NPORT-P false 0001028621 XXXXXXXX S000001150 C000003070 C000003071 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 2019-12-31 N 800256566.94 25110257.79 775146309.15 0 0 0 0 0 0 0 0 0 0 1539459.17 20671939.67 0 169724 EUR USD N SAFINA LTD N/A 78657AAB5 4941332.75536500 PA USD 4939606.25000000 0.637248244839 Long DBT CORP KY N 2 2023-12-30 Fixed 2.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YV6 131965000.00000000 PA USD 130908250.67000000 16.88819892770 Long DBT UST US N 1 2024-11-30 Fixed 1.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746SK8 50000.00000000 PA USD 51052.64000000 0.006586194038 Long DBT CORP US N 2 2023-01-24 Fixed 3.06900000 N N N N N N AMERICAN AIRLINES 2013-2 N/A 02377UAB0 387355.15545700 PA USD 404002.79000000 0.052119552816 Long DBT CORP US N 2 2023-01-15 Fixed 4.95000000 N N N N N N DURRAH MSN 35603 N/A 266893AA4 2951114.00752000 PA USD 2926331.14000000 0.377519844377 Long DBT CORP KY N 2 2025-01-22 Fixed 1.68400000 N N N N N N KCP&L GREATER MISSOURI EZIFUDC0VSUS6T6LCG85 918005AT6 1995000.00000000 PA USD 2213279.05000000 0.285530489389 Long DBT CORP US N 2 2021-11-15 Fixed 8.27000000 N N N N N N Asset Backed Securities Corp H N/A 04541GNA6 483995.12000000 PA USD 481737.09000000 0.062147891864 Long ABS-MBS CORP US N 2 2034-12-25 Floating 2.76700000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDA5 131000.00000000 PA USD 138532.50000000 0.017871787347 Long DBT CORP US N 2 2027-11-01 Fixed 5.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q83V5 2514125.00000000 PA USD 2667162.55000000 0.344085048011 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.50000000 N N N N N N Credit-Based Asset Servicing a N/A 12464YAC3 1619488.70000000 PA USD 1279782.48000000 0.165102054269 Long ABS-MBS CORP US N 2 2037-04-25 Floating 2.04200000 N N N N N N Brazos Higher Education Author N/A 10620NCE6 650000.00000000 PA USD 649029.23000000 0.083729900063 Long ABS-MBS CORP US N 2 2035-02-25 Floating 3.10950000 N N N N N N Morgan Stanley Capital Inc N/A 61744CFQ4 205118.35000000 PA USD 204340.79000000 0.026361576851 Long ABS-MBS CORP US N 2 2034-07-25 Floating 2.72200000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TNS0 1099776.77000000 PA USD 1151543.61000000 0.148558226544 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LNVE8 60000.00000000 PA USD 65315.81000000 0.008426255692 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 3.71500000 N N N N N N SLM Student Loan Trust 5493007758ACJK074H95 78442GRX6 87452.74000000 PA USD 83489.53000000 0.010770809202 Long ABS-O CORP US N 2 2041-01-25 Floating 2.10963000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RHS4 1155000.00000000 PA USD 1222971.58000000 0.157772999182 Long DBT CORP US N 2 2025-07-15 Fixed 3.60000000 N N N N N N SS&C Technologies Inc N/A 78466DBE3 68137.79700000 PA USD 68694.48000000 0.008862130824 Long LON CORP LU N 2 2025-04-16 Floating 4.04938000 N N N N N N SOUTHWESTERN ELEC POWER R64UBJHEC74EB3HGQ410 845437BM3 955000.00000000 PA USD 977820.63000000 0.126146589160 Long DBT CORP US N 2 2022-02-15 Fixed 3.55000000 N N N N N N Navient Student Loan Trust N/A 63938EAC8 756780.09000000 PA USD 742909.67000000 0.095841218777 Long ABS-O CORP US N 2 2031-06-25 Floating 2.30200000 N N N N N N SPRINT SPECTRUM / SPEC I N/A 85208NAA8 1676500.00000000 PA USD 1693516.48000000 0.218477010083 Long DBT CORP US N 2 2021-09-20 Variable 3.36000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LJEB2 38515.09000000 PA USD 40052.79000000 0.005167126454 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 3.02000000 N N N N N N Gentiva Health Services Inc 549300STP29LPEN7S547 37249UAN6 29625.00000000 PA USD 29819.49000000 0.003846949878 Long LON CORP US N 2 2025-07-02 Floating 5.56250000 N N N N N N NEW YORK ST DORM AUTH ST PERSO 549300C8XO7EXTX2XU71 649902T29 70000.00000000 PA USD 82315.10000000 0.010619298450 Long DBT MUN US N 2 2030-03-15 Fixed 5.50000000 N N N N N N FHLMC Multifamily Structured P N/A 3137FBTD8 10000000.00000000 PA USD 842575.00000000 0.108698834020 Long ABS-MBS USGSE US N 2 2045-11-25 Variable 1.95354300 N N N N N N JP Morgan Chase Commercial Mor N/A 46641BAF0 14541216.45000000 PA USD 441581.84000000 0.056967547260 Long ABS-MBS CORP US N 2 2046-12-15 Variable 0.93557400 N N N N N N BAYER US FINANCE LLC 54930093Q75GSEM74I71 07274EAG8 1020000.00000000 PA USD 1050818.06000000 0.135563834542 Long DBT CORP US N 2 2024-10-08 Fixed 3.37500000 N N N N N N US AIRWAYS 2001-1G PASS N/A 90332UAN3 114896.91360000 PA USD 119493.65000000 0.015415625229 Long DBT CORP US N 2 2021-03-20 Fixed 7.07600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L9TB8 99868.35000000 PA USD 101928.53000000 0.013149585929 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 2.69000000 N N N N N N SES SA 5493008JPA4HYMH1HX51 78413HAA7 1500000.00000000 PA USD 1535028.93000000 0.198030863577 Long DBT CORP LU N 2 2023-04-04 Fixed 3.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GYW7 1127.18000000 PA USD 1132.76000000 0.000146134992 Long ABS-MBS USGSE US N 2 2021-12-01 Fixed 5.00000000 N N N N N N ANTHEM INC 8MYN82XMYQH89CTMTH67 94973VAX5 1995000.00000000 PA USD 2045809.86000000 0.263925640340 Long DBT CORP US N 2 2022-05-15 Fixed 3.12500000 N N N N N N Freddie Mac N/A 3128LXTX8 53588.20000000 PA USD 62643.56000000 0.008081514323 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.50000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XAJ3 35000.00000000 PA USD 35141.73000000 0.004533560901 Long DBT CORP US N 2 2020-03-01 Fixed 4.75000000 N N N N N N AMERICAN CAMPUS CMNTYS RDKVCX5HITZ2GPIR7153 024836AA6 50000.00000000 PA USD 52092.43000000 0.006720335165 Long DBT CORP US N 2 2023-04-15 Fixed 3.75000000 N N N N N N Freddie Mac N/A 31335HRZ8 165.70000000 PA USD 170.72000000 0.000022024229 Long ABS-MBS USGSE US N 2 2021-12-01 Fixed 6.50000000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807BM3 2510000.00000000 PA USD 2589951.48000000 0.334124209768 Long DBT CORP US N 2 2025-01-15 Fixed 2.93000000 N N N N N N COMM Mortgage Trust N/A 12591UAG8 25737734.98000000 PA USD 985078.35000000 0.127082892400 Long ABS-MBS CORP US N 2 2047-03-10 Variable 1.19613100 N N N N N N GCO Education Loan Funding Tru BMMMD49PLG3NGJVYVM66 36156YAW1 769269.86000000 PA USD 733834.41000000 0.094670438514 Long ABS-MBS CORP US N 2 2046-08-27 Floating 2.35800000 N N N N N N SYDNEY AIRPORT FINANCE 549300MJAANHLHOVTO40 87124VAE9 410000.00000000 PA USD 424225.93000000 0.054728497703 Long DBT CORP AU N 2 2025-04-30 Fixed 3.37500000 N N N N N N SLM Student Loan Trust 549300SSKEO0UXU85O97 78445RAA7 3432638.01000000 PA USD 3372939.63000000 0.435135869213 Long ABS-O CORP US N 2 2045-01-25 Floating 2.54200000 N N N N N N Structured Adjustable Rate Mor N/A 863579DE5 1025601.75000000 PA USD 992847.41000000 0.128085162540 Long ABS-MBS CORP US N 2 2034-10-25 Variable 4.05182600 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38374FGE8 17308.87000000 PA USD 19265.40000000 0.002485388857 Long ABS-MBS USGA US N 2 2023-11-26 Floating 10.71600000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AQ3 730000.00000000 PA USD 846844.95000000 0.109249691316 Long DBT CORP US N 2 2029-01-23 Fixed 4.75000000 N N N N N N Ameriquest Mortgage Securities N/A 03072STZ8 149486.57000000 PA USD 149899.42000000 0.019338209861 Long ABS-MBS CORP US N 2 2034-09-25 Floating 2.75200000 N N N N N N SLM Student Loan Trust 549300MTK92VF84VT259 78445JAA5 816827.93000000 PA USD 819531.14000000 0.105725993960 Long ABS-O CORP US N 2 2023-04-25 Floating 3.43963000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBH2 500000.00000000 PA USD 528132.88000000 0.068133315448 Long DBT CORP GB N 2 2024-01-16 Fixed 3.75000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AF6 30000.00000000 PA USD 32754.89000000 0.004225639677 Long DBT CORP US N 2 2023-11-01 Fixed 5.37500000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BX6 1145000.00000000 PA USD 1217039.99000000 0.157007777194 Long DBT CORP US N 2 2029-06-15 Fixed 4.12500000 N N N N N N RBSCF Trust N/A 74932QAA8 1170000.00000000 PA USD 1229631.45000000 0.158632175046 Long ABS-MBS CORP US N 2 2032-01-15 Variable 3.83360000 N N N N N N HEALTHCARE REALTY TRUST 549300CB86LH2IOKHH22 421946AJ3 1400000.00000000 PA USD 1470066.57000000 0.189650205728 Long DBT CORP US N 2 2025-05-01 Fixed 3.87500000 N N N N N N US AIRWAYS 2011-1A PTT N/A 903436AA1 536946.34830600 PA USD 606059.03000000 0.078186404662 Long DBT CORP US N 2 2023-10-22 Fixed 7.12500000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 36962GT95 1090000.00000000 PA USD 1243304.88000000 0.160396155580 Long DBT CORP US N 2 2026-01-05 Fixed 5.55000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912828YL8 6344164.75000000 PA USD 6384063.52000000 0.823594648473 Long DBT UST US N 2 2024-10-15 Fixed 0.12500000 N N N N N N LCM Ltd Partnership 549300PYL1KC7BYM8G75 50188QAJ0 50000.00000000 PA USD 50012.12000000 0.006451958734 Long ABS-CBDO CORP KY N 2 2027-07-15 Floating 3.24088000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TC29 2431429.17000000 PA USD 2611544.82000000 0.336909921284 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 5.00000000 N N N N N N SLM Student Loan Trust 549300MTK92VF84VT259 78445JAB3 1885000.00000000 PA USD 1901346.48000000 0.245288722600 Long ABS-O CORP US N 2 2083-10-25 Floating 4.18963000 N N N N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 075887AW9 30000.00000000 PA USD 30291.05000000 0.003907784845 Long DBT CORP US N 2 2020-11-12 Fixed 3.25000000 N N N N N N Freddie Mac N/A 31283K3Q9 1.24000000 PA USD 1.24000000 0.000000159969 Long ABS-MBS USGSE US N 2 2020-03-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L7GK6 2000000.00000000 PA USD 2123063.74000000 0.273892001411 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 3.32000000 N N N N N N Higher Education Funding N/A 429827AY4 1173323.90400000 PA USD 1173840.81000000 0.151434741563 Long ABS-MBS CORP US N 2 2034-05-25 Floating 2.95950000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AJ8 685000.00000000 PA USD 751917.75000000 0.097003332290 Long DBT CORP US N 2 2025-06-01 Fixed 5.25000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NBR1 45000.00000000 PA USD 46002.28000000 0.005934657684 Long DBT CORP US N 2 2023-03-01 Fixed 2.75000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746SH5 1810000.00000000 PA USD 1856669.66000000 0.239525059731 Long DBT CORP US N 2 2026-10-23 Fixed 3.00000000 N N N N N N Structured Receivables Finance N/A 86365FAC8 517896.62000000 PA USD 599952.68000000 0.077398637253 Long ABS-O CORP US N 2 2046-01-16 Fixed 7.61400000 N N N N N N SLM Student Loan Trust 549300Y3YMECZJOAL893 78442GLB0 184916.06000000 PA USD 171144.82000000 0.022079034368 Long ABS-O CORP US N 2 2039-07-25 Floating 2.40963000 N N N N N N HarborView Mortgage Loan Trust N/A 411640AB1 2724863.82000000 PA USD 2712676.05000000 0.349956649213 Long ABS-MBS CORP US N 2 2037-10-25 Floating 2.79200000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHC6 1871000.00000000 PA USD 1915599.16000000 0.247127430962 Long DBT CORP US N 2 2023-12-20 Fixed 3.00400000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAD4 1000000.00000000 PA USD 1001669.81000000 0.129223321865 Long DBT CORP US N 2 2023-01-15 Fixed 2.25000000 N N N N N N UBS-Barclays