0001752724-24-089288.txt : 20240424 0001752724-24-089288.hdr.sgml : 20240424 20240424141942 ACCESSION NUMBER: 0001752724-24-089288 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20240229 FILED AS OF DATE: 20240424 DATE AS OF CHANGE: 20240424 PERIOD START: 20240831 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIDELITY SALEM STREET TRUST CENTRAL INDEX KEY: 0000035315 ORGANIZATION NAME: IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 0430 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-02105 FILM NUMBER: 24869723 BUSINESS ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 BUSINESS PHONE: 617-563-7000 MAIL ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 FORMER COMPANY: FORMER CONFORMED NAME: FIDELITY FIXED INCOME TRUST DATE OF NAME CHANGE: 19920703 FORMER COMPANY: FORMER CONFORMED NAME: FIDELITY FLEXIBLE BOND FUND DATE OF NAME CHANGE: 19860904 FORMER COMPANY: FORMER CONFORMED NAME: FIDELITY CORPORATE BOND FUND INC DATE OF NAME CHANGE: 19851225 0000035315 S000017674 Fidelity Intermediate Bond Fund C000048836 Fidelity Intermediate Bond Fund FTHRX NPORT-P 1 primary_doc.xml NPORT-P false 0000035315 XXXXXXXX S000017674 C000048836 Fidelity Salem Street Trust 811-02105 0000035315 S4W85DGKOEJ24DPRB829 245 Summer Street Boston 02210 1-800-FIDELITY Fidelity Intermediate Bond Fund S000017674 VW34W3RS5HO0SXCVMN92 2024-08-31 2024-02-29 N 3586782964.92 29999193.81 3556783771.11 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 USD N KITE REALTY GROUP TRUST N/A KITE RLTY GROUP TRUST 4% 03/15/2025 76131VAA1 1514000.00000000 PA USD 1481386.64000000 0.041649611990 Long DBT CORP US N 2 2025-03-15 Fixed 0.04000000 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 MIZUHO FINL GROUP INC 1.554%/VAR 07/09/2027 60687YBS7 6800000.00000000 PA USD 6238010.06000000 0.175383449246 Long DBT CORP JP N 2 2027-07-09 Variable 0.01554000 N N N N N N CENT CLO 21 LTD/CENT CLO 21 CORP N/A CENT CLO 21 LTD/CORP TSFR3M+123.161 07/27/2030 144A 15137EBN2 4905631.69510000 PA USD 4908437.72000000 0.138002140019 Long ABS-CBDO CORP KY N 2 2030-07-27 Variable 0.06551200 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 ENBRIDGE INC 6% 11/15/2028 29250NBX2 7927000.00000000 PA USD 8209309.09000000 0.230807089165 Long DBT CORP CA N 2 2028-11-15 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 30YR 7.5% 06/01/2027#250951 31371FWL2 145.09980000 PA USD 147.85000000 0.000004156845 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 0.07500000 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2018-WPT N/A J P MORGAN CHASE COML MTG SECS TR 2018-WPT 4.248% 07/05/2033 144A 46645WAU7 2057853.00000000 PA USD 1859784.65000000 0.052288381011 Long ABS-MBS CORP US N 2 2033-07-05 Fixed 0.04247500 N N N N N N AASET 2021-2 TR N/A AASET 2021-2 TR 2.798% 01/15/2047 144A 00258BAA2 3252609.24490000 PA USD 2830030.25000000 0.079567115465 Long ABS-CBDO CORP US N 2 2047-01-15 Fixed 0.02798000 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AG 4.5% 04/01/2025 251525AP6 4541000.00000000 PA USD 4453947.99000000 0.125224030377 Long DBT CORP DE N 2 2025-04-01 Fixed 0.04500000 N N N N N N DUKE ENERGY CORP NEW I1BZKREC126H0VB1BL91 DUKE ENERGY CORP NEW 4.5% 08/15/2032 26441CBT1 9500000.00000000 PA USD 8918299.99000000 0.250740572492 Long DBT CORP US N 2 2032-08-15 Fixed 0.04500000 N N N N N N BAMLL COML MTG SECS TR 2019 N/A BAMLL COML MTG SECS TR 2019 3.112% 11/05/2032 144A 05492PAA6 1164000.00000000 PA USD 1075420.88000000 0.030235767738 Long ABS-MBS CORP US N 2 2032-11-05 Fixed 0.03112000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 9/31 #545176 36212VT90 14063.38690000 PA USD 14409.38000000 0.000405123868 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 0.07000000 N N N N N N WELLS FARGO COML MTG TR 2017-C41 N/A WELLS FARGO COML MTG TR 2017-C41 3.39% 11/15/2050 95001ABB1 229462.49880000 PA USD 221727.87000000 0.006233942917 Long ABS-MBS CORP US N 2 2050-11-15 Fixed 0.03390000 N N N N N N HUNTINGTON BANCSHARES INC/OH 549300XTVCVV9I7B5T19 HUNTINGTON BANCSHARES INC/OH 4.443%/VAR 08/04/2028 446150BB9 3163000.00000000 PA USD 3037764.15000000 0.085407613886 Long DBT CORP US N 2 2028-08-04 Variable 0.04443000 N N N N N N TAPESTRY INC 549300LJNVY5SW3VTN33 TAPESTRY INC 7% 11/27/2026 876030AC1 1248000.00000000 PA USD 1281761.33000000 0.036037088911 Long DBT CORP US N 2 2026-11-27 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 10/31 #566254 36213WBX3 345.28480000 PA USD 356.77000000 0.000010030691 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 0.07000000 N N N N N N EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 635400B4JJBON4TCHF02 EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.4% 08/27/2027 144A 29449WAB3 3155000.00000000 PA USD 2730227.96000000 0.076761145340 Long DBT CORP US N 2 2027-08-27 Fixed 0.01400000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 FORD MTR CR CO LLC 6.95% 06/10/2026 345397D26 7500000.00000000 PA USD 7649235.30000000 0.215060453270 Long DBT CORP US N 2 2026-06-10 Fixed 0.06950000 N N N N N N JACKSON FINANCIAL INC 213800WXW2KG1N4CO374 JACKSON FINANCIAL INC 5.17% 06/08/2027 46817MAR8 1211000.00000000 PA USD 1203146.31000000 0.033826804985 Long DBT CORP US N 2 2027-06-08 Fixed 0.05170000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-MOBILE USA INC 3.5% 04/15/2025 87264ABB0 2650000.00000000 PA USD 2590631.28000000 0.072836344481 Long DBT CORP US N 2 2025-04-15 Fixed 0.03500000 N N N N N N AT and T INC 549300Z40J86GGSTL398 AT and T INC 1.65% 02/01/2028 00206RKG6 4123000.00000000 PA USD 3627835.12000000 0.101997629135 Long DBT CORP US N 2 2028-02-01 Fixed 0.01650000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 7.50% 9/27 #394494 31378CGB2 1388.39430000 PA USD 1417.68000000 0.000039858481 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 0.07500000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.2% 03/15/2028 161175BK9 3155000.00000000 PA USD 2957385.06000000 0.083147732623 Long DBT CORP US N 2 2028-03-15 Fixed 0.04200000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 7/32 #781539 36225BV88 2211.59870000 PA USD 2282.65000000 0.000064177362 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 0.07000000 N N N N N N HESS MIDSTREAM PARTNERS LP N/A HESS MIDSTREAM PARTNERS LP 5.625% 02/15/2026 144A 428102AC1 5241000.00000000 PA USD 5166839.85000000 0.145267190318 Long DBT CORP US N 2 2026-02-15 Fixed 0.05625000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE and CO 2.947%/VAR 02/24/2028 46647PCW4 11415000.00000000 PA USD 10693089.60000000 0.300639293477 Long DBT CORP US N 2 2028-02-24 Variable 0.02947000 N N N N N N PIEDMONT OPERATING PARTNERSHIP LP 549300WKGDPAS39FBD10 PIEDMONT OPERATING PARTNERSHIP LP 2.75% 04/01/2032 720198AF7 475000.00000000 PA USD 336116.32000000 0.009450007130 Long DBT CORP US N 2 2032-04-01 Fixed 0.02750000 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 DNB BANK ASA 1.605/VAR 03/30/2028 144A 25601B2B0 6094000.00000000 PA USD 5424920.48000000 0.152523201552 Long DBT CORP NO N 2 2028-03-30 Variable 0.01605000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 20YR 3.00% 11/32 #MA1237 31418ALT3 3229478.30130000 PA USD 3044219.60000000 0.085589110722 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 20YR 2.5% 01/01/2033#AL2974 3138EKJU0 355032.29560000 PA USD 327008.21000000 0.009193929995 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 0.02500000 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 BRIXMOR OPERATING PARTNERSHIP LP 3.85% 02/01/2025 11120VAA1 1848000.00000000 PA USD 1812731.79000000 0.050965476302 Long DBT CORP US N 2 2025-02-01 Fixed 0.03850000 N N N N N N CEDAR FUNDING LT N/A CEDAR FUNDING LT TSFR3M+136.161 07/15/2033 144A 15034AAA3 6372726.00000000 PA USD 6377569.27000000 0.179307196625 Long ABS-CBDO CORP KY N 2 2033-07-15 Variable 0.06675600 N N N N N N IMPERIAL BRANDS FINANCE PLC 2138008L3B3MCG1DFS50 IMPERIAL BRANDS FINANCE PLC 3.125% 07/26/2024 144A 45262BAA1 5438000.00000000 PA USD 5379706.11000000 0.151251986519 Long DBT CORP GB N 2 2024-07-26 Fixed 0.03125000 N N N N N N BX TR 2021-ACNT N/A BX TR 2021-ACNT TSFR1M+96.448 11/15/2026 144A 05609QAA4 2900587.84000000 PA USD 2881552.73000000 0.081015684827 Long ABS-MBS CORP US N 2 2038-11-15 Variable 0.06282480 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 6/28 #460414 36208TN71 65.18770000 PA USD 65.32000000 0.000001836490 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N ROPER TECHNOLOGIES INC 549300LJXD867XMVE759 ROPER TECHNOLOGIES INC 2% 06/30/2030 776743AJ5 3615000.00000000 PA USD 3009480.13000000 0.084612400518 Long DBT CORP US N 2 2030-06-30 Fixed 0.02000000 N N N N N N GSK CONSUMER HEALTHCARE CAPITAL US LLC 549300N8C3A3L0UVQB07 GSK CONSUMER HEALTHCARE CAPITAL US LLC 3.375% 03/24/2027 36264FAK7 7000000.00000000 PA USD 6648976.39000000 0.186937885963 Long DBT CORP US N 2 2027-03-24 Fixed 0.03375000 N N N N N N CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1 N/A CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1A A 3.967% 04/15/2039 144A 14855MAA6 1682971.40530000 PA USD 1514765.99000000 0.042588082028 Long ABS-CBDO CORP US N 2 2039-04-15 Fixed 0.03967000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 PHILIP MORRIS INTL INC 5.125% 02/13/2031 718172DH9 5374000.00000000 PA USD 5292867.32000000 0.148810488930 Long DBT CORP US N 2 2031-02-13 Fixed 0.05125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 7.50% 1/28 #420260 31379HZZ6 387.24770000 PA USD 396.80000000 0.000011156146 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 0.07500000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 BROADCOM INC 1.95% 02/15/2028 144A 11135FBE0 3155000.00000000 PA USD 2801059.07000000 0.078752582396 Long DBT CORP US N 2 2028-02-15 Fixed 0.01950000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 6/28 #464955 36208YQG7 3537.09010000 PA USD 3599.08000000 0.000101189170 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 CARRIER GLOBAL CORP 2.493% 02/15/2027 14448CAP9 6047000.00000000 PA USD 5615916.69000000 0.157893114999 Long DBT CORP US N 2 2027-02-15 Fixed 0.02493000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 7.50% 11/25 #250410 31371FDP4 31.56840000 PA USD 31.74000000 0.000000892379 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 2/28 #462543 36208VZG3 3438.98020000 PA USD 3490.75000000 0.000098143441 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 0.07000000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 WESTPAC BANKING CORP 4.11%/VAR 07/24/2034 961214EF6 1134000.00000000 PA USD 1035848.58000000 0.029123181128 Long DBT CORP AU N 2 2034-07-24 Variable 0.04110000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.15% 11/10/2026 161175CM4 10200000.00000000 PA USD 10289153.30000000 0.289282508078 Long DBT CORP US N 2 2026-11-10 Fixed 0.06150000 N N N N N N BX TRUST N/A BX TRUST 0.8% 06/15/2023 144A 05608WAA2 2354988.64130000 PA USD 2332910.62000000 0.065590453908 Long ABS-MBS CORP US N 2 2038-06-15 Variable 0.06102480 N N N N N N ADVANCE AUTO PARTS INC 529900UCNQ5H9FSL0Y70 ADVANCE AUTO PARTS INC 5.95% 03/09/2028 00751YAJ5 5890000.00000000 PA USD 5884206.48000000 0.165436159706 Long DBT CORP US N 2 2028-03-09 Fixed 0.05950000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 6/32 #582178 36201FXF9 18634.82020000 PA USD 19330.73000000 0.000543489040 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N PRPM 2021-RPL2 N/A PRPM 2021-RPL2 VAR 10/25/2051 144A 69357QAA4 778937.51690000 PA USD 695992.74000000 0.019568036315 Long ABS-CBDO CORP US N 2 2051-10-25 Variable 0.01455000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 CAPITAL ONE FINANCIAL CORP 2.359/VAR 07/29/2032 14040HCG8 6310000.00000000 PA USD 4770241.56000000 0.134116715183 Long DBT CORP US N 2 2032-07-29 Variable 0.02359000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 SOCIETE GENERALE FRANCE 4.677% 06/15/2027 144A 83368RBM3 5569000.00000000 PA USD 5480994.71000000 0.154099744677 Long DBT CORP FR N 2 2027-06-15 Fixed 0.04677000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021-VINO N/A BX COMMERCIAL MORTGAGE TRUST 2021-VINO A TSFR1M+76.681 82 05/15/2038 144A 05608KAA8 1782999.20000000 PA USD 1765238.92000000 0.049630200585 Long ABS-MBS CORP US N 2 2038-05-01 Variable 0.06084810 N N N N N N FORD CR FLOORPLN MAST OWN TR A 5493001DTG5N7T8BG747 FORD CR FLOORPLN MAST OWN TR A 4.92% 05/15/2028 144A 34528QHV9 4184000.00000000 PA USD 4165325.13000000 0.117109315551 Long ABS-CBDO CORP US N 2 2028-05-15 Fixed 0.04920000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE and CO 4.125% 12/15/2026 46625HJZ4 3199000.00000000 PA USD 3123039.97000000 0.087805168123 Long DBT CORP US N 2 2026-12-15 Fixed 0.04125000 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 OMEGA HEALTHCARE INVESTORS INC 4.95% 04/01/2024 681936BB5 696000.00000000 PA USD 695128.96000000 0.019543750892 Long DBT CORP US N 2 2024-04-01 Fixed 0.04950000 N N N N N N TRAPEZA CDO XII LTD / TRAPEZA CDO XII INC 5493000R4ICCD2N68609 TRAP 2007-12A B TSFR3M+82.161 4/42 89413GAG3 1143000.00040000 PA USD 808833.66000000 0.022740591277 Long ABS-CBDO CORP KY N 2 2042-04-06 Variable 0.06150920 N N N N N N BAT INTERNATIONAL FINANCE PLC 21380041YBGOQDFAC823 BAT INTL FINANCE PLC 5.931% 02/02/2029 05530QAQ3 7000000.00000000 PA USD 7148619.94000000 0.200985508257 Long DBT CORP GB N 2 2029-02-02 Fixed 0.05931000 N N N N N N UPSTART SECURITIZATION TR 2021-5 N/A UPSTART SECURITIZATION TR 2021-5 1.31% 11/20/2031 144A 91679JAA5 251226.19510000 PA USD 250335.98000000 0.007038268168 Long ABS-CBDO CORP US N 2 2031-11-20 Fixed 0.01310000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 7.00% 3/26 #303780 31373UM53 59.48740000 PA USD 61.05000000 0.000001716438 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 20YR 2.5% 01/01/2033#AL2976 3138EKJW6 236616.97880000 PA USD 217865.94000000 0.006125363643 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 0.02500000 N N N N N N AJAX MORTGAGE LOAN TRUST 2021 N/A AJAX MORTGAGE LOAN TRUST 2021-B A VAR 06/25/2066 144A 00970LAA7 11353887.08860000 PA USD 11062062.67000000 0.311013077597 Long ABS-CBDO CORP US N 2 2066-06-25 Variable 0.02239000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 ALLY FINL INC 4.625% 03/30/2025 02005NBA7 1892000.00000000 PA USD 1871195.72000000 0.052609206530 Long DBT CORP US N 2 2025-03-30 Fixed 0.04625000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC (THE) 1.093%/VAR 12/09/2026 38141GXM1 5874000.00000000 PA USD 5441334.96000000 0.152984699384 Long DBT CORP US N 2 2026-12-09 Variable 0.01093000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 VICI PROPERTIES LP 5.125% 05/15/2032 925650AD5 556000.00000000 PA USD 521729.94000000 0.014668587509 Long DBT CORP US N 2 2032-05-15 Fixed 0.05125000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 ING GROEP NV SOFR 1.726%/VAR 04/01/2027 456837AV5 2376000.00000000 PA USD 2199484.09000000 0.061839128593 Long DBT CORP NL N 2 2027-04-01 Variable 0.01726000 N N N N N N TEACHERS INS and ANNUITY ASSN AMER O06XD7BJ4EPXNABVFN69 TEACHERS INS and ANNUITY ASSN AMER 4.9% 09/15/2044 144A 878091BD8 2715000.00000000 PA USD 2466401.79000000 0.069343596595 Long DBT CORP US N 2 2044-09-15 Fixed 0.04900000 N N N N N N LYB INTERNATIONAL FINANCE III LLC N/A LYB INTERNATIONAL FINANCE III LLC 1.25% 10/01/2025 50249AAF0 3039000.00000000 PA USD 2839732.98000000 0.079839910513 Long DBT CORP US N 2 2025-10-01 Fixed 0.01250000 N N N N N N HORIZON AIRCRAFT FINANCE LTD N/A HORIZON AIRCRAFT FINANCE LTD 2019-1 A 3.721% 07/15/2039 144A 44040HAA0 640624.11560000 PA USD 573086.57000000 0.016112493951 Long ABS-CBDO CORP KY N 2 2039-07-15 Fixed 0.03721000 N N N N N N VORNADO REALTY L P 549300BMOJ05INE4YK86 VORNADO REALTY LP 2.15% 06/01/2026 929043AK3 590000.00000000 PA USD 529455.60000000 0.014885796665 Long DBT CORP US N 2 2026-06-01 Fixed 0.02150000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 VERIZON COMMUNICATIONS INC 2.355% 03/15/2032 92343VGN8 7604000.00000000 PA USD 6165235.68000000 0.173337376595 Long DBT CORP US N 2 2032-03-15 Fixed 0.02355000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 15YR 3.5% 09/01/2034#FM1577 3140X4XF8 1516920.11100000 PA USD 1447109.63000000 0.040685903983 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 0.03500000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 LLOYDS BANKING GROUP PLC 5.462%/VAR 01/05/2028 53944YAZ6 10500000.00000000 PA USD 10455066.41000000 0.293947202945 Long DBT CORP GB N 2 2028-01-05 Variable 0.05462000 N N N N N N DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC N/A DPABS 2018-1A A2I 4.116% 07/25/2048 144A 25755TAJ9 4670227.50000000 PA USD 4545906.98000000 0.127809483863 Long ABS-CBDO CORP US N 2 2048-07-25 Fixed 0.04116000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 MEXICO UNITED MEXICAN STATES 3.5% 02/12/2034 91087BAR1 1965000.00000000 PA USD 1625605.20000000 0.045704358336 Long DBT NUSS MX N 2 2034-02-12 Fixed 0.03500000 N N N N N N BINOM SECURITIZATION TRUST 2021 N/A BINOM SECURITIZATION TRUST 2022-RPL1 A1 2.9359% 02/25/2061 144A 05552CAA2 1834912.57310000 PA USD 1657734.88000000 0.046607693542 Long ABS-CBDO CORP US N 2 2061-02-25 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 1/28 #436093 36207MNJ1 323.25600000 PA USD 327.65000000 0.000009211974 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 0.07000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4% 01/31/2031 91282CJX0 42263400.00000000 PA USD 41576619.75000000 1.168938637420 Long DBT UST US N 2 2031-01-31 Fixed 0.04000000 N N N N N N BRAVO RESIDENTIAL FDG TR 2020-RPL2 N/A BRAVO RESIDENTIAL FDG TR 2020-RPL2 2% 05/25/2059 144A 10569BAA5 1616517.51610000 PA USD 1456855.86000000 0.040959922046 Long ABS-CBDO CORP US N 2 2059-05-25 Fixed 0.02000000 N N N N N N SAPPHIRE AVIATION FINANCE N/A SAPPHIRE AVIATION FINANCE 3.228% 03/15/2040 144A 80307AAA7 2595072.69440000 PA USD 2295471.55000000 