixed 2.96000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61747YDU6 2320000.00000000 PA USD 2482838.48000000 0.040850763856 Long DBT CORP US N 2 2023-05-22 Fixed 4.10000000 N N N N N N AmeriCredit Automobile Receiva N/A AmeriCredit Automobile Receivables Trust 2017-3 03065HAF5 2446402.22000000 PA USD 2464872.80000000 0.040555170020 Long ABS-O CORP US N 2 2023-06-19 Fixed 2.69000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828ZY9 54280000.00000000 PA USD 54246075.00000000 0.892524269227 Long DBT UST US N 2 2023-07-15 Fixed 0.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31410LAE2 324920.71000000 PA USD 332759.70000000 0.005474978753 Long ABS-MBS USGSE US N 2 2024-10-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179SNV5 19445.09000000 PA USD 20751.97000000 0.000341437364 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Non Gold Pool 3128QTFG4 25661.77000000 PA USD 26535.18000000 0.000436589967 Long ABS-MBS USGSE US N 2 2038-06-01 Floating 2.56300000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 CDS AT&T INC 000000000 1.00000000 NC USD 184345.70000000 0.003033086009 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 AT&T INC AT&T Inc Y Default Event 2022-12-20 117514.46000000 USD 0.00000000 USD 14500000.00000000 USD 66831.24000000 N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co 110122CM8 4503000.00000000 PA USD 4827013.37000000 0.079420060909 Long DBT CORP US N 2 2024-07-26 Fixed 2.90000000 N N N N N N AmeriCredit Automobile Receiva N/A AmeriCredit Automobile Receivables Trust 2021-1 03063FAE4 6385000.00000000 PA USD 6395190.46000000 0.105221671648 Long ABS-O CORP US N 2 2026-10-19 Fixed 0.89000000 N N N N N N Ford Credit Auto Owner Trust/F N/A Ford Credit Auto Owner Trust 2020-REV2 34532JAC8 4600000.00000000 PA USD 4640919.30000000 0.076358208529 Long ABS-O CORP US N 2 2033-04-15 Fixed 1.74000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31413VJY4 176504.41000000 PA USD 184253.26000000 0.003031565071 Long ABS-MBS USGSE US N 2 2038-04-01 Floating 2.09700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31412EX35 54.02000000 PA USD 54.28000000 0.000000893082 Long ABS-MBS USGSE US N 2 2022-03-01 Fixed 6.00000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 CVS Health Corp 126650CV0 2442000.00000000 PA USD 2581767.87000000 0.042478473907 Long DBT CORP US N 2 2023-03-09 Fixed 3.70000000 N N N N N N BRE Grand Islander Timeshare I N/A BRE Grand Islander Timeshare Issuer 2019-A LLC 05588UAA0 1920792.86000000 PA USD 2015455.10000000 0.033160787951 Long ABS-O CORP US N 2 2033-09-26 Fixed 3.28000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31403C6L0 243339.86000000 PA USD 279300.13000000 0.004595395047 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 5.00000000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 Roper Technologies Inc 776696AE6 11005000.00000000 PA USD 11368462.14000000 0.187048157193 Long DBT CORP US N 2 2022-11-15 Fixed 3.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140QEEH1 6405297.21000000 PA USD 6854853.76000000 0.112784627142 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.50000000 N N N N N N CIFC Funding Ltd 549300H3BLEZ8XSDXO87 CIFC Funding 2015-V Ltd 12547UAL2 6319333.42000000 PA USD 6309761.59000000 0.103816089037 Long ABS-CBDO CORP KY N 2 2027-10-25 Floating 1.03575000 N N N N N N MCDONALD'S CORP UE2136O97NLB5BYP9H04 McDonald's Corp 58013MFL3 4475000.00000000 PA USD 4573226.25000000 0.075244437810 Long DBT CORP US N 2 2025-09-01 Fixed 1.