NPORT-P false 0001028621 XXXXXXXX S000001150 C000003071 C000003070 METROPOLITAN WEST FUNDS 811-07989 0001028621 549300KGDNJW6FXNDC82 865 South Figueroa Street SUITE 2100 Los Angeles 90017 800-241-4671 Metropolitan West Intermediate Bond Fund S000001150 549300JTE3R17FNYHI96 2020-03-31 2019-09-30 N 876733837.67 112699643.14 764034194.53 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 93797940.26000000 0.00000000 361876.91000000 EUR USD N Panther BF Aggregator 2 LP 549300474L1ZLXZY2P98 000000000 200000.00000000 PA USD 198688.00000000 0.026005118805 Long LON CORP US N 2 2026-04-30 Floating 5.54350000 N N N N N N Freddie Mac N/A 3128PH5F4 7076.53000000 PA USD 7168.62000000 0.000938259053 Long ABS-MBS USGSE US N 2 2021-10-01 Fixed 5.50000000 N N N N N N US AIRWAYS 2011-1A PTT N/A 903436AA1 571522.60830600 PA USD 644118.27000000 0.084304900829 Long DBT CORP US N 2 2023-10-22 Fixed 7.12500000 N N N N N N VENTAS REALTY LP 32SXKSJ72K64GM3HOU64 92277GAJ6 1155000.00000000 PA USD 1194089.82000000 0.156287484061 Long DBT CORP US N 2 2026-10-15 Fixed 3.25000000 N N N N N N Avolon TLB Borrower 1 (US) LLC 635400O84AGITYFZQB55 05400KAE0 95107.52000000 PA USD 95578.78000000 0.012509751616 Long LON CORP US N 2 2025-01-15 Floating 3.79425000 N N N N N N COMM Mortgage Trust N/A 12592FAA3 1265000.00000000 PA USD 1348863.11000000 0.176544861428 Long ABS-MBS CORP US N 2 2049-08-10 Variable 3.73167700 N N N N N N Gentiva Health Services Inc 549300STP29LPEN7S547 37249UAN6 29700.00000000 PA USD 29904.19000000 0.003913985815 Long LON CORP US N 2 2025-07-02 Floating 5.81250000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 000000000 142.00000000 NC USD -34685.27000000 -0.00453975361 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2019-12-31 16953763.75000000 USD -34685.27000000 N N N CONCHO RESOURCES INC SYHS7HRDXLL4I0IQ8776 20605PAH4 30000.00000000 PA USD 31207.02000000 0.004084505670 Long DBT CORP US N 2 2027-10-01 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AWX2 1656066.81000000 PA USD 1707914.37000000 0.223538996320 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 3.00000000 N N N N N N Navient Student Loan Trust N/A 63940FAC1 1640000.00000000 PA USD 1699491.49000000 0.222436574457 Long ABS-O CORP US N 2 2065-06-25 Floating 3.51838000 N N N N N N Credit-Based Asset Servicing a N/A 12464YAA7 139491.24000000 PA USD 108357.74000000 0.014182315500 Long ABS-MBS CORP US N 2 2037-04-25 Floating 2.07838000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128287A2 25405000.00000000 PA USD 25379390.49000000 3.321761077148 Long DBT UST US N 1 2021-06-30 Fixed 1.62500000 N N N N N N HEALTHCARE REALTY TRUST 549300CB86LH2IOKHH22 421946AH7 25000.00000000 PA USD 25832.22000000 0.003381029302 Long DBT CORP US N 2 2023-04-15 Fixed 3.75000000 N N N N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD 346649.31000000 0.045370915658 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Y 2022-05-09 0.00000000 USD 0.00000000 USD 21570000.00000000 USD 346649.31000000 N N N Merrill Lynch First Franklin M N/A 59024VAG4 465361.68000000 PA USD 375446.26000000 0.049139981258 Long ABS-MBS CORP US N 2 2037-06-25 Floating 2.19838000 N N N N N N Higher Education Funding N/A 429827AY4 1190951.70000000 PA USD 1196699.17000000 0.156629006733 Long ABS-MBS CORP US N 2 2034-05-25 Floating 3.18225000 N N N N N N Colony American Finance Ltd N/A 21872FAB3 5975923.23000000 PA USD 568533.50000000 0.074412049103 Long ABS-O CORP US N 2 2052-03-15 Variable 2.34736200 N N N N N N Citigroup Commercial Mortgage N/A 17318UAK0 5828635.52000000 PA USD 247259.46000000 0.032362355215 Long ABS-MBS CORP US N 2 2045-09-10 Variable 1.93470800 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LFCY2 50000.00000000 PA USD 51068.31000000 0.006684034610 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 2.76000000 N N N N N N ELI LILLY & CO FRDRIPF3EKNDJ2CQJL29 532457BH0 350000.00000000 PA USD 361599.39000000 0.047327644834 Long DBT CORP US N 2 2025-06-01 Fixed 2.75000000 N N N N N N Banc of America Funding Corpor N/A 05990TBD8 744365.95000000 PA USD 743779.99000000 0.097349044758 Long ABS-MBS CORP US N 2 2036-03-27 Floating 2.23338000 N N N N N N Magnetite CLO Ltd 549300BDVLRWS2SODX97 55953TAJ6 50000.00000000 PA USD 50032.11000000 0.006548412408 Long ABS-CBDO CORP KY N 2 2028-11-15 Floating 3.23813000 N N N N N N PIEDMONT OPERATING PARTN 549300WKGDPAS39FBD10 720198AC4 1210000.00000000 PA USD 1223417.33000000 0.160125991579 Long DBT CORP US N 2 2023-06-01 Fixed 3.40000000 N N N N N N SLM Student Loan Trust 5493007758ACJK074H95 78442GRX6 89706.94000000 PA USD 86456.89000000 0.011315840392 Long ABS-O CORP US N 2 2041-01-25 Floating 2.44550000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397YL1 40000.00000000 PA USD 40063.74000000 0.005243710332 Long DBT CORP US N 2 2022-03-28 Fixed 3.33900000 N N N N N N FREDDIE MAC N/A 31397W5J0 1115520.87000000 PA USD 188494.02000000 0.024670887945 Long ABS-MBS USGSE US N 2 2038-06-15 Floating 4.17250000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RHS4 1155000.00000000 PA USD 1218241.91000000 0.159448610902 Long DBT CORP US N 2 2025-07-15 Fixed 3.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RJ75 604.64000000 PA USD 623.76000000 0.000081640325 Long ABS-MBS USGSE US N 2 2022-12-01 Fixed 6.50000000 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713BG0 365000.00000000 PA USD 389583.05000000 0.050990263628 Long DBT CORP US N 2 2025-06-12 Fixed 4.45000000 N N N N N N Citigroup Mortgage Loan Trust 549300R1KUK063S4I339 17307GDP0 27538.06000000 PA USD 27112.97000000 0.003548659234 Long ABS-MBS CORP US N 2 2034-02-25 Variable 4.17943600 N N N N N N JPMBB Commercial Mortgage Secu N/A 46642NBF2 40183655.22000000 PA USD 1380035.31000000 0.180624809711 Long ABS-MBS CORP US N 2 2047-09-15 Variable 1.00472300 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406HCX5 365000.00000000 PA USD 382585.99000000 0.050074459067 Long DBT CORP US N 2 2024-09-11 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L9C26 31964.59000000 PA USD 33080.40000000 0.004329701502 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 2.64000000 N N N N N N Structured Asset Mortgage Inve N/A 86359LGS2 715016.50000000 PA USD 712507.72000000 0.093255998893 Long ABS-MBS CORP US N 2 2035-04-19 Floating 2.53700000 N N N N N N ELANCO ANIMAL HEALTH INC 549300SHPNDCE059M934 28414HAF0 1000000.00000000 PA USD 1024416.51000000 0.134079929580 Long DBT CORP US N 2 2021-08-27 Fixed 3.91200000 N N N N N N MATADOR RESOURCES CO 549300CI3Q2UUK5R4G79 576485AE6 225000.00000000 PA USD 226125.00000000 0.029596188445 Long DBT CORP US N 2 2026-09-15 Fixed 5.87500000 N N N N N N Morgan Stanley BAML Trust N/A 61764XBK0 36730982.50000000 PA USD 1395185.97000000 0.182607791639 Long ABS-MBS CORP US N 2 2048-03-15 Variable 1.03986600 N N N N N N 321 Henderson Receivables LLC 549300LO0ZO1XMWP1R84 46618AAA2 844249.54000000 PA USD 904279.95000000 0.118355952714 Long ABS-O CORP US N 2 2073-01-17 Fixed 3.61000000 N N N N N N Churchill Downs Incorporated 529900FODTBQC8MIS994 17148PAD3 54309.04600000 PA USD 54580.59000000 0.007143736548 Long LON CORP US N 2 2024-12-27 Floating 4.05000000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46644RBB0 39232207.21000000 PA USD 983610.28000000 0.128739039043 Long ABS-MBS CORP US N 2 2048-05-15 Variable 0.90300900 N N N N N N SPRINT SPECTRUM / SPEC I N/A 85208NAD2 780000.00000000 PA USD 831097.80000000 0.108777565971 Long DBT CORP US N 2 2025-03-20 Fixed 4.73800000 N N N N N N First Franklin Mtg Loan Asset N/A 32027NXD8 3439037.35000000 PA USD 3431877.53000000 0.449178525590 Long ABS-MBS CORP US N 2 2035-12-25 Floating 2.49838000 N N N N N N KCP&L GREATER MISSOURI EZIFUDC0VSUS6T6LCG85 918005AT6 1995000.00000000 PA USD 2204251.56000000 0.288501689555 Long DBT CORP US N 2 2021-11-15 Fixed 8.27000000 N N N N N N Treman Park CLO Ltd 549300E4DX3Q8L455K94 89473LAH7 50000.00000000 PA USD 50059.99000000 0.006552061459 Long ABS-CBDO CORP KY N 2 2028-10-20 Floating 3.34763000 N N N N N N CHURCHILL DOWNS INC 529900FODTBQC8MIS994 171484AG3 446000.00000000 PA USD 472693.10000000 0.061868055564 Long DBT CORP US N 2 2027-04-01 Fixed 5.50000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NBR1 45000.00000000 PA USD 46142.04000000 0.006039263730 Long DBT CORP US N 2 2023-03-01 Fixed 2.75000000 N N N N N N Merrill Lynch First Franklin M N/A 59024VAH2 859976.01000000 PA USD 709555.46000000 0.092869594722 Long ABS-MBS CORP US N 2 2037-06-25 Floating 2.26838000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBH7 770000.00000000 PA USD 754882.62000000 0.098802203540 Long DBT CORP US N 2 2029-09-06 Fixed 3.46200000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29278NAN3 71000.00000000 PA USD 80445.91000000 0.010529098118 Long DBT CORP US N 2 2027-06-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HRWX7 3532768.56000000 PA USD 4012220.22000000 0.525136211013 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 3.99000000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 36962GT95 1090000.00000000 PA USD 1238140.27000000 0.162052991720 Long DBT CORP US N 2 2026-01-05 Fixed 5.55000000 N N N N N N COMM Mortgage Trust N/A 12593PAX0 17026090.84000000 PA USD 706238.84000000 0.092435501585 Long ABS-MBS CORP US N 2 2048-08-10 Variable 1.04484300 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAS5 40000.00000000 PA USD 40911.48000000 0.005354666099 Long DBT CORP US N 2 2022-06-18 Floating 3.51400000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GVU5 50000.00000000 PA USD 50303.83000000 0.006583976261 Long DBT CORP US N 2 2021-04-25 Fixed 2.62500000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RGL0 50000.00000000 PA USD 54096.91000000 0.007080430481 Long DBT CORP US N 2 2028-02-15 Fixed 4.10000000 N N N N N N Freddie Mac N/A 31297NTT3 37388.53000000 PA USD 42148.79000000 0.005516610421 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N Nelnet Student Loan Trust N/A 64033MAB4 1370000.00000000 PA USD 1344529.99000000 0.175977724508 Long ABS-O CORP US N 2 2048-11-25 Floating 2.96838000 N N N N N N BROADCOM CRP / CAYMN FI N/A 11134LAB5 1785000.00000000 PA USD 1785100.85000000 0.233641486569 Long DBT CORP US N 2 2020-01-15 Fixed 2.37500000 N N N N N N DURRAH MSN 35603 N/A 266893AA4 3085940.11752000 PA USD 3066170.04000000 0.401313195397 Long DBT CORP KY N 2 2025-01-22 Fixed 1.68400000 N N N N N N COMM Mortgage Trust 549300NGGFIEJ2ER3D22 12625KAF2 43538888.17000000 PA USD 557482.81000000 0.072965688445 Long ABS-MBS CORP US N 2 2046-06-10 Variable 0.54574400 N N N N N N Credit-Based Asset Servicing a N/A 12489WGJ7 739732.94000000 PA USD 753903.93000000 0.098674108488 Long ABS-MBS CORP US N 2 2032-12-25 Variable 3.37900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AVV7 29828.91000000 PA USD 30762.42000000 0.004026314557 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 3.00000000 N N N N N N SPRINT SPECTRUM / SPEC I N/A 85208NAE0 785000.00000000 PA USD 853687.50000000 0.111734200656 Long DBT CORP US N 2 2028-03-20 Fixed 5.15200000 N N N N N N SLM Student Loan Trust N/A 78447KAC6 713908.45000000 PA USD 697273.67000000 0.091262102533 Long ABS-O CORP US N 2 2026-05-26 Floating 2.66838000 N N N N N N SPRINT CORP 549300ZTTY7CXOLJ6539 85207UAF2 211000.00000000 PA USD 232100.00000000 0.030378221506 Long DBT CORP US N 2 2023-09-15 Fixed 7.87500000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175AY0 1500000.00000000 PA USD 1644510.00000000 0.215240366435 Long DBT CORP US N 2 2025-07-23 Fixed 4.90800000 N N N N N N Morgan Stanley Capital Inc N/A 61744CYA8 631605.76000000 PA USD 630784.48000000 0.082559718467 Long ABS-MBS CORP US N 2 2035-12-25 Floating 2.31838000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828Y87 25271000.00000000 PA USD 25502963.77000000 3.337934866343 Long DBT UST US N 1 2024-07-31 Fixed 1.