NPORT-P false 0000908695 XXXXXXXX S000012902 C000034871 C000220614 C000066840 C000220613 C000175750 Victory Portfolios III 811-07852 0000908695 549300WIDR2J6W1Y9S11 15935 La Cantera Pkwy Building Two San Antonio 78256 800-235-8396 Victory Core Plus Intermediate Bond Fund S000012902 5493002WB6DHNEK4HM51 2026-04-30 2026-01-31 N 5544274857.69 128742662.01 5415532195.68 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 23107843.37000000 CAD EUR GBP JPY USD N Government National Mortgage Association 2 N/A 36179YAR5 8066970.37000000 PA USD 8100554.43000000 0.149580025329 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 5.00000000 N N N N N N APOLLO GLOBAL MANAGEMENT, INC. 254900LMFT1CY9IYB476 03769MAE6 3041000.00000000 PA USD 3027224.27000000 0.055898924807 Long DBT CORP US N 2 2035-08-12 Fixed 5.15000000 N N N N N N O'Reilly Automotive, Inc. 549300K2RLMQL149Q332 67103HAN7 570000.00000000 PA USD 573126.15000000 0.010583006974 Long DBT CORP US N 2 2034-08-19 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVJF3 11564709.41000000 PA USD 11651959.40000000 0.215158159511 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.00000000 N N N N N N BROADSTREET PARTNERS GROUP, LLC 549300BS9N54G8DD0R75 11132VAY5 985573.44000000 PA USD 979186.92000000 0.018081083901 Long LON CORP US N 2 2031-06-16 Floating 6.17000000 N N N N N N AUTONATION FINANCE TRUST N/A 05330WAF6 2377000.00000000 PA USD 2381920.30000000 0.043983125091 Long ABS-MBS CORP US Y 2 2031-10-14 Fixed 4.56000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138LXE54 224089.48000000 PA USD 221428.63000000 0.004088769524 Long ABS-MBS USGSE US N 2 2027-07-01 Fixed 2.50000000 N N N N N N LAD AUTO RECEIVABLES TRUST N/A 505713AF4 1698000.00000000 PA USD 1729381.99000000 0.031933740351 Long ABS-MBS CORP US Y 2 2031-02-15 Fixed 6.30000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401BP2 4356000.00000000 PA USD 4305564.84000000 0.079504002273 Long DBT CORP CH Y 2 2037-03-23 Fixed 5.01000000 N N N N N N IRV TRUST N/A 45006HAA9 4904292.00000000 PA USD 5025360.89000000 0.092795328481 Long ABS-MBS CORP US Y 2 2047-03-14 Variable 5.29459000 N N N N N N GRANITE PARK EQUIPMENT LEASING LLC N/A 387422AG3 1176000.00000000 PA USD 1164580.33000000 0.021504448462 Long ABS-MBS CORP US Y 2 2035-06-20 Fixed 7.00000000 N N N N N N DENTSPLY SIRONA INC. 9NHEHR1SOZCYXDO8HO28 24906PAB5 14197000.00000000 PA USD 14022923.18000000 0.258938968014 Long DBT CORP US N 2 2055-09-12 Fixed 8.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W2YU9 7619527.86000000 PA USD 7674620.63000000 0.141714984837 Long ABS-MBS USGSE US N 2 2055-08-01 Fixed 5.00000000 N N N N N N JAB Holdings B.V. 529900RRNKUM3INJGF98 46653KAB4 155000.00000000 PA USD 106248.32000000 0.001961918351 Long DBT CORP NL Y 2 2051-05-28 Fixed 3.75000000 N N N N N N EVERGREEN CREDIT CARD TRUST N/A 30023JCX4 6394000.00000000 PA USD 6473062.94000000 0.119527734414 Long ABS-MBS CORP US Y 2 2029-05-15 Fixed 5.24000000 N N N N N N Government National Mortgage Association 2 N/A 36179W5B0 10476689.65000000 PA USD 9077504.38000000 0.167619802671 Long ABS-MBS USGA US N 2 2052-05-20 Fixed 2.50000000 N N N N N N GRANITE PARK EQUIPMENT LEASING LLC N/A 387422AD0 1538000.00000000 PA USD 1585770.80000000 0.029281901440 Long ABS-MBS CORP US Y 2 2033-04-20 Fixed 6.62000000 N N N N N N ARTHUR J. GALLAGHER & CO. 54930049QLLMPART6V29 04316JAP4 1658000.00000000 PA USD 1587269.53000000 0.029309576097 Long DBT CORP US N 2 2055-02-15 Fixed 5.55000000 N N N N N N RETAINED VANTAGE DATA CENTERS ISSUER LLC N/A 76134KAJ3 1400429.00000000 PA USD 1377006.84000000 0.025426990187 Long ABS-MBS CORP US Y 2 2049-09-15 Fixed 5.77500000 N N N N N N CHASE AUTO OWNER TRUST N/A 16144QAG0 1610000.00000000 PA USD 1614661.43000000 0.029815378648 Long ABS-MBS CORP US Y 2 2032-01-26 Fixed 4.97000000 N N N N N N HUDSON YARDS MORTGAGE TRUST N/A 44421GAA1 1906211.00000000 PA USD 1825995.89000000 0.033717755227 Long ABS-MBS CORP US Y 2 2039-07-10 Fixed 3.22800000 N N N N N N 7-ELEVEN, INC. 549300K23JPL0SS3LB18 817826AE0 4092000.00000000 PA USD 3590770.92000000 0.066305042427 Long DBT CORP US Y 2 2031-02-10 Fixed 1.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BMG66 2299584.27000000 PA USD 2312257.87000000 0.042696780047 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N LES VETEMENTS DE SPORT GILDAN INC. 549300SB3IBI34M00Z45 375916AG8 2101000.00000000 PA USD 2098000.38000000 0.038740428533 Long DBT CORP CA Y 2 2035-10-07 Fixed 5.40000000 N N N N N N VERTICAL BRIDGE CC LLC N/A 91823AAY7 5262500.00000000 PA USD 5208011.02000000 0.096168037264 Long ABS-MBS CORP US Y 2 2052-02-15 Fixed 4.59429000 N N N N N N LOUISIANA LOC GOVT ENVIRONMENTAL FACS & CMNTY DEV AUTH SYS RESTORATION N/A 54627RAR1 512243.18000000 PA USD 521226.44000000 0.009624657765 Long DBT MUN US N 2 2031-06-01 Fixed 5.08100000 N N N N N N Government National Mortgage Association 2 N/A 36179XLD6 8399804.23000000 PA USD 7582966.01000000 0.140022545079 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W2TL5 17510053.56000000 PA USD 17872890.94000000 0.330030185292 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 5.50000000 N N N N N N FLORIDA HSG FIN CORP REV N/A 34074M8E4 635000.00000000 PA USD 616092.82000000 0.011376403975 Long DBT MUN US N 2 2039-07-01 Fixed 5.06900000 N N N N N N DUQUESNE LIGHT HOLDINGS, INC. 4CUJ1D8WDXK9X7QI6B93 266233AJ4 733000.00000000 PA USD 654763.40000000 0.012090471930 Long DBT CORP US Y 2 2032-01-07 Fixed 2.77500000 N N N N N N Government National Mortgage Association 2 N/A 36179YFM1 2172073.81000000 PA USD 2234346.07000000 0.041258107038 Long ABS-MBS USGA US N 2 2053-09-20 Fixed 6.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UJ5 29204000.00000000 PA USD 28934775.63000000 0.534292375790 Long DBT UST US N 2 2045-02-15 Fixed 4.75000000 N N N N N N AVENTURA MALL VENTURE N/A 05359AAG8 1310000.00000000 PA USD 1281664.77000000 0.023666460168 Long ABS-MBS CORP US Y 2 2040-07-05 Variable 4.11232000 N N N N N N GS MORTGAGE SECURITIES TRUST N/A 36261PAT9 4000000.00000000 PA USD 3816133.45000000 0.070466453011 Long ABS-MBS CORP US N 2 2052-11-10 Fixed 3.04790000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427PTH7 4678985.15000000 PA USD 4691609.94000000 0.086632481729 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179YKM5 1807563.75000000 PA USD 1634973.32000000 0.030190445941 Long ABS-MBS USGA US N 2 2053-11-20 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFV8 66870000.00000000 PA USD 67308834.38000000 1.242884945521 Long DBT UST US N 2 2032-11-15 Fixed 4.12500000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397G56 1878000.00000000 PA USD 1958087.62000000 0.036156882634 Long DBT CORP US N 2 2035-02-07 Fixed 6.50000000 N N N N N N CRH AMERICA FINANCE, INC. 549300WEVUODRJ4CWK56 12636YAF9 2481000.00000000 PA USD 2579725.49000000 0.047635678208 Long DBT CORP US N 2 2035-01-09 Fixed 5.50000000 N N N N N N ROLLER BEARING COMPANY OF AMERICA, INC. 254900U9XW6S76H2P167 775631AD6 429000.00000000 PA USD 422707.23000000 0.007805460566 Long DBT CORP US Y 2 2029-10-15 Fixed 4.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W2FB2 3682114.14000000 PA USD 3339752.05000000 0.061669877111 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 1.50000000 N N N N N N 1345 TRUST N/A 68271CAA0 1546658.00000000 PA USD 1553558.79000000 0.028687093601 Long ABS-MBS CORP US Y 2 2030-06-15 Floating 5.28019000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FNS2 1882991.33000000 PA USD 1905272.88000000 0.035181637023 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.00000000 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83368RBK7 1250000.00000000 PA USD 966541.38000000 0.017847578872 Long DBT CORP FR Y 2 2043-01-21 Fixed 4.02700000 N N N N N N MASTER CREDIT CARD TRUST II N/A 576339CS2 1719000.00000000 PA USD 1682906.97000000 0.031075560243 Long ABS-MBS CORP US Y 2 2028-07-21 Fixed 2.73000000 N N N N N N OCCU AUTO RECEIVABLES TRUST N/A 674921AD3 3145000.00000000 PA USD 3209791.54000000 0.059270103546 Long ABS-MBS CORP US Y 2 2029-09-17 Fixed 6.29000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W4HN0 9410500.40000000 PA USD 9237467.36000000 0.170573584021 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 4.50000000 N N N N N N ACADIA HEALTHCARE COMPANY, INC. 5493005CW985Y9D0NC11 00404AAQ2 3190000.00000000 PA USD 3150924.62000000 0.058183101976 Long DBT CORP US Y 2 2033-03-15 Fixed 7.37500000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W4JR9 9452595.93000000 PA USD 9050843.68000000 0.167127502025 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 4.00000000 N N N N N N CCG RECEIVABLES TRUST N/A 12512XAD5 2493492.00000000 PA USD 2522523.48000000 0.046579419877 Long ABS-MBS CORP US Y 2 2030-09-16 Fixed 6.28000000 N N N N N N COLORADO HSG & FIN AUTH N/A 19648GWB4 1300000.00000000 PA USD 1306528.56000000 0.024125580142 Long DBT MUN US N 2 2044-05-01 Fixed 5.83800000 N N N N N N EASTERN MAINE HEALTHCARE SYSTEMS N/A 276682AA9 3115000.00000000 PA USD 3136146.49000000 0.057910217808 Long DBT CORP US N 2 2026-07-01 Fixed 3.71100000 N N N N N N 180 MEDICAL, INC. 254900ZB648OPWVFVX59 682357AB4 1656000.00000000 PA USD 1642758.57000000 0.030334203742 Long DBT CORP US Y 2 2035-10-08 Fixed 5.30000000 N N N N N N IMPERIAL BRANDS FINANCE PLC 2138008L3B3MCG1DFS50 45262BAK9 1376000.00000000 PA USD 1406936.42000000 0.025979652029 Long DBT CORP GB Y 2 2035-07-01 Fixed 5.62500000 N N N N N N COTERRA ENERGY INC. FCNMH6O7VWU7LHXMK351 127097AM5 1994000.00000000 PA USD 2030294.90000000 0.037490219366 Long DBT CORP US N 2 2035-02-15 Fixed 5.40000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175CS1 1556000.00000000 PA USD 1548432.52000000 0.028592434945 Long DBT CORP US N 2 2035-12-01 Fixed 5.85000000 N N N N N EVERGREEN CREDIT CARD TRUST N/A 30023JCT3 3029000.00000000 PA USD 3041567.97000000 0.056163787049 Long ABS-MBS CORP US Y 2 2028-10-16 Fixed 5.64000000 N N N N N N RHODE ISLAND HSG & MTG FIN CORP N/A 76221SCU3 2715000.00000000 PA USD 2747443.00000000 0.050732650102 Long DBT MUN US N 2 2039-10-01 Fixed 5.71000000 N N N N N N Government National Mortgage Association 2 N/A 3622ACPD6 3788804.18000000 PA USD 3810780.00000000 0.070367599384 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 5.00000000 N N N N N N AUTONATION, INC. N/A 05329WAT9 1324000.00000000 PA USD 1372512.75000000 0.025344004991 Long DBT CORP US N 2 2035-03-15 Fixed 5.89000000 N N N N N N LA BANQUE TORONTO-DOMINION PT3QB789TSUIDF371261 89116CQJ9 2787000.00000000 PA USD 2834506.37000000 0.052340310565 Long DBT CORP CA N 2 2034-09-10 Fixed 5.14600000 N N N N N N ENTERPRISE FLEET FINANCING LLC N/A 29375RAD8 3291000.00000000 PA USD 3395109.65000000 0.062692077663 Long ABS-MBS CORP US Y 2 2030-12-20 Fixed 5.69000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPKU1 5912870.16000000 PA USD 5480604.10000000 0.101201579124 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 3.50000000 N N N N N N IDAHO HSG & FIN ASSN SINGLE FAMILY MTG REV N/A 45130BEM1 1530000.00000000 PA USD 1511182.47000000 0.027904597653 Long DBT MUN US N 2 2040-07-01 Fixed 5.44400000 N N N N N N HPEFS EQUIPMENT TRUST N/A 40446EAE7 1978000.00000000 PA USD 1991349.13000000 0.036771069916 Long ABS-MBS CORP US Y 2 2032-09-20 Fixed 4.79000000 N N N N N N BBCCRE TRUST N/A 05490TAA0 5935000.00000000 PA USD 5426258.43000000 0.100198064270 Long ABS-MBS CORP US Y 2 2033-08-10 Fixed 3.96600000 N N N N N N Government National Mortgage Association 2 N/A 36179XHV1 10005643.53000000 PA USD 9031325.23000000 0.166767085923 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 3.00000000 N N N N N N WHEELS FLEET LEASE FUNDING LLC N/A 96328GBQ9 4009000.00000000 PA USD 4095271.23000000 0.075620845413 Long ABS-MBS CORP US Y 2 2039-02-18 Fixed 5.69000000 N N N N N N VENTURE CLO LIMITED N/A 922972AA2 1395275.66000000 PA USD 1396112.83000000 0.025779790047 Long ABS-MBS CORP US Y 2 2037-04-20 Floating 5.01763000 N N N N N N TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV N/A 88046KRS7 340000.00000000 PA USD 341940.36000000 0.006314067531 Long DBT MUN US N 2 2040-07-01 Fixed 5.63800000 N N N N N N ALA TRUST N/A 009920AG4 1005079.00000000 PA USD 1011692.55000000 0.018681313552 Long ABS-MBS CORP US Y 2 2030-06-15 Floating 6.77091000 N N N N N N CREDIT ACCEPTANCE AUTO LOAN TRUST N/A 224936AE4 4691000.00000000 PA USD 4821303.65000000 0.089027328723 Long ABS-MBS CORP US Y 2 2033-12-15 Fixed 7.62000000 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAX9 2740000.00000000 PA USD 2368958.65000000 0.043743782963 Long DBT CORP US N 2 2031-03-01 Fixed 2.50000000 N N N N N N CHASE AUTO OWNER TRUST N/A 16144LAE6 2776000.00000000 PA USD 2851614.97000000 0.052656227808 Long ABS-MBS CORP US Y 2 2030-01-25 Fixed 5.28000000 N N N N N N AMUR EQUIPMENT FINANCE RECEIVABLES LLC N/A 03237FAD7 2636000.00000000 PA USD 2687032.53000000 0.049617146254 Long ABS-MBS CORP US Y 2 2032-01-20 Fixed 5.39000000 N N N N N N Alaska Air Pass Through Trust 2020-1A N/A 01166VAA7 3648351.62000000 PA USD 3662096.26000000 0.067622093779 Long DBT CORP US Y 2 2029-02-15 Fixed 4.80000000 N N N N N N Government National Mortgage Association 2 N/A 3617F8RF3 5228981.52000000 PA USD 5116011.90000000 0.094469236173 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 4.50000000 N N N N N N SOUTH DAKOTA HSG DEV AUTH N/A 83756LDP7 525000.00000000 PA USD 540764.50000000 0.009985435973 Long DBT MUN US N 2 2040-11-01 Fixed 5.87800000 N N N N N N VANTAGE DATA CENTERS ISSUER LLC N/A 92212KAC0 9000000.00000000 PA USD 8598819.80000000 0.158780697617 Long ABS-MBS CORP US Y 2 2045-09-15 Fixed 1.99200000 N N N N N N VERTICAL BRIDGE CC LLC N/A 91823ABA8 7500000.00000000 PA USD 7412799.00000000 0.136880342174 Long ABS-MBS CORP US Y 2 2052-02-15 Fixed 5.64429000 N N N N N N ALTERRA MOUNTAIN COMPANY 549300C5O4FSVNUEI843 46124CAU1 342681.54000000 PA USD 342825.47000000 0.006330411446 Long LON CORP US N 2 2028-08-17 Floating 6.17000000 N N N N N N MURPHY OIL USA, INC. N32S6DTR2ZZ5222WHV58 62675KAB5 748125.00000000 PA USD 754267.11000000 0.013927848321 Long LON CORP US N 2 2032-04-07 Floating 5.42000000 N N N N N N CARMAX AUTO OWNER TRUST N/A 14319GAH4 1822000.00000000 PA USD 1857552.91000000 0.034300468409 Long ABS-MBS CORP US N 2 2031-01-15 Fixed 5.67000000 N N N N N N SLG OFFICE TRUST N/A 78449RAG0 4000000.00000000 PA USD 3570982.64000000 0.065939643805 Long ABS-MBS CORP US Y 2 2041-07-15 Fixed 2.85061000 N N N N N N BX TRUST N/A 05609XAA9 2111320.00000000 PA USD 2125680.02000000 0.039251544320 Long ABS-MBS CORP US Y 2 2027-10-13 Fixed 5.76000000 N N N N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 143658BX9 1754000.00000000 PA USD 1804503.81000000 0.033320895247 Long DBT CORP PA Y 2 2033-02-15 Fixed 6.12500000 N N N N N N BSTN COMMERCIAL MORTGAGE TRUST N/A 05615EAA3 1345285.00000000 PA USD 1378495.48000000 0.025454478529 Long ABS-MBS CORP US Y 2 2044-06-15 Variable 5.54795000 N N N N N N BPR TRUST N/A 05592AAJ9 1388050.00000000 PA USD 1387236.66000000 0.025615887965 Long ABS-MBS CORP US Y 2 2038-09-15 Floating 5.49500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYXY0 2059795.55000000 PA USD 2059198.32000000 0.038023932747 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 4.50000000 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83368RCK6 2669000.00000000 PA USD 2675399.85000000 0.049402344097 Long DBT CORP FR Y 2 2036-10-03 Fixed 5.43900000 N N N N N N EVERGREEN CREDIT CARD TRUST N/A 30023JCS5 5295000.00000000 PA USD 5330368.05000000 0.098427409484 Long ABS-MBS CORP US Y 2 2028-10-16 Fixed 5.25000000 N N N N N N VERDANT RECEIVABLES LLC N/A 92340GAE0 2290000.00000000 PA USD 2329250.32000000 0.043010552533 Long ABS-MBS CORP US Y 2 2033-05-12 Fixed 5.57000000 N N N N N N VERIDIAN AUTO RECEIVABLES TRUST N/A 92347BAF1 3280000.00000000 PA USD 3373756.06000000 0.062297774957 Long ABS-MBS CORP US Y 2 2029-07-16 Fixed 6.37000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05618XAC4 6028.00000000 PA USD 6049.21000000 0.000111701117 Long ABS-MBS CORP US Y 2 2042-09-15 Floating 5.88019000 N N N N N N GMF FLOORPLAN OWNER REVOLVING TRUST N/A 361886CT9 3049597.00000000 PA USD 3065535.71000000 0.056606361096 Long ABS-MBS CORP US Y 2 2028-06-15 Fixed 5.73000000 N N N N N N VERIZON MASTER TRUST N/A 92348KCJ0 3866000.00000000 PA USD 3956390.41000000 0.073056354704 Long ABS-MBS CORP US Y 2 2031-12-22 Fixed 5.08000000 N N N N N N LAD AUTO RECEIVABLES TRUST N/A 50168BAF5 3794000.00000000 PA USD 3901989.46000000 0.072051819082 Long ABS-MBS CORP US Y 2 2030-12-16 Fixed 6.92000000 N N N N N N GFH MORTGAGE TRUST N/A 36171JAC9 1850000.00000000 PA USD 1858326.99000000 0.034314762111 Long ABS-MBS CORP US Y 2 2033-06-15 Variable 5.54600000 N N N N N N PUBLIC STORAGE OPERATING COMPANY 549300LMZF40TKJ6DM64 74464AAD3 3461000.00000000 PA USD 3503160.56000000 0.064687281571 Long DBT CORP US N 2 2035-07-01 Fixed 5.00000000 N N N N N ALLEGHENY CNTY PA ARPT AUTH ARPT REV N/A 01728LJZ6 780000.00000000 PA USD 803472.18000000 0.014836439909 Long DBT MUN US N 2 2037-01-01 Fixed 5.61600000 N N N N N N AMERICAN HERITAGE AUTO RECEIVABLES TRUST N/A 026944AF5 1350870.00000000 PA USD 1381035.49000000 0.025501380844 Long ABS-MBS CORP US Y 2 2030-12-16 Fixed 5.63000000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 34535QAB1 4111000.00000000 PA USD 4193749.23000000 0.077439281652 Long ABS-MBS CORP US Y 2 2035-08-15 Fixed 5.29000000 N N N N N N NP SPE X L P N/A 62947AAB9 1495802.55000000 PA USD 1282314.94000000 0.023678465821 Long ABS-MBS CORP US Y 2 2049-11-19 Fixed 3.09800000 N N N N N N FRTKL TRUST N/A 30322DAG4 1500000.00000000 PA USD 1471244.28000000 0.027167122765 Long ABS-MBS CORP US Y 2 2038-09-17 Fixed 2.17200000 N N N N N N DAIMLER TRUCK FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 233853BA7 2668000.00000000 PA USD 2720538.29000000 0.050235843712 Long DBT CORP US Y 2 2034-06-25 Fixed 5.37500000 N N N N N N 720 EAST CLO LTD N/A 81785AAN8 3997000.00000000 PA USD 4014986.50000000 0.074138355288 Long ABS-MBS CORP US Y 2 2038-01-20 Floating 5.36763000 N N N N N N SCOTT TRUST N/A 810064AE5 2357143.00000000 PA USD 2427733.41000000 0.044829082761 Long ABS-MBS CORP US Y 2 2028-03-15 Fixed 6.20430000 N N N N N N DELL EQUIPMENT FINANCE TRUST N/A 24702EAF7 1164000.00000000 PA USD 1170992.00000000 0.021622842551 Long ABS-MBS CORP US Y 2 2029-10-22 Fixed 6.75000000 N N N N N N HUNTSMAN INTERNATIONAL LLC 3YTEJFW18LGIUQ2N5J61 44701QBE1 3849000.00000000 PA USD 3707539.83000000 0.068461227743 Long DBT CORP US N 2 