0001752724-22-193829.txt : 20220825 0001752724-22-193829.hdr.sgml : 20220825 20220825144233 ACCESSION NUMBER: 0001752724-22-193829 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20220630 FILED AS OF DATE: 20220825 DATE AS OF CHANGE: 20220825 PERIOD START: 20221231 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: 221196728 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 Core Bond 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 - Core Bond Account S000005084 549300D9S43U3EJHB803 2022-12-31 2022-06-30 N 12205656851.00 696053324.00 11509603527.00 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 499065518.00000000 0.00000000 0.00000000 102758349.00000000 USD UST UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 AR6412506 2850000.00000000 PA 3403223.79000000 0.029568557961 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 1915469.89000000 0.016642362054 Long DBT CORP US N 2 2026-11-01 Fixed 2.60000000 N N N N N EMPRESA DE LOS FERROCARR 8755006LY8XNRFOGWN86 292487AA3 1550000.00000000 PA USD 930126.62000000 0.008081308950 Long DBT CORP CL Y 2 2050-08-18 Fixed 3.06800000 N N N N N NVIDIA CORP 549300S4KLFTLO7GSQ80 67066GAN4 8375000.00000000 PA USD 7110654.56000000 0.061780186809 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 1375050.00000000 0.011946979726 Long DBT CORP US Y 2 2028-07-15 Fixed 4.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RCV9 2873980.97000000 PA USD 3021770.41000000 0.026254339716 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 5.00000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDN6 550000.00000000 PA 566291.78000000 0.004920167568 Long DBT CORP US N 2 2024-06-01 Fixed 1.25000000 N N N N N N Capital Automotive Reit N/A 12510HAM2 4229118.74000000 PA USD 3696459.54000000 0.032116306450 Long ABS-O CORP US Y 2 2051-08-15 Fixed 1.92000000 N N N N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 71568PAC3 3000000.00000000 PA USD 2881740.00000000 0.025037699980 Long DBT CORP ID Y 2 2027-05-15 Fixed 4.12500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H040673 5000000.00000000 PA USD 4978027.35000000 0.043251075836 Long ABS-O USGSE US N 2 2052-07-20 Fixed 4.00000000 N N N N N N CIFC Funding Ltd 635400BTAKRBKGRV3X14 12551MAC3 2000000.00000000 PA USD 1925358.00000000 0.016728273875 Long ABS-O CORP KY Y 2 2030-11-16 Variable 2.64429000 N N N N N N CD Commercial Mortgage Trust N/A 12514MBE4 9000000.00000000 PA USD 8402769.00000000 0.073006589499 Long ABS-MBS CORP US N 2 2049-08-10 Fixed 2.92600000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFE9 24589000.00000000 PA USD 22356208.15000000 0.194239602585 Long DBT CORP US N 2 2030-03-22 Fixed 3.15000000 N N N N N N OneMain Financial Issuance Tru N/A 68269LAA4 14853914.52000000 PA USD 14811557.10000000 0.128688682153 Long ABS-O CORP US Y 2 2032-05-14 Fixed 3.84000000 N N N N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 AT4545436 24600000.00000000 PA 705326.45000000 0.006128155920 Long DBT NUSS TH N 2 2028-12-17 Fixed 2.87500000 N Y N N N N New Residential Mortgage Loan 549300RCJSGOC0A85G53 64829CAD0 244350.63000000 PA USD 237153.18000000 0.002060480879 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 2740000.00000000 PA USD 2442212.42000000 0.021218910054 Long ABS-MBS CORP US Y 2 2048-09-15 Variable 3.23149900 N N N N N N Stack Infrastructure Issuer LL N/A 85236KAD4 6475000.00000000 PA USD 5943541.07000000 0.051639841946 Long ABS-O CORP US Y 2 2045-08-25 Fixed 1.89300000 N N N N N N SBA TOWER TRUST N/A 78403DAV2 42100000.00000000 PA USD 37509908.57000000 0.325900961592 Long DBT CORP US Y 2 2027-04-15 Fixed 1.84000000 N Y N N N N Fannie Mae - CAS N/A 20754DAB3 4690000.00000000 PA USD 4457609.56000000 0.038729479686 Long ABS-CBDO USGSE US Y 2 2042-04-25 Variable 3.92566000 N N N N N N Bank N/A 06650AAJ6 1067340.00000000 PA USD 1011125.44000000 0.008785058821 Long ABS-MBS CORP US N 2 2050-11-15 Variable 4.06000100 N N N N N N Morgan Stanley BAML Trust N/A 61764PBW1 4650000.00000000 PA USD 4560773.94000000 0.039625812733 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 3.83200000 N N N N N N PRIVATE EXPORT FUNDING CYQE6SAYPFKNQJ6FMH60 742651DX7 8225000.00000000 PA USD 7936775.27000000 0.068957851166 Long DBT CORP US N 2 2024-11-15 Fixed 1.75000000 N N N N N N CABLE ONDA SA 5299008Q5GONPYNF9J32 12686LAA7 1775000.00000000 PA USD 1489899.50000000 0.012944837730 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 586500.00000000 0.005095744598 Long DBT CORP ES N 2 N/A Fixed 7.50000000 N N N N Y Banco Santander SA USD XXXX N N N CANADIAN GOVERNMENT 4BFD7AQU0A75QLAHK410 135087H98 875000.00000000 PA 671408.87000000 0.005833466534 Long DBT NUSS CA N 2 2023-09-01 Fixed 2.00000000 N N N N N N BALTIMORE GAS & ELECTRIC 88V8C2WYSOD1SPSSLH72 059165EJ5 6500000.00000000 PA USD 5545092.28000000 0.048177960839 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 407421.34000000 0.003539838179 Long DBT CORP US N 2 2025-03-26 Fixed 1.37500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NE7 22275000.00000000 PA USD 18072882.28000000 0.157024368716 Long DBT CORP US N 2 2032-11-03 Fixed 2.52000000 N N N N N N JAPAN (30 YEAR ISSUE) 353800WZS8AXZXFUC241 ED6591066 418000000.00000000 PA 3826527.76000000 0.033246390729 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 936070.54000000 0.008132952084 Long DBT NUSS CA N 2 2037-06-01 Fixed 5.00000000 N N N N N N JAPAN (30 YEAR ISSUE) 353800WZS8AXZXFUC241 EC5650865 350000000.00000000 PA 3084630.59000000 0.026800493889 Long DBT NUSS JP N 2 2032-05-20 Fixed 2.30000000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBN3 5250000.00000000 PA USD 4972704.29000000 0.043204826980 Long DBT CORP US Y 2 2052-06-15 Fixed 5.50000000 N N N N N N Springcastle SPV N/A 85022WAQ7 9021000.00000000 PA USD 8355916.85000000 0.072599519439 Long ABS-O CORP US Y 2 2037-09-25 Fixed 2.66000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M2SE3 1556742.48000000 PA USD 1458663.84000000 0.012673449928 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BT0 21620000.00000000 PA USD 17130825.58000000 0.148839406499 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CG2 5950000.00000000 PA USD 4760368.13000000 0.041359966212 Long DBT CORP US Y 2 2052-03-15 Fixed 4.62500000 N N N N N N HELLENIC REPUBLIC 2138003EKTMKZ5598902 BN7651852 725000.00000000 PA 593883.74000000 0.005159897459 Long DBT NUSS GR Y 2 2031-06-18 Fixed 0.75000000 N N N N N N Sierra Receivables Funding Co N/A 82652QAB7 2385683.57000000 PA USD 2220160.79000000 0.019289637430 Long ABS-O CORP US Y 2 2037-11-20 Fixed 1.34000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335B5H5 7589844.72000000 PA USD 7427851.32000000 0.064536118056 Long ABS-MBS MUN US N 2 2048-11-01 Fixed 3.50000000 N N N N N N THERMO FISHER SC FNCE I 549300SM0PJC1F3RPL91 BR7759565 800000.00000000 PA 708759.14000000 0.006157980492 Long DBT CORP NL N 2 2030-10-18 Fixed 0.80000000 N N N N N N Manhattan West N/A 563136AE0 1500000.00000000 PA USD 1304183.40000000 0.011331262601 Long ABS-MBS CORP US Y 2 2039-09-10 Variable 2.41281000 N N N N N N TRANSCANADA PIPELINES 5BV01I6231JPDAPMGH09 89352HAW9 13800000.00000000 PA USD 13427376.13000000 0.116662368938 Long DBT CORP CA N 2 2028-05-15 Fixed 4.25000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PDW5 2950000.00000000 PA USD 2227250.00000000 0.019351231298 Long DBT NUSS DO Y 2 2048-02-15 Fixed 6.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GGF0 17250000.00000000 PA USD 16540703.81000000 0.143712194526 Long DBT CORP US N 2 2028-01-20 Fixed 3.82400000 N N N N N N MISC CAPITAL TWO LABUAN 9845000ED8376T875113 60475DAB7 3260000.00000000 PA USD 3062411.40000000 0.026607444755 Long DBT CORP MY Y 2 2027-04-06 Fixed 3.75000000 N N N N N N CAMDEN PROPERTY TRUST 5493002MYX22OHYJBD89 133131AX0 1050000.00000000 PA USD 959365.62000000 0.008335348978 Long DBT CORP US N 2 2029-07-01 Fixed 3.15000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAF7 450000.00000000 PA USD 431406.00000000 0.003748226417 Long DBT CORP US Y 2 2025-07-01 Fixed 6.00000000 N N N N N N MIAMI-DADE CNTY FL AVIATION RE N/A 59333PV47 4365000.00000000 PA USD 4186495.51000000 0.036373933299 Long DBT MUN US N 2 2025-10-01 Fixed 2.60400000 N N N N N N REGENCY CENTERS LP 5493008PTR2GAOYBXW28 75884RAZ6 5500000.00000000 PA USD 4832568.84000000 0.041987274615 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 5425878.47000000 0.047142183979 Long DBT CORP US N 2 2028-10-01 Fixed 5.00000000 N N N N N N MIAMI-DADE CNTY FL AVIATION RE N/A 59333P2R8 3730000.00000000 PA USD 3339781.95000000 0.029017350095 Long DBT MUN US N 2 2037-10-01 Fixed 3.73200000 N N N N N N CANADIAN PACIFIC RAILWAY 54930036474DURYNB481 13645RBH6 5600000.00000000 PA USD 4124804.32000000 0.035837935775 Long DBT CORP CA N 2 2051-12-02 Fixed 3.10000000 N N N N N N JP Morgan Mortgage Trust N/A 46650MAN7 300661.31000000 PA USD 293729.65000000 0.002552039688 Long ABS-CBDO CORP 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 1922676.80000000 0.016704978546 Long ABS-MBS CORP US N 2 2050-03-15 Fixed 3.75700000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918CC6 5645000.00000000 PA USD 4157690.85000000 0.036123666990 Long DBT CORP US N 2 2050-06-01 Fixed 2.52500000 N N N N N N ABU DHABI GOVT INT'L 213800FER4348CINTA77 29135LAF7 1125000.00000000 PA USD 872612.99000000 0.007581607723 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 2700000.00000000 0.023458670784 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 4583314.37000000 0.039821652928 Long DBT CORP US N 2 2025-11-15 Fixed 3.60000000 N N N N N N BHARTI AIRTEL LTD 335800KQ1FPKOQ84OR26 08860HAC8 7225000.00000000 PA USD 6042803.60000000 0.052502274173 Long DBT CORP IN Y 2 2031-06-03 Fixed 3.25000000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46644YBB5 3000000.00000000 PA USD 2821053.90000000 0.024510435076 Long ABS-MBS CORP US N 2 2048-08-15 Variable 4.76579200 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 35564KQC6 6030000.00000000 PA USD 5105467.74000000 0.044358328486 Long ABS-CBDO CORP US Y 2 2042-01-25 Variable 3.42566000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HJJT9 8833865.24000000 PA USD 9222272.80000000 0.080126763518 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 5.00000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAN5 6600000.00000000 PA USD 5728650.97000000 0.049772791535 Long DBT CORP ES N 2 2027-09-14 Fixed 1.72200000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505EN0 3000000.00000000 PA USD 2954040.00000000 0.025665871053 Long DBT CORP US N 2 N/A Fixed 6.10000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CP5 6600000.00000000 PA USD 5666981.50000000 0.049236982722 Long DBT CORP US Y 2 2027-12-02 Fixed 2.45000000 N N N N N N BUNDESREPUB. DEUTSCHLAND 529900AQBND3S6YJLY83 AO2235429 2575000.00000000 PA 2624043.37000000 0.022798729459 Long DBT NUSS DE N 2 2027-08-15 Fixed 0.50000000 N N N N N N EMPRESA NACIONAL DEL PET 549300YP3P0JZBLIV197 29245JAM4 2975000.00000000 PA USD 2402312.50000000 0.020872243725 Long DBT CORP CL Y 2 2031-09-16 Fixed 3.45000000 N N N N N N Australia and New Zealand Banking Group Limited JHE42UYNWWTJB8YTTU19 EUR220729 1.00000000 NC USD -2636.57000000 -0.00002290756 N/A DFE CORP US N 2 Australia and New Zealand Banking Group Limited JHE42UYNWWTJB8YTTU19 351083.91000000 USD 331850.52000000 EUR 2022-07-29 -2636.57000000 N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 BQ1812974 1000000.00000000 PA 961887.47000000 0.008357259811 Long DBT CORP GB Y 2 2031-07-15 Fixed 4.50000000 N N N N N N CHARTER COMMUNICATIONS OPER 549300TPZNMN50BJ3745 16117LBX6 1945000.00000000 PA USD 1850181.25000000 0.016075108457 Long LON CORP US N 2 2027-02-01 Variable 3.42000000 N N N N N N RELIANCE INDUSTRIES LTD 5493003UOETFYRONLG31 759470AX5 3000000.00000000 PA USD 2904180.00000000 0.025232667599 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 2864190.90000000 0.024885226439 Long ABS-MBS CORP US N 2 2048-02-15 Fixed 3.89810000 N N N N N N Diamond Resorts Owner Trust N/A 25273CAC4 531920.20000000 PA USD 498976.36000000 0.004335304503 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 2917638.60000000 0.025349601253 Long ABS-MBS CORP US N 2 2050-11-10 Fixed 3.83700000 N N N N N N AMERICA MOVIL SAB DE CV 5493000FNR3UCEAONM59 03217KAB4 2300000.00000000 PA USD 2041250.00000000 0.017735189532 Long DBT CORP MX Y 2 2032-04-04 Fixed 5.37500000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BX6 9925000.00000000 PA USD 9696625.45000000 0.084248127463 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 4348455.52000000 0.037781106098 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 4269357.35000000 0.037093869827 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 453596.35000000 0.003941024979 Long ABS-MBS CORP US N 2 2050-02-10 Variable 4.69922500 N Y N N N N AIR CANADA 4B4HI3CGXMBDC0G6BM51 N/A 555000.00000000 PA USD 509212.50000000 0.004424240146 Long LON CORP CA N 2 2028-08-11 Variable 4.25000000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 914906AV4 125000.00000000 PA USD 104627.88000000 0.000909048515 Long DBT CORP US Y 2 2029-05-01 Fixed 4.50000000 N N N N N N EXP-IMP IMB 549300NMMHVYCBECJ059 302155AU0 269.29000000 PA USD 263.03000000 0.000002285308 Long DBT USGSE US N 2 2025-05-03 Fixed 1.82200000 N N N N N N PRIME SECSRVC BRW/FINANC N/A 74166MAC0 2000000.00000000 PA USD 1865000.00000000 0.016203859634 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 5102052.45000000 0.044328655092 Long ABS-CBDO CORP US Y 2 2033-12-25 Variable 2.97566000 N N N N N N Bank of America, N.A. B4TYDEB6GKMZO031MB27 PEN220705 1.00000000 NC USD 12124.72000000 0.000105344375 N/A DFE CORP US N 2 Bank of America, N.A. B4TYDEB6GKMZO031MB27 1452299.42000000 PEN 391244.46000000 USD 2022-07-05 12124.72000000 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJL4 39000000.00000000 PA USD 31152756.96000000 0.270667507242 Long DBT CORP US N 2 2031-10-24 Fixed 1.92200000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CW3 14275000.00000000 PA USD 13111183.95000000 0.113915165880 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N Citibank N.A. E57ODZWZ7FF32TWEFA76 NZD220729 1.00000000 NC USD 6409.76000000 0.000055690536 N/A DFE CORP US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 789077.07000000 NZD 499113.34000000 USD 2022-07-29 6409.76000000 N N N New Residential Mortgage Loan N/A 64828EAD7 980000.00000000 PA USD 893427.19000000 0.007762449748 Long ABS-CBDO CORP US Y 2 2059-09-25 Variable 2.98588000 N N N N N N OMERS FINANCE TRUST 529900M039WCPES03P17 682142AA2 21300000.00000000 PA USD 21037850.04000000 0.182785184482 Long DBT NUSS CA Y 2 2024-05-02 Fixed 2.50000000 N N N N N N GS Mortgage-Backed Securities N/A 36258FAS8 1055723.51000000 PA USD 934529.62000000 0.008119563960 Long ABS-CBDO CORP US Y 2 2050-05-25 Variable 3.64170500 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU N/A 92937UAF5 1770000.00000000 PA USD 1753217.39000000 0.015232647987 Long ABS-MBS CORP US N 2 2045-05-15 Fixed 3.34500000 N N N N N N GS Mortgage Securities Trust 5493005BBCF84ICNQ550 36192RAA0 4430000.00000000 PA USD 4395271.90000000 0.038187865374 Long ABS-MBS CORP US Y 2 2034-11-05 Fixed 2.95400000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAZ8 2250000.00000000 PA USD 1621288.46000000 0.014086397122 Long DBT CORP IE N 2 2041-10-29 Fixed 3.85000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KA8 13835000.00000000 PA USD 13549050.89000000 0.117719527507 Long DBT CORP US N 2 2027-09-29 Fixed 4.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H7CW2 39232.17000000 PA USD 40614.34000000 0.000352873493 Long ABS-MBS MUN US N 2 2044-02-01 Fixed 4.50000000 N N N N N N GS Mortgage Securities Trust N/A 36258YBL1 2500000.00000000 PA USD 2249611.00000000 0.019545512534 Long ABS-MBS CORP US N 2 2053-02-13 Variable 3.17310000 N N N N N N WIPRO IT SERVICE 549300S6XZZ65F0EJS98 97654MAA4 4800000.00000000 PA USD 4309008.00000000 0.037438370399 Long DBT CORP US Y 2 2026-06-23 Fixed 1.50000000 N N N N N N Australia and New Zealand Banking Group Limited JHE42UYNWWTJB8YTTU19 CNY220729 1.00000000 NC USD 266887.15000000 0.002318821403 N/A DFE CORP US N 2 Australia and New Zealand Banking Group Limited JHE42UYNWWTJB8YTTU19 161179292.00000000 CNY 24338868.97000000 USD 2022-07-29 266887.15000000 N N N JP Morgan Mortgage Trust N/A 46592NBP0 5609529.25000000 PA USD 4695232.08000000 0.040794038378 Long ABS-CBDO CORP US Y 2 2051-11-25 Variable 2.50000000 N N N N N N JP Morgan Mortgage Trust N/A 46654ABP3 2636389.80000000 PA USD 2206262.80000000 0.019168886181 Long ABS-CBDO CORP US Y 2 2051-12-25 Variable 2.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 AN5751838 600000.00000000 PA 585620.03000000 0.005088099069 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 1030942.72000000 0.008957239209 Long DBT NUSS JP N 2 2026-03-13 Fixed 0.02000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AU3 450000.00000000 PA USD 402546.51000000 0.003497483723 Long DBT CORP IT Y 2 2026-09-22 Fixed 2.56900000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 20754KAF8 1870000.00000000 PA USD 1599375.28000000 0.013896006723 Long ABS-CBDO USGSE US Y 2 2041-11-25 Variable 4.22566000 N N N N N N Citigroup Commercial Mortgage N/A 17320DAQ1 1054000.00000000 PA USD 1045702.70000000 0.009085479769 Long ABS-MBS CORP US N 2 2046-04-10 Variable 3.73200000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148YAA6 4050000.00000000 PA USD 3536575.38000000 0.030727169460 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 1844759.44000000 0.016028001622 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 319737.11000000 0.002778002815 Long DBT CORP KY N 2 2030-01-14 Fixed 3.37500000 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 AL0832686 2450000.00000000 PA 2670943.57000000 0.023206216997 Long DBT NUSS GB N 2 2037-09-07 Fixed 1.75000000 N N N N N N AEP TRANSMISSION CO LLC 549300X123Z1I0LA3Y84 00115AAF6 1650000.00000000 PA USD 1457462.00000000 0.012663007866 Long DBT CORP US N 2 2046-12-01 Fixed 4.00000000 N N N N N N Bank N/A 06540AAC5 1711243.13000000 PA USD 1557299.18000000 0.013530432880 Long ABS-MBS CORP US N 2 2062-09-15 Fixed 2.75800000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816CH0 7500000.00000000 PA USD 6102075.00000000 0.053017247602 Long DBT CORP US N 2 N/A Fixed 3.55000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CZ1 8350000.00000000 PA USD 7993021.13000000 0.069446537504 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 1496011.41000000 0.012997940428 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 1464375.00000000 0.012723070751 Long DBT CORP CL Y 2 2030-01-29 Fixed 4.20000000 N N N N N N COCA-COLA ICECEK AS 789000WT80VVLUWJDK41 1912ERAA8 4000000.00000000 PA USD 3264896.08000000 0.028366711957 Long DBT CORP TR Y 2 2029-01-20 Fixed 4.50000000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408HH9 4000000.00000000 PA USD 3838240.08000000 0.033348152010 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 965575.40000000 0.008389302009 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 1404494.75000000 0.012202807392 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 2600000.00000000 PA USD 2084576.00000000 0.018111623003 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 1893893.77000000 PA USD 1828958.21000000 0.015890714269 Long ABS-O CORP US Y 2 2035-03-20 Fixed 2.33000000 N N N N N N One Bryant Park Trust N/A 68236JAA9 5120000.00000000 PA USD 4423971.33000000 0.038437217403 Long ABS-MBS CORP US Y 2 2054-09-15 Fixed 2.51641000 N N N N N N SA GLOBAL SUKUK LTD 5493007DFAVKU7UOGR47 78397PAA9 1500000.00000000 PA USD 1415301.00000000 0.012296696377 Long DBT CORP KY Y 2 2024-06-17 Fixed 0.94600000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 BG6396942 10000000.00000000 PA 1494722.33000000 0.012986740390 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 8656007.40000000 0.075206825149 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 8381300.82000000 0.072820065437 Long DBT CORP US N 2 2025-03-26 Fixed 3.87500000 N N N N N N KINGDOM OF JORDAN 5493000JZ4MYPVMBVN50 418097AL5 1025000.00000000 PA USD 810747.28000000 0.007044093900 Long DBT NUSS JO Y 2 2030-07-07 Fixed 5.85000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 25160PAG2 600000.00000000 PA USD 436743.14000000 0.003794597606 Long DBT CORP DE N 2 2033-01-07 Fixed 3.74200000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36295QBH2 198175.82000000 PA USD 207032.04000000 0.001798776469 Long ABS-MBS USGSE US N 2 2038-04-15 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H022671 18740000.00000000 PA USD 17147100.19000000 0.148980806765 Long ABS-O USGSE US N 2 2052-07-20 Fixed 2.50000000 N N N N N N JP Morgan Mortgage Trust N/A 46654KBP1 9295217.39000000 PA USD 7773590.30000000 0.067540035430 Long ABS-CBDO CORP US Y 2 2052-01-25 Variable 2.50000000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46644RAZ8 2556000.00000000 PA USD 2501723.60000000 0.021735966787 Long ABS-MBS CORP US N 2 2048-05-15 Fixed 3.61080000 N N N N N N LAM RESEARCH CORP 549300I4GMO6D34U1T02 512807AU2 3275000.00000000 PA USD 3217582.57000000 0.027955633419 Long DBT CORP US N 2 2029-03-15 Fixed 4.00000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DZ5 6675000.00000000 PA USD 4823260.62000000 0.041906401108 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 2831416.41000000 0.024600468672 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 1931512.64000000 0.016781747828 Long DBT CORP US N 2 2046-04-01 Fixed 6.75000000 N N N N N N VISA INC 549300JZ4OKEHW3DPJ59 92826CAK8 4225000.00000000 PA USD 3396960.25000000 0.029514137841 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 869500.00000000 0.007554560832 Long DBT CORP LU Y 2 2031-04-27 Fixed 4.50000000 N N N N N N EIG PEARL HOLDINGS SARL 549300KIMRL45BWA5H76 28249NAA9 3000000.00000000 PA USD 2550247.92000000 0.022157565323 Long DBT CORP LU Y 2 2036-08-31 Fixed 3.54500000 N N N N N N DIAMOND SPORTS GROUP LLC 5493002K6DHWNZH8YA34 25277BAE8 142084.04000000 PA USD 141136.34000000 0.001226248494 Long LON CORP US N 2 2026-05-25 Variable 9.18080000 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 494550BW5 3225000.00000000 PA USD 2971433.76000000 0.025816994938 Long DBT CORP US N 2 2044-09-01 Fixed 5.40000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CD4 8625000.00000000 PA USD 7086881.84000000 0.061573639990 Long DBT CORP US N 2 2029-01-15 Fixed 2.25000000 N N N N N N COMM Mortgage Trust N/A 12593ABE4 2549000.00000000 PA USD 2410644.61000000 0.020944636401 Long ABS-MBS CORP US N 2 2048-05-10 Variable 4.42826500 N N N N N N LUTHERAN MEDICAL CENTER N/A 55058QAA5 9320000.00000000 PA USD 8590394.52000000 0.074636754427 Long DBT CORP US N 2 2030-02-20 Fixed 1.98200000 N N N N N N Citibank N.A. E57ODZWZ7FF32TWEFA76 PLN220729 1.00000000 NC USD 4427.32000000 0.000038466311 N/A DFE CORP US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 1522518.31000000 PLN 342708.84000000 USD 2022-07-29 4427.32000000 N N N ISRAEL FIXED BOND 213800T8ZHTFZIBYPE21 EI9396645 3100000.00000000 PA 1182103.99000000 0.010270588272 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 321550.53000000 0.002793758527 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 5183368.73000000 0.045035163182 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 3.24300000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BZ5 2925000.00000000 PA USD 2193750.00000000 0.019060170012 Long DBT CORP MX Y 2 2031-07-11 Fixed 3.87500000 N N N N N N DEVELOPMENT BANK OF KAZA 213800LCDPGJ1BI7KX98 48129VAA4 200000.00000000 PA USD 199414.00000000 0.001732587916 Long DBT CORP KZ Y 2 2025-05-12 Fixed 5.75000000 N N N N N N AVOLON TLB BORROWER 1 US 635400O84AGITYFZQB55 05400KAF7 219937.50000000 PA USD 207154.73000000 0.001799842449 Long LON CORP US N 2 2027-02-12 Variable 3.09514000 N N N N N N JP Morgan Mortgage Trust N/A 46644MBJ4 244882.89000000 PA USD 233361.20000000 0.002027534653 Long ABS-CBDO CORP US Y 2 2045-05-25 Variable 3.50000000 N N N N N N SLG Office Trust N/A 78449RAA3 7750000.00000000 PA USD 6573734.45000000 0.057115211958 Long ABS-MBS CORP US Y 2 2041-07-15 Fixed 2.58540000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8J38 4426154.72000000 PA USD 4519376.04000000 0.039266131360 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.50000000 N N N N N N Taurus CMBS 635400SG2ZVJCYHITE32 BCC2QWFH4 347448.08000000 PA 403077.66000000 0.003502098565 Long ABS-MBS CORP IE Y 2 2031-05-17 Variable 1.90847000 N N N N N N BANCOLOMBIA SA 54930052NWJRPNMP1W58 05968LAM4 4350000.00000000 PA USD 4004501.25000000 0.034792694992 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 1709345.54000000 0.014851471955 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 976621.70000000 0.008485276644 Long ABS-MBS CORP US N 2 2058-07-15 Variable 4.42535600 N Y N N N N Deutsche Bank Commercial Mortg N/A 23312VAD8 9155742.09000000 PA USD 8941114.10000000 0.077683945229 Long ABS-MBS CORP US N 2 2049-08-10 Fixed 2.75600000 N N N N N N JP Morgan Mortgage Trust N/A 46590YAB0 2099350.13000000 PA USD 2059364.02000000 0.017892571322 Long ABS-CBDO CORP US Y 2 2048-10-26 Variable 3.05261500 N N N N N N ONCOR ELECTRIC DELIVERY 549300SP2X2BS1KERD24 68233JAH7 1280000.00000000 PA USD 1354835.70000000 0.011771349871 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 5943981.89000000 0.051643671965 Long DBT NUSS MX N 2 2040-01-11 Fixed 6.05000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AF5 5700000.00000000 PA USD 5740601.44000000 0.049876621957 Long DBT CORP GB N 2 2028-09-30 Fixed 5.51600000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHZ5 34450000.00000000 PA USD 29114487.69000000 0.252958215473 Long DBT CORP US N 2 2031-02-13 Fixed 2.49600000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 254687DT0 2105000.00000000 PA USD 2478064.90000000 0.021530410619 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 547533.14000000 0.004757185064 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 2774833.50000000 0.024108853910 Long ABS-MBS CORP US Y 2 2039-07-11 Variable 3.42653300 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 BP5739662 650000.00000000 PA 592946.77000000 0.005151756692 Long DBT CORP US N 2 2027-01-15 Fixed 0.45000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38380WZL6 4621159.83000000 PA USD 627331.23000000 0.005450502517 Long ABS-CBDO USGSE US N 2 2046-06-20 Fixed 4.00000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAN0 6150000.00000000 PA USD 5169881.45000000 0.044917980344 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 91158.06000000 0.000792017377 Long DBT NUSS EC Y 2 2030-07-31 Fixed 5.00000000 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAM7 1000000.00000000 PA USD 728000.00000000 0.006325152715 Long DBT CORP KY Y 2 2027-03-08 Fixed 2.55000000 N N N N N N MID-AMERICA APARTMENTS 549300FXWGE3QSYCUJ38 59523UAU1 3050000.00000000 PA USD 2115171.98000000 0.018377453011 Long DBT CORP US N 2 2051-09-15 Fixed 2.87500000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PAQ1 2675000.00000000 PA USD 2604214.87000000 0.022626451587 Long DBT CORP US N 2 2026-12-06 Fixed 3.70000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2V4 14075000.00000000 PA USD 13331098.67000000 0.115825872183 Long DBT CORP US N 2 2028-03-24 Fixed 3.52600000 N N N N N N HUNGARY 5299003F3UFKGCCMAP43 445545AM8 1150000.00000000 PA USD 888759.87000000 0.007721898221 Long DBT NUSS HU Y 2 2031-09-22 Fixed 2.12500000 N N N N N N CAPITAL ONE BANK USA NA LKE37K2B8CFZUR7F9816 140420NB2 20775000.00000000 PA USD 20757788.33000000 0.180351897276 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 1802379.59000000 0.015659788677 Long DBT CORP TR Y 2 2028-06-29 Fixed 3.37500000 N N N N N N LUKOIL CAPITAL DAC 984500BEC55D7EHC4M56 549875AA0 935000.00000000 PA USD 565675.00000000 0.004914808739 Long DBT CORP IE Y 3 2027-04-26 Fixed 2.80000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468L6 9300000.00000000 PA USD 8054916.47000000 0.069984308765 Long DBT CORP US N 2 2031-01-22 Fixed 2.69900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335ALZ9 14180765.34000000 PA USD 14329674.72000000 0.124501896927 Long ABS-MBS MUN US N 2 2045-12-01 Fixed 4.00000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CP2 6850000.00000000 PA USD 5911427.80000000 0.051360829120 Long DBT CORP DE N 2 2027-11-16 Fixed 2.31100000 N N N N N N Woodward Capital Management N/A 74938GAX4 3531750.00000000 PA USD 3152637.83000000 0.027391367761 Long ABS-CBDO USGSE US Y 2 2052-06-25 Variable 3.50000000 N N N N N N Natixis Commercial Mortgage Se N/A 63875DAA9 2000000.00000000 PA USD 1908781.40000000 0.016584249800 Long ABS-MBS CORP US Y 2 2038-12-15 Fixed 2.96600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GCT8 464184.36000000 PA USD 476102.84000000 0.004136570290 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 2606344.04000000 0.022644950661 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 3554651.33000000 0.030884220483 Long DBT CORP ES N 2 2028-02-23 Fixed 3.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F9LG4 38568335.58000000 PA USD 6213027.17000000 0.053981244057 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 1561128.13000000 0.013563700316 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 1123467.78000000 0.009761133625 Long DBT NUSS GR Y 2 2030-06-18 Fixed 1.50000000 N N N N N N PARKER-HANNIFIN CORP 5493002CONDB4N2HKI23 701094AN4 11425000.00000000 PA USD 10455972.17000000 0.090845632914 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 5265344.13000000 0.045747397967 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 8671688.93000000 0.075343072501 Long DBT CORP CA N 2 2024-06-15 Fixed 3.62500000 N N N N N N GS Mortgage Securities Trust 54930070360RBP384M53 36250VAE2 2469122.94000000 PA USD 2439110.01000000 0.021191955085 Long ABS-MBS CORP US N 2 2048-10-10 Fixed 3.27800000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAW5 3144000.00000000 PA USD 2648250.40000000 0.023009049736 Long DBT CORP IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N Santander Drive Auto Receivabl N/A 80285RAG3 15420000.00000000 PA USD 15090860.10000000 0.131115377385 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 5459648.68000000 0.047435592956 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 5425200.00000000 0.047136289162 Long DBT CORP US N 2 N/A Fixed 5.90000000 N N N N N N Toronto Dominion Bank PT3QB789TSUIDF371261 EUR220729 1.00000000 NC USD -7789.64000000 -0.00006767948 N/A DFE CORP US N 2 Toronto Dominion Bank PT3QB789TSUIDF371261 397869.44000000 USD 371500.00000000 EUR 2022-07-29 -7789.64000000 N N N ROLLS-ROYCE PLC X57JK1U580XATGR67572 77578JAC2 325000.00000000 PA USD 292922.50000000 0.002545026849 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 541464.27000000 0.004704456315 Long DBT NUSS ES Y 2 2031-04-30 Fixed 0.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BPL4 582828.41000000 PA USD 595198.96000000 0.005171324612 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 4.50000000 N N N N N N Deutsche Bank Commercial Mortg N/A 233063AZ9 5300000.00000000 PA USD 4350880.24000000 0.037802173027 Long ABS-MBS CORP US N 2 2053-08-15 Fixed 2.34000000 N N N N N N Flagstar Mortgage Trust N/A 33852EAD1 3387625.40000000 PA USD 2830801.41000000 0.024595125308 Long ABS-CBDO CORP US Y 2 2051-04-25 Variable 2.50000000 N N N N N N NETHERLANDS GOVERNMENT 254900G14ALGVKORFN62 EK0414632 400000.00000000 PA 487883.39000000 0.004238924380 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 11371123.17000000 0.098796827738 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 2234133.25000000 0.019411035703 Long DBT CORP US Y 2 2030-07-01 Fixed 4.12500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H030674 27825000.00000000 PA USD 26227236.47000000 0.227872631828 Long ABS-O USGSE US N 2 2047-07-20 Fixed 3.00000000 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 AZ2272021 1250000.00000000 PA 946644.99000000 0.008224827100 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 1497519.42000000 0.013011042617 Long DBT NUSS CN N 2 2051-04-12 Fixed 3.72000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 ZP6261280 2025000.00000000 PA 509303.70000000 0.004425032528 Long DBT NUSS UA Y 2 2030-01-27 Fixed 4.37500000 N N N N N N COMM Mortgage Trust N/A 12593JBL9 4000000.00000000 PA USD 3453676.00000000 0.030006906770 Long ABS-MBS CORP US N 2 2048-08-10 Variable 3.46300000 N N N N N N HIGHWOODS REALTY LP JUJNVZX73BIYHLR58F51 431282AS1 6000000.00000000 PA USD 5164674.06000000 0.044872736475 Long DBT CORP US N 2 2030-02-15 Fixed 3.05000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2S1 19000000.00000000 PA USD 17015049.48000000 0.147833497827 Long DBT CORP US N 2 2028-06-02 Fixed 2.39300000 N N N N N N ROMANIA 315700IASY927EDWBK92 ZP6061227 600000.00000000 PA 427433.38000000 0.003713710719 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 6500000.00000000 PA USD 6207296.55000000 0.053931454158 Long ABS-MBS CORP US N 2 2048-03-15 Fixed 3.65200000 N N N N N N JP Morgan Mortgage Trust N/A 46655NBX7 7275000.00000000 PA USD 6276676.49000000 0.054534254592 Long ABS-CBDO USGSE US Y 3 2052-12-25 Variable 3.00000000 N N N N N N Citigroup Commercial Mortgage N/A 29425AAD5 2000000.00000000 PA USD 1980840.40000000 0.017210326970 Long ABS-MBS CORP US N 2 2058-09-10 Fixed 3.77800000 N N N N N N ADIENT GLOBAL HOLDINGS 213800VA38VCKE6M8790 QZ1706345 950000.00000000 PA 898997.75000000 0.007810848982 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 5293681.15000000 0.045993601235 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 1322632.86000000 PA USD 1228712.04000000 0.010675537494 Long ABS-O CORP US Y 2 2037-11-20 Fixed 1.79000000 N N N N N N REPUBLIC OF EL SALVADOR 529900AKDMUSFSDOM949 283875AS1 650000.00000000 PA USD 217112.89000000 0.001886362892 Long DBT NUSS SV Y 2 2027-01-18 Fixed 6.37500000 N N N N N N KIMCO REALTY CORP 549300EA7I6T15IBYS12 948741AK9 3025000.00000000 PA USD 3033654.95000000 0.026357597313 Long DBT CORP US N 2 2024-01-15 Fixed 4.45000000 N N N N N N AUSTRALIAN GOVERNMENT 213800J6B7JSBDETCB42 EI8492650 1425000.00000000 PA 1048400.12000000 0.009108916024 Long DBT NUSS AU N 2 2027-04-21 Fixed 4.75000000 N N N N N N Fannie Mae - CAS N/A 20753XAB0 6625000.00000000 PA USD 6302686.46000000 0.054760239527 Long ABS-CBDO CORP US Y 2 2042-03-25 Variable 4.42566000 N N N N N N BAIDU INC 254900AL64IANZYI1E02 056752AV0 1550000.00000000 PA USD 1380837.09000000 0.011997260259 Long DBT CORP KY N 2 2027-02-23 Fixed 1.62500000 N N N N N N BOC AVIATION USA CORP 254900QKLTY6MF4Y3P65 66980P2A6 4000000.00000000 PA USD 3831720.00000000 0.033291502969 Long DBT CORP US Y 2 2024-04-29 Fixed 1.62500000 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 QZ5541813 575000.00000000 PA 553916.18000000 0.004812643447 Long DBT NUSS GB N 2 2047-07-22 Fixed 1.50000000 N N N N N N PARKLAND CORP 549300XHQS1JYWBNK868 70137TAP0 500000.00000000 PA USD 453750.00000000 0.003942359951 Long DBT CORP CA Y 2 2027-07-15 Fixed 5.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4E51 7180592.59000000 PA USD 7399933.48000000 0.064293556790 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 4.50000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804FX7 3250000.00000000 PA USD 3173299.45000000 0.027570884110 Long DBT CORP US N 2 2027-03-15 Fixed 3.50000000 N N N N N N United States Treasury Bill 254900HROIFWPRGM1V77 912796M89 10000000.00000000 PA USD 9953116.70000000 0.086476625164 Long STIV UST US N 2 N N N Citigroup Commercial Mortgage N/A 29429JAA8 5750000.00000000 PA USD 5685851.85000000 0.049400935806 Long ABS-MBS CORP US Y 2 2036-05-10 Fixed 3.34100000 N N N N N N OLEODUCTO CENTRAL SA 254900W4CPYCQFVH5E92 680617AC1 1350000.00000000 PA USD 1126286.10000000 0.009785620307 Long DBT CORP CO Y 2 2027-07-14 Fixed 4.00000000 N N N N N N Taco Bell Funding, LLC N/A 87342RAG9 26735650.00000000 PA USD 23292526.05000000 0.202374703831 Long ABS-O CORP US Y 2 2051-08-25 Fixed 1.94600000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AQ3 18600000.00000000 PA USD 18922962.96000000 0.164410206794 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 5788519.38000000 0.050292952024 Long DBT NUSS IT N 2 2049-10-17 Fixed 4.00000000 N N N N N N REPUBLIC OF KENYA 549300VVURQQYU45PR87 491798AE4 1525000.00000000 PA USD 1273493.75000000 0.011064618750 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 904376.04000000 PA USD 893095.85000000 0.007759570934 Long ABS-MBS CORP US N 2 2050-02-10 Fixed 3.45300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CCP7 1627061.32000000 PA USD 1506114.30000000 0.013085718343 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N BXP Trust N/A 05607TAJ1 8000000.00000000 PA USD 5723580.00000000 0.049728732936 Long ABS-MBS CORP US Y 2 2044-01-15 Variable 2.86797500 N N N N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 56585AAJ1 5500000.00000000 PA USD 4939919.44000000 0.042919979201 Long DBT CORP US N 2 2054-09-15 Fixed 5.