0001752724-21-184139.txt : 20210825 0001752724-21-184139.hdr.sgml : 20210825 20210825085531 ACCESSION NUMBER: 0001752724-21-184139 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20210630 FILED AS OF DATE: 20210825 PERIOD START: 20211231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: COLLEGE RETIREMENT EQUITIES FUND CENTRAL INDEX KEY: 0000777535 IRS NUMBER: 136022042 STATE OF INCORPORATION: NY FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-04415 FILM NUMBER: 211203930 BUSINESS ADDRESS: STREET 1: 730 THIRD AVE CITY: NEW YORK STATE: NY ZIP: 10017 BUSINESS PHONE: 2129164905 MAIL ADDRESS: STREET 1: 730 THIRD AVE CITY: NEW YORK STATE: NY ZIP: 10017 0000777535 S000005084 Bond Market Account C000154485 Class R1 QCBMRX C000154486 Class R2 QCBMPX C000154487 Class R3 QCBMIX NPORT-P 1 primary_doc.xml NPORT-P false 0000777535 XXXXXXXX S000005084 C000154486 C000154485 C000154487 College Retirement Equities Fund 811-04415 0000777535 549300W86TWR1A52Z652 730 Third Avenue New York 10017 212-490-9000 College Retirement Equities Fund - Bond Market Account S000005084 549300D9S43U3EJHB803 2021-12-31 2021-06-30 N 16897237201.00 2704855543.00 14192381658.00 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2666137653.00000000 0.00000000 0.00000000 103467722.00000000 USD N UK TSY 1 5/8% 2028 ECTRVYYCEF89VWYS6K36 AR6412506 2850000.00000000 PA 4243835.02000000 0.029902204733 Long DBT NUSS GB N 2 2028-10-22 Fixed 1.62500000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408HE6 2040000.00000000 PA USD 2170577.52000000 0.015293962439 Long DBT CORP US N 2 2026-11-01 Fixed 2.60000000 N N N N N N EMPRESA DE LOS FERROCARR 8755006LY8XNRFOGWN86 292487AA3 2000000.00000000 PA USD 1726320.00000000 0.012163708964 Long DBT CORP CL Y 2 2050-08-18 Fixed 3.06800000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36291FS25 534937.58000000 PA USD 607599.01000000 0.004281163124 Long ABS-MBS USGSE US N 2 2045-12-20 Fixed 4.50000000 N N N N N N Invitation Homes Trust N/A 46187XAG0 2697109.14000000 PA USD 2702153.27000000 0.019039463108 Long ABS-O CORP US Y 2 2038-01-17 Variable 1.73200000 N N N N N N NVIDIA CORP 549300S4KLFTLO7GSQ80 67066GAN4 13200000.00000000 PA USD 13214075.69000000 0.093106823142 Long DBT CORP US N 2 2031-06-15 Fixed 2.00000000 N N N N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 05352TAA7 1500000.00000000 PA USD 1583655.00000000 0.011158486561 Long DBT CORP US Y 2 2028-07-15 Fixed 4.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RCV9 3829104.75000000 PA USD 4375686.56000000 0.030831235133 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 5.00000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAA6 5725000.00000000 PA USD 6340713.79000000 0.044676883294 Long DBT CORP N/A Y 2 2026-06-18 Fixed 3.87500000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDN6 550000.00000000 PA 674687.14000000 0.004753868351 Long DBT CORP US N 2 2024-06-01 Fixed 1.25000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BK9 5500000.00000000 PA USD 6224231.04000000 0.043856141907 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 71568PAC3 3000000.00000000 PA USD 3253500.00000000 0.022924270770 Long DBT CORP ID Y 2 2027-05-15 Fixed 4.12500000 N N N N N N CIFC Funding Ltd 635400BTAKRBKGRV3X14 12551MAC3 2000000.00000000 PA USD 2000088.00000000 0.014092687529 Long ABS-O CORP KY Y 2 2030-11-16 Variable 1.78975000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CR97 7003295.42000000 PA USD 7504530.10000000 0.052877172280 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.00000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CAS4 8675000.00000000 PA USD 9154343.63000000 0.064501814076 Long DBT CORP US N 2 2026-09-01 Fixed 2.65000000 N N N N N N CD Commercial Mortgage Trust N/A 12514MBE4 9000000.00000000 PA USD 9462082.50000000 0.066670152536 Long ABS-MBS USGSE US N 2 2049-08-10 Fixed 2.92600000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFE9 24589000.00000000 PA USD 26550494.53000000 0.187075680247 Long DBT CORP US N 2 2030-03-22 Fixed 3.15000000 N N N N N N Tennessee Valley Authority Discount Notes 549300HE1ISW43LNKM54 880590JS4 25000000.00000000 PA USD 24999437.50000000 0.176146880082 Long STIV USGSE US N 2 N N N OneMain Financial Issuance Tru N/A 68269LAA4 17005000.00000000 PA USD 17740529.17000000 0.125000367080 Long ABS-O CORP US Y 2 2032-05-14 Fixed 3.84000000 N N N N N N New Residential Mortgage Loan 549300RCJSGOC0A85G53 64829CAD0 348230.23000000 PA USD 367685.96000000 0.002590727679 Long ABS-CBDO CORP US Y 2 2052-05-28 Variable 3.75000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162QCG2 2500000.00000000 PA USD 2643332.50000000 0.018625009978 Long ABS-MBS USGSE US Y 2 2048-09-15 Variable 3.23043700 N N N N N N Stack Infrastructure Issuer LL N/A 85236KAD4 9000000.00000000 PA USD 9042195.60000000 0.063711615272 Long ABS-O CORP US Y 2 2045-08-25 Fixed 1.89300000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BJ1 1775000.00000000 PA USD 2051781.31000000 0.014456920335 Long DBT CORP US N 2 2036-09-01 Fixed 4.00000000 N N N N N N AMPHENOL TECH HLDS GMBH 549300110BRSS7DV8V39 AU5909711 675000.00000000 PA 898380.03000000 0.006330016001 Long DBT CORP DE N 2 2028-10-08 Fixed 2.00000000 N N N N N N Morgan Stanley BAML Trust N/A 61764PBW1 4650000.00000000 PA USD 5000562.57000000 0.035234132582 Long ABS-MBS USGSE US N 2 2047-12-15 Fixed 3.83200000 N N N N N N Federal Agricultural Mortgage Corp Discount Notes N/A 31315LJR0 10000000.00000000 PA USD 9999783.30000000 0.070458810515 Long STIV USGSE US N 2 N N N PRIVATE EXPORT FUNDING CYQE6SAYPFKNQJ6FMH60 742651DX7 8225000.00000000 PA USD 8510536.80000000 0.059965529430 Long DBT CORP US N 2 2024-11-15 Fixed 1.75000000 N N N N N N Toronto Dominion bank PT3QB789TSUIDF371261 EUR210730 1.00000000 NC USD -5809.45000000 -0.00004093358 N/A DFE CORP US N 2 Toronto Dominion bank PT3QB789TSUIDF371261 295787.33000000 USD 244395.62000000 EUR 2021-07-30 -5809.45000000 N N N CABLE ONDA SA 5299008Q5GONPYNF9J32 12686LAA7 1775000.00000000 PA USD 1871560.00000000 0.013187074904 Long DBT CORP PA Y 2 2030-01-30 Fixed 4.50000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 AX1003505 600000.00000000 PA USD 660768.00000000 0.004655793621 Long DBT CORP ES N 2 N/A Fixed 7.50000000 N N N N Y Banco Santander SA USD XXXX N N N BALTIMORE GAS & ELECTRIC 88V8C2WYSOD1SPSSLH72 059165EJ5 6500000.00000000 PA USD 7445989.59000000 0.052464693871 Long DBT CORP US N 2 2047-08-15 Fixed 3.75000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 EK8221690 400000.00000000 PA 498811.55000000 0.003514643010 Long DBT CORP US N 2 2025-03-26 Fixed 1.37500000 N N N N N N JAPAN (30 YEAR ISSUE) 353800WZS8AXZXFUC241 ED6591066 418000000.00000000 PA 4892681.33000000 0.034473997725 Long DBT NUSS JP N 2 2034-09-20 Fixed 2.50000000 N N N N N N CANADIAN GOVERNMENT 4BFD7AQU0A75QLAHK410 135087XW9 1000000.00000000 PA 1189206.20000000 0.008379187007 Long DBT NUSS CA N 2 2037-06-01 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36297GR85 184082.62000000 PA USD 206985.52000000 0.001458426957 Long ABS-MBS USGSE US N 2 2041-09-20 Fixed 4.50000000 N N N N N N JAPAN (30 YEAR ISSUE) 353800WZS8AXZXFUC241 EC5650865 350000000.00000000 PA 3898301.86000000 0.027467566430 Long DBT NUSS JP N 2 2032-05-20 Fixed 2.30000000 N N N N N N Springcastle SPV N/A 85022WAQ7 9021000.00000000 PA USD 9092394.00000000 0.064065314892 Long ABS-O CORP US Y 2 2037-09-25 Fixed 2.66000000 N N N N N N Egypt Treasury Bills 529900GFIVH4086NMH82 ZO4185450 28100000.00000000 PA 1746601.06000000 0.012306609997 Long STIV NUSS EG N 2 N N N CHARTER COMM OPT LLC/CAP N/A 161175BT0 21620000.00000000 PA USD 24831627.22000000 0.174964483188 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N Sierra Receivables Funding Co N/A 82652QAB7 4153256.07000000 PA USD 4157133.97000000 0.029291306210 Long ABS-O CORP US Y 2 2037-11-20 Fixed 1.34000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335B5H5 10113789.60000000 PA USD 10957961.52000000 0.077210166581 Long ABS-MBS MUN US N 2 2048-11-01 Fixed 3.50000000 N N N N N N Manhattan West N/A 563136AE0 1500000.00000000 PA USD 1532214.45000000 0.010796034710 Long ABS-MBS USGSE US Y 2 2039-09-10 Variable 2.41281000 N N N N N N TRANSCANADA PIPELINES 5BV01I6231JPDAPMGH09 89352HAW9 19150000.00000000 PA USD 21996344.74000000 0.154986987174 Long DBT CORP CA N 2 2028-05-15 Fixed 4.25000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2L7 1850000.00000000 PA USD 1906622.64000000 0.013434127449 Long DBT CORP FR Y 2 2026-06-09 Fixed 2.21900000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PDW5 2000000.00000000 PA USD 2182000.00000000 0.015374445618 Long DBT NUSS DO Y 2 2048-02-15 Fixed 6.50000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BP5 6325000.00000000 PA USD 6674534.11000000 0.047028992531 Long DBT CORP GB N 2 2028-05-22 Fixed 3.07300000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 3137G0NW5 1365654.87000000 PA USD 1366720.49000000 0.009629958684 Long ABS-CBDO USGSE US N 2 2029-10-25 Variable 1.29150000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GGF0 17250000.00000000 PA USD 19141071.44000000 0.134868635168 Long DBT CORP US N 2 2028-01-20 Fixed 3.82400000 N N N N N N CAMDEN PROPERTY TRUST 5493002MYX22OHYJBD89 133131AX0 1950000.00000000 PA USD 2118579.61000000 0.014927583410 Long DBT CORP US N 2 2029-07-01 Fixed 3.15000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAF7 1225000.00000000 PA USD 1332187.50000000 0.009386638071 Long DBT CORP US Y 2 2025-07-01 Fixed 6.00000000 N N N N N N Invitation Homes Trust N/A 46185HAG7 399920.55000000 PA USD 400684.68000000 0.002823237774 Long ABS-O CORP US Y 2 2037-06-17 Variable 1.52300000 N N N N N N MIAMI-DADE CNTY FL AVIATION RE N/A 59333PV47 4365000.00000000 PA USD 4626480.09000000 0.032598334807 Long DBT MUN US N 2 2025-10-01 Fixed 2.60400000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBB0 5900000.00000000 PA USD 6290496.46000000 0.044323050292 Long DBT CORP GB N 2 2024-05-16 Fixed 4.33800000 N N N N N N Morgan Stanley Capital Inc N/A 61744CFB7 661363.67000000 PA USD 655090.77000000 0.004615791667 Long ABS-O CORP US N 2 2034-08-25 Variable 0.91650000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RME9 5127000.00000000 PA USD 5199283.47000000 0.036634326748 Long DBT CORP US Y 2 2059-09-15 Fixed 3.65000000 N N N N N N REGENCY CENTERS LP 5493008PTR2GAOYBXW28 75884RAZ6 5500000.00000000 PA USD 5791861.79000000 0.040809653584 Long DBT CORP US N 2 2029-09-15 Fixed 2.95000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAS9 5600000.00000000 PA USD 6565581.62000000 0.046261309611 Long DBT CORP US N 2 2028-10-01 Fixed 5.00000000 N N N N N N IHS MARKIT LTD 549300HLPTRASHS0E726 44962LAJ6 3175000.00000000 PA USD 3674110.00000000 0.025887903021 Long DBT CORP BM N 2 2029-05-01 Fixed 4.25000000 N N N N N N MIAMI-DADE CNTY FL AVIATION RE N/A 59333P2R8 3730000.00000000 PA USD 4034870.43000000 0.028429833182 Long DBT MUN US N 2 2037-10-01 Fixed 3.73200000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H020683 49000000.00000000 PA USD 49813476.93000000 0.350987439109 Long ABS-O USGSE US N 2 2051-08-20 Fixed 2.00000000 N N N N N N JP Morgan Mortgage Trust N/A 46650MAN7 826747.53000000 PA USD 835775.45000000 0.005888902018 Long ABS-CBDO USGSE US Y 2 2049-01-25 Variable 4.00000000 N N N N N N Wells Fargo Commercial Mortgag N/A 95000TBU9 2000000.00000000 PA USD 2200170.60000000 0.015502476279 Long ABS-MBS USGSE US N 2 2050-03-15 Fixed 3.75700000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918CC6 7245000.00000000 PA USD 7118074.41000000 0.050154192450 Long DBT CORP US N 2 2050-06-01 Fixed 2.52500000 N N N N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 JPY210730 1.00000000 NC USD -14853.92000000 -0.00010466122 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 1953390.97000000 USD 215306913.00000000 JPY 2021-07-30 -14853.92000000 N N N ABU DHABI GOVT INT'L 213800FER4348CINTA77 29135LAF7 2250000.00000000 PA USD 2292300.00000000 0.016151623140 Long DBT NUSS AE Y 2 2049-09-30 Fixed 3.12500000 N N N N N N ENFRAGEN ENERGIA SUR SA N/A 29280LAA1 4000000.00000000 PA USD 3980000.00000000 0.028043214281 Long DBT CORP ES Y 2 2030-12-30 Fixed 5.37500000 N N N N N N CMS ENERGY CORP 549300IA9XFBAGNIBW29 125896BP4 4675000.00000000 PA USD 5100424.25000000 0.035937761349 Long DBT CORP US N 2 2025-11-15 Fixed 3.60000000 N N N N N N INVERSIONES CMPC SA 549300G475ACIABB4385 46128MAN1 200000.00000000 PA USD 213302.00000000 0.001502933088 Long DBT CORP CL Y 2 2030-01-13 Fixed 3.85000000 N N N N N N BHARTI AIRTEL LTD 335800KQ1FPKOQ84OR26 08860HAC8 12625000.00000000 PA USD 12524316.89000000 0.088246759365 Long DBT CORP IN Y 2 2031-06-03 Fixed 3.25000000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FP8 6150000.00000000 PA USD 6386446.59000000 0.044999118145 Long DBT CORP US Y 2 2036-04-06 Fixed 2.89100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HJJT9 12947786.53000000 PA USD 14393040.73000000 0.101413850591 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 5.00000000 N N N N N N NCR CORP 549300YKTY8JX1DV2R67 62886EAY4 2425000.00000000 PA USD 2507619.75000000 0.017668773363 Long DBT CORP US Y 2 2028-10-01 Fixed 5.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505EN0 3000000.00000000 PA USD 3368610.00000000 0.023735339713 Long DBT CORP US N 2 N/A Fixed 6.10000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CP5 8250000.00000000 PA USD 8303059.55000000 0.058503637726 Long DBT CORP US Y 2 2027-12-02 Fixed 2.45000000 N N N N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 BQ1812974 1645000.00000000 PA 2283378.57000000 0.016088762443 Long DBT CORP GB Y 2 2031-07-15 Fixed 4.50000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122CR7 4570000.00000000 PA USD 5766517.40000000 0.040631076157 Long DBT CORP US N 2 2049-10-26 Fixed 4.25000000 N N N N N N Federal Farm Credit Discount Notes N/A 313313LC0 15630000.00000000 PA USD 15628940.60000000 0.110122042773 Long STIV USGSE US N 2 N N N CHARTER COMMUNICATIONS OPER 549300TPZNMN50BJ3745 16117LBX6 1965000.00000000 PA USD 1950262.50000000 0.013741615375 Long LON CORP US N 2 2027-02-01 Variable 1.86000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200KJ9 15050000.00000000 PA USD 15029246.65000000 0.105896578968 Long DBT CORP US N 2 2030-05-15 Fixed 1.95000000 N N N N N N RELIANCE INDUSTRIES LTD 5493003UOETFYRONLG31 759470AX5 3000000.00000000 PA USD 3276150.00000000 0.023083863434 Long DBT CORP IN Y 2 2027-11-30 Fixed 3.66700000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46644ABL5 3000000.00000000 PA USD 3163337.10000000 0.022288979934 Long ABS-MBS USGSE US N 2 2048-02-15 Fixed 3.89810000 N N N N N N Diamond Resorts Owner Trust N/A 25273CAC4 934002.43000000 PA USD 945413.98000000 0.006661418800 Long ABS-O CORP US Y 2 2033-11-21 Fixed 2.70000000 N N N N N N GS Mortgage Securities Trust N/A 36254KAN2 3000000.00000000 PA USD 3336880.50000000 0.023511772586 Long ABS-MBS USGSE US N 2 2050-11-10 Fixed 3.83700000 N N N N N N Fannie Mae or Freddie Mac N/A 01F020471 86350000.00000000 PA USD 89063616.10000000 0.627545243964 Long ABS-O CORP US N 2 2035-07-25 Fixed 2.00000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BX6 20075000.00000000 PA USD 22341106.75000000 0.157416191928 Long DBT CORP GB N 2 2026-09-12 Fixed 4.29200000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAP8 4575000.00000000 PA USD 4815092.34000000 0.033927303084 Long DBT CORP US N 2 2025-05-15 Fixed 2.90000000 N N N N N N ACTIVISION BLIZZARD 549300TPQQDBP9GNOF40 00507VAK5 4350000.00000000 PA USD 4785791.57000000 0.033720848870 Long DBT CORP US N 2 2026-09-15 Fixed 3.40000000 N N N N N N CD Commercial Mortgage Trust N/A 12515GAH0 500000.00000000 PA USD 522292.60000000 0.003680091281 Long ABS-MBS USGSE US N 2 2050-02-10 Variable 4.70981600 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HV5 483000.00000000 PA USD 172189.50000000 0.001213253026 Long DBT NUSS AR N 2 2041-07-09 Fixed 0.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F6JS7 32172646.28000000 PA USD 5246966.10000000 0.036970300168 Long ABS-CBDO USGSE US N 2 2050-11-25 Fixed 2.50000000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 914906AV4 125000.00000000 PA USD 125937.50000000 0.000887359874 Long DBT CORP US Y 2 2029-05-01 Fixed 4.50000000 N N N N N N PRIME SECSRVC BRW/FINANC N/A 74166MAC0 2000000.00000000 PA USD 2209340.00000000 0.015567084181 Long DBT CORP US Y 2 2026-04-15 Fixed 5.75000000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 35564KFV6 5725000.00000000 PA USD 5741824.06000000 0.040457086050 Long ABS-CBDO USGSE US Y 2 2033-12-25 Variable 2.06667000 N N N N N N Federal Home Loan Bank Discount Notes 2549001DPIFGXC1TOL40 313385JS6 50166000.00000000 PA USD 50164871.27000000 0.353463375484 Long STIV USGSE US N 2 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJL4 39000000.00000000 PA USD 38007659.04000000 0.267803247938 Long DBT CORP US N 2 2031-10-24 Fixed 1.92200000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CW3 15000000.00000000 PA USD 20199465.45000000 0.142326115071 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N New Residential Mortgage Loan N/A 64828EAD7 980000.00000000 PA USD 988737.88000000 0.006966680461 Long ABS-CBDO USGSE US Y 2 2059-09-25 Variable 2.98588000 N N N N N N OMERS FINANCE TRUST 529900M039WCPES03P17 682142AA2 21300000.00000000 PA USD 22432095.00000000 0.158057298207 Long DBT NUSS CA Y 2 2024-05-02 Fixed 2.50000000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU N/A 92937UAF5 1770000.00000000 PA USD 1837923.40000000 0.012950070286 Long ABS-MBS USGSE US N 2 2045-05-15 Fixed 3.34500000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCS8 11800000.00000000 PA USD 13221666.95000000 0.093160311416 Long DBT CORP US N 2 2025-10-15 Fixed 3.95000000 N N N N N N GS Mortgage Securities Trust 5493005BBCF84ICNQ550 36192RAA0 4430000.00000000 PA USD 4519711.93000000 0.031846042749 Long ABS-MBS CORP US Y 2 2034-11-05 Fixed 2.95400000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KA8 13835000.00000000 PA USD 15806432.99000000 0.111372660141 Long DBT CORP US N 2 2027-09-29 Fixed 4.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H7CW2 59550.62000000 PA USD 65924.85000000 0.000464508717 Long ABS-MBS MUN US N 2 2044-02-01 Fixed 4.50000000 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 370334CL6 1550000.00000000 PA USD 1641937.55000000 0.011569147374 Long DBT CORP US N 2 2030-04-15 Fixed 2.87500000 N N N N N N GS Mortgage Securities Trust N/A 36258YBL1 2500000.00000000 PA USD 2688783.75000000 0.018945261019 Long ABS-MBS USGSE US N 2 2053-02-13 Variable 3.17310000 N N N N N N WIPRO IT SERVICE 549300S6XZZ65F0EJS98 97654MAA4 4800000.00000000 PA USD 4787500.27000000 0.033732888428 Long DBT CORP US Y 2 2026-06-23 Fixed 1.50000000 N N N N N N BAUSCH HEALTH AMERICAS KOO0397YRO83WY5MGD97 C9413PAZ6 1736583.01000000 PA USD 1728560.00000000 0.012179492080 Long LON CORP US N 2 2025-06-02 Variable 3.10425000 N N N N N N JP Morgan Mortgage Trust N/A 46592NBP0 6348158.92000000 PA USD 6397503.16000000 0.045077023111 Long ABS-CBDO USGSE US Y 2 2051-11-25 Variable 2.50000000 N N N N N N PFS Financing Corp. N/A 69335PDV4 6250000.00000000 PA USD 6280066.25000000 0.044249558681 Long ABS-O CORP US Y 2 2024-08-15 Fixed 0.93000000 N N N N N N MIAMI-DADE CNTY FL AVIATION RE N/A 59333P6P8 1060000.00000000 PA USD 1064349.18000000 0.007499440232 Long DBT MUN US N 2 2021-10-01 Fixed 1.88500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 AN5751838 600000.00000000 PA 764433.19000000 0.005386222048 Long DBT CORP US N 2 2028-05-18 Fixed 1.63800000 N N N N N N JAPAN FIN ORG MUNICIPAL 5493007YYYNZ4NMEOD64 JK3182835 140000000.00000000 PA 1260660.50000000 0.008882656416 Long DBT NUSS JP N 2 2026-03-13 Fixed 0.02000000 N N N N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 80386WAB1 1300000.00000000 PA USD 1462500.00000000 0.010304824343 Long DBT CORP US N 2 2028-09-27 Fixed 6.50000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AU3 450000.00000000 PA USD 456230.23000000 0.003214613593 Long DBT CORP IT Y 2 2026-09-22 Fixed 2.56900000 N N N N N N Federal Farm Credit Discount Notes N/A 313313UQ9 20000000.00000000 PA USD 19991166.60000000 0.140858434346 Long STIV USGSE US N 2 N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VCV4 30220000.00000000 PA USD 35956514.22000000 0.253350812333 Long DBT CORP US N 2 2036-01-15 Fixed 4.27200000 N N N N N N Citigroup Commercial Mortgage N/A 17320DAQ1 917000.00000000 PA USD 953877.98000000 0.006721056430 Long ABS-MBS USGSE US N 2 2046-04-10 Variable 3.73200000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148YAA6 6075000.00000000 PA USD 7123649.49000000 0.050193474651 Long DBT CORP US N 2 2038-10-31 Fixed 4.01700000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 001192AK9 2125000.00000000 PA USD 2522434.16000000 0.017773156195 Long DBT CORP US N 2 2043-06-01 Fixed 4.40000000 N N N N N N JD.COM INC 549300HVTWB0GJZ16V92 47215PAE6 350000.00000000 PA USD 373348.06000000 0.002630623027 Long DBT CORP KY N 2 2030-01-14 Fixed 3.37500000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAB8 10275000.00000000 PA USD 10997959.28000000 0.077491992147 Long DBT CORP US N 2 2029-08-15 Fixed 3.20000000 N N N N N N Tricon American Homes N/A 89613DAA1 939921.94000000 PA USD 943021.80000000 0.006644563419 Long ABS-O CORP US Y 2 2034-09-17 Fixed 2.71600000 N N N N N N UK TSY 1 3/4% 2037 ECTRVYYCEF89VWYS6K36 AL0832686 2450000.00000000 PA 3697881.81000000 0.026055399996 Long DBT NUSS GB N 2 2037-09-07 Fixed 1.75000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBU6 6200000.00000000 PA USD 7630315.82000000 0.053763462707 Long DBT CORP US N 2 2049-02-01 Fixed 4.80000000 N N N N N N AEP TRANSMISSION CO LLC 549300X123Z1I0LA3Y84 00115AAF6 1650000.00000000 PA USD 1942226.01000000 0.013684989995 Long DBT CORP US N 2 2046-12-01 Fixed 4.00000000 N N N N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 EUR210721 1.00000000 NC USD 63176.86000000 0.000445146287 N/A DFE CORP US N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 3247517.12000000 EUR 3915651.55000000 USD 2021-07-21 63176.86000000 N N N SWEDISH GOVERNMENT ERE94C0BSULG2RM19605 BM6039291 6500000.00000000 PA 695035.47000000 0.004897243371 Long DBT NUSS SE N 2 2045-11-24 Fixed 0.50000000 N N N N N N United States Treasury Bill 254900HROIFWPRGM1V77 912796J26 56160000.00000000 PA USD 56158517.93000000 0.395694812070 Long STIV UST US N 2 N N N Bank N/A 06540AAC5 2000000.00000000 PA USD 2105489.00000000 0.014835346531 Long ABS-MBS CORP US N 2 2062-09-15 Fixed 2.75800000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NBE8 1100000.00000000 PA USD 1200661.00000000 0.008459897915 Long DBT CORP NL N 2 2030-01-15 Fixed 5.09300000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XK29 2010925.55000000 PA USD 2004425.64000000 0.014123250686 Long ABS-CBDO USGSE US N 2 2030-10-25 Variable 0.94150000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CZ1 8350000.00000000 PA USD 10845612.10000000 0.076418548777 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XAR1 1600000.00000000 PA USD 1759824.56000000 0.012399783224 Long DBT CORP US N 2 2028-01-15 Fixed 3.60000000 N N N N N N CELULOSA ARAUCO CONSTITU 549300QEKV8G0AMNQD28 151191BJ1 1650000.00000000 PA USD 1786125.00000000 0.012585097012 Long DBT CORP CL Y 2 2030-01-29 Fixed 4.20000000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408HH9 7125000.00000000 PA USD 7814880.12000000 0.055063908992 Long DBT CORP US N 2 2027-06-01 Fixed 3.25000000 N N N N N N SAN FRANCISCO CITY & CNTY CA C N/A 79772ECR8 1000000.00000000 PA USD 1124132.90000000 0.007920678340 Long DBT MUN US N 2 2034-09-01 Fixed 4.03800000 N N N N N N Morgan Stanley Capital I Trust N/A 61691NAE5 1458000.00000000 PA USD 1619216.60000000 0.011409054794 Long ABS-MBS CORP US N 2 2050-12-15 Fixed 3.58700000 N N N N N N ALPEK SA DE CV 549300PWKJTP62D4IQ66 020564AE0 2800000.00000000 PA USD 2833628.00000000 0.019965838491 Long DBT CORP MX Y 2 2031-02-25 Fixed 3.25000000 N N N N N N VSE VOI Mortgage LLC N/A 918288AA9 2957707.63000000 PA USD 3023098.11000000 0.021300851279 Long ABS-O CORP US Y 2 2035-03-20 Fixed 2.33000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2N3 6575000.00000000 PA USD 6495344.93000000 0.045766419523 Long DBT CORP FR Y 2 2027-01-13 Fixed 1.32300000 N N N N N N One Bryant Park Trust N/A 68236JAA9 5120000.00000000 PA USD 5301560.83000000 0.037354976477 Long ABS-MBS USGSE US Y 2 2054-09-15 Fixed 2.51641000 N N N N N N GARDNER DENVER INC 549300MJL50HVCB7RP74 365556AW9 990000.00000000 PA USD 988554.60000000 0.006965389064 Long LON CORP US N 2 2027-03-01 Variable 2.85425000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816BM0 5525000.00000000 PA USD 5642960.24000000 0.039760488239 Long DBT CORP US N 2 2022-08-01 Fixed 2.50000000 N N N N N N Aimco 549300VLRW0CEQ83RF89 00140NAA8 7500000.00000000 PA USD 7513650.00000000 0.052941431403 Long ABS-O CORP KY Y 2 2031-10-15 Variable 1.56375000 N N N N N N COSTCO WHOLESALE CORP 29DX7H14B9S6O3FD6V18 22160KAQ8 2450000.00000000 PA USD 2412794.57000000 0.017000631945 Long DBT CORP US N 2 2032-04-20 Fixed 1.75000000 N N N N N N SA GLOBAL SUKUK LTD 5493007DFAVKU7UOGR47 78397PAA9 1700000.00000000 PA USD 1697771.49000000 0.011962555199 Long DBT CORP KY Y 2 2024-06-17 Fixed 0.94600000 N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 BG6396942 10000000.00000000 PA 1465474.07000000 0.010325779740 Long DBT NUSS CN N 2 2050-03-16 Fixed 3.39000000 N N N N N N PFS Financing Corp. N/A 69335PDT9 9000000.00000000 PA USD 9087699.60000000 0.064032237992 Long ABS-O CORP US Y 2 2025-10-15 Fixed 1.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967JL6 8500000.00000000 PA USD 9325042.73000000 0.065704565693 Long DBT CORP US N 2 2025-03-26 Fixed 3.87500000 N N N N N N UKG INC 529900FKHWSTQ1GXK240 90385KAG6 1612832.82000000 PA USD 1613768.26000000 0.011370665606 Long LON CORP US N 2 2026-05-04 Variable 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36295QBH2 269296.63000000 PA USD 304919.05000000 0.002148469913 Long ABS-MBS USGSE US N 2 2038-04-15 Fixed 5.00000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKE1 15575000.00000000 PA USD 15153019.20000000 0.106768684531 Long DBT CORP US N 2 2052-02-01 Fixed 3.30000000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46644RAZ8 2556000.00000000 PA USD 2775910.32000000 0.019559157771 Long ABS-MBS USGSE US N 2 2048-05-15 Fixed 3.61080000 N N N N N N Sierra Receivables Funding Co N/A 82652YAB0 907822.78000000 PA USD 911113.55000000 0.006419736813 Long ABS-O CORP US Y 2 2033-10-20 Fixed 2.63000000 N N N N N N LAM RESEARCH CORP 549300I4GMO6D34U1T02 512807AU2 3275000.00000000 PA USD 3800001.40000000 0.026774938072 Long DBT CORP US N 2 2029-03-15 Fixed 4.00000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DZ5 4625000.00000000 PA USD 4530002.50000000 0.031918550453 Long DBT NUSS CO N 2 2032-04-22 Fixed 3.25000000 N N N N N N KOREA EAST-WEST POWER CO 549300VDRGYGX9NBTB52 5006EPAK7 3000000.00000000 PA USD 3063690.00000000 0.021586863106 Long DBT CORP KR Y 2 2025-05-06 Fixed 1.75000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAL4 1925000.00000000 PA USD 2775412.20000000 0.019555648001 Long DBT CORP US N 2 2046-04-01 Fixed 6.75000000 N N N N N N VISA INC 549300JZ4OKEHW3DPJ59 92826CAK8 1800000.00000000 PA USD 1860714.02000000 0.013110653763 Long DBT CORP US N 2 2040-04-15 Fixed 2.70000000 N N N N N N MILLICOM INTL CELLULAR 549300CTHC1CP86P2G96 600814AR8 1175000.00000000 PA USD 1216125.00000000 0.008568857780 Long DBT CORP LU Y 2 2031-04-27 Fixed 4.50000000 N N N N N N Allegany Park CLO, Ltd. N/A 017154AA3 2000000.00000000 PA USD 2003272.00000000 0.014115122100 Long ABS-O CORP KY Y 2 2033-01-20 Variable 1.51825000 N N N N N N Federal Home Loan Bank Discount Notes 2549001DPIFGXC1TOL40 313385LD6 30000000.00000000 PA USD 29997416.70000000 0.211362810153 Long STIV USGSE US N 2 N N N Morgan Stanley capital Services I7331LVCZKQKX5T7XV54 GBP210730 1.00000000 NC USD 17670.31000000 0.000124505600 N/A DFE CORP US N 2 Morgan Stanley capital Services I7331LVCZKQKX5T7XV54 1645000.00000000 GBP 2293412.61000000 USD 2021-07-30 17670.31000000 N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 494550BW5 4850000.00000000 PA USD 6089404.70000000 0.042906150967 Long DBT CORP US N 2 2044-09-01 Fixed 5.40000000 N N N N N N ICICI BANK LTD/DUBAI R7RX8ER1V4666J8D1I38 45112EAH2 3375000.00000000 PA USD 3616365.45000000 0.025481032973 Long DBT CORP IN Y 2 2027-12-14 Fixed 3.80000000 N N N N N N Synchrony Credit Card Master N 549300G1V1M796QIYC04 87165LBU4 7000000.00000000 PA USD 7213098.90000000 0.050823738212 Long ABS-O CORP US N 2 2025-10-15 Fixed 2.62000000 N N N N N N COMM Mortgage Trust N/A 12593ABE4 2549000.00000000 PA USD 2739319.56000000 0.019301338041 Long ABS-MBS USGSE US N 2 2048-05-10 Variable 4.43335600 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H022689 44250000.00000000 PA USD 45710596.04000000 0.322078401930 Long ABS-O USGSE US N 2 2050-08-20 Fixed 2.50000000 N N N N N N LUTHERAN MEDICAL CENTER N/A 55058QAA5 10375000.00000000 PA USD 10692121.11000000 0.075337046083 Long DBT CORP US N 2 2030-02-20 Fixed 1.98200000 N N N N N N ISRAEL FIXED BOND 213800T8ZHTFZIBYPE21 EI9396645 3100000.00000000 PA 1506803.20000000 0.010616986185 Long DBT NUSS IL N 2 2042-01-31 Fixed 5.50000000 N N N N N N PROLOGIS EURO FINANCE 549300MI5D1784PRQH06 ZP7362558 360000.00000000 PA 429947.55000000 0.003029424943 Long DBT CORP US N 2 2028-02-06 Fixed 0.37500000 N N N N N N Citigroup Commercial Mortgage N/A 17326CBA1 5300000.00000000 PA USD 5712960.10000000 0.040253709614 Long ABS-MBS USGSE US N 2 2050-08-15 Fixed 3.24300000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141EC31 7675000.00000000 PA USD 10021691.88000000 0.070613179109 Long DBT CORP US N 2 2044-07-08 Fixed 4.80000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BZ5 2925000.00000000 PA USD 2973262.50000000 0.020949707890 Long DBT CORP MX Y 2 2031-07-11 Fixed 3.87500000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122CM8 1850000.00000000 PA USD 1973558.23000000 0.013905757874 Long DBT CORP US N 2 2024-07-26 Fixed 2.90000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CAY7 70655000.00000000 PA USD 68391832.03000000 0.481891155960 Long DBT UST US N 2 2027-11-30 Fixed 0.62500000 N N N N N N AVOLON TLB BORROWER 1 US 635400O84AGITYFZQB55 05400KAF7 222750.00000000 PA USD 219791.88000000 0.001548661002 Long LON CORP US N 2 2027-02-12 Variable 2.25000000 N N N N N N JP Morgan Mortgage Trust N/A 46644MBJ4 432805.07000000 PA USD 439029.98000000 0.003093420051 Long ABS-CBDO USGSE US Y 2 2045-05-25 Variable 3.50000000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 254687FZ4 10900000.00000000 PA USD 12355228.26000000 0.087055355173 Long DBT CORP US N 2 2051-01-13 Fixed 3.60000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CG8 3000000.00000000 PA USD 3067500.00000000 0.021613708494 Long DBT CORP US N 2 2025-06-15 Fixed 3.50000000 N N N N N N Wells Fargo Commercial Mortgag 549300NYO16WLNMVJJ46 94989KAV5 2566000.00000000 PA USD 2800690.72000000 0.019733761305 Long ABS-MBS USGSE US N 2 2048-06-15 Fixed 3.63700000 N N N N N N SLG Office Trust N/A 78449RAA3 29120000.00000000 PA USD 30332524.77000000 0.213723992920 Long ABS-MBS USGSE US Y 2 2041-07-15 Fixed 2.58540000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8J38 6106851.13000000 PA USD 6748088.33000000 0.047547258047 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.50000000 N N N N N N Taurus CMBS 635400SG2ZVJCYHITE32 BCC2QWFH4 350000.00000000 PA 485212.87000000 0.003418826252 Long ABS-MBS CORP IE Y 2 2031-05-17 Variable 1.34900000 N N N N N N BANCOLOMBIA SA 54930052NWJRPNMP1W58 05968LAM4 4350000.00000000 PA USD 4467450.00000000 0.031477803427 Long DBT CORP CO N 2 2025-01-29 Fixed 3.00000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680AS2 1775000.00000000 PA USD 1962273.35000000 0.013826244229 Long DBT CORP US N 2 2027-07-13 Fixed 4.00000000 N N N N N N Wells Fargo Commercial Mortgag N/A 94989MAK5 1000000.00000000 PA USD 1094665.80000000 0.007713052159 Long ABS-MBS USGSE US N 2 2058-07-15 Variable 4.43551700 N N N N N N Deutsche Bank Commercial Mortg N/A 23312VAD8 11000000.00000000 PA USD 11500563.80000000 0.081033360553 Long ABS-MBS USGSE US N 2 2049-08-10 Fixed 2.75600000 N N N N N N JP Morgan Mortgage Trust N/A 46590YAB0 1513208.32000000 PA USD 1576980.67000000 0.011111459006 Long ABS-CBDO USGSE US Y 2 2048-10-26 Variable 3.09048100 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAN4 400000.00000000 PA USD 432280.00000000 0.003045859464 Long DBT CORP US Y 2 2025-06-15 Fixed 7.12500000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VER1 6600000.00000000 PA USD 7679366.18000000 0.054109073198 Long DBT CORP US N 2 2028-09-21 Fixed 4.32900000 N N N N N N NOURYON USA LLC 549300K7VB5G6LULFT41 N8232NAB3 416115.21000000 PA USD 412736.35000000 0.002908154247 Long LON CORP US N 2 2025-10-01 Variable 5.00000000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NBH1 4000000.00000000 PA USD 4480000.00000000 0.031566231151 Long DBT CORP NL N 2 2031-01-03 Fixed 5.60000000 N N N N N N ONCOR ELECTRIC DELIVERY 549300SP2X2BS1KERD24 68233JAH7 1280000.00000000 PA USD 1737334.43000000 0.012241317009 Long DBT CORP US N 2 2040-09-30 Fixed 5.25000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91086QAV0 6051000.00000000 PA USD 7584323.40000000 0.053439398564 Long DBT NUSS MX N 2 2040-01-11 Fixed 6.05000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHZ5 17525000.00000000 PA USD 17892915.12000000 0.126074083625 Long DBT CORP US N 2 2031-02-13 Fixed 2.49600000 N N N N N N Residential Asset Securities C N/A 76110W3U8 2194529.82000000 PA USD 2195374.49000000 0.015468682726 Long ABS-O CORP US N 2 2035-08-25 Variable 3.07988000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 254687DT0 2105000.00000000 PA USD 2916436.05000000 0.020549306806 Long DBT CORP US N 2 2028-11-30 Fixed 7.62500000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 AU6526555 7750000000.00000000 PA 582944.31000000 0.004107445276 Long DBT NUSS ID N 2 2024-05-15 Fixed 8.12500000 N N N N N N MSDB Trust N/A 55354JAA2 3000000.00000000 PA USD 3190629.60000000 0.022481283810 Long ABS-MBS USGSE US Y 2 2039-07-11 Variable 3.42653300 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38380WZL6 7407847.28000000 PA USD 901629.09000000 0.006352908988 Long ABS-CBDO USGSE US N 2 2046-06-20 Fixed 4.00000000 N N N N N N Wells Fargo Commercial Mortgag 549300BSYX29G4VVM177 95000MBQ3 650000.00000000 PA USD 685811.95000000 0.004832254138 Long ABS-MBS USGSE US N 2 2059-11-15 Fixed 2.93300000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAN0 6150000.00000000 PA USD 7144456.05000000 0.050340078375 Long DBT CORP US N 2 2048-04-15 Fixed 4.70000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 ZO2094456 141600.00000000 PA USD 120715.42000000 0.000850564922 Long DBT NUSS EC Y 2 2030-07-31 Fixed 0.50000000 N N N N N N PERUSAHAAN PENERBIT SBSN 254900G208H6Q0L5B953 71567PAL4 3825000.00000000 PA USD 4158616.50000000 0.029301752166 Long DBT NUSS ID Y 2 2024-08-20 Fixed 3.90000000 N N N N N N JP Morgan Mortgage Acquisition N/A 46631KAA3 13653274.54000000 PA USD 13458330.36000000 0.094827849788 Long ABS-O CORP US N 2 2037-06-25 Variable 0.25150000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PAQ1 2675000.00000000 PA USD 2974317.41000000 0.020957140821 Long DBT CORP US N 2 2026-12-06 Fixed 3.70000000 N N N N N N NEDER WATERSCHAPSBANK JLP5FSPH9WPSHY3NIM24 63983TAZ8 5000000.00000000 PA USD 5065296.95000000 0.035690253208 Long DBT NUSS NL Y 2 2022-04-14 Fixed 1.87500000 N N N N N N CAPITAL ONE BANK USA NA LKE37K2B8CFZUR7F9816 140420NB2 20775000.00000000 PA USD 21737603.18000000 0.153163885412 Long DBT CORP US N 2 2023-02-15 Fixed 3.37500000 N N N N N N ANADOLU EFES BIR 7890006LGARYVIPOJX03 032523AB8 2600000.00000000 PA USD 2603380.00000000 0.018343503315 Long DBT CORP TR Y 2 2028-06-29 Fixed 3.37500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468L6 21500000.00000000 PA USD 22506255.47000000 0.158579835381 Long DBT CORP US N 2 2031-01-22 Fixed 2.69900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335ALZ9 19343842.86000000 PA USD 21306086.15000000 0.150123401860 Long ABS-MBS MUN US N 2 2045-12-01 Fixed 4.00000000 N N N N N N Natixis Commercial Mortgage Se N/A 63875DAA9 2000000.00000000 PA USD 2091449.80000000 0.014736425854 Long ABS-MBS USGSE US Y 2 2038-12-15 Fixed 2.96600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GCT8 605647.21000000 PA USD 663320.80000000 0.004673780736 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 4.50000000 N N N N N N AMERICAN WATER CAPITAL C 5IDHQUFVC8Q2KIBBFF06 03040WAN5 2750000.00000000 PA USD 2972667.23000000 0.020945513597 Long DBT CORP US N 2 2026-12-01 Fixed 3.00000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAF2 3800000.00000000 PA USD 4201029.12000000 0.029600592918 Long DBT CORP ES N 2 2028-02-23 Fixed 3.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F9LG4 41790000.68000000 PA USD 7217062.07000000 0.050851662842 Long ABS-CBDO USGSE US N 2 2051-02-25 Fixed 2.50000000 N N N N N N KOREA TREASURY BOND 549300O0QCVSQGPGDT58 AT7624253 2380000000.00000000 PA 2160108.23000000 0.015220195468 Long DBT NUSS KR N 2 2038-09-10 Fixed 2.37500000 N N N N N N HELLENIC REPUBLIC 2138003EKTMKZ5598902 BJ9482271 1250000.00000000 PA 1584873.58000000 0.011167072716 Long DBT NUSS GR Y 2 2030-06-18 Fixed 1.50000000 N N N N N N PARKER-HANNIFIN CORP 5493002CONDB4N2HKI23 701094AN4 13775000.00000000 PA USD 15075257.93000000 0.106220775999 Long DBT CORP US N 2 2029-06-14 Fixed 3.25000000 N N N N N N APPALACHIAN POWER CO 3SCHO1ABYYIG382BEI70 037735CV7 6038000.00000000 PA USD 7204049.87000000 0.050759978441 Long DBT CORP US N 2 2045-06-01 Fixed 4.45000000 N N N N N N MAGNA INTERNATIONAL INC 95RWVLFZX6VGDZNNTN43 559222AQ7 8675000.00000000 PA USD 9351367.11000000 0.065890048163 Long DBT CORP CA N 2 2024-06-15 Fixed 3.62500000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XDS0 2186972.05000000 PA USD 2273374.72000000 0.016018274978 Long ABS-CBDO USGSE US N 2 2029-04-25 Variable 4.34150000 N N N N N N GS Mortgage Securities Trust 54930070360RBP384M53 36250VAE2 2925381.81000000 PA USD 3074803.00000000 0.021665165678 Long ABS-MBS USGSE US N 2 2048-10-10 Fixed 3.27800000 N N N N N N Federal Farm Credit Discount Notes N/A 313313HQ4 12000000.00000000 PA USD 11999990.04000000 0.084552334690 Long STIV USGSE US N 2 N N N AMEREN CORP XRZQ5S7HYJFPHJ78L959 023608AJ1 2500000.00000000 PA USD 2737326.35000000 0.019287293816 Long DBT CORP US N 2 2031-01-15 Fixed 3.50000000 N N N N N N Santander Drive Auto Receivabl N/A 80285RAG3 15420000.00000000 PA USD 15783153.34000000 0.111208630942 Long ABS-O CORP US N 2 2026-09-15 Fixed 2.22000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAJ9 6500000.00000000 PA USD 8033799.93000000 0.056606425359 Long DBT CORP US N 2 2045-04-01 Fixed 5.20000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746RG8 6000000.00000000 PA USD 6465000.00000000 0.045552608123 Long DBT CORP US N 2 N/A Fixed 5.90000000 N N N N N N ROLLS-ROYCE PLC X57JK1U580XATGR67572 77578JAC2 325000.00000000 PA USD 357984.25000000 0.002522369103 Long DBT CORP GB Y 2 2027-10-15 Fixed 5.75000000 N N N N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 BN5127343 625000.00000000 PA 718079.14000000 0.005059609847 Long DBT NUSS ES Y 2 2031-04-30 Fixed 0.10000000 N N N N N N MONGOLIA INTL BOND N/A 60937FAB4 1953000.00000000 PA USD 2030965.62000000 0.014310252281 Long DBT NUSS MN Y 2 2022-12-05 Fixed 5.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BPL4 915703.55000000 PA USD 1016418.47000000 0.007161718832 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 4.50000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DQ0 7675000.00000000 PA USD 7444424.66000000 0.052453667322 Long DBT CORP US N 2 2031-02-28 Fixed 1.87500000 N N N N N N Deutsche Bank Commercial Mortg N/A 233063AZ9 5300000.00000000 PA USD 5374425.78000000 0.037868385373 Long ABS-MBS USGSE US N 2 2053-09-15 Fixed 2.34000000 N N N N N N Flagstar Mortgage Trust N/A 33852EAD1 3744269.81000000 PA USD 3767383.19000000 0.026545109064 Long ABS-CBDO USGSE US Y 2 2051-04-25 Variable 2.50000000 N N N N N N NETHERLANDS GOVERNMENT 254900G14ALGVKORFN62 EK0414632 400000.00000000 PA 764432.10000000 0.005386214367 Long DBT NUSS NL Y 2 2047-01-15 Fixed 2.75000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAV2 11000000.00000000 PA USD 13021823.65000000 0.091752208782 Long DBT CORP US N 2 2025-10-01 Fixed 6.12500000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBG2 2675000.00000000 PA USD 2698754.00000000 0.019015511737 Long DBT CORP US Y 2 2030-07-01 Fixed 4.12500000 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 AZ2272021 1250000.00000000 PA 1492742.51000000 0.010517914089 Long DBT NUSS RS Y 2 2029-06-26 Fixed 1.50000000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 BO9178522 9400000.00000000 PA 1475747.45000000 0.010398166323 Long DBT NUSS CN N 2 2051-04-12 Fixed 3.72000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 ZP6261280 4050000.00000000 PA 4478953.53000000 0.031558857688 Long DBT NUSS UA Y 2 2030-01-27 Fixed 4.37500000 N N N N N N COMM Mortgage Trust N/A 12593JBL9 1500000.00000000 PA USD 1379038.20000000 0.009716749684 Long ABS-MBS USGSE US N 2 2048-08-10 Variable 3.46300000 N N N N N N HIGHWOODS REALTY LP JUJNVZX73BIYHLR58F51 431282AS1 6000000.00000000 PA USD 6263294.76000000 0.044131386196 Long DBT CORP US N 2 2030-02-15 Fixed 3.05000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2S1 21575000.00000000 PA USD 22375333.69000000 0.157657356102 Long DBT CORP US N 2 2028-06-02 Fixed 2.39300000 N N N N N N ROMANIA 315700IASY927EDWBK92 ZP6061227 600000.00000000 PA 718298.28000000 0.005061153915 Long DBT NUSS RO Y 2 2032-01-28 Fixed 2.00000000 N N N N N N Morgan Stanley BAML Trust N/A 61764XBL8 5500000.00000000 PA USD 5889034.80000000 0.041494337891 Long ABS-MBS USGSE US N 2 2048-03-15 Fixed 3.65200000 N N N N N N Toronto Dominion bank PT3QB789TSUIDF371261 CAD210730 1.00000000 NC USD 19392.70000000 0.000136641618 N/A DFE CORP US N 2 Toronto Dominion bank PT3QB789TSUIDF371261 956624.49000000 CAD 791100.55000000 USD 2021-07-30 19392.70000000 N N N Sequoia Mortgage Trust N/A 81746KAD6 554464.80000000 PA USD 555106.15000000 0.003911296661 Long ABS-CBDO USGSE US Y 2 2047-02-25 Variable 3.50000000 N N N N N N MEDCO BELL PTE LTD 2549003PNDCWIWGKC768 58406LAA9 2000000.00000000 PA USD 2058500.00000000 0.014504260451 Long DBT CORP SG Y 2 2027-01-30 Fixed 6.37500000 N N N N N N Fieldstone Mortgage Investment N/A 31659TDV4 1744947.99000000 PA USD 1739499.22000000 0.012256570193 Long ABS-O CORP US N 2 2035-12-25 Variable 0.82650000 N N N N N N Citigroup Commercial Mortgage N/A 29425AAD5 2000000.00000000 PA USD 2197923.60000000 0.015486643841 Long ABS-MBS USGSE US N 2 2058-09-10 Fixed 3.77800000 N N N N N N Credit Suisse Mortgage Trust N/A 12653TAL5 6830471.47000000 PA USD 7005275.53000000 0.049359407735 Long ABS-CBDO USGSE US Y 2 2048-02-25 Variable 3.50000000 N N N N N N ADIENT GLOBAL HOLDINGS 213800VA38VCKE6M8790 QZ1706345 950000.00000000 PA 1160553.33000000 0.008177297919 Long DBT CORP JE Y 2 2024-08-15 Fixed 3.50000000 N N N N N N AGREE LP 549300DXY3G299V1BO77 008513AB9 6200000.00000000 PA USD 6148999.67000000 0.043326059136 Long DBT CORP US N 2 2028-06-15 Fixed 2.00000000 N N N N N N Sierra Receivables Funding Co N/A 82652QAC5 2302582.38000000 PA USD 2310454.68000000 0.016279541627 Long ABS-O CORP US Y 2 2037-11-20 Fixed 1.79000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AU7 15200000.00000000 PA USD 15237223.58000000 0.107361991434 Long DBT CORP NL Y 2 2026-07-01 Fixed 1.40000000 N N N N N N GOVT OF BERMUDA 549300FP5PUZXX9FVJ40 085209AD6 3450000.00000000 PA USD 3769125.00000000 0.026557381916 Long DBT NUSS BM Y 2 2027-01-25 Fixed 3.71700000 N N N N N N REPUBLIC OF EL SALVADOR 529900AKDMUSFSDOM949 283875AS1 650000.00000000 PA USD 586625.00000000 0.004133379542 Long DBT NUSS SV Y 2 2027-01-18 Fixed 6.37500000 N N N N N N Federal Farm Credit Discount Notes N/A 313313JQ2 15000000.00000000 PA USD 14999687.55000000 0.105688304552 Long STIV USGSE US N 2 N N N WEINGARTEN REALTY INVEST 549300JMKTJNB8GWHU88 948741AK9 3025000.00000000 PA USD 3251929.12000000 0.022913202296 Long DBT CORP US N 2 2024-01-15 Fixed 4.45000000 N N N N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 05350NAG9 945250.00000000 PA USD 944853.00000000 0.006657466116 Long LON CORP US N 2 2027-10-29 Variable 3.25000000 N N N N N N BOC AVIATION USA CORP 254900QKLTY6MF4Y3P65 66980P2A6 4200000.00000000 PA USD 4233045.26000000 0.029826179720 Long DBT CORP US Y 2 2024-04-29 Fixed 1.62500000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAD0 2450000.00000000 PA USD 2675174.80000000 0.018849371898 Long DBT CORP N/A Y 2 2030-05-01 Fixed 3.40000000 N N N N N N IRB HOLDING CORP 549300HVW4WNWYBXN830 44988LAG2 498750.00000000 PA USD 498440.78000000 0.003512030552 Long LON CORP US N 2 2027-12-15 Variable 4.25000000 N N N N N N PARKLAND CORP 549300Q72GWZCL8MQC95 70137TAP0 500000.00000000 PA USD 532935.00000000 0.003755077990 Long DBT CORP CA Y 2 2027-07-15 Fixed 5.