ATandT INC SR UNSECURED 06/60 3.85

NPORT-P false 0000756913 XXXXXXXX S000008222 C000022375 C000022376 C000022374 John Hancock Variable Insurance Trust 811-04146 0000756913 Z5DUWKEPW78QKD87GA06 200 Berkeley Street Boston 02116 617-663-4497 Core Bond Trust S000008222 5493000JHYET8HXSSN85 2021-12-31 2021-09-30 N 1179065846.720000000000 167217084.710000000000 1011848762.010000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 162696464.040000000000 0.000000000000 0.000000000000 260000.000000000000 USD N ATandT Inc. 549300Z40J86GGSTL398 ATandT INC SR UNSECURED 06/60 3.85 00206RKB7 79000 PA USD 81686.21 0.0080729663 Long DBT CORP US N 2 2060-06-01 Fixed 3.850000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 ATandT INC SR UNSECURED 02/43 3.1 00206RKD3 161000 PA USD 154358.18 0.0152550644 Long DBT CORP US N 2 2043-02-01 Fixed 3.100000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 ATandT INC SR UNSECURED 02/32 2.25 00206RKH4 259000 PA USD 252178.89 0.0249225872 Long DBT CORP US N 2 2032-02-01 Fixed 2.250000000000 N N N N N N Aktiebolaget Svensk Exportkredit N/A SVENSK EXPORTKREDIT AB SR UNSECURED 04/23 0.75 00254EMY5 216000 PA USD 217449.36 0.0214903025 Long DBT CORP SE N 2 2023-04-06 Fixed 0.750000000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 ABBVIE INC SR UNSECURED 11/42 4.4 00287YAM1 81000 PA USD 96761.13 0.0095628056 Long DBT CORP US N 2 2042-11-06 Fixed 4.400000000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 ABBVIE INC SR UNSECURED 05/36 4.3 00287YAV1 228000 PA USD 267358.25 0.0264227481 Long DBT CORP US N 2 2036-05-14 Fixed 4.300000000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 ABBVIE INC SR UNSECURED 05/46 4.45 00287YAW9 231000 PA USD 278364.59 0.0275104937 Long DBT CORP US N 2 2046-05-14 Fixed 4.450000000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 ABBVIE INC SR UNSECURED 11/23 3.75 00287YBC2 90000 PA USD 95884.47 0.0094761662 Long DBT CORP US N 2 2023-11-14 Fixed 3.750000000000 N N N N N N Adani International Container Terminal Private Limited N/A ADANI INTERNATIONAL CONTAINER SR SECURED 144A 02/31 3 00654UAA0 276360 PA USD 268398.83 0.0265255876 Long DBT CORP IN N 2 2031-02-16 Fixed 3.000000000000 N N N N N N Aetna Inc. 549300QKBENKLBXQ8968 AETNA INC SR UNSECURED 08/47 3.875 00817YAZ1 249000 PA USD 276148.47 0.0272914768 Long DBT CORP US N 2 2047-08-15 Fixed 3.875000000000 N N N N N N Agree Limited Partnership N/A AGREE LP COMPANY GUAR 06/33 2.6 008513AC7 156000 PA USD 154287.84 0.0152481127 Long DBT CORP US N 2 2033-06-15 Fixed 2.600000000000 N N N N N N Altria Group Inc. XSGZFLO9YTNO9VCQV219 ALTRIA GROUP INC COMPANY GUAR 09/46 3.875 02209SAV5 215000 PA USD 209403.43 0.0206951313 Long DBT CORP US N 2 2046-09-16 Fixed 3.875000000000 N N N N N N Altria Group Inc. XSGZFLO9YTNO9VCQV219 ALTRIA GROUP INC COMPANY GUAR 05/25 2.35 02209SBH5 138000 PA USD 143084.31 0.0141408791 Long DBT CORP US N 2 2025-05-06 Fixed 2.350000000000 N N N N N N Amazon.com Inc. ZXTILKJKG63JELOEG630 AMAZON.COM INC SR UNSECURED 06/60 2.7 023135BU9 148000 PA USD 138970.41 0.0137343065 Long DBT CORP US N 2 2060-06-03 Fixed 2.700000000000 N N N N N N Analog Devices Inc. GYVOE5EZ4GDAVTU4CQ61 ANALOG DEVICES INC SR UNSECURED 10/41 2.8 032654AW5 157000 PA USD 157019.51 0.0155180810 Long DBT CORP US N 2 2041-10-01 Fixed 2.800000000000 N N N N N N Analog Devices Inc. GYVOE5EZ4GDAVTU4CQ61 ANALOG DEVICES INC SR UNSECURED 10/51 2.95 032654AX3 220000 PA USD 219923.81 0.0217348499 Long DBT CORP US N 2 2051-10-01 Fixed 2.950000000000 N N N N N N ANGEL OAK MORTGAGE TRUST I LLC AOMT 2019 2 A1 144A N/A ANGEL OAK MORTGAGE TRUST 03/49 1 03463WAA1 134784.5 PA USD 136069.94 0.0134476559 Long ABS-MBS CORP US N 2 2049-03-25 Variable 3.628000000000 N N N N N N ANGEL OAK MORTGAGE TRUST LLC 2 AOMT 2020 5 A1 144A N/A ANGEL OAK MORTGAGE TRUST 05/65 1 03464WAA0 219919.95 PA USD 220948.03 0.0218360726 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.373000000000 N N N N N N ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 2 A1A 144A N/A ANGEL OAK MORTGAGE TRUST 01/65 1 03464XAL4 269482.26 PA USD 273564.73 0.0270361283 Long ABS-MBS CORP US N 2 2065-01-26 Variable 2.531000000000 N N N N N N Anheuser-Busch InBev Worldwide Inc. 549300CRGMZK3K53BF92 ANHEUSER-BUSCH INBEV WORLDWIDE COMPANY GUAR 07/42 3.75 03523TBQ0 288000 PA USD 310573.45 0.0306936631 Long DBT CORP US N 2 2042-07-15 Fixed 3.750000000000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 APPLE INC SR UNSECURED 02/41 2.375 037833EE6 315000 PA USD 302551.46 0.0299008579 Long DBT CORP US N 2 2041-02-08 Fixed 2.375000000000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 APPLE INC SR UNSECURED 02/61 2.8 037833EG1 315000 PA USD 300851.6 0.0297328624 Long DBT CORP US N 2 2061-02-08 Fixed 2.800000000000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 APPLE INC SR UNSECURED 08/61 2.85 037833EL0 315000 PA USD 303942.87 0.0300383695 Long DBT CORP US N 2 2061-08-05 Fixed 2.850000000000 N N N N N N B.A.T Capital Corporation N/A BAT CAPITAL CORP COMPANY GUAR 04/30 4.906 05526DBN4 174000 PA USD 199231.74 0.0196898734 Long DBT CORP US N 2 2030-04-02 Fixed 4.906000000000 N N N N N N B.A.T Capital Corporation N/A BAT CAPITAL CORP COMPANY GUAR 03/28 2.259 05526DBR5 171000 PA USD 169721.63 0.0167734188 Long DBT CORP US N 2 2028-03-25 Fixed 2.259000000000 N N N N N N BARCLAYS COMMERCIAL MORTGAGE T BBCMS 2019 C3 A3 N/A BARCLAYS COMMERCIAL MORTGAGE T BBCMS 2019 C3 A3 05550MAS3 108000 PA USD 116836.84 0.0115468679 Long ABS-MBS CORP US N 2 2052-05-15 Fixed 3.319000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSECURED 04/26 3.5 06051GFX2 162000 PA USD 176891.97 0.0174820563 Long DBT CORP US N 2 2026-04-19 Fixed 3.500000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSECURED 02/26 VAR 06051GHY8 162000 PA USD 166207.64 0.0164261346 Long DBT CORP US N 2 2026-02-13 Variable 2.015000000000 N N N N N N Black Hills Corporation 3MGELCRSTNSAMJ962671 BLACK HILLS CORP SR UNSECURED 10/49 3.875 092113AS8 283000 PA USD 303393.59 0.0299840847 Long DBT CORP US N 2 2049-10-15 Fixed 3.875000000000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 BOEING CO/THE SR UNSECURED 05/40 5.705 097023CV5 191000 PA USD 242714.31 0.0239872122 Long DBT CORP US N 2 2040-05-01 Fixed 5.705000000000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 BOEING CO/THE SR UNSECURED 05/50 5.805 097023CW3 214000 PA USD 285255.65 0.0281915303 Long DBT CORP US N 2 2050-05-01 Fixed 5.805000000000 N N N N N N Brighthouse Financial Inc. N/A BRIGHTHOUSE FINANCIAL INC SR UNSECURED 06/47 4.7 10922NAF0 246000 PA USD 278171.43 0.0274914039 Long DBT CORP US N 2 2047-06-22 Fixed 4.700000000000 N N N N N N Brixmor Operating Partnership LP 549300CJHBL7JBUA6503 BRIXMOR OPERATING PARTNERSHIP SR UNSECURED 04/28 2.25 11120VAK9 220000 PA USD 221874.68 0.0219276525 Long DBT CORP US N 2 2028-04-01 Fixed 2.250000000000 N N N N N N Broadcom Corp / Broadcom Cayman Finance Ltd N/A BROADCOM CORP / BROADCOM CAYMA COMPANY GUAR 01/27 3.875 11134LAH2 238000 PA USD 261542.93 0.0258480259 Long DBT CORP US N 2 2027-01-15 Fixed 3.875000000000 N N N N N N ViacomCBS Inc. 5KYC8KF17ROCY24M3H09 VIACOMCBS INC COMPANY GUAR 01/45 4.6 124857AN3 62000 PA USD 74273.67 0.0073403924 Long DBT CORP US N 2 2045-01-15 Fixed 4.600000000000 N N N N N N COMM 2013-CCRE10 Mortgage Trust 549300YJIXJB9DCDOI21 COMM 2013-CCRE10 MORTGAGE TRUS COMM 2013 CR10 A4 12626BAD6 15000 PA USD 15865.68 0.0015679893 Long ABS-MBS CORP US N 2 2046-08-10 Variable 4.210000000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 CVS HEALTH CORP SR UNSECURED 03/23 3.7 126650CV0 114000 PA USD 119043.17 0.0117649173 Long DBT CORP US N 2 2023-03-09 Fixed 3.700000000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 CVS HEALTH CORP SR UNSECURED 03/28 4.3 126650CX6 246000 PA USD 280601.14 0.0277315297 Long DBT CORP US N 2 2028-03-25 Fixed 4.300000000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A CHARTER COMMUNICATIONS OPT LLC SR SECURED 07/22 4.464 161175BB9 300000 PA USD 307622.24 0.0304019980 Long DBT CORP US N 2 2022-07-23 Fixed 4.464000000000 N N N N N N Colombia Government International Bond N/A COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 02/61 3.875 195325DX0 393000 PA USD 316431.81 0.0312726389 Long DBT NUSS CO N 2 2061-02-15 Fixed 3.875000000000 N N N N N N COLT 2019-4 MORTGAGE LOAN TRUS COLT 2019 4 A1 144A N/A COLT FUNDING LLC 11/49 2.579 196860AA8 291976.37 PA USD 291987.09 0.0288567917 Long ABS-MBS CORP US N 2 2049-11-25 Variable 2.579000000000 N N N N N N Consumers Energy Company N/A CONSUMERS ENERGY CO 1ST MORTGAGE 05/60 2.5 210518DJ2 267000 PA USD 233290.97 0.0230559130 Long DBT CORP US N 2 2060-05-01 Fixed 2.500000000000 N N N N N N Crown Castle International Corp. 54930012H97VSM0I2R19 CROWN CASTLE INTERNATIONAL COR SR UNSECURED 03/27 4 22822VAE1 159000 PA USD 176836.66 0.0174765900 Long DBT CORP US N 2 2027-03-01 Fixed 4.000000000000 N N N N N N CSAIL 2021-C20 COMMERCIAL MORT CSAIL 2021 C20 A3 N/A CSAIL COMMERCIAL MORTGAGE TRUS CSAIL 2021 C20 A3 22945EAU5 234000 PA USD 244800.22 0.0241933606 Long ABS-MBS CORP US N 2 2054-03-15 Fixed 2.804800000000 N N N N N N DELL INTERNATIONAL LLC / EMC C SR SECURED 10/26 4.9 N/A DELL INTERNATIONAL LLC / EMC C SR SECURED 10/26 4.9 24703TAE6 162000 PA USD 186617.52 0.0184432226 Long DBT CORP US N 2 2026-10-01 Fixed 4.900000000000 N N N N N N Devon Energy Corporation 54930042348RKR3ZPN35 DEVON ENERGY CORP SR UNSECURED 07/41 5.6 25179MAL7 80000 PA USD 99684.2 0.0098516897 Long DBT CORP US N 2 2041-07-15 Fixed 5.600000000000 N N N N N N Devon Energy Corporation 54930042348RKR3ZPN35 DEVON ENERGY CORP SR UNSECURED 05/42 4.75 25179MAN3 166000 PA USD 189450 0.0187231538 Long DBT CORP US N 2 2042-05-15 Fixed 4.750000000000 N N N N N N Diamondback Energy Inc. 549300R22LSX6OHWEN64 DIAMONDBACK ENERGY INC COMPANY GUAR 03/51 4.4 25278XAQ2 271000 PA USD 307390.82 0.0303791270 Long DBT CORP US N 2 2051-03-24 Fixed 4.400000000000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 DISCOVERY COMMUNICATIONS LLC COMPANY GUAR 05/50 4.65 25470DBH1 98000 PA USD 113568.03 0.0112238147 Long DBT CORP US N 2 2050-05-15 Fixed 4.650000000000 N N N N N N Dominion Energy Inc. ILUL7B6Z54MRYCF6H308 DOMINION ENERGY INC SR UNSECURED 04/41 3.3 25746UDK2 254000 PA USD 263579.86 0.0260493336 Long DBT CORP US N 2 2041-04-15 Fixed 3.300000000000 N N N N N N Duke Energy Corporation I1BZKREC126H0VB1BL91 DUKE ENERGY CORP SR UNSECURED 06/51 3.5 26441CBN4 188000 PA USD 193584.78 0.0191317900 Long DBT CORP US N 2 2051-06-15 Fixed 3.500000000000 N N N N N N Enable Midstream Partners LP 549300TLGDBYE711G509 ENABLE MIDSTREAM PARTNERS LP SR UNSECURED 05/24 3.9 292480AH3 89000 PA USD 94494.78 0.0093388245 Long DBT CORP US N 2 2024-05-15 Fixed 3.900000000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 ENERGY TRANSFER OPERATING LP COMPANY GUAR 06/41 6.05 29273RAP4 148000 PA USD 183612.2 0.0181462099 Long DBT CORP US N 2 2041-06-01 Fixed 6.050000000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 ENERGY TRANSFER OPERATING LP COMPANY GUAR 03/45 5.15 29273RBF5 162000 PA USD 185426.98 0.0183255628 Long DBT CORP US N 2 2045-03-15 Fixed 5.150000000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 ENERGY TRANSFER LP SR UNSECURED 04/47 5.3 29273RBL2 99000 PA USD 115977.36 0.0114619264 Long DBT CORP US N 2 2047-04-15 Fixed 5.300000000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 ENERGY TRANSFER OPERATING LP COMPANY GUAR 06/48 6 29278NAE3 130000 PA USD 164963.27 0.0163031548 Long DBT CORP US N 2 2048-06-15 Fixed 6.000000000000 N N N N N N Extra Space Storage LP N/A EXTRA SPACE STORAGE LP COMPANY GUAR 03/32 2.35 30225VAG2 284000 PA USD 277439.6 0.0274190779 Long DBT CORP US N 2 2032-03-15 Fixed 2.350000000000 N N N N N N FREDDIE MAC FG 06/39 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC FG 06/39 FIXED 4.5 3129882T4 43508.69 PA USD 48214.94 0.0047650342 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC FG 07/39 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC FG 07/39 FIXED 4.5 3129882U1 55850.31 PA USD 61897.78 0.0061172956 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC FG 01/35 FIXED 4 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC FG 01/35 FIXED 4 3132LNP99 28589.95 PA USD 31614.8 0.0031244590 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC FG 01/36 FIXED 4 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC FG 01/36 FIXED 4 3132LPVB2 52443.74 PA USD 56988.54 0.0056321203 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC FG 03/37 FIXED 4 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC FG 03/37 FIXED 4 3132LQFK8 43531.01 PA USD 47946.19 0.0047384739 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC FG 03/37 FIXED 4 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC FG 03/37 FIXED 4 3132LQFM4 49931.27 PA USD 55276.46 0.0054629172 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC FG 03/37 FIXED 4 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC FG 03/37 FIXED 4 3132LQFN2 59855.77 PA USD 65402.96 0.0064637090 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 4.000000000000 N N N N N N FANNIE MAE REMICS FNR 2018 15 AB B1V7KEBTPIMZEU4LTD58 FANNIE MAE REMICS FNR 2018 15 AB 3136B1HY3 286960.78 PA USD 304595.12 0.0301028307 Long ABS-MBS USGSE US N 2 2048-03-25 Fixed 3.000000000000 N N N N N N FREDDIE MAC REMICS FHR 4705 A S6XOOCT0IEG5ABCC6L87 FREDDIE MAC REMICS FHR 4705 A 3137F1YE2 180628.69 PA USD 182631.18 0.0180492567 Long ABS-MBS USGSE US N 2 2042-09-15 Fixed 4.500000000000 N N N N N N FREDDIE MAC REMICS FHR 4763 CA S6XOOCT0IEG5ABCC6L87 FREDDIE MAC REMICS FHR 4763 CA 3137F3KK9 225227.67 PA USD 239266.65 0.0236464834 Long ABS-MBS USGSE US N 2 2038-09-15 Fixed 3.000000000000 N N N N N N FREDDIE MAC REMICS FHR 4846 PF S6XOOCT0IEG5ABCC6L87 FREDDIE MAC REMICS FHR 4846 PF 3137FKHX7 127442.4 PA USD 126800.37 0.0125315536 Long ABS-MBS USGSE US N 2 2048-12-15 Floating 0.433750000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 04/47 FIXED 4 3138WKUZ6 144233.5 PA USD 158908.55 0.0157047729 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 07/44 FIXED 5 3138XZE31 57155.3 PA USD 64374.53 0.0063620703 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 02/46 FIXED 4.5 3138Y7DK5 32432.19 PA USD 36206.3 0.0035782324 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 12/36 FIXED 4 3140FLNA2 54300.48 PA USD 59075.26 0.0058383488 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 04/47 FIXED 4 3140GNG80 126779.23 PA USD 141817.79 0.0140157102 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 04/47 FIXED 4 3140GRAV6 96259.82 PA USD 104158.67 0.0102938971 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 10/47 FIXED 4 3140H25Z7 137488.44 PA USD 153722.14 0.0151922052 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 10/47 FIXED 4 3140H26A1 119333.79 PA USD 132342.45 0.0130792718 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 05/49 FIXED 4 3140JMH62 69238.56 PA USD 75049.93 0.0074171094 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 06/41 FIXED 4.5 31419MCB5 45536.15 PA USD 51034.39 0.0050436777 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.500000000000 N N N N N N Ford Motor Company 20S05OYHG0MQM4VUIC57 FORD MOTOR CO SR UNSECURED 01/43 4.75 345370CQ1 257000 PA USD 269369.41 0.0266215091 Long DBT CORP US N 2 2043-01-15 Fixed 4.750000000000 N N N N N N GCAT 2019-NQM1 LLC GCAT 2019 NQM1 A1 144A N/A GCAT 2019-NQM1 LLC 02/59 1 36166PAA6 171826.41 PA USD 172324.26 0.0170306341 Long ABS-MBS CORP US N 2 2059-02-25 Variable 2.985000000000 N N N N N N GINNIE MAE II POOL G2 01/49 FIXED 5 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 01/49 FIXED 5 36179UKZ4 140650.84 PA USD 151897.53 0.0150118808 Long ABS-MBS USGA US N 2 2049-01-20 Fixed 5.000000000000 N N N N N N GINNIE MAE II POOL G2 03/48 FIXED 4 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 03/48 FIXED 4 3617GGQ81 202573.94 PA USD 219676.49 0.0217104075 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 4.000000000000 N N N N N N GINNIE MAE II POOL G2 04/48 FIXED 4 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 04/48 FIXED 4 3617GGSL0 286828.01 PA USD 311043.81 0.0307401483 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 4.000000000000 N N N N N N GINNIE MAE II POOL G2 04/48 FIXED 4 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 04/48 FIXED 4 3617GGSX4 228748.01 PA USD 249490.01 0.0246568479 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 4.000000000000 N N N N N N GINNIE MAE II POOL G2 04/48 FIXED 4 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 04/48 FIXED 4 3617GGTU9 214983.23 PA USD 234947.37 0.0232196133 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 4.000000000000 N N N N N N GINNIE MAE II POOL G2 03/49 FIXED 4.5 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 03/49 FIXED 4.5 3617J2XW8 61514.29 PA USD 67405.72 0.0066616398 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 4.500000000000 N N N N N N GINNIE MAE II POOL G2 04/49 FIXED 4.5 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 04/49 FIXED 4.5 3617J2YE7 98208.67 PA USD 107614.44 0.0106354274 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 4.500000000000 N N N N N N GINNIE MAE II POOL G2 05/49 FIXED 4.5 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 05/49 FIXED 4.5 3617JLSR3 212782.84 PA USD 233161.75 0.0230431423 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 4.500000000000 N N N N N N GINNIE MAE II POOL G2 05/49 FIXED 4.5 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 05/49 FIXED 4.5 3617JLTA9 147917.17 PA USD 162083.69 0.0160185688 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 4.500000000000 N N N N N N GINNIE MAE II POOL G2 05/49 FIXED 4 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 05/49 FIXED 4 3617JLTL5 264053.96 PA USD 287667.3 0.0284298712 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 4.000000000000 N N N N N N GINNIE MAE II POOL G2 12/39 FIXED 5 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 12/39 FIXED 5 3620ACVP6 32780.83 PA USD 36432.23 0.0036005608 Long ABS-MBS USGA US N 2 2039-12-20 Fixed 5.000000000000 N N N N N N GINNIE MAE I POOL GN 08/47 FIXED 4.5 549300M8ZYFG0OCMTT87 GINNIE MAE GN 08/47 FIXED 4.5 3622A23F7 110795.12 PA USD 123975.65 0.0122523894 Long ABS-MBS USGA US N 2 2047-08-15 Fixed 4.500000000000 N N N N N N GINNIE MAE II POOL G2 11/45 FIXED 5 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 11/45 FIXED 5 3622A2R79 85326.29 PA USD 94728.92 0.0093619643 Long ABS-MBS USGA US N 2 2045-11-20 Fixed 5.000000000000 N N N N N N GINNIE MAE II POOL G2 02/49 FIXED 5 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 02/49 FIXED 5 3622AAEW0 118496.75 PA USD 129777.19 0.0128257497 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 5.000000000000 N N N N N N GINNIE MAE II POOL G2 03/49 FIXED 5 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 03/49 FIXED 5 3622AAFV1 254114.41 PA USD 278305.14 0.0275046183 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 5.000000000000 N N N N N N Galaxy Pipeline Assets Bidco Limited N/A GALAXY PIPELINE ASSETS BIDCO L SR SECURED 144A 09/40 2.94 36321PAE0 271000 PA USD 270434.93 0.0267268133 Long DBT CORP AE N 2 2040-09-30 Fixed 2.940000000000 N N N N N N General Motors Company 54930070NSV60J38I987 GENERAL MOTORS CO SR UNSECURED 04/48 5.4 37045VAQ3 184000 PA USD 228152 0.0225480337 Long DBT CORP US N 2 2048-04-01 Fixed 5.400000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2012 141 WA 38378GPE2 222681.73 PA USD 247420.47 0.0244523173 Long ABS-MBS USGA US N 2 2041-11-16 Variable 4.536910000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 