NPORT-P false 0000351601 XXXXXXXX S000001587 C000053056 C000053055 C000004301 C000166200 C000089691 C000178345 RUSSELL INVESTMENT CO 811-03153 0000351601 549300J63VJ9OS4TCK93 1301 SECOND AVENUE 18TH FLOOR SEATTLE 98101 800-787-7354 Investment Grade Bond Fund S000001587 6XE31ODZPBO0SIDX5S75 2022-10-31 2022-10-31 N 517633788.86 9207979.69 508425809.17 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 930000.00000000 0.00000000 0.00000000 11755669.80000000 CAD EUR GBP USD N Bloomberg U.S. Aggregate LEHM.MC.LEHMRT00001UUSD OFFICE PPTY INCOME TRST N/A 67623CAD1 334000.00000000 PA USD 243539.43000000 0.047900681988 Long DBT US N 2 2026-06-15 Fixed 2.65000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAJ7 758000.00000000 PA USD 676059.37000000 0.132971095842 Long DBT CORP US N 2 2037-05-01 Fixed 6.55000000 N N N N N N TELEDYNE FLIR LLC 5493000HDPX16EHNN346 302445AE1 205000.00000000 PA USD 159845.52000000 0.031439300900 Long DBT CORP US N 2 2030-08-01 Fixed 2.50000000 N N N N N N HGI CRE CLO Ltd 549300VYJ293N0KO2L78 40441LAA4 1963000.00000000 PA USD 1869150.15000000 0.367634788849 Long ABS-CBDO CORP KY Y 2 2036-06-16 Floating 4.46000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SE9 1360000.00000000 PA USD 1161737.50000000 0.228496956497 Long DBT UST US N 2 2048-11-15 Fixed 3.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828R36 4362000.00000000 PA USD 3968738.44000000 0.780593425514 Long DBT UST US N 2 2026-05-15 Fixed 1.63000000 N N N N N N Boardwalk Pipelines LP 549300W6AQ2GHHCGL606 096630AG3 335000.00000000 PA USD 304876.44000000 0.059964784340 Long DBT CORP US N 2 2029-05-03 Fixed 4.80000000 N N N N N N HOSPITAL SPECIAL SURGERY 549300U0XV0GGBTV6I72 44107HAF9 340000.00000000 PA USD 193124.86000000 0.037984865543 Long DBT CORP US N 2 2050-10-01 Fixed 2.67000000 N N N N N N CISCO SYSTEMS INC 549300LKFJ962MZ46593 17275RAN2 281000.00000000 PA USD 276766.04000000 0.054435875403 Long DBT CORP US N 2 2024-03-04 Fixed 3.63000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822CQ5 405000.00000000 PA USD 399114.78000000 0.078500102237 Long DBT CORP JP N 2 2025-09-12 Fixed 5.06000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDC7 355000.00000000 PA USD 316143.41000000 0.062180834312 Long DBT CORP US N 2 2033-04-26 Fixed 4.59000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SN9 3505000.00000000 PA USD 1806033.41000000 0.355220639359 Long DBT UST US N 2 2050-05-15 Fixed 1.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A46Y6 86643.32000000 PA USD 81311.96000000 0.015992885989 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2F9 810000.00000000 PA USD 733813.98000000 0.144330591949 Long DBT CORP US N 2 2027-06-17 Fixed 3.20000000 N N N N N N WARWICK FINANCE RESIDENTIAL MORTGAGES PLC 213800JVKL1PIG7KRI38 000000000 575905.10000000 PA 655489.71000000 0.128925341353 Long ABS-MBS CORP GB Y 2 2049-12-21 Floating 3.10000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RN0 1210000.00000000 PA USD 931983.60000000 0.183307688789 Long DBT UST US N 2 2045-08-15 Fixed 2.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828YS3 5120000.00000000 PA USD 4396199.99000000 0.864668927247 Long DBT UST US N 2 2029-11-15 Fixed 1.75000000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAN4 351000.00000000 PA USD 326645.31000000 0.064246406084 Long DBT CORP US N 2 2025-02-15 Fixed 2.24000000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 42809HAC1 425000.00000000 PA USD 398080.09000000 0.078296593685 Long DBT CORP US N 2 2040-01-15 Fixed 6.00000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RFW7 780000.00000000 PA USD 682234.58000000 0.134185670297 Long DBT CORP US N 2 2037-08-15 Fixed 4.90000000 N N N N N N Bluemountain CLO Ltd 5493009UJ1T6R11V4458 09628JAL5 551000.00000000 PA USD 536820.02000000 0.105584730420 Long ABS-CBDO CORP KY Y 2 2031-04-20 Floating 5.24000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KHWV4 2829449.75000000 PA USD 2422763.69000000 0.476522561660 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F9AV3 1442730.32000000 PA USD 258352.32000000 0.050814163116 Long ABS-MBS USGSE US N 2 2050-10-25 Fixed 3.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 059438AG6 260000.00000000 PA USD 277008.08000000 0.054483481169 Long DBT CORP US N 2 2025-07-15 Fixed 7.75000000 N N N N N N SCENTRE GROUP TRUST 1/2 N/A 80622GAD6 555000.00000000 PA USD 512642.22000000 0.100829307000 Long DBT AU Y 2 2026-01-28 Fixed 3.63000000 N N N N N N FORTIVE CORPORATION 549300MU9YQJYHDQEF63 34959JAG3 289000.00000000 PA USD 265487.92000000 0.052217632388 Long DBT CORP US N 2 2026-06-15 Fixed 3.15000000 N N N N N N HSBC USA Inc 549300LBOHZ4QSIWU288 760719BH6 245000.00000000 PA USD 239755.59000000 0.047156455411 Long DBT CORP US N 2 2097-07-15 Fixed 7.20000000 N N N N N N Taurus CMBS 6354001CXJE7XMMVG324 000000000 477489.53000000 PA 497264.46000000 0.097804724117 Long ABS-MBS CORP IE Y 2 2031-08-17 Floating 3.46000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAN5 310000.00000000 PA USD 253013.58000000 0.049764110207 Long DBT CORP ES N 2 2027-09-14 Fixed 1.72000000 N N N N N N Madison Park Funding Ltd N/A 55819BAW0 1640000.00000000 PA USD 1600935.20000000 0.314880789119 Long ABS-CBDO CORP KY Y 2 2030-10-21 Floating 5.22000000 N N N N N N BROOKFIELD FINANCE LLC 549300E643C5WZF8BL44 11271RAB5 359000.00000000 PA USD 212979.75000000 0.041890035115 Long DBT CORP US N 2 2050-04-15 Fixed 3.45000000 N N N N N N PUBLIC SERVICE ELECTRIC 549300RUHPVD434XUK18 74456QBW5 230000.00000000 PA USD 226478.50000000 0.044545043920 Long DBT CORP US N 2 2023-09-01 Fixed 3.25000000 N N N N N N Sequoia Mortgage Trust N/A 81748WAK2 1979532.32000000 PA USD 1740969.97000000 0.342423602146 Long ABS-MBS CORP US Y 2 2051-06-25 Variable 2.50000000 N N N N N N Newgate Funding PLC 2138006KF4KS6D5P1697 000000000 558117.84000000 PA 596746.09000000 0.117371321289 Long ABS-MBS CORP GB Y 2 2050-12-01 Floating 2.14000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ED80 3780131.09000000 PA USD 3440745.52000000 0.676744857940 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N APOLLO MANAGEMENT HOLDIN 5493006XQW0V5K38YM64 03765HAB7 230000.00000000 PA USD 216030.52000000 0.042490077431 Long DBT CORP US Y 2 2026-05-27 Fixed 4.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140E24F5 181278.38000000 PA USD 163121.62000000 0.032083662366 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.50000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAL8 1160000.00000000 PA USD 1128038.72000000 0.221868894075 Long DBT CORP US N 2 2025-03-15 Fixed 6.05000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAQ6 515000.00000000 PA USD 437746.67000000 0.086098436016 Long DBT CORP US N 2 2030-05-15 Fixed 3.75000000 N N N N N N Berkshire Hathaway Inc 5493000C01ZX7D35SD85 084670BS6 290000.00000000 PA USD 274821.28000000 0.054053369251 Long DBT CORP US N 2 2026-03-15 Fixed 3.13000000 N N N N N N CITADEL FINANCE LLC 549300BQL283NCR7P163 17287HAA8 590000.00000000 PA USD 519713.75000000 0.102220174630 Long DBT CORP US Y 2 2026-03-09 Fixed 3.38000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJW0 880000.00000000 PA USD 608939.94000000 0.119769675145 Long DBT CORP US N 2 2042-04-22 Fixed 3.31000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076BM3 285000.00000000 PA USD 267882.08000000 0.052688529018 Long DBT CORP US N 2 2026-04-01 Fixed 3.00000000 N N N N N N SCHLUMBERGER FIN CA 549300P4EXZFF0LRNF59 80685XAC5 250000.00000000 PA USD 226126.68000000 0.044475846017 Long DBT CORP CA N 2 2025-09-17 Fixed 1.40000000 N N N N N N BELLEMEADE RE LT N/A 078777AD1 961000.00000000 PA USD 856400.34000000 0.168441555199 Long ABS-MBS CORP US Y 2 2031-09-25 Floating 4.55000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBK5 320000.00000000 PA USD 270345.38000000 0.053173024485 Long DBT CORP US N 2 2079-05-01 Fixed 5.65000000 N N N N N N BON SECOURS MERCY 5493006NA7JSVYYYF398 09778PAA3 565000.00000000 PA USD 495347.15000000 0.097427616982 Long DBT CORP US N 2 2030-06-01 Fixed 3.46000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QBLZ9 376119.78000000 PA USD 347696.79000000 0.068386927596 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFF3 235000.00000000 PA USD 210288.28000000 0.041360661911 Long DBT UST US N 2 2032-08-15 Fixed 2.75000000 N N N N N N Georgia Power Co D981X4Z4RWS7PDMJUZ03 373334KA8 565000.00000000 PA USD 449231.68000000 0.088357371301 Long DBT CORP US N 2 2043-03-15 Fixed 4.30000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAN8 380000.00000000 PA USD 354745.26000000 0.069773259657 Long DBT CORP US N 2 2038-07-01 Fixed 7.30000000 N N N N N N JP Morgan Mortgage Trust N/A 46592ABH6 183335.38000000 PA USD 158111.22000000 0.031098189184 Long ABS-MBS CORP US Y 2 2050-08-25 Variable 3.50000000 N N N N N N Banc of America Mortgage Securities N/A 05950TAA3 13418.53000000 PA USD 11235.54000000 0.002209868145 Long ABS-MBS CORP US N 2 2046-10-20 Variable 4.12000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AZ1 255000.00000000 PA USD 221973.08000000 0.043658892998 Long DBT CORP CH Y 2 2033-08-12 Fixed 6.54000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828ZE3 4275000.00000000 PA USD 3648946.30000000 0.717694938806 Long DBT UST US N 2 2027-03-31 Fixed 0.63000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGF5 297000.00000000 PA USD 280437.97000000 0.055158090903 Long DBT CORP US N 2 2024-03-22 Fixed 0.75000000 N N N N N N Bayer US Finance LLC 54930093Q75GSEM74I71 07274EAG8 509000.00000000 PA USD 489343.98000000 0.096246880306 Long DBT CORP US Y 2 2024-10-08 Fixed 3.38000000 N N N N N N OMEGA HLTHCARE INVESTORS 549300OJ7ENK42CZ8E73 681936BH2 281000.00000000 PA USD 269262.28000000 0.052959994387 Long DBT US N 2 2026-01-15 Fixed 5.25000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 292480AH3 355000.00000000 PA USD 344905.41000000 0.067837903540 Long DBT CORP US N 2 2024-05-15 Fixed 3.90000000 N N N N N N KAUPTHING BANK HF 5493003NQ84XTWNKWP07 000000000 100000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP IS Y 3 2011-10-04 None 0.00000000 Y N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8B1 290000.00000000 PA USD 266209.55000000 0.052359566567 Long DBT CORP US Y 2 2027-08-15 Fixed 3.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -8.00000000 NC USD 22294.88000000 0.004385080300 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT Ultra 10-Year U.S. Treasury Notes Futures UXYZ2 Comdty 2022-12-20 -950169.88000000 USD 22294.88000000 N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EAN5 565000.00000000 PA USD 524522.49000000 0.103165984208 Long DBT CORP GB N 2 2026-01-12 Fixed 4.38000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NX5 415000.00000000 PA USD 409501.58000000 0.080543035505 Long DBT CORP US N 2 2026-09-29 Fixed 5.61000000 N N N N N N ADVOCATE HEALTH CORP 549300AEHU3PPOUCIL87 007589AD6 575000.00000000 PA USD 457528.14000000 0.089989164937 Long DBT CORP US N 2 2030-06-15 Fixed 2.21000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W9HC7 87350.65000000 PA USD 81792.79000000 0.016087458292 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 4.00000000 N N N N N N ENSTAR GROUP LTD 213800AMAL5QFXVUCN04 29359UAC3 300000.00000000 PA USD 207848.65000000 0.040880821990 Long DBT CORP BM N 2 2031-09-01 Fixed 3.10000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VAQ6 675000.00000000 PA USD 471297.43000000 0.092697385046 Long DBT CORP US Y 2 2052-03-15 Fixed 5.14000000 N N N N N N FARMERS EXCHANGE CAP III N/A 30958QAA9 290000.00000000 PA USD 256800.65000000 0.050508972079 Long DBT CORP US Y 2 2054-10-15 Fixed 5.45000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83367TBJ7 384000.00000000 PA USD 355845.13000000 0.069989588172 Long DBT CORP FR Y 2 2025-04-14 Fixed 4.25000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYJ7 475000.00000000 PA USD 353473.39000000 0.069523101232 Long DBT CORP US N 2 2032-07-21 Fixed 2.38000000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 80414L2H7 661000.00000000 PA USD 590510.96000000 0.116144961437 Long DBT CORP SA Y 2 2025-11-24 Fixed 1.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4HS8 333448.85000000 PA USD 287752.07000000 0.056596668542 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.00000000 N N N N N N FREEPORT INDONESIA PT 549300T4HTQHRKLNE619 69377FAB2 355000.00000000 PA USD 298643.75000000 0.058738904401 Long DBT CORP ID Y 2 2032-04-14 Fixed 5.32000000 N N N N N N Credit Suisse USA Inc EXD7DEVFDH4HOFFQ7349 22541LAE3 256000.00000000 PA USD 251211.52000000 0.049409671080 Long DBT CORP US N 2 2032-07-15 Fixed 7.13000000 N N N N N N DEERE & COMPANY PWFTNG3EI0Y73OXWDH08 244199BH7 205000.00000000 PA USD 195056.82000000 0.038364854120 Long DBT CORP US N 2 2025-04-15 Fixed 2.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AN3S2 51476.74000000 PA USD 49249.48000000 0.009686660100 Long ABS-MBS USGSE US N 2 2041-05-15 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCC3 5080000.00000000 PA USD 4750990.65000000 0.934451116428 Long DBT UST US N 2 2024-05-15 Fixed 0.25000000 N N N N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 07274NBH5 455000.00000000 PA USD 324217.59000000 0.063768908688 Long DBT CORP US Y 2 2064-07-15 Fixed 4.70000000 N N N N N N Reliance Industries Ltd 5493003UOETFYRONLG31 759470AQ0 284000.00000000 PA USD 273066.71000000 0.053708270720 Long DBT CORP IN Y 2 2025-01-28 Fixed 4.13000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAE2 275000.00000000 PA USD 239906.98000000 0.047186231633 Long DBT CORP US Y 2 2029-07-15 Fixed 4.30000000 N N N N N N HF SINCLAIR CORP N/A 403949AB6 285000.00000000 PA USD 277180.08000000 0.054517311080 Long DBT CORP US N 2 2026-04-01 Fixed 5.88000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLY9 1510482.52000000 PA USD 1246741.52000000 0.245216017266 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SW9 2284000.00000000 PA USD 1544019.68000000 0.303686329873 Long DBT UST US N 2 2041-02-15 Fixed 1.88000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBM4 397000.00000000 PA USD 242891.03000000 0.047773151090 Long DBT CORP US N 2 2041-02-04 Fixed 3.40000000 N N N N N N Brown & Brown Inc 549300PC8KTJ71XKFY89 115236AA9 285000.00000000 PA USD 277441.78000000 0.054568783684 Long DBT CORP US N 2 2024-09-15 Fixed 4.