NPORT-P false 0000916053 XXXXXXXX S000029393 C000090284 C000090285 C000090286 C000090287 C000090288 C000090289 C000140415 MASSMUTUAL SELECT FUNDS 811-08274 0000916053 PJVR01EN4PJWVNUIQ236 1295 State Street Springfield 01111-0001 4137441000 MassMutual Total Return Bond Fund S000029393 5SN68FW6WBKEUI82IP46 2022-09-30 2022-06-30 N 1009274919.68 267300337.99 741974581.69 0 0 0 0 0 0 0 0 0 0 6166611.24 0 0 198243.47 JPY USD UST AMBS 1011778 BC UNLIMITED LBLTY CO 549300RHSHNRWI5LLA86 C6901LAH0 367881.92 PA USD 350499.5 0.0472387476 Long LON CORP CA N 2 2026-11-19 Floating 0 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAR0 234000 PA USD 227880.54 0.0307127152 Long DBT CORP US N 2 2035-05-14 Fixed 4.5 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAW9 695000 PA USD 634494.54 0.085514323 Long DBT CORP US N 2 2046-05-14 Fixed 4.45 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCB3 700000 PA USD 623902.36 0.0840867565 Long DBT CORP US N 2 2049-11-21 Fixed 4.25 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCY3 576000 PA USD 563802.29 0.0759867392 Long DBT CORP US N 2 2035-03-15 Fixed 4.55 N N N N N N ABU DHABI GOVT INT L 213800FER4348CINTA77 ACI1FS3Z5 647000 PA USD 594132.34 0.080074487 Long DBT NUSS AE Y 2 2029-09-30 Fixed 2.5 N N N N N N ACCESS GROUP INC N/A 00435TAA9 1502095.14 PA USD 1457001.04 0.196368053 Long ABS-O CORP US Y 2 2056-07-25 Floating 2.32357 N N N N N N ACRISURE, LLC 549300R0Z1Q47XRTGO22 00488PAL9 198982.18 PA USD 182068.69 0.0245383999 Long LON CORP US N 2 2027-02-15 Floating 0 N N N N N N AERCAP IRELAND CAP/GLOBA 549300TI38531ODB1G63 00774MAE5 265000 PA USD 239571.05 0.0322883096 Long DBT CORP IE N 2 2028-01-23 Fixed 3.875 N N N N N N AERCAP IRELAND CAP/GLOBA 549300TI38531ODB1G63 00774MAF2 220000 PA USD 217839.93 0.0293594869 Long DBT CORP IE N 2 2023-07-03 Fixed 4.125 N N N N N N AERCAP IRELAND CAP/GLOBA 549300TI38531ODB1G63 00774MAX3 2270000 PA USD 1814080.62 0.2444936343 Long DBT CORP IE N 2 2032-01-30 Fixed 3.3 N N N N N N AETNA INC 549300QKBENKLBXQ8968 00817YAQ1 500000 PA USD 494479.69 0.0666437506 Long DBT CORP US N 2 2024-11-15 Fixed 3.5 N N N N N N AGL CLO 13 LTD N/A 00120JAA1 2400000 PA USD 2315724 0.3121028748 Long ABS-CBDO CORP KY Y 2 2034-10-20 Floating 2.22271 N N N N N N AI AQUA MERGER SUB INC N/A 00132UAL8 80328.7 PA USD 72831.62 0.0098159185 Long LON CORP US N 2 2028-07-31 Floating 0 N N N N N N AI AQUA MERGER SUB INC N/A 944ZVKII6 18256.52 PA USD 16552.64 0.0022308904 Long LON CORP US N 2 2028-07-31 Floating 0 N N N N N N AIG CLO LTD N/A 00142MAE0 2400000 PA USD 2261882.4 0.3048463459 Long ABS-CBDO CORP KY Y 2 2033-10-25 Floating 2.784 N N N N N N AIMCO 549300VLRW0CEQ83RF89 00140NAN0 2075000 PA USD 1994554.33 0.2688170699 Long ABS-CBDO CORP KY Y 2 2034-10-17 Floating 2.17429 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XBA1 950000 PA USD 907463.19 0.122303811 Long DBT CORP US N 2 2025-03-01 Fixed 3.25 N N N N N N AIRPORT AUTHORITY HK 254900748HGC4RBR4O84 00946AAE4 850000 PA USD 679377.6 0.0915634601 Long DBT NUSS HK Y 2 2052-01-12 Fixed 3.25 N N N N N N AJAX MORTGAGE LOAN TRUST N/A 00969PAA1 2070611.23 PA USD 2016379.02 0.2717585036 Long ABS-O CORP US Y 2 2059-07-25 Floating 2.86 N N N N N N AMENTUM GOVT SERVI HOLDGS LLC 5493008CT6B5L54YSE94 57776DAB9 37489.92 PA USD 35592.18 0.0047969541 Long LON CORP US N 2 2027-01-29 Floating 0 N N N N N N AMEREN ILLINOIS CO RC71E2BZ6UOMFPDJSE79 02361DAR1 480000 PA USD 411579.14 0.055470787 Long DBT CORP US N 2 2047-12-01 Fixed 3.7 N N N N N N AMERICAN AIRLS INC IWUQB36BXD6OWD6X4T14 02376CAX3 86863.64 PA USD 76271.49 0.0102795287 Long LON CORP US N 2 2027-01-29 Floating 0 N N N N N N AMERICAN ASSETS TRUST LP 549300V1TI0SMG9Z6U69 02401LAA2 865000 PA USD 742020.75 0.1000062224 Long DBT CORP US N 2 2031-02-01 Fixed 3.375 N N N N N N AMERICAN CAMPUS CMNTYS RDKVCX5HITZ2GPIR7153 024836AD0 1220000 PA USD 1198897 0.1615819503 Long DBT CORP US N 2 2027-11-15 Fixed 3.625 N N N N N N AMERICAN CAMPUS CMNTYS RDKVCX5HITZ2GPIR7153 024836AF5 405000 PA USD 385296.58 0.0519285417 Long DBT CORP US N 2 2030-02-01 Fixed 2.85 N N N N N N AMERICAN HOME MORTGAGE INVESTM N/A 02660TJB0 1555183.06 PA USD 1447365.33 0.1950693953 Long ABS-O CORP US N 2 2046-03-25 Floating 2.02357 N N N N N N AMERICAN HOMES 4 RENT 549300N4PXZ37U8QKI55 02666TAE7 1650000 PA USD 1450437.88 0.1954834998 Long DBT CORP US N 2 2032-04-15 Fixed 3.625 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DE7 80000 PA USD 73540.99 0.0099115242 Long DBT CORP US N 2 2032-02-22 Fixed 3.35 N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DG2 410000 PA USD 359401.9 0.0484385731 Long DBT CORP US N 2 2062-02-22 Fixed 4.4 N N N N N N AMWINS GROUP INC 549300ER4R3WJD5XXM35 03234TAW8 960380.64 PA USD 905562.11 0.122047592 Long LON CORP US N 2 2028-02-19 Floating 0 N N N N N N ANHEUSER BUSCH CO/INBEV 5493002J2SVENP0PVK27 03522AAJ9 2215000 PA USD 2093596.58 0.2821655393 Long DBT CORP US N 2 2046-02-01 Fixed 4.9 N N N N N N AON CORP/AON GLOBAL HOLD LTS3U8DGK38SETRUWX71 03740LAE2 845000 PA USD 695760.59 0.0937714859 Long DBT CORP US N 2 2052-02-28 Fixed 3.9 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 03846JW71 200000 PA USD 145502.8 0.0196102136 Long DBT NUSS EG Y 2 2029-03-01 Fixed 7.6003 N N N N N N ARBOR REALTY COLLATERALIZED LO N/A 03880KAA2 2018000 PA USD 1931817.27 0.2603616509 Long ABS-CBDO CORP KY Y 2 2034-08-15 Floating 2.394 N N N N N N ARGENT SECURITIES INC. N/A 040104ND9 2373254.25 PA USD 2347917.86 0.3164418186 Long ABS-O CORP US N 2 2035-10-25 Floating 2.35857 N N N N N N ARTERA SERVICES LLC 549300J2G34D0WX8Z443 73939VAA2 257000 PA USD 207090.6 0.0279107405 Long DBT CORP US Y 2 2025-12-04 Fixed 9.033 N N N N N N AT+T INC 549300Z40J86GGSTL398 00206RCP5 110000 PA USD 104634.9 0.0141022216 Long DBT CORP US N 2 2035-05-15 Fixed 4.5 N N N N N N AT+T INC 549300Z40J86GGSTL398 00206RCQ3 100000 PA USD 93086.71 0.0125458085 Long DBT CORP US N 2 2046-05-15 Fixed 4.75 N N N N N N AT+T INC 549300Z40J86GGSTL398 00206RDR0 850000 PA USD 878799.68 0.1184406719 Long DBT CORP US N 2 2037-03-01 Fixed 5.25 N N N N N N AT+T INC 549300Z40J86GGSTL398 00206RHK1 366000 PA USD 352107.51 0.047455468 Long DBT CORP US N 2 2039-03-01 Fixed 4.85 N N N N N N AT+T INC 549300Z40J86GGSTL398 00206RMM1 210000 PA USD 170910.11 0.0230344966 Long DBT CORP US N 2 2033-12-01 Fixed 2.55 N N N N N N AT+T INC 549300Z40J86GGSTL398 00206RMN9 4820000 PA USD 3759131.45 0.5066388449 Long DBT CORP US N 2 2057-12-01 Fixed 3.8 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3C3 2200000 PA USD 1829935.03 0.2466304204 Long DBT CORP US Y 2 2028-08-19 Fixed 1.985 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3L3 445000 PA USD 405027.95 0.0545878471 Long DBT CORP US Y 2 2027-03-08 Fixed 3.205 N N N N N N AVANTOR INC 5493003VM0XB4U8YD238 05350NAL8 386741.58 PA USD 370970.26 0.0499977047 Long LON CORP US N 2 2027-11-08 Floating 0 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAF8 380000 PA USD 364125.99 0.0490752647 Long DBT CORP KY Y 2 2024-07-01 Fixed 3.95 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAH4 860000 PA USD 791691.73 0.1067006538 Long DBT CORP KY Y 2 2025-02-15 Fixed 2.875 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAR2 1109000 PA USD 907354.51 0.1222891636 Long DBT CORP KY Y 2 2027-11-18 Fixed 2.528 N N N N N N AVOLON TLB BORROWER 1 ( US ) 635400O84AGITYFZQB55 05400KAE0 70324.89 PA USD 66995.71 0.0090293807 Long LON CORP US N 2 2025-01-15 Floating 0 N N N N N N BACARDI LTD 549300R32WTQNHNN5055 067316AH2 275000 PA USD 260074.93 0.0350517304 Long DBT CORP BM Y 2 2048-05-15 Fixed 5.3 N N N N N N BANC OF AMERICA MERRILL LYNCH N/A 05491YAA8 1280000 PA USD 1222499.2 0.1647629488 Long ABS-O CORP US Y 2 2038-08-10 Floating 4.227108 N N N N N N BANC OF AMERICA MERRILL LYNCH N/A 05492PAQ1 1920000 PA USD 1810540.99 0.2440165788 Long ABS-O CORP US Y 2 2032-11-05 Fixed 3.287 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GGZ6 1900000 PA USD 1841394.61 0.2481748911 Long DBT CORP US N 2 2026-01-23 Fixed 3.366 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHC6 355000 PA USD 353908.79 0.0476982364 Long DBT CORP US N 2 2023-12-20 Fixed 3.004 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHG7 1670000 PA USD 1595051.94 0.214973933 Long DBT CORP US N 2 2029-03-05 Fixed 3.97 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHR3 3465000 PA USD 3417491.77 0.460594184 Long DBT CORP US N 2 2025-03-15 Fixed 3.458 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJB6 290000 PA USD 246639.4 0.03324095 Long DBT CORP US N 2 2031-04-29 Fixed 2.592 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJL4 925000 PA USD 738215.05 0.0994933072 Long DBT CORP US N 2 2031-10-24 Fixed 1.922 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJT7 245000 PA USD 206232.35 0.0277950694 Long DBT CORP US N 2 2032-04-22 Fixed 2.687 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJZ3 1835000 PA USD 1573482.83 0.2120669453 Long DBT CORP US N 2 2029-06-14 Fixed 2.087 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKA6 490000 PA USD 397069.1 0.053515189 Long DBT CORP US N 2 2032-07-21 Fixed 2.299 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKD0 730000 PA USD 603809.51 0.0813787325 Long DBT CORP US N 2 2032-10-20 Fixed 2.572 N N N N N N BARINGS CLO LTD N/A 06760EAA4 2750679.68 PA USD 2715404.96 0.3659700786 Long ABS-CBDO CORP KY Y 2 2028-01-20 Floating 1.86271 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBD6 340000 PA USD 270697.65 0.0364834129 Long DBT CORP US N 2 2037-08-15 Fixed 4.39 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBF1 2165000 PA USD 1596005.29 0.2151024212 Long DBT CORP US N 2 2047-08-15 Fixed 4.54 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBV6 570000 PA USD 494562.56 0.0666549195 Long DBT CORP US N 2 2052-03-16 Fixed 5.65 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAJ2 955000 PA USD 943523.57 0.127163867 Long DBT CORP US Y 2 2025-12-15 Fixed 4.25 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAL7 2735000 PA USD 2668019.85 0.3595837264 Long DBT CORP US Y 2 2028-12-15 Fixed 4.375 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAN3 1310000 PA USD 1189173.87 0.1602715106 Long DBT CORP US Y 2 2038-06-25 Fixed 4.625 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAQ6 220000 PA USD 198891.63 0.0268057202 Long DBT CORP US Y 2 2048-06-25 Fixed 4.875 N N N N N N BEAR STEARNS ALT A TRUST N/A 07386HTE1 835921.94 PA USD 772802.81 0.1041548901 Long ABS-O CORP US N 2 2035-05-25 Floating 3.265553 N N N N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 075887CJ6 1735000 PA USD 1529788.14 0.2061779713 Long DBT CORP US N 2 2030-05-20 Fixed 2.823 N N N N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 084664DB4 1245000 PA USD 1073743.83 0.1447143685 Long DBT CORP US N 2 2052-03-15 Fixed 3.85 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAF8 85000 PA