0001145549-22-045173.txt : 20220729 0001145549-22-045173.hdr.sgml : 20220729 20220729121548 ACCESSION NUMBER: 0001145549-22-045173 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20220531 FILED AS OF DATE: 20220729 DATE AS OF CHANGE: 20220729 PERIOD START: 20220531 FILER: COMPANY DATA: COMPANY CONFORMED NAME: JOHN HANCOCK SOVEREIGN BOND FUND CENTRAL INDEX KEY: 0000045288 IRS NUMBER: 042528977 STATE OF INCORPORATION: MA FISCAL YEAR END: 0531 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-02402 FILM NUMBER: 221118912 BUSINESS ADDRESS: STREET 1: JOHN HANCOCK FUNDS STREET 2: 200 BERKELEY STREET CITY: BOSTON STATE: MA ZIP: 02116 BUSINESS PHONE: 617-663-3000 MAIL ADDRESS: STREET 1: C/O JOHN HANCOCK FUNDS STREET 2: 200 BERKELEY STREET CITY: BOSTON STATE: MA ZIP: 02116 FORMER COMPANY: FORMER CONFORMED NAME: HANCOCK JOHN SOVEREIGN BOND FUND DATE OF NAME CHANGE: 19930921 FORMER COMPANY: FORMER CONFORMED NAME: HANCOCK JOHN BONDS DATE OF NAME CHANGE: 19930921 FORMER COMPANY: FORMER CONFORMED NAME: HANCOCK JOHN BOND TRUST DATE OF NAME CHANGE: 19910704 0000045288 S000000646 John Hancock Bond Fund C000001854 Class A JHNBX C000001856 Class C JHCBX C000001857 Class I JHBIX C000106442 Class R6 JHBSX C000113488 Class R2 JHRBX C000153977 Class NAV C000153978 Class R4 JBFRX NPORT-P 1 primary_doc.xml NPORT-P false 0000045288 XXXXXXXX S000000646 C000001854 C000001856 C000001857 C000153977 C000113488 C000153978 C000106442 John Hancock Sovereign Bond Fund 811-02402 0000045288 549300USMZ9ZFEUQSP11 200 Berkeley Street Boston 02116 617-663-4497 Bond Fund S000000646 WKGWVLWSOXTPDPZACG18 2022-05-31 2022-05-31 N 22563239007.920000000000 743125861.490000000000 21820113146.430000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 632789053.620000000000 0.000000000000 0.000000000000 7932072.940000000000 USD N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380PTT1 31854061.88 PA USD 2272981.62 0.0104169103 Long ABS-MBS USGA US N 2 2062-02-16 Variable 0.876290000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380PV76 43637759.74 PA USD 2919457.77 0.0133796638 Long ABS-MBS USGA US N 2 2062-05-16 Variable 0.769430000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380PWY6 192864767.09 PA USD 12752565.56 0.0584440854 Long ABS-MBS USGA US N 2 2062-06-16 Variable 0.841730000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380PXL3 78012943.21 PA USD 5264368.02 0.0241262178 Long ABS-MBS USGA US N 2 2062-05-16 Variable 0.794130000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380PY57 77796529.89 PA USD 4469255.05 0.0204822726 Long ABS-MBS USGA US N 2 2062-08-16 Variable 0.632920000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380RBL3 131198050.98 PA USD 10064464.89 0.0461247145 Long ABS-MBS USGA US N 2 2062-12-16 Variable 0.952190000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380RE71 60336040.03 PA USD 4293174.73 0.0196753092 Long ABS-MBS USGA US N 2 2063-02-16 Variable 0.821980000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380RGN4 171108464.48 PA USD 12088025.92 0.0553985483 Long ABS-MBS USGA US N 2 2062-11-16 Variable 0.820710000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380RQC7 218551098.63 PA USD 15736553.31 0.0721194854 Long ABS-MBS USGA US N 2 2062-09-16 Variable 0.866030000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381D2H2 122953744.39 PA USD 8802504.47 0.0403412412 Long ABS-MBS USGA US N 2 2064-03-16 Variable 0.796050000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381D8R4 92916455.9 PA USD 6624729.6 0.0303606565 Long ABS-MBS USGA US N 2 2063-01-16 Variable 0.871600000000 N N N N N N MandT Bank Corporation N/A 55261FAH7 10483000 PA USD 9739606.34 0.0446359113 Long DBT CORP US N 2 2026-11-01 Variable 5.125000000000 N N N N N N M.D.C. Holdings Inc. N/A 552676AU2 10454000 PA USD 8231497.16 0.0377243560 Long DBT CORP US N 2 2031-01-15 Fixed 2.500000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAK6 5490000 PA USD 5436454.16 0.0249148761 Long DBT CORP US N 2 2027-03-01 Fixed 4.125000000000 N N N N N N Toyota Auto Loan Extended Note Trust 2019-1 N/A 89231XAA9 63477000 PA USD 62279373.09 0.2854218613 Long ABS-O CORP US N 2 2031-11-25 Fixed 2.560000000000 N N N N N N Toyota Auto Receivables 2022-A Owner Trust N/A 89239KAC5 24038000 PA USD 23219900.32 0.1064151234 Long ABS-O CORP US N 2 2026-06-15 Fixed 1.230000000000 N N N N N N TransCanada Pipelines Limited 5BV01I6231JPDAPMGH09 89352HAW9 13625000 PA USD 13712089.5 0.0628415142 Long DBT CORP CA N 2 2028-05-15 Fixed 4.250000000000 N N N N N N Trident TPI Holdings Inc. N/A 89616RAA7 5167000 PA USD 4831145 0.0221407880 Long DBT CORP US N 2 2025-11-01 Fixed 6.625000000000 N N N N N N TRINSEO MATERIALS OPERATING SC COMPANY GUAR 144A 04/29 5.125 N/A 89668QAF5 14458000 PA USD 12072430 0.0553270733 Long DBT CORP LU N 2 2029-04-01 Fixed 5.125000000000 N N N N N N TRITON CONTAINER FINANCE VIII TCF 2020 1A A 144A N/A 89680HAA0 43266008.37 PA USD 39130617.33 0.1793327884 Long ABS-O CORP US N 2 2045-09-20 Fixed 2.110000000000 N N N N N N TRITON CONTAINER FINANCE VIII TCF 2021 1A A 144A N/A 89680HAE2 25616096.69 PA USD 22486555.1 0.1030542553 Long ABS-O CORP US N 2 2046-03-20 Fixed 1.860000000000 N N N N N N Twitter Inc. 549300I8RX485XMK6836 90184LAG7 14798000 PA USD 14239523.48 0.0652587060 Long DBT CORP US N 2 2027-12-15 Fixed 3.875000000000 N N N N N N US Foods Inc. 5493000JOOFAOUY1JZ87 90290MAD3 14199000 PA USD 13328246.33 0.0610823887 Long DBT CORP US N 2 2029-02-15 Fixed 4.750000000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 90352JAF0 16988000 PA USD 17326660.37 0.0794068310 Long DBT CORP CH N 2 2024-01-31 Variable 7.000000000000 N N N N N N Western Digital Corporation 549300QQXOOYEF89IC56 958102AM7 27865000 PA USD 27861377.55 0.1276866777 Long DBT CORP US N 2 2026-02-15 Fixed 4.750000000000 N N N N N N The Williams Companies Inc. D71FAKCBLFS2O0RBPG08 969457BV1 7401000 PA USD 7702185.25 0.0352985578 Long DBT CORP US N 2 2044-06-24 Fixed 5.750000000000 N N N N N N CSI COMPRESSCO LP / CSI COMPRE SR SECURED 144A 04/25 7.5 N/A 12652HAA6 20084000 PA USD 18887750.37 0.0865611935 Long DBT CORP US N 2 2025-04-01 Fixed 7.500000000000 N N N N N CITIGROUP COMMERCIAL MORTGAGE CGCMT 2019 PRM A 144A N/A 29429JAA8 20197000 PA USD 20161124.07 0.0923969731 Long ABS-MBS CORP US N 2 2036-05-10 Fixed 3.341000000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE CGCMT 2019 SMRT A 144A N/A 29429MAA1 10996000 PA USD 11025779.37 0.0505303492 Long ABS-MBS CORP US N 2 2036-01-10 Fixed 4.149000000000 N N N N N N Expedia Group Inc. CI7MUJI4USF3V0NJ1H64 30212PAM7 34335000 PA USD 34889060.8 0.1598940416 Long DBT CORP US N 2 2026-02-15 Fixed 5.000000000000 N N N N N N CSI COMPRESSCO LP / CSI COMPRE SR SECURED 144A 04/25 7.5 N/A 12652HAC2 5179000 PA USD 4870526.74 0.0223212717 Long DBT CORP US N 2 2025-04-01 Fixed 7.500000000000 N N N N N N CSI COMPRESSCO LP / CSI COMPRE SECURED 144A 04/26 10 N/A 12652HAE8 16839837 PA USD 15945782.6 0.0730783681 Long DBT CORP US N 2 2026-04-01 Fixed 10.000000000000 N N Y N N N Expedia Group Inc. CI7MUJI4USF3V0NJ1H64 30212PAP0 44372000 PA USD 42265304.85 0.1936988345 Long DBT CORP US N 2 2028-02-15 Fixed 3.800000000000 N N N N N N Expedia Group Inc. CI7MUJI4USF3V0NJ1H64 30212PAR6 29897000 PA USD 26400189.18 0.1209901571 Long DBT CORP US N 2 2030-02-15 Fixed 3.250000000000 N N N N N N CREDIT SUISSE MORTGAGE CAPITAL CSMC 2019 ICE4 D 144A N/A 12653VAG1 23820000 PA USD 23282220.62 0.1067007328 Long ABS-MBS CORP US N 2 2036-05-15 Floating 2.475000000000 N N N N N N CSMC 2021-NQM3 CSMC 2021 NQM3 A1 144A N/A 12660LAA7 13127599.55 PA USD 12051366.12 0.0552305391 Long ABS-MBS CORP US N 2 2066-04-25 Variable 1.015000000000 N N N N N N FREDDIE MAC FG 02/47 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 3132WKML9 6532208.15 PA USD 6543723.13 0.0299894097 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC FG 03/43 FIXED 3 S6XOOCT0IEG5ABCC6L87 3132J7YK2 3713057.26 PA USD 3635209.67 0.0166599029 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.000000000000 N N N N N N Expedia Group Inc. CI7MUJI4USF3V0NJ1H64 30212PBH7 19436000 PA USD 16411533.72 0.0752128718 Long DBT CORP US N 2 2031-03-15 Fixed 2.950000000000 N N N N N N Expedia Group Inc. CI7MUJI4USF3V0NJ1H64 30212PBK0 26562000 PA USD 26518444.43 0.1215321124 Long DBT CORP US N 2 2027-08-01 Fixed 4.625000000000 N N N N N N CSMC 2021-NQM2 CSMC 2021 NQM2 A1 144A N/A 12662EAA1 15739052.94 PA USD 15029094.17 0.0688772513 Long ABS-MBS CORP US N 2 2066-02-25 Variable 1.179000000000 N N N N N N CSMC 2021-NQM6 CSMC 2021 NQM6 A1 144A N/A 12662KAA7 23118162.05 PA USD 21114577.99 0.0967665834 Long ABS-MBS CORP US N 2 2066-07-25 Variable 1.174000000000 N N N N N N EXTENET LLC 2019-1 EXTNT 2019 1A C 144A N/A 30227XAC5 7100000 PA USD 6969712.16 0.0319416866 Long ABS-O CORP US N 2 2049-07-26 Fixed 5.219000000000 N N N N N N FS Luxembourg S.a r.l. N/A 30315XAB0 23241000 PA USD 24513677.16 0.1123444090 Long DBT CORP LU N 2 2025-12-15 Fixed 10.000000000000 N N N N N N FREDDIE MAC FG 11/39 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 3128M7ZW9 2331347.13 PA USD 2526830.12 0.0115802796 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 5.500000000000 N N N N N N FREDDIE MAC FG 01/41 FIXED 4 S6XOOCT0IEG5ABCC6L87 3128M9T51 6079979.25 PA USD 6231520.91 0.0285586095 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC FG 09/46 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 3132L74A4 8198140.23 PA USD 8174163.13 0.0374615983 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC FG 12/46 FIXED 3 S6XOOCT0IEG5ABCC6L87 3132L8EV5 9355134.01 PA USD 9112219.54 0.0417606429 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC FG 03/47 FIXED 4 S6XOOCT0IEG5ABCC6L87 3132L8J24 18733921.38 PA USD 19074640.83 0.0874176990 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC FG 05/45 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 3132QQAG7 6387775.47 PA USD 6393047.3 0.0292988733 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC FG 04/47 FIXED 4 S6XOOCT0IEG5ABCC6L87 3132WMPF5 7662519.54 PA USD 7796612.1 0.0357313092 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC FG 05/47 FIXED 4 S6XOOCT0IEG5ABCC6L87 3132WNF23 6567324.41 PA USD 6680609.44 0.0306167498 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC FG 11/46 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 3132WH3H6 4764187.66 PA USD 4750253.84 0.0217700697 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC FG 11/46 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 3132WH5R2 5232135.98 PA USD 5233183.98 0.0239833036 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.500000000000 N N N N N N CVR PARTNERS LP / CVR NITROGEN SR SECURED 144A 06/28 6.125 N/A 12663QAC9 7964000 PA USD 7616132.48 0.0349041842 Long DBT CORP US N 2 2028-06-15 Fixed 6.125000000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 126650CZ1 23954000 PA USD 24399413.85 0.1118207485 Long DBT CORP US N 2 2048-03-25 Fixed 5.050000000000 N N N N N N FREDDIE MAC FG 10/46 FIXED 3 S6XOOCT0IEG5ABCC6L87 3132WHBN4 3856377.47 PA USD 3761063.63 0.0172366825 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC FG 10/46 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 3132WHBR5 1521629.14 PA USD 1525262.49 0.0069901676 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC FG 08/46 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 3132XCRV9 38354649.95 PA USD 38434247.36 0.1761413752 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC FG 10/46 FIXED 3 S6XOOCT0IEG5ABCC6L87 3132XCRW7 52619511.12 PA USD 51096986.61 0.2341737931 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.000000000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 126650DJ6 22401000 PA USD 21609444.54 0.0990345210 Long DBT CORP US N 2 2030-04-01 Fixed 3.750000000000 N N N N N N CandW Senior Financing Designated Activity Company N/A 12674TAA4 20070000 PA USD 18819639 0.0862490441 Long DBT CORP IE N 2 2027-09-15 Fixed 6.875000000000 N N N N N N FREDDIE MAC FG 10/46 FIXED 3 S6XOOCT0IEG5ABCC6L87 3132WHMA0 5195566.79 PA USD 5049293.92 0.0231405488 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC FG 01/47 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 3132WKLX4 4648151.29 PA USD 4653439.96 0.0213263787 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC FG 11/43 FIXED 4 S6XOOCT0IEG5ABCC6L87 3128M9YE6 2565707.9 PA USD 2634019.36 0.0120715202 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC FG 04/44 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 3128MABR9 3988173.96 PA USD 4001435.83 0.0183382909 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 3.500000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380JAH1 35748595.72 PA USD 1405717.01 0.0064422994 Long ABS-MBS USGA US N 2 2059-06-16 Variable 0.438730000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380JFE3 87670835.9 PA USD 3524420.21 0.0161521629 Long ABS-MBS USGA US N 2 2060-01-16 Variable 0.589000000000 N N N N N N GEMS MENASA CAYMAN LTD / GEMS SR SECURED 144A 07/26 7.125 N/A 36166LAA5 14169000 PA USD 13786437 0.0631822434 Long DBT CORP AE N 2 2026-07-31 Fixed 7.125000000000 N N N N N N GCAT 2021-NQM2 TRUST GCAT 2021 NQM2 A1 144A N/A 36166XAA9 11422189.03 PA USD 10493072.77 0.0480889934 Long ABS-MBS CORP US N 2 2066-05-25 Variable 1.036000000000 N N N N N N GCAT 2021-NQM3 TRUST GCAT 2021 NQM3 A1 144A N/A 36167HAA3 18825121.58 PA USD 17333627.9 0.0794387627 Long ABS-MBS CORP US N 2 2066-05-25 Variable 1.091000000000 N N N N N N GCAT 2021-NQM1 TRUST GCAT 2021 NQM1 A1 144A N/A 36167TAA7 11726756.6 PA USD 10886820.62 0.0498935113 Long ABS-MBS CORP US N 2 2066-01-25 Variable 0.874000000000 N N N N N N Cable One Inc. N/A 12685JAC9 7897000 PA USD 6986038.25 0.0320165079 Long DBT CORP US N 2 2030-11-15 Fixed 4.000000000000 N N N N N N Coterra Energy Inc. FCNMH6O7VWU7LHXMK351 127097AB9 15553000 PA USD 15728447.02 0.0720823348 Long DBT CORP US N 2 2024-06-01 Fixed 4.375000000000 N N N N N N FREDDIE MAC FG 01/47 FIXED 4 S6XOOCT0IEG5ABCC6L87 3132XCRX5 6523855.17 PA USD 6666970.94 0.0305542455 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC FG 04/47 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 3132XCRY3 8544743.64 PA USD 8559806.31 0.0392289731 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.500000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380JJ90 13383117.3 PA USD 574713.88 0.0026338721 Long ABS-MBS USGA US N 2 2060-01-16 Variable 0.422900000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380JMW5 62374301.47 PA USD 2455495.36 0.0112533576 Long ABS-MBS USGA US N 2 2060-01-16 Variable 0.460020000000 N N N N N N BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM1 A1 144A N/A 10569TAA6 12511574.52 PA USD 11807738.4 0.0541140109 Long ABS-MBS CORP US N 2 2049-02-25 Variable 0.941000000000 N N N N N N DELL INTERNATIONAL LLC / EMC C SR UNSECURED 07/25 5.85 N/A 24703TAC0 12962000 PA USD 13622667.7 0.0624317006 Long DBT CORP US N 2 2025-07-15 Fixed 5.850000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380JQ50 34487183.81 PA USD 1823002.88 0.0083546903 Long ABS-MBS USGA US N 2 2060-04-16 Variable 0.600950000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380JUL0 76542275.64 PA USD 3269350.22 0.0149831955 Long ABS-MBS USGA US N 2 2060-03-16 Variable 0.526870000000 N N N N N N BRITISH AIRWAYS 2013-1 CLASS A PASS THRU CE 144A 12/25 4.625 N/A 11042AAA2 9284139.15 PA USD 9144877.06 0.0419103100 Long DBT CORP GB N 2 2024-06-20 Fixed 4.625000000000 N N N N N N BRITISH AIRWAYS 2020-1 CLASS B PASS THRU CE 144A 11/28 8.375 N/A 11042WAA4 5430982.88 PA USD 5840372 0.0267660024 Long DBT CORP GB N 2 2028-11-15 Fixed 8.375000000000 N N N N N N FREDDIE MAC FG 10/47 FIXED 4 S6XOOCT0IEG5ABCC6L87 3132XTHV3 9603165.85 PA USD 9755313.61 0.0447078965 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC FG 03/48 FIXED 4 S6XOOCT0IEG5ABCC6L87 3132XXQK8 2697492.4 PA USD 2734245.19 0.0125308479 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.000000000000 N N N N N N Blackstone Private Credit Fund N/A 09261HAN7 19200000 PA USD 18014891.33 0.0825609437 Long DBT CORP US N 2 2025-01-15 Fixed 2.700000000000 N N N N N N Blackstone Private Credit Fund N/A 09261HAQ0 27133000 PA USD 23968227.77 0.1098446539 Long DBT CORP US N 2 2029-01-15 Fixed 4.000000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380JWY0 118217238.85 PA USD 4704963.35 0.0215625067 Long ABS-MBS USGA US N 2 2060-05-16 Variable 0.496740000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380MFV8 38741893.86 PA USD 1807154.38 0.0082820578 Long ABS-MBS USGA US N 2 2060-04-16 Variable 0.709890000000 N N N N N N GFL Environmental Inc. N/A 36168QAN4 9994000 PA USD 9104309.14 0.0417243901 Long DBT CORP CA N 2 2029-06-15 Fixed 4.750000000000 N N N N N N GLP Capital L.P. / GLP Financing II Inc. N/A 361841AH2 21870000 PA USD 21934949.74 0.1005262878 Long DBT CORP US N 2 2026-04-15 Fixed 5.375000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380MUV1 81438221.34 PA USD 4675637.03 0.0214281063 Long ABS-MBS USGA US N 2 2061-05-16 Variable 0.756250000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380NPW3 65068972.85 PA USD 3987166.38 0.0182728951 Long ABS-MBS USGA US N 2 2061-07-16 Variable 0.801540000000 N N N N N N CAESARS RESORT COLLECTION LLC SR SECURED 144A 07/25 5.75 N/A 12770RAA1 8014000 PA USD 8045254.6 0.0368708198 Long DBT CORP US N 2 2025-07-01 Fixed 5.750000000000 N N N N N N Cantor Fitzgerald L.P. N/A 138616AE7 29539000 PA USD 30146024.38 0.1381570489 Long DBT CORP US N 2 2024-05-01 Fixed 4.875000000000 N N N N N N DELL INTERNATIONAL LLC / EMC C SR UNSECURED 10/26 4.9 N/A 24703TAE6 41660000 PA USD 42514277.46 0.1948398580 Long DBT CORP US N 2 2026-10-01 Fixed 4.900000000000 N N N N N N DELL INTERNATIONAL LLC / EMC C SR UNSECURED 10/29 5.3 N/A 24703TAG1 20296000 PA USD 20614653.9 0.0944754675 Long DBT CORP US N 2 2029-10-01 Fixed 5.300000000000 N N N N N N FREDDIE MAC FG 07/48 FIXED 4 S6XOOCT0IEG5ABCC6L87 3132Y4BK7 18579134.9 PA USD 18917039.2 0.0866954221 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.000000000000 N N N N N N Federal Farm Credit Discount Notes N/A 313313XN3 35494000 PA USD 35494000 0.1626664342 Long DBT USGSE US N 2 2022-06-01 None 0.000000000000 N N N N N N BlueLinx Holdings Inc. N/A 09624HAA7 18852000 PA USD 16778280 0.0768936434 Long DBT CORP US N 2 2029-11-15 Fixed 6.000000000000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023CD5 25154000 PA USD 22457876.56 0.1029228236 Long DBT CORP US N 2 2029-03-01 Fixed 3.200000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380P2F0 159822182.03 PA USD 11241476.75 0.0515188747 Long ABS-MBS USGA US N 2 2062-06-16 Variable 0.900480000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380P4X9 261442991.75 PA USD 16872118.9 0.0773237003 Long ABS-MBS USGA US N 2 2062-09-16 Variable 0.793300000000 N N N N N N CARLYLE US CLO 2019-2 LTD CGMS 2019 2A A1R 144A N/A 14316EAL3 15033000 PA USD 14675740.76 0.0672578582 Long ABS-CBDO CORP KY N 2 2032-07-15 Floating 2.164290000000 N N N N N N CCM Merger Inc. N/A 14985VAE1 8345000 PA USD 8052423.63 0.0369036750 Long DBT CORP US N 2 2026-05-01 Fixed 6.375000000000 N N N N N N GLP Capital L.P. / GLP Financing II Inc. N/A 361841AP4 10777000 PA USD 9838941.47 0.0450911570 Long DBT CORP US N 2 2030-01-15 Fixed 4.000000000000 N N N N N N GLP Capital L.P. / GLP Financing II Inc. N/A 361841AR0 10853000 PA USD 9102798.01 0.0417174647 Long DBT CORP US N 2 2032-01-15 Fixed 3.250000000000 N N N N N N DELL INTERNATIONAL LLC / EMC C SR UNSECURED 07/46 8.35 N/A 24703TAK2 6123000 PA USD 8068649.62 0.0369780375 Long DBT CORP US N 2 2046-07-15 Fixed 8.350000000000 N N N N N N Delta Air Lines Inc. Q2CCMS6R0AS67HJMBN42 247361ZN1 26290000 PA USD 24906357.3 0.1141440337 Long DBT CORP US N 2 2028-04-19 Fixed 4.375000000000 N N N N N GMF Floorplan Owner Revolving Trust N/A 361886CD4 31317000 PA USD 31019926.94 0.1421620811 Long ABS-O CORP US N 2 2026-04-15 Fixed 2.900000000000 N N N N N N GMF Floorplan Owner Revolving Trust N/A 361886CH5 15128000 PA USD 14682922.14 0.0672907699 Long ABS-O CORP US N 2 2025-08-15 Fixed 0.680000000000 N N N N N N Citizens Financial Group Inc. N/A 174610AT2 38429000 PA USD 35109334.28 0.1609035391 Long DBT CORP US N 2 2030-04-30 Fixed 3.250000000000 N N N N N N Clean Harbors Inc. N/A 184496AN7 2733000 PA USD 2698837.5 0.0123685770 Long DBT CORP US N 2 2027-07-15 Fixed 4.875000000000 N N N N N N BRITISH AIRWAYS 2018-1 CLASS A PASS THRU CE 144A 03/33 4.125 N/A 11043HAA6 7428058.42 PA USD 6759533.16 0.0309784515 Long DBT CORP GB N 2 2031-09-20 Fixed 4.125000000000 N N N N N N BRITISH AIRWAYS 2020-1 CLASS A PASS THRU CE 144A 05/34 4.25 N/A 11044MAA4 7161244.53 PA USD 6854748.99 0.0314148187 Long DBT CORP GB N 2 2032-11-15 Fixed 4.250000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380PT20 188810723.23 PA USD 12830613.82 0.0588017749 Long ABS-MBS USGA US N 2 2062-09-16 Variable 0.797690000000 N N N N N N Wyndham Hotels and Resorts Inc. N/A 98311AAB1 9122000 PA USD 8607701.64 0.0394484739 Long DBT CORP US N 2 2028-08-15 Fixed 4.375000000000 N N N N N N GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2021 4 A3 N/A 362554AC1 9381000 PA USD 9027106.47 0.0413705759 Long ABS-O CORP US N 2 2026-09-16 Fixed 0.680000000000 N N N N N N GS MORTGAGE SECURITIES TRUST 2 GSMS 2019 GC40 A2 N/A 36257HBM7 22410000 PA USD 22050474.13 0.1010557277 Long ABS-MBS CORP US N 2 2052-07-10 Fixed 2.971000000000 N N N N N N Clydesdale Acquisition Holdings Inc. N/A 18972FAC6 4156000 PA USD 3948200 0.0180943150 Long LON CORP US N 2 2029-04-13 Floating 5.384 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NCT6 49053000 PA USD 50182752.4 0.2299839238 Long DBT CORP US N 2 2028-10-15 Fixed 4.150000000000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023CU7 41668000 PA USD 41865185.89 0.1918651182 Long DBT CORP US N 2 2027-05-01 Fixed 5.040000000000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023CW3 21019000 PA USD 20681812.99 0.0947832527 Long DBT CORP US N 2 2050-05-01 Fixed 5.805000000000 N N N N N N FREDDIE MAC FG 12/46 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 31335A2V9 6725802.56 PA USD 6729251.55 0.0308396730 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC FG 12/45 FIXED 3 S6XOOCT0IEG5ABCC6L87 31335AMG0 12514918.89 PA USD 12189957.76 0.0558656945 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.000000000000 N N N N N N Delta Air Lines Inc. Q2CCMS6R0AS67HJMBN42 247361ZU5 41435000 