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Non Gold Pool 3128NC6J8 34626.90000000 PA USD 34806.81000000 0.000572685169 Long ABS-MBS USGSE US N 2 2035-09-01 Floating 2.21600000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 Cigna Corp 125523AF7 2942000.00000000 PA USD 3142803.27000000 0.051709329972 Long DBT CORP US N 2 2023-07-15 Fixed 3.75000000 N N N N N N CONNECTICUT ST 5493007GRO6CU0IKP741 State of Connecticut 20772KJV2 770000.00000000 PA USD 797215.34000000 0.013116783818 Long DBT MUN US N 2 2023-07-01 Fixed 2.00000000 N N N N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 Nissan Motor Acceptance Corp 654740BJ7 2395000.00000000 PA USD 2417788.43000000 0.039780479078 Long DBT CORP US N 2 2021-09-21 Fixed 3.65000000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 Simon Property Group LP 828807CS4 6565000.00000000 PA USD 7075290.89000000 0.116411534496 Long DBT CORP US N 2 2024-10-01 Fixed 3.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31403VLM9 13506.49000000 PA USD 13501.96000000 0.000222151132 Long ABS-MBS USGSE US N 2 2034-01-01 Floating 2.15500000 N N N N N N BAYVIEW OPPORTUNITY MASTER FUN N/A Bayview Opportunity Master Fund IVb Trust 2017-SPL4 07331YAA8 1859716.66000000 PA USD 1908841.26000000 0.031406643718 Long ABS-MBS CORP US N 2 2055-01-28 Variable 3.50000000 N N N N N N AmeriCredit Automobile Receiva N/A AmeriCredit Automobile Receivables Trust 2017-1 03065FAF9 546478.91000000 PA USD 547452.52000000 0.009007373535 Long ABS-O CORP US N 2 2022-08-18 Fixed 2.71000000 N N N N N N Planet Fitness Master Issuer L 549300NX9W3U2DO53T22 Planet Fitness Master Issuer LLC 72703PAA1 5942625.00000000 PA USD 5987194.69000000 0.098508814977 Long ABS-O CORP US N 2 2048-09-05 Fixed 4.26200000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 Williams Cos Inc/The 96950FAM6 2123000.00000000 PA USD 2319538.85000000 0.038163954111 Long DBT CORP US N 2 2024-03-04 Fixed 4.30000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 Deutsche Bank AG/New York NY 251526BX6 17505000.00000000 PA USD 17741335.01000000 0.291902631940 Long DBT CORP DE N 2 2021-10-14 Fixed 4.25000000 N N N N N N Morgan Stanley Residential Mor N/A Morgan Stanley Residential Mortgage Loan Trust 2021-2 61772LAQ4 3015000.00000000 PA USD 3093672.81000000 0.050900974199 Long ABS-MBS CORP US N 2 2051-05-25 Variable 2.50000000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 Daimler Finance North America LLC 233851DN1 8125000.00000000 PA USD 8243015.63000000 0.135624402344 Long DBT CORP US N 2 2021-11-05 Fixed 3.75000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 Pacific Gas and Electric Co 694308JE8 32894000.00000000 PA USD 32904657.66000000 0.541388580320 Long DBT CORP US N 2 2022-06-16 Fixed 1.75000000 N N N N N N Navient Student Loan Trust N/A Navient Private Education Refi Loan Trust 2019-G 63941JAA6 14454526.00000000 PA USD 14860169.14000000 0.244498087691 Long ABS-O CORP US N 2 2068-10-15 Fixed 2.