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4E51 8249471.57000000 PA USD 9288599.84000000 0.065447787861 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 4.50000000 N N N N N N Sierra Receivables Funding Co N/A 82652KAA2 4791416.17000000 PA USD 4847220.36000000 0.034153678197 Long ABS-O CORP US Y 2 2034-03-20 Fixed 2.91000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804FX7 3250000.00000000 PA USD 3598232.17000000 0.025353265270 Long DBT CORP US N 2 2027-03-15 Fixed 3.50000000 N N N N N N Citigroup Commercial Mortgage N/A 29429JAA8 5750000.00000000 PA USD 6104038.43000000 0.043009260722 Long ABS-MBS USGSE US Y 2 2036-05-10 Fixed 3.34100000 N N N N N N OLEODUCTO CENTRAL SA 254900W4CPYCQFVH5E92 680617AC1 1350000.00000000 PA USD 1392822.00000000 0.009813870804 Long DBT CORP CO Y 2 2027-07-14 Fixed 4.00000000 N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AQ3 18600000.00000000 PA USD 22157522.68000000 0.156122652377 Long DBT CORP US N 2 2029-01-23 Fixed 4.75000000 N N N N N N ITALY GOV'T INT BOND 815600DE60799F5A9309 465410BZ0 7000000.00000000 PA USD 7693294.00000000 0.054207209088 Long DBT NUSS IT N 2 2049-10-17 Fixed 4.00000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XAX8 10000000.00000000 PA USD 10578869.20000000 0.074539069304 Long DBT CORP US N 2 2027-01-15 Fixed 2.75000000 N N N N N N REPUBLIC OF KENYA 549300VVURQQYU45PR87 491798AE4 1525000.00000000 PA USD 1674462.81000000 0.011798321454 Long DBT NUSS KE Y 2 2024-06-24 Fixed 6.87500000 N N N N N N CD Commercial Mortgage Trust N/A 12515GAE7 1000000.00000000 PA USD 1071991.90000000 0.007553291095 Long ABS-MBS USGSE US N 2 2050-02-10 Fixed 3.45300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CCP7 2545044.68000000 PA USD 2612252.57000000 0.018406019743 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 56585AAJ1 5500000.00000000 PA USD 6598541.95000000 0.046493549208 Long DBT CORP US N 2 2054-09-15 Fixed 5.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CAU5 45875000.00000000 PA USD 44106303.60000000 0.310774503271 Long DBT UST US N 2 2027-10-31 Fixed 0.50000000 N N N N N N SAN JOSE CA REDEV AGY SUCCESSO N/A 798170AN6 6360000.00000000 PA USD 6937495.63000000 0.048881828273 Long DBT MUN US N 2 2034-08-01 Fixed 3.37500000 N N N N N N DIAGEO CAPITAL PLC 213800L23DJLALFC4O95 25243YBB4 8050000.00000000 PA USD 8332964.99000000 0.058714352466 Long DBT CORP GB N 2 2029-10-24 Fixed 2.37500000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142EQ2 6550000.00000000 PA USD 6941071.81000000 0.048907026158 Long DBT CORP US N 2 2029-09-24 Fixed 2.37500000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCF0 6635000.00000000 PA USD 6775993.75000000 0.047743880578 Long DBT CORP US N 2 N/A Fixed 3.95000000 N N N N N N United States Treasury Bill 254900HROIFWPRGM1V77 912796H85 88342000.00000000 PA USD 88341555.64000000 0.622457581601 Long STIV UST US N 2 N N N GS Mortgage Securities Trust N/A 36252HAH4 4150000.00000000 PA USD 4546745.81000000 0.032036524380 Long ABS-MBS USGSE US N 2 2050-03-10 Variable 3.82600000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RBQ0 4325000.00000000 PA USD 4780059.85000000 0.033680462977 Long DBT CORP US N 2 2025-11-13 Fixed 3.60000000 N N N N N N SAMSONITE IP HOLDINGS 222100XV7DJLCY8IA009 L8030PAF5 391982.11000000 PA USD 385753.51000000 0.002718032246 Long LON CORP LU N 2 2025-04-25 Variable 1.85425000 N N N N N N Cayuga Park CLO, Ltd. 549300SVH2QJEV4A2G21 149791AS4 4150000.00000000 PA USD 4150000.00000000 0.029241040017 Long ABS-O CORP KY Y 2 2034-07-17 Variable 1.00000000 N N N N N N New Residential Mortgage Loan N/A 64830BAA5 95215.30000000 PA USD 101851.05000000 0.000717645934 Long ABS-O CORP US Y 2 2057-08-27 Variable 4.00000000 N N N N N N DUKE ENERGY PROGRESS LLC 0NIFZ782LS46WOC9QK20 26442UAK0 6100000.00000000 PA USD 5623524.67000000 0.039623544557 Long DBT CORP US N 2 2050-08-15 Fixed 2.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWL4 26625000.00000000 PA USD 29396889.35000000 0.207131474183 Long DBT CORP US N 2 2028-06-05 Fixed 3.69100000 N N N N N N INEOS FINANCE PLC 2138002D68XDR4LZCG32 ZS0942095 350000.00000000 PA 422565.77000000 0.002977412672 Long DBT CORP GB Y 2 2026-05-01 Fixed 2.87500000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAE8 6000000.00000000 PA USD 5583490.14000000 0.039341459908 Long DBT CORP NL Y 2 2051-02-08 Fixed 3.83200000 N N N N N N KOMMUNINVEST I SVERIGE EV2XZWMLLXF2QRX0CD47 50046PBH7 2833000.00000000 PA USD 2913412.07000000 0.020527999741 Long DBT NUSS SE Y 2 2022-09-15 Fixed 2.62500000 N N N N N N HIGHWOODS REALTY LP JUJNVZX73BIYHLR58F51 431282AP7 7950000.00000000 PA USD 8723259.21000000 0.061464378708 Long DBT CORP US N 2 2027-03-01 Fixed 3.87500000 N N N N N N COSTCO WHOLESALE CORP 29DX7H14B9S6O3FD6V18 22160KAP0 7850000.00000000 PA USD 7747515.42000000 0.054589255043 Long DBT CORP US N 2 2030-04-20 Fixed 1.60000000 N N N N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748AX0 1365000.00000000 PA USD 1483947.62000000 0.010455944997 Long DBT CORP US N 2 2025-03-10 Fixed 3.50000000 N N N N N N KLABIN FINANCE SA 222100T4G34Y3B3OF390 49835LAB7 1300000.00000000 PA USD 1436500.00000000 0.010121627466 Long DBT CORP LU Y 2 2027-09-19 Fixed 4.87500000 N N N N N N Bear Stearns Asset Backed Secu N/A 07384YVG8 3582321.71000000 PA USD 3575768.93000000 0.025194988523 Long ABS-O CORP US N 2 2036-04-25 Variable 1.09650000 N N N N N N ATMOS ENERGY CORP QVLWEGTD2S8GJMO8D383 049560AM7 1175000.00000000 PA USD 1378742.71000000 0.009714667652 Long DBT CORP US N 2 2044-10-15 Fixed 4.12500000 N N N N N N STATE OF MINAS GERAIS N/A 105860AA8 2730000.00000000 PA USD 2953860.00000000 0.020812997220 Long DBT KY Y 2 2028-02-15 Fixed 5.33300000 N N N N N N Progress Residential Trust N/A 74331AAC6 2809000.00000000 PA USD 2859942.62000000 0.020151252192 Long ABS-O CORP US Y 2 2036-10-17 Fixed 2.93700000 N N N N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 084664CR0 2400000.00000000 PA USD 2981313.38000000 0.021006434662 Long DBT CORP US N 2 2049-01-15 Fixed 4.25000000 N N N N N N POWER FINANCE CORP LTD 3358003Q6D9LIJJZ1614 73928QAB4 3350000.00000000 PA USD 3452342.50000000 0.024325321733 Long DBT CORP IN Y 2 2030-04-23 Fixed 3.95000000 N N N N N N Federal Farm Credit Discount Notes N/A 313313JS8 3630000.00000000 PA USD 3629918.33000000 0.025576527023 Long STIV USGSE US N 2 N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810QS0 16434000.00000000 PA USD 21350076.95000000 0.150433362521 Long DBT UST US N 2 2041-08-15 Fixed 3.75000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90352JAE3 10157000.00000000 PA USD 10423059.16000000 0.073441226505 Long DBT CORP CH Y 2 2023-08-15 Fixed 2.85900000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAK9 1075000.00000000 PA USD 1073715.26000000 0.007565433948 Long DBT CORP US N 2 2028-04-01 Fixed 2.25000000 N N N N N N KFC HOLDING CO 549300G2LG4YUB3MM115 72584DAE4 0.04000000 PA USD 0.04000000 0.000000000281 Long LON CORP US N 2 2028-03-09 Variable 1.83250000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M5CF5 684246.96000000 PA USD 776412.57000000 0.005470629163 Long ABS-MBS MUN US N 2 2035-05-01 Fixed 7.00000000 N N N N N N TRUIST BANK JJKC32MCHWDI71265Z06 89788JAA7 4575000.00000000 PA USD 4680145.30000000 0.032976461687 Long DBT CORP US N 2 2025-03-10 Fixed 1.50000000 N N N N N N KOREA TREASURY BOND 549300O0QCVSQGPGDT58 ZP2080957 1270000000.00000000 PA 1122035.19000000 0.007905897805 Long DBT NUSS KR N 2 2025-03-10 Fixed 1.50000000 N N N N N N NUTRIEN LTD 5493002QQ7GD21OWF963 67077MAW8 7500000.00000000 PA USD 7911586.13000000 0.055745302801 Long DBT CORP CA N 2 2030-05-13 Fixed 2.95000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAU3 6500000.00000000 PA USD 7151125.67000000 0.050387072743 Long DBT CORP US N 2 2027-10-01 Fixed 4.00000000 N N N N N N Agate Bay Mortgage Loan Trust N/A 00841LAN6 569239.45000000 PA USD 574641.42000000 0.004048942833 Long ABS-CBDO USGSE US Y 2 2044-11-25 Variable 3.50000000 N N N N N N OI EUROPEAN GROUP BV 72450053F5WRDY8CDZ66 AL0296213 250000.00000000 PA 306501.28000000 0.002159618359 Long DBT CORP NL Y 2 2024-11-15 Fixed 3.12500000 N N N N N N COMM Mortgage Trust N/A 12631DBD4 750000.00000000 PA USD 806641.43000000 0.005683622731 Long ABS-MBS USGSE US N 2 2047-05-10 Fixed 4.17400000 N N N N N N Toronto Dominion bank PT3QB789TSUIDF371261 EUR210730 1.00000000 NC USD 3693.50000000 0.000026024525 N/A DFE CORP US N 2 Toronto Dominion bank PT3QB789TSUIDF371261 240000.00000000 EUR 288455.93000000 USD 2021-07-30 3693.50000000 N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABL8 2525000.00000000 PA USD 2493866.75000000 0.017571869261 Long DBT CORP US N 2 2041-02-15 Fixed 3.00000000 N N N N N N AXIS SPECIALTY FINANCE N/A 05463HAC5 5250000.00000000 PA USD 5567100.00000000 0.039225974428 Long DBT CORP US N 2 2040-01-15 Fixed 4.90000000 N N N N N N CEZ AS 529900S5R9YHJHYKKG94 ZQ7313468 350000.00000000 PA 425026.69000000 0.002994752397 Long DBT CORP CZ N 2 2026-12-02 Fixed 0.87500000 N N N N N N RBSCF Trust N/A 74932BAG8 2000000.00000000 PA USD 2014731.60000000 0.014195866828 Long ABS-MBS USGSE US Y 2 2031-03-11 Fixed 3.51100000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAH1 7000000.00000000 PA USD 7376311.32000000 0.051973738430 Long DBT CORP US N 2 2050-01-15 Fixed 3.45000000 N N N N N N Capital Automotive Reit N/A 12510HAA8 12598548.16000000 PA USD 13024192.63000000 0.091768900695 Long ABS-O CORP US Y 2 2050-02-15 Fixed 2.69000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAN3 2950000.00000000 PA USD 3459714.54000000 0.024377265376 Long DBT CORP US N 2 2027-06-01 Fixed 5.50000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 AO6754680 19350000000.00010000 PA 1365889.25000000 0.009624101739 Long DBT NUSS ID N 2 2038-05-15 Fixed 7.50000000 N N N N N N FAIRFAX FINL HLDGS LTD GLS7OQD0WOEDI8YAP031 AR6731004 250000.00000000 PA 324901.40000000 0.002289266226 Long DBT CORP CA Y 2 2028-03-29 Fixed 2.75000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F022683 235150000.00000000 PA USD 242755632.81000000 1.710464379128 Long ABS-O USGSE US N 2 2050-08-25 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCSD8 6970571.25000000 PA USD 7719818.30000000 0.054394100201 Long ABS-MBS MUN US N 2 2048-10-01 Fixed 4.50000000 N N N N N N Wells Fargo Commercial Mortgag 549300REQJRID6TODX95 95001RAX7 4710000.00000000 PA USD 5471124.70000000 0.038549729226 Long ABS-MBS USGSE US N 2 2052-01-15 Fixed 4.30200000 N N N N N N INTER-AMERICAN DEVEL BK VKU1UKDS9E7LYLMACP54 EK0718420 500000.00000000 PA 423821.05000000 0.002986257417 Long DBT NUSS N/A N 2 2024-08-27 Fixed 4.75000000 N N N N N N DISCOVER BANK X05BVSK68TQ7YTOSNR22 25466AAQ4 8200000.00000000 PA USD 8579473.86000000 0.060451262281 Long DBT CORP US N 2 2024-09-12 Fixed 2.45000000 N N N N N N CUSHMAN & WAKEFIELD US N/A 23340DAP7 1368675.00000000 PA USD 1355234.61000000 0.009549028786 Long LON CORP US N 2 2025-08-21 Variable 2.85425000 N N N N N N REYNOLDS CONSUMER PRODUC 549300DWNZYMOSR1X343 76171JAB7 303200.77000000 PA USD 300623.56000000 0.002118203746 Long LON CORP US N 2 2027-02-04 Variable 1.85425000 N N N N N N Wells Fargo Commercial Mortgag N/A 95001MAL4 1755000.00000000 PA USD 1875718.55000000 0.013216376188 Long ABS-MBS USGSE US N 2 2050-07-15 Variable 3.90300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9YB1 4568537.13000000 PA USD 4992954.91000000 0.035180528753 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 4.00000000 N N N N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 KRW210730 1.00000000 NC USD 17165.16000000 0.000120946296 N/A DFE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 5726935369.00000000 KRW 5084778.67000000 USD 2021-07-30 17165.16000000 N N N PECO ENERGY CO YH65D4JBECK76IFEJ279 693304AX5 2775000.00000000 PA USD 2902177.64000000 0.020448841568 Long DBT CORP US N 2 2049-09-15 Fixed 3.00000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAR0 6700000.00000000 PA USD 6943585.33000000 0.048924736505 Long DBT CORP US N 2 2031-03-24 Fixed 3.12500000 N N N N N N Social Professional Loan Progr 549300THMTEP636GV478 83403YAB0 3657843.33000000 PA USD 3713708.47000000 0.026166915176 Long ABS-O CORP US Y 2 2040-05-25 Fixed 2.74000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RRN1 1809841.95000000 PA USD 2071486.95000000 0.014595766939 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377RCU6 32000000.00000000 PA USD 33214636.80000000 0.234031451523 Long ABS-O CORP US Y 2 2024-03-20 Fixed 2.97000000 N N N N N N ADIENT US LLC 213800SOTRCDGZUHL712 00688JAB3 350000.00000000 PA USD 385437.50000000 0.002715805629 Long DBT CORP US Y 2 2025-04-15 Fixed 9.00000000 N N N N N N H&E EQUIPMENT SERVICES 254900KVLRCDMQRYY541 404030AJ7 3075000.00000000 PA USD 3025800.00000000 0.021319888887 Long DBT CORP US Y 2 2028-12-15 Fixed 3.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVKW4 27543474.27000000 PA USD 29232280.36000000 0.205971633686 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292GHJ8 1703.22000000 PA USD 1768.32000000 0.000012459642 Long ABS-MBS MUN US N 2 2023-05-01 Fixed 7.00000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAG4 5600000.00000000 PA USD 5547460.52000000 0.039087593990 Long DBT CORP ES N 2 2030-12-03 Fixed 2.74900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AXCV5 24332503.50000000 PA USD 25309691.97000000 0.178332943546 Long ABS-CBDO USGSE US N 2 2045-02-25 Fixed 3.00000000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FG8 6125000.00000000 PA USD 6973290.70000000 0.049134041544 Long DBT CORP US N 2 2060-03-20 Fixed 3.83900000 N N N N N N Flagstar Mortgage Trust N/A 33849NAL9 578141.53000000 PA USD 583421.00000000 0.004110804050 Long ABS-CBDO USGSE US Y 2 2048-09-25 Variable 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHKM3 12105943.69000000 PA USD 13141565.53000000 0.092595914108 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N REPUBLIC OF UZBEKISTAN 213800L6VDKUM3TCM927 91822Q2B2 3225000.00000000 PA USD 3432870.89000000 0.024188124112 Long DBT NUSS UZ Y 2 2024-02-20 Fixed 4.75000000 N N N N N N HARTFORD FINL SVCS GRP IU7C3FTM7Y3BQM112U94 416515BE3 26158000.00000000 PA USD 27461614.53000000 0.193495462507 Long DBT CORP US N 2 2029-08-19 Fixed 2.80000000 N N N N N N MONGOLIA INTL BOND N/A 60937LAE5 825000.00000000 PA USD 809256.71000000 0.005702050082 Long DBT NUSS MN Y 2 2031-07-07 Fixed 4.45000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAX7 3500000.00000000 PA USD 3642179.70000000 0.025662921049 Long DBT CORP US N 2 2023-05-14 Fixed 2.85000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBU8 6900000.00000000 PA USD 6720178.20000000 0.047350602329 Long DBT CORP US N 2 2050-09-25 Fixed 3.98400000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCX5 8700000.00000000 PA USD 9516462.11000000 0.067053313103 Long DBT CORP US N 2 2025-03-15 Fixed 3.80000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCJ8 3000000.00000000 PA USD 3452057.94000000 0.024323316714 Long DBT CORP US N 2 2038-03-01 Fixed 3.90000000 N N N N N N L BRANDS INC GR3KVMWVCR54YWQNXU90 501797AW4 925000.00000000 PA USD 1070687.50000000 0.007544100248 Long DBT CORP US Y 2 2030-10-01 Fixed 6.62500000 N N N N N N SANTOS FINANCE LTD 213800BKUBSWG53XNS94 803014AA7 4075000.00000000 PA USD 4170941.31000000 0.029388593193 Long DBT CORP AU Y 2 2031-04-29 Fixed 3.64900000 N N N N N N Sequoia Mortgage Trust N/A 81747WBN6 347191.14000000 PA USD 352608.81000000 0.002484493571 Long ABS-CBDO USGSE US Y 2 2048-09-25 Variable 4.00000000 N N N N N N LAM RESEARCH CORP 549300I4GMO6D34U1T02 512807AW8 8075000.00000000 PA USD 8126594.24000000 0.057260257198 Long DBT CORP US N 2 2050-06-15 Fixed 2.87500000 N N N N N N CAMELOT FINANCE SA N/A L2000AAC4 320125.00000000 PA USD 318524.38000000 0.002244333528 Long LON CORP LU N 2 2026-10-30 Variable 3.10425000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 AU6699071 300000.00000000 PA 402036.74000000 0.002832764434 Long DBT CORP FR N 2 2030-10-02 Fixed 2.00000000 N N N N N N DIAGEO CAPITAL PLC 213800L23DJLALFC4O95 25243YBA6 5500000.00000000 PA USD 5750464.28000000 0.040517965332 Long DBT CORP GB N 2 2024-10-24 Fixed 2.12500000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NBJ7 350000.00000000 PA USD 350122.50000000 0.002466974947 Long DBT CORP NL N 2 2051-06-10 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8RE7 32727636.95000000 PA USD 36163899.74000000 0.254812057704 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCE4 5700000.00000000 PA USD 6086530.51000000 0.042885899327 Long DBT CORP US N 2 2052-04-22 Fixed 3.32800000 N N N N N N JAPAN (5 YEAR ISSUE) 353800WZS8AXZXFUC241 AT5365909 76000000.00000000 PA 686943.20000000 0.004840224964 Long DBT NUSS JP N 2 2023-06-20 Fixed 0.10000000 N N N N N N NEW YORK ST DORM AUTH REVENUES 549300C8XO7EXTX2XU71 64990GJY9 10605000.00000000 PA USD 11982201.36000000 0.084426995050 Long DBT MUN US N 2 2044-07-01 Fixed 4.29400000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CP8 3352000.00000000 PA USD 3389286.74000000 0.023881028721 Long DBT CORP US N 2 2035-02-01 Fixed 3.25000000 N N N N N N COMM Mortgage Trust N/A 12593QBH2 1375000.00000000 PA USD 1516220.89000000 0.010683343546 Long ABS-MBS USGSE US N 2 2048-10-10 Variable 4.62451900 N N N N N N SABIC CAPITAL II BV 2138005PCUTH59D4RJ83 78520LAA8 250000.00000000 PA USD 268118.16000000 0.001889169601 Long DBT CORP NL Y 2 2023-10-10 Fixed 4.00000000 N N N N N N Federal Farm Credit Discount Notes N/A 313313RH3 690000.00000000 PA USD 689821.75000000 0.004860507324 Long STIV USGSE US N 2 N N N Sequoia Mortgage Trust N/A 81746NAK4 360022.05000000 PA USD 361045.45000000 0.002543938422 Long ABS-CBDO USGSE US Y 2 2046-11-25 Variable 3.50000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAS4 8975000.00000000 PA USD 8869674.25000000 0.062496024020 Long DBT CORP IE N 2 2026-01-30 Fixed 1.75000000 N N N N N N MONDELEZ INTERNATIONAL 549300DV9GIB88LZ5P30 BO3832223 450000.00000000 PA 523553.82000000 0.003688977879 Long DBT CORP US N 2 2041-03-17 Fixed 1.37500000 N N N N N N ALABAMA POWER CO 0RL818ELFOHP5JHOFU19 010392FL7 3475000.00000000 PA USD 4165722.07000000 0.029351818252 Long DBT CORP US N 2 2044-08-15 Fixed 4.15000000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DAT6 6400000.00000000 PA USD 7953849.15000000 0.056043089466 Long DBT CORP US N 2 2047-09-20 Fixed 5.20000000 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 718286BM8 17000000.00000000 PA 415755.83000000 0.002929429605 Long DBT NUSS PH N 2 2036-01-14 Fixed 6.25000000 N N N N N N Egypt Treasury Bills 529900GFIVH4086NMH82 BO0179388 49700000.00000000 PA 3016417.32000000 0.021253778207 Long STIV NUSS EG N 2 N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HX1 34039.00000000 PA USD 12889.89000000 0.000090822599 Long DBT NUSS AR N 2 2029-07-09 Fixed 1.00000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAR0 550000.00000000 PA USD 598257.00000000 0.004215339006 Long DBT CORP US N 2 2029-11-15 Fixed 5.37500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HRL6 4850000.00000000 PA USD 5042668.00000000 0.035530808862 Long DBT CORP US N 2 2023-05-18 Fixed 2.70000000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377RDG6 8000000.00000000 PA USD 8128160.00000000 0.057271289596 Long ABS-O CORP US Y 2 2023-03-20 Fixed 3.45000000 N N N N N N HarborView Mortgage Loan Trust N/A 41161PUK7 2627930.13000000 PA USD 2631196.38000000 0.018539498467 Long ABS-CBDO USGSE US N 2 2045-08-19 Variable 0.71338000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 AP6382349 700000.00000000 PA 871742.15000000 0.006142324600 Long DBT CORP US N 2 2026-10-23 Fixed 1.34200000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967ML2 49250000.00000000 PA USD 50827524.29000000 0.358132451020 Long DBT CORP US N 2 2031-01-29 Fixed 2.66600000 N N N N N N ABU DHABI NATIONAL ENERG 213800UNJSVQFNUYYW03 00388WAJ0 3425000.00000000 PA USD 3441955.05000000 0.024252131410 Long DBT CORP AE Y 2 2028-04-29 Fixed 2.00000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 AS9547660 3100000.00000000 PA 809904.77000000 0.005706616334 Long DBT NUSS MY N 2 2038-06-08 Fixed 4.89300000 N N N N N N LOS ANGELES CA WSTWTR SYS REVE N/A 53945CHK9 3995000.00000000 PA USD 4357920.18000000 0.030706052620 Long DBT MUN US N 2 2039-06-01 Fixed 4.02900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JAQX9 1632442.24000000 PA USD 1742431.53000000 0.012277231348 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.50000000 N N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 BO3321805 2624000.00000000 PA USD 2679608.23000000 0.018880609996 Long DBT CORP IL Y 2 2024-03-30 Fixed 4.50000000 N N N N N N CELULOSA ARAUCO CONSTITU 549300QEKV8G0AMNQD28 151191BB8 200000.00000000 PA USD 215000.00000000 0.001514897253 Long DBT CORP CL N 2 2027-11-02 Fixed 3.87500000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XAV2 5775000.00000000 PA USD 6141004.72000000 0.043269726448 Long DBT CORP US N 2 2025-01-15 Fixed 2.95000000 N N N N N N SCIENTIFIC GAMES INTERNATIO RLTHESQ0RNFQJWPBJN60 80875AAP6 1964467.02000000 PA USD 1949733.52000000 0.013737888164 Long LON CORP US N 2 2024-08-14 Variable 2.85425000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XNT7 874080.10000000 PA USD 876849.45000000 0.006178310808 Long ABS-CBDO USGSE US N 2 2030-01-25 Variable 2.29150000 N N N N N N LAM RESEARCH CORP 549300I4GMO6D34U1T02 512807AV0 1100000.00000000 PA USD 1104871.57000000 0.007784962359 Long DBT CORP US N 2 2030-06-15 Fixed 1.90000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89832QAD1 9000000.00000000 PA USD 9450000.00000000 0.066585018834 Long DBT CORP US N 2 N/A Fixed 4.80000000 N N N N N N INEOS US FINANCE LLC 5493008MHJ4R367SNK31 45672JAK6 483750.00000000 PA USD 477974.03000000 0.003367821141 Long LON CORP US N 2 2024-03-31 Variable 2.10425000 N N N N N N Ellington Loan Acquisition Tru N/A 288547AD4 2148088.36000000 PA USD 2151218.55000000 0.015157558483 Long ABS-O CORP US Y 2 2037-05-25 Variable 1.19150000 N N N N N N GRIFOLS WORLDWIDE OPERAT N/A 39843PAG8 2437875.00000000 PA USD 2412886.78000000 0.017001281660 Long LON CORP US N 2 2027-11-15 Variable 2.08825000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 03523TBT4 5045000.00000000 PA USD 6038320.29000000 0.042546208490 Long DBT CORP US N 2 2048-10-06 Fixed 4.43900000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAM1 6700000.00000000 PA USD 8135544.41000000 0.057323320398 Long DBT CORP US N 2 2042-11-06 Fixed 4.40000000 N N N N N N INGLES MARKETS INC 549300XH5RYBMYP8TF26 457030AJ3 1223000.00000000 PA USD 1224834.50000000 0.008630225211 Long DBT CORP US N 2 2023-06-15 Fixed 5.75000000 N N N N N N MIAMI-DADE CNTY FL AVIATION RE N/A 59333P3L0 2250000.00000000 PA USD 2437291.13000000 0.017173235533 Long DBT MUN US N 2 2024-10-01 Fixed 3.40500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H7FR0 2277376.99000000 PA USD 2529745.50000000 0.017824672144 Long ABS-MBS MUN US N 2 2047-06-01 Fixed 4.50000000 N N N N N N ZIMMER BIOMET HOLDINGS 2P2YLDVPES3BXQ1FRB91 98956PAQ5 2150000.00000000 PA USD 2259971.77000000 0.015923837340 Long DBT CORP US N 2 2023-03-19 Fixed 3.70000000 N N N N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 ZP8252477 7075000.00000000 PA 1811162.10000000 0.012761509263 Long DBT NUSS RO N 2 2028-01-26 Fixed 4.15000000 N N N N N N INTERNATIONAL GAME TECH 549300UQ6KHRCZDRGZ76 AZ0981300 500000.00000000 PA 606952.72000000 0.004276609343 Long DBT CORP GB Y 2 2026-06-15 Fixed 3.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBH3 13650000.00000000 PA USD 13413780.74000000 0.094513951662 Long DBT CORP US Y 2 2031-02-15 Fixed 2.45000000 N N N N N N GS Mortgage Securities Trust N/A 36252HAJ0 1750000.00000000 PA USD 1919335.25000000 0.013523700928 Long ABS-MBS USGSE US N 2 2050-03-10 Variable 4.04700000 N N N N N N PRIME SECSRVC BRW/FINANC N/A 74166MAF3 1325000.00000000 PA USD 1285250.00000000 0.009055914863 Long DBT CORP US Y 2 2027-08-31 Fixed 3.37500000 N N N N N N Federal Home Loan Bank Discount Notes 2549001DPIFGXC1TOL40 313385PJ9 11500000.00000000 PA USD 11497335.80000000 0.081010615956 Long STIV USGSE US N 2 N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XAS9 600000.00000000 PA 767359.92000000 0.005406843886 Long DBT CORP US N 2 2026-05-22 Fixed 1.95000000 N N N N N N REPUBLIC OF KAZAKHSTAN 5493007OEK8EF02UO833 486661AF8 3000000.00000000 PA USD 3763680.00000000 0.026519016263 Long DBT NUSS KZ Y 2 2044-10-14 Fixed 4.87500000 N N N N N N Federal Home Loan Bank Discount Notes 2549001DPIFGXC1TOL40 313385JK3 59315000.00000000 PA USD 59314011.22000000 0.417928524255 Long STIV USGSE US N 2 N N N INTERCORP FIN SER INC 5299004181WFTEWB1398 45866EAA5 2125000.00000000 PA USD 2118093.75000000 0.014924160025 Long DBT CORP PA Y 2 2027-10-19 Fixed 4.12500000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EF6 6450000.00000000 PA USD 7087840.50000000 0.049941163300 Long DBT CORP AU N 2 2034-07-24 Fixed 4.11000000 N N N N N N COMMONWEALTH EDISON CO D8YOXB8L2ZDC8P7Q0771 202795JS0 8250000.00000000 PA USD 8524692.00000000 0.060065267447 Long DBT CORP US N 2 2050-03-01 Fixed 3.00000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFX7 2325000.00000000 PA USD 2220033.02000000 0.015642427560 Long DBT CORP US N 2 2030-10-30 Fixed 1.68000000 N N N N N N JP Morgan Mortgage Acquisition N/A 46630XAB4 4807683.11000000 PA USD 4769533.18000000 0.033606291705 Long ABS-O CORP US N 2 2037-03-25 Variable 0.41150000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAL9 6000000.00000000 PA USD 6063991.50000000 0.042727088702 Long DBT CORP ES N 2 2026-03-25 Fixed 1.84900000 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 68205LAD5 525000.00000000 PA USD 587620.88000000 0.004140396546 Long DBT NUSS OM Y 2 2027-10-28 Fixed 6.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BJD9 4528372.18000000 PA USD 5026438.55000000 0.035416455610 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 4.50000000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAB9 825000.00000000 PA USD 837366.75000000 0.005900114372 Long DBT CORP US Y 2 2027-10-15 Fixed 4.25000000 N N N N N N Wells Fargo Mortgage Backed Se N/A 95002FAA2 5321021.83000000 PA USD 5398062.24000000 0.038034928668 Long ABS-CBDO USGSE US Y 2 2049-09-25 Variable 3.50000000 N N N N N N TEAM HEALTH HOLDINGS INC 549300PVTQ4UDTTMQT11 87817JAE8 1409509.98000000 PA USD 1365462.79000000 0.009621096887 Long LON CORP US N 2 2024-02-06 Variable 3.75000000 N N N N N N CORNERSTONE BUILDING 549300IW41QEWQ6T0H29 72431HAD2 989866.07000000 PA USD 988381.27000000 0.006964167775 Long LON CORP US N 2 2028-04-12 Variable 3.75000000 N N N N N N GM Financial Automobile Leasin N/A 36259KAD9 9750000.00000000 PA USD 9809366.78000000 0.069117129290 Long ABS-O CORP US N 2 2022-12-20 Fixed 1.67000000 N N N N N N GM Financial Securitized Term N/A 36258NAC6 10100000.00000000 PA USD 10212004.96000000 0.071954131491 Long ABS-O CORP US N 2 2024-09-16 Fixed 1.84000000 N N N N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 075887BP3 670000.00000000 PA 862348.81000000 0.006076138810 Long DBT CORP US N 2 2026-12-15 Fixed 1.90000000 N N N N N N BAIDU INC 254900AL64IANZYI1E02 056752AM0 1725000.00000000 PA USD 1876812.52000000 0.013224084337 Long DBT CORP KY N 2 2024-05-14 Fixed 4.37500000 N N N N N N Morgan Stanley BAML Trust N/A 61690FAP8 3000000.00000000 PA USD 3162741.90000000 0.022284786135 Long ABS-MBS USGSE US N 2 2048-04-15 Fixed 3.56100000 N N N N N N OBRIGACOES DO TESOURO 549300P6U1FJ3IMP7K42 BH4959673 900000.00000000 PA 1121850.59000000 0.007904597107 Long DBT NUSS PT Y 2 2027-10-15 Fixed 0.70000000 N N N N N N ADOBE INC FU4LY2G4933NH2E1CP29 00724PAD1 10050000.00000000 PA USD 10464117.99000000 0.073730528407 Long DBT CORP US N 2 2030-02-01 Fixed 2.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GVZ73 30925086.75000000 PA USD 33854061.40000000 0.238536858828 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.00000000 N N N N N N DIEBOLD NIXDORF 724500XPR088XALCD170 BK4171546 500000.00000000 PA 651047.41000000 0.004587302016 Long DBT CORP NL Y 2 2025-07-15 Fixed 9.00000000 N N N N N N FRANCE (GOVT OF) 969500KCGF3SUYJHPV70 AS9078385 1325000.00000000 PA 1679077.43000000 0.011830836222 Long DBT NUSS FR N 2 2028-11-25 Fixed 0.75000000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAP9 300000.00000000 PA USD 334155.00000000 0.002354467404 Long DBT CORP US Y 2 2028-06-15 Fixed 7.25000000 N N N N N N PNC BANK NA AD6GFRVSDT01YPT1CS68 69349LAS7 4000000.00000000 PA USD 4235471.08000000 0.029843272130 Long DBT CORP US N 2 2029-10-22 Fixed 2.70000000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBH8 3825000.00000000 PA USD 3800582.19000000 0.026779030338 Long DBT CORP US N 2 2030-07-15 Fixed 2.15000000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DBJ7 6375000.00000000 PA USD 6954997.69000000 0.049005148378 Long DBT CORP US N 2 2030-05-15 Fixed 3.62500000 N N N N N N NSTAR ELECTRIC CO 54930080R72Y2Z31UR68 67021CAP2 1675000.00000000 PA USD 1926952.36000000 0.013577371342 Long DBT CORP US N 2 2030-04-01 Fixed 3.95000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DC6 2200000.00000000 PA USD 2431000.00000000 0.017128908019 Long DBT CORP US N 2 2026-03-15 Fixed 5.55000000 N N N N N N HONEYWELL INTERNATIONAL ISRPG12PN4EIEOEMW547 438516BX3 500000.00000000 PA 595573.55000000 0.004196431327 Long DBT CORP US N 2 2024-03-10 Fixed 0.00000000 N N N N N N NEW YORK ST THRUWAY AUTH N/A 650009S20 6460000.00000000 PA USD 6809977.61000000 0.047983332002 Long DBT MUN US N 2 2026-01-01 Fixed 2.40600000 N N N N N N SITE CENTERS CORP W2AVA6SODOQ1LCYJQR54 23317HAF9 350000.00000000 PA USD 387582.53000000 0.002730919583 Long DBT CORP US N 2 2027-06-01 Fixed 4.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132ACSW1 21327525.52000000 PA USD 23347377.83000000 0.164506411908 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.00000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAA1 5825000.00000000 PA USD 6335918.61000000 0.044643096294 Long DBT CORP US N 2 2025-02-01 Fixed 3.85000000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46642EBC9 5000000.00000000 PA USD 5379366.00000000 0.037903194330 Long ABS-MBS USGSE US N 2 2047-08-15 Fixed 3.99650000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 21987BBD9 2000000.00000000 PA USD 1929430.58000000 0.013594832963 Long DBT CORP CL Y 2 2051-01-15 Fixed 3.15000000 N N N N N BANQUE OUEST AFRICAINE D 529900LIZJABE4JJS826 06675QAB9 1500000.00000000 PA USD 1667385.72000000 0.011748456039 Long DBT NUSS N/A Y 2 2027-07-27 Fixed 5.00000000 N N N N N N CHUBB INA HOLDINGS INC CZCBJZWDMLTHWJDXU843 AZ1508110 450000.00000000 PA 568145.37000000 0.004003171445 Long DBT CORP US N 2 2031-06-15 Fixed 1.40000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGK4 7625000.00000000 PA USD 8066050.82000000 0.056833666218 Long DBT CORP US N 2 2041-03-22 Fixed 3.40000000 N N N N N N SLG Office Trust N/A 78449RAJ4 26865000.00000000 PA USD 27102059.45000000 0.190962025282 Long ABS-MBS USGSE US Y 2 2041-07-15 Fixed 2.85061000 N N N N N N BOSTON SCIENTIFIC CORP Y6ZDD9FP4P8JSSJMW954 101137BA4 4850000.00000000 PA USD 5016399.96000000 0.035345723366 Long DBT CORP US N 2 2030-06-01 Fixed 2.65000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2C6 8400000.00000000 PA USD 9033774.71000000 0.063652281397 Long DBT CORP US N 2 2024-01-24 Fixed 3.75000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCD6 5725000.00000000 PA USD 5959326.88000000 0.041989618258 Long DBT CORP US N 2 2042-04-22 Fixed 3.15700000 N N N N N N JAPAN (20 YEAR ISSUE) 353800WZS8AXZXFUC241 BM0279463 91000000.00000000 PA 814514.69000000 0.005739097986 Long DBT NUSS JP N 2 2040-09-20 Fixed 0.40000000 N N N N N N CHEVRON CORP N/A 166764BY5 4925000.00000000 PA USD 5075131.24000000 0.035759545947 Long DBT CORP US N 2 2030-05-11 Fixed 2.23600000 N N N N N N GS Mortgage Securities Trust 5493005BBCF84ICNQ550 36250SAE9 3500000.00000000 PA USD 4011078.40000000 0.028262193736 Long ABS-MBS CORP US N 2 2051-07-10 Variable 4.15500000 N N N N N N AVIENT CORP SM8L9RZYIB34LNTWO040 73179YAK3 1368835.43000000 PA USD 1366700.05000000 0.009629814663 Long LON CORP US N 2 2026-01-30 Variable 1.85425000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XHU1 2907346.15000000 PA USD 2839552.65000000 0.020007583775 Long ABS-CBDO USGSE US N 2 2029-09-25 Variable 0.94150000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CUA0 4378188.75000000 PA USD 4634225.27000000 0.032652907606 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N OPEN TEXT HOLDINGS INC N/A 683720AA4 550000.00000000 PA USD 560890.00000000 0.003952049863 Long DBT CORP US Y 2 2030-02-15 Fixed 4.12500000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CJ6 6100000.00000000 PA USD 6181786.85000000 0.043557078712 Long DBT CORP GB N 2 2026-04-18 Fixed 1.64500000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AK7 8164575.00000000 PA USD 8616320.93000000 0.060710887979 Long ABS-O CORP US Y 2 2049-05-20 Fixed 4.02100000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RHH8 500000.00000000 PA 671255.52000000 0.004729689041 Long DBT CORP US N 2 2029-09-05 Fixed 2.35000000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DF5 3140000.00000000 PA USD 3459217.46000000 0.024373762933 Long DBT CORP US N 2 2046-10-15 Fixed 3.87500000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804FZ2 12379000.00000000 PA USD 13974120.18000000 0.098462122262 Long DBT CORP US N 2 2028-04-01 Fixed 3.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERSB7 4175335.94000000 PA USD 4589790.14000000 0.032339816181 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 4.00000000 N N N N N N BRANDYWINE OPER PARTNERS IXBXSCONLDQ1ZI73YU71 105340AN3 5575000.00000000 PA USD 6045557.32000000 0.042597200848 Long DBT CORP US N 2 2024-10-01 Fixed 4.10000000 N N N N N N Sequoia Mortgage Trust N/A 81746XAU0 86475.55000000 PA USD 87793.53000000 0.000618596174 Long ABS-CBDO USGSE US Y 2 2047-04-25 Variable 3.50000000 N N N N N N MVW Owner Trust N/A 55400DAA9 9843774.44000000 PA USD 10019801.80000000 0.070599861541 Long ABS-O CORP US Y 2 2038-10-20 Fixed 2.22000000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776743AG1 2650000.00000000 PA USD 2833365.00000000 0.019963985385 Long DBT CORP US N 2 2029-09-15 Fixed 2.95000000 N N N N N N MIAMI-DADE CNTY FL AVIATION RE N/A 59333P4L9 3940000.00000000 PA USD 4270794.91000000 0.030092165028 Long DBT MUN US N 2 2026-10-01 Fixed 3.04900000 N N N N N N EUROPEAN BK RECON & DEV 549300HTGDOVDU6OGK19 BG3727990 800000.00000000 PA USD 693511.12000000 0.004886502749 Long DBT NUSS N/A N 2 2023-02-28 Fixed 10.00000000 N N N N N N WRKCO INC 549300JEB576INN13W07 92940PAD6 11300000.00000000 PA USD 13543868.69000000 0.095430555747 Long DBT CORP US N 2 2029-03-15 Fixed 4.90000000 N N N N N N Toronto Dominion bank PT3QB789TSUIDF371261 CAD210730 1.00000000 NC USD 12597.06000000 0.000088759309 N/A DFE CORP US N 2 Toronto Dominion bank PT3QB789TSUIDF371261 8474461.56000000 CAD 6848935.26000000 USD 2021-07-30 12597.06000000 N N N STRYKER CORP 5493002F0SC4JTBU5137 AV5130316 450000.00000000 PA 629545.32000000 0.004435797564 Long DBT CORP US N 2 2030-11-30 Fixed 2.62500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H022671 199050000.00000000 PA USD 205985650.43000000 1.451381842693 Long ABS-O USGSE US N 2 2051-07-20 Fixed 2.50000000 N N N N N N O'REILLY AUTOMOTIVE INC 549300K2RLMQL149Q332 67103HAF4 6875000.00000000 PA USD 7695724.71000000 0.054224335953 Long DBT CORP US N 2 2027-09-01 Fixed 3.60000000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08579JBG6 1288577.97000000 PA USD 1277972.97000000 0.009004640664 Long LON CORP US N 2 2026-07-01 Variable 1.82700000 N N N N N N Merrill Lynch Mortgage Investo N/A 59020U4M4 776992.67000000 PA USD 751558.98000000 0.005295509929 Long ABS-O CORP US N 2 2037-01-25 Variable 2.27838000 N N N N N N TRONOX INC 549300EPZ4YXC7E5P181 897051AB4 725000.00000000 PA USD 767260.25000000 0.005406141608 Long DBT CORP US Y 2 2025-05-01 Fixed 6.50000000 N N N N N N Ford Credit Auto Owner Trust/F N/A 34531FAA1 6000000.00000000 PA USD 6090001.80000000 0.042910358153 Long ABS-O CORP US Y 2 2028-08-15 Fixed 2.62000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCX2 20000000.00000000 PA USD 21057786.80000000 0.148373876262 Long DBT CORP US N 2 2025-06-20 Fixed 2.75000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAR2 3650000.00000000 PA USD 3846187.50000000 0.027100366891 Long DBT CORP US N 2 2027-12-15 Fixed 4.25000000 N N N N N N Sierra Receivables Funding Co N/A 82652YAA2 1531950.94000000 PA USD 1539521.38000000 0.010847519585 Long ABS-O CORP US Y 2 2033-10-20 Fixed 2.43000000 N N N N N N GRUPO BIMBO SAB DE CV 5493000RIXURZEBFEV60 40052VAE4 3700000.00000000 PA USD 4348923.46000000 0.030642661427 Long DBT CORP MX Y 2 2047-11-10 Fixed 4.70000000 N N N N N N DARTMOUTH-HITCH HEALTH N/A 23745QAA2 4105000.00000000 PA USD 4827884.96000000 0.034017440316 Long DBT CORP US N 2 2048-08-01 Fixed 4.17800000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CC1 8950000.00000000 PA USD 10017524.23000000 0.070583813706 Long DBT CORP GB N 2 2030-05-22 Fixed 3.97300000 N N N N N N UNIVERSITY OF CHICAGO 54930099Y7GU6182V326 91412NAJ9 21000000.00000000 PA USD 22609876.80000000 0.159309954768 Long DBT MUN US N 2 2045-10-01 Fixed 4.15100000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AH4 125000.00000000 PA USD 135258.75000000 0.000953037716 Long DBT CORP US Y 2 2028-05-01 Fixed 5.75000000 N N N N N N NATIONAL RETAIL PROP INC 5493008JKH5SOTI0JS97 637417AH9 2575000.00000000 PA USD 2844663.94000000 0.020043598097 Long DBT CORP US N 2 2025-11-15 Fixed 4.00000000 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 699149AH3 925000.00000000 PA USD 1078318.75000000 0.007597870293 Long DBT NUSS PY Y 2 2050-03-30 Fixed 5.40000000 N N N N N N TARGET CORP 8WDDFXB5T1Z6J0XC1L66 87612EBJ4 17275000.00000000 PA USD 18043469.74000000 0.127134896557 Long DBT CORP US N 2 2030-02-15 Fixed 2.35000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810QY7 6000000.00000000 PA USD 6756328.14000000 0.047605316026 Long DBT UST US N 2 2042-11-15 Fixed 2.75000000 N N N N N N Sequoia Mortgage Trust N/A 81746YAA2 2462065.07000000 PA USD 2505210.54000000 0.017651797988 Long ABS-CBDO USGSE US Y 2 2049-06-25 Variable 4.00000000 N N N N N N Social Professional Loan Progr 549300MIP15HTYPHSM46 78469PAB0 769588.56000000 PA USD 777856.48000000 0.005480803002 Long ABS-O CORP US Y 2 2036-12-26 Fixed 2.76000000 N N N N N N Wells Fargo Commercial Mortgag 549300MZIB10PDVAE312 95000FAU0 9999990.79000000 PA USD 10449238.38000000 0.073625686173 Long ABS-MBS USGSE US N 2 2048-07-15 Fixed 2.78800000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BD1 15640000.00000000 PA USD 16632317.81000000 0.117191872448 Long DBT CORP US N 2 2024-05-11 Fixed 2.87500000 N N N N N N PECO ENERGY CO YH65D4JBECK76IFEJ279 693304AY3 3700000.00000000 PA USD 3689577.99000000 0.025996891000 Long DBT CORP US N 2 2050-06-15 Fixed 2.80000000 N N N N N N COMM Mortgage Trust N/A 12593JBJ4 2000000.00000000 PA USD 2194623.80000000 0.015463393339 Long ABS-MBS USGSE US N 2 2048-08-10 Variable 4.52539000 N N N N N N Tennessee Valley Authority Discount Notes 549300HE1ISW43LNKM54 880590JK1 68130000.00000000 PA USD 68128864.27000000 0.480038276250 Long STIV USGSE US N 2 N N N AMCOR FLEXIBLES NORTH AM PTVU09TE3QPJPL7K4E13 081437AS4 852000.00000000 PA USD 909123.34000000 0.006405713726 Long DBT CORP US N 2 2026-09-15 Fixed 3.10000000 N N N N N N PETRONAS ENERGY CANADA 5493001PEB90YGTDC638 71675BAA8 4375000.00000000 PA USD 4420658.16000000 0.031148106544 Long DBT CORP CA Y 2 2028-03-23 Fixed 2.11200000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CK3 3850000.00000000 PA USD 3852626.35000000 0.027145735246 Long DBT CORP GB N 2 2031-08-18 Fixed 2.35700000 N N N N N N JPMDB Commercial Mortgage Secu N/A 46590TAE5 3000000.00000000 PA USD 3312150.30000000 0.023337522762 Long ABS-MBS USGSE US N 2 2050-03-15 Fixed 3.69390000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBF9 5800000.00000000 PA USD 7416604.77000000 0.052257647438 Long DBT CORP US N 2 2049-02-14 Fixed 5.95000000 N N N N N N KOMMUNALBANKEN AS I7ETN0QQO2AHZZGHJ389 50048MCE8 5000000.00000000 PA USD 5057071.00000000 0.035632292886 Long DBT NUSS NO Y 2 2022-01-25 Fixed 2.25000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205AS3 2800000.00000000 PA USD 2809296.00000000 0.019794394399 Long DBT NUSS ZA N 2 2044-07-24 Fixed 5.37500000 N N N N N N TEGNA INC 549300YC5EDBGX85AO10 87901JAJ4 675000.00000000 PA USD 700312.50000000 0.004934425502 Long DBT CORP US N 2 2028-03-15 Fixed 4.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4JV9 5252361.81000000 PA USD 5829060.53000000 0.041071757161 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419ARB5 2898692.00000000 PA USD 3288071.90000000 0.023167865543 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 5.00000000 N N N N N N HEALTHCARE REALTY TRUST 549300CB86LH2IOKHH22 421946AL8 1750000.00000000 PA USD 1758907.78000000 0.012393323561 Long DBT CORP US N 2 2030-03-15 Fixed 2.40000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDA6 11875000.00000000 PA USD 12500446.16000000 0.088078565396 Long DBT CORP US N 2 2030-02-01 Fixed 2.65000000 N N N N N N Morgan Stanley Capital I Trust N/A 61765DAU2 2795000.00000000 PA USD 3039066.95000000 0.021413368264 Long ABS-MBS USGSE US N 2 2048-05-15 Variable 3.77900000 N N N N N N Social Professional Loan Progr N/A 83404FAC8 1349676.30000000 PA USD 1368233.27000000 0.009640617783 Long ABS-O CORP US Y 2 2040-03-26 Fixed 2.40000000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 BK2825317 26500000.00000000 PA 4073011.47000000 0.028698576237 Long DBT NUSS CN N 2 2023-07-02 Fixed 2.36000000 N N N N N N UNIV OF NEW MEXICO NM 549300WZXG6PIBC7KB43 914692X60 20000000.00000000 PA USD 21341826.00000000 0.150375226049 Long DBT MUN US N 2 2032-06-20 Fixed 3.53200000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 21684AAF3 15225000.00000000 PA USD 16765886.17000000 0.118132999619 Long DBT CORP NL N 2 2026-07-21 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CDL5 14909563.57000000 PA USD 15769537.51000000 0.111112693344 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N SMB Private Education Loan Tru 5493000RGRVHYZAIY180 78448WAB1 8616934.96000000 PA USD 8866558.95000000 0.062474073511 Long ABS-O CORP US Y 2 2034-09-15 Fixed 2.88000000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46645LAY3 4610000.00000000 PA USD 5047689.54000000 0.035566190803 Long ABS-MBS USGSE US N 2 2049-03-15 Fixed 3.57610000 N N N N N N CHEVRON USA INC VA8TZDWPEZYU430RZ444 166756AR7 1675000.00000000 PA USD 1907724.23000000 0.013441889289 Long DBT CORP US N 2 2028-01-15 Fixed 3.85000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2M5 7000000.00000000 PA USD 6952323.98000000 0.048986309328 Long DBT CORP FR Y 2 2028-09-30 Fixed 1.90400000 N N N N N N ENN ENERGY HOLDINGS LTD 549300V7BXPWT6WIPR03 26876FAC6 4300000.00000000 PA USD 4289723.00000000 0.030225532989 Long DBT CORP KY Y 2 2030-09-17 Fixed 2.62500000 N N N N N N Tennessee Valley Authority Discount Notes 549300HE1ISW43LNKM54 880590JC9 13000000.00000000 PA USD 12999859.21000000 0.091597446596 Long STIV USGSE US N 2 N N N DANA INC KVWHW7YLZPFJM8QYNJ51 235825AF3 225000.00000000 PA USD 239625.00000000 0.001688405834 Long DBT CORP US N 2 2027-11-15 Fixed 5.37500000 N N N N N N DANA INC KVWHW7YLZPFJM8QYNJ51 235825AG1 350000.00000000 PA USD 378770.00000000 0.002668826199 Long DBT CORP US N 2 2028-06-15 Fixed 5.62500000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CL1 6200000.00000000 PA USD 6221121.35000000 0.043834230926 Long DBT CORP GB N 2 2028-09-22 Fixed 2.01300000 N N N N N N MEG ENERGY CORP 5493002WXPTG5ZC1T326 552704AF5 725000.00000000 PA USD 755812.50000000 0.005325480375 Long DBT CORP CA Y 2 2029-02-01 Fixed 5.87500000 N N N N N N BANK LEUMI LE-ISRAEL 7JDSZWRGUQY2DSTWCR57 06326BAA7 6300000.00000000 PA USD 6441750.00000000 0.045388787838 Long DBT CORP IL Y 2 2031-01-29 Fixed 3.27500000 N N N N Y Bank Leumi Le-Israel BM USD XXXX N N N COMM Mortgage Trust N/A 12593JBF2 2550000.00000000 PA USD 2788235.79000000 0.019646003448 Long ABS-MBS USGSE US N 2 2048-08-10 Fixed 3.69600000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU N/A 92938JAE2 4075308.34000000 PA USD 4349482.04000000 0.030646597201 Long ABS-MBS USGSE US N 2 2046-03-15 Variable 4.07900000 N N N N N N ROMANIA 315700IASY927EDWBK92 77586RAJ9 4600000.00000000 PA USD 4803836.49000000 0.033847993985 Long DBT NUSS RO Y 2 2051-02-14 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BL87 2918673.69000000 PA USD 3242278.78000000 0.022845205675 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4.50000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MAU4 3675000.00000000 PA USD 3789106.29000000 0.026698170760 Long DBT CORP JP N 2 2022-10-18 Fixed 2.77800000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CBB9 2800000.00000000 PA USD 2906934.38000000 0.020482357718 Long DBT CORP US N 2 2031-04-15 Fixed 2.55000000 N N N N N N INTL LEASE FINANCE CORP N/A 459745GN9 5000000.00000000 PA USD 5291124.10000000 0.037281438926 Long DBT CORP US N 2 2022-08-15 Fixed 5.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132FCC52 1917146.88000000 PA USD 2194033.77000000 0.015459235968 Long ABS-MBS MUN US N 2 2036-06-01 Fixed 5.00000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DN7 25800000.00000000 PA USD 24867535.88000000 0.175217496817 Long DBT CORP US N 2 2030-08-21 Fixed 1.75000000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CL6 3750000.00000000 PA USD 4252753.31000000 0.029965043306 Long DBT CORP US N 2 2038-01-15 Fixed 3.40000000 N N N N N N COMM Mortgage Trust N/A 12624QAR4 3727236.36000000 PA USD 3812423.47000000 0.026862464397 Long ABS-MBS USGSE US N 2 2045-10-15 Fixed 2.85300000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 80413TAB5 4500000.00000000 PA USD 4901796.00000000 0.034538219998 Long DBT NUSS SA Y 2 2026-10-26 Fixed 3.25000000 N N N N N N KIA CORP 988400V8MJK9N7OI5X76 49374JAB9 1975000.00000000 PA USD 1985015.60000000 0.013986486890 Long DBT CORP KR Y 2 2024-04-16 Fixed 1.