Commercial Mortga N/A 90269CAH3 37855823.99000000 PA USD 1036681.74000000 0.133740137540 Long ABS-MBS CORP US N 2 2063-05-10 Variable 1.30847500 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2H5 3275000.00000000 PA USD 3280315.13000000 0.423186576686 Long DBT CORP US N 2 2025-10-30 Fixed 2.40600000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AZ0 43000.00000000 PA USD 48025.63000000 0.006195685825 Long DBT CORP US N 2 2029-02-01 Fixed 6.50000000 N N N N N N SLM Student Loan Trust 549300SRMXHPGI3BJ386 78444YAE5 2235000.00000000 PA USD 2200113.89000000 0.283832079702 Long ABS-O CORP US N 2 2073-07-25 Floating 3.78963000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404R3R6 113827.79000000 PA USD 125758.37000000 0.016223823620 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.00000000 N N N N N N Fannie Mae N/A 3136B2TU6 194929.61000000 PA USD 201207.90000000 0.025957409281 Long ABS-MBS USGSE US N 2 2047-01-25 Fixed 3.50000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAY9 1100000.00000000 PA USD 1221156.83000000 0.157538882090 Long DBT CORP US N 2 2025-08-15 Fixed 5.50000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BF8 885000.00000000 PA USD 953292.60000000 0.122982279441 Long DBT CORP US N 2 2027-03-15 Fixed 3.95000000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 912796WT2 5000000.00000000 PA USD 4990306.25000000 0.643788945531 Long DBT UST US N 1 2020-02-18 None 0.00000000 N N N N N N Magnetite CLO Ltd 549300BDVLRWS2SODX97 55953TAJ6 50000.00000000 PA USD 49990.83000000 0.006449212156 Long ABS-CBDO CORP KY N 2 2028-11-15 Floating 2.98988000 N N N N N N Homebanc Mortgage Trust N/A 43739EBS5 53956.79000000 PA USD 54760.50000000 0.007064537282 Long ABS-MBS CORP US N 2 2035-10-25 Floating 2.06200000 N N N N N N WRKCO INC 549300JEB576INN13W07 92940PAB0 730000.00000000 PA USD 804100.75000000 0.103735351701 Long DBT CORP US N 2 2026-03-15 Fixed 4.65000000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 929227ZC3 5370.04000000 PA USD 5481.32000000 0.000707133599 Long ABS-MBS CORP US N 2 2033-01-25 Variable 4.10039300 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RCN0 325000.00000000 PA USD 340619.25000000 0.043942575224 Long DBT CORP US N 2 2025-05-15 Fixed 3.40000000 N N N N N N JP Morgan Mortgage Trust N/A 46630UAM6 197185.83000000 PA USD 193823.99000000 0.025004826535 Long ABS-MBS CORP US N 2 2037-05-25 Variable 4.16526100 N N N N N N Freddie Mac N/A 31297NTT3 36888.30000000 PA USD 41542.81000000 0.005359350810 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N Freddie Mac N/A 31283HZH1 74032.11000000 PA USD 83409.92000000 0.010760538883 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.50000000 N N N N N N CHURCHILL DOWNS INC 529900FODTBQC8MIS994 171484AG3 301000.00000000 PA USD 319436.28000000 0.041209804681 Long DBT CORP US N 2 2027-04-01 Fixed 5.50000000 N N N N N N LCM Ltd Partnership 549300VQTTD2PAP2Y421 50188WAE8 1700000.00000000 PA USD 1698215.00000000 0.219083156296 Long ABS-CBDO CORP KY N 2 2027-10-20 Floating 3.00588000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAF6 170000.00000000 PA USD 158308.33000000 0.020423025708 Long DBT CORP US N 2 2027-10-01 Fixed 3.90000000 N N N N N N Mid-State Trust N/A 59549WAA1 641165.91000000 PA USD 676181.65000000 0.087232776834 Long ABS-O CORP US N 2 2038-07-15 Fixed 4.86400000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397ZM8 1330000.00000000 PA USD 1402079.02000000 0.180879274460 Long DBT CORP US N 2 2022-01-07 Fixed 5.59600000 N N N N N N Fannie Mae N/A 31359ADZ9 1913.80000000 PA USD 2089.99000000 0.000269625227 Long ABS-MBS USGSE US N 2 2023-05-25 Floating 8.68754800 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DGV8 3845866.24000000 PA USD 3876579.52000000 0.500109395379 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390TVV8 2803.83000000 PA USD 3323.59000000 0.000428769376 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 7.00000000 N N N N N N DUQUESNE LIGHT HOLDINGS 4CUJ1D8WDXK9X7QI6B93 266233AC9 1843000.00000000 PA USD 1891717.86000000 0.244046554523 Long DBT CORP US N 2 2020-09-15 Fixed 6.40000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397YS6 1095000.00000000 PA USD 1093668.81000000 0.141091919949 Long DBT CORP US N 2 2020-11-02 Fixed 2.34300000 N N N N N N Structured Asset Mortgage Inve N/A 86360KAX6 2131321.42000000 PA USD 1432838.16000000 0.184847446615 Long ABS-MBS CORP US N 2 2036-05-25 Variable 3.68693700 N N N N N N ANALOG DEVICES INC GYVOE5EZ4GDAVTU4CQ61 032654AQ8 30000.00000000 PA USD 30042.56000000 0.003875727671 Long DBT CORP US N 2 2020-03-12 Fixed 2.85000000 N N N N N N Indymac Manufactured Housing C N/A 22540AFG8 100011.49000000 PA USD 102800.63000000 0.013262093721 Long ABS-O CORP US N 2 2028-09-25 Fixed 6.49000000 N N N N N N Fannie Mae N/A 3136B1Z72 1043609.76000000 PA USD 1059854.90000000 0.136729658322 Long ABS-MBS USGSE US N 2 2048-06-25 Fixed 3.00000000 N N N N N N JP Morgan Chase Commercial Mor N/A 46651EAA2 740000.00000000 PA USD 775843.71000000 0.100089970221 Long ABS-MBS CORP US N 2 2039-06-05 Fixed 3.39730000 N N N N N N NEW YORK CITY NY TRANSITIONAL N/A 64971MT44 1465000.00000000 PA USD 1730545.90000000 0.223254097913 Long DBT MUN US N 2 2027-05-01 Fixed 5.26700000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AK5 325000.00000000 PA USD 369759.81000000 0.047701937767 Long DBT CORP US N 2 2028-06-01 Fixed 5.75000000 N N N N N N Fannie Mae N/A 3136B3SX9 1271388.74000000 PA USD 1310681.01000000 0.169088208835 Long ABS-MBS USGSE US N 2 2047-05-25 Fixed 4.00000000 N N N N N N VENTAS REALTY LP/CAP CRP N/A 92276MAZ8 40000.00000000 PA USD 41090.70000000 0.005301025047 Long DBT CORP US N 2 2022-08-15 Fixed 3.25000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397ZH9 385000.00000000 PA USD 392240.72000000 0.050602152828 Long DBT CORP US N 2 2021-10-12 Fixed 3.81300000 N N N N N N Freddie Mac N/A 31283HWH4 250353.65000000 PA USD 301019.87000000 0.038833942243 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 7.50000000 N N N N N N Fidelity Government Portfolio N/A 316175108 185286.18000000 NS USD 185286.18000000 0.023903381569 Long STIV RF US N 1 N N N FHLMC Multifamily Structured P N/A 3137A8PR3 18028221.51000000 PA USD 400286.91000000 0.051640174928 Long ABS-MBS USGSE US N 2 2041-01-25 Variable 2.25224100 N N N N N N Freddie Mac N/A 3128MEX22 37920.60000000 PA USD 38534.52000000 0.004971257625 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 2.50000000 N N N N N N Morgan Stanley Capital Inc N/A 61744CYA8 376535.38000000 PA USD 376191.30000000 0.048531650806 Long ABS-MBS CORP US N 2 2035-12-25 Floating 2.09200000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FAE8 290000.00000000 PA USD 290161.99000000 0.037433189912 Long DBT CORP US N 2 2020-06-12 Fixed 2.10000000 N N N N N N PRICOA GLOBAL FUNDING 1 635400IBXEBMD9ADYA79 74153WCG2 1945000.00000000 PA USD 1956343.12000000 0.252383723808 Long DBT CORP US N 2 2020-11-24 Fixed 2.55000000 N N N N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 075887BT5 820000.00000000 PA USD 832792.00000000 0.107436749703 Long DBT CORP US N 2 2022-06-06 Fixed 2.89400000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GCY4 312000.00000000 PA USD 327178.80000000 0.042208650952 Long DBT CORP US N 2 2026-01-01 Fixed 4.87500000 N N N N N N Global SC Finance SRL N/A 37952UAE3 767708.33000000 PA USD 767302.29000000 0.098988059536 Long ABS-O CORP BB N 2 2029-07-17 Fixed 3.09000000 N N N N N N BERRY PREFERRED STOCK N/A 000000000 8014.00000000 NS USD 28049.00000000 0.003618542676 Long EC CORP US N 3 N N N NORTHWEST AIR 2001-1 A1 N/A 667294AW2 869457.02241300 PA USD 946542.82000000 0.122111504476 Long DBT CORP US N 2 2022-04-01 Fixed 7.04100000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CZ1 30000.00000000 PA USD 35607.51000000 0.004593650202 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N Indymac Manufactured Housing C N/A 22540ABD9 24073.39000000 PA USD 24309.64000000 0.003136135683 Long ABS-O CORP US N 2 2028-02-25 Fixed 6.75000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BQ1 206000.00000000 PA USD 230763.98000000 0.029770377188 Long DBT CORP US N 2 2025-04-15 Fixed 5.25000000 N N N N N N Frontier Communications Corporation 549300ZCZ76HYCS0H445 35906EAJ9 523657.28900000 PA USD 527330.74000000 0.068029833048 Long LON CORP US N 2 2024-06-17 Floating 5.55000000 N N N N N N SLM Student Loan Trust 549300MHMWVKFEDI8G73 784442AD7 185000.00000000 PA USD 177498.53000000 0.022898713172 Long ABS-O CORP US N 2 2083-01-25 Floating 3.13963000 N N N N N N HEALTHCARE REALTY TRUST 549300CB86LH2IOKHH22 421946AH7 25000.00000000 PA USD 25829.04000000 0.003332150291 Long DBT CORP US N 2 2023-04-15 Fixed 3.75000000 N N N N N N SIEMENS FINANCIERINGSMAT TAFO772JB70PDRN5VS48 82620KAK9 1275000.00000000 PA USD 1272405.38000000 0.164150350066 Long DBT CORP NL N 2 2023-09-15 Fixed 2.00000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAH8 750000.00000000 PA USD 781959.58000000 0.100878965786 Long DBT CORP IE N 2 2021-12-16 Fixed 4.45000000 N N N N N N Navient Student Loan Trust N/A 63938QAA5 1690097.64000000 PA USD 1646478.08000000 0.212408684730 Long ABS-O CORP US N 2 2083-03-25 Floating 2.41200000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397YM9 850000.00000000 PA USD 849548.52000000 0.109598473213 Long DBT CORP US N 2 2020-06-12 Fixed 2.42500000 N N N N N N ENTERGY CORP 4XM3TW50JULSLG8BNC79 29364GAH6 955000.00000000 PA USD 995764.27000000 0.128461460532 Long DBT CORP US N 2 2022-07-15 Fixed 4.00000000 N N N N N N SLC Student Loan Trust 25490083RPF52FIUZ551 784423AH8 151002.91000000 PA USD 135407.37000000 0.017468620878 Long ABS-O CORP US N 2 2031-08-15 Floating 2.19988000 N N N N N N Residential Asset Securitizati N/A 45660LAP4 21018.72000000 PA USD 21332.22000000 0.002752024972 Long ABS-MBS CORP US N 2 2034-12-25 Variable 4.24626700 N N N N N N Mid-State Trust 5493001662PV30WKJE68 59560UAA9 277732.06000000 PA USD 298439.51000000 0.038501055410 Long ABS-O CORP US N 2 2037-08-15 Fixed 6.00500000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 96950FAJ3 480000.00000000 PA USD 492559.10000000 0.063544016682 Long DBT CORP US N 2 2022-08-15 Fixed 3.35000000 N N N N N N Brazos Higher Education Author N/A 10620NCL0 1030000.00000000 PA USD 1029107.53000000 0.132763004590 Long ABS-MBS CORP US N 2 2036-10-27 Floating 2.93963000 N N N N N N BROOKLYN UNION GAS CO 83BQ1DXS6VA5GZFK8S35 114259AN4 2555000.00000000 PA USD 2676324.43000000 0.345267002939 Long DBT CORP US N 2 2026-03-10 Fixed 3.40700000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122BP2 500000.00000000 PA USD 535675.16000000 0.069106329176 Long DBT CORP US N 2 2027-11-15 Fixed 3.45000000 N N N N N N DELTA AIR LINES 2002-1G1 N/A 247367AX3 567370.38068000 PA USD 606247.28000000 0.078210690400 Long DBT CORP US N 2 2023-01-02 Fixed 6.71800000 N N N N N N PARK AEROSPACE HOLDINGS 635400CPI3EOIFF6OC33 70014LAC4 1010000.00000000 PA USD 1063246.49000000 0.137167200236 Long DBT CORP IE N 2 2023-03-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RHX0 30.10000000 PA USD 31.09000000 0.000004010855 Long ABS-MBS USGSE US N 2 2020-07-01 Fixed 4.50000000 N N N N N N MIDAMERICAN ENERGY CO NINLOILYRTLIMK26MZ18 595620AQ8 45000.00000000 PA USD 46967.20000000 0.006059139990 Long DBT