0001145549-23-078745.txt : 20231228 0001145549-23-078745.hdr.sgml : 20231228 20231228100159 ACCESSION NUMBER: 0001145549-23-078745 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20231031 FILED AS OF DATE: 20231228 DATE AS OF CHANGE: 20231228 PERIOD START: 20231031 FILER: COMPANY DATA: COMPANY CONFORMED NAME: JOHN HANCOCK INVESTMENT TRUST CENTRAL INDEX KEY: 0000022370 ORGANIZATION NAME: IRS NUMBER: 746035056 STATE OF INCORPORATION: MA FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-00560 FILM NUMBER: 231520099 BUSINESS ADDRESS: STREET 1: C/O JOHN HANCOCK FUNDS STREET 2: 200 BERKELEY STREET CITY: BOSTON STATE: MA ZIP: 02116 BUSINESS PHONE: 617-663-3000 MAIL ADDRESS: STREET 1: C/O JOHN HANCOCK FUNDS STREET 2: 200 BERKELEY STREET CITY: BOSTON STATE: MA ZIP: 02116 FORMER COMPANY: FORMER CONFORMED NAME: HANCOCK JOHN INVESTMENT TRUST /MA/ DATE OF NAME CHANGE: 19950131 FORMER COMPANY: FORMER CONFORMED NAME: TRANSAMERICA INVESTMENT TRUST DATE OF NAME CHANGE: 19950131 FORMER COMPANY: FORMER CONFORMED NAME: CRITERION INCOME TRUST DATE OF NAME CHANGE: 19890820 0000022370 S000000629 Balanced Fund C000001788 Class A SVBAX C000001790 Class C SVBCX C000001791 Class I SVBIX C000067864 Class R4 JBAFX C000067865 Class R5 JBAVX C000106438 Class R6 JBAWX C000113485 Class R2 JBATX NPORT-P 1 primary_doc.xml NPORT-P false 0000022370 XXXXXXXX S000000629 C000001788 C000001790 C000001791 C000113485 C000067864 C000067865 C000106438 John Hancock Investment Trust 811-00560 0000022370 549300WRGYBW55IKGU23 200 Berkeley Street Boston 02116 617-543-9634 Balanced Fund S000000629 549300IJG3H8UXX20270 2023-10-31 2023-10-31 N 4227585502.820000000000 6963170.990000000000 4220622331.830000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 3134985.160000000000 0.000000000000 0.000000000000 3136551.140000000000 USD UST AdaptHealth LLC N/A 00653VAE1 915000 PA USD 693112.5 0.0164220450 Long DBT CORP US N 2 2030-03-01 Fixed 5.125000000000 N N N N N N ALASKA AIRLINES 2020-1 CLASS B PASS THRU CE 144A 02/27 8 N/A 01166WAA5 667972.34 PA USD 667006.39 0.0158035081 Long DBT CORP US N 2 2025-08-15 Fixed 8.000000000000 N N N N N N Algonquin Power and Utilities Corp. 549300K5VIUTJXQL7X75 015857873 40250 NS USD 752272.5 0.0178237341 Long EC CORP CA N 1 N N N AMERICAN AIRLINES 2017-2 CLASS PASS THRU CE 04/31 3.6 N/A 02377CAA2 783093.44 PA USD 665564.98 0.0157693565 Long DBT CORP US N 2 2029-10-15 Fixed 3.600000000000 N N N N N N ARROYO MORTGAGE TRUST 2021-1R ARRW 2021 1R A1 144A N/A 042853AA9 903081.72 PA USD 697327.83 0.0165219196 Long ABS-MBS CORP US N 2 2048-10-25 Variable 1.175000000000 N N N N N N Asbury Automotive Group Inc. 549300JH4DTA7U42GL91 043436AW4 274000 PA USD 231774.32 0.0054914726 Long DBT CORP US N 2 2029-11-15 Fixed 4.625000000000 N N N N N N ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 12/28 8.25 N/A 04364VAR4 274000 PA USD 272073.29 0.0064462837 Long DBT CORP US N 2 2028-12-31 Fixed 8.250000000000 N N N N N N Athene Holding Ltd. 549300H316CT32FQXI76 04686JAC5 865000 PA USD 690806.82 0.0163674161 Long DBT CORP BM N 2 2031-01-15 Fixed 3.500000000000 N N N N N N BENCHMARK 2019-B13 MORTGAGE TR BMARK 2019 B13 A2 N/A 08162DAB4 780000 PA USD 679845.19 0.0161077002 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 2.889000000000 N N N N N N COMM 2017-PANW MORTGAGE TRUST COMM 2017 PANW A 144A N/A 12595HAA6 305000 PA USD 278740.45 0.0066042500 Long ABS-MBS CORP US N 2 2029-10-10 Fixed 3.244000000000 N N N N N N COMM 2013-300P MORTGAGE TRUST COMM 2013 300P D 144A 549300NMFC2YLCA2NF13 12625XAL1 880000 PA USD 677276.95 0.0160468504 Long ABS-MBS CORP US N 2 2030-08-10 Variable 4.393500000000 N N N N N N Choice Hotels International Inc. 5493003CYRY5RFGTIR97 169905AG1 959000 PA USD 754275.87 0.0178712003 Long DBT CORP US N 2 2031-01-15 Fixed 3.700000000000 N N N N N N Consensus Cloud Solutions Inc. N/A 20848VAB1 827000 PA USD 685376.25 0.0162387486 Long DBT CORP US N 2 2028-10-15 Fixed 6.500000000000 N N N N N N EQM Midstream Partners LP N/A 26885BAM2 226000 PA USD 223825.83 0.0053031476 Long DBT CORP US N 2 2027-06-01 Fixed 7.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EGFA7 255112.46 PA USD 237134.02 0.0056184610 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138ENAA7 304612.58 PA USD 282671.58 0.0066973910 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X4MB9 862006.3 PA USD 707939.57 0.0167733456 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.000000000000 N N N N N N First Quantum Minerals Ltd. 549300I7UVBGWRYMYZ18 335934AU9 838000 PA USD 707357.06 0.0167595441 Long DBT CORP CA N 2 2031-06-01 Fixed 8.625000000000 N N N N N N FirstEnergy Corp. 549300SVYJS666PQJH88 337932AM9 475000 PA USD 287259.98 0.0068061048 Long DBT CORP US N 2 2050-03-01 Fixed 3.400000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397B51 330000 PA USD 280719.17 0.0066511322 Long DBT CORP US N 2 2028-02-16 Fixed 2.900000000000 N N N N N N GLP Capital L.P. / GLP Financing II Inc. N/A 361841AR0 878000 PA USD 664079.95 0.0157341714 Long DBT CORP US N 2 2032-01-15 Fixed 3.250000000000 N N N N N N GS MORTGAGE SECURITIES TRUST 2 GSMS 2015 590M C 144A N/A 36250WAJ9 320000 PA USD 276962.4 0.0065621223 Long ABS-MBS CORP US N 2 2035-10-10 Variable 3.805400000000 N N N N N N General Motors Company 54930070NSV60J38I987 37045VAQ3 905000 PA USD 678461.99 0.0160749277 Long DBT CORP US N 2 2048-04-01 Fixed 5.400000000000 N N N N N N GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2020 1A A2 144A N/A 38177UAA8 825463.88 PA USD 760213.44 0.0180118802 Long ABS-O CORP KY N 2 2029-01-22 Fixed 3.208000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380JQ50 3296170.32 PA USD 141641.38 0.0033559359 Long ABS-MBS USGA US N 2 2060-04-16 Variable 0.612190000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380PXL3 4133886.53 PA USD 231336.42 0.0054810974 Long ABS-MBS USGA US N 2 2062-05-16 Variable 0.783410000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380RE71 4135331.96 PA USD 247945.41 0.0058746173 Long ABS-MBS USGA US N 2 2063-02-16 Variable 0.824200000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380RGN4 11198678.92 PA USD 678496.6 0.0160757478 Long ABS-MBS USGA US N 2 2062-11-16 Variable 0.833620000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381ERF7 4802449.5 PA USD 291402.07 0.0069042441 Long ABS-MBS USGA US N 2 2063-10-16 Variable 0.783340000000 N N N N N N Hilton Grand Vacations Trust 2022-1D N/A 43283BAB9 148934.94 PA USD 140574.51 0.0033306583 Long ABS-O CORP US N 2 2034-06-20 Fixed 4.100000000000 N N N N N N Hudbay Minerals Inc. N/A 443628AJ1 288000 PA USD 268045.75 0.0063508584 Long DBT CORP CA N 2 2026-04-01 Fixed 4.500000000000 N N N N N N ING Groep N.V. 549300NYKK9MWM7GGW15 456837BH5 809000 PA USD 758068.11 0.0179610505 Long DBT CORP NL N 2 2034-09-11 Variable 6.114000000000 N N N N N N Jack in the Box Funding LLC N/A 466365AC7 787800 PA USD 696163.1 0.0164943235 Long ABS-O CORP US N 2 2049-08-25 Fixed 4.970000000000 N N N N N N Lithia Motors Inc. SE8N1EZEHPZQBCBVKD53 536797AE3 288000 PA USD 259821.46 0.0061559988 Long DBT CORP US N 2 2027-12-15 Fixed 4.625000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAK6 310000 PA USD 291131.12 0.0068978245 Long DBT CORP US N 2 2027-03-01 Fixed 4.125000000000 N N N N N N Mauser Packaging Solutions Holding Company 549300DNGHXL0OMHW304 57763RAB3 805000 PA USD 753978.25 0.0178641487 Long DBT CORP US N 2 2026-08-15 Fixed 7.875000000000 N N N N N N Nationstar Mortgage Holdings Inc. N/A 63861CAA7 254000 PA USD 236098.08 0.0055939163 Long DBT CORP US N 2 2027-01-15 Fixed 6.000000000000 N N N N N N NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 285M D 144A N/A 63874FAJ6 464000 PA USD 284200 0.0067336041 Long ABS-MBS CORP US N 2 2032-11-15 Variable 3.790400000000 N N N N N N NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 FA A2 144A N/A 63935CAB7 757905.92 PA USD 695041.57 0.0164677509 Long ABS-O CORP US N 2 2068-08-15 Fixed 2.600000000000 N N N N N N Newmont Corporation 549300VSP3RIX7FGDZ51 651639AX4 819000 PA USD 686975.51 0.0162766402 Long DBT CORP US N 2 2029-10-01 Fixed 2.800000000000 N N N N N N NextEra Energy Operating Partners LP N/A 65342QAB8 255000 PA USD 228325.67 0.0054097631 Long DBT CORP US N 2 2027-09-15 Fixed 4.500000000000 N N N N N N AMSR 2020-SFR4 TRUST AMSR 2020 SFR4 A 144A N/A 66981FAA8 301000 PA USD 273500.61 0.0064801015 Long ABS-O CORP US N 2 2037-11-17 Fixed 1.355000000000 N N N N N N OBX 2021-NQM2 TRUST OBX 2021 NQM2 A1 144A N/A 670857AA9 1046322.68 PA USD 760326.28 0.0180145538 Long ABS-MBS CORP US N 2 2061-05-25 Variable 1.101000000000 N N N N N N Owens Corning JO5M6676RDJIZ2U8X907 690742AK7 257000 PA USD 221710.29 0.0052530237 Long DBT CORP US N 2 2030-06-01 Fixed 3.875000000000 N N N N N N Parkland Corporation N/A 70137WAG3 823000 PA USD 707862.3 0.0167715148 Long DBT CORP CA N 2 2029-10-01 Fixed 4.500000000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDL3 855000 PA USD 756122.5 0.0179149528 Long DBT CORP MX N 2 2029-06-02 Fixed 8.750000000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRU SMB 2021 A APT2 144A N/A 78448YAJ0 807688.16 PA USD 687050.64 0.0162784202 Long ABS-O CORP US N 2 2053-01-15 Fixed 1.070000000000 N N N N N N Star Parent Inc. N/A 855170AA4 768000 PA USD 762151.08 0.0180577891 Long DBT CORP US N 2 2030-10-01 Fixed 9.000000000000 N N N N N N Synovus Bank N/A 87164DVJ6 301000 PA USD 267328.6 0.0063338669 Long DBT CORP US N 2 2028-02-15 Fixed 5.625000000000 N N N N N N United Airlines Inc. N/A 90932LAH0 288000 PA USD 243274.54 0.0057639495 Long DBT CORP US N 2 2029-04-15 Fixed 4.625000000000 N N N N N N Varex Imaging Corporation 549300CWYWPVCT8E9W67 92214XAC0 701000 PA USD 687077.53 0.0162790574 Long DBT CORP US N 2 2027-10-15 Fixed 7.875000000000 N N N N N N Venture Global Calcasieu Pass LLC N/A 92328MAB9 834000 PA USD 670541.67 0.0158872701 Long DBT CORP US N 2 2031-08-15 Fixed 4.125000000000 N N N N N N VERUS SECURITIZATION TRUST 202 VERUS 2020 5 A1 144A N/A 92538CAA9 282272.99 PA USD 255155.33 0.0060454433 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.218000000000 N N N N N N VICI Properties LP / VICI Note Co Inc N/A 92564RAE5 854000 PA USD 704507.3 0.0166920242 Long DBT CORP US N 2 2030-08-15 Fixed 4.125000000000 N N N N N N VICI Properties LP / VICI Note Co Inc N/A 92564RAL9 798000 PA USD 677446.99 0.0160508792 Long DBT CORP US N 2 2029-02-15 Fixed 3.875000000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 N/A 11397000 PA USD 705758.09 0.0167216594 Long ABS-MBS USGA US N 2 2064-06-16 Variable 0.801551000000 N N N N N N American Airlines 2016-3 Class A Pass Through Trust N/A 023771S25 225402.54 PA USD 191240.96 0.0045311081 Long DBT CORP US N 2 2028-10-15 Fixed 3.250000000000 N N N N N N American Airlines 2017-1 Class A Pass Through Trust N/A 02378AAA5 825558.75 PA USD 713923.81 0.0169151313 Long DBT CORP US N 2 2029-02-15 Fixed 4.000000000000 N N N N N N Allied Universal Holdco LLC / Allied Universal Finance Corp N/A 019576AC1 489000 PA USD 353302.5 0.0083708627 Long DBT CORP US N 2 2029-06-01 Fixed 6.000000000000 N N N N N N Blackstone Private Credit Fund N/A 09261HAK3 450000 PA USD 388167.51 0.0091969259 Long DBT CORP US N 2 2027-03-15 Fixed 3.250000000000 N N N N N N Braskem Netherlands Finance B.V. N/A 10554TAE5 540000 PA USD 348637.55 0.0082603351 Long DBT CORP NL N 2 2050-01-31 Fixed 5.875000000000 N N N N N N Antero Resources Corporation APVBKPOULHUX7YZLKU17 03674XAS5 230000 PA USD 209879.58 0.0049727164 Long DBT CORP US N 2 2030-03-01 Fixed 5.375000000000 N N N N N N Asbury Automotive Group Inc. 549300JH4DTA7U42GL91 043436AV6 884000 PA USD 750161.52 0.0177737182 Long DBT CORP US N 2 2030-03-01 Fixed 4.750000000000 N N N N N N COMM 2012-CCRE3 MORTGAGE TRUST COMM 2012 CR3 XA N/A 12624PAF2 79104.54 PA USD 0.79 0.0000000187 Long ABS-MBS CORP US N 2 2045-10-15 Variable 0.878965000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 126650DX5 377000 PA USD 354818.19 0.0084067742 Long DBT CORP US N 2 2031-01-30 Fixed 5.250000000000 N N N N N N FREDDIE MAC GOLD POOL FG 03/43 FIXED 3 S6XOOCT0IEG5ABCC6L87 3132J7YK2 413792.03 PA USD 351496.51 0.0083280730 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 08/48 FIXED 4 S6XOOCT0IEG5ABCC6L87 31335BXJ0 431618.39 PA USD 381807.3 0.0090462323 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.000000000000 N N N N N N Ashtead Capital Inc. N/A 045054AR4 784000 PA USD 715293.38 0.0169475808 Long DBT CORP US N 2 2033-10-15 Fixed 5.950000000000 N N N N N N BAMLL COMMERCIAL MORTGAGE SECU BAMLL 2019 BPR ENM 144A N/A 05492PAL2 575000 PA USD 186508.78 0.0044189877 Long ABS-MBS CORP US N 2 2032-11-05 Variable 3.718550000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31371JUJ1 666.95 PA USD 692.7 0.0000164123 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 8.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31371JYH1 896.9 PA USD 927.15 0.0000219671 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 7.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138ARZ23 408756.83 PA USD 368163.56 0.0087229686 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WTT97 161094.5 PA USD 135761.13 0.0032166140 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31390KE61 486.78 PA USD 499.17 0.0000118269 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 7.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140Q9WT6 421725.35 PA USD 372351.18 0.0088221867 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.000000000000 N N N N N N BBCMS MORTGAGE TRUST 2020-C6 BBCMS 2020 C6 A2 N/A 05492TAB6 822000 PA USD 736250.03 0.0174441107 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 2.690000000000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023CD5 857000 PA USD 740513.95 0.0175451365 Long DBT CORP US N 2 2029-03-01 Fixed 3.200000000000 N N N N N N BRITISH AIRWAYS 2020-1 CLASS B PASS THRU CE 144A 11/28 8.375 N/A 11042WAA4 302473.62 PA USD 306272.3 0.0072565673 Long DBT CORP GB N 2 2028-11-15 Fixed 8.375000000000 N N N N N N COMM 2018-COR3 MORTGAGE TRUST COMM 2018 COR3 XA N/A 12595VAE7 9542300.98 PA USD 152446.85 0.0036119519 Long ABS-MBS CORP US N 2 2051-05-10 Variable 0.431980000000 N N N N N N CSMC 2021-NQM3 CSMC 2021 NQM3 A1 144A N/A 12660LAA7 828160.58 PA USD 662513.81 0.0156970645 Long ABS-MBS CORP US N 2 2066-04-25 Variable 1.015000000000 N N N N N N Corebridge Financial Inc. N/A 21871XAP4 767000 PA USD 708602.71 0.0167890575 Long DBT CORP US N 2 2052-12-15 Variable 6.875000000000 N N N N N N GS MORTGAGE-BACKED SECURITIES GSMBS 2020 NQM1 A1 144A N/A 36259WAA9 154521.26 PA USD 137569.52 0.0032594606 Long ABS-MBS CORP US N 2 2060-09-27 Variable 1.382000000000 N N N N N N GS MORTGAGE-BACKED SECURITIES GSMBS 2021 NQM1 A1 144A N/A 36262EAA4 454798.64 PA USD 371181.5 0.0087944732 Long ABS-MBS CORP US N 2 2061-07-25 Variable 1.017000000000 N N N N N N FREDDIE MAC POOL FR 09/53 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 3132E0HQ8 789144.04 PA USD 750221.36 0.0177751360 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 11/47 FIXED 4 S6XOOCT0IEG5ABCC6L87 3132XUSA4 363142.54 PA USD 320439.56 0.0075922349 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC POOL FR 05/52 FIXED 4 S6XOOCT0IEG5ABCC6L87 3133BAUW9 195701.22 PA USD 171306.14 0.0040587886 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138NYA96 262968.32 PA USD 221392.71 0.0052454992 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.000000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383Y3A8 5381847.76 PA USD 351464.26 0.0083273089 Long ABS-MBS USGA US N 2 2064-07-16 Variable 0.715690000000 N N N N N N ING Groep N.V. 549300NYKK9MWM7GGW15 456837AF0 375000 PA USD 350868.62 0.0083131963 Long DBT CORP NL N 2 2025-04-16 Variable 6.