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCSB2 9910867.20000000 PA USD 10790819.40000000 0.076032477564 Long ABS-MBS MUN US N 2 2048-07-01 Fixed 4.00000000 N N N N N N Natixis Commercial Mortgage Se N/A 63875BAA3 5000000.00000000 PA USD 5143944.00000000 0.036244402975 Long ABS-MBS USGSE US Y 2 2036-10-15 Fixed 2.50730000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NAY5 1200000.00000000 PA USD 1377000.00000000 0.009702388458 Long DBT CORP NL N 2 2028-01-27 Fixed 5.99900000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAF4 2475000.00000000 PA USD 2385244.37000000 0.016806512306 Long DBT CORP GB Y 2 2031-02-15 Fixed 1.90000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SU3 36385000.00000000 PA USD 34724934.38000000 0.244673059228 Long DBT UST US N 2 2051-02-15 Fixed 1.87500000 N N N N N N ASPLUNDH TREE EXPERT LLC N/A 04538FAD1 1736875.00000000 PA USD 1730118.56000000 0.012190473746 Long LON CORP US N 2 2027-09-02 Variable 1.85425000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 64072UAK8 714147.65000000 PA USD 706620.53000000 0.004978872095 Long LON CORP US N 2 2027-04-15 Variable 2.57288000 N N N N N N STATE OF ISRAEL 213800T8ZHTFZIBYPE21 46513JXN6 3100000.00000000 PA USD 3311606.00000000 0.023333687606 Long DBT NUSS IL N 2 2050-01-15 Fixed 3.37500000 N N N N N N COMM Mortgage Trust N/A 12592MBM1 5000000.00000000 PA USD 5417286.50000000 0.038170383453 Long ABS-MBS USGSE US N 2 2047-10-10 Variable 4.18800000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KY6 36375000.00000000 PA USD 39403603.23000000 0.277639117799 Long DBT CORP US N 2 2026-10-21 Fixed 3.20000000 N N N N N N BHARTI AIRTEL INTERNATIO 724500ULW6PWKDAI7I46 08861JAB5 2000000.00000000 PA USD 2201442.56000000 0.015511438552 Long DBT CORP NL Y 2 2024-05-20 Fixed 5.35000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SW9 1775000.00000000 PA USD 1737558.59000000 0.012242896448 Long DBT UST US N 2 2041-02-15 Fixed 1.87500000 N N N N N N AEP TRANSMISSION CO LLC 549300X123Z1I0LA3Y84 00115AAE9 1650000.00000000 PA USD 1791365.07000000 0.012622018722 Long DBT CORP US N 2 2026-12-01 Fixed 3.10000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAV1 1925000.00000000 PA USD 2280638.57000000 0.016069456310 Long DBT CORP US N 2 2047-10-01 Fixed 5.40000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBQ9 200000.00000000 PA USD 204952.02000000 0.001444098847 Long DBT CORP IT Y 2 2032-06-01 Fixed 4.19800000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEF1 4500000.00000000 PA USD 4635000.00000000 0.032658366380 Long DBT NUSS DO Y 2 2032-09-23 Fixed 4.87500000 N N N N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 075887CJ6 8450000.00000000 PA USD 8850317.23000000 0.062359633804 Long DBT CORP US N 2 2030-05-20 Fixed 2.82300000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325CU7 3600000.00000000 PA USD 3823920.00000000 0.026943469335 Long DBT NUSS CO N 2 2045-06-15 Fixed 5.00000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BQ2 7325000.00000000 PA USD 8279385.68000000 0.058336830840 Long DBT CORP US N 2 2027-03-25 Fixed 3.75000000 N N N N N N Navient Student Loan Trust N/A 63942BAA2 10155245.03000000 PA USD 10136672.10000000 0.071423333618 Long ABS-O CORP US Y 2 2069-05-15 Fixed 0.84000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RHJ4 15225000.00000000 PA USD 17628372.67000000 0.124210108597 Long DBT CORP US N 2 2029-03-01 Fixed 4.35000000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BAN0 2890000.00000000 PA USD 3541163.44000000 0.024951157073 Long DBT CORP US N 2 2041-09-15 Fixed 4.80000000 N N N N N N SPIN HOLDCO INC 549300QAS44U2GUXGK45 84850XAK8 770000.00000000 PA USD 770100.10000000 0.005426151287 Long LON CORP US N 2 2028-03-01 Variable 4.75000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DP4 3000000.00000000 PA USD 2785410.00000000 0.019626092837 Long DBT NUSS PE N 2 2032-12-01 Fixed 1.86200000 N N N N N N O'REILLY AUTOMOTIVE INC 549300K2RLMQL149Q332 67103HAK3 4750000.00000000 PA USD 4557693.12000000 0.032113659495 Long DBT CORP US N 2 2031-03-15 Fixed 1.75000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDC3 2988000.00000000 PA USD 3079134.00000000 0.021695682051 Long DBT CORP MX N 2 2030-01-23 Fixed 7.00000000 N N N N N N 20 TSQ GroundCo LLC N/A 90137LAJ9 12000000.00000000 PA USD 11587884.00000000 0.081648621628 Long ABS-MBS CORP US Y 2 2035-05-15 Variable 3.20323000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 038461AM1 2700000.00000000 PA USD 2802791.51000000 0.019748563543 Long DBT NUSS EG Y 2 2047-01-31 Fixed 8.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CT4 11150000.00000000 PA USD 11442677.91000000 0.080625494619 Long DBT CORP GB N 2 2032-05-24 Fixed 2.80400000 N N N N N N BRF SA 254900MTXR9LUVQFU480 10552TAH0 1000000.00000000 PA USD 1025500.00000000 0.007225707599 Long DBT CORP BR Y 2 2050-09-21 Fixed 5.75000000 N N N N N Santander Drive Auto Receivabl N/A 80286WAG1 3690000.00000000 PA USD 3735626.85000000 0.026321352821 Long ABS-O CORP US N 2 2027-01-15 Fixed 1.48000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCG5 3775000.00000000 PA USD 3984512.50000000 0.028075009508 Long DBT CORP MX N 2 2027-03-13 Fixed 6.50000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDL2 20850000.00000000 PA USD 20060404.45000000 0.141346286574 Long DBT CORP US N 2 2051-01-15 Fixed 2.80000000 N N N N N N Sequoia Mortgage Trust N/A 81733YAA7 1053026.58000000 PA USD 1073758.36000000 0.007565737632 Long ABS-CBDO USGSE US Y 2 2045-05-25 Variable 3.50000000 N N N N N N Citigroup Commercial Mortgage N/A 17323VBD6 1700000.00000000 PA USD 1811344.05000000 0.012762791289 Long ABS-MBS USGSE US N 2 2048-04-10 Variable 3.75800000 N N N N N N Hudson Yards N/A 44421LAA0 6000000.00000000 PA USD 6377569.20000000 0.044936567756 Long ABS-MBS USGSE US Y 2 2038-08-10 Fixed 2.83500000 N N N N N N MVW Owner Trust N/A 553896AA9 2463313.50000000 PA USD 2515637.97000000 0.017725270011 Long ABS-O CORP US Y 2 2034-12-20 Fixed 2.42000000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448DP0 3125000.00000000 PA USD 3514543.47000000 0.024763591867 Long DBT CORP US N 2 2046-10-06 Fixed 3.45000000 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759AR1 7971000.00000000 PA USD 8536381.44000000 0.060147631635 Long DBT CORP US N 2 2026-07-01 Fixed 2.90000000 N N N N N N DUKE REALTY LP 2549009GZDBNY1KE9O81 26441YBE6 3125000.00000000 PA USD 2996599.91000000 0.021114144068 Long DBT CORP US N 2 2030-07-01 Fixed 1.75000000 N N N N N N CREDIT AGRICOLE LONDON 969500TJ5KRTCJQWXH05 22535WAD9 11050000.00000000 PA USD 11839432.66000000 0.083421041973 Long DBT CORP FR Y 2 2024-10-04 Fixed 3.25000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SE9 20120000.00000000 PA USD 25689153.23000000 0.181006640386 Long DBT UST US N 2 2048-11-15 Fixed 3.37500000 N Y N N N N AGL CLO 7 LTD N/A 008511AA5 5000000.00000000 PA USD 5000000.00000000 0.035230168695 Long ABS-O CORP KY Y 2 2031-07-15 Variable 1.98375000 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 822582BT8 4875000.00000000 PA USD 5264975.43000000 0.037097194515 Long DBT CORP NL N 2 2026-05-10 Fixed 2.87500000 N N N N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 36321PAD2 3334000.00000000 PA USD 3268333.70000000 0.023028789520 Long DBT CORP JE Y 2 2034-03-31 Fixed 2.16000000 N N N N N N Barclays Commercial Mortgage S N/A 07332VBB0 5000000.00000000 PA USD 5392524.50000000 0.037995909565 Long ABS-MBS USGSE US N 2 2050-02-15 Fixed 3.48800000 N N N N N N Federal Home Loan Bank Discount Notes 2549001DPIFGXC1TOL40 313385LL8 20000000.00000000 PA USD 19998083.40000000 0.140907170353 Long STIV USGSE US N 2 N N N Wells Fargo Commercial Mortgag 549300DNBJ7A0SEFVK31 95000GAW4 6560.86000000 PA USD 6558.65000000 0.000046212469 Long ABS-MBS USGSE US N 2 2049-08-15 Fixed 1.32100000 N N N N N N MDGH - GMTN BV 213800L53ZH5KG593W13 BJ4435571 1800000.00000000 PA USD 1891889.01000000 0.013330313795 Long DBT CORP NL N 2 2026-05-21 Fixed 2.50000000 N N N N N N CHAMPIONX HOLDING INC N/A 15872EAB8 546250.00000000 PA USD 556492.19000000 0.003921062746 Long LON CORP US N 2 2027-06-03 Variable 6.00000000 N N N N N N DUKE ENERGY INDIANA LLC 6URPHM2EAWGJ2C6ISB97 26443TAC0 11425000.00000000 PA USD 11057047.82000000 0.077908331994 Long DBT CORP US N 2 2050-04-01 Fixed 2.75000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBE4 4300000.00000000 PA USD 4308947.83000000 0.030360991790 Long DBT CORP CA N 2 2051-08-01 Fixed 3.40000000 N N N N N N PUBLIC SERVICE COLORADO 5BANEF6PGSEK0SNMQF44 744448CS8 4450000.00000000 PA USD 4816493.55000000 0.033937176057 Long DBT CORP US N 2 2050-03-01 Fixed 3.20000000 N N N N N N KOREA ELECTRIC POWER CO 988400QG33WS7JEIV602 500631AU0 6975000.00000000 PA USD 6958539.00000000 0.049030100568 Long DBT NUSS KR Y 2 2025-06-15 Fixed 1.12500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202TY59 385322.87000000 PA USD 436119.87000000 0.003072915318 Long ABS-MBS USGSE US N 2 2044-12-20 Fixed 4.50000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBS3 12850000.00000000 PA USD 12686512.66000000 0.089389596233 Long DBT CORP US N 2 2031-03-25 Fixed 2.72600000 N N N N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 BN6167926 475000.00000000 PA 502001.38000000 0.003537118660 Long DBT NUSS CL N 2 2051-01-22 Fixed 1.25000000 N N N N N N ROCKET SOFTWARE INC 549300PVG26ISP5X1556 77313DAN1 984886.66000000 PA USD 965346.51000000 0.006801864079 Long LON CORP US N 2 2025-11-28 Variable 4.35425000 N N N N N N EMBRAER NETHERLANDS FINA 724500PBR8LR26XBSP67 29082HAC6 3000000.00000000 PA USD 3431250.00000000 0.024176703267 Long DBT CORP NL Y 2 2028-01-17 Fixed 6.95000000 N N N N N N Dominos Pizza Master Issuer LL N/A 25755TAN0 27500000.00000000 PA USD 28453975.00000000 0.200487667860 Long ABS-O CORP US Y 2 2051-04-25 Fixed 2.66200000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638CZ3 14725000.00000000 PA 3618036.38000000 0.025492806402 Long DBT NUSS PE Y 2 2034-08-12 Fixed 5.40000000 N N N N N N ACRE COMMERCIAL MORTGAGE TRUST N/A 00489TAA4 4370000.00000000 PA USD 4352378.85000000 0.030667008222 Long ABS-MBS CORP KY Y 2 2037-12-18 Variable 0.91250000 N N N N N N BANCO DE CREDITO DEL PER 549300EQYQ8SCQZ4BY14 05971U2D8 1975000.00000000 PA USD 1955250.00000000 0.013776757468 Long DBT CORP PE Y 2 2031-09-30 Fixed 3.25000000 N N N N N N Federal Home Loan Bank Discount Notes 2549001DPIFGXC1TOL40 313385HP4 25000000.00000000 PA USD 25000000.00000000 0.176150843476 Long STIV USGSE US N 2 N N N BANCOLOMBIA SA 54930052NWJRPNMP1W58 05968LAL6 2650000.00000000 PA USD 2693089.00000000 0.018975595956 Long DBT CORP CO N 2 2029-12-18 Fixed 4.62500000 N N N N Y Bancolombia SA USD XXXX N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CAR6 5825000.00000000 PA USD 5830552.45000000 0.041082269280 Long DBT CORP US N 2 2021-09-01 Fixed 1.80000000 N N N N N N ALLIANCE LAUNDRY SYSTEMS 549300YBOGK6MBI5ND34 01862LAW8 1648678.57000000 PA USD 1649964.54000000 0.011625705817 Long LON CORP US N 2 2027-10-08 Variable 4.25000000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271AU3 5500000.00000000 PA USD 6700377.04000000 0.047211082688 Long DBT CORP US N 2 2030-12-15 Fixed 4.90000000 N N N N N N TELEFONICA EMISIONES SAU 549300Y5MFC4SW5Z3K71 87938WAT0 2125000.00000000 PA USD 2391801.34000000 0.016852712938 Long DBT CORP ES N 2 2027-03-08 Fixed 4.10300000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 ZS0616848 700000.00000000 PA 863260.88000000 0.006082565286 Long DBT NUSS EG Y 2 2031-04-11 Fixed 6.37500000 N N N N N N DISH DBS CORP N/A 25470XBB0 3000000.00000000 PA USD 3228390.00000000 0.022747344862 Long DBT CORP US N 2 2028-07-01 Fixed 7.37500000 N N N N N N UNIV OF CALIFORNIA CA REVENUES N/A 91412GTG0 10230000.00000000 PA USD 12134971.27000000 0.085503416991 Long DBT MUN US N 2 2031-05-15 Fixed 4.60100000 N N N N N N CHICAGO IL HSG AUTH N/A 16753QAY3 2975000.00000000 PA USD 3231726.73000000 0.022770855575 Long DBT MUN US N 2 2025-01-01 Fixed 3.68200000 N N N N N N OMAN SOVEREIGN SUKUK 549300KM6RUZQLK8LU36 68204LAB0 500000.00000000 PA USD 512311.56000000 0.003609764536 Long DBT CORP OM Y 2 2030-06-15 Fixed 4.87500000 N N N N N N SMB Private Education Loan Tru 549300GD7VLLBVPDNJ81 78448RAB2 1652967.99000000 PA USD 1669875.70000000 0.011766000522 Long ABS-O CORP US Y 2 2027-07-15 Fixed 2.75000000 N N N N N N LS GROUP OPCO ACQUISITIO N/A 50220KAB0 673312.50000000 PA USD 672470.86000000 0.004738252368 Long LON CORP US N 2 2027-11-02 Variable 4.25000000 N N N N N N Ameriquest Mortgage Securities N/A 03072SUQ6 1005422.53000000 PA USD 1004378.20000000 0.007076882683 Long ABS-O CORP US N 2 2034-10-25 Variable 1.11150000 N N N N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 02376CBA2 636243.72000000 PA USD 620337.63000000 0.004370919870 Long LON CORP US N 2 2023-12-14 Variable 2.07288000 N N N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 401494AN9 1800000.00000000 PA USD 1973340.00000000 0.013904220218 Long DBT NUSS GT Y 2 2026-05-03 Fixed 4.50000000 N N N N N N KOREA HYDRO & NUCLEAR PO 9884008CRY5MLCN8OQ43 50064YAP8 2500000.00000000 PA USD 2488397.20000000 0.017533330627 Long DBT NUSS KR Y 2 2026-04-27 Fixed 1.25000000 N N N N N PATTERN ENERGY OP LP/PAT N/A 70339PAA7 600000.00000000 PA USD 621120.00000000 0.004376432476 Long DBT CORP US Y 2 2028-08-15 Fixed 4.50000000 N N N N N N SITE CENTERS CORP W2AVA6SODOQ1LCYJQR54 23317HAD4 2968000.00000000 PA USD 3135596.22000000 0.022093516758 Long DBT CORP US N 2 2025-02-01 Fixed 3.62500000 N N N N N N UTAH ST MUNI PWR AGY PWR SPLY 549300ZRZ5YVJ6KNNV32 91756TAK7 1750000.00000000 PA USD 1775207.53000000 0.012508172150 Long DBT MUN US N 2 2022-07-01 Fixed 2.26200000 N N N N N N UNIV OF CALIFORNIA CA REVENUES N/A 91412GXE0 17045000.00000000 PA USD 19344904.01000000 0.136304846333 Long DBT MUN US N 2 2045-05-15 Fixed 3.93100000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AT5 10275000.00000000 PA USD 10062413.54000000 0.070900105299 Long DBT CORP CH Y 2 2027-02-02 Fixed 1.30500000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 74977RDF8 4500000.00000000 PA USD 4738083.03000000 0.033384692887 Long DBT CORP NL Y 2 2024-07-22 Fixed 2.62500000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BK9 3600000.00000000 PA USD 3775536.00000000 0.026602554039 Long DBT NUSS PA N 2 2030-01-23 Fixed 3.16000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDP1 350000.00000000 PA 478640.34000000 0.003372515984 Long DBT CORP US N 2 2028-11-15 Fixed 2.62500000 N N N N N N Federal Farm Credit Discount Notes N/A 313313UJ5 11627000.00000000 PA USD 11621980.97000000 0.081888870029 Long STIV USGSE US N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BP59 400853.39000000 PA USD 444942.52000000 0.003135080007 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 4.50000000 N N N N N N SVB FINANCIAL GROUP 549300D2KJ20JMXE7542 78486QAG6 5385000.00000000 PA USD 5462382.45000000 0.038488131038 Long DBT CORP US N 2 N/A Fixed 4.10000000 N N N N N N FIC Funding, LLC N/A 30260GAA4 11351197.00000000 PA USD 11352511.47000000 0.079990178840 Long ABS-O CORP US Y 2 2033-04-15 Fixed 1.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9RK9 7864284.77000000 PA USD 8639780.16000000 0.060876182505 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.00000000 N N N N N N Barclays Commercial Mortgage S N/A 05491VAL0 1250000.00000000 PA USD 1096853.13000000 0.007728464160 Long ABS-MBS USGSE US Y 2 2038-08-05 Variable 4.40871700 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAQ4 12025000.00000000 PA USD 13485015.62000000 0.095015875030 Long DBT CORP US N 2 2030-11-15 Fixed 4.15000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AY3 1500000.00000000 PA USD 1646250.00000000 0.011599533042 Long DBT CORP US Y 2 2028-04-01 Fixed 7.50000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAD9 4175000.00000000 PA USD 4537826.33000000 0.031973677423 Long DBT CORP GB Y 2 2030-04-15 Fixed 3.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B0YQ3 79983357.70000000 PA USD 84371964.55000000 0.594487708850 Long ABS-CBDO USGSE US N 2 2048-02-25 Fixed 3.00000000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAA6 2775000.00000000 PA USD 2963447.34000000 0.020880549941 Long DBT CORP NL Y 2 2030-01-21 Fixed 3.68000000 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 75915TAD4 2012842.44000000 PA USD 2007045.45000000 0.014141709956 Long LON CORP US N 2 2025-11-16 Variable 3.85425000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523CJ7 5075000.00000000 PA USD 5267514.09000000 0.037115081999 Long DBT CORP US N 2 2040-03-15 Fixed 3.20000000 N N N N N N Morgan Stanley BAML Trust N/A 61764PBC5 933818.86000000 PA USD 980849.34000000 0.006911097542 Long ABS-MBS USGSE US Y 2 2046-12-15 Fixed 4.38400000 N N N N N N ONTARIO TEACHERS' FINANC 635400ZZE5J8OXXBBY26 68329AAC2 15000000.00000000 PA USD 15444750.00000000 0.108824229591 Long DBT NUSS CA Y 2 2024-09-12 Fixed 1.62500000 N N N N N N UNIV OF MASSACHUSETTS MA BLDG 6ILE2573NPR1XO2TR556 914437UR7 7620000.00000000 PA USD 8186725.31000000 0.057683942746 Long DBT MUN US N 2 2035-11-01 Fixed 3.09700000 N N N N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 EUR210730 1.00000000 NC USD -13000.27000000 -0.00009160034 N/A DFE CORP US N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 703900.73000000 USD 582296.30000000 EUR 2021-07-30 -13000.27000000 N N N Navient Student Loan Trust N/A 63935BAA1 6255890.25000000 PA USD 6297486.29000000 0.044372300870 Long ABS-O CORP US Y 2 2069-01-15 Fixed 1.31000000 N N N N N N AMERIGAS PART/FIN CORP N/A 030981AJ3 1050000.00000000 PA USD 1175632.50000000 0.008283546259 Long DBT CORP US N 2 2026-08-20 Fixed 5.87500000 N N N N N N CENTERPOINT ENERGY RESOU 2JADVB0458J06WCD4N56 15189YAD8 3550000.00000000 PA USD 4636872.12000000 0.032671557401 Long DBT CORP US N 2 2037-02-01 Fixed 6.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H030682 76200000.00000000 PA USD 79475706.94000000 0.559988512535 Long ABS-O USGSE US N 2 2051-08-20 Fixed 3.00000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 80413TAR0 6150000.00000000 PA USD 6493440.60000000 0.045753001550 Long DBT NUSS SA Y 2 2055-01-21 Fixed 3.75000000 N N N N N N MCKESSON CORP 549300WZWOM80UCFSF54 581557BH7 500000.00000000 PA 755775.32000000 0.005325218403 Long DBT CORP US N 2 2029-02-17 Fixed 3.12500000 N Y N N N N C&W SENIOR FINANCING DAC 5493009O8OIWZPZRY516 12674TAA4 3000000.00000000 PA USD 3201450.00000000 0.022557524713 Long DBT CORP IE Y 2 2027-09-15 Fixed 6.87500000 N N N N N N PERU LNG SRL 254900F70J1LOALV5K70 715604AA2 2100000.00000000 PA USD 1811250.00000000 0.012762128609 Long DBT CORP PE Y 2 2030-03-22 Fixed 5.37500000 N N N N N N AFRICAN EXPORT-IMPORT BA 21380068LJCDYA42GJ76 00831TAB7 2325000.00000000 PA USD 2352526.84000000 0.016575983486 Long DBT NUSS N/A Y 2 2026-05-17 Fixed 2.63400000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BX0 3725000.00000000 PA USD 3631131.60000000 0.025585075764 Long DBT CORP US N 2 2027-10-01 Fixed 1.20000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202TVA1 58292.61000000 PA USD 66837.71000000 0.000470940759 Long ABS-MBS USGSE US N 2 2039-02-20 Fixed 4.50000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475AP0 6000000.00000000 PA USD 6513911.58000000 0.045897240765 Long DBT CORP US N 2 2024-04-29 Fixed 3.90000000 N N N N N N DBUBS Mortgage Trust N/A 23305YAK5 1499383.20000000 PA USD 1498454.93000000 0.010558163993 Long ABS-MBS USGSE US Y 2 2044-08-10 Variable 5.60535500 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 68205LAB9 1500000.00000000 PA USD 1592536.11000000 0.011221063161 Long DBT NUSS OM Y 2 2029-08-01 Fixed 6.00000000 N N N N N N Sequoia Mortgage Trust 549300I3GDJZU6IW8K79 81748HAU3 369785.45000000 PA USD 374930.42000000 0.002641772389 Long ABS-CBDO USGSE US Y 2 2048-11-25 Variable 4.00000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABN4 7800000.00000000 PA USD 7787130.00000000 0.054868380710 Long DBT CORP US N 2 2051-02-15 Fixed 3.30000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38381BZT4 13012016.76000000 PA USD 14184456.72000000 0.099944160619 Long ABS-CBDO USGSE US N 2 2049-01-20 Fixed 3.50000000 N N N N N N CANAL BARGE CO 549300FW5XOTMDFBYM02 137001AF0 3274000.00000000 PA USD 3762130.06000000 0.026508095333 Long DBT CORP US N 2 2034-11-12 Fixed 4.50000000 N N N N N N Countrywide Home Loans N/A 12669GHG9 852442.95000000 PA USD 862971.47000000 0.006080526093 Long ABS-CBDO USGSE US N 2 2035-02-20 Variable 2.66480000 N N N N N N ANTHEM INC 8MYN82XMYQH89CTMTH67 036752AS2 4475000.00000000 PA USD 4918737.91000000 0.034657593267 Long DBT CORP US N 2 2051-03-15 Fixed 3.60000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AD0 9800000.00000000 PA USD 10120123.57000000 0.071306732117 Long DBT CORP CH Y 2 2023-12-14 Fixed 2.99700000 N N N N N N AUSTRALIAN GOVERNMENT 213800J6B7JSBDETCB42 LW0207677 400000.00000000 PA 323602.03000000 0.002280110821 Long DBT NUSS AU N 2 2028-05-21 Fixed 2.25000000 N N N N N N INTERNATIONAL GAME TECH 549300UQ6KHRCZDRGZ76 460599AC7 1610000.00000000 PA USD 1805212.50000000 0.012719588181 Long DBT CORP GB Y 2 2025-02-15 Fixed 6.50000000 N N N N N N Diamond Resorts Owner Trust N/A 252722AA1 6734066.71000000 PA USD 6936184.34000000 0.048872588880 Long ABS-O CORP US Y 2 2032-02-20 Fixed 2.89000000 N N N N N N ADANI PORTS AND SPECIAL 335800QOAXP5TM7OYP69 00652MAG7 2000000.00000000 PA USD 2083559.10000000 0.014680827715 Long DBT CORP IN Y 2 2027-08-04 Fixed 4.20000000 N N N N N N CANADIAN GOVERNMENT 4BFD7AQU0A75QLAHK410 135087K60 1550000.00000000 PA 1259768.88000000 0.008876374031 Long DBT NUSS CA N 2 2022-02-01 Fixed 1.50000000 N N N N N N Winwater Mortgage Loan Trust 5493002CYMIHYUBDIR84 97652PAX9 496622.51000000 PA USD 501241.55000000 0.003531764872 Long ABS-CBDO USGSE US Y 2 2044-06-20 Variable 3.85144500 N N N N N N UNITED OVERSEAS BANK LTD IO66REGK3RCBAMA8HR66 91127KAE2 3500000.00000000 PA USD 3501295.00000000 0.024670242700 Long DBT CORP SG Y 2 2031-10-14 Fixed 2.00000000 N N N N N N JAPAN (10 YEAR ISSUE) 353800WZS8AXZXFUC241 ZP3165708 162000000.00000000 PA 1471433.54000000 0.010367770367 Long DBT NUSS JP N 2 2029-12-20 Fixed 0.10000000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756BZ2 2900000.00000000 PA USD 3132667.00000000 0.022072877375 Long DBT NUSS BR N 2 2028-01-13 Fixed 4.62500000 N N N N N N QNB FINANCE LTD 549300MY0DXTHQEX5O57 BN6735318 6420000.00000000 PA 976146.98000000 0.006877964555 Long DBT CORP KY N 2 2026-02-04 Fixed 3.15000000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 BP5188639 3200000.00000000 PA 494313.96000000 0.003482952839 Long DBT NUSS CN N 2 2023-05-20 Fixed 2.57000000 N N N N N N PORT OF CORPUS CHRISTI TX AUTH N/A 733911BN0 2000000.00000000 PA USD 2077705.20000000 0.014639580939 Long DBT MUN US N 2 2022-12-01 Fixed 3.13800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4GS9 2476675.41000000 PA USD 2820315.49000000 0.019872038097 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 5.00000000 N N N N N N COMM Mortgage Trust N/A 12636FBJ1 1575000.00000000 PA USD 1732889.50000000 0.012209997883 Long ABS-MBS USGSE US N 2 2048-10-10 Fixed 3.77400000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAL9 29085000.00000000 PA USD 27483286.14000000 0.193648161402 Long DBT CORP US N 2 2031-02-15 Fixed 1.70000000 N N N N N N VOYA FINANCIAL INC 549300T065Z4KJ686G75 45685EAJ5 1000000.00000000 PA USD 1373297.31000000 0.009676299180 Long DBT CORP US N 2 2043-07-15 Fixed 5.70000000 N N N N N N PARTNERRE FINANCE B LLC 549300O0FAGHK2F79881 70213BAC5 11875000.00000000 PA USD 12409375.00000000 0.087436874930 Long DBT CORP US N 2 2050-10-01 Fixed 4.50000000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HS2 489850.00000000 PA USD 175469.17000000 0.001236361691 Long DBT NUSS AR N 2 2030-07-09 Fixed 0.12500000 N N N N N N Morgan Stanley Capital I Trust N/A 61767YAZ3 8750000.00000000 PA USD 10107349.00000000 0.071216722066 Long ABS-MBS USGSE US N 2 2051-07-15 Fixed 4.17700000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BP4 9700000.00000000 PA USD 9516411.01000000 0.067052953051 Long DBT CORP US N 2 2028-01-30 Fixed 1.15000000 N N N N N N UBS Commercial Mortgage Trust N/A 90276EAC1 12548000.00000000 PA USD 13359235.73000000 0.094129625681 Long ABS-MBS CORP US N 2 2050-06-15 Fixed 3.25600000 N N N N N N BANCO BTG PACTUAL/CAYMAN ZXLTQRYIK6IJH3R0IK66 05971AAG6 6000000.00000000 PA USD 5847000.00000000 0.041198159272 Long DBT CORP BR Y 2 2026-01-11 Fixed 2.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202TWF9 109906.50000000 PA USD 126051.12000000 0.000888160444 Long ABS-MBS USGSE US N 2 2044-05-20 Fixed 4.50000000 N N N N N N AMERIPRISE FINANCIAL INC 6ZLKQF7QB6JAEKQS5388 03076CAJ5 3975000.00000000 PA USD 4053761.01000000 0.028562936846 Long DBT CORP US N 2 2022-03-22 Fixed 3.00000000 N N N N N N Bayview Financial Acquisition N/A 07325NDA7 4745000.00000000 PA USD 4741075.41000000 0.033405777298 Long ABS-O CORP US N 2 2041-02-28 Variable 1.07000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B1MS0 16522934.03000000 PA USD 17129411.63000000 0.120694412275 Long ABS-CBDO USGSE US N 2 2045-04-25 Fixed 3.50000000 N N N N N N CarMax Auto Owner Trust N/A 14315XAC2 7550000.00000000 PA USD 7687966.44000000 0.054169670921 Long ABS-O CORP US N 2 2024-12-16 Fixed 1.89000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162UAW0 1445000.00000000 PA USD 1677435.33000000 0.011819265930 Long ABS-MBS USGSE US N 2 2052-01-15 Fixed 4.23170000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BD6 5000000.00000000 PA USD 5526500.00000000 0.038939905458 Long DBT CORP US N 2 N/A Fixed 5.37500000 N N N N N N AIRPORT AUTHORITY HK 254900748HGC4RBR4O84 00946AAA2 4675000.00000000 PA USD 4533020.25000000 0.031939813621 Long DBT NUSS HK Y 2 2031-02-04 Fixed 1.62500000 N N N N N N RELX CAPITAL INC 2R15C3RTKJN1RCBOV146 74949LAA0 500000.00000000 PA 621767.27000000 0.004380993162 Long DBT CORP US N 2 2025-05-12 Fixed 1.30000000 N N N N N N NEDER WATERSCHAPSBANK JLP5FSPH9WPSHY3NIM24 63983TBK0 4500000.00000000 PA USD 4532822.10000000 0.031938417449 Long DBT NUSS NL Y 2 2021-11-15 Fixed 2.12500000 N N N N N N FEDEX CORP 549300E707U7WNPZN687 31428XBL9 325000.00000000 PA 413389.95000000 0.002912759535 Long DBT CORP US N 2 2027-01-11 Fixed 1.62500000 N N N N N N KINGDOM OF JORDAN 5493000JZ4MYPVMBVN50 418097AH4 1000000.00000000 PA USD 1072975.02000000 0.007560218192 Long DBT NUSS JO Y 2 2027-01-31 Fixed 5.75000000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 05533UAE8 300000.00000000 PA USD 318255.00000000 0.002242435467 Long DBT CORP MX Y 2 2029-11-12 Fixed 5.35000000 N N N N Y BBVA Bancomer SA/Texas USD XXXX N N N Cayuga Park CLO, Ltd. N/A 149791AA3 27000000.00000000 PA USD 27000000.00000000 0.190242910954 Long ABS-O CORP KY Y 2 2031-07-17 Variable 1.78975000 N N N N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 BJ9620649 72000000.00000000 PA 903972.38000000 0.006369419888 Long DBT NUSS RU N 2 2025-07-16 Fixed 4.50000000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JBD9 4075000.00000000 PA USD 4529552.64000000 0.031915380724 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXJ8 6925000.00000000 PA USD 7512913.80000000 0.052936244113 Long DBT CORP US N 2 2025-04-01 Fixed 3.50000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAC7 7674000.00000000 PA USD 8434253.97000000 0.059428038036 Long DBT CORP FR Y 2 2024-07-11 Fixed 4.62500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746SH5 5600000.00000000 PA USD 6039071.64000000 0.042551502528 Long DBT CORP US N 2 2026-10-23 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M5X47 2400938.01000000 PA USD 2762733.41000000 0.019466312818 Long ABS-MBS MUN US N 2 2033-12-01 Fixed 7.00000000 N N N N N N JPMDB Commercial Mortgage Secu N/A 46652JBA9 9000000.00000000 PA USD 9283307.40000000 0.065410497150 Long ABS-MBS USGSE US N 2 2053-05-13 Fixed 2.53610000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHEZ1 10823791.46000000 PA USD 11749533.78000000 0.082787611432 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.50000000 N N N N N N JP Morgan Mortgage Trust N/A 46646BAE8 0.05000000 PA USD 0.05000000 0.000000000352 Long ABS-CBDO USGSE US Y 3 2046-05-25 Variable 3.50000000 N N N N N N OJSC NOVO(STEEL FUNDING) 549300RUD5HLLXOVGU89 BP7729828 300000.00000000 PA 355981.43000000 0.002508257166 Long DBT CORP IE Y 2 2026-06-02 Fixed 1.45000000 N N N N N N IHO VERWALTUNGS GMBH 529900JL0HDVGZMUJF32 QZ5113407 400000.00000000 PA 483719.65000000 0.003408304974 Long DBT CORP DE Y 2 2026-09-15 Fixed 3.75000000 N N Y N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 37443GAB7 2325000.00000000 PA USD 2352600.38000000 0.016576501652 Long DBT NUSS GH Y 2 2032-03-26 Fixed 8.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CPF5 313188.01000000 PA USD 335526.61000000 0.002364131814 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 4.00000000 N N N N N N ENA MASTER TRUST 549300CBCHB6Q73VG753 29249BAA3 3800000.00000000 PA USD 3823218.00000000 0.026938523019 Long DBT CORP PA Y 2 2048-05-19 Fixed 4.00000000 N N N N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 59217GEG0 3025000.00000000 PA USD 3247561.59000000 0.022882428532 Long DBT CORP US Y 2 2030-04-09 Fixed 2.95000000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAF9 1925000.00000000 PA USD 2293252.50000000 0.016158334487 Long DBT CORP AT N 2 2029-01-15 Fixed 6.00000000 N N N N N N MIAMI-DADE CNTY FL AVIATION RE N/A 59333PV21 1500000.00000000 PA USD 1562165.55000000 0.011007071171 Long DBT MUN US N 2 2023-10-01 Fixed 2.36800000 N N N N N N ISTAR INC QFFLKWYYS3UPWD86E794 45031UCF6 800000.00000000 PA USD 842000.00000000 0.005932760408 Long DBT CORP US N 2 2024-10-01 Fixed 4.75000000 N N N N N N CABLEVISION LIGHTPATH 5493002ZVBLRLGES1R71 12687HAB3 422875.00000000 PA USD 422875.00000000 0.002979591517 Long LON CORP US N 2 2027-11-30 Variable 3.75000000 N N N N N N COMM Mortgage Trust N/A 12655TBP3 6500000.00000000 PA USD 7048336.10000000 0.049662813964 Long ABS-MBS USGSE US N 2 2057-08-15 Fixed 3.26300000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBD7 23700000.00000000 PA USD 26465370.51000000 0.186475893530 Long DBT CORP US N 2 2030-05-06 Fixed 3.70200000 N N N N N N MX REMIT FUND FIDUC EST 54930007WQ6S3GFCM563 593035AA6 3260000.00000000 PA USD 3208785.40000000 0.022609210189 Long DBT CORP LU Y 2 2028-01-15 Fixed 4.87500000 N N N N N N COMM Mortgage Trust 549300YJIXJB9DCDOI21 12626BAQ7 2000000.00000000 PA USD 2141990.60000000 0.015092538036 Long ABS-MBS USGSE US Y 2 2046-08-10 Variable 5.06378100 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCT6 28750000.00000000 PA USD 33279760.88000000 0.234490317988 Long DBT CORP US N 2 2028-10-15 Fixed 4.15000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F5RP6 13126403.28000000 PA USD 15212057.50000000 0.107184670385 Long ABS-CBDO USGSE US N 2 2048-06-15 Variable 9.80339200 N N N N N N ADIENT US LLC 213800SOTRCDGZUHL712 00687MAC5 821332.88000000 PA USD 821078.27000000 0.005785345192 Long LON CORP US N 2 2028-04-10 Variable 3.60425000 N N N N N N Impac CMB Trust N/A 45254NMB0 420901.77000000 PA USD 430323.15000000 0.003032071433 Long ABS-CBDO USGSE US N 2 2035-03-25 Variable 0.75150000 N N N N N N PETRONAS CAPITAL LTD 549300G7YFX3540OYR85 716743AP4 1950000.00000000 PA USD 2136029.38000000 0.015050535079 Long DBT CORP MY Y 2 2030-04-21 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCR64 19671652.73000000 PA USD 21313539.55000000 0.150175918768 Long ABS-MBS MUN US N 2 2048-03-01 Fixed 3.50000000 N N N N N N DUBAI GOVT INT'L BONDS N/A ZO2911030 2000000.00000000 PA USD 1862031.32000000 0.013119935503 Long DBT NUSS AE N 2 2050-09-09 Fixed 3.90000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DC9 1366000.00000000 PA USD 1520764.33000000 0.010715356778 Long DBT CORP US N 2 2025-08-15 Fixed 3.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128LXA59 425580.45000000 PA USD 468417.70000000 0.003300486918 Long ABS-MBS MUN US N 2 2035-04-01 Fixed 4.50000000 N N N N N N Morgan Stanley capital Services I7331LVCZKQKX5T7XV54 NOK210730 1.00000000 NC USD -42377.03000000 -0.00029858998 N/A DFE CORP US N 2 Morgan Stanley capital Services I7331LVCZKQKX5T7XV54 1001793.66000000 USD 8259416.30000000 NOK 2021-07-30 -42377.03000000 N N N JP Morgan Mortgage Trust N/A 46648HAN3 2056297.24000000 PA USD 2092300.95000000 0.014742423085 Long ABS-CBDO USGSE US Y 2 2047-05-25 Variable 3.50000000 N N N N N N PRIVATE EXPORT FUNDING CYQE6SAYPFKNQJ6FMH60 742651DR0 25747000.00000000 PA USD 26330310.90000000 0.185524258961 Long DBT CORP US N 2 2022-11-15 Fixed 2.05000000 N N N N N N Verizon Owner Trust 549300XY7L2MRX0BQH89 92348TAA2 44800000.00000000 PA USD 45572813.44000000 0.321107581082 Long ABS-O CORP US N 2 2024-07-22 Fixed 1.85000000 N N N N N N TTM TECHNOLOGIES INC 549300SC4BDOIS008048 87305VAH3 755471.70000000 PA USD 751694.34000000 0.005296463681 Long LON CORP US N 2 2024-09-28 Variable 2.59213000 N N N N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 36321PAB6 3300000.00000000 PA USD 3231847.94000000 0.022771709624 Long DBT CORP JE Y 2 2036-03-31 Fixed 2.62500000 N N N N N N L BRANDS INC GR3KVMWVCR54YWQNXU90 501797AU8 200000.00000000 PA USD 258500.00000000 0.001821399721 Long DBT CORP US Y 2 2025-07-01 Fixed 9.37500000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 ZQ8043700 47400000.00000000 PA 7385591.81000000 0.052039129076 Long DBT NUSS CN N 2 2026-12-05 Fixed 3.12000000 N N N N N N CNA FINANCIAL CORP 549300YX2GSZD7YG1R84 126117AW0 3775000.00000000 PA USD 3707263.10000000 0.026121500882 Long DBT CORP US N 2 2030-08-15 Fixed 2.05000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDM0 12175000.00000000 PA USD 12002396.36000000 0.084569289702 Long DBT CORP US N 2 2031-01-15 Fixed 1.95000000 N N N N N N VOLKSWAGEN BANK GMBH 529900GJD3OQLRZCKW37 AW8992017 300000.00000000 PA 395357.92000000 0.002785705243 Long DBT CORP DE N 2 2026-07-31 Fixed 2.50000000 N N N N N N PRUDENTIAL FUNDING LLC 1DG4ZOS0QLU53YYD8O46 744331AF6 3000000.00000000 PA USD 3401543.70000000 0.023967391675 Long DBT CORP US Y 2 2023-09-15 Fixed 6.75000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505EH3 5000000.00000000 PA USD 5531250.00000000 0.038973374119 Long DBT CORP US N 2 N/A Fixed 6.25000000 N N N N N N NUSTAR LOGISTICS LP N62BF2PKP51FIIOIUN20 67059TAG0 1400000.00000000 PA USD 1522500.00000000 0.010727586367 Long DBT CORP US N 2 2025-10-01 Fixed 5.75000000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46644YBA7 9125000.00000000 PA USD 10022042.25000000 0.070615647827 Long ABS-MBS USGSE US N 2 2048-08-15 Variable 4.77333700 N N N N N N ILLINOIS ST FIN AUTH REVENUE 549300ZG6UBPNNNRN315 45204ED47 5080000.00000000 PA USD 5713413.52000000 0.040256904427 Long DBT MUN US N 2 2047-08-15 Fixed 3.94400000 N N N N N N DUKE ENERGY FLORIDA LLC 7MOHLM3DKE63RX2ZCN83 26444HAA9 5000000.00000000 PA USD 5439962.60000000 0.038330160018 Long DBT CORP US N 2 2046-10-01 Fixed 3.40000000 N N N N N N BNG BANK NV 529900GGYMNGRQTDOO93 05591F2A7 12400000.00000000 PA USD 13117836.00000000 0.092428715039 Long DBT NUSS NL Y 2 2023-09-20 Fixed 3.00000000 N N N N N NATIONAL CENTRAL COOLING 254900E7M1Y3DXGQ1283 ZO9466376 300000.00000000 PA USD 297654.69000000 0.002097284988 Long DBT CORP AE N 2 2027-10-21 Fixed 2.50000000 N N N N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 536797AE3 875000.00000000 PA USD 925400.00000000 0.006520399622 Long DBT CORP US Y 2 2027-12-15 Fixed 4.62500000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCM1 2500000.00000000 PA USD 3222960.93000000 0.022709091452 Long DBT CORP US N 2 2048-10-15 Fixed 4.70000000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 AS1417375 1100000.00000000 PA 1309453.91000000 0.009226456429 Long DBT NUSS EG Y 2 2030-04-16 Fixed 5.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132ACS76 11377391.70000000 PA USD 12382524.07000000 0.087247682372 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.00000000 N N N N N N INDIAN RAILWAY FINANCE 335800F2JHSOGXQEBY56 AX8583459 1600000.00000000 PA USD 1697299.57000000 0.011959230035 Long DBT CORP IN N 2 2024-03-29 Fixed 3.73000000 N N N N N N BLACK HILLS CORP 3MGELCRSTNSAMJ962671 092113AH2 6225000.00000000 PA USD 6689003.47000000 0.047130944130 Long DBT CORP US N 2 2023-11-30 Fixed 4.25000000 N N N N N N BANQUE OUEST AFRICAINE D 529900LIZJABE4JJS826 BN5341076 3650000.00000000 PA 4527564.61000000 0.031901372997 Long DBT NUSS N/A Y 2 2033-01-22 Fixed 2.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WH5T5 12720524.37000000 PA USD 13807746.95000000 0.097289850870 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.50000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822BN3 9000000.00000000 PA USD 9366600.06000000 0.065997380043 Long DBT CORP JP N 2 2025-02-25 Fixed 2.19300000 N N N N N N MAGELLAN MIDSTREAM PARTN MZF5TI8NFVZZNUSKDL39 559080AQ9 10675000.00000000 PA USD 11494199.61000000 0.080988518255 Long DBT CORP US N 2 2030-06-01 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8N66 4672450.63000000 PA USD 5170270.67000000 0.036429901580 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.50000000 N N N N N N HUDSON PACIFIC PROPERTIE 5493007NTUGLGZ8T3526 44409MAC0 3000000.00000000 PA USD 3165884.28000000 0.022306927450 Long DBT CORP US N 2 2030-01-15 Fixed 3.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H020675 64950000.00000000 PA USD 66147516.27000000 0.466077631393 Long ABS-O USGSE US N 2 2051-07-20 Fixed 2.00000000 N N N N N N Verus Securitization Trust N/A 92537KAD6 2070000.00000000 PA USD 2109159.02000000 0.014861205615 Long ABS-CBDO USGSE US Y 2 2059-11-25 Variable 3.20700000 N N N N N N Toronto Dominion bank PT3QB789TSUIDF371261 GBP210730 1.00000000 NC USD 105734.60000000 0.000745009558 N/A DFE CORP US N 2 Toronto Dominion bank PT3QB789TSUIDF371261 15356731.58000000 GBP 21350697.34000000 USD 2021-07-30 105734.60000000 N N N MIDAMERICAN ENERGY CO NINLOILYRTLIMK26MZ18 595620AS4 6150000.00000000 PA USD 7015450.08000000 0.049431097958 Long DBT CORP US N 2 2048-08-01 Fixed 3.65000000 N N N N N N MVW Owner Trust N/A 55389TAA9 7349399.01000000 PA USD 7344285.30000000 0.051748082013 Long ABS-O CORP US Y 2 2041-01-22 Fixed 1.14000000 N N N N N N TEXAS INSTRUMENTS INC WDJNR2L6D8RWOEB8T652 882508BD5 3100000.00000000 PA USD 3931969.29000000 0.027704788278 Long DBT CORP US N 2 2048-05-15 Fixed 4.15000000 N N N N N N Sequoia Mortgage Trust N/A 81746QAA9 652044.67000000 PA USD 664689.58000000 0.004683425206 Long ABS-CBDO USGSE US Y 2 2048-02-25 Variable 3.50000000 N N N N N N AMERICAN FINANCIAL GROUP 549300AFOM7IVKIU1G39 025932AK0 2700000.00000000 PA USD 2932000.63000000 0.020658975361 Long DBT CORP US N 2 2026-08-15 Fixed 3.50000000 N N N N N N WCG PURCHASER CORP 254900CEZYHAWVXDTS47 23343FAB0 2208872.18000000 PA USD 2214394.36000000 0.015602697372 Long LON CORP US N 2 2027-01-08 Variable 5.00000000 N N N N N N JP Morgan Mortgage Trust N/A 46591DBF5 3570708.91000000 PA USD 3593852.46000000 0.025322405686 Long ABS-CBDO USGSE US Y 2 2049-10-25 Variable 1.04150000 N N N N N N TRANS UNION LLC X8NPN6PWJOM1QCTYFV34 89334GAX2 1731538.45000000 PA USD 1718794.33000000 0.012110682839 Long LON CORP US N 2 2026-11-16 Variable 1.85425000 N N N N N N Sequoia Mortgage Trust N/A 81746FCB9 2247884.89000000 PA USD 2320305.67000000 0.016348952035 Long ABS-CBDO USGSE US Y 2 2047-09-25 Variable 3.76715500 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 817477AF9 5900000.00000000 PA USD 5581323.06000000 0.039326190589 Long DBT NUSS RS Y 2 2030-12-01 Fixed 2.12500000 N N N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 EUR210730 1.00000000 NC USD 15563.37000000 0.000109660030 N/A DFE CORP US N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 478815.97000000 EUR 583683.37000000 USD 2021-07-30 15563.37000000 N N N HUMANA INC 529900YLDW34GJAO4J06 444859BF8 6250000.00000000 PA USD 7007863.13000000 0.049377640052 Long DBT CORP US N 2 2027-03-15 Fixed 3.95000000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756CC2 2975000.00000000 PA USD 2999990.00000000 0.021138030756 Long DBT NUSS BR N 2 2030-06-12 Fixed 3.87500000 N N N N N N PORT OF CORPUS CHRISTI TX AUTH N/A 733911BR1 1000000.00000000 PA USD 1103530.30000000 0.007775511725 Long DBT MUN US N 2 2025-12-01 Fixed 3.48700000 N N N N N N RIO OIL FINANCE TRUST N/A 76716XAC6 2544000.00000000 PA USD 2933232.00000000 0.020667651636 Long DBT CORP US Y 2 2028-04-06 Fixed 8.20000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BS2 6150000.00000000 PA USD 7324038.63000000 0.051605423293 Long DBT CORP US N 2 2049-07-01 Fixed 5.12500000 N N N N N N NATURA COSMETICOS SA N/A 63883KAB1 2525000.00000000 PA USD 2588125.00000000 0.018236016070 Long DBT CORP BR Y 2 2028-05-03 Fixed 4.12500000 N N N N N N DELEK US HOLDINGS INC 5493003O53JMENV1N385 24664GAD3 1964622.03000000 PA USD 1915506.48000000 0.013496723285 Long LON CORP US N 2 2025-03-31 Variable 2.35425000 N N N N N N LIONS GATE CAPITAL HOLD 549300MWJHNLR35C0837 53627MAB9 868913.61000000 PA USD 863300.43000000 0.006082843956 Long LON CORP US N 2 2025-03-24 Variable 2.36325000 N N N N N N EXPORT-IMPORT BK INDIA 335800OFZ8YEIVN1QI11 30216JAC9 4000000.00000000 PA USD 4333200.00000000 0.030531873398 Long DBT NUSS IN Y 2 2028-02-01 Fixed 3.87500000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 31325VDB7 6700433.55000000 PA USD 1315158.01000000 0.009266647710 Long ABS-CBDO USGSE US N 2 2044-03-15 Variable 5.84712000 N N N N N N Citigroup Commercial Mortgage N/A 17322YAE0 2752657.11000000 PA USD 2873555.74000000 0.020247170695 Long ABS-MBS USGSE US N 2 2047-10-10 Fixed 3.37100000 N N N N N N MIDWEST CONNECTOR CAPIT N/A 59833CAC6 5800000.00000000 PA USD 6164728.13000000 0.043436882396 Long DBT CORP US Y 2 2029-04-01 Fixed 4.62500000 N N N N N N Tesla Auto Lease Trust N/A 88167HAD8 2300000.00000000 PA USD 2314824.88000000 0.016310334204 Long ABS-O CORP US Y 2 2023-12-20 Fixed 0.78000000 N N N N N N Flagstar Mortgage Trust N/A 33852FAW6 10550000.00000000 PA USD 10622531.25000000 0.074846713581 Long ABS-CBDO USGSE US Y 2 2051-06-01 Variable 2.50000000 N N N N N N GOVERNMENT OF JAMAICA 529900Y93KNSXZI8KK56 470160CB6 2850000.00000000 PA USD 3975750.00000000 0.028013268638 Long DBT NUSS JM N 2 2045-07-28 Fixed 7.87500000 N N N N N N Social Professional Loan Progr N/A 83404LAC5 4186378.48000000 PA USD 4258410.15000000 0.030004901591 Long ABS-O CORP US Y 2 2033-04-25 Fixed 2.34000000 N N N N N N ILLINOIS ST SALES TAX REVENUE 54930048FV8RWPR02D67 452227GG0 10500000.00000000 PA USD 11047831.20000000 0.077843391378 Long DBT MUN US N 2 2026-06-15 Fixed 3.15000000 N N N N N N MIAMI-DADE CNTY FL AVIATION RE N/A 59333P3M8 2375000.00000000 PA USD 2605708.21000000 0.018359907961 Long DBT MUN US N 2 2025-10-01 Fixed 3.50500000 N N N N N N OMNICOM GROUP INC HKUPACFHSSASQK8HLS17 681919BD7 5400000.00000000 PA USD 5489670.56000000 0.038680403982 Long DBT CORP US N 2 2031-08-01 Fixed 2.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HDA35 1085037.61000000 PA USD 1204908.69000000 0.008489827282 Long ABS-MBS MUN US N 2 2044-12-01 Fixed 4.50000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAD2 3500000.00000000 PA USD 3752595.00000000 0.026440910979 Long DBT NUSS MX N 2 2048-02-10 Fixed 4.60000000 N N N N N N Chase Issuance Trust 5493008SHVCX2Y068L12 161571HP2 50500000.00000000 PA USD 51488108.25000000 0.362786947890 Long ABS-O CORP US N 2 2025-01-15 Fixed 1.53000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RZ3 30710000.00000000 PA USD 34959016.56000000 0.246322410166 Long DBT UST US N 2 2047-11-15 Fixed 2.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 01F022477 24000000.00000000 PA USD 25026562.56000000 0.176338004170 Long ABS-O USGSE US N 2 2032-07-25 Fixed 2.50000000 N N N N N N SAN FRANCISCO CALIF CITY &CNTY 54930055TIDYHNDP4F84 79766DLR8 6000000.00000000 PA USD 6141096.00000000 0.043270369610 Long DBT MUN US N 2 2022-05-01 Fixed 3.04600000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DS4 2650000.00000000 PA USD 2533981.12000000 0.017854516465 Long DBT CORP US N 2 2050-11-13 Fixed 2.55000000 N N N N N N DT Auto Owner Trust N/A 23344GAE1 4000000.00000000 PA USD 3996684.80000000 0.028160775945 Long ABS-O CORP US Y 2 2026-10-15 Fixed 0.84000000 N N N N N N Freddie Mac - STACR N/A 35565LAA4 76543.79000000 PA USD 76567.72000000 0.000539498738 Long ABS-CBDO USGSE US Y 2 2050-07-27 Variable 1.19150000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36297GSR2 78996.04000000 PA USD 88690.75000000 0.000624918016 Long ABS-MBS USGSE US N 2 2041-08-20 Fixed 4.50000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RCP5 9000000.00000000 PA USD 10564377.03000000 0.074436956985 Long DBT CORP US N 2 2035-05-15 Fixed 4.50000000 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 459058HS5 1300000.00000000 PA 1082389.48000000 0.007626552794 Long DBT NUSS N/A N 2 2025-01-16 Fixed 1.90000000 N N N N N N Deutsche Bank Commercial Mortg N/A 23312JAD5 10000000.00000000 PA USD 10699931.00000000 0.075392074831 Long ABS-MBS USGSE US N 2 2050-06-10 Fixed 3.12100000 N N N N N N CATALENT PHARMA SOLUTION 549300HALRZ339MSTH85 14880BAH4 2474857.96000000 PA USD 2476417.12000000 0.017448918579 Long LON CORP US N 2 2028-02-22 Variable 2.50000000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AE1 18513112.50000000 PA USD 18740453.52000000 0.132045867787 Long ABS-O CORP US Y 2 2047-11-20 Fixed 3.62900000 N N N N N N UTAH ST MUNI PWR AGY PWR SPLY 549300ZRZ5YVJ6KNNV32 91756TAJ0 500000.00000000 PA USD 500000.00000000 0.003523016869 Long DBT MUN US N 2 2021-07-01 Fixed 2.02300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8C94 2149770.57000000 PA USD 2329088.09000000 0.016410833263 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Tesla Auto Lease Trust N/A 88167HAC0 7800000.00000000 PA USD 7833772.44000000 0.055197024916 Long ABS-O CORP US Y 2 2023-12-20 Fixed 0.68000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SC3 6155000.00000000 PA USD 7506455.26000000 0.052890737022 Long DBT UST US N 2 2048-05-15 Fixed 3.12500000 N N N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 69370PAK7 2800000.00000000 PA USD 2741546.47000000 0.019317028924 Long DBT CORP ID Y 2 2026-02-09 Fixed 1.40000000 N N N N N N GRUPO TELEVISA SAB 549300O4AF0C816ILN62 40049JAZ0 1895000.00000000 PA USD 2606618.66000000 0.018366323023 Long DBT CORP MX N 2 2040-01-15 Fixed 6.62500000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 001192AL7 8475000.00000000 PA USD 9332705.85000000 0.065758560295 Long DBT CORP US N 2 2025-11-15 Fixed 3.87500000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BB9 4000000.00000000 PA USD 4430920.00000000 0.031220411815 Long DBT NUSS PA N 2 2053-04-29 Fixed 4.30000000 N N N N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 56585AAH5 6235000.00000000 PA USD 7366879.70000000 0.051907282917 Long DBT CORP US N 2 2044-09-15 Fixed 4.