NPORT-P false 0001028621 XXXXXXXX S000001150 C000003071 C000003070 METROPOLITAN WEST FUNDS 811-07989 0001028621 549300KGDNJW6FXNDC82 865 South Figueroa Street SUITE 1800 Los Angeles 90017 800-241-4671 Metropolitan West Intermediate Bond Fund S000001150 549300JTE3R17FNYHI96 2021-03-31 2020-09-30 N 872360231.00 77676894.78 794683336.22 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3170000.00000000 57581884.03000000 0.00000000 1159034.11000000 USD N CRANE CO 549300X1RO9ID7AUCA83 224399AR6 1130000.00000000 PA USD 1232470.15000000 0.155089466939 Long DBT CORP US N 2 2023-12-15 Fixed 4.45000000 N N N N N N BX Trust 2019-OC11 N/A 05606FAA1 375000.00000000 PA USD 399718.28000000 0.050299064014 Long ABS-MBS CORP US N 2 2041-12-09 Fixed 3.20200000 N N N N N N Freddie Mac N/A 3133TLMU9 23804.67000000 PA USD 26921.53000000 0.003387705363 Long ABS-MBS USGSE US N 2 2029-07-15 Fixed 6.00000000 N N N N N N AMERICAN CAMPUS CMNTYS RDKVCX5HITZ2GPIR7153 024836AB4 1250000.00000000 PA USD 1348699.34000000 0.169715316595 Long DBT CORP US N 2 2024-07-01 Fixed 4.12500000 N N N N N N NEW YORK CITY NY TRANSITIONAL N/A 64971XCV8 800000.00000000 PA USD 900104.00000000 0.113265744853 Long DBT MUN US N 2 2038-08-01 Fixed 4.00000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCE1 824000.00000000 PA USD 867301.20000000 0.109137962314 Long DBT CORP US N 2 2030-08-15 Fixed 4.50000000 N N N N N N US AIRWAYS 2012-1A PTT N/A 90345WAA2 344579.02697500 PA USD 323904.29000000 0.040758913045 Long DBT CORP US N 2 2024-10-01 Fixed 5.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9N25 23573.39000000 PA USD 25508.37000000 0.003209878556 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N Charter Communications Operating LLC 549300TPZNMN50BJ3745 16117LBX6 99248.11680000 PA USD 97165.40000000 0.012226933115 Long LON CORP US N 2 2027-02-01 Floating 1.90000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 64072UAH5 354600.00000000 PA USD 343665.91000000 0.043245641922 Long LON CORP US N 2 2026-01-15 Floating 2.40238000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAQ2 1152000.00000000 PA USD 1278175.25000000 0.160840826999 Long DBT CORP US N 2 2025-05-14 Fixed 3.60000000 N N N N N N Fannie Mae N/A 3136B3SX9 835766.44000000 PA USD 875031.58000000 0.110110724626 Long ABS-MBS USGSE US N 2 2047-05-25 Fixed 4.00000000 N N N N N N DENTSPLY SIRONA INC 9NHEHR1SOZCYXDO8HO28 24906PAA7 1000000.00000000 PA USD 1088956.59000000 0.137030253481 Long DBT CORP US N 2 2030-06-01 Fixed 3.25000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAJ4 795000.00000000 PA USD 876477.63000000 0.110292690188 Long DBT CORP GB N 2 2024-11-15 Fixed 4.79600000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H0206A8 6100000.00000000 PA USD 6338757.97000000 0.797645764179 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 2.00000000 N N N N N N HarborView Mortgage Loan Trust N/A 411640AB1 2378044.92000000 PA USD 2380047.71000000 0.299496365599 Long ABS-MBS CORP US N 2 2037-10-25 Floating 1.14813000 N N N N N N American Airlines Inc IWUQB36BXD6OWD6X4T14 02376CAX3 75000.00000000 PA USD 55351.88000000 0.006965275031 Long LON CORP US N 2 2027-01-29 Floating 1.89613000 N N N N N N Freddie Mac N/A 3128L0XJ6 6354.70000000 PA USD 7390.53000000 0.000929996850 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 5.50000000 N N N N N N FannieMae Whole Loan N/A 31393BW43 9296023.17000000 PA USD 144387.69000000 0.018169210730 Long ABS-MBS USGSE US N 2 2042-09-25 Floating 0.55000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TAL9 10256.04000000 PA USD 11058.34000000 0.001391540440 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 4.00000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBN1 119000.00000000 PA USD 127765.69000000 0.016077559975 Long DBT CORP US N 2 2029-01-15 Fixed 6.87500000 N N N N N N FHLMC Multifamily Structured P N/A 3137AUPE3 105000.00000000 PA USD 108106.78000000 0.013603755744 Long ABS-MBS USGSE US N 2 2022-06-25 Fixed 2.39600000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TLT0 966743.53000000 PA USD 1036764.59000000 0.130462606015 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179T7L3 1130254.69000000 PA USD 1222746.94000000 0.153865934299 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 4.50000000 N N N N N N RAYMOND JAMES FINANCIAL RGUZHJ05YTITL6D76949 754730AD1 1990000.00000000 PA USD 2298538.50000000 0.289239549294 Long DBT CORP US N 2 2024-04-01 Fixed 5.62500000 N N N N N N Freddie Mac N/A 31335HRZ8 82.36000000 PA USD 84.42000000 0.000010623099 Long ABS-MBS USGSE US N 2 2021-12-01 Fixed 6.50000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AG5 2365000.00000000 PA USD 2715510.67000000 0.341709778754 Long DBT CORP US N 2 2025-11-15 Fixed 4.12500000 N N N N N N USA COM PART/USA COM FIN N/A 91740PAC2 60000.00000000 PA USD 59587.50000000 0.007498269723 Long DBT CORP US N 2 2026-04-01 Fixed 6.87500000 N N N N N N SYDNEY AIRPORT FINANCE 549300MJAANHLHOVTO40 87124VAE9 410000.00000000 PA USD 434016.46000000 0.054615019620 Long DBT CORP AU N 2 2025-04-30 Fixed 3.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AWX2 1340481.80000000 PA USD 1422894.88000000 0.179051807826 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 3.00000000 N N N N N N ROCKIES EXPRESS PIPELINE W2ZGZGZKY5GGNY6F3V51 77340RAR8 1000000.00000000 PA USD 974200.76000000 0.122589805976 Long DBT CORP US N 2 2029-07-15 Fixed 4.95000000 N N N N N N NATIONWIDE MUTUAL INSURA Z7LVXXWM8HZPKF5T2355 638671AJ6 1212000.00000000 PA USD 1212033.63000000 0.152517811152 Long DBT CORP US N 2 2024-12-15 Floating 2.54038000 N N N N N N New Century Home Equity Loan T N/A 64352VPK1 2838673.18000000 PA USD 2790448.52000000 0.351139679519 Long ABS-MBS CORP US N 2 2036-02-25 Floating 0.36813000 N N N N N N CHURCHILL DOWNS INC 529900FODTBQC8MIS994 171484AG3 908000.00000000 PA USD 945460.51000000 0.118973239642 Long DBT CORP US N 2 2027-04-01 Fixed 5.50000000 N N N N N N HOMER CITY HOLDINGS LLC (PLACEHOLDER) N/A 000000000 8014.00000000 NS USD 440.77000000 0.000055464860 Long EC CORP US N 3 N N N ELANCO ANIMAL HEALTH INC 549300SHPNDCE059M934 28414HAF0 1000000.00000000 PA USD 1028750.00000000 0.129454079771 Long DBT CORP US N 2 2021-08-27 Variable 4.91200000 N N N N N N Frontier Communications Corporation 549300ZCZ76HYCS0H445 35906EAJ9 712314.57800000 PA USD 702915.59000000 0.088452287592 Long LON CORP US N 2 2024-06-17 Floating 6.00000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAQ8 293000.00000000 PA USD 299501.67000000 0.037688177963 Long DBT CORP US N 2 2024-04-15 Fixed 6.00000000 N N N N N N Freddie Mac N/A 3128MBSV0 7402.93000000 PA USD 7531.56000000 0.000947743542 Long ABS-MBS USGSE US N 2 2022-09-01 Fixed 6.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GGT0 152000.00000000 PA USD 164056.55000000 0.020644267033 Long DBT CORP US N 2 2025-10-01 Fixed 3.09300000 N N N N N N SUNOCO LOGISTICS PARTNER 5493006LL0CKP8WQW329 86765BAL3 105000.00000000 PA USD 107698.76000000 0.013552412022 Long DBT CORP US N 2 2023-01-15 Fixed 3.45000000 N N N N N N PARK AEROSPACE HOLDINGS 635400CPI3EOIFF6OC33 70014LAC4 1330000.00000000 PA USD 1318718.31000000 0.165942615114 Long DBT CORP KY N 2 2023-03-15 Fixed 4.50000000 N N N N N N Berry Global Inc 549300AP2Q7ERHX6RI89 08579JBF8 545992.46000000 PA USD 531389.89000000 0.066868130459 Long LON CORP US N 2 2026-07-01 Floating 2.15550000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63861VAA5 730000.00000000 PA USD 776378.87000000 0.097696633943 Long DBT CORP GB N 2 2024-03-08 Fixed 3.76600000 N N N N N N Mid-State Trust N/A 595481AC6 416620.80000000 PA USD 469572.35000000 0.059089240782 Long ABS-O CORP US N 2 2040-01-15 Fixed 7.07900000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBJ0 780000.00000000 PA USD 842665.20000000 0.106037859559 Long DBT CORP US N 2 2025-10-15 Fixed 4.65000000 N N N N N N Transdigm Inc 88Q84GB3X55CF5OC7582 89364MBQ6 295750.00020000 PA USD 280150.67000000 0.035253119982 Long LON CORP US N 2 2025-05-30 Floating 2.39663000 N N N N N N Intelsat Jackson Holdings SA 8XJ8KF85PBKK1TLMFN29 000000000 48499.96000000 PA USD 49490.09000000 0.006227649145 Long LON CORP LU N 2 2021-07-14 Floating 6.50000000 N N N N N N VIRGIN MEDIA SECURED FIN 213800X3RLP4NOTPY579 92769XAP0 65000.00000000 PA USD 69877.60000000 0.008793137695 Long DBT CORP GB N 2 2029-05-15 Fixed 5.50000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F0226B6 1000000.00000000 PA USD 1047311.02000000 0.131789729602 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDM0 1315000.00000000 PA USD 1352575.15000000 0.170203034133 Long DBT CORP US N 2 2031-01-15 Fixed 1.95000000 N N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 124857AM5 180000.00000000 PA USD 197553.97000000 0.024859457974 Long DBT CORP US N 2 2024-08-15 Fixed 3.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5SG9 2142974.41000000 PA USD 2313235.66000000 0.291088985331 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.50000000 N N N N N N FHLMC Multifamily Structured P N/A 3137FJY78 1250000.00000000 PA USD 1564454.06000000 0.196865089362 Long ABS-MBS USGSE US N 2 2033-10-25 Variable 3.90000000 N N N N N N Navient Student Loan Trust N/A 63938QAA5 1566554.67000000 PA USD 1512429.42000000 0.190318501856 Long ABS-O CORP US N 2 2083-03-25 Floating 0.76813000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UXH0 157673.74000000 PA USD 162375.19000000 0.020432690934 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 3.00000000 N N N N N N Structured Asset Mortgage Inve N/A 86359LGS2 546705.71000000 PA USD 538931.23000000 0.067817104680 Long ABS-MBS CORP US N 2 2035-04-19 Floating 0.63625000 N N N N N N Academic Loan Funding Trust N/A 00400VAB3 667992.97000000 PA USD 665504.56000000 0.083744622501 Long ABS-MBS CORP US N 2 2044-12-27 Floating 1.24813000 N N N N N N Bear Stearns Asset Backed Secu N/A 0738795R5 1470901.71000000 PA USD 1456999.19000000 0.183343367551 Long ABS-MBS CORP US N 2 2035-12-25 Floating 0.64813000 N N N N N N RBSSP Resecuritization Trust N/A 74928UBX4 3686354.46000000 PA USD 3588169.15000000 0.451521881290 Long ABS-MBS CORP US N 2 2035-10-25 Variable 2.83670000 N N N N N N One Bryant Park Trust N/A 68236JAA9 960000.00000000 PA USD 1029339.60000000 0.129528272845 Long ABS-MBS CORP US N 2 2054-09-15 Fixed 2.51641000 N N N N N N AMERICAN CAMPUS CMNTYS RDKVCX5HITZ2GPIR7153 024836AA6 50000.00000000 PA USD 52603.94000000 0.006619484466 Long DBT CORP US N 2 2023-04-15 Fixed 3.75000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAY2 1820000.00000000 PA USD 1998639.50000000 0.251501372799 Long DBT CORP US N 2 2024-12-05 Fixed 4.02300000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XAW6 120000.00000000 PA USD 123281.74000000 0.015513316358 Long DBT CORP US N 2 2022-04-10 Fixed 3.45000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCJ6 1342000.00000000 PA USD 1471916.79000000 0.185220542939 Long DBT CORP US N 2 2024-06-15 Fixed 3.85000000 N N N N N N Nationstar Home Equity Loan Tr N/A 63860LAA8 4296189.50000000 PA USD 4246647.13000000 0.534382305057 Long ABS-MBS CORP US N 2 2037-04-25 Floating 