0001752724-24-189713.txt : 20240826 0001752724-24-189713.hdr.sgml : 20240826 20240826112759 ACCESSION NUMBER: 0001752724-24-189713 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20240630 FILED AS OF DATE: 20240826 DATE AS OF CHANGE: 20240826 PERIOD START: 20250331 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Mercer Funds CENTRAL INDEX KEY: 0001320615 ORGANIZATION NAME: IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 0331 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-21732 FILM NUMBER: 241238608 BUSINESS ADDRESS: STREET 1: 99 HIGH STREET CITY: BOSTON STATE: MA ZIP: 02110 BUSINESS PHONE: 617-747-9525 MAIL ADDRESS: STREET 1: 99 HIGH STREET CITY: BOSTON STATE: MA ZIP: 02110 FORMER COMPANY: FORMER CONFORMED NAME: MGI Funds DATE OF NAME CHANGE: 20050314 0001320615 S000010041 Mercer Core Fixed Income Fund C000027790 Class I MCFQX C000027792 Class Y-3 MCFIX NPORT-P 1 primary_doc.xml NPORT-P false 0001320615 XXXXXXXX S000010041 C000027790 C000027792 Mercer Funds 811-21732 0001320615 549300J7JB6PJ2JIIB11 99 HIGH STREET BOSTON 02110 617-747-9570 Mercer Core Fixed Income Fund S000010041 FNQDDGF5RWN546B08W92 2025-03-31 2024-06-30 N 2273115105.29 109691512.55 2163423592.74 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 17769742.68000000 0.00000000 0.00000000 48695644.59000000 EUR USD UST Bloomberg US Aggregate Bond Index Bloomberg U.S. Aggregate Bond Index UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAG2 580000.00000000 PA USD 560957.03000000 0.025929135278 Long DBT CORP US N 2 2026-04-15 Fixed 4.38000000 N N N N N N CLI Funding LLC 254900Z4P82YK31RVL27 12565KAA5 644456.78000000 PA USD 573552.29000000 0.026511326396 Long ABS-O CORP US N 2 2046-02-18 Fixed 1.64000000 N N N N N N Micron Technology Inc B3DXGBC8GAIYWI2Z0172 595112BN2 697000.00000000 PA USD 700541.97000000 0.032381174558 Long DBT CORP US N 2 2029-02-06 Fixed 5.33000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95002RAU2 1605000.00000000 PA USD 1537169.97000000 0.071052658164 Long ABS-MBS CORP US N 2 2053-06-15 Fixed 1.94000000 N N N N N N AMER AIRLINE 16-3 A PTT N/A 023771S25 143149.15000000 PA USD 130443.35000000 0.006029487264 Long DBT CORP US N 2 2028-10-15 Fixed 3.25000000 N N N N N N PHILLIPS 66 CO RVJMT2IZVVSKIRJJBH76 718547AD4 797000.00000000 PA USD 785963.60000000 0.036329621375 Long DBT CORP US N 2 2025-02-15 Fixed 3.61000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TL2 4935000.00000000 PA USD 4496729.61000000 0.207852480905 Long DBT UST US N 2 2052-11-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5S20 347768.33000000 PA USD 322295.09000000 0.014897456562 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEF8 1050000.00000000 PA USD 831086.91000000 0.038415357620 Long DBT CORP US N 2 2036-09-16 Fixed 2.48000000 N N N N N N MACY'S RETAIL HLDGS LLC N/A 55617LAP7 301000.00000000 PA USD 292384.48000000 0.013514897451 Long DBT CORP US N 2 2029-04-01 Fixed 5.88000000 N N N N N HILTON GRAND VAC BOR ESC N/A 43284MAA6 497000.00000000 PA USD 463802.39000000 0.021438353152 Long DBT CORP US N 2 2029-06-01 Fixed 5.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162FAB9 121436.88000000 PA USD 118643.10000000 0.005484043919 Long ABS-MBS CORP US N 2 2052-08-15 Fixed 3.00000000 N N N N N N TALOS PRODUCTION INC 549300GZ2DZZE2Y8TX15 87485LAE4 60000.00000000 PA USD 63388.78000000 0.002930021666 Long DBT CORP US N 2 2031-02-01 Fixed 9.38000000 N N N N N N GCI LLC 549300N3IE9H88Q20221 36166TAB6 528000.00000000 PA USD 482427.48000000 0.022299261301 Long DBT CORP US N 2 2028-10-15 Fixed 4.75000000 N N N N N N FERGUSON FINANCE PLC 2138003A7ZEU931DZL61 314890AB0 2378000.00000000 PA USD 2146641.50000000 0.099224280774 Long DBT CORP GB N 2 2030-06-02 Fixed 3.25000000 N N N N N N PRP Advisors, LLC N/A 69381DAA3 247349.05000000 PA USD 234147.14000000 0.010822990966 Long ABS-MBS CORP US N 2 2054-05-25 Variable 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHTL1 73232.11000000 PA USD 68003.04000000 0.003143306758 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SE9 12269000.00000000 PA USD 9967124.70000000 0.460710733369 Long DBT UST US N 2 2048-11-15 Fixed 3.38000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468P7 2461000.00000000 PA USD 2259092.87000000 0.104422124154 Long DBT CORP US N 2 2031-04-01 Fixed 3.62000000 N N N N N UMBS B1V7KEBTPIMZEU4LTD58 3138WEV30 280097.70000000 PA USD 253977.75000000 0.011739621905 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.50000000 N N N N N N Alabama Economic Settlement Authority N/A 01026CAD3 60000.00000000 PA USD 57733.67000000 0.002668625330 Long DBT MUN US N 2 2032-09-15 Fixed 4.26000000 N N N N N N CarMax Auto Owner Trust N/A 14317CAG7 200000.00000000 PA USD 188167.34000000 0.008697665155 Long ABS-O CORP US N 2 2028-07-17 Fixed 2.47000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335AYT9 839268.59000000 PA USD 734925.29000000 0.033970475891 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N STARWOOD PROPERTY TRUST BUGSFQZERKRBFWIG5267 85571BBB0 84000.00000000 PA USD 85005.61000000 0.003929217111 Long DBT US N 2 2029-04-01 Fixed 7.25000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 1950000.00000000 PA USD 1543913.85000000 0.071364380751 Long DBT CORP US N 2 2036-11-15 Fixed 3.19000000 N N N N N N TACO BELL FUNDING, LLC N/A 87342RAG9 1075837.50000000 PA USD 979543.16000000 0.045277455755 Long ABS-O CORP US N 2 2051-08-25 Fixed 1.95000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FRUV1 11302585.80000000 PA USD 684946.87000000 0.031660321737 Long ABS-MBS USGSE US N 2 2030-01-25 Variable 1.44000000 N N N N N N ANTERO MIDSTREAM PART/FI N/A 03690AAK2 349000.00000000 PA USD 352361.92000000 0.016287236636 Long DBT CORP US N 2 2032-02-01 Fixed 6.63000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AE8 375000.00000000 PA USD 301484.26000000 0.013935516882 Long DBT CORP CH N 2 2032-02-11 Fixed 2.10000000 N N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 309000.00000000 PA USD 262372.29000000 0.012127643004 Long DBT CORP IL N 2 2031-03-30 Fixed 5.88000000 N N N N N N UBS Commercial Mortgage Trust N/A 90276CAC5 396533.28000000 PA USD 384863.54000000 0.017789560088 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 3.26000000 N N N N N N Angel Oak Mortgage Trust N/A 034651AA7 100831.52000000 PA USD 93129.22000000 0.004304715004 Long ABS-MBS CORP US N 2 2053-04-25 Variable 0.99000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPHH4 940598.07000000 PA USD 917950.79000000 0.042430469607 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.00000000 N N N N N N BRAVO Residential Funding Trust N/A 10569TAA6 189150.94000000 PA USD 168223.94000000 0.007775820720 Long ABS-MBS CORP US N 2 2049-02-25 Variable 0.94000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80287DAE7 100000.00000000 PA USD 102733.66000000 0.004748661350 Long ABS-O CORP US N 2 2031-03-17 Fixed 6.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ENL0 1891754.24000000 PA USD 1901748.28000000 0.087904573398 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 6.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 9240000.00000000 OU Notional Amount USD -74400.30000000 -0.00343900751 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2029-05-13 0.00000000 USD -9824.53000000 USD 9240000.00000000 USD -64575.77000000 N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KN0 4776000.00000000 PA USD 4615523.20000000 0.213343480929 Long DBT CORP US N 2 2026-05-01 Fixed 3.40000000 N N N N N N NextGear Floorplan Master Owner Trust N/A 65341KBZ8 3163000.00000000 PA USD 3154006.33000000 0.145787738498 Long ABS-O CORP US N 2 2029-03-15 Fixed 5.12000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746RN3 821000.00000000 PA USD 819301.02000000 0.037870578038 Long DBT CORP US N 2 2025-06-15 Variable 5.88000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPJA6 2254216.28000000 PA USD 2075433.39000000 0.095932825959 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N UNIVERSITY OF CHICAGO 54930099Y7GU6182V326 91412NBD1 120000.00000000 PA USD 91291.25000000 0.004219758456 Long DBT CORP US N 2 2045-04-01 Fixed 2.76000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QG3D7 122311.76000000 PA USD 100397.11000000 0.004640658923 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N Firstkey Homes Trust N/A 33767WAG8 531000.00000000 PA USD 488248.92000000 0.022568345914 Long ABS-O CORP US N 2 2038-08-17 Fixed 2.19000000 N N N N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 615369AT2 1250000.00000000 PA USD 856015.40000000 0.039567628035 Long DBT CORP US N 2 2050-05-20 Fixed 3.25000000 N N N N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 552953CH2 852000.00000000 PA USD 811688.05000000 0.037518683475 Long DBT CORP US N 2 2028-10-15 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XAJ78 761816.89000000 PA USD 701267.45000000 0.032414708444 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 3.50000000 N N N N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 209111FK4 95000.00000000 PA USD 74960.06000000 0.003464881322 Long DBT CORP US N 2 2056-12-01 Fixed 4.30000000 N N N N N N QORVO INC 254900YAUJV2EUEVBR11 74736KAJ0 447000.00000000 PA USD 383600.60000000 0.017731183171 Long DBT CORP US N 2 2031-04-01 Fixed 3.38000000 N N N N N N QATAR ENERGY 254900QTESJKJ3P87J26 74730DAC7 275000.00000000 PA USD 230019.63000000 0.010632204935 Long DBT CORP QA N 2 2031-07-12 Fixed 2.25000000 N N N N N N Mylan Inc 30ZMPDNA1RHIBH89C294 628530BC0 695000.00000000 PA USD 600863.56000000 0.027773736128 Long DBT CORP US N 2 2043-11-29 Fixed 5.40000000 N N N N N N ATHENE HOLDING LTD 549300H316CT32FQXI76 04686JAC5 360000.00000000 PA USD 318920.06000000 0.014741452440 Long DBT CORP US N 2 2031-01-15 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MAAR0 364235.72000000 PA USD 354406.35000000 0.016381736391 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEB8 706000.00000000 PA USD 700726.55000000 0.032389706405 Long DBT CORP US N 2 2030-01-23 Fixed 5.01000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAK7 863000.00000000 PA USD 785352.61000000 0.036301379565 Long DBT CORP US N 2 2031-03-01 Fixed 4.00000000 N N N N N N UMBS, TBA N/A 01F032674 6500000.00000000 PA USD 5753515.63000000 0.265944942511 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPX69 1069338.41000000 PA USD 1010077.33000000 0.046688837701 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N Crown City CLO I 549300K60T4GC7BSX929 22823RAJ8 2250000.00000000 PA USD 2251012.50000000 0.104048624945 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 6.78000000 N N N N N N Verus Securitization Trust N/A 92539LAA8 310754.95000000 PA USD 261233.17000000 0.012074989423 Long ABS-MBS CORP US N 2 2066-06-25 Variable 1.05000000 N N N N N N Aqua Finance Trust N/A 03842VAA5 146517.16000000 PA USD 131472.79000000 0.006077071103 Long ABS-O CORP US N 2 2046-07-17 Fixed 1.54000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397E58 803000.00000000 PA USD 800557.27000000 0.037004185065 Long DBT CORP US N 2 2029-03-08 Fixed 5.80000000 N N N N N N JAPAN FIN ORG MUNICIPAL 5493007YYYNZ4NMEOD64 471068AQ9 200000.00000000 PA USD 198660.92000000 0.009182710249 Long DBT NUSS JP N 2 2024-09-05 Fixed 1.75000000 N N N N N N Battalion CLO LTD 5493006S0D1X0TK7V334 07134FAA8 250000.00000000 PA USD 251676.00000000 0.011633228039 Long ABS-CBDO CORP KY N 2 2037-03-13 Floating 6.90000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761J3R8 1301000.00000000 PA USD 1244084.46000000 0.057505356980 Long DBT CORP US N 2 2026-07-27 Fixed 3.13000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBH0 385000.00000000 PA USD 316154.51000000 0.014613620331 Long DBT CORP US N 2 2031-08-01 Fixed 2.25000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 3138EPMM3 505514.21000000 PA USD 480456.64000000 0.022208163099 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 4.00000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGJ7 1637000.00000000 PA USD 1391226.45000000 0.064306706031 Long DBT CORP US N 2 2031-03-21 Fixed 2.55000000 N N N N N N FIESTA PURCHASER INC N/A 31659AAA4 73000.00000000 PA USD 75494.92000000 0.003489604174 Long DBT CORP US N 2 2031-03-01 Fixed 7.88000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0B76 343223.88000000 PA USD 339220.27000000 0.015679789715 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132KETW5 88964.74000000 PA USD 85502.64000000 0.003952191345 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179T7J8 122440.84000000 PA USD 111162.78000000 0.005138280842 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CEV9 5290000.00000000 PA USD 5026429.88000000 0.232336833936 Long DBT UST US N 2 2029-06-30 Fixed 3.25000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 31417C3W3 282257.16000000 PA USD 249417.02000000 0.011528811132 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.00000000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AG2 405000.00000000 PA USD 366262.56000000 0.016929766377 Long DBT CORP US N 2 2030-07-15 Fixed 4.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179QT50 91050.20000000 PA USD 86064.60000000 0.003978166841 Long ABS-MBS USGA US N 2 2044-11-20 Fixed 4.00000000 N N N N N N Dominos Pizza Master Issuer LLC N/A 25755TAH3 1160900.00000000 PA USD 1112450.65000000 0.051420843044 Long ABS-O CORP US N 2 2047-07-25 Fixed 4.12000000 N N N N N N MACY'S RETAIL HLDGS LLC N/A 55617LAQ5 278000.00000000 PA USD 266859.98000000 0.012335077647 Long DBT CORP US N 2 2030-03-15 Fixed 5.88000000 N N N N N BLACKSTONE PRIVATE CRE 549300ORP3TTCNXSYO43 09261HAR8 701000.00000000 PA USD 640041.22000000 0.029584646397 Long DBT CORP US N 2 2029-01-15 Fixed 4.00000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WNE4 1756030.76000000 PA USD 1477229.20000000 0.068282013978 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJVC4 337091.17000000 PA USD 330200.04000000 0.015262847327 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 4.50000000 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2J3 1913000.00000000 PA USD 1882847.56000000 0.087030924795 Long DBT CORP US N 2 2025-04-11 Fixed 3.85000000 N N N N N N BLUE RACER MID LLC/FINAN N/A 095796AK4 55000.00000000 PA USD 56583.91000000 0.002615479936 Long DBT CORP US N 2 2032-07-15 Fixed 7.25000000 N N N N N N Verus Securitization Trust N/A 92538BAA1 111044.70000000 PA USD 102437.51000000 0.004734972399 Long ABS-MBS CORP US N 2 2063-10-25 Variable 0.82000000 N N N N N N Madison Park Euro Funding 635400XLHN7OVUSEV112 000000000 2527070.52000000 PA 2697434.55000000 0.124683606070 Long ABS-CBDO CORP IE N 2 2032-07-15 Floating 4.71000000 N N N N N N New Century Home Equity Loan Trust N/A 64352VDR9 127017.74000000 PA USD 123345.99000000 0.005701425759 Long ABS-MBS CORP US N 2 2033-10-25 Floating 3.88000000 N N N N N N VAREX IMAGING CORPORATIO 549300CWYWPVCT8E9W67 92214XAC0 285000.00000000 PA USD 290338.34000000 0.013420318654 Long DBT CORP US N 2 2027-10-15 Fixed 7.88000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A8Y37 3892593.04000000 PA USD 3655358.18000000 0.168961741577 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 3.00000000 N N N N N N PG&E WILDFIRE RECOVERY N/A 693342AF4 1517600.13000000 PA USD 1460204.86000000 0.067495097349 Long DBT CORP US N 2 2031-06-01 Fixed 4.02000000 N N N N N N AMWINS GROUP INC 549300SJE7MUB8NMRG61 031921AC3 234000.00000000 PA USD 234784.37000000 0.010852445669 Long DBT CORP US N 2 2029-02-15 Fixed 6.38000000 N N N N N N OWENS-BROCKWAY V2UQUCDZJ9WY98W8QU33 69073TAU7 170000.00000000 PA USD 169917.42000000 0.007854098502 Long DBT CORP US N 2 2031-05-15 Fixed 7.25000000 N N N N N Santander Drive Auto Receivables Trust N/A 80288AAE2 500000.00000000 PA USD 499078.10000000 0.023068903458 Long ABS-O CORP US N 2 2030-03-15 Fixed 5.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DTQ5 1582085.35000000 PA USD 1249734.62000000 0.057766524512 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSXU1 3607036.94000000 PA USD 3589276.00000000 0.165907222794 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 5.50000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 3138WGAE4 91086.96000000 PA USD 85316.12000000 0.003943569825 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.00000000 N N N N N N EMBRAER NETHERLANDS FINA 724500PBR8LR26XBSP67 29082HAD4 458000.00000000 PA USD 478220.24000000 0.022104789908 Long DBT CORP NL N 2 2030-07-28 Fixed 7.00000000 N N N N N N Sequoia Mortgage Trust N/A 81748AAD6 175201.08000000 PA USD 169046.27000000 0.007813831307 Long ABS-MBS CORP US N 2 2050-04-25 Variable 3.00000000 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 000000000 1070000.00000000 PA 1100609.67000000 0.050873517035 Long DBT NUSS RS N 2 2027-05-15 Fixed 3.