T-Mobile USA Inc

NPORT-P false 0001028621 XXXXXXXX S000062249 C000201585 C000201586 METROPOLITAN WEST FUNDS 811-07989 0001028621 549300KGDNJW6FXNDC82 865 South Figueroa Street SUITE 1800 Los Angeles 90017 800-241-4671 Metropolitan West Investment Grade Credit Fund S000062249 5493002BN5Y3E3XLWK38 2021-03-31 2021-03-31 N 12427935.74 242824.47 12185111.27 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 254000.00000000 USD N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264ABJ3 49000.00000000 PA USD 48066.06000000 0.394465499205 Long DBT CORP US N 2 2031-02-15 Fixed 2.55000000 N N N N N N ILLUMINA INC SQ95QG8SR5Q56LSNF682 Illumina Inc 452327AM1 30000.00000000 PA USD 29772.42000000 0.244334412220 Long DBT CORP US N 2 2031-03-23 Fixed 2.55000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 Santander UK Group Holdings PLC 80281LAH8 30000.00000000 PA USD 31369.17000000 0.257438519065 Long DBT CORP GB N 2 2024-01-05 Fixed 3.37300000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967LP4 20000.00000000 PA USD 21895.20000000 0.179688141657 Long DBT CORP US N 2 2028-07-24 Fixed 3.66800000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264AAW5 25000.00000000 PA USD 27801.50000000 0.228159590700 Long DBT CORP US N 2 2040-04-15 Fixed 4.37500000 N N N N N N FHLMC Multifamily Structured P N/A Freddie Mac Multifamily Structured Pass Through Certificates 3137BNNA8 2596747.51000000 PA USD 15932.60000000 0.130754653338 Long ABS-MBS USGSE US N 2 2022-12-25 Variable 0.47086400 N N N N N N AERCAP IRELAND CAP/GLOBA N/A AerCap Ireland Capital DAC / AerCap Global Aviation Trust 00772BAR2 35000.00000000 PA USD 35818.13000000 0.293949962428 Long DBT CORP IE N 2 2022-02-01 Fixed 3.95000000 N N N N N N ITC HOLDINGS CORP 549300HTO5U9D3SLE207 ITC Holdings Corp 465685AG0 10000.00000000 PA USD 10684.18000000 0.087682252244 Long DBT CORP US N 2 2023-07-01 Fixed 4.05000000 N N N N N N Fannie Mae N/A Fannie Mae REMICS 3136ABG64 45670.50000000 PA USD 46057.76000000 0.377983909867 Long ABS-MBS USGSE US N 2 2042-10-25 Floating 1.20863000 N N N N N N 321 Henderson Receivables LLC N/A JGWPT XXX LLC 46617LAA9 35857.68000000 PA USD 39496.40000000 0.324136555874 Long ABS-O CORP US N 2 2073-01-17 Fixed 4.08000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RJY9 30000.00000000 PA USD 29916.30000000 0.245515197498 Long DBT CORP US N 2 2031-06-01 Fixed 2.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38378BF61 3791706.90000000 PA USD 30871.32000000 0.253352795193 Long ABS-MBS USGA US N 2 2053-02-16 Variable 0.17367000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU 549300QGM7D5K3CV2643 WFRBS Commercial Mortgage Trust 2014-LC14 96221TAH0 1410447.91000000 PA USD 41878.31000000 0.343684264115 Long ABS-MBS CORP US N 2 2047-03-15 Variable 1.26158200 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Trust 2014-GC20 36252WAZ1 1440193.03000000 PA USD 34344.28000000 0.281854463525 Long ABS-MBS CORP US N 2 2047-04-10 Variable 1.01082300 N N N N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 Intercontinental Exchange Inc 45866FAK0 35000.00000000 PA USD 33716.03000000 0.276698581185 Long DBT CORP US N 2 2030-06-15 Fixed 2.10000000 N N N N N N JPMBB Commercial Mortgage Secu N/A JPMBB Commercial Mortgage Securities Trust 2015-C29 46644RBB0 617638.87000000 PA USD 14231.63000000 0.116795240393 Long ABS-MBS CORP US N 2 2048-05-15 Variable 0.65333200 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 Freddie Mac Strips 31282YJ42 237644.20000000 PA USD 50303.93000000 0.412831109091 Long ABS-MBS USGSE US N 2 2036-07-15 Fixed 5.50000000 N N N N N N PIPELINE FUNDING CO LLC N/A Pipeline Funding Co LLC 724060AA6 18016.00000000 PA USD 22571.07000000 0.185234828799 Long DBT CORP US N 2 2030-01-15 Fixed 7.50000000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 Nationwide Building Society 63861VAD9 35000.00000000 PA USD 36112.92000000 0.296369226343 Long DBT CORP GB N 2 2023-04-26 Fixed 3.62200000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397WF6 25000.00000000 PA USD 25901.00000000 0.212562687578 Long DBT CORP US N 2 2022-09-20 Fixed 4.25000000 N N N N N N NARRAGANSETT ELECTRIC VAI0KZ806W8MCH0BCZ61 Narragansett Electric Co/The 631005BJ3 35000.00000000 PA USD 37298.04000000 0.306095194155 Long DBT CORP US N 2 2030-04-09 Fixed 3.39500000 N N N N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 Becton Dickinson and Co 075887BV0 15000.00000000 PA USD 16091.08000000 0.132055256972 Long DBT CORP US N 2 2024-06-06 Fixed 3.36300000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 Vodafone Group PLC 92857WBK5 65000.00000000 PA USD 74717.90000000 0.613190132977 Long DBT CORP GB N 2 2028-05-30 Fixed 4.37500000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 L3Harris Technologies Inc 502431AJ8 15000.00000000 PA USD 16012.80000000 0.131412833622 Long DBT CORP US N 2 2023-06-15 Fixed 3.85000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397YP2 35000.00000000 PA USD 34650.00000000 0.284363427072 Long DBT CORP US N 2 2022-08-03 Floating 1.27550000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CBQ3 101000.00000000 PA USD 99019.45000000 0.812626555522 Long DBT UST US N 1 2026-02-28 Fixed 0.50000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 UnitedHealth Group Inc 91324PDP4 40000.00000000 PA USD 45068.51000000 0.369865395574 Long DBT CORP US N 2 2028-12-15 Fixed 3.87500000 N N N N N N JERSEY CENTRAL PWR & LT 549300W9UGH9ZPLNPF79 Jersey Central Power & Light Co 476556DB8 5000.00000000 PA USD 5442.02000000 0.044661225321 Long DBT CORP US N 2 2024-04-01 Fixed 4.70000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CBN0 1202000.00000000 PA USD 1201295.70000000 9.858717523225 Long DBT UST US N 1 2023-02-28 Fixed 0.12500000 N N N N N N US AIRWAYS 2010-1A PTT N/A US Airways 2010-1 Class A Pass Through Trust 90345KAA8 3866.87682600 PA USD 3908.22000000 0.032073732552 Long DBT CORP US N 2 2023-04-22 Fixed 6.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38380Y2X2 44771.29000000 PA USD 48072.34000000 0.394517037512 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 3.50000000 N N N N N N JETBLUE 2019-1 CLASS AA N/A JetBlue 2019-1 Class AA Pass Through Trust 477143AH4 31792.91000000 PA USD 32035.32000000 0.262905436726 Long DBT CORP US N 2 2032-05-15 Fixed 2.75000000 N N N N N N RUBY PIPELINE LLC 549300VXRTBPBK07QT94 Ruby Pipeline LLC 781172AB7 15719.69485000 PA USD 13166.82000000 0.108056625075 Long DBT CORP US N 3 2022-04-01 Variable 8.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38376GV64 45827.16000000 PA USD 4772.93000000 0.039170179855 Long ABS-MBS USGA US N 2 2046-08-16 Variable 0.01000000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 CommonSpirit Health 20268JAF0 20000.00000000 PA USD 20400.11000000 0.167418331666 Long DBT CORP US N 2 2030-10-01 Fixed 2.78200000 N N N N N N MASS MUTUAL LIFE INS CO R6ZXK5P01NP6HXSY1S07 Massachusetts Mutual Life Insurance Co 575767AQ1 48000.00000000 PA USD 47483.59000000 0.389685321273 Long DBT CORP US N 2 2050-04-15 Fixed 3.37500000 N N N N N N Fannie Mae N/A Fannie Mae REMICS 3136A1L60 159149.96000000 PA USD 22207.65000000 0.182252336543 Long ABS-MBS USGSE US N 2 2041-11-25 Floating 5.89137000 N N N N N N FHLMC Multifamily Structured P N/A Freddie Mac Multifamily Structured Pass Through Certificates 3137FPJQ9 398978.78000000 PA USD 21509.11000000 0.176519602680 Long ABS-MBS USGSE US N 2 2027-06-25 Variable 1.20297100 N N N N N N DBUBS Mortgage Trust N/A DBUBS 2011-LC2 Mortgage Trust 23305XAE1 227284.74000000 PA USD 8.88000000 0.000072875822 Long ABS-MBS CORP US N 2 2044-07-10 Variable 1.07774400 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 Kraft Heinz Foods Co 50077LAL0 38000.00000000 PA USD 43926.10000000 0.360489937487 Long DBT CORP US N 2 2035-07-15 Fixed 5.00000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co 110122DE5 40000.00000000 PA USD 44970.51000000 0.369061135376 Long DBT CORP US N 2 2028-02-20 Fixed 3.90000000 N N N N N N Fanniemae-Aces N/A Fannie Mae-Aces 3136ARP44 662843.57000000 PA USD 35614.39000000 0.292277921890 Long ABS-MBS USGSE US N 2 2039-01-25 Variable 2.65952000 N N N N N N SL GREEN OPERATING PARTN 2K1OXW4LY7IS2U150Y32 SL Green Operating Partnership LP 78444FAF3 35000.00000000 PA USD 36288.41000000 0.297809426569 Long DBT CORP US N 2 2022-10-15 Fixed 3.25000000 N N N N N N FHLMC Multifamily Structured P N/A Freddie Mac Multifamily Structured Pass Through Certificates 3137BFDS7 900000.00000000 PA USD 6838.34000000 0.056120455927 Long ABS-MBS USGSE US N 2 2042-11-25 Variable 1.62326200 N N N N N N CONTL AIRLINES 2007-1 N/A Continental Airlines 2007-1 Class A Pass Through Trust 21079NAA9 20751.05000000 PA USD 21187.17000000 0.173877525863 Long DBT CORP US N 2 2022-04-19 Fixed 5.98300000 N N N N N N NEW YORK ST DORM AUTH ST PERSO 549300C8XO7EXTX2XU71 New York State Dormitory Authority 64990FQY3 25000.00000000 PA USD 26341.14000000 0.216174800675 Long DBT MUN US N 2 2032-02-15 Fixed 2.95700000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 Air Lease Corp 00912XAT1 30000.00000000 PA USD 31358.33000000 0.257349558039 Long