0.36813000 N N N N N N LOS ANGELES CA UNIF SCH DIST N/A 544646XZ0 875000.00000000 PA USD 1222856.25000000 0.153879689464 Long DBT MUN US N 2 2034-07-01 Fixed 5.75000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397YS6 1095000.00000000 PA USD 1095000.00000000 0.137790733754 Long DBT CORP US N 2 2020-11-02 Fixed 2.34300000 N N N N N N SAFINA LTD N/A 78657AAB5 4045597.75813000 PA USD 4153619.67000000 0.522676074945 Long DBT CORP KY N 2 2023-12-30 Fixed 2.00000000 N N N N N N Fannie Mae N/A 31359ADZ9 1300.89000000 PA USD 1440.22000000 0.000181231936 Long ABS-MBS USGSE US N 2 2023-05-25 Floating 10.69672200 N N N N N N ALIMENTATION COUCHE-TARD 549300OSW32RVX8CCZ87 01626PAH9 640000.00000000 PA USD 707830.91000000 0.089070813208 Long DBT CORP CA N 2 2027-07-26 Fixed 3.55000000 N N N N N N Recette CLO LLC 549300392I5L5XOJ0016 75620TAR9 1195355.17000000 PA USD 1189509.88000000 0.149683506094 Long ABS-CBDO CORP KY N 2 2027-10-20 Floating 1.19175000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CU2 50000.00000000 PA USD 54248.93000000 0.006826483899 Long DBT CORP US N 2 2026-06-01 Fixed 2.87500000 N N N N N N BERKSHIRE HATHAWAY INC 5493000C01ZX7D35SD85 084670BS6 55000.00000000 PA USD 61475.72000000 0.007735876316 Long DBT CORP US N 2 2026-03-15 Fixed 3.12500000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBL3 1000000.00000000 PA USD 1149908.39000000 0.144700201651 Long DBT CORP US N 2 2030-04-06 Fixed 3.63300000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AM2 725000.00000000 PA USD 846776.94000000 0.106555265651 Long DBT CORP US N 2 2038-04-15 Fixed 4.37500000 N N N N N N PIEDMONT OPERATING PARTN 549300WKGDPAS39FBD10 720198AC4 1210000.00000000 PA USD 1253872.47000000 0.157782655411 Long DBT CORP US N 2 2023-06-01 Fixed 3.40000000 N N N N N N PENNSYLVANIA ST ECON DEV FING N/A 70870JBL1 40000.00000000 PA USD 43110.80000000 0.005424902981 Long DBT MUN US N 2 2027-11-15 Fixed 3.20100000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAU9 172000.00000000 PA USD 178088.80000000 0.022410033265 Long DBT CORP US N 2 2026-02-01 Fixed 4.50000000 N N N N N N FOX CORP 549300DDU6FDRBIELS05 35137LAL9 1500000.00000000 PA USD 1697911.14000000 0.213658832721 Long DBT CORP US N 2 2030-04-08 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31389NRU1 3308.59000000 PA USD 3881.29000000 0.000488407120 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 7.00000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AV2 1090000.00000000 PA USD 1243153.80000000 0.156433857782 Long DBT CORP US N 2 2030-06-01 Fixed 3.50000000 N N N N N N FORD MOTOR CREDIT CO N/A 000000000 2000000.00000000 PA USD 1999707.40000000 0.251635753369 Long DBT CORP US N 2 2020-10-08 None 0.00000000 N N N N N N Freddie Mac N/A 31297NTT3 34034.31000000 PA USD 40088.70000000 0.005044613139 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N BANNER HEALTH PLD0E0WJKFN8IZJ2WD85 06654DAB3 1095000.00000000 PA USD 1138072.84000000 0.143210859990 Long DBT CORP US N 2 2030-01-01 Fixed 2.33800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390TVV8 2551.64000000 PA USD 3081.28000000 0.000387736832 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 7.00000000 N N N N N N RAYMOND JAMES FINANCIAL RGUZHJ05YTITL6D76949 754730AE9 250000.00000000 PA USD 287831.95000000 0.036219703733 Long DBT CORP US N 2 2026-09-15 Fixed 3.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AYE2 1209594.51000000 PA USD 1307553.56000000 0.164537684434 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 3.50000000 N N N N N N SANDALWOOD 2013 LLC N/A 79977TAB5 1520888.98240000 PA USD 1608045.96000000 0.202350532181 Long DBT CORP US N 2 2025-07-10 Fixed 2.89700000 N N N N N N SLC Student Loan Trust 25490083RPF52FIUZ551 784423AH8 136548.27000000 PA USD 121839.19000000 0.015331791223 Long ABS-O CORP US N 2 2031-08-15 Floating 0.57013000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GYW7 13.98000000 PA USD 14.00000000 0.000001761708 Long ABS-MBS USGSE US N 2 2021-12-01 Fixed 5.00000000 N N N N N N Churchill Downs Incorporated 529900FODTBQC8MIS994 17148PAD3 53756.28200000 PA USD 52244.39000000 0.006574240029 Long LON CORP US N 2 2024-12-27 Floating 2.15000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523CL2 79000.00000000 PA USD 82101.88000000 0.010331395696 Long DBT CORP US N 2 2030-03-15 Fixed 2.40000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AZ0 43000.00000000 PA USD 47756.88000000 0.006009548435 Long DBT CORP US N 2 2029-02-01 Fixed 6.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAY7 695000.00000000 PA USD 758231.86000000 0.095413081593 Long DBT CORP US N 2 2024-10-15 Fixed 3.62500000 N N N N N N Elanco Animal Health Inc 549300SHPNDCE059M934 000000000 927777.77780000 PA USD 903131.36000000 0.113646696594 Long LON CORP US N 2 2027-08-01 Floating 1.90513000 N N N N N N SES SA 5493008JPA4HYMH1HX51 78413HAA7 1500000.00000000 PA USD 1548974.84000000 0.194917241799 Long DBT CORP LU N 2 2023-04-04 Fixed 3.60000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAL7 2900000.00000000 PA USD 3409818.55000000 0.429078904085 Long DBT CORP US N 2 2028-12-15 Fixed 4.37500000 N N N N N N ALCON FINANCE CORP 549300CUZUI9VU7XNK42 01400EAA1 2300000.00000000 PA USD 2502550.33000000 0.314911640390 Long DBT CORP US N 2 2026-09-23 Fixed 2.75000000 N N N N N N GSR Mortgage Loan Trust N/A 36242DBU6 31124.12000000 PA USD 30774.70000000 0.003872573967 Long ABS-MBS CORP US N 2 2034-08-25 Variable 2.95145200 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 912796TU3 15000000.00000000 PA USD 14997768.75000000 1.887263525788 Long DBT UST US N 1 2020-12-03 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DGV8 2318123.54000000 PA USD 2383909.80000000 0.299982356662 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407YQ28 8522.86000000 PA USD 8552.39000000 0.001076200998 Long ABS-MBS USGSE US N 2 2035-12-01 Floating 3.59400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385JET1 8.90000000 PA USD 9.66000000 0.000001215578 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 7.00000000 N N N N N N Citigroup Commercial Mortgage N/A 17290XAT7 1000000.00000000 PA USD 1107313.09000000 0.139340167275 Long ABS-MBS CORP US N 2 2049-04-10 Fixed 3.31400000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAB7 65000.00000000 PA USD 66560.00000000 0.008375663231 Long DBT CORP US N 2 2025-10-01 Fixed 5.25000000 N N N N N N WRKCO INC 549300JEB576INN13W07 92940PAB0 730000.00000000 PA USD 858798.46000000 0.108068009087 Long DBT CORP US N 2 2026-03-15 Fixed 4.65000000 N N N N N N Higher Education Funding N/A 429827AY4 958562.32400000 PA USD 957253.02000000 0.120457165309 Long ABS-MBS CORP US N 2 2034-05-25 Floating 1.30000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2S1 885000.00000000 PA USD 924725.76000000 0.116364055700 Long DBT CORP US N 2 2028-06-02 Fixed 2.39300000 N N N N N N AMERICAN AIRLINES 2013-2 N/A 02377UAB0 348675.04545700 PA USD 299736.38000000 0.037717712998 Long DBT CORP US N 2 2023-01-15 Fixed 4.95000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00772BAR2 160000.00000000 PA USD 162066.47000000 0.020393842756 Long DBT CORP IE N 2 2022-02-01 Fixed 3.95000000 N N N N N N Fannie Mae N/A 31396WVQ6 55018.82000000 PA USD 55575.49000000 0.006993413283 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 0.61813000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHZ5 1235000.00000000 PA USD 1289110.78000000 0.162216913485 Long DBT CORP US N 2 2031-02-13 Fixed 2.49600000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MP3 985000.00000000 PA USD 1183092.99000000 0.148876028485 Long DBT CORP US N 2 2031-03-31 Fixed 4.41200000 N N N N N N NUTRITION & BIOSCIENCES N/A 67079BAD2 1090000.00000000 PA USD 1100620.56000000 0.138498004152 Long DBT CORP US N 2 2030-11-01 Fixed 2.30000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AJ8 685000.00000000 PA USD 748122.75000000 0.094140988731 Long DBT CORP US N 2 2025-06-01 Fixed 5.25000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAJ2 575000.00000000 PA USD 658911.66000000 0.082914996448 Long DBT CORP US N 2 2025-12-15 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RQN2 61797.12000000 PA USD 69364.26000000 0.008728540896 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 6.50000000 N N N N N N 321 Henderson Receivables LLC N/A 46617LAA9 417348.64000000 PA USD 479569.06000000 0.060347189646 Long ABS-O CORP US N 2 2073-01-17 Fixed 4.08000000 N N N N N N Freddie Mac N/A 3137APLC2 841121.09000000 PA USD 177751.85000000 0.022367632728 Long ABS-MBS USGSE US N 2 2042-04-15 Floating 6.45762000 N N N N N N LCM Ltd Partnership 549300PYL1KC7BYM8G75 50188QAJ0 50000.00000000 PA USD 49816.00000000 0.006268660449 Long ABS-CBDO CORP KY N 2 2027-07-15 Floating 1.51500000 N N N N N N RITE AID CORP 529900W353T1JY1DKT44 767754CL6 198000.00000000 PA USD 198371.25000000 0.024962301455 Long DBT CORP US N 2 2026-11-15 Fixed 8.00000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABE4 1500000.00000000 PA USD 1703805.00000000 0.214400494177 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N AMCOR FINANCE USA INC 549300ZMT7FVT8R77U18 02343UAH8 30000.00000000 PA USD 35198.72000000 0.004429276215 Long DBT CORP US N 2 2028-05-15 Fixed 4.50000000 N N N N N N Fannie Mae N/A 31393USG9 4104.48000000 PA USD 4987.79000000 0.000627644971 Long ABS-MBS USGSE US N 2 2034-01-25 Floating 9.80000000 N N N N N N MPH Acquisition Holdings LLC 5493002WXOPRPTXWTU06 55328HAE1 166103.20290000 PA USD 163760.32000000 0.020606990550 Long LON CORP US N 2 2023-06-07 Floating 3.75000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912828ZZ6 3498593.34000000 PA USD 3890897.82000000 0.489616132950 Long DBT UST US N 2 2030-07-15 Fixed 0.12500000 N N N N N N Merrill Lynch First Franklin M N/A 59024VAG4 426520.68000000 PA USD 314056.69000000 0.039519727630 Long ABS-MBS CORP US N 2 2037-06-25 Floating 0.32813000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912828ZJ2 1888837.30000000 PA USD 2010431.20000000 0.252985196539 Long DBT UST US N 2 2025-04-15 Fixed 0.12500000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAW1 3170000.00000000 PA USD 3237996.50000000 0.407457455368 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N Freddie Mac N/A 31297CWX4 104583.82000000 PA USD 121192.51000000 0.015250415414 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBL9 1420000.00000000 PA USD 1514848.49000000 0.190622908642 Long DBT CORP US N 2 2031-04-22 Fixed 2.52200000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAF6 170000.00000000 PA USD 156825.00000000 0.019734275635 Long DBT CORP US N 2 2027-10-01 Fixed 3.