2029-05-01 Fixed 4.50000000 N N N N N N PACKAGING CORPORATION OF AMERICA 549300XZP8MFZFY8TJ84 695156AY5 2107000.00000000 PA USD 2134470.36000000 0.039413861516 Long DBT CORP US N 2 2035-08-15 Fixed 5.20000000 N N N N N N AMERICAN BUILDERS & CONTRACTORS SUPPLY CO., INC. 549300H5GQ4C1BEKG397 024747AF4 3492000.00000000 PA USD 3447323.64000000 0.063656230180 Long DBT CORP US Y 2 2028-01-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPSX7 3679952.47000000 PA USD 3690884.84000000 0.068153686593 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.00000000 N N N N N N TAKEDA U.S. FINANCING, INC. 254900ZGPIBGBZ2N3A33 87406BAA0 3225000.00000000 PA USD 3263231.59000000 0.060256895759 Long DBT CORP US N 2 2035-07-07 Fixed 5.20000000 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAT8 12379000.00000000 PA USD 12066517.68000000 0.222813146409 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N ALPHABET INC. 5493006MHB84DD0ZWV18 02079KBA4 1541000.00000000 PA USD 1505156.34000000 0.027793322717 Long DBT CORP US N 2 2055-11-15 Fixed 5.45000000 N N N N N N BBVA Mexico, S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Mexico 549300WIWQK5Q9MCUN92 07336UAA1 1759000.00000000 PA USD 1958510.82000000 0.036164697193 Long DBT CORP MX Y 2 2038-06-29 Fixed 8.45000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XNYN8 3117903.54000000 PA USD 3173829.75000000 0.058606054498 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HHSN2 11380799.03000000 PA USD 11496680.75000000 0.212290876216 Long ABS-MBS USGSE US N 2 2051-03-25 Fixed 5.50000000 N N N N N N KEYCORP RKPI3RZGV1V1FJTH5T61 49326EEP4 3445000.00000000 PA USD 3730555.94000000 0.068886229556 Long DBT CORP US N 2 2035-03-06 Fixed 6.40100000 N N N N N AIMCO CLO LTD N/A 00889JAJ3 2518121.05000000 PA USD 2520639.17000000 0.046544625328 Long ABS-MBS CORP US Y 2 2037-07-20 Floating 4.81763000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCN3 5521000.00000000 PA USD 5460802.70000000 0.100835938236 Long DBT CORP US N 2 2030-05-06 Fixed 4.65000000 N N N N N N Open Text Corporation 549300HP7ONDQODZJV16 683715AF3 9082000.00000000 PA USD 9378119.48000000 0.173170782503 Long DBT CORP CA Y 2 2027-12-01 Fixed 6.90000000 N N N N N N GM FINANCIAL REVOLVING RECEIVABLES TRUST N/A 36263HAC2 1388000.00000000 PA USD 1364939.18000000 0.025204155947 Long ABS-MBS CORP US Y 2 2034-06-12 Fixed 1.67000000 N N N N N N STACK INFRASTRUCTURE ISSUER, LLC N/A 85236KAF9 764014.00000000 PA USD 765480.68000000 0.014134911442 Long ABS-MBS CORP US Y 2 2048-03-25 Variable 5.90000000 N N N N N N AUXILIOR TERM FUNDING LLC N/A 05335FAD3 1666438.00000000 PA USD 1716250.55000000 0.031691262981 Long ABS-MBS CORP US Y 2 2031-07-15 Fixed 5.69000000 N N N N N N BX TRUST N/A 05593VAG8 3005833.57000000 PA USD 3000064.26000000 0.055397404199 Long ABS-MBS CORP US Y 2 2030-03-15 Floating 5.07319000 N N N N N N SPRINT SPECTRUM CO LLC N/A 85208NAE0 174150.00000000 PA USD 175275.44000000 0.003236532138 Long DBT CORP US Y 2 2029-09-20 Fixed 5.15200000 N N N N N N THE PNC FINANCIAL SERVICES GROUP, INC. CFGNEKW0P8842LEUIA51 693475CC7 3565000.00000000 PA USD 3698580.55000000 0.068295791001 Long DBT CORP US N 2 2036-01-29 Fixed 5.57500000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYS91 1554414.03000000 PA USD 1458315.96000000 0.026928396089 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 3.00000000 N N N N N N ECHOSTAR CORPORATION 549300EE20907QZ9GT38 278768AC0 10796254.00000000 PA USD 11834038.85000000 0.218520330456 Long DBT CORP US N 2 2029-11-30 Fixed 10.75000000 N N N N N N AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST N/A 02582JKF6 107000.00000000 PA USD 111363.35000000 0.002056369456 Long ABS-MBS CORP US N 2 2031-04-15 Fixed 5.24000000 N N N N N N DIRECTV FINANCING, LLC N/A 25461LAD4 1317000.00000000 PA USD 1356801.76000000 0.025053895184 Long DBT CORP US Y 2 2031-02-15 Fixed 10.00000000 N N N N N N COMM MORTGAGE TRUST N/A 12654FAA8 3621852.00000000 PA USD 3810369.66000000 0.070360022289 Long ABS-MBS CORP US Y 2 2044-08-10 Fixed 6.33800000 N N N N N N LOUISIANA LOC GOVT ENVIRONMENTAL FACS & CMNTY DEV AUTH SYS RESTORATION N/A 54627RAP5 12562000.00000000 PA USD 12197492.21000000 0.225231644264 Long DBT MUN US N 2 2039-08-01 Fixed 4.47500000 N N N N N N Government National Mortgage Association 2 N/A 3622ACSK7 3425764.82000000 PA USD 3510314.87000000 0.064819388809 Long ABS-MBS USGA US N 2 2053-09-20 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y7Q50 9443019.64000000 PA USD 9440237.54000000 0.174317817693 Long ABS-MBS USGSE US N 2 2055-11-01 Fixed 5.00000000 N N N N N N MMAF EQUIPMENT FINANCE LLC N/A 55317WAD3 48000.00000000 PA USD 49192.75000000 0.000908364094 Long ABS-MBS CORP US Y 2 2038-12-13 Fixed 5.50000000 N N N N N N FISERV, INC. GI7UBEJLXYLGR2C7GV83 337738AV0 3661000.00000000 PA USD 2882093.21000000 0.053219020880 Long DBT CORP US N 2 2049-07-01 Fixed 4.40000000 N N N N N N ZEGONA FINANCE PLC 254900B3KC1SS7T2TE92 98927UAA5 1181000.00000000 PA USD 1247548.49000000 0.023036489211 Long DBT CORP GB Y 2 2029-07-15 Fixed 8.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H7QH9 20136996.00000000 PA USD 18335156.61000000 0.338566108509 Long ABS-MBS USGSE US N 2 2032-05-25 Variable 2.58000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMMF0 3351066.81000000 PA USD 3470976.19000000 0.064092984116 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.00000000 N N N N N N BRITISH AIRWAYS 2019-1 PASS THROUGH TRUST N/A 11043XAB9 979614.23000000 PA USD 953944.91000000 0.017614979941 Long DBT CORP US Y 2 2030-12-15 Fixed 3.35000000 N N N N N N BXP TRUST N/A 05607TAE2 5545000.00000000 PA USD 4829511.24000000 0.089178885204 Long ABS-MBS CORP US Y 2 2044-01-15 Variable 2.77546000 N N N N N N PHOENIX ARIZ CIVIC IMPT CORP EXCISE TAX REV N/A 71884AH77 1000000.00000000 PA USD 888881.15000000 0.016413551205 Long DBT MUN US N 2 2031-07-01 Fixed 1.83500000 N N N N N N SCCU AUTO RECEIVABLES TRUST N/A 78436RAL4 2716349.00000000 PA USD 2772517.27000000 0.051195656674 Long ABS-MBS CORP US Y 2 2030-12-16 Fixed 5.62000000 N N N N N N ILPT COMMERCIAL MORTGAGE TRUST N/A 449653AE4 2500000.00000000 PA USD 2274769.25000000 0.042004537463 Long ABS-MBS CORP US Y 2 2032-03-15 Variable 3.82381000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CW3 4303000.00000000 PA USD 4245554.95000000 0.078395895298 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N TRILLIUM CREDIT CARD TRUST II N/A 89621ABP3 1053000.00000000 PA USD 1075150.19000000 0.019853084630 Long ABS-MBS CORP US Y 2 2031-03-26 Fixed 6.06000000 N N N N N N HERTZ VEHICLE FINANCING III LLC N/A 42806MCB3 1112000.00000000 PA USD 1129790.51000000 0.020862040316 Long ABS-MBS CORP US Y 2 2028-02-25 Fixed 6.53000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ADX0 3809000.00000000 PA USD 3767557.43000000 0.069569477086 Long DBT CORP US N 2 2035-11-15 Fixed 4.95000000 N N N N N N CHESAPEAKE FUNDING LLC 549300LG5AUFDML64706 165183DB7 1858000.00000000 PA USD 1910432.36000000 0.035276908916 Long ABS-MBS CORP US Y 2 2035-10-15 Fixed 5.97000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJ3J0 3985634.20000000 PA USD 3711729.38000000 0.068538589484 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.50000000 N N N N N N FLUTTER TREASURY DESIGNATED ACTIVITY COMPANY 635400JE8VLL9UFVIC38 344045AB5 5286000.00000000 PA USD 5373828.49000000 0.099229924148 Long DBT CORP IE Y 2 2031-06-04 Fixed 5.87500000 N N N N N N BAXTER INTERNATIONAL INC. J5OIVXX3P24RJRW5CK77 071813DE6 2312000.00000000 PA USD 2329262.93000000 0.043010785382 Long DBT CORP US N 2 2035-12-15 Fixed 5.65000000 N N N N N N COSTAR GROUP, INC. 984500Q1D53D08E2E698 22160NAA7 2446000.00000000 PA USD 2251444.46000000 0.041573835749 Long DBT CORP US Y 2 2030-07-15 Fixed 2.80000000 N N N N N N PENNSYLVANIA HSG FIN AGY SINGLE FAMILY MTG REV N/A 70879QR96 1000000.00000000 PA USD 1037210.62000000 0.019152515071 Long DBT MUN US N 2 2040-10-01 Fixed 5.97400000 N N N N N N VENTURE CLO LIMITED N/A 92326GBA5 3449756.00000000 PA USD 3433621.49000000 0.063403214419 Long ABS-MBS CORP US Y 2 2035-07-20 Fixed 4.93700000 N N N N N N SBNA AUTO RECEIVABLES TRUST N/A 78437PAE3 2749000.00000000 PA USD 2783230.92000000 0.051393488570 Long ABS-MBS CORP US Y 2 2029-09-17 Fixed 5.29000000 N N N N N N ECHOSTAR CORPORATION 549300EE20907QZ9GT38 278768AA4 14316827.00000000 PA USD 14552304.16000000 0.268714202670 Long DBT CORP US N 2 2030-11-30 Fixed 6.75000000 N N Y N N N HILCORP ENERGY I, L.P. 549300ITPIHLG0LHEC09 431319AH5 2382000.00000000 PA USD 2382000.00000000 0.043984596784 Long LON CORP US N 2 2030-02-05 Floating 5.43000000 N N N N N N CLECO POWER LLC TM1ZH54SJKLNHFCBFK92 185508AJ7 2656000.00000000 PA USD 2668086.62000000 0.049267302336 Long DBT CORP US Y 2 2036-01-15 Fixed 5.30000000 N N N N N N TEXAS WTR DEV BRD REV N/A 88285AGN2 1795000.00000000 PA USD 1773552.22000000 0.032749361575 Long DBT MUN US N 2 2034-10-15 Fixed 4.30900000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830CM9 3259000.00000000 PA USD 3318872.10000000 0.061284320360 Long DBT CORP US N 2 2035-08-15 Fixed 5.00000000 N N N N N N ATLASSIAN CORPORATION 549300V7ZY5P02D2MY38 049468AB7 2441000.00000000 PA USD 2491384.47000000 0.046004425418 Long DBT CORP US N 2 2034-05-15 Fixed 5.50000000 N N N N N N OCCU AUTO RECEIVABLES TRUST N/A 674921AG6 5170654.00000000 PA USD 5442407.08000000 0.100496255646 Long ABS-MBS CORP US Y 2 2031-12-15 Fixed 7.88000000 N N N N N N THE KROGER CO. 6CPEOKI6OYJ13Q6O7870 501044DW8 15000.00000000 PA USD 14301.60000000 0.000264084848 Long DBT CORP US N 2 2054-09-15 Fixed 5.50000000 N N N N N N FIRSTKEY HOMES TRUST N/A 33767TAE0 6512000.00000000 PA USD 6393594.15000000 0.118060310953 Long ABS-MBS CORP US Y 2 2026-09-17 Fixed 1.70700000 N N N N N N KEURIG DR PEPPER INC. DYTQ8KRTKO7Y2BVU5K74 49271VBB5 6639000.00000000 PA USD 6632796.42000000 0.122477277954 Long DBT CORP US N 2 2035-05-15 Fixed 5.15000000 N N N N N N WHEELS FLEET LEASE FUNDING LLC N/A 96328GBW6 4524000.00000000 PA USD 4589636.77000000 0.084749505757 Long ABS-MBS CORP US Y 2 2039-06-21 Fixed 4.89000000 N N N N N N NEW YORK ST MTG AGY HOMEOWNER MTG REV N/A 64988YJ73 1130000.00000000 PA USD 1128583.62000000 0.020839754602 Long DBT MUN US N 2 2040-10-01 Fixed 5.56500000 N N N N N N DEXT ABS LLC N/A 252153AE1 3366000.00000000 PA USD 3349972.62000000 0.061858604084 Long ABS-MBS CORP US Y 2 2036-04-15 Fixed 4.89000000 N N N N N N BX TRUST N/A 05609XAE1 2500000.00000000 PA USD 2422206.97000000 0.044727034804 Long ABS-MBS CORP US Y 2 2027-10-13 Fixed 6.79000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X8F28 3237299.27000000 PA USD 2752517.04000000 0.050826344310 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BBSV2 3188435.40000000 PA USD 2855197.51000000 0.052722380863 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N CHESAPEAKE FUNDING LLC 549300LG5AUFDML64706 165183CY8 1404000.00000000 PA USD 1410898.18000000 0.026052807536 Long ABS-MBS CORP US Y 2 2035-05-15 Fixed 6.69000000 N N N N N N HUDSON YARDS MORTGAGE TRUST N/A 44421LAA0 12552269.00000000 PA USD 12438350.38000000 0.229679188130 Long ABS-MBS CORP US Y 2 2038-08-10 Fixed 2.83500000 N N N N N N WEIR GROUP INC. 2138009WEPEV2V98AV65 94877DAA2 3204000.00000000 PA USD 3287794.14000000 0.060710453214 Long DBT CORP US Y 2 2030-05-06 Fixed 5.35000000 N N N N N N DLLMT LLC N/A 23347JAD4 877507.00000000 PA USD 879901.82000000 0.016247744232 Long ABS-MBS CORP US Y 2 2033-09-20 Fixed 4.36000000 N N N N N N BANQUE ROYALE DU CANADA ES7IP3U3RHIGC71XBU11 78016HZW3 1035000.00000000 PA USD 1073866.95000000 0.019829389083 Long DBT CORP CA N 2 2034-02-01 Fixed 5.15000000 N N N N N SWCH COMMERCIAL MORTGAGE TRUST N/A 78489CAA7 2211347.00000000 PA USD 2194343.53000000 0.040519443901 Long ABS-MBS CORP US Y 2 2042-03-15 Floating 5.19302000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CV27 4360422.34000000 PA USD 4064731.81000000 0.075056922627 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.50000000 N N N N N N GLS AUTO RECEIVABLES TRUST N/A 36261XAJ4 2402634.54000000 PA USD 2383168.34000000 0.044006170656 Long ABS-MBS CORP US Y 2 2028-05-15 Fixed 2.87000000 N N N N N N HUNTINGTON BANCSHARES INCORPORATED 549300XTVCVV9I7B5T19 446150BL7 2192000.00000000 PA USD 2179029.94000000 0.040236672246 Long DBT CORP US N 2 2041-01-28 Fixed 5.60500000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023DT9 1940000.00000000 PA USD 2186302.40000000 0.040370961172 Long DBT CORP US N 2 2054-05-01 Fixed 6.85800000 N N N N N N 1301 TRUST N/A 682461AE8 2393998.00000000 PA USD 2424062.03000000 0.044761289240 Long ABS-MBS CORP US Y 2 2030-08-11 Variable 5.30161000 N N N N N N Government National Mortgage Association 2 N/A 36179XVR4 15523348.13000000 PA USD 15281116.07000000 0.282172010392 Long ABS-MBS USGA US N 2 2053-03-20 Fixed 4.50000000 N N N N N N SCCU AUTO RECEIVABLES TRUST N/A 805922AJ0 1199000.00000000 PA USD 1230648.83000000 0.022724430130 Long ABS-MBS CORP US Y 2 2029-11-15 Fixed 6.08000000 N N N N N N JANUS HENDERSON US (HOLDINGS) INC. 8T2ZO87FU1KVPZIG9I59 47103MAB4 2027000.00000000 PA USD 2036884.74000000 0.037611903436 Long DBT CORP US N 2 2034-09-10 Fixed 5.45000000 N N N N N N AMSR TRUST N/A 00179DAC0 1800000.00000000 PA USD 1701771.14000000 0.031423894799 Long ABS-MBS CORP US Y 2 2038-06-17 Fixed 2.35200000 N N N N N N BOYNE USA INC. N/A 103557AC8 858000.00000000 PA USD 846921.24000000 0.015638744437 Long DBT CORP US Y 2 2029-05-15 Fixed 4.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RK6 23500000.00000000 PA USD 16589531.25000000 0.306332427738 Long DBT UST US N 2 2045-02-15 Fixed 2.50000000 N N N N N N DRYDEN CLO LTD N/A 26190TAL5 2840700.00000000 PA USD 2843824.77000000 0.052512378603 Long ABS-MBS CORP US Y 2 2038-01-15 Floating 4.82219000 N N N N N N EVERGREEN CREDIT CARD TRUST N/A 30023JCY2 1992000.00000000 PA USD 2005822.68000000 0.037038329891 Long ABS-MBS CORP US Y 2 2029-05-15 Fixed 5.53000000 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816EM7 2966000.00000000 PA USD 2910246.61000000 0.053738884837 Long DBT CORP US N 2 2036-10-24 Fixed 4.80400000 N N N N N N VIRGINIA ST HSG DEV AUTH COMWLTH MTG N/A 92812XEC2 1590000.00000000 PA USD 1609203.44000000 0.029714594648 Long DBT MUN US N 2 2039-07-01 Fixed 5.50700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DUY76 442175.36000000 PA USD 454165.33000000 0.008386347150 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 6.00000000 N N N N N N PLAINS ALL AMERICAN PIPELINE, L.P. 5521FA2ITF25TVH63740 72650RBP6 1733000.00000000 PA USD 1787844.39000000 0.033013272295 Long DBT CORP US N 2 2034-09-15 Fixed 5.70000000 N N N N N N MASTEC, INC. 549300TMDIT8WREDOF45 576323AT6 1054000.00000000 PA USD 1102827.10000000 0.020364150006 Long DBT CORP US N 2 2029-06-15 Fixed 5.90000000 N N N N N N KILROY REALTY, L.P. 5493008CT3N3JR7P1552 49427RAS1 1754000.00000000 PA USD 1811759.22000000 0.033454869337 Long DBT CORP US N 2 2036-01-15 Fixed 6.25000000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JCZ5 1978000.00000000 PA USD 2030181.05000000 0.037488117079 Long DBT CORP US Y 2 2035-04-01 Fixed 5.35000000 N N N N N N KUBOTA CREDIT OWNER TRUST N/A 50117DAD8 5000.00000000 PA USD 5133.22000000 0.000094786990 Long ABS-MBS CORP US Y 2 2030-05-15 Fixed 5.19000000 N N N N N N GLS AUTO RECEIVABLES TRUST N/A 36266XAE0 4738000.00000000 PA USD 4833814.36000000 0.089258344061 Long ABS-MBS CORP US Y 2 2029-01-16 Fixed 7.01000000 N N N N N N PINNACLE FINANCIAL PARTNERS, INC. N/A 87161CAM7 4787000.00000000 PA USD 5024507.62000000 0.092779572504 Long DBT CORP US N 2 2029-02-07 Fixed 7.53785000 N N N N N N AON NORTH AMERICA, INC. N/A 03740MAF7 840000.00000000 PA USD 836210.55000000 0.015440967199 Long DBT CORP US N 2 2054-03-01 Fixed 5.75000000 N N N N N N Government National Mortgage Association N/A 38384KED9 2541227.14000000 PA USD 2565441.89000000 0.047371925736 Long ABS-MBS USGA US N 2 2053-06-20 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BSEM3 747447.51000000 PA USD 752887.30000000 0.013902369569 Long ABS-MBS USGSE US N 2 2048-03-25 Fixed 5.00000000 N N N N N N GATX CORPORATION 549300IHYHCQP2PIR591 361448BS1 2653000.00000000 PA USD 2716558.96000000 0.050162363768 Long DBT CORP US N 2 2035-06-15 Fixed 5.50000000 N N N N N N VSP OPTICAL GROUP, INC. 549300PHX8USLM2BT742 91836LAA0 4432000.00000000 PA USD 4440016.90000000 0.081986714132 Long DBT CORP US Y 2 2035-12-01 Fixed 5.