CORP US N 2 2027-05-01 Fixed 3.10000000 N N N N N N Lamar Media Corp N/A 513076AZ2 196500.00000000 PA USD 197973.75000000 0.025540178371 Long LON CORP US N 2 2025-03-14 Floating 3.56250000 N N N N N N Wells Fargo Commercial Mortgag 549300DT2BKPLXAJ4C66 94989CBA8 35421286.52000000 PA USD 1794817.84000000 0.231545686125 Long ABS-MBS CORP US N 2 2048-02-15 Variable 1.20844800 N N N N N N ALIMENTATION COUCHE-TARD 549300OSW32RVX8CCZ87 01626PAH9 640000.00000000 PA USD 658651.33000000 0.084971227009 Long DBT CORP CA N 2 2027-07-26 Fixed 3.55000000 N N N N N N Avolon TLB Borrower 1 (US) LLC 635400O84AGITYFZQB55 05400KAE0 95107.52000000 PA USD 95820.83000000 0.012361644359 Long LON CORP US N 2 2025-01-15 Floating 3.51463000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AJ5 1081000.00000000 PA USD 1204304.05000000 0.155364740279 Long DBT CORP US N 2 2024-05-15 Fixed 5.75000000 N N N N N N Bayview Commercial Asset Trust N/A 07324SAX0 371555.25000000 PA USD 369924.90000000 0.047723235682 Long ABS-MBS CORP US N 2 2035-01-25 Floating 2.34700000 N N N N N N NATIONWIDE MUTUAL INSURA Z7LVXXWM8HZPKF5T2355 638671AJ6 1212000.00000000 PA USD 1207455.00000000 0.155771237732 Long DBT CORP US N 2 2024-12-15 Floating 4.18363000 N N N N N N Colony American Finance Ltd N/A 21872FAB3 5960599.21000000 PA USD 541480.20000000 0.069855225214 Long ABS-O CORP US N 2 2052-03-15 Variable 2.16420100 N N N N N N PIEDMONT OPERATING PARTN 549300WKGDPAS39FBD10 720198AC4 1210000.00000000 PA USD 1240343.48000000 0.160014111575 Long DBT CORP US N 2 2023-06-01 Fixed 3.40000000 N N N N N N Mid-State Trust 5493001662PV30WKJE68 59560UAB7 272286.33000000 PA USD 287291.02000000 0.037062812092 Long ABS-O CORP US N 2 2037-08-15 Fixed 6.49700000 N N N N N N Brazos Higher Education Author N/A 10620NCG1 28443.93000000 PA USD 28452.14000000 0.003670550922 Long ABS-MBS CORP US N 2 2030-02-25 Floating 2.70950000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 000000000 350.00000000 NC USD -131122.57000000 -0.01691584781 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2020-03-31 41644405.57 USD -131122.57 N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162BN9 50000.00000000 PA USD 51686.15000000 0.006667921834 Long DBT CORP US N 2 2022-05-15 Fixed 3.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404CF54 26393.76000000 PA USD 27609.20000000 0.003561805000 Long ABS-MBS USGSE US N 2 2034-03-01 Floating 3.65300000 N N N N N N 321 Henderson Receivables LLC 549300LO0ZO1XMWP1R84 46618AAA2 831219.53000000 PA USD 866848.26000000 0.111830276396 Long ABS-O CORP US N 2 2073-01-17 Fixed 3.61000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HRHU0 1950000.00000000 PA USD 2161929.71000000 0.278906018706 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 3.82000000 N N N N N N FHLMC Multifamily Structured P N/A 3137BS6G3 25000000.00000000 PA USD 841537.50000000 0.108564988321 Long ABS-MBS USGSE US N 2 2025-09-25 Variable 0.65342400 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411YL27 517.57000000 PA USD 536.30000000 0.000069186938 Long ABS-MBS USGSE US N 2 2037-05-01 Floating 4.56500000 N N N N N N Credit-Based Asset Servicing a N/A 12498NAD5 444084.61000000 PA USD 387464.98000000 0.049986044624 Long ABS-MBS CORP US N 2 2036-12-25 Variable 3.31877700 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAJ4 50000.00000000 PA USD 54024.82000000 0.006969628747 Long DBT CORP GB N 2 2024-11-15 Fixed 4.79600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LCTN5 2351068.06000000 PA USD 2523675.34000000 0.325574063916 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 3.46000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAL7 2600000.00000000 PA USD 2840506.01000000 0.366447724316 Long DBT CORP US N 2 2028-12-15 Fixed 4.37500000 N N N N N N IHS MARKIT LTD 549300HLPTRASHS0E726 44962LAB3 300000.00000000 PA USD 328473.00000000 0.042375612980 Long DBT CORP GB N 2 2025-02-15 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LFCY2 49800.06000000 PA USD 49686.92000000 0.006410005364 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 2.76000000 N N N N N N SLM Student Loan Trust 549300R59P5DXM48DO55 78445GAE3 185000.00000000 PA USD 186157.97000000 0.024015849369 Long ABS-O CORP US N 2 2075-10-25 Floating 4.18963000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NAY4 219000.00000000 PA USD 223927.50000000 0.028888417239 Long DBT CORP US N 2 2022-08-01 Fixed 3.87500000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAA9 130000.00000000 PA USD 131610.47000000 0.016978790771 Long DBT CORP US N 2 2021-04-15 Fixed 3.12500000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397VU4 1555000.00000000 PA USD 1628376.44000000 0.210073430109 Long DBT CORP US N 2 2021-08-02 Fixed 5.87500000 N N N N N N HEALTHCARE TRUST OF AMER 549300IYGAS4GE6VDL07 42225UAB0 920000.00000000 PA USD 952070.51000000 0.122824620173 Long DBT CORP US N 2 2023-04-15 Fixed 3.70000000 N N N N N N Banc of America Funding Corpor N/A 05990TBD8 606894.30000000 PA USD 606984.85000000 0.078305842759 Long ABS-MBS CORP US N 2 2036-03-27 Floating 2.00700000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46644RBB0 39038595.84000000 PA USD 904649.19000000 0.116706895114 Long ABS-MBS CORP US N 2 2048-05-15 Variable 0.76201900 N N N N N N BAE SYSTEMS HOLDINGS INC MF62XBVMNYTYMC18DL76 05523UAK6 630000.00000000 PA USD 664345.02000000 0.085705758017 Long DBT CORP US N 2 2024-10-07 Fixed 3.80000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38143U8H7 20000.00000000 PA USD 21186.01000000 0.002733162726 Long DBT CORP US N 2 2026-02-25 Fixed 3.75000000 N N N N N N ELANCO ANIMAL HEALTH INC 549300SHPNDCE059M934 28414HAF0 1000000.00000000 PA USD 1026173.05000000 0.132384433478 Long DBT CORP US N 2 2021-08-27 Fixed 3.91200000 N N N N N N SPRINT COMMUNICATIONS 549300JKU50UT08ZWD77 852061AQ3 534000.00000000 PA USD 537476.34000000 0.069338695631 Long DBT CORP US N 2 2020-03-01 Fixed 7.00000000 N N N N N N Dryden Senior Loan Fund N/A 26252HAA0 1715000.00000000 PA USD 1715031.30000000 0.221252591898 Long ABS-CBDO CORP KY N 2 2029-01-15 Floating 3.15088000 N N N N N N BX Trust N/A 05606FAA1 375000.00000000 PA USD 385713.08000000 0.049760035679 Long ABS-MBS CORP US N 2 2041-12-09 Fixed 3.20200000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAU9 172000.00000000 PA USD 176405.35000000 0.022757684312 Long DBT CORP US N 2 2026-02-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LNT68 60000.00000000 PA USD 65742.94000000 0.008481358838 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 3.77000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225DCE2 21365.68000000 PA USD 22210.25000000 0.002865297781 Long ABS-MBS USGA US N 2 2034-07-20 Floating 3.25000000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63861VAD9 390000.00000000 PA USD 401354.23000000 0.051777867644 Long DBT CORP GB N 2 2023-04-26 Fixed 3.62200000 N N N N N N FHLMC Multifamily Structured P N/A 3137FJZ93 1920000.00000000 PA USD 2105919.07000000 0.271680203484 Long ABS-MBS USGSE US N 2 2028-10-25 Variable 3.78000000 N N N N N N Residential Asset Mortgage Pro N/A 76112BX21 2448375.00000000 PA USD 2405711.45000000 0.310355789817 Long ABS-MBS CORP US N 2 2036-01-25 Floating 2.09200000 N N N N N N SLC Student Loan Trust 5493007QNQ56NU0MGE13 78444LAD5 332691.84000000 PA USD 337327.44000000 0.043517905718 Long ABS-O CORP US N 2 2032-12-15 Floating 3.49363000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CYZ1 34363.97000000 PA USD 35905.73000000 0.004632122939 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TLT0 1338114.53000000 PA USD 1401104.08000000 0.180753499495 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 4.00000000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 36962GXZ2 1700000.00000000 PA USD 2185650.75000000 0.281966220338 Long DBT CORP US N 2 2032-03-15 Fixed 6.75000000 N N N N N N JP Morgan Mortgage Acquisition N/A 46629TAG5 3745000.00000000 PA USD 3674023.26000000 0.473978037001 Long ABS-MBS CORP US N 2 2036-07-25 Floating 2.08200000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCJ3 1000000.00000000 PA USD 1019192.75000000 0.131483919612 Long DBT CORP US N 2 2021-04-09 Fixed 3.55000000 N N N N N N COMM Mortgage Trust N/A 12591VAF8 22729195.25000000 PA USD 808536.57000000 0.104307607538 Long ABS-MBS CORP US N 2 2047-04-10 Variable 0.97820700 N N N N N N FHLMC Multifamily Structured P N/A 3137AYCG4 15975000.00000000 PA USD 756147.07000000 0.097548947995 Long ABS-MBS USGSE US N 2 2040-11-25 Variable 1.75113100 N N N N N N Fannie Mae or Freddie Mac N/A 01F022618 1925000.00000000 PA USD 1903569.32000000 0.245575486528 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 2.50000000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 36962G2T0 1000000.00000000 PA USD 1010069.60000000 0.130306961160 Long DBT CORP US N 2 2020-05-04 Fixed 5.55000000 N N N N N N Berry Global Inc 549300AP2Q7ERHX6RI89 08579JBC5 248750.00000000 PA USD 249769.88000000 0.032222288495 Long LON CORP US N 2 2026-07-01 Floating 4.21513000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385QV90 4213.34000000 PA USD 4678.70000000 0.000603589276 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 6.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GVP6 1275000.00000000 PA USD 1281147.50000000 0.165278152637 Long DBT CORP US N 2 2020-09-15 Fixed 2.75000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XAU8 1170000.00000000 PA USD 1169942.82000000 0.150931870046 Long DBT CORP US N 2 2020-01-15 Fixed 2.12500000 N N N N N N SUNOCO LOGISTICS PARTNER 5493006LL0CKP8WQW329 86765BAL3 105000.00000000 PA USD 106915.86000000 0.013792990915 Long DBT CORP US N 2 2023-01-15 Fixed 3.45000000 N N N N N N Citigroup Commercial Mortgage N/A 17323CAG2 14391482.09000000 PA USD 768583.58000000 0.099153356073 Long ABS-MBS CORP US N 2 2048-02-10 Variable 1.36384800 N N N N N N ENCOMPASS HEALTH CORP 549300FVRPM9DRQZRG64 29261AAB6 328000.00000000 PA USD 340906.80000000 0.043979671447 Long DBT CORP US N 2 2030-02-01 Fixed 4.75000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HHP8 95000.00000000 PA USD 96535.40000000 0.012453829536 Long DBT CORP US N 2 2022-01-24 Fixed 2.62500000 N N N N N N Bear Stearns Alt-A Trust N/A 07386HNU1 2487995.61000000 PA USD 2482798.31000000 0.320300603988 Long ABS-MBS CORP US N 2 2035-01-25 Floating 2.72200000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CAS4 30000.00000000 PA USD 30169.96000000 0.003892163278 Long DBT CORP US N 2 2026-09-01 Fixed 2.65000000 N N N N N N MET TRANSPRTN AUTH NY REVENUE 5493000TKYODLXADQD60 59259YCA5 25000.00000000 PA USD 32188.25000000 0.004152538639 Long DBT MUN US N 2 2031-11-15 Fixed 6.54800000 N N N N N N SLM Student Loan Trust 549300JQFJDGC1WO7674 78445CAD4 2187132.88000000 PA USD 2174079.85000000 0.280473482791 Long ABS-O CORP US N 2 2023-07-25 Floating 3.03963000 N N N N N N Hudson Yards N/A 44421GAA1 760000.00000000 PA USD 793238.22000000 0.102333999483 Long ABS-MBS CORP US N 2 2039-07-10 Fixed 3.22800000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBW8 1960000.00000000 PA USD 1996485.79000000 0.257562445493 Long DBT CORP US N 2 2029-11-21 Fixed 3.20000000 N N N N N N First Horizon Alternative Mort N/A 32051D6B3 114529.90000000 PA USD 114980.16000000 0.014833349348 Long ABS-MBS CORP US N 2 2034-09-25 