0.064537843673 Long ABS-CBDO CORP US N 2 2040-03-15 Fixed 0.03228000 N N N N N N VCAT 2021-NPL3 N/A VCAT 2021-NPL3 VAR 05/25/2051 144A 91824MAA2 3157332.96450000 PA USD 3036987.75000000 0.085385785176 Long ABS-CBDO CORP US N 2 2051-05-25 Variable 0.01743000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORPORATION 1.319%/VAR 06/19/2026 06051GJD2 3596000.00000000 PA USD 3403653.84000000 0.095694707888 Long DBT CORP US N 2 2026-06-19 Variable 0.01319000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 ALTRIA GROUP INC 4.8% 02/14/2029 02209SBD4 964000.00000000 PA USD 946524.25000000 0.026611801866 Long DBT CORP US N 2 2029-02-14 Fixed 0.04800000 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2019-BROOK N/A J P MORGAN CHASE COML MTG SECS TR 2019-BROOK TSFR1M+136.448 09/15/2029 144A 46591JAA4 1117203.47610000 PA USD 1050324.10000000 0.029530164541 Long ABS-MBS CORP US N 2 2029-09-15 Variable 0.06932480 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 6/28 #443711 36207V3U8 1302.32670000 PA USD 1323.21000000 0.000037202430 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N BRANDYWINE OPER PARTNERSHIP LP IXBXSCONLDQ1ZI73YU71 BRANDYWINE OPER PARTNERSHIP LP 4.1% 10/01/2024 105340AN3 238000.00000000 PA USD 235308.67000000 0.006615771020 Long DBT CORP US N 2 2024-10-01 Fixed 0.04100000 N N N N N N MOODYS CORP 549300GCEDD8YCF5WU84 MOODYS CORP 3.75% 03/24/2025 615369AS4 2509000.00000000 PA USD 2466436.85000000 0.069344582317 Long DBT CORP US N 2 2025-03-24 Fixed 0.03750000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY 5.45%/VAR 07/20/2029 61747YFF7 7193000.00000000 PA USD 7220381.59000000 0.203003107713 Long DBT CORP US N 2 2029-07-20 Variable 0.05449000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 CREDIT AGRICOLE SA 6.251/VAR 01/10/2035 144A 225313AQ8 10500000.00000000 PA USD 10491792.26000000 0.294979760794 Long DBT CORP FR N 2 2035-01-10 Variable 0.06251000 N N N N N N VENTAS RLTY LTD PARTNERSHIP 32SXKSJ72K64GM3HOU64 VENTAS RLTY LTD PARTNERSHIP 2.65% 01/15/2025 92277GAT4 2514000.00000000 PA USD 2444383.92000000 0.068724557839 Long DBT CORP US N 2 2025-01-15 Fixed 0.02650000 N N N N N N MORGAN STANLEY CAP I TR 2019-MEAD N/A MORGAN STANLEY CAP I TR 2019-MEAD 3.17% 11/10/2036 144A 61771LAA0 2448000.00000000 PA USD 2298652.17000000 0.064627267720 Long ABS-MBS CORP US N 2 2036-11-10 Fixed 0.03170000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 GENERAL MTRS FINL CO INC 1.25% 01/08/2026 37045XDD5 3578000.00000000 PA USD 3315552.45000000 0.093217711937 Long DBT CORP US N 2 2026-01-08 Fixed 0.01250000 N N N N N N SOUTHERN COMPANY 549300FC3G3YU2FBZD92 SOUTHERN COMPANY STEP 08/01/2027 842587DD6 3155000.00000000 PA USD 3147072.94000000 0.088480861995 Long DBT CORP US N 2 2027-08-01 Variable 0.05113000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 6/29 #513703 36211HU41 44.06760000 PA USD 44.62000000 0.000001254504 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 0.07000000 N N N N N N VENTAS RLTY LTD PARTNERSHIP 32SXKSJ72K64GM3HOU64 VENTAS RLTY LTD PARTNERSHIP 3% 01/15/2030 92277GAU1 1315000.00000000 PA USD 1147900.03000000 0.032273539913 Long DBT CORP US N 2 2030-01-15 Fixed 0.03000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 UBS GROUP AG 6.373%/VAR 07/15/2026 144A 225401AY4 4455000.00000000 PA USD 4485566.47000000 0.126112993048 Long DBT CORP CH N 2 2026-07-15 Variable 0.06373000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 7/28 #466888 36209BUM8 857.49530000 PA USD 872.95000000 0.000024543240 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N SYMPHONY CLO XXI LTD N/A SYMPHONY CLO XXI LTD 21A AR TSFR3M+132.161 07/15/2032 144A 87166RDE4 4706003.00000000 PA USD 4709118.37000000 0.132398219094 Long ABS-CBDO CORP KY N 2 2032-07-15 Variable 0.06635600 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 WELLS FARGO and CO NEW 6.303%/VAR 10/23/2029 95000U3G6 8500000.00000000 PA USD 8810099.81000000 0.247698493272 Long DBT CORP US N 2 2029-10-23 Variable 0.06303000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY 0.79/VAR 05/30/2025 61747YEA9 1577000.00000000 PA USD 1554804.70000000 0.043713781889 Long DBT CORP US N 2 2025-05-30 Variable 0.00790000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE and CO 4.25% 10/01/2027 46625HNJ5 2524000.00000000 PA USD 2473038.42000000 0.069530187358 Long DBT CORP US N 2 2027-10-01 Fixed 0.04250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 6/32 #569840 36200RBH4 1494.85130000 PA USD 1539.40000000 0.000043280674 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP PARIBAS SOFR 1.323%/VAR 01/13/2027 144A 09659W2N3 3654000.00000000 PA USD 3379461.90000000 0.095014544528 Long DBT CORP FR N 2 2027-01-13 Variable 0.01323000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 1/31 #530552 36212DL98 9686.76720000 PA USD 9936.89000000 0.000279378523 Long ABS-MBS USGA US N 2 2031-01-15 Fixed 0.07000000 N N N N N N CHASE ISSUANCE TR 5493008SHVCX2Y068L12 CHASE ISSUANCE TR 5.16% 09/15/2028 161571HT4 9348000.00000000 PA USD 9399731.83000000 0.264276167315 Long ABS-CBDO CORP US N 2 2028-09-15 Fixed 0.05160000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-MOBILE USA INC 2.625% 04/15/2026 87264ABU8 5363000.00000000 PA USD 5075279.34000000 0.142692940212 Long DBT CORP US N 2 2026-04-15 Fixed 0.02625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4.625% 11/15/2026 91282CJK8 51854100.00000000 PA USD 52048552.88000000 1.463360053055 Long DBT UST US N 2 2026-11-15 Fixed 0.04625000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC 2.666%/VAR 01/29/2031 172967ML2 5530000.00000000 PA USD 4744384.26000000 0.133389729747 Long DBT CORP US N 2 2031-01-29 Variable 0.02666000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC (THE) 4.482%/VAR 08/23/2028 38141GZU1 3334000.00000000 PA USD 3250728.25000000 0.091395160886 Long DBT CORP US N 2 2028-08-23 Variable 0.04482000 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 AVOLON HOLDINGS FUNDING LTD 6.375% 05/04/2028 144A 05401AAS0 2418000.00000000 PA USD 2453672.03000000 0.068985695726 Long DBT CORP KY N 2 2028-05-04 Fixed 0.06375000 N N N N N N CASTLELAKE AIRCRAFT STRUCTURED TR 2021-1 N/A CASTLELAKE AIRCRAFT STRUCTURED TR 2021-1 3.474% 01/15/2046 144A 14856GAA8 3424208.29460000 PA USD 3218717.45000000 0.090495168026 Long ABS-CBDO CORP US N 2 2046-01-15 Fixed 0.03474000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 3.125% 08/31/2029 91282CFJ5 80736300.00000000 PA USD 76194883.13000000 2.142241081644 Long DBT UST US N 2 2029-08-31 Fixed 0.03125000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 3/28 #458872 36208RW91 937.74290000 PA USD 952.32000000 0.000026774751 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 6/28 #460857 36208T5S5 2187.92460000 PA USD 2225.18000000 0.000062561576 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A DELL INTL/EMC CORP 5.25% 02/01/2028 24703DBJ9 1935000.00000000 PA USD 1949487.38000000 0.054810399098 Long DBT CORP US N 2 2028-02-01 Fixed 0.05250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 3.75% 05/31/2030 91282CHF1 84749900.00000000 PA USD 82283545.70000000 2.313425583200 Long DBT UST US N 2 2030-05-31 Fixed 0.03750000 N N N N N N PRPM 2021-RPL1 LLC N/A PRPM 2021-RPL1 LLC 1.484% 07/25/2051 144A 69360GAA1 551760.03060000 PA USD 492513.58000000 0.013847161134 Long ABS-CBDO CORP US N 2 2051-07-25 Fixed 0.01319000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 WELLS FARGO and CO NEW 5.574%/VAR 07/25/2029 95000U3E1 10500000.00000000 PA USD 10568759.88000000 0.297143727595 Long DBT CORP US N 2 2029-07-25 Variable 0.05574000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4.375% 11/30/2030 91282CJM4 46541100.00000000 PA USD 46788349.59000000 1.315467922735 Long DBT UST US N 2 2030-11-30 Fixed 0.04375000 N N N N N N CIGNA GROUP (THE) 549300VIWYMSIGT1U456 CIGNA GROUP (THE) 3.4% 03/01/2027 125523CB4 2839000.00000000 PA USD 2702988.39000000 0.075995296985 Long DBT CORP US N 2 2027-03-01 Fixed 0.03400000 N N N N N N WEC ENERGY GROUP INC 549300IGLYTZUK3PVP70 WEC ENERGY GROUP INC FRN TSFR3M+211.25 25 05/15/2067 976657AH9 2134000.00000000 PA USD 2032583.25000000 0.057146663412 Long DBT CORP US N 2 2067-05-15 Variable 0.07681100 N N N N N N CLECO CORPORATE HLDGS LLC 5493002H80P81B3HXL31 CLECO CORPORATE HLDGS LLC 3.743% 05/01/2026 18551PAC3 3786000.00000000 PA USD 3637229.36000000 0.102261750898 Long DBT CORP US N 2 2026-05-01 Fixed 0.03743000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 FIRSTENERGY CORP 1.6% 01/15/2026 337932AN7 365000.00000000 PA USD 337642.89000000 0.009492927086 Long DBT CORP US N 2 2026-01-15 Fixed 0.01600000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP PARIBAS 2.219%/VAR 06/09/2026 144A 09659W2L7 2279000.00000000 PA USD 2181673.28000000 0.061338372540 Long DBT CORP FR N 2 2026-06-09 Variable 0.02219000 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 5.75% 06/06/2028 00774MBC8 7897000.00000000 PA USD 7954153.59000000 0.223633318803 Long DBT CORP IE N 2 2028-06-06 Fixed 0.05750000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 WELLS FARGO and CO NEW 2.164%/VAR 02/11/2026 95000U2K8 5369000.00000000 PA USD 5193104.63000000 0.146005632171 Long DBT CORP US N 2 2026-02-11 Variable 0.02164000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 FHLG 30YR 7.5% 09/01/2031# 31292HMA9 189.75220000 PA USD 198.90000000 0.000005592130 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 0.07500000 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 VMWARE INC 1.4% 08/15/2026 928563AJ4 1693000.00000000 PA USD 1538986.52000000 0.043269049203 Long DBT CORP US N 2 2026-08-15 Fixed 0.01400000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 GENERAL MTRS FINL CO INC 6% 01/09/2028 37045XEB8 6100000.00000000 PA USD 6227691.30000000 0.175093334337 Long DBT CORP US N 2 2028-01-09 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 6.50% 7/35 #745092 31403CXV8 12988.43590000 PA USD 13458.92000000 0.000378401411 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 0.06500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4.875% 10/31/2030 91282CJG7 19158100.00000000 PA USD 19804685.88000000 0.556814446828 Long DBT UST US N 2 2030-10-31 Fixed 0.04875000 N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 6.50% 8/36 #888544 31410GER0 92607.29130000 PA USD 95770.89000000 0.002692626152 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 0.06500000 N N N N N N OCWEN LN INVT TR 2023-HB1 N/A OCWEN LN INVT TR 2023-HB1 A 3% 06/25/2036 144A 67578KAA4 306326.28000000 PA USD 292471.11000000 0.008222909482 Long ABS-CBDO CORP US N 2 2036-06-25 Fixed 0.03000000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 VERIZON COMMUNICATIONS INC 2.1% 03/22/2028 92343VGH1 4944000.00000000 PA USD 4402093.15000000 0.123766116617 Long DBT CORP US N 2 2028-03-22 Fixed 0.02100000 N N N N N N JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC N/A JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 2.5% 01/15/2027 46590XAS5 3631000.00000000 PA USD 3331232.99000000 0.093658574835 Long DBT CORP US N 2 2027-01-15 Fixed 0.02500000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC (THE) 3.8% 03/15/2030 38141GXH2 4330000.00000000 PA USD 4025986.02000000 0.113191756347 Long DBT CORP US N 2 2030-03-15 Fixed 0.03800000 N N N N N N LIFE 2021-BMR MTG TR N/A LIFE 2021-BMR MTG TR TSFR1M+81.448 03/15/2038 144A 53218CAA8 2260444.04910000 PA USD 2235720.44000000 0.062857924008 Long ABS-MBS CORP US N 2 2038-03-15 Variable 0.06132480 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 6/32 #581934 36201FPT8 4761.19510000 PA USD 4923.19000000 0.000138416904 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N MADISON PARK FUNDING XXIII LTD N/A MADISON PARK FUNDING XXIII LTD TSFR3M+123.161 07/27/2031 144A 55820TAJ7 4512542.33000000 PA USD 4512352.80000000 0.126866098430 Long ABS-CBDO CORP KY N 2 2031-07-27 Variable 0.06551200 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 CAPITAL ONE FINANCIAL CORP 2.636%/VAR 03/03/2026 14040HCM5 3155000.00000000 PA USD 3059711.93000000 0.086024682041 Long DBT CORP US N 2 2026-03-03 Variable 0.02636000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 8/29 #477009 36209N3S9 73.97970000 PA USD 75.28000000 0.000002116518 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 9/28 #446732 36208CHH3 511.18520000 PA USD 517.40000000 0.000014546849 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 0.07000000 N N N N N N FIVE CORNERS FND TR II N/A FIVE CORNERS FND TR II 2.85% 05/15/2030 144A 33834DAA2 2963000.00000000 PA USD 2568400.49000000 0.072211319419 Long DBT CORP US N 2 2030-05-15 Fixed 0.02850000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC HOLDINGS PLC 4.292%/VAR 09/12/2026 404280BX6 3276000.00000000 PA USD 3210970.94000000 0.090277372666 Long DBT CORP GB N 2 2026-09-12 Variable 0.04292000 N N N N N N VCAT 2021-NPL2 LLC N/A VCAT 2021-NPL2 A1 LLC 2.115% 03/27/2051 144A 91822YAA8 2007850.62010000 PA USD 1983768.46000000 0.055774221534 Long ABS-CBDO CORP US N 2 2051-03-27 Fixed 0.02115000 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AG NEW YORK BNCH 1.447%/VAR 04/01/2025 251526CG2 3868000.00000000 PA USD 3852905.86000000 0.108325557805 Long DBT CORP US N 2 2025-04-01 Variable 0.01447000 N N N N N N DELTA AIRLINES INC Q2CCMS6R0AS67HJMBN42 DELTA AIRLINES INC 2.9% 10/28/2024 247361ZU5 3470000.00000000 PA USD 3399750.54000000 0.095584965485 Long DBT CORP US N 2 2024-10-28 Fixed 0.02900000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 MICRON TECHNOLOGY INC 4.185% 02/15/2027 595112BP7 5395000.00000000 PA USD 5244565.55000000 0.147452470757 Long DBT CORP US N 2 2027-02-15 Fixed 0.04185000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORPORATION 4.25% 10/22/2026 06051GFL8 3730000.00000000 PA USD 3649569.86000000 0.102608707609 Long DBT CORP US N 2 2026-10-22 Fixed 0.04250000 N N N N N N MADISON PK FDG XXXII LTD / MADISON PK FDG XXXII LLC N/A MADISON PK FDG XXXII LTD / MADISON PK FDG XXXII LLC TSFR3M+126.161 01/22/2031 144A 55817AAN4 7635488.00000000 PA USD 7642405.75000000 0.214868438505 Long ABS-CBDO CORP KY N 2 2031-01-22 Variable 0.06579420 N N N N N N GS MTG SECS TR 2015-GC30 N/A GS MTG SECS TR 2015-GC30 3.777% 05/10/2050 36250GAT2 519253.00000000 PA USD 500204.62000000 0.014063396939 Long ABS-MBS CORP US N 2 2050-05-10 Fixed 0.03777000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC (THE) 1.542%/VAR 09/10/2027 38141GYG3 5971000.00000000 PA USD 5435325.71000000 0.152815747590 Long DBT CORP US N 2 2027-09-10 Variable 0.01542000 N N N N N N PRESTON RIDGE PARTNERS MORTGAGE TRUST N/A PRESTON RIDGE PARTNERS MORTGAGE TRUST 2021-8 A1 VAR 12/31/2199 144A 69360MAA8 3326723.99860000 PA USD 3226514.09000000 0.090714372805 Long ABS-CBDO CORP US N 2 2026-09-25 Variable 0.01743000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY 2.188%/VAR 04/28/2026 6174468Q5 3470000.00000000 PA USD 3339378.30000000 0.093887582571 Long DBT CORP US N 2 2026-04-28 Variable 0.02188000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 3/28 #436262 36207MTT3 361.67750000 PA USD 367.30000000 0.000010326745 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 0.07000000 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 OMEGA HEALTHCARE INVESTORS INC 4.5% 01/15/2025 681936BD1 701000.00000000 PA USD 693681.45000000 0.019503053731 Long DBT CORP US N 2 2025-01-15 Fixed 0.04500000 N N N N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 AMERICAN HOMES 4 RENT LP 3.625% 04/15/2032 02666TAE7 1201000.00000000 PA USD 1047918.91000000 0.029462541932 Long DBT CORP US N 2 2032-04-15 Fixed 0.03625000 N N N N N N SABRA HEALTH CARE LP 549300OVKLRFSIQG0H81 SABRA HEALTH CARE LP 3.9% 10/15/2029 78572XAG6 852000.00000000 PA USD 757353.25000000 0.021293204724 Long DBT CORP US N 2 2029-10-15 Fixed 0.03900000 N N N N N N PRPM 2021-2 N/A PRPM 2021-2 2.115% 03/25/2026 144A 69359UAA3 3664026.85820000 PA USD 3586749.60000000 0.100842497908 Long ABS-CBDO CORP US N 2 2026-03-25 Fixed 0.02115000 N N N N N N TOLL BROTHERS FINANCE CORP N/A TOLL BROS FIN CORP 4.875% 03/15/2027 88947EAS9 1352000.00000000 PA USD 1329476.90000000 0.037378625903 Long DBT CORP US N 2 2027-03-15 Fixed 0.04875000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 6/31 #560401 36213PRW3 4029.48840000 PA USD 4165.07000000 0.000117102142 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 0.07000000 N N N N N N MSC 2021-L6 N/A MSC 2021-L6 XA 1.35631% 06/15/2054 61692CBK3 4345475.29540000 PA USD 232415.57000000 0.006534430681 Long ABS-MBS CORP US N 2 2054-06-15 Variable 0.01206309 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 11/28 #481378 36209TXF1 878.23060000 PA USD 895.83000000 0.000025186518 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 0.07000000 N N N N N N DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 2% 12/14/2026 144A 233853AF7 4559000.00000000 PA USD 4182029.74000000 0.117578970472 Long DBT CORP US N 2 2026-12-14 Fixed 0.02000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 AMGEN INC 5.15% 03/02/2028 031162DP2 1367000.00000000 PA USD 1369638.84000000 0.038507790412 Long DBT CORP US N 2 2028-03-02 Fixed 0.05150000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 6/32 #590208 36201QU92 1877.12720000 PA USD 1939.58000000 0.000054531850 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 AUTOZONE INC 4% 04/15/2030 053332AZ5 3155000.00000000 PA USD 2969579.17000000 0.083490573537 Long DBT CORP US N 2 2030-04-15 Fixed 0.04000000 N N N N N N CSAIL 2020-C19 COMMERCIAL MORTGAGE TRUST N/A CSAIL 2020-C19 COMMERCIAL MORTGAGE TRUST 2.5501% 03/15/2053 12597NAT0 11986367.00000000 PA USD 11098269.50000000 0.312031043049 Long ABS-MBS CORP US N 2 2053-03-15 Fixed 0.02550100 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 ENERGY TRANSFER LP 4.2% 04/15/2027 29273RBK4 5070000.00000000 PA USD 4918162.02000000 0.138275541514 Long DBT CORP US N 2 2027-04-15 