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CAU5 29925000.00000000 PA USD 26144631.01000000 0.227154922831 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 5796996.26000000 0.050366602519 Long DBT MUN US N 2 2034-08-01 Fixed 3.37500000 N N N N N N Morgan Stanley Residential Mor N/A 61772QAT7 5860773.44000000 PA USD 4908514.97000000 0.042647124711 Long ABS-CBDO CORP US Y 2 2051-09-25 Variable 2.50000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 BR1801132 100000.00000000 PA 80880.15000000 0.000702718819 Long DBT CORP US N 2 2028-09-10 Fixed 0.62500000 N N N N N N DIAGEO CAPITAL PLC 213800L23DJLALFC4O95 25243YBB4 8050000.00000000 PA USD 7146586.58000000 0.062092378449 Long DBT CORP GB N 2 2029-10-24 Fixed 2.37500000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142EQ2 770000.00000000 PA USD 699395.36000000 0.006076624258 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 5324587.50000000 0.046262127861 Long DBT CORP US N 2 N/A Fixed 3.95000000 N N N N N GS Mortgage Securities Trust N/A 36252HAH4 4150000.00000000 PA USD 4002948.07000000 0.034779200348 Long ABS-MBS CORP US N 2 2050-03-10 Variable 3.82600000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863BB5 2600000.00000000 PA USD 2391175.72000000 0.020775482964 Long DBT CORP GB Y 2 2029-03-16 Fixed 3.87500000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RBQ0 4325000.00000000 PA USD 4297268.14000000 0.037336369840 Long DBT CORP US N 2 2025-11-13 Fixed 3.60000000 N N N N N N SAMSONITE IP HOLDINGS 222100XV7DJLCY8IA009 L8030PAF5 387198.27000000 PA USD 369387.15000000 0.003209382053 Long LON CORP LU N 2 2025-04-25 Variable 3.41610000 N N N N N N Cayuga Park CLO, Ltd. 549300SVH2QJEV4A2G21 149791AS4 4150000.00000000 PA USD 3947592.05000000 0.034298245293 Long ABS-O CORP KY Y 2 2034-07-17 Variable 1.00000000 N N N N N N DUKE ENERGY PROGRESS LLC 0NIFZ782LS46WOC9QK20 26442UAK0 6100000.00000000 PA USD 4165647.36000000 0.036192796304 Long DBT CORP US N 2 2050-08-15 Fixed 2.50000000 N N N N N N GS Mortgage-Backed Securities N/A 36262PAH4 2296712.46000000 PA USD 2092209.51000000 0.018177945965 Long ABS-CBDO CORP US Y 2 2052-03-25 Variable 2.50000000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAE8 6000000.00000000 PA USD 3615251.16000000 0.031410735839 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 2834443.75000000 0.024626771403 Long DBT NUSS SE Y 2 2022-09-15 Fixed 2.62500000 N N N N N HIGHWOODS REALTY LP JUJNVZX73BIYHLR58F51 431282AP7 7950000.00000000 PA USD 7651198.46000000 0.066476646585 Long DBT CORP US N 2 2027-03-01 Fixed 3.87500000 N N N N N N TESCO CORP TREASURY SERV 21380018AJDKNF3A6712 BH9923674 300000.00000000 PA 318414.38000000 0.002766510412 Long DBT CORP GB N 2 2030-04-27 Fixed 2.75000000 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 035198AF7 3925000.00000000 PA USD 3131604.78000000 0.027208624281 Long DBT NUSS AO Y 2 2032-04-14 Fixed 8.75000000 N N N N N N COSTCO WHOLESALE CORP 29DX7H14B9S6O3FD6V18 22160KAP0 4000000.00000000 PA USD 3373992.36000000 0.029314583704 Long DBT CORP US N 2 2030-04-20 Fixed 1.60000000 N N N N N N CREDIT AGRICOLE ASSRNCES 969500K2MUPSI57XK083 BR6668346 300000.00000000 PA 236760.70000000 0.002057070857 Long DBT CORP FR N 2 2031-10-06 Fixed 1.50000000 N N N N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748AX0 1365000.00000000 PA USD 1347298.99000000 0.011705867946 Long DBT CORP US N 2 2025-03-10 Fixed 3.50000000 N N N N N N ATMOS ENERGY CORP QVLWEGTD2S8GJMO8D383 049560AM7 1175000.00000000 PA USD 1040283.43000000 0.009038395002 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 2340000.00000000 PA USD 2287350.00000000 0.019873403932 Long DBT KY Y 2 2028-02-15 Fixed 5.33300000 N N N N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 084664CR0 2400000.00000000 PA USD 2210445.05000000 0.019205223227 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 2970989.81000000 0.025813137724 Long DBT CORP IN Y 2 2030-04-23 Fixed 3.95000000 N N N N N VIRGIN MONEY UK PLC 213800ZK9VGCYYR6O495 AS2435533 500000.00000000 PA 578497.61000000 0.005026216660 Long DBT CORP GB N 2 2026-04-24 Fixed 3.37500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810QS0 12584000.00000000 PA USD 13222048.06000000 0.114878397235 Long DBT UST US N 2 2041-08-15 Fixed 3.75000000 N N N N N N JP Morgan Mortgage Trust N/A 46593FAP7 8084848.10000000 PA USD 7061872.27000000 0.061356346927 Long ABS-CBDO CORP US Y 2 2052-09-25 Variable 3.00000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAK9 1075000.00000000 PA USD 921858.16000000 0.008009469290 Long DBT CORP US N 2 2028-04-01 Fixed 2.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M5CF5 547219.42000000 PA USD 583025.12000000 0.005065553462 Long ABS-MBS MUN US N 2 2035-05-01 Fixed 7.00000000 N N N N N N KOREA TREASURY BOND 549300O0QCVSQGPGDT58 ZP2080957 1270000000.00000000 PA 926347.20000000 0.008048471850 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 6673947.90000000 0.057985906155 Long DBT CORP CA N 2 2030-05-13 Fixed 2.95000000 N N N N N N Federal Farm Credit Discount Notes N/A 313313ZF8 5000000.00000000 PA USD 4997876.40000000 0.043423532255 Long STIV USGSE US N 2 N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAU3 6500000.00000000 PA USD 6151877.68000000 0.053449953037 Long DBT CORP US N 2 2027-10-01 Fixed 4.00000000 N N N N N N OI EUROPEAN GROUP BV 72450053F5WRDY8CDZ66 AL0296213 250000.00000000 PA 246755.88000000 0.002143912945 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 742942.20000000 0.006454976474 Long ABS-MBS CORP US N 2 2047-05-10 Fixed 4.17400000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABL8 2525000.00000000 PA USD 1883124.93000000 0.016361336214 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 4410005.99000000 0.038315880991 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 329670.92000000 0.002864311696 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 1956841.80000000 0.017001817616 Long ABS-MBS CORP US Y 2 2031-03-11 Fixed 3.51100000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAH1 6350000.00000000 PA USD 4849672.36000000 0.042135876779 Long DBT CORP US N 2 2050-01-15 Fixed 3.45000000 N N N N N N Capital Automotive Reit N/A 12510HAA8 12268592.75000000 PA USD 11614848.52000000 0.100914410237 Long ABS-O CORP US Y 2 2050-02-15 Fixed 2.69000000 N N N N N N Fannie Mae - CAS N/A 20754LAB5 13216056.00000000 PA USD 11905810.92000000 0.103442406961 Long ABS-CBDO CORP US Y 2 2041-12-25 Variable 2.82566000 N Y N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAN3 2950000.00000000 PA USD 2994280.47000000 0.026015496215 Long DBT CORP US N 2 2027-06-01 Fixed 5.50000000 N N N N N N FAIRFAX FINL HLDGS LTD GLS7OQD0WOEDI8YAP031 AR6731004 250000.00000000 PA 242100.51000000 0.002103465244 Long DBT CORP CA Y 2 2028-03-29 Fixed 2.75000000 N N N N N N CANADA HOUSING TRUST 549300M44WH89JG50067 13509PHX4 1400000.00000000 PA 983697.95000000 0.008546757911 Long DBT NUSS CA Y 2 2026-12-15 Fixed 1.10000000 N N N N N N Federal Home Loan Bank Discount Notes 2549001DPIFGXC1TOL40 313385ZA7 35000000.00000000 PA USD 34991890.85000000 0.304023425028 Long STIV USGSE US N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCSD8 4799711.70000000 PA USD 4903226.31000000 0.042601174736 Long ABS-MBS MUN US N 2 2048-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMRB2 52148160.55000000 PA USD 45460757.10000000 0.394981086823 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N CAISSE D'AMORT DETTE SOC 969500P04DQJS4BPM574 12802D2G0 7000000.00000000 PA USD 6670972.56000000 0.057960055221 Long DBT NUSS FR Y 2 2024-11-29 Fixed 1.12500000 N N N N N N INTER-AMERICAN DEVEL BK VKU1UKDS9E7LYLMACP54 EK0718420 500000.00000000 PA 353419.18000000 0.003070645997 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 7886058.98000000 0.068517207925 Long DBT CORP US N 2 2024-09-12 Fixed 2.45000000 N N N N N N CUSHMAN & WAKEFIELD US N/A 23340DAP7 1351393.75000000 PA USD 1269296.58000000 0.011028152073 Long LON CORP US N 2 2025-08-21 Variable 4.41610000 N N N N N N REYNOLDS CONSUMER PRODUC 549300DWNZYMOSR1X343 76171JAB7 299700.77000000 PA USD 287407.04000000 0.002497106345 Long LON CORP US N 2 2027-02-04 Variable 3.41610000 N N N N N N Wells Fargo Commercial Mortgag N/A 95001MAL4 2197255.00000000 PA USD 1968050.10000000 0.017099199771 Long ABS-MBS CORP US N 2 2050-07-15 Variable 3.90300000 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 65412JAU7 1825000.00000000 PA USD 1384718.75000000 0.012030985661 Long DBT NUSS NG Y 2 2029-03-24 Fixed 8.37500000 N N N N N N PECO ENERGY CO YH65D4JBECK76IFEJ279 693304AX5 2775000.00000000 PA USD 2102318.99000000 0.018265781137 Long DBT CORP US N 2 2049-09-15 Fixed 3.00000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAR0 5700000.00000000 PA USD 4964428.28000000 0.043132921723 Long DBT CORP US N 2 2031-03-24 Fixed 3.12500000 N N N N N N Social Professional Loan Progr 549300THMTEP636GV478 83403YAB0 1274148.41000000 PA USD 1264708.12000000 0.010988285713 Long ABS-O CORP US Y 2 2040-05-25 Fixed 2.74000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RRN1 1341842.51000000 PA USD 1411756.30000000 0.012265898618 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 31898345.60000000 0.277145477037 Long ABS-O CORP US Y 2 2024-03-20 Fixed 2.97000000 N N N N N N H&E EQUIPMENT SERVICES 254900KVLRCDMQRYY541 404030AJ7 3075000.00000000 PA USD 2486906.25000000 0.021607227774 Long DBT CORP US Y 2 2028-12-15 Fixed 3.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVKW4 20671425.45000000 PA USD 19471412.61000000 0.169175354861 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292GHJ8 523.15000000 PA USD 528.17000000 0.000004588950 Long ABS-MBS MUN US N 2 2023-05-01 Fixed 7.00000000 N N N N N N Imperial Fund LLC N/A 452760AC5 3505438.10000000 PA USD 3334311.38000000 0.028969819613 Long ABS-CBDO CORP US Y 2 2055-10-25 Variable 2.05100000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FG8 2275000.00000000 PA USD 1898968.89000000 0.016498994822 Long DBT CORP US N 2 2060-03-20 Fixed 3.83900000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H032670 5000000.00000000 PA USD 4857812.55000000 0.042206601978 Long ABS-O USGSE US N 2 2052-07-20 Fixed 3.50000000 N N N N N N Flagstar Mortgage Trust N/A 33849NAL9 172628.30000000 PA USD 170158.08000000 0.001478400881 Long ABS-CBDO CORP US Y 2 2048-09-25 Variable 4.00000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RJZ6 8000000.00000000 PA USD 6387815.28000000 0.055499872476 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHKM3 9560388.36000000 PA USD 9348118.77000000 0.081220163214 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N KOMMUNINVEST I SVERIGE EV2XZWMLLXF2QRX0CD47 50046PBV6 2000000.00000000 PA USD 1950889.38000000 0.016950100630 Long DBT NUSS SE Y 2 2023-07-05 Fixed 0.50000000 N N N N N N REPUBLIC OF UZBEKISTAN 213800L6VDKUM3TCM927 91822Q2B2 2150000.00000000 PA USD 2050174.83000000 0.017812731995 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 23323717.14000000 0.202645704391 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 629354.43000000 0.005468080881 Long DBT NUSS MN Y 2 2031-07-07 Fixed 4.45000000 N N N N N BANK HAPOALIM B6ARUI4946ST4S7WOU88 BR9645804 8100000.00000000 PA USD 6925500.00000000 0.060171490562 Long DBT CORP IL Y 2 2032-01-21 Fixed 3.25500000 N N N N Y Bank Hapoalim BM USD XXXX N N N HARTFORD FINL SVCS GRP IU7C3FTM7Y3BQM112U94 416518AD0 2500000.00000000 PA USD 1735378.68000000 0.015077658200 Long DBT CORP US N 2 2051-09-15 Fixed 2.90000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAX7 3250000.00000000 PA USD 3238625.00000000 0.028138458396 Long DBT CORP US N 2 2023-05-14 Fixed 2.85000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCX5 8700000.00000000 PA USD 8630355.63000000 0.074983952399 Long DBT CORP US N 2 2025-03-15 Fixed 3.80000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCJ8 2300000.00000000 PA USD 2080087.32000000 0.018072623571 Long DBT CORP US N 2 2038-03-01 Fixed 3.90000000 N N N N N N BATH & BODY WORKS INC GR3KVMWVCR54YWQNXU90 501797AW4 925000.00000000 PA USD 798959.50000000 0.006941676992 Long DBT CORP US Y 2 2030-10-01 Fixed 6.62500000 N N N N N N SANTOS FINANCE LTD 213800BKUBSWG53XNS94 803014AA7 1700000.00000000 PA USD 1441932.50000000 0.012528081411 Long DBT CORP AU Y 2 2031-04-29 Fixed 3.64900000 N N N N N N Sequoia Mortgage Trust N/A 81747WBN6 106269.44000000 PA USD 104193.17000000 0.000905271582 Long ABS-CBDO CORP US Y 2 2048-09-25 Variable 4.00000000 N N N N N N NEWMONT CORP 549300VSP3RIX7FGDZ51 651639AZ9 3400000.00000000 PA USD 2805677.72000000 0.024376840726 Long DBT CORP US N 2 2032-07-15 Fixed 2.60000000 N N N N N N BELGIUM KINGDOM 549300SZ25JZFHRHWD76 BT5908418 2900000.00000000 PA 2583086.61000000 0.022442880885 Long DBT NUSS BE Y 2 2032-06-22 Fixed 0.35000000 N N N N N N CAMELOT FINANCE SA 549300U6VBJHQP2SFL81 L2000AAC4 316875.00000000 PA USD 299183.87000000 0.002599428114 Long LON CORP LU N 2 2026-10-30 Variable 4.66610000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 AU6699071 300000.00000000 PA 281233.10000000 0.002443464706 Long DBT CORP FR N 2 2030-10-02 Fixed 2.00000000 N N N N N N REPUBLIC OF CAMEROON 54930021BO6NHYGBBV24 BQ3349835 425000.00000000 PA 328731.13000000 0.002856146427 Long DBT NUSS CM Y 2 2032-07-07 Fixed 5.95000000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NBJ7 350000.00000000 PA USD 265475.00000000 0.002306552083 Long DBT CORP NL N 2 2051-06-10 Fixed 5.50000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8RE7 22547030.86000000 PA USD 23009265.06000000 0.199913620013 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.50000000 N N N N N N NEW YORK ST DORM AUTH REVENUES 549300C8XO7EXTX2XU71 64990GJY9 10605000.00000000 PA USD 9927867.57000000 0.086257250709 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 2536326.67000000 0.022036611982 Long DBT CORP US N 2 2035-02-01 Fixed 3.25000000 N N N N N N COMM Mortgage Trust N/A 12593QBH2 1875000.00000000 PA USD 1838700.56000000 0.015975359669 Long ABS-MBS CORP US N 2 2048-10-10 Variable 4.62076700 N N N N N N SABIC CAPITAL II BV 2138005PCUTH59D4RJ83 78520LAA8 250000.00000000 PA USD 250133.15000000 0.002173256006 Long DBT CORP NL Y 2 2023-10-10 Fixed 4.00000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAS4 8975000.00000000 PA USD 7844446.53000000 0.068155662456 Long DBT CORP IE N 2 2026-01-30 Fixed 1.75000000 N N N N N N ALABAMA POWER CO 0RL818ELFOHP5JHOFU19 010392FL7 3475000.00000000 PA USD 3064632.39000000 0.026626741597 Long DBT CORP US N 2 2044-08-15 Fixed 4.15000000 N N N N N N Citibank N.A. E57ODZWZ7FF32TWEFA76 GBP220729 1.00000000 NC USD -69288.03000000 -0.00060200188 N/A DFE CORP US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 2203242.47000000 USD 1752112.14000000 GBP 2022-07-29 -69288.03000000 N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 718286BM8 17000000.00000000 PA 301981.01000000 0.002623730776 Long DBT NUSS PH N 2 2036-01-14 Fixed 6.25000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAR0 550000.00000000 PA USD 445698.00000000 0.003872400981 Long DBT CORP US N 2 2029-11-15 Fixed 5.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QN7M8 29727275.41000000 PA USD 28648205.63000000 0.248906972015 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HRL6 4850000.00000000 PA USD 4827357.53000000 0.041941996687 Long DBT CORP US N 2 2023-05-18 Fixed 2.70000000 N N N N N N HarborView Mortgage Loan Trust N/A 41161PUK7 1847588.70000000 PA USD 1721406.34000000 0.014956260969 Long ABS-CBDO CORP US N 2 2045-08-19 Variable 2.23229000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 AP6382349 700000.00000000 PA 696229.48000000 0.006049117837 Long DBT CORP US N 2 2026-10-23 Fixed 1.34200000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CY2 1900000.00000000 PA USD 1385415.42000000 0.012037038606 Long DBT CORP US N 2 2052-06-15 Fixed 2.90000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 AS9547660 3100000.00000000 PA 708206.26000000 0.006153176852 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 3653642.03000000 0.031744290943 Long DBT MUN US N 2 2039-06-01 Fixed 4.02900000 N N N N N N BANGKOK BANK PCL/HK 549300CCL2BKJGMYXV60 06000BAB8 3000000.00000000 PA USD 3000310.32000000 0.026067885943 Long DBT CORP TH Y 2 2027-06-15 Fixed 4.30000000 N N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 BO3321805 2624000.00000000 PA USD 2464873.84000000 0.021415801458 Long DBT CORP IL Y 2 2024-03-30 Fixed 4.50000000 N N N N N N COMM Mortgage Trust N/A 12592XBG0 2000000.00000000 PA USD 1920320.00000000 0.016684501733 Long ABS-MBS CORP US N 2 2048-03-10 Variable 3.92600000 N N N N N N Chicago Board of Trade N/A N/A 250.00000000 NC USD 38585937.50000000 0.335249927675 N/A DIR US N 1 N/A N/A Long Chicago Board of Trade US ULTRA BOND CBT Sep22 2022-09-21 38075687.50000000 USD 510250.00000000 N N N CELULOSA ARAUCO CONSTITU 549300QEKV8G0AMNQD28 151191BB8 200000.00000000 PA USD 183750.00000000 0.001596492872 Long DBT CORP CL N 2 2027-11-02 Fixed 3.87500000 N N N N N N CENOVUS ENERGY INC 549300F4XPHJ7NOSP309 15135UAR0 5000000.00000000 PA USD 4802711.65000000 0.041727863507 Long DBT CORP CA N 2 2047-06-15 Fixed 5.40000000 N N N N N N BX Trust N/A 12434FAE7 7500000.00000000 PA USD 7161019.50000000 0.062217777382 Long ABS-MBS CORP US Y 2 2038-12-15 Variable 2.59500000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89832QAD1 9000000.00000000 PA USD 8054100.00000000 0.069977214950 Long DBT CORP US N 2 N/A Fixed 4.80000000 N N N N N N Toronto Dominion Bank PT3QB789TSUIDF371261 GBP220729 1.00000000 NC USD 623674.63000000 0.005418732526 N/A DFE CORP US N 2 Toronto Dominion Bank PT3QB789TSUIDF371261 16829719.55000000 GBP 21121138.15000000 USD 2022-07-29 623674.63000000 N N N Ellington Loan Acquisition Tru N/A 288547AD4 1240720.51000000 PA USD 1232130.75000000 0.010705240602 Long ABS-O CORP US Y 2 2037-05-25 Variable 2.72357000 N N N N N N GRIFOLS WORLDWIDE OPERAT N/A 39843PAG8 411449.49000000 PA USD 387947.50000000 0.003370641734 Long LON CORP US N 2 2027-11-15 Variable 3.66610000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 03523TBT4 5045000.00000000 PA USD 4424769.36000000 0.038444151005 Long DBT CORP US N 2 2048-10-06 Fixed 4.43900000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAM1 8325000.00000000 PA USD 7565773.24000000 0.065734438395 Long DBT CORP US N 2 2042-11-06 Fixed 4.40000000 N N N N N N MIAMI-DADE CNTY FL AVIATION RE N/A 59333P3L0 2250000.00000000 PA USD 2227061.93000000 0.019349597271 Long DBT MUN US N 2 2024-10-01 Fixed 3.40500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H7FR0 1700645.47000000 PA USD 1760648.41000000 0.015297211636 Long ABS-MBS MUN US N 2 2047-06-01 Fixed 4.50000000 N N N N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 ZP8252477 7075000.00000000 PA 1194700.86000000 0.010380034874 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 475713.59000000 0.004133188331 Long DBT CORP GB Y 2 2026-06-15 Fixed 3.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBH3 17525000.00000000 PA USD 14080259.01000000 0.122334874324 Long DBT CORP US Y 2 2031-02-15 Fixed 2.45000000 N N N N N N PRIME SECSRVC BRW/FINANC N/A 74166MAF3 1325000.00000000 PA USD 1091468.75000000 0.009483113362 Long DBT CORP US Y 2 2027-08-31 Fixed 3.37500000 N N N N N N REPUBLIC OF KAZAKHSTAN 5493007OEK8EF02UO833 486661AF8 3000000.00000000 PA USD 2456703.42000000 0.021344813609 Long DBT NUSS KZ Y 2 2044-10-14 Fixed 4.87500000 N N N N N N INTERCORP FIN SER INC 5299004181WFTEWB1398 45866EAA5 2125000.00000000 PA USD 1917812.50000000 0.016662715579 Long DBT CORP PA Y 2 2027-10-19 Fixed 4.12500000 N N N N N N HANA BANK 6RPK2YDJN6L35AS0M510 482466AG4 2880000.00000000 PA USD 2630926.77000000 0.022858535168 Long DBT CORP KR Y 2 N/A Fixed 3.50000000 N N N N N N COMMONWEALTH EDISON CO D8YOXB8L2ZDC8P7Q0771 202795JS0 8250000.00000000 PA USD 6252215.97000000 0.054321731894 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 1873751.21000000 0.016279893617 Long DBT CORP US N 2 2030-10-30 Fixed 1.68000000 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 68205LAD5 525000.00000000 PA USD 535648.34000000 0.004653925209 Long DBT NUSS OM Y 2 2027-10-28 Fixed 6.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622ABHJ4 4799461.78000000 PA USD 4972173.87000000 0.043200218481 Long ABS-MBS USGSE US N 2 2045-12-20 Fixed 4.50000000 N N N N N N Wells Fargo Mortgage Backed Se N/A 949798AS1 12103312.90000000 PA USD 10111349.66000000 0.087851415874 Long ABS-CBDO CORP US Y 2 2051-06-25 Variable 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BJD9 3385967.44000000 PA USD 3477309.13000000 0.030212240776 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 4.50000000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 EI8393148 200000.00000000 PA 253806.94000000 0.002205175351 Long DBT CORP FR N 2 2041-10-17 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNAM5 43480754.01000000 PA USD 37904373.83000000 0.329328232211 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAB9 825000.00000000 PA USD 714095.62000000 0.006204345947 Long DBT CORP US Y 2 2027-10-15 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHC70 11463582.38000000 PA USD 10020088.20000000 0.087058500116 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.00000000 N N N N N N Wells Fargo Mortgage Backed Se N/A 95002FAA2 2790469.22000000 PA USD 2621627.42000000 0.022777738727 Long ABS-CBDO CORP US Y 2 2049-09-25 Variable 3.50000000 N N N N N N CORNERSTONE BUILDING 549300IW41QEWQ6T0H29 72431HAD2 836396.24000000 PA USD 690026.90000000 0.005995227362 Long LON CORP US N 2 2028-04-12 Variable 4.57400000 N N N N N N ALEN 2021-ACEN Mortgage Trust N/A 01449NAE6 5000000.00000000 PA USD 4767004.50000000 0.041417625627 Long ABS-MBS CORP US Y 2 2034-04-15 Variable 3.57400000 N N N N N N BAIDU INC 254900AL64IANZYI1E02 056752AM0 1725000.00000000 PA USD 1736703.95000000 0.015089172671 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 2898201.90000000 0.025180727495 Long ABS-MBS CORP US N 2 2048-04-15 Fixed 3.56100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFSL6 39110396.50000000 PA USD 35307462.68000000 0.306765238239 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N ADOBE INC FU4LY2G4933NH2E1CP29 00724PAD1 7350000.00000000 PA USD 6490689.60000000 0.056393685366 Long DBT CORP US N 2 2030-02-01 Fixed 2.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GVZ73 22343956.49000000 PA USD 22393982.60000000 0.194567801987 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.00000000 N N N N N N FRANCE (GOVT OF) 969500KCGF3SUYJHPV70 AS9078385 1325000.00000000 PA 1320726.21000000 0.011474993095 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 296700.00000000 0.002577847267 Long DBT CORP US Y 2 2028-06-15 Fixed 7.25000000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBH8 2275000.00000000 PA USD 1840466.01000000 0.015990698599 Long DBT CORP US N 2 2030-07-15 Fixed 2.15000000 N N N N N N CA MAGNUM HOLDINGS 549300ZRDHFR078MFZ78 12674CAA1 200000.00000000 PA USD 173316.09000000 0.001505838924 Long DBT CORP MU Y 2 2026-10-31 Fixed 5.37500000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DBJ7 4800000.00000000 PA USD 4267843.34000000 0.037080715508 Long DBT CORP US N 2 2030-05-15 Fixed 3.62500000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DC6 2200000.00000000 PA USD 2184666.00000000 0.018981244617 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 509155.28000000 0.004423742996 Long DBT CORP US N 2 2024-03-10 Fixed 0.00000000 N N N N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 05350NAL8 869635.28000000 PA USD 834171.55000000 0.007247613247 Long LON CORP US N 2 2027-11-08 Variable 3.91610000 N N N N N N NEW YORK ST THRUWAY AUTH N/A 650009S20 6460000.00000000 PA USD 6174721.88000000 0.053648432506 Long DBT MUN US N 2 2026-01-01 Fixed 2.40600000 N N N N N N CANADIAN GOVERNMENT 4BFD7AQU0A75QLAHK410 135087H23 1475000.00000000 PA 1076559.78000000 0.009353578318 Long DBT NUSS CA N 2 2028-06-01 Fixed 2.00000000 N N N N N N SITE CENTERS CORP W2AVA6SODOQ1LCYJQR54 23317HAF9 3850000.00000000 PA USD 3798621.79000000 0.033003932594 Long DBT CORP US N 2 2027-06-01 Fixed 4.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132ACSW1 15301488.77000000 PA USD 15378366.66000000 0.133613348400 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 5731755.90000000 0.049799768398 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 5172000.00000000 PA USD 5106458.86000000 0.044366939730 Long ABS-MBS CORP US N 2 2047-08-15 Fixed 3.99650000 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 744320BJ0 3875000.00000000 PA USD 3577206.25000000 0.031080186572 Long DBT CORP US N 2 2052-03-01 Fixed 5.12500000 N N N N N N BANQUE OUEST AFRICAINE D 529900LIZJABE4JJS826 06675QAB9 1500000.00000000 PA USD 1363114.28000000 0.011843277457 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 401158.75000000 0.003485426314 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 6207031.36000000 0.053929150082 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 21508323.17000000 0.186872841619 Long ABS-MBS CORP US Y 2 2041-07-15 Fixed 2.85061000 N N N N N N United States Treasury Bill 254900HROIFWPRGM1V77 912796W88 30000000.00000000 PA USD 29997102.90000000 0.260626726451 Long STIV UST US N 2 N N N BOSTON SCIENTIFIC CORP Y6ZDD9FP4P8JSSJMW954 101137BA4 2650000.00000000 PA USD 2312296.19000000 0.020090146324 Long DBT CORP US N 2 2030-06-01 Fixed 2.65000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2C6 3700000.00000000 PA USD 3708761.60000000 0.032223191626 Long DBT CORP US N 2 2024-01-24 Fixed 3.75000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCD6 27075000.00000000 PA USD 21035097.09000000 0.182761265760 Long DBT CORP US N 2 2042-04-22 Fixed 3.15700000 N N N N N N Federal Farm Credit Discount Notes N/A 313313YZ5 10000000.00000000 PA USD 9998055.90000000 0.086867074756 Long STIV USGSE US N 2 N N N Fannie Mae - CAS N/A 20754NAK1 28500000.00000000 PA USD 27716589.15000000 0.240812718570 Long ABS-CBDO USGSE US Y 2 2042-05-25 Variable 4.79768000 N N N N N N AVIENT CORP SM8L9RZYIB34LNTWO040 73179YAK3 853436.57000000 PA USD 847249.15000000 0.007361236623 Long LON CORP US N 2 2026-01-30 Variable 3.41610000 N N N N N N Wells Fargo Mortgage Backed Se N/A 95002VAS8 696106.92000000 PA USD 610534.50000000 0.005304565865 Long ABS-CBDO CORP US Y 2 2050-07-25 Variable 3.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163JAJ3 9500000.00000000 PA USD 8034958.45000000 0.069810905572 Long ABS-MBS CORP US N 2 2054-09-15 Fixed 2.61190000 N N N N N N OPEN TEXT HOLDINGS INC N/A 683720AA4 550000.00000000 PA USD 475777.50000000 0.004133743607 Long DBT CORP US Y 2 2030-02-15 Fixed 4.12500000 N N N N N N Capital Automotive Reit N/A 12510HAK6 5831987.64000000 PA USD 5141492.55000000 0.044671326322 Long ABS-O CORP US Y 2 2051-08-15 Fixed 1.44000000 N Y N N N N SOCIEDAD QUIMICA Y MINER TJ88LXZZW5PWIN93ZC81 833636AL7 4525000.00000000 PA USD 3342843.75000000 0.029043952227 Long DBT CORP CL Y 2 2051-09-10 Fixed 3.50000000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AK7 8081475.00000000 PA USD 7792659.25000000 0.067705714030 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 503330.39000000 0.004373134042 Long DBT CORP US N 2 2029-09-05 Fixed 2.35000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804FZ2 8879000.00000000 PA USD 8678616.86000000 0.075403265105 Long DBT CORP US N 2 2028-04-01 Fixed 3.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERSB7 3182741.50000000 PA USD 3213344.93000000 0.027918815122 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 5521566.91000000 0.047973563094 Long DBT CORP US N 2 2024-10-01 Fixed 4.10000000 N N N N N N Sequoia Mortgage Trust N/A 81746XAU0 49536.22000000 PA USD 45669.40000000 0.000396793859 Long ABS-CBDO CORP US Y 2 2047-04-25 Variable 3.50000000 N N N N N N MVW Owner Trust N/A 55400DAA9 6344891.94000000 PA USD 6003164.31000000 0.052157872301 Long ABS-O CORP US Y 2 2038-10-20 Fixed 2.22000000 N N N N N N MIAMI-DADE CNTY FL AVIATION RE N/A 59333P4L9 3940000.00000000 PA USD 3784410.98000000 0.032880463441 Long DBT MUN US N 2 2026-10-01 Fixed 3.04900000 N N N N N N KFW 549300GDPG70E3MBBU98 BN5949316 7800000.00000000 PA 331634.30000000 0.002881370320 Long DBT CORP DE N 2 2025-07-25 Fixed 4.40000000 N N N N N N EUROPEAN BK RECON & DEV 549300HTGDOVDU6OGK19 BG3727990 627781.41000000 PA USD 544744.08000000 0.004732952605 Long DBT NUSS N/A N 3 2023-02-28 Fixed 10.00000000 N Y N N N N WRKCO INC 549300JEB576INN13W07 92940PAD6 3600000.00000000 PA USD 3610828.91000000 0.031372313577 Long DBT CORP US N 2 2029-03-15 Fixed 4.90000000 N N N N N N STRYKER CORP 5493002F0SC4JTBU5137 AV5130316 450000.00000000 PA 443852.13000000 0.003856363331 Long DBT CORP US N 2 2030-11-30 Fixed 2.62500000 N N N N N N PERUSAHAAN PENERBIT SBSN 254900G208H6Q0L5B953 71567PAV2 2560000.00000000 PA USD 2515890.94000000 0.021859058255 Long DBT CORP ID Y 2 2032-06-06 Fixed 4.70000000 N N N N N N O'REILLY AUTOMOTIVE INC 549300K2RLMQL149Q332 67103HAF4 6875000.00000000 PA USD 6638914.08000000 0.057681518433 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 1242227.82000000 0.010792967951 Long LON CORP US N 2 2026-07-01 Variable 3.00470000 N N N N N N Merrill Lynch Mortgage Investo N/A 59020U4M4 620447.33000000 PA USD 593451.79000000 0.005156144506 Long ABS-O CORP US N 2 2037-01-25 Variable 2.27838000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAL7 1300000.00000000 PA USD 1019410.76000000 0.008857044967 Long DBT CORP US N 2 2031-08-16 Fixed 2.50000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCX2 20000000.00000000 PA USD 18765068.60000000 0.163038357976 Long DBT CORP US N 2 2025-06-20 Fixed 2.75000000 N N N N N N COMM Mortgage Trust N/A 12659DAG5 3000000.00000000 PA USD 2721501.00000000 0.023645479999 Long ABS-MBS CORP US Y 2 2039-01-10 Fixed 3.37600000 N N N N N N GRUPO BIMBO SAB DE CV 5493000RIXURZEBFEV60 40052VAE4 2500000.00000000 PA USD 2292570.88000000 0.019918765008 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 3713285.67000000 0.032262498541 Long DBT CORP US N 2 2048-08-01 Fixed 4.17800000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F050684 25000000.00000000 PA USD 25441894.50000000 0.221049269336 Long ABS-O USGSE US N 2 2052-08-25 Fixed 5.00000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CC1 3750000.00000000 PA USD 3444635.93000000 0.029928363057 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 20180875.89000000 0.175339453202 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 118853.75000000 0.001032648515 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 2561402.22000000 0.022254478305 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 716924.90000000 0.006228927854 Long DBT NUSS PY Y 2 2050-03-30 Fixed 5.40000000 N N N N N N TARGET CORP 8WDDFXB5T1Z6J0XC1L66 87612EBJ4 9375000.00000000 PA USD 8279394.75000000 0.071934665087 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 5372578.14000000 0.046679089574 Long DBT UST US N 2 2042-11-15 Fixed 2.75000000 N N N N N N CHURCH & DWIGHT CO INC POOXSI30AWAQGYJZC921 17136MAB8 5625000.00000000 PA USD 5750449.99000000 0.049962190065 Long DBT CORP US N 2 2052-06-15 Fixed 5.00000000 N N N N N N Wells Fargo Commercial Mortgag 549300MZIB10PDVAE312 95000FAU0 7828105.45000000 PA USD 7642363.30000000 0.066399883211 Long ABS-MBS CORP US N 2 2048-07-15 Fixed 2.78800000 N N N N N N Olympic Tower Mortgage Trust N/A 68162MAA0 5434000.00000000 PA USD 4976803.35000000 0.043240441239 Long ABS-MBS CORP US Y 2 2039-05-10 Fixed 3.56600000 N N N N N N PECO ENERGY CO YH65D4JBECK76IFEJ279 693304AY3 3700000.00000000 PA USD 2699718.10000000 0.023456221525 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 1951647.60000000 0.016956688346 Long ABS-MBS CORP US N 2 2048-08-10 Variable 4.52165600 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 35564KYP8 31100000.00000000 PA USD 31256221.52000000 0.271566448372 Long ABS-CBDO USGSE US Y 2 2042-06-25 Variable 5.27924000 N N N N N N Woodward Capital Management N/A 74938WAY7 15951187.99000000 PA USD 13288312.62000000 0.115454130012 Long ABS-CBDO CORP US Y 2 2052-02-25 Variable 2.50000000 N Y N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CEU1 125795000.00000000 PA USD 125293784.92000000 1.088602093252 Long DBT UST US N 2 2025-06-15 Fixed 2.87500000 N N N N N N BAT INTL FINANCE PLC 21380041YBGOQDFAC823 05530QAP5 13200000.00000000 PA USD 12495880.85000000 0.108569168526 Long DBT CORP GB N 2 2028-03-16 Fixed 4.44800000 N N N N N N STARS GROUP HOLDINGS BV 549300RNFXC8F8RT6R13 933MFSII9 1984999.98000000 PA USD 1883983.33000000 0.016368794334 Long LON CORP NL N 2 2026-07-21 Variable 4.50040000 N N N N N N AMCOR FLEXIBLES NORTH AM PTVU09TE3QPJPL7K4E13 081437AS4 852000.00000000 PA USD 816604.12000000 0.007094980449 Long DBT CORP US N 2 2026-09-15 Fixed 3.10000000 N N N N N N SMR 2022-IND Mortgage Trust N/A 78458MAG9 1205738.10000000 PA USD 1147251.24000000 0.009967773757 Long ABS-MBS CORP US Y 2 2039-02-15 Variable 5.22865000 N N N N N N PETRONAS ENERGY CANADA 5493001PEB90YGTDC638 71675BAA8 4175000.00000000 PA USD 3763766.80000000 0.032701098618 Long DBT CORP CA Y 2 2028-03-23 Fixed 2.11200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNEM0 41206384.80000000 PA USD 35921456.21000000 0.312099857529 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38144GAE1 3000000.00000000 PA USD 2339944.23000000 0.020330363461 Long DBT CORP US N 2 N/A Fixed 3.80000000 N N N N N N JPMDB Commercial Mortgage Secu N/A 46590TAE5 3000000.00000000 PA USD 2924961.00000000 0.025413221169 Long ABS-MBS CORP US N 2 2050-03-15 Fixed 3.69390000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBF9 4725000.00000000 PA USD 4140321.93000000 0.035972758925 Long DBT CORP US N 2 2049-02-14 Fixed 5.95000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205AS3 2800000.00000000 PA USD 1900601.50000000 0.016513179585 Long DBT NUSS ZA N 2 2044-07-24 Fixed 5.37500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CCU3 5145000.00000000 PA USD 4977586.54000000 0.043247245904 Long DBT UST US N 2 2023-08-31 Fixed 0.12500000 N N N N N N TEGNA INC 549300YC5EDBGX85AO10 87901JAJ4 675000.00000000 PA USD 631125.00000000 0.005483464295 Long DBT CORP US N 2 2028-03-15 Fixed 4.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4JV9 3772543.60000000 PA USD 3893369.61000000 0.033827139230 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419ARB5 1903002.84000000 PA USD 2002870.35000000 0.017401731912 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 1448214.29000000 0.012582660094 Long DBT CORP US N 2 2030-03-15 Fixed 2.40000000 N N N N N N Morgan Stanley Capital I Trust N/A 61765DAU2 2795000.00000000 PA USD 2754225.98000000 0.023929807604 Long ABS-MBS CORP US N 2 2048-05-15 Variable 3.77900000 N N N N N N Social Professional Loan Progr N/A 83404FAC8 377901.78000000 PA USD 376647.60000000 0.003272463722 Long ABS-O CORP US Y 2 2040-03-26 Fixed 2.40000000 N N N N N N UNIV OF NEW MEXICO NM 549300WZXG6PIBC7KB43 914692X60 20000000.00000000 PA USD 19578146.00000000 0.170102696883 Long DBT MUN US N 2 2032-06-20 Fixed 3.53200000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 21684AAF3 10250000.00000000 PA USD 9773423.69000000 0.084915381030 Long DBT CORP NL N 2 2026-07-21 Fixed 3.75000000 N N N N N N FEDERAL REALTY INVESTMEN 549300LI6XZ51GOCJ427 313747BB2 3050000.00000000 PA USD 2728713.52000000 0.023708145233 Long DBT CORP US N 2 2026-02-15 Fixed 1.25000000 N N N N N N SMB Private Education Loan Tru 5493000RGRVHYZAIY180 78448WAB1 6173806.04000000 PA USD 6039924.59000000 0.052477260192 Long ABS-O CORP US Y 2 2034-09-15 Fixed 2.88000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2M5 5600000.00000000 PA USD 4785734.24000000 0.041580357036 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 3661694.07000000 0.031814250259 Long DBT CORP KY Y 2 2030-09-17 Fixed 2.62500000 N N N N N N DANA INC KVWHW7YLZPFJM8QYNJ51 235825AF3 225000.00000000 PA USD 194959.78000000 0.001693887887 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 301273.29000000 0.002617581824 Long DBT CORP US N 2 2028-06-15 Fixed 5.62500000 N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CL1 6200000.00000000 PA USD 5303084.63000000 0.046075302399 Long DBT CORP GB N 2 2028-09-22 Fixed 2.01300000 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546BA1 3750000.00000000 PA USD 2791096.16000000 0.024250150350 Long DBT CORP US N 2 2052-03-15 Fixed 3.30000000 N N N N N N MEG ENERGY CORP 5493002WXPTG5ZC1T326 552704AF5 725000.00000000 PA USD 662190.21000000 0.005753371160 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 5512500.00000000 0.047894786185 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 2509046.75000000 0.021799593218 Long ABS-MBS CORP US N 2 2048-08-10 Fixed 3.69600000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU N/A 92938JAE2 3643117.03000000 PA USD 3636788.57000000 0.031597861398 Long ABS-MBS CORP US N 2 2046-03-15 Variable 4.07900000 N N N N N N Federal Home Loan Bank Discount Notes 2549001DPIFGXC1TOL40 313385YU4 15000000.00000000 PA USD 15000000.00000000 0.130325948802 Long STIV USGSE US N 2 N N N ROMANIA 315700IASY927EDWBK92 77586RAJ9 4600000.00000000 PA USD 2993406.25000000 0.026007900645 Long DBT NUSS RO Y 2 2051-02-14 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179W5B0 47824772.16000000 PA USD 43824683.35000000 0.380766229237 Long ABS-MBS USGSE US N 2 2052-05-20 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BL87 2000281.74000000 PA USD 2054243.16000000 0.017848079259 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 3676532.77000000 0.031943174770 Long DBT CORP JP N 2 2022-10-18 Fixed 2.77800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132FCC52 1453160.36000000 PA USD 1530316.78000000 0.013295999088 Long ABS-MBS MUN US N 2 2036-06-01 Fixed 5.00000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DN7 30950000.00000000 PA USD 24789127.97000000 0.215377774845 Long DBT CORP US N 2 2030-08-21 Fixed 1.75000000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CL6 2150000.00000000 PA USD 1933905.59000000 0.016802538727 Long DBT CORP US N 2 2038-01-15 Fixed 3.40000000 N N N N N N COMM Mortgage Trust N/A 12624QAR4 3181076.85000000 PA USD 3170710.67000000 0.027548391763 Long ABS-MBS CORP US N 2 2045-10-15 Fixed 2.85300000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 80413TAB5 4500000.00000000 PA USD 4398362.55000000 0.038214718167 Long DBT NUSS SA Y 2 2026-10-26 Fixed 3.