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWET6 2412757.95000000 PA USD 2426557.36000000 0.044807366521 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N MASTER CREDIT CARD TRUST II N/A 576339DV4 4190000.00000000 PA USD 4587897.74000000 0.084717393863 Long ABS-MBS CORP US Y 2 2032-10-21 Fixed 7.53000000 N N N N N N Government National Mortgage Association 2 N/A 36179XBR6 7908001.55000000 PA USD 7137945.07000000 0.131805052801 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 3.00000000 N N N N N N BX TRUST N/A 12433GAA4 3299000.00000000 PA USD 3310513.24000000 0.061129970617 Long ABS-MBS CORP US Y 2 2042-07-15 Floating 5.35000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CNT4 2000.00000000 PA USD 2001.88000000 0.000036965526 Long DBT UST US N 2 2035-08-15 Fixed 4.25000000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 34535QAD7 10940000.00000000 PA USD 11119088.86000000 0.205318488714 Long ABS-MBS CORP US Y 2 2035-08-15 Fixed 6.26000000 N N N N N N Allianz SE 529900K9B0N5BT694847 018820AC4 1200000.00000000 PA USD 1282738.31000000 0.023686283520 Long DBT CORP DE Y 2 2053-09-06 Fixed 6.35000000 N N N N N N PEAC SOLUTIONS RECEIVABLES N/A 69392HAC7 3629000.00000000 PA USD 3690188.23000000 0.068140823406 Long ABS-MBS CORP US Y 2 2032-07-20 Fixed 5.04000000 N N N N N N HEICO CORPORATION 529900O1DTDLCJ7L0I14 422806AB5 694000.00000000 PA USD 717966.60000000 0.013257544670 Long DBT CORP US N 2 2033-08-01 Fixed 5.35000000 N N N N N N CREDIT ACCEPTANCE AUTO LOAN TRUST N/A 22534QAE1 42839.96000000 PA USD 42947.34000000 0.000793040064 Long ABS-MBS CORP US Y 2 2033-02-15 Fixed 8.45000000 N N N N N N Santander Holdings USA, Inc. 549300SMVCQN2P0O6I58 80282KBL9 2344000.00000000 PA USD 2500859.14000000 0.046179379045 Long DBT CORP US N 2 2035-05-31 Fixed 6.34200000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B3ES2 2496812.31000000 PA USD 2224328.75000000 0.041073133158 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N REYNOLDS CONSUMER PRODUCTS LLC 549300DWNZYMOSR1X343 76171JAE1 1639814.52000000 PA USD 1649653.41000000 0.030461519761 Long LON CORP US N 2 2032-03-04 Floating 5.42000000 N N N N N N SYENSQO FINANCE (AMERICA), LLC 54930073OEL5K0Y7NK81 834423AF2 2219000.00000000 PA USD 2321990.70000000 0.042876500703 Long DBT CORP US Y 2 2034-06-04 Fixed 5.85000000 N N N N N N TPG OPERATING GROUP II, L.P. 2549001H9RJQNZT7MU11 872652AB8 4277000.00000000 PA USD 4233620.20000000 0.078175515296 Long DBT CORP US N 2 2036-01-15 Fixed 5.37500000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PFL1 1060000.00000000 PA USD 1031814.60000000 0.019052875372 Long DBT CORP US N 2 2054-07-15 Fixed 5.62500000 N N N N N N ORANGE SA 969500MCOONR8990S771 685218AF6 3681000.00000000 PA USD 3648533.58000000 0.067371653388 Long DBT CORP FR Y 2 2036-01-13 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W0N68 206360.58000000 PA USD 210299.91000000 0.003883273192 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.50000000 N N N N N N CREDIT ACCEPTANCE AUTO LOAN TRUST N/A 224936AA2 1421287.83000000 PA USD 1428684.36000000 0.026381236568 Long ABS-MBS CORP US Y 2 2033-08-15 Fixed 6.39000000 N N N N N N DT MIDSTREAM, INC. N/A 23345MAD9 1808000.00000000 PA USD 1875503.98000000 0.034631942203 Long DBT CORP US Y 2 2034-12-15 Fixed 5.80000000 N N N N N N SOTHEBYS ARTFI MASTER TRUST N/A 83589CAA6 4847000.00000000 PA USD 4857387.61000000 0.089693633690 Long ABS-MBS CORP US Y 2 2031-12-22 Fixed 6.43000000 N N N N N N TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV N/A 882750YU0 905000.00000000 PA USD 920703.76000000 0.017001168615 Long DBT MUN US N 2 2044-01-01 Fixed 5.73400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMYL4 8766089.92000000 PA USD 8127714.32000000 0.150081543721 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.50000000 N N N N N N AMERICAN ASSETS TRUST, L.P. 549300V1TI0SMG9Z6U69 02401LAB0 1935000.00000000 PA USD 1958432.85000000 0.036163257446 Long DBT CORP US N 2 2034-10-01 Fixed 6.15000000 N N N N N N CARPENTER TECHNOLOGY CORPORATION DX6I6ZD3X5WNNCDJKP85 144285AN3 6820000.00000000 PA USD 6929222.12000000 0.127950898815 Long DBT CORP US Y 2 2034-03-01 Fixed 5.62500000 N N N N N N Government National Mortgage Association 2 N/A 36179YHT4 5446859.14000000 PA USD 5603017.84000000 0.103461998517 Long ABS-MBS USGA US N 2 2053-10-20 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FRF6 9187268.25000000 PA USD 9199821.55000000 0.169878438860 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.50000000 N N N N N N DLLAD LLC N/A 23346MAD8 36122.00000000 PA USD 37345.97000000 0.000689608493 Long ABS-MBS CORP US Y 2 2031-09-22 Fixed 5.38000000 N N N N N N CONSOLIDATED ENERGY FINANCE SA N/A L1957LAE1 1750000.00000000 PA USD 1521415.00000000 0.028093545473 Long LON CORP LU N 2 2030-11-18 Floating 8.17000000 N N N N N N GREENVILLE SPARTANBURG S C ARPT DIST ARPT SYS REV N/A 396613DV0 270000.00000000 PA USD 277788.15000000 0.005129470935 Long DBT MUN US N 2 2035-07-01 Fixed 5.10600000 N N N N N N Government National Mortgage Association 2 N/A 36179X5B8 6178561.88000000 PA USD 5353116.06000000 0.098847460721 Long ABS-MBS USGA US N 2 2053-06-20 Fixed 2.50000000 N N N N N N PAYCHEX, INC. 529900K900DW6SUBM174 704326AC1 2136000.00000000 PA USD 2214070.12000000 0.040883703392 Long DBT CORP US N 2 2035-04-15 Fixed 5.60000000 N N N N N N PERMIAN RESOURCES OPERATING, LLC 5493004CTVUMQLRPOE23 71424VAB6 100000.00000000 PA USD 103141.26000000 0.001904545227 Long DBT CORP US Y 2 2033-02-01 Fixed 6.25000000 N N N N N N LEX MORTGAGE TRUST N/A 52885AAA6 4351147.00000000 PA USD 4378382.68000000 0.080848613244 Long ABS-MBS CORP US Y 2 2037-10-13 Variable 4.87362000 N N N N N N HYATT HOTELS CORPORATION T27JQIMTYSH41TCD5186 448579AW2 1885000.00000000 PA USD 1888465.12000000 0.034871274913 Long DBT CORP US N 2 2035-12-15 Fixed 5.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133GGY31 5910943.43000000 PA USD 5337763.15000000 0.098563963007 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 1.50000000 N N N N N N NYC COMMERCIAL MORTGAGE TRUST N/A 67121TAA7 315000.00000000 PA USD 317880.52000000 0.005869792820 Long ABS-MBS CORP US Y 2 2042-07-13 Variable 4.87900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140N4P35 2068511.37000000 PA USD 2095574.61000000 0.038695635706 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 5.00000000 N N N N N N CHICAGO ILL N/A 167486W21 1875000.00000000 PA USD 1913157.18000000 0.035327223823 Long DBT MUN US N 2 2032-01-01 Fixed 5.90000000 N N N N N N ROGERS COMMUNICATIONS INC. 5493000M6Z4XFIP6PF03 775109CH2 722000.00000000 PA USD 683710.74000000 0.012624996312 Long DBT CORP CA N 2 2032-03-15 Fixed 3.80000000 N N N N N N MARRIOTT INTERNATIONAL, INC. 225YDZ14ZO8E1TXUSU86 571903BU6 1833000.00000000 PA USD 1869303.28000000 0.034517443760 Long DBT CORP US N 2 2037-04-15 Fixed 5.50000000 N N N N N N FLUTTER ENTERTAINMENT PUBLIC LIMITED COMPANY 635400EG4YIJLJMZJ782 N3313EAG5 1866949.48000000 PA USD 1862282.11000000 0.034387795007 Long LON CORP IE N 2 2030-11-30 Floating 5.42000000 N N N N N N DISTRICT COLUMBIA REV N/A 25483VXG4 1500000.00000000 PA USD 1312674.87000000 0.024239074251 Long DBT MUN US N 2 2031-04-01 Fixed 2.68200000 N N N N N N THERMO FISHER SCIENTIFIC INCORPORATED HCHV7422L5HDJZCRFL38 883556DF6 3070000.00000000 PA USD 3044897.13000000 0.056225261340 Long DBT CORP US N 2 2037-10-07 Fixed 4.89400000 N N N N N N DELL EQUIPMENT FINANCE TRUST N/A 24703VAL5 3873000.00000000 PA USD 3872872.75000000 0.071514167214 Long ABS-MBS CORP US Y 2 2032-03-22 Fixed 4.83000000 N N N N N N CLEARINGHOUSE COMMUNITY DEVELOPMENT FINANCIAL INST N/A 184917AA0 2650000.00000000 PA USD 2863366.80000000 0.052873230119 Long DBT CORP US Y 2 2030-10-15 Fixed 7.00000000 N N N N N N VANTAGE DATA CENTERS ISSUER LLC N/A 92212KAH9 2389000.00000000 PA USD 2363229.00000000 0.043637982650 Long ABS-MBS CORP US Y 2 2055-08-15 Fixed 5.13200000 N N N N N N CSMC TRUST N/A 12656DAG8 5000000.00000000 PA USD 4663104.08000000 0.086106109455 Long ABS-MBS CORP US Y 2 2041-12-15 Variable 3.28333000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 949933AA3 520000.00000000 PA USD 521039.14000000 0.009621199194 Long ABS-MBS CORP US Y 2 2042-10-15 Variable 5.37356000 N N N N N N GECU AUTO RECEIVABLES TRUST N/A 36169EAF7 1185000.00000000 PA USD 1227067.25000000 0.022658294802 Long ABS-MBS CORP US Y 2 2030-04-15 Fixed 6.33000000 N N N N N N ALA TRUST N/A 009920AA7 3515236.00000000 PA USD 3543975.45000000 0.065440945080 Long ABS-MBS CORP US Y 2 2030-06-15 Floating 5.42282000 N N N N N N VERIZON MASTER TRUST N/A 92348KDL4 6424621.00000000 PA USD 6508230.35000000 0.120177114913 Long ABS-MBS CORP US Y 2 2032-08-20 Fixed 4.84000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H7M91 163934.00000000 PA USD 148384.54000000 0.002739980756 Long ABS-MBS USGSE US N 2 2032-04-25 Variable 2.45000000 N N N N N N DRYDEN CLO LTD N/A 26253VAE0 4420009.00000000 PA USD 4436805.03000000 0.081927405648 Long ABS-MBS CORP US Y 2 2037-01-15 Floating 5.37219000 N N N N N N DIAMOND ISSUER LLC N/A 25267TAQ4 4418000.00000000 PA USD 4268784.70000000 0.078824842060 Long ABS-MBS CORP US Y 2 2051-11-20 Fixed 2.70100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H8BK6 10993668.00000000 PA USD 10241808.79000000 0.189119156159 Long ABS-MBS USGSE US N 2 2032-06-25 Variable 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DLV2 731849.98000000 PA USD 683746.10000000 0.012625649249 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.50000000 N N N N N N ENTERGY LOUISIANA, LLC 0V5453U14HDZO63CGH17 29364WBP2 1048000.00000000 PA USD 1069758.66000000 0.019753527840 Long DBT CORP US N 2 2034-09-15 Fixed 5.15000000 N N N N N N ALLEGHENY CNTY PA ARPT AUTH ARPT REV N/A 01728LJY9 895000.00000000 PA USD 920135.55000000 0.016990676386 Long DBT MUN US N 2 2036-01-01 Fixed 5.49600000 N N N N N N CARVANA AUTO RECEIVABLES TRUST N/A 14686KAE7 254720.12000000 PA USD 249431.35000000 0.004605851114 Long ABS-MBS CORP US N 2 2028-03-10 Fixed 1.27000000 N N N N N N WHEELS FLEET LEASE FUNDING LLC N/A 96328GCN5 2370000.00000000 PA USD 2383815.22000000 0.044018115558 Long ABS-MBS CORP US Y 2 2040-05-18 Fixed 4.86000000 N N N N N N MARYLAND ST ECONOMIC DEV CORP ECONOMIC DEV REV N/A 57420NCR0 1385000.00000000 PA USD 1310139.29000000 0.024192253737 Long DBT MUN US N 2 2031-06-01 Fixed 4.40000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ADZ5 3693000.00000000 PA USD 3652834.71000000 0.067451075499 Long DBT CORP US N 2 2036-02-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179XLF1 8169416.69000000 PA USD 7797643.83000000 0.143986658157 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 4.00000000 N N N N N N GREENSTATE AUTO RECEIVABLES TRUST N/A 39573AAG7 940000.00000000 PA USD 967793.14000000 0.017870693129 Long ABS-MBS CORP US Y 2 2032-06-15 Fixed 6.50000000 N N N N N N GENM Capital Labuan Limited 254900DWSHIWTSE0YG58 37231BAA6 650000.00000000 PA USD 599994.21000000 0.011079136607 Long DBT CORP MY Y 2 2031-04-19 Fixed 3.88200000 N N N N N N ANSLEY PARK CAPITAL LLC N/A 03637AAE2 1506000.00000000 PA USD 1508461.52000000 0.027854354207 Long ABS-MBS CORP US Y 2 2035-04-20 Fixed 5.33000000 N N N N N N POST ROAD EQUIPMENT FINANCE LLC N/A 73747LAC2 948000.00000000 PA USD 958677.35000000 0.017702366366 Long ABS-MBS CORP US Y 2 2031-05-15 Fixed 5.04000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H9DC0 2893170.51000000 PA USD 2938822.05000000 0.054266541935 Long ABS-MBS USGSE US N 2 2049-01-25 Fixed 5.50000000 N N N N N N ROPER TECHNOLOGIES, INC. 54930003T4SXCIWVXY35 776696AM8 4667000.00000000 PA USD 4656315.32000000 0.085980752246 Long DBT CORP US N 2 2035-09-15 Fixed 5.10000000 N N N N N N Government National Mortgage Association 2 N/A 36179X2H8 6109502.89000000 PA USD 5831472.34000000 0.107680503582 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 4.00000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05619PAC0 5553651.00000000 PA USD 5578484.74000000 0.103008984868 Long ABS-MBS CORP US Y 2 2044-12-15 Floating 5.78019000 N N N N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 91159HJY7 3673000.00000000 PA USD 3662965.36000000 0.067638142063 Long DBT CORP US N 2 2037-01-26 Fixed 5.03300000 N N N N N ILLINOIS HSG DEV AUTH REV N/A 45203MN49 2165000.00000000 PA USD 2173241.81000000 0.040129792077 Long DBT MUN US N 2 2041-10-01 Fixed 5.62900000 N N N N N N SOTHEBYS ARTFI MASTER TRUST N/A 83589CAE8 1706000.00000000 PA USD 1708363.15000000 0.031545618939 Long ABS-MBS CORP US Y 2 2031-12-22 Fixed 7.91000000 N N N N N N CMS ENERGY CORPORATION 549300IA9XFBAGNIBW29 125896BU3 959000.00000000 PA USD 945952.81000000 0.017467402571 Long DBT CORP US N 2 2050-06-01 Fixed 4.75000000 N N N N N N CHICAGO US MIDCO III LP N/A BL5250230 197251.00000000 PA USD 196635.58000000 0.003630955793 Long LON CORP US N 2 2032-10-09 None 0.00000000 N N N N N N STONEPEAK NILE PARENT LLC 254900TJV3VAFZD0GU41 861932AA9 2242000.00000000 PA USD 2367641.57000000 0.043719462546 Long DBT CORP US Y 2 2032-03-15 Fixed 7.25000000 N N N N N N NEW YORK ST DORM AUTH REVS NON ST SUPPORTED DEBT N/A 64985SFE8 1490000.00000000 PA USD 1536353.56000000 0.028369392046 Long DBT MUN US N 2 2035-07-01 Fixed 5.22800000 N N N N N N Perrigo Finance Unlimited Company 549300E86RB6YCTMRM83 71429MAD7 3094000.00000000 PA USD 3042915.71000000 0.056188673615 Long DBT CORP IE N 2 2032-09-30 Fixed 6.12500000 N N N N N N NGC LTD N/A 652927AA2 2671052.65000000 PA USD 2674257.91000000 0.049381257711 Long ABS-MBS CORP US Y 2 2037-07-20 Floating 4.81763000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119DH9 2722000.00000000 PA USD 2592531.53000000 0.047872146934 Long DBT CORP US N 2 2055-11-15 Fixed 5.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EF21 9863511.64000000 PA USD 9700897.55000000 0.179131010572 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.50000000 N N N N N N EAGLE MATERIALS INC. 529900KRXRGXL61SG039 26969PAC2 8613000.00000000 PA USD 8437860.36000000 0.155808516229 Long DBT CORP US N 2 2036-03-15 Fixed 5.00000000 N N N N N N FIDELIS INSURANCE HOLDINGS LIMITED 549300CDMGCAGJQ7DX03 31575FAC0 4126000.00000000 PA USD 4456745.84000000 0.082295620798 Long DBT CORP BM N 2 2055-06-15 Fixed 7.75000000 N N N N N ESAB CORPORATION 549300ZNV0SWBXEIWT04 29605JAA4 458000.00000000 PA USD 470759.86000000 0.008692771882 Long DBT CORP US Y 2 2029-04-15 Fixed 6.25000000 N N N N N N BLP COMMERCIAL MORTGAGE TRUST N/A 05625BAA7 2448929.26000000 PA USD 2446245.95000000 0.045170924326 Long ABS-MBS CORP US Y 2 2042-03-15 Floating 4.95012000 N N N N N N LAD AUTO RECEIVABLES TRUST N/A 505710AF0 2037000.00000000 PA USD 2065802.17000000 0.038145875517 Long ABS-MBS CORP US Y 2 2030-06-17 Fixed 7.30000000 N N N N N N NORTH CAROLINA HSG FIN AGY HOMEOWNERSHIP REV N/A 65820BDH6 3440000.00000000 PA USD 3527269.48000000 0.065132462564 Long DBT MUN US N 2 2040-07-01 Fixed 5.97500000 N N N N N N ALLY BANK AUTO CREDIT-LINKED NOTES N/A 02007G5F6 2393491.80000000 PA USD 2406393.09000000 0.044435025091 Long ABS-MBS CORP US Y 2 2033-06-15 Fixed 4.84400000 N N N N N N DUKE ENERGY PROGRESS SC STORM FUNDING LLC N/A 26445CAA9 2263331.03000000 PA USD 2316157.62000000 0.042768790514 Long DBT CORP US N 2 2046-03-01 Fixed 5.40400000 N N N N N N DELL EQUIPMENT FINANCE TRUST N/A 24702GAJ4 1237000.00000000 PA USD 1252228.33000000 0.023122904356 Long ABS-MBS CORP US Y 2 2030-03-22 Fixed 5.73000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C4BY9 3659977.70000000 PA USD 3674832.13000000 0.067857266787 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FMG9 8536526.45000000 PA USD 8361694.21000000 0.154402077355 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 4.50000000 N N N N N N BX TRUST N/A 12433GAE6 2474000.00000000 PA USD 2482944.79000000 0.045848583302 Long ABS-MBS CORP US Y 2 2042-07-15 Floating 5.85000000 N N N N N N OTIS WORLDWIDE CORPORATION 549300ZLBKR8VSU25153 68902VAS6 2071000.00000000 PA USD 2097044.24000000 0.038722773020 Long DBT CORP US N 2 2035-09-04 Fixed 5.13100000 N N N N N N VERIZON MASTER TRUST N/A 92348KCT8 1145000.00000000 PA USD 1164767.88000000 0.021507911649 Long ABS-MBS CORP US N 2 2030-04-22 Fixed 5.73000000 N N N N N N Amcor Flexibles North America, Inc PTVU09TE3QPJPL7K4E13 02344AAH1 2189000.00000000 PA USD 2262569.12000000 0.041779257111 Long DBT CORP US N 2 2035-03-17 Fixed 5.50000000 N N N N N MORGAN STANLEY PRIVATE BANK, NATIONAL ASSOCIATION 549300GS0W0TEUQS8571 61776NVG5 3596000.00000000 PA USD 3642819.92000000 0.067266148337 Long DBT CORP US N 2 2031-07-18 Fixed 4.73400000 N N N N N N ONE MANHATTAN WEST N/A 563136AA8 10273983.00000000 PA USD 9913939.40000000 0.183064914800 Long ABS-MBS CORP US Y 2 2040-09-10 Fixed 2.13000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NCC7 260000.00000000 PA USD 270860.55000000 0.005001549990 Long DBT CORP CA N 2 2034-04-05 Fixed 5.62500000 N N N N N N 720 EAST CLO LTD N/A 817941AN7 2531324.00000000 PA USD 2532680.79000000 0.046766978728 Long ABS-MBS CORP US Y 2 2038-10-15 Floating 5.12219000 N N N N N N CARVANA AUTO RECEIVABLES TRUST N/A 14687TAF4 10000000.00000000 PA USD 9875108.56000000 0.182347887579 Long ABS-MBS CORP US N 2 2027-06-10 Fixed 1.60000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PFC5 3628000.00000000 PA USD 3729547.72000000 0.068867612364 Long DBT CORP US N 2 2036-07-23 Fixed 5.57600000 N N N N N N LAD AUTO RECEIVABLES TRUST N/A 50168BAD0 4094000.00000000 PA USD 4121874.65000000 0.076112088361 Long ABS-MBS CORP US Y 2 2028-06-15 Fixed 6.09000000 N N N N N N TRICON RESIDENTIAL TRUST N/A 89616TAB1 1800000.00000000 PA USD 1799485.71000000 0.033228233993 Long ABS-MBS CORP US Y 2 2040-07-17 Fixed 5.24400000 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46639JAK6 534085.98000000 PA USD 519893.70000000 0.009600048180 Long ABS-MBS CORP US N 2 2047-12-15 Variable 4.20623000 N N N N N N VENTURE CLO LIMITED N/A 92326GAU2 6378299.00000000 PA USD 6367660.00000000 0.117581426347 Long ABS-MBS CORP US Y 2 2035-07-20 Floating 5.21763000 N N N N N N VERDANT RECEIVABLES LLC N/A 92340GAC4 1052000.00000000 PA USD 1063763.34000000 0.019642821823 Long ABS-MBS CORP US Y 2 2033-05-12 Fixed 4.96000000 N N N N N N EVERGREEN CREDIT CARD TRUST N/A 30023JDB1 2295000.00000000 PA USD 2279790.35000000 0.042097254113 Long ABS-MBS CORP US Y 2 2029-10-15 Fixed 4.54000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427MTP6 9757388.21000000 PA USD 9992355.94000000 0.184512908038 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 6.00000000 N N N N N N MERCHANTS FLEET FUNDING LLC N/A 588926AG0 5014000.00000000 PA USD 5084792.76000000 0.093892762082 Long ABS-MBS CORP US Y 2 2037-04-20 Fixed 5.95000000 N N N N N N MMAF EQUIPMENT FINANCE LLC N/A 55317JAD2 3652086.75000000 PA USD 3640932.31000000 0.067231292852 Long ABS-MBS CORP US Y 2 2030-11-13 Fixed 1.04000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TS7 13204000.00000000 PA USD 11803138.13000000 0.217949736120 Long DBT UST US N 2 2043-05-15 Fixed 3.87500000 N N N N N N KNIFE RIVER CORPORATION N/A 49889LAD8 1712062.50000000 PA USD 1717421.26000000 0.031712880617 Long LON CORP US N 2 2032-02-19 Floating 5.74000000 N N N N N N MARTIN MARIETTA MATERIALS, INC. 5299005MZ4WZECVATV08 573284BA3 851000.00000000 PA USD 867226.18000000 0.016013683395 Long DBT CORP US N 2 2034-12-01 Fixed 5.15000000 N N N N N N AMERICAN HERITAGE AUTO RECEIVABLES TRUST N/A 026944AE8 1105257.00000000 PA USD 1125850.58000000 0.020789287909 Long ABS-MBS CORP US Y 2 2030-09-16 Fixed 5.32000000 N N N N N N BX TRUST N/A 12433GAC0 4124000.00000000 PA USD 4137637.73000000 0.076403160031 Long ABS-MBS CORP US Y 2 2042-07-15 Floating 5.60000000 N N N N N N GMF FLOORPLAN OWNER REVOLVING TRUST N/A 361886DG6 2259027.00000000 PA USD 2321032.21000000 0.042858801797 Long ABS-MBS CORP US Y 2 2031-03-17 Fixed 5.35000000 N N N N N N NHP FOUNDATION (THE) N/A 62925MAB9 2821000.00000000 PA USD 3033959.25000000 0.056023288946 Long DBT CORP US N 2 2033-12-01 Fixed 6.00000000 N N N N N N BARINGS CLO LTD N/A 06765BAA5 3959928.00000000 PA USD 3977585.32000000 0.073447727319 Long ABS-MBS CORP US Y 2 2038-10-15 Floating 5.27032000 N N N N N N CRH AMERICA FINANCE, INC. 549300WEVUODRJ4CWK56 12636YAJ1 4580000.00000000 PA USD 4572641.03000000 0.084435672520 Long DBT CORP US N 2 2036-02-09 Fixed 5.00000000 N N N N N N APTARGROUP, INC. VNPEQDQFAA7IY1T2PX43 038336AA1 1736000.00000000 PA USD 1636266.31000000 0.030214321526 Long DBT CORP US N 2 2032-03-15 Fixed 3.