PA USD 40180555.38 0.1841445785 Long DBT CORP US N 2 2024-10-28 Fixed 2.900000000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 251526CP2 22438000 PA USD 19861687.69 0.0910246778 Long DBT CORP US N 2 2027-11-16 Variable 2.311000000000 N N N N N N Tutor Perini Corporation 549300FHXYVPW8LJ6D98 901109AF5 20940000 PA USD 19474200 0.0892488498 Long DBT CORP US N 2 2025-05-01 Fixed 6.875000000000 N N N N N US Airways 2011-1 Class A Pass Through Trust N/A 903436AA1 11490934.45 PA USD 11607837.47 0.0531978794 Long DBT CORP US N 2 2023-10-22 Fixed 7.125000000000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023CY9 26956000 PA USD 26799358.41 0.1228195208 Long DBT CORP US N 2 2030-05-01 Fixed 5.150000000000 N N N N N N Boise Cascade Company 549300Z8B8LSRHC7XA55 09739DAD2 3222000 PA USD 2988344.14 0.0136953650 Long DBT CORP US N 2 2030-07-01 Fixed 4.875000000000 N N N N N N XHR LP N/A 98372MAC9 7368000 PA USD 6907500 0.0316565728 Long DBT CORP US N 2 2029-06-01 Fixed 4.875000000000 N N N N N N Xerox Holdings Corporation N/A 98421MAB2 19366000 PA USD 17622019.27 0.0807604395 Long DBT CORP US N 2 2028-08-15 Fixed 5.500000000000 N N N N N N BOJANGLES ISSUER LLC BOJA 2020 1A A2 144A N/A 09748RAA6 8023890 PA USD 7672026.38 0.0351603419 Long ABS-O CORP US N 2 2050-10-20 Fixed 3.832000000000 N N N N N N Booking Holdings Inc. FXM8FAOHMYDIPD38UZ17 09857LAR9 29917000 PA USD 30880282.82 0.1415221022 Long DBT CORP US N 2 2030-04-13 Fixed 4.625000000000 N N N N N N FREDDIE MAC FG 05/46 FIXED 3 S6XOOCT0IEG5ABCC6L87 31335AUC0 2204129.1 PA USD 2148274.48 0.0098453865 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC FG 10/46 FIXED 3 S6XOOCT0IEG5ABCC6L87 31335AYT9 7032823.43 PA USD 6828232.27 0.0312932945 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.000000000000 N N N N N N US Airways 2010-1 Class A Pass Through Trust N/A 90345KAA8 4448307.15 PA USD 4411163.79 0.0202160445 Long DBT CORP US N 2 2023-04-22 Fixed 6.250000000000 N N N N N N US Airways 2012-1 Class A Pass Through Trust N/A 90345WAA2 4619194.83 PA USD 4625589.64 0.0211987427 Long DBT CORP US N 2 2024-10-01 Fixed 5.900000000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 25160PAG2 29929000 PA USD 24466428.65 0.1121278725 Long DBT CORP US N 2 2033-01-07 Variable 3.742000000000 N N N N N N DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A C 144A N/A 25265LAE0 6825000 PA USD 6145677.72 0.0281651964 Long ABS-O CORP US N 2 2049-04-15 Fixed 3.475000000000 N N N N N N Diamondback Energy Inc. 549300R22LSX6OHWEN64 25278XAR0 17121000 PA USD 15525658.71 0.0711529707 Long DBT CORP US N 2 2031-03-24 Fixed 3.125000000000 N N N N N N Micron Technology Inc. B3DXGBC8GAIYWI2Z0172 595112BP7 70958000 PA USD 70987556.85 0.3253308375 Long DBT CORP US N 2 2027-02-15 Fixed 4.185000000000 N N N N N N YUM! Brands Inc. 549300JE8XHZZ7OHN517 988498AL5 13022000 PA USD 12533675 0.0574409258 Long DBT CORP US N 2 2030-01-15 Fixed 4.750000000000 N N N N N N YUM! Brands Inc. 549300JE8XHZZ7OHN517 988498AN1 17351000 PA USD 15345961.82 0.0703294328 Long DBT CORP US N 2 2031-03-15 Fixed 3.625000000000 N N N N N N GS MORTGAGE SECURITIES CORP TR GSMS 2020 UPTN A 144A N/A 36258PAA5 13326000 PA USD 12716856.55 0.0582804336 Long ABS-MBS CORP US N 2 2037-02-10 Fixed 2.751000000000 N N N N N N GS MORTGAGE-BACKED SECURITIES GSMBS 2020 NQM1 A1 144A N/A 36259WAA9 4116864.88 PA USD 4008593.8 0.0183710954 Long ABS-MBS CORP US N 2 2060-09-27 Variable 1.382000000000 N N N N N N BROOKFIELD RESIDENTIAL PROPERT SR UNSECURED 144A 06/29 5 N/A 11283YAG5 9654000 PA USD 8161008.9 0.0374013134 Long DBT CORP CA N 2 2029-06-15 Fixed 5.000000000000 N N N N N N Builders FirstSource Inc. 549300W0SKP6L3H7DP63 12008RAM9 3493000 PA USD 3571155.88 0.0163663490 Long DBT CORP US N 2 2027-06-01 Fixed 6.750000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XFWF4 40655285.21 PA USD 38854727.68 0.1780684061 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XFY39 37643207.36 PA USD 37057418.82 0.1698314696 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.500000000000 N N N N N N GS MORTGAGE-BACKED SECURITIES GSMBS 2021 NQM1 A1 144A N/A 36262EAA4 8204651.26 PA USD 7797471.65 0.0357352485 Long ABS-MBS CORP US N 2 2061-07-25 Variable 1.017000000000 N N N N N N GINNIE MAE I POOL GN 03/35 FIXED 5.5 549300M8ZYFG0OCMTT87 36291AJH3 917.65 PA USD 980.63 0.0000044942 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 5.500000000000 N N N N N N NRG Energy Inc. 5E2UPK5SW04M13XY7I38 629377CP5 22398000 PA USD 19754940.58 0.0905354635 Long DBT CORP US N 2 2027-12-02 Fixed 2.450000000000 N N N N N N NRG Energy Inc. 5E2UPK5SW04M13XY7I38 629377CR1 12916000 PA USD 11366080 0.0520899224 Long DBT CORP US N 2 2031-02-15 Fixed 3.625000000000 N N N N N N ZAXBY'S FUNDING LLC ZAXBY 2021 1A A2 144A N/A 98920MAA0 29967545 PA USD 26243538.12 0.1202722366 Long ABS-O CORP US N 2 2051-07-30 Fixed 3.238000000000 N N N N N N US LONG BONDCBT 0922 N/A ADI22MT15 1180 NC USD -2388633.57 -0.0109469348 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE N/A Long US 20yr 6% US 20yr 6% 2022-09-21 166740508.570000000000 USD -2388633.570000000000 N N N Builders FirstSource Inc. 549300W0SKP6L3H7DP63 12008RAN7 2354000 PA USD 2207630.45 0.0101174106 Long DBT CORP US N 2 2030-03-01 Fixed 5.000000000000 N N N N N N Builders FirstSource Inc. 549300W0SKP6L3H7DP63 12008RAP2 19875000 PA USD 17722935 0.0812229290 Long DBT CORP US N 2 2032-02-01 Fixed 4.250000000000 N N N N N N GINNIE MAE I POOL GN 04/35 FIXED 5 549300M8ZYFG0OCMTT87 36291R2Z4 1768.65 PA USD 1861.58 0.0000085315 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 5.000000000000 N N N N N N GINNIE MAE I POOL GN 04/35 FIXED 5 549300M8ZYFG0OCMTT87 36291XMY2 902.05 PA USD 947.08 0.0000043404 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 5.000000000000 N N N N N N FREDDIE MAC FG 10/46 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 31335AZ84 14716783.92 PA USD 14673741.74 0.0672486968 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC FG 09/47 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 31335B2H8 21928183.59 PA USD 21905165.58 0.1003897892 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.500000000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2 BX 2020 VKNG A 144A N/A 12433YAA5 21024229.36 PA USD 20474176.65 0.0938316704 Long ABS-MBS CORP US N 2 2037-10-15 Floating 1.804710000000 N N N N N N CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE D 144A N/A 12482HAL8 6315000 PA USD 6132841.3 0.0281063680 Long ABS-MBS CORP US N 2 2037-12-15 Floating 2.625000000000 N N N N N N Garda World Security Corporation 549300ZF1NDXLMCHNO20 36485MAL3 13405000 PA USD 11068106.35 0.0507243307 Long DBT CORP CA N 2 2029-06-01 Fixed 6.000000000000 N N N N N N Gartner Inc. PP55B5R38BFB8O8HH686 366651AC1 25252000 PA USD 24556307.4 0.1125397803 Long DBT CORP US N 2 2028-07-01 Fixed 4.500000000000 N N N N N N SoftBank Group Corp. 5493003BZYYYCDIO0R13 AO2625157 39125000 PA USD 35601167.75 0.1631575763 Long DBT CORP JP N 2 2027-07-19 Variable 6.875000000000 N N N N N N CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE F 144A N/A 12482HAQ7 12809000 PA USD 12327978.5 0.0564982336 Long ABS-MBS CORP US N 2 2037-12-15 Floating 3.425000000000 N N N N N N CCO Holdings LLC/CCO Holdings Capital Corp. N/A 1248EPCL5 14410000 PA USD 12401029.85 0.0568330227 Long DBT CORP US N 2 2033-06-01 Fixed 4.500000000000 N N N N N N CDW LLC / CDW FINANCE CORP COMPANY GUAR 02/29 3.25 N/A 12513GBF5 8552000 PA USD 7547140 0.0345879966 Long DBT CORP US N 2 2029-02-15 Fixed 3.250000000000 N N N N N N CDW LLC / CDW FINANCE CORP COMPANY GUAR 12/31 3.569 N/A 12513GBJ7 31977000 PA USD 28296139.36 0.1296791596 Long DBT CORP US N 2 2031-12-01 Fixed 3.569000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XFYM7 44276110.03 PA USD 42412045.95 0.1943713383 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XGKT5 36510089.98 PA USD 35984720.74 0.1649153719 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC FG 12/46 FIXED 3 S6XOOCT0IEG5ABCC6L87 31335BC20 39258451.54 PA USD 38079583.05 0.1745159743 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC FG 04/47 FIXED 3 S6XOOCT0IEG5ABCC6L87 31335BD45 25843803.09 PA USD 25075831.22 0.1149207204 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.000000000000 N N N N N N US Airways 2012-2 Class A Pass Through Trust N/A 90345WAD6 11251648.92 PA USD 10586857.62 0.0485188026 Long DBT CORP US N 2 2025-06-03 Fixed 4.625000000000 N N N N N N Uber Technologies Inc N/A 90353TAE0 28505000 PA USD 29465190.93 0.1350368384 Long DBT CORP US N 2 2027-09-15 Fixed 7.500000000000 N N N N N N FREDDIE MAC FG 08/48 FIXED 4 S6XOOCT0IEG5ABCC6L87 31335BXJ0 9184717.5 PA USD 9337411.59 0.0427926818 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.000000000000 N N N N N N Federal Home Loan Bank Discount Notes N/A 313385XN1 113751000 PA USD 113751000 0.5213126038 Long DBT USGSE US N 2 2022-06-01 None 0.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XGKU2 23885487.89 PA USD 23564175.53 0.1079929117 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XGNB1 27853427.4 PA USD 27620180.01 0.1265812868 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.500000000000 N N N N N N Global Infrastructure Solutions Inc. N/A 37960XAA5 17739000 PA USD 14879650.59 0.0681923622 Long DBT CORP US N 2 2029-06-01 Fixed 5.625000000000 N N N N N N GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2022 1 A3 N/A 380146AC4 7727000 PA USD 7479952.36 0.0342800805 Long ABS-O CORP US N 2 2026-11-16 Fixed 1.260000000000 N N N N N N Uber Technologies Inc N/A 90353TAF7 16479000 PA USD 16997594.13 0.0778987442 Long DBT CORP US N 2 2025-05-15 Fixed 7.500000000000 N N N N N N Uber Technologies Inc N/A 90353TAK6 32081000 PA USD 29014858.43 0.1329729971 Long DBT CORP US N 2 2029-08-15 Fixed 4.500000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381DND8 101626517.68 PA USD 7787792.49 0.0356908896 Long ABS-MBS USGA US N 2 2063-11-16 Variable 0.879290000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381E3Q9 237628688.42 PA USD 15413119.51 0.0706372117 Long ABS-MBS USGA US N 2 2064-06-16 Variable 0.712950000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XGX87 17650280.59 PA USD 17922896.23 0.0821393368 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XGYW3 24014636.23 PA USD 22239323.03 0.1019212086 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.500000000000 N N N N N N FREDDIE MAC POOL FR 01/50 FIXED 3 S6XOOCT0IEG5ABCC6L87 3133A1CC4 13906572.65 PA USD 13400404 0.0614130821 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.000000000000 N N N N N N Gartner Inc. PP55B5R38BFB8O8HH686 366651AE7 4433000 PA USD 4111607.5 0.0188431997 Long DBT CORP US N 2 2030-10-01 Fixed 3.750000000000 N N N N N N Unifin Financiera S. A. B. de C. V. 5493007GRMPGDJG93Z17 90471MAD4 16671000 PA USD 7672994.46 0.0351647785 Long DBT CORP MX N 2 2029-01-28 Fixed 9.875000000000 N N N N N N UNITED AIRLINES 2019-1 CLASS A PASS THRU CE 08/31 4.55 N/A 90931EAA2 13691567.05 PA USD 12978751.21 0.0594806779 Long DBT CORP US N 2 2031-08-25 Fixed 4.550000000000 N N N N N N Century Communities Inc. N/A 156504AL6 17310000 PA USD 17600981.1 0.0806640231 Long DBT CORP US N 2 2027-06-01 Fixed 6.750000000000 N N N N N N Golden State Tobacco Securitization Corporation N/A 38122ND66 16097000 PA USD 12947063.38 0.0593354548 Long DBT MUN US N 2 2050-06-01 Fixed 4.214000000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 38141GWB6 55332000 PA USD 54850350.43 0.2513751879 Long DBT CORP US N 2 2027-01-26 Fixed 3.850000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381ERF7 63245447.3 PA USD 4630091.68 0.0212193752 Long ABS-MBS USGA US N 2 2063-10-16 Variable 0.784510000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381EVR6 142775514.77 PA USD 10589888.37 0.0485326923 Long ABS-MBS USGA US N 2 2064-06-16 Variable 0.801530000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 38141GYB4 76922000 PA USD 66282381.26 0.3037673582 Long DBT CORP US N 2 2032-04-22 Variable 2.615000000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 38141GYN8 29672000 PA USD 25434693.9 0.1165653621 Long DBT CORP US N 2 2032-10-21 Variable 2.650000000000 N N N N N N UNITED AIRLINES 2020-1 CLASS A PASS THRU CE 04/29 5.875 N/A 90931GAA7 48588387.49 PA USD 48831329.43 0.2237904501 Long DBT CORP US N 2 2027-10-15 Fixed 5.875000000000 N N N N N N United Airlines 2016-1 Class A Pass Through Trust N/A 90931MAA4 25328292.41 PA USD 21466614.31 0.0983799404 Long DBT CORP US N 2 2028-07-07 Fixed 3.450000000000 N N N N N N GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2020 1A A2 144A N/A 38177UAA8 22181000 PA USD 21279408.89 0.0975219915 Long ABS-O CORP KY N 2 2029-01-22 Fixed 3.208000000000 N N N N N N GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2021 1A A2 144A N/A 38178HAA6 24582000 PA USD 23372437.77 0.1071141914 Long ABS-O CORP KY N 2 2029-04-20 Fixed 2.773000000000 N N N N N N Gartner Inc. PP55B5R38BFB8O8HH686 366651AG2 7938000 PA USD 7243425 0.0331960928 Long DBT CORP US N 2 2029-06-15 Fixed 3.625000000000 N N N N N N General Motors Company 54930070NSV60J38I987 37045VAQ3 11218000 PA USD 10381938.73 0.0475796741 Long DBT CORP US N 2 2048-04-01 Fixed 5.400000000000 N N N N N N United Airlines Inc. N/A 90932LAG2 1856000 PA USD 1791118.88 0.0082085683 Long DBT CORP US N 2 2026-04-15 Fixed 4.375000000000 N N N N N N United Airlines Inc. N/A 90932LAH0 4647000 PA USD 4359815.4 0.0199807186 Long DBT CORP US N 2 2029-04-15 Fixed 4.625000000000 N N N N N N JH COLLATERAL N/A N/A 8925901.71 NS USD 89247413.39 0.4090144391 Long STIV RF US N 1 N N The Williams Companies Inc. D71FAKCBLFS2O0RBPG08 969457BW9 51970000 PA USD 52827474.34 0.2421044932 Long DBT CORP US N 2 2024-06-24 Fixed 4.550000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381EW61 172565152.01 PA USD 11841541.53 0.0542689282 Long ABS-MBS USGA US N 2 2063-09-16 Variable 0.755810000000 N N N N N N Graham Packaging Company Inc. N/A 384701AA6 1394000 PA USD 1143301.28 0.0052396671 Long DBT CORP US N 2 2028-08-15 Fixed 7.125000000000 N N N N N N The Williams Companies Inc. D71FAKCBLFS2O0RBPG08 96949LAD7 25351000 PA USD 24860631.55 0.1139344759 Long DBT CORP US N 2 2027-06-15 Fixed 3.750000000000 N N N N N N Williams Scotsman International Inc. N/A 96950GAE2 4183000 PA USD 3954901.01 0.0181250252 Long DBT CORP US N 2 2028-08-15 Fixed 4.625000000000 N N N N N N Graphic Packaging International LLC SO75N4VY5NXGQSK8YQ65 38869AAC1 17119000 PA USD 15449897.5 0.0708057625 Long DBT CORP US N 2 2029-03-01 Fixed 3.500000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAR1 19922000 PA USD 19470077.4 0.0892299562 Long DBT CORP US N 2 2028-03-15 Fixed 4.000000000000 N N N N N N General Motors Financial Company Inc. 5493008B6JBRUJ90QL97 37045XBT2 26351000 PA USD 25922241.82 0.1187997589 Long DBT CORP US N 2 2027-01-17 Fixed 4.350000000000 N N N N N N General Motors Financial Company Inc. 5493008B6JBRUJ90QL97 37045XCY0 60147000 PA USD 53953527.48 0.2472651132 Long DBT CORP US N 2 2030-06-21 Fixed 3.600000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38373M4J6 2059051 PA USD 281673.65 0.0012908900 Long ABS-MBS USGA US N 2 2050-12-16 Variable 2.009070000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378BE47 10553228.7 PA USD 193549.38 0.0008870228 Long ABS-MBS USGA US N 2 2053-01-16 Variable 0.65939 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XGZB8 11263626.18 PA USD 11373359.81 0.0521232852 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31416WU34 3943327.75 PA USD 4036161.18 0.0184974347 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.000000000000 N N N N N N WILLIS ENGINE STRUCTURED TRUST WESTF 2020 A A 144A N/A 97064FAA3 7408453.14 PA USD 6309360.22 0.0289153414 Long ABS-O CORP US N 2 2045-03-15 Fixed 3.228000000000 N N N N N N Workday Inc. 549300J0DYC0N31V7G13 98138HAG6 16045000 PA USD 15741283.23 0.0721411623 Long DBT CORP US N 2 2027-04-01 Fixed 3.500000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAU4 54894000 PA USD 53266482.38 0.2441164352 Long DBT CORP US N 2 2023-02-15 Variable 6.875000000000 N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBN9 15703000 PA USD 15547957.37 0.0712551638 Long DBT CORP US N 2 2027-12-01 Fixed 4.250000000000 N N N N N N General Motors Financial Company Inc. 5493008B6JBRUJ90QL97 37045XDP8 54878000 PA USD 47061782.98 0.2156807468 Long DBT CORP US N 2 2028-10-15 Fixed 2.400000000000 N N N N N N Globo Comunicacao e Participacoes S/A N/A 37959DAB0 25650000 PA USD 22124792.25 0.1013963223 Long DBT CORP BR N 2 2030-01-22 Fixed 4.875000000000 N N N N N N Kenbourne Invest S.A. N/A 48855KAC4 5139000 PA USD 4156012.08 0.0190467027 Long DBT CORP LU N 2 2028-01-22 Fixed 4.700000000000 N N N N N N Kinder Morgan Energy Partners L.P. 549300PDHUGWPWGOT525 494550AL0 15840000 PA USD 19144815.94 0.0877393064 Long DBT CORP US N 2 2032-03-15 Fixed 7.750000000000 N N N N N N Workday Inc. 549300J0DYC0N31V7G13 98138HAJ0 18176000 PA USD 17091808.87 0.0783305236 Long DBT CORP US N 2 2032-04-01 Fixed 3.800000000000 N N N N N N Travel + Leisure Co. T4VNTWMFQ7JQB65L7T35 98310WAM0 9936000 PA USD 10283760 0.0471297281 Long DBT CORP US N 2 2025-10-01 Fixed 6.600000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31416XAJ9 1334308.41 PA USD 1365750.99 0.0062591380 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.000000000000 N N N N N N First Quantum Minerals Ltd. 549300I7UVBGWRYMYZ18 335934AP0 8050000 PA USD 8030346.65 0.0368024978 Long DBT CORP CA N 2 2024-03-01 Fixed 6.500000000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119BQ1 21962000 PA USD 22777971.1 0.1043897937 Long DBT CORP US N 2 2025-04-15 Fixed 5.250000000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119BT5 18315000 PA USD 18978105.01 0.0869752823 Long DBT CORP US N 2 2026-06-15 Fixed 5.250000000000 N N N N N Travel + Leisure Co. T4VNTWMFQ7JQB65L7T35 98310WAQ1 9653000 PA USD 8373977.5 0.0383773331 Long DBT CORP US N 2 2030-03-01 Fixed 4.625000000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119BX6 20511000 PA USD 19869496.53 0.0910604652 Long DBT CORP US N 2 2029-06-15 Fixed 4.125000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46625HJQ4 37792000 PA USD 38852065.6 0.1780562059 Long DBT CORP US N 2 2024-02-01 Variable 6.750000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46625HRV4 22440000 PA USD 21757927.9 0.0997150095 Long DBT CORP US N 2 2026-10-01 Fixed 2.950000000000 N N N N N N Jack in the Box Funding LLC N/A 466365AC7 17733525 PA USD 17028493.25 0.0780403527 Long ABS-O CORP US N 2 2049-08-25 Fixed 4.970000000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50076QAE6 12796000 PA USD 12271711.03 0.0562403639 Long DBT CORP US N 2 2042-06-04 Fixed 5.000000000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50076QAN6 14325000 PA USD 16002230.16 0.0733370632 Long DBT CORP US N 2 2040-02-09 Fixed 6.500000000000 N N N N N N First Quantum Minerals Ltd. 549300I7UVBGWRYMYZ18 335934AR6 9625000 PA USD 9656281.25 0.0442540384 Long DBT CORP CA N 2 2026-03-01 Fixed 6.875000000000 N N N N N N First Quantum Minerals Ltd. 549300I7UVBGWRYMYZ18 335934AT2 15223000 PA USD 15191111.77 0.0696197663 Long DBT CORP CA N 2 2027-10-15 Fixed 6.875000000000 N N N N N N Jack in the Box Funding LLC N/A 466365AD5 28051040 PA USD 26155827.58 0.1198702656 Long ABS-O CORP US N 2 2052-02-26 Fixed 3.445000000000 N N N N N N J.P. Morgan Chase Commercial Mortgage Securities Trust 2012-HSBC N/A 46637YAC3 77533693.44 PA USD 775.34 0.0000035533 Long ABS-MBS CORP US N 2 2032-07-05 Variable 1.430733000000 N N N N N N OBX 2020-EXP2 TRUST OBX 2020 EXP2 A3 144A N/A 67448VAM2 6761240.68 PA USD 6379233.96 0.0292355677 Long ABS-MBS CORP US N 2 2060-05-25 Variable 2.500000000000 N N N N N N ONE MARKET PLAZA TRUST 2017-1M OMPT 2017 1MKT D 144A N/A 68245HAG9 5035000 PA USD 4801599.55 0.0220053834 Long ABS-MBS CORP US N 2 2032-02-10 Fixed 4.145500000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PBA3 32034000 PA USD 32012853.08 0.1467125897 Long DBT CORP US N 2 2027-01-29 Variable 3.960000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PBL9 37839000 PA USD 33326934.61 0.1527349303 Long DBT CORP US N 2 2031-04-22 Variable 2.522000000000 N N N N N N FIRSTKEY HOMES 2020-SFR2 TRUST FKH 2020 SFR2 A 144A N/A 33767JAA0 47804522.87 PA USD 43978401.83 0.2015498340 Long ABS-O CORP US N 2 2037-10-19 Fixed 1.266000000000 N N N N N N FIRSTKEY HOMES 2020-SFR1 TRUST FKH 2020 SFR1 A 144A N/A 33767MAA3 39225563.06 PA USD 36381529.3 0.1667339168 Long ABS-O CORP US N 2 2037-08-17 Fixed 1.339000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PBP0 34052000 PA USD 30387057.47 0.1392616861 Long DBT CORP US N 2 2031-05-13 Variable 2.956000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PCU8 7549000 PA USD 6739588.9 0.0308870484 Long DBT CORP US N 2 2033-01-25 Variable 2.963000000000 N N N N N N JW Aluminum Continuous Cast Company N/A 46648XAA6 7771000 PA USD 7984702.5 0.0365933139 Long DBT CORP US N 2 2026-06-01 Fixed 10.250000000000 N N N N N Simpar Europe N/A 82883PAA2 6695000 PA USD 5523375 0.0253132280 Long DBT CORP LU N 2 2031-01-26 Fixed 5.200000000000 N N N N N N FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021 SFR1 A 144A N/A 33767WAA1 24123768.25 PA USD 21853417.7 0.1001526324 Long ABS-O CORP US N 2 2038-08-17 Fixed 1.538000000000 N N N N N N FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021 SFR1 D 144A N/A 33767WAG8 23526000 PA USD 20889057.71 0.0957330403 Long ABS-O CORP US N 2 2038-08-17 Fixed 2.189000000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LAB2 26120000 PA USD 22935687.81 0.1051125980 Long DBT CORP US N 2 2046-06-01 Fixed 4.375000000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LAZ9 5823000 PA USD 5444468.2 0.0249516039 Long DBT CORP US N 2 2049-10-01 Fixed 4.875000000000 N N N N N N 1011778 B.C. Unlimited Liability Company / New Red Finance Inc. N/A 68245XAM1 36819000 PA USD 32452450.7 0.1487272338 Long DBT CORP CA N 2 2030-10-15 Fixed 4.000000000000 N N N N N N Oriflame Investment Holding PLC N/A 68621CAA7 17182000 PA USD 11597850 0.0531521075 Long DBT CORP CH N 2 2026-05-04 Fixed 5.125000000000 N N N N N N Sirius XM Radio Inc. WP5O65E6BMU84LNO4227 82967NBA5 29806000 PA USD 29619712.5 0.1357449996 Long DBT CORP US N 2 2027-08-01 Fixed 5.000000000000 N N N N N N Sirius XM Radio Inc. WP5O65E6BMU84LNO4227 82967NBJ6 23177000 PA USD 21493190.95 0.0985017392 Long DBT CORP US N 