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371KLM1 804.29000000 PA USD 826.52000000 0.000104006207 Long ABS-MBS USGSE US N 2 2022-03-01 Fixed 6.50000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397XQ1 2500000.00000000 PA USD 2499406.25000000 0.314516001038 Long DBT CORP US N 2 2021-01-15 Fixed 3.20000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAH6 355000.00000000 PA USD 386153.31000000 0.048592098563 Long DBT CORP GB N 2 2024-03-12 Fixed 3.90000000 N N N N N N HEALTHPEAK PROPERTIES PZ9HF5U52KPF0MH0QN75 40414LAJ8 29000.00000000 PA USD 31690.25000000 0.003987783379 Long DBT CORP US N 2 2023-11-15 Fixed 4.25000000 N N N N N N Freddie Mac N/A 3133T1E99 7291.32000000 PA USD 7805.51000000 0.000982216392 Long ABS-MBS USGSE US N 2 2023-10-15 Floating 10.09375000 N N N N N N NEW YORK ST DORM AUTH ST PERSO 549300C8XO7EXTX2XU71 649902T29 70000.00000000 PA USD 87462.20000000 0.011005918460 Long DBT MUN US N 2 2030-03-15 Fixed 5.50000000 N N N N N N HSI Asset Securitization Corpo N/A 40430HCA4 385886.40000000 PA USD 383120.21000000 0.048210424522 Long ABS-MBS CORP US N 2 2035-11-25 Floating 0.77813000 N N N N N N SLM Student Loan Trust 549300Y3YMECZJOAL893 78442GLB0 170981.31000000 PA USD 155671.49000000 0.019589122220 Long ABS-O CORP US N 2 2039-07-25 Floating 0.71450000 N N N N N N WI TREASURY N/B 254900HROIFWPRGM1V77 91282CAL5 8520000.00000000 PA USD 8467415.67000000 1.065508144448 Long DBT UST US N 1 2027-09-30 Fixed 0.37500000 N N N N N N GFL Environmental Inc 549300FYK4MBXWIVZU26 000000000 154730.59000000 PA USD 154285.74000000 0.019414744586 Long LON CORP CA N 2 2025-05-30 Floating 4.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHC6 2497000.00000000 PA USD 2623034.48000000 0.330072918412 Long DBT CORP US N 2 2023-12-20 Fixed 3.00400000 N N N N N N Conseco Financial Corp N/A 393505PN6 96061.30000000 PA USD 99070.11000000 0.012466614748 Long ABS-O CORP US N 2 2026-09-15 Variable 7.70000000 N N N N N N CYRUSONE LP/CYRUSONE FIN N/A 23283PAR5 1000000.00000000 PA USD 1085949.29000000 0.136651826017 Long DBT CORP US N 2 2029-11-15 Fixed 3.45000000 N N N N N N Vistra Operations Company LLC 549300ZH5GKBTJZ7NM23 88233FAK6 138849.59260000 PA USD 137036.22000000 0.017244129045 Long LON CORP US N 2 2025-12-31 Floating 1.90050000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CAN1 21695000.00000000 PA USD 21694576.30000000 2.729964919510 Long DBT UST US N 1 2022-09-30 Fixed 0.12500000 N N N N N N GTR ORLANDO FL AVIATION AUTH A 549300CP6PUG5S184F61 3922742E5 330000.00000000 PA USD 396443.85000000 0.049887021903 Long DBT MUN US N 2 2044-10-01 Fixed 5.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBJ4 865000.00000000 PA USD 1057031.16000000 0.133012875924 Long DBT CORP US N 2 2031-03-24 Fixed 4.49300000 N N N N N N Mid-State Trust 5493001662PV30WKJE68 59560UAA9 230325.87000000 PA USD 247093.29000000 0.031093302040 Long ABS-O CORP US N 2 2037-08-15 Fixed 6.00500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138NJBH0 36003.16000000 PA USD 40768.61000000 0.005130170489 Long ABS-MBS USGSE US N 2 2027-09-01 Variable 3.18200000 N N N N N N RFC PRINCIPAL STRIP N/A 76116FAG2 230000.00000000 PA USD 229851.28000000 0.028923631530 Long DBT USGSE US N 2 2021-01-15 None 0.00000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCZ3 2360000.00000000 PA USD 1965644.00000000 0.247349341606 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95000000 N N N N N N Bear Stearns Alt-A Trust N/A 07386HNU1 3677580.24000000 PA USD 3620550.16000000 0.455596587342 Long ABS-MBS CORP US N 2 2035-01-25 Floating 1.07813000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 36962GX74 1115000.00000000 PA USD 760543.60000000 0.095703982370 Long DBT CORP US N 2 2036-08-15 Floating 0.76013000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 92922F4P0 768632.85000000 PA USD 746548.66000000 0.093942911090 Long ABS-MBS CORP US N 2 2045-10-25 Floating 0.92813000 N N N N N N Dryden Senior Loan Fund 549300ENU7ZZLTPT3E22 26250UAQ8 1785000.00000000 PA USD 1767524.85000000 0.222418763479 Long ABS-CBDO CORP KY N 2 2029-04-15 Floating 1.17500000 N N N N N N Citigroup Mortgage Loan Trust 549300R1KUK063S4I339 17307G2S6 2000000.00000000 PA USD 1929538.60000000 0.242805972147 Long ABS-O CORP US N 2 2036-01-25 Floating 0.92813000 N N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 92556HAD9 1000000.00000000 PA USD 1142941.30000000 0.143823488917 Long DBT CORP US N 2 2032-05-19 Fixed 4.20000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AN9 1140000.00000000 PA USD 1159345.80000000 0.145887770280 Long DBT CORP US N 2 2024-09-01 Fixed 3.35000000 N N N N N N PARK AEROSPACE HOLDINGS 635400CPI3EOIFF6OC33 70014LAB6 140000.00000000 PA USD 141172.39000000 0.017764609318 Long DBT CORP KY N 2 2024-02-15 Fixed 5.50000000 N N N N N N IHS MARKIT LTD 549300HLPTRASHS0E726 44962LAB3 1340000.00000000 PA USD 1521516.40000000 0.191461973675 Long DBT CORP BM N 2 2025-02-15 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LAW2 124032.96000000 PA USD 144578.63000000 0.018193237911 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.50000000 N N N N N N Fannie Mae N/A 3136B1Z72 661755.48000000 PA USD 700811.59000000 0.088187528045 Long ABS-MBS USGSE US N 2 2048-06-25 Fixed 3.00000000 N N N N N N MASTR Seasoned Securitization N/A 55265WCK7 22563.32000000 PA USD 22524.13000000 0.002834352876 Long ABS-MBS CORP US N 2 2032-10-25 Variable 2.62520700 N N N N N N CIT EDUCATION LOAN TRUST N/A 17284LAA2 242021.15000000 PA USD 230512.25000000 0.029006805540 Long ABS-MBS CORP US N 2 2042-03-25 Floating 0.38688000 N N N N N N CenturyLink Inc 8M3THTGWLTYZVE6BBY25 15669GAH7 347375.00000000 PA USD 334504.76000000 0.042092836826 Long LON CORP US N 2 2027-03-15 Floating 2.39663000 N N N N N N PARK AEROSPACE HOLDINGS 635400CPI3EOIFF6OC33 70014LAA8 675000.00000000 PA USD 678029.32000000 0.085320691789 Long DBT CORP KY N 2 2022-08-15 Fixed 5.25000000 N N N N N N Educational Funding of the Sou N/A 28148WAB9 241998.64000000 PA USD 240437.82000000 0.030255802411 Long ABS-MBS CORP US N 2 2035-04-25 Floating 0.89450000 N N N N N N Structured Asset Mortgage Inve N/A 86360KAX6 1953795.46000000 PA USD 1198792.23000000 0.150851562548 Long ABS-MBS CORP US N 2 2036-05-25 Variable 3.12471900 N N N N N N ADVOCATE HEALTH CORP 549300AEHU3PPOUCIL87 007589AD6 985000.00000000 PA USD 1027541.57000000 0.129302015427 Long DBT CORP US N 2 2030-06-15 Fixed 2.21100000 N N N N N N Asset Backed Securities Corp H N/A 04541GNA6 464972.26000000 PA USD 449795.98000000 0.056600655820 Long ABS-MBS CORP US N 2 2034-12-25 Floating 1.12313000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBN1 2850000.00000000 PA USD 3084125.36000000 0.388094882506 Long DBT CORP US N 2 2030-10-15 Fixed 2.61000000 N N N N N N Nomura Resecuritization Trust N/A 65540RAE0 427246.40000000 PA USD 424999.04000000 0.053480300973 Long ABS-MBS CORP US N 2 2035-12-26 Floating 0.37513000 N N N N N N SPRINT SPECTRUM / SPEC I N/A 85208NAE0 785000.00000000 PA USD 926790.63000000 0.116623891273 Long DBT CORP US N 2 2028-03-20 Fixed 5.15200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31388JKV6 365.58000000 PA USD 369.37000000 0.000046480149 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 7.00000000 N N N N N N Countrywide Home Loans N/A 12669FT52 82740.82000000 PA USD 78697.88000000 0.009903048977 Long ABS-MBS CORP US N 2 2034-08-25 Variable 2.65735300 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QBC5 750000.00000000 PA USD 764112.86000000 0.096153124794 Long DBT NUSS MX N 2 2022-12-20 Fixed 2.00000000 N N N N N N Residential Asset Mortgage Pro N/A 76112BX21 1539536.62000000 PA USD 1531181.40000000 0.192678181385 Long ABS-MBS CORP US N 2 2036-01-25 Floating 0.74813000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11134NAL9 310887.09680000 PA USD 310887.10000000 0.039120878195 Long LON CORP US N 2 2022-11-04 Floating 1.28363000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWV2 350000.00000000 PA USD 399467.99000000 0.050267568450 Long DBT CORP US N 2 2029-04-23 Fixed 3.81400000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TCZ6 357738.24000000 PA USD 389919.69000000 0.049066045835 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 4.50000000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29278NAQ6 385000.00000000 PA USD 373885.45000000 0.047048356616 Long DBT CORP US N 2 2030-05-15 Fixed 3.75000000 N N N N N N US AIRWAYS 2001-1G PASS N/A 90332UAN3 67410.38360000 PA USD 66030.15000000 0.008308988875 Long DBT CORP US N 2 2021-03-20 Fixed 7.07600000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJB6 720000.00000000 PA USD 763200.17000000 0.096038275274 Long DBT CORP US N 2 2031-04-29 Fixed 2.59200000 N N N N N N Fannie Mae or Freddie Mac N/A 01F0226A8 4225000.00000000 PA USD 4432192.73000000 0.557730674344 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBJ8 475000.00000000 PA USD 541702.92000000 0.068165883857 Long DBT CORP GB N 2 2025-05-30 Fixed 4.12500000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BR0 1560000.00000000 PA USD 1890514.05000000 0.237895267691 Long DBT CORP US N 2 2030-03-25 Fixed 3.90000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -263.00000000 NC USD -46410.47000000 -0.00584012120 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2020-12-21 -42013043.97000000 USD -46410.47000000 N N N RUBY PIPELINE LLC 549300VXRTBPBK07QT94 781172AB7 664772.72785200 PA USD 559406.25000000 0.070393605163 Long DBT CORP US N 2 2022-04-01 Variable 7.75000000 N N N N N N DELTA AIR LINES 2002-1G1 N/A 247367AX3 505464.10068000 PA USD 485245.54000000 0.061061496810 Long DBT CORP US N 2 2023-01-02 Fixed 6.71800000 N N N N N N Mid-State Trust N/A 59549WAA1 568019.78000000 PA USD 610712.49000000 0.076849791881 Long ABS-O CORP US N 2 2038-07-15 Fixed 4.86400000 N N N N N N Freddie Mac N/A 31292LGW9 864509.84000000 PA USD 945337.97000000 0.118957819663 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 3.50000000 N N N N N N Mid-State Trust 5493001662PV30WKJE68 59560UAB7 225809.68000000 PA USD 239639.01000000 0.030155283126 Long ABS-O CORP US N 2 2037-08-15 Fixed 6.49700000 N N N N N N POWERTEAM SERVICES LLC 549300J2G34D0WX8Z443 73939VAA2 685000.00000000 PA USD 725506.18000000 0.091295003548 Long DBT CORP US N 2 2025-12-04 Fixed 9.03300000 N N N N N N LIVE NATION ENTERTAINMEN 5493007B9BM9ZXJINO78 538034AR0 227000.00000000 PA USD 212954.38000000 0.026797388380 Long DBT CORP US N 2 2027-10-15 Fixed 4.75000000 N N N N N N HEALTHCARE REALTY TRUST 549300CB86LH2IOKHH22 421946AH7 25000.00000000 PA USD 26854.24000000 0.003379237839 Long DBT CORP US N 2 2023-04-15 Fixed 3.75000000 N N N N N N New Century Home Equity Loan T N/A 64352VKA8 4899857.82000000 PA USD 4853315.05000000 0.610723143269 Long ABS-MBS CORP US N 2 2035-03-25 Floating 0.82313000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RGD8 1200000.00000000 PA USD 1224803.22000000 0.154124688939 Long DBT CORP US N 2 2024-06-12 Floating 1.42913000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 254687FL5 1385000.00000000 PA USD 1432223.96000000 0.180225744610 Long DBT CORP US N 2 2029-09-01 Fixed 2.