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179S5P8 49256.75000000 PA USD 52864.71000000 0.006919154977 Long ABS-MBS USGA US N 2 2047-05-20 Fixed 5.00000000 N N N N N N Freddie Mac N/A 3128MFWR5 2691313.11000000 PA USD 2811201.15000000 0.367941797648 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 3.50000000 N N N N N N CRANE CO 549300X1RO9ID7AUCA83 224399AR6 1130000.00000000 PA USD 1197771.75000000 0.156769390503 Long DBT CORP US N 2 2023-12-15 Fixed 4.45000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AJ8 685000.00000000 PA USD 756740.74000000 0.099045402079 Long DBT CORP US N 2 2025-06-01 Fixed 5.25000000 N N N N N N Change Healthcare Holdings LLC N/A 15911AAC7 202847.20610000 PA USD 202175.78000000 0.026461614080 Long LON CORP US N 2 2024-03-01 Floating 4.54350000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 929227ZC3 5451.52000000 PA USD 5710.82000000 0.000747456074 Long ABS-MBS CORP US N 2 2033-01-25 Variable 4.73336400 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAC9 1065000.00000000 PA USD 1070682.84000000 0.140135460908 Long DBT CORP GB N 2 2020-10-16 Fixed 2.87500000 N N N N N N SLM Student Loan Trust 549300OORAXMFXOHG132 78444GAD6 185000.00000000 PA USD 178365.97000000 0.023345286281 Long ABS-O CORP US N 2 2083-04-26 Floating 3.47550000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAY9 600000.00000000 PA USD 663642.64000000 0.086860332266 Long DBT CORP US N 2 2025-08-15 Fixed 5.50000000 N N N N N N NEW YORK ST DORM AUTH ST PERSO 549300C8XO7EXTX2XU71 649902T29 70000.00000000 PA USD 83939.80000000 0.010986393096 Long DBT MUN US N 2 2030-03-15 Fixed 5.50000000 N N N N N N HEALTHCARE REALTY TRUST 549300CB86LH2IOKHH22 421946AJ3 1400000.00000000 PA USD 1463847.91000000 0.191594554338 Long DBT CORP US N 2 2025-05-01 Fixed 3.87500000 N N N N N N Indymac Manufactured Housing C N/A 22540ABD9 26875.37000000 PA USD 27193.26000000 0.003559167926 Long ABS-O CORP US N 2 2028-02-25 Fixed 6.75000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XBV7 50000.00000000 PA USD 50071.09000000 0.006553514274 Long DBT CORP US N 2 2020-04-13 Fixed 2.65000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAQ2 1777000.00000000 PA USD 1849673.17000000 0.242092982649 Long DBT CORP US N 2 2025-05-14 Fixed 3.60000000 N N N N N N AMERICAN CAMPUS CMNTYS RDKVCX5HITZ2GPIR7153 024836AC2 2340000.00000000 PA USD 2364207.30000000 0.309437367715 Long DBT CORP US N 2 2020-10-01 Fixed 3.35000000 N N N N N N FHLMC Multifamily Structured P N/A 3137BQYU5 9400000.00000000 PA USD 661290.00000000 0.086552408875 Long ABS-MBS USGSE US N 2 2026-05-25 Variable 1.28638700 N N N N N N SOUTHWESTERN ELEC POWER R64UBJHEC74EB3HGQ410 845437BM3 955000.00000000 PA USD 981072.89000000 0.128406934797 Long DBT CORP US N 2 2022-02-15 Fixed 3.55000000 N N N N N N IndyMac INDX Mortgage Loan Tru N/A 45660NT96 12134.75000000 PA USD 10923.57000000 0.001429722658 Long ABS-MBS CORP US N 2 2034-09-25 Floating 2.87838000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RHR6 800000.00000000 PA USD 836126.40000000 0.109435730231 Long DBT CORP US N 2 2024-06-01 Fixed 3.55000000 N N N N N N TUCSON ELECTRIC POWER CO YLF139GXSRKPBBTNZL03 898813AL4 595000.00000000 PA USD 616467.90000000 0.080685904428 Long DBT CORP US N 2 2023-03-15 Fixed 3.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371KCK5 1531.43000000 PA USD 1677.08000000 0.000219503264 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 7.00000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 9128286N5 6826083.00000000 PA USD 6911249.17000000 0.904573279505 Long DBT UST US N 2 2024-04-15 Fixed 0.50000000 N N N N N N UNITED TECHNOLOGIES CORP I07WOS4YJ0N7YRFE7309 913017DA4 635000.00000000 PA USD 649345.60000000 0.084989075704 Long DBT CORP US N 2 2021-08-16 Fixed 3.35000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397YS6 1095000.00000000 PA USD 1083759.83000000 0.141847032208 Long DBT CORP US N 2 2020-11-02 Fixed 2.34300000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BD3 860000.00000000 PA USD 909014.82000000 0.118975672359 Long DBT CORP US N 2 2024-10-01 Fixed 3.85000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWQ3 2990000.00000000 PA USD 3086717.98000000 0.404002595970 Long DBT CORP US N 2 2025-09-29 Floating 3.27200000 N N N N N N FHLMC Multifamily Structured P N/A 3137BHXK8 35252660.87000000 PA USD 730269.45000000 0.095580728615 Long ABS-MBS USGSE US N 2 2025-01-25 Variable 0.57216400 N N N N N N Citigroup Commercial Mortgage N/A 17323CAG2 14445857.05900000 PA USD 812351.22000000 0.106323934951 Long ABS-MBS CORP US N 2 2048-02-10 Variable 1.51591600 N N N N N N Conseco Financial Corp N/A 393505F49 107892.74000000 PA USD 110625.97000000 0.014479190956 Long ABS-O CORP US N 2 2030-04-01 Fixed 6.18000000 N N N N N N PUBLIC SERVICE CO OF NEW OFZN1UT56PNG1CGSR346 744542AC5 1405000.00000000 PA USD 1466323.33000000 0.191918547690 Long DBT CORP US N 2 2025-08-01 Fixed 3.85000000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807BM3 2510000.00000000 PA USD 2589135.25000000 0.338876881236 Long DBT CORP US N 2 2025-01-15 Fixed 2.93000000 N N N N N N Dreyfus Government Cash Management 549300F7IDB6WRO7VJ11 262006208 34155000.00000000 NS USD 34155000.00000000 4.470349657715 Long STIV RF US N 1 N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAA9 130000.00000000 PA USD 131285.28000000 0.017183168101 Long DBT CORP US N 2 2021-04-15 Fixed 3.12500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YJ3 36580000.00000000 PA USD 36496946.94000000 4.776873496146 Long DBT UST US N 1 2021-09-30 Fixed 1.50000000 N N N N N N HCP INC PZ9HF5U52KPF0MH0QN75 40414LAP4 713000.00000000 PA USD 748792.96000000 0.098005163297 Long DBT CORP US N 2 2022-12-01 Fixed 4.00000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAL7 2600000.00000000 PA USD 2804770.80000000 0.367100166469 Long DBT CORP US N 2 2028-12-15 Fixed 4.37500000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AP4 2800000.00000000 PA USD 2810673.60000000 0.367872749691 Long DBT CORP GB N 2 2023-11-07 Floating 2.90700000 N N N N N N CC HOLDINGS GS V LLC/CRO N/A 14987BAE3 230000.00000000 PA USD 241868.35000000 0.031656744126 Long DBT CORP US N 2 2023-04-15 Fixed 3.84900000 N N N N N N Structured Asset Mortgage Inve N/A 86360KAX6 2134906.05000000 PA USD 1447543.59000000 0.189460576550 Long ABS-MBS CORP US N 2 2036-05-25 Variable 3.80766900 N N N N N N CAMPBELL SOUP CO 5493007JDSMX8Z5Z1902 134429BD0 30000.00000000 PA USD 30420.33000000 0.003981540383 Long DBT CORP US N 2 2021-03-15 Fixed 3.30000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBM3 119000.00000000 PA USD 130313.33000000 0.017055955208 Long DBT CORP US N 2 2029-01-15 Fixed 6.87500000 N N N N N N LCM Ltd Partnership 549300VQTTD2PAP2Y421 50188WAE8 1700000.00000000 PA USD 1700917.66000000 0.222623237569 Long ABS-CBDO CORP KY N 2 2027-10-20 Floating 3.31763000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402QYC9 1155.97000000 PA USD 1344.47000000 0.000175969872 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 7.00000000 N N N N N N Navient Student Loan Trust N/A 63938JAA1 1861444.03000000 PA USD 1835617.98000000 0.240253380430 Long ABS-O CORP US N 2 2083-03-25 Floating 2.63838000 N N N N N N DUQUESNE LIGHT HOLDINGS 4CUJ1D8WDXK9X7QI6B93 266233AD7 395000.00000000 PA USD 420120.19000000 0.054987092594 Long DBT CORP US N 2 2021-12-01 Fixed 5.90000000 N N N N N N Freddie Mac N/A 3128ME6W6 2359495.45000000 PA USD 2393371.15000000 0.313254454726 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31389NRU1 4013.47000000 PA USD 4561.40000000 0.000597015164 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 7.00000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AJ5 1081000.00000000 PA USD 1203762.63000000 0.157553502005 Long DBT CORP US N 2 2024-05-15 Fixed 5.75000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AQ3 730000.00000000 PA USD 849119.30000000 0.111136295479 Long DBT CORP US N 2 2029-01-23 Fixed 4.75000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAH8 750000.00000000 PA USD 780089.12000000 0.102101335985 Long DBT CORP IE N 2 2021-12-16 Fixed 4.45000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397YM9 850000.00000000 PA USD 847982.13000000 0.110987457900 Long DBT CORP US N 2 2020-06-12 Fixed 2.42500000 N N N N N N Structured Receivables Finance N/A 86365FAC8 527872.88000000 PA USD 625487.54000000 0.081866432743 Long ABS-O CORP US N 2 2046-01-16 Fixed 7.61400000 N N N N N N RUBY PIPELINE LLC 549300VXRTBPBK07QT94 781172AB7 768181.81785200 PA USD 798909.09000000 0.104564572596 Long DBT CORP US N 2 2022-04-01 Fixed 6.00000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XAU8 1170000.00000000 PA USD 1169488.16000000 0.153067515612 Long DBT CORP US N 2 2020-01-15 Fixed 2.12500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGA2 3040000.00000000 PA USD 3174002.74000000 0.415426791460 Long DBT CORP US N 2 2024-09-09 Fixed 3.30000000 N N N N N N Barings CLO Ltd N/A 06760EAA4 1315000.00000000 PA USD 1315151.36000000 0.172132526190 Long ABS-CBDO CORP KY N 2 2028-01-20 Floating 3.07763000 N N N N N N IHS MARKIT LTD 549300HLPTRASHS0E726 44962LAG2 1245000.00000000 PA USD 1311669.75000000 0.171676838470 Long DBT CORP GB N 2 2023-08-01 Fixed 4.12500000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCP5 2010000.00000000 PA USD 2044170.00000000 0.267549543545 Long DBT CORP MX N 2 2029-01-23 Fixed 6.50000000 N N N N N N BAYLOR SCOTT & WHITE HOL 549300JQDKSBWYRGGV95 072863AE3 1530000.00000000 PA USD 1515462.48000000 0.198350085748 Long DBT CORP US N 2 2026-11-15 Fixed 2.65000000 N N N N N N SLM Student Loan Trust 549300SRMXHPGI3BJ386 78444YAE5 2235000.00000000 PA USD 2256240.10000000 0.295306167728 Long ABS-O CORP US N 2 2073-07-25 Floating 4.12550000 N N N N N N BERRY PREFERRED STOCK N/A 000000000 8014.00000000 NS USD 36063.00000000 0.004720076700 Long EC CORP US N 3 N N N Freddie Mac N/A 31297CWX4 123888.77000000 PA USD 138393.69000000 0.018113546617 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371KLM1 1852.53000000 PA USD 1924.42000000 0.000251876161 Long ABS-MBS USGSE US N 2 2022-03-01 Fixed 6.50000000 N N N N N N Wells Fargo Commercial Mortgag 549300DT2BKPLXAJ4C66 94989CBA8 37615691.67000000 PA USD 1911584.31000000 0.250196172329 Long ABS-MBS CORP US N 2 2048-02-15 Variable 1.35645400 N N N N N N BAYVIEW COMMERCIAL ASSET TRUST N/A 07324SAX0 381448.80000000 PA USD 379942.46000000 0.049728462773 Long ABS-MBS CORP US N 2 2035-01-25 Floating 2.57338000 N N N N N N EUREX CLEARING AG 529900LN3S50JPU47S06 000000000 -98.00000000 NC 106680.74000000 0.013962822706 N/A DIR CORP DE N 1 EUREX CLEARING AG 529900LN3S50JPU47S06 Short BUNDESREPUB. DEUTSCHLAND Bundesrepublik Deutschland Bundesanleihe 2019-12-06 -14718872.39000000 USD 106680.74000000 N N N Brazos Higher Education Author N/A 10620NCG1 30511.83000000 PA USD 30484.45000000 0.003989932678 Long ABS-MBS CORP US N 2 2030-02-25 Floating 2.93225000 N N N N N N ALCON FINANCE CORP 549300CUZUI9VU7XNK42 01400EAA1 2000000.00000000 PA USD 2019551.82000000 0.264327412890 Long DBT CORP US N 2 2026-09-23 Fixed 2.75000000 N N N N N N Brazos Higher Education Author N/A 10620NCE6 650000.00000000 PA USD 656530.88000000 0.085929515288 Long ABS-MBS CORP US N 2 2035-02-25 Floating 3.33225000 N N N N N N FHLMC Multifamily Structured P N/A 3137BS6G3 25000000.00000000 PA USD 883880.00000000 0.115685921694 Long ABS-MBS USGSE US N 2 2025-09-25 Variable 0.77767300 N