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H6CF4 162172.23000000 PA USD 149878.07000000 0.029478847709 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.00000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833BW9 302000.00000000 PA USD 288846.51000000 0.056811929054 Long DBT CORP US N 2 2036-02-23 Fixed 4.50000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BP6 305000.00000000 PA USD 294627.44000000 0.057948954338 Long DBT CORP US N 2 2023-08-03 Fixed 0.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJQ43 89700.38000000 PA USD 83676.47000000 0.016457950892 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WGV84 671913.44000000 PA USD 628545.08000000 0.123625722507 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4.00000000 N N N N N N ENBRIDGE ENERGY PARTNERS CZ6VG2MNE1J6YDI02G48 29250RAT3 295000.00000000 PA USD 262633.50000000 0.051656209276 Long DBT CORP US N 2 2040-09-15 Fixed 5.50000000 N N N N N N TRITON CONTAINER 549300O4LZFLCX53XZ54 89680YAA3 540000.00000000 PA USD 456061.47000000 0.089700692170 Long DBT CORP BM Y 2 2026-04-15 Fixed 2.05000000 N N N N N N AXIS SPECIALTY FINANCE N/A 05463HAC5 355000.00000000 PA USD 287550.00000000 0.056556924297 Long DBT CORP US N 2 2040-01-15 Fixed 4.90000000 N N N N N N FREEPORT INDONESIA PT 549300T4HTQHRKLNE619 69377FAC0 210000.00000000 PA USD 158256.00000000 0.031126665315 Long DBT CORP ID Y 2 2052-04-14 Fixed 6.20000000 N N N N N N Reynolds American Inc 02S2RPPVO9RP4NEU2740 761713AT3 390000.00000000 PA USD 371732.31000000 0.073114366598 Long DBT CORP US N 2 2037-06-15 Fixed 7.25000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VCV4 980000.00000000 PA USD 823710.04000000 0.162011846201 Long DBT CORP US N 2 2036-01-15 Fixed 4.27000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61772BAB9 240000.00000000 PA USD 205381.21000000 0.040395512244 Long DBT CORP US N 2 2027-05-04 Fixed 1.59000000 N N N N N N Sabra Health Care LP 549300OVKLRFSIQG0H81 14162VAB2 287000.00000000 PA USD 260349.66000000 0.051207010994 Long DBT US N 2 2026-08-15 Fixed 5.13000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJG6 515000.00000000 PA USD 468967.98000000 0.092239215937 Long DBT CORP US N 2 2033-07-22 Fixed 4.97000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FXNX2 1947721.68000000 PA USD 224144.59000000 0.044085997594 Long ABS-MBS USGSE US N 2 2050-11-25 Fixed 2.00000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VAN3 631000.00000000 PA USD 461636.50000000 0.090797219903 Long DBT CORP US Y 2 2042-03-15 Fixed 5.05000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBV2 258000.00000000 PA USD 212723.75000000 0.041839683620 Long DBT CORP US Y 2 2037-05-15 Fixed 4.93000000 N N N N N N BDS Ltd N/A 05493FAA7 1397000.00000000 PA USD 1342929.95000000 0.264134889649 Long ABS-CBDO CORP KY Y 2 2036-06-16 Floating 4.51000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353AL2 337000.00000000 PA USD 320753.52000000 0.063087576243 Long DBT CORP GB N 2 2025-11-16 Fixed 3.38000000 N N N N N N Neuberger Berman CLO Ltd 549300P0MOXZPIM3AS61 64131QAJ9 995000.00000000 PA USD 971725.96000000 0.191124435949 Long ABS-CBDO CORP KY Y 2 2030-10-18 Floating 5.11000000 N N N N N N SVB FINANCIAL GROUP 549300D2KJ20JMXE7542 78486QAQ4 550000.00000000 PA USD 367125.00000000 0.072208175387 Long DBT CORP US N 2 2031-11-15 Fixed 4.70000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAQ4 191000.00000000 PA USD 164273.74000000 0.032310267700 Long DBT CORP US N 2 2030-11-15 Fixed 4.15000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 0641596E1 306000.00000000 PA USD 281735.59000000 0.055413313981 Long DBT CORP CA N 2 2024-07-31 Fixed 0.65000000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AP6 323000.00000000 PA USD 263375.10000000 0.051802071265 Long DBT CORP US Y 2 2027-10-15 Fixed 1.83000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828ZW3 5119000.00000000 PA USD 4591902.97000000 0.903160871690 Long DBT UST US N 2 2025-06-30 Fixed 0.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERUC2 83626.07000000 PA USD 78375.48000000 0.015415322862 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 4.00000000 N N N N N N Towd Point Mortgage Funding 635400HPLEYAA7LW8Q98 000000000 2034000.00000000 PA 2201890.51000000 0.433080003077 Long ABS-MBS CORP GB Y 2 2045-07-20 Floating 3.39000000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DAS8 195000.00000000 PA USD 150214.37000000 0.029544993053 Long DBT CORP US N 2 2037-09-20 Fixed 5.00000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAB1 290000.00000000 PA USD 203259.98000000 0.039978296997 Long DBT CORP GB Y 2 2045-09-15 Fixed 5.63000000 N N N N N N F&G GLOBAL FUNDING 6354009CCUKJIZ7KFX73 30321L2A9 295000.00000000 PA USD 254797.04000000 0.050114890983 Long DBT CORP US Y 2 2026-06-30 Fixed 1.75000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAA9 329000.00000000 PA USD 267184.41000000 0.052551307424 Long DBT CORP US Y 2 2027-11-01 Fixed 3.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAG8 420000.00000000 PA USD 393590.65000000 0.077413585797 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N Morgan Stanley Mortgage Capital Holdings LLC N/A 55375KAJ5 1883000.00000000 PA USD 1513131.73000000 0.297611117041 Long ABS-MBS CORP US Y 2 2039-09-13 Variable 3.74000000 N N N N N N CBAM CLO Management LLC 254900JWJFDB3KD6V066 12480VAC9 573127.56000000 PA USD 563607.91000000 0.110853520776 Long ABS-CBDO CORP KY Y 2 2030-07-20 Floating 5.49000000 N N N N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 084664CV1 260000.00000000 PA USD 160048.76000000 0.031479275267 Long DBT CORP US N 2 2050-10-15 Fixed 2.85000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396JPK5 54432.73000000 PA USD 53939.46000000 0.010609111305 Long ABS-MBS USGSE US N 2 2026-03-15 Fixed 5.00000000 N N N N N N SPECTRA ENERGY PARTNERS 2HKVXE7U4NF5B6UGSU72 84756NAG4 372000.00000000 PA USD 291355.92000000 0.057305493691 Long DBT CORP US N 2 2045-03-15 Fixed 4.50000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -6750.07000000 -0.00132764109 N/A DFE XX N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 659631.44000000 USD 660328.75000000 EUR 2022-11-09 -6750.07000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 99.00000000 NC USD -411671.74000000 -0.08096987457 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year US Treasury Note Future FVZ2 Comdty 2022-12-30 10964452.99000000 USD -411671.74000000 N N N SEALED AIR CORP Q0M0CZB4YN6JZ65WXI09 81211KAZ3 160000.00000000 PA USD 133932.88000000 0.026342659555 Long DBT CORP US Y 2 2026-10-15 Fixed 1.57000000 N N N N N N CORPORATE OFFICE PROP LP H0TWO5VRNEP6CQAWPX27 22003BAN6 355000.00000000 PA USD 264790.08000000 0.052080377357 Long DBT US N 2 2029-01-15 Fixed 2.00000000 N N N N N N AXIS Equipment Finance Receivables LLC 549300IFG1NMINYRYF89 03236XAB3 871000.00000000 PA USD 859274.60000000 0.169006880552 Long ABS-O CORP US Y 2 2028-06-21 Fixed 5.30000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SC3 2362000.00000000 PA USD 1916080.24000000 0.376865258498 Long DBT UST US N 2 2048-05-15 Fixed 3.13000000 N N N N N N Neuberger Berman CLO Ltd 549300E610NX15ZSSH14 64130HAL5 493504.72000000 PA USD 482925.46000000 0.094984450295 Long ABS-CBDO CORP KY Y 2 2030-04-19 Floating 5.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCS8 766000.00000000 PA USD 608820.39000000 0.119746161390 Long DBT UST US N 2 2031-08-15 Fixed 1.25000000 N N N N N N CANADIAN NATL RAILWAY 3SU7BEP7TH9YEQOZCS77 136375BD3 249000.00000000 PA USD 267863.47000000 0.052684868700 Long DBT CORP CA N 2 2028-07-15 Fixed 6.90000000 N N N N N N SK HYNIX INC 988400XAIK6XISWQV045 78392BAA5 361000.00000000 PA USD 339834.57000000 0.066840542685 Long DBT CORP KR Y 2 2024-01-19 Fixed 1.00000000 N N N N N N Sanofi 549300E9PC51EN656011 801060AD6 288000.00000000 PA USD 267238.20000000 0.052561887138 Long DBT CORP FR N 2 2028-06-19 Fixed 3.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419A3V7 22092.70000000 PA USD 22869.95000000 0.004498188248 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 6.00000000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 42809HAD9 315000.00000000 PA USD 283870.22000000 0.055833164815 Long DBT CORP US N 2 2041-02-15 Fixed 5.60000000 N N N N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 45866FAX2 525000.00000000 PA USD 449590.42000000 0.088427930268 Long DBT CORP US N 2 2052-06-15 Fixed 4.95000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128282A7 6534000.00000000 PA USD 5880089.56000000 1.156528534536 Long DBT UST US N 2 2026-08-15 Fixed 1.50000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JY4 565000.00000000 PA USD 541493.92000000 0.106504018921 Long DBT CORP US N 2 2023-11-15 Fixed 1.70000000 N N N N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591EW8 750000.00000000 PA USD 680415.85000000 0.133827952422 Long DBT USGA US N 2 2025-05-15 Fixed 0.75000000 N N N N N N CITADEL LP 549300IPM6EKPVUPFL67 17288XAB0 625000.00000000 PA USD 578104.84000000 0.113704857144 Long DBT CORP US Y 2 2027-01-15 Fixed 4.88000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CD5 430000.00000000 PA USD 358255.24000000 0.070463621936 Long DBT CORP US N 2 2029-03-01 Fixed 3.20000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SBE2 305000.00000000 PA USD 260605.12000000 0.051257256280 Long DBT CORP US N 2 2039-02-14 Fixed 5.80000000 N N N N N N Unum Group 549300E32YFDO6TZ8R31 91529YAJ5 296000.00000000 PA USD 243931.58000000 0.047977812219 Long DBT CORP US N 2 2042-08-15 Fixed 5.75000000 N N N N N N RMAC Securities PLC 213800C48M2JTBGZT736 000000000 393144.07000000 PA 430888.95000000 0.084749621720 Long ABS-MBS CORP GB Y 2 2044-06-12 Floating 2.37000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AJ5 220000.00000000 PA USD 219749.20000000 0.043221487980 Long DBT CORP US N 2 2024-05-15 Fixed 5.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417WUF6 24923.15000000 PA USD 25423.78000000 0.005000489656 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 5.50000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PBB3 385000.00000000 PA USD 374812.79000000 0.073720252441 Long DBT CORP US N 2 2025-11-15 Fixed 4.40000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967EW7 450000.00000000 PA USD 519031.99000000 0.102086082303 Long DBT CORP US N 2 2039-07-15 Fixed 8.13000000 N N N N N N BANCO INBURSA 9598007PWYZP4GP23S45 05969LAA9 339000.00000000 PA USD 327014.12000000 0.064318945675 Long DBT CORP MX Y 2 2024-06-06 Fixed 4.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128286T2 1410000.00000000 PA USD 1262170.31000000 0.248250637012 Long DBT UST US N 2 2029-05-15 Fixed 2.38000000 N N N N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 13607GAP9 289000.00000000 PA USD 280060.96000000 0.055083938491 Long DBT CORP CA N 2 2024-04-02 Fixed 3.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WLCE1 179271.86000000 PA USD 167292.09000000 0.032903933471 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.00000000 N N N N N N Aon Corp LTS3U8DGK38SETRUWX71 037389AK9 244000.00000000 PA USD 253760.00000000 0.049910920221 Long DBT CORP US N 2 2027-01-01 Fixed 8.21000000 N N N N N N QUALCOMM INC H1J8DDZKZP6H7RWC0H53 747525BN2 134000.00000000 PA USD 109681.00000000 0.021572665671 Long DBT CORP US N 2 2028-05-20 Fixed 1.30000000 N N N N N N SURA ASSET MANAGEMENT 549300013ETMS1C0EA22 86425QAA6 287000.00000000 PA USD 277412.22000000 0.054562969659 Long DBT CORP CO Y 2 2024-04-17 Fixed 4.88000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EAV7 285000.00000000 PA USD 212178.22000000 0.041732385762 Long DBT CORP GB N 2 2047-01-10 Fixed 4.95000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SU3 1337000.00000000 PA USD 818546.91000000 0.160996333238 Long DBT UST US N 2 2051-02-15 Fixed 1.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828ZS2 5150000.00000000 PA USD 4345312.50000000 0.854660094280 Long DBT UST US N 2 2027-05-31 Fixed 0.50000000 N N N N N N ALLEGHANY CORP 549300DCJE6AYX159479 017175AF7 460000.00000000 PA USD 295617.46000000 0.058143676947 Long DBT CORP US N 2 2051-08-15 Fixed 3.25000000 N N N N N N TSMC ARIZONA CORP 2549005GOBWLCSY63Q97 872898AA9 270000.00000000 PA USD 232993.70000000 0.045826489489 Long DBT CORP US N 2 2026-10-25 Fixed 1.75000000 N N N N N N Ace Securities Corp. N/A 00443WAA2 79687.33000000 PA USD 79604.55000000 0.015657063147 Long ABS-MBS CORP US N 2 2037-05-25 Floating 4.13000000 N N N N N N PUBLIC SERVICE OKLAHOMA F3TJNSIZRGXRH8GEIK79 744533BJ8 115000.00000000 PA USD 118099.10000000 0.023228384135 Long DBT CORP US N 2 2037-11-15 Fixed 6.63000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAK6 380000.00000000 PA USD 358371.34000000 0.070486457126 Long DBT CORP US N 2 2036-04-01 Fixed 6.60000000 N N N N N N TENNESSEE GAS PIPELINE N/A 880451AZ2 670000.00000000 PA USD 545463.04000000 0.107284687394 Long DBT CORP US Y 2 2030-03-01 Fixed 2.90000000 N N N N N N Mercury General Corp 5493001Q9EXPCEL4W527 589400AB6 480000.00000000 PA USD 442455.52000000 0.087024598676 Long DBT CORP US N 2 2027-03-15 Fixed 4.40000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DU9 285000.00000000 PA USD 241100.04000000 0.047420889272 Long DBT CORP US N 2 2032-03-15 Fixed 2.95000000 N N N N N N Arbor Realty Collateralized Loan Obligation Ltd N/A 03880KAA2 4261000.00000000 PA USD 4045915.37000000 0.795773010934 Long ABS-CBDO CORP KY Y 2 2034-08-15 Floating 4.48000000 N N N N N N KKR GROUP FINANCE CO III N/A 48250AAA1 225000.00000000 PA USD 189969.66000000 0.037364283357 Long DBT CORP US Y 2 2044-06-01 Fixed 5.13000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AL3 327000.00000000 PA USD 294508.91000000 0.057925641202 Long DBT CORP US N 2 2029-01-15 Fixed 5.