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31359MGK3 545000.00000000 PA USD 609460.88000000 0.028171130334 Long DBT USGSE US N 2 2030-11-15 Fixed 6.63000000 N N N N N N New York City Transitional Finance Authority Future Tax Secured Revenue N/A 64971MZG0 930000.00000000 PA USD 944473.59000000 0.043656433865 Long DBT MUN US N 2 2036-08-01 Fixed 5.77000000 N N N N N N Magnetite CLO Ltd 5299008V4F49IY3SSP69 55955RAA7 387000.00000000 PA USD 387362.62000000 0.017905075145 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 6.78000000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRUST N/A 92939HAY1 1466000.00000000 PA USD 1449483.31000000 0.066999514790 Long ABS-MBS CORP US N 2 2057-10-15 Fixed 3.92000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAB1 624000.00000000 PA USD 591021.04000000 0.027318785002 Long DBT US N 2 2029-12-01 Fixed 4.63000000 N N N N N N Credit Suisse Mortgage Trust N/A 126438AA8 261689.26000000 PA USD 247670.28000000 0.011448071511 Long ABS-MBS CORP US N 2 2037-08-15 Fixed 2.26000000 N N N N N N CONSTELLATION SOFTWARE 549300B6PYHMCTDWQV29 21037XAC4 1885000.00000000 PA USD 1884816.19000000 0.087121920844 Long DBT CORP CA N 2 2029-02-16 Fixed 5.16000000 N N N N N JETBLUE 2019-1 CLASS AA N/A 477143AH4 411422.43000000 PA USD 355947.42000000 0.016452969321 Long DBT CORP US N 2 2032-05-15 Fixed 2.75000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAL4 105000.00000000 PA USD 93853.77000000 0.004338205902 Long DBT CORP US N 2 2047-03-01 Fixed 5.20000000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KBC9 602000.00000000 PA USD 555002.97000000 0.025653920566 Long DBT CORP US N 2 2028-01-06 Fixed 2.49000000 N N N N N VELOCITY VEHICLE GROUP N/A 92262TAA4 137000.00000000 PA USD 141046.30000000 0.006519587771 Long DBT CORP US N 2 2029-06-01 Fixed 8.00000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 55037AAA6 1177000.00000000 PA USD 1095358.84000000 0.050630807747 Long DBT CORP NO N 2 2026-07-15 Fixed 2.00000000 N N N N N N Progress Residential Trust N/A 74333DAA2 1186405.20000000 PA USD 1106422.86000000 0.051142220308 Long ABS-O CORP US N 2 2038-04-19 Fixed 1.55000000 N N N N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156RAP3 628000.00000000 PA USD 636562.78000000 0.029423862351 Long DBT CORP US N 2 2036-12-15 Fixed 6.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8JK4 2745238.64000000 PA USD 2191815.22000000 0.101312347122 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.00000000 N N N N N N DELTA AIR LINES 2020-AA N/A 247361ZV3 1101673.55000000 PA USD 1002028.98000000 0.046316818553 Long DBT CORP US N 2 2028-06-10 Fixed 2.00000000 N N N N N N Capital One Multi-Asset Execution Trust R42WS16M9R97TJJKGU15 14041NGD7 3021000.00000000 PA USD 2982072.60000000 0.137840440032 Long ABS-O CORP US N 2 2028-05-15 Fixed 4.42000000 N N N N N N TALLGRASS NRG PRTNR/FIN N/A 87470LAJ0 375000.00000000 PA USD 349621.81000000 0.016160580441 Long DBT CORP US N 2 2030-12-31 Fixed 6.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFF3 9190000.00000000 PA USD 8179279.48000000 0.378071104865 Long DBT UST US N 2 2032-08-15 Fixed 2.75000000 N N N N N N SUBWAY FUNDING LLC N/A 864300AC2 4056000.00000000 PA USD 4122778.79000000 0.190567339832 Long ABS-O CORP US N 2 2054-07-30 Fixed 6.27000000 N N N N N N BROOKFIELD RESID PROPERT N/A 11283YAG5 282000.00000000 PA USD 257888.80000000 0.011920402498 Long DBT CORP CA N 2 2029-06-15 Fixed 5.00000000 N N N N N N Aquarion Co N/A 03838WAA9 225000.00000000 PA USD 224244.64000000 0.010365267382 Long DBT CORP US N 2 2024-08-15 Fixed 4.00000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 3138WF6Y7 68034.75000000 PA USD 63724.29000000 0.002945529956 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYG3 1100000.00000000 PA USD 1010552.96000000 0.046710822762 Long DBT CORP US N 2 2027-09-10 Fixed 1.54000000 N N N N N N LAMB WESTON HLD 5493005SMYID1D2OY946 513272AD6 145000.00000000 PA USD 131766.18000000 0.006090632479 Long DBT CORP US N 2 2030-01-31 Fixed 4.13000000 N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TA6 5545000.00000000 PA USD 3665656.55000000 0.169437763473 Long DBT UST US N 2 2041-08-15 Fixed 1.75000000 N N N N N N AMERIGAS PART/FIN CORP N/A 030981AJ3 415000.00000000 PA USD 402455.09000000 0.018602694883 Long DBT CORP US N 2 2026-08-20 Fixed 5.88000000 N N N N N N Verus Securitization Trust N/A 92538KAA1 443314.58000000 PA USD 369504.25000000 0.017079607120 Long ABS-MBS CORP US N 2 2066-09-25 Variable 1.01000000 N N N N N N CFCRE Commercial Mortgage Trust N/A 12532AAY5 2307919.39000000 PA USD 2196260.63000000 0.101517827455 Long ABS-MBS CORP US N 2 2049-11-10 Fixed 2.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWF57 3823530.40000000 PA USD 3700749.04000000 0.171059844795 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.00000000 N N N N N N SBA TOWER TRUST N/A 78403DAZ3 236000.00000000 PA USD 241145.06000000 0.011146456052 Long DBT US N 2 2028-01-15 Fixed 6.60000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83370RAA6 587000.00000000 PA USD 474387.63000000 0.021927635049 Long DBT CORP FR N 2 2030-11-18 Fixed 5.38000000 N N N N N N Indonesia Government International Bonds 529900FWX0GRR7WG5W79 455780CD6 450000.00000000 PA USD 425767.50000000 0.019680265179 Long DBT NUSS ID N 2 2028-01-11 Fixed 3.50000000 N N N N N N ALCOA NEDERLAND HOLDING 5493000UL1QLQLT1VQ42 013822AH4 129000.00000000 PA USD 132706.99000000 0.006134119570 Long DBT CORP NL N 2 2031-03-15 Fixed 7.13000000 N N N N N N Golub Capital Partners Funding N/A 38177UAA8 316392.71000000 PA USD 310281.35000000 0.014342145063 Long ABS-O CORP KY N 2 2029-01-22 Fixed 3.21000000 N N N N N N BALL CORP 0BGI85ALH27ZJP15DY16 058498AX4 175000.00000000 PA USD 148176.09000000 0.006849148289 Long DBT CORP US N 2 2031-09-15 Fixed 3.13000000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112CD3 408000.00000000 PA USD 407191.87000000 0.018821643221 Long DBT CORP US N 2 2031-01-15 Fixed 5.30000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHZ5 2330000.00000000 PA USD 2014653.79000000 0.093123408506 Long DBT CORP US N 2 2031-02-13 Fixed 2.50000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BH5 316000.00000000 PA USD 326026.85000000 0.015069949828 Long DBT CORP NL N 2 2034-09-11 Fixed 6.11000000 N N N N N N KRONOS ACQUISITION HOLDI N/A 50106GAG7 94000.00000000 PA USD 94211.50000000 0.004354741268 Long DBT CORP US N 2 2031-06-30 Fixed 8.25000000 N N N N N N CSAIL Commercial Mortgage Trust N/A 12595BAC5 993499.95000000 PA USD 925179.14000000 0.042764585867 Long ABS-MBS CORP US N 2 2050-06-15 Fixed 3.13000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WKLX4 520326.94000000 PA USD 471782.12000000 0.021807200475 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.50000000 N N N N N N Bank5 N/A 06211UBL8 2750000.00000000 PA USD 2791300.33000000 0.129022367111 Long ABS-MBS CORP US N 2 2057-06-15 Fixed 5.77000000 N N N N N N UMBS S6XOOCT0IEG5ABCC6L87 3131XUYE1 706467.19000000 PA USD 642733.72000000 0.029709101914 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.50000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAD9 1037000.00000000 PA USD 939538.87000000 0.043428336140 Long DBT CORP GB N 2 2030-04-15 Fixed 3.40000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BL6 365000.00000000 PA USD 363689.78000000 0.016810844682 Long DBT CORP NL N 2 2030-03-19 Fixed 5.34000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGSR1 396043.91000000 PA USD 342111.59000000 0.015813435295 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N UMBS S6XOOCT0IEG5ABCC6L87 3132AD5H7 177868.66000000 PA USD 175220.60000000 0.008099227566 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMZL3 2235885.48000000 PA USD 2058124.36000000 0.095132750096 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 4.00000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AR0 315000.00000000 PA USD 265029.00000000 0.012250444198 Long DBT US N 2 2032-01-15 Fixed 3.25000000 N N N N N N Eskom Holdings SOC Ltd 3789001900ED06F65111 29646AAC0 425000.00000000 PA USD 412716.44000000 0.019077005602 Long DBT CORP ZA N 2 2028-08-10 Fixed 6.35000000 N N N N N ALFA DESARROLLO SPA 2549006BJAN34R520038 01538TAA3 426964.49000000 PA USD 320939.17000000 0.014834781828 Long DBT CORP CL N 2 2051-09-27 Fixed 4.55000000 N N N N N N Small Business Administration Participation Certs N/A 83162CC35 1838072.78000000 PA USD 1580202.01000000 0.073041729567 Long ABS-O USGA US N 2 2044-06-01 Fixed 2.77000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RCP5 305000.00000000 PA USD 280993.85000000 0.012988387985 Long DBT CORP US N 2 2035-05-15 Fixed 4.50000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBJ1 215000.00000000 PA USD 194591.93000000 0.008994629191 Long DBT CORP US N 2 2030-05-06 Fixed 3.40000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 1456000.00000000 PA USD 1077346.07000000 0.049798202886 Long DBT CORP US N 2 2051-03-25 Fixed 3.95000000 N N N N N N AMER AIRLINE 17-1 AA PTT N/A 023761AA7 491575.00000000 PA USD 464782.79000000 0.021483670214 Long DBT CORP US N 2 2029-02-15 Fixed 3.65000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95003DBR8 800000.00000000 PA USD 709371.52000000 0.032789303138 Long ABS-MBS CORP US N 2 2054-08-15 Fixed 2.13000000 N N N N N N ADVOCATE HEALTH CORP 549300AEHU3PPOUCIL87 007589AD6 1340000.00000000 PA USD 1146211.92000000 0.052981391339 Long DBT CORP US N 2 2030-06-15 Fixed 2.21000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335AZ84 308259.84000000 PA USD 277705.51000000 0.012836390937 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.50000000 N N N N N N Fannie Mae - CAS N/A 20755AAB8 481195.84000000 PA USD 493794.32000000 0.022824671121 Long ABS-MBS USGSE US N 2 2043-01-25 Floating 7.64000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WZC5 956544.77000000 PA USD 884304.64000000 0.040875242507 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SGL5 356967.42000000 PA USD 325126.08000000 0.015028313506 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.50000000 N N N N N N COLT Funding LLC N/A 19687YAA3 669549.69000000 PA USD 561596.92000000 0.025958712934 Long ABS-MBS CORP US N 2 2065-01-25 Variable 1.39000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8WF8 11973.93000000 PA USD 11165.70000000 0.000516112518 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.00000000 N N N N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 80386WAD7 347000.00000000 PA USD 292910.37000000 0.013539205682 Long DBT CORP US N 2 2031-03-18 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DJR4 581843.13000000 PA USD 502608.72000000 0.023232099422 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KN7G2 3608238.76000000 PA USD 3216152.17000000 0.148660307708 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A35F4 1742.13000000 PA USD 1767.83000000 0.000081714464 Long ABS-MBS USGSE US N 2 2039-06-25 Fixed 6.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MP3 440000.00000000 PA USD 419507.89000000 0.019390927019 Long DBT CORP US N 2 2031-03-31 Fixed 4.41000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNVE0 1293498.83000000 PA USD 1256744.71000000 0.058090552133 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBUU2 1742194.76000000 PA USD 1616908.87000000 0.074738431966 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.00000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAF0 2225000.00000000 PA USD 2038742.14000000 0.094236845102 Long DBT CORP NO N 2 2030-01-15 Fixed 3.75000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 14850000.00000000 OU Notional Amount USD 60853.07000000 0.002812813459 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2027-05-13 5533.64000000 USD 0.00000000 USD 14850000.00000000 USD 55319.43000000 N N N UMBS B1V7KEBTPIMZEU4LTD58 3140FEZH0 369437.50000000 PA USD 345757.66000000 0.015981967708 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.00000000 N N N N N N Cantor Commercial Real Estate Lending N/A 12529WAN6 969406.04000000 PA USD 951359.29000000 0.043974711803 Long ABS-MBS CORP US N 2 2025-04-15 Variable 2.84000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95000TBR6 1590089.85000000 PA USD 1490678.86000000 0.068903698055 Long ABS-MBS CORP US N 2 2050-03-15 Fixed 3.37000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHC8 5399000.00000000 PA USD 5004619.89000000 0.231328710049 Long DBT UST US N 2 2033-05-15 Fixed 3.38000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDS7 18000.00000000 PA USD 11239.14000000 0.000519507138 Long DBT CORP US N 2 2051-11-01 Fixed 2.89000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYJ7 1260000.00000000 PA USD 1035131.90000000 0.047846935915 Long DBT CORP US N 2 2032-07-21 Fixed 2.38000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MK4 3136000.00000000 PA USD 3072801.44000000 0.142034202192 Long DBT CORP US N 2 2025-01-30 Fixed 4.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBEP1 697175.00000000 PA USD 652636.55000000 0.030166840751 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.00000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBT6 605000.00000000 PA USD 628051.79000000 0.029030458579 Long DBT CORP US N 2 2029-06-13 Fixed 6.99000000 N N N N N N CarMax Auto Owner Trust N/A 14317JAG2 300000.00000000 PA USD 282410.16000000 0.013053854129 Long ABS-O CORP US N 2 2027-07-15 Fixed 1.38000000 N N N N N N GS Mortgage Securities Trust N/A 36258RAZ6 1600000.00000000 PA USD 1353306.88000000 0.062553948498 Long ABS-MBS CORP US N 2 2053-05-12 Fixed 2.12000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3D3 2720000.00000000 PA USD 2689984.61000000 0.124339247248 Long DBT CORP US N 2 2034-04-24 Fixed 5.39000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SJS7 263180.53000000 PA USD 233150.76000000 0.010776935260 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KN4U4 2954821.31000000 PA USD 2430592.54000000 0.112349359050 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KNPY8 459737.02000000 PA USD 383866.77000000 0.017743486355 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N LYB INT FINANCE III 984500A51LA0B8EB4053 50249AAD5 830000.00000000 PA USD 632844.79000000 0.029252005576 Long DBT CORP US N 2 2050-05-01 Fixed 4.20000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175AZ7 3888000.00000000 PA USD 3793230.07000000 0.175334598491 Long DBT CORP US N 2 2035-10-23 Fixed 6.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417NCE9 1515898.56000000 PA USD 1473083.19000000 0.068090372821 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.50000000 N N N N N N AIR CANADA 2020-1C PTT N/A 008911BD0 636000.00000000 PA USD 689265.00000000 0.031859918802 Long DBT CORP CA N 2 2026-07-15 Fixed 10.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9M81 2794211.08000000 PA USD 2687284.95000000 0.124214460774 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.50000000 N N N N N N Ford Credit Auto Owner Trust/Ford Credit N/A 34535CAA4 841000.00000000 PA USD 848324.61000000 0.039212136395 Long ABS-O CORP US N 2 2036-02-15 Fixed 5.28000000 N N N N N N BLACKSTONE PRIVATE CRE 549300ORP3TTCNXSYO43 09261HAK3 118000.00000000 PA USD 108975.29000000 0.005037168419 Long DBT CORP US N 2 2027-03-15 Fixed 3.25000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDD1 1289000.00000000 PA USD 932762.16000000 0.043115096051 Long DBT CORP MX N 2 2050-01-23 Fixed 7.69000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WMF25 12418.55000000 PA USD 11646.42000000 0.000538332855 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJB6 1084000.00000000 PA USD 937549.64000000 0.043336387896 Long DBT CORP US N 2 2031-04-29 Fixed 2.59000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133G76Q1 1969216.34000000 PA USD 1793198.92000000 0.082887092755 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAXL3 2795137.90000000 PA USD 2355952.05000000 0.108899249222 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QHC45 148837.29000000 PA USD 122111.56000000 0.005644366660 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468L6 1755000.00000000 PA USD 1538987.14000000 0.071136653273 Long DBT CORP US N 2 2031-01-22 Fixed 2.70000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661DN4 386000.00000000 PA USD 283913.38000000 0.013123337517 Long DBT CORP US N 2 2046-04-15 Fixed 3.70000000 N N N N N N Morgan Stanley BAML Trust N/A 61690FAM5 1737000.00000000 PA USD 1699928.95000000 0.078575871859 Long ABS-MBS CORP US N 2 2048-04-15 Fixed 3.31000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNEX7 572296.44000000 PA USD 543389.05000000 0.025117089959 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.50000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833CD0 1000000.00000000 PA USD 816264.69000000 0.037730229657 Long DBT CORP US N 2 2046-08-04 Fixed 3.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BYN0 67919.10000000 PA USD 59441.60000000 0.002747571035 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.00000000 N N N N N N PUBLIC SERVICE ELECTRIC 549300RUHPVD434XUK18 74456QBY1 315000.00000000 PA USD 291728.00000000 0.013484552954 Long DBT CORP US N 2 2029-05-15 Fixed 3.