USD 74504.87 0.0100414316 Long DBT CORP US N 2 2027-01-15 Fixed 1.65 N N N N N N BERRY GLOBAL INC N/A 085770AA3 585000 PA USD 558300.6 0.0752452461 Long DBT CORP US Y 2 2026-07-15 Fixed 4.875 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08579JBG6 985633.86 PA USD 950180.61 0.1280610729 Long LON CORP US N 2 2026-07-01 Floating 0 N N N N N N BINOM SECURITIZATION TRUST N/A 05552CAA2 3107089.52 PA USD 2991646.23 0.4032006357 Long ABS-O CORP US Y 2 2061-02-25 Floating 3 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DD4 1855000 PA USD 1834052.97 0.2471854178 Long DBT CORP US N 2 2023-02-04 Fixed 1.167 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAS0 385000 PA USD 350673.66 0.0472622201 Long DBT CORP US N 2 2032-11-15 Fixed 4.3 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBK6 420000 PA USD 348291.13 0.0469411134 Long DBT CORP US Y 2 2033-04-15 Fixed 3.419 N N N N N N BWFCME023 IRS USD R V 03MLIBOR N/A 99S1N8WX1 850000 PA USD 180255.08 0.0242939697 N/A DIR US N 2 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 N 2053-07-24 0 USD 0 USD 850000 USD 180255.08 N N N BWFCME025 IRS USD R V 03MLIBOR N/A 99S1N9D93 1700000 PA USD 372199.02 0.0501633114 N/A DIR US N 2 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 N 2053-07-24 0 USD 0 USD 1700000 USD 372199.02 N N N BWFCME027 IRS USD R V 03MLIBOR N/A 99S1N9CO1 1250000 PA USD 270606.12 0.0364710769 N/A DIR US N 2 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 N 2053-07-24 0 USD 0 USD 1250000 USD 270606.12 N N N BWFCME029 IRS USD R V 03MLIBOR N/A 99S1O6HI4 2215000 PA USD 436116.89 0.0587778747 N/A DIR US N 2 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 N 2053-09-28 0 USD 0 USD 2215000 USD 436116.89 N N N BWFCME030 IRS USD R V 03MLIBOR N/A 99S1PCTC0 1875000 PA USD 410725.5 0.0553557373 N/A DIR US N 2 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 N 2053-12-07 0 USD 0 USD 1875000 USD 410725.5 N N N BX COMMERCIAL MORTGAGE TRUST 2 N/A 056054AA7 2339554.23 PA USD 2298788.43 0.3098203748 Long ABS-O CORP US Y 2 2036-10-15 Floating 2.244 N N N N N N BX TRUST N/A 05610MAA0 1641000 PA USD 1618372.42 0.2181169625 Long ABS-O CORP US Y 2 2027-06-15 Floating 2.8648 N N N N N N BX TRUST 2019 OC11 N/A 05606FAA1 420000 PA USD 376069.05 0.0506848967 Long ABS-O CORP US Y 2 2041-12-09 Fixed 3.202 N N N N N N CABLE ONE INC 549300648QS85T0XSH18 12685JAC9 900000 PA USD 738000 0.0994643237 Long DBT CORP US Y 2 2030-11-15 Fixed 4 N N N N N N CAESARS ENTERTAIN INC 549300V3UCT773B1KR38 28470RAK8 250000 PA USD 241562.5 0.0325567083 Long DBT CORP US Y 2 2027-07-01 Fixed 8.125 N N N N N CAESARS RESORT COLLECTION LLC 549300V3UCT773B1KR38 12769LAB5 233154.43 PA USD 224070.73 0.0301992461 Long LON CORP US N 2 2024-12-23 Floating 0 N N N N N N CALI MORTGAGE TRUST 2019 101C N/A 129890AA7 945000 PA USD 897361.51 0.120942352 Long ABS-O CORP US Y 2 2039-03-10 Fixed 3.957 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCN3 1160000 PA USD 1028527.22 0.1386202769 Long DBT CORP US N 2 2030-03-01 Fixed 3.273 N N N N N N CDK GLOBAL, INC N/A 943UMXII0 133478.27 PA USD 125820.62 0.0169575378 Long LON CORP GB N 2 2029-06-08 Floating 0 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAR2 435000 PA USD 404832.75 0.0545615389 Long DBT CORP US N 2 2027-12-15 Fixed 4.25 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAY7 1951000 PA USD 1628324.11 0.2194582065 Long DBT CORP US N 2 2028-07-15 Fixed 2.45 N N N N N N CENTRAL GARDEN + PET CO 5493004DVZLD37DJ0H83 153527AM8 22000 PA USD 19720.95 0.002657901 Long DBT CORP US N 2 2028-02-01 Fixed 5.125 N N N N N N CENTURYLINK INC 8M3THTGWLTYZVE6BBY25 15669GAH7 860556.56 PA USD 789827.42 0.1064493905 Long LON CORP US N 2 2027-03-15 Floating 0 N N N N N N CHANGE HEALTH / FIN INC 549300GHXFJ3EKF50583 15911NAA3 300000 PA USD 293250 0.0395229173 Long DBT CORP US Y 2 2025-03-01 Fixed 5.75 N N N N N N CHANGE HEALTHCARE HLDGS INC 549300GHXFJ3EKF50583 15911AAC7 187718.77 PA USD 182299.33 0.0245694845 Long LON CORP US N 2 2024-03-01 Floating 0 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513CA1 415000 PA USD 366394.17 0.0493809598 Long DBT CORP US N 2 2032-03-03 Fixed 2.9 N N N N N N CHARTER COMM OPT LLC/CAP 549300TPZNMN50BJ3745 161175AY0 1105000 PA USD 1106635.54 0.1491473653 Long DBT CORP US N 2 2025-07-23 Fixed 4.908 N N N N N N CHARTER COMM OPT LLC/CAP 549300TPZNMN50BJ3745 161175BJ2 500000 PA USD 460438.84 0.0620558778 Long DBT CORP US N 2 2028-02-15 Fixed 3.75 N N N N N N CHARTER COMM OPT LLC/CAP 549300TPZNMN50BJ3745 161175BL7 180000 PA USD 154069.61 0.0207648097 Long DBT CORP US N 2 2047-05-01 Fixed 5.375 N N N N N N CHARTER COMM OPT LLC/CAP 549300TPZNMN50BJ3745 161175BM5 5000 PA USD 4461.09 0.0006012457 Long DBT CORP US N 2 2038-04-01 Fixed 5.375 N N N N N N CHARTER COMM OPT LLC/CAP 549300TPZNMN50BJ3745 161175BN3 1088000 PA USD 978329.43 0.1318548444 Long DBT CORP US N 2 2048-04-01 Fixed 5.75 N N N N N N CHARTER COMM OPT LLC/CAP 549300TPZNMN50BJ3745 161175BT0 375000 PA USD 299537.98 0.0403703829 Long DBT CORP US N 2 2050-03-01 Fixed 4.8 N N N N N N CHARTER COMM OPT LLC/CAP 549300TPZNMN50BJ3745 161175CK8 250000 PA USD 213516.03 0.0287767311 Long DBT CORP US N 2 2053-04-01 Fixed 5.25 N N N N N N CHARTER COMMUNICATIONS OPERATI 549300TPZNMN50BJ3745 16117LBX6 97493.71 PA USD 92740.89 0.0124992004 Long LON CORP US N 2 2027-02-01 Floating 0 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AG5 695000 PA USD 696452.29 0.0938647101 Long DBT CORP US N 2 2025-11-15 Fixed 4.125 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523CQ1 210000 PA USD 162644.11 0.0219204423 Long DBT CORP US N 2 2051-03-15 Fixed 3.4 N N N N N N CIM TRUST N/A 12565VAA1 3776731.25 PA USD 3225712.2 0.4347469953 Long ABS-O CORP US Y 2 2051-06-25 Floating 2.5 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967ML2 430000 PA USD 365966.66 0.0493233419 Long DBT CORP US N 2 2031-01-29 Fixed 2.666 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MP3 830000 PA USD 794438.73 0.1070708822 Long DBT CORP US N 2 2031-03-31 Fixed 4.412 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MS7 1070000 PA USD 901631.64 0.1215178609 Long DBT CORP US N 2 2031-06-03 Fixed 2.572 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MY4 640000 PA USD 527981.63 0.0711589916 Long DBT CORP US N 2 2032-05-01 Fixed 2.561 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NA5 1225000 PA USD 1084351.65 0.1461440428 Long DBT CORP US N 2 2027-06-09 Fixed 1.462 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NG2 410000 PA USD 380589.58 0.0512941534 Long DBT CORP US N 2 2028-02-24 Fixed 3.07 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NN7 475000 PA USD 429163.78 0.0578407658 Long DBT CORP US N 2 2033-03-17 Fixed 3.785 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAQ6 1670000 PA USD 1421579.77 0.1915941334 Long DBT CORP US N 2 2033-01-25 Fixed 3.057 N N N N N N CITIGROUP MORTGAGE LOAN TRUST N/A 17307G6L7 2877.28 PA USD 2640.33 0.0003558518 Long ABS-O CORP US N 2 2036-03-25 Floating 2.755547 N N N N N N CLARIOS GLOBAL LP 549300474L1ZLXZY2P98 C8000CAG8 211301.97 PA USD 196774.96 0.0265204449 Long LON CORP CA N 2 2026-04-30 Floating 0 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 P3143NBH6 200000 PA USD 175020.18 0.0235884334 Long DBT CORP CL Y 2 2030-01-14 Fixed 3.15 N N N N N N COMM MORTGAGE TRUST N/A 12635QBF6 2551600.92 PA USD 2466328.46 0.3324006672 Long ABS-O CORP US N 2 2048-10-10 Fixed 3.349 N N N N N N COMMONSPIRIT HEALTH N/A 20268JAF0 455000 PA USD 394214.58 0.0531304697 Long DBT CORP US N 2 2030-10-01 Fixed 2.782 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 20337EAQ4 291750 PA USD 261300.05 0.0352168466 Long LON CORP US N 2 2026-04-06 Floating 0 N N N N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 209111FT5 1000000 PA USD 949202.87 0.1279292975 Long DBT CORP US N 2 2048-12-01 Fixed 4.65 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBL1 785000 PA USD 776591.61 0.1046655275 Long DBT CORP US N 2 2032-05-09 Fixed 4.75 N N N N N N COUNTRYWIDE ASSET BACKED CERTI N/A 1266716K7 131366.29 PA USD 129757.16 0.017488087 Long ABS-O CORP US N 2 2034-08-25 Floating 2.47857 N N N N N N COUNTRYWIDE ASSET BACKED CERTI 5493004W4C7RXZQJGM74 12669VAA6 3160351.56 PA USD 3067302.91 0.413397303 Long ABS-O CORP US N 2 2047-10-25 Floating 1.82357 N N N N N N CPT MORTGAGE TRUST N/A 12654YAA7 805000 PA USD 706509.7 0.0952202026 Long ABS-O CORP US Y 2 2039-11-13 Fixed 2.865 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AC2 345000 PA USD 322588.78 0.0434770662 Long DBT CORP CH Y 2 2028-01-09 Fixed 4.282 N N N N Y N/A N/A XXXX N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AM0 875000 PA USD 823985.62 0.1110530792 Long DBT CORP CH Y 2 2025-09-11 Fixed 2.593 N N N N Y Credit Suisse Group AG CHF XXXX N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AQ1 885000 PA USD 802856.74 0.1082054237 Long DBT CORP CH Y 2 2026-06-05 Fixed 2.193 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AT5 1315000 PA USD 1130289.84 0.1523353856 Long DBT CORP CH Y 2 2027-02-02 Fixed 1.305 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AU2 975000 PA USD 777927.94 0.1048456321 Long DBT CORP CH Y 2 2032-05-14 Fixed 3.091 N N N N Y N/A N/A XXXX N N N CREDIT SUISSE MORTGAGE TRUST N/A 12654PAE8 1742596.13 PA USD 1709249.46 0.2303649616 Long ABS-O CORP US Y 2 2057-09-25 Floating 3.85 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AS6 125000 PA USD 108125 0.0145726016 Long DBT CORP US Y 2 2028-02-01 Fixed 5.375 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BB2 900000 PA USD 702000 0.0946124055 Long DBT CORP US Y 2 2030-12-01 Fixed 4.125 N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 64072UAE2 172279.78 PA USD 159875.64 0.0215473203 Long LON CORP US N 2 2025-07-17 Floating 0 N N N N N N Currency Forward Contract N/A N/A 7492837.51 PA USD 330923.6 0.0446003958 N/A DFE US N N/A CITIBANK N.A. E57ODZWZ7FF32TWEFA77 1015000000 JPY 7823761.11 USD 2022-08-01 330923.6 N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CZ1 2360000 PA USD 2273372.05 0.3063948693 Long DBT CORP US N 2 2048-03-25 Fixed 5.05 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DG2 5000 PA USD 4574.3 0.0006165036 Long DBT CORP US N 2 2029-08-15 Fixed 3.25 N N N N N N DC OFFICE TRUST N/A 23312BAA8 860000 PA USD 757976.65 0.1021566869 Long ABS-O CORP US Y 2 2045-09-15 Fixed 2.965 N N N N N N DEERFIELD DAKOTA HOLDING LLC 549300FDREJLOIGXY104 24440EAB3 105816.34 PA USD 98806.01 0.01331663 Long LON CORP US N 2 2027-04-09 Floating 0 N N N N N N DIAMOND SPORTS GR/DIAMON 5493002K6DHWNZH8YA34 25277LAF3 1175000 PA USD 293750 0.039590305 Long DBT CORP US Y 2 2026-08-15 Fixed 5.375 N N N N N N DIAMOND SPORTS GROUP LLC 5493002K6DHWNZH8YA34 25277BAG3 172799.17 PA USD 40319.23 0.0054340446 Long LON CORP US N 2 2026-08-24 Floating 0 N N N N N N DIRECTV FINANCING LLC N/A 25460HAB8 419625 PA USD 385182.18 