Fixed 0.04200000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 7.50% 10/26 #359551 31376ML83 430.95990000 PA USD 435.82000000 0.000012253204 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 0.07500000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE and CO 1.045%/VAR 11/19/2026 46647PBT2 3684000.00000000 PA USD 3425324.51000000 0.096303985016 Long DBT CORP US N 2 2026-11-19 Variable 0.01045000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 SOCIETE GENERALE FRANCE 4.75% 11/24/2025 144A 83367TBR9 4777000.00000000 PA USD 4677749.13000000 0.131516263878 Long DBT CORP FR N 2 2025-11-24 Fixed 0.04750000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 ENERGY TRANSFER LP 2.9% 05/15/2025 29278NAP8 3786000.00000000 PA USD 3665865.64000000 0.103066868157 Long DBT CORP US N 2 2025-05-15 Fixed 0.02900000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 7/32 #593188 36201T6Z5 15044.18590000 PA USD 15589.57000000 0.000438305250 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 0.07000000 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2018-AON N/A J P MORGAN CHASE COML MTG SECS TR 2018-AON-D 4.6132% 07/05/2031 144A 46649XAL1 3378000.00000000 PA USD 2001784.90000000 0.056280758933 Long ABS-MBS CORP US N 2 2031-07-05 Variable 0.04613200 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 AUTOZONE INC 3.625% 04/15/2025 053332AY8 341000.00000000 PA USD 334743.19000000 0.009411401185 Long DBT CORP US N 2 2025-04-15 Fixed 0.03625000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORPORATION 1.197/VAR 10/24/2026 06051GJK6 11041000.00000000 PA USD 10286578.19000000 0.289210108119 Long DBT CORP US N 2 2026-10-24 Variable 0.01197000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 7.50% 7/25 #316682 31374KXK9 281.89790000 PA USD 283.03000000 0.000007957469 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 0.07500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.75% 08/15/2032 91282CFF3 186966800.00000000 PA USD 166918993.20000000 4.692975562804 Long DBT UST US N 2 2032-08-15 Fixed 0.02750000 N N N N N N KENVUE INC 5493008HSF8L4M2LIJ82 KENVUE INC 5% 03/22/2030 49177JAH5 7415000.00000000 PA USD 7436562.38000000 0.209081092879 Long DBT CORP US N 2 2030-03-22 Fixed 0.05000000 N N N N N N JACKSON FINANCIAL INC 213800WXW2KG1N4CO374 JACKSON FINANCIAL INC 5.67% 06/08/2032 46817MAS6 4044000.00000000 PA USD 4030325.50000000 0.113313762077 Long DBT CORP US N 2 2032-06-08 Fixed 0.05670000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 OCCIDENTAL PETROLEUM CORP 2.9% 08/15/2024 674599CW3 3875000.00000000 PA USD 3817998.75000000 0.107344134355 Long DBT CORP US N 2 2024-08-15 Fixed 0.02900000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 7/32 #563613 36213TDS9 264.58770000 PA USD 274.08000000 0.000007705838 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 0.07000000 N N N N N N PRET 2022-RN1 LLC N/A PRET 2022-RN1 LLC 3.4747% 07/25/2051 144A 69363JAA2 2734033.53070000 PA USD 2647918.04000000 0.074446978236 Long ABS-CBDO CORP US N 2 2051-07-25 Fixed 0.03721000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORPORATION 4.376%/VAR 04/27/2028 06051GKP3 5400000.00000000 PA USD 5249709.14000000 0.147597084271 Long DBT CORP US N 2 2028-04-27 Variable 0.04376000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 5.50% 6/36 #889526 31410KHB3 1133.41600000 PA USD 1152.13000000 0.000032392466 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 7.50% 6/25 #312899 31374FRU5 7.92580000 PA USD 7.92000000 0.000000222673 Long ABS-MBS USGSE US N 2 2025-06-01 Fixed 0.07500000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 REALTY INCOME CORP 2.1% 03/15/2028 756109CA0 2984000.00000000 PA USD 2648493.45000000 0.074463156054 Long DBT CORP US N 2 2028-03-15 Fixed 0.02100000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 5/28 #456862 36208PQP6 220.11540000 PA USD 223.65000000 0.000006287984 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 0.07000000 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 BERKSHIRE HATHAWAY ENERGY COMPANY 3.7% 07/15/2030 084659AV3 295000.00000000 PA USD 272480.01000000 0.007660853949 Long DBT CORP US N 2 2030-07-15 Fixed 0.03700000 N N N N N N BARCLAYS COMMERCIAL MORTGAGE N/A BARCLAYS COMMERCIAL MORTGAGE 2.99% 11/15/2052 05492JAU6 3470103.00000000 PA USD 3288606.20000000 0.092460110359 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 0.02990000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 WELLS FARGO and CO NEW 4.3% 07/22/2027 94974BGL8 6170000.00000000 PA USD 5989498.01000000 0.168396461394 Long DBT CORP US N 2 2027-07-22 Fixed 0.04300000 N N N N N N RAYTHEON TECHNOLOGIES CORP I07WOS4YJ0N7YRFE7309 RAYTHEON TECHNOLOGIES CORP 5.75% 01/15/2029 75513ECU3 1653000.00000000 PA USD 1702013.02000000 0.047852586199 Long DBT CORP US N 2 2029-01-15 Fixed 0.05750000 N N N N N N BLACKBIRD CAP II AIRCRAFT LEASE LTD / BLACKBIRD CAP II AIRCRAFT LEASE US L N/A BLACKBIRD CAP II AIRCRAFT LEASE LTD / BLACKBIRD CAP II AIRCRAFT LEASE US L 2.443% 07/15/2046 144A 09229CAA7 2468420.50230000 PA USD 2172284.09000000 0.061074392760 Long ABS-CBDO CORP US N 2 2046-07-15 Fixed 0.02443000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 FIRSTENERGY CORP 2.05% 03/01/2025 337932AK3 2045000.00000000 PA USD 1969580.40000000 0.055375320141 Long DBT CORP US N 2 2025-03-01 Fixed 0.02050000 N N N N N N OCEANVIEW MTG LN TR 2020-1 N/A OCEANVIEW MTG LN TR 2020-1 1.73291% 05/28/2050 144A 676477AA0 92749.03430000 PA USD 83401.51000000 0.002344857471 Long ABS-CBDO CORP US N 2 2050-05-28 Fixed 0.01732910 N N N N N N SBA TOWER TR N/A SBA TOWER TR 1.631% 05/15/2051 144A 78403DAT7 9464000.00000000 PA USD 8494911.95000000 0.238836895821 Long ABS-CBDO CORP US N 2 2051-05-15 Fixed 0.01631000 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AG NEW YORK BNCH 2.129%/VAR 11/24/2026 251526CE7 6196000.00000000 PA USD 5806814.80000000 0.163260270336 Long DBT CORP US N 2 2026-11-24 Variable 0.02129000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 1/32 #574355 36200WBY6 735.43900000 PA USD 752.02000000 0.000021143258 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 2/28 #456362 36208N5X7 7868.47500000 PA USD 7998.56000000 0.000224881817 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 0.07000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 UBS GROUP AG 1.305%/VAR 02/02/2027 144A 225401AT5 5890000.00000000 PA USD 5415166.64000000 0.152248969532 Long DBT CORP CH N 2 2027-02-02 Variable 0.01305000 N N N N N N SUN CMNTYS OPER LTD PRTNRSHP 549300PUNBPJCGT6X741 SUN CMNTYS OPER LTD PRTNRSHP 2.3% 11/01/2028 866677AF4 540000.00000000 PA USD 468653.37000000 0.013176324459 Long DBT CORP US N 2 2028-11-01 Fixed 0.02300000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 7/31 #557611 36213LN48 1111.94840000 PA USD 1144.65000000 0.000032182164 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 0.07000000 N N N N N N DB MASTER FIN LLC 549300F17UZJL70BPB08 DB MASTER FIN LLC 2.045% 11/20/2051 144A 233046AN1 7339070.00000000 PA USD 6682009.67000000 0.187866626143 Long ABS-CBDO CORP US N 2 2051-11-20 Fixed 0.02045000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY 3.875% 01/27/2026 61746BDZ6 2903000.00000000 PA USD 2831467.24000000 0.079607516852 Long DBT CORP US N 2 2026-01-27 Fixed 0.03875000 N N N N N N BANK 2018-BNK15 N/A BANK 2018-BNK15 4.285% 11/15/2061 06036FBA8 2292045.52000000 PA USD 2252816.01000000 0.063338570882 Long ABS-MBS CORP US N 2 2061-11-15 Fixed 0.04285000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 7.50% 3/29 #323688 31374TRH4 145.08060000 PA USD 147.63000000 0.000004150659 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 0.07500000 N N N N N N SITE CENTERS CORP W2AVA6SODOQ1LCYJQR54 SITE CENTERS CORP 4.25% 02/01/2026 23317HAE2 1417000.00000000 PA USD 1382894.60000000 0.038880479922 Long DBT CORP US N 2 2026-02-01 Fixed 0.04250000 N N N N N N SOUTHEAST SUPPLY HEADER LLC N/A SOUTHEAST SUPPLY HEADER LLC 4.25% 06/15/2024 144A 841504AB9 2009000.00000000 PA USD 1965330.59000000 0.055255835509 Long DBT CORP US N 2 2024-06-15 Fixed 0.04250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 12/28 #482878 36209VM35 8563.27230000 PA USD 8721.91000000 0.000245219011 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 0.07000000 N N N N N N PARK PL SECS INC N/A PPSI 2005-WCH1 M4 TSFR1M+135.948 1/36 70069FFL6 71634.00880000 PA USD 70434.43000000 0.001980284283 Long ABS-CBDO CORP US N 2 2036-01-25 Variable 0.06680410 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 7.00% 9/25 #324037 31374T4W6 464.66620000 PA USD 476.89000000 0.000013407899 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 0.07000000 N N N N N N EASTERN GAS TRANSMISSION and STORAGE INC H2VQBNB3NSKRM5QWBI71 EASTERN GAS TRANSMISSION and STORAGE INC 3% 11/15/2029 276480AH3 3470000.00000000 PA USD 3087898.00000000 0.086817141516 Long DBT CORP US N 2 2029-11-15 Fixed 0.03000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 ROYAL BANK OF CANADA 2.3% 11/03/2031 78016EYH4 6190000.00000000 PA USD 5067768.41000000 0.142481768252 Long DBT CORP CA N 2 2031-11-03 Fixed 0.02300000 N N N N N N VERIZON MASTER TRUST N/A VERIZON MASTER TRUST 5.16% 06/20/2029 92348KBS1 6694000.00000000 PA USD 6707268.18000000 0.188576776425 Long ABS-CBDO CORP US N 2 2029-06-20 Fixed 0.05160000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 ALLY FINL INC 5.75% 11/20/2025 02005NBF6 1287000.00000000 PA USD 1280584.70000000 0.036004007620 Long DBT CORP US N 2 2025-11-20 Fixed 0.05750000 N N N N N N GM FINANCIAL REVOLVING RECEIVABLES TRUST 2023-2 N/A GM FINANCIAL REVOLVING RECEIVABLES TRUST 2023-2 5.77% 08/11/2036 144A 36268DAA0 7074000.00000000 PA USD 7297310.62000000 0.205165989545 Long ABS-CBDO CORP US N 2 2036-08-11 Fixed 0.05770000 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 AVOLON HOLDINGS FUNDING LTD 5.5% 01/15/2026 144A 05401AAK7 1159000.00000000 PA USD 1147012.14000000 0.032248576630 Long DBT CORP KY N 2 2026-01-15 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 5/32 #781584 36225BXM5 599.64840000 PA USD 618.45000000 0.000017387899 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 6.50% 7/32 #545759 31385JJC3 30451.02940000 PA USD 31445.16000000 0.000884089728 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 0.06500000 N N N N N N BOSTON PPTY LTD PARTNERSHIP BVHHEFJI6SHNOKQT2572 BOSTON PPTYS LTD PARTNERSHIP 3.2% 01/15/2025 10112RAZ7 1892000.00000000 PA USD 1849555.06000000 0.052000773142 Long DBT CORP US N 2 2025-01-15 Fixed 0.03200000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 AIR LEASE CORP 0.8% 08/18/2024 00914AAP7 2601000.00000000 PA USD 2540341.92000000 0.071422444643 Long DBT CORP US N 2 2024-08-18 Fixed 0.00800000 N N N N N N VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1 N/A VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1 5.02% 06/20/2028 92867WAD0 3045000.00000000 PA USD 3038913.05000000 0.085439915540 Long ABS-CBDO CORP US N 2 2028-06-20 Fixed 0.05020000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 15YR 2.5% 10/01/2031#AS8010 3138WH3U4 845211.07360000 PA USD 791310.86000000 0.022247932708 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 0.02500000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 ARES CAPITAL CORP 3.25% 07/15/2025 04010LAY9 8667000.00000000 PA USD 8324791.31000000 0.234053905036 Long DBT CORP US N 2 2025-07-15 Fixed 0.03250000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 WELLS FARGO and CO NEW 3.526%/VAR 03/24/2028 95000U2V4 6680000.00000000 PA USD 6333452.96000000 0.178066853865 Long DBT CORP US N 2 2028-03-24 Variable 0.03526000 N N N N N N HUDSON PACIFIC PROPERTIES LP 5493007NTUGLGZ8T3526 HUDSON PAC PPTYS LP 4.65% 04/01/2029 44409MAB2 4013000.00000000 PA USD 3342215.81000000 0.093967359982 Long DBT CORP US N 2 2029-04-01 Fixed 0.04650000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 20YR 4.5% 08/01/2039#FM1353 3140X4QF6 316701.23960000 PA USD 308962.74000000 0.008686576409 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 0.04500000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE and CO 3.875% 09/10/2024 46625HJY7 3261000.00000000 PA USD 3231243.60000000 0.090847344340 Long DBT CORP US N 2 2024-09-10 Fixed 0.03875000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 2/28 #433571 36207JT45 318.00680000 PA USD 322.95000000 0.000009079832 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 11/32 #781548 36225BWH7 1237.33020000 PA USD 1274.69000000 0.000035838276 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 0.07000000 N N N N N N AON PLC UK VVT2B79I2Z4U3R6BY589 AON PLC UK 3.875% 12/15/2025 00185AAK0 3921000.00000000 PA USD 3823433.87000000 0.107496944319 Long DBT CORP GB N 2 2025-12-15 Fixed 0.03875000 N N N N N N RMF BUYOUT ISSUANCE TRUST 2021 N/A RMF BUYOUT ISSUANCE TRUST 2021 1.268% 11/25/2031 144A 74969TAA8 765526.54260000 PA USD 741662.63000000 0.020852058424 Long ABS-CBDO CORP US N 2 2031-11-25 Fixed 0.01258600 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 HCA INC 3.125% 03/15/2027 404119CH0 8266000.00000000 PA USD 7766878.59000000 0.218368028247 Long DBT CORP US N 2 2027-03-15 Fixed 0.03125000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 PUGET ENERGY INC 3.65% 05/15/2025 745310AH5 1892000.00000000 PA USD 1843143.94000000 0.051820522657 Long DBT CORP US N 2 2025-05-15 Fixed 0.03650000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 7.50% 11/24 #297466 31373MMP7 80.43340000 PA USD 80.39000000 0.000002260188 Long ABS-MBS USGSE US N 2 2024-11-01 Fixed 0.07500000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 MITSUBISHI UFJ FIN GRP INC 1.64%/VAR 10/13/2027 606822BZ6 7703000.00000000 PA USD 7022808.38000000 0.197448280017 Long DBT CORP JP N 2 2027-10-13 Variable 0.01640000 N N N N N N MYLAN INC 30ZMPDNA1RHIBH89C294 MYLAN INC 4.55% 04/15/2028 628530BK2 965000.00000000 PA USD 930445.43000000 0.026159741212 Long DBT CORP US N 2 2028-04-15 Fixed 0.04550000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 BAE SYSTEMS PLC 3.4% 04/15/2030 144A 05523RAD9 1006000.00000000 PA USD 911163.93000000 0.025617636287 Long DBT CORP GB N 2 2030-04-15 Fixed 0.03400000 N N N N N N BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC N/A BAKER HUGHES A GE CO LLC / CO-OBLIGOR INC 2.061% 12/15/2026 05724BAD1 1199000.00000000 PA USD 1105824.27000000 0.031090567804 Long DBT CORP US N 2 2026-12-15 Fixed 0.02061000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 15YR 3% 12/01/2032#BM5109 3140J9VB4 4315396.85050000 PA USD 4093101.70000000 0.115078733018 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 0.03000000 N N N N N N UBS COML MTG TR 2017-C7 N/A UBSCM 2017-C7 XA CSTR 12/50 90276WAT4 47119281.63220000 PA USD 1410162.30000000 0.039647119160 Long ABS-MBS CORP US N 2 2050-12-15 Variable 0.00987130 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 7/28 #471517 36209GYN1 406.36050000 PA USD 411.88000000 0.000011580124 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 8/28 #482668 36209VFH2 1827.97870000 PA USD 1857.29000000 0.000052218243 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 0.07000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 3.375% 05/15/2033 91282CHC8 28377900.00000000 PA USD 26473476.73000000 0.744309422041 Long DBT UST US N 2 2033-05-15 Fixed 0.03375000 N N N N N N SLAM 2021-1 LTD / SLAM 2021-1 LLC N/A SLAM 2021-1 LTD / SLAM 2021-1 LLC 2.434% 06/15/2046 144A 78449AAA0 1321613.80000000 PA USD 1146912.98000000 0.032245788718 Long ABS-CBDO CORP US N 2 2046-06-15 Fixed 0.02434000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 COREBRIDGE FINANCIAL INC 3.65% 04/05/2027 21871XAD1 1748000.00000000 PA USD 1658635.89000000 0.046633025697 Long DBT CORP US N 2 2027-04-05 Fixed 0.03650000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 4/32 #587033 36201MEE8 1986.59160000 PA USD 2046.58000000 0.000057540186 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 5/28 #476306 36209NDK5 243.03980000 PA USD 247.54000000 0.000006959658 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 15YR 3.5% 09/01/2034#FM1578 3140X4XG6 738963.50450000 PA USD 704955.52000000 0.019820027456 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 0.03500000 N N N N N N JDE PEETS BV 724500EHG519SE5ZRT89 JDE PEETS BV 1.375% 01/15/2027 144A 47216QAB9 1001000.00000000 PA USD 895125.88000000 0.025166721892 Long DBT CORP NL N 2 2027-01-15 Fixed 0.01375000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 9/28 #486531 36210APQ4 2134.37640000 PA USD 2174.99000000 0.000061150470 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 7.50% 11/25 #250384 31371FCV2 10.20500000 PA USD 10.25000000 0.000000288181 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 0.07500000 N N N N N N APOLLO AVIATION SECURITIZATION EQUITY TRUST N/A APOLLO AVIATION SECURITIZATION EQUITY TRUST 3.351% 01/16/2040 144A 00255UAA3 381982.49850000 PA USD 341265.04000000 0.009594764876 Long ABS-CBDO CORP US N 2 2040-01-16 Fixed 0.03351000 N N N N N N GMF FLOORPLAN OWNER REVOLVING TR N/A GMF FLOORPLAN OWNER REVOLVING TR 5.73% 06/15/2028 144A 361886CT9 4517000.00000000 PA USD 4509836.94000000 0.126795364301 Long ABS-CBDO CORP US N 2 2028-06-15 Fixed 0.05730000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 6.50% 8/36 #AE0746 31419AZL4 73325.66630000 PA USD 75804.57000000 0.002131267315 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 0.06500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4.125% 11/15/2032 91282CFV8 9585500.00000000 PA USD 9484028.47000000 0.266646191624 Long DBT UST US N 2 2032-11-15 Fixed 0.04125000 N N N N N N AJAXM 2021-C N/A AJAXM 2021-C A 2.115% 01/25/2061 144A 009733AA4 1135449.68970000 PA USD 1082554.20000000 0.030436323084 Long ABS-CBDO CORP US N 2 2061-01-25 Fixed 0.02115000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 5.50% 11/34 #310105 31374CNW2 586182.90390000 PA USD 595180.52000000 0.016733671718 