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEVB5 730025.57000000 PA USD 607870.56000000 0.028097620920 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475AM7 349000.00000000 PA USD 350646.98000000 0.016207966908 Long DBT CORP US N 2 2024-09-01 Variable 8.65000000 N N N N N N OWENS CORNING JO5M6676RDJIZ2U8X907 690742AK7 82000.00000000 PA USD 76482.44000000 0.003535250343 Long DBT CORP US N 2 2030-06-01 Fixed 3.88000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEC6 1365000.00000000 PA USD 1357417.68000000 0.062743962142 Long DBT CORP US N 2 2035-01-23 Fixed 5.34000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPKY2 707641.03000000 PA USD 648909.27000000 0.029994554565 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFYM7 2019717.55000000 PA USD 1736489.37000000 0.080265805357 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBH4 1365000.00000000 PA USD 1259993.65000000 0.058240727993 Long DBT CORP FR N 2 2028-01-19 Fixed 2.80000000 N N N N N N MEXICO CITY ARPT TRUST N/A 59284MAA2 221000.00000000 PA USD 213668.68000000 0.009876414434 Long DBT CORP MX N 2 2026-10-31 Fixed 4.25000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599ED3 783000.00000000 PA USD 821637.92000000 0.037978596644 Long DBT CORP US N 2 2030-09-01 Fixed 6.63000000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NAW5 606000.00000000 PA USD 582143.72000000 0.026908448347 Long DBT CORP CA N 2 2078-03-01 Fixed 6.25000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDG3 1307000.00000000 PA USD 1201919.41000000 0.055556360484 Long DBT CORP US N 2 2030-04-01 Fixed 3.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWF65 1429564.35000000 PA USD 1412467.69000000 0.065288540567 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -109.00000000 NC USD -106789.63000000 -0.00493614058 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT U.S. Long Bond Futures USU4 Comdty 2024-09-19 -12789272.87000000 USD -106789.63000000 N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911363AM1 167000.00000000 PA USD 149141.20000000 0.006893758600 Long DBT CORP US N 2 2031-02-15 Fixed 3.88000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBP5 584000.00000000 PA USD 467873.95000000 0.021626553004 Long DBT CORP US N 2 2035-11-15 Fixed 3.14000000 N N N N N N KOHL'S CORPORATION 549300JF6LPRTRJ0FH50 500255AX2 381000.00000000 PA USD 319086.51000000 0.014749146263 Long DBT CORP US N 2 2031-05-01 Fixed 4.63000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38143U8H7 215000.00000000 PA USD 209544.97000000 0.009685804051 Long DBT CORP US N 2 2026-02-25 Fixed 3.75000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 3138WH6K3 168815.16000000 PA USD 141432.64000000 0.006537445578 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 2.50000000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAA1 969000.00000000 PA USD 961256.93000000 0.044432210743 Long DBT CORP US N 2 2024-10-01 Fixed 2.76000000 N N N N N N DTE ELECTRIC CO 9N0FWODEJVKHC2DYLO03 23338VAK2 850000.00000000 PA USD 734474.89000000 0.033949657037 Long DBT CORP US N 2 2030-03-01 Fixed 2.25000000 N N N N N N ADAPTHEALTH LLC N/A 00653VAE1 387000.00000000 PA USD 338890.64000000 0.015664553217 Long DBT CORP US N 2 2030-03-01 Fixed 5.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPAU1 966118.91000000 PA USD 886226.34000000 0.040964069310 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AN9 428000.00000000 PA USD 411381.84000000 0.019015316343 Long DBT CORP CO N 2 2030-04-29 Fixed 6.88000000 N N N N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 536797AE3 164000.00000000 PA USD 156638.97000000 0.007240328270 Long DBT CORP US N 2 2027-12-15 Fixed 4.63000000 N N N N N N Banc of America Merrill Lynch Large Loan Inc N/A 05492PAL2 217000.00000000 PA USD 86070.84000000 0.003978455272 Long ABS-MBS CORP US N 2 2032-11-05 Variable 3.84000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 31412RKU0 156130.14000000 PA USD 147407.80000000 0.006813635595 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KNPS1 656298.92000000 PA USD 528990.31000000 0.024451536526 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.00000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAE2 1020000.00000000 PA USD 964356.60000000 0.044575486891 Long DBT CORP US N 2 2029-07-15 Fixed 4.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5PB3 2709498.82000000 PA USD 2391204.43000000 0.110528721144 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.00000000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 12769GAC4 272000.00000000 PA USD 273512.05000000 0.012642556497 Long DBT CORP US N 2 2032-02-15 Fixed 6.50000000 N N N N N N CarMax Auto Owner Trust N/A 14316HAF9 405000.00000000 PA USD 396552.15000000 0.018329843093 Long ABS-O CORP US N 2 2026-08-17 Fixed 1.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPGG7 750525.32000000 PA USD 729206.51000000 0.033706136535 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XKYJ3 1183571.92000000 PA USD 1123421.91000000 0.051927967956 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLY9 11081269.33000000 PA USD 9215620.29000000 0.425973920268 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N HOWARD MIDSTREAM ENERGY N/A 442722AC8 76000.00000000 PA USD 77229.67000000 0.003569789580 Long DBT CORP US N 2 2032-07-15 Fixed 7.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPRJ8 3958044.29000000 PA USD 3656908.76000000 0.169033414088 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.00000000 N N N N N N COLT Funding LLC N/A 19688KAA2 312275.30000000 PA USD 258692.67000000 0.011957559807 Long ABS-MBS CORP US N 2 2066-10-25 Variable 1.11000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163WAB1 1153821.10000000 PA USD 1212321.10000000 0.056037158144 Long ABS-MBS CORP US N 2 2056-12-15 Fixed 6.93000000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837AF0 200000.00000000 PA USD 198455.14000000 0.009173198474 Long DBT CORP NL N 2 2025-04-16 Fixed 6.50000000 N N N N N N Small Business Administration Participation Certs N/A 83162CP56 1581923.92000000 PA USD 1460815.94000000 0.067523343320 Long ABS-O USGA US N 2 2047-05-01 Fixed 3.94000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QP3D7 1931814.22000000 PA USD 1824605.97000000 0.084338821861 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 620076BT5 909000.00000000 PA USD 764800.36000000 0.035351392236 Long DBT CORP US N 2 2030-11-15 Fixed 2.30000000 N N N N N N arbor multifamily mortgage securities trust N/A 03881VAG4 2500000.00000000 PA USD 2080648.75000000 0.096173895717 Long ABS-MBS CORP US N 2 2054-06-15 Fixed 2.25000000 N N N N N N KKR GROUP FINANCE CO VII N/A 48252DAA3 257000.00000000 PA USD 183127.90000000 0.008464726954 Long DBT CORP US N 2 2050-02-25 Fixed 3.63000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ2U3 141892.78000000 PA USD 136684.83000000 0.006317987400 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJT7 7111000.00000000 PA USD 6012418.34000000 0.277912211005 Long DBT CORP US N 2 2032-04-22 Fixed 2.69000000 N N N N N N STELLANTIS FIN US INC 549300QZ0AI8Q7LNON33 85855CAA8 3545000.00000000 PA USD 3231340.67000000 0.149362366244 Long DBT CORP US N 2 2027-01-29 Fixed 1.71000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LD1 1840000.00000000 PA USD 1776576.08000000 0.082118734674 Long DBT CORP US N 2 2028-01-10 Fixed 3.89000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKW95 5433093.39000000 PA USD 4546182.24000000 0.210138331450 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TM0 22819000.00000000 PA USD 21035374.31000000 0.972318799729 Long DBT UST US N 2 2042-11-15 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJX0 4873000.00000000 PA USD 4775920.68000000 0.220757538931 Long DBT UST US N 2 2031-01-31 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EGK0 1986947.84000000 PA USD 1874222.63000000 0.086632254371 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UPA4 69127.18000000 PA USD 64591.21000000 0.002985601627 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 4.00000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066RAE5 400000.00000000 PA USD 381222.08000000 0.017621240762 Long ABS-O CORP US N 2 2027-01-19 Fixed 1.01000000 N N N N N N BX Trust N/A 05609VAA3 1516000.00000000 PA USD 1498149.40000000 0.069249009071 Long ABS-MBS CORP US N 2 2036-09-15 Floating 6.14000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 3140J7V28 335113.64000000 PA USD 303102.84000000 0.014010332558 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Small Business Administration Participation Certs N/A 83162CWD1 880720.77000000 PA USD 821335.71000000 0.037964627581 Long ABS-O USGA US N 2 2034-03-01 Fixed 3.21000000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAP4 306000.00000000 PA USD 308978.63000000 0.014281929393 Long DBT CORP US N 2 2052-12-15 Fixed 6.88000000 N N N N N N Driven Brands Funding, LLC N/A 26209XAC5 592110.00000000 PA USD 540039.85000000 0.024962279777 Long ABS-O CORP US N 2 2051-01-20 Fixed 3.24000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHG7 804000.00000000 PA USD 768939.31000000 0.035542707058 Long DBT CORP US N 2 2029-03-05 Fixed 3.97000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FNJU9 28840.76000000 PA USD 27267.63000000 0.001260392559 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 4.00000000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 502431AT6 1920000.00000000 PA USD 1914448.45000000 0.088491613774 Long DBT CORP US N 2 2031-06-01 Fixed 5.25000000 N N N N N N BMO Mortgage Trust N/A 05610QAC7 3100000.00000000 PA USD 3302616.62000000 0.152656956829 Long ABS-MBS CORP US N 2 2056-11-15 Variable 7.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJ5W9 1791715.91000000 PA USD 1703752.53000000 0.078752609323 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 4.50000000 N N N N N N OWENS CORNING JO5M6676RDJIZ2U8X907 690742AL5 345000.00000000 PA USD 314484.52000000 0.014536428328 Long DBT CORP US N 2 2030-02-15 Fixed 3.50000000 N N N N N N PANTHER ESCROW ISSUER N/A 69867RAA5 697000.00000000 PA USD 705506.19000000 0.032610635862 Long DBT CORP US N 2 2031-06-01 Fixed 7.13000000 N N N N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671DBJ3 501000.00000000 PA USD 493150.58000000 0.022794915505 Long DBT CORP US N 2 2034-11-14 Fixed 5.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6CP3 237563.43000000 PA USD 228534.07000000 0.010563537846 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ADFR2 714044.63000000 PA USD 598105.52000000 0.027646251155 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.50000000 N N N N N N MidAmerican Energy Co NINLOILYRTLIMK26MZ18 595620AU9 285000.00000000 PA USD 234405.20000000 0.010834919281 Long DBT CORP US N 2 2049-07-15 Fixed 4.25000000 N N N N N N Legacy Mortgage Asset Trust N/A 52474JAA4 68375.59000000 PA USD 67260.80000000 0.003108998174 Long ABS-MBS CORP US N 2 2066-10-25 Variable 4.89000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JN8 490000.00000000 PA USD 405226.48000000 0.018730796934 Long DBT CORP US N 2 2050-07-01 Fixed 4.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EQ94 4493701.90000000 PA USD 4437102.02000000 0.205096312848 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N MASS MUTUAL LIFE INS CO R6ZXK5P01NP6HXSY1S07 575767AT5 1615000.00000000 PA USD 1583092.35000000 0.073175329848 Long DBT CORP US N 2 2052-12-01 Fixed 5.67000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477BN2 330000.00000000 PA USD 298525.11000000 0.013798735994 Long DBT CORP US N 2 2031-03-30 Fixed 3.15000000 N N N N N CORURIPE NETHERLANDS BV 724500EL5MDC9RD0FW48 22088DAA8 328000.00000000 PA USD 288169.58000000 0.013320071989 Long DBT CORP NL N 2 2027-02-10 Fixed 10.00000000 N N N N N N Louisiana Local Government Environmental Facilities & Community Development Auth 5493004WIZ1HV87IVF85 54627RAL4 1097612.91000000 PA USD 1071117.30000000 0.049510290245 Long DBT MUN US N 2 2029-02-01 Fixed 3.62000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EPC8 1456933.15000000 PA USD 1410063.67000000 0.065177419472 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.00000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAQ5 860000.00000000 PA USD 913427.10000000 0.042221370935 Long DBT CORP US N 2 2029-10-30 Fixed 7.16000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DWR9 1918351.43000000 PA USD 1507429.35000000 0.069677956506 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N WOLVERINE WORLD WIDE 549300OVC7PK14LQ8D87 978097AG8 300000.00000000 PA USD 251404.35000000 0.011620671552 Long DBT CORP US N 2 2029-08-15 Fixed 4.00000000 N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAU4 65000.00000000 PA USD 68926.13000000 0.003185974777 Long DBT CORP US N 2 2033-12-01 Fixed 6.55000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABP1 309000.00000000 PA USD 281935.48000000 0.013031912980 Long DBT CORP US N 2 2027-10-15 Fixed 2.38000000 N N N N N N Trimaran CAVU Ltd N/A 89624NAA6 1500000.00000000 PA USD 1501426.50000000 0.069400486573 Long ABS-CBDO CORP KY N 2 2032-04-23 Floating 6.80000000 N N N N N N FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 341081GG6 2365000.00000000 PA USD 1971111.54000000 0.091110753650 Long DBT CORP US N 2 2032-02-03 Fixed 2.45000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 3138E2K79 136685.32000000 PA USD 128946.86000000 0.005960314957 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N GCAT N/A 36169DAA0 321927.01000000 PA USD 321012.32000000 0.014838163042 Long ABS-MBS CORP US N 2 2067-11-25 Variable 5.84000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RK6 70000.00000000 PA USD 49954.30000000 0.002309039254 Long DBT UST US N 2 2045-02-15 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QF5Y1 3360297.64000000 PA USD 2784020.61000000 0.128685876374 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.50000000 N N N N N N OCP CLO Ltd 254900XV0U0WEM36A370 67091YAU8 2435000.00000000 PA USD 2436521.88000000 0.112623431129 Long ABS-CBDO CORP KY N 2 2033-01-15 Floating 6.58000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQV78 379196.05000000 PA USD 376837.97000000 0.017418593902 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBA8 2355000.00000000 PA USD 2323493.66000000 0.107398923992 Long DBT CORP US N 2 2029-04-15 Fixed 4.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPUC0 2135724.00000000 PA USD 2017272.77000000 0.093244465705 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N AMER AIRLINE 19-1B PTT N/A 02379DAA8 174466.41000000 PA USD 163234.84000000 0.007545209387 Long DBT CORP US N 2 2028-02-15 Fixed 3.85000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 3140Q7WR4 442533.64000000 PA USD 400629.34000000 0.018518303181 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBR0 385000.00000000 PA USD 401322.24000000 0.018550331120 Long DBT CORP US N 2 2027-11-15 Fixed 7.10000000 N N N N N N AMERICAN ELECTRIC POWER 1B4S6S7G0TW5EE83BO58 025537AX9 290000.00000000 PA USD 289129.69000000 0.013364451186 Long DBT CORP US N 2 2033-03-01 Fixed 5.63000000 N N N N N N UNITED AIR 2023-1 A PTT N/A 90932LAJ6 690000.00000000 PA USD 703043.62000000 0.032496808408 Long DBT CORP US N 2 2036-01-15 Fixed 5.80000000 N N N N N N ALLIED UNIVERSAL N/A 019576AC1 200000.00000000 PA USD 175271.04000000 0.008101559056 Long DBT CORP US N 2 2029-06-01 Fixed 6.00000000 N N N N N Freddie Mac - STACR 5493000ISA3AUOXQEF68 35564KRF8 390000.00000000 PA USD 400156.54000000 0.018496448931 Long ABS-MBS USGSE US N 2 2042-02-25 Floating 7.74000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TV0 11225000.00000000 PA USD 11606474.67000000 0.536486461040 Long DBT UST US N 2 2053-11-15 Fixed 4.75000000 N N N N N N GM Financial Securitized Term Auto Receivables Tr N/A 379930AF7 700000.00000000 PA USD 717532.48000000 0.033166527461 Long ABS-O CORP US N 2 2029-04-16 Fixed 6.16000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQG75 3519887.36000000 PA USD 3407974.58000000 0.157526921285 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CV27 237565.69000000 PA USD 214159.96000000 0.009899122886 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.50000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAV7 2206000.00000000 PA USD 2058584.93000000 0.095154039038 Long DBT CORP IE N 2 2026-10-29 Fixed 2.45000000 N N N N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAF0 1521000.00000000 PA USD 1518958.82000000 0.070210883578 Long ABS-O CORP US N 2 2054-06-05 Fixed 5.77000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90351DAF4 2497000.00000000 PA USD 2435376.79000000 0.112570501596 Long DBT CORP CH N 2 2026-04-15 Fixed 4.13000000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AD5 322000.00000000 PA USD 306993.38000000 0.014190165117 Long DBT US N 2 2032-05-15 Fixed 5.13000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05555FAC8 1600000.00000000 PA USD 1646420.64000000 0.076102555483 Long ABS-MBS CORP US N 2 2057-07-15 Fixed 6.01000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RD63 81846.25000000 PA USD 72715.41000000 0.003361126791 Long ABS-MBS USGA US N 2 2045-05-20 Fixed 3.00000000 N N N N N N Vantage Data Centers LLC 5493000RL8X7WTQ7HO20 92212KAC0 860000.00000000 PA USD 764541.64000000 0.035339433413 Long ABS-O CORP US N 2 2045-09-15 Fixed 1.99000000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AA1 607000.00000000 PA USD 602462.76000000 0.027847656003 Long DBT CORP US N 2 2034-01-25 Fixed 5.88000000 N N N N N N Sands China Ltd 549300EVO6UZDGY05787 80007RAE5 200000.00000000 PA USD 195950.78000000 0.009057439359 Long DBT CORP KY N 2 2028-08-08 Fixed 5.