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WEKG3 193451.95 PA USD 165908.11 0.0039308921 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JVSJ2 401988.02 PA USD 339790.62 0.0080507232 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.500000000000 N N N N N N Ingersoll Rand Inc. N/A 45687VAA4 352000 PA USD 342985.22 0.0081264134 Long DBT CORP US N 2 2028-08-14 Fixed 5.400000000000 N N N N N N LSC Communications Inc. 5493000O7BCKOMYMHF87 502ESCAA4 1058000 PA USD 2063.1 0.0000488814 Long DBT CORP US N 3 2023-10-15 None 0.00 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XFX97 366801.6 PA USD 322023.71 0.0076297684 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XGZB8 760732.34 PA USD 660911.17 0.0156590929 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 4.000000000000 N N N N N N Match Group Holdings II LLC N/A 57667JAA0 470000 PA USD 360725 0.0085467254 Long DBT CORP US N 2 2031-10-01 Fixed 3.625000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468G7 393000 PA USD 357835.95 0.0084782746 Long DBT CORP US N 2 2030-01-23 Variable 4.431000000000 N N N N N N NiSource Inc. N/A 65473PAN5 380000 PA USD 368935.9 0.0087412678 Long DBT CORP US N 2 2028-03-30 Fixed 5.250000000000 N N N N N N AMSR 2021-SFR4 TRUST AMSR 2021 SFR4 A 144A N/A 66982FAA7 439000 PA USD 387882.44 0.0091901717 Long ABS-O CORP US N 2 2038-12-17 Fixed 2.117000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XHTL1 214913.3 PA USD 187720.38 0.0044476943 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XHVH7 806409.27 PA USD 726039.62 0.0172021935 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.500000000000 N N N N N N VICI Properties L.P. N/A 925650AD5 442000 PA USD 381957.75 0.0090497969 Long DBT CORP US N 2 2032-05-15 Fixed 5.125000000000 N N N N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958667AE7 406000 PA USD 383986.15 0.0090978562 Long DBT CORP US N 2 2033-04-01 Fixed 6.150000000000 N N N N N N Energian Israel Finance Ltd N/A BO3321904 439000 PA USD 359071.27 0.0085075432 Long DBT CORP IL N 2 2028-03-30 Fixed 5.375000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417SYQ7 770508.23 PA USD 717787.13 0.0170066657 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 4.500000000000 N N N N N N ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 2 A1 144A N/A 31572LAA4 971577.64 PA USD 734025.64 0.0173914078 Long ABS-MBS CORP US N 2 2066-06-25 Variable 0.931000000000 N N N N N N APX Group Inc. 549300OMQVKPRU98OE64 00213MAW4 1358000 PA USD 1128991.9 0.0267494178 Long DBT CORP US N 2 2029-07-15 Fixed 5.750000000000 N N N N N N AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust N/A 00774MAV7 5952000 PA USD 5294476.61 0.1254430317 Long DBT CORP IE N 2 2026-10-29 Fixed 2.450000000000 N N N N N N Ally Financial Inc. 549300JBN1OSM8YNAI90 02005NBR0 1157000 PA USD 1133586.79 0.0268582854 Long DBT CORP US N 2 2027-11-15 Fixed 7.100000000000 N N N N N N Alphabet Inc. 5493006MHB84DD0ZWV18 02079K305 1534722 NS USD 190428305.76 4.5118537218 Long EC CORP US N 1 N N N Ford Motor Company 20S05OYHG0MQM4VUIC57 345370DA5 980000 PA USD 739653.94 0.0175247601 Long DBT CORP US N 2 2032-02-12 Fixed 3.250000000000 N N N N N N GLP Capital L.P. / GLP Financing II Inc. N/A 361841AP4 858000 PA USD 716040.38 0.0169652796 Long DBT CORP US N 2 2030-01-15 Fixed 4.000000000000 N N N N N N American Tower Trust #1 N/A 03027WAM4 2114000 PA USD 2075763.03 0.0491814445 Long DBT CORP US N 2 2028-03-15 Fixed 5.490000000000 N N N N N N ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 06/29 5.375 N/A 03690AAH9 1269000 PA USD 1152312.79 0.0273019640 Long DBT CORP US N 2 2029-06-15 Fixed 5.375000000000 N N N N N N GS MORTGAGE SECURITIES CORP TR GSMS 2017 485L C 144A 5493001UQE7OCP3UT106 36252CAJ1 250000 PA USD 201262.15 0.0047685420 Long ABS-MBS CORP US N 2 2037-02-10 Variable 3.981807000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380J2B3 4748840.57 PA USD 179475.31 0.0042523423 Long ABS-MBS USGA US N 2 2060-01-16 Variable 0.483290000000 N N N N N N ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 06/29 5.875 N/A 04364VAU7 1338000 PA USD 1181996.83 0.0280052736 Long DBT CORP US N 2 2029-06-30 Fixed 5.875000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GHG7 2086000 PA USD 1887489.25 0.0447206384 Long DBT CORP US N 2 2029-03-05 Variable 3.970000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380JFE3 23263104.72 PA USD 708773.3 0.0167930993 Long ABS-MBS USGA US N 2 2060-01-16 Variable 0.581580000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380JJ90 5942760.51 PA USD 181046.79 0.0042895757 Long ABS-MBS USGA US N 2 2060-01-16 Variable 0.426900000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GKL2 2364000 PA USD 1864930.85 0.0441861579 Long DBT CORP US N 2 2037-03-08 Variable 3.846000000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 098952906 264661 NS 33136572.43 0.7851110529 Long EC CORP GB N 2 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380JMW5 6132489.31 PA USD 182833.42 0.0043319067 Long ABS-MBS USGA US N 2 2060-01-16 Variable 0.443310000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380JWY0 4788215.93 PA USD 149663.83 0.0035460133 Long ABS-MBS USGA US N 2 2060-05-16 Variable 0.436680000000 N N N N N N CNO Financial Group Inc. 11XPYHB76MPM4Y4P2897 12621EAL7 2053000 PA USD 1894412.67 0.0448846763 Long DBT CORP US N 2 2029-05-30 Fixed 5.250000000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 126650CZ1 1492000 PA USD 1172838.4 0.0277882812 Long DBT CORP US N 2 2048-03-25 Fixed 5.050000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380MUV1 2988756.1 PA USD 147467.02 0.0034939639 Long ABS-MBS USGA US N 2 2061-05-16 Variable 0.775540000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380NPW3 3039877.01 PA USD 158013.72 0.0037438488 Long ABS-MBS USGA US N 2 2061-07-16 Variable 0.802140000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A 161175AZ7 2313000 PA USD 2090512.41 0.0495309043 Long DBT CORP US N 2 2035-10-23 Fixed 6.384000000000 N N N N N N Cheniere Energy Partners L.P. 5493005UEC8AZ34LDV29 16411QAG6 2031000 PA USD 1818451.61 0.0430849166 Long DBT CORP US N 2 2029-10-01 Fixed 4.500000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380PV76 2774674.55 PA USD 153655.93 0.0036405989 Long ABS-MBS USGA US N 2 2062-05-16 Variable 0.761460000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380PY57 4589281.57 PA USD 213727.89 0.0050638952 Long ABS-MBS USGA US N 2 2062-08-16 Variable 0.602450000000 N N N N N N Cheniere Energy Partners L.P. 5493005UEC8AZ34LDV29 16411QAK7 2216000 PA USD 1855603.28 0.0439651581 Long DBT CORP US N 2 2031-03-01 Fixed 4.000000000000 N N N N N N Cisco Systems Inc. N/A 17275R102 755220 NS USD 39369618.6 0.9327917900 Long EC CORP US N 1 N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280AT6 342000 PA USD 322399.09 0.0076386624 Long DBT CORP GB N 2 2025-03-30 Variable 6.375000000000 N N N N N N Hess Midstream Operations LP N/A 428102AE7 399000 PA USD 341414.66 0.0080892019 Long DBT CORP US N 2 2030-02-15 Fixed 4.250000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967KM2 1970000 PA USD 1849358.78 0.0438172060 Long DBT CORP US N 2 2026-08-15 Variable 6.250000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 17327CAR4 1994000 PA USD 1853491.67 0.0439151273 Long DBT CORP US N 2 2034-05-25 Variable 6.174000000000 N N N N N N COLT 2021-3 MORTGAGE LOAN TRUS COLT 2021 3 A1 144A N/A 19688FAA3 1534642.9 PA USD 1160026.9 0.0274847359 Long ABS-MBS CORP US N 2 2066-09-27 Variable 0.956000000000 N N N N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 20825C104 420296 NS USD 49931164.8 1.1830284938 Long EC CORP US N 1 N N N Hess Midstream Operations LP N/A 428102AF4 178000 PA USD 161589.39 0.0038285679 Long DBT CORP US N 2 2030-10-15 Fixed 5.500000000000 N N N N N N HOME PARTNERS OF AMERICA 2021- HPA 2021 2 A 144A N/A 43732VAT3 819187.81 PA USD 715443.08 0.0169511277 Long ABS-O CORP US N 2 2026-12-17 Fixed 1.901000000000 N N N N N N Credit Agricole SA N/A 225313AD7 1142000 PA USD 1136290 0.0269223330 Long DBT CORP FR N 2 2024-01-23 Variable 7.875000000000 N N N N N N Credit Agricole SA N/A 22535WAJ6 1910000 PA USD 1876651.25 0.0444638516 Long DBT CORP FR N 2 2029-10-03 Variable 6.316000000000 N N N N N N DATABANK ISSUER COLO 2021 1A A2 144A N/A 23802WAA9 1281000 PA USD 1128243.7 0.0267316905 Long ABS-O CORP US N 2 2051-02-27 Fixed 2.060000000000 N N N N N N Devon Energy Corporation 54930042348RKR3ZPN35 25179M103 700907 NS USD 32641238.99 0.7733750244 Long EC CORP US N 1 N N N Iron Mountain Information Management Services Inc. N/A 46285MAA8 382000 PA USD 312574.33 0.0074058825 Long DBT CORP US N 2 2032-07-15 Fixed 5.000000000000 N N N N N N JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 12/31 3.75 N/A 46590XAM8 434000 PA USD 337244.82 0.0079904051 Long DBT CORP US N 2 2031-12-01 Fixed 3.750000000000 N N N N N N Duke Energy Corporation I1BZKREC126H0VB1BL91 26441CBZ7 1922000 PA USD 1825643.66 0.0432553192 Long DBT CORP US N 2 2033-09-15 Fixed 5.750000000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NAW5 1355000 PA USD 1186769.84 0.0281183614 Long DBT CORP CA N 2 2078-03-01 Variable 6.250000000000 N N N N N N Farmer Mac Discount Notes 549300MS654K78GYF580 31315KNS5 35000000 PA USD 35000000 0.8292615934 Long DBT USGSE US N 2 2023-11-01 None 0.000000000000 N N N N N N FREDDIE MAC POOL FR 08/52 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 3132DNT86 4994009.61 PA USD 4493167.38 0.1064574612 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC POOL FR 02/53 FIXED 5 S6XOOCT0IEG5ABCC6L87 3132DPSF6 5603093.25 PA USD 5168257.35 0.1224524950 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.000000000000 N N N N N N FREDDIE MAC POOL FR 07/53 FIXED 5 S6XOOCT0IEG5ABCC6L87 3132DQX68 9266468.97 PA USD 8575035.63 0.2031699346 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.000000000000 N N N N N N FREDDIE MAC POOL FR 05/53 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 3132DVML6 1314306.19 PA USD 1188242.58 0.0281532553 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC POOL FR 09/53 FIXED 6 S6XOOCT0IEG5ABCC6L87 3132E0CL4 5427633.25 PA USD 5296796.35 0.1254979937 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 12/46 FIXED 3 S6XOOCT0IEG5ABCC6L87 3132L8EV5 1394617.75 PA USD 1149331.82 0.0272313353 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 10/46 FIXED 3 S6XOOCT0IEG5ABCC6L87 3132WHMA0 6310659.98 PA USD 5194822.33 0.1230819041 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 10/46 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 31335AZ84 2226832.34 PA USD 1893919.79 0.0448729984 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC POOL FR 10/49 FIXED 3 S6XOOCT0IEG5ABCC6L87 3133KGUW6 2575752.36 PA USD 2090836.84 0.0495385911 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.000000000000 N N N N N N Aker BP ASA 549300NFTY73920OYK69 55037AAB4 840000 PA USD 659728.53 0.0156310723 Long DBT CORP NO N 2 2031-07-15 Fixed 3.100000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFA8 755000 PA USD 718829.14 0.0170313542 Long DBT CORP US N 2 2029-02-01 Variable 5.123000000000 N N N N N N FREDDIE MAC POOL FR 09/52 FIXED 5 S6XOOCT0IEG5ABCC6L87 3133KPXJ2 9382870.18 PA USD 8660563.7 0.2051963672 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.000000000000 N N N N N N FREDDIE MAC POOL FR 09/52 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 3133KPZF8 7120230.82 PA USD 6789731.07 0.1608703773 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.500000000000 N N N N N N NRG Energy Inc. 5E2UPK5SW04M13XY7I38 629377CQ3 420000 PA USD 341836.76 0.0080992028 Long DBT CORP US N 2 2029-02-15 Fixed 3.375000000000 N N N N N N NRZ EXCESS SPREAD-COLLATERALIZ NZES 2021 FHT1 A 144A N/A 62955MAB2 346403.55 PA USD 311706.97 0.0073853320 Long ABS-O CORP US N 2 2026-07-25 Fixed 3.104000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QEVB5 9445320 PA USD 7370142.58 0.1746221766 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QN3W0 9358749.44 PA USD 8119022.11 0.1923655203 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.000000000000 N N N N N N NYMT LOAN TRUST 2022-CP1 NYMT 2022 CP1 A1 144A N/A 62955VAA4 803553.4 PA USD 708017.25 0.0167751861 Long ABS-MBS CORP US N 2 2061-07-25 Fixed 2.042400000000 N N N N N N NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 ALXA C 144A N/A 63874GAG0 380000 PA USD 295904.21 0.0070109142 Long ABS-MBS CORP US N 2 2043-01-15 Variable 4.315902000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QP3D7 5853494.6 PA USD 5235359.13 0.1240423501 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QPPN1 5901715.52 PA USD 5306152.16 0.1257196627 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.500000000000 N N N N N N OBX 2020-EXP2 TRUST OBX 2020 EXP2 A3 144A N/A 67448VAM2 402751.98 PA USD 307718.38 0.0072908295 Long ABS-MBS CORP US N 2 2060-05-25 Variable 2.500000000000 N N N N N N ONEOK Inc. 2T3D6M0JSY48PSZI1Q41 682680BJ1 754000 PA USD 735754.22 0.0174323633 Long DBT CORP US N 2 2028-11-01 Fixed 5.650000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QPRJ8 12337126.15 PA USD 10745270.46 0.2545897172 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QQD28 7286252.63 PA USD 6725346.7 0.1593449063 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.000000000000 N N N N N N Owens-Brockway Glass Container Inc. V2UQUCDZJ9WY98W8QU33 69073TAT0 689000 PA USD 654550 0.0155083765 Long DBT CORP US N 2 2027-05-13 Fixed 6.625000000000 N N N N N N Ovintiv Inc. N/A 698900AG2 318000 PA USD 320663.64 0.0075975440 Long DBT CORP US N 2 2031-11-01 Fixed 7.200000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QQN27 6531097.84 PA USD 6223861.94 0.1474631334 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QR5J8 10123796.5 PA USD 9369761.96 0.2219995352 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.000000000000 N N N N N N Prime Security Services Borrrower LLC / Prime Finance Inc. N/A 74166MAE6 792000 PA USD 734423.74 0.0174008400 Long DBT CORP US N 2 2028-01-15 Fixed 6.250000000000 N N N N N N Prime Security Services Borrrower LLC / Prime Finance Inc. N/A 74166MAF3 192000 PA USD 168808.61 0.0039996142 Long DBT CORP US N 2 2027-08-31 Fixed 3.375000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QRBC6 7862000.09 PA USD 7291168.57 0.1727510305 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QRWV1 9014782.89 PA USD 8337715 0.1975470522 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X5M42 1417122.23 PA USD 1196973 0.0283601068 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X5WX7 2483093.91 PA USD 2097346.51 0.0496928260 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.500000000000 N N N N N N SBA Tower Trust N/A 78403DAZ3 659000 PA USD 657576.96 0.0155800948 Long DBT CORP US N 2 2028-01-15 Fixed 6.599000000000 N N N N N N Standard Industries Inc. 54930064UHXCIUWVI755 853496AC1 196000 PA USD 181158.23 0.0042922161 Long DBT CORP US N 2 2027-02-15 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XCB72 6623000.85 PA USD 5143062.83 0.1218555565 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XH4A2 11364461.36 PA USD 10546431.52 0.2498785888 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.000000000000 N N N N N N Standard Industries Inc. 54930064UHXCIUWVI755 853496AG2 873000 PA USD 713260.82 0.0168994230 Long DBT CORP US N 2 2030-07-15 Fixed 4.375000000000 N N N N N N SUNBIRD ENGINE FINANCE LLC SUNBD 2020 1A A 144A N/A 86709LAA4 370713.75 PA USD 312478.33 0.0074036079 Long ABS-O CORP KY N 2 2045-02-15 Fixed 3.671000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XHMR5 7192010.73 PA USD 6466239.04 0.1532058197 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XHPY7 7205656.05 PA USD 6337272.9 0.1501502007 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XJ5W9 5745943.65 PA USD 5160263.64 0.1222630985 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XJGE7 4897431.35 PA USD 4421579.29 0.1047613111 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XJQL0 2020526.17 PA USD 1816627.6 0.0430416999 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XJVC4 5029892.4 PA USD 4770897.71 0.1130377782 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XJWV1 5631882.74 PA USD 5370467.64 0.1272435015 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.500000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397C92 4677000 PA USD 4663635.43 0.1104963928 Long DBT CORP US N 2 2028-05-12 Fixed 6.800000000000 N N N N N N Sunoco LP and Sunoco Finance Corp. N/A 86765LAT4 363000 PA USD 314442.23 0.0074501390 Long DBT CORP US N 2 2029-05-15 Fixed 4.500000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 87264ABT1 245000 