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406BWL0 19444.24000000 PA USD 19572.73000000 0.003849672783 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 6.00000000 N N N N N N GE CAPITAL INTL FUNDING 549300G6UZOB126GBY72 36164QNA2 925000.00000000 PA USD 816119.38000000 0.160518873212 Long DBT CORP IE N 2 2035-11-15 Fixed 4.42000000 N N N N N N FRANKLIN BSP LENDING COR 549300K8IFP295FLKS39 12325JAJ0 319000.00000000 PA USD 273511.80000000 0.053795813482 Long DBT CORP US N 2 2026-03-30 Fixed 3.25000000 N N N N N N Greenpoint Manufactured Housing N/A 395383AW2 525000.00000000 PA USD 514692.58000000 0.101232583145 Long ABS-O CORP US N 2 2031-08-21 Floating 5.50000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661DD6 285000.00000000 PA USD 275543.86000000 0.054195490282 Long DBT CORP US N 2 2024-09-15 Fixed 3.13000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353AD0 325000.00000000 PA USD 348902.14000000 0.068624002500 Long DBT CORP GB N 2 2037-09-15 Fixed 6.45000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAN4 270000.00000000 PA USD 251156.88000000 0.049398924183 Long DBT CORP US N 2 2029-07-15 Fixed 6.33000000 N N N N N N General Mills Inc 2TGYMUGI08PO8X8L6150 370334CF9 278000.00000000 PA USD 270244.12000000 0.053153108108 Long DBT CORP US N 2 2025-04-17 Fixed 4.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -88.00000000 NC USD 847461.82000000 0.166683477651 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT U.S. Long Bond Futures USZ2 Comdty 2022-12-20 -11451461.82000000 USD 847461.82000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EJF8 3440027.36000000 PA USD 3320129.47000000 0.653021426158 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QBTF5 2469609.56000000 PA USD 2115511.19000000 0.416090440698 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.00000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JF5 685000.00000000 PA USD 563243.04000000 0.110781756126 Long DBT CORP US N 2 2027-08-01 Fixed 2.10000000 N N N N N N Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC -22591.87000000 -0.00444349393 N/A DFE GB N 2 Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 2110926.62000000 USD 1820679.38000000 GBP 2022-11-09 -22591.87000000 N N N Eagle Re Ltd N/A 26982AAB0 2025616.00000000 PA USD 1972007.06000000 0.387865254759 Long ABS-MBS CORP BM Y 2 2034-04-25 Floating 5.05000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAL3 200000.00000000 PA USD 137160.58000000 0.026977501441 Long DBT CORP ES N 2 2032-11-22 Fixed 3.23000000 N N N N N N RELIANCE INDUSTRIES LTD 5493003UOETFYRONLG31 759470BD8 310000.00000000 PA USD 181965.71000000 0.035790022205 Long DBT CORP IN Y 2 2052-01-12 Fixed 3.63000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92556HAE7 440000.00000000 PA USD 371984.39000000 0.073163947087 Long DBT CORP US N 2 2062-03-30 Fixed 6.38000000 N N N N N N TEXAS EASTERN TRANSMISSI 549300SIOULUXXIDGA69 882384AD2 351000.00000000 PA USD 312538.60000000 0.061471820344 Long DBT CORP US Y 2 2028-01-15 Fixed 3.50000000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAF7 282000.00000000 PA USD 269246.69000000 0.052956928059 Long DBT CORP US N 2 2028-05-25 Fixed 4.60000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBZ1 345000.00000000 PA USD 327825.90000000 0.064478611055 Long DBT CORP US N 2 2024-11-21 Fixed 2.60000000 N N N N N N COCA-COLA CO/THE UWJKFUJFZ02DKWI3RY53 191216CT5 288000.00000000 PA USD 260659.73000000 0.051267997276 Long DBT CORP US N 2 2030-03-25 Fixed 3.45000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAG8 370000.00000000 PA USD 354943.27000000 0.069812205359 Long DBT CORP GB N 2 2023-09-02 Fixed 0.75000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92344GAM8 1165000.00000000 PA USD 1297301.72000000 0.255160477025 Long DBT CORP US N 2 2030-12-01 Fixed 7.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MABR9 84827.55000000 PA USD 77004.26000000 0.015145623729 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWC84 4716694.30000000 PA USD 4022817.35000000 0.791229964617 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N SYNCHRONY BANK 549300UATVPGSLE43Z27 87166FAD5 675000.00000000 PA USD 652490.22000000 0.128335385071 Long DBT CORP US N 2 2025-08-22 Fixed 5.40000000 N N N N N N BANCOLOMBIA SA 54930052NWJRPNMP1W58 05968LAM4 301000.00000000 PA USD 269846.50000000 0.053074902007 Long DBT CORP CO N 2 2025-01-29 Fixed 3.00000000 N N N N N N FS KKR CAPITAL CORP 549300TYRSI1T21B1360 302635AE7 358000.00000000 PA USD 334753.45000000 0.065841159902 Long DBT CORP US N 2 2025-02-01 Fixed 4.13000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PES7 830000.00000000 PA USD 847092.96000000 0.166610928226 Long DBT CORP US N 2 2053-02-15 Fixed 5.88000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAU2 520000.00000000 PA USD 460154.52000000 0.090505735881 Long DBT CORP US N 2 2039-06-15 Fixed 6.75000000 N N N N N N KAUPTHING BANK HF 5493003NQ84XTWNKWP07 000000000 1210000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP IS Y 3 2015-02-28 None 0.00000000 Y N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271AL3 340000.00000000 PA USD 324681.26000000 0.063860105868 Long DBT US N 2 2025-04-30 Fixed 3.45000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SH2 1462000.00000000 PA USD 1138532.50000000 0.223932868761 Long DBT UST US N 2 2049-05-15 Fixed 2.88000000 N N N N N N BELLEMEADE RE LT N/A 07876AAB9 701000.00000000 PA USD 678227.94000000 0.133397622183 Long ABS-MBS CORP BM Y 2 2031-06-25 Floating 4.50000000 N N N N N N Oaktown Re Ltd 2549008N2FD0KB1Y5E03 67400KAB6 618981.30000000 PA USD 611729.81000000 0.120318402206 Long ABS-MBS CORP US Y 2 2029-07-25 Floating 5.54000000 N N N N N N CANTOR FITZGERALD LP 549300RLUEEVQEMX0450 138616AK3 305000.00000000 PA USD 280475.01000000 0.055165376135 Long DBT CORP US Y 2 2027-04-14 Fixed 4.50000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 03523TBV9 460000.00000000 PA USD 433214.85000000 0.085207092595 Long DBT CORP US N 2 2049-01-23 Fixed 5.55000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DA4 115000.00000000 PA USD 104392.38000000 0.020532470641 Long DBT CORP GB N 2 2026-03-10 Fixed 3.00000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAX3 235000.00000000 PA USD 176379.57000000 0.034691309296 Long DBT CORP IE N 2 2032-01-30 Fixed 3.30000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AH1 282000.00000000 PA USD 277192.23000000 0.054519700809 Long DBT CORP US Y 2 2024-04-29 Fixed 4.63000000 N N N N N N GoodLeap Sustainable Home Improvement Loan Trust N/A 38237HAA5 833418.19000000 PA USD 581829.74000000 0.114437491076 Long ABS-O CORP US Y 2 2048-10-20 Fixed 2.31000000 N N N N N N JP Morgan Mortgage Trust N/A 46592NAN6 3764598.18000000 PA USD 3312926.58000000 0.651604721917 Long ABS-MBS CORP US Y 2 2051-11-25 Variable 2.50000000 N N N N N N ESSENTIAL PROPER 254900XX9FNFCDE1NX02 29670VAA7 475000.00000000 PA USD 337955.42000000 0.066470941070 Long DBT CORP US N 2 2031-07-15 Fixed 2.95000000 N N N N N N RESORTS WORLD/RWLV CAP N/A 76120HAC1 395000.00000000 PA USD 267747.79000000 0.052662116118 Long DBT CORP US Y 2 2031-04-06 Fixed 4.63000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GGZ6 1230000.00000000 PA USD 1159306.65000000 0.228018843475 Long DBT CORP US N 2 2026-01-23 Fixed 3.37000000 N N N N N N The Montreal Exchange / Bourse De Montreal N/A 000000000 65.00000000 NC -79735.21000000 -0.01568276207 N/A DIR CA N 1 The Montreal Exchange / Bourse De Montreal N/A Long MSE 10 Year Canadian Bond Future CNZ2 Comdty 2022-12-19 8105577.27000000 CAD -79735.21000000 N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAV1 340000.00000000 PA USD 341322.44000000 0.067133185185 Long DBT CORP US N 2 2033-03-15 Fixed 6.25000000 N N N N N N Babson CLO Ltd 549300VMZDDY0435KV08 06762LAM0 1363000.00000000 PA USD 1301031.21000000 0.255894013744 Long ABS-CBDO CORP KY Y 2 2036-10-15 Floating 5.23000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J55X3 207631.19000000 PA USD 194549.31000000 0.038265034247 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAU3 455000.00000000 PA USD 411578.34000000 0.080951504148 Long DBT CORP US N 2 2027-10-01 Fixed 4.00000000 N N N N N N TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 874060AW6 860000.00000000 PA USD 829975.96000000 0.163244262000 Long DBT CORP JP N 2 2028-11-26 Fixed 5.00000000 N N N N N N PUBLIC SERVICE ELECTRIC 549300RUHPVD434XUK18 74456QBU9 210000.00000000 PA USD 194236.98000000 0.038203603455 Long DBT CORP US N 2 2028-05-01 Fixed 3.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BDEK0 2177210.46000000 PA USD 256345.20000000 0.050419391654 Long ABS-MBS USGSE US N 2 2051-01-25 Fixed 2.00000000 N N N N N N PROSPECT CAPITAL CORP 549300FSD8T39P5Q0O47 74348TAV4 377000.00000000 PA USD 305292.02000000 0.060046522913 Long DBT CORP US N 2 2026-11-15 Fixed 3.36000000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 75513ECG4 287000.00000000 PA USD 279382.02000000 0.054950400817 Long DBT CORP US N 2 2024-03-15 Fixed 3.20000000 N N N N N N Cenovus Energy Inc 549300F4XPHJ7NOSP309 15135UAF6 167000.00000000 PA USD 164279.74000000 0.032311447813 Long DBT CORP CA N 2 2039-11-15 Fixed 6.75000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZM9 1145000.00000000 PA USD 896753.20000000 0.176378378875 Long DBT CORP US N 2 2033-02-24 Fixed 3.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W9GY0 843985.00000000 PA USD 764974.43000000 0.150459401588 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 36321PAA8 125858.36000000 PA USD 114090.16000000 0.022439883645 Long DBT CORP JE Y 2 2027-09-30 Fixed 1.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128284V9 1938000.00000000 PA USD 1799993.20000000 0.354032617450 Long DBT UST US N 2 2028-08-15 Fixed 2.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828X70 4158000.00000000 PA USD 3998664.15000000 0.786479379661 Long DBT UST US N 2 2024-04-30 Fixed 2.00000000 N N N N N N SABRA HEALTH CARE LP 549300OVKLRFSIQG0H81 78572XAG6 1055000.00000000 PA USD 837399.45000000 0.164704355069 Long DBT US N 2 2029-10-15 Fixed 3.90000000 N N N N N N Kellogg Co LONOZNOJYIBXOHXWDB86 487836AT5 238000.00000000 PA USD 257217.08000000 0.050590877835 Long DBT CORP US N 2 2031-04-01 Fixed 7.45000000 N N N N N N Brookfield Finance Inc 549300XH8D8K6OYWGD17 11271RAA7 342000.00000000 PA USD 334915.24000000 0.065872981654 Long DBT CORP CA N 2 2024-04-01 Fixed 4.00000000 N N N N N N PIONEER NATURAL RESOURCE FY8JBF7CCL2VE4F1B628 723787AT4 313000.00000000 PA USD 272658.30000000 0.053627942382 Long DBT CORP US N 2 2026-01-15 Fixed 1.13000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AS5 345000.00000000 PA USD 332475.89000000 0.065393196805 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N NEW YORK LIFE INSURANCE TAE73CY392TBWJ3O3305 64952GAT5 195000.00000000 PA USD 137634.38000000 0.027070691046 Long DBT CORP US Y 2 2050-05-15 Fixed 3.75000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGG8 347000.00000000 PA USD 273907.28000000 0.053873598676 Long DBT CORP US N 2 2048-01-20 Fixed 4.44000000 N N N N N N RMAC Securities PLC 213800C48M2JTBGZT736 000000000 897323.85000000 PA 972372.51000000 0.191251602979 Long ABS-MBS CORP GB Y 2 2044-06-12 Floating 2.39000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCX7 2610000.00000000 PA USD 2416594.93000000 0.475309255827 Long DBT UST US N 2 2024-09-15 Fixed 0.38000000 N N N N N N Freddie Mac Reference Remic S6XOOCT0IEG5ABCC6L87 31396NRF5 146728.26000000 PA USD 149388.63000000 0.029382581943 Long ABS-MBS USGSE US N 2 2036-05-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HFGK9 122161.16000000 PA USD 113051.17000000 0.022235529345 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.00000000 N N N N N N ANALOG DEVICES INC GYVOE5EZ4GDAVTU4CQ61 032654AV7 210000.00000000 PA USD 164796.11000000 0.032413010320 Long DBT CORP US N 2 2031-10-01 Fixed 2.10000000 N N N N N N DH EUROPE FINANCE II 222100KDGL314CKTZ511 23291KAH8 314000.00000000 PA USD 266888.86000000 0.052493177015 Long DBT CORP LU N 2 2029-11-15 Fixed 2.60000000 N N N N N N ANHEUSER-BUSCH CO/INBEV N/A 03522AAJ9 195000.00000000 PA USD 167246.15000000 0.032894897737 Long DBT CORP US N 2 2046-02-01 Fixed 4.90000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBT6 195000.00000000 PA USD 150746.57000000 0.029649669092 Long DBT CORP US N 2 2052-03-14 Fixed 4.95000000 N N N N N N DBGS Mortgage Trust N/A 23307EAJ0 1961000.00000000 PA USD 1472783.75000000 0.289675253190 Long ABS-MBS CORP US Y 2 2037-04-10 Variable 4.19000000 N N N N N N Great Hall Mortgages Plc 213800TM9KICQKGTYR78 000000000 351988.10000000 PA 340866.22000000 0.067043453312 Long ABS-MBS CORP GB Y 2 2039-03-18 Floating 1.19000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DM5Z4 2163560.62000000 PA USD 1910357.87000000 0.375739751118 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XEA61 4754416.20000000 PA USD 3774047.73000000 0.742300579933 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFK2 335000.00000000 PA USD 326572.66000000 0.064232116881 Long DBT UST US N 2 2025-09-15 Fixed 3.50000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DBB0 485000.00000000 PA USD 422242.78000000 0.083049045187 Long DBT CORP US N 2 2027-08-15 Fixed 3.56000000 N N N N N N TWDC Enterprises 18 Corp 7260JQNI6SCF9FIV2392 25468PBW5 267000.00000000 PA USD 292967.11000000 0.057622391451 Long DBT CORP US N 2 2032-03-01 Fixed 7.00000000 N N N N N N VALE CANADA LTD PRAQ4VOSFIK7OQ8Z2512 453258AP0 322000.00000000 PA USD 332465.00000000 0.065391054899 Long DBT CORP CA N 2 2032-09-15 Fixed 7.20000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GAF5 387000.00000000 PA USD 321779.00000000 0.063289273320 Long DBT CORP NL Y 2 2028-04-06 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAE1 7510000.00000000 PA USD 5800888.32000000 1.140950796630 Long DBT UST US N 2 2030-08-15 Fixed 0.63000000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 254687FP6 338000.00000000 PA USD 318820.33000000 0.062707345742 Long DBT CORP US N 2 2027-03-23 Fixed 3.70000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXA7 50000.00000000 PA USD 40531.34000000 0.007971928110 Long DBT CORP US N 2 2039-04-23 Fixed 4.41000000 N N N N N N Main Street Capital Corp 5493001FS9QJLJNF3E20 56035LAD6 278000.00000000 