N N N N N Mid-State Trust 5493001662PV30WKJE68 59560UAD3 403194.87000000 PA USD 459393.78000000 0.060127384780 Long ABS-O CORP US N 2 2037-08-15 Fixed 8.90000000 N N N N N N CELGENE CORP 4SIHMF0MOSTTL8CD0X64 151020AY0 500000.00000000 PA USD 530189.41000000 0.069393413775 Long DBT CORP US N 2 2027-11-15 Fixed 3.45000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAU0 1480000.00000000 PA USD 1495083.42000000 0.195682788899 Long DBT CORP US N 2 2030-04-01 Fixed 3.75000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YG9 810000.00000000 PA USD 810268.94000000 0.106051397411 Long DBT UST US N 1 2026-09-30 Fixed 1.62500000 N N N N N N SAFINA LTD N/A 78657AAB5 5237049.78536500 PA USD 5242548.69000000 0.686166761583 Long DBT CORP KY N 2 2023-12-30 Fixed 2.00000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CAS4 30000.00000000 PA USD 30218.44000000 0.003955116173 Long DBT CORP US N 2 2026-09-01 Fixed 2.65000000 N N N N N N SLC Student Loan Trust 25490083RPF52FIUZ551 784423AH8 156405.85000000 PA USD 142730.49000000 0.018681165191 Long ABS-O CORP US N 2 2031-08-15 Floating 2.44813000 N N N N N N VIACOM INC X0ST5BPF0CZG9FE5OV61 92553PAT9 1000000.00000000 PA USD 1068021.15000000 0.139787087756 Long DBT CORP US N 2 2023-09-01 Fixed 4.25000000 N N N N N N FHLMC Multifamily Structured P N/A 3137B8G68 13274876.00000000 PA USD 1144267.10000000 0.149766477494 Long ABS-MBS USGSE US N 2 2042-01-25 Variable 2.28117400 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162BN9 50000.00000000 PA USD 51742.80000000 0.006772314690 Long DBT CORP US N 2 2022-05-15 Fixed 3.62500000 N N N N N N FHLMC Multifamily Structured P N/A 3137B5KY8 18000000.00000000 PA USD 1179180.00000000 0.154336024282 Long ABS-MBS USGSE US N 2 2041-12-25 Variable 1.85183900 N N N N N N FANNIE MAE N/A 3136B2TU6 211720.33000000 PA USD 218035.03000000 0.028537339239 Long ABS-MBS USGSE US N 2 2047-01-25 Fixed 3.50000000 N N N N N N Educational Funding of the Sou N/A 28148WAB9 299125.44000000 PA USD 298083.33000000 0.039014396493 Long ABS-MBS CORP US N 2 2035-04-25 Floating 2.92550000 N N N N N N MASTR Adjustable Rate Mortgage N/A 576433MW3 1819.02000000 PA USD 1777.32000000 0.000232623096 Long ABS-MBS CORP US N 2 2034-06-25 Variable 3.62501900 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BF8 885000.00000000 PA USD 940095.77000000 0.123043677459 Long DBT CORP US N 2 2027-03-15 Fixed 3.95000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBB0 820000.00000000 PA USD 826560.82000000 0.108183746999 Long DBT CORP US N 2 2027-08-15 Fixed 3.55700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LAW2 150440.91000000 PA USD 169184.38000000 0.022143561271 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.50000000 N N N N N N Structured Adjustable Rate Mor N/A 863579DE5 1061423.94000000 PA USD 1029651.91000000 0.134765160691 Long ABS-MBS CORP US N 2 2034-10-25 Variable 4.29223600 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GVP6 1275000.00000000 PA USD 1282047.96000000 0.167799814351 Long DBT CORP US N 2 2020-09-15 Fixed 2.75000000 N N N N N N FANNIE MAE N/A 3136B1Q80 21399.46000000 PA USD 21909.96000000 0.002867667462 Long ABS-MBS USGSE US N 2 2047-06-25 Fixed 3.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746RW3 640000.00000000 PA USD 656647.04000000 0.085944718796 Long DBT CORP US N 2 2026-04-22 Fixed 3.00000000 N N N N N N SLM Student Loan Trust 549300JQFJDGC1WO7674 78445CAE2 185000.00000000 PA USD 184257.15000000 0.024116348629 Long ABS-O CORP US N 2 2083-07-26 Floating 4.12550000 N N N N N N Delos Finance Sarl 549300HX549YWOJQT076 000000000 1733446.64000000 PA USD 1741030.47000000 0.227873370389 Long LON CORP LU N 2 2023-10-06 Floating 3.85438000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179T7L3 2045699.85000000 PA USD 2151423.46000000 0.281587326248 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L8E75 2309276.68000000 PA USD 2527743.05000000 0.330841612600 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 3.38000000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 36962G7M0 850000.00000000 PA USD 849041.53000000 0.111126116616 Long DBT CORP US N 2 2020-01-09 Fixed 2.20000000 N N N N N N CALIFORNIA ST N/A 13063BFV9 2800000.00000000 PA USD 2866836.00000000 0.375223520167 Long DBT MUN US N 2 2036-03-01 Fixed 7.95000000 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 822582BD3 40000.00000000 PA USD 42352.62000000 0.005543288546 Long DBT CORP NL N 2 2025-05-11 Fixed 3.25000000 N N N N N N JP Morgan Chase Commercial Mor N/A 46651EAA2 740000.00000000 PA USD 798798.18000000 0.104550056230 Long ABS-MBS CORP US N 2 2039-06-05 Fixed 3.39730000 N N N N N N CONTL AIRLINES 2009-2 N/A 21079UAA3 1682288.80040600 PA USD 1690331.15000000 0.221237630737 Long DBT CORP US N 2 2019-11-10 Fixed 7.25000000 N N N N N N HSI Asset Securitization Corpo N/A 40430HCZ9 190966.44000000 PA USD 190495.40000000 0.024932836954 Long ABS-MBS CORP US N 2 2035-12-25 Floating 2.23838000 N N N N N N FHLMC Multifamily Structured P N/A 3137A8PR3 18028221.51000000 PA USD 499342.07000000 0.065355984532 Long ABS-MBS USGSE US N 2 2041-01-25 Variable 2.32900800 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAM8 50000.00000000 PA USD 52893.90000000 0.006922975487 Long DBT CORP US N 2 2029-01-23 Floating 3.50900000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAQ8 293000.00000000 PA USD 304720.00000000 0.039883031699 Long DBT CORP US N 2 2024-04-15 Fixed 6.00000000 N N N N N N ALLERGAN SALES LLC 254900TUPGX2F5Y3AU71 345838AA4 500000.00000000 PA USD 525466.25000000 0.068775226784 Long DBT CORP US N 2 2021-12-15 Fixed 5.00000000 N N N N N N Homebanc Mortgage Trust N/A 43739EBS5 59799.26000000 PA USD 60658.65000000 0.007939258535 Long ABS-MBS CORP US N 2 2035-10-25 Floating 2.28838000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DG2 1450000.00000000 PA USD 1459647.37000000 0.191044770044 Long DBT CORP US N 2 2029-08-15 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q83V5 2756281.80000000 PA USD 2917717.50000000 0.381883104302 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.50000000 N N N N N N SLM Student Loan Trust 549300JQFJDGC1WO7674 78445CAD4 2264102.68000000 PA USD 2257724.02000000 0.295500389401 Long ABS-O CORP US N 2 2023-07-25 Floating 3.37550000 N N N N N N SLM Student Loan Trust 549300EQOYJZL2D96G46 78445AAE6 185000.00000000 PA USD 184256.76000000 0.024116297584 Long ABS-O CORP US N 2 2073-04-25 Floating 4.12550000 N N N N N N Indymac Manufactured Housing C N/A 22540AFG8 105335.19000000 PA USD 108313.27000000 0.014176495080 Long ABS-O CORP US N 2 2028-09-25 Fixed 6.49000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138NJBH0 43126.98000000 PA USD 46155.16000000 0.006040980931 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 3.20100000 N N N N N N STUDENT LOAN CONSOLIDATION CEN 5493008KMDJ3GC7JUA63 86386MAX2 600000.00000000 PA USD 559128.60000000 0.073181096343 Long ABS-O CORP US N 2 2042-07-01 Floating 0.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UXH0 304255.08000000 PA USD 307927.73000000 0.040302872856 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RQN2 71304.16000000 PA USD 78962.23000000 0.010334907856 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 6.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GGR4 440000.00000000 PA USD 463637.46000000 0.060682815418 Long DBT CORP US N 2 2028-07-21 Floating 3.59300000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GGT0 1650000.00000000 PA USD 1698795.95000000 0.222345539265 Long DBT CORP US N 2 2025-10-01 Floating 3.09300000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCJ3 1000000.00000000 PA USD 1014856.26000000 0.132828643961 Long DBT CORP US N 2 2021-04-09 Fixed 3.55000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128286Z8 10225000.00000000 PA USD 10312444.51000000 1.349735991377 Long DBT UST US N 1 2024-06-30 Fixed 1.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q83U7 39530.52000000 PA USD 41845.83000000 0.005476957746 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.50000000 N N N N N N SEALED AIR CORP Q0M0CZB4YN6JZ65WXI09 81211KAX8 600000.00000000 PA USD 648000.00000000 0.084812957932 Long DBT CORP US N 2 2025-09-15 Fixed 5.50000000 N N N N N N Sprint Communications, Inc. 549300JKU50UT08ZWD77 85208EAB6 54303.79800000 PA USD 53998.34000000 0.007067529226 Long LON CORP US N 2 2024-02-02 Floating 4.56250000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBH2 500000.00000000 PA USD 526637.75000000 0.068928557618 Long DBT CORP GB N 2 2024-01-16 Fixed 3.75000000 N N N N N N FREDDIE MAC N/A 31393VW64 494.84000000 PA USD 1.95000000 0.000000255224 Long ABS-MBS USGSE US N 2 2023-06-15 Fixed 5.00000000 N N N N N N GS Mortgage Securities Trust N/A 36252TAT2 16783878.20000000 PA USD 1300583.56000000 0.170225831423 Long ABS-MBS CORP US N 2 2049-05-10 Variable 1.80461500 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 36962GX74 1115000.00000000 PA USD 812575.21000000 0.106353251702 Long DBT CORP US N 2 2036-08-15 Floating 2.63813000 N N N N N N Structured Asset Mortgage Inve N/A 86359LRY7 563948.32000000 PA USD 561993.73000000 0.073556096575 Long ABS-MBS CORP US N 2 2036-02-25 Floating 3.73224400 N N N N N N JP Morgan Mortgage Acquisition N/A 46629TAG5 450000.00000000 PA USD 444789.72000000 0.058215944153 Long ABS-MBS CORP US N 2 2036-07-25 Floating 2.30838000 N N N N N N FHLMC Multifamily Structured P N/A 3137AYCG4 15975000.00000000 PA USD 823639.05000000 0.107801333487 Long ABS-MBS USGSE US N 2 2040-11-25 Variable 1.81145700 N N N N N N Navient Student Loan Trust N/A 63938GAA7 69944.30000000 PA USD 69048.45000000 0.009037350748 Long ABS-O CORP US N 2 2083-03-25 Floating 2.65838000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 36962G4Y7 1080000.00000000 PA USD 1107367.42000000 0.144936892606 Long DBT CORP US N 2 2021-01-07 Fixed 4.62500000 N N N N N N Recette CLO LLC 549300392I5L5XOJ0016 75620TAR9 1875000.00000000 PA USD 1874951.81000000 0.245401557079 Long ABS-CBDO CORP KY N 2 2027-10-20 Floating 3.19763000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AC1 294000.00000000 PA USD 318499.02000000 0.041686487631 Long DBT CORP US N 2 2027-08-15 Fixed 5.75000000 N N N N N N JP Morgan Mortgage Trust N/A 46630UAM6 206281.54000000 PA USD 204455.95000000 0.026760052293 Long ABS-MBS CORP US N 2 2037-05-25 Variable 4.16434300 N N N N N N Fannie Mae or Freddie Mac N/A 01F0306B9 24950000.00000000 PA USD 25312554.69000000 3.313013327312 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.00000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 64072UAH5 358200.00000000 PA USD 358558.20000000 0.046929601131 Long LON CORP US N 2 2026-01-15 Floating 4.27750000 N N N N N N T-MOBILE USA INC N/A 000000000 259000.00000000 NS USD 0.00000000 0.000000 Long EC CORP US Y 3 N N N HOLOGIC INC 549300DYP6F5ZJL0LB74 436440AM3 60000.00000000 PA USD 62025.00000000 0.008118092153 Long DBT CORP US N 2 2028-02-01 Fixed 4.