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKKU3 5920771.61000000 PA USD 5843377.53000000 0.107900337748 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 4.50000000 N N N N N N OEG BORROWER, LLC 254900UUVX9EYPUMP391 67115HAG8 888750.00000000 PA USD 890234.21000000 0.016438536007 Long LON CORP US N 2 2031-06-30 Floating 7.20000000 N N N N N N HSBC US GOVERNMENT MONEY MARKET FUND N/A 40428X107 13571572.00000000 NS USD 13571572.00000000 0.250604585285 Long STIV RF US N 1 N N IDAHO HSG & FIN ASSN SINGLE FAMILY MTG REV N/A 45130BDJ9 695000.00000000 PA USD 704629.64000000 0.013011272291 Long DBT MUN US N 2 2040-07-01 Fixed 5.75800000 N N N N N N PENSKE TRUCK LEASING CO., L.P. 549300ZX07JYMI8GHQ39 709599BV5 293000.00000000 PA USD 312414.82000000 0.005768866451 Long DBT CORP US Y 2 2030-06-15 Fixed 6.20000000 N N N N N N SIX FLAGS ENTERTAINMENT CORPORATION 529900AS2CYWYFHRS781 83002YAA7 2564000.00000000 PA USD 2619130.82000000 0.048363313620 Long DBT CORP US Y 2 2032-05-01 Fixed 6.62500000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W34J5 9342123.86000000 PA USD 9493980.36000000 0.175310200677 Long ABS-MBS USGSE US N 2 2055-11-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NYAG6 4485323.54000000 PA USD 4505346.56000000 0.083193052819 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 4.45500000 N N N N N N Government National Mortgage Association 2 N/A 36179XLE4 4224683.89000000 PA USD 3920130.91000000 0.072386808320 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 3.50000000 N N N N N N 720 EAST CLO LTD N/A 81800WAE1 2587000.00000000 PA USD 2588810.90000000 0.047803443991 Long ABS-MBS CORP US Y 2 2037-04-20 Floating 5.06763000 N N N N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 871829BV8 1293000.00000000 PA USD 1336132.54000000 0.024672229648 Long DBT CORP US N 2 2035-03-23 Fixed 5.40000000 N N N N N N SCCU AUTO RECEIVABLES TRUST N/A 805922AN1 3459052.00000000 PA USD 3605459.43000000 0.066576271725 Long ABS-MBS CORP US Y 2 2031-11-17 Fixed 7.34000000 N N N N N N METROPOLITAN GOVT NASHVILLE & DAVIDSON CNTY TENN SPORTS AUTH REV N/A 592090LX0 1175000.00000000 PA USD 1241996.21000000 0.022933964107 Long DBT MUN US N 2 2035-07-01 Fixed 5.26800000 N N N N N N Government National Mortgage Association 2 N/A 36179XNB8 7785244.09000000 PA USD 7028771.10000000 0.129789111134 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 3.00000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05610MAE2 2400000.00000000 PA USD 2402244.90000000 0.044358427079 Long ABS-MBS CORP US Y 2 2027-06-15 Floating 8.01749000 N N N N N N WILLIS NORTH AMERICA INC. 5493004KVU1HWZCP0C66 970648AQ4 7226000.00000000 PA USD 7202046.27000000 0.132988707476 Long DBT CORP US N 2 2036-03-15 Fixed 5.15000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UC0 21867000.00000000 PA USD 19666633.13000000 0.363152362858 Long DBT UST US N 2 2054-08-15 Fixed 4.25000000 N N N N N N HPEFS EQUIPMENT TRUST N/A 442927AF6 2430000.00000000 PA USD 2422433.38000000 0.044731215556 Long ABS-MBS CORP US Y 2 2033-05-20 Fixed 4.77000000 N N N N N N BROWN & BROWN, INC. 549300PC8KTJ71XKFY89 115236AG6 930000.00000000 PA USD 957420.63000000 0.017679160522 Long DBT CORP US N 2 2034-06-11 Fixed 5.65000000 N N N N N N HARBOUR ENERGY PLC 213800YPC42DYBKVPF97 411618AD3 4291000.00000000 PA USD 4385080.31000000 0.080972287700 Long DBT CORP GB Y 2 2035-04-01 Fixed 6.32700000 N N N N N N BA CREDIT CARD TRUST N/A 05522RDJ4 18000.00000000 PA USD 18274.85000000 0.000337452522 Long ABS-MBS CORP US N 2 2029-05-15 Fixed 4.93000000 N N N N N N NEVADA HSG DIV SINGLE FAMILY MTG REV N/A 641279B37 2260000.00000000 PA USD 2200786.21000000 0.040638410602 Long DBT MUN US N 2 2039-10-01 Fixed 5.13200000 N N N N N N HILTON USA TRUST N/A 43300LAJ9 1873000.00000000 PA USD 1864174.36000000 0.034422736171 Long ABS-MBS CORP US Y 2 2038-11-05 Variable 4.19350000 N N N N N N BROWN & BROWN, INC. 549300PC8KTJ71XKFY89 115236AN1 872000.00000000 PA USD 901862.55000000 0.016653258025 Long DBT CORP US N 2 2055-06-23 Fixed 6.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TW8 48139000.00000000 PA USD 47943435.31000000 0.885294991842 Long DBT UST US N 2 2043-11-15 Fixed 4.75000000 N N N N N N AS MILEAGE PLAN IP LTD. N/A 00218QAB6 8209000.00000000 PA USD 8294597.18000000 0.153163103464 Long DBT CORP KY Y 2 2031-10-20 Fixed 5.30800000 N N N N N N MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV N/A 594654YK5 4485000.00000000 PA USD 4348251.16000000 0.080292222497 Long DBT MUN US N 2 2039-12-01 Fixed 5.09600000 N N N N N N WHEELS FLEET LEASE FUNDING LLC N/A 96328GCC9 3655422.00000000 PA USD 3715313.30000000 0.068604768021 Long ABS-MBS CORP US Y 2 2039-09-19 Fixed 5.21000000 N N N N N N CHS Inc. XEIEFTLYDQ1MZ6TZV015 12542R506 400000.00000000 NS USD 10180000.00000000 0.187977831765 Long EP CORP US N 1 N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773DP2 3651000.00000000 PA USD 3625929.20000000 0.066954254337 Long DBT CORP US N 2 2037-01-29 Fixed 5.14100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FFC6 7443993.18000000 PA USD 7493448.32000000 0.138369564601 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 5.00000000 N N N N N N FORD CREDIT FLOORPLAN MASTER OWNER TRUST A 5493001DTG5N7T8BG747 34528QHY3 3886000.00000000 PA USD 3900100.35000000 0.072016935899 Long ABS-MBS CORP US Y 2 2028-05-15 Fixed 5.75000000 N N N N N N CARS DB N/A 12510HAZ3 3207132.60000000 PA USD 3122141.73000000 0.057651614230 Long ABS-MBS CORP US Y 2 2054-10-15 Variable 4.40000000 N N N N N N OSCAR US FUNDING TRUST 549300GTSLUONMR77U11 68784HAD3 933740.00000000 PA USD 927013.52000000 0.017117680894 Long ABS-MBS CORP US Y 2 2029-04-10 Fixed 2.82000000 N N N N N N ONE MANHATTAN WEST N/A 563136AG5 5000000.00000000 PA USD 4810085.50000000 0.088820181031 Long ABS-MBS CORP US Y 2 2040-09-10 Variable 2.41281000 N N N N N N Government National Mortgage Association N/A 38382KLT8 7467161.40000000 PA USD 5840929.67000000 0.107855137019 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 1.00000000 N N N N N N FLORIDA ST BRD ADMIN FIN CORP REV N/A 341271AH7 26804000.00000000 PA USD 28307954.05000000 0.522717860907 Long DBT MUN US N 2 2034-07-01 Fixed 5.52600000 N N N N N N TEXAS ST N/A 8827244F1 2000000.00000000 PA USD 2031021.88000000 0.037503643346 Long DBT MUN US N 2 2041-10-01 Fixed 5.35700000 N N N N N N ZIMMER BIOMET HOLDINGS, INC. 2P2YLDVPES3BXQ1FRB91 98956PAZ5 1337000.00000000 PA USD 1357857.78000000 0.025073395022 Long DBT CORP US N 2 2034-09-15 Fixed 5.20000000 N N N N N N HILTON USA TRUST N/A 43300LAL4 1866000.00000000 PA USD 1852473.77000000 0.034206680028 Long ABS-MBS CORP US Y 2 2038-11-05 Variable 4.19350000 N N N N N N UNIVERSITY CINCINNATI OHIO GEN RCPTS N/A 9141195D0 905000.00000000 PA USD 933035.45000000 0.017228878276 Long DBT MUN US N 2 2040-06-01 Fixed 5.53400000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBH7 9016000.00000000 PA USD 7527575.89000000 0.138999744032 Long DBT CORP US N 2 2036-07-15 Fixed 3.85000000 N N N N N N LINCOLN CENTER FOR THE PERFORMING ARTS, INC. 5493005I1IFCGZIFFQ41 533097AA9 1475000.00000000 PA USD 1317731.75000000 0.024332451592 Long DBT CORP US N 2 2035-12-01 Fixed 3.70600000 N N N N N N AMUR EQUIPMENT FINANCE RECEIVABLES LLC N/A 03236XAB3 259928.08000000 PA USD 260304.36000000 0.004806625657 Long ABS-MBS CORP US Y 2 2028-06-21 Fixed 5.30000000 N N N N N N CITIGROUP CAPITAL XIII N/A 173080201 87500.00000000 NS USD 2624125.00000000 0.048455533180 Long EP CORP US N 1 N N N HUDSON YARDS MORTGAGE TRUST N/A 44855PAC2 2624000.00000000 PA USD 2716159.44000000 0.050154986469 Long ABS-MBS CORP US Y 2 2040-01-13 Variable 5.75807000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C5HN4 2015302.59000000 PA USD 2056785.61000000 0.037979381078 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.50000000 N N N N N N FLORIDA GAS TRANSMISSION COMPANY, LLC 549300Q0UQF87NXNOC32 340711BC3 2769000.00000000 PA USD 2866302.99000000 0.052927448059 Long DBT CORP US Y 2 2035-07-15 Fixed 5.75000000 N N N N N N THE PNC FINANCIAL SERVICES GROUP, INC. CFGNEKW0P8842LEUIA51 693475BW4 650000.00000000 PA USD 681449.00000000 0.012583232365 Long DBT CORP US N 2 2035-01-22 Fixed 5.67600000 N N N N N N WESTLAKE CORPORATION GOXNEVUM0LL78B1OS344 960413BB7 4359000.00000000 PA USD 4341869.13000000 0.080174375723 Long DBT CORP US N 2 2035-11-15 Fixed 5.55000000 N N N N N N Government National Mortgage Association 2 N/A 36179V4L1 11897550.43400000 PA USD 10120836.43000000 0.186885352432 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 2.50000000 N N N N N N ALA TRUST N/A 009920AE9 715350.00000000 PA USD 720726.27000000 0.013308503097 Long ABS-MBS CORP US Y 2 2030-06-15 Floating 5.77232000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W0GU3 10323504.34000000 PA USD 10378993.69000000 0.191652331017 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.00000000 N N N N N N M.S.D. INVESTMENT CORP. N/A 55354LAC3 8763000.00000000 PA USD 8719518.15000000 0.161009441638 Long DBT CORP US Y 2 2031-02-05 Fixed 6.12500000 N N N N N N MARYLAND ST ECONOMIC DEV CORP REV N/A 574205JC5 905000.00000000 PA USD 921030.41000000 0.017007200340 Long DBT MUN US N 2 2034-11-30 Fixed 5.06800000 N N N N N N FISERV, INC. GI7UBEJLXYLGR2C7GV83 337738BQ0 7373000.00000000 PA USD 7313880.56000000 0.135053773031 Long DBT CORP US N 2 2035-08-11 Fixed 5.25000000 N N N N N N Government National Mortgage Association 2 N/A 3622ACJK7 3489032.73000000 PA USD 3565260.24000000 0.065833977366 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 5.50000000 N N N N N N Sumitomo Mitsui Trust Bank, Limited 5493006GGLR4BTEL8O61 86563VCB3 2383000.00000000 PA USD 2407681.45000000 0.044458815182 Long DBT CORP JP Y 2 2035-03-13 Fixed 5.05000000 N N N N N N GLOBAL PAYMENTS INC. 549300NOMHGVQBX6S778 37940XAR3 1416000.00000000 PA USD 1356427.93000000 0.025046992262 Long DBT CORP US N 2 2052-08-15 Fixed 5.95000000 N N N N N CALIFORNIA INFRASTRUCTURE & ECONOMIC DEV BK REV N/A 13034A5T3 1500000.00000000 PA USD 1538034.55000000 0.028400432209 Long DBT MUN US N 2 2038-07-01 Fixed 6.02900000 N N N N N N HAWAII ST N/A 419792R57 3075000.00000000 PA USD 3062234.50000000 0.056545402914 Long DBT MUN US N 2 2043-10-01 Fixed 5.10900000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MV0 2288000.00000000 PA USD 2285151.96000000 0.042196258418 Long DBT CORP US N 2 2199-12-31 Fixed 3.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W22H3 15886797.39000000 PA USD 15609387.06000000 0.288233667458 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 4.50000000 N N N N N N VOYAGER PARENT, LLC 2549002DYVI4ACSV4V71 92921HAD7 7855312.50000000 PA USD 7835045.79000000 0.144677300529 Long LON CORP US N 2 2032-07-01 Floating 7.91000000 N N N N N N FRONTIER COMMUNICATIONS HOLDINGS, LLC N/A 35906ABG2 7399000.00000000 PA USD 7431817.08000000 0.137231518740 Long DBT CORP US Y 2 2029-05-01 Fixed 6.75000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05619PAA4 2260094.00000000 PA USD 2270058.93000000 0.041917559493 Long ABS-MBS CORP US Y 2 2044-12-15 Floating 5.38019000 N N N N N N INTL COMMERCIAL MORTGAGE TRUST N/A 44989YAA6 1239000.00000000 PA USD 1252567.36000000 0.023129164683 Long ABS-MBS CORP US Y 2 2037-11-05 Variable 5.04146000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TU2 9163000.00000000 PA USD 8722030.63000000 0.161055835601 Long DBT UST US N 2 2043-08-15 Fixed 4.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HKMB7 7910386.73000000 PA USD 7961558.16000000 0.147013402788 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 4.74728000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EHJ2 2191174.08000000 PA USD 2098680.83000000 0.038752993319 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.00000000 N N N N N N DRYDEN CLO LTD N/A 26190TAQ4 2169000.00000000 PA USD 2177676.00000000 0.040211671195 Long ABS-MBS CORP US Y 2 2038-01-15 Floating 5.27219000 N N N N N N United States of America N/A N/A 380.00000000 NC USD -173107.29000000 -0.00319649636 N/A DIR US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long United States of America US 5-Year Note (consolidated) Mar 2026 2026-03-31 41566388.54000000 USD -173107.29000000 N N N ROCKET COMPANIES, INC. N/A 77311WAB7 386000.00000000 PA USD 400936.26000000 0.007403450769 Long DBT CORP US Y 2 2033-08-01 Fixed 6.37500000 N N N N N N DOLLAR TREE, INC. 549300PMSTQITB1WHR43 256746AJ7 524000.00000000 PA USD 472218.36000000 0.008719703677 Long DBT CORP US N 2 2031-12-01 Fixed 2.65000000 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST N/A 448976AF7 1265000.00000000 PA USD 1280634.83000000 0.023647441908 Long ABS-MBS CORP US N 2 2031-01-15 Fixed 4.67000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HFNP6 5650219.51000000 PA USD 5648603.57000000 0.104303757523 Long ABS-MBS USGSE US N 2 2051-06-25 Fixed 4.50000000 N N N N N N CHESAPEAKE FUNDING LLC 549300LG5AUFDML64706 165183DC5 2874000.00000000 PA USD 2955722.83000000 0.054578621697 Long ABS-MBS CORP US Y 2 2035-10-15 Fixed 6.15000000 N N N N N N Government National Mortgage Association 2 N/A 3622ACJB7 3809013.08000000 PA USD 3829044.06000000 0.070704852665 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 5.00000000 N N N N N N CAPSTONE BORROWER, INC. 254900YSP2BAI3YKIX08 140944AA7 1822000.00000000 PA USD 1692679.19000000 0.031256008252 Long DBT CORP US Y 2 2030-06-15 Fixed 8.00000000 N N N N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 91159HJG6 1520000.00000000 PA USD 1531268.38000000 0.028275492133 Long DBT CORP US N 2 2033-07-22 Fixed 4.96700000 N N N N N N CREDIT ACCEPTANCE AUTO LOAN TRUST N/A 22535PAA0 4154231.54000000 PA USD 4182733.88000000 0.077235878744 Long ABS-MBS CORP US Y 2 2033-12-15 Fixed 6.13000000 N N N N N N AMUR EQUIPMENT FINANCE RECEIVABLES LLC N/A 03237CAD4 2616000.00000000 PA USD 2660031.12000000 0.049118554259 Long ABS-MBS CORP US Y 2 2031-01-21 Fixed 5.55000000 N N N N N N ALLY BANK AUTO CREDIT-LINKED NOTES N/A 02007G6Q1 3726322.30000000 PA USD 3749447.37000000 0.069235067478 Long ABS-MBS CORP US Y 2 2033-09-15 Fixed 4.69700000 N N N N N N STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 857477CG6 3588000.00000000 PA USD 3862518.32000000 0.071322968462 Long DBT CORP US N 2 2034-11-21 Fixed 6.12300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMC79 9469928.62000000 PA USD 8082840.33000000 0.149252927282 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 2.50000000 N N N N N N LKQ CORPORATION DS830JTTZQN6GK0I2E41 501889AF6 84000.00000000 PA USD 87891.75000000 0.001622956836 Long DBT CORP US N 2 2033-06-15 Fixed 6.25000000 N N N N N N VERDANT RECEIVABLES LLC N/A 92339MAB6 1696251.49000000 PA USD 1725025.23000000 0.031853291009 Long ABS-MBS CORP US Y 2 2031-12-12 Fixed 5.68000000 N N N N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 902973866 5000.00000000 NS USD 3892250.00000000 0.071871976000 Long EP CORP US N 1 N N N QNITY ELECTRONICS, INC. 254900RSUG4J9TFFZX53 74743LAA8 2949000.00000000 PA USD 3002763.50000000 0.055447246761 Long DBT CORP US Y 2 2032-08-15 Fixed 5.75000000 N N N N N N LAD AUTO RECEIVABLES TRUST N/A 505710AD5 3730079.10000000 PA USD 3739996.22000000 0.069060548157 Long ABS-MBS CORP US Y 2 2027-12-15 Fixed 6.18000000 N N N N N N NEW JERSEY ST HSG & MTG FIN AGY REV N/A 64613AKK7 445000.00000000 PA USD 464798.31000000 0.008582689442 Long DBT MUN US N 2 2035-04-01 Fixed 5.69000000 N N N N N N SBNA AUTO RECEIVABLES TRUST N/A 78437XAD8 1718000.00000000 PA USD 1742027.14000000 0.032167238178 Long ABS-MBS CORP US Y 2 2031-09-15 Fixed 5.34000000 N N N N N N FORD CREDIT FLOORPLAN MASTER OWNER TRUST A 5493001DTG5N7T8BG747 34528QJR6 6005000.00000000 PA USD 6105461.33000000 0.112739821487 Long ABS-MBS CORP US Y 2 2031-09-15 Fixed 4.61000000 N N N N N N PENFED AUTO RECEIVABLES OWNER TRUST N/A 706874AG9 1382000.00000000 PA USD 1385847.85000000 0.025590243025 Long ABS-MBS CORP US Y 2 2030-06-17 Fixed 5.85000000 N N N N N N SOUTHWEST AIRLINES CO. UDTZ87G0STFETI6HGH41 844741BM9 10638000.00000000 PA USD 10405577.27000000 0.192143207611 Long DBT CORP US N 2 2035-11-15 Fixed 5.25000000 N N N N N N FEDEX FREIGHT HOLDING COMPANY, INC. 984500Y1DA5A58ICE336 314352AG0 3640000.00000000 PA USD 3613974.00000000 0.066733496716 Long DBT CORP US Y 2 2036-03-15 Fixed 5.25000000 N N N N N N Government National Mortgage Association 2 N/A 36179YDJ0 3894989.56000000 PA USD 3915103.43000000 0.072293973861 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 2 N/A 3618J6EV0 1200384.29000000 PA USD 1223593.52000000 0.022594150967 Long ABS-MBS USGA US N 2 2054-10-20 Fixed 7.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179X2J4 3128462.63000000 PA USD 3072263.97000000 0.056730601148 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 4.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DN6 1000000.00000000 PA USD 1119173.96000000 0.020666001411 Long DBT CORP GB N 2 2038-06-01 Fixed 6.80000000 N N N N N N PROGRESS RESIDENTIAL MASTER TRUST N/A 74333HAG0 3000000.00000000 PA USD 2967565.04000000 0.054797292911 Long ABS-MBS CORP US Y 2 2038-07-17 Fixed 2.22500000 N N N N N N CARVANA AUTO RECEIVABLES TRUST N/A 14687HAE3 124098.78000000 PA USD 121824.01000000 0.002249529789 Long ABS-MBS CORP US N 2 2028-09-11 Fixed 2.30000000 N N N N N N Smithfield Foods, Inc. CVTIPZRZJC0JQEZLL598 832248BD9 2135000.00000000 PA USD 1892483.73000000 0.034945480178 Long DBT CORP US Y 2 2031-09-13 Fixed 2.62500000 N N N N N N BOARDWALK PIPELINES, LP 549300W6AQ2GHHCGL606 096630AL2 2280000.00000000 PA USD 2284485.57000000 0.042183953256 Long DBT CORP US N 2 2036-02-15 Fixed 5.