DBT CORP US N 2 2023-09-15 Fixed 3.00000000 N N N N N N SLC Student Loan Trust N/A SLC Student Loan Trust 2006-1 784427AF3 60000.00000000 PA USD 58141.25000000 0.477149930859 Long ABS-O CORP US N 2 2055-03-15 Floating 0.34388000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 95000U2S1 60000.00000000 PA USD 61528.78000000 0.504950497674 Long DBT CORP US N 2 2028-06-02 Fixed 2.39300000 N N N N N N Centex Home Equity N/A Centex Home Equity Loan Trust 2005-D 152314PQ7 30000.00000000 PA USD 30129.67000000 0.247266268911 Long ABS-MBS CORP US N 2 2035-10-25 Floating 1.02363000 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 Boston Properties LP 10112RBB9 10000.00000000 PA USD 10520.00000000 0.086334870210 Long DBT CORP US N 2 2029-06-21 Fixed 3.40000000 N N N N N N Freddie Mac N/A Freddie Mac REMICS 3137AQYU6 103000.00000000 PA USD 109545.85000000 0.899013948848 Long ABS-MBS USGSE US N 2 2042-06-15 Fixed 3.50000000 N N N N N N BALTIMORE MD REVENUE N/A City of Baltimore MD 059231Y38 15000.00000000 PA USD 14574.77000000 0.119611300028 Long DBT MUN US N 2 2033-07-01 Fixed 2.12500000 N N N N N N ALLIANT ENERGY FINANCE 54930033ER6EOI5DL570 Alliant Energy Finance LLC 01882YAC0 40000.00000000 PA USD 39284.94000000 0.322401159328 Long DBT CORP US N 2 2026-03-15 Fixed 1.40000000 N N N N N N FOX CORP 549300DDU6FDRBIELS05 Fox Corp 35137LAL9 30000.00000000 PA USD 31941.10000000 0.262132197993 Long DBT CORP US N 2 2030-04-08 Fixed 3.50000000 N N N N N N BERKSHIRE HATHAWAY ENERG 549300JD0S5IZJE9LY15 Berkshire Hathaway Energy Co 084659AV3 50000.00000000 PA USD 55511.49000000 0.455568182923 Long DBT CORP US N 2 2030-07-15 Fixed 3.70000000 N N N N N N BARNABAS HEALTH INC 549300P076255Y69C077 Barnabas Health Inc 06769QAA8 15000.00000000 PA USD 16840.32000000 0.138204072386 Long DBT CORP US N 2 2028-07-01 Fixed 4.00000000 N N N N N N Credit Suisse Mortgage Trust N/A CSMC Trust 2016-NXSR 12594PAX9 397159.34000000 PA USD 11320.09000000 0.092900998186 Long ABS-MBS CORP US N 2 2049-12-15 Variable 0.78879800 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280CL1 55000.00000000 PA USD 54080.17000000 0.443821716533 Long DBT CORP GB N 2 2028-09-22 Fixed 2.01300000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 Walt Disney Co/The 254687DZ6 4000.00000000 PA USD 5549.43000000 0.045542710911 Long DBT CORP US N 2 2034-12-15 Fixed 6.20000000 N N N N N N BANNER HEALTH PLD0E0WJKFN8IZJ2WD85 Banner Health 06654DAB3 10000.00000000 PA USD 10046.58000000 0.082449636916 Long DBT CORP US N 2 2030-01-01 Fixed 2.33800000 N N N N N N IndyMac INDX Mortgage Loan Tru N/A IndyMac INDX Mortgage Loan Trust 2007-FLX3 45670AAA9 11938.34000000 PA USD 11921.38000000 0.097835626904 Long ABS-MBS CORP US N 2 2037-06-25 Floating 0.34863000 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Trust 2017-GS7 36254CAX8 98605.77000000 PA USD 5220.86000000 0.042846223430 Long ABS-MBS CORP US N 2 2050-08-10 Variable 1.11863000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280CM9 20000.00000000 PA USD 19696.89000000 0.161647190276 Long DBT CORP GB N 2 2027-05-24 Fixed 1.58900000 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Trust 2010-C1 36249KAE0 4879857.39000000 PA USD 59099.46000000 0.485013708044 Long ABS-MBS CORP US N 2 2043-08-10 Variable 0.74187500 N N N N N N RAYMOND JAMES FINANCIAL RGUZHJ05YTITL6D76949 Raymond James Financial Inc 754730AE9 30000.00000000 PA USD 33320.99000000 0.273456591915 Long DBT CORP US N 2 2026-09-15 Fixed 3.62500000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 Energy Transfer Operating LP 29273RBK4 10000.00000000 PA USD 10911.78000000 0.089550105519 Long DBT CORP US N 2 2027-04-15 Fixed 4.20000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38381RME6 47626.49000000 PA USD 50817.02000000 0.417041903631 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 3.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CBL4 458000.00000000 PA USD 432845.79000000 3.552251435452 Long DBT UST US N 1 2031-02-15 Fixed 1.12500000 N N N N N N NORTHWESTERN UNIVERSITY OBWWNZE695DUK77DTI34 Northwestern University 668444AM4 20000.00000000 PA USD 21989.02000000 0.180458097696 Long DBT CORP US N 2 2038-12-01 Fixed 3.68800000 N N N N N N JP Morgan Chase Commercial Mor N/A J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-OSB 46651EAA2 5000.00000000 PA USD 5398.60000000 0.044304888813 Long ABS-MBS CORP US N 2 2039-06-05 Fixed 3.39730000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 Union Pacific Corp 907818EY0 30000.00000000 PA USD 33748.79000000 0.276967433880 Long DBT CORP US N 2 2028-09-10 Fixed 3.95000000 N N N N N N Bear Stearns Adjustable Rate M N/A Bear Stearns ARM Trust 2004-1 07384MG97 9482.55000000 PA USD 9424.49000000 0.077344308075 Long ABS-MBS CORP US N 2 2034-04-25 Variable 2.85111600 N N N N N N Wells Fargo Commercial Mortgag 549300PX4QZK7CUM8D08 Wells Fargo Commercial Mortgage Trust 2014-LC16 94988XAX4 356434.35000000 PA USD 10099.89000000 0.082887138050 Long ABS-MBS CORP US N 2 2050-08-15 Variable 1.08787600 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 Smithfield Foods Inc 832248BB3 10000.00000000 PA USD 11484.66000000 0.094251580847 Long DBT CORP US N 2 2029-04-01 Fixed 5.20000000 N N N N N N SUNOCO LOGISTICS PARTNER 5493006LL0CKP8WQW329 Sunoco Logistics Partners Operations LP 86765BAU3 10000.00000000 PA USD 10760.37000000 0.088307523514 Long DBT CORP US N 2 2027-10-01 Fixed 4.00000000 N N N N N N FHLMC Multifamily Structured P N/A Freddie Mac Multifamily Structured Pass Through Certificates 3137AH6E3 350000.00000000 PA USD 2921.92000000 0.023979428133 Long ABS-MBS USGSE US N 2 2039-08-25 Variable 2.82208200 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 Walt Disney Co/The 254687FX9 15000.00000000 PA USD 15330.51000000 0.125813459231 Long DBT CORP US N 2 2031-01-13 Fixed 2.65000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A AerCap Ireland Capital DAC / AerCap Global Aviation Trust 00774MAE5 11000.00000000 PA USD 11494.74000000 0.094334304753 Long DBT CORP IE N 2 2028-01-23 Fixed 3.87500000 N N N N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 Starbucks Corp 855244AV1 10000.00000000 PA USD 10200.19000000 0.083710273742 Long DBT CORP US N 2 2027-03-12 Fixed 2.00000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 Constellation Brands Inc 21036PBF4 20000.00000000 PA USD 20459.31000000 0.167904170480 Long DBT CORP US N 2 2030-05-01 Fixed 2.87500000 N N N N N N LOS ANGELES CA UNIF SCH DIST N/A Los Angeles Unified School District/CA 544646ZR6 10000.00000000 PA USD 14137.31000000 0.116021180986 Long DBT MUN US N 2 2034-07-01 Fixed 6.75800000 N N N N N N HSI Asset Securitization Corpo N/A HSI Asset Securitization Corp Trust 2007-WF1 40431RAA3 23270.31000000 PA USD 22646.32000000 0.185852385736 Long ABS-MBS CORP US N 2 2037-05-25 Floating 0.26863000 N N N N N N HESS CORP UASVRYNXNK17ULIGK870 Hess Corp 42809HAG2 17000.00000000 PA USD 18572.84000000 0.152422407875 Long DBT CORP US N 2 2027-04-01 Fixed 4.30000000 N N N N N N AON CORP LTS3U8DGK38SETRUWX71 Aon Corp 037389BC6 10000.00000000 PA USD 11018.07000000 0.090422399565 Long DBT CORP US N 2 2029-05-02 Fixed 3.75000000 N N N N N N BAXALTA INC 5493000JW8DCO3T45R55 Baxalta Inc 07177MAL7 25000.00000000 PA USD 25820.93000000 0.211905574170 Long DBT CORP US N 2 2022-06-23 Fixed 3.60000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CBG5 330000.00000000 PA USD 329845.31000000 2.706953614876 Long DBT UST US N 1 2023-01-31 Fixed 0.12500000 N N N N N N VENTAS REALTY LP 32SXKSJ72K64GM3HOU64 Ventas Realty LP 92277GAG2 10000.00000000 PA USD 11213.06000000 0.092022631156 Long DBT CORP US N 2 2026-01-15 Fixed 4.12500000 N N N N N N IHS MARKIT LTD 549300HLPTRASHS0E726 IHS Markit Ltd 44962LAF4 5000.00000000 PA USD 5784.58000000 0.047472525049 Long DBT CORP BM N 2 2028-08-01 Fixed 4.75000000 N N N N N N SMITH & NEPHEW PLC 213800ZTMDN8S67S1H61 Smith & Nephew PLC 83192PAA6 30000.00000000 PA USD 28275.33000000 0.232048188756 Long DBT CORP GB N 2 2030-10-14 Fixed 2.03200000 N N N N N N SLM Student Loan Trust 549300R59P5DXM48DO55 SLM Student Loan Trust 2008-8 78445GAE3 30000.00000000 PA USD 30191.18000000 0.247771065286 Long ABS-O CORP US N 2 2075-10-25 Floating 2.46775000 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 Boston Properties LP 10112RBD5 25000.00000000 PA USD 25907.09000000 0.212612666605 Long DBT CORP US N 2 2031-01-30 Fixed 3.25000000 N N N N N N DENVER CITY & CNTY CO ARPT REV N/A City & County of Denver CO Airport System Revenue 249182PS9 25000.00000000 PA USD 24466.45000000 0.200789713428 Long DBT MUN US N 2 2030-11-15 Fixed 2.23700000 N N N N N N SONOCO PRODUCTS CO GKOMIK4RDJGHEF0VNP11 Sonoco Products Co 835495AL6 30000.00000000 PA USD 31014.92000000 0.254531282585 Long DBT CORP US N 2 2030-05-01 Fixed 3.12500000 N N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 Teachers Insurance & Annuity Association of America 878091BE6 45000.00000000 PA USD 47854.00000000 0.392725178618 Long DBT CORP US N 2 2054-09-15 Fixed 4.37500000 N N N N N N SLM Student Loan Trust 549300JQFJDGC1WO7674 SLM Student Loan Trust 2008-6 78445CAD4 32390.27000000 