PA USD 195092.86 0.0046223719 Long DBT CORP US N 2 2031-02-15 Fixed 2.875000000000 N N N N N N Freeport-McMoRan Inc. N/A 35671DBJ3 1358000 PA USD 1201427.35 0.0284656445 Long DBT CORP US N 2 2034-11-14 Fixed 5.400000000000 N N N N N N General Motors Company 54930070NSV60J38I987 37045VAY6 2000000 PA USD 1877981.38 0.0444953666 Long DBT CORP US N 2 2029-10-15 Fixed 5.400000000000 N N N N N N Gilead Sciences Inc. 549300WTZWR07K8MNV44 375558103 562513 NS USD 44179771.02 1.0467596375 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380RA75 26696867.72 PA USD 1824188.96 0.0432208527 Long ABS-MBS USGA US N 2 2061-03-16 Variable 0.992200000000 N N N N N N Total Play Telecomunicaciones S.A. de C.V. N/A 89157FAC4 1376000 PA USD 658882.05 0.0156110165 Long DBT CORP MX N 2 2028-09-20 Fixed 6.375000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 1 A1 144A N/A 89177BAA3 784950.42 PA USD 725142.77 0.0171809443 Long ABS-MBS CORP US N 2 2058-03-25 Variable 3.750000000000 N N N N N N Honeywell International Inc. ISRPG12PN4EIEOEMW547 438516106 262097 NS USD 48031896.22 1.1380287655 Long EC CORP US N 1 N N N Host Hotels and Resorts L.P. FXB7X4WXVA8QPMNOGS12 44107TAY2 1433000 PA USD 1180815.96 0.0279772950 Long DBT CORP US N 2 2029-12-15 Fixed 3.375000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 4 A1 144A N/A 89178BAA2 809787.77 PA USD 738295.09 0.0174925646 Long ABS-MBS CORP US N 2 2059-10-25 Variable 2.900000000000 N N N N N N US Airways 2012-2 Class A Pass Through Trust N/A 90345WAD6 765925.32 PA USD 728896.58 0.0172698840 Long DBT CORP US N 2 2025-06-03 Fixed 4.625000000000 N N N N N N Ingersoll Rand Inc. N/A 45687V106 814497 NS USD 49423677.96 1.1710045125 Long EC CORP US N 1 N N N Genmab A/S N/A 459573903 30901 NS 8735184.82 0.2069643795 Long EC CORP DK N 2 N N N UNITED AIRLINES 2018-1 CLASS B PASS THRU CE 09/27 4.6 N/A 90932NAA1 691107.28 PA USD 647946.73 0.0153519239 Long DBT CORP US N 2 2026-03-01 Fixed 4.600000000000 N N N N N N United Rentals (North America) Inc. NGIZXNT70J2LYT3FBI09 911365BM5 785000 PA USD 720542.41 0.0170719471 Long DBT CORP US N 2 2027-11-15 Fixed 3.875000000000 N N N N N N Warnermedia Holdings Inc. N/A 55903VBC6 1456000 PA USD 1207191.83 0.0286022234 Long DBT CORP US N 2 2032-03-15 Fixed 4.279000000000 N N N N N N Metronet Infrastructure Issuer LLC N/A 59170DAA9 1176000 PA USD 1127752.01 0.0267200408 Long ABS-O CORP US N 2 2053-04-20 Fixed 6.560000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 949746804 150 NS USD 158445 0.0037540672 Long EP CORP US N 1 N N N Willis Engine Structured Trust V N/A 97064FAA3 351847.3 PA USD 292504.73 0.0069303697 Long ABS-O CORP US N 2 2045-03-15 Fixed 3.228000000000 N N N N N N Microsoft Corporation INR2EJN1ERAN0W5ZP974 594918104 640677 NS USD 216619300.47 5.1324018934 Long EC CORP US N 1 N N N MIDWEST GAMING BORROWER LLC / SR SECURED 144A 05/29 4.875 N/A 59833DAB6 1433000 PA USD 1192972.5 0.0282653222 Long DBT CORP US N 2 2029-05-01 Fixed 4.875000000000 N N N N N N Motorola Solutions Inc. 6S552MUG6KGJVEBSEC55 620076BT5 2428000 PA USD 1855795.79 0.0439697193 Long DBT CORP US N 2 2030-11-15 Fixed 2.300000000000 N N N N N N NEIGHBORLY ISSUER 2022-1 NBLY 2022 1A A2 144A N/A 64016NAC1 1445980 PA USD 1164397.08 0.0275882794 Long ABS-O CORP US N 2 2052-01-30 Fixed 3.695000000000 N N N N N N Leviathan Bond Ltd. N/A BK6709079 256000 PA USD 216477.18 0.0051290346 Long DBT CORP IL N 2 2030-06-30 Fixed 6.750000000000 N N N N N N OBX 2021-NQM3 TRUST OBX 2021 NQM3 A1 144A N/A 67114JAA8 1672761.29 PA USD 1201317.44 0.0284630404 Long ABS-MBS CORP US N 2 2061-07-25 Variable 1.054000000000 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599ED3 2093000 PA USD 2099396.63 0.0497413998 Long DBT CORP US N 2 2030-09-01 Fixed 6.625000000000 N N N N N N The PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 693475AK1 1861000 PA USD 1861000 0.0440930236 Long DBT CORP US N 2 2023-11-01 Variable 9.311520000000 N N N N N N The PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 693475BC8 2601000 PA USD 1871527.44 0.0443424522 Long DBT CORP US N 2 2026-09-15 Variable 3.400000000000 N N N N N N Revvity Inc. 549300IKL1SDPFI7N655 714046109 98257 NS USD 8140592.45 0.1928765905 Long EC CORP US N 1 N N N Pioneer Natural Resources Company FY8JBF7CCL2VE4F1B628 723787107 154803 NS USD 36997917 0.8765986172 Long EC CORP US N 1 N N N The Procter and Gamble Company 2572IBTT8CCZW6AU4141 742718109 302355 NS USD 45362320.65 1.0747780086 Long EC CORP US N 1 N N N PROVIDENT FUNDING MORTGAGE TRU PFMT 2020 F1 A2 144A N/A 74387TAB0 1472923.4 PA USD 1206037.04 0.0285748628 Long ABS-MBS CORP US N 2 2036-01-25 Variable 2.000000000000 N N N N N N Natwest Group plc N/A 780097BQ3 2020000 PA USD 1850539.17 0.0438451732 Long DBT CORP GB N 2 2025-12-29 Variable 6.000000000000 N N N N N N Salesforce Inc. RCGZFPDMRW58VJ54VR07 79466L302 217881 NS USD 43757041.23 1.0367438209 Long EC CORP US N 1 N N N SAP SE N/A 803054204 311133 NS USD 41691822 0.9878121927 Long EC CORP DE N 1 N N The Charles Schwab Corporation N/A 808513CD5 1965000 PA USD 1891603.01 0.0448181065 Long DBT CORP US N 2 2029-05-19 Variable 5.643000000000 N N N N N N DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75 N/A 830867AB3 2263559 PA USD 2127703.79 0.0504120867 Long DBT CORP US N 2 2028-10-20 Fixed 4.750000000000 N N N N N N Sonic Capital LLC N/A 83546DAG3 2051898.36 PA USD 1856688.96 0.0439908813 Long ABS-O CORP US N 2 2050-01-20 Fixed 3.845000000000 N N N N N N Sunoco LP and Sunoco Finance Corp. N/A 86765LAZ0 1361000 PA USD 1162463.04 0.0275424558 Long DBT CORP US N 2 2030-04-30 Fixed 4.500000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 87264ABF1 5386000 PA USD 4689607.6 0.1111117563 Long DBT CORP US N 2 2030-04-15 Fixed 3.875000000000 N N N N N N Thermo Fisher Scientific Inc. HCHV7422L5HDJZCRFL38 883556102 80952 NS USD 36005021.04 0.8530737462 Long EC CORP US N 1 N N N UNITED AIRLINES 2014-2 CLASS A PASS THRU CE 03/28 3.75 N/A 90932QAA4 1987578.21 PA USD 1853814 0.0439227643 Long DBT CORP US N 2 2026-09-03 Fixed 3.750000000000 N N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 91159HJP6 1851000 PA USD 1864845.78 0.0441841424 Long DBT CORP US N 2 2027-10-26 Variable 6.787000000000 N N N N N N United States Treasury Note/Bond N/A 912810SE9 8387000 PA USD 6207362.87 0.1470722178 Long DBT UST US N 2 2048-11-15 Fixed 3.375000000000 N N N N N N United States Treasury Note/Bond N/A 912810TK4 41523000 PA USD 32126799.36 0.7611863094 Long DBT UST US N 2 2042-08-15 Fixed 3.375000000000 N N N N N N United States Treasury Note/Bond N/A 912810TM0 38713000 PA USD 32818341.05 0.7775711369 Long DBT UST US N 2 2042-11-15 Fixed 4.000000000000 N N N N N N United States Treasury Note/Bond N/A 912810TT5 1317000 PA USD 1126652.34 0.0266939861 Long DBT UST US N 2 2053-08-15 Fixed 4.125000000000 N N N N N N United States Treasury Note/Bond N/A 912810TU2 40550000 PA USD 36165531.25 0.8568767449 Long DBT UST US N 2 2043-08-15 Fixed 4.375000000000 N N N N N N Universal Health Services Inc. 549300YGMGQDO0NMJD09 913903AZ3 1349000 PA USD 1189822.53 0.0281906893 Long DBT CORP US N 2 2026-09-01 Fixed 1.650000000000 N N N N N N VR FUNDING LLC VINE 2020 1A A 144A N/A 91835CAA1 2107216.3 PA USD 1845977.53 0.0437370934 Long ABS-O CORP US N 2 2050-11-15 Fixed 2.790000000000 N N N N N N Valvoline Inc. 549300CMHPBEY6VPOT75 92047W101 1082835 NS USD 32127714.45 0.7612079908 Long EC CORP US N 1 N N JH COLLATERAL N/A N/A 3311382.51 NS USD 33102566.38 0.7843053412 Long STIV RF US N 1 N N Vistra Operations Company LLC 549300ZH5GKBTJZ7NM23 92840VAQ5 1107000 PA USD 1054403.11 0.0249821715 Long DBT CORP US N 2 2033-10-15 Fixed 6.950000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 949746RN3 4624000 PA USD 4492468.19 0.1064408951 Long DBT CORP US N 2 2025-06-15 Variable 5.875000000000 N N N N N N Anheuser-Busch InBev SA/NV 5493008H3828EMEXB082 ACI0PX3F9 689563 NS 39234792.94 0.9295973403 Long EC CORP BE N 2 N N N Vinci N/A B1XH02900 446412 NS 49361751.99 1.1695372888 Long EC CORP FR N 2 N N N Leviathan Bond Ltd. N/A BK6709046 2080000 PA USD 1824513.6 0.0432285444 Long DBT CORP IL N 2 2027-06-30 Fixed 6.500000000000 N N N N N N Linde plc N/A G54950103 96328 NS USD 36812708.48 0.8722104369 Long EC CORP US N 1 N N N TE Connectivity Ltd. N/A H84989104 274689 NS USD 32372098.65 0.7669982317 Long EC CORP US N 1 N N N ASML Holding N.V. N/A N07059210 72871 NS USD 43635883.51 1.0338732082 Long EC CORP NL N 1 N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824100 257150 NS USD 24313532.5 0.5760651058 Long EC CORP US N 1 N N N Air Lease Corporation N/A 00912XAY0 1180000 PA USD 1057224.25 0.0250490133 Long DBT CORP US N 2 2027-12-01 Fixed 3.625000000000 N N N N N N FANNIE MAE OR FREDDIE MAC MBS 30YR TBA N/A 01F0406B8 2245000 PA USD 1939118.75 0.0459439058 Long ABS-MBS USGSE US N 2 2052-04-25 Fixed 4.000000000000 N N N N N N American Airlines Inc. IWUQB36BXD6OWD6X4T14 023771T32 1146000 PA USD 1065576.59 0.0252469069 Long DBT CORP US N 2 2028-02-15 Fixed 7.250000000000 N N N N N N American Tower Corporation 5493006ORUSIL88JOE18 03027X100 92163 NS USD 16422524.97 0.3891019778 Long EC CORP US N 1 N N N American Tower Corporation 5493006ORUSIL88JOE18 03027XAP5 1347000 PA USD 1225019.56 0.0290246192 Long DBT CORP US N 2 2027-07-15 Fixed 3.550000000000 N N N N N N ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 4 A1 144A N/A 03464EAA0 1397165.17 PA USD 1071227.77 0.0253808014 Long ABS-MBS CORP US N 2 2065-01-20 Variable 1.035000000000 N N N N N N Anglo American Capital plc TINT358G1SSHR3L3PW36 034863AR1 1170000 PA USD 1118968.41 0.0265119293 Long DBT CORP GB N 2 2027-04-10 Fixed 4.750000000000 N N N N N N Arbys Funding LLC N/A 038779AB0 2304720 PA USD 2028301.1 0.0480569201 Long ABS-O CORP US N 2 2050-07-30 Fixed 3.237000000000 N N N N N N Blackstone Private Credit Fund N/A 09261HAP2 1287000 PA USD 1221360.27 0.0289379190 Long DBT CORP US N 2 2025-01-15 Fixed 2.700000000000 N N N N N N Broadcom Inc. N/A 11135FBK6 2537000 PA USD 1972578.79 0.0467366809 Long DBT CORP US N 2 2033-04-15 Fixed 3.419000000000 N N N N N N Builders FirstSource Inc. 549300W0SKP6L3H7DP63 12008RAP2 1355000 PA USD 1078386.24 0.0255504083 Long DBT CORP US N 2 2032-02-01 Fixed 4.250000000000 N N N N N N CF HIPPOLYTA ISSUER LLC SORT 2021 1A A1 144A N/A 12530MAE5 2197787.75 PA USD 1924157.68 0.0455894304 Long ABS-O CORP US N 2 2061-03-15 Fixed 1.530000000000 N N N N N N CEMEX S.A.B de C.V 549300RIG2CXWN6IV731 151290BX0 1176000 PA USD 1065835.24 0.0252530351 Long DBT CORP MX N 2 2030-09-17 Fixed 5.200000000000 N N N N N N CEMEX S.A.B de C.V 549300RIG2CXWN6IV731 151290BZ5 1360000 PA USD 1103989.38 0.0261570284 Long DBT CORP MX N 2 2031-07-11 Fixed 3.875000000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE CGCMT 2023 SMRT A 144A N/A 17291NAA9 1109000 PA USD 1068226.28 0.0253096865 Long ABS-MBS CORP US N 2 2040-10-12 Variable 5.819605000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967MK4 2303000 PA USD 2059227.22 0.0487896584 Long DBT CORP US N 2 2025-01-30 Variable 4.700000000000 N N N N N N Citizens Financial Group Inc. N/A 174610105 634936 NS USD 14876550.48 0.3524729130 Long EC CORP US N 1 N N N Citizens Financial Group Inc. N/A 174610AT2 2588000 PA USD 1996118.73 0.0472944171 Long DBT CORP US N 2 2030-04-30 Fixed 3.250000000000 N N N N N N COLT 2020-RPL1 TRUST COLT 2020 RPL1 A1 144A N/A 19687YAA3 2478831.36 PA USD 1982346.97 0.0469681202 Long ABS-MBS CORP US N 2 2065-01-25 Variable 1.389700000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030N101 331671 NS USD 13694695.59 0.3244710025 Long EC CORP US N 1 N N N Concentrix Corporation N/A 20602DAB7 1832000 PA USD 1758811.93 0.0416718624 Long DBT CORP US N 2 2028-08-02 Fixed 6.600000000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401BG2 1145000 PA USD 1084575.33 0.0256970476 Long DBT CORP CH N 2 2034-09-22 Variable 6.301000000000 N N N N N N Dick's Sporting Goods Inc. N/A 253393102 274217 NS USD 29327508.15 0.6948621754 Long EC CORP US N 1 N N Digital Realty Trust Inc. N/A 253868103 196291 NS USD 24410748.76 0.5783684689 Long EC CORP US N 1 N N N Discover Financial Services Z1YLO2USPORE63VVUL20 254709108 239459 NS USD 19654794.72 0.4656847539 Long EC CORP US N 1 N N Driven Brands Funding LLC N/A 26209XAD3 2348080 PA USD 1920102.5 0.0454933502 Long ABS-O CORP US N 2 2051-10-20 Fixed 2.791000000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NBC8 2143000 PA USD 1786307.25 0.0423233142 Long DBT CORP CA N 2 2080-07-15 Variable 5.750000000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273RBK4 1199000 PA USD 1122869.61 0.0266043612 Long DBT CORP US N 2 2027-04-15 Fixed 4.200000000000 N N N N N N FREDDIE MAC POOL FR 04/47 FIXED 3 S6XOOCT0IEG5ABCC6L87 3132AEKM7 2448276.22 PA USD 2010694.83 0.0476397714 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC POOL FR 11/34 FIXED 2.5 S6XOOCT0IEG5ABCC6L87 3132CWDX9 1401050.37 PA USD 1241864.15 0.0294237213 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 2.500000000000 N N N N N N FREDDIE MAC POOL FR 04/53 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 3132DP6U7 1365072.68 PA USD 1228171.45 0.0290992975 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC POOL FR 09/52 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 3132DPAJ7 17697613.81 PA USD 15928275.4 0.3773916297 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QNQL9 35768591.98 PA USD 27708880.19 0.6565117182 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X5Q48 2226305.94 PA USD 1960787.57 0.0464573093 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XFWE7 2238329.37 PA USD 1802598.49 0.0427093056 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XGKT5 2454584.19 PA USD 2056390.5 0.0487224475 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XJPZ0 1974994.72 PA USD 1775073.71 0.0420571558 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XJY72 2099289.7 PA USD 2001846.97 0.0474301374 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XJYB3 2161112.97 PA USD 2065528.02 0.0489389445 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XJYD9 2001850.09 PA USD 1907679.06 0.0451989993 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XLZ50 1215217.27 PA USD 1092490.29 0.0258845782 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 4.500000000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773CM0 1193000 PA USD 1075936.88 0.0254923752 Long DBT CORP US N 2 2023-12-01 Variable 8.689430000000 N N N N N N FORD CREDIT AUTO OWNER TRUST 2 FORDR 2023 2 A 144A N/A 34535CAA4 1998000 PA USD 1949543.7 0.0461909061 Long ABS-O CORP US N 2 2036-02-15 Fixed 5.280000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397A86 1975000 PA USD 1793118.06 0.0424846840 Long DBT CORP US N 2 2027-08-17 Fixed 4.125000000000 N N N N N N Freeport-McMoRan Inc. N/A 35671DBC8 2134000 PA USD 1755193.87 0.0415861390 Long DBT CORP US N 2 2043-03-15 Fixed 5.450000000000 N N N N N N Fresenius Medical Care US Finance III Inc. N/A 35805BAB4 2609000 PA USD 1776686.32 0.0420953637 Long DBT CORP US N 2 2031-02-16 Fixed 2.375000000000 N N N N N N GCI LLC N/A 36166TAB6 1430000 PA USD 1227083 0.0290735087 Long DBT CORP US N 2 2028-10-15 Fixed 4.750000000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 38141G104 59231 NS USD 17983123.91 0.4260775425 Long EC CORP US N 1 N N N HILTON GRAND VACATIONS BORROWE SR UNSECURED 144A 06/29 5 N/A 43284MAA6 1285000 PA USD 1076184.67 0.0254982461 Long DBT CORP US N 2 2029-06-01 Fixed 5.000000000000 N N N N N N Huntington Bancshares Incorporated 549300XTVCVV9I7B5T19 446150BC7 1127000 PA USD 1083375.35 0.0256686163 Long DBT CORP US N 2 2029-08-21 Variable 6.208000000000 N N N N N N JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 01/32 3.625 N/A 46590XAU0 1400000 PA USD 1076177.62 0.0254980791 Long DBT CORP US N 2 2032-01-15 Fixed 3.625000000000 N N N N N N JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 04/33 5.75 N/A 46590XAY2 2277000 PA USD 2011089.21 0.0476491155 Long DBT CORP US N 2 2033-04-01 Fixed 5.750000000000 N N N N N N Jack in the Box Funding LLC N/A 466365AD5 2135940 PA USD 1897402.49 0.0449555146 Long ABS-O CORP US N 2 2052-02-26 Fixed 3.445000000000 N N N N N N JETBLUE 2019-1 CLASS AA PASS