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31307RND3 176139.79000000 PA USD 165124.12000000 0.007632537638 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 2.50000000 N N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 261000.00000000 PA USD 231849.57000000 0.010716790312 Long DBT CORP IL N 2 2028-03-30 Fixed 5.38000000 N N N N N N Credit Suisse Mortgage Trust N/A 22946DAA0 151726.59000000 PA USD 122386.75000000 0.005657086777 Long ABS-MBS CORP US N 2 2066-05-25 Variable 0.94000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DZZ8 424728.54000000 PA USD 364460.15000000 0.016846453520 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 1.50000000 N N N N N N AMSR Trust N/A 00179VAA4 1529000.00000000 PA USD 1407867.57000000 0.065075909069 Long ABS-O CORP US N 2 2038-08-17 Fixed 1.53000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QHHD0 1345133.71000000 PA USD 1118358.05000000 0.051693900988 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162DAB4 111541.98000000 PA USD 105462.13000000 0.004874779509 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 2.89000000 N N N N N N CENCORA INC AI8GXW8LG5WK7E9UD086 03073EAR6 599000.00000000 PA USD 528575.01000000 0.024432340100 Long DBT CORP US N 2 2030-05-15 Fixed 2.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KNKN7 1660536.84000000 PA USD 1305130.43000000 0.060327086862 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.00000000 N N N N N N UNITED AIR 2018-1 B PTT N/A 90932NAA1 200789.53000000 PA USD 196520.40000000 0.009083768923 Long DBT CORP US N 2 2026-03-01 Fixed 4.60000000 N N N N N N TOTALENERGIES CAPITAL SA 529900QI55ZLJVCMPA71 89157XAC5 670000.00000000 PA USD 663949.52000000 0.030689760536 Long DBT CORP FR N 2 2064-04-05 Fixed 5.64000000 N N N N N N CASSA DEPOSITI E PRESTIT 81560029E2CE4D14F425 147918AC0 800000.00000000 PA USD 812736.00000000 0.037567122903 Long DBT NUSS IT N 2 2029-04-30 Fixed 5.88000000 N N N N N N TELEDYNE TECHNOLOGIES IN 549300VSMO9KYQWDND94 879360AE5 1125000.00000000 PA USD 963442.64000000 0.044533240888 Long DBT CORP US N 2 2031-04-01 Fixed 2.75000000 N N N N N N NextGear Floorplan Master Owner Trust N/A 65341KBT2 2643000.00000000 PA USD 2591012.98000000 0.119764478334 Long ABS-O CORP US N 2 2027-03-15 Fixed 2.80000000 N N N N N N Small Business Administration Participation Certs N/A 83162CT45 2838083.49000000 PA USD 2751705.85000000 0.127192190157 Long ABS-O USGA US N 2 2048-05-01 Fixed 4.62000000 N N N N N N UMBS S6XOOCT0IEG5ABCC6L87 3132ACWS5 356784.04000000 PA USD 367155.64000000 0.016971047243 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 6.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAV8 3600000.00000000 PA USD 3465475.63000000 0.160184794213 Long DBT CORP US N 2 2029-07-23 Fixed 4.20000000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAG9 395000.00000000 PA USD 393480.69000000 0.018187870896 Long DBT CORP ES N 2 2030-03-15 Fixed 5.67000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 10955000.00000000 OU Notional Amount USD -7545.26000000 -0.00034876480 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-05-17 0.00000000 USD 0.00000000 USD 10955000.00000000 USD -7545.26000000 N N N Commonbond Student Loan Trust 549300KDXV3I7WKXA522 20268KAA8 122311.20000000 PA USD 111185.05000000 0.005139310229 Long ABS-O CORP US N 2 2042-09-25 Fixed 2.68000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 25160PAG2 799000.00000000 PA USD 657518.43000000 0.030392496051 Long DBT CORP DE N 2 2033-01-07 Fixed 3.74000000 N N N N N N WP CAREY INC 54930042CRNE713E3Q67 92936UAH2 665000.00000000 PA USD 513248.85000000 0.023723918502 Long DBT US N 2 2033-04-01 Fixed 2.25000000 N N N N N N Ellington Financial Mortgage Trust N/A 31574XAA6 291208.50000000 PA USD 245165.87000000 0.011332310085 Long ABS-MBS CORP US N 2 2066-02-25 Variable 0.80000000 N N N N N N IHS Markit Ltd 549300HLPTRASHS0E726 44962LAF4 20000.00000000 PA USD 19366.04000000 0.000895157104 Long DBT CORP BM N 2 2028-08-01 Fixed 4.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TUC7 17906.44000000 PA USD 17287.07000000 0.000799060806 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 4.50000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AQ2 1259000.00000000 PA USD 1129725.75000000 0.052219350560 Long DBT US N 2 2031-01-15 Fixed 4.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBL2 590000.00000000 PA USD 521628.88000000 0.024111268905 Long DBT CORP US N 2 2047-04-15 Fixed 5.30000000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AF8 261562.50000000 PA USD 248747.32000000 0.011497855567 Long ABS-O CORP US N 2 2047-11-20 Fixed 4.03000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPTZ0 881374.12000000 PA USD 861587.52000000 0.039825188321 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAG8 660000.00000000 PA USD 657643.67000000 0.030398285024 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAZ2 1740000.00000000 PA USD 1723330.61000000 0.079657567560 Long DBT CORP US N 2 2034-04-18 Fixed 5.40000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DR7 1818000.00000000 PA USD 1923226.31000000 0.088897353086 Long DBT CORP GB N 2 2028-11-03 Fixed 7.39000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335AUE6 208765.92000000 PA USD 189450.84000000 0.008756992418 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.50000000 N N N N N N Neighborly Issuer LLC N/A 64016NAA5 977760.00000000 PA USD 876388.48000000 0.040509333583 Long ABS-O CORP US N 2 2051-04-30 Fixed 3.58000000 N N N N N N Invesco Euro CLO 549300GHZE7CYFQDBC40 000000000 2000000.00000000 PA 2129673.56000000 0.098439971124 Long ABS-CBDO CORP IE N 2 2031-07-15 Floating 4.56000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3136F1EQ9 310000.00000000 PA USD 226921.25000000 0.010488988414 Long DBT USGSE US N 2 2031-03-17 None 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RZU6 113015.00000000 PA USD 106580.18000000 0.004926459171 Long ABS-MBS USGA US N 2 2046-02-20 Fixed 4.00000000 N N N N N N OZLM Ltd 5493009CITK5BZZY6417 67109UAS1 202819.95000000 PA USD 203040.21000000 0.009385134315 Long ABS-CBDO CORP KY N 2 2030-10-30 Floating 6.84000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KLN52 947413.43000000 PA USD 806630.33000000 0.037284900317 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 3.00000000 N N N N N N CONCENTRIX CORP 5493000EAJN1KMPVA737 20602DAB7 752000.00000000 PA USD 761425.86000000 0.035195412611 Long DBT CORP US N 2 2028-08-02 Fixed 6.60000000 N N N N N UMBS B1V7KEBTPIMZEU4LTD58 3138WHRP9 92161.87000000 PA USD 85043.11000000 0.003930950475 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 2.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CKT7 4087000.00000000 PA USD 4115417.40000000 0.190227074060 Long DBT UST US N 2 2029-05-31 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XPBT5 686786.20000000 PA USD 654596.21000000 0.030257422180 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RBV8 1849000.00000000 PA USD 1838348.82000000 0.084974058070 Long DBT CORP US N 2 2030-03-14 Fixed 4.98000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MY4 525000.00000000 PA USD 437702.95000000 0.020231957877 Long DBT CORP US N 2 2032-05-01 Fixed 2.56000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912834UB2 95000.00000000 PA USD 30017.78000000 0.001387512833 Long DBT UST US N 2 2048-11-15 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MJXK0 43749.31000000 PA USD 38603.56000000 0.001784373625 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.00000000 N N N N N N Stack Infrastructure Issuer LLC N/A 85236KAE2 2178000.00000000 PA USD 2028117.01000000 0.093745719368 Long ABS-O CORP US N 2 2046-03-26 Fixed 1.88000000 N N N N N N VALVOLINE INC 549300CMHPBEY6VPOT75 92047WAG6 484000.00000000 PA USD 417601.01000000 0.019302785242 Long DBT CORP US N 2 2031-06-15 Fixed 3.63000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A2BB5 723607.04000000 PA USD 625050.78000000 0.028891742795 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWFT5 437784.88000000 PA USD 440828.20000000 0.020376416411 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 6.00000000 N N N N N N MICHAELS COS INC/THE 549300H9LWMBP7HYLR98 55916AAB0 589000.00000000 PA USD 378653.23000000 0.017502500724 Long DBT CORP US N 2 2029-05-01 Fixed 7.88000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJP6 708000.00000000 PA USD 729159.85000000 0.033703979768 Long DBT CORP US N 2 2027-10-26 Fixed 6.79000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNF72 1117010.01000000 PA USD 952073.04000000 0.044007703493 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KM2 761000.00000000 PA USD 762370.87000000 0.035239093839 Long DBT CORP US N 2 2026-08-15 Fixed 6.25000000 N N N N N N Bank N/A 06541WAW2 3110000.00000000 PA USD 2921282.71000000 0.135030546944 Long ABS-MBS CORP US N 2 2060-06-15 Fixed 3.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X56L2 337144.61000000 PA USD 312448.05000000 0.014442296508 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 4.00000000 N N N N N N Sequoia Mortgage Trust N/A 81743DAE3 2279000.00000000 PA USD 2292072.34000000 0.105946535282 Long ABS-MBS CORP US N 2 2054-07-27 Variable 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DPL0 2344418.80000000 PA USD 2170988.15000000 0.100349656779 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 4.00000000 N N N N N N WESTINGHOUSE AIR BRAKE 06BTX5UWZD0GQ5N5Y745 960386AR1 345000.00000000 PA USD 347144.92000000 0.016046091073 Long DBT CORP US N 2 2034-03-11 Fixed 5.61000000 N N N N N N HEALTHPEAK OP LLC PZ9HF5U52KPF0MH0QN75 42250PAC7 3040000.00000000 PA USD 2757029.87000000 0.127438282509 Long DBT US N 2 2027-02-01 Fixed 1.35000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 000000000 314000.00000000 PA 310323.25000000 0.014344081808 Long DBT NUSS SA N 2 2027-07-09 Fixed 0.75000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AL7 295000.00000000 PA USD 276824.91000000 0.012795686934 Long DBT CORP US N 2 2029-11-01 Fixed 4.25000000 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAB5 351000.00000000 PA USD 359983.18000000 0.016639514388 Long DBT CORP US N 2 2029-05-01 Fixed 7.00000000 N N N N N N State Street Global Advisors 5493008BJIBKQ5KTIF74 857509301 19494542.50000000 NS USD 19494542.50000000 0.901096880214 Long STIV RF US N 1 N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECR9 563852.99000000 PA USD 480548.48000000 0.022212408222 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAJ0 291000.00000000 PA USD 276813.92000000 0.012795178943 Long DBT US N 2 2030-07-15 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNPL0 426114.48000000 PA USD 381051.78000000 0.017613368980 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.50000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BQ3 770000.00000000 PA USD 755167.34000000 0.034906124835 Long DBT CORP GB N 2 2025-12-29 Fixed 6.00000000 N N N N N N UMBS, TBA N/A 01F052672 7500000.00000000 PA USD 7397753.93000000 0.341946623621 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 5.50000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773CM0 444000.00000000 PA USD 439669.27000000 0.020322847151 Long DBT CORP US N 2 2024-07-29 Variable 8.63000000 N N N N N N FLUTTER TREASURY DAC 635400JE8VLL9UFVIC38 344045AA7 200000.00000000 PA USD 201391.27000000 0.009308915307 Long DBT CORP IE N 2 2029-04-29 Fixed 6.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7M36 42598.49000000 PA USD 37237.40000000 0.001721225566 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.00000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCA5 65000.00000000 PA USD 56489.88000000 0.002611133584 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAM2 741000.00000000 PA USD 650904.85000000 0.030086796325 Long DBT CORP US N 2 2031-11-01 Fixed 3.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFGC9 1074560.80000000 PA USD 888551.41000000 0.041071541097 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAQ2 62000.00000000 PA USD 62281.23000000 0.002878827346 Long DBT CORP US N 2 2028-01-15 Fixed 6.63000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KH2D7 431740.96000000 PA USD 387178.79000000 0.017896577965 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DM3Y9 425303.18000000 PA USD 366609.27000000 0.016945792364 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N Vantage Data Centers LLC 5493000RL8X7WTQ7HO20 92212KAB2 968000.00000000 PA USD 917100.43000000 0.042391163389 Long ABS-O CORP US N 2 2045-09-15 Fixed 1.65000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VBF6 172200.43000000 PA USD 150843.89000000 0.006972462096 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 3.00000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DQ0 1450000.00000000 PA USD 1461079.26000000 0.067535514769 Long DBT CORP US N 2 2030-03-02 Fixed 5.25000000 N N N N N N UMBS, TBA N/A 01F040685 -2500000.00000000 PA USD -2288964.85000000 -0.10580289767 Short ABS-MBS USGSE US N 2 2054-08-01 Fixed 4.00000000 N N N N N N BNPP IP Euro CLO 635400VGNU8T62DHAX91 000000000 1249494.32000000 PA 1327281.77000000 0.061350988981 Long ABS-CBDO CORP IE N 2 2031-04-15 Floating 4.51000000 N N N N N N UNIV SOUTHERN CALIFORNIA 0GMCSQ6M60R4T46U5511 914886AF3 350000.00000000 PA USD 235130.63000000 0.010868450856 Long DBT CORP US N 2 2051-10-01 Fixed 2.95000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 3140FS7E7 230576.51000000 PA USD 216052.10000000 0.009986583336 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WKVH8 26773.95000000 PA USD 24275.82000000 0.001122102027 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.50000000 N N N N N N CONSTELLATION EN GEN LLC S2PEWKCZFFECR4533P43 210385AE0 359000.00000000 PA USD 381420.11000000 0.017630394310 Long DBT CORP US N 2 2053-10-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDQP4 1358562.67000000 PA USD 1211013.15000000 0.055976700728 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.50000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CT7 550000.00000000 PA USD 581117.35000000 0.026861006413 Long DBT CORP US N 2 2033-03-15 Fixed 7.00000000 N N N N N N Aetna Inc 549300QKBENKLBXQ8968 00817YAP3 370000.00000000 PA USD 311699.86000000 0.014407712897 Long DBT CORP US N 2 2044-03-15 Fixed 4.75000000 N N N N N N GM Financial Securitized Term Auto Receivables Tr N/A 36261LAF8 300000.00000000 PA USD 293454.06000000 0.013564336683 Long ABS-O CORP US N 2 2027-05-17 Fixed 1.04000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QTEJ4 3169251.72000000 PA USD 3131981.22000000 0.144769671113 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WF2V7 8896.58000000 PA USD 8066.64000000 0.000372864566 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBUK4 1075703.66000000 PA USD 1001654.47000000 0.046299507565 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHVH7 271930.77000000 PA USD 259184.83000000 0.011980308935 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N Small Business Administration Participation Certs N/A 83162CV59 1322049.85000000 PA USD 1339170.13000000 0.061900505037 Long ABS-O USGA US N 2 2048-12-01 Fixed 5.28000000 N N N N N N JB POINDEXTER & CO INC 549300W6P81HOZZGPQ16 465965AC5 269000.00000000 PA USD 279017.83000000 0.012897050348 Long DBT CORP US N 2 2031-12-15 Fixed 8.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPSF6 1698655.68000000 PA USD 1646363.75000000 0.076099925854 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H020675 5500000.00000000 PA USD 4451992.22000000 0.205784583053 Long ABS-MBS USGA US N 2 2054-07-20 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5HC2 215333.83000000 PA USD 201415.86000000 0.009310051932 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.00000000 N N N N N N HUNTSMAN INTERNATIONAL L 3YTEJFW18LGIUQ2N5J61 44701QBF8 390000.00000000 PA USD 319656.30000000 0.014775483685 Long DBT CORP US N 2 2031-06-15 Fixed 2.95000000 N N N N N N RESORTS WORLD/RWLV CAP N/A 76120HAD9 400000.00000000 PA USD 423550.40000000 0.019577784092 Long DBT CORP US N 2 2030-07-27 Fixed 8.45000000 N N N N N N GS Mortgage Securities Trust 5493002EPQ51IPGGFX73 36251FAV8 732887.21000000 PA USD 730565.28000000 0.033768943005 Long ABS-MBS CORP US N 2 2048-02-10 Fixed 3.14000000 N N N N N N TAYLOR MORRISON COMM 549300O1Z08HI2MRK572 87724RAA0 210000.00000000 PA USD 209244.08000000 0.009671896003 Long DBT CORP US N 2 2027-06-15 Fixed 5.88000000 N N N N N N MICHAELS COS INC/THE 549300H9LWMBP7HYLR98 55916AAA2 683000.00000000 PA USD 547176.53000000 0.025292158772 Long DBT CORP US N 2 2028-05-01 Fixed 5.25000000 N N N N N Santander Drive Auto Receivables Trust N/A 80285XAE5 600000.00000000 PA USD 604439.22000000 0.027939013978 Long ABS-O CORP US N 2 2030-11-15 Fixed 5.77000000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523CB4 1935000.00000000 PA USD 1850400.68000000 0.085531131592 Long DBT CORP US N 2 2027-03-01 Fixed 3.