0.0519131234 Long LON CORP US N 2 2027-08-02 Floating 0 N N N N N N DISCOVER BANK X05BVSK68TQ7YTOSNR22 25466AAD3 1120000 PA USD 1123900.86 0.1514743076 Long DBT CORP US N 2 2023-08-08 Fixed 4.2 N N N N N N DISCOVER FINANCIAL SVS Z1YLO2USPORE63VVUL20 254709AK4 150000 PA USD 147915.49 0.0199353851 Long DBT CORP US N 2 2024-11-06 Fixed 3.95 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 25601B2B0 1400000 PA USD 1216646 0.1639740808 Long DBT CORP NO Y 2 2028-03-30 Fixed 1.605 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PED6 440000 PA USD 351927.73 0.047431238 Long DBT NUSS DO Y 2 2030-01-30 Fixed 4.5 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CAT1 738000 PA USD 625767.45 0.084338125 Long DBT CORP US N 2 2047-12-01 Fixed 3.7 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CAT2 471000 PA USD 373158.54 0.0502926312 Long DBT CORP US N 2 2046-09-01 Fixed 3.75 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBL8 560000 PA USD 466485.99 0.0628708855 Long DBT CORP US N 2 2031-06-15 Fixed 2.55 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AN9 200000 PA USD 176800 0.0238283095 Long DBT CORP CO N 2 2030-04-29 Fixed 6.875 N N N N N N EDUCATION LOAN ASSET BACKED TR 5493000CKEJUMJ3IL355 28140DAD5 2707784.93 PA USD 2686236.38 0.3620388685 Long ABS-O CORP US Y 2 2032-04-26 Floating 2.42357 N N N N N N ELANCO ANIMAL HEALTH INCORPORA 549300SHPNDCE059M934 28414BAF3 1012676.66 PA USD 954447.75 0.1286361789 Long LON CORP US N 2 2027-08-01 Floating 0 N N N N N N EMBECTA CORP N/A 29082KAA3 425000 PA USD 356760.15 0.0480825299 Long DBT CORP US Y 2 2030-02-15 Fixed 5 N N N N N N EMPRESA DE TRANSPORTE ME 959800T4M5QUPYMSCH69 29246QAD7 200000 PA USD 179997.65 0.0242592744 Long DBT CORP CL Y 2 2030-05-07 Fixed 3.65 N N N N N N ENDO DAC/FIN LLC/FINCO N/A 29273DAC4 933000 PA USD 72307.5 0.0097452799 Long DBT CORP NA Y 2 2028-06-30 Fixed 6 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RAZ2 750000 PA USD 701850.78 0.0945922943 Long DBT CORP US N 2 2043-10-01 Fixed 5.95 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAF0 1291000 PA USD 1274273.31 0.1717408307 Long DBT CORP US N 2 2028-06-15 Fixed 4.95 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAN3 264000 PA USD 267879.56 0.0361036034 Long DBT CORP US N 2 2027-06-01 Fixed 5.5 N N N N N N ENERGY TRANSFER LP 5493006LL0CKP8WQW329 86765BAQ2 370000 PA USD 323658.29 0.0436212099 Long DBT CORP US N 2 2045-05-15 Fixed 5.35 N N N N N N ENERGY TRANSFER LP 5493006LL0CKP8WQW329 86765BAV1 1275000 PA USD 1125294.43 0.1516621267 Long DBT CORP US N 2 2047-10-01 Fixed 5.4 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WAU2 1250000 PA USD 1237290.45 0.166756447 Long DBT CORP US N 2 2025-04-01 Fixed 3.78 N N N N N N ESC CB144A INTELSAT JA 8XJ8KF85PBKK1TLMFN29 458ESCAB6 378000 PA USD 0 0 Long DBT CORP LU Y 3 2024-10-15 Fixed 8.5 N N N N N N ESC CB144A INTELSAT JA 8XJ8KF85PBKK1TLMFN29 458ESCAC4 1379000 PA USD 0 0 Long DBT CORP LU Y 3 2025-07-15 Fixed 9.75 N N N N N N EUR 1Y MIDCV OP SEP22C 98.375 N/A ADI2464L1 109 NC USD 5450 0.0007345265 N/A DIR US N 1 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF40 Call Purchased Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 FUT EURODOLLAR 1YR MID CURVE N/A N/A N/A OU N/A USD N/A N/A US US Long 90 Day Eurodollar Time Deposit Prin $1 mil 2022-09-16 263766.375 USD 100 USD 98.375 USD 2022-09-16 XXXX -41182.38 N N N EUR 1Y MIDCV OP SEP22C 98.75 N/A ADI21BJC7 235 NC USD 5875 0.0007918061 N/A DIR US N 1 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF40 Call Purchased Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 FUT EURODOLLAR 1YR MID CURVE N/A N/A N/A OU N/A USD N/A N/A US US Long 90 Day Eurodollar Time Deposit Prin $1 mil 2022-09-16 568670.625 USD 100 USD 98.75 USD 2022-09-16 XXXX -134412.7 N N N EUR 1Y MIDCV OP SEP22C 99 N/A ADI21BHC9 -535 NC USD -6687.5 -0.0009013112 N/A DIR US N 1 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF40 Call Written Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 FUT EURODOLLAR 1YR MID CURVE N/A N/A N/A OU N/A USD N/A N/A US US Short 90 Day Eurodollar Time Deposit Prin $1 mil 2022-09-16 -1294633.125 USD 100 USD 99 USD 2022-09-16 XXXX 170303.8 N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAR9 735000 PA USD 741946.82 0.0999962584 Long DBT CORP US N 2 2027-07-01 Fixed 4.6 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3136B1Q80 768234.32 PA USD 773753.16 0.104282974 Long ABS-O USGSE US N 2 2047-06-25 Fixed 3.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3136B1Z72 612399.93 PA USD 592217.13 0.0798163636 Long ABS-O USGSE US N 2 2048-06-25 Fixed 3 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3136B2TU6 542072.82 PA USD 544206.91 0.0733457619 Long ABS-O USGSE US N 2 2047-01-25 Fixed 3.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3136B2YM8 522378.22 PA USD 524434.41 0.0706809132 Long ABS-O USGSE US N 2 2047-01-25 Fixed 3.5 N N N N N N FARMERS EXCHANGE CAP II N/A 30958PAA1 350000 PA USD 371057.12 0.0500094113 Long DBT CORP US Y 2 2053-11-01 Fixed 6.151 N N N N N N FARMERS EXCHANGE CAP III N/A 30958QAA9 3290000 PA USD 3252324.07 0.4383336236 Long DBT CORP US Y 2 2054-10-15 Fixed 5.454 N N N N N N FED HM LN PC POOL G07848 S6XOOCT0IEG5ABCC6L87 3128MABR9 4603593.85 PA USD 4537880.77 0.6115951789 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 3.5 N N N N N N FED HM LN PC POOL G07924 S6XOOCT0IEG5ABCC6L87 3128MAD55 1274725.54 PA USD 1254139.61 0.1690273011 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 3.5 N N N N N N FED HM LN PC POOL G08710 S6XOOCT0IEG5ABCC6L87 3128MJYG9 61461.03 PA USD 58502.96 0.0078847661 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3 N N N N N N FED HM LN PC POOL G08711 S6XOOCT0IEG5ABCC6L87 3128MJYH7 1008536.93 PA USD 989098.09 0.133306196 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.5 N N N N N N FED HM LN PC POOL G08715 S6XOOCT0IEG5ABCC6L87 3128MJYM6 1308876.86 PA USD 1244654.59 0.1677489527 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3 N N N N N N FED HM LN PC POOL G08716 S6XOOCT0IEG5ABCC6L87 3128MJYN4 1487799.8 PA USD 1459123.5 0.1966541086 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.5 N N N N N N FED HM LN PC POOL G08721 S6XOOCT0IEG5ABCC6L87 3128MJYT1 176501.38 PA USD 167841.04 0.0226208612 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3 N N N N N N FED HM LN PC POOL G08726 S6XOOCT0IEG5ABCC6L87 3128MJYY0 2357523.92 PA USD 2239637.82 0.3018483214 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3 N N N N N N FED HM LN PC POOL G08732 S6XOOCT0IEG5ABCC6L87 3128MJY61 1668538.37 PA USD 1585104.44 0.2136332536 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3 N N N N N N FED HM LN PC POOL G08741 S6XOOCT0IEG5ABCC6L87 3128MJZF0 1129709.03 PA USD 1072159.73 0.1445008706 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3 N N N N N N FED HM LN PC POOL G08792 S6XOOCT0IEG5ABCC6L87 3128MJ3A6 1237445.85 PA USD 1210501.33 0.1631459298 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.5 N N N N N N FED HM LN PC POOL G08826 S6XOOCT0IEG5ABCC6L87 3128MJ4L1 180807.17 PA USD 187244.54 0.0252359777 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 5 N N N N N N FED HM LN PC POOL G08843 S6XOOCT0IEG5ABCC6L87 3128MJ5D8 572387.34 PA USD 583334.99 0.0786192687 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.5 N N N N N N FED HM LN PC POOL G08844 S6XOOCT0IEG5ABCC6L87 3128MJ5E6 69207.19 PA USD 71584.7 0.0096478642 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 5 N N N N N N FED HM LN PC POOL G16756 S6XOOCT0IEG5ABCC6L87 3128MFWR5 305451.34 PA USD 306259.9 0.0412763331 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 3.5 N N N N N N FED HM LN PC POOL G18596 S6XOOCT0IEG5ABCC6L87 3128MMUW1 276243.75 PA USD 274198.33 0.0369552188 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 3 N N N N N N FED HM LN PC POOL G18691 S6XOOCT0IEG5ABCC6L87 3128MMXV0 102999.9 PA USD 102011.94 0.0137487109 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 3 N N N N N N FED HM LN PC POOL G18713 S6XOOCT0IEG5ABCC6L87 3128MMYK3 746370.89 PA USD 747180.4 0.1007016168 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 3.5 N N N N N N FED HM LN PC POOL G60038 S6XOOCT0IEG5ABCC6L87 31335ABF4 581503.57 PA USD 572657.85 0.0771802517 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 3.5 N N N N N N FED HM LN PC POOL G60138 S6XOOCT0IEG5ABCC6L87 31335AEK0 2644832.56 PA USD 2610385.47 0.3518160237 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.5 N N N N N N FED HM LN PC POOL G67703 S6XOOCT0IEG5ABCC6L87 3132XCRY3 1817601.64 PA USD 1784840.64 0.2405528011 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.5 N N N N N N FED HM LN PC POOL G67706 S6XOOCT0IEG5ABCC6L87 3132XCR31 1450575.64 PA USD 1423070.11 0.1917949948 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.5 N N N N N N FED HM LN PC POOL G67707 S6XOOCT0IEG5ABCC6L87 3132XCR49 1720757.03 PA USD 1690817.06 0.2278807255 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.5 N N N N N N FED HM LN PC POOL G67708 S6XOOCT0IEG5ABCC6L87 3132XCR56 3148471.79 PA USD 3092706.69 0.4168211104 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.5 N N N N N N FED HM LN PC POOL G67709 S6XOOCT0IEG5ABCC6L87 3132XCR64 4102654.95 PA USD 4021014.99 0.5419343316 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.5 N N N N N N FED HM LN PC POOL G67711 S6XOOCT0IEG5ABCC6L87 3132XCR80 471539.52 PA USD 474184.29 0.0639084278 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4 N N N N N N FED HM LN PC POOL G67713 S6XOOCT0IEG5ABCC6L87 3132XCSA4 1229249 PA USD 1234991.19 0.1664465631 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4 N N N N N N FED HM LN PC POOL G67714 S6XOOCT0IEG5ABCC6L87 3132XCSB2 1714348.13 PA USD 1723427.83 0.2322758586 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4 N N N N N N FED HM LN PC POOL G67717 S6XOOCT0IEG5ABCC6L87 3132XCSE6 1512145.68 PA USD 1519681.91 0.204815899 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4 N N N N N N FED HM LN PC POOL QE0312 S6XOOCT0IEG5ABCC6L87 3133B9KZ6 2050805.4 PA USD 1786226.28 0.2407395515 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 2 N N N N N N FED HM LN PC POOL SD8205 S6XOOCT0IEG5ABCC6L87 3132DWDJ9 4243140.07 PA USD 3826845.17 0.5157649958 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 2.5 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756CC2 730000 PA USD 611397.99 0.0824014737 Long DBT NUSS BR N 2 2030-06-12 Fixed 3.875 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130APYA7 8900000 PA USD 8562315.31 1.1539903821 Long DBT USGSE US N 2 2024-06-14 Fixed 1.04 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130AQUU5 2115000 PA USD 2051343.79 0.2764708981 Long DBT USGSE US N 2 2024-09-04 Fixed 1.61 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130AQV26 2115000 PA USD 2051343.79 0.2764708981 Long DBT USGSE US N 2 2024-09-04 Fixed 