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38143U8H7 20000.00000000 PA USD 22536.84000000 0.002835952255 Long DBT CORP US N 2 2026-02-25 Fixed 3.75000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RHT2 1530000.00000000 PA USD 1736080.37000000 0.218461906884 Long DBT CORP US N 2 2026-01-15 Fixed 3.87500000 N N N N N N SLC Student Loan Trust 5493007QNQ56NU0MGE13 78444LAD5 293911.05000000 PA USD 297412.61000000 0.037425298410 Long ABS-O CORP US N 2 2032-12-15 Floating 1.85038000 N N N N N N SLM Student Loan Trust 549300MTK92VF84VT259 78445JAB3 1885000.00000000 PA USD 1810992.07000000 0.227888517030 Long ABS-O CORP US N 2 2083-10-25 Floating 2.49450000 N N N N N N Citigroup Commercial Mortgage N/A 17324TAE9 3250000.00000000 PA USD 3654776.13000000 0.459903456310 Long ABS-MBS CORP US N 2 2049-02-10 Fixed 3.61600000 N N N N N N LIFE STORAGE LP X0MIGH67XZCB7HL1A534 53227JAC8 1000000.00000000 PA USD 1001776.02000000 0.126059774295 Long DBT CORP US N 2 2030-10-15 Fixed 2.20000000 N N N N N N WASTE PRO USA INC 549300BY1QXU5BI3UF28 94107JAA1 274000.00000000 PA USD 278081.23000000 0.034992709337 Long DBT CORP US N 2 2026-02-15 Fixed 5.50000000 N N N N N N Navient Student Loan Trust N/A 63940FAC1 1640000.00000000 PA USD 1680852.74000000 0.211512267011 Long ABS-O CORP US N 2 2065-06-25 Floating 1.64813000 N N N N N N SS&C Technologies Inc 549300KY09TR3J12JU49 78466DBE3 64469.65850000 PA USD 62616.16000000 0.007879385051 Long LON CORP US N 2 2025-04-16 Floating 1.89663000 N N N N N N Colony American Finance Ltd N/A 21872FAB3 5910502.89000000 PA USD 437029.38000000 0.054994154285 Long ABS-O CORP US N 2 2052-03-15 Variable 2.34628100 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 36962GXZ2 250000.00000000 PA USD 314773.15000000 0.039609884296 Long DBT CORP US N 2 2032-03-15 Fixed 6.75000000 N N N N N N FHLMC Multifamily Structured P N/A 3137FKKP0 3265000.00000000 PA USD 4110314.21000000 0.517226676672 Long ABS-MBS USGSE US N 2 2033-11-25 Variable 3.95000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HRS1 715000.00000000 PA USD 794246.98000000 0.099945090553 Long DBT CORP US N 2 2026-06-15 Fixed 3.20000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397ZH9 385000.00000000 PA USD 386684.38000000 0.048658926439 Long DBT CORP US N 2 2021-10-12 Fixed 3.81300000 N N N N N N JP Morgan Mortgage Acquisition N/A 46629TAG5 3745000.00000000 PA USD 3676008.11000000 0.462575209829 Long ABS-MBS CORP US N 2 2036-07-25 Floating 0.43813000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBH8 1945000.00000000 PA USD 2022257.60000000 0.254473386798 Long DBT CORP US N 2 2026-03-13 Fixed 2.00500000 N N N N N N HEALTHCARE REALTY TRUST 549300CB86LH2IOKHH22 421946AJ3 1400000.00000000 PA USD 1535311.68000000 0.193197920482 Long DBT CORP US N 2 2025-05-01 Fixed 3.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q83U7 24781.81000000 PA USD 26840.89000000 0.003377557924 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.50000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 95.00000000 NC USD 13875.87000000 0.001746087953 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2020-12-31 11959092.88000000 USD 13875.87000000 N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NAY4 219000.00000000 PA USD 221874.38000000 0.027919848056 Long DBT CORP US N 2 2022-08-01 Fixed 3.87500000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAD5 675000.00000000 PA USD 674711.88000000 0.084903237459 Long DBT CORP GB N 2 2030-09-02 Fixed 2.20000000 N N N N N N Zayo Group Holdings, Inc 529900Z6OTS7RT0V0I47 98919XAB7 497500.00000000 PA USD 483908.30000000 0.060893223494 Long LON CORP US N 2 2027-03-09 Floating 3.14663000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAB2 70000.00000000 PA USD 76280.40000000 0.009598842271 Long DBT CORP N/A N 2 2030-01-15 Fixed 5.50000000 N N N N N N Hudson Yards N/A 44421GAA1 760000.00000000 PA USD 856402.28000000 0.107766482694 Long ABS-MBS CORP US N 2 2039-07-10 Fixed 3.22800000 N N N N N N Magnetite CLO Ltd 549300BDVLRWS2SODX97 55953TAJ6 50000.00000000 PA USD 49644.00000000 0.006247016608 Long ABS-CBDO CORP KY N 2 2028-11-15 Floating 1.36013000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385QV90 3640.67000000 PA USD 4075.15000000 0.000512801743 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 6.50000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABJ3 740000.00000000 PA USD 766536.40000000 0.096458094068 Long DBT CORP US N 2 2031-02-15 Fixed 2.55000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36241LDP8 692338.46000000 PA USD 786542.05000000 0.098975530774 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 4.50000000 N N N N N N SPRINT SPECTRUM / SPEC I N/A 85208NAD2 780000.00000000 PA USD 845812.50000000 0.106433904103 Long DBT CORP US N 2 2025-03-20 Fixed 4.73800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HXWW6 1160000.00000000 PA USD 1243529.30000000 0.156481109307 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 2.45500000 N N N N N N PRICOA GLOBAL FUNDING 1 635400IBXEBMD9ADYA79 74153WCG2 1945000.00000000 PA USD 1950943.69000000 0.245499509185 Long DBT CORP US N 2 2020-11-24 Fixed 2.55000000 N N N N N N SEALED AIR CORP Q0M0CZB4YN6JZ65WXI09 81211KAY6 65000.00000000 PA USD 68006.25000000 0.008557653961 Long DBT CORP US N 2 2027-12-01 Fixed 4.00000000 N N N N N N Brazos Higher Education Author N/A 10620NCG1 22491.97000000 PA USD 22545.64000000 0.002837059615 Long ABS-MBS CORP US N 2 2030-02-25 Floating 1.05000000 N N N N N N SL GREEN OPERATING PARTN 2K1OXW4LY7IS2U150Y32 78444FAF3 1350000.00000000 PA USD 1378111.48000000 0.173416431072 Long DBT CORP US N 2 2022-10-15 Fixed 3.25000000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773DA5 910000.00000000 PA USD 981953.10000000 0.123565331654 Long DBT CORP US N 2 2027-05-05 Fixed 2.55000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAE2 525000.00000000 PA USD 498831.18000000 0.062771063298 Long DBT CORP US N 2 2029-10-01 Fixed 3.25000000 N N N N N N TCI-Flatiron CLO Ltd 549300EEOTVLW827QY91 87230AAE6 10000.00000000 PA USD 9959.00000000 0.001253203577 Long ABS-CBDO CORP KY N 2 2028-07-17 Floating 1.49288000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AK7 800000.00000000 PA USD 940124.86000000 0.118301821260 Long DBT CORP US N 2 2028-09-26 Fixed 4.45000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RHJ4 365000.00000000 PA USD 429807.78000000 0.054085414958 Long DBT CORP US N 2 2029-03-01 Fixed 4.35000000 N N N N N N MET TRANSPRTN AUTH NY REVENUE 5493000TKYODLXADQD60 59259YCA5 25000.00000000 PA USD 29889.25000000 0.003761152227 Long DBT MUN US N 2 2031-11-15 Fixed 6.54800000 N N N N N N Freddie Mac N/A 3128ME6W6 1973004.16000000 PA USD 2110536.93000000 0.265582129863 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 2.50000000 N N N N N N Structured Adjustable Rate Mor N/A 863579DE5 916861.44000000 PA USD 879774.21000000 0.110707519574 Long ABS-MBS CORP US N 2 2034-10-25 Variable 3.40392400 N N N N N N SLM Student Loan Trust 5493008U32QWNGB0TW72 78443HAF0 1025000.00000000 PA USD 974728.09000000 0.122656163225 Long ABS-O CORP US N 2 2041-01-25 Floating 0.40450000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2J1 2435000.00000000 PA USD 2554087.25000000 0.321396855022 Long DBT CORP US N 2 2031-02-11 Fixed 2.57200000 N N N N N N Change Healthcare Holdings LLC 549300GHXFJ3EKF50583 15911AAC7 338940.38010000 PA USD 332347.99000000 0.041821436898 Long LON CORP US N 2 2024-03-01 Floating 3.50000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AJ5 1081000.00000000 PA USD 1222338.86000000 0.153814583028 Long DBT CORP US N 2 2024-05-15 Fixed 5.75000000 N N N N N N Banc of America Funding Corpor N/A 05990TBD8 301699.92000000 PA USD 303011.44000000 0.038129834386 Long ABS-MBS CORP US N 2 2036-03-27 Floating 0.36313000 N N N N N N BAYLOR SCOTT & WHITE HOL 549300JQDKSBWYRGGV95 072863AE3 1530000.00000000 PA USD 1628569.41000000 0.204933126916 Long DBT CORP US N 2 2026-11-15 Fixed 2.65000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XBY1 495000.00000000 PA USD 508503.60000000 0.063988204712 Long DBT CORP US N 2 2022-06-30 Fixed 3.15000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAB7 75000.00000000 PA USD 74921.44000000 0.009427835791 Long DBT CORP KY N 2 2023-10-01 Fixed 5.12500000 N N N N N N Residential Asset Securitizati N/A 45660LAP4 16560.76000000 PA USD 16303.47000000 0.002051568122 Long ABS-MBS CORP US N 2 2034-12-25 Variable 3.54199500 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BF8 885000.00000000 PA USD 1012290.33000000 0.127382856020 Long DBT CORP US N 2 2027-03-15 Fixed 3.95000000 N N N N N N Credit-Based Asset Servicing a N/A 12464YAA7 126920.39000000 PA USD 92935.73000000 0.011694687149 Long ABS-MBS CORP US N 2 2037-04-25 Floating 0.20813000 N N N N N N Freddie Mac N/A 31283HZH1 62842.29000000 PA USD 74023.07000000 0.009314788246 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.50000000 N N N N N N Wells Fargo Commercial Mortgag 549300DT2BKPLXAJ4C66 94989CBA8 34587886.56000000 PA USD 1515250.35000000 0.190673477212 Long ABS-MBS CORP US N 2 2048-02-15 Variable 1.34978900 N N N N N N Global SC Finance SRL N/A 37952UAE3 642083.33000000 PA USD 652279.23000000 0.082080396086 Long ABS-O CORP BB N 2 2029-07-17 Fixed 3.09000000 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 822582CG5 585000.00000000 PA USD 641272.27000000 0.080695321113 Long DBT CORP NL N 2 2030-04-06 Fixed 2.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TNS0 775339.77000000 PA USD 831614.95000000 0.104647337133 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 4.00000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 706451BG5 1780000.00000000 PA USD 1465474.00000000 0.184409806171 Long DBT CORP MX N 2 2035-06-15 Fixed 6.62500000 N N N N N N Mid-State Trust 5493001662PV30WKJE68 59560UAD3 316133.55000000 PA USD 359125.44000000 0.045191011769 Long ABS-O CORP US N 2 2037-08-15 Fixed 8.90000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBH7 770000.00000000 PA USD 821424.40000000 0.103364996164 Long DBT CORP US N 2 2029-09-06 Fixed 3.46200000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBD6 830000.00000000 PA USD 899598.61000000 0.113202148453 Long DBT CORP US N 2 2037-08-15 Fixed 4.39000000 N N N N N N VENTAS REALTY LP/CAP CRP N/A 92276MAZ8 40000.00000000 PA USD 41505.36000000 0.005222880373 Long DBT CORP US N 2 2022-08-15 Fixed 3.25000000 N N N N N N US AIRWAYS 2011-1A PTT N/A 903436AA1 503320.56830600 PA USD 423914.98000000 0.053343886889 Long DBT CORP US N 2 2023-10-22 Fixed 7.12500000 N N N N N N CenturyLink Inc 8M3THTGWLTYZVE6BBY25 15669GAF1 240625.00000000 PA USD 234208.73000000 0.029471956856 Long LON CORP US N 2 2025-01-31 Floating 2.14663000 N N N N N N LOS ANGELES CA DEPT WTR & PWR N/A 544495VX9 50000.00000000 PA USD 63475.50000000 0.007987521205 Long DBT MUN US N 2 2027-07-01 Fixed 5.51600000 N N N N N N MIAMI-DADE CNTY FL AVIATION RE N/A 59333P2P2 245000.00000000 PA USD 260552.60000000 0.032786971630 Long DBT MUN US N 2 2031-10-01 Fixed 3.50400000 N N N N N N DC Office Trust N/A 23312BAA8 765000.00000000 PA USD 847770.09000000 0.106680239959 Long ABS-MBS CORP US N 2 2045-09-15 Fixed 2.96500000 N N N N N N MAUSER PACKAGING SOLUT 549300DNGHXL0OMHW304 12429TAD6 65000.00000000 PA USD 65325.00000000 0.008220255417 Long DBT CORP US N 2 2024-04-15 Fixed 5.50000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDN9 155000.00000000 PA USD 177711.01000000 0.022362493574 Long DBT CORP US N 2 2025-12-15 Fixed 