2 2028-07-15 Fixed 4.000000000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LBJ4 19892000 PA USD 20320471.49 0.0931272508 Long DBT CORP US N 2 2050-06-01 Fixed 5.500000000000 N N N N N N LCM Investments Holdings II LLC N/A 50190EAA2 6213000 PA USD 5296582.5 0.0242738544 Long DBT CORP US N 2 2029-05-01 Fixed 4.875000000000 N N N N N N DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/25 4.5 N/A 830867AA5 5725000 PA USD 5711286.39 0.0261744123 Long DBT CORP US N 2 2025-10-20 Fixed 4.500000000000 N N N N N N DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75 N/A 830867AB3 20881627 PA USD 20853469.59 0.0955699425 Long DBT CORP US N 2 2028-10-20 Fixed 4.750000000000 N N N N N N ORGANON and CO / ORGANON FOREIGN SR UNSECURED 144A 04/31 5.125 N/A 68622TAB7 20418000 PA USD 19629354.75 0.0899599128 Long DBT CORP US N 2 2031-04-30 Fixed 5.125000000000 N N N N N N Owens-Brockway Glass Container Inc. V2UQUCDZJ9WY98W8QU33 69073TAT0 9013000 PA USD 8886908.13 0.0407280570 Long DBT CORP US N 2 2027-05-13 Fixed 6.625000000000 N N N N N SMB PRIVATE EDUCATION LOAN TRU SMB 2019 B A2A 144A N/A 83192CAB3 22543465.02 PA USD 22027215.16 0.1009491335 Long ABS-O CORP US N 2 2037-06-15 Fixed 2.840000000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83370RAA6 22339000 PA USD 19487893.54 0.0893116063 Long DBT CORP FR N 2 2030-11-18 Variable 5.375000000000 N N N N N Owens Corning JO5M6676RDJIZ2U8X907 690742AJ0 20949000 PA USD 20086796.98 0.0920563374 Long DBT CORP US N 2 2029-08-15 Fixed 3.950000000000 N N N N N N OXFORD FINANCE FUNDING 2020-1 OXFIN 2020 1A A2 144A N/A 69144AAA7 3154175.1 PA USD 3135975.19 0.0143719474 Long ABS-O CORP US N 2 2028-02-15 Fixed 3.101000000000 N N N N N N FirstEnergy Corp. 549300SVYJS666PQJH88 337932AL1 15065000 PA USD 13164926.88 0.0603339075 Long DBT CORP US N 2 2030-03-01 Fixed 2.650000000000 N N N N N N Five Guys Funding LLC N/A 33830JAA3 17071992.5 PA USD 16779361.48 0.0768985998 Long ABS-O CORP US N 2 2047-07-25 Fixed 4.600000000000 N N N N N N OXFORD FINANCE FUNDING 2019-1 OXFIN 2019 1A A2 144A N/A 69145AAB4 9601401.84 PA USD 9578757.89 0.0438987544 Long ABS-O CORP US N 2 2027-02-15 Fixed 4.459000000000 N N N N N N Oztel Holdings SPC Limited N/A 692733AB4 13917000 PA USD 14192556.6 0.0650434602 Long DBT CORP AE N 2 2028-04-24 Fixed 6.625000000000 N N N N N MetLife Inc. C4BXATY60WC6XEOZDX54 59156RAP3 24309000 PA USD 24977497.5 0.1144700641 Long DBT CORP US N 2 2036-12-15 Fixed 6.400000000000 N N N N N N MetLife Inc. C4BXATY60WC6XEOZDX54 59156RBS6 6634000 PA USD 8034493.26 0.0368215014 Long DBT CORP US N 2 2038-04-08 Fixed 9.250000000000 N N N N N N PFS Financing Corp. N/A 69335PDT9 20469000 PA USD 19768755.51 0.0905987764 Long ABS-O CORP US N 2 2025-10-15 Fixed 1.000000000000 N N N N N N The PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 693475AK1 29683000 PA USD 29388259.98 0.1346842694 Long DBT CORP US N 2 2022-08-01 Variable 4.964000000000 N N N N N N Midas OpCo Holdings LLC N/A 59565JAA9 35953000 PA USD 32537465 0.1491168482 Long DBT CORP US N 2 2029-08-15 Fixed 5.625000000000 N N N N N N Midwest Connector Capital Company LLC N/A 59833CAA0 26438000 PA USD 26273450.95 0.1204093250 Long DBT CORP US N 2 2024-04-01 Fixed 3.900000000000 N N N N N N MIDWEST GAMING BORROWER LLC / SR SECURED 144A 05/29 4.875 N/A 59833DAB6 16228000 PA USD 13712660 0.0628441288 Long DBT CORP US N 2 2029-05-01 Fixed 4.875000000000 N N N N N N Millicom International Cellular S.A. 549300CTHC1CP86P2G96 600814AN7 3690000 PA USD 3492585 0.0160062644 Long DBT CORP LU N 2 2028-01-15 Fixed 5.125000000000 N N N N N N FLAGSTAR MORTGAGE TRUST 2021-1 FSMT 2021 1 A2 144A N/A 33852DAB7 28570617.19 PA USD 25042803.09 0.1147693549 Long ABS-MBS CORP US N 2 2051-02-01 Variable 2.500000000000 N N N N N N State Board of Administration Finance Corporation 549300S34SOJ0RULXM35 341271AE4 33474000 PA USD 30287717.06 0.1388064162 Long DBT MUN US N 2 2027-07-01 Fixed 1.705000000000 N N N N N N Flowserve Corporation 6Y0GK87T6V7NJKZJVM41 34354PAF2 12857000 PA USD 11453592.75 0.0524909870 Long DBT CORP US N 2 2030-10-01 Fixed 3.500000000000 N N N N N N FOCUS Brands Funding LLC N/A 34417RAA4 9717944.3 PA USD 9422013.46 0.0431804061 Long ABS-O CORP US N 2 2047-04-30 Fixed 3.857000000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83370RAB4 22976000 PA USD 20419295.28 0.0935801531 Long DBT CORP FR N 2 2026-05-26 Variable 4.750000000000 N N N N N N Sonic Capital LLC N/A 83546DAG3 27212302.52 PA USD 25915717.94 0.1187698605 Long ABS-O CORP US N 2 2050-01-20 Fixed 3.845000000000 N N N N N N The PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 693475AM7 14899000 PA USD 14306731.82 0.0655667169 Long DBT CORP US N 2 2023-06-01 Variable 4.850000000000 N N N N N N The PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 693475BC8 38012000 PA USD 31738843.53 0.1454568238 Long DBT CORP US N 2 2026-09-15 Variable 3.400000000000 N N N N N N FORD CREDIT AUTO OWNER TRUST 2 FORDO 2022 A A3 N/A 345286AC2 8921000 PA USD 8623653.26 0.0395215790 Long ABS-O CORP US N 2 2026-06-15 Fixed 1.290000000000 N N N N N N Ford Credit Floorplan Master Owner Trust A 5493001DTG5N7T8BG747 34528QGW8 44953000 PA USD 44672843.91 0.2047324118 Long ABS-O CORP US N 2 2026-04-15 Fixed 3.060000000000 N N N N N N PNC Bank National Association AD6GFRVSDT01YPT1CS68 69349LAR9 7606000 PA USD 7565636.78 0.0346727660 Long DBT CORP US N 2 2028-07-26 Fixed 4.050000000000 N N N N N N PTC Inc. 54930050SSMU8SKDJ030 69370CAC4 4935000 PA USD 4708369.21 0.0215781155 Long DBT CORP US N 2 2028-02-15 Fixed 4.000000000000 N N N N N N Ford Credit Floorplan Master Owner Trust A 5493001DTG5N7T8BG747 34528QHQ0 20465000 PA USD 18741720.12 0.0858919475 Long ABS-O CORP US N 2 2027-09-15 Fixed 1.060000000000 N N N N N N FORD CREDIT AUTO OWNER TRUST 2 FORDR 2020 1 A 144A N/A 34531NAA4 20485000 PA USD 19714356.35 0.0903494689 Long ABS-O CORP US N 2 2031-08-15 Fixed 2.040000000000 N N N N N N Ford Motor Company 20S05OYHG0MQM4VUIC57 345370DA5 12651000 PA USD 10694522.85 0.0490122245 Long DBT CORP US N 2 2032-02-12 Fixed 3.250000000000 N N N N N N GCI LLC N/A 36166TAB6 15091000 PA USD 13652827.7 0.0625699217 Long DBT CORP US N 2 2028-10-15 Fixed 4.750000000000 N N N N N N Sonic Capital LLC N/A 83546DAN8 22884413.36 PA USD 19157663.76 0.0877981871 Long ABS-O CORP US N 2 2051-08-20 Fixed 2.190000000000 N N N N N N Sotheby's N/A 835898AH0 12300000 PA USD 12012603.86 0.0550528945 Long DBT CORP US N 2 2027-10-15 Fixed 7.375000000000 N N N N N Qorvo Inc. N/A 74739DAA2 19524000 PA USD 18563028.72 0.0850730177 Long DBT CORP US N 2 2024-12-15 Fixed 1.750000000000 N N N N N N Quest Software Inc. N/A 74834YAN2 16397000 PA USD 15112622.99 0.0692600579 Long LON CORP US N 2 2029-02-01 Floating 4.75 N N N N N N Sprint Corporation 549300ZTTY7CXOLJ6539 85207UAF2 18175000 PA USD 19038312.5 0.0872512089 Long DBT CORP US N 2 2023-09-15 Fixed 7.875000000000 N N N N N N Telefonica Emisiones S.A.U. N/A 87938WAU7 39398000 PA USD 37089376.09 0.1699779274 Long DBT CORP ES N 2 2047-03-08 Fixed 5.213000000000 N N N N N N GFL Environmental Inc. N/A 36168QAM6 22720000 PA USD 20732000 0.0950132562 Long DBT CORP CA N 2 2028-09-01 Fixed 3.500000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468Q5 71371000 PA USD 68184508.24 0.3124846685 Long DBT CORP US N 2 2026-04-28 Variable 2.188000000000 N N N N N N Millicom International Cellular S.A. 549300CTHC1CP86P2G96 600814AQ0 14440500 PA USD 14130029.25 0.0647569018 Long DBT CORP LU N 2 2029-03-25 Fixed 6.250000000000 N N N N N N Millicom International Cellular S.A. 549300CTHC1CP86P2G96 600814AR8 2745000 PA USD 2369840.85 0.0108608092 Long DBT CORP LU N 2 2031-04-27 Fixed 4.500000000000 N N N N N N TTF Holdings LLC N/A N/A 4477320.16 PA USD 4343000.56 0.0199036574 Long LON CORP US N 2 2028-03-31 Floating 5.31300000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 86765BAV1 17042000 PA USD 15686765.97 0.0718913136 Long DBT CORP US N 2 2047-10-01 Fixed 5.400000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BDZ6 21682000 PA USD 21727016.6 0.0995733453 Long DBT CORP US N 2 2026-01-27 Fixed 3.875000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YED3 14763000 PA USD 12462787.45 0.0571160533 Long DBT CORP US N 2 2032-07-21 Variable 2.239000000000 N N N N N N Telephone and Data Systems Inc. N/A 879433787 468200 NS USD 11119750 0.0509610098 Long EP CORP US N 1 N N N TELESAT CANADA / TELESAT LLC SR SECURED 144A 12/26 5.625 N/A 87952VAR7 10393000 PA USD 7414781.92 0.0339814091 Long DBT CORP CA N 2 2026-12-06 Fixed 5.625000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YEF8 44428000 PA USD 35836422.73 0.1642357328 Long DBT CORP US N 2 2036-09-16 Variable 2.484000000000 N N N N N N Motorola Solutions Inc. 6S552MUG6KGJVEBSEC55 620076BN8 10368000 PA USD 10171436.92 0.0466149596 Long DBT CORP US N 2 2029-05-23 Fixed 4.600000000000 N N N N N N Toll Brothers Finance Corp. N/A 88947EAU4 5033000 PA USD 4624528.97 0.0211938817 Long DBT CORP US N 2 2029-11-01 Fixed 3.800000000000 N N N N N Total Play Telecomunicaciones S.A. de C.V. N/A 89157FAA8 34512000 PA USD 31311357.12 0.1434976845 Long DBT CORP MX N 2 2025-11-12 Fixed 7.500000000000 N N N N N N Total Play Telecomunicaciones S.A. de C.V. N/A 89157FAC4 17481000 PA USD 14378297.31 0.0658946964 Long DBT CORP MX N 2 2028-09-20 Fixed 6.375000000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT 2015 1 A5 144A N/A 89171DAE7 7568000 PA USD 7463158.98 0.0342031177 Long ABS-MBS CORP US N 2 2053-10-25 Variable 3.183294000000 N N N N N N Mohegan Gaming and Entertainment 549300UB083Z2NRDHC48 608328BH2 20765000 PA USD 19197450.15 0.0879805252 Long DBT CORP US N 2 2026-02-01 Fixed 8.000000000000 N N N N N N MORGAN STANLEY CAPITAL I TRUST MSC 2017 CLS D 144A N/A 61691LAL3 15867000 PA USD 15697959.33 0.0719426120 Long ABS-MBS CORP US N 2 2034-11-15 Floating 2.275000000000 N N N N N N TransDigm Inc. 88Q84GB3X55CF5OC7582 893647BL0 44422000 PA USD 42528734.36 0.1949061129 Long DBT CORP US N 2 2027-11-15 Fixed 5.500000000000 N N N N N N TriNet Group Inc. N/A 896288AA5 13101000 PA USD 11679672.51 0.0535270942 Long DBT CORP US N 2 2029-03-01 Fixed 3.500000000000 N N N N N N Crown Castle International Corp. 54930012H97VSM0I2R19 22822VAH4 32455000 PA USD 31458781.12 0.1441733180 Long DBT CORP US N 2 2027-09-01 Fixed 3.650000000000 N N N N N N Tronox Incorporated N/A 897051AC2 16051000 PA USD 14726792.5 0.0674918246 Long DBT CORP US N 2 2029-03-15 Fixed 4.625000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VER1 53889000 PA USD 54832392.15 0.2512928864 Long DBT CORP US N 2 2028-09-21 Fixed 4.329000000000 N N N N N N Verizon Master Trust N/A 92348KAH6 20071000 PA USD 19063152.8 0.0873650502 Long ABS-O CORP US N 2 2028-07-20 Fixed 1.530000000000 N N N N N N Vertiv Group Corporation 549300ZT8RQ5VK10E643 92535UAB0 20799000 PA USD 18490415 0.0847402343 Long DBT CORP US N 2 2028-11-15 Fixed 4.125000000000 N N N N N N Crown Castle International Corp. 54930012H97VSM0I2R19 22822VAK7 13032000 PA USD 12674212.43 0.0580849987 Long DBT CORP US N 2 2028-02-15 Fixed 3.800000000000 N N N N N N Crown Castle International Corp. 54930012H97VSM0I2R19 22822VAR2 6779000 PA USD 6178999.45 0.0283179075 Long DBT CORP US N 2 2030-07-01 Fixed 3.300000000000 N N N N N N Motorola Solutions Inc. 6S552MUG6KGJVEBSEC55 620076BT5 34643000 PA USD 28148689.15 0.1290034060 Long DBT CORP US N 2 2030-11-15 Fixed 2.300000000000 N N N N N N Motorola Solutions Inc. 6S552MUG6KGJVEBSEC55 620076BU2 31747000 PA USD 26409297.52 0.1210319000 Long DBT CORP US N 2 2031-05-24 Fixed 2.750000000000 N N N N N N TK Elevator U.S. Newco Inc. N/A 92537RAA7 6702000 PA USD 6534450 0.0299469116 Long DBT CORP US N 2 2027-07-15 Fixed 5.250000000000 N N N N N N MVW OWNER TRUST 2018-1 MVWOT 2018 1A A 144A N/A 62848BAA9 10206526.25 PA USD 10098826.99 0.0462821935 Long ABS-O CORP US N 2 2036-01-21 Fixed 3.450000000000 N N N N N N NBM US Holdings Inc. N/A 62877VAB7 23263000 PA USD 23757571.38 0.1088792309 Long DBT CORP US N 2 2029-08-06 Fixed 6.625000000000 N N N N N CSMC 2021-NQM5 TRUST CSMC 2021 NQM5 A1 144A N/A 22946DAA0 13693353.82 PA USD 11986871.63 0.0549349655 Long ABS-MBS CORP US N 2 2066-05-25 Variable 0.938000000000 N N N N N N Cydsa S.A.B. de C.V. N/A 232553AA5 15362000 PA USD 14113991.12 0.0646834002 Long DBT CORP MX N 2 2027-10-04 Fixed 6.250000000000 N N N N N N Prudential Financial Inc. 5PRBRS5FEH7NREC8OR45 744320AL6 53119000 PA USD 52904119.83 0.2424557539 Long DBT CORP US N 2 2042-09-15 Variable 5.875000000000 N N N N N N QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 04/48 5.103 N/A 74727PAY7 17804000 PA USD 19914783.84 0.0912680136 Long DBT NUSS QA N 2 2048-04-23 Fixed 5.103000000000 N N N N N N NRG Energy Inc. 5E2UPK5SW04M13XY7I38 629377CL4 16820000 PA USD 15950233.76 0.0730987674 Long DBT CORP US N 2 2029-06-15 Fixed 4.450000000000 N N N N N N FIXED INC CLEARING CORP.REPO N/A 85748R009 294918000 PA USD 294918000 1.3515878585 Long RA CORP US N 2 Repurchase N 0.06 2022-06-01 227419800 USD 300816375.512264 USD UST N N N DB Master Finance LLC N/A 233046AF8 11665222.5 PA USD 11424137.35 0.0523559950 Long ABS-O CORP US N 2 2047-11-20 Fixed 4.030000000000 N N N N N N UNITED AIRLINES 2018-1 CLASS B PASS THRU CE 09/27 4.6 N/A 90932NAA1 5249610.94 PA USD 4887896.47 0.0224008759 Long DBT CORP US N 2 2026-03-01 Fixed 4.600000000000 N N N N N N RHP HOTEL PROPERTIES LP / RHP COMPANY GUAR 144A 02/29 4.5 N/A 749571AG0 25252000 PA USD 23559610.96 0.1079719926 Long DBT CORP US N 2 2029-02-15 Fixed 4.500000000000 N N N N N N RLJ Lodging Trust L.P. N/A 74965LAA9 10087000 PA USD 9703189.65 0.0444690162 Long DBT CORP US N 2 2026-07-01 Fixed 3.750000000000 N N N N N N COMM 2017-PANW MORTGAGE TRUST COMM 2017 PANW A 144A N/A 12595HAA6 7264000 PA USD 7070489.22 0.0324035406 Long ABS-MBS CORP US N 2 2029-10-10 Fixed 3.244000000000 N N N N N N COMM 2018-COR3 MORTGAGE TRUST COMM 2018 COR3 XA N/A 12595VAE7 223330543.34 PA USD 4970154.24 0.0227778573 Long ABS-MBS CORP US N 2 2051-05-10 Variable 0.437096000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140HDKU7 7243979.14 PA USD 7321909.14 0.0335557799 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140HDKZ6 6608194.78 PA USD 6679285.08 0.0306106803 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140HDQ56 21947980.19 PA USD 21101110.79 0.0967048642 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.000000000000 N N N N N N Radian Group Inc. 54930005OUP720S5U385 750236AU5 12023000 PA USD 11857600.79 0.0543425266 Long DBT CORP US N 2 2024-10-01 Fixed 4.500000000000 N N N N N N RADIATE HOLDCO LLC / RADIATE F SR UNSECURED 144A 09/28 6.5 N/A 75026JAE0 13791000 PA USD 11461562.19 0.0525275103 Long DBT CORP US N 2 2028-09-15 Fixed 6.500000000000 N N N N N N VERUS SECURITIZATION TRUST 202 VERUS 2021 R1 A1 144A N/A 92538BAA1 9657018.81 PA USD 9443745.48 0.0432800023 Long ABS-MBS CORP US N 2 2063-10-25 Variable 0.820000000000 N N N N N N VERUS SECURITIZATION TRUST 202 VERUS 2020 5 A1 144A N/A 92538CAA9 5731197.55 PA USD 5476250.96 0.0250972620 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.218000000000 N N N N N N Rede D'or Finance Sarl N/A 75735GAA6 16468000 PA USD 14352026.68 0.0657743000 Long DBT CORP LU N 2 2030-01-22 Fixed 4.500000000000 N N N N N N Renaissance Home Equity Loan Trust 2005-2 N/A 75970NAL1 2728335.8 PA USD 2700853.55 0.0123778164 Long ABS-MBS CORP US N 2 2035-08-25 Variable 4.934000000000 N N N N N N Renesas Electronics Corporation N/A 75972BAA9 21821000 PA USD 20584097.13 0.0943354280 Long DBT CORP JP N 2 2024-11-26 Fixed 1.543000000000 N N N N N N RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/29 4.625 N/A 76120HAA5 19445000 PA USD 16565778.85 0.0759197660 Long DBT CORP US N 2 2029-04-16 Fixed 4.625000000000 N N N N N N VERUS SECURITIZATION TRUST 202 VERUS 2021 4 A1 144A N/A 92538HAA8 10963319.41 PA USD 9679434.67 0.0443601488 Long ABS-MBS CORP US N 2 2066-07-25 Variable 0.938000000000 N N N N N N VERUS SECURITIZATION TRUST 202 VERUS 2021 5 A1 144A N/A 92538KAA1 23009378.26 PA USD 20567625.34 0.0942599390 Long ABS-MBS CORP US N 2 2066-09-25 Variable 1.013000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J5DT3 25675237 PA USD 25682883.09 0.1177027952 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J5XB0 30377446.81 PA USD 30395986.17 0.1393026057 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.500000000000 N N N N N N RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/31 4.625 N/A 76120HAC1 8500000 PA USD 6999102.3 0.0320763795 Long DBT CORP US N 2 2031-04-06 Fixed 4.625000000000 N N N N N N PACTIV EVERGREEN GROUP ISSUER SR SECURED 144A 10/27 4 N/A 76174LAA1 24222000 PA USD 21920910 0.1004619447 Long DBT CORP US N 2 2027-10-15 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J6GP6 3225223.03 PA USD 3277053.65 0.0150184998 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J7LP8 21767153.66 PA USD 21102419.61 0.0967108624 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.000000000000 N N N N N N VERUS SECURITIZATION TRUST 202 VERUS 2021 3 A1 144A N/A 92539LAA8 19402184.36 PA USD 17988465.54 0.0824398362 Long ABS-MBS CORP US N 2 2066-06-25 Variable 1.046000000000 N N N N N N Viatris Inc N/A 92556VAC0 11686000 PA USD 10438019.34 0.0478366875 Long DBT CORP US N 2 2027-06-22 Fixed 2.300000000000 N N N N N N Natwest Group plc N/A 780097BM2 12650000 PA USD 12369048.94 0.0566864565 Long DBT CORP GB N 2 2029-11-01 Variable 3.754000000000 N N N N N N Natwest Group plc N/A 780097BQ3 28242000 PA USD 27667021.4 0.1267959575 Long DBT CORP GB N 2 2025-12-29 Variable 6.000000000000 N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J7M36 22838220.77 PA USD 22155051.94 0.1015350003 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J7PF6 6007438.42 PA USD 6122753.6 0.0280601368 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.000000000000 N N N N N N Royalty Pharma plc N/A 78081BAJ2 12549000 PA USD 11070404.66 0.0507348637 Long DBT CORP US N 2 2027-09-02 Fixed 1.750000000000 N N N N N N SCF EQUIPMENT LEASING 2021-1 L SCFET 2021 1A E 144A N/A 783897AG6 3300000 PA USD 3112588.38 0.0142647674 Long ABS-O CORP US N 2 2032-08-20 Fixed 3.560000000000 N N N N N N Viatris Inc N/A 92556VAD8 30024000 PA USD 25105582.41 0.1150570680 Long DBT CORP US N 2 2030-06-22 Fixed 2.700000000000 N N N N N N Viatris Inc N/A 92556VAF3 28818000 PA USD 21509121.78 0.0985747491 Long DBT CORP US N 2 2050-06-22 Fixed 4.000000000000 N N N N N N Sesac Finance LLC N/A 78396YAA1 30441195 PA USD 29575873.59 0.1355440890 Long ABS-O CORP US N 2 2049-07-25 Fixed 5.216000000000 N N N N N N Switch Ltd. N/A 87105NAA8 5023000 PA USD 5024474.85 0.0230268047 Long DBT CORP US N 2 2028-09-15 Fixed 3.750000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J7TQ8 10688707.27 PA USD 10402373.9 0.0476733270 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J7V28 19655105.39 PA USD 19544256.49 0.0895699136 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J8A60 4863881.65 PA USD 4860770.22 0.0222765583 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J9C90 16047917.78 PA USD 16067741.77 0.0736372981 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.500000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 87264AAZ8 24546000 PA USD 22830619.73 0.1046310786 Long DBT CORP US N 2 2050-04-15 Fixed 4.500000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 87264ABD6 19854000 PA USD 19601135.29 0.0898305850 Long DBT CORP US N 2 2027-04-15 Fixed 3.750000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J9CU3 20850626.22 PA USD 20843803.9 0.0955256454 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JAJ41 3097540.15 PA USD 3080070.95 0.0141157423 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 3.500000000000 N N N N N N Universal Health Services Inc. 549300YGMGQDO0NMJD09 913903AX8 22040000 PA USD 19707729.4 0.0903190981 Long DBT CORP US N 2 2026-09-01 Fixed 1.650000000000 N N N N N N Univision Communications Inc. 549300YQDE2JSGTL8V47 914906AV4 7219000 PA USD 6614408.75 0.0303133568 Long DBT CORP US N 2 2029-05-01 Fixed 4.500000000000 N N N N N N AES Panama Generation Holdings S.R.L. N/A 00109AAB3 16304000 PA USD 14918160 0.0683688480 Long DBT CORP PA N 2 2030-05-31 Fixed 4.375000000000 N N N N N N AMC Entertainment Holdings Inc. 549300ZO77UNR6NRBR11 00165CAP9 30874000 PA USD 23657202.5 0.1084192476 Long DBT CORP US N 2 2026-06-15 Fixed 10.000000000000 N N Y N N ATandT Inc. 549300Z40J86GGSTL398 00206RJZ6 36838000 PA USD 31074185.8 0.1424107455 Long DBT CORP US N 2 2041-06-01 Fixed 3.500000000000 N N N N N N Unum Group 549300E32YFDO6TZ8R31 91529YAR7 10996000 PA USD 8481051.62 0.0388680460 Long DBT CORP US N 2 2051-06-15 Fixed 4.125000000000 N N N N N N VR FUNDING LLC VINE 2020 1A A 144A N/A 91835CAA1 29983462.08 PA USD 27526848.07 0.1261535533 Long ABS-O CORP US N 2 2050-11-15 Fixed 2.790000000000 N N N N N N VICI Properties LP / VICI Note Co Inc N/A 92564RAB1 17579000 PA USD 16524260 0.0757294882 Long DBT CORP US N 2 2029-12-01 Fixed 4.625000000000 N N N N N N VICI Properties LP / VICI Note Co Inc N/A 92564RAE5 12630000 PA USD 11584614.9 0.0530914520 Long DBT CORP US N 2 2030-08-15 Fixed 4.125000000000 N N N N N N Vantage Data Centers LLC N/A 92212KAC0 20898000 PA USD 18446478.61 0.0845388770 Long ABS-O CORP US N 2 2045-09-15 Fixed 1.992000000000 N N N N N N CNA Financial Corporation 549300YX2GSZD7YG1R84 126117AW0 11031000 PA USD 9196097.72 0.0421450506 Long DBT CORP US N 2 2030-08-15 Fixed 2.050000000000 N N N N N N CNO Financial Group Inc. 11XPYHB76MPM4Y4P2897 12621EAK9 11065000 PA USD 11399030.11 0.0522409303 Long DBT CORP US N 2 2025-05-30 Fixed 5.250000000000 N N N N N N VICI Properties LP / VICI Note Co Inc N/A 92564RAL9 13041000 PA USD 11706579.68 0.0536504078 Long DBT CORP US N 2 2029-02-15 Fixed 3.875000000000 N N N N N N VICI Properties L.P. N/A 925650AD5 5669000 PA USD 5621267.02 0.0257618601 Long DBT CORP US N 2 2032-05-15 Fixed 5.125000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JAPG7 39879328.59 PA USD 38574241.67 0.1767829590 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JAT57 19531113.24 PA USD 19366032.36 0.0887531253 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.500000000000 N N N N N N CNO Financial Group Inc. 11XPYHB76MPM4Y4P2897 12621EAL7 30851000 PA USD 31284872.11 0.1433763056 Long DBT CORP US N 2 2029-05-30 Fixed 5.250000000000 N N N N N N COMM 2012-CCRE2 Mortgage Trust N/A 12624KAE6 20054810.96 PA USD 200.55 0.0000009191 Long