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJMC1 676388.22000000 PA USD 775240.58000000 0.005462371282 Long ABS-MBS MUN US N 2 2039-07-01 Fixed 5.00000000 N N N N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 PLN210730 1.00000000 NC USD 9989.33000000 0.000070385156 N/A DFE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 3421281.30000000 PLN 907395.77000000 USD 2021-07-30 9989.33000000 N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RCA4 11820000.00000000 PA USD 12425775.00000000 0.087552429884 Long DBT CORP US N 2 N/A Fixed 3.85000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AU2 23750000.00000000 PA USD 26133121.79000000 0.184134857839 Long DBT CORP US N 2 2029-07-01 Fixed 3.50000000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142EE9 22300000.00000000 PA USD 25385067.63000000 0.178864042989 Long DBT CORP US N 2 2028-06-26 Fixed 3.70000000 N N N N N N COTY INC 549300BO9IWPF3S48F93 BP9627566 750000.00000000 PA 892656.90000000 0.006289690634 Long DBT CORP US Y 2 2026-04-15 Fixed 3.87500000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 913017DB2 361000.00000000 PA USD 383090.04000000 0.002699265346 Long DBT CORP US N 2 2023-08-16 Fixed 3.65000000 N N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 124857AR4 4200000.00000000 PA USD 4459320.22000000 0.031420520723 Long DBT CORP US N 2 2027-01-15 Fixed 2.90000000 N N N N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 BN3326749 200000.00000000 PA 225728.73000000 0.001590492247 Long DBT NUSS IT Y 2 2037-03-01 Fixed 0.95000000 N N N N N N Morgan Stanley BAML Trust N/A 61764PBA9 2834140.25000000 PA USD 2976543.04000000 0.020972822685 Long ABS-MBS USGSE US Y 2 2046-12-15 Fixed 3.98900000 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAG0 4750000.00000000 PA USD 4790326.08000000 0.033752799180 Long ABS-O CORP US Y 2 2061-03-15 Fixed 1.98000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132ACS68 17892731.44000000 PA USD 19486454.03000000 0.137302212550 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAK8 5000000.00000000 PA USD 5079527.00000000 0.035790518620 Long DBT CORP US N 2 2030-12-01 Fixed 3.12500000 N N N N N N GRUPO AVAL LTD 549300J4FW1ELLQ80113 40053FAC2 3325000.00000000 PA USD 3286596.25000000 0.023157468064 Long DBT CORP KY Y 2 2030-02-04 Fixed 4.37500000 N N N N N N REPUBLIC OF SENEGAL 549300NP14ZLQGWIUZ97 81720TAD7 2000000.00000000 PA USD 2015480.00000000 0.014201140080 Long DBT NUSS SN Y 2 2048-03-13 Fixed 6.75000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225433AT8 7700000.00000000 PA USD 8160277.36000000 0.057497589598 Long DBT CORP CH N 2 2023-06-09 Fixed 3.80000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAV8 12000000.00000000 PA USD 13790935.20000000 0.097171394712 Long DBT CORP US N 2 2029-07-23 Fixed 4.20300000 N N N N N N BRE Grand Islander Timeshare I N/A 05588UAA0 3155753.15000000 PA USD 3308952.34000000 0.023314989828 Long ABS-O CORP US Y 2 2033-09-26 Fixed 3.28000000 N N N N N N ALPEK SA DE CV 549300PWKJTP62D4IQ66 020564AD2 1925000.00000000 PA USD 2088644.25000000 0.014716657854 Long DBT CORP MX Y 2 2029-09-18 Fixed 4.25000000 N N N N N VSE VOI Mortgage LLC N/A 918290AA5 982758.02000000 PA USD 985205.09000000 0.006941788304 Long ABS-O CORP US Y 2 2033-07-20 Fixed 2.54000000 N N N N N N EQUITABLE FINANCIAL LIFE 635400B4JJBON4TCHF02 29449WAA5 1825000.00000000 PA USD 1840340.53000000 0.012967101465 Long DBT CORP US Y 2 2025-07-07 Fixed 1.40000000 N N N N N N CD Commercial Mortgage Trust N/A 12515HBA2 5000000.00000000 PA USD 5359147.50000000 0.037760734097 Long ABS-MBS USGSE US N 2 2050-08-15 Fixed 3.22000000 N N N N N N EXELON GENERATION CO LLC S2PEWKCZFFECR4533P43 30161MAR4 9450000.00000000 PA USD 9618961.65000000 0.067775528320 Long DBT CORP US N 2 2022-03-15 Fixed 3.40000000 N N N N N N SOUTHWESTERN PUBLIC SERV OL6FE7QD5EQ3DOYEO258 845743BQ5 2440000.00000000 PA USD 2627868.31000000 0.018516048774 Long DBT CORP US N 2 2046-08-15 Fixed 3.40000000 N N N N N N JAPAN FIN ORG MUNICIPAL 5493007YYYNZ4NMEOD64 471068AR7 2500000.00000000 PA USD 2506109.00000000 0.017658128567 Long DBT NUSS JP Y 2 2025-05-21 Fixed 1.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBX3 13350000.00000000 PA USD 12965502.38000000 0.091355367213 Long DBT CORP US N 2 2032-02-04 Fixed 1.95300000 N N N N N N Tricon American Homes N/A 89613FAB4 1050000.00000000 PA USD 1073807.18000000 0.007566081619 Long ABS-O CORP US Y 2 2036-01-17 Fixed 3.27500000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU 549300O5GNH0TNJ6B119 96221QAE3 1050000.00000000 PA USD 1131901.68000000 0.007975417426 Long ABS-MBS USGSE US N 2 2046-12-15 Variable 4.16200000 N N N N N N Fannie Mae or Freddie Mac N/A 01F020687 257900000.00000000 PA USD 259894696.60000000 1.831226800848 Long ABS-O USGSE US N 2 2050-08-25 Fixed 2.00000000 N N N N N N AUST & NZ BANKING GROUP JHE42UYNWWTJB8YTTU19 052528AL0 8250000.00000000 PA USD 8582887.50000000 0.060475314903 Long DBT CORP AU Y 2 2030-07-22 Fixed 2.95000000 N N N N N N Navient Student Loan Trust N/A 63941LAB9 4025813.27000000 PA USD 4206497.41000000 0.029639122674 Long ABS-O CORP US Y 2 2059-12-15 Fixed 3.39000000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776743AN6 5475000.00000000 PA USD 5384609.83000000 0.037940142533 Long DBT CORP US N 2 2027-09-15 Fixed 1.40000000 N N N N N N PTTEP TREASURY CENTER CO 2549006WFOUPZX6TZG08 69371MAF4 1900000.00000000 PA USD 1967575.93000000 0.013863606386 Long DBT CORP TH Y 2 2027-06-10 Fixed 2.58700000 N N N N N N HONDURAS GOVERNMENT 5493002DW1JNBNG17615 438180AJ0 350000.00000000 PA USD 366275.00000000 0.002580786007 Long DBT NUSS HN Y 2 2030-06-24 Fixed 5.62500000 N N N N N N EMPRESA NACIONAL DEL PET 549300YP3P0JZBLIV197 29245JAL6 3000000.00000000 PA USD 3346007.94000000 0.023576084836 Long DBT CORP CL Y 2 2029-11-06 Fixed 5.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202EXV6 310083.36000000 PA USD 372979.21000000 0.002628024097 Long ABS-MBS USGSE US N 2 2038-11-20 Fixed 6.50000000 N N N N N N Sequoia Mortgage Trust N/A 81743AAU3 3066505.46000000 PA USD 3107227.43000000 0.021893629306 Long ABS-CBDO CORP US Y 2 2049-12-25 Variable 3.50000000 N N N N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 AZ1293424 1475000.00000000 PA 1802424.34000000 0.012699942711 Long DBT NUSS ES Y 2 2029-10-31 Fixed 0.60000000 N N N N N N INVERSIONES CMPC SA 549300G475ACIABB4385 46128MAJ0 3000000.00000000 PA USD 3330030.00000000 0.023463503732 Long DBT CORP CL Y 2 2027-04-04 Fixed 4.37500000 N N N N N N CANADIAN PACIFIC RAILWAY 54930036474DURYNB481 13648TAA5 3700000.00000000 PA USD 3682560.20000000 0.025947443415 Long DBT CORP CA N 2 2030-03-05 Fixed 2.05000000 N N N N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 BM0807123 425000.00000000 PA 487650.10000000 0.003435999057 Long DBT NUSS IT Y 2 2051-09-01 Fixed 1.70000000 N N N N N N VIRGIN MEDIA BRISTOL LLC N/A BL3183086 2250000.00000000 PA USD 2228760.00000000 0.015703918156 Long LON CORP US N 2 2028-01-31 Variable 2.57288000 N N N N N N Federal Home Loan Bank Discount Notes 2549001DPIFGXC1TOL40 313385MS2 27600000.00000000 PA USD 27596205.00000000 0.194443791500 Long STIV USGSE US N 2 N N N UNITED OVERSEAS BANK LTD IO66REGK3RCBAMA8HR66 91127KAD4 3000000.00000000 PA USD 3000804.69000000 0.021143771090 Long DBT CORP SG Y 2 2026-04-14 Fixed 1.25000000 N N N N N Wells Fargo Commercial Mortgag 5493007OD9MH69ES1S63 95000HBG6 15000000.00000000 PA USD 15692047.50000000 0.110566696120 Long ABS-MBS USGSE US N 2 2049-10-15 Fixed 2.82500000 N N N N N N DBUBS Mortgage Trust N/A 23305JAA0 17410000.00000000 PA USD 18552132.56000000 0.130718951949 Long ABS-MBS USGSE US Y 2 2034-10-10 Fixed 3.45200000 N N N N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 084664CU3 2275000.00000000 PA USD 2300471.33000000 0.016209198606 Long DBT CORP US N 2 2030-03-12 Fixed 1.85000000 N N N N N N PROCTER & GAMBLE CO/THE 2572IBTT8CCZW6AU4141 AV2317155 600000.00000000 PA 731460.96000000 0.005153898602 Long DBT CORP US N 2 2024-10-30 Fixed 0.62500000 N N N N N N Countrywide Alternative Loan T N/A 12667FGL3 763242.17000000 PA USD 782863.83000000 0.005516084959 Long ABS-CBDO USGSE US N 2 2034-06-25 Variable 0.84150000 N N N N N N SMB Private Education Loan Tru 5493008SQ2WS8HE83M61 78449GAB5 5735359.70000000 PA USD 5876243.08000000 0.041404207000 Long ABS-O CORP US Y 2 2032-02-17 Fixed 2.43000000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 80414L2L8 5000000.00000000 PA USD 4844241.60000000 0.034132689753 Long DBT CORP SA Y 2 2050-11-24 Fixed 3.25000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VEN0 577000.00000000 PA USD 626826.34000000 0.004416639540 Long DBT CORP US N 2 2025-02-15 Fixed 3.37600000 N N N N N N Federal Agricultural Mortgage Corp Discount Notes N/A 31315LQN1 25000000.00000000 PA USD 24994201.50000000 0.176109987050 Long STIV USGSE US N 2 N N N HIGHWOODS REALTY LP JUJNVZX73BIYHLR58F51 431282AR3 2875000.00000000 PA USD 3228595.79000000 0.022748794866 Long DBT CORP US N 2 2029-04-15 Fixed 4.20000000 N N N N N N NEW YORK CITY NY HSG DEV CORP 549300SQWVHKBRF8D702 64972C5U3 1000000.00000000 PA USD 1083103.20000000 0.007631581690 Long DBT MUN US N 2 2024-05-01 Fixed 3.65000000 N N N N N N FNA VI LLC N/A 34411YAA5 9874934.51000000 PA USD 9865011.19000000 0.069509201681 Long ABS-O CORP US Y 2 2032-01-10 Fixed 1.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQZQ8 22104891.44000000 PA USD 24243911.49000000 0.170823418325 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4.00000000 N N N N N N Hertz Vehicle Financing LLC N/A 42806DBZ1 957348.61000000 PA USD 961757.49000000 0.006776575723 Long ABS-O CORP US Y 2 2024-07-25 Fixed 4.03000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29279FAA7 8700000.00000000 PA USD 11416542.90000000 0.080441346456 Long DBT CORP US N 2 2049-04-15 Fixed 6.25000000 N N N N N N PFS Financing Corp. N/A 69335PDX0 9861000.00000000 PA USD 9928205.67000000 0.069954472119 Long ABS-O CORP US Y 2 2026-02-15 Fixed 0.97000000 N N N N N N Madison Avenue Trust N/A 55282MAA2 4000000.00000000 PA USD 4109518.40000000 0.028955805297 Long ABS-MBS USGSE US Y 2 2034-08-15 Variable 3.29437000 N N N N N N LAMAR MEDIA CORP N/A 513075BR1 650000.00000000 PA USD 661375.00000000 0.004660070564 Long DBT CORP US N 2 2028-02-15 Fixed 3.75000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBL5 425000.00000000 PA USD 460581.00000000 0.003245269265 Long DBT CORP US N 2 2027-07-15 Fixed 6.50000000 N N N N N N WASTE MANAGEMENT INC 549300YX8JIID70NFS41 94106LBM0 3550000.00000000 PA USD 3323451.78000000 0.023417153372 Long DBT CORP US N 2 2050-11-15 Fixed 2.50000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225433AC5 10250000.00000000 PA USD 11118240.29000000 0.078339496202 Long DBT CORP CH N 2 2025-03-26 Fixed 3.75000000 N N N N N N Shellpoint Co-Originator Trust N/A 82280RAU3 899327.84000000 PA USD 913446.03000000 0.006436171546 Long ABS-CBDO USGSE US Y 2 2047-04-25 Variable 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620A56G9 1160225.43000000 PA USD 1348608.12000000 0.009502338314 Long ABS-MBS USGSE US N 2 2039-06-15 Fixed 5.00000000 N N N N N N CD Commercial Mortgage Trust N/A 12515ABJ8 1000000.00000000 PA USD 1035708.00000000 0.007297633511 Long ABS-MBS USGSE US N 2 2049-11-10 Variable 4.15628800 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XR63 462285.31000000 PA USD 470532.16000000 0.003315385474 Long ABS-CBDO USGSE US N 2 2030-12-25 Variable 2.64150000 N N N N N N Asset Backed Funding Corporati N/A 045442AA8 74236.46000000 PA USD 0.74000000 0.000000005214 Long ABS-O CORP KY Y 3 2035-07-26 Fixed 5.90000000 N Y N N N N Sequoia Mortgage Trust N/A 81746PAU7 983676.75000000 PA USD 1004016.82000000 0.007074336388 Long ABS-CBDO USGSE US Y 2 2046-06-25 Variable 3.50000000 N N N N N N UK TSY 1 1/4% 2041 ECTRVYYCEF89VWYS6K36 ZP4466964 500000.00000000 PA 694439.41000000 0.004893043512 Long DBT NUSS GB N 2 2041-10-22 Fixed 1.25000000 N N N N N N United States Treasury Bill- When Issued 254900HROIFWPRGM1V77 912796C64 27200000.00000000 PA USD 27198761.58000000 0.191643391753 Long STIV UST US N 2 N N N BELGIUM KINGDOM 549300SZ25JZFHRHWD76 BH4726262 1875000.00000000 PA 2268004.34000000 0.015980435099 Long DBT NUSS BE Y 2 2027-10-22 Fixed 0.00000000 N N N N N N HONDURAS GOVERNMENT 5493002DW1JNBNG17615 438180AH4 3625000.00000000 PA USD 3956687.50000000 0.027878953619 Long DBT NUSS HN Y 2 2027-01-19 Fixed 6.25000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PED0 14425000.00000000 PA USD 14772432.04000000 0.104087054561 Long DBT CORP US N 2 2031-05-15 Fixed 2.30000000 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAB1 5437370.27000000 PA USD 5519278.27000000 0.038889020905 Long ABS-O CORP US Y 2 2060-07-15 Fixed 1.99000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QBD3 3000000.00000000 PA USD 3044634.30000000 0.021452596000 Long DBT CORP US N 2 2022-12-20 Fixed 1.95000000 N N N N N N JP Morgan Mortgage Trust N/A 46653PBM8 12208861.24000000 PA USD 12376281.35000000 0.087203695956 Long ABS-CBDO USGSE US Y 2 2051-10-25 Variable 2.50000000 N N N N N N GS Mortgage Securities Trust N/A 36254KAU6 1374000.00000000 PA USD 1495793.56000000 0.010539411890 Long ABS-MBS USGSE US N 2 2050-11-10 Variable 4.48007200 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 917288BK7 8507410.00000000 PA USD 9898456.61000000 0.069744859238 Long DBT NUSS UY N 2 2031-01-23 Fixed 4.37500000 N N N N N N Ford Credit Floorplan Master O 5493001DTG5N7T8BG747 34528QHA5 12000000.00000000 PA USD 12283786.80000000 0.086551976236 Long ABS-O CORP US N 2 2024-09-15 Fixed 2.23000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCK6 2650000.00000000 PA USD 2606142.50000000 0.018362967983 Long DBT CORP MX N 2 2028-02-12 Fixed 5.35000000 N N N N N N REPUBLIC OF IRAQ N/A 462652AA6 1793750.00000000 PA USD 1735076.44000000 0.012225407136 Long DBT NUSS IQ Y 2 2028-01-15 Fixed 5.80000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NAZ8 8225000.00000000 PA USD 8808197.08000000 0.062062853806 Long DBT CORP CA N 2 2029-11-15 Fixed 3.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4ZQ2 1737095.01000000 PA USD 1854344.86000000 0.013065776447 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N Tricon American Homes N/A 89613DAE3 4400000.00000000 PA USD 4435662.44000000 0.031253827207 Long ABS-O CORP US Y 2 2034-09-17 Fixed 4.01100000 N N N N N N ILLINOIS ST 54930048FV8RWPR02D67 452151LF8 27150000.00000000 PA USD 31924121.16000000 0.224938434783 Long DBT MUN US N 2 2033-06-01 Fixed 5.10000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SD1 51995000.00000000 PA USD 62081217.84000000 0.437426355463 Long DBT UST US N 2 2048-08-15 Fixed 3.00000000 N N N N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 617726AG9 5750000.00000000 PA USD 6528136.00000000 0.045997466509 Long DBT NUSS MA Y 2 2042-12-11 Fixed 5.50000000 N N N N N N CORNING INC 549300X2937PB0CJ7I56 219350BF1 2075000.00000000 PA USD 2472367.50000000 0.017420384820 Long DBT CORP US N 2 2057-11-15 Fixed 4.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AVP86 5065994.92000000 PA USD 5395018.12000000 0.038013479696 Long ABS-CBDO USGSE US N 2 2047-04-25 Fixed 3.00000000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 254687DV5 1578000.00000000 PA USD 2246782.12000000 0.015830902621 Long DBT CORP US N 2 2033-03-15 Fixed 6.55000000 N N N N N N Hilton Grand Vacations Trust N/A 43283AAB1 2559685.37000000 PA USD 2612093.90000000 0.018404901749 Long ABS-O CORP US Y 2 2028-12-26 Fixed 2.96000000 N N N N N N Toyota Auto Receivables Owner N/A 89232HAC9 16800000.00000000 PA USD 17019917.04000000 0.119922909699 Long ABS-O CORP US N 2 2024-05-15 Fixed 1.66000000 N N N N N N COMM Mortgage Trust 549300NGGFIEJ2ER3D22 12625KAM7 3359721.00000000 PA USD 3493853.16000000 0.024617807244 Long ABS-MBS USGSE US Y 2 2046-06-10 Variable 4.06243600 N N N N N N UK TSY 4 3/4% 2030 ECTRVYYCEF89VWYS6K36 EG8729493 2450000.00000000 PA 4627530.73000000 0.032605737652 Long DBT NUSS GB N 2 2030-12-07 Fixed 4.75000000 N N N N N N PROCTER & GAMBLE CO/THE 2572IBTT8CCZW6AU4141 AV2317205 400000.00000000 PA 562712.69000000 0.003964892599 Long DBT CORP US N 2 2038-10-30 Fixed 1.87500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620A56P9 626994.82000000 PA USD 726170.23000000 0.005116619940 Long ABS-MBS USGSE US N 2 2039-06-15 Fixed 5.00000000 N N N N N N NORTH MACEDONIA 635400RD1N6RVNCE4958 BJ7363895 850000.00000000 PA 1110037.56000000 0.007821362099 Long DBT NUSS MK Y 2 2026-06-03 Fixed 3.67500000 N N N N N N JP Morgan Mortgage Trust N/A 46649TAN6 1911605.65000000 PA USD 1934092.44000000 0.013627680586 Long ABS-CBDO USGSE US Y 2 2048-09-25 Variable 3.50000000 N N N N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 EUR210730 1.00000000 NC USD -80254.09000000 -0.00056547302 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 2874100.21000000 USD 2354675.32000000 EUR 2021-07-30 -80254.09000000 N N N BALTIMORE GAS & ELECTRIC 88V8C2WYSOD1SPSSLH72 059165EL0 5500000.00000000 PA USD 5753736.34000000 0.040541020377 Long DBT CORP US N 2 2049-09-15 Fixed 3.20000000 N N N N N N Capital Automotive Reit N/A 12479RAB3 7320709.78000000 PA USD 7329458.03000000 0.051643608568 Long ABS-O CORP US Y 2 2044-10-15 Fixed 3.66000000 N N N N N N Natixis Commercial Mortgage Se N/A 63875FAE6 5000000.00000000 PA USD 4996988.00000000 0.035208946041 Long ABS-MBS USGSE US Y 2 2036-07-15 Variable 1.87300000 N N N N N N LUKOIL SECURITIES BV 724500IVNQ6LF8OFIO42 54988LAB2 8300000.00000000 PA USD 8774428.00000000 0.061824915729 Long DBT CORP NL Y 2 2030-05-06 Fixed 3.87500000 N N N N N N AKBANK TAS 789000TUMN63Z28TJ497 00971YAJ9 2000000.00000000 PA USD 1997133.32000000 0.014071868754 Long DBT CORP TR Y 2 2031-06-22 Fixed 6.80000000 N N N N N N NEDER WATERSCHAPSBANK JLP5FSPH9WPSHY3NIM24 63983TBP9 4000000.00000000 PA USD 4162399.60000000 0.029328408017 Long DBT NUSS NL Y 2 2022-12-05 Fixed 3.12500000 N N N N N N Federal Home Loan Bank Discount Notes 2549001DPIFGXC1TOL40 313385JC1 69525000.00000000 PA USD 69524247.04000000 0.489870190327 Long STIV USGSE US N 2 N N N GS Mortgage Securities Trust N/A 36251PAH7 2000000.00000000 PA USD 2128562.20000000 0.014997921076 Long ABS-MBS USGSE US N 2 2049-10-10 Fixed 3.14300000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804FK5 3680000.00000000 PA USD 3708394.29000000 0.026129471285 Long DBT CORP US N 2 2022-01-15 Fixed 2.95000000 N N N N N N KFW 549300GDPG70E3MBBU98 500769EX8 18750000.00000000 PA USD 19017621.56000000 0.133998803148 Long DBT CORP DE N 2 2022-01-25 Fixed 2.62500000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAH3 13175000.00000000 PA USD 13602660.50000000 0.095844804824 Long DBT NUSS MX N 2 2030-04-16 Fixed 3.25000000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 3137G1CL9 490737.02000000 PA USD 490420.10000000 0.003455516570 Long ABS-CBDO USGSE US Y 2 2048-02-25 Variable 3.72729800 N Y N N N N BEACON ROOFING SUPPLY INC 549300HDXQWWCBOYXP31 07368RAD3 811659.41000000 PA USD 806700.17000000 0.005684036615 Long LON CORP US N 2 2028-05-19 Variable 2.60430000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CCG4 49549000.00000000 PA USD 49247060.78000000 0.346996451805 Long DBT UST US N 2 2024-06-15 Fixed 0.25000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AJ8 1230000.00000000 PA USD 1317945.00000000 0.009286284936 Long DBT CORP CO N 2 2045-05-28 Fixed 5.87500000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAE8 3850000.00000000 PA USD 4060292.12000000 0.028608955267 Long DBT CORP N/A Y 2 2025-05-01 Fixed 2.70000000 N N N N N N GS Mortgage Securities Trust N/A 36192HAA2 5943000.00000000 PA USD 6008314.76000000 0.042334788513 Long ABS-MBS USGSE US Y 2 2034-04-10 Fixed 3.55100000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 254687FL5 12750000.00000000 PA USD 12888192.28000000 0.090810637640 Long DBT CORP US N 2 2029-09-01 Fixed 2.00000000 N N N N N N GS Mortgage-Backed Securities N/A 36261HAD2 6569409.42000000 PA USD 6612425.91000000 0.046591376058 Long ABS-CBDO USGSE US Y 2 2051-10-25 Variable 2.50000000 N N N N N N Federal Farm Credit Discount Notes N/A 313313UC0 20000000.00000000 PA USD 19991566.60000000 0.140861252760 Long STIV USGSE US N 2 N N N GS Mortgage-Backed Securities N/A 36257LAA5 608779.80000000 PA USD 611726.90000000 0.004310248376 Long ABS-CBDO USGSE US Y 2 2049-11-25 Variable 4.00000000 N N N N N N CME Group Inc N/A N/A -2500.00000000 NC USD -368007812.50000000 -2.59299546311 N/A DIR US N 1 N/A N/A Short CME Group Inc US 10yr Ultra Fut Sep21 2021-09-21 -363099222.50000000 USD -4908590.00000000 N N N EMBOTELLADORA ANDINA SA 254900NNPKP1J9XTSA53 29081PAF2 3600000.00000000 PA USD 3820536.00000000 0.026919625557 Long DBT CORP CL Y 2 2050-01-21 Fixed 3.95000000 N N N N N N ISRAEL FIXED BOND 213800T8ZHTFZIBYPE21 AM6641311 3200000.00000000 PA 1260258.97000000 0.008879827222 Long DBT NUSS IL N 2 2047-03-31 Fixed 3.75000000 N N N N N N O'REILLY AUTOMOTIVE INC 549300K2RLMQL149Q332 67103HAE7 5100000.00000000 PA USD 5621406.25000000 0.039608618098 Long DBT CORP US N 2 2026-03-15 Fixed 3.55000000 N N N N N N RADIATE HOLDCO LLC 5493000GQJ5RDX9DNJ71 75025KAF5 1542250.00000000 PA USD 1542820.63000000 0.010870766212 Long LON CORP US N 2 2026-09-25 Variable 4.25000000 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 68205LAS2 3000000.00000000 PA USD 3216596.04000000 0.022664244222 Long DBT NUSS OM Y 2 2031-01-25 Fixed 6.25000000 N N N N N N Neuberger Berman CLO Ltd 5493007OZE2103TZO049 64132JAQ8 8600000.00000000 PA USD 8589714.40000000 0.060523417471 Long ABS-O CORP KY Y 2 2031-04-20 Variable 0.00000100 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 760942AY8 850000.00000000 PA USD 1001274.50000000 0.007055013909 Long DBT NUSS UY N 2 2045-11-20 Fixed 4.12500000 N N N N N N ENEL CHILE SA 549300YM5CWCAUVOPB53 29278DAA3 3000000.00000000 PA USD 3459885.00000000 0.024378466443 Long DBT CORP CL N 2 2028-06-12 Fixed 4.87500000 N N N N N N DIAGEO CAPITAL PLC 213800L23DJLALFC4O95 25243YBC2 4500000.00000000 PA USD 4573773.36000000 0.032226961409 Long DBT CORP GB N 2 2025-09-29 Fixed 1.37500000 N N N N N N WEBER-STEPHEN PRODUCTS L 549300XU8TJBBGLK8V26 94767KAN1 721375.00000000 PA USD 722276.72000000 0.005089186138 Long LON CORP US N 2 2027-10-29 Variable 4.00000000 N N N N N N PROVINCE OF QUEBEC 549300WN65YFEQH74Y36 748148QR7 6000000.00000000 PA USD 8629920.24000000 0.060806709176 Long DBT NUSS CA N 2 2029-09-15 Fixed 7.50000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 ZR5945186 400000.00000000 PA 462065.81000000 0.003255731286 Long DBT CORP FR Y 2 2028-01-15 Fixed 3.37500000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DH0 13400000.00000000 PA USD 14849275.93000000 0.104628499203 Long DBT CORP US N 2 2027-04-01 Fixed 3.62500000 N N N N N N FRANCE (GOVT OF) 969500KCGF3SUYJHPV70 ZP7360719 860000.00000000 PA 973668.95000000 0.006860504272 Long DBT NUSS FR Y 2 2052-05-25 Fixed 0.75000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BB4 6075000.00000000 PA USD 6756185.07000000 0.047604307950 Long DBT CORP GB N 2 2026-05-25 Fixed 3.90000000 N N N N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 71568PAP4 5000000.00000000 PA USD 4966250.00000000 0.034992365056 Long DBT CORP ID Y 2 2050-06-30 Fixed 4.00000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDB9 5450000.00000000 PA USD 6104000.00000000 0.043008989943 Long DBT CORP US N 2 N/A Fixed 5.70000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PAY4 1825000.00000000 PA USD 2021806.21000000 0.014245714769 Long DBT CORP US N 2 2028-02-15 Fixed 3.60000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DL1 3750000.00000000 PA USD 4445109.08000000 0.031320388551 Long DBT CORP US N 2 2050-04-01 Fixed 4.25000000 N N N N N N CIFC Funding Ltd 254900S2BZHNDNVF2L25 12548JAC6 1500000.00000000 PA USD 1500282.00000000 0.010571037590 Long ABS-O CORP KY Y 2 2030-07-20 Variable 1.40825000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78013XZU5 11800000.00000000 PA USD 12443678.67000000 0.087678579746 Long DBT CORP CA N 2 2024-07-16 Fixed 2.55000000 N N N N N N Federal Home Loan Bank Discount Notes 2549001DPIFGXC1TOL40 313385JM9 29502000.00000000 PA USD 29501459.23000000 0.207868277086 Long STIV USGSE US N 2 N N N DEUTSCHE TELEKOM INT FIN 529900ERDFHS6C1M4U58 25156PAC7 4000000.00000000 PA USD 5993751.00000000 0.042232171769 Long DBT CORP NL N 2 2030-06-15 Fixed 8.75000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAC7 5930000.00000000 PA USD 6342738.79000000 0.044691151512 Long DBT CORP US N 2 2023-09-15 Fixed 4.20000000 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 374422AH6 1000000.00000000 PA USD 961250.00000000 0.006772999931 Long DBT NUSS GH Y 2 2049-06-16 Fixed 8.62700000 N N N N N N BENCHMARK Mortgage Trust N/A 08160JAE7 3452143.00000000 PA USD 3954222.68000000 0.027861586415 Long ABS-MBS USGSE US N 2 2052-03-15 Fixed 4.01560000 N N N N N N DANA FINANCING LUX SARL 222100DKCE3D036DQU13 BP4849710 500000.00000000 PA 607565.45000000 0.004280926659 Long DBT CORP LU Y 2 2029-07-15 Fixed 3.00000000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918BR4 26300000.00000000 PA USD 28032447.54000000 0.197517571155 Long DBT CORP US N 2 2026-08-08 Fixed 2.40000000 N N N N N N MVW Owner Trust N/A 62848BAA9 2779780.75000000 PA USD 2879223.51000000 0.020287105993 Long ABS-O CORP US Y 2 2036-01-21 Fixed 3.45000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61772BAC7 3075000.00000000 PA USD 3259637.21000000 0.022967513758 Long DBT CORP US N 2 2042-04-22 Fixed 3.21700000 N N N N N N CHILDREN'S HOSPITAL MEDI 549300EKVCKSAOOWU002 16876AAA2 19230000.00000000 PA USD 24142934.44000000 0.170111930624 Long DBT CORP US N 2 2044-05-15 Fixed 4.26800000 N N N N N N MID-AMERICA APARTMENTS 549300FXWGE3QSYCUJ38 59523UAS6 5400000.00000000 PA USD 5129131.63000000 0.036140034517 Long DBT CORP US N 2 2031-02-15 Fixed 1.70000000 N N N N N N ANHEUSER-BUSCH CO/INBEV N/A 03522AAJ9 9500000.00000000 PA USD 12024625.29000000 0.084725915492 Long DBT CORP US N 2 2046-02-01 Fixed 4.90000000 N N N N N N CONSUMERS ENERGY CO 7NKTFWJ1G6MELP9TU740 210518DJ2 3325000.00000000 PA USD 2996841.25000000 0.021115844558 Long DBT CORP US N 2 2060-05-01 Fixed 2.50000000 N N N N N N Verus Securitization Trust N/A 92537JAD9 2150000.00000000 PA USD 2175372.80000000 0.015327750143 Long ABS-CBDO USGSE US Y 2 2059-07-25 Variable 3.13900000 N N N N N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 67091TAD7 875000.00000000 PA USD 882203.73000000 0.006216037246 Long DBT CORP MA Y 2 2031-06-23 Fixed 3.75000000 N N N N N N RUSSIAN FEDERATION 5493004EHVGF71PDBU58 AR7898943 5000000.00000000 PA USD 5625607.30000000 0.039638218838 Long DBT NUSS RU Y 2 2029-03-21 Fixed 4.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GSPD8 5475176.64000000 PA USD 5875441.02000000 0.041398555658 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 4.00000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEA2 8000000.00000000 PA 157365.98000000 0.001108806004 Long DBT NUSS DO Y 2 2026-06-05 Fixed 9.75000000 N N N N N N Manhattan West N/A 563136AG5 3000000.00000000 PA USD 3036530.10000000 0.021395493534 Long ABS-MBS USGSE US Y 2 2039-09-10 Variable 2.41281000 N N N N N N Federal Farm Credit Discount Notes N/A 313313TC2 33334000.00000000 PA USD 33321277.41000000 0.234782844859 Long STIV USGSE US N 2 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBJ4 23000000.00000000 PA USD 27238360.88000000 0.191922409757 Long DBT CORP US N 2 2031-03-24 Fixed 4.49300000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RN0 41710000.00000000 PA USD 48217411.51000000 0.339741508309 Long DBT UST US N 2 2045-08-15 Fixed 2.87500000 N N N N N N NEW YORK CITY NY HSG DEV CORP 549300SQWVHKBRF8D702 64972C5S8 1360000.00000000 PA USD 1437658.04000000 0.010129787055 Long DBT MUN US N 2 2023-05-01 Fixed 3.52300000 N N N N N N CIFC Funding Ltd N/A 12547LAA6 11750000.00000000 PA USD 11769998.50000000 0.082931806539 Long ABS-O CORP KY Y 2 2032-08-24 Variable 1.83825000 N N N N N N CHEVRON CORP N/A 166764BW9 11000000.00000000 PA USD 11271664.14000000 0.079420525825 Long DBT CORP US N 2 2025-05-11 Fixed 1.55400000 N N N N N N ASGN INCORPORATED LZBNYYCBUKY537072438 00191UAA0 325000.00000000 PA USD 340427.75000000 0.002398665412 Long DBT CORP US Y 2 2028-05-15 Fixed 4.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCSC0 15305098.31000000 PA USD 16918877.67000000 0.119210982889 Long ABS-MBS MUN US N 2 2048-08-01 Fixed 4.50000000 N N N N N N Federal Home Loan Bank Discount Notes 2549001DPIFGXC1TOL40 313385KJ4 42400000.00000000 PA USD 42397974.13000000 0.298737556188 Long STIV USGSE US N 2 N N N World Omni Automobile Lease Se N/A 98162HAC4 15800000.00000000 PA USD 16037905.34000000 0.113003622129 Long ABS-O CORP US N 2 2023-01-17 Fixed 1.70000000 N N N N N N JP Morgan Chase Commercial Mor N/A 46647TAR9 4750000.00000000 PA USD 5164880.20000000 0.036391920147 Long ABS-MBS USGSE US N 2 2050-03-15 Fixed 3.45690000 N N N N N N MOSAIC CO 2YD5STGSJNMUB7H76907 61945CAB9 1725000.00000000 PA USD 2015372.53000000 0.014200382843 Long DBT CORP US N 2 2041-11-15 Fixed 4.87500000 N N N N N N HELLENIC REPUBLIC 2138003EKTMKZ5598902 AX5202350 1175000.00000000 PA 1740511.63000000 0.012263703668 Long DBT NUSS GR Y 2 2029-03-12 Fixed 3.87500000 N N N N N N AMSR Trust N/A 00180AAA7 2121963.96000000 PA USD 2149892.19000000 0.015148212906 Long ABS-O CORP US Y 2 2037-04-17 Fixed 1.81900000 N N N N N N FIVE CORNERS FUNDING TRS N/A 33829TAA4 5575000.00000000 PA USD 6077807.41000000 0.042824436070 Long DBT CORP US Y 2 2023-11-15 Fixed 4.41900000 N N N N N N SK HYNIX INC 988400XAIK6XISWQV045 78392BAB3 4800000.00000000 PA USD 4734816.00000000 0.033361673284 Long DBT CORP KR Y 2 2026-01-19 Fixed 1.50000000 N N N N N N NEW S WALES TREASURY CRP TC7LRO17HPNPLTAV0H77 EK4579513 500000.00000000 PA 429206.46000000 0.003024203198 Long DBT NUSS AU N 2 2026-05-20 Fixed 4.00000000 N N N N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 BQ1838797 2000000.00000000 PA 2373446.03000000 0.016723380805 Long DBT NUSS ES Y 2 2031-10-31 Fixed 0.50000000 N N N N N N SYNEOS HEALTH INC 549300F1ZGKDS8P6GU13 44988EAE3 1247971.65000000 PA USD 1244327.57000000 0.008767574040 Long LON CORP US N 2 2024-08-01 Variable 2.00000000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 91533BAE0 2425000.00000000 PA USD 2578942.71000000 0.018171317345 Long DBT CORP US Y 2 2040-06-22 Fixed 3.85000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BU7 7200000.00000000 PA USD 7360642.87000000 0.051863338003 Long DBT CORP US N 2 2031-04-01 Fixed 2.80000000 N N N N N N FRANCE (GOVT OF) 969500KCGF3SUYJHPV70 BJ7361725 1600000.00000000 PA 1856412.68000000 0.013080346376 Long DBT NUSS FR Y 2 2040-05-25 Fixed 0.50000000 N N N N N N Sequoia Mortgage Trust N/A 81746KAU8 271314.04000000 PA USD 276239.15000000 0.001946390370 Long ABS-CBDO USGSE US Y 2 2047-02-25 Variable 3.50000000 N N N N N N STATE OF ISRAEL 213800T8ZHTFZIBYPE21 46513YJH2 6200000.00000000 PA USD 6821201.19000000 0.048062413725 Long DBT NUSS IL N 2 2028-01-17 Fixed 3.25000000 N N N N N N LAMAR MEDIA CORP N/A 513075BT7 1000000.00000000 PA USD 1012110.00000000 0.007131361207 Long DBT CORP US N 2 2030-02-15 Fixed 4.00000000 N N N N N N SKYMILES IP LTD 2549008L7P4I8VB90936 24736CBS2 800000.00000000 PA USD 844552.00000000 0.005950741886 Long LON CORP KY N 2 2027-10-20 Variable 4.75000000 N N N N N N LINDE INC/CT ZU69GUVJQGZ6Z1UOOO79 74005PBT0 8050000.00000000 PA USD 7561730.55000000 0.053280208581 Long DBT CORP US N 2 2030-08-10 Fixed 1.10000000 N N N N N N AmeriCredit Automobile Receiva N/A 03066EAD6 5500000.00000000 PA USD 5520094.25000000 0.038894770328 Long ABS-O CORP US N 2 2024-12-18 Fixed 0.66000000 N N N N N N Federal Farm Credit Discount Notes N/A 313313NE4 13000000.00000000 PA USD 12997995.79000000 0.091584316876 Long STIV USGSE US N 2 N N N Octagon Credit Partners 46, LT N/A 67577VAA1 19500000.00000000 PA USD 19504173.00000000 0.137427061010 Long ABS-O CORP KY Y 2 2033-07-15 Variable 1.83375000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 22822VAK7 1825000.00000000 PA USD 2027721.37000000 0.014287393186 Long DBT CORP US N 2 2028-02-15 Fixed 3.80000000 N N N N N N Hertz Vehicle Financing LLC 549300FPK70TCB78NG05 42806DCH0 477297.29000000 PA USD 477213.67000000 0.003362463619 Long ABS-O CORP US Y 2 2025-05-25 Fixed 3.42000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBV4 6275000.00000000 PA USD 6770335.39000000 0.047704011582 Long DBT CORP US N 2 2029-07-31 Fixed 3.12500000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAB7 14250000.00000000 PA USD 14254275.00000000 0.100436102575 Long DBT CORP US Y 2 2026-01-15 Fixed 1.57000000 N N N N N N United States Treasury Bill 254900HROIFWPRGM1V77 912796H93 84000000.00000000 PA USD 83998809.72000000 0.591858447328 Long STIV UST US N 2 N N N Social Professional Loan Progr N/A 83401BAB2 6972468.33000000 PA USD 7130544.65000000 0.050242058181 Long ABS-O CORP US Y 2 2041-01-25 Fixed 2.84000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHC6 5700000.00000000 PA USD 5907184.28000000 0.041622219739 Long DBT CORP US N 2 2023-12-20 Fixed 3.00400000 N N N N N N PROMETRIC HOLDINGS INC 54930034OH1XQT27TX40 80358TAC0 480038.71000000 PA USD 473078.15000000 0.003333324606 Long LON CORP US N 2 2025-01-29 Variable 4.00000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AB4 8850000.00000000 PA USD 8864160.00000000 0.062457170428 Long DBT CORP GB N 2 2035-11-28 Fixed 3.03200000 N N N N N N KUWAIT INTL BOND 549300FSC1YD0D9XX589 501499AC1 5750000.00000000 PA USD 5848950.89000000 0.041211905309 Long DBT NUSS KW Y 2 2022-03-20 Fixed 2.75000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LQ2 2950000.00000000 PA USD 3035764.41000000 0.021390098456 Long DBT CORP US N 2 2022-10-27 Fixed 2.70000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAK4 6250000.00000000 PA USD 5981582.31000000 0.042146430769 Long DBT CORP US N 2 2030-08-15 Fixed 1.65000000 N N N N N N PARKER-HANNIFIN CORP 5493002CONDB4N2HKI23 AP9713409 500000.00000000 PA 615880.99000000 0.004339518234 Long DBT CORP US N 2 2025-03-01 Fixed 1.12500000 N N N N N N CHEVRON USA INC VA8TZDWPEZYU430RZ444 166756AV8 3465000.00000000 PA USD 4646417.18000000 0.032738812216 Long DBT CORP US N 2 2044-11-15 Fixed 5.05000000 N N N N N N JAPAN (30 YEAR ISSUE) 353800WZS8AXZXFUC241 EC4745393 350000000.00000000 PA 3904247.65000000 0.027509460667 Long DBT NUSS JP N 2 2031-11-20 Fixed 2.40000000 N N N N N N Wells Fargo Commercial Mortgag 549300DNBJ7A0SEFVK31 95000GAZ7 15000000.00000000 PA USD 15611773.50000000 0.110001082807 Long ABS-MBS USGSE US N 2 2049-08-15 Fixed 2.51400000 N N N N N N Hudson Yards N/A 44421LAE2 2500000.00000000 PA USD 2644798.50000000 0.018635339464 Long ABS-MBS USGSE US Y 2 2038-08-10 Variable 3.07585400 N N N N N N CHANGE HEALTHCARE HOLDINGS 549300GHXFJ3EKF50583 15911AAC7 1342315.96000000 PA USD 1340570.95000000 0.009445708143 Long LON CORP US N 2 2024-03-01 Variable 3.50000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCS3 5475000.00000000 PA USD 6660886.10000000 0.046932828192 Long DBT CORP US N 2 2029-01-17 Fixed 5.65000000 N N N N N N Federal Home Loan Bank Discount Notes 2549001DPIFGXC1TOL40 313385KB1 46235000.00000000 PA USD 46233150.60000000 0.325760338991 Long STIV USGSE US N 2 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61761J3R8 37625000.00000000 PA USD 40765843.95000000 0.287237511873 Long DBT CORP US N 2 2026-07-27 Fixed 3.12500000 N N N N N N Wells Fargo Commercial Mortgag 5493007CD1Q2V06I4172 94989AAU9 1740030.00000000 PA USD 1873882.68000000 0.013203440586 Long ABS-MBS USGSE US N 2 2047-12-15 Fixed 3.40500000 N N N N N N Navient Student Loan Trust N/A 63935BAB9 3500000.00000000 PA USD 3605360.15000000 0.025403489258 Long ABS-O CORP US Y 2 2069-01-15 Fixed 2.78000000 N N N N N N Toronto Dominion bank PT3QB789TSUIDF371261 ILS210730 1.00000000 NC USD 468.82000000 0.000003303321 N/A DFE CORP US N 2 Toronto Dominion bank PT3QB789TSUIDF371261 4546800.77000000 ILS 1395475.41000000 USD 2021-07-30 468.82000000 N N N Honda Auto Receivables Owner T N/A 43813VAC2 11035000.00000000 PA USD 11164742.91000000 0.078667155231 Long ABS-O CORP US N 2 2024-01-18 Fixed 1.83000000 N N N N N N ATLAS LUXCO 4 / ALL UNI N/A BP3255380 250000.00000000 PA 293964.50000000 0.002071283785 Long DBT CORP N/A Y 2 2028-05-12 Fixed 3.62500000 N N N N N N OVERSEA-CHINESE BANKING 5493007O3QFXCPOGWK22 69033CAD1 3100000.00000000 PA USD 3099721.00000000 0.021840738747 Long DBT CORP SG Y 2 2030-09-10 Fixed 1.83200000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 03846JAB6 1175000.00000000 PA USD 1139720.11000000 0.008030506348 Long DBT NUSS EG Y 2 2031-02-16 Fixed 5.87500000 N N N N N N ORGANON & CO/ORG 549300SH15FO4Y2G3V63 68622TAB7 750000.00000000 PA USD 772650.00000000 0.005444117968 Long DBT CORP US Y 2 2031-04-30 Fixed 5.12500000 N N N N N N PRIME SECURITY SERVICES BOR 549300O6QPZVWXV2DC15 03765VAK6 2530977.80000000 PA USD 2528219.03000000 0.017813916585 Long LON CORP US N 2 2026-09-23 Variable 3.50000000 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAP8 1400000.00000000 PA USD 1684200.00000000 0.011866930023 Long DBT CORP KY N 2 2026-08-10 Fixed 6.25000000 N N N N N N GS Mortgage Securities Trust 5493002EPQ51IPGGFX73 36251FAX4 1101433.05000000 PA USD 1148620.75000000 0.008093220557 Long ABS-MBS USGSE US N 2 2048-02-10 Fixed 3.20600000 N N N N N N TK ELEVATOR MIDCO GMBH 549300C2AFWPAYWS5574 N/A 1703948.21000000 PA USD 1704663.87000000 0.012011119141 Long LON CORP US N 2 2027-07-30 Variable 4.47763000 N N N N N N KINGDOM OF JORDAN 5493000JZ4MYPVMBVN50 418097AK7 2500000.00000000 PA USD 2593794.45000000 0.018275963206 Long DBT NUSS JO Y 2 2025-07-07 Fixed 4.95000000 N N N N N N EQUATE PETROCHEMICAL BV 635400Y3Z5R4NJSMQ630 29441WAD7 2800000.00000000 PA USD 2825601.30000000 0.019909282092 Long DBT CORP NL Y 2 2028-04-28 Fixed 2.62500000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89114QCH9 11000000.00000000 PA USD 11079179.65000000 0.078064273615 Long DBT CORP CA N 2 2025-06-12 Fixed 1.15000000 N N N N N N Wells Fargo Commercial Mortgag N/A 94989MAE9 4000000.00000000 PA USD 4384050.80000000 0.030890169850 Long ABS-MBS USGSE US N 2 2058-07-15 Variable 3.76700000 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 98313RAG1 1125000.00000000 PA USD 1179157.50000000 0.008308383528 Long DBT CORP KY Y 2 2026-01-15 Fixed 5.50000000 N N N N N N Hudson Yards N/A 44421MAJ9 5500000.00000000 PA USD 5608752.05000000 0.039519456178 Long ABS-MBS CORP US Y 2 2041-12-10 Variable 3.04089300 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAW1 2910000.00000000 PA USD 2989384.80000000 0.021063306159 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N PRES & FELLOWS OF HARVAR 6S3X7J22E861RNTJSA74 740816AL7 14250000.00000000 PA USD 16504093.36000000 0.116288398647 Long DBT MUN US N 2 2037-10-01 Fixed 3.61900000 N N N N N N DBGS Mortgage Trust N/A 23307DBA0 9250000.00000000 PA USD 10775197.35000000 0.075922404073 Long ABS-MBS USGSE US N 2 2051-10-15 Fixed 4.46600000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XAF1 14504509.43000000 PA USD 14588642.84000000 0.102792069657 Long ABS-CBDO USGSE US N 2 2024-05-25 Variable 2.69150000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJRD2 27042521.95000000 PA USD 28693139.62000000 0.202172829842 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.50000000 N N N N N N MINEJESA CAPITAL BV 549300KS7ERCP10BKC35 602736AA8 3000000.00000000 PA USD 3175500.00000000 0.022374680138 Long DBT CORP NL Y 2 2030-08-10 Fixed 4.62500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810QK7 12050000.00000000 PA USD 15842455.05000000 0.111626472791 Long DBT UST US N 2 2040-08-15 Fixed 3.87500000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MBM1 11050000.00000000 PA USD 11681255.56000000 0.082306520790 Long DBT CORP JP N 2 2024-07-16 Fixed 2.69600000 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 822582CE0 6900000.00000000 PA USD 7135862.08000000 0.050279524973 Long DBT CORP NL N 2 2049-11-07 Fixed 3.12500000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AJ0 4716000.00000000 PA USD 4777166.52000000 0.033660076477 Long ABS-O CORP US Y 2 2049-05-20 Fixed 3.78700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403C6L0 1496516.15000000 PA USD 1713812.06000000 0.012075577597 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 5.00000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBR0 8950000.00000000 PA USD 9046490.67000000 0.063741878480 Long DBT CORP US N 2 2026-03-01 Fixed 1.75000000 N N N N N N Credit Suisse Mortgage Trust N/A 12652FAG7 7400000.00000000 PA USD 7911505.76000000 0.055744736511 Long ABS-MBS USGSE US Y 2 2032-11-10 Variable 3.85409900 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KU4 7000000.00000000 PA USD 7885795.96000000 0.055563584393 Long DBT CORP US N 2 2028-07-25 Fixed 4.12500000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457BY5 14750000.00000000 PA USD 14936938.26000000 0.105246170938 Long DBT CORP US N 2 2031-03-15 Fixed 2.60000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202TXL5 670955.89000000 PA USD 752587.50000000 0.005302756916 Long ABS-MBS USGSE US N 2 2044-08-20 Fixed 4.50000000 N N N N N N ENN CLEAN ENERGY 3003009YZ3S5V395NR77 268733AA0 200000.00000000 PA USD 203882.00000000 0.001436559450 Long DBT CORP VG Y 2 2026-05-12 Fixed 3.37500000 N N N N N N MGM GROWTH/MGM FINANCE N/A 55303XAK1 575000.00000000 PA USD 614312.75000000 0.004328468362 Long DBT CORP US Y 2 2025-06-15 Fixed 4.62500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36291FRW0 349019.77000000 PA USD 383959.73000000 0.002705393212 Long ABS-MBS USGSE US N 2 2044-05-20 Fixed 4.50000000 N N N N N N Aimco 549300MMTPNJGGRMPB33 00900CAN4 7500000.00000000 PA USD 7506720.00000000 0.052892602389 Long ABS-O CORP KY Y 2 2034-04-20 Variable 1.68825000 N N N N N N BALL CORP 0BGI85ALH27ZJP15DY16 QJ9911604 250000.00000000 PA 325340.19000000 0.002292357955 Long DBT CORP US N 2 2023-12-15 Fixed 4.37500000 N N N N N N POTOMAC ELECTRIC POWER 549300BXF2DWUNN57U06 737679DC1 750000.00000000 PA USD 1214886.62000000 0.008560132113 Long DBT CORP US N 2 2038-12-15 Fixed 7.90000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AU0 9875000.00000000 PA USD 11152135.73000000 0.078578324616 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N SBA TOWER TRUST N/A 78403DAN0 10150000.00000000 PA USD 10648038.17000000 0.075026436200 Long DBT CORP US Y 2 2025-01-15 Fixed 2.83600000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBX6 22275000.00000000 PA USD 24191638.56000000 0.170455101497 Long DBT CORP US N 2 2029-11-21 Fixed 3.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31287NMU9 4646.05000000 PA USD 4664.00000000 0.000032862701 Long ABS-MBS MUN US N 2 2032-01-01 Fixed 7.00000000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 36962G4B7 15000.00000000 PA USD 22440.85000000 0.000158118986 Long DBT CORP US N 2 2039-01-10 Fixed 6.