Variable 4.06057500 N N N N N N HOLOGIC INC 549300DYP6F5ZJL0LB74 436440AM3 60000.00000000 PA USD 63750.00000000 0.008224253827 Long DBT CORP US N 2 2028-02-01 Fixed 4.62500000 N N N N N N MASTR Seasoned Securitization N/A 55265WBD4 10213.78000000 PA USD 10572.18000000 0.001363894773 Long ABS-MBS CORP US N 2 2032-10-25 Variable 4.46573100 N N N N N N FHLMC Multifamily Structured P N/A 3137BGK40 12000000.00000000 PA USD 878258.40000000 0.113302274632 Long ABS-MBS USGSE US N 2 2043-02-25 Variable 1.63515000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63861VAA5 730000.00000000 PA USD 756168.72000000 0.097551741016 Long DBT CORP GB N 2 2024-03-08 Fixed 3.76600000 N N N N N N Merrill Lynch First Franklin M N/A 59024VAH2 845608.48000000 PA USD 693789.46000000 0.089504323481 Long ABS-MBS CORP US N 2 2037-06-25 Floating 2.04200000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBD6 385000.00000000 PA USD 390552.95000000 0.050384417159 Long DBT CORP US N 2 2037-08-15 Fixed 4.39000000 N N N N N N RANGE RESOURCES CORP H3Y3WLYCX0BTO1TRW162 75281AAS8 225000.00000000 PA USD 192937.50000000 0.024890462319 Long DBT CORP US N 2 2025-05-15 Fixed 4.87500000 N N N N N N Conseco Financial Corp N/A 393505K27 150871.39000000 PA USD 155649.19000000 0.020079975633 Long ABS-O CORP US N 2 2030-06-01 Variable 6.66000000 N N N N N N TUCSON ELECTRIC POWER CO YLF139GXSRKPBBTNZL03 898813AL4 595000.00000000 PA USD 618298.66000000 0.079765413664 Long DBT CORP US N 2 2023-03-15 Fixed 3.85000000 N N N N N N SS&C Technologies Inc 549300KY09TR3J12JU49 78466DBD5 98273.40260000 PA USD 99076.30000000 0.012781625717 Long LON CORP US N 2 2025-04-16 Floating 4.04938000 N N N N N N IndyMac INDX Mortgage Loan Tru N/A 45660N2J3 36722.19000000 PA USD 35705.18000000 0.004606250404 Long ABS-MBS CORP US N 2 2034-11-25 Floating 2.59200000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 233851DV3 1900000.00000000 PA USD 1915245.94000000 0.247081862790 Long DBT CORP US N 2 2022-02-15 Floating 2.80988000 N N N N N N ENRGY TRANS PT/REG FIN N/A 75886AAQ1 130000.00000000 PA USD 137837.10000000 0.017782075251 Long DBT CORP US N 2 2022-10-01 Fixed 5.00000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406FAA1 1076000.00000000 PA USD 1084026.21000000 0.139847948342 Long DBT CORP US N 2 2021-04-15 Fixed 2.50000000 N N N N N N BACARDI LTD 549300R32WTQNHNN5055 067316AF6 740000.00000000 PA USD 807319.58000000 0.104150606210 Long DBT CORP BM N 2 2028-05-15 Fixed 4.70000000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 64952WCX9 50000.00000000 PA USD 51879.39000000 0.006692851322 Long DBT CORP US N 2 2028-01-10 Fixed 3.00000000 N N N N N N Freddie Mac N/A 3128MBN29 46214.34000000 PA USD 48112.40000000 0.006206879840 Long ABS-MBS USGSE US N 2 2022-11-01 Fixed 6.00000000 N N N N N N Citigroup Mortgage Loan Trust 549300R1KUK063S4I339 17307GDP0 24089.74000000 PA USD 23632.76000000 0.003048812813 Long ABS-MBS CORP US N 2 2034-02-25 Variable 3.97734400 N N N N N N COMM Mortgage Trust 549300NGGFIEJ2ER3D22 12625KAF2 41976213.14000000 PA USD 504579.27000000 0.065094713610 Long ABS-MBS CORP US N 2 2046-06-10 Variable 0.42445500 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YT1 58875000.00000000 PA USD 58804855.74000000 7.586291135731 Long DBT UST US N 1 2021-11-30 Fixed 1.50000000 N N N N N N MASTR Adjustable Rate Mortgage N/A 576433GH3 78851.73000000 PA USD 79791.14000000 0.010293687663 Long ABS-MBS CORP US N 2 2034-01-25 Variable 3.93465200 N N N N N N BROADCOM CRP / CAYMN FI N/A 11134LAB5 1785000.00000000 PA USD 1785107.37000000 0.230292958752 Long DBT CORP US N 2 2020-01-15 Fixed 2.37500000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XBV7 50000.00000000 PA USD 50064.72000000 0.006458744550 Long DBT CORP US N 2 2020-04-13 Fixed 2.65000000 N N N N N N SPECTRA ENERGY PARTNERS 2HKVXE7U4NF5B6UGSU72 84756NAD1 1500000.00000000 PA USD 1636053.38000000 0.211063816041 Long DBT CORP US N 2 2024-03-15 Fixed 4.75000000 N N N N N N TCI-Flatiron CLO Ltd 549300EEOTVLW827QY91 87230AAE6 10000.00000000 PA USD 10003.50000000 0.001290530559 Long ABS-CBDO CORP KY N 2 2028-07-17 Floating 3.22213000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AC1 294000.00000000 PA USD 319533.90000000 0.041222398433 Long DBT CORP US N 2 2027-08-15 Fixed 5.75000000 N N N N N N Fanniemae-Aces N/A 3136AMM71 88573432.25000000 PA USD 597286.08000000 0.077054624778 Long ABS-MBS USGSE US N 2 2022-07-25 Variable 0.38751300 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179U3S9 3828365.49000000 PA USD 3878750.80000000 0.500389507659 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 3.00000000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 233851DB7 30000.00000000 PA USD 30302.02000000 0.003909200062 Long DBT CORP US N 2 2021-02-22 Fixed 3.00000000 N N N N N N American Money Management Corp 549300MYS7FLQJZMYD18 00176PAJ1 920000.00000000 PA USD 920012.19000000 0.118688843530 Long ABS-CBDO CORP KY N 2 2028-10-16 Floating 3.14088000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DAV7 755000.00000000 PA USD 766372.41000000 0.098868097667 Long DBT CORP US N 2 2022-08-15 Fixed 2.76400000 N N N N N N FHLMC Multifamily Structured P N/A 3137B8G68 13274876.00000000 PA USD 1080241.04000000 0.139359631497 Long ABS-MBS USGSE US N 2 2042-01-25 Variable 2.20607300 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AU1 350000.00000000 PA USD 371371.88000000 0.047909907538 Long DBT CORP US N 2 2026-05-15 Fixed 5.50000000 N N N N N N Mid-State Trust N/A 595481AC6 468589.84000000 PA USD 526678.86000000 0.067945735377 Long ABS-O CORP US N 2 2040-01-15 Fixed 7.07900000 N N N N N N WASHINGTON ST 549300X3TODFMUKLQ364 93974CRD4 40000.00000000 PA USD 47318.80000000 0.006104499168 Long DBT MUN US N 2 2031-08-01 Fixed 5.04000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UXH0 302408.60000000 PA USD 306388.61000000 0.039526552133 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 3.00000000 N N N N N N Hudson Yards N/A 44421MAA8 765000.00000000 PA USD 778806.73000000 0.100472223218 Long ABS-MBS CORP US N 2 2041-12-10 Fixed 3.04080000 N N N N N N HEALTHPEAK PROPERTIES PZ9HF5U52KPF0MH0QN75 40414LAJ8 598000.00000000 PA USD 638545.18000000 0.082377374756 Long DBT CORP US N 2 2023-11-15 Fixed 4.25000000 N N N N N N FannieMae Whole Loan N/A 31393BW43 10339988.64000000 PA USD 165145.13000000 0.021305026941 Long ABS-MBS USGSE US N 2 2042-09-25 Floating 0.55000000 N N N N N N METROPOLITAN EDISON CO N/A 591894CB4 770000.00000000 PA USD 811165.47000000 0.104646756415 Long DBT CORP US N 2 2025-04-15 Fixed 4.00000000 N N N N N N AEP TEXAS INC N/A 0010EPAN8 1150000.00000000 PA USD 1200227.55000000 0.154838839562 Long DBT CORP US N 2 2025-10-01 Fixed 3.85000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AN9 1140000.00000000 PA USD 1164321.90000000 0.150206726943 Long DBT CORP US N 2 2024-09-01 Fixed 3.35000000 N N N N N N Freddie Mac N/A 3128MFWR5 2439245.61000000 PA USD 2547926.93000000 0.328702710691 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 3.50000000 N N N N N N Recette CLO LLC 549300392I5L5XOJ0016 75620TAR9 1632826.03000000 PA USD 1632870.77000000 0.210653234199 Long ABS-CBDO CORP KY N 2 2027-10-20 Floating 2.88588000 N N N N N N RAYMOND JAMES FINANCIAL RGUZHJ05YTITL6D76949 754730AE9 250000.00000000 PA USD 264491.95000000 0.034121551877 Long DBT CORP US N 2 2026-09-15 Fixed 3.62500000 N N N N N N Banc of America Merrill Lynch N/A 05491YAA8 1095000.00000000 PA USD 1205888.46000000 0.155569141691 Long ABS-MBS CORP US N 2 2038-08-10 Variable 4.09075000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAQ2 1767000.00000000 PA USD 1868187.59000000 0.241010963730 Long DBT CORP US N 2 2025-05-14 Fixed 3.60000000 N N N N N N NORTHSTAR EDUCATION FINANCE, I 25490059JOHYRUHEXW19 66704JBU1 61742.52000000 PA USD 60993.37000000 0.007868626771 Long ABS-MBS CORP US N 2 2046-01-29 Variable 2.68600000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCP5 925000.00000000 PA USD 973851.56000000 0.125634547762 Long DBT CORP MX N 2 2029-01-23 Fixed 6.50000000 N N N N N N FHLMC Multifamily Structured P N/A 3137B5KY8 18000000.00000000 PA USD 1099351.80000000 0.141825070573 Long ABS-MBS USGSE US N 2 2041-12-25 Variable 1.79052300 N N N N N N SEALED AIR CORP Q0M0CZB4YN6JZ65WXI09 81211KAX8 600000.00000000 PA USD 661749.00000000 0.085370850920 Long DBT CORP US N 2 2025-09-15 Fixed 5.50000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 706451BG5 1570000.00000000 PA USD 1613857.95000000 0.208200430157 Long DBT CORP MX N 2 2035-06-15 Fixed 6.62500000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAE0 845000.00000000 PA USD 907448.00000000 0.117067963723 Long DBT CORP US N 2 2023-10-02 Fixed 4.87500000 N N N N N N SL GREEN OPERATING PARTN 2K1OXW4LY7IS2U150Y32 78444FAF3 1350000.00000000 PA USD 1384852.41000000 0.178656905625 Long DBT CORP US N 2 2022-10-15 Fixed 3.25000000 N N N N N N CALIFORNIA ST N/A 13063BFV9 2800000.00000000 PA USD 2826544.00000000 0.364646514681 Long DBT MUN US N 2 2036-03-01 Fixed 7.95000000 N N N N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD -273372.57000000 -0.03526722204 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Y 2025-05-08 0 USD 0 USD 8835000 USD -273372.57 N N N FHLMC Multifamily Structured P N/A 3137FKKP0 3265000.00000000 PA USD 3696907.26000000 0.476930253857 Long ABS-MBS USGSE US N 2 2033-11-25 Variable 3.95000000 N N N N N N GOLDMAN SACHS & CO LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 139977.35000000 0.018058184415 N/A DFE CORP US N 2 GOLDMAN SACHS & CO LLC FOR8UP27PHTHYVLBNG30 -830000000.00000000 JPY 7783360.22000000 USD 2020-01-14 139977.35 N N N Freddie Mac N/A 31292LGW9 1010085.26000000 PA USD 1064485.93000000 0.137327097792 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31388JKV6 391.62000000 PA USD 394.10000000 0.000050842014 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 7.00000000 N N N N N N COMM Mortgage Trust N/A 12592FAA3 1265000.00000000 PA USD 1334028.84000000 0.172100263428 Long ABS-MBS CORP US N 2 2049-08-10 Variable 3.61130000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179S5P8 45297.41000000 PA USD 48547.66000000 0.006263031820 Long ABS-MBS USGA US N 2 2047-05-20 Fixed 5.00000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAJ2 50000.00000000 PA USD 54002.77000000 0.006966784123 Long DBT CORP US N 2 2025-12-15 Fixed 4.25000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAU0 4495000.00000000 PA USD 4635795.13000000 0.598054209286 Long DBT CORP US N 2 2030-04-01 Fixed 3.75000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBH7 770000.00000000 PA USD 780537.33000000 0.100695484295 Long DBT CORP US N 2 2029-09-06 Fixed 3.46200000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TAL9 14575.68000000 PA USD 15252.71000000 0.001967720134 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 4.00000000 N N N N N N SANDALWOOD 2013 LLC N/A 79977TAB5 1730890.09240000 PA USD 1772012.75000000 0.228603649283 Long DBT CORP US N 2 2025-07-10 Fixed 2.89700000 N N N N N N Reynolds Group Holdings Inc. 5493002QNV81KCX40V06 76173FAU1 435408.79500000 PA USD 437315.89000000 0.056417205995 Long LON CORP US N 2 2023-02-06 Floating 4.54938000 N N N N N N AMERICAN CAMPUS CMNTYS RDKVCX5HITZ2GPIR7153 024836AC2 2340000.00000000 PA USD 2359507.60000000 0.304395128009 