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EV98 495851.15000000 PA USD 497571.73000000 0.022999274468 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYN8 826000.00000000 PA USD 687020.00000000 0.031756148093 Long DBT CORP US N 2 2032-10-21 Fixed 2.65000000 N N N N N N SBL HOLDINGS INC 635400MJW3QDSBJRKQ59 78397DAB4 621000.00000000 PA USD 544637.24000000 0.025174785087 Long DBT CORP US N 2 2031-02-18 Fixed 5.00000000 N N N N N N MILLICOM INTL CELLULAR 549300CTHC1CP86P2G96 600814AS6 200000.00000000 PA USD 199562.58000000 0.009224387709 Long DBT CORP LU N 2 2032-04-02 Fixed 7.38000000 N N N N N SACI Falabella 5493004CKJQ7H391LM41 78386FAC0 600000.00000000 PA USD 593647.32000000 0.027440179629 Long DBT CORP CL N 2 2025-01-27 Fixed 4.38000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2F0 3530000.00000000 PA USD 3391129.87000000 0.156748307699 Long DBT CORP FR N 2 2028-08-14 Fixed 4.40000000 N N N N N N ASCENT RESOURCES/ARU FIN N/A 04364VAU7 557000.00000000 PA USD 544753.19000000 0.025180144647 Long DBT CORP US N 2 2029-06-30 Fixed 5.88000000 N N N N N N UMBS S6XOOCT0IEG5ABCC6L87 3132DMDD4 858888.98000000 PA USD 742489.43000000 0.034320113383 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.00000000 N N N N N N New Residential Mortgage Loan Trust N/A 64828FCQ3 120769.74000000 PA USD 117747.19000000 0.005442632242 Long ABS-MBS CORP US N 2 2048-01-25 Floating 6.21000000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 30161NAY7 285000.00000000 PA USD 240674.21000000 0.011124691937 Long DBT CORP US N 2 2050-04-15 Fixed 4.70000000 N N N N N N SMB Private Education Loan Trust N/A 78448YAJ0 47651.44000000 PA USD 42048.71000000 0.001943618907 Long ABS-O CORP US N 2 2053-01-15 Fixed 1.07000000 N N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 758750AP8 334000.00000000 PA USD 341944.92000000 0.015805731302 Long DBT CORP US N 2 2033-04-15 Fixed 6.40000000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAH7 300000.00000000 PA USD 315151.85000000 0.014567274345 Long DBT CORP US N 2 2028-11-17 Fixed 6.75000000 N N N N N N KB HOME 549300LGUCWQURMWLG09 48666KAZ2 395000.00000000 PA USD 349412.81000000 0.016150919827 Long DBT CORP US N 2 2031-06-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMQZ2 1518392.64000000 PA USD 1196562.47000000 0.055308746470 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2L7 200000.00000000 PA USD 193368.32000000 0.008938070225 Long DBT CORP FR N 2 2026-06-09 Fixed 2.22000000 N N N N N N CFK Trust N/A 12529AAA2 233000.00000000 PA USD 206749.36000000 0.009556582478 Long ABS-MBS CORP US N 2 2039-03-15 Fixed 2.39000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BU7 990000.00000000 PA USD 809575.44000000 0.037421032234 Long DBT CORP US N 2 2031-04-01 Fixed 2.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSE99 556073.32000000 PA USD 509867.09000000 0.023567603298 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.00000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DA5 340000.00000000 PA USD 239188.92000000 0.011056037329 Long DBT CORP US N 2 2041-08-15 Fixed 2.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XKCF5 3800567.66000000 PA USD 3588238.00000000 0.165859243286 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDAA4 2988851.13000000 PA USD 2375229.86000000 0.109790328069 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179NX45 53916.40000000 PA USD 47952.64000000 0.002216516458 Long ABS-MBS USGA US N 2 2044-01-20 Fixed 3.00000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEW8 538000.00000000 PA USD 498680.38000000 0.023050519633 Long DBT CORP US N 2 2053-04-15 Fixed 5.05000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CP5 593000.00000000 PA USD 535428.83000000 0.024749144448 Long DBT CORP US N 2 2027-12-02 Fixed 2.45000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CR4 325000.00000000 PA USD 207277.88000000 0.009581012275 Long DBT CORP US N 2 2059-08-01 Fixed 3.95000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAB7 794000.00000000 PA USD 677104.18000000 0.031297808818 Long DBT CORP US N 2 2052-04-15 Fixed 4.95000000 N N N N N N ASCENSION HEALTH N/A 04352EAA3 710000.00000000 PA USD 632232.28000000 0.029223693506 Long DBT CORP US N 2 2029-11-15 Fixed 2.53000000 N N N N N N Small Business Administration Participation Certs N/A 83162CF40 763036.05000000 PA USD 623473.78000000 0.028818849072 Long ABS-O USGA US N 2 2045-04-01 Fixed 1.77000000 N N N N N N COLUMBIA PIPELINE HOLDCO N/A 19828AAC1 469000.00000000 PA USD 462216.14000000 0.021365031866 Long DBT CORP US N 2 2034-01-15 Fixed 5.68000000 N N N N N N Willis Engine Securitization Trust N/A 97064FAA3 144204.47000000 PA USD 131127.53000000 0.006061112139 Long ABS-O CORP US N 2 2045-03-15 Fixed 3.23000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UCB6 123980.19000000 PA USD 115953.32000000 0.005359714130 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 4.00000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBE2 1117000.00000000 PA USD 870269.08000000 0.040226476355 Long DBT CORP US N 2 2052-03-15 Fixed 5.14000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAN0 66000.00000000 PA USD 70475.59000000 0.003257595518 Long DBT CORP US N 2 2030-06-01 Fixed 7.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSUF7 1335919.22000000 PA USD 1188767.04000000 0.054948418053 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNMN0 3050742.32000000 PA USD 2887908.92000000 0.133487909149 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.50000000 N N N N N N Kraft Heinz Foods Co 5493003STKEZ2S0RNU91 50077LAB2 1677000.00000000 PA USD 1365252.46000000 0.063106109436 Long DBT CORP US N 2 2046-06-01 Fixed 4.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMJA5 959529.35000000 PA USD 952481.18000000 0.044026568962 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.50000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AY3 575000.00000000 PA USD 570207.37000000 0.026356714048 Long DBT CORP US N 2 2028-11-15 Fixed 5.25000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCG5 875000.00000000 PA USD 834303.75000000 0.038564049721 Long DBT CORP MX N 2 2027-03-13 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DVB5 3371827.47000000 PA USD 2531225.79000000 0.117000933080 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 1.50000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BZ5 520000.00000000 PA USD 458788.56000000 0.021206598723 Long DBT CORP MX N 2 2031-07-11 Fixed 3.88000000 N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 10650000.00000000 OU Notional Amount USD -12610.66000000 -0.00058290295 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2025-03-10 0.00000000 USD 0.00000000 USD 10650000.00000000 USD -12610.66000000 N N N Harvest CLO 635400AU6OVIWCGACH33 000000000 5000000.00000000 PA 5359020.33000000 0.247710173263 Long ABS-CBDO CORP IE N 2 2037-07-25 Floating 5.15000000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AC7 3430000.00000000 PA USD 3499518.79000000 0.161758372319 Long DBT CORP US N 2 2032-01-25 Fixed 6.15000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLZ6 2952741.64000000 PA USD 2557433.05000000 0.118212312123 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 3.00000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BL7 465000.00000000 PA USD 451008.06000000 0.020846960415 Long DBT CORP US N 2 2030-01-15 Fixed 5.25000000 N N N N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591EX6 210000.00000000 PA USD 171043.00000000 0.007906126223 Long DBT USGA US N 2 2031-09-15 Fixed 1.50000000 N N N N N N OVINTIV INC 2549003MEX7YMKLGI239 69047QAA0 580000.00000000 PA USD 579400.15000000 0.026781632221 Long DBT CORP US N 2 2025-05-15 Fixed 5.65000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 3140J8BK8 672889.63000000 PA USD 627469.29000000 0.029003533663 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.00000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBJ1 1450000.00000000 PA USD 1308651.81000000 0.060489855726 Long DBT CORP US N 2 2046-05-15 Fixed 4.90000000 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAR8 345000.00000000 PA USD 345864.57000000 0.015986909413 Long DBT CORP US N 2 2032-06-15 Fixed 6.38000000 N N N N N N MID-ATLANTIC INTERSTATE N/A 59524QAA3 825000.00000000 PA USD 793195.32000000 0.036663893407 Long DBT CORP US N 2 2028-05-15 Fixed 4.10000000 N N N N N N Delta Air Lines Inc Q2CCMS6R0AS67HJMBN42 247361ZN1 598000.00000000 PA USD 577812.54000000 0.026708248072 Long DBT CORP US N 2 2028-04-19 Fixed 4.38000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXS8 1350000.00000000 PA USD 1309523.77000000 0.060530160362 Long DBT CORP US N 2 2026-02-12 Fixed 0.86000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CU4 436000.00000000 PA USD 477269.58000000 0.022060847519 Long DBT CORP US N 2 2028-03-15 Fixed 10.25000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599CA0 3790000.00000000 PA USD 3759086.87000000 0.173756396233 Long DBT CORP US N 2 2029-07-01 Fixed 5.25000000 N N N N N N DISCOVER FINANCIAL SVS Z1YLO2USPORE63VVUL20 254709AM0 208000.00000000 PA USD 200029.49000000 0.009245969706 Long DBT CORP US N 2 2027-02-09 Fixed 4.10000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CN8 130000.00000000 PA USD 114507.88000000 0.005292901509 Long DBT CORP US N 2 2045-07-20 Fixed 5.13000000 N N N N N N Verus Securitization Trust N/A 92538HAA8 185500.60000000 PA USD 150516.73000000 0.006957339769 Long ABS-MBS CORP US N 2 2066-07-25 Variable 0.94000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZN3 20776.59000000 PA USD 18792.90000000 0.000868664835 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.50000000 N N N N N N Progress Residential Trust N/A 74334JAA8 1781000.00000000 PA USD 1601861.82000000 0.074042911678 Long ABS-O CORP US N 2 2029-07-09 Fixed 3.10000000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAS2 1670000.00000000 PA USD 1640332.42000000 0.075821139489 Long DBT CORP US N 2 2034-12-01 Fixed 5.32000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912834LX4 1750000.00000000 PA USD 724198.25000000 0.033474639568 Long DBT UST US N 2 2042-11-15 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CKF7 11593000.00000000 PA USD 11442653.28000000 0.528914139533 Long DBT UST US N 2 2031-03-31 Fixed 4.13000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBR0 737000.00000000 PA USD 628636.90000000 0.029057504138 Long DBT CORP US N 2 2030-06-01 Fixed 2.25000000 N N N N N N EQUIFAX INC 5493004MCF8JDC86VS77 294429AV7 375000.00000000 PA USD 373533.34000000 0.017265843880 Long DBT CORP US N 2 2027-12-15 Fixed 5.10000000 N N N N N LAM RESEARCH CORP 549300I4GMO6D34U1T02 512807AW8 397000.00000000 PA USD 257986.13000000 0.011924901386 Long DBT CORP US N 2 2050-06-15 Fixed 2.88000000 N N N N N N Generate CLO Ltd. N/A 986252AQ7 3030106.36000000 PA USD 3031709.29000000 0.140134798389 Long ABS-CBDO CORP KY N 2 2032-04-20 Floating 6.68000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5PL1 1758572.31000000 PA USD 1551964.26000000 0.071736495118 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WVW5 1658182.98000000 PA USD 1490960.10000000 0.068916697821 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QCY34 448242.18000000 PA USD 382351.02000000 0.017673423793 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163TAC6 3694995.00000000 PA USD 3741047.20000000 0.172922547972 Long ABS-MBS CORP US N 2 2055-05-15 Variable 5.81000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RZV4 210785.27000000 PA USD 204641.91000000 0.009459169747 Long ABS-MBS USGA US N 2 2046-02-20 Fixed 4.50000000 N N N N N N VERISK ANALYTICS INC 549300I1YSWNIRKBWP67 92345YAG1 617000.00000000 PA USD 444425.12000000 0.020542676963 Long DBT CORP US N 2 2050-05-15 Fixed 3.63000000 N N N N N N MARTIN MARIETTA MATERIAL 5299005MZ4WZECVATV08 573284AV8 400000.00000000 PA USD 347821.59000000 0.016077368813 Long DBT CORP US N 2 2030-03-15 Fixed 2.50000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 3140JVSJ2 183639.16000000 PA USD 164690.37000000 0.007612488398 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DYB2 214240.05000000 PA USD 168524.93000000 0.007789733391 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N GATX CORP 549300IHYHCQP2PIR591 361448BR3 3193000.00000000 PA USD 3200202.10000000 0.147923047097 Long DBT CORP US N 2 2054-06-05 Fixed 6.05000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 3138EJW46 331647.52000000 PA USD 314012.44000000 0.014514607359 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4.00000000 N N N N N N Atlas Senior Loan Fund LTD 213800M7WM9TKCR3TF76 04942HAA3 5000000.00000000 PA USD 5001250.00000000 0.231172943513 Long ABS-CBDO CORP JE N 2 2037-07-20 Floating 6.87000000 N N N N N N FMC CORP CKDHZ2X64EEBQCSP7013 302491AW5 910000.00000000 PA USD 904076.44000000 0.041789155070 Long DBT CORP US N 2 2026-05-18 Fixed 5.15000000 N N N N N N Aligned Data Centers Issuers LLC N/A 01627AAE8 359000.00000000 PA USD 367388.25000000 0.016981799183 Long ABS-O CORP US N 2 2048-11-16 Fixed 6.50000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 21385000.00000000 OU Notional Amount USD -2784.54000000 -0.00012870988 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2025-05-17 0.00000000 USD 0.00000000 USD 21385000.00000000 USD -2784.54000000 N N N UMBS B1V7KEBTPIMZEU4LTD58 3138EGGZ1 279094.54000000 PA USD 271207.94000000 0.012536053545 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N MOHEGAN TRIBAL GAMING AU 549300UB083Z2NRDHC48 608328BH2 423000.00000000 PA USD 401437.58000000 0.018555662485 Long DBT CORP US N 2 2026-02-01 Fixed 8.00000000 N N N N N N Dallas Fort Worth International Airport N/A 2350368C7 1300000.00000000 PA USD 1155748.23000000 0.053422188510 Long DBT MUN US N 2 2028-11-01 Fixed 1.93000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912834JB5 350000.00000000 PA USD 163619.86000000 0.007563006179 Long DBT UST US N 2 2040-08-15 None 0.00000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BS3 668000.00000000 PA USD 685066.18000000 0.031665836607 Long DBT CORP US N 2 2034-08-18 Fixed 5.94000000 N N N N N N SLG Office Trust N/A 78449RAJ4 510000.00000000 PA USD 402062.12000000 0.018584530618 Long ABS-MBS CORP US N 2 2041-07-15 Fixed 2.85000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AP4 271000.00000000 PA USD 248492.99000000 0.011486099663 Long DBT US N 2 2030-01-15 Fixed 4.00000000 N N N N N N Tikehau US CLO Ltd 254900RN10DV5689GE29 88675CAA0 4000000.00000000 PA USD 4055776.00000000 0.187470267663 Long ABS-CBDO CORP BM N 2 2034-07-15 Floating 7.53000000 N N N N N N CFCRE Commercial Mortgage Trust N/A 12531YAM0 536847.87000000 PA USD 517574.76000000 0.023923875182 Long ABS-MBS CORP US N 2 2058-05-10 Fixed 3.01000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EJF8 1040919.62000000 PA USD 1008559.48000000 0.046618678070 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WH3H6 56931.40000000 PA USD 51615.73000000 0.002385835588 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.50000000 N N N N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 209111FG3 350000.00000000 PA USD 297158.72000000 0.013735577304 Long DBT CORP US N 2 2045-12-01 Fixed 4.50000000 N N N N N N VECTOR GROUP LTD 549300TUIF4WWN6NDN50 92240MBL1 705000.00000000 PA USD 661307.91000000 0.030567657310 Long DBT CORP US N 2 2029-02-01 Fixed 5.75000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AH2 200000.00000000 PA USD 198518.04000000 0.009176105902 Long DBT US N 2 2026-04-15 Fixed 5.