PA USD 32326.84000000 0.265297864612 Long ABS-O CORP US N 2 2023-07-25 Floating 1.31775000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU N/A WFRBS Commercial Mortgage Trust 2011-C3 92935VAJ7 162006.87000000 PA USD 239.20000000 0.001963051421 Long ABS-MBS CORP US N 2 2044-03-15 Variable 1.47402300 N N N N N N EQUITABLE FINANCIAL LIFE 635400B4JJBON4TCHF02 Equitable Financial Life Global Funding 29449WAF4 25000.00000000 PA USD 24462.11000000 0.200754096191 Long DBT CORP US N 2 2028-03-08 Fixed 1.80000000 N N N N N N TEXAS EASTERN TRANSMISSI 549300SIOULUXXIDGA69 Texas Eastern Transmission LP 882384AC4 10000.00000000 PA USD 10287.78000000 0.084429101811 Long DBT CORP US N 2 2022-10-15 Fixed 2.80000000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust 2005-A3 466247PW7 8956.43000000 PA USD 9373.53000000 0.076926092772 Long ABS-MBS CORP US N 2 2035-06-25 Variable 3.02026800 N N N N N N UDR INC P3CH2EG5X6Z1XWU1OO74 UDR Inc 90265EAP5 10000.00000000 PA USD 11310.45000000 0.092821885244 Long DBT CORP US N 2 2029-01-26 Fixed 4.40000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 37045XAQ9 5000.00000000 PA USD 5093.06000000 0.041797402478 Long DBT CORP US N 2 2021-09-25 Fixed 4.37500000 N N N N N N SPRINT SPECTRUM / SPEC I N/A Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC 85208NAE0 50000.00000000 PA USD 57125.00000000 0.468809834676 Long DBT CORP US N 2 2028-03-20 Fixed 5.15200000 N N N N N N BAE SYSTEMS HOLDINGS INC MF62XBVMNYTYMC18DL76 BAE Systems Holdings Inc 05523UAK6 25000.00000000 PA USD 27457.81000000 0.225339017359 Long DBT CORP US N 2 2024-10-07 Fixed 3.80000000 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Trust 2016-GS3 36251PAF1 218086.29000000 PA USD 11670.10000000 0.095773438103 Long ABS-MBS CORP US N 2 2049-10-10 Variable 1.21681000 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 Kilroy Realty LP 49427RAL6 15000.00000000 PA USD 16517.51000000 0.135554855708 Long DBT CORP US N 2 2025-10-01 Fixed 4.37500000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VER1 40000.00000000 PA USD 45914.55000000 0.376808623102 Long DBT CORP US N 2 2028-09-21 Fixed 4.32900000 N N N N N N AVALONBAY COMMUNITIES K9G90K85RBWD2LAGQX17 AvalonBay Communities Inc 05348EBH1 25000.00000000 PA USD 24955.44000000 0.204802725613 Long DBT CORP US N 2 2031-01-15 Fixed 2.45000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PAR7 20000.00000000 PA USD 22370.65000000 0.183590034627 Long DBT CORP US N 2 2029-04-23 Fixed 4.00500000 N N N N N N AMERICAN ASSETS TRUST LP 549300V1TI0SMG9Z6U69 American Assets Trust LP 02401LAA2 25000.00000000 PA USD 24795.91000000 0.203493504905 Long DBT CORP US N 2 2031-02-01 Fixed 3.37500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61761JVL0 70000.00000000 PA USD 76690.60000000 0.629379562489 Long DBT CORP US N 2 2024-10-23 Fixed 3.70000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38378KQ69 1358854.86000000 PA USD 24895.72000000 0.204312619297 Long ABS-MBS USGA US N 2 2054-10-16 Variable 0.36807000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 Energy Transfer Operating LP 29278NAF0 35000.00000000 PA USD 39190.34000000 0.321624802035 Long DBT CORP US N 2 2028-06-15 Fixed 4.95000000 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Corp Trust 2020-UPTN 36258PAC1 375000.00000000 PA USD 4977.60000000 0.040849852657 Long ABS-MBS CORP US N 2 2037-02-10 Variable 0.35158300 N N N N N N Bank N/A BANK 2019-BNK17 065403BC0 55000.00000000 PA USD 60654.37000000 0.497774445025 Long ABS-MBS CORP US N 2 2052-04-15 Fixed 3.71400000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 Home Depot Inc/The 437076BW1 10000.00000000 PA USD 11467.11000000 0.094107552618 Long DBT CORP US N 2 2028-12-06 Fixed 3.90000000 N N N N N N Conseco Financial Corp N/A Conseco Finance Corp 393505F49 11897.37000000 PA USD 11904.57000000 0.097697671660 Long ABS-O CORP US N 2 2030-04-01 Fixed 6.18000000 N N N N N N SLM Student Loan Trust 549300R59P5DXM48DO55 SLM Student Loan Trust 2008-8 78445GAD5 20604.71000000 PA USD 20726.31000000 0.170095369182 Long ABS-O CORP US N 2 2023-04-25 Floating 1.71775000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 Centene Corp 15135BAW1 50000.00000000 PA USD 49979.50000000 0.410168597500 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 Avolon Holdings Funding Ltd 05401AAH4 5000.00000000 PA USD 5014.04000000 0.041148906143 Long DBT CORP KY N 2 2025-02-15 Fixed 2.87500000 N N N N N N HEALTHCARE REALTY TRUST 549300CB86LH2IOKHH22 Healthcare Realty Trust Inc 421946AJ3 20000.00000000 PA USD 21709.59000000 0.178164889256 Long DBT CORP US N 2 2025-05-01 Fixed 3.87500000 N N N N N N FHLMC Multifamily Structured P N/A Freddie Mac Multifamily Structured Pass Through Certificates 3137AYCF6 739582.34000000 PA USD 7583.94000000 0.062239398820 Long ABS-MBS USGSE US N 2 2022-10-25 Variable 0.79459700 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 Essex Portfolio LP 29717PAV9 10000.00000000 PA USD 9853.47000000 0.080864833990 Long DBT CORP US N 2 2032-03-15 Fixed 2.65000000 N N N N N N LOS ANGELES CA UNIF SCH DIST N/A Los Angeles Unified School District/CA 544646XZ0 25000.00000000 PA USD 33089.06000000 0.271553203469 Long DBT MUN US N 2 2034-07-01 Fixed 5.75000000 N N N N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 Imperial Brands Finance PLC 453140AF2 30000.00000000 PA USD 33024.46000000 0.271023048277 Long DBT CORP GB N 2 2025-07-21 Fixed 4.25000000 N N N N N N GE CAPITAL FUNDING LLC 549300XAGH9TOLX5XM67 GE Capital Funding LLC 36166NAB9 10000.00000000 PA USD 11329.95000000 0.092981916610 Long DBT CORP US N 2 2030-05-15 Fixed 4.40000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GHQ5 30000.00000000 PA USD 33330.52000000 0.273534802115 Long DBT CORP US N 2 2030-02-07 Fixed 3.97400000 N N N N N N SOUTHERN NATURAL GAS N/A Southern Natural Gas Co LLC 84346LAA8 30000.00000000 PA USD 34332.33000000 0.281756393021 Long DBT CORP US N 2 2047-03-15 Fixed 4.80000000 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 Conagra Brands Inc 205887CB6 16000.00000000 PA USD 18177.67000000 0.149179351728 Long DBT CORP US N 2 2025-11-01 Fixed 4.60000000 N N N N N N ROCKIES EXPRESS PIPELINE W2ZGZGZKY5GGNY6F3V51 Rockies Express Pipeline LLC 77340RAS6 20000.00000000 PA USD 20056.46000000 0.164598086595 Long DBT CORP US N 2 2025-05-15 Fixed 3.60000000 N N N N N N Wells Fargo Commercial Mortgag 5493007CD1Q2V06I4172 Wells Fargo Commercial Mortgage Trust 2014-LC18 94989AAX3 958283.12000000 PA USD 29800.64000000 0.244566006330 Long ABS-MBS CORP US N 2 2047-12-15 Variable 1.04295500 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 HCA Inc 404119BX6 25000.00000000 PA USD 27711.63000000 0.227422051271 Long DBT CORP US N 2 2029-06-15 Fixed 4.12500000 N N N N N N FHLMC Multifamily Structured P N/A Freddie Mac Multifamily Structured Pass Through Certificates 3137BLN38 250000.00000000 PA USD 15101.75000000 0.123936086141 Long ABS-MBS USGSE US N 2 2043-10-25 Variable 1.55041200 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 BAE Systems PLC 05523RAD9 10000.00000000 PA USD 10630.75000000 0.087243766301 Long DBT CORP GB N 2 2030-04-15 Fixed 3.40000000 N N N N N N TRANSCANADA PIPELINES 5BV01I6231JPDAPMGH09 TransCanada PipeLines Ltd 89352HBA6 30000.00000000 PA USD 33477.93000000 0.274744557174 Long DBT CORP CA N 2 2030-04-15 Fixed 4.10000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 Fiserv Inc 337738BC1 25000.00000000 PA USD 25207.93000000 0.206874844565 Long DBT CORP US N 2 2030-06-01 Fixed 2.65000000 N N N N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 Intercontinental Exchange Inc 45866FAN4 5000.00000000 PA USD 4583.45000000 0.037615167382 Long DBT CORP US N 2 2032-09-15 Fixed 1.85000000 N N N N N N Towd Point Mortgage Trust N/A Towd Point Mortgage Trust 2015-2 89171YAN1 17201.01000000 PA USD 17271.94000000 0.141746264086 Long ABS-MBS CORP US N 2 2060-11-25 Variable 2.50000000 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Trust 2011-GC5 36191YAA6 877231.31000000 PA USD 221.85000000 0.001820664539 Long ABS-MBS CORP US N 2 2044-08-10 Variable 1.19778900 N N N N N N DALLAS TX AREA RAPID TRANSIT S 75YWM81F2R6UQGJIEW47 Dallas Area Rapid Transit 235241VQ6 25000.00000000 PA USD 24807.59000000 0.203589359590 Long DBT MUN US N 2 2032-12-01 Fixed 2.17800000 N N N N N N NEW YORK ST URBAN DEV CORP SAL 54930039Y2EMGXN6LM88 New York State Urban Development Corp 64985TBJ9 15000.00000000 PA USD 15324.19000000 0.125761592655 Long DBT MUN US N 2 2034-03-15 Fixed 2.97000000 N N N N N N NYU HOSPITALS CENTER N/A NYU Langone Hospitals 62954RAA4 20000.00000000 PA USD 19617.85000000 0.160998529806 Long DBT CORP US N 2 2055-07-01 Fixed 3.38000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GHZ5 35000.00000000 PA USD 34759.06000000 0.285258453778 Long DBT CORP US N 2 2031-02-13 Fixed 2.49600000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38374EP35 271179.12000000 PA USD 58848.11000000 0.482950944772 Long ABS-MBS USGA US N 2 2033-10-20 Floating 6.48912000 N N N N N N PERKINELMER INC 549300IKL1SDPFI7N655 PerkinElmer Inc 714046AH2 25000.00000000 PA USD 