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCSB2 6913492.46000000 PA USD 6935587.57000000 0.060259135370 Long ABS-MBS MUN US N 2 2048-07-01 Fixed 4.00000000 N N N N N N Frost CMBS 635400USRLUMX8CQN243 BCC3320N6 900000.00000000 PA 1048893.47000000 0.009113202444 Long ABS-MBS CORP IE Y 2 2026-11-22 Variable 0.00000100 N Y N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NAY5 1200000.00000000 PA USD 1192560.00000000 0.010361434233 Long DBT CORP NL N 2 2028-01-27 Fixed 5.99900000 N N N N N ASPLUNDH TREE EXPERT LLC N/A 04538FAD1 1719375.00000000 PA USD 1656325.52000000 0.014390812994 Long LON CORP US N 2 2027-09-07 Variable 3.41610000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 64072UAK8 706915.78000000 PA USD 655515.93000000 0.005695382368 Long LON CORP US N 2 2027-04-15 Variable 3.82400000 N N N N N N STATE OF ISRAEL 213800T8ZHTFZIBYPE21 46513JXN6 3100000.00000000 PA USD 2502709.05000000 0.021744528767 Long DBT NUSS IL N 2 2050-01-15 Fixed 3.37500000 N N N N N N COMM Mortgage Trust N/A 12592MBM1 5205000.00000000 PA USD 5150618.68000000 0.044750617759 Long ABS-MBS CORP US N 2 2047-10-10 Variable 4.18800000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KY6 36375000.00000000 PA USD 34612427.91000000 0.300726500515 Long DBT CORP US N 2 2026-10-21 Fixed 3.20000000 N N N N N N GS Mortgage Securities Trust 549300L45M7638EL0H21 36250GAW5 4061000.00000000 PA USD 3862517.41000000 0.033559083081 Long ABS-MBS CORP US N 2 2050-05-10 Variable 4.20508400 N N N N N N GS Mortgage-Backed Securities N/A 36264TAD3 7977846.17000000 PA USD 6922377.12000000 0.060144357742 Long ABS-CBDO CORP US Y 2 2052-07-25 Variable 3.00000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAL2 4750000.00000000 PA USD 3454550.69000000 0.030014506424 Long DBT CORP N/A N 2 2042-02-15 Fixed 3.12500000 N N N N N AEP TRANSMISSION CO LLC 549300X123Z1I0LA3Y84 00115AAE9 1650000.00000000 PA USD 1593245.33000000 0.013842747287 Long DBT CORP US N 2 2026-12-01 Fixed 3.10000000 N N N N N N GS Mortgage Securities Trust 5493005BBCF84ICNQ550 36254JAG0 2500000.00000000 PA USD 2289281.50000000 0.019890185570 Long ABS-MBS CORP US Y 2 2037-09-10 Variable 3.59910000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAV1 1925000.00000000 PA USD 1688945.05000000 0.014674224407 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 146491.19000000 0.001272773555 Long DBT CORP IT Y 2 2032-06-01 Fixed 4.19800000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEF1 3500000.00000000 PA USD 2693029.57000000 0.023398108924 Long DBT NUSS DO Y 2 2032-09-23 Fixed 4.87500000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325CU7 1700000.00000000 PA USD 1136109.63000000 0.009870971031 Long DBT NUSS CO N 2 2045-06-15 Fixed 5.00000000 N N N N N N Navient Student Loan Trust N/A 63942BAA2 6157089.40000000 PA USD 5635735.39000000 0.048965504126 Long ABS-O CORP US Y 2 2069-05-15 Fixed 0.84000000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BAN0 2890000.00000000 PA USD 2722794.14000000 0.023656715312 Long DBT CORP US N 2 2041-09-15 Fixed 4.80000000 N N N N N N SPIN HOLDCO INC 549300QAS44U2GUXGK45 84850XAK8 762300.00000000 PA USD 700172.55000000 0.006083376793 Long LON CORP US N 2 2028-03-04 Variable 5.61070000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DP4 3000000.00000000 PA USD 2274323.31000000 0.019760222884 Long DBT NUSS PE N 2 2032-12-01 Fixed 1.86200000 N N N N N N O'REILLY AUTOMOTIVE INC 549300K2RLMQL149Q332 67103HAK3 12400000.00000000 PA USD 9829368.03000000 0.085401447642 Long DBT CORP US N 2 2031-03-15 Fixed 1.75000000 N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDC3 1600000.00000000 PA USD 1258512.00000000 0.010934451365 Long DBT CORP MX N 2 2030-01-23 Fixed 6.84000000 N N N N N N 20 TSQ GroundCo LLC N/A 90137LAJ9 12000000.00000000 PA USD 11281720.80000000 0.098020064492 Long ABS-MBS CORP US Y 2 2035-05-15 Variable 3.20323000 N N N N N N BWAY Mortgage Trust N/A 12429EAA5 2360000.00000000 PA USD 2075281.81000000 0.018030871394 Long ABS-MBS CORP US Y 2 2044-02-10 Fixed 3.40200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGV55 55340220.28000000 PA USD 51765486.10000000 0.449759072747 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N KOREA TREASURY BOND 549300O0QCVSQGPGDT58 BR7206518 1225000000.00000000 PA 845906.40000000 0.007349570278 Long DBT NUSS KR N 2 2031-12-10 Fixed 2.37500000 N N N N N N ANTOFAGASTA PLC 213800MY6QVH4FVLD628 03718NAB2 2000000.00000000 PA USD 1927500.00000000 0.016746884421 Long DBT CORP GB Y 2 2032-05-13 Fixed 5.62500000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 038461AM1 2700000.00000000 PA USD 1594026.00000000 0.013849530057 Long DBT NUSS EG Y 2 2047-01-31 Fixed 8.50000000 N N N N N N ADANI ELECTRICITY MUMBAI 335800AIC1B5EBFVUC38 00654GAB9 1950000.00000000 PA USD 1532339.19000000 0.013313570588 Long DBT CORP IN Y 2 2031-07-22 Fixed 3.86700000 N N N N N N BRF SA 254900MTXR9LUVQFU480 10552TAH0 1000000.00000000 PA USD 665410.18000000 0.005781347536 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 3556041.93000000 0.030896302567 Long ABS-O CORP US N 2 2027-01-15 Fixed 1.48000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDL2 12925000.00000000 PA USD 9144503.68000000 0.079451074561 Long DBT CORP US N 2 2051-01-15 Fixed 2.80000000 N N N N N N Sequoia Mortgage Trust N/A 81733YAA7 728143.60000000 PA USD 676056.50000000 0.005873846987 Long ABS-CBDO CORP 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 1640588.91000000 0.014254087086 Long ABS-MBS CORP US N 2 2048-04-10 Variable 3.75800000 N N N N N N Hudson Yards N/A 44421LAA0 6000000.00000000 PA USD 5550323.40000000 0.048223410884 Long ABS-MBS CORP US Y 2 2038-08-10 Fixed 2.83500000 N N N N N N MVW Owner Trust N/A 553896AA9 1615163.84000000 PA USD 1584766.62000000 0.013769080892 Long ABS-O CORP US Y 2 2034-12-20 Fixed 2.42000000 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759AR1 7971000.00000000 PA USD 7612983.33000000 0.066144618380 Long DBT CORP US N 2 2026-07-01 Fixed 2.90000000 N N N N N N TAKE-TWO INTERACTIVE SOF BOMSTHHJK882EWYX3334 874054AG4 4850000.00000000 PA USD 4707645.18000000 0.040901888314 Long DBT CORP US N 2 2027-04-14 Fixed 3.70000000 N N N N N N DUKE REALTY LP 2549009GZDBNY1KE9O81 26441YBE6 3125000.00000000 PA USD 2555909.75000000 0.022206757548 Long DBT CORP US N 2 2030-07-01 Fixed 1.75000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SE9 20120000.00000000 PA USD 20443020.36000000 0.177617068320 Long DBT UST US N 2 2048-11-15 Fixed 3.37500000 N Y N N N N JP Morgan Mortgage Trust N/A 46655DBX9 18239349.48000000 PA USD 16159516.46000000 0.140400287656 Long ABS-CBDO CORP US Y 2 2052-08-25 Variable 3.00000000 N N N N N N GS Mortgage-Backed Securities N/A 36260RAD1 1961067.79000000 PA USD 1642649.21000000 0.014271987789 Long ABS-CBDO CORP US Y 2 2051-05-25 Variable 2.50000000 N N N N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 36321PAD2 3203507.24000000 PA USD 2718299.96000000 0.023617668094 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 4674162.61000000 PA USD 4617438.84000000 0.040118139857 Long ABS-MBS CORP US N 2 2050-02-15 Fixed 3.48800000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 03846JAD2 1500000.00000000 PA USD 1056714.15000000 0.009181151614 Long DBT NUSS EG Y 2 2027-09-30 Fixed 5.80000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468U6 4900000.00000000 PA USD 3854323.44000000 0.033487890620 Long DBT CORP US N 2 2032-02-13 Fixed 1.79400000 N N N N N N DUKE ENERGY INDIANA LLC 6URPHM2EAWGJ2C6ISB97 26443TAC0 9825000.00000000 PA USD 6956244.33000000 0.060438609494 Long DBT CORP US N 2 2050-04-01 Fixed 2.75000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBE4 3250000.00000000 PA USD 2442797.34000000 0.021223992071 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 3493325.03000000 0.030351393267 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 6457524.75000000 0.056105535997 Long DBT NUSS KR Y 2 2025-06-15 Fixed 1.12500000 N N N N N N ANGLOGOLD HOLDINGS PLC 213800745ZIXC4L6A131 03512TAF8 4300000.00000000 PA USD 3640499.37000000 0.031630102300 Long DBT CORP IM N 2 2028-11-01 Fixed 3.37500000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBS3 4400000.00000000 PA USD 3484815.71000000 0.030277460920 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 273080.72000000 0.002372633595 Long DBT NUSS CL N 2 2051-01-22 Fixed 1.25000000 N N N N N N ROCKET SOFTWARE INC 549300PVG26ISP5X1556 77313DAN1 974811.10000000 PA USD 904137.30000000 0.007855503431 Long LON CORP US N 2 2025-11-28 Variable 5.91610000 N N N N N N EMBRAER NETHERLANDS FINA 724500PBR8LR26XBSP67 29082HAC6 3000000.00000000 PA USD 2904000.00000000 0.025231103688 Long DBT CORP NL Y 2 2028-01-17 Fixed 6.95000000 N N N N N N Australia and New Zealand Banking Group Limited JHE42UYNWWTJB8YTTU19 EUR220729 1.00000000 NC USD -1720.14000000 -0.00001494525 N/A DFE CORP US N 2 Australia and New Zealand Banking Group Limited JHE42UYNWWTJB8YTTU19 346528.05000000 EUR 362138.79000000 USD 2022-07-29 -1720.14000000 N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 BP9627632 500000.00000000 PA 521893.15000000 0.004534414663 Long DBT CORP GB N 2 2031-12-15 Fixed 1.98500000 N N N N N N Dominos Pizza Master Issuer LL N/A 25755TAN0 28289250.00000000 PA USD 24658013.58000000 0.214238601027 Long ABS-O CORP US Y 2 2051-04-25 Fixed 2.66200000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFT6 17525000.00000000 PA USD 12855751.69000000 0.111695869104 Long DBT CORP US N 2 2040-11-20 Fixed 2.65000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638CZ3 3515000.00000000 PA 739380.27000000 0.006424029014 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 2788046.37000000 PA USD 2732030.89000000 0.023736967859 Long ABS-MBS CORP KY Y 2 2037-12-18 Variable 2.44229000 N N N N N N BANCOLOMBIA SA 54930052NWJRPNMP1W58 05968LAL6 2650000.00000000 PA USD 2312125.00000000 0.020088658958 Long DBT CORP CO N 2 2029-12-18 Fixed 4.62500000 N N N N Y Bancolombia SA USD XXXX N N N ALLIANCE LAUNDRY SYSTEMS 549300YBOGK6MBI5ND34 01862LAW8 1631928.58000000 PA USD 1547280.44000000 0.013443386093 Long LON CORP US N 2 2027-10-08 Variable 4.52140000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271AU3 5500000.00000000 PA USD 5459122.57000000 0.047431021904 Long DBT CORP US N 2 2030-12-15 Fixed 4.90000000 N N N N N N KOMMUNINVEST I SVERIGE EV2XZWMLLXF2QRX0CD47 50046PBY0 800000.00000000 PA USD 794564.54000000 0.006903491837 Long DBT NUSS SE Y 2 2024-07-03 Fixed 2.87500000 N N N N N N CIMB BANK BHD SR3J0ZUTXT7OTFT2VU03 12570RAA3 4200000.00000000 PA USD 3810052.22000000 0.033103244703 Long DBT CORP MY Y 2 2027-07-20 Fixed 2.12500000 N N N N N N TELEFONICA EMISIONES SAU 549300Y5MFC4SW5Z3K71 87938WAT0 2125000.00000000 PA USD 2080446.51000000 0.018075744356 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 459138.33000000 0.003989175899 Long DBT NUSS EG Y 2 2031-04-11 Fixed 6.37500000 N N N N N N MAGALLANES INC 549300DXR29GD4N0A520 55903VAN3 20550000.00000000 PA USD 17483735.53000000 0.151905628104 Long DBT CORP US Y 2 2042-03-15 Fixed 5.05000000 N N N N N N UNIV OF CALIFORNIA CA REVENUES N/A 91412GTG0 10230000.00000000 PA USD 10529772.76000000 0.091486841708 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 2965506.48000000 0.025765496379 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 485035.92000000 0.004214184431 Long DBT CORP OM Y 2 2030-06-15 Fixed 4.87500000 N N N N N N JP Morgan Mortgage Trust N/A 465976AA6 25920221.46000000 PA USD 22816381.21000000 0.198237768629 Long ABS-CBDO USGSE US Y 2 2052-07-25 Variable 3.25000000 N N N N N N LS GROUP OPCO ACQUISITIO N/A 50220KAB0 914178.06000000 PA USD 851328.32000000 0.007396678069 Long LON CORP US N 2 2027-11-02 Variable 4.00000000 N N N N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 02376CBA2 629616.19000000 PA USD 607818.88000000 0.005280971482 Long LON CORP US N 2 2023-12-14 Variable 2.84040000 N N N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 401494AN9 1800000.00000000 PA USD 1729098.00000000 0.015023089161 Long DBT NUSS GT Y 2 2026-05-03 Fixed 4.50000000 N N N N N PATTERN ENERGY OP LP/PAT N/A 70339PAA7 600000.00000000 PA USD 522000.00000000 0.004535343018 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 2884749.71000000 0.025063849534 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 1750000.00000000 0.015204694026 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 16007281.65000000 0.139077611252 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 8839077.38000000 0.076797409739 Long DBT CORP CH Y 2 2027-02-02 Fixed 1.30500000 N N N N N N Progress Residential Trust N/A 74333TAG4 5385000.00000000 PA USD 4636721.94000000 0.040285679077 Long ABS-O CORP US Y 2 2038-10-17 Fixed 2.08200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BP59 298347.33000000 PA USD 306437.40000000 0.002662449660 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 3703341.61000000 0.032176100604 Long DBT CORP US N 2 N/A Fixed 4.10000000 N N N N N N FIC Funding, LLC N/A 30260GAA4 6812365.82000000 PA USD 6665784.14000000 0.057914976170 Long ABS-O CORP US Y 2 2033-04-15 Fixed 1.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9RK9 5747541.63000000 PA USD 5788019.44000000 0.050288608347 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 939431.88000000 0.008162156739 Long ABS-MBS CORP US Y 2 2038-08-05 Variable 4.40871700 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EP4 4521000.00000000 PA USD 3598369.24000000 0.031264059023 Long DBT CORP AU N 2 2035-11-15 Fixed 2.66800000 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 75915TAD4 2012842.44000000 PA USD 1874137.47000000 0.016283249597 Long LON CORP US N 2 2025-11-16 Variable 4.25000000 N N N N N N Morgan Stanley BAML Trust N/A 61764PBC5 915823.73000000 PA USD 883011.32000000 0.007671952538 Long ABS-MBS CORP US Y 2 2046-12-15 Fixed 4.38400000 N N N N N N ONTARIO TEACHERS' FINANC 635400ZZE5J8OXXBBY26 68329AAC2 15000000.00000000 PA USD 14506950.00000000 0.126042134865 Long DBT NUSS CA Y 2 2024-09-12 Fixed 1.62500000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBU8 1700000.00000000 PA USD 1507071.18000000 0.013094032096 Long DBT CORP GB N 2 2027-11-24 Fixed 2.27900000 N N N N N N ALBION FINANCING 1SARL / N/A BR9345488 1000000.00000000 PA 874474.31000000 0.007597779610 Long DBT CORP LU Y 2 2026-10-15 Fixed 5.25000000 N N N N N N ELP 2021-ELP N/A 26863LAG9 7000000.00000000 PA USD 6674828.30000000 0.057993555419 Long ABS-MBS CORP US Y 2 2038-11-15 Variable 2.64480000 N N N N N N UNIV OF MASSACHUSETTS MA BLDG 6ILE2573NPR1XO2TR556 914437UR7 7620000.00000000 PA USD 6631165.55000000 0.057614196131 Long DBT MUN US N 2 2035-11-01 Fixed 3.09700000 N N N N N N Navient Student Loan Trust N/A 63935BAA1 3730383.95000000 PA USD 3476876.01000000 0.030208477658 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 979529.61000000 0.008510541720 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 4037095.18000000 0.035075883982 Long DBT CORP US N 2 2037-02-01 Fixed 6.25000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAA9 3350000.00000000 PA USD 3034581.92000000 0.026365651196 Long DBT CORP US N 2 2033-02-01 Fixed 4.20000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 80413TAR0 6150000.00000000 PA USD 5039577.96000000 0.043785851946 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 575526.04000000 0.005000398481 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 2701200.00000000 0.023469096860 Long DBT CORP IE Y 2 2027-09-15 Fixed 6.87500000 N N N N N N Federal Farm Credit Discount Notes N/A 313313C48 5461000.00000000 PA USD 5448504.74000000 0.047338769986 Long STIV USGSE US N 2 N N N AFRICAN EXPORT-IMPORT BA 21380068LJCDYA42GJ76 00831TAB7 2325000.00000000 PA USD 2051634.01000000 0.017825409929 Long DBT NUSS N/A Y 2 2026-05-17 Fixed 2.63400000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475AP0 6000000.00000000 PA USD 6014568.12000000 0.052256953125 Long DBT CORP US N 2 2024-04-29 Fixed 3.90000000 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 68205LAB9 1500000.00000000 PA USD 1445054.12000000 0.012555203284 Long DBT NUSS OM Y 2 2029-08-01 Fixed 6.00000000 N N N N N N COMM Mortgage Trust N/A 12595VAF4 2600000.00000000 PA USD 2535859.56000000 0.022032553545 Long ABS-MBS CORP US N 2 2051-05-10 Variable 4.49324800 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABN4 7800000.00000000 PA USD 5679836.99000000 0.049348676317 Long DBT CORP US N 2 2051-02-15 Fixed 3.30000000 N N N N N N CANAL BARGE CO 549300FW5XOTMDFBYM02 137001AF0 3032000.00000000 PA USD 3109020.32000000 0.027012401536 Long DBT CORP US N 2 2034-11-12 Fixed 4.50000000 N N N N N N Federal Agricultural Mortgage Corp Discount Notes 549300MS654K78GYF580 31315LD47 7000000.00000000 PA USD 6981454.97000000 0.060657649532 Long STIV USGSE US N 2 N N N Countrywide Home Loans N/A 12669GHG9 436854.10000000 PA USD 436780.88000000 0.003794925506 Long ABS-CBDO CORP US N 2 2035-02-20 Variable 2.52037600 N N N N N N Citibank N.A. E57ODZWZ7FF32TWEFA76 HUF220729 1.00000000 NC USD -1153.51000000 -0.00001002215 N/A DFE CORP US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 153078290.00000000 HUF 401514.51000000 USD 2022-07-29 -1153.51000000 N N N AUSTRALIAN GOVERNMENT 213800J6B7JSBDETCB42 LW0207677 400000.00000000 PA 259868.42000000 0.002257839893 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 1601950.00000000 0.013918376912 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 3740236.55000000 PA USD 3673211.51000000 0.031914318346 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 1862120.00000000 0.016178837052 Long DBT CORP IN Y 2 2027-08-04 Fixed 4.20000000 N N N N N N Winwater Mortgage Loan Trust 5493002CYMIHYUBDIR84 97652PAX9 326074.75000000 PA USD 305684.02000000 0.002655903996 Long ABS-CBDO CORP US Y 2 2044-06-20 Variable 3.90843200 N N N N N N UNITED OVERSEAS BANK LTD IO66REGK3RCBAMA8HR66 91127KAE2 3500000.00000000 PA USD 3153972.47000000 0.027402963643 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 1185252.00000000 0.010297939431 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 2707013.18000000 0.023519604073 Long DBT NUSS BR N 2 2028-01-13 Fixed 4.62500000 N N N N N N UBS Commercial Mortgage Trust N/A 90353KAY5 1750000.00000000 PA USD 1742671.35000000 0.015141019809 Long ABS-MBS CORP US N 2 2051-10-15 Fixed 4.33440000 N N N N N N QNB FINANCE LTD 549300MY0DXTHQEX5O57 BN6735318 8000000.00000000 PA 1147155.70000000 0.009966943668 Long DBT CORP KY N 2 2026-02-04 Fixed 3.15000000 N N N N N N PORT OF CORPUS CHRISTI TX AUTH N/A 733911BN0 2000000.00000000 PA USD 2004722.20000000 0.017417821520 Long DBT MUN US N 2 2022-12-01 Fixed 3.13800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4GS9 1751093.76000000 PA USD 1843015.85000000 0.016012852620 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 1549509.73000000 0.013462755049 Long ABS-MBS CORP US N 2 2048-10-10 Fixed 3.77400000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAL9 24885000.00000000 PA USD 19453226.87000000 0.169017349940 Long DBT CORP US N 2 2031-02-15 Fixed 1.70000000 N N N N N N PARTNERRE FINANCE B LLC 549300O0FAGHK2F79881 70213BAC5 11875000.00000000 PA USD 9880726.16000000 0.085847667444 Long DBT CORP US N 2 2050-10-01 Fixed 4.50000000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 JV5341526 3000000.00000000 PA 493092.26000000 0.004284181108 Long DBT NUSS BR N 2 2027-01-01 Fixed 10.00000000 N N N N N N UBS Commercial Mortgage Trust N/A 90276EAC1 12117239.02000000 PA USD 11868478.16000000 0.103118045136 Long ABS-MBS CORP US N 2 2050-06-15 Fixed 3.25600000 N N N N N N BANCO BTG PACTUAL/CAYMAN 2549002JHJ73KGETOK78 05971AAG6 5000000.00000000 PA USD 4442250.00000000 0.038596029737 Long DBT CORP BR Y 2 2026-01-11 Fixed 2.75000000 N N N N N N DOW CHEMICAL CO/THE ZQUIP1CSZO8LXRBSOU78 260543CZ4 500000.00000000 PA 461948.80000000 0.004013594377 Long DBT CORP US N 2 2027-03-15 Fixed 0.50000000 N N N N N N Freddie Mac - STACR N/A 35564KTB5 3130000.00000000 PA USD 2988943.73000000 0.025969128502 Long ABS-CBDO CORP US Y 2 2042-03-25 Variable 4.42566000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNDJ8 31126274.39000000 PA USD 28127362.44000000 0.244381679820 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Cassia S.r.l. 815600A9D6ADF4638276 BCC35W5M5 600000.00000000 PA 593295.43000000 0.005154785989 Long ABS-MBS CORP IT Y 2 2034-05-22 Variable 0.00001000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BD6 7000000.00000000 PA USD 6912500.00000000 0.060058541406 Long DBT CORP US N 2 N/A Fixed 5.37500000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 05533UAE8 300000.00000000 PA USD 278442.00000000 0.002419214522 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 GS Mortgage-Backed Securities N/A 36264RBZ7 4681104.83000000 PA USD 4099337.12000000 0.035616666641 Long ABS-CBDO USGSE US Y 2 2052-09-25 Variable 3.00000000 N N N N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 BJ9620649 72000000.00000000 PA 111272.73000000 0.000966781607 Long DBT NUSS RU N 3 2025-07-16 Fixed 4.50000000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JBD9 3825000.00000000 PA USD 2985871.84000000 0.025942438703 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXJ8 12825000.00000000 PA USD 12571759.47000000 0.109228432069 Long DBT CORP US N 2 2025-04-01 Fixed 3.50000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAC7 2099000.00000000 PA USD 2086691.63000000 0.018130004435 Long DBT CORP FR Y 2 2024-07-11 Fixed 4.62500000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BC7 200000.00000000 PA USD 170560.00000000 0.001481892921 Long DBT NUSS ZA N 2 2032-04-20 Fixed 5.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M5X47 1915343.06000000 PA USD 2062163.95000000 0.017916898224 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 7640977.50000000 0.066387842831 Long ABS-MBS CORP US N 2 2053-05-13 Fixed 2.53610000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBW4 3100000.00000000 PA USD 2755237.87000000 0.023938599305 Long DBT CORP US N 2 2032-03-16 Fixed 4.74200000 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 BV4041802 2645000.00000000 PA USD 2305923.67000000 0.020034779343 Long DBT NUSS PH N 2 2047-03-29 Fixed 4.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHEZ1 7592645.06000000 PA USD 7424102.77000000 0.064503549167 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.50000000 N N N N N N IHO VERWALTUNGS GMBH 529900JL0HDVGZMUJF32 QZ5113407 400000.00000000 PA 347131.34000000 0.003016014749 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 1116046.50000000 0.009696654601 Long DBT NUSS GH Y 2 2032-03-26 Fixed 8.12500000 N N N N N N ENA MASTER TRUST 549300CBCHB6Q73VG753 29249BAA3 3800000.00000000 PA USD 2949864.00000000 0.025629588309 Long DBT CORP PA Y 2 2048-05-19 Fixed 4.00000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RLV2 5127000.00000000 PA USD 3839855.88000000 0.033362190721 Long DBT CORP US N 2 2059-09-15 Fixed 3.65000000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAF9 1925000.00000000 PA USD 1908002.25000000 0.016577480236 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 1478686.95000000 0.012847418649 Long DBT MUN US N 2 2023-10-01 Fixed 2.36800000 N N N N N N CABLEVISION LIGHTPATH 5493002ZVBLRLGES1R71 12687HAB3 418625.00000000 PA USD 393771.23000000 0.003421240610 Long LON CORP US N 2 2027-11-30 Variable 4.57400000 N N N N N N COMM Mortgage Trust N/A 12655TBP3 6500000.00000000 PA USD 5833055.80000000 0.050679902103 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 3.26300000 N N N N N N Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 SEK220729 1.00000000 NC USD -608.46000000 -0.00000528654 N/A DFE CORP US N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 117277.09000000 USD 1192286.95000000 SEK 2022-07-29 -608.46000000 N N N BPCE SA 9695005MSX1OYEMGDF46 ZO4152757 300000.00000000 PA 279271.97000000 0.002426425630 Long DBT CORP FR N 2 2027-09-15 Fixed 0.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBD7 23700000.00000000 PA USD 22046211.39000000 0.191546227793 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 2640600.00000000 0.022942580027 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 1989789.40000000 0.017288079431 Long ABS-MBS CORP US Y 2 2046-08-10 Variable 5.06282000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCT6 18750000.00000000 PA USD 18697965.56000000 0.162455340152 Long DBT CORP US N 2 2028-10-15 Fixed 4.15000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F5RP6 9279840.00000000 PA USD 9504610.72000000 0.082579827338 Long ABS-CBDO USGSE US N 2 2048-06-15 Variable 7.80160000 N N N N N N ADIENT US LLC 213800SOTRCDGZUHL712 00687MAC5 813119.56000000 PA USD 754843.28000000 0.006558377777 Long LON CORP US N 2 2028-04-10 Variable 4.91610000 N N N N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 85748R009 25220000.00000000 PA USD 25220000.00000000 0.219121361920 Long RA CORP US N 2 Repurchase N 1.45000000 2022-07-01 27396100.00000000 USD 25724569.26000000 USD UST N N N Impac CMB Trust N/A 45254NMB0 310465.23000000 PA USD 300492.12000000 0.002610794709 Long ABS-CBDO CORP US N 2 2035-03-25 Variable 2.28357000 N N N N N N PETRONAS CAPITAL LTD 549300G7YFX3540OYR85 716743AP4 1100000.00000000 PA USD 1037854.29000000 0.009017289670 Long DBT CORP MY Y 2 2030-04-21 Fixed 3.50000000 N N N N N N DUBAI GOVT INT'L BONDS N/A ZO2911030 2000000.00000000 PA USD 1440834.30000000 0.012518539814 Long DBT NUSS AE N 2 2050-09-09 Fixed 3.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128LXA59 339345.90000000 PA USD 349331.40000000 0.003035129743 Long ABS-MBS MUN US N 2 2035-04-01 Fixed 4.50000000 N N N N N N JP Morgan Mortgage Trust N/A 46648HAN3 1221665.54000000 PA USD 1152327.96000000 0.010011882314 Long ABS-CBDO CORP US Y 2 2047-05-25 Variable 3.50000000 N N N N N N ALFA DESARROLLO SPA 2549006BJAN34R520038 01538TAA3 3989216.00000000 PA USD 2862262.48000000 0.024868471561 Long DBT CORP CL Y 2 2051-09-27 Fixed 4.55000000 N N N N N N PRIVATE EXPORT FUNDING CYQE6SAYPFKNQJ6FMH60 742651DR0 25747000.00000000 PA USD 25695020.67000000 0.223248529888 Long DBT CORP US N 2 2022-11-15 Fixed 2.05000000 N N N N N N MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 58933YBF1 4025000.00000000 PA USD 2972376.77000000 0.025825188183 Long DBT CORP US N 2 2051-12-10 Fixed 2.75000000 N N N N N N Verizon Owner Trust 549300XY7L2MRX0BQH89 92348TAA2 5612886.85000000 PA USD 5595570.53000000 0.048616535894 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 742961.09000000 0.006455140598 Long LON CORP US N 2 2024-09-28 Variable 3.56170000 N N N N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 36321PAB6 3300000.00000000 PA USD 2666343.37000000 0.023166248635 Long DBT CORP JE Y 2 2036-03-31 Fixed 2.62500000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 ZQ8043700 47400000.00000000 PA 7234351.73000000 0.062854916879 Long DBT NUSS CN N 2 2026-12-05 Fixed 3.12000000 N N N N N N DUKE REALTY LP 2549009GZDBNY1KE9O81 26441YBC0 2525000.00000000 PA USD 2268978.74000000 0.019713787140 Long DBT CORP US N 2 2029-11-15 Fixed 2.87500000 N N N N N N BLACKSTONE PRIVATE CRE 549300ORP3TTCNXSYO43 BS1707949 400000.00000000 PA 366106.26000000 0.003180876379 Long DBT CORP US Y 2 2026-11-30 Fixed 1.75000000 N N N N N N VOLKSWAGEN BANK GMBH 529900GJD3OQLRZCKW37 AW8992017 300000.00000000 PA 304522.95000000 0.002645816159 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 3097864.02000000 0.026915471177 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 4860000.00000000 0.042225607412 Long DBT CORP US N 2 N/A Fixed 6.25000000 N N N N N N Federal Home Loan Bank Discount Notes 2549001DPIFGXC1TOL40 313385A30 30000000.00000000 PA USD 29955976.80000000 0.260269406584 Long STIV USGSE US N 2 N N N JPMBB Commercial Mortgage Secu N/A 46644YBA7 9952000.00000000 PA USD 9528801.15000000 0.082790003388 Long ABS-MBS CORP US N 2 2048-08-15 Variable 4.76579200 N N N N N N ILLINOIS ST FIN AUTH REVENUE 549300ZG6UBPNNNRN315 45204ED47 5080000.00000000 PA USD 4515012.05000000 0.039228215284 Long DBT MUN US N 2 2047-08-15 Fixed 3.94400000 N N N N N N DUKE ENERGY FLORIDA LLC 7MOHLM3DKE63RX2ZCN83 26444HAA9 4600000.00000000 PA USD 3622064.33000000 0.031469931362 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 12413658.48000000 0.107854787967 Long DBT NUSS NL Y 2 2023-09-20 Fixed 3.00000000 N N N N N N BX Trust N/A 12434FAA5 5000000.00000000 PA USD 4849334.00000000 0.042132936974 Long ABS-MBS CORP US Y 2 2038-12-15 Variable 2.24500000 N N N N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 536797AE3 875000.00000000 PA USD 802042.95000000 0.006968467229 Long DBT CORP US Y 2 2027-12-15 Fixed 4.62500000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 AS1417375 1100000.00000000 PA 713009.67000000 0.006194910783 Long DBT NUSS EG Y 2 2030-04-16 Fixed 5.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132ACS76 7936491.34000000 PA USD 7954362.10000000 0.069110652520 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.00000000 N N N N N N BLACK HILLS CORP 3MGELCRSTNSAMJ962671 092113AH2 6225000.00000000 PA USD 6243439.32000000 0.054245476878 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 3010788.39000000 0.026158923571 Long DBT NUSS N/A Y 2 2033-01-22 Fixed 2.75000000 N N N N N N VOYA FINANCIAL INC 549300T065Z4KJ686G75 45685EAG1 8295000.00000000 PA USD 7777226.10000000 0.067571624702 Long DBT CORP US N 2 2053-05-15 Fixed 5.65000000 N N N N N N Palmer Square CLO Ltd N/A 69689QAC9 7500000.00000000 PA USD 7180954.50000000 0.062390980568 Long ABS-O CORP KY Y 2 2035-04-20 Variable 5.462 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 75513EAB7 500000.00000000 PA 466462.64000000 0.004052812409 Long DBT CORP US N 2 2030-05-18 Fixed 2.15000000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 3137G1CT2 29416.09000000 PA USD 28899.29000000 0.000251088492 Long ABS-CBDO USGSE US Y 2 2048-05-25 Variable 3.82707700 N Y N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 401494AU3 500000.00000000 PA USD 363280.69000000 0.003156326707 Long DBT NUSS GT Y 2 2041-10-07 Fixed 4.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WH5T5 9424097.30000000 PA USD 9214964.52000000 0.080063266283 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.50000000 N N N N N N MAGELLAN MIDSTREAM PARTN MZF5TI8NFVZZNUSKDL39 559080AQ9 5875000.00000000 PA USD 5222829.18000000 0.045378011221 Long DBT CORP US N 2 2030-06-01 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8N66 3374444.12000000 PA USD 3446529.30000000 0.029944813406 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.50000000 N N N N N N Verus Securitization Trust N/A 92537KAD6 2070000.00000000 PA USD 2053576.21000000 0.017842284533 Long ABS-CBDO CORP US Y 2 2059-11-25 Variable 3.20700000 N N N N N N MIDAMERICAN ENERGY CO NINLOILYRTLIMK26MZ18 595620AS4 5400000.00000000 PA USD 4578256.35000000 0.039777706845 Long DBT CORP US N 2 2048-08-01 Fixed 3.65000000 N N N N N N MVW Owner Trust N/A 55389TAA9 5298628.44000000 PA USD 4924637.47000000 0.042787203385 Long ABS-O CORP US Y 2 2041-01-22 Fixed 1.14000000 N N N N N N TEXAS INSTRUMENTS INC WDJNR2L6D8RWOEB8T652 882508BD5 2200000.00000000 PA USD 2110178.58000000 0.018334068372 Long DBT CORP US N 2 2048-05-15 Fixed 4.15000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TH1 4070000.00000000 PA USD 3972065.63000000 0.034510881462 Long DBT UST US N 2 2042-05-15 Fixed 3.25000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CV9 20675000.00000000 PA USD 17365415.67000000 0.150877618236 Long DBT CORP GB N 2 2029-08-17 Fixed 2.20600000 N N N N N N VONOVIA SE 5299005A2ZEP6AP7KM81 BP9476923 400000.00000000 PA 322230.43000000 0.002799665768 Long DBT CORP DE N 2 2029-12-14 Fixed 0.62500000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MCA6 7800000.00000000 PA USD 7163448.16000000 0.062238878543 Long DBT CORP JP N 2 2025-07-08 Fixed 1.47400000 N N N N N N WCG PURCHASER CORP 254900CEZYHAWVXDTS47 23343FAB0 2186616.51000000 PA USD 2066352.60000000 0.017953290877 Long LON CORP US N 2 2027-01-08 Variable 5.00600000 N N N N N N GSK CONSUMER HEALTHCARE 549300N8C3A3L0UVQB07 36264FAD3 5500000.00000000 PA USD 5082884.79000000 0.044162118860 Long DBT CORP US Y 2 2032-03-24 Fixed 3.62500000 N N N N N N JP Morgan Mortgage Trust N/A 46591DBF5 1519383.21000000 PA USD 1500439.39000000 0.013036412474 Long ABS-CBDO CORP US Y 2 2049-10-25 Variable 2.57357000 N N N N N N Sequoia Mortgage Trust N/A 81746FCB9 2176887.27000000 PA USD 2008649.58000000 0.017451944155 Long ABS-CBDO CORP US Y 2 2047-09-25 Variable 3.72310200 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 817477AF9 5450000.00000000 PA USD 4000054.04000000 0.034754055868 Long DBT NUSS RS Y 2 2030-12-01 Fixed 2.12500000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BF8 6250000.00000000 PA USD 6130153.44000000 0.053261204224 Long DBT CORP US N 2 2027-03-15 Fixed 3.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFTE1 32457645.52000000 PA USD 29296818.08000000 0.254542374211 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756CC2 750000.00000000 PA USD 628148.62000000 0.005457604326 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 992239.10000000 0.008620966809 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 2373340.00000000 PA USD 2456881.57000000 0.021346361447 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 5090484.95000000 0.044228152064 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 2079085.00000000 0.018063915017 Long DBT CORP BR Y 2 2028-05-03 Fixed 4.12500000 N N N N N N DELEK US HOLDINGS INC 5493003O53JMENV1N385 24664GAD3 1944406.07000000 PA USD 1856907.80000000 0.016133551391 Long LON CORP US N 2 2025-03-31 Variable 3.91610000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDW3 19850000.00000000 PA USD 19472001.02000000 0.169180467201 Long DBT CORP US N 2 2027-04-09 Fixed 5.00000000 N N N N N N NBK SPC LTD 549300P1ANDK86KWB419 62877PAB0 9225000.00000000 PA USD 8228331.00000000 0.071491002975 Long DBT CORP AE Y 2 2027-09-15 Fixed 1.62500000 N N N N N N Australia and New Zealand Banking Group Limited JHE42UYNWWTJB8YTTU19 EUR220729 1.00000000 NC USD -87.50000000 -0.00000076023 N/A DFE CORP US N 2 Australia and New Zealand Banking Group Limited JHE42UYNWWTJB8YTTU19 4064.85000000 USD 3787.91000000 EUR 2022-07-29 -87.50000000 N N N LIONS GATE CAPITAL HOLD 549300MWJHNLR35C0837 53627MAB9 856027.45000000 PA USD 825535.75000000 0.007172581992 Long LON CORP US N 2 2025-03-24 Variable 3.91610000 N N N N N N EXPORT-IMPORT BK INDIA 335800OFZ8YEIVN1QI11 30216JAC9 2000000.00000000 PA USD 1914781.60000000 0.016636381918 Long DBT NUSS IN Y 2 2028-02-01 Fixed 3.87500000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 31325VDB7 4395655.48000000 PA USD 546278.48000000 0.004746284081 Long ABS-CBDO USGSE US N 2 2044-03-15 Variable 4.59600000 N N N N N N MIDWEST CONNECTOR CAPIT N/A 59833CAC6 3525000.00000000 PA USD 3324360.63000000 0.028883363551 Long DBT CORP US Y 2 2029-04-01 Fixed 4.62500000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBK7 4125000.00000000 PA USD 2917228.59000000 0.025346038924 Long DBT CORP FR Y 2 2043-01-21 Fixed 4.02700000 N N N N N N Tesla Auto Lease Trust N/A 88167HAD8 2300000.00000000 PA USD 2254317.63000000 0.019586405602 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 9706235.66000000 PA USD 8105192.09000000 0.070421123290 Long ABS-CBDO CORP US Y 2 2051-06-01 Variable 2.50000000 N N N N N N GOVERNMENT OF JAMAICA 529900Y93KNSXZI8KK56 470160CB6 2850000.00000000 PA USD 2987587.51000000 0.025957345124 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 1813689.36000000 PA USD 1798603.27000000 0.015626978512 Long ABS-O CORP US Y 2 2033-04-25 Fixed 2.34000000 N N N N N N BXP Trust N/A 05607TAA0 5000000.00000000 PA USD 4094935.50000000 0.035578423621 Long ABS-MBS CORP US Y 2 2044-01-15 Fixed 2.61800000 N N N N N N ILLINOIS ST SALES TAX REVENUE 54930048FV8RWPR02D67 452227GG0 10500000.00000000 PA USD 10071888.75000000 0.087508563838 Long DBT MUN US N 2 2026-06-15 Fixed 3.15000000 N N N N N N INTERCHILE SA 549300Y105FQQX6RCE16 45846AAA8 2000000.00000000 PA USD 1643351.68000000 0.014278091127 Long DBT CORP CL Y 2 2056-06-30 Fixed 4.50000000 N N N N N N CIA CERVECERIAS UNIDAS 529900BJW9B0O6LI2R39 204429AA2 3875000.00000000 PA USD 3295300.00000000 0.028630873272 Long DBT CORP CL Y 2 2032-01-19 Fixed 3.35000000 N N N N N N MIAMI-DADE CNTY FL AVIATION RE N/A 59333P3M8 2375000.00000000 PA USD 2342300.05000000 0.020350831759 Long DBT MUN US N 2 2025-10-01 Fixed 3.50500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HDA35 912921.25000000 PA USD 938693.74000000 0.008155743486 Long ABS-MBS MUN US N 2 2044-12-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AWHC1 3381660.01000000 PA USD 3215948.83000000 0.027941438838 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.00000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAD2 3500000.00000000 PA USD 2766684.34000000 0.024038050776 Long DBT NUSS MX N 2 2048-02-10 Fixed 4.60000000 N N N N N N Chase Issuance Trust 5493008SHVCX2Y068L12 161571HP2 25500000.00000000 PA USD 25306985.40000000 0.219877125572 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 27511841.56000000 0.239033790307 Long DBT UST US N 2 2047-11-15 Fixed 2.75000000 N N N N N N Fannie Mae - CAS N/A 20754AAF0 3070000.00000000 PA USD 2576480.92000000 0.022385488031 Long ABS-CBDO CORP US Y 2 2041-12-25 Variable 3.67566000 N N N N N N DT Auto Owner Trust N/A 23344GAE1 4000000.00000000 PA USD 3816088.40000000 0.033155689429 Long ABS-O CORP US Y 2 2026-10-15 Fixed 0.84000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RCP5 9000000.00000000 PA USD 8552384.91000000 0.074306511861 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 973555.78000000 0.008458638716 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 9834252.87000000 PA USD 9617598.38000000 0.083561508938 Long ABS-MBS CORP US N 2 2050-06-10 Fixed 3.12100000 N N N N N N CATALENT PHARMA SOLUTION 549300HALRZ339MSTH85 14880BAH4 2450047.36000000 PA USD 2409621.58000000 0.020935747911 Long LON CORP US N 2 2028-02-22 Variable 3.62500000 N N N N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 BR5436398 250000.00000000 PA 211537.46000000 0.001837921345 Long DBT CORP US Y 2 2028-10-01 Fixed 3.87500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DB8 5350000.00000000 PA USD 4780847.69000000 0.041537900752 Long DBT CORP US N 2 2028-02-01 Fixed 3.25000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SC3 6155000.00000000 PA USD 5956645.52000000 0.051753698605 Long DBT UST US N 2 2048-05-15 Fixed 3.12500000 N N N N N N GRUPO TELEVISA SAB 549300O4AF0C816ILN62 40049JAZ0 1895000.00000000 PA USD 2065345.28000000 0.017944538881 Long DBT CORP MX N 2 2040-01-15 Fixed 6.62500000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VCB7 11000000.00000000 PA USD 8001270.64000000 0.069518212519 Long DBT CORP US N 2 2053-02-15 Fixed 3.30000000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 001192AL7 8475000.00000000 PA USD 8316677.00000000 0.072258588060 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 3136612.48000000 0.027252133165 Long DBT NUSS PA N 2 2053-04-29 Fixed 4.30000000 N N N N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 56585AAH5 5635000.00000000 PA USD 4964319.88000000 0.043131979901 Long DBT CORP US N 2 2044-09-15 Fixed 4.