ABS-MBS CORP US N 2 2045-08-15 Variable 1.434515000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JATG3 13783783.1 PA USD 13354233.55 0.0612014863 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JHYR8 8242552.89 PA USD 8372438.21 0.0383702786 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.000000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 00206RKA9 33805000 PA USD 28119094.67 0.1288677766 Long DBT CORP US N 2 2051-06-01 Fixed 3.650000000000 N N N N N N APX Group Inc. 549300OMQVKPRU98OE64 00213MAW4 17529000 PA USD 14839525.53 0.0680084720 Long DBT CORP US N 2 2029-07-15 Fixed 5.750000000000 N N N N N COMM 2012-CCRE3 MORTGAGE TRUST COMM 2012 CR3 XA N/A 12624PAF2 62725257.74 PA USD 45262.55 0.0002074350 Long ABS-MBS CORP US N 2 2045-10-15 Variable 1.827142000000 N N N N N N COMM 2013-300P MORTGAGE TRUST COMM 2013 300P D 144A 549300NMFC2YLCA2NF13 12625XAL1 18413000 PA USD 17924471.81 0.0821465576 Long ABS-MBS CORP US N 2 2030-08-10 Variable 4.393500000000 N N N N N N Videotron Ltd. N/A 92660FAN4 11982000 PA USD 10244610 0.0469503065 Long DBT CORP CA N 2 2029-06-15 Fixed 3.625000000000 N N N N N N Virgin Media Finance plc N/A 92769VAJ8 5989000 PA USD 5346380.3 0.0245020741 Long DBT CORP GB N 2 2030-07-15 Fixed 5.000000000000 N N N N N N APTIV PLC / APTIV CORP COMPANY GUAR 03/32 3.25 N/A 00217GAB9 10712000 PA USD 9454750.45 0.0433304373 Long DBT CORP IE N 2 2032-03-01 Fixed 3.250000000000 N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YBX6 102266000 PA USD 96133865.77 0.4405745521 Long DBT CORP US N 2 2029-11-21 Fixed 3.200000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JVS52 8658038.77 PA USD 8307731.92 0.0380737344 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JWNV8 5775893.1 PA USD 5722110.29 0.0262240175 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.500000000000 N N N N N N CSMC 2020-NET CSMC 2020 NET A 144A N/A 126438AA8 7049561.42 PA USD 6563936.87 0.0300820478 Long ABS-MBS CORP US N 2 2037-08-15 Fixed 2.256900000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 126650CX6 11813000 PA USD 11960205.57 0.0548127569 Long DBT CORP US N 2 2028-03-25 Fixed 4.300000000000 N N N N N N Vistra Operations Company LLC 549300ZH5GKBTJZ7NM23 92840VAE2 32027000 PA USD 29954045.38 0.1372772230 Long DBT CORP US N 2 2029-07-15 Fixed 4.300000000000 N N N N N N Vistra Operations Company LLC 549300ZH5GKBTJZ7NM23 92840VAG7 44151000 PA USD 41578595.85 0.1905516968 Long DBT CORP US N 2 2027-01-30 Fixed 3.700000000000 N N N N N N Atlantica Transmision Sur S.A. 549300PQCSQSSZTVDH16 00289LAA3 12619044.9 PA USD 14890472.98 0.0682419604 Long DBT CORP PE N 2 2043-04-30 Fixed 6.875000000000 N N N N N N Adani Ports and Special Economic Zone Limited N/A 00652MAH5 18907000 PA USD 15119927.9 0.0692935357 Long DBT CORP IN N 2 2031-02-02 Fixed 3.100000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140K3KS0 18856423.45 PA USD 18122950.06 0.0830561690 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140KMU57 13399169.91 PA USD 12491315.85 0.0572467969 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.500000000000 N N N N N N Vodafone Group Public Limited Company N/A 92857WBQ2 37015000 PA USD 38801714.05 0.1778254484 Long DBT CORP GB N 2 2079-04-04 Variable 7.000000000000 N N N N N N Volcan Compania Minera S.A.A. 549300XKJ91C4SZLG750 92863UAB2 4899000 PA USD 4477832.97 0.0205215846 Long DBT CORP PE N 2 2026-02-11 Fixed 4.375000000000 N N N N N WFRBS COMMERCIAL MORTGAGE TRUS WFRBS 2012 C10 XA 144A N/A 92890NAA7 7338534.4 PA USD 26691.72 0.0001223262 Long ABS-MBS CORP US N 2 2045-12-15 Variable 1.467772000000 N N N N N N Vulcan Materials Company 549300Q8LSNHAVWBNI21 929160AZ2 15799000 PA USD 14814802.72 0.0678951691 Long DBT CORP US N 2 2030-06-01 Fixed 3.500000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378BM71 4539912.01 PA USD 83385.93 0.0003821517 Long ABS-MBS USGA US N 2 2053-02-16 Variable 0.643740000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378BUS6 473919.88 PA USD 393.07 0.0000018014 Long ABS-MBS USGA US N 2 2052-08-16 Variable 0.094320000000 N N N N N N AP Core Holdings II LLC N/A 938QVBII4 6493000 PA USD 6184582.5 0.0283434942 Long LON CORP US N 2 2027-09-01 Floating 6.56 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 949746804 2139 NS USD 2710113 0.0124202518 Long EP CORP US N 1 N N N FANNIE MAE POOL MBS 30YR TBA N/A 01F042665 17761000 PA USD 18073209.96 0.0828282138 Long ABS-MBS USGSE US N 2 N/A Fixed 4.500000000000 N N N N N N Atento Luxco 1 S.A. N/A 04684LAC2 9050000 PA USD 7150612.43 0.0327707395 Long DBT CORP LU N 2 2026-02-10 Fixed 8.000000000000 N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140KPD34 22119419.72 PA USD 19748509.9 0.0905059922 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140Q7WR4 25103767.62 PA USD 25040639.18 0.1147594378 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.500000000000 N N N N N N Atkore Inc. N/A 047649AA6 6560000 PA USD 5986000 0.0274334049 Long DBT CORP US N 2 2031-06-01 Fixed 4.250000000000 N N N N N N Autodesk Inc. FRKKVKAIQEF3FCSTPG55 052769AG1 10308000 PA USD 9256247.86 0.0424207143 Long DBT CORP US N 2 2030-01-15 Fixed 2.850000000000 N N N N N N Discover Financial Services Z1YLO2USPORE63VVUL20 254709AM0 9359000 PA USD 9275749.54 0.0425100891 Long DBT CORP US N 2 2027-02-09 Fixed 4.100000000000 N N N N N N Dollar Tree Inc. 549300PMSTQITB1WHR43 256746AH1 48304000 PA USD 48161311.43 0.2207198061 Long DBT CORP US N 2 2028-05-15 Fixed 4.200000000000 N N N N N N Wendy's Funding LLC N/A 95058XAK4 25651162.5 PA USD 22308610.82 0.1022387495 Long ABS-O CORP US N 2 2051-06-15 Fixed 2.370000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140Q8AT2 12198950.07 PA USD 12130151.65 0.0555916075 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140Q9WT6 10228221.91 PA USD 10408575.12 0.0477017468 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.000000000000 N N N N N N Dominion Energy Inc. ILUL7B6Z54MRYCF6H308 25746UDG1 16637000 PA USD 15571959.49 0.0713651638 Long DBT CORP US N 2 2030-04-01 Fixed 3.375000000000 N N N N N N Domino's Pizza Master Issuer LLC N/A 25755TAH3 35496440 PA USD 34580880.32 0.1584816728 Long ABS-O CORP US N 2 2047-07-25 Fixed 4.118000000000 N N N N N N Domino's Pizza Master Issuer LLC N/A 25755TAN0 24351030 PA USD 21719292.43 0.0995379460 Long ABS-O CORP US N 2 2051-04-25 Fixed 2.662000000000 N N N N N N Driven Brands Funding LLC N/A 26209XAC5 21378387.5 PA USD 19135473.98 0.0876964929 Long ABS-O CORP US N 2 2051-01-20 Fixed 3.237000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QBHE1 12584933.16 PA USD 12755715.74 0.0584585224 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QBSZ2 18267057.35 PA USD 17567925.92 0.0805125336 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.000000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378KPD5 7530251.93 PA USD 192866.32 0.0008838924 Long ABS-MBS USGA US N 2 2051-09-16 Variable 0.784670000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379R4C4 52442939.03 PA USD 2321785.26 0.0106405739 Long ABS-MBS USGA US N 2 2058-10-16 Variable 0.721660000000 N N N N N N Driven Brands Funding LLC N/A 26209XAD3 30766395 PA USD 26659112.03 0.1221767818 Long ABS-O CORP US N 2 2051-10-20 Fixed 2.791000000000 N N N N N N EQT Corporation 4NT01YGM4X7ZX86ISY52 26884LAG4 9489000 PA USD 10534498.02 0.0482788423 Long DBT CORP US N 2 2030-02-01 Fixed 7.500000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379R4P5 23546929.98 PA USD 879298.88 0.0040297632 Long ABS-MBS USGA US N 2 2059-02-16 Variable 0.489450000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379RG98 54008945.35 PA USD 1306276.55 0.0059865709 Long ABS-MBS USGA US N 2 2057-04-16 Variable 0.288620000000 N N N N N N eBay Inc. OML71K8X303XQONU6T67 278642AW3 34480000 PA USD 30509934.18 0.1398248211 Long DBT CORP US N 2 2030-03-11 Fixed 2.700000000000 N N N N N N Edgewell Personal Care Company 549300CY8QZDL4Z3RU59 28035QAA0 19847000 PA USD 19302596.79 0.0884624047 Long DBT CORP US N 2 2028-06-01 Fixed 5.500000000000 N N N N N N Edgewell Personal Care Company 549300CY8QZDL4Z3RU59 28035QAB8 9887000 PA USD 8978236.4 0.0411466079 Long DBT CORP US N 2 2029-04-01 Fixed 4.125000000000 N N N N N N ELMWOOD CLO IV LTD ELMW4 2020 1A A 144A N/A 29002GAB7 24174000 PA USD 23684186.41 0.1085429129 Long ABS-CBDO CORP KY N 2 2033-04-15 Floating 2.284290000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379RJU8 36124016.66 PA USD 1665494.18 0.0076328393 Long ABS-MBS USGA US N 2 2056-11-16 Variable 0.848390000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379RNC3 11870943.23 PA USD 521067.93 0.0023880166 Long ABS-MBS USGA US N 2 2057-12-16 Variable 0.774340000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379RPH0 48381682.67 PA USD 1697064.93 0.0077775258 Long ABS-MBS USGA US N 2 2058-07-16 Variable 0.626170000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379RSQ7 22954226.85 PA USD 1013123.82 0.0046430732 Long ABS-MBS USGA US N 2 2059-05-16 Variable 0.768720000000 N N N N N N Emera US Finance LP N/A 29103DAJ5 13412000 PA USD 13107689.36 0.0600715921 Long DBT CORP US N 2 2026-06-15 Fixed 3.550000000000 N N N N N N EMPIRE COMMUNITIES CORP SR UNSECURED 144A 12/25 7 N/A 29163VAC7 5108000 PA USD 4578045 0.0209808490 Long DBT CORP CA N 2 2025-12-15 Fixed 7.000000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379RW58 43178727.45 PA USD 1515189.04 0.0069440018 Long ABS-MBS USGA US N 2 2059-01-16 Variable 0.607820000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379RZB2 51928677.68 PA USD 1496049.63 0.0068562872 Long ABS-MBS USGA US N 2 2058-09-16 Variable 0.488430000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NAS4 22814000 PA USD 20569931.69 0.0942705088 Long DBT CORP CA N 2 2077-07-15 Variable 5.500000000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NAW5 22746000 PA USD 21965920.93 0.1006682265 Long DBT CORP CA N 2 2078-03-01 Variable 6.250000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QBTF5 33025124.74 PA USD 31730199.69 0.1454172097 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QCKX3 27687120.98 PA USD 27412005.13 0.1256272364 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.500000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379RZH9 47187947.54 PA USD 1870308.46 0.0085714884 Long ABS-MBS USGA US N 2 2059-07-16 Variable 0.558030000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379U6A9 113122141.08 PA USD 3762453.72 0.0172430532 Long ABS-MBS USGA US N 2 2058-12-16 Variable 0.610530000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NBC8 24440000 PA USD 23209440.62 0.1063671873 Long DBT CORP CA N 2 2080-07-15 Variable 5.750000000000 N N N N N N Encompass Health Corporation 549300FVRPM9DRQZRG64 29261AAA8 9496000 PA USD 8828122.58 0.0404586471 Long DBT CORP US N 2 2028-02-01 Fixed 4.500000000000 N N N N N N Macquarie Bank Limited 4ZHCHI4KYZG2WVRT8631 556079AC5 17809000 PA USD 15840728.31 0.0725969119 Long DBT CORP AU N 2 2030-06-03 Fixed 3.624000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379U7Q3 61572907.06 PA USD 2494164.53 0.0114305756 Long ABS-MBS USGA US N 2 2057-11-16 Variable 0.645010000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380J2B3 22025891.1 PA USD 1092191.25 0.0050054335 Long ABS-MBS USGA US N 2 2060-01-16 Variable 0.474140000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QEVB5 132255525.51 PA USD 123139641.48 0.5643400685 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QNE81 142512961.61 PA USD 131777089.68 0.6039248687 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.500000000000 N N N N N N Encompass Health Corporation 549300FVRPM9DRQZRG64 29261AAE0 8984000 PA USD 7962070 0.0364895908 Long DBT CORP US N 2 2031-04-01 Fixed 4.625000000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273RBF5 24388000 PA USD 21855330.59 0.1001613990 Long DBT CORP US N 2 2045-03-15 Fixed 5.150000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380J7L6 51007555.59 PA USD 2193508.52 0.0100526909 Long ABS-MBS USGA US N 2 2060-06-16 Variable 0.471040000000 N N N N N N The Hertz Corporation 549300PD0C69OJ0NLB27 428040DB2 5148000 PA USD 4517370 0.0207027799 Long DBT CORP US N 2 2029-12-01 Fixed 5.000000000000 N N N N N N Macquarie Bank Limited 4ZHCHI4KYZG2WVRT8631 55608XAB3 21865000 PA USD 22124846.07 0.1013965689 Long DBT CORP AU N 2 2025-06-10 Fixed 4.875000000000 N N N N N N Macy's Retail Holdings LLC N/A 55617LAP7 4584000 PA USD 4315538.04 0.0197777986 Long DBT CORP US N 2 2029-04-01 Fixed 5.875000000000 N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273RBK4 15466000 PA USD 15232058.96 0.0698074243 Long DBT CORP US N 2 2027-04-15 Fixed 4.200000000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VAN0 30996000 PA USD 28938769.75 0.1326242882 Long DBT CORP US N 2 2026-11-15 Variable 6.500000000000 N N N N N N Hillenbrand Inc. U246OE781574J2BUD366 431571AE8 13621000 PA USD 11986480 0.0549331707 Long DBT CORP US N 2 2031-03-01 Fixed 3.750000000000 N N N N N N JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 NNN AFX 144A N/A 46652BAY5 15435000 PA USD 14656166.88 0.0671681525 Long ABS-MBS CORP US N 2 2037-01-16 Fixed 2.812300000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417ACZ0 1141596.68 PA USD 1167719.38 0.0053515734 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417BZ91 2250689.87 PA USD 2302864.91 0.0105538633 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.000000000000 N N N N N N Jacobs Entertainment Inc. 5493004U9JIWY3HSUO63 469815AK0 7277000 PA USD 6717908.09 0.0307876868 Long DBT CORP US N 2 2029-02-15 Fixed 6.750000000000 N N N N N N Jazz Securities DAC N/A 47216FAA5 6749000 PA USD 6512785 0.0298476225 Long DBT CORP IE N 2 2029-01-15 Fixed 4.375000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417CH57 2207307.94 PA USD 2148177.69 0.0098449429 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417CNF8 2495630.27 PA USD 2498713.12 0.0114514215 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.500000000000 N N N N N N JEFFERIES GROUP LLC / JEFFERIE SR UNSECURED 01/27 4.85 N/A 47233JAG3 20117000 PA USD 20454834.24 0.0937430255 Long DBT CORP US N 2 2027-01-15 Fixed 4.850000000000 N N N N N N JEFFERIES GROUP LLC / JEFFERIE SR UNSECURED 01/30 4.15 N/A 47233JBH0 24170000 PA USD 22701781.51 0.1040406223 Long DBT CORP US N 2 2030-01-23 Fixed 4.150000000000 N N N N N N Macy's Retail Holdings LLC N/A 55617LAQ5 1337000 PA USD 1220012.5 0.0055912290 Long DBT CORP US N 2 2030-03-15 Fixed 5.875000000000 N N N N N N Macy's Retail Holdings LLC N/A 55617LAR3 2507000 PA USD 2250032.5 0.0103117362 Long DBT CORP US N 2 2032-03-15 Fixed 6.125000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417DKF9 3452898.39 PA USD 3360400.77 0.0154004736 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417GBE5 1659268.42 PA USD 1614819.27 0.0074005999 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417HBT0 3008831.71 PA USD 3015369.3 0.0138192194 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418B3D6 5261165 PA USD 5353934.6 0.0245366949 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4.000000000000 N N N N N N Marriott Ownership Resorts Inc. N/A 57164PAH9 3098000 PA USD 2752418.1 0.0126141330 Long DBT CORP US N 2 2029-06-15 Fixed 4.500000000000 N N N N N N Marriott International Inc. 225YDZ14ZO8E1TXUSU86 571903AS2 9705000 PA USD 9404796.69 0.0431015029 Long DBT CORP US N 2 2026-06-15 Fixed 3.125000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418B5P7 3456397.31 PA USD 3517343.62 0.0161197314 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418B6V3 6433571.08 PA USD 6547013.6 0.0300044897 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4.000000000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29278NAG8 51517000 PA USD 52718665.97 0.2416058323 Long DBT CORP US N 2 2029-04-15 Fixed 5.250000000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29278NAN3 23511000 PA USD 24368485.2 0.1116790048 Long DBT CORP US N 2 2027-06-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418BZD1 4240779.75 PA USD 4322183.21 0.0198082530 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418CCW2 1951049.29 PA USD 1984232.54 0.0090935942 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4.000000000000 N N N N N N JETBLUE 2019-1 CLASS AA PASS T PASS THRU CE 11/33 2.75 N/A 477143AH4 16614112.11 PA USD 14523962.11 0.0665622676 Long DBT CORP US N 2 2032-05-15 Fixed 2.750000000000 N N N N N N Ziff Davis Inc. 5493008OJYGLHD7MXA18 48123VAF9 13864000 PA USD 12110342.64 0.0555008242 Long DBT CORP US N 2 2030-10-15 Fixed 4.625000000000 N N N N N N Marriott International Inc. 225YDZ14ZO8E1TXUSU86 571903BE2 24226000 PA USD 23988003.78 0.1099352859 Long DBT CORP US N 2 2030-06-15 Fixed 4.625000000000 N N N N N N Marriott International Inc. 225YDZ14ZO8E1TXUSU86 571903BF9 12529000 PA USD 11254237.27 0.0515773552 Long DBT CORP US N 2 2032-10-15 Fixed 3.500000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 48128BAG6 29100000 PA USD 26083919.73 0.1195407171 Long DBT CORP US N 2 2025-02-01 Variable 4.600000000000 N N N N N N KLA Corporation 549300H0BF5JCG96TJ81 482480AG5 21329000 PA USD 21472196.08 0.0984055213 Long DBT CORP US N 2 2029-03-15 Fixed 4.100000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31419ANB9 2833787.22 PA USD 2900710.22 0.0132937451 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31419L3D3 1170570.36 PA USD 1171701.37 0.0053698226 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 3.500000000000 N N N N N N Enova International Inc. 549300O8XOCQSB49UO63 29357KAD5 3762000 PA USD 3608900.56 0.0165393302 Long DBT CORP US N 2 2024-09-01 Fixed 8.500000000000 N N N N N N Enova International Inc. 549300O8XOCQSB49UO63 29357KAF0 17273000 PA USD 15502517.5 0.0710469162 Long DBT CORP US N 2 2025-09-15 Fixed 8.500000000000 N N N N N N Marriott International Inc. 225YDZ14ZO8E1TXUSU86 571903BG7 25741000 PA USD 22299809.78 0.1021984150 Long DBT CORP US N 2 2031-04-15 Fixed 2.850000000000 N N N N N N Match Group Holdings II LLC N/A 57665RAL0 14047000 PA USD 12498599.19 0.0572801759 Long DBT CORP US N 2 2030-08-01 Fixed 4.125000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31419LZZ9 1657095.26 PA USD 1696207.02 0.0077735941 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.000000000000 N N N N N N Fertitta Entertainment LLC N/A 31556PAB3 7609000 PA USD 7270932.13 0.0333221559 Long LON CORP US N 2 2029-01-27 Floating 5.034 N N N N N N KB Home 549300LGUCWQURMWLG09 48666KAZ2 18228000 PA USD 15744435 0.0721556066 Long DBT CORP US N 2 2031-06-15 Fixed 4.000000000000 N N N N N Kenbourne Invest S.A. N/A 48855KAA8 8255000 PA USD 7912417.5 0.0362620370 Long DBT CORP LU N 2 2024-11-26 Fixed 6.875000000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBN2 41461000 PA USD 35990852.09 0.1649434714 Long DBT CORP US N 2 2077-08-16 Variable 5.250000000000 N N N N N N Equinix Inc. 549300EVUN2BTLJ3GT74 29444UBE5 14451000 PA USD 13233233.74 0.0606469529 Long DBT CORP US N 2 2029-11-18 Fixed 3.200000000000 N N N N N N Match Group Holdings II LLC N/A 57667JAA0 9772000 PA USD 8303268.4 0.0380532784 Long DBT CORP US N 2 2031-10-01 Fixed 3.625000000000 N N N N N Mauser Packaging Solutions Holding Company 549300DNGHXL0OMHW304 57763RAA5 2721000 PA USD 2707395 0.0124077954 Long DBT CORP US N 2 2024-04-15 Fixed 8.500000000000 N N N N N N Lazard Group LLC FI94J2CJ1D7BIGVMS874 52107QAK1 14330000 PA USD 13971971.83 0.0640325361 Long DBT CORP US N 2 2029-03-11 Fixed 4.375000000000 N N N N N N Level 3 Financing Inc. N/A 527298BP7 25465000 PA USD 22904020.86 0.1049674706 Long DBT CORP US N 2 2027-03-01 Fixed 3.400000000000 N N N N N N ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 2 A1 144A N/A 31572LAA4 15604141.06 PA USD 14227247.26 0.0652024449 Long ABS-MBS CORP US N 2 2066-06-25 Variable 0.931000000000 N N N N N N ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 1 A1 144A N/A 31574XAA6 6656839.53 PA USD 6098630.92 0.0279495843 Long ABS-MBS CORP US N 2 2066-02-25 Variable 0.797000000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773CM0 19543000 PA USD 18486785.67 0.0847236013 Long DBT CORP US N 2 2023-06-30 Variable 5.100000000000 N N N N N N First Quantum Minerals Ltd. 549300I7UVBGWRYMYZ18 335934AK1 1640000 PA USD 1640593.02 0.0075187191 Long DBT CORP CA N 2 2023-04-01 Fixed 7.250000000000 N N N N N N MERCEDES-BENZ AUTO RECEIVABLES MBART 2021 1 A3 N/A 58772WAC7 19123000 PA USD 18340439.03 0.0840529053 Long ABS-O CORP US N 2 2026-06-15 Fixed 0.460000000000 N N N N N N Orbia Advance Corporation S.A.B. de CV 549300MVHZ20SBIOEQ79 59284BAG3 6645000 PA USD 5844277.5 0.0267839010 Long DBT CORP MX N 2 2048-01-15 Fixed 5.500000000000 N N N N N N AMERICAN AIRLINES 2017-2 CLASS PASS THRU CE 04/31 3.6 N/A 02377CAA2 14136867.07 PA USD 12227126.18 0.0560360347 Long DBT CORP US N 2 2029-10-15 Fixed 3.600000000000 N N N N N N Life Time Inc. 549300PALKE96VYH4X17 53190FAC9 8064000 PA USD 7911469.44 0.0362576921 Long DBT CORP US N 2 2026-04-15 Fixed 8.000000000000 N N N N N N Micron Technology Inc. B3DXGBC8GAIYWI2Z0172 595112BM4 11668000 PA USD 12039560.69 0.0551764357 Long DBT CORP US N 2 2026-02-06 Fixed 4.975000000000 N N N N N N AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.15 N/A 02377LAA2 15548136.7 PA USD 13915582.35 0.0637741072 Long DBT CORP US N 2 2032-02-15 Fixed 3.150000000000 N N N N N N American Airlines 2017-1 Class A Pass Through Trust N/A 02378AAA5 6753112.5 PA USD 5816068.17 0.0266546197 Long DBT CORP US N 2 2029-02-15 Fixed 4.000000000000 N N N N N N NRG Energy Inc. 5E2UPK5SW04M13XY7I38 629377CQ3 5134000 PA USD 4568926.29 0.0209390587 Long DBT CORP US N 2 2029-02-15 Fixed 3.375000000000 N N N N N N NRG Energy Inc. 5E2UPK5SW04M13XY7I38 629377CS9 25570000 PA USD 22501600 0.1031232049 Long DBT CORP US N 2 2032-02-15 Fixed 3.875000000000 N N N N N N Micron Technology Inc. B3DXGBC8GAIYWI2Z0172 595112BN2 60170000 PA USD 62091887.56 0.2845626287 Long DBT CORP US N 2 2029-02-06 Fixed 5.327000000000 N N N N N N PACTIV EVERGREEN GROUP ISSUER SR SECURED 144A 10/28 4.375 N/A 69527AAA4 11571000 PA USD 10420958.31 0.0477584980 Long DBT CORP US N 2 2028-10-15 Fixed 4.375000000000 N N N N N N Papa John's International Inc. HZYLD3DK5XOX0WBVNB56 698813AA0 2940000 PA USD 2631153 0.0120583839 Long DBT CORP US N 2 2029-09-15 Fixed 3.875000000000 N N N N N Ovintiv Inc. N/A 698900AG2 3846000 PA USD 4361465.88 0.0199882826 Long DBT CORP US N 2 2031-11-01 Fixed 7.200000000000 N N N N N N