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHT1 207000.00000000 PA USD 204283.13000000 0.003772170908 Long DBT UST US N 2 2033-08-15 Fixed 3.87500000 N N N N N N NEW YORK N Y CITY INDL DEV AGY REV N/A 64971PLN3 1250000.00000000 PA USD 983783.91000000 0.018165969187 Long DBT MUN US N 2 2036-01-01 Fixed 2.43600000 N N N N N N USB AUTO OWNER TRUST N/A 90367VAG4 729000.00000000 PA USD 739882.64000000 0.013662233244 Long ABS-MBS CORP US Y 2 2032-12-15 Fixed 5.40000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TG3 30000000.00000000 PA USD 20868750.00000000 0.385349938767 Long DBT UST US N 2 2052-05-15 Fixed 2.87500000 N N N N N N GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C. N/A 39154GAM8 3430267.00000000 PA USD 3470774.35000000 0.064089257058 Long ABS-MBS CORP US Y 2 2033-01-18 Fixed 5.01000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140AT6Z4 6188420.68000000 PA USD 6277693.60000000 0.115920160256 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.50000000 N N N N N N BXP TRUST N/A 05607TAA0 2824000.00000000 PA USD 2487646.39000000 0.045935400254 Long ABS-MBS CORP US Y 2 2044-01-15 Fixed 2.61800000 N N N N N N BP CAPITAL MARKETS P.L.C. 549300CRVT18MXX0AG93 05565QDV7 142000.00000000 PA USD 140992.83000000 0.002603489830 Long DBT CORP GB N 2 2199-12-31 Fixed 4.87500000 N N N N N N JANUS INTERNATIONAL GROUP, LLC 549300EG57ZJJG8NC776 47102DAN9 176320.00000000 PA USD 175879.20000000 0.003247680812 Long LON CORP US N 2 2030-08-05 Floating 6.32000000 N N N N N N Government National Mortgage Association 2 N/A 36179YKS2 3557076.62000000 PA USD 3622058.83000000 0.066882786384 Long ABS-MBS USGA US N 2 2053-11-20 Fixed 5.50000000 N N N N N N BOFA AUTO TRUST N/A 09709AAC6 13928.18000000 PA USD 14045.02000000 0.000259346994 Long ABS-MBS CORP US Y 2 2028-11-15 Fixed 5.35000000 N N N N N N MINNESOTA ST HSG FIN AGY N/A 60416UGH2 1240000.00000000 PA USD 1273694.90000000 0.023519293284 Long DBT MUN US N 2 2039-08-01 Fixed 5.58000000 N N N N N N 720 EAST CLO LTD N/A 81785AAL2 4197000.00000000 PA USD 4213368.30000000 0.077801555742 Long ABS-MBS CORP US Y 2 2038-01-20 Floating 5.26763000 N N N N N N CP EF ASSET SECURITIZATION I, LLC N/A 224092AA4 145385.75000000 PA USD 146408.26000000 0.002703487943 Long ABS-MBS CORP US Y 2 2032-03-15 Fixed 7.48000000 N N N N N N ALLY BANK AUTO CREDIT-LINKED NOTES N/A 02007G5G4 2441267.49000000 PA USD 2449162.22000000 0.045224774435 Long ABS-MBS CORP US Y 2 2033-06-15 Fixed 4.99100000 N N N N N N LAD AUTO RECEIVABLES TRUST N/A 50571AAF8 3287503.00000000 PA USD 3373668.52000000 0.062296158495 Long ABS-MBS CORP US Y 2 2029-03-15 Fixed 6.76000000 N N N N N N CARMAX AUTO OWNER TRUST N/A 14318MAH2 2716000.00000000 PA USD 2741095.93000000 0.050615448878 Long ABS-MBS CORP US N 2 2029-01-16 Fixed 6.20000000 N N N N N N PROGRESS RESIDENTIAL MASTER TRUST N/A 74333PAC1 3250000.00000000 PA USD 3055705.67000000 0.056424845418 Long ABS-MBS CORP US Y 2 2040-08-17 Fixed 1.94200000 N N N N N N VENTURE GLOBAL PLAQUEMINES LNG, LLC 549300TKP4I6OJ02BF90 922966AB2 1186000.00000000 PA USD 1322748.44000000 0.024425086809 Long DBT CORP US Y 2 2035-05-01 Fixed 7.75000000 N N N N N N DRYDEN CLO LTD N/A 26248XAN4 4320772.00000000 PA USD 4334784.26000000 0.080043550723 Long ABS-MBS CORP US Y 2 2038-10-20 Floating 5.35444000 N N N N N N AVENTURA MALL VENTURE N/A 05359AAA1 1450000.00000000 PA USD 1438489.26000000 0.026562288026 Long ABS-MBS CORP US Y 2 2040-07-05 Variable 4.11232000 N N N N N N JH NORTH AMERICA HOLDINGS INC. 254900A6FXA0D81TL967 46593WAB1 9249000.00000000 PA USD 9442878.91000000 0.174366591662 Long DBT CORP US Y 2 2032-07-31 Fixed 6.12500000 N N N N N N NEVADA HSG DIV SINGLE FAMILY MTG REV N/A 641279F33 3480000.00000000 PA USD 3307622.49000000 0.061076591745 Long DBT MUN US N 2 2045-10-01 Fixed 5.67500000 N N N N N N SLM STUDENT LOAN TRUST N/A 78447GAD3 2500000.00000000 PA USD 2370066.95000000 0.043764248172 Long ABS-MBS CORP US N 2 2043-04-27 Floating 4.81176000 N N N N N N ALLY BANK AUTO CREDIT-LINKED NOTES N/A 02007G4E0 1700863.96000000 PA USD 1712937.67000000 0.031630089308 Long ABS-MBS CORP US Y 2 2032-09-15 Fixed 5.41000000 N N N N N N SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY N/A 87166PAP6 27000.00000000 PA USD 27463.34000000 0.000507121719 Long ABS-MBS CORP US N 2 2031-02-18 Fixed 4.78000000 N N N N N N BROWN & BROWN, INC. 549300PC8KTJ71XKFY89 115236AM3 2084000.00000000 PA USD 2130390.63000000 0.039338527646 Long DBT CORP US N 2 2035-06-23 Fixed 5.55000000 N N N N N N CONSOLIDATED COMMUNICATIONS LLC N/A 209031AA1 934700.00000000 PA USD 956884.08000000 0.017669252908 Long ABS-MBS CORP US Y 2 2055-05-20 Fixed 6.00000000 N N N N N N ROYAL CARIBBEAN CRUISES LTD. K2NEH8QNVW44JIWK7Z55 780153BV3 4040000.00000000 PA USD 4165801.85000000 0.076923221937 Long DBT CORP LR Y 2 2033-02-01 Fixed 6.00000000 N N N N N N HUNTSMAN INTERNATIONAL LLC 3YTEJFW18LGIUQ2N5J61 44701QBF8 3348000.00000000 PA USD 2859404.44000000 0.052800063533 Long DBT CORP US N 2 2031-06-15 Fixed 2.95000000 N N N N N N LAMAR MEDIA CORP. N/A 513075CA7 91000.00000000 PA USD 90922.80000000 0.001678926404 Long DBT CORP US Y 2 2033-11-01 Fixed 5.37500000 N N N N N N NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST N/A 63938PBX6 708000.00000000 PA USD 710474.20000000 0.013119194463 Long ABS-MBS CORP US Y 2 2029-04-25 Fixed 5.79000000 N N N N N N Government National Mortgage Association 2 N/A 3622ADLA4 6245824.01000000 PA USD 5585709.67000000 0.103142396133 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 3622ACN63 3497993.27000000 PA USD 3585631.70000000 0.066210144643 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 5.50000000 N N N N N N ORGANON & CO. 549300AMCKY57OK2CO56 68622FAB7 5143000.00000000 PA USD 4836171.56000000 0.089301870716 Long DBT CORP US Y 2 2034-05-15 Fixed 7.87500000 N N N N N Government National Mortgage Association 2 N/A 36179XQS8 6354752.26000000 PA USD 5735946.34000000 0.105916577221 Long ABS-MBS USGA US N 2 2053-01-20 Fixed 3.00000000 N N N N N N TESLA ELECTRIC VEHICLE TRUST N/A 881943AF1 2900000.00000000 PA USD 2969268.07000000 0.054828740051 Long ABS-MBS CORP US Y 2 2031-05-20 Fixed 5.82000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKU4 544000.00000000 PA USD 564102.50000000 0.010416381615 Long DBT UST US N 2 2031-05-31 Fixed 4.62500000 N N N N N N HPEFS EQUIPMENT TRUST N/A 44328UAF3 2350000.00000000 PA USD 2370569.14000000 0.043773521315 Long ABS-MBS CORP US Y 2 2031-07-21 Fixed 6.97000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QQK95 9087153.94000000 PA USD 8704426.64000000 0.160730770780 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.00000000 N N N N N N VERDANT RECEIVABLES LLC N/A 92339MAC4 793000.00000000 PA USD 814224.62000000 0.015034988078 Long ABS-MBS CORP US Y 2 2031-12-12 Fixed 5.72000000 N N N N N N THE TIMKEN COMPANY B0I35MLPFXZSE70ASS73 887389AL8 1194000.00000000 PA USD 1145670.88000000 0.021155277793 Long DBT CORP US N 2 2032-04-01 Fixed 4.12500000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 345285AC4 2250000.00000000 PA USD 2210098.44000000 0.040810364709 Long ABS-MBS CORP US Y 2 2034-05-15 Fixed 2.11000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W4DA2 6147665.67000000 PA USD 6145854.44000000 0.113485696657 Long ABS-MBS USGSE US N 2 2055-11-01 Fixed 5.00000000 N N N N N N HILTON USA TRUST N/A 43300LAG5 4650000.00000000 PA USD 4641174.85000000 0.085701177322 Long ABS-MBS CORP US Y 2 2038-11-05 Variable 4.19350000 N N N N N N MMAF EQUIPMENT FINANCE LLC N/A 55318CAD6 72646.00000000 PA USD 74906.01000000 0.001383169876 Long ABS-MBS CORP US Y 2 2049-07-13 Fixed 5.10000000 N N N N N N FIXED INCOME CLEARING CO N/A N/A 49000000.00000000 PA USD 49000000.00000000 0.904804887672 Long RA CORP US N 2 Repurchase N 3.64000000 2026-02-02 48160600.00000000 USD 49980073.27000000 USD UST N N N BLACKSTONE REG FINANCE CO. L.L.C. 254900S2G1V55FTA4590 092914AC4 2668000.00000000 PA USD 2636704.36000000 0.048687816168 Long DBT CORP US N 2 2036-02-15 Fixed 4.95000000 N N N N N N Government National Mortgage Association 2 N/A 36179XBQ8 1958301.42000000 PA USD 1696765.90000000 0.031331471011 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 2.50000000 N N N N N N CARDS II TRUST N/A 14161GCP3 3650000.00000000 PA USD 3679030.76000000 0.067934796194 Long ABS-MBS CORP US Y 2 2031-03-17 Fixed 5.42000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KY6U8 1170204.21000000 PA USD 1158606.61000000 0.021394141298 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4.50000000 N N N N N N Hawaiian Airlines 2013-1 Pass Through Trusts N/A 419838AA5 0.01000000 PA USD 0.01000000 0.000000000184 Long DBT CORP US N 2 2027-07-15 Fixed 3.90000000 N N N N N N ARES COMMERCIAL MORTGAGE TRUST N/A 04021QAC3 434000.00000000 PA USD 433999.53000000 0.008013977469 Long ABS-MBS CORP US Y 2 2043-02-15 Floating 5.20000000 N N N N N N FOCUS FINANCIAL PARTNERS, LLC 5493007L0E0VKRC2CP39 34417VAA5 226000.00000000 PA USD 231404.58000000 0.004272979490 Long DBT CORP US Y 2 2031-09-15 Fixed 6.75000000 N N N N N N HERTZ VEHICLE FINANCING III LLC N/A 42806MCA5 2875000.00000000 PA USD 2917960.43000000 0.053881323655 Long ABS-MBS CORP US Y 2 2028-02-25 Fixed 5.94000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RNH1 5086000.00000000 PA USD 5061087.40000000 0.093455032988 Long DBT CORP US N 2 2036-04-30 Fixed 5.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EGU8 3141915.37000000 PA USD 3208258.77000000 0.059241800326 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 5.50000000 N N N N N N INTERSTATE POWER AND LIGHT COMPANY EF9UQIIO4KY2BWOK3P26 461070AX2 3879000.00000000 PA USD 4036909.16000000 0.074543166103 Long DBT CORP US N 2 2035-06-29 Fixed 5.60000000 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83368RCN0 3712000.00000000 PA USD 3694444.53000000 0.068219417713 Long DBT CORP FR Y 2 2037-04-10 Fixed 5.40000000 N N N N N N FORD CREDIT FLOORPLAN MASTER OWNER TRUST A 5493001DTG5N7T8BG747 34528QHX5 3430000.00000000 PA USD 3441836.95000000 0.063554916223 Long ABS-MBS CORP US Y 2 2028-05-15 Fixed 5.31000000 N N N N N N The Northwestern Mutual Life Insurance Co 1DU7IM20QESYGDO4HO54 668138AF7 1471000.00000000 PA USD 1568924.47000000 0.028970827119 Long DBT CORP US Y 2 2055-05-29 Fixed 6.17000000 N N N N N N THE CHARLES SCHWAB CORPORATION 549300VSGCJ7E698NM85 808513BK0 2292000.00000000 PA USD 2281758.97000000 0.042133605480 Long DBT CORP US N 2 2199-12-31 Fixed 4.00000000 N N N N N N DELTA 2 LUX SARL N/A L2465BAW6 1100000.00000000 PA USD 1098625.00000000 0.020286556524 Long LON CORP GB N 2 2031-09-19 Floating 5.42000000 N N N N N N NEW ECONOMY ASSETS PHASE I SPONSOR LLC N/A 643821AA9 6097000.00000000 PA USD 5120671.54000000 0.094555278317 Long ABS-MBS CORP US Y 2 2061-10-20 Fixed 1.91000000 N N N N N N LAD AUTO RECEIVABLES TRUST N/A 50571AAE1 2817859.00000000 PA USD 2857171.19000000 0.052758825665 Long ABS-MBS CORP US Y 2 2028-10-16 Fixed 6.39000000 N N N N N N PALMER SQUARE LOAN FUNDING LTD. N/A 69690EAC3 3625000.00000000 PA USD 3622100.00000000 0.066883546604 Long ABS-MBS CORP US Y 2 2032-08-08 Floating 5.51495000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SN9 4535000.00000000 PA USD 2164045.31000000 0.039959974972 Long DBT UST US N 2 2050-05-15 Fixed 1.25000000 N N N N N N FIRST HORIZON BANK COOWI3L2W9TPYR3WJX37 337158AJ8 2500000.00000000 PA USD 2580214.45000000 0.047644707053 Long DBT CORP US N 2 2030-05-01 Fixed 5.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XRKD6 6333677.37000000 PA USD 6461588.83000000 0.119315860316 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.50000000 N N N N N N COTY INC. 549300BO9IWPF3S48F93 22207AAA0 9117000.00000000 PA USD 9357253.64000000 0.172785486299 Long DBT CORP US Y 2 2030-07-15 Fixed 6.62500000 N N N N N TARRANT CNTY TEX CULTURAL ED FACS FIN CORP HOSP REV N/A 87638QRC5 1000000.00000000 PA USD 899243.93000000 0.016604904144 Long DBT MUN US N 2 2031-09-01 Fixed 2.41100000 N N N N N N HUDSON YARDS MORTGAGE TRUST N/A 44421GAJ2 4947000.00000000 PA USD 4629466.45000000 0.085484976964 Long ABS-MBS CORP US Y 2 2039-07-10 Variable 3.44313000 N N N N N N DBWF MORTGAGE TRUST N/A 23307KAA5 2750489.00000000 PA USD 2747059.24000000 0.050725563817 Long ABS-MBS CORP US Y 2 2034-04-15 Floating 5.49200000 N N N N N N NEW YORK LIFE GLOBAL FUNDING 635400DPNHEAUHB7ZI15 64952WFM0 5230000.00000000 PA USD 5451292.81000000 0.100660334257 Long DBT CORP US Y 2 2035-01-23 Fixed 5.35000000 N N N N N N Breakwater Energy Holdings S.a r.l. 984500969HAFA937F390 10637BAA3 5770000.00000000 PA USD 6050304.55000000 0.111721329158 Long DBT CORP LU Y 2 2030-11-15 Fixed 9.25000000 N N N N N N SODEXO, INC. 549300WSZGQGJQXRFU84 833794AD2 1666000.00000000 PA USD 1734934.51000000 0.032036269886 Long DBT CORP US Y 2 2035-08-15 Fixed 5.80000000 N N N N N N CCG RECEIVABLES TRUST N/A 12515XAD2 1212000.00000000 PA USD 1223319.60000000 0.022589092923 Long ABS-MBS CORP US Y 2 2032-10-14 Fixed 4.89000000 N N N N N N ARI FLEET LEASE TRUST N/A 00218KAE3 750500.00000000 PA USD 767403.88000000 0.014170424111 Long ABS-MBS CORP US Y 2 2032-11-15 Fixed 6.05000000 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 89236TNB7 1304000.00000000 PA USD 1359848.39000000 0.025110152444 Long DBT CORP US N 2 2035-01-09 Fixed 5.35000000 N N N N N N ONE MANHATTAN WEST N/A 563136AJ9 6475052.00000000 PA USD 6175712.17000000 0.114037031760 Long ABS-MBS CORP US Y 2 2040-09-10 Variable 2.41281000 N N N N N N DIAMONDBACK ENERGY, INC. 549300R22LSX6OHWEN64 25278XBA6 439000.00000000 PA USD 419070.09000000 0.007738299300 Long DBT CORP US N 2 2054-04-18 Fixed 5.75000000 N N N N N N MORGAN STANLEY CAPITAL I TRUST N/A 61773PAG6 2750000.00000000 PA USD 2295400.45000000 0.042385500945 Long ABS-MBS CORP US Y 2 2031-11-09 Variable 2.80980000 N N N N N N VB-S1 ISSUER, LLC N/A 91823ABC4 3151114.00000000 PA USD 3186045.99000000 0.058831632328 Long ABS-MBS CORP US Y 2 2054-05-15 Fixed 5.59000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING N/A 05377RGW8 8750000.00000000 PA USD 8931623.15000000 0.164926046550 Long ABS-MBS CORP US Y 2 2028-02-22 Fixed 7.05000000 N N N N N N US FOODS, INC. 5493000JOOFAOUY1JZ87 90351HAG3 2425500.00000000 PA USD 2439519.39000000 0.045046715666 Long LON CORP US N 2 2031-10-03 Floating 5.42000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBP9 2700000.00000000 PA USD 2553481.14000000 0.047151065633 Long DBT RF GB N 2 2035-09-23 Fixed 3.56400000 N N N N N N ASHTEAD CAPITAL, INC. 213800J1134IW58IC398 04505AAA7 1250000.00000000 PA USD 1294569.95000000 0.023904759554 Long DBT CORP US Y 2 2032-08-11 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DTG79 1608570.22300000 PA USD 1647149.05000000 0.030415275738 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 5.50000000 N N N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 254900C5LP6DN9OP9V83 3133ERMZ1 4527000.00000000 PA USD 4527588.51000000 0.083603759453 Long DBT USGSE US N 2 2039-08-05 Fixed 5.60000000 N N N N N N SFS AUTO RECEIVABLES SECURITIZATION TRUST N/A 78435VAF9 1841000.00000000 PA USD 1893179.64000000 0.034958330439 Long ABS-MBS CORP US Y 2 2032-01-20 Fixed 5.51000000 N N N N N N MHP COMMERCIAL MORTGAGE TRUST N/A 55293DAG6 2000000.01000000 PA USD 2000000.03000000 0.036930812295 Long ABS-MBS CORP US Y 2 2027-01-15 Floating 5.29309000 N N N N N N DIAMOND INFRASTRUCTURE FUNDING N/A 25265LAE0 3000000.00000000 PA USD 2918486.40000000 0.053891035904 Long ABS-MBS CORP US Y 2 2049-04-15 Fixed 3.47500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CUA0 1836651.49000000 PA USD 1719982.02000000 0.031760166089 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N KEYCORP CAPITAL II N/A 49326YAA7 750000.00000000 PA USD 773754.61000000 0.014287692918 Long DBT CORP US N 2 2029-03-17 Fixed 6.87500000 N N N N N N AMC ENTERTAINMENT HOLDINGS, INC. 549300ZO77UNR6NRBR11 00164CAD7 6487515.62000000 PA USD 6435745.25000000 0.118838648122 Long LON CORP US N 2 2029-01-04 Floating 10.68000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST N/A 96042UAE1 1200000.00000000 PA USD 1205178.79000000 0.022254115504 Long ABS-MBS CORP US Y 2 2027-06-15 Fixed 6.44000000 N N N N N N SLM STUDENT LOAN TRUST N/A 78442GKP0 261379.16000000 PA USD 251016.11000000 0.004635114351 Long ABS-MBS CORP US N 2 2065-10-25 Floating 4.69862000 N N N N N N OSCAR US FUNDING TRUST 549300GTSLUONMR77U11 68785AAD7 27518.70000000 PA USD 27470.95000000 0.000507262241 Long ABS-MBS CORP US Y 2 2028-04-10 Fixed 1.00000000 N N N N N N AIRCASTLE LIMITED 549300PNK8AKY3OIKP58 00928QAW1 1868000.00000000 PA USD 1864855.15000000 0.034435307235 Long DBT CORP BM Y 2 2199-12-31 Fixed 5.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KLPT8 6379007.39000000 PA USD 5654404.42000000 0.104410872573 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 3.00000000 N N N N N N 7-ELEVEN, INC. 549300K23JPL0SS3LB18 817826AG5 1102000.00000000 PA USD 658945.52000000 0.012167696473 Long DBT CORP US Y 2 2051-02-10 Fixed 2.80000000 N N N N N N SOUTH JERSEY TRANSN AUTH N J TRANSN SYS REV N/A 838536JW1 450000.00000000 PA USD 445063.22000000 0.008218272995 Long DBT MUN US N 2 2026-11-01 Fixed 3.12000000 N N N N N N M&T EQUIPTMENT LLC N/A 55340QAD7 1804000.00000000 PA USD 1826578.09000000 0.033728505786 Long ABS-MBS CORP US Y 2 2032-03-16 Fixed 4.91000000 N N N N N N BPR TRUST N/A 05592AAL4 2751889.00000000 PA USD 2750271.40000000 0.050784877656 Long ABS-MBS CORP US Y 2 2038-09-15 Floating 6.14500000 N N N N N N Government National Mortgage Association N/A 38381QG96 1208890.46000000 PA USD 1216317.96000000 0.022459804799 Long ABS-MBS USGA US N 2 2065-03-20 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EHL7 3967642.82000000 PA USD 4088724.49000000 0.075499957202 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 6.00000000 N N N N N N LATAM Airlines Group S.A. 549300HX3UUDPEFTG707 51817RAD8 482000.00000000 PA USD 505539.77000000 0.009334997036 Long DBT CORP CL Y 2 2030-04-15 Fixed 7.