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 0.05500000 N N N N N N VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2 N/A VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2 5.48% 12/20/2028 92867YAD6 5281000.00000000 PA USD 5339564.18000000 0.150123384597 Long ABS-CBDO CORP US N 2 2028-12-20 Fixed 0.05480000 N N N N N N LEGACY MORTGAGE ASSET TRUST 21-GS5 N/A LEGACY MORTGAGE ASSET TRUST 21-GS5 VAR 07/25/2067 144A 52475XAA2 4059824.50300000 PA USD 3868093.61000000 0.108752565770 Long ABS-CBDO CORP US N 2 2067-07-25 Variable 0.02250000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 ATHENE GLOBAL FUNDING 2.646% 10/04/2031 144A 04685A3E9 6246000.00000000 PA USD 5034807.78000000 0.141555070648 Long DBT CORP US N 2 2031-10-04 Fixed 0.02646000 N N N N N N CGDB COML MTG TR 2017-BIO N/A CGDB COML MTG TR 2019-MOB A TSFR1M+106.448 11/15/2036 144A 125284AA7 870050.00000000 PA USD 860239.58000000 0.024185883521 Long ABS-MBS CORP US N 2 2036-11-15 Variable 0.06382480 N N N N N N CF HIPPOLYTA ISSUER LLC N/A CF HIPPOLYTA ISSUER LLC 1.53% 03/15/2061 144A 12530MAE5 2860699.63620000 PA USD 2566738.72000000 0.072164598276 Long ABS-MBS CORP US N 2 2061-03-15 Fixed 0.01530000 N N N N N N CF HIPPOLYTA ISSUER LLC N/A CF HIPPOLYTA ISSUER LLC 1.69% 07/15/2060 144A 12530MAA3 3980369.22860000 PA USD 3701044.03000000 0.104055918722 Long ABS-MBS CORP US N 2 2060-07-15 Fixed 0.01690000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 4/28 #438075 36207PT82 766.27110000 PA USD 778.94000000 0.000021900122 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N BENCHMARK 2020-B17 MORTGAGE TRUST N/A BENCHMARK 2020-B17 MORTGAGE TRUST CSTR 03/15/2053 08162MAZ1 30849224.06370000 PA USD 1487321.30000000 0.041816466665 Long ABS-MBS CORP US N 2 2053-03-15 Variable 0.01413702 N N N N N N SABRA HEALTH CARE LP 549300OVKLRFSIQG0H81 SABRA HEALTH CARE LP 3.2% 12/01/2031 78574MAA1 2504000.00000000 PA USD 2030215.36000000 0.057080089503 Long DBT CORP US N 2 2031-12-01 Fixed 0.03200000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 12/28 #457923 36208QVQ6 489.31490000 PA USD 497.16000000 0.000013977796 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 0.07000000 N N N N N N THUNDERBOLT III AIRCRAFT LEASE LTD N/A THUNDERBOLT III AIRCRAFT LEASE LTD 2019-1 A 3.671% 11/15/2039 144A 88607AAA7 1954097.24140000 PA USD 1665965.60000000 0.046839102605 Long ABS-CBDO CORP KY N 2 2039-11-15 Fixed 0.03671000 N N N N N N BLP COML MTG 2024-INDS N/A BLP COML MTG 2024-IND2 A TSFR1M+139.208 03/15/2041 144A 05625AAA9 1522000.00000000 PA USD 1520791.08000000 0.042757479168 Long ABS-MBS CORP US N 2 2041-03-15 Variable 0.06642150 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE and CO 2.956/VAR 05/13/2031 46647PBP0 4445000.00000000 PA USD 3860807.07000000 0.108547702600 Long DBT CORP US N 2 2031-05-13 Variable 0.02956000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 20YR 2.5% 01/01/2033#AL2982 3138EKJ48 285890.95320000 PA USD 263324.47000000 0.007403443305 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 7.50% 9/27 #397332 31378FLM5 1186.48660000 PA USD 1205.65000000 0.000033897196 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 0.07500000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 GENERAL MOTORS CO 6.125% 10/01/2025 37045VAV2 3155000.00000000 PA USD 3180601.37000000 0.089423523460 Long DBT CORP US N 2 2025-10-01 Fixed 0.06125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 FHLG 30YR 7.5% 07/01/2027# 31292GST4 18.15980000 PA USD 18.49000000 0.000000519851 Long ABS-MBS USGSE US N 2 2027-07-01 Fixed 0.07500000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 ORACLE CORP 1.65% 03/25/2026 68389XCC7 1969000.00000000 PA USD 1828725.90000000 0.051415155311 Long DBT CORP US N 2 2026-03-25 Fixed 0.01650000 N N N N N N SEQUOIA MTG TR N/A SEMT 2004-6 A3B TSFR6M+130.826 7/34 81744FCU9 1107.42550000 PA USD 997.01000000 0.000028031223 Long ABS-CBDO CORP US N 2 2034-07-20 Variable 0.06559530 N N N N N N VLS COMMERCIAL MORTGAGE TRUST 2020 N/A VLS COMMERCIAL MORTGAGE TRUST 2020-LAB X CSTR 10/10/2042 144A 92858TAL0 57900875.00000000 PA USD 1338587.17000000 0.037634763768 Long ABS-MBS CORP US N 2 2042-10-10 Variable 0.00429415 N N N N N N AIA GROUP LTD ZP5ILWVSYE4LJGMMVD57 AIA GROUP LTD 3.375% 04/07/2030 144A 00131LAJ4 2279000.00000000 PA USD 2082990.87000000 0.058563888165 Long DBT CORP HK N 2 2030-04-07 Fixed 0.03375000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 MITSUBISHI UFJ FIN GRP INC 2.193% 02/25/2025 606822BN3 4678000.00000000 PA USD 4530599.40000000 0.127379106843 Long DBT CORP JP N 2 2025-02-25 Fixed 0.02193000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 FHLG 30YR 7.5% 09/01/2030# 31298AU27 118.26970000 PA USD 119.17000000 0.000003350498 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 0.07500000 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 EQUITABLE HOLDINGS INC 4.35% 04/20/2028 054561AJ4 11714000.00000000 PA USD 11279255.04000000 0.317119503626 Long DBT CORP US N 2 2028-04-20 Fixed 0.04350000 N N N N N N JPMBB COML MTG SECS TR 2014-C22 N/A JPMBB COML MTG SECS TR 2014-C22 3.8012% 09/15/2047 46642NBD7 1562808.00000000 PA USD 1543082.71000000 0.043384214765 Long ABS-MBS CORP US N 2 2047-09-15 Fixed 0.03801200 N N N N N N CSMC 2020-RPL4 TR N/A CSMC 2020-RPL4 TR 2% 01/25/2060 144A 126405AA7 473111.61980000 PA USD 411554.83000000 0.011570982564 Long ABS-CBDO CORP US N 2 2060-01-25 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 6.50% 12/35 #AD0723 31418MYV8 108224.13380000 PA USD 111923.17000000 0.003146752155 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 0.06500000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 EQT CORP 5.7% 04/01/2028 26884LAQ2 339000.00000000 PA USD 341420.92000000 0.009599147487 Long DBT CORP US N 2 2028-04-01 Fixed 0.05700000 N N N N N N IPALCO ENTERPRISES INC 5493000YFVK2DZX0JV43 IPALCO ENTERPRISES INC 3.7% 09/01/2024 462613AM2 773000.00000000 PA USD 763773.64000000 0.021473715838 Long DBT CORP US N 2 2024-09-01 Fixed 0.03700000 N N N N N N CAPITAL ONE NATL ASSN MCLEAN VA 207ALC1P1YM0OVDV0K75 CAPITAL ONE BK (USA) NA 2.28%/VAR 01/28/2026 14042TCT2 3728000.00000000 PA USD 3605979.47000000 0.101383151241 Long DBT CORP US N 2 2026-01-28 Variable 0.02280000 N N N N N N BCP TR 2021-330N N/A BCP TR 2021-330N TSFR1M+91.348 5 06/15/2038 144A 05553BAA3 7697319.00000000 PA USD 7254967.93000000 0.203975512622 Long ABS-MBS CORP US N 2 2038-06-15 Variable 0.06231480 N N N N N N GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-3 N/A GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-3 5.45% 06/16/2028 36267KAD9 1115000.00000000 PA USD 1121670.71000000 0.031536095028 Long ABS-CBDO CORP US N 2 2028-06-16 Fixed 0.05450000 N N N N N N OREILLY AUTOMOTIVE INC 549300K2RLMQL149Q332 OREILLY AUTOMOTIVE INC 4.2% 04/01/2030 67103HAJ6 5353000.00000000 PA USD 5081199.23000000 0.142859379624 Long DBT CORP US N 2 2030-04-01 Fixed 0.04200000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 FORD MTR CR CO LLC 2.3% 02/10/2025 345397B85 2621000.00000000 PA USD 2535260.20000000 0.071279570621 Long DBT CORP US N 2 2025-02-10 Fixed 0.02300000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 9/28 #460912 36208UAM9 648.25360000 PA USD 657.38000000 0.000018482428 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 0.07000000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 PHILIP MORRIS INTL INC 5.125% 11/17/2027 718172CV9 10015000.00000000 PA USD 10031940.17000000 0.282050886856 Long DBT CORP US N 2 2027-11-17 Fixed 0.05125000 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 LOWES COS INC 1.7% 09/15/2028 548661ED5 3155000.00000000 PA USD 2740995.73000000 0.077063884295 Long DBT CORP US N 2 2028-09-15 Fixed 0.01700000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 10/28 #486599 36210ARU3 592.23920000 PA USD 600.58000000 0.000016885479 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 0.07000000 N N N N N N NEW RESIDENTIAL MTG LN TR 2019-NQM4 N/A NEW RESIDENTIAL MTG LN TR 2019-NQM4 3.5% 08/25/2059 144A 64830MAG8 696301.07450000 PA USD 642860.66000000 0.018074212585 Long ABS-CBDO CORP US N 2 2059-08-25 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 9/31 #572541 36200UBJ3 3595.36390000 PA USD 3717.70000000 0.000104524206 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 0.07000000 N N N N N N CASTLELAKE AIRCRAFT STRUCTURED TR 2017-1R N/A CASTLELAKE AIRCRAFT SECURITIZATION TRUST 2.741% 08/15/2041 144A 14856JAA2 1715316.05560000 PA USD 1582442.36000000 0.044490822659 Long ABS-CBDO CORP US N 2 2041-08-15 Fixed 0.02741000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 ENERGY TRANSFER LP 4.95% 06/15/2028 29278NAF0 6355000.00000000 PA USD 6259310.22000000 0.175982309378 Long DBT CORP US N 2 2028-06-15 Fixed 0.04950000 N N N N N N MASSMUTUAL GLOBAL FDG II 549300K1IE3K7YU6VG29 MASSMUTUAL GLOBAL FDG II 4.85% 01/17/2029 144A 57629W5B2 10400000.00000000 PA USD 10291609.74000000 0.289351571596 Long DBT CORP US N 2 2029-01-17 Fixed 0.04850000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4.125% 06/15/2026 91282CHH7 169367300.00000000 PA USD 167792712.54000000 4.717540433660 Long DBT UST US N 2 2026-06-15 Fixed 0.04125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 6.50% 7/32 #545762 31385JJF6 5909.78120000 PA USD 6097.54000000 0.000171434093 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 0.06500000 N N N N N N CENOVUS ENERGY INC 549300F4XPHJ7NOSP309 CENOVUS ENERGY INC 4.25% 04/15/2027 15135UAM1 6940000.00000000 PA USD 6722476.73000000 0.189004369188 Long DBT CORP CA N 2 2027-04-15 Fixed 0.04250000 N N N N N N VERIZON MASTER TRUST N/A VERIZON MASTER TRUST 5.67% 11/20/2029 92348KCD3 10000000.00000000 PA USD 10177797.00000000 0.286151693635 Long ABS-CBDO CORP US N 2 2029-11-20 Fixed 0.05670000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 15YR 3.5% 10/01/2034#FM1579 3140X4XH4 435982.35200000 PA USD 415917.92000000 0.011693652095 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 0.03500000 N N N N N N KENVUE INC 5493008HSF8L4M2LIJ82 KENVUE INC 5.05% 03/22/2028 49177JAF9 4575000.00000000 PA USD 4604138.77000000 0.129446687408 Long DBT CORP US N 2 2028-03-22 Fixed 0.05050000 N N N N N N TCI-SYMPHONY CLO 2017-1 LTD / TCI-SYMPHONY CLO 2017-1 LLC N/A TCI-SYMPHONY CLO 2017-1 LTD / TCI-SYMPHONY CLO 2017-1 LLC TSFR3M+119.161 07/15/2030 144A 87232BAF9 6140637.36470000 PA USD 6146765.72000000 0.172818088350 Long ABS-CBDO CORP KY N 2 2030-07-15 Variable 0.06505600 N N N N N N BLACKSTONE PRIVATE CREDIT FUND 549300ORP3TTCNXSYO43 BLACKSTONE PRIVATE CREDIT FUND 4.7% 03/24/2025 09261HAT4 9745000.00000000 PA USD 9593743.57000000 0.269730863257 Long DBT CORP US N 2 2025-03-24 Fixed 0.04700000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 TRUIST FINANCIAL CORP 4.26%/VAR 07/28/2026 89788MAH5 5546000.00000000 PA USD 5433054.05000000 0.152751879215 Long DBT CORP US N 2 2026-07-28 Variable 0.04260000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 NISOURCE INC 0.95% 08/15/2025 65473PAK1 1517000.00000000 PA USD 1423160.50000000 0.040012567296 Long DBT CORP US N 2 2025-08-15 Fixed 0.00950000 N N N N N N WILLIS NORTH AMERICA INC 5493004KVU1HWZCP0C66 WILLIS NORTH AMERICA INC 4.5% 09/15/2028 970648AG6 3470000.00000000 PA USD 3349463.23000000 0.094171123282 Long DBT CORP US N 2 2028-09-15 Fixed 0.04500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4.375% 12/15/2026 91282CJP7 21529800.00000000 PA USD 21486067.59000000 0.604086977806 Long DBT UST US N 2 2026-12-15 Fixed 0.04375000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 WESTPAC BANKING CORP 5.405%/VAR 08/10/2033 961214FG3 4101000.00000000 PA USD 4020345.59000000 0.113033174033 Long DBT CORP AU N 2 2033-08-10 Variable 0.05405000 N N N N N N TAPESTRY INC 549300LJNVY5SW3VTN33 TAPESTRY INC 7.35% 11/27/2028 876030AD9 1996000.00000000 PA USD 2087820.67000000 0.058699679383 Long DBT CORP US N 2 2028-11-27 Fixed 0.07350000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 3.625% 03/31/2030 91282CGS4 64182900.00000000 PA USD 61936498.50000000 1.741362491672 Long DBT UST US N 2 2030-03-31 Fixed 0.03625000 N N N N N N AES CORP 2NUNNB7D43COUIRE5295 AES CORP 3.95% 07/15/2030 144A 00130HCC7 4133000.00000000 PA USD 3754986.44000000 0.105572525113 Long DBT CORP US N 2 2030-07-15 Fixed 0.03950000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 ALLY FINL INC 5.125% 09/30/2024 02005NAV2 6184000.00000000 PA USD 6156818.23000000 0.173100717564 Long DBT CORP US N 2 2024-09-30 Fixed 0.05125000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 AIR LEASE CORP 2.2% 01/15/2027 00914AAR3 2431000.00000000 PA USD 2228707.13000000 0.062660742778 Long DBT CORP US N 2 2027-01-15 Fixed 0.02200000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 6/32 #569898 36200RDB5 822.41500000 PA USD 850.40000000 0.000023909240 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N CFMT 2021-HB7 LLC N/A CFMT 2021-HB7 LLC 1.3034% 10/27/2031 144A 12530BAA7 1077246.95600000 PA USD 1043341.25000000 0.029333839703 Long ABS-CBDO CORP US N 2 2031-10-27 Fixed 0.01151200 N N N N N N DOLLAR TREE INC 549300PMSTQITB1WHR43 DOLLAR TREE INC 4% 05/15/2025 256746AG3 7697000.00000000 PA USD 7559232.71000000 0.212530004533 Long DBT CORP US N 2 2025-05-15 Fixed 0.04000000 N N N N N N TERWIN MORTGAGE TRUST N/A TMTS 2003-4HE A TSFR1M+97.448 9/34 881561BU7 72471.51930000 PA USD 72189.67000000 0.002029633361 Long ABS-CBDO CORP US N 2 2034-09-25 Variable 0.06295410 N N N N N N NEW YORK MORTGAGE TRUST 2021-SP1 N/A NEW YORK MORTGAGE TRUST 2021-SP1 A1 1.6696% 08/25/2061 144A 62955RAA3 1370335.43580000 PA USD 1274410.17000000 0.035830408931 Long ABS-CBDO CORP US N 2 2061-08-25 Fixed 0.01669600 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 BARCLAYS PLC (UNGTD) 2.852%/VAR 05/07/2026 06738EBL8 6216000.00000000 PA USD 6009430.63000000 0.168956872745 Long DBT CORP GB N 2 2026-05-07 Variable 0.02852000 N N N N N N ANGEL OAK MTG TR 2021-8 N/A ANGEL OAK MTG TR 2021-8 1.82% 12/01/2025 144A 03465MAA1 3492859.52430000 PA USD 2951928.05000000 0.082994307215 Long ABS-CBDO CORP US N 2 2066-11-25 Fixed 0.01820000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 BARCLAYS PLC 5.829%/VAR 05/09/2027 06738ECF0 5000000.00000000 PA USD 5012653.45000000 0.140932195280 Long DBT CORP GB N 2 2027-05-09 Variable 0.05829000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 NATWEST GRP PLC(UNGTD) 1.642/VAR 06/14/2027 639057AC2 2293000.00000000 PA USD 2095396.14000000 0.058912665903 Long DBT CORP GB N 2 2027-06-14 Variable 0.01642000 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 BERKSHIRE HATHAWAY ENERGY COMPANY 3.25% 04/15/2028 084659AM3 3786000.00000000 PA USD 3546123.73000000 0.099700289874 Long DBT CORP US N 2 2028-04-15 Fixed 0.03250000 N N N N N N VERIZON MASTER TRUST N/A VERIZON MASTER TRUST 4.83% 12/22/2031 144A 92348KCH4 7262000.00000000 PA USD 7247666.99000000 0.203770244592 Long ABS-CBDO CORP US N 2 2031-12-22 Fixed 0.04830000 N N N N N N VCAT ASSET SECURITIZATION LLC 2021 N/A VCAT ASSET SECURITIZATION LLC 2021 5.2891% 12/26/2050 144A 91790CAA4 335174.21430000 PA USD 332922.55000000 0.009360213367 Long ABS-CBDO CORP US N 2 2050-12-26 Fixed 0.05289100 N N N N N N S and P GLOBAL INC Y6X4K52KMJMZE7I7MY94 S and P GLOBAL INC 2.45% 03/01/2027 78409VBH6 4416000.00000000 PA USD 4116828.32000000 0.115745813772 Long DBT CORP US N 2 2027-03-01 Fixed 0.02450000 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 OTIS WORLDWIDE CORP 2.056% 04/05/2025 68902VAH0 3274000.00000000 PA USD 3154993.08000000 0.088703539012 Long DBT CORP US N 2 2025-04-05 Fixed 0.02056000 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 MIZUHO FINL GROUP INC 1.234%/VAR 5/22/2027 60687YBP3 6310000.00000000 PA USD 5766301.12000000 0.162121216556 Long DBT CORP JP N 2 2027-05-22 Variable 0.01234000 N N N N N N GS MTG SECS CORP TR 2021-IP N/A GSMS 2021-IP A TSFR1M+106.448 10/15/2036 144A 36262MAA6 1713894.00000000 PA USD 1689296.36000000 0.047495053641 Long ABS-MBS CORP US N 2 2036-10-15 Variable 0.06382480 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 ALLY FINL INC 4.75% 06/09/2027 02005NBQ2 6877000.00000000 PA USD 6679723.70000000 0.187802355438 Long DBT CORP US N 2 2027-06-09 Fixed 0.04750000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 BOEING CO 2.7% 02/01/2027 097023CM5 3155000.00000000 PA USD 2938193.04000000 0.082608143454 Long DBT CORP US N 2 2027-02-01 Fixed 0.02700000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4% 10/31/2029 91282CFT3 86863400.00000000 PA USD 85624918.15000000 2.407369231874 Long DBT UST US N 2 2029-10-31 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 10/28 #457826 36208QSP2 1798.29840000 PA USD 1815.11000000 0.000051032340 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 0.07000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORPORATION 3.974%/VAR 02/07/2030 06051GHQ5 4290000.00000000 PA USD 4032542.21000000 0.113376085517 Long DBT CORP US N 2 2030-02-07 Variable 0.03974000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 7/28 #476576 36209NMZ2 415.16480000 PA USD 420.81000000 0.000011831194 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 AVOLON HOLDINGS FUNDING LTD 3.25% 02/15/2027 144A 05401AAJ0 1761000.00000000 PA USD 1627114.97000000 0.045746805954 Long DBT CORP KY N 2 2027-02-15 Fixed 0.03250000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 HCA INC 5.875% 02/01/2029 404119BW8 1739000.00000000 PA USD 1769976.69000000 0.049763404353 Long DBT CORP US N 2 2029-02-01 Fixed 0.05875000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORPORATION SOFR+0 02/04/2028 06051GKJ7 4110000.00000000 PA USD 3803563.87000000 0.106938293547 Long DBT CORP US N 2 2028-02-04 Variable 0.02551000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 BOEING CO 5.15% 05/01/2030 097023CY9 7620000.00000000 PA USD 7492486.16000000 0.210653406059 Long DBT CORP US N 2 2030-05-01 Fixed 