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HR5E9 105000.00000000 PA USD 119947.45000000 0.015699225356 Long ABS-MBS USGSE US N 2 2029-02-01 Fixed 3.87000000 N N N N N N SLM Student Loan Trust 549300MTK92VF84VT259 78445JAB3 1885000.00000000 PA USD 1902965.94000000 0.249068163915 Long ABS-O CORP US N 2 2083-10-25 Floating 4.52550000 N N N N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 42217KBA3 640000.00000000 PA USD 670442.91000000 0.087750380126 Long DBT CORP US N 2 2023-03-15 Fixed 3.75000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CU2 50000.00000000 PA USD 50157.32000000 0.006564800418 Long DBT CORP US N 2 2026-06-01 Fixed 2.87500000 N N N N N N ENCOMPASS HEALTH CORP 549300FVRPM9DRQZRG64 29261AAB6 328000.00000000 PA USD 332231.20000000 0.043483812946 Long DBT CORP US N 2 2030-02-01 Fixed 4.75000000 N N N N N N AMCOR FINANCE USA INC 549300ZMT7FVT8R77U18 02343UAC9 1950000.00000000 PA USD 2027638.28000000 0.265385802692 Long DBT CORP US N 2 2026-04-28 Fixed 3.62500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YC8 45683000.00000000 PA USD 45555407.38000000 5.962482792805 Long DBT UST US N 1 2021-08-31 Fixed 1.50000000 N N N N N N Banc of America Funding Corpor N/A 05946XCR2 6390.15000000 PA USD 6861.66000000 0.000898082840 Long ABS-MBS CORP US N 2 2032-06-25 Fixed 6.50000000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 36962GXZ2 1700000.00000000 PA USD 2139397.69000000 0.280013343030 Long DBT CORP US N 2 2032-03-15 Fixed 6.75000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F0304A3 165000.00000000 PA USD 168660.94000000 0.022075051248 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 3.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAY2 1820000.00000000 PA USD 1941653.30000000 0.254131727859 Long DBT CORP US N 2 2024-12-05 Floating 4.02300000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDA5 525000.00000000 PA USD 543165.00000000 0.071091713419 Long DBT CORP US N 2 2027-11-01 Fixed 5.12500000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AH2 1373000.00000000 PA USD 1513540.28000000 0.198098500150 Long DBT CORP US N 2 2026-04-15 Fixed 5.37500000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397XQ1 2500000.00000000 PA USD 2506093.75000000 0.328008061411 Long DBT CORP US N 2 2021-01-15 Fixed 3.20000000 N N N N N N SES SA 5493008JPA4HYMH1HX51 78413HAA7 1500000.00000000 PA USD 1524448.86000000 0.199526260855 Long DBT CORP LU N 2 2023-04-04 Fixed 3.60000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBC3 152000.00000000 PA USD 152380.00000000 0.019944133533 Long DBT CORP US N 2 2026-03-15 Fixed 8.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31388JKV6 399.59000000 PA USD 401.85000000 0.000052595813 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 7.00000000 N N N N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD 594551.93000000 0.077817450351 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Y 2022-04-11 0.00000000 USD 0.00000000 USD 38445000.00000000 USD 594551.93000000 N N N MET TRANSPRTN AUTH NY REVENUE 5493000TKYODLXADQD60 59259YCA5 25000.00000000 PA USD 32505.00000000 0.004254390737 Long DBT MUN US N 2 2031-11-15 Fixed 6.54800000 N N N N N N Residential Asset Mortgage Pro N/A 760985E72 30920.07000000 PA USD 34410.79000000 0.004503828525 Long ABS-MBS CORP US N 2 2031-04-25 Fixed 8.00000000 N N N N N N NORTHSTAR EDUCATION FINANCE, I 25490059JOHYRUHEXW19 66704JBU1 74867.52000000 PA USD 74500.13000000 0.009750889493 Long ABS-MBS CORP US N 2 2046-01-29 Variable 3.00600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LNVE8 60000.00000000 PA USD 67722.10000000 0.008863752497 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 3.71500000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63861VAD9 390000.00000000 PA USD 397772.53000000 0.052062137120 Long DBT CORP GB N 2 2023-04-26 Floating 3.62200000 N N N N N N Lamar Media Corp N/A 513076AZ2 197000.00000000 PA USD 198109.11000000 0.025929351253 Long LON CORP US N 2 2025-03-14 Floating 3.81250000 N N N N N N Conseco Financial Corp N/A 393505PN6 182969.47000000 PA USD 193398.49000000 0.025312805550 Long ABS-O CORP US N 2 2026-09-15 Variable 7.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LJEB2 38669.50000000 PA USD 40942.05000000 0.005358667228 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 3.02000000 N N N N N N Freddie Mac N/A 31335HRZ8 197.91000000 PA USD 203.98000000 0.000026697757 Long ABS-MBS USGSE US N 2 2021-12-01 Fixed 6.50000000 N N N N N N FREDDIE MAC N/A 3137APLC2 987697.57000000 PA USD 189579.07000000 0.024812903840 Long ABS-MBS USGSE US N 2 2042-04-15 Floating 4.58250000 N N N N N N FHLMC Multifamily Structured P N/A 3137FJY78 1250000.00000000 PA USD 1451045.13000000 0.189918872792 Long ABS-MBS USGSE US N 2 2033-10-25 Variable 3.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9N25 41093.90000000 PA USD 43359.51000000 0.005675074533 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N IndyMac INDX Mortgage Loan Tru N/A 45669FAA1 834372.56000000 PA USD 716608.13000000 0.093792677753 Long ABS-MBS CORP US N 2 2037-06-25 Variable 3.34286800 N N N N N N US AIRWAYS 2001-1G PASS N/A 90332UAN3 114896.91360000 PA USD 120531.57000000 0.015775677432 Long DBT CORP US N 2 2021-03-20 Fixed 7.07600000 N N N N N N KANSAS CITY POWER & LT 1128SIJQ26096WL7IO82 485134BP4 640000.00000000 PA USD 683644.80000000 0.089478298863 Long DBT CORP US N 2 2025-08-15 Fixed 3.65000000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 92922F4P0 982247.98000000 PA USD 961797.36000000 0.125884072582 Long ABS-MBS CORP US N 2 2045-10-25 Floating 2.79838000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHC6 1871000.00000000 PA USD 1911785.07000000 0.250222448640 Long DBT CORP US N 2 2023-12-20 Floating 3.00400000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F0226B6 1925000.00000000 PA USD 1914883.41000000 0.250627972374 Long ABS-MBS USGSE US N 2 2046-03-25 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385HUQ3 861.87000000 PA USD 961.31000000 0.000125820284 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 7.00000000 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887CB6 1400000.00000000 PA USD 1540767.40000000 0.201662099815 Long DBT CORP US N 2 2025-11-01 Fixed 4.60000000 N N N N N N SIEMENS FINANCIERINGSMAT TAFO772JB70PDRN5VS48 82620KAK9 1275000.00000000 PA USD 1272020.20000000 0.166487339062 Long DBT CORP NL N 2 2023-09-15 Fixed 2.00000000 N N N N N N IHS MARKIT LTD 549300HLPTRASHS0E726 44962LAB3 300000.00000000 PA USD 326250.00000000 0.042700968403 Long DBT CORP GB N 2 2025-02-15 Fixed 4.75000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RCN0 325000.00000000 PA USD 339001.49000000 0.044369936899 Long DBT CORP US N 2 2025-05-15 Fixed 3.40000000 N N N N N N ENTERGY MISSISSIPPI LLC 54930043I78H35DVVW89 29364NAR9 1435000.00000000 PA USD 1474543.58000000 0.192994448488 Long DBT CORP US N 2 2023-07-01 Fixed 3.10000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCK6 365000.00000000 PA USD 349852.50000000 0.045790162600 Long DBT CORP MX N 2 2028-02-12 Fixed 5.35000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAE0 845000.00000000 PA USD 907012.72000000 0.118713629114 Long DBT CORP US N 2 2023-10-02 Fixed 4.87500000 N N N N N N Nomura Resecuritization Trust N/A 65540RAE0 1913065.11000000 PA USD 1908384.99000000 0.249777431908 Long ABS-MBS CORP US N 2 2035-12-26 Floating 2.34525000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FAE8 290000.00000000 PA USD 290124.60000000 0.037972724529 Long DBT CORP US N 2 2020-06-12 Fixed 2.10000000 N N N N N N Ameriquest Mortgage Securities N/A 03072STZ8 271774.18000000 PA USD 272591.62000000 0.035677934567 Long ABS-MBS CORP US N 2 2034-09-25 Floating 2.97838000 N N N N N N AETNA INC 549300QKBENKLBXQ8968 00817YAQ1 1250000.00000000 PA USD 1303250.00000000 0.170574826274 Long DBT CORP US N 2 2024-11-15 Fixed 3.50000000 N N N N N N SL GREEN OPERATING PARTN 2K1OXW4LY7IS2U150Y32 78444FAG1 1000000.00000000 PA USD 1000173.66000000 0.130906923690 Long DBT CORP US N 2 2021-08-16 Floating 3.14838000 N N N N N N AMERICAN AIRLINES 2013-2 N/A 02377UAB0 387355.15545700 PA USD 406554.03000000 0.053211496672 Long DBT CORP US N 2 2023-01-15 Fixed 4.95000000 N N N N N N MGM Growth Properties Operating Partnership LP 549300U6G4UOCMLQK204 55303KAC7 297686.37360000 PA USD 298781.86000000 0.039105823029 Long LON CORP US N 2 2025-03-21 Floating 4.04350000 N N N N N N SPRINT CORP 549300ZTTY7CXOLJ6539 85207UAK1 68000.00000000 PA USD 75225.00000000 0.009845763519 Long DBT CORP US N 2 2026-03-01 Fixed 7.62500000 N N N N N N FANNIE MAE N/A 31396WVQ6 70905.04000000 PA USD 71165.64000000 0.009314457456 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 2.48838000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LDUS0 42664.49000000 PA USD 45709.80000000 0.005982690346 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 3.07000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912828WU0 1145372.40000000 PA USD 1144690.98000000 0.149821956686 Long DBT UST US N 2 2024-07-15 Fixed 0.12500000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AF6 30000.00000000 PA USD 32564.70000000 0.004262204523 Long DBT CORP US N 2 2023-11-01 Fixed 5.37500000 N N N N N N SPECTRA ENERGY PARTNERS 2HKVXE7U4NF5B6UGSU72 84756NAD1 1500000.00000000 PA USD 1636827.75000000 0.214234881333 Long DBT CORP US N 2 2024-03-15 Fixed 4.75000000 N N N N N N RAYMOND JAMES FINANCIAL RGUZHJ05YTITL6D76949 754730AE9 250000.00000000 PA USD 261749.22000000 0.034258835779 Long DBT CORP US N 2 2026-09-15 Fixed 3.62500000 N N N N N N FHLMC Multifamily Structured P N/A 3137BKRK8 145670058.30000000 PA USD 1155301.95000000 0.151210764946 Long ABS-MBS USGSE US N 2 2025-05-25 Variable 0.26144300 N N N N N N AETNA INC 549300QKBENKLBXQ8968 00817YAV0 50000.00000000 PA USD 50676.33000000 0.006632730624 Long DBT CORP US N 2 2023-06-15 Fixed 2.80000000 N N N N N N MASTR Seasoned Securitization N/A 55265WBD4 10386.28000000 PA USD 10778.00000000 0.001410669846 Long ABS-MBS CORP US N 2 2032-10-25 Variable 4.64071700 N N N N N N ROCKIES EXPRESS PIPELINE W2ZGZGZKY5GGNY6F3V51 77340RAR8 1000000.00000000 PA USD 996324.99000000 0.130403193617 Long DBT CORP US N 2 2029-07-15 Fixed 4.95000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TC29 2664145.53000000 PA USD 2862170.45000000 0.374612873414 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 5.00000000 N N N N N N ANALOG DEVICES INC GYVOE5EZ4GDAVTU4CQ61 032654AQ8 30000.00000000 PA USD 30112.30000000 0.003941224125 Long DBT CORP US N 2 2020-03-12 Fixed 2.85000000 N N N N N N Freddie Mac N/A 31283HWH4 254445.22000000 PA USD 309404.73000000 0.040496188811 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 7.50000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAJ4 50000.00000000 PA USD 53591.02000000 0.007014217476 Long DBT CORP GB N 2 2024-11-15 Floating 4.79600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L7GK6 2000000.00000000 PA USD 2151260.54000000 0.281566002595 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 3.32000000 N N N N N N Freddie Mac N/A 3128LXTX8 56419.79000000 PA USD 65475.88000000 0.008569757802 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.50000000 N N N N N N Residential Asset Securities C N/A 76110W6M3 70709.78000000 PA USD 69600.10000000 0.009109553014 Long ABS-MBS CORP US N 2 2035-11-25 Floating 2.35838000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746SH5 1810000.00000000 PA USD 1860500.30000000 0.243510082836 Long DBT CORP US N 2 2026-10-23 Fixed 3.00000000 N N N N N N Wells Fargo Commercial Mortgag N/A 94987MAA9 233236.06000000 PA USD 233591.26000000 0.030573403870 Long ABS-MBS CORP US N 2 2043-11-15 Fixed 3.34900000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746SK8 50000.00000000 PA USD 50940.49000000 0.006667304992 Long DBT CORP US N 2 2023-01-24 Fixed 3.06900000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YE4 55564000.00000000 PA USD 54797813.00000000 7.172167606151 Long DBT UST US N 1 2024-08-31 Fixed 1.25000000 N N N N N N HEALTHCARE TRUST OF AMER 549300IYGAS4GE6VDL07 42225UAB0 920000.00000000 PA USD 951533.89000000 0.124540746580 Long DBT CORP US N 2 2023-04-15 Fixed 3.70000000 N N N N N N BACARDI LTD 549300R32WTQNHNN5055 067316AF6 740000.00000000 PA USD 808880.72000000 0.105869701355 Long DBT CORP BM N 2 2028-05-15 Fixed 4.