24797.10000000 0.203503270922 Long DBT CORP US N 2 2031-03-15 Fixed 2.55000000 N N N N N N SPRINT SPECTRUM / SPEC I N/A Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC 85208NAD2 25000.00000000 PA USD 26845.63000000 0.220315017279 Long DBT CORP US N 2 2025-03-20 Fixed 4.73800000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 Cigna Corp 125523CL2 25000.00000000 PA USD 24808.06000000 0.203593216756 Long DBT CORP US N 2 2030-03-15 Fixed 2.40000000 N N N N N N AMEREN CORP XRZQ5S7HYJFPHJ78L959 Ameren Corp 023608AJ1 35000.00000000 PA USD 37204.17000000 0.305324827780 Long DBT CORP US N 2 2031-01-15 Fixed 3.50000000 N N N N N N SL GREEN OPERATING PARTN 2K1OXW4LY7IS2U150Y32 SL Green Operating Partnership LP 78444FAG1 10000.00000000 PA USD 10000.33000000 0.082070075343 Long DBT CORP US N 2 2021-08-16 Floating 1.17375000 N N N N N N FHLMC Multifamily Structured P N/A Freddie Mac Multifamily Structured Pass Through Certificates 3137ATRX2 1777050.08000000 PA USD 19848.67000000 0.162892808774 Long ABS-MBS USGSE US N 2 2022-05-25 Variable 1.34005200 N N N N N N ASCENSION HEALTH N/A Ascension Health 04352EAA3 20000.00000000 PA USD 20536.84000000 0.168540438777 Long DBT CORP US N 2 2029-11-15 Fixed 2.53200000 N N N N N N 7-ELEVEN INC 549300K23JPL0SS3LB18 7-Eleven Inc 817826AH3 30000.00000000 PA USD 30032.34000000 0.246467507226 Long DBT CORP US N 2 2022-08-10 Floating 0.64538000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 Bayer US Finance II LLC 07274NAE3 10000.00000000 PA USD 10786.40000000 0.088521144870 Long DBT CORP US N 2 2023-12-15 Fixed 3.87500000 N N N N N N WILLIS NORTH AMERICA INC 5493004KVU1HWZCP0C66 Willis North America Inc 970648AJ0 20000.00000000 PA USD 20689.71000000 0.169795002618 Long DBT CORP US N 2 2029-09-15 Fixed 2.95000000 N N N N N N Fanniemae-Aces N/A Fannie Mae-Aces 3136AT5H3 604948.11000000 PA USD 24613.31000000 0.201994954782 Long ABS-MBS USGSE US N 2 2039-07-25 Variable 2.83340000 N N N N N N TC PIPELINES LP 6HL0C5LCIE4TN8UZHL06 TC PipeLines LP 87233QAC2 20000.00000000 PA USD 21751.74000000 0.178510803209 Long DBT CORP US N 2 2027-05-25 Fixed 3.90000000 N N N N N N SANTA MONICA CA CMNTY CLG DIST N/A Santa Monica Community College District 802385RX4 20000.00000000 PA USD 19712.80000000 0.161777759457 Long DBT MUN US N 2 2033-08-01 Fixed 2.04600000 N N N N N N NUTRITION & BIOSCIENCES N/A Nutrition & Biosciences Inc 67079BAD2 10000.00000000 PA USD 9701.31000000 0.079616096932 Long DBT CORP US N 2 2030-11-01 Fixed 2.30000000 N N N N N N Long Beach Mortgage Loan Trust N/A Long Beach Mortgage Loan Trust 2006-1 542514RH9 6857.47000000 PA USD 6728.90000000 0.055222310661 Long ABS-MBS CORP US N 2 2036-02-25 Floating 0.54863000 N N N N N N FMC CORP CKDHZ2X64EEBQCSP7013 FMC Corp 302491AU9 20000.00000000 PA USD 21130.17000000 0.173409741870 Long DBT CORP US N 2 2029-10-01 Fixed 3.45000000 N N N N N N Structured Receivables Finance N/A Structured Receivables Finance 2010-B LLC 86365LAA9 57982.62000000 PA USD 60665.46000000 0.497865457735 Long ABS-O CORP US N 2 2036-08-15 Fixed 3.73000000 N N N N N N SLM Student Loan Trust 549300MTK92VF84VT259 SLM Student Loan Trust 2008-9 78445JAA5 15686.17000000 PA USD 15770.31000000 0.129422782037 Long ABS-O CORP US N 2 2023-04-25 Floating 1.71775000 N N N N N N ROCKIES EXPRESS PIPELINE W2ZGZGZKY5GGNY6F3V51 Rockies Express Pipeline LLC 77340RAR8 10000.00000000 PA USD 10235.26000000 0.083998083999 Long DBT CORP US N 2 2029-07-15 Fixed 4.95000000 N N N N N N AMCOR FINANCE USA INC 549300ZMT7FVT8R77U18 Amcor Finance USA Inc 02343UAG0 5000.00000000 PA USD 5472.20000000 0.044908904635 Long DBT CORP US N 2 2026-04-28 Fixed 3.62500000 N N N N N N JPMDB Commercial Mortgage Secu N/A JPMDB Commercial Mortgage Securities Trust 2017-C7 46648KAW6 262559.45000000 PA USD 11796.48000000 0.096810605489 Long ABS-MBS CORP US N 2 2050-10-15 Variable 0.86513100 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38381AYA8 9957.02000000 PA USD 10368.24000000 0.085089415847 Long ABS-MBS USGA US N 2 2048-11-20 Fixed 3.50000000 N N N N N N SLM Student Loan Trust 549300MTK92VF84VT259 SLM Student Loan Trust 2008-9 78445JAB3 15000.00000000 PA USD 15116.77000000 0.124059351326 Long ABS-O CORP US N 2 2083-10-25 Floating 2.46775000 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 Reynolds American Inc 761713BA3 40000.00000000 PA USD 47466.51000000 0.389545150210 Long DBT CORP US N 2 2035-08-15 Fixed 5.70000000 N N N N N N CIT Mortgage Loan Trust N/A CIT Mortgage Loan Trust 2007-1 12559QAA0 8565.22000000 PA USD 8618.41000000 0.070729021746 Long ABS-MBS CORP US N 2 2037-10-25 Floating 1.45863000 N N N N N N LEXINGTON REALTY TRUST 549300S4MH2ICXDBFV43 Lexington Realty Trust 529043AE1 25000.00000000 PA USD 24452.41000000 0.200674490845 Long DBT CORP US N 2 2030-09-15 Fixed 2.70000000 N N N N N N GLP CAPITAL LP / FIN II N/A GLP Capital LP / GLP Financing II Inc 361841AP4 15000.00000000 PA USD 15613.50000000 0.128135883653 Long DBT CORP US N 2 2030-01-15 Fixed 4.00000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 BAT Capital Corp 05526DBS3 10000.00000000 PA USD 9728.52000000 0.079839402237 Long DBT CORP US N 2 2031-03-25 Fixed 2.72600000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 Kinder Morgan Inc 49456BAB7 25000.00000000 PA USD 27790.42000000 0.228068660057 Long DBT CORP US N 2 2023-11-15 Fixed 5.62500000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 Bank of New York Mellon Corp/The 06406RAN7 45000.00000000 PA USD 45886.48000000 0.376578260003 Long DBT CORP US N 2 2025-04-24 Fixed 1.60000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61744YAP3 20000.00000000 PA USD 21947.56000000 0.180117846392 Long DBT CORP US N 2 2029-01-24 Fixed 3.77200000 N N N N N N Bank N/A BANK 2019-BNK16 065405AE2 85000.00000000 PA USD 95403.30000000 0.782949764561 Long ABS-MBS CORP US N 2 2052-02-15 Fixed 4.00500000 N N N N N N SLM Student Loan Trust 549300JQFJDGC1WO7674 SLM Student Loan Trust 2008-6 78445CAE2 20000.00000000 PA USD 19709.70000000 0.161752318573 Long ABS-O CORP US N 2 2083-07-26 Floating 2.06775000 N N N N N N AMERICAN CAMPUS CMNTYS RDKVCX5HITZ2GPIR7153 American Campus Communities Operating Partnership LP 024836AA6 20000.00000000 PA USD 21155.24000000 0.173615484760 Long DBT CORP US N 2 2023-04-15 Fixed 3.75000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VGJ7 35000.00000000 PA USD 34973.15000000 0.287015434041 Long DBT CORP US N 2 2031-03-21 Fixed 2.55000000 N N N N N N APPALACHIAN POWER CO 3SCHO1ABYYIG382BEI70 Appalachian Power Co 037735CV7 5000.00000000 PA USD 5625.27000000 0.046165109824 Long DBT CORP US N 2 2045-06-01 Fixed 4.45000000 N N N N N N Morgan Stanley BAML Trust N/A Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22 61690FAN3 707609.67000000 PA USD 21761.69000000 0.178592460239 Long ABS-MBS CORP US N 2 2048-04-15 Variable 1.03187000 N N N N N N SLM Student Loan Trust 549300MHMWVKFEDI8G73 SLM Student Loan Trust 2008-2 784442AD7 20000.00000000 PA USD 18855.28000000 0.154740318592 Long ABS-O CORP US N 2 2083-01-25 Floating 1.41775000 N N N N N N BAE SYSTEMS HOLDINGS INC MF62XBVMNYTYMC18DL76 BAE Systems Holdings Inc 05523UAP5 20000.00000000 PA USD 22034.17000000 0.180828631858 Long DBT CORP US N 2 2025-12-15 Fixed 3.85000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 UnitedHealth Group Inc 91324PDN9 20000.00000000 PA USD 22270.54000000 0.182768458215 Long DBT CORP US N 2 2025-12-15 Fixed 3.70000000 N N N N N N Citigroup Mortgage Loan Trust 549300R1KUK063S4I339 Citigroup Mortgage Loan Trust Inc 17307GNR5 48181.02000000 PA USD 47256.13000000 0.387818616940 Long ABS-MBS CORP US N 2 2035-02-25 Floating 0.73863000 N N N N N N RELX CAPITAL INC 2R15C3RTKJN1RCBOV146 RELX Capital Inc 74949LAD4 10000.00000000 PA USD 10398.59000000 0.085338490306 Long DBT CORP US N 2 2030-05-22 Fixed 3.00000000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 Crown Castle International Corp 22822VAR2 20000.00000000 PA USD 20967.51000000 0.172074834077 Long DBT CORP US N 2 2030-07-01 Fixed 3.30000000 N N N N N N NEW YORK CITY NY TRANSITIONAL N/A New York City Transitional Finance Authority Future Tax Secured Revenue 64971XEN4 5000.00000000 PA USD 5584.55000000 0.045830931505 Long DBT MUN US N 2 2029-08-01 Fixed 3.73000000 N N N N N N DUQUESNE LIGHT HOLDINGS 4CUJ1D8WDXK9X7QI6B93 Duquesne Light Holdings Inc 266233AD7 23000.00000000 PA USD 23754.36000000 0.194945778283 Long DBT CORP US N 2 2021-12-01 Fixed 5.90000000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 Daimler Finance North America LLC 233851CK8 20000.00000000 PA USD 20212.96000000 0.165882440891 Long DBT CORP US N 2 2021-10-30 Fixed 2.20000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 95000U2G7 5000.00000000 PA USD 5156.28000000 0.042316232373 Long DBT CORP US N 2 2030-10-30 Fixed 2.87900000 N N N N N N LIFE STORAGE LP X0MIGH67XZCB7HL1A534 Life Storage LP 53227JAC8 40000.00000000 PA USD 37952.06000000 0.311462564100 Long DBT CORP US N 2 2030-10-15 Fixed 2.20000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 CBOT 2 Year US Treasury Note 000000000 3.00000000 NC USD -84.04000000 -0.00068969415 