Long DBT CORP US N 2 2020-10-01 Fixed 3.35000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AP4 2800000.00000000 PA USD 2843243.76000000 0.366800915702 Long DBT CORP GB N 2 2023-11-07 Fixed 2.90700000 N N N N N N AETNA INC 549300QKBENKLBXQ8968 00817YAQ1 1250000.00000000 PA USD 1309465.50000000 0.168931398439 Long DBT CORP US N 2 2024-11-15 Fixed 3.50000000 N N N N N N Indymac Manufactured Housing C N/A 22540ABC1 90430.42000000 PA USD 91206.13000000 0.011766311588 Long ABS-O CORP US N 2 2028-02-25 Fixed 6.61000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AWX2 1582340.27000000 PA USD 1631925.66000000 0.210531307539 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 3.00000000 N N N N N N SPRINT SPECTRUM / SPEC I N/A 85208NAD2 780000.00000000 PA USD 828278.10000000 0.106854420929 Long DBT CORP US N 2 2025-03-20 Fixed 4.73800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EGGT5 368124.60000000 PA USD 405027.66000000 0.052251769145 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N Countrywide Home Loans N/A 12669FT52 85933.89000000 PA USD 84682.11000000 0.010924661447 Long ABS-MBS CORP US N 2 2034-08-25 Variable 3.79124100 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DG2 1450000.00000000 PA USD 1476660.47000000 0.190500870941 Long DBT CORP US N 2 2029-08-15 Fixed 3.25000000 N N N N N N COMM Mortgage Trust N/A 12593PAX0 15818388.70000000 PA USD 608759.62000000 0.078534802115 Long ABS-MBS CORP US N 2 2048-08-10 Variable 0.84124600 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RHT2 1530000.00000000 PA USD 1641833.48000000 0.211809494623 Long DBT CORP US N 2 2026-01-15 Fixed 3.87500000 N N N N N N Option One Mortgage Loan Trust N/A 68389FHB3 154563.19000000 PA USD 155110.87000000 0.020010528098 Long ABS-MBS CORP US N 2 2035-05-25 Floating 2.45200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413ADY6 22919.47000000 PA USD 24025.99000000 0.003099542591 Long ABS-MBS USGSE US N 2 2037-05-01 Floating 4.14000000 N N N N N N New Century Home Equity Loan T N/A 64352VPK1 3259332.99000000 PA USD 3215783.41000000 0.414861474800 Long ABS-MBS CORP US N 2 2036-02-25 Floating 2.01200000 N N N N N N Freddie Mac N/A 3128M1RN1 15480.49000000 PA USD 15720.18000000 0.002028027459 Long ABS-MBS USGSE US N 2 2021-10-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C4X9 3344668.77000000 PA USD 3534713.15000000 0.456005931818 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.50000000 N N N N N N Fannie Mae N/A 31393USG9 5009.55000000 PA USD 5804.53000000 0.000748830244 Long ABS-MBS USGSE US N 2 2034-01-25 Floating 9.80000000 N N N N N N FORD MOTOR CREDIT CO N/A 000000000 2000000.00000000 PA USD 1956929.20000000 0.252459332760 Long DBT CORP US N 2 2020-10-08 None 0.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GVU5 50000.00000000 PA USD 50447.94000000 0.006508182959 Long DBT CORP US N 2 2021-04-25 Fixed 2.62500000 N N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 124857AS2 40000.00000000 PA USD 40291.03000000 0.005197861297 Long DBT CORP US N 2 2023-02-15 Fixed 2.50000000 N N N N N N JAPAN TREASURY DISC BILL 353800WZS8AXZXFUC241 000000000 830000000.00000000 PA 7637796.79000000 0.985336148781 Long DBT NUSS JP N 2 2020-01-14 None 0.00000000 N N N N N N Educational Funding of the Sou N/A 28148WAB9 283382.28000000 PA USD 280778.28000000 0.036222617160 Long ABS-MBS CORP US N 2 2035-04-25 Floating 2.58963000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406HCX5 365000.00000000 PA USD 383113.25000000 0.049424637062 Long DBT CORP US N 2 2024-09-11 Fixed 3.25000000 N N N N N N Freddie Mac N/A 3137APLC2 941308.56000000 PA USD 175134.41000000 0.022593723008 Long ABS-MBS USGSE US N 2 2042-04-15 Floating 4.87025000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00772BAR2 160000.00000000 PA USD 165368.12000000 0.021333794413 Long DBT CORP IE N 2 2022-02-01 Fixed 3.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DHL9 7577379.02000000 PA USD 7687683.15000000 0.991771883482 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.00000000 N N N N N N Morgan Stanley BAML Trust N/A 61764XBK0 36600554.41000000 PA USD 1308930.99000000 0.168862442425 Long ABS-MBS CORP US N 2 2048-03-15 Variable 0.89995500 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBM3 119000.00000000 PA USD 132310.15000000 0.017069055020 Long DBT CORP US N 2 2029-01-15 Fixed 6.87500000 N N N N N N Churchill Downs Incorporated 529900FODTBQC8MIS994 17148PAD3 54170.85500000 PA USD 54577.14000000 0.007040882392 Long LON CORP US N 2 2024-12-27 Floating 3.80000000 N N N N N N Intelsat Jackson Holdings SA 8XJ8KF85PBKK1TLMFN29 000000000 225000.00000000 PA USD 228496.50000000 0.029477854348 Long LON CORP LU N 2 2024-01-02 Fixed 6.62500000 N N N N N N RECKSON OPERATING PRTSHP 549300Z8X84XIDB6JE13 75625AAB0 505000.00000000 PA USD 510593.09000000 0.065870543918 Long DBT CORP US N 2 2020-03-15 Fixed 7.75000000 N N N N N N MPH Acquisition Holdings LLC 5493002WXOPRPTXWTU06 55328HAE1 91103.20290000 PA USD 90045.49000000 0.011616579855 Long LON CORP US N 2 2023-06-07 Floating 4.69463000 N N N N N N CONCHO RESOURCES INC SYHS7HRDXLL4I0IQ8776 20605PAH4 30000.00000000 PA USD 31581.04000000 0.004074203750 Long DBT CORP US N 2 2027-10-01 Fixed 3.75000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GGT0 152000.00000000 PA USD 156981.95000000 0.020251912206 Long DBT CORP US N 2 2025-10-01 Fixed 3.09300000 N N N N N N Fannie Mae or Freddie Mac N/A 01F030413 165000.00000000 PA USD 169118.55000000 0.021817629524 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 3.00000000 N N N N N N SL GREEN OPERATING PARTN 2K1OXW4LY7IS2U150Y32 78444FAG1 1000000.00000000 PA USD 1000212.15000000 0.129035272205 Long DBT CORP US N 2 2021-08-16 Floating 2.88413000 N N N N N N RFCSP STRIP PRINCIPAL N/A 76116FAG2 230000.00000000 PA USD 225760.09000000 0.029124835832 Long DBT USGSE US N 2 2021-01-15 None 0.00000000 N N N N N N ROCKIES EXPRESS PIPELINE W2ZGZGZKY5GGNY6F3V51 77340RAR8 1000000.00000000 PA USD 998207.85000000 0.128776701664 Long DBT CORP US N 2 2029-07-15 Fixed 4.95000000 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 INTELSAT JACKSON HLDG 8XJ8KF85PBKK1TLMFN29 45824TAY1 585000.00000000 PA USD 542344.73000000 0.069966756417 Long DBT CORP LU N 2 2025-07-15 Fixed 9.75000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBL8 40000.00000000 PA USD 40692.73000000 0.005249683771 Long DBT CORP US N 2 2023-09-15 Fixed 2.40000000 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713BG0 365000.00000000 PA USD 393346.39000000 0.050744792996 Long DBT CORP US N 2 2025-06-12 Fixed 4.45000000 N N N N N N VIACOMCBS INC X0ST5BPF0CZG9FE5OV61 92553PAT9 1000000.00000000 PA USD 1064205.90000000 0.137290971709 Long DBT CORP US N 2 2023-09-01 Fixed 4.25000000 N N N N N N Dryden Senior Loan Fund 549300ENU7ZZLTPT3E22 26250UAQ8 1785000.00000000 PA USD 1784018.25000000 0.230152453664 Long ABS-CBDO CORP KY N 2 2029-04-15 Floating 2.90088000 N N N N N N IQVIA INC 549300PLWY28YB00C717 46266TAA6 224000.00000000 PA USD 237440.09000000 0.030631648141 Long DBT CORP US N 2 2027-05-15 Fixed 5.00000000 N N N N N N Freddie Mac N/A 3128MBSV0 18435.50000000 PA USD 18898.24000000 0.002438022316 Long ABS-MBS USGSE US N 2 2022-09-01 Fixed 6.00000000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 502431AB5 410000.00000000 PA USD 431719.03000000 0.055695166822 Long DBT CORP US N 2 2023-06-15 Fixed 3.85000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397XQ1 2500000.00000000 PA USD 2513593.75000000 0.324273459130 Long DBT CORP US N 2 2021-01-15 Fixed 3.20000000 N N N N N N CAMPBELL SOUP CO 5493007JDSMX8Z5Z1902 134429BD0 30000.00000000 PA USD 30454.51000000 0.003928872477 Long DBT CORP US N 2 2021-03-15 Fixed 3.30000000 N N N N N N Conseco Financial Corp N/A 393505PN6 162291.98000000 PA USD 170545.39000000 0.022001703160 Long ABS-O CORP US N 2 2026-09-15 Variable 7.70000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473QBH5 970000.00000000 PA USD 981887.06000000 0.126671190768 Long DBT CORP US N 2 2022-11-17 Fixed 2.65000000 N N N N N N SLM Student Loan Trust 549300OORAXMFXOHG132 78444GAD6 185000.00000000 PA USD 176285.48000000 0.022742220135 Long ABS-O CORP US N 2 2083-04-26 Floating 3.13963000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HRWX7 3518173.53000000 PA USD 3869121.82000000 0.499147293140 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 3.99000000 N N N N N N GE CAPITAL INTL FUNDING 549300G6UZOB126GBY72 36164QNA2 1000000.00000000 PA USD 1071521.91000000 0.138234794818 Long DBT CORP IE N 2 2035-11-15 Fixed 4.41800000 N N N N N N Mid-State Trust 5493001662PV30WKJE68 59560UAD3 381200.86000000 PA USD 432730.83000000 0.055825697018 Long ABS-O CORP US N 2 2037-08-15 Fixed 8.90000000 N N N N N N Nelnet Student Loan Trust N/A 64034TAA0 1844727.64000000 PA USD 1847317.73000000 0.238318586851 Long ABS-O CORP US N 2 2067-09-26 Floating 2.66200000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YM6 59457000.00000000 PA USD 58971589.48000000 7.607801105918 Long DBT UST US N 1 2024-10-31 Fixed 1.50000000 N N N N N N Banc of America Funding Corpor N/A 05946XCR2 6324.72000000 PA USD 6721.54000000 0.000867131781 Long ABS-MBS CORP US N 2 2032-06-25 Fixed 6.50000000 N N N N N N ELI LILLY & CO FRDRIPF3EKNDJ2CQJL29 532457BH0 165000.00000000 PA USD 170308.26000000 0.021971111516 Long DBT CORP US N 2 2025-06-01 Fixed 2.75000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RAA5 665000.00000000 PA USD 675093.90000000 0.087092448487 Long DBT CORP US N 2 2022-02-07 Fixed 2.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LAW2 144477.40000000 PA USD 161922.62000000 0.020889297683 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.50000000 N N N N N N 321 Henderson Receivables LLC N/A 46617LAA9 446100.06000000 PA USD 475139.32000000 0.061296727390 Long ABS-O CORP US N 2 2073-01-17 Fixed 4.08000000 N N N N N N Freddie Mac N/A 3133T1E99 10511.36000000 PA USD 11212.76000000 0.001446534656 Long ABS-MBS USGSE US N 2 2023-10-15 Floating 10.09375000 N N N N N N DUQUESNE LIGHT HOLDINGS 4CUJ1D8WDXK9X7QI6B93 266233AD7 395000.00000000 PA USD 419975.82000000 0.054180199923 Long DBT CORP US N 2 2021-12-01 Fixed 5.90000000 N N N N N N SES GLOBAL AMERICAS HLDG 5299000YGN3VJ3R60481 78413KAB8 750000.00000000 PA USD 736382.87000000 0.094999209995 Long DBT CORP US N 2 2044-03-25 Fixed 5.30000000 N N N N N N Residential Asset Mortgage Pro N/A 760985E72 27501.54000000 PA USD 30194.00000000 0.003895264628 Long ABS-MBS CORP US N 2 2031-04-25 Fixed 8.00000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBB0 820000.00000000 PA USD 836605.41000000 0.107928709731 Long DBT CORP US N 2 2027-08-15 Fixed 3.55700000 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 First Franklin Mtg Loan Asset N/A 32027NXD8 3101090.00000000 PA USD 3101633.28000000 0.400135205881 Long ABS-MBS CORP US N 2 2035-12-25 Floating 2.27200000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 36962G4R2 125000.00000000 PA USD 126999.82000000 0.016383980482 Long DBT CORP US N 2 2020-09-16 Fixed 4.37500000 N N N N N N TC PIPELINES LP 6HL0C5LCIE4TN8UZHL06 87233QAA6 2030000.00000000 PA USD 2089232.25000000 0.269527471825 Long DBT CORP US N 2 2021-06-15 Fixed 4.65000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833BY5 20000.00000000 PA USD 21197.43000000 