3.70000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225DCE2 16946.04000000 PA USD 17542.86000000 0.002207528357 Long ABS-MBS USGA US N 2 2034-07-20 Floating 3.25000000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JBA5 50000.00000000 PA USD 51091.45000000 0.006429158341 Long DBT CORP US N 2 2021-09-01 Fixed 4.00000000 N N N N N N Homebanc Mortgage Trust N/A 43739EBS5 35894.84000000 PA USD 35894.01000000 0.004516768927 Long ABS-MBS CORP US N 2 2035-10-25 Floating 0.41813000 N N N N N N Structured Receivables Finance N/A 86365FAC8 491077.57000000 PA USD 562862.25000000 0.070828495369 Long ABS-O CORP US N 2 2046-01-16 Fixed 7.61400000 N N N N N N HOLOGIC INC 549300DYP6F5ZJL0LB74 436440AM3 60000.00000000 PA USD 63450.00000000 0.007984312380 Long DBT CORP US N 2 2028-02-01 Fixed 4.62500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CAC5 18195000.00000000 PA USD 18195710.70000000 2.289680665326 Long DBT UST US N 1 2022-07-31 Fixed 0.12500000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDX7 555000.00000000 PA USD 582799.74000000 0.073337355074 Long DBT CORP US N 2 2030-05-15 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31384LWG5 16.51000000 PA USD 17.94000000 0.000002257502 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 7.00000000 N N N N N N OCP CLO Ltd 254900ZMV4RGFPV8TK42 670881AA9 1850000.00000000 PA USD 1855143.00000000 0.233444306108 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 2.06969000 N N N N N N ROCKIES EXPRESS PIPELINE W2ZGZGZKY5GGNY6F3V51 77340RAT4 400000.00000000 PA USD 388400.00000000 0.048874813689 Long DBT CORP US N 2 2030-05-15 Fixed 4.80000000 N N N N N N LOS ANGELES CA DEPT OF ARPTS A N/A 544445NQ8 325000.00000000 PA USD 400676.25000000 0.050419611402 Long DBT MUN US N 2 2036-05-15 Fixed 5.00000000 N N N N N N SLM Student Loan Trust 549300EQOYJZL2D96G46 78445AAE6 185000.00000000 PA USD 168462.52000000 0.021198697936 Long ABS-O CORP US N 2 2073-04-25 Floating 2.09450000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H0226A4 3900000.00000000 PA USD 4095304.79000000 0.515337946996 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 2.50000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AS6 65000.00000000 PA USD 68818.75000000 0.008659895943 Long DBT CORP US N 2 2028-02-01 Fixed 5.37500000 N N N N N N AEP TEXAS INC 5493001L78U618KXNZ75 0010EPAN8 1150000.00000000 PA USD 1268417.41000000 0.159612936648 Long DBT CORP US N 2 2025-10-01 Fixed 3.85000000 N N N N N N Grifols Worldwide Operations USA Inc N/A 39843PAG8 99500.00000000 PA USD 97657.76000000 0.012288889869 Long LON CORP US N 2 2027-11-15 Floating 2.09963000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBL8 40000.00000000 PA USD 42104.82000000 0.005298314193 Long DBT CORP US N 2 2023-09-15 Fixed 2.40000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MS7 1235000.00000000 PA USD 1297141.83000000 0.163227510994 Long DBT CORP US N 2 2031-06-03 Fixed 2.57200000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAC9 1065000.00000000 PA USD 1066098.44000000 0.134153868768 Long DBT CORP GB N 2 2020-10-16 Fixed 2.87500000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAD3 95000.00000000 PA USD 95312.73000000 0.011993800002 Long DBT CORP KY N 2 2024-05-15 Fixed 5.25000000 N N N N N N METROPOLITAN EDISON CO N/A 591894CB4 770000.00000000 PA USD 863323.27000000 0.108637394374 Long DBT CORP US N 2 2025-04-15 Fixed 4.00000000 N N N N N N SES GLOBAL AMERICAS HLDG 5299000YGN3VJ3R60481 78413KAB8 750000.00000000 PA USD 795862.58000000 0.100148391658 Long DBT CORP US N 2 2044-03-25 Fixed 5.30000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCJ3 1000000.00000000 PA USD 1013352.18000000 0.127516475281 Long DBT CORP US N 2 2021-04-09 Fixed 3.55000000 N N N N N N EMORY UNIVERSITY 95MD72NUUVZ3P8PQ6919 29157TAD8 1465000.00000000 PA USD 1537256.79000000 0.193442685902 Long DBT CORP US N 2 2030-09-01 Fixed 2.14300000 N N N N N N Fannie Mae or Freddie Mac N/A 01F0204A4 5200000.00000000 PA USD 5406374.74000000 0.680318120890 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 2.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHT9 605000.00000000 PA USD 676430.71000000 0.085119528643 Long DBT CORP US N 2 2027-04-23 Fixed 3.55900000 N N N N N N Dreyfus Government Cash Management 549300F7IDB6WRO7VJ11 262006208 21348000.00000000 NS USD 21348000.00000000 2.686353044917 Long STIV RF US N 1 N N N Banc of America Funding Corpor N/A 05946XCR2 4000.71000000 PA USD 4112.24000000 0.000517469010 Long ABS-MBS CORP US N 2 2032-06-25 Fixed 6.50000000 N N N N N N SLM Student Loan Trust 549300MHMWVKFEDI8G73 784442AC9 3754181.73000000 PA USD 3550101.78000000 0.446731624811 Long ABS-O CORP US N 2 2023-04-25 Floating 0.99450000 N N N N N N AETNA INC 549300QKBENKLBXQ8968 00817YAV0 50000.00000000 PA USD 52648.08000000 0.006625038880 Long DBT CORP US N 2 2023-06-15 Fixed 2.80000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50076QAR7 245000.00000000 PA USD 329742.24000000 0.041493538994 Long DBT CORP US N 2 2039-01-26 Fixed 6.87500000 N N N N N N GE CAPITAL FUNDING LLC 549300XAGH9TOLX5XM67 36166NAB9 730000.00000000 PA USD 785466.52000000 0.098840190073 Long DBT CORP US N 2 2030-05-15 Fixed 4.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EGGT5 322789.37000000 PA USD 370489.89000000 0.046621071955 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N Intelsat Jackson Holdings SA 8XJ8KF85PBKK1TLMFN29 000000000 225000.00000000 PA USD 228141.00000000 0.028708416246 Long LON CORP LU N 2 2024-01-02 Floating 8.62500000 N N N N N N Babson CLO Ltd 549300Z33CTC4YAKLT16 06761CAA7 50000.00000000 PA USD 49688.00000000 0.006252553405 Long ABS-CBDO CORP KY N 2 2028-07-20 Floating 1.35175000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAM7 280000.00000000 PA USD 281078.00000000 0.035369811746 Long DBT CORP US N 2 2023-03-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RJ75 239.50000000 PA USD 245.61000000 0.000030906650 Long ABS-MBS USGSE US N 2 2022-12-01 Fixed 6.50000000 N N N N N N SLM Student Loan Trust 549300SRMXHPGI3BJ386 78444YAE5 2235000.00000000 PA USD 2046236.59000000 0.257490813854 Long ABS-O CORP US N 2 2073-07-25 Floating 2.09450000 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713BG0 365000.00000000 PA USD 411167.25000000 0.051739759884 Long DBT CORP US N 2 2025-06-12 Fixed 4.45000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RGL0 50000.00000000 PA USD 57957.39000000 0.007293142734 Long DBT CORP US N 2 2028-02-15 Fixed 4.10000000 N N N N N N Banc of America Merrill Lynch N/A 05491YAA8 1095000.00000000 PA USD 1291532.82000000 0.162521694004 Long ABS-MBS CORP US N 2 2038-08-10 Variable 4.22710800 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAK0 600000.00000000 PA USD 604440.00000000 0.076060485032 Long DBT CORP CA N 2 2025-08-01 Fixed 3.75000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBK7 195000.00000000 PA USD 225394.03000000 0.028362747742 Long DBT CORP US N 2 2030-03-19 Fixed 3.48200000 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713BA3 940000.00000000 PA USD 1179132.24000000 0.148377622413 Long DBT CORP US N 2 2035-08-15 Fixed 5.70000000 N N N N N N Freddie Mac N/A 3128LXTX8 50243.83000000 PA USD 60039.10000000 0.007555097390 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.50000000 N N N N N N SLM Student Loan Trust 549300OORAXMFXOHG132 78444GAD6 185000.00000000 PA USD 165036.26000000 0.020767550101 Long ABS-O CORP US N 2 2083-04-26 Floating 1.44450000 N N N N N N JP Morgan Mortgage Trust N/A 46630UAM6 172279.49000000 PA USD 171783.55000000 0.021616604019 Long ABS-MBS CORP US N 2 2037-05-25 Variable 3.81424600 N N N N N N VENTAS REALTY LP 32SXKSJ72K64GM3HOU64 92277GAJ6 1155000.00000000 PA USD 1227739.05000000 0.154494122884 Long DBT CORP US N 2 2026-10-15 Fixed 3.25000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2A0 1810000.00000000 PA USD 2028606.17000000 0.255272267271 Long DBT CORP US N 2 2028-05-22 Fixed 3.58400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404CF54 7764.92000000 PA USD 7844.08000000 0.000987069898 Long ABS-MBS USGSE US N 2 2034-03-01 Floating 2.88500000 N N N N N N Citigroup Mortgage Loan Trust 549300R1KUK063S4I339 17307GDP0 6994.45000000 PA USD 6979.74000000 0.000878304562 Long ABS-MBS CORP US N 2 2034-02-25 Variable 2.92418100 N N N N N N BAE SYSTEMS HOLDINGS INC MF62XBVMNYTYMC18DL76 05523UAK6 630000.00000000 PA USD 699474.16000000 0.088019230820 Long DBT CORP US N 2 2024-10-07 Fixed 3.80000000 N N N N N N Merrill Lynch First Franklin M N/A 59024VAH2 788198.87000000 PA USD 618627.26000000 0.077845757146 Long ABS-MBS CORP US N 2 2037-06-25 Floating 0.39813000 N N N N N N Freddie Mac N/A 31397W5J0 965736.17000000 PA USD 213523.69000000 0.026869028236 Long ABS-MBS USGSE US N 2 2038-06-15 Floating 6.04762000 N N N N N N Fannie Mae N/A 31358NXA5 0.03000000 PA USD 0.03000000 0.000000003775 Long ABS-MBS USGSE US N 2 2022-06-25 Fixed 6.50000000 N N N N N N Ace Securities Corp. N/A 004421MG5 2600000.00000000 PA USD 2571507.12000000 0.323588906775 Long ABS-MBS CORP US N 2 2035-04-25 Floating 1.16813000 N N N N N N MASTR Adjustable Rate Mortgage N/A 57645TAA5 2070792.84000000 PA USD 2020661.84000000 0.254272582285 Long ABS-MBS CORP US N 2 2037-09-25 Floating 0.45813000 N N N N N N Residential Asset Mortgage Pro N/A 760985E72 23163.82000000 PA USD 23644.84000000 0.002975378861 Long ABS-MBS CORP US N 2 2031-04-25 Fixed 8.00000000 N N N N N N CONCHO RESOURCES INC SYHS7HRDXLL4I0IQ8776 20605PAH4 30000.00000000 PA USD 32424.96000000 0.004080236557 Long DBT CORP US N 2 2027-10-01 Fixed 3.75000000 N N N N N N Structured Asset Mortgage Inve N/A 86359LRY7 497086.27000000 PA USD 478214.64000000 0.060176754463 Long ABS-MBS CORP US N 2 2036-02-25 Floating 3.62526000 N N N N N N Freddie Mac N/A 3128PH5F4 1631.05000000 PA USD 1645.42000000 0.000207053542 Long ABS-MBS USGSE US N 2 2021-10-01 Fixed 5.50000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162BN9 50000.00000000 PA USD 52277.27000000 0.006578377526 Long DBT CORP US N 2 2022-05-15 Fixed 3.62500000 N N N N N N DUQUESNE LIGHT HOLDINGS 4CUJ1D8WDXK9X7QI6B93 266233AD7 395000.00000000 PA USD 415119.66000000 0.052237116481 Long DBT CORP US N 2 2021-12-01 Fixed 5.90000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38374FGE8 12249.93000000 PA USD 14053.32000000 0.001768417602 Long ABS-MBS USGA US N 2 2023-11-26 Floating 14.01050000 N N N N N N Gentiva Health Services Inc 549300STP29LPEN7S547 37249UAU0 29476.87490000 PA USD 28924.33000000 0.003639730277 Long LON CORP US N 2 2025-07-02 Floating 3.43750000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411YL27 502.52000000 PA USD 526.83000000 0.000066294330 Long ABS-MBS USGSE US N 2 2037-05-01 Floating 3.56500000 N N N N N N US AIRWAYS 2012-2A PTT N/A 90345WAD6 298620.79000000 PA USD 244493.51000000 0.030766155379 Long DBT CORP US N 2 2025-06-03 Fixed 4.62500000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175AY0 500000.00000000 PA USD 578010.00000000 0.072734631979 Long DBT CORP US N 2 2025-07-23 Fixed 4.90800000 N N N N N N IndyMac INDX Mortgage Loan Tru N/A 45669FAA1 718704.43000000 PA USD 700533.64000000 