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31403DPZ6 1231787.09000000 PA USD 1406269.48000000 0.023137704248 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 5.00000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VGF5 6085000.00000000 PA USD 6120694.61000000 0.100705322623 Long DBT CORP US N 2 2024-03-22 Fixed 0.75000000 N N N N N N CREDICORP LTD 529900UYAEYQCQ2BKB17 Credicorp Ltd 22530EAA0 2715000.00000000 PA USD 2724841.88000000 0.044832506457 Long DBT CORP BM N 2 2025-06-17 Fixed 2.75000000 N N N N N N JPMBB Commercial Mortgage Secu N/A JPMBB Commercial Mortgage Securities Trust 2014-C23 46643ABE2 8280000.00000000 PA USD 9044503.99000000 0.148811491231 Long ABS-MBS CORP US N 2 2047-09-15 Fixed 3.93420000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 Enel Finance International NV 29278GAL2 1920000.00000000 PA USD 2019653.76000000 0.033229869557 Long DBT CORP NL N 2 2024-09-10 Fixed 2.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31419A3K1 1643962.19000000 PA USD 1944313.74000000 0.031990281323 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 6.00000000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 AES Corp/The 00130HCB9 5425000.00000000 PA USD 5790932.53000000 0.095279664463 Long DBT CORP US N 2 2025-07-15 Fixed 3.30000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 Diamondback Energy Inc 25278XAP4 6245000.00000000 PA USD 7057274.66000000 0.116115108948 Long DBT CORP US N 2 2025-05-31 Fixed 4.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617N3ME3 210569.39000000 PA USD 228749.06000000 0.003763665622 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 4.00000000 N N N N N N Hilton Grand Vacations Trust N/A Hilton Grand Vacations Trust 2019-A 43284HAB5 2867088.13000000 PA USD 2941960.99000000 0.048404821596 Long ABS-O CORP US N 2 2033-07-25 Fixed 2.54000000 N N N N N N Onslow Bay Financial LLC N/A OBX 2019-EXP2 Trust 67113KAL2 1123781.15000000 PA USD 1118094.03000000 0.018396281335 Long ABS-MBS CORP US N 2 2059-06-25 Floating 1.29163000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 BP Capital Markets America Inc 10373QBH2 2980000.00000000 PA USD 3121272.86000000 0.051355084739 Long DBT CORP US N 2 2023-04-06 Fixed 2.93700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3128M1TU3 36.21000000 PA USD 36.33000000 0.000000597746 Long ABS-MBS USGSE US N 2 2021-11-01 Fixed 5.50000000 N N N N N N Verus Securitization Trust N/A Verus Securitization Trust 2019-INV2 92537HAA9 6563948.68000000 PA USD 6678045.86000000 0.109875562445 Long ABS-MBS CORP US N 2 2059-07-25 Variable 2.91300000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp 14040HBD6 4030000.00000000 PA USD 4282499.65000000 0.070461040187 Long DBT CORP US N 2 2023-06-15 Fixed 3.50000000 N N N N N N NUCOR CORP 549300GGJCRSI2TIEJ46 Nucor Corp 670346AR6 2330000.00000000 PA USD 2411547.67000000 0.039677798290 Long DBT CORP US N 2 2025-06-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31410X7M2 1585.96000000 PA USD 1591.04000000 0.000026177779 Long ABS-MBS USGSE US N 2 2021-09-01 Fixed 5.50000000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 Avis Budget Rental Car Funding AESOP LLC 05377RDE1 3155000.00000000 PA USD 3423015.67000000 0.056319734827 Long ABS-O CORP US N 2 2025-03-20 Fixed 4.95000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 Humana Inc 444859BJ0 1360000.00000000 PA USD 1407416.40000000 0.023156574810 Long DBT CORP US N 2 2022-12-15 Fixed 2.90000000 N N N N N N RLGH TRUST 2021-TROT N/A RLGH TRUST 2021-TROT 74969CAA5 5580000.00000000 PA USD 5581655.03000000 0.091836369299 Long ABS-MBS CORP US N 2 2036-04-15 Floating 0.91000000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 Avis Budget Rental Car Funding AESOP LLC 05377RDH4 1960000.00000000 PA USD 1995097.52000000 0.032825839585 Long ABS-O CORP US N 2 