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410G2R3 98542.22000000 PA USD 111500.11000000 0.014593602066 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 5.50000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406FAA1 1076000.00000000 PA USD 1084298.54000000 0.141917540832 Long DBT CORP US N 2 2021-04-15 Fixed 2.50000000 N N N N N N Bear Stearns Alt-A Trust N/A 07386HNU1 2487995.61000000 PA USD 2476723.87000000 0.324164008329 Long ABS-MBS CORP US N 2 2035-01-25 Floating 2.94838000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAD8 960000.00000000 PA USD 950635.76000000 0.124423195559 Long DBT CORP US N 2 2026-06-01 Fixed 3.00000000 N N N N N N SL GREEN OPERATING PARTN 2K1OXW4LY7IS2U150Y32 78444FAF3 1350000.00000000 PA USD 1377429.30000000 0.180283724192 Long DBT CORP US N 2 2022-10-15 Fixed 3.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225DCE2 22206.09000000 PA USD 22935.33000000 0.003001872188 Long ABS-MBS USGA US N 2 2034-07-20 Floating 3.75000000 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 94988J6A0 355000.00000000 PA USD 354067.24000000 0.046341805449 Long DBT CORP US N 2 2022-09-09 Floating 2.08200000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AG5 2365000.00000000 PA USD 2542649.29000000 0.332792603813 Long DBT CORP US N 2 2025-11-15 Fixed 4.12500000 N N N N N N Residential Asset Mortgage Pro N/A 76112BX21 2685446.50000000 PA USD 2636797.09000000 0.345115062765 Long ABS-MBS CORP US N 2 2036-01-25 Floating 2.31838000 N N N N N N FHLMC Multifamily Structured P N/A 3137FNWZ9 12100000.00000000 PA USD 908801.36000000 0.118947733819 Long ABS-MBS USGSE US N 2 2026-07-25 Variable 1.31204000 N N N N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD -666640.68000000 -0.08725272831 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Y 2025-04-11 0.00000000 USD 0.00000000 USD 15805000.00000000 USD -666640.68000000 N N N Berry Global Inc 549300AP2Q7ERHX6RI89 08579JBC5 249375.00000000 PA USD 250867.51000000 0.032834591932 Long LON CORP US N 2 2026-07-01 Floating 4.54900000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CX6 3250000.00000000 PA USD 3517277.63000000 0.460356048876 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N Fanniemae-Aces N/A 3136AMM71 90152964.40000000 PA USD 699992.69000000 0.091617979275 Long ABS-MBS USGSE US N 2 2022-07-25 Variable 0.48097300 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TNS0 1242916.17000000 PA USD 1304706.88000000 0.170765508839 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 4.00000000 N N N N N N FHLMC Multifamily Structured P N/A 3137AUPE3 105000.00000000 PA USD 106074.41000000 0.013883463693 Long ABS-MBS USGSE US N 2 2022-06-25 Fixed 2.39600000 N N N N N N FHLMC Multifamily Structured P N/A 3137B3NY0 98595511.78000000 PA USD 722941.73000000 0.094621645886 Long ABS-MBS USGSE US N 2 2023-04-25 Variable 0.33351200 N N N N N N ALLERGAN FUNDING SCS 222100FLFVOSKCBCAR54 00507UAF8 1342000.00000000 PA USD 1416844.63000000 0.185442567903 Long DBT CORP LU N 2 2024-06-15 Fixed 3.85000000 N N N N N N SLC Student Loan Trust 5493007QNQ56NU0MGE13 78444LAD5 346722.59000000 PA USD 354496.98000000 0.046398051623 Long ABS-O CORP US N 2 2032-12-15 Floating 3.71850000 N N N N N N Mid-State Trust 5493001662PV30WKJE68 59560UAA9 293756.26000000 PA USD 317816.84000000 0.041597201051 Long ABS-O CORP US N 2 2037-08-15 Fixed 6.00500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAJ7 1180000.00000000 PA USD 1189249.62000000 0.155653978383 Long DBT CORP US N 2 2022-07-22 Floating 3.20763000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29278NAM5 1000000.00000000 PA USD 1113549.70000000 0.145746055343 Long DBT CORP US N 2 2024-01-15 Fixed 5.87500000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HHP8 95000.00000000 PA USD 96197.32000000 0.012590708725 Long DBT CORP US N 2 2022-01-24 Fixed 2.62500000 N N N N N N WASHINGTON ST 549300X3TODFMUKLQ364 93974CRD4 40000.00000000 PA USD 47975.60000000 0.006279247754 Long DBT MUN US N 2 2031-08-01 Fixed 5.04000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BX6 1145000.00000000 PA USD 1206543.75000000 0.157917506655 Long DBT CORP US N 2 2029-06-15 Fixed 4.12500000 N N N N N N One Bryant Park Trust N/A 68236JAA9 960000.00000000 PA USD 960945.89000000 0.125772628617 Long ABS-MBS CORP US N 2 2049-09-13 Fixed 2.51641000 N N N N N N USA COM PART/USA COM FIN N/A 91740PAD0 181000.00000000 PA USD 187787.50000000 0.024578415644 Long DBT CORP US N 2 2027-09-01 Fixed 6.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AYE2 1509916.68000000 PA USD 1575122.13000000 0.206158590973 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 3.50000000 N N N N N N RECKSON OPERATING PRTSHP 549300Z8X84XIDB6JE13 75625AAB0 505000.00000000 PA USD 517116.97000000 0.067682437998 Long DBT CORP US N 2 2020-03-15 Fixed 7.75000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAT3 790000.00000000 PA USD 855269.97000000 0.111941320967 Long DBT CORP US N 2 2029-01-30 Fixed 4.62500000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397VU4 1000000.00000000 PA USD 1047750.84000000 0.137134024563 Long DBT CORP US N 2 2021-08-02 Fixed 5.87500000 N N N N N N AMCOR FINANCE USA INC 549300ZMT7FVT8R77U18 02343UAE5 30000.00000000 PA USD 32721.03000000 0.004282665649 Long DBT CORP US N 2 2028-05-15 Fixed 4.50000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804FN9 50000.00000000 PA USD 50980.85000000 0.006672587479 Long DBT CORP US N 2 2023-03-15 Fixed 2.75000000 N N N N N N SS&C TECHNOLOGIES INC 549300KY09TR3J12JU49 78466CAC0 258000.00000000 PA USD 270100.20000000 0.035351847068 Long DBT CORP US N 2 2027-09-30 Fixed 5.50000000 N N N N N N SLM Student Loan Trust 5493008U32QWNGB0TW72 78443HAF0 1025000.00000000 PA USD 980883.28000000 0.128382117845 Long ABS-O CORP US N 2 2041-01-25 Floating 2.43550000 N N N N N N US AIRWAYS 2012-2A PTT N/A 90345WAD6 332784.99000000 PA USD 359649.06000000 0.047072377463 Long DBT CORP US N 2 2025-06-03 Fixed 4.62500000 N N N N N N IQVIA INC 549300PLWY28YB00C717 46266TAA6 224000.00000000 PA USD 234920.00000000 0.030747314934 Long DBT CORP US N 2 2027-05-15 Fixed 5.00000000 N N N N N N COMM Mortgage Trust N/A 12632QAY9 18053936.48000000 PA USD 692377.49000000 0.090621269958 Long ABS-MBS CORP US N 2 2047-07-15 Variable 1.16235300 N N N N N N GSR Mortgage Loan Trust N/A 36242DBU6 63144.52000000 PA USD 63993.67000000 0.008375759940 Long ABS-MBS CORP US N 2 2034-08-25 Variable 4.26270700 N N N N N N Freddie Mac N/A 3128MMUF8 47495.73000000 PA USD 47993.92000000 0.006281645552 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 2.50000000 N N N N N N Freddie Mac N/A 3128L0XJ6 8110.25000000 PA USD 8965.85000000 0.001173488053 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 5.50000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 9128287D6 6792586.88000000 PA USD 6851600.40000000 0.896766198300 Long DBT UST US N 2 2029-07-15 Fixed 0.25000000 N N N N N N FANNIE MAE N/A 31358NXA5 1.62000000 PA USD 1.64000000 0.000000214650 Long ABS-MBS USGSE US N 2 2022-06-25 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HRHU0 1950000.00000000 PA USD 2229562.73000000 0.291814521648 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 3.82000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L9TB8 100467.28000000 PA USD 104771.21000000 0.013712895410 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 2.69000000 N N N N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 80283LAT0 1650000.00000000 PA USD 1679112.83000000 0.219769329962 Long DBT CORP GB N 2 2021-06-01 Fixed 3.40000000 N N N N N N SLM Student Loan Trust 549300MHMWVKFEDI8G73 784442AD7 185000.00000000 PA USD 177083.22000000 0.023177394581 Long ABS-O CORP US N 2 2083-01-25 Floating 4.16025000 N N N N N N ENRGY TRANS PT/REG FIN N/A 75886AAQ1 235000.00000000 PA USD 249922.50000000 0.032710905060 Long DBT CORP US N 2 2022-10-01 Fixed 5.00000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAD4 1000000.00000000 PA USD 995930.88000000 0.130351610848 Long DBT CORP US N 2 2023-01-15 Fixed 2.25000000 N N N N N N UCFC Home Equity Loan N/A 90263BHD3 4988.47000000 PA USD 5081.64000000 0.000665106357 Long ABS-MBS CORP US N 2 2030-04-15 Fixed 6.90500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H0306B5 12550000.00000000 PA USD 12868652.41000000 1.684303202936 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 3.00000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCT7 1150000.00000000 PA USD 1191515.00000000 0.155950480820 Long DBT CORP MX N 2 2030-01-23 Fixed 6.84000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36241LDP8 807596.73000000 PA USD 884246.14000000 0.115733843632 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 4.50000000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818EY0 640000.00000000 PA USD 708421.54000000 0.092721182516 Long DBT CORP US N 2 2028-09-10 Fixed 3.95000000 N N N N N N HSI Asset Securitization Corpo N/A 40430HCA4 490429.84000000 PA USD 490855.58000000 0.064245237126 Long ABS-MBS CORP US N 2 2035-11-25 Floating 2.64838000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TAL9 16076.70000000 PA USD 16877.23000000 0.002208962651 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 4.00000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBB5 90000.00000000 PA USD 93600.00000000 0.012250760590 Long DBT CORP US N 2 2024-01-15 Fixed 8.62500000 N N N N N N FANNIE MAE N/A 3136B3SX9 1406362.99000000 PA USD 1486912.71000000 0.194613372103 Long ABS-MBS USGSE US N 2 2047-05-25 Fixed 4.00000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBA7 1635000.00000000 PA USD 1635504.86000000 0.214061735941 Long DBT CORP US N 2 2021-08-28 Floating 2.69438000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBA3 50000.00000000 PA USD 54102.37000000 0.007081145109 Long DBT CORP US N 2 2027-01-29 Floating 3.96000000 N N N N N N Freddie Mac N/A 3128MBSV0 22457.15000000 PA USD 23048.16000000 0.003016639852 Long ABS-MBS USGSE US N 2 2022-09-01 Fixed 6.00000000 N N N N N N CONTL AIRLINES 2007-1 N/A 21079NAA9 1754884.37681700 PA USD 1853508.88000000 0.242595016462 Long DBT CORP US N 2 2022-04-19 Fixed 5.98300000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 912796SY6 1159000.00000000 PA USD 1154071.68000000 0.151049742048 Long DBT UST US N 1 2019-12-26 None 0.00000000 N N N N N N CIT EDUCATION LOAN TRUST N/A 17284LAA2 275700.63000000 PA USD 265093.64000000 0.034696567496 Long ABS-MBS CORP US N 2 2042-03-25 Floating 2.19625000 N N N N N N SLM Student Loan Trust 549300SSKEO0UXU85O97 78445RAA7 3517564.37000000 PA USD 3508274.13000000 0.459177633032 Long ABS-O CORP US N 2 2045-01-25 Floating 2.76838000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAH6 355000.00000000 PA USD 371724.72000000 0.048652890493 Long DBT CORP GB N 2 2024-03-12 Fixed 3.90000000 N N N N N N CANADIAN NATL RESOURCES 549300T15RIMIKZC5Q38 136385AX9 8000.00000000 PA USD 8428.69000000 0.001103182299 Long DBT CORP CA N 2 2027-06-01 Fixed 3.85000000 N N N N N N PARK AEROSPACE HOLDINGS 635400CPI3EOIFF6OC33 70014LAC4 1010000.00000000 PA USD 1049201.89000000 0.137323944073 Long DBT CORP IE N 2 2023-03-15 Fixed 4.50000000 N N N N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD -387178.86000000 -0.05067559315 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Y 2025-05-08 0.00000000 USD 0.00000000 USD 8835000.00000000 USD -387178.86000000 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWL4 775000.00000000 PA USD 814018.31000000 0.106542130683 Long DBT CORP US N 2 2028-06-05 Floating 3.69100000 N N N N N N FREDDIE MAC N/A 3133TLMU9 29813.46000000 PA USD 32843.18000000 0.004298653153 Long ABS-MBS USGSE US N 2 2029-07-15 Fixed 6.00000000 N N N N N N CELGENE CORP 4SIHMF0MOSTTL8CD0X64 151020AS3 1625000.00000000 PA USD 1755313.63000000 0.229742810278 Long DBT CORP US N 2 2025-08-15 Fixed 3.