0.05150000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 6/28 #468122 36209DAX2 731.55100000 PA USD 744.37000000 0.000020928176 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 AVOLON HOLDINGS FUNDING LTD 3.95% 07/01/2024 144A 05401AAF8 1922000.00000000 PA USD 1907636.68000000 0.053633754615 Long DBT CORP KY N 2 2024-07-01 Fixed 0.03950000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 FHLG 5.50% 5/34 #Z40042 3132FCBK0 816155.20040000 PA USD 829582.42000000 0.023323948639 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 0.05500000 N N N N N N GS MTG SECS TR 2011-GC5 N/A GS MTG SECS TR 2011-GC5 5.209% 08/10/2044 144A 36191YAE8 2452317.13350000 PA USD 2376803.67000000 0.066824519649 Long ABS-MBS CORP US N 2 2044-08-10 Variable 0.05152637 N N N N N N BX TR 2021-LGCY N/A BX TR 2022-GPA A TSFR1M+221.5 10/15/2039 144A 05608UAA6 1614487.04000000 PA USD 1618535.69000000 0.045505597026 Long ABS-MBS CORP US N 2 2039-08-15 Variable 0.07482640 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2019-IMC N/A BX COMMERCIAL MORTGAGE TRUST 2019-IMC A TSFR1M+111.448 04/15/2034 144A 05608BAA8 1411000.00000000 PA USD 1407236.16000000 0.039564849891 Long ABS-MBS CORP US N 2 2034-04-15 Variable 0.06364300 N N N N N N RMF BUYOUT ISSUANCE TR 2022-HB1 N/A RMF BUYOUT ISSUANCE TR 2022-HB1 A 0% 04/25/2032 144A 76970HAA6 559840.74280000 PA USD 547084.32000000 0.015381433205 Long ABS-CBDO CORP US N 2 2032-04-25 Fixed 0.04272000 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 NATIONWIDE BUILDING SOC(UNGTD) 6.557%/VAR 10/18/2027 144A 63861VAJ6 6900000.00000000 PA USD 7063161.33000000 0.198582814827 Long DBT CORP GB N 2 2027-10-18 Variable 0.06557000 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 BRIXMOR OPERATING PARTNERSHIP LP 4.125% 06/15/2026 11120VAC7 849000.00000000 PA USD 818107.05000000 0.023001315307 Long DBT CORP US N 2 2026-06-15 Fixed 0.04125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 3.625% 03/31/2028 91282CGT2 13051400.00000000 PA USD 12710330.24000000 0.357354594992 Long DBT UST US N 2 2028-03-31 Fixed 0.03625000 N N N N N N DUQUESNE LIGHT HLDGS INC 4CUJ1D8WDXK9X7QI6B93 DUQUESNE LIGHT HLDGS INC 2.775% 01/07/2032 144A 266233AJ4 7007000.00000000 PA USD 5681207.98000000 0.159728798420 Long DBT CORP US N 2 2032-01-07 Fixed 0.02775000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC HOLDINGS PLC 5.21%/VAR 08/11/2028 404280DG1 9616000.00000000 PA USD 9522746.92000000 0.267734771996 Long DBT CORP GB N 2 2028-08-11 Variable 0.05210000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 3.5% 02/15/2033 91282CGM7 59782400.00000000 PA USD 56393952.10000000 1.585532203505 Long DBT UST US N 2 2033-02-15 Fixed 0.03500000 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3% 10/29/2028 00774MAW5 1456000.00000000 PA USD 1308312.31000000 0.036783577360 Long DBT CORP IE N 2 2028-10-29 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 FHLG 25YR 5.50% 7/35 #G05815 3128M7YL4 71561.41260000 PA USD 72836.37000000 0.002047815517 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 1/28 #449499 36208FKL3 1023.08970000 PA USD 1037.00000000 0.000029155553 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 0.07000000 N N N N N N TCI-FLATIRON CLO 2016-1 LTD / TCI-FLATIRON CLO 2016-1 LLC N/A TCI-FLATIRON CLO 2017-1A AR LTD/LLC TSFR3M+96 11/18/2030 144A 87231BAL7 3638602.71000000 PA USD 3645239.52000000 0.102486958853 Long ABS-CBDO CORP KY N 2 2030-11-18 Variable 0.06540700 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 2/28 #459933 36208S4S8 977.41910000 PA USD 994.06000000 0.000027948283 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 4/28 #460023 36208TAY6 5103.15770000 PA USD 5190.05000000 0.000145919750 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 7.50% 12/27 #408159 31378TMG7 172.84630000 PA USD 172.36000000 0.000004845951 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 0.07500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A FNR 2013-16 GP 3% 1/1/33 3136ACSD4 673940.43030000 PA USD 650374.55000000 0.018285467766 Long ABS-CBDO USGSE US N 2 2033-03-25 Fixed 0.03000000 N N N N N N NTT FINANCE CORP 3538007PR116187GD960 NTT FINANCE CORP 1.162% 04/03/2026 144A 62954WAC9 4930000.00000000 PA USD 4541508.95000000 0.127685831983 Long DBT CORP JP N 2 2026-04-03 Fixed 0.01162000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 NATWEST GROUP PLC 6.156% 03/02/2027 639057AJ7 5364000.00000000 PA USD 5386033.17000000 0.151429873633 Long DBT CORP GB N 2 2027-03-02 Variable 0.05847000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 GENERAL MTRS FINL CO INC 2.35% 02/26/2027 37045XDR4 2587000.00000000 PA USD 2371485.20000000 0.066674989333 Long DBT CORP US N 2 2027-02-26 Fixed 0.02350000 N N N N N N FINANCE OF AMERICA HECM BUYOUT 2022-HB1 N/A FINANCE OF AMERICA HECM BUYOUT 2022-HB1 A VAR 02/25/2032 144A 31735JAA3 2315098.77720000 PA USD 2251018.23000000 0.063288025780 Long ABS-CBDO CORP US N 2 2032-02-25 Variable 0.02694800 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 HUMANA INC 1.35% 02/03/2027 444859BQ4 3786000.00000000 PA USD 3394770.24000000 0.095444942916 Long DBT CORP US N 2 2027-02-03 Fixed 0.01350000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 3/28 #410455 36206F5Q1 314.89940000 PA USD 319.49000000 0.000008982553 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 0.07000000 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 DNB BANK ASA T5Y 1.535%/VAR 05/25/2027 144A 23329PAG5 2813000.00000000 PA USD 2580635.57000000 0.072555312216 Long DBT CORP NO N 2 2027-05-25 Variable 0.01535000 N N N N N N BENCHMARK 2018-B7 MTG TR N/A BENCHMARK MORTGAGE TRUST 2018-B7 A2 4.377% 05/15/2053 08162TAY9 1696032.91440000 PA USD 1668437.95000000 0.046908613437 Long ABS-MBS CORP US N 2 2053-05-15 Fixed 0.04377000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 MITSUBISHI UFJ FIN GRP INC 5.017%/VAR 07/20/2028 606822CL6 8580000.00000000 PA USD 8524060.20000000 0.239656407264 Long DBT CORP JP N 2 2028-07-20 Variable 0.05017000 N N N N N N BAMLL COML MTG SECS TR 2022-DKLX N/A BAMLL COML MTG SECS TR 2022-DKLX TSFR1M+115 01/15/2039 144A 05530SAA4 1605138.00000000 PA USD 1584070.56000000 0.044536599971 Long ABS-MBS CORP US N 2 2039-01-15 Variable 0.06468000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 6/28 #447983 36208DUG8 19.08680000 PA USD 19.37000000 0.000000544593 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N CENTENE CORP DEL 549300Z7JJ4TQSQGT333 CENTENE CORP 2.45% 07/15/2028 15135BAY7 2641000.00000000 PA USD 2327602.83000000 0.065441223863 Long DBT CORP US N 2 2028-07-15 Fixed 0.02450000 N N N N N N GMF FLOORPLAN OWNER REVOLVING TR N/A GMF FLOORPLAN OWNER REVOLVING TR 5.34% 06/15/2028 144A 361886CR3 5924000.00000000 PA USD 5946485.13000000 0.167187141886 Long ABS-CBDO CORP US N 2 2028-06-15 Fixed 0.05340000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 BAT CAPITAL CORP 4.7% 04/02/2027 05526DBP9 3990000.00000000 PA USD 3904951.71000000 0.109788841866 Long DBT CORP US N 2 2027-04-02 Fixed 0.04700000 N N N N N N ELP COMMERCIAL MORTGAGE TRUST 2021-ELP N/A ELP COMMERCIAL MORTGAGE TRUST 2021-ELP TSFR1M+81.548 1 11/15/2036 144A 26863LAA2 3943755.56000000 PA USD 3904318.00000000 0.109771024927 Long ABS-MBS CORP US N 2 2038-11-15 Variable 0.06133480 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 AMGEN INC 5.25% 03/02/2030 031162DQ0 1247000.00000000 PA USD 1256267.08000000 0.035320310731 Long DBT CORP US N 2 2030-03-02 Fixed 0.05250000 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 SUMITOMO MITSUI FINL GRP INC 1.402% 09/17/2026 86562MCH1 5765000.00000000 PA USD 5252721.24000000 0.147681770330 Long DBT CORP JP N 2 2026-09-17 Fixed 0.01402000 N N N N N N VOLKSWAGEN GROUP AMER FIN LLC 5493002SQ1AVQBY41K40 VOLKSWAGEN GROUP AMER FIN LLC 4.35% 06/08/2027 144A 928668BS0 7639000.00000000 PA USD 7449318.82000000 0.209439743863 Long DBT CORP US N 2 2027-06-08 Fixed 0.04350000 N N N N N N GS MTG SECS TR 2015-GC34 54930070360RBP384M53 GSMS 2015 GC34 AAB 3.278% 10/10/2048 36250VAE2 279485.47040000 PA USD 273806.91000000 0.007698160124 Long ABS-MBS CORP US N 2 2048-10-10 Fixed 0.03278000 N N N N N N ROPER TECHNOLOGIES INC 549300LJXD867XMVE759 ROPER TECHNOLOGIES INC 1.4% 09/15/2027 776743AN6 3155000.00000000 PA USD 2789850.11000000 0.078437439257 Long DBT CORP US N 2 2027-09-15 Fixed 0.01400000 N N N N N N JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC N/A JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 3% 02/02/2029 46590XAN6 3155000.00000000 PA USD 2765675.87000000 0.077757773538 Long DBT CORP US N 2 2029-02-02 Fixed 0.03000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 STATE STREET CORP 2.901%/VAR 03/30/2026 857477BM4 192000.00000000 PA USD 186887.88000000 0.005254406565 Long DBT CORP US N 2 2026-03-30 Variable 0.02901000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 VISTRA OPERATIONS CO LLC 5% 07/31/2027 144A 92840VAF9 6060000.00000000 PA USD 5808600.90000000 0.163310487052 Long DBT CORP US N 2 2027-07-31 Fixed 0.05000000 N N N N N N WELLS FARGO COML MTG TR 2017 N/A WELLS FARGO COML MTG TR 2017-RC1 ASB 3.453% 01/15/2060 95001FAY1 1074127.00100000 PA USD 1044962.63000000 0.029379425268 Long ABS-MBS CORP US N 2 2060-01-15 Fixed 0.03453000 N N N N N N WP CAREY INC 54930042CRNE713E3Q67 WP CAREY INC 3.85% 07/15/2029 92936UAF6 400000.00000000 PA USD 369789.34000000 0.010396733785 Long DBT CORP US N 2 2029-07-15 Fixed 0.03850000 N N N N N N CFMT 2022-HB8 LLC N/A CFMT 2022-HB8 LLC 3.75% 04/24/2025 144A 12526WAA7 3504485.65060000 PA USD 3445960.74000000 0.096884178565 Long ABS-CBDO CORP US N 2 2025-04-25 Fixed 0.03750000 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2018-C8 N/A UBS COMMERCIAL MORTGAGE TRUST 2018-C8 3.903% 02/15/2051 90276VAC3 2203976.44460000 PA USD 2138635.38000000 0.060128349588 Long ABS-MBS CORP US N 2 2051-02-15 Fixed 0.03903000 N N N N N N AASET 2021-1 TR N/A AASET 2021-1 TR 2.95% 11/16/2041 144A 00038PAA8 2698683.74500000 PA USD 2436273.18000000 0.068496522048 Long ABS-CBDO CORP US N 2 2041-11-16 Fixed 0.02950000 N N N N N N JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC N/A JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 5.125% 02/01/2028 46590XAZ9 7571000.00000000 PA USD 7418158.17000000 0.208563653215 Long DBT CORP US N 2 2028-02-01 Fixed 0.05125000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 UBS GROUP AG 2.593%/VAR 09/11/2025 144A 225401AM0 3276000.00000000 PA USD 3219742.69000000 0.090523992944 Long DBT CORP CH N 2 2025-09-11 Variable 0.02593000 N N N N N N SITE CENTERS CORP W2AVA6SODOQ1LCYJQR54 SITE CENTERS CORP 3.625% 02/01/2025 23317HAD4 857000.00000000 PA USD 843116.30000000 0.023704457573 Long DBT CORP US N 2 2025-02-01 Fixed 0.03625000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE and CO 2.083/VAR 04/22/2026 46647PBK1 4480000.00000000 PA USD 4310281.56000000 0.121184807325 Long DBT CORP US N 2 2026-04-22 Variable 0.02083000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC 4.6% 03/09/2026 172967KJ9 2099000.00000000 PA USD 2064609.40000000 0.058047087842 Long DBT CORP US N 2 2026-03-09 Fixed 0.04600000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY 2.475/VAR 01/21/2028 61747YEK7 5778000.00000000 PA USD 5345201.57000000 0.150281881440 Long DBT CORP US N 2 2028-01-21 Variable 0.02475000 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 BANK OF NOVA SCOTIA 4.5% 12/16/2025 064159HB5 4038000.00000000 PA USD 3969084.63000000 0.111591957381 Long DBT CORP CA N 2 2025-12-16 Fixed 0.04500000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 ROYAL BK SCOTLND GRP PLC(UNGTD) 3.073/VAR 05/22/2028 780097BP5 2293000.00000000 PA USD 2127649.18000000 0.059819469411 Long DBT CORP GB N 2 2028-05-22 Variable 0.03073000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 5/31 #549563 36213BQQ8 586.21200000 PA USD 597.96000000 0.000016811817 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 0.07000000 N N N N N N FORD CR AUTO OWNER TR 2023-REV2 N/A FORD CR AUTO OWNER TR 2023-REV2 5.28% 02/15/2036 144A 34535CAA4 7988000.00000000 PA USD 8064630.48000000 0.226739408380 Long ABS-CBDO CORP US N 2 2036-02-15 Fixed 0.05280000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC HOLDINGS PLC 0.976/VAR 05/24/2025 404280CS6 1638000.00000000 PA USD 1619479.41000000 0.045532129986 Long DBT CORP GB N 2 2025-05-24 Variable 0.00976000 N N N N N N BX 2021-BXMF N/A BX 2021-BXMF TSFR1M+75.041 10/15/2026 144A 05609RAA2 2587261.05000000 PA USD 2556537.33000000 0.071877783259 Long ABS-MBS CORP US N 2 2026-10-15 Variable 0.06068410 N N N N N N MOODYS CORP 549300GCEDD8YCF5WU84 MOODYS CORP 3.25% 01/15/2028 615369AM7 4416000.00000000 PA USD 4156368.30000000 0.116857491696 Long DBT CORP US N 2 2028-01-15 Fixed 0.03250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 7/28 #481853 36209UH66 492.41750000 PA USD 502.03000000 0.000014114718 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N CHASE ISSUANCE TR 5493008SHVCX2Y068L12 CHASE ISSUANCE TR 5.08% 09/15/2030 161571HU1 8477000.00000000 PA USD 8574220.17000000 0.241066669265 Long ABS-CBDO CORP US N 2 2030-09-15 Fixed 0.05080000 N N N N N N CD 2017-CD5 MTG TR N/A CD MTG TR 2017-CD5 AAB 3.22% 08/15/2050 12515HBA2 1077365.49040000 PA USD 1039396.44000000 0.029222930233 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 0.03220000 N N N N N N TAPESTRY INC 549300LJNVY5SW3VTN33 TAPESTRY INC 7.7% 11/27/2030 876030AE7 8100000.00000000 PA USD 8588828.12000000 0.241477375986 Long DBT CORP US N 2 2030-11-27 Fixed 0.07700000 N N N N N N MORGAN STANLEY ABS CAP I INC N/A MSAC 04-HE7 B3 TSFR1M+536.448 8/34 61744CGL4 96441.04760000 PA USD 124093.71000000 0.003488930392 Long ABS-CBDO CORP US N 3 2034-08-25 Variable 0.10685410 N N N N N N DISCOVER FINANCIAL SVS Z1YLO2USPORE63VVUL20 DISCOVER FINANCIAL SVS 4.5% 01/30/2026 254709AP3 1532000.00000000 PA USD 1507535.80000000 0.042384803154 Long DBT CORP US N 2 2026-01-30 Fixed 0.04500000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 GENERAL MTRS FINL CO INC 1.05% 03/08/2024 37045XDG8 1269000.00000000 PA USD 1268338.53000000 0.035659703024 Long DBT CORP US N 2 2024-03-08 Fixed 0.01050000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORPORATION 3.97/VAR 03/05/29 06051GHG7 8155000.00000000 PA USD 7756325.21000000 0.218071316929 Long DBT CORP US N 2 2029-03-05 Variable 0.03970000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 CAPITAL ONE FINANCIAL CORP SOFR 4.985%/VAR 07/24/2026 14040HCU7 2403000.00000000 PA USD 2381054.94000000 0.066944045329 Long DBT CORP US N 2 2026-07-24 Variable 0.04985000 N N N N N N SBA TOWER TR N/A SBA TOWER TR 2.836% 01/15/2050 144A 78403DAN0 1805000.00000000 PA USD 1764306.09000000 0.049603973801 Long ABS-CBDO CORP US N 2 2050-01-15 Fixed 0.02836000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 5/28 #462703 36208WAC7 1483.69990000 PA USD 1508.23000000 0.000042404320 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 9/28 #484404 36209XDH0 289.63020000 PA USD 293.99000000 0.000008265613 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 0.07000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC HOLDINGS PLC 1.645/VAR 04/18/2026 404280CJ6 7888000.00000000 PA USD 7528402.09000000 0.211663192774 Long DBT CORP GB N 2 2026-04-18 Variable 0.01645000 N N N N N N MERCEDES-BENZ FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 MERCEDES-BENZ FINANCE NORTH AMERICA LLC 4.8% 03/30/2028 144A 58769JAG2 7608000.00000000 PA USD 7551090.79000000 0.212301092108 Long DBT CORP US N 2 2028-03-30 Fixed 0.04800000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 20YR 4.5% 03/01/2039#FM1774 3140X46L5 227768.25560000 PA USD 221918.10000000 0.006239291289 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 7.50% 9/26 #250673 31371FMW9 154.39130000 PA USD 156.02000000 0.000004386547 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 0.07500000 N N N N N N WHEELS FLEET LEASE FUNDING 1 LLC 549300BSFY0E0XXREF43 WHEELS FLEET LEASE FUNDING 1 LLC 6.46% 08/18/2038 144A 96328GBG1 6255000.00000000 PA USD 6310777.71000000 0.177429332681 Long ABS-CBDO CORP US N 2 2038-08-18 Fixed 0.06460000 N N N N N N BA CR CARD TR N/A BA CR CARD TR 4.79% 05/15/2028 05522RDG0 2593000.00000000 PA USD 2583657.16000000 0.072640265089 Long ABS-CBDO CORP US N 2 2028-05-15 Fixed 0.04790000 N N N N N N CHICAGO BOARD OF TRADE N/A US 2YR NOTE (CBT) FUT JUN24 TUM4 N/A 505.00000000 NC USD 54216.80000000 0.001524320945 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE N/A Long UST NOTES UST NOTES 0% 06/30/2040 2024-06-28 103344533.20000000 USD 54216.80000000 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORPORATION 4.271%/VAR 07/23/2029 06051GHM4 7208000.00000000 PA USD 6925437.75000000 0.194710676714 Long DBT CORP US N 2 2029-07-23 Variable 0.04271000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 ATHENE GLOBAL FUNDING 1.73% 10/02/2026 144A 04685A3D1 4287000.00000000 PA USD 3856893.91000000 0.108437682979 Long DBT CORP US N 2 2026-10-02 Fixed 0.01730000 N N N N N N MMAF EQUIP FIN LLC 2019-B N/A MMAF EQUIP FIN LLC 2019-B 2.01% 12/12/2024 144A 55316EAC6 93967.51890000 PA USD 93825.45000000 0.002637929546 Long ABS-CBDO CORP US N 2 2024-12-12 Fixed 0.02010000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 BOEING CO 5.04% 05/01/2027 097023CU7 5804000.00000000 PA USD 5749289.52000000 0.161642930523 Long DBT CORP US N 2 2027-05-01 Fixed 0.05040000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 5/28 #433774 36207J2F9 948.68560000 PA USD 962.97000000 0.000027074178 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 0.07000000 N N N N N N WELLTOWER OP LLC T6IZ0MBEG5ACZDTR7D06 WELLTOWER OP LLC 3.625% 03/15/2024 95040QAG9 1611000.00000000 PA USD 1609582.19000000 0.045253866796 Long DBT CORP US N 2 2024-03-15 Fixed 0.03625000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 10/32 #781569 36225BW61 4268.81690000 PA USD 4397.71000000 0.000123642883 