First Quantum Minerals Ltd. 549300I7UVBGWRYMYZ18 335934AL9 11526000 PA USD 11616103.7 0.0532357629 Long DBT CORP CA N 2 2025-04-01 Fixed 7.500000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397A86 27831000 PA USD 26369872.5 0.1208512180 Long DBT CORP US N 2 2027-08-17 Fixed 4.125000000000 N N N N N N NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 05/41 3.25 N/A 62954HAU2 10981000 PA USD 8633847.27 0.0395682974 Long DBT CORP NL N 2 2041-05-11 Fixed 3.250000000000 N N N N N N NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 06/26 3.875 N/A 62954HAZ1 36894000 PA USD 36412104.96 0.1668740428 Long DBT CORP NL N 2 2026-06-18 Fixed 3.875000000000 N N N N N N Equinix Inc. 549300EVUN2BTLJ3GT74 29444UBG0 13448000 PA USD 11906635.02 0.0545672469 Long DBT CORP US N 2 2027-07-15 Fixed 1.800000000000 N N N N N N Equinix Inc. 549300EVUN2BTLJ3GT74 29444UBL9 26484000 PA USD 22752578.93 0.1042734232 Long DBT CORP US N 2 2028-03-15 Fixed 1.550000000000 N N N N N N NRZ EXCESS SPREAD-COLLATERALIZ NZES 2021 FHT1 A 144A N/A 62955MAB2 6936720.59 PA USD 6383275.73 0.0292540909 Long ABS-O CORP US N 2 2026-07-25 Fixed 3.104000000000 N N N N N N NYMT LOAN TRUST 2022-CP1 NYMT 2022 CP1 A1 144A N/A 62955VAA4 12376171.3 PA USD 11765924.57 0.0539223811 Long ABS-MBS CORP US N 2 2061-07-25 Fixed 2.042400000000 N N N N N N AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.5 N/A 02378MAA9 22799295.98 PA USD 18321452.69 0.0839658922 Long DBT CORP US N 2 2032-02-15 Fixed 3.500000000000 N N N N N N AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/36 2.875 N/A 02379KAA2 13660000 PA USD 12004573.29 0.0550160909 Long DBT CORP US N 2 2034-07-11 Fixed 2.875000000000 N N N N N N Equinix Inc. 549300EVUN2BTLJ3GT74 29444UBS4 42902000 PA USD 36308391.62 0.1663987321 Long DBT CORP US N 2 2031-05-15 Fixed 2.500000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2015 TPMT 2015 2 1M2 144A N/A 89171YAF8 10930000 PA USD 10880516.61 0.0498646205 Long ABS-MBS CORP US N 2 2060-11-25 Variable 3.303331000000 N N N N N N TOWD POINT MORTGAGE TRUST 2017 TPMT 2017 2 A1 144A N/A 89173HAA4 616602.97 PA USD 614542.22 0.0028164025 Long ABS-MBS CORP US N 2 2057-04-25 Variable 2.750000000000 N N N N N N American Homes 4 Rent L.P. N/A 02666TAA5 13319000 PA USD 13053798.86 0.0598246158 Long DBT CORP US N 2 2028-02-15 Fixed 4.250000000000 N N N N N N American Tower Corporation 5493006ORUSIL88JOE18 03027XAP5 22518000 PA USD 21612215.93 0.0990472221 Long DBT CORP US N 2 2027-07-15 Fixed 3.550000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397B36 13199000 PA USD 11879100 0.0544410559 Long DBT CORP US N 2 2030-11-13 Fixed 4.000000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397B51 4515000 PA USD 3926876.1 0.0179965891 Long DBT CORP US N 2 2028-02-16 Fixed 2.900000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 4 A1 144A N/A 89175TAA6 14321168.78 PA USD 13855935.59 0.0635007504 Long ABS-MBS CORP US N 2 2058-06-25 Variable 3.000000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 1 A1 144A N/A 89176EAA8 2759990.52 PA USD 2731223.69 0.0125170006 Long ABS-MBS CORP US N 2 2058-01-25 Variable 3.000000000000 N N N N N N American Tower Corporation 5493006ORUSIL88JOE18 03027XAW0 35250000 PA USD 33228379.72 0.1522832604 Long DBT CORP US N 2 2029-08-15 Fixed 3.800000000000 N N N N N N AmerisourceBergen Corporation AI8GXW8LG5WK7E9UD086 03073EAR6 25603000 PA USD 23082740.02 0.1057865276 Long DBT CORP US N 2 2030-05-15 Fixed 2.800000000000 N N N N N N Parkland Corporation N/A 70137WAG3 12267000 PA USD 11078450.37 0.0507717366 Long DBT CORP CA N 2 2029-10-01 Fixed 4.500000000000 N N N N N N Parkland Corporation N/A 70137WAL2 11791000 PA USD 10633241.71 0.0487313775 Long DBT CORP CA N 2 2030-05-01 Fixed 4.625000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 6 A1A 144A N/A 89176LAA2 11821195.61 PA USD 11808801.09 0.0541188811 Long ABS-MBS CORP US N 2 2058-03-25 Variable 3.750000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 5 A1A 144A N/A 89176VAK8 1716852.85 PA USD 1697238.49 0.0077783212 Long ABS-MBS CORP US N 2 2058-07-25 Variable 3.250000000000 N N N N N N PayPal Holdings Inc. 5493005X2GO78EFZ3E94 70450YAE3 13632000 PA USD 12568096.29 0.0575986761 Long DBT CORP US N 2 2029-10-01 Fixed 2.850000000000 N N N N N N Petrobras Global Finance BV 549300FNENFFSMO3GT38 71647NBD0 11558000 PA USD 10911561.06 0.0500068950 Long DBT CORP NL N 2 2049-03-19 Fixed 6.900000000000 N N N N N N AMERIGAS PARTNERS LP / AMERIGA SR UNSECURED 05/25 5.5 N/A 030981AK0 20313000 PA USD 20109870 0.0921620794 Long DBT CORP US N 2 2025-05-20 Fixed 5.500000000000 N N N N N N ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 4 A1 144A N/A 03464EAA0 19631757.65 PA USD 17741449.08 0.0813077776 Long ABS-MBS CORP US N 2 2065-01-20 Variable 1.035000000000 N N N N N N ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 R1 A1 144A N/A 034651AA7 11729202.64 PA USD 11382984.73 0.0521673955 Long ABS-MBS CORP US N 2 2053-04-25 Variable 0.990000000000 N N N N N N ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 2 A1 144A N/A 03465DAA1 9330238.53 PA USD 8590225.59 0.0393683824 Long ABS-MBS CORP US N 2 2066-04-25 Variable 0.985000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397XL2 69096000 PA USD 67344416.4 0.3086345884 Long DBT CORP US N 2 2025-08-04 Fixed 4.134000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397ZR7 41238000 PA USD 40191379.56 0.1841941849 Long DBT CORP US N 2 2029-05-03 Fixed 5.113000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 1 A1 144A N/A 89177BAA3 12432971.54 PA USD 12270294.81 0.0562338734 Long ABS-MBS CORP US N 2 2058-03-25 Variable 3.658509000000 N N N N N N TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 4 A1 144A N/A 89178BAA2 13324769.18 PA USD 12885997.86 0.0590555960 Long ABS-MBS CORP US N 2 2059-10-25 Variable 2.900000000000 N N N N N N FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA1 M1A 144A N/A 35564KPU7 29414000 PA USD 28747590.53 0.1317481277 Long ABS-MBS USGSE US N 2 2042-01-25 Floating 1.584460000000 N N N N N N FREDDIE MAC STRUCTURED AGENCY STACR 2022 DNA2 M1A 144A S6XOOCT0IEG5ABCC6L87 35564KRE1 20827340.27 PA USD 20487604.7 0.0938932102 Long ABS-MBS USGSE US N 2 2042-02-25 Floating 1.884460000000 N N N N N N FREDDIE MAC STRUCTURED AGENCY STACR 2022 DNA2 M1B 144A S6XOOCT0IEG5ABCC6L87 35564KRF8 24949000 PA USD 23636725.01 0.1083254008 Long ABS-MBS USGSE US N 2 2042-02-25 Floating 2.984460000000 N N N N N N FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA3 M1A 144A N/A 35564KUW7 26846046.34 PA USD 26754407.36 0.1226135134 Long ABS-MBS USGSE US N 2 2042-04-25 Floating 2.584460000000 N N N N N N TOWD POINT MORTGAGE TRUST 2020 TPMT 2020 4 A1 144A N/A 89179JAA4 19672591.02 PA USD 18266276.18 0.0837130223 Long ABS-MBS CORP US N 2 2060-10-25 Fixed 1.750000000000 N N N N N N Townsquare Media Inc. 549300XBA8C68H0DR538 892231AB7 7063000 PA USD 6827166.43 0.0312884098 Long DBT CORP US N 2 2026-02-01 Fixed 6.875000000000 N N N N N N FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA3 M1B 144A N/A 35564KUX5 15070000 PA USD 14579391.63 0.0668162971 Long ABS-MBS USGSE US N 2 2042-04-25 Floating 3.484460000000 N N N N N N FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1A 144A N/A 35564KWS4 20944000 PA USD 20878665.19 0.0956854121 Long ABS-MBS USGSE US N 2 2042-05-25 Floating 2.550710000000 N N N N N N FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1B 144A N/A 35564KWT2 22588000 PA USD 22375880.61 0.1025470421 Long ABS-MBS USGSE US N 2 2042-05-25 Floating 3.700710000000 N N N N N N Freedom Mortgage Corporation 549300LYRWPSYPK6S325 35640YAA5 16897000 PA USD 16080814.92 0.0736972114 Long DBT CORP US N 2 2024-11-15 Fixed 8.125000000000 N N N N N N ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 5 A1 144A N/A 03465HAA2 25978995.04 PA USD 23901602.89 0.1095393169 Long ABS-MBS CORP US N 2 2066-07-25 Variable 0.951000000000 N N N N N N Anglo American Capital plc TINT358G1SSHR3L3PW36 034863AR1 16430000 PA USD 16698714.29 0.0765289995 Long DBT CORP GB N 2 2027-04-10 Fixed 4.750000000000 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUS WFRBS 2012 C9 XA 144A N/A 92930RAF9 37702198.54 PA USD 30749.91 0.0001409246 Long ABS-MBS CORP US N 2 2045-11-15 Variable 1.836990000000 N N N N N N WMG Acquisition Corp. 549300NAS11NXI33CP80 92933BAQ7 18861000 PA USD 17336465.37 0.0794517666 Long DBT CORP US N 2 2030-07-15 Fixed 3.875000000000 N N N N N N Freedom Mortgage Corporation 549300LYRWPSYPK6S325 35640YAB3 5330000 PA USD 4936821.68 0.0226250966 Long DBT CORP US N 2 2025-04-15 Fixed 8.250000000000 N N N N N N Freeport-McMoRan Inc. N/A 35671DBC8 30200000 PA USD 29705626 0.1361387349 Long DBT CORP US N 2 2043-03-15 Fixed 5.450000000000 N N N N N N Freeport-McMoRan Inc. N/A 35671DCF0 25953000 PA USD 24508554.12 0.1123209305 Long DBT CORP US N 2 2030-03-01 Fixed 4.250000000000 N N N N N N Freeport-McMoRan Inc. N/A 35671DCH6 18992000 PA USD 18371341.44 0.0841945288 Long DBT CORP US N 2 2030-08-01 Fixed 4.625000000000 N N N N N N WMG Acquisition Corp. 549300NAS11NXI33CP80 92933BAR5 27912000 PA USD 23920584 0.1096263060 Long DBT CORP US N 2 2031-02-15 Fixed 3.000000000000 N N N N N N WFRBS Commercial Mortgage Trust 2013-C16 N/A 92938EAZ6 7871595.55 PA USD 43456.72 0.0001991590 Long ABS-MBS CORP US N 2 2046-09-15 Variable 0.584984000000 N N N N N N Anglo American Capital plc TINT358G1SSHR3L3PW36 034863BB5 5949000 PA USD 5657153.24 0.0259263240 Long DBT CORP GB N 2 2029-03-16 Fixed 3.875000000000 N N N N N N Anheuser-Busch InBev Worldwide Inc. 549300CRGMZK3K53BF92 035240AN0 25824000 PA USD 24571508.63 0.1126094465 Long DBT CORP US N 2 2048-04-15 Fixed 4.600000000000 N N N N N N Petrorio Luxembourg Trading S.a. r.l. N/A 71677WAA0 10991000 PA USD 10540478.91 0.0483062523 Long DBT CORP LU N 2 2026-06-09 Fixed 6.125000000000 N N N N N N Playtika Holding Corp. N/A 72815LAA5 3991000 PA USD 3495118.25 0.0160178741 Long DBT CORP IL N 2 2029-03-15 Fixed 4.250000000000 N N N N N N Fresenius Medical Care US Finance III Inc. N/A 35805BAB4 41343000 PA USD 33880820.85 0.1552733509 Long DBT CORP US N 2 2031-02-16 Fixed 2.375000000000 N N N N N N Full House Resorts Inc. N/A 359678AC3 9403000 PA USD 8509715 0.0389994082 Long DBT CORP US N 2 2028-02-15 Fixed 8.250000000000 N N N N N N W. R. Grace Holdings LLC N/A 92943GAD3 9967000 PA USD 9316852.59 0.0426984614 Long DBT CORP US N 2 2027-06-15 Fixed 4.875000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 949746RN3 66361000 PA USD 66029195 0.3026070239 Long DBT CORP US N 2 2025-06-15 Variable 5.875000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 95000U2G7 44389000 PA USD 40386849.14 0.1850900079 Long DBT CORP US N 2 2030-10-30 Variable 2.879000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 95000U2Q5 25324000 PA USD 20736657.94 0.0950346032 Long DBT CORP US N 2 2041-04-30 Variable 3.068000000000 N N N N N N GFL Environmental Inc. N/A 36168QAP9 15857000 PA USD 14152372.5 0.0648592993 Long DBT CORP CA N 2 2029-08-15 Fixed 4.375000000000 N N N N N N GS Mortgage Securities Trust 2011-GC5 N/A 36191YAA6 3771299.27 PA USD 37.71 0.0000001728 Long ABS-MBS CORP US N 2 2044-08-10 Variable 0.000000000000 N N N N N N Antero Resources Corporation APVBKPOULHUX7YZLKU17 03674XAS5 5836000 PA USD 5919046.28 0.0271265609 Long DBT CORP US N 2 2030-03-01 Fixed 5.375000000000 N N N N N Anthem Inc. 8MYN82XMYQH89CTMTH67 036752AN3 9636000 PA USD 8445028.56 0.0387029549 Long DBT CORP US N 2 2030-05-15 Fixed 2.250000000000 N N N N N N Prudential Financial Inc. 5PRBRS5FEH7NREC8OR45 744320BJ0 14800000 PA USD 14226500 0.0651990203 Long DBT CORP US N 2 2052-03-01 Variable 5.125000000000 N N N N N N Southwestern Energy Company EFWMP121W54QV9MGOP87 845467AT6 9065000 PA USD 8859133.85 0.0406007695 Long DBT CORP US N 2 2032-02-01 Fixed 4.750000000000 N N N N N N GINNIE MAE I POOL GN 03/33 FIXED 6 549300M8ZYFG0OCMTT87 36200MEN9 1664.51 PA USD 1797.44 0.0000082375 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.000000000000 N N N N N N GINNIE MAE I POOL GN 10/26 FIXED 8 549300M8ZYFG0OCMTT87 36207JJE4 209.75 PA USD 224.36 0.0000010282 Long ABS-MBS USGA US N 2 2026-10-15 Fixed 8.000000000000 N N N N N N SPECIALTY BUILDING PRODUCTS HO SR SECURED 144A 09/26 6.375 N/A 84749AAA5 2636000 PA USD 2431710 0.0111443510 Long DBT CORP US N 2 2026-09-30 Fixed 6.375000000000 N N N N N N OneMain Finance Corporation 5493008I795YYBFWFU90 85172FAM1 5750000 PA USD 5843840 0.0267818960 Long DBT CORP US N 2 2025-03-15 Fixed 6.875000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 95000U2S1 56542000 PA USD 52182703.96 0.2391495572 Long DBT CORP US N 2 2028-06-02 Variable 2.393000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 95000U2U6 21978000 PA USD 20274992.47 0.0929188237 Long DBT CORP US N 2 2033-03-02 Variable 3.350000000000 N N N N N N GINNIE MAE I POOL GN 09/28 FIXED 6.5 549300M8ZYFG0OCMTT87 36207KC81 78.83 PA USD 83.78 0.0000003840 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.500000000000 N N N N N N GINNIE MAE I POOL GN 04/29 FIXED 7 549300M8ZYFG0OCMTT87 36209BFB9 436.07 PA USD 470.16 0.0000021547 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 7.000000000000 N N N N N N ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 06/29 5.375 N/A 03690AAH9 16047000 PA USD 16089123.38 0.0737352885 Long DBT CORP US N 2 2029-06-15 Fixed 5.375000000000 N N N N N N Arbys Funding LLC N/A 038779AB0 34179210 PA USD 31375591.94 0.1437920680 Long ABS-O CORP US N 2 2050-07-30 Fixed 3.237000000000 N N N N N N GINNIE MAE I POOL GN 08/31 FIXED 6.5 549300M8ZYFG0OCMTT87 36213UMA5 135.41 PA USD 146.56 0.0000006717 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 6.500000000000 N N N N N N GINNIE MAE I POOL GN 09/29 FIXED 6.5 549300M8ZYFG0OCMTT87 36225BKX5 87.61 PA USD 93.63 0.0000004291 Long ABS-MBS USGA US N 2 2029-09-15 Fixed 6.500000000000 N N N N N N Standard Industries Inc. 54930064UHXCIUWVI755 853496AC1 4561000 PA USD 4418468.75 0.0202495226 Long DBT CORP US N 2 2027-02-15 Fixed 5.000000000000 N N N N N N Standard Industries Inc. 54930064UHXCIUWVI755 853496AG2 10985000 PA USD 9896441.43 0.0453546751 Long DBT CORP US N 2 2030-07-15 Fixed 4.375000000000 N N N N N N GINNIE MAE I POOL GN 06/33 FIXED 6 549300M8ZYFG0OCMTT87 36225BZS0 516.22 PA USD 555.9 0.0000025476 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 6.000000000000 N N N N N N GS MORTGAGE SECURITIES TRUST 2 GSMS 2015 590M C 144A N/A 36250WAJ9 6950000 PA USD 6619590.75 0.0303371055 Long ABS-MBS CORP US N 2 2035-10-10 Variable 3.805400000000 N N N N N N Arconic Corporation N/A 03966VAA5 10635000 PA USD 10427081.18 0.0477865587 Long DBT CORP US N 2 2028-02-15 Fixed 6.125000000000 N N N N N N AutoNation Inc. N/A 05329WAQ5 12415000 PA USD 12115434.86 0.0555241615 Long DBT CORP US N 2 2030-06-01 Fixed 4.750000000000 N N N N N N GS MORTGAGE SECURITIES CORP TR GSMS 2017 485L C 144A 5493001UQE7OCP3UT106 36252CAJ1 6670000 PA USD 6188785.51 0.0283627563 Long ABS-MBS CORP US N 2 2037-02-10 Variable 3.981807000000 N N N N N N SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED 144A 04/29 4.375 N/A 80413TAK5 45688000 PA USD 47972400 0.2198540387 Long DBT NUSS SA N 2 2029-04-16 Fixed 4.375000000000 N N N N N N Standard Industries Inc. 54930064UHXCIUWVI755 853496AH0 8626000 PA USD 7239888.06 0.0331798832 Long DBT CORP US N 2 2031-01-15 Fixed 3.375000000000 N N N N N N STARWOOD MORTGAGE RESIDENTIAL STAR 2022 1 A1 144A N/A 85573TAA2 25872771.69 PA USD 24321427.36 0.1114633421 Long ABS-MBS CORP US N 2 2066-12-25 Variable 2.447000000000 N N N N N N Avis Budget Rental Car Funding (AESOP) LLC IHXLB8SL0QWSSG2VG640 05377RDQ4 30746000 PA USD 29466991 0.1350450880 Long ABS-O CORP US N 2 2026-03-20 Fixed 2.360000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967KM2 28239000 PA USD 28336582.69 0.1298645085 Long DBT CORP US N 2 2026-08-15 Variable 6.250000000000 N N N N N N Hyatt Hotels Corporation T27JQIMTYSH41TCD5186 448579AN2 14464000 PA USD 13853330.79 0.0634888128 Long DBT CORP US N 2 2024-10-01 Fixed 1.800000000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ABN6 11797000 PA USD 10916345.34 0.0500288210 Long DBT CORP US N 2 2025-10-15 Fixed 1.800000000000 N N N N N N Select Medical Corporation N/A 816196AT6 17348000 PA USD 17305844.36 0.0793114327 Long DBT CORP US N 2 2026-08-15 Fixed 6.250000000000 N N N N N N Service Corporation International 549300RKVM2ME20JHZ15 817565CG7 18037000 PA USD 16768818.53 0.0768502822 Long DBT CORP US N 2 2031-05-15 Fixed 4.000000000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ABP1 10962000 PA USD 9832685.44 0.0450624860 Long DBT CORP US N 2 2027-10-15 Fixed 2.375000000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ABY2 27108000 PA USD 25474117.62 0.1167460382 Long DBT CORP US N 2 2024-09-17 Fixed 1.000000000000 N N N N N N SUBURBAN PROPANE PARTNERS LP/S SR UNSECURED 144A 06/31 5 N/A 864486AL9 11383000 PA USD 10487521.36 0.0480635517 Long DBT CORP US N 2 2031-06-01 Fixed 5.000000000000 N N N N N N SUNBIRD ENGINE FINANCE LLC SUNBD 2020 1A A 144A N/A 86709LAA4 8910571.29 PA USD 7731838.15 0.0354344549 Long ABS-O CORP KY N 2 2045-02-15 Fixed 3.671000000000 N N N N N N SERVICEMASTER FUNDING LLC SERV 2021 1 A2I 144A N/A 81761TAE5 23065700 PA USD 20062961.04 0.0919470990 Long ABS-O CORP US N 2 2051-07-30 Fixed 2.865000000000 N N N N N N SIERRA TIMESHARE 2021-1 RECEIV SRFC 2021 1A D 144A N/A 82652QAD3 2943902.63 PA USD 2789836.43 0.0127856185 Long ABS-O CORP US N 2 2037-11-20 Fixed 3.170000000000 N N N N N N HYUNDAI AUTO LEASE SECURITIZAT HALST 2022 A A3 144A N/A 44891WAC3 14391000 PA USD 13989578.89 0.0641132280 Long ABS-O CORP US N 2 2025-01-15 Fixed 1.160000000000 N N N N N N IMT TRUST 2017-APTS IMTT 2017 APTS AFX 144A N/A 44974AAS6 7744000 PA USD 7628805.68 0.0349622645 Long ABS-MBS CORP US N 2 2034-06-15 Fixed 3.478000000000 N N N N N N Sunoco LP and Sunoco Finance Corp. N/A 86765LAT4 7321000 PA USD 6815851 0.0312365520 Long DBT CORP US N 2 2029-05-15 Fixed 4.500000000000 N N N N N N Sunoco LP and Sunoco Finance Corp. N/A 86765LAU1 17216000 PA USD 15666560 0.0717987111 Long DBT CORP US N 2 2030-04-30 Fixed 4.500000000000 N N N N N N SIERRA TIMESHARE 2019-1 RECEIV SRFC 2019 1A A 144A N/A 82653EAA5 3017427.08 PA USD 2985473.73 0.0136822101 Long ABS-O CORP US N 2 2036-01-20 Fixed 3.200000000000 N N N N N N SIERRA TIMESHARE 2018-3 RECEIV SRFC 2018 3A D 144A N/A 82653GAD4 1754154.01 PA USD 1742690.61 0.0079866250 Long ABS-O CORP US N 2 2035-09-20 Fixed 5.200000000000 N N N N N N IMT TRUST 2017-APTS IMTT 2017 APTS CFX 144A N/A 44974ABA4 6867000 PA USD 6643581.47 0.0304470533 Long ABS-MBS CORP US N 2 2034-06-15 Variable 3.496600000000 N N N N N N IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2021 NQM1 A1 144A N/A 452764AA1 11595164.76 PA USD 10726107.16 0.0491569731 Long ABS-MBS CORP US N 2 2056-06-25 Variable 1.071000000000 N N N N N N Block Inc. 549300OHIIUWSTIZME52 852234AL7 5930000 PA USD 5469387.25 0.0250658061 Long DBT CORP US N 2 2026-06-01 Fixed 2.750000000000 N N N N N N Block Inc. 549300OHIIUWSTIZME52 852234AM5 8050000 PA USD 6902875 0.0316353767 Long DBT CORP US N 2 2031-06-01 Fixed 3.500000000000 N N N N N N Infor Inc. N/A 45674CAA1 7620000 PA USD 7125451.48 0.0326554287 Long DBT CORP US N 2 2025-07-15 Fixed 1.750000000000 N N N N N N INEOS Quattro Finance 2 Plc N/A 45674GAA2 4430000 PA USD 4097174.1 0.0187770525 Long DBT CORP GB N 2 2026-01-15 Fixed 3.375000000000 N N N N N N TIF FUNDING II LLC TIF 2021 1A A 144A N/A 872480AE8 19628033.41 PA USD 17014354.67 0.0779755566 Long ABS-O CORP US N 2 2046-02-20 Fixed 1.650000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 87264ABF1 40030000 PA USD 38494859.11 0.1764191544 Long DBT CORP US N 2 2030-04-15 Fixed 3.875000000000 N N N N N N ING Groep N.V. 549300NYKK9MWM7GGW15 456837AF0 7245000 PA USD 7228534.51 0.0331278507 Long DBT CORP NL N 2 2025-04-16 Variable 6.500000000000 N N N N N N Voya Financial Inc. 549300T065Z4KJ686G75 45685EAG1 33960000 PA USD 32941736.91 0.1509695971 Long DBT CORP US N 2 2053-05-15 Variable 5.650000000000 N N N N N N Inkia Energy Ltd. N/A 45721RAC7 4600000 PA USD 4260796 0.0195269198 Long DBT CORP PE N 2 2027-11-09 Fixed 5.875000000000 N N N N N N Instituto Costarricense de Electricidad 5493009VA6AFUB2Q0289 45777VAD9 7220000 PA USD 5836162.09 0.0267467086 Long DBT CORP CR N 2 2043-05-15 Fixed 6.375000000000 N N N N N N International Game Technology PLC 549300UQ6KHRCZDRGZ76 460599AC7 11430000 PA USD 11744325 0.0538233918 Long DBT CORP US N 2 2025-02-15 Fixed 6.500000000000 N N N N N N International Game Technology PLC 549300UQ6KHRCZDRGZ76 460599AE3 4076000 PA USD 3975526.6 0.0182195508 Long DBT CORP US N 2 2029-01-15 Fixed 5.250000000000 N N N N N N VSE 2017-A VOI Mortgage LLC N/A 918288AA9 11151643.09 PA USD 10860571.82 0.0497732150 Long ABS-MBS CORP US N 2 2035-03-20 Fixed 2.330000000000 N N N N N N Valvoline Inc. 549300CMHPBEY6VPOT75 92047WAG6 21112000 PA USD 18755320.22 0.0859542757 Long DBT CORP US N 2 2031-06-15 Fixed 3.625000000000 N N N N N N Lithia Motors Inc. SE8N1EZEHPZQBCBVKD53 536797AG8 7350000 PA USD 6787635.7 0.0311072434 Long DBT CORP US N 2 2029-06-01 Fixed 3.875000000000 N N N N N N Live Nation Entertainment Inc. 5493007B9BM9ZXJINO78 538034AR0 25118000 PA USD 23987690 0.1099338479 Long DBT CORP US N 2 2027-10-15 Fixed 4.750000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 87264ABT1 3484000 PA USD 3057279.68 0.0140112916 Long DBT CORP US N 2 2031-02-15 Fixed 2.875000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 87264ABV6 29680000 PA USD 27494810 0.1260067252 Long DBT CORP US N 2 2029-04-15 Fixed 3.375000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 87264ACA1 35500000 PA USD 31646168.64 0.1450321015 Long DBT CORP US N 2 2028-02-15 Fixed 2.050000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 87264ACB9 14702000 PA USD 12762558.03 0.0584898802 Long DBT CORP US N 2 2031-02-15 Fixed 2.550000000000 N N N N N N Taco Bell Funding LLC N/A 87342RAG9 45075490 PA USD 40094107.45 0.1837483939 Long ABS-O CORP US N 2 2051-08-25 Fixed 1.946000000000 N N N N N N Take-Two Interactive Software Inc. BOMSTHHJK882EWYX3334 874054AF6 13692000 PA USD 13610131.7 0.0623742490 Long DBT CORP US N 2 2025-04-14 Fixed 3.550000000000 N N N N N N Targa Resources Partners LP / Targa Resources Partners Finance Corp N/A 87612BBU5 24529000 PA USD 22382712.5 0.1025783521 Long DBT CORP US N 2 2032-01-15 Fixed 4.000000000000 N N N N N N Targa Resources