HCA INC COMPANY GUAR 02/29 5.875 404119BW8 219000 PA USD 263169.56 0.0260087841 Long DBT CORP US N 2 2029-02-01 Fixed 5.875000000000 N N N N N N The Home Depot Inc. QEKMOTMBBKA8I816DO57 HOME DEPOT INC/THE SR UNSECURED 04/40 3.3 437076CC4 132000 PA USD 143019.67 0.0141344908 Long DBT CORP US N 2 2040-04-15 Fixed 3.300000000000 N N N N N N The Home Depot Inc. QEKMOTMBBKA8I816DO57 HOME DEPOT INC/THE SR UNSECURED 03/51 2.375 437076CG5 352000 PA USD 317785.11 0.0314063842 Long DBT CORP US N 2 2051-03-15 Fixed 2.375000000000 N N N N N N Interstate Power and Light Company EF9UQIIO4KY2BWOK3P26 INTERSTATE POWER and LIGHT CO SR UNSECURED 09/49 3.5 461070AR5 241000 PA USD 262154.46 0.0259084628 Long DBT CORP US N 2 2049-09-30 Fixed 3.500000000000 N N N N N N Kilroy Realty L.P. 5493008CT3N3JR7P1552 KILROY REALTY LP COMPANY GUAR 11/33 2.65 49427RAR3 315000 PA USD 310654.29 0.0307016524 Long DBT CORP US N 2 2033-11-15 Fixed 2.650000000000 N N N N N N Marathon Oil Corporation 1FRVQX2CRLGC1XLP5727 MARATHON OIL CORP SR UNSECURED 06/45 5.2 565849AM8 203000 PA USD 242038.84 0.0239204562 Long DBT CORP US N 2 2045-06-01 Fixed 5.200000000000 N N N N N N Marriott International Inc. 225YDZ14ZO8E1TXUSU86 MARRIOTT INTERNATIONAL INC/MD SR UNSECURED 05/25 5.75 571903BD4 34000 PA USD 38881.74 0.0038426434 Long DBT CORP US N 2 2025-05-01 Fixed 5.750000000000 N N N N N N MELLO WAREHOUSE SECURITIZATION MWST 2021 1 A 144A N/A MELLO WAREHOUSE SECURITIZATION MWST 2021 1 A 144A 58550LAA3 288000 PA USD 288659.29 0.0285279086 Long ABS-MBS CORP US N 2 2055-02-25 Floating 0.784380000000 N N N N N N Microsoft Corporation INR2EJN1ERAN0W5ZP974 MICROSOFT CORP SR UNSECURED 03/52 2.921 594918CE2 25000 PA USD 25844.94 0.0025542295 Long DBT CORP US N 2 2052-03-17 Fixed 2.921000000000 N N N N N N Mid-Atlantic Interstate Transmission LLC N/A MID-ATLANTIC INTERSTATE TRANSM SR UNSECURED 144A 05/28 4.1 59524QAA3 93000 PA USD 104184.1 0.0102964103 Long DBT CORP US N 2 2028-05-15 Fixed 4.100000000000 N N N N N N Mississippi Power Company LNZ0J6YZ5SC6ILIRU850 MISSISSIPPI POWER CO SR UNSECURED 03/42 4.25 605417BZ6 215000 PA USD 252541.49 0.0249584226 Long DBT CORP US N 2 2042-03-15 Fixed 4.250000000000 N N N N N N MORGAN STANLEY CAPITAL I TRUST MSC 2021 L6 A4 N/A MORGAN STANLEY CAPITAL I TRUST MSC 2021 L6 A4 61692CBE7 201000 PA USD 205483.59 0.0203077375 Long ABS-MBS CORP US N 2 2054-06-15 Fixed 2.444000000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5 N/A MORGAN STANLEY BANK OF AMERICA MSBAM 2012 C5 A4 61761AAZ1 209000 PA USD 211351.48 0.0208876551 Long ABS-MBS CORP US N 2 2045-08-15 Fixed 3.176000000000 N N N N N N MORGAN STANLEY BANK OF AMERICA MSBAM 2015 C20 A4 N/A MORGAN STANLEY BANK OF AMERICA MSBAM 2015 C20 A4 61764RBF4 158000 PA USD 168415.45 0.0166443303 Long ABS-MBS CORP US N 2 2048-02-15 Fixed 3.249000000000 N N N N N N NAVIENT PRIVATE EDUCATION REFI NAVSL 2018 A A2 144A N/A NAVIENT PRIVATE EDUCATION REFI NAVSL 2018 A A2 144A 63940PAB1 32461.14 PA USD 32832.4 0.0032447932 Long ABS-O CORP US N 2 2042-02-18 Fixed 3.190000000000 N N N N N N NAVIENT PRIVATE EDUCATION REFI NAVSL 2018 CA A2 144A N/A NAVIENT PRIVATE EDUCATION REFI NAVSL 2018 CA A2 144A 63940VAB8 104093.51 PA USD 106158.31 0.0104915195 Long ABS-O CORP US N 2 2042-06-16 Fixed 3.520000000000 N N N N N N NAVIENT PRIVATE EDUCATION REFI NAVSL 2020 EA A 144A N/A NAVIENT PRIVATE EDUCATION REFI NAVSL 2020 EA A 144A 63941TAA4 160242.27 PA USD 162489.41 0.0160586657 Long ABS-O CORP US N 2 2069-05-15 Fixed 1.690000000000 N N N N N N NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 A A 144A N/A NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 A A 144A 63942BAA2 287634.21 PA USD 287214.49 0.0283851205 Long ABS-O CORP US N 2 2069-05-15 Fixed 0.840000000000 N N N N N N New Residential Mortgage Loan Trust 2019-NQM4 N/A NEW RESIDENTIAL MORTGAGE LOA 09/59 1 64828EAA3 296798.91 PA USD 298977.5 0.0295476470 Long ABS-MBS CORP US N 2 2059-09-25 Variable 2.491880000000 N N N N N N NSTAR Electric Company 54930080R72Y2Z31UR68 NSTAR ELECTRIC CO SR UNSECURED 06/51 3.1 67021CAQ0 289000 PA USD 299740.68 0.0296230713 Long DBT CORP US N 2 2051-06-01 Fixed 3.100000000000 N N N N N N Oleoducto Central S.A. N/A OLEODUCTO CENTRAL SA SR UNSECURED 144A 07/27 4 680617AC1 246000 PA USD 253380 0.0250412917 Long DBT CORP CO N 2 2027-07-14 Fixed 4.000000000000 N N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 ORACLE CORP SR UNSECURED 03/31 2.875 68389XCE3 235000 PA USD 241814.4 0.0238982750 Long DBT CORP US N 2 2031-03-25 Fixed 2.875000000000 N N N N N N Pacific Gas and Electric Company 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 02/44 4.75 694308HH3 159000 PA USD 161915.8 0.0160019764 Long DBT CORP US N 2 2044-02-15 Fixed 4.750000000000 N N N N N N Pacific Gas and Electric Company 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 08/50 3.5 694308JJ7 112000 PA USD 101856.75 0.0100664006 Long DBT CORP US N 2 2050-08-01 Fixed 3.500000000000 N N N N N N Pacific Gas and Electric Company 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 07/40 4.5 694308JQ1 162000 PA USD 165360.05 0.0163423682 Long DBT CORP US N 2 2040-07-01 Fixed 4.500000000000 N N N N N N Pacific Gas and Electric Company 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS AND ELECTRIC CO SR SECURED 06/41 4.2 694308JU2 272000 PA USD 267157 0.0264028588 Long DBT CORP US N 2 2041-06-01 Fixed 4.200000000000 N N N N N N Pennsylvania Electric Company O1PLQWO3TX952VMBJ146 PENNSYLVANIA ELECTRIC CO SR UNSECURED 144A 03/28 3.25 708696BY4 267000 PA USD 282114.91 0.0278811341 Long DBT CORP US N 2 2028-03-15 Fixed 3.250000000000 N N N N N N Pfizer Inc. 765LHXWGK1KXCLTFYQ30 PFIZER INC SR UNSECURED 03/22 2.8 717081ER0 302000 PA USD 305435.77 0.0301859113 Long DBT CORP US N 2 2022-03-11 Fixed 2.800000000000 N N N N N N Pfizer Inc. 765LHXWGK1KXCLTFYQ30 PFIZER INC SR UNSECURED 05/50 2.7 717081FA6 223000 PA USD 219356.24 0.0216787576 Long DBT CORP US N 2 2050-05-28 Fixed 2.700000000000 N N N N N N Phillips 66 N/A PHILLIPS 66 COMPANY GUAR 03/28 3.9 718546AR5 24000 PA USD 26609.7 0.0026298100 Long DBT CORP US N 2 2028-03-15 Fixed 3.900000000000 N N N N N N Public Service Electric and Gas Company 549300RUHPVD434XUK18 PUBLIC SERVICE ELECTRIC AND GA 1ST MORTGAGE 08/50 2.05 74456QCE4 132000 PA USD 113457.46 0.0112128872 Long DBT CORP US N 2 2050-08-01 Fixed 2.050000000000 N N N N N N Public Service Enterprise Group Incorporated PUSS41EMO3E6XXNV3U28 PUBLIC SERVICE ENTERPRISE GROU SR UNSECURED 08/30 1.6 744573AQ9 204000 PA USD 193027.57 0.0190767215 Long DBT CORP US N 2 2030-08-15 Fixed 1.600000000000 N N N N N N Qatar Petroleum N/A QATAR PETROLEUM SR UNSECURED 144A 07/41 3.125 74730DAE3 223000 PA USD 222892.96 0.0220282881 Long DBT CORP QA N 2 2041-07-12 Fixed 3.125000000000 N N N N N N Regeneron Pharmaceuticals Inc. 549300RCBFWIRX3HYQ56 REGENERON PHARMACEUTICALS INC SR UNSECURED 09/50 2.8 75886FAF4 107000 PA USD 98787.47 0.0097630667 Long DBT CORP US N 2 2050-09-15 Fixed 2.800000000000 N N N N N N SMB Private Education Loan Trust 2015-B N/A SMB PRIVATE EDUCATION LOAN TRU SMB 2015 B A2B 144A 78448QAC2 129063.42 PA USD 129325.24 0.0127810840 Long ABS-O CORP US N 2 2027-07-15 Floating 1.283750000000 N N N N N N SMB Private Education Loan Trust 2016-B N/A SMB PRIVATE EDUCATION LOAN TRU SMB 2016 B A2A 144A 78449GAB5 141305.24 PA USD 144507.16 0.0142814979 Long ABS-O CORP US N 2 2032-02-17 Fixed 2.430000000000 N N N N N N SMB Private Education Loan Trust 2016-B N/A SMB PRIVATE EDUCATION LOAN TRU SMB 2016 B A2B 144A 78449GAC3 55512.77 PA USD 56241 0.0055582417 Long ABS-O CORP US N 2 2032-02-17 Floating 1.533750000000 N N N N N N SMB Private Education Loan Trust 2018-C N/A SMB PRIVATE EDUCATION LOAN TRU SMB 2018 C A2A 144A 78449QAB3 199294.17 PA USD 209208.34 0.0206758508 Long ABS-O CORP US N 2 2035-11-15 Fixed 3.630000000000 N N N N N N SoFi Professional Loan Program 2016-A LLC 549300MIP15HTYPHSM46 SOFI PROFESSIONAL LOAN PROGRAM SOFI 2016 A A2 144A 78469PAB0 206098.71 PA USD 207501.54 0.0205071694 Long ABS-O CORP US N 2 2036-12-26 Fixed 2.760000000000 N N N N N N Sofi Professional Loan Program 2016-E LLC 549300E92LV3L3L4EW68 SOFI PROFESSIONAL LOAN PROGRAM SOFI 2016 E A1 144A 78470RAA5 49428.87 PA USD 49500.43 0.0048920779 Long ABS-O CORP US N 2 2039-07-25 Floating 0.936000000000 N N N N N N SoFi Professional Loan Program 2017-D LLC N/A SOFI PROFESSIONAL LOAN PROGRAM SOFI 2017 D A2FX 144A 78471CAB5 51106.47 PA USD 52090.57 0.0051480589 Long ABS-O CORP US N 2 2040-09-25 Fixed 2.650000000000 N N N N N N salesforce.com inc. RCGZFPDMRW58VJ54VR07 SALESFORCE.COM INC SR UNSECURED 07/41 2.7 79466LAK0 18000 PA USD 17946.72 0.0017736564 Long DBT CORP US N 2 2041-07-15 Fixed 2.700000000000 N N N N N N Santander Drive Auto Receivables Trust 2020-1 N/A SANTANDER DRIVE AUTO RECEIVABL SDART 2020 1 A3 80287AAD5 186411.08 PA USD 186785.36 0.0184598101 Long ABS-O CORP US N 2 2024-02-15 Fixed 2.030000000000 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM SOFI 2017 A A1 144A N/A SOFI PROFESSIONAL LOAN PROGRAM SOFI 2017 A A1 144A 83404FAA2 48395.45 PA USD 48458.08 0.0047890635 Long ABS-O CORP US N 2 2040-03-26 Floating 0.786000000000 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM SOFI 2017 E A1 144A N/A SOFI PROFESSIONAL LOAN PROGRAM SOFI 2017 E A1 144A 83404KAA1 26855.56 PA USD 26868.63 0.0026553998 Long ABS-O CORP US N 2 2040-11-26 Floating 0.586000000000 N N N N N N Sofi Professional Loan Program 2018-A LLC N/A SOFI PROFESSIONAL LOAN PROGRAM SOFI 2018 A A2B 144A 83406EAC9 294252.3 PA USD 299486.4 0.0295979410 Long ABS-O CORP US N 2 2042-02-25 Fixed 2.950000000000 N N N N N N Spirit Realty L.P. N/A SPIRIT REALTY LP COMPANY GUAR 09/26 4.45 84861TAC2 41000 PA USD 45787.94 0.0045251763 Long DBT CORP US N 2 2026-09-15 Fixed 4.450000000000 N N N N N N Spirit Realty L.P. N/A SPIRIT REALTY LP COMPANY GUAR 02/31 3.2 84861TAG3 182000 PA USD 188985.66 0.0186772635 Long DBT CORP US N 2 2031-02-15 Fixed 3.200000000000 N N N N N N Spirit Realty L.P. N/A SPIRIT REALTY LP 02/32 2.7 84861TAJ7 188000 PA USD 186389.86 0.0184207232 Long DBT CORP US N 2 2032-02-15 Fixed 2.700000000000 N N N N N N Sun Communities Operating Limited Partnership N/A SUN COMMUNITIES OPERATING LP COMPANY GUAR 11/28 2.3 866677AF4 315000 PA USD 315584.58 0.0311889081 Long DBT CORP US N 2 2028-11-01 Fixed 2.300000000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 ENERGY TRANSFER LP SR UNSECURED 02/42 6.1 86765BAK5 166000 PA USD 205661.74 0.0203253438 Long DBT CORP US N 2 2042-02-15 Fixed 6.100000000000 N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 ENERGY TRANSFER LP SR UNSECURED 05/45 5.35 86765BAQ2 241000 PA USD 281066.09 0.0277774802 Long DBT CORP US N 2 2045-05-15 Fixed 5.350000000000 N N N N N N Texas Instruments Incorporated WDJNR2L6D8RWOEB8T652 TEXAS INSTRUMENTS INC SR UNSECURED 09/26 1.125 882508BK9 316000 PA USD 315728.24 0.0312031058 Long DBT CORP US N 2 2026-09-15 Fixed 1.125000000000 N N N N N N Thermo Fisher Scientific Inc. HCHV7422L5HDJZCRFL38 THERMO FISHER SCIENTIFIC INC SR UNSECURED 10/41 2.8 883556CM2 253000 PA USD 252355.52 0.0249400434 Long DBT CORP US N 2 2041-10-15 Fixed 2.800000000000 N N N N N N Trans-Allegheny Interstate Line Company N/A TRANS-ALLEGHENY INTERSTATE LIN SR UNSECURED 144A 06/25 3.85 893045AE4 222000 PA USD 238507.82 0.0235714890 Long DBT CORP US N 2 2025-06-01 Fixed 3.850000000000 N N N N N N Union Pacific Corporation 549300LMMRSZZCZ8CL11 UNION PACIFIC CORP SR UNSECURED 03/24 3.15 907818FA1 267000 PA USD 282798.93 0.0279487351 Long DBT CORP US N 2 2024-03-01 Fixed 3.150000000000 N N N N N N Mexico Government International Bond N/A MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 03/44 4.75 91086QBB3 228000 PA USD 242639.88 0.0239798564 Long DBT NUSS MX N 2 2044-03-08 Fixed 4.750000000000 N N N N N N Mexico Government International Bond N/A MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 05/61 3.771 91087BAN0 215000 PA USD 190642.65 0.0188410222 Long DBT NUSS MX N 2 2061-05-24 Fixed 3.771000000000 N N N N N N Unitedhealth Group Incorporated 549300GHBMY8T5GXDE41 UNITEDHEALTH GROUP INC SR UNSECURED 05/40 2.75 91324PDY5 241000 PA USD 241073.94 0.0238250961 Long DBT CORP US N 2 2040-05-15 Fixed 2.750000000000 N N N N N N Unitedhealth Group Incorporated 549300GHBMY8T5GXDE41 UNITEDHEALTH GROUP INC SR UNSECURED 05/50 2.9 91324PDZ2 238000 PA USD 238642.13 0.0235847628 Long DBT CORP US N 2 2050-05-15 Fixed 2.900000000000 N N N N N N Unitedhealth Group Incorporated 549300GHBMY8T5GXDE41 UNITEDHEALTH GROUP INC SR UNSECURED 05/41 3.05 91324PEE8 166000 PA USD 171563.36 0.0169554351 Long DBT CORP US N 2 2041-05-15 Fixed 3.050000000000 N N N N N N Board of Regents of the University of Texas System N/A UNIVERSITY OF TEXAS SYSTEM/THE UNIHGR 08/49 FIXED 2.439 91514AKD6 285000 PA USD 274803.33 0.0271585379 Long DBT MUN US N 2 2049-08-15 Fixed 2.439000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 VERIZON COMMUNICATIONS INC SR UNSECURED 09/28 4.329 92343VER1 219000 PA USD 251746.48 0.0248798525 Long DBT CORP US N 2 2028-09-21 Fixed 4.329000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 VERIZON COMMUNICATIONS INC SR UNSECURED 11/50 2.875 92343VFU3 254000 PA USD 236765.08 0.0233992558 Long DBT CORP US N 2 2050-11-20 Fixed 2.875000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 VERIZON COMMUNICATIONS INC SR UNSECURED 03/31 2.55 92343VGJ7 300000 PA USD 303687.13 0.0300130950 Long DBT CORP US N 2 2031-03-21 Fixed 2.550000000000 N N N N N N VERUS SECURITIZATION TRUST 201 VERUS 2019 INV3 A1 144A N/A VERUS SECURITIZATION TRUST 201 11/59 1 92537MAA8 251210.51 PA USD 254994.29 0.0252008304 Long ABS-MBS CORP US N 2 2059-11-25 Variable 2.692000000000 N N N N N N VERUS SECURITIZATION TRUST 202 VERUS 2020 5 A1 144A N/A VERUS SECURITIZATION TRUST 05/65 1 92538CAA9 190919.92 PA USD 191463.79 0.0189221747 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.218000000000 N N N N N N ViacomCBS Inc. 5KYC8KF17ROCY24M3H09 VIACOM INC SR UNSECURED 09/43 5.85 92553PAU6 116000 PA USD 158082.17 0.0156231026 Long DBT CORP US N 2 2043-09-01 Fixed 5.850000000000 N N N N N N ViacomCBS Inc. 5KYC8KF17ROCY24M3H09 VIACOMCBS INC SR UNSECURED 01/31 4.95 92556HAB3 177000 PA USD 211453.38 0.0208977258 Long DBT CORP US N 2 2031-01-15 Fixed 4.950000000000 N N N N N N ViacomCBS Inc. 5KYC8KF17ROCY24M3H09 VIACOMCBS INC SR UNSECURED 05/32 4.2 92556HAD9 34000 PA USD 38891.72 0.0038436297 Long DBT CORP US N 2 2032-05-19 Fixed 4.200000000000 N N N N N N VMware Inc. 549300BUDHS3LRWBE814 VMWARE INC SR UNSECURED 08/27 3.9 928563AC9 125000 PA USD 139295 0.0137663854 Long DBT CORP US N 2 2027-08-21 Fixed 3.900000000000 N N N N N N Walmart Inc. Y87794H0US1R65VBXU25 WALMART INC SR UNSECURED 09/28 1.5 931142ES8 316000 PA USD 314637.46 0.0310953051 Long DBT CORP US N 2 2028-09-22 Fixed 1.500000000000 N N N N N N Walmart Inc. Y87794H0US1R65VBXU25 WALMART INC SR UNSECURED 09/31 1.8 931142ET6 283000 PA USD 280569.03 0.0277283563 Long DBT CORP US N 2 2031-09-22 Fixed 1.800000000000 N N N N N N Walmart Inc. Y87794H0US1R65VBXU25 WALMART INC SR UNSECURED 09/41 2.5 931142EU3 253000 PA USD 251898.97 0.0248949230 Long DBT CORP US N 2 2041-09-22 Fixed 2.500000000000 N N N N N N Walmart Inc. Y87794H0US1R65VBXU25 WALMART INC SR UNSECURED 09/51 2.65 931142EV1 32000 PA USD 31853.1 0.0031480100 Long DBT CORP US N 2 2051-09-22 Fixed 2.650000000000 N N N N N N Yale University N/A YALE UNIVERSITY UNSECURED 04/25 0.873 98459LAA1 313000 PA USD 314112.23 0.0310433972 Long DBT CORP US N 2 2025-04-15 Fixed 0.873000000000 N N N N N N FANNIE MAE OR FREDDIE MAC MBS 15YR TBA N/A FANNIE MAE OR FREDDIE MAC MBS 15YR TBA 01F0204A4 16100000 PA USD 16576329.77 1.6382220735 Long ABS-MBS USGSE US N 2 N/A Fixed 2.000000000000 N N N N N N FANNIE MAE OR FREDDIE MAC MBS 15YR TBA N/A FANNIE MAE OR FREDDIE MAC MBS 15YR TBA 01F0204B2 4700000 PA USD 4832443.65 0.4775855673 Long ABS-MBS USGSE US N 2 N/A Fixed 2.000000000000 N N N N N N FANNIE MAE OR FREDDIE MAC MBS 30YR TBA N/A FANNIE MAE OR FREDDIE MAC MBS 30YR TBA 01F0206A2 3200000 PA USD 3208200 0.3170631937 Long ABS-MBS USGSE US N 2 N/A Fixed 2.000000000000 N N N N N N FANNIE MAE OR FREDDIE MAC MBS 30YR TBA N/A FANNIE MAE OR FREDDIE MAC MBS 30YR TBA 01F0206B0 10300000 PA USD 10307482.95 1.0186782192 Long ABS-MBS USGSE US N 2 N/A Fixed 2.000000000000 N N N N N N FANNIE MAE OR FREDDIE MAC MBS 30YR TBA N/A FANNIE MAE OR FREDDIE MAC MBS 30YR TBA 01F0206C8 3000000 PA USD 2995617 0.2960538286 Long ABS-MBS USGSE US N 2 N/A Fixed 2.000000000000 N N N N N N FANNIE MAE OR FREDDIE MAC MBS 30YR TBA N/A FANNIE MAE OR FREDDIE MAC MBS 30YR TBA 01F0226A8 9600000 PA USD 9898875.84 0.9782959877 Long ABS-MBS USGSE US N 2 N/A Fixed 2.500000000000 N N N N N N FANNIE MAE OR FREDDIE MAC MBS 30YR TBA N/A FANNIE MAE OR FREDDIE MAC MBS 30YR TBA 01F0226B6 28600000 PA USD 29432305.76 2.9087653081 Long ABS-MBS USGSE US N 2 N/A Fixed 2.500000000000 N N N N N N FANNIE MAE OR FREDDIE MAC MBS 30YR TBA N/A FANNIE MAE OR FREDDIE MAC MBS 30YR TBA 01F0226C4 6600000 PA USD 6776086.68 0.6696738618 Long ABS-MBS USGSE US N 2 N/A Fixed 2.500000000000 N N N N N N Amazon.com Inc. ZXTILKJKG63JELOEG630 AMAZON.COM INC SR UNSECURED 05/26 1 023135BX3 2147000 PA USD 2144502.48 0.2119390328 Long DBT CORP US N 2 2026-05-12 Fixed 1.000000000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 VOLT A 144A N/A BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 VOLT A 144A 05609VAA3 2021000 PA USD 2022267.77 0.1998586988 Long ABS-MBS CORP US N 2 2036-09-15 Floating 0.800000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSECURED 10/26 VAR 06051GJK6 2402000 PA USD 2383950.65 0.2356034557 Long DBT CORP US N 2 2026-10-24 Variable 1.197000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSECURED 03/27 VAR 06051GJQ3 3175000 PA USD 3193224.75 0.3155832047 Long DBT CORP US N 2 2027-03-11 Variable 1.658000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSECURED 04/25 VAR 06051GJR1 1708000 PA USD 1717083.66 0.1696976588 Long DBT CORP US N 2 2025-04-22 Variable 0.976000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSECURED 07/27 VAR 06051GJS9 3435000 PA USD 3449134.44 0.3408745031 Long DBT CORP US N 2 2027-07-22 Variable 1.734000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSECURED 04/32 VAR 06051GJT7 3106000 PA USD 3162746.62 0.3125710816 Long DBT CORP US N 2 2032-04-22 Variable 2.687000000000 N N N N N N Broadcom Inc. N/A BROADCOM INC SR UNSECURED 144A 04/33 3.419 11135FBK6 1684000 PA USD 1743229.16 0.1722815924 Long DBT CORP US N 2 2033-04-15 Fixed 3.419000000000 N N N N N N Bunge Limited Finance Corp. N/A BUNGE LTD FINANCE CORP COMPANY GUAR 09/27 3.75 120568AZ3 1592000 PA USD 1761112.67 0.1740490018 Long DBT CORP US N 2 2027-09-25 Fixed 3.750000000000 N N N N N N Bunge Limited Finance Corp. N/A BUNGE LTD FINANCE CORP COMPANY GUAR 05/31 2.75 120568BC3 1956000 PA USD 1981919.72 0.1958711415 Long DBT CORP US N 2 2031-05-14 Fixed 2.750000000000 N N N N N N COMM 2013-CCRE11 Mortgage Trust 549300BCCWSDWINK2593 COMM 2013-CCRE11 MORTGAGE TRUS COMM 2013 CR11 A4 12626LAE2 1838000 PA USD 1953169.63 0.1930297989 Long ABS-MBS CORP US N 2 2050-08-10 Fixed 4.258000000000 N N N N N N Capital One Multi-Asset Execution Trust R42WS16M9R97TJJKGU15 CAPITAL ONE MULTI-ASSET EXECUT COMET 2021 A2 A2 14041NFX4 2730000 PA USD 2701048.9 0.2669419583 Long ABS-O CORP US N 2 2030-07-15 Fixed 1.390000000000 N N N N N N GINNIE MAE II POOL MBS 30YR TBA 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL MBS 30YR TBA 21H0226B2 6500000 PA USD 6698390.4 0.6619952162 Long ABS-MBS USGA US N 2 N/A Fixed 2.500000000000 N N N N N N Credit Suisse AG N/A CREDIT SUISSE AG/NEW YORK NY SR UNSECURED 08/26 1.25 22550L2G5 2472000 PA USD 2436887.42 0.2408351437 Long DBT CORP US N 2 2026-08-07 Fixed 1.250000000000 N N N N N N Crown Castle International Corp. 54930012H97VSM0I2R19 CROWN CASTLE INTERNATIONAL COR SR UNSECURED 04/31 2.1 22822VAW1 1743000 PA USD 1677959.64 0.1658310711 Long DBT CORP US N 2 2031-04-01 Fixed 2.100000000000 N N N N N N FREDDIE MAC POOL FR 03/49 FIXED 5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 03/49 FIXED 5 3132AEB47 1787138.29 PA USD 2022922.77 0.1999234318 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 5.000000000000 N N N N N N FREDDIE MAC POOL FR 01/36 FIXED 2.