PA USD 271153.61000000 0.053331991631 Long DBT CORP US N 2 2024-05-01 Fixed 5.20000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CV5 290000.00000000 PA USD 251583.57000000 0.049482847932 Long DBT CORP US N 2 2040-05-01 Fixed 5.71000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17320QAL3 2427000.00000000 PA USD 2194242.69000000 0.431575787543 Long ABS-MBS CORP US Y 2 2035-05-10 Variable 3.52000000 N N N N N N NGPL PipeCo LLC 549300K3NT1HSQFEM073 62912XAC8 297000.00000000 PA USD 295677.69000000 0.058155523316 Long DBT CORP US Y 2 2037-12-15 Fixed 7.77000000 N N N N N N NEWCREST FINANCE PTY LTD 549300I0XDZ4K7PDSS04 65120FAD6 415000.00000000 PA USD 335386.96000000 0.065965762152 Long DBT CORP AU Y 2 2030-05-13 Fixed 3.25000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89114QCA4 287000.00000000 PA USD 274977.76000000 0.054084146603 Long DBT CORP CA N 2 2024-06-12 Fixed 2.65000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBH4 345000.00000000 PA USD 330087.84000000 0.064923501924 Long DBT CORP US N 2 2025-03-19 Fixed 2.99000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335AJX7 341146.73000000 PA USD 319696.28000000 0.062879632432 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBS9 1652000.00000000 PA USD 1412201.88000000 0.277759675950 Long DBT UST US N 2 2028-03-31 Fixed 1.25000000 N N N N N N MIDWEST CONNECTOR CAPIT N/A 59833CAA0 355000.00000000 PA USD 341586.77000000 0.067185175071 Long DBT CORP US Y 2 2024-04-01 Fixed 3.90000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TK4 2290000.00000000 PA USD 1975482.81000000 0.388548884492 Long DBT UST US N 2 2042-08-15 Fixed 3.38000000 N N N N N N Equifax Inc 5493004MCF8JDC86VS77 294429AN5 420000.00000000 PA USD 416316.55000000 0.081883441495 Long DBT CORP US N 2 2023-06-15 Fixed 3.95000000 N N N N N N ANTARES HOLDINGS 5493008EAIGV4283RM42 03666HAC5 505000.00000000 PA USD 429731.64000000 0.084521995588 Long DBT CORP US Y 2 2026-07-15 Fixed 3.95000000 N N N N N N PRINCIPAL LFE GLB FND II 635400WSLKBQWSOIIT41 74256LBJ7 365000.00000000 PA USD 341734.25000000 0.067214182253 Long DBT CORP US Y 2 2024-11-21 Fixed 2.25000000 N N N N N N BLACKSTONE PRIVATE CRE 549300ORP3TTCNXSYO43 09261HAD9 435000.00000000 PA USD 357056.85000000 0.070227915963 Long DBT CORP US N 2 2026-12-15 Fixed 2.63000000 N N N N N N Credit Suisse Mortgage Trust N/A 12653VAJ5 2384000.00000000 PA USD 2288475.98000000 0.450110112178 Long ABS-MBS CORP US Y 2 2036-05-15 Floating 5.56000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 124857AN3 235000.00000000 PA USD 156931.29000000 0.030866114026 Long DBT CORP US N 2 2045-01-15 Fixed 4.60000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWQ3 540000.00000000 PA USD 512190.87000000 0.100740532986 Long DBT CORP US N 2 2025-09-29 Fixed 3.27000000 N N N N N N BERKSHIRE HATHAWAY ENERG 549300JD0S5IZJE9LY15 084659AT8 283000.00000000 PA USD 277101.09000000 0.054501774890 Long DBT CORP US N 2 2025-04-15 Fixed 4.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402C4G4 48718.23000000 PA USD 49778.75000000 0.009790759851 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AJ9 168000.00000000 PA USD 148038.96000000 0.029117121383 Long DBT CORP US N 2 2038-08-15 Fixed 4.80000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RAB8 525000.00000000 PA USD 529339.95000000 0.104113508884 Long DBT CORP US N 2 2036-05-15 Fixed 6.80000000 N N N N N N Municipal Electric Authority of Georgia JA0WNILDDF2KUPS83B16 626207YS7 477000.00000000 PA USD 460807.23000000 0.090634114493 Long DBT MUN US N 2 2057-04-01 Fixed 7.06000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYN4 70057.44000000 PA USD 63545.28000000 0.012498437108 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.50000000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 05533UAD0 285000.00000000 PA USD 279017.85000000 0.054878773848 Long DBT CORP MX Y 2 2024-04-10 Fixed 4.38000000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448ER5 357000.00000000 PA USD 325053.39000000 0.063933298455 Long DBT CORP US N 2 2027-03-19 Fixed 2.63000000 N N N N N N Bharti Airtel Ltd 335800KQ1FPKOQ84OR26 08860HAA2 284000.00000000 PA USD 269782.68000000 0.053062349537 Long DBT CORP IN Y 2 2025-06-10 Fixed 4.38000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833BX7 115000.00000000 PA USD 103884.46000000 0.020432570126 Long DBT CORP US N 2 2046-02-23 Fixed 4.65000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDB2 285000.00000000 PA USD 271952.89000000 0.053489198442 Long DBT CORP US N 2 2024-08-15 Variable 3.07000000 N N N N N N ANALOG DEVICES INC GYVOE5EZ4GDAVTU4CQ61 032654AU9 240000.00000000 PA USD 198416.35000000 0.039025625060 Long DBT CORP US N 2 2028-10-01 Fixed 1.70000000 N N N N N N BELLEMEADE RE LT N/A 07876GAA8 2358000.00000000 PA USD 2357983.49000000 0.463781233657 Long ABS-MBS CORP US Y 2 2032-09-27 Floating 7.02000000 N N N N N N FS KKR CAPITAL CORP 549300TYRSI1T21B1360 302635AJ6 380000.00000000 PA USD 344293.18000000 0.067717486758 Long DBT CORP US N 2 2024-10-12 Fixed 1.65000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JG3 635000.00000000 PA USD 474477.45000000 0.093322848966 Long DBT CORP US N 2 2031-02-01 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAM3 1316000.00000000 PA USD 1168258.44000000 0.229779531040 Long DBT UST US N 2 2025-09-30 Fixed 0.25000000 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2A2 405000.00000000 PA USD 352947.08000000 0.069419583670 Long DBT CORP US Y 2 2026-01-15 Fixed 1.63000000 N N N N N N CANADIAN NATL RESOURCES 549300T15RIMIKZC5Q38 136385AC5 279000.00000000 PA USD 292449.86000000 0.057520655860 Long DBT CORP CA N 2 2032-01-15 Fixed 7.20000000 N N N N N N OHIO NAT FINANCIAL SRVS 549300K609B872PZT291 67740QAH9 615000.00000000 PA USD 554654.39000000 0.109092492945 Long DBT CORP US Y 2 2030-01-24 Fixed 6.05000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBL4 2148000.00000000 PA USD 1717477.03000000 0.337802880778 Long DBT UST US N 2 2031-02-15 Fixed 1.13000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89115A2E1 415000.00000000 PA USD 372955.59000000 0.073354968074 Long DBT CORP CA N 2 2032-06-08 Fixed 4.46000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828J27 6065000.00000000 PA USD 5738295.49000000 1.128639692655 Long DBT UST US N 2 2025-02-15 Fixed 2.00000000 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 822582BD3 240000.00000000 PA USD 230483.27000000 0.045332724232 Long DBT CORP NL N 2 2025-05-11 Fixed 3.25000000 N N N N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 883556BY7 303000.00000000 PA USD 246750.74000000 0.048532300199 Long DBT CORP US N 2 2047-08-15 Fixed 4.10000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128285J5 2820000.00000000 PA USD 2706428.90000000 0.532315403975 Long DBT UST US N 2 2025-10-31 Fixed 3.00000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 03523TBU1 350000.00000000 PA USD 328813.36000000 0.064672830149 Long DBT CORP US N 2 2039-01-23 Fixed 5.45000000 N N N N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748AV4 286000.00000000 PA USD 277983.28000000 0.054675288898 Long DBT CORP US N 2 2024-06-03 Fixed 3.50000000 N N N N N N American Homes 4 Rent 549300N4PXZ37U8QKI55 02666TAA5 291000.00000000 PA USD 265294.29000000 0.052179548169 Long DBT US N 2 2028-02-15 Fixed 4.25000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 241.00000000 NC USD -1301634.32000000 -0.25601263675 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year US Treasury Note Future TYZ2 Comdty 2022-12-20 27954728.07000000 USD -1301634.32000000 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38143YAC7 310000.00000000 PA USD 300429.57000000 0.059090149355 Long DBT CORP US N 2 2036-05-01 Fixed 6.45000000 N N N N N N APOLLO MANAGEMENT HOLDIN 5493006XQW0V5K38YM64 03765HAA9 195000.00000000 PA USD 189251.08000000 0.037222949068 Long DBT CORP US Y 2 2024-05-30 Fixed 4.00000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172CH0 341000.00000000 PA USD 328875.04000000 0.064684961712 Long DBT CORP US N 2 2024-05-01 Fixed 2.88000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -92.00000000 NC USD 359921.54000000 0.070791359035 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 2 Year U.S. Treasury Notes Futures TUZ2 Comdty 2022-12-30 -19163140.24000000 USD 359921.54000000 N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2K6 835000.00000000 PA USD 730541.11000000 0.143686865777 Long DBT CORP US Y 2 2026-11-12 Fixed 2.95000000 N N N N N N Osaka Exchange 3538001249AILNPRUX57 000000000 2.00000000 NC 6103.77000000 0.001200523240 N/A DIR JP N 1 Osaka Exchange 3538001249AILNPRUX57 Long OSE Japanese 10 Year Bond Futures JBZ2 Comdty 2022-12-13 296632400.00000000 JPY 6103.77000000 N N N Magnetite CLO Ltd 5493006NSAO246ZPZB29 55953YAA4 2651862.00000000 PA USD 2546286.07000000 0.500817626500 Long ABS-CBDO CORP KY Y 2 2035-07-20 Floating 2.90000000 N N N N N N Voya Financial Inc 549300T065Z4KJ686G75 929089AF7 310000.00000000 PA USD 240231.52000000 0.047250063955 Long DBT CORP US N 2 2048-01-23 Fixed 4.70000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 03523TBF4 200000.00000000 PA USD 238759.56000000 0.046960550722 Long DBT CORP US N 2 2039-01-15 Fixed 8.20000000 N N N N N N SMITH & NEPHEW PLC 213800ZTMDN8S67S1H61 83192PAA6 435000.00000000 PA USD 319565.99000000 0.062854006275 Long DBT CORP GB N 2 2030-10-14 Fixed 2.03000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFM8 1985000.00000000 PA USD 1974144.53000000 0.388285664180 Long DBT UST US N 2 2027-09-30 Fixed 4.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128284N7 2598000.00000000 PA USD 2418271.17000000 0.475638947980 Long DBT UST US N 2 2028-05-15 Fixed 2.88000000 N N N N N N Eurosail Plc 213800JGRFCGENSNQ494 000000000 585813.48000000 PA 644423.58000000 0.126748793703 Long ABS-MBS CORP GB Y 2 2045-09-13 Floating 2.62000000 N N N N N N BLACKSTONE HOLDINGS FINA 549300D2L6J4NC1QVZ22 09256BAJ6 299000.00000000 PA USD 267235.88000000 0.052561430828 Long DBT CORP US Y 2 2027-10-02 Fixed 3.15000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SD1 1406000.00000000 PA USD 1116342.04000000 0.219568326364 Long DBT UST US N 2 2048-08-15 Fixed 3.00000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DS5 855000.00000000 PA USD 853554.45000000 0.167881809814 Long DBT CORP GB N 2 2033-11-03 Fixed 8.11000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967CC3 321000.00000000 PA USD 305104.64000000 0.060009667978 Long DBT CORP US N 2 2033-10-31 Fixed 6.00000000 N N N N N N FED CAISSES DESJARDINS 549300B2Q47IR0CR5B54 31429KAG8 670000.00000000 PA USD 643537.99000000 0.126574610964 Long DBT CORP CA Y 2 2025-08-23 Fixed 4.40000000 N N N N N N Voya CLO Ltd N/A 92915QAU7 3480000.00000000 PA USD 3322662.24000000 0.653519585369 Long ABS-CBDO CORP KY Y 2 2034-04-20 Floating 5.28000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NQ0 295000.00000000 PA USD 286791.17000000 0.056407673416 Long DBT CORP US N 2 2025-05-24 Fixed 4.14000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128285M8 1564000.00000000 PA USD 1469915.63000000 0.289111135486 Long DBT UST US N 2 2028-11-15 Fixed 3.13000000 N N N N N N PROCTER & GAMBLE CO/THE 2572IBTT8CCZW6AU4141 742718FG9 386000.00000000 PA USD 355888.79000000 0.069998175462 Long DBT CORP US N 2 2027-03-25 Fixed 2.80000000 N N N N N N Woori Bank 549300VUVMRL6RE7R376 98105FAC8 353000.00000000 PA USD 346013.83000000 0.068055913716 Long DBT CORP KR Y 2 2024-04-30 Fixed 4.75000000 N N N N N N Oaktown Re Ltd N/A 67401FAC4 2464000.00000000 PA USD 2432468.19000000 0.478431296391 Long ABS-MBS CORP BM Y 2 2033-10-25 Floating 5.05000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -42917.96000000 -0.00844134173 N/A DFE SE N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 2650256.28000000 USD 28775422.63000000 SEK 2022-11-09 -42917.96000000 N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBL6 1255000.00000000 PA USD 891875.00000000 0.175418907520 Long DBT CORP US N 2 2032-02-04 Fixed 2.45000000 N N N N N N RMAC Securities PLC 213800C48M2JTBGZT736 000000000 329764.11000000 PA 357524.68000000 0.070319931355 Long ABS-MBS CORP GB Y 2 2044-06-12 Floating 2.37000000 N N N N N N DEUTSCHE BANK AG LONDON 7LTWFZYICNSX8D621K86 25152RXA6 339000.00000000 PA USD 327436.70000000 0.064402061046 Long DBT CORP DE N 2 2024-05-30 Fixed 3.70000000 N N N N N N Markel Corp 549300SCNO12JLWIK605 570535AQ7 334000.00000000 PA USD 279241.13000000 0.054922689793 Long DBT CORP US N 2 2046-04-05 Fixed 5.00000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -33.59000000 -0.00000660666 N/A DFE CA N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 37921.66000000 USD 51616.27000000 CAD 2022-11-09 -33.59000000 N N N AT&T INC 549300Z40J86GGSTL398 00206RJZ6 445000.00000000 PA USD 314397.93000000 0.061837523652 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 853254AK6 346000.00000000 PA USD 260054.17000000 0.051148892386 Long DBT CORP GB Y 2 2043-01-09 Fixed 5.30000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBL3 200000.00000000 PA USD 191785.43000000 0.037721419043 Long DBT CORP US N 2 2023-10-02 Fixed 1.45000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBW4 1371000.00000000 PA USD 927652.86000000 0.182455894895 Long DBT CORP US N 2 2040-04-01 Fixed 3.60000000 N N N N N N Radnor Re LTD 254900YVLP8CB4GC2O97 750493AA6 317666.36000000 PA USD 316883.15000000 0.062326330466 Long ABS-MBS CORP BM Y 2 2030-01-25 Floating 4.54000000 N N N N N N INVITATION HOMES OP 549300147YMUQB3GW319 46188BAB8 334000.00000000 PA USD 265840.01000000 0.052286883396 Long DBT US N 2 2028-11-15 Fixed 2.30000000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818GC6 350000.00000000 PA USD 314856.57000000 0.061927731504 Long DBT CORP US N 2 2052-09-09 Fixed 4.