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MNMY9 1216323.47000000 PA USD 1057188.49000000 0.048866458401 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N CyrusOne Data Centers Issuer I LLC N/A 23284BAG9 622000.00000000 PA USD 577528.56000000 0.026695121655 Long ABS-O CORP US N 2 2049-05-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNK69 2932271.54000000 PA USD 2331960.96000000 0.107790308279 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWAD5 754886.00000000 PA USD 564919.33000000 0.026112284801 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 1.50000000 N N N N N N Sequoia Mortgage Trust N/A 81743CAE5 2116970.65000000 PA USD 2112190.53000000 0.097631852453 Long ABS-MBS CORP US N 2 2054-06-25 Variable 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QBTF5 397116.21000000 PA USD 338745.52000000 0.015657845330 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BCW4 870900.70000000 PA USD 762109.92000000 0.035227031939 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWG64 3681.06000000 PA USD 3371.26000000 0.000155829862 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 4.00000000 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAX7 200000.00000000 PA USD 164733.41000000 0.007614477837 Long DBT CORP JP N 2 2031-07-14 Fixed 2.61000000 N N N N N N CSAIL Commercial Mortgage Trust N/A 12597DAC9 1050000.00000000 PA USD 908816.16000000 0.042008239304 Long ABS-MBS CORP US N 2 2052-12-15 Fixed 2.72000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05492JAT9 56149.65000000 PA USD 55654.98000000 0.002572541974 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 3.04000000 N N N N N N DELL INT LLC / EMC CORP N/A 24703DBN0 1125000.00000000 PA USD 1113593.07000000 0.051473649161 Long DBT CORP US N 2 2034-04-15 Fixed 5.40000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDU0 201000.00000000 PA USD 209635.76000000 0.009690000640 Long DBT CORP US N 2 2054-06-01 Fixed 7.00000000 N N N N N Apidos CLO Ltd 25490046M6DC4604K633 03770WAA9 372000.00000000 PA USD 372468.35000000 0.017216616812 Long ABS-CBDO CORP JE N 2 2037-07-25 Floating 6.76000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162RAC1 1700000.00000000 PA USD 1362587.23000000 0.062982914421 Long ABS-MBS CORP US N 2 2054-02-15 Fixed 1.82000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CK0 3340000.00000000 PA USD 2670001.64000000 0.123415573767 Long DBT CORP US N 2 2062-04-13 Fixed 4.10000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066JAE3 400000.00000000 PA USD 375419.68000000 0.017353036236 Long ABS-O CORP US N 2 2027-08-18 Fixed 1.41000000 N N N N N N VR Funding LLC N/A 91835CAA1 462650.02000000 PA USD 412215.11000000 0.019053832609 Long ABS-O CORP US N 2 2050-11-15 Fixed 2.79000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPZB6 2072532.52000000 PA USD 1992198.30000000 0.092085447652 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AJBG7 254039.58000000 PA USD 211897.93000000 0.009794564999 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912834MD7 3500000.00000000 PA USD 1430622.24000000 0.066127698930 Long DBT UST US N 2 2043-02-15 None 0.00000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECK9 3270000.00000000 PA USD 3386054.88000000 0.156513726269 Long DBT CORP GB N 2 2029-09-13 Fixed 6.49000000 N N N N N N DUKE ENERGY OHIO INC L6KC0HABGHNFU1Z6QY21 26442EAJ9 220000.00000000 PA USD 218274.35000000 0.010089302470 Long DBT CORP US N 2 2033-04-01 Fixed 5.25000000 N N N N N N Santander Drive Auto Receivables Trust N/A 802927AF0 900000.00000000 PA USD 913088.07000000 0.042205699940 Long ABS-O CORP US N 2 2031-12-15 Fixed 6.04000000 N N N N N N Bank N/A 06541JAF8 2300000.00000000 PA USD 1855976.49000000 0.085788862441 Long ABS-MBS CORP US N 2 2063-06-15 Fixed 2.16000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 31418CW26 73164.53000000 PA USD 70161.54000000 0.003243079174 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPZF8 2431300.65000000 PA USD 2420804.73000000 0.111896936786 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TSG1 437075.95000000 PA USD 396950.77000000 0.018348268519 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 3.50000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEB8 878000.00000000 PA USD 892814.03000000 0.041268572321 Long DBT CORP US N 2 2028-01-09 Fixed 6.00000000 N N N N N N Morgan Stanley Capital I Trust N/A 61767FAZ4 1562382.73000000 PA USD 1479841.74000000 0.068402773500 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.53000000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAT5 248000.00000000 PA USD 211785.52000000 0.009789369068 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N Tricon Residential N/A 895978AA2 2755507.23000000 PA USD 2717845.51000000 0.125627062546 Long ABS-O CORP US N 2 2040-12-17 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ2D1 157672.41000000 PA USD 147672.38000000 0.006825865285 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.00000000 N N N N N N GCAT N/A 36166XAA9 185387.80000000 PA USD 154785.09000000 0.007154636314 Long ABS-MBS CORP US N 2 2066-05-25 Variable 1.04000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912834JH2 3100000.00000000 PA USD 1428025.91000000 0.066007688683 Long DBT UST US N 2 2040-11-15 None 0.00000000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 30161NAS0 1478000.00000000 PA USD 1344179.49000000 0.062132052849 Long DBT CORP US N 2 2045-06-15 Fixed 5.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQW93 817787.01000000 PA USD 798890.18000000 0.036927127109 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W6WK8 29279.80000000 PA USD 25838.15000000 0.001194317658 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XPAG4 766593.48000000 PA USD 762432.13000000 0.035241925462 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJL35 160727.72000000 PA USD 156488.87000000 0.007233390193 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.00000000 N N N N N N OHA Credit Partners Ltd 549300OYGEU6QQMCEG78 67109FAU9 282000.00000000 PA USD 283041.43000000 0.013083033343 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 6.78000000 N N N N N N BUNGE LTD FINANCE CORP 549300QHC068L40NNM71 120568BC3 1640000.00000000 PA USD 1403616.34000000 0.064879404325 Long DBT CORP US N 2 2031-05-14 Fixed 2.75000000 N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91086QAS7 700000.00000000 PA USD 731339.25000000 0.033804718246 Long DBT NUSS MX N 2 2034-09-27 Fixed 6.75000000 N N N N N N MASS INSTITUTE OF TECH DLZO3A31IADZ27B62557 575718AB7 460000.00000000 PA USD 407683.33000000 0.018844359993 Long DBT CORP US N 2 2114-07-01 Fixed 4.68000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAK6 805000.00000000 PA USD 768505.08000000 0.035522635630 Long DBT CORP US N 2 2029-08-15 Fixed 4.50000000 N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAA1 203000.00000000 PA USD 185010.12000000 0.008551728871 Long DBT CORP US N 2 2029-08-15 Fixed 3.88000000 N N N N N N C&W SENIOR FINANCE LTD 5493009O8OIWZPZRY516 12674TAA4 463000.00000000 PA USD 444678.49000000 0.020554388492 Long DBT CORP IE N 2 2027-09-15 Fixed 6.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179QT43 111982.24000000 PA USD 102312.82000000 0.004729208849 Long ABS-MBS USGA US N 2 2044-11-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179NQ50 121751.26000000 PA USD 115695.82000000 0.005347811699 Long ABS-MBS USGA US N 2 2043-10-20 Fixed 4.00000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05548WAA5 3000000.00000000 PA USD 2840413.80000000 0.131292540653 Long ABS-MBS CORP US N 2 2037-03-15 Floating 6.25000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80287GAE0 200000.00000000 PA USD 198338.66000000 0.009167814415 Long ABS-O CORP US N 2 2030-05-15 Fixed 5.09000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EVUP0 70366.61000000 PA USD 61591.86000000 0.002846962573 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.00000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 31418CS47 93781.74000000 PA USD 84432.46000000 0.003902724380 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Freddie Mac - SCRT N/A 35563PML0 807856.73000000 PA USD 729397.68000000 0.033714972992 Long ABS-MBS USGSE US N 2 2059-02-25 Fixed 3.00000000 N N N N N N ENDEAVOR ENERGY RESOURCE N/A 29260FAE0 380000.00000000 PA USD 383807.98000000 0.017740768903 Long DBT CORP US N 2 2028-01-30 Fixed 5.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140K06Z6 345588.34000000 PA USD 311162.33000000 0.014382866630 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3A9 3670000.00000000 PA USD 3620183.90000000 0.167335879674 Long DBT CORP US N 2 2028-07-25 Fixed 4.81000000 N N N N N N ILIAD HOLDING SAS 9695009PXA7OI9NXN582 449691AF1 200000.00000000 PA USD 202711.72000000 0.009369950511 Long DBT CORP FR N 2 2031-04-15 Fixed 8.50000000 N N N N N N Cenovus Energy Inc 549300F4XPHJ7NOSP309 15135UAR0 215000.00000000 PA USD 198136.44000000 0.009158467193 Long DBT CORP CA N 2 2047-06-15 Fixed 5.40000000 N N N N N N NATIONSTAR MTG HLD INC N/A 63861CAC3 333000.00000000 PA USD 320291.95000000 0.014804865356 Long DBT CORP US N 2 2028-08-15 Fixed 5.50000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 31418C4F8 57313.79000000 PA USD 52974.87000000 0.002448659161 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.00000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05492TAB6 60000.00000000 PA USD 57213.22000000 0.002644568552 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 2.69000000 N N N N N N GRAPHIC PACKAGING INTERN SO75N4VY5NXGQSK8YQ65 38869AAC1 437000.00000000 PA USD 393732.11000000 0.018199492291 Long DBT CORP US N 2 2029-03-01 Fixed 3.50000000 N N N N N N COMM Mortgage Trust N/A 20049AAB4 303000.00000000 PA USD 294806.36000000 0.013626844090 Long ABS-MBS CORP US N 2 2037-02-10 Fixed 2.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31307C3X4 109635.89000000 PA USD 105109.19000000 0.004858465552 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 2.50000000 N N N N N N Morgan Stanley Capital I Trust N/A 61692BBP4 980000.00000000 PA USD 818366.84000000 0.037827397405 Long ABS-MBS CORP US N 2 2053-07-15 Fixed 2.04000000 N N N N N N Freddie Mac - SCRT N/A 35563PFG9 904837.27000000 PA USD 851603.88000000 0.039363714200 Long ABS-MBS USGSE US N 2 2057-11-25 Fixed 3.50000000 N N N N N N SMBC AVIATION CAPITAL FI 549300OD7VKRVNWB2J98 78448TAF9 200000.00000000 PA USD 177642.10000000 0.008211156640 Long DBT CORP IE N 2 2028-06-15 Fixed 2.30000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBR2 853000.00000000 PA USD 866900.46000000 0.040070768522 Long DBT CORP FR N 2 2029-01-10 Fixed 6.45000000 N N N N N N PUBLIC SERVICE COLORADO 5BANEF6PGSEK0SNMQF44 744448CZ2 1580000.00000000 PA USD 1567388.88000000 0.072449467836 Long DBT CORP US N 2 2034-05-15 Fixed 5.35000000 N N N N N N MARVELL TECHNOLOGY INC N/A 573874AF1 848000.00000000 PA USD 765550.25000000 0.035386054426 Long DBT CORP US N 2 2028-04-15 Fixed 2.45000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076DD1 2550000.00000000 PA USD 2530722.33000000 0.116977661632 Long DBT CORP US N 2 2031-06-25 Fixed 4.85000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6DR8 404668.78000000 PA USD 396395.82000000 0.018322617046 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WGYG3 66267.54000000 PA USD 59818.29000000 0.002764982789 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 3.50000000 N N N N N N SUN COMMUNITIES OPER LP 549300PUNBPJCGT6X741 866677AE7 1900000.00000000 PA USD 1569942.49000000 0.072567503436 Long DBT US N 2 2031-07-15 Fixed 2.70000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWAW3 530780.59000000 PA USD 419179.87000000 0.019375764940 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N OWENS CORNING JO5M6676RDJIZ2U8X907 690742AJ0 719000.00000000 PA USD 680310.10000000 0.031445996164 Long DBT CORP US N 2 2029-08-15 Fixed 3.95000000 N N N N N N Morgan Stanley BAML Trust N/A 61765LAU4 800000.00000000 PA USD 781153.52000000 0.036107284889 Long ABS-MBS CORP US N 2 2048-05-15 Fixed 3.73000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKW8 2545000.00000000 PA USD 2525192.09000000 0.116722037167 Long DBT CORP US N 2 2028-07-22 Fixed 4.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MFSX7 474909.69000000 PA USD 453353.04000000 0.020955352503 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 3.00000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DJ1 232000.00000000 PA USD 235333.21000000 0.010877814718 Long DBT CORP US N 2 2029-05-01 Fixed 6.30000000 N N N N N N Peru Government International Bonds 254900STKLK2DBJJZ530 715638DF6 45000.00000000 PA USD 38747.41000000 0.001791022808 Long DBT NUSS PE N 2 2031-01-23 Fixed 2.78000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQH74 1775148.79000000 PA USD 1687580.79000000 0.078005102452 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CPJ7 349503.78000000 PA USD 325738.63000000 0.015056627425 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 2.50000000 N N N N N N GROUP 1 AUTOMOTIVE INC 549300US8QAZJLWYAF63 398905AN9 325000.00000000 PA USD 300493.99000000 0.013889743599 Long DBT CORP US N 2 2028-08-15 Fixed 4.00000000 N N N N N N Ford Credit Auto Owner Trust N/A 34533YAG5 305000.00000000 PA USD 297197.55000000 0.013737372144 Long ABS-O CORP US N 2 2028-05-15 Fixed 1.04000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCF0 730000.00000000 PA USD 690317.78000000 0.031908581487 Long DBT CORP US N 2 2030-03-01 Fixed 4.25000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAX3 768000.00000000 PA USD 660114.39000000 0.030512489196 Long DBT CORP IE N 2 2032-01-30 Fixed 3.30000000 N N N N N N Commonwealth Edison Co D8YOXB8L2ZDC8P7Q0771 202795JM3 350000.00000000 PA USD 272215.57000000 0.012582629260 Long DBT CORP US N 2 2048-03-01 Fixed 4.00000000 N N N N N N MetroNet Infrastructure Issuer LLC 5493000BIROCAEATAQ61 59170DAA9 575000.00000000 PA USD 588810.24000000 0.027216595121 Long ABS-O CORP US N 2 2053-04-20 Fixed 6.56000000 N N N N N N JBS USA HOLD/FOOD/LUX CO N/A 46590XAU0 517000.00000000 PA USD 446637.95000000 0.020644960677 Long DBT CORP LU N 2 2032-01-15 Fixed 3.63000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B3WS2 1135270.76000000 PA USD 973616.96000000 0.045003528817 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DY71 269377.50000000 PA USD 225459.63000000 0.010421427905 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 2.00000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAM1 865000.00000000 PA USD 826853.31000000 0.038219667788 Long DBT CORP US N 2 2026-12-01 Fixed 3.25000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RHY3 700000.00000000 PA USD 698407.29000000 0.032282503174 Long ABS-O CORP US N 2 2030-06-20 Fixed 5.36000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSZM7 2070767.48000000 PA USD 2045009.62000000 0.094526547036 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 5.50000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 3140J5XB0 610512.86000000 PA USD 552838.51000000 0.025553872660 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833XY1 5929000.00000000 PA USD 4539056.53000000 0.209808959522 Long DBT UST US N 2 2030-08-15 None 0.00000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAL9 195000.00000000 PA USD 155155.99000000 0.007171780437 Long DBT CORP US N 2 2031-02-15 Fixed 1.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MAWZ3 893884.26000000 PA USD 763343.27000000 0.035284041117 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJR2 2743000.00000000 PA USD 2754597.38000000 0.127325845444 Long DBT CORP US N 2 2035-01-23 Fixed 5.68000000 N N N N N N RESORTS WORLD/RWLV CAP N/A 76120HAC1 325000.00000000 PA USD 282332.87000000 0.013050281551 Long DBT CORP US N 2 2031-04-06 Fixed 4.63000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DTCF5 1476957.01000000 PA USD 1431098.85000000 0.066149729290 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.00000000 N N N N N N WENDYS FUNDING LLC 5493009DRVSTWJOXUL48 95058XAK4 2138246.71000000 PA USD 1868212.24000000 0.086354435916 Long ABS-O CORP US N 2 2051-06-15 Fixed 2.37000000 N N N N N N GAP INC/THE T2ZG1WRWZ4BUCMQL9224 364760AQ1 235000.00000000 PA USD 196420.29000000 0.009079141535 Long DBT CORP US N 2 2031-10-01 Fixed 3.88000000 N N N N N N NEXTERA ENERGY OPERATING 549300KJEC5IUVJWR786 65342QAL6 497000.00000000 PA USD 473132.07000000 0.021869599258 Long DBT CORP US N 2 2026-10-15 Fixed 3.88000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBR0 1705000.00000000 PA USD 1603035.56000000 0.074097165500 Long DBT CORP US N 2 2026-03-01 Fixed 1.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133L8DV4 1250575.56000000 PA USD 1106288.18000000 0.051135994990 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 2.00000000 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAY3 925000.00000000 PA USD 812211.98000000 0.037542901109 Long DBT US N 2 2028-03-01 Fixed 1.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JAJ41 43082.06000000 PA USD 38984.78000000 0.001801994770 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 3.50000000 N N N N N N Small Business Administration Participation Certs N/A 83162CU84 1308949.56000000 PA USD 1359065.18000000 0.062820114588 Long ABS-O USGA US N 2 2048-10-01 Fixed 5.82000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172DD8 1190000.00000000 PA USD 1206545.93000000 0.055770212271 Long DBT CORP US N 2 2030-09-07 Fixed 5.