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LNT68 60000.00000000 PA USD 68740.50000000 0.008997044961 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 3.77000000 N N N N N N Option One Mortgage Loan Trust N/A 68389FHB3 167901.86000000 PA USD 168597.38000000 0.022066732249 Long ABS-MBS CORP US N 2 2035-05-25 Floating 2.67838000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UEB4 27671.33000000 PA USD 29338.37000000 0.003839928920 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 5.00000000 N N N N N N Freddie Mac N/A 31292LGW9 1045478.11000000 PA USD 1099077.26000000 0.143851841693 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 3.50000000 N N N N N N SLM Student Loan Trust 549300MTK92VF84VT259 78445JAA5 854070.16000000 PA USD 859591.98000000 0.112507003764 Long ABS-O CORP US N 2 2023-04-25 Floating 3.77550000 N N N N N N INTELSAT JACKSON HLDG 8XJ8KF85PBKK1TLMFN29 45824TAP0 344000.00000000 PA USD 322637.60000000 0.042228162340 Long DBT CORP LU N 2 2023-08-01 Fixed 5.50000000 N N N N N N FANNIE MAE N/A 313921MN5 141708.60000000 PA USD 162761.54000000 0.021302913032 Long ABS-MBS USGSE US N 2 2031-10-25 Fixed 6.50000000 N N N N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 075887BT5 820000.00000000 PA USD 831357.00000000 0.108811491154 Long DBT CORP US N 2 2022-06-06 Fixed 2.89400000 N N N N N N Banc of America Merrill Lynch N/A 05491YAA8 1095000.00000000 PA USD 1238082.77000000 0.162045465878 Long ABS-MBS CORP US N 2 2038-08-10 Variable 4.22710800 N N N N N N FANNIE MAE N/A 31393USG9 5161.87000000 PA USD 6051.62000000 0.000792061408 Long ABS-MBS USGSE US N 2 2034-01-25 Floating 9.80000000 N N N N N N LEVEL 3 FINANCING INC N/A 527298BN2 131000.00000000 PA USD 132513.05000000 0.017343863788 Long DBT CORP US N 2 2027-09-15 Fixed 4.62500000 N N N N N N TC PIPELINES LP 6HL0C5LCIE4TN8UZHL06 87233QAA6 2030000.00000000 PA USD 2097268.11000000 0.274499246894 Long DBT CORP US N 2 2021-06-15 Fixed 4.65000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VER1 468000.00000000 PA USD 528966.01000000 0.069233290052 Long DBT CORP US N 2 2028-09-21 Fixed 4.32900000 N N N N N N RBSCF Trust N/A 74932QAA8 1170000.00000000 PA USD 1247167.35000000 0.163234493813 Long ABS-MBS CORP US N 2 2032-01-15 Variable 3.96138700 N N N N N N Freddie Mac N/A 3128MJ5E6 908422.93000000 PA USD 974655.13000000 0.127566951450 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406RKY0 6521.93000000 PA USD 6894.50000000 0.000902381077 Long ABS-MBS USGSE US N 2 2035-11-01 Floating 4.20300000 N N N N N N MASTR Adjustable Rate Mortgage N/A 576433GH3 79636.28000000 PA USD 80609.71000000 0.010550536949 Long ABS-MBS CORP US N 2 2034-01-25 Variable 4.25653900 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AK5 325000.00000000 PA USD 370903.00000000 0.048545340333 Long DBT CORP US N 2 2028-06-01 Fixed 5.75000000 N N N N N N METROPOLITAN EDISON CO N/A 591894CB4 770000.00000000 PA USD 817849.46000000 0.107043567664 Long DBT CORP US N 2 2025-04-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EGGT5 380827.68000000 PA USD 419913.01000000 0.054959976007 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N HCP INC PZ9HF5U52KPF0MH0QN75 40414LAJ8 598000.00000000 PA USD 641202.51000000 0.083923273930 Long DBT CORP US N 2 2023-11-15 Fixed 4.25000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YB0 17291000.00000000 PA USD 17213325.54000000 2.252952245231 Long DBT UST US N 1 2029-08-15 Fixed 1.62500000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29273RBD0 2000000.00000000 PA USD 2089759.20000000 0.273516449258 Long DBT CORP US N 2 2025-03-15 Fixed 4.05000000 N N N N N N NEW YORK CITY NY TRANSITIONAL N/A 64971MT44 1465000.00000000 PA USD 1747906.15000000 0.228773288226 Long DBT MUN US N 2 2027-05-01 Fixed 5.26700000 N N N N N N AMERICAN WATER CAPITAL C 5IDHQUFVC8Q2KIBBFF06 03040WAU9 1128000.00000000 PA USD 1204026.07000000 0.157587982137 Long DBT CORP US N 2 2029-06-01 Fixed 3.45000000 N N N N N N Credit-Based Asset Servicing a N/A 12464YAC3 1657517.68000000 PA USD 1322431.25000000 0.173085348727 Long ABS-MBS CORP US N 2 2037-04-25 Floating 2.26838000 N N N N N N NATIONWIDE MUTUAL INSURA Z7LVXXWM8HZPKF5T2355 638671AJ6 1212000.00000000 PA USD 1207455.00000000 0.158036774877 Long DBT CORP US N 2 2024-12-15 Floating 4.40850000 N N N N N N 321 Henderson Receivables LLC N/A 46617LAA9 454389.92000000 PA USD 492207.36000000 0.064422163762 Long ABS-O CORP US N 2 2073-01-17 Fixed 4.08000000 N N N N N N Mid-State Trust N/A 595481AC6 486719.97000000 PA USD 552392.12000000 0.072299397586 Long ABS-O CORP US N 2 2040-01-15 Fixed 7.07900000 N N N N N N RFCSP STRIP PRINCIPAL N/A 76116FAG2 230000.00000000 PA USD 224469.38000000 0.029379493955 Long DBT USGSE US N 2 2021-01-15 None 0.00000000 N N N N N N AEP TEXAS INC N/A 0010EPAN8 1150000.00000000 PA USD 1218377.85000000 0.159466403300 Long DBT CORP US N 2 2025-10-01 Fixed 3.85000000 N N N N N N SS&C Technologies Inc N/A 78466DBE3 71862.26270000 PA USD 72192.83000000 0.009448900391 Long LON CORP LU N 2 2025-04-16 Floating 4.29350000 N N N N N N CALI Mortgage Trust 2019-101C N/A 129890AA7 805000.00000000 PA USD 906034.42000000 0.118585585106 Long ABS-MBS CORP US N 2 2039-03-10 Fixed 3.95700000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YH7 92750000.00000000 PA USD 92529218.83000000 12.11061225956 Long DBT UST US N 1 2024-09-30 Fixed 1.50000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BQ1 206000.00000000 PA USD 229398.23000000 0.030024602516 Long DBT CORP US N 2 2025-04-15 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31384LWG5 20.63000000 PA USD 22.03000000 0.000002883378 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 7.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38374FGE8 19199.54000000 PA USD 21565.11000000 0.002822532048 Long ABS-MBS USGA US N 2 2023-11-26 Floating 10.00950000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LCTN5 2362631.00000000 PA USD 2603020.62000000 0.340694256701 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 3.46000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NAY4 219000.00000000 PA USD 222353.44000000 0.029102550853 Long DBT CORP US N 2 2022-08-01 Fixed 3.87500000 N N N N N N MPH Acquisition Holdings LLC 5493002WXOPRPTXWTU06 55328HAE1 641103.20290000 PA USD 612519.62000000 0.080169136981 Long LON CORP US N 2 2023-06-07 Floating 4.85438000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PCP5 855000.00000000 PA USD 920038.62000000 0.120418513541 Long DBT CORP US N 2 2025-07-15 Fixed 3.75000000 N N N N N N SS&C Technologies Inc 549300KY09TR3J12JU49 000000000 108795.96030000 PA USD 109296.42000000 0.014305173876 Long LON CORP US N 2 2025-04-16 Floating 4.29350000 N N N N N N Freddie Mac N/A 3128MEX22 39624.11000000 PA USD 40223.18000000 0.005264578508 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 2.50000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AU1 350000.00000000 PA USD 369215.00000000 0.048324407813 Long DBT CORP US N 2 2026-05-15 Fixed 5.50000000 N N N N N N SYDNEY AIRPORT FINANCE 549300MJAANHLHOVTO40 87124VAE9 410000.00000000 PA USD 424197.07000000 0.055520691748 Long DBT CORP AU N 2 2025-04-30 Fixed 3.37500000 N N N N N N RAYMOND JAMES FINANCIAL RGUZHJ05YTITL6D76949 754730AD1 1990000.00000000 PA USD 2247129.67000000 0.294113756437 Long DBT CORP US N 2 2024-04-01 Fixed 5.62500000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RHT2 1530000.00000000 PA USD 1624445.49000000 0.212614239209 Long DBT CORP US N 2 2026-01-15 Fixed 3.87500000 N N N N N N SPRINT SPECTRUM / SPEC I N/A 85208NAA8 1843500.00000000 PA USD 1855021.88000000 0.242793044248 Long DBT CORP US N 2 2021-09-20 Variable 3.36000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DAV7 755000.00000000 PA USD 761931.06000000 0.099724732931 Long DBT CORP US N 2 2022-08-15 Fixed 2.76400000 N N N N N N Global SC Finance SRL N/A 37952UAE3 809583.33000000 PA USD 815676.35000000 0.106759141912 Long ABS-O CORP BB N 2 2029-07-17 Fixed 3.09000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404R3R6 117818.80000000 PA USD 130149.97000000 0.017034573966 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YF1 5145000.00000000 PA USD 5135855.59000000 0.672202321148 Long DBT UST US N 1 2022-09-15 Fixed 1.50000000 N N N N N N RANGE RESOURCES CORP H3Y3WLYCX0BTO1TRW162 75281AAS8 225000.00000000 PA USD 186750.00000000 0.024442623293 Long DBT CORP US N 2 2025-05-15 Fixed 4.87500000 N N N N N N IndyMac INDX Mortgage Loan Tru N/A 45660N2J3 37024.70000000 PA USD 35953.75000000 0.004705777602 Long ABS-MBS CORP US N 2 2034-11-25 Floating 2.81838000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XAJ3 35000.00000000 PA USD 35340.31000000 0.004625488002 Long DBT CORP US N 2 2020-03-01 Fixed 4.75000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBK5 780000.00000000 PA USD 862233.70000000 0.112852763158 Long DBT CORP GB N 2 2028-05-30 Fixed 4.37500000 N N N N N N FREDDIE MAC N/A 3133T1E99 11583.04000000 PA USD 12413.06000000 0.001624673357 Long ABS-MBS USGSE US N 2 2023-10-15 Floating 10.09375000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RGD8 1200000.00000000 PA USD 1223310.54000000 0.160112014456 Long DBT CORP US N 2 2024-06-12 Floating 3.31163000 N N N N N N Morgan Stanley Capital Inc N/A 61744CFQ4 251043.79000000 PA USD 252456.41000000 0.033042553829 Long ABS-MBS CORP US N 2 2034-07-25 Floating 2.94838000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411YL27 522.15000000 PA USD 544.17000000 0.000071223252 Long ABS-MBS USGSE US N 2 2037-05-01 Floating 4.56500000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 706451BG5 1570000.00000000 PA USD 1542132.50000000 0.201840769829 Long DBT CORP MX N 2 2035-06-15 Fixed 6.62500000 N N N N N N CIGNA HOLDING CO 45RS2W538ZOGNWLVIX82 125509BV0 1315000.00000000 PA USD 1328441.27000000 0.173871965353 Long DBT CORP US N 2 2027-10-15 Fixed 3.05000000 N N N N N N Freddie Mac N/A 31283K3Q9 2.75000000 PA USD 2.75000000 0.000000359931 Long ABS-MBS USGSE US N 2 2020-03-01 Fixed 6.00000000 N N N N N N FHLMC Multifamily Structured P N/A 3137FJZ93 1920000.00000000 PA USD 2158832.83000000 0.282557095671 Long ABS-MBS USGSE US N 2 2028-10-25 Variable 3.78000000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 36962G2T0 1000000.00000000 PA USD 1017937.00000000 0.133231864134 Long DBT CORP US N 2 2020-05-04 Fixed 5.55000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CS2 306000.00000000 PA USD 310597.70000000 0.040652329728 Long DBT CORP US N 2 2029-08-15 Fixed 3.50000000 N N N N N N Asset Backed Securities Corp H N/A 04541GNA6 494215.00000000 PA USD 493046.18000000 0.064531952042 Long ABS-MBS CORP US N 2 2034-12-25 Floating 2.99338000 N N N N N N Academic Loan Funding Trust N/A 00400VAB3 755053.85000000 PA USD 756117.23000000 0.098963794475 Long ABS-MBS CORP US N 2 2044-12-27 Floating 3.11838000 N N N N N N CHEVY CHASE MORTGAGE FUNDING C 549300QD5ZVFK417DY24 16678RDK0 75614.69000000 PA USD 76085.36000000 0.009958371044 Long ABS-MBS CORP US N 2 2036-05-25 Floating 2.19838000 N N N N N N MASTR Seasoned Securitization N/A 55265WCK7 24035.11000000 PA USD 24934.62000000 0.003263547649 Long ABS-MBS CORP US N 2 2032-10-25 Variable 4.56628800 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 233851DB7 30000.00000000 PA USD 30301.21000000 0.003965949458 Long DBT CORP US N 2 2021-02-22 Fixed 3.00000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GCY4 312000.00000000 PA USD 320580.00000000 