T PASS THRU CE 11/33 2.75 N/A 477143AH4 1304313.93 PA USD 1092051.58 0.0258741838 Long DBT CORP US N 2 2032-05-15 Fixed 2.750000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 48128BAG6 2088000 PA USD 1945313.2 0.0460906721 Long DBT CORP US N 2 2025-02-01 Variable 4.600000000000 N N N N N N Liberty Mutual Group Inc. QUR0DG15Z6FFGYCHH861 53079EBM5 1338000 PA USD 1062251.71 0.0251681299 Long DBT CORP US N 2 2051-12-15 Variable 4.125000000000 N N N N N N Lululemon Athletica Inc. 549300D9GZ4BMLDW5T40 550021109 73180 NS USD 28794866.4 0.6822421941 Long EC CORP CA N 1 N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBN9 1156000 PA USD 1075327.4 0.0254779347 Long DBT CORP US N 2 2027-12-01 Fixed 4.250000000000 N N N N N N Marvell Technology Inc. N/A 573874AF1 2255000 PA USD 1929346.61 0.0457123727 Long DBT CORP US N 2 2028-04-15 Fixed 2.450000000000 N N N N N N McKesson Corporation 549300WZWOM80UCFSF54 58155Q103 61387 NS USD 27953184.32 0.6623000620 Long EC CORP US N 1 N N N Micron Technology Inc. B3DXGBC8GAIYWI2Z0172 595112103 413671 NS USD 27662179.77 0.6554052364 Long EC CORP US N 1 N N N Mohegan Tribal Gaming Authority 549300UB083Z2NRDHC48 608328BH2 1197000 PA USD 1099743.75 0.0260564358 Long DBT CORP US N 2 2026-02-01 Fixed 8.000000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YEF8 2911000 PA USD 2059283.99 0.0487910035 Long DBT CORP US N 2 2036-09-16 Variable 2.484000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFF7 1169000 PA USD 1124273.91 0.0266376335 Long DBT CORP US N 2 2029-07-20 Variable 5.449000000000 N N N N N N NextEra Energy Operating Partners LP N/A 65342QAL6 1340000 PA USD 1218353.59 0.0288666811 Long DBT CORP US N 2 2026-10-15 Fixed 3.875000000000 N N N N N N Nissan Motor Acceptance Corporation 7D6DIU2QXTUJRFNNJA49 65480CAC9 2048000 PA USD 1772840.04 0.0420042330 Long DBT CORP US N 2 2026-09-16 Fixed 1.850000000000 N N N N N N The PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 693475BP9 1507000 PA USD 1240262.21 0.0293857662 Long DBT CORP US N 2 2030-03-15 Variable 6.250000000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDD1 3137000 PA USD 1937345.07 0.0459018817 Long DBT CORP MX N 2 2050-01-23 Fixed 7.690000000000 N N N N N N PROGRESS RESIDENTIAL 2020-SFR1 PROG 2020 SFR1 A 144A N/A 74331CAA6 1126954.69 PA USD 1055129.81 0.0249993894 Long ABS-O CORP US N 2 2037-04-17 Fixed 1.732000000000 N N N N N N Regal Rexnord Corporation QH78R09VCJGQKPBPYU33 758750AC7 1253000 PA USD 1232456.83 0.0292008318 Long DBT CORP US N 2 2026-02-15 Fixed 6.050000000000 N N N N N N Regeneron Pharmaceuticals Inc. 549300RCBFWIRX3HYQ56 75886F107 24652 NS USD 19225848.28 0.4555216451 Long EC CORP US N 1 N N N Sesac Finance LLC N/A 78396YAA1 2109372.5 PA USD 1991045.14 0.0471742076 Long ABS-O CORP US N 2 2049-07-25 Fixed 5.216000000000 N N N N N N SLG OFFICE TRUST 2021-OVA SLG 2021 OVA D 144A N/A 78449RAJ4 1738000 PA USD 1220333.22 0.0289135849 Long ABS-MBS CORP US N 2 2041-07-15 Fixed 2.850610000000 N N N N N N The Charles Schwab Corporation N/A 808513105 564603 NS USD 29381940.12 0.6961518423 Long EC CORP US N 1 N N N Sirius XM Radio Inc. WP5O65E6BMU84LNO4227 82967NBA5 1935000 PA USD 1774201.5 0.0420364904 Long DBT CORP US N 2 2027-08-01 Fixed 5.000000000000 N N N N N N Societe Generale O2RNE8IBXP4R0TD8PU41 83370RAA6 1688000 PA USD 1210644.07 0.0286840180 Long DBT CORP FR N 2 2030-11-18 Variable 5.375000000000 N N N N N N Sonic Capital LLC N/A 83546DAN8 1515750.02 PA USD 1214423.46 0.0287735638 Long ABS-O CORP US N 2 2051-08-20 Fixed 2.190000000000 N N N N N N Stryker Corporation 5493002F0SC4JTBU5137 863667101 81740 NS USD 22087782.8 0.5233299988 Long EC CORP US N 1 N N N Suncor Energy Inc. N/A 867224107 987014 NS USD 31979253.6 0.7576904799 Long EC CORP CA N 1 N N Sysco Corporation 5RGWIFLMGH3YS7KWI652 871829107 381156 NS USD 25343062.44 0.6004579526 Long EC CORP US N 1 N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 87264ABV6 2210000 PA USD 1924152.5 0.0455893077 Long DBT CORP US N 2 2029-04-15 Fixed 3.375000000000 N N N N N N Truist Financial Corporation 549300DRQQI75D2JP341 89788MAQ5 1115000 PA USD 1121575.07 0.0265736894 Long DBT CORP US N 2 2029-10-30 Variable 7.161000000000 N N N N N N Ulta Beauty Inc. N/A 90384S303 41936 NS USD 15990616.16 0.3788686810 Long EC CORP US N 1 N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 91159HJN1 1949000 PA USD 1795160.62 0.0425330787 Long DBT CORP US N 2 2034-06-12 Variable 5.836000000000 N N N N N N Atlantica Transmision Sur S.A. 549300PQCSQSSZTVDH16 00289LAA3 804747.5 PA USD 783622.88 0.0185665245 Long DBT CORP PE N 2 2043-04-30 Fixed 6.875000000000 N N N N N N AIR CANADA 2013-1 CLASS A PASS PASS THRU CE 144A 11/26 4.125 N/A 009089AA1 593390.64 PA USD 563852.31 0.0133594590 Long DBT CORP CA N 2 2025-05-15 Fixed 4.125000000000 N N N N N N AIR CANADA 2017-1 CLASS B PASS PASS THRU CE 144A 07/27 3.7 N/A 00908PAC1 564703.7 PA USD 527247.75 0.0124921803 Long DBT CORP CA N 2 2026-01-15 Fixed 3.700000000000 N N N N N N Aker BP ASA 549300NFTY73920OYK69 00973RAF0 534000 PA USD 455688.58 0.0107967154 Long DBT CORP NO N 2 2030-01-15 Fixed 3.750000000000 N N N N N N AMERICAN AIRLINES 2016-1 CLASS PASS THRU CE 07/29 3.575 N/A 02376UAA3 464823.59 PA USD 423573.89 0.0100358160 Long DBT CORP US N 2 2028-01-15 Fixed 3.575000000000 N N N N N N ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 2 A1 144A N/A 03465DAA1 518584.78 PA USD 414071.74 0.0098106797 Long ABS-MBS CORP US N 2 2066-04-25 Variable 0.985000000000 N N N N N N AQUA FINANCE TRUST 2021-A AQFIT 2021 A A 144A N/A 03842VAA5 655852.45 PA USD 575276.98 0.0136301459 Long ABS-O CORP US N 2 2046-07-17 Fixed 1.540000000000 N N N N N N Arsenal AIC Parent LLC N/A 04288BAB6 639000 PA USD 631012.5 0.0149506980 Long DBT CORP US N 2 2030-10-01 Fixed 8.000000000000 N N N N N N Ashtead Capital Inc. N/A 045054AQ6 709000 PA USD 635353.79 0.0150535570 Long DBT CORP US N 2 2033-05-30 Fixed 5.550000000000 N N N N N N United States Treasury Note/Bond N/A 912810TJ7 18482000 PA USD 12677496.88 0.3003703218 Long DBT UST US N 2 2052-08-15 Fixed 3.000000000000 N N N N N N United States Treasury Note/Bond N/A 912810TR9 39441000 PA USD 30745492.03 0.7284587346 Long DBT UST US N 2 2053-05-15 Fixed 3.625000000000 N N N N N N United States Treasury Note/Bond N/A 91282CJF9 24862000 PA USD 24914443.41 0.5903026012 Long DBT UST US N 2 2028-10-31 Fixed 4.875000000000 N N N N N N Universal Health Services Inc. 549300YGMGQDO0NMJD09 913903AW0 1611000 PA USD 1231552.58 0.0291794073 Long DBT CORP US N 2 2030-10-15 Fixed 2.650000000000 N N N N N N Valero Energy Corporation 549300XTO5VR8SKV1V74 91913Y100 423806 NS USD 53823362 1.2752470553 Long EC CORP US N 1 N N N Valvoline Inc. 549300CMHPBEY6VPOT75 92047WAG6 1412000 PA USD 1073120 0.0254256343 Long DBT CORP US N 2 2031-06-15 Fixed 3.625000000000 N N N N N N Autodesk Inc. FRKKVKAIQEF3FCSTPG55 052769AG1 773000 PA USD 644971.1 0.0152814218 Long DBT CORP US N 2 2030-01-15 Fixed 2.850000000000 N N N N N N BARCLAYS COMMERCIAL MORTGAGE T BBCMS 2019 C5 A2 N/A 05492JAT9 665000 PA USD 641570.99 0.0152008623 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 3.043000000000 N N N N N N Vertex Pharmaceuticals Incorporated 54930015RAQRRZ5ZGJ91 92532F100 78942 NS USD 28585687.62 0.6772860818 Long EC CORP US N 1 N N N Vodafone Group Public Limited Company N/A 92857WBQ2 1251000 PA USD 1209619.3 0.0286597379 Long DBT CORP GB N 2 2079-04-04 Variable 7.000000000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 05565AS20 781000 PA USD 793877.91 0.0188094989 Long DBT CORP FR N 2 2027-11-17 Variable 9.250000000000 N N N N N N BRE GRAND ISLANDER TIMESHARE I HGVGI 2019 A A 144A N/A 05588UAA0 439231.93 PA USD 412980.4 0.0097848224 Long ABS-O CORP US N 2 2033-09-26 Fixed 3.280000000000 N N N N N N Braskem Idesa S.A.P.I. N/A 10554NAB4 1072000 PA USD 632723.77 0.0149912435 Long DBT CORP MX N 2 2032-02-20 Fixed 6.990000000000 N N N N N N BRITISH AIRWAYS 2018-1 CLASS A PASS THRU CE 144A 03/33 4.125 N/A 11043HAA6 468963.33 PA USD 412767.69 0.0097797826 Long DBT CORP GB N 2 2031-09-20 Fixed 4.125000000000 N N N N N N BRITISH AIRWAYS 2020-1 CLASS A PASS THRU CE 144A 05/34 4.25 N/A 11044MAA4 600655.39 PA USD 537106.71 0.0127257705 Long DBT CORP GB N 2 2032-11-15 Fixed 4.250000000000 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 15135BAV3 935000 PA USD 773103.91 0.0183172966 Long DBT CORP US N 2 2030-02-15 Fixed 3.375000000000 N N N N N N CENTENE CORP SR UNSECURED 07/28 2.45 549300Z7JJ4TQSQGT333 15135BAY7 507000 PA USD 426483.33 0.0101047499 Long DBT CORP US N 2 2028-07-15 Fixed 2.450000000000 N N N N N N Civitas Resources Inc. IIVIHPH28S64K95M2381 17888HAC7 757000 PA USD 770494.16 0.0182554633 Long DBT CORP US N 2 2030-11-01 Fixed 8.625000000000 N N N N N N Constellation Energy Generation LLC S2PEWKCZFFECR4533P43 210385AD2 549000 PA USD 530673.81 0.0125733546 Long DBT CORP US N 2 2034-01-15 Fixed 6.125000000000 N N N N N N CSMC 2021-NQM5 TRUST CSMC 2021 NQM5 A1 144A N/A 22946DAA0 579648.28 PA USD 438741.06 0.0103951746 Long ABS-MBS CORP US N 2 2066-05-25 Variable 0.938000000000 N N N N N N Cushman and Wakefield U.S. Borrower LLC. N/A 23166MAC7 116000 PA USD 109978.44 0.0026057399 Long DBT CORP US N 2 2031-09-01 Fixed 8.875000000000 N N N N N N DaVita Inc. M2XHYMU3TZNEZURC6H66 23918KAT5 1091000 PA USD 784216.69 0.0185805938 Long DBT CORP US N 2 2031-02-15 Fixed 3.750000000000 N N N N N N DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A C 144A N/A 25265LAE0 514000 PA USD 446373.74 0.0105760171 Long ABS-O CORP US N 2 2049-04-15 Fixed 3.475000000000 N N N N N N Discover Financial Services Z1YLO2USPORE63VVUL20 254709AM0 621000 PA USD 557425.4 0.0132071850 Long DBT CORP US N 2 2027-02-09 Fixed 4.100000000000 N N N N N N EQM Midstream Partners LP N/A 26885BAN0 128000 PA USD 125585.4 0.0029755185 Long DBT CORP US N 2 2030-06-01 Fixed 7.500000000000 N N N N N N Edgewell Personal Care Company 549300CY8QZDL4Z3RU59 28035QAA0 96000 PA USD 87615.84 0.0020758986 Long DBT CORP US N 2 2028-06-01 Fixed 5.500000000000 N N N N N N Meta Platforms Inc. BQ4BKCS1HXDV9HN80Z93 30303M8M7 807000 PA USD 778142.41 0.0184366747 Long DBT CORP US N 2 2030-05-15 Fixed 4.800000000000 N N N N N N FREDDIE MAC GOLD POOL FG 11/39 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 3128M7ZW9 444687.46 PA USD 439878.21 0.0104221173 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 5.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 03/41 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 3129456J2 676753.93 PA USD 629676.15 0.0149190356 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 11/48 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 31335B5H5 753771.88 PA USD 643673.7 0.0152506822 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138W7GB4 99499.25 PA USD 84477.67 0.0020015453 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WEHE2 497779.87 PA USD 426905.57 0.0101147541 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J8BK8 455381.1 PA USD 403205.08 0.0095532139 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QBHE1 505875.73 PA USD 445068.66 0.0105450956 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X5CA9 663404.28 PA USD 538510.66 0.0127590345 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31419B5W1 419846.78 PA USD 390012.64 0.0092406430 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.500000000000 N N N N N N GEMS MENASA CAYMAN LTD / GEMS SR SECURED 144A 07/26 7.125 N/A 36166LAA5 576000 PA USD 554400 0.0131355036 Long DBT CORP AE N 2 2026-07-31 Fixed 7.125000000000 N N N N N N GCAT 2021-NQM2 TRUST GCAT 2021 NQM2 A1 144A N/A 36166XAA9 733055.64 PA USD 572609.85 0.0135669530 Long ABS-MBS CORP US N 2 2066-05-25 Variable 1.036000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378BE47 774253.95 PA USD 11974.69 0.0002837186 Long ABS-MBS USGA US N 2 2053-01-16 Variable 0.621300000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379R4C4 2765891.16 PA USD 102542.37 0.0024295557 Long ABS-MBS USGA US N 2 2058-10-16 Variable 0.718190000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379R4P5 1295162.32 PA USD 39033.08 0.0009248181 Long ABS-MBS USGA US N 2 2059-02-16 Variable 0.485960000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379RG98 1810177.73 PA USD 28899.49 0.0006847211 Long ABS-MBS USGA US N 2 2057-04-16 Variable 0.229840000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379RJU8 1518974.11 PA USD 60065.25 0.0014231373 Long ABS-MBS USGA US N 2 2056-11-16 Variable 0.891290000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379RNC3 821134.14 PA USD 28962.71 0.0006862189 Long ABS-MBS USGA US N 2 2057-12-16 Variable 0.755080000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379RPH0 1437181.23 PA USD 40507.82 0.0009597594 Long ABS-MBS USGA US N 2 2058-07-16 Variable 0.591080000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379RSQ7 1114925.27 PA USD 40231.63 0.0009532156 Long ABS-MBS USGA US N 2 2059-05-16 Variable 0.744950000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379RW58 1480291.09 PA USD 46580.76 0.0011036467 Long ABS-MBS USGA US N 2 2059-01-16 Variable 0.627590000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379U6A9 2289505.08 PA USD 53795.81 0.0012745943 Long ABS-MBS USGA US N 2 2058-12-16 Variable 0.527630000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379U7Q3 2282223.87 PA USD 78641.55 0.0018632691 Long ABS-MBS USGA US N 2 2057-11-16 Variable 0.643750000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380JAH1 1972364.96 PA USD 54710.84 0.0012962742 Long ABS-MBS USGA US N 2 2059-06-16 Variable 0.432850000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380JUL0 3809345.71 PA USD 129696.41 0.0030729215 Long ABS-MBS USGA US N 2 2060-03-16 Variable 0.530840000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380P2F0 9251475.68 PA USD 553001.41 0.0131023666 Long ABS-MBS USGA US N 2 2062-06-16 Variable 0.881870000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380RBL3 8701261.46 PA USD 565566.33 0.0134000696 Long ABS-MBS USGA US N 2 2062-12-16 Variable 0.962130000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381D2H2 9242718.98 PA USD 532557.15 0.0126179769 Long ABS-MBS USGA US N 2 2064-03-16 Variable 0.800660000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381D8R4 7183903.69 PA USD 427292.84 0.0101239298 Long ABS-MBS USGA US N 2 2063-01-16 Variable 0.871280000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381EW61 13392573.8 PA USD 776979.54 0.0184091226 Long ABS-MBS USGA US N 2 2063-09-16 Variable 0.754560000000 N N N N N N Group 1 Automotive Inc. 549300US8QAZJLWYAF63 398905AN9 616000 PA USD 530220.4 0.0125626118 Long DBT CORP US N 2 2028-08-15 Fixed 4.000000000000 N N N N N N IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2021 NQM1 A1 144A N/A 452764AA1 695959.97 PA USD 553355.34 0.0131107523 Long ABS-MBS CORP US N 2 2056-06-25 Variable 1.071000000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50076QAE6 960000 PA USD 791226.04 0.0187466676 Long DBT CORP US N 2 2042-06-04 Fixed 5.000000000000 N N N N N N LKQ Corporation DS830JTTZQN6GK0I2E41 501889AC3 565000 PA USD 547540.4 0.0129729778 Long DBT CORP US N 2 2028-06-15 Fixed 5.750000000000 N N N N N N LLPL Capital Pte Ltd N/A 50201PAA4 120690 PA USD 105079.34 0.0024896646 Long DBT CORP SG N 2 2039-02-04 Fixed 6.875000000000 N N N N N N MandT Bank Corporation N/A 55261FAH7 755000 PA USD 569362.71 0.0134900179 Long DBT CORP US N 2 2026-11-01 Variable 5.125000000000 N N N N N N MFA 2021-NQM1 TRUST MFRA 2021 NQM1 A1 144A N/A 55283FAA6 459219.54 PA USD 398553.06 0.0094429927 Long ABS-MBS CORP US N 2 2065-04-25 Variable 1.153000000000 N N N N N N Macy's Retail Holdings LLC N/A 55617LAP7 617000 PA USD 543947.2 0.0128878435 Long DBT CORP US N 2 2029-04-01 Fixed 5.875000000000 N N N N N N Macy's Retail Holdings LLC N/A 55617LAQ5 529000 PA USD 447527.39 0.0106033508 Long DBT CORP US N 2 2030-03-15 Fixed 5.875000000000 N N N N N N MasTec Inc. 549300TMDIT8WREDOF45 576323AP4 887000 PA USD 777922.22 0.0184314577 Long DBT CORP US N 2 2028-08-15 Fixed 4.500000000000 N N N N N N Nationstar Mortgage Holdings Inc. N/A 63861CAC3 887000 PA USD 783841.9 0.0185717138 Long DBT CORP US N 2 2028-08-15 