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X5CM3 3057184.51000000 PA USD 2962962.11000000 0.054712297941 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.00000000 N N N N N N NEW JERSEY ST HSG & MTG FIN AGY REV N/A 64613AMT6 435000.00000000 PA USD 446031.48000000 0.008236152309 Long DBT MUN US N 2 2040-10-01 Fixed 5.84800000 N N N N N N BPR TRUST N/A 05592AAG5 750000.00000000 PA USD 749561.44000000 0.013840956214 Long ABS-MBS CORP US Y 2 2038-09-15 Floating 4.94500000 N N N N N N ONEDIGITAL BORROWER LLC 2549009GTKWWAO1E9X77 68277FAN9 1797625.00000000 PA USD 1791638.91000000 0.033083339647 Long LON CORP US N 2 2031-07-02 Floating 6.67000000 N N N N N N MASSACHUSETTS EDL FING AUTH ED LN REV N/A 57563RUF4 8365000.00000000 PA USD 8559154.13000000 0.158048254921 Long DBT MUN US N 2 2050-07-01 Fixed 6.16600000 N N N N N N PROGRESS RESIDENTIAL MASTER TRUST N/A 74333VAG9 2000000.00000000 PA USD 1986800.93000000 0.036687085557 Long ABS-MBS CORP US Y 2 2026-05-17 Fixed 2.28800000 N N N N N N VERTICAL BRIDGE CC LLC N/A 91823AAW1 4500000.00000000 PA USD 4125080.25000000 0.076171281066 Long ABS-MBS CORP US Y 2 2052-02-15 Fixed 3.70600000 N N N N N N MERCHANTS FLEET FUNDING LLC N/A 588926AM7 1037000.00000000 PA USD 1038201.02000000 0.019170803209 Long ABS-MBS CORP US Y 2 2039-01-20 Fixed 4.91000000 N N N N N N KANKAKEE ILL N/A 484404B56 905000.00000000 PA USD 942472.73000000 0.017403141481 Long DBT MUN US N 2 2036-12-01 Fixed 5.28200000 N N N N N N CLARUS CAPITAL FUNDING LLC N/A 18271JAD4 925000.00000000 PA USD 929778.00000000 0.017168728139 Long ABS-MBS CORP US Y 2 2032-08-20 Fixed 5.01000000 N N N N N N DISH NETWORK CORPORATION 529900U350CWHH15G169 25470MAG4 9724000.00000000 PA USD 10055744.08000000 0.185683395770 Long DBT CORP US Y 2 2027-11-15 Fixed 11.75000000 N N N N N N VERIZON MASTER TRUST N/A 92348KDX8 7426549.00000000 PA USD 7637470.16000000 0.141028986331 Long ABS-MBS CORP US Y 2 2033-01-20 Fixed 5.34000000 N N N N N N ALIGNED DATA CENTERS N/A 01627AAB4 1500000.00000000 PA USD 1475773.20000000 0.027250751111 Long ABS-MBS CORP US Y 2 2046-08-15 Fixed 2.48200000 N N N N N N BARINGS EQUIPMENT FINANCE LLC N/A 06764MAD6 3969000.00000000 PA USD 4079814.20000000 0.075335425080 Long ABS-MBS CORP US Y 2 2050-06-13 Fixed 5.02000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DLU4 1390415.32000000 PA USD 1344924.88000000 0.024834583775 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 4.00000000 N N N N N N SECURITIZED TERM AUTO RECEIVABLES TRUST N/A 81378RAC8 999559.98000000 PA USD 1010440.73000000 0.018658198187 Long ABS-MBS CORP US Y 2 2031-07-25 Fixed 5.18500000 N N N N N N Government National Mortgage Association 2 N/A 3618H9GQ5 12462473.84000000 PA USD 12490368.40000000 0.230639721982 Long ABS-MBS USGA US N 2 2054-11-20 Fixed 5.00000000 N N N N N N OCCU AUTO RECEIVABLES TRUST N/A 67098SAE0 2907000.00000000 PA USD 2933753.33000000 0.054172945963 Long ABS-MBS CORP US Y 2 2031-04-15 Fixed 4.94000000 N N N N N N DUKE ENERGY CAROLINAS NC STORM FUNDING LLC N/A 26443YAA3 1428000.00000000 PA USD 1425050.61000000 0.026314137900 Long DBT CORP US N 2 2046-03-01 Fixed 4.89800000 N N N N N N NRG ENERGY, INC. 5E2UPK5SW04M13XY7I38 62937NBC0 1590359.56000000 PA USD 1591154.74000000 0.029381318077 Long LON CORP US N 2 2031-04-16 Floating 5.42000000 N N N N N N CORPORATE ONE AUTO RECEIVABLES TR N/A 22004UAG8 548000.00000000 PA USD 547252.31000000 0.010105236017 Long ABS-MBS CORP US Y 2 2034-07-15 Fixed 5.48000000 N N N N N N Banco Santander Mexico, S.A., Institucion de Banca Multiple, Grupo Financiero Santander Mexico SCRYQ25DTVRHYYMM6P89 05969BAF0 544000.00000000 PA USD 563333.84000000 0.010402187996 Long DBT CORP MX Y 2 2029-12-10 Fixed 5.62100000 N N N N N N AUXILIOR TERM FUNDING LLC N/A 05335JAC7 1890000.00000000 PA USD 1931542.67000000 0.035666719358 Long ABS-MBS CORP US Y 2 2030-06-17 Fixed 6.05000000 N N N N N N MASTER CREDIT CARD TRUST II N/A 576339DU6 1646000.00000000 PA USD 1712894.92000000 0.031629299911 Long ABS-MBS CORP US Y 2 2032-10-21 Fixed 6.56000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DUQT7 16459711.74000000 PA USD 16791950.93000000 0.310070189286 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFT7 1533000.00000000 PA USD 1570814.18000000 0.029005721381 Long DBT CORP US N 2 2035-07-19 Fixed 5.32000000 N N N N N N MINNESOTA ST HSG FIN AGY N/A 60416UEP6 4570000.00000000 PA USD 4713499.37000000 0.087036678939 Long DBT MUN US N 2 2044-07-01 Fixed 5.91500000 N N N N N N HPEFS EQUIPMENT TRUST N/A 40446EAF4 4770000.00000000 PA USD 4785958.82000000 0.088374672092 Long ABS-MBS CORP US Y 2 2033-03-21 Fixed 4.99000000 N N N N N N Olin Corporation 549300GKK294V7W57P06 680665AK2 1725000.00000000 PA USD 1685164.79000000 0.031117251806 Long DBT CORP US N 2 2030-02-01 Fixed 5.00000000 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46592FAC7 226300000.00000000 PA USD 340332.57000000 0.006284379036 Long ABS-MBS CORP US Y 2 2040-01-05 Variable 0.08710000 N N N N N N KEENAN DEVELOPMENT ASSOCIATES OF TENNESSEE, LLC N/A 48730PAC4 116067.96000000 PA USD 116364.06000000 0.002148709596 Long DBT CORP US Y 2 2028-07-15 Fixed 5.02000000 N N N N N N LAD AUTO RECEIVABLES TRUST N/A 501689AF0 2888000.00000000 PA USD 2932812.67000000 0.054155576294 Long ABS-MBS CORP US Y 2 2029-06-15 Fixed 5.64000000 N N N N N N ONE MANHATTAN WEST N/A 563136AE0 8080689.00000000 PA USD 7799895.61000000 0.144028238189 Long ABS-MBS CORP US Y 2 2039-09-10 Variable 2.41281000 N N N N N N VERIZON MASTER TRUST N/A 92348KDQ3 3113000.00000000 PA USD 3161129.46000000 0.058371538489 Long ABS-MBS CORP US N 2 2030-11-20 Fixed 4.99000000 N N N N N N BRIGHTSTAR LOTTERY PLC 549300UQ6KHRCZDRGZ76 460599AE3 9932000.00000000 PA USD 9920736.43000000 0.183190424717 Long DBT CORP GB Y 2 2029-01-15 Fixed 5.25000000 N N N N N N SUBWAY FUNDING LLC N/A 864300AC2 11897820.00000000 PA USD 12152745.56000000 0.224405379210 Long ABS-MBS CORP US Y 2 2054-07-30 Fixed 6.26800000 N N N N N N PENNSYLVANIA HSG FIN AGY SINGLE FAMILY MTG REV N/A 70879QYS6 905000.00000000 PA USD 916858.72000000 0.016930168391 Long DBT MUN US N 2 2039-10-01 Fixed 5.55600000 N N N N N N MACQUARIE AIRFINANCE HOLDINGS LIMITED 549300MCGUSL5B852H65 55609NAD0 297000.00000000 PA USD 317535.48000000 0.005863421516 Long DBT CORP GB Y 2 2031-03-26 Fixed 6.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179YRG1 7725203.74000000 PA USD 7751614.19000000 0.143136702172 Long ABS-MBS USGA US N 2 2054-02-20 Fixed 5.00000000 N N N N N N PETCO HEALTH AND WELLNESS COMPANY, INC. 2549007TYGV6RVSE9M61 71601HAB2 705218.62000000 PA USD 703370.95000000 0.012988030069 Long LON CORP US N 2 2028-02-25 Floating 7.18000000 N N N N N N GULFSTREAM NATURAL GAS SYSTEM, L.L.C. N/A 402740AG9 2905000.00000000 PA USD 2968827.25000000 0.054820600131 Long DBT CORP US Y 2 2035-07-23 Fixed 5.60000000 N N N N N N DBJPM MORTGAGE TRUST N/A 23312RAE5 2500000.00000000 PA USD 97.66000000 0.000001803331 Long ABS-MBS CORP US Y 2 2036-08-10 Fixed 3.23700000 N N N N N N JBS N.V. 254900JSFON4WL81TW77 472140AH5 897000.00000000 PA USD 904256.73000000 0.016697467530 Long DBT CORP NL N 2 2056-03-01 Fixed 6.25000000 N N N N N N THE CARLYLE GROUP INC. 529900NGGVF94UK6PG95 14316JAA6 4252000.00000000 PA USD 4183556.08000000 0.077251061000 Long DBT CORP US N 2 2035-09-19 Fixed 5.05000000 N N N N N N NORTHERN TRUST CORPORATION 549300GLF98S992BC502 665859AZ7 7122000.00000000 PA USD 7091231.62000000 0.130942469987 Long DBT CORP US N 2 2040-11-19 Fixed 5.11700000 N N N N N N Government National Mortgage Association N/A 38381PVE0 2270602.29000000 PA USD 2269929.00000000 0.041915160283 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 4.50000000 N N N N N N SANTANDER BANK, N.A. N/A 80280BAE8 2603575.36000000 PA USD 2620637.31000000 0.048391131569 Long ABS-MBS CORP US Y 2 2033-01-18 Fixed 6.79900000 N N N N N N CREDIT ACCEPTANCE AUTO LOAN TRUST N/A 22535PAC6 5729746.00000000 PA USD 5891151.63000000 0.108782505894 Long ABS-MBS CORP US Y 2 2034-04-17 Fixed 7.30000000 N N N N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 91159HJL5 2000000.00000000 PA USD 2007118.51000000 0.037062257918 Long DBT CORP US N 2 2034-02-01 Fixed 4.83900000 N N N N N N NP SPE II LLC N/A 62946AAD6 5860379.66000000 PA USD 5110339.56000000 0.094364494113 Long ABS-MBS CORP US Y 2 2047-10-21 Fixed 4.21900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HKQD9 1354280.03100000 PA USD 1364975.84000000 0.025204832889 Long ABS-MBS USGSE US N 2 2055-04-25 Floating 4.89728000 N N N N N N COMM MORTGAGE TRUST N/A 12654FAE0 452732.00000000 PA USD 480666.61000000 0.008875704042 Long ABS-MBS CORP US Y 2 2044-08-10 Variable 6.99902000 N N N N N N DIAMOND INFRASTRUCTURE FUNDING N/A 25265LAC4 6000000.00000000 PA USD 5859796.80000000 0.108203526232 Long ABS-MBS CORP US Y 2 2049-04-15 Fixed 2.35500000 N N N N N N OREGON ST N/A 68609UKC8 2720000.00000000 PA USD 2783164.38000000 0.051392259882 Long DBT MUN US N 2 2039-05-01 Fixed 5.35600000 N N N N N N BX TRUST N/A 05619TAA6 3427000.00000000 PA USD 3483627.32000000 0.064326592366 Long ABS-MBS CORP US Y 2 2042-12-13 Variable 5.03106000 N N N N N N NORTH CAROLINA HSG FIN AGY HOMEOWNERSHIP REV N/A 6582078Q1 1810000.00000000 PA USD 1816159.46000000 0.033536121555 Long DBT MUN US N 2 2039-07-01 Fixed 5.59800000 N N N N N N DELTA AIR LINES, INC. Q2CCMS6R0AS67HJMBN42 247361ZW1 2766642.89000000 PA USD 2665859.51000000 0.049226177846 Long DBT CORP US N 2 2029-12-10 Fixed 2.50000000 N N N N N N Government National Mortgage Association 2 N/A 3618J6EU2 1186069.53000000 PA USD 1208636.21000000 0.022317958167 Long ABS-MBS USGA US N 2 2054-10-20 Fixed 7.50000000 N N N N N N PETSMART LLC 894500NGJMHSFNESGA67 71677KAC2 1159000.00000000 PA USD 1188522.37000000 0.021946547948 Long DBT CORP US Y 2 2032-09-15 Fixed 7.50000000 N N N N N N CAMB COMMERCIAL MORTGAGE TRUST N/A 12477BAA2 2000000.00000000 PA USD 1757120.50000000 0.032445943196 Long ABS-MBS CORP US Y 2 2046-11-10 Fixed 2.70000000 N N N N N N D.R. HORTON, INC. 529900ZIUEYVSB8QDD25 23331ABU2 2591000.00000000 PA USD 2681774.41000000 0.049520052934 Long DBT CORP US N 2 2035-10-15 Fixed 5.50000000 N N N N N N TOLL BROTHERS FINANCE CORP. N/A 88947EAX8 1141000.00000000 PA USD 1185427.23000000 0.021889394932 Long DBT CORP US N 2 2035-06-15 Fixed 5.60000000 N N N N N Government National Mortgage Association 2 N/A 36179W7M4 8521691.33000000 PA USD 8133887.19000000 0.150195528271 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 4.00000000 N N N N N N NEBRASKA INVT FIN AUTH SINGLE FAMILY HSG REV N/A 63968M7L7 1980000.00000000 PA USD 1996144.00000000 0.036859609136 Long DBT MUN US N 2 2043-03-01 Fixed 5.77100000 N N N N N N Government National Mortgage Association 2 N/A 36179YFJ8 2077050.40000000 PA USD 2038290.80000000 0.037637866904 Long ABS-MBS USGA US N 2 2053-09-20 Fixed 4.50000000 N N N N N N FERTITTA ENTERTAINMENT LLC N/A 31556PAB3 471540.08000000 PA USD 470149.04000000 0.008681492843 Long LON CORP US N 2 2029-01-27 Floating 6.92000000 N N N N N N SCF EQUIPMENT LEASING LLC N/A 78437DAF7 3001332.00000000 PA USD 3072976.41000000 0.056743756642 Long ABS-MBS CORP US Y 2 2035-11-20 Fixed 5.87990000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UP1 7688000.00000000 PA USD 7364863.75000000 0.135995198327 Long DBT UST US N 2 2055-11-15 Fixed 4.62500000 N N N N N N BLACK HILLS CORPORATION 3MGELCRSTNSAMJ962671 092113AX7 511000.00000000 PA USD 541726.70000000 0.010003203386 Long DBT CORP US N 2 2035-01-15 Fixed 6.00000000 N N N N N N DUNKIN BRANDS N/A 233046AQ4 7470720.00000000 PA USD 7066523.93000000 0.130486232463 Long ABS-MBS CORP US Y 2 2051-11-20 Fixed 2.49300000 N N N N N N BX TRUST N/A 12433GAG1 2049000.00000000 PA USD 2060302.76000000 0.038044326680 Long ABS-MBS CORP US Y 2 2042-07-15 Floating 6.50000000 N N N N N N MINNESOTA ST HSG FIN AGY N/A 60416UHS7 6335000.00000000 PA USD 6301706.35000000 0.116363565431 Long DBT MUN US N 2 2039-07-01 Fixed 5.39300000 N N N N N N SANTANDER BANK, N.A. N/A 80280BAB4 3663596.38000000 PA USD 3696226.29000000 0.068252318635 Long ABS-MBS CORP US Y 2 2033-01-18 Fixed 4.96500000 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46651EAL8 2000000.00000000 PA USD 1836184.42000000 0.033905890569 Long ABS-MBS CORP US Y 2 2039-06-05 Variable 3.78280000 N N N N N N JACKSON PARK TRUST N/A 46868RAA2 5000000.00000000 PA USD 4653828.29000000 0.085934828228 Long ABS-MBS CORP US Y 2 2039-10-14 Fixed 2.76600000 N N N N N N AMSR TRUST N/A 00179DAD8 1500000.00000000 PA USD 1413620.27000000 0.026103072032 Long ABS-MBS CORP US Y 2 2038-06-17 Fixed 2.60100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HKV68 1571854.40000000 PA USD 1584393.58000000 0.029256470513 Long ABS-MBS USGSE US N 2 2054-09-25 Floating 4.89728000 N N N N N N OCP CLO LTD N/A 670898BA2 3325000.00000000 PA USD 3322040.75000000 0.061342830768 Long ABS-MBS CORP US Y 2 2038-10-17 Fixed 5.09800000 N N N N N N TRILLIUM CREDIT CARD TRUST II N/A 89621ACE7 2264000.00000000 PA USD 2267518.48000000 0.041870649052 Long ABS-MBS CORP US Y 2 2030-09-26 Fixed 4.69900000 N N N N N N ENTERPRISE FLEET FINANCING LLC N/A 29374GAC5 2750000.00000000 PA USD 2772991.63000000 0.051204415924 Long ABS-MBS CORP US Y 2 2029-10-22 Fixed 6.35000000 N N N N N N CARVANA AUTO RECEIVABLES TRUST N/A 14687DAD4 161126.35000000 PA USD 159357.16000000 0.002942594637 Long ABS-MBS CORP US N 2 2028-01-10 Fixed 1.50000000 N N N N N N ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST N/A 03881BAN3 1500000.00000000 PA USD 1417154.89000000 0.026168340225 Long ABS-MBS CORP US Y 2 2053-05-15 Variable 3.59671000 N N N N N N CNT HOLDINGS I CORP 254900SYIEHMSB69WT08 12656AAF6 2682284.50000000 PA USD 2677402.74000000 0.049439328273 Long LON CORP US N 2 2032-11-08 Floating 6.17000000 N N N N N N RHODE ISLAND HSG & MTG FIN CORP N/A 76221SCV1 4530000.00000000 PA USD 4536484.71000000 0.083768031397 Long DBT MUN US N 2 2044-10-01 Fixed 5.89100000 N N N N N N GLS AUTO SELECT RECEIVABLES TRUST N/A 36271BAG6 2266000.00000000 PA USD 2286079.66000000 0.042213388775 Long ABS-MBS CORP US Y 2 2030-11-15 Fixed 4.75000000 N N N N N N VB-S1 ISSUER, LLC N/A 91823ABG5 93000.00000000 PA USD 96192.79000000 0.001776238909 Long ABS-MBS CORP US Y 2 2054-05-15 Fixed 8.87100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H7ZB2 7631055.00000000 PA USD 7080183.76000000 0.130738466768 Long ABS-MBS USGSE US N 2 2032-06-25 Variable 2.92000000 N N N N N N MILE TRUST N/A 59918AAE4 1840500.00000000 PA USD 1842757.56000000 0.034027266267 Long ABS-MBS CORP US Y 2 2030-07-15 Floating 5.78019000 N N N N N N STONEBRIAR ABF ISSUER LLC N/A 86177CAA7 848000.00000000 PA USD 880032.95000000 0.016250165601 Long DBT CORP US Y 2 2030-12-15 Fixed 8.12500000 N N N N N N SCIENTIFIC GAMES HOLDINGS LP 549300W5GPFXXB6TQ330 80874DAA4 843000.00000000 PA USD 770171.95000000 0.014221537647 Long DBT CORP US Y 2 2030-03-01 Fixed 6.62500000 N N N N N N HPEFS EQUIPMENT TRUST N/A 403963AF8 2259000.00000000 PA USD 2283372.78000000 0.042163405137 Long ABS-MBS CORP US Y 2 2031-12-22 Fixed 5.82000000 N N N N N N HEALTHPEAK OP, LLC PZ9HF5U52KPF0MH0QN75 42250GAA1 1376000.00000000 PA USD 1399340.75000000 0.025839394900 Long DBT CORP US N 2 2035-02-15 Fixed 5.37500000 N N N N N N Government National Mortgage Association 2 N/A 3622ADEZ7 2735019.81000000 PA USD 2457130.89000000 0.045371919161 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 3.00000000 N N N N N N ALIGNED DATA CENTERS N/A 01627AAA6 3000000.00000000 PA USD 2956242.82000000 0.054588223524 Long ABS-MBS CORP US Y 2 2046-08-15 Fixed 1.93700000 N N N N N N CHOICE HOTELS INTERNATIONAL, INC. 5493003CYRY5RFGTIR97 169905AH9 1562000.00000000 PA USD 1598636.31000000 0.029519468304 Long DBT CORP US N 2 2034-08-01 Fixed 5.85000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W44R5 9430433.00000000 PA USD 9512074.05000000 0.175644308007 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.00000000 N N N N N N ILLINOIS FIN AUTH REV N/A 45204EWE4 1500000.00000000 PA USD 1446164.82000000 0.026704020357 Long DBT MUN US N 2 2038-08-01 Fixed 5.45000000 N N N N N N PROGRESS RESIDENTIAL MASTER TRUST N/A 74333FAD1 2000000.00000000 PA USD 1977428.75000000 0.036514024449 Long ABS-MBS CORP US Y 2 2026-07-16 Fixed 2.10900000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 345340AC7 1921000.00000000 PA USD 1911224.68000000 0.035291539426 Long ABS-MBS CORP US Y 2 2033-10-17 Fixed 1.91000000 N N N N N N Government National Mortgage Association 2 N/A 36179XDC7 7414231.08000000 PA USD 6880894.34000000 0.127058506742 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 3.50000000 N N N N N N MIAMI-DADE CNTY FLA AVIATION REV N/A 59333P6H6 1000000.00000000 PA USD 889000.09000000 0.016415747481 Long DBT MUN US N 2 2032-10-01 Fixed 2.60700000 N N N N N N CHESAPEAKE FUNDING LLC 549300LG5AUFDML64706 165183DF8 2545000.00000000 PA USD 2574720.32000000 0.047543255712 Long ABS-MBS CORP US Y 2 2036-05-15 Fixed 5.44000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05619PAE6 3585963.00000000 PA USD 3603646.85000000 0.066542801700 Long ABS-MBS CORP US Y 2 2044-12-15 Floating 6.03019000 N N N N N N MARS, INCORPORATED 54930073HKEO6GZBSS03 571676BA2 3598000.00000000 PA USD 3680946.16000000 0.067970164833 Long DBT CORP US Y 2 2035-03-01 Fixed 5.20000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92553PAP7 27297000.00000000 PA USD 18768871.26000000 0.346574825554 Long DBT CORP US N 2 2043-03-15 Fixed 4.37500000 N N N N N N VIRGINIA ST HSG DEV AUTH COMWLTH MTG N/A 92812XKR2 910000.00000000 PA USD 925179.00000000 0.017083805738 Long DBT MUN US N 2 2040-07-01 Fixed 5.86900000 N N N N N N TRIMARAN CAVU LTD N/A 89624GAE3 5000000.00000000 PA USD 5000500.00000000 0.092336262057 Long ABS-MBS CORP US Y 2 2035-01-18 Floating 6.39924000 N N N N N N DEXT ABS LLC N/A 25216BAC6 8330000.00000000 PA USD 8463454.69000000 0.156281125920 Long ABS-MBS CORP US Y 2 2032-03-15 Fixed 6.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133D0PM7 12423517.20000000 PA USD 12673401.67000000 0.234019505601 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.50000000 N N N N N N BENCHMARK MORTGAGE TRUST N/A 08163QBK3 40602691.12000000 PA USD 1578938.68000000 0.029155743571 Long ABS-MBS CORP US N 2 2055-07-15 Variable 0.63799000 N N N N N N ATRIUM HOTEL PORTFOLIO TRUST N/A 049917AC1 2037112.00000000 PA USD 2032837.42000000 0.037537168029 Long ABS-MBS CORP US Y 2 2030-08-15 Floating 5.78019000 N N N N N N HELMERICH & PAYNE, INC. 254900NAOGHJ88RZ4C73 423452AN1 1342000.00000000 PA USD 1328795.17000000 0.024536742133 Long DBT CORP US N 2 2034-12-01 Fixed 5.50000000 N N N N N BANQUE DE MONTREAL NQQ6HPCNCCU6TUTQYE16 06368DH72 2149000.00000000 PA USD 1936849.91000000 0.035764719699 Long DBT RF CA N 2 2037-01-10 Fixed 3.08800000 N N N N N N AVIANCA MIDCO 2 PLC N/A 05369YAD1 74000.00000000 PA USD 75425.17000000 0.001392756376 Long DBT CORP GB Y 2 2031-01-28 Fixed 9.