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAL5 2566000.00000000 PA USD 2476578.13000000 0.114474952492 Long DBT CORP US N 2 2028-09-15 Fixed 4.11000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AU0 353000.00000000 PA USD 340686.09000000 0.015747544361 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91087BAR1 290000.00000000 PA USD 236330.45000000 0.010923910176 Long DBT NUSS MX N 2 2034-02-12 Fixed 3.50000000 N N N N N N COMERICA INC I9Q57JVPWHHZ3ZGBW498 200340AW7 415000.00000000 PA USD 409005.17000000 0.018905459447 Long DBT CORP US N 2 2030-01-30 Fixed 5.98000000 N N N N N N Arbys Funding LLC N/A 038779AB0 918225.00000000 PA USD 852869.88000000 0.039422232560 Long ABS-O CORP US N 2 2050-07-30 Fixed 3.24000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAR3 761000.00000000 PA USD 759169.51000000 0.035091117271 Long DBT CORP US N 2 2030-01-24 Fixed 5.44000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNAE3 422530.11000000 PA USD 363916.55000000 0.016821326679 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BS7 470000.00000000 PA USD 468283.42000000 0.021645479949 Long DBT CORP US N 2 2054-10-01 Fixed 6.88000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2S1 1736000.00000000 PA USD 1599230.72000000 0.073921294256 Long DBT CORP US N 2 2028-06-02 Fixed 2.39000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAG6 2454000.00000000 PA USD 2425932.62000000 0.112133963415 Long DBT CORP US N 2 2025-02-01 Fixed 4.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ABL40 700063.46000000 PA USD 573107.15000000 0.026490750675 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N CVS Pass-Through Trust N/A 126650BQ2 459555.72000000 PA USD 464634.97000000 0.021476837525 Long DBT CORP US N 2 2030-01-10 Fixed 6.94000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDB2 445000.00000000 PA USD 404213.46000000 0.018683972078 Long DBT CORP US N 2 2045-03-15 Fixed 4.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPAG3 539805.95000000 PA USD 512791.41000000 0.023702774238 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.50000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 1130000.00000000 OU Notional Amount USD 472154.01000000 0.021824390359 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2054-05-11 515807.78000000 USD 0.00000000 USD 1130000.00000000 USD -43653.77000000 N N N IRON MOUNTAIN INFO MGMT N/A 46285MAA8 136000.00000000 PA USD 124342.88000000 0.005747505038 Long DBT US N 2 2032-07-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36184FSP4 92841.89000000 PA USD 81557.67000000 0.003769842867 Long ABS-MBS USGA US N 2 2045-08-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLZ50 392127.08000000 PA USD 373338.33000000 0.017256829927 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 4.50000000 N N N N N N ESAB CORP 549300ZNV0SWBXEIWT04 29605JAA4 70000.00000000 PA USD 70507.29000000 0.003259060788 Long DBT CORP US N 2 2029-04-15 Fixed 6.25000000 N N N N N N CIFC Funding Ltd 549300O8WGQU5B6HEB94 12548RAB0 1369080.32000000 PA USD 1370910.78000000 0.063367654147 Long ABS-CBDO CORP KY N 2 2030-04-24 Floating 6.63000000 N N N N N N GEN LUX SARL/GEN USA INC N/A 37190AAB5 1831000.00000000 PA USD 1852756.40000000 0.085640020115 Long DBT CORP LU N 2 2029-06-04 Fixed 6.00000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBT1 370000.00000000 PA USD 399796.84000000 0.018479822506 Long DBT CORP CA N 2 2084-01-15 Fixed 8.50000000 N N N N N N AMER SPORTS COMPANY 549300NRKH9WF70VFC95 02352NAA7 107000.00000000 PA USD 106794.39000000 0.004936360607 Long DBT CORP US N 2 2031-02-16 Fixed 6.75000000 N N N N N N NGC Ltd N/A 652927AC8 4750000.00000000 PA USD 4753562.50000000 0.219724076040 Long ABS-CBDO CORP JE N 2 2037-07-20 Floating 6.93000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KEK80 1293707.45000000 PA USD 1066138.31000000 0.049280146226 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N KEYCORP RKPI3RZGV1V1FJTH5T61 49326EEP4 295000.00000000 PA USD 299227.90000000 0.013831221079 Long DBT CORP US N 2 2035-03-06 Fixed 6.40000000 N N N N N N Freddie Mac - SCRT N/A 35563PJF7 559569.12000000 PA USD 523046.10000000 0.024176777111 Long ABS-MBS USGSE US N 2 2058-07-25 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X52C6 504841.15000000 PA USD 490603.58000000 0.022677185441 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.50000000 N N N N N N JACOBS ENTERTAINMENT INC 5493004U9JIWY3HSUO63 469815AK0 165000.00000000 PA USD 153153.83000000 0.007079234529 Long DBT CORP US N 2 2029-02-15 Fixed 6.75000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BM5 386000.00000000 PA USD 364916.22000000 0.016867534459 Long DBT CORP US N 2 2027-11-15 Fixed 3.88000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AC1 574000.00000000 PA USD 534206.35000000 0.024692637715 Long DBT CORP US N 2 2030-02-01 Fixed 4.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCB72 546476.83000000 PA USD 453965.24000000 0.020983650244 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Servpro Master Issuer, LLC N/A 817743AJ6 406980.00000000 PA USD 410862.02000000 0.018991288686 Long ABS-O CORP US N 2 2054-01-25 Fixed 6.17000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163PBG4 1800000.00000000 PA USD 1587023.10000000 0.073357021034 Long ABS-MBS CORP US N 2 2055-03-15 Fixed 3.46000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJWV1 1720805.13000000 PA USD 1714651.38000000 0.079256387225 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.50000000 N N N N N N APTIV PLC / APTIV CORP N/A 00217GAB9 2015000.00000000 PA USD 1747927.06000000 0.080794490078 Long DBT CORP JE N 2 2032-03-01 Fixed 3.25000000 N N N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 883556CW0 370000.00000000 PA USD 370624.30000000 0.017131379228 Long DBT CORP US N 2 2030-08-10 Fixed 4.98000000 N N N N N N Golden State Tobacco Securitization Corp N/A 38122ND66 337000.00000000 PA USD 251958.25000000 0.011646274490 Long DBT MUN US N 2 2050-06-01 Fixed 4.21000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46590MAQ3 588604.84000000 PA USD 562771.15000000 0.026012989406 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.56000000 N N N N N N JP Morgan Mortgage Trust N/A 46656QAE2 2011939.57000000 PA USD 1985696.03000000 0.091784893012 Long ABS-MBS CORP US N 2 2053-11-25 Variable 5.50000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CR5 550000.00000000 PA USD 486523.13000000 0.022488574666 Long DBT CORP US N 2 2031-03-01 Fixed 3.75000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAJ4 377000.00000000 PA USD 346121.08000000 0.015998766083 Long DBT CORP US N 2 2030-05-01 Fixed 3.60000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACU9 292000.00000000 PA USD 290924.81000000 0.013447427076 Long DBT CORP US N 2 2029-01-08 Fixed 5.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132KEUY9 268238.40000000 PA USD 257276.25000000 0.011892088579 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 3.00000000 N N N N N N Switch ABS Issuer, LLC N/A 871044AE3 200000.00000000 PA USD 193387.08000000 0.008938937369 Long ABS-O CORP US N 2 2054-06-25 Fixed 5.44000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162RAB3 3039000.00000000 PA USD 2838580.38000000 0.131207794420 Long ABS-MBS CORP US N 2 2054-02-15 Fixed 1.62000000 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAP2 527000.00000000 PA USD 466301.40000000 0.021553864974 Long DBT CORP US N 2 2032-02-01 Fixed 4.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5JG1 1172454.48000000 PA USD 1059466.55000000 0.048971757244 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.50000000 N N N N N N CONNECT FINCO SARL/CONNE N/A 20752TAA2 590000.00000000 PA USD 569946.55000000 0.026344658157 Long DBT CORP XX N 2 2026-10-01 Fixed 6.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EE63 938278.14000000 PA USD 886207.82000000 0.040963213259 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.50000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 31403CZM6 164365.65000000 PA USD 162488.10000000 0.007510692799 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UB2 17962000.00000000 PA USD 17931127.81000000 0.828831111492 Long DBT UST US N 2 2044-05-15 Fixed 4.63000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAS8 130000.00000000 PA USD 117503.08000000 0.005431348737 Long DBT CORP US N 2 2045-05-14 Fixed 4.70000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46652BAY5 357000.00000000 PA USD 317251.62000000 0.014664332082 Long ABS-MBS CORP US N 2 2037-01-16 Fixed 2.81000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DG7 3517000.00000000 PA USD 1907533.23000000 0.088171971332 Long DBT CORP US N 2 2036-10-10 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QDFM1 320271.60000000 PA USD 296810.92000000 0.013719500933 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XXQK8 125713.79000000 PA USD 117295.97000000 0.005421775485 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.00000000 N N N N N N VIRGINIA POWER FUEL SEC 254900BELJ95ONW6U791 92808VAB8 3016000.00000000 PA USD 3009897.82000000 0.139126606093 Long DBT CORP US N 2 2031-05-01 Fixed 4.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WZB7 1808032.60000000 PA USD 1624030.35000000 0.075067608370 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 3.50000000 N N N N N N AMSR Trust N/A 00179DAA4 1350000.00000000 PA USD 1191700.35000000 0.055084004537 Long ABS-O CORP US N 2 2038-06-17 Fixed 1.95000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YER2 1247000.00000000 PA USD 1212039.41000000 0.056024137578 Long DBT CORP US N 2 2028-04-20 Fixed 4.21000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SSN8 64376.77000000 PA USD 54892.48000000 0.002537296911 Long ABS-MBS USGA US N 2 2046-12-20 Fixed 2.50000000 N N N N N N CIMIC FINANCE USA PTY LT 213800GNWSV32LXHCZ50 171873AB8 341000.00000000 PA USD 345461.29000000 0.015968268588 Long DBT CORP AU N 2 2034-03-25 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQPN0 3064820.01000000 PA USD 2969260.27000000 0.137248215280 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QCBQ8 30352.55000000 PA USD 26219.33000000 0.001211936954 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.00000000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 12769GAB6 200000.00000000 PA USD 204461.20000000 0.009450816783 Long DBT CORP US N 2 2030-02-15 Fixed 7.00000000 N N N N N N Freddie Mac Reference Remic S6XOOCT0IEG5ABCC6L87 31396NRF5 32277.95000000 PA USD 33344.63000000 0.001541289931 Long ABS-MBS USGSE US N 2 2036-05-15 Fixed 6.00000000 N N N N N N Credit Suisse Mortgage Trust N/A 12662KAA7 510999.56000000 PA USD 421833.97000000 0.019498445492 Long ABS-MBS CORP US N 2 2066-07-25 Variable 1.17000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DTR3 995760.32000000 PA USD 820708.65000000 0.037935642966 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BG8 575000.00000000 PA USD 557794.74000000 0.025782964643 Long DBT CORP US N 2 2028-01-15 Fixed 4.88000000 N N N N N United States Treasury 254900HROIFWPRGM1V77 912797GB7 12146000.00000000 PA USD 12128298.30000000 0.560606731880 Long DBT UST US N 2 2024-07-11 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNF33 2467854.09000000 PA USD 2130315.67000000 0.098469651396 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JBFY7 485524.01000000 PA USD 496632.24000000 0.022955848390 Long ABS-MBS USGSE US N 2 2047-04-01 Floating 6.26000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00912XAY0 430000.00000000 PA USD 405830.25000000 0.018758705015 Long DBT CORP US N 2 2027-12-01 Fixed 3.63000000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AM9 157000.00000000 PA USD 105186.89000000 0.004862057081 Long DBT CORP US N 2 2050-03-01 Fixed 3.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJYP2 931777.50000000 PA USD 907204.16000000 0.041933727775 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.00000000 N N N N N N DTE ELECTRIC SECUR FND N/A 23345GAA8 1021489.79000000 PA USD 977934.59000000 0.045203102771 Long DBT CORP US N 2 2026-12-01 Fixed 2.64000000 N N N N N N Ashtead Capital Inc 213800J1134IW58IC398 045054AF0 403000.00000000 PA USD 388327.44000000 0.017949672052 Long DBT CORP US N 2 2027-08-15 Fixed 4.38000000 N N N N N N Bay Area Toll Authority 5493001FUZGUQMIP5D78 072024ND0 355000.00000000 PA USD 384086.85000000 0.017753659121 Long DBT MUN US N 2 2049-04-01 Fixed 6.26000000 N N N N N N TOTAL PLAY TELECOM 4469000001BSAPAMOQ06 89157FAC4 411000.00000000 PA USD 234799.61000000 0.010853150108 Long DBT CORP MX N 2 2028-09-20 Fixed 6.38000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAP7 866000.00000000 PA USD 873021.02000000 0.040353679368 Long DBT CORP US N 2 2034-06-08 Fixed 5.87000000 N N N N N N ANHEUSER-BUSCH CO/INBEV N/A 03522AAJ9 740000.00000000 PA USD 682688.38000000 0.031555927479 Long DBT CORP US N 2 2046-02-01 Fixed 4.90000000 N N N N N N NBM US HOLDINGS INC 5493008K1QMSP0J8UC24 62877VAB7 619000.00000000 PA USD 612177.51000000 0.028296701212 Long DBT CORP US N 2 2029-08-06 Fixed 6.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JAT57 7879.62000000 PA USD 7082.92000000 0.000327394044 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.50000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAJ4 713000.00000000 PA USD 686381.64000000 0.031726641158 Long DBT CORP ES N 2 2028-04-12 Fixed 4.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q75R4 278570.11000000 PA USD 251961.69000000 0.011646433497 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132L7RM3 372297.28000000 PA USD 349163.69000000 0.016139404745 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4.00000000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAH2 225000.00000000 PA USD 210928.48000000 0.009749754079 Long DBT CORP CA N 2 2028-01-15 Fixed 3.88000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 4664000.00000000 OU Notional Amount USD -4832.56000000 -0.00022337558 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2025-03-09 0.00000000 USD 0.00000000 USD 4664000.00000000 USD -4832.56000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D2N1 391151.38000000 PA USD 334969.99000000 0.015483328883 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHT1 181000.00000000 PA USD 174170.08000000 0.008050669345 Long DBT UST US N 2 2033-08-15 Fixed 3.88000000 N N N N N N UNITED AIR 2016-1 A PTT N/A 90931MAA4 603148.12000000 PA USD 553902.28000000 0.025603043336 Long DBT CORP US N 2 2028-07-07 Fixed 3.45000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AQ1 540000.00000000 PA USD 546936.30000000 0.025281054613 Long DBT CORP GB N 2 2033-11-10 Fixed 8.13000000 N N N N N N PIEDMONT NATURAL GAS CO VXB4M3BDPKF3I2AZ3G89 720186AL9 145000.00000000 PA USD 134005.83000000 0.006194155894 Long DBT CORP US N 2 2029-06-01 Fixed 3.50000000 N N N N N CELULOSA ARAUCO CONSTITU 549300QEKV8G0AMNQD28 151191BB8 204000.00000000 PA USD 190877.66000000 0.008822944366 Long DBT CORP CL N 2 2027-11-02 Fixed 3.88000000 N N N N N N Triton Container Finance LLC N/A 89680HAA0 737112.50000000 PA USD 660928.02000000 0.030550097642 Long ABS-O CORP US N 2 2045-09-20 Fixed 2.11000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNT86 1718193.90000000 PA USD 1634277.38000000 0.075541257176 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DBB0 156000.00000000 PA USD 148223.15000000 0.006851323545 Long DBT CORP US N 2 2027-08-15 Fixed 3.56000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHX0 230000.00000000 PA USD 204769.72000000 0.009465077513 Long DBT CORP US N 2 2030-10-22 Fixed 2.88000000 N N N N N N Ford Credit Floorplan Master Owner Trust 5493001DTG5N7T8BG747 34528QHV9 2135000.00000000 PA USD 2122546.55000000 0.098110539106 Long ABS-O CORP US N 2 2028-05-15 Fixed 4.92000000 N N N N N N SOLVENTUM CORP 254900I70403OSGY4M28 83444MAC5 526000.00000000 PA USD 524501.77000000 0.024244062594 Long DBT CORP US N 2 2029-03-01 Fixed 5.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVL86 1642762.74000000 PA USD 1419430.03000000 0.065610361039 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPRX7 1561121.72000000 PA USD 1476413.77000000 0.068244322330 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QU2U6 43899.79000000 PA USD 39846.25000000 0.001841814526 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XL2S6 1865884.18000000 PA USD 1673354.62000000 0.077347525727 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 3.50000000 N N N N N N State of California N/A 13063A5E0 885000.00000000 PA USD 1022715.12000000 0.047272994684 Long DBT MUN US N 2 2034-04-01 Fixed 7.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNVJ9 961057.84000000 PA USD 915651.35000000 0.042324182516 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N KOREA NATIONAL OIL CORP 988400ZTQ08W926ONT36 50065WAP1 205000.00000000 PA USD 203786.91000000 0.009419649054 Long DBT NUSS KR N 2 2028-04-03 Fixed 4.88000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AV1 1500000.00000000 PA USD 1469937.95000000 0.067944990289 Long DBT CORP GB N 2 2026-02-05 Fixed 2.44000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMPV1 2972162.43000000 PA USD 2456083.93000000 0.113527648410 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMF84 355420.67000000 PA USD 353302.62000000 0.016330718643 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.50000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UDG1 407000.00000000 PA USD 367757.32000000 0.016998858717 Long DBT CORP US N 2 2030-04-01 Fixed 3.