Fixed 5.500000000000 N N N N N N Nationstar Mortgage Holdings Inc. N/A 63861CAD1 491000 PA USD 397309.65 0.0094135324 Long DBT CORP US N 2 2030-12-15 Fixed 5.125000000000 N N N N N N Netflix Inc. 549300Y7VHGU0I7CE873 64110LAU0 435000 PA USD 421763.91 0.0099929318 Long DBT CORP US N 2 2029-11-15 Fixed 5.375000000000 N N N N N N Nippon Life Insurance Company 549300Y0HHMFW3EVWY08 654579AH4 710000 PA USD 545152.13 0.0129163921 Long DBT CORP JP N 2 2051-01-21 Variable 2.750000000000 N N N N N N NiSource Inc. N/A 65473PAL9 594000 PA USD 435050.11 0.0103077242 Long DBT CORP US N 2 2031-02-15 Fixed 1.700000000000 N N N N N N OneMain Finance Corporation 5493008I795YYBFWFU90 682695AA9 656000 PA USD 638394.65 0.0151256047 Long DBT CORP US N 2 2029-01-15 Fixed 9.000000000000 N N N N N N Ovintiv Inc. N/A 69047QAB8 584000 PA USD 567002.25 0.0134340911 Long DBT CORP US N 2 2028-05-15 Fixed 5.650000000000 N N N N N N Ovintiv Inc. N/A 69047QAC6 586000 PA USD 557038.44 0.0131980167 Long DBT CORP US N 2 2033-07-15 Fixed 6.250000000000 N N N N N N The PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 693475AT2 97000 PA USD 87693.29 0.0020777336 Long DBT CORP US N 2 2027-05-19 Fixed 3.150000000000 N N N N N N Renaissance Home Equity Loan Trust 2005-2 N/A 75970NAL1 113741.15 PA USD 111910.99 0.0026515282 Long ABS-MBS CORP US N 2 2035-08-25 Variable 5.434000000000 N N N N N N RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/31 4.625 N/A 76120HAC1 600000 PA USD 423000 0.0100222187 Long DBT CORP US N 2 2031-04-06 Fixed 4.625000000000 N N N N N N Royalty Pharma plc N/A 78081BAJ2 909000 PA USD 773995.71 0.0183384262 Long DBT CORP US N 2 2027-09-02 Fixed 1.750000000000 N N N N N N SMBC Aviation Capital Finance Designated Activity Company N/A 78448TAF9 666000 PA USD 552884.9 0.0130996061 Long DBT CORP IE N 2 2028-06-15 Fixed 2.300000000000 N N N N N N Simpar Europe N/A 82883PAA2 21000 PA USD 16380 0.0003880944 Long DBT CORP LU N 2 2031-01-26 Fixed 5.200000000000 N N N N N N Sotheby's N/A 835898AH0 707000 PA USD 631411.31 0.0149601471 Long DBT CORP US N 2 2027-10-15 Fixed 7.375000000000 N N N N N N Standard Industries Inc. 54930064UHXCIUWVI755 853496AH0 706000 PA USD 534241.93 0.0126578947 Long DBT CORP US N 2 2031-01-15 Fixed 3.375000000000 N N N N N N TELESAT CANADA / TELESAT LLC SR SECURED 144A 12/26 5.625 N/A 87952VAR7 652000 PA USD 416165.08 0.0098602776 Long DBT CORP CA N 2 2026-12-06 Fixed 5.625000000000 N N N N N N TEEKAY OFF ESCROW N/A 879ESCAH4 1216000 PA USD 15200 0.0003601365 Long DBT CORP US N 2 2023-07-15 None 0.000000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 4 A1 144A N/A 89175TAA6 715104.4 PA USD 641723.46 0.0152044748 Long ABS-MBS CORP US N 2 2058-06-25 Variable 3.000000000000 N N N N N N United Airlines Inc. N/A 90932LAG2 140000 PA USD 129866.03 0.0030769403 Long DBT CORP US N 2 2026-04-15 Fixed 4.375000000000 N N N N N N Venture Global Calcasieu Pass LLC N/A 92328MAA1 476000 PA USD 396116.87 0.0093852716 Long DBT CORP US N 2 2029-08-15 Fixed 3.875000000000 N N N N N N VERUS SECURITIZATION TRUST 202 VERUS 2021 R1 A1 144A N/A 92538BAA1 500781.7 PA USD 444171.58 0.0105238409 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 4 A1 144A N/A 92538HAA8 707119.4 PA USD 535491.9 0.0126875105 Long ABS-MBS CORP US N 2 2066-07-25 Variable 0.938000000000 N N N N N N Zayo Group Holdings Inc. N/A 98919VAA3 1055000 PA USD 794037.94 0.0188132905 Long DBT CORP US N 2 2027-03-01 Fixed 4.000000000000 N N N N N N Zayo Group Holdings Inc. N/A 98919VAB1 978000 PA USD 647874.54 0.0153502135 Long DBT CORP US N 2 2028-03-01 Fixed 6.125000000000 N N N N N N AES Panama Generation Holdings S.R.L. N/A 00109AAB3 1190247.96 PA USD 971004.29 0.0230061876 Long DBT CORP PA N 2 2030-05-31 Fixed 4.375000000000 N N N N N N AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust N/A 00774MAS4 1878000 PA USD 1688745.13 0.0400117565 Long DBT CORP IE N 2 2026-01-30 Fixed 1.750000000000 N N N N N N AIR CANADA 2020-1 CLASS C PASS PASS THRU CE 144A 07/26 10.5 N/A 008911BD0 930000 PA USD 1000243.55 0.0236989589 Long DBT CORP CA N 2 2026-07-15 Fixed 10.500000000000 N N N N N N Air Lease Corporation N/A 00914AAJ1 923000 PA USD 856685.13 0.0202976022 Long DBT CORP US N 2 2026-01-15 Fixed 2.875000000000 N N N N N N ALBION FINANCING 1 SARL / AGGR SR SECURED 144A 10/26 6.125 N/A 013304AA8 959000 PA USD 887075 0.0210176351 Long DBT CORP LU N 2 2026-10-15 Fixed 6.125000000000 N N N N N N Ally Financial Inc. 549300JBN1OSM8YNAI90 02005NBT6 1542000 PA USD 1473912.56 0.0349216879 Long DBT CORP US N 2 2029-06-13 Variable 6.992000000000 N N N N N N Amazon.com Inc. ZXTILKJKG63JELOEG630 023135106 1348944 NS USD 179530956.96 4.2536607838 Long EC CORP US N 1 N N N AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/32 3.95 N/A 02376LAA3 1721720 PA USD 1477525.53 0.0350072907 Long DBT CORP US N 2 2030-07-11 Fixed 3.950000000000 N N N N N N AMERICAN AIRLINES 2015-1 CLASS PASS THRU CE 11/28 3.375 N/A 023770AA8 4302549.34 PA USD 3798203.65 0.0899915546 Long DBT CORP US N 2 2027-05-01 Fixed 3.375000000000 N N N N N N AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.5 N/A 02378MAA9 1651069.19 PA USD 1317414.03 0.0312137388 Long DBT CORP US N 2 2032-02-15 Fixed 3.500000000000 N N N N N N American Homes 4 Rent L.P. N/A 02666TAA5 1050000 PA USD 966102.18 0.0228900409 Long DBT CORP US N 2 2028-02-15 Fixed 4.250000000000 N N N N N N American Tower Corporation 5493006ORUSIL88JOE18 03027XAW0 2862000 PA USD 2505817.77 0.0593708125 Long DBT CORP US N 2 2029-08-15 Fixed 3.800000000000 N N N N N N Cencora Inc. AI8GXW8LG5WK7E9UD086 03073EAR6 1569000 PA USD 1289852.95 0.0305607289 Long DBT CORP US N 2 2030-05-15 Fixed 2.800000000000 N N N N N N ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 5 A1 144A N/A 03465HAA2 1632516.39 PA USD 1320492.39 0.0312866750 Long ABS-MBS CORP US N 2 2066-07-25 Variable 0.951000000000 N N N N N N ANHEUSER-BUSCH COS LLC / ANHEU COMPANY GUAR 02/36 4.7 N/A 03522AAH3 1968000 PA USD 1731917.42 0.0410346457 Long DBT CORP US N 2 2036-02-01 Fixed 4.700000000000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 037833100 499992 NS USD 85383633.84 2.0230105214 Long EC CORP US N 1 N N N APPLEBEE'S FUNDING LLC / IHOP DIN 2023 1A A2 144A N/A 03789XAF5 1003000 PA USD 982363.28 0.0232753183 Long ABS-O CORP US N 2 2053-03-05 Fixed 7.824000000000 N N N N N N Ares Capital Corporation WEQ82666OJYSI5GUAB47 04010LBA0 1902000 PA USD 1670512.91 0.0395797771 Long DBT CORP US N 2 2026-07-15 Fixed 2.150000000000 N N N N N N Ashtead Capital Inc. N/A 045054AF0 1075000 PA USD 995344.77 0.0235828911 Long DBT CORP US N 2 2027-08-15 Fixed 4.375000000000 N N N N N N AutoNation Inc. N/A 05329WAQ5 1698000 PA USD 1487235.56 0.0352373523 Long DBT CORP US N 2 2030-06-01 Fixed 4.750000000000 N N N N N N BPCE N/A 05578QAD5 1695000 PA USD 1635117.77 0.0387411534 Long DBT CORP FR N 2 2025-03-15 Fixed 4.500000000000 N N N N N N BX TRUST 2022-CLS BX 2022 CLS A 144A N/A 05609XAA9 1528000 PA USD 1469035.55 0.0348061360 Long ABS-MBS CORP US N 2 2027-10-13 Fixed 5.760000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 060505EU4 2765000 PA USD 2690386.2 0.0637438271 Long DBT CORP US N 2 2026-03-10 Variable 6.300000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GJT7 4958000 PA USD 3801540.55 0.0900706164 Long DBT CORP US N 2 2032-04-22 Variable 2.687000000000 N N N N N N Berkshire Hathaway Inc. 5493000C01ZX7D35SD85 084670702 269577 NS USD 92014717.41 2.1801220336 Long EC CORP US N 1 N N N BlueLinx Holdings Inc. N/A 09624HAA7 1187000 PA USD 998937.54 0.0236680153 Long DBT CORP US N 2 2029-11-15 Fixed 6.000000000000 N N N N N N BOEING CO/THE SR UNSECURED 05/30 5.15 N/A 097023CY9 4079000 PA USD 3821818.76 0.0905510718 Long DBT CORP US N 2 2030-05-01 Fixed 5.150000000000 N N N N N N Booking Holdings Inc. FXM8FAOHMYDIPD38UZ17 09857LAR9 1822000 PA USD 1697520.25 0.0402196671 Long DBT CORP US N 2 2030-04-13 Fixed 4.625000000000 N N N N N N Braskem Netherlands Finance B.V. N/A 10554TAD7 1932000 PA USD 1487389.61 0.0352410022 Long DBT CORP NL N 2 2030-01-31 Fixed 4.500000000000 N N N N N N Broadcom Inc. N/A 11135F101 123042 NS USD 103523847.54 2.4528100219 Long EC CORP US N 1 N N N Broadcom Inc. N/A 11135FBA8 5911000 PA USD 5496689.68 0.1302341041 Long DBT CORP US N 2 2029-04-15 Fixed 4.750000000000 N N N N N N Builders FirstSource Inc. 549300W0SKP6L3H7DP63 12008RAR8 964000 PA USD 882320.91 0.0209049955 Long DBT CORP US N 2 2032-06-15 Fixed 6.375000000000 N N N N N N CLI Funding VIII LLC N/A 12565KAA5 1753848.32 PA USD 1492086.81 0.0353522939 Long ABS-O CORP US N 2 2046-02-18 Fixed 1.640000000000 N N N N N N CSMC 2021-NQM6 CSMC 2021 NQM6 A1 144A N/A 12662KAA7 1719134.6 PA USD 1310537.22 0.0310508052 Long ABS-MBS CORP US N 2 2066-07-25 Variable 1.174000000000 N N N N N N Century Communities Inc. N/A 156504AM4 1092000 PA USD 881199.88 0.0208784348 Long DBT CORP US N 2 2029-08-15 Fixed 3.875000000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A 161175BK9 2897000 PA USD 2636525.89 0.0624677046 Long DBT CORP US N 2 2028-03-15 Fixed 4.200000000000 N N N N N N Columbia Pipelines Operating Company LLC N/A 19828TAB2 940000 PA USD 892666.68 0.0211501198 Long DBT CORP US N 2 2033-11-15 Fixed 6.036000000000 N N N N N N CONNECT FINCO SARL / CONNECT U SR SECURED 144A 10/26 6.75 N/A 20752TAA2 1637000 PA USD 1526561.71 0.0361691142 Long DBT CORP LU N 2 2026-10-01 Fixed 6.750000000000 N N N N N N Constellation Energy Generation LLC S2PEWKCZFFECR4533P43 210385AE0 937000 PA USD 880070.19 0.0208516688 Long DBT CORP US N 2 2053-10-01 Fixed 6.500000000000 N N N N N N CoStar Group Inc. N/A 22160NAA7 2114000 PA USD 1641574.55 0.0388941351 Long DBT CORP US N 2 2030-07-15 Fixed 2.800000000000 N N N N N N Credit Agricole SA N/A 225313AM7 3030000 PA USD 2462327.77 0.0583403957 Long DBT CORP FR N 2 2030-01-14 Fixed 3.250000000000 N N N N N N CYRUSONE DATA CENTERS ISSUER I CYRUS 2023 1A A2 144A N/A 23284BAA2 2001000 PA USD 1752823.57 0.0415299790 Long ABS-O CORP US N 2 2048-04-20 Fixed 4.300000000000 N N N N N N DB Master Finance LLC N/A 233046AN1 3703042.5 PA USD 3242091.47 0.0768154840 Long ABS-O CORP US N 2 2051-11-20 Fixed 2.045000000000 N N N N N N DPL Inc. N/A 233293AR0 945000 PA USD 889289.84 0.0210701117 Long DBT CORP US N 2 2025-07-01 Fixed 4.125000000000 N N N N N N DaVita Inc. M2XHYMU3TZNEZURC6H66 23918KAS7 1677000 PA USD 1314281.94 0.0311395296 Long DBT CORP US N 2 2030-06-01 Fixed 4.625000000000 N N N N N N Deere and Company PWFTNG3EI0Y73OXWDH08 244199105 203798 NS USD 74459637.28 1.7641862130 Long EC CORP US N 1 N N N DELL INTERNATIONAL LLC / EMC C SR UNSECURED 10/29 5.3 N/A 24703TAG1 1564000 PA USD 1492003.07 0.0353503098 Long DBT CORP US N 2 2029-10-01 Fixed 5.300000000000 N N N N N N Dominion Energy Inc. ILUL7B6Z54MRYCF6H308 25746UDG1 1191000 PA USD 1001584.6 0.0237307326 Long DBT CORP US N 2 2030-04-01 Fixed 3.375000000000 N N N N N N Driven Brands Funding LLC N/A 26209XAC5 1745637.5 PA USD 1484701.35 0.0351773088 Long ABS-O CORP US N 2 2051-01-20 Fixed 3.237000000000 N N N N N N Electricite de France 549300X3UK4GG3FNMO06 28504KAA5 1251000 PA USD 1283987.62 0.0304217606 Long DBT CORP FR N 2 2033-03-15 Variable 9.125000000000 N N N N N N Emera US Finance LP N/A 29103DAJ5 1414000 PA USD 1325187.1 0.0313979076 Long DBT CORP US N 2 2026-06-15 Fixed 3.550000000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NAS4 1750000 PA USD 1488901.23 0.0352768173 Long DBT CORP CA N 2 2077-07-15 Variable 5.500000000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273RBF5 1708000 PA USD 1322678.75 0.0313384768 Long DBT CORP US N 2 2045-03-15 Fixed 5.150000000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29278NAG8 1790000 PA USD 1698836.88 0.0402508622 Long DBT CORP US N 2 2029-04-15 Fixed 5.250000000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29278NAN3 1681000 PA USD 1639526.99 0.0388456218 Long DBT CORP US N 2 2027-06-01 Fixed 5.500000000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBN2 3087000 PA USD 2649330.7 0.0627710914 Long DBT CORP US N 2 2077-08-16 Variable 5.250000000000 N N N N N N FREDDIE MAC POOL FR 02/38 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 3132D6DR8 6420380.8 PA USD 6085775.59 0.1441914275 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC POOL FR 10/49 FIXED 3 S6XOOCT0IEG5ABCC6L87 3132DMDD4 3291274.38 PA USD 2677824.61 0.0634462029 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC POOL FR 07/52 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 3132DNEX7 1665427.64 PA USD 1497363.34 0.0354773117 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC POOL FR 08/52 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 3132DNTB9 4150679.57 PA USD 3734413.73 0.0884801680 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC POOL FR 09/52 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 3132DNVJ9 2867582.8 PA USD 2581789.17 0.0611708172 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC POOL FR 07/52 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 3132DPAG3 6120665.65 PA USD 5503007.24 0.1303837872 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC POOL FR 12/52 FIXED 5 S6XOOCT0IEG5ABCC6L87 3132DPGG7 5911167.94 PA USD 5456117.96 0.1292728307 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.000000000000 N N N N N N FREDDIE MAC POOL FR 12/52 FIXED 5 S6XOOCT0IEG5ABCC6L87 3132DPHH4 3504415.65 PA USD 3248877.52 0.0769762671 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.000000000000 N N N N N N FREDDIE MAC POOL FR 12/52 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 3132DPQ27 1447273.06 PA USD 1299414.43 0.0307872709 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC POOL FR 08/53 FIXED 5 S6XOOCT0IEG5ABCC6L87 3132DQ6B7 4124945.97 PA USD 3818071.69 0.0904622918 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.000000000000 N N N N N N FREDDIE MAC POOL FR 04/53 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 3132DQH74 6145443.1 PA USD 5513868.97 0.1306411362 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC POOL FR 06/53 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 3132DQV78 2841190.27 PA USD 2703204.03 0.0640475223 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.500000000000 N N N N N N FREDDIE MAC POOL FR 07/53 FIXED 5 S6XOOCT0IEG5ABCC6L87 3132DQY83 4170801.9 PA USD 3856244.61 0.0913667300 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.000000000000 N N N N N N FREDDIE MAC POOL FR 08/51 FIXED 2.5 S6XOOCT0IEG5ABCC6L87 3132DVLY9 4891148.49 PA USD 3802785.78 0.0901001199 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.500000000000 N N N N N N FREDDIE MAC POOL FR 12/52 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 3132DVME2 6605958.48 PA USD 5964099.77 0.1413085394 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC POOL FR 10/53 FIXED 6 S6XOOCT0IEG5ABCC6L87 3132E0KH4 1509319.01 PA USD 1473598.15 0.0349142386 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.000000000000 N N N N N N FREDDIE MAC POOL FR 10/53 FIXED 6 S6XOOCT0IEG5ABCC6L87 3132E0KT8 6066641.79 PA USD 5925614.75 0.1403967066 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 12/45 FIXED 3 S6XOOCT0IEG5ABCC6L87 31335AMG0 1829838.48 PA USD 1516011.3 0.0359191413 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 10/46 FIXED 3 S6XOOCT0IEG5ABCC6L87 31335AYT9 2007080.35 PA USD 1653447.04 0.0391754322 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC POOL FR 01/50 FIXED 3 S6XOOCT0IEG5ABCC6L87 3133A1CC4 4693082.58 PA USD 3815421.23 0.0903994940 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC POOL FR 04/52 FIXED 4 S6XOOCT0IEG5ABCC6L87 3133KN6V0 6540866.04 PA USD 5674415.83 0.1344450032 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC POOL FR 04/52 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 3133KN7G2 7201901.9 PA USD 6038078.15 0.1430613231 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC POOL FR 12/51 FIXED 2.5 S6XOOCT0IEG5ABCC6L87 3133KNED1 1242856.68 PA USD 958920.73 0.0227198895 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.500000000000 N N N N N N FREDDIE MAC POOL FR 03/52 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 3133KNWD1 3036997.34 PA USD 2532933.22 0.0600132639 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC POOL FR 03/52 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 3133KNWL3 2012541.07 PA USD 1687944.36 0.0399927837 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC POOL FR 11/52 FIXED 5 S6XOOCT0IEG5ABCC6L87 3133KQEV4 6642618.72 PA USD 6129184.81 0.1452199303 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.000000000000 N N N N N N FREDDIE MAC POOL FR 03/53 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 3133KQWV4 3464898.72 PA USD 3297463.76 0.0781274301 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.500000000000 N N N N N N FREDDIE MAC POOL FR 06/36 FIXED 2 S6XOOCT0IEG5ABCC6L87 3133L8DV4 4282879.15 PA USD 3647107.15 0.0864115968 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 2.