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BVW61 9355069.04000000 PA USD 9430686.16000000 0.174141447585 Long ABS-MBS USGSE US N 2 2054-05-25 Fixed 5.00000000 N N N N N N SREIT COMMERCIAL MORTGAGE TRUST N/A 85236WCL8 1000000.00000000 PA USD 999147.00000000 0.018449654879 Long ABS-MBS CORP US Y 2 2036-11-15 Floating 5.36497000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119CU1 69000.00000000 PA USD 71655.39000000 0.001323145859 Long DBT CORP US N 2 2034-04-01 Fixed 5.60000000 N N N N N N BX TRUST N/A 05593VAA1 2632301.70000000 PA USD 2631430.07000000 0.048590424263 Long ABS-MBS CORP US Y 2 2030-03-15 Floating 4.82419000 N N N N N N DBJPM MORTGAGE TRUST N/A 23312LAS7 437856.79000000 PA USD 433465.96000000 0.008004124882 Long ABS-MBS CORP US N 2 2049-05-10 Fixed 3.27600000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 94990EAA2 4200000.00000000 PA USD 4122196.26000000 0.076118027020 Long ABS-MBS CORP US Y 2 2036-07-17 Variable 4.05830000 N N N N N N AMERICAN HERITAGE AUTO RECEIVABLES TRUST N/A 026944AG3 1155172.00000000 PA USD 1185531.27000000 0.021891316073 Long ABS-MBS CORP US Y 2 2033-01-18 Fixed 6.34000000 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES, INC. MGCJBT4MKTQBVLNUIS88 015271BE8 1608000.00000000 PA USD 1635468.17000000 0.030199583547 Long DBT CORP US N 2 2035-10-01 Fixed 5.50000000 N N N N N N RHODE ISLAND HSG & MTG FIN CORP N/A 76221SFY2 3615000.00000000 PA USD 3408902.36000000 0.062946765651 Long DBT MUN US N 2 2039-10-01 Fixed 4.93300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WW4Q2 1672511.28000000 PA USD 1727503.67000000 0.031899056409 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5.10000000 N N N N N N INDIANA ST FIN AUTH REV N/A 45506D4F9 1130000.00000000 PA USD 1086831.24000000 0.020068779959 Long DBT MUN US N 2 2027-09-15 Fixed 3.07600000 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC 5493002SQ1AVQBY41K40 928668CH3 2208000.00000000 PA USD 2268970.72000000 0.041897465253 Long DBT CORP US Y 2 2034-03-22 Fixed 5.60000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TR9 8454000.00000000 PA USD 6804149.06000000 0.125641373998 Long DBT UST US N 2 2053-05-15 Fixed 3.62500000 N N N N N N JBS N.V. 254900JSFON4WL81TW77 472140AF9 626000.00000000 PA USD 635195.14000000 0.011729136067 Long DBT CORP NL N 2 2036-01-15 Fixed 5.50000000 N N N N N N HAWAII ST N/A 419792Q41 3360000.00000000 PA USD 3400854.13000000 0.062798151818 Long DBT MUN US N 2 2034-10-01 Fixed 4.63600000 N N N N N N VERDANT RECEIVABLES LLC N/A 92339MAE0 819000.00000000 PA USD 858712.25000000 0.015856470222 Long ABS-MBS CORP US Y 2 2031-12-12 Fixed 7.23000000 N N N N N N VICI PROPERTIES L.P. 254900X4QE7SGKQLLN38 925650AK9 2359000.00000000 PA USD 2401793.83000000 0.044350097889 Long DBT CORP US N 2 2035-04-01 Fixed 5.62500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U4E0 3680000.00000000 PA USD 3650367.22000000 0.067405512295 Long DBT CORP US N 2 2037-01-23 Fixed 4.96000000 N N N N N N ENTERPRISE FLEET FINANCING LLC N/A 29374FAC7 1125000.00000000 PA USD 1125870.25000000 0.020789651124 Long ABS-MBS CORP US Y 2 2029-07-20 Fixed 4.29000000 N N N N N N BLUE OWL ASSET LEASING TRUST N/A 095921AD4 836000.00000000 PA USD 850097.79000000 0.015697400722 Long ABS-MBS CORP US Y 2 2031-01-15 Fixed 6.38000000 N N N N N N ENTERPRISE FLEET FINANCING LLC N/A 29375PAB6 5361.97000000 PA USD 5400.12000000 0.000099715407 Long ABS-MBS CORP US Y 2 2030-03-20 Fixed 5.23000000 N N N N N N AUTONATION FINANCE TRUST N/A 05330QAF9 1524000.00000000 PA USD 1555154.94000000 0.028716567159 Long ABS-MBS CORP US Y 2 2030-12-10 Fixed 5.19000000 N N N N N N FCCU AUTO RECEIVABLES TRUST N/A 30336CAL9 596939.00000000 PA USD 613703.62000000 0.011332286427 Long ABS-MBS CORP US Y 2 2030-10-15 Fixed 6.00000000 N N N N N N SANTANDER BANK, N.A. N/A 80290CCC6 590823.81000000 PA USD 598062.76000000 0.011043471599 Long ABS-MBS CORP US Y 2 2033-12-15 Fixed 5.93300000 N N N N N N SBA TOWER TRUST N/A 78403DAR1 3000000.00000000 PA USD 2884594.80000000 0.053265213755 Long DBT CORP US Y 2 2052-07-15 Fixed 2.32800000 N N N N N N LADDER CAPITAL FINANCE HOLDINGS LLLP 254900TBF2Z4GR7NSX02 505742AR7 893000.00000000 PA USD 948124.89000000 0.017507510910 Long DBT CORP US Y 2 2031-07-15 Fixed 7.00000000 N N N N N N DELL EQUIPMENT FINANCE TRUST N/A 24703UAL7 925000.00000000 PA USD 940499.91000000 0.017366712559 Long ABS-MBS CORP US Y 2 2031-08-22 Fixed 5.64000000 N N N N N N ARI FLEET LEASE TRUST N/A 04033HAE5 1246000.00000000 PA USD 1280031.83000000 0.023636307268 Long ABS-MBS CORP US Y 2 2033-04-15 Fixed 5.55000000 N N N N N N ROYAL CARIBBEAN CRUISES LTD. K2NEH8QNVW44JIWK7Z55 780153BW1 1964000.00000000 PA USD 2018407.33000000 0.037270710561 Long DBT CORP LR Y 2 2031-09-30 Fixed 5.62500000 N N N N N N Open Text Corporation 549300HP7ONDQODZJV16 68371YAP8 4190946.22000000 PA USD 4120747.87000000 0.076091281911 Long LON CORP CA N 2 2030-01-31 Floating 5.42000000 N N N N N N Truist Financial Corporation 549300DRQQI75D2JP341 89788MAV4 2658000.00000000 PA USD 2616216.24000000 0.048309494717 Long DBT CORP US N 2 2036-10-23 Fixed 4.96400000 N N N N N N FLUTTER TREASURY DESIGNATED ACTIVITY COMPANY 635400JE8VLL9UFVIC38 344045AA7 2471000.00000000 PA USD 2548133.73000000 0.047052323537 Long DBT CORP IE Y 2 2029-04-29 Fixed 6.37500000 N N N N N N JetBlue Airways 2019-1 Pass Through Trusts N/A 477143AH4 1225417.98000000 PA USD 1094344.40000000 0.020207513508 Long DBT CORP US N 2 2033-11-15 Fixed 2.75000000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 34528EAD3 2457000.00000000 PA USD 2456510.56000000 0.045360464516 Long ABS-MBS CORP US Y 2 2034-11-15 Fixed 5.16000000 N N N N N N PERSHING SQUARE HOLDINGS LTD FUND N/A 71531QAG6 8100000.00000000 PA USD 8095537.18000000 0.149487379771 Long DBT CORP US Y 2 2032-10-28 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TV0 44854000.00000000 PA USD 43802734.38000000 0.808835268580 Long DBT UST US N 2 2053-11-15 Fixed 4.75000000 N N N N N N NETFLIX, INC. 549300Y7VHGU0I7CE873 64110LBA3 2466000.00000000 PA USD 2357045.40000000 0.043523799967 Long DBT CORP US N 2 2054-08-15 Fixed 5.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W2DU2 7427117.66000000 PA USD 7590058.00000000 0.140153501553 Long ABS-MBS USGSE US N 2 2055-06-01 Fixed 5.50000000 N N N N N N HARRIS CNTY TEX HOTEL OCCUPANCY TAX REV N/A 414157BQ9 1615000.00000000 PA USD 1616922.15000000 0.029857123761 Long DBT MUN US N 2 2044-08-15 Fixed 5.26300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HNMY1 7072557.00000000 PA USD 7116496.02000000 0.131408987387 Long ABS-MBS USGSE US N 2 2035-08-25 Variable 4.58100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KULU9 11086258.88000000 PA USD 10986299.50000000 0.202866479286 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.50000000 N N N N N N CHICAGO US MIDCO III LP N/A 16825PAB9 1328155.00000000 PA USD 1324011.16000000 0.024448403446 Long LON CORP US N 2 2032-10-29 Floating 6.17000000 N N N N N N RYAN SPECIALTY, LLC 549300K52N7QBO3PYY45 78350UAJ4 495000.00000000 PA USD 494589.15000000 0.009132789394 Long LON CORP US N 2 2031-09-15 Floating 5.67000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NBC8 50000.00000000 PA USD 50570.34000000 0.000933801853 Long DBT CORP CA N 2 2080-07-15 Fixed 5.75000000 N N N N N N GENUINE PARTS COMPANY 549300D46DQVEU651W04 372460AC9 481000.00000000 PA USD 426088.74000000 0.007867901521 Long DBT CORP US N 2 2032-02-01 Fixed 2.75000000 N N N N N N FAIR ISAAC CORPORATION RI6HET5SJUEY30V1PS26 303250AG9 123000.00000000 PA USD 125221.82000000 0.002312271730 Long DBT CORP US Y 2 2033-05-15 Fixed 6.00000000 N N N N N N CREDIT ACCEPTANCE AUTO LOAN TRUST N/A 22537GAE0 3207000.00000000 PA USD 3276380.78000000 0.060499700890 Long ABS-MBS CORP US Y 2 2034-07-17 Fixed 6.71000000 N N N N N N Government National Mortgage Association 2 N/A 36179YPG3 3562004.85000000 PA USD 3625747.45000000 0.066950898249 Long ABS-MBS USGA US N 2 2054-01-20 Fixed 5.50000000 N N N N N N CREDIT ACCEPTANCE AUTO LOAN TRUST N/A 224927AE3 1602000.00000000 PA USD 1631967.35000000 0.030134939485 Long ABS-MBS CORP US Y 2 2033-07-15 Fixed 7.71000000 N N N N N N SCF EQUIPMENT LEASING LLC N/A 78437DAD2 5955360.00000000 PA USD 6085557.76000000 0.112372293989 Long ABS-MBS CORP US Y 2 2034-09-20 Fixed 5.23000000 N N N N N N MVW OWNER TRUST N/A 55389TAB7 217132.40000000 PA USD 209930.41000000 0.003876450225 Long ABS-MBS CORP US Y 2 2041-01-22 Fixed 1.44000000 N N N N N N HYATT HOTELS CORPORATION T27JQIMTYSH41TCD5186 448579AS1 430000.00000000 PA USD 443302.81000000 0.008185766310 Long DBT CORP US N 2 2034-06-30 Fixed 5.50000000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAN7 1556000.00000000 PA USD 1595212.02000000 0.029456237399 Long DBT CORP GB Y 2 2036-07-14 Fixed 5.53700000 N N N N N N HERTZ VEHICLE FINANCING III LLC N/A 42806MBY4 1075000.00000000 PA USD 1117346.15000000 0.020632250158 Long ABS-MBS CORP US Y 2 2029-09-25 Fixed 7.13000000 N N N N N N ATHENAHEALTH GROUP INC. 254900AA3KZN4Q7A5Z33 60337JAA4 3644000.00000000 PA USD 3535326.85000000 0.065281245171 Long DBT CORP US Y 2 2030-02-15 Fixed 6.50000000 N N N N N N THE E.W. SCRIPPS COMPANY 549300U1OW41QPKYW028 26928BAQ2 1615869.53000000 PA USD 1628667.22000000 0.030074001245 Long LON CORP US N 2 2028-06-30 Floating 9.43000000 N N N N N N VAR ENERGI ASA 549300LIVN3FFOJN2K47 92212WAG5 2908000.00000000 PA USD 3076175.56000000 0.056802830245 Long DBT CORP NO Y 2 2035-05-22 Fixed 6.50000000 N N N N N N MERCHANTS FLEET FUNDING LLC N/A 588926AH8 7372000.00000000 PA USD 7478277.69000000 0.138089432760 Long ABS-MBS CORP US Y 2 2037-04-20 Fixed 6.17990000 N N N N N N BXP TRUST N/A 05607TAG7 3750000.00000000 PA USD 3180750.89000000 0.058733856157 Long ABS-MBS CORP US Y 2 2044-01-15 Variable 2.77546000 N N N N N N SBA TOWER TRUST N/A 78403DAZ3 2947000.00000000 PA USD 3013387.95000000 0.055643431543 Long DBT CORP US Y 2 2052-11-15 Variable 6.59900000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TF5 47275000.00000000 PA USD 34673257.81000000 0.640255778326 Long DBT UST US N 2 2042-02-15 Fixed 2.37500000 N N N N N N THE SHERWIN-WILLIAMS COMPANY Z15BMIOX8DDH0X2OBP21 824348BW5 2887000.00000000 PA USD 2930950.88000000 0.054121197586 Long DBT CORP US N 2 2035-08-15 Fixed 5.15000000 N N N N N COLUMBIA CENT CLO LIMITED N/A 19737TAN6 3750000.00000000 PA USD 3748875.00000000 0.069224498434 Long ABS-MBS CORP US Y 2 2034-07-20 Fixed 5.19600000 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46651EAJ3 2436000.00000000 PA USD 2258500.52000000 0.041704128761 Long ABS-MBS CORP US Y 2 2039-06-05 Fixed 3.74900000 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 89236TPJ8 5169000.00000000 PA USD 5124787.54000000 0.094631281928 Long DBT CORP US N 2 2036-01-11 Fixed 4.80000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAN3 314000.00000000 PA USD 308465.02000000 0.005695931791 Long DBT CORP NO Y 2 2034-10-01 Fixed 5.12500000 N N N N N N MMP CAPITAL LLC N/A 55317QAA2 1960427.10000000 PA USD 1976152.62000000 0.036490460191 Long ABS-MBS CORP US Y 2 2031-12-15 Fixed 5.36000000 N N N N N N GLOBAL ATLANTIC (FIN) COMPANY 98450051B2E65CAA7E94 37959GAD9 1675000.00000000 PA USD 1907356.00000000 0.035220102680 Long DBT CORP US Y 2 2033-06-15 Fixed 7.95000000 N N N N N N CHASE AUTO OWNER TRUST N/A 16144QAF2 3616000.00000000 PA USD 3639828.56000000 0.067210911660 Long ABS-MBS CORP US Y 2 2030-08-26 Fixed 4.62000000 N N N N N N INVESCO GOVERNMENT & AGENCY PORTFOLIO N/A 825252885 13571572.00000000 NS USD 13571572.00000000 0.250604585285 Long STIV RF US N 1 N N Air Canada 2015-2 Pass Through Trusts N/A 009088AA3 3251383.40000000 PA USD 3198605.71000000 0.059063552656 Long DBT CORP CA Y 2 2029-06-15 Fixed 3.75000000 N N N N N N CREDIT ACCEPTANCE AUTO LOAN TRUST N/A 224936AC8 2724000.00000000 PA USD 2765242.08000000 0.051061317338 Long ABS-MBS CORP US Y 2 2033-10-17 Fixed 7.09000000 N N N N N N MICRON TECHNOLOGY, INC. B3DXGBC8GAIYWI2Z0172 595112CH4 2563000.00000000 PA USD 2751104.50000000 0.050800261185 Long DBT CORP US N 2 2035-11-01 Fixed 6.05000000 N N N N N N DIAMONDBACK ENERGY, INC. 549300R22LSX6OHWEN64 25278XAZ2 1843000.00000000 PA USD 1888960.71000000 0.034880426184 Long DBT CORP US N 2 2034-04-18 Fixed 5.40000000 N N N N N N ESSEX PORTFOLIO, L.P. 5493003GN3O58H286O74 29717PBA4 1753000.00000000 PA USD 1806517.07000000 0.033358070910 Long DBT CORP US N 2 2034-04-01 Fixed 5.50000000 N N N N N N GREENSTATE AUTO RECEIVABLES TRUST N/A 39573AAF9 982000.00000000 PA USD 1003964.62000000 0.018538614188 Long ABS-MBS CORP US Y 2 2030-02-15 Fixed 5.77000000 N N N N N N KEYCORP RKPI3RZGV1V1FJTH5T61 49326EEN9 1557000.00000000 PA USD 1553993.50000000 0.028695120698 Long DBT CORP US N 2 2033-06-01 Fixed 4.78900000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ADY8 2285000.00000000 PA USD 2208840.95000000 0.040787144645 Long DBT CORP US N 2 2056-01-15 Fixed 5.70000000 N N N N N N AUXILIOR TERM FUNDING LLC N/A 05335JAD5 1337000.00000000 PA USD 1380484.11000000 0.025491199389 Long ABS-MBS CORP US Y 2 2030-11-15 Fixed 6.50000000 N N N N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 14040HCG8 2000000.00000000 PA USD 1748895.95000000 0.032294073542 Long DBT CORP US N 2 2032-07-29 Fixed 2.35900000 N N N N N N HERTZ VEHICLE FINANCING III LLC N/A 42806MBX6 3038000.00000000 PA USD 3156547.13000000 0.058286923905 Long ABS-MBS CORP US Y 2 2029-09-25 Fixed 6.49000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140A04E6 3675220.06000000 PA USD 3795391.08000000 0.070083436730 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.00000000 N N N N N N CONSTELLATION BRANDS, INC. 5493005GKEG8QCVY7037 21036PBT4 3078000.00000000 PA USD 3040462.80000000 0.056143379637 Long DBT CORP US N 2 2035-11-01 Fixed 4.95000000 N N N N N United States of America 254900HROIFWPRGM1V77 912810UG1 36184000.00000000 PA USD 34651833.75000000 0.639860174363 Long DBT UST US N 2 2055-02-15 Fixed 4.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FSJ7 4646107.34000000 PA USD 4678030.33000000 0.086381728719 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 5.00000000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63859WAE9 1618000.00000000 PA USD 1614407.32000000 0.029810686404 Long DBT CORP GB Y 2 2026-09-14 Fixed 4.00000000 N N N N N N BROOKFIELD ASSET MANAGEMENT LTD. 549300CZ84WPNJZKY093 112586AB8 2963000.00000000 PA USD 3049045.52000000 0.056301863045 Long DBT CORP CA N 2 2055-09-15 Fixed 6.07700000 N N N N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448GK8 2520000.00000000 PA USD 2562534.78000000 0.047318244770 Long DBT CORP US N 2 2035-07-23 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EHF0 2023380.45000000 PA USD 1987747.34000000 0.036704561401 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4.00000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 225313AQ8 1977000.00000000 PA USD 2090656.44000000 0.038604819701 Long DBT CORP FR Y 2 2035-01-10 Fixed 6.25100000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEF8 1677000.00000000 PA USD 1473809.16000000 0.027214484315 Long DBT CORP US N 2 2036-09-16 Fixed 2.48400000 N N N N N N DELTA AIR LINES, INC. Q2CCMS6R0AS67HJMBN42 247361ZT8 1681000.00000000 PA USD 1644605.87000000 0.030368314887 Long DBT CORP US N 2 2029-10-28 Fixed 3.75000000 N N N N N Government National Mortgage Association 2 N/A 36179XX43 5433502.98000000 PA USD 5341580.74000000 0.098634456356 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 4.50000000 N N N N N N IDAHO HSG & FIN ASSN SINGLE FAMILY MTG REV N/A 45129Y7X8 4090000.00000000 PA USD 4180835.81000000 0.077200830111 Long DBT MUN US N 2 2045-01-01 Fixed 5.66500000 N N N N N N GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C. N/A 39154TCM8 910000.00000000 PA USD 928488.19000000 0.017144911274 Long ABS-MBS CORP US Y 2 2031-12-15 Fixed 5.43000000 N N N N N N BMW US CAPITAL, LLC KK5MZM9DIXLXZL9DZL15 05565EDD4 2353000.00000000 PA USD 2370864.10000000 0.043778967871 Long DBT CORP US Y 2 2035-08-11 Fixed 5.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EES5 10268048.58000000 PA USD 9844666.54000000 0.181785763324 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N nVent Finance S.a r.l. 549300KO1OQ4MVFB6X02 67078AAF0 1319000.00000000 PA USD 1375571.48000000 0.025400485682 Long DBT CORP LU N 2 2033-05-15 Fixed 5.65000000 N N N N N N OCCU AUTO RECEIVABLES TRUST N/A 67098SAF7 2969000.00000000 PA USD 3000383.79000000 0.055403304450 Long ABS-MBS CORP US Y 2 2031-10-15 Fixed 5.20000000 N N N N N N NEVADA HSG DIV SINGLE FAMILY MTG REV N/A 641279YM0 500000.00000000 PA USD 527329.83000000 0.009737359338 Long DBT MUN US N 2 2035-10-01 Fixed 5.78700000 N N N N N N FIRSTKEY HOMES TRUST N/A 33768JBL4 2335157.09000000 PA USD 2291456.64000000 0.042312676893 Long ABS-MBS CORP US Y 2 2038-12-17 Fixed 2.13500000 N N N N N N M&T EQUIPTMENT LLC N/A 551925AB6 849573.97000000 PA USD 853851.76000000 0.015766719301 Long ABS-MBS CORP US Y 2 2030-07-15 Fixed 5.74000000 N N N N N N NMEF FUNDING LLC N/A 62919UAB9 2294264.75000000 PA USD 2309414.51000000 0.042644276251 Long ABS-MBS CORP US Y 2 2031-12-15 Fixed 5.15000000 N N N N N N WHEELS FLEET LEASE FUNDING LLC N/A 96328GBK2 3425000.00000000 PA USD 3530471.07000000 0.065191581222 Long ABS-MBS CORP US Y 2 2038-08-18 Fixed 7.38000000 N N N N N N ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST N/A 03881VAQ2 5150000.00000000 PA USD 4545787.21000000 0.083939805835 Long ABS-MBS CORP US Y 2 2054-06-15 Fixed 2.56010000 N N N N N N NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV N/A 64972KDM4 3070000.00000000 PA USD 3138504.90000000 0.057953766806 Long DBT MUN US N 2 2044-11-01 Fixed 5.89600000 N N N N N N MIAMI-DADE CNTY FLA AVIATION REV N/A 593340AE2 980000.00000000 PA USD 989435.88000000 0.018270335107 Long DBT MUN US N 2 2043-10-01 Fixed 5.55200000 N N N N N N ORLANDO HEALTH, INC. 549300TMK1PZT9ZBF098 686514AP5 245000.00000000 PA USD 255883.24000000 0.004724987882 Long DBT CORP US N 2 2035-10-01 Fixed 5.47500000 N N N N N N CHASE AUTO OWNER TRUST N/A 16144YAF5 2716000.00000000 PA USD 2786392.75000000 0.051451873044 Long ABS-MBS CORP US Y 2 2030-07-25 Fixed 5.46000000 N N N N N N PEAC SOLUTIONS RECEIVABLES N/A 69392HAE3 2601000.00000000 PA USD 2651862.47000000 0.048967716822 Long ABS-MBS CORP US Y 2 2032-07-20 Fixed 5.49000000 N N N N N N RESORTS WORLD LAS VEGAS LLC 254900LHVH9D3APT8R82 76120HAC1 50000.00000000 PA USD 42817.56000000 0.000790643623 Long DBT CORP US Y 2 2031-04-06 Fixed 4.62500000 N N N N N N ECOLAB INC. 82DYEISM090VG8LTLS26 278865BS8 1363000.00000000 PA USD 1389003.55000000 0.025648514306 Long DBT CORP US N 2 2035-09-01 Fixed 5.00000000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YDE6 3252000.00000000 PA USD 3391977.18000000 0.062634235333 Long DBT CORP JP N 2 2035-05-26 Fixed 5.57900000 N N N N N N Government National Mortgage Association 2 N/A 36179XTC0 4731796.17000000 PA USD 4758954.07000000 0.087876018423 Long ABS-MBS USGA US N 2 2053-02-20 Fixed 5.00000000 N N N N N N CHESAPEAKE FUNDING LLC 549300LG5AUFDML64706 165183DG6 2200000.00000000 PA USD 2223449.60000000 0.041056899297 Long ABS-MBS CORP US Y 2 2036-05-15 Fixed 5.60000000 N N N N N N BLUE OWL ASSET LEASING TRUST N/A 095921AC6 1615000.00000000 PA USD 1630201.93000000 0.030102340288 Long ABS-MBS CORP US Y 2 2030-03-15 Fixed 5.41000000 N N N N N N MOUNTAIN VIEW CLO LTD N/A 62431UBE1 4000000.00000000 PA USD 4020748.00000000 0.074244743724 Long ABS-MBS CORP US Y 2 2030-10-12 Floating 6.11129000 N N N N N N Government National Mortgage Association 2 N/A 3622AB3J9 7715297.86000000 PA USD 7015792.17000000 0.129549449924 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 3.50000000 N N N N N N KKR & CO. INC. 54930013V5I303TF9571 48251WAB0 3542000.00000000 PA USD 3506257.52000000 0.064744468194 Long DBT CORP US N 2 2035-08-07 Fixed 5.10000000 N N N N N N VOYAGER PARENT, LLC 2549002DYVI4ACSV4V71 92921EAA0 3633000.00000000 