0.002734635997 Long DBT CORP US N 2 2026-02-23 Fixed 3.25000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBB5 90000.00000000 PA USD 95624.10000000 0.012336264634 Long DBT CORP US N 2 2024-01-15 Fixed 8.62500000 N N N N N N SLM Student Loan Trust 549300JQFJDGC1WO7674 78445CAE2 185000.00000000 PA USD 179321.92000000 0.023133944893 Long ABS-O CORP US N 2 2083-07-26 Floating 3.78963000 N N N N N N Vistra Operations Company LLC 549300ZH5GKBTJZ7NM23 88233FAK6 40000.00000000 PA USD 40295.40000000 0.005198425061 Long LON CORP US N 2 2025-12-31 Floating 3.53744000 N N N N N N US AIRWAYS 2012-2A PTT N/A 90345WAD6 315702.89000000 PA USD 341015.69000000 0.043993719117 Long DBT CORP US N 2 2025-06-03 Fixed 4.62500000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBK5 780000.00000000 PA USD 865537.62000000 0.111661193478 Long DBT CORP GB N 2 2028-05-30 Fixed 4.37500000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 9128287D6 6812970.60000000 PA USD 6883080.22000000 0.887971746591 Long DBT UST US N 2 2029-07-15 Fixed 0.25000000 N N N N N N Freddie Mac N/A 3128MMUF8 45267.69000000 PA USD 45912.71000000 0.005923102446 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 2.50000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AH2 1373000.00000000 PA USD 1520254.25000000 0.196124813090 Long DBT CORP US N 2 2026-04-15 Fixed 5.37500000 N N N N N N Fannie Mae N/A 31358NXA5 0.95000000 PA USD 0.96000000 0.000000123847 Long ABS-MBS USGSE US N 2 2022-06-25 Fixed 6.50000000 N N N N N N Credit-Based Asset Servicing a N/A 12489WGJ7 731142.36000000 PA USD 740229.58000000 0.095495465986 Long ABS-MBS CORP US N 2 2032-12-25 Variable 3.37900000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397YY3 850000.00000000 PA USD 846727.59000000 0.109234550949 Long DBT CORP US N 2 2021-04-05 Floating 2.85313000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAH6 355000.00000000 PA USD 375120.68000000 0.048393532365 Long DBT CORP GB N 2 2024-03-12 Fixed 3.90000000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29273RBD0 2000000.00000000 PA USD 2107586.90000000 0.271895366735 Long DBT CORP US N 2 2025-03-15 Fixed 4.05000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11134NAL9 500000.00000000 PA USD 498020.00000000 0.064248515940 Long LON CORP US N 2 2022-11-04 Floating 1.25000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RGD8 1200000.00000000 PA USD 1223148.30000000 0.157795797459 Long DBT CORP US N 2 2024-06-12 Floating 3.06725000 N N N N N N CC HOLDINGS GS V LLC/CRO N/A 14987BAE3 230000.00000000 PA USD 241527.09000000 0.031158903441 Long DBT CORP US N 2 2023-04-15 Fixed 3.84900000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UVX7 910429.34000000 PA USD 925064.08000000 0.119340577266 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 3.50000000 N N N N N N CIT EDUCATION LOAN TRUST N/A 17284LAA2 268060.32000000 PA USD 257123.91000000 0.033171016486 Long ABS-MBS CORP US N 2 2042-03-25 Floating 2.03663000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 92922F4P0 927706.76000000 PA USD 933244.82000000 0.120395957380 Long ABS-MBS CORP US N 2 2045-10-25 Floating 2.57200000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 64072UAH5 357300.00000000 PA USD 358282.58000000 0.046221284391 Long LON CORP US N 2 2026-01-15 Floating 3.98975000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCT7 1150000.00000000 PA USD 1231880.00000000 0.158922255767 Long DBT CORP MX N 2 2030-01-23 Fixed 6.84000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DJJ2 5632742.66000000 PA USD 5686138.19000000 0.733556765075 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 2.50000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AY6 1315000.00000000 PA USD 1333503.43000000 0.172032481385 Long DBT CORP US N 2 2027-10-15 Fixed 3.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385HUQ3 845.73000000 PA USD 942.08000000 0.000121535765 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 7.00000000 N N N N N N INTELSAT JACKSON HLDG 8XJ8KF85PBKK1TLMFN29 45824TBA2 1003000.00000000 PA USD 913356.82000000 0.117830248201 Long DBT CORP LU N 2 2024-10-15 Fixed 8.50000000 N N N N N N HSI Asset Securitization Corpo N/A 40430HCA4 471262.67000000 PA USD 471219.27000000 0.060791009960 Long ABS-MBS CORP US N 2 2035-11-25 Floating 2.42200000 N N N N N N Fannie Mae N/A 31397LXH7 1121643.32000000 PA USD 179724.70000000 0.023185906696 Long ABS-MBS USGSE US N 2 2036-11-25 Floating 4.25800000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BD3 860000.00000000 PA USD 914842.87000000 0.118021960396 Long DBT CORP US N 2 2024-10-01 Fixed 3.85000000 N N N N N N Delos Finance Sarl 549300HX549YWOJQT076 000000000 1456095.17730000 PA USD 1463528.54000000 0.188806748187 Long LON CORP LU N 2 2023-10-06 Floating 3.69463000 N N N N N N CAMPBELL SOUP CO 5493007JDSMX8Z5Z1902 134429BB4 1000000.00000000 PA USD 1000358.95000000 0.129054210565 Long DBT CORP US N 2 2020-03-16 Floating 2.39363000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHT9 605000.00000000 PA USD 639987.41000000 0.082563433824 Long DBT CORP US N 2 2027-04-23 Fixed 3.55900000 N N N N N N Freddie Mac N/A 3128MJ5E6 791351.25000000 PA USD 846643.66000000 0.109223723315 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 5.00000000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 912796TL3 1159000.00000000 PA USD 1155339.38000000 0.149047910873 Long DBT UST US N 1 2020-03-19 None 0.00000000 N N N N N N FHLMC Multifamily Structured P N/A 3137BHXK8 35172325.95000000 PA USD 685948.29000000 0.088492750581 Long ABS-MBS USGSE US N 2 2025-01-25 Variable 0.44796100 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAQ8 293000.00000000 PA USD 303252.07000000 0.039121913685 Long DBT CORP US N 2 2024-04-15 Fixed 6.00000000 N N N N N N Residential Asset Mortgage Pro N/A 760985W80 13000.16000000 PA USD 14028.35000000 0.001809768018 Long ABS-MBS CORP US N 2 2031-11-25 Fixed 7.00000000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JBA5 50000.00000000 PA USD 51177.14000000 0.006602255522 Long DBT CORP US N 2 2021-09-01 Fixed 4.00000000 N N N N N N AMERICAN WATER CAPITAL C 5IDHQUFVC8Q2KIBBFF06 03040WAU9 163000.00000000 PA USD 172207.19000000 0.022216088494 Long DBT CORP US N 2 2029-06-01 Fixed 3.45000000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46642NBF2 38118916.14000000 PA USD 1257257.15000000 0.162196108677 Long ABS-MBS CORP US N 2 2047-09-15 Variable 0.85146600 N N N N N N Treman Park CLO Ltd 549300E4DX3Q8L455K94 89473LAH7 50000.00000000 PA USD 49992.50000000 0.006449427599 Long ABS-CBDO CORP KY N 2 2028-10-20 Floating 3.03588000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AYE2 1451612.65000000 PA USD 1522718.42000000 0.196442710495 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 3.50000000 N N N N N N Conseco Financial Corp N/A 393505F49 98575.98000000 PA USD 101348.25000000 0.013074725223 Long ABS-O CORP US N 2 2030-04-01 Fixed 6.18000000 N N N N N N FHLMC Multifamily Structured P N/A 3137B3NY0 97862020.71000000 PA USD 653390.46000000 0.084292533201 Long ABS-MBS USGSE US N 2 2023-04-25 Variable 0.21699300 N N N N N N RITE AID CORP 529900W353T1JY1DKT44 767754CH5 743000.00000000 PA USD 685417.50000000 0.088424274476 Long DBT CORP US N 2 2023-04-01 Fixed 6.12500000 N N N N N N ALLERGAN FUNDING SCS 222100FLFVOSKCBCAR54 00507UAF8 1342000.00000000 PA USD 1410535.11000000 0.181970176900 Long DBT CORP LU N 2 2024-06-15 Fixed 3.85000000 N N N N N N MATADOR RESOURCES CO 549300CI3Q2UUK5R4G79 576485AE6 225000.00000000 PA USD 226836.81000000 0.029263741221 Long DBT CORP US N 2 2026-09-15 Fixed 5.87500000 N N N N N N CHEVY CHASE MORTGAGE FUNDING C 549300QD5ZVFK417DY24 16678RDK0 73489.69000000 PA USD 70801.69000000 0.009133977568 Long ABS-MBS CORP US N 2 2036-05-25 Floating 1.97200000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397YL1 40000.00000000 PA USD 40364.62000000 0.005207354988 Long DBT CORP US N 2 2022-03-28 Fixed 3.33900000 N N N N N N RECKITT BENCKISER TSY 213800LAXWIUOOBZ3908 75625QAD1 1595000.00000000 PA USD 1627876.89000000 0.210008984211 Long DBT CORP GB N 2 2024-06-26 Fixed 2.75000000 N N N N N N CPT MORTGAGE TRUST N/A 12654YAA7 715000.00000000 PA USD 719952.77000000 0.092879597245 Long ABS-MBS CORP US N 2 2039-11-13 Fixed 2.86500000 N N N N N N REYNOLDS GRP ISS/REYNOLD N/A 761735AP4 339187.70000000 PA USD 340035.67000000 0.043867288792 Long DBT CORP US N 2 2020-10-15 Fixed 5.75000000 N N N N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD 271797.10000000 0.035063973960 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Y 2022-05-09 0 USD 0 USD 21570000 USD 271797.1 N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YS3 21519000.00000000 PA USD 21213026.72000000 2.736648097216 Long DBT UST US N 1 2029-11-15 Fixed 1.75000000 N N N N N N Barings CLO Ltd N/A 06760EAA4 1315000.00000000 PA USD 1314347.83000000 0.169561257595 Long ABS-CBDO CORP KY N 2 2028-01-20 Floating 2.76588000 N N N N N N Freddie Mac N/A 3128MMYK3 78901.68000000 PA USD 81850.20000000 0.010559322676 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 3.50000000 N N N N N N COMM Mortgage Trust N/A 12632QAY9 17897000.80000000 PA USD 661829.30000000 0.085381210255 Long ABS-MBS CORP US N 2 2047-07-15 Variable 0.99841300 N N N N N N KANSAS CITY POWER & LT 1128SIJQ26096WL7IO82 485134BP4 640000.00000000 PA USD 683243.60000000 0.088143824196 Long DBT CORP US N 2 2025-08-15 Fixed 3.65000000 N N N N N N Residential Asset Securities C N/A 76110W6M3 65225.64000000 PA USD 64265.32000000 0.008290734180 Long ABS-MBS CORP US N 2 2035-11-25 Floating 2.13200000 N N N N N N SLM Student Loan Trust 54930067BGNOZYMNWK87 78445FAE5 185000.00000000 PA USD 179493.05000000 0.023156022015 Long ABS-O CORP US N 2 2083-07-26 Floating 3.78963000 N N N N N N ENTERGY MISSISSIPPI LLC 54930043I78H35DVVW89 29364NAR9 1435000.00000000 PA USD 1469834.60000000 0.189620279765 Long DBT CORP US N 2 2023-07-01 Fixed 3.