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EHTR3 2774670.88 PA USD 2505189.02 0.0593559154 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138ELB44 2998587.41 PA USD 2595617.44 0.0614984530 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140FNJU9 3097916.86 PA USD 2751680.97 0.0651960956 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J5XB0 4508021.33 PA USD 3860530.62 0.0914682792 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J7LP8 3233369.31 PA USD 2655467.92 0.0629165017 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J7TQ8 1539350.46 PA USD 1266626.97 0.0300104314 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140Q8WW1 1638244.88 PA USD 1492121.79 0.0353531227 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QPJK4 3102037.54 PA USD 2791907.92 0.0661492003 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QR5H2 4058025.64 PA USD 3758314.48 0.0890464530 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XCL97 3495353.02 PA USD 2714301.36 0.0643104534 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XDXC5 3903170.84 PA USD 3315720.99 0.0785600020 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XGX87 1110362.52 PA USD 978283.12 0.0231786463 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XGYW3 1719273.06 PA USD 1334556.83 0.0316199064 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XHFS1 3886308.07 PA USD 3424025.51 0.0811260814 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XJY80 3727831.8 PA USD 3552467.14 0.0841692732 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XJYF4 1820823.43 PA USD 1730616.2 0.0410038156 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XKX62 2695667.42 PA USD 2563803.46 0.0607446784 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XL6K9 4374181.73 PA USD 3731690.98 0.0884156574 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 2.000000000000 N N N N N N First Quantum Minerals Ltd. 549300I7UVBGWRYMYZ18 335934AT2 1946000 PA USD 1657458.21 0.0392704696 Long DBT CORP CA N 2 2027-10-15 Fixed 6.875000000000 N N N N N N FIRSTKEY HOMES 2020-SFR1 TRUST FKH 2020 SFR1 A 144A N/A 33767MAA3 2708139.97 PA USD 2476634.62 0.0586793706 Long ABS-O CORP US N 2 2037-08-17 Fixed 1.339000000000 N N N N N N FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021 SFR1 A 144A N/A 33767WAA1 1477866.18 PA USD 1296813.53 0.0307256473 Long ABS-O CORP US N 2 2038-08-17 Fixed 1.538000000000 N N N N N N FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021 SFR1 D 144A N/A 33767WAG8 1729000 PA USD 1496431.17 0.0354552256 Long ABS-O CORP US N 2 2038-08-17 Fixed 2.189000000000 N N N N N N FirstEnergy Corp. 549300SVYJS666PQJH88 337932AL1 1064000 PA USD 858204.63 0.0203336040 Long DBT CORP US N 2 2030-03-01 Fixed 2.650000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397B36 1045000 PA USD 860753.34 0.0203939910 Long DBT CORP US N 2 2030-11-13 Fixed 4.000000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397ZR7 2689000 PA USD 2447411.42 0.0579869798 Long DBT CORP US N 2 2029-05-03 Fixed 5.113000000000 N N N N N N Foundry JV Holdco LLC N/A 350930AA1 1627000 PA USD 1509323.01 0.0357606744 Long DBT CORP US N 2 2034-01-25 Fixed 5.875000000000 N N N N N N Freeport-McMoRan Inc. N/A 35671D857 2028408 NS USD 68519622.24 1.6234483176 Long EC CORP US N 1 N N N GCAT 2021-NQM3 TRUST GCAT 2021 NQM3 A1 144A N/A 36167HAA3 1094355.96 PA USD 861098.26 0.0204021633 Long ABS-MBS CORP US N 2 2066-05-25 Variable 1.091000000000 N N N N N N Gartner Inc. PP55B5R38BFB8O8HH686 366651AC1 1677000 PA USD 1508827.81 0.0357489415 Long DBT CORP US N 2 2028-07-01 Fixed 4.500000000000 N N N N N N Golden State Tobacco Securitization Corporation N/A 38122ND66 1307000 PA USD 857184.97 0.0203094450 Long DBT MUN US N 2 2050-06-01 Fixed 4.214000000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 38141GYN8 1979000 PA USD 1487918.31 0.0352535288 Long DBT CORP US N 2 2032-10-21 Variable 2.650000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381E3Q9 17762280.33 PA USD 879181.37 0.0208306098 Long ABS-MBS USGA US N 2 2064-06-16 Variable 0.711520000000 N N N N N N Huntington Ingalls Industries Inc. 5TZLZ6WJTBVJ0QWBG121 446413AT3 989000 PA USD 875676.92 0.0207475782 Long DBT CORP US N 2 2030-05-01 Fixed 4.200000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46625H100 611924 NS USD 85094151.44 2.0161517603 Long EC CORP US N 1 N N N KB Home 549300LGUCWQURMWLG09 48666KAZ2 1246000 PA USD 972884.66 0.0230507395 Long DBT CORP US N 2 2031-06-15 Fixed 4.000000000000 N N N N N N Lazard Group LLC FI94J2CJ1D7BIGVMS874 52107QAK1 1466000 PA USD 1330842.34 0.0315318983 Long DBT CORP US N 2 2029-03-11 Fixed 4.375000000000 N N N N N N Eli Lilly and Company FRDRIPF3EKNDJ2CQJL29 532457108 200549 NS USD 111090107.57 2.6320788461 Long EC CORP US N 1 N N N Lowe`s Companies Inc. WAFCR4OKGSC504WU3E95 548661107 288140 NS USD 54910839.8 1.3010128716 Long EC CORP US N 1 N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953CH2 1967000 PA USD 1716372.43 0.0406663353 Long DBT CORP US N 2 2028-10-15 Fixed 4.750000000000 N N N N N N MSCI Inc. 549300HTIN2PD78UB763 55354GAM2 2061000 PA USD 1636260.24 0.0387682221 Long DBT CORP US N 2 2031-11-01 Fixed 3.625000000000 N N N N N N Macquarie Bank Limited 4ZHCHI4KYZG2WVRT8631 556079AC5 1265000 PA USD 1008891.15 0.0239038481 Long DBT CORP AU N 2 2030-06-03 Fixed 3.624000000000 N N N N N N Warnermedia Holdings Inc. N/A 55903VBE2 4705000 PA USD 3329336.34 0.0788825931 Long DBT CORP US N 2 2052-03-15 Fixed 5.141000000000 N N N N N N The Michaels Companies Inc. 549300H9LWMBP7HYLR98 55916AAA2 1383000 PA USD 1002066.48 0.0237421499 Long DBT CORP US N 2 2028-05-01 Fixed 5.250000000000 N N N N N N The Michaels Companies Inc. 549300H9LWMBP7HYLR98 55916AAB0 1615000 PA USD 900362.5 0.0213324583 Long DBT CORP US N 2 2029-05-01 Fixed 7.875000000000 N N N N N N Match Group Holdings II LLC N/A 57665RAL0 1051000 PA USD 853968.73 0.0202332420 Long DBT CORP US N 2 2030-08-01 Fixed 4.125000000000 N N N N N N Micron Technology Inc. B3DXGBC8GAIYWI2Z0172 595112BN2 3605000 PA USD 3425212.34 0.0811542012 Long DBT CORP US N 2 2029-02-06 Fixed 5.327000000000 N N N N N N Micron Technology Inc. B3DXGBC8GAIYWI2Z0172 595112BS1 1289000 PA USD 957007.22 0.0226745523 Long DBT CORP US N 2 2032-04-15 Fixed 2.703000000000 N N N N N N Micron Technology Inc. B3DXGBC8GAIYWI2Z0172 595112BV4 948000 PA USD 952608.47 0.0225703319 Long DBT CORP US N 2 2029-11-01 Fixed 6.750000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YED3 1170000 PA USD 862927.49 0.0204455036 Long DBT CORP US N 2 2032-07-21 Variable 2.239000000000 N N N N N N NBM US Holdings Inc. N/A 62877VAB7 1623000 PA USD 1459604.64 0.0345826877 Long DBT CORP US N 2 2029-08-06 Fixed 6.625000000000 N N N N N N NRG Energy Inc. 5E2UPK5SW04M13XY7I38 629377CL4 1165000 PA USD 1007014.5 0.0238593843 Long DBT CORP US N 2 2029-06-15 Fixed 4.450000000000 N N N N N N NRG Energy Inc. 5E2UPK5SW04M13XY7I38 629377CS9 1747000 PA USD 1298309.26 0.0307610859 Long DBT CORP US N 2 2032-02-15 Fixed 3.875000000000 N N N N N N NEW ECONOMY ASSETS PHASE 1 SPO USRE 2021 1 A1 144A N/A 643821AA9 2951000 PA USD 2523523.75 0.0597903236 Long ABS-O CORP US N 2 2061-10-20 Fixed 1.910000000000 N N N N N N NiSource Inc. N/A 65473PAJ4 1041000 PA USD 891045.01 0.0211116973 Long DBT CORP US N 2 2030-05-01 Fixed 3.600000000000 N N N N N N Nissan Motor Acceptance Corporation 7D6DIU2QXTUJRFNNJA49 654740BS7 1011000 PA USD 902230.75 0.0213767231 Long DBT CORP US N 2 2026-03-09 Fixed 2.000000000000 N N N N N N Novelis Corporation 549300G5F3W3B52WYL23 670001AE6 1989000 PA USD 1687615.58 0.0399849939 Long DBT CORP US N 2 2030-01-30 Fixed 4.750000000000 N N N N N N OCI N.V. 549300NCMRGIBJYUOE57 67116NAA7 1058000 PA USD 976166.63 0.0231284999 Long DBT CORP NL N 2 2033-03-16 Fixed 6.700000000000 N N N N N N ONEOK Inc. 2T3D6M0JSY48PSZI1Q41 682680BL6 2826000 PA USD 2708318.3 0.0641686957 Long DBT CORP US N 2 2033-09-01 Fixed 6.050000000000 N N N N N N ONEOK Inc. 2T3D6M0JSY48PSZI1Q41 682680BN2 1805000 PA USD 1686863.02 0.0399671633 Long DBT CORP US N 2 2053-09-01 Fixed 6.625000000000 N N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 68389XBV6 2040000 PA USD 1690761.3 0.0400595260 Long DBT CORP US N 2 2030-04-01 Fixed 2.950000000000 N N N N N N Owens Corning JO5M6676RDJIZ2U8X907 690742AJ0 1662000 PA USD 1473680.06 0.0349161793 Long DBT CORP US N 2 2029-08-15 Fixed 3.950000000000 N N N N N N The PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 693475AM7 1001000 PA USD 987152.16 0.0233887821 Long DBT CORP US N 2 2023-12-01 Variable 8.711210000000 N N N N N N Popular Inc. N/A 733174AL0 1510000 PA USD 1497029.1 0.0354693925 Long DBT CORP PR N 2 2028-03-13 Fixed 7.250000000000 N N N N N N Qorvo Inc. N/A 74736KAJ0 1276000 PA USD 989403.89 0.0234421328 Long DBT CORP US N 2 2031-04-01 Fixed 3.375000000000 N N N N N N Regal Rexnord Corporation QH78R09VCJGQKPBPYU33 758750AF0 1074000 PA USD 985282.4 0.0233444815 Long DBT CORP US N 2 2033-04-15 Fixed 6.400000000000 N N N N N N RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/29 4.625 N/A 76120HAA5 1290000 PA USD 990784.5 0.0234748438 Long DBT CORP US N 2 2029-04-16 Fixed 4.625000000000 N N N N N N Retained Vantage Data Centers Issuer LLC N/A 76134KAA2 1897000 PA USD 1709792.2 0.0405104287 Long ABS-O CORP US N 2 2048-09-15 Fixed 5.000000000000 N N N N N N PACTIV EVERGREEN GROUP ISSUER SR SECURED 144A 10/27 4 N/A 76174LAA1 1715000 PA USD 1496206.73 0.0354499079 Long DBT CORP US N 2 2027-10-15 Fixed 4.000000000000 N N N N N N Natwest Group plc N/A 780097BM2 918000 PA USD 876051.44 0.0207564518 Long DBT CORP GB N 2 2029-11-01 Variable 3.754000000000 N N N N N N SBL Holdings LLC N/A 78397DAB4 1703000 PA USD 1287395.09 0.0305024944 Long DBT CORP US N 2 2031-02-18 Fixed 5.000000000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTA A2A 144A N/A 78449VAB2 1006850.19 PA USD 886313.71 0.0209995977 Long ABS-O CORP US N 2 2054-09-15 Fixed 1.600000000000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AS5 890000 PA USD 857125.46 0.0203080350 Long DBT CORP US N 2 2027-03-15 Fixed 5.000000000000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AU0 1070000 PA USD 984531.49 0.0233266901 Long DBT CORP US N 2 2028-03-15 Fixed 4.200000000000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AX4 2863000 PA USD 2568047.3 0.0608452285 Long DBT CORP US N 2 2030-05-15 Fixed 4.500000000000 N N N N N N Santander Holdings USA Inc. 549300SMVCQN2P0O6I58 80282KAZ9 3634000 PA USD 3263692.24 0.0773272751 Long DBT CORP US N 2 2026-10-05 Fixed 3.244000000000 N N N N N N Santander Holdings USA Inc. 549300SMVCQN2P0O6I58 80282KBC9 1711000 PA USD 1473036.84 0.0349009393 Long DBT CORP US N 2 2028-01-06 Variable 2.490000000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 86765BAV1 1683000 PA USD 1321756.72 0.0313166310 Long DBT CORP US N 2 2047-10-01 Fixed 5.400000000000 N N N N N N TIF FUNDING II LLC TIF 2021 1A A 144A N/A 872480AE8 1202097.02 PA USD 987591.58 0.0233991934 Long ABS-O CORP US N 2 2046-02-20 Fixed 1.650000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 87264ACW3 1500000 PA USD 1296520.22 0.0307186978 Long DBT CORP US N 2 2053-01-15 Fixed 5.650000000000 N N N N N N Taco Bell Funding LLC N/A 87342RAG9 3096840 PA USD 2668934.13 0.0632355591 Long ABS-O CORP US N 2 2051-08-25 Fixed 1.946000000000 N N N N N N Targa Resources Partners LP / Targa Resources Partners Finance Corp N/A 87612BBU5 1616000 PA USD 1330016.48 0.0315123310 Long DBT CORP US N 2 2032-01-15 Fixed 4.000000000000 N N N N N N Targa Resources Corp. 5493003QENHHS261UR94 87612GAB7 1820000 PA USD 1327997.34 0.0314644911 Long DBT CORP US N 2 2052-04-15 Fixed 4.950000000000 N N N N N N Total Play Telecomunicaciones S.A. de C.V. N/A 89157FAA8 2286000 PA USD 1650231.85 0.0390992541 Long DBT CORP MX N 2 2025-11-12 Fixed 7.500000000000 N N N N N N TRITON CONTAINER FINANCE VIII TCF 2021 1A A 144A N/A 89680HAE2 1555370.62 PA USD 1295093.66 0.0306848981 Long ABS-O CORP US N 2 2046-03-20 Fixed 1.860000000000 N N N N N N Uber Technologies Inc N/A 90353TAK6 1938000 PA USD 1709189.45 0.0404961476 Long DBT CORP US N 2 2029-08-15 Fixed 4.500000000000 N N N N N N UNITED AIRLINES 2019-1 CLASS A PASS THRU CE 08/31 4.55 N/A 90931EAA2 1482146.92 PA USD 1275680.59 0.0302249405 Long DBT CORP US N 2 2031-08-25 Fixed 4.550000000000 N N N N N N United Airlines 2016-1 Class B Pass Through Trust N/A 90933HAA3 1400620.36 PA USD 1311182.21 0.0310660871 Long DBT CORP US N 2 2026-01-07 Fixed 3.650000000000 N N N N N N United States Treasury Note/Bond N/A 91282CHT1 64287000 PA USD 59174174.53 1.4020248645 Long DBT UST US N 2 2033-08-15 Fixed 3.875000000000 N N N N N N United States Treasury Note/Bond N/A 91282CJG7 63256000 PA USD 63127511.25 1.4956920162 Long DBT UST US N 2 2030-10-31 Fixed 4.875000000000 N N N N N N UnitedHealth Group Incorporated 549300GHBMY8T5GXDE41 91324P102 153782 NS USD 82359487.92 1.9513588624 Long EC CORP US N 1 N N N Vantage Data Centers Issuer LLC N/A 92212KAB2 1835000 PA USD 1662127.04 0.0393810891 Long ABS-O CORP US N 2 2045-09-15 Fixed 1.645000000000 N N N N N N Var Energi ASA N/A 92212WAE0 3215000 PA USD 3316368.95 0.0785753543 Long DBT CORP NO N 2 2032-11-15 Fixed 8.000000000000 N N N N N N VERUS SECURITIZATION TRUST 202 VERUS 2021 5 A1 144A N/A 92538KAA1 1151728.87 PA USD 890785 0.0211055368 Long ABS-MBS CORP US N 2 2066-09-25 Variable 1.013000000000 N N N N N N VERUS SECURITIZATION TRUST 202 VERUS 2021 3 A1 144A N/A 92539LAA8 1253627.8 PA USD 998809.02 0.0236649703 Long ABS-MBS CORP US N 2 2066-06-25 Variable 1.046000000000 N N N N N N Viatris Inc N/A 92556VAD8 2122000 PA USD 1629742.39 0.0386137935 Long DBT CORP US N 2 2030-06-22 Fixed 2.700000000000 N N N N N N Vistra Operations Company LLC 549300ZH5GKBTJZ7NM23 92840VAG7 3050000 PA USD 2773108.43 0.0657037804 Long DBT CORP US N 2 2027-01-30 Fixed 3.700000000000 N N N N N N WMG Acquisition Corp. 549300NAS11NXI33CP80 92933BAQ7 1066000 PA USD 886014.82 0.0209925160 Long DBT CORP US N 2 2030-07-15 Fixed 3.875000000000 N N N N N N Walmart Inc. Y87794H0US1R65VBXU25 931142103 755131 NS USD 123395956.71 2.9236436480 Long EC CORP US N 1 N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 95000U2U6 4371000 PA USD 3441579.32 0.0815419872 Long DBT CORP US N 2 2033-03-02 Variable 3.350000000000 N N N N N N ZAXBY'S FUNDING LLC ZAXBY 2021 1A A2 144A N/A 98920MAA0 1616020 PA USD 1319864.94 0.0312718087 Long ABS-O CORP US N 2 2051-07-30 Fixed 3.238000000000 N N N N N N ABPCI DIRECT LENDING FUND ABS ABDLF 2020 1A A 144A N/A 00090TAA5 634655.99 PA USD 600293.81 0.0142228743 Long ABS-O CORP US N 2 2030-12-20 Fixed 3.199000000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YBX6 4987000 PA USD 4346013.36 0.1029709133 Long DBT CORP US N 2 2029-11-21 Fixed 3.200000000000 N N N N N N AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust N/A 00774MAW5 2792000 PA USD 2351546.7 0.0557156390 Long DBT CORP IE N 2 2028-10-29 Fixed 3.000000000000 N N N N N N Affinity Interactive N/A 00842XAA7 579000 PA USD 471934.79 0.0111816399 Long DBT CORP US N 2 2027-12-15 Fixed 6.875000000000 N N N N N N Air Lease Corporation N/A 00914AAQ5 1159000 PA USD 951127.17 0.0225352352 Long DBT CORP US N 2 2028-09-01 Fixed 2.100000000000 N N N N N N Aker BP ASA 549300NFTY73920OYK69 00973RAJ2 2536000 PA USD 2140289.13 0.0507102736 Long DBT CORP NO N 2 2031-01-15 Fixed 4.000000000000 N N N N N N ALIGNED DATA CENTERS ISSUER LL ADC 2021 1A A2 144A N/A 01627AAA6 