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJMC1 492660.39000000 PA USD 519148.13000000 0.004510564840 Long ABS-MBS MUN US N 2 2039-07-01 Fixed 5.00000000 N N N N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 AU7867644 3300000.00000000 PA 675424.63000000 0.005868357049 Long DBT NUSS PL N 2 2024-04-25 Fixed 2.50000000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RCA4 11820000.00000000 PA USD 10525163.80000000 0.091446797235 Long DBT CORP US N 2 N/A Fixed 3.85000000 N N N N N COTY INC 549300BO9IWPF3S48F93 BP9627566 750000.00000000 PA 692334.58000000 0.006015277401 Long DBT CORP US Y 2 2026-04-15 Fixed 3.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNK27 29528084.12000000 PA USD 25657063.02000000 0.222918738771 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N Federal Agricultural Mortgage Corp Discount Notes 549300MS654K78GYF580 31315LZY7 10000000.00000000 PA USD 9989192.50000000 0.086790066022 Long STIV USGSE US N 2 N N N Morgan Stanley BAML Trust N/A 61764PBA9 2779525.03000000 PA USD 2699398.27000000 0.023453442715 Long ABS-MBS CORP US Y 2 2046-12-15 Fixed 3.98900000 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAG0 4581400.43000000 PA USD 3954399.59000000 0.034357391900 Long ABS-O CORP US Y 2 2061-03-15 Fixed 1.98000000 N N N N N N JP Morgan Mortgage Trust N/A 46592WBP0 2717540.56000000 PA USD 2273521.61000000 0.019753257396 Long ABS-CBDO CORP US Y 2 2052-02-25 Variable 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132ACS68 12193568.23000000 PA USD 12223357.60000000 0.106201378451 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAK8 3250000.00000000 PA USD 2656318.83000000 0.023079151456 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 2477125.00000000 0.021522244395 Long DBT CORP KY Y 2 2030-02-04 Fixed 4.37500000 N N N N N N REPUBLIC OF SENEGAL 549300NP14ZLQGWIUZ97 81720TAD7 1000000.00000000 PA USD 634075.01000000 0.005509095152 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 7626890.43000000 0.066265448780 Long DBT CORP CH N 2 2023-06-09 Fixed 3.80000000 N N N N N N Toronto Dominion Bank PT3QB789TSUIDF371261 EUR220729 1.00000000 NC USD 7862.75000000 0.000068314690 N/A DFE CORP US N 2 Toronto Dominion Bank PT3QB789TSUIDF371261 735278.54000000 EUR 779914.73000000 USD 2022-07-29 7862.75000000 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAV8 12000000.00000000 PA USD 11573816.76000000 0.100557910034 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 2411597.66000000 PA USD 2318097.12000000 0.020140547105 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 1730709.75000000 0.015037092684 Long DBT CORP MX Y 2 2029-09-18 Fixed 4.25000000 N N N N N EQUITABLE FINANCIAL LIFE 635400B4JJBON4TCHF02 29449WAA5 1825000.00000000 PA USD 1677223.09000000 0.014572379370 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 4905163.50000000 0.042618005811 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 3.22000000 N N N N N N SOUTHWESTERN PUBLIC SERV OL6FE7QD5EQ3DOYEO258 845743BQ5 2440000.00000000 PA USD 1936051.79000000 0.016821185764 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 2338314.80000000 0.020316206327 Long DBT NUSS JP Y 2 2025-05-21 Fixed 1.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBX3 27900000.00000000 PA USD 22299735.11000000 0.193748942417 Long DBT CORP US N 2 2032-02-04 Fixed 1.95300000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU 549300O5GNH0TNJ6B119 96221QAE3 1050000.00000000 PA USD 1045864.89000000 0.009086888940 Long ABS-MBS CORP US N 2 2046-12-15 Variable 4.16200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNE99 64877767.54000000 PA USD 58584738.92000000 0.509007445674 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Navient Student Loan Trust N/A 63941LAB9 3066960.66000000 PA USD 2966921.00000000 0.025777786289 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 4689736.85000000 0.040746293640 Long DBT CORP US N 2 2027-09-15 Fixed 1.40000000 N N N N N N EMPRESA NACIONAL DEL PET 549300YP3P0JZBLIV197 29245JAL6 3000000.00000000 PA USD 2838750.00000000 0.024664185810 Long DBT CORP CL Y 2 2029-11-06 Fixed 5.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202EXV6 251226.48000000 PA USD 275197.98000000 0.002391029190 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 1560761.92000000 PA USD 1457037.58000000 0.012659320336 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 1395397.89000000 0.012123770264 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 2857500.00000000 0.024827093246 Long DBT CORP CL Y 2 2027-04-04 Fixed 4.37500000 N N N N N Fannie Mae or Freddie Mac N/A 01F050676 55470000.00000000 PA USD 56614068.75000000 0.491885481695 Long ABS-O USGSE US N 2 2052-07-25 Fixed 5.00000000 N N N N N N CANADIAN PACIFIC RAILWAY 54930036474DURYNB481 13648TAA5 3700000.00000000 PA USD 3131049.96000000 0.027203803785 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 298362.49000000 0.002592291639 Long DBT NUSS IT Y 3 2051-09-01 Fixed 1.70000000 N N N N N N VIRGIN MEDIA BRISTOL LLC N/A BL3183086 2250000.00000000 PA USD 2102490.00000000 0.018267266939 Long LON CORP US N 2 2028-01-31 Variable 3.82400000 N N N N N N UNITED OVERSEAS BANK LTD IO66REGK3RCBAMA8HR66 91127KAD4 3000000.00000000 PA USD 2752929.69000000 0.023918544922 Long DBT CORP SG Y 2 2026-04-14 Fixed 1.25000000 N N N N N N Wells Fargo Commercial Mortgag 5493007OD9MH69ES1S63 95000HBG6 12098244.33000000 PA USD 11866850.89000000 0.103103906769 Long ABS-MBS CORP 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 16912242.88000000 0.146940273314 Long ABS-MBS CORP US Y 2 2034-10-10 Fixed 3.45200000 N N N N N N PROCTER & GAMBLE CO/THE 2572IBTT8CCZW6AU4141 AV2317155 600000.00000000 PA 614757.06000000 0.005341253141 Long DBT CORP US N 2 2024-10-30 Fixed 0.62500000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CE2 15000000.00000000 PA USD 10409115.30000000 0.090438521844 Long DBT CORP US N 2 2042-03-01 Fixed 3.50000000 N N N N N N SMB Private Education Loan Tru 5493008SQ2WS8HE83M61 78449GAB5 3847269.29000000 PA USD 3719091.74000000 0.032312943980 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 3000000.00000000 PA USD 2155446.06000000 0.018727370190 Long DBT CORP SA Y 2 2050-11-24 Fixed 3.25000000 N N N N N N HIGHWOODS REALTY LP JUJNVZX73BIYHLR58F51 431282AR3 2875000.00000000 PA USD 2695765.05000000 0.023421875859 Long DBT CORP US N 2 2029-04-15 Fixed 4.20000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TG3 35000000.00000000 PA USD 33058593.75000000 0.287226173103 Long DBT UST US N 2 2052-05-15 Fixed 2.87500000 N N N N N N SREIT Trust N/A 85236WCE4 5000000.00000000 PA USD 4792119.50000000 0.041635834707 Long ABS-MBS CORP US Y 2 2036-11-15 Variable 2.14580000 N N N N N N NEW YORK CITY NY HSG DEV CORP 549300SQWVHKBRF8D702 64972C5U3 1000000.00000000 PA USD 1003514.40000000 0.008718931087 Long DBT MUN US N 2 2024-05-01 Fixed 3.65000000 N N N N N N FNA VI LLC N/A 34411YAA5 7215339.49000000 PA USD 6738772.09000000 0.058549124426 Long ABS-O CORP US Y 2 2032-01-10 Fixed 1.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFMM0 19884863.06000000 PA USD 17959865.94000000 0.156042437933 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQZQ8 16316858.14000000 PA USD 16432057.93000000 0.142768236033 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4.00000000 N N N N N N ONTARIO (PROVINCE OF) C7PVKCRGLG18EBQGZV36 68333ZAP2 875000.00000000 PA 587117.39000000 0.005101108727 Long DBT NUSS CA N 2 2031-06-02 Fixed 2.15000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29279FAA7 8700000.00000000 PA USD 8433048.24000000 0.073269667545 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 9361341.16000000 0.081335044582 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 3853499.60000000 0.033480732772 Long ABS-MBS CORP US Y 2 2034-08-15 Variable 3.29437000 N Y N N N N COMM Mortgage Trust N/A 12591YAG0 2500000.00000000 PA USD 2263698.00000000 0.019667905976 Long ABS-MBS CORP US Y 2 2047-06-10 Variable 4.92582600 N N N N N N LAMAR MEDIA CORP N/A 513075BR1 650000.00000000 PA USD 577024.50000000 0.005013417696 Long DBT CORP US N 2 2028-02-15 Fixed 3.75000000 N N N N N N Bank of America, N.A. B4TYDEB6GKMZO031MB27 EUR220729 1.00000000 NC USD 1641309.18000000 0.014260345077 N/A DFE CORP US N 2 Bank of America, N.A. B4TYDEB6GKMZO031MB27 71505934.11000000 EUR 76723464.70000000 USD 2022-07-29 1641309.18000000 N N N TARGA RESOURCES PARTNERS N/A 87612BBL5 425000.00000000 PA USD 435353.00000000 0.003782519519 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 2387675.86000000 0.020745074792 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 9928547.09000000 0.086263154649 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 481253.73000000 PA USD 447220.28000000 0.003885627154 Long ABS-CBDO CORP US Y 2 2047-04-25 Variable 3.50000000 N N N N N N BUNDESREPUB. DEUTSCHLAND 529900AQBND3S6YJLY83 AP1154040 135000.00000000 PA 130689.03000000 0.001135478122 Long DBT NUSS DE N 2 2048-08-15 Fixed 1.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620A56G9 928629.60000000 PA USD 978795.13000000 0.008504160266 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 881792.10000000 0.007661359471 Long ABS-MBS CORP US N 2 2049-11-10 Variable 4.11432400 N N N N N N Asset Backed Funding Corporati N/A 045442AA8 74236.46000000 PA USD 0.74000000 0.000000006429 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 608920.10000000 PA USD 575711.67000000 0.005002011308 Long ABS-CBDO CORP US Y 2 2046-06-25 Variable 3.50000000 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 ZP4466964 275000.00000000 PA 266633.76000000 0.002316619850 Long DBT NUSS GB N 2 2041-10-22 Fixed 1.25000000 N N N N N N BELGIUM KINGDOM 549300SZ25JZFHRHWD76 BH4726262 1875000.00000000 PA 1827153.21000000 0.015875031713 Long DBT NUSS BE Y 2 2027-10-22 Fixed 0.00000000 N N N N N N HONDURAS GOVERNMENT 5493002DW1JNBNG17615 438180AH4 1775000.00000000 PA USD 1387169.99000000 0.012052283006 Long DBT NUSS HN Y 2 2027-01-19 Fixed 6.25000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PED0 12150000.00000000 PA USD 10522748.56000000 0.091425812672 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 5192011.10000000 PA USD 4436646.17000000 0.038547341440 Long ABS-O CORP US Y 2 2060-07-15 Fixed 1.99000000 N N N N N N Morgan Stanley Residential Mor N/A 61772NBN6 8753166.34000000 PA USD 7328851.11000000 0.063675964969 Long ABS-CBDO CORP US Y 2 2051-08-25 Variable 2.50000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QBD3 1000000.00000000 PA USD 995485.04000000 0.008649168823 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 10460415.99000000 PA USD 8755472.79000000 0.076071019904 Long ABS-CBDO CORP US Y 2 2051-10-25 Variable 2.50000000 N N N N N N GS Mortgage Securities Trust N/A 36254KAU6 4844000.00000000 PA USD 4445930.74000000 0.038628009466 Long ABS-MBS CORP US N 2 2050-11-10 Variable 4.47903000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 917288BK7 5280000.00000000 PA USD 5334447.73000000 0.046347797450 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 11999030.40000000 0.104252334772 Long ABS-O CORP US N 2 2024-09-15 Fixed 2.23000000 N N N N N N REPUBLIC OF IRAQ N/A 462652AA6 1537500.00000000 PA USD 1379780.16000000 0.011988077232 Long DBT NUSS IQ Y 2 2028-01-15 Fixed 5.80000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NAZ8 15418000.00000000 PA USD 13937192.68000000 0.121091857311 Long DBT CORP CA N 2 2029-11-15 Fixed 3.12500000 N N N N N ILLINOIS ST 54930048FV8RWPR02D67 452151LF8 27150000.00000000 PA USD 27315329.93000000 0.237326419332 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 49129181.71000000 0.426853814683 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 4167718.74000000 0.036210793275 Long DBT NUSS MA Y 2 2042-12-11 Fixed 5.50000000 N N N N N N TICP CLO Ltd N/A 87248WAN8 7000000.00000000 PA USD 6660934.00000000 0.057872836230 Long ABS-O CORP KY Y 2 2034-10-20 Variable 2.76271000 N N N N N N CORNING INC 549300X2937PB0CJ7I56 219350BF1 1525000.00000000 PA USD 1247646.05000000 0.010840043682 Long DBT CORP US N 2 2057-11-15 Fixed 4.37500000 N N N N N N Hilton Grand Vacations Trust N/A 43283AAB1 1629147.90000000 PA USD 1594505.37000000 0.013853695014 Long ABS-O CORP US Y 2 2028-12-26 Fixed 2.96000000 N N N N N N PHOSAGRO(PHOS BOND FUND) 635400F8A3KGJIIBIK95 71922LAD1 3175000.00000000 PA USD 714375.00000000 0.006206773311 Long DBT CORP IE Y 3 2028-09-16 Fixed 2.60000000 N N N N N N COMM Mortgage Trust 549300NGGFIEJ2ER3D22 12625KAM7 4197221.00000000 PA USD 4159000.69000000 0.036135047399 Long ABS-MBS CORP US Y 2 2046-06-10 Variable 4.05704600 N N N N N N PROCTER & GAMBLE CO/THE 2572IBTT8CCZW6AU4141 AV2317205 400000.00000000 PA 349807.39000000 0.003039265333 Long DBT CORP US N 2 2038-10-30 Fixed 1.87500000 N N N N N N PAKISTAN GLOBAL SUKUK 213800X5OY6CVYNY1M70 69583PAA2 2750000.00000000 PA USD 2379652.00000000 0.020675360314 Long DBT CORP PK Y 2 2029-01-31 Fixed 7.95000000 N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620A56P9 529173.08000000 PA USD 557810.97000000 0.004846482927 Long ABS-MBS USGSE US N 2 2039-06-15 Fixed 5.00000000 N N N N N N HANWHA LIFE INSURANCE 988400ZKCI3R9DQHR320 41135UAB1 3000000.00000000 PA USD 2735534.49000000 0.023767408526 Long DBT CORP KR Y 2 2032-02-04 Fixed 3.37900000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBC3 2750000.00000000 PA USD 2202342.81000000 0.019134827753 Long DBT CORP US N 2 2030-06-15 Fixed 2.10000000 N N N N N N JP Morgan Mortgage Trust N/A 46649TAN6 1867058.75000000 PA USD 1720299.53000000 0.014946644564 Long ABS-CBDO CORP US Y 2 2048-09-25 Variable 3.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CEP2 305533000.00000000 PA USD 302095753.75000000 2.624727715783 Long DBT UST US N 2 2032-05-15 Fixed 2.87500000 N N N N N Natixis Commercial Mortgage Se N/A 63875FAE6 5000000.00000000 PA USD 4907573.50000000 0.042638944847 Long ABS-MBS CORP US Y 2 2036-07-15 Variable 3.12400000 N N N N N N LUKOIL SECURITIES BV 724500IVNQ6LF8OFIO42 54988LAB2 4000000.00000000 PA USD 2020000.00000000 0.017550561105 Long DBT CORP NL Y 3 2030-05-06 Fixed 3.87500000 N N N N N N AKBANK TAS 789000TUMN63Z28TJ497 00971YAJ9 2000000.00000000 PA USD 1693990.10000000 0.014718057803 Long DBT CORP TR Y 2 2031-06-22 Fixed 6.80000000 N N N N N N GS Mortgage Securities Trust N/A 36251PAH7 2000000.00000000 PA USD 1882035.40000000 0.016351869945 Long ABS-MBS CORP US N 2 2049-10-10 Fixed 3.14300000 N N N N N N Wells Fargo Mortgage Backed Se N/A 949930AT8 4884878.47000000 PA USD 4076773.02000000 0.035420620792 Long ABS-CBDO CORP US Y 2 2051-12-25 Variable 2.50000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAH3 3375000.00000000 PA USD 2969909.85000000 0.025803754603 Long DBT NUSS MX N 2 2030-04-16 Fixed 3.25000000 N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780DJ2 1350000.00000000 PA USD 1228330.97000000 0.010672226607 Long DBT NUSS ID N 2 2032-03-31 Fixed 3.55000000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 3137G1CL9 140860.52000000 PA USD 138212.16000000 0.001200842059 Long ABS-CBDO USGSE US Y 2 2048-02-25 Variable 3.76088800 N N N N N N GS Mortgage-Backed Securities N/A 36261HAD2 6599872.05000000 PA USD 5521254.96000000 0.047970852749 Long ABS-CBDO CORP US Y 2 2051-10-25 Variable 2.50000000 N N N N N N GS Mortgage-Backed Securities N/A 36257LAA5 218986.87000000 PA USD 215466.26000000 0.001872056317 Long ABS-CBDO CORP US Y 2 2049-11-25 Variable 4.00000000 N Y N N N N ISRAEL FIXED BOND 213800T8ZHTFZIBYPE21 AM6641311 3200000.00000000 PA 971687.54000000 0.008442406706 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 5055106.54000000 0.043920770408 Long DBT CORP US N 2 2026-03-15 Fixed 3.55000000 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 68205LAS2 3000000.00000000 PA USD 2897795.58000000 0.025177197226 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 8191766.60000000 0.071173316967 Long ABS-O CORP KY Y 2 2031-04-20 Variable 2.61271000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 760942AY8 850000.00000000 PA USD 781237.12000000 0.006787697926 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 2865000.00000000 0.024892256221 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 4198601.93000000 0.036479118678 Long DBT CORP GB N 2 2025-09-29 Fixed 1.37500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YED3 4175000.00000000 PA USD 3382178.06000000 0.029385704312 Long DBT CORP US N 2 2032-07-21 Fixed 2.23900000 N N N N N N Australia and New Zealand Banking Group Limited JHE42UYNWWTJB8YTTU19 NZD220729 1.00000000 NC USD 41261.00000000 0.000358491931 N/A DFE CORP US N 2 Australia and New Zealand Banking Group Limited JHE42UYNWWTJB8YTTU19 1312159.35000000 NZD 860579.71000000 USD 2022-07-29 41261.00000000 N N N WEBER-STEPHEN PRODUCTS L 549300XU8TJBBGLK8V26 94767KAN1 586467.00000000 PA USD 530752.64000000 0.004611389425 Long LON CORP US N 2 2027-10-29 Variable 4.91610000 N N N N N N PROVINCE OF QUEBEC 549300WN65YFEQH74Y36 748148QR7 6000000.00000000 PA USD 7469112.30000000 0.064894609814 Long DBT NUSS CA N 2 2029-09-15 Fixed 7.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CX5 23250000.00000000 PA USD 20714974.38000000 0.179979912699 Long DBT CORP GB N 2 2027-11-22 Fixed 2.25100000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 ZR5945186 400000.00000000 PA 312442.36000000 0.002714623134 Long DBT CORP FR Y 2 2028-01-15 Fixed 3.37500000 N N N N N N TSMC ARIZONA CORP 2549005GOBWLCSY63Q97 872898AA9 1575000.00000000 PA USD 1448328.07000000 0.012583648660 Long DBT CORP US N 2 2026-10-25 Fixed 1.75000000 N N N N N N FRANCE (GOVT OF) 969500KCGF3SUYJHPV70 ZP7360719 860000.00000000 PA 574882.86000000 0.004994810278 Long DBT NUSS FR N 2 2052-05-25 Fixed 0.75000000 N N N N N N GS Mortgage-Backed Securities N/A 36263NAH8 5144396.74000000 PA USD 4640204.70000000 0.040315938677 Long ABS-CBDO CORP US Y 2 2052-05-01 Variable 2.50000000 N N N N N N BEACON ROOFING SUPPLY INC 549300HDXQWWCBOYXP31 07368RAF8 803542.83000000 PA USD 765205.80000000 0.006648411460 Long LON CORP US N 2 2028-05-19 Variable 3.91610000 N N N N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 71568PAP4 5000000.00000000 PA USD 3472200.00000000 0.030167850628 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 4741500.00000000 0.041196032416 Long DBT CORP US N 2 N/A Fixed 5.70000000 N N N N N GS Mortgage-Backed Securities N/A 36262CAD2 22922130.07000000 PA USD 19147084.47000000 0.166357463357 Long ABS-CBDO CORP US Y 2 2052-01-25 Variable 2.50000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DL1 3250000.00000000 PA USD 2798033.55000000 0.024310425145 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 1478758.50000000 0.012848040304 Long ABS-O CORP KY Y 2 2030-07-20 Variable 2.28271000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78013XZU5 11800000.00000000 PA USD 11521663.49000000 0.100104781741 Long DBT CORP CA N 2 2024-07-16 Fixed 2.55000000 N N N N N N DEUTSCHE TELEKOM INT FIN 529900ERDFHS6C1M4U58 25156PAC7 2000000.00000000 PA USD 2465847.38000000 0.021424259960 Long DBT CORP NL N 2 2030-06-15 Fixed 8.75000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAC7 2500000.00000000 PA USD 2503712.80000000 0.021753249745 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 467500.00000000 0.004061825404 Long DBT NUSS GH Y 2 2049-06-16 Fixed 8.62700000 N N N N N N Wells Fargo Mortgage Backed Se N/A 95003KAS1 5053806.34000000 PA USD 4495840.85000000 0.039061648296 Long ABS-CBDO CORP US Y 2 2051-08-25 Variable 3.00000000 N N N N N N BUNDESREPUB. DEUTSCHLAND 529900AQBND3S6YJLY83 EK4694379 790000.00000000 PA 833461.85000000 0.007241447092 Long DBT NUSS DE N 2 2024-08-15 Fixed 1.00000000 N N N N N N Bankers Healthcare Group Secur N/A 08862BAB1 4400000.00000000 PA USD 3920270.20000000 0.034060862225 Long ABS-O CORP US Y 2 2034-10-17 Fixed 1.67000000 N N N N N N BENCHMARK Mortgage Trust N/A 08160JAE7 3452143.00000000 PA USD 3388423.00000000 0.029439962828 Long ABS-MBS CORP US N 2 2052-03-15 Fixed 4.01560000 N N N N N N DANA FINANCING LUX SARL 222100DKCE3D036DQU13 BP4849710 500000.00000000 PA 372601.20000000 0.003237306994 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 25276230.68000000 0.219609916368 Long DBT CORP US N 2 2026-08-08 Fixed 2.40000000 N N N N N N MVW Owner Trust N/A 62848BAA9 1813015.85000000 PA USD 1782806.11000000 0.015489726521 Long ABS-O CORP US Y 2 2036-01-21 Fixed 3.45000000 N N N N N N Federal Home Loan Bank Discount Notes 2549001DPIFGXC1TOL40 313385ZN9 10300000.00000000 PA USD 10292842.53000000 0.089428297906 Long STIV USGSE US N 2 N N N CHILDREN'S HOSPITAL MEDI 549300EKVCKSAOOWU002 16876AAA2 19230000.00000000 PA USD 18122033.36000000 0.157451412791 Long DBT CORP US N 2 2044-05-15 Fixed 4.26800000 N N N N N N MID-AMERICA APARTMENTS 549300FXWGE3QSYCUJ38 59523UAS6 3950000.00000000 PA USD 3123961.90000000 0.027142219909 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 13600000.00000000 PA USD 12782501.55000000 0.111059442838 Long DBT CORP US N 2 2046-02-01 Fixed 4.90000000 N N N N N N CONSUMERS ENERGY CO 7NKTFWJ1G6MELP9TU740 210518DJ2 2650000.00000000 PA USD 1715745.97000000 0.014907081429 Long DBT CORP US N 2 2060-05-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AWHF4 4719736.35000000 PA USD 4462416.32000000 0.038771242723 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.00000000 N N N N N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 67091TAD7 875000.00000000 PA USD 659200.07000000 0.005727391638 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 1300000.00000000 0.011294915562 Long DBT NUSS RU Y 3 2029-03-21 Fixed 4.37500000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEA2 8000000.00000000 PA 142433.67000000 0.001237520212 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 2565486.60000000 0.022289965019 Long ABS-MBS CORP US Y 2 2039-09-10 Variable 2.41281000 N N N N N N Atom Mortgage Securities 635400S9JQ1OOL8ZRR06 BCC31RXV9 520314.42000000 PA 580139.59000000 0.005040482833 Long ABS-MBS CORP IE Y 2 2031-07-22 Variable 0.00001000 N Y N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RN0 41710000.00000000 PA USD 37890928.13000000 0.329211410637 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 1363898.30000000 0.011850089334 Long DBT MUN US N 2 2023-05-01 Fixed 3.52300000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAZ1 200000.00000000 PA 251217.67000000 0.002182678746 Long DBT CORP US N 2 2031-06-02 Fixed 5.75000000 N N N N N N ASGN INCORPORATED LZBNYYCBUKY537072438 00191UAA0 325000.00000000 PA USD 281547.50000000 0.002446196338 Long DBT CORP US Y 2 2028-05-15 Fixed 4.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCSC0 10440282.10000000 PA USD 10665403.92000000 0.092665259015 Long ABS-MBS MUN US N 2 2048-08-01 Fixed 4.50000000 N N N N N N JP Morgan Chase Commercial Mor N/A 46647TAR9 3232401.82000000 PA USD 3182802.55000000 0.027653450812 Long ABS-MBS CORP US N 2 2050-03-15 Fixed 3.45690000 N N N N N N TEVA PHARMACEUTICAL INDU 5493004T21MOAFINJP35 88167AAP6 1045000.00000000 PA USD 892553.42000000 0.007754858087 Long DBT CORP IL N 2 2027-05-09 Fixed 4.75000000 N N N N N N MOSAIC CO 2YD5STGSJNMUB7H76907 61945CAB9 1100000.00000000 PA USD 1005508.98000000 0.008736260789 Long DBT CORP US N 2 2041-11-15 Fixed 4.87500000 N N N N N N AMSR Trust N/A 00180AAA7 2121963.96000000 PA USD 2013299.46000000 0.017492344156 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 5605671.14000000 0.048704293999 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 4314096.00000000 0.037482576961 Long DBT CORP KR Y 2 2026-01-19 Fixed 1.50000000 N N N N N N Freddie Mac - STACR N/A 35564KWT2 33165000.00000000 PA USD 31529783.09000000 0.273943259783 Long ABS-CBDO USGSE US Y 2 2042-05-25 Variable 4.27566000 N N N N N N NEW S WALES TREASURY CRP TC7LRO17HPNPLTAV0H77 EK4579513 500000.00000000 PA 349907.78000000 0.003040137561 Long DBT NUSS AU N 2 2026-05-20 Fixed 4.00000000 N N N N N N BANC CREDITO INVERSIONES 549300E9E5Y3PKW24142 05890MAB9 5929000.00000000 PA USD 4891425.00000000 0.042498640274 Long DBT CORP CL Y 2 2031-10-14 Fixed 2.87500000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BU7 6350000.00000000 PA USD 5085447.09000000 0.044184381139 Long DBT CORP US N 2 2031-04-01 Fixed 2.80000000 N N N N N N FRANCE (GOVT OF) 969500KCGF3SUYJHPV70 BJ7361725 1175000.00000000 PA 897089.17000000 0.007794266482 Long DBT NUSS FR Y 2 2040-05-25 Fixed 0.50000000 N N N N N N Sequoia Mortgage Trust N/A 81746KAU8 158893.43000000 PA USD 148369.73000000 0.001289095055 Long ABS-CBDO CORP US Y 2 2047-02-25 Variable 3.50000000 N N N N N N STATE OF ISRAEL 213800T8ZHTFZIBYPE21 46513YJH2 3100000.00000000 PA USD 3025775.55000000 0.026289137961 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 839650.78000000 0.007295218971 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 794248.00000000 0.006900741612 Long LON CORP KY N 2 2027-10-20 Variable 4.81270000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBV4 6275000.00000000 PA USD 5647092.38000000 0.049064178160 Long DBT CORP US N 2 2029-07-31 Fixed 3.12500000 N N N N N N Social Professional Loan Progr N/A 83401BAB2 3559207.73000000 PA USD 3502664.73000000 0.030432540285 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 5681314.66000000 0.049361514900 Long DBT CORP US N 2 2023-12-20 Fixed 3.00400000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YF1 50000000.00000000 PA USD 49982679.50000000 0.434269341969 Long DBT UST US N 2 2022-09-15 Fixed 1.50000000 N N N N N N Oak Hill Credit Partners N/A 67707LAG3 6650000.00000000 PA USD 6315385.30000000 0.054870572085 Long ABS-O CORP KY Y 2 2036-01-18 Variable 1.89550000 N N N N N N PROMETRIC HOLDINGS INC 54930034OH1XQT27TX40 80358TAC0 473915.76000000 PA USD 439163.52000000 0.003815626828 Long LON CORP US N 2 2025-01-29 Variable 4.67000000 N N N N N N NORTONLIFELOCK INC YF6ZV0M6AU4FY94MK914 N/A 2640000.00000000 PA USD 2497440.00000000 0.021698749171 Long LON CORP US N 2 2029-01-28 Variable 2.50000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AB4 7950000.00000000 PA USD 6346399.22000000 0.055140033321 Long DBT CORP GB N 2 2035-11-28 Fixed 3.03200000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LQ2 2950000.00000000 PA USD 2952428.09000000 0.025651866140 Long DBT CORP US N 2 2022-10-27 Fixed 2.70000000 N N N N N N ELP 2021-ELP N/A 26863LAE4 5000000.00000000 PA USD 4773994.00000000 0.041478353175 Long ABS-MBS CORP US Y 2 2038-11-15 Variable 2.44520000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAK4 5375000.00000000 PA USD 4280605.55000000 0.037191598650 Long DBT CORP US N 2 2030-08-15 Fixed 1.65000000 N N N N N N MUNICH RE 529900MUF4C20K50JS49 62582PAA8 8200000.00000000 PA USD 8241000.00000000 0.071601076272 Long DBT CORP DE Y 2 2042-05-23 Fixed 5.87500000 N N N N N N JAPAN (30 YEAR ISSUE) 353800WZS8AXZXFUC241 EC4745393 175000000.00000000 PA 1545480.89000000 0.013427750889 Long DBT NUSS JP N 2 2031-11-20 Fixed 2.40000000 N N N N N N Wells Fargo Commercial Mortgag 549300DNBJ7A0SEFVK31 95000GAZ7 12223635.85000000 PA USD 11872264.99000000 0.103150946617 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.51400000 N N N N N N Hudson Yards N/A 44421LAE2 2500000.00000000 PA USD 2312355.25000000 0.020090659461 Long ABS-MBS CORP US Y 2 2038-08-10 Variable 3.07585400 N N N N N N CHANGE HEALTHCARE HOLDINGS 549300GHXFJ3EKF50583 15911AAC7 492010.16000000 PA USD 477805.83000000 0.004151366542 Long LON CORP US N 2 2024-03-01 Variable 4.16610000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCS3 5475000.00000000 PA USD 5461699.42000000 0.047453410599 Long DBT CORP US N 2 2029-01-17 Fixed 5.65000000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AQ4 29452000.00000000 PA USD 25371248.69000000 0.220435470522 Long ABS-O CORP US Y 2 2051-11-20 Fixed 2.49300000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 BU3958644 500000.00000000 PA 486906.91000000 0.004230440334 Long DBT CORP NL N 2 2027-02-16 Fixed 1.25000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61761J3R8 31425000.00000000 PA USD 29977733.25000000 0.260458435250 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 1699342.18000000 0.014764558796 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 3.40500000 N N N N N N Federal Home Loan Bank Discount Notes 2549001DPIFGXC1TOL40 313385A71 8000000.00000000 PA USD 7986746.96000000 0.069392025027 Long STIV USGSE US N 2 N N N ATLAS LUXCO 4 / ALL UNI N/A BP3255380 250000.00000000 PA 196814.65000000 0.001710003733 Long DBT CORP N/A Y 2 2028-06-01 Fixed 3.62500000 N N N N N N OVERSEA-CHINESE BANKING 5493007O3QFXCPOGWK22 69033CAD1 3100000.00000000 PA USD 2856030.00000000 0.024814321303 Long DBT CORP SG Y 2 2030-09-10 Fixed 1.83200000 N N N N N N Morgan Stanley BAML Trust N/A 61764RBL1 1250000.00000000 PA USD 1195482.38000000 0.010386825030 Long ABS-MBS CORP US N 2 2048-02-15 Variable 4.60215200 N Y N N N N HYUNDAI CAPITAL SERVICES 549300MALMDAGL2ZJJ27 44920UAS7 3575000.00000000 PA USD 3377209.26000000 0.029342533407 Long DBT CORP KR Y 2 2025-04-24 Fixed 2.12500000 N N N N N ORGANON & CO/ORG 549300SH15FO4Y2G3V63 68622TAB7 750000.00000000 PA USD 647122.50000000 0.005622456920 Long DBT CORP US Y 2 2031-04-30 Fixed 5.12500000 N N N N N N HUNGARY 5299003F3UFKGCCMAP43 445545AP1 1725000.00000000 PA USD 1720907.52000000 0.014951927023 Long DBT NUSS HU Y 2 2029-06-16 Fixed 5.25000000 N N N N N N PRIME SECURITY SERVICES BOR 549300O6QPZVWXV2DC15 03765VAK6 2505668.02000000 PA USD 2333929.53000000 0.020278105362 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 1462006.00000000 0.012702487940 Long DBT CORP KY N 2 2026-08-10 Fixed 6.25000000 N N N N N N CUBESMART LP 549300MPHKO3I3FJRA97 22966RAH9 3200000.00000000 PA USD 2734237.86000000 0.023756142890 Long DBT CORP US N 2 2028-12-15 Fixed 2.25000000 N N N N N N Morgan Stanley Residential Mor N/A 61772MAH2 713840.12000000 PA USD 644770.38000000 0.005602020768 Long ABS-CBDO CORP US Y 2 2051-07-25 Variable 2.50000000 N N N N N N GS Mortgage Securities Trust 5493002EPQ51IPGGFX73 36251FAX4 783708.56000000 PA USD 773305.38000000 0.006718783824 Long ABS-MBS CORP US N 2 2048-02-10 Fixed 3.20600000 N N N N N N ALLIANT HOLDINGS INTERMEDI 5493006Q26653NF8SI73 01881UAJ4 148875.00000000 PA USD 138118.78000000 0.001200030736 Long LON CORP US N 2 2027-11-05 Variable 5.00930000 N N N N N N KINGDOM OF JORDAN 5493000JZ4MYPVMBVN50 418097AK7 2500000.00000000 PA USD 2256758.03000000 0.019607608765 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 2479801.27000000 0.021545496890 Long DBT CORP NL Y 2 2028-04-28 Fixed 2.62500000 N N N N N N UKG INC 529900FKHWSTQ1GXK240 90385KAK7 1600736.58000000 PA USD 1495696.25000000 0.012995202193 Long LON CORP US N 2 2026-05-04 Variable 4.21160000 N N N N N N Wells Fargo Commercial Mortgag N/A 94989MAE9 4000000.00000000 PA USD 3948106.40000000 0.034302714170 Long ABS-MBS CORP US N 2 2058-07-15 Variable 3.76700000 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 98313RAG1 1125000.00000000 PA USD 777656.25000000 0.006756585908 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 4582293.65000000 0.039812784508 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 2411662.50000000 0.020953480233 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 13560213.79000000 0.117816515210 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 9310815.98000000 0.080896061781 Long ABS-MBS USGSE US N 2 2051-10-15 Fixed 4.46600000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XAF1 10122336.68000000 PA USD 10083583.31000000 0.087610170813 Long ABS-CBDO USGSE US N 2 2024-05-25 Variable 4.22357000 N N N N N N TSMC ARIZONA CORP 2549005GOBWLCSY63Q97 872898AF8 1325000.00000000 PA USD 1320503.76000000 0.011473060361 Long DBT CORP US N 2 2027-04-22 Fixed 3.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJRD2 18244868.36000000 PA USD 17841238.78000000 0.155011758121 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 2687700.00000000 0.023351803506 Long DBT CORP NL Y 2 2030-08-10 Fixed 4.62500000 N N N N N N NEW ZEALAND GOVERNMENT 549300237GPHG2AI7C34 BK0089494 835000.00000000 PA 494303.24000000 0.004294702583 Long DBT NUSS NZ N 2 2024-05-15 Fixed 0.50000000 N Y N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810QK7 12050000.00000000 PA USD 12991876.92000000 0.112878579088 Long DBT UST US N 2 2040-08-15 Fixed 3.87500000 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 822582CE0 5325000.00000000 PA USD 4084127.92000000 0.035484523080 Long DBT CORP NL N 2 2049-11-07 Fixed 3.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403C6L0 1118271.21000000 PA USD 1176986.85000000 0.010226128530 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 8058041.39000000 0.070011459309 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 7090765.84000000 0.061607385722 Long ABS-MBS CORP US Y 2 2032-11-10 Variable 3.85409900 N N N N N N SAKA ENERGI INDONESIA PT 25490049636XFM5KBR83 69371EAA3 3500000.00000000 PA USD 3206665.00000000 0.027860777241 Long DBT CORP ID Y 2 2024-05-05 Fixed 4.45000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DU3 1970000.00000000 PA USD 1616001.15000000 0.014040458876 Long DBT NUSS PE N 2 2034-01-15 Fixed 3.00000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457BY5 5900000.00000000 PA USD 4938039.10000000 0.042903642062 Long DBT CORP US N 2 2031-03-15 Fixed 2.60000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAT6 4625000.00000000 PA USD 3835771.27000000 0.033326702010 Long DBT CORP US N 2 2052-03-15 Fixed 4.25000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71643VAB1 5481000.00000000 PA USD 4179262.50000000 0.036311090040 Long DBT CORP MX N 2 2032-02-16 Fixed 6.70000000 N N N N N N ENN CLEAN ENERGY 3003009YZ3S5V395NR77 268733AA0 200000.00000000 PA USD 181614.00000000 0.001577934457 Long DBT CORP VG Y 2 2026-05-12 Fixed 3.37500000 N N N N N N Aimco 549300MMTPNJGGRMPB33 00900CAN4 7500000.00000000 PA USD 6987847.50000000 0.060713190368 Long ABS-O CORP KY Y 2 2034-04-20 Variable 2.56271000 N N N N N N BALL CORP 0BGI85ALH27ZJP15DY16 QJ9911604 250000.00000000 PA 265262.34000000 0.002304704409 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 965867.58000000 0.008391840585 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 9497364.30000000 0.082516867568 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 9795598.54000000 0.085108044921 Long DBT CORP US Y 2 2025-01-15 Fixed 2.83600000 N Y N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AP4 2125000.00000000 PA USD 1609666.25000000 0.013985418752 Long DBT CORP CO N 2 2031-11-02 Fixed 4.62500000 N N N N N N PHILLIPS 66 RVJMT2IZVVSKIRJJBH76 718547AL6 2375000.00000000 PA USD 2194467.30000000 0.019066402199 Long DBT CORP US Y 2 2045-02-15 Fixed 4.68000000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AN1 37312500.00000000 PA USD 33128089.69000000 0.287829981391 Long ABS-O CORP US Y 2 2051-11-20 Fixed 2.04500000 N Y N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31287NMU9 4354.06000000 PA USD 4364.24000000 0.000037918247 Long ABS-MBS MUN US N 2 2032-01-01 Fixed 7.00000000 N N N N N N SREIT Trust N/A 85236WCG9 6930000.00000000 PA USD 6627892.89000000 0.057585761963 Long ABS-MBS CORP US Y 2 2036-11-15 Variable 2.49510000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9FM8 389644.98000000 PA USD 360897.98000000 0.003135624777 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.00000000 N N N N N N GS Mortgage-Backed Securities N/A 36267ECK5 12941074.67000000 PA USD 11457315.75000000 0.099545703056 Long ABS-CBDO CORP US Y 2 2052-06-25 Variable 3.00000000 N N N N N N CD Commercial Mortgage Trust N/A 12515BAC2 3457000.00000000 PA USD 3253090.24000000 0.028264138137 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 2.81200000 N N N N N N KINGDOM OF JORDAN 5493000JZ4MYPVMBVN50 41809JAA3 500000.00000000 PA USD 465100.00000000 0.004040973252 Long DBT NUSS JO Y 2 2028-01-15 Fixed 7.75000000 N N N N N N COLBUN SA 5493003VQJLE2QB8IF36 192714AE3 200000.00000000 PA USD 160660.00000000 0.001395877795 Long DBT CORP CL Y 2 2032-01-19 Fixed 3.15000000 N N N N N N TENGIZCHEVROIL FIN CO IN 5493001VEV2XTJIBZH31 88034QAB3 350000.00000000 PA USD 297435.96000000 0.002584241579 Long DBT CORP BM Y 2 2025-08-15 Fixed 2.62500000 N N N N N N Natixis Commercial Mortgage Se N/A 63875FAJ5 5000000.00000000 PA USD 4855394.00000000 0.042185588657 Long ABS-MBS CORP US Y 2 2036-07-15 Variable 4.07400000 N N N N N N GS Mortgage-Backed Securities N/A 36262LAD2 18967656.34000000 PA USD 15833630.48000000 0.137568861019 Long ABS-CBDO CORP US Y 2 2051-11-25 Variable 2.50000000 N N N N N N PARKLAND CORP 549300Q72GWZCL8MQC95 70137WAL2 315000.00000000 PA USD 255538.24000000 0.002220217572 Long DBT CORP CA Y 2 2030-05-01 Fixed 4.62500000 N N N N N N ARAB PETROLEUM INVST 213800A54KIUYH5YD185 03845EAA0 3325000.00000000 PA USD 3342074.11000000 0.029037265290 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 3958202.84000000 0.034390436045 Long DBT NUSS ZA N 2 2025-09-16 Fixed 5.