1.61 N N N N N N FERTITTA ENTERTAINMENT, LLC N/A 31556PAB3 300000 PA USD 275889 0.0371830797 Long LON CORP US N 2 2029-01-27 Floating 0 N N N N N N FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 3137FG6T7 2115000 PA USD 2122520.94 0.2860638346 Long ABS-O USGSE US N 2 2033-04-25 Floating 3.75 N N N N N N FIRST FRANKLIN MTG LOAN ASSET N/A 32027NVV0 120463.66 PA USD 120319.91 0.0162161768 Long ABS-O CORP US N 2 2035-10-25 Floating 2.34357 N N N N N N FIRST HORIZON ALTERNATIVE MORT N/A 32051GXE0 1418428.55 PA USD 1227491.61 0.1654358034 Long ABS-O CORP US N 2 2035-11-25 Floating 2.571528 N N N N N N FIRSTENERGY TRANSMISSION 549300AINIIPOLYX2R63 33767BAA7 600000 PA USD 560080.5 0.075485133 Long DBT CORP US Y 2 2044-07-15 Fixed 5.45 N N N N N N FIRSTENERGY TRANSMISSION 549300AINIIPOLYX2R63 33767BAD1 1401000 PA USD 1186534.47 0.1599157841 Long DBT CORP US Y 2 2028-09-15 Fixed 2.866 N N N N N N FLATIRON CLO LTD N/A 33883PAE7 2400000 PA USD 2253110.4 0.3036640952 Long ABS-CBDO CORP KY Y 2 2034-07-19 Floating 2.64429 N N N N N N FLORIDA POWER + LIGHT CO A89MY1K3YLIGJMYWVX50 341081FU6 1000000 PA USD 917144.09 0.1236085592 Long DBT CORP US N 2 2049-03-01 Fixed 3.99 N N N N N N FNMA POOL AB4262 B1V7KEBTPIMZEU4LTD58 31417AWY1 1381438.84 PA USD 1379516.98 0.1859250996 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 3.5 N N N N N N FNMA POOL AL9106 B1V7KEBTPIMZEU4LTD58 3138ERDL1 255323.09 PA USD 262763.31 0.0354140582 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.5 N N N N N N FNMA POOL AS9830 B1V7KEBTPIMZEU4LTD58 3138WK4Q5 318635.22 PA USD 319541.07 0.0430663095 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4 N N N N N N FNMA POOL AS9972 B1V7KEBTPIMZEU4LTD58 3138WLCJ0 287796.32 PA USD 288434.62 0.038873922 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4 N N N N N N FNMA POOL BL6060 B1V7KEBTPIMZEU4LTD58 3140HXWW6 1265000 PA USD 988215.22 0.1331872067 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 2.455 N N N N N N FNMA POOL BN7755 B1V7KEBTPIMZEU4LTD58 3140JQTM5 1948761.49 PA USD 1841892.97 0.2482420578 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3 N N N N N N FNMA POOL BO2259 B1V7KEBTPIMZEU4LTD58 3140JWQM5 3293928.06 PA USD 3107115.57 0.4187630745 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3 N N N N N N FNMA POOL BQ6913 B1V7KEBTPIMZEU4LTD58 3140KSVF1 4491481.95 PA USD 3914832.71 0.5276235611 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2 N N N N N N FNMA POOL CA0996 B1V7KEBTPIMZEU4LTD58 3140Q8DA0 85663.02 PA USD 83750.28 0.0112874864 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.5 N N N N N N FNMA POOL CA1710 B1V7KEBTPIMZEU4LTD58 3140Q83U7 1012935.11 PA USD 1032323.09 0.1391318672 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.5 N N N N N N FNMA POOL CA1711 B1V7KEBTPIMZEU4LTD58 3140Q83V5 17852.24 PA USD 18193.94 0.0024520975 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.5 N N N N N N FNMA POOL CA2208 B1V7KEBTPIMZEU4LTD58 3140Q9N25 720899.4 PA USD 734021.86 0.0989281679 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.5 N N N N N N FNMA POOL CA3633 B1V7KEBTPIMZEU4LTD58 3140QBBB3 763719.76 PA USD 746487.87 0.1006082807 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.5 N N N N N N FNMA POOL CB2766 B1V7KEBTPIMZEU4LTD58 3140QNCC4 3000671.25 PA USD 2614485.46 0.3523686019 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2 N N N N N N FNMA POOL CB2767 B1V7KEBTPIMZEU4LTD58 3140QNCD2 4274933.57 PA USD 3724750.47 0.5020051309 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2 N N N N N N FNMA POOL FS1598 B1V7KEBTPIMZEU4LTD58 3140XGX46 4330915.66 PA USD 3773527.68 0.5085791041 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2 N N N N N N FNMA POOL MA1148 B1V7KEBTPIMZEU4LTD58 31418AH27 2629149.12 PA USD 2584410.99 0.3483153 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.5 N N N N N N FNMA POOL MA1607 B1V7KEBTPIMZEU4LTD58 31418AYD4 1989319.15 PA USD 1936020.71 0.2609281716 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 3 N N N N N N FNMA POOL MA2995 B1V7KEBTPIMZEU4LTD58 31418CKH6 550480.18 PA USD 552045.14 0.0744021633 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4 N N N N N N FNMA POOL MA3027 B1V7KEBTPIMZEU4LTD58 31418CLH5 496771.09 PA USD 498183.36 0.0671429146 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4 N N N N N N FNMA POOL MA3029 B1V7KEBTPIMZEU4LTD58 31418CLK8 275651.43 PA USD 273381.94 0.0368451894 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 3 N N N N N N FNMA POOL MA3276 B1V7KEBTPIMZEU4LTD58 31418CUA0 190953.52 PA USD 186630.1 0.0251531662 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.5 N N N N N N FNMA POOL MA3305 B1V7KEBTPIMZEU4LTD58 31418CU77 646498.21 PA USD 631658.68 0.0851321185 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.5 N N N N N N FNMA POOL MA3332 B1V7KEBTPIMZEU4LTD58 31418CV27 25775.72 PA USD 25184.07 0.0033941958 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.5 N N N N N N FNMA POOL MA3811 B1V7KEBTPIMZEU4LTD58 31418DGV8 492638.57 PA USD 456347.22 0.0615044277 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3 N N N N N N FNMA POOL MA4093 B1V7KEBTPIMZEU4LTD58 31418DRP9 878971.4 PA USD 793041.13 0.1068825199 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 2 N N N N N N FNMA POOL MA4152 B1V7KEBTPIMZEU4LTD58 31418DTJ1 3294469.57 PA USD 2972394.65 0.4006059942 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 2 N N N N N N FNMA POOL MA4176 B1V7KEBTPIMZEU4LTD58 31418DUA8 2404054.67 PA USD 2164521.15 0.2917244342 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 2 N N N N N N FNMA POOL MA4333 B1V7KEBTPIMZEU4LTD58 31418DY71 712421.17 PA USD 640101.66 0.0862700254 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 2 N N N N N N FNMA POOL MA4563 B1V7KEBTPIMZEU4LTD58 31418EB90 4141620.09 PA USD 3736903.05 0.503643001 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.5 N N N N N N FNMA POOL MA4579 B1V7KEBTPIMZEU4LTD58 31418ECR9 4022831.08 PA USD 3757908.34 0.5064739996 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3 N N N N N N FNMA TBA 30 YR 2 B1V7KEBTPIMZEU4LTD58 01F020679 10725000 PA USD 9329074.76 1.2573307752 Long ABS-MBS USGSE US N 2 2052-07-14 Fixed 2 N N N N N N FNMA TBA 30 YR 2 B1V7KEBTPIMZEU4LTD58 01F020687 29900000 PA USD 25977960.19 3.5011927404 Long ABS-MBS USGSE US N 2 2052-08-11 Fixed 2 N N N N N N FNMA TBA 30 YR 2.5 B1V7KEBTPIMZEU4LTD58 01F022675 14600000 PA USD 13153687.5 1.7727948941 Long ABS-MBS USGSE US N 2 2052-07-14 Fixed 2.5 N N N N N N FNMA TBA 30 YR 2.5 B1V7KEBTPIMZEU4LTD58 01F022683 33550000 PA USD 30187135.88 4.0684865257 Long ABS-MBS USGSE US N 2 2052-08-11 Fixed 2.5 N N N N N N FNMA TBA 30 YR 3 B1V7KEBTPIMZEU4LTD58 01F030678 27150000 PA USD 25325859.38 3.4133055235 Long ABS-MBS USGSE US N 2 2052-07-14 Fixed 3 N N N N N N FNMA TBA 30 YR 3 B1V7KEBTPIMZEU4LTD58 01F030686 4150000 PA USD 3866308.49 0.5210836847 Long ABS-MBS USGSE US N 2 2052-08-11 Fixed 3 N N N N N N FNMA TBA 30 YR 3.5 B1V7KEBTPIMZEU4LTD58 01F032674 6200000 PA USD 5970406.56 0.8046645677 Long ABS-MBS USGSE US N 2 2052-07-14 Fixed 3.5 N N N N N N FNMA TBA 30 YR 3.5 B1V7KEBTPIMZEU4LTD58 01F032682 3350000 PA USD 3221365.36 0.4341611478 Long ABS-MBS USGSE US N 2 2052-08-11 Fixed 3.5 N N N N N N FNMA TBA 30 YR 4 B1V7KEBTPIMZEU4LTD58 01F040677 8250000 PA USD 8145586.35 1.0978255254 Long ABS-MBS USGSE US N 2 2052-07-14 Fixed 4 N N N N N N FNMA TBA 30 YR 4.5 B1V7KEBTPIMZEU4LTD58 01F042673 7225000 PA USD 7261125 0.9786217991 Long ABS-MBS USGSE US N 2 2052-07-14 Fixed 4.5 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397WF6 435000 PA USD 434047.35 0.0584989514 Long DBT CORP US N 2 2022-09-20 Fixed 4.25 N N N N N N GAINWELL ACQUISITION CORP. N/A 59909TAC8 224431.82 PA USD 211807.53 0.0285464671 Long LON CORP US N 2 2027-10-01 Floating 0 N N N N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 36321PAD2 384344 PA USD 326549.55 0.044010881 Long DBT CORP JE Y 2 2034-03-31 Fixed 2.16 N N N N N N GE CAPITAL INTL FUNDING 549300G6UZOB126GBY72 36164QNA2 1067000 PA USD 1000827.4 0.1348870197 Long DBT CORP IE N 2 2035-11-15 Fixed 4.418 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 36962GXZ2 480000 PA USD 538033.46 0.072513732 Long DBT CORP US N 2 2032-03-15 Fixed 6.75 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAE0 150000 PA USD 151518.96 0.0204210446 Long DBT CORP US N 2 2023-10-02 Fixed 4.875 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCU8 410000 PA USD 410002.32 0.0552582703 Long DBT CORP US N 2 2022-07-08 Fixed 3.55 N N N N N N GENESEE + WYOMING INC NEW G617XSG94Z7G0RMW3L02 55316HAB1 66983.87 PA USD 64196 0.0086520484 Long LON CORP US N 2 2026-12-30 Floating 0 N N N N N N GLOBAL BANK CORPORATION 5493005ROG3FS85TE513 P47718AE4 200000 PA USD 187500 0.0252704075 Long DBT CORP PA Y 2 2029-04-16 Fixed 5.25 N N N N N N GLP CAPITAL LP / FIN II 2549005PXW31DRW8EC44 361841AH2 1820000 PA USD 1781088.4 0.2400470911 Long DBT CORP US N 2 2026-04-15 Fixed 5.375 N N N N N N GLP CAPITAL LP / FIN II 2549005PXW31DRW8EC44 361841AJ8 600000 PA USD 588414 0.0793037948 Long DBT CORP US N 2 2025-06-01 Fixed 5.25 N N N N N N GLP CAPITAL LP / FIN II 2549005PXW31DRW8EC44 361841AL3 620000 PA USD 592168.76 0.0798098445 Long DBT CORP US N 2 2029-01-15 Fixed 5.3 N N N N N N GLP CAPITAL LP / FIN II 2549005PXW31DRW8EC44 361841AP4 60000 PA USD 52540.23 0.0070811361 Long DBT CORP US N 2 2030-01-15 Fixed 4 N N N N N N GNMA II POOL MA3666 549300M8ZYFG0OCMTT87 36179SCB1 30909.73 PA USD 32630.74 0.0043978245 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 5 N N N N N N GNMA II POOL MA3806 549300M8ZYFG0OCMTT87 36179SGP6 212762.08 PA USD 224608.35 0.0302717041 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 5 N N N N N N GNMA II POOL MA4072 549300M8ZYFG0OCMTT87 36179SQZ3 40774.36 PA USD 42676.32 0.0057517226 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 5 N N N N N N GNMA II POOL MA4126 549300M8ZYFG0OCMTT87 36179SSP3 1573372.31 PA USD 1504686.74 0.2027949174 Long ABS-MBS USGA US N 2 2046-12-20 Fixed 3 N N N N N N GNMA II POOL MA4127 549300M8ZYFG0OCMTT87 36179SSQ1 1072542.62 PA USD 1055307.83 0.1422296472 Long ABS-MBS USGA US N 2 2046-12-20 Fixed 3.5 N N N N N N GNMA II POOL MA4264 549300M8ZYFG0OCMTT87 36179SWZ6 232138.82 PA USD 240934.91 0.0324721245 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 4.5 N N N N N N GNMA II POOL MA4382 549300M8ZYFG0OCMTT87 36179S2P1 183577.34 PA USD 180570.05 0.0243364199 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 3.5 N N N N N N GNMA II POOL MA4454 549300M8ZYFG0OCMTT87 36179S5P8 767042.95 PA USD 807833.14 0.1088761205 Long ABS-MBS USGA US N 2 2047-05-20 Fixed 5 N N N N N N GNMA II POOL MA4512 549300M8ZYFG0OCMTT87 36179TAM7 1433022.22 PA USD 1480604.29 0.199549193 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 4.5 N N N N N N GNMA II POOL MA4719 549300M8ZYFG0OCMTT87 36179TG41 1621772.43 PA USD 1594698.4 0.2149262845 