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 01/36 FIXED 2.5 3132CWQQ0 2810518.02 PA USD 2967875.83 0.2933121966 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 2.500000000000 N N N N N N FREDDIE MAC POOL FR 07/49 FIXED 4 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 07/49 FIXED 4 3132DVKM6 1893751.84 PA USD 2095900.57 0.2071357547 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.000000000000 N N N N N N FANNIE MAE REMICS FNR 2013 11 AP B1V7KEBTPIMZEU4LTD58 FANNIE MAE REMICS FNR 2013 11 AP 3136ABZ63 1624177.19 PA USD 1640825.49 0.1621611402 Long ABS-MBS USGSE US N 2 2043-01-25 Fixed 1.500000000000 N N N N N N FANNIE MAE REMICS FNR 2015 84 PA B1V7KEBTPIMZEU4LTD58 FANNIE MAE REMICS FNR 2015 84 PA 3136AQQT0 1958609.18 PA USD 2016147.63 0.1992538515 Long ABS-MBS USGSE US N 2 2033-08-25 Fixed 1.700000000000 N N N N N N FANNIE MAE REMICS FNR 2016 57 PC B1V7KEBTPIMZEU4LTD58 FANNIE MAE REMICS FNR 2016 57 PC 3136ATEP5 3738757.11 PA USD 3772708.39 0.3728529926 Long ABS-MBS USGSE US N 2 2046-06-25 Fixed 1.750000000000 N N N N N N FANNIE MAE REMICS FNR 2016 48 MA B1V7KEBTPIMZEU4LTD58 FANNIE MAE REMICS FNR 2016 48 MA 3136ATLW2 2006399.38 PA USD 2080574.56 0.2056211005 Long ABS-MBS USGSE US N 2 2038-06-25 Fixed 2.000000000000 N N N N N N FANNIE MAE REMICS FNR 2020 48 DA B1V7KEBTPIMZEU4LTD58 FANNIE MAE REMICS FNR 2020 48 DA 3136BATZ7 2259189.96 PA USD 2290837.6 0.2264011862 Long ABS-MBS USGSE US N 2 2050-07-25 Fixed 2.000000000000 N N N N N N FANNIE MAE REMICS FNR 2021 27 EC B1V7KEBTPIMZEU4LTD58 FANNIE MAE REMICS FNR 2021 27 EC 3136BHAA7 2630931.75 PA USD 2645215.87 0.2614240358 Long ABS-MBS USGSE US N 2 2051-05-25 Fixed 1.500000000000 N N N N N N FREDDIE MAC REMICS FHR 4742 PA S6XOOCT0IEG5ABCC6L87 FREDDIE MAC REMICS FHR 4742 PA 3137FCAZ7 1594678.11 PA USD 1651624.86 0.1632284312 Long ABS-MBS USGSE US N 2 2047-10-15 Fixed 3.000000000000 N N N N N N FREDDIE MAC REMICS FHR 5092 DT S6XOOCT0IEG5ABCC6L87 FREDDIE MAC REMICS FHR 5092 DT 3137FYBW5 1859461.88 PA USD 1866168.03 0.1844315178 Long ABS-MBS USGSE US N 2 2049-11-25 Fixed 1.500000000000 N N N N N N FREDDIE MAC REMICS FHR 5091 AB S6XOOCT0IEG5ABCC6L87 FREDDIE MAC REMICS FHR 5091 AB 3137FYM52 1713989.85 PA USD 1710880.84 0.1690846403 Long ABS-MBS USGSE US N 2 2051-03-25 Fixed 1.500000000000 N N N N N N Fannie Mae Interest Strip B1V7KEBTPIMZEU4LTD58 FANNIE MAE INTEREST STRIP FNS 414 A35 31395QDZ0 1611325.69 PA USD 1737824.2 0.1717474256 Long ABS-MBS USGSE US N 2 2042-10-25 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 07/48 FIXED 4 3140FXK92 3520134.44 PA USD 3924492.64 0.3878536781 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 07/60 FIXED 3 3140FXRS3 5724431.92 PA USD 6152119.11 0.6080077716 Long ABS-MBS USGSE US N 2 2060-07-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 07/60 FIXED 3 3140FXRT1 4300503.61 PA USD 4621805.42 0.4567684019 Long ABS-MBS USGSE US N 2 2060-07-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 12/54 FIXED 3 3140FXRW4 4480414.5 PA USD 4794155.97 0.4738016342 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 04/51 FIXED 2 3140L2FM0 1972563.94 PA USD 1988225.51 0.1964943364 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 01/49 FIXED 4.5 3140QAH45 2038316.15 PA USD 2276946.92 0.2250283842 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 09/50 FIXED 2.5 3140QFBE8 6657363.53 PA USD 6892625.44 0.6811912707 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 10/50 FIXED 2.5 3140QFFG9 5219339.46 PA USD 5403783.61 0.5340505234 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 12/35 FIXED 2.5 3140QGJT5 2646337.55 PA USD 2796984.02 0.2764231301 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 02/36 FIXED 2.5 3140QHEW1 1928184.87 PA USD 2034936.7 0.2011107565 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 03/36 FIXED 2.5 3140QHP66 1595453 PA USD 1686276.4 0.1666530082 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 03/36 FIXED 2.5 3140QHPZ2 2365049.88 PA USD 2495988.27 0.2466760215 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 04/51 FIXED 2 3140QKE38 3841412.8 PA USD 3871912.47 0.3826572325 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 05/36 FIXED 2.5 3140QKLN6 3137878.26 PA USD 3315525.79 0.3276700940 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 05/36 FIXED 2.5 3140QKLU0 1948265.52 PA USD 2060999.76 0.2036865426 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 05/36 FIXED 2.5 3140QKWD6 2050509.47 PA USD 2171723.08 0.2146292175 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 06/49 FIXED VAR 3140X4E69 1955888.03 PA USD 2262359.45 0.2235867192 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 08/49 FIXED VAR 3140X4RF5 5387812.05 PA USD 6181149.06 0.6108767725 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 06/49 FIXED VAR 3140X4RH1 4431546.42 PA USD 5016218.51 0.4957478527 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 06/36 FIXED VAR 3140XBKE9 1858111.66 PA USD 1965629.25 0.1942611706 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 2.500000000000 N N N N N N GE Capital International Funding Company Unlimited Company 549300G6UZOB126GBY72 GE CAPITAL INTERNATIONAL FUNDI COMPANY GUAR 11/35 4.418 36164QNA2 1399000 PA USD 1678873.11 0.1659213484 Long DBT CORP IE N 2 2035-11-15 Fixed 4.418000000000 N N N N N N GINNIE MAE II POOL G2 06/47 FIXED 4 549300M8ZYFG0OCMTT87 GINNIE MAE G2 06/47 FIXED 4 36179TAL9 4852253.88 PA USD 5205807.05 0.5144846983 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 4.000000000000 N N N N N N GINNIE MAE II POOL G2 03/48 FIXED 5 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 03/48 FIXED 5 36179TUD5 1543256.71 PA USD 1681849.8 0.1662155317 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 5.000000000000 N N N N N N GINNIE MAE II POOL G2 06/48 FIXED 5 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 06/48 FIXED 5 36179TZ73 2054428.04 PA USD 2224963.44 0.2198909090 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 5.000000000000 N N N N N N GINNIE MAE II POOL G2 07/51 FIXED 2.5 549300M8ZYFG0OCMTT87 GINNIE MAE G2 07/51 FIXED 2.5 36179WJR0 6154137.17 PA USD 6361428.82 0.6286936407 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 2.500000000000 N N N N N N GINNIE MAE II POOL G2 09/51 FIXED 2.5 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 09/51 FIXED 2.5 36179WNE4 6083000 PA USD 6291222.31 0.6217552016 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 2.500000000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC/THE SR UNSECURED 09/24 VAR 38141GYE8 2348000 PA USD 2348387.42 0.2320887773 Long DBT CORP US N 2 2024-09-10 Variable 0.657000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2021 23 MG 38382NXF9 1774049.22 PA USD 1786803.92 0.1765880423 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 1.500000000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 HCA INC COMPANY GUAR 02/25 5.375 404119BR9 2268000 PA USD 2534490 0.2504811090 Long DBT CORP US N 2 2025-02-01 Fixed 5.375000000000 N N N N N N JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2015 C28 A3 N/A JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2015 C28 A3 46644FAC5 1646378.86 PA USD 1698347.3 0.1678459631 Long ABS-MBS CORP US N 2 2048-10-15 Fixed 2.912400000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE and CO SR UNSECURED 11/26 VAR 46647PBT2 1758000 PA USD 1731335.73 0.1711061766 Long DBT CORP US N 2 2026-11-19 Variable 1.045000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE and CO SR UNSECURED 02/27 VAR 46647PBW5 3153000 PA USD 3093282.18 0.3057059806 Long DBT CORP US N 2 2027-02-04 Variable 1.040000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE and CO SR UNSECURED 09/27 VAR 46647PCP9 2667000 PA USD 2649934.32 0.2618903555 Long DBT CORP US N 2 2027-09-22 Variable 1.470000000000 N N N N N N Lundin Energy Finance B.V. N/A LUNDIN ENERGY FINANCE BV COMPANY GUAR 144A 07/26 2 55037AAA6 1662000 PA USD 1672026.5 0.1652447048 Long DBT CORP NL N 2 2026-07-15 Fixed 2.000000000000 N N N N N N Mitsubishi UFJ Financial Group Inc. N/A MITSUBISHI UFJ FINANCIAL GROUP SR UNSECURED 07/25 VAR 606822BW3 1907000 PA USD 1909166.35 0.1886809988 Long DBT CORP JP N 2 2025-07-19 Variable 0.953000000000 N N N N N N Mitsubishi UFJ Financial Group Inc. N/A MITSUBISHI UFJ FINANCIAL GROUP SR UNSECURED 07/27 VAR 606822BY9 1885000 PA USD 1883156.64 0.1861104852 Long DBT CORP JP N 2 2027-07-20 Variable 1.538000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSECURED 05/25 VAR 61747YEA9 3286000 PA USD 3275912.57 0.3237551592 Long DBT CORP US N 2 2025-05-30 Variable 0.790000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSECURED 01/25 VAR 61747YEB7 3898000 PA USD 3897824.47 0.3852180895 Long DBT CORP US N 2 2025-01-22 Variable 0.791000000000 N N N N N N NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 D A2A 144A N/A NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 D A2A 144A 63941CAB9 1571490.51 PA USD 1639742.7 0.1620541292 Long ABS-O CORP US N 2 2059-12-15 Fixed 3.010000000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN NAVSL 2020 IA A1A 144A N/A NAVIENT PRIVATE EDUCATION LOAN NAVSL 2020 IA A1A 144A 63942AAA4 2162425.89 PA USD 2167856.61 0.2142470981 Long ABS-O CORP US N 2 2069-04-15 Fixed 1.330000000000 N N N N N N NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 EA A 144A N/A NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 EA A 144A 63942EAA6 2398863.1 PA USD 2390219.52 0.2362230019 Long ABS-O CORP US N 2 2069-12-16 Fixed 0.970000000000 N N N N N N NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 FA A 144A N/A NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 FA A 144A 63942GAA1 2622000 PA USD 2612446.74 0.2581854955 Long ABS-O CORP US N 2 2070-02-18 Fixed 1.110000000000 N N N N N N NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 CA A 144A N/A NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 CA A 144A 63942JAA5 2208424.78 PA USD 2212134.49 0.2186230367 Long ABS-O CORP US N 2 2069-10-15 Fixed 1.060000000000 N N N N N N Nelnet Student Loan Trust 2005-1 N/A NELNET STUDENT LOAN TRUST 2005 NSLT 2005 1 A5 64031QBR1 3245931.37 PA USD 3201071.62 0.3163587030 Long ABS-O CORP US N 2 2033-10-25 Floating 0.235250000000 N N N N N N Nelnet Student Loan Trust 2005-2 N/A NELNET STUDENT LOAN TRUST 2005 NSLT 2005 2 A5 64031QBX8 3165641.96 PA USD 3117117.73 0.3080616241 Long ABS-O CORP US N 2 2037-03-23 Floating 0.225380000000 N N N N N N NELNET STUDENT LOAN TRUST 2005 NSLT 2005 3 A5 N/A NELNET STUDENT LOAN TRUST 2005 NSLT 2005 3 A5 64031QCD1 2174844.28 PA USD 2145031.73 0.2119913381 Long ABS-O CORP US N 2 2035-12-24 Floating 0.245380000000 N N N N N N NEWREZ WAREHOUSE SECURITIZATIO NEWZ 2021 1 A 144A N/A NEWREZ WAREHOUSE SECURITIZATI 05/55 1.0 65246PAA9 2043000 PA USD 2045173.14 0.2021224136 Long ABS-MBS CORP US N 2 2055-05-25 Floating 0.836000000000 N N N N N N Peruvian Government International Bond N/A PERUVIAN GOVERNMENT INTERNATIO SR UNSECURED 01/31 2.783 715638DF6 2137000 PA USD 2114775.2 0.2090011155 Long DBT NUSS PE N 2 2031-01-23 Fixed 2.783000000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 SSC GOVERNMENT MM GVMXX 7839989D1 27868125.62 NS USD 27868125.62 2.7541789511 Long STIV RF US N 1 N N N SLM Student Loan Trust 2003-10 N/A SLM STUDENT LOAN TRUST 2003-10 SLMA 2003 10A A4 144A 78442GJH0 1670000 PA USD 1673119.89 0.1653527635 Long ABS-O CORP US N 2 2068-12-17 Floating 0.786000000000 N N N N N N SLM Student Loan Trust 2007-2 N/A SLM STUDENT LOAN TRUST 2007-2 SLMA 2007 2 A4 78443XAD0 2773302.46 PA USD 2725987.15 0.2694065805 Long ABS-O CORP US N 2 2022-07-25 Floating 0.185250000000 N N N N N N SLM Student Loan Trust 2012-1 N/A SLM STUDENT LOAN TRUST 2012-1 SLMA 2012 1 A3 78446WAC1 1861037.01 PA USD 1842155.11 0.1820583450 Long ABS-O CORP US N 2 2028-09-25 Floating 1.036000000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRU SMB 2021 A APT1 144A N/A SMB PRIVATE EDUCATION LOAN TRU SMB 2021 A APT1 144A 78448YAH4 3763033.72 PA USD 3706995 0.3663586041 Long ABS-O CORP US N 2 2053-01-15 Fixed 1.070000000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTB A2A 144A N/A SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTB A2A 144A 78449DAB2 3709159.69 PA USD 3749336.94 0.3705432156 Long ABS-O CORP US N 2 2054-09-15 Fixed 1.600000000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRU SMB 2021 D A1A 144A N/A SMB PRIVATE EDUCATION LOAN TRU SMB 2021 D A1A 144A 78449MAA4 2460000 PA USD 2459506.03 0.2430705183 Long ABS-O CORP US N 2 2053-03-17 Fixed 1.340000000000 N N N N N N DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75 N/A DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75 830867AB3 1854000 PA USD 2067210 0.2043002944 Long DBT CORP US N 2 2028-10-20 Fixed 4.750000000000 N N N N N N Sumitomo Mitsui Financial Group Inc. N/A SUMITOMO MITSUI FINANCIAL GROU SR UNSECURED 09/28 1.902 86562MCG3 1965000 PA USD 1941932.71 0.1919192653 Long DBT CORP JP N 2 2028-09-17 Fixed 1.902000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 T-MOBILE USA INC COMPANY GUAR 144A 02/26 2.25 87264ACC7 3660000 PA USD 3701175 0.3657834193 Long DBT CORP US N 2 2026-02-15 Fixed 2.250000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 T-MOBILE USA INC COMPANY GUAR 144A 04/29 3.375 87264ACD5 1740000 PA USD 1815255 0.1793998341 Long DBT CORP US N 2 2029-04-15 Fixed 3.375000000000 N N N N N N Toyota Auto Loan Extended Note Trust 2021-1 N/A TOYOTA AUTO LOAN EXTENDED NOTE TALNT 2021 1A A 144A 89237MAA7 1777000 PA USD 1773179.98 0.1752416020 Long ABS-O CORP US N 2 2034-02-27 Fixed 1.070000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 02/45 2.5 912810RK6 2430000 PA USD 2624210.17 0.2593480635 Long DBT UST US N 2 2045-02-15 Fixed 2.500000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 08/50 1.375 912810SP4 5154000 PA USD 4349090.13 0.4298162229 Long DBT UST US N 2 2050-08-15 Fixed 1.375000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 08/40 1.125 912810SQ2 11138000 PA USD 9584771.15 0.9472533357 Long DBT UST US N 2 2040-08-15 Fixed 1.125000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 05/40 1.125 912810SR0 13122000 PA USD 11341816.2 1.1209003387 Long DBT UST US N 2 2040-05-15 Fixed 1.125000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 11/50 1.625 912810SS8 5045000 PA USD 4532420.13 0.4479345432 Long DBT UST US N 2 2050-11-15 Fixed 1.625000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 11/40 1.375 912810ST6 17049000 PA USD 15314797.03 1.5135460560 Long DBT UST US N 2 2040-11-15 Fixed 1.375000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 02/41 1.875 912810SW9 6682000 PA USD 6535831.25 0.6459296582 Long DBT UST US N 2 2041-02-15 Fixed 1.875000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 05/51 2.375 912810SX7 6778000 PA USD 7233396.88 0.7148693710 Long DBT UST US N 2 2051-05-15 Fixed 2.375000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 05/41 2.25 912810SY5 4789000 PA USD 4979811.72 0.4921498061 Long DBT UST US N 2 2041-05-15 Fixed 2.250000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 02/22 2 912828SF8 8231000 PA USD 8290803.32 0.8193717907 Long DBT UST US N 2 2022-02-15 Fixed 2.000000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 02/22 1.875 912828W55 10979000 PA USD 11061342.5 1.0931814037 Long DBT UST US N 2 2022-02-28 Fixed 1.875000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 05/25 2.125 912828XB1 7793000 PA USD 8189955.94 0.8094051451 Long DBT UST US N 2 2025-05-15 Fixed 2.125000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 11/24 1.5 912828YV6 6252000 PA USD 6434919.83 0.6359566836 Long DBT UST US N 2 2024-11-30 Fixed 1.500000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 05/22 0.125 912828ZR4 3143000 PA USD 3143859.42 0.3107044786 Long DBT UST US N 2 2022-05-31 Fixed 0.125000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 08/27 0.5 91282CAH4 7877000 PA USD 7581612.5 0.7492831720 Long DBT UST US N 2 2027-08-31 Fixed 0.500000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 08/25 0.25 91282CAJ0 5817000 PA USD 5698160.49 0.5631434957 Long DBT UST US N 2 2025-08-31 Fixed 0.250000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 09/22 0.125 91282CAN1 4977000 PA USD 4978555.31 0.4920256363 Long DBT UST US N 2 2022-09-30 Fixed 0.125000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 10/22 0.125 91282CAR2 8985000 PA USD 8986052.95 0.8880826154 Long DBT UST US N 2 2022-10-31 Fixed 0.125000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 10/25 0.25 91282CAT8 10603000 PA USD 10359876.5 1.0238562213 Long DBT UST US N 2 2025-10-31 Fixed 0.250000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 11/25 0.375 91282CAZ4 12677000 PA USD 12434849.52 1.2289237272 Long DBT UST US N 2 2025-11-30 Fixed 0.375000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 12/25 0.375 91282CBC4 15632000 PA USD 15316917.5 1.5137556199 Long DBT UST US N 2 2025-12-31 Fixed 0.375000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 12/22 0.125 91282CBD2 12672000 PA USD 12668040 1.2519697089 Long DBT UST US N 2 2022-12-31 Fixed 0.125000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 01/24 0.125 91282CBE0 12963000 PA USD 12893627.73 1.2742643184 Long DBT UST US N 2 2024-01-15 Fixed 0.125000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 01/26 0.375 91282CBH3 8551000 PA USD 8367287.07 0.8269306031 Long DBT UST US N 2 2026-01-31 Fixed 0.375000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 02/26 0.5 91282CBQ3 13122000 PA USD 12900566.25 1.2749500453 Long DBT UST US N 2 2026-02-28 Fixed 0.500000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 03/23 0.125 91282CBU4 8951000 PA USD 8942258.81 0.8837544844 Long DBT UST US N 2 2023-03-31 Fixed 0.125000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 05/23 0.125 91282CCD1 4097000 PA USD 4090438.41 0.4042539324 Long DBT UST US N 2 2023-05-31 Fixed 0.125000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 05/26 0.75 91282CCF6 13247000 PA USD 13135745.87 1.2981926117 Long DBT UST US N 2 2026-05-31 Fixed 0.750000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 08/31 1.25 91282CCS8 16572000 PA USD 16170646.88 1.5981288397 Long DBT UST US N 2 2031-08-15 Fixed 1.250000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 08/23 0.125 91282CCU3 15268000 PA USD 15227444.38 1.5049130811 Long DBT UST US N 2 2023-08-31 Fixed 0.125000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 08/28 1.125 91282CCV1 1942000 PA USD 1918938.75 0.1896467953 Long DBT UST US N 2 2028-08-31 Fixed 1.125000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 08/26 0.75 91282CCW9 8102000 PA USD 8015283.32 0.7921424249 Long DBT UST US N 2 2026-08-31 Fixed 0.750000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 06/24 0.25 91282CCX7 34310000 PA USD 34162574.05 3.3762529869 Long DBT UST US N 2 2024-09-15 Fixed 0.375000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 09/26 0.875 91282CCZ2 12113000 PA USD 12047703.42 1.1906624658 Long DBT UST US N 2 2026-09-30 Fixed 