3455000 PA USD 3010143.87 0.0713199058 Long ABS-O CORP US N 2 2046-08-15 Fixed 1.937000000000 N N N N N N AMERICAN AIRLINES 2017-1 CLASS PASS THRU CE 02/29 3.65 N/A 023761AA7 1391028.75 PA USD 1244418.35 0.0294842384 Long DBT CORP US N 2 2029-02-15 Fixed 3.650000000000 N N N N N N American Airlines 2016-1 Class A Pass Through Trust N/A 02376WAA9 1625787.25 PA USD 1443874.5 0.0342099905 Long DBT CORP US N 2 2028-01-15 Fixed 4.100000000000 N N N N N N AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.15 N/A 02377LAA2 1680234.46 PA USD 1400244.89 0.0331762660 Long DBT CORP US N 2 2032-02-15 Fixed 3.150000000000 N N N N N N AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/29 3.85 N/A 02379DAA8 572632.42 PA USD 497931.55 0.0117975860 Long DBT CORP US N 2 2028-02-15 Fixed 3.850000000000 N N N N N N AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/36 2.875 N/A 02379KAA2 1264359.42 PA USD 1018132.25 0.0241227992 Long DBT CORP US N 2 2034-07-11 Fixed 2.875000000000 N N N N N N American Electric Power Company Inc. 1B4S6S7G0TW5EE83BO58 025537AX9 654000 PA USD 613860.36 0.0145443092 Long DBT CORP US N 2 2033-03-01 Fixed 5.625000000000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162DQ0 631000 PA USD 605757.32 0.0143523223 Long DBT CORP US N 2 2030-03-02 Fixed 5.250000000000 N N N N N N ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 R1 A1 144A N/A 034651AA7 563081.95 PA USD 505350.28 0.0119733594 Long ABS-MBS CORP US N 2 2053-04-25 Variable 0.990000000000 N N N N N N Ares Capital Corporation WEQ82666OJYSI5GUAB47 04010LAY9 967000 PA USD 906803.7 0.0214850709 Long DBT CORP US N 2 2025-07-15 Fixed 3.250000000000 N N N N N N Ares Capital Corporation WEQ82666OJYSI5GUAB47 04010LAZ6 1447000 PA USD 1353235.53 0.0320624643 Long DBT CORP US N 2 2026-01-15 Fixed 3.875000000000 N N N N N N Ares Capital Corporation WEQ82666OJYSI5GUAB47 04010LBB8 1511000 PA USD 1250595.65 0.0296305983 Long DBT CORP US N 2 2028-06-15 Fixed 2.875000000000 N N N N N N Ashtead Capital Inc. N/A 045054AL7 601000 PA USD 523872.5 0.0124122098 Long DBT CORP US N 2 2029-11-01 Fixed 4.250000000000 N N N N N N Ashtead Capital Inc. N/A 045054AP8 1113000 PA USD 820851.76 0.0194485954 Long DBT CORP US N 2 2031-08-12 Fixed 2.450000000000 N N N N N N BBCMS TRUST 2015-SRCH BBCMS 2015 SRCH D 144A N/A 05547HAN1 840000 PA USD 582462.55 0.0138003949 Long ABS-MBS CORP US N 2 2035-08-10 Variable 4.956550000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAJ4 1603000 PA USD 1457772.88 0.0345392875 Long DBT CORP ES N 2 2028-04-12 Fixed 4.379000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GJB6 2889000 PA USD 2277585.62 0.0539632652 Long DBT CORP US N 2 2031-04-29 Variable 2.592000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GJZ3 2617000 PA USD 2160714.74 0.0511942214 Long DBT CORP US N 2 2029-06-14 Variable 2.087000000000 N N N N N N Barclays PLC N/A 06738EBT1 1977000 PA USD 1351217.82 0.0320146584 Long DBT CORP GB N 2 2028-03-15 Variable 4.375000000000 N N N N N N Barclays PLC N/A 06738EBX2 959000 PA USD 848235.5 0.0200974035 Long DBT CORP GB N 2 2029-03-15 Variable 8.000000000000 N N N N N N Beacon Roofing Supply Inc. 549300HDXQWWCBOYXP31 073685AH2 699000 PA USD 586807.14 0.0139033321 Long DBT CORP US N 2 2029-05-15 Fixed 4.125000000000 N N N N N N BENCHMARK 2019-B12 MORTGAGE TR BMARK 2019 B12 A2 N/A 08162FAB9 902969.73 PA USD 802746.5 0.0190196240 Long ABS-MBS CORP US N 2 2052-08-15 Fixed 3.000800000000 N N N N N N Blackstone Private Credit Fund N/A 09261HAH0 1627000 PA USD 1547986.78 0.0366767424 Long DBT CORP US N 2 2024-11-22 Fixed 2.350000000000 N N N N N N Blackstone Private Credit Fund N/A 09261HAR8 1945000 PA USD 1627209.11 0.0385537720 Long DBT CORP US N 2 2029-01-15 Fixed 4.000000000000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023CU7 3058000 PA USD 2961049.75 0.0701567095 Long DBT CORP US N 2 2027-05-01 Fixed 5.040000000000 N N N N N N BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM1 A1 144A N/A 10569TAA6 668702.92 PA USD 580118.31 0.0137448524 Long ABS-MBS CORP US N 2 2049-02-25 Variable 0.941000000000 N N N N N N BROOKFIELD RESIDENTIAL PROPERT SR UNSECURED 144A 06/29 5 N/A 11283YAG5 773000 PA USD 603317.69 0.0142945197 Long DBT CORP CA N 2 2029-06-15 Fixed 5.000000000000 N N N N N N CARS-DB4 L.P. N/A 12510HAG5 1485000 PA USD 1405587.84 0.0333028575 Long ABS-O CORP US N 2 2050-02-15 Fixed 4.170000000000 N N N N N N CDW LLC / CDW FINANCE CORP COMPANY GUAR 02/29 3.25 N/A 12513GBF5 460000 PA USD 388359.96 0.0092014857 Long DBT CORP US N 2 2029-02-15 Fixed 3.250000000000 N N N N N N CF HIPPOLYTA ISSUER LLC SORT 2020 1 A1 144A N/A 12530MAA3 2545449.2 PA USD 2308636.13 0.0546989507 Long ABS-O CORP US N 2 2060-07-15 Fixed 1.690000000000 N N N N N N CLI Funding VI LLC N/A 12563LAN7 2511413.82 PA USD 2164091.06 0.0512742172 Long ABS-O CORP US N 2 2045-09-18 Fixed 2.080000000000 N N N N N N CLI Funding VIII LLC N/A 12565KAE7 1503690.22 PA USD 1259280.86 0.0298363786 Long ABS-O CORP US N 2 2047-01-18 Fixed 2.720000000000 N N N N N N CNA Financial Corporation 549300YX2GSZD7YG1R84 126117AW0 627000 PA USD 478766.23 0.0113434985 Long DBT CORP US N 2 2030-08-15 Fixed 2.050000000000 N N N N N N CSMC 2020-NET CSMC 2020 NET A 144A N/A 126438AA8 671715.88 PA USD 607807.02 0.0144008862 Long ABS-MBS CORP US N 2 2037-08-15 Fixed 2.256900000000 N N N N N N CSMC 2021-NQM2 CSMC 2021 NQM2 A1 144A N/A 12662EAA1 969590.49 PA USD 794473.72 0.0188236155 Long ABS-MBS CORP US N 2 2066-02-25 Variable 1.179000000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 126650DJ6 1436000 PA USD 1249336.79 0.0296007719 Long DBT CORP US N 2 2030-04-01 Fixed 3.750000000000 N N N N N N CandW Senior Financing Designated Activity Company N/A 12674TAA4 1185000 PA USD 1018863 0.0241401130 Long DBT CORP IE N 2 2027-09-15 Fixed 6.875000000000 N N N N N N Caesars Entertainment Inc. N/A 12769GAB6 524000 PA USD 505708.73 0.0119818522 Long DBT CORP US N 2 2030-02-15 Fixed 7.000000000000 N N N N N N CCM Merger Inc. N/A 14985VAE1 503000 PA USD 476128.48 0.0112810018 Long DBT CORP US N 2 2026-05-01 Fixed 6.375000000000 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 15135BAW1 1327000 PA USD 1050151.98 0.0248814487 Long DBT CORP US N 2 2030-10-15 Fixed 3.000000000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A 161175BN3 3088000 PA USD 2342946.91 0.0555118825 Long DBT CORP US N 2 2048-04-01 Fixed 5.750000000000 N N N N N N Choice Hotels International Inc. 5493003CYRY5RFGTIR97 169905AF3 744000 PA USD 609326.13 0.0144368788 Long DBT CORP US N 2 2029-12-01 Fixed 3.700000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967KJ9 2922000 PA USD 2800560.28 0.0663542023 Long DBT CORP US N 2 2026-03-09 Fixed 4.600000000000 N N N N N N COLT 2021-2 MORTGAGE LOAN TRUS COLT 2021 2 A1 144A N/A 19685WAA9 1052263.59 PA USD 802599.01 0.0190161295 Long ABS-MBS CORP US N 2 2066-08-25 Variable 0.924000000000 N N N N N N COLT 2021-HX1 MORTGAGE LOAN TR COLT 2021 HX1 A1 144A N/A 19688KAA2 1192842.33 PA USD 949939.79 0.0225071024 Long ABS-MBS CORP US N 2 2066-10-25 Variable 1.110000000000 N N N N N N Columbia Pipelines Operating Company LLC N/A 19828TAA4 606000 PA USD 585137.64 0.0138637763 Long DBT CORP US N 2 2030-08-15 Fixed 5.927000000000 N N N N N N COMM 2020-CBM MORTGAGE TRUST COMM 2020 CBM A2 144A N/A 20049AAB4 987000 PA USD 931272.8 0.0220648219 Long ABS-MBS CORP US N 2 2037-02-10 Fixed 2.896000000000 N N N N N N Continental Resources Inc. XXRTID9RYWOZ0UPIVR53 212015AQ4 1129000 PA USD 797186.2 0.0188878828 Long DBT CORP US N 2 2044-06-01 Fixed 4.900000000000 N N N N N N Coruripe Netherlands B.V. N/A 22088DAA8 731000 PA USD 516546.86 0.0122386421 Long DBT CORP NL N 2 2027-02-10 Fixed 10.000000000000 N N N N N N Crown Castle Inc. 54930012H97VSM0I2R19 22822VAK7 1024000 PA USD 923512.24 0.0218809495 Long DBT CORP US N 2 2028-02-15 Fixed 3.800000000000 N N N N N N DB Master Finance LLC N/A 233046AF8 921375 PA USD 835241.18 0.0197895266 Long ABS-O CORP US N 2 2047-11-20 Fixed 4.030000000000 N N N N N N DEALER TIRE LLC / DT ISSUER LL SR UNSECURED 144A 02/28 8 N/A 24229JAA1 642000 PA USD 602173.53 0.0142674109 Long DBT CORP US N 2 2028-02-01 Fixed 8.000000000000 N N N N N N Delta Air Lines Inc. Q2CCMS6R0AS67HJMBN42 247361ZN1 1731000 PA USD 1589958.12 0.0376711773 Long DBT CORP US N 2 2028-04-19 Fixed 4.375000000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 251526CP2 1632000 PA USD 1411564.37 0.0334444605 Long DBT CORP US N 2 2027-11-16 Variable 2.311000000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 25160PAG2 2055000 PA USD 1437185.91 0.0340515165 Long DBT CORP US N 2 2033-01-07 Variable 3.742000000000 N N N N N N Domino's Pizza Master Issuer LLC N/A 25755TAH3 2470292.5 PA USD 2275818.72 0.0539214017 Long ABS-O CORP US N 2 2047-07-25 Fixed 4.118000000000 N N N N N N Domino's Pizza Master Issuer LLC N/A 25755TAN0 1889550 PA USD 1577823.38 0.0373836666 Long ABS-O CORP US N 2 2051-04-25 Fixed 2.662000000000 N N N N N N Duke Energy Corporation I1BZKREC126H0VB1BL91 26441CBH7 594000 PA USD 473361.74 0.0112154489 Long DBT CORP US N 2 2030-06-01 Fixed 2.450000000000 N N N N N N Emerald Debt Merger Sub L.L.C. N/A 29103CAA6 985000 PA USD 936981.25 0.0222000733 Long DBT CORP US N 2 2030-12-15 Fixed 6.625000000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NBT1 991000 PA USD 949345.62 0.0224930246 Long DBT CORP CA N 2 2084-01-15 Variable 8.500000000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VAM2 2595000 PA USD 2154960.24 0.0510578789 Long DBT CORP US N 2 2030-05-15 Variable 7.125000000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VAN0 3084000 PA USD 2793116.81 0.0661778428 Long DBT CORP US N 2 2026-11-15 Variable 6.500000000000 N N N N N N FREDDIE MAC POOL FR 12/37 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 3132D6DC1 962930.24 PA USD 913347.9 0.0216401239 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC POOL FR 11/51 FIXED 2.5 S6XOOCT0IEG5ABCC6L87 3132DMZF5 3616884.92 PA USD 2808676.43 0.0665464998 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.500000000000 N N N N N N FREDDIE MAC POOL FR 10/52 FIXED 5 S6XOOCT0IEG5ABCC6L87 3132DN3C5 3485764.83 PA USD 3217425.77 0.0762310749 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.000000000000 N N N N N N FREDDIE MAC POOL FR 08/52 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 3132DNTK9 1045026.95 PA USD 940875.8 0.0222923476 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC POOL FR 09/52 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 3132DNYB3 2570967.54 PA USD 2310718.52 0.0547482892 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC POOL FR 12/52 FIXED 5 S6XOOCT0IEG5ABCC6L87 3132DPER5 1757422.03 PA USD 1627075.97 0.0385506175 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.000000000000 N N N N N N FREDDIE MAC POOL FR 08/53 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 3132DQ5X0 4907562.88 PA USD 4410727.69 0.1045042021 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC POOL FR 07/53 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 3132DQYW0 3140744.48 PA USD 2990698.58 0.0708591849 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.500000000000 N N N N N N FREDDIE MAC POOL FR 08/53 FIXED 6 S6XOOCT0IEG5ABCC6L87 3132E0E73 2383831.04 PA USD 2325081.52 0.0550885945 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 12/46 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 31335A2V9 957789.86 PA USD 819089.44 0.0194068404 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 12/46 FIXED 3 S6XOOCT0IEG5ABCC6L87 31335BC20 1529682.94 PA USD 1258251.56 0.0298119912 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC POOL FR 12/49 FIXED 3 S6XOOCT0IEG5ABCC6L87 3133KG6M5 737392.37 PA USD 599491.37 0.0142038620 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC POOL FR 12/49 FIXED 3 S6XOOCT0IEG5ABCC6L87 3133KHB54 3500426.85 PA USD 2833773.36 0.0671411261 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138A4GE9 891235.43 PA USD 805495.28 0.0190847514 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EGS62 981022.07 PA USD 911452.4 0.0215952134 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EJC97 1587721.2 PA USD 1380450.55 0.0327072749 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138Y6MY7 549532.52 PA USD 471633.1 0.0111744919 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140Q75R4 717470.09 PA USD 609935.1 0.0144513072 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140Q9JB0 663455.82 PA USD 602827.63 0.0142829086 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QPYA9 3492531.76 PA USD 3123716.56 0.0740108049 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QQFR1 1523238.21 PA USD 1370474.78 0.0324709171 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QR4G5 4105000.8 PA USD 3903502.61 0.0924864227 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X43Z7 1894697.18 PA USD 1567306.96 0.0371344991 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X4XS0 3723340.01 PA USD 3030522.5 0.0718027405 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XDYY6 3719922.78 PA USD 2899152.32 0.0686901621 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XECP7 1798237.77 PA USD 1579276.97 0.0374181068 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XFGC9 3972447.37 PA USD 3078579.97 0.0729413752 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XGNB1 1822788.99 PA USD 1543606.98 0.0365729710 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XJJP9 4325903.72 PA USD 3905583.34 0.0925357218 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XJL35 3314800.73 PA USD 3068945.61 0.0727131065 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XJUA9 1613409.93 PA USD 1530333.68 0.0362584842 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XJYP2 3494494.87 PA USD 3235312.03 0.0766548574 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XL7K8 3175472.41 PA USD 2940494.79 0.0696696970 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XLJC3 4802033.91 PA USD 4256430.66 0.1008484135 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 2.500000000000 N N N N N N ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 1 A1 144A N/A 31574XAA6 585909.57 PA USD 470872.79 0.0111564777 Long ABS-MBS CORP US N 2 2066-02-25 Variable 0.797000000000 N N N N N N FIRSTKEY HOMES 2020-SFR2 TRUST FKH 2020 SFR2 A 144A N/A 33767JAA0 1380255.34 PA USD 1251117.82 0.0296429702 Long ABS-O CORP US N 2 2037-10-19 Fixed 1.266000000000 N N N N N N FLAGSTAR MORTGAGE TRUST 2021-1 FSMT 2021 1 A2 144A N/A 33852DAB7 1880818.85 PA USD 1371602.19 0.0324976291 Long ABS-MBS CORP US N 2 2051-02-01 Variable 2.500000000000 N N N N N N State Board of Administration Finance Corporation 549300S34SOJ0RULXM35 341271AE4 923000 PA USD 802710.86 0.0190187796 Long DBT MUN US N 2 2027-07-01 Fixed 1.705000000000 N N N N N N Flowserve Corporation 6Y0GK87T6V7NJKZJVM41 34354PAF2 1019000 PA USD 819648.02 0.0194200749 Long DBT CORP US N 2 2030-10-01 Fixed 3.500000000000 N N N N N N Freeport-McMoRan Inc. N/A 35671DCF0 1852000 PA USD 1605122.84 0.0380304778 Long DBT CORP US N 2 2030-03-01 Fixed 4.250000000000 N N N N N N Full House Resorts Inc. N/A 359678AC3 730000 PA USD 614681.9 0.0145637741 Long DBT CORP US N 2 2028-02-15 Fixed 8.250000000000 N N N N N N GCAT 2021-NQM1 TRUST GCAT 2021 NQM1 A1 144A N/A 36167TAA7 608851.66 PA USD 474078.87 0.0112324400 Long ABS-MBS CORP US N 2 2066-01-25 Variable 0.874000000000 N N N N N N GLP Capital L.P. / GLP Financing II Inc. N/A 361841AH2 1454000 PA USD 1393516.36 0.0330168456 Long DBT CORP US N 2 2026-04-15 Fixed 5.375000000000 N N N N N N GS MORTGAGE SECURITIES CORP TR GSMS 2020 UPTN A 144A N/A 36258PAA5 650000 PA USD 605558.4 0.0143476092 Long ABS-MBS CORP US N 2 2037-02-10 Fixed 2.751000000000 N N N N N N General Motors Financial Company Inc. 5493008B6JBRUJ90QL97 37045XCY0 4847000 PA USD 3999555.22 0.0947622153 Long DBT CORP US N 2 2030-06-21 Fixed 3.600000000000 N N N N N N General Motors Financial Company Inc. 5493008B6JBRUJ90QL97 37045XDP8 3917000 PA USD 3229387.3 0.0765144817 Long DBT CORP US N 2 2028-10-15 Fixed 2.400000000000 N N N N N N Georgia Power Company D981X4Z4RWS7PDMJUZ03 373334KT7 989000 PA USD 902720.16 0.0213883188 Long DBT CORP US