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 3.5 N N N N N N GNMA II POOL MA4836 549300M8ZYFG0OCMTT87 36179TLR4 1117950.72 PA USD 1068797.22 0.1440476866 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3 N N N N N N GNMA II POOL MA4837 549300M8ZYFG0OCMTT87 36179TLS2 220553 PA USD 216871.07 0.0292289083 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GNMA II POOL MA4838 549300M8ZYFG0OCMTT87 36179TLT0 464402 PA USD 467218.13 0.0629695601 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 4 N N N N N N GNMA II POOL MA4901 549300M8ZYFG0OCMTT87 36179TNS0 378144.77 PA USD 380437.84 0.0512737025 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 4 N N N N N N GNMA II POOL MA4962 549300M8ZYFG0OCMTT87 36179TQP3 553186.03 PA USD 543778.22 0.073287985 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 3.5 N N N N N N GNMA II POOL MA5019 549300M8ZYFG0OCMTT87 36179TSG1 758521.78 PA USD 745621.9 0.1004915692 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 3.5 N N N N N N GNMA II POOL MA5078 549300M8ZYFG0OCMTT87 36179TUB9 312135.59 PA USD 313833.3 0.0422970419 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 4 N N N N N N GNMA II POOL MA5466 549300M8ZYFG0OCMTT87 36179UCB6 215312.99 PA USD 215962.61 0.0291064701 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 4 N N N N N N GNMA II POOL MA5528 549300M8ZYFG0OCMTT87 36179UD90 866207.7 PA USD 868482.79 0.1170502078 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 4 N N N N N N GNMA II POOL MA6209 549300M8ZYFG0OCMTT87 36179U3S9 459687.78 PA USD 428989.83 0.0578173216 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 3 N N N N N N GNMA II TBA 30 YR 2.5 549300M8ZYFG0OCMTT87 21H022671 11675000 PA USD 10700867.19 1.4422147947 Long ABS-MBS USGA US N 2 2052-07-21 Fixed 2.5 N N N N N N GOLDENTREE LOAN OPPORTUNITIES N/A 38123HAN4 2038685.55 PA USD 2017069.37 0.2718515458 Long ABS-CBDO CORP KY Y 2 2029-10-29 Floating 2.34886 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWM2 885000 PA USD 884751.9 0.1192428854 Long DBT CORP US N 2 2023-07-24 Fixed 2.905 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXM1 485000 PA USD 432446.05 0.0582831354 Long DBT CORP US N 2 2026-12-09 Fixed 1.093 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXR0 315000 PA USD 249498.22 0.033626249 Long DBT CORP US N 2 2032-01-27 Fixed 1.992 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYA6 2295000 PA USD 2036676.48 0.274494104 Long DBT CORP US N 2 2027-03-09 Fixed 1.431 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYJ7 950000 PA USD 770628.45 0.1038618396 Long DBT CORP US N 2 2032-07-21 Fixed 2.383 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYL2 895000 PA USD 856381.77 0.1154192867 Long DBT CORP US N 2 2024-10-21 Fixed 0.925 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYM0 1755000 PA USD 1562703.28 0.210614126 Long DBT CORP US N 2 2027-10-21 Fixed 1.948 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYN8 465000 PA USD 384090.89 0.0517660442 Long DBT CORP US N 2 2032-10-21 Fixed 2.65 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZE7 2245000 PA USD 2164182.47 0.2916787884 Long DBT CORP US N 2 2023-12-06 Fixed 1.217 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380Y2X2 586751.36 PA USD 573639.11 0.0773125016 Long ABS-O USGA US N 2 2048-09-20 Fixed 3.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381RME6 618708.43 PA USD 605529.82 0.0816105881 Long ABS-O USGA US N 2 2049-02-20 Fixed 3.5 N N N N N N GRIFOLS WORLDWIDE OPERATIONS U N/A 39843PAG8 723382.64 PA USD 682063.02 0.0919253889 Long LON CORP US N 2 2027-11-15 Floating 0 N N N N N N GSAMP TRUST N/A 3623414T3 1182287.95 PA USD 1174220.49 0.1582561612 Long ABS-O CORP US N 2 2036-01-25 Floating 2.20857 N N N N N N GSK CONSUMER HEALTHCARE 549300N8C3A3L0UVQB07 36264FAD3 1640000 PA USD 1519904.8 0.2048459391 Long DBT CORP US Y 2 2032-03-24 Fixed 3.625 N N N N N N HARBORVIEW MORTGAGE LOAN TRUST N/A 41162CAA9 2770028.32 PA USD 2328711.29 0.3138532434 Long ABS-O CORP US N 2 2036-11-19 Floating 1.81229 N N N N N N HARBORVIEW MORTGAGE LOAN TRUST N/A 41165BAA8 2616857.17 PA USD 2259322.52 0.3045013368 Long ABS-O CORP US N 2 2037-08-19 Floating 1.81229 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BQ1 644000 PA USD 645554.1 0.0870048808 Long DBT CORP US N 2 2025-04-15 Fixed 5.25 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BV0 775000 PA USD 706274.49 0.0951885021 Long DBT CORP US N 2 2047-06-15 Fixed 5.5 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BX6 1262000 PA USD 1152797.56 0.155368875 Long DBT CORP US N 2 2029-06-15 Fixed 4.125 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BY4 650000 PA USD 572508.32 0.0771600988 Long DBT CORP US N 2 2039-06-15 Fixed 5.125 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BZ1 485000 PA USD 424668.67 0.0572349351 Long DBT CORP US N 2 2049-06-15 Fixed 5.25 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CC1 230000 PA USD 179951.75 0.0242530882 Long DBT CORP US N 2 2031-07-15 Fixed 2.375 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CG2 415000 PA USD 334019.86 0.0450176958 Long DBT CORP US Y 2 2052-03-15 Fixed 4.625 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404121AH8 590000 PA USD 585035.15 0.0788484086 Long DBT CORP US N 2 2026-09-01 Fixed 5.375 N N N N N N HEALTHCARE TRUST OF AMER 549300IYGAS4GE6VDL07 42225UAF1 165000 PA USD 156898.16 0.021146029 Long DBT CORP US N 2 2027-07-01 Fixed 3.75 N N N N N N HEALTHCARE TRUST OF AMER 549300IYGAS4GE6VDL07 42225UAG9 670000 PA USD 578475.56 0.0779643366 Long DBT CORP US N 2 2030-02-15 Fixed 3.1 N N N N N N HEALTHPEAK PROPERTIES PZ9HF5U52KPF0MH0QN75 40414LAN9 1675000 PA USD 1667210.08 0.2246990828 Long DBT CORP US N 2 2025-06-01 Fixed 4 N N N N N N HOMEBANC MORTGAGE TRUST N/A 43739ECB1 2569219.79 PA USD 2438003.06 0.3285830971 Long ABS-O CORP US N 2 2036-01-25 Floating 2.14357 N N N N N N HORIZON THERAPEUTICS USA INC N/A 44055UAD7 316750 PA USD 305169.62 0.0411293901 Long LON CORP US N 2 2028-03-15 Floating 0 N N N N N N HOSTESS BRANDS LLC 549300SW7FLS4O41LD19 44108HAJ0 192175.12 PA USD 183732.87 0.0247626906 Long LON CORP US N 2 2025-08-03 Floating 0 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CG2 1480000 PA USD 1370790.92 0.1847490404 Long DBT CORP GB N 2 2026-06-04 Fixed 2.099 N N N N Y N/A N/A XXXX N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CL1 1370000 PA USD 1173682.53 0.1581836574 Long DBT CORP GB N 2 2028-09-22 Fixed 2.013 N N N N Y N/A N/A XXXX N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CT4 865000 PA USD 712214.36 0.0959890511 Long DBT CORP GB N 2 2032-05-24 Fixed 2.804 N N N N Y N/A N/A XXXX N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CV9 1135000 PA USD 955991.16 0.1288441927 Long DBT CORP GB N 2 2029-08-17 Fixed 2.206 N N N N Y N/A N/A XXXX N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DF3 1080000 PA USD 1052355.66 0.141831767 Long DBT CORP GB N 2 2028-06-09 Fixed 4.755 N N N N Y N/A N/A XXXX N N N HUDSON PACIFIC PROPERTIE 5493007NTUGLGZ8T3526 44409MAB2 1185000 PA USD 1140007.02 0.1536450234 Long DBT CORP US N 2 2029-04-01 Fixed 4.65 N N N N N N HUDSON YARDS N/A 44421GAA1 880000 PA USD 802346.07 0.1081365979 Long ABS-O CORP US Y 2 2039-07-10 Fixed 3.228 N N N N N N HUDSON YARDS N/A 44421MAA8 860000 PA USD 766901.3 0.1033595111 Long ABS-O CORP US Y 2 2041-12-10 Floating 3.040893 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BT8 2050000 PA USD 1944389.19 0.2620560378 Long DBT CORP US N 2 2029-03-23 Fixed 3.7 N N N N N N HUNGARY 5299003F3UFKGCCMAP43 445545AM8 250000 PA USD 192882 0.0259957692 Long DBT NUSS HU Y 2 2031-09-22 Fixed 2.125 N N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AN2 930000 PA USD 879891.91 0.1185878778 Long DBT CORP US N 2 2024-10-01 Fixed 1.8 N N N N N N ICON LUXEMBOURG SARL 635400PUWMHSPI2DDA35 L5000DAC1 23244.34 PA USD 22424.28 0.0030222437 Long LON CORP LU N 2 2028-07-03 Floating 0 N N N N N N ICON LUXEMBOURG SARL N/A L5000DAD9 5791.34 PA USD 5587.02 0.0007529934 Long LON CORP LU N 2 2028-07-03 Floating 0 N N N N N N INGRAM MICRO INC. 549300KJMEWPKRQZHX63 45258FAB6 35500 PA USD 33503.13 0.0045154013 Long LON CORP US N 2 2028-06-30 Floating 0 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BW9 664000 PA USD 497724.54 0.0670810769 Long DBT CORP US N 2 2051-08-12 Fixed 3.05 N N N N N INTELSAT EMERGENCE SA N/A L5217E120 16754 NS USD 456546.5 0.0615312857 Long EC CORP LU N 1 N N N INTELSAT JACKSON HLDG 8XJ8KF85PBKK1TLMFN29 45824TBC8 2240000 PA USD 1848000 0.2490651359 Long DBT CORP LU Y 2 2030-03-15 Fixed 6.5 N N N N N INTELSAT JACKSON HOLDINGS S A N/A L5137X109 1754 NS USD 0 0 Long EC CORP LU N 3 N N N INTELSAT JACKSON HOLDINGS S A N/A L5137X117 1754 NS USD 0 0 Long EC CORP LU N 3 N N N INTELSAT JACKSON HOLDINGS SA N/A L5137LAM7 106666.67 PA USD 97580.8 0.0131515017 Long LON CORP LU N 2 2022-10-13 Floating 0 N N N N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 45866FAW4 990000 PA USD 987026.04 0.1330269344 Long DBT CORP US N 2 2033-03-15 Fixed 4.6 N N N N N N INTL FLAVOR + FRAGRANCES BZLRL03D3GPGMOGFO832 459506AL5 430000 PA USD 402925.99 0.0543045544 Long DBT CORP US N 2 2048-09-26 Fixed 5 N N N N N N INTL FLAVOR + FRAGRANCES BZLRL03D3GPGMOGFO832 459506AQ4 1685000 PA USD 1388304.68 0.1871094663 Long DBT CORP US Y 2 2030-11-01 Fixed 2.3 N N N N N N INVITATION HOMES OP 549300147YMUQB3GW319 46188BAD4 815000 PA USD 742004.58 0.100004043 Long DBT CORP US N 2 2032-04-15 Fixed 4.15 N N N N N N JAPAN TREASURY DISC BILL 353800WZS8AXZXFUC241 ACI2542X3 1015000000 PA 7481849.5 1.0083700553 Long DBT NUSS JP N 2 2022-08-01 None 0 N N N N N N JAZZ FINANCING LUX SARL N/A G5080AAF9 410850 PA USD 391141.53 0.0527162978 Long LON CORP LU N 2 2028-05-05 Floating 0 N N N N N N JBS USA/FOOD/FINANCE P77IMDGVZE8EFBTF2M92 46590XAD8 910000 PA USD 698844.34 0.0941870998 Long DBT CORP NA Y 2 2032-05-15 Fixed 3 N N N N N N JBS USA/FOOD/FINANCE P77IMDGVZE8EFBTF2M92 46590XAF3 730000 PA USD 616633.4 0.0831070788 Long DBT CORP NA Y 2 2029-02-02 Fixed 3 N N N N N N JBS USA/FOOD/FINANCE P77IMDGVZE8EFBTF2M92 46590XAJ5 900000 PA USD 850635 0.1146447629 Long DBT CORP NA Y 2 2052-12-01 Fixed 6.5 N N N N N N JP MORGAN CHASE COMMERCIAL MOR N/A 46651EAA2 900000 PA USD 826315.2 0.1113670495 Long ABS-O CORP US Y 2 2039-06-05 Fixed 3.3973 N N N N N N JP MORGAN CHASE COMMERCIAL MOR N/A 46654PAA4 2138000 PA USD 2041588.81 0.2751561658 Long LON CORP US N 2 2038-11-15 Floating 2.44 N N N N N N JP MORGAN MORTGAGE TRUST N/A 46592XAC8 4010361 PA USD 3420242.8 0.4609649555 Long ABS-O CORP US Y 2 2052-04-25 Floating 2.5 N N N N N N JP MORGAN MORTGAGE TRUST N/A 466247SE4 92666.85 PA USD 88850.13 0.0119748213 Long ABS-O CORP US N 2 2035-08-25 Floating 2.495998 N N N N N N JPMORGAN CHASE + CO 8I5DZWZKVSZI1NUHU748 46647PBF2 880000 PA USD 838756.48 0.1130438294 Long DBT CORP US N 2 2025-10-15 Fixed 2.301 N N N N N N