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 2021-06-30 662263.72000000 USD -84.04000000 N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 Alexandria Real Estate Equities Inc 015271AG4 18000.00000000 PA USD 20723.50000000 0.170072308252 Long DBT CORP US N 2 2029-07-30 Fixed 4.50000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 Anheuser-Busch InBev Worldwide Inc 035240AL4 52000.00000000 PA USD 58039.58000000 0.476315551938 Long DBT CORP US N 2 2028-04-13 Fixed 4.00000000 N N N N N N GSR Mortgage Loan Trust N/A GSR Mortgage Loan Trust 2005-AR6 362341RX9 15663.23000000 PA USD 15989.22000000 0.131219318771 Long ABS-MBS CORP US N 2 2035-09-25 Variable 2.92925900 N N N N N N NEW YORK NY 549300ABYZD2SFD5JB29 City of New York NY 64966QRQ5 30000.00000000 PA USD 27960.68000000 0.229465939050 Long DBT MUN US N 2 2031-08-01 Fixed 1.92300000 N N N N N N SES SA 5493008JPA4HYMH1HX51 SES SA 78413HAA7 15000.00000000 PA USD 15794.75000000 0.129623354682 Long DBT CORP LU N 2 2023-04-04 Fixed 3.60000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PBL9 35000.00000000 PA USD 34954.40000000 0.286861557727 Long DBT CORP US N 2 2031-04-22 Fixed 2.52200000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 American Tower Corp 03027XAP5 15000.00000000 PA USD 16289.20000000 0.133681175650 Long DBT CORP US N 2 2027-07-15 Fixed 3.55000000 N N N N N N COMM Mortgage Trust N/A Comm 2014-UBS2 Mortgage Trust 12591UAG8 1036541.79000000 PA USD 28222.96000000 0.231618401954 Long ABS-MBS CORP US N 2 2047-03-10 Variable 1.14567600 N N N N N N TUCSON ELECTRIC POWER CO YLF139GXSRKPBBTNZL03 Tucson Electric Power Co 898813AK6 30000.00000000 PA USD 30515.57000000 0.250433248608 Long DBT CORP US N 2 2021-11-15 Fixed 5.15000000 N N N N N N ZIMMER BIOMET HOLDINGS 2P2YLDVPES3BXQ1FRB91 Zimmer Biomet Holdings Inc 98956PAT9 15000.00000000 PA USD 16054.63000000 0.131756121419 Long DBT CORP US N 2 2030-03-20 Fixed 3.55000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 Constellation Brands Inc 21036PAL2 15000.00000000 PA USD 16105.61000000 0.132174500857 Long DBT CORP US N 2 2023-05-01 Fixed 4.25000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GHG7 60000.00000000 PA USD 66448.04000000 0.545321569312 Long DBT CORP US N 2 2029-03-05 Fixed 3.97000000 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 Smithfield Foods Inc 832248AY4 50000.00000000 PA USD 50642.63000000 0.415610730816 Long DBT CORP US N 2 2022-02-01 Fixed 3.35000000 N N N N N N COMM Mortgage Trust 549300C72XVZH4MIKU63 COMM 2013-CCRE9 Mortgage Trust 12625UBC6 17845340.96000000 PA USD 27621.02000000 0.226678438858 Long ABS-MBS CORP US N 2 2045-07-10 Variable 0.09344000 N N N N N N RAYMOND JAMES FINANCIAL RGUZHJ05YTITL6D76949 Raymond James Financial Inc 754730AG4 25000.00000000 PA USD 29214.78000000 0.239758007560 Long DBT CORP US N 2 2030-04-01 Fixed 4.65000000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 Nationwide Building Society 63861VAA5 25000.00000000 PA USD 26422.79000000 0.216844880727 Long DBT CORP GB N 2 2024-03-08 Fixed 3.76600000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 95000U2A0 20000.00000000 PA USD 21823.42000000 0.179099062096 Long DBT CORP US N 2 2028-05-22 Fixed 3.58400000 N N N N N N CHEVRON CORP N/A Chevron Corp 166764BY5 15000.00000000 PA USD 14961.64000000 0.122786240260 Long DBT CORP US N 2 2030-05-11 Fixed 2.23600000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GJB6 10000.00000000 PA USD 9987.85000000 0.081967655269 Long DBT CORP US N 2 2031-04-29 Fixed 2.59200000 N N N N N N GCO Education Loan Funding Tru BMMMD49PLG3NGJVYVM66 GCO Education Loan Funding Master Trust-II 36156YAW1 70853.80000000 PA USD 70532.59000000 0.578842395749 Long ABS-MBS CORP US N 2 2046-08-27 Floating 0.75863000 N N N N N N ELANCO ANIMAL HEALTH INC 549300SHPNDCE059M934 Elanco Animal Health Inc 28414HAG8 15000.00000000 PA USD 17053.13000000 0.139950548026 Long DBT CORP US N 2 2028-08-28 Variable 5.90000000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 Berry Global Inc 08576PAC5 15000.00000000 PA USD 14938.18000000 0.122593710217 Long DBT CORP US N 2 2024-02-15 Fixed 0.95000000 N N N N N N ALIMENTATION COUCHE-TARD 549300OSW32RVX8CCZ87 Alimentation Couche-Tard Inc 01626PAN6 20000.00000000 PA USD 20283.76000000 0.166463477850 Long DBT CORP CA N 2 2050-01-25 Fixed 3.80000000 N N N N N N CYRUSONE LP/CYRUSONE FIN N/A CyrusOne LP / CyrusOne Finance Corp 23283PAR5 30000.00000000 PA USD 30932.65000000 0.253856114356 Long DBT CORP US N 2 2029-11-15 Fixed 3.45000000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 Walt Disney Co/The 254687CT1 12000.00000000 PA USD 14234.50000000 0.116818793727 Long DBT CORP US N 2 2024-01-20 Fixed 7.75000000 N N N N N N Saxon Asset Securities Trust N/A Saxon Asset Securities Trust 2007-2 80556YAB1 79934.37000000 PA USD 68351.70000000 0.560944405721 Long ABS-MBS CORP US N 2 2047-05-25 Floating 0.20863000 N N N N N N VENTAS REALTY LP 32SXKSJ72K64GM3HOU64 Ventas Realty LP 92277GAU1 15000.00000000 PA USD 15307.54000000 0.125624950489 Long DBT CORP US N 2 2030-01-15 Fixed 3.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38148YAC2 75000.00000000 PA USD 75999.02000000 0.623703947514 Long DBT CORP US N 2 2022-10-31 Fixed 2.87600000 N N N N N N US AIRWAYS 2012-1A PTT N/A US Airways 2012-1 Class A Pass Through Trust 90345WAA2 46665.30000000 PA USD 48298.59000000 0.396373811693 Long DBT CORP US N 2 2024-10-01 Fixed 5.90000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 State Street Corp 857477BC6 15000.00000000 PA USD 16252.10000000 0.133376705718 Long DBT CORP US N 2 2024-12-03 Fixed 3.77600000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 Bayer US Finance II LLC 07274NAL7 55000.00000000 PA USD 62159.51000000 0.510126732720 Long DBT CORP US N 2 2028-12-15 Fixed 4.37500000 N N N N N N WRKCO INC 549300JEB576INN13W07 WRKCo Inc 92940PAB0 15000.00000000 PA USD 17041.46000000 0.139854775409 Long DBT CORP US N 2 2026-03-15 Fixed 4.65000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 CME Ultra Long Term US Treasury Bond 000000000 -2.00000000 NC USD 18289.68000000 0.150098588307 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 2021-06-21 -380727.18000000 USD 18289.68000000 N N N SKYAF 2020-1 A N/A SKYAF 2020-1 A 000000000 39819.44000000 PA USD 39215.93000000 0.321834812428 Long ABS-MBS CORP US N 3 2038-05-10 Floating 3.22900000 N N N N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 Metropolitan Life Global Funding I 59217GEG0 25000.00000000 PA USD 26080.86000000 0.214038751244 Long DBT CORP US N 2 2030-04-09 Fixed 2.95000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 Lloyds Banking Group PLC 53944YAL7 40000.00000000 PA USD 43564.05000000 0.357518688460 Long DBT CORP GB N 2 2025-07-09 Fixed 3.87000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023DE2 30000.00000000 PA USD 30055.60000000 0.246658395922 Long DBT CORP US N 2 2024-02-04 Fixed 1.43300000 N N N N N N Fannie Mae N/A Fannie Mae REMICS 3136A9VM7 65993.37000000 PA USD 66969.51000000 0.549601136305 Long ABS-MBS USGSE US N 2 2042-06-25 Fixed 2.50000000 N N N N N N JP Morgan Chase Commercial Mor N/A JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9 46639EAG6 1466078.06000000 PA USD 28688.36000000 0.235437817220 Long ABS-MBS CORP US N 2 2047-12-15 Variable 1.48898400 N N N N N N BURLINGTN NORTH SANTA FE N/A Burlington Northern Santa Fe LLC 12189LAJ0 4000.00000000 PA USD 4689.07000000 0.038481962914 Long DBT CORP US N 2 2042-03-15 Fixed 4.40000000 N N N N N N N TX TOLLWAY AUTH REVENUE PQGZGRE0F2WPMYQQ1B78 North Texas Tollway Authority 66285WC20 25000.00000000 PA USD 24115.64000000 0.197910708122 Long DBT MUN US N 2 2030-01-01 Fixed 1.87700000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RMF6 29000.00000000 PA USD 27547.97000000 0.226078936741 Long DBT CORP US N 2 2033-12-01 Fixed 2.55000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 Williams Cos Inc/The 96950FAM6 25000.00000000 PA USD 27287.46000000 0.223940999760 Long DBT CORP US N 2 2024-03-04 Fixed 4.30000000 N N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 ViacomCBS Inc 92556HAD9 40000.00000000 PA USD 44780.58000000 0.367502429873 Long DBT CORP US N 2 2032-05-19 Fixed 4.20000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71654QCK6 15000.00000000 PA USD 14611.50000000 0.119912733468 Long DBT CORP MX N 2 2028-02-12 Fixed 5.35000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 37045XBM7 20000.00000000 PA USD 20087.52000000 0.164852987838 Long DBT CORP US N 2 2021-07-06 Fixed 3.20000000 N N N N N N ATLANTA GA WTR & WSTWTR REVENU N/A City of Atlanta GA Water & Wastewater Revenue 047870SN1 20000.00000000 PA USD 19870.30000000 0.163070320489 Long DBT MUN US N 2 2035-11-01 Fixed 2.25700000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YAQ2 25000.00000000 PA USD 27250.47000000 0.223637432569 Long DBT CORP US N 2 2025-05-14 Fixed 3.60000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 Bayer US Finance II LLC 07274NBF9 5000.00000000 PA USD 5512.77000000 0.045241851944 Long DBT CORP US N 2 2044-07-15 Fixed 4.40000000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 