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNQB1 10566568.75000000 PA USD 9188284.75000000 0.079831461860 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824AY6 1500000.00000000 PA USD 1630883.16000000 0.014169759680 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 3662109.40000000 0.031817858811 Long ABS-O CORP KY Y 2 2030-07-18 Variable 2.64429000 N N N N N N CLARIOS GLOBAL LP 549300474L1ZLXZY2P98 C8000CAG8 847326.21000000 PA USD 789072.53000000 0.006855775076 Long LON CORP CA N 2 2026-04-30 Variable 4.91610000 N N N N N N CORP LINDLEY SA 549300XI785GPWS6HA82 21988VAD5 1500000.00000000 PA USD 1493550.00000000 0.012976554722 Long DBT CORP PE Y 2 2023-04-12 Fixed 4.62500000 N N N N N N VZ SECURED FINANCING BV 549300MG611MYCOWY949 BT3367682 700000.00000000 PA 549276.28000000 0.004772330156 Long DBT CORP NL Y 2 2032-01-15 Fixed 3.50000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CK3 4900000.00000000 PA USD 3876936.79000000 0.033684364373 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 4008752.34000000 0.034829630148 Long ABS-MBS CORP US Y 2 2048-09-15 Variable 2.79100000 N N N N N N CALIFORNIA ST N/A 13063DGE2 13060000.00000000 PA USD 13205565.45000000 0.114735189783 Long DBT MUN US N 2 2038-04-01 Fixed 4.60000000 N N N N N N Last Mile Securities 635400UJZKP57EXKMQ33 BCC2R5UF9 599876.51000000 PA 572684.03000000 0.004975705971 Long ABS-MBS CORP IE Y 2 2031-08-17 Variable 2.35000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEC5 6200000.00000000 PA USD 5437586.06000000 0.047243904164 Long DBT CORP US N 2 2027-07-20 Fixed 1.51200000 N N N N N N GS Mortgage-Backed Securities N/A 36267BAD9 11850002.06000000 PA USD 10305335.33000000 0.089536840307 Long ABS-CBDO CORP US Y 2 2052-08-26 Variable 3.00000000 N N N N N N NEW YORK ST THRUWAY AUTH N/A 650009R96 5000000.00000000 PA USD 4830108.00000000 0.041965893861 Long DBT MUN US N 2 2025-01-01 Fixed 2.25600000 N N N N N N Fannie Mae or Freddie Mac N/A 01F040677 59425000.00000000 PA USD 58597460.52000000 0.509117975980 Long ABS-O USGSE US N 2 2049-07-25 Fixed 4.00000000 N N N N N N Wells Fargo Mortgage Backed Se N/A 95003NAS5 7501569.46000000 PA USD 6757083.70000000 0.058708222956 Long ABS-CBDO USGSE US Y 2 2052-03-25 Variable 3.50000000 N Y N N N N IVORY COAST 254900ICW11T82O6H590 221625AK2 1441973.49000000 PA USD 1244405.79000000 0.010811891018 Long DBT NUSS CI Y 2 2032-12-31 Fixed 5.75000000 N N N N N N UNIV OF CALIFORNIA CA REVENUES N/A 91412GU94 25860000.00000000 PA USD 25623205.15000000 0.222624568169 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 273241.99000000 0.002374034773 Long DBT CORP KY Y 2 2026-10-07 Fixed 5.62500000 N N N N N N ASTRAZENECA FINANCE LLC 549300C3HATU4Q460S18 04636NAB9 9650000.00000000 PA USD 8400289.30000000 0.072985044882 Long DBT CORP US N 2 2031-05-28 Fixed 2.25000000 N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 BR3544508 300000.00000000 PA 214316.25000000 0.001862064575 Long DBT CORP US N 2 2081-09-15 Fixed 1.87500000 N N N N N N Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 NOK220729 1.00000000 NC USD 68957.58000000 0.000599130802 N/A DFE CORP US N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 11727247.13000000 NOK 1260240.58000000 USD 2022-07-29 68957.58000000 N N N MIAMI-DADE CNTY FL AVIATION RE N/A 59333P3W6 9160000.00000000 PA USD 8547713.54000000 0.074265925146 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 4906482.50000000 0.042629465806 Long ABS-MBS CORP US Y 2 2050-07-12 Fixed 3.35700000 N N N N N N DEVELOPMENT BANK OF KAZA 213800LCDPGJ1BI7KX98 25159XAD5 2975000.00000000 PA USD 2243702.46000000 0.019494176795 Long DBT CORP KZ Y 2 2031-05-06 Fixed 2.95000000 N N N N N N Wells Fargo Mortgage Backed Se N/A 95003KBH4 5509169.71000000 PA USD 4598855.44000000 0.039956679908 Long ABS-CBDO CORP US Y 2 2051-08-25 Variable 3.32004600 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CET4 230125000.00000000 PA USD 225774199.22000000 1.961615781902 Long DBT UST US N 2 2027-05-31 Fixed 2.62500000 N N N N N Freddie Mac - STACR N/A 35564KHE2 11613637.02000000 PA USD 11198007.02000000 0.097292725972 Long ABS-CBDO CORP US Y 2 2034-01-25 Variable 2.57566000 N N N N N N PORT OF CORPUS CHRISTI TX AUTH N/A 733911BQ3 1500000.00000000 PA USD 1494425.40000000 0.012984160544 Long DBT MUN US N 2 2024-12-01 Fixed 3.38700000 N N N N N N GS Mortgage Securities Trust 54930066YOFVQE068N73 36250PAH8 7400000.00000000 PA USD 7252399.60000000 0.063011723931 Long ABS-MBS CORP US N 2 2048-07-10 Variable 4.01800000 N N N N N N ZIFF DAVIS INC 5493008OJYGLHD7MXA18 48123VAF9 1413000.00000000 PA USD 1204504.79000000 0.010465215306 Long DBT CORP US Y 2 2030-10-15 Fixed 4.62500000 N N N N N N Bank of America, N.A. B4TYDEB6GKMZO031MB27 SEK220729 1.00000000 NC USD 24683.28000000 0.000214458125 N/A DFE CORP US N 2 Bank of America, N.A. B4TYDEB6GKMZO031MB27 6187529.73000000 SEK 630150.44000000 USD 2022-07-29 24683.28000000 N N N ROMANIA 315700IASY927EDWBK92 BO9736303 500000.00000000 PA 338573.92000000 0.002941664490 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 4480464.10000000 0.038928048993 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 1776347.20000000 0.015433608949 Long DBT MUN US N 2 2048-09-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HC6G3 1720289.24000000 PA USD 1768854.45000000 0.015368508966 Long ABS-MBS MUN US N 2 2044-10-01 Fixed 4.50000000 N N N N N N INDIAN RAILWAY FINANCE 335800F2JHSOGXQEBY56 45434L2A1 200000.00000000 PA USD 173266.21000000 0.001505405547 Long DBT CORP IN Y 2 2030-02-13 Fixed 3.24900000 N N N N N N PANAMA NOTAS DEL TESORO 549300SHS4T08CL0LP14 ZS1514182 10150000.00000000 PA USD 9845500.00000000 0.085541608595 Long DBT NUSS PA N 2 2026-04-17 Fixed 3.75000000 N N N N N N CENOVUS ENERGY INC 549300F4XPHJ7NOSP309 15135UAW9 325000.00000000 PA USD 268776.00000000 0.002335232481 Long DBT CORP CA N 2 2032-01-15 Fixed 2.65000000 N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377REH3 9500000.00000000 PA USD 8493554.80000000 0.073795372534 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 1557676.07000000 0.013533707450 Long EP USGSE US N 1 N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DAQ2 2099000.00000000 PA USD 2084600.69000000 0.018111837519 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 5565251.44000000 0.048353111616 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 3404129.98000000 0.029576431299 Long DBT MUN US N 2 2023-12-01 Fixed 3.28700000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967JC6 6575000.00000000 PA USD 6480292.58000000 0.056303351933 Long DBT CORP US N 2 2026-11-20 Fixed 4.30000000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAD5 5519000.00000000 PA USD 5484729.99000000 0.047653509324 Long DBT CORP US N 2 2024-08-15 Fixed 4.25000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBL4 9400000.00000000 PA USD 7650355.44000000 0.066469322093 Long DBT CORP US Y 2 2034-04-15 Fixed 3.46900000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBD3 1200000.00000000 PA USD 958208.05000000 0.008325291551 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 1110000.00000000 0.009644120211 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 2772211.33000000 0.024086071457 Long DBT CORP US N 2 2028-03-15 Fixed 4.12500000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2R4 5000000.00000000 PA USD 4182216.85000000 0.036336758605 Long DBT CORP FR Y 2 2029-09-15 Fixed 2.15900000 N N N N N N KOREA TREASURY BOND 549300O0QCVSQGPGDT58 BO9153574 2400000000.00000000 PA 1615937.84000000 0.014039908813 Long DBT NUSS KR N 2 2031-06-10 Fixed 2.00000000 N N N N N N RACKSPACE TECHNOLOGY 549300QTYCKLMFSE8I97 75009XAB6 494993.82000000 PA USD 449825.63000000 0.003908263468 Long LON CORP US N 2 2028-02-03 Variable 4.16000000 N N N N N N AMERICAN WATER CAPITAL C 5IDHQUFVC8Q2KIBBFF06 03040WAY1 8500000.00000000 PA USD 7198905.68000000 0.062546947539 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 4867186.45000000 0.042288046139 Long DBT CORP US N 2 N/A Fixed 4.95000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXR0 6000000.00000000 PA USD 4739639.64000000 0.041179868871 Long DBT CORP US N 2 2032-01-27 Fixed 1.99200000 N N N N N N CFCRE Commercial Mortgage Trus N/A 12531YAP3 904425.66000000 PA USD 818222.50000000 0.007109041576 Long ABS-MBS CORP US N 2 2058-05-10 Fixed 3.12100000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 22822VAW1 1800000.00000000 PA USD 1431670.14000000 0.012438917957 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 502244.96000000 0.004363703396 Long DBT CORP JE N 2 2025-03-10 Fixed 1.50000000 N N N N N N Bayview Opportunity Master Fun N/A 07335UAW4 7044878.63000000 PA USD 6130242.04000000 0.053261974016 Long ABS-CBDO CORP US Y 2 2051-10-25 Variable 3.00000000 N N N N N N CELULOSA ARAUCO CONSTITU 549300QEKV8G0AMNQD28 151191BE2 3000000.00000000 PA USD 2692500.00000000 0.023393507810 Long DBT CORP CL Y 2 2029-04-30 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNUX8 12634921.76000000 PA USD 11399939.65000000 0.099047196745 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N Y N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAH4 14250000.00000000 PA USD 12707003.30000000 0.110403484100 Long DBT CORP US N 2 2026-01-15 Fixed 1.57000000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46640LAD4 753793.79000000 PA USD 752313.57000000 0.006536398653 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.13270000 N N N N N N ENTERGY CORP 4XM3TW50JULSLG8BNC79 29364GAM5 6900000.00000000 PA USD 6211078.61000000 0.053964314195 Long DBT CORP US N 2 2025-09-15 Fixed 0.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GFT8 7937473.31000000 PA USD 7799990.16000000 0.067769407883 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 343654.25000000 PA USD 339208.39000000 0.002947177017 Long ABS-CBDO CORP US Y 2 2049-06-25 Variable 4.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RX8 1075000.00000000 PA USD 1004789.06000000 0.008730005839 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 3148793.59000000 0.027357967480 Long ABS-MBS CORP US N 2 2048-10-10 Fixed 3.63000000 N N N N N N AGL CLO 19 Ltd N/A 001210AC7 5000000.00000000 PA USD 4935500.00000000 0.042881581354 Long ABS-O CORP JE Y 2 2035-07-21 Variable 0.00001000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F032674 37950000.00000000 PA USD 36494261.91000000 0.317076620618 Long ABS-O USGSE US N 2 2052-07-25 Fixed 3.50000000 N N N N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 AV1262212 24400000.00000000 PA 664139.02000000 0.005770303194 Long DBT NUSS TH N 2 2038-06-17 Fixed 3.30000000 N Y N N N N NEW ZEALAND GOVERNMENT 549300237GPHG2AI7C34 EK3508679 625000.00000000 PA 404403.89000000 0.003513621377 Long DBT NUSS NZ N 2 2027-04-15 Fixed 4.50000000 N N N N N N JP Morgan Chase Commercial Mor N/A 46649XAL1 1000000.00000000 PA USD 972855.10000000 0.008452550930 Long ABS-MBS CORP US Y 2 2031-07-05 Variable 4.76697300 N N N N N N AUSTRALIAN GOVERNMENT 213800J6B7JSBDETCB42 BK4676346 1960000.00000000 PA 859064.90000000 0.007463896545 Long DBT NUSS AU N 3 2051-06-21 Fixed 1.75000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691RAE6 5027114.00000000 PA USD 4965037.69000000 0.043138216519 Long ABS-MBS CORP US N 2 2051-12-15 Fixed 4.31000000 N N N N N N JP Morgan Mortgage Trust N/A 46653QBP9 4194301.52000000 PA USD 3502078.19000000 0.030427444192 Long ABS-CBDO CORP US Y 2 2052-05-25 Variable 2.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBL9 20800000.00000000 PA USD 17715745.42000000 0.153921422040 Long DBT CORP US N 2 2031-04-22 Fixed 2.52200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8D28 6395504.98000000 PA USD 6526645.77000000 0.056706086831 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 535455.20000000 0.004652247132 Long DBT CORP NL N 2 2044-03-17 Fixed 7.25000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 5619000.00000000 PA USD 4271424.84000000 0.037111833000 Long DBT CORP US Y 2 2036-11-15 Fixed 3.18700000 N N N N N N GOPHER RESOURCE LLC 549300BTDNOXC3JSII89 26828KAB6 974036.61000000 PA USD 795583.36000000 0.006912343749 Long LON CORP US N 2 2025-03-06 Variable 4.91610000 N N N N N N PLANTRONICS INC 5493006O3W5M472F6668 72749DAC0 1146491.60000000 PA USD 1126634.37000000 0.009788646214 Long LON CORP US N 2 2025-07-02 Variable 3.55960000 N N N N N N UBS Commercial Mortgage Trust N/A 90276RBE7 1450000.00000000 PA USD 1388885.40000000 0.012067187168 Long ABS-MBS CORP US N 2 2050-10-15 Fixed 3.56300000 N N N N N N SIGMA ALIMENTOS SA 549300FW3RGHPHT21D10 82655AAC7 3500000.00000000 PA USD 3297595.00000000 0.028650813142 Long DBT CORP MX Y 2 2026-05-02 Fixed 4.12500000 N N N N N N REPUBLIC OF UZBEKISTAN 213800L6VDKUM3TCM927 91822Q2F3 5708925000.00000000 PA 503302.52000000 0.004372891896 Long DBT NUSS UZ Y 2 2024-07-19 Fixed 14.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECG3 30876834.30000000 PA USD 27448324.65000000 0.238481930203 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 2.00000000 N N N N N N AECOM TECHNOLOGY 0EEB8GF0W0NPCIHZX097 00766WAV5 643500.00000000 PA USD 641086.88000000 0.005570017060 Long LON CORP US N 2 2028-04-13 Variable 3.41610000 N N N N N N USI INC/NY N/A 90351NAE5 2436061.40000000 PA USD 2331018.43000000 0.020252812571 Long LON CORP US N 2 2024-05-16 Variable 5.25040000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 917288BM3 20300000.00000000 PA 440959.89000000 0.003831234403 Long DBT NUSS UY N 2 2031-05-21 Fixed 8.25000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBH0 20175000.00000000 PA USD 16361853.38000000 0.142158271061 Long DBT CORP US N 2 2031-08-01 Fixed 2.25000000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142ET6 8500000.00000000 PA USD 7216540.72000000 0.062700167760 Long DBT CORP US N 2 2031-09-22 Fixed 1.80000000 N N N N N N COMM Mortgage Trust N/A 12592XAJ5 1000000.00000000 PA USD 816452.30000000 0.007093661376 Long ABS-MBS CORP US Y 2 2048-03-10 Fixed 3.00000000 N N N N N N PUBLIC SERVICE ELECTRIC 549300RUHPVD434XUK18 74456QCC8 6970000.00000000 PA USD 5411756.34000000 0.047019485313 Long DBT CORP US N 2 2050-01-01 Fixed 3.15000000 N N N N N N AMSR Trust N/A 00178XAD5 3347000.00000000 PA USD 3106436.05000000 0.026989948374 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 247111.16000000 PA USD 243250.91000000 0.002113460376 Long ABS-CBDO CORP US Y 2 2049-04-25 Variable 4.00000000 N N N N N N Federal Farm Credit Discount Notes N/A 313313ZR2 29197000.00000000 PA USD 29173330.87000000 0.253469468357 Long STIV USGSE US N 2 N N N Federal Home Loan Bank Discount Notes 2549001DPIFGXC1TOL40 313385ZM1 20000000.00000000 PA USD 19986873.80000000 0.173653886105 Long STIV USGSE US N 2 N N N EQUS 2021-EQAZ Mortgage Trust N/A 29478JAA8 5000000.00000000 PA USD 4773968.00000000 0.041478127276 Long ABS-MBS USGSE US Y 2 2038-10-15 Variable 2.07880000 N N N N N N Morgan Stanley Residential Mor N/A 61772QAG5 2205633.81000000 PA USD 2006557.71000000 0.017433769158 Long ABS-CBDO CORP US Y 2 2051-09-25 Variable 2.50000000 N N N N N N NATIONAL RETAIL PROP INC 5493008JKH5SOTI0JS97 637417AJ5 3000000.00000000 PA USD 2886943.26000000 0.025082907966 Long DBT CORP US N 2 2026-12-15 Fixed 3.60000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCA5 23650000.00000000 PA USD 21089434.37000000 0.183233369598 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNA86 47330550.41000000 PA USD 42748544.67000000 0.371416309603 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N JAPAN (20 YEAR ISSUE) 353800WZS8AXZXFUC241 AW8928847 219000000.00000000 PA 1558854.14000000 0.013543942989 Long DBT NUSS JP N 2 2038-12-20 Fixed 0.50000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGN8 20626000.00000000 PA USD 17101814.62000000 0.148587347773 Long DBT CORP US N 2 2032-03-15 Fixed 2.35500000 N N N N N N M&T BANK CORPORATION 549300WYXDDBYRASEG81 55261FAN4 5950000.00000000 PA USD 4536875.00000000 0.039418169264 Long DBT CORP US N 2 N/A Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DYB2 86505264.59000000 PA USD 75193796.40000000 0.653313523994 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QPGY4 3531734.89000000 PA USD 3472765.90000000 0.030172767392 Long ABS-MBS MUN US N 2 2045-04-01 Fixed 3.50000000 N N N N N N AMCOR FLEXIBLES NORTH AM PTVU09TE3QPJPL7K4E13 081437AT2 4879000.00000000 PA USD 4000572.69000000 0.034758562105 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 3352374.85000000 0.029126762204 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 1730422.02000000 0.015034592772 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 679207.82000000 0.005901226905 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 1805000.00000000 PA USD 1793305.41000000 0.015580948603 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 1487264.10000000 0.012921940330 Long DBT MUN US N 2 2023-07-01 Fixed 2.51200000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCK7 5000000.00000000 PA USD 4075000.00000000 0.035405216091 Long DBT CORP US Y 2 2031-02-01 Fixed 4.25000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AL2 3065000.00000000 PA USD 2309610.92000000 0.020066815634 Long DBT CORP CH Y 2 2043-02-11 Fixed 3.17900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JAPZ5 7230823.08000000 PA USD 7105827.60000000 0.061738248266 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KAS5 8625000.00000000 PA USD 8612260.01000000 0.074826730475 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 4388122.08000000 0.038125744902 Long DBT UST US N 2 2023-03-31 Fixed 0.12500000 N N N N N N ORANGE SA 969500MCOONR8990S771 35177PAX5 2825000.00000000 PA USD 2920607.83000000 0.025375399101 Long DBT CORP FR N 2 2042-01-13 Fixed 5.37500000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDS7 17200000.00000000 PA USD 12287149.90000000 0.106755631253 Long DBT CORP US N 2 2051-11-01 Fixed 2.88700000 N N N N N N MIAMI-DADE CNTY FL AVIATION RE N/A 59333P5G9 4700000.00000000 PA USD 4103339.23000000 0.035651438560 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 3896328.33000000 0.033852845763 Long ABS-CBDO CORP 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 1559273.60000000 0.013547587424 Long ABS-MBS CORP US N 2 2048-02-15 Fixed 3.60500000 N N N N N N DISCOVER BANK X05BVSK68TQ7YTOSNR22 25466AAR2 4575000.00000000 PA USD 3820506.37000000 0.033194074505 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 1357520.00000000 0.011794672134 Long DBT CORP MX Y 2 N/A Fixed 5.12500000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBN4 10225000.00000000 PA USD 9496745.44000000 0.082511490667 Long DBT CORP US N 2 2030-04-02 Fixed 4.90600000 N N N N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 98919XAB7 623552.63000000 PA USD 573113.46000000 0.004979437029 Long LON CORP US N 2 2027-03-09 Variable 4.66610000 N N N N N N INTERNATIONAL PAPER CO 824LMFJDH41EY779Q875 460146CS0 1519000.00000000 PA USD 1348762.43000000 0.011718582893 Long DBT CORP US N 2 2048-08-15 Fixed 4.35000000 N N N N N Freddie Mac - STACR N/A 35564KLU1 4725000.00000000 PA USD 4041777.29000000 0.035116564011 Long ABS-CBDO CORP US Y 2 2041-10-25 Variable 4.32566000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BE3 350000.00000000 PA USD 279125.00000000 0.002425148697 Long DBT NUSS ZA N 2 2052-04-20 Fixed 7.30000000 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 744320BH4 6960000.00000000 PA USD 5825868.00000000 0.050617451646 Long DBT CORP US N 2 2050-10-01 Fixed 3.70000000 N N N N N N JP Morgan Mortgage Trust N/A 46654FAT5 5843968.22000000 PA USD 4788147.25000000 0.041601322224 Long ABS-CBDO CORP US Y 2 2052-04-25 Variable 3.34990100 N N N N N N Fannie Mae or Freddie Mac N/A 01F032476 14300000.00000000 PA USD 14210466.13000000 0.123466165421 Long ABS-O CORP US N 2 2037-07-25 Fixed 3.50000000 N N N N N N MERCY HEALTHCARE SYSTEM RV2KCMRGYKSCKT5REH48 58942HAA9 12500000.00000000 PA USD 12238152.88000000 0.106329925711 Long DBT CORP US N 2 2025-11-01 Fixed 3.38200000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BV5 5000000.00000000 PA USD 3383475.75000000 0.029396979157 Long DBT CORP US N 2 2051-04-01 Fixed 3.70000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XAK0 5893052.68000000 PA USD 5870508.81000000 0.051005308707 Long ABS-CBDO USGSE US N 2 2024-07-25 Variable 4.62357000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BW2 2000000.00000000 PA USD 1982020.00000000 0.017220575803 Long DBT CORP MX Y 2 2027-06-05 Fixed 7.37500000 N N N N N N ENDO LUXEMBOURG FINANCE 222100B15VY0VVCTG251 L2968EAE2 563783.87000000 PA USD 429828.82000000 0.003734523252 Long LON CORP LU N 2 2028-03-27 Variable 6.68750000 N N N N N N Flagstar Mortgage Trust N/A 33851RAA9 29633198.77000000 PA USD 26323763.13000000 0.228711293731 Long ABS-CBDO CORP US Y 2 2051-10-25 Variable 3.00000000 N N N N N N MIAMI-DADE CNTY FL AVIATION RE N/A 59333PU97 1505000.00000000 PA USD 1504191.36000000 0.013069011078 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 6372303.39000000 0.055365099024 Long DBT CORP US Y 2 2030-05-15 Fixed 2.85000000 N N N N N N Citibank N.A. E57ODZWZ7FF32TWEFA76 KRW220902 1.00000000 NC USD 105870.14000000 0.000919841763 N/A DFE CORP US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 8391813066.00000000 KRW 6625307.36000000 USD 2022-09-02 105870.14000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEDU3 20331329.11000000 PA USD 19117492.44000000 0.166100356064 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 337375.00000000 0.002931247798 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 1823448.04000000 PA USD 1787314.78000000 0.015528899634 Long ABS-O CORP US Y 2 2036-01-20 Fixed 3.20000000 N N N N N N EUROPEAN BK RECON & DEV 549300HTGDOVDU6OGK19 BP5839058 10300000000.00010000 PA 685998.32000000 0.005960225462 Long DBT NUSS N/A N 2 2024-05-28 Fixed 5.20000000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780BM7 11675000.00000000 PA USD 10555646.77000000 0.091711645368 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 146770.96000000 0.001275204307 Long DBT CORP US N 2 2025-06-01 Fixed 4.87500000 N N N N N N SMB Private Education Loan Tru 549300NWENTZ8X7JUC78 83189DAB6 6644615.56000000 PA USD 6430999.81000000 0.055875076799 Long ABS-O CORP US Y 2 2035-10-15 Fixed 2.82000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBF2 31125000.00000000 PA USD 29637342.34000000 0.257500984030 Long DBT CORP US N 2 2025-10-15 Fixed 2.30100000 N N N N N N Madison Park Funding Ltd N/A 55820JBG4 5500000.00000000 PA USD 5221870.50000000 0.045369681829 Long ABS-O CORP KY Y 2 2032-10-15 Variable 5.98082 N N N N N N Agate Bay Mortgage Loan Trust 549300LRONE82VI44B39 00842DAJ2 1211860.89000000 PA USD 1149148.91000000 0.009984261467 Long ABS-CBDO CORP US Y 2 2045-09-25 Variable 3.50000000 N N N N N N Flagstar Mortgage Trust N/A 33850RBA9 2460171.80000000 PA USD 2363948.82000000 0.020538924859 Long ABS-CBDO CORP US Y 2 2047-10-25 Variable 4.04932800 N N N N N N SOPHIA LP 549300RP8NIJ7FY7OS79 83578BAM5 1559279.53000000 PA USD 1451112.31000000 0.012607839241 Long LON CORP US N 2 2027-10-07 Variable 4.25600000 N N N N N N BENIN INTL GOV BOND 635400Q11P6AE5A5Y230 BQ5680468 850000.00000000 PA 578696.90000000 0.005027948170 Long DBT NUSS BJ Y 3 2035-01-22 Fixed 4.95000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833EF3 4675000.00000000 PA USD 3445550.36000000 0.029936307987 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 11158028.70000000 0.096945378473 Long DBT MUN US N 2 2040-11-01 Fixed 3.43400000 N N N N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 EK3289700 2550000.00000000 PA 2775094.89000000 0.024111124970 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 2009306.25000000 0.017457649564 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 1502030.25000000 0.013050234497 Long DBT CORP US N 2 2027-01-15 Fixed 3.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YHU99 7323756.65000000 PA USD 7215931.25000000 0.062694872443 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 3.50000000 N N N N N N WRKCO INC 549300JEB576INN13W07 92940PAG9 4450000.00000000 PA USD 3771139.46000000 0.032765155212 Long DBT CORP US N 2 2033-06-15 Fixed 3.00000000 N N N N N N CANADIAN GOVERNMENT 4BFD7AQU0A75QLAHK410 135087H72 950000.00000000 PA 574457.74000000 0.004991116667 Long DBT NUSS CA N 2 2051-12-01 Fixed 2.00000000 N N N N N N Palmer Square CLO Ltd N/A 69688FAJ9 3500000.00000000 PA USD 3308980.50000000 0.028749734882 Long ABS-O CORP KY Y 2 2035-01-15 Variable 1.88249000 N N N N N N CIT Group Home Equity Loan Tru N/A 12558MAG7 86236.62000000 PA USD 83660.37000000 0.000726874473 Long ABS-O CORP US N 2 2030-02-25 Fixed 6.20000000 N N N N N N KIA CORP 988400V8MJK9N7OI5X76 49374JAC7 2665000.00000000 PA USD 2548944.93000000 0.022146244429 Long DBT CORP KR Y 2 2025-02-14 Fixed 2.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292HYA6 263461.67000000 PA USD 271179.38000000 0.002356113999 Long ABS-MBS MUN US N 2 2033-07-01 Fixed 4.50000000 N N N N N N RUSSIAN FEDERATION 5493004EHVGF71PDBU58 AX8009109 3200000.00000000 PA USD 800000.00000000 0.006950717269 Long DBT NUSS RU Y 3 2035-03-28 Fixed 5.10000000 N N N N N N Purchasing Power Funding N/A 74615JAD2 1000000.00000000 PA USD 983433.70000000 0.008544462002 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 572037.06000000 PA USD 562840.53000000 0.004890181739 Long ABS-CBDO CORP US Y 2 2049-11-25 Variable 4.00000000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142EU3 5525000.00000000 PA USD 4293236.00000000 0.037301337008 Long DBT CORP US N 2 2041-09-22 Fixed 2.50000000 N N N N N N Federal Home Loan Bank Discount Notes 2549001DPIFGXC1TOL40 313385F92 18000000.00000000 PA USD 17926929.36000000 0.155756271864 Long STIV USGSE US N 2 N N N JP Morgan Mortgage Trust N/A 46651XBT8 6793056.81000000 PA USD 6111866.74000000 0.053102322123 Long ABS-CBDO CORP US Y 2 2050-06-25 Variable 3.85228300 N N N N N N Sierra Receivables Funding Co N/A 82653DAA7 1625576.52000000 PA USD 1609782.09000000 0.013986425216 Long ABS-O CORP US Y 2 2035-06-20 Fixed 3.50000000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46644RBD6 2500000.00000000 PA USD 2446651.25000000 0.021257476369 Long ABS-MBS CORP US N 2 2048-05-15 Variable 3.91660000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HBE7 3475000.00000000 PA USD 3420891.05000000 0.029722058122 Long DBT CORP N/A N 2 2027-06-01 Fixed 4.40000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 N/A 1189025.00000000 PA USD 1064177.38000000 0.009245995116 Long LON CORP PA N 2 2028-10-18 Variable 6.12690000 N N N N N N Angel Oak Mortgage Trust N/A 03465MAC7 5176000.00000000 PA USD 4104322.14000000 0.035659978472 Long ABS-CBDO CORP US Y 2 2066-11-25 Variable 2.83700000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H020675 19070000.00000000 PA USD 16932074.31000000 0.147112576643 Long ABS-O USGSE US N 2 2052-07-20 Fixed 2.00000000 N N N N N N LONDON STOCK EXCHANGE PL 213800QAUUUP6I445N30 AV9232027 200000.00000000 PA 199342.20000000 0.001731964090 Long DBT CORP GB N 2 2027-12-06 Fixed 1.75000000 N N N N N N KOREA TREASURY BOND 549300O0QCVSQGPGDT58 QZ3475089 1800000000.00000000 PA 1264168.05000000 0.010983593370 Long DBT NUSS KR N 2 2026-12-10 Fixed 1.50000000 N N N N N N JP Morgan Mortgage Trust N/A 46655GAW5 10816724.44000000 PA USD 9446461.79000000 0.082074606374 Long ABS-CBDO CORP US Y 2 2052-10-25 Variable 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BKB1 5474820.14000000 PA USD 5603173.36000000 0.048682592296 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BFQ4 3234784.62000000 PA USD 3321875.96000000 0.028861775752 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 329598.66000000 0.002863683872 Long DBT CORP DK N 2 2028-01-14 Fixed 2.25000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 C7052BAH7 1591022.71000000 PA USD 1547937.82000000 0.013449097671 Long LON CORP CA N 2 2025-05-31 Variable 3.50000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 89364MBS2 1344422.06000000 PA USD 1293871.79000000 0.011241671244 Long LON CORP US N 2 2024-08-22 Variable 3.91610000 N N N N N N Magnetite CLO Ltd 549300BDVLRWS2SODX97 55953TAL1 530000.00000000 PA USD 513786.24000000 0.004463978613 Long ABS-O CORP KY Y 2 2028-11-15 Variable 2.91129000 N N N N N N COMM Mortgage Trust 549300YJIXJB9DCDOI21 12626BAU8 5000000.00000000 PA USD 4935136.50000000 0.042878423122 Long ABS-MBS CORP US Y 2 2046-08-10 Variable 5.06282000 N N N N N N BXP Trust N/A 05607CAA7 1325000.00000000 PA USD 1250902.42000000 0.010868336316 Long ABS-MBS CORP US Y 2 2037-08-13 Fixed 3.45900000 N N N N N N GS Mortgage Securities Trust 5493005BBCF84ICNQ550 36266CAL0 2600000.00000000 PA USD 2462385.12000000 0.021394178472 Long ABS-MBS CORP US Y 2 2036-11-15 Variable 4.67400100 N N N N N N OREGON ST DEPT OF ADMIN SVCS C N/A 68608VEE0 9700000.00000000 PA USD 8840311.31000000 0.076808130612 Long DBT MUN US N 2 2039-05-01 Fixed 4.10300000 N N N N N N Sequoia Mortgage Trust N/A 81743AAA7 0.25000000 PA USD 0.23000000 0.000000001998 Long ABS-CBDO CORP US Y 2 2049-12-25 Variable 3.50000000 N Y N N N N THAIOIL TRSRY CENTER 549300NH03B9E8VGJR89 88322YAK7 4300000.00000000 PA USD 3463994.00000000 0.030096553646 Long DBT CORP TH Y 2 2030-06-18 Fixed 2.50000000 N N N N N N Citigroup Mortgage Loan Trust 549300R1KUK063S4I339 17307G2R8 172625.47000000 PA USD 172533.86000000 0.001499042600 Long ABS-O CORP US N 2 2036-01-25 Variable 2.37357000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAS9 10075000.00000000 PA USD 7571689.64000000 0.065785842424 Long DBT NUSS MX N 2 2052-02-12 Fixed 4.40000000 N N N N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 084664CV1 16000000.00000000 PA USD 11518335.68000000 0.100075868408 Long DBT CORP US N 2 2050-10-15 Fixed 2.85000000 N N N N N N NEVADA POWER CO MJZFGXRJ52U8U4MKJ519 641423CD8 7350000.00000000 PA USD 6402661.59000000 0.055628863105 Long DBT CORP US N 2 2030-05-01 Fixed 2.40000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833BX7 3750000.00000000 PA USD 3860272.39000000 0.033539577457 Long DBT CORP US N 2 2046-02-23 Fixed 4.65000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 BO1991161 500000.00000000 PA 438805.39000000 0.003812515252 Long DBT CORP US N 2 2027-05-20 Fixed 0.60000000 N N N N N N CMWLTH FING AUTH PA N/A 20281PKT8 4055000.00000000 PA USD 3867022.77000000 0.033598227436 Long DBT MUN US N 2 2038-06-01 Fixed 3.86400000 N N N N N N MIAMI-DADE CNTY FL AVIATION RE N/A 59333P2S6 3900000.00000000 PA USD 3448483.35000000 0.029961790967 Long DBT MUN US N 2 2041-10-01 Fixed 3.98200000 N N N N N N CENTERPOINT ENER HOUSTON 549300S8SEQBOJLKHW63 15189XAX6 1075000.00000000 PA USD 976856.66000000 0.008487318070 Long DBT CORP US N 2 2032-03-01 Fixed 3.00000000 N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMN9 8553000.00000000 PA USD 6605676.48000000 0.057392736982 Long DBT CORP US N 2 2057-12-01 Fixed 3.80000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDK2 4600000.00000000 PA USD 3608428.55000000 0.031351458297 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 3391500.00000000 0.029466697024 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 2271743.50000000 0.019737808471 Long ABS-MBS CORP US N 2 2050-11-15 Variable 4.20400100 N Y N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 046353AW8 6510000.00000000 PA USD 5343519.78000000 0.046426619018 Long DBT CORP GB N 2 2030-08-06 Fixed 1.37500000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAM5 3800000.00000000 PA USD 3464060.54000000 0.030097131772 Long DBT CORP US N 2 2027-12-01 Fixed 3.95000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAJ3 750000.00000000 PA USD 707790.00000000 0.006149560220 Long DBT CORP CA Y 2 2025-06-01 Fixed 4.25000000 N N N N N N NMLT Trust N/A 62917JAD2 1825000.00000000 PA USD 1437460.70000000 0.012489228639 Long ABS-CBDO CORP US Y 2 2056-08-25 Variable 2.56900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MY89 3128814.26000000 PA USD 3361243.17000000 0.029203813685 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 5.50000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAZ1 5725000.00000000 PA USD 5514319.83000000 0.047910597589 Long DBT CORP N/A N 2 2026-06-18 Fixed 3.87500000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGJ7 17100000.00000000 PA USD 14620628.93000000 0.127029822493 Long DBT CORP US N 2 2031-03-21 Fixed 2.55000000 N N N N N N DUKE UNIVERSITY FY5ICUIRRDCHN4HHL592 26442TAD9 2000000.00000000 PA USD 1770679.58000000 0.015384366419 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 1747408.21000000 0.015182175527 Long ABS-MBS CORP US N 2 2049-03-17 Variable 4.88984300 N N N N N N JP Morgan Chase Commercial Mor N/A 46636DAU0 136626.77000000 PA USD 136172.21000000 0.001183118164 Long ABS-MBS CORP US Y 2 2046-07-15 Variable 5.60404300 N N N N N N AON GLOBAL LTD VVT2B79I2Z4U3R6BY589 00185AAF1 9631000.00000000 PA USD 9571445.75000000 0.083160516585 Long DBT CORP GB N 2 2024-06-14 Fixed 3.50000000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377RCQ5 6000000.00000000 PA USD 6003949.20000000 0.052164691736 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 257566.56000000 PA USD 256600.69000000 0.002229448559 Long LON CORP US N 2 2028-06-26 Variable 3.68750000 N N N N N N IRB HOLDING CORP 549300HVW4WNWYBXN830 44988LAH0 493750.00000000 PA USD 462480.81000000 0.004018216691 Long LON CORP US N 2 2027-12-15 Variable 4.23790000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BH1 1250000.00000000 PA USD 1221838.20000000 0.010615814846 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 5989194.70000000 0.052036498789 Long DBT CORP US N 2 2031-06-03 Fixed 2.57200000 N N N N N N TSMC GLOBAL LTD 549300N2ZLI21P85T117 872882AF2 4000000.00000000 PA USD 3452690.28000000 0.029998342444 Long DBT CORP VG Y 2 2027-09-28 Fixed 1.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQZS4 9475647.30000000 PA USD 9265198.86000000 0.080499722151 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.50000000 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 58503UAC7 798000.00000000 PA USD 738772.44000000 0.006418747946 Long LON CORP US N 2 2028-10-23 Variable 4.91610000 N N N N N N Social Professional Loan Progr N/A 83404KAC7 1499686.94000000 PA USD 1494840.85000000 0.012987770139 Long ABS-O CORP US Y 2 2040-11-26 Fixed 2.72000000 N Y N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TD0 305962000.00000000 PA USD 251797164.69000000 2.187713626271 Long DBT UST US N 2 2052-02-15 Fixed 2.25000000 N N N N N N B3 SA-BRASIL BOLSA BALCA 4GTK5S46E6H318LMDS44 11778EAA4 2900000.00000000 PA USD 2386700.00000000 0.020736596133 Long DBT CORP BR Y 2 2031-09-20 Fixed 4.12500000 N N N N N N INVERSIONES CMPC SA 549300G475ACIABB4385 46128MAQ4 3600000.00000000 PA USD 2882268.00000000 0.025042287453 Long DBT CORP CL Y 2 2031-04-06 Fixed 3.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYB4 12080000.00000000 PA USD 10029241.46000000 0.087138027269 Long DBT CORP US N 2 2032-04-22 Fixed 2.61500000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816BW8 4000000.00000000 PA USD 4014047.72000000 0.034875638509 Long DBT CORP US N 2 2023-08-03 Fixed 3.70000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3617A4PJ1 11385188.68000000 PA USD 11334388.99000000 0.098477666614 Long ABS-O USGSE US N 2 2033-10-15 Fixed 3.70000000 N N N N N N CREDIT AGRICOLE LONDON 969500TJ5KRTCJQWXH05 22535WAB3 6100000.00000000 PA USD 5934973.83000000 0.051565406367 Long DBT CORP FR Y 2 2027-01-10 Fixed 4.12500000 N N N N N N BALL CORP 0BGI85ALH27ZJP15DY16 058498AW6 1875000.00000000 PA USD 1509199.58000000 0.013112524479 Long DBT CORP US N 2 2030-08-15 Fixed 2.87500000 N N N N N N Fannie Mae or Freddie Mac N/A 01F042673 49900000.00000000 PA USD 50089074.09000000 0.435193740362 Long ABS-O USGSE US N 2 2049-07-25 Fixed 4.50000000 N N N N N N CNA FINANCIAL CORP 549300YX2GSZD7YG1R84 126117AS9 3525000.00000000 PA USD 3525951.75000000 0.030634867150 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 2500235.00000000 0.021723033240 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 586423.50000000 0.005095079935 Long DBT CORP ID Y 2 2029-07-17 Fixed 3.87500000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BT9 11675000.00000000 PA USD 8147276.86000000 0.070786772462 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 7724035.39000000 0.067109482719 Long DBT CORP US N 2 2026-08-04 Fixed 2.45000000 N N N N N N GE CAPITAL INTL FUNDING 549300G6UZOB126GBY72 36164QNA2 16531000.00000000 PA USD 15439874.82000000 0.134147755687 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 1617000.00000000 0.014049137280 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 4548254.75000000 0.039517041046 Long ABS-MBS CORP US N 2 2049-02-10 Variable 4.77343900 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CAG6 39285000.00000000 PA USD 39191169.35000000 0.340508422015 Long DBT UST US N 2 2022-08-31 Fixed 0.12500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 BW3596622 500000.00000000 PA 495140.66000000 0.004301978420 Long DBT CORP US N 2 2032-05-07 Fixed 2.95000000 N N N N N N Wells Fargo Commercial Mortgag N/A 94988HAE1 8200000.00000000 PA USD 8191257.98000000 0.071168897875 Long ABS-MBS CORP US N 2 2045-10-15 Fixed 3.53900000 N N N N N N HOSTESS BRANDS LLC 549300SW7FLS4O41LD19 44108HAJ0 877443.52000000 PA USD 838897.43000000 0.007288673567 Long LON CORP US N 2 2025-08-01 Variable 3.48890000 N N N N N N IVORY COAST 254900ICW11T82O6H590 ZQ0630702 1000000.00000000 PA 816926.66000000 0.007097782804 Long DBT NUSS CI Y 2 2031-10-17 Fixed 5.