Corp. 5493003QENHHS261UR94 87612GAB7 29927000 PA USD 27402038.66 0.1255815608 Long DBT CORP US N 2 2052-04-15 Fixed 4.950000000000 N N N N N N Vantage Data Centers Issuer LLC N/A 92212KAB2 26045000 PA USD 23741976.08 0.1088077588 Long ABS-O CORP US N 2 2045-09-15 Fixed 1.645000000000 N N N N N N Varex Imaging Corporation 549300CWYWPVCT8E9W67 92214XAC0 9865000 PA USD 10000643.75 0.0458322268 Long DBT CORP US N 2 2027-10-15 Fixed 7.875000000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 539439AG4 22339000 PA USD 22871741.14 0.1048195350 Long DBT CORP GB N 2 2024-06-27 Variable 7.500000000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 53944YAF0 64749000 PA USD 65764490.29 0.3013939013 Long DBT CORP GB N 2 2025-05-08 Fixed 4.450000000000 N N N N N N Ventas Realty Limited Partnership 32SXKSJ72K64GM3HOU64 92277GAE7 16994000 PA USD 16853970.12 0.0772405258 Long DBT CORP US N 2 2025-02-01 Fixed 3.500000000000 N N N N N N Venture Global Calcasieu Pass LLC N/A 92328MAA1 6386000 PA USD 6041666.88 0.0276885222 Long DBT CORP US N 2 2029-08-15 Fixed 3.875000000000 N N N N N N Lundin Energy Finance B.V. N/A 55037AAB4 23855000 PA USD 21002853.98 0.0962545604 Long DBT CORP NL N 2 2031-07-15 Fixed 3.100000000000 N N N N N N MFA 2021-NQM1 TRUST MFRA 2021 NQM1 A1 144A N/A 55283FAA6 10302084.81 PA USD 9832161.39 0.0450600844 Long ABS-MBS CORP US N 2 2065-04-25 Variable 1.153000000000 N N N N N N MC Brazil Downstream Trading S.a r.l. N/A 55292WAA8 18736000 PA USD 16698460 0.0765278341 Long DBT CORP LU N 2 2031-06-30 Fixed 7.250000000000 N N N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953CH2 29156000 PA USD 26536479.18 0.1216147643 Long DBT CORP US N 2 2028-10-15 Fixed 4.750000000000 N N N N N N Teachers Insurance and Annuity Association of America O06XD7BJ4EPXNABVFN69 878091BF3 28134000 PA USD 26141838.77 0.1198061559 Long DBT CORP US N 2 2047-05-15 Fixed 4.270000000000 N N N N N N Altera Infrastructure L.P../Teekay Offshore Finance Corp. N/A 87901BAB8 16547000 PA USD 9100850 0.0417085372 Long DBT CORP BM N 2 2023-07-15 Fixed 8.500000000000 N N N N N Telecom Argentina S.A. N/A 879273AR1 13564000 PA USD 13013301.6 0.0596390198 Long DBT CORP AR N 2 2026-07-18 Fixed 8.000000000000 N N N N N Telecom Italia SpA 549300W384M3RI3VXU42 87927YAA0 15555000 PA USD 15782103 0.0723282363 Long DBT CORP IT N 2 2024-05-30 Fixed 5.303000000000 N N N N N N MIWD HOLDCO II LLC / MIWD FINA COMPANY GUAR 144A 02/30 5.5 N/A 55337PAA0 3500000 PA USD 2975394.17 0.0136360162 Long DBT CORP US N 2 2030-02-01 Fixed 5.500000000000 N N N N N N MTN (Mauritius) Investments Limited N/A 55377XAA4 12421000 PA USD 12317654.67 0.0564509202 Long DBT CORP MU N 2 2024-11-11 Fixed 4.755000000000 N N N N N N Telefonica Celular del Paraguay S.A. N/A 87936VAB3 13976000 PA USD 13559934.48 0.0621441987 Long DBT CORP PY N 2 2027-04-15 Fixed 5.875000000000 N N N N N N Picasso Finance Sub Inc. N/A 71953LAA9 1601000 PA USD 1629017.5 0.0074656694 Long DBT CORP US N 2 2025-06-15 Fixed 6.125000000000 N N N N N N J.B. Poindexter and Co. Inc. N/A 730481AJ7 7764000 PA USD 7691096.04 0.0352477367 Long DBT CORP US N 2 2026-04-15 Fixed 7.125000000000 N N N N N N Venture Global Calcasieu Pass LLC N/A 92328MAB9 10687000 PA USD 10019062.5 0.0459166386 Long DBT CORP US N 2 2031-08-15 Fixed 4.125000000000 N N N N N N VeriSign Inc. LMPL4N8ZOJRMF0KOF759 92343EAH5 10167000 PA USD 10542111.36 0.0483137337 Long DBT CORP US N 2 2025-04-01 Fixed 5.250000000000 N N N N N N VeriSign Inc. LMPL4N8ZOJRMF0KOF759 92343EAM4 16408000 PA USD 13700045.34 0.0627863167 Long DBT CORP US N 2 2031-06-15 Fixed 2.700000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VCQ5 20489000 PA USD 20500357.05 0.0939516533 Long DBT CORP US N 2 2034-11-01 Fixed 4.400000000000 N N N N N N Post Holdings Inc. JM1I5YUAURL6DC8N1468 737446AP9 17011000 PA USD 16197619.04 0.0742325163 Long DBT CORP US N 2 2029-12-15 Fixed 5.500000000000 N N N N N N PREMIER ENTERTAINMENT SUB LLC COMPANY GUAR 144A 09/29 5.625 N/A 74052HAA2 11856000 PA USD 9395880 0.0430606383 Long DBT CORP US N 2 2029-09-01 Fixed 5.625000000000 N N N N N N Barclays Capital Inc. AC28XWWI3WIBK2824319 ARP0F94T1 30990000 PA USD 30990000 0.1420249281 Long RA CORP US N 2 Repurchase Y 0.08 2022-06-01 33052300 USD 31610528.495813 USD UST N N N PREMIER ENTERTAINMENT SUB LLC COMPANY GUAR 144A 09/31 5.875 N/A 74052HAB0 33280000 PA USD 26048921.6 0.1193803232 Long DBT CORP US N 2 2031-09-01 Fixed 5.875000000000 N N N N N N Prime Security Services Borrrower LLC / Prime Finance Inc. N/A 74166MAE6 13549000 PA USD 12475919.2 0.0571762351 Long DBT CORP US N 2 2028-01-15 Fixed 6.250000000000 N N N N N N Prime Security Services Borrrower LLC / Prime Finance Inc. N/A 74166MAF3 3713000 PA USD 3323135 0.0152296873 Long DBT CORP US N 2 2027-08-31 Fixed 3.375000000000 N N N N N N PROGRESS RESIDENTIAL 2020-SFR1 PROG 2020 SFR1 A 144A N/A 74331CAA6 15528000 PA USD 14725806.44 0.0674873056 Long ABS-O CORP US N 2 2037-04-17 Fixed 1.732000000000 N N N N N N PROGRESS RESIDENTIAL 2021-SFR8 PROG 2021 SFR8 B 144A N/A 74333TAC3 13890000 PA USD 12403538.04 0.0568445175 Long ABS-O CORP US N 2 2038-10-17 Fixed 1.681000000000 N N N N N N PROVIDENT FUNDING MORTGAGE TRU PFMT 2020 F1 A2 144A N/A 74387TAB0 25343650.99 PA USD 23165673.38 0.1061666052 Long ABS-MBS CORP US N 2 2036-01-25 Variable 2.000000000000 N N N N N N United States Treasury Note/Bond N/A 912810TH1 522085000 PA USD 520371908.59 2.3848268114 Long DBT UST US N 2 2042-05-15 Fixed 3.250000000000 N N N N N N United States Treasury Note/Bond N/A 91282CEN7 31799000 PA USD 31682237.89 0.1451974042 Long DBT UST US N 2 2027-04-30 Fixed 2.750000000000 N N N N N N UNITED STATES TREASURY NOTE/BO 05/32 2.875 N/A 91282CEP2 604226000 PA USD 604981282.5 2.7725854510 Long DBT UST US N 2 2032-05-15 Fixed 2.875 N N N N N N UNITI GROUP LP / UNITI GROUP F COMPANY GUAR 144A 02/29 6.5 N/A 91327BAA8 9465000 PA USD 7903275 0.0362201376 Long DBT CORP US N 2 2029-02-15 Fixed 6.500000000000 N N N N N N Universal Health Services Inc. 549300YGMGQDO0NMJD09 913903AV2 23046000 PA USD 19492568.6 0.0893330317 Long DBT CORP US N 2 2030-10-15 Fixed 2.650000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GJZ3 37794000 PA USD 33307831.04 0.1526473800 Long DBT CORP US N 2 2029-06-14 Variable 2.087000000000 N N N N N N Beacon Roofing Supply Inc. 549300HDXQWWCBOYXP31 073685AH2 13448000 PA USD 11849612.01 0.0543059146 Long DBT CORP US N 2 2029-05-15 Fixed 4.125000000000 N N N N N N Bear Stearns Commercial Mortgage Securities Trust 2005-PWR8 N/A 07383F6S2 10879.89 PA USD 11.79 0.0000000540 Long ABS-MBS CORP US N 2 2041-06-11 Variable 0.716050000000 N N N N N N BENCHMARK 2019-B13 MORTGAGE TR BMARK 2019 B13 A2 N/A 08162DAB4 20055000 PA USD 19531023.02 0.0895092656 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 2.889000000000 N N N N N N BENCHMARK 2019-B12 MORTGAGE TR BMARK 2019 B12 A2 N/A 08162FAB9 21594736.83 PA USD 21190772.73 0.0971157784 Long ABS-MBS CORP US N 2 2052-08-15 Fixed 3.000800000000 N N N N N N Blackstone Private Credit Fund N/A 09261HAG2 24290000 PA USD 22778107.09 0.1043904169 Long DBT CORP US N 2 2024-11-22 Fixed 2.350000000000 N N N N N N Blackstone Private Credit Fund N/A 09261HAJ6 5483000 PA USD 4848377.68 0.0222197642 Long DBT CORP US N 2 2027-03-15 Fixed 3.250000000000 N N N N N N BRF S.A N/A 10552TAH0 19438000 PA USD 14572668.6 0.0667854860 Long DBT CORP BR N 2 2050-09-21 Fixed 5.750000000000 N N N N N Braskem Idesa S.A.P.I. N/A 10554NAB4 13611000 PA USD 12018649.11 0.0550805994 Long DBT CORP MX N 2 2032-02-20 Fixed 6.990000000000 N N N N N N Braskem Netherlands Finance B.V. N/A 10554TAE5 24630000 PA USD 22226338.1 0.1018616996 Long DBT CORP NL N 2 2050-01-31 Fixed 5.875000000000 N N N N N N Braskem Netherlands Finance B.V. N/A 10554TAF2 20288000 PA USD 21657440 0.0992544807 Long DBT CORP NL N 2 2081-01-23 Variable 8.500000000000 N N N N N N Broadcom Inc. N/A 11135FBA8 92054000 PA USD 92022664.82 0.4217332156 Long DBT CORP US N 2 2029-04-15 Fixed 4.750000000000 N N N N N N Broadcom Inc. N/A 11135FBK6 36373000 PA USD 31314517.41 0.1435121679 Long DBT CORP US N 2 2033-04-15 Fixed 3.419000000000 N N N N N N Broadcom Inc. N/A 11135FBV2 41296000 PA USD 39044157.2 0.1789365478 Long DBT CORP US N 2 2037-05-15 Fixed 4.926000000000 N N N N N N CARS-DB4 L.P. N/A 12510HAG5 21876000 PA USD 20882685.22 0.0957038356 Long ABS-O CORP US N 2 2050-02-15 Fixed 4.170000000000 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 15135BAR2 6580000 PA USD 6547100 0.0300048857 Long DBT CORP US N 2 2027-12-15 Fixed 4.250000000000 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 15135BAT8 9945000 PA USD 9801195.3 0.0449181690 Long DBT CORP US N 2 2029-12-15 Fixed 4.625000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X7S67 70150095.97 PA USD 65139534.17 0.2985297727 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X7TK5 21516836.07 PA USD 19223963.29 0.0881020330 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X7ZQ5 37640059.49 PA USD 33617304.48 0.1540656744 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X8EF0 25975151.4 PA USD 23199075.28 0.1063196837 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X8JK4 35853311.65 PA USD 32043922.38 0.1468549781 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XCB72 5975362.25 PA USD 5535959.8 0.0253709033 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XCL97 47320546.23 PA USD 43822313.33 0.2008344917 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XD2N5 48578193 PA USD 44888310.05 0.2057198776 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XDXC5 59901778.2 PA USD 59563950.14 0.2729772744 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XDYY6 51719780.74 PA USD 48090277.89 0.2203942645 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XECP7 27060499.67 PA USD 27503829.13 0.1260480592 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XFGC9 56595964.87 PA USD 52332443.69 0.2398358035 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XFWE7 18659018.51 PA USD 17855964.21 0.0818325922 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.000000000000 N N N N N N HILTON GRAND VACATIONS BORROWE SR UNSECURED 144A 06/29 5 N/A 43284MAA6 16411000 PA USD 15261901.78 0.0699441918 Long DBT CORP US N 2 2029-06-01 Fixed 5.000000000000 N N N N N N HILTON GRAND VACATIONS BORROWE COMPANY GUAR 144A 07/31 4.875 N/A 43284MAB4 13024000 PA USD 11478962.88 0.0526072564 Long DBT CORP US N 2 2031-07-01 Fixed 4.875000000000 N N N N N HOME PARTNERS OF AMERICA 2021- HPA 2021 2 A 144A N/A 43732VAT3 16345940.22 PA USD 14857869.57 0.0680925414 Long ABS-O CORP US N 2 2026-12-17 Fixed 1.901000000000 N N N N N N Host Hotels and Resorts L.P. FXB7X4WXVA8QPMNOGS12 44107TAW6 12386000 PA USD 12380424.94 0.0567385919 Long DBT CORP US N 2 2026-02-01 Fixed 4.500000000000 N N N N N N Host Hotels and Resorts L.P. FXB7X4WXVA8QPMNOGS12 44107TAY2 30722000 PA USD 27609799.96 0.1265337158 Long DBT CORP US N 2 2029-12-15 Fixed 3.375000000000 N N N N N N Host Hotels and Resorts L.P. FXB7X4WXVA8QPMNOGS12 44107TAZ9 20904000 PA USD 18647974.89 0.0854623199 Long DBT CORP US N 2 2030-09-15 Fixed 3.500000000000 N N N N N N HOTWIRE FUNDING LLC HWIRE 2021 1 C 144A N/A 44148JAC3 4950000 PA USD 4324189.32 0.0198174468 Long ABS-O CORP US N 2 2051-11-20 Fixed 4.459000000000 N N N N N N Hudbay Minerals Inc. N/A 443628AJ1 4708000 PA USD 4183717.12 0.0191736729 Long DBT CORP CA N 2 2026-04-01 Fixed 4.500000000000 N N N N N N Huntington Ingalls Industries Inc. 5TZLZ6WJTBVJ0QWBG121 446413AT3 24364000 PA USD 23507036.74 0.1077310488 Long DBT CORP US N 2 2030-05-01 Fixed 4.200000000000 N N N N N N Hyatt Hotels Corporation T27JQIMTYSH41TCD5186 448579AJ1 12930000 PA USD 13504167.9 0.0618886245 Long DBT CORP US N 2 2030-04-23 Fixed 6.000000000000 N N N N N N LIFE 2021-BMR MORTGAGE TRUST LIFE 2021 BMR D 144A N/A 53218CAG5 19160054.17 PA USD 17972284.09 0.0823656778 Long ABS-MBS CORP US N 2 2038-03-15 Floating 2.275000000000 N N N N N N LIFE MORTGAGE TRUST US LIFE 2022 BMR2 A1 144A N/A 53218DAA6 54728000 PA USD 53632679.28 0.2457946891 Long ABS-MBS CORP US N 2 2039-05-15 Floating 2.095240000000 N N N N N N Lions Gate Capital Holdings LLC N/A 53627NAE1 20010000 PA USD 17408700 0.0797828127 Long DBT CORP US N 2 2029-04-15 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138ELJT1 3149844.88 PA USD 3156688.86 0.0144668767 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138ER6T2 23116366.1 PA USD 23087130.83 0.1058066504 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138ETSE7 11585186.8 PA USD 11548812.79 0.0529273735 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 3.500000000000 N N N N N N Lithia Motors Inc. SE8N1EZEHPZQBCBVKD53 536797AE3 3675000 PA USD 3617229 0.0165774988 Long DBT CORP US N 2 2027-12-15 Fixed 4.625000000000 N N N N N N Lithia Motors Inc. SE8N1EZEHPZQBCBVKD53 536797AF0 7350000 PA USD 6795589.5 0.0311436951 Long DBT CORP US N 2 2031-01-15 Fixed 4.375000000000 N N N N N Nationstar Mortgage Holdings Inc. N/A 63861CAA7 6021000 PA USD 5839767.9 0.0267632338 Long DBT CORP US N 2 2027-01-15 Fixed 6.000000000000 N N N N N N Nationstar Mortgage Holdings Inc. N/A 63861CAC3 11236000 PA USD 10604199.72 0.0485982802 Long DBT CORP US N 2 2028-08-15 Fixed 5.500000000000 N N N N N N Nationstar Mortgage Holdings Inc. N/A 63861CAD1 10058000 PA USD 9003956.3 0.0412644803 Long DBT CORP US N 2 2030-12-15 Fixed 5.125000000000 N N N N N N NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 285M D 144A N/A 63874FAJ6 9223000 PA USD 9133161.52 0.0418566185 Long ABS-MBS CORP US N 2 2032-11-15 Variable 3.790400000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138LVDR1 1105605.46 PA USD 1106971.21 0.0050731690 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138MDS52 2033012.5 PA USD 1978551.35 0.0090675577 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.000000000000 N N N N N N NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 ALXA C 144A N/A 63874GAG0 7402000 PA USD 6903664.05 0.0316389929 Long ABS-MBS CORP US N 2 2043-01-15 Variable 4.315902000000 N N N N N N Natura Cosmeticos S.A. N/A 63883KAB1 11873000 PA USD 10718781.15 0.0491233986 Long DBT CORP BR N 2 2028-05-03 Fixed 4.125000000000 N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138W92M1 4344978.6 PA USD 4459611.74 0.0204380780 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138W9MK3 4669611.28 PA USD 4797186.93 0.0219851607 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138W9VF4 1670152.21 PA USD 1712127.98 0.0078465587 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WASP3 3256714.17 PA USD 3342635.73 0.0153190577 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WEHE2 6353493.78 PA USD 6355385.85 0.0291262736 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WEKG3 1721800.32 PA USD 1722313.07 0.0078932362 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.500000000000 N N N N N N NatWest Markets Plc RR3QWICWWIPCS8A4S074 63906YAD0 38513000 PA USD 34694166.46 0.1590008550 Long DBT CORP GB N 2 2026-09-29 Fixed 1.600000000000 N N N N N N NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 FA A2 144A N/A 63935CAB7 12202555.75 PA USD 11870381.44 0.0544010994 Long ABS-O CORP US N 2 2068-08-15 Fixed 2.600000000000 N N N N N N Navient Private Education Loan Trust 2016-A 549300JSCKIU587G1R13 63939NAB9 4440632.72 PA USD 4443762.03 0.0203654399 Long ABS-O CORP US N 2 2045-12-15 Fixed 3.910000000000 N N N N N N NAVIENT STUDENT LOAN TRUST 202 NAVSL 2020 2A A1A 144A N/A 63942HAA9 20543345.39 PA USD 18383079.09 0.0842483216 Long ABS-O CORP US N 2 2069-08-26 Fixed 1.320000000000 N N N N N N NEIGHBORLY ISSUER LLC NBLY 2021 1A A2 144A N/A 64016NAA5 42344280 PA USD 37230615.37 0.1706252168 Long ABS-O CORP US N 2 2051-04-30 Fixed 3.584000000000 N N N N N N NEIGHBORLY ISSUER 2022-1 NBLY 2022 1A A2 144A N/A 64016NAC1 17512110 PA USD 15608421.06 0.0715322645 Long ABS-O CORP US N 2 2052-01-30 Fixed 3.695000000000 N N N N N N Netflix Inc. 549300Y7VHGU0I7CE873 64110LAS5 42788000 PA USD 42422980.71 0.1944214516 Long DBT CORP US N 2 2028-04-15 Fixed 4.875000000000 N N N N N N Netflix Inc. 549300Y7VHGU0I7CE873 64110LAT3 32839000 PA USD 34010705.04 0.1558686007 Long DBT CORP US N 2 2028-11-15 Fixed 5.875000000000 N N N N N N Netflix Inc. 549300Y7VHGU0I7CE873 64110LAU0 6259000 PA USD 6305942.5 0.0288996783 Long DBT CORP US N 2 2029-11-15 Fixed 5.375000000000 N N N N N N Netflix Inc. 549300Y7VHGU0I7CE873 64110LAV8 18644000 PA USD 18327052 0.0839915535 Long DBT CORP US N 2 2030-06-15 Fixed 4.875000000000 N N N N N N NEW ECONOMY ASSETS PHASE 1 SPO USRE 2021 1 A1 144A N/A 643821AA9 41424000 PA USD 36938849.54 0.1692880751 Long ABS-O CORP US N 2 2061-10-20 Fixed 1.910000000000 N N N N N N NEW ECONOMY ASSETS PHASE 1 SPO USRE 2021 1 B1 144A N/A 643821AB7 12548000 PA USD 11049174.02 0.0506375652 Long ABS-O CORP US N 2 2061-10-20 Fixed 2.410000000000 N N N N N N New Jersey Transportation Trust Fund Authority 549300YUVD5TEXR6L889 6461366R7 21809000 PA USD 19280926.89 0.0883630931 Long DBT MUN US N 2 2039-06-15 Fixed 4.081000000000 N N N N N N New Jersey Transportation Trust Fund Authority 549300YUVD5TEXR6L889 6461366S5 1745000 PA USD 1509860.55 0.0069195817 Long DBT MUN US N 2 2042-06-15 Fixed 4.131000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WEKH1 7607731.2 PA USD 7609996.78 0.0348760647 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WF6X9 8448019.56 PA USD 8615462.69 0.0394840422 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.000000000000 N N N N N N New York Life Insurance Company N/A 64952GAT5 13513000 PA USD 11538132.62 0.0528784271 Long DBT CORP US N 2 2050-05-15 Fixed 3.750000000000 N N N N N N Newmont Corporation 549300VSP3RIX7FGDZ51 651639AX4 12732000 PA USD 11584993.35 0.0530931864 Long DBT CORP US N 2 2029-10-01 Fixed 2.800000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WGFR0 19276989.38 PA USD 19312850.36 0.0885093960 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WHL34 8401450.7 PA USD 8367196.31 0.0383462554 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WHNL2 4255144.52 PA USD 4239125.18 0.0194276040 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WHST0 19939895.77 PA USD 19349656.91 0.0886780778 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.000000000000 N N N N N N AdaptHealth LLC N/A 00653VAE1 11714000 PA USD 10184663.74 0.0466755771 Long DBT CORP US N 2 2030-03-01 Fixed 5.125000000000 N N N N N N AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust N/A 00774MAB1 8425000 PA USD 7856605.18 0.0360062532 Long DBT CORP IE N 2 2027-07-21 Fixed 3.650000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WHVP4 26483307.03 PA USD 25691101.27 0.1177404585 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WJTD0 18110624.99 PA USD 17585853.33 0.0805946936 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.000000000000 N N N N N N AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust N/A 00774MAM7 26769000 PA USD 25912255.48 0.1187539923 Long DBT CORP IE N 2 2024-08-14 Fixed 2.875000000000 N N N N N N AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust N/A 00774MAS4 28153000 PA USD 25139322.14 0.1152116947 Long DBT CORP IE N 2 2026-01-30 Fixed 1.750000000000 N N N N N N AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust N/A 00774MAU9 20825000 PA USD 19522534.32 0.0894703625 Long DBT CORP IE N 2 2024-10-29 Fixed 1.650000000000 N N N N N N AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust N/A 00774MAV7 59810000 PA USD 53481039.77 0.2450997362 Long DBT CORP IE N 2 2026-10-29 Fixed 2.450000000000 N N N N N N News Corporation 549300ITS31QK8VRBQ14 65249BAA7 15978000 PA USD 14780289.12 0.0677369958 Long DBT CORP US N 2 2029-05-15 Fixed 3.875000000000 N N N N N N News Corporation 549300ITS31QK8VRBQ14 65249BAB5 7797000 PA USD 7426642.5 0.0340357653 Long DBT CORP US N 2 2032-02-15 Fixed 5.125000000000 N N N N N N Advantage Sales and Marketing Inc. 549300T4O24KQDED1182 00775PAA5 24297000 PA USD 21641337.9 0.0991806860 Long DBT CORP US N 2 2028-11-15 Fixed 6.500000000000 N N N N N N Affinity Gaming N/A 00842XAA7 10775000 PA USD 9579481.32 0.0439020699 Long DBT CORP US N 2 2027-12-15 Fixed 6.875000000000 N N N N N N AIR CANADA 2013-1 CLASS A PASS PASS THRU CE 144A 11/26 4.125 N/A 009089AA1 8921945.33 PA USD 8565067.52 0.0392530848 Long DBT CORP CA N 2 2025-05-15 Fixed 4.125000000000 N N N N N N AIR CANADA 2017-1 CLASS B PASS PASS THRU CE 144A 07/27 3.7 N/A 00908PAC1 9969583.13 PA USD 9371408.14 0.0429484855 Long DBT CORP CA N 2 2026-01-15 Fixed 3.700000000000 N N N N N N Air Lease Corporation N/A 00912XAY0 10511000 PA USD 9865448.75 0.0452126379 Long DBT CORP US N 2 2027-12-01 Fixed 3.625000000000 N N N N N N Air Lease Corporation N/A 00914AAJ1 12722000 PA USD 11972783.23 0.0548703994 Long DBT CORP US N 2 2026-01-15 Fixed 2.875000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138YH3S7 2052062.25 PA USD 2058444.78 0.0094337035 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31390BKV9 28.71 PA USD 31.42 0.0000001440 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 7.000000000000 N N N N N N Air Lease Corporation N/A 00914AAQ5 14336000 PA USD 12165388.68 0.0557530962 Long DBT CORP US N 2 2028-09-01 Fixed 2.100000000000 N N N N N N Aker BP ASA 549300NFTY73920OYK69 00973RAE3 13687000 PA USD 13407948.08 0.0614476561 Long DBT CORP NO N 2 2025-01-15 Fixed 3.000000000000 N N N N N N FANNIE MAE REMICS FNR 2001 50 BA B1V7KEBTPIMZEU4LTD58 31392AJW9 104.78 PA USD 112.44 0.0000005153 Long ABS-MBS USGSE US N 2 2041-10-25 Fixed 7.000000000000 N N N N N N FREDDIE MAC STRUCTURED PASS-TH FSPC T 41 3A S6XOOCT0IEG5ABCC6L87 31392MEN8 862.11 PA USD 874.41 0.0000040074 Long ABS-MBS USGSE US N 2 2032-07-25 Variable 4.504559000000 N N N N N N Aker BP ASA 549300NFTY73920OYK69 00973RAF0 15636000 PA USD 14571386.2 0.0667796088 Long DBT CORP NO N 2 2030-01-15 Fixed 3.750000000000 N N N N N N Aker BP ASA 549300NFTY73920OYK69 00973RAJ2 35401000 PA USD 33210725.26 0.1522023513 Long DBT CORP NO N 2 2031-01-15 Fixed 4.000000000000 N N N N N N ALASKA AIRLINES 2020-1 CLASS B PASS THRU CE 144A 02/27 8 N/A 01166WAA5 7986302.03 PA USD 8432682.81 0.0386463753 Long DBT CORP US N 2 2025-08-15 Fixed 8.000000000000 N N N N N N ALBERTSONS COS INC / SAFEWAY I COMPANY GUAR 144A 03/26 3.25 N/A 013092AF8 9681000 PA USD 9073420.44 0.0415828295 Long DBT CORP US N 2 2026-03-15 Fixed 3.250000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31402DSC5 316.23 PA USD 326.09 