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31384LWG5 19.81000000 PA USD 21.12000000 0.000002724646 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 506887.65000000 0.065392512873 Long ABS-O CORP US N 2 2034-10-25 Floating 2.99200000 N N N N N N EUREX CLEARING AG 529900LN3S50JPU47S06 000000000 -93.00000000 NC 56586.74000000 0.007300136675 N/A DIR CORP DE N 1 EUREX CLEARING AG 529900LN3S50JPU47S06 Short BUNDESOBLIGATION Bundesobligation 2020-03-06 -13789680.25 USD 56586.74 N N N CONTL AIRLINES 2007-1 N/A 21079NAA9 1704102.74681700 PA USD 1794129.81000000 0.231456924818 Long DBT CORP US N 2 2022-04-19 Fixed 5.98300000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29278NAN3 71000.00000000 PA USD 79941.69000000 0.010313109803 Long DBT CORP US N 2 2027-06-01 Fixed 5.50000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RHR6 800000.00000000 PA USD 841647.07000000 0.108579123717 Long DBT CORP US N 2 2024-06-01 Fixed 3.55000000 N N N N N N Babson CLO Ltd 549300Z33CTC4YAKLT16 06761CAA7 50000.00000000 PA USD 50024.47000000 0.006453551982 Long ABS-CBDO CORP KY N 2 2028-07-20 Floating 3.04588000 N N N N N N UCFC Home Equity Loan N/A 90263BHD3 1470.70000000 PA USD 1502.47000000 0.000193830504 Long ABS-MBS CORP US N 2 2030-04-15 Fixed 6.90500000 N N N N N N Freddie Mac N/A 3133TLMU9 27369.09000000 PA USD 30034.89000000 0.003874738181 Long ABS-MBS USGSE US N 2 2029-07-15 Fixed 6.00000000 N N N N N N SS&C TECHNOLOGIES INC 549300KY09TR3J12JU49 78466CAC0 258000.00000000 PA USD 275898.75000000 0.035593119227 Long DBT CORP US N 2 2027-09-30 Fixed 5.50000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAC9 1065000.00000000 PA USD 1072280.93000000 0.138332714397 Long DBT CORP GB N 2 2020-10-16 Fixed 2.87500000 N N N N N N Fannie Mae N/A 31396WVQ6 65239.42000000 PA USD 65477.83000000 0.008447157552 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 2.26200000 N N N N N N FANNIE MAE N/A 3136B64Y6 442471.43000000 PA USD 441051.76000000 0.056899162750 Long ABS-MBS USGSE US N 2 2049-11-25 Floating 2.24200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410G2R3 94891.76000000 PA USD 106865.28000000 0.013786465695 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 5.50000000 N N N N N N Navient Student Loan Trust N/A 63938GAA7 67932.40000000 PA USD 66245.26000000 0.008546162088 Long ABS-O CORP US N 2 2083-03-25 Floating 2.43200000 N N N N N N BERKSHIRE HATHAWAY INC 5493000C01ZX7D35SD85 084670BS6 55000.00000000 PA USD 58014.66000000 0.007484349640 Long DBT CORP US N 2 2026-03-15 Fixed 3.12500000 N N N N N N Panther BF Aggregator 2 LP 549300474L1ZLXZY2P98 000000000 199500.00000000 PA USD 200560.34000000 0.025873868924 Long LON CORP US N 2 2026-04-30 Floating 5.30475000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 36962GX74 1115000.00000000 PA USD 880348.13000000 0.113571866318 Long DBT CORP US N 2 2036-08-15 Floating 2.38988000 N N N N N N PENNSYLVANIA ST ECON DEV FING N/A 70870JBL1 40000.00000000 PA USD 41031.20000000 0.005293349076 Long DBT MUN US N 2 2027-11-15 Fixed 3.20100000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBA3 50000.00000000 PA USD 54304.76000000 0.007005743220 Long DBT CORP US N 2 2027-01-29 Fixed 3.96000000 N N N N N N LEVEL 3 FINANCING INC N/A 527298BN2 131000.00000000 PA USD 134360.15000000 0.017333521222 Long DBT CORP US N 2 2027-09-15 Fixed 4.62500000 N N N N N N Freddie Mac N/A 31297CWX4 115808.84000000 PA USD 129445.99000000 0.016699555744 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31389NRU1 3537.62000000 PA USD 3959.63000000 0.000510823563 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 7.00000000 N N N N N N Transdigm Inc 88Q84GB3X55CF5OC7582 89364MBN3 197984.88680000 PA USD 198840.18000000 0.025651954689 Long LON CORP US N 2 2025-05-30 Floating 4.29938000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YU8 790000.00000000 PA USD 780140.43000000 0.100644281059 Long DBT UST US N 1 2026-11-30 Fixed 1.62500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHG7 40000.00000000 PA USD 43547.90000000 0.005618023266 Long DBT CORP US N 2 2029-03-05 Fixed 3.97000000 N N N N N N Structured Asset Mortgage Inve N/A 86359LRY7 544076.24000000 PA USD 540661.62000000 0.069749621925 Long ABS-MBS CORP US N 2 2036-02-25 Floating 3.73224400 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YY0 10425000.00000000 PA USD 10459003.43000000 1.349294101841 Long DBT UST US N 1 2024-12-31 Fixed 1.75000000 N N N N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD -466506.70000000 -0.06018305118 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Y 2025-04-11 0 USD 0 USD 15805000 USD -466506.7 N N N RELX CAPITAL INC 2R15C3RTKJN1RCBOV146 74949LAC6 740000.00000000 PA USD 804436.58000000 0.103778676425 Long DBT CORP US N 2 2029-03-18 Fixed 4.00000000 N N N N N N AETNA INC 549300QKBENKLBXQ8968 00817YAV0 50000.00000000 PA USD 50849.54000000 0.006559992532 Long DBT CORP US N 2 2023-06-15 Fixed 2.80000000 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 94988J6A0 355000.00000000 PA USD 355540.50000000 0.045867534400 Long DBT CORP US N 2 2022-09-09 Fixed 2.08200000 N N N N N N RAYMOND JAMES FINANCIAL RGUZHJ05YTITL6D76949 754730AD1 1990000.00000000 PA USD 2243833.49000000 0.289472253626 Long DBT CORP US N 2 2024-04-01 Fixed 5.62500000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AG5 2365000.00000000 PA USD 2569876.31000000 0.331534354181 Long DBT CORP US N 2 2025-11-15 Fixed 4.12500000 N N N N N N SLM Student Loan Trust 549300MHMWVKFEDI8G73 784442AC9 4095255.91000000 PA USD 4032208.22000000 0.520186727641 Long ABS-O CORP US N 2 2023-04-25 Floating 2.68963000 N N N N N N Citigroup Commercial Mortgage N/A 17318UAK0 5717406.31000000 PA USD 219267.11000000 0.028287190097 Long ABS-MBS CORP US N 2 2045-09-10 Variable 1.77143000 N N N N N N SPRINT SPECTRUM / SPEC I N/A 85208NAE0 785000.00000000 PA USD 857885.29000000 0.110673982430 Long DBT CORP US N 2 2028-03-20 Fixed 5.15200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371KLM1 1617.16000000 PA USD 1672.90000000 0.000215817321 Long ABS-MBS USGSE US N 2 2022-03-01 Fixed 6.50000000 N N N N N N MASTR Adjustable Rate Mortgage N/A 576433MW3 1812.79000000 PA USD 1787.14000000 0.000230555184 Long ABS-MBS CORP US N 2 2034-06-25 Variable 4.12501200 N N N N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD 466226.36000000 0.060146885110 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Y 2022-04-11 0 USD 0 USD 38445000 USD 466226.36 N N N FREMF Mortgage Trust N/A 35708QAQ6 158390490.18000000 PA USD 962641.96000000 0.124188420771 Long ABS-MBS CORP US N 2 2027-06-25 Variable 0.10000000 N N N N N N Freddie Mac N/A 31397W5J0 1077249.31000000 PA USD 208028.02000000 0.026837258662 Long ABS-MBS USGSE US N 2 2038-06-15 Floating 4.46025000 N N N N N N AMCOR FINANCE USA INC 549300ZMT7FVT8R77U18 02343UAE5 30000.00000000 PA USD 32114.16000000 0.004142980443 Long DBT CORP US N 2 2028-05-15 Fixed 4.50000000 N N N N N N Merrill Lynch First Franklin M N/A 59024VAG4 457586.93000000 PA USD 368929.23000000 0.047594786383 Long ABS-MBS CORP US N 2 2037-06-25 Floating 1.97200000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAS5 40000.00000000 PA USD 40874.04000000 0.005273074194 Long DBT CORP US N 2 2022-06-18 Fixed 3.51400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138NJBH0 42934.84000000 PA USD 45109.44000000 0.005819474267 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 3.20100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RJ75 505.33000000 PA USD 520.51000000 0.000067149903 Long ABS-MBS USGSE US N 2 2022-12-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L8E75 2299373.95000000 PA USD 2455157.68000000 0.316734744269 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 3.38000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAM7 280000.00000000 PA USD 285623.80000000 0.036847727535 Long DBT CORP US N 2 2023-03-01 Fixed 6.00000000 N N N N N N AMRESCO Residential Securities N/A 03215PDM8 23346.06000000 PA USD 24699.54000000 0.003186435864 Long ABS-MBS CORP US N 2 2027-10-25 Variable 7.12173300 N N N N N N Conseco Finance N/A 20846QKQ0 97746.90000000 PA USD 99764.59000000 0.012870420567 Long ABS-MBS CORP US N 2 2032-06-15 Variable 8.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RQN2 68954.90000000 PA USD 76211.84000000 0.009831929675 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 6.50000000 N N N N N N GSR Mortgage Loan Trust N/A 36242DBU6 54321.41000000 PA USD 54938.77000000 0.007087535520 Long ABS-MBS CORP US N 2 2034-08-25 Variable 4.22373100 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887CB6 1400000.00000000 PA USD 1547877.14000000 0.199688384209 Long DBT CORP US N 2 2025-11-01 Fixed 4.60000000 N N N N N N Nelnet Student Loan Trust N/A 64033MAB4 1370000.00000000 PA USD 1345059.22000000 0.173523269623 Long ABS-O CORP US N 2 2048-11-25 Floating 2.74200000 N N N N N N ALLERGAN SALES LLC 254900TUPGX2F5Y3AU71 345838AA4 500000.00000000 PA USD 523101.91000000 0.067484280557 Long DBT CORP US N 2 2021-12-15 Fixed 5.00000000 N N N N N N IHS MARKIT LTD 549300HLPTRASHS0E726 44962LAG2 1245000.00000000 PA USD 1324455.90000000 0.170865278511 Long DBT CORP GB N 2 2023-08-01 Fixed 4.12500000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397XA6 500000.00000000 PA USD 503841.65000000 0.064999554800 Long DBT CORP US N 2 2022-01-09 Fixed 3.21900000 N N N N N N WALGREENS BOOTS ALLIANCE 549300RPTUOIXG4LIH86 931427AH1 65000.00000000 PA USD 67727.89000000 0.008737433075 Long DBT CORP US N 2 2024-11-18 Fixed 3.80000000 N N N N N N Academic Loan Funding Trust N/A 00400VAB3 731446.93000000 PA USD 736655.89000000 0.095034431732 Long ABS-MBS CORP US N 2 2044-12-27 Floating 2.89200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9N25 36725.86000000 PA USD 38800.73000000 0.005005600819 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N Freddie Mac N/A 3128ME6W6 2260352.18000000 PA USD 2295405.16000000 0.296125406636 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 2.50000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CU2 50000.00000000 PA USD 50774.66000000 0.006550332421 Long DBT CORP US N 2 2026-06-01 Fixed 2.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406RKY0 6450.58000000 PA USD 6820.51000000 0.000879899693 Long ABS-MBS USGSE US N 2 2035-11-01 Floating 3.57800000 N N N N N N Freddie Mac N/A 3128PH5F4 5092.92000000 PA USD 5148.13000000 0.000664149456 Long ABS-MBS USGSE US N 2 2021-10-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H030617 7450000.00000000 PA USD 7652837.89000000 0.987276569553 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 3.00000000 N N N N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 42217KBA3 640000.00000000 PA USD 668255.63000000 0.086210257613 Long DBT CORP US N 2 2023-03-15 Fixed 3.75000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YW4 4720000.00000000 PA USD 4724978.14000000 0.609559522405 Long DBT UST US N 1 2022-12-15 Fixed 1.62500000 N N N N N N Freddie Mac N/A 3128L0XJ6 7651.10000000 PA USD 8482.94000000 0.001094366302 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 5.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YP9 40801000.00000000 PA USD 40750794.37000000 5.257174534532 Long DBT UST US N 1 2021-10-31 Fixed 1.50000000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 36962G4Y7 1080000.00000000 PA USD 1104759.38000000 0.142522691130 Long DBT CORP US N 2 2021-01-07 Fixed 4.62500000 N N N N N N VENTAS REALTY LP 32SXKSJ72K64GM3HOU64 92277GAJ6 1155000.00000000 PA USD 1183640.07000000 0.152698923548 Long DBT CORP US N 2 2026-10-15 Fixed 3.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TCZ6 493882.80000000 PA USD 524454.54000000 0.067658780517 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 4.50000000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29278NAM5 1000000.00000000 PA USD 1108750.00000000 0.143037512649 Long DBT CORP US N 2 2024-01-15 Fixed 5.87500000 N N N N N N Freddie Mac N/A 3128MFPH5 107034.34000000 PA USD 111702.94000000 0.014410562068 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L9C26 31779.25000000 PA USD 32391.66000000 0.004178780137 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 2.64000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AVV7 28570.40000000 PA USD 29465.70000000 0.003801308172 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 3.00000000 N N N N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 075887BF5 1300000.00000000 PA USD 1379061.44000000 0.177909824728 Long DBT CORP US N 2 2024-12-15 Fixed 3.73400000 N N N N N N CRANE CO 549300X1RO9ID7AUCA83 224399AR6 1130000.00000000 PA USD 1211397.12000000 0.156279802367 Long DBT CORP US N 2 2023-12-15 Fixed 4.45000000 N N N N N N USA COM PART/USA COM FIN N/A 91740PAF5 181000.00000000 PA USD 188864.45000000 0.024365006679 Long DBT CORP US N 2 2027-09-01 Fixed 6.