Alexandria Real Estate Equities Inc 015271AP4 5000.00000000 PA USD 5527.66000000 0.045364050253 Long DBT CORP US N 2 2026-04-15 Fixed 3.80000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 Cigna Corp 125523AH3 30000.00000000 PA USD 34354.56000000 0.281938828778 Long DBT CORP US N 2 2028-10-15 Fixed 4.37500000 N N N N N N SLM Student Loan Trust 54930067BGNOZYMNWK87 SLM Student Loan Trust 2008-7 78445FAE5 20000.00000000 PA USD 19973.94000000 0.163920866682 Long ABS-O CORP US N 2 2083-07-26 Floating 2.06775000 N N N N N N DELTA AIR LINES 2020-AA N/A Delta Air Lines 2020-1 Class AA Pass Through Trust 247361ZV3 24252.57400000 PA USD 24322.31000000 0.199606794399 Long DBT CORP US N 2 2028-06-10 Fixed 2.00000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 Exxon Mobil Corp 30231GBM3 20000.00000000 PA USD 20234.42000000 0.166058557461 Long DBT CORP US N 2 2051-04-15 Fixed 3.45200000 N N N N N N CC HOLDINGS GS V LLC/CRO N/A CC Holdings GS V LLC / Crown Castle GS III Corp 14987BAE3 15000.00000000 PA USD 15978.21000000 0.131128962599 Long DBT CORP US N 2 2023-04-15 Fixed 3.84900000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GXG4 30000.00000000 PA USD 30400.05000000 0.249485206383 Long DBT CORP US N 2 2030-02-07 Fixed 2.60000000 N N N N N N SLM Student Loan Trust 549300OORAXMFXOHG132 SLM Student Loan Trust 2008-3 78444GAD6 20000.00000000 PA USD 18722.25000000 0.153648576407 Long ABS-O CORP US N 2 2083-04-26 Floating 1.41775000 N N N N N N US AIRWAYS 2011-1A PTT N/A US Airways 2011-1 Class A Pass Through Trust 903436AA1 19430.30960900 PA USD 20017.98000000 0.164282291367 Long DBT CORP US N 2 2023-10-22 Fixed 7.12500000 N N N N N N NEW YORK ST URBAN DEV CORP REV 54930039Y2EMGXN6LM88 New York State Urban Development Corp 650036EB8 15000.00000000 PA USD 14255.61000000 0.116992037939 Long DBT MUN US N 2 2033-03-15 Fixed 2.00000000 N N N N N N JP Morgan Chase Commercial Mor N/A JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2 46635GAJ9 1397175.00000000 PA USD 2209.77000000 0.018135000584 Long ABS-MBS CORP US N 2 2043-11-15 Variable 0.75813200 N N N N N N NGPL PIPECO LLC 549300K3NT1HSQFEM073 NGPL PipeCo LLC 62912XAE4 25000.00000000 PA USD 25957.15000000 0.213023495845 Long DBT CORP US N 2 2022-08-15 Fixed 4.37500000 N N N N N N Ameriquest Mortgage Securities N/A Ameriquest Mortgage Securities Inc Asset Backed Pass-Through Ctfs Ser 2005-R11 03072SV36 100000.00000000 PA USD 99995.28000000 0.820634935408 Long ABS-O CORP US N 2 2036-01-25 Floating 0.85863000 N N N N N N NXP BV/NXP FUNDING LLC N/A NXP BV / NXP Funding LLC 62947QAV0 40000.00000000 PA USD 43331.05000000 0.355606518806 Long DBT CORP NL N 2 2023-06-01 Fixed 4.62500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 95000U2M4 60000.00000000 PA USD 77076.48000000 0.632546378052 Long DBT CORP US N 2 2051-04-04 Fixed 5.01300000 N N N N N N MIAMI-DADE CNTY FL AVIATION RE N/A County of Miami-Dade FL Aviation Revenue 59333P2P2 15000.00000000 PA USD 15841.85000000 0.130009891981 Long DBT MUN US N 2 2031-10-01 Fixed 3.50400000 N N N N N N BAXTER INTERNATIONAL INC J5OIVXX3P24RJRW5CK77 Baxter International Inc 071813BW8 25000.00000000 PA USD 28164.77000000 0.231140851945 Long DBT CORP US N 2 2030-04-01 Fixed 3.95000000 N N N N N N COMM Mortgage Trust N/A COMM 2014-UBS3 Mortgage Trust 12591YBE4 1823631.22000000 PA USD 52389.55000000 0.429947243313 Long ABS-MBS CORP US N 2 2047-06-10 Variable 1.07067500 N N N N N N QUEST DIAGNOSTICS INC 8MCWUBXQ0WE04KMXBX50 Quest Diagnostics Inc 74834LBA7 20000.00000000 PA USD 22869.59000000 0.187684703842 Long DBT CORP US N 2 2029-06-30 Fixed 4.20000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 Anheuser-Busch InBev Worldwide Inc 035240AV2 60000.00000000 PA USD 65052.37000000 0.533867673085 Long DBT CORP US N 2 2030-06-01 Fixed 3.50000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71654QDE9 30000.00000000 PA USD 28764.00000000 0.236058574785 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RGQ9 49000.00000000 PA USD 55233.40000000 0.453285971511 Long DBT CORP US N 2 2030-02-15 Fixed 4.30000000 N N N N N N PUBLIC SERVICE CO OF NEW OFZN1UT56PNG1CGSR346 Public Service Co of New Mexico 744542AC5 40000.00000000 PA USD 43021.93000000 0.353069652354 Long DBT CORP US N 2 2025-08-01 Fixed 3.85000000 N N N N N N CUBESMART LP 549300MPHKO3I3FJRA97 CubeSmart LP 22966RAE6 15000.00000000 PA USD 16723.55000000 0.137245771740 Long DBT CORP US N 2 2029-02-15 Fixed 4.37500000 N N N N N N PLAINS ALL AMER PIPELINE N/A Plains All American Pipeline LP / PAA Finance Corp 72650RBJ0 15000.00000000 PA USD 16526.78000000 0.135630932158 Long DBT CORP US N 2 2025-10-15 Fixed 4.65000000 N N N N N N FHLMC Multifamily Structured P N/A Freddie Mac Multifamily Structured Pass Through Certificates 3137BQC21 2295674.59000000 PA USD 42243.17000000 0.346678574072 Long ABS-MBS USGSE US N 2 2023-03-25 Variable 1.30806400 N N N N N N Structured Asset Mortgage Inve N/A Structured Asset Mortgage Investments II Trust 2004-AR1 86359LAQ2 2115.13000000 PA USD 2031.96000000 0.016675760729 Long ABS-MBS CORP US N 2 2034-03-19 Floating 0.81025000 N N N N N N COMM Mortgage Trust 549300FVY7JUBJ0PIH53 COMM 2013-CCRE7 Mortgage Trust 12625FAF3 524247.03000000 PA USD 10066.91000000 0.082616479873 Long ABS-MBS CORP US N 2 2046-03-10 Variable 1.20653600 N N N N N N AMERICAN CAMPUS CMNTYS RDKVCX5HITZ2GPIR7153 American Campus Communities Operating Partnership LP 024836AG3 110000.00000000 PA USD 118719.55000000 0.974300089423 Long DBT CORP US N 2 2031-01-30 Fixed 3.87500000 N N N N N N SLM Student Loan Trust 549300Z0R4ETZBES8I71 SLM Student Loan Trust 2007-2 78443XAE8 70000.00000000 PA USD 65485.01000000 0.537418235656 Long ABS-O CORP US N 2 2025-07-25 Floating 0.38775000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 General Electric Co 36962GW75 10000.00000000 PA USD 9743.16000000 0.079959548863 Long DBT CORP US N 2 2026-05-05 Floating 0.57513000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 37045XCP9 15000.00000000 PA USD 15327.61000000 0.125789659695 Long DBT CORP US N 2 2021-11-06 Fixed 4.20000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YCX5 5000.00000000 PA USD 5465.34000000 0.044852606421 Long DBT CORP US N 2 2025-03-15 Fixed 3.80000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CBT7 24000.00000000 PA USD 23792.81000000 0.195261327309 Long DBT UST US N 1 2026-03-31 Fixed 0.75000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 Santander UK Group Holdings PLC 80281LAF2 10000.00000000 PA USD 10223.30000000 0.083899931428 Long DBT CORP GB N 2 2023-01-10 Fixed 3.57100000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 Xcel Energy Inc 98389BAY6 20000.00000000 PA USD 21528.33000000 0.176677336160 Long DBT CORP US N 2 2030-06-01 Fixed 3.40000000 N N N N N N Citigroup Mortgage Loan Trust N/A Citigroup Mortgage Loan Trust 2015-6 17324AAD2 11977.98000000 PA USD 12078.15000000 0.099122197018 Long ABS-MBS CORP US N 2 2035-12-25 Variable 0.66025500 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 Humana Inc 444859BK7 15000.00000000 PA USD 15662.89000000 0.128541214379 Long DBT CORP US N 2 2029-08-15 Fixed 3.12500000 N N N N N N AMERICAN CAMPUS CMNTYS RDKVCX5HITZ2GPIR7153 American Campus Communities Operating Partnership LP 024836AE8 15000.00000000 PA USD 16136.73000000 0.132429894503 Long DBT CORP US N 2 2026-07-15 Fixed 3.30000000 N N N N N N COMM Mortgage Trust N/A COMM 2014-UBS5 Mortgage Trust 12592KBD5 2145069.96000000 PA USD 53379.21000000 0.438069122367 Long ABS-MBS CORP US N 3 2047-09-10 Variable 0.85688800 N N N N N N HEALTHCARE TRUST OF AMER 549300IYGAS4GE6VDL07 Healthcare Trust of America Holdings LP 42225UAG9 15000.00000000 PA USD 15530.68000000 0.127456201719 Long DBT CORP US N 2 2030-02-15 Fixed 3.10000000 N N N N N N DENTSPLY SIRONA INC 9NHEHR1SOZCYXDO8HO28 DENTSPLY SIRONA Inc 24906PAA7 30000.00000000 PA USD 31403.12000000 0.257717137777 Long DBT CORP US N 2 2030-06-01 Fixed 3.25000000 N N N N N N IHS MARKIT LTD 549300HLPTRASHS0E726 IHS Markit Ltd 44962LAA5 25000.00000000 PA USD 26373.04000000 0.216436595576 Long DBT CORP BM N 2 2022-11-01 Fixed 5.00000000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 Berry Global Inc 08576PAB7 25000.00000000 PA USD 24633.54000000 0.202160977065 Long DBT CORP US N 2 2026-01-15 Fixed 1.57000000 N N N N N N GE CAPITAL INTL FUNDING 549300G6UZOB126GBY72 GE Capital International Funding Co Unlimited Co 36164QNA2 70000.00000000 PA USD 80207.80000000 0.658244296853 Long DBT CORP IE N 2 2035-11-15 Fixed 4.41800000 N N N N N N Bank 549300GL0Y86051URC66 BANK 2018-BNK10 065404BF1 269544.32000000 PA USD 11244.63000000 0.092281717834 Long ABS-MBS CORP US N 2 2061-02-15 Variable 0.72960200 N N N N N N LEVEL 3 FINANCING INC N/A Level 3 Financing Inc 527298BQ5 11000.00000000 PA USD 11616.72000000 0.095335362497 Long DBT CORP US N 2 2029-11-15 Fixed 3.87500000 N N N N N N TRANE TECHNOLOGIES CO LL 549300S2NUDMTQBEXQ18 Trane Technologies Co LLC 456866AG7 10000.00000000 PA USD 10266.55000000 0.084254872791 Long DBT CORP US N 2 2021-08-15 Fixed 9.