0.088152551849 Long ABS-MBS CORP US N 2 2037-06-25 Variable 3.02051000 N N N N N N INTELSAT JACKSON HLDG 8XJ8KF85PBKK1TLMFN29 45824TAY1 585000.00000000 PA USD 384617.92000000 0.048398890787 Long DBT CORP LU N 2 2025-07-15 Fixed 9.75000000 Y N N N N N SLM Student Loan Trust 549300SSKEO0UXU85O97 78445RAA7 3174941.75000000 PA USD 3102402.27000000 0.390394780989 Long ABS-O CORP US N 2 2045-01-25 Floating 0.89813000 N N N N N N Fannie Mae N/A 313921MN5 122403.43000000 PA USD 144927.39000000 0.018237124574 Long ABS-MBS USGSE US N 2 2031-10-25 Fixed 6.50000000 N N N N N N AMCOR FINANCE USA INC 549300ZMT7FVT8R77U18 02343UAG0 1950000.00000000 PA USD 2173559.54000000 0.273512661073 Long DBT CORP US N 2 2026-04-28 Fixed 3.62500000 N N N N N N SLM Student Loan Trust 549300MTK92VF84VT259 78445JAA5 718451.21000000 PA USD 705483.77000000 0.088775457826 Long ABS-O CORP US N 2 2023-04-25 Floating 1.74450000 N N N N N N CALIFORNIA ST N/A 13063BFV9 294.00000000 PA USD 273.16000000 0.000034373440 Long DBT MUN US N 2 2036-03-01 Fixed 7.95000000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46644RBB0 29012552.92000000 PA USD 749147.64000000 0.094269957082 Long ABS-MBS CORP US N 2 2048-05-15 Variable 0.83427600 N N N N N N Conseco Financial Corp N/A 393505F49 65584.67000000 PA USD 65649.74000000 0.008261119493 Long ABS-O CORP US N 2 2030-04-01 Fixed 6.18000000 N N N N N N SLM Student Loan Trust 549300R59P5DXM48DO55 78445GAE3 185000.00000000 PA USD 178215.07000000 0.022425922613 Long ABS-O CORP US N 2 2075-10-25 Floating 2.49450000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BD3 860000.00000000 PA USD 951538.85000000 0.119738115376 Long DBT CORP US N 2 2024-10-01 Fixed 3.85000000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAE8 65000.00000000 PA USD 67604.65000000 0.008507118108 Long DBT CORP US N 2 2027-09-30 Fixed 5.87500000 N N N N N N Student Loan Consolidation Cen 5493008KMDJ3GC7JUA63 86386MAX2 600000.00000000 PA USD 529898.40000000 0.066680446896 Long ABS-O CORP US N 2 2042-07-01 Floating 1.60700000 N N N N N N T-Mobile USA Inc 549300V2JRLO5DIFGE82 87265VAF5 633412.50000000 PA USD 633694.37000000 0.079741746318 Long LON CORP US N 2 2027-04-01 Floating 3.14663000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBW8 1100000.00000000 PA USD 1216619.35000000 0.153094861128 Long DBT CORP US N 2 2029-11-21 Fixed 3.20000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AF6 30000.00000000 PA USD 31994.25000000 0.004026037610 Long DBT CORP US N 2 2023-11-01 Fixed 5.37500000 N N N N N N MASTR Adjustable Rate Mortgage N/A 576433MW3 1794.11000000 PA USD 1874.42000000 0.000235870052 Long ABS-MBS CORP US N 2 2034-06-25 Variable 4.12500900 N N N N N N DURRAH MSN 35603 N/A 266893AA4 2543594.49752000 PA USD 2605995.23000000 0.327928762467 Long DBT CORP KY N 2 2025-01-22 Fixed 1.68400000 N N N N N N JP Morgan Chase Commercial Mor N/A 46651EAA2 740000.00000000 PA USD 842772.46000000 0.106051356759 Long ABS-MBS CORP US N 2 2039-06-05 Fixed 3.39730000 N N N N N N RBSCF Trust N/A 74932QAA8 560000.00000000 PA USD 585598.80000000 0.073689578390 Long ABS-MBS CORP US N 2 2032-01-15 Variable 3.96138700 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 9127963T4 29000000.00000000 PA USD 28993191.09000000 3.648395501522 Long DBT UST US N 1 2021-01-07 None 0.00000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAY9 1100000.00000000 PA USD 1314142.68000000 0.165366834826 Long DBT CORP US N 2 2025-08-15 Fixed 5.50000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397YL1 40000.00000000 PA USD 39892.55000000 0.005019930352 Long DBT CORP US N 2 2022-03-28 Fixed 3.33900000 N N N N N N Conseco Finance N/A 20846QKQ0 19768.92000000 PA USD 19883.44000000 0.002502058253 Long ABS-MBS CORP US N 2 2032-06-15 Variable 8.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DTJ1 3460000.00000000 PA USD 3587728.32000000 0.451466408879 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 2.00000000 N N N N N N CAESARS ENTERTAIN INC 5299000BKFWWVND5L441 28470RAH5 230000.00000000 PA USD 240712.79000000 0.030290403614 Long DBT CORP US N 2 2025-07-01 Fixed 6.25000000 N N N N N N CHANGE HEALTH / FIN INC N/A 15911NAA3 65000.00000000 PA USD 66254.50000000 0.008337220246 Long DBT CORP US N 2 2025-03-01 Fixed 5.75000000 N N N N N N SLM Student Loan Trust 549300JQFJDGC1WO7674 78445CAD4 2004045.41000000 PA USD 1934799.83000000 0.243468025792 Long ABS-O CORP US N 2 2023-07-25 Floating 1.34450000 N N N N N N VICI PROPERTIES INC 549300XI4XP4JVS3XU20 92565EAB9 1125000.00000000 PA USD 1090164.38000000 0.137182237290 Long LON CORP US N 2 2024-12-22 Floating 1.89470000 N N N N N N MKT 2020-525M Mortgage Trust N/A 55316PAA5 945000.00000000 PA USD 1006885.92000000 0.126702785135 Long ABS-MBS CORP US N 2 2040-02-12 Fixed 2.69400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371KCK5 1340.54000000 PA USD 1513.69000000 0.000190477128 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AVV7 24535.79000000 PA USD 26050.57000000 0.003278106990 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 3.00000000 N N N N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 075887BV0 1300000.00000000 PA USD 1406645.66000000 0.177007066322 Long DBT CORP US N 2 2024-06-06 Fixed 3.36300000 N N N N N N LCM Ltd Partnership 549300VQTTD2PAP2Y421 50188WAE8 1700000.00000000 PA USD 1684908.42000000 0.212022618721 Long ABS-CBDO CORP KY N 2 2027-10-20 Floating 1.31175000 N N N N N N Navient Student Loan Trust N/A 63938JAA1 1720875.87000000 PA USD 1665549.19000000 0.209586525108 Long ABS-O CORP US N 2 2083-03-25 Floating 0.76813000 N N N N N N GCO Education Loan Funding Tru BMMMD49PLG3NGJVYVM66 36156YAW1 769269.86000000 PA USD 734521.02000000 0.092429397537 Long ABS-MBS CORP US N 2 2046-08-27 Floating 0.82513000 N N N N N N Freddie Mac N/A 3132DVKQ7 6068622.80000000 PA USD 6548883.90000000 0.824087230915 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.50000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAA3 355000.00000000 PA USD 358559.28000000 0.045119768297 Long DBT CORP IE N 2 2022-05-26 Fixed 3.50000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAH4 1160000.00000000 PA USD 1064817.12000000 0.133992632218 Long DBT CORP KY N 2 2025-02-15 Fixed 2.87500000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63861VAD9 390000.00000000 PA USD 405401.70000000 0.051014244482 Long DBT CORP GB N 2 2023-04-26 Fixed 3.62200000 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887CB6 1400000.00000000 PA USD 1627091.26000000 0.204747122009 Long DBT CORP US N 2 2025-11-01 Fixed 4.60000000 N N N N N N AMRESCO Residential Securities N/A 03215PDM8 17250.81000000 PA USD 17597.19000000 0.002214365043 Long ABS-MBS CORP US N 2 2027-10-25 Variable 6.47060400 N N N N N N NEW YORK CITY NY TRANSITIONAL N/A 64971MT44 1465000.00000000 PA USD 1774788.90000000 0.223332844556 Long DBT MUN US N 2 2027-05-01 Fixed 5.26700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LFCY2 49199.01000000 PA USD 55072.48000000 0.006930116373 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 2.76000000 N N N N N N Freddie Mac N/A 3128M1RN1 3516.51000000 PA USD 3540.97000000 0.000445582515 Long ABS-MBS USGSE US N 2 2021-10-01 Fixed 5.50000000 N N N N N N Freddie Mac N/A 3128MFPH5 85154.93000000 PA USD 91555.52000000 0.011521006648 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.50000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F0124A1 175000.00000000 PA USD 179074.22000000 0.022534034858 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 1.50000000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 36962GW75 1090000.00000000 PA USD 1013325.73000000 0.127513146912 Long DBT CORP US N 2 2026-05-05 Floating 0.62900000 N N N N N N Treman Park CLO Ltd 549300E4DX3Q8L455K94 89473LAH7 50000.00000000 PA USD 49667.00000000 0.006249910843 Long ABS-CBDO CORP KY N 2 2028-10-20 Floating 1.34175000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XBM7 1040000.00000000 PA USD 1055950.70000000 0.132876914850 Long DBT CORP US N 2 2021-07-06 Fixed 3.20000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CAG6 44600000.00000000 PA USD 44600871.93000000 5.612408099828 Long DBT UST US N 1 2022-08-31 Fixed 0.12500000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAL7 3020000.00000000 PA USD 3290956.33000000 0.414121723711 Long DBT CORP GB N 2 2025-07-09 Fixed 3.87000000 N N N N N N Indymac Manufactured Housing C N/A 22540ABD9 17338.06000000 PA USD 17580.27000000 0.002212235893 Long ABS-O CORP US N 2 2028-02-25 Fixed 6.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UVX7 360401.09000000 PA USD 373477.20000000 0.046996983952 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 3.50000000 N N N N N N AETNA INC 549300QKBENKLBXQ8968 00817YAQ1 1250000.00000000 PA USD 1371768.35000000 0.172618235148 Long DBT CORP US N 2 2024-11-15 Fixed 3.50000000 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RBD5 725000.00000000 PA USD 782496.65000000 0.098466472660 Long DBT CORP US N 2 2031-01-30 Fixed 3.25000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BN8 815000.00000000 PA USD 913068.37000000 0.114897133032 Long DBT CORP US N 2 2024-03-15 Fixed 5.00000000 N N N N N N SLM Student Loan Trust 549300GQO6PBOYVGSS10 78446JAB2 500000.00000000 PA USD 503625.35000000 0.063374343848 Long ABS-O CORP US N 2 2034-10-25 Floating 1.34813000 N N N N N N Indymac Manufactured Housing C N/A 22540AFG8 85812.60000000 PA USD 87207.08000000 0.010973815106 Long ABS-O CORP US N 2 2028-09-25 Fixed 6.49000000 N N N N N N BAYER US FINANCE LLC 54930093Q75GSEM74I71 07274EAG8 1020000.00000000 PA USD 1112172.49000000 0.139951656126 Long DBT CORP US N 2 2024-10-08 Fixed 3.37500000 N N N N N N WASHINGTON ST 549300X3TODFMUKLQ364 93974CRD4 40000.00000000 PA USD 51114.00000000 0.006431995949 Long DBT MUN US N 2 2031-08-01 Fixed 5.04000000 N N N N N N Residential Asset Mortgage Pro N/A 760985W80 10542.76000000 PA USD 11186.18000000 0.001407627351 Long ABS-MBS CORP US N 2 2031-11-25 Fixed 7.00000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBK5 780000.00000000 PA USD 924512.21000000 0.116337183361 Long DBT CORP GB N 2 2028-05-30 Fixed 4.37500000 N N N N N N Credit-Based Asset Servicing a N/A 12489WGJ7 659940.06000000 PA USD 673144.87000000 0.084706050739 Long ABS-MBS CORP US N 2 2032-12-25 Variable 3.37900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q83V5 1737347.95000000 PA USD 1881701.59000000 0.236786340449 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.50000000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29278NAF0 1000000.00000000 PA USD 1060281.05000000 0.133421830013 Long DBT CORP US N 2 2028-06-15 Fixed 4.95000000 N N N N N N SPRINT CORP 549300ZTTY7CXOLJ6539 85207UAF2 65000.00000000 PA USD 74790.63000000 0.009411375146 Long DBT CORP US N 2 2023-09-15 Fixed 7.87500000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCP9 265000.00000000 PA USD 273534.86000000 0.034420611019 Long DBT CORP US N 2 2021-11-06 Fixed 4.20000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TC29 1824702.20000000 PA USD 2021648.09000000 0.254396688323 