JPMORGAN CHASE + CO 8I5DZWZKVSZI1NUHU748 46647PBZ8 440000 PA USD 430514 0.0580227424 Long DBT CORP US N 2 2024-03-16 Fixed 0.697 N N N N N N JPMORGAN CHASE + CO 8I5DZWZKVSZI1NUHU748 46647PCB0 1360000 PA USD 1211732.49 0.16331186 Long DBT CORP US N 2 2027-04-22 Fixed 1.578 N N N N N N JPMORGAN CHASE + CO 8I5DZWZKVSZI1NUHU748 46647PCC8 390000 PA USD 328233.89 0.0442378887 Long DBT CORP US N 2 2032-04-22 Fixed 2.58 N N N N N N JPMORGAN CHASE + CO 8I5DZWZKVSZI1NUHU748 46647PCK0 2650000 PA USD 2477999.68 0.3339736618 Long DBT CORP US N 2 2025-06-23 Fixed 0.969 N N N N N N JPMORGAN CHASE + CO 8I5DZWZKVSZI1NUHU748 46647PCR5 850000 PA USD 705625.52 0.0951010368 Long DBT CORP US N 2 2032-11-08 Fixed 2.545 N N N N N N JPMORGAN CHASE + CO 8I5DZWZKVSZI1NUHU748 46647PCT1 1890000 PA USD 1770165.38 0.2385749355 Long DBT CORP US N 2 2025-12-10 Fixed 1.561 N N N N N N JPMORGAN CHASE + CO 8I5DZWZKVSZI1NUHU748 46647PCW4 535000 PA USD 496370.5 0.0668985855 Long DBT CORP US N 2 2028-02-24 Fixed 2.947 N N N N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 Y4596HAC1 200000 PA USD 177152 0.0238757505 Long DBT CORP KZ Y 2 2027-04-19 Fixed 4.75 N N N N N N KEYSPAN GAS EAST CORP K8TS3HOE1568DUBUJL44 49338CAA1 1337000 PA USD 1348249.13 0.1817109593 Long DBT CORP US Y 2 2041-04-01 Fixed 5.819 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAH4 565000 PA USD 534340.35 0.0720159913 Long DBT CORP US N 2 2045-06-01 Fixed 5.55 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAM8 750000 PA USD 697440.78 0.0939979343 Long DBT CORP US N 2 2045-07-15 Fixed 5.2 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAZ9 815000 PA USD 724096.92 0.0975905291 Long DBT CORP US N 2 2049-10-01 Fixed 4.875 N N N N N N LCM LTD PARTNERSHIP 5493003LYT7GC7SDWZ12 50188QAJ0 463523.27 PA USD 460698.1 0.0620908197 Long ABS-CBDO CORP KY Y 2 2027-07-15 Floating 2.28429 N N N N N N LEHMAN XS TRUST N/A 525221CA3 70188.02 PA USD 69771.58 0.0094035 Long ABS-O CORP US N 2 2035-10-25 Floating 2.42357 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BP7 825000 PA USD 710313.04 0.0957327997 Long DBT CORP US Y 2 2027-03-01 Fixed 3.4 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BQ5 230000 PA USD 189939.49 0.025599191 Long DBT CORP US Y 2 2029-11-15 Fixed 3.875 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 52729KAP1 1460000 PA USD 1349288.2 0.1818510005 Long LON CORP US N 2 2027-03-01 Floating 0 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AP4 1255000 PA USD 1250835.17 0.1685819435 Long DBT CORP GB N 2 2023-11-07 Fixed 2.907 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAL7 415000 PA USD 410136.69 0.0552763801 Long DBT CORP GB N 2 2025-07-09 Fixed 3.87 N N N N Y N/A N/A XXXX N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAP8 1000000 PA USD 889976.25 0.1199469998 Long DBT CORP GB N 2 2027-05-11 Fixed 1.627 N N N N Y N/A N/A XXXX N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAS2 425000 PA USD 405030.72 0.0545882204 Long DBT CORP GB N 2 2028-03-18 Fixed 3.75 N N N N Y N/A N/A XXXX N N N LUCID ENERGY GROUP II BORROWER 549300L1MUKRPJY1ND11 54948FAH1 25865.77 PA USD 25487.1 0.0034350368 Long LON CORP US N 2 2028-11-24 Floating 0 N N N N N N MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 55607PAG0 5000 PA USD 4032.94 0.0005435415 Long DBT CORP AU Y 2 2032-06-23 Fixed 2.691 N N N N N MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 55608JAR9 920000 PA USD 809479.5 0.1090980096 Long DBT CORP AU Y 2 2027-01-12 Fixed 1.34 N N N N N N MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 55608JAZ1 1335000 PA USD 1092040.6 0.1471803249 Long DBT CORP AU Y 2 2033-01-14 Fixed 2.871 N N N N N N MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 55608JBE7 525000 PA USD 488288.53 0.0658093339 Long DBT CORP AU Y 2 2033-06-21 Fixed 4.442 N N N N N N MAGALLANES INC N/A 55903VAN3 1760000 PA USD 1503064.27 0.2025762482 Long DBT CORP US Y 2 2042-03-15 Fixed 5.05 N N N N N N MAGALLANES INC N/A 55903VAQ6 2176000 PA USD 1838382.65 0.2477689527 Long DBT CORP US Y 2 2052-03-15 Fixed 5.141 N N N N N N MAGNETITE CLO LTD 549300B54XJTQC6DWJ15 55951PBA4 1407042.52 PA USD 1384605.82 0.1866109506 Long ABS-CBDO CORP KY Y 2 2028-01-15 Floating 1.84429 N N N N N N MASTR ADJUSTABLE RATE MORTGAGE N/A 576433KW5 491325.22 PA USD 449389.58 0.0605667082 Long ABS-O CORP US N 2 2034-04-25 Floating 2.284359 N N N N N N MAUSER PACKAGING SOLUT 549300DNGHXL0OMHW304 12429TAD6 70000 PA USD 66850 0.0090097426 Long DBT CORP US Y 2 2024-04-15 Fixed 5.5 N N N N N N MEDLINE BORROWER, LP 254900QT3R363TVK6F09 58503UAC7 104737.5 PA USD 96963.88 0.013068356 Long LON CORP US N 2 2028-10-23 Floating 0 N N N N N N METROPOLITAN EDISON CO N/A 591894CB4 985000 PA USD 969817.84 0.1307076905 Long DBT CORP US Y 2 2025-04-15 Fixed 4 N N N N N N MIAMI DADE CNTY FL AVIATION RE 549300QG0NBD9HULR263 59333P6J2 375000 PA USD 317601.86 0.0428049515 Long DBT MUN US N 2 2033-10-01 Fixed 2.707 N N N N N N MICHAELS COS INC/THE 549300H9LWMBP7HYLR98 55916AAA2 556000 PA USD 436999.32 0.0588968047 Long DBT CORP US Y 2 2028-05-01 Fixed 5.25 N N N N N MICHAELS COS INC/THE 549300H9LWMBP7HYLR98 55916AAB0 339000 PA USD 223407.78 0.0301098967 Long DBT CORP US Y 2 2029-05-01 Fixed 7.875 N N N N N N MIDAMERICAN ENERGY CO NINLOILYRTLIMK26MZ18 595620AN5 1905000 PA USD 1817333.63 0.2449320603 Long DBT CORP US N 2 2044-10-15 Fixed 4.4 N N N N N N MKT 2020 525M MORTGAGE TRUST N/A 55316PAA5 570000 PA USD 490760.77 0.0661425313 Long ABS-O CORP US Y 2 2040-02-12 Fixed 2.694 N N N N N N MODIVCARE ESCROW ISSUER 549300EFZIFW7F7I0Q28 60783XAA2 425000 PA USD 341582.56 0.0460369625 Long DBT CORP US Y 2 2029-10-01 Fixed 5 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAK6 417000 PA USD 356443.26 0.0480398209 Long DBT CORP US Y 2 2030-11-15 Fixed 3.875 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAL4 850000 PA USD 711997.67 0.0959598465 Long DBT CORP US Y 2 2032-05-15 Fixed 3.875 N N N N N N MONG DUONG FIN HLDGS BV 549300995KGQFMWSV879 N6000DAA1 250000 PA USD 201250 0.0271235707 Long DBT CORP NL Y 2 2029-05-07 Fixed 5.125 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468X0 1005000 PA USD 799136.84 0.1077040723 Long DBT CORP US N 2 2032-04-28 Fixed 1.928 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YED3 360000 PA USD 292678.96 0.0394459551 Long DBT CORP US N 2 2032-07-21 Fixed 2.239 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEG6 2885000 PA USD 2675352.68 0.3605720123 Long DBT CORP US N 2 2025-10-21 Fixed 1.164 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEH4 725000 PA USD 600627 0.0809498081 Long DBT CORP US N 2 2032-10-20 Fixed 2.511 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YES0 520000 PA USD 504899.67 0.0680481087 Long DBT CORP US N 2 2037-04-20 Fixed 5.297 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61772BAB9 1365000 PA USD 1213113.86 0.1634980348 Long DBT CORP US N 2 2027-05-04 Fixed 1.593 N N N N N N MORGAN STANLEY CAPITAL INC IGJSJL3JD5P30I6NJZ34 617451DR7 2158864.97 PA USD 2122814.95 0.2861034599 Long ABS-O CORP US N 2 2036-01-25 Floating 2.20357 N N N N N N MORGAN STANLEY CAPITAL INC 3IFG42XD94UUZ7FL2766 617451EF2 2072188.21 PA USD 2065906.16 0.2784335489 Long ABS-O CORP US N 2 2036-02-25 Floating 2.20357 N N N N N N NAKED JUICE LLC N/A 62984CAD5 91052.24 PA USD 84564.77 0.0113972597 Long LON CORP US N 2 2029-01-24 Floating 0 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63861VAA5 1215000 PA USD 1212181.97 0.1633724389 Long DBT CORP GB Y 2 2024-03-08 Fixed 3.766 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63861VAC1 300000 PA USD 300471.76 0.0404962336 Long DBT CORP GB Y 2 2024-08-01 Fixed 4.363 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63861VAF4 720000 PA USD 657878.36 0.0886658891 Long DBT CORP GB Y 2 2028-02-16 Fixed 2.972 N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BK6 1710000 PA USD 1693206.31 0.2282027379 Long DBT CORP GB N 2 2025-03-22 Fixed 4.269 N N N N Y N/A N/A XXXX N N N NELNET STUDENT LOAN TRUST 54930035ESY1D7J97S77 64033HAA7 2034204.96 PA USD 1965340.21 0.2648797221 Long ABS-O CORP US Y 2 2036-08-23 Floating 1.95486 N N N N N N NEW YORK CITY NY TRANSITIONAL 5493003476LG35QAKM08 64971M4P4 985000 PA USD 1082785.78 0.1459330018 Long DBT MUN US N 2 2037-08-01 Fixed 5.508 N N N N N N NEW YORK NY 549300ABYZD2SFD5JB29 64966QCL2 945000 PA USD 825861.02 0.1113058372 Long DBT MUN US N 2 2034-08-01 Fixed 3 N N N N N N NEW YORK ST DORM AUTH ST PERSO 549300C8XO7EXTX2XU71 649902T45 600000 PA USD 631234.8 0.0850749898 Long DBT MUN US N 2 2027-09-15 Fixed 5.051 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KCH1 925000 PA USD 937723.07 0.1263821016 Long DBT CORP US N 2 2027-07-15 Fixed 4.625 N N N N N N NORTONLIFELOCK INC. YF6ZV0M6AU4FY94MK914 944ZDSII9 550000 PA USD 520300 0.070123696 Long LON CORP US N 2 2029-01-28 Floating 0 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DG7 499000 PA USD 247181.06 0.0333139525 Long DBT CORP US N 2 2036-10-10 None 0.01 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DK8 400000 PA USD 317000 0.0427238355 Long DBT CORP US N 2 2044-07-15 Fixed 4.5 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 M75242BJ1 200000 PA USD 192278 0.0259143648 Long DBT NUSS OM Y 2 2028-01-17 Fixed 5.625 N N N N N N ONE BRYANT PARK TRUST N/A 68236JAA9 1085000 PA USD 938656.29 0.1265078768 Long ABS-O CORP US Y 2 2054-09-15 Fixed 2.51641 N N N N N N OPTION ONE MORTGAGE LOAN TRUST N/A 68389FKL7 39777.58 PA USD 39766.3 0.0053595232 Long ABS-O CORP US Y 2 2036-01-25 Floating 2.06357 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBP9 200000 PA USD 158211.18 0.0213229919 Long DBT CORP US N 2 2037-11-15 Fixed 3.8 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 1748000 PA USD 1291913.19 0.1741182544 Long DBT CORP US N 2 2051-03-25 Fixed 3.95 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCE3 115000 PA USD 94998.57 0.0128034804 Long DBT CORP US N 2 2031-03-25 Fixed 2.875 N N N N N N ORGANON AND CO. 549300AMCKY57OK2CO56 68621XAE3 461595.18 PA USD 443325.24 0.0597493837 Long LON CORP US N 2 2028-06-02 Floating 0 N N N N N N PAPA JOHN S INTERNATIONA HZYLD3DK5XOX0WBVNB56 698813AA0 233000 PA USD 192201.7 0.0259040815 Long DBT CORP US Y 2 2029-09-15 Fixed 3.875 N N N N N N PARK AEROSPACE HOLDINGS 635400CPI3EOIFF6OC33 70014LAB6 75000 PA USD 74441.58 0.0100329016 Long DBT CORP KY Y 2 2024-02-15 Fixed 5.5 N N N N N N PARK AEROSPACE HOLDINGS 635400CPI3EOIFF6OC33 70014LAC4 700000 PA USD 697491.18 0.094004727 Long DBT CORP KY Y 2 2023-03-15 Fixed 4.5 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 706451BG5 2100000 PA USD 1433523 0.1932037883 Long DBT NUSS MX N 2 2035-06-15 Fixed 6.625 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDD1 295000 PA USD 199862.5 0.0269365697 Long DBT NUSS MX N 2 2050-01-23 Fixed 7.69 N N N N N N PETRONAS CAPITAL LTD 549300G7YFX3540OYR85 716743AP4 200000 PA USD 187878.43 