0.875000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 09/23 0.25 91282CDA6 2091000 PA USD 2089366.41 0.2064899902 Long DBT UST US N 2 2023-09-30 Fixed 0.250000000000 N N N N N N VERIZON MASTER TRUST VZMT 2021 1 A N/A VERIZON MASTER TRUST VZMT 2021 1 A 92348KAA1 1614000 PA USD 1610741.98 0.1591880171 Long ABS-O CORP US N 2 2027-05-20 Fixed 0.500000000000 N N N N N N VERUS SECURITIZATION TRUST 202 VERUS 2021 5 A1 144A N/A VERUS SECURITIZATION TRUST 202 VERUS 2021 5 A1 144A 92538KAA1 2845000 PA USD 2840894.1 0.2807627194 Long ABS-MBS CORP US N 2 2066-09-25 Variable 1.013000000000 N N N N N N JH COLLATERAL N/A JH COLLATERAL N/A 347235.68 NS USD 3474509.68 0.3433823127 Long EC RF US N 1 N N UNITED STATES TREASURY NOTE/BO 08/41 1.75 N/A UNITED STATES TREASURY NOTE/BO 08/41 1.75 9999T20Y5 11762000 PA USD 11243736.88 1.1112072577 Long DBT UST US N 2 2041-08-15 Fixed 1.75 N N N N N N UNITED STATES TREASURY NOTE/BO 08/51 2 N/A UNITED STATES TREASURY NOTE/BO 08/51 2 9999T30Y3 6129000 PA USD 6020784.84 0.5950281372 Long DBT UST US N 2 2051-08-15 Fixed 2 N N N N N N The AES Corporation 2NUNNB7D43COUIRE5295 AES CORP/THE SR UNSECURED 01/26 1.375 00130HCE3 678000 PA USD 669099.14 0.0661263980 Long DBT CORP US N 2 2026-01-15 Fixed 1.375000000000 N N N N N N ANZ New Zealand (Int'l) Limited N/A ANZ NEW ZEALAND INT'L LTD/LOND COMPANY GUAR 144A 06/26 1.25 00182EBN8 964000 PA USD 959839.79 0.0948600054 Long DBT CORP GB N 2 2026-06-22 Fixed 1.250000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 ATandT INC SR UNSECURED 09/53 3.5 00206RKJ0 1348000 PA USD 1334142.56 0.1318519733 Long DBT CORP US N 2 2053-09-15 Fixed 3.500000000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 ABBVIE INC SR UNSECURED 11/22 2.3 00287YBM0 982000 PA USD 1002243.13 0.0990506850 Long DBT CORP US N 2 2022-11-21 Fixed 2.300000000000 N N N N N N Advance Auto Parts Inc. N/A ADVANCE AUTO PARTS INC COMPANY GUAR 04/30 3.9 00751YAE6 799000 PA USD 870967.5 0.0860768459 Long DBT CORP US N 2 2030-04-15 Fixed 3.900000000000 N N N N N N Agree Limited Partnership N/A AGREE LP COMPANY GUAR 06/28 2 008513AB9 686000 PA USD 680155.07 0.0672190445 Long DBT CORP US N 2 2028-06-15 Fixed 2.000000000000 N N N N N N Altria Group Inc. XSGZFLO9YTNO9VCQV219 ALTRIA GROUP INC COMPANY GUAR 02/41 3.4 02209SBM4 742000 PA USD 702702.98 0.0694474319 Long DBT CORP US N 2 2041-02-04 Fixed 3.400000000000 N N N N N N Amazon.com Inc. ZXTILKJKG63JELOEG630 AMAZON.COM INC SR UNSECURED 05/28 1.65 023135BY1 967000 PA USD 974768.92 0.0963354363 Long DBT CORP US N 2 2028-05-12 Fixed 1.650000000000 N N N N N N Amazon.com Inc. ZXTILKJKG63JELOEG630 AMAZON.COM INC SR UNSECURED 05/31 2.1 023135BZ8 1510000 PA USD 1529565.27 0.1511654041 Long DBT CORP US N 2 2031-05-12 Fixed 2.100000000000 N N N N N N Amazon.com Inc. ZXTILKJKG63JELOEG630 AMAZON.COM INC SR UNSECURED 05/51 3.1 023135CB0 763000 PA USD 797678.82 0.0788337991 Long DBT CORP US N 2 2051-05-12 Fixed 3.100000000000 N N N N N N American International Group Inc. ODVCVCQG2BP6VHV36M30 AMERICAN INTERNATIONAL GROUP I SR UNSECURED 06/30 3.4 026874DR5 709000 PA USD 773653.71 0.0764594215 Long DBT CORP US N 2 2030-06-30 Fixed 3.400000000000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 AMGEN INC SR UNSECURED 08/28 1.65 031162DB3 1266000 PA USD 1244908.44 0.1230330546 Long DBT CORP US N 2 2028-08-15 Fixed 1.650000000000 N N N N N N ANHEUSER-BUSCH COS LLC / ANHEU COMPANY GUAR 02/36 4.7 N/A ANHEUSER-BUSCH COS LLC / ANHEU COMPANY GUAR 02/36 4.7 03522AAH3 891000 PA USD 1076720.6 0.1064112188 Long DBT CORP US N 2 2036-02-01 Fixed 4.700000000000 N N N N N N ANHEUSER-BUSCH COS LLC / ANHEU COMPANY GUAR 02/46 4.9 N/A ANHEUSER-BUSCH COS LLC / ANHEU COMPANY GUAR 02/46 4.9 03522AAJ9 799000 PA USD 982142.64 0.0970641737 Long DBT CORP US N 2 2046-02-01 Fixed 4.900000000000 N N N N N N Anheuser-Busch InBev Worldwide Inc. 549300CRGMZK3K53BF92 ANHEUSER-BUSCH INBEV WORLDWIDE COMPANY GUAR 04/38 4.375 035240AM2 935000 PA USD 1091396.95 0.1078616678 Long DBT CORP US N 2 2038-04-15 Fixed 4.375000000000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 APPLE INC SR UNSECURED 05/50 2.65 037833DW7 776000 PA USD 746051.75 0.0737315474 Long DBT CORP US N 2 2050-05-11 Fixed 2.650000000000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 APPLE INC SR UNSECURED 08/60 2.55 037833EA4 738000 PA USD 672740.37 0.0664862572 Long DBT CORP US N 2 2060-08-20 Fixed 2.550000000000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 APPLE INC SR UNSECURED 02/51 2.65 037833EF3 787000 PA USD 752853.52 0.0744037596 Long DBT CORP US N 2 2051-02-08 Fixed 2.650000000000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 APPLE INC SR UNSECURED 08/28 1.4 037833EH9 1258000 PA USD 1237743.94 0.1223249943 Long DBT CORP US N 2 2028-08-05 Fixed 1.400000000000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 APPLE INC SR UNSECURED 08/31 1.7 037833EJ5 943000 PA USD 917661.86 0.0906916028 Long DBT CORP US N 2 2031-08-05 Fixed 1.700000000000 N N N N N N Astrazeneca Finance LLC N/A ASTRAZENECA FINANCE LLC COMPANY GUAR 05/28 1.75 04636NAE3 1110000 PA USD 1116455.96 0.1103382246 Long DBT CORP US N 2 2028-05-28 Fixed 1.750000000000 N N N N N N Athene Global Funding N/A ATHENE GLOBAL FUNDING SECURED 144A 03/28 2.5 04685A2V2 1102000 PA USD 1127896.23 0.1114688551 Long DBT CORP US N 2 2028-03-24 Fixed 2.500000000000 N N N N N N Athene Global Funding N/A ATHENE GLOBAL FUNDING SECURED 144A 08/28 1.985 04685A3C3 787000 PA USD 776827.64 0.0767730978 Long DBT CORP US N 2 2028-08-19 Fixed 1.985000000000 N N N N N N Athene Global Funding N/A ATHENE GLOBAL FUNDING SECURED 144A 10/26 1.73 04685A3D1 945000 PA USD 944482.82 0.0933422914 Long DBT CORP US N 2 2026-10-02 Fixed 1.730000000000 N N N N N N Athene Global Funding N/A ATHENE GLOBAL FUNDING SECURED 144A 10/31 2.646 04685A3E9 1039000 PA USD 1040139.61 0.1027959562 Long DBT CORP US N 2 2031-10-04 Fixed 2.646000000000 N N N N N N Avis Budget Rental Car Funding (AESOP) LLC IHXLB8SL0QWSSG2VG640 AVIS BUDGET RENTAL CAR FUNDING AESOP 2019 3A A 144A 05377RDQ4 678000 PA USD 705205.63 0.0696947663 Long ABS-O CORP US N 2 2026-03-20 Fixed 2.360000000000 N N N N N N B.A.T Capital Corporation N/A BAT CAPITAL CORP COMPANY GUAR 03/31 2.726 05526DBS3 1473000 PA USD 1450559.98 0.1433573904 Long DBT CORP US N 2 2031-03-25 Fixed 2.726000000000 N N N N N N Banco Santander S.A. 5493006QMFDDMYWIAM13 BANCO SANTANDER SA 09/27 1 05964HAN5 800000 PA USD 796282.33 0.0786957854 Long DBT CORP ES N 2 2027-09-14 Variable 1.722000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSECURED 12/23 VAR 06051GHC6 1252000 PA USD 1290273.64 0.1275164519 Long DBT CORP US N 2 2023-12-20 Variable 3.004000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSECURED 04/27 VAR 06051GHT9 778000 PA USD 846642.63 0.0836728434 Long DBT CORP US N 2 2027-04-23 Variable 3.559000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSECURED 10/25 VAR 06051GHW2 873000 PA USD 911874.69 0.0901196626 Long DBT CORP US N 2 2025-10-22 Variable 2.456000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSECURED 02/31 VAR 06051GHZ5 885000 PA USD 895611.15 0.0885123532 Long DBT CORP US N 2 2031-02-13 Variable 2.496000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSECURED 04/31 VAR 06051GJB6 1017000 PA USD 1037978.66 0.1025823917 Long DBT CORP US N 2 2031-04-29 Variable 2.592000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSECURED 06/26 VAR 06051GJD2 1420000 PA USD 1419653.17 0.1403029013 Long DBT CORP US N 2 2026-06-19 Variable 1.319000000000 N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSECURED 04/42 VAR 06051GJW0 680000 PA USD 713507.5 0.0705152318 Long DBT CORP US N 2 2042-04-22 Variable 3.311000000000 N N N N N N Bacardi Limited N/A BACARDI LTD COMPANY GUAR 144A 05/48 5.3 067316AH2 637000 PA USD 830616.89 0.0820890356 Long DBT CORP BM N 2 2048-05-15 Fixed 5.300000000000 N N N N N N Blackstone Private Credit Fund N/A BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 144A 12/26 2.625 09261HAC1 1177000 PA USD 1173356.78 0.1159616757 Long DBT CORP US N 2 2026-12-15 Fixed 2.625000000000 N N N N N N Blackstone Secured Lending Fund N/A BLACKSTONE SECURED LENDING FUN SR UNSECURED 144A 09/28 2.85 09261XAF9 976000 PA USD 969392.94 0.0958041336 Long DBT CORP US N 2 2028-09-30 Fixed 2.850000000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 BNP PARIBAS SA SR UNSECURED 144A 09/29 VAR 09659W2R4 861000 PA USD 852849.3 0.0842862424 Long DBT CORP FR N 2 2029-09-15 Variable 2.159000000000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 BOEING CO/THE SR UNSECURED 02/50 3.75 097023CQ6 689000 PA USD 695427.18 0.0687283719 Long DBT CORP US N 2 2050-02-01 Fixed 3.750000000000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 BOEING CO/THE SR UNSECURED 02/28 3.25 097023DB8 675000 PA USD 712994.08 0.0704644910 Long DBT CORP US N 2 2028-02-01 Fixed 3.250000000000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 BOEING CO/THE SR UNSECURED 02/31 3.625 097023DC6 678000 PA USD 725804.84 0.0717305656 Long DBT CORP US N 2 2031-02-01 Fixed 3.625000000000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 BOEING CO/THE SR UNSECURED 02/26 2.196 097023DG7 1192000 PA USD 1200787.19 0.1186725957 Long DBT CORP US N 2 2026-02-04 Fixed 2.196000000000 N N N N N N BP Capital Markets America Inc N/A BP CAPITAL MARKETS AMERICA INC COMPANY GUAR 02/61 3.379 10373QBQ2 736000 PA USD 732435.12 0.0723858295 Long DBT CORP US N 2 2061-02-08 Fixed 3.379000000000 N N N N N N Bristol-Myers Squibb Company HLYYNH7UQUORYSJQCN42 BRISTOL-MYERS SQUIBB CO SR UNSECURED 11/50 2.55 110122DS4 975000 PA USD 915479.18 0.0904758907 Long DBT CORP US N 2 2050-11-13 Fixed 2.550000000000 N N N N N N Broadcom Inc. N/A BROADCOM INC SR UNSECURED 144A 04/34 3.469 11135FBL4 811000 PA USD 835116.69 0.0825337463 Long DBT CORP US N 2 2034-04-15 Fixed 3.469000000000 N N N N N N COMM 2014-UBS4 Mortgage Trust 5493004GWEVMOU8S3L34 COMM 2014-UBS4 MORTGAGE TRUST COMM 2014 UBS4 A4 12591QAQ5 730000 PA USD 765053.8 0.0756095010 Long ABS-MBS CORP US N 2 2047-08-10 Fixed 3.420000000000 N N N N N N CSAIL 2019-C16 COMMERCIAL MORT CSAIL 2019 C16 A3 N/A CSAIL 2019-C16 COMMERCIAL MORT CSAIL 2019 C16 A3 12596WAC8 891000 PA USD 964391.58 0.0953098542 Long ABS-MBS CORP US N 2 2052-06-15 Fixed 3.329000000000 N N N N N N COMM 2013-CCRE6 MORTGAGE TRUST COMM 2013 CR6 A4 N/A COMM 2013-CCRE6 MORTGAGE TRUST COMM 2013 CR6 A4 12624XAD0 1394000 PA USD 1417366.79 0.1400769407 Long ABS-MBS CORP US N 2 2046-03-10 Fixed 3.101000000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 CVS HEALTH CORP SR UNSECURED 03/48 5.05 126650CZ1 596000 PA USD 767172.52 0.0758188920 Long DBT CORP US N 2 2048-03-25 Fixed 5.050000000000 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 CENTENE CORP SR UNSECURED 07/28 2.45 15135BAY7 1576000 PA USD 1583880 0.1565332745 Long DBT CORP US N 2 2028-07-15 Fixed 2.450000000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A CHARTER COMMUNICATIONS OPT LLC SR SECURED 03/50 4.8 161175BT0 617000 PA USD 692400.66 0.0684292639 Long DBT CORP US N 2 2050-03-01 Fixed 4.800000000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A CHARTER COMMUNICATIONS OPT LLC SR SECURED 01/29 2.25 161175CD4 1501000 PA USD 1499818.65 0.1482255754 Long DBT CORP US N 2 2029-01-15 Fixed 2.250000000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A CHARTER COMMUNICATIONS OPT LLC SR SECURED 03/42 3.5 161175CE2 766000 PA USD 749471.25 0.0740694932 Long DBT CORP US N 2 2042-03-01 Fixed 3.500000000000 N N N N N N County of Clark Department of Aviation 549300LDD8NZB2EOVG83 COUNTY OF CLARK DEPARTMENT OF CLAAPT 07/45 FIXED 6.82 18085PMT8 750000 PA USD 1163415.9 0.1149792285 Long DBT MUN US N 2 2045-07-01 Fixed 6.820000000000 N N N N N N COLLEGE AVE STUDENT LOANS 2021 CASL 2021 A A2 144A N/A COLLEGE AVE STUDENT LOANS 2021 CASL 2021 A A2 144A 19424KAB9 787404.51 PA USD 783652.37 0.0774475791 Long ABS-O CORP US N 2 2051-07-25 Fixed 1.600000000000 N N N N N N COLT 2021-2 MORTGAGE LOAN TRUS COLT 2021 2 A1 144A N/A COLT FUNDING LLC COLT 2021 2 A1 144A 19685WAA9 835981.18 PA USD 834933.44 0.0825156359 Long ABS-MBS CORP US N 2 2066-08-25 Variable 0.924000000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 COMCAST CORP COMPANY GUAR 04/40 3.75 20030NDH1 635000 PA USD 713437.76 0.0705083395 Long DBT CORP US N 2 2040-04-01 Fixed 3.750000000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 COMCAST CORP COMPANY GUAR 02/31 1.5 20030NDN8 816000 PA USD 774600.69 0.0765530106 Long DBT CORP US N 2 2031-02-15 Fixed 1.500000000000 N N N N N N Comision Federal de Electricidad N/A COMISION FEDERAL DE ELECTRICID COMPANY GUAR 144A 07/33 3.875 200447AK6 862000 PA USD 846915 0.0836997614 Long DBT CORP MX N 2 2033-07-26 Fixed 3.875000000000 N N N N N N Crown Castle International Corp. 54930012H97VSM0I2R19 CROWN CASTLE INTERNATIONAL COR SR UNSECURED 07/26 1.05 22822VAV3 943000 PA USD 922903.79 0.0912096575 Long DBT CORP US N 2 2026-07-15 Fixed 1.050000000000 N N N N N N Crown Castle International Corp. 54930012H97VSM0I2R19 CROWN CASTLE INTERNATIONAL COR SR UNSECURED 07/31 2.5 22822VAY7 689000 PA USD 688441.44 0.0680379782 Long DBT CORP US N 2 2031-07-15 Fixed 2.500000000000 N N N N N N DH Europe Finance II Sarl N/A DH EUROPE FINANCE II SARL COMPANY GUAR 11/24 2.2 23291KAG0 863000 PA USD 898530.29 0.0888008489 Long DBT CORP LU N 2 2024-11-15 Fixed 2.200000000000 N N N N N N DH Europe Finance II Sarl N/A DH EUROPE FINANCE II SARL COMPANY GUAR 11/29 2.6 23291KAH8 640000 PA USD 667613.49 0.0659795727 Long DBT CORP LU N 2 2029-11-15 Fixed 2.600000000000 N N N N N N DNB Bank ASA 549300GKFG0RYRRQ1414 DNB BANK ASA SR UNSECURED 144A 05/27 1.535 23329PAG5 850000 PA USD 850387.74 0.0840429689 Long DBT CORP NO N 2 2027-05-25 Variable 1.535000000000 N N N N N N DTE Electric Company N/A DTE ELECTRIC CO 1ST MORTGAGE 03/50 2.95 23338VAL0 696000 PA USD 697313.06 0.0689147515 Long DBT CORP US N 2 2050-03-01 Fixed 2.950000000000 N N N N N N DAE Funding LLC N/A DAE FUNDING LLC COMPANY GUAR 144A 08/24 1.55 23371DAJ3 1591000 PA USD 1576458.26 0.1557997914 Long DBT CORP AE N 2 2024-08-01 Fixed 1.550000000000 N N N N N N John Deere Capital Corporation E0KSF7PFQ210NWI8Z391 JOHN DEERE CAPITAL CORP SR UNSECURED 04/23 1.2 24422EVE6 742000 PA USD 751934.5 0.0743129337 Long DBT CORP US N 2 2023-04-06 Fixed 1.200000000000 N N N N N N John Deere Capital Corporation E0KSF7PFQ210NWI8Z391 JOHN DEERE CAPITAL CORP SR UNSECURED 07/22 0.55 24422EVG1 964000 PA USD 966841.64 0.0955519912 Long DBT CORP US N 2 2022-07-05 Fixed 0.550000000000 N N N N N N Devon Energy Corporation 54930042348RKR3ZPN35 DEVON ENERGY CORP SR UNSECURED 06/45 5 25179MAU7 582000 PA USD 682318.34 0.0674328383 Long DBT CORP US N 2 2045-06-15 Fixed 5.000000000000 N N N N N N Duke Energy Corporation I1BZKREC126H0VB1BL91 DUKE ENERGY CORP SR UNSECURED 06/31 2.55 26441CBL8 1252000 PA USD 1268550.46 0.1253695718 Long DBT CORP US N 2 2031-06-15 Fixed 2.550000000000 N N N N N N Enable Midstream Partners LP 549300TLGDBYE711G509 ENABLE MIDSTREAM PARTNERS LP SR UNSECURED 03/27 4.4 292480AK6 623000 PA USD 690182.69 0.0682100642 Long DBT CORP US N 2 2027-03-15 Fixed 4.400000000000 N N N N N N Enable Midstream Partners LP 549300TLGDBYE711G509 ENABLE MIDSTREAM PARTNERS LP SR UNSECURED 05/28 4.95 292480AL4 1057000 PA USD 1187354.44 0.1173450504 Long DBT CORP US N 2 2028-05-15 Fixed 4.950000000000 N N N N N N Enstar Group Limited N/A ENSTAR GROUP LTD SR UNSECURED 09/31 3.1 29359UAC3 798000 PA USD 785122.28 0.0775928488 Long DBT CORP BM N 2 2031-09-01 Fixed 3.100000000000 N N N N N N Essex Portfolio L.P. 5493003GN3O58H286O74 ESSEX PORTFOLIO LP COMPANY GUAR 03/28 1.7 29717PAY3 824000 PA USD 808096.35 0.0798633531 Long DBT CORP US N 2 2028-03-01 Fixed 1.700000000000 N N N N N N The Estee Lauder Companies Inc. 549300VFZ8XJ9NUPU221 ESTEE LAUDER COS INC/THE SR UNSECURED 03/31 1.95 29736RAR1 946000 PA USD 943623.35 0.0932573508 Long DBT CORP US N 2 2031-03-15 Fixed 1.950000000000 N N N N N N FS KKR Capital Corp. N/A FS KKR CAPITAL CORP SR UNSECURED 01/26 3.4 302635AG2 1252000 PA USD 1308191.26 0.1292872324 Long DBT CORP US N 2 2026-01-15 Fixed 3.400000000000 N N N N N N FandG Global Funding N/A FandG GLOBAL FUNDING SR SECURED 144A 09/28 2 30321L2C5 1255000 PA USD 1235633.48 0.1221164196 Long DBT CORP US N 2 2028-09-20 Fixed 2.000000000000 N N N N N N Freddie Mac Strips S6XOOCT0IEG5ABCC6L87 FREDDIE MAC STRIPS FHS 264 30 3128HXMV4 1488117.23 PA USD 1546881.36 0.1528767359 Long ABS-MBS USGSE US N 2 2042-07-15 Fixed 3.000000000000 N N N N N N FREDDIE MAC FG 08/38 FIXED 4 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL FG 08/38 FIXED 4 3128P8GT2 1371715.6 PA USD 1481265.61 0.1463919971 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC POOL FR 11/48 FIXED 4 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 11/48 FIXED 4 3132ADVT2 1410987.06 PA USD 1553004.74 0.1534819035 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC POOL FR 04/49 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 04/49 FIXED 3.5 3132AEHX7 628389.64 PA USD 685070.57 0.0677048385 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC POOL FR 12/50 FIXED 2 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 12/50 FIXED 2 3133ADXG6 998811.79 PA USD 1006742.06 0.0994953098 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.000000000000 N N N N N N FANNIE MAE REMICS FNR 2017 13 PA B1V7KEBTPIMZEU4LTD58 FANNIE MAE REMICS FNR 2017 13 PA 3136AVFH7 747882.8 PA USD 782676.25 0.0773511101 Long ABS-MBS USGSE US N 2 2046-08-25 Fixed 3.000000000000 N N N N N N FANNIE MAE REMICS FNR 2018 8 KL B1V7KEBTPIMZEU4LTD58 FANNIE MAE REMICS FNR 2018 8 KL 3136B0VP8 755210.32 PA USD 785531.18 0.0776332600 Long ABS-MBS USGSE US N 2 2047-03-25 Fixed 2.500000000000 N N N N N N FANNIE MAE REMICS FNR 2018 14 KC B1V7KEBTPIMZEU4LTD58 FANNIE MAE REMICS FNR 2018 14 KC 3136B1FM1 1245259.03 PA USD 1322332.22 0.1306847693 Long ABS-MBS USGSE US N 2 2048-03-25 Fixed 3.000000000000 N N N N N N FANNIE MAE REMICS FNR 2019 25 PA B1V7KEBTPIMZEU4LTD58 FANNIE MAE REMICS FNR 2019 25 PA 3136B4B64 1283320.8 PA USD 1355265.18 0.1339395007 Long ABS-MBS USGSE US N 2 2048-05-25 Fixed 3.000000000000 N N N N N N FANNIE MAE REMICS FNR 2020 48 AB B1V7KEBTPIMZEU4LTD58 FANNIE MAE REMICS FNR 2020 48 AB 3136BAUL6 710166.75 PA USD 725732.26 0.0717233926 Long ABS-MBS USGSE US N 2 2050-07-25 Fixed 2.000000000000 N N N N N N FREDDIE MAC REMICS FHR 4426 QC S6XOOCT0IEG5ABCC6L87 FREDDIE MAC REMICS FHR 4426 QC 3137BGBR9 741487.55 PA USD 758780.97 0.0749895635 Long ABS-MBS USGSE US N 2 2037-07-15 Fixed 1.750000000000 N N N N N N FREDDIE MAC REMICS FHR 4767 KA S6XOOCT0IEG5ABCC6L87 FREDDIE MAC REMICS FHR 4767 KA 3137FERS1 718507.13 PA USD 763477.49 0.0754537159 Long ABS-MBS USGSE US N 2 2048-03-15 Fixed 3.000000000000 N N N N N N FREDDIE MAC REMICS FHR 4880 DA S6XOOCT0IEG5ABCC6L87 FREDDIE MAC REMICS FHR 4880 DA 3137FLTS3 938791.09 PA USD 997258.15 0.0985580244 Long ABS-MBS USGSE US N 2 2050-05-15 Fixed 3.000000000000 N N N N N N FREDDIE MAC REMICS FHR 5119 AB S6XOOCT0IEG5ABCC6L87 FREDDIE MAC REMICS FHR 5119 AB 3137H0RQ3 686139.23 PA USD 690663.49 0.0682575812 Long ABS-MBS USGSE US N 2 2049-08-25 Fixed 1.