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BL63 213901.30000000 PA USD 219333.25000000 0.043139676634 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.50000000 N N N N N N Goldman Sachs Capital I 5299005MCIJK7R2NP351 38143VAA7 725000.00000000 PA USD 691394.57000000 0.135987307790 Long DBT CORP US N 2 2034-02-15 Fixed 6.35000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382ML56 620161.15000000 PA USD 81558.51000000 0.016041378806 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312944PD7 397293.63000000 PA USD 373318.99000000 0.073426443596 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFP1 55000.00000000 PA USD 54707.81000000 0.010760234632 Long DBT UST US N 2 2025-10-15 Fixed 4.25000000 N N N N N N PVH CORP 123WALMHY1GZXG2YDL90 693656AC4 235000.00000000 PA USD 224177.18000000 0.044092407575 Long DBT CORP US N 2 2025-07-10 Fixed 4.63000000 N N N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 70450YAM5 470000.00000000 PA USD 407285.35000000 0.080107135132 Long DBT CORP US N 2 2052-06-01 Fixed 5.05000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NU1 355000.00000000 PA USD 322500.94000000 0.063431268472 Long DBT CORP US N 2 2033-05-24 Fixed 4.91000000 N N N N N N HGI CRE CLO Ltd N/A 40390JAA0 2106000.00000000 PA USD 2001381.29000000 0.393642740770 Long ABS-CBDO CORP KY Y 2 2036-09-17 Floating 4.41000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 11723.68000000 0.002305878220 N/A DFE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 404660.00000000 USD 362816.03000000 GBP 2022-11-29 11723.68000000 N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 74977RDP6 605000.00000000 PA USD 487130.08000000 0.095811438210 Long DBT CORP NL Y 2 2033-04-06 Fixed 3.76000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GPA5 80822.99000000 PA USD 82774.96000000 0.016280636920 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N OWL ROCK CAPITAL CORP 2549000BD79OOCPF2L94 69121KAD6 294000.00000000 PA USD 265881.49000000 0.052295041912 Long DBT CORP US N 2 2026-01-15 Fixed 4.25000000 N N N N N N HANA BANK 6RPK2YDJN6L35AS0M510 40963LAH7 350000.00000000 PA USD 339978.36000000 0.066868824097 Long DBT CORP KR Y 2 2024-09-30 Fixed 4.38000000 N N N N N N Morgan Stanley Mortgage Capital Holdings LLC N/A 55375KAA4 10103000.00000000 PA USD 149196.05000000 0.029344704243 Long ABS-MBS CORP US Y 2 2039-09-13 Variable 0.34000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 15.00000000 NC USD -207407.51000000 -0.04079405613 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT U.S. Long Bond Futures USZ2 Comdty 2022-12-20 2014907.51000000 USD -207407.51000000 N N N OVERSEA-CHINESE BANKING 5493007O3QFXCPOGWK22 69033CAC3 281000.00000000 PA USD 275862.85000000 0.054258230999 Long DBT CORP SG Y 2 2024-06-19 Fixed 4.25000000 N N N N N N Newmark Group Inc N/A 65158NAB8 760000.00000000 PA USD 757522.40000000 0.148993695114 Long DBT CORP US N 2 2023-11-15 Fixed 6.13000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAT2 585000.00000000 PA USD 554151.33000000 0.108993548322 Long DBT CORP IE N 2 2023-10-29 Fixed 1.15000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WPDE4 53620.51000000 PA USD 50057.86000000 0.009845656750 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.00000000 N N N N N N CI FINANCIAL CORP 549300M9W7JJQSVCEM78 125491AP5 1015000.00000000 PA USD 570671.15000000 0.112242757882 Long DBT CORP CA N 2 2051-06-15 Fixed 4.10000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 88258.07000000 0.017359085319 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 3772731.33000000 CHF 3858647.99000000 USD 2022-11-09 88258.07000000 N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 084664CU3 323000.00000000 PA USD 258747.36000000 0.050891861768 Long DBT CORP US N 2 2030-03-12 Fixed 1.85000000 N N N N N N MEITUAN 21380033K525E5JLIA77 58533EAB9 385000.00000000 PA USD 319395.23000000 0.062820420253 Long DBT CORP KY Y 2 2025-10-28 Fixed 2.13000000 N N N N N N Radnor Re LTD N/A 75279YAB7 831000.00000000 PA USD 814545.04000000 0.160209223314 Long ABS-MBS CORP BM Y 2 2033-12-27 Floating 4.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQHT2 140378.17000000 PA USD 126317.80000000 0.024844883505 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBB6 7841000.00000000 PA USD 6530389.08000000 1.284433040616 Long DBT UST US N 2 2027-12-31 Fixed 0.63000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 592.00000000 NC USD -4698152.39000000 -0.92405859522 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT Ultra 10-Year U.S. Treasury Notes Futures UXYZ2 Comdty 2022-12-20 73360902.40000000 USD -4698152.39000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 325.00000000 NC USD -990867.55000000 -0.19488930973 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUZ2 Comdty 2022-12-30 67415281.45000000 USD -990867.55000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LFRV2 330000.00000000 PA USD 274153.14000000 0.053921955781 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 2.60000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAS9 195000.00000000 PA USD 180490.69000000 0.035499907114 Long DBT CORP US N 2 2029-02-15 Fixed 4.80000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DG7 930000.00000000 PA USD 821836.21000000 0.161643290953 Long DBT CORP US N 2 2026-02-04 Fixed 2.20000000 N N N N N N Reynolds American Inc 02S2RPPVO9RP4NEU2740 761713BV7 715000.00000000 PA USD 736312.85000000 0.144822083521 Long DBT CORP US N 2 2040-05-01 Fixed 8.13000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBP9 160000.00000000 PA USD 116294.89000000 0.022873522134 Long DBT CORP US N 2 2037-11-15 Fixed 3.80000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 90.00000000 NC USD -1725699.03000000 -0.33942002921 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT Ultra Long Term U.S. Treasury Bond Futures WNZ2 Comdty 2022-12-20 13214761.53000000 USD -1725699.03000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DDX4 107748.12000000 PA USD 110447.27000000 0.021723379892 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 5.50000000 N N N N N N CI FINANCIAL CORP 549300M9W7JJQSVCEM78 125491AN0 1403000.00000000 PA USD 1015037.33000000 0.199643155735 Long DBT CORP CA N 2 2030-12-17 Fixed 3.20000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAB7 1988000.00000000 PA USD 1775221.88000000 0.349160457235 Long DBT UST US N 2 2025-07-31 Fixed 0.25000000 N N N N N N SPRINT SPECTRUM / SPEC I N/A 85208NAE0 1065000.00000000 PA USD 1036323.23000000 0.203829784269 Long DBT CORP US Y 2 2028-03-20 Fixed 5.15000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31287YND2 7035.26000000 PA USD 7018.79000000 0.001380494434 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 5.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAW1 4288000.00000000 PA USD 4097887.49000000 0.805995174928 Long DBT UST US N 2 2023-11-15 Fixed 0.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128283W8 2660000.00000000 PA USD 2468708.60000000 0.485559260657 Long DBT UST US N 2 2028-02-15 Fixed 2.75000000 N N N N N N Bank of America N.A. B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -183686.09000000 -0.03612839605 N/A DFE US N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 10831115.87000000 GBP 12246580.25000000 USD 2022-11-29 -183686.09000000 N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAD7 160000.00000000 PA USD 152380.04000000 0.029970949006 Long DBT CORP US N 2 2025-05-15 Fixed 3.63000000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EP4 530000.00000000 PA USD 375455.69000000 0.073846701569 Long DBT CORP AU N 2 2035-11-15 Fixed 2.67000000 N N N N N N Chase Mortgage Finance Corporation N/A 46591HAG5 1260535.53000000 PA USD 1181333.81000000 0.232351267125 Long ABS-MBS CORP US Y 2 2057-10-25 Floating 5.84000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -39.00000000 NC 237585.13000000 0.046729557334 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short EUX 10 Year Euro BUND Future RXZ2 Comdty 2022-12-08 -5639570.02000000 EUR 237585.13000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CAT8 648000.00000000 PA USD 572644.69000000 0.112630924644 Long DBT UST US N 2 2025-10-31 Fixed 0.25000000 N N N N N N Arbor Realty Collateralized Loan Obligation Ltd N/A 03880XAA4 2434000.00000000 PA USD 2349965.18000000 0.462204148101 Long ABS-CBDO CORP KY Y 2 2037-01-15 Floating 4.24000000 N N N N N N HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 4042Q1AD9 615000.00000000 PA USD 613785.07000000 0.120722642110 Long DBT CORP US N 2 2039-01-15 Fixed 7.00000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BV0 315000.00000000 PA USD 263130.93000000 0.051754046559 Long DBT CORP US N 2 2047-06-15 Fixed 5.50000000 N N N N N N PROSPECT CAPITAL CORP 549300FSD8T39P5Q0O47 74348TAU6 380000.00000000 PA USD 325248.60000000 0.063971693437 Long DBT CORP US N 2 2026-01-22 Fixed 3.71000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAW5 275000.00000000 PA USD 222164.44000000 0.043696530741 Long DBT CORP IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBP5 1336000.00000000 PA USD 1137061.25000000 0.223643495175 Long DBT UST US N 2 2028-02-29 Fixed 1.13000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2U6 435000.00000000 PA USD 350673.85000000 0.068972472222 Long DBT CORP US N 2 2033-03-02 Fixed 3.35000000 N N N N N N CHEVRON CORP N/A 166764BW9 359000.00000000 PA USD 331196.01000000 0.065141462928 Long DBT CORP US N 2 2025-05-11 Fixed 1.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394VCF5 10647.84000000 PA USD 10620.45000000 0.002088888842 Long ABS-MBS USGSE US N 2 2035-11-25 Fixed 5.50000000 N N N N N N ALIMENTATION COUCHE-TARD 549300OSW32RVX8CCZ87 01626PAH9 350000.00000000 PA USD 313331.51000000 0.061627774268 Long DBT CORP CA Y 2 2027-07-26 Fixed 3.55000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKQ1 360000.00000000 PA USD 319029.01000000 0.062748390078 Long DBT CORP US N 2 2033-04-27 Fixed 4.57000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCD6 820000.00000000 PA USD 560356.12000000 0.110213940734 Long DBT CORP US N 2 2042-04-22 Fixed 3.16000000 N N N N N N Municipal Electric Authority of Georgia JA0WNILDDF2KUPS83B16 626207YF5 265000.00000000 PA USD 266842.12000000 0.052483983933 Long DBT MUN US N 2 2057-04-01 Fixed 6.64000000 N N N N N N CANADIAN PACIFIC RAILWAY 54930036474DURYNB481 13645RAX2 242000.00000000 PA USD 219135.68000000 0.043100817473 Long DBT CORP CA N 2 2115-09-15 Fixed 6.13000000 N N N N N N CELULOSA ARAUCO CONSTITU 549300QEKV8G0AMNQD28 151191AZ6 383000.00000000 PA USD 373399.14000000 0.073442207941 Long DBT CORP CL N 2 2024-08-01 Fixed 4.50000000 N N N N N N BANNA RMBS 549300ITMSQX8FY8ZS10 000000000 714520.28000000 PA 812461.26000000 0.159799373939 Long ABS-MBS CORP IE Y 2 2063-12-30 Floating 3.39000000 N N N N N N FannieMae Whole Loan N/A 31394A7A8 356294.81000000 PA USD 373214.40000000 0.073405872256 Long ABS-MBS USGSE US N 2 2044-07-25 Fixed 7.00000000 N N N N N N SABRA HEALTH CARE LP 549300OVKLRFSIQG0H81 78574MAA1 450000.00000000 PA USD 324385.15000000 0.063801865316 Long DBT US N 2 2031-12-01 Fixed 3.20000000 N N N N N N JACKSON FINANCIAL INC 213800WXW2KG1N4CO374 46817MAL1 505000.00000000 PA USD 372277.37000000 0.073221572014 Long DBT CORP US N 2 2031-11-23 Fixed 3.13000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382NVT1 1218434.85000000 PA USD 159082.02000000 0.031289131497 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 2.50000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CY4 125000.00000000 PA USD 108494.75000000 0.021339347460 Long DBT CORP US N 2 2038-03-25 Fixed 4.78000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SZ2 900000.00000000 PA USD 566964.85000000 0.111513782301 Long DBT UST US N 2 2051-08-15 Fixed 2.00000000 N N N N N N BHARTI AIRTEL INTERNATIO 724500ULW6PWKDAI7I46 08861JAB5 330000.00000000 PA USD 326815.48000000 0.064279876061 Long DBT CORP NL Y 2 2024-05-20 Fixed 5.35000000 N N N N N N Progress Energy Inc 549300FBMTW0JYWMNB26 743263AE5 295000.00000000 PA USD 323687.10000000 0.063664568981 Long DBT CORP US N 2 2031-03-01 Fixed 7.75000000 N N N N N N JP Morgan Mortgage Trust N/A 46655DAE2 702339.29000000 PA USD 596000.91000000 0.117224755165 Long ABS-MBS CORP US Y 2 2052-08-25 Variable 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ENN88 280566.97000000 PA USD 282802.79000000 0.055623216779 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5.50000000 N N N N N N TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 874060AT3 93000.00000000 PA USD 92044.10000000 0.018103742638 Long DBT CORP JP N 2 2023-11-26 Fixed 4.40000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 53944YAE3 312000.00000000 PA USD 208087.29000000 0.040927759025 Long DBT CORP GB N 2 2048-01-09 Fixed 4.34000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBK6 280000.00000000 PA USD 212759.28000000 0.041846671857 Long DBT CORP US Y 2 2033-04-15 Fixed 3.42000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEE8 225000.00000000 PA USD 159509.86000000 0.031373281435 Long DBT CORP US N 2 2041-05-15 Fixed 3.05000000 N N N N N N CHENIERE CORP CHRISTI HD 549300I7CIEWU1BBLQ53 16412XAL9 435000.00000000 PA USD 322783.77000000 0.063486897041 Long DBT CORP US N 2 2039-12-31 Fixed 2.74000000 N N N N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 36321PAB6 225000.00000000 PA USD 170882.26000000 0.033610067962 Long DBT CORP JE Y 2 2036-03-31 Fixed 2.63000000 N N N N N N Taurus CMBS 635400SG2ZVJCYHITE32 000000000 496354.40000000 PA 541772.95000000 0.106558900085 Long ABS-MBS CORP IE Y 2 2031-05-17 Floating 3.26000000 N N N N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 00084DAL4 344000.00000000 PA USD 321368.93000000 0.063208618485 Long DBT CORP NL Y 2 2026-04-18 Fixed 4.80000000 N N N N N N INFRAESTRUCTURA ENERGETI 715K4H1JYF3O6JOK1411 456829AA8 308000.00000000 PA USD 264652.08000000 0.052053234754 Long DBT CORP MX Y 2 2028-01-14 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHGK2 71420.05000000 PA USD 66791.55000000 0.013136931445 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 4.00000000 N N N N N N EQUIFAX INC 5493004MCF8JDC86VS77 294429AR6 250000.00000000 PA USD 227639.84000000 0.044773462694 Long DBT CORP US N 2 2025-12-15 Fixed 2.