2023-03-20 Fixed 3.70000000 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 AstraZeneca PLC 046353AR9 3100000.00000000 PA USD 3301500.00000000 0.054320407049 Long DBT CORP GB N 2 2023-08-17 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138EH7G1 1062214.87000000 PA USD 1124178.12000000 0.018496384393 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31410GFD0 12.91000000 PA USD 13.44000000 0.000000221131 Long ABS-MBS USGSE US N 2 2021-10-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418CUA0 10027761.01000000 PA USD 10598603.94000000 0.174381487257 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N EMD FINANCE LLC 529900C8KS5G529A0B76 EMD Finance LLC 26867LAG5 3170000.00000000 PA USD 3222932.66000000 0.053027718911 Long DBT CORP US N 2 2022-03-19 Fixed 2.95000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36241L5Z5 2065022.42000000 PA USD 2456448.53000000 0.040416563394 Long ABS-MBS USGA US N 2 2036-07-15 Fixed 6.00000000 N N N N N N HEATHROW FUNDING LTD 7TI96JO3DYEIQWZ7Z726 Heathrow Funding Ltd 05607MAA5 10820000.00000000 PA USD 10872931.44000000 0.178895066377 Long DBT CORP JE N 2 2021-07-15 Fixed 4.87500000 N N N N N N Merit N/A Merit 2020-Hill 590027AG3 6195000.00000000 PA USD 6220467.65000000 0.102346913460 Long ABS-MBS CORP US N 2 2037-08-15 Floating 1.50100000 N N N N N N Deephaven Residential Mortgage N/A Deephaven Residential Mortgage Trust 2017-1 24380TAC0 78728.43000000 PA USD 78863.80000000 0.001297565869 Long ABS-MBS CORP US N 2 2046-12-26 Variable 3.48500000 N N N N N N Freddie Mac - STACR N/A Freddie Mac STACR REMIC Trust 2021-HQA1 35564KBK4 11255000.00000000 PA USD 11255000.00000000 0.185181336164 Long ABS-MBS CORP US N 2 2033-08-25 Floating 0.71000000 N N N N N N HASBRO INC 549300NUB6D2R1ITYR45 Hasbro Inc 418056AX5 8695000.00000000 PA USD 9271687.18000000 0.152549393201 Long DBT CORP US N 2 2024-11-19 Fixed 3.00000000 N N N N N N Towd Point Mortgage Trust N/A Towd Point Mortgage Trust 2017-3 89169DAA9 4137013.45000000 PA USD 4224231.62000000 0.069502341684 Long ABS-MBS CORP US N 2 2057-07-25 Variable 2.75000000 N N N N N N Santander Retail Auto Lease Tr N/A Santander Retail Auto Lease Trust 2020-A 80286KAG7 5280000.00000000 PA USD 5436435.31000000 0.089447032845 Long ABS-O CORP US N 2 2024-11-20 Fixed 2.52000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202FEJ1 190357.47000000 PA USD 217135.75000000 0.003572588921 Long ABS-MBS USGA US N 2 2040-02-20 Fixed 5.00000000 N N N N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 Becton Dickinson and Co 075887BF5 1615000.00000000 PA USD 1766375.57000000 0.029062620010 Long DBT CORP US N 2 2024-12-15 Fixed 3.73400000 N N N N N N BAYVIEW OPPORTUNITY MASTER FUN 549300ZGMKIELA840327 Bayview Mortgage Fund IVc Trust 2017-RT3 07326TAA6 6257455.76000000 PA USD 6329780.06000000 0.104145457941 Long ABS-MBS CORP US N 2 2058-01-28 Variable 3.50000000 N N N N N N ASTRAZENECA FINANCE LLC 549300C3HATU4Q460S18 Astrazeneca Finance LLC 04636NAC7 8605000.00000000 PA USD 8612563.80000000 0.141704671015 Long DBT CORP US N 2 2024-05-28 Fixed 0.70000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179TNU5 3283304.35000000 PA USD 3601614.93000000 0.059258273219 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 5.00000000 N N N N N N Angel Oak Mortgage Trust N/A Angel Oak Mortgage Trust 2021-2 03465DAB9 2687913.91000000 PA USD 2688003.96000000 0.044226402925 Long ABS-MBS CORP US N 2 2066-04-25 Variable 1.19000000 N N N N N N CANADIAN NATL RESOURCES 549300T15RIMIKZC5Q38 Canadian Natural Resources Ltd 136385AZ4 9710000.00000000 PA USD 9969140.48000000 0.164024767169 Long DBT CORP CA N 2 2025-07-15 Fixed 2.