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 17327CAM5 20000.00000000 PA USD 19572.52000000 0.160626518431 Long DBT CORP US N 2 2027-01-28 Fixed 1.12200000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 Energy Transfer Operating LP 29278NAN3 10000.00000000 PA USD 11547.03000000 0.094763435016 Long DBT CORP US N 2 2027-06-01 Fixed 5.50000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 EQT Corp 26884LAF6 10000.00000000 PA USD 10218.75000000 0.083862590776 Long DBT CORP US N 2 2027-10-01 Fixed 3.90000000 N N N N N N AMERICAN CAMPUS CMNTYS RDKVCX5HITZ2GPIR7153 American Campus Communities Operating Partnership LP 024836AD0 5000.00000000 PA USD 5461.17000000 0.044818384329 Long DBT CORP US N 2 2027-11-15 Fixed 3.62500000 N N N N N N UBS-Barclays Commercial Mortga N/A UBS-Barclays Commercial Mortgage Trust 2012-C3 90349DAL6 3700000.00000000 PA USD 12017.97000000 0.098628315603 Long ABS-MBS CORP US N 3 2049-08-10 Variable 0.20453500 N N N N N N ANTHEM INC 8MYN82XMYQH89CTMTH67 Anthem Inc 036752AB9 40000.00000000 PA USD 44179.31000000 0.362567965290 Long DBT CORP US N 2 2027-12-01 Fixed 3.65000000 N N N N N N Citigroup Commercial Mortgage N/A Citigroup Commercial Mortgage Trust 2013-GC15 17321JAJ3 1283796.22000000 PA USD 22330.48000000 0.183260370013 Long ABS-MBS CORP US N 2 2046-09-10 Variable 0.83698400 N N N N N N WASTE CONNECTIONS INC 549300HDLRTPBQU69P29 Waste Connections Inc 94106BAA9 25000.00000000 PA USD 25125.74000000 0.206200332875 Long DBT CORP CA N 2 2030-02-01 Fixed 2.60000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 CBOT 5 Year US Treasury Note 000000000 21.00000000 NC USD -31354.87000000 -0.25732116273 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 2021-06-30 2622722.11000000 USD -31354.87000000 N N N GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 Georgia-Pacific LLC 37331NAK7 35000.00000000 PA USD 34898.69000000 0.286404360425 Long DBT CORP US N 2 2030-04-30 Fixed 2.30000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YCR8 25000.00000000 PA USD 25501.35000000 0.209282865251 Long DBT CORP US N 2 2021-12-15 Fixed 5.00000000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 CommonSpirit Health 20268JAA1 25000.00000000 PA USD 26541.23000000 0.217816886624 Long DBT CORP US N 2 2024-10-01 Fixed 2.76000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GHC6 15000.00000000 PA USD 15605.90000000 0.128073512454 Long DBT CORP US N 2 2023-12-20 Fixed 3.00400000 N N N N N N SANTA CLARA VLY CA TRANSPRTN A 549300R6Q7T4MD3V9H68 Santa Clara Valley Transportation Authority 80168NEP0 20000.00000000 PA USD 24688.40000000 0.202611198641 Long DBT MUN US N 2 2032-04-01 Fixed 5.87600000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 Anheuser-Busch InBev Worldwide Inc 035240AQ3 15000.00000000 PA USD 17539.55000000 0.143942468897 Long DBT CORP US N 2 2029-01-23 Fixed 4.75000000 N N N N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 Marsh & McLennan Cos Inc 571748BN1 30000.00000000 PA USD 29506.68000000 0.242153554006 Long DBT CORP US N 2 2030-11-15 Fixed 2.25000000 N N N N N N PARK AEROSPACE HOLDINGS 635400CPI3EOIFF6OC33 Park Aerospace Holdings Ltd 70014LAB6 15000.00000000 PA USD 16316.09000000 0.133901854800 Long DBT CORP KY N 2 2024-02-15 Fixed 5.50000000 N N N N N N Fidelity Government Portfolio N/A Fidelity Government Portfolio 316175108 24701.00000000 NS USD 24701.00000000 0.202714603524 Long STIV RF US N 1 N N N FRESENIUS MED CARE II 5493008GJ5TVVTY4UM62 Fresenius Medical Care US Finance II Inc 35802XAF0 30000.00000000 PA USD 31222.86000000 0.256237791417 Long DBT CORP US N 2 2022-01-31 Fixed 5.87500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PAP1 70000.00000000 PA USD 74208.38000000 0.609008636488 Long DBT CORP US N 2 2024-04-23 Fixed 3.55900000 N N N N N N Freddie Mac N/A Freddie Mac REMICS 3137BTJN2 15193.06000000 PA USD 15349.79000000 0.125971685115 Long ABS-MBS USGSE US N 2 2044-09-15 Floating 1.11513000 N N N N N N COMM Mortgage Trust N/A COMM 2014-CCRE19 Mortgage Trust 12592GBE2 645041.65000000 PA USD 16701.61000000 0.137065715937 Long ABS-MBS CORP US N 2 2047-08-10 Variable 0.97073500 N N N N N N BLACK HILLS CORP 3MGELCRSTNSAMJ962671 Black Hills Corp 092113AQ2 36000.00000000 PA USD 40452.07000000 0.331979487947 Long DBT CORP US N 2 2033-05-01 Fixed 4.35000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 Humana Inc 444859BJ0 15000.00000000 PA USD 15555.02000000 0.127655953690 Long DBT CORP US N 2 2022-12-15 Fixed 2.90000000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 International Flavors & Fragrances Inc 459506AK7 40000.00000000 PA USD 45396.06000000 0.372553512184 Long DBT CORP US N 2 2028-09-26 Fixed 4.45000000 N N N N N N Banc of America Funding Corpor 549300UKLRORHBR16839 Banc of America Funding 2014-R7 Trust 05963SAD4 29235.84000000 PA USD 28790.91000000 0.236279418070 Long ABS-MBS CORP US N 2 2036-09-26 Floating 0.24863000 N N N N N N Natixis Commercial Mortgage Se N/A Natixis Commercial Mortgage Securities Trust 2020-2PAC 63875DAE1 570000.00000000 PA USD 17733.38000000 0.145533180674 Long ABS-MBS CORP US N 2 2038-12-15 Variable 0.80797900 N N N N N N HUDSON PACIFIC PROPERTIE 5493007NTUGLGZ8T3526 Hudson Pacific Properties LP 44409MAA4 25000.00000000 PA USD 26832.05000000 0.220203569794 Long DBT CORP US N 2 2027-11-01 Fixed 3.95000000 N N N N N N CYRUSONE LP/CYRUSONE FIN N/A CyrusOne LP / CyrusOne Finance Corp 23283PAQ7 15000.00000000 PA USD 15875.93000000 0.130289577569 Long DBT CORP US N 2 2024-11-15 Fixed 2.90000000 N N N N N N PROV ST JOSEPH HLTH OBL N/A Providence St Joseph Health Obligated Group 743756AB4 20000.00000000 PA USD 21295.01000000 0.174762540350 Long DBT CORP US N 2 2026-10-01 Fixed 2.74600000 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 General Mills Inc 370334CE2 15000.00000000 PA USD 16097.40000000 0.132107123548 Long DBT CORP US N 2 2023-10-17 Fixed 3.70000000 N N N N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 Berkshire Hathaway Finance Corp 084664CU3 10000.00000000 PA USD 9768.39000000 0.080166604830 Long DBT CORP US N 2 2030-03-12 Fixed 1.85000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967MS7 45000.00000000 PA USD 45001.32000000 0.369313984934 Long DBT CORP US N 2 2031-06-03 Fixed 2.57200000 N N N N N N NATIONWIDE MUTUAL INSURA Z7LVXXWM8HZPKF5T2355 Nationwide Mutual Insurance Co 638671AJ6 40000.00000000 PA USD 39978.06000000 0.328089412678 Long DBT CORP US N 2 2024-12-15 Floating 2.47388000 N N N N N N PARK AEROSPACE HOLDINGS 635400CPI3EOIFF6OC33 Park Aerospace Holdings Ltd 70014LAC4 10000.00000000 PA USD 10448.47000000 0.085747842333 Long DBT CORP KY N 2 2023-03-15 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38378B5H8 1162288.67000000 PA USD 21515.94000000 0.176575654692 Long ABS-MBS USGA US N 2 2054-02-16 Variable 0.47953000 N N N N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 ConocoPhillips 20825CAZ7 65000.00000000 PA USD 64107.74000000 0.526115343384 Long DBT CORP US N 2 2031-02-15 Fixed 2.40000000 N N N N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 Intercontinental Exchange Inc 45866FAR5 20000.00000000 PA USD 20036.21000000 0.164431900177 Long DBT CORP US N 2 2023-06-15 Floating 0.83388000 N N N N N N AON CORP LTS3U8DGK38SETRUWX71 Aon Corp 037389BE2 25000.00000000 PA USD 25583.78000000 0.209959346559 Long DBT CORP US N 2 2030-05-15 Fixed 2.80000000 N N N N N N HEALTHCARE TRUST OF AMER 549300IYGAS4GE6VDL07 Healthcare Trust of America Holdings LP 42225UAH7 30000.00000000 PA USD 27970.16000000 0.229543738914 Long DBT CORP US N 2 2031-03-15 Fixed 2.00000000 N N N N N N Citigroup Commercial Mortgage N/A Citigroup Commercial Mortgage Trust 2014-GC25 17322YAJ9 635416.29000000 PA USD 18812.82000000 0.154391860551 Long ABS-MBS CORP US N 2 2047-10-10 Variable 0.98821500 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GYA6 30000.00000000 PA USD 29728.27000000 0.243972084794 Long DBT CORP US N 2 2027-03-09 Fixed 1.43100000 N N N N N N ALIMENTATION COUCHE-TARD 549300OSW32RVX8CCZ87 Alimentation Couche-Tard Inc 01626PAM8 15000.00000000 PA USD 15331.86000000 0.125824538326 Long DBT CORP CA N 2 2030-01-25 Fixed 2.95000000 N N N N N N MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 Macquarie Group Ltd 55608JAR9 20000.00000000 PA USD 19637.91000000 0.161163156945 Long DBT CORP AU N 2 2027-01-12 Fixed 1.34000000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU N/A WFRBS Commercial Mortgage Trust 2012-C7 92936TAF9 1266407.09000000 PA USD 10481.04000000 0.086015135748 Long ABS-MBS CORP US N 2 2045-06-15 Variable 1.30193700 N N N N N N FHLMC Multifamily Structured P N/A Freddie Mac Multifamily Structured Pass Through Certificates 3137ABFK2 200000.00000000 PA USD 1173.58000000 0.009631262070 Long ABS-MBS USGSE US N 2 2041-06-25 Variable 3.59075200 N N N N N N Countrywide Asset-Backed Certi N/A CWABS Asset-Backed Certificates Trust 2007-13 126698AC3 26710.05000000 PA USD 26591.17000000 0.218226731055 Long ABS-MBS CORP US N 2 2047-10-25 Floating 1.00863000 N N N N N N JP Morgan Chase Commercial Mor N/A JP Morgan Chase Commercial Mortgage Securities Trust 2018-LAQ 46649VAA9 26390.73000000 PA USD 26430.29000000 0.216906431253 Long