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335ACW6 111833.68000000 PA USD 114801.40000000 0.022579774261 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5.50000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 265.91000000 0.000052300649 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 39339.42000000 EUR 39161.65000000 USD 2022-11-09 265.91000000 N N N Citibank N.A. E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 17179.37000000 0.003378933502 N/A DFE NZ N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 1287597.91000000 USD 2243886.04000000 NZD 2022-11-09 17179.37000000 N N N CHARTER COMM OPT LLC/CAP N/A 161175BK9 375000.00000000 PA USD 336017.29000000 0.066089738943 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N ONESKY CLASS A LOAN TRU N/A 68278AAA7 2309450.00000000 PA USD 2061646.02000000 0.405495941161 Long DBT CORP US N 3 2029-07-15 Fixed 3.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFC0 1595000.00000000 PA USD 1448085.54000000 0.284817472654 Long DBT UST US N 2 2029-07-31 Fixed 2.63000000 N N N N N N Kraft Heinz Foods Co 5493003STKEZ2S0RNU91 50077LAD8 295000.00000000 PA USD 272260.55000000 0.053549710712 Long DBT CORP US N 2 2026-06-01 Fixed 3.00000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBV6 270000.00000000 PA USD 219860.88000000 0.043243453820 Long DBT CORP US N 2 2030-04-01 Fixed 2.95000000 N N N N N N LABORATORY CORP OF AMER OZ7UA8IXAIFILY2VZH07 50540RAV4 353000.00000000 PA USD 331447.10000000 0.065190848698 Long DBT CORP US N 2 2024-12-01 Fixed 2.30000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400EB5 304000.00000000 PA USD 304404.23000000 0.059871907466 Long DBT CORP US N 2 2029-04-01 Fixed 6.65000000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DC2 286000.00000000 PA USD 267851.99000000 0.052682610750 Long DBT CORP US N 2 2026-02-01 Fixed 3.50000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBE4 385000.00000000 PA USD 297901.97000000 0.058593007008 Long DBT CORP US N 2 2035-05-15 Fixed 3.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F97B1 1538939.50000000 PA USD 275757.34000000 0.054237478709 Long ABS-MBS USGSE US N 2 2050-10-25 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402FJ97 11007.91000000 PA USD 10866.98000000 0.002137377726 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 5.50000000 N N N N N N TENNESSEE GAS PIPELINE N/A 880451AW9 515000.00000000 PA USD 568263.83000000 0.111769272871 Long DBT CORP US N 2 2032-06-15 Fixed 8.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SR0 2227000.00000000 PA USD 1329327.61000000 0.261459506190 Long DBT UST US N 2 2040-05-15 Fixed 1.13000000 N N N N N N Paragon Mortgages PLC NC14LGCCXH6KWEV2DR91 000000000 1806401.59000000 PA 1962343.95000000 0.385964660842 Long ABS-MBS CORP GB Y 2 2038-11-15 Floating 2.31000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WLCS0 114939.51000000 PA USD 107688.18000000 0.021180706812 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4.00000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668BL5 425000.00000000 PA USD 371125.86000000 0.072995086658 Long DBT CORP US Y 2 2025-11-24 Fixed 1.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128286R6 4355000.00000000 PA USD 4204106.04000000 0.826886826784 Long DBT UST US N 2 2024-04-30 Fixed 2.25000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GAZ1 335000.00000000 PA USD 336393.11000000 0.066163657299 Long DBT CORP NL Y 2 2025-10-14 Fixed 6.80000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -20030.60000000 -0.00393972918 N/A DFE JP N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 638881.72000000 USD 91950477.00000000 JPY 2022-11-09 -20030.60000000 N N N AVALONBAY COMMUNITIES K9G90K85RBWD2LAGQX17 05348EAU3 339000.00000000 PA USD 327457.64000000 0.064406179641 Long DBT US N 2 2024-11-15 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828YB0 127000.00000000 PA USD 108242.70000000 0.021289772872 Long DBT UST US N 2 2029-08-15 Fixed 1.63000000 N N N N N N EIG PEARL HOLDINGS SARL 549300KIMRL45BWA5H76 28249NAB7 255000.00000000 PA USD 173400.00000000 0.034105270989 Long DBT CORP LU Y 2 2046-11-30 Fixed 4.39000000 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAZ2 372000.00000000 PA USD 317351.06000000 0.062418361593 Long DBT CORP JP N 2 2027-01-22 Fixed 2.33000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833ER7 330000.00000000 PA USD 256338.24000000 0.050418022723 Long DBT CORP US N 2 2062-08-08 Fixed 4.10000000 N N N N N N SCENTRE GROUP TRUST 2 549300VRF0U0JH8TBJ74 76025LAA2 945000.00000000 PA USD 799016.40000000 0.157154964517 Long DBT AU Y 2 2080-09-24 Fixed 4.75000000 N N N N N N BELLEMEADE RE LT N/A 07877KAE0 2338000.00000000 PA USD 2351158.73000000 0.462438902115 Long ABS-MBS CORP US Y 2 2030-10-25 Floating 7.29000000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBF5 389000.00000000 PA USD 318011.46000000 0.062548252717 Long DBT CORP US N 2 2029-02-15 Fixed 3.25000000 N N N N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348BL9 420000.00000000 PA USD 333026.66000000 0.065501525295 Long DBT CORP US N 2 2030-05-15 Fixed 2.30000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828K74 2945000.00000000 PA USD 2755990.81000000 0.542063514536 Long DBT UST US N 2 2025-08-15 Fixed 2.00000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636AAT8 435000.00000000 PA USD 428682.21000000 0.084315587892 Long DBT CORP DK Y 2 2024-01-12 Fixed 5.38000000 N N N N N N PANASONIC HOLDINGS CORP 254900GE1G59KGWPHX32 69832AAB2 292000.00000000 PA USD 278061.76000000 0.054690724779 Long DBT CORP JP Y 2 2024-07-19 Fixed 2.68000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DC1 545000.00000000 PA USD 335723.32000000 0.066031919297 Long DBT CORP US N 2 2052-01-15 Fixed 3.00000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 780082AD5 274000.00000000 PA USD 264444.30000000 0.052012367435 Long DBT CORP CA N 2 2026-01-27 Fixed 4.65000000 N N N N N N BANCO SANTANDER MEXICO SCRYQ25DTVRHYYMM6P89 05969BAD5 349000.00000000 PA USD 338530.00000000 0.066583952642 Long DBT CORP MX Y 2 2025-04-17 Fixed 5.38000000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KBB1 550000.00000000 PA USD 513543.52000000 0.101006579669 Long DBT CORP US N 2 2025-06-02 Fixed 3.45000000 N N N N N N Jefferies Group LLC NY9Q8VBNB6D1L6YV0J84 472319AM4 306000.00000000 PA USD 280588.61000000 0.055187719612 Long DBT CORP US N 2 2043-01-20 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EES5 4847265.05000000 PA USD 4412586.90000000 0.867891995334 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LAZ6 303000.00000000 PA USD 271652.03000000 0.053430023633 Long DBT CORP US N 2 2026-01-15 Fixed 3.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WCHZ9 117324.23000000 PA USD 109814.57000000 0.021598936957 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128286L9 2750000.00000000 PA USD 2563730.46000000 0.504248685601 Long DBT UST US N 2 2026-03-31 Fixed 2.25000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCR0 290000.00000000 PA USD 284630.04000000 0.055982610415 Long DBT CORP US N 2 2024-04-15 Fixed 3.70000000 N N N N N N Arbor Realty Collateralized Loan Obligation Ltd N/A 03881EAA5 923000.00000000 PA USD 895740.95000000 0.176179283947 Long ABS-CBDO CORP KY Y 2 2036-05-15 Floating 4.51000000 N N N N N N COSTAR GROUP INC N/A 22160NAA7 505000.00000000 PA USD 398082.21000000 0.078297010659 Long DBT CORP US Y 2 2030-07-15 Fixed 2.80000000 N N N N N N VONTIER CORP 549300VVSQLG4P5K4639 928881AB7 370000.00000000 PA USD 306526.50000000 0.060289327266 Long DBT CORP US N 2 2026-04-01 Fixed 1.80000000 N N N N N N Finsbury Square 635400K1KOJXSMZCI443 000000000 580405.83000000 PA 643138.82000000 0.126496100001 Long ABS-MBS CORP GB Y 2 2071-12-16 Floating 2.92000000 N N N N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 13607GRR7 390000.00000000 PA USD 341888.28000000 0.067244477725 Long DBT CORP CA N 2 2025-10-23 Fixed 0.95000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAK8 520000.00000000 PA USD 506095.20000000 0.099541602898 Long DBT CORP US Y 2 2024-05-13 Fixed 4.88000000 N N N N N N Voya CLO Ltd 549300L8S87K3SMP0R77 92912VAY1 1583521.18000000 PA USD 1549610.07000000 0.304785878696 Long ABS-CBDO CORP KY Y 2 2030-04-17 Floating 5.10000000 N N N N N N FAIRFAX FINL HLDGS LTD GLS7OQD0WOEDI8YAP031 303901BJ0 420000.00000000 PA USD 329140.11000000 0.064737097146 Long DBT CORP CA N 2 2031-03-03 Fixed 3.38000000 N N N N N N Towd Point Mortgage Trust N/A 89178YAA2 719307.93000000 PA USD 661607.28000000 0.130128578854 Long ABS-O CORP US Y 2 2060-02-25 Variable 2.25000000 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 68902VAJ6 306000.00000000 PA USD 268336.40000000 0.052777887188 Long DBT CORP US N 2 2027-04-05 Fixed 2.29000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 06423AAJ2 405000.00000000 PA USD 459053.52000000 0.090289185112 Long DBT CORP US N 2 2030-09-01 Fixed 8.75000000 N N N N N N Validus Holdings Ltd 549300V97BMXPCWUAZ30 91915WAB8 477000.00000000 PA USD 574060.90000000 0.112909472659 Long DBT CORP BM N 2 2040-01-26 Fixed 8.88000000 N N N N N N KYNDRYL HOLDINGS INC 549300LQ4LWX2R8ZV130 50155QAJ9 950000.00000000 PA USD 742919.24000000 0.146121464843 Long DBT CORP US N 2 2026-10-15 Fixed 2.05000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661EM5 410000.00000000 PA USD 369222.25000000 0.072620674116 Long DBT CORP US N 2 2053-04-15 Fixed 5.63000000 N N N N N N GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 369550BK3 344000.00000000 PA USD 330503.97000000 0.065005348674 Long DBT CORP US N 2 2025-04-01 Fixed 3.25000000 N N N N N N TCI Communications Inc N/A 872287AF4 340000.00000000 PA USD 366365.18000000 0.072058729787 Long DBT CORP US N 2 2026-02-15 Fixed 7.88000000 N N N N N N Newgate Funding PLC 2138006KF4KS6D5P1697 000000000 688532.33000000 PA 743536.47000000 0.146242865053 Long ABS-MBS CORP GB Y 2 2050-12-01 Floating 2.77000000 N N N N N N WESTINGHOUSE AIR BRAKE 06BTX5UWZD0GQ5N5Y745 960386AN0 391000.00000000 PA USD 382206.15000000 0.075174419375 Long DBT CORP US N 2 2024-03-15 Fixed 4.40000000 N N N N N N ADANI PORTS AND SPECIAL 335800QOAXP5TM7OYP69 00652MAF9 366000.00000000 PA USD 337359.33000000 0.066353698792 Long DBT CORP IN Y 2 2024-07-24 Fixed 3.38000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDT7 4464730.05000000 PA USD 3931732.63000000 0.773314918142 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XUQ40 112968.80000000 PA USD 105025.72000000 0.020657039455 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.00000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 6010.87000000 0.001182251154 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 1744090.14000000 CAD 1286231.57000000 USD 2022-11-09 6010.87000000 N N N BELLEMEADE RE LT 254900SCWI9IDKK5LV64 07877GAC3 700000.00000000 PA USD 691777.59000000 0.136062642281 Long ABS-MBS CORP BM Y 2 2029-07-25 Floating 5.54000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KH5K8 3935588.35000000 PA USD 3397779.85000000 0.668294132342 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TG3 2850000.00000000 PA USD 2211867.19000000 0.435042271675 Long DBT UST US N 2 2052-05-15 Fixed 2.88000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAH8 301000.00000000 PA USD 273924.60000000 0.053877005269 Long DBT US Y 2 2026-09-01 Fixed 4.50000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308HP5 311000.00000000 PA USD 275207.72000000 0.054129376407 Long DBT CORP US N 2 2026-03-01 Fixed 2.95000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBG9 380000.00000000 PA USD 257787.28000000 0.050703027924 Long DBT CORP US N 2 2055-05-15 Fixed 4.38000000 N N N N N N CAMB Commercial Mortgage Trust N/A 12482HAN4 3188000.00000000 PA USD 3028533.69000000 0.595668755475 Long ABS-MBS CORP US Y 2 2037-12-15 Floating 5.56000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAT7 341000.00000000 PA USD 330439.41000000 0.064992650656 Long DBT US N 2 2024-05-15 Fixed 3.38000000 N N N N N N GoodLeap Sustainable Home Improvement Loan Trust N/A 38237JAA1 725587.30000000 PA USD 548521.87000000 0.107886314995 Long ABS-O CORP US Y 2 2049-01-20 Fixed 2.70000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2R4 345000.00000000 PA USD 265654.00000000 0.052250297921 Long DBT CORP FR Y 2 2029-09-15 Fixed 2.16000000 N N N N N N FREEPORT INDONESIA PT 549300T4HTQHRKLNE619 69377FAA4 200000.00000000 PA USD 179700.00000000 0.035344389832 Long DBT CORP ID Y 2 2027-04-14 Fixed 4.76000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAZ8 415000.00000000 PA USD 328801.62000000 0.064670521061 Long DBT CORP US N 2 2050-04-15 Fixed 4.50000000 N N N N N N Kraft Heinz Foods Co 5493003STKEZ2S0RNU91 50076QAE6 430000.00000000 PA USD 371822.28000000 0.073132062396 Long DBT CORP US N 2 2042-06-04 Fixed 5.00000000 N N N N N N Devon Energy Corporation 54930042348RKR3ZPN35 25179SAD2 425000.00000000 PA USD 468443.71000000 0.092136099613 Long DBT CORP US N 2 2031-09-30 Fixed 7.88000000 N N N N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887BV0 263000.00000000 PA USD 255278.42000000 0.050209571464 Long DBT CORP US N 2 2024-06-06 Fixed 3.36000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RLJ9 475000.00000000 PA USD 302271.98000000 0.059452524743 Long DBT CORP US N 2 2055-09-15 Fixed 3.55000000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 85771PAK8 360000.00000000 PA USD 350168.07000000 0.068872992614 Long DBT CORP NO N 2 2024-01-15 Fixed 2.65000000 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XBY6 315000.00000000 PA USD 263705.82000000 0.051867119104 Long DBT CORP US N 2 2029-11-15 Fixed 2.88000000 N N N N N N BELLEMEADE RE LT N/A 07877KAC4 239509.19000000 PA USD 239646.05000000 0.047134910478 Long ABS-MBS CORP US Y 2 2030-10-25 Floating 6.44000000 N N N N N N FAIRFAX FINL HLDGS LTD GLS7OQD0WOEDI8YAP031 303901BB7 285000.00000000 PA USD 262106.19000000 0.051552495029 Long DBT CORP CA N 2 2028-04-17 Fixed 4.85000000 N N N N N N INTERCORP FIN SER INC 5299004181WFTEWB1398 45866EAA5 373000.00000000 PA USD 322596.51000000 0.063450065709 Long DBT CORP PA Y 2 2027-10-19 Fixed 4.13000000 N N N N N N MHC Commercial Mortgage Trust N/A 55316VAA2 2776000.00000000 PA USD 2659516.82000000 0.523088476633 Long ABS-MBS CORP US Y 2 2038-04-15 Floating 4.21000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DW5 200000.00000000 PA USD 148340.49000000 0.029176427971 Long DBT CORP US N 2 2052-03-15 Fixed 3.70000000 N N N N N N Eagle Re Ltd N/A 26983BAB7 1227489.01000000 PA USD 1226558.33000000 0.241246275833 Long ABS-MBS CORP US Y 2 2033-10-25 Floating 5.15000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SQ2 1105000.00000000 PA USD 653978.71000000 0.128628149516 Long DBT UST US N 2 2040-08-15 Fixed 1.13000000 N N N N N N VONTIER CORP 549300VVSQLG4P5K4639 928881AF8 330000.00000000 PA USD 231570.90000000 0.045546645316 Long DBT CORP US N 2 2031-04-01 Fixed 2.95000000 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 494550AQ9 298000.00000000 PA USD 309189.07000000 0.060813016259 Long DBT CORP US N 2 2033-08-15 Fixed 7.30000000 N N N N N N Grupo Bimbo SAB de CV 5493000RIXURZEBFEV60 40052VAC8 402000.00000000 PA USD 393142.50000000 0.077325441177 Long DBT CORP MX Y 2 2024-06-27 Fixed 3.88000000 N N N N N N CONSUMERS ENERGY CO 7NKTFWJ1G6MELP9TU740 210518DN3 585000.00000000 PA USD 344842.18000000 0.067825467114 Long DBT CORP US N 2 2052-08-15 Fixed 2.