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31414NGE8 193658.90000000 PA USD 201842.96000000 0.003320972814 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 5.00000000 N N N N N N CARGILL INC QXZYQNMR4JZ5RIRN4T31 Cargill Inc 141781BL7 4445000.00000000 PA USD 4540487.49000000 0.074705778785 Long DBT CORP US N 2 2023-07-23 Fixed 1.37500000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 Natwest Group PLC 780097BD2 7650000.00000000 PA USD 8210974.50000000 0.135097221601 Long DBT CORP GB N 2 2023-09-12 Fixed 3.87500000 N N N N N N Verus Securitization Trust N/A Verus Securitization Trust 2021-1 92537QAF8 2670420.57000000 PA USD 2672101.07000000 0.043964748690 Long ABS-MBS CORP US N 2 2066-01-25 Variable 1.15500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GHJ1 6690000.00000000 PA USD 6693157.68000000 0.110124201007 Long DBT CORP US N 2 2022-06-25 Floating 0.85063000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 Hyundai Capital America 44891ABA4 7780000.00000000 PA USD 7960332.62000000 0.130973347923 Long DBT CORP US N 2 2022-06-20 Fixed 3.00000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 Standard Chartered PLC 853254BY5 3390000.00000000 PA USD 3384847.20000000 0.055691739423 Long DBT CORP GB N 2 2025-01-12 Fixed 0.99100000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202FCP9 1022265.56000000 PA USD 1166064.51000000 0.019185551667 Long ABS-MBS USGA US N 2 2039-11-20 Fixed 5.00000000 N N N N N N Verus Securitization Trust N/A Verus Securitization Trust 2021-1 92537QAE1 4519518.52000000 PA USD 4516929.74000000 0.074318177220 Long ABS-MBS CORP US N 2 2066-01-25 Variable 1.05200000 N N N N N N Ellington Financial Mortgage T N/A Ellington Financial Mortgage Trust 2020-1 31574PAA3 2734371.44000000 PA USD 2772304.01000000 0.045613412778 Long ABS-MBS CORP US N 2 2065-05-25 Variable 2.00600000 N N N N N N Starwood Mortgage Residential N/A Starwood Mortgage Residential Trust 2018-IMC2 85572PAC7 3429502.66000000 PA USD 3480689.70000000 0.057268660099 Long ABS-MBS CORP US N 2 2048-10-25 Variable 4.37600000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 General Electric Co 36962G7K4 3805000.00000000 PA USD 4109985.97000000 0.067622629368 Long DBT CORP US N 2 2024-05-15 Fixed 3.45000000 N N N N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 NatWest Markets PLC 63906YAA6 9705000.00000000 PA USD 10049022.84000000 0.165339091661 Long DBT CORP GB N 2 2023-05-21 Fixed 2.37500000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp 674599CU7 6980000.00000000 PA USD 6971275.00000000 0.114700134986 Long DBT CORP US N 2 2021-08-13 Fixed 2.60000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828ZP8 50745000.00000000 PA USD 50729142.19000000 0.834659292154 Long DBT UST US N 2 2023-05-15 Fixed 0.12500000 N N N N N N PRINCIPAL LFE GLB FND II 635400WSLKBQWSOIIT41 Principal Life Global Funding II 74256LEK1 5795000.00000000 PA USD 5713023.93000000 0.093997814739 Long DBT CORP US N 2 2026-01-12 Fixed 0.