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 03/43 FIXED VAR 3138ENRL5 597152.42 PA USD 669255.23 0.0661418243 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 01/46 FIXED VAR 3138EQ6N7 999411.45 PA USD 1118898.68 0.1105796362 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 10/45 FIXED VAR 3138EQQV7 934425.97 PA USD 1052508.82 0.1040183928 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 01/46 FLOATING VAR 3138EREY2 1376724.53 PA USD 1423145.62 0.1406480566 Long ABS-MBS USGSE US N 2 2046-01-01 Floating 2.684000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 02/47 FIXED 4 3138WJYN2 666704.63 PA USD 737247.05 0.0728613878 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 01/43 FIXED 3 3140FXKV3 1155213.1 PA USD 1240078.06 0.1225556730 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 07/48 FIXED 4.5 3140FXLJ9 887962.05 PA USD 1003225.65 0.0991477865 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 08/59 FIXED 4 3140FXNS7 637772.51 PA USD 712030.02 0.0703692139 Long ABS-MBS USGSE US N 2 2059-08-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 11/48 FIXED 4 3140JHZB2 650702.05 PA USD 714874.35 0.0706503162 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 08/48 FIXED 4.5 3140Q9NN9 1208065.3 PA USD 1350251.57 0.1334440107 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 09/48 FIXED 4 3140Q9SS3 718667.04 PA USD 789991.22 0.0780740413 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 10/48 FIXED 4 3140Q9WS8 616112.51 PA USD 677258.66 0.0669327952 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 10/48 FIXED 4.5 3140Q9XH1 1124533.48 PA USD 1256536.84 0.1241822777 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 12/48 FIXED 5.5 3140QAD49 701259.41 PA USD 801064.68 0.0791684202 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 12/48 FIXED 5 3140QADS6 606209.67 PA USD 681263.94 0.0673286331 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 02/49 FIXED 4.5 3140QANF3 1166064.56 PA USD 1302578.65 0.1287325437 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 06/49 FIXED 4.5 3140QBCR7 906410.67 PA USD 1012526.43 0.1000669732 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 07/49 FIXED 4.5 3140QBHQ4 889988.86 PA USD 994182.08 0.0982540195 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 08/49 FIXED 4.5 3140QBM47 855056.73 PA USD 955160.36 0.0943975420 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 11/49 FIXED 5 3140QCCX2 854889.33 PA USD 955389.35 0.0944201728 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 08/49 FIXED VAR 3140X4RG3 1248766.62 PA USD 1420545.83 0.1403911220 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 5.000000000000 N N N N N N FORD CREDIT AUTO OWNER TRUST 2 FORDR 2019 1 A 144A N/A FORD CREDIT AUTO OWNER TRUST 2 FORDR 2019 1 A 144A 34532PAA8 1452000 PA USD 1545866.14 0.1527764028 Long ABS-O CORP US N 2 2030-07-15 Fixed 3.520000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 FORD MOTOR CREDIT CO LLC SR UNSECURED 06/31 3.625 345397B69 1347000 PA USD 1355418.75 0.1339546779 Long DBT CORP US N 2 2031-06-17 Fixed 3.625000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 FORD MOTOR CREDIT CO LLC SR UNSECURED 08/26 2.7 345397B77 1234000 PA USD 1236468 0.1221988944 Long DBT CORP US N 2 2026-08-10 Fixed 2.700000000000 N N N N N N GA Global Funding Trust N/A GA GLOBAL FUNDING TRUST SECURED 144A 09/24 0.8 36143L2C8 1106000 PA USD 1100779.68 0.1087889536 Long DBT CORP US N 2 2024-09-13 Fixed 0.800000000000 N N N N N N GA Global Funding Trust N/A GA GLOBAL FUNDING TRUST SECURED 144A 09/28 1.95 36143L2D6 1483000 PA USD 1461443.82 0.1444330294 Long DBT CORP US N 2 2028-09-15 Fixed 1.950000000000 N N N N N N GINNIE MAE II POOL G2 08/48 FIXED 5 549300M8ZYFG0OCMTT87 GINNIE MAE G2 08/48 FIXED 5 36179T7M1 718313.38 PA USD 776705.07 0.0767609844 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 5.000000000000 N N N N N N GINNIE MAE II POOL G2 05/48 FIXED 5 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 05/48 FIXED 5 36179TXX8 633890.77 PA USD 687945.36 0.0679889511 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 5.000000000000 N N N N N N GINNIE MAE II POOL G2 06/48 FIXED 4.5 549300M8ZYFG0OCMTT87 GINNIE MAE G2 06/48 FIXED 4.5 36179TZ65 818137.56 PA USD 876487.29 0.0866223613 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 4.500000000000 N N N N N N GINNIE MAE II POOL G2 01/48 FIXED 3.5 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 01/48 FIXED 3.5 3617G1E38 758226.02 PA USD 821317.93 0.0811700286 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 3.500000000000 N N N N N N GINNIE MAE II POOL G2 06/49 FIXED 4 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 06/49 FIXED 4 3617JNHB6 674099 PA USD 734381.11 0.0725781498 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 4.000000000000 N N N N N N GINNIE MAE II POOL G2 07/49 FIXED 4 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 07/49 FIXED 4 3617JWB30 661171.89 PA USD 720297.98 0.0711863281 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 4.000000000000 N N N N N N GINNIE MAE II POOL G2 01/49 FIXED 5 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 01/49 FIXED 5 3622AACB8 765948.42 PA USD 849874.31 0.0839922271 Long ABS-MBS USGA US N 2 2049-01-20 Fixed 5.000000000000 N N N N N N GINNIE MAE II POOL G2 02/49 FIXED 4.5 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 02/49 FIXED 4.5 3622AACC6 887125.19 PA USD 965157.43 0.0953855424 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 4.500000000000 N N N N N N GS MORTGAGE SECURITIES TRUST 2 GSMS 2014 GC18 A4 N/A GS MORTGAGE SECURITIES TRUST 2 GSMS 2014 GC18 A4 36252RAM1 971000 PA USD 1032514.31 0.1020423554 Long ABS-MBS CORP US N 2 2047-01-10 Fixed 4.074000000000 N N N N N N GXO Logistics Inc. N/A GXO LOGISTICS INC SR UNSECURED 144A 07/26 1.65 36262GAA9 841000 PA USD 834566.35 0.0824793567 Long DBT CORP US N 2 2026-07-15 Fixed 1.650000000000 N N N N N N GM FINANCIAL REVOLVING RECEIVA GMREV 2021 1 A 144A N/A GM FINANCIAL REVOLVING RECEIVA GMREV 2021 1 A 144A 36263HAA6 1473000 PA USD 1472854.32 0.1455607177 Long ABS-O CORP US N 2 2034-06-12 Fixed 1.170000000000 N N N N N N GS MORTGAGE SECURITIES TRUST 2 GSMS 2020 GSA2 A4 N/A GS MORTGAGE SECURITIES TRUST 2 GSMS 2020 GSA2 A4 36264KAU4 806000 PA USD 781241.61 0.0772093261 Long ABS-MBS CORP US N 2 2053-12-12 Fixed 1.721000000000 N N N N N N Galaxy Pipeline Assets Bidco Limited N/A GALAXY PIPELINE ASSETS BIDCO L SR SECURED 144A 09/27 1.75 36321PAA8 974000 PA USD 983762.76 0.0972242885 Long DBT CORP AE N 2 2027-09-30 Fixed 1.750000000000 N N N N N N Galaxy Pipeline Assets Bidco Limited N/A GALAXY PIPELINE ASSETS BIDCO L SR SECURED 144A 03/34 2.16 36321PAD2 734000 PA USD 720309.92 0.0711875082 Long DBT CORP AE N 2 2034-03-31 Fixed 2.160000000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC/THE SR UNSECURED 07/32 VAR 38141GYJ7 1091000 PA USD 1080219.96 0.1067570570 Long DBT CORP US N 2 2032-07-21 Variable 2.383000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2017 167 BQ 38380H3A8 749053.55 PA USD 774400.1 0.0765331865 Long ABS-MBS USGA US N 2 2044-08-20 Fixed 2.500000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2018 11 PC 38380UXM0 779981.96 PA USD 800981.73 0.0791602224 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 2.750000000000 N N N N N N HP Inc. WHKXQACZ14C5XRO8LW03 HP INC SR UNSECURED 06/25 2.2 40434LAA3 1012000 PA USD 1044354.38 0.1032124977 Long DBT CORP US N 2 2025-06-17 Fixed 2.200000000000 N N N N N N HERTZ VEHICLE FINANCING III LP HERTZ 2021 2A A 144A N/A HERTZ VEHICLE FINANCING III LP HERTZ 2021 2A A 144A 42806MAE9 1594000 PA USD 1595676.57 0.1576991177 Long ABS-O CORP US N 2 2027-12-27 Fixed 1.680000000000 N N N N N N The Home Depot Inc. QEKMOTMBBKA8I816DO57 HOME DEPOT INC/THE SR UNSECURED 09/28 1.5 437076CH3 1247000 PA USD 1233477.99 0.1219033947 Long DBT CORP US N 2 2028-09-15 Fixed 1.500000000000 N N N N N Howmet Aerospace Inc. N/A HOWMET AEROSPACE INC SR UNSECURED 01/29 3 443201AB4 937000 PA USD 945058.2 0.0933991556 Long DBT CORP US N 2 2029-01-15 Fixed 3.000000000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 10/25 1.8 44891ABN6 784000 PA USD 791693.3 0.0782422561 Long DBT CORP US N 2 2025-10-15 Fixed 1.800000000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/24 0.8 44891ABR7 996000 PA USD 991696.38 0.0980083603 Long DBT CORP US N 2 2024-01-08 Fixed 0.800000000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/26 1.3 44891ABS5 979000 PA USD 963291.78 0.0952011621 Long DBT CORP US N 2 2026-01-08 Fixed 1.300000000000 N N N N N N Impact Funding Affordable Multifamily Housing Mortgage Loan Trust 2010-1 5493007PF8OVQKUTNC92 IMPACT FUNDING AFFORDABLE MULT IFUND 2010 1 A1 144A 45257HAA5 1044631.03 PA USD 1108653.85 0.1095671499 Long ABS-MBS CORP US N 2 2051-01-25 Fixed 5.314000000000 N N N N N N Intel Corporation KNX4USFCNGPY45LOCE31 INTEL CORP SR UNSECURED 08/28 1.6 458140BT6 792000 PA USD 789161.71 0.0779920616 Long DBT CORP US N 2 2028-08-12 Fixed 1.600000000000 N N N N N N Intel Corporation KNX4USFCNGPY45LOCE31 INTEL CORP SR UNSECURED 08/31 2 458140BU3 1236000 PA USD 1229260.25 0.1214865597 Long DBT CORP US N 2 2031-08-12 Fixed 2.000000000000 N N N N N N J.P. Morgan Chase Commercial Mortgage Securities Trust 2013-C16 N/A JP MORGAN CHASE COMMERCIAL MOR JPMCC 2013 C16 A4 46641BAD5 902000 PA USD 957964.05 0.0946746279 Long ABS-MBS CORP US N 2 2046-12-15 Fixed 4.166400000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE and CO SR UNSECURED 04/26 VAR 46647PBK1 1379000 PA USD 1418386.23 0.1401776909 Long DBT CORP US N 2 2026-04-22 Variable 2.083000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE + CO. PIDI 06/28 2.182 46647PBR6 966000 PA USD 986232 0.0974683211 Long DBT CORP US N 2 2028-06-01 Variable 2.182000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE and CO SR UNSECURED 06/25 VAR 46647PCH7 1445000 PA USD 1444742.39 0.1427824438 Long DBT CORP US N 2 2025-06-01 Variable 0.824000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE and CO SR UNSECURED 06/29 VAR 46647PCJ3 1572000 PA USD 1575540.77 0.1557091167 Long DBT CORP US N 2 2029-06-01 Variable 2.069000000000 N N N N N N Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 JAPAN BANK FOR INTERNATIONAL C GOVT GUARANT 10/24 1.75 471048CD8 816000 PA USD 841340.11 0.0831488006 Long DBT NUSS JP N 2 2024-10-17 Fixed 1.750000000000 N N N N N N LYB International Finance III LLC N/A LYB INTERNATIONAL FINANCE III COMPANY GUAR 10/40 3.375 50249AAH6 942000 PA USD 978207.64 0.0966752816 Long DBT CORP US N 2 2040-10-01 Fixed 3.375000000000 N N N N N N Lundin Energy Finance B.V. N/A LUNDIN ENERGY FINANCE BV COMPANY GUAR 144A 07/31 3.1 55037AAB4 1500000 PA USD 1520918.31 0.1503108337 Long DBT CORP NL N 2 2031-07-15 Fixed 3.100000000000 N N N N N N Marriott International Inc. 225YDZ14ZO8E1TXUSU86 MARRIOTT INTERNATIONAL INC/MD SR UNSECURED 04/31 2.85 571903BG7 775000 PA USD 784905.69 0.0775714434 Long DBT CORP US N 2 2031-04-15 Fixed 2.850000000000 N N N N N N MELLO WAREHOUSE SECURITIZATION MWST 2020 2 A 144A N/A MELLO WAREHOUSE SECURITIZATION MWST 2020 2 A 144A 58551VAA0 982000 PA USD 984371.63 0.0972844626 Long ABS-MBS CORP US N 2 2053-11-25 Floating 0.886000000000 N N N N N N MELLO WAREHOUSE SECURITIZATION MWST 2021 2 A 144A N/A MELLO WAREHOUSE SECURITIZATION MWST 2021 2 A 144A 58552NAA7 786000 PA USD 786808.17 0.0777594636 Long ABS-MBS CORP US N 2 2055-04-25 Floating 0.836000000000 N N N N N N MERCEDES-BENZ AUTO RECEIVABLES MBART 2021 1 A3 N/A MERCEDES-BENZ AUTO RECEIVABLES MBART 2021 1 A3 58772WAC7 839000 PA USD 837384 0.0827578223 Long ABS-O CORP US N 2 2026-06-15 Fixed 0.460000000000 N N N N N N Metropolitan Edison Company N/A METROPOLITAN EDISON CO SR UNSECURED 144A 01/29 4.3 591894CC2 704000 PA USD 788960.75 0.0779722009 Long DBT CORP US N 2 2029-01-15 Fixed 4.300000000000 N N N N N N Mississippi Power Company LNZ0J6YZ5SC6ILIRU850 MISSISSIPPI POWER CO SR UNSECURED 03/28 3.95 605417CB8 776000 PA USD 864532.23 0.0854408546 Long DBT CORP US N 2 2028-03-30 Fixed 3.950000000000 N N N N N N Mitsubishi UFJ Financial Group Inc. N/A MITSUBISHI UFJ FINANCIAL GROUP SR UNSECURED 07/32 VAR 606822BX1 1037000 PA USD 1027417.68 0.1015386606 Long DBT CORP JP N 2 2032-07-20 Variable 2.309000000000 N N N N N N Molson Coors Beverage Company 54930073LBBH6ZCBE225 MOLSON COORS BEVERAGE CO COMPANY GUAR 07/46 4.2 60871RAH3 1093000 PA USD 1209646.05 0.1195481079 Long DBT CORP US N 2 2046-07-15 Fixed 4.200000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSECURED 10/25 VAR 6174468R3 1136000 PA USD 1133694.17 0.1120418597 Long DBT CORP US N 2 2025-10-21 Variable 0.864000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSECURED 12/26 VAR 6174468V4 1604000 PA USD 1575512.96 0.1557063683 Long DBT CORP US N 2 2026-12-10 Variable 0.985000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSECURED 07/27 VAR 61747YEC5 1226000 PA USD 1220171.3 0.1205883078 Long DBT CORP US N 2 2027-07-20 Variable 1.512000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSECURED 07/32 VAR 61747YED3 936000 PA USD 919888.83 0.0909116920 Long DBT CORP US N 2 2032-07-21 Variable 2.239000000000 N N N N N N NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 144A 06/26 3.875 N/A NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 144A 06/26 3.875 62954HAA6 1345000 PA USD 1481825.16 0.1464472968 Long DBT CORP NL N 2 2026-06-18 Fixed 3.875000000000 N N N N N N NTT Finance Corporation N/A NTT FINANCE CORP COMPANY GUAR 144A 04/26 1.162 62954WAC9 1604000 PA USD 1594810.22 0.1576134972 Long DBT CORP JP N 2 2026-04-03 Fixed 1.162000000000 N N N N N N NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 FA A2 144A N/A NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 FA A2 144A 63935CAB7 1052512.47 PA USD 1075276.42 0.1062684919 Long ABS-O CORP US N 2 2068-08-15 Fixed 2.600000000000 N N N N N N NAVIENT PRIVATE EDUCATION REFI NAVSL 2018 DA A2A 144A N/A NAVIENT PRIVATE EDUCATION REFI NAVSL 2018 DA A2A 144A 63940UAB0 857123.16 PA USD 899537.47 0.0889003875 Long ABS-O CORP US N 2 2059-12-15 Fixed 4.000000000000 N N N N N N NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 CA A2 144A N/A NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 CA A2 144A 63940YAB2 916684.93 PA USD 939220.8 0.0928222512 Long ABS-O CORP US N 2 2068-02-15 Fixed 3.130000000000 N N N N N N NAVIENT PRIVATE EDUCATION REFI NAVSL 2020 BA A2 144A N/A NAVIENT PRIVATE EDUCATION REFI NAVSL 2020 BA A2 144A 63941GAB0 676145.77 PA USD 685929.46 0.0677897217 Long ABS-O CORP US N 2 2069-01-15 Fixed 2.120000000000 N N N N N N NAVIENT STUDENT LOAN TRUST 201 NAVSL 2019 BA A2A 144A N/A NAVIENT STUDENT LOAN TRUST 201 NAVSL 2019 BA A2A 144A 63941LAB9 1337997.67 PA USD 1393577.42 0.1377258610 Long ABS-O CORP US N 2 2059-12-15 Fixed 3.390000000000 N N N N N N NAVIENT PRIVATE EDUCATION REFI NAVSL 2020 GA A 144A N/A NAVIENT PRIVATE EDUCATION REFI NAVSL 2020 GA A 144A 63941UAA1 1054763.35 PA USD 1060258.56 0.1047842919 Long ABS-O CORP US N 2 2069-09-16 Fixed 1.170000000000 N N N N N N Nelnet Student Loan Trust 2004-3 N/A NELNET STUDENT LOAN TRUST 2004 NSLT 2004 3 A5 64031QBC4 1066238.18 PA USD 1052071.93 0.1039752154 Long ABS-O CORP US N 2 2036-10-27 Floating 0.305250000000 N N N N N N NELNET STUDENT LOAN TRUST 2004 NSLT 2004 4 A5 N/A NELNET STUDENT LOAN TRUST 2004 NSLT 2004 4 A5 64031QBK6 1076654.22 PA USD 1065178.81 0.1052705552 Long ABS-O CORP US N 2 2037-01-25 Floating 0.285250000000 N N N N N N Netflix Inc. 549300Y7VHGU0I7CE873 NETFLIX INC SR UNSECURED 11/28 5.875 64110LAT3 603000 PA USD 738916.2 0.0730263482 Long DBT CORP US N 2 2028-11-15 Fixed 5.875000000000 N N N N N N Nomura Holdings Inc. 549300B3CEAHYG7K8164 NOMURA HOLDINGS INC SR UNSECURED 07/26 1.653 65535HAW9 1601000 PA USD 1595090.32 0.1576411792 Long DBT CORP JP N 2 2026-07-14 Fixed 1.653000000000 N N N N N N North Texas Tollway Authority PQGZGRE0F2WPMYQQ1B78 N TX TOLLWAY AUTH REVENUE NRTTRN 01/49 FIXED 6.718 66285WFB7 697000 PA USD 1156361.4 0.1142820393 Long DBT MUN US N 2 2049-01-01 Fixed 6.718000000000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 NORTHROP GRUMMAN CORP SR UNSECURED 08/23 3.25 666807BG6 919000 PA USD 964846.78 0.0953548412 Long DBT CORP US N 2 2023-08-01 Fixed 3.250000000000 N N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 ORACLE CORP SR UNSECURED 04/27 2.8 68389XBU8 961000 PA USD 1018064.18 0.1006142635 Long DBT CORP US N 2 2027-04-01 Fixed 2.800000000000 N N N N N N Owl Rock Capital Corporation N/A OWL ROCK CAPITAL CORP SR UNSECURED 07/26 3.4 69121KAE4 1367000 PA USD 1423638.09 0.1406967270 Long DBT CORP US N 2 2026-07-15 Fixed 3.400000000000 N N N N N N Pacific Gas and Electric Company 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 12/47 3.95 694308HY6 732000 PA USD 704427.38 0.0696178526 Long DBT CORP US N 2 2047-12-01 Fixed 3.950000000000 N N N N N N Pacific Gas and Electric Company 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 08/27 2.1 694308JF5 763000 PA USD 744618.27 0.0735898780 Long DBT CORP US N 2 2027-08-01 Fixed 2.100000000000 N N N N N N Peruvian Government International Bond N/A PERUVIAN GOVERNMENT INTERNATIO SR UNSECURED 01/26 2.392 715638DE9 657000 PA USD 670350.24 0.0662500430 Long DBT NUSS PE N 2 2026-01-23 Fixed 2.392000000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS US GOVT GUAR 12/25 2.46 71654QBY7 1458450 PA USD 1512416.66 0.1494706241 Long DBT CORP MX N 2 2025-12-15 Fixed 2.460000000000 N N N N N N Pfizer Inc. 765LHXWGK1KXCLTFYQ30 PFIZER INC SR UNSECURED 05/40 2.55 717081EZ2 1094000 PA USD 1086594.81 0.1073870771 Long DBT CORP US N 2 2040-05-28 Fixed 2.550000000000 N N N N N N Pioneer Natural Resources Company FY8JBF7CCL2VE4F1B628 PIONEER NATURAL RESOURCES CO SR UNSECURED 08/30 1.9 723787AQ0 844000 PA USD 807534.84 0.0798078597 Long DBT CORP US N 2 2030-08-15 Fixed 1.900000000000 N N N N N N The Port Authority of New York and New Jersey N/A PORT AUTH OF NEW YORK NEW JE PORTRN 10/62 FIXED 4.458 73358WJA3 571000 PA USD 768845.1 0.0759841914 Long DBT MUN US N 2 2062-10-01 Fixed 4.458000000000 N N N N N N Pricoa Global Funding I N/A PRICOA GLOBAL FUNDING I SECURED 144A 09/26 1.2 74153WCP2 1450000 PA USD 1441517.54 0.1424637351 Long DBT CORP US N 2 2026-09-01 Fixed 1.200000000000 N N N N N N Public Service Company of Colorado N/A PUBLIC SERVICE CO OF COLORADO 1ST MORTGAGE 06/31 1.875 744448CV1 721000 PA USD 708620.5 0.0700322545 Long DBT CORP US N 2 2031-06-15 Fixed 1.875000000000 N N N N N N Quanta Services Inc. SHVRXXEACT60MMH07S24 QUANTA SERVICES INC SR UNSECURED 10/24 0.95 74762EAG7 786000 PA USD 786361.56 0.0777153256 Long DBT CORP US N 2 2024-10-01 Fixed 0.950000000000 N N N N N N Regency Centers L.P. 5493008PTR2GAOYBXW28 REGENCY CENTERS LP COMPANY GUAR 09/29 2.95 75884RAZ6 685000 PA USD 718634.43 0.0710219212 Long DBT CORP US N 2 2029-09-15 Fixed 2.950000000000 N N N N N N Regeneron Pharmaceuticals Inc. 549300RCBFWIRX3HYQ56 REGENERON PHARMACEUTICALS INC SR UNSECURED 09/30 1.75 75886FAE7 1044000 PA USD 993185.21 0.0981554998 Long DBT CORP US N 2 2030-09-15 Fixed 1.750000000000 N N N N N N Reliance Standard Life Global Funding II N/A RELIANCE STANDARD LIFE GLOBAL SECURED 144A 09/26 1.512 75951AAQ1 948000 PA USD 943270.2 0.0932224494 Long DBT CORP US N 2 2026-09-28 Fixed 1.512000000000 N N N N N N SBL Holdings LLC N/A SBL HOLDINGS INC SR UNSECURED 144A 02/31 5 78397DAB4 1091000 PA USD 1163972.03 0.1150341903 Long DBT CORP US N 2 2031-02-18 Fixed 5.000000000000 N N N N N N SLM Student Loan Trust 2007-3 N/A SLM STUDENT LOAN TRUST 2007-3 SLMA 2007 3 A4 78443YAD8 749744.96 PA USD 731966.48 0.0723395143 Long ABS-O CORP US N 2 2022-01-25 Floating 0.185250000000 N N N N N N SLM Student Loan Trust 2010-1 N/A SLM STUDENT LOAN TRUST 2010-1 SLMA 2010 1 A 78445XAA4 793654.88 PA USD 780920.61 0.0771776020 Long ABS-O CORP US N 2 2025-03-25 Floating 0.486000000000 N N N N N N SLM Student Loan Trust 2012-2 N/A SLM STUDENT LOAN TRUST 2012-2 SLMA 2012 2 A 78446YAA1 1569369.01 PA USD 1542043 0.1523985657 Long ABS-O CORP US N 2 2029-01-25 Floating 0.786000000000 N N N N N N SLM Student Loan Trust 2012-6 N/A SLM STUDENT LOAN TRUST 2012-6 SLMA 2012 