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZY9 159963.32000000 PA USD 149715.16000000 0.029446805669 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.00000000 N N N N N N STATE BANK INDIA/LONDON 5493001JZ37UBBZF6L49 85628UAJ5 282000.00000000 PA USD 277032.34000000 0.054488252760 Long DBT CORP IN Y 2 2024-01-24 Fixed 4.38000000 N N N N N N CHENIERE CORP CHRISTI HD 549300I7CIEWU1BBLQ53 16412XAJ4 227000.00000000 PA USD 197704.26000000 0.038885567261 Long DBT CORP US N 2 2029-11-15 Fixed 3.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QSX78 224340.76000000 PA USD 210150.46000000 0.041333554711 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.00000000 N N N N N N MULTICARE HEALTH SYSTEM 549300OSCVFLGLKTTI33 62548LAA0 715000.00000000 PA USD 398042.49000000 0.078289198309 Long DBT CORP US N 2 2050-08-15 Fixed 2.80000000 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 744320BH4 339000.00000000 PA USD 263508.09000000 0.051828228474 Long DBT CORP US N 2 2050-10-01 Fixed 3.70000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225433AR2 289000.00000000 PA USD 253506.50000000 0.049861060439 Long DBT CORP CH N 2 2026-04-17 Fixed 4.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416VBR4 214921.97000000 PA USD 212978.54000000 0.041889797126 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SF6 1453000.00000000 PA USD 1159335.07000000 0.228024433278 Long DBT UST US N 2 2049-02-15 Fixed 3.00000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MAN3 190000.00000000 PA USD 155200.20000000 0.030525633671 Long DBT CORP US N 2 2042-05-15 Fixed 4.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RZ3 3411000.00000000 PA USD 2559315.94000000 0.503380413393 Long DBT UST US N 2 2047-11-15 Fixed 2.75000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -382.60000000 -0.00007525188 N/A DFE CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 75869.96000000 USD 75534.24000000 CHF 2022-11-09 -382.60000000 N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBE2 340000.00000000 PA USD 327038.02000000 0.064323646459 Long DBT CORP US N 2 2025-02-15 Fixed 3.75000000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAM5 346000.00000000 PA USD 297541.81000000 0.058522168747 Long DBT CORP US N 2 2027-12-01 Fixed 3.95000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAP9 240000.00000000 PA USD 218371.82000000 0.042950577264 Long DBT CORP US N 2 2032-07-15 Fixed 6.38000000 N N N N N N TIME WARNER CABLE ENTRMN N/A 88731EAJ9 866000.00000000 PA USD 915478.76000000 0.180061425578 Long DBT CORP US N 2 2033-07-15 Fixed 8.38000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -34.00000000 NC USD 127741.79000000 0.025124961734 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 5 Year US Treasury Note Future FVZ2 Comdty 2022-12-30 -3751929.29000000 USD 127741.79000000 N N N AT&T Inc 549300Z40J86GGSTL398 00206RGU0 415000.00000000 PA USD 477049.62000000 0.093828757587 Long DBT CORP US N 2 2031-11-15 Fixed 8.75000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746TG6 370000.00000000 PA USD 342137.05000000 0.067293407185 Long DBT CORP US N 2 2027-01-15 Floating 4.58000000 N N N N N N GOLUB CAPITAL BDC 2549005WE0QLGK9APF78 38173MAB8 332000.00000000 PA USD 276322.85000000 0.054348706343 Long DBT CORP US N 2 2026-08-24 Fixed 2.50000000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 80414L2G9 200000.00000000 PA USD 192004.40000000 0.037764487273 Long DBT CORP SA Y 2 2023-11-24 Fixed 1.25000000 N N N N N N Lehman Brothers Holdings Inc 549300FDK6ZP3YIHRJ47 524ESCXA3 1450000.00000000 PA USD 145.00000000 0.000028519401 Long DBT CORP US N 3 2056-11-30 None 0.00000000 Y N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WEYD5 291475.97000000 PA USD 272784.25000000 0.053652714925 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RH3 1690000.00000000 PA USD 1368041.80000000 0.269074027188 Long DBT UST US N 2 2044-08-15 Fixed 3.13000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCE3 310000.00000000 PA USD 278012.72000000 0.054681079320 Long DBT CORP US N 2 2028-03-01 Fixed 4.13000000 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565EBY0 215000.00000000 PA USD 205427.02000000 0.040404522409 Long DBT CORP US Y 2 2025-04-01 Fixed 3.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202F2N5 94224.54000000 PA USD 92207.07000000 0.018135796479 Long ABS-MBS USGA US N 2 2042-01-20 Fixed 4.50000000 N N N N N N CH ROBINSON WORLDWIDE 529900WNWN5L0OVDHA79 12541WAA8 289000.00000000 PA USD 264195.59000000 0.051963449776 Long DBT CORP US N 2 2028-04-15 Fixed 4.20000000 N N N N N N Morgan Stanley Mortgage Capital Holdings LLC N/A 55375KAC0 6248000.00000000 PA USD 24342.83000000 0.004787882432 Long ABS-MBS CORP US Y 2 2039-09-13 Variable 0.05000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAH6 195000.00000000 PA USD 171997.97000000 0.033829511975 Long DBT CORP GB N 2 2025-09-02 Fixed 1.20000000 N N N N N N AVERY DENNISON CORP 549300PW7VPFCYKLIV37 053611AK5 332000.00000000 PA USD 262694.89000000 0.051668283801 Long DBT CORP US N 2 2030-04-30 Fixed 2.65000000 N N N N N N Loews Corp R8V1FN4M5ITGZOG7BS19 540424AP3 337000.00000000 PA USD 334398.09000000 0.065771265732 Long DBT CORP US N 2 2035-02-01 Fixed 6.00000000 N N N N N N ARCHER-DANIELS-MIDLAND C 549300LO13MQ9HYSTR83 039483BL5 292000.00000000 PA USD 266990.15000000 0.052513099292 Long DBT CORP US N 2 2026-08-11 Fixed 2.50000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 14990.85000000 0.002948483284 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 274938333.00000000 JPY 1865398.81000000 USD 2022-11-09 14990.85000000 N N N JP Morgan Mortgage Trust N/A 46655GAE5 1004569.55000000 PA USD 842599.19000000 0.165727068689 Long ABS-MBS CORP US Y 2 2052-10-25 Variable 3.00000000 N N N N N N Banc of America Mortgage Securities N/A 05949ADG2 44461.70000000 PA USD 41438.33000000 0.008150319919 Long ABS-MBS CORP US N 2 2034-05-25 Variable 3.04000000 N N N N N N JP Morgan Mortgage Trust N/A 46592TAN3 2821804.29000000 PA USD 2488245.58000000 0.489401901933 Long ABS-MBS CORP US Y 2 2051-12-25 Variable 2.50000000 N N N N N N BRUNSWICK CORP YM4O38W15AX4YLLQKU27 117043AU3 332000.00000000 PA USD 263836.48000000 0.051892818035 Long DBT CORP US N 2 2032-09-15 Fixed 4.40000000 N N N N N N MACQUARIE BANK LTD 4ZHCHI4KYZG2WVRT8631 556079AC5 335000.00000000 PA USD 264607.67000000 0.052044499950 Long DBT CORP AU Y 2 2030-06-03 Fixed 3.62000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAT7 920000.00000000 PA USD 778912.97000000 0.153200910723 Long DBT CORP US N 2 2049-04-01 Fixed 5.95000000 N N N N N N MASS MUTUAL LIFE INS CO R6ZXK5P01NP6HXSY1S07 575767AR9 570000.00000000 PA USD 328738.41000000 0.064658088568 Long DBT CORP US Y 2 2061-12-01 Fixed 3.20000000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAD0 439000.00000000 PA USD 235247.64000000 0.046269806873 Long DBT CORP NL Y 2 2050-08-03 Fixed 4.03000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EUKQ1 217018.98000000 PA USD 209390.64000000 0.041184109111 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BDQ84 1755256.80000000 PA USD 245241.85000000 0.048235523369 Long ABS-MBS USGSE US N 2 2051-02-25 Fixed 2.50000000 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759AU4 346000.00000000 PA USD 329400.26000000 0.064788264887 Long DBT CORP US N 2 2024-08-15 Fixed 2.50000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAQ8 220000.00000000 PA USD 210574.19000000 0.041416896271 Long DBT CORP IE N 2 2024-02-15 Fixed 3.15000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828M56 3530000.00000000 PA USD 3310891.81000000 0.651204512100 Long DBT UST US N 2 2025-11-15 Fixed 2.25000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKD0 390000.00000000 PA USD 294232.06000000 0.057871188813 Long DBT CORP US N 2 2032-10-20 Fixed 2.57000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402CVN9 88398.56000000 PA USD 90322.52000000 0.017765132762 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BFEZ2 778765.73000000 PA USD 122237.09000000 0.024042266894 Long ABS-MBS USGSE US N 2 2051-03-25 Fixed 3.00000000 N N N N N N Eni SpA BUCRF72VH5RBN7X3VL35 26874RAG3 790000.00000000 PA USD 775581.54000000 0.152545666646 Long DBT CORP IT Y 2 2023-09-12 Fixed 4.00000000 N N N N N N NTT FINANCE CORP 3538007PR116187GD960 62954WAC9 305000.00000000 PA USD 264308.10000000 0.051985578865 Long DBT CORP JP Y 2 2026-04-03 Fixed 1.16000000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 14916RAD6 205000.00000000 PA USD 158755.83000000 0.031224974644 Long DBT CORP US N 2 2042-11-01 Fixed 4.35000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 124857AF0 380000.00000000 PA USD 308544.45000000 0.060686228833 Long DBT CORP US N 2 2040-10-15 Fixed 5.90000000 N N N N N N JP Morgan Mortgage Trust N/A 46653PAM9 3654031.29000000 PA USD 3290875.02000000 0.647267499140 Long ABS-MBS CORP US Y 2 2051-10-25 Variable 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HFGJ2 100087.55000000 PA USD 92701.34000000 0.018233012236 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M96Y3 287718.98000000 PA USD 269629.72000000 0.053032264518 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4.00000000 N N N N N N BRITISH AIR 20-1 A PTT N/A 11044MAA4 234972.87000000 PA USD 210645.71000000 0.041430963220 Long DBT CORP US Y 2 2032-11-15 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31359XFT1 14255.31000000 PA USD 14626.19000000 0.002876759939 Long ABS-MBS USGSE US N 2 2029-12-18 Fixed 7.00000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AG5 560000.00000000 PA USD 541344.05000000 0.106474541661 Long DBT CORP US N 2 2025-11-15 Fixed 4.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404EGE0 18296.53000000 PA USD 18507.71000000 0.003640198759 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382MF61 1982268.23000000 PA USD 260726.95000000 0.051281218478 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 2.50000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 990.43000000 0.000194803249 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 1589136.83000000 SEK 144981.97000000 USD 2022-11-09 990.43000000 N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200JY8 472000.00000000 PA USD 458000.19000000 0.090082010342 Long DBT CORP US N 2 2024-05-15 Fixed 3.00000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 06050TJZ6 310000.00000000 PA USD 301165.96000000 0.059234986613 Long DBT CORP US N 2 2036-10-15 Fixed 6.00000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MEU4 285000.00000000 PA USD 273554.92000000 0.053804294562 Long DBT CORP US N 2 2025-05-26 Fixed 3.38000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAR0 270000.00000000 PA USD 220636.97000000 0.043396099493 Long DBT CORP US N 2 2031-03-24 Fixed 3.13000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWET6 3437922.78000000 PA USD 3318099.45000000 0.652622150597 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HKLB2 1141204.97000000 PA USD 1116953.23000000 0.219688538593 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 5.00000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFM6 830000.00000000 PA USD 799946.51000000 0.157337903696 Long DBT CORP US N 2 2025-01-22 Fixed 4.00000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22535WAH0 429000.00000000 PA USD 361342.97000000 0.071070933749 Long DBT CORP FR Y 2 2027-01-26 Fixed 1.25000000 N N N N N N CHENIERE CORP CHRISTI HD 549300I7CIEWU1BBLQ53 16412XAD7 267000.00000000 PA USD 270233.98000000 0.053151113717 Long DBT CORP US N 2 2024-06-30 Fixed 7.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05579T5G7 377000.00000000 PA USD 363104.22000000 0.071417346139 Long DBT CORP FR N 2 2024-10-15 Fixed 4.25000000 N N N N N N ASTRAZENECA FINANCE LLC 549300C3HATU4Q460S18 04636NAC7 301000.00000000 PA USD 281352.50000000 0.055337965721 Long DBT CORP US N 2 2024-05-28 Fixed 0.70000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828WE6 12105000.00000000 PA USD 11872357.03000000 2.335120840812 Long DBT UST US N 2 2023-11-15 Fixed 2.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J55V7 83910.09000000 PA USD 78677.83000000 0.015474790732 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CNT7 60841.93000000 PA USD 58144.50000000 0.011436181828 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.50000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RAV4 605000.00000000 PA USD 554851.55000000 0.109131271464 Long DBT CORP FR Y 2 2025-01-22 Fixed 2.63000000 N N N N N N BELLEMEADE RE LT N/A 07876AAA1 1622621.84000000 PA USD 1600198.83000000 0.314735955795 Long ABS-MBS CORP BM Y 2 2031-06-25 Floating 4.20000000 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAP8 267000.00000000 PA USD 271005.00000000 0.053302762195 Long DBT CORP KY N 2 2026-08-10 Fixed 6.