0.0253214105 Long DBT CORP MY Y 2 2030-04-21 Fixed 3.5 N N N N N N PILGRIM S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAE8 75000 PA USD 71812.5 0.0096785661 Long DBT CORP US Y 2 2027-09-30 Fixed 5.875 N N N N N N PLAINS ALL AMER PIPELINE 5521FA2ITF25TVH63740 72650RBM3 228000 PA USD 202089.89 0.0272367673 Long DBT CORP US N 2 2029-12-15 Fixed 3.55 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AM6 525000 PA USD 508593.75 0.0685459802 Long DBT CORP US Y 2 2027-03-01 Fixed 5.75 N N N N N N PRE PAID LEGAL SRVS INC 549300DKH5WJ2J8QU878 74006LAS1 35500 PA USD 33059.38 0.0044555947 Long LON CORP US N 2 2028-12-15 Floating 0 N N N N N N PRESTON RIDGE PARTNERS MORTGAG N/A 69358DAA2 2618012.45 PA USD 2430516.68 0.3275741164 Long ABS-O CORP US Y 2 2026-06-25 Floating 1.793 N N N N N N PRIME SECURITY SERV BOROWR LLC 549300O6QPZVWXV2DC15 03765VAK6 85521.32 PA USD 79659.69 0.0107361751 Long LON CORP US N 2 2026-09-23 Floating 0 N N N N N N PROGRESS RESIDENTIAL TRUST N/A 74333TAE9 2500000 PA USD 2211137 0.2980071089 Long ABS-O CORP US Y 2 2038-10-17 Fixed 1.931 N N N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 69370PAH4 875000 PA USD 761908.85 0.1026866511 Long DBT NUSS ID Y 2 2030-08-27 Fixed 3.1 N N N N N N RBSCF TRUST N/A 74932QAA8 640000 PA USD 626667.65 0.0844594499 Long ABS-O CORP US Y 2 2032-01-15 Floating 3.961387 N N N N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 168863DN5 200000 PA USD 169792.44 0.0228838621 Long DBT NUSS CL N 2 2032-01-27 Fixed 2.55 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325CX1 400000 PA USD 375106.68 0.0505551928 Long DBT NUSS CO N 2 2026-01-28 Fixed 4.5 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DR3 200000 PA USD 152185.38 0.0205108617 Long DBT NUSS CO N 2 2030-01-30 Fixed 3 N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780CQ7 300000 PA USD 267742.79 0.0360851701 Long DBT NUSS ID N 2 2030-02-14 Fixed 2.85 N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BK9 400000 PA USD 355183.91 0.0478700913 Long DBT NUSS PA N 2 2030-01-23 Fixed 3.16 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BN3 200000 PA USD 155806.46 0.0209988946 Long DBT NUSS PA N 2 2032-09-29 Fixed 2.252 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638BU5 254000 PA USD 248433.19 0.033482709 Long DBT NUSS PE N 2 2027-08-25 Fixed 4.125 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DA7 200000 PA USD 173976.04 0.0234477089 Long DBT NUSS PE N 2 2030-06-20 Fixed 2.844 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 718286CJ4 200000 PA USD 174193.42 0.0234770064 Long DBT NUSS PH N 2 2030-05-05 Fixed 2.457 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205AT1 200000 PA USD 189500 0.0255399585 Long DBT NUSS ZA N 2 2026-04-14 Fixed 4.875 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BA1 200000 PA USD 170500 0.0229792238 Long DBT NUSS ZA N 2 2029-09-30 Fixed 4.85 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BC7 200000 PA USD 170560 0.0229873104 Long DBT NUSS ZA N 2 2032-04-20 Fixed 5.875 N N N N N N REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 900123CA6 200000 PA USD 193588 0.0260909207 Long DBT NUSS TR N 2 2023-03-23 Fixed 3.25 N N N N N N Repurchase Agreement 549300H47WTHXPU08X20 85748R009 9686425.17 PA USD 9686425.17 1.3054928577 Long RA CORP US N 1 Repurchase N 0.24 2022-07-01 9891000 USD 9880179.25 USD UST N N N RESIDENTIAL ACCREDIT LOANS, IN N/A 751152AB5 543986.84 PA USD 471886.33 0.0635987191 Long ABS-O CORP US N 2 2036-08-25 Floating 1.99357 N N N N N N RESIDENTIAL ASSET SECURITIZATI N/A 76114BAA6 2011947.04 PA USD 1629563.63 0.2196252635 Long ABS-O CORP US N 2 2036-12-25 Fixed 6.25 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713BB1 1160000 PA USD 977591.46 0.1317553841 Long DBT CORP US N 2 2045-08-15 Fixed 5.85 N N N N N N ROCKFORD TOWER CLO LTD 549300GGUAM1ZV2SKK63 77342MAN6 2435000 PA USD 2342338.51 0.3156898589 Long ABS-CBDO CORP KY Y 2 2034-04-20 Floating 2.18271 N N N N N N ROCKIES EXPRESS PIPELINE W2ZGZGZKY5GGNY6F3V51 77340RAM9 745000 PA USD 616487.5 0.083087415 Long DBT CORP US Y 2 2040-04-15 Fixed 6.875 N N N N N N ROCKIES EXPRESS PIPELINE W2ZGZGZKY5GGNY6F3V51 77340RAR8 1000000 PA USD 855000 0.115233058 Long DBT CORP US Y 2 2029-07-15 Fixed 4.95 N N N N N N ROMANIA 315700IASY927EDWBK92 ACI1NVV88 270000 PA USD 207534.96 0.0279706293 Long DBT NUSS RO Y 2 2031-02-14 Fixed 3 N N N N N N S+P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VAY0 750000 PA USD 763285.72 0.1028722195 Long DBT CORP US Y 2 2028-08-01 Fixed 4.75 N N N N N N S+P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VBC7 415000 PA USD 370926 0.0499917395 Long DBT CORP US Y 2 2032-03-01 Fixed 2.9 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAJ4 525000 PA USD 525321.12 0.07080042 Long DBT CORP GB N 2 2024-11-15 Fixed 4.796 N N N N Y N/A N/A XXXX N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAM7 295000 PA USD 264475.27 0.0356447885 Long DBT CORP GB N 2 2026-08-21 Fixed 1.532 N N N N Y N/A N/A XXXX N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAN5 1825000 PA USD 1705184.84 0.2298171504 Long DBT CORP GB N 2 2025-03-15 Fixed 1.089 N N N N Y N/A N/A XXXX N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAQ8 340000 PA USD 297140.54 0.0400472668 Long DBT CORP GB N 2 2027-06-14 Fixed 1.673 N N N N Y N/A N/A XXXX N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAR6 285000 PA USD 252168.29 0.033986109 Long DBT CORP GB N 2 2028-01-11 Fixed 2.469 N N N N Y N/A N/A XXXX N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 80283LAA1 1390000 PA USD 1399702.2 0.1886455728 Long DBT CORP GB Y 2 2023-11-07 Fixed 5 N N N N Y N/A N/A XXXX N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 ACI1SY339 200000 PA USD 184600 0.0248795585 Long DBT CORP SA Y 2 2025-11-24 Fixed 1.625 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 M6320UAG4 200000 PA USD 197216 0.0265798863 Long DBT NUSS SA Y 2 2028-03-04 Fixed 3.625 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 M6320UAD1 400000 PA USD 390520 0.0526325308 Long DBT NUSS SA Y 2 2026-10-26 Fixed 3.25 N N N N N N SBA SR FIN II LLC 549300PVT2ADFWMYEW87 78404XAH8 480000 PA USD 461668.8 0.0622216463 Long LON CORP US N 2 2025-04-11 Floating 0 N N N N N N SCIENTIFIC GAMES INTL INC RLTHESQ0RNFQJWPBJN60 80875AAT8 35500 PA USD 33636.25 0.0045333426 Long LON CORP US N 2 2029-04-14 Floating 0 N N N N N N SEALED AIR CORP Q0M0CZB4YN6JZ65WXI09 81211KAZ3 1200000 PA USD 1045464.89 0.14090306 Long DBT CORP US Y 2 2026-10-15 Fixed 1.573 N N N N N N SETANTA AIRCRAFT LEASING DAC N/A G8057JAB2 700000 PA USD 664419 0.0895474072 Long LON CORP IE N 2 2028-11-05 Floating 0 N N N N N N SFAVE COMMERCIAL MORTGAGE SECU 549300FIGODFFTOAAU64 78413MAE8 50000 PA USD 41245.45 0.0055588764 Long ABS-O CORP US Y 2 2043-01-05 Fixed 4.144 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 822582AY8 620000 PA USD 591058.52 0.0796602114 Long DBT CORP NL N 2 2043-08-12 Fixed 4.55 N N N N N N SINCLAIR TELEVISION GROUP INC 549300CQGEN0CH65UD62 82925BAF2 396000 PA USD 366133.68 0.0493458521 Long LON CORP US N 2 2028-04-01 Floating 0 N N N N N N SL GREEN OPERATING PARTN 2K1OXW4LY7IS2U150Y32 78444FAF3 1000000 PA USD 997509.76 0.1344398831 Long DBT CORP US N 2 2022-10-15 Fixed 3.25 N N N N N N SLM STUDENT LOAN TRUST 549300SRMXHPGI3BJ386 78444YAE5 3735000 PA USD 3681986.53 0.4962415992 Long ABS-O USGA US N 2 2073-07-25 Floating 3.034 N N N N N N SLM STUDENT LOAN TRUST 549300MTK92VF84VT259 78445JAB3 3630000 PA USD 3616894.25 0.4874687542 Long ABS-O USGA US N 2 2083-10-25 Floating 3.434 N N N N N N SLM STUDENT LOAN TRUST N/A 78447KAC6 2510430.36 PA USD 2478779.61 0.3340787772 Long ABS-O USGA US N 2 2026-05-26 Floating 2.27357 N N N N N N SLM STUDENT LOAN TRUST 549300SSKEO0UXU85O97 78448EAC9 1487076.06 PA USD 1453740.57 0.1959286215 Long ABS-O USGA US N 2 2029-02-26 Floating 2.22357 N N N N N N SOUTHERN GAS CORRIDOR 213800DG58KG59XY6318 Y8T6JPAA4 400000 PA USD 392387.2 0.0528841836 Long DBT NUSS AZ Y 2 2026-03-24 Fixed 6.875 N N N N N N SPIN HOLDCO INC 549300QAS44U2GUXGK45 84850XAK8 198000 PA USD 181863 0.0245106779 Long LON CORP US N 2 2028-03-04 Floating 0 N N N N N N SPRINT CORP 549300ZTTY7CXOLJ6539 85207UAF2 74000 PA USD 76312.5 0.0102850558 Long DBT CORP US N 2 2023-09-15 Fixed 7.875 N N N N N N SPRINT SPECTRUM / SPEC I N/A 85208NAD2 2368442.77 PA USD 2369936.9 0.3194094459 Long DBT CORP US Y 2 2025-03-20 Fixed 4.738 N N N N N N SPRINT SPECTRUM / SPEC I N/A 85208NAE0 2015000 PA USD 2031895.8 0.2738497854 Long DBT CORP US Y 2 2029-09-20 Fixed 5.152 N N N N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 855244BC2 835000 PA USD 726938.49 0.0979735031 Long DBT CORP US N 2 2032-02-14 Fixed 3 N N N N N STATE OF QATAR 52990074F6OJOAXK4P65 M8489SAH0 600000 PA USD 621750 0.0837966711 Long DBT NUSS QA Y 2 2028-04-23 Fixed 4.5 N N N N N N STRUCTURED ASSET MORTGAGE INVE N/A 86359LTG4 2371460.66 PA USD 2095313.31 0.2823969125 Long ABS-O CORP US N 2 2036-02-25 Floating 2.08357 N N N N N N SUNSHINE LUXEMBOURG VII SARL 254900CHQOBZNYV4DY60 L8908YAE8 115721.01 PA USD 106834.79 0.0143987129 Long LON CORP LU N 2 2026-10-01 Floating 0 N N N N N N T MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABR5 1217000 PA USD 1103940.7 0.1487841669 Long DBT CORP US N 2 2026-02-15 Fixed 2.25 N N N N N N T MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACB9 955000 PA USD 805704.39 0.1085892172 Long DBT CORP US N 2 2031-02-15 Fixed 2.55 N N N N N N T MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABD6 1270000 PA USD 1223196.89 0.1648569803 Long DBT CORP US N 2 2027-04-15 Fixed 3.75 N N N N N N T MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 580000 PA USD 542766 0.0731515625 Long DBT CORP US N 2 2030-04-15 Fixed 3.875 N N N N N N T MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAX3 840000 PA USD 753797.91 0.1015934951 Long DBT CORP US N 2 2040-04-15 Fixed 4.375 N N N N N N TAKE TWO INTERACTIVE SOF BOMSTHHJK882EWYX3334 874054AH2 810000 PA USD 762287.28 0.1027376542 Long DBT CORP US N 2 2032-04-14 Fixed 4 N N N N N N TEACHERS INSUR + ANNUITY O06XD7BJ4EPXNABVFN69 878091BE6 4000000 PA USD 3925085.84 0.5290054318 Long DBT CORP US Y 2 2054-09-15 Fixed 4.375 N N N N N N TELENET FINANCING USD LLC N/A B9000TBJ3 300000 PA USD 276999 0.0373326805 Long LON CORP US N 2 2028-04-30 Floating 0 N N N N N N TENCENT HOLDINGS LTD 254900N4SLUMW4XUYY11 88032WAN6 410000 PA USD 389191.89 0.0524535341 Long DBT CORP KY Y 2 2029-04-11 Fixed 3.975 N N N N N N TENCENT HOLDINGS LTD 254900N4SLUMW4XUYY11 88032WBB1 455000 PA USD 367715.96 0.0495591047 Long DBT CORP KY Y 2 2041-04-22 Fixed 3.68 N N N N N N TENCENT HOLDINGS LTD 254900N4SLUMW4XUYY11 88032WBC9 455000 PA USD 355179.16 0.0478694512 Long DBT CORP KY Y 2 2051-04-22 Fixed 3.84 N N N N N N TIME WARNER CABLE LLC B1WXCWLJVJXMWJX6O298 88732JBB3 370000 PA USD 324330.33 0.0437117845 Long DBT CORP US N 