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407YQ28 8825.59000000 PA USD 9165.80000000 0.001182460638 Long ABS-MBS USGSE US N 2 2035-12-01 Floating 3.97900000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBC3 152000.00000000 PA USD 157844.49000000 0.020363186683 Long DBT CORP US N 2 2026-03-15 Fixed 8.00000000 N N N N N N COMM Mortgage Trust N/A 12635WAA5 1225000.00000000 PA USD 1285885.75000000 0.165889424334 Long ABS-MBS CORP US N 2 2036-02-10 Fixed 3.54500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DKT8 1520000.00000000 PA USD 1542243.80000000 0.198961638828 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.00000000 N N N N N N RUBY PIPELINE LLC 549300VXRTBPBK07QT94 781172AB7 716477.26785200 PA USD 741553.97000000 0.095666322763 Long DBT CORP US N 2 2022-04-01 Fixed 6.50000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CX6 3250000.00000000 PA USD 3553330.72000000 0.458407745486 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N CALI Mortgage Trust 2019-101C N/A 129890AA7 805000.00000000 PA USD 879751.66000000 0.113494916974 Long ABS-MBS CORP US N 2 2039-03-10 Fixed 3.95700000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAY2 1820000.00000000 PA USD 1941968.05000000 0.250529226170 Long DBT CORP US N 2 2024-12-05 Fixed 4.02300000 N N N N N N Fannie Mae N/A 313921MN5 138033.87000000 PA USD 157203.54000000 0.020280499067 Long ABS-MBS USGSE US N 2 2031-10-25 Fixed 6.50000000 N N N N N N Navient Student Loan Trust N/A 63938JAA1 1829417.04000000 PA USD 1788640.61000000 0.230748774636 Long ABS-O CORP US N 2 2083-03-25 Floating 2.41200000 N N N N N N COMM Mortgage Trust 549300NMFC2YLCA2NF13 12625XAA5 1160000.00000000 PA USD 1228908.41000000 0.158538897172 Long ABS-MBS CORP US N 2 2030-08-10 Fixed 4.35300000 N N N N N N Morgan Stanley Institutional Liquidity Funds - Government Portfolio 549300BI6Y5SI6BYPB26 61747C707 6307000.00000000 NS USD 6307000.00000000 0.813652845346 Long STIV RF US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q83U7 36041.95000000 PA USD 38235.86000000 0.004932728124 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.50000000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 000000000 584.00000000 NC USD -63036.25000000 -0.00813217443 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2020-03-31 125915036.26 USD -63036.25 N N N Change Healthcare Holdings LLC N/A 15911AAC7 195227.57790000 PA USD 196203.72000000 0.025311830513 Long LON CORP US N 2 2024-03-01 Floating 4.29938000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LDUS0 42471.76000000 PA USD 44289.35000000 0.005713676176 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 3.07000000 N N N N N N US AIRWAYS 2012-1A PTT N/A 90345WAA2 365638.20697500 PA USD 406691.72000000 0.052466446037 Long DBT CORP US N 2 2024-10-01 Fixed 5.90000000 N N N N N N FHLMC Multifamily Structured P N/A 3137FJY78 1250000.00000000 PA USD 1407456.25000000 0.181572979627 Long ABS-MBS USGSE US N 2 2033-10-25 Variable 3.90000000 N N N N N N One Bryant Park Trust N/A 68236JAA9 960000.00000000 PA USD 936774.14000000 0.120851267553 Long ABS-MBS CORP US N 2 2054-09-15 Fixed 2.51641000 N N N N N N CONTL AIRLINES 1999-2 N/A 210805CT2 13944.24431000 PA USD 14032.29000000 0.001810276309 Long DBT CORP US N 2 2020-03-15 Fixed 7.25600000 N N N N N N SFAVE Commercial Mortgage Secu 549300FIGODFFTOAAU64 78413MAE8 105000.00000000 PA USD 109180.90000000 0.014085198976 Long ABS-MBS CORP US N 2 2043-01-05 Variable 4.14400000 N N N N N N FHLMC Multifamily Structured P N/A 3137BQYU5 9400000.00000000 PA USD 631712.24000000 0.081495871494 Long ABS-MBS USGSE US N 2 2026-05-25 Variable 1.15173800 N N N N N N Fannie Mae N/A 3136B1Q80 19428.56000000 PA USD 19973.57000000 0.002576748384 Long ABS-MBS USGSE US N 2 2047-06-25 Fixed 3.50000000 N N N N N N GE CAPITAL INTL FUNDING 549300G6UZOB126GBY72 36164QMS4 4185000.00000000 PA USD 4182280.38000000 0.539547222328 Long DBT CORP IE N 2 2020-11-15 Fixed 2.34200000 N N N N N N MGM Growth Properties Operating Partnership LP 549300U6G4UOCMLQK204 55303KAC7 217543.24840000 PA USD 218826.75000000 0.028230380176 Long LON CORP US N 2 2025-03-21 Floating 3.79938000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UEB4 23055.99000000 PA USD 24275.44000000 0.003131723613 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 5.00000000 N N N N N N AMCOR FINANCE USA INC 549300ZMT7FVT8R77U18 02343UAC9 1950000.00000000 PA USD 2009239.79000000 0.259207812290 Long DBT CORP US N 2 2026-04-28 Fixed 3.62500000 N N N N N N MASTR Seasoned Securitization N/A 55265WCK7 23682.31000000 PA USD 24499.15000000 0.003160583971 Long ABS-MBS CORP US N 2 2032-10-25 Variable 4.56649900 N N N N N N New York Mortgage Trust N/A 649603AG2 1057162.33000000 PA USD 1047220.88000000 0.135099769893 Long ABS-MBS CORP US N 2 2036-02-25 Floating 2.27200000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBA7 1635000.00000000 PA USD 1635289.23000000 0.210965234652 Long DBT CORP US N 2 2021-08-28 Floating 2.46375000 N N N N N N Sprint Communications, Inc. 549300JKU50UT08ZWD77 85208EAB6 54164.55750000 PA USD 53785.41000000 0.006938742965 Long LON CORP US N 2 2024-02-02 Floating 4.31250000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L8X74 32230.12000000 PA USD 34332.95000000 0.004429221889 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 3.36000000 N N N N N N LOS ANGELES CA DEPT WTR & PWR N/A 544495VX9 50000.00000000 PA USD 60370.50000000 0.007788271618 Long DBT MUN US N 2 2027-07-01 Fixed 5.51600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371KCK5 1486.78000000 PA USD 1625.39000000 0.000209688155 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 7.00000000 N N N N N N Credit-Based Asset Servicing a N/A 12464YAA7 136290.84000000 PA USD 104936.57000000 0.013537646862 Long ABS-MBS CORP US N 2 2037-04-25 Floating 1.85200000 N N N N N N STUDENT LOAN CONSOLIDATION CEN 5493008KMDJ3GC7JUA63 86386MAX2 600000.00000000 PA USD 562077.60000000 0.072512452599 Long ABS-O CORP US N 2 2042-07-01 Floating 0.01000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QBC5 900000.00000000 PA USD 900285.17000000 0.116143902044 Long DBT NUSS MX N 2 2022-12-20 Fixed 2.00000000 N N N N N N FHLMC Multifamily Structured P N/A 3137AUPE3 105000.00000000 PA USD 105940.02000000 0.013667099842 Long ABS-MBS USGSE US N 2 2022-06-25 Fixed 2.39600000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BT5 750000.00000000 PA USD 841438.35000000 0.108552197187 Long DBT CORP US N 2 2026-06-15 Fixed 5.25000000 N N N N N N Nomura Resecuritization Trust N/A 65540RAE0 1571476.77000000 PA USD 1571248.75000000 0.202703506609 Long ABS-MBS CORP US N 2 2035-12-26 Floating 1.90800000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAJ4 367000.00000000 PA USD 378182.64000000 0.048788549404 Long DBT CORP US N 2 2024-01-15 Fixed 6.50000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F050619 1700000.00000000 PA USD 1817549.59000000 0.234478261528 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 5.00000000 N N N N N N CANADIAN NATL RESOURCES 549300T15RIMIKZC5Q38 136385AX9 8000.00000000 PA USD 8527.45000000 0.001100108443 Long DBT CORP CA N 2 2027-06-01 Fixed 3.85000000 N N N N N N NXP BV/NXP FUNDING LLC N/A 62947QAT5 1210000.00000000 PA USD 1276090.03000000 0.164625699037 Long DBT CORP NL N 2 2022-06-15 Fixed 4.62500000 N N N N N N FHLMC Multifamily Structured P N/A 3137B6ZP9 30000000.00000000 PA USD 455713.50000000 0.058790643085 Long ABS-MBS USGSE US N 2 2042-01-25 Variable 1.79280000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RGL0 50000.00000000 PA USD 54451.59000000 0.007024685450 Long DBT CORP US N 2 2028-02-15 Fixed 4.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385JET1 10.82000000 PA USD 11.49000000 0.000001482300 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 7.00000000 N N N N N N IndyMac INDX Mortgage Loan Tru N/A 45660NT96 11674.66000000 PA USD 11172.45000000 0.001441334347 Long ABS-MBS CORP US N 2 2034-09-25 Floating 2.65200000 N N N N N N Nelnet Student Loan Trust N/A 64032TAA2 991313.03000000 PA USD 985194.35000000 0.127097857316 Long ABS-O CORP US N 2 2048-02-25 Floating 2.64200000 N N N N N N Structured Asset Mortgage Inve N/A 86359LGS2 691242.56000000 PA USD 688216.16000000 0.088785323735 Long ABS-MBS CORP US N 2 2035-04-19 Floating 2.24388000 N N N N N N BAYLOR SCOTT & WHITE HOL 549300JQDKSBWYRGGV95 072863AE3 1530000.00000000 PA USD 1521041.31000000 0.196226350050 Long DBT CORP US N 2 2026-11-15 Fixed 2.65000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179T7L3 1712335.21000000 PA USD 1802628.14000000 0.232553276551 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36241LDP8 790522.40000000 PA USD 862848.01000000 0.111314212531 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 4.50000000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AK7 800000.00000000 PA USD 875635.04000000 0.112963840460 Long DBT CORP US N 2 2028-09-26 Fixed 4.45000000 N N N N N N SLM Student Loan Trust 549300EQOYJZL2D96G46 78445AAE6 185000.00000000 PA USD 180777.58000000 0.023321736537 Long ABS-O CORP US N 2 2073-04-25 Floating 3.78963000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175AY0 1500000.00000000 PA USD 1649535.00000000 0.212803051569 Long DBT CORP US N 2 2025-07-23 Fixed 4.90800000 N N N N N N ALIMENTATION COUCHE-TARD 549300OSW32RVX8CCZ87 01626PAJ5 10000.00000000 PA USD 10113.08000000 0.001304667245 Long DBT CORP CA N 2 2022-07-26 Fixed 2.70000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWQ3 2990000.00000000 PA USD 3093770.94000000 0.399120901883 Long DBT CORP US N 2 2025-09-29 Fixed 3.27200000 N N N N N N SLM Student Loan Trust 5493008U32QWNGB0TW72 78443HAF0 1025000.00000000 PA USD 972741.09000000 0.125491288356 Long ABS-O CORP US N 2 2041-01-25 Floating 2.09963000 N N N N N N DC Office Trust N/A 23312BAA8 765000.00000000 PA USD 776450.15000000 0.100168205774 Long ABS-MBS CORP US N 2 2045-09-15 Fixed 2.96500000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912828WU0 1148817.40000000 PA USD 1155853.31000000 0.149114211905 Long DBT UST US N 2 2024-07-15 Fixed 0.12500000 N N N N N N PUBLIC SERVICE CO OF NEW OFZN1UT56PNG1CGSR346 744542AC5 1405000.00000000 PA USD 1460652.82000000 0.188435757579 Long DBT CORP US N 2 2025-08-01 Fixed 3.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402QYC9 1127.54000000 PA USD 1305.26000000 0.000168388855 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 63940FAC1 1640000.00000000 PA USD 1676326.00000000 0.216259302303 Long ABS-O CORP US N 2 2065-06-25 Floating 3.29200000 N N N N N N IndyMac INDX Mortgage Loan Tru N/A 45669FAA1 764689.01000000 PA USD 647246.31000000 0.083499889293 Long ABS-MBS CORP US N 2 2037-06-25 Variable 3.27081700 N N N N N N SLM Student Loan Trust N/A 78447KAC6 691581.07000000 PA USD 675436.18000000 0.087136605312 Long ABS-O CORP US N 2 2026-05-26 Floating 2.44200000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBJ0 780000.00000000 PA USD 834061.14000000 0.107600478794 Long DBT CORP US N 2 2025-10-15 Fixed 4.65000000 N N N N N N 2020-02-24 METROPOLITAN WEST FUNDS Eric Chan Eric Chan Senior Vice President XXXX