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9FM8 635681.77000000 PA USD 651894.84000000 0.004593273036 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.00000000 N N N N N N CD Commercial Mortgage Trust N/A 12515BAC2 3457000.00000000 PA USD 3679179.32000000 0.025923621620 Long ABS-MBS USGSE US N 2 2057-08-15 Fixed 2.81200000 N N N N N N CHUBB INA HOLDINGS INC CZCBJZWDMLTHWJDXU843 171239AC0 450000.00000000 PA 552596.95000000 0.003893616753 Long DBT CORP US N 2 2027-06-15 Fixed 0.87500000 N N N N N N COSTCO WHOLESALE CORP 29DX7H14B9S6O3FD6V18 22160KAN5 5225000.00000000 PA USD 5257256.75000000 0.037042808435 Long DBT CORP US N 2 2027-06-20 Fixed 1.37500000 N N N N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 EUR210730 1.00000000 NC USD 14750.37000000 0.000103931604 N/A DFE CORP US N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 408000.00000000 EUR 498846.50000000 USD 2021-07-30 14750.37000000 N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZX9 2150000.00000000 PA USD 2509024.87000000 0.017678673886 Long DBT CORP US Y 2 2025-05-01 Fixed 7.00000000 N N N N N N Sequoia Mortgage Trust N/A 81748KAA0 4664981.18000000 PA USD 4774902.13000000 0.033644121508 Long ABS-CBDO USGSE US Y 2 2050-03-25 Variable 3.50000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 45685NAA4 4350000.00000000 PA USD 4964098.59000000 0.034977206149 Long DBT CORP NL Y 2 2026-01-06 Fixed 4.62500000 N N N N N N TELEFONICA EMISIONES SAU 549300Y5MFC4SW5Z3K71 87938WAW3 3800000.00000000 PA USD 4550241.37000000 0.032061154213 Long DBT CORP ES N 2 2048-03-06 Fixed 4.89500000 N N N N N N TENGIZCHEVROIL FIN CO IN 5493001VEV2XTJIBZH31 88034QAB3 350000.00000000 PA USD 358944.92000000 0.002529138016 Long DBT CORP BM Y 2 2025-08-15 Fixed 2.62500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBE5 44675000.00000000 PA USD 46757127.96000000 0.329452301148 Long DBT CORP US N 2 2030-10-15 Fixed 2.73900000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 21685WDF1 6875000.00000000 PA USD 7197051.47000000 0.050710667479 Long DBT CORP NL N 2 2022-11-09 Fixed 3.95000000 N N N N N N Natixis Commercial Mortgage Se N/A 63875FAJ5 5000000.00000000 PA USD 4998496.00000000 0.035219571460 Long ABS-MBS USGSE US Y 2 2036-07-15 Variable 2.82300000 N N N N N N GS Mortgage-Backed Securities N/A 36262LAD2 19900000.00000000 PA USD 20074125.00000000 0.141442962032 Long ABS-CBDO USGSE US Y 2 2051-11-25 Variable 2.50000000 N N N N N N ARAB PETROLEUM INVST 213800A54KIUYH5YD185 03845EAA0 3325000.00000000 PA USD 3566570.36000000 0.025130175089 Long DBT NUSS N/A Y 2 2023-09-18 Fixed 4.12500000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205AR5 4000000.00000000 PA USD 4514704.00000000 0.031810756705 Long DBT NUSS ZA N 2 2025-09-16 Fixed 5.87500000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824AY6 2250000.00000000 PA USD 3129774.68000000 0.022052497990 Long DBT CORP US N 2 2040-05-27 Fixed 5.30000000 N N N N N N Dryden Senior Loan Fund 549300VCB8LYR1RGV869 26244QAQ6 3800000.00000000 PA USD 3800087.40000000 0.026775544031 Long ABS-O CORP KY Y 2 2030-07-18 Variable 1.78975000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CBB6 100000.00000000 PA USD 96675.78000000 0.000681180807 Long DBT UST US N 2 2027-12-31 Fixed 0.62500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202TYU4 138915.31000000 PA USD 149428.77000000 0.001052880155 Long ABS-MBS USGSE US N 2 2044-11-20 Fixed 4.50000000 N N N N N N CLARIOS GLOBAL LP 549300474L1ZLXZY2P98 C8000CAG8 910931.54000000 PA USD 901822.22000000 0.006354269788 Long LON CORP CA N 2 2026-04-30 Variable 3.35425000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XCB8 1544801.76000000 PA USD 1630312.72000000 0.011487238430 Long ABS-CBDO USGSE US N 2 2028-09-25 Variable 6.09150000 N N N N N N CORP LINDLEY SA 549300XI785GPWS6HA82 21988VAD5 3000000.00000000 PA USD 3075030.00000000 0.021666765128 Long DBT CORP PE Y 2 2023-04-12 Fixed 4.62500000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CK3 5700000.00000000 PA USD 5796032.97000000 0.040839043859 Long DBT CORP DE N 2 2032-05-28 Fixed 3.03500000 N N N N N N BENCHMARK Mortgage Trust N/A 08162NAK2 4600000.00000000 PA USD 4777703.98000000 0.033663863438 Long ABS-MBS USGSE US Y 2 2048-09-15 Variable 2.79100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B1BH6 25726734.94000000 PA USD 26509457.99000000 0.186786535401 Long ABS-CBDO USGSE US N 2 2045-12-25 Fixed 3.00000000 N N N N N N CALIFORNIA ST N/A 13063DGE2 13060000.00000000 PA USD 15269010.19000000 0.107585960960 Long DBT MUN US N 2 2038-04-01 Fixed 4.60000000 N N N N N N Capital Automotive Reit N/A 12479RAD9 6402453.12000000 PA USD 6418704.47000000 0.045226408256 Long ABS-O CORP US Y 2 2047-04-15 Fixed 3.87000000 N N N N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 883556CF7 9775000.00000000 PA USD 10837699.68000000 0.076362797599 Long DBT CORP US N 2 2025-03-25 Fixed 4.13300000 N N N N N N BERKSHIRE HATHAWAY INC 5493000C01ZX7D35SD85 084670BS6 4525000.00000000 PA USD 4946445.06000000 0.034852818781 Long DBT CORP US N 2 2026-03-15 Fixed 3.12500000 N N N N N N NEW YORK ST THRUWAY AUTH N/A 650009R96 5000000.00000000 PA USD 5224607.50000000 0.036812760718 Long DBT MUN US N 2 2025-01-01 Fixed 2.25600000 N N N N N N IVORY COAST 254900ICW11T82O6H590 221625AK2 1574111.65000000 PA USD 1574993.15000000 0.011097454873 Long DBT NUSS CI Y 2 2032-12-31 Fixed 5.75000000 N N N N N N Federal Home Loan Bank Discount Notes 2549001DPIFGXC1TOL40 313385PD2 9308000.00000000 PA USD 9305921.24000000 0.065569835030 Long STIV USGSE US N 2 N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 8426EPAB4 2000000.00000000 PA USD 2223823.06000000 0.015669132310 Long DBT CORP US N 2 2046-10-01 Fixed 3.95000000 N N N N N N UNIV OF CALIFORNIA CA REVENUES N/A 91412GU94 25860000.00000000 PA USD 27953985.05000000 0.196964721803 Long DBT MUN US N 2 2025-07-01 Fixed 3.06300000 N N N N N N ARABIAN CENTRES SUKUK II 549300X92PKHJD8UYG94 03847QAA1 300000.00000000 PA USD 318522.00000000 0.002244316758 Long DBT CORP KY Y 2 2026-10-07 Fixed 5.62500000 N N N N N N ASTRAZENECA FINANCE LLC 549300C3HATU4Q460S18 04636NAB9 1900000.00000000 PA USD 1927271.48000000 0.013579619872 Long DBT CORP US N 2 2031-05-28 Fixed 2.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CSS4 1965450.42000000 PA USD 2017471.04000000 0.014215169015 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.00000000 N N N N N N MIAMI-DADE CNTY FL AVIATION RE N/A 59333P3W6 9160000.00000000 PA USD 10199489.62000000 0.071865947983 Long DBT MUN US N 2 2041-10-01 Fixed 4.28000000 N N N N N N Ladder Capital Commercial Mort N/A 50190DAE6 5000000.00000000 PA USD 5362622.50000000 0.037785219064 Long ABS-MBS USGSE US Y 2 2050-07-12 Fixed 3.35700000 N N N N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 THB210730 1.00000000 NC USD 423.69000000 0.000002985334 N/A DFE CORP US N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 41443603.15000000 THB 1293394.81000000 USD 2021-07-30 423.69000000 N N N DEVELOPMENT BANK OF KAZA 213800LCDPGJ1BI7KX98 25159XAD5 2975000.00000000 PA USD 2955167.79000000 0.020822211952 Long DBT CORP KZ Y 2 2031-05-06 Fixed 2.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BW2C7 11223754.29000000 PA USD 11535178.68000000 0.081277258165 Long ABS-CBDO USGSE US N 2 2043-08-15 Fixed 3.50000000 N N N N N N PORT OF CORPUS CHRISTI TX AUTH N/A 733911BQ3 1500000.00000000 PA USD 1627836.75000000 0.011469792662 Long DBT MUN US N 2 2024-12-01 Fixed 3.38700000 N N N N N N GS Mortgage Securities Trust 54930066YOFVQE068N73 36250PAH8 2000000.00000000 PA USD 2187404.80000000 0.015412528021 Long ABS-MBS USGSE US N 2 2048-07-10 Variable 4.01800000 N N N N N N J2 GLOBAL 5493008OJYGLHD7MXA18 48123VAF9 1625000.00000000 PA USD 1682362.50000000 0.011853982936 Long DBT CORP US Y 2 2030-10-15 Fixed 4.62500000 N N N N N N United States Treasury Bill 254900HROIFWPRGM1V77 912796D55 10350000.00000000 PA USD 10349283.57000000 0.072921401209 Long STIV UST US N 2 N N N ROMANIA 315700IASY927EDWBK92 BO9736303 500000.00000000 PA 587737.67000000 0.004141219452 Long DBT NUSS RO Y 2 2033-04-14 Fixed 2.00000000 N N N N N N NEW YORK ST THRUWAY AUTH N/A 650009S38 4750000.00000000 PA USD 5027487.40000000 0.035423845843 Long DBT MUN US N 2 2027-01-01 Fixed 2.50000000 N N N N N N SAN FRANCISCO CITY & CNTY CA C N/A 79772EBK4 2000000.00000000 PA USD 2112762.40000000 0.014886595153 Long DBT MUN US N 2 2048-09-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HC6G3 2386295.31000000 PA USD 2649923.43000000 0.018671449893 Long ABS-MBS MUN US N 2 2044-10-01 Fixed 4.50000000 N N N N N N INDIAN RAILWAY FINANCE 335800F2JHSOGXQEBY56 45434L2A1 1975000.00000000 PA USD 2001895.47000000 0.014105423023 Long DBT CORP IN Y 2 2030-02-13 Fixed 3.24900000 N N N N N N PANAMA NOTAS DEL TESORO 549300SHS4T08CL0LP14 ZS1514182 10955000.00000000 PA USD 11808394.50000000 0.083202346051 Long DBT NUSS PA N 2 2026-04-17 Fixed 3.75000000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377REH3 9500000.00000000 PA USD 9485003.30000000 0.066831653266 Long ABS-O CORP US Y 2 2027-08-20 Fixed 1.38000000 N N N N N N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 313400624 470597.00000000 NS USD 955311.91000000 0.006731159949 Long EP USGSE US N 1 N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DAQ2 2099000.00000000 PA USD 2184048.06000000 0.015388876318 Long DBT CORP US N 2 2023-03-20 Fixed 2.95000000 N N N N N N COMMUNITY PRESERVATION C 254900CWS66ZXCS6P481 20402CAA3 6250000.00000000 PA USD 6528470.25000000 0.045999821646 Long DBT CORP US N 2 2030-02-01 Fixed 2.86700000 N N N N N N PORT OF CORPUS CHRISTI TX AUTH N/A 733911BP5 3400000.00000000 PA USD 3617946.46000000 0.025492172823 Long DBT MUN US N 2 2023-12-01 Fixed 3.28700000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202TU95 51636.29000000 PA USD 59132.08000000 0.000416646630 Long ABS-MBS USGSE US N 2 2044-01-20 Fixed 4.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967JC6 6575000.00000000 PA USD 7422242.73000000 0.052297372695 Long DBT CORP US N 2 2026-11-20 Fixed 4.30000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 3132HT3C8 7901325.57000000 PA USD 8409263.31000000 0.059251953002 Long ABS-CBDO USGSE US N 2 2044-03-15 Fixed 3.50000000 N N N N N N GOVT OF BERMUDA 549300FP5PUZXX9FVJ40 085209AG9 1375000.00000000 PA USD 1371562.50000000 0.009664075650 Long DBT NUSS BM Y 2 2030-08-20 Fixed 2.37500000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAD5 5519000.00000000 PA USD 6030771.19000000 0.042493017277 Long DBT CORP US N 2 2024-08-15 Fixed 4.25000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBL4 10530000.00000000 PA USD 11138155.20000000 0.078479817330 Long DBT CORP US Y 2 2034-04-15 Fixed 3.46900000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBD3 3800000.00000000 PA USD 3845296.00000000 0.027094085352 Long DBT CORP FR Y 2 2032-06-09 Fixed 2.88900000 N N N N N N NEW JERSEY ST ECON DEV AUTH MT 5493006JS6QWDVU4R678 64578JAW6 1110000.00000000 PA USD 1136414.67000000 0.008007216106 Long DBT MUN US N 2 2022-07-01 Fixed 3.80000000 N N N N N N HIGHWOODS REALTY LP JUJNVZX73BIYHLR58F51 431282AQ5 2900000.00000000 PA USD 3248518.52000000 0.022889171093 Long DBT CORP US N 2 2028-03-15 Fixed 4.12500000 N N N N N N RACKSPACE TECHNOLOGY 549300QTYCKLMFSE8I97 75009XAB6 498750.00000000 PA USD 495777.45000000 0.003493264639 Long LON CORP US N 2 2028-02-03 Variable 3.50000000 N N N N N N AMERICAN WATER CAPITAL C 5IDHQUFVC8Q2KIBBFF06 03040WAY1 10000000.00000000 PA USD 10163554.90000000 0.071612750734 Long DBT CORP US N 2 2031-06-01 Fixed 2.30000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89832QAE9 5000000.00000000 PA USD 5492500.00000000 0.038700340311 Long DBT CORP US N 2 N/A Fixed 4.95000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXR0 6875000.00000000 PA USD 6676961.57000000 0.047046096496 Long DBT CORP US N 2 2032-01-27 Fixed 1.99200000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38144GAB7 3000000.00000000 PA USD 3206580.00000000 0.022593670867 Long DBT CORP US N 2 N/A Fixed 4.95000000 N N N N N N EASTERN ENERGY GAS 549300BFOD6TDMVV4O24 257375AN5 4125000.00000000 PA USD 4334572.40000000 0.030541543374 Long DBT CORP US N 2 2024-11-15 Fixed 2.50000000 N N N N N N CFCRE Commercial Mortgage Trus N/A 12531YAP3 923393.15000000 PA USD 965269.86000000 0.006801324000 Long ABS-MBS USGSE US N 2 2058-05-10 Fixed 3.12100000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 22822VAW1 10630000.00000000 PA USD 10359202.88000000 0.072991293002 Long DBT CORP US N 2 2031-04-01 Fixed 2.10000000 N N N N N N APTIV PLC N/A EK7591838 500000.00000000 PA 620465.21000000 0.004371818803 Long DBT CORP JE N 2 2025-03-10 Fixed 1.50000000 N N N N N N United States Treasury Bill 254900HROIFWPRGM1V77 912796J34 9452000.00000000 PA USD 9451684.30000000 0.066596886468 Long STIV UST US N 2 N N N CELULOSA ARAUCO CONSTITU 549300QEKV8G0AMNQD28 151191BE2 3000000.00000000 PA USD 3265530.00000000 0.023009034555 Long DBT CORP CL Y 2 2029-04-30 Fixed 4.25000000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46640LAD4 772878.35000000 PA USD 809676.56000000 0.005705008359 Long ABS-MBS USGSE US N 2 2046-08-15 Variable 4.13270000 N N N N N N ENTERGY CORP 4XM3TW50JULSLG8BNC79 29364GAM5 6900000.00000000 PA USD 6807829.32000000 0.047968195078 Long DBT CORP US N 2 2025-09-15 Fixed 0.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GFT8 9887765.64000000 PA USD 10734437.91000000 0.075635211683 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.50000000 N N N N N N Sequoia Mortgage Trust N/A 81746YAU8 774637.90000000 PA USD 787698.68000000 0.005550151475 Long ABS-CBDO USGSE US Y 2 2049-06-25 Variable 4.00000000 N N N N N N KOREA TREASURY BOND 549300O0QCVSQGPGDT58 AL4320316 1220000000.00000000 PA 1090533.66000000 0.007683936961 Long DBT NUSS KR N 2 2022-03-10 Fixed 1.87500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RX8 1075000.00000000 PA USD 1278284.18000000 0.009006833460 Long DBT UST US N 2 2047-05-15 Fixed 3.00000000 N N N N N N COMM Mortgage Trust N/A 12593QBE9 3212210.00000000 PA USD 3513046.32000000 0.024753042897 Long ABS-MBS USGSE US N 2 2048-10-10 Fixed 3.63000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAA0 4725000.00000000 PA USD 4978409.03000000 0.035078037992 Long DBT CORP US N 2 2025-02-15 Fixed 2.65000000 N N N N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 AV1262212 48800000.00000000 PA 1715480.01000000 0.012087330029 Long DBT NUSS TH N 2 2038-06-17 Fixed 3.30000000 N Y N N N N JP Morgan Chase Commercial Mor N/A 46649XAL1 1000000.00000000 PA USD 1044842.50000000 0.007361995507 Long ABS-MBS CORP US Y 2 2031-07-05 Variable 4.76697300 N N N N N N AUSTRALIAN GOVERNMENT 213800J6B7JSBDETCB42 BK4676346 1800000.00000000 PA 1191619.76000000 0.008396193033 Long DBT NUSS AU N 2 2051-06-21 Fixed 1.75000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691RAE6 5027114.00000000 PA USD 5790719.04000000 0.040801601729 Long ABS-MBS USGSE US N 2 2051-12-15 Fixed 4.31000000 N N N N N N Federal Home Loan Bank Discount Notes 2549001DPIFGXC1TOL40 313385KA3 14625000.00000000 PA USD 14624431.23000000 0.103044235861 Long STIV USGSE US N 2 N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AU2 1850000.00000000 PA USD 1905965.53000000 0.013429497429 Long DBT CORP CH Y 2 2032-05-14 Fixed 3.09100000 N N N N N N NOVA CHEMICALS CORP 5493007M1XGU5E55ZJ25 66977WAQ2 2000000.00000000 PA USD 2110000.00000000 0.014867131189 Long DBT CORP CA Y 2 2024-06-01 Fixed 4.87500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBL9 24550000.00000000 PA USD 25261778.40000000 0.177995342915 Long DBT CORP US N 2 2031-04-22 Fixed 2.52200000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271AV1 3725000.00000000 PA USD 3521263.43000000 0.024810940931 Long DBT CORP US N 2 2033-02-01 Fixed 1.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8D28 8944092.63000000 PA USD 9883606.50000000 0.069640224862 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.50000000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NAK5 560000.00000000 PA USD 684885.60000000 0.004825727045 Long DBT CORP NL N 2 2044-03-17 Fixed 7.25000000 N N N N N N GOPHER RESOURCE LLC 549300BTDNOXC3JSII89 26828KAB6 984421.96000000 PA USD 872857.42000000 0.006150182830 Long LON CORP US N 2 2025-03-06 Variable 4.25000000 N N N N N N PLANTRONICS INC 5493006O3W5M472F6668 72749DAC0 1146491.60000000 PA USD 1124284.06000000 0.007921743419 Long LON CORP US N 2 2025-07-02 Variable 2.59250000 N N N N N N SIGMA ALIMENTOS SA 549300FW3RGHPHT21D10 82655AAC7 3500000.00000000 PA USD 3815000.00000000 0.026880618714 Long DBT CORP MX Y 2 2026-05-02 Fixed 4.12500000 N N N N N N POSCO 988400E5HRVX81AYLM04 693483AH2 350000.00000000 PA USD 362225.50000000 0.002552253094 Long DBT CORP KR Y 2 2025-01-17 Fixed 2.50000000 N N N N N N JAGUAR HL / PPDI N/A 47010LAA0 100000.00000000 PA USD 108392.00000000 0.000763733689 Long DBT CORP US Y 2 2028-06-15 Fixed 5.00000000 N N N N N N AECOM TECHNOLOGY 0EEB8GF0W0NPCIHZX097 00766WAV5 650000.00000000 PA USD 649187.50000000 0.004574197027 Long LON CORP US N 2 2028-04-13 Variable 1.85425000 N N N N N N USI INC/NY N/A 90351NAE5 2461636.84000000 PA USD 2437414.33000000 0.017174103605 Long LON CORP US N 2 2024-05-16 Variable 3.14725000 N N N N N N AIRBUS SE MINO79WLOO247M1IL051 BJ8145234 400000.00000000 PA 515492.41000000 0.003632176913 Long DBT CORP NL N 2 2030-06-09 Fixed 1.62500000 N N N N N N COMM Mortgage Trust N/A 12592XAJ5 1000000.00000000 PA USD 842933.60000000 0.005939338585 Long ABS-MBS USGSE US Y 2 2048-03-10 Fixed 3.00000000 N N N N N N PUBLIC SERVICE ELECTRIC 549300RUHPVD434XUK18 74456QCC8 7970000.00000000 PA USD 8486432.01000000 0.059795686266 Long DBT CORP US N 2 2050-01-01 Fixed 3.15000000 N N N N N N Federal Home Loan Bank Discount Notes 2549001DPIFGXC1TOL40 313385HU3 13890000.00000000 PA USD 13889942.08000000 0.097869000529 Long STIV USGSE US N 2 N N N AMSR Trust N/A 00178XAD5 3347000.00000000 PA USD 3476516.18000000 0.024495650298 Long ABS-O CORP US Y 2 2039-01-19 Fixed 3.24700000 N N N N N N Wells Fargo Mortgage Backed Se N/A 95002JAS5 865071.64000000 PA USD 870253.51000000 0.006131835593 Long ABS-CBDO USGSE US Y 2 2049-04-25 Variable 4.00000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140AU4 4800000.00000000 PA USD 5133611.90000000 0.036171602650 Long DBT CORP US N 2 2026-05-19 Fixed 2.60000000 N N N N N N Toronto Dominion bank PT3QB789TSUIDF371261 SEK210730 1.00000000 NC USD 8358.70000000 0.000058895682 N/A DFE CORP US N 2 Toronto Dominion bank PT3QB789TSUIDF371261 2984486.04000000 SEK 357190.88000000 USD 2021-07-30 8358.70000000 N N N NATIONAL RETAIL PROP INC 5493008JKH5SOTI0JS97 637417AJ5 3000000.00000000 PA USD 3274978.83000000 0.023075611330 Long DBT CORP US N 2 2026-12-15 Fixed 3.60000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCA5 12850000.00000000 PA USD 14924319.35000000 0.105157257672 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B0A71 3584296.73000000 PA USD 3678871.98000000 0.025921456092 Long ABS-CBDO USGSE US N 2 2045-02-25 Fixed 3.00000000 N N N N N N JAPAN (20 YEAR ISSUE) 353800WZS8AXZXFUC241 AW8928847 219000000.00000000 PA 2016922.25000000 0.014211302222 Long DBT NUSS JP N 2 2038-12-20 Fixed 0.50000000 N N N N N N Morgan Stanley capital Services I7331LVCZKQKX5T7XV54 EUR210730 1.00000000 NC USD 19616.70000000 0.000138219930 N/A DFE CORP US N 2 Morgan Stanley capital Services I7331LVCZKQKX5T7XV54 486835.88000000 EUR 597252.40000000 USD 2021-07-30 19616.70000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QPGY4 4255827.71000000 PA USD 4641177.84000000 0.032701895649 Long ABS-MBS MUN US N 2 2045-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AUHV6 3519642.42000000 PA USD 3644448.59000000 0.025678907725 Long ABS-CBDO USGSE US N 2 2043-04-25 Fixed 3.00000000 N N N N N N AMCOR FLEXIBLES NORTH AM PTVU09TE3QPJPL7K4E13 081437AT2 2600000.00000000 PA USD 2658000.62000000 0.018728362046 Long DBT CORP US N 2 2030-06-19 Fixed 2.63000000 N N N N N N NEVADA POWER CO MJZFGXRJ52U8U4MKJ519 641423CA4 3335000.00000000 PA USD 4422546.30000000 0.031161410442 Long DBT CORP US N 2 2041-05-15 Fixed 5.45000000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 BM4399226 11250000.00000000 PA 1764161.90000000 0.012430344268 Long DBT NUSS CN N 2 2030-11-19 Fixed 3.27000000 N N N N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 BK4245605 750000.00000000 PA 936319.66000000 0.006597339914 Long DBT CORP US Y 2 2028-07-15 Fixed 3.87500000 N N N N N N Taco Bell Funding, LLC N/A 87342RAC8 1824000.00000000 PA USD 1969591.68000000 0.013877809429 Long ABS-O CORP US Y 2 2046-05-25 Fixed 4.97000000 N N N N N N UTAH ST MUNI PWR AGY PWR SPLY 549300ZRZ5YVJ6KNNV32 91756TAL5 1500000.00000000 PA USD 1543975.50000000 0.010878903465 Long DBT MUN US N 2 2023-07-01 Fixed 2.51200000 N N N N N N PERUSAHAAN PENERBIT SBSN 254900G208H6Q0L5B953 71567PAK6 11900000.00000000 PA USD 13569451.00000000 0.095610809566 Long DBT NUSS ID Y 2 2028-03-01 Fixed 4.40000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCK7 5000000.00000000 PA USD 5093750.00000000 0.035890734358 Long DBT CORP US Y 2 2031-02-01 Fixed 4.25000000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918CE2 1705000.00000000 PA USD 1809598.12000000 0.012750489407 Long DBT CORP US N 2 2052-03-17 Fixed 2.92100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JAPZ5 9345500.85000000 PA USD 10138908.08000000 0.071439088408 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KAS5 9350000.00000000 PA USD 9734577.94000000 0.068590164600 Long DBT CORP US N 2 2023-01-18 Fixed 3.40000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CBU4 4475000.00000000 PA USD 4468182.61000000 0.031482965422 Long DBT UST US N 2 2023-03-31 Fixed 0.12500000 N N N N N N ORANGE SA 969500MCOONR8990S771 35177PAX5 3950000.00000000 PA USD 5327502.30000000 0.037537760950 Long DBT CORP FR N 2 2042-01-13 Fixed 5.37500000 N N N N N N MIAMI-DADE CNTY FL AVIATION RE N/A 59333P5G9 4700000.00000000 PA USD 4894629.35000000 0.034487723540 Long DBT MUN US N 2 2030-10-01 Fixed 2.52900000 N N N N N N Credit Suisse Mortgage Trust N/A 12655VAD6 4270400.00000000 PA USD 4363683.47000000 0.030746660956 Long ABS-CBDO USGSE US Y 2 2059-10-25 Variable 3.38800000 N N N N N N Morgan Stanley BAML Trust N/A 61764RBH0 1600000.00000000 PA USD 1708740.32000000 0.012039841946 Long ABS-MBS USGSE US N 2 2048-02-15 Fixed 3.60500000 N N N N N N Toyota Auto Receivables Owner N/A 89238UAD2 4876745.32000000 PA USD 4923779.09000000 0.034693113591 Long ABS-O CORP US N 2 2023-09-15 Fixed 1.91000000 N N N N N N DISCOVER BANK X05BVSK68TQ7YTOSNR22 25466AAR2 4575000.00000000 PA USD 4783597.13000000 0.033705386772 Long DBT CORP US N 2 2030-02-06 Fixed 2.70000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290CA9 1600000.00000000 PA USD 1651520.00000000 0.011636665640 Long DBT CORP MX Y 2 N/A Fixed 5.12500000 N N N N N N JAGUAR HL / PPDI N/A 47010LAB8 125000.00000000 PA USD 131250.00000000 0.000924791928 Long DBT CORP US Y 2 2025-06-15 Fixed 4.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B7P88 9178379.00000000 PA USD 9674677.82000000 0.068168106334 Long ABS-CBDO USGSE US N 2 2050-01-25 Fixed 3.00000000 N Y N N N N AT&T INC 549300Z40J86GGSTL398 00206RMD1 27320000.00000000 PA USD 27411599.59000000 0.193143055552 Long DBT CORP US Y 2 2055-09-15 Fixed 3.55000000 N N N N N N LEGGETT & PLATT INC DKOVQUCDW4ZLYCUD4T55 524660AZ0 1600000.00000000 PA USD 1829735.38000000 0.012892377221 Long DBT CORP US N 2 2029-03-15 Fixed 4.40000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBN4 16425000.00000000 PA USD 18869618.98000000 0.132955971976 Long DBT CORP US N 2 2030-04-02 Fixed 4.90600000 N N N N N N Toronto Dominion bank PT3QB789TSUIDF371261 EUR210730 1.00000000 NC USD 10581.26000000 0.000074555914 N/A DFE CORP US N 2 Toronto Dominion bank PT3QB789TSUIDF371261 1911916.80000000 EUR 2279089.91000000 USD 2021-07-30 10581.26000000 N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 98919XAB7 623552.63000000 PA USD 616587.55000000 0.004344496680 Long LON CORP US N 2 2027-03-09 Variable 3.10425000 N N N N N N INTERNATIONAL PAPER CO 824LMFJDH41EY779Q875 460146CS0 1994000.00000000 PA USD 2466719.71000000 0.017380590301 Long DBT CORP US N 2 2048-08-15 Fixed 4.35000000 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 744320BH4 6960000.00000000 PA USD 7255800.00000000 0.051124611603 Long DBT CORP US N 2 2050-10-01 Fixed 3.70000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MP3 11000000.00000000 PA USD 12844341.29000000 0.090501662085 Long DBT CORP US N 2 2031-03-31 Fixed 4.41200000 N N N N N N MERCY HEALTHCARE SYSTEM RV2KCMRGYKSCKT5REH48 58942HAA9 12500000.00000000 PA USD 13646768.63000000 0.096155592196 Long DBT CORP US N 2 2025-11-01 Fixed 3.38200000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XAK0 9883767.32000000 PA USD 9958542.96000000 0.070168229688 Long ABS-CBDO USGSE US N 2 2024-07-25 Variable 3.09150000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BW2 2000000.00000000 PA USD 2257600.00000000 0.015907125769 Long DBT CORP MX Y 2 2027-06-05 Fixed 7.37500000 N N N N N N CPPIB CAPITAL INC 549300KW9NB55HTDK075 22411VAA6 20200000.00000000 PA USD 20432251.92000000 0.143966336393 Long DBT NUSS CA Y 2 2022-01-25 Fixed 2.25000000 N N N N N N ENDO LUXEMBOURG FINANCE 222100B15VY0VVCTG251 L2968EAE2 2471796.11000000 PA USD 2381427.24000000 0.016779616680 Long LON CORP LU N 2 2028-03-27 Variable 5.75000000 N N N N N N MIAMI-DADE CNTY FL AVIATION RE N/A 59333PU97 1505000.00000000 PA USD 1541382.02000000 0.010860629717 Long DBT MUN US N 2 2022-10-01 Fixed 2.21800000 N N N N N N FIVE CORNERS FND TR II N/A 33834DAA2 7325000.00000000 PA USD 7714517.50000000 0.054356750585 Long DBT CORP US Y 2 2030-05-15 Fixed 2.85000000 N N N N N N SKYWORKS SOLUTIONS INC 549300WZ3ORQ2BVKBD96 83088MAK8 2100000.00000000 PA USD 2126456.01000000 0.014983080791 Long DBT CORP US N 2 2026-06-01 Fixed 1.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEDU3 25112419.43000000 PA USD 26762122.07000000 0.188566815034 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N ISLAMIC REP OF PAKISTAN 529900LOP29R5WKHOD86 695847AS2 500000.00000000 PA USD 506279.57000000 0.003567262931 Long DBT NUSS PK Y 2 2026-04-08 Fixed 6.00000000 N N N N N N Sierra Receivables Funding Co N/A 82653EAA5 2915139.82000000 PA USD 3014733.82000000 0.021241916210 Long ABS-O CORP US Y 2 2036-01-20 Fixed 3.20000000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780BM7 11675000.00000000 PA USD 13504891.98000000 0.095155924533 Long DBT NUSS ID Y 2 2043-04-15 Fixed 4.62500000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BB1 149000.00000000 PA USD 164831.25000000 0.001161406548 Long DBT CORP US N 2 2025-06-01 Fixed 4.87500000 N N N N N N Oi SA 254900YEMWCRRAGD4978 670851500 52000.00000000 NS USD 77480.00000000 0.000545926694 Long EC CORP BR N 1 N N N SMB Private Education Loan Tru 549300NWENTZ8X7JUC78 83189DAB6 9105118.94000000 PA USD 9422937.67000000 0.066394336743 Long ABS-O CORP US Y 2 2035-10-15 Fixed 2.82000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBF2 35850000.00000000 PA USD 37338492.00000000 0.263088274397 Long DBT CORP US N 2 2025-10-15 Fixed 2.30100000 N N N N N N Agate Bay Mortgage Loan Trust 549300LRONE82VI44B39 00842DAJ2 2099545.16000000 PA USD 2124926.35000000 0.014972302755 Long ABS-CBDO USGSE US Y 2 2045-09-25 Variable 3.50000000 N N N N N N Flagstar Mortgage Trust N/A 33850RBA9 2525575.30000000 PA USD 2565019.99000000 0.018073217390 Long ABS-CBDO USGSE US Y 2 2047-10-25 Variable 4.10584700 N N N N N N SOPHIA LP 549300RP8NIJ7FY7OS79 83578BAM5 1567125.00000000 PA USD 1567454.10000000 0.011044334473 Long LON CORP US N 2 2027-10-07 Variable 4.50000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CW8 1275000.00000000 PA USD 1571909.25000000 0.011075725610 Long DBT CORP US N 2 2025-04-22 Fixed 9.00000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DR3 12650000.00000000 PA USD 12392446.00000000 0.087317592625 Long DBT NUSS CO N 2 2030-01-30 Fixed 3.00000000 N N N N N N ELI LILLY & CO FRDRIPF3EKNDJ2CQJL29 532457BY3 10000000.00000000 PA USD 9068012.70000000 0.063893523430 Long DBT CORP US N 2 2050-05-15 Fixed 2.25000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833EF3 5900000.00000000 PA USD 5767692.74000000 0.040639357642 Long DBT CORP US N 2 2051-02-08 Fixed 2.65000000 N N N N N N UNIV OF MASSACHUSETTS MA BLDG 6ILE2573NPR1XO2TR556 914437US5 13000000.00000000 PA USD 14036583.60000000 0.098902241626 Long DBT MUN US N 2 2040-11-01 Fixed 3.43400000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UCJ6 3775000.00000000 PA USD 3777392.37000000 0.026615634084 Long DBT CORP US N 2 2021-08-15 Fixed 2.00000000 N N N N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 EK3289700 2550000.00000000 PA 3345745.81000000 0.023574237859 Long DBT NUSS ES Y 2 2024-10-31 Fixed 2.75000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CAT8 2205000.00000000 PA USD 2155818.16000000 0.015189967490 Long DBT UST US N 2 2025-10-31 Fixed 0.25000000 N N N N N N BLACK HILLS CORP 3MGELCRSTNSAMJ962671 092113AM1 1575000.00000000 PA USD 1678039.15000000 0.011823520466 Long DBT CORP US N 2 2027-01-15 Fixed 3.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YHU99 9443489.39000000 PA USD 10328083.42000000 0.072772024237 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 3.50000000 N N N N N N CANADIAN GOVERNMENT 4BFD7AQU0A75QLAHK410 135087H72 950000.00000000 PA 794348.98000000 0.005597009713 Long DBT NUSS CA N 2 2051-12-01 Fixed 2.00000000 N N N N N N CIT Group Home Equity Loan Tru N/A 12558MAG7 157187.58000000 PA USD 160853.82000000 0.001133381442 Long ABS-O CORP US N 2 2030-02-25 Fixed 6.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292HYA6 334560.06000000 PA USD 368391.82000000 0.002595701192 Long ABS-MBS MUN US N 2 2033-07-01 Fixed 4.50000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAG6 2065000.00000000 PA USD 2550622.13000000 0.017971769583 Long DBT CORP US N 2 2034-12-01 Fixed 5.30000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AS7 14800000.00000000 PA USD 15613766.75000000 0.110015127314 Long DBT CORP US N 2 2024-07-01 Fixed 2.75000000 N N N N N N Ukraine Treasury Bill 6354001WLTJXOMEXPY07 BM2358778 16000000.00000000 PA 569509.03000000 0.004012779840 Long STIV NUSS UA N 2 N N N Purchasing Power Funding N/A 74615JAD2 1000000.00000000 PA USD 999179.90000000 0.007040255286 Long ABS-O CORP US Y 2 2025-10-15 Fixed 4.37000000 N N N N N N GS Mortgage-Backed Securities N/A 36257LAD9 1590253.33000000 PA USD 1595474.13000000 0.011241764549 Long ABS-CBDO USGSE US Y 2 2049-11-25 Variable 4.00000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DD7 13600000.00000000 PA USD 15169167.05000000 0.106882462827 Long DBT CORP US N 2 2027-11-15 Fixed 3.45000000 N N N N N N JP Morgan Mortgage Trust N/A 46651XBT8 6946522.84000000 PA USD 7261037.78000000 0.051161517178 Long ABS-CBDO USGSE US Y 2 2050-06-25 Variable 3.88259900 N N N N N N Sierra Receivables Funding Co N/A 82653DAA7 2563673.15000000 PA USD 2648829.40000000 0.018663741321 Long ABS-O CORP US Y 2 2035-06-20 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H030674 76180000.00000000 PA USD 79484605.36000000 0.560051211103 Long ABS-O USGSE US N 2 2047-07-20 Fixed 3.00000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XBH6 780967.92000000 PA USD 826975.68000000 0.005826898542 Long ABS-CBDO USGSE US N 2 2028-04-25 Variable 5.64150000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46644RBD6 2500000.00000000 PA USD 2712019.00000000 0.019108977374 Long ABS-MBS USGSE US N 2 2048-05-15 Variable 3.91660000 N N N N N N KOREA TREASURY BOND 549300O0QCVSQGPGDT58 QZ3475089 1800000000.00000000 PA 1567226.87000000 0.011042733402 Long DBT NUSS KR N 2 2026-12-10 Fixed 1.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CBX8 8195000.00000000 PA USD 8179634.38000000 0.057633979814 Long DBT UST US N 2 2023-04-30 Fixed 0.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BKB1 8318461.44000000 PA USD 9233373.41000000 0.065058660572 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BFQ4 4552517.71000000 PA USD 5053221.50000000 0.035605169179 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4.50000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 ZP3178248 300000.00000000 PA 425869.37000000 0.003000689949 Long DBT CORP DK N 2 2028-01-14 Fixed 2.25000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 C7052BAH7 1607175.27000000 PA USD 1607400.27000000 0.011325796534 Long LON CORP CA N 2 2025-05-31 Variable 3.50000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 89364MBS2 1358211.02000000 PA USD 1340323.38000000 0.009443963756 Long LON CORP US N 2 2024-08-22 Variable 2.35425000 N N N N N N Magnetite CLO Ltd 549300BDVLRWS2SODX97 55953TAL1 530000.00000000 PA USD 527647.33000000 0.003717820889 Long ABS-O CORP KY Y 2 2028-11-15 Variable 1.65588000 N N N N N N COMM Mortgage Trust 549300YJIXJB9DCDOI21 12626BAU8 4000000.00000000 PA USD 4237181.60000000 0.029855324512 Long ABS-MBS USGSE US Y 2 2046-08-10 Variable 5.06378100 N N N N N N JAPAN (10 YEAR ISSUE) 353800WZS8AXZXFUC241 AL5168359 369000000.00000000 PA 3356597.18000000 0.023650696978 Long DBT NUSS JP N 2 2026-12-20 Fixed 0.10000000 N N N N N N OREGON ST DEPT OF ADMIN SVCS C N/A 68608VEE0 9700000.00000000 PA USD 10792603.15000000 0.076045045927 Long DBT MUN US N 2 2039-05-01 Fixed 4.10300000 N N N N N N Federal Agricultural Mortgage Corp Discount Notes N/A 31315LHP6 976000.00000000 PA USD 976000.00000000 0.006876928929 Long STIV USGSE US N 2 N N N Sequoia Mortgage Trust N/A 81743AAA7 5310736.43000000 PA USD 5397701.86000000 0.038032389418 Long ABS-CBDO CORP US Y 2 2049-12-25 Variable 3.50000000 N N N N N N THAIOIL TRSRY CENTER 549300NH03B9E8VGJR89 88322YAK7 4300000.00000000 PA USD 4213613.00000000 0.029689259361 Long DBT CORP TH Y 2 2030-06-18 Fixed 2.50000000 N N N N N N Citigroup Mortgage Loan Trust 549300R1KUK063S4I339 17307G2R8 582868.10000000 PA USD 582425.82000000 0.004103791978 Long ABS-O CORP US N 2 2036-01-25 Variable 0.84150000 N N N N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 084664CV1 21100000.00000000 PA USD 21062020.00000000 0.148403703532 Long DBT CORP US N 2 2050-10-15 Fixed 2.85000000 N N N N N N WASTE MANAGEMENT INC 549300YX8JIID70NFS41 94106LAY5 9650000.00000000 PA USD 9882823.43000000 0.069634707325 Long DBT CORP US N 2 2022-09-15 Fixed 2.90000000 N N N N N N NEVADA POWER CO MJZFGXRJ52U8U4MKJ519 641423CD8 7350000.00000000 PA USD 7558868.11000000 0.053260039732 Long DBT CORP US N 2 2030-05-01 Fixed 2.40000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833BX7 4525000.00000000 PA USD 6004345.04000000 0.042306817732 Long DBT CORP US N 2 2046-02-23 Fixed 4.65000000 N N N N N N CMWLTH FING AUTH PA N/A 20281PKT8 4055000.00000000 PA USD 4637311.79000000 0.032674655330 Long DBT MUN US N 2 2038-06-01 Fixed 3.86400000 N N N N N N United States Treasury Bill 254900HROIFWPRGM1V77 912796G78 7495000.00000000 PA USD 7493637.33000000 0.052800421455 Long STIV UST US N 2 N N N MIAMI-DADE CNTY FL AVIATION RE N/A 59333P2S6 3900000.00000000 PA USD 4186859.82000000 0.029500755552 Long DBT MUN US N 2 2041-10-01 Fixed 3.98200000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CCE9 4335000.00000000 PA USD 4345837.50000000 0.030620917649 Long DBT UST US N 2 2028-05-31 Fixed 1.25000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDK2 4600000.00000000 PA USD 4829594.79000000 0.034029487836 Long DBT CORP US N 2 2041-04-15 Fixed 3.30000000 N N N N N N ORBIA ADVANCE CORP SAB 549300MVHZ20SBIOEQ79 68560EAA6 3800000.00000000 PA USD 3843700.00000000 0.027082839882 Long DBT CORP MX Y 2 2026-05-11 Fixed 1.87500000 N N N N N N Bank N/A 06650AAK3 2500000.00000000 PA USD 2682671.25000000 0.018902192138 Long ABS-MBS CORP US N 2 2050-11-15 Variable 4.20599800 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCR80 21411836.14000000 PA USD 23439916.01000000 0.165158439047 Long ABS-MBS MUN US N 2 2048-03-01 Fixed 4.00000000 N N N N N N Federal Home Loan Bank Discount Notes 2549001DPIFGXC1TOL40 313385KW5 28000000.00000000 PA USD 27998288.92000000 0.197276888366 Long STIV USGSE US N 2 N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAJ3 750000.00000000 PA USD 781155.00000000 0.005504044485 Long DBT CORP CA Y 2 2025-06-01 Fixed 4.25000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAJ7 2050000.00000000 PA USD 2026667.95000000 0.014279970753 Long DBT CORP US N 2 2025-08-15 Fixed 0.80000000 N N N N N N STATE OF QATAR 52990074F6OJOAXK4P65 74727PBC4 925000.00000000 PA USD 1007391.67000000 0.007098115695 Long DBT NUSS QA Y 2 2025-04-16 Fixed 3.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MY89 3710659.60000000 PA USD 4317803.99000000 0.030423392592 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 5.50000000 N N N N N N DUKE UNIVERSITY FY5ICUIRRDCHN4HHL592 26442TAD9 2000000.00000000 PA USD 2198522.50000000 0.015490863711 Long DBT MUN US N 2 2038-10-01 Fixed 3.19900000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46645LBF3 1820000.00000000 PA USD 1992858.69000000 0.014041749566 Long ABS-MBS USGSE US N 2 2049-03-15 Variable 4.88944600 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680AY9 10380000.00000000 PA USD 11049158.12000000 0.077852740901 Long DBT CORP US N 2 2029-09-01 Fixed 3.40000000 N N N N N N JP Morgan Chase Commercial Mor N/A 46636DAU0 4249798.61000000 PA USD 4269110.54000000 0.030080296900 Long ABS-MBS USGSE US Y 2 2046-07-15 Variable 5.57484400 N N N N N N AON PLC 635400FALWQYX5E6QC64 00185AAF1 9631000.00000000 PA USD 10341584.81000000 0.072867155486 Long DBT CORP IE N 2 2024-06-14 Fixed 3.50000000 N N N N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748AV4 1600000.00000000 PA USD 1719358.46000000 0.012114657718 Long DBT CORP US N 2 2024-06-03 Fixed 3.50000000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377RCQ5 12000000.00000000 PA USD 12328376.40000000 0.086866156062 Long ABS-O CORP US Y 2 2023-09-20 Fixed 3.07000000 N N N N N N DT MIDSTREAM INC N/A 23345NAB1 645000.00000000 PA USD 645574.05000000 0.004548736537 Long LON CORP US N 2 2028-05-25 Variable 2.50000000 N N N N N N Federal Home Loan Bank Discount Notes 2549001DPIFGXC1TOL40 313385JE7 40282000.00000000 PA USD 40281496.48000000 0.283824783258 Long STIV USGSE US N 2 N N N SCIENTIFIC GAMES INTERNA RLTHESQ0RNFQJWPBJN60 80874YAW0 1000000.00000000 PA USD 1032500.00000000 0.007275029835 Long DBT CORP US Y 2 2025-10-15 Fixed 5.00000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BH1 1250000.00000000 PA USD 1409499.90000000 0.009931383850 Long DBT CORP GB N 2 2026-11-23 Fixed 4.37500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MS7 7125000.00000000 PA USD 7324658.53000000 0.051609791129 Long DBT CORP US N 2 2031-06-03 Fixed 2.57200000 N N N N N N Federal Agricultural Mortgage Corp Discount Notes N/A 31315LHU5 20000000.00000000 PA USD 19999916.60000000 0.140920087142 Long STIV USGSE US N 2 N N N TSMC GLOBAL LTD 549300N2ZLI21P85T117 872882AF2 4000000.00000000 PA USD 3847840.00000000 0.027112010462 Long DBT CORP VG Y 2 2027-09-28 Fixed 1.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQZS4 12085569.20000000 PA USD 13119132.03000000 0.092437846910 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.50000000 N N N N N N OPEN TEXT CORP 549300HP7ONDQODZJV16 68371YAJ2 1964467.02000000 PA USD 1964467.02000000 0.013841700902 Long LON CORP CA N 2 2025-05-30 Variable 1.85425000 N N N N N N Social Professional Loan Progr N/A 83404KAC7 5009034.47000000 PA USD 5096578.87000000 0.035910666671 Long ABS-O CORP US Y 2 2040-11-26 Fixed 2.72000000 N N N N N N INVERSIONES CMPC SA 549300G475ACIABB4385 46128MAQ4 3600000.00000000 PA USD 3613500.00000000 0.025460842916 Long DBT CORP CL Y 2 2031-04-06 Fixed 3.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYB4 13425000.00000000 PA USD 13714539.66000000 0.096633109160 Long DBT CORP US N 2 2032-04-22 Fixed 2.61500000 N N N N N N EDP FINANCE BV 5299007L43AQDFOW5739 QZ1467617 500000.00000000 PA 612296.47000000 0.004314261585 Long DBT CORP NL N 2 2024-02-12 Fixed 1.12500000 N N N N N N JP Morgan Chase Commercial Mor N/A 46635TAX0 10975000.00000000 PA USD 10620825.78000000 0.074834696782 Long ABS-MBS USGSE US Y 2 2046-02-15 Variable 5.36000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816BW8 4000000.00000000 PA USD 4259645.80000000 0.030013608023 Long DBT CORP US N 2 2023-08-03 Fixed 3.70000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3617A4PJ1 12163876.58000000 PA USD 13082222.50000000 0.092177781116 Long ABS-O USGSE US N 2 2033-10-15 Fixed 3.70000000 N N N N N N BALL CORP 0BGI85ALH27ZJP15DY16 058498AW6 1875000.00000000 PA USD 1840537.50000000 0.012968489323 Long DBT CORP US N 2 2030-08-15 Fixed 2.87500000 N N N N N N CNA FINANCIAL CORP 549300YX2GSZD7YG1R84 126117AS9 3525000.00000000 PA USD 3814056.38000000 0.026873969936 Long DBT CORP US N 2 2024-05-15 Fixed 3.95000000 N N N N N N AMBER CIRCLE FUNDING LTD 549300XUOOO10CM8FY85 EJ4615047 2500000.00000000 PA USD 2583885.80000000 0.018206146524 Long DBT CORP KY N 2 2022-12-04 Fixed 3.25000000 N N N N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 71568PAJ8 650000.00000000 PA USD 687375.00000000 0.004843267441 Long DBT CORP ID Y 2 2029-07-17 Fixed 3.87500000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BT9 13100000.00000000 PA USD 12617904.02000000 0.088906177441 Long DBT CORP US N 2 2050-10-01 Fixed 2.80000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833BZ2 8075000.00000000 PA USD 8589153.50000000 0.060519465351 Long DBT CORP US N 2 2026-08-04 Fixed 2.45000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BK0 6000000.00000000 PA USD 6255000.00000000 0.044072941037 Long DBT CORP US N 2 N/A Fixed 4.00000000 N N N N N N GE CAPITAL INTL FUNDING 549300G6UZOB126GBY72 36164QNA2 35700000.00000000 PA USD 42785788.84000000 0.301470111719 Long DBT CORP IE N 2 2035-11-15 Fixed 4.41800000 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAE5 2100000.00000000 PA USD 2437617.00000000 0.017175531624 Long DBT CORP KY N 2 2028-08-08 Fixed 5.40000000 N N N N N N COMM Mortgage Trust N/A 12593YBL6 4650000.00000000 PA USD 5123426.27000000 0.036099834358 Long ABS-MBS USGSE US N 2 2049-02-10 Variable 4.79236500 N N N N N N PPD INC N/A 69355HAB4 550672.83000000 PA USD 549725.67000000 0.003873385618 Long LON CORP US N 2 2028-01-13 Variable 2.75000000 N N N N N N Taco Bell Funding, LLC N/A 87342RAD6 16672500.00000000 PA USD 16708179.15000000 0.117726394009 Long ABS-O CORP US Y 2 2048-11-25 Fixed 4.31800000 N N N N N N AMAL LTD N/A 02265QAA6 627684.03000000 PA USD 630332.24000000 0.004441342229 Long DBT CORP US N 2 2021-08-21 Fixed 3.46500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CAG6 39285000.00000000 PA USD 39286534.47000000 0.276814247366 Long DBT UST US N 2 2022-08-31 Fixed 0.12500000 N N N N N N Wells Fargo Commercial Mortgag N/A 94988HAE1 8200000.00000000 PA USD 8441622.02000000 0.059479953565 Long ABS-MBS USGSE US N 2 2045-10-15 Fixed 3.53900000 N N N N N N HOSTESS BRANDS LLC 549300SW7FLS4O41LD19 44108HAJ0 886466.16000000 PA USD 882033.83000000 0.006214840125 Long LON CORP US N 2 2025-08-01 Variable 3.00000000 N N N N N N BOC AVIATION LTD 254900H06V5RMEB3KE72 09681LAK6 3600000.00000000 PA USD 3697020.00000000 0.026049327654 Long DBT CORP SG Y 2 2029-09-11 Fixed 3.00000000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 05533UAH1 200000.00000000 PA USD 202270.00000000 0.001425201244 Long DBT CORP MX Y 2 2025-09-18 Fixed 1.87500000 N N N N N N IVORY COAST 254900ICW11T82O6H590 ZQ0630702 1000000.00000000 PA 1273858.99000000 0.008975653422 Long DBT NUSS CI Y 2 2031-10-17 Fixed 5.87500000 N N N N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 AUD210730 1.00000000 NC USD -8755.86000000 -0.00006169408 N/A DFE CORP US N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 278027.89000000 USD 358995.80000000 AUD 2021-07-30 -8755.86000000 N N N JPMBB Commercial Mortgage Secu N/A 46642EAY2 1350000.00000000 PA USD 1458864.14000000 0.010279205951 Long ABS-MBS USGSE US N 2 2047-08-15 Fixed 3.77480000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BBPS5 15364704.57000000 PA USD 1815436.64000000 0.012791627816 Long ABS-CBDO USGSE US N 2 2050-08-25 Fixed 2.00000000 N N N N N N Hertz Vehicle Financing LLC 549300FPK70TCB78NG05 42806DCD9 505102.63000000 PA USD 506408.93000000 0.003568174406 Long ABS-O CORP US Y 2 2023-03-25 Fixed 3.71000000 N N N N N N SAN FRANCISCO CITY & CNTY CA C N/A 79772ECG2 245000.00000000 PA USD 262302.24000000 0.001848190432 Long DBT MUN US N 2 2025-09-01 Fixed 3.26400000 N N N N N N HOWMET AEROSPACE INC 549300HO5WFZUT5N2T22 443201AA6 275000.00000000 PA USD 320094.50000000 0.002255396646 Long DBT CORP US N 2 2025-05-01 Fixed 6.87500000 N N N N N N COMM Mortgage Trust N/A 12593JBK1 1467000.00000000 PA USD 1568062.36000000 0.011048620293 Long ABS-MBS USGSE US N 2 2048-08-10 Variable 4.52539000 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 65412JAC7 2600000.00000000 PA USD 2754657.85000000 0.019409412150 Long DBT NUSS NG Y 2 2027-11-28 Fixed 6.50000000 N N N N N N KAZAKHSTAN NATIONAL BANK 5493001XNTPYS3WWQO58 BN6487605 330000000.00000000 PA 768720.99000000 0.005416434031 Long DBT NUSS KZ N 3 2021-07-23 Fixed 0.00000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DP2 4675000.00000000 PA USD 4531556.09000000 0.031929497100 Long DBT CORP US N 2 2040-08-21 Fixed 2.70000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BF3 5000000.00000000 PA USD 4724550.00000000 0.033289338701 Long DBT CORP US Y 2 2031-02-15 Fixed 3.