N 2 2033-05-17 Fixed 4.950000000000 N N N N N N Globo Comunicacao e Participacoes S/A N/A 37959DAB0 1192000 PA USD 945910.19 0.0224116283 Long DBT CORP BR N 2 2030-01-22 Fixed 4.875000000000 N N N N N N Global Infrastructure Solutions Inc. N/A 37960XAA5 1265000 PA USD 1012000 0.0239775066 Long DBT CORP US N 2 2029-06-01 Fixed 5.625000000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 38141GYB4 5327000 PA USD 4058637.41 0.0961620607 Long DBT CORP US N 2 2032-04-22 Variable 2.615000000000 N N N N N N GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2021 1A A2 144A N/A 38178HAA6 1714930.26 PA USD 1607927.87 0.0380969379 Long ABS-O CORP KY N 2 2029-04-20 Fixed 2.773000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380P4X9 19157674.7 PA USD 1040830.72 0.0246605983 Long ABS-MBS USGA US N 2 2062-09-16 Variable 0.795290000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380PT20 11130887.94 PA USD 627187.69 0.0148600761 Long ABS-MBS USGA US N 2 2062-09-16 Variable 0.800120000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380PTT1 9701400.64 PA USD 583785.66 0.0138317436 Long ABS-MBS USGA US N 2 2062-02-16 Variable 0.878200000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380PWY6 23847029.79 PA USD 1344118.76 0.0318464590 Long ABS-MBS USGA US N 2 2062-06-16 Variable 0.846960000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380RQC7 20589230.53 PA USD 1246148.77 0.0295252376 Long ABS-MBS USGA US N 2 2062-09-16 Variable 0.867820000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381DND8 7359940.66 PA USD 466602.57 0.0110553026 Long ABS-MBS USGA US N 2 2063-11-16 Variable 0.872740000000 N N N N N N Graphic Packaging International LLC SO75N4VY5NXGQSK8YQ65 38869AAC1 1120000 PA USD 930406.52 0.0220442970 Long DBT CORP US N 2 2029-03-01 Fixed 3.500000000000 N N N N N N HI-FI MUSIC IP ISSUER LP HIFI 2022 1A A2 144A N/A 428357AA5 1696000 PA USD 1535691.37 0.0363854249 Long ABS-O CORP CA N 2 2062-02-01 Fixed 3.939000000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ABP1 726000 PA USD 625315.93 0.0148157281 Long DBT CORP US N 2 2027-10-15 Fixed 2.375000000000 N N N N N N Iron Mountain Incorporated SQL3F6CKNNBM3SQGHX24 46284VAJ0 931000 PA USD 808176.12 0.0191482691 Long DBT CORP US N 2 2030-07-15 Fixed 5.250000000000 N N N N N N JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 02/28 5.125 N/A 46590XAZ9 909000 PA USD 853638.99 0.0202254294 Long DBT CORP US N 2 2028-02-01 Fixed 5.125000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PBL9 2981000 PA USD 2370896.47 0.0561740967 Long DBT CORP US N 2 2031-04-22 Variable 2.522000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PBP0 2703000 PA USD 2179651.11 0.0516428844 Long DBT CORP US N 2 2031-05-13 Variable 2.956000000000 N N N N N N JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 NNN AFX 144A N/A 46652BAY5 1161000 PA USD 1033290 0.0244819346 Long ABS-MBS CORP US N 2 2037-01-16 Fixed 2.812300000000 N N N N N N Jacobs Entertainment Inc. 5493004U9JIWY3HSUO63 469815AK0 568000 PA USD 482800 0.0114390714 Long DBT CORP US N 2 2029-02-15 Fixed 6.750000000000 N N N N N N Jefferies Financial Group Inc. 549300HOF34RGOJ5YL07 47233WBM0 1410000 PA USD 1361081.47 0.0322483597 Long DBT CORP US N 2 2028-07-21 Fixed 5.875000000000 N N N N N N Kinder Morgan Energy Partners L.P. 549300PDHUGWPWGOT525 494550AL0 981000 PA USD 1026434.05 0.0243194953 Long DBT CORP US N 2 2032-03-15 Fixed 7.750000000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LAB2 3248000 PA USD 2376418.17 0.0563049234 Long DBT CORP US N 2 2046-06-01 Fixed 4.375000000000 N N N N N N Lcpr Senior Secured Financing Designated Activity Company N/A 50201DAD5 625000 PA USD 486765.97 0.0115330378 Long DBT CORP IE N 2 2029-07-15 Fixed 5.125000000000 N N N N N N Lithia Motors Inc. SE8N1EZEHPZQBCBVKD53 536797AF0 577000 PA USD 467164.82 0.0110686241 Long DBT CORP US N 2 2031-01-15 Fixed 4.375000000000 N N N N N N Lithia Motors Inc. SE8N1EZEHPZQBCBVKD53 536797AG8 577000 PA USD 477236.7 0.0113072590 Long DBT CORP US N 2 2029-06-01 Fixed 3.875000000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 539439AG4 1600000 PA USD 1559314.48 0.0369451317 Long DBT CORP GB N 2 2024-06-27 Variable 7.500000000000 N N N N N N M.D.C. Holdings Inc. N/A 552676AU2 632000 PA USD 462665.07 0.0109620107 Long DBT CORP US N 2 2031-01-15 Fixed 2.500000000000 N N N N N N MC Brazil Downstream Trading S.a r.l. N/A 55292WAA8 1334393.45 PA USD 949420.94 0.0224948092 Long DBT CORP LU N 2 2031-06-30 Fixed 7.250000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBU3 1038000 PA USD 921491.3 0.0218330670 Long DBT CORP US N 2 2032-09-01 Fixed 4.950000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBV1 1064000 PA USD 942206.27 0.0223238707 Long DBT CORP US N 2 2033-03-01 Fixed 5.000000000000 N N N N N N Macy's Retail Holdings LLC N/A 55617LAR3 972000 PA USD 802735.92 0.0190193734 Long DBT CORP US N 2 2032-03-15 Fixed 6.125000000000 N N N N N N Warnermedia Holdings Inc. N/A 55903VBD4 820000 PA USD 607397.44 0.0143911820 Long DBT CORP US N 2 2042-03-15 Fixed 5.050000000000 N N N N N N MARB Bondco PLC N/A 566007AC4 1895000 PA USD 1391094.87 0.0329594728 Long DBT CORP GB N 2 2031-01-29 Fixed 3.950000000000 N N N N N N MetLife Inc. C4BXATY60WC6XEOZDX54 59156RAP3 1635000 PA USD 1532773.86 0.0363162998 Long DBT CORP US N 2 2036-12-15 Fixed 6.400000000000 N N N N N N Micron Technology Inc. B3DXGBC8GAIYWI2Z0172 595112BP7 3214000 PA USD 3008689.36 0.0712854438 Long DBT CORP US N 2 2027-02-15 Fixed 4.185000000000 N N N N N N Millicom International Cellular S.A. 549300CTHC1CP86P2G96 600814AQ0 1066500 PA USD 926960.25 0.0219626438 Long DBT CORP LU N 2 2029-03-25 Fixed 6.250000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFD2 2360000 PA USD 2245369.82 0.0531999701 Long DBT CORP US N 2 2029-04-20 Variable 5.164000000000 N N N N N N Motorola Solutions Inc. 6S552MUG6KGJVEBSEC55 620076BU2 2034000 PA USD 1576784.79 0.0373590591 Long DBT CORP US N 2 2031-05-24 Fixed 2.750000000000 N N N N N N NRG Energy Inc. 5E2UPK5SW04M13XY7I38 629377CP5 1613000 PA USD 1358172.9 0.0321794464 Long DBT CORP US N 2 2027-12-02 Fixed 2.450000000000 N N N N N N NRG Energy Inc. 5E2UPK5SW04M13XY7I38 629377CR1 1054000 PA USD 795387.22 0.0188452592 Long DBT CORP US N 2 2031-02-15 Fixed 3.625000000000 N N N N N N NRG Energy Inc. 5E2UPK5SW04M13XY7I38 629377CT7 1663000 PA USD 1571843.65 0.0372419877 Long DBT CORP US N 2 2033-03-15 Fixed 7.000000000000 N N N N N N NRG Energy Inc. 5E2UPK5SW04M13XY7I38 629377CU4 1308000 PA USD 1262706.97 0.0299175541 Long DBT CORP US N 2 2028-03-15 Variable 10.250000000000 N N N N N N NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 06/26 3.875 N/A 62954HAZ1 2319000 PA USD 2193320.91 0.0519667655 Long DBT CORP NL N 2 2026-06-18 Fixed 3.875000000000 N N N N N N NatWest Markets Plc RR3QWICWWIPCS8A4S074 63906YAD0 2562000 PA USD 2246839.11 0.0532347823 Long DBT CORP GB N 2 2026-09-29 Fixed 1.600000000000 N N N N N N NAVIENT STUDENT LOAN TRUST 202 NAVSL 2020 2A A1A 144A N/A 63942HAA9 1097502.93 PA USD 906148.57 0.0214695488 Long ABS-O CORP US N 2 2069-08-26 Fixed 1.320000000000 N N N N N N NEIGHBORLY ISSUER LLC NBLY 2021 1A A2 144A N/A 64016NAA5 2857232.5 PA USD 2356268.21 0.0558275066 Long ABS-O CORP US N 2 2051-04-30 Fixed 3.584000000000 N N N N N N Netflix Inc. 549300Y7VHGU0I7CE873 64110LAS5 2344000 PA USD 2258294.92 0.0535062070 Long DBT CORP US N 2 2028-04-15 Fixed 4.875000000000 N N N N N N Netflix Inc. 549300Y7VHGU0I7CE873 64110LAT3 2340000 PA USD 2340874.39 0.0554627779 Long DBT CORP US N 2 2028-11-15 Fixed 5.875000000000 N N N N N N NEW ECONOMY ASSETS PHASE 1 SPO USRE 2021 1 B1 144A N/A 643821AB7 1005000 PA USD 837408.51 0.0198408776 Long ABS-O CORP US N 2 2061-10-20 Fixed 2.410000000000 N N N N N N News Corporation 549300ITS31QK8VRBQ14 65249BAA7 1198000 PA USD 1025464.04 0.0242965127 Long DBT CORP US N 2 2029-05-15 Fixed 3.875000000000 N N N N N N NextEra Energy Capital Holdings Inc. UMI46YPGBLUE4VGNNT48 65339KBR0 800000 PA USD 623386.7 0.0147700185 Long DBT CORP US N 2 2030-06-01 Fixed 2.250000000000 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599DF9 1593000 PA USD 1547249.04 0.0366592630 Long DBT CORP US N 2 2036-09-15 Fixed 6.450000000000 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599DL6 874000 PA USD 841578.97 0.0199396891 Long DBT CORP US N 2 2046-03-15 Fixed 6.600000000000 N N N N N N Owens-Brockway Glass Container Inc. V2UQUCDZJ9WY98W8QU33 69073TAU7 521000 PA USD 476715 0.0112948983 Long DBT CORP US N 2 2031-05-15 Fixed 7.250000000000 N N N N N N The PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 693475BR5 2923000 PA USD 2798650.52 0.0663089540 Long DBT CORP US N 2 2029-06-12 Variable 5.582000000000 N N N N N N The PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 693475BS3 1688000 PA USD 1573439.88 0.0372798075 Long DBT CORP US N 2 2034-08-18 Variable 5.939000000000 N N N N N N Parkland Corporation N/A 70137WAL2 949000 PA USD 809022.5 0.0191683225 Long DBT CORP CA N 2 2030-05-01 Fixed 4.625000000000 N N N N N N Pilgrim's Pride Corporation 549300ZSLGV64ZL3HD75 72147KAK4 1712000 PA USD 1573322.69 0.0372770309 Long DBT CORP US N 2 2033-07-01 Fixed 6.250000000000 N N N N N N PROGRESS RESIDENTIAL 2021-SFR8 PROG 2021 SFR8 B 144A N/A 74333TAC3 1093000 PA USD 950504.17 0.0225204744 Long ABS-O CORP US N 2 2038-10-17 Fixed 1.681000000000 N N N N N N RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 07/30 8.45 N/A 76120HAD9 1000000 PA USD 919733.43 0.0217914174 Long DBT CORP US N 2 2030-07-27 Fixed 8.450000000000 N N N N N N Santander Holdings USA Inc. 549300SMVCQN2P0O6I58 80282KAP1 870000 PA USD 800428.07 0.0189646930 Long DBT CORP US N 2 2027-07-13 Fixed 4.400000000000 N N N N N N Santander Holdings USA Inc. 549300SMVCQN2P0O6I58 80282KBB1 3299000 PA USD 3121144.87 0.0739498734 Long DBT CORP US N 2 2025-06-02 Fixed 3.450000000000 N N N N N N Sasol Financing USA LLC N/A 80386WAD7 1103000 PA USD 844477.21 0.0200083576 Long DBT CORP US N 2 2031-03-18 Fixed 5.500000000000 N N N N N N Sempra PBBKGKLRK5S5C0Y4T545 816851BR9 1526000 PA USD 1419153.52 0.0336242717 Long DBT CORP US N 2 2033-08-01 Fixed 5.500000000000 N N N N N N Sirius XM Radio Inc. WP5O65E6BMU84LNO4227 82967NBJ6 1220000 PA USD 1037527.36 0.0245823312 Long DBT CORP US N 2 2028-07-15 Fixed 4.000000000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRU SMB 2019 B A2A 144A N/A 83192CAB3 1112410.45 PA USD 1035215.51 0.0245275561 Long ABS-O CORP US N 2 2037-06-15 Fixed 2.840000000000 N N N N N N Societe Generale O2RNE8IBXP4R0TD8PU41 83368RBL5 1152000 PA USD 1014725.73 0.0240420879 Long DBT CORP FR N 2 2033-06-15 Variable 6.221000000000 N N N N N N Societe Generale O2RNE8IBXP4R0TD8PU41 83368RBR2 2945000 PA USD 2877385.1 0.0681744272 Long DBT CORP FR N 2 2029-01-10 Variable 6.446000000000 N N N N N N The Southern Company 549300FC3G3YU2FBZD92 842587DT1 961000 PA USD 914199.55 0.0216603022 Long DBT CORP US N 2 2034-03-15 Fixed 5.700000000000 N N N N N N Southwestern Energy Company EFWMP121W54QV9MGOP87 845467AT6 727000 PA USD 625210.84 0.0148132382 Long DBT CORP US N 2 2032-02-01 Fixed 4.750000000000 N N N N N N Block Inc. 549300OHIIUWSTIZME52 852234AP8 643000 PA USD 496238.21 0.0117574654 Long DBT CORP US N 2 2031-06-01 Fixed 3.500000000000 N N N N N N STARWOOD MORTGAGE RESIDENTIAL STAR 2022 1 A1 144A N/A 85573TAA2 1758945.61 PA USD 1432439.22 0.0339390523 Long ABS-MBS CORP US N 2 2066-12-25 Variable 2.447000000000 N N N N N N Teachers Insurance and Annuity Association of America O06XD7BJ4EPXNABVFN69 878091BF3 1996000 PA USD 1448452.73 0.0343184634 Long DBT CORP US N 2 2047-05-15 Fixed 4.270000000000 N N N N N N Telephone and Data Systems Inc. N/A 879433787 33200 NS USD 489700 0.0116025544 Long EP CORP US N 1 N N N Thermo Fisher Scientific Inc. HCHV7422L5HDJZCRFL38 883556CW0 959000 PA USD 914776.18 0.0216739644 Long DBT CORP US N 2 2030-08-10 Fixed 4.977000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2020 TPMT 2020 4 A1 144A N/A 89179JAA4 1225280.01 PA USD 1047084.11 0.0248087611 Long ABS-MBS CORP US N 2 2060-10-25 Fixed 1.750000000000 N N N N N N TransDigm Inc. 88Q84GB3X55CF5OC7582 893647BL0 1094000 PA USD 1018464.22 0.0241306646 Long DBT CORP US N 2 2027-11-15 Fixed 5.500000000000 N N N N N N TriNet Group Inc. N/A 896288AA5 608000 PA USD 502052.8 0.0118952316 Long DBT CORP US N 2 2029-03-01 Fixed 3.500000000000 N N N N N N TRITON CONTAINER FINANCE VIII TCF 2020 1A A 144A N/A 89680HAA0 2508916.79 PA USD 2141611.87 0.0507416135 Long ABS-O CORP US N 2 2045-09-20 Fixed 2.110000000000 N N N N N N Truist Financial Corporation 549300DRQQI75D2JP341 89788MAP7 1739000 PA USD 1581969.47 0.0374819007 Long DBT CORP US N 2 2034-06-08 Variable 5.867000000000 N N N N N N UNITED AIRLINES 2020-1 CLASS A PASS THRU CE 04/29 5.875 N/A 90931GAA7 2876487.9 PA USD 2832018.84 0.0670995559 Long DBT CORP US N 2 2027-10-15 Fixed 5.875000000000 N N N N N N United Airlines 2016-1 Class A Pass Through Trust N/A 90931MAA4 1661362.51 PA USD 1454501.61 0.0344617806 Long DBT CORP US N 2 2028-07-07 Fixed 3.450000000000 N N N N N N UNITED AIRLINES 2023-1 CLASS A PASS THRU CE 07/37 5.8 N/A 90932LAJ6 1871000 PA USD 1753331.31 0.0415420090 Long DBT CORP US N 2 2036-01-15 Fixed 5.800000000000 N N N N N N UNITED AIRLINES 2020-1 CLASS B PASS THRU CE 07/27 4.875 N/A 90932VAA3 954560 PA USD 914626.75 0.0216704239 Long DBT CORP US N 2 2026-01-15 Fixed 4.875000000000 N N N N N N United States Treasury Note/Bond N/A 912810TD0 5142000 PA USD 2959662.9 0.0701238506 Long DBT UST US N 2 2052-02-15 Fixed 2.250000000000 N N N N N N Vantage Data Centers LLC N/A 92212KAC0 1650000 PA USD 1376896.46 0.0326230672 Long ABS-O CORP US N 2 2045-09-15 Fixed 1.992000000000 N N N N N N Var Energi ASA N/A 92212WAD2 380000 PA USD 388805.96 0.0092120529 Long DBT CORP NO N 2 2028-01-15 Fixed 7.500000000000 N N N N N N Venture Global LNG Inc. N/A 92332YAC5 1557000 PA USD 1581818.49 0.0374783235 Long DBT CORP US N 2 2029-02-01 Fixed 9.500000000000 N N N N N N VeriSign Inc. LMPL4N8ZOJRMF0KOF759 92343EAM4 1093000 PA USD 844081.19 0.0199989746 Long DBT CORP US N 2 2031-06-15 Fixed 2.700000000000 N N N N N N Viatris Inc N/A 92556VAF3 1807000 PA USD 1039618.29 0.0246318720 Long DBT CORP US N 2 2050-06-22 Fixed 4.000000000000 N N N N N N VICI Properties LP / VICI Note Co Inc N/A 92564RAB1 1845000 PA USD 1595851.75 0.0378108161 Long DBT CORP US N 2 2029-12-01 Fixed 4.625000000000 N N N N N N Vistra Operations Company LLC 549300ZH5GKBTJZ7NM23 92840VAE2 2537000 PA USD 2207568.01 0.0523043247 Long DBT CORP US N 2 2029-07-15 Fixed 4.300000000000 N N N N N N Vodafone Group Public Limited Company N/A 92857WBY5 996000 PA USD 837708.97 0.0198479964 Long DBT CORP GB N 2 2053-02-10 Fixed 5.625000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 95000U2G7 3702000 PA USD 3027304.13 0.0717264870 Long DBT CORP US N 2 2030-10-30 Variable 2.879000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 95000U2S1 4667000 PA USD 4068071.66 0.0963855882 Long DBT CORP US N 2 2028-06-02 Variable 2.393000000000 N N N N N N Wendy's Funding LLC N/A 95058XAK4 1993122.5 PA USD 1614295.69 0.0382478119 Long ABS-O CORP US N 2 2051-06-15 Fixed 2.370000000000 N N N N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958667AC1 1625000 PA USD 1408786.76 0.0333786501 Long DBT CORP US N 2 2030-02-01 Fixed 4.050000000000 N N N N N N The Williams Companies Inc. D71FAKCBLFS2O0RBPG08 969457BZ2 1169000 PA USD 1030033.98 0.0244047891 Long DBT CORP US N 2 2032-08-15 Fixed 4.650000000000 N N N N N N The Williams Companies Inc. D71FAKCBLFS2O0RBPG08 96949LAD7 1569000 PA USD 1449506.26 0.0343434249 Long DBT CORP US N 2 2027-06-15 Fixed 3.750000000000 N N N N N N Travel + Leisure Co. T4VNTWMFQ7JQB65L7T35 98310WAQ1 628000 PA USD 514109.06 0.0121808828 Long DBT CORP US N 2 2030-03-01 Fixed 4.625000000000 N N N N N N YUM! Brands Inc. 549300JE8XHZZ7OHN517 988498AL5 908000 PA USD 808310.68 0.0191514572 Long DBT CORP US N 2 2030-01-15 Fixed 4.750000000000 N N N N N N Energian Israel Finance Ltd N/A BO3322191 772000 PA USD 615592.8 0.0145853562 Long DBT CORP IL N 2 2031-03-30 Fixed 5.875000000000 N N N N N N 2023-11-30 John Hancock Investment Trust /s/Salvatore Schiavone Salvatore Schiavone Treasurer