0.041958855021 Long DBT CORP US N 2 2026-01-01 Fixed 4.87500000 N N N N N N LIBERTY PROPERTY LP 549300N6GNCW2Y4RH795 53117CAM4 50000.00000000 PA USD 51286.90000000 0.006712644586 Long DBT CORP US N 2 2020-10-01 Fixed 4.75000000 N N N N N N FANNIE MAE N/A 31397LXH7 1161517.42000000 PA USD 192885.28000000 0.025245634473 Long ABS-MBS USGSE US N 2 2036-11-25 Floating 4.03162000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TCZ6 542755.89000000 PA USD 573575.26000000 0.075071935799 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 4.50000000 N N N N N N Conseco Finance Securitization N/A 20846QHX9 12165.94000000 PA USD 12207.75000000 0.001597801523 Long ABS-O CORP US N 2 2032-08-01 Variable 7.36000000 N N N N N N FHLMC Multifamily Structured P N/A 3137BGK40 12000000.00000000 PA USD 922060.20000000 0.120683106410 Long ABS-MBS USGSE US N 2 2043-02-25 Variable 1.69120900 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHM4 920000.00000000 PA USD 1023422.26000000 0.133949797970 Long DBT CORP US N 2 2029-07-23 Floating 4.27100000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397XA6 500000.00000000 PA USD 499666.85000000 0.065398493101 Long DBT CORP US N 2 2022-01-09 Fixed 3.21900000 N N N N N N FannieMae Whole Loan N/A 31393BW43 10570192.27000000 PA USD 169456.04000000 0.022179117271 Long ABS-MBS USGSE US N 2 2042-09-25 Floating 0.55000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CZ1 30000.00000000 PA USD 34101.49000000 0.004463346044 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHG7 40000.00000000 PA USD 43336.48000000 0.005672060270 Long DBT CORP US N 2 2029-03-05 Floating 3.97000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407YQ28 8927.31000000 PA USD 9290.73000000 0.001216009710 Long ABS-MBS USGSE US N 2 2035-12-01 Floating 4.55400000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H0426B0 410000.00000000 PA USD 429218.75000000 0.056177950289 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 4.50000000 N N N N N N GE CAPITAL INTL FUNDING 549300G6UZOB126GBY72 36164QMS4 4185000.00000000 PA USD 4174533.32000000 0.546380430337 Long DBT CORP IE N 2 2020-11-15 Fixed 2.34200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413ADY6 23123.58000000 PA USD 24282.45000000 0.003178188904 Long ABS-MBS USGSE US N 2 2037-05-01 Floating 4.14000000 N N N N N N Fidelity Government Portfolio N/A 316175108 18.17000000 NS USD 18.17000000 0.000002378165 Long STIV RF US N 1 N N N Freddie Mac N/A 3128MBN29 53252.16000000 PA USD 55425.50000000 0.007254321913 Long ABS-MBS USGSE US N 2 2022-11-01 Fixed 6.00000000 N N N N N N RELX CAPITAL INC 2R15C3RTKJN1RCBOV146 74949LAC6 740000.00000000 PA USD 808378.83000000 0.105804011886 Long DBT CORP US N 2 2029-03-18 Fixed 4.00000000 N N N N N N SANDALWOOD 2013 LLC N/A 79977TAB5 1799898.23240000 PA USD 1849485.43000000 0.242068410450 Long DBT CORP US N 2 2025-07-10 Fixed 2.89700000 N N N N N N WRKCO INC 549300JEB576INN13W07 92940PAB0 730000.00000000 PA USD 802009.79000000 0.104970405217 Long DBT CORP US N 2 2026-03-15 Fixed 4.65000000 N N N N N N Transdigm Inc 88Q84GB3X55CF5OC7582 89364MBN3 198488.66510000 PA USD 197958.70000000 0.025909664962 Long LON CORP US N 2 2025-05-30 Floating 4.54350000 N N N N N N Indymac Manufactured Housing C N/A 22540ABC1 100955.94000000 PA USD 102008.73000000 0.013351330441 Long ABS-O CORP US N 2 2028-02-25 Fixed 6.61000000 N N N N N N DUQUESNE LIGHT HOLDINGS 4CUJ1D8WDXK9X7QI6B93 266233AC9 1843000.00000000 PA USD 1906358.47000000 0.249512192471 Long DBT CORP US N 2 2020-09-15 Fixed 6.40000000 N N N N N N Conseco Finance N/A 20846QKQ0 106557.47000000 PA USD 109310.24000000 0.014306982695 Long ABS-MBS CORP US N 2 2032-06-15 Variable 8.00000000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 502431AB5 1290000.00000000 PA USD 1361270.24000000 0.178168758642 Long DBT CORP US N 2 2023-06-15 Fixed 3.85000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHT9 605000.00000000 PA USD 638639.29000000 0.083587788946 Long DBT CORP US N 2 2027-04-23 Floating 3.55900000 N N N N N N NORTHWEST AIR 2001-1 A1 N/A 667294AW2 876862.07241300 PA USD 923861.88000000 0.120918917846 Long DBT CORP US N 2 2022-04-01 Fixed 7.04100000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 64952WCX9 50000.00000000 PA USD 52277.21000000 0.006842260513 Long DBT CORP US N 2 2028-01-10 Fixed 3.00000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAK2 1265000.00000000 PA USD 1325124.05000000 0.173437793686 Long DBT CORP US N 2 2025-07-15 Fixed 3.95000000 N N N N N N SLM Student Loan Trust 549300R59P5DXM48DO55 78445GAE3 185000.00000000 PA USD 186361.60000000 0.024391787872 Long ABS-O CORP US N 2 2075-10-25 Floating 4.52550000 N N N N N N MIDAMERICAN ENERGY CO NINLOILYRTLIMK26MZ18 595620AQ8 45000.00000000 PA USD 47425.41000000 0.006207236579 Long DBT CORP US N 2 2027-05-01 Fixed 3.10000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QBC5 1050000.00000000 PA USD 1051502.48000000 0.137625054942 Long DBT NUSS MX N 2 2022-12-20 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPST2 49901.22000000 PA USD 52707.33000000 0.006898556422 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 2.82700000 N N N N N N Hudson Yards N/A 44421GAA1 760000.00000000 PA USD 813005.21000000 0.106409531905 Long ABS-MBS CORP US N 2 2039-07-10 Fixed 3.22800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L8X74 32390.51000000 PA USD 35490.14000000 0.004645098380 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 3.36000000 N N N N N N INTELSAT JACKSON HLDG 8XJ8KF85PBKK1TLMFN29 45824TAY1 585000.00000000 PA USD 613957.50000000 0.080357332747 Long DBT CORP LU N 2 2025-07-15 Fixed 9.75000000 N N N N N N ENTERGY CORP 4XM3TW50JULSLG8BNC79 29364GAH6 955000.00000000 PA USD 996044.95000000 0.130366540808 Long DBT CORP US N 2 2022-07-15 Fixed 4.00000000 N N N N N N SLM Student Loan Trust 54930067BGNOZYMNWK87 78445FAE5 185000.00000000 PA USD 184342.08000000 0.024127464623 Long ABS-O CORP US N 2 2083-07-26 Floating 4.12550000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AZ0 43000.00000000 PA USD 47874.05000000 0.006265956464 Long DBT CORP US N 2 2029-02-01 Fixed 6.50000000 N N N N N N WALGREENS BOOTS ALLIANCE 549300RPTUOIXG4LIH86 931427AH1 65000.00000000 PA USD 68580.88000000 0.008976153225 Long DBT CORP US N 2 2024-11-18 Fixed 3.80000000 N N N N N N JP Morgan Chase Commercial Mor N/A 46641BAF0 14640055.71000000 PA USD 478617.09000000 0.062643412222 Long ABS-MBS CORP US N 2 2046-12-15 Variable 1.10599400 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38143U8H7 20000.00000000 PA USD 21167.03000000 0.002770429668 Long DBT CORP US N 2 2026-02-25 Fixed 3.75000000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JBA5 50000.00000000 PA USD 51169.04000000 0.006697218575 Long DBT CORP US N 2 2021-09-01 Fixed 4.00000000 N N N N N N REYNOLDS GRP ISS/REYNOLD N/A 761735AP4 339187.70000000 PA USD 340035.67000000 0.044505294715 Long DBT CORP US N 2 2020-10-15 Fixed 5.75000000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AK7 800000.00000000 PA USD 884370.07000000 0.115750064111 Long DBT CORP US N 2 2028-09-26 Fixed 4.45000000 N N N N N N BROOKLYN UNION GAS CO 83BQ1DXS6VA5GZFK8S35 114259AN4 2555000.00000000 PA USD 2675226.80000000 0.350144904397 Long DBT CORP US N 2 2026-03-10 Fixed 3.40700000 N N N N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 075887BF5 1300000.00000000 PA USD 1376423.01000000 0.180152016736 Long DBT CORP US N 2 2024-12-15 Fixed 3.73400000 N N N N N N LCM Ltd Partnership 549300PYL1KC7BYM8G75 50188QAJ0 50000.00000000 PA USD 50199.15000000 0.006570275304 Long ABS-CBDO CORP KY N 2 2027-07-15 Floating 3.54338000 N N N N N N CBS CORP 5KYC8KF17ROCY24M3H09 124857AS2 40000.00000000 PA USD 40157.24000000 0.005255948004 Long DBT CORP US N 2 2023-02-15 Fixed 2.50000000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 36962G4R2 125000.00000000 PA USD 127230.25000000 0.016652428767 Long DBT CORP US N 2 2020-09-16 Fixed 4.37500000 N N N N N N Navient Student Loan Trust N/A 63938QAA5 1728789.19000000 PA USD 1704954.56000000 0.223151603973 Long ABS-O CORP US N 2 2083-03-25 Floating 2.63838000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BK7 875000.00000000 PA USD 876029.92000000 0.114658470297 Long DBT CORP US N 2 2029-08-15 Fixed 3.12500000 N N N N N N AMERICAN CAMPUS CMNTYS RDKVCX5HITZ2GPIR7153 024836AA6 50000.00000000 PA USD 52227.98000000 0.006835817084 Long DBT CORP US N 2 2023-04-15 Fixed 3.75000000 N N N N N N FHLMC Multifamily Structured P N/A 3137B6ZP9 30000000.00000000 PA USD 588405.00000000 0.077012914371 Long ABS-MBS USGSE US N 2 2042-01-25 Variable 1.85407300 N N N N N N Mid-State Trust 5493001662PV30WKJE68 59560UAB7 287996.33000000 PA USD 304283.79000000 0.039825938705 Long ABS-O CORP US N 2 2037-08-15 Fixed 6.49700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390TVV8 2868.95000000 PA USD 3407.03000000 0.000445926376 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 7.00000000 N N N N N N RITE AID CORP 529900W353T1JY1DKT44 767754CH5 743000.00000000 PA USD 592245.30000000 0.077515548942 Long DBT CORP US N 2 2023-04-01 Fixed 6.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385JET1 11.34000000 PA USD 12.05000000 0.000001577154 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 7.00000000 N N N N N N SLM Student Loan Trust 549300GQO6PBOYVGSS10 78446JAB2 500000.00000000 PA USD 507541.60000000 0.066429173410 Long ABS-O CORP US N 2 2034-10-25 Floating 3.21838000 N N N N N N COMM Mortgage Trust N/A 12635WAA5 1225000.00000000 PA USD 1306132.42000000 0.170952089494 Long ABS-MBS CORP US N 2 2036-02-10 Fixed 3.54500000 N N N N N N T-MOBILE USA INC N/A 000000000 172000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US Y 3 2026-02-01 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UVX7 919049.48000000 PA USD 938717.41000000 0.122863271921 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 3.50000000 N N N N N N Countrywide Home Loans N/A 12669FT52 86986.57000000 PA USD 85844.82000000 0.011235730104 Long ABS-MBS CORP US N 2 2034-08-25 Variable 3.79169300 N N N N N N COMM Mortgage Trust 549300NMFC2YLCA2NF13 12625XAA5 1160000.00000000 PA USD 1243765.22000000 0.162789208769 Long ABS-MBS CORP US N 2 2030-08-10 Fixed 4.35300000 N N N N N N Dryden Senior Loan Fund N/A 26252HAA0 1715000.00000000 PA USD 1715072.80000000 0.224475921664 Long ABS-CBDO CORP KY N 2 2029-01-15 Floating 3.45338000 N N N N N N UBS-Barclays Commercial Mortga N/A 90269CAH3 38148756.05000000 PA USD 1163254.76000000 0.152251662075 Long ABS-MBS CORP US N 2 2063-05-10 Variable 1.46992100 N N N N N N Brazos Higher Education Author N/A 10620NCL0 1030000.00000000 PA USD 1041919.16000000 0.136370749825 Long ABS-MBS CORP US N 2 2036-10-27 Floating 3.27550000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBJ0 780000.00000000 PA USD 834022.37000000 0.109160345959 Long DBT CORP US N 2 2025-10-15 Fixed 4.65000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAJ4 367000.00000000 PA USD 381221.25000000 0.049895836171 Long DBT CORP US N 2 2024-01-15 Fixed 6.50000000 N N N N N N Babson CLO Ltd 549300Z33CTC4YAKLT16 06761CAA7 50000.00000000 PA USD 50044.59000000 0.006550045843 Long ABS-CBDO CORP KY N 2 2028-07-20 Floating 3.35763000 N N N N N N Dryden Senior Loan Fund 549300ENU7ZZLTPT3E22 26250UAQ8 1785000.00000000 PA USD 1781873.06000000 0.233219019875 Long ABS-CBDO CORP KY N 2 2029-04-15 Floating 3.20338000 N N N N N N PENNSYLVANIA ST ECON DEV FING N/A 70870JBL1 40000.00000000 PA USD 41628.40000000 0.005448499595 Long DBT MUN US N 2 2027-11-15 Fixed 3.20100000 N N N N N N CAMPBELL SOUP CO 5493007JDSMX8Z5Z1902 134429BB4 1000000.00000000 PA USD 1000180.74000000 