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F5CQ4 27458.88000000 PA USD 25710.72000000 0.001188427457 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 4.00000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 96949LAD7 260000.00000000 PA USD 249640.03000000 0.011539119330 Long DBT CORP US N 2 2027-06-15 Fixed 3.75000000 N N N N N N ATLASSIAN CORPORATION 549300V7ZY5P02D2MY38 049468AA9 360000.00000000 PA USD 360127.52000000 0.016646186221 Long DBT CORP US N 2 2029-05-15 Fixed 5.25000000 N N N N N N Chase Mortgage Finance Corporation N/A 161917AB5 500000.00000000 PA USD 440033.50000000 0.020339682967 Long ABS-MBS CORP US N 2 2064-09-25 Variable 3.25000000 N N N N N N NSTAR ELECTRIC CO 54930080R72Y2Z31UR68 67021CAQ0 250000.00000000 PA USD 165382.62000000 0.007644486292 Long DBT CORP US N 2 2051-06-01 Fixed 3.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCRV9 58286.67000000 PA USD 52887.95000000 0.002444641455 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.50000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92553PAP7 447000.00000000 PA USD 296551.61000000 0.013707514838 Long DBT CORP US N 2 2043-03-15 Fixed 4.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMKH6 2813843.48000000 PA USD 2399258.11000000 0.110900986660 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.00000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BR9 220000.00000000 PA USD 219299.72000000 0.010136698182 Long DBT CORP US N 2 2025-02-01 Fixed 5.38000000 N N N N N N WILLIAMS SCOTSMAN INC 549300DAKDS8SCO1OT57 96949VAM5 225000.00000000 PA USD 226977.28000000 0.010491578291 Long DBT CORP US N 2 2029-06-15 Fixed 6.63000000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AL1 434000.00000000 PA USD 377569.50000000 0.017452407437 Long DBT CORP US N 2 2030-03-01 Fixed 2.65000000 N N N N N ARTERA SERVICES LLC 549300J2G34D0WX8Z443 04302XAA2 76000.00000000 PA USD 78299.23000000 0.003619227887 Long DBT CORP US N 2 2031-02-15 Fixed 8.50000000 N N N N N N BALL CORP 0BGI85ALH27ZJP15DY16 058498AZ9 450000.00000000 PA USD 452979.90000000 0.020938104840 Long DBT CORP US N 2 2029-06-15 Fixed 6.00000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQX68 2881400.77000000 PA USD 2804486.13000000 0.129631854779 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TX6 37871000.00000000 PA USD 36069169.02000000 1.667226387890 Long DBT UST US N 2 2054-02-15 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6TG6 1192694.88000000 PA USD 1069635.01000000 0.049441774305 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.50000000 N N N N N N JBS USA HOLD/FOOD/LUX CO N/A 46590XAY2 845000.00000000 PA USD 844633.52000000 0.039041523020 Long DBT CORP LU N 2 2033-04-01 Fixed 5.75000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DF9 724000.00000000 PA USD 756672.67000000 0.034975705753 Long DBT CORP US N 2 2036-09-15 Fixed 6.45000000 N N N N N N DANA INC KVWHW7YLZPFJM8QYNJ51 235825AJ5 145000.00000000 PA USD 124638.04000000 0.005761148229 Long DBT CORP US N 2 2032-02-15 Fixed 4.50000000 N N N N N N CSAIL Commercial Mortgage Trust N/A 12595JAG9 1335000.00000000 PA USD 1254216.61000000 0.057973695683 Long ABS-MBS CORP US N 2 2050-11-15 Fixed 3.19000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ARB20 402178.96000000 PA USD 330945.12000000 0.015297287184 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.50000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 11925000.00000000 OU Notional Amount USD 22088.32000000 0.001020989143 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2025-08-31 0.00000000 USD 0.00000000 USD 11925000.00000000 USD 22088.32000000 N N N COMM Mortgage Trust N/A 12595HAA6 190000.00000000 PA USD 175831.00000000 0.008127442105 Long ABS-MBS CORP US N 2 2029-10-10 Fixed 3.24000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A94U6 1311047.23000000 PA USD 1033714.85000000 0.047781435566 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.00000000 N N N N N N BAE Systems Holdings Inc MF62XBVMNYTYMC18DL76 05523UAP5 696000.00000000 PA USD 679041.93000000 0.031387377501 Long DBT CORP US N 2 2025-12-15 Fixed 3.85000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179M5M8 179159.05000000 PA USD 164420.03000000 0.007599992463 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJS35 261170.83000000 PA USD 230751.92000000 0.010666053600 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCRZ3 1417051.30000000 PA USD 1322063.26000000 0.061109773621 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 4.00000000 N N N N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 59217GEZ8 4827000.00000000 PA USD 4477573.76000000 0.206967039419 Long DBT CORP US N 2 2029-03-21 Fixed 3.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDYY6 923820.50000000 PA USD 769571.28000000 0.035571918628 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92922FBW7 6044.85000000 PA USD 5571.68000000 0.000257539948 Long ABS-MBS CORP US N 2 2033-09-25 Variable 5.68000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQD28 2251442.67000000 PA USD 2179072.50000000 0.100723339955 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QELR1 2698582.11000000 PA USD 2253575.29000000 0.104167084872 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N CLI Funding LLC 549300NQLBWJD5AREU05 12563LAN7 810107.66000000 PA USD 730493.68000000 0.033765633436 Long ABS-O CORP US N 2 2045-09-18 Fixed 2.08000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERSD3 39843.19000000 PA USD 36077.49000000 0.001667611008 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N Credit Suisse Mortgage Trust N/A 12660LAA7 217450.27000000 PA USD 181513.16000000 0.008390088774 Long ABS-MBS CORP US N 2 2066-04-25 Variable 1.02000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQ5Y8 1932145.18000000 PA USD 1835753.90000000 0.084854112997 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 4.50000000 N N N N N N BMO Mortgage Trust N/A 055986AC7 2700000.00000000 PA USD 2799280.62000000 0.129391240318 Long ABS-MBS CORP US N 2 2056-08-15 Variable 6.53000000 N N N N N N OZLM Ltd N/A 67108LBK8 5250000.00000000 PA USD 5250197.30000000 0.242680042762 Long ABS-CBDO CORP KY N 2 2031-04-17 Floating 6.47000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJQL0 648155.13000000 PA USD 616520.86000000 0.028497464022 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XM5R3 1501043.54000000 PA USD 1338448.15000000 0.061867132931 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.50000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 1272.38000000 0.000058813262 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 4919867.00000000 EUR 5281827.03000000 USD 2024-08-02 1272.38000000 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKA6 1310000.00000000 PA USD 1072810.47000000 0.049588553697 Long DBT CORP US N 2 2032-07-21 Fixed 2.30000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XBA6 686000.00000000 PA USD 665501.15000000 0.030761481581 Long DBT CORP US N 2 2054-04-18 Fixed 5.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FTL0 456503.27000000 PA USD 445444.71000000 0.020589805505 Long ABS-MBS USGA US N 2 2041-05-20 Fixed 4.50000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 31418CYL2 224610.70000000 PA USD 202201.48000000 0.009346365671 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYVC0 1727106.65000000 PA USD 1459717.48000000 0.067472569167 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 2.00000000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BS1 565000.00000000 PA USD 468046.20000000 0.021634514922 Long DBT CORP US N 2 2032-04-15 Fixed 2.70000000 N N N N N N TIF Funding II LLC N/A 872480AE8 530075.01000000 PA USD 461334.67000000 0.021324287649 Long ABS-O CORP US N 2 2046-02-20 Fixed 1.65000000 N N N N N N CNO Financial Group Inc 11XPYHB76MPM4Y4P2897 12621EAL7 834000.00000000 PA USD 809883.17000000 0.037435256448 Long DBT CORP US N 2 2029-05-30 Fixed 5.25000000 N N N N N N ELEMENT FLEET MANAGEMENT 5493000PGBS1C22ELQ16 286181AM4 3158000.00000000 PA USD 3166732.53000000 0.146375982060 Long DBT CORP CA N 2 2027-03-13 Fixed 5.64000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQ5X0 1477895.10000000 PA USD 1406662.09000000 0.065020188127 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 4.50000000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAH0 296000.00000000 PA USD 275909.03000000 0.012753352183 Long DBT CORP US N 2 2029-04-15 Fixed 4.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DWQ1 943595.76000000 PA USD 706194.92000000 0.032642471052 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 1.50000000 N N N N N N Driven Brands Funding, LLC N/A 26209XAD3 676650.00000000 PA USD 592566.29000000 0.027390211144 Long ABS-O CORP US N 2 2051-10-20 Fixed 2.79000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNNL3 2165763.48000000 PA USD 2113615.90000000 0.097697737377 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5.00000000 N N N N N N World OMNI Select Auto Trust N/A 98163HAE9 200000.00000000 PA USD 190284.22000000 0.008795513769 Long ABS-O CORP US N 2 2027-11-15 Fixed 1.09000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAL9 2100000.00000000 PA USD 2062504.37000000 0.095335207442 Long DBT CORP IE N 2 2026-04-03 Fixed 4.45000000 N N N N N N District of Columbia Water & Sewer Authority 549300OT2FIJQJ5PSH71 254845JZ4 90000.00000000 PA USD 80935.75000000 0.003741095838 Long DBT MUN US N 2 2114-10-01 Fixed 4.81000000 N N N N N N BROOKFIELD FIN I UK PLC 213800JCKNPJE9FDCJ76 11272BAA1 1847000.00000000 PA USD 1482476.76000000 0.068524572116 Long DBT CORP GB N 2 2032-01-30 Fixed 2.34000000 N N N N N Kubota Credit Owner Trust N/A 50117BAC4 2600000.00000000 PA USD 2596108.32000000 0.120000000402 Long ABS-O CORP US N 2 2028-07-17 Fixed 5.19000000 N N N N N N AUTODESK INC FRKKVKAIQEF3FCSTPG55 052769AG1 363000.00000000 PA USD 323690.13000000 0.014961939542 Long DBT CORP US N 2 2030-01-15 Fixed 2.85000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TK4 27527000.00000000 PA USD 23258164.59000000 1.075062908070 Long DBT UST US N 2 2042-08-15 Fixed 3.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WXL7 2578385.02000000 PA USD 2315993.06000000 0.107052223511 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 3.50000000 N N N N N N SOLVENTUM CORP 254900I70403OSGY4M28 83444MAE1 1064000.00000000 PA USD 1050929.37000000 0.048577142891 Long DBT CORP US N 2 2031-03-13 Fixed 5.45000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A22A9 1522108.00000000 PA USD 1429930.80000000 0.066095738476 Long ABS-MBS USGA US N 2 2045-08-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KGP44 235941.30000000 PA USD 203764.25000000 0.009418601640 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.00000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAW8 2786000.00000000 PA USD 2720613.08000000 0.125754988025 Long DBT CORP XX N 2 2025-05-01 Fixed 2.70000000 N N N N N N COMISION FEDERAL DE ELEC 4469000001BFPONMPF32 200447AL4 1090000.00000000 PA USD 1021261.44000000 0.047205801186 Long DBT CORP MX N 2 2029-05-15 Fixed 4.69000000 N N N N N N SESAC Finance, LLC N/A 78396YAA1 628650.00000000 PA USD 612269.08000000 0.028300933855 Long ABS-O CORP US N 2 2049-07-25 Fixed 5.22000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSNV0 527817.52000000 PA USD 470829.82000000 0.021763182281 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.50000000 N N N N N N ARSENAL AIC PARENT LLC N/A 04288BAB6 266000.00000000 PA USD 279471.84000000 0.012918036067 Long DBT CORP US N 2 2030-10-01 Fixed 8.00000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDS2 495000.00000000 PA USD 416241.22000000 0.019239931624 Long DBT CORP US N 2 2032-01-12 Fixed 3.10000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGKT5 708414.62000000 PA USD 630478.42000000 0.029142624778 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJQ3 265000.00000000 PA USD 248550.90000000 0.011488776439 Long DBT CORP US N 2 2027-03-11 Fixed 1.66000000 N N N N N N SUN COMMUNITIES OPER LP 549300PUNBPJCGT6X741 866677AF4 1550000.00000000 PA USD 1363611.31000000 0.063030250505 Long DBT US N 2 2028-11-01 Fixed 2.30000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179MVR8 25836.88000000 PA USD 22977.17000000 0.001062074485 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 3.00000000 N N N N N N MILLICOM INTL CELLULAR 549300CTHC1CP86P2G96 600814AQ0 423900.00000000 PA USD 408395.01000000 0.018877256001 Long DBT CORP LU N 2 2029-03-25 Fixed 6.25000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWQ3 1200000.00000000 PA USD 1192353.82000000 0.055114209903 Long DBT CORP US N 2 2025-09-29 Fixed 3.27000000 N N N N N N CONSTELLATION EN GEN LLC S2PEWKCZFFECR4533P43 210385AD2 250000.00000000 PA USD 260675.64000000 0.012049218695 Long DBT CORP US N 2 2034-01-15 Fixed 6.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNQL9 771572.34000000 PA USD 637769.62000000 0.029479646156 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Madison Park Funding Ltd N/A 55821KAC0 2000000.00000000 PA USD 2002178.00000000 0.092546739654 Long ABS-CBDO CORP KY N 2 2034-07-17 Floating 6.70000000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776743AN6 405000.00000000 PA USD 360713.81000000 0.016673286323 Long DBT CORP US N 2 2027-09-15 Fixed 1.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CN83 359471.46000000 PA USD 335031.11000000 0.015486154034 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 2.50000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCS2 221000.00000000 PA USD 217923.57000000 0.010073088355 Long DBT CORP US N 2 2028-05-10 Fixed 4.93000000 N N N N N N HEALTHPEAK OP LLC PZ9HF5U52KPF0MH0QN75 40414LAQ2 646000.00000000 PA USD 618877.57000000 0.028606398306 Long DBT US N 2 2026-07-15 Fixed 3.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912834AE8 85000.00000000 PA USD 44878.27000000 0.002074409752 Long DBT UST US N 2 2038-05-15 None 0.00000000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BV4 1242000.00000000 PA USD 1321421.03000000 0.061080087803 Long DBT CORP US N 2 2029-11-01 Fixed 6.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5JD8 134210.64000000 PA USD 124730.83000000 0.005765437264 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P8DM0 216949.34000000 PA USD 200204.93000000 0.009254079075 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 3.00000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AS2 300000.00000000 PA USD 215973.53000000 0.009982951592 Long DBT CORP US N 2 2051-03-15 Fixed 3.60000000 N N N N N N FRESENIUS MED CARE III 5299006ZHLMXOOUVTU44 35805BAB4 1089000.00000000 PA USD 860418.83000000 0.039771167925 Long DBT CORP US N 2 2031-02-16 Fixed 2.38000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162XBD5 1200000.00000000 PA USD 1142721.00000000 0.052820030429 Long ABS-MBS CORP US N 2 2053-10-15 Fixed 1.75000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAN5 122000.00000000 PA USD 121907.95000000 0.005634955189 Long DBT CORP US N 2 2028-03-30 Fixed 5.25000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAN0 1238000.00000000 PA USD 1224196.92000000 0.056586094563 Long DBT CORP US N 2 2026-11-15 Fixed 6.50000000 N N N N N N UMBS B1V7KEBTPIMZEU4LTD58 3140JAKG2 245278.75000000 PA USD 228901.93000000 0.010580541451 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N Michigan State University N/A 594712WY3 456000.00000000 PA USD 353615.41000000 0.016345176746 Long DBT MUN US N 2 2122-08-15 Fixed 4.17000000 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AT6 414000.00000000 PA USD 381107.62000000 0.017615950074 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SQY6 72234.94000000 PA USD 70129.89000000 0.003241616215 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 4.50000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CT4 201000.00000000 PA USD 200911.78000000 0.009286751825 Long DBT CORP US N 2 2031-04-01 Fixed 5.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DN81 323516.22000000 PA USD 300267.19000000 0.013879260215 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 3.00000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BE7 264000.00000000 PA USD 296311.49000000 0.013696415764 Long DBT CORP CH N 2 2033-11-13 Fixed 9.25000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBJ6 413000.00000000 PA USD 373454.55000000 0.017262201967 Long DBT CORP US N 2 2028-07-15 Fixed 4.00000000 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 366651AC1 741000.00000000 PA USD 714809.87000000 0.033040680170 Long DBT CORP US N 2 2028-07-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QDX33 4496859.66000000 PA USD 4023316.37000000 0.185969885116 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H032670 3000000.00000000 PA USD 2693906.25000000 0.124520517342 Long ABS-MBS USGA US N 2 2054-07-20 Fixed 3.50000000 N N N N N N TAPESTRY INC 549300LJNVY5SW3VTN33 876030AF4 296000.00000000 PA USD 311916.59000000 0.014417730815 Long DBT CORP US N 2 2033-11-27 Fixed 7.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DYY2 <