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140QCXQ4 520790.92000000 PA USD 564375.53000000 0.009285812060 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.50000000 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 ABN AMRO Bank NV 00084DAS9 13715000.00000000 PA USD 13731608.87000000 0.225929602685 Long DBT CORP NL N 2 2021-08-27 Floating 0.70850000 N N N N N N BX Trust N/A BX Commercial Mortgage Trust 2020-BXLP 05607QAN8 5615229.55000000 PA USD 5615227.87000000 0.092388751651 Long ABS-MBS CORP US N 2 2036-12-15 Floating 1.22100000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 Hyundai Capital America 44891ABC0 3740000.00000000 PA USD 3856456.12000000 0.063451239196 Long DBT CORP US N 2 2022-11-01 Fixed 2.85000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Non Gold Pool 3128NC3S1 90315.90000000 PA USD 95432.76000000 0.001570179121 Long ABS-MBS USGSE US N 2 2035-07-01 Floating 2.71900000 N N N N N N Towd Point Mortgage Trust N/A Towd Point Mortgage Trust 2018-5 89176VAK8 8595474.26000000 PA USD 8889349.23000000 0.146258691074 Long ABS-MBS CORP US N 2 2058-07-25 Variable 3.25000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 Enbridge Inc 29250NBD6 3110000.00000000 PA USD 3113498.75000000 0.051227175359 Long DBT CORP CA N 2 2023-02-17 Floating 0.41000000 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 Cox Communications Inc 224044CA3 3740000.00000000 PA USD 3919736.92000000 0.064492414061 Long DBT CORP US N 2 2023-06-30 Fixed 2.95000000 N N N N N N Enterprise Fleet Financing LLC N/A Enterprise Fleet Financing 2018-2 LLC 29373FAB0 462543.50000000 PA USD 464136.82000000 0.007636559439 Long ABS-O CORP US N 2 2024-02-20 Fixed 3.14000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RMJ8 15945000.00000000 PA USD 15948268.73000000 0.262400862987 Long DBT CORP US N 2 2024-03-25 Fixed 0.90000000 N N N N N N Verus Securitization Trust N/A Verus Securitization Trust 2020-2 92537UAA0 9229426.11000000 PA USD 9317526.52000000 0.153303599353 Long ABS-MBS CORP US N 2 2060-05-25 Variable 2.22600000 N N N N N N SHANGHAI ELC GRP GLB INV 529900Y3SWJ0FFDION78 Shanghai Electric Group Global Investment Ltd 000000000 8300000.00000000 PA USD 8648163.84000000 0.142290407397 Long DBT CORP VG N 2 2024-11-21 Fixed 2.65000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 Volkswagen Group of America Finance LLC 928668BC5 2590000.00000000 PA USD 2651395.95000000 0.043624082160 Long DBT CORP US N 2 2022-05-13 Fixed 2.90000000 N N N N N N ARES CLO Ltd N/A Ares LVII CLO Ltd 04017NAC6 7305000.00000000 PA USD 7310523.02000000 0.120281867694 Long ABS-CBDO CORP KY N 2 2031-10-25 Floating 1.49575000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264ABB0 5990000.00000000 PA USD 6500677.45000000 0.106957275536 Long DBT CORP US N 2 2025-04-15 Fixed 3.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61772BAA1 8475000.00000000 PA USD 8498772.38000000 0.139832432259 Long DBT CORP US N 2 2024-04-05 Fixed 0.73100000 N N N N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 Intercontinental Exchange Inc 45866FAA2 2885000.00000000 PA USD 3122519.17000000 0.051375590590 Long DBT CORP US N 2 2023-10-15 Fixed 4.00000000 N N N N N N EQUITABLE FINANCIAL LIFE 635400B4JJBON4TCHF02 Equitable Financial Life Global Funding 29449WAG2 17120000.00000000 PA USD 17122910.40000000 0.281727536818 Long DBT CORP US N 2 2023-04-06 Fixed 0.