PA USD 3862286.42000000 0.071318686334 Long DBT CORP US Y 2 2032-07-01 Fixed 9.25000000 N N N N N N TOPGOLF CALLAWAY BRAND N/A 89071LAB6 175014.01000000 PA USD 175357.04000000 0.003238038915 Long LON CORP US N 2 2030-03-12 Floating 6.42000000 N N N N N N ALLOYA AUTO RECEIVABLES TRUST N/A 01986QAN8 749000.00000000 PA USD 757199.89000000 0.013982003294 Long ABS-MBS CORP US Y 2 2033-03-25 Fixed 5.68000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING N/A 05377RHH0 2811000.00000000 PA USD 2938536.08000000 0.054261261383 Long ABS-MBS CORP US Y 2 2029-12-20 Fixed 6.40000000 N N N N N N MERITAGE HOMES CORPORATION 52990044W9UMFJO2FB97 59001ABG6 2078000.00000000 PA USD 2116360.17000000 0.039079449507 Long DBT CORP US N 2 2035-03-15 Fixed 5.65000000 N N N N N N CLOUD CAPITAL DATA CENTERS N/A 102104AA4 6182487.00000000 PA USD 6209154.40000000 0.114654556110 Long ABS-MBS CORP US Y 2 2049-11-22 Fixed 5.78100000 N N N N N N SCF EQUIPMENT LEASING LLC N/A 784024AC5 1133110.72000000 PA USD 1143734.61000000 0.021119523782 Long ABS-MBS CORP US Y 2 2032-05-20 Fixed 6.17000000 N N N N N N BALLYROCK CLO LTD N/A 05876UAB9 1900000.00000000 PA USD 1906748.80000000 0.035208890485 Long ABS-MBS CORP US Y 2 2038-10-25 Floating 5.16802000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DUJN8 18708284.98000000 PA USD 19154290.86000000 0.353691754898 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.50000000 N N N N N N HERTZ VEHICLE FINANCING III LLC N/A 42806MBU2 3115833.34000000 PA USD 3131052.04000000 0.057816146721 Long ABS-MBS CORP US Y 2 2027-06-25 Fixed 6.91000000 N N N N N N ILLINOIS HSG DEV AUTH REV N/A 45203ME31 3395000.00000000 PA USD 3392443.23000000 0.062642841135 Long DBT MUN US N 2 2039-10-01 Fixed 5.43900000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RCP5 489000.00000000 PA USD 467664.43000000 0.008635613511 Long DBT CORP US N 2 2035-05-15 Fixed 4.50000000 N N N N N N MASSACHUSETTS ST COLLEGE BLDG AUTH REV N/A 575831GN6 5000.00000000 PA USD 4692.02000000 0.000086640053 Long DBT MUN US N 2 2029-05-01 Fixed 1.80100000 N N N N N N CORPORATE ONE AUTO RECEIVABLES TR N/A 22004UAF0 781000.00000000 PA USD 779934.97000000 0.014401815773 Long ABS-MBS CORP US Y 2 2031-04-15 Fixed 4.84000000 N N N N N N SYNOPSYS, INC. QG7T915N9S0NY5UKNE63 871607AE7 1409000.00000000 PA USD 1428369.92000000 0.026375430306 Long DBT CORP US N 2 2035-04-01 Fixed 5.15000000 N N N N N N PETSMART LLC 894500NGJMHSFNESGA67 71677HAN5 3056818.19000000 PA USD 3052232.96000000 0.056360720418 Long LON CORP US N 2 2032-08-09 Floating 7.67000000 N N N N N N United States of America N/A N/A 1050.00000000 NC USD -954208.50000000 -0.01761984723 N/A DIR US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long United States of America US 10 Year Treasury Note Future (consolidated) Mar 2026 2026-03-20 118373739.75000000 USD -954208.50000000 N N N MASSACHUSETTS ST HSG FIN AGY HSG REV N/A 57587GP66 1985000.00000000 PA USD 1870832.67000000 0.034545684568 Long DBT MUN US N 2 2039-12-01 Fixed 4.93700000 N N N N N N GRANITE PARK EQUIPMENT LEASING LLC N/A 387422AE8 1411000.00000000 PA USD 1482347.03000000 0.027372139550 Long ABS-MBS CORP US Y 2 2033-08-22 Fixed 6.97000000 N N N N N N FORD CREDIT AUTO LEASE TRUST N/A 34529NAG5 2584000.00000000 PA USD 2591363.14000000 0.047850572138 Long ABS-MBS CORP US N 2 2027-04-15 Fixed 6.43000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HAMB9 17895357.00000000 PA USD 18062738.93000000 0.333535805482 Long ABS-MBS USGSE US N 2 2033-07-25 Variable 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BBGJ2 3567097.76000000 PA USD 3306321.65000000 0.061052571206 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2Y6 3000000.00000000 PA USD 2688941.45000000 0.049652395237 Long DBT CORP US Y 2 2031-06-07 Fixed 2.67300000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GA95 1478000.00000000 PA USD 1562126.45000000 0.028845298920 Long DBT CORP US N 2 2035-04-25 Fixed 5.85100000 N N N N N N LAD AUTO RECEIVABLES TRUST N/A 505920AG3 2217954.00000000 PA USD 2293332.32000000 0.042347312085 Long ABS-MBS CORP US Y 2 2031-10-15 Fixed 6.37000000 N N N N N N MEDLINE BORROWER, LP 254900QT3R363TVK6F09 62482BAB8 16947000.00000000 PA USD 16974832.39000000 0.313447169671 Long DBT CORP US Y 2 2029-10-01 Fixed 5.25000000 N N N N N N NATIONAL FIN AUTH N H REV N/A 63607YCF5 3580000.00000000 PA USD 3651424.10000000 0.067425028013 Long DBT MUN US N 2 2039-11-01 Fixed 5.35100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DEU2 1078643.71000000 PA USD 1043353.55000000 0.019265946767 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128K45F8 23939.68000000 PA USD 24886.89000000 0.000459546524 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 5.50000000 N N N N N N ALLOYA AUTO RECEIVABLES TRUST N/A 01986QAJ7 961000.00000000 PA USD 969930.15000000 0.017910153886 Long ABS-MBS CORP US Y 2 2030-03-25 Fixed 4.99000000 N N N N N N COTY INC. 549300BO9IWPF3S48F93 22207AAC6 3386000.00000000 PA USD 3428223.42000000 0.063303536866 Long DBT CORP US Y 2 2031-01-15 Fixed 5.60000000 N N N N N N GREAT OUTDOORS GROUP, LLC 549300IYLDI2E8I2AU46 07014QAP6 894078.61000000 PA USD 892961.01000000 0.016488887476 Long LON CORP US N 2 2032-03-05 Floating 6.92000000 N N N N N N META PLATFORMS, INC. BQ4BKCS1HXDV9HN80Z93 30303MAE2 4546000.00000000 PA USD 4318787.97000000 0.079748172736 Long DBT CORP US N 2 2055-11-15 Fixed 5.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LER82 4278914.00000000 PA USD 3688820.14000000 0.068115561069 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 2.13000000 N N N N N N HUDSON YARDS MORTGAGE TRUST N/A 44855PAA6 7119000.00000000 PA USD 7377346.96000000 0.136225705866 Long ABS-MBS CORP US Y 2 2040-01-13 Variable 5.46684000 N N N N N N MARYLAND ST ECONOMIC DEV CORP ECONOMIC DEV REV N/A 57420NCP4 2490000.00000000 PA USD 2403352.67000000 0.044378882502 Long DBT MUN US N 2 2029-06-01 Fixed 4.25000000 N N N N N N CF HIPPOLYTA ISSUER LLC N/A 12530MAA3 606098.08000000 PA USD 509290.94000000 0.009404263913 Long ABS-MBS CORP US Y 2 2060-07-15 Fixed 1.69000000 N N N N N N KELLANOVA LONOZNOJYIBXOHXWDB86 487836BQ0 263000.00000000 PA USD 231891.69000000 0.004281974173 Long DBT CORP US N 2 2046-04-01 Fixed 4.50000000 N N N N N N VULCAN MATERIALS COMPANY 549300Q8LSNHAVWBNI21 929160BC2 1873000.00000000 PA USD 1933983.46000000 0.035711789536 Long DBT CORP US N 2 2034-12-01 Fixed 5.35000000 N N N N N N MINNESOTA ST HSG FIN AGY N/A 60416UNJ0 4410000.00000000 PA USD 4434026.68000000 0.081876102288 Long DBT MUN US N 2 2044-07-01 Fixed 5.87500000 N N N N N N COLOSSUS ACQUIRECO LLC 2549009FT92RXWA46910 19682LAB4 1496250.00000000 PA USD 1490010.64000000 0.027513651219 Long LON CORP US N 2 2032-07-30 Floating 5.41000000 N N N N N N BX TRUST N/A 05609XAC5 3000000.00000000 PA USD 2990054.68000000 0.055212573242 Long ABS-MBS CORP US Y 2 2027-10-13 Fixed 6.30000000 N N N N N N DENTSPLY SIRONA INC. 9NHEHR1SOZCYXDO8HO28 24906PAA7 9198000.00000000 PA USD 8557957.04000000 0.158026150169 Long DBT CORP US N 2 2030-06-01 Fixed 3.25000000 N N N N N SCG COMMERCIAL MORTGAGE TRUST N/A 78438AAC9 3000000.00000000 PA USD 3006510.21000000 0.055516431282 Long ABS-MBS CORP US Y 2 2030-08-15 Floating 5.30012000 N N N N N N Vanderbilt University Medical Center 549300UBBPKGW2V30M83 921814AA7 1445000.00000000 PA USD 1287134.34000000 0.023767457998 Long DBT CORP US N 2 2037-07-01 Fixed 4.17200000 N N N N N N Sumitomo Mitsui Trust Group, Inc. 353800P843RLCDBLNT17 86566AAA0 4722000.00000000 PA USD 4738634.27000000 0.087500805069 Long DBT CORP JP Y 2 2036-09-11 Fixed 5.41600000 N N N N N N NEW JERSEY ST HSG & MTG FIN AGY REV N/A 64613AKL5 420000.00000000 PA USD 437740.54000000 0.008083056737 Long DBT MUN US N 2 2035-10-01 Fixed 5.71000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CU77 1717686.49000000 PA USD 1606354.62000000 0.029661990030 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N VENTURE CLO LIMITED N/A 92330DAQ2 2349369.00000000 PA USD 2352893.05000000 0.043447125139 Long ABS-MBS CORP US Y 2 2036-04-20 Floating 5.41763000 N N N N N N Government National Mortgage Association 2 N/A 3622ADW46 3762140.59000000 PA USD 3319257.86000000 0.061291443574 Long ABS-MBS USGA US N 2 2053-12-20 Fixed 3.00000000 N N N N N N Asplundh Tree Expert, LLC 549300R0YQTCFHYAL481 04538FAE9 583709.00000000 PA USD 584193.48000000 0.010787369715 Long LON CORP US N 2 2031-05-08 Floating 5.42000000 N N N N N N ZAYO ISSUER, LLC N/A 98919WAJ2 1522246.00000000 PA USD 1570233.76000000 0.028995003690 Long ABS-MBS CORP US Y 2 2055-06-20 Fixed 6.58600000 N N N N N N NMEF FUNDING LLC N/A 62919VAC5 2859679.00000000 PA USD 2897522.22000000 0.053503923812 Long ABS-MBS CORP US Y 2 2032-04-25 Fixed 5.17990000 N N N N N N SECURITIZED TERM AUTO RECEIVABLES TRUST N/A 81378RAB0 845277.50000000 PA USD 853880.60000000 0.015767251844 Long ABS-MBS CORP US Y 2 2031-07-25 Fixed 5.03800000 N N N N N N ONEOK, INC. 2T3D6M0JSY48PSZI1Q41 682680DC4 909000.00000000 PA USD 916231.25000000 0.016918581902 Long DBT CORP US N 2 2035-10-15 Fixed 5.40000000 N N N N N N GE HEALTHCARE TECHNOLOGIES INC. 549300OI9J7XOWZMUN85 36266GAE7 2834000.00000000 PA USD 2806172.25000000 0.051817109539 Long DBT CORP US N 2 2035-12-15 Fixed 4.95000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XDR3 5044000.00000000 PA USD 4443057.84000000 0.082042866323 Long DBT CORP US N 2 2055-09-26 Fixed 5.95000000 N N N N N N Government National Mortgage Association 2 N/A 36179YAS3 3408065.31000000 PA USD 3471597.48000000 0.064104456488 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWE74 3996286.14000000 PA USD 4018310.71000000 0.074199738175 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.00000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PFJ0 3683000.00000000 PA USD 3654409.29000000 0.067480150758 Long DBT CORP US N 2 2037-01-22 Fixed 4.89800000 N N N N N N CHASE AUTO OWNER TRUST N/A 16144MAG9 1864688.00000000 PA USD 1859525.80000000 0.034336898624 Long ABS-MBS CORP US Y 2 2031-04-25 Fixed 4.53000000 N N N N N N CARS DB N/A 12510HAL4 2073071.74000000 PA USD 1782423.02000000 0.032913164497 Long ABS-MBS CORP US Y 2 2051-08-15 Fixed 2.28000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C9JX2 5473330.32000000 PA USD 5622226.57000000 0.103816695513 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.00000000 N N N N N N BFLD TRUST N/A 088921AA9 500000.00000000 PA USD 499757.84000000 0.009228231352 Long ABS-MBS CORP US Y 2 2042-10-10 Variable 4.67418000 N N N N N N BACARDI LIMITED 549300R32WTQNHNN5055 05635JAB6 121000.00000000 PA USD 121928.85000000 0.002251465702 Long DBT CORP BM Y 2 2033-06-15 Fixed 5.40000000 N N N N N N Government National Mortgage Association N/A 38381NQK7 4274488.74000000 PA USD 4278641.32000000 0.079006848549 Long ABS-MBS USGA US N 2 2065-06-20 Fixed 4.50000000 N N N N N N KUBOTA CREDIT OWNER TRUST N/A 50117FAD3 63000.00000000 PA USD 64341.30000000 0.001188088218 Long ABS-MBS CORP US Y 2 2030-07-15 Fixed 4.87000000 N N N N N N LG ENERGY SOLUTION, LTD. 988400QX6P286XA6ZS85 50205MAE9 2362000.00000000 PA USD 2425857.51000000 0.044794443507 Long DBT CORP KR Y 2 2034-07-02 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CV3P7 1007631.50800000 PA USD 1031509.08000000 0.019047233821 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.50000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599DF9 1333000.00000000 PA USD 1420415.79000000 0.026228554067 Long DBT CORP US N 2 2036-09-15 Fixed 6.45000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571ABA2 3123000.00000000 PA USD 3328980.25000000 0.061470971452 Long DBT CORP FR Y 2 2036-01-14 Fixed 6.29300000 N N N N N N TRINITY RAIL LEASING LLC N/A 89656RAA8 2206053.82000000 PA USD 2190556.94000000 0.040449522980 Long ABS-MBS CORP US Y 2 2052-05-20 Fixed 4.55000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XPRK7 11253750.53000000 PA USD 11437393.17000000 0.211196106988 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 5.50000000 N N N N N N USB AUTO OWNER TRUST N/A 90367VAF6 1857000.00000000 PA USD 1884360.81000000 0.034795487163 Long ABS-MBS CORP US Y 2 2031-03-17 Fixed 4.96000000 N N N N N N CYRUSONE DATA CENTER ISSUER LLC N/A 23284BAG9 4218000.00000000 PA USD 4138318.53000000 0.076415731279 Long ABS-MBS CORP US Y 2 2049-05-20 Variable 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418ERQ5 2333149.99000000 PA USD 2311886.83000000 0.042689928643 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9L93 2972258.82000000 PA USD 2923376.36000000 0.053981331000 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.00000000 N N N N N N CHASE AUTO OWNER TRUST N/A 16144CAG1 2175000.00000000 PA USD 2250487.03000000 0.041556156416 Long ABS-MBS CORP US Y 2 2031-08-25 Fixed 6.15000000 N N N N N N DEXT ABS LLC N/A 252153AF8 1978000.00000000 PA USD 1983966.03000000 0.036634737977 Long ABS-MBS CORP US Y 2 2036-10-15 Fixed 5.45000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CMM0 21697000.00000000 PA USD 22381811.56000000 0.413289234580 Long DBT UST US N 2 2035-02-15 Fixed 4.62500000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 95003LAL4 1200000.00000000 PA USD 1196757.91000000 0.022098620537 Long ABS-MBS CORP US Y 2 2040-02-15 Floating 6.39500000 N N N N N N SBNA AUTO LEASE TRUST N/A 78437VAG5 75965.00000000 PA USD 76862.14000000 0.001419290611 Long ABS-MBS CORP US Y 2 2028-12-20 Fixed 5.55000000 N N N N N N NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV N/A 64972JHE1 3175000.00000000 PA USD 3252401.53000000 0.060056914306 Long DBT MUN US N 2 2036-05-01 Fixed 5.11000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DURA7 15894910.06000000 PA USD 16238557.30000000 0.299851551301 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.50000000 N N N N N N BBVA Mexico, S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Mexico 549300WIWQK5Q9MCUN92 072912AA6 2602000.00000000 PA USD 2755219.96000000 0.050876254824 Long DBT CORP MX Y 2 2035-02-11 Fixed 7.62500000 N N N N N N BANK N/A 06541FBD0 5000000.00000000 PA USD 4938443.41000000 0.091190361935 Long ABS-MBS CORP US N 2 2050-05-15 Fixed 3.77700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYYE3 5356534.27000000 PA USD 5441962.19000000 0.100488040572 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPW20 6152984.37000000 PA USD 6054038.92000000 0.111790285815 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179YRH9 10252195.90000000 PA USD 10435660.46000000 0.192698705924 Long ABS-MBS USGA US N 2 2054-02-20 Fixed 5.50000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822DL5 3041000.00000000 PA USD 3174650.95000000 0.058621218290 Long DBT CORP JP N 2 2036-04-24 Fixed 5.61500000 N N N N N N AFFILIATED MANAGERS GROUP, INC. 2JE75BUE3T1BLCYYGK54 008252AS7 6733000.00000000 PA USD 6733105.27000000 0.124329521581 Long DBT CORP US N 2 2036-02-15 Fixed 5.50000000 N N N N N N INTERNATIONAL BUSINESS MACHINES CORPORATION VGRQXHF3J8VDLUA7XE92 459200LT6 5086000.00000000 PA USD 5069429.81000000 0.093609078975 Long DBT CORP US N 2 2036-02-03 Fixed 4.95000000 N N N N N N DLLAA LLC N/A 233249AD3 203112.00000000 PA USD 208769.96000000 0.003855022045 Long ABS-MBS CORP US Y 2 2033-04-20 Fixed 5.08000000 N N N N N N SCF EQUIPMENT LEASING LLC N/A 78437DAE0 4440072.00000000 PA USD 4568529.39000000 0.084359749419 Long ABS-MBS CORP US Y 2 2034-09-20 Fixed 5.37000000 N N N N N N POST ROAD EQUIPMENT FINANCE LLC N/A 73747LAD0 2254000.00000000 PA USD 2276558.24000000 0.042037571890 Long ABS-MBS CORP US Y 2 2031-05-15 Fixed 5.13000000 N N N N N N REGENCY CENTERS, L.P. 5493008PTR2GAOYBXW28 75884RBC6 1703000.00000000 PA USD 1721730.35000000 0.031792449712 Long DBT CORP US N 2 2035-01-15 Fixed 5.10000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DKV3 2786471.87000000 PA USD 2695306.42000000 0.049769926991 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.00000000 N N N N N N VERIZON MASTER TRUST N/A 92348KFB4 1845000.00000000 PA USD 1845419.88000000 0.034076427086 Long ABS-MBS CORP US Y 2 2033-10-20 Fixed 4.67000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38145GAS9 1472000.00000000 PA USD 1465661.03000000 0.027064025788 Long DBT CORP US N 2 2037-01-21 Fixed 5.06500000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 16117LCE7 4628638.74000000 PA USD 4620770.05000000 0.085324394409 Long LON CORP US N 2 2031-12-15 Floating 5.91000000 N N N N N N LAD AUTO RECEIVABLES TRUST N/A 505920AF5 2715862.00000000 PA USD 2769740.87000000 0.051144389321 Long ABS-MBS CORP US Y 2 2029-10-15 Fixed 5.66000000 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00912XBJ2 458000.00000000 PA USD 454866.11000000 0.008399287338 Long DBT CORP US N 2 2199-12-31 Fixed 4.65000000 N N N N N N DTE ENERGY COMPANY 549300IX8SD6XXD71I78 233331BL0 708000.00000000 PA USD 753117.45000000 0.013906619382 Long DBT CORP US N 2 2034-06-01 Fixed 5.85000000 N N N N N N UNITED AIRLINES, INC. K1OQBWM7XEOO08LDNP29 90932LAH0 1021000.00000000 PA USD 1019998.50000000 0.018834686290 Long DBT CORP US Y 2 2029-04-15 Fixed 4.62500000 N N N N N N TRICON RESIDENTIAL TRUST N/A 895975AA8 2289659.56000000 PA USD 2269699.84000000 0.041910928750 Long ABS-MBS CORP US Y 2 2029-11-17 Fixed 4.30000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W0U37 10210582.31000000 PA USD 10382917.03000000 0.191724777082 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 5.50000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 12434GAA3 76635.70000000 PA USD 76589.20000000 0.001414250663 Long ABS-MBS CORP US Y 2 2040-12-09 Floating 5.44161000 N N N N N N ALLOYA AUTO RECEIVABLES TRUST N/A 01986QAL2 1081000.00000000 PA USD 1093453.02000000 0.020191053815 Long ABS-MBS CORP US Y 2 2030-07-25 Fixed 5.19000000 N N N N N N MERCHANTS FLEET FUNDING LLC N/A 588926AF2 2556236.42000000 PA USD 2569890.09000000 0.047454063555 Long ABS-MBS CORP US Y 2 2037-04-20 Fixed 5.82000000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 06406RBW6 1177000.00000000 PA USD 1211336.16000000 0.022367813840 Long DBT CORP US N 2 2035-03-14 Fixed 5.18800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W4HV2 9431898.19000000 PA USD 8741639.53000000 0.161417921898 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.50000000 N N N N N N OCP CLO LTD N/A 67122YAL1 7551963.00000000 PA USD 7619175.47000000 0.140691167454 Long ABS-MBS CORP US Y 2 2038-12-15 Floating 5.06000000 N N N N N N WHEELS FLEET LEASE FUNDING LLC N/A 96328GBH9 2819000.00000000 PA USD 2895876.09000000 0.053473527353 Long ABS-MBS CORP US Y 2 2038-08-18 Fixed 6.75000000 N N N N N N AMUR EQUIPMENT