ABS-MBS CORP US N 2 2032-06-15 Floating 1.10600000 N N N N N N METROPOLITAN EDISON CO N/A Metropolitan Edison Co 591894CB4 25000.00000000 PA USD 26556.60000000 0.217943024167 Long DBT CORP US N 2 2025-04-15 Fixed 4.00000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 American Tower Corp 03027XBA7 10000.00000000 PA USD 10229.98000000 0.083954752429 Long DBT CORP US N 2 2030-01-15 Fixed 2.90000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RMG4 70000.00000000 PA USD 66685.96000000 0.547274116110 Long DBT CORP US N 2 2057-12-01 Fixed 3.80000000 N N N N N N Wells Fargo Home Equity Trust N/A Wells Fargo Home Equity Trust Mortgage Pass-Through Certificates Series 2004-1 86359BMX6 12976.13000000 PA USD 12067.15000000 0.099031922914 Long ABS-MBS CORP US N 2 2034-04-25 Floating 0.70863000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 Viatris Inc 91533BAA8 35000.00000000 PA USD 35209.84000000 0.288957886553 Long DBT CORP US N 2 2022-06-22 Fixed 1.12500000 N N N N N N UNIV OF CALIFORNIA CA RGTS MED N/A Regents of the University of California Medical Center Pooled Revenue 913366KB5 10000.00000000 PA USD 9608.50000000 0.078854429697 Long DBT MUN US N 2 2050-05-15 Fixed 3.00600000 N N N N N N WRKCO INC 549300JEB576INN13W07 WRKCo Inc 92940PAG9 10000.00000000 PA USD 10176.89000000 0.083519056777 Long DBT CORP US N 2 2033-06-15 Fixed 3.00000000 N N N N N N Fanniemae-Aces N/A Fannie Mae-Aces 3136AQ5K2 272041.65000000 PA USD 2740.56000000 0.022491054363 Long ABS-MBS USGSE US N 2 2036-04-25 Variable 2.09750000 N N N N N N BACARDI LTD 549300R32WTQNHNN5055 Bacardi Ltd 067316AE9 5000.00000000 PA USD 5563.37000000 0.045657112821 Long DBT CORP BM N 2 2025-05-15 Fixed 4.45000000 N N N N N N Morgan Stanley Mortgage Loan T N/A Morgan Stanley Mortgage Loan Trust 2004-5AR 61748HAR2 16349.38000000 PA USD 17231.34000000 0.141413070575 Long ABS-MBS CORP US N 2 2034-07-25 Variable 2.47635900 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 Air Lease Corp 00912XAY0 11000.00000000 PA USD 11521.80000000 0.094556379048 Long DBT CORP US N 2 2027-12-01 Fixed 3.62500000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 HCA Inc 404119BN8 15000.00000000 PA USD 16716.37000000 0.137186847371 Long DBT CORP US N 2 2024-03-15 Fixed 5.00000000 N N N N N N SOUTHWESTERN ELEC POWER R64UBJHEC74EB3HGQ410 Southwestern Electric Power Co 845437BR2 20000.00000000 PA USD 22253.57000000 0.182629189893 Long DBT CORP US N 2 2028-09-15 Fixed 4.10000000 N N N N N N Orix Credit Alliance Owner Tru N/A Orec 2018-CRE1 Ltd 685785AA5 15000.00000000 PA USD 15035.46000000 0.123392061564 Long ABS-O CORP KY N 2 2036-06-15 Floating 1.28600000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 Bank of New York Mellon Corp/The 06406HCX5 5000.00000000 PA USD 5427.69000000 0.044543622784 Long DBT CORP US N 2 2024-09-11 Fixed 3.25000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 Royalty Pharma PLC 78081BAC7 20000.00000000 PA USD 19526.44000000 0.160248352003 Long DBT CORP GB N 2 2027-09-02 Fixed 1.75000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 UNITED STATES 10 YEAR TREASURY NOTE/BOND 000000000 -10.00000000 NC USD 50525.70000000 0.414651117092 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 2021-06-21 -1487400.70000000 USD 50525.70000000 N N N Wells Fargo Commercial Mortgag 549300ZJL46M82UL2Z22 Wells Fargo Commercial Mortgage Trust 2015-SG1 94989QAV2 39863.33000000 PA USD 43146.28000000 0.354090160064 Long ABS-MBS CORP US N 2 2048-09-15 Fixed 3.78900000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 Fifth Third Bancorp 316773DA5 30000.00000000 PA USD 31244.60000000 0.256416205873 Long DBT CORP US N 2 2027-05-05 Fixed 2.55000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PBB1 50000.00000000 PA USD 51364.47000000 0.421534681644 Long DBT CORP US N 2 2023-04-01 Fixed 3.20700000 N N N N N N KINDER MORGAN INC/DELAWA 549300WR7IX8XE0TBO16 Kinder Morgan Inc 28368EAD8 10000.00000000 PA USD 13895.25000000 0.114034658298 Long DBT CORP US N 2 2031-08-01 Fixed 7.80000000 N N N N N N BACARDI LTD 549300R32WTQNHNN5055 Bacardi Ltd 067316AF6 30000.00000000 PA USD 34350.37000000 0.281904442551 Long DBT CORP BM N 2 2028-05-15 Fixed 4.70000000 N N N N N N Bombardier Capital Mortgage Se N/A BCMSC Trust 2000-A 09774XBN1 19426.33000000 PA USD 4689.08000000 0.038482044981 Long ABS-O CORP US N 2 2030-06-15 Variable 7.57500000 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 Boston Properties LP 10112RAY0 10000.00000000 PA USD 10527.35000000 0.086395189725 Long DBT CORP US N 2 2026-10-01 Fixed 2.75000000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 General Electric Co 36962G3P7 30000.00000000 PA USD 38506.53000000 0.316012953404 Long DBT CORP US N 2 2038-01-14 Fixed 5.87500000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175BJ2 42000.00000000 PA USD 45547.80000000 0.373798802413 Long DBT CORP US N 2 2028-02-15 Fixed 3.75000000 N N N N N N SYDNEY AIRPORT FINANCE 549300MJAANHLHOVTO40 Sydney Airport Finance Co Pty Ltd 87124VAF6 15000.00000000 PA USD 16261.94000000 0.133457460007 Long DBT CORP AU N 2 2026-04-28 Fixed 3.62500000 N N N N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 Sherwin-Williams Co/The 824348BL9 20000.00000000 PA USD 19731.02000000 0.161927286200 Long DBT CORP US N 2 2030-05-15 Fixed 2.30000000 N N N N N N REGENERON PHARMACEUTICAL 549300RCBFWIRX3HYQ56 Regeneron Pharmaceuticals Inc 75886FAE7 30000.00000000 PA USD 27796.67000000 0.228119952161 Long DBT CORP US N 2 2030-09-15 Fixed 1.75000000 N N N N N N RELX CAPITAL INC 2R15C3RTKJN1RCBOV146 RELX Capital Inc 74949LAC6 20000.00000000 PA USD 22083.20000000 0.181231008159 Long DBT CORP US N 2 2029-03-18 Fixed 4.00000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030NDM0 70000.00000000 PA USD 67502.36000000 0.553974095962 Long DBT CORP US N 2 2031-01-15 Fixed 1.95000000 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 Kilroy Realty LP 49427RAQ5 25000.00000000 PA USD 23521.94000000 0.193038368536 Long DBT CORP US N 2 2032-11-15 Fixed 2.50000000 N N N N N N WACHOVIA STUDENT LOAN TRUST N/A Wachovia Student Loan Trust 2006-1 92978JAF0 39043.16000000 PA USD 38385.40000000 0.315018871386 Long ABS-O CORP US N 2 2040-04-25 Floating 0.38775000 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 Republic Services Inc 760759AR1 15000.00000000 PA USD 16007.64000000 0.131370486861 Long DBT CORP US N 2 2026-07-01 Fixed 2.90000000 N N N N N N GLP CAPITAL LP / FIN II N/A GLP Capital LP / GLP Financing II Inc 361841AL3 15000.00000000 PA USD 16872.75000000 0.138470216858 Long DBT CORP US N 2 2029-01-15 Fixed 5.30000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 37045XBY1 10000.00000000 PA USD 10279.79000000 0.084363529985 Long DBT CORP US N 2 2022-06-30 Fixed 3.15000000 N N N N N N MID-AMERICA APARTMENTS 549300FXWGE3QSYCUJ38 Mid-America Apartments LP 59523UAS6 20000.00000000 PA USD 18416.66000000 0.151140679735 Long DBT CORP US N 2 2031-02-15 Fixed 1.70000000 N N N N N N ALCON FINANCE CORP 549300CUZUI9VU7XNK42 Alcon Finance Corp 01400EAA1 20000.00000000 PA USD 21169.51000000 0.173732594893 Long DBT CORP US N 2 2026-09-23 Fixed 2.75000000 N N N N N N BON SECOURS MERCY 5493006NA7JSVYYYF398 Bon Secours Mercy Health Inc 09778PAB1 30000.00000000 PA USD 29032.05000000 0.238258390561 Long DBT CORP US N 2 2031-06-01 Fixed 2.09500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PAV8 15000.00000000 PA USD 16985.44000000 0.139395034018 Long DBT CORP US N 2 2029-07-23 Fixed 4.20300000 N N N N N N MASSACHUSETTS ST SCH BLDG AUTH N/A Massachusetts School Building Authority 576000XM0 15000.00000000 PA USD 15766.38000000 0.129390529562 Long DBT MUN US N 2 2032-10-15 Fixed 2.96600000 N N N N N N FARMERS INS EXCH 549300UWG2TLX1GZVT44 Farmers Insurance Exchange 309601AE2 45000.00000000 PA USD 47113.17000000 0.386645381860 Long DBT CORP US N 2 2057-11-01 Fixed 4.74700000 N N N N N N GLP CAPITAL LP / FIN II N/A GLP Capital LP / GLP Financing II Inc 361841AN9 15000.00000000 PA USD 15921.75000000 0.130665610245 Long DBT CORP US N 2 2024-09-01 Fixed 3.35000000 N N N N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 Consolidated Edison Co of New York Inc 209111FX6 45000.00000000 PA USD 48202.48000000 0.395585062228 Long DBT CORP US N 2 2030-04-01 Fixed 3.35000000 N N N N N N NEW YORK LIFE INSURANCE TAE73CY392TBWJ3O3305 New York Life Insurance Co 64952GAE8 30000.00000000 PA USD 38144.41000000 0.313041129906 Long DBT CORP US N 2 2033-05-15 Fixed 5.87500000 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 Kilroy Realty LP 49427RAP7 5000.00000000 PA USD 5039.51000000 0.041357931727 Long DBT CORP US N 2 2030-02-15 Fixed 3.05000000 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Trust 2019-GC42 36257UAL1 50000.00000000 PA USD 52784.87000000 0.433191530470 Long ABS-MBS CORP US N 2 2052-09-01 Fixed 3.00050000 N N N N N N SLM Student Loan Trust 549300SRMXHPGI3BJ386 SLM Student Loan Trust 2008-5 78444YAE5 35000.00000000 PA USD 34445.65000000 0.282686380425 Long ABS-O CORP US N 2 2073-07-25 Floating 2.06775000 N N N N N N 2021-05-19 METROPOLITAN WEST FUNDS Eric Chan Eric Chan Senior Vice President