0.0000014944 Long ABS-MBS USGSE US N 2 2033-07-01 Floating 2.372000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140EVUV7 19835870.25 PA USD 19823181.24 0.0908482055 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.500000000000 N N N N N N NextEra Energy Inc. N/A 65339F770 275700 NS USD 13536870 0.0620384959 Long EP CORP US N 1 N N N NextEra Energy Capital Holdings Inc. UMI46YPGBLUE4VGNNT48 65339KAT7 45811000 PA USD 45334780.91 0.2077660212 Long DBT CORP US N 2 2027-05-01 Fixed 3.550000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140F0HF4 14601627.5 PA USD 14123776.1 0.0647282441 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140FECE2 2663152.23 PA USD 2595139.58 0.0118933370 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140FEEM2 1875354.1 PA USD 1827460.56 0.0083751195 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140FEZH0 8347565.26 PA USD 8492148.43 0.0389189019 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140FNJU9 8030542.32 PA USD 8184189.88 0.0375075501 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140GPG69 9006548.47 PA USD 9178869.86 0.0420660965 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140H1WJ5 10798173.85 PA USD 10727152.1 0.0491617620 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140H2ZP6 2798288.12 PA USD 2838885.4 0.0130104064 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.000000000000 N N N N N N ALBERTSONS COS INC / SAFEWAY I COMPANY GUAR 144A 03/29 3.5 N/A 013092AG6 23295000 PA USD 20273871.45 0.0929136862 Long DBT CORP US N 2 2029-03-15 Fixed 3.500000000000 N N N N N N ALBION FINANCING 1 SARL / AGGR SR SECURED 144A 10/26 6.125 N/A 013304AA8 12103000 PA USD 11033578.92 0.0505660940 Long DBT CORP LU N 2 2026-10-15 Fixed 6.125000000000 N N N N N N APPLEBEE'S FUNDING LLC / IHOP DIN 2019 1A A2I 144A N/A 03789XAD0 31476060 PA USD 30897089.35 0.1415991253 Long ABS-O CORP US N 2 2049-06-05 Fixed 4.194000000000 N N N N N N AQUA FINANCE TRUST 2021-A AQFIT 2021 A A 144A N/A 03842VAA5 13300796.93 PA USD 12512843.09 0.0573454547 Long ABS-O CORP US N 2 2046-07-17 Fixed 1.540000000000 N N N N N N Ares Capital Corporation WEQ82666OJYSI5GUAB47 04010LAX1 19386000 PA USD 19458641.86 0.0891775479 Long DBT CORP US N 2 2024-06-10 Fixed 4.200000000000 N N N N N N Ares Capital Corporation WEQ82666OJYSI5GUAB47 04010LAZ6 23776000 PA USD 22737940.79 0.1042063377 Long DBT CORP US N 2 2026-01-15 Fixed 3.875000000000 N N N N N N Ares Capital Corporation WEQ82666OJYSI5GUAB47 04010LBA0 33646000 PA USD 29609077.89 0.1356962619 Long DBT CORP US N 2 2026-07-15 Fixed 2.150000000000 N N N N N N Algonquin Power and Utilities Corp. 549300K5VIUTJXQL7X75 015857873 537950 NS USD 24804874.5 0.1136789454 Long EC CORP CA N 1 N N N ALIGNED DATA CENTERS ISSUER LL ADC 2021 1A A2 144A N/A 01627AAA6 47964000 PA USD 43312499.24 0.1984980506 Long ABS-O CORP US N 2 2046-08-15 Fixed 1.937000000000 N N N N N N NextEra Energy Operating Partners LP N/A 65342QAB8 6602000 PA USD 6405458.46 0.0293557527 Long DBT CORP US N 2 2027-09-15 Fixed 4.500000000000 N N N N N N NextEra Energy Operating Partners LP N/A 65342QAL6 17343000 PA USD 16673381.39 0.0764129007 Long DBT CORP US N 2 2026-10-15 Fixed 3.875000000000 N N N N N N Nippon Life Insurance Company 549300Y0HHMFW3EVWY08 654579AD3 21465000 PA USD 21664188.76 0.0992854098 Long DBT CORP JP N 2 2044-10-16 Variable 5.100000000000 N N N N N N Nippon Life Insurance Company 549300Y0HHMFW3EVWY08 654579AH4 38069000 PA USD 32154885.68 0.1473635149 Long DBT CORP JP N 2 2051-01-21 Variable 2.750000000000 N N N N N N Ares Capital Corporation WEQ82666OJYSI5GUAB47 04010LBB8 20963000 PA USD 17736086.17 0.0812831998 Long DBT CORP US N 2 2028-06-15 Fixed 2.875000000000 N N N N N N Argentine Republic Government International Bond N/A 040114HV5 85345000 PA USD 27563449.63 0.1263212956 Long DBT NUSS AR N 2 2041-07-09 Variable 2.500000000000 N N N N N N ARROYO MORTGAGE TRUST 2021-1R ARRW 2021 1R A1 144A N/A 042853AA9 15923763.14 PA USD 14855734.05 0.0680827544 Long ABS-MBS CORP US N 2 2048-10-25 Variable 1.175000000000 N N N N N N Asbury Automotive Group Inc. 549300JH4DTA7U42GL91 043436AV6 14462000 PA USD 13124265 0.0601475570 Long DBT CORP US N 2 2030-03-01 Fixed 4.750000000000 N N N N N N Asbury Automotive Group Inc. 549300JH4DTA7U42GL91 043436AW4 3401000 PA USD 3135330.89 0.0143689946 Long DBT CORP US N 2 2029-11-15 Fixed 4.625000000000 N N N N N N ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 06/29 5.875 N/A 04364VAU7 20673000 PA USD 19794397.5 0.0907162917 Long DBT CORP US N 2 2029-06-30 Fixed 5.875000000000 N N N N N N Ashtead Capital Inc. N/A 045054AF0 15640000 PA USD 15250094.8 0.0698900812 Long DBT CORP US N 2 2027-08-15 Fixed 4.375000000000 N N N N N N Ashtead Capital Inc. N/A 045054AL7 9234000 PA USD 8653661.11 0.0396591028 Long DBT CORP US N 2 2029-11-01 Fixed 4.250000000000 N N N N N N Ashtead Capital Inc. N/A 045054AP8 14429000 PA USD 11615934.28 0.0532349865 Long DBT CORP US N 2 2031-08-12 Fixed 2.450000000000 N N N N N N Athene Holding Ltd. 549300H316CT32FQXI76 04686JAC5 13118000 PA USD 11701776.52 0.0536283952 Long DBT CORP BM N 2 2031-01-15 Fixed 3.500000000000 N N N N N N Australia and New Zealand Banking Group Limited JHE42UYNWWTJB8YTTU19 05254HAA2 14230000 PA USD 14763625 0.0676606253 Long DBT CORP GB N 2 2026-06-15 Variable 6.750000000000 N N N N N N Avis Budget Rental Car Funding (AESOP) LLC IHXLB8SL0QWSSG2VG640 05377RDU5 23406000 PA USD 22416810.95 0.1027346229 Long ABS-O CORP US N 2 2026-08-20 Fixed 2.330000000000 N N N N N N AXA SA F5WCUMTUM4RKZ1MAIE39 054536AA5 11242000 PA USD 13854753.22 0.0634953317 Long DBT CORP FR N 2 2030-12-15 Fixed 8.600000000000 N N N N N N BBCMS TRUST 2015-MSQ BBCMS 2015 MSQ D 144A N/A 05490VAG2 7340000 PA USD 7312297.37 0.0335117298 Long ABS-MBS CORP US N 2 2032-09-15 Variable 3.989799000000 N N N N N N BARCLAYS COMMERCIAL MORTGAGE T BBCMS 2019 C5 A2 N/A 05492JAT9 15513000 PA USD 15290895.73 0.0700770689 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 3.043000000000 N N N N N N BAMLL COMMERCIAL MORTGAGE SECU BAMLL 2019 BPR ENM 144A N/A 05492PAL2 11565000 PA USD 9923066.06 0.0454766939 Long ABS-MBS CORP US N 2 2032-11-05 Variable 3.718550000000 N N N N N N BBCMS MORTGAGE TRUST 2020-C6 BBCMS 2020 C6 A2 N/A 05492TAB6 10908000 PA USD 10632335.21 0.0487272231 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 2.690000000000 N N N N N N BBCMS TRUST 2015-SRCH BBCMS 2015 SRCH D 144A N/A 05547HAN1 15436000 PA USD 14028261.5 0.0642905076 Long ABS-MBS CORP US N 2 2035-08-10 Variable 4.956550000000 N N N N N N Allied Universal Holdco LLC / Allied Universal Finance Corp N/A 019576AC1 6511000 PA USD 5268050.1 0.0241430925 Long DBT CORP US N 2 2029-06-01 Fixed 6.000000000000 N N N N N N FANNIE MAE POOL MBS 30YR TBA N/A 01F040669 180102000 PA USD 180172401.87 0.8257170834 Long ABS-MBS USGSE US N 2 N/A Fixed 4.000000000000 N N N N N N BPCE N/A 05578QAD5 20953000 PA USD 20964233.32 0.0960775647 Long DBT CORP FR N 2 2025-03-15 Fixed 4.500000000000 N N N N N N BRE GRAND ISLANDER TIMESHARE I HGVGI 2019 A A 144A N/A 05588UAA0 9665913.83 PA USD 9383161.69 0.0430023512 Long ABS-O CORP US N 2 2033-09-26 Fixed 3.280000000000 N N N N N N BPR TRUST 04/24 1 N/A 05592DAA2 55353000 PA USD 53889903.97 0.2469735313 Long ABS-MBS CORP US N 2 2037-04-15 Floating 2.679650000000 N N N N N N BOCA COMMERCIAL MORTGAGE TRUST BOCA 2022 BOCA A 144A N/A 05592LAA4 19350000 PA USD 19056768.17 0.0873357899 Long ABS-MBS CORP US N 2 2039-05-15 Floating 2.269600000000 N N N N N N BOCA COMMERCIAL MORTGAGE 05/39 1 N/A 05592LAC0 7240000 PA USD 7131632.4 0.0326837554 Long ABS-MBS CORP US N 2 2039-05-15 Floating 2.819100000000 N N N N N N BMW VEHICLE LEASE TRUST 2022-1 BMWLT 2022 1 A3 N/A 05601XAC3 11956000 PA USD 11626845.34 0.0532849911 Long ABS-O CORP US N 2 2025-03-25 Fixed 1.100000000000 N N N N N N BWAY 2015-1740 MORTGAGE TRUST BWAY 2015 1740 XA 144A N/A 05604LAC6 123773000 PA USD 2784.89 0.0000127629 Long ABS-MBS CORP US N 2 2035-01-10 Variable 0.179113000000 N N N N N N Mauser Packaging Solutions Holding Company 549300DNGHXL0OMHW304 05604XAP1 11381519.03 PA USD 10926258.27 0.0500742512 Long LON CORP US N 2 2024-04-03 Floating 4.05 N N N N N N NiSource Inc. N/A 65473P121 111900 NS USD 13322814 0.0610574927 Long EP CORP US N 1 N N N NiSource Inc. N/A 65473PAJ4 15381000 PA USD 14408599.64 0.0660335698 Long DBT CORP US N 2 2030-05-01 Fixed 3.600000000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 ACNT A 144A N/A 05609QAA4 17129000 PA USD 16524294.91 0.0757296481 Long ABS-MBS CORP US N 2 2038-11-15 Floating 1.725000000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 VOLT C 144A N/A 05609VAJ4 23449000 PA USD 21944057.25 0.1005680269 Long ABS-MBS CORP US N 2 2036-09-15 Floating 1.974720000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2 BX 2022 AHP A 144A N/A 05610FAA5 41470000 PA USD 40283091.28 0.1846144931 Long ABS-MBS CORP US N 2 2039-01-17 Floating 1.771650000000 N N N N N N Banco Davivienda S.A. 549300P161V4IPKAQS70 059501AD8 8079000 PA USD 7008532.5 0.0321195974 Long DBT CORP CO N 2 2031-04-22 Variable 6.650000000000 N N N N N N Banco Santander S.A. 5493006QMFDDMYWIAM13 05964HAJ4 19106000 PA USD 18752328.64 0.0859405655 Long DBT CORP ES N 2 2028-04-12 Fixed 4.379000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 060505EU4 45996000 PA USD 46871057.8 0.2148066671 Long DBT CORP US N 2 2026-03-10 Variable 6.300000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GFP9 32757000 PA USD 32976532.17 0.1511290613 Long DBT CORP US N 2 2025-04-21 Fixed 3.950000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GGA1 30664000 PA USD 29694918.86 0.1360896649 Long DBT CORP US N 2 2027-10-21 Fixed 3.248000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GJB6 33019000 PA USD 29001680.3 0.1329126027 Long DBT CORP US N 2 2031-04-29 Variable 2.592000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GJS9 8196000 PA USD 7462443.58 0.0341998391 Long DBT CORP US N 2 2027-07-22 Variable 1.734000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GJT7 62212000 PA USD 54217861.27 0.2484765359 Long DBT CORP US N 2 2032-04-22 Variable 2.687000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GKL2 30104000 PA USD 27254815.05 0.1249068457 Long DBT CORP US N 2 2037-03-08 Variable 3.846000000000 N N N N N N Barclays PLC N/A 06738EAN5 20493000 PA USD 20557105.59 0.0942117277 Long DBT CORP GB N 2 2026-01-12 Fixed 4.375000000000 N N N N N N Barclays PLC N/A 06738EBT1 25632000 PA USD 21537937 0.0987068071 Long DBT CORP GB N 2 2028-03-15 Variable 4.375000000000 N N N N N N CarMax Auto Owner Trust 2022-1 N/A 14317CAC6 16354000 PA USD 15747636.2 0.0721702775 Long ABS-O CORP US N 2 2026-12-15 Fixed 1.470000000000 N N N N N N Catalent Pharma Solutions Inc. N/A 14879EAE8 3791000 PA USD 3743745.19 0.0171573134 Long DBT CORP US N 2 2027-07-15 Fixed 5.000000000000 N N N N N N Ally Financial Inc. 549300JBN1OSM8YNAI90 02005NAV2 36496000 PA USD 37645662.32 0.1725273470 Long DBT CORP US N 2 2024-09-30 Fixed 5.125000000000 N N N N N N Alta Equipment Group Inc. N/A 02128LAA4 4060000 PA USD 3654000 0.0167460177 Long DBT CORP US N 2 2026-04-15 Fixed 5.625000000000 N N N N N N Catalent Pharma Solutions Inc. N/A 14879EAH1 3886000 PA USD 3486538.63 0.0159785543 Long DBT CORP US N 2 2029-02-15 Fixed 3.125000000000 N N N N N N CEMEX S.A.B de C.V 549300RIG2CXWN6IV731 151290BX0 17916000 PA USD 16828498.8 0.0771237926 Long DBT CORP MX N 2 2030-09-17 Fixed 5.200000000000 N N N N N N Altice Financing S.A. 549300DIYGW8HVDF7Q17 02154CAF0 6979000 PA USD 6322939.11 0.0289775725 Long DBT CORP LU N 2 2028-01-15 Fixed 5.000000000000 N N N N N N Altice France Holding S.A. N/A 02156TAB0 4417000 PA USD 4340718.41 0.0198931984 Long DBT CORP LU N 2 2027-05-15 Fixed 10.500000000000 N N N N N N CEMEX S.A.B de C.V 549300RIG2CXWN6IV731 151290BZ5 20794000 PA USD 17622915 0.0807645445 Long DBT CORP MX N 2 2031-07-11 Fixed 3.875000000000 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 15135BAV3 12115000 PA USD 11115512.5 0.0509415896 Long DBT CORP US N 2 2030-02-15 Fixed 3.375000000000 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 15135BAW1 22602000 PA USD 20105383.08 0.0921415162 Long DBT CORP US N 2 2030-10-15 Fixed 3.000000000000 N N N N N N Century Communities Inc. N/A 156504AM4 23828000 PA USD 20608837.2 0.0944488100 Long DBT CORP US N 2 2029-08-15 Fixed 3.875000000000 N N N N N N Amazon.com Inc. ZXTILKJKG63JELOEG630 023135BJ4 25692000 PA USD 25366280.16 0.1162518269 Long DBT CORP US N 2 2047-08-22 Fixed 4.050000000000 N N N N N N AMERICAN AIRLINES 2017-1 CLASS PASS THRU CE 02/29 3.65 N/A 023761AA7 15638587.5 PA USD 14493256.45 0.0664215458 Long DBT CORP US N 2 2029-02-15 Fixed 3.650000000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A 161175BA1 38852000 PA USD 40113212.85 0.1838359525 Long DBT CORP US N 2 2045-10-23 Fixed 6.484000000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A 161175BK9 41271000 PA USD 39947247.12 0.1830753436 Long DBT CORP US N 2 2028-03-15 Fixed 4.200000000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A 161175BN3 50036000 PA USD 48542693.59 0.2224676530 Long DBT CORP US N 2 2048-04-01 Fixed 5.750000000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A 161175BT0 49824000 PA USD 42833650.45 0.1963035213 Long DBT CORP US N 2 2050-03-01 Fixed 4.800000000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A 161175CA0 16253000 PA USD 12124220.02 0.0555644232 Long DBT CORP US N 2 2052-06-01 Fixed 3.900000000000 N N N N N N Cheniere Energy Partners L.P. 5493005UEC8AZ34LDV29 16411QAG6 32119000 PA USD 31334011.64 0.1436015085 Long DBT CORP US N 2 2029-10-01 Fixed 4.500000000000 N N N N N N AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/32 3.95 N/A 02376LAA3 10179000 PA USD 8962180.96 0.0410730270 Long DBT CORP US N 2 2030-07-11 Fixed 3.950000000000 N N N N N N American Airlines 2016-1 Class A Pass Through Trust N/A 02376WAA9 21175714.93 PA USD 18466515.14 0.0846307029 Long DBT CORP US N 2 2028-01-15 Fixed 4.100000000000 N N N N N N Cheniere Energy Partners L.P. 5493005UEC8AZ34LDV29 16411QAK7 32214000 PA USD 29757682.5 0.1363773061 Long DBT CORP US N 2 2031-03-01 Fixed 4.000000000000 N N N N N N Choice Hotels International Inc. 5493003CYRY5RFGTIR97 169905AF3 15994000 PA USD 14757035.88 0.0676304279 Long DBT CORP US N 2 2029-12-01 Fixed 3.700000000000 N N N N N N Choice Hotels International Inc. 5493003CYRY5RFGTIR97 169905AG1 17414000 PA USD 15968164.34 0.0731809420 Long DBT CORP US N 2 2031-01-15 Fixed 3.700000000000 N N N N N N Cimpress plc N/A 17186HAC6 26170000 PA USD 22244500 0.1019449342 Long DBT CORP IE N 2 2026-06-15 Fixed 7.000000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967KJ9 52077000 PA USD 52800270.37 0.2419798193 Long DBT CORP US N 2 2026-03-09 Fixed 4.600000000000 N N N N N N CoreLogic Inc. 54930086CD8K2UIL0516 21870FBA6 32781270 PA USD 29994862.05 0.1374642828 Long LON CORP US N 2 2028-06-02 Floating 4.56300000 N N N N N N AMERICAN AIRLINES 2015-1 CLASS PASS THRU CE 11/28 3.375 N/A 023770AA8 59045272.31 PA USD 52747462.23 0.2417378034 Long DBT CORP US N 2 2027-05-01 Fixed 3.375000000000 N N N N N N American Airlines 2015-1 Class B Pass Through Trust N/A 023770AB6 12739712.65 PA USD 12251120.46 0.0561459988 Long DBT CORP US N 2 2023-05-01 Fixed 3.700000000000 N N N N N N Clear Channel Outdoor Holdings Inc. N/A 18453HAC0 6716000 PA USD 5635328.44 0.0258263026 Long DBT CORP US N 2 2028-04-15 Fixed 7.750000000000 N N N N N N Clydesdale Acquisition Holdings Inc. N/A 18972EAA3 1764000 PA USD 1741950 0.0079832308 Long DBT CORP US N 2 2029-04-15 Fixed 6.625000000000 N N N N N N COLT 2021-2 MORTGAGE LOAN TRUS COLT 2021 2 A1 144A N/A 19685WAA9 20130626.06 PA USD 17846242.88 0.0817880401 Long ABS-MBS CORP US N 2 2066-08-25 Variable 0.924000000000 N N N N N N COLT 2020-RPL1 TRUST COLT 2020 RPL1 A1 144A N/A 19687YAA3 32756673.59 PA USD 30022080.97 0.1375890252 Long ABS-MBS CORP US N 2 2065-01-25 Variable 1.389700000000 N N N N N N CoStar Group Inc. N/A 22160NAA7 30088000 PA USD 26000835.55 0.1191599483 Long DBT CORP US N 2 2030-07-15 Fixed 2.800000000000 N N N N N N Credit Agricole S.A. N/A 225313AD7 18705000 PA USD 19245200.4 0.0881993612 Long DBT CORP FR N 2 2024-01-23 Variable 7.875000000000 N N N N N N Nissan Motor Acceptance Company LLC 7D6DIU2QXTUJRFNNJA49 65480CAB1 13599000 PA USD 12666495.63 0.0580496331 Long DBT CORP US N 2 2024-09-16 Fixed 1.125000000000 N N N N N N AMSR 2020-SFR4 TRUST AMSR 2020 SFR4 A 144A N/A 66981FAA8 33892000 PA USD 31327866.85 0.1435733474 Long ABS-O CORP US N 2 2037-11-17 Fixed 1.355000000000 N N N N N N Credit Agricole S.A. N/A 225313AM7 34359000 PA USD 30364421.63 0.1391579477 Long DBT CORP FR N 2 2030-01-14 Fixed 3.250000000000 N N N N N N Credit Agricole S.A. N/A 225313AN5 16269000 PA USD 11731373.03 0.0537640339 Long DBT CORP FR N 2 2041-01-11 Fixed 2.811000000000 N N N N N N Farmer Mac Discount Notes 549300MS654K78GYF580 31315LXN3 47136000 PA USD 47136000 0.2160208780 Long DBT USGSE US N 2 2022-06-01 None 0.000000000000 N N N N N N FREDDIE MAC POOL FR 10/49 FIXED 3 S6XOOCT0IEG5ABCC6L87 3132DMDD4 17116297.46 PA USD 16498650.73 0.0756121227 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC POOL FR 11/51 FIXED 2.5 S6XOOCT0IEG5ABCC6L87 3132DMZF5 51254809.33 PA USD 47557825.56 0.2179540740 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.500000000000 N N N N N N FREDDIE MAC POOL FR 11/51 FIXED 2 S6XOOCT0IEG5ABCC6L87 3132DMZK4 16211519.95 PA USD 14453594.6 0.0662397784 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.000000000000 N N N N N N FREDDIE MAC POOL FR 10/50 FIXED 2.5 S6XOOCT0IEG5ABCC6L87 3132DVLF0 141741682.2 PA USD 131971952.49 0.6048179109 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.500000000000 N N N N N N FREDDIE MAC POOL FR 11/50 FIXED 2 S6XOOCT0IEG5ABCC6L87 3132DVLH6 25655666.7 PA USD 22937787.47 0.1051222206 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.000000000000 N N N N N N COLT 2021-3 MORTGAGE LOAN TRUS COLT 2021 3 A1 144A N/A 19688FAA3 27120082.3 PA USD 23989028.12 0.1099399804 Long ABS-MBS CORP US N 2 2066-09-27 Variable 0.956000000000 N N N N N N COLT 2021-HX1 MORTGAGE LOAN TR COLT 2021 HX1 A1 144A N/A 19688KAA2 23636503.89 PA USD 21794931.87 0.0998845960 Long ABS-MBS CORP US N 2 2066-10-25 Variable 1.110000000000 N N N N N N FREDDIE MAC POOL FR 08/51 FIXED 2.5 S6XOOCT0IEG5ABCC6L87 3132DVLY9 69066562.76 PA USD 64203537.73 0.2942401687 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.500000000000 N N N N N N FREDDIE MAC FG 03/42 FIXED 4 S6XOOCT0IEG5ABCC6L87 3132GRZB0 3151635.68 PA USD 3227419.91 0.0147910320 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC FG 06/42 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 3132GUKJ2 2711522.94 PA USD 2717150.16 0.0124525026 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.500000000000 N N N N N N KNDL 2019-KNSQ MORTGAGE TRUST KNDL 2019 KNSQ D 144A N/A 482598AL3 11580000 PA USD 11202291.67 0.0513392923 Long ABS-MBS CORP US N 2 2036-05-15 Floating 2.225000000000 N N N N N N COMM 2020-CBM MORTGAGE TRUST COMM 2020 CBM A2 144A N/A 20049AAB4 14666000 PA USD 13942438.22 0.0638971857 Long ABS-MBS CORP US N 2 2037-02-10 Fixed 2.896000000000 N N N N N N CONNECT FINCO SARL / CONNECT U SR SECURED 144A 10/26 6.75 N/A 20752TAA2 23292000 PA USD 22340987.64 0.1023871301 Long DBT CORP LU N 2 2026-10-01 Fixed 6.750000000000 N N N N N N AMSR 2021-SFR4 TRUST AMSR 2021 SFR4 A 144A N/A 66982FAA7 14074000 PA USD 12843165.37 0.0588592978 Long ABS-O CORP US N 2 2038-12-17 Fixed 2.117000000000 N N N N N N Novelis Corporation 549300G5F3W3B52WYL23 670001AE6 28979000 PA USD 27493826.25 0.1260022167 Long DBT CORP US N 2 2030-01-30 Fixed 4.750000000000 N N N N N N Ken Garff Automotive LLC N/A 48850PAA2 9464000 PA USD 8183804.72 0.0375057850 Long DBT CORP US N 2 2028-09-15 Fixed 4.875000000000 N N N N N N SBL Holdings LLC N/A 78397DAB4 22901000 PA USD 20123154.73 0.0922229623 Long DBT CORP US N 2 2031-02-18 Fixed 5.000000000000 N N N N N N CONNECTICUT AVENUE SECURITIES CAS 2022 R03 1M1 144A N/A 20753XAA2 25836611.31 PA USD 25772490.01 0.1181134572 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 2.684460000000 N N N N N N CONNECTICUT AVENUE SECURITIES CAS 2022 R04 1M1 144A N/A 20753YCH3 11084587.02 PA USD 10994309.71 0.0503861260 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 2.584460000000 N N N N N N SBA Tower Trust N/A 78403DAN0 22542000 PA USD 21988695.34 0.1007726000 Long DBT CORP US N 2 2025-01-15 Fixed 2.836000000000 N N N N N N SandP Global Inc. Y6X4K52KMJMZE7I7MY94 78409VAY0 11278000 PA USD 11731998.37 0.0537668998 Long DBT CORP US N 2 2028-08-01 Fixed 4.750000000000 N N N N N N SMBC Aviation Capital Finance Designated Activity Company N/A 78448TAF9 11559000 PA USD 9590193.67 0.0439511638 Long DBT CORP IE N 2 2028-06-15 Fixed 2.300000000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRU SMB 2021 A APT2 144A N/A 78448YAJ0 15195106.54 PA USD 13679490.39 0.0626921148 Long ABS-O CORP US N 2 2053-01-15 Fixed 1.070000000000 N N N N N N OBX 2021-NQM2 TRUST OBX 2021 NQM2 A1 144A N/A 670857AA9 20599570.12 PA USD 18491747.95 0.0847463431 Long ABS-MBS CORP US N 2 2061-05-25 Variable 1.101000000000 N N N N N N OCP CLO 2020-19 LTD OCP 2020 19A AR 144A N/A 670881AM3 14541000 PA USD 14077578.33 0.0645165231 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 2.212710000000 N N N N N N OBX 2021-NQM3 TRUST OBX 2021 NQM3 A1 144A N/A 67114JAA8 24679024.6 PA USD 22279547.2 0.1021055530 Long ABS-MBS CORP US N 2 2061-07-25 Variable 1.054000000000 N N N N N N Ocean Spray Cranberries Inc. F58I6BK23LKYT8F1SB71 675022404 28284 NS USD 2715264 0.0124438585 Long EP CORP US N 2 N N N SLG OFFICE TRUST 2021-OVA SLG 2021 OVA D 144A N/A 78449RAJ4 22906000 PA USD 18529953.01 0.0849214341 Long ABS-MBS CORP US N 2 2041-07-15 Fixed 2.850610000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTA A2A 144A N/A 78449VAB2 21507095.58 PA USD 19824851.43 0.0908558599 Long ABS-O CORP US N 2 2054-09-15 Fixed 1.600000000000 N N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 68389XBV6 56025000 PA USD 48881390.63 0.2240198770 Long DBT CORP US N 2 2030-04-01 Fixed 2.950000000000 N N N N N N Qorvo Inc. N/A 74736KAJ0 16254000 PA USD 13606223.4 0.0623563375 Long DBT CORP US N 2 2031-04-01 Fixed 3.375000000000 N N N N N N SMRT 2022-MINI SMRT 2022 MINI A 144A N/A 78457JAA0 55385000 PA USD 53444874.53 0.2449339936 Long ABS-MBS CORP US N 2 2039-01-15 Floating 