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LS37 8788930.43000000 PA USD 9556612.92000000 0.067336217065 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3.50000000 N N N N N N INTER-AMERICAN DEVEL BK VKU1UKDS9E7LYLMACP54 EK8694128 900000.00000000 PA 728131.74000000 0.005130440806 Long DBT NUSS N/A N 2 2025-10-30 Fixed 2.75000000 N N N N N N GOLD FIELDS OROGEN HOLD 213800CLGJ2E9KGU2F20 38060AAC8 1850000.00000000 PA USD 2190030.00000000 0.015431025269 Long DBT CORP VG Y 2 2029-05-15 Fixed 6.12500000 N N N N N N HEALTHCARE REALTY TRUST 549300CB86LH2IOKHH22 421946AJ3 6600000.00000000 PA USD 7147868.77000000 0.050364124515 Long DBT CORP US N 2 2025-05-01 Fixed 3.87500000 N N N N N N GS Mortgage Securities Trust 549300L45M7638EL0H21 36250GAT2 1350000.00000000 PA USD 1453280.81000000 0.010239865619 Long ABS-MBS CORP US N 2 2050-05-10 Variable 3.77700000 N N N N N N PUBLIC SERVICE COLORADO 5BANEF6PGSEK0SNMQF44 744448CV1 8425000.00000000 PA USD 8377995.41000000 0.059031638324 Long DBT CORP US N 2 2031-06-15 Fixed 1.87500000 N N N N N N GS Mortgage Securities Trust 5493002EPQ51IPGGFX73 36251FAW6 2816500.00000000 PA USD 3033345.43000000 0.021373054242 Long ABS-MBS USGSE US N 2 2048-02-10 Fixed 3.39600000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200KF7 400000.00000000 PA 472150.45000000 0.003326788000 Long DBT CORP US N 2 2032-02-11 Fixed 0.65000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDF6 4625000.00000000 PA USD 5313798.01000000 0.037441200061 Long DBT CORP US N 2 2047-10-15 Fixed 3.75000000 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 539830BP3 1700000.00000000 PA USD 1705528.40000000 0.012017210649 Long DBT CORP US N 2 2030-06-15 Fixed 1.85000000 N N N N N N OCI NV 549300NCMRGIBJYUOE57 67091GAE3 2137000.00000000 PA USD 2228495.66000000 0.015702055607 Long DBT CORP NL Y 2 2025-10-15 Fixed 4.62500000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CX1 3900000.00000000 PA USD 3724500.00000000 0.026242952661 Long DBT CORP US N 2 2039-08-15 Fixed 4.30000000 N N N N N N Federal Home Loan Bank Discount Notes 2549001DPIFGXC1TOL40 313385PB6 87105000.00000000 PA USD 87085836.90000000 0.613609744992 Long STIV USGSE US N 2 N N N Toronto Dominion bank PT3QB789TSUIDF371261 JPY210730 1.00000000 NC USD -27157.20000000 -0.00019135054 N/A DFE CORP US N 2 Toronto Dominion bank PT3QB789TSUIDF371261 1949458.60000000 USD 213503673.00000000 JPY 2021-07-30 -27157.20000000 N N N COMM Mortgage Trust N/A 12591UAH6 3000000.00000000 PA USD 3213507.60000000 0.022642482970 Long ABS-MBS USGSE US N 2 2047-03-10 Fixed 4.19900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B56X6 7732106.00000000 PA USD 8352465.24000000 0.058851751885 Long ABS-CBDO USGSE US N 2 2033-10-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DGJ5 1806313.78000000 PA USD 1883054.17000000 0.013268063214 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 3.00000000 N N N N N N Federal Home Loan Bank Discount Notes 2549001DPIFGXC1TOL40 313385JH0 1600000.00000000 PA USD 1599976.00000000 0.011273484877 Long STIV USGSE US N 2 N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAU1 9100000.00000000 PA USD 9572783.58000000 0.067450156081 Long DBT CORP US N 2 2030-01-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H7CN2 90474.05000000 PA USD 100158.20000000 0.000705718056 Long ABS-MBS MUN US N 2 2043-12-01 Fixed 4.50000000 N N N N N N ILLINOIS ST SALES TAX REVENUE 54930048FV8RWPR02D67 452227GH8 12500000.00000000 PA USD 13117733.75000000 0.092427994582 Long DBT MUN US N 2 2027-06-15 Fixed 3.25000000 N N N N N N STATE STR NAVIGATOR SECS L TR 549300ZFEEJ2IP5VME73 857509301 27953511.31000000 NS USD 27953511.31000000 0.196961383815 Long STIV RF US N 1 N N GATES GLOBAL LLC 549300XI79MQJV13DW27 36740UAT9 2018624.83000000 PA USD 2013376.41000000 0.014186318114 Long LON CORP US N 2 2027-03-31 Variable 3.50000000 N N N N N N DUKE REALTY LP 2549009GZDBNY1KE9O81 26441YBB2 2525000.00000000 PA USD 2872658.46000000 0.020240848429 Long DBT CORP US N 2 2028-09-15 Fixed 4.00000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NBT7 18200000.00000000 PA USD 19526427.28000000 0.137583865418 Long DBT CORP US N 2 2036-07-15 Fixed 3.20000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 80413TAH2 6775000.00000000 PA USD 7958647.38000000 0.056076897956 Long DBT NUSS SA Y 2 2030-04-17 Fixed 4.50000000 N N N N N N Barclays Commercial Mortgage S N/A 05529SAL3 3850000.00000000 PA USD 3846342.12000000 0.027101456349 Long ABS-MBS USGSE US Y 2 2032-09-05 Fixed 3.82070000 N N N N N N LEGG MASON INC OWUNCC6U1ZJXMZKFBJ36 524901AT2 1305000.00000000 PA USD 1427737.14000000 0.010059884058 Long DBT CORP US N 2 2024-07-15 Fixed 3.95000000 N N N N N N SCIENTIFIC GAMES INTERNA RLTHESQ0RNFQJWPBJN60 AR0149807 500000.00000000 PA 594884.91000000 0.004191579146 Long DBT CORP US Y 2 2026-02-15 Fixed 3.37500000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776743AJ5 10900000.00000000 PA USD 10733782.41000000 0.075630593008 Long DBT CORP US N 2 2030-06-30 Fixed 2.00000000 N N N N N N FRESNILLO PLC 549300JXWH1UV5J0XV81 358070AB6 2400000.00000000 PA USD 2436000.00000000 0.017164138188 Long DBT CORP GB Y 2 2050-10-02 Fixed 4.25000000 N N N N N N Federal Home Loan Bank Discount Notes 2549001DPIFGXC1TOL40 313385KY1 24770000.00000000 PA USD 24768431.32000000 0.174519202744 Long STIV USGSE US N 2 N N N TURK IHRACAT KR 789000JVRVYLAXGDWR11 90016LAA4 2500000.00000000 PA USD 2481741.63000000 0.017486435256 Long DBT NUSS TR Y 2 2026-07-06 Fixed 5.75000000 N N N N N N PAE INC 549300S7DE40ONNIOC81 69329HAB7 673312.50000000 PA USD 673871.35000000 0.004748120267 Long LON CORP US N 2 2027-10-14 Variable 5.25000000 N N N N N N UBS-Barclays Commercial Mortga N/A 90270RBE3 4000000.00000000 PA USD 4098427.60000000 0.028877659146 Long ABS-MBS USGSE US N 2 2045-12-10 Fixed 2.85020000 N N N N N N Structured Asset Investment Lo N/A 86358ELZ7 164036.45000000 PA USD 160225.88000000 0.001128956956 Long ABS-O CORP US N 2 2034-09-25 Variable 0.99150000 N N N N N N Invitation Homes Trust N/A 46187XAC9 1500000.00000000 PA USD 1502397.00000000 0.010585939951 Long ABS-O CORP US Y 2 2038-01-17 Variable 1.33200000 N N N N N N Verus Securitization Trust N/A 92538CAC5 2849221.12000000 PA USD 2851648.66000000 0.020092812670 Long ABS-CBDO CORP US Y 2 2065-05-25 Fixed 1.73300000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RAS8 6421000.00000000 PA USD 6662765.80000000 0.046946072622 Long DBT CORP US N 2 2023-02-01 Fixed 3.60000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 ZO2104248 24960.00000000 PA USD 13759.20000000 0.000096947787 Long DBT NUSS EC Y 2 2030-07-31 Fixed 0.00000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XCT9 2616768.66000000 PA USD 2764289.25000000 0.019477275320 Long ABS-CBDO USGSE US N 2 2028-10-25 Variable 5.99150000 N N N N N N Citigroup Commercial Mortgage N/A 17326FAH0 6765000.00000000 PA USD 7423227.74000000 0.052304313108 Long ABS-MBS USGSE US N 2 2050-10-12 Fixed 3.76400000 N N N N N N ADANI PORTS AND SPECIAL 335800QOAXP5TM7OYP69 00652MAH5 2700000.00000000 PA USD 2569347.00000000 0.018103705649 Long DBT CORP IN Y 2 2031-02-02 Fixed 3.10000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404121AJ4 4225000.00000000 PA USD 5006625.00000000 0.035276848668 Long DBT CORP US N 2 2028-09-01 Fixed 5.62500000 N N N N N N WISCONSIN ST GEN FUND ANNUAL A 549300VTAT608CNZ5827 977100GH3 9900000.00000000 PA USD 10949070.33000000 0.077147518956 Long DBT MUN US N 2 2027-05-01 Fixed 3.15400000 N N N N N N Verus Securitization Trust N/A 92537JAB3 645696.72000000 PA USD 653467.42000000 0.004604353488 Long ABS-CBDO USGSE US Y 2 2059-07-25 Fixed 2.93800000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAS7 1250000.00000000 PA USD 1285275.00000000 0.009056091013 Long DBT CORP US Y 2 2030-06-01 Fixed 4.62500000 N N N N N N BANCO DEL ESTADO -CHILE 5493004R4EJC0W0XVQ72 05965MAG8 5250000.00000000 PA USD 5460052.50000000 0.038471714132 Long DBT CORP CL Y 2 2025-01-09 Fixed 2.70400000 N N N N N N COMM Mortgage Trust N/A 200474BF0 800979.00000000 PA USD 859132.24000000 0.006053474749 Long ABS-MBS USGSE US N 2 2048-02-10 Variable 3.82900000 N N N N N N TEGNA INC 549300YC5EDBGX85AO10 87901JAF2 975000.00000000 PA USD 1038375.00000000 0.007316425283 Long DBT CORP US Y 2 2026-03-15 Fixed 4.75000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 BJ8145408 300000.00000000 PA 425705.03000000 0.002999532004 Long DBT CORP CH N 2 2028-06-09 Fixed 2.25000000 N N N N N N JAPAN (30 YEAR ISSUE) 353800WZS8AXZXFUC241 QZ4675638 225000000.00000000 PA 1987571.76000000 0.014004497679 Long DBT NUSS JP N 2 2046-09-20 Fixed 0.50000000 N N N N N N TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 874060AY2 1975000.00000000 PA USD 1993631.26000000 0.014047193121 Long DBT CORP JP N 2 2040-07-09 Fixed 3.02500000 N N N N N N MIAMI-DADE CNTY FL AVIATION RE N/A 59333P3K2 2500000.00000000 PA USD 2654763.75000000 0.018705554951 Long DBT MUN US N 2 2023-10-01 Fixed 3.28500000 N N N N N N BX Commercial Mortgage Trust 2 N/A 056054AA7 1810531.50000000 PA USD 1812896.60000000 0.012773730609 Long ABS-MBS USGSE US Y 2 2036-10-15 Variable 0.99300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31283HJT3 11456.30000000 PA USD 11680.87000000 0.000082303804 Long ABS-MBS MUN US N 2 2031-01-01 Fixed 8.00000000 N N N N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 AX1032579 6225000.00000000 PA 1786197.88000000 0.012585610527 Long DBT NUSS PL N 2 2029-10-25 Fixed 2.75000000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZU5 9250000.00000000 PA USD 9411100.04000000 0.066310928403 Long DBT CORP US N 2 2024-10-28 Fixed 2.90000000 N N N N N N REINSURANCE GRP OF AMER LORM1GNEU1DKEW527V90 759351AN9 4150000.00000000 PA USD 4639081.44000000 0.032687124344 Long DBT CORP US N 2 2029-05-15 Fixed 3.90000000 N N N N N N Sierra Receivables Funding Co N/A 82652KAB0 2208800.05000000 PA USD 2227465.29000000 0.015694795585 Long ABS-O CORP US Y 2 2034-03-20 Fixed 3.20000000 N N N N N N JP Morgan Mortgage Trust N/A 46649CAN3 762043.13000000 PA USD 778931.00000000 0.005488374106 Long ABS-CBDO USGSE US Y 2 2048-10-25 Variable 3.50000000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 21987BAW8 6900000.00000000 PA USD 7520793.00000000 0.052991761222 Long DBT CORP CL Y 2 2027-08-01 Fixed 3.62500000 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAE5 20000000.00000000 PA USD 20133580.00000000 0.141861883968 Long ABS-O CORP US Y 2 2061-03-15 Fixed 1.53000000 N N N N N N LAM RESEARCH CORP 549300I4GMO6D34U1T02 512807AS7 2875000.00000000 PA USD 3219407.95000000 0.022684057035 Long DBT CORP US N 2 2026-03-15 Fixed 3.75000000 N N N N N N WEINGARTEN REALTY INVEST 549300JMKTJNB8GWHU88 948741AH6 1170000.00000000 PA USD 1203276.84000000 0.008478329212 Long DBT CORP US N 2 2022-10-15 Fixed 3.37500000 N N N N N N BUNDESREPUB. DEUTSCHLAND 529900AQBND3S6YJLY83 BN2612610 1000000.00000000 PA 1213958.33000000 0.008553591351 Long DBT NUSS DE N 2 2031-02-15 Fixed 0.00000000 N N N N N N Tesla Auto Lease Trust N/A 88165GAC4 10500000.00000000 PA USD 10640681.10000000 0.074974598037 Long ABS-O CORP US Y 2 2022-10-20 Fixed 2.16000000 N N N N N N CPT MORTGAGE TRUST N/A 12654YAL3 2000000.00000000 PA USD 1981539.60000000 0.013961994876 Long ABS-MBS CORP US Y 2 2039-11-13 Variable 3.09669300 N N N N N N DTE ELECTRIC CO 9N0FWODEJVKHC2DYLO03 23338VAK2 13775000.00000000 PA USD 14123704.34000000 0.099516097300 Long DBT CORP US N 2 2030-03-01 Fixed 2.25000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468Q5 19000000.00000000 PA USD 19727731.73000000 0.139002263364 Long DBT CORP US N 2 2026-04-28 Fixed 2.18800000 N N N N N N INDIANA MICHIGAN POWER JHR9V15J0ZRG02MIRD06 454889AR7 3600000.00000000 PA USD 4034458.48000000 0.028426930568 Long DBT CORP US N 2 2047-07-01 Fixed 3.75000000 N N N N N N DBS GROUP HOLDINGS LTD 5493007FKT78NKPM5V55 24023MAA2 2450000.00000000 PA USD 2642153.50000000 0.018616702704 Long DBT CORP SG Y 2 2028-12-11 Fixed 4.52000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAC4 3000000.00000000 PA USD 3389910.00000000 0.023885420232 Long DBT NUSS MX N 2 2027-03-28 Fixed 4.15000000 N N N N N STATE OF ISRAEL 213800T8ZHTFZIBYPE21 46513YJJ8 4375000.00000000 PA USD 5265181.25000000 0.037098644729 Long DBT NUSS IL N 2 2048-01-17 Fixed 4.12500000 N N N N N N PETROAMAZONAS EP N/A AQ3069400 104166.67000000 PA USD 102343.75000000 0.000721117515 Long DBT CORP EC Y 2 2021-12-06 Fixed 4.62500000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAN3 3750000.00000000 PA USD 4081511.93000000 0.028758470765 Long DBT CORP US N 2 2024-03-19 Fixed 4.37500000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 89364MBQ6 1473750.01000000 PA USD 1451909.03000000 0.010230200011 Long LON CORP US N 2 2025-05-30 Variable 2.35425000 N N N N N N SOUTHERN GAS CORRIDOR 213800DG58KG59XY6318 84302LAA0 3850000.00000000 PA USD 4601597.00000000 0.032423007715 Long DBT CORP AZ Y 2 2026-03-24 Fixed 6.87500000 N N N N N N Sierra Receivables Funding Co N/A 82652QAA9 3830464.15000000 PA USD 3817468.92000000 0.026898014808 Long ABS-O CORP US Y 2 2037-11-20 Fixed 0.99000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CAW1 79581000.00000000 PA USD 79447328.59000000 0.559788557723 Long DBT UST US N 2 2023-11-15 Fixed 0.25000000 N N N N N N ARDAGH METAL PACKAGING N/A BO2884290 250000.00000000 PA 295774.52000000 0.002084037247 Long DBT CORP N/A Y 2 2029-09-01 Fixed 3.00000000 N N N N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 AUD210730 1.00000000 NC USD 26271.89000000 0.000185112623 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 1102347.71000000 AUD 853109.98000000 USD 2021-07-30 26271.89000000 N N N JP Morgan Mortgage Trust N/A 46646BAN8 818120.31000000 PA USD 829953.77000000 0.005847882265 Long ABS-CBDO USGSE US Y 2 2046-05-25 Variable 3.50000000 N N N N N N Credit Suisse Mortgage Trust N/A 12638EAG9 1958897.16000000 PA USD 1961411.21000000 0.013820169561 Long ABS-O CORP US Y 2 2036-05-25 Variable 1.24150000 N N N N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 ACI12TS98 430000.00000000 PA 523552.08000000 0.003688965619 Long DBT CORP US N 2 2023-05-24 Fixed 1.40100000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523CL2 5350000.00000000 PA USD 5457923.84000000 0.038456715521 Long DBT CORP US N 2 2030-03-15 Fixed 2.40000000 N N N N N N PUBLIC FIN AUTH WI REVENUE 5493004S6D3NA627K012 74442PGN9 1910000.00000000 PA USD 2204265.11000000 0.015531326334 Long DBT MUN US N 2 2040-07-01 Fixed 4.26900000 N N N N N N FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 341081FU6 5775000.00000000 PA USD 7117394.53000000 0.050149401992 Long DBT CORP US N 2 2049-03-01 Fixed 3.99000000 N N N N N N Sierra Receivables Funding Co N/A 82652NAA6 2749882.62000000 PA USD 2815210.76000000 0.019836069997 Long ABS-O CORP US Y 2 2036-08-20 Fixed 2.34000000 N N N N N N MIAMI-DADE CNTY FL AVIATION RE N/A 59333PV39 3500000.00000000 PA USD 3690471.05000000 0.026003183531 Long DBT MUN US N 2 2024-10-01 Fixed 2.50400000 N N N N N N CHEVRON USA INC VA8TZDWPEZYU430RZ444 166756AP1 900000.00000000 PA USD 987343.30000000 0.006956854203 Long DBT CORP US N 2 2024-11-15 Fixed 3.90000000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408HM8 23495000.00000000 PA USD 27312107.42000000 0.192442030366 Long DBT CORP US N 2 2029-03-15 Fixed 4.25000000 N N N N N N BANCO SANTANDER MEXICO SCRYQ25DTVRHYYMM6P89 05969BAD5 3225000.00000000 PA USD 3659214.00000000 0.025782945302 Long DBT CORP MX Y 2 2025-04-17 Fixed 5.37500000 N N N N N N BALL CORP 0BGI85ALH27ZJP15DY16 ZQ5585729 425000.00000000 PA 507063.07000000 0.003572783499 Long DBT CORP US N 2 2024-03-15 Fixed 0.87500000 N N N N N N JP Morgan Chase Commercial Mor N/A 465968AC9 4500000.00000000 PA USD 4734191.25000000 0.033357271274 Long ABS-MBS USGSE US N 2 2050-09-15 Fixed 3.37850000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AXCE3 6606759.77000000 PA USD 6822100.50000000 0.048068750294 Long ABS-CBDO USGSE US N 2 2045-03-25 Fixed 3.00000000 N N N N N N Sequoia Mortgage Trust N/A 81748AAU8 10062091.55000000 PA USD 10272731.37000000 0.072382011825 Long ABS-CBDO USGSE US Y 2 2050-04-25 Variable 3.00000000 N N N N N N JP Morgan Mortgage Trust N/A 46649YAN5 2015352.60000000 PA USD 2045259.63000000 0.014410968358 Long ABS-CBDO USGSE US Y 2 2049-02-25 Variable 4.00000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 ZO2104214 99120.00000000 PA USD 67897.20000000 0.000478405961 Long DBT NUSS EC Y 2 2035-07-31 Fixed 0.50000000 N N N N N N GS Mortgage Securities Trust N/A 36253PAC6 6000000.00000000 PA USD 6592330.20000000 0.046449781008 Long ABS-MBS CORP US N 2 2050-05-10 Fixed 3.43300000 N N N N N N Hertz Vehicle Financing LLC 549300FPK70TCB78NG05 42806DBQ1 1473346.67000000 PA USD 1477918.91000000 0.010413466503 Long ABS-O CORP US Y 2 2024-02-25 Fixed 3.29000000 N N N N N N WHIRLPOOL EMEA FIN SARL 549300KCJ74PW78SNI52 96332XAA2 500000.00000000 PA 595361.13000000 0.004194934608 Long DBT CORP LU N 2 2028-02-20 Fixed 0.50000000 N N N N N N PERUSAHAAN GAS NEGARA 549300OX1VFDX7ZPN240 69367PAA4 1500000.00000000 PA USD 1661865.87000000 0.011709562989 Long DBT CORP ID Y 2 2024-05-16 Fixed 5.12500000 N N N N N N AVOLON TLB BORROWER 1 US 635400O84AGITYFZQB55 05400KAE0 174057.37000000 PA USD 173531.72000000 0.001222710353 Long LON CORP US N 2 2025-01-15 Variable 2.50000000 N N N N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 71568PAK5 200000.00000000 PA USD 217760.00000000 0.001534344307 Long DBT CORP ID Y 2 2049-07-17 Fixed 4.87500000 N N N N N N BUCKEYE PARTNERS LP 549300C1PQJLVEIUBK50 11823LAK1 1975075.00000000 PA USD 1960261.94000000 0.013812071766 Long LON CORP US N 2 2026-11-01 Variable 2.35425000 N N N N N N BANCO NACIONAL DE PANAMA 529900H2Q7WMDKKIW109 059626AC5 3000000.00000000 PA USD 2905590.00000000 0.020472885171 Long DBT CORP PA Y 2 2030-08-11 Fixed 2.50000000 N N N N N N REPUBLIC OF SENEGAL 549300NP14ZLQGWIUZ97 BP9003099 425000.00000000 PA 495892.27000000 0.003494073665 Long DBT NUSS SN Y 2 2037-06-08 Fixed 5.37500000 N N N N N N Onslow Bay Financial LLC N/A 67112FAD2 1498778.24000000 PA USD 1499936.05000000 0.010568600014 Long ABS-CBDO USGSE US Y 2 2057-06-25 Variable 0.74150000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AQ1 8475000.00000000 PA USD 8677640.72000000 0.061142949288 Long DBT CORP CH Y 2 2026-06-05 Fixed 2.19300000 N N N N N N HOLOGIC INC 549300DYP6F5ZJL0LB74 436440AP6 3500000.00000000 PA USD 3469375.00000000 0.024445333303 Long DBT CORP US Y 2 2029-02-15 Fixed 3.25000000 N N N N N N MUFG AMERICAS HLDGS CORP 5493004K1ECE43Q0BX47 908906AC4 5700000.00000000 PA USD 5876808.19000000 0.041408188784 Long DBT CORP US N 2 2022-06-18 Fixed 3.50000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 891160MJ9 2350000.00000000 PA USD 2603865.99000000 0.018346927617 Long DBT CORP CA N 2 2031-09-15 Fixed 3.62500000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYA6 14300000.00000000 PA USD 14259685.01000000 0.100474221688 Long DBT CORP US N 2 2027-03-09 Fixed 1.43100000 N N N N N N REPUBLIC OF LITHUANIA 529900F7Y171QF1RSU09 536878AG6 5250000.00000000 PA USD 5441810.96000000 0.038343183625 Long DBT NUSS LT Y 2 2022-02-01 Fixed 6.62500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GGA1 18265000.00000000 PA USD 19812768.43000000 0.139601434822 Long DBT CORP US N 2 2027-10-21 Fixed 3.24800000 N N N N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 GBP210730 1.00000000 NC USD -12.64000000 -0.00000008906 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 41917.73000000 USD 30290.72000000 GBP 2021-07-30 -12.64000000 N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22535WAH0 10350000.00000000 PA USD 10189922.66000000 0.071798538860 Long DBT CORP FR Y 2 2027-01-26 Fixed 1.24700000 N N N N N N REPUBLIC OF KENYA 549300VVURQQYU45PR87 491798AJ3 2350000.00000000 PA USD 2577145.50000000 0.018158654143 Long DBT NUSS KE Y 2 2027-05-22 Fixed 7.00000000 N N N N N N Federal Home Loan Bank Discount Notes 2549001DPIFGXC1TOL40 313385JA5 20639000.00000000 PA USD 20638810.74000000 0.145421756808 Long STIV USGSE US N 2 N N N Toronto Dominion bank PT3QB789TSUIDF371261 EUR210730 1.00000000 NC USD 23481.63000000 0.000165452357 N/A DFE CORP US N 2 Toronto Dominion bank PT3QB789TSUIDF371261 720000.00000000 EUR 877768.92000000 USD 2021-07-30 23481.63000000 N N N Sierra Receivables Funding Co N/A 82652MAA8 4450550.73000000 PA USD 4555380.78000000 0.032097366670 Long ABS-O CORP US Y 2 2036-05-20 Fixed 2.59000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CCB5 10330000.00000000 PA USD 10488178.13000000 0.073900056965 Long DBT UST US N 2 2031-05-15 Fixed 1.62500000 N N N N N N Structured Asset Investment Lo N/A 86358ELT1 755613.33000000 PA USD 761476.51000000 0.005365389180 Long ABS-O CORP US N 2 2034-09-25 Variable 1.09150000 N N N N N N Morgan Stanley Capital I Trust 549300XYOVNMTJWOZ135 61756UBG5 421352.86000000 PA USD 237643.01000000 0.001674440666 Long ABS-MBS USGSE US N 3 2049-12-12 Variable 6.46950400 N Y N N N N GOLONDRINA LEASING LLC N/A 38173NAA8 356.32000000 PA USD 365.37000000 0.000002574409 Long DBT CORP US N 2 2025-05-03 Fixed 1.82200000 N N N N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 80386WAC9 2575000.00000000 PA USD 2659975.00000000 0.018742273595 Long DBT CORP US N 2 2026-09-18 Fixed 4.37500000 N N N N N N Ladder Capital Commercial Mort N/A 50184BAA6 3394164.62000000 PA USD 3627430.28000000 0.025558996138 Long ABS-MBS USGSE US Y 2 2036-02-15 Fixed 3.57460000 N N N N N N Wells Fargo Commercial Mortgag 549300W6NRTMFPYUPG47 94989EAE7 1825000.00000000 PA USD 1958268.80000000 0.013798028034 Long ABS-MBS USGSE US N 2 2050-04-15 Fixed 3.18400000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAZ8 2350000.00000000 PA USD 2798222.79000000 0.019716372187 Long DBT CORP US N 2 2050-04-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AGEJ7 8378680.23000000 PA USD 1982254.14000000 0.013967029549 Long ABS-CBDO USGSE US N 2 2043-09-25 Variable 5.85850000 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 046353AN8 5650000.00000000 PA USD 6137233.63000000 0.043243155221 Long DBT CORP GB N 2 2027-06-12 Fixed 3.12500000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2J2 11000000.00000000 PA USD 11573555.51000000 0.081547662604 Long DBT CORP FR Y 2 2025-11-19 Fixed 2.81900000 N N N N N N Social Professional Loan Progr 5493002WMPR84WZ75V46 83406EAC9 12938234.02000000 PA USD 13185233.96000000 0.092903603339 Long ABS-O CORP US Y 2 2042-02-25 Fixed 2.95000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NBP5 5000000.00000000 PA USD 6025447.45000000 0.042455506025 Long DBT CORP US N 2 2035-08-15 Fixed 4.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BCHU7 39799020.66000000 PA USD 5670285.87000000 0.039953025550 Long ABS-CBDO USGSE US N 2 2050-11-25 Fixed 2.50000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 867914BS1 5000000.00000000 PA USD 5559285.50000000 0.039170913198 Long DBT CORP US N 2 2025-05-01 Fixed 4.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAR4 9125000.00000000 PA USD 10546802.29000000 0.074313124774 Long DBT CORP US N 2 2050-05-15 Fixed 5.00000000 N N N N N N Federal Farm Credit Discount Notes N/A 313313SF6 24000000.00000000 PA USD 23993066.64000000 0.169055957049 Long STIV USGSE US N 2 N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918VAY0 982537.50000000 PA USD 976131.36000000 0.006877854496 Long LON CORP US N 2 2026-08-12 Variable 1.85425000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FJE54 10060173.69000000 PA USD 12235125.90000000 0.086209109893 Long ABS-CBDO USGSE US N 2 2048-10-15 Variable 9.72339200 N N N N N N JP Morgan Chase Commercial Mor N/A 46590KAG9 750000.00000000 PA USD 823899.98000000 0.005805227056 Long ABS-MBS USGSE US N 2 2049-01-15 Variable 4.11870000 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 29452EAA9 3543000.00000000 PA USD 3853012.50000000 0.027148456072 Long DBT CORP US N 2 N/A Fixed 4.95000000 N N N N N N Federal Home Loan Bank Discount Notes 2549001DPIFGXC1TOL40 313385KG0 60303000.00000000 PA USD 60300252.59000000 0.424877614223 Long STIV USGSE US N 2 N N N TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 874060AX4 21850000.00000000 PA USD 21676993.23000000 0.152736825660 Long DBT CORP JP N 2 2030-03-31 Fixed 2.05000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HDAP6 1032327.83000000 PA USD 1147927.42000000 0.008088335331 Long ABS-MBS MUN US N 2 2044-11-01 Fixed 4.50000000 N N N N N N Oceanview Mortgage Trust N/A 67647LAU5 3959706.65000000 PA USD 3990485.45000000 0.028117095115 Long ABS-CBDO USGSE US Y 2 2051-05-25 Variable 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HDAX9 762446.51000000 PA USD 834429.45000000 0.005879418057 Long ABS-MBS MUN US N 2 2044-12-01 Fixed 4.50000000 N N N N N N WENDYS FUNDING LLC 5493009DRVSTWJOXUL48 95058XAK4 19730000.00000000 PA USD 19901453.70000000 0.140226314226 Long ABS-O CORP US Y 2 2051-06-15 Fixed 2.37000000 N N N N N N Sequoia Mortgage Trust N/A 81748JAA3 3934406.89000000 PA USD 3980353.68000000 0.028045706322 Long ABS-CBDO USGSE US Y 2 2049-11-25 Variable 3.50000000 N N N N N N Oportun Funding LLC N/A 68377BAA5 5000000.00000000 PA USD 5014314.00000000 0.035331025622 Long ABS-O CORP US Y 2 2028-03-08 Fixed 1.21000000 N N N N N N BAIDU INC 254900AL64IANZYI1E02 056752AH1 2800000.00000000 PA USD 2859444.56000000 0.020147742844 Long DBT CORP KY N 2 2022-07-06 Fixed 2.87500000 N N N N N N CENOVUS ENERGY INC 549300EIRQ0Z2B9C1W06 15135UAM1 6750000.00000000 PA USD 7542455.87000000 0.053144398535 Long DBT CORP CA N 2 2027-04-15 Fixed 4.25000000 N N N N N N OMNICOM FINANCE HOLD 213800JBHE39OG74OJ98 AZ2978338 800000.00000000 PA 977984.45000000 0.006890911430 Long DBT CORP GB N 2 2027-07-08 Fixed 0.80000000 N N N N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 EUR210730 1.00000000 NC USD -4686.36000000 -0.00003302025 N/A DFE CORP US N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 1622555.78000000 USD 1363552.98000000 EUR 2021-07-30 -4686.36000000 N N N FREMF Mortgage Trust N/A 30288LAN3 750000.00000000 PA USD 827172.75000000 0.005828287104 Long ABS-MBS USGSE US Y 2 2049-03-25 Variable 4.15835800 N N N N N N DBUBS Mortgage Trust N/A 23305JAE2 15500000.00000000 PA USD 16464757.20000000 0.116011234736 Long ABS-MBS USGSE US Y 2 2034-10-10 Variable 3.64766700 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 JK7702612 750000.00000000 PA 991312.66000000 0.006984822448 Long DBT CORP US N 2 2026-05-04 Fixed 2.75000000 N N N N N N VITALITY RE IX LTD N/A 92849LAA3 7750000.00000000 PA USD 7672267.50000000 0.054059055660 Long DBT CORP KY Y 2 2022-01-10 Variable 1.64056000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CCD1 9875000.00000000 PA USD 9853784.16000000 0.069430095648 Long DBT UST US N 2 2023-05-31 Fixed 0.12500000 N N N N N N Morgan Stanley Capital I Trust N/A 61767YBC3 2840000.00000000 PA USD 3261932.55000000 0.022983686801 Long ABS-MBS USGSE US N 2 2051-07-15 Variable 4.42900000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680AU7 11642000.00000000 PA USD 13282749.67000000 0.093590702322 Long DBT CORP US N 2 2028-07-15 Fixed 4.55000000 N N N N N N AMPHENOL CORP 549300D3L3G0R4U4VT04 032095AJ0 7025000.00000000 PA USD 7417883.10000000 0.052266654595 Long DBT CORP US N 2 2030-02-15 Fixed 2.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AJY5 15744438.79000000 PA USD 17199243.98000000 0.121186453369 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4.00000000 N N N N N N CAISSE D'AMORT DETTE SOC 969500P04DQJS4BPM574 12802DAL0 4000000.00000000 PA USD 4041234.24000000 0.028474672802 Long DBT NUSS FR Y 2 2022-02-12 Fixed 1.87500000 N N N N N N Wells Fargo Commercial Mortgag 549300JPCJUA5JJLRW54 95000LBB8 6000000.00000000 PA USD 6518448.60000000 0.045929208761 Long ABS-MBS USGSE US N 2 2059-03-15 Fixed 3.74900000 N N N N N N COMM Mortgage Trust N/A 12595HAA6 5000000.00000000 PA USD 5200737.50000000 0.036644571893 Long ABS-MBS USGSE US Y 2 2029-10-10 Fixed 3.24400000 N N N N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 AT2820591 845000.00000000 PA 1096289.24000000 0.007724490972 Long DBT NUSS ES Y 2 2028-07-30 Fixed 1.40000000 N N N N N N PHILLIPS 66 PARTNERS LP 549300TL5L4IG0H4FX64 718549AC2 3275000.00000000 PA USD 3741864.45000000 0.026365303161 Long DBT CORP US N 2 2045-02-15 Fixed 4.68000000 N N N N N N KOREA HOUSING FINANCE CO 9884002AAOBT56QW9B80 50065RAF4 5775000.00000000 PA USD 5956219.50000000 0.041967723554 Long DBT NUSS KR Y 2 2022-10-31 Fixed 3.00000000 N N N N N N Federal Home Loan Bank Discount Notes 2549001DPIFGXC1TOL40 313385KP0 22950000.00000000 PA USD 22948776.08000000 0.161697850530 Long STIV USGSE US N 2 N N N AMERICAN WATER CAPITAL C 5IDHQUFVC8Q2KIBBFF06 03040WAW5 8425000.00000000 PA USD 8917191.95000000 0.062830835337 Long DBT CORP US N 2 2030-05-01 Fixed 2.80000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBG4 9925000.00000000 PA USD 9574262.41000000 0.067460575967 Long DBT CORP US N 2 2030-10-15 Fixed 1.87500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 32175000.00000000 PA USD 35965858.50000000 0.253416652445 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N Sequoia Mortgage Trust N/A 81746VAA8 2444332.60000000 PA USD 2484303.79000000 0.017504488322 Long ABS-CBDO USGSE US Y 2 2048-03-25 Variable 3.50000000 N N N N N N Hertz Vehicle Financing LLC 5493004IHDYOZ9K9WF47 42806MAA7 24000000.00000000 PA USD 24055272.24000000 0.169494259805 Long ABS-O CORP US Y 2 2025-12-26 Fixed 1.21000000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 ZR4207349 200000.00000000 PA 245153.84000000 0.001727362227 Long DBT CORP NL N 2 N/A Fixed 3.25000000 N N N N Y Cooperatieve Rabobank UA EUR XXXX N N N Citigroup Commercial Mortgage N/A 17322AAD4 2400000.00000000 PA USD 2573872.32000000 0.018135591206 Long ABS-MBS USGSE US N 2 2047-03-10 Fixed 4.02300000 N N N N N N Morgan Stanley capital Services I7331LVCZKQKX5T7XV54 AUD210730 1.00000000 NC USD 174622.15000000 0.001230393560 N/A DFE CORP US N 2 Morgan Stanley capital Services I7331LVCZKQKX5T7XV54 6414632.48000000 AUD 4986046.36000000 USD 2021-07-30 174622.15000000 N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 744320AY8 2500000.00000000 PA USD 2903696.63000000 0.020459544422 Long DBT CORP US N 2 2047-12-07 Fixed 3.90500000 N N N N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 BK4597278 2075000.00000000 PA 2554709.01000000 0.018000565877 Long DBT NUSS IT Y 2 2027-09-15 Fixed 0.95000000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DAU3 300000.00000000 PA 432404.74000000 0.003046738386 Long DBT CORP US N 2 2024-09-20 Fixed 2.50000000 N N N N N N REPUBLIC OF UZBEKISTAN 213800L6VDKUM3TCM927 91822Q2C0 1400000.00000000 PA USD 1390741.11000000 0.009799208783 Long DBT NUSS UZ Y 2 2030-11-25 Fixed 3.70000000 N N N N N N Wells Fargo Commercial Mortgag 5493002S7XBI8CVRR075 94989HBM1 924000.00000000 PA USD 945954.79000000 0.006665229365 Long ABS-MBS USGSE US N 2 2048-05-15 Variable 4.28390800 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMF6 36093000.00000000 PA USD 35755233.77000000 0.251932583491 Long DBT CORP US Y 2 2033-12-01 Fixed 2.55000000 N N N N N N ABBOTT IRELAND FINANCING 54930021QV18ZVZQDE71 AU5397669 400000.00000000 PA 508686.52000000 0.003584222382 Long DBT CORP IE N 2 2026-09-27 Fixed 1.50000000 N N N N N N COMM Mortgage Trust N/A 12592MBN9 1300000.00000000 PA USD 1416420.33000000 0.009980145433 Long ABS-MBS USGSE US N 2 2047-10-10 Variable 4.49000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAR6 7000000.00000000 PA USD 7839533.24000000 0.055237615707 Long DBT CORP IE N 2 2027-10-15 Fixed 4.62500000 N N N N N N JP Morgan Chase Commercial Mor N/A 46639JAH3 2800000.00000000 PA USD 2902895.24000000 0.020453897802 Long ABS-MBS USGSE US N 2 2047-12-15 Fixed 3.37150000 N N N N N N WASHINGTON DC CONVENTION & SPO N/A 93878LBE6 390000.00000000 PA USD 433132.44000000 0.003051865785 Long DBT MUN US N 2 2030-10-01 Fixed 3.96900000 N N N N N N JP Morgan Chase Commercial Mor N/A 46647TAT5 1220000.00000000 PA USD 1315251.13000000 0.009267303837 Long ABS-MBS USGSE US N 2 2050-03-15 Fixed 3.54890000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 ZQ6789759 2160000.00000000 PA 489128.27000000 0.003446414293 Long DBT NUSS MY N 2 2040-05-22 Fixed 3.75700000 N N N N N N CEDAR FAIR/CAN/MAGNUM/MI N/A 150190AF3 1825000.00000000 PA USD 1904843.75000000 0.013421593330 Long DBT CORP US Y 2 2025-05-01 Fixed 5.50000000 N N N N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 98919VAA3 1325000.00000000 PA USD 1315884.00000000 0.009271763060 Long DBT CORP US Y 2 2027-03-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCRV9 51178905.01000000 PA USD 55573651.91000000 0.391573826361 Long ABS-MBS MUN US N 2 2046-08-01 Fixed 3.50000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBK5 8700000.00000000 PA USD 10120451.44000000 0.071309042300 Long DBT CORP GB N 2 2028-05-30 Fixed 4.37500000 N N N N N N NEW YORK CITY NY HSG DEV CORP 549300SQWVHKBRF8D702 64972C5Q2 870000.00000000 PA USD 892739.71000000 0.006290274116 Long DBT MUN US N 2 2022-05-01 Fixed 3.40300000 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 539830BQ1 2150000.00000000 PA USD 2158873.63000000 0.015211496435 Long DBT CORP US N 2 2050-06-15 Fixed 2.80000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 48128B580 208000.00000000 NS USD 5536960.00000000 0.039013606971 Long EP CORP US N 1 N N KFC HOLDING CO 549300G2LG4YUB3MM115 72584DAF1 1316727.32000000 PA USD 1316253.30000000 0.009274365160 Long LON CORP US N 2 2028-03-09 Variable 1.83250000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CF4 4375000.00000000 PA USD 5279799.26000000 0.037201643721 Long DBT CORP GB N 2 2030-03-31 Fixed 4.95000000 N N N N N N REPUBLIC OF SENEGAL 549300NP14ZLQGWIUZ97 AR4942801 1000000.00000000 PA 1234727.55000000 0.008699931975 Long DBT NUSS SN Y 2 2028-03-13 Fixed 4.75000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810QA9 22750000.00000000 PA USD 28457939.51000000 0.200515601931 Long DBT UST US N 2 2039-02-15 Fixed 3.50000000 N N N N N N SBA TOWER TRUST N/A 78403DAP5 11046000.00000000 PA USD 11182834.53000000 0.078794629396 Long DBT CORP US Y 2 2026-01-15 Fixed 1.88400000 N N N N N N AFRICA FINANCE CORP 213800LXFHRRXIJRXW97 00830YAD3 750000.00000000 PA USD 752162.37000000 0.005299761436 Long DBT NUSS N/A Y 2 2028-04-28 Fixed 2.87500000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DBC8 3000000.00000000 PA USD 3666960.00000000 0.025837523879 Long DBT CORP US N 2 2043-03-15 Fixed 5.45000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 EJ2182826 1000000.00000000 PA 1428928.01000000 0.010068274969 Long DBT CORP GB N 2 2022-06-08 Fixed 4.12500000 N N N N N N Liberty Street Trust N/A 902055AA0 7250000.00000000 PA USD 7890710.78000000 0.055598214381 Long ABS-MBS USGSE US Y 2 2036-02-10 Fixed 3.59700000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 AT1203872 500000.00000000 PA 702393.04000000 0.004949085057 Long DBT CORP GB N 2 2023-06-27 Fixed 2.17500000 N N N N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 23371DAG9 4525000.00000000 PA USD 4619449.19000000 0.032548794848 Long DBT CORP US Y 2 2028-03-20 Fixed 3.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DPB2 20428752.78000000 PA USD 21420671.28000000 0.150930772552 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 3.00000000 N N N N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 168863DN5 3050000.00000000 PA USD 3117100.00000000 0.021963191768 Long DBT NUSS CL N 2 2032-01-27 Fixed 2.55000000 N N N N N N VSE VOI Mortgage LLC N/A 918290AB3 753424.55000000 PA USD 755348.49000000 0.005322210945 Long ABS-O CORP US Y 2 2033-07-20 Fixed 2.74000000 N N N N N N ROMANIA 315700IASY927EDWBK92 77586RAH3 3000000.00000000 PA USD 3102923.31000000 0.021863302332 Long DBT NUSS RO Y 2 2031-02-14 Fixed 3.00000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAW9 2680000.00000000 PA USD 3236423.85000000 0.022803951641 Long DBT CORP US N 2 2046-05-14 Fixed 4.45000000 N N N N N N HERO Funding Trust N/A 42771LAC6 832832.82000000 PA USD 864826.76000000 0.006093598529 Long ABS-O CORP US Y 2 2048-09-20 Fixed 4.07000000 N N N N N N DUKE REALTY LP 2549009GZDBNY1KE9O81 26441YAZ0 1600000.00000000 PA USD 1733761.97000000 0.012216145336 Long DBT CORP US N 2 2026-06-30 Fixed 3.25000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBX0 700000.00000000 PA USD 739491.10000000 0.005210479240 Long DBT CORP US N 2 2030-01-31 Fixed 2.80000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBH8 20000000.00000000 PA USD 20647997.40000000 0.145486486324 Long DBT CORP US N 2 2026-03-13 Fixed 2.00500000 N N N N N N HEALTHCARE REALTY TRUST 549300CB86LH2IOKHH22 421946AK0 3000000.00000000 PA USD 3287197.68000000 0.023161705760 Long DBT CORP US N 2 2028-01-15 Fixed 3.62500000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756BY5 2850000.00000000 PA USD 3104077.50000000 0.021871434793 Long DBT NUSS BR N 2 2047-02-21 Fixed 5.62500000 N N N N N N SWEDISH EXPORT CREDIT 1FOLRR5RWTWWI397R131 00254EMW9 5280000.00000000 PA USD 5380335.21000000 0.037910023417 Long DBT CORP SE N 2 2022-11-14 Fixed 1.62500000 N N N N N N JP Morgan Mortgage Trust N/A 46592TBP7 7800000.00000000 PA USD 7868250.00000000 0.055439954967 Long ABS-CBDO USGSE US Y 2 2051-12-25 Variable 2.50000000 N N N N N N Bear Stearns Commercial Mortga N/A 07383F4C9 850450.34000000 PA USD 845456.41000000 0.005957114389 Long ABS-MBS USGSE US N 2 2041-02-11 Variable 5.11659300 N N N N N N ULTRATECH CEMENT LTD 335800PC9O9B4BQHG814 90403YAA7 200000.00000000 PA USD 193346.00000000 0.001362322439 Long DBT CORP IN Y 2 2031-02-16 Fixed 2.80000000 N N N N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 871829BE6 1000000.00000000 PA 1214852.18000000 0.008559889448 Long DBT CORP US N 2 2023-06-23 Fixed 1.25000000 N N N N N N NEW ZEALAND GOVERNMENT 549300237GPHG2AI7C34 JK5970583 1450000.00000000 PA 1081843.12000000 0.007622703123 Long DBT NUSS NZ N 2 2025-04-15 Fixed 2.75000000 N N N N N N Goldentree Loan Opportunities 549300IOBSI2NBFBJX90 38123HAN4 2000000.00000000 PA USD 2000768.00000000 0.014097478832 Long ABS-O CORP KY Y 2 2029-10-29 Variable 1.28713000 N N N N N N PHILLIPS 66 PARTNERS LP 549300TL5L4IG0H4FX64 718549AH1 3250000.00000000 PA USD 3413513.38000000 0.024051730444 Long DBT CORP US N 2 2029-12-15 Fixed 3.15000000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 BM1605906 24000000.00000000 PA 3726924.38000000 0.026260034924 Long DBT NUSS CN N 2 2023-11-05 Fixed 2.88000000 N N N N N N JP Morgan Mortgage Trust N/A 46650QAZ1 1525322.58000000 PA USD 1623389.38000000 0.011438456343 Long ABS-CBDO USGSE US Y 2 2049-09-25 Variable 4.72453300 N N N N N N BNG BANK NV 529900GGYMNGRQTDOO93 05591F2K5 8000000.00000000 PA USD 7976320.00000000 0.056201419833 Long DBT NUSS NL Y 2 2026-05-18 Fixed 0.87500000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BJ2 8000000.00000000 PA USD 8822852.72000000 0.062166117939 Long DBT CORP US N 2 2028-02-15 Fixed 3.75000000 N N N N N N Wells Fargo Commercial Mortgag N/A 95000TBP0 8875264.89000000 PA USD 8959433.46000000 0.063128470442 Long ABS-MBS USGSE US N 2 2050-03-15 Fixed 2.74900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31368HJH7 18220.48000000 PA USD 19651.19000000 0.000138462947 Long ABS-MBS USGSE US N 2 2024-07-01 Fixed 8.00000000 N N N N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 ZQ7314318 900000.00000000 PA 1000047.30000000 0.007046367016 Long DBT NUSS MA Y 2 2031-11-27 Fixed 1.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAF8 5500000.00000000 PA USD 5813225.00000000 0.040960179482 Long DBT CORP US N 2 N/A Fixed 5.00000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397XZ1 4000000.00000000 PA USD 4080000.00000000 0.028747817655 Long DBT CORP US N 2 2023-05-04 Fixed 3.09600000 N N N N N N INTERNATIONAL PAPER CO 824LMFJDH41EY779Q875 460146CM3 2561000.00000000 PA USD 3213929.97000000 0.022645459003 Long DBT CORP US N 2 2035-09-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCR31 3789965.10000000 PA USD 4114640.04000000 0.028991892545 Long ABS-MBS MUN US N 2 2047-12-01 Fixed 3.50000000 N N N N N N IQVIA INC 549300PLWY28YB00C717 BO1068085 500000.00000000 PA 598269.62000000 0.004215427927 Long DBT CORP US Y 2 2026-03-15 Fixed 1.75000000 N N N N N N COMM Mortgage Trust N/A 12592MBK5 5240000.00000000 PA USD 5714361.48000000 0.040263583785 Long ABS-MBS USGSE US N 2 2047-10-10 Fixed 3.91700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HDA43 1484848.92000000 PA USD 1650794.03000000 0.011631550431 Long ABS-MBS MUN US N 2 2044-11-01 Fixed 4.50000000 N N N N N N ABU DHABI GOVT INT'L 213800FER4348CINTA77 29135LAE0 2000000.00000000 PA USD 2086564.84000000 0.014702006261 Long DBT NUSS AE Y 2 2029-09-30 Fixed 2.50000000 N N N N N N ICBC STANDARD BANK PLC F01VVKN4DRF2NWKGQ283 85312EDG5 2000000000.00000000 PA 557764.04000000 0.003930024244 Long DBT CORP GB Y 3 2034-06-26 Fixed 14.25000000 N N N N N N ARDAGH METAL PACKAGING N/A BO2884118 250000.00000000 PA 296577.37000000 0.002089694155 Long DBT CORP N/A Y 2 2028-09-01 Fixed 2.00000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDL7 11000000.00000000 PA USD 11039543.35000000 0.077784994908 Long DBT CORP US N 2 2031-06-10 Fixed 2.70000000 N N N N N N SWEDISH EXPORT CREDIT 1FOLRR5RWTWWI397R131 00254EMX7 6590000.00000000 PA USD 6801275.40000000 0.047922015937 Long DBT CORP SE N 2 2023-12-12 Fixed 1.75000000 N N N N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 80386WAA3 1850000.00000000 PA USD 1975800.00000000 0.013921553461 Long DBT CORP US N 2 2024-03-27 Fixed 5.87500000 N N N N N N Toronto Dominion bank PT3QB789TSUIDF371261 JPY210730 1.00000000 NC USD 829841.41000000 0.005847090572 N/A DFE CORP US N 2 Toronto Dominion bank PT3QB789TSUIDF371261 3957987565.00000000 JPY 36465973.26000000 USD 2021-07-30 829841.41000000 N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SX7 15320000.00000000 PA USD 16356493.75000000 0.115248406815 Long DBT UST US N 2 2051-05-15 Fixed 2.37500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAG8 4225000.00000000 PA USD 4990441.98000000 0.035162822563 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N PRINCIPAL FINANCIAL GRP CUMYEZJOAF02RYZ1JJ85 74251VAS1 6000000.00000000 PA USD 5974898.46000000 0.042099336136 Long DBT CORP US N 2 2030-06-15 Fixed 2.12500000 N N N N N N Credit Suisse Mortgage Trust N/A 12653VAG1 1910000.00000000 PA USD 1912994.69000000 0.013479025128 Long ABS-MBS USGSE US Y 2 2036-05-15 Variable 1.67300000 N N N N N N Morgan Stanley BAML Trust N/A 61764XBJ3 2500000.00000000 PA USD 2670497.50000000 0.018816415485 Long ABS-MBS USGSE US N 2 2048-03-15 Fixed 3.33800000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 064058AH3 10000000.00000000 PA USD 10912500.00000000 0.076889843177 Long DBT CORP US N 2 N/A Fixed 4.70000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SQ2 10000000.00000000 PA USD 8603125.00000000 0.060617909011 Long DBT UST US N 2 2021-07-01 Fixed 1.12500000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBF1 5500000.00000000 PA USD 5848817.59000000 0.041210966072 Long DBT CORP US N 2 2047-08-15 Fixed 4.54000000 N N N N N N AMERICAN WATER CAPITAL C 5IDHQUFVC8Q2KIBBFF06 03040WAP0 2375000.00000000 PA USD 2774810.28000000 0.019551406852 Long DBT CORP US N 2 2046-12-01 Fixed 4.00000000 N N N N N N REGENCY CENTERS LP 5493008PTR2GAOYBXW28 75884RAU7 7225000.00000000 PA USD 7913877.74000000 0.055761449562 Long DBT CORP US N 2 2025-11-01 Fixed 3.90000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BG4 2500000.00000000 PA USD 2854848.95000000 0.020115362021 Long DBT CORP US N 2 2047-12-08 Fixed 3.73400000 N N N N N N BENCHMARK Mortgage Trust N/A 08162TBA0 830000.00000000 PA USD 945968.02000000 0.006665322584 Long ABS-MBS USGSE US N 2 2053-05-15 Fixed 4.24100000 N N N N N N JP Morgan Chase Commercial Mor N/A 46590KAE4 1780000.00000000 PA USD 1971860.33000000 0.013893794413 Long ABS-MBS USGSE US N 2 2049-01-15 Fixed 3.91400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4JW7 581068.29000000 PA USD 635163.56000000 0.004475383873 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.00000000 N N N N N N AmeriCredit Automobile Receiva N/A 03067DAD7 10000000.00000000 PA USD 10054336.00000000 0.070843190679 Long ABS-O CORP US N 2 2024-08-19 Fixed 1.11000000 N N N N N N MTN MAURITIUS INVSTMENTS 2549009PQD415OQIR074 55377XAB2 4000000.00000000 PA USD 4637733.80000000 0.032677628827 Long DBT CORP MU Y 2 2026-10-13 Fixed 6.50000000 N N N N N N OHIO POWER COMPANY 06ZODLC132CY1O2Y7D77 677415CQ2 6150000.00000000 PA USD 7357091.50000000 0.051838314930 Long DBT CORP US N 2 2048-04-01 Fixed 4.15000000 N N N N N N FirstKey Mortgage Trust 549300FDRDXQEPF84Y37 33766WAH7 803721.84000000 PA USD 818959.12000000 0.005770413590 Long ABS-CBDO USGSE US Y 2 2044-11-25 Variable 3.50000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BV0 5000000.00000000 PA USD 6512109.50000000 0.045884543249 Long DBT CORP US N 2 2047-06-15 Fixed 5.50000000 N N N N N N COMM Mortgage Trust N/A 12593YBF9 1034200.33000000 PA USD 1103606.34000000 0.007776047506 Long ABS-MBS USGSE US N 2 2049-02-10 Fixed 3.65100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X45K8 22248432.59000000 PA USD 24136944.96000000 0.170069728546 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N United States Treasury Bill 254900HROIFWPRGM1V77 912796B40 198136000.00000000 PA USD 198136000.00000000 1.396072940924 Long STIV UST US N 2 N N N CHOBANI LLC 549300ISVDMZ91KNTR38 17026YAH2 595500.00000000 PA USD 596494.49000000 0.004202920301 Long LON CORP US N 2 2027-10-20 Variable 4.50000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AL3 5250000.00000000 PA USD 5788650.00000000 0.040787023203 Long DBT CORP CO N 2 2026-06-26 Fixed 5.37500000 N N N N N N TYCO ELECTRONICS GROUP S C33G1C5SYE2YM95EE712 902133AT4 2175000.00000000 PA USD 2382728.68000000 0.016788786670 Long DBT CORP LU N 2 2026-02-15 Fixed 3.70000000 N N N N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 NZD210730 1.00000000 NC USD 55436.34000000 0.000390606322 N/A DFE CORP US N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 2544672.75000000 NZD 1834065.25000000 USD 2021-07-30 55436.34000000 N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AG6 125000.00000000 PA USD 131562.50000000 0.000926993813 Long DBT CORP US Y 2 2025-05-01 Fixed 5.37500000 N N N N N N AUTONATION INC N/A 05329WAP7 2950000.00000000 PA USD 3243585.74000000 0.022854414559 Long DBT CORP US N 2 2027-11-15 Fixed 3.80000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAQ3 6650000.00000000 PA USD 6980106.00000000 0.049182062378 Long DBT NUSS MX N 2 2041-08-14 Fixed 4.28000000 N N N N N N AVAYA INC J6LB5QIFSP2MFEFG4U76 053499AL3 2875000.00000000 