0.130907850350 Long DBT CORP US N 2 2020-03-16 Floating 2.61850000 N N N N N N FHLMC Multifamily Structured P N/A 3137FBTD8 10000000.00000000 PA USD 887200.00000000 0.116120457219 Long ABS-MBS USGSE US N 2 2045-11-25 Variable 2.01630600 N N N N N N VENTAS REALTY LP/CAP CRP N/A 92276MAZ8 40000.00000000 PA USD 41028.67000000 0.005370004417 Long DBT CORP US N 2 2022-08-15 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404CF54 26731.46000000 PA USD 27958.26000000 0.003659294335 Long ABS-MBS USGSE US N 2 2034-03-01 Floating 4.00000000 N N N N N N COMM Mortgage Trust N/A 12591VAF8 22861715.40000000 PA USD 863370.40000000 0.113001539221 Long ABS-MBS CORP US N 2 2047-04-10 Variable 1.14441200 N N N N N N FIRST QUALITY FINANCE CO N/A 336130AB5 111000.00000000 PA USD 115027.08000000 0.015055226693 Long DBT CORP US N 2 2025-07-01 Fixed 5.00000000 N N N N N N Residential Asset Securitizati N/A 45660LAP4 22070.12000000 PA USD 22461.65000000 0.002939874963 Long ABS-MBS CORP US N 2 2034-12-25 Variable 4.41691600 N N N N N N Nelnet Student Loan Trust N/A 64032TAA2 1025357.13000000 PA USD 1031884.91000000 0.135057425097 Long ABS-O CORP US N 2 2048-02-25 Floating 2.86838000 N N N N N N Navient Student Loan Trust N/A 63938EAC8 2173577.18000000 PA USD 2158399.74000000 0.282500411035 Long ABS-O CORP US N 2 2031-06-25 Floating 2.52838000 N N N N N N AMRESCO Residential Securities N/A 03215PDM8 24554.45000000 PA USD 26073.29000000 0.003412581555 Long ABS-MBS CORP US N 2 2027-10-25 Variable 7.14718200 N N N N N N SES GLOBAL AMERICAS HLDG 5299000YGN3VJ3R60481 78413KAB8 750000.00000000 PA USD 779891.25000000 0.102075437929 Long DBT CORP US N 2 2044-03-25 Fixed 5.30000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833BY5 20000.00000000 PA USD 21213.62000000 0.002776527562 Long DBT CORP US N 2 2026-02-23 Fixed 3.25000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAM7 280000.00000000 PA USD 285933.20000000 0.037424136517 Long DBT CORP US N 2 2023-03-01 Fixed 6.00000000 N N N N N N Mid-State Trust N/A 59549WAA1 663619.68000000 PA USD 705730.60000000 0.092368981002 Long ABS-O CORP US N 2 2038-07-15 Fixed 4.86400000 N N N N N N CONTL AIRLINES 1999-2 N/A 210805CT2 13944.24431000 PA USD 14065.56000000 0.001840959488 Long DBT CORP US N 2 2020-03-15 Fixed 7.25600000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAJ2 50000.00000000 PA USD 53459.11000000 0.006996952542 Long DBT CORP US N 2 2025-12-15 Fixed 4.25000000 N N N N N N ALIMENTATION COUCHE-TARD 549300OSW32RVX8CCZ87 01626PAJ5 10000.00000000 PA USD 10070.36000000 0.001318050955 Long DBT CORP CA N 2 2022-07-26 Fixed 2.70000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBL8 40000.00000000 PA USD 40520.36000000 0.005303474673 Long DBT CORP US N 2 2023-09-15 Fixed 2.40000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AN9 1140000.00000000 PA USD 1145842.50000000 0.149972672454 Long DBT CORP US N 2 2024-09-01 Fixed 3.35000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBD6 385000.00000000 PA USD 373702.29000000 0.048911723150 Long DBT CORP US N 2 2037-08-15 Fixed 4.39000000 N N N N N N ANTHEM INC 8MYN82XMYQH89CTMTH67 94973VAX5 1995000.00000000 PA USD 2041454.17000000 0.267194084324 Long DBT CORP US N 2 2022-05-15 Fixed 3.12500000 N N N N N N SLM Student Loan Trust 549300Y3YMECZJOAL893 78442GLB0 190092.27000000 PA USD 180737.05000000 0.023655623176 Long ABS-O CORP US N 2 2039-07-25 Floating 2.74550000 N N N N N N Conseco Financial Corp N/A 393505K27 173355.06000000 PA USD 179611.55000000 0.023508313016 Long ABS-O CORP US N 2 2030-06-01 Variable 6.66000000 N N N N N N LOS ANGELES CA DEPT WTR & PWR N/A 544495VX9 50000.00000000 PA USD 61938.50000000 0.008106770671 Long DBT MUN US N 2 2027-07-01 Fixed 5.51600000 N N N N N N Freddie Mac N/A 3128MFPH5 114663.25000000 PA USD 119735.24000000 0.015671450421 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.50000000 N N N N N N BAYER US FINANCE LLC 54930093Q75GSEM74I71 07274EAG8 1020000.00000000 PA USD 1043863.92000000 0.136625288170 Long DBT CORP US N 2 2024-10-08 Fixed 3.37500000 N N N N N N FHLMC Multifamily Structured P N/A 3137FEBQ2 50000.00000000 PA USD 54828.53000000 0.007176187975 Long ABS-MBS USGSE US N 2 2027-12-25 Fixed 3.44400000 N N N N N N Freddie Mac N/A 3128M1RN1 20320.25000000 PA USD 20643.04000000 0.002701847659 Long ABS-MBS USGSE US N 2 2021-10-01 Fixed 5.50000000 N N N N N N BAE SYSTEMS HOLDINGS INC MF62XBVMNYTYMC18DL76 05523UAK6 630000.00000000 PA USD 663634.22000000 0.086859230221 Long DBT CORP US N 2 2024-10-07 Fixed 3.80000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397ZM8 1330000.00000000 PA USD 1397791.56000000 0.182948822187 Long DBT CORP US N 2 2022-01-07 Fixed 5.59600000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TLT0 1493949.04000000 PA USD 1568261.93000000 0.205260699223 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 4.00000000 N N N N N N GE CAPITAL INTL FUNDING 549300G6UZOB126GBY72 36164QNA2 1000000.00000000 PA USD 1048277.73000000 0.137202986136 Long DBT CORP IE N 2 2035-11-15 Fixed 4.41800000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 233851DV3 1900000.00000000 PA USD 1910479.20000000 0.250051530897 Long DBT CORP US N 2 2022-02-15 Floating 3.05813000 N N N N N N PRICOA GLOBAL FUNDING 1 635400IBXEBMD9ADYA79 74153WCG2 1945000.00000000 PA USD 1955306.56000000 0.255918723795 Long DBT CORP US N 2 2020-11-24 Fixed 2.55000000 N N N N N N Reynolds Group Holdings Inc. 5493002QNV81KCX40V06 76173FAU1 436530.98250000 PA USD 437831.84000000 0.057305267635 Long LON CORP US N 2 2023-02-06 Floating 4.79350000 N N N N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 075887AW9 30000.00000000 PA USD 30298.08000000 0.003965539790 Long DBT CORP US N 2 2020-11-12 Fixed 3.25000000 N N N N N N HarborView Mortgage Loan Trust N/A 411640AB1 2835032.93000000 PA USD 2836944.59000000 0.371311207052 Long ABS-MBS CORP US N 2 2037-10-25 Floating 3.01838000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GYW7 2971.13000000 PA USD 2982.81000000 0.000390402683 Long ABS-MBS USGSE US N 2 2021-12-01 Fixed 5.00000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473QBH5 970000.00000000 PA USD 982978.50000000 0.128656349026 Long DBT CORP US N 2 2022-11-17 Fixed 2.65000000 N N N N N N Freddie Mac N/A 31283HZH1 78029.53000000 PA USD 88319.99000000 0.011559690735 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.50000000 N N N N N N Freddie Mac N/A 3128MMYK3 90331.92000000 PA USD 93459.52000000 0.012232373978 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 3.50000000 N N N N N N Nelnet Student Loan Trust N/A 64034TAA0 1900000.00000000 PA USD 1903157.80000000 0.249093275356 Long ABS-O CORP US N 2 2067-09-26 Floating 3.03863000 N N N N N N TCI-Flatiron CLO Ltd 549300EEOTVLW827QY91 87230AAE6 10000.00000000 PA USD 10004.77000000 0.001309466261 Long ABS-CBDO CORP KY N 2 2028-07-17 Floating 3.52325000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385QV90 4481.87000000 PA USD 4995.59000000 0.000653843772 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 6.50000000 N N N N N N DELTA AIR LINES 2002-1G1 N/A 247367AX3 567370.38068000 PA USD 600527.51000000 0.078599559325 Long DBT CORP US N 2 2023-01-02 Fixed 6.71800000 N N N N N N Residential Asset Mortgage Pro N/A 760985W80 13448.90000000 PA USD 14615.05000000 0.001912879044 Long ABS-MBS CORP US N 2 2031-11-25 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CYZ1 38857.27000000 PA USD 40600.42000000 0.005313953261 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 4.00000000 N N N N N N Vistra Operations Company LLC 549300ZH5GKBTJZ7NM23 87239PAD6 81775.37660000 PA USD 82133.14000000 0.010749929857 Long LON CORP US N 2 2023-08-04 Floating 4.04350000 N N N N N N New Century Home Equity Loan T N/A 64352VPK1 3471755.70000000 PA USD 3413755.09000000 0.446806584631 Long ABS-MBS CORP US N 2 2036-02-25 Floating 2.23838000 N N N N N N ALIMENTATION COUCHE-TARD 549300OSW32RVX8CCZ87 01626PAH9 640000.00000000 PA USD 666621.82000000 0.087250259840 Long DBT CORP CA N 2 2027-07-26 Fixed 3.55000000 N N N N N N Intelsat Jackson Holdings SA 8XJ8KF85PBKK1TLMFN29 4582079E9 225000.00000000 PA USD 230554.13000000 0.030175891557 Long LON CORP LU N 2 2024-01-02 Floating 6.62500000 N N N N N N New York Mortgage Trust N/A 649603AG2 1100661.71000000 PA USD 1106196.83000000 0.144783680877 Long ABS-MBS CORP US N 2 2036-02-25 Floating 2.49838000 N N N N N N COMM Mortgage Trust N/A 12591UAG8 25893238.69000000 PA USD 1090830.36000000 0.142772452831 Long ABS-MBS CORP US N 2 2047-03-10 Variable 1.36495600 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C4X9 3967090.49000000 PA USD 4190394.29000000 0.548456380617 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.50000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F0506B7 1700000.00000000 PA USD 1822054.65000000 0.238478154910 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 5.00000000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63861VAA5 730000.00000000 PA USD 750004.18000000 0.098163692851 Long DBT CORP GB N 2 2024-03-08 Floating 3.76600000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 000000000 660.00000000 NC USD -323043.02000000 -0.04228122541 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2019-12-31 142553043.02000000 USD -323043.02000000 N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAU9 172000.00000000 PA USD 177039.60000000 0.023171685412 Long DBT CORP US N 2 2026-02-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RHX0 81.90000000 PA USD 84.40000000 0.000011046626 Long ABS-MBS USGSE US N 2 2020-07-01 Fixed 4.50000000 N N N N N N EG GLOBAL FINANCE PLC 549300TL8Q5207VYET27 28228PAA9 382000.00000000 PA USD 374360.00000000 0.048997806993 Long DBT CORP GB N 2 2025-02-07 Fixed 6.75000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 96950FAJ3 480000.00000000 PA USD 491561.26000000 0.064337599484 Long DBT CORP US N 2 2022-08-15 Fixed 3.35000000 N N N N N N BERKSHIRE HATHAWAY INC 5493000C01ZX7D35SD85 084670BS6 55000.00000000 PA USD 58085.95000000 0.007602532768 Long DBT CORP US N 2 2026-03-15 Fixed 3.12500000 N N N N N N First Horizon Alternative Mort N/A 32051D6B3 132051.69000000 PA USD 132728.85000000 0.017372108598 Long ABS-MBS CORP US N 2 2034-09-25 Variable 4.05248800 N N N N N N US AIRWAYS 2012-1A PTT N/A 90345WAA2 387241.92697500 PA USD 432649.72000000 0.056627010034 Long DBT CORP US N 2 2024-10-01 Fixed 5.90000000 N N N N N N FANNIE MAE N/A 31359ADZ9 2114.64000000 PA USD 2328.81000000 0.000304804420 Long ABS-MBS USGSE US N 2 2023-05-25 Floating 8.41086200 N N N N N N RECKITT BENCKISER TSY 213800LAXWIUOOBZ3908 75625QAD1 1595000.00000000 PA USD 1624869.36000000 0.212669717092 Long DBT CORP GB N 2 2024-06-26 Fixed 2.75000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWZ3 355000.00000000 PA USD 387609.80000000 0.050731996391 Long DBT CORP US N 2 2029-05-01 Floating 4.22300000 N N N N N N GCO Education Loan Funding Tru BMMMD49PLG3NGJVYVM66 36156YAW1 779396.46000000 PA USD 743599.21000000 0.097325383513 Long ABS-MBS CORP US N 2 2046-08-27 Floating 2.66838000 N N N N N N Credit-Based Asset Servicing a N/A 12498NAD5 462437.42000000 PA USD 413525.46000000 0.054123946671 Long ABS-MBS CORP US N 2 2036-12-25 Variable 3.42813200 N N N N N N PACKAGING CORP OF AMERIC 549300XZP8MFZFY8TJ84 695156AS8 1450000.00000000 PA USD 1451265.34000000 0.189947694800 Long DBT CORP US N 2 2020-12-15 Fixed 2.45000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RAA5 665000.00000000 PA USD 674527.92000000 0.088285043369 Long DBT CORP US N 2 2022-02-07 Fixed 2.60000000 N N N N N N 2019-11-13 METROPOLITAN WEST FUNDS Eric Chan Eric Chan Senior Vice President