1.782000000000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AS5 12815000 PA USD 13210272.4 0.0605417227 Long DBT CORP US N 2 2027-03-15 Fixed 5.000000000000 N N N N N N Consensus Cloud Solutions Inc. N/A 20848VAB1 18197000 PA USD 16424430.23 0.0752719755 Long DBT CORP US N 2 2028-10-15 Fixed 6.500000000000 N N N N N N ContiMortgage Home Equity Loan Trust 1995-2 N/A 21075WBF1 73116.19 PA USD 64143.99 0.0002939673 Long ABS-MBS CORP US N 2 2025-08-15 Fixed 8.100000000000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AU0 13493000 PA USD 13336322.93 0.0611194032 Long DBT CORP US N 2 2028-03-15 Fixed 4.200000000000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AV8 16234000 PA USD 17145922.55 0.0785785226 Long DBT CORP US N 2 2026-06-30 Fixed 5.875000000000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AX4 28938000 PA USD 28839465.53 0.1321691842 Long DBT CORP US N 2 2030-05-15 Fixed 4.500000000000 N N N N N N Sabre GLBL Inc. F2TJC7HPPHLHU1AQMP98 78573NAF9 14309000 PA USD 14130137.5 0.0647573979 Long DBT CORP US N 2 2025-09-01 Fixed 7.375000000000 N N N N N N Santander Holdings USA Inc. 549300SMVCQN2P0O6I58 80282KAP1 11817000 PA USD 11693021.24 0.0535882704 Long DBT CORP US N 2 2027-07-13 Fixed 4.400000000000 N N N N N N Santander Holdings USA Inc. 549300SMVCQN2P0O6I58 80282KAZ9 54351000 PA USD 51997609.31 0.2383012818 Long DBT CORP US N 2 2026-10-05 Fixed 3.244000000000 N N N N N N Santander Holdings USA Inc. 549300SMVCQN2P0O6I58 80282KBB1 47214000 PA USD 46402999.46 0.2126615896 Long DBT CORP US N 2 2025-06-02 Fixed 3.450000000000 N N N N N N Santander Holdings USA Inc. 549300SMVCQN2P0O6I58 80282KBC9 23584000 PA USD 21414916.55 0.0981430133 Long DBT CORP US N 2 2028-01-06 Variable 2.490000000000 N N N N N N SANTANDER REVOLVING AUTO LOAN SREV 2019 A A 144A N/A 80286JAA3 43933000 PA USD 42512628.54 0.1948323011 Long ABS-O CORP US N 2 2032-01-26 Fixed 2.510000000000 N N N N N N SANTANDER RETAIL AUTO LEASE TR SRT 2022 A A3 144A N/A 80287CAC3 11616000 PA USD 11122587.17 0.0509740123 Long ABS-O CORP US N 2 2025-07-21 Fixed 1.340000000000 N N N N N N Sasol Financing USA LLC N/A 80386WAD7 27355000 PA USD 23853560 0.1093191398 Long DBT CORP US N 2 2031-03-18 Fixed 5.500000000000 N N N N N N Continental Resources Inc. XXRTID9RYWOZ0UPIVR53 212015AQ4 13606000 PA USD 12219684.66 0.0560019308 Long DBT CORP US N 2 2044-06-01 Fixed 4.900000000000 N N N N N N Coruripe Netherlands B.V. N/A 22088DAA8 18985000 PA USD 16749706.1 0.0767626913 Long DBT CORP NL N 2 2027-02-10 Fixed 10.000000000000 N N N N N N International Game Technology PLC 549300UQ6KHRCZDRGZ76 460599AF0 2543000 PA USD 2449544.75 0.0112260864 Long DBT CORP US N 2 2026-04-15 Fixed 4.125000000000 N N N N N N Intesa Sanpaolo S.p.A 2W8N8UU78PMDQKZENC08 46115HBQ9 12859000 PA USD 10532563.35 0.0482699759 Long DBT CORP IT N 2 2032-06-01 Variable 4.198000000000 N N N N N N INVERSIONES LATIN AMERICA POWE SR SECURED 144A 06/33 5.125 N/A 46137NAC2 12637071.42 PA USD 8530023.21 0.0390924793 Long DBT CORP CL N 2 2033-06-15 Fixed 5.125000000000 N N N N N N Iron Mountain Incorporated SQL3F6CKNNBM3SQGHX24 46284VAF8 12154000 PA USD 11493551.64 0.0526741157 Long DBT CORP US N 2 2029-09-15 Fixed 4.875000000000 N N N N N N Iron Mountain Incorporated SQL3F6CKNNBM3SQGHX24 46284VAJ0 11787000 PA USD 11256585 0.0515881147 Long DBT CORP US N 2 2030-07-15 Fixed 5.250000000000 N N N N N N Iron Mountain Information Management Services Inc. N/A 46285MAA8 15979000 PA USD 14666165.36 0.0672139748 Long DBT CORP US N 2 2032-07-15 Fixed 5.000000000000 N N N N N N IRVINE CORE OFFICE TRUST 2013- ICOT 2013 IRV A2 144A N/A 46361TAC6 20104000 PA USD 20017504.55 0.0917387752 Long ABS-MBS CORP US N 2 2048-05-15 Variable 3.173100000000 N N N N N N IRVINE CORE OFFICE TRUST 2013- ICOT 2013 IRV XA 144A N/A 46361TAE2 3388308.68 PA USD 16583.74 0.0000760021 Long ABS-MBS CORP US N 2 2048-05-15 Variable 1.105100000000 N N N N N N JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 12/31 3.75 N/A 46590XAC0 5619000 PA USD 4801492.59 0.0220048932 Long DBT CORP US N 2 2031-12-01 Fixed 3.750000000000 N N N N N N JPMORGAN CHASE BANK NA - CACLN CACLN 2021 3 B 144A N/A 46591HCD0 14696386.39 PA USD 14181251.59 0.0649916501 Long ABS-O CORP US N 2 2029-02-26 Fixed 0.760000000000 N N N N N N JBS Finance Luxembourg S.a r.l. N/A 46592QAA7 17668000 PA USD 14966386.12 0.0685898649 Long DBT CORP LU N 2 2032-01-15 Fixed 3.625000000000 N N N N N N Marvell Technology Inc. N/A 573874AF1 32228000 PA USD 28749095.04 0.1317550227 Long DBT CORP US N 2 2028-04-15 Fixed 2.450000000000 N N N N N N MasTec Inc. 549300TMDIT8WREDOF45 576323AP4 11194000 PA USD 10672871.61 0.0489129985 Long DBT CORP US N 2 2028-08-15 Fixed 4.500000000000 N N N N N N Methanex Corporation 549300TSJHRXT9QXRD13 59151KAK4 16813000 PA USD 16710440.7 0.0765827408 Long DBT CORP CA N 2 2024-12-01 Fixed 4.250000000000 N N N N N N UNITED AIRLINES 2014-2 CLASS A PASS THRU CE 03/28 3.75 N/A 90932QAA4 29454119.38 PA USD 27963452.29 0.1281544789 Long DBT CORP US N 2 2026-09-03 Fixed 3.750000000000 N N N N N N United Airlines 2014-2 Class B Pass Through Trust N/A 90932QAB2 6320255.41 PA USD 6311365.34 0.0289245308 Long DBT CORP US N 2 2022-09-03 Fixed 4.625000000000 N N N N N N UNITED AIRLINES 2020-1 CLASS B PASS THRU CE 07/27 4.875 N/A 90932VAA3 10516100 PA USD 10148036.5 0.0465077171 Long DBT CORP US N 2 2026-01-15 Fixed 4.875000000000 N N N N N N United Airlines 2016-1 Class B Pass Through Trust N/A 90933HAA3 22756157.3 PA USD 20793261.23 0.0952940120 Long DBT CORP US N 2 2026-01-07 Fixed 3.650000000000 N N N N N N United Rentals (North America) Inc. NGIZXNT70J2LYT3FBI09 911363AM1 11656000 PA USD 10585105 0.0485107704 Long DBT CORP US N 2 2031-02-15 Fixed 3.875000000000 N N N N N N United Rentals (North America) Inc. NGIZXNT70J2LYT3FBI09 911365BG8 26983000 PA USD 26915542.5 0.1233519841 Long DBT CORP US N 2 2028-01-15 Fixed 4.875000000000 N N N N N N DB Master Finance LLC N/A 233046AN1 52016610 PA USD 46663840.75 0.2138570063 Long ABS-O CORP US N 2 2051-11-20 Fixed 2.045000000000 N N N N N N United Rentals (North America) Inc. NGIZXNT70J2LYT3FBI09 911365BM5 13783000 PA USD 13228372.08 0.0606246723 Long DBT CORP US N 2 2027-11-15 Fixed 3.875000000000 N N N N N N United States Treasury Note/Bond N/A 912810RK6 46172000 PA USD 39879261.52 0.1827637705 Long DBT UST US N 2 2045-02-15 Fixed 2.500000000000 N N N N N N United States Treasury Note/Bond N/A 912810TD0 1853541000 PA USD 1550313277.03 7.1049735931 Long DBT UST US N 2 2052-02-15 Fixed 2.250000000000 N N N N N N United States Treasury Note/Bond N/A 912810TG3 34103000 PA USD 32813480.31 0.1503818064 Long DBT UST US N 2 2052-05-15 Fixed 2.875000000000 N N N N N N DCP Midstream Operating LP 549300Y6CTBSE0QIPL28 23311RAH9 14289000 PA USD 12538597.5 0.0574634853 Long DBT CORP US N 2 2043-05-21 Variable 5.850000000000 N N N N N N DPL Inc. N/A 233293AR0 16984000 PA USD 16304640 0.0747229856 Long DBT CORP US N 2 2025-07-01 Fixed 4.125000000000 N N N N N N DTE Energy Company 549300IX8SD6XXD71I78 233331842 33037 NS USD 1745014.34 0.0079972745 Long EP CORP US N 1 N N N DAE Funding LLC N/A 23371DAF1 24111000 PA USD 22417298.69 0.1027368581 Long DBT CORP AE N 2 2025-03-20 Fixed 2.625000000000 N N N N N N Daimler Finance North America LLC 549300423Z16BB673J12 233851CB8 10505000 PA USD 10465957.33 0.0479647253 Long DBT CORP US N 2 2025-08-03 Fixed 3.500000000000 N N N N N N DATABANK ISSUER COLO 2021 1A A2 144A N/A 23802WAA9 15292000 PA USD 13874937.77 0.0635878360 Long ABS-O CORP US N 2 2051-02-27 Fixed 2.060000000000 N N N N N N DATABANK ISSUER COLO 2021 1A C 144A N/A 23802WAE1 3400000 PA USD 3031255.04 0.0138920226 Long ABS-O CORP US N 2 2051-02-27 Fixed 4.430000000000 N N N N N N Dave and Buster's Inc. N/A 23833NAH7 3081000 PA USD 3092553.75 0.0141729501 Long DBT CORP US N 2 2025-11-01 Fixed 7.625000000000 N N N N N N DaVita Inc. M2XHYMU3TZNEZURC6H66 23918KAS7 25690000 PA USD 22318187.5 0.1022826387 Long DBT CORP US N 2 2030-06-01 Fixed 4.625000000000 N N N N N N DaVita Inc. M2XHYMU3TZNEZURC6H66 23918KAT5 25782000 PA USD 21130153.74 0.0968379660 Long DBT CORP US N 2 2031-02-15 Fixed 3.750000000000 N N N N N N DEALER TIRE LLC / DT ISSUER LL SR UNSECURED 144A 02/28 8 N/A 24229JAA1 7968000 PA USD 7350480 0.0336867181 Long DBT CORP US N 2 2028-02-01 Fixed 8.000000000000 N N N N N N DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 144A 12/51 3.45 N/A 24703DBG5 31127000 PA USD 22562401.59 0.1034018542 Long DBT CORP US N 2 2051-12-15 Fixed 3.450000000000 N N N N N N Deluxe Corporation KWGNKB8TX9LE5TV29231 248019AU5 8022000 PA USD 7109497.5 0.0325823127 Long DBT CORP US N 2 2029-06-01 Fixed 8.000000000000 N N N N N N FREDDIE MAC POOL FR 09/50 FIXED 2.5 S6XOOCT0IEG5ABCC6L87 3133AAU34 30473928.22 PA USD 28275859.01 0.1295862163 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.500000000000 N N N N N N FREDDIE MAC POOL FR 01/52 FIXED 2 S6XOOCT0IEG5ABCC6L87 3133B3DL8 18685344.15 PA USD 16647486.88 0.0762942280 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.000000000000 N N N N N N FREDDIE MAC POOL FR 09/49 FIXED 3 S6XOOCT0IEG5ABCC6L87 3133KGP44 13768787.35 PA USD 13241817.31 0.0606862908 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC POOL FR 12/49 FIXED 3 S6XOOCT0IEG5ABCC6L87 3133KHB54 15941857.78 PA USD 15296845.43 0.0701043360 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC POOL FR 02/50 FIXED 3 S6XOOCT0IEG5ABCC6L87 3133KHK54 9016992 PA USD 8688793.33 0.0398201113 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC POOL FR 09/50 FIXED 2 S6XOOCT0IEG5ABCC6L87 3133KKAQ2 135302921.6 PA USD 120842516.57 0.5538125112 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.000000000000 N N N N N N FREDDIE MAC POOL FR 06/51 FIXED 3 S6XOOCT0IEG5ABCC6L87 3133KL2B2 85400540.51 PA USD 82011932.46 0.3758547534 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC POOL FR 11/51 FIXED 2 S6XOOCT0IEG5ABCC6L87 3133KNAH6 17506760.4 PA USD 15608383.32 0.0715320916 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.000000000000 N N N N N N FREDDIE MAC POOL FR 12/51 FIXED 2.5 S6XOOCT0IEG5ABCC6L87 3133KNED1 16820229.17 PA USD 15505810.68 0.0710620086 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.500000000000 N N N N N N FREDDIE MAC POOL FR 12/51 FIXED 2 S6XOOCT0IEG5ABCC6L87 3133KNGS6 53943163.42 PA USD 48060024.92 0.2202556174 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.000000000000 N N N N N N FREDDIE MAC POOL FR 03/52 FIXED 2 S6XOOCT0IEG5ABCC6L87 3133KNW41 70436039.9 PA USD 62688124.82 0.2872951410 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.000000000000 N N N N N N FREDDIE MAC POOL FR 03/52 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 3133KNWL3 29099923.27 PA USD 28772121.36 0.1318605507 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31371HVJ4 32.79 PA USD 35.98 0.0000001649 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 7.500000000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K022 X1 S6XOOCT0IEG5ABCC6L87 3137AVXP7 165933654.5 PA USD 92259.11 0.0004228168 Long ABS-MBS USGSE US N 2 2022-07-25 Variable 1.135789000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K024 X1 S6XOOCT0IEG5ABCC6L87 3137AXHQ9 8530213.03 PA USD 9363.61 0.0000429127 Long ABS-MBS USGSE US N 2 2022-09-25 Variable 0.757519000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K026 X1 S6XOOCT0IEG5ABCC6L87 3137B1BT8 14029399.69 PA USD 33485.37 0.0001534610 Long ABS-MBS USGSE US N 2 2022-11-25 Variable 0.916298000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS KS01 X1 S6XOOCT0IEG5ABCC6L87 3137B1U83 13788857.11 PA USD 36974.82 0.0001694529 Long ABS-MBS USGSE US N 2 2023-01-25 Variable 1.116729000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K038 X1 S6XOOCT0IEG5ABCC6L87 3137BBBE9 170653494.57 PA USD 2825236.86 0.0129478561 Long ABS-MBS USGSE US N 2 2024-03-25 Variable 1.090089000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS KS03 X S6XOOCT0IEG5ABCC6L87 3137BLME5 33202838.95 PA USD 108500.24 0.0004972488 Long ABS-MBS USGSE US N 2 2025-08-25 Variable 0.191614000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31384VL75 38.11 PA USD 41.85 0.0000001918 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 7.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31384WB66 15.17 PA USD 16.72 0.0000000766 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 7.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31385HNT5 105.33 PA USD 116.8 0.0000005353 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 7.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31386XBH8 108.6 PA USD 121.09 0.0000005549 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 7.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31387QYP9 48.81 PA USD 51.15 0.0000002344 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 7.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31387XQ24 87.78 PA USD 97.89 0.0000004486 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 7.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31387XXY6 1617.88 PA USD 1803.66 0.0000082660 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 7.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31389GSH4 53.59 PA USD 59.81 0.0000002741 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 7.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138A4GE9 2655548.28 PA USD 2718672.26 0.0124594783 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138ALM38 1576617.58 PA USD 1614363.7 0.0073985120 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138ARZ23 3544486.2 PA USD 3625731.49 0.0166164651 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138E2LN3 1680770.28 PA USD 1721190.28 0.0078880905 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138ELB44 9971362.65 PA USD 9993028.43 0.0457973264 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.500000000000 N N N N N N Leviathan Bond Ltd N/A BK6709046 29476000 PA USD 29256781.68 0.1340817139 Long DBT CORP IL N 2 2027-06-30 Fixed 6.500000000000 N N N N N N Leviathan Bond Ltd N/A BK6709079 4949000 PA USD 4878541.78 0.0223580040 Long DBT CORP IL N 2 2030-06-30 Fixed 6.750000000000 N N N N N N Energean Israel Finance Ltd N/A BO3321904 6461000 PA USD 5970416.46 0.0273619867 Long DBT CORP IL N 2 2028-03-30 Fixed 5.375000000000 N N N N N N Energean Israel Finance Ltd N/A BO3322191 11574000 PA USD 10516446 0.0481961112 Long DBT CORP IL N 2 2031-03-30 Fixed 5.875000000000 N N N N N N Hunter Douglas Inc. N/A N/A 21395000 PA USD 19291229.65 0.0884103099 Long LON CORP US N 2 2029-02-26 Floating 4.842 N N N N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 P2121YAS7 27831680 PA USD 26428406.69 0.1211194759 Long LON CORP US N 2 2028-10-18 Floating 4 N N N N N N CF HIPPOLYTA ISSUER LLC SORT 2020 1 A1 144A N/A 12530MAA3 33437749.83 PA USD 30671588.57 0.1405656715 Long ABS-O CORP US N 2 2060-07-15 Fixed 1.690000000000 N N N N N N CF HIPPOLYTA ISSUER LLC SORT 2021 1A A1 144A N/A 12530MAE5 32160466.55 PA USD 28985331.22 0.1328376761 Long ABS-O CORP US N 2 2061-03-15 Fixed 1.530000000000 N N N N N N CGI Inc. 549300WSRCZY73ZG3090 12532HAA2 24919000 PA USD 22342309.61 0.1023931886 Long DBT CORP CA N 2 2026-09-14 Fixed 1.450000000000 N N N N N N CLI FUNDING VI LLC CLIF 2020 1A A 144A N/A 12563LAN7 40484768.35 PA USD 36619626.79 0.1678251004 Long ABS-O CORP US N 2 2045-09-18 Fixed 2.080000000000 N N N N N N CLI FUNDING VIII LLC CLIF 2021 1A A 144A N/A 12565KAA5 30353306.85 PA USD 27186160.86 0.1245922085 Long ABS-O CORP US N 2 2046-02-18 Fixed 1.640000000000 N N N N N N CLI FUNDING VIII LLC CLIF 2022 1A A1 144A N/A 12565KAE7 21507700.93 PA USD 19351728.12 0.0886875700 Long ABS-O CORP US N 2 2047-01-18 Fixed 2.720000000000 N N N N N N COMM 2014-CCRE15 MORTGAGE TRUS COMM 2014 CR15 XA N/A 12591RBB5 50210064.57 PA USD 479958.01 0.0021996128 Long ABS-MBS CORP US N 2 2047-02-10 Variable 0.631929000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967KY6 42722000 PA USD 41408690.26 0.1897730318 Long DBT CORP US N 2 2026-10-21 Fixed 3.200000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967MK4 40778000 PA USD 36327896.86 0.1664881232 Long DBT CORP US N 2 2025-01-30 Variable 4.700000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967MY4 17677000 PA USD 15131247.91 0.0693454145 Long DBT CORP US N 2 2032-05-01 Variable 2.561000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QNQL9 1162800.54 PA USD 1074386.19 0.0049238342 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X43Z7 17429953.05 PA USD 16892223.31 0.0774158374 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X47C4 22691480.69 PA USD 21773376.57 0.0997858097 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X4XS0 34940873.62 PA USD 33767373.9 0.1547534317 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X53F8 2838255.17 PA USD 2885640.98 0.0132246839 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X5B93 23957925.53 PA USD 23093396.6 0.1058353660 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X5CA9 18540673.95 PA USD 17825276.48 0.0816919526 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X5FK4 20434375.99 PA USD 19607595.01 0.0898601894 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X5ZD8 29322219.44 PA USD 29010239.82 0.1329518304 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X7QX0 29899686.26 PA USD 27764062.3 0.1272406890 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X7S59 32173073 PA USD 29955502.12 0.1372838991 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.500000000000 N N N N N N Group 1 Automotive Inc. 549300US8QAZJLWYAF63 398905AN9 2525000 PA USD 2299643.75 0.0105391009 Long DBT CORP US N 2 2028-08-15 Fixed 4.000000000000 N N N N N N HandE Equipment Services Inc. N/A 404030AJ7 18683000 PA USD 16299049.2 0.0746973633 Long DBT CORP US N 2 2028-12-15 Fixed 3.875000000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280AT6 7004000 PA USD 7074978.61 0.0324241151 Long DBT CORP GB N 2 2025-03-30 Variable 6.375000000000 N N N N N N HarborView Mortgage Loan Trust 2007-3 N/A 41164UAR0 18689900.93 PA USD 194341.33 0.0008906523 Long ABS-MBS CORP US N 2 2047-05-19 Variable 0.000000000000 N N N N N N HarborView Mortgage Loan Trust 2007-4 N/A 41164YAQ4 19862843.86 PA USD 261283.79 0.0011974447 Long ABS-MBS CORP US N 2 2047-07-19 Variable 0.000000000000 N N N N N N HarborView Mortgage Loan Trust 2007-6 N/A 41165BAS9 20142348.32 PA USD 251231.48 0.0011513757 Long ABS-MBS CORP US N 2 2037-08-19 Variable 0.000000000000 N N N N N N Hess Midstream Operations LP N/A 428102AE7 5230000 PA USD 4793033.5 0.0219661258 Long DBT CORP US N 2 2030-02-15 Fixed 4.250000000000 N N N N N N Hess Midstream Operations LP N/A 428102AF4 2295000 PA USD 2263788 0.0103747766 Long DBT CORP US N 2 2030-10-15 Fixed 5.500000000000 N N N N N N HI-FI MUSIC IP ISSUER LP HIFI 2022 1A A2 144A N/A 428357AA5 20831000 PA USD 20400904.43 0.0934958691 Long ABS-O CORP CA N 2 2062-02-01 Fixed 3.939000000000 N N N N N N Hilton Domestic Operating Company Inc. 5493003EG7H0N1E4XV50 432833AF8 23211000 PA USD 22780552.01 0.1044016218 Long DBT CORP US N 2 2030-01-15 Fixed 4.875000000000 N N N N N N Hilton Domestic Operating Company Inc. 5493003EG7H0N1E4XV50 432833AH4 6395000 PA USD 6514906.25 0.0298573440 Long DBT CORP US N 2 2028-05-01 Fixed 5.750000000000 N N N N N N Hilton Domestic Operating Company Inc. 5493003EG7H0N1E4XV50 432833AL5 11306000 PA USD 10364210.2 0.0474984256 Long DBT CORP US N 2 2031-05-01 Fixed 4.000000000000 N N N N N N Hilton Domestic Operating Company Inc. 5493003EG7H0N1E4XV50 432833AN1 17376000 PA USD 15073680 0.0690815850 Long DBT CORP US N 2 2032-02-15 Fixed 3.625000000000 N N N N N N Hilton Grand Vacations Trust 2017 - A N/A 43283AAA3 6779271.09 PA USD 6679312.77 0.0306108072 Long ABS-O CORP US N 2 2028-12-26 Fixed 2.660000000000 N N N N N N HILTON GRAND VACATIONS TRUST 2 HGVT 2022 1D B 144A N/A 43283BAB9 3550412.59 PA USD 3518455.33 0.0161248262 Long ABS-O CORP US N 2 2034-06-20 Fixed 4.100000000000 N N N N N N Hilton Grand Vacations Trust 2018 - A N/A 43284BAA0 5350194.39 PA USD 5294808.11 0.0242657225 Long ABS-O CORP US N 2 2032-02-25 Fixed 3.540000000000 N N N N N N Lcpr Senior Secured Financing Designated Activity Company N/A 50201DAA1 10382000 PA USD 10459865 0.0479368046 Long DBT CORP IE N 2 2027-10-15 Fixed 6.750000000000 N N N N N N Lcpr Senior Secured Financing Designated Activity Company N/A 50201DAD5 8324000 PA USD 7572759 0.0347054067 Long DBT CORP IE N 2 2029-07-15 Fixed 5.125000000000 N N N N N N LLPL Capital Pte Ltd N/A 50201PAA4 3171244.6 PA USD 3101477.22 0.0142138457 Long DBT CORP SG N 2 2039-02-04 Fixed 6.875000000000 N N N N N N LSB Industries Inc. 5493001H215A0HG0MI71 502160AN4 10210000 PA USD 10091154.07 0.0462470291 Long DBT CORP US N 2 2028-10-15 Fixed 6.250000000000 N N N N N N ESC GCB144A LSC COMMUN 20231015 00008.7500000000 N/A N/A 19591000 PA USD 12342.33 0.0000565640 Long DBT CORP US N 2 2023-10-15 None 8.750000000000 N N N N N N LAUREL ROAD PRIME STUDENT LOAN LRK 2019 A A2FX 144A N/A 51889RAB5 2530383.48 PA USD 2516654.63 0.0115336461 Long ABS-O CORP US N 2 2048-10-25 Fixed 2.730000000000 N N N N N N LEGENDS HOSPITALITY HOLDING CO SR SECURED 144A 02/26 5 N/A 52473NAA6 4392000 PA USD 4108122.68 0.0188272290 Long DBT CORP US N 2 2026-02-01 Fixed 5.000000000000 N N N N N N Levi Strauss and Co. MB0UERO0RDFKU8258G77 52736RBJ0 6193000 PA USD 5434357.5 0.0249052673 Long DBT CORP US N 2 2031-03-01 Fixed 3.500000000000 N N N N N Liberty Mutual Group Inc. QUR0DG15Z6FFGYCHH861 53079EBM5 22859000 PA USD 19889324.9 0.0911513371 Long DBT CORP US N 2 2051-12-15 Variable 4.125000000000 N N N N N N LIFE 2021-BMR MORTGAGE TRUST LIFE 2021 BMR A 144A N/A 53218CAA8 23224635.74 PA USD 22236028.03 0.1019061078 Long ABS-MBS CORP US N 2 2038-03-15 Floating 1.575000000000 N N N N N N MSCI Inc. 549300HTIN2PD78UB763 55354GAM2 22874000 PA USD 20694107.8 0.0948395990 Long DBT CORP US N 2 2031-11-01 Fixed 3.625000000000 N N N N N N MSCI Inc. 549300HTIN2PD78UB763 55354GAQ3 19492000 PA USD 16990006.88 0.0778639724 Long DBT CORP US N 2 2033-08-15 Fixed 3.250000000000 N N N N N Magallanes Inc. N/A 55903VAL7 41536000 PA USD 38821446.29 0.1779158799 Long DBT CORP US N 2 2032-03-15 Fixed 4.279000000000 N N N N N N MARB Bondco PLC N/A 566007AC4 26902000 PA USD 22467205.3 0.1029655765 Long DBT CORP GB N 2 2031-01-29 Fixed 3.950000000000 N N N N N N 2022-06-30 John Hancock Sovereign Bond Fund /s/Salvatore Schiavone Salvatore Schiavone Treasurer