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BBPS5 12689065.33000000 PA USD 1792871.03000000 0.015577174537 Long ABS-CBDO USGSE US N 2 2050-08-25 Fixed 2.00000000 N N N N N N SAN FRANCISCO CITY & CNTY CA C N/A 79772ECG2 245000.00000000 PA USD 240318.74000000 0.002087984520 Long DBT MUN US N 2 2025-09-01 Fixed 3.26400000 N N N N N N TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 BK2909210 500000.00000000 PA 453128.17000000 0.003936957245 Long DBT CORP JP N 2 2029-07-09 Fixed 1.00000000 N N N N N N COMM Mortgage Trust N/A 12593JBK1 1467000.00000000 PA USD 1384363.60000000 0.012027899977 Long ABS-MBS CORP US N 2 2048-08-10 Variable 4.52165600 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 65412JAC7 775000.00000000 PA USD 589596.04000000 0.005122644221 Long DBT NUSS NG Y 2 2027-11-28 Fixed 6.50000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816CS6 2775000.00000000 PA USD 2585664.33000000 0.022465277139 Long DBT CORP US N 2 2027-03-04 Fixed 2.55000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DP2 4675000.00000000 PA USD 3375207.23000000 0.029325138977 Long DBT CORP US N 2 2040-08-21 Fixed 2.70000000 N N N N N N BANGKOK BANK PCL/HK 549300CCL2BKJGMYXV60 059895AV4 3010000.00000000 PA USD 2515588.21000000 0.021856428017 Long DBT CORP TH Y 2 2036-09-23 Fixed 3.46600000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BF3 5000000.00000000 PA USD 3696550.00000000 0.032117092403 Long DBT CORP US Y 2 2031-02-15 Fixed 3.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LS37 6911923.30000000 PA USD 6805180.67000000 0.059126108506 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 601470.08000000 0.005225810590 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 1890268.62000000 0.016423403426 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 6470242.48000000 0.056216032679 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 1315623.74000000 0.011430660812 Long ABS-MBS CORP US N 2 2050-05-10 Variable 3.77700000 N N N N N N PUBLIC SERVICE COLORADO 5BANEF6PGSEK0SNMQF44 744448CV1 6800000.00000000 PA USD 5684376.90000000 0.049388120856 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 2765477.98000000 0.024027569442 Long ABS-MBS CORP US N 2 2048-02-10 Fixed 3.39600000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DV7 2000000.00000000 PA USD 1756993.74000000 0.015265458413 Long DBT CORP US N 2 2042-03-15 Fixed 3.55000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200KF7 400000.00000000 PA 336690.21000000 0.002925298071 Long DBT CORP US N 2 2032-02-11 Fixed 0.65000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDF6 3250000.00000000 PA USD 2808446.06000000 0.024400893162 Long DBT CORP US N 2 2047-10-15 Fixed 3.75000000 N N N N N N Neuberger Berman CLO Ltd 549300FC7JRIZ6YLHK36 64135GAE8 10000000.00000000 PA USD 9394566.00000000 0.081623715169 Long ABS-O CORP JE Y 2 2036-04-25 Variable 0.00010000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBW4 6075000.00000000 PA USD 4515103.42000000 0.039229009143 Long DBT CORP GB N 2 2042-11-24 Fixed 3.33000000 N N N N N N OCI NV 549300NCMRGIBJYUOE57 67091GAE3 1920000.00000000 PA USD 1853212.80000000 0.016101447766 Long DBT CORP NL Y 2 2025-10-15 Fixed 4.62500000 N N N N N N JP Morgan Mortgage Trust N/A 46655LAP9 12943540.57000000 PA USD 11832738.86000000 0.102807527924 Long ABS-CBDO CORP US Y 2 2052-09-25 Variable 3.50000000 N N N N N N COMM Mortgage Trust N/A 12591UAH6 3000000.00000000 PA USD 2974847.40000000 0.025846653996 Long ABS-MBS CORP US N 2 2047-03-10 Fixed 4.19900000 N N N N N N JP Morgan Mortgage Trust N/A 46654TBQ0 11893854.90000000 PA USD 9930904.98000000 0.086283640932 Long ABS-CBDO CORP US Y 2 2052-06-25 Variable 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EES5 46454561.17000000 PA USD 45863176.95000000 0.398477470074 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CER8 98250000.00000000 PA USD 97363447.02000000 0.845932240772 Long DBT UST US N 2 2024-05-31 Fixed 2.50000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DGJ5 1116595.20000000 PA USD 1062543.28000000 0.009231797407 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 3.00000000 N N N N N N Fannie Mae - CAS N/A 20754BAF8 6000000.00000000 PA USD 5259520.20000000 0.045696797354 Long ABS-CBDO CORP US Y 2 2042-01-25 Variable 5.42566000 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAU1 6700000.00000000 PA USD 5920906.25000000 0.051443181653 Long DBT CORP US N 2 2030-01-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H7CN2 67411.82000000 PA USD 69807.13000000 0.000606512030 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 11912806.25000000 0.103503185162 Long DBT MUN US N 2 2027-06-15 Fixed 3.25000000 N N N N N N BANCO DE CHILE 8B4EZFY8IHJC44TT2K84 059520AC0 3125000.00000000 PA USD 2609375.00000000 0.022671284843 Long DBT CORP CL Y 2 2031-12-09 Fixed 2.99000000 N N N N N N STATE STR NAVIGATOR SECS L TR 549300ZFEEJ2IP5VME73 857509301 168751931.34000100 NS USD 168751931.34000100 1.466183704279 Long STIV RF US N 1 N N GATES GLOBAL LLC 549300XI79MQJV13DW27 36740UAT9 1998338.59000000 PA USD 1881435.78000000 0.016346660209 Long LON CORP US N 2 2027-03-31 Variable 4.16610000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NBT7 18200000.00000000 PA USD 15409999.33000000 0.133888185582 Long DBT CORP US N 2 2036-07-15 Fixed 3.20000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAX3 2650000.00000000 PA USD 2121302.08000000 0.018430713751 Long DBT CORP IE N 2 2032-01-30 Fixed 3.30000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 80413TAH2 6775000.00000000 PA USD 6918706.90000000 0.060112469415 Long DBT NUSS SA Y 2 2030-04-17 Fixed 4.50000000 N N N N N N LEGG MASON INC OWUNCC6U1ZJXMZKFBJ36 524901AT2 1305000.00000000 PA USD 1311722.45000000 0.011396764857 Long DBT CORP US N 2 2024-07-15 Fixed 3.95000000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776743AJ5 10050000.00000000 PA USD 8092957.67000000 0.070314825797 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 1761000.00000000 0.015300266389 Long DBT CORP GB Y 2 2050-10-02 Fixed 4.25000000 N N N N N N TURK IHRACAT KR 789000JVRVYLAXGDWR11 90016LAA4 2500000.00000000 PA USD 2086457.93000000 0.018127973957 Long DBT NUSS TR Y 2 2026-07-06 Fixed 5.75000000 N N N N N N JAPAN (5 YEAR ISSUE) 353800WZS8AXZXFUC241 BR9625400 498000000.00000000 PA 3673422.20000000 0.031916148904 Long DBT NUSS JP N 2 2026-09-20 Fixed 0.00500000 N N N N N N TEAM HEALTH HOLDINGS INC 549300PVTQ4UDTTMQT11 87817JAG3 990541.83000000 PA USD 828340.61000000 0.007196951728 Long LON CORP US N 2 2027-03-02 Variable 6.28410000 N N N N N N UBS-Barclays Commercial Mortga N/A 90270RBE3 2364941.16000000 PA USD 2363474.19000000 0.020534801085 Long ABS-MBS CORP US N 2 2045-12-10 Fixed 2.85020000 N N N N N N Structured Asset Investment Lo N/A 86358ELZ7 139854.46000000 PA USD 136193.76000000 0.001183305399 Long ABS-O CORP US N 2 2034-09-25 Variable 2.52357000 N N N N N N Invitation Homes Trust N/A 46187XAC9 1499930.79000000 PA USD 1484815.09000000 0.012900662360 Long ABS-O CORP US Y 2 2038-01-17 Variable 2.77300000 N N N N N N Verus Securitization Trust N/A 92538CAC5 1564257.86000000 PA USD 1463113.57000000 0.012712110947 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 6402757.43000000 0.055629695801 Long DBT CORP US N 2 2023-02-01 Fixed 3.60000000 N N N N N N JP Morgan Mortgage Trust N/A 46654WBS9 15059818.83000000 PA USD 12716721.86000000 0.110487922804 Long ABS-CBDO CORP US Y 2 2052-07-25 Variable 2.50000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 ZO2104248 24960.00000000 PA USD 10306.43000000 0.000089546351 Long DBT NUSS EC Y 2 2030-07-31 Fixed 0.00000000 N N N N N N Citigroup Commercial Mortgage N/A 17326FAH0 6765000.00000000 PA USD 6352272.09000000 0.055191059145 Long ABS-MBS CORP 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 2105287.09000000 0.018291569167 Long DBT CORP IN Y 2 2031-02-02 Fixed 3.10000000 N N N N N N Toronto Dominion Bank PT3QB789TSUIDF371261 JPY220729 1.00000000 NC USD 1473222.72000000 0.012799943252 N/A DFE CORP US N 2 Toronto Dominion Bank PT3QB789TSUIDF371261 3261545993.00000000 JPY 25554663.08000000 USD 2022-07-29 1473222.72000000 N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404121AJ4 4225000.00000000 PA USD 4156111.38000000 0.036109943928 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 9679701.24000000 0.084101083215 Long DBT MUN US N 2 2027-05-01 Fixed 3.15400000 N N N N N N BANCO DEL ESTADO -CHILE 5493004R4EJC0W0XVQ72 05965MAG8 3000000.00000000 PA USD 2836721.19000000 0.024646558705 Long DBT CORP CL Y 2 2025-01-09 Fixed 2.70400000 N N N N N N COMM Mortgage Trust N/A 200474BF0 2825979.00000000 PA USD 2740072.63000000 0.023806837686 Long ABS-MBS CORP US N 2 2048-02-10 Variable 3.82900000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCU8 29200000.00000000 PA USD 25064136.53000000 0.217767158279 Long DBT CORP US N 2 2033-01-25 Fixed 2.96300000 N N N N N N TEGNA INC 549300YC5EDBGX85AO10 87901JAF2 975000.00000000 PA USD 935771.32000000 0.008130352342 Long DBT CORP US Y 2 2026-03-15 Fixed 4.75000000 N N N N N N Onslow Bay Financial LLC N/A 670861AU7 11681501.66000000 PA USD 9746811.36000000 0.084684162552 Long ABS-CBDO CORP US Y 2 2051-07-25 Variable 2.50000000 N Y N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 BJ8145408 300000.00000000 PA 318660.48000000 0.002768648626 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 1463099.20000000 0.012711986095 Long DBT NUSS JP N 2 2046-09-20 Fixed 0.50000000 N N N N N N GAZPROM PJSC (GAZ FN) 213800UNP9N6BPNYMQ45 BS3615637 300000.00000000 PA 75452.40000000 0.000655560374 Long DBT CORP GB Y 3 2028-11-17 Fixed 1.85000000 N N N N N N TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 874060AY2 1975000.00000000 PA USD 1520044.27000000 0.013206747447 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 2492001.25000000 0.021651495154 Long DBT MUN US N 2 2023-10-01 Fixed 3.28500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31283HJT3 6612.03000000 PA USD 6677.07000000 0.000058013032 Long ABS-MBS MUN US N 2 2031-01-01 Fixed 8.00000000 N N N N N N REINSURANCE GRP OF AMER LORM1GNEU1DKEW527V90 759351AN9 4150000.00000000 PA USD 3903325.70000000 0.033913641689 Long DBT CORP US N 2 2029-05-15 Fixed 3.90000000 N N N N N N JP Morgan Mortgage Trust N/A 46649CAN3 743842.02000000 PA USD 688097.90000000 0.005978467445 Long ABS-CBDO CORP US Y 2 2048-10-25 Variable 3.50000000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 21987BAW8 4200000.00000000 PA USD 3977211.59000000 0.034555591603 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 19290107.09000000 PA USD 17004499.46000000 0.147741835069 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 2867949.70000000 0.024917884384 Long DBT CORP US N 2 2026-03-15 Fixed 3.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B9S88 5252013.03000000 PA USD 4908843.14000000 0.042649975982 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468Q5 10000000.00000000 PA USD 9361528.50000000 0.081336672267 Long DBT CORP US N 2 2026-04-28 Fixed 2.18800000 N N N N N N INDIANA MICHIGAN POWER JHR9V15J0ZRG02MIRD06 454889AR7 2900000.00000000 PA USD 2389680.16000000 0.020762488945 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 2469404.00000000 0.021455161285 Long DBT CORP SG Y 2 2028-12-11 Fixed 4.52000000 N N N N N N STATE OF ISRAEL 213800T8ZHTFZIBYPE21 46513YJJ8 1875000.00000000 PA USD 1731406.76000000 0.015043148584 Long DBT NUSS IL N 2 2048-01-17 Fixed 4.12500000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 89364MBQ6 1462528.57000000 PA USD 1386725.71000000 0.012048422925 Long LON CORP US N 2 2025-05-30 Variable 3.30960000 N N N N N N SOUTHERN GAS CORRIDOR 213800DG58KG59XY6318 84302LAA0 1000000.00000000 PA USD 982121.96000000 0.008533065085 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 2200267.75000000 PA USD 2077925.82000000 0.018053843602 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 73500000.00000000 PA USD 70829883.18000000 0.615398115268 Long DBT UST US N 2 2023-11-15 Fixed 0.25000000 N N N N N N ARDAGH METAL PACKAGING N/A BO2884290 500000.00000000 PA 389347.43000000 0.003382804881 Long DBT CORP N/A Y 2 2029-09-01 Fixed 3.00000000 N N N N N N JP Morgan Mortgage Trust N/A 46646BAN8 453891.01000000 PA USD 429567.49000000 0.003732252713 Long ABS-CBDO CORP US Y 2 2046-05-25 Variable 3.50000000 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 BR4457197 575000.00000000 PA 353940.02000000 0.003075171261 Long DBT NUSS RS Y 2 2036-09-23 Fixed 2.05000000 N N N N N N PUBLIC FIN AUTH WI REVENUE 5493004S6D3NA627K012 74442PGN9 1910000.00000000 PA USD 1691911.04000000 0.014699994105 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 5261962.74000000 0.045718019110 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 1663903.14000000 PA USD 1600100.44000000 0.013902307201 Long ABS-O CORP US Y 2 2036-08-20 Fixed 2.34000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CCY5 1250000.00000000 PA USD 1119580.08000000 0.009727355745 Long DBT UST US N 2 2028-09-30 Fixed 1.25000000 N N N N N N MIAMI-DADE CNTY FL AVIATION RE N/A 59333PV39 3500000.00000000 PA USD 3397355.50000000 0.029517571930 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 910455.85000000 0.007910401499 Long DBT CORP US N 2 2024-11-15 Fixed 3.90000000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408HM8 16000000.00000000 PA USD 15917013.12000000 0.138293322464 Long DBT CORP US N 2 2029-03-15 Fixed 4.25000000 N N N N N N Australia and New Zealand Banking Group Limited JHE42UYNWWTJB8YTTU19 EUR220729 1.00000000 NC USD 2789.51000000 0.000024236369 N/A DFE CORP US N 2 Australia and New Zealand Banking Group Limited JHE42UYNWWTJB8YTTU19 354670.34000000 EUR 375197.95000000 USD 2022-07-29 2789.51000000 N N N BANCO SANTANDER MEXICO SCRYQ25DTVRHYYMM6P89 05969BAD5 3225000.00000000 PA USD 3235610.25000000 0.028112265052 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 418453.42000000 0.003635689266 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 4408825.50000000 0.038305624426 Long ABS-MBS CORP US N 2 2050-09-15 Fixed 3.37850000 N N N N N N Sequoia Mortgage Trust N/A 81748AAU8 6555214.39000000 PA USD 5760784.02000000 0.050051976216 Long ABS-CBDO CORP US Y 2 2050-04-25 Variable 3.00000000 N Y N N N N JP Morgan Mortgage Trust N/A 46649YAN5 800867.62000000 PA USD 781920.45000000 0.006793634968 Long ABS-CBDO CORP US Y 2 2049-02-25 Variable 4.00000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 ZO2104214 99120.00000000 PA USD 47781.28000000 0.000415142710 Long DBT NUSS EC Y 2 2035-07-31 Fixed 1.00000000 N N N N N N GS Mortgage Securities Trust N/A 36253PAC6 6000000.00000000 PA USD 5777864.40000000 0.050200377332 Long ABS-MBS CORP US N 2 2050-05-10 Fixed 3.43300000 N N N N N N WHIRLPOOL EMEA FIN SARL 549300KCJ74PW78SNI52 96332XAA2 500000.00000000 PA 443984.92000000 0.003857517063 Long DBT CORP LU N 2 2028-02-20 Fixed 0.50000000 N N N N N N AVOLON TLB BORROWER 1 US 635400O84AGITYFZQB55 05400KAE0 174057.37000000 PA USD 165817.49000000 0.001440688114 Long LON CORP US N 2 2025-01-15 Variable 3.34510000 N N N N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 71568PAK5 200000.00000000 PA USD 155500.00000000 0.001351045669 Long DBT CORP ID Y 2 2049-07-17 Fixed 4.87500000 N N N N N N BUCKEYE PARTNERS LP 549300C1PQJLVEIUBK50 11823LAK1 1955224.72000000 PA USD 1866027.37000000 0.016212785832 Long LON CORP US N 2 2026-11-01 Variable 3.91610000 N N N N N N BANCO NACIONAL DE PANAMA 529900H2Q7WMDKKIW109 059626AC5 3000000.00000000 PA USD 2381250.00000000 0.020689244372 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 278062.75000000 0.002415919448 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 1032889.65000000 PA USD 1010696.36000000 0.008781330804 Long ABS-CBDO CORP US Y 2 2057-06-25 Variable 2.27357000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZK3 32200000.00000000 PA USD 29223975.54000000 0.253909489335 Long DBT CORP US N 2 2028-02-24 Fixed 2.64000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AQ1 2950000.00000000 PA USD 2673719.17000000 0.023230332510 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 2991450.00000000 0.025990903969 Long DBT CORP US Y 2 2029-02-15 Fixed 3.25000000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 35564KDB2 2300000.00000000 PA USD 2174169.30000000 0.018890045125 Long ABS-CBDO USGSE US Y 2 2033-08-25 Variable 3.22566000 N Y N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 891160MJ9 2350000.00000000 PA USD 2265096.62000000 0.019680057742 Long DBT CORP CA N 2 2031-09-15 Fixed 3.62500000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBV2 8531000.00000000 PA USD 7648405.69000000 0.066452381891 Long DBT CORP US Y 2 2037-05-15 Fixed 4.92600000 N N N N N N REPUBLIC OF KENYA 549300VVURQQYU45PR87 491798AJ3 2350000.00000000 PA USD 1751795.59000000 0.015220294825 Long DBT NUSS KE Y 2 2027-05-22 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNAX1 36371820.40000000 PA USD 32867587.91000000 0.285566638615 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Sierra Receivables Funding Co N/A 82652MAA8 2764628.31000000 PA USD 2703834.69000000 0.023491988092 Long ABS-O CORP US Y 2 2036-05-20 Fixed 2.59000000 N N N N N N Structured Asset Investment Lo N/A 86358ELT1 505993.94000000 PA USD 499443.24000000 0.004339360941 Long ABS-O CORP US N 2 2034-09-25 Variable 2.62357000 N N N N N N Morgan Stanley Capital I Trust 549300XYOVNMTJWOZ135 61756UBG5 265168.65000000 PA USD 132584.33000000 0.001151945240 Long ABS-MBS CORP US N 3 2049-12-12 Variable 6.28181900 N Y N N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 80386WAC9 2575000.00000000 PA USD 2269811.00000000 0.019721018145 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 2953694.84000000 PA USD 2849864.49000000 0.024760752907 Long ABS-MBS CORP US Y 2 2036-02-15 Fixed 3.57460000 N Y N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAZ8 2350000.00000000 PA USD 2085163.39000000 0.018116726480 Long DBT CORP US N 2 2050-04-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AGEJ7 5903548.43000000 PA USD 812648.24000000 0.007060610194 Long ABS-CBDO USGSE US N 2 2043-09-25 Variable 4.32643000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FQ6 5100000.00000000 PA USD 4215798.52000000 0.036628529472 Long DBT CORP US N 2 2036-04-06 Fixed 2.89100000 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 046353AN8 5650000.00000000 PA USD 5433108.82000000 0.047205004127 Long DBT CORP GB N 2 2027-06-12 Fixed 3.12500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TF5 85325800.00000000 PA USD 72353611.97000000 0.628636875286 Long DBT UST US N 2 2042-02-15 Fixed 2.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LNJM0 12765029.03000000 PA USD 12023196.64000000 0.104462300650 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 3.00000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBD1 7000000.00000000 PA USD 6083117.81000000 0.052852540017 Long DBT CORP GB N 2 2043-02-19 Fixed 4.37500000 N N N N N N Social Professional Loan Progr 5493002WMPR84WZ75V46 83406EAC9 6525785.77000000 PA USD 6429874.34000000 0.055865298269 Long ABS-O CORP US Y 2 2042-02-25 Fixed 2.95000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NBP5 4100000.00000000 PA USD 3973034.07000000 0.034519295653 Long DBT CORP US N 2 2035-08-15 Fixed 4.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BCHU7 34985940.78000000 PA USD 5063546.70000000 0.043994101865 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 5008797.70000000 0.043518420840 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 7764867.29000000 0.067464246459 Long DBT CORP US N 2 2050-05-15 Fixed 5.00000000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918VAY0 972562.50000000 PA USD 898842.26000000 0.007809498023 Long LON CORP US N 2 2026-08-12 Variable 3.41610000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FJE54 7017643.71000000 PA USD 6999907.32000000 0.060817970867 Long ABS-CBDO USGSE US N 2 2048-10-15 Variable 7.72160000 N N N N N N JP Morgan Chase Commercial Mor N/A 46590KAG9 750000.00000000 PA USD 734322.23000000 0.006380082756 Long ABS-MBS CORP US N 2 2049-01-15 Variable 4.11870000 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 29452EAA9 3543000.00000000 PA USD 3329406.77000000 0.028927206416 Long DBT CORP US N 2 N/A Fixed 4.95000000 N N N N N N TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 874060AX4 21850000.00000000 PA USD 18275657.26000000 0.158786158160 Long DBT CORP JP N 2 2030-03-31 Fixed 2.05000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HDAP6 746353.93000000 PA USD 762917.10000000 0.006628526327 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 3683133.80000000 PA USD 3081236.07000000 0.026771000953 Long ABS-CBDO CORP US Y 2 2051-05-25 Variable 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HDAX9 597128.88000000 PA USD 612475.63000000 0.005321431173 Long ABS-MBS MUN US N 2 2044-12-01 Fixed 4.50000000 N N N N N N WENDYS FUNDING LLC 5493009DRVSTWJOXUL48 95058XAK4 19532700.00000000 PA USD 16555936.05000000 0.143844538268 Long ABS-O CORP US Y 2 2051-06-15 Fixed 2.37000000 N N N N N N Oportun Funding LLC N/A 68377BAA5 5000000.00000000 PA USD 4679834.00000000 0.040660253752 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 2800000.00000000 0.024327510443 Long DBT CORP KY N 2 2022-07-06 Fixed 2.87500000 N N N N N CENOVUS ENERGY INC 549300F4XPHJ7NOSP309 15135UAM1 6750000.00000000 PA USD 6615971.33000000 0.057482182722 Long DBT CORP CA N 2 2027-04-15 Fixed 4.25000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CEE7 26260000.00000000 PA USD 25136769.47000000 0.218398222067 Long DBT UST US N 2 2029-03-31 Fixed 2.37500000 N N N N N N BENCHMARK Mortgage Trust N/A 08163GAX8 10000000.00000000 PA USD 7868326.00000000 0.068363136762 Long ABS-MBS CORP US N 2 2054-08-15 Variable 2.24400000 N N N N N N FREMF Mortgage Trust N/A 30288LAN3 750000.00000000 PA USD 740944.20000000 0.006437617058 Long ABS-MBS CORP US Y 2 2049-03-25 Variable 4.16147300 N N N N N N DBUBS Mortgage Trust N/A 23305JAE2 15500000.00000000 PA USD 14956726.55000000 0.129949971907 Long ABS-MBS CORP US Y 2 2034-10-10 Variable 3.64766700 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 JK7702612 750000.00000000 PA 783027.70000000 0.006803255196 Long DBT CORP US N 2 2026-05-04 Fixed 2.75000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CCD1 9875000.00000000 PA USD 9630439.50000000 0.083673077681 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 2794844.85000000 0.024282720455 Long ABS-MBS CORP US N 2 2051-07-15 Variable 4.42900000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680AU7 11642000.00000000 PA USD 11255472.68000000 0.097792010416 Long DBT CORP US N 2 2028-07-15 Fixed 4.55000000 N N N N N N AMPHENOL CORP 549300D3L3G0R4U4VT04 032095AJ0 5125000.00000000 PA USD 4486759.20000000 0.038982743319 Long DBT CORP US N 2 2030-02-15 Fixed 2.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AJY5 10563164.23000000 PA USD 10611154.69000000 0.092193920191 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4.00000000 N N N N N N Wells Fargo Commercial Mortgag 549300JPCJUA5JJLRW54 95000LBB8 6000000.00000000 PA USD 5828833.80000000 0.050643219693 Long ABS-MBS CORP 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 4817284.50000000 0.041854478207 Long ABS-MBS CORP 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 860589.59000000 0.007477143656 Long DBT NUSS ES Y 2 2028-07-30 Fixed 1.40000000 N N N N N N KOREA HOUSING FINANCE CO 9884002AAOBT56QW9B80 50065RAF4 5775000.00000000 PA USD 5773556.25000000 0.050162946416 Long DBT NUSS KR Y 2 2022-10-31 Fixed 3.00000000 N N N N N N AMERICAN WATER CAPITAL C 5IDHQUFVC8Q2KIBBFF06 03040WAW5 8425000.00000000 PA USD 7553820.79000000 0.065630590769 Long DBT CORP US N 2 2030-05-01 Fixed 2.80000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBG4 3825000.00000000 PA USD 2975702.93000000 0.025854087180 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 30027514.37000000 0.260890953363 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N Sequoia Mortgage Trust N/A 81746VAA8 1078947.61000000 PA USD 1020809.06000000 0.008869193952 Long ABS-CBDO CORP 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 22444766.40000000 0.195009031782 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 171010.77000000 0.001485809390 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 2393531.76000000 0.020795953174 Long ABS-MBS CORP US N 2 2047-03-10 Fixed 4.02300000 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 744320AY8 1450000.00000000 PA USD 1250191.28000000 0.010862157650 Long DBT CORP US N 2 2047-12-07 Fixed 3.90500000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDU2 3395000.00000000 PA USD 2359167.20000000 0.020497380248 Long DBT CORP US N 2 2056-11-01 Fixed 2.93700000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DAU3 300000.00000000 PA 356769.44000000 0.003099754384 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 1012425.79000000 0.008796356778 Long DBT NUSS UZ Y 2 2030-11-25 Fixed 3.70000000 N N N N N N Wells Fargo Commercial Mortgag 5493002S7XBI8CVRR075 94989HBM1 2279000.00000000 PA USD 2073077.31000000 0.018011717824 Long ABS-MBS CORP US N 2 2048-05-15 Variable 4.28767800 N Y N N N N ABBOTT IRELAND FINANCING 54930021QV18ZVZQDE71 AU5397669 400000.00000000 PA 407481.55000000 0.003540361308 Long DBT CORP IE N 2 2026-09-27 Fixed 1.50000000 N N N N N N COMM Mortgage Trust N/A 12592MBN9 2288546.00000000 PA USD 2233803.75000000 0.019408172877 Long ABS-MBS CORP US N 2 2047-10-10 Variable 4.49000000 N N N N N N JP Morgan Chase Commercial Mor N/A 46639JAH3 2800000.00000000 PA USD 2779176.40000000 0.024146586748 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 3.37150000 N N N N N N TRANS UNION LLC X8NPN6PWJOM1QCTYFV34 89334GAZ7 4017578.08000000 PA USD 3822564.84000000 0.033211959308 Long LON CORP US N 2 2028-12-01 Variable 3.91610000 N N N N N N JP Morgan Chase Commercial Mor N/A 46652BBE8 3155000.00000000 PA USD 2955964.62000000 0.025682592915 Long ABS-MBS CORP US Y 2 2037-01-16 Fixed 3.06480000 N N N N N N Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 EUR220729 1.00000000 NC USD -4391.38000000 -0.00003815405 N/A DFE CORP US N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 482328.97000000 EUR 502060.28000000 USD 2022-07-29 -4391.38000000 N N N Verus Securitization Trust N/A 92538QAC4 2041103.66000000 PA USD 1805217.60000000 0.015684446434 Long ABS-CBDO CORP US Y 2 2066-10-25 Variable 2.24000000 N N N N N N WASHINGTON DC CONVENTION & SPO N/A 93878LBE6 390000.00000000 PA USD 387496.32000000 0.003366721704 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 1129123.97000000 PA USD 1108449.03000000 0.009630644768 Long ABS-MBS CORP US N 2 2050-03-15 Fixed 3.54890000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 ZQ6789759 2160000.00000000 PA 426487.27000000 0.003705490541 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 1770250.00000000 0.015380634057 Long DBT CORP US Y 2 2025-05-01 Fixed 5.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZN7 7725000.00000000 PA USD 6056966.32000000 0.052625325501 Long DBT CORP US N 2 2043-02-24 Fixed 3.43600000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RLJ9 37195000.00000000 PA USD 27867981.80000000 0.242128077953 Long DBT CORP US N 2 2055-09-15 Fixed 3.55000000 N N N N N N NORTHERN TRUST CORP 549300GLF98S992BC502 665859AQ7 4440000.00000000 PA USD 3925996.12000000 0.034110611288 Long DBT CORP US N 2 N/A Fixed 4.60000000 N N N N N N KFC HOLDING CO 549300G2LG4YUB3MM115 72584DAF1 1300268.23000000 PA USD 1280764.21000000 0.011127787390 Long LON CORP US N 2 2028-03-09 Variable 3.34510000 N N N N N N Morgan Stanley Capital I Trust 3IFG42XD94UUZ7FL2766 62479WAJ0 3380820.10000000 PA USD 3192858.00000000 0.027740816549 Long ABS-MBS USGSE US Y 2 2023-11-15 Variable 2.70180000 N N N N N N REPUBLIC OF SENEGAL 549300NP14ZLQGWIUZ97 AR4942801 1000000.00000000 PA 848035.28000000 0.007368066832 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 23765752.01000000 0.206486278647 Long DBT UST US N 2 2039-02-15 Fixed 3.50000000 N Y N N N N SBA TOWER TRUST N/A 78403DAP5 11046000.00000000 PA USD 10200195.63000000 0.088623344896 Long DBT CORP US Y 2 2026-01-15 Fixed 1.88400000 N Y N N N N AFRICA FINANCE CORP 213800LXFHRRXIJRXW97 00830YAD3 750000.00000000 PA USD 647362.10000000 0.005624538660 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 2775150.00000000 0.024111603788 Long DBT CORP US N 2 2043-03-15 Fixed 5.45000000 N N N N N N Liberty Street Trust N/A 902055AA0 7250000.00000000 PA USD 6949119.20000000 0.060376703538 Long ABS-MBS CORP US Y 2 2036-02-10 Fixed 3.59700000 N N N N N N GSK CONSUMER HEALTHCARE 549300N8C3A3L0UVQB07 36264FAB7 5975000.00000000 PA USD 5718854.32000000 0.049687674354 Long DBT CORP US Y 2 2027-03-24 Fixed 3.37500000 N N N N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 23371DAG9 200000.00000000 PA USD 175033.75000000 0.001520762636 Long DBT CORP US Y 2 2028-03-20 Fixed 3.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DPB2 13543267.78000000 PA USD 12899540.28000000 0.112076321740 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 2589334.71000000 0.022497166856 Long DBT NUSS CL N 2 2032-01-27 Fixed 2.55000000 N N N N N N INDIAN RAILWAY FINANCE 335800F2JHSOGXQEBY56 45434L2H6 1700000.00000000 PA USD 1456488.67000000 0.012654551189 Long DBT CORP IN Y 2 2032-01-21 Fixed 3.57000000 N N N N N N JP Morgan Mortgage Trust N/A 46654FAS7 9132738.86000000 PA USD 7607955.96000000 0.066100938595 Long ABS-CBDO CORP US Y 2 2052-04-25 Variable 3.34990100 N N N N N N SINGAPORE GOVERNMENT 549300ZSV6VOGFH1ER70 BQ1798256 2030000.00000000 PA 1309669.15000000 0.011378924972 Long DBT NUSS SG N 2 2031-07-01 Fixed 1.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EE55 8130000.00000000 PA USD 8027704.68000000 0.069747881941 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.00000000 N N N N N N ROMANIA 315700IASY927EDWBK92 77586RAH3 3000000.00000000 PA USD 2310706.23000000 0.020076332121 Long DBT NUSS RO Y 2 2031-02-14 Fixed 3.00000000 N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAW9 2230000.00000000 PA USD 2022854.21000000 0.017575359613 Long DBT CORP US N 2 2046-05-14 Fixed 4.45000000 N N N N N N HERO Funding Trust N/A 42771LAC6 584490.03000000 PA USD 568033.30000000 0.004935298584 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 1540888.19000000 0.013387847690 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 612833.21000000 0.005324537970 Long DBT CORP US N 2 2030-01-31 Fixed 2.80000000 N N N N N N ISRAEL ELECTRIC CORP LTD 254900JW7GE35YNJGJ55 BU3987486 2675000.00000000 PA USD 2392750.05000000 0.020789161367 Long DBT CORP IL Y 2 2032-02-22 Fixed 3.75000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBH8 4100000.00000000 PA USD 3839415.73000000 0.033358366524 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 2798745.87000000 0.024316614064 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 2192489.35000000 0.019049216985 Long DBT NUSS BR N 2 2047-02-21 Fixed 5.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGV30 84631436.22000000 PA USD 79185440.54000000 0.687994511316 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N JP Morgan Mortgage Trust N/A 46592TBP7 6839682.07000000 PA USD 5726045.04000000 0.049750150181 Long ABS-CBDO CORP US Y 2 2051-12-25 Variable 2.50000000 N N N N N N Aimco N/A 00901FAC0 7100000.00000000 PA USD 6646125.40000000 0.057744173241 Long ABS-O CORP KY Y 2 2035-01-17 Variable 1.89456000 N N N N N N Bear Stearns Commercial Mortga N/A 07383F4C9 452658.06000000 PA USD 447394.82000000 0.003887143627 Long ABS-MBS CORP US N 2 2041-02-11 Variable 5.21400000 N N N N N N ULTRATECH CEMENT LTD 335800PC9O9B4BQHG814 90403YAA7 200000.00000000 PA USD 158430.40000000 0.001376506146 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 1038707.09000000 0.009024699135 Long DBT CORP US N 2 2023-06-23 Fixed 1.25000000 N N N N N N BECLE SA DE CV 529900JY55CZKMJLCE09 07586PAA9 4700000.00000000 PA USD 3755996.45000000 0.032633586736 Long DBT CORP MX Y 2 2031-10-14 Fixed 2.50000000 N N N N N N Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 EUR220729 1.00000000 NC USD -4205.39000000 -0.00003653809 N/A DFE CORP US N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 448549.32000000 EUR 466777.20000000 USD 2022-07-29 -4205.39000000 N N N Goldentree Loan Opportunities 549300IOBSI2NBFBJX90 38123HAN4 1941605.28000000 PA USD 1921018.44000000 0.016690570057 Long ABS-O CORP KY Y 2 2029-10-29 Variable 2.34886000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ED80 8928601.47000000 PA USD 8814933.05000000 0.076587634224 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 BM1605906 24000000.00000000 PA 3620051.87000000 0.031452446311 Long DBT NUSS CN N 2 2023-11-05 Fixed 2.88000000 N N N N N N BNG BANK NV 529900GGYMNGRQTDOO93 05591F2K5 8000000.00000000 PA USD 7316482.24000000 0.063568499321 Long DBT NUSS NL Y 2 2026-05-18 Fixed 0.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31368HJH7 9118.19000000 PA USD 9367.41000000 0.000081387773 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 623376.84000000 0.005416145208 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 4853750.00000000 0.042171304933 Long DBT CORP US N 2 N/A Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCR31 2809015.58000000 PA USD 2749057.25000000 0.023884899627 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 460129.55000000 0.003997788011 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 5200377.22000000 0.045182939688 Long ABS-MBS CORP US N 2 2047-10-10 Fixed 3.91700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HDA43 1091024.41000000 PA USD 1121787.91000000 0.009746538248 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 1839585.66000000 0.015983049769 Long DBT NUSS AE Y 2 2029-09-30 Fixed 2.50000000 N N N N N N Federal Home Loan Bank Discount Notes 2549001DPIFGXC1TOL40 313385ZE9 10000000.00000000 PA USD 9996138.80000000 0.086850418231 Long STIV USGSE US N 2 N N N NXP BV/NXP FDG/NXP USA N/A 62954HAW8 1100000.00000000 PA USD 1045640.77000000 0.009084941697 Long DBT CORP N/A Y 2 2025-05-01 Fixed 2.70000000 N N N N N N ICBC STANDARD BANK PLC F01VVKN4DRF2NWKGQ283 85312EDG5 2000000000.00000000 PA 467091.44000000 0.004058275673 Long DBT CORP GB Y 3 2034-06-26 Fixed 14.25000000 N N N N N N ARDAGH METAL PACKAGING N/A BO2884118 500000.00000000 PA 413478.27000000 0.003592463189 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 32625000.00000000 PA USD 25705561.79000000 0.223340115319 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 6470390.97000000 0.056217322819 Long DBT NUSS 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 1809300.00000000 0.015719915944 Long DBT CORP US N 2 2024-03-27 Fixed 5.87500000 N N N N N N BXP Trust N/A 05607TAG7 15000000.00000000 PA USD 11385129.00000000 0.098918515944 Long ABS-MBS CORP US Y 2 2044-01-15 Variable 2.86797500 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAG8 4225000.00000000 PA USD 4184679.01000000 0.036358150827 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N PRINCIPAL FINANCIAL GRP CUMYEZJOAF02RYZ1JJ85 74251VAS1 5250000.00000000 PA USD 4338637.43000000 0.037695802638 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 1857091.09000000 0.016135143887 Long ABS-MBS CORP US Y 2 2036-05-15 Variable 2.92400000 N N N N N N Morgan Stanley BAML Trust N/A 61764XBJ3 2500000.00000000 PA USD 2440873.75000000 0.021207279158 Long ABS-MBS CORP US N 2 2048-03-15 Fixed 3.33800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNQT3 43708122.29000000 PA USD 39484067.07000000 0.343053233566 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 064058AH3 10000000.00000000 PA USD 9770000.00000000 0.084885634653 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 6908593.80000000 0.060024602791 Long DBT UST US N 2 2040-08-15 Fixed 1.12500000 N N N N N N AMERICAN WATER CAPITAL C 5IDHQUFVC8Q2KIBBFF06 03040WAP0 2375000.00000000 PA USD 2060638.23000000 0.017903642164 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 7112233.86000000 0.061793908394 Long DBT CORP US N 2 2025-11-01 Fixed 3.90000000 N N N N N N Natixis Commercial Mortgage Se N/A 63875FAG1 2900000.00000000 PA USD 2833299.13000000 0.024616826490 Long ABS-MBS CORP US Y 2 2036-07-15 Variable 3.52400000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BG4 1675000.00000000 PA USD 1421164.47000000 0.012347640530 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 811661.73000000 0.007052039004 Long ABS-MBS CORP 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 1762622.57000000 0.015314363921 Long ABS-MBS CORP US N 2 2049-01-15 Fixed 3.91400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFZZ7 13944568.49000000 PA USD 13517673.37000000 0.117446907170 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.50000000 N N N N N N Federal Home Loan Bank Discount Notes 2549001DPIFGXC1TOL40 313385A48 15000000.00000000 PA USD 14977278.90000000 0.130128538875 Long STIV USGSE US N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MPF71 5939601.42000000 PA USD 5553267.11000000 0.048248987004 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N MTN MAURITIUS INVSTMENTS 2549009PQD415OQIR074 55377XAB2 4000000.00000000 PA USD 3919857.96000000 0.034057280520 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 5368336.17000000 0.046642233656 Long DBT CORP US N 2 2048-04-01 Fixed 4.15000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BV0 5000000.00000000 PA USD 4460162.70000000 0.038751662379 Long DBT CORP US N 2 2047-06-15 Fixed 5.50000000 N N N N N N COMM Mortgage Trust N/A 12593YBF9 1012956.73000000 PA USD 991930.69000000 0.008618287221 Long ABS-MBS CORP US N 2 2049-02-10 Fixed 3.65100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X45K8 17414163.63000000 PA USD 17112965.82000000 0.148684233821 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N CHOBANI LLC 549300ISVDMZ91KNTR38 17026YAH2 589500.00000000 PA USD 533202.75000000 0.004632676953 Long LON CORP US N 2 2027-10-20 Variable 5.16610000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AL3 5250000.00000000 PA USD 4861132.50000000 0.042235447021 Long DBT CORP CO N 2 2026-06-26 Fixed 5.37500000 N N N N N N BOI FINANCE BV 724500ZH3H2YACBUNF38 BU2015792 750000.00000000 PA 628431.46000000 0.005460061752 Long DBT CORP NL Y 2 2027-02-16 Fixed 7.50000000 N N N N N N TYCO ELECTRONICS GROUP S C33G1C5SYE2YM95EE712 902133AT4 2175000.00000000 PA USD 2164632.62000000 0.018807186667 Long DBT CORP LU N 2 2026-02-15 Fixed 3.70000000 N N N N N N AUTONATION INC N/A 05329WAP7 2950000.00000000 PA USD 2786816.94000000 0.024212970789 Long DBT CORP US N 2 2027-11-15 Fixed 3.80000000 N N N N N N SMR 2022-IND Mortgage Trust N/A 78458MAA2 10128200.00000000 PA USD 9772915.91000000 0.084910969236 Long ABS-MBS CORP US Y 2 2039-02-15 Variable 2.92865000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAQ3 6650000.00000000 PA USD 5255726.02000000 0.045663832013 Long DBT NUSS MX N 2 2041-08-14 Fixed 4.28000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CY4 10300000.00000000 PA USD 9749521.96000000 0.084707713320 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 686941.30000000 0.005968418446 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 2661021.00000000 0.023120005773 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 17581616.82000000 PA USD 15931335.94000000 0.138417764805 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 962812.50000000 PA USD 912062.65000000 0.007924362015 Long LON CORP US N 2 2027-11-08 Variable 4.69030000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CV5 4850000.00000000 PA USD 4523917.62000000 0.039305590408 Long DBT CORP US N 2 2040-05-01 Fixed 5.70500000 N N N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 69370PAD3 1425000.00000000 PA USD 1316712.21000000 0.011440117871 Long DBT CORP ID Y 2 2029-07-30 Fixed 3.65000000 N N N N N N LIFE STORAGE LP X0MIGH67XZCB7HL1A534 53227JAD6 3875000.00000000 PA USD 3083849.89000000 0.026793710858 Long DBT CORP US N 2 2031-10-15 Fixed 2.40000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810QQ4 20935000.00000000 PA USD 23977934.91000000 0.208329807831 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 959866.58000000 0.008339701517 Long ABS-MBS CORP US N 2 2048-05-15 Fixed 3.40600000 N N N N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 168863DX3 3325000.00000000 PA USD 3104720.94000000 0.026975046818 Long DBT NUSS CL N 2 2027-01-31 Fixed 2.75000000 N N N N N N INDIAN RAILWAY FINANCE 335800F2JHSOGXQEBY56 45434L2C7 3600000.00000000 PA USD 2925859.25000000 0.025421025521 Long DBT CORP IN Y 2 2031-02-10 Fixed 2.80000000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAY4 4400000.00000000 PA USD 4032098.62000000 0.035032471887 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 9837119.10000000 0.085468792012 Long DBT CORP GB N 2 2025-05-07 Fixed 3.93200000 N N N N N N MID-AMERICA APARTMENTS 549300FXWGE3QSYCUJ38 59523UAR8 11100000.00000000 PA USD 9668990.66000000 0.084008025448 Long DBT CORP US N 2 2030-03-15 Fixed 2.75000000 N N N N N N RADIATE HOLDCO LLC 5493000GQJ5RDX9DNJ71 75025KAH1 1572100.00000000 PA USD 1458122.75000000 0.012668748724 Long LON CORP US N 2 2026-09-25 Variable 4.