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31410CRK0 2.05000000 PA USD 2.05000000 0.000000033729 Long ABS-MBS USGSE US N 2 2021-06-01 Fixed 6.00000000 N N N N N N CarMax Auto Owner Trust N/A Carmax Auto Owner Trust 2020-1 14315XAF5 2965000.00000000 PA USD 3071921.46000000 0.050543093785 Long ABS-O CORP US N 2 2025-11-17 Fixed 2.34000000 N N N N N N Madison Park Funding Ltd N/A Madison Park Funding XVIII Ltd 55819BAL4 10775000.00000000 PA USD 10777655.82000000 0.177327472720 Long ABS-CBDO CORP KY N 2 2030-10-21 Floating 1.37600000 N N N N N N Towd Point Mortgage Trust N/A Towd Point Mortgage Trust 2016-3 89172YAA8 366097.25000000 PA USD 367630.43000000 0.006048715614 Long ABS-MBS CORP US N 2 2056-04-25 Variable 2.25000000 N N N N N N STATE BANK INDIA/LONDON 5493001JZ37UBBZF6L49 State Bank of India/London 000000000 4000000.00000000 PA USD 4302340.08000000 0.070787479755 Long DBT CORP IN N 2 2023-09-28 Fixed 4.50000000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 AutoZone Inc 053332AY8 3600000.00000000 PA USD 3942086.40000000 0.064860135657 Long DBT CORP US N 2 2025-04-15 Fixed 3.62500000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GXZ2 3465000.00000000 PA USD 3474268.88000000 0.057163016738 Long DBT CORP US N 2 2024-03-08 Fixed 0.67300000 N N N N N N Daimler Trucks Retail Trust N/A Daimler Trucks Retail Trust 2020-1 233854AD0 8360000.00000000 PA USD 8433583.88000000 0.138759869529 Long ABS-O CORP US N 2 2027-06-15 Fixed 1.37000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 Air Lease Corp 00914AAD4 5935000.00000000 PA USD 6088425.69000000 0.100174393994 Long DBT CORP US N 2 2023-01-15 Fixed 2.25000000 N N N N N N Santander Retail Auto Lease Tr N/A Santander Retail Auto Lease Trust 2020-B 80286RAG2 4050000.00000000 PA USD 4132178.55000000 0.067987769449 Long ABS-O CORP US N 2 2025-10-20 Fixed 1.98000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 Royalty Pharma PLC 78081BAA1 6420000.00000000 PA USD 6413252.58000000 0.105518852236 Long DBT CORP GB N 2 2023-09-02 Fixed 0.75000000 N N N N N N Starwood Mortgage Residential N/A Starwood Mortgage Residential Trust 2019-1 85571KAC9 3880740.41000000 PA USD 3898559.99000000 0.064143984723 Long ABS-MBS CORP US N 2 2049-06-25 Variable 3.29900000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617MRJ39 96901.88000000 PA USD 105234.89000000 0.001731456023 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 4.00000000 N N N N N N New Residential Mortgage Loan N/A New Residential Mortgage Loan Trust 2021-NQM1R 64828BAA9 9561735.10000000 PA USD 9584980.63000000 0.157704088864 Long ABS-MBS CORP US N 2 2055-07-25 Variable 0.94260000 N N N N N N Verus Securitization Trust N/A Verus Securitization Trust 2019-INV3 92537MAE0 5005733.39000000 PA USD 5099596.90000000 0.083904946054 Long ABS-MBS CORP US N 2 2059-11-25 Variable 3.10000000 N N N N N N PROSPEROUS RAY LTD N/A Prosperous Ray Ltd 000000000 9700000.00000000 PA USD 10471042.14000000 0.172282680987 Long DBT CORP VG N 2 2023-11-12 Fixed 4.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3128MB6P7 673866.80000000 PA USD 701859.09000000 0.011547863534 Long ABS-MBS USGSE US N 2 2023-12-01 Fixed 5.00000000 N N N N N N KKR Financial CLO Ltd 635400ZS4BDP68TETX94 KKR CLO 13 Ltd 48250VAU1 8726025.97000000 PA USD 8712411.28000000 0.143347486631 Long ABS-CBDO CORP KY N 2 2028-01-16 Floating 0.98363000 N N N N N N Volvo Financial Equipment LLC N/A Volvo Financial Equipment LLC Series 2018-1 92888CAE7 3360000.00000000 PA USD 3395401.97000000 0.055865399699 Long ABS-O CORP US N 2 2023-01-17 Fixed 2.91000000 N N N N N N 2021-07-26 T. ROWE PRICE SHORT-TERM BOND FUND, INC. Alan S. Dupski Alan S. Dupski Treasurer & Vice President