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31393GV35 306368.34000000 PA USD 310158.51000000 0.061003691080 Long ABS-MBS USGSE US N 2 2032-12-15 Fixed 5.50000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172AM1 635000.00000000 PA USD 458952.60000000 0.090269335608 Long DBT CORP US N 2 2041-11-15 Fixed 4.38000000 N N N N N N Russell Investments Trust Company Commingled Employee Benefit Funds Trust-U.S. Cash Management Fund 845SLB3N6EI7ZN7PZ398 000000000 45553908.64000000 NS USD 45535687.07000000 8.956210768359 Long STIV PF US N N/A N N N Applied Materials Inc 41BNNE1AFPNAZELZ6K07 038222AK1 291000.00000000 PA USD 282332.82000000 0.055530780481 Long DBT CORP US N 2 2035-10-01 Fixed 5.10000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SAH6 579000.00000000 PA USD 689708.06000000 0.135655595675 Long DBT CORP US N 2 2039-02-06 Fixed 10.20000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828X88 3010000.00000000 PA USD 2771669.13000000 0.545147213223 Long DBT UST US N 2 2027-05-15 Fixed 2.38000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCU8 225000.00000000 PA USD 175778.75000000 0.034573136695 Long DBT CORP US N 2 2033-01-25 Fixed 2.96000000 N N N N N N Tencent Holdings Ltd 254900N4SLUMW4XUYY11 88032WAL0 349000.00000000 PA USD 337776.16000000 0.066435683222 Long DBT CORP KY Y 2 2024-04-11 Fixed 3.28000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419DL74 72080.84000000 PA USD 69550.89000000 0.013679653696 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.50000000 N N N N N N AES PANAMA GENERATION HL N/A 00109AAB3 338000.00000000 PA USD 266011.35000000 0.052320583495 Long DBT CORP PA Y 2 2030-05-31 Fixed 4.38000000 N N N N N N Radnor Re LTD N/A 75049GAA7 731069.96000000 PA USD 712046.64000000 0.140049271134 Long ABS-MBS CORP BM Y 2 2031-11-25 Floating 4.85000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAV3 2217000.00000000 PA USD 1743462.66000000 0.342913878201 Long DBT UST US N 2 2030-11-15 Fixed 0.88000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DBD6 800000.00000000 PA USD 579473.02000000 0.113973958353 Long DBT CORP US N 2 2037-08-15 Fixed 4.39000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAT6 185000.00000000 PA USD 133562.25000000 0.026269761996 Long DBT CORP US N 2 2052-03-15 Fixed 4.25000000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAC7 785000.00000000 PA USD 555865.71000000 0.109330742061 Long DBT CORP US N 2 2049-10-01 Fixed 4.19000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31283HZH1 13565.17000000 PA USD 13877.74000000 0.002729550654 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CDY4 4818000.00000000 PA USD 4006468.13000000 0.788014309608 Long DBT UST US N 2 2032-02-15 Fixed 1.88000000 N N N N N N ICE Futures Europe 549300UF4R84F48NCH34 000000000 -41.00000000 NC 171472.87000000 0.033726232403 N/A DIR GB N 1 ICE Futures Europe 549300UF4R84F48NCH34 Short ICF Long Gilt Futures G Z2 Comdty 2022-12-28 -4336852.97000000 GBP 171472.87000000 N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NAR6 346000.00000000 PA USD 317326.56000000 0.062413542797 Long DBT CORP CA N 2 2027-07-15 Fixed 3.70000000 N N N N N N CHEVRON USA INC VA8TZDWPEZYU430RZ444 166756AP1 333000.00000000 PA USD 327040.58000000 0.064324149974 Long DBT CORP US N 2 2024-11-15 Fixed 3.90000000 N N N N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494AZ6 307000.00000000 PA USD 286064.40000000 0.056264728273 Long DBT CORP US N 2 2034-08-15 Fixed 4.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828ZQ6 3603000.00000000 PA USD 2799643.59000000 0.550649384729 Long DBT UST US N 2 2030-05-15 Fixed 0.63000000 N N N N N N CAMB Commercial Mortgage Trust N/A 12477BAA2 2617000.00000000 PA USD 2011572.23000000 0.395647151210 Long ABS-MBS CORP US Y 2 2046-11-10 Fixed 2.70000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CR9 520000.00000000 PA USD 370277.68000000 0.072828261925 Long DBT CORP US N 2 2040-02-21 Fixed 3.15000000 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887CF7 334000.00000000 PA USD 269792.24000000 0.053064229851 Long DBT CORP US N 2 2027-11-01 Fixed 1.38000000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAJ5 1135000.00000000 PA USD 996166.80000000 0.195931595531 Long DBT CORP XX Y 2 2052-12-01 Fixed 6.50000000 N N N N N N BARINGS BDC INC 549300GSF4KFZP6ONG49 06759LAA1 379000.00000000 PA USD 313080.26000000 0.061578357029 Long DBT CORP US Y 2 2026-11-23 Fixed 3.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BD2G2 1566098.68000000 PA USD 183351.63000000 0.036062612615 Long ABS-MBS USGSE US N 2 2051-02-25 Fixed 2.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SA7 2141000.00000000 PA USD 1690637.31000000 0.332523896212 Long DBT UST US N 2 2048-02-15 Fixed 3.00000000 N N N N N N MUTUAL OF OMAHA INS CO P2LER0UPV1DKOU8RO042 628312AD2 295000.00000000 PA USD 279633.95000000 0.054999951803 Long DBT CORP US Y 2 2054-07-15 Fixed 4.30000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBE0 4975000.00000000 PA USD 4711674.79000000 0.926718255647 Long DBT UST US N 2 2024-01-15 Fixed 0.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828ZT0 7181000.00000000 PA USD 6449435.63000000 1.268510668356 Long DBT UST US N 2 2025-05-31 Fixed 0.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EHGN6 134085.13000000 PA USD 137212.50000000 0.026987713354 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.50000000 N N N N N N Athene Holding Ltd 549300H316CT32FQXI76 04686JAA9 915000.00000000 PA USD 814897.66000000 0.160278578565 Long DBT CORP BM N 2 2028-01-12 Fixed 4.13000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -1938.72000000 -0.00038131817 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 349031.23000000 EUR 345016.39000000 USD 2023-01-09 -1938.72000000 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEH4 620000.00000000 PA USD 466791.17000000 0.091811068907 Long DBT CORP US N 2 2032-10-20 Fixed 2.51000000 N N N N N N PACIFIC LIFE INSURANCE C 8WC3XYHE06SQFW7CQK10 69448FAA9 255000.00000000 PA USD 186253.60000000 0.036633388124 Long DBT CORP US Y 2 2067-10-24 Fixed 4.30000000 N N N N N N BANCO DE CREDITO DEL PER 549300EQYQ8SCQZ4BY14 05971U2D8 382000.00000000 PA USD 320307.00000000 0.062999752220 Long DBT CORP PE Y 2 2031-09-30 Fixed 3.25000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBB7 625000.00000000 PA USD 353776.09000000 0.069582637942 Long DBT CORP FR Y 2 2041-03-01 Fixed 3.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJ6C7 98555.19000000 PA USD 91877.55000000 0.018070984663 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31287NCG1 5254.66000000 PA USD 5376.43000000 0.001057465986 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 7.50000000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAG6 361000.00000000 PA USD 339502.33000000 0.066775195884 Long DBT CORP US N 2 2024-02-15 Fixed 0.95000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810ST6 3930000.00000000 PA USD 2427849.62000000 0.477522890500 Long DBT UST US N 2 2040-11-15 Fixed 1.38000000 N N N N N N Credit-Based Asset Servicing and Securitization N/A 17307GLN6 31155.67000000 PA USD 28448.01000000 0.005595311938 Long ABS-O CORP US N 2 2034-09-25 Variable 3.79000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 55285AAA5 3078000.00000000 PA USD 3037641.88000000 0.597460204657 Long ABS-CBDO CORP US Y 2 2037-06-19 Floating 5.62000000 N N N N N N Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC -11411.25000000 -0.00224442775 N/A DFE US N 2 Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 2358423.07000000 GBP 2693720.08000000 USD 2022-11-09 -11411.25000000 N N N Citibank N.A. E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -38.75000000 -0.00000762156 N/A DFE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 101950.32000000 NZD 59243.43000000 USD 2022-11-09 -38.75000000 N N N CubeSmart LP 549300MPHKO3I3FJRA97 22966RAE6 288000.00000000 PA USD 260404.70000000 0.051217836565 Long DBT US N 2 2029-02-15 Fixed 4.38000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JU2 360000.00000000 PA USD 253244.87000000 0.049809601604 Long DBT CORP US N 2 2041-06-01 Fixed 4.20000000 N N N N N N MID-AMERICA APARTMENTS 549300FXWGE3QSYCUJ38 59523UAL1 283000.00000000 PA USD 275368.35000000 0.054160970004 Long DBT US N 2 2024-06-15 Fixed 3.75000000 N N N N N N Paragon Mortgages PLC NC14LGCCXH6KWEV2DR91 000000000 605763.30000000 PA 655474.56000000 0.128922361567 Long ABS-MBS CORP GB Y 2 2038-11-15 Floating 2.31000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBT2 450000.00000000 PA USD 387631.97000000 0.076241599660 Long DBT CORP US N 2 2026-11-19 Fixed 1.05000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 597433AC5 385000.00000000 PA USD 388589.25000000 0.076429882785 Long DBT CORP GB N 2 2025-05-01 Fixed 7.65000000 N N N N N N Aetna Inc 549300QKBENKLBXQ8968 00817YAG3 175000.00000000 PA USD 176667.98000000 0.034748035369 Long DBT CORP US N 2 2037-12-15 Fixed 6.75000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746NL1 100000.00000000 PA USD 91823.80000000 0.018060412816 Long DBT CORP US N 2 2036-12-15 Fixed 5.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398WSD7 69529.96000000 PA USD 68718.55000000 0.013515944462 Long ABS-MBS USGSE US N 2 2040-02-15 Fixed 5.00000000 N N N N N N BLACKSTONE SECURED LEND 549300KM7KWQHVBNH962 09261LAC2 520000.00000000 PA USD 468444.93000000 0.092136339570 Long DBT CORP US N 2 2026-01-15 Fixed 3.63000000 N N N N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 084664DB4 885000.00000000 PA USD 649133.61000000 0.127675188452 Long DBT CORP US N 2 2052-03-15 Fixed 3.85000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AC2 585000.00000000 PA USD 486046.14000000 0.095598242896 Long DBT CORP GB N 2 2027-06-14 Fixed 1.64000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92556HAA5 224000.00000000 PA USD 218753.62000000 0.043025671800 Long DBT CORP US N 2 2025-05-15 Fixed 4.75000000 N N N N N N Venture CDO Ltd 54930010DKR017G3JK24 92331AAW4 1538000.00000000 PA USD 1496698.55000000 0.294378948315 Long ABS-CBDO CORP KY Y 2 2030-07-20 Floating 5.23000000 N N N N N N MONDELEZ INTERNATIONAL 549300DV9GIB88LZ5P30 609207AY1 398000.00000000 PA USD 288368.11000000 0.056717834696 Long DBT CORP US N 2 2032-10-15 Fixed 1.88000000 N N N N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887BF5 79000.00000000 PA USD 76598.72000000 0.015065859879 Long DBT CORP US N 2 2024-12-15 Fixed 3.73000000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807DF1 685000.00000000 PA USD 548758.68000000 0.107932892096 Long DBT US N 2 2029-09-13 Fixed 2.45000000 N N N N N N Dewolf Park clo, ltd N/A 25211AAE9 1500000.00000000 PA USD 1467003.00000000 0.288538263310 Long ABS-CBDO CORP KY Y 2 2030-10-15 Floating 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131Y1U65 177928.77000000 PA USD 170039.23000000 0.033444256159 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.50000000 N N N N N N CREDIT SUISSE NEW YORK 549300D0YARF5HYP1809 22550L2F7 965000.00000000 PA USD 914337.50000000 0.179836956249 Long DBT CORP CH N 2 2023-08-09 Fixed 0.52000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBF8 145000.00000000 PA USD 124151.88000000 0.024418878381 Long DBT CORP US N 2 2040-03-19 Fixed 4.23000000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DC8 281000.00000000 PA USD 276322.30000000 0.054348598166 Long DBT CORP US N 2 2024-08-01 Variable 4.48000000 N N N N N N FED CAISSES DESJARDINS 549300B2Q47IR0CR5B54 31429KAH6 670000.00000000 PA USD 626255.22000000 0.123175340178 Long DBT CORP CA Y 2 2027-08-23 Fixed 4.55000000 N N N N N N TSMC ARIZONA CORP 2549005GOBWLCSY63Q97 872898AC5 235000.00000000 PA USD 182522.73000000 0.035899579979 Long DBT CORP US N 2 2031-10-25 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QY7 2180000.00000000 PA USD 1679536.72000000 0.330340570779 Long DBT UST US N 2 2042-11-15 Fixed 2.75000000 N N N N N N EPR Properties 549300YSSXFHMPOWZ492 26884UAC3 351000.00000000 PA USD 302266.83000000 0.059451511813 Long DBT US N 2 2026-12-15 Fixed 4.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BJB3 160698.11000000 PA USD 150411.44000000 0.029583753870 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 4.00000000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 370425RZ5 257000.00000000 PA USD 259286.37000000 0.050997877236 Long DBT CORP US N 2 2031-11-01 Fixed 8.00000000 N N N N N N Electricite de France SA 549300X3UK4GG3FNMO06 268317AU8 283000.00000000 PA USD 256283.53000000 0.050407262058 Long DBT CORP FR Y 2 2028-09-21 Fixed 4.50000000 N N N N N N BANCO SANTANDER CHILE 3YJP8HORPAEXJ80D6368 05970FAC5 281000.00000000 PA USD 263086.25000000 0.051745258650 Long DBT CORP CL Y 2 2025-01-10 Fixed 2.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YHU65 305337.30000000 PA USD 275011.45000000 0.054090772938 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 3.50000000 N N N N N N SKY LTD 2138003TS48MQKF4BZ29 111013AL2 342000.00000000 PA USD 332383.84000000 0.065375091902 Long DBT CORP GB Y 2 2024-09-16 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RDF3 30525.53000000 PA USD 31297.31000000 0.006155728020 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.00000000 N N N N N N Prodigy Finance Designated Activity Co 635400HTAZNW3LYYMQ40 742855AA7 430608.78000000 PA USD 414846.35000000 0.081594274428 Long ABS-O CORP IE Y 2 2051-07-25 Floating 4.84000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SS8 2510000.00000000 PA USD 1435406.25000000 0.282323639774 Long DBT UST US N 2 2050-11-15 Fixed 1.63000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BW5 301000.00000000 PA USD 282267.49000000 0.055517931015 Long DBT CORP US N 2 2024-05-12 Fixed 0.45000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAM2 190000.00000000 PA USD 151469.09000000 0.029791778322 Long DBT CORP US N 2 2038-04-15 Fixed 4.50000000 N N N N N N BARRICK NA FINANCE LLC N/A 06849RAK8 280000.00000000 PA USD 261880.48000000 0.051508101138 Long DBT CORP US N 2 2043-05-01 Fixed 5.75000000 N N N N N N CREDICORP LTD 529900UYAEYQCQ2BKB17 22530EAA0 302000.00000000 PA USD 278312.69000000 0.054740079079 Long DBT CORP BM Y 2 2025-06-17 Fixed 2.75000000 N N N N N N 2022-11-18 RUSSELL INVESTMENT CO Mark Swanson Mark Swanson Treasurer, Chief Accounting Officer and Chief Financial Officer