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RS9 52140000.00000000 PA USD 44192723.18000000 0.383963905240 Long DBT UST US N 2 2046-05-15 Fixed 2.50000000 N N N N N N COMM Mortgage Trust N/A 12655TBR9 2000000.00000000 PA USD 1692470.80000000 0.014704857522 Long ABS-MBS CORP US N 2 2057-08-15 Variable 3.64283600 N N N N N N BANCO GENERAL SA 549300B5C08LGDFB7205 059597AE4 300000.00000000 PA USD 284332.50000000 0.002470393522 Long DBT CORP PA Y 2 2027-08-07 Fixed 4.12500000 N N N N N N DANAHER CORP S4BKK9OTCEWQ3YHPFM11 235851AW2 3650000.00000000 PA USD 2629389.88000000 0.022845182058 Long DBT CORP US N 2 2051-12-10 Fixed 2.80000000 N N N N N N Ford Credit Auto Owner Trust/F N/A 34529SAA7 10050000.00000000 PA USD 10050410.04000000 0.087321948287 Long ABS-O CORP US Y 2 2029-03-15 Fixed 2.36000000 N N N N N N AMERICAN WATER CAPITAL C 5IDHQUFVC8Q2KIBBFF06 03040WAR6 4500000.00000000 PA USD 3744425.03000000 0.032533049650 Long DBT CORP US N 2 2047-09-01 Fixed 3.75000000 N N N N N N HEALTHCARE TRUST OF AMER 549300IYGAS4GE6VDL07 42225UAG9 8975000.00000000 PA USD 7732917.17000000 0.067186651146 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 8286650.00000000 0.071997701576 Long DBT CORP US N 2 N/A Fixed 5.87500000 N N N N N N GSCG Trust N/A 36260TAA3 4000000.00000000 PA USD 3799746.00000000 0.033013700177 Long ABS-MBS CORP US Y 2 2034-09-06 Fixed 2.93590000 N N N N N N TURKIYE VAKIFLAR BANKASI 789000KAIHOLSQKQ9858 90015WAL7 3050000.00000000 PA USD 2497248.68000000 0.021697086907 Long DBT CORP TR Y 2 2026-10-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QBBS6 463246.96000000 PA USD 428495.21000000 0.003722936320 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.00000000 N N N N N N ALABAMA POWER CO 0RL818ELFOHP5JHOFU19 010392FT0 6650000.00000000 PA USD 5260969.95000000 0.045709393357 Long DBT CORP US N 2 2049-10-01 Fixed 3.45000000 N N N N N N HEALTHCARE REALTY TRUST 549300CB86LH2IOKHH22 421946AM6 1050000.00000000 PA USD 824577.71000000 0.007164258161 Long DBT CORP US N 2 2031-03-15 Fixed 2.05000000 N N N N N NEWMONT CORP 549300VSP3RIX7FGDZ51 651639AY2 4000000.00000000 PA USD 3320218.40000000 0.028847374214 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 5505417.41000000 0.047833249834 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 11246.61000000 PA USD 10539.33000000 0.000091569878 Long ABS-O CORP US N 2 2033-08-25 Variable 2.50357000 N N N N N N ALBEMARLE CORP HDBLS2Q6GV1LSKQPBS54 012653AD3 7975000.00000000 PA USD 7848246.79000000 0.068188680623 Long DBT CORP US N 2 2027-06-01 Fixed 4.65000000 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 298785DV5 3500000.00000000 PA USD 4084853.40000000 0.035490826338 Long DBT NUSS N/A N 2 2036-02-15 Fixed 4.87500000 N N N N N N Fannie Mae or Freddie Mac N/A 01F030470 45240000.00000000 PA USD 44199768.18000000 0.384025114994 Long ABS-O CORP US N 2 2037-07-25 Fixed 3.00000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBY8 10600000.00000000 PA USD 8283158.32000000 0.071967364475 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 5205465.07000000 0.045227144947 Long DBT CORP US N 2 2025-09-29 Fixed 3.55000000 N N N N N N Wells Fargo Mortgage Backed Se N/A 95003NAT3 4366570.40000000 PA USD 3799658.56000000 0.033012940463 Long ABS-CBDO USGSE US Y 2 2052-03-25 Variable 3.00000000 N Y N N N N TAMKO BUILDING PRODUCTS INC 5493003VQCGZ0AORLH30 87510EAB5 1173099.94000000 PA USD 1095382.07000000 0.009517113838 Long LON CORP US N 2 2026-05-29 Variable 4.23890000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468X0 500000.00000000 PA USD 396484.21000000 0.003444812056 Long DBT CORP US N 2 2032-04-28 Fixed 1.92800000 N N N N N N Bruegel 549300P1CR5XGGQ0OD33 BCC30XSY7 738502.79000000 PA 741449.08000000 0.006442003655 Long ABS-MBS CORP IE Y 2 2031-05-22 Variable 2.47000000 N N N N N N NEW S WALES TREASURY CRP TC7LRO17HPNPLTAV0H77 AP6181865 2690000.00000000 PA 1753488.24000000 0.015235001239 Long DBT NUSS AU N 2 2029-04-20 Fixed 3.00000000 N N N N N N Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 SEK220729 1.00000000 NC USD -25750.13000000 -0.00022372734 N/A DFE CORP US N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 514548.66000000 USD 4995242.78000000 SEK 2022-07-29 -25750.13000000 N N N MVW Owner Trust N/A 55389PAA7 1943661.99000000 PA USD 1878155.53000000 0.016318160096 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 105350.00000000 0.000915322580 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 1046082.64000000 0.009088780838 Long DBT NUSS JP N 2 2039-06-20 Fixed 0.30000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36187SB71 10056393.90000000 PA USD 9963737.91000000 0.086568906449 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 5314172.28000000 0.046171636299 Long EP USGSE US N 1 N N N SMB Private Education Loan Tru 549300QHI21JZK7YIR34 78449PAB5 2929389.91000000 PA USD 2854576.22000000 0.024801690286 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 448048.98000000 0.003892827228 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 16628777.87000000 0.144477416889 Long DBT CORP US N 2 2028-11-16 Fixed 4.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AFEM8 3889780.39000000 PA USD 4094765.28000000 0.035576944682 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 5.00000000 N N N N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 71568PAL3 3000000.00000000 PA USD 2535000.00000000 0.022025085347 Long DBT CORP ID Y 2 2030-02-05 Fixed 3.37500000 N N N N N N AmeriCredit Automobile Receiva N/A 03066PAF6 6190000.00000000 PA USD 5810036.75000000 0.050479903468 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 359435.37000000 0.003122917041 Long DBT CORP US Y 2 2025-05-15 Fixed 5.75000000 N N N N N N SMR 2022-IND Mortgage Trust N/A 78458MAE4 9645904.76000000 PA USD 9229087.85000000 0.080185975375 Long ABS-MBS CORP US Y 2 2039-02-15 Variable 4.22865000 N N N N N N SWEIHAN PV POWER CO PJSC 353800EF1E1IC18GBC48 870674AA6 4200000.00000000 PA USD 3473685.60000000 0.030180758110 Long DBT CORP AE Y 2 2049-01-31 Fixed 3.62500000 N N N N N N MIZRAHI TEFAHOT BANK LTD YZO9YEGEO4VYDZMDWF93 BO7663400 3675000.00000000 PA USD 3160500.00000000 0.027459677412 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 26100000.00000000 PA USD 24573303.47000000 0.213502605996 Long DBT CORP US N 2 2026-09-11 Fixed 2.05000000 N N N N N N Wells Fargo Commercial Mortgag N/A 95000TBS4 872111.00000000 PA USD 847469.59000000 0.007363151893 Long ABS-MBS CORP US N 2 2050-03-15 Fixed 3.63500000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDB4 450000.00000000 PA 420799.11000000 0.003656069551 Long DBT CORP US N 2 2027-05-20 Fixed 0.25000000 N N N N N N NEW YORK NY 549300ABYZD2SFD5JB29 64966MGN3 4940000.00000000 PA USD 4827152.12000000 0.041940212003 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 5795856.00000000 0.050356695488 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 7038182.99000000 0.061150525067 Long DBT CORP US N 2 2036-04-01 Fixed 6.60000000 N N N N N N Federal Farm Credit Discount Notes N/A 313313ZU5 11000000.00000000 PA USD 10989809.27000000 0.095483821351 Long STIV USGSE US N 2 N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CF4 6200000.00000000 PA USD 5230334.51000000 0.045443220504 Long DBT CORP US Y 2 2032-03-15 Fixed 3.62500000 N N N N N N Credit Suisse Mortgage Trust N/A 12659FAC9 8928570.57000000 PA USD 7908899.24000000 0.068715653162 Long ABS-CBDO CORP US Y 2 2066-10-25 Variable 2.40500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DG7 25400000.00000000 PA USD 22894687.26000000 0.198918122646 Long DBT CORP US N 2 2026-02-04 Fixed 2.19600000 N N N N N N EXPORT-IMPORT BANK KOREA 549300APVP4R32PI3Y06 302154DC0 2800000.00000000 PA USD 2562433.58000000 0.022263439170 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 3052422.63000000 0.026520658360 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 15449913.02000000 0.134234971550 Long ABS-O CORP US Y 2 2035-09-14 Fixed 1.75000000 N N N N N N NORWEGIAN GOVERNMENT 549300L0BT3FJTN9MX24 AS2564498 17250000.00000000 PA 1656485.80000000 0.014392205570 Long DBT NUSS NO Y 2 2028-04-26 Fixed 2.00000000 N N N N N N GS Mortgage-Backed Securities N/A 36262WAD8 10812180.30000000 PA USD 9050443.64000000 0.078633843631 Long ABS-CBDO CORP US Y 2 2052-01-25 Variable 2.50000000 N N N N N N KIMCO REALTY CORP 549300EA7I6T15IBYS12 948741AM5 1300000.00000000 PA USD 1249796.15000000 0.010858724603 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 2157019.85000000 0.018741043902 Long ABS-MBS CORP US N 2 2047-05-15 Fixed 3.99500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BDC89 4253035.77000000 PA USD 854019.36000000 0.007420058892 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 264607.38000000 0.002299013857 Long DBT NUSS UA Y 2 2026-06-20 Fixed 6.75000000 N N N N N N Fannie Mae - CAS N/A 20754RAB2 2105000.00000000 PA USD 1952439.07000000 0.016963564951 Long ABS-CBDO CORP US Y 2 2041-10-25 Variable 2.47566000 N N N N N N NEW YORK CITY NY HSG DEV CORP 549300SQWVHKBRF8D702 64972C5T6 1815000.00000000 PA USD 1823686.41000000 0.015844910780 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 7260906.40000000 0.063085634383 Long ABS-MBS CORP US N 2 2062-11-15 Variable 3.28300000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKA6 13450000.00000000 PA USD 10868896.31000000 0.094433281602 Long DBT CORP US N 2 2032-07-21 Fixed 2.29900000 N N N N N N Carvana Auto Receivables Trust N/A 14686KAE7 1000000.00000000 PA USD 948504.40000000 0.008240982391 Long ABS-O CORP US N 2 2028-03-10 Fixed 1.27000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179W5C8 93304974.67000000 PA USD 88076651.87000000 0.765244881488 Long ABS-MBS USGSE US N 2 2052-05-20 Fixed 3.00000000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU N/A 92939KAE8 3865000.00000000 PA USD 3799291.14000000 0.033009748173 Long ABS-MBS CORP US N 2 2047-11-15 Fixed 3.60700000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDG2 375000.00000000 PA USD 326542.50000000 0.002837130742 Long DBT CORP US Y 2 2028-06-15 Fixed 4.62500000 N N N N N N ATMOS ENERGY CORP QVLWEGTD2S8GJMO8D383 049560AT2 8475000.00000000 PA USD 6779125.21000000 0.058899728336 Long DBT CORP US N 2 2031-01-15 Fixed 1.50000000 N N N N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 075887CH0 430000.00000000 PA 450226.82000000 0.003911749166 Long DBT CORP US N 2 2023-05-24 Fixed 1.40100000 N N N N N N ONE GAS INC 549300HXDWI0LATTX840 68235PAE8 3500000.00000000 PA USD 3495814.70000000 0.030373024507 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 171250.67000000 0.001487893736 Long DBT CORP NL Y 2 2028-01-30 Fixed 2.00000000 N N N N N N JPMDB Commercial Mortgage Secu N/A 46646RAQ6 1000000.00000000 PA USD 869174.30000000 0.007551731021 Long ABS-MBS CORP US N 2 2049-12-15 Variable 3.19680100 N Y N N N N Fannie Mae - CAS N/A 20754MCB1 13450000.00000000 PA USD 13500437.50000000 0.117297155096 Long ABS-CBDO CORP US Y 2 2042-06-25 Variable 5.57566000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDE9 5300000.00000000 PA USD 3876314.00000000 0.033678953327 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 4269437.06000000 0.037094562379 Long DBT CORP US N 2 2025-11-15 Fixed 4.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163GAW0 10000000.00000000 PA USD 8323232.00000000 0.072315540500 Long ABS-MBS CORP US N 2 2054-08-15 Fixed 2.42910000 N N N N N N HUNTINGTON BANCSHARES 549300XTVCVV9I7B5T19 446150AT1 7000000.00000000 PA USD 6544048.21000000 0.056857286131 Long DBT CORP US N 2 N/A Fixed 5.62500000 N N N N N N AEP TRANSMISSION CO LLC 549300X123Z1I0LA3Y84 00115AAN9 4750000.00000000 PA USD 3329021.54000000 0.028923859385 Long DBT CORP US N 2 2051-08-15 Fixed 2.75000000 N N N N N N Federal Farm Credit Discount Notes N/A 313313F60 15000000.00000000 PA USD 14941032.75000000 0.129813617949 Long STIV USGSE US N 2 N N N DIAMOND SPORTS GROUP LLC 5493002K6DHWNZH8YA34 25277BAB4 975000.00000000 PA USD 224250.00000000 0.001948372934 Long LON CORP US N 3 2026-08-24 Variable 3.54500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMZX6 37048674.28000000 PA USD 35040281.95000000 0.304443866096 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.00000000 N N N N N N HUNGARY GOVERNMENT BOND 5299003F3UFKGCCMAP43 EK7980957 336050000.00000000 PA 804402.85000000 0.006988970976 Long DBT NUSS HU N 2 2024-06-26 Fixed 3.00000000 N N N N N N NEW YORK CITY NY HSG DEV CORP 549300SQWVHKBRF8D702 64972C5R0 750000.00000000 PA USD 752774.10000000 0.006540399921 Long DBT MUN US N 2 2022-11-01 Fixed 3.45300000 N N N N N N GS Mortgage-Backed Securities N/A 36264DAD8 2538368.17000000 PA USD 2124588.77000000 0.018459269817 Long ABS-CBDO CORP US Y 2 2051-07-25 Variable 2.50000000 N N N N N N Bank N/A 06541RBE2 3800000.00000000 PA USD 3439685.14000000 0.029885348630 Long ABS-MBS CORP US N 2 2052-12-15 Fixed 3.20300000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJE0 30275000.00000000 PA USD 21783432.88000000 0.189263103884 Long DBT CORP US N 2 2041-06-19 Fixed 2.67600000 N N N N N N AMSR Trust N/A 00178XAC7 3499000.00000000 PA USD 3280729.23000000 0.028504276644 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 3095653.83000000 0.026896268170 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 14375515.53000000 0.124900180065 Long DBT CORP US N 2 2026-06-15 Fixed 3.20000000 N N N N N N GS Mortgage Securities Trust N/A 36251SAN8 5235000.00000000 PA USD 4963883.01000000 0.043128184201 Long ABS-MBS CORP US Y 2 2031-07-15 Variable 2.92400000 N N N N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466LAF1 2425000.00000000 PA USD 2396880.77000000 0.020825050701 Long DBT CORP US N 2 2028-04-11 Fixed 3.70000000 N N N N N N HERO Funding Trust N/A 42771LAB8 292245.01000000 PA USD 282854.42000000 0.002457551377 Long ABS-O CORP US Y 2 2048-09-20 Fixed 3.28000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 EH6944449 13700000.00000000 PA 645939.38000000 0.005612177504 Long DBT NUSS MX N 2 2038-11-18 Fixed 8.50000000 N N N N N N DIRECTV FINANCING LLC N/A 25460HAB8 1305500.00000000 PA USD 1198344.56000000 0.010411692784 Long LON CORP US N 2 2027-08-02 Variable 6.66610000 N N N N N N PERTAMINA PERSERO PT 254900NDAKGNZ2IBBL45 69369EAE9 3000000.00000000 PA USD 3003009.03000000 0.026091333406 Long DBT CORP ID Y 2 2023-05-20 Fixed 4.30000000 N N N N N N Federal Home Loan Bank Discount Notes 2549001DPIFGXC1TOL40 313385ZJ8 28998000.00000000 PA USD 28982220.74000000 0.251809027756 Long STIV USGSE US N 2 N N N COMM Mortgage Trust N/A 12592XBF2 3382775.00000000 PA USD 3306761.34000000 0.028730453939 Long ABS-MBS CORP US N 2 2048-03-10 Variable 3.60300000 N N N N N N PROVINCE OF QUEBEC 549300WN65YFEQH74Y36 74814ZFB4 650000.00000000 PA 485545.76000000 0.004218614123 Long DBT NUSS CA N 2 2027-09-01 Fixed 2.75000000 N N N N N N REGENCY CENTERS LP 5493008PTR2GAOYBXW28 75884RAV5 2250000.00000000 PA USD 2176385.00000000 0.018909296005 Long DBT CORP US N 2 2027-02-01 Fixed 3.60000000 N N N N N N JAPAN (10 YEAR ISSUE) 353800WZS8AXZXFUC241 QZ4138504 327000000.00000000 PA 2422396.24000000 0.021046739223 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 7640753.84000000 0.066385899584 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 5170041.93000000 0.044919374658 Long DBT CORP US N 2 2050-01-31 Fixed 4.20000000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 502431AJ8 2900000.00000000 PA USD 2899585.76000000 0.025192751020 Long DBT CORP US N 2 2023-06-15 Fixed 3.85000000 N N N N N N MIAMI-DADE CNTY FL AVIATION RE N/A 59333PV54 2500000.00000000 PA USD 2368016.75000000 0.020574268648 Long DBT MUN US N 2 2026-10-01 Fixed 2.70400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9VU2 15512487.72000000 PA USD 15168652.03000000 0.131791264524 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMZ65 5345946.15000000 PA USD 5025927.12000000 0.043667248035 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.00000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBQ2 23275000.00000000 PA USD 19428502.51000000 0.168802534895 Long DBT CORP US N 2 2030-08-15 Fixed 2.65000000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 760942BC5 21800000.00000000 PA 498481.46000000 0.004331004615 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 755000.00000000 0.006559739423 Long DBT CORP GB N 2 2022-07-19 Fixed 7.37500000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 22822VAT8 15425000.00000000 PA USD 12511776.81000000 0.108707278931 Long DBT CORP US N 2 2031-01-15 Fixed 2.25000000 N N N N N N CoreVest American Finance Ltd N/A 21872UAA2 5074208.16000000 PA USD 4815788.89000000 0.041841483754 Long ABS-O CORP US Y 2 2050-03-15 Fixed 1.83200000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDN8 17400000.00000000 PA USD 13984215.57000000 0.121500410828 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 1917608.60000000 0.016660944015 Long ABS-MBS CORP US Y 2 2031-07-15 Variable 2.77400000 N N N N N N CHURCH & DWIGHT CO INC POOXSI30AWAQGYJZC921 17136MAA0 2600000.00000000 PA USD 2186816.76000000 0.018999931273 Long DBT CORP US N 2 2031-12-15 Fixed 2.30000000 N N N N N N COMM Mortgage Trust N/A 12593ABC8 7380000.00000000 PA USD 7208656.33000000 0.062631665053 Long ABS-MBS CORP US N 2 2048-05-10 Fixed 3.80100000 N N N N N N BURLINGTN NORTH SANTA FE N/A 12189LBF7 4075000.00000000 PA USD 3099060.73000000 0.026925868668 Long DBT CORP US N 2 2051-02-15 Fixed 3.05000000 N N N N N N JAPAN (30 YEAR ISSUE) 353800WZS8AXZXFUC241 BR9216051 259500000.00000000 PA 1680946.67000000 0.014604731310 Long DBT NUSS JP N 2 2051-09-20 Fixed 0.70000000 N N N N N N GENM CAPITAL LABUAN 254900DWSHIWTSE0YG58 37231BAA6 4300000.00000000 PA USD 3403506.42000000 0.029571013562 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 3693154.50000000 0.032087590952 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 1958344.00000000 0.017014869325 Long ABS-MBS CORP US N 2 2050-10-15 Fixed 3.36600000 N N N N N N JP Morgan Mortgage Trust N/A 46650HAR9 812487.95000000 PA USD 797402.40000000 0.006928148290 Long ABS-CBDO CORP US Y 2 2049-05-25 Variable 4.00000000 N Y N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VEE0 300000.00000000 PA 284213.39000000 0.002469358647 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 15191698.20000000 0.131991498789 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 4767575.00000000 0.041422582357 Long ABS-O CORP KY Y 2 2032-01-15 Variable 2.79429000 N N N N N N HYLAND SOFTWARE INC N/A 44908XAT5 662946.42000000 PA USD 638271.55000000 0.005545556356 Long LON CORP US N 2 2024-07-01 Variable 5.16610000 N N N N N N WEYERHAEUSER CO 08IRJODWFYBI7QWRGS31 962166CB8 1425000.00000000 PA USD 1176489.21000000 0.010221804836 Long DBT CORP US N 2 2052-03-09 Fixed 4.00000000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 35564KRF8 32000000.00000000 PA USD 29525411.20000000 0.256528481895 Long ABS-CBDO USGSE US Y 2 2042-02-25 Variable 3.32566000 N N N N N N Morgan Stanley Capital I Trust 549300XYOVNMTJWOZ135 61756UAH4 388737.24000000 PA USD 194368.62000000 0.001688751654 Long ABS-MBS CORP US N 3 2049-12-12 Variable 6.28181900 N Y N N N N GROUP 1 AUTOMOTIVE INC 549300US8QAZJLWYAF63 398905AN9 550000.00000000 PA USD 459680.74000000 0.003993888572 Long DBT CORP US Y 2 2028-08-15 Fixed 4.00000000 N N N N N N GS Mortgage-Backed Securities N/A 36265LAD9 9994774.46000000 PA USD 8673199.42000000 0.075356196237 Long ABS-CBDO USGSE US Y 2 2052-09-25 Variable 3.00000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCB3 4650000.00000000 PA USD 4127952.31000000 0.035865286760 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 5689737.17000000 0.049434693007 Long DBT CORP US N 2 2030-07-01 Fixed 2.25000000 N N N N N N NCMF Trust N/A 628870AG2 500000.00000000 PA USD 490228.85000000 0.004259302667 Long ABS-MBS CORP US Y 2 2039-03-15 Variable 4.61365000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 01F022477 34515000.00000000 PA USD 32958341.75000000 0.286355143968 Long ABS-O USGSE US N 2 2032-07-25 Fixed 2.50000000 N N N N N N TRANSCANADA PIPELINES 5BV01I6231JPDAPMGH09 89352HBC2 4250000.00000000 PA USD 3532873.62000000 0.030695007101 Long DBT CORP CA N 2 2031-10-12 Fixed 2.50000000 N N N N N N OHIO POWER COMPANY 06ZODLC132CY1O2Y7D77 677415CR0 4925000.00000000 PA USD 4236998.19000000 0.036812720612 Long DBT CORP US N 2 2049-06-01 Fixed 4.00000000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408HJ5 3500000.00000000 PA USD 3414698.60000000 0.029668255661 Long DBT CORP US N 2 2028-03-01 Fixed 3.80000000 N N N N N N AEROPUERTO INTL TOCUMEN 254900FO1PHX49ZIGB14 00787CAD4 1650000.00000000 PA USD 1338437.50000000 0.011628875806 Long DBT CORP PA Y 2 2041-08-11 Fixed 4.00000000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 35565TBD0 2640000.00000000 PA USD 2486234.26000000 0.021601389258 Long ABS-CBDO USGSE US Y 2 2050-11-25 Variable 4.92566000 N N N N N N TRANE TECHNOLOGIES LUX 549300GHBOWCVY92IS29 456873AD0 6200000.00000000 PA USD 5805894.46000000 0.050443913609 Long DBT CORP LU N 2 2029-03-21 Fixed 3.80000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAB7 4550000.00000000 PA USD 3899122.14000000 0.033877119492 Long DBT CORP US N 2 2052-04-15 Fixed 4.95000000 N N N N N N Chase Funding Mortgage Loan As N/A 161546JL1 428194.37000000 PA USD 409568.51000000 0.003558493644 Long ABS-O CORP US N 2 2035-02-26 Variable 5.70000000 N N N N N N MID-AMERICA APARTMENTS 549300FXWGE3QSYCUJ38 59523UAA5 5224000.00000000 PA USD 5254029.12000000 0.045649088673 Long DBT CORP US N 2 2023-10-15 Fixed 4.30000000 N N N N N N CD Commercial Mortgage Trust N/A 12514MBA2 4347358.13000000 PA USD 4237251.72000000 0.036814923381 Long ABS-MBS CORP US N 2 2049-08-10 Fixed 2.62200000 N N N N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 56585ABD3 9075000.00000000 PA USD 8592886.72000000 0.074658407649 Long DBT CORP US N 2 2028-04-01 Fixed 3.80000000 N N N N N N Wells Fargo Commercial Mortgag 5493002S7XBI8CVRR075 94989HBF6 2000000.00000000 PA USD 1918120.40000000 0.016665390736 Long ABS-MBS CORP US N 2 2048-05-15 Variable 3.65800000 N N N N N N FREEPORT INDONESIA PT 549300T4HTQHRKLNE619 69377FAA4 1800000.00000000 PA USD 1722600.00000000 0.014966631960 Long DBT CORP ID Y 2 2027-04-14 Fixed 4.76300000 N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CBG5 14575000.00000000 PA USD 14369469.76000000 0.124847652017 Long DBT UST US N 2 2023-01-31 Fixed 0.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FWNA4 18243794.97000000 PA USD 2150691.66000000 0.018686062078 Long ABS-CBDO USGSE US N 2 2050-09-25 Fixed 2.00000000 N N N N N N Taurus CMBS 635400SG2ZVJCYHITE32 BCC2QWFI2 506281.49000000 PA 578926.22000000 0.005029940593 Long ABS-MBS CORP IE Y 2 2031-05-17 Variable 2.25847000 N N N N N N GOVT OF BERMUDA 549300FP5PUZXX9FVJ40 085209AF1 200000.00000000 PA USD 199869.77000000 0.001736547827 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 8123273.05000000 0.070578217841 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 2686000.00000000 PA USD 2623888.40000000 0.022797383018 Long ABS-MBS CORP US N 2 2047-09-15 Variable 4.63255600 N Y N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBA7 13700000.00000000 PA USD 11728912.09000000 0.101905439770 Long DBT CORP US N 2 2030-01-15 Fixed 2.90000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMM1 42943000.00000000 PA USD 34836807.06000000 0.302675995556 Long DBT CORP US N 2 2033-12-01 Fixed 2.55000000 N N N N N N ORGANON & CO/ORG 549300SH15FO4Y2G3V63 68622TAC5 600000.00000000 PA 524871.71000000 0.004560293573 Long DBT CORP US Y 2 2028-04-30 Fixed 2.87500000 N N N N N N FIDELITY NATL INFO SERV 6WQI0GK1PRFVBA061U48 31620MAW6 375000.00000000 PA 383520.24000000 0.003332175944 Long DBT CORP US N 2 2024-07-15 Fixed 1.10000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AX4 10200000.00000000 PA USD 9774840.95000000 0.084927694746 Long DBT CORP US N 2 2030-05-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ETGQ3 1116802.27000000 PA USD 1121863.18000000 0.009747192224 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4.00000000 N N N N N N NIELSEN FINANCE LLC UJ76Y189LDMPCOCW7204 65409YBE4 319650.99000000 PA USD 317403.84000000 0.002757730440 Long LON CORP US N 2 2023-10-04 Variable 3.19030000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BC8 7465000.00000000 PA USD 5668334.03000000 0.049248734039 Long DBT CORP US N 2 N/A Fixed 3.40000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RM2 35680000.00000000 PA USD 33095987.32000000 0.287551063269 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 1194731.88000000 0.010380304388 Long DBT CORP US N 2 2043-04-15 Fixed 4.30000000 N N N N N N PUBLIC SERVICE COLORADO 5BANEF6PGSEK0SNMQF44 744448CR0 2100000.00000000 PA USD 1892938.82000000 0.016446603182 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 3925848.36000000 0.034109327491 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 1703554.00000000 0.014801152759 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 378706.42000000 0.003290351566 Long DBT NUSS EG Y 2 2024-05-29 Fixed 5.75000000 N N N N N N Progress Residential Trust N/A 74333QAG0 1450000.00000000 PA USD 1200830.41000000 0.010433290835 Long ABS-O CORP US Y 2 2040-11-17 Fixed 2.71100000 N N N N N N BANISTMO SA 549300E94AMW3HSSMU17 06034LAB6 2750000.00000000 PA USD 2571250.00000000 0.022340039723 Long DBT CORP PA Y 2 2027-07-31 Fixed 4.25000000 N N N N N N PLAINS ALL AMER PIPELINE 5521FA2ITF25TVH63740 72650RBN1 475000.00000000 PA USD 419863.78000000 0.003647943033 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 1550286.93000000 PA USD 1546547.02000000 0.013437013849 Long ABS-O CORP US Y 2 2031-01-21 Fixed 3.70000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFR0 7525000.00000000 PA USD 6044252.32000000 0.052514861227 Long DBT CORP US N 2 2031-01-20 Fixed 1.75000000 N N N N N N New Residential Mortgage Loan N/A 64828EAC9 1277861.96000000 PA USD 1232466.43000000 0.010708157123 Long ABS-CBDO CORP US Y 2 2059-09-25 Variable 2.79682000 N N N N N N SELECT MEDICAL CORP 549300X05KS0JKR8CB50 816194AV6 2920100.35000000 PA USD 2788695.83000000 0.024229295331 Long LON CORP US N 2 2025-03-06 Variable 4.17000000 N N N N N N Natixis Commercial Mortgage Se N/A 63874FAA5 1200000.00000000 PA USD 1192898.76000000 0.010364377514 Long ABS-MBS CORP US Y 2 2032-11-15 Variable 3.91674700 N Y N N N N Carvana Auto Receivables Trust N/A 14686KAB3 5000000.00000000 PA USD 4679123.50000000 0.040654080646 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 2686381.03000000 0.023340343772 Long DBT CORP CO Y 2 2029-07-18 Fixed 4.25000000 N N N N N N GS Mortgage Securities Trust 549300L45M7638EL0H21 36250GAU9 2540000.00000000 PA USD 2448080.96000000 0.021269898257 Long ABS-MBS CORP US N 2 2050-05-10 Variable 4.16108400 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBQ5 4025000.00000000 PA USD 3385749.22000000 0.029416731966 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 4229142.16000000 0.036744464308 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 9323507.38000000 0.081006329697 Long DBT CORP IM N 2 2030-10-01 Fixed 3.75000000 N N N N N N Freddie Mac - STACR N/A 35564KUX5 12770990.72000000 PA USD 12005081.20000000 0.104304906522 Long ABS-CBDO CORP US Y 2 2042-04-25 Variable 3.82566000 N N N N N N Toronto Dominion Bank PT3QB789TSUIDF371261 CNY220729 1.00000000 NC USD -16112.88000000 -0.00013999509 N/A DFE CORP US N 2 Toronto Dominion Bank PT3QB789TSUIDF371261 4111446.75000000 USD 27421216.00000000 CNY 2022-07-29 -16112.88000000 N N N Hilton Grand Vacations Trust N/A 43284HAA7 4082104.70000000 PA USD 3904104.12000000 0.033920404910 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 91209.91000000 0.000792467870 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 28612082.26000000 0.248593117850 Long DBT CORP US N 2 2026-02-01 Fixed 3.65000000 N N N N N N Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 EUR220729 1.00000000 NC USD 455.28000000 0.000003955653 N/A DFE CORP US N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 31911.30000000 EUR 33962.56000000 USD 2022-07-29 455.28000000 N N N OOREDOO INTL FINANCE 549300BHXCDJ03WU7N77 74735KAA0 2350000.00000000 PA USD 2032896.50000000 0.017662611012 Long DBT CORP BM Y 2 2031-04-08 Fixed 2.62500000 N N N N N N Imperial Fund LLC N/A 452760AD3 1043500.00000000 PA USD 963367.23000000 0.008370116553 Long ABS-CBDO CORP US Y 2 2055-10-25 Variable 3.53100000 N N N N N N CHINA GOVT INTL BOND 300300CHN201808MOF68 16955EAD2 2000000.00000000 PA USD 1462529.28000000 0.012707034404 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 445078.11000000 0.003867015131 Long DBT CORP US N 2 2024-10-18 Fixed 1.95000000 N N N N N N SAN ANTONIO TX CUSTOMER FAC CH N/A 796246AF3 1575000.00000000 PA USD 1616065.61000000 0.014041018930 Long DBT MUN US N 2 2025-07-01 Fixed 4.35300000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332BA9 5575000.00000000 PA USD 4371425.01000000 0.037980674136 Long DBT CORP US N 2 2031-01-15 Fixed 1.65000000 N N N N N N OneMain Financial Issuance Tru N/A 68269MAB0 9235000.00000000 PA USD 8730088.38000000 0.075850470083 Long ABS-O CORP US Y 2 2036-06-16 Variable 1.54290000 N N N N N N KALLPA GENERACION SA 549300NG1PWEI5BZG095 156830AA9 2850000.00000000 PA USD 2565000.00000000 0.022285737245 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 6662343.60000000 0.057885083394 Long DBT NUSS JP Y 2 2023-09-27 Fixed 3.37500000 N N N N N N COMM Mortgage Trust N/A 12593JBH8 5000000.00000000 PA USD 4900216.50000000 0.042575024313 Long ABS-MBS CORP US N 2 2048-08-10 Variable 4.02800000 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 BJ7876565 2525000.00000000 PA 1888776.97000000 0.016410443379 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 1025673.44000000 0.008911457615 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 3010046.44000000 PA USD 2700085.10000000 0.023459410167 Long ABS-O CORP US Y 2 2060-07-15 Fixed 2.28000000 N N N N N N Australia and New Zealand Banking Group Limited JHE42UYNWWTJB8YTTU19 EUR220729 1.00000000 NC USD 2258.48000000 0.000019622569 N/A DFE CORP US N 2 Australia and New Zealand Banking Group Limited JHE42UYNWWTJB8YTTU19 277418.96000000 EUR 293551.98000000 USD 2022-07-29 2258.48000000 N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 35564KND7 7600000.00000000 PA USD 6501017.20000000 0.056483415651 Long ABS-CBDO USGSE US Y 2 2041-11-25 Variable 3.69967000 N N N N N N STATE OF QATAR 52990074F6OJOAXK4P65 74727PBD2 2050000.00000000 PA USD 2035667.32000000 0.017686684995 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 4568951.45000000 0.039696862183 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 2131960.18000000 0.018523315551 Long DBT MUN US N 2 2036-07-01 Fixed 4.22800000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 AU5908978 400000.00000000 PA 394030.13000000 0.003423490036 Long DBT CORP US N 2 2026-09-25 Fixed 1.80000000 N N N N N N GS Mortgage Securities Trust 5493005BBCF84ICNQ550 36266CAA4 5000000.00000000 PA USD 4878632.00000000 0.042387489617 Long ABS-MBS CORP US Y 2 2036-11-15 Variable 2.57400100 N N N N N N COMM Mortgage Trust N/A 12624XAM0 1185000.00000000 PA USD 1171740.92000000 0.010180549810 Long ABS-MBS CORP US Y 2 2046-03-10 Fixed 3.14700000 N N N N N N IVORY COAST 254900ICW11T82O6H590 BM7280605 100000.00000000 PA 75036.99000000 0.000651951127 Long DBT NUSS CI Y 2 2032-01-30 Fixed 4.87500000 N N N N N N NETHERLANDS GOVERNMENT 254900G14ALGVKORFN62 ZO5449301 1000000.00000000 PA 602659.28000000 0.005236142831 Long DBT NUSS NL Y 3 2052-01-15 Fixed 0.00000000 N N N N N N Stack Infrastructure Issuer LL N/A 85236KAE2 5875000.00000000 PA USD 5279857.80000000 0.045873498488 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 235849.72000000 0.002049155902 Long DBT CORP GB N 2 2026-09-04 Fixed 4.00000000 N N N N N N 20 TSQ GroundCo LLC N/A 90137LAC4 3000000.00000000 PA USD 2907129.30000000 0.025258292287 Long ABS-MBS CORP US Y 2 2035-05-15 Variable 3.20323000 N Y N N N N AON CORP LTS3U8DGK38SETRUWX71 037389BE2 6350000.00000000 PA USD 5550734.07000000 0.048226978948 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 8483405.99000000 0.073707195648 Long DBT CORP US N 2 2028-01-15 Fixed 3.25000000 N N N N N N O'REILLY AUTOMOTIVE INC 549300K2RLMQL149Q332 67103HAJ6 4075000.00000000 PA USD 3934280.67000000 0.034182590744 Long DBT CORP US N 2 2030-04-01 Fixed 4.20000000 N N N N N N AMCOR FLEXIBLES NORTH AM PTVU09TE3QPJPL7K4E13 02344AAA6 9400000.00000000 PA USD 7669634.46000000 0.066636825864 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 2222500.00000000 0.019309961414 Long DBT CORP MX Y 2 2029-11-19 Fixed 5.45000000 N N N N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466LAJ3 4450000.00000000 PA USD 3779866.80000000 0.032840981803 Long DBT CORP US N 2 2031-07-15 Fixed 1.95000000 N N N N N N JP Morgan Mortgage Trust N/A 46654UCC7 20475302.40000000 PA USD 18030960.80000000 0.156660138272 Long ABS-CBDO CORP US Y 2 2052-08-25 Variable 3.00000000 N N N N N N WISCONSIN POWER & LIGHT JWBYHVQVMY66CVCOSO49 976826BK2 4125000.00000000 PA USD 3464677.30000000 0.030102490427 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 3901708.56000000 PA USD 3859871.32000000 0.033536092802 Long ABS-O CORP US Y 2 2048-12-15 Fixed 3.82000000 N N N N N N SILGAN HOLDINGS INC KAF673KJXD92C8KSLU49 AQ4025203 400000.00000000 PA 394981.96000000 0.003431759913 Long DBT CORP US N 2 2025-03-15 Fixed 3.25000000 N N N N N N Sequoia Mortgage Trust N/A 81748WAU0 6115768.82000000 PA USD 5111559.58000000 0.044411256808 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 758346.18000000 0.006588812361 Long DBT NUSS CN N 2 2050-09-14 Fixed 3.81000000 N N N N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 BJ9478998 2350000.00000000 PA 1862739.88000000 0.016184222815 Long DBT NUSS ES Y 2 2040-10-31 Fixed 1.20000000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 05533UAF5 1500000.00000000 PA USD 1268250.00000000 0.011019058971 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 539006.16000000 PA USD 552280.24000000 0.004798429752 Long ABS-MBS MUN US N 2 2034-10-01 Fixed 4.