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 0.07000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 NISOURCE INC 5.25% 03/30/2028 65473PAN5 4191000.00000000 PA USD 4209456.79000000 0.118350089881 Long DBT CORP US N 2 2028-03-30 Fixed 0.05250000 N N N N N N VERIZON MASTER TRUST N/A VERIZON MASTER TRUST 2021-1 A 0.69% 05/20/2027 92348KAB9 6025000.00000000 PA USD 5958631.01000000 0.167528626800 Long ABS-CBDO CORP US N 2 2027-05-20 Fixed 0.00690000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 FHR 3949 MK 4.5% 10/34 3137AFZS4 156718.08260000 PA USD 152923.83000000 0.004299497519 Long ABS-CBDO USGSE US N 2 2034-10-15 Fixed 0.04500000 N N N N N N INTERNATIONAL FLAVORS and FRAGRANCES INC BZLRL03D3GPGMOGFO832 INTERNATIONAL FLAVS and FRAG INC 1.832% 10/15/2027 144A 459506AP6 3155000.00000000 PA USD 2772781.31000000 0.077957545030 Long DBT CORP US N 2 2027-10-15 Fixed 0.01832000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORPORATION 4.948/VAR 07/22/2028 06051GKW8 5489000.00000000 PA USD 5434489.62000000 0.152792240679 Long DBT CORP US N 2 2028-07-22 Variable 0.04948000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 7/28 #467858 36209CWT9 2752.26890000 PA USD 2774.26000000 0.000077999118 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE and CO 2.522/VAR 04/22/2031 46647PBL9 6955000.00000000 PA USD 5950791.54000000 0.167308217843 Long DBT CORP US N 2 2031-04-22 Variable 0.02522000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 BAT CAPITAL CORP 3.222% 08/15/2024 05526DAZ8 1892000.00000000 PA USD 1869673.08000000 0.052566397068 Long DBT CORP US N 2 2024-08-15 Fixed 0.03222000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4.625% 09/15/2026 91282CHY0 131900300.00000000 PA USD 132266117.57000000 3.718699985203 Long DBT UST US N 2 2026-09-15 Fixed 0.04625000 N N N N N N SOUTHERN COMPANY 549300FC3G3YU2FBZD92 SOUTHERN COMPANY 5.5% 03/15/2029 842587DS3 3579000.00000000 PA USD 3629900.75000000 0.102055704917 Long DBT CORP US N 2 2029-03-15 Fixed 0.05500000 N N N N N N VOLKSWAGEN GROUP AMER FIN LLC 5493002SQ1AVQBY41K40 VOLKSWAGEN GROUP AMER FIN LLC 1.25% 11/24/2025 144A 928668BL5 7754000.00000000 PA USD 7220401.98000000 0.203003680984 Long DBT CORP US N 2 2025-11-24 Fixed 0.01250000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 AUTOZONE INC 6.25% 11/01/2028 053332BG6 4041000.00000000 PA USD 4202243.58000000 0.118147288405 Long DBT CORP US N 2 2028-11-01 Fixed 0.06250000 N N N N N N NIAGARA PARK CLO LLC N/A NIAGARA PARK CLO LLC TSFR3M+126.161 07/17/2032 144A 65357LAJ4 6158489.00000000 PA USD 6172641.21000000 0.173545585203 Long ABS-CBDO CORP KY N 2 2032-07-17 Variable 0.06578140 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 10/28 #167424 36216K4H9 6043.67950000 PA USD 6152.62000000 0.000172982683 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 0.07000000 N N N N N N BMW VECHILE OWNER TRUST 2023-A N/A BMW VECHILE OWNER TRUST 2023-A 5.47% 02/25/2028 05592XAD2 975000.00000000 PA USD 979538.72000000 0.027540013198 Long ABS-CBDO CORP US N 2 2028-02-25 Fixed 0.05470000 N N N N N N BENCHMARK 2019-B12 MTG TR N/A BENCHMARK 2019-B12 MTG TR VAR/1.207 08/15/2052 144A 08162FAK9 15983299.45170000 PA USD 531655.69000000 0.014947652829 Long ABS-MBS CORP US N 2 2052-08-15 Variable 0.01024162 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 LOWES COS INC 4.5% 04/15/2030 548661DU8 9316000.00000000 PA USD 9051405.85000000 0.254482882077 Long DBT CORP US N 2 2030-04-15 Fixed 0.04500000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 GENERAL MTRS FINL CO INC 4.35% 04/09/2025 37045XCK0 3786000.00000000 PA USD 3736772.69000000 0.105060440287 Long DBT CORP US N 2 2025-04-09 Fixed 0.04350000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 6/32 #565092 36213UXV7 29729.11630000 PA USD 30806.86000000 0.000866143740 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N METLIFE SECURITIZATION TRUST 2019-1 N/A METLIFE SECURITIZATION TRUST 2019-1A A1A 3.75% 04/25/2058 144A 59166EAB1 197763.60450000 PA USD 191263.67000000 0.005377433161 Long ABS-CBDO CORP US N 2 2058-04-25 Fixed 0.03750000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 SYNCHRONY FINANCIAL 4.375% 03/19/2024 87165BAN3 4232000.00000000 PA USD 4228827.14000000 0.118894692850 Long DBT CORP US N 2 2024-03-19 Fixed 0.04375000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 6/32 #590024 36201QPH0 4882.06110000 PA USD 5067.74000000 0.000142480969 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 SOCIETE GENERALE FRANCE T1Y+0 01/19/2030 144A 83368RBW1 10410000.00000000 PA USD 10258457.05000000 0.288419474170 Long DBT CORP FR N 2 2030-01-19 Variable 0.05634000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 BARCLAYS PLC (UNGTD) 2.279%/VAR 11/24/2027 06738EBU8 8259000.00000000 PA USD 7548340.64000000 0.212223770849 Long DBT CORP GB N 2 2027-11-24 Variable 0.02279000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 6/32 #565482 36213VFX1 300.65920000 PA USD 311.00000000 0.000008743854 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 GENERAL MTRS FINL CO INC 5.4% 04/06/2026 37045XEF9 8860000.00000000 PA USD 8864014.38000000 0.249214316934 Long DBT CORP US N 2 2026-04-06 Fixed 0.05400000 N N N N N N BRAVO RESIDENTIAL FDG TR 2022-RPL1 N/A BRAVO RESIDENTIAL FDG TR 2022-RPL1 2.75% 09/25/2061 144A 10569XAA7 7213904.09530000 PA USD 6406138.01000000 0.180110414977 Long ABS-CBDO CORP US N 2 2061-09-25 Fixed 0.02750000 N N N N N N SANTANDER HLDGS USA INC 549300SMVCQN2P0O6I58 SANTANDER HLDGS USA INC 2.49%/VAR 01/06/2028 80282KBC9 5673000.00000000 PA USD 5130142.80000000 0.144235442189 Long DBT CORP US N 2 2028-01-06 Variable 0.02490000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 12/28 #490107 36210ENY1 1199.88480000 PA USD 1225.75000000 0.000034462314 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 0.07000000 N N N N N N CSMC 2020-NET N/A CSMC 2020-NET 2.2569% 08/15/2037 144A 126438AA8 935961.17180000 PA USD 866755.64000000 0.024369084425 Long ABS-MBS CORP US N 2 2037-08-15 Fixed 0.02256900 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 6/32 #575010 36200WYF2 3452.48330000 PA USD 3581.42000000 0.000100692654 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 10/31 #550969 36213DCE6 1514.86660000 PA USD 1566.98000000 0.000044056093 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 0.07000000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 EXELON CORP 5.15% 03/15/2029 30161NBM2 2001000.00000000 PA USD 1992434.36000000 0.056017865808 Long DBT CORP US N 2 2029-03-15 Fixed 0.05150000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 7/32 #553442 36213FZF3 18830.96220000 PA USD 19450.33000000 0.000546851629 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 0.07000000 N N N N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 Fidelity Cash Central Fund 31635A105 22561837.13500000 NS USD 22566349.50000000 0.634459414803 Long STIV RF US N 1 N N N HCA INC L3CJ6J7LJ2DX62FTXD46 HCA INC 5.625% 09/01/2028 404121AJ4 3155000.00000000 PA USD 3179354.86000000 0.089388477472 Long DBT CORP US N 2 2028-09-01 Fixed 0.05625000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 5/32 #579560 36201CZZ0 15066.14670000 PA USD 15623.32000000 0.000439254140 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 0.07000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 SOCIETE GENERALE FRANCE 1.792/VAR 06/09/2027 144A 83368RBC5 4104000.00000000 PA USD 3738062.04000000 0.105096690733 Long DBT CORP FR N 2 2027-06-09 Variable 0.01792000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021-PAC N/A BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+80.358 21 10/15/2036 144A 05609PAA6 5672488.00000000 PA USD 5613990.47000000 0.157838958769 Long ABS-MBS CORP US N 2 2036-10-15 Variable 0.06121580 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 6.50% 12/32 #735415 31402RAQ2 10689.54880000 PA USD 11034.00000000 0.000310224087 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 0.06500000 N N N N N N ALIMENTATION COUCHE-TARD INC 549300OSW32RVX8CCZ87 ALIMENTATION COUCHE-TARD INC 2.95% 01/25/2030 144A 01626PAM8 1719000.00000000 PA USD 1532189.26000000 0.043077942281 Long DBT CORP CA N 2 2030-01-25 Fixed 0.02950000 N N N N N N GCAT 2021-NQM7 TR N/A GCAT 2021-NQM7 TR 1.888% 08/25/2066 144A 36167YAA6 1805472.20920000 PA USD 1568498.75000000 0.044098794049 Long ABS-CBDO CORP US N 2 2066-08-25 Fixed 0.01915000 N N N N N N BEAR STRNS ASSET BACKED SECS I TR N/A BEAR STRNS ASSET BCKD SEC I TR TSFR1M+123.948 02/25/2035 073879RA8 237087.77980000 PA USD 234698.76000000 0.006598623225 Long ABS-CBDO CORP US N 2 2035-02-25 Variable 0.06560410 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 EXELON CORP 3.35% 03/15/2032 30161NBE0 5013000.00000000 PA USD 4370216.60000000 0.122869898234 Long DBT CORP US N 2 2032-03-15 Fixed 0.03350000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY 3.772%/VAR 01/24/2029 61744YAP3 5000000.00000000 PA USD 4727547.80000000 0.132916367826 Long DBT CORP US N 2 2029-01-24 Variable 0.03772000 N N N N N N CFMT 2021-EBO1 LLC N/A CFMT 2021-EBO1 LLC 1.1581% 11/25/2050 144A 12530AAA9 764038.10560000 PA USD 711594.76000000 0.020006691600 Long ABS-CBDO CORP US N 2 2050-11-25 Variable 0.00984900 N N N N N N VENTAS RLTY LTD PARTNERSHIP 32SXKSJ72K64GM3HOU64 VENTAS RLTY LTD PARTNERSHIP 4% 03/01/2028 92277GAM9 737000.00000000 PA USD 701340.00000000 0.019718376070 Long DBT CORP US N 2 2028-03-01 Fixed 0.04000000 N N N N N N PUBLIC SERVICE ENTERPRISE GROUP INC PUSS41EMO3E6XXNV3U28 PUBLIC SVC ENTERPRISE GRP INC 2.45% 11/15/2031 744573AU0 12500000.00000000 PA USD 10176128.13000000 0.286104772875 Long DBT CORP US N 2 2031-11-15 Fixed 0.02450000 N N N N N N OPG TR 2021-PORT N/A OPG TR 2021-PORT TSFR1M+59.848 8 10/15/2036 144A 67118AAA3 4108042.00270000 PA USD 4046421.37000000 0.113766302097 Long ABS-MBS CORP US N 2 2036-10-15 Variable 0.05916480 N N N N N N SREIT TR 2021-MFP N/A SREIT TR 2021-MFP TSFR1M+84.528 08 11/15/2038 144A 78472UAA6 2639862.24000000 PA USD 2627913.70000000 0.073884550456 Long ABS-MBS CORP US N 2 2038-11-15 Variable 0.06162920 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-MOBILE USA INC 2.4% 03/15/2029 87264ACS2 2211000.00000000 PA USD 1947509.78000000 0.054754798304 Long DBT CORP US N 2 2029-03-15 Fixed 0.02400000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 7/30 #781196 36225BKH0 1820.20720000 PA USD 1857.59000000 0.000052226677 Long ABS-MBS USGA US N 2 2030-07-15 Fixed 0.07000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 3.25% 06/30/2029 91282CEV9 48587700.00000000 PA USD 46219049.63000000 1.299461890413 Long DBT UST US N 2 2029-06-30 Fixed 0.03250000 N N N N N N AES CORP 2NUNNB7D43COUIRE5295 AES CORP 1.375% 01/15/2026 00130HCE3 6940000.00000000 PA USD 6410984.00000000 0.180246661381 Long DBT CORP US N 2 2026-01-15 Fixed 0.01375000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE and CO 2.069/VAR 06/01/2029 46647PCJ3 8532000.00000000 PA USD 7516631.42000000 0.211332256997 Long DBT CORP US N 2 2029-06-01 Variable 0.02069000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4.625% 10/15/2026 91282CJC6 32854600.00000000 PA USD 32962404.16000000 0.926747485403 Long DBT UST US N 2 2026-10-15 Fixed 0.04625000 N N N N N N BAT INTERNATIONAL FINANCE PLC 21380041YBGOQDFAC823 BAT INTL FINANCE PLC 1.668% 03/25/2026 05530QAN0 7824000.00000000 PA USD 7248733.44000000 0.203800228140 Long DBT CORP GB N 2 2026-03-25 Fixed 0.01668000 N N N N N N AASET 2019-2 TR N/A AASET 2019-2 TR 3.376% 10/16/2039 144A 00038RAA4 1150647.93840000 PA USD 1038512.69000000 0.029198083348 Long ABS-CBDO CORP US N 2 2039-10-16 Fixed 0.03376000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 1/28 #465904 36209ARZ5 122.52680000 PA USD 124.31000000 0.000003495011 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 7.50% 7/25 #250307 31371FAG7 17.43790000 PA USD 17.47000000 0.000000491174 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 0.07500000 N N N N N N CITIBANK CR CARD ISSUANCE TR R8AG6FXVDQAMDKCSJJ64 CITIBANK CR CARD ISSUANCE TR 18-A7 A7 3.96% 10/15/2030 17305EGS8 10727000.00000000 PA USD 10325399.36000000 0.290301576493 Long ABS-CBDO CORP US N 2 2030-10-13 Fixed 0.03960000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 COREBRIDGE FINANCIAL INC 3.9% 04/05/2032 21871XAH2 1306000.00000000 PA USD 1149411.63000000 0.032316038982 Long DBT CORP US N 2 2032-04-05 Fixed 0.03900000 N N N N N N FIRST CITIZENS BANK and TRUST COMPANY L9VVX1KT5TFTKS0MLF66 FIRST CITIZENS BANK and TRUST CO 2.969%/VAR 09/27/2025 12556LBJ4 4416000.00000000 PA USD 4329463.80000000 0.121724121527 Long DBT CORP US N 2 2025-09-27 Variable 0.02969000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 CAPITAL ONE FINANCIAL CORP 3.2% 02/05/2025 14040HBG9 2208000.00000000 PA USD 2158945.77000000 0.060699382052 Long DBT CORP US N 2 2025-02-05 Fixed 0.03200000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 7.50% 11/27 #563103 31386GRY1 464.27260000 PA USD 474.73000000 0.000013347170 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 0.07500000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 FORD MTR CR CO LLC 3.375% 11/13/2025 345397B28 8189000.00000000 PA USD 7856720.35000000 0.220893955202 Long DBT CORP US N 2 2025-11-13 Fixed 0.03375000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 7/29 #474731 36209LLL8 1082.60330000 PA USD 1106.49000000 0.000031109284 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 0.07000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4.5% 11/15/2033 91282CJJ1 41172900.00000000 PA USD 41951325.14000000 1.179473587367 Long DBT UST US N 2 2033-11-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 6/32 #584449 36201JH28 29092.11670000 PA USD 30178.56000000 0.000848478905 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 6/31 #562722 36213SD36 200.02050000 PA USD 206.75000000 0.000005812835 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 7.00% 8/25 #303435 31373UBC0 61.21260000 PA USD 62.82000000 0.000001766202 Long ABS-MBS USGSE US N 2 2025-08-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 20YR 4.5% 06/01/2039#FM1045 3140X4ET9 119703.75660000 PA USD 116629.20000000 0.003279063544 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 0.04500000 N N N N N N ALCON FINANCE CORP 549300CUZUI9VU7XNK42 ALCON FINANCE CORP 2.75% 09/23/2026 144A 01400EAA1 2685000.00000000 PA USD 2520408.69000000 0.070862016141 Long DBT CORP US N 2 2026-09-23 Fixed 0.02750000 N N N N N N GM FINANCIAL REVOLVING RECEIVABLES TRUST 2023-1 N/A GM FINANCIAL REVOLVING RECEIVABLES TRUST 2023-1 5.12% 04/11/2035 144A 38012RAA4 7253000.00000000 PA USD 7321339.22000000 0.205841560554 Long ABS-CBDO CORP US N 2 2035-04-11 Fixed 0.05120000 N N N N N N CSAIL 2019-C15 COML MTG TR N/A CSAIL 2019-C15 COML MTG TR 3.4505% 03/15/2052 22945DAC7 25773.95390000 PA USD 25690.28000000 0.000722289620 Long ABS-MBS CORP US N 2 2052-03-15 Fixed 0.03450500 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC (THE) 3.615/VAR 03/15/2028 38141GZR8 2500000.00000000 PA USD 2383579.83000000 0.067015033338 Long DBT CORP US N 2 2028-03-15 Variable 0.03615000 N N N N N N AIA GROUP LTD ZP5ILWVSYE4LJGMMVD57 AIA GROUP LTD 3.9% 04/06/2028 144A 00131LAF2 5569000.00000000 PA USD 5361007.32000000 0.150726264653 Long DBT CORP HK N 2 2028-04-06 Fixed 0.03900000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY 4.21%/VAR 04/20/2028 61747YER2 12636000.00000000 PA USD 12230061.04000000 0.343851688127 Long DBT CORP US N 2 2028-04-20 Variable 0.04210000 N N N N N N SYMPHONY CLO XXIII LTD N/A SYMPHONY CLO XXIII LTD TSFR3M+128.161 01/15/2034 144A 87167NDC6 6534222.75000000 PA USD 6540064.35000000 0.183875792594 Long ABS-CBDO CORP KY N 2 2034-01-15 Variable 0.06595600 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AG NEW YORK BNCH 5.706%/VAR 02/08/2028 251526CV9 8800000.00000000 PA USD 8739089.13000000 0.245702007554 Long DBT CORP US N 2 2028-02-08 Variable 0.05706000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS 6.7% 02/16/2032 71643VAB1 2992000.00000000 PA USD 2413646.40000000 0.067860363612 Long DBT CORP MX N 2 2032-02-16 Fixed 0.06700000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 7.00% 7/28 #323326 31374TD71 19.95850000 PA USD 20.48000000 0.000000575801 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 0.07000000 N N N N N N SOUTHERN COMPANY 549300FC3G3YU2FBZD92 SOUTHERN COMPANY 5.2% 06/15/2033 842587DR5 3560000.00000000 PA USD 3504370.09000000 0.098526374261 Long DBT CORP US N 2 2033-06-15 Fixed 0.05200000 N N N N N N MORGAN STANLEY BK OF AMER MERRILL LYNCH TR 2014-C17 N/A MSBAM 2014-C17 ASB 3.477% 8/47 61763UAW2 25234.40840000 PA USD 25173.01000000 0.000707746425 Long ABS-MBS CORP US N 2 2047-08-15 Fixed 0.03477000 N N N N N N UNITED AIRLS INC 2018-1B PASS THRU TR N/A UNITED AIRLS INC 2018-1B PASS THRU TR 4.6% 09/01/2027 90932NAA1 1805154.98550000 PA USD 1743387.64000000 0.049015845555 Long DBT CORP US N 2 2027-09-01 Fixed 0.04600000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 LLOYDS BANKING GROUP PLC 5.985%/VAR 08/07/2027 539439AY5 3450000.00000000 PA USD 3474179.95000000 0.097677569781 Long DBT CORP GB N 2 2027-08-07 Variable 0.05985000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 HCA INC 3.5% 09/01/2030 404119CA5 1577000.00000000 PA USD 1409040.73000000 0.039615585896 Long DBT CORP US N 2 2030-09-01 Fixed 0.03500000 N N N N N N ROGERS COMMUNICATIONS INC 5493000M6Z4XFIP6PF03 ROGERS COMMUNICATIONS INC 3.2% 03/15/2027 775109CG4 1601000.00000000 PA USD 1507460.73000000 0.042382692539 Long DBT CORP CA N 2 2027-03-15 Fixed 0.03200000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 7.50% 7/27 #367516 31376WGZ7 681.98070000 PA USD 695.42000000 0.000019551933 Long ABS-MBS USGSE US N 2 2027-07-01 Fixed 0.07500000 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 5.1% 01/19/2029 00774MBJ3 4311000.00000000 PA USD 4237503.10000000 0.119138619963 Long DBT CORP