6 A3 78447GAC5 1078380.85 PA USD 1057924.72 0.1045536408 Long ABS-O CORP US N 2 2026-05-26 Floating 0.836000000000 N N N N N N SMB Private Education Loan Trust 2016-A N/A SMB PRIVATE EDUCATION LOAN TRU SMB 2016 A A2A 144A 78449FAB7 921718.11 PA USD 942824.81 0.0931784319 Long ABS-O CORP US N 2 2031-05-15 Fixed 2.700000000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTA A2A 144A N/A SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTA A2A 144A 78449VAB2 1208622.64 PA USD 1221648.09 0.1207342575 Long ABS-O CORP US N 2 2054-09-15 Fixed 1.600000000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRU SMB 2020 B A1A 144A N/A SMB PRIVATE EDUCATION LOAN TRU SMB 2020 BA A1A 144A 78449XAA0 1282069.12 PA USD 1286348.03 0.1271284878 Long ABS-O CORP US N 2 2053-07-15 Fixed 1.290000000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRU SMB 2021 B A 144A N/A SMB PRIVATE EDUCATION LOAN TRU SMB 2021 B A 144A 78449YAA8 1570522.38 PA USD 1569788.47 0.1551406227 Long ABS-O CORP US N 2 2051-07-17 Fixed 1.310000000000 N N N N N N Shire Acquisitions Investments Ireland Designated Activity Company N/A SHIRE ACQUISITIONS INVESTMENTS COMPANY GUAR 09/23 2.875 82481LAC3 654000 PA USD 681793.52 0.0673809709 Long DBT CORP IE N 2 2023-09-23 Fixed 2.875000000000 N N N N N N DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/25 4.5 N/A DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/25 4.5 830867AA5 1277000 PA USD 1366390 0.1350389556 Long DBT CORP US N 2 2025-10-20 Fixed 4.500000000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRU SMB 2021 C A2 144A N/A SMB PRIVATE EDUCATION LOAN TRU 01/53 1 83208AAD5 1275000 PA USD 1274999.87 0.1260069605 Long ABS-O CORP US N 2 2053-01-15 Floating 0.883750000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 SOCIETE GENERALE SA SR UNSECURED 144A 06/32 VAR 83368RBD3 754000 PA USD 758267.47 0.0749388148 Long DBT CORP FR N 2 2032-06-09 Variable 2.889000000000 N N N N N N Sodexo Inc N/A SODEXO INC COMPANY GUAR 144A 04/26 1.634 833794AA8 869000 PA USD 874237.74 0.0864000405 Long DBT CORP US N 2 2026-04-16 Fixed 1.634000000000 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM SOFI 2020 C AFX 144A N/A SOFI PROFESSIONAL LOAN PROGRAM SOFI 2020 C AFX 144A 83390UAF4 908431.32 PA USD 923310.88 0.0912498898 Long ABS-O CORP US N 2 2046-02-15 Fixed 1.950000000000 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM SOFI 2017 E A2B 144A N/A SOFI PROFESSIONAL LOAN PROGRAM SOFI 2017 E A2B 144A 83404KAC7 833202.55 PA USD 845537.36 0.0835636107 Long ABS-O CORP US N 2 2040-11-26 Fixed 2.720000000000 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM SOFI 2021 B AFX 144A N/A SOFI PROFESSIONAL LOAN PROGRAM SOFI 2021 B AFX 144A 83405NAA4 965000 PA USD 963938.5 0.0952650768 Long ABS-O CORP US N 2 2047-02-15 Fixed 1.140000000000 N N N N N N Starbucks Corporation OQSJ1DU9TAOC51A47K68 STARBUCKS CORP SR UNSECURED 11/50 3.5 855244BA6 630000 PA USD 668789.79 0.0660958253 Long DBT CORP US N 2 2050-11-15 Fixed 3.500000000000 N N N N N N STARWOOD MORTGAGE RESIDENTIAL STAR 2021 4 A1 144A N/A STARWOOD MORTGAGE RESIDENTIAL STAR 2021 4 A1 144A 85573PAA0 1056000 PA USD 1056849.24 0.1044473522 Long ABS-MBS CORP US N 2 2056-08-25 Variable 1.162000000000 N N N N N N STERIS Irish FinCo Unlimited Company N/A STERIS IRISH FINCO UNLTD CO COMPANY GUAR 03/51 3.75 85917PAB3 1088000 PA USD 1174304.46 0.1160553340 Long DBT CORP IE N 2 2051-03-15 Fixed 3.750000000000 N N N N N N STORE Capital Corporation 5493004EA6C9IHDZ7N66 STORE CAPITAL CORP SR UNSECURED 03/28 4.5 862121AA8 1189000 PA USD 1340512.46 0.1324815042 Long DBT CORP US N 2 2028-03-15 Fixed 4.500000000000 N N N N N N Sumitomo Mitsui Financial Group Inc. N/A SUMITOMO MITSUI FINANCIAL GROU SR UNSECURED 09/26 1.402 86562MCH1 1264000 PA USD 1253638.27 0.1238958150 Long DBT CORP JP N 2 2026-09-17 Fixed 1.402000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 T-MOBILE USA INC COMPANY GUAR 02/26 2.25 87264ABR5 728000 PA USD 736190 0.0727569206 Long DBT CORP US N 2 2026-02-15 Fixed 2.250000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 T-MOBILE USA INC COMPANY GUAR 144A 04/31 3.5 87264ACE3 1393000 PA USD 1469106.14 0.1451902888 Long DBT CORP US N 2 2031-04-15 Fixed 3.500000000000 N N N N N N Takeda Pharmaceutical Company Limited 549300ZLMVP4X0OGR454 TAKEDA PHARMACEUTICAL CO LTD SR UNSECURED 03/30 2.05 874060AX4 1231000 PA USD 1211691.79 0.1197502864 Long DBT CORP JP N 2 2030-03-31 Fixed 2.050000000000 N N N N N N Takeda Pharmaceutical Company Limited 549300ZLMVP4X0OGR454 TAKEDA PHARMACEUTICAL CO LTD SR UNSECURED 07/50 3.175 874060AZ9 721000 PA USD 730645 0.0722089138 Long DBT CORP JP N 2 2050-07-09 Fixed 3.175000000000 N N N N N N Thermo Fisher Scientific Inc. HCHV7422L5HDJZCRFL38 THERMO FISHER SCIENTIFIC INC SR UNSECURED 10/28 1.75 883556CK6 1075000 PA USD 1071312.66 0.1058767575 Long DBT CORP US N 2 2028-10-15 Fixed 1.750000000000 N N N N N N The Toronto-Dominion Bank PT3QB789TSUIDF371261 TORONTO-DOMINION BANK/THE SR UNSECURED 09/26 1.25 89114TZG0 1572000 PA USD 1560637.77 0.1542362682 Long DBT CORP CA N 2 2026-09-10 Fixed 1.250000000000 N N N N N N Toyota Auto Loan Extended Note Trust 2020-1 N/A TOYOTA AUTO LOAN EXTENDED NOTE TALNT 2020 1A A 144A 89237JAA4 679000 PA USD 688058.4 0.0680001227 Long ABS-O CORP US N 2 2033-05-25 Fixed 1.350000000000 N N N N N N Mexico Government International Bond N/A MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 04/29 4.5 91087BAF7 1150000 PA USD 1291381 0.1276258912 Long DBT NUSS MX N 2 2029-04-22 Fixed 4.500000000000 N N N N N N Mexico Government International Bond N/A MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 04/71 3.75 91087BAP5 888000 PA USD 767311.92 0.0758326688 Long DBT NUSS MX N 2 2071-04-19 Fixed 3.750000000000 N N N N N N Mexico Government International Bond N/A MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 08/41 4.28 91087BAQ3 1346000 PA USD 1373323.8 0.1357242161 Long DBT NUSS MX N 2 2041-08-14 Fixed 4.280000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 11/21 1.75 912828U65 903000 PA USD 905503.97 0.0894900507 Long DBT UST US N 2 2021-11-30 Fixed 1.750000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 04/24 0.375 91282CBV2 1230000 PA USD 1228606.64 0.1214219640 Long DBT UST US N 2 2024-04-15 Fixed 0.375000000000 N N N N N N Unitedhealth Group Incorporated 549300GHBMY8T5GXDE41 UNITEDHEALTH GROUP INC SR UNSECURED 05/31 2.3 91324PED0 829000 PA USD 845821.57 0.0835916989 Long DBT CORP US N 2 2031-05-15 Fixed 2.300000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 VERIZON COMMUNICATIONS INC SR UNSECURED 11/40 2.65 92343VFT6 1321000 PA USD 1241172.91 0.1226638759 Long DBT CORP US N 2 2040-11-20 Fixed 2.650000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 VERIZON COMMUNICATIONS INC SR UNSECURED 03/51 3.55 92343VGB4 738000 PA USD 778292.53 0.0769178714 Long DBT CORP US N 2 2051-03-22 Fixed 3.550000000000 N N N N N N VERUS SECURITIZATION TRUST 202 VERUS 2020 1 A1 144A N/A VERUS SECURITIZATION TRUST 01/60 1 92536PAA2 917029.87 PA USD 927980.67 0.0917114004 Long ABS-MBS CORP US N 2 2060-01-25 Variable 2.417000000000 N N N N N N VERUS SECURITIZATION TRUST 201 VERUS 2019 4 A1 144A N/A VERUS SECURITIZATION TRUST 11/59 1 92537KAA2 748778.69 PA USD 759662.94 0.0750767277 Long ABS-MBS CORP US N 2 2059-11-25 Variable 2.642000000000 N N N N N N VERUS SECURITIZATION TRUST 202 VERUS 2021 R1 A1 144A N/A VERUS SECURITIZATION TRUST 10/63 1 92538BAA1 701393.8 PA USD 700625.49 0.0692421157 Long ABS-MBS CORP US N 2 2063-10-25 Variable 0.820000000000 N N N N N N VERUS SECURITIZATION TRUST 202 VERUS 2021 R3 A1 144A N/A VERUS SECURITIZATION TRUST 202 VERUS 2021 R3 A1 144A 92538EAA5 696246.07 PA USD 697712.57 0.0689542347 Long ABS-MBS CORP US N 2 2064-04-25 Variable 1.020000000000 N N N N N N VERUS SECURITIZATION TRUST 202 VERUS 2021 2 A1 144A N/A VERUS SECURITIZATION TRUST 202 VERUS 2021 2 A1 144A 92538FAA2 1117968.74 PA USD 1119682.59 0.1106571092 Long ABS-MBS CORP US N 2 2066-02-25 Variable 1.031000000000 N N N N N N VERUS SECURITIZATION TRUST 202 VERUS 2021 4 A1 144A N/A VERUS SECURITIZATION TRUST 202 VERUS 2021 4 A1 144A 92538HAA8 814206.81 PA USD 813274.22 0.0803750768 Long ABS-MBS CORP US N 2 2066-07-25 Variable 0.938000000000 N N N N N N VERUS SECURITIZATION TRUST 202 VERUS 2021 3 A1 144A N/A VERUS SECURITIZATION TRUST 202 VERUS 2021 3 A1 144A 92539LAA8 783373.8 PA USD 785788.08 0.0776586491 Long ABS-MBS CORP US N 2 2066-06-25 Variable 1.046000000000 N N N N N N VMware Inc. 549300BUDHS3LRWBE814 VMWARE INC SR UNSECURED 05/30 4.7 928563AF2 631000 PA USD 743851.57 0.0735141059 Long DBT CORP US N 2 2030-05-15 Fixed 4.700000000000 N N N N N N VMware Inc. 549300BUDHS3LRWBE814 VMWARE INC SR UNSECURED 08/23 0.6 928563AG0 1560000 PA USD 1561968.81 0.1543678135 Long DBT CORP US N 2 2023-08-15 Fixed 0.600000000000 N N N N N N VMware Inc. 549300BUDHS3LRWBE814 VMWARE INC SR UNSECURED 08/24 1 928563AH8 1093000 PA USD 1096650.19 0.1083808402 Long DBT CORP US N 2 2024-08-15 Fixed 1.000000000000 N N N N N N VMware Inc. 549300BUDHS3LRWBE814 VMWARE INC SR UNSECURED 08/26 1.4 928563AJ4 1249000 PA USD 1243379.5 0.1228819510 Long DBT CORP US N 2 2026-08-15 Fixed 1.400000000000 N N N N N N VMware Inc. 549300BUDHS3LRWBE814 VMWARE INC SR UNSECURED 08/28 1.8 928563AK1 686000 PA USD 675822.84 0.0667908946 Long DBT CORP US N 2 2028-08-15 Fixed 1.800000000000 N N N N N N WEC Energy Group Inc. 549300IGLYTZUK3PVP70 WEC ENERGY GROUP INC SR UNSECURED 03/24 0.8 92939UAF3 795000 PA USD 797454.5 0.0788116298 Long DBT CORP US N 2 2024-03-15 Fixed 0.800000000000 N N N N N N Westlake Chemical Corporation GOXNEVUM0LL78B1OS344 WESTLAKE CHEMICAL CORP SR UNSECURED 08/51 3.125 960413AZ5 901000 PA USD 849980.4 0.0840027119 Long DBT CORP US N 2 2051-08-15 Fixed 3.125000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 ATandT INC SR UNSECURED 06/41 3.5 00206RJZ6 336000 PA USD 344981.17 0.0340941436 Long DBT CORP US N 2 2041-06-01 Fixed 3.500000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 ATandT INC SR UNSECURED 09/55 3.55 00206RLJ9 329000 PA USD 324441.28 0.0320642068 Long DBT CORP US N 2 2055-09-15 Fixed 3.550000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 ATandT INC SR UNSECURED 09/59 3.65 00206RLV2 408000 PA USD 406744.53 0.0401981546 Long DBT CORP US N 2 2059-09-15 Fixed 3.650000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 ATandT INC SR UNSECURED 12/57 3.8 00206RMN9 603000 PA USD 615995.84 0.0608782521 Long DBT CORP US N 2 2057-12-01 Fixed 3.800000000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 ABBVIE INC SR UNSECURED 11/39 4.05 00287YCA5 365000 PA USD 419461.15 0.0414549255 Long DBT CORP US N 2 2039-11-21 Fixed 4.050000000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 ABBVIE INC SR UNSECURED 11/49 4.25 00287YCB3 501000 PA USD 593410.89 0.0586462041 Long DBT CORP US N 2 2049-11-21 Fixed 4.250000000000 N N N N N N Adani Ports and Special Economic Zone Limited N/A ADANI PORTS and SPECIAL ECONOMIC SR UNSECURED 144A 08/27 4.2 00652MAG7 583000 PA USD 611526.19 0.0604365210 Long DBT CORP IN N 2 2027-08-04 Fixed 4.200000000000 N N N N N N Aker BP ASA 549300NFTY73920OYK69 AKER BP ASA 01/31 4 00973RAJ2 454000 PA USD 493816.5 0.0488033902 Long DBT CORP NO N 2 2031-01-15 Fixed 4.000000000000 N N N N N N Alleghany Corporation 549300DCJE6AYX159479 ALLEGHANY CORP SR UNSECURED 08/51 3.25 017175AF7 480000 PA USD 471360 0.0465840368 Long DBT CORP US N 2 2051-08-15 Fixed 3.250000000000 N N N N N N Altria Group Inc. XSGZFLO9YTNO9VCQV219 ALTRIA GROUP INC COMPANY GUAR 02/32 2.45 02209SBL6 375000 PA USD 359336.25 0.0355128418 Long DBT CORP US N 2 2032-02-04 Fixed 2.450000000000 N N N N N N Amazon.com Inc. ZXTILKJKG63JELOEG630 AMAZON.COM INC SR UNSECURED 05/61 3.25 023135CC8 326000 PA USD 346949.95 0.0342887162 Long DBT CORP US N 2 2061-05-12 Fixed 3.250000000000 N N N N N N American International Group Inc. ODVCVCQG2BP6VHV36M30 AMERICAN INTERNATIONAL GROUP I SR UNSECURED 06/50 4.375 026874DP9 419000 PA USD 515861.58 0.0509820834 Long DBT CORP US N 2 2050-06-30 Fixed 4.375000000000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2020 2 A2A N/A AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2020 2 A2A 03066EAB0 448878.18 PA USD 449213.36 0.0443953066 Long ABS-O CORP US N 2 2023-12-18 Fixed 0.600000000000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 AMGEN INC SR UNSECURED 01/52 3 031162DC1 506000 PA USD 485415.6 0.0479731377 Long DBT CORP US N 2 2052-01-15 Fixed 3.000000000000 N N N N N N Analog Devices Inc. GYVOE5EZ4GDAVTU4CQ61 ANALOG DEVICES INC SR UNSECURED 10/28 1.7 032654AU9 472000 PA USD 472999.23 0.0467460403 Long DBT CORP US N 2 2028-10-01 Fixed 1.700000000000 N N N N N N Analog Devices Inc. GYVOE5EZ4GDAVTU4CQ61 ANALOG DEVICES INC SR UNSECURED 10/31 2.1 032654AV7 628000 PA USD 629342.02 0.0621972417 Long DBT CORP US N 2 2031-10-01 Fixed 2.100000000000 N N N N N N The Andrew W. Mellon Foundation N/A ANDREW W MELLON FOUNDATION/THE UNSECURED 08/27 0.947 03444RAB4 384000 PA USD 377400.63 0.0372981264 Long DBT CORP US N 2 2027-08-01 Fixed 0.947000000000 N N N N N Anheuser-Busch InBev Worldwide Inc. 549300CRGMZK3K53BF92 ANHEUSER-BUSCH INBEV WORLDWIDE COMPANY GUAR 04/48 4.6 035240AN0 312000 PA USD 372473.26 0.0368111593 Long DBT CORP US N 2 2048-04-15 Fixed 4.600000000000 N N N N N N Anheuser-Busch InBev Worldwide Inc. 549300CRGMZK3K53BF92 ANHEUSER-BUSCH INBEV WORLDWIDE COMPANY GUAR 06/30 3.5 035240AV2 315000 PA USD 345004.76 0.0340964750 Long DBT CORP US N 2 2030-06-01 Fixed 3.500000000000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 APPLE INC SR UNSECURED 08/51 2.7 037833EK2 567000 PA USD 546733.11 0.0540330858 Long DBT CORP US N 2 2051-08-05 Fixed 2.700000000000 N N N N N N Assured Guaranty US Holdings Inc. N/A ASSURED GUARANTY US HOLDINGS I COMPANY GUAR 09/51 3.6 04621WAE0 319000 PA USD 324299.57 0.0320502018 Long DBT CORP US N 2 2051-09-15 Fixed 3.600000000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 ASTRAZENECA PLC SR UNSECURED 05/51 3 046353AZ1 321000 PA USD 331103.15 0.0327225928 Long DBT CORP GB N 2 2051-05-28 Fixed 3.000000000000 N N N N N Astrazeneca Finance LLC N/A ASTRAZENECA FINANCE LLC COMPANY GUAR 05/26 1.2 04636NAA1 644000 PA USD 644162.51 0.0636619359 Long DBT CORP US N 2 2026-05-28 Fixed 1.200000000000 N N N N N N AutoNation Inc. N/A AUTONATION INC SR UNSECURED 08/28 1.95 05329WAR3 469000 PA USD 462462.27 0.0457046831 Long DBT CORP US N 2 2028-08-01 Fixed 1.950000000000 N N N N N N AutoNation Inc. N/A AUTONATION INC SR UNSECURED 08/31 2.4 05329WAS1 336000 PA USD 327462.98 0.0323628384 Long DBT CORP US N 2 2031-08-01 Fixed 2.400000000000 N N N N N N Avis Budget Rental Car Funding (AESOP) LLC IHXLB8SL0QWSSG2VG640 AVIS BUDGET RENTAL CAR FUNDING AESOP 2017 1A A 144A 05377RCQ5 637000 PA USD 650202.4 0.0642588522 Long ABS-O CORP US N 2 2023-09-20 Fixed 3.070000000000 N N N N N N Baltimore Gas and Electric Company N/A BALTIMORE GAS AND ELECTRIC CO SR UNSECURED 06/31 2.25 059165EN6 469000 PA USD 470945.55 0.0465430772 Long DBT CORP US N 2 2031-06-15 Fixed 2.250000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSECURED 07/31 VAR 06051GJF7 625000 PA USD 602672.95 0.0595615642 Long DBT CORP US N 2 2031-07-23 Variable 1.898000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSECURED 10/31 VAR 06051GJL4 527000 PA USD 506958.35 0.0501021861 Long DBT CORP US N 2 2031-10-24 Variable 1.922000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSECURED 03/52 VAR 06051GJN0 312000 PA USD 336828.01 0.0332883750 Long DBT CORP US N 2 2052-03-13 Variable 3.483000000000 N N N N N N Bacardi Limited N/A BACARDI LTD COMPANY GUAR 144A 05/28 4.7 067316AF6 333000 PA USD 384647.68 0.0380143451 Long DBT CORP BM N 2 2028-05-15 Fixed 4.700000000000 N N N N N N BENCHMARK 2021-B28 MORTGAGE TR BMARK 2021 B28 A5 N/A BENCHMARK 2021-B28 MORTGAGE TR BMARK 2021 B28 A5 08163GAU4 628000 PA USD 631404.51 0.0624010755 Long ABS-MBS CORP US N 2 2054-08-15 Variable 2.223700000000 N N N N N N BENCHMARK 2021-B29 MORTGAGE TR BMARK 2021 B29 A5 N/A BENCHMARK 2021-B29 MORTGAGE TR BMARK 2021 B29 A5 08163JAE4 621000 PA USD 633165.51 0.0625751134 Long ABS-MBS CORP US N 2 2054-09-15 Fixed 2.387900000000 N N N N N N Blackstone Holdings Finance Co. L.L.C. N/A BLACKSTONE HOLDINGS FINANCE CO COMPANY GUAR 144A 08/28 1.625 09261BAC4 472000 PA USD 461259.13 0.0455857780 Long DBT CORP US N 2 2028-08-05 Fixed 1.625000000000 N N N N N N Blackstone Holdings Finance Co. L.L.C. N/A BLACKSTONE HOLDINGS FINANCE CO COMPANY GUAR 144A 08/51 2.85 09261BAF7 566000 PA USD 537900.36 0.0531601540 Long DBT CORP US N 2 2051-08-05 Fixed 2.850000000000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 BOEING CO/THE SR UNSECURED 02/35 3.25 097023CP8 386000 PA USD 385964.39 0.0381444742 Long DBT CORP US N 2 2035-02-01 Fixed 3.250000000000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 BOEING CO/THE SR UNSECURED 05/30 5.15 097023CY9 315000 PA USD 369712.35 0.0365383014 Long DBT CORP US N 2 2030-05-01 Fixed 5.150000000000 N N N N N N Brixmor Operating Partnership LP 549300CJHBL7JBUA6503 BRIXMOR OPERATING PARTNERSHIP SR UNSECURED 08/31 2.5 11120VAL7 384000 PA USD 378343.23 0.0373912826 Long DBT CORP US N 2 2031-08-16 Fixed 2.500000000000 N N N N N N Broadcom Inc. N/A BROADCOM INC COMPANY GUAR 11/30 4.15 11135FAQ4 559000 PA USD 619356.7 0.0612104025 Long DBT CORP US N 2 2030-11-15 Fixed 4.150000000000 N N N N N N Broadcom Inc. N/A BROADCOM INC COMPANY GUAR 11/25 3.15 11135FBB6 411000 PA USD 439269.47 0.0434125619 Long DBT CORP US N 2 2025-11-15 Fixed 3.150000000000 N N N N N N Broadcom Inc. N/A BROADCOM INC COMPANY GUAR 144A 02/31 2.45 11135FBH3 550000 PA USD 532634.99 0.0526397827 Long DBT CORP US N 2 2031-02-15 Fixed 2.450000000000 N N N N N N Bunge Limited Finance Corp. N/A BUNGE LTD FINANCE CORP COMPANY GUAR 08/25 1.63 120568BB5 548000 PA USD 553704.01 0.0547220129 Long DBT CORP US N 2 2025-08-17 Fixed 1.630000000000 N N N N N N BUNKER HILL LOAN DEPOSITARY TR BHLD 2019 2 A1 144A N/A BUNKER HILL LOAN DEPOSITARY 07/49 1 12061RAA9 511956.86 PA USD 517900.68 0.0511836056 Long ABS-MBS CORP US N 2 2049-07-25 Variable 2.879000000000 N N N N N N CD 2019-CD8 MORTGAGE TRUST CD 2019 CD8 A4 N/A CD 2019-CD8 MORTGAGE TRUST CD 2019 CD8 A4 12515BAE8 405000 PA USD 429359.17 0.0424331369 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 2.912000000000 N N N N N N CFCRE COMMERCIAL MORTGAGE TRUS CFCRE 2017 C8 ASB N/A CFCRE COMMERCIAL MORTGAGE TRUS CFCRE 2017 C8 ASB 12532CAY1 305000 PA USD 325450.83 0.0321639797 Long ABS-MBS CORP US N 2 2050-06-15 Fixed 3.367400000000 N N N N N N COMM 2015-LC21 MORTGAGE TRUST COMM 2015 LC21 A4 N/A COMM 2015-LC21 MORTGAGE TRUST COMM 2015 LC21 A4 12593FBD5 304000 PA USD 330231.25 0.0326364238 Long ABS-MBS CORP US N 2 2048-07-10 Fixed 3.708000000000 N N N N N N CSAIL 2019-C17 COMMERCIAL MORT CSAIL 2019 C17 A4 N/A CSAIL 2019-C17 COMMERCIAL MORT CSAIL 2019 C17 A4 12597BAT6 429000 PA USD 448365.06 0.0443114699 Long ABS-MBS CORP US N 2 2052-09-15 Fixed 2.762800000000 N N N N N N CSAIL 2015-C2 Commercial Mortgage Trust 549300D5DIOOMKWXVZ20 CSAIL 2015-C2 COMMERCIAL MORTG CSAIL 2015 C2 A4 12634NAT5 424000 PA USD 455116.64 0.0449787218 Long ABS-MBS CORP US N 2 2057-06-15 Fixed 3.504000000000 N N N N N N CSAIL 2015-C4 COMMERCIAL MORTG CSAIL 2015 C4 A4 54930025J96YEH8FQE77 CSAIL 2015-C4 COMMERCIAL MORTG CSAIL 2015 C4 A4 12635RAX6 337000 PA USD 368537.27 0.0364221694 Long ABS-MBS CORP US N 2 2048-11-15 Fixed 3.807900000000 N N N N N N COMM 2015-LC23 MORTGAGE TRUST COMM 2015 LC23 A3 N/A COMM 2015-LC23 MORTGAGE TRUST COMM 2015 LC23 A3 12636FBH5 379000 PA USD 402482.39 0.0397769316 Long ABS-MBS CORP US N 2 2048-10-10 