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBP0 1625000.00000000 PA USD 1402998.40000000 0.012189806509 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 818625.00000000 0.007112538655 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 256643.75000000 0.002229822681 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 3784800.00000000 0.032883843401 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 6593295.73000000 0.057285168116 Long ABS-MBS CORP US Y 2 2038-08-10 Variable 3.07585400 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HDFL0 703308.29000000 PA USD 703448.74000000 0.006111841631 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 18500000.00000000 PA USD 15566720.11000000 0.135249837872 Long DBT CORP US N 2 2031-02-15 Fixed 2.55000000 N N N N N N CONSUMERS ENERGY CO 7NKTFWJ1G6MELP9TU740 210518DN3 4375000.00000000 PA USD 3063186.39000000 0.026614178175 Long DBT CORP US N 2 2052-08-15 Fixed 2.65000000 N N N N N N SERBIA TREASURY BONDS 254900W94OCY91V32O78 BG1390940 31700000.00000000 PA 223564.64000000 0.001942418255 Long DBT NUSS RS N 2 2032-08-20 Fixed 4.50000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VED2 400000.00000000 PA 390694.87000000 0.003394511975 Long DBT CORP US N 2 2029-10-26 Fixed 1.87500000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659T2B6 4275000.00000000 PA USD 3364915.60000000 0.029235721214 Long DBT CORP FR Y 2 2035-08-12 Fixed 2.58800000 N N N N N N SWISS RE FINANCE LUX 549300CLQZ6TM98LW631 87089NAA8 5600000.00000000 PA USD 5294800.00000000 0.046003322248 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 283352.98000000 PA USD 282986.55000000 0.002458699375 Long ABS-MBS CORP US N 2 2046-02-15 Fixed 2.46900000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 LW9531713 825000.00000000 PA 813153.45000000 0.007064999659 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 9808426.00000000 0.085219494980 Long ABS-MBS CORP US N 2 2050-09-15 Fixed 3.21200000 N N N N N N GS Mortgage-Backed Securities N/A 36259VAD5 1007553.09000000 PA USD 892157.83000000 0.007751421045 Long ABS-CBDO CORP US Y 2 2051-01-25 Variable 3.00000000 N N N N N N ISRAEL ELECTRIC CORP LTD 254900JW7GE35YNJGJ55 465077AL9 4525000.00000000 PA USD 4339368.84000000 0.037702157418 Long DBT CORP IL Y 2 2028-08-14 Fixed 4.25000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBB3 1700000.00000000 PA USD 1707805.41000000 0.014838090695 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 260000.00000000 PA USD 258986.05000000 0.002250173512 Long ABS-MBS CORP US N 2 2046-01-15 Variable 4.21240900 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAY7 3285000.00000000 PA USD 2739821.40000000 0.023804654900 Long DBT CORP US N 2 2028-07-15 Fixed 2.45000000 N N N N N N CHUBB INA HOLDINGS INC CZCBJZWDMLTHWJDXU843 171239AA4 500000.00000000 PA 484158.58000000 0.004206561753 Long DBT CORP US N 2 2028-03-15 Fixed 1.55000000 N N N N N N KOREA EAST-WEST POWER CO 549300VDRGYGX9NBTB52 5006EPAL5 2075000.00000000 PA USD 2053144.32000000 0.017838532102 Long DBT CORP KR Y 2 2025-05-06 Fixed 3.60000000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 80414L2K0 2000000.00000000 PA USD 1698457.00000000 0.014756868001 Long DBT CORP SA Y 2 2030-11-24 Fixed 2.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J77G4 5445671.01000000 PA USD 5457867.46000000 0.047420117010 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H7FF6 2917860.61000000 PA USD 2938272.80000000 0.025528879366 Long ABS-MBS MUN US N 2 2047-09-01 Fixed 4.00000000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAK8 4300000.00000000 PA USD 3237212.00000000 0.028126181691 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 2438504.81000000 PA USD 2259283.49000000 0.019629550963 Long ABS-CBDO CORP US Y 2 2045-10-25 Variable 3.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 AN2901261 300000.00000000 PA 299864.81000000 0.002605344391 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 3683326.88000000 0.032002204692 Long DBT MUN US N 2 2026-10-01 Fixed 3.61200000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46644RBE4 2350000.00000000 PA USD 2240570.37000000 0.019466963955 Long ABS-MBS CORP US N 2 2048-05-15 Variable 4.11800000 N N N N N N STAPLES INC XQM2JINI1UL7642TU573 855030AN2 3000000.00000000 PA USD 2486610.00000000 0.021604653836 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 4780125.55000000 0.041531626513 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 666936.06000000 0.005794604987 Long DBT NUSS JP N 2 2050-09-20 Fixed 0.60000000 N N N N N N ENN ENERGY HOLDINGS LTD 549300V7BXPWT6WIPR03 29336EAA1 1560000.00000000 PA USD 1573837.20000000 0.013674121756 Long DBT CORP KY Y 2 2027-05-17 Fixed 4.62500000 N N N N N N Tricon American Homes N/A 89613GAB2 1275000.00000000 PA USD 1170109.83000000 0.010166378253 Long ABS-O CORP US Y 2 2038-07-17 Fixed 2.04900000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 BH5574455 17000000.00000000 PA 2506327.09000000 0.021775963734 Long DBT NUSS CN N 2 2025-04-09 Fixed 1.99000000 N N N N N N Toronto Dominion Bank PT3QB789TSUIDF371261 CAD220729 1.00000000 NC USD 15321.73000000 0.000133121266 N/A DFE CORP US N 2 Toronto Dominion Bank PT3QB789TSUIDF371261 10203882.42000000 CAD 7942204.63000000 USD 2022-07-29 15321.73000000 N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 AZ6421871 18900000.00000000 PA 3061434.16000000 0.026598954106 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 11798976.61000000 PA USD 11593792.41000000 0.100731466403 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 2877517.60000000 PA USD 2863240.22000000 0.024876966554 Long ABS-MBS CORP US N 2 2048-07-10 Fixed 3.42100000 N N N N N N JAPAN (20 YEAR ISSUE) 353800WZS8AXZXFUC241 AL7975124 93000000.00000000 PA 686582.16000000 0.005965298095 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 4668245.49000000 PA USD 4613073.36000000 0.040080210835 Long ABS-CBDO CORP US Y 2 2044-12-25 Variable 2.17386000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 03846JX21 1100000.00000000 PA USD 713033.20000000 0.006195115221 Long DBT NUSS EG Y 2 2032-01-15 Fixed 7.05290000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAN1 6250000.00000000 PA USD 5118750.00000000 0.044473730028 Long DBT CORP US N 2 N/A Fixed 3.65000000 N N N N N N VITALITY RE X LTD N/A 92850FAA2 3500000.00000000 PA USD 3473400.00000000 0.030178276704 Long ABS-O CORP KY Y 2 2023-01-10 Variable 3.44270400 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NU1 15100000.00000000 PA USD 14899555.81000000 0.129453249845 Long DBT CORP US N 2 2033-05-24 Fixed 4.91000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AN3 12350000.00000000 PA USD 10552959.40000000 0.091688296432 Long DBT CORP US N 2 2030-05-15 Fixed 2.25000000 N N N N N N GS Mortgage Securities Trust N/A 36251XAY3 1500000.00000000 PA USD 1329830.40000000 0.011554093908 Long ABS-MBS CORP US N 2 2049-11-10 Variable 4.07990000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 ZQ0637715 9700000.00000000 PA 1467865.36000000 0.012753396383 Long DBT NUSS CN N 2 2024-10-17 Fixed 2.94000000 N N N N N N Freddie Mac - STACR N/A 35564KEL9 7302000.00000000 PA USD 6752415.70000000 0.058667665520 Long ABS-CBDO CORP US Y 2 2033-10-25 Variable 3.02566000 N N N N N N DELL INT LLC / EMC CORP N/A 24703TAG1 5375000.00000000 PA USD 5298836.57000000 0.046038393569 Long DBT CORP US N 2 2029-10-01 Fixed 5.30000000 N N N N N N Bank N/A 06540VBG9 772000.00000000 PA USD 659228.09000000 0.005727635087 Long ABS-MBS CORP US N 2 2062-11-15 Variable 3.63451000 N N N N N N JP Morgan Chase Commercial Mor N/A 46590MAS9 5475478.33000000 PA USD 5336475.10000000 0.046365412044 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.71300000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCB9 500000.00000000 PA 504189.01000000 0.004380594073 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 3095221.46000000 0.026892511568 Long DBT NUSS FR N 2 2025-05-25 Fixed 0.50000000 N N N N N N Springcastle SPV N/A 85022WAP9 5260218.00000000 PA USD 4883640.05000000 0.042431001541 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 1373512.50000000 0.011933621316 Long ABS-MBS CORP US N 2 2052-08-15 Fixed 3.41880000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 EK7732887 18725000.00000000 PA 967364.56000000 0.008404846941 Long DBT NUSS ZA N 2 2035-02-28 Fixed 8.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J5LR8 2530629.54000000 PA USD 2536859.92000000 0.022041245070 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 2331081.56000000 0.020253361069 Long DBT CORP SG Y 2 2029-04-15 Fixed 3.75000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBE7 3225000.00000000 PA USD 2902701.43000000 0.025219821197 Long DBT CORP US N 2 2029-08-01 Fixed 3.15000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BR2 7350000.00000000 PA USD 5951554.53000000 0.051709466064 Long DBT CORP US N 2 2032-02-03 Fixed 2.15000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CQH0 15253467.08000000 PA USD 15118601.87000000 0.131356408885 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335AEK0 16277000.41000000 PA USD 16052025.57000000 0.139466364174 Long ABS-MBS MUN US N 2 2045-08-01 Fixed 3.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKL2 11600000.00000000 PA USD 10026450.26000000 0.087113776217 Long DBT CORP US N 2 2037-03-08 Fixed 3.84600000 N N N N N N Citigroup Commercial Mortgage N/A 17320QAG4 2500000.00000000 PA USD 2420425.25000000 0.021029614480 Long ABS-MBS CORP US Y 2 2035-05-10 Variable 3.63483000 N N N N N N ILIAD HOLDING SAS 9695009PXA7OI9NXN582 BR8159765 915000.00000000 PA 852306.87000000 0.007405180100 Long DBT CORP FR Y 2 2026-10-15 Fixed 5.12500000 N N N N N N Capital Automotive LP N/A 14576AAA0 9850000.00000000 PA USD 8658058.40000000 0.075224645051 Long ABS-O CORP US Y 2 2050-12-15 Fixed 2.01000000 N Y N N N N PRIME SECSRVC BRW/FINANC N/A 74166MAE6 725000.00000000 PA USD 606531.72000000 0.005269788125 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 35070660.00000000 PA USD 35555621.29000000 0.308921338659 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 7735277.27000000 0.067207156631 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 6002328.22000000 0.052150608019 Long DBT CORP US N 2 2030-05-01 Fixed 2.87500000 N N N N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 871829BR7 6700000.00000000 PA USD 4791060.05000000 0.041626629785 Long DBT CORP US N 2 2051-12-14 Fixed 3.15000000 N N N N N N COMM Mortgage Trust N/A 12592XBJ4 2175000.00000000 PA USD 2056125.81000000 0.017864436469 Long ABS-MBS CORP US N 2 2048-03-10 Variable 4.20704900 N N N N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466LAK0 5775000.00000000 PA USD 4464039.60000000 0.038785346424 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 5352829.10000000 0.046507502082 Long ABS-MBS CORP US N 2 2049-11-10 Variable 3.87900000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DR6 6200000.00000000 PA USD 4586196.30000000 0.039846692279 Long DBT CORP US N 2 2040-11-13 Fixed 2.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8KY0 5583282.55000000 PA USD 5697778.98000000 0.049504563442 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 8958968.65000000 0.077839072640 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 1649784.57000000 0.014333982627 Long DBT CORP US N 2 2027-01-15 Fixed 3.95000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AN9 2000000.00000000 PA USD 1768000.00000000 0.015361085165 Long DBT CORP CO N 2 2030-04-29 Fixed 6.87500000 N N N N N N Hilton Grand Vacations Trust N/A 43283AAA3 1888867.13000000 PA USD 1861537.30000000 0.016173774323 Long ABS-O CORP US Y 2 2028-12-26 Fixed 2.66000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAK0 1000000.00000000 PA USD 927500.00000000 0.008058487834 Long DBT CORP CA Y 2 2025-08-01 Fixed 3.75000000 N N N N N N GS Mortgage-Backed Securities N/A 362925CB3 7410352.54000000 PA USD 6448451.73000000 0.056026706001 Long ABS-CBDO USGSE US Y 2 2052-10-25 Variable 3.00000000 N Y N N N N PACTIV EVERGREEN GROUP 5493002QNV81KCX40V06 76173FAW7 1748374.97000000 PA USD 1627090.20000000 0.014136804940 Long LON CORP US N 2 2026-02-05 Variable 4.91610000 N N N N N N MESSER INDUSTRIES USA 529900HNC1EZT3TC1260 D6000EAB8 296580.26000000 PA USD 282492.70000000 0.002454408610 Long LON CORP US N 2 2026-03-01 Variable 4.75040000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BJYS8 12441706.17000000 PA USD 1783177.68000000 0.015492954868 Long ABS-CBDO USGSE US N 2 2051-11-25 Fixed 2.50000000 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546AW4 15400000.00000000 PA USD 12579311.36000000 0.109294045885 Long DBT CORP US N 2 2030-12-15 Fixed 2.15000000 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 366651AE7 900000.00000000 PA USD 766125.00000000 0.006656397835 Long DBT CORP US Y 2 2030-10-01 Fixed 3.75000000 N N N N N N GS Mortgage-Backed Securities N/A 36262PAD3 11351911.77000000 PA USD 9477597.62000000 0.082345126813 Long ABS-CBDO CORP US Y 2 2052-03-25 Variable 2.50000000 N N N N N N SBA TOWER TRUST N/A 78403DAT7 25000000.00000000 PA USD 22363335.00000000 0.194301523484 Long DBT CORP US Y 2 2026-11-15 Fixed 1.63100000 N Y N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBU3 5500000.00000000 PA USD 4625645.64000000 0.040189443790 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 423477.10000000 PA USD 418000.57000000 0.003631754725 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 5895632.02000000 PA USD 5824592.60000000 0.050606370465 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 2834975.40000000 0.024631390589 Long ABS-MBS CORP US N 2 2048-04-10 Variable 4.27914500 N N N N N N GS Mortgage-Backed Securities N/A 36260DAD2 767783.26000000 PA USD 674282.61000000 0.005858434727 Long ABS-CBDO CORP US Y 2 2051-03-27 Variable 3.00000000 N N N N N N VERISK ANALYTICS INC 549300I1YSWNIRKBWP67 92345YAF3 1250000.00000000 PA USD 1204422.08000000 0.010464496689 Long DBT CORP US N 2 2029-03-15 Fixed 4.12500000 N N N N N N Last Mile Logistics Pan Euro F 635400NOPX1IKIAX7N90 BCC316NM6 597323.27000000 PA 598967.06000000 0.005204063359 Long ABS-MBS CORP IE Y 2 2033-08-17 Variable 1.00000000 N N N N N N GRUPO BIMBO SAB DE CV 5493000RIXURZEBFEV60 40052VAF1 2400000.00000000 PA USD 2360064.00000000 0.020505172002 Long DBT CORP MX Y 2 N/A Fixed 5.95000000 N N N N N N DIAGEO CAPITAL PLC 213800L23DJLALFC4O95 25243YBD0 2850000.00000000 PA USD 2431264.21000000 0.021123787663 Long DBT CORP GB N 2 2030-04-29 Fixed 2.00000000 N N N N N N Taco Bell Funding, LLC N/A 87342RAH7 16327950.00000000 PA USD 13691541.23000000 0.118957540091 Long ABS-O CORP US Y 2 2051-08-25 Fixed 2.29400000 N N N N N N HUDSON PACIFIC PROPERTIE 5493007NTUGLGZ8T3526 44409MAA4 1833000.00000000 PA USD 1744740.34000000 0.015158996014 Long DBT CORP US N 2 2027-11-01 Fixed 3.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31374FY45 3441.65000000 PA USD 3574.18000000 0.000031053893 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 2286240.08000000 0.019863760507 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 552151.44000000 PA USD 540538.43000000 0.004696412250 Long ABS-O CORP US Y 2 2030-11-08 Fixed 3.10000000 N N N N N N NEW ZEALAND GOVERNMENT 549300237GPHG2AI7C34 BP9145262 735000.00000000 PA 390825.44000000 0.003395646418 Long DBT NUSS NZ N 2 2032-05-15 Fixed 2.00000000 N N N N N N PANAMA BONOS DEL 549300SHS4T08CL0LP14 BQ2336940 6000000.00000000 PA USD 5274000.00000000 0.045822603599 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 14783970.41000000 0.128448998050 Long ABS-MBS CORP US Y 2 2036-07-15 Variable 2.82400000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NBW0 17300000.00000000 PA USD 16126318.00000000 0.140111846269 Long DBT CORP US N 2 2027-01-15 Fixed 2.35000000 N N N N N N GOODYEAR EUROPE BV 529900AJU331P2QORU39 BR5232441 205000.00000000 PA 160782.97000000 0.001396946207 Long DBT CORP NL Y 2 2028-08-15 Fixed 2.75000000 N N N N N N Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 AUD220729 1.00000000 NC USD 223779.54000000 0.001944285391 N/A DFE CORP US N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 9186570.91000000 AUD 6566213.63000000 USD 2022-07-29 223779.54000000 N N N BUNDESREPUB. DEUTSCHLAND 529900AQBND3S6YJLY83 BR2469814 1075000.00000000 PA 694013.32000000 0.006029862960 Long DBT NUSS DE N 3 2052-08-15 Fixed 0.00000000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368BGS1 2975000.00000000 PA USD 2757483.35000000 0.023958108926 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 419992.84000000 0.003649064357 Long DBT NUSS GT Y 2 2027-06-05 Fixed 4.37500000 N N N N N N Citibank N.A. E57ODZWZ7FF32TWEFA76 CAD220729 1.00000000 NC USD -1292.43000000 -0.00001122914 N/A DFE CORP US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 594468.67000000 USD 763566.30000000 CAD 2022-07-29 -1292.43000000 N N N JP Morgan Mortgage Trust N/A 46655KCR5 6564727.29000000 PA USD 5692078.09000000 0.049455031849 Long ABS-CBDO USGSE US Y 2 2052-11-25 Variable 3.00000000 N N N N N N WEIBO CORP 549300Q9ID4640FE0422 948596AE1 2700000.00000000 PA USD 2193286.98000000 0.019056147111 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 4405101.42000000 0.038273268142 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 5631790.90000000 0.048931232833 Long DBT NUSS QA Y 2 2050-04-16 Fixed 4.40000000 N N N N N N BENCHMARK Mortgage Trust N/A 08161CAL5 3000000.00000000 PA USD 2724832.80000000 0.023674427999 Long ABS-MBS CORP US N 2 2051-02-15 Variable 4.33405900 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNSY9 48095031.60000000 PA USD 44988277.24000000 0.390875994420 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 03846JW71 725000.00000000 PA USD 527351.95000000 0.004581842882 Long DBT NUSS EG Y 2 2029-03-01 Fixed 7.60030000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGNP0 7837464.25000000 PA USD 7323007.69000000 0.063625195019 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QBC5 535000.00000000 PA USD 532728.52000000 0.004628556654 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 5632317.80000000 0.048935810749 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 6776193.18000000 0.058874253696 Long DBT CORP US N 2 2029-04-15 Fixed 3.65000000 N N N N N N Verizon Owner Trust N/A 92348CAC5 440000.00000000 PA USD 417943.02000000 0.003631254708 Long ABS-O CORP US N 2 2025-04-21 Fixed 0.77000000 N N N N N N BANCO DE CREDITO DEL PER 549300EQYQ8SCQZ4BY14 05971U2C0 1775000.00000000 PA USD 1621986.13000000 0.014092458755 Long DBT CORP PE Y 2 2030-07-01 Fixed 3.12500000 N N N N N N LOS ANGELES CNTY CA REDEV REFU N/A 54465AGY2 4805000.00000000 PA USD 4180610.91000000 0.036322805561 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 3733080.00000000 0.032434479530 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 1281124.68000000 0.011130919297 Long DBT NUSS AR Y 2 2029-03-19 Fixed 4.25000000 N N N N N N ARTERRA WINES CANADA INC 5493000SZ7NOM4G34E58 N/A 344750.00000000 PA USD 321193.23000000 0.002790654163 Long LON CORP CA N 2 2027-11-19 Variable 5.75040000 N N N N N N KOMMUNALBANKEN AS I7ETN0QQO2AHZZGHJ389 50048MCV0 3000000.00000000 PA USD 2547109.20000000 0.022130294879 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 17929600.00000000 0.155779475443 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 17548350.11000000 0.152467025200 Long DBT MUN US N 2 2041-06-01 Fixed 3.80700000 N N N N N N AUSTRALIAN GOVERNMENT 213800J6B7JSBDETCB42 ZP5624975 3550000.00000000 PA 1963042.89000000 0.017055695145 Long DBT NUSS AU N 2 2032-05-21 Fixed 1.25000000 N N N N N N COMM Mortgage Trust N/A 12636FBP7 4855000.00000000 PA USD 4623276.68000000 0.040168861326 Long ABS-MBS CORP US N 2 2048-10-10 Variable 4.75841700 N Y N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 EJ7498649 15100000.00000000 PA 721455.78000000 0.006268293936 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 1405669.97000000 0.012213018169 Long DBT NUSS UY N 2 2050-06-18 Fixed 5.10000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJB6 55925000.00000000 PA USD 47432400.07000000 0.412111502874 Long DBT CORP US N 2 2031-04-29 Fixed 2.59200000 N N N N N N Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 EUR220729 1.00000000 NC USD -15.11000000 -0.00000013128 N/A DFE CORP US N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 2024.34000000 EUR 2110.47000000 USD 2022-07-29 -15.11000000 N N N Toronto Dominion Bank PT3QB789TSUIDF371261 EUR220729 1.00000000 NC USD -2561.33000000 -0.00002225385 N/A DFE CORP US N 2 Toronto Dominion Bank PT3QB789TSUIDF371261 124422.76000000 USD 116057.08000000 EUR 2022-07-29 -2561.33000000 N N N KOREA SOUTHERN POWER 9884001B6VSIQS4ZY558 50065AAC8 3200000.00000000 PA USD 2873632.67000000 0.024967260281 Long DBT CORP KR Y 2 2026-01-27 Fixed 0.75000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 BQ3772713 10000000000.00010000 PA 630289.32000000 0.005476203576 Long DBT NUSS ID N 2 2032-04-15 Fixed 6.37500000 N N N N N N KOMMUNALBANKEN AS I7ETN0QQO2AHZZGHJ389 50048MCQ1 2600000.00000000 PA USD 2586223.95000000 0.022470139340 Long DBT NUSS NO Y 2 2024-02-05 Fixed 2.75000000 N N N N N N Santander Drive Auto Receivabl N/A 80285VAF6 34000000.00000000 PA USD 31624426.80000000 0.274765561870 Long ABS-O CORP US N 2 2027-10-15 Fixed 1.67000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163HAJ7 1000000.00000000 PA USD 798842.20000000 0.006940657843 Long ABS-MBS CORP US N 2 2054-07-15 Fixed 2.35500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKM0 10000000.00000000 PA USD 9693043.90000000 0.084217009536 Long DBT CORP US N 2 2026-04-02 Fixed 3.38400000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAV7 21000000.00000000 PA USD 18286019.22000000 0.158876186978 Long DBT CORP IE N 2 2026-10-29 Fixed 2.45000000 N N N N N N MISC CAPITAL TWO LABUAN 9845000ED8376T875113 60475DAA9 3175000.00000000 PA USD 3088671.75000000 0.026835605090 Long DBT CORP MY Y 2 2025-04-06 Fixed 3.62500000 N N N N N N TK ELEVATOR MIDCO GMBH 549300C2AFWPAYWS5574 BL3650696 1758300.71000000 PA USD 1642921.02000000 0.014274349382 Long LON CORP US N 2 2027-07-30 Variable 4.01870000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385XM87 260776.20000000 PA USD 268325.94000000 0.002331322181 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 4.50000000 N N N N N N COSTA RICA GOVERNMENT 549300S1EK2VN6XVJP58 221597BT3 4100000.00000000 PA USD 3066218.42000000 0.026640521654 Long DBT NUSS CR Y 2 2043-04-30 Fixed 5.62500000 N N N N N N KITE REALTY GROUP TRUST 549300OVTYLM7DH6CM14 76131VAB9 5300000.00000000 PA USD 4934250.71000000 0.042870727027 Long DBT CORP US N 2 2030-09-15 Fixed 4.75000000 N N N N N N COMM Mortgage Trust 549300C72XVZH4MIKU63 12625UBF9 1847242.99000000 PA USD 1843415.69000000 0.016016326589 Long ABS-MBS CORP US N 2 2045-07-10 Variable 4.41084800 N N N N N N BANQUE OUEST AFRICAINE D 529900LIZJABE4JJS826 06675QAC7 8500000.00000000 PA USD 7067566.83000000 0.061405823523 Long DBT NUSS N/A Y 2 2031-10-22 Fixed 4.70000000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBJ2 4100000.00000000 PA USD 3113820.81000000 0.027054110097 Long DBT CORP US Y 2 2050-10-15 Fixed 3.95100000 N N N N N N COMM Mortgage Trust N/A 12593ABD6 4500000.00000000 PA USD 4349205.90000000 0.037787625697 Long ABS-MBS CORP 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 1325805.41000000 0.011519123199 Long ABS-MBS CORP US N 2 2048-10-10 Fixed 3.61200000 N N N N N N HEALTHCARE TRUST OF AMER 549300IYGAS4GE6VDL07 42225UAD6 6250000.00000000 PA USD 5947518.56000000 0.051674399956 Long DBT CORP US N 2 2026-08-01 Fixed 3.50000000 N N N N N N Credit-Based Asset Servicing a N/A 14986PAA1 797625.90000000 PA USD 759726.47000000 0.006600804868 Long ABS-O CORP US N 2 2036-07-25 Variable 1.78357000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBR5 6275000.00000000 PA USD 5256795.41000000 0.045673123298 Long DBT CORP US N 2 2028-03-25 Fixed 2.25900000 N N N N N N BUNDESREPUB. DEUTSCHLAND 529900AQBND3S6YJLY83 EG1209048 250000.00000000 PA 363373.89000000 0.003157136465 Long DBT NUSS DE N 2 2039-07-04 Fixed 4.25000000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 913017BT5 5390000.00000000 PA USD 5139896.24000000 0.044657456948 Long DBT CORP US N 2 2042-06-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JAV88 2109859.66000000 PA USD 2119356.22000000 0.018413807348 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 3719888.37000000 PA USD 3674407.53000000 0.031924709842 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 3197108.64000000 PA USD 2954887.38000000 0.025673233426 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 5433574.23000000 0.047209047794 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 2952626.01000000 0.025653585747 Long ABS-MBS CORP 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 2759686.89000000 0.023977254155 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 27125092.82000000 0.235673563875 Long DBT UST US N 2 2022-10-31 Fixed 0.12500000 N Y N N N N CAMELOT US ACQUISITION LLC 549300U6VBJHQP2SFL81 N/A 985000.00000000 PA USD 926717.55000000 0.008051689598 Long LON CORP US N 2 2026-10-31 Variable 4.66610000 N N N N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 QZ0167556 3345000.00000000 PA 3358054.08000000 0.029176105607 Long DBT NUSS IT N 2 2026-12-01 Fixed 1.25000000 N N N N N N Hudson Yards N/A 44421MAL4 2750000.00000000 PA USD 2197950.70000000 0.019096667359 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 10365180.00000000 0.090056794534 Long DBT CORP US N 2 N/A Fixed 6.10000000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU N/A 92937FAF8 8000000.00000000 PA USD 7956925.60000000 0.069132925224 Long ABS-MBS CORP US N 2 2048-03-15 Fixed 3.56000000 N N N N N N OHIO POWER COMPANY 06ZODLC132CY1O2Y7D77 677415CS8 2750000.00000000 PA USD 2427665.54000000 0.021092520991 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 3827587.50000000 0.033255598170 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 442667.68000000 PA USD 434448.62000000 0.003774661907 Long ABS-CBDO CORP 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 3965937.13000000 0.034457634623 Long ABS-O CORP US N 2 2026-03-18 Fixed 2.13000000 N N N N N N NFP CORP VO2L9FZNXDJNQNEYH039 62910PAF0 1955000.00000000 PA USD 1802510.00000000 0.015660921731 Long LON CORP US N 2 2027-02-15 Variable 4.91610000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 AZ8693857 28000000000.00010000 PA 1862594.40000000 0.016182958827 Long DBT NUSS ID N 2 2030-09-15 Fixed 7.00000000 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78571YBB5 84943.01000000 PA USD 80324.66000000 0.000697892501 Long LON CORP US N 2 2028-06-30 Variable 4.75000000 N N N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 401494AR0 600000.00000000 PA USD 502857.11000000 0.004369021998 Long DBT NUSS GT Y 2 2050-06-01 Fixed 6.12500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CN3 7600000.00000000 PA USD 6323998.46000000 0.054945406635 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 2365141.07000000 PA USD 2328734.45000000 0.020232968447 Long ABS-O CORP US Y 2 2048-06-15 Fixed 3.69000000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271AK5 2300000.00000000 PA USD 2226493.84000000 0.019344661480 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 5233860.00000000 0.045473851360 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 3385981.90000000 0.029418753583 Long ABS-MBS CORP US N 2 2048-08-15 Fixed 4.10580000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBR0 15850000.00000000 PA USD 13309778.99000000 0.115640638348 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 1944713.00000000 0.016896437791 Long ABS-MBS CORP US N 2 2050-03-10 Fixed 3.67400000 N N N N N N TSMC ARIZONA CORP 2549005GOBWLCSY63Q97 872898AG6 200000.00000000 PA USD 199463.23000000 0.001733015646 Long DBT CORP US N 2 2029-04-22 Fixed 4.12500000 N N N N N N COMM Mortgage Trust N/A 12592XBD7 1445000.00000000 PA USD 1410352.08000000 0.012253698198 Long ABS-MBS CORP US N 2 2048-03-10 Fixed 3.30900000 N N N N N N United States Treasury Bill- When Issued 254900HROIFWPRGM1V77 912796L64 40000000.00000000 PA USD 39941347.20000000 0.347026264686 Long STIV UST US N 2 N N N GS Mortgage Securities Trust 5493005BBCF84ICNQ550 36254JAA3 1130000.00000000 PA USD 1059481.79000000 0.009205197968 Long ABS-MBS CORP US Y 2 2037-09-10 Variable 3.59110000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDE9 5775000.00000000 PA USD 5546102.10000000 0.048186734555 Long DBT CORP US N 2 2027-10-15 Fixed 2.95000000 N N N N N N KIA CORP 988400V8MJK9N7OI5X76 49374JAD5 200000.00000000 PA USD 187216.84000000 0.001626614153 Long DBT CORP KR Y 2 2027-02-14 Fixed 2.75000000 N N N N N N 1011778 BC ULC 549300RHSHNRWI5LLA86 C6901LAH0 435832.50000000 PA USD 415239.41000000 0.003607764672 Long LON CORP CA N 2 2026-11-19 Variable 3.41610000 N N N N N N REPUBLIC OF NAMIBIA 549300T6Y4CWK77SML15 62987BAB8 1675000.00000000 PA USD 1487458.24000000 0.012923627095 Long DBT NUSS NA Y 2 2025-10-29 Fixed 5.25000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 20753YCK6 16120000.00000000 PA USD 15073628.23000000 0.130965660064 Long ABS-CBDO CORP US Y 2 2042-03-25 Variable 4.02566000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDA1 8325000.00000000 PA USD 8187854.37000000 0.071139325961 Long DBT CORP US N 2 2028-04-26 Fixed 4.32300000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NAX9 2050000.00000000 PA USD 1967149.72000000 0.017091376913 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 1738441.40000000 0.015104268326 Long DBT NUSS PY Y 2 2044-08-11 Fixed 6.10000000 N N N N N N Sequoia Mortgage Trust N/A 81746QAU5 64919.89000000 PA USD 61243.25000000 0.000532105644 Long ABS-CBDO CORP 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 767567.58000000 0.006668931542 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 801368.23000000 0.006962604994 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 345710.80000000 0.003003672534 Long DBT CORP JP N 2 2032-07-09 Fixed 1.37500000 N N N N N N WR GRACE HOLDINGS LLC N/A 92943HAB5 144275.00000000 PA USD 136556.29000000 0.001186455203 Long LON CORP US N 2 2028-09-22 Variable 6.06250000 N N N N N N MTN Commercial Mortgage Trust N/A 62475WAJ4 500000.00000000 PA USD 474599.00000000 0.004123504331 Long ABS-MBS CORP US Y 2 2039-03-15 Variable 5.56775000 N N N N N N DUKE ENERGY FL PROJ FIN N/A 26444GAB9 297023.75000000 PA USD 295978.38000000 0.002571577546 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 2297125.00000000 0.019958333009 Long DBT CORP US Y 2 2024-04-15 Fixed 5.25000000 N N N N N N DISCOVER BANK X05BVSK68TQ7YTOSNR22 25466AAJ0 8455000.00000000 PA USD 7987930.07000000 0.069402304356 Long DBT CORP US N 2 2026-07-27 Fixed 3.45000000 N N N N N N TOTALENERGIES CAP INTL 549300U37G2I8G4RUG09 89153VAV1 11000000.00000000 PA USD 8408402.86000000 0.073055538709 Long DBT CORP FR N 2 2050-05-29 Fixed 3.12700000 N N N N N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 ZS4387933 500000.00000000 PA 442110.36000000 0.003841230142 Long DBT CORP GB N 2 2031-05-08 Fixed 1.23100000 N N N N N N COMMONWEALTH EDISON CO D8YOXB8L2ZDC8P7Q0771 202795HK9 3500000.00000000 PA USD 3917374.97000000 0.034035707318 Long DBT CORP US N 2 2036-03-15 Fixed 5.90000000 N N N N N N INTL FINANCE CORP QKL54NQY28TCDAI75F60 ZO8190688 500000.00000000 PA 565007.89000000 0.004909012623 Long DBT NUSS N/A N 2 2025-12-15 Fixed 0.25000000 N N N N N N Woodward Capital Management N/A 74938XAV1 6782418.47000000 PA USD 5876762.13000000 0.051059640032 Long ABS-CBDO USGSE US Y 2 2052-05-25 Variable 3.00000000 N Y N N N N Freddie Mac - STACR 5493007ZK0X40BI7UF30 35565KBD9 2100000.00000000 PA USD 1796493.72000000 0.015608649905 Long ABS-CBDO CORP US Y 2 2050-02-25 Variable 4.12357000 N N N N N N DIGITAL STOUT HOLDING LL 549300N335X1857YDM81 AU9275473 400000.00000000 PA 449309.43000000 0.003903778518 Long DBT CORP US N 2 2030-10-17 Fixed 3.75000000 N N N N N N GCC SAB DE CV 254900WY9XL8033CKX68 36165RAC9 1975000.00000000 PA USD 1612133.25000000 0.014006853026 Long DBT CORP MX Y 2 2032-04-20 Fixed 3.61400000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 AP8870838 400000.00000000 PA 418572.19000000 0.003636721186 Long DBT CORP GB N 2 2023-11-14 Fixed 0.62500000 N N N N N N KIMCO REALTY CORP 549300EA7I6T15IBYS12 948741AJ2 4800000.00000000 PA USD 4809250.75000000 0.041784677801 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 5036765.18000000 0.043761413398 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 8612500.00000000 0.074828815604 Long DBT CORP US N 2 N/A Fixed 3.90000000 N N N N N N Servpro Master Issuer, LLC N/A 817743AE7 20443500.00000000 PA USD 17504501.55000000 0.152086051521 Long ABS-O CORP US Y 2 2051-04-25 Fixed 2.39400000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEP9 1295000.00000000 PA USD 1125665.88000000 0.009780231589 Long DBT NUSS DO Y 2 2029-02-22 Fixed 5.50000000 N N N N N N HYDRO-QUEBEC 6THEVG93PYJH84S4D167 448814HZ9 1475000.00000000 PA 1271030.14000000 0.011043213930 Long DBT NUSS CA N 2 2045-02-15 Fixed 5.00000000 N N N N N N EXPORT-IMPORT BK INDIA 335800OFZ8YEIVN1QI11 30216JAF2 3975000.00000000 PA USD 3129266.56000000 0.027188308899 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 11427565.86000000 0.099287224214 Long DBT CORP US N 2 2029-03-15 Fixed 4.35000000 N N N N N N EQUS 2021-EQAZ Mortgage Trust N/A 29478JAN0 4730000.00000000 PA USD 4373697.14000000 0.038000415303 Long ABS-MBS USGSE US Y 2 2038-10-15 Variable 3.62400000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBG3 4725000.00000000 PA USD 4707304.59000000 0.040898929133 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 906700.00000000 0.007877769185 Long ABS-MBS CORP US N 2 2060-07-15 Variable 3.85100000 N N N N N N Wells Fargo Commercial Mortgag N/A 95001MAD2 14999931.41000000 PA USD 14764952.98000000 0.128283767076 Long ABS-MBS CORP US N 2 2050-07-15 Fixed 3.26100000 N N N N N N Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 EUR220729 1.00000000 NC USD 11044.49000000 0.000095958909 N/A DFE CORP US N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 570548.33000000 EUR 610127.61000000 USD 2022-07-29 11044.49000000 N N N COMMONWEALTH EDISON CO D8YOXB8L2ZDC8P7Q0771 202795JU5 5100000.00000000 PA USD 3627267.44000000 0.031515138045 Long DBT CORP US N 2 2051-09-01 Fixed 2.75000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 QJ1649335 23500000.00000000 PA 1039202.62000000 0.009029004496 Long DBT NUSS MX N 2 2026-03-05 Fixed 5.75000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJS9 5500000.00000000 PA USD 4888928.11000000 0.042476946304 Long DBT CORP US N 2 2027-07-22 Fixed 1.73400000 N N N N N N MONDELEZ INTL HLDINGS NE 549300CW356R8I7N8D33 BR2464112 300000.00000000 PA 194376.64000000 0.001688821335 Long DBT CORP NL Y 2 2041-09-09 Fixed 1.25000000 N N N N N N BONOS TESORERIA PESOS 549300FLZTJM5YJF8D34 BH7026447 240000000.00000000 PA 238169.24000000 0.002069308811 Long DBT NUSS CL N 2 2025-03-01 Fixed 2.50000000 N N N N N N Federal Farm Credit Discount Notes N/A 313313N61 22000000.00000000 PA USD 21810082.80000000 0.189494648958 Long STIV USGSE US N 2 N N N PHOENIX NEWCO INC 254900PHGVI5379Z9791 71911KAC8 498750.00000000 PA USD 467328.75000000 0.004060337516 Long LON CORP US N 2 2028-11-15 Variable 3.75000000 N N N N N N ELP 2021-ELP N/A 26863LAL8 6870000.00000000 PA USD 6492575.25000000 0.056410068641 Long ABS-MBS CORP US Y 2 2038-11-15 Variable 3.44310000 N N N N N N REPUBLIC OF RWANDA 213800AKFASSQE52AZ88 78347YAL7 4850000.00000000 PA USD 3785782.11000000 0.032892376363 Long DBT NUSS RW Y 2 2031-08-09 Fixed 5.50000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162QBA6 2500000.00000000 PA USD 2272952.50000000 0.019748312743 Long ABS-MBS CORP US Y 2 2048-09-15 Variable 3.65417700 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DJ6 24975000.00000000 PA USD 23360554.06000000 0.202965758161 Long DBT CORP US N 2 2030-04-01 Fixed 3.75000000 N N N N N N New York Mortgage Trust N/A 649603AG2 413710.05000000 PA USD 408567.59000000 0.003549797254 Long ABS-CBDO CORP US N 2 2036-02-25 Variable 2.10357000 N N N N N N Social Professional Loan Progr N/A 83405DAC2 507617.01000000 PA USD 502663.12000000 0.004367336536 Long ABS-O CORP US Y 2 2040-07-25 Fixed 2.63000000 N Y N N N N BENCHMARK Mortgage Trust N/A 08162TBB8 5921744.00000000 PA USD 5975420.46000000 0.051916822729 Long ABS-MBS CORP US N 2 2053-05-15 Variable 4.51000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MG3 5000000.00000000 PA USD 4400000.00000000 0.038228944982 Long DBT CORP US N 2 N/A Fixed 5.00000000 N N N N N N GS Mortgage-Backed Securities N/A 36262DAD0 1099798.16000000 PA USD 1013729.94000000 0.008807687750 Long ABS-CBDO CORP US Y 2 2050-07-25 Variable 3.50000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AX8 4550000.00000000 PA USD 3744318.94000000 0.032532127898 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 19923281.70000000 0.173101372721 Long ABS-O CORP US Y 2 2025-06-15 Fixed 1.27000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDL0 3000000.00000000 PA USD 2466432.60000000 0.021429344583 Long DBT CORP US N 2 2031-08-15 Fixed 2.25000000 N N N N N N NEW YORK ST DORM AUTH REVENUES 549300C8XO7EXTX2XU71 64990CZW4 5680000.00000000 PA USD 5342583.58000000 0.046418484941 Long DBT MUN US N 2 2039-07-01 Fixed 3.99800000 N N N N N N 2022-06-30 COLLEGE RETIREMENT EQUITIES FUND E. Scott Wickerham E. Scott Wickerham Principal Financial Officer, Principal Accounting Officer and Treasurer