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 5.00000000 N N N N N N CPT MORTGAGE TRUST N/A 12654YAA7 715000.00000000 PA USD 783677.82000000 0.098615106707 Long ABS-MBS CORP US N 2 2039-11-13 Fixed 2.86500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179U3S9 2712862.44000000 PA USD 2799552.75000000 0.352285322014 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 3.00000000 N N N N N N CYRUSONE LP/CYRUSONE FIN N/A 23283PAQ7 1450000.00000000 PA USD 1539805.75000000 0.193763437562 Long DBT CORP US N 2 2024-11-15 Fixed 2.90000000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 9127963J6 5000000.00000000 PA USD 4999076.50000000 0.629065222857 Long DBT UST US N 1 2020-12-10 None 0.00000000 N N N N N N SLM Student Loan Trust N/A 78447KAC6 639186.26000000 PA USD 625238.58000000 0.078677701104 Long ABS-O CORP US N 2 2026-05-26 Floating 0.79813000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385HUQ3 676.26000000 PA USD 779.93000000 0.000098143494 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 7.00000000 N N N N N N EVERGY MISSOURI WEST INC EZIFUDC0VSUS6T6LCG85 918005AT6 1995000.00000000 PA USD 2152887.95000000 0.270911424950 Long DBT CORP US N 2 2021-11-15 Fixed 8.27000000 N N N N N N ALIMENTATION COUCHE-TARD 549300OSW32RVX8CCZ87 01626PAJ5 10000.00000000 PA USD 10320.72000000 0.001298721079 Long DBT CORP CA N 2 2022-07-26 Fixed 2.70000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BT5 1070000.00000000 PA USD 1248730.87000000 0.157135655560 Long DBT CORP US N 2 2026-06-15 Fixed 5.25000000 N N N N N N Fanniemae-Aces N/A 3136AMM71 82609075.73000000 PA USD 311969.04000000 0.039257025507 Long ABS-MBS USGSE US N 2 2022-07-25 Variable 0.47554300 N N N N N N BOSTON SCIENTIFIC CORP Y6ZDD9FP4P8JSSJMW954 101137BA4 245000.00000000 PA USD 261156.11000000 0.032862915087 Long DBT CORP US N 2 2030-06-01 Fixed 2.65000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AQ3 730000.00000000 PA USD 892130.85000000 0.112262433266 Long DBT CORP US N 2 2029-01-23 Fixed 4.75000000 N N N N N N NEW YORK ST DORM AUTH ST PERSO 549300C8XO7EXTX2XU71 64990FLE2 640000.00000000 PA USD 776985.60000000 0.097772982594 Long DBT MUN US N 2 2047-03-15 Fixed 5.00000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAD4 1000000.00000000 PA USD 1007126.55000000 0.126733065121 Long DBT CORP US N 2 2023-01-15 Fixed 2.25000000 N N N N N N Level 3 Financing Inc N/A 52729KAP1 400000.00000000 PA USD 388250.00000000 0.048855938246 Long LON CORP US N 2 2027-03-01 Floating 1.89663000 N N N N N N First Franklin Mtg Loan Asset N/A 32027NXD8 2022428.27000000 PA USD 2018230.05000000 0.253966574862 Long ABS-MBS CORP US N 2 2035-12-25 Floating 0.62813000 N N N N N N Freddie Mac N/A 3128MMUF8 37342.26000000 PA USD 39064.88000000 0.004915779433 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413ADY6 22252.22000000 PA USD 22529.28000000 0.002835000933 Long ABS-MBS USGSE US N 2 2037-05-01 Floating 3.01500000 N N N N N N Credit-Based Asset Servicing a N/A 12464YAC3 1508143.36000000 PA USD 1136147.28000000 0.142968554670 Long ABS-MBS CORP US N 2 2037-04-25 Floating 0.39813000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 254687FX9 1200000.00000000 PA USD 1296654.19000000 0.163166148187 Long DBT CORP US N 2 2031-01-13 Fixed 2.65000000 N N N N N N SPRINT SPECTRUM / SPEC I N/A 85208NAA8 958000.00000000 PA USD 968652.96000000 0.121891691426 Long DBT CORP US N 2 2021-09-20 Variable 3.36000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397YY3 850000.00000000 PA USD 838089.80000000 0.105462108213 Long DBT CORP US N 2 2021-04-05 Floating 1.11375000 N N N N N N SFAVE Commercial Mortgage Secu 549300FIGODFFTOAAU64 78413MAE8 105000.00000000 PA USD 98972.48000000 0.012454329352 Long ABS-MBS CORP US N 2 2043-01-05 Variable 4.14400000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833BY5 20000.00000000 PA USD 22500.58000000 0.002831389432 Long DBT CORP US N 2 2026-02-23 Fixed 3.25000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397XA6 500000.00000000 PA USD 501225.00000000 0.063072292717 Long DBT CORP US N 2 2022-01-09 Fixed 3.21900000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DG2 2890000.00000000 PA USD 3187459.78000000 0.401098102190 Long DBT CORP US N 2 2029-08-15 Fixed 3.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UEB4 15134.76000000 PA USD 16460.86000000 0.002071373495 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 5.00000000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 233851DV3 1900000.00000000 PA USD 1907198.91000000 0.239994828515 Long DBT CORP US N 2 2022-02-15 Floating 1.18013000 N N N N N N INTELSAT JACKSON HLDG 8XJ8KF85PBKK1TLMFN29 45824TBA2 1003000.00000000 PA USD 651950.00000000 0.082038967005 Long DBT CORP LU N 2 2024-10-15 Fixed 8.50000000 Y N N N N N Avolon TLB Borrower 1 (US) LLC 635400O84AGITYFZQB55 05400KAE0 52743.67000000 PA USD 51414.00000000 0.006469746835 Long LON CORP US N 2 2025-01-15 Floating 2.50000000 N N N N N N Freddie Mac N/A 3128MEX22 32801.54000000 PA USD 34950.55000000 0.004398047424 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 2.50000000 N N N N N N Brazos Higher Education Author N/A 10620NCE6 650000.00000000 PA USD 652739.39000000 0.082138300911 Long ABS-MBS CORP US N 2 2035-02-25 Floating 1.45000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CAS4 30000.00000000 PA USD 32478.95000000 0.004087030458 Long DBT CORP US N 2 2026-09-01 Fixed 2.65000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAF4 510000.00000000 PA USD 508078.80000000 0.063934749458 Long DBT CORP GB N 2 2031-02-15 Fixed 1.90000000 N N N N N N MASTR Seasoned Securitization N/A 55265WBD4 7551.59000000 PA USD 7551.44000000 0.000950245167 Long ABS-MBS CORP US N 2 2032-10-25 Variable 2.99272200 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AH2 1373000.00000000 PA USD 1524270.28000000 0.191808511708 Long DBT CORP US N 2 2026-04-15 Fixed 5.37500000 N N N N N N Panther BF Aggregator 2 LP 549300474L1ZLXZY2P98 000000000 198000.00000000 PA USD 193421.25000000 0.024339411836 Long LON CORP CA N 2 2026-04-30 Floating 3.64663000 N N N N N N Fidelity Government Portfolio N/A 316175108 1020294.33000000 NS USD 1020294.33000000 0.128390049658 Long STIV RF US N 1 N N N TC PIPELINES LP 6HL0C5LCIE4TN8UZHL06 87233QAA6 2030000.00000000 PA USD 2084536.76000000 0.262310365021 Long DBT CORP US N 2 2021-06-15 Fixed 4.65000000 N N N N N N Brazos Higher Education Author N/A 10620NCL0 1030000.00000000 PA USD 1026566.19000000 0.129179277230 Long ABS-MBS CORP US N 2 2036-10-27 Floating 1.24450000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HRWX7 3474267.76000000 PA USD 4159416.71000000 0.523405552931 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 3.99000000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29278NAG8 1270000.00000000 PA USD 1372749.92000000 0.172741752271 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N NEW YORK ST DORM AUTH ST PERSO 549300C8XO7EXTX2XU71 64990FQZ0 1245000.00000000 PA USD 1369475.10000000 0.172329661084 Long DBT MUN US N 2 2033-02-15 Fixed 3.02700000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 64952WCX9 50000.00000000 PA USD 56036.41000000 0.007051413745 Long DBT CORP US N 2 2028-01-10 Fixed 3.00000000 N N N N N N SL GREEN OPERATING PARTN 2K1OXW4LY7IS2U150Y32 78444FAG1 1000000.00000000 PA USD 993076.58000000 0.124965069070 Long DBT CORP US N 2 2021-08-16 Floating 1.26013000 N N N N N N SEALED AIR CORP Q0M0CZB4YN6JZ65WXI09 81211KAX8 600000.00000000 PA USD 669490.31000000 0.084246174480 Long DBT CORP US N 2 2025-09-15 Fixed 5.50000000 N N N N N N Fannie Mae N/A 31397LXH7 994582.12000000 PA USD 215624.08000000 0.027133333514 Long ABS-MBS USGSE US N 2 2036-11-25 Floating 5.90187000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAE0 845000.00000000 PA USD 920376.89000000 0.115816810048 Long DBT CORP US N 2 2023-10-02 Fixed 4.87500000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29278NAN3 531000.00000000 PA USD 585472.57000000 0.073673694076 Long DBT CORP US N 2 2027-06-01 Fixed 5.50000000 N N N N N N First Horizon Alternative Mort N/A 32051D6B3 89036.34000000 PA USD 86908.14000000 0.010936197607 Long ABS-MBS CORP US N 2 2034-09-25 Variable 2.47424800 N N N N N N Indymac Manufactured Housing C N/A 22540ABC1 65129.52000000 PA USD 65979.53000000 0.008302619042 Long ABS-O CORP US N 2 2028-02-25 Fixed 6.61000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2G7 3815000.00000000 PA USD 4093764.34000000 0.515144102488 Long DBT CORP US N 2 2030-10-30 Fixed 2.87900000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RAA5 665000.00000000 PA USD 684813.87000000 0.086174434367 Long DBT CORP US N 2 2022-02-07 Fixed 2.60000000 N N N N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 42217KBA3 640000.00000000 PA USD 677483.60000000 0.085252020411 Long DBT CORP US N 2 2023-03-15 Fixed 3.75000000 N N N N N N NORTHSTAR EDU FIN INC DE 25490059JOHYRUHEXW19 66704JBU1 54242.52000000 PA USD 53705.56000000 0.006758108236 Long ABS-MBS CORP US N 2 2046-01-29 Floating 0.99700000 N N N N N N Freddie Mac N/A 31283HWH4 231535.51000000 PA USD 284939.69000000 0.035855752475 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 7.50000000 N N N N N N BROADCOM CRP / CAYMN FI N/A 11134LAF6 1250000.00000000 PA USD 1343294.40000000 0.169035179017 Long DBT CORP N/A N 2 2024-01-15 Fixed 3.62500000 N N N N N N RANGE RESOURCES CORP H3Y3WLYCX0BTO1TRW162 75281AAS8 134000.00000000 PA USD 120999.61000000 0.015226141594 Long DBT CORP US N 2 2025-05-15 Fixed 4.87500000 N N N N N N ENTERGY MISSISSIPPI LLC 54930043I78H35DVVW89 29364NAR9 1435000.00000000 PA USD 1525375.17000000 0.191947546963 Long DBT CORP US N 2 2023-07-01 Fixed 3.10000000 N N N N N N SS&C Technologies Inc 549300KY09TR3J12JU49 78466DBD5 91762.67480000 PA USD 89124.50000000 0.011215096119 Long LON CORP US N 2 2025-04-16 Floating 1.75000000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 233851DB7 30000.00000000 PA USD 30291.27000000 0.003811740931 Long DBT CORP US N 2 2021-02-22 Fixed 3.00000000 N N N N N N SUNOCO LOGISTICS PARTNER 5493006LL0CKP8WQW329 86765BAN9 130000.00000000 PA USD 136566.76000000 0.017185053942 Long DBT CORP US N 2 2024-04-01 Fixed 4.25000000 N N N N N N Hostess Brands LLC 549300SW7FLS4O41LD19 44108HAJ0 297744.36040000 PA USD 293650.38000000 0.036951873358 Long LON CORP US N 2 2025-08-03 Floating 3.00000000 N N N N N N CANADIAN NATL RESOURCES 549300T15RIMIKZC5Q38 136385AX9 8000.00000000 PA USD 8630.92000000 0.001086082922 Long DBT CORP CA N 2 2027-06-01 Fixed 3.85000000 N N N N N N Freddie Mac N/A 3128MJ5E6 518746.34000000 PA USD 568487.24000000 0.071536323223 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 5.00000000 N N N N N N Morgan Stanley Capital Inc N/A 61744CFQ4 158912.73000000 PA USD 155068.89000000 0.019513293274 Long ABS-MBS CORP US N 2 2034-07-25 Floating 1.07813000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CL1 1990000.00000000 PA USD 1974575.49000000 0.248473247141 Long DBT CORP GB N 2 2028-09-22 Fixed 2.01300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410G2R3 81918.46000000 PA USD 96456.35000000 0.012137708896 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179S5P8 34480.79000000 PA USD 38003.30000000 0.004782194148 Long ABS-MBS USGA US N 2 2047-05-20 Fixed 5.