IE N 2 2029-01-19 Fixed 0.05100000 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 MIZUHO FINL GROUP INC 4.254%/VAR 09/11/2029 60687YAT6 1965000.00000000 PA USD 1882530.56000000 0.052927888821 Long DBT CORP JP N 2 2029-09-11 Variable 0.04254000 N N N N N N OPEN TR 2023-AIR N/A OPEN TR 2023-AIR TSFR1M+308.92 10/15/2028 144A 68373BAA9 1842916.60000000 PA USD 1849827.54000000 0.052008433996 Long ABS-MBS CORP US N 2 2028-10-15 Variable 0.08406728 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 FHLG 5.50% 3/34 #G01665 31283HZ65 111206.16320000 PA USD 113230.85000000 0.003183517955 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 0.05500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC 4.075/VAR 04/23/2029 172967LW9 5190000.00000000 PA USD 4953342.70000000 0.139264656463 Long DBT CORP US N 2 2029-04-23 Variable 0.04075000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC 3.070%/VAR 02/24/28 172967NG2 5682000.00000000 PA USD 5322261.50000000 0.149636914766 Long DBT CORP US N 2 2028-02-24 Variable 0.03070000 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 WILLIAMS COS INC 5.4% 03/02/2026 969457CH1 1253000.00000000 PA USD 1255913.43000000 0.035310367759 Long DBT CORP US N 2 2026-03-02 Fixed 0.05400000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 1/28 #433566 36207JTX1 289.34950000 PA USD 293.71000000 0.000008257741 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 0.07000000 N N N N N N EXTENDED STAY AMER TR 2021-ESH N/A EXTENDED STAY AMER TR 2021-ESH A TSFR1M+119.448 07/15/2038 144A 30227FAA8 1193593.96670000 PA USD 1192104.00000000 0.033516347259 Long ABS-MBS CORP US N 2 2038-07-15 Variable 0.06512480 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS 6.5% 03/13/2027 71654QCG5 11500000.00000000 PA USD 10725475.00000000 0.301549818325 Long DBT CORP MX N 2 2027-03-13 Fixed 0.06500000 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 GEORGIA POWER CO 4.65% 05/16/2028 373334KS9 3548000.00000000 PA USD 3496686.06000000 0.098310335545 Long DBT CORP US N 2 2028-05-16 Fixed 0.04650000 N N N N N N AASET 2019-1 TRUST 549300TXM3PCKZJKD061 AASET 2019-1 TRUST 3.844% 05/15/2039 144A 00256DAA0 210090.51330000 PA USD 168080.14000000 0.004725621539 Long ABS-CBDO CORP US N 2 2039-05-15 Fixed 0.03844000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 4/29 #781027 36225BD88 238.32300000 PA USD 242.74000000 0.000006824705 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 0.07000000 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 2.45% 10/29/2026 00774MAV7 1390000.00000000 PA USD 1282123.17000000 0.036047262147 Long DBT CORP IE N 2 2026-10-29 Fixed 0.02450000 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AG NEW YORK BNCH 7.146%/VAR 07/13/2027 25160PAN7 2700000.00000000 PA USD 2773283.67000000 0.077971669026 Long DBT CORP US N 2 2027-07-13 Variable 0.07146000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 VIATRIS INC 2.7% 06/22/2030 92556VAD8 968000.00000000 PA USD 815303.68000000 0.022922497752 Long DBT CORP US N 2 2030-06-22 Fixed 0.02700000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 VIATRIS INC 1.65% 06/22/2025 92556VAB2 279000.00000000 PA USD 264789.72000000 0.007444639231 Long DBT CORP US N 2 2025-06-22 Fixed 0.01650000 N N N N N N CITIGROUP COML MTG TR 2014-GC23 N/A CITIGROUP COML MTG TR 2014-GC23 A3 3.356% 07/10/2047 17322VAS5 1687936.81080000 PA USD 1675490.81000000 0.047106906627 Long ABS-MBS CORP US N 2 2047-07-10 Fixed 0.03356000 N N N N N N AT and T INC 549300Z40J86GGSTL398 AT and T INC 4.3% 02/15/2030 00206RGQ9 11310000.00000000 PA USD 10786439.52000000 0.303263853361 Long DBT CORP US N 2 2030-02-15 Fixed 0.04300000 N N N N N N AES CORP 2NUNNB7D43COUIRE5295 AES CORP 2.45% 01/15/2031 00130HCG8 2693000.00000000 PA USD 2196764.88000000 0.061762677221 Long DBT CORP US N 2 2031-01-15 Fixed 0.02450000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 8/32 #781605 36225BYA0 3166.21920000 PA USD 3266.73000000 0.000091845054 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 0.07000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC HOLDINGS PLC 2.999%/VAR 03/10/2026 404280DA4 5241000.00000000 PA USD 5094107.30000000 0.143222293729 Long DBT CORP GB N 2 2026-03-10 Variable 0.02999000 N N N N N N CORPOARATE OFFICE PPTYS LP H0TWO5VRNEP6CQAWPX27 CORPORATE OFFICE PPTYS LP 2% 01/15/2029 22003BAN6 2288000.00000000 PA USD 1895030.62000000 0.053279331608 Long DBT CORP US N 2 2029-01-15 Fixed 0.02000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 BARCLAYS PLC (UNGTD) 3ML+161/VAR 05/07/2025 06738EBH7 5916000.00000000 PA USD 5893060.95000000 0.165685105680 Long DBT CORP GB N 2 2025-05-07 Variable 0.03932000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY 6.407%/VAR 11/01/2029 61747YFH3 8500000.00000000 PA USD 8872726.53000000 0.249459261540 Long DBT CORP US N 2 2029-11-01 Variable 0.06407000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORPORATION 2.496/VAR 02/13/2031 06051GHZ5 3155000.00000000 PA USD 2689639.30000000 0.075619983476 Long DBT CORP US N 2 2031-02-13 Variable 0.02496000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 7.00% 2/28 #190294 31368HKF9 322.52800000 PA USD 331.01000000 0.000009306441 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 0.07000000 N N N N N N EATON VANCE CLO 2019-1 LTD N/A EATON 2019-1A AR TSFR3M+136.161 04/15/2031 144A 27830XAL0 5454194.00000000 PA USD 5456337.50000000 0.153406500117 Long ABS-CBDO CORP KY N 2 2031-04-15 Variable 0.06675600 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 3.5% 01/31/2030 91282CGJ4 11428300.00000000 PA USD 10964471.70000000 0.308269279371 Long DBT UST US N 2 2030-01-31 Fixed 0.03500000 N N N N N N BENCHMARK 2019-B14 MTG TR N/A BENCHMARK 2019-B14 MTG TR CSTR 12/15/2062 08162YAK8 16117290.00390000 PA USD 408286.41000000 0.011479089994 Long ABS-MBS CORP US N 2 2062-12-15 Variable 0.00770064 N N N N N N THUNDERBOLT AIRCRAFT LEASE LTD / US LLC N/A THUNDERBOLT AIRCRAFT LEASE LTD / US LLC 4.212% 05/17/2032 144A 88606WAA0 787597.41720000 PA USD 732540.73000000 0.020595593579 Long ABS-CBDO CORP KY N 2 2032-05-17 Fixed 0.04212000 N N N N N N ENTERPRISE FLEET FING 2023-3 LLC N/A ENTERPRISE FLEET FING 2023-3 LLC 6.4% 03/20/2030 144A 29374LAB6 2053000.00000000 PA USD 2084150.58000000 0.058596493746 Long ABS-CBDO CORP US N 2 2030-03-20 Fixed 0.06400000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 BRISTOL-MYERS SQUIBB CO 4.9% 02/22/2029 110122EF1 4417000.00000000 PA USD 4406609.36000000 0.123893091162 Long DBT CORP US N 2 2029-02-22 Fixed 0.04900000 N N N N N N AES CORP 2NUNNB7D43COUIRE5295 AES CORP 3.3% 07/15/2025 144A 00130HCB9 3832000.00000000 PA USD 3694859.27000000 0.103882032413 Long DBT CORP US N 2 2025-07-15 Fixed 0.03300000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 NISOURCE INC 2.95% 09/01/2029 65473PAH8 3786000.00000000 PA USD 3402289.20000000 0.095656340642 Long DBT CORP US N 2 2029-09-01 Fixed 0.02950000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 8/32 #594858 36201VZX3 1786.11550000 PA USD 1847.56000000 0.000051944681 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 0.07000000 N N N N N N NTT FINANCE CORP 3538007PR116187GD960 NTT FINANCE CORP 1.591% 04/03/2028 144A 62954WAD7 6562000.00000000 PA USD 5755233.60000000 0.161810050044 Long DBT CORP JP N 2 2028-04-03 Fixed 0.01591000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 ENERGY TRANSFER LP 4.5% 04/15/2024 29278NAH6 5133000.00000000 PA USD 5123925.22000000 0.144060633137 Long DBT CORP US N 2 2024-04-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 6/32 #584463 36201JJG5 7749.16310000 PA USD 8038.55000000 0.000226006148 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 10/31 #567217 36213XDW1 422.30290000 PA USD 437.14000000 0.000012290316 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 9/28 #446726 36208CHB6 1433.14250000 PA USD 1456.13000000 0.000040939514 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 0.07000000 N N N N N N OREILLY AUTOMOTIVE INC 549300K2RLMQL149Q332 OREILLY AUTOMOTIVE INC 3.9% 06/01/2029 67103HAH0 3155000.00000000 PA USD 2994935.24000000 0.084203466747 Long DBT CORP US N 2 2029-06-01 Fixed 0.03900000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 CAPITAL ONE FINANCIAL CORP 1.878%/VAR 11/02/2027 14040HCH6 10852000.00000000 PA USD 9849726.97000000 0.276927910265 Long DBT CORP US N 2 2027-11-02 Variable 0.01878000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 PUGET ENERGY INC 4.224% 03/15/2032 745310AN2 3155000.00000000 PA USD 2822545.38000000 0.079356676189 Long DBT CORP US N 2 2032-03-15 Fixed 0.04224000 N N N N N N BENCHMARK 2020-B19 MTG TR N/A BENCHMARK 2020-B19 XA CSTR 09/15/2053 08162WBF2 21124505.84660000 PA USD 1331881.08000000 0.037446220116 Long ABS-MBS CORP US N 2 2053-09-15 Variable 0.01764268 N N N N N N MOLSON COORS BEVERAGE CO 54930073LBBH6ZCBE225 MOLSON COORS BEVERAGE CO 3% 07/15/2026 60871RAG5 2839000.00000000 PA USD 2703950.08000000 0.076022335177 Long DBT CORP US N 2 2026-07-15 Fixed 0.03000000 N N N N N N EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 635400B4JJBON4TCHF02 EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.3% 07/12/2026 144A 29449W7M3 3155000.00000000 PA USD 2855236.60000000 0.080275799254 Long DBT CORP US N 2 2026-07-12 Fixed 0.01300000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 9/30 #538051 36212MWL9 3003.56880000 PA USD 3094.26000000 0.000086996010 Long ABS-MBS USGA US N 2 2030-09-15 Fixed 0.07000000 N N N N N N AMER AIRLINE 19-1B PTT N/A AMER AIRLINE 19-1B PTT 3.85% 08/15/2029 02379DAA8 2344779.11970000 PA USD 2158152.29000000 0.060677073133 Long DBT CORP US N 2 2029-08-15 Fixed 0.03850000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 20YR 2.5% 01/01/2033#AL2975 3138EKJV8 426133.54990000 PA USD 392497.17000000 0.011035170965 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 0.02500000 N N N N N N JACKSON FINANCIAL INC 213800WXW2KG1N4CO374 JACKSON FINANCIAL INC 3.125% 11/23/2031 46817MAL1 642000.00000000 PA USD 530785.06000000 0.014923174816 Long DBT CORP US N 2 2031-11-23 Fixed 0.03125000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 HUMANA INC 3.7% 03/23/2029 444859BT8 1002000.00000000 PA USD 937091.44000000 0.026346595697 Long DBT CORP US N 2 2029-03-23 Fixed 0.03700000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 7/28 #468045 36209C5E2 1177.56020000 PA USD 1199.38000000 0.000033720914 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N BANK 2021-BNK33 N/A BANK 2021-BNK33 VAR 05/15/2064 06541CBR6 12390290.27670000 PA USD 627477.75000000 0.017641717640 Long ABS-MBS CORP US N 2 2064-05-15 Variable 0.01052569 N N N N N N ANHEUSER BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 ANHEUSER BUSCH INBEV WORLD INC 3.5% 06/01/2030 035240AV2 1070000.00000000 PA USD 989893.72000000 0.027831147005 Long DBT CORP US N 2 2030-06-01 Fixed 0.03500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY 1.512%/VAR 07/20/2027 61747YEC5 5874000.00000000 PA USD 5373747.90000000 0.151084469729 Long DBT CORP US N 2 2027-07-20 Variable 0.01512000 N N N N N N CLEVELAND ELECTRIC ILLUM CO N/A CLEVELAND ELECTRIC ILLUM CO 3.5% 04/01/2028 144A 186108CK0 5961000.00000000 PA USD 5551255.94000000 0.156075159392 Long DBT CORP US N 2 2028-04-01 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 3.875% 12/31/2029 91282CGB1 51311400.00000000 PA USD 50247089.19000000 1.412711382629 Long DBT UST US N 2 2029-12-31 Fixed 0.03875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 7.50% 8/29 #323868 31374TW54 335.12880000 PA USD 342.67000000 0.000009634265 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 0.07500000 N N N N N N INTERNATIONAL FLAVORS and FRAGRANCES INC BZLRL03D3GPGMOGFO832 INTERNATIONAL FLAVS and FRAG INC 1.23% 10/01/2025 144A 459506AN1 631000.00000000 PA USD 588049.90000000 0.016533192283 Long DBT CORP US N 2 2025-10-01 Fixed 0.01230000 N N N N N N VENTAS RLTY LTD PARTNERSHIP 32SXKSJ72K64GM3HOU64 VENTAS RLTY LTD PARTNERSHIP 3.5% 04/15/2024 92277GAP2 1501000.00000000 PA USD 1496520.24000000 0.042075097512 Long DBT CORP US N 2 2024-04-15 Fixed 0.03500000 N N N N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 Fidelity Securities Lending Cash Central Fund 31635A303 19426557.34400000 NS USD 19428500.00000000 0.546237872479 Long STIV RF US N 1 N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4% 01/15/2027 91282CJT9 31621100.00000000 PA USD 31250540.23000000 0.878617938032 Long DBT UST US N 2 2027-01-15 Fixed 0.04000000 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 1.75% 01/30/2026 00774MAS4 3495000.00000000 PA USD 3247020.28000000 0.091290910242 Long DBT CORP IE N 2 2026-01-30 Fixed 0.01750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4.125% 08/31/2030 91282CHW4 121542200.00000000 PA USD 120445471.25000000 3.386359109831 Long DBT UST US N 2 2030-08-31 Fixed 0.04125000 N N N N N N UNITED AIR 2019-2 B PTT N/A UNITED AIR 2019-2 B PTT 3.5% 11/01/2029 90932KAA7 1582725.83890000 PA USD 1466007.41000000 0.041217220509 Long DBT CORP US N 2 2029-11-01 Fixed 0.03500000 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AG NEW YORK BNCH 2.311%/VAR 11/16/2027 251526CP2 4598000.00000000 PA USD 4177026.98000000 0.117438316434 Long DBT CORP US N 2 2027-11-16 Variable 0.02311000 N N N N N N BX 2021-MFM1 N/A BX 2021-MFM1 A TSFR1M+81.448 01/15/2034 144A 05608VAA4 769661.73820000 PA USD 763889.28000000 0.021476967090 Long ABS-MBS CORP US N 2 2034-01-15 Variable 0.06132480 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC 3.106%/VAR 04/08/2026 172967MQ1 3533000.00000000 PA USD 3438709.25000000 0.096680300836 Long DBT CORP US N 2 2026-04-08 Variable 0.03106000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 6/28 #433805 36207J3N1 2045.29300000 PA USD 2078.09000000 0.000058426098 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N CASCADE FUNDING MORTGAGE TRUST N/A CASCADE FUNDING MORTGAGE TRUST 0.8983% 06/25/2036 144A 12527LAA0 719218.20320000 PA USD 709708.12000000 0.019953648174 Long ABS-CBDO CORP US N 2 2036-06-25 Fixed 0.00898300 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 7.50% 10/25 #411885 31378XRE8 2.34900000 PA USD 2.34000000 0.000000065789 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 11/28 #490919 36210FK88 1053.52220000 PA USD 1068.87000000 0.000030051587 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 4/28 #471672 36209G6H5 194.70690000 PA USD 196.00000000 0.000005510596 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 1.75% 03/01/2026 55336VBR0 3091000.00000000 PA USD 2883620.92000000 0.081073832584 Long DBT CORP US N 2 2026-03-01 Fixed 0.01750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 6/28 #448998 36208EX32 1100.07760000 PA USD 1116.10000000 0.000031379472 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 BRISTOL-MYERS SQUIBB CO 5.1% 02/22/2031 110122EG9 3569000.00000000 PA USD 3583604.31000000 0.100754067174 Long DBT CORP US N 2 2031-02-22 Fixed 0.05100000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 SYNCHRONY FINANCIAL 4.25% 08/15/2024 87165BAD5 3155000.00000000 PA USD 3126018.71000000 0.087888916256 Long DBT CORP US N 2 2024-08-15 Fixed 0.04250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 6/28 #433849 36207J5J8 769.30360000 PA USD 780.88000000 0.000021954666 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST 2023-B N/A HYUNDAI AUTO RECEIVABLES TRUST 2023-B 5.48% 04/17/2028 44933XAD9 1125000.00000000 PA USD 1131422.63000000 0.031810273067 Long ABS-CBDO CORP US N 2 2028-04-17 Fixed 0.05480000 N N N N N N CANADIAN NATURAL RESOURCES LTD 549300T15RIMIKZC5Q38 CANADIAN NATL RESOURCES LTD 3.9% 02/01/2025 136385AV3 2146000.00000000 PA USD 2111034.02000000 0.059352329403 Long DBT CORP CA N 2 2025-02-01 Fixed 0.03900000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORPORATION 4.45% 03/03/2026 06051GFU8 2199000.00000000 PA USD 2164108.09000000 0.060844522165 Long DBT CORP US N 2 2026-03-03 Fixed 0.04450000 N N N N N N MARSH and MCLENNAN COS INC 549300XMP3KDCKJXIU47 MARSH and MCLENNAN COS INC 3.875% 03/15/2024 571748BF8 1526000.00000000 PA USD 1525153.71000000 0.042880135767 Long DBT CORP US N 2 2024-03-15 Fixed 0.03875000 N N N N N N VIRGINIA ELECTRIC AND POWER CO CQKUMNNZVDJLRYV2PT43 VIRGINIA ELECTRIC AND POWER CO 2.4% 03/30/2032 927804GG3 3155000.00000000 PA USD 2604106.21000000 0.073215196019 Long DBT CORP US N 2 2032-03-30 Fixed 0.02400000 N N N N N N 7 ELEVEN INC 549300K23JPL0SS3LB18 7 ELEVEN INC 0.95% 02/10/2026 144A 817826AC4 1459000.00000000 PA USD 1344557.88000000 0.037802631999 Long DBT CORP US N 2 2026-02-10 Fixed 0.00950000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4.375% 08/15/2026 91282CHU8 27818100.00000000 PA USD 27725735.28000000 0.779517031797 Long DBT UST US N 2 2026-08-15 Fixed 0.04375000 N N N N N N GS MTG SECS TR 2013-GC13 N/A GS MTG SECS TR 2013-GC13 AS CSTR 07/10/2046 144A 36198EAP0 4493231.50000000 PA USD 4273080.68000000 0.120138893871 Long ABS-MBS CORP US N 2 2046-07-10 Variable 0.03836868 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 BARCLAYS PLC (UNGTD) 5.304%/VAR 08/09/2026 06738EBZ7 2635000.00000000 PA USD 2618173.47000000 0.073610701085 Long DBT CORP GB N 2 2026-08-09 Variable 0.05304000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 MITSUBISHI UFJ FIN GRP INC 4.05% 09/11/2028 606822BC7 3155000.00000000 PA USD 3057828.74000000 0.085971735612 Long DBT CORP JP N 2 2028-09-11 Fixed 0.04050000 N N N N N N PALMER SQUARE LOAN FUNDING LTD 2021 N/A PALMER SQUARE LOAN FUNDING LTD CLO 2021-2A A1 TSFR3M+80 05/20/2029 144A 69702DAA5 1857569.35730000 PA USD 1858195.36000000 0.052243697665 Long ABS-CBDO CORP KY N 2 2029-05-20 Variable 0.06380700 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 6/32 #584465 36201JJJ9 3252.80990000 PA USD 3367.13000000 0.000094667829 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N FORD CREDIT AUTO OWNER TRUST 2023-REV1 N/A FORD CREDIT AUTO OWNER TRUST 