2 2041-09-01 Fixed 5.5 N N N N N N TIME WARNER CABLE LLC B1WXCWLJVJXMWJX6O298 88732JAY4 360000 PA USD 331204.84 0.0446383 Long DBT CORP US N 2 2040-11-15 Fixed 5.875 N N N N N N TPG REAL ESTATE FINANCE N/A 87276VAA3 1267381.73 PA USD 1261459.51 0.1700138443 Long ABS-CBDO CORP KY Y 2 2034-10-15 Floating 2.74187 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 89364MBQ6 291280.24 PA USD 276183.19 0.0372227293 Long LON CORP US N 2 2025-05-30 Floating 0 N N N N N N TRANSOCEAN GUARDIAN LTD N/A 893800AA0 206175.04 PA USD 190546.97 0.0256810644 Long DBT CORP KY Y 2 2024-01-15 Fixed 5.875 N N N N N N TRANSOCEAN POSEIDON LTD N/A 89383JAA6 218437.5 PA USD 194409.38 0.0262016226 Long DBT CORP KY Y 2 2027-02-01 Fixed 6.875 N N N N N N TRANSOCEAN PROTEUS LTD 5493000CTMQ2LH21VM89 893829AA9 391950 PA USD 368433 0.0496557442 Long DBT CORP KY Y 2 2024-12-01 Fixed 6.25 N N N N N N TRANSUNION LLC X8NPN6PWJOM1QCTYFV34 89334GAZ7 124609.87 PA USD 118561.31 0.0159791606 Long LON CORP US N 2 2028-12-01 Floating 0 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 912796U49 11870000 PA USD 11830219 1.5944237568 Long DBT UST US N 2 2022-09-15 None 0.01 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 912796V63 12935000 PA USD 12858873.52 1.7330611907 Long DBT UST US N 2 2022-10-20 None 0 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 912796N96 3480000 PA USD 3456135.41 0.4658024001 Long DBT UST US N 2 2022-11-03 None 0 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 912796X87 2270000 PA USD 2243487.08 0.3023671074 Long DBT UST US N 2 2022-12-22 None 0 N N N N N N TRUGREEN LIMITED PARTNERSHIP 549300QNRP2MNHR3QM19 89787RAH5 35500 PA USD 33665.72 0.0045373145 Long LON CORP US N 2 2027-11-02 Floating 0 N N N N N N TSMC ARIZONA CORP 2549005GOBWLCSY63Q97 872898AJ0 400000 PA USD 394051.12 0.0531084393 Long DBT CORP US N 2 2052-04-22 Fixed 4.5 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912810TE8 1846221.86 PA USD 1466400.17 0.1976348255 Long DBT UST US N 2 2052-02-15 Fixed 0.125 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AM0 445000 PA USD 444033.93 0.0598448978 Long DBT CORP CH Y 2 2026-05-12 Fixed 4.488 N N N N N N UNITED AIRLINES, INC. N/A 90932RAJ3 53349.32 PA USD 49448.42 0.0066644358 Long LON CORP US N 2 2028-04-21 Floating 0 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAE0 420000 PA USD 400632.7 0.053995475 Long DBT NUSS MX N 2 2028-01-11 Fixed 3.75 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAK6 200000 PA USD 191059.73 0.0257501719 Long DBT NUSS MX N 2 2032-04-27 Fixed 4.75 N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAM2 613000 PA USD 499985.18 0.0673857558 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.659 N N N N N UNIV OF MICHIGAN MI 549300IVFOPB4AG7UL47 914455UH1 335000 PA USD 296298.29 0.0399337521 Long DBT MUN US N 2 2052-04-01 Fixed 3.504 N N N N N N US AIRWAYS 2011 1A PTT 5493004XNBKB5SFUJI60 903436AA1 624752.53 PA USD 630139.4 0.0849273568 Long ABS-O CORP US N 2 2025-04-22 Fixed 7.125 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TF5 17185000 PA USD 14658268.83 1.9755756048 Long DBT UST US N 2 2042-02-15 Fixed 2.375 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CEK3 7615000 PA USD 7554520.91 1.0181643814 Long DBT UST US N 2 2024-04-30 Fixed 2.5 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CEN7 24480000 PA USD 24187397.9 3.259868801 Long DBT UST US N 2 2027-04-30 Fixed 2.75 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CER8 16725000 PA USD 16587562.31 2.2355971106 Long DBT UST US N 2 2024-05-31 Fixed 2.5 N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CET4 21260000 PA USD 20889961.2 2.8154550999 Long DBT UST US N 2 2027-05-31 Fixed 2.625 N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CEP2 2142000 PA USD 2123927.95 0.2862534651 Long DBT UST US N 2 2032-05-15 Fixed 2.875 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TG3 5195000 PA USD 4947427.08 0.6667919902 Long DBT UST US N 2 2052-05-15 Fixed 2.875 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CEX5 16565000 PA USD 16588936.43 2.2357823084 Long DBT UST US N 2 2024-06-30 Fixed 3 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CEU1 35980000 PA USD 35875981.82 4.8352036182 Long DBT UST US N 2 2025-06-15 Fixed 2.875 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CEW7 36745000 PA USD 37158381.25 5.0080396508 Long DBT UST US N 2 2027-06-30 Fixed 3.25 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TC2 42292000 PA USD 33787345.24 4.5537065654 Long DBT UST US N 2 2041-11-15 Fixed 2 N N N N N N USA COM PART/USA COM FIN N/A 91740PAC2 70000 PA USD 63668.15 0.0085809072 Long DBT CORP US N 2 2026-04-01 Fixed 6.875 N N N N N N VENTAS REALTY LP 32SXKSJ72K64GM3HOU64 92277GAD9 1050000 PA USD 1042155.42 0.1404570245 Long DBT CORP US N 2 2024-05-01 Fixed 3.75 N N N N N N VERICREST OPPORTUNITY LOAN TRA N/A 92873JAA7 3048220.64 PA USD 2870621.55 0.3868894731 Long ABS-O CORP US Y 2 2051-08-25 Floating 1.9918 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGJ7 410000 PA USD 351491.59 0.047372457 Long DBT CORP US N 2 2031-03-21 Fixed 2.55 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGN8 80000 PA USD 66527.53 0.0089662815 Long DBT CORP US N 2 2032-03-15 Fixed 2.355 N N N N N N VICI PROPERTIES / NOTE 254900RKH6RY9KCJQH63 92564RAK1 135000 PA USD 123116.85 0.0165931358 Long DBT CORP US Y 2 2028-01-15 Fixed 4.5 N N N N N N VICI PROPERTIES / NOTE 254900X4QE7SGKQLLN38 92564RAD7 45000 PA USD 39580.77 0.0053345183 Long DBT CORP US Y 2 2027-02-15 Fixed 3.75 N N N N N N VICI PROPERTIES / NOTE 254900RKH6RY9KCJQH63 92564RAJ4 255000 PA USD 241969.5 0.0326115619 Long DBT CORP US Y 2 2027-02-01 Fixed 5.75 N N N N N N VICI PROPERTIES / NOTE 254900RKH6RY9KCJQH63 92564RAL9 485000 PA USD 418576.11 0.0564138072 Long DBT CORP US Y 2 2029-02-15 Fixed 3.875 N N N N N N VICI PROPERTIES / NOTE 254900RKH6RY9KCJQH63 92564RAG0 65000 PA USD 61831.25 0.008333338 Long DBT CORP US Y 2 2025-06-15 Fixed 4.625 N N N N N N VICI PROPERTIES / NOTE 254900RKH6RY9KCJQH63 92564RAH8 240000 PA USD 220800 0.0297584318 Long DBT CORP US Y 2 2026-09-01 Fixed 4.5 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AC7 20000 PA USD 18954.2 0.0025545619 Long DBT CORP US N 2 2030-02-15 Fixed 4.95 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AD5 770000 PA USD 725601.8 0.0977933501 Long DBT CORP US N 2 2032-05-15 Fixed 5.125 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AE3 403000 PA USD 366798.51 0.0494354549 Long DBT CORP US N 2 2052-05-15 Fixed 5.625 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBM1 1000000 PA USD 956814.73 0.1289551898 Long DBT CORP GB N 2 2048-05-30 Fixed 5.25 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBS8 1260000 PA USD 1160720.62 0.1564367094 Long DBT CORP GB N 2 2049-06-19 Fixed 4.875 N N N N N N WACHOVIA STUDENT LOAN TRUST 529900IS945AVTZGWM53 92978JAF0 2045256.58 PA USD 1974936.16 0.2661730211 Long ABS-O CORP US Y 2 2040-04-25 Floating 1.354 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 254687FZ4 385000 PA USD 322976.09 0.0435292661 Long DBT CORP US N 2 2051-01-13 Fixed 3.6 N N N N N N WAMU MORTGAGE PASS THROUGH CER N/A 92922FD21 528930.11 PA USD 514003.65 0.0692751022 Long ABS-O CORP US N 2 2045-01-25 Floating 2.24357 N N N N N N WASHINGTON MUTUAL MORTGAGE PAS N/A 93934FBU5 2700887.74 PA USD 2124992.03 0.286396877 Long ABS-O CORP US N 2 2035-08-25 Fixed 7 N N N N N N WASTE PRO USA INC 549300BY1QXU5BI3UF28 94107JAA1 400000 PA USD 355320 0.0478884329 Long DBT CORP US Y 2 2026-02-15 Fixed 5.5 N N N N N N WELLS FARGO + COMPANY PBLD0EJDB5FWOLXP3B76 95000U2K8 925000 PA USD 870229.9 0.1172856755 Long DBT CORP US N 2 2026-02-11 Fixed 2.164 N N N N N N WELLS FARGO + COMPANY PBLD0EJDB5FWOLXP3B76 95000U2V4 875000 PA USD 829949.95 0.1118569248 Long DBT CORP US N 2 2028-03-24 Fixed 3.526 N N N N N N WELLS FARGO + COMPANY PBLD0EJDB5FWOLXP3B76 95000U2U6 3750000 PA USD 3337411.01 0.449801259 Long DBT CORP US N 2 2033-03-02 Fixed 3.35 N N N N N N WELLS FARGO + COMPANY PBLD0EJDB5FWOLXP3B76 95000U2A0 1345000 PA USD 1277874.17 0.1722261384 Long DBT CORP US N 2 2028-05-22 Fixed 3.584 N N N N N N WELLS FARGO + COMPANY PBLD0EJDB5FWOLXP3B76 95000U2S1 1710000 PA USD 1533653.82 0.2066989703 Long DBT CORP US N 2 2028-06-02 Fixed 2.393 N N N N N N WELLS FARGO MORTGAGE BACKED SE N/A 94983UAD9 870723.12 PA USD 781980.85 0.1053918651 Long ABS-O CORP US N 2 2037-04-25 Floating 2.796734 N N N N N N WHATABRANDS LLC 254900HMMX4HTWIP0085 96244UAF4 472625 PA USD 441904.38 0.0595578866 Long LON CORP US N 2 2028-08-03 Floating 0 N N N N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 98919XAB7 962203.95 PA USD 884371.27 0.1191915858 Long LON CORP US N 2 2027-03-09 Floating 0 N N N N N N ZEP INC NU75S1Y8UH3706J5CS61 98944EAN2 257987.76 PA USD 224449.35 0.0302502748 Long LON CORP US N 2 2024-08-12 Floating 0 N N N N N N State Street Navigator Securities Lending Trust 5493005HD34MZLK62085 638995910 40275058.75 NS USD 40275058.75 5.4280914392 Long STIV RF US N 1 N N SWFCME031 IRS USD R F 1.68750 N/A 99S1PCRU2 22425000 PA USD -521269.12 -0.0702543096 N/A DIR US N 2 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 N 2025-12-07 0 USD 0 USD 22425000 USD -521269.12 N N N SWFCME022 IRS USD R F 1.07250 N/A 99S1N8W37 10155000 PA USD -374641.31 -0.0504924723 N/A DIR US N 2 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 N 2025-07-24 0 USD 0 USD 10155000 USD -374641.31 N N N SWFCME026 IRS USD R F 1.03350 N/A 99S1N9D69 15025000 PA USD -565258.53 -0.0761830046 N/A DIR US N 2 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 N 2025-07-24 0 USD 0 USD 15025000 USD -565258.53 N N N SWFCME024 IRS USD R F 1.02550 N/A 99S1N9FU4 20310000 PA USD -767122.92 -0.10338938 N/A DIR US N 2 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 N 2025-07-24 0 USD 0 USD 20310000 USD -767122.92 N N N US ULTRA BOND CBT SEP22 N/A ADI22MS08 27 NC USD 0 0 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long US Treasury Ultra Long Bond 2022-09-21 4167281.25 USD -58211.71 N N N US 5YR NOTE (CBT) SEP22 N/A ADI22T953 11 NC USD 0 0 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long US Treasury 5 Year Note 2022-09-30 1234750 USD -9373.27 N N N SWFCME028 IRS USD R F 1.39000 N/A 99S1O6H60 25970000 PA USD -771945.26 -0.1040393133 N/A DIR US N 2 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 N 2025-09-28 0 USD 0 USD 25970000 USD -771945.26 N N N SWPCME018 IRS USD R F 1.95000 N/A 99S1SKMI3 41670000 PA USD -829524.69 -0.1117996102 N/A DIR US N 2 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 N 2024-06-10 0 USD 0 USD 41670000 USD -829524.69 N N N US 2YR NOTE (CBT) SEP22 N/A ADI23KL08 46 NC USD 0 0 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long US Treasury 2 Year Note 2022-09-30 9660718.8 USD -54715.52 N N N 2022-08-24 MASSMUTUAL SELECT FUNDS /s/ Renee Hitchcock Renee Hitchcock Treasurer and CFO XXXX