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CAJ0 63106000.00000000 PA USD 63061627.02000000 7.935440966959 Long DBT UST US N 1 2025-08-31 Fixed 0.25000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F0206A2 16050000.00000000 PA USD 16593623.29000000 2.088079934949 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L9TB8 98059.10000000 PA USD 107823.07000000 0.013568054731 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 2.69000000 N N N N N N IHS MARKIT LTD 549300HLPTRASHS0E726 44962LAG2 1245000.00000000 PA USD 1355885.93000000 0.170619650394 Long DBT CORP BM N 2 2023-08-01 Fixed 4.12500000 N N N N N N NORTHWEST AIR 2001-1 A1 N/A 667294AW2 801292.65241300 PA USD 781553.85000000 0.098347834209 Long DBT CORP US N 2 2022-04-01 Fixed 7.04100000 N N N N N N CALI Mortgage Trust 2019-101C N/A 129890AA7 805000.00000000 PA USD 948880.19000000 0.119403559474 Long ABS-MBS CORP US N 2 2039-03-10 Fixed 3.95700000 N N N N N N Credit-Based Asset Servicing a N/A 12498NAD5 418481.31000000 PA USD 339059.67000000 0.042666009786 Long ABS-MBS CORP US N 2 2036-12-25 Variable 3.19582600 N N N N N N American Money Management Corp 549300MYS7FLQJZMYD18 00176PAJ1 920000.00000000 PA USD 912884.12000000 0.114873947696 Long ABS-CBDO CORP KY N 2 2028-10-16 Floating 1.41500000 N N N N N N SOUTHWESTERN ELEC POWER R64UBJHEC74EB3HGQ410 845437BM3 955000.00000000 PA USD 986166.05000000 0.124095473637 Long DBT CORP US N 2 2022-02-15 Fixed 3.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CYZ1 21951.87000000 PA USD 23326.01000000 0.002935258478 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 4.00000000 N N N N N N WALGREENS BOOTS ALLIANCE 549300RPTUOIXG4LIH86 931427AH1 65000.00000000 PA USD 71589.14000000 0.009008511533 Long DBT CORP US N 2 2024-11-18 Fixed 3.80000000 N N N N N N Conseco Financial Corp N/A 393505K27 76831.22000000 PA USD 78071.92000000 0.009824280495 Long ABS-O CORP US N 2 2030-06-01 Variable 6.66000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAL0 4795000.00000000 PA USD 5539821.50000000 0.697110565618 Long DBT CORP US N 2 2035-07-15 Fixed 5.00000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 96950FAJ3 480000.00000000 PA USD 498452.81000000 0.062723450622 Long DBT CORP US N 2 2022-08-15 Fixed 3.35000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAH8 750000.00000000 PA USD 766449.63000000 0.096447175254 Long DBT CORP IE N 2 2021-12-16 Fixed 4.45000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CAE1 30869000.00000000 PA USD 30719478.28000000 3.865625071002 Long DBT UST US N 1 2030-08-15 Fixed 0.62500000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBS3 555000.00000000 PA USD 553594.61000000 0.069662289967 Long DBT CORP US N 2 2031-03-25 Fixed 2.72600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C4X9 2000880.89000000 PA USD 2163066.89000000 0.272192304961 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.50000000 N N N N N N SLM Student Loan Trust 549300JQFJDGC1WO7674 78445CAE2 185000.00000000 PA USD 167142.19000000 0.021032552512 Long ABS-O CORP US N 2 2083-07-26 Floating 2.09450000 N N N N N N Delos Finance Sarl 549300HX549YWOJQT076 000000000 1556095.17730000 PA USD 1524778.76000000 0.191872496943 Long LON CORP LU N 2 2023-10-06 Floating 1.97038000 N N N N N N Freddie Mac N/A 3128MBN29 28435.69000000 PA USD 29508.17000000 0.003713198535 Long ABS-MBS USGSE US N 2 2022-11-01 Fixed 6.00000000 N N N N N N MASTR Adjustable Rate Mortgage N/A 576433GH3 76603.15000000 PA USD 78524.98000000 0.009881291883 Long ABS-MBS CORP US N 2 2034-01-25 Variable 3.93386600 N N N N N N 321 Henderson Receivables LLC 549300LO0ZO1XMWP1R84 46618AAA2 790792.71000000 PA USD 884670.24000000 0.111323617808 Long ABS-O CORP US N 2 2073-01-17 Fixed 3.61000000 N N N N N N TUCSON ELECTRIC POWER CO YLF139GXSRKPBBTNZL03 898813AL4 595000.00000000 PA USD 632521.78000000 0.079594191946 Long DBT CORP US N 2 2023-03-15 Fixed 3.85000000 N N N N N N BROOKLYN UNION GAS CO 83BQ1DXS6VA5GZFK8S35 114259AN4 2555000.00000000 PA USD 2857935.36000000 0.359631972855 Long DBT CORP US N 2 2026-03-10 Fixed 3.40700000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CAM3 128130000.00000000 PA USD 128004868.24000000 16.10765727753 Long DBT UST US N 1 2025-09-30 Fixed 0.25000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BX6 1145000.00000000 PA USD 1297569.35000000 0.163281308523 Long DBT CORP US N 2 2029-06-15 Fixed 4.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406RKY0 6221.62000000 PA USD 6300.60000000 0.000792844106 Long ABS-MBS USGSE US N 2 2035-11-01 Floating 2.95300000 N N N N N N Barings CLO Ltd N/A 06760EAA4 1231855.43000000 PA USD 1221076.69000000 0.153655756242 Long ABS-CBDO CORP KY N 2 2028-01-20 Floating 1.07175000 N N N N N N CONTL AIRLINES 2007-1 N/A 21079NAA9 1598596.07681700 PA USD 1569379.98000000 0.197484948843 Long DBT CORP US N 2 2022-04-19 Fixed 5.98300000 N N N N N N Fannie Mae N/A 3136B2TU6 130785.73000000 PA USD 136225.51000000 0.017142112309 Long ABS-MBS USGSE US N 2 2047-01-25 Fixed 3.50000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XAQ9 220000.00000000 PA USD 227011.34000000 0.028566264026 Long DBT CORP US N 2 2021-09-25 Fixed 4.37500000 N N N N N N SLM Student Loan Trust 54930067BGNOZYMNWK87 78445FAE5 185000.00000000 PA USD 166419.04000000 0.020941554002 Long ABS-O CORP US N 2 2083-07-26 Floating 2.09450000 N N N N N N Reynolds Group Holdings Inc. 5493002QNV81KCX40V06 76173FAU1 338002.64910000 PA USD 334686.84000000 0.042115749097 Long LON CORP US N 2 2023-02-06 Floating 3.97939000 N N N N N N BACARDI LTD 549300R32WTQNHNN5055 067316AF6 605000.00000000 PA USD 703978.08000000 0.088585987388 Long DBT CORP BM N 2 2028-05-15 Fixed 4.70000000 N N N N N N Freddie Mac N/A 3128MFWR5 1792018.47000000 PA USD 1925663.55000000 0.242318350244 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 3.50000000 N N N N N N Freddie Mac N/A 3128MMYK3 51027.11000000 PA USD 53965.25000000 0.006790786661 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402QYC9 985.87000000 PA USD 1174.82000000 0.000147834986 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 7.00000000 N N N N N N SLM Student Loan Trust 549300MHMWVKFEDI8G73 784442AD7 185000.00000000 PA USD 168821.64000000 0.021243888264 Long ABS-O CORP US N 2 2083-01-25 Floating 1.44450000 N N N N N N IndyMac INDX Mortgage Loan Tru N/A 45660NT96 10817.83000000 PA USD 10108.53000000 0.001272019877 Long ABS-MBS CORP US N 2 2034-09-25 Floating 1.00813000 N N N N N N CHEVY CHASE MORTGAGE FUNDING C 549300QD5ZVFK417DY24 16678RDK0 61678.61000000 PA USD 56374.65000000 0.007093976610 Long ABS-MBS CORP US N 2 2036-05-25 Floating 0.32813000 N N N N N N Navient Student Loan Trust N/A 63938EAC8 682777.66000000 PA USD 665423.38000000 0.083734407111 Long ABS-O CORP US N 2 2031-06-25 Floating 0.65813000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406HCX5 365000.00000000 PA USD 402178.24000000 0.050608616246 Long DBT CORP US N 2 2024-09-11 Fixed 3.25000000 N N N N N N Natixis Commercial Mortgage Se N/A 63875DAA9 775000.00000000 PA USD 802628.01000000 0.100999728246 Long ABS-MBS CORP US N 2 2038-12-15 Fixed 2.96600000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 9127963W7 5000000.00000000 PA USD 4998162.50000000 0.628950208491 Long DBT UST US N 1 2021-02-04 None 0.00000000 N N N N N N Hudson Yards N/A 44421MAA8 765000.00000000 PA USD 850088.35000000 0.106971961189 Long ABS-MBS CORP US N 2 2041-12-10 Variable 3.04089300 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 502431AJ8 410000.00000000 PA USD 443854.85000000 0.055853046083 Long DBT CORP US N 2 2023-06-15 Fixed 3.85000000 N N N N N N Bayview Commercial Asset Trust N/A 07324SAX0 334115.88000000 PA USD 328430.11000000 0.041328425428 Long ABS-MBS CORP US N 2 2035-01-25 Floating 0.70313000 N N N N N N COMM Mortgage Trust N/A 12591UAG8 24576839.76000000 PA USD 775922.78000000 0.097639241271 Long ABS-MBS CORP US N 2 2047-03-10 Variable 1.31821300 N N N N N N DELL INT LLC / EMC CORP N/A 25272KAD5 131000.00000000 PA USD 134112.59000000 0.016876230302 Long DBT CORP US N 2 2021-06-15 Fixed 4.42000000 N N N N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 80283LAA1 330000.00000000 PA USD 360924.30000000 0.045417373631 Long DBT CORP GB N 2 2023-11-07 Fixed 5.00000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AK5 325000.00000000 PA USD 371993.38000000 0.046810265554 Long DBT CORP US N 2 2028-06-01 Fixed 5.75000000 N N N N N N NEW YORK ST ENVRNMNTL FACS COR 549300QJ33JJW73OQO60 64986DJN6 675000.00000000 PA USD 809311.50000000 0.101840753808 Long DBT MUN US N 2 2037-06-15 Fixed 4.00000000 N N N N N N USA COM PART/USA COM FIN N/A 91740PAF5 181000.00000000 PA USD 179789.11000000 0.022623993961 Long DBT CORP US N 2 2027-09-01 Fixed 6.87500000 N N N N N N GE CAPITAL INTL FUNDING 549300G6UZOB126GBY72 36164QNA2 1805000.00000000 PA USD 1895609.47000000 0.238536456422 Long DBT CORP IE N 2 2035-11-15 Fixed 4.41800000 N N N N N N Fannie Mae N/A 3136B1Q80 13371.83000000 PA USD 13978.49000000 0.001759001272 Long ABS-MBS USGSE US N 2 2047-06-25 Fixed 3.50000000 N N N N N N Residential Asset Securities C N/A 76110W6M3 52439.44000000 PA USD 49867.02000000 0.006275080617 Long ABS-MBS CORP US N 2 2035-11-25 Floating 0.48813000 N N N N N N Nelnet Student Loan Trust N/A 64033MAB4 1370000.00000000 PA USD 1344349.22000000 0.169167913649 Long ABS-O CORP US N 2 2048-11-25 Floating 1.12513000 N N N N N N New York Mortgage Trust N/A 649603AG2 801481.30000000 PA USD 785389.72000000 0.098830525846 Long ABS-MBS CORP US N 2 2036-02-25 Floating 0.62813000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAB1 355000.00000000 PA USD 325560.39000000 0.040967310520 Long DBT CORP IE N 2 2027-07-21 Fixed 3.65000000 N N N N N N IndyMac INDX Mortgage Loan Tru N/A 45660N2J3 32769.58000000 PA USD 30526.39000000 0.003841327558 Long ABS-MBS CORP US N 2 2034-11-25 Floating 0.94813000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBA3 50000.00000000 PA USD 57013.66000000 0.007174387256 Long DBT CORP US N 2 2027-01-29 Fixed 3.96000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404R3R6 100361.87000000 PA USD 115566.13000000 0.014542412648 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.00000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BQ1 206000.00000000 PA USD 238003.96000000 0.029949534506 Long DBT CORP US N 2 2025-04-15 Fixed 5.25000000 N N N N N N Option One Mortgage Loan Trust N/A 68389FHB3 123647.86000000 PA USD 123648.49000000 0.015559466817 Long ABS-MBS CORP US N 2 2035-05-25 Floating 0.80813000 N N N N N N PUBLIC SERVICE CO OF NEW OFZN1UT56PNG1CGSR346 744542AC5 1405000.00000000 PA USD 1525290.83000000 0.191936933930 Long DBT CORP US N 2 2025-08-01 Fixed 3.85000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XBA1 820000.00000000 PA USD 835359.79000000 0.105118573893 Long DBT CORP US N 2 2025-03-01 Fixed 3.25000000 N N N N N N 2020-11-20 METROPOLITAN WEST FUNDS Eric Chan Eric Chan Senior Vice President