Fixed 3.521000000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 CVS HEALTH CORP SR UNSECURED 03/38 4.78 126650CY4 495000 PA USD 606940.35 0.0599833071 Long DBT CORP US N 2 2038-03-25 Fixed 4.780000000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 CVS HEALTH CORP SR UNSECURED 08/26 3 126650DF4 339000 PA USD 363949.69 0.0359687834 Long DBT CORP US N 2 2026-08-15 Fixed 3.000000000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 CVS HEALTH CORP SR UNSECURED 08/40 2.7 126650DP2 497000 PA USD 474257.62 0.0468704057 Long DBT CORP US N 2 2040-08-21 Fixed 2.700000000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A CHARTER COMMUNICATIONS OPT LLC SR SECURED 06/41 3.5 161175BZ6 669000 PA USD 656921.63 0.0649229069 Long DBT CORP US N 2 2041-06-01 Fixed 3.500000000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A CHARTER COMMUNICATIONS OPT LLC SR SECURED 06/52 3.9 161175CA0 665000 PA USD 662389.21 0.0654632624 Long DBT CORP US N 2 2052-06-01 Fixed 3.900000000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A CHARTER COMMUNICATIONS OPT LLC SR SECURED 12/61 4.4 161175CC6 474000 PA USD 492941.04 0.0487168694 Long DBT CORP US N 2 2061-12-01 Fixed 4.400000000000 N N N N N N CHILE GOVERNMENT INTERNATIONAL SR UNSECURED 07/33 2.55 N/A CHILE GOVERNMENT INTERNATIONAL SR UNSECURED 07/33 2.55 168863DT2 677000 PA USD 659966.68 0.0652238462 Long DBT NUSS CL N 2 2033-07-27 Fixed 2.550000000000 N N N N N N CHILE GOVERNMENT INTERNATIONAL SR UNSECURED 09/71 3.25 N/A CHILE GOVERNMENT INTERNATIONAL SR UNSECURED 09/71 3.25 168863DU9 410000 PA USD 370377.6 0.0366040474 Long DBT NUSS CL N 2 2071-09-21 Fixed 3.250000000000 N N N N N N COLLEGE AVENUE STUDENT LOANS L CASL 2017 A A1 144A N/A COLLEGE AVENUE STUDENT LOANS L CASL 2017 A A1 144A 194204AA1 460016.76 PA USD 464909.73 0.0459465631 Long ABS-O CORP US N 2 2046-11-26 Floating 1.736000000000 N N N N N N COLLEGE AVE STUDENT LOANS 2019 CASL 2019 A A2 144A N/A COLLEGE AVE STUDENT LOANS 2019 CASL 2019 A A2 144A 19421UAB0 530528.84 PA USD 548157.62 0.0541738687 Long ABS-O CORP US N 2 2048-12-28 Fixed 3.280000000000 N N N N N N COLLEGE AVE STUDENT LOANS 2018 CASL 2018 A A2 144A N/A COLLEGE AVE STUDENT LOANS 2018 CASL 2018 A A2 144A 19423DAB6 319216.36 PA USD 334703.24 0.0330783861 Long ABS-O CORP US N 2 2047-12-26 Fixed 4.130000000000 N N N N N N Colombia Government International Bond N/A COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 04/32 3.25 195325DZ5 344000 PA USD 320786.88 0.0317030462 Long DBT NUSS CO N 2 2032-04-22 Fixed 3.250000000000 N N N N N N Consumers Energy Company N/A CONSUMERS ENERGY CO 1ST MORTGAGE 08/52 2.65 210518DN3 345000 PA USD 326395.54 0.0322573444 Long DBT CORP US N 2 2052-08-15 Fixed 2.650000000000 N N N N N N Crowley Conro LLC N/A CROWLEY CONRO LLC US GOVT GUAR 08/43 4.181 228023AB3 498525.53 PA USD 578126.66 0.0571356789 Long DBT CORP US N 2 2043-08-15 Fixed 4.181000000000 N N N N N N Crown Castle International Corp. 54930012H97VSM0I2R19 CROWN CASTLE INTERNATIONAL COR SR UNSECURED 04/41 2.9 22822VAX9 440000 PA USD 424123.01 0.0419156524 Long DBT CORP US N 2 2041-04-01 Fixed 2.900000000000 N N N N N N DH Europe Finance II Sarl N/A DH EUROPE FINANCE II SARL COMPANY GUAR 11/22 2.05 23291KAF2 501000 PA USD 510570.65 0.0504591861 Long DBT CORP LU N 2 2022-11-15 Fixed 2.050000000000 N N N N N N DTE Energy Company 549300IX8SD6XXD71I78 DTE ENERGY CO SR UNSECURED 03/30 2.95 233331BF3 421000 PA USD 439610.53 0.0434462685 Long DBT CORP US N 2 2030-03-01 Fixed 2.950000000000 N N N N N N DTE Energy Company 549300IX8SD6XXD71I78 DTE ENERGY CO SR UNSECURED 06/25 1.05 233331BG1 329000 PA USD 326404.98 0.0322582773 Long DBT CORP US N 2 2025-06-01 Fixed 1.050000000000 N N N N N N DAE Funding LLC N/A DAE FUNDING LLC COMPANY GUAR 144A 03/25 2.625 23371DAF1 532000 PA USD 541208.92 0.0534871357 Long DBT CORP AE N 2 2025-03-20 Fixed 2.625000000000 N N N N N N DELL INTERNATIONAL LLC / EMC C SR SECURED 07/27 6.1 N/A DELL INTERNATIONAL LLC / EMC C SR SECURED 07/27 6.1 24703TAF3 320000 PA USD 395593.6 0.0390961194 Long DBT CORP US N 2 2027-07-15 Fixed 6.100000000000 N N N N N N DELL INTERNATIONAL LLC / EMC C SR SECURED 07/46 8.35 N/A DELL INTERNATIONAL LLC / EMC C SR SECURED 07/46 8.35 24703TAK2 337000 PA USD 546565.6 0.0540165310 Long DBT CORP US N 2 2046-07-15 Fixed 8.350000000000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 DISCOVERY COMMUNICATIONS LLC COMPANY GUAR 09/55 4 25470DBL2 389000 PA USD 406776.77 0.0402013409 Long DBT CORP US N 2 2055-09-15 Fixed 4.000000000000 N N N N N N Dominion Energy Inc. ILUL7B6Z54MRYCF6H308 DOMINION ENERGY INC SR UNSECURED 04/26 1.45 25746UDJ5 402000 PA USD 403304.86 0.0398582155 Long DBT CORP US N 2 2026-04-15 Fixed 1.450000000000 N N N N N N Dominion Energy Inc. ILUL7B6Z54MRYCF6H308 DOMINION ENERGY INC SR UNSECURED 08/31 2.25 25746UDL0 633000 PA USD 631006.2 0.0623617109 Long DBT CORP US N 2 2031-08-15 Fixed 2.250000000000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 DUKE ENERGY CAROLINAS LLC 1ST MORTGAGE 04/31 2.55 26442CBB9 318000 PA USD 329367.72 0.0325510820 Long DBT CORP US N 2 2031-04-15 Fixed 2.550000000000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 DUKE ENERGY PROGRESS LLC 1ST MORTGAGE 08/50 2.5 26442UAK0 472000 PA USD 427963.77 0.0422952309 Long DBT CORP US N 2 2050-08-15 Fixed 2.500000000000 N N N N N N ABU DHABI GOVT INT L 09/51 3 N/A ABU DHABI GOVT INT L 09/51 3 29135LAR1 489000 PA USD 479493.84 0.0473878961 Long DBT NUSS AE N 2 2051-09-15 Fixed 3.000000000000 N N N N N N Enable Midstream Partners LP 549300TLGDBYE711G509 ENABLE MIDSTREAM PARTNERS LP SR UNSECURED 09/29 4.15 292480AM2 370000 PA USD 401048.17 0.0396351891 Long DBT CORP US N 2 2029-09-15 Fixed 4.150000000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 ENERGY TRANSFER OPERATING LP COMPANY GUAR 12/45 6.125 29273RBJ7 281000 PA USD 357546.04 0.0353359171 Long DBT CORP US N 2 2045-12-15 Fixed 6.125000000000 N N N N N N Entergy Arkansas LLC N/A ENTERGY ARKANSAS LLC 1ST MORTGAGE 06/51 2.65 29366MAB4 421000 PA USD 392564.14 0.0387967209 Long DBT CORP US N 2 2051-06-15 Fixed 2.650000000000 N N N N N N Essex Portfolio L.P. 5493003GN3O58H286O74 ESSEX PORTFOLIO LP COMPANY GUAR 06/31 2.55 29717PAZ0 325000 PA USD 328040.58 0.0324199221 Long DBT CORP US N 2 2031-06-15 Fixed 2.550000000000 N N N N N N Evergy Inc. N/A EVERGY INC SR UNSECURED 09/24 2.45 30034WAA4 588000 PA USD 614733.15 0.0607534617 Long DBT CORP US N 2 2024-09-15 Fixed 2.450000000000 N N N N N N Evergy Kansas Central Inc. J75GNWGEO73W89ZV3S44 EVERGY KANSAS CENTRAL INC 1ST MORTGAGE 04/50 3.45 30036FAA9 419000 PA USD 448714.49 0.0443460038 Long DBT CORP US N 2 2050-04-15 Fixed 3.450000000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 EVERSOURCE ENERGY SR UNSECURED 08/26 1.4 30040WAN8 480000 PA USD 478765.19 0.0473158843 Long DBT CORP US N 2 2026-08-15 Fixed 1.400000000000 N N N N N N FS KKR Capital Corp. N/A FS KKR CAPITAL CORP SR UNSECURED 01/27 2.625 302635AH0 469000 PA USD 470145.85 0.0464640436 Long DBT CORP US N 2 2027-01-15 Fixed 2.625000000000 N N N N N N FREDDIE MAC NON GOLD POOL FH 05/49 FLOATING VAR S6XOOCT0IEG5ABCC6L87 FREDDIE MAC NON GOLD POOL FH 05/49 FLOATING VAR 31288QFY1 509209.62 PA USD 526465.77 0.0520300849 Long ABS-MBS USGSE US N 2 2049-05-01 Floating 2.822000000000 N N N N N N FREDDIE MAC FG 10/36 FIXED 4 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC FG 10/36 FIXED 4 3132J4H85 298629.18 PA USD 326129.97 0.0322310984 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 4.000000000000 N N N N N N FANNIE MAE REMICS FNR 2012 151 NX B1V7KEBTPIMZEU4LTD58 FANNIE MAE REMICS FNR 2012 151 NX 3136AA5N1 482256.67 PA USD 484574.06 0.0478899692 Long ABS-MBS USGSE US N 2 2043-01-25 Fixed 1.500000000000 N N N N N N FANNIE MAE REMICS FNR 2013 43 BP B1V7KEBTPIMZEU4LTD58 FANNIE MAE REMICS FNR 2013 43 BP 3136ADY52 558971.37 PA USD 573719.89 0.0567001623 Long ABS-MBS USGSE US N 2 2043-05-25 Fixed 1.750000000000 N N N N N N FANNIE MAE REMICS FNR 2014 73 MA B1V7KEBTPIMZEU4LTD58 FANNIE MAE REMICS FNR 2014 73 MA 3136ALME8 340196.73 PA USD 352079.02 0.0347956170 Long ABS-MBS USGSE US N 2 2044-11-25 Fixed 2.500000000000 N N N N N N FANNIE MAE-ACES FNA 2017 M7 A2 B1V7KEBTPIMZEU4LTD58 FANNIE MAE-ACES FNA 2017 M7 A2 3136AV7G8 320000 PA USD 344251.81 0.0340220617 Long ABS-MBS USGSE US N 2 2027-02-25 Variable 2.961000000000 N N N N N N FANNIE MAE REMICS FNR 2019 35 A B1V7KEBTPIMZEU4LTD58 FANNIE MAE REMICS FNR 2019 35 A 3136B5GG4 477457.15 PA USD 497074.62 0.0491253870 Long ABS-MBS USGSE US N 2 2049-07-25 Fixed 3.000000000000 N N N N N N Federal Realty Investment Trust 549300LI6XZ51GOCJ427 FEDERAL REALTY INVESTMENT TRUS SR UNSECURED 01/24 3.95 313747AU1 435000 PA USD 463854.87 0.0458423124 Long DBT CORP US N 2 2024-01-15 Fixed 3.950000000000 N N N N N N FREDDIE MAC REMICS FHR 4205 PA S6XOOCT0IEG5ABCC6L87 FREDDIE MAC REMICS FHR 4205 PA 3137B26P0 411773.59 PA USD 423434.65 0.0418476225 Long ABS-MBS USGSE US N 2 2043-05-15 Fixed 1.750000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 05/34 FIXED VAR 3138EM7J4 359670.21 PA USD 398703.64 0.0394034815 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 09/45 FIXED VAR 3138EQKN1 334470.45 PA USD 374458.93 0.0370074011 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 10/37 FIXED VAR 3140J7PZ2 323699.38 PA USD 350969.47 0.0346859613 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 12/48 FIXED VAR 3140J9XD8 540372.21 PA USD 603542.42 0.0596474931 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 11/48 FIXED VAR 3140J9XG1 370792.51 PA USD 421270.35 0.0416337269 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FNMA POOL BM6054 06/48 1 3140JAWQ7 442749.97 PA USD 456116.02 0.0450774896 Long ABS-MBS USGSE US N 2 2045-06-01 Floating 2.439000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 09/33 FIXED 4 3140Q9U92 427213.64 PA USD 455907.83 0.0450569143 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 05/49 FIXED 4 3140QA2T6 498193 PA USD 551061.29 0.0544608355 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 02/49 FIXED 4 3140QAMZ0 508250.51 PA USD 559644.85 0.0553091402 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 04/50 FIXED 4.5 3140QDFZ2 560766.06 PA USD 637324.98 0.0629861896 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 05/31 FIXED 2 3140QKUT3 510460.36 PA USD 529484.04 0.0523283775 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 2.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 05/31 FIXED 2 3140QKW38 435963.25 PA USD 452210.6 0.0446915208 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 2.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 12/49 FIXED VAR 3140X54C4 591021.25 PA USD 652447.63 0.0644807460 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 04/36 FIXED VAR 3140XBBC3 585821.46 PA USD 619170.17 0.0611919679 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 2.500000000000 N N N N N N Ford Credit Auto Owner Trust 2018-REV1 N/A FORD CREDIT AUTO OWNER TRUST 2 FORDR 2018 1 A 144A 34532RAA4 597000 PA USD 639228.02 0.0631742652 Long ABS-O CORP US N 2 2031-07-15 Fixed 3.190000000000 N N N N N N FORD CREDIT AUTO OWNER TRUST 2 FORDR 2021 1 A 144A N/A FORD CREDIT AUTO OWNER TRUST 2 FORDR 2021 1 A 144A 345340AA1 653000 PA USD 655757.55 0.0648078621 Long ABS-O CORP US N 2 2033-10-17 Fixed 1.370000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 FORD MOTOR CREDIT CO LLC SR UNSECURED 11/30 4 345397B36 480000 PA USD 499200 0.0493354362 Long DBT CORP US N 2 2030-11-13 Fixed 4.000000000000 N N N N N N GE Capital Funding LLC N/A GE CAPITAL FUNDING LLC COMPANY GUAR 05/25 3.45 36166NAG8 382000 PA USD 412005.98 0.0407181385 Long DBT CORP US N 2 2025-05-15 Fixed 3.450000000000 N N N N N N GE Capital Funding LLC N/A GE CAPITAL FUNDING LLC COMPANY GUAR 05/30 4.4 36166NAJ2 575000 PA USD 666263.78 0.0658461823 Long DBT CORP US N 2 2030-05-15 Fixed 4.400000000000 N N N N N N GINNIE MAE II POOL G2 07/48 FIXED 5 549300M8ZYFG0OCMTT87 GINNIE MAE G2 07/48 FIXED 5 36179T4R3 423996.03 PA USD 458595.17 0.0453225015 Long ABS-MBS USGA US N 2 2048-07-20 Fixed 5.000000000000 N N N N N N GINNIE MAE II POOL G2 12/48 FIXED 5 549300M8ZYFG0OCMTT87 GINNIE MAE G2 12/48 FIXED 5 36179UH62 335591.23 PA USD 362478.16 0.0358233536 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 5.000000000000 N N N N N N GLP Capital L.P. / GLP Financing II Inc. N/A GLP CAPITAL LP / GLP FINANCING COMPANY GUAR 01/29 5.3 361841AL3 318000 PA USD 371793.2 0.0367439497 Long DBT CORP US N 2 2029-01-15 Fixed 5.300000000000 N N N N N N GS Mortgage Securities Trust 2013-GCJ14 549300ITVQSU1IHX4H03 GS MORTGAGE SECURITIES TRUST 2 GSMS 2013 GC14 A5 36198FAE2 412000 PA USD 435676.45 0.0430574673 Long ABS-MBS CORP US N 2 2046-08-10 Fixed 4.243000000000 N N N N N N Galaxy Pipeline Assets Bidco Limited N/A GALAXY PIPELINE ASSETS BIDCO L SR SECURED 144A 03/36 2.625 36321PAB6 459000 PA USD 451874.25 0.0446582797 Long DBT CORP AE N 2 2036-03-31 Fixed 2.625000000000 N N N N N N Gilead Sciences Inc. 549300WTZWR07K8MNV44 GILEAD SCIENCES INC SR UNSECURED 09/36 4 375558BJ1 281000 PA USD 323164.43 0.0319380170 Long DBT CORP US N 2 2036-09-01 Fixed 4.000000000000 N N N N N N Gilead Sciences Inc. 549300WTZWR07K8MNV44 GILEAD SCIENCES INC SR UNSECURED 10/40 2.6 375558BS1 545000 PA USD 518871.8 0.0512795805 Long DBT CORP US N 2 2040-10-01 Fixed 2.600000000000 N N N N N N Gilead Sciences Inc. 549300WTZWR07K8MNV44 GILEAD SCIENCES INC SR UNSECURED 10/50 2.8 375558BT9 702000 PA USD 661771.69 0.0654022335 Long DBT CORP US N 2 2050-10-01 Fixed 2.800000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2019 31 JC 38381RD22 462156.48 PA USD 494494.22 0.0488703686 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 3.500000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2019 132 NA 38381Y5P5 551547.21 PA USD 583419.91 0.0576588055 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 3.500000000000 N N N N N N Hertz Vehicle Financing LLC 5493004IHDYOZ9K9WF47 HERTZ VEHICLE FINANCING LLC HERTZ 2021 1A A 144A 42806MAA7 542000 PA USD 543724.75 0.0537357726 Long ABS-O CORP US N 2 2025-12-26 Fixed 1.210000000000 N N N N N N The Home Depot Inc. QEKMOTMBBKA8I816DO57 HOME DEPOT INC/THE SR UNSECURED 12/49 3.125 437076BZ4 611000 PA USD 636982.37 0.0629523298 Long DBT CORP US N 2 2049-12-15 Fixed 3.125000000000 N N N N N N Humana Inc. N/A HUMANA INC SR UNSECURED 02/27 1.35 444859BQ4 578000 PA USD 570251.89 0.0563574233 Long DBT CORP US N 2 2027-02-03 Fixed 1.350000000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/23 1.25 44891ABM8 490000 PA USD 494236.83 0.0488449310 Long DBT CORP US N 2 2023-09-18 Fixed 1.250000000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/28 2 44891ABX4 479000 PA USD 470558.32 0.0465048076 Long DBT CORP US N 2 2028-06-15 Fixed 2.000000000000 N N N N N N Intel Corporation KNX4USFCNGPY45LOCE31 INTEL CORP SR UNSECURED 08/41 2.8 458140BV1 512000 PA USD 510413.13 0.0504436186 Long DBT CORP US N 2 2041-08-12 Fixed 2.800000000000 N N N N N N Intel Corporation KNX4USFCNGPY45LOCE31 INTEL CORP SR UNSECURED 08/51 3.05 458140BW9 636000 PA USD 631808.51 0.0624410024 Long DBT CORP US N 2 2051-08-12 Fixed 3.050000000000 N N N N N N Intel Corporation KNX4USFCNGPY45LOCE31 INTEL CORP SR UNSECURED 08/61 3.2 458140BX7 448000 PA USD 450390.61 0.0445116530 Long DBT CORP US N 2 2061-08-12 Fixed 3.200000000000 N N N N N N REPUBLIC OF ITALY GOVERNMENT I SR UNSECURED 05/51 3.875 N/A REPUBLIC OF ITALY GOVERNMENT I SR UNSECURED 05/51 3.875 465410CC0 456000 PA USD 491746.59 0.0485988231 Long DBT NUSS IT N 2 2051-05-06 Fixed 3.875000000000 N N N N N N ITC Holdings Corp. N/A ITC HOLDINGS CORP SR UNSECURED 11/22 2.7 465685AM7 636000 PA USD 650702.91 0.0643083171 Long DBT CORP US N 2 2022-11-15 Fixed 2.700000000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2013-C12 N/A JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2013 C12 A5 46639NAQ4 602000 PA USD 626179.87 0.0618847296 Long ABS-MBS CORP US N 2 2045-07-15 Fixed 3.663700000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2014-C23 N/A JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2014 C23 A4 46643ABD4 355857.41 PA USD 376979.15 0.0372564719 Long ABS-MBS CORP US N 2 2047-09-15 Fixed 3.669600000000 N N N N N N JP MORGAN CHASE COMMERCIAL MOR JPMCC 2016 JP4 A3 N/A JP MORGAN CHASE COMMERCIAL MOR JPMCC 2016 JP4 A3 46645UAS6 362000 PA USD 389580.96 0.0385018962 Long ABS-MBS CORP US N 2 2049-12-15 Fixed 3.392800000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE and CO SR UNSECURED 04/52 VAR 46647PCE4 482000 PA USD 504922.45 0.0499009802 Long DBT CORP US N 2 2052-04-22 Variable 3.328000000000 N N N N N N Jersey Central Power and Light Company N/A JERSEY CENTRAL POWER and LIGHT C SR UNSECURED 144A 03/32 2.75 476556DD4 514000 PA USD 526542.35 0.0520376532 Long DBT CORP US N 2 2032-03-01 Fixed 2.750000000000 N N N N N N KLA Corporation 549300H0BF5JCG96TJ81 KLA CORP SR UNSECURED 03/50 3.3 482480AJ9 427000 PA USD 449261.26 0.0444000405 Long DBT CORP US N 2 2050-03-01 Fixed 3.300000000000 N N N N N N LYB International Finance III LLC N/A LYB INTERNATIONAL FINANCE III COMPANY GUAR 04/51 3.625 50249AAJ2 617000 PA USD 648616.55 0.0641021242 Long DBT CORP US N 2 2051-04-01 Fixed 3.625000000000 N N N N N Lowe's Companies Inc. WAFCR4OKGSC504WU3E95 LOWE'S COS INC SR UNSECURED 09/28 1.7 548661ED5 628000 PA USD 622505 0.0615215458 Long DBT CORP US N 2 2028-09-15 Fixed 1.700000000000 N N N N N N MFA 2021-NQM2 TRUST MFRA 2021 NQM2 A1 144A N/A MFRA TRUST MFRA 2021 NQM2 A1 144A 55283WAA9 514906.87 PA USD 515339.24 0.0509304611 Long ABS-MBS CORP US N 2 2064-11-25 Variable 1.029000000000 N N N N N N MSG III SECURITIZATION TRUST 2 NMSG3 2021 1 A 144A N/A MSG III SECURITIZATION TRUST 2 NMSG3 2021 1 A 144A 55368MAA9 489000 PA USD 488840.34 0.0483116013 Long ABS-MBS CORP US N 2 2054-06-25 Floating 0.836000000000 N N N N N N Macquarie Group Limited ACMHD8HWFMFUIQQ8Y590 MACQUARIE GROUP LTD SR UNSECURED 144A 09/27 VAR 55607PAF2 374000 PA USD 372175.29 0.0367817113 Long DBT CORP AU N 2 2027-09-23 Variable 1.629000000000 N N N N N N Mid-America Apartments L.P. 549300FXWGE3QSYCUJ38 MID-AMERICA APARTMENTS LP SR UNSECURED 10/23 4.3 59523UAA5 323000 PA USD 344048.24 0.0340019431 Long DBT CORP US N 2 2023-10-15 Fixed 4.300000000000 N N N N N N Mid-America Apartments L.P. 549300FXWGE3QSYCUJ38 MID-AMERICA APARTMENTS LP SR UNSECURED 11/25 4 59523UAM9 386000 PA USD 423872.75 0.0418909195 Long DBT CORP US N 2 2025-11-15 Fixed 4.000000000000 N N N N N N Mid-America Apartments L.P. 549300FXWGE3QSYCUJ38 MID-AMERICA APARTMENTS LP SR UNSECURED 03/29 3.95 59523UAQ0 317000 PA USD 356798.98 0.0352620859 Long DBT CORP US N 2 2029-03-15 Fixed 3.950000000000 N N N N N N MidAmerican Energy Company NINLOILYRTLIMK26MZ18 MIDAMERICAN ENERGY CO 1ST MORTGAGE 08/52 2.7 595620AW5 407000 PA USD 390973.48 0.0386395176 Long DBT CORP US N 2 2052-08-01 Fixed 2.700000000000 N N N N N N Mississippi Power Company LNZ0J6YZ5SC6ILIRU850 MISSISSIPPI POWER CO SR UNSECURED 07/51 3.1 605417CD4 562000 PA USD 555645.06 0.0549138449 Long DBT CORP US N 2 2051-07-30 Fixed 3.100000000000 N N N N N N MORGAN STANLEY CAPITAL I TRUST MSC 2020 HR8 A3 N/A MORGAN STANLEY CAPITAL I TRUST MSC 2020 HR8 A3 61692BBJ8 576000 PA USD 563675.44 0.0557074793 Long ABS-MBS CORP US N 2 2053-07-15 Fixed 1.790000000000 N N N N N N NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 144A 05/27 3.15 N/A NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 144A 05/27 3.15 62954HAC2 313000 PA USD 333768.86 0.0329860422 Long DBT CORP NL N 2 2027-05-01 Fixed 3.150000000000 N N N N N N NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 144A 05/41 3.25 N/A NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 144A 05/41 3.25 62954HAF5 344000 PA USD 355291.25 0.0351130785 Long DBT CORP NL N 2 2041-05-11 Fixed 3.250000000000 N N N N N N NAVIENT PRIVATE EDUCATION REFI NAVSL 2020 HA A 144A N/A NAVIENT PRIVATE EDUCATION REFI NAVSL 2020 HA A 144A 63935BAA1 567130.31 PA USD 570935.36 0.0564249700 Long ABS-O CORP US N 2 2069-01-15 Fixed 1.310000000000 N N N N N N Navient Private Education Loan Trust 2014-A 54930094LU45XF2CP718 NAVIENT PRIVATE EDUCATION LOAN NAVSL 2014 AA A3 144A 63939CAD9 470000 PA USD 478590.19 0.0472985893 Long ABS-O CORP US N 2 2031-10-15 Floating 1.683750000000 N N N N N N Navient Private Education Loan Trust 2016-A 549300JSCKIU587G1R13 NAVIENT PRIVATE EDUCATION LOAN NAVSL 2016 AA A2B 144A 63939NAC7 374521.13 PA USD 384779.26 0.0380273490 Long ABS-O CORP US N 2 2045-12-15 Floating 2.233750000000 N N N N N N NAVIENT PRIVATE EDUCATION REFI NAVSL 2020 DA A 144A N/A NAVIENT PRIVATE EDUCATION REFI NAVSL 2020 DA A 144A 63941HAA0 421968.62 PA USD 426203.24 0.0421212395 Long ABS-O CORP US N 2 2069-05-15 Fixed 1.690000000000 N N N N N N NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 GA A 144A N/A NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 GA A 144A 63941JAA6 522836.73 PA USD 532604.21 0.0526367408 Long ABS-O CORP US N 2 2068-10-15 Fixed 2.400000000000 N N N N N N NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 BA A 144A N/A NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 BA A 144A 63942LAA0 366064.76 PA USD 365402.26 0.0361123395 Long ABS-O CORP US N 2 2069-07-15 Fixed 0.940000000000 N N N N N N Nelnet Student Loan Trust 2005-4 N/A NELNET STUDENT LOAN TRUST 2005 NSLT 2005 4 A4 64031QCJ8 547417.05 PA USD 530712.24 0.0524497593 Long ABS-O CORP US N 2 2032-03-22 Floating 0.305380000000 N N N N N N Nestle Holdings Inc. N/A NESTLE HOLDINGS INC COMPANY GUAR 144A 09/28 1.5 641062AW4 568000 PA USD 561507.76 0.0554932497 Long DBT CORP US N 2 2028-09-14 Fixed 1.500000000000 N N N N N N Nestle Holdings Inc. N/A NESTLE HOLDINGS INC COMPANY GUAR 144A 09/31 1.875 641062AX2 602000 PA USD 596395.31 0.0589411513 Long DBT CORP US N 2 2031-09-14 Fixed 1.875000000000 N N N N N N Netflix Inc. 549300Y7VHGU0I7CE873 NETFLIX INC SR UNSECURED 144A 06/25 3.625 64110LAY2 561000 PA USD 596062.5 0.0589082600 Long DBT CORP US N 2 2025-06-15 Fixed 3.625000000000 N N N N N N NextEra Energy Capital Holdings Inc. UMI46YPGBLUE4VGNNT48 NEXTERA ENERGY CAPITAL HOLDING COMPANY GUAR 06/28 1.9 65339KBW9 627000 PA USD 627394.14 0.0620047347 Long DBT CORP US N 2 2028-06-15 Fixed 1.900000000000 N N N N N N Nomura Holdings Inc. 549300B3CEAHYG7K8164 NOMURA HOLDINGS INC SR UNSECURED 07/31 2.608 65535HAX7 596000 PA USD 593835.18 0.0586881362 Long DBT CORP JP N 2 2031-07-14 Fixed 2.608000000000 N N N N N N Northern States Power Company N/A NORTHERN STATES POWER CO/MN 1ST MORTGAGE 04/52 3.2 665772CU1 317000 PA USD 337869.88 0.0333913419 Long DBT CORP US N 2 2052-04-01 Fixed 3.200000000000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 NORTHROP GRUMMAN CORP SR UNSECURED 01/28 3.25 666807BN1 567000 PA USD 613435.31 0.0606251975 Long DBT CORP US N 2 2028-01-15 Fixed 3.250000000000 N N N N N N Oaktree Specialty Lending Corporation 549300J6MGCEU5928620 OAKTREE SPECIALTY LENDING CORP SR UNSECURED 01/27 2.7 67401PAC2 329000 PA USD 330044.54 0.0326179714 Long DBT CORP US N 2 2027-01-15 Fixed 2.700000000000 N N N N N N The Ohio State University JFC10ZULKO4X2E3HBY86 OHIO STATE UNIVERSITY/THE OHSHGR 06/11 FIXED OID 4.8 677632PA3 464000 PA USD 661775.87 0.0654026466 Long DBT MUN US N 2 2111-06-01 Fixed 4.800000000000 N N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 ORACLE CORP SR UNSECURED 03/41 3.65 68389XBZ7 326000 PA USD 337161.96 0.0333213789 Long DBT CORP US N 2 2041-03-25 Fixed 3.650000000000 N N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 ORACLE CORP SR UNSECURED 03/51 3.95 68389XCA1 452000 PA USD 476687.78 0.0471105760 Long DBT CORP US N 2 2051-03-25 Fixed 3.950000000000 N N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 ORACLE CORP SR UNSECURED 03/28 2.3 68389XCD5 342000 PA USD 349685.06 0.0345590243 Long DBT CORP US N 2 2028-03-25 Fixed 2.300000000000 N N N N N N Owl Rock Capital Corporation N/A OWL ROCK CAPITAL CORP SR UNSECURED 06/28 2.875 69121KAG9 329000 PA USD 328385.92 0.0324540517 Long DBT CORP US N 2 2028-06-11 Fixed 2.875000000000 N N N N N N PECO Energy Company YH65D4JBECK76IFEJ279 PECO ENERGY CO 1ST MORTGAGE 09/51 2.85 693304BC0 566000 PA USD 555321.24 0.0548818421 Long DBT CORP US N 2 2051-09-15 Fixed 2.850000000000 N N N N N N Pacific Gas and Electric Company 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 07/50 4.95 694308JN8 472000 PA USD 502146.63 0.0496266487 Long DBT CORP US N 2 2050-07-01 Fixed 4.950000000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 PACIFICORP 1ST MORTGAGE 06/52 2.9 695114CY2 405000 PA USD 394123.41 0.0389508220 Long DBT CORP US N 2 2052-06-15 Fixed 2.900000000000 N N N N N N PARAGUAY GOVERNMENT INTERNATIO SR UNSECURED 144A 03/50 5.4 N/A PARAGUAY GOVERNMENT INTERNATIO SR UNSECURED 144A 03/50 5.4 699149AH3 545000 PA USD 625392.95 0.0618069591 Long DBT NUSS PY N 2 2050-03-30 Fixed 5.400000000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS US GOVT GUAR 04/25 2.378 71654QBT8 550000 PA USD 566165.99 0.0559536179 Long DBT CORP MX N 2 2025-04-15 Fixed 2.378000000000 N N N N N N Petroleos del Peru SA - Petroperu S.A. N/A PETROLEOS DEL PERU SA SR UNSECURED 144A 06/47 5.625 716564AB5 463000 PA USD 462495.33 0.0457079504 Long DBT CORP PE N 2 2047-06-19 Fixed 5.625000000000 N N N N N N Piedmont Natural Gas Company Inc N/A PIEDMONT NATURAL GAS CO INC SR UNSECURED 03/31 2.5 720186AN5 472000 PA USD 474511.43 0.0468954895 Long DBT CORP US N 2 2031-03-15 Fixed 2.500000000000 N N N N N N Public Service Company of Oklahoma F3TJNSIZRGXRH8GEIK79 PUBLIC SERVICE CO OF OKLAHOMA SR UNSECURED 08/31 2.2 744533BM1 480000 PA USD 473440.54 0.0467896545 Long DBT CORP US N 2 2031-08-15 Fixed 2.200000000000 N N N N N N Public Service Company of Oklahoma F3TJNSIZRGXRH8GEIK79 PUBLIC SERVICE CO OF OKLAHOMA SR UNSECURED 08/51 3.15 744533BP4 320000 PA USD 318605.09 0.0314874220 Long DBT CORP US N 2 2051-08-15 Fixed 3.150000000000 N N N N N N Public Service Electric and Gas Company 549300RUHPVD434XUK18 PUBLIC SERVICE ELECTRIC AND GA 1ST MORTGAGE 05/50 2.7 74456QCD6 543000 PA USD 522867.9 0.0516745110 Long DBT CORP US N 2 2050-05-01 Fixed 2.700000000000 N N N N N N Public Service Electric and Gas Company 549300RUHPVD434XUK18 PUBLIC SERVICE ELECTRIC AND GA SR SECURED 08/31 1.9 74456QCH7 628000 PA USD 617779.07 0.0610544869 Long DBT CORP US N 2 2031-08-15 Fixed 1.900000000000 N N N N N Qatar Petroleum N/A QATAR PETROLEUM SR UNSECURED 144A 07/51 3.3 74730DAD5 376000 PA USD 379760 0.0375313006 Long DBT CORP QA N 2 2051-07-12 Fixed 3.300000000000 N N N N N N Rexford Industrial Realty L.P. N/A REXFORD INDUSTRIAL REALTY LP COMPANY GUAR 09/31 2.15 76169XAB0 352000 PA USD 339225.1 0.0335252770 Long DBT CORP US N 2 2031-09-01 Fixed 2.150000000000 N N N N N N Rockwell Automation Inc. VH3R4HHBHH12O0EXZJ88 ROCKWELL AUTOMATION INC SR UNSECURED 08/23 0.35 773903AK5 472000 PA USD 472289.65 0.0466759132 Long DBT CORP US N 2 2023-08-15 Fixed 0.350000000000 N N N N N SLM Student Loan Trust 2003-1 N/A SLM STUDENT LOAN TRUST 2003-1 SLMA 2003 1 A5C 144A 78442GFM3 673612.65 PA USD 654488.45 0.0646824382 Long ABS-O CORP US N 2 2032-12-15 Floating 0.866000000000 N N N N N N SMB Private Education Loan Trust 2016-C N/A SMB PRIVATE EDUCATION LOAN TRU SMB 2016 C A2B 144A 78449KAC4 381902.98 PA USD 383960.52 0.0379464337 Long ABS-O CORP US N 2 2034-09-15 Floating 1.183750000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRU SMB 2019 A A2A 144A N/A SMB PRIVATE EDUCATION LOAN TRU SMB 2019 A A2A 144A 78449TAB7 434411.37 PA USD 453062.26 0.0447756895 Long ABS-O CORP US N 2 2036-07-15 Fixed 3.440000000000 N N N N N N Santander Drive Auto Receivables Trust 2020-3 N/A SANTANDER DRIVE AUTO RECEIVABL SDART 2020 3 A3 80285WAD9 530264.37 PA USD 530479.92 0.0524267993 Long ABS-O CORP US N 2 2024-07-15 Fixed 0.520000000000 N N N N N N SANTANDER RETAIL AUTO LEASE TR SRT 2021 B A3 144A N/A SANTANDER RETAIL AUTO LEASE TR SRT 2021 B A3 144A 80286DAC2 495000 PA USD 495093.01 0.0489295464 Long ABS-O CORP US N 2 2024-08-20 Fixed 0.510000000000 N N N N N N SANTANDER REVOLVING AUTO LOAN SREV 2019 A A 144A N/A SANTANDER REVOLVING AUTO LOAN SREV 2019 A A 144A 80286JAA3 556000 PA USD 583765.64 0.0576929737 Long ABS-O CORP US N 2 2032-01-26 Fixed 2.510000000000 N N N N N N Santander Drive Auto Receivables Trust 2020-4 N/A SANTANDER DRIVE AUTO RECEIVABL SDART 2020 4 A3 80286WAD8 528000 PA USD 528536.13 0.0522346965 Long ABS-O CORP US N 2 2024-07-15 Fixed 0.480000000000 N N N N N N Scentre Group Trust 1 / Scentre Group Trust 2 549300SQ859FBKRKSI77 SCENTRE GROUP TRUST 1 / SCENTR COMPANY GUAR 144A 01/26 3.625 80622GAD6 497000 PA USD 539084.34 0.0532771655 Long DBT CORP AU N 2 2026-01-28 Fixed 3.625000000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRU SMB 2021 C A1 144A N/A SMB PRIVATE EDUCATION LOAN TRU SMB 2021 C A1 144A 83208AAC7 635878.36 PA USD 636385.66 0.0628933576 Long ABS-O CORP US N 2 2053-01-15 Floating 0.483750000000 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM SOFI 2021 A AFX 144A N/A SOFI PROFESSIONAL LOAN PROGRAM SOFI 2021 A AFX 144A 83405YAA0 547177.83 PA USD 546441.33 0.0540042495 Long ABS-O CORP US N 2 2043-08-17 Fixed 1.030000000000 N N N N N N Southern California Edison Company 9R1Z5I36FERIBVKW4P77 SOUTHERN CALIFORNIA EDISON CO 1ST REF MORT 03/48 4.125 842400GK3 352000 PA USD 383559.57 0.0379068083 Long DBT CORP US N 2 2048-03-01 Fixed 4.125000000000 N N N N N N Southern Company Gas Capital Corporation E8CD46SWUD2TSN8PA636 SOUTHERN CO GAS CAPITAL CORP COMPANY GUAR 01/31 1.75 8426EPAD0 495000 PA USD 471227.67 0.0465709588 Long DBT CORP US N 2 2031-01-15 Fixed 1.750000000000 N N N N N N Spirit Realty L.P. N/A SPIRIT REALTY LP COMPANY GUAR 01/30 3.4 84861TAF5 379000 PA USD 402718.27 0.0398002434 Long DBT CORP US N 2 2030-01-15 Fixed 3.400000000000 N N N N N N Spirit Realty L.P. N/A SPIRIT REALTY LP COMPANY GUAR 03/28 2.1 84861TAH1 627000 PA USD 623740.85 0.0616436837 Long DBT CORP US N 2 2028-03-15 Fixed 2.100000000000 N N N N N N Starbucks Corporation OQSJ1DU9TAOC51A47K68 STARBUCKS CORP SR UNSECURED 03/50 3.35 855244AX7 492000 PA USD 511083 0.0505098212 Long DBT CORP US N 2 2050-03-12 Fixed 3.350000000000 N N N N N N Starbucks Corporation OQSJ1DU9TAOC51A47K68 STARBUCKS CORP SR UNSECURED 05/22 1.3 855244AY5 400000 PA USD 402390.67 0.0397678670 Long DBT CORP US N 2 2022-05-07 Fixed 1.300000000000 N N N N N N STARWOOD MORTGAGE RESIDENTIAL STAR 2020 1 A1 144A N/A STARWOOD MORTGAGE RESIDENTIAL 02/50 1 85573AAA3 593098.89 PA USD 598206.54 0.0591201534 Long ABS-MBS CORP US N 2 2050-02-25 Variable 2.275000000000 N N N N N N STARWOOD MORTGAGE RESIDENTIAL STAR 2020 INV1 A1 144A N/A STARVEST EMERGING MARKETS CB 11/55 1 85573EAA5 444846.42 PA USD 444164.65 0.0438963476 Long ABS-MBS CORP US N 2 2055-11-25 Variable 1.027000000000 N N N N N N STAR 2021-1 TRUST STAR 2021 1 A1 144A N/A STAR 2021-1 TRUST STAR 2021 1 A1 144A 85573GAA0 512260.4 PA USD 513080.68 0.0507072499 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.219000000000 N N N N N N STARWOOD MORTGAGE RESIDENTIAL STAR 2020 3 A1 144A N/A STARVEST EMERGING MARKETS CB 04/60 1 85573MAA7 558632.43 PA USD 561002.37 0.0554433025 Long ABS-MBS CORP US N 2 2065-04-25 Variable 1.486000000000 N N N N N N STORE Capital Corporation 5493004EA6C9IHDZ7N66 STORE CAPITAL CORP SR UNSECURED 03/29 4.625 862121AB6 402000 PA USD 455422.76 0.0450089754 Long DBT CORP US N 2 2029-03-15 Fixed 4.625000000000 N N N N N N STORE Capital Corporation 5493004EA6C9IHDZ7N66 STORE CAPITAL CORP SR UNSECURED 11/30 2.75 862121AC4 558000 PA USD 560586.5 0.0554022025 Long DBT CORP US N 2 2030-11-18 Fixed 2.750000000000 N N N N N N Sumitomo Mitsui Financial Group Inc. N/A SUMITOMO MITSUI FINANCIAL GROU SUBORDINATED 09/41 2.93 86562MCK4 628000 PA USD 611810.91 0.0604646596 Long DBT CORP JP N 2 2041-09-17 Fixed 2.930000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 T-MOBILE USA INC COMPANY GUAR 02/31 2.875 87264ABT1 553000 PA USD 557700.44 0.0551169761 Long DBT CORP US N 2 2031-02-15 Fixed 2.875000000000 N N N N N N Takeda Pharmaceutical Company Limited 549300ZLMVP4X0OGR454 TAKEDA PHARMACEUTICAL CO LTD SR UNSECURED 11/23 4.4 874060AT3 578000 PA USD 622850.81 0.0615557219 Long DBT CORP JP N 2 2023-11-26 Fixed 4.400000000000 N N N N N N Takeda Pharmaceutical Company Limited 549300ZLMVP4X0OGR454 TAKEDA PHARMACEUTICAL CO LTD SR UNSECURED 07/40 3.025 874060AY2 354000 PA USD 359416.87 0.0355208094 Long DBT CORP JP N 2 2040-07-09 Fixed 3.025000000000 N N N N N N Teck Resources Limited T8KI5SQ2JRWHL7XY0E11 TECK RESOURCES LTD SR UNSECURED 10/35 6.125 878742AE5 321000 PA USD 415997.96 0.0411126619 Long DBT CORP CA N 2 2035-10-01 Fixed 6.125000000000 N N N N N N Teck Resources Limited T8KI5SQ2JRWHL7XY0E11 TECK RESOURCES LTD SR UNSECURED 07/41 6.25 878742AW5 362000 PA USD 483074.65 0.0477417840 Long DBT CORP CA N 2 2041-07-15 Fixed 6.250000000000 N N N N N N Teck Resources Limited T8KI5SQ2JRWHL7XY0E11 TECK RESOURCES LTD SR UNSECURED 03/42 5.2 878744AB7 371000 PA USD 443151.25 0.0437961943 Long DBT CORP CA N 2 2042-03-01 Fixed 5.200000000000 N N N N N N Telefonica Emisiones SAU N/A TELEFONICA EMISIONES SA COMPANY GUAR 03/49 5.52 87938WAX1 253000 PA USD 330998.32 0.0327122325 Long DBT CORP ES N 2 2049-03-01 Fixed 5.520000000000 N N N N N N TESLA AUTO LEASE TRUST 2021-A TESLA 2021 A A3 144A N/A TESLA AUTO LEASE TRUST 2021-A TESLA 2021 A A3 144A 88161FAC0 382000 PA USD 382778.13 0.0378295793 Long ABS-O CORP US N 2 2025-03-20 Fixed 0.560000000000 N N N N N N Thermo Fisher Scientific Inc. HCHV7422L5HDJZCRFL38 THERMO FISHER SCIENTIFIC INC SR UNSECURED 03/30 4.497 883556CG5 451000 PA USD 533665.19 0.0527415964 Long DBT CORP US N 2 2030-03-25 Fixed 4.497000000000 N N N N N N Thermo Fisher Scientific Inc. HCHV7422L5HDJZCRFL38 THERMO FISHER SCIENTIFIC INC SR UNSECURED 10/31 2 883556CL4 531000 PA USD 519503.99 0.0513420592 Long DBT CORP US N 2 2031-10-15 Fixed 2.000000000000 N N N N N N TRITON CONTAINER FINANCE VIII TCF 2020 1A A 144A N/A TRITON CONTAINER FINANCE VIII TCF 2020 1A A 144A 89680HAA0 390705 PA USD 393262.24 0.0388657134 Long ABS-O CORP US N 2 2045-09-20 Fixed 2.110000000000 N N N N N N Trust Fibra Uno N/A TRUST FIBRA UNO SR UNSECURED 144A 01/26 5.25 898324AC2 503000 PA USD 559336 0.0552786168 Long DBT CORP MX N 2 2026-01-30 Fixed 5.250000000000 N N N N N N Trust Fibra Uno N/A TRUST FIBRA UNO SR UNSECURED 144A 01/50 6.39 898339AB2 356000 PA USD 421418.56 0.0416483743 Long DBT CORP MX N 2 2050-01-15 Fixed 6.390000000000 N N N N N N Union Pacific Corporation 549300LMMRSZZCZ8CL11 UNION PACIFIC CORP SR UNSECURED 03/22 2.95 907818EZ7 559000 PA USD 565407.29 0.0558786363 Long DBT CORP US N 2 2022-03-01 Fixed 2.950000000000 N N N N N N Union Pacific Corporation 549300LMMRSZZCZ8CL11 UNION PACIFIC CORP SR UNSECURED 02/30 2.4 907818FH6 617000 PA USD 633756.35 0.0626335055 Long DBT CORP US N 2 2030-02-05 Fixed 2.400000000000 N N N N N N Union Pacific Corporation 549300LMMRSZZCZ8CL11 UNION PACIFIC CORP SR UNSECURED 02/27 2.15 907818FJ2 498000 PA USD 515858.21 0.0509817504 Long DBT CORP US N 2 2027-02-05 Fixed 2.150000000000 N N N N N N Mexico Government International Bond N/A MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 05/31 2.659 91087BAM2 426000 PA USD 410974.98 0.0406162458 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.659000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 08/24 0.375 91282CCT6 494000 PA USD 492224.69 0.0486460733 Long DBT UST US N 2 2024-08-15 Fixed 0.375000000000 N N N N N N Unitedhealth Group Incorporated 549300GHBMY8T5GXDE41 UNITEDHEALTH GROUP INC SR UNSECURED 05/51 3.25 91324PEF5 528000 PA USD 558336.23 0.0551798106 Long DBT CORP US N 2 2051-05-15 Fixed 3.250000000000 N N N N N N VEREIT Operating Partnership L.P. 5493005TQOUJE1LCS698 VEREIT OPERATING PARTNERSHIP L COMPANY GUAR 01/28 3.4 92340LAF6 334000 PA USD 361103.37 0.0356874845 Long DBT CORP US N 2 2028-01-15 Fixed 3.400000000000 N N N N N N VEREIT Operating Partnership L.P. 5493005TQOUJE1LCS698 VEREIT OPERATING PARTNERSHIP L COMPANY GUAR 12/32 2.85 92340LAG4 456000 PA USD 473719.81 0.0468172545 Long DBT CORP US N 2 2032-12-15 Fixed 2.850000000000 N N N N N N VEREIT Operating Partnership L.P. 5493005TQOUJE1LCS698 VEREIT OPERATING PARTNERSHIP L COMPANY GUAR 06/28 2.2 92340LAH2 337000 PA USD 341011.12 0.0337017875 Long DBT CORP US N 2 2028-06-15 Fixed 2.200000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 VERIZON COMMUNICATIONS INC SR UNSECURED 03/61 3.7 92343VGC2 461000 PA USD 486782.7 0.0481082468 Long DBT CORP US N 2 2061-03-22 Fixed 3.700000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 VERIZON COMMUNICATIONS INC SR UNSECURED 03/41 3.4 92343VGK4 635000 PA USD 663157.31 0.0655391729 Long DBT CORP US N 2 2041-03-22 Fixed 3.400000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 VERIZON COMMUNICATIONS INC SR UNSECURED 144A 03/32 2.355 92343VGM0 628000 PA USD 621057 0.0613784415 Long DBT CORP US N 2 2032-03-15 Fixed 2.355000000000 N N N N N N VERUS SECURITIZATION TRUST 201 VERUS 2019 INV2 A1 144A N/A VERUS SECURITIZATION TRUST 07/59 1 92537HAA9 359935.54 PA USD 363550.19 0.0359293013 Long ABS-MBS CORP US N 2 2059-07-25 Variable 2.913000000000 N N N N N N VERUS SECURITIZATION TRUST 201 VERUS 2019 3 A1 144A N/A VERUS SECURITIZATION TRUST 201 07/59 1 92537JAA5 476058.05 PA USD 479027.37 0.0473417953 Long ABS-MBS CORP US N 2 2059-07-25 Variable 2.784000000000 N N N N N N VERUS SECURITIZATION TRUST 202 VERUS 2021 1 A1 144A N/A VERUS SECURITIZATION TRUST 202 VERUS 2021 1 A1 144A 92537QAA9 627208.4 PA USD 626389.2 0.0619054174 Long ABS-MBS CORP US N 2 2066-01-25 Variable 0.815000000000 N N N N N N VERUS SECURITIZATION TRUST 202 VERUS 2020 2 A1 144A N/A VERUS SECURITIZATION TRUST 05/60 1 92537UAA0 430961.36 PA USD 433592.47 0.0428515097 Long ABS-MBS CORP US N 2 2060-05-25 Variable 2.226000000000 N N N N N N ViacomCBS Inc. 5KYC8KF17ROCY24M3H09 VIACOMCBS INC SR UNSECURED 05/50 4.95 92556HAC1 305000 PA USD 381850.26 0.0377378789 Long DBT CORP US N 2 2050-05-19 Fixed 4.950000000000 N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 VIRGINIA ELECTRIC AND POWER CO SR UNSECURED 12/50 2.45 927804GD0 460000 PA USD 412086.8 0.0407261258 Long DBT CORP US N 2 2050-12-15 Fixed 2.450000000000 N N N N N N VISIO 2020-1R TRUST VISIO 2020 1R A1 144A N/A VISIO 2020-1R TRUST VISIO 2020 1R A1 144A 92837MAA5 510957.11 PA USD 512316.36 0.0506317129 Long ABS-MBS CORP US N 2 2055-11-25 Fixed 1.312000000000 N N N N N N WEC Energy Group Inc. 549300IGLYTZUK3PVP70 WEC ENERGY GROUP INC SR UNSECURED 10/27 1.375 92939UAD8 456000 PA USD 448245.29 0.0442996332 Long DBT CORP US N 2 2027-10-15 Fixed 1.375000000000 N N N N N N Westlake Chemical Corporation GOXNEVUM0LL78B1OS344 WESTLAKE CHEMICAL CORP SR UNSECURED 08/26 3.6 960413AT9 344000 PA USD 377693.81 0.0373271011 Long DBT CORP US N 2 2026-08-15 Fixed 3.600000000000 N N N N N N Westlake Chemical Corporation GOXNEVUM0LL78B1OS344 WESTLAKE CHEMICAL CORP SR UNSECURED 11/47 4.375 960413AU6 330000 PA USD 376122.5 0.0371718101 Long DBT CORP US N 2 2047-11-15 Fixed 4.375000000000 N N N N N N Yale University N/A YALE UNIVERSITY UNSECURED 04/30 1.482 98459LAB9 482000 PA USD 474217.7 0.0468664605 Long DBT CORP US N 2 2030-04-15 Fixed 1.482000000000 N N N N N N 2021-10-29 John Hancock Variable Insurance Trust /s/Salvatore Schiavone Salvatore Schiavone Treasurer XXXX