2023-REV1 4.85% 08/15/2035 144A 34535QAA3 11603000.00000000 PA USD 11536866.38000000 0.324362320636 Long ABS-CBDO CORP US N 2 2035-08-15 Fixed 0.04850000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 5/28 #476294 36209NC75 2436.48800000 PA USD 2475.56000000 0.000069601082 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 FHLG 30YR 7.5% 09/01/2030# 31298AER0 1308.87370000 PA USD 1371.98000000 0.000038573612 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 0.07500000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 COREBRIDGE FINANCIAL INC 3.85% 04/05/2029 21871XAF6 6197000.00000000 PA USD 5746794.77000000 0.161572789908 Long DBT CORP US N 2 2029-04-05 Fixed 0.03850000 N N N N N N DLLAA 2023-1A N/A DLLAA 2023-1A 5.64% 02/22/2028 144A 23292HAC5 529000.00000000 PA USD 534486.63000000 0.015027245522 Long ABS-CBDO CORP US N 2 2028-02-22 Fixed 0.05640000 N N N N N N DCP MIDSTREAM OPERATING LP 549300Y6CTBSE0QIPL28 DCP MIDSTREAM OPER LP 5.375% 07/15/2025 23311VAG2 3786000.00000000 PA USD 3777562.14000000 0.106207247420 Long DBT CORP US N 2 2025-07-15 Fixed 0.05375000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 RABOBANK NEDERLAND COOP CENTL 1.98%/VAR 12/15/2027 144A 74977RDL5 2686000.00000000 PA USD 2436689.24000000 0.068508219695 Long DBT CORP NL N 2 2027-12-15 Variable 0.01980000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 EQT CORP 3.9% 10/01/2027 26884LAF6 1892000.00000000 PA USD 1793460.67000000 0.050423663214 Long DBT CORP US N 2 2027-10-01 Fixed 0.03900000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 ALTRIA GROUP INC 2.35% 05/06/2025 02209SBH5 634000.00000000 PA USD 612216.09000000 0.017212631675 Long DBT CORP US N 2 2025-05-06 Fixed 0.02350000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.908% 07/23/2025 161175AY0 3041000.00000000 PA USD 2998921.44000000 0.084315539908 Long DBT CORP US N 2 2025-07-23 Fixed 0.04908000 N N N N N N BLOX 2021-BLOX N/A BLOX 2021-BLOX A TSFR1M+86.448 09/15/2026 144A 055522AA4 3041072.00000000 PA USD 2935444.93000000 0.082530879550 Long ABS-MBS CORP US N 2 2026-09-15 Variable 0.06182480 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 SOCIETE GENERALE FRANCE 4.25% 04/14/2025 144A 83367TBJ7 1994000.00000000 PA USD 1950817.80000000 0.054847804239 Long DBT CORP FR N 2 2025-04-14 Fixed 0.04250000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 INTESA SANPAOLO SPA 5.71% 01/15/2026 144A 46115HAW7 3236000.00000000 PA USD 3206454.67000000 0.090150396435 Long DBT CORP IT N 2 2026-01-15 Fixed 0.05710000 N N N N N N LXP INDUSTRIAL TRUST 549300S4MH2ICXDBFV43 LXP INDUSTRIAL TRUST 4.4% 06/15/2024 529043AD3 751000.00000000 PA USD 745607.87000000 0.020962979983 Long DBT CORP US N 2 2024-06-15 Fixed 0.04400000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 EQUINOR ASA 1.75% 01/22/2026 29446MAJ1 696000.00000000 PA USD 655412.78000000 0.018427119054 Long DBT CORP NO N 2 2026-01-22 Fixed 0.01750000 N N N N N N BAE SYSTEMS HOLDINGS INC MF62XBVMNYTYMC18DL76 BAE SYSTEMS HOLDINGS INC 3.8% 10/07/2024 144A 05523UAK6 1364000.00000000 PA USD 1347705.62000000 0.037891131615 Long DBT CORP US N 2 2024-10-07 Fixed 0.03800000 N N N N N N MHP COML MTG TR 2021-STOR N/A MERIT 2021-STOR A TSFR1M+81.448 07/15/2038 144A 55293BAB1 1379764.00000000 PA USD 1367691.07000000 0.038453028297 Long ABS-MBS CORP US N 2 2038-07-15 Variable 0.06132480 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 4% 03/15/2028 55336VAR1 3155000.00000000 PA USD 3025021.29000000 0.085049344707 Long DBT CORP US N 2 2028-03-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 5/32 #587081 36201MFW7 1743.44330000 PA USD 1804.07000000 0.000050721947 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 0.07000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC HOLDINGS PLC 2.251%/VAR 11/22/2027 404280CX5 9350000.00000000 PA USD 8565018.41000000 0.240807959133 Long DBT CORP GB N 2 2027-11-22 Variable 0.02251000 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2013-LC11 N/A JP MORGAN CH CMS 13-LC11 3.216% 04/15/2046 46639YAU1 180609.30020000 PA USD 166348.59000000 0.004676938512 Long ABS-MBS CORP US N 2 2046-04-15 Fixed 0.03216000 N N N N N N WP CAREY INC 54930042CRNE713E3Q67 WP CAREY INC 4.6% 04/01/2024 92936UAA7 3264000.00000000 PA USD 3258910.02000000 0.091625193706 Long DBT CORP US N 2 2024-04-01 Fixed 0.04600000 N N N N N N MAGALLANES INC 549300DXR29GD4N0A520 MAGALLANES INC 3.755% 03/15/2027 55903VBA0 3063000.00000000 PA USD 2898329.41000000 0.081487366017 Long DBT CORP US N 2 2027-03-15 Fixed 0.03755000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 10/30 #521123 36211R4G1 1109.99910000 PA USD 1143.51000000 0.000032150112 Long ABS-MBS USGA US N 2 2030-10-15 Fixed 0.07000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4.125% 09/30/2027 91282CFM8 39853900.00000000 PA USD 39531643.76000000 1.111443548553 Long DBT UST US N 2 2027-09-30 Fixed 0.04125000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 6/32 #534007 36212HGQ7 7554.49180000 PA USD 7833.87000000 0.000220251511 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N NEW RESIDENTIAL MTG LN TR 2020-1 N/A NEW RESIDENTIAL MTG LN TR 2020-1 3.5% 10/25/2059 144A 64830TAD0 640963.39590000 PA USD 583683.45000000 0.016410428284 Long ABS-CBDO CORP US N 2 2059-10-25 Fixed 0.03500000 N N N N N N CSMC 2021-RPL9 TR N/A CSMC 2021-RPL9 TR 2.43639% 02/25/2061 144A 12658XAC1 5784556.17660000 PA USD 5546022.48000000 0.155928019157 Long ABS-CBDO CORP US N 2 2061-02-25 Fixed 0.02436390 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE and CO 1.764%/VAR 11/19/2031 46647PBU9 4010000.00000000 PA USD 3229392.63000000 0.090795303786 Long DBT CORP US N 2 2031-11-19 Variable 0.01764000 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 WILLIAMS COS INC 4.55% 06/24/2024 969457BW9 1607000.00000000 PA USD 1599811.97000000 0.044979174247 Long DBT CORP US N 2 2024-06-24 Fixed 0.04550000 N N N N N N WESTERN GAS PARTNERS LP L6D8A6MLSY454J2JXJ60 WESTERN GAS PARTNERS LP 6.35% 01/15/2029 958667AF4 4000000.00000000 PA USD 4128916.00000000 0.116085662376 Long DBT CORP US N 2 2029-01-15 Fixed 0.06350000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 2/28 #433606 36207JU76 59.33730000 PA USD 59.26000000 0.000001666111 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 0.07000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.625% 07/31/2029 91282CFC0 46518100.00000000 PA USD 42842079.72000000 1.204517408901 Long DBT UST US N 2 2029-07-31 Fixed 0.02625000 N N N N N N UPSTART SECURITIZATION TR 2022-1 N/A UPSTART SECURITIZATION TR 2022-1 3.12% 03/20/2032 144A 91679WAA6 1474806.48700000 PA USD 1462102.50000000 0.041107432840 Long ABS-CBDO CORP US N 2 2032-03-20 Fixed 0.03120000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 ATHENE GLOBAL FUNDING 5.583% 01/09/2029 144A 04685A3Q2 2486000.00000000 PA USD 2476714.54000000 0.069633542531 Long DBT CORP US N 2 2029-01-09 Fixed 0.05583000 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 AVOLON HOLDINGS FUNDING LTD 2.875% 02/15/2025 144A 05401AAH4 4492000.00000000 PA USD 4359690.70000000 0.122573959525 Long DBT CORP KY N 2 2025-02-15 Fixed 0.02875000 N N N N N N TOLL BROTHERS FINANCE CORP N/A TOLL BROS FIN CORP 4.875% 11/15/2025 88947EAR1 2776000.00000000 PA USD 2741648.94000000 0.077082249482 Long DBT CORP US N 2 2025-11-15 Fixed 0.04875000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-5 N/A SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-5 4.11% 08/17/2026 80287HAC2 1912551.88000000 PA USD 1906163.96000000 0.053592348668 Long ABS-CBDO CORP US N 2 2026-08-17 Fixed 0.04110000 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.5% 07/15/2025 00774MAN5 1093000.00000000 PA USD 1103246.84000000 0.031018102617 Long DBT CORP IE N 2 2025-07-15 Fixed 0.06500000 N N N N N N DISCOVERY COMMUNICATIONS LLC L2Z2MO2EQURH3BREWI15 DISCOVERY COMMUNICATIONS LLC 3.625% 05/15/2030 25470DBJ7 1042000.00000000 PA USD 915880.23000000 0.025750236419 Long DBT CORP US N 2 2030-05-15 Fixed 0.03625000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 HOME DEPOT INC 2.5% 04/15/2027 437076CA8 225000.00000000 PA USD 209675.15000000 0.005895077224 Long DBT CORP US N 2 2027-04-15 Fixed 0.02500000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 UBS GROUP AG 4.55% 04/17/2026 902613BB3 3276000.00000000 PA USD 3218791.70000000 0.090497255586 Long DBT CORP CH N 2 2026-04-17 Fixed 0.04550000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE and CO SOFR 1.47%/VAR 09/22/2027 46647PCP9 6240000.00000000 PA USD 5669870.73000000 0.159410048371 Long DBT CORP US N 2 2027-09-22 Variable 0.01470000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4.875% 10/31/2028 91282CJF9 10959600.00000000 PA USD 11227596.41000000 0.315667106367 Long DBT UST US N 2 2028-10-31 Fixed 0.04875000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 7/32 #553440 36213FZD8 4576.10080000 PA USD 4688.68000000 0.000131823588 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 0.07000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC 1.462%/VAR 06/09/2027 172967NA5 5874000.00000000 PA USD 5380038.78000000 0.151261339632 Long DBT CORP US N 2 2027-06-09 Variable 0.01462000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 6/32 #565960 36213VWV6 6560.92780000 PA USD 6769.20000000 0.000190318007 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 4% 02/15/2025 55336VAA8 316000.00000000 PA USD 310869.03000000 0.008740172301 Long DBT CORP US N 2 2025-02-15 Fixed 0.04000000 N N N N N N MADISON PARK FUNDING XXVI LTD N/A MADISON PARK FUNDING XXVI LTD TSFR3M+146.161 07/29/2030 144A 55819YAA8 3308887.63000000 PA USD 3314175.23000000 0.093178991000 Long ABS-CBDO CORP KY N 2 2030-07-29 Variable 0.06781200 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 AVOLON HOLDINGS FUNDING LTD 4.375% 05/01/2026 144A 05401AAG6 645000.00000000 PA USD 622356.08000000 0.017497720414 Long DBT CORP KY N 2 2026-05-01 Fixed 0.04375000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 ALLY FINL INC 2.2% 11/02/2028 02005NBP4 4756000.00000000 PA USD 4044417.74000000 0.113709969463 Long DBT CORP US N 2 2028-11-02 Fixed 0.02200000 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.1% 01/15/2027 00774MBD6 5500000.00000000 PA USD 5568723.82000000 0.156566273868 Long DBT CORP IE N 2 2027-01-15 Fixed 0.06100000 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 OMEGA HEALTHCARE INVESTORS INC 5.25% 01/15/2026 681936BH2 5148000.00000000 PA USD 5102014.67000000 0.143444611714 Long DBT CORP US N 2 2026-01-15 Fixed 0.05250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 7/31 #545159 36212VTQ2 3202.78590000 PA USD 3305.68000000 0.000092940145 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 6.50% 8/36 #888034 31410FSX4 17378.13700000 PA USD 17959.01000000 0.000504922737 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 0.06500000 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 VMWARE INC 1% 08/15/2024 928563AH8 3856000.00000000 PA USD 3772903.35000000 0.106076264198 Long DBT CORP US N 2 2024-08-15 Fixed 0.01000000 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 OMEGA HEALTHCARE INVESTORS INC 4.5% 04/01/2027 681936BF6 8075000.00000000 PA USD 7765241.47000000 0.218322000147 Long DBT CORP US N 2 2027-04-01 Fixed 0.04500000 N N N N N N VOLKSWAGEN GROUP AMER FIN LLC 5493002SQ1AVQBY41K40 VOLKSWAGEN GROUP AMER FIN LLC 5.7% 09/12/2026 144A 928668BV3 9700000.00000000 PA USD 9789976.91000000 0.275248020121 Long DBT CORP US N 2 2026-09-12 Fixed 0.05700000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 7.50% 10/28 #449544 31380TLZ2 797.01310000 PA USD 818.97000000 0.000023025577 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 0.07500000 N N N N N N CENTENE CORP DEL 549300Z7JJ4TQSQGT333 CENTENE CORP 4.25% 12/15/2027 15135BAR2 3155000.00000000 PA USD 3001183.78000000 0.084379146249 Long DBT CORP US N 2 2027-12-15 Fixed 0.04250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 7/28 #475449 36209MEW0 341.74340000 PA USD 344.47000000 0.000009684873 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 3.125% 11/15/2028 9128285M8 103973800.00000000 PA USD 98848216.06000000 2.779146060631 Long DBT UST US N 2 2028-11-15 Fixed 0.03125000 N N N N N N EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 635400B4JJBON4TCHF02 EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.7% 11/12/2026 144A 29449WAL1 4021000.00000000 PA USD 3635095.30000000 0.102201751186 Long DBT CORP US N 2 2026-11-12 Fixed 0.01700000 N N N N N N AFLAC INC 549300N0B7DOGLXWPP39 AFLAC INC 3.6% 04/01/2030 001055BJ0 708000.00000000 PA USD 656272.30000000 0.018451284706 Long DBT CORP US N 2 2030-04-01 Fixed 0.03600000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 3/31 #541812 36212R3V8 117.29640000 PA USD 118.95000000 0.000003344313 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 10/28 #492354 36210G5P5 3224.77780000 PA USD 3260.92000000 0.000091681704 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 0.07000000 N N N N N N VLS COMMERCIAL MORTGAGE TRUST 2020 N/A VLS COMMERCIAL MORTGAGE TRUST 2020 2.13% 10/10/2042 144A 92858TAA4 1920006.00000000 PA USD 1546216.35000000 0.043472317956 Long ABS-MBS CORP US N 2 2042-10-10 Fixed 0.02130000 N N N N N N ROSS STORES INC 549300ENZFLPGRDFZQ60 ROSS STORES INC 0.875% 04/15/2026 778296AF0 5106000.00000000 PA USD 4669751.68000000 0.131291413268 Long DBT CORP US N 2 2026-04-15 Fixed 0.00875000 N N N N N N BA CR CARD TR N/A BA CR CARD TR 4.98% 11/15/2028 05522RDH8 4812000.00000000 PA USD 4823222.55000000 0.135606290974 Long ABS-CBDO CORP US N 2 2028-11-15 Fixed 0.04980000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 7/32 #552668 36213E6D3 3794.72270000 PA USD 3936.44000000 0.000110674144 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 0.07000000 N N N N N N THE TORONTO DOMINION BANK PT3QB789TSUIDF371261 TORONTO DOMINION BANK 2.8% 03/10/2027 89114TZT2 4805000.00000000 PA USD 4506811.89000000 0.126710314149 Long DBT CORP CA N 2 2027-03-10 Fixed 0.02800000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 4/28 #471179 36209GM46 2.60910000 PA USD 2.66000000 0.000000074786 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N FORD CR FLOORPLAN MAST OWN TR N/A FORD CR FLOORPLAN MAST OWN TR 4.06% 11/15/2030 34528PAK2 1005000.00000000 PA USD 966061.78000000 0.027161105149 Long ABS-CBDO CORP US N 2 2030-11-15 Fixed 0.04060000 N N N N N N SBA TOWER TR N/A SBA TOWER TR 1.884% 07/15/2050 144A 78403DAP5 703000.00000000 PA USD 655178.07000000 0.018420520114 Long ABS-CBDO CORP US N 2 2050-07-15 Fixed 0.01884000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 MEXICO UNITED MEXICAN STATES 3.25% 04/16/2030 91087BAH3 2368000.00000000 PA USD 2099255.68000000 0.059021177982 Long DBT NUSS MX N 2 2030-04-16 Fixed 0.03250000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 EXELON CORP 2.75% 03/15/2027 30161NBB6 491000.00000000 PA USD 456741.66000000 0.012841423302 Long DBT CORP US N 2 2027-03-15 Fixed 0.02750000 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 WILLIAMS COS INC 4.3% 03/04/2024 96950FAM6 1571000.00000000 PA USD 1571000.00000000 0.044169117413 Long DBT CORP US N 2 2024-03-04 Fixed 0.04300000 N N N N N N CFMT 2023-HB12 LLC N/A CFMT 2023-HB12 LLC 4.25% 04/25/2033 144A 12530QAA4 772589.34000000 PA USD 754791.51000000 0.021221180666 Long ABS-CBDO CORP US N 2 2033-04-25 Fixed 0.04250000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORPORATION 3.384%/VAR 04/02/2026 06051GKM0 5584000.00000000 PA USD 5450470.03000000 0.153241534508 Long DBT CORP US N 2 2026-04-02 Variable 0.03384000 N N N N N N RAYTHEON TECHNOLOGIES CORP I07WOS4YJ0N7YRFE7309 RAYTHEON TECHNOLOGIES CORP 6% 03/15/2031 75513ECV1 7900000.00000000 PA USD 8227617.11000000 0.231321824419 Long DBT CORP US N 2 2031-03-15 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 7.50% 4/29 #323645 31374TP60 58.17240000 PA USD 59.36000000 0.000001668923 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 0.07500000 N N N N N N PRPM 2021-5 LLC N/A PRPM 2021-5 LLC VAR 06/25/2026 144A 69358DAA2 2788455.96170000 PA USD 2690769.94000000 0.075651771745 Long ABS-CBDO CORP US N 2 2026-06-25 Variable 0.01793000 N N N N N N ARES LII CLO LTD N/A ARES LII CLO LTD TSFR3M+131.161 04/22/2031 144A 04009AAL4 5438470.00000000 PA USD 5444588.28000000 0.153076167413 Long ABS-CBDO CORP KY N 2 2031-04-22 Variable 0.06629420 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-GC37 N/A CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-GC37 AAB 3.098% 04/10/2049 17290XAU4 263759.15370000 PA USD 257100.87000000 0.007228464999 Long ABS-MBS CORP US N 2 2049-04-10 Fixed 0.03098000 N N N N N N FORD CR AUTO OWNER TR 2024-REV1 N/A FORD CR AUTO OWNER TR 24-1 A 4.87% 08/15/2036 144A 34533BAA8 7176000.00000000 PA USD 7141732.45000000 0.200791864493 Long ABS-CBDO CORP US N 2 2036-08-15 Fixed 0.04870000 N N N N N N BX COML MTG TR 2023-XL3 N/A BX COML MTG TR 2023-XL3 A TSFR1M+189.123 12/09/2040 144A 12434GAA3 2217000.00000000 PA USD 2232241.88000000 0.062760123292 Long ABS-MBS CORP US N 2 2040-12-09 Variable 0.07079060 N N N N N N HESS CORP UASVRYNXNK17ULIGK870 HESS CORP 4.3% 04/01/2027 42809HAG2 12303000.00000000 PA USD 12002636.40000000 0.337457578880 Long DBT CORP US N 2 2027-04-01 Fixed 0.04300000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 3.875% 08/15/2033 91282CHT1 51003000.00000000 PA USD 49480879.22000000 1.391169168671 Long DBT UST US N 2 2033-08-15 Fixed 0.03875000 N N N N N N MAGALLANES INC 549300DXR29GD4N0A520 MAGALLANES INC 4.054% 03/15/2029 55903VBB8 5615000.00000000 PA USD 5200996.34000000 0.146227509871 Long DBT CORP US N 2 2029-03-15 Fixed 0.04054000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA 7.00% 7/28 #463983 36208XM81 1490.48810000 PA USD 1516.61000000 0.000042639926 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N 2024-03-30 Laura M. Del Prato Laura M. Del Prato Laura M. Del Prato President and Treasurer