PA USD 3077112.50000000 0.021681438493 Long DBT CORP US Y 2 2028-09-15 Fixed 6.12500000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CY4 10300000.00000000 PA USD 12671536.27000000 0.089284072084 Long DBT CORP US N 2 2038-03-25 Fixed 4.78000000 N N N N N N OSLO KOMMUNE 5967007LIEEXZXGVU850 ZQ2600844 7000000.00000000 PA 827490.00000000 0.005830522458 Long DBT NUSS NO N 2 2024-10-31 Fixed 2.05000000 N N N N N N PROMIGAS/GASES PACIFICO N/A 74348DAA5 3300000.00000000 PA USD 3273765.00000000 0.023067058643 Long DBT CORP N/A Y 2 2029-10-16 Fixed 3.75000000 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAA3 18228635.78000000 PA USD 18522789.45000000 0.130512199406 Long ABS-O CORP US Y 2 2060-07-15 Fixed 1.69000000 N N N N N N CNT HOLDINGS I CORP N/A 12656AAC3 975000.00000000 PA USD 975000.00000000 0.006869882895 Long LON CORP US N 2 2027-11-08 Variable 4.50000000 N N N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 69370PAD3 1425000.00000000 PA USD 1517729.01000000 0.010693969811 Long DBT CORP ID Y 2 2029-07-30 Fixed 3.65000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810QQ4 19135000.00000000 PA USD 26883927.59000000 0.189425060837 Long DBT UST US N 2 2041-05-15 Fixed 4.37500000 N N N N N N Wells Fargo Commercial Mortgag 5493002S7XBI8CVRR075 94989HAW0 990000.00000000 PA USD 1053205.36000000 0.007420920500 Long ABS-MBS USGSE US N 2 2048-05-15 Fixed 3.40600000 N N N N N N INDIAN RAILWAY FINANCE 335800F2JHSOGXQEBY56 45434L2C7 3600000.00000000 PA USD 3484805.98000000 0.024554060509 Long DBT CORP IN Y 2 2031-02-10 Fixed 2.80000000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAY4 5675000.00000000 PA USD 7340889.21000000 0.051724153048 Long DBT CORP US N 2 2040-11-15 Fixed 5.87500000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBH7 10000000.00000000 PA USD 10795034.10000000 0.076062174482 Long DBT CORP GB N 2 2025-05-07 Fixed 3.93200000 N N N N N N ADANI TRANSMISSION LTD 549300PLH866JQ6LXE52 00652XAB4 1846625.00000000 PA USD 1883945.29000000 0.013274342075 Long DBT CORP IN Y 2 2036-05-21 Fixed 4.25000000 N N N N N N MID-AMERICA APARTMENTS 549300FXWGE3QSYCUJ38 59523UAR8 11100000.00000000 PA USD 11605920.13000000 0.081775704808 Long DBT CORP US N 2 2030-03-15 Fixed 2.75000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RS9 52140000.00000000 PA USD 56486358.07000000 0.398004784758 Long DBT UST US N 2 2046-05-15 Fixed 2.50000000 N N N N N N PRIMA Capital LTD N/A 74165GAC4 69429.29000000 PA USD 69429.29000000 0.000489201119 Long ABS-O CORP KY Y 2 2049-08-24 Fixed 2.55000000 N N N N N N JP Morgan Mortgage Trust N/A 46648CAC8 15546.84000000 PA USD 15545.10000000 0.000109531299 Long ABS-CBDO USGSE US Y 2 2047-01-25 Variable 3.49764700 N N N N N N BANCO GENERAL SA 549300B5C08LGDFB7205 059597AE4 300000.00000000 PA USD 328128.00000000 0.002312000958 Long DBT CORP PA Y 2 2027-08-07 Fixed 4.12500000 N N N N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 AU2700592 3500000.00000000 PA 4408682.92000000 0.031063728599 Long DBT NUSS IT N 2 2023-10-01 Fixed 2.45000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJD2 7100000.00000000 PA USD 7115526.56000000 0.050136240212 Long DBT CORP US N 2 2026-06-19 Fixed 1.31900000 N N N N N N GE CAPITAL INTL FUNDING 549300G6UZOB126GBY72 36164Q6M5 4825000.00000000 PA USD 5264693.66000000 0.037095209154 Long DBT CORP IE N 2 2025-11-15 Fixed 3.37300000 N N N N N N Ford Credit Auto Owner Trust/F N/A 34529SAA7 17050000.00000000 PA USD 17304162.65000000 0.121925713858 Long ABS-O CORP US Y 2 2029-03-15 Fixed 2.36000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2G7 11950000.00000000 PA USD 12654664.37000000 0.089165192107 Long DBT CORP US N 2 2030-10-30 Fixed 2.87900000 N N N N N N AMERICAN WATER CAPITAL C 5IDHQUFVC8Q2KIBBFF06 03040WAR6 4500000.00000000 PA USD 5065375.14000000 0.035690804137 Long DBT CORP US N 2 2047-09-01 Fixed 3.75000000 N N N N N N HEALTHCARE TRUST OF AMER 549300IYGAS4GE6VDL07 42225UAG9 11400000.00000000 PA USD 12107671.87000000 0.085311064497 Long DBT CORP US N 2 2030-02-15 Fixed 3.10000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746RN3 8500000.00000000 PA USD 9519235.00000000 0.067072850980 Long DBT CORP US N 2 N/A Fixed 5.87500000 N N N N N N DP WORLD PLC 549300M3U2DNF4QVSS04 23330JAB7 1250000.00000000 PA USD 1560925.00000000 0.010998330214 Long DBT CORP AE Y 2 2048-09-25 Fixed 5.62500000 N N N N N N GSCG Trust N/A 36260TAA3 4000000.00000000 PA USD 4187798.00000000 0.029507366000 Long ABS-MBS CORP US Y 2 2034-09-06 Fixed 2.93590000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QBBS6 1354490.30000000 PA USD 1389599.70000000 0.009791166369 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.00000000 N N N N N N ALABAMA POWER CO 0RL818ELFOHP5JHOFU19 010392FT0 7000000.00000000 PA USD 7597725.80000000 0.053533832326 Long DBT CORP US N 2 2049-10-01 Fixed 3.45000000 N N N N N N HEALTHCARE REALTY TRUST 549300CB86LH2IOKHH22 421946AM6 1850000.00000000 PA USD 1788308.03000000 0.012600478715 Long DBT CORP US N 2 2031-03-15 Fixed 2.05000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F020489 85650000.00000000 PA USD 88216281.27000000 0.621574894163 Long ABS-O CORP US N 2 2035-08-25 Fixed 2.00000000 N N N N N N NEWMONT CORP 549300VSP3RIX7FGDZ51 651639AY2 4000000.00000000 PA USD 3989072.84000000 0.028107141818 Long DBT CORP US N 2 2030-10-01 Fixed 2.25000000 N N N N N N MID-AMERICA APARTMENTS 549300FXWGE3QSYCUJ38 59523UAL1 5525000.00000000 PA USD 5971890.51000000 0.042078142019 Long DBT CORP US N 2 2024-06-15 Fixed 3.75000000 N N N N N N Renaissance Home Equity Loan T N/A 759950AW8 12653.22000000 PA USD 12476.71000000 0.000087911319 Long ABS-O CORP US N 2 2033-08-25 Variable 0.97150000 N N N N N N ENRGY TRANS LP/REG FIN N/A 75886AAJ7 1200000.00000000 PA USD 1287886.00000000 0.009074488208 Long DBT CORP US N 2 2023-11-01 Fixed 4.50000000 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 298785DV5 3500000.00000000 PA USD 4817454.64000000 0.033943947929 Long DBT NUSS N/A N 2 2036-02-15 Fixed 4.87500000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBY8 10600000.00000000 PA USD 11367649.77000000 0.080096843813 Long DBT CORP US N 2 2051-01-31 Fixed 3.70000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGP9 5300000.00000000 PA USD 5825244.89000000 0.041044872033 Long DBT CORP US N 2 2025-09-29 Fixed 3.55000000 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 BP1537425 410000.00000000 PA 485116.46000000 0.003418146944 Long DBT NUSS PH N 2 2033-04-28 Fixed 1.20000000 N N N N N N TAMKO BUILDING PRODUCTS INC 549300Z7I3THDPEWUY31 87510EAB5 1189468.59000000 PA USD 1185757.45000000 0.008354886999 Long LON CORP US N 2 2026-05-29 Variable 3.10425000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468X0 4600000.00000000 PA USD 4471330.04000000 0.031505142320 Long DBT CORP US N 2 2032-04-28 Fixed 1.92800000 N N N N N N Toronto Dominion bank PT3QB789TSUIDF371261 CNY210730 1.00000000 NC USD 15314.96000000 0.000107909724 N/A DFE CORP US N 2 Toronto Dominion bank PT3QB789TSUIDF371261 125620202.00000000 CNY 19399652.90000000 USD 2021-07-30 15314.96000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZF0 57711056.84000000 PA USD 61046065.70000000 0.430132638559 Long ABS-MBS MUN US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QBMJ4 4500911.17000000 PA USD 4801202.83000000 0.033829437128 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.00000000 N N N N N N MVW Owner Trust N/A 55389PAA7 2949054.47000000 PA USD 3030733.25000000 0.021354648733 Long ABS-O CORP US Y 2 2036-11-20 Fixed 2.89000000 N N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 EJ4558353 1750000.00000000 PA USD 219180.50000000 0.001544353197 Long DBT NUSS LB N 3 2027-11-29 Fixed 6.75000000 Y N N N N N JAPAN (20 YEAR ISSUE) 353800WZS8AXZXFUC241 AZ6944724 153000000.00000000 PA 1357077.61000000 0.009562014626 Long DBT NUSS JP N 2 2039-06-20 Fixed 0.30000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36187SB71 10425806.04000000 PA USD 11156244.58000000 0.078607275711 Long ABS-O USGSE US N 2 2040-08-15 Fixed 3.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 313586752 1527061.00000000 NS USD 3252639.93000000 0.022918210687 Long EP USGSE US N 1 N N SMB Private Education Loan Tru 549300QHI21JZK7YIR34 78449PAB5 3965302.90000000 PA USD 4174601.10000000 0.029414380197 Long ABS-O CORP US Y 2 2036-02-15 Fixed 3.50000000 N N N N N N REPUBLIC OF EL SALVADOR 529900AKDMUSFSDOM949 283875BZ4 1445000.00000000 PA USD 1228250.00000000 0.008654290940 Long DBT NUSS SV Y 2 2050-01-20 Fixed 7.12460000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 913017CY3 16850000.00000000 PA USD 19386931.79000000 0.136600975489 Long DBT CORP US N 2 2028-11-16 Fixed 4.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AFEM8 4853891.34000000 PA USD 5553561.96000000 0.039130584942 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 5.00000000 N N N N N N Morgan Stanley capital Services I7331LVCZKQKX5T7XV54 EUR210730 1.00000000 NC USD 2099709.05000000 0.014794620808 N/A DFE CORP US N 2 Morgan Stanley capital Services I7331LVCZKQKX5T7XV54 83749272.00000000 EUR 101469068.59000000 USD 2021-07-30 2099709.05000000 N N N HIGHWOODS REALTY LP JUJNVZX73BIYHLR58F51 431282AT9 3250000.00000000 PA USD 3265567.47000000 0.023009298570 Long DBT CORP US N 2 2031-02-01 Fixed 2.60000000 N N N N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 71568PAL3 3000000.00000000 PA USD 3075000.00000000 0.021666553747 Long DBT CORP ID Y 2 2030-02-05 Fixed 3.37500000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F030678 112000000.00000000 PA USD 116744687.36000000 0.822587005995 Long ABS-O USGSE US N 2 2050-07-25 Fixed 3.00000000 N Y N N N N AmeriCredit Automobile Receiva N/A 03066PAF6 6190000.00000000 PA USD 6239815.88000000 0.043965953216 Long ABS-O CORP US N 2 2026-09-18 Fixed 1.49000000 N N N N N N AVIENT CORP SM8L9RZYIB34LNTWO040 73179PAM8 375000.00000000 PA USD 395908.13000000 0.002789582041 Long DBT CORP US Y 2 2025-05-15 Fixed 5.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202TVJ2 34651.32000000 PA USD 39367.95000000 0.000277387903 Long ABS-MBS USGSE US N 2 2044-02-20 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36291FPD4 417885.73000000 PA USD 461114.11000000 0.003249025576 Long ABS-MBS USGSE US N 2 2045-02-20 Fixed 4.50000000 N N N N N N MYLAN INC 30ZMPDNA1RHIBH89C294 628530BK2 5750000.00000000 PA USD 6603350.77000000 0.046527432316 Long DBT CORP US N 2 2028-04-15 Fixed 4.55000000 N N N N N N MIZRAHI TEFAHOT BANK LTD YZO9YEGEO4VYDZMDWF93 BO7663400 4675000.00000000 PA USD 4721750.00000000 0.033269609807 Long DBT CORP IL Y 2 2031-04-07 Fixed 3.07700000 N N N N Y Mizrahi Tefahot Bank Ltd USD XXXX N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DN7 36100000.00000000 PA USD 37782581.29000000 0.266217342518 Long DBT CORP US N 2 2026-09-11 Fixed 2.05000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XAQ3 5950000.00000000 PA USD 6235587.09000000 0.043936157019 Long DBT CORP US N 2 2023-06-15 Fixed 3.00000000 N N N N N N Wells Fargo Commercial Mortgag N/A 95000TBS4 872111.00000000 PA USD 967887.28000000 0.006819766430 Long ABS-MBS USGSE US N 2 2050-03-15 Fixed 3.63500000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDB4 450000.00000000 PA 535764.31000000 0.003775013404 Long DBT CORP US N 2 2027-05-20 Fixed 0.25000000 N N N N N N Shellpoint Co-Originator Trust N/A 82281EAK3 188425.24000000 PA USD 188644.38000000 0.001329194666 Long ABS-CBDO USGSE US Y 2 2046-11-25 Variable 3.50000000 N N N N N N Russian Foreign Bond - Eurobond 5493004EHVGF71PDBU58 AX8009109 3200000.00000000 PA USD 3804160.00000000 0.026804239708 Long DBT NUSS RU Y 2 2035-03-28 Fixed 5.10000000 N N N N N N NEW YORK NY 549300ABYZD2SFD5JB29 64966MGN3 4940000.00000000 PA USD 5451885.27000000 0.038414167553 Long DBT MUN US N 2 2026-12-01 Fixed 3.20000000 N N N N N N JPN BANK FOR INT'L COOP 549300TJ3QFYVCTSCJ29 471048AT5 6000000.00000000 PA USD 6367380.00000000 0.044864774309 Long DBT NUSS JP N 2 2026-04-20 Fixed 2.37500000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAK6 6950000.00000000 PA USD 9539194.28000000 0.067213484740 Long DBT CORP US N 2 2036-04-01 Fixed 6.60000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RGQ9 14855000.00000000 PA USD 17169784.83000000 0.120978883204 Long DBT CORP US N 2 2030-02-15 Fixed 4.30000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBJ1 4550000.00000000 PA USD 4798688.71000000 0.033811722553 Long DBT CORP US N 2 2030-05-06 Fixed 3.40000000 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 AM2027846 941000.00000000 PA 668702.80000000 0.004711702490 Long DBT NUSS N/A N 2 2022-01-25 Fixed 3.37500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DG7 31650000.00000000 PA USD 31952517.98000000 0.225138519735 Long DBT CORP US N 2 2026-02-04 Fixed 2.19600000 N N N N N N PPL CAPITAL FUNDING INC 549300MROK5WY0D2NU17 69352PAK9 4300000.00000000 PA USD 4643834.32000000 0.032720613297 Long DBT CORP US N 2 2024-03-15 Fixed 3.95000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172AC3 1600000.00000000 PA USD 2286498.96000000 0.016110748816 Long DBT CORP US N 2 2038-05-16 Fixed 6.37500000 N N N N N N EXPORT-IMPORT BANK KOREA 549300APVP4R32PI3Y06 302154DC0 2800000.00000000 PA USD 2766456.25000000 0.019492544075 Long DBT NUSS KR N 2 2025-09-21 Fixed 0.75000000 N N N N N N KAZTRANSGAS JSC 635400YGLXBBSVHONW39 48668NAA9 3475000.00000000 PA USD 3855569.94000000 0.027166475880 Long DBT CORP KZ Y 2 2027-09-26 Fixed 4.37500000 N N N N N N OneMain Financial Issuance Tru N/A 682696AA7 17350000.00000000 PA USD 17641016.76000000 0.124299199282 Long ABS-O CORP US Y 2 2035-09-14 Fixed 1.75000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMG4 17978000.00000000 PA USD 18730962.69000000 0.131978995078 Long DBT CORP US Y 2 2057-12-01 Fixed 3.80000000 N N N N N N SHEARER'S FOODS LLC 549300AQWIJSYS2CIH04 82087UAK3 992512.50000000 PA USD 992820.18000000 0.006995444485 Long LON CORP US N 2 2027-09-23 Variable 4.25000000 N N N N N N WEINGARTEN REALTY INVEST 549300JMKTJNB8GWHU88 948741AM5 1300000.00000000 PA USD 1383894.69000000 0.009750968677 Long DBT CORP US N 2 2026-08-15 Fixed 3.25000000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU 549300UVB571ELWL8972 92890FAU0 2185281.00000000 PA USD 2358279.86000000 0.016616519459 Long ABS-MBS USGSE US N 2 2047-05-15 Fixed 3.99500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BDC89 4964728.89000000 PA USD 741594.46000000 0.005225299585 Long ABS-CBDO USGSE US N 2 2051-02-25 Fixed 3.00000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 AZ1511809 1000000.00000000 PA 1293022.48000000 0.009110680019 Long DBT NUSS UA Y 2 2026-06-20 Fixed 6.75000000 N N N N N N Federal Home Loan Bank Discount Notes 2549001DPIFGXC1TOL40 313385MQ6 36110000.00000000 PA USD 36105135.26000000 0.254398001195 Long STIV USGSE US N 2 N N N VERISK ANALYTICS INC 549300I1YSWNIRKBWP67 92345YAG1 1050000.00000000 PA USD 1124532.84000000 0.007923496331 Long DBT CORP US N 2 2050-05-15 Fixed 3.62500000 N N N N N N NEW YORK CITY NY HSG DEV CORP 549300SQWVHKBRF8D702 64972C5T6 1815000.00000000 PA USD 1944085.52000000 0.013698092165 Long DBT MUN US N 2 2023-11-01 Fixed 3.57300000 N N N N N N Bank N/A 06540VBE4 8000000.00000000 PA USD 8644775.20000000 0.060911377725 Long ABS-MBS USGSE US N 2 2062-11-15 Variable 3.28300000 N N N N N N Carvana Auto Receivables Trust N/A 14686KAE7 1000000.00000000 PA USD 999556.50000000 0.007042908823 Long ABS-O CORP US N 2 2028-03-10 Fixed 1.27000000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU N/A 92939KAE8 3865000.00000000 PA USD 4161481.06000000 0.029321935953 Long ABS-MBS USGSE US N 2 2047-11-15 Fixed 3.60700000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDG2 375000.00000000 PA USD 385950.00000000 0.002719416721 Long DBT CORP US Y 2 2028-06-15 Fixed 4.62500000 N N N N N N ATMOS ENERGY CORP QVLWEGTD2S8GJMO8D383 049560AT2 10375000.00000000 PA USD 9841322.04000000 0.069342287130 Long DBT CORP US N 2 2031-01-15 Fixed 1.50000000 N N N N N N CRESTWOOD MID PARTNER LP N/A 226373AP3 2375000.00000000 PA USD 2441975.00000000 0.017206238239 Long DBT CORP US N 2 2025-04-01 Fixed 5.75000000 N N N N N N ONE GAS INC 549300HXDWI0LATTX840 68235PAE8 3500000.00000000 PA USD 3706954.20000000 0.026119324362 Long DBT CORP US N 2 2024-02-01 Fixed 3.61000000 N N N N N N ASHLAND SERVICES BV 549300S52OPXPKGJS029 ZP3343545 200000.00000000 PA 240215.47000000 0.001692566306 Long DBT CORP NL Y 2 2028-01-30 Fixed 2.00000000 N N N N N N DELL INTERNATIONAL LLC N/A 24702NBF6 1616099.03000000 PA USD 1615371.79000000 0.011381964133 Long LON CORP US N 2 2025-09-19 Variable 2.00000000 N N N N N N NUTRIEN LTD 5493002QQ7GD21OWF963 67077MAL2 4767000.00000000 PA USD 5135031.99000000 0.036181608652 Long DBT CORP CA N 2 2025-03-15 Fixed 3.37500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CCJ8 6115000.00000000 PA USD 6112133.59000000 0.043066299492 Long DBT UST US N 2 2026-06-30 Fixed 0.87500000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDE9 5300000.00000000 PA USD 5148950.00000000 0.036279675420 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95000000 N N N N N N MID-AMERICA APARTMENTS 549300FXWGE3QSYCUJ38 59523UAM9 4300000.00000000 PA USD 4773701.76000000 0.033635663661 Long DBT CORP US N 2 2025-11-15 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36291FQ68 726494.53000000 PA USD 833373.86000000 0.005871980334 Long ABS-MBS USGSE US N 2 2045-08-20 Fixed 4.50000000 N N N N N N HUNTINGTON BANCSHARES 549300XTVCVV9I7B5T19 446150AT1 7000000.00000000 PA USD 8128750.00000000 0.057275446756 Long DBT CORP US N 2 N/A Fixed 5.62500000 N N N N N N DIAMOND SPORTS GROUP LLC 5493002K6DHWNZH8YA34 25277BAB4 982500.00000000 PA USD 588399.60000000 0.004145883433 Long LON CORP US N 2 2026-08-24 Variable 3.36000000 N N N N N N NEW YORK CITY NY HSG DEV CORP 549300SQWVHKBRF8D702 64972C5R0 750000.00000000 PA USD 781406.85000000 0.005505819029 Long DBT MUN US N 2 2022-11-01 Fixed 3.45300000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAJ9 500000.00000000 PA USD 521250.00000000 0.003672745086 Long DBT CORP US Y 2 2028-06-15 Fixed 4.37500000 N N N N N N Federal Home Loan Bank Discount Notes 2549001DPIFGXC1TOL40 313385JX5 3700000.00000000 PA USD 3699868.43000000 0.026069397787 Long STIV USGSE US N 2 N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VEU4 5000000.00000000 PA USD 5733090.20000000 0.040395546978 Long DBT CORP US N 2 2029-12-03 Fixed 4.01600000 N N N N N N Bank N/A 06541RBE2 3800000.00000000 PA USD 4115249.90000000 0.028996189640 Long ABS-MBS USGSE US N 2 2052-12-15 Fixed 3.20300000 N N N N N N AMSR Trust N/A 00178XAC7 3499000.00000000 PA USD 3653362.23000000 0.025741713533 Long ABS-O CORP US Y 2 2039-01-19 Fixed 3.14800000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804FV1 3250000.00000000 PA USD 3515373.16000000 0.024769437890 Long DBT CORP US N 2 2026-11-15 Fixed 2.95000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HRS1 14900000.00000000 PA USD 16219768.10000000 0.114285033272 Long DBT CORP US N 2 2026-06-15 Fixed 3.20000000 N N N N N N BOYD GAMING CORP 254900787YGRYS2A1Z35 10330JAU2 318599.40000000 PA USD 318080.08000000 0.002241202975 Long LON CORP US N 2 2023-09-15 Variable 2.33825000 N N N N N N ALLIANT HOLDINGS INTERMEDI 5493006Q26653NF8SI73 01881UAH8 149019.24000000 PA USD 149142.93000000 0.001050866116 Long LON CORP US N 2 2027-11-05 Variable 4.25000000 N N N N N N SALESFORCE.COM INC RCGZFPDMRW58VJ54VR07 79466LAF1 2425000.00000000 PA USD 2762478.62000000 0.019464517559 Long DBT CORP US N 2 2028-04-11 Fixed 3.70000000 N N N N N N HERO Funding Trust N/A 42771LAB8 416416.40000000 PA USD 433608.98000000 0.003055223502 Long ABS-O CORP US Y 2 2048-09-20 Fixed 3.28000000 N N N N N N GOVERNMENT OF UKRAINE 6354001WLTJXOMEXPY07 ZS6405030 25000000.00000000 PA 961371.69000000 0.006773857363 Long DBT NUSS UA N 2 2022-05-11 Fixed 17.00000000 N N N N N N PERTAMINA PERSERO PT 254900NDAKGNZ2IBBL45 69369EAE9 3000000.00000000 PA USD 3187070.49000000 0.022456206201 Long DBT CORP ID Y 2 2023-05-20 Fixed 4.30000000 N N N N N N COMM Mortgage Trust N/A 12592XBF2 3382775.00000000 PA USD 3641329.97000000 0.025656933823 Long ABS-MBS USGSE US N 2 2048-03-10 Variable 3.60300000 N N N N N N PROVINCE OF QUEBEC 549300WN65YFEQH74Y36 74814ZFB4 650000.00000000 PA 563831.48000000 0.003972775631 Long DBT NUSS CA N 2 2027-09-01 Fixed 2.75000000 N N N N N N REGENCY CENTERS LP 5493008PTR2GAOYBXW28 75884RAV5 4750000.00000000 PA USD 5262062.49000000 0.037076669841 Long DBT CORP US N 2 2027-02-01 Fixed 3.60000000 N N N N N N JAPAN (10 YEAR ISSUE) 353800WZS8AXZXFUC241 QZ4138504 440000000.00000000 PA 3999463.32000000 0.028180353490 Long DBT NUSS JP N 2 2026-09-20 Fixed 0.10000000 N N N N N N PRES & FELLOWS OF HARVAR 6S3X7J22E861RNTJSA74 740816AK9 8000000.00000000 PA USD 9302130.64000000 0.065543126334 Long DBT MUN US N 2 2031-10-01 Fixed 3.52900000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBW2 6200000.00000000 PA USD 7151094.88000000 0.050386855795 Long DBT CORP US N 2 2050-01-31 Fixed 4.20000000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 502431AJ8 3150000.00000000 PA USD 3348168.80000000 0.023591310328 Long DBT CORP US N 2 2023-06-15 Fixed 3.85000000 N N N N N N OCI NV 549300NCMRGIBJYUOE57 67091GAC7 472000.00000000 PA USD 486490.40000000 0.003427827772 Long DBT CORP NL Y 2 2024-11-01 Fixed 5.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMCM5 14853934.50000000 PA USD 15623176.25000000 0.110081426968 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 3.00000000 N N N N N N MIAMI-DADE CNTY FL AVIATION RE N/A 59333PV54 2500000.00000000 PA USD 2666391.25000000 0.018787482709 Long DBT MUN US N 2 2026-10-01 Fixed 2.70400000 N N N N N N CHINA GOVT INTL BOND 300300CHN201808MOF68 16955EAC4 4000000.00000000 PA USD 3860720.00000000 0.027202763377 Long DBT NUSS CN Y 2 2030-10-21 Fixed 1.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9VU2 20791231.58000000 PA USD 22529477.92000000 0.158743461547 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N BONOS TESORERIA PESOS 549300FLZTJM5YJF8D34 BM6607360 570000000.00000000 PA 676747.39000000 0.004768384942 Long DBT NUSS CL Y 2 2028-10-01 Fixed 2.30000000 N N N N N N United States Treasury Bill 254900HROIFWPRGM1V77 912796C49 6445000.00000000 PA USD 6444820.76000000 0.045410424517 Long STIV UST US N 2 N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBQ2 25450000.00000000 PA USD 25686517.28000000 0.180988067394 Long DBT CORP US N 2 2030-08-15 Fixed 2.65000000 N N N N N N NETWORK I2I LTD 2549003L8M1FGHLHOX45 64132NAC0 1500000.00000000 PA USD 1500750.00000000 0.010574335133 Long DBT CORP MU Y 2 N/A Fixed 3.97500000 N N N N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 AQ7062823 1225000.00000000 PA 1799056.97000000 0.012676216109 Long DBT NUSS IT Y 2 2038-09-01 Fixed 2.95000000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 760942BC5 21800000.00000000 PA 517703.78000000 0.003647758300 Long DBT NUSS UY Y 2 2028-03-15 Fixed 8.50000000 N N N N N N KONDOR FINANCE PLC (NAK) 213800PUC1T9GI6EIO63 AZ6401204 1000000.00000000 PA USD 1028772.78000000 0.007248767717 Long DBT CORP GB N 2 2022-07-19 Fixed 7.37500000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 22822VAT8 14025000.00000000 PA USD 13843072.05000000 0.097538752716 Long DBT CORP US N 2 2031-01-15 Fixed 2.25000000 N N N N N N Colony American Finance Ltd N/A 21872UAA2 8618707.31000000 PA USD 8755474.13000000 0.061691366121 Long ABS-O CORP US Y 2 2050-03-15 Fixed 1.83200000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDN8 25675000.00000000 PA USD 24326459.91000000 0.171405057277 Long DBT CORP US N 2 2031-02-15 Fixed 1.50000000 N N N N N N GS Mortgage Securities Trust N/A 36251SAL2 2000000.00000000 PA USD 1980258.40000000 0.013952967498 Long ABS-MBS USGSE US Y 2 2031-07-15 Variable 1.52300000 N N N N N N COMM Mortgage Trust N/A 12593ABC8 7150000.00000000 PA USD 7759047.73000000 0.054670512088 Long ABS-MBS USGSE US N 2 2048-05-10 Fixed 3.80100000 N N N N N N BURLINGTN NORTH SANTA FE N/A 12189LBF7 5175000.00000000 PA USD 5386541.53000000 0.037953753357 Long DBT CORP US N 2 2051-02-15 Fixed 3.05000000 N N N N N N GENM CAPITAL LABUAN 254900DWSHIWTSE0YG58 37231BAA6 4300000.00000000 PA USD 4280478.00000000 0.030160392407 Long DBT CORP MY Y 2 2031-04-19 Fixed 3.88200000 N N N N N N KOREA HYDRO & NUCLEAR PO 9884008CRY5MLCN8OQ43 50064YAN3 3675000.00000000 PA USD 3905532.75000000 0.027518515525 Long DBT NUSS KR Y 2 2023-07-25 Fixed 3.75000000 N N N N N N UBS Commercial Mortgage Trust N/A 90276RBC1 2000000.00000000 PA USD 2152669.80000000 0.015167784039 Long ABS-MBS USGSE US N 2 2050-10-15 Fixed 3.36600000 N N N N N N MILEAGE PLUS HLDINGS LLC N/A 599191AA1 1175000.00000000 PA USD 1293675.00000000 0.009115277697 Long DBT CORP US Y 2 2027-06-20 Fixed 6.50000000 N Y N N N N Federal Home Loan Bank Discount Notes 2549001DPIFGXC1TOL40 313385HX7 106015000.00000000 PA USD 106014292.89000000 0.746980284526 Long STIV USGSE US N 2 N N N JP Morgan Mortgage Trust N/A 46650HAR9 1986170.54000000 PA USD 2013006.48000000 0.014183711575 Long ABS-CBDO USGSE US Y 2 2049-05-25 Variable 4.00000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QBW1 2000000.00000000 PA USD 2024800.00000000 0.014266809114 Long DBT CORP MX N 2 2026-01-23 Fixed 4.50000000 N N N N N N AMERICAN WATER CAPITAL C 5IDHQUFVC8Q2KIBBFF06 03040WAX3 1325000.00000000 PA USD 1431706.05000000 0.010087849132 Long DBT CORP US N 2 2050-05-01 Fixed 3.45000000 N N N N N N NORWEGIAN GOVERNMENT 549300L0BT3FJTN9MX24 BG0207897 17880000.00000000 PA 2083775.28000000 0.014682350927 Long DBT NUSS NO Y 2 2030-08-19 Fixed 1.37500000 N N N N N N ZIMMER BIOMET HOLDINGS 2P2YLDVPES3BXQ1FRB91 98956PAF9 3745000.00000000 PA USD 4062966.57000000 0.028627799532 Long DBT CORP US N 2 2025-04-01 Fixed 3.55000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VEE0 300000.00000000 PA 437768.10000000 0.003084528802 Long DBT CORP US N 2 2038-01-15 Fixed 2.87500000 N N N N N N TRUSTEES SMITH COLLEGE 549300C7SRCL4TVMZB13 898377AA4 15000000.00000000 PA USD 19197736.35000000 0.135267898035 Long DBT CORP US N 2 2045-07-01 Fixed 4.62000000 N N N N N N KKR Financial CLO Ltd 5493004Y6G18HN4CQ515 48254HAC8 5000000.00000000 PA USD 5002765.00000000 0.035249650978 Long ABS-O CORP KY Y 2 2032-01-15 Variable 1.93375000 N N N N N N HYLAND SOFTWARE INC N/A 44908XAT5 669834.18000000 PA USD 670390.14000000 0.004723591544 Long LON CORP US N 2 2024-07-01 Variable 4.25000000 N N N N N N Morgan Stanley Capital I Trust 549300XYOVNMTJWOZ135 61756UAH4 617703.28000000 PA USD 348385.27000000 0.002454734366 Long ABS-MBS USGSE US N 3 2049-12-12 Variable 6.46950400 N Y N N N N GROUP 1 AUTOMOTIVE INC 549300US8QAZJLWYAF63 398905AN9 550000.00000000 PA USD 559625.00000000 0.003943136631 Long DBT CORP US Y 2 2028-08-15 Fixed 4.00000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCB3 9525000.00000000 PA USD 11415848.99000000 0.080436457143 Long DBT CORP US N 2 2049-11-21 Fixed 4.25000000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 75513EAD3 6600000.00000000 PA USD 6706987.12000000 0.047257657535 Long DBT CORP US N 2 2030-07-01 Fixed 2.25000000 N N N N N N OHIO POWER COMPANY 06ZODLC132CY1O2Y7D77 677415CR0 6150000.00000000 PA USD 7227600.48000000 0.050925916834 Long DBT CORP US N 2 2049-06-01 Fixed 4.00000000 N N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 92553PAU6 1150000.00000000 PA USD 1575632.97000000 0.011101963067 Long DBT CORP US N 2 2043-09-01 Fixed 5.85000000 N N N N N N Wells Fargo Commercial Mortgag 549300VOKB4Z9J8DIM89 94989YAZ6 3800000.00000000 PA USD 4162054.50000000 0.029325976430 Long ABS-MBS USGSE US N 2 2059-01-15 Fixed 3.56000000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408HJ5 3500000.00000000 PA USD 3941107.10000000 0.027769173595 Long DBT CORP US N 2 2028-03-01 Fixed 3.80000000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 35565TBD0 2640000.00000000 PA USD 2762743.63000000 0.019466384829 Long ABS-CBDO USGSE US Y 2 2050-11-25 Variable 4.01800000 N N N N N N TRANE TECHNOLOGIES LUX 549300GHBOWCVY92IS29 456873AD0 7500000.00000000 PA USD 8465170.88000000 0.059645879627 Long DBT CORP LU N 2 2029-03-21 Fixed 3.80000000 N N N N N N Toronto Dominion bank PT3QB789TSUIDF371261 EUR210730 1.00000000 NC USD -44433.56000000 -0.00031308036 N/A DFE CORP US N 2 Toronto Dominion bank PT3QB789TSUIDF371261 1736272.66000000 USD 1425895.20000000 EUR 2021-07-30 -44433.56000000 N N N Chase Funding Mortgage Loan As N/A 161546JL1 428194.37000000 PA USD 456514.80000000 0.003216618683 Long ABS-O CORP US N 2 2035-02-26 Variable 5.70000000 N Y N N N N MID-AMERICA APARTMENTS 549300FXWGE3QSYCUJ38 59523UAA5 5224000.00000000 PA USD 5608881.07000000 0.039520365257 Long DBT CORP US N 2 2023-10-15 Fixed 4.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31374CRV0 6812702.21000000 PA USD 7114056.64000000 0.050125883107 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.00000000 N N N N N N CD Commercial Mortgage Trust N/A 12514MBA2 5167000.00000000 PA USD 5405616.19000000 0.038088154055 Long ABS-MBS USGSE US N 2 2049-08-10 Fixed 2.62200000 N N N N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 56585ABD3 9075000.00000000 PA USD 10106808.99000000 0.071212917137 Long DBT CORP US N 2 2028-04-01 Fixed 3.80000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJA8 18000000.00000000 PA USD 21508478.10000000 0.151549462368 Long DBT CORP US N 2 2051-03-20 Fixed 4.08300000 N N N N N N Wells Fargo Commercial Mortgag 5493002S7XBI8CVRR075 94989HBF6 2000000.00000000 PA USD 2114747.20000000 0.014900580120 Long ABS-MBS USGSE US N 2 2048-05-15 Variable 3.65800000 N N N N N N Federal Home Loan Bank Discount Notes 2549001DPIFGXC1TOL40 313385WK8 27562000.00000000 PA USD 27545493.39000000 0.194086475785 Long STIV USGSE US N 2 N N N ACTIVISION BLIZZARD 549300TPQQDBP9GNOF40 00507VAP4 3700000.00000000 PA USD 3459634.53000000 0.024376701623 Long DBT CORP US N 2 2030-09-15 Fixed 1.35000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CBG5 14575000.00000000 PA USD 14560766.64000000 0.102595653012 Long DBT UST US N 2 2023-01-31 Fixed 0.12500000 N N N N N N WEINGARTEN REALTY INVEST 549300JMKTJNB8GWHU88 948741AL7 3950000.00000000 PA USD 4283515.60000000 0.030181795439 Long DBT CORP US N 2 2025-06-01 Fixed 3.85000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FWNA4 20801845.23000000 PA USD 2411322.86000000 0.016990262227 Long ABS-CBDO USGSE US N 2 2050-09-25 Fixed 2.00000000 N N N N N N Taurus CMBS 635400SG2ZVJCYHITE32 BCC2QWFI2 510000.00000000 PA 705399.74000000 0.004970270367 Long ABS-MBS CORP IE Y 2 2031-05-17 Variable 1.69900000 N N N N N N GOVT OF BERMUDA 549300FP5PUZXX9FVJ40 085209AF1 200000.00000000 PA USD 232640.00000000 0.001639189289 Long DBT NUSS BM Y 2 2029-02-15 Fixed 4.75000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XAW0 8850000.00000000 PA USD 9860847.71000000 0.069479865660 Long DBT CORP US N 2 2029-08-15 Fixed 3.80000000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46643ABK8 2000000.00000000 PA USD 2145791.80000000 0.015119321419 Long ABS-MBS USGSE US N 2 2047-09-15 Variable 4.63310800 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBA7 13700000.00000000 PA USD 14415140.96000000 0.101569569557 Long DBT CORP US N 2 2030-01-15 Fixed 2.90000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GFS3 10200000.00000000 PA USD 11332764.37000000 0.079851040107 Long DBT CORP US N 2 2025-08-01 Fixed 3.87500000 N N N N N N ORGANON & CO/ORG 549300SH15FO4Y2G3V63 68622TAC5 100000.00000000 PA 120164.37000000 0.000846682205 Long DBT CORP US Y 2 2028-04-30 Fixed 2.87500000 N N N N N N FIDELITY NATIONAL INFORM 6WQI0GK1PRFVBA061U48 31620MAW6 375000.00000000 PA 458623.04000000 0.003231473413 Long DBT CORP US N 2 2024-07-15 Fixed 1.10000000 N N N N N N Federal Home Loan Bank Discount Notes 2549001DPIFGXC1TOL40 313385LV6 5193000.00000000 PA USD 5192437.44000000 0.036586089390 Long STIV USGSE US N 2 N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AX4 10200000.00000000 PA USD 11771330.60000000 0.082941192561 Long DBT CORP US N 2 2030-05-15 Fixed 4.50000000 N N N N N N NIELSEN FINANCE LLC UJ76Y189LDMPCOCW7204 65409YBE4 378728.46000000 PA USD 378255.05000000 0.002665197844 Long LON CORP US N 2 2023-10-04 Variable 2.08125000 N N N N N N MOLEX ELECTRONICS TECH 549300WTBVUFUPSIWI20 60856BAC8 9825000.00000000 PA USD 10081812.33000000 0.071036789828 Long DBT CORP US Y 2 2025-04-15 Fixed 3.90000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RM2 35680000.00000000 PA USD 42077312.68000000 0.296478164792 Long DBT UST US N 2 2045-05-15 Fixed 3.00000000 N N N N N N HARTFORD FINL SVCS GRP IU7C3FTM7Y3BQM112U94 416515BB9 1350000.00000000 PA USD 1592846.69000000 0.011223251518 Long DBT CORP US N 2 2043-04-15 Fixed 4.30000000 N N N N N N PUBLIC SERVICE COLORADO 5BANEF6PGSEK0SNMQF44 744448CR0 3000000.00000000 PA USD 3680170.35000000 0.025930604451 Long DBT CORP US N 2 2049-09-15 Fixed 4.05000000 N N N N N N ABU DHABI GOVT INT'L 213800FER4348CINTA77 29134WAB3 4000000.00000000 PA USD 4367932.00000000 0.030776596241 Long DBT NUSS AE Y 2 2026-05-03 Fixed 3.12500000 N N N N N N ADANI PORTS AND SPECIAL 335800QOAXP5TM7OYP69 00652MAD4 1850000.00000000 PA USD 1927912.73000000 0.013584138141 Long DBT CORP IN Y 2 2027-07-30 Fixed 4.00000000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 03846JX47 425000.00000000 PA USD 452207.29000000 0.003186267822 Long DBT NUSS EG Y 2 2024-05-29 Fixed 5.75000000 N N N N N N BANISTMO SA 549300E94AMW3HSSMU17 06034LAB6 2750000.00000000 PA USD 2897812.50000000 0.020418084644 Long DBT CORP PA Y 2 2027-07-31 Fixed 4.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202TYF7 270568.49000000 PA USD 300845.02000000 0.002119764161 Long ABS-MBS USGSE US N 2 2044-10-20 Fixed 4.50000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122CP1 6575000.00000000 PA USD 7368527.41000000 0.051918892738 Long DBT CORP US N 2 2029-07-26 Fixed 3.40000000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZT8 4575000.00000000 PA USD 4567638.23000000 0.032183733076 Long DBT CORP US N 2 2029-10-28 Fixed 3.75000000 N N N N N N PLAINS ALL AMER PIPELINE 5521FA2ITF25TVH63740 72650RBN1 475000.00000000 PA USD 508277.60000000 0.003581341118 Long DBT CORP US N 2 2030-09-15 Fixed 3.80000000 N N N N N N Diamond Resorts Owner Trust N/A 252724AA7 2640388.90000000 PA USD 2750637.55000000 0.019381084981 Long ABS-O CORP US Y 2 2031-01-21 Fixed 3.70000000 N N N N N N KINGDOM OF BAHRAIN 549300RODM1WN85LFQ95 05675M2D5 3000000.00000000 PA USD 2970773.55000000 0.020932170664 Long DBT NUSS BH Y 2 2032-09-16 Fixed 5.45000000 N N N N N N Oak Hill Credit Partners N/A 67098WAA9 9500000.00000000 PA USD 9503771.50000000 0.066963894637 Long ABS-O CORP KY Y 2 2032-10-19 Variable 1.43975000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFR0 7525000.00000000 PA USD 7211494.35000000 0.050812432499 Long DBT CORP US N 2 2031-01-20 Fixed 1.75000000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142EB5 6150000.00000000 PA USD 7407505.20000000 0.052193531561 Long DBT CORP US N 2 2038-06-28 Fixed 3.95000000 N N N N N N New Residential Mortgage Loan N/A 64828EAC9 2201381.56000000 PA USD 2219064.82000000 0.015635605590 Long ABS-CBDO USGSE US Y 2 2059-09-25 Variable 2.79682000 N N N N N N SELECT MEDICAL CORP 549300X05KS0JKR8CB50 816194AV6 2920100.35000000 PA USD 2889088.88000000 0.020356617723 Long LON CORP US N 2 2025-03-06 Variable 2.36000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XAM6 442927.39000000 PA USD 447402.99000000 0.003152416562 Long ABS-CBDO USGSE US N 2 2024-07-25 Variable 2.99150000 N N N N N N Natixis Commercial Mortgage Se N/A 63874FAA5 1200000.00000000 PA USD 1234741.08000000 0.008700027308 Long ABS-MBS USGSE US Y 2 2032-11-15 Variable 3.91674700 N N N N N N Carvana Auto Receivables Trust N/A 14686KAB3 5000000.00000000 PA USD 4989568.00000000 0.035156664471 Long ABS-O CORP US N 2 2028-03-10 Fixed 0.97000000 N N N N N N EMPRESAS PUBLIC MEDELLIN 549300SU25TO8EMXB434 29246BAE8 3445000.00000000 PA USD 3410550.00000000 0.024030850368 Long DBT CORP CO Y 2 2029-07-18 Fixed 4.25000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBQ5 4025000.00000000 PA USD 4607924.77000000 0.032467593396 Long DBT CORP US N 2 2048-02-15 Fixed 4.25000000 N N N N N N HCL AMERICA INC 549300CBM0L7W7N2EB94 40480HAA5 4700000.00000000 PA USD 4670246.09000000 0.032906711519 Long DBT CORP US Y 2 2026-03-10 Fixed 1.37500000 N N N N N N ANGLOGOLD HOLDINGS PLC 213800745ZIXC4L6A131 03512TAE1 11325000.00000000 PA USD 11673583.50000000 0.082252463196 Long DBT CORP IM N 2 2030-10-01 Fixed 3.75000000 N N N N N N PPL ELECTRIC UTILITIES 549300GCZLSGYEYPIR35 69351UAP8 2000000.00000000 PA USD 2002968.44000000 0.014112983206 Long DBT CORP US N 2 2021-09-15 Fixed 3.00000000 N N N N N N Social Professional Loan Progr 549300E92LV3L3L4EW68 78470RAC1 2243234.12000000 PA USD 2263204.51000000 0.015946615335 Long ABS-O CORP US Y 2 2036-01-25 Fixed 2.49000000 N N N N N N Hilton Grand Vacations Trust N/A 43284HAA7 6119616.22000000 PA USD 6292592.07000000 0.044337816031 Long ABS-O CORP US Y 2 2033-07-25 Fixed 2.34000000 N N N N N N CAMELOT FINANCE SA N/A 13323AAB6 100000.00000000 PA USD 104625.00000000 0.000737191279 Long DBT CORP LU Y 2 2026-11-01 Fixed 4.50000000 N N N N N N ANHEUSER-BUSCH CO/INBEV N/A 03522AAG5 29085000.00000000 PA USD 32115209.96000000 0.226284852915 Long DBT CORP US N 2 2026-02-01 Fixed 3.65000000 N N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 124857AT0 2500000.00000000 PA USD 2734692.90000000 0.019268738439 Long DBT CORP US N 2 2028-02-15 Fixed 3.37500000 N N N N N N Fannie Mae or Freddie Mac N/A 01F022675 227670000.00000000 PA USD 235478370.67000000 1.659188544561 Long ABS-O USGSE US N 2 2051-07-25 Fixed 2.50000000 N Y N N N N OOREDOO INTL FINANCE 549300BHXCDJ03WU7N77 74735KAA0 2350000.00000000 PA USD 2373090.30000000 0.016720874319 Long DBT CORP BM Y 2 2031-04-08 Fixed 2.62500000 N N N N N N IHS MARKIT LTD 549300HLPTRASHS0E726 44962LAG2 1950000.00000000 PA USD 2081430.00000000 0.014665826005 Long DBT CORP BM N 2 2023-08-01 Fixed 4.12500000 N N N N N N CHINA GOVT INTL BOND 300300CHN201808MOF68 16955EAD2 2000000.00000000 PA USD 1883880.00000000 0.013273882040 Long DBT NUSS CN Y 2 2050-10-21 Fixed 2.25000000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 026657AR7 425000.00000000 PA 537252.94000000 0.003785502341 Long DBT CORP US N 2 2024-10-18 Fixed 1.95000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BK4 6450000.00000000 PA USD 7153431.65000000 0.050403320756 Long DBT CORP GB N 2 2028-03-13 Fixed 4.04100000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 96949LAD7 5075000.00000000 PA USD 5638130.17000000 0.039726455403 Long DBT CORP US N 2 2027-06-15 Fixed 3.75000000 N N N N N N Toronto Dominion bank PT3QB789TSUIDF371261 ZAR210730 1.00000000 NC USD 1574.37000000 0.000011093064 N/A DFE CORP US N 2 Toronto Dominion bank PT3QB789TSUIDF371261 6877865.69000000 ZAR 481376.37000000 USD 2021-07-30 1574.37000000 N N N DH EUROPE FINANCE SA 2221002WRBW5MJ8VL618 23290YAE6 500000.00000000 PA 624326.34000000 0.004399024455 Long DBT CORP LU N 2 2027-06-30 Fixed 1.20000000 N N N N N N SAN ANTONIO TX CUSTOMER FAC CH N/A 796246AF3 1575000.00000000 PA USD 1716554.39000000 0.012094900146 Long DBT MUN US N 2 2025-07-01 Fixed 4.35300000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332BA9 6525000.00000000 PA USD 6207398.63000000 0.043737540178 Long DBT CORP US N 2 2031-01-15 Fixed 1.65000000 N N N N N N Federal Home Loan Bank Discount Notes 2549001DPIFGXC1TOL40 313385RH1 20317000.00000000 PA USD 20311751.51000000 0.143117286439 Long STIV USGSE US N 2 N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SN9 9930000.00000000 PA USD 8108077.76000000 0.057129789455 Long DBT UST US N 2 2050-05-15 Fixed 1.25000000 N Y N N N N KALLPA GENERACION SA 549300NG1PWEI5BZG095 156830AA9 2850000.00000000 PA USD 2924841.00000000 0.020608528367 Long DBT CORP PE Y 2 2027-08-16 Fixed 4.12500000 N N N N N N JAPAN FIN ORG MUNICIPAL 5493007YYYNZ4NMEOD64 471068AN6 6650000.00000000 PA USD 7061236.00000000 0.049753707095 Long DBT NUSS JP Y 2 2023-09-27 Fixed 3.37500000 N N N N N N DISCOVER BANK X05BVSK68TQ7YTOSNR22 25466AAF8 4875000.00000000 PA USD 4878152.37000000 0.034371626183 Long DBT CORP US N 2 2021-08-09 Fixed 3.20000000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAT5 4325000.00000000 PA USD 4152000.00000000 0.029255132084 Long DBT CORP US Y 2 2031-02-15 Fixed 3.75000000 N N N N N N COMM Mortgage Trust N/A 12593JBH8 5000000.00000000 PA USD 5454216.50000000 0.038430593479 Long ABS-MBS USGSE US N 2 2048-08-10 Variable 4.02800000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 AZ1871211 200000.00000000 PA 302343.35000000 0.002130321444 Long DBT CORP US N 2 2031-07-01 Fixed 3.00000000 N N N N N N UK TSY 0 5/8% 2050 ECTRVYYCEF89VWYS6K36 BJ7876565 950000.00000000 PA 1112047.37000000 0.007835523288 Long DBT NUSS GB N 2 2050-10-22 Fixed 0.62500000 N N N N N N EGYPT GOVERNMENT BOND 529900GFIVH4086NMH82 AZ4234946 19025000.00000000 PA 1256648.12000000 0.008854385051 Long DBT NUSS EG N 2 2024-07-02 Fixed 15.90000000 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAC9 3120818.80000000 PA USD 3172206.51000000 0.022351474096 Long ABS-O CORP US Y 2 2060-07-15 Fixed 2.28000000 N N N N N N STATE OF QATAR 52990074F6OJOAXK4P65 74727PBD2 2050000.00000000 PA USD 2316282.39000000 0.016320603869 Long DBT NUSS QA Y 2 2030-04-16 Fixed 3.75000000 N N N N N N NY & PRESBYTERIAN HOSPIT 19EOSPKL8HML7MY3UE63 649322AC8 5000000.00000000 PA USD 5657716.30000000 0.039864459935 Long DBT CORP US N 2 2036-08-01 Fixed 3.56300000 N N N N N N VIRGINIA ST PORT AUTH PORT FAC N/A 928077KC9 2160000.00000000 PA USD 2390202.00000000 0.016841443935 Long DBT MUN US N 2 2036-07-01 Fixed 4.22800000 N N N N N N WESTERN AUST TREAS CORP 213800FKHP5ME5Y3CF47 AX2380290 2735000.00000000 PA 2251725.37000000 0.015865732928 Long DBT NUSS AU N 2 2029-07-24 Fixed 2.75000000 N N N N N N PRIVATE EXPORT FUNDING CYQE6SAYPFKNQJ6FMH60 74275BAA6 24000000.00000000 PA USD 24272394.24000000 0.171024108743 Long DBT CORP US Y 2 2021-11-08 Fixed 3.26600000 N N N N N N COMM Mortgage Trust N/A 12624XAM0 1140000.00000000 PA USD 1169988.27000000 0.008243776824 Long ABS-MBS USGSE US Y 2 2046-03-10 Fixed 3.14700000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06055H400 328800.00000000 NS USD 8614560.00000000 0.060698480407 Long EP CORP US N 1 N N N IVORY COAST 254900ICW11T82O6H590 BM7280605 100000.00000000 PA 118381.19000000 0.000834117858 Long DBT NUSS CI Y 2 2032-01-30 Fixed 4.87500000 N N N N N N DIGITAL REALTY TRUST LP CD4SPTZ3YBTHY0C1AH38 25389JAR7 3075000.00000000 PA USD 3441821.18000000 0.024251188158 Long DBT CORP US N 2 2027-08-15 Fixed 3.70000000 N N N N N N Stack Infrastructure Issuer LL N/A 85236KAE2 5875000.00000000 PA USD 5898806.09000000 0.041563186730 Long ABS-O CORP US Y 2 2046-03-26 Fixed 1.87700000 N N N N N N BAT INTL FINANCE PLC 21380041YBGOQDFAC823 EJ8148557 200000.00000000 PA 306326.80000000 0.002158388967 Long DBT CORP GB N 2 2026-09-04 Fixed 4.00000000 N N N N N N MEGLOBAL CANADA ULC 635400MHHHT7LMKMQL03 58518N2B7 3500000.00000000 PA USD 3923850.00000000 0.027647579487 Long DBT CORP CA Y 2 2025-05-18 Fixed 5.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJW0 9125000.00000000 PA USD 9655165.60000000 0.068030622573 Long DBT CORP US N 2 2042-04-22 Fixed 3.31100000 N N N N N N 20 TSQ GroundCo LLC N/A 90137LAC4 3000000.00000000 PA USD 3029638.50000000 0.021346935088 Long ABS-MBS CORP US Y 2 2035-05-15 Variable 3.20323000 N Y N N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 AX0999661 1550000.00000000 PA 2677588.85000000 0.018866381376 Long DBT NUSS IT Y 2 2049-09-01 Fixed 3.85000000 N N N N N N AON CORP LTS3U8DGK38SETRUWX71 037389BE2 6350000.00000000 PA USD 6666355.41000000 0.046971365135 Long DBT CORP US N 2 2030-05-15 Fixed 2.80000000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807BN1 8925000.00000000 PA USD 9748298.85000000 0.068686842595 Long DBT CORP US N 2 2028-01-15 Fixed 3.25000000 N N N N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 BK6709004 800000.00000000 PA USD 878814.18000000 0.006192154362 Long DBT CORP IL Y 2 2025-06-30 Fixed 6.12500000 N N N N N N O'REILLY AUTOMOTIVE INC 549300K2RLMQL149Q332 67103HAJ6 4075000.00000000 PA USD 4691452.47000000 0.033056132388 Long DBT CORP US N 2 2030-04-01 Fixed 4.20000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 CP5073947 12200000.00000000 PA 968048.07000000 0.006820899362 Long DBT NUSS ZA N 2 2026-12-21 Fixed 10.50000000 N N N N N N AMCOR FLEXIBLES NORTH AM PTVU09TE3QPJPL7K4E13 02344AAA6 7550000.00000000 PA USD 7700362.55000000 0.054257014330 Long DBT CORP US N 2 2031-05-25 Fixed 2.69000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BV4 2500000.00000000 PA USD 2748750.00000000 0.019367785240 Long DBT CORP MX Y 2 2029-11-19 Fixed 5.45000000 N N N N N N SALESFORCE.COM INC RCGZFPDMRW58VJ54VR07 79466LAJ3 6600000.00000000 PA USD 6600901.16000000 0.046510172281 Long DBT CORP US N 2 2031-07-15 Fixed 1.95000000 N N N N N N WISCONSIN POWER & LIGHT JWBYHVQVMY66CVCOSO49 976826BK2 4125000.00000000 PA USD 4802665.11000000 0.033839740402 Long DBT CORP US N 2 2044-10-15 Fixed 4.10000000 N N N N N N 321 Henderson Receivables LLC N/A 46616MAA8 5058343.64000000 PA USD 5326639.70000000 0.037531683042 Long ABS-O CORP US Y 2 2048-12-15 Fixed 3.82000000 N N N N N N AMERICAN EXPRESS CREDIT 9ET6B8VCXWW51H8Z3M54 0258M0EL9 2775000.00000000 PA USD 3069782.59000000 0.021629791700 Long DBT CORP US N 2 2027-05-03 Fixed 3.30000000 N N N N N N SILGAN HOLDINGS INC KAF673KJXD92C8KSLU49 AQ4025203 400000.00000000 PA 477857.30000000 0.003366998658 Long DBT CORP US N 2 2025-03-15 Fixed 3.25000000 N N N N N N Sequoia Mortgage Trust N/A 81748WAU0 6581947.01000000 PA USD 6624881.05000000 0.046679135395 Long ABS-CBDO CORP US Y 2 2051-06-25 Variable 2.50000000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 ZO3452687 4700000.00000000 PA 746083.36000000 0.005256928526 Long DBT NUSS CN N 2 2050-09-14 Fixed 3.81000000 N N N N N N NOVARTIS CAPITAL CORP 5493002KF87V5RSRQS84 66989HAJ7 9600000.00000000 PA USD 10411624.80000000 0.073360659619 Long DBT CORP US N 2 2025-11-20 Fixed 3.00000000 N N N N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 BJ9478998 2350000.00000000 PA 2824694.02000000 0.019902889367 Long DBT NUSS ES Y 2 2040-10-31 Fixed 1.20000000 N N N N N N Social Professional Loan Progr N/A 83406TAA0 4848336.74000000 PA USD 4867162.83000000 0.034294193513 Long ABS-O CORP US Y 2 2046-05-15 Fixed 2.06000000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214CX9 4650000.00000000 PA USD 5020424.67000000 0.035374081609 Long DBT CORP AU N 2 2026-05-13 Fixed 2.85000000 N N N N N N DUKE ENERGY OHIO INC L6KC0HABGHNFU1Z6QY21 26442EAD2 1450000.00000000 PA USD 1542910.10000000 0.010871396620 Long DBT CORP US N 2 2023-09-01 Fixed 3.80000000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 05533UAF5 1500000.00000000 PA USD 1564950.00000000 0.011026690499 Long DBT CORP MX Y 2 2033-01-18 Fixed 5.12500000 N N N N Y BBVA Bancomer SA/Texas USD XXXX N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297U5N6 601893.60000000 PA USD 661288.56000000 0.004659461505 Long ABS-MBS MUN US N 2 2034-10-01 Fixed 4.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBP0 4575000.00000000 PA USD 4806067.88000000 0.033863716434 Long DBT CORP US N 2 2031-05-13 Fixed 2.95600000 N N N N N N BOOZ ALLEN HAMILTON INC 549300D7XCH2480XU542 09951LAA1 925000.00000000 PA USD 943500.00000000 0.006647932832 Long DBT CORP US Y 2 2028-09-01 Fixed 3.87500000 N N N N N N MURPHY OIL CORP QBKYQD0ODE7DC7PDIN91 626717AM4 275000.00000000 PA USD 287017.50000000 0.002022334988 Long DBT CORP US N 2 2027-12-01 Fixed 5.87500000 N N N N N N BANCO INTERNAC DEL PERU 5493001TRCGXJLRLHN14 05968DAB6 3800000.00000000 PA USD 3860800.00000000 0.027203327059 Long DBT CORP PE Y 2 2023-01-18 Fixed 3.37500000 N N N N N N Hudson Yards N/A 44421LAG7 7250000.00000000 PA USD 7633841.83000000 0.053788307092 Long ABS-MBS USGSE US Y 2 2038-08-10 Variable 3.07585400 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HDFL0 802437.03000000 PA USD 856798.45000000 0.006037030786 Long ABS-MBS MUN US N 2 2045-05-01 Fixed 4.50000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACB9 21500000.00000000 PA USD 21740800.00000000 0.153186410314 Long DBT CORP US N 2 2031-02-15 Fixed 2.55000000 N N N N N N SERBIA TREASURY BONDS 254900W94OCY91V32O78 BG1390940 31700000.00000000 PA 350434.03000000 0.002469169998 Long DBT NUSS RS N 2 2032-08-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335AHP6 33006448.48000000 PA USD 35840603.95000000 0.252534104660 Long ABS-MBS MUN US N 2 2045-10-01 Fixed 3.50000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VED2 400000.00000000 PA 524946.87000000 0.003698793357 Long DBT CORP US N 2 2029-10-26 Fixed 1.87500000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659T2B6 5700000.00000000 PA USD 5568403.64000000 0.039235159920 Long DBT CORP FR Y 2 2035-08-12 Fixed 2.58800000 N N N N N N GS Mortgage Securities Trust N/A 36252SAV9 3145000.00000000 PA USD 3589520.28000000 0.025291880999 Long ABS-MBS USGSE US N 2 2052-02-10 Fixed 3.96800000 N N N N N N SWISS RE FINANCE LUX 549300CLQZ6TM98LW631 87089NAA8 5600000.00000000 PA USD 6365800.00000000 0.044853641576 Long DBT CORP LU Y 2 2049-04-02 Fixed 5.00000000 N N N N N N Morgan Stanley BAML Trust N/A 61690KAC6 1047924.16000000 PA USD 1062416.22000000 0.007485820531 Long ABS-MBS USGSE US N 2 2046-02-15 Fixed 2.46900000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XNX8 1004950.03000000 PA USD 1020969.74000000 0.007193787234 Long ABS-CBDO USGSE US N 2 2030-01-25 Variable 2.29150000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 LW9531713 825000.00000000 PA 1043369.77000000 0.007351618601 Long DBT CORP US N 2 2026-07-27 Fixed 1.62500000 N N N N N N Wells Fargo Commercial Mortgag N/A 95000XAD9 10000000.00000000 PA USD 10729521.00000000 0.075600566970 Long ABS-MBS USGSE US N 2 2050-09-15 Fixed 3.21200000 N N N N N N MIDWEST CONNECTOR CAPIT N/A 59833CAA0 5800000.00000000 PA USD 6064766.17000000 0.042732547053 Long DBT CORP US Y 2 2024-04-01 Fixed 3.90000000 N N N N N N LIFE STORAGE LP X0MIGH67XZCB7HL1A534 53227JAC8 850000.00000000 PA USD 839456.65000000 0.005914839878 Long DBT CORP US N 2 2030-10-15 Fixed 2.20000000 N N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 92553PAP7 2250000.00000000 PA USD 2603378.36000000 0.018343491760 Long DBT CORP US N 2 2043-03-15 Fixed 4.37500000 N N N N N N ISRAEL ELECTRIC CORP LTD 254900JW7GE35YNJGJ55 465077AL9 8525000.00000000 PA USD 9533888.40000000 0.067176099330 Long DBT CORP IL Y 2 2028-08-14 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CV35 21132716.18000000 PA USD 22473952.19000000 0.158352225380 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.00000000 N Y N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBB3 1700000.00000000 PA USD 1917313.48000000 0.013509455468 Long DBT CORP US N 2 2025-11-15 Fixed 4.40000000 N N N N N N JP Morgan Chase Commercial Mor N/A 46640JAV9 150000.00000000 PA USD 158274.45000000 0.001115207114 Long ABS-MBS USGSE US N 2 2046-01-15 Variable 4.21319900 N N N N N N PETROLEOS DEL PERU SA 549300ZMGDLC9JT2OR80 716564AB5 2000000.00000000 PA USD 2132000.00000000 0.015022143931 Long DBT CORP PE Y 2 2047-06-19 Fixed 5.62500000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAY7 3285000.00000000 PA USD 3329347.50000000 0.023458694814 Long DBT CORP US N 2 2028-07-15 Fixed 2.45000000 N N N N N N United States Treasury Bill 254900HROIFWPRGM1V77 912796B57 50000000.00000000 PA USD 49999623.50000000 0.352299034121 Long STIV UST US N 2 N N N CHUBB INA HOLDINGS INC CZCBJZWDMLTHWJDXU843 171239AA4 500000.00000000 PA 637504.46000000 0.004491877933 Long DBT CORP US N 2 2028-03-15 Fixed 1.55000000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 80414L2K0 6975000.00000000 PA USD 6836998.93000000 0.048173725134 Long DBT CORP SA Y 2 2030-11-24 Fixed 2.25000000 N N N N N N Bank of America Credit Card Tr 5493006DQ60M1CRKHH19 05522RDB1 17600000.00000000 PA USD 17906423.04000000 0.126169260885 Long ABS-O CORP US N 2 2025-01-15 Fixed 1.74000000 N N N N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 EUR210730 1.00000000 NC USD -9050.46000000 -0.00006376984 N/A DFE CORP US N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 1998808.87000000 USD 1676983.92000000 EUR 2021-07-30 -9050.46000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J77G4 7926928.77000000 PA USD 8627214.27000000 0.060787642820 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H7FF6 4245955.38000000 PA USD 4670141.10000000 0.032905971756 Long ABS-MBS MUN US N 2 2047-09-01 Fixed 4.00000000 N N N N N N SUZANO AUSTRIA G 254900287ZNSGVP1R341 86964WAK8 4300000.00000000 PA USD 4258591.00000000 0.030006175866 Long DBT CORP AT N 2 2032-01-15 Fixed 3.12500000 N N N N N N JP Morgan Mortgage Trust N/A 46645GAN8 3623953.05000000 PA USD 3665757.89000000 0.025829053772 Long ABS-CBDO USGSE US Y 2 2045-10-25 Variable 3.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 AN2901261 300000.00000000 PA 382614.29000000 0.002695913196 Long DBT CORP US N 2 2027-05-04 Fixed 1.77600000 N N N N N N MIAMI-DADE CNTY FL AVIATION RE N/A 59333P3N6 3750000.00000000 PA USD 4171332.75000000 0.029391351293 Long DBT MUN US N 2 2026-10-01 Fixed 3.61200000 N N N N N N OCI NV 549300NCMRGIBJYUOE57 ZR9973440 375000.00000000 PA 453851.79000000 0.003197855024 Long DBT CORP NL Y 2 2024-11-01 Fixed 3.12500000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFU3 11300000.00000000 PA USD 10734064.25000000 0.075632578862 Long DBT CORP US N 2 2050-11-20 Fixed 2.87500000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 BM6639652 350000.00000000 PA 459328.31000000 0.003236442769 Long DBT CORP PA Y 2 2026-03-01 Fixed 7.62500000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46644RBE4 1600000.00000000 PA USD 1717316.80000000 0.012100272113 Long ABS-MBS USGSE US N 2 2048-05-15 Variable 4.11800000 N N N N N N STAPLES INC XQM2JINI1UL7642TU573 855030AN2 3000000.00000000 PA USD 3107205.00000000 0.021893471264 Long DBT CORP US Y 2 2026-04-15 Fixed 7.50000000 N N N N N N DEVELOPMENT BK OF JAPAN 5493001HGBABMWFZUI25 25159MBC0 5000000.00000000 PA USD 4987017.30000000 0.035138692153 Long DBT NUSS JP Y 2 2024-03-04 Fixed 0.50000000 N N N N N N JAPAN (30 YEAR ISSUE) 353800WZS8AXZXFUC241 ZO8080129 105000000.00000000 PA 924848.53000000 0.006516513945 Long DBT NUSS JP N 2 2050-09-20 Fixed 0.60000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CE7 500000.00000000 PA USD 507353.56000000 0.003574830301 Long DBT CORP DE N 2 2026-11-24 Fixed 2.12900000 N N N N N N Tricon American Homes N/A 89613GAB2 1275000.00000000 PA USD 1288601.19000000 0.009079527460 Long ABS-O CORP US Y 2 2038-07-17 Fixed 2.04900000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BAU4 2975000.00000000 PA USD 3235919.25000000 0.022800396212 Long DBT CORP US N 2 2026-12-01 Fixed 3.35000000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 BH5574455 17000000.00000000 PA 2544987.76000000 0.017932069622 Long DBT NUSS CN N 2 2025-04-09 Fixed 1.99000000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 AZ6421871 18900000.00000000 PA 3015641.11000000 0.021248309005 Long DBT NUSS CN N 2 2049-07-22 Fixed 3.86000000 N N N N N N GS Mortgage Securities Trust N/A 36253PAD4 12000000.00000000 PA USD 12800972.40000000 0.090196083423 Long ABS-MBS CORP US N 2 2050-05-10 Fixed 3.23000000 N N N N N N COMM Mortgage Trust N/A 12593FBB9 3910003.83000000 PA USD 4101251.50000000 0.028897556441 Long ABS-MBS USGSE US N 2 2048-07-10 Fixed 3.42100000 N N N N N N JAPAN (20 YEAR ISSUE) 353800WZS8AXZXFUC241 AL7975124 93000000.00000000 PA 877247.90000000 0.006181118300 Long DBT NUSS JP N 2 2036-12-20 Fixed 0.60000000 N N N N N N JP Morgan Mortgage Trust N/A 46643UDN6 4113221.83000000 PA USD 4197204.36000000 0.029573643530 Long ABS-CBDO USGSE US Y 2 2044-12-25 Variable 2.11598700 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAN1 6250000.00000000 PA USD 6258750.00000000 0.044099363664 Long DBT CORP US N 2 N/A Fixed 3.65000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DQ8 21200000.00000000 PA USD 20470075.31000000 0.144232841275 Long DBT CORP US N 2 2030-11-13 Fixed 1.45000000 N N N N N N VITALITY RE X LTD N/A 92850FAA2 3500000.00000000 PA USD 3431820.00000000 0.024180719506 Long DBT CORP KY Y 2 2023-01-10 Variable 1.79056000 N N N N N N ANTHEM INC 8MYN82XMYQH89CTMTH67 036752AN3 9000000.00000000 PA USD 9077400.18000000 0.063959667931 Long DBT CORP US N 2 2030-05-15 Fixed 2.25000000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 ZQ0637715 9700000.00000000 PA 1506530.09000000 0.010615061843 Long DBT NUSS CN N 2 2024-10-17 Fixed 2.94000000 N N N N N N Freddie Mac - STACR N/A 35564KEL9 7082000.00000000 PA USD 7233609.33000000 0.050968255394 Long ABS-CBDO USGSE US Y 2 2033-10-25 Variable 2.11800000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XHT4 2680831.24000000 PA USD 2698204.37000000 0.019011639025 Long ABS-CBDO USGSE US N 2 2029-09-25 Variable 1.44150000 N N N N N N Fannie Mae or Freddie Mac N/A 01F020679 91900000.00000000 PA USD 92790282.17000000 0.653803458827 Long ABS-O USGSE US N 2 2051-07-25 Fixed 2.00000000 N N N N N N DELL INT LLC / EMC CORP N/A 24703TAG1 7050000.00000000 PA USD 8506751.79000000 0.059938860122 Long DBT CORP US N 2 2029-10-01 Fixed 5.30000000 N N N N N N AETNA INC 549300QKBENKLBXQ8968 00817YAF5 1925000.00000000 PA USD 2804635.51000000 0.019761556429 Long DBT CORP US N 2 2036-06-15 Fixed 6.62500000 N N N N N N JP Morgan Chase Commercial Mor N/A 46590MAS9 6999942.46000000 PA USD 7302933.57000000 0.051456716328 Long ABS-MBS USGSE US N 2 2049-08-15 Fixed 2.71300000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCB9 150000.00000000 PA 181739.69000000 0.001280543987 Long DBT CORP US N 2 2024-06-12 Fixed 0.80000000 N N N N N N FRANCE (GOVT OF) 969500KCGF3SUYJHPV70 EK7289029 3000000.00000000 PA 3699931.42000000 0.026069841617 Long DBT NUSS FR N 2 2025-05-25 Fixed 0.50000000 N N N N N N Springcastle SPV N/A 85022WAP9 7669922.10000000 PA USD 7746791.59000000 0.054584154912 Long ABS-O CORP US Y 2 2037-09-25 Fixed 1.97000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162FAG8 1500000.00000000 PA USD 1636026.90000000 0.011527500735 Long ABS-MBS USGSE US N 2 2052-08-15 Fixed 3.41880000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J5LR8 3582973.61000000 PA USD 3878169.07000000 0.027325710113 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 3.50000000 N N N N N N UNITED OVERSEAS BANK LTD IO66REGK3RCBAMA8HR66 91127KAC6 2350000.00000000 PA USD 2500588.00000000 0.017619227415 Long DBT CORP SG Y 2 2029-04-15 Fixed 3.75000000 N N N N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 EUR210730 1.00000000 NC USD 14223.78000000 0.000100221233 N/A DFE CORP US N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 480000.00000000 EUR 583748.64000000 USD 2021-07-30 14223.78000000 N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBE7 3225000.00000000 PA USD 3458490.35000000 0.024368639692 Long DBT CORP US N 2 2029-08-01 Fixed 3.15000000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DG3 1325000.00000000 PA USD 1577299.45000000 0.011113705141 Long DBT CORP US N 2 2047-02-01 Fixed 4.45000000 N N N N N N CANADA HOUSING TRUST 549300M44WH89JG50067 13509PGU1 1300000.00000000 PA 1097742.82000000 0.007734732946 Long DBT NUSS CA Y 2 2023-12-15 Fixed 2.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CQH0 22529041.18000000 PA USD 23792485.58000000 0.167642656132 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335AEK0 20697629.24000000 PA USD 22645932.06000000 0.159564001347 Long ABS-MBS MUN US N 2 2045-08-01 Fixed 3.50000000 N N N N N N Morgan Stanley capital Services I7331LVCZKQKX5T7XV54 NOK210730 1.00000000 NC USD 136816.68000000 0.000964014943 N/A DFE CORP US N 2 Morgan Stanley capital Services I7331LVCZKQKX5T7XV54 33603428.27000000 NOK 4040202.44000000 USD 2021-07-30 136816.68000000 N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AQ7 2050000.00000000 PA USD 2084501.50000000 0.014687467898 Long DBT CORP US Y 2 2030-04-15 Fixed 4.62500000 N N N N N N United States Treasury Bill 254900HROIFWPRGM1V77 9127964W6 15648000.00000000 PA USD 15645078.99000000 0.110235754413 Long STIV UST US N 2 N N N Citigroup Commercial Mortgage N/A 17320QAG4 2500000.00000000 PA USD 2592910.75000000 0.018269736626 Long ABS-MBS USGSE US Y 2 2035-05-10 Variable 3.63483000 N N N N N N Capital Automotive LP N/A 14576AAA0 9950000.00000000 PA USD 9913044.71000000 0.069847647483 Long ABS-O CORP US Y 2 2050-12-15 Fixed 2.01000000 N N N N N N PRIME SECSRVC BRW/FINANC N/A 74166MAE6 725000.00000000 PA USD 771218.75000000 0.005434033332 Long DBT CORP US Y 2 2028-01-15 Fixed 6.25000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 9128286N5 32392242.00000000 PA USD 34913606.82000000 0.246002451606 Long DBT UST US N 2 2024-04-15 Fixed 0.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAF0 7850000.00000000 PA USD 9069723.34000000 0.063905576657 Long DBT CORP US N 2 2028-06-15 Fixed 4.95000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBF4 6900000.00000000 PA USD 7235708.67000000 0.050983047414 Long DBT CORP US N 2 2030-05-01 Fixed 2.87500000 N N N N N N COMM Mortgage Trust N/A 12592XBJ4 1805000.00000000 PA USD 1923848.06000000 0.013555498339 Long ABS-MBS USGSE US N 2 2048-03-10 Variable 4.24407000 N N N N N N SALESFORCE.COM INC RCGZFPDMRW58VJ54VR07 79466LAK0 5775000.00000000 PA USD 5798870.67000000 0.040859038389 Long DBT CORP US N 2 2041-07-15 Fixed 2.70000000 N N N N N N CD Commercial Mortgage Trust N/A 12515ABH2 5750000.00000000 PA USD 6128314.35000000 0.043180309673 Long ABS-MBS USGSE US N 2 2049-11-10 Variable 3.87900000 N N N N N N Federal Home Loan Bank Discount Notes 2549001DPIFGXC1TOL40 313385HV1 96221000.00000000 PA USD 96220518.91000000 0.677973022630 Long STIV USGSE US N 2 N N N Madison Park Funding Ltd 549300VE70J453FXBE45 55818HBR8 12500000.00000000 PA USD 12500025.00000000 0.088075597889 Long ABS-O CORP KY Y 2 2029-01-20 Variable 1.78825000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8KY0 7838696.70000000 PA USD 8661748.72000000 0.061030973720 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.50000000 N N N N N N AMHERST COLLEGE 549300AS419G4Y35BP63 898361AQ3 9820000.00000000 PA USD 11807469.41000000 0.083195827835 Long DBT CORP US N 2 2045-11-01 Fixed 4.10000000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271AJ8 1675000.00000000 PA USD 1866183.03000000 0.013149188592 Long DBT CORP US N 2 2027-01-15 Fixed 3.95000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202TX35 459674.27000000 PA USD 524453.98000000 0.003695320437 Long ABS-MBS USGSE US N 2 2044-09-20 Fixed 4.50000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AN9 4100000.00000000 PA USD 4948741.00000000 0.034868996051 Long DBT CORP CO N 2 2030-04-29 Fixed 6.87500000 N N N N N N GAZPROM (GAZ CAPITAL SA) 213800568PRHV2JR9650 368266AV4 300000.00000000 PA USD 334632.61000000 0.002357832660 Long DBT CORP LU Y 2 2027-03-23 Fixed 4.95000000 N N N N N N Hilton Grand Vacations Trust N/A 43283AAA3 2967751.15000000 PA USD 3038400.25000000 0.021408670674 Long ABS-O CORP US Y 2 2028-12-26 Fixed 2.66000000 N N N N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348BL9 8200000.00000000 PA USD 8295052.02000000 0.058447216400 Long DBT CORP US N 2 2030-05-15 Fixed 2.30000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBV0 26000000.00000000 PA USD 27948605.36000000 0.196926816326 Long DBT CORP US N 2 2026-11-21 Fixed 2.95000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAK0 1000000.00000000 PA USD 1027500.00000000 0.007239799666 Long DBT CORP CA Y 2 2025-08-01 Fixed 3.75000000 N N N N N N PACTIV EVERGREEN GROUP 5493002QNV81KCX40V06 76173FAW7 1770562.50000000 PA USD 1757920.68000000 0.012386368421 Long LON CORP US N 2 2026-02-05 Variable 3.35425000 N N N N N N MESSER INDUSTRIES USA 529900HNC1EZT3TC1260 D6000EAB8 1713516.64000000 PA USD 1700613.86000000 0.011982582634 Long LON CORP US N 2 2026-03-01 Variable 2.64725000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DJ7 5575000.00000000 PA USD 6204026.58000000 0.043713780600 Long DBT CORP US N 2 2027-08-01 Fixed 3.70000000 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 366651AE7 900000.00000000 PA USD 920799.00000000 0.006487980820 Long DBT CORP US Y 2 2030-10-01 Fixed 3.75000000 N N N N N N SBA TOWER TRUST N/A 78403DAT7 25000000.00000000 PA USD 24993962.50000000 0.176108303048 Long DBT CORP US Y 2 2026-11-15 Fixed 1.63100000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBU3 7000000.00000000 PA USD 8182358.80000000 0.057653176169 Long DBT CORP GB N 2 2050-09-17 Fixed 4.25000000 N N N N N N Home Equity Asset Trust N/A 22541NZD4 593380.04000000 PA USD 599162.59000000 0.004221719824 Long ABS-O CORP US N 2 2033-06-25 Variable 3.98550000 N N N N N N Morgan Stanley Capital I Trust N/A 61691JAS3 6000000.00000000 PA USD 6411901.80000000 0.045178476414 Long ABS-MBS CORP US N 2 2050-06-15 Fixed 3.30400000 N N N N N N Citigroup Commercial Mortgage N/A 17323VBE4 3000000.00000000 PA USD 3209180.70000000 0.022611995486 Long ABS-MBS USGSE US N 2 2048-04-10 Variable 4.28820300 N N N N N N VERISK ANALYTICS INC 549300I1YSWNIRKBWP67 92345YAF3 1250000.00000000 PA USD 1417830.53000000 0.009990081750 Long DBT CORP US N 2 2029-03-15 Fixed 4.12500000 N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F030686 61500000.00000000 PA USD 64064502.03000000 0.451400642779 Long ABS-O USGSE US N 2 2051-08-25 Fixed 3.00000000 N N N N N N Citigroup Global Markets, Inc 5R6J7JCQRIPQR1EEP713 N/A 1.00000000 NC USD -1925458.33000000 -0.01356684435 N/A DCR CORP US N 2 Citigroup Global Markets, Inc 5R6J7JCQRIPQR1EEP713 CDX-NAIGS36V1-5Y 2I65BYDY8 Y Credit Event as Specified in Contract 2026-06-20 0.00000000 USD 1871521.86000000 USD 75000000.00000000 USD -117769.57000000 N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CV0 1250000.00000000 PA USD 1394937.50000000 0.009828776688 Long DBT CORP US N 2 2023-04-21 Fixed 8.50000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 EI8047355 14300000.00000000 PA 757209.89000000 0.005335326432 Long DBT NUSS MX N 2 2031-05-29 Fixed 7.75000000 N N N N N N GRUPO BIMBO SAB DE CV 5493000RIXURZEBFEV60 40052VAF1 2400000.00000000 PA USD 2531280.00000000 0.017835484283 Long DBT CORP MX Y 2 N/A Fixed 5.95000000 N N N N N N DIAGEO CAPITAL PLC 213800L23DJLALFC4O95 25243YBD0 3900000.00000000 PA USD 3902731.48000000 0.027498777682 Long DBT CORP GB N 2 2030-04-29 Fixed 2.00000000 N N N N N N HUDSON PACIFIC PROPERTIE 5493007NTUGLGZ8T3526 44409MAA4 1833000.00000000 PA USD 2007610.76000000 0.014145693149 Long DBT CORP US N 2 2027-11-01 Fixed 3.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31374FY45 5539.04000000 PA USD 5992.72000000 0.000042224907 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 9.00000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XAK6 2418000.00000000 PA USD 2634020.86000000 0.018559399848 Long DBT CORP US N 2 2026-10-15 Fixed 3.37500000 N N N N N N Orange Lake Timeshare Trust N/A 68504WAA5 846076.32000000 PA USD 871042.59000000 0.006137395477 Long ABS-O CORP US Y 2 2030-11-08 Fixed 3.10000000 N N N N N N PANAMA BONOS DEL 549300SHS4T08CL0LP14 BQ2336940 6000000.00000000 PA USD 6405000.00000000 0.045129846098 Long DBT NUSS PA N 2 2031-06-30 Fixed 3.36200000 N N N N N N Natixis Commercial Mortgage Se N/A 63875FAA4 15010000.00000000 PA USD 15005319.88000000 0.105727990139 Long ABS-MBS USGSE US Y 2 2036-07-15 Variable 1.57300000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NBW0 17300000.00000000 PA USD 18145705.66000000 0.127855254299 Long DBT CORP US N 2 2027-01-15 Fixed 2.35000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAL3 10000000.00000000 PA USD 10562000.00000000 0.074420208352 Long DBT CORP US N 2 2024-12-01 Fixed 2.87500000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368BGS1 5350000.00000000 PA USD 5898318.40000000 0.041559750450 Long DBT CORP CA N 2 2032-12-15 Fixed 3.80300000 N N N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 401494AP4 450000.00000000 PA USD 490050.00000000 0.003452908833 Long DBT NUSS GT Y 2 2027-06-05 Fixed 4.37500000 N N N N N N WEIBO CORP 549300Q9ID4640FE0422 948596AE1 2700000.00000000 PA USD 2818312.49000000 0.019857924891 Long DBT CORP KY N 2 2030-07-08 Fixed 3.37500000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BC6 5500000.00000000 PA USD 6121361.62000000 0.043131320503 Long DBT CORP US N 2 2050-03-15 Fixed 4.50000000 N N N N N N STATE OF QATAR 52990074F6OJOAXK4P65 74727PBE0 5900000.00000000 PA USD 7151058.60000000 0.050386600165 Long DBT NUSS QA Y 2 2050-04-16 Fixed 4.40000000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 03846JW71 725000.00000000 PA USD 795195.58000000 0.005602974885 Long DBT NUSS EG Y 2 2029-03-01 Fixed 7.60030000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QBC5 1605000.00000000 PA USD 1629629.01000000 0.011482420986 Long DBT CORP US N 2 2022-12-20 Fixed 2.00000000 N N N N N N BERKSHIRE HATHAWAY ENERG 549300JD0S5IZJE9LY15 084659AM3 5925000.00000000 PA USD 6512606.72000000 0.045888046678 Long DBT CORP US N 2 2028-04-15 Fixed 3.25000000 N N N N N N MIDAMERICAN ENERGY CO NINLOILYRTLIMK26MZ18 595620AT2 6975000.00000000 PA USD 7886934.24000000 0.055571604752 Long DBT CORP US N 2 2029-04-15 Fixed 3.65000000 N N N N N N CORPORATE OFFICE PROP LP H0TWO5VRNEP6CQAWPX27 22003BAM8 2800000.00000000 PA USD 2821127.99000000 0.019877762999 Long DBT CORP US N 2 2031-04-15 Fixed 2.75000000 N N N N N N Verizon Owner Trust N/A 92348CAC5 440000.00000000 PA USD 440103.49000000 0.003100984039 Long ABS-O CORP US N 2 2025-04-21 Fixed 0.77000000 N N N N N N LOS ANGELES CNTY CA REDEV REFU N/A 54465AGY2 4805000.00000000 PA USD 5236466.90000000 0.036896322450 Long DBT MUN US N 2 2035-09-01 Fixed 3.37500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967HQ7 4000000.00000000 PA USD 4302800.00000000 0.030317673972 Long DBT CORP US N 2 N/A Fixed 6.30000000 N N N N N N PROVINCIA DE MENDOZA 529900FD2SD2M48A6753 586805AJ2 2000000.00000000 PA USD 1295000.00000000 0.009124613692 Long DBT NUSS AR Y 2 2029-03-19 Fixed 2.75000000 N N N N N N ARTERRA WINES CANADA INC 5493000SZ7NOM4G34E58 N/A 348250.00000000 PA USD 348685.31000000 0.002456848458 Long LON CORP CA N 2 2027-11-19 Variable 4.25000000 N N N N N N KOMMUNALBANKEN AS I7ETN0QQO2AHZZGHJ389 50048MCV0 3000000.00000000 PA USD 2886738.36000000 0.020340055880 Long DBT NUSS NO Y 2 2030-06-14 Fixed 1.12500000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DF1 20000000.00000000 PA USD 21150000.00000000 0.149023613581 Long DBT CORP US N 2 2051-01-15 Fixed 4.00000000 N N N N N N CMWLTH FING AUTH PA N/A 20281PKW1 19355000.00000000 PA USD 22410736.43000000 0.157906805003 Long DBT MUN US N 2 2041-06-01 Fixed 3.80700000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 EJ7498649 15100000.00000000 PA 894601.11000000 0.006303389604 Long DBT NUSS ZA N 2 2044-01-31 Fixed 8.75000000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 760942BA9 1400000.00000000 PA USD 1831802.00000000 0.012906938695 Long DBT NUSS UY N 2 2050-06-18 Fixed 5.10000000 N N N N N N MIAMI-DADE CNTY FL AVIATION RE N/A 59333P6N3 815000.00000000 PA USD 818404.91000000 0.005766508608 Long DBT MUN US N 2 2021-10-01 Fixed 1.88500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJB6 61800000.00000000 PA USD 63711918.96000000 0.448916330572 Long DBT CORP US N 2 2031-04-29 Fixed 2.59200000 N N N N N N KOREA SOUTHERN POWER 9884001B6VSIQS4ZY558 50065AAC8 3200000.00000000 PA USD 3114720.00000000 0.021946422207 Long DBT CORP KR Y 2 2026-01-27 Fixed 0.75000000 N N N N N N KOMMUNALBANKEN AS I7ETN0QQO2AHZZGHJ389 50048MCQ1 2600000.00000000 PA USD 2751866.13000000 0.019389741597 Long DBT NUSS NO Y 2 2024-02-05 Fixed 2.75000000 N N N N N N JAPAN (10 YEAR ISSUE) 353800WZS8AXZXFUC241 AZ4598605 122000000.00000000 PA 1109763.80000000 0.007819433177 Long DBT NUSS JP N 2 2029-06-20 Fixed 0.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385XM87 342512.40000000 PA USD 376900.34000000 0.002655652511 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 4.50000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAB1 3500000.00000000 PA USD 3738989.17000000 0.026345043841 Long DBT CORP IE N 2 2027-07-21 Fixed 3.65000000 N N N N N N COSTA RICA GOVERNMENT 549300S1EK2VN6XVJP58 221597BT3 4100000.00000000 PA USD 3787990.00000000 0.026690305343 Long DBT NUSS CR Y 2 2043-04-30 Fixed 5.62500000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 22822VAH4 1700000.00000000 PA USD 1874408.42000000 0.013207144968 Long DBT CORP US N 2 2027-09-01 Fixed 3.65000000 N N N N N N Aimco N/A 00140LAC8 8000000.00000000 PA USD 7999936.00000000 0.056367818966 Long ABS-O CORP KY Y 2 2032-01-17 Variable 1.77560000 N N N N N N RETAIL PPTYS OF AMERICA 549300OVTYLM7DH6CM14 76131VAB9 5700000.00000000 PA USD 6314373.42000000 0.044491288158 Long DBT CORP US N 2 2030-09-15 Fixed 4.75000000 N N N N N N COMM Mortgage Trust 549300C72XVZH4MIKU63 12625UBF9 2000000.00000000 PA USD 2125676.00000000 0.014977584814 Long ABS-MBS USGSE US N 2 2045-07-10 Variable 4.38876400 N N N N N N BANQUE OUEST AFRICAINE D 529900LIZJABE4JJS826 06675QAC7 8500000.00000000 PA USD 9172231.51000000 0.064627852682 Long DBT NUSS N/A Y 2 2031-10-22 Fixed 4.70000000 N N N N N N Laurel Road Prime Student Loan N/A 51889CAA0 122051.92000000 PA USD 122066.52000000 0.000860084818 Long ABS-O CORP US Y 2 2050-11-25 Fixed 0.72000000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBJ2 4100000.00000000 PA USD 4567003.86000000 0.032179263284 Long DBT CORP US Y 2 2050-10-15 Fixed 3.95100000 N N N N N N COMM Mortgage Trust N/A 12593ABD6 4000000.00000000 PA USD 4321940.40000000 0.030452537876 Long ABS-MBS USGSE US N 2 2048-05-10 Variable 4.18300000 N N N N N N COMM Mortgage Trust N/A 12635QBG4 1352000.00000000 PA USD 1477217.10000000 0.010408521526 Long ABS-MBS USGSE US N 2 2048-10-10 Fixed 3.61200000 N N N N N N DUPONT DE NEMOURS INC 5493004JF0SDFLM8GD76 26078JAD2 4000000.00000000 PA USD 4768978.72000000 0.033602384962 Long DBT CORP US N 2 2028-11-15 Fixed 4.72500000 N N N N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 23371DAJ3 875000.00000000 PA USD 873223.75000000 0.006152764004 Long DBT CORP US Y 2 2024-08-01 Fixed 1.55000000 N N N N N N HEALTHCARE TRUST OF AMER 549300IYGAS4GE6VDL07 42225UAD6 6250000.00000000 PA USD 6865219.25000000 0.048372566461 Long DBT CORP US N 2 2026-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YGGZ9 277085.18000000 PA USD 296839.31000000 0.002091539793 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.50000000 N N N N N N Credit-Based Asset Servicing a N/A 14986PAA1 1066340.51000000 PA USD 1039080.47000000 0.007321396049 Long ABS-O CORP US N 2 2036-07-25 Variable 0.17150000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBR5 6275000.00000000 PA USD 6227929.09000000 0.043882198492 Long DBT CORP US N 2 2028-03-25 Fixed 2.25900000 N N N N N N Federal Home Loan Bank Discount Notes 2549001DPIFGXC1TOL40 313385MH6 8720000.00000000 PA USD 8718910.00000000 0.061433734027 Long STIV USGSE US N 2 N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 913017BT5 6665000.00000000 PA USD 8298122.48000000 0.058468850964 Long DBT CORP US N 2 2042-06-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JAV88 3127647.64000000 PA USD 3411355.65000000 0.024036527005 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4.00000000 N N N N N N Tricon American Homes N/A 89613FAA6 3899137.40000000 PA USD 3985647.95000000 0.028083009927 Long ABS-O CORP US Y 2 2036-01-17 Fixed 2.92800000 N N N N N N JP Morgan Mortgage Trust N/A 46649KAN5 3271769.89000000 PA USD 3366293.94000000 0.023719020676 Long ABS-CBDO CORP US Y 2 2048-10-25 Variable 3.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810PT9 4500000.00000000 PA USD 6387890.63000000 0.045009292900 Long DBT UST US N 2 2037-02-15 Fixed 4.75000000 N N N N N N GS Mortgage Securities Trust N/A 36252SAZ0 3050000.00000000 PA USD 3455009.50000000 0.024344113505 Long ABS-MBS USGSE US N 2 2052-02-10 Variable 4.15800000 N N N N N N EXPORT-IMPORT BANK KOREA 549300APVP4R32PI3Y06 302154DD8 3350000.00000000 PA USD 3183531.43000000 0.022431269865 Long DBT NUSS KR N 2 2030-09-21 Fixed 1.25000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CAR2 27305000.00000000 PA USD 27293267.31000000 0.192309282315 Long DBT UST US N 2 2022-10-31 Fixed 0.12500000 N Y N N N N CAMELOT FINANCE SA N/A N/A 995000.00000000 PA USD 995000.00000000 0.007010803570 Long LON CORP LU N 2 2026-10-31 Variable 4.00000000 N N N N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 QZ0167556 3345000.00000000 PA 4192415.23000000 0.029539899158 Long DBT NUSS IT N 2 2026-12-01 Fixed 1.25000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAD5 5200000.00000000 PA USD 5098417.95000000 0.035923624891 Long DBT CORP GB Y 2 2030-09-02 Fixed 2.20000000 N N N N N N Hudson Yards N/A 44421MAL4 2750000.00000000 PA USD 2732893.63000000 0.019256060722 Long ABS-MBS CORP US Y 2 2041-12-10 Variable 3.04089300 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48126HAC4 11100000.00000000 PA USD 12140625.00000000 0.085543253363 Long DBT CORP US N 2 N/A Fixed 6.10000000 N N N N N WF-RBS COMMERCIAL MORTGAGE TRU N/A 92937FAF8 8000000.00000000 PA USD 8332428.80000000 0.058710574453 Long ABS-MBS USGSE US N 2 2048-03-15 Fixed 3.56000000 N N N N N N OHIO POWER COMPANY 06ZODLC132CY1O2Y7D77 677415CS8 3600000.00000000 PA USD 3750511.61000000 0.026426231342 Long DBT CORP US N 2 2030-04-01 Fixed 2.60000000 N N N N N N CREDICORP LTD 529900UYAEYQCQ2BKB17 22530EAA0 4125000.00000000 PA USD 4185720.00000000 0.029492724342 Long DBT CORP BM Y 2 2025-06-17 Fixed 2.75000000 N N N N N N JP Morgan Mortgage Trust N/A 46650HAC2 1082124.98000000 PA USD 1098801.50000000 0.007742192441 Long ABS-CBDO USGSE US Y 2 2049-05-25 Variable 4.00000000 N N N N N N AmeriCredit Automobile Receiva N/A 03066EAG9 4120000.00000000 PA USD 4224801.68000000 0.029768095178 Long ABS-O CORP US N 2 2026-03-18 Fixed 2.13000000 N N N N N N NFP CORP VO2L9FZNXDJNQNEYH039 62910PAF0 1975000.00000000 PA USD 1945098.50000000 0.013705229656 Long LON CORP US N 2 2027-02-15 Variable 3.35425000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 AZ8693857 28000000000.00010000 PA 1994082.76000000 0.014050374405 Long DBT NUSS ID N 2 2030-09-15 Fixed 7.00000000 N N N N N N VISA INC 549300JZ4OKEHW3DPJ59 92826CAM4 7075000.00000000 PA USD 7269570.85000000 0.051221641477 Long DBT CORP US N 2 2030-04-15 Fixed 2.05000000 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78571YBB5 95537.36000000 PA USD 93984.88000000 0.000662220635 Long LON CORP US N 2 2024-02-22 Variable 2.10425000 N N N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 401494AR0 600000.00000000 PA USD 733500.00000000 0.005168265747 Long DBT NUSS GT Y 2 2050-06-01 Fixed 6.12500000 N N N N N N PREGIS TOPCO LLC 549300LJXHJYHS1GM034 N/A 189000.00000000 PA USD 189000.00000000 0.001331700376 Long LON CORP US N 2 2026-07-31 Variable 4.50000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CN3 13350000.00000000 PA USD 13669043.77000000 0.096312543584 Long DBT CORP US N 2 2030-02-01 Fixed 2.95000000 N N N N N N Social Professional Loan Progr N/A 78471HAB4 4275087.63000000 PA USD 4436753.49000000 0.031261514782 Long ABS-O CORP US Y 2 2048-06-15 Fixed 3.69000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKH4 12650000.00000000 PA USD 12415466.72000000 0.087479797395 Long DBT CORP US N 2 2032-02-01 Fixed 2.25000000 N N N N N N BAUSCH HEALTH AMERICAS KOO0397YRO83WY5MGD97 91911UAH3 1714285.72000000 PA USD 1700622.86000000 0.011982646048 Long LON CORP US N 2 2025-11-27 Variable 2.85425000 N N N N N N ALERA GROUP INTERMEDIATE 549300BPCKH0Q3R2H875 01449KAB8 771115.24000000 PA USD 772079.13000000 0.005440095599 Long LON CORP US N 2 2025-08-01 Variable 4.50000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 EK8589658 375000.00000000 PA 445617.10000000 0.003139833121 Long DBT CORP MX N 2 2022-04-21 Fixed 1.87500000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271AK5 2300000.00000000 PA USD 2597389.86000000 0.018301296587 Long DBT CORP US N 2 2028-01-15 Fixed 3.95000000 N N N N N N NEW YORK ST DORM AUTH REVENUES 549300C8XO7EXTX2XU71 64990CER8 6000000.00000000 PA USD 6581712.60000000 0.046374969040 Long DBT MUN US N 2 2046-07-01 Fixed 3.87900000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46644YAZ3 3500000.00000000 PA USD 3831834.30000000 0.026999233760 Long ABS-MBS USGSE US N 2 2048-08-15 Fixed 4.10580000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 91533BAD2 4200000.00000000 PA USD 4246963.73000000 0.029924249730 Long DBT CORP US Y 2 2030-06-22 Fixed 2.70000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBR0 17000000.00000000 PA USD 17132662.73000000 0.120717319635 Long DBT CORP US N 2 2030-06-01 Fixed 2.25000000 N N N N N N GS Mortgage Securities Trust N/A 36252HAD3 2000000.00000000 PA USD 2233674.40000000 0.015738545184 Long ABS-MBS USGSE US N 2 2050-03-10 Fixed 3.67400000 N N N N N N TEXAS INSTRUMENTS INC WDJNR2L6D8RWOEB8T652 882508BB9 3475000.00000000 PA USD 3663601.56000000 0.025813860198 Long DBT CORP US N 2 2024-05-15 Fixed 2.62500000 N N N N N N COMM Mortgage Trust N/A 12592XBD7 1445000.00000000 PA USD 1554919.85000000 0.010956017724 Long ABS-MBS USGSE US N 2 2048-03-10 Fixed 3.30900000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDE9 5775000.00000000 PA USD 6281831.90000000 0.044261999510 Long DBT CORP US N 2 2027-10-15 Fixed 2.95000000 N N N N N 1011778 BC ULC 549300RHSHNRWI5LLA86 C6901LAH0 440302.58000000 PA USD 433904.98000000 0.003057309128 Long LON CORP CA N 2 2026-11-19 Variable 1.85425000 N N N N N N REPUBLIC OF NAMIBIA 549300T6Y4CWK77SML15 62987BAB8 3075000.00000000 PA USD 3306652.51000000 0.023298785148 Long DBT NUSS NA Y 2 2025-10-29 Fixed 5.25000000 N N N N N N INGERSOLL-RAND GL HLD CO 549300UCF0D858BIOV83 45687AAP7 1000000.00000000 PA USD 1121353.60000000 0.007901095299 Long DBT CORP US N 2 2028-08-21 Fixed 3.75000000 N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3617A0TF3 893387.45000000 PA USD 1024829.40000000 0.007220982529 Long ABS-MBS USGSE US N 2 2045-08-20 Fixed 4.50000000 N N N N N N GS Mortgage Securities Trust N/A 36257HBA3 2000000.00000000 PA USD 2076654.00000000 0.014632174148 Long ABS-MBS USGSE US Y 2 2052-07-10 Variable 3.66801300 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NAX9 2475000.00000000 PA USD 2818868.38000000 0.019861841711 Long DBT CORP US N 2 2030-04-15 Fixed 4.05000000 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 699149AB6 2000000.00000000 PA USD 2486020.00000000 0.017516580795 Long DBT NUSS PY Y 2 2044-08-11 Fixed 6.10000000 N N N N N N Sequoia Mortgage Trust N/A 81746QAU5 123027.30000000 PA USD 124870.46000000 0.000879841474 Long ABS-CBDO USGSE US Y 2 2048-02-25 Variable 3.50000000 N N N N N N SAN FRANCISCO CITY & CNTY CA C N/A 79772EBJ7 845000.00000000 PA USD 905763.87000000 0.006382042787 Long DBT MUN US N 2 2037-09-01 Fixed 3.75000000 N N N N N N SERBIA TREASURY BONDS 254900W94OCY91V32O78 AR1346840 96000000.00000000 PA 1159118.70000000 0.008167189467 Long DBT NUSS RS N 2 2028-02-08 Fixed 5.87500000 N N N N N N TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 BK2909228 400000.00000000 PA 493595.37000000 0.003477889630 Long DBT CORP JP N 2 2032-07-09 Fixed 1.37500000 N N N N N N DUKE ENERGY FL PROJ FIN N/A 26444GAB9 1046309.45000000 PA USD 1053681.11000000 0.007424272651 Long DBT CORP US N 2 2022-09-01 Fixed 1.73100000 N N N N N N PRIME SECSRVC BRW/FINANC N/A 74166MAB2 2350000.00000000 PA USD 2518095.50000000 0.017742585851 Long DBT CORP US Y 2 2024-04-15 Fixed 5.25000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAC9 775000.00000000 PA USD 790298.50000000 0.005568469894 Long DBT CORP US Y 2 2025-02-15 Fixed 3.50000000 N N N N N N DISCOVER BANK X05BVSK68TQ7YTOSNR22 25466AAJ0 8455000.00000000 PA USD 9229928.91000000 0.065034390509 Long DBT CORP US N 2 2026-07-27 Fixed 3.45000000 N N N N N N TOTALENERGIES CAPITAL 549300U37G2I8G4RUG09 89153VAV1 11000000.00000000 PA USD 11150443.48000000 0.078566400965 Long DBT CORP FR N 2 2050-05-29 Fixed 3.12700000 N N N N N N Freddie Mac - STACR N/A 35564KBS7 3410000.00000000 PA USD 3454816.61000000 0.024342754396 Long ABS-CBDO USGSE US Y 2 2033-08-25 Variable 2.26800000 N N N N N N Federal Home Loan Bank Discount Notes 2549001DPIFGXC1TOL40 313385PL4 10625000.00000000 PA USD 10622503.13000000 0.074846515447 Long STIV USGSE US N 2 N N N COMMONWEALTH EDISON CO D8YOXB8L2ZDC8P7Q0771 202795HK9 4200000.00000000 PA USD 5936609.70000000 0.041829552241 Long DBT CORP US N 2 2036-03-15 Fixed 5.90000000 N N N N N N CAMDEN PROPERTY TRUST 5493002MYX22OHYJBD89 133131AZ5 2150000.00000000 PA USD 2278286.85000000 0.016052886012 Long DBT CORP US N 2 2030-05-15 Fixed 2.80000000 N N N N N N INTL FINANCE CORP QKL54NQY28TCDAI75F60 ZO8190688 500000.00000000 PA 682757.87000000 0.004810734987 Long DBT NUSS N/A N 2 2025-12-15 Fixed 0.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZM5 48081190.75000000 PA USD 50938613.60000000 0.358915190046 Long ABS-MBS MUN US N 2 2047-02-01 Fixed 3.00000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 80413TAP4 500000.00000000 PA USD 520968.82000000 0.003670763882 Long DBT NUSS SA Y 2 2027-02-03 Fixed 2.50000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 AP8870838 400000.00000000 PA 479688.10000000 0.003379898536 Long DBT CORP GB N 2 2023-11-14 Fixed 0.62500000 N N N N N N WEINGARTEN REALTY INVEST 549300JMKTJNB8GWHU88 948741AJ2 4800000.00000000 PA USD 5008415.42000000 0.035289464028 Long DBT CORP US N 2 2023-04-15 Fixed 3.50000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBH5 5125000.00000000 PA USD 5669400.20000000 0.039946785089 Long DBT CORP US N 2 2026-02-15 Fixed 3.70000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746TD3 10000000.00000000 PA USD 10353000.00000000 0.072947587300 Long DBT CORP US N 2 N/A Fixed 3.90000000 N N N N N N Servpro Master Issuer, LLC N/A 817743AE7 25000000.00000000 PA USD 25226000.00000000 0.177743247101 Long ABS-O CORP US Y 2 2051-04-25 Fixed 2.39400000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU N/A 92936CAJ8 115943.88000000 PA USD 115897.39000000 0.000816616920 Long ABS-MBS USGSE US Y 2 2044-06-15 Variable 4.90200000 N N N N N N HYDRO-QUEBEC 6THEVG93PYJH84S4D167 448814HZ9 1475000.00000000 PA 1705305.14000000 0.012015637551 Long DBT NUSS CA N 2 2045-02-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YLR37 309477.56000000 PA USD 336895.25000000 0.002373775298 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.50000000 N N N N N N EXPORT-IMPORT BK INDIA 335800OFZ8YEIVN1QI11 30216JAF2 3975000.00000000 PA USD 3685880.80000000 0.025970840474 Long DBT NUSS IN Y 2 2031-01-13 Fixed 2.25000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680AW3 12150000.00000000 PA USD 13715613.77000000 0.096640677375 Long DBT CORP US N 2 2029-03-15 Fixed 4.35000000 N N N N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 20825CAZ7 11200000.00000000 PA USD 11463639.71000000 0.080773192169 Long DBT CORP US Y 2 2031-02-15 Fixed 2.40000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148LAC0 6650000.00000000 PA USD 7189951.87000000 0.050660643458 Long DBT CORP US N 2 2025-01-23 Fixed 3.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBG3 4725000.00000000 PA USD 5319452.20000000 0.037481039674 Long DBT CORP US N 2 2026-01-15 Fixed 4.75000000 N N N N N N Bank N/A 060352AL5 1000000.00000000 PA USD 1057678.70000000 0.007452439805 Long ABS-MBS USGSE US N 2 2060-07-15 Variable 3.85100000 N N N N N N Fannie Mae Discount Notes B1V7KEBTPIMZEU4LTD58 313589KP7 24710000.00000000 PA USD 24708682.22000000 0.174098208570 Long STIV USGSE US N 2 N N N Wells Fargo Commercial Mortgag N/A 95001MAD2 15000000.00000000 PA USD 16008624.00000000 0.112797304820 Long ABS-MBS USGSE US N 2 2050-07-15 Fixed 3.26100000 N N N N N N TYCO ELECTRONICS GROUP S C33G1C5SYE2YM95EE712 902133AM9 6669000.00000000 PA USD 6736952.04000000 0.047468791372 Long DBT CORP LU N 2 2022-02-03 Fixed 3.50000000 N N N N N N Federal Home Loan Bank Discount Notes 2549001DPIFGXC1TOL40 313385KM7 20400000.00000000 PA USD 20398957.36000000 0.143731741800 Long STIV USGSE US N 2 N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 QJ1649335 23500000.00000000 PA 1146164.34000000 0.008075912610 Long DBT NUSS MX N 2 2026-03-05 Fixed 5.75000000 N N N N N N SMB Private Education Loan Tru 549300GMVSOGAWY1JE39 78448PAB6 643194.09000000 PA USD 648067.83000000 0.004566307795 Long ABS-O CORP US Y 2 2027-06-15 Fixed 2.49000000 N N N N N N TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 AV7149728 400000.00000000 PA 568083.29000000 0.004002734027 Long DBT CORP JP Y 2 2030-11-21 Fixed 3.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162QBA6 2500000.00000000 PA USD 2630486.25000000 0.018534494867 Long ABS-MBS USGSE US Y 2 2048-09-15 Variable 3.65417700 N N N N N N FIDELITY NATL INFO SERV 6WQI0GK1PRFVBA061U48 31620MBT2 4325000.00000000 PA USD 4317262.27000000 0.030419575614 Long DBT CORP US N 2 2031-03-01 Fixed 2.25000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DJ6 26450000.00000000 PA USD 29599403.88000000 0.208558398394 Long DBT CORP US N 2 2030-04-01 Fixed 3.75000000 N N N N N N Onslow Bay Financial LLC 549300T9OLE6UGS5GU41 67097XAR1 503241.45000000 PA USD 503519.24000000 0.003547813553 Long ABS-CBDO USGSE US Y 2 2058-07-25 Variable 0.84150000 N N N N N N New York Mortgage Trust N/A 649603AG2 649447.73000000 PA USD 650745.52000000 0.004585174889 Long ABS-CBDO CORP US N 2 2036-02-25 Variable 0.57150000 N N N N N N Federal Home Loan Bank Discount Notes 2549001DPIFGXC1TOL40 313385JU1 54071000.00000000 PA USD 54069693.10000000 0.380976881843 Long STIV USGSE US N 2 N N N Social Professional Loan Progr N/A 83405DAC2 1322575.70000000 PA USD 1342273.61000000 0.009457705143 Long ABS-O CORP US Y 2 2040-07-25 Fixed 2.63000000 N N N N N N BECTON DICKINSON EURO 549300W40NLZ25XUTH09 BN9906858 150000.00000000 PA 175768.45000000 0.001238470428 Long DBT CORP LU N 2 2036-02-12 Fixed 1.21300000 N N N N N N BENCHMARK Mortgage Trust N/A 08162TBB8 5921744.00000000 PA USD 6959751.70000000 0.049038645293 Long ABS-MBS USGSE US N 2 2053-05-15 Variable 4.51000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MG3 5000000.00000000 PA USD 5233000.00000000 0.036871894556 Long DBT CORP US N 2 N/A Fixed 5.00000000 N N N N N N GS Mortgage-Backed Securities N/A 36262DAD0 334576.20000000 PA USD 338646.49000000 0.002386114594 Long ABS-CBDO USGSE US Y 2 2050-07-25 Variable 3.50000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AX8 4550000.00000000 PA USD 4567209.78000000 0.032180714203 Long DBT CORP GB Y 2 2030-09-10 Fixed 2.62500000 N N N N N N PFS Financing Corp. N/A 69335PDP7 20500000.00000000 PA USD 20799681.30000000 0.146555256201 Long ABS-O CORP US Y 2 2025-06-15 Fixed 1.27000000 N N N N N N NEW YORK ST DORM AUTH REVENUES 549300C8XO7EXTX2XU71 64990CZW4 5680000.00000000 PA USD 6302428.03000000 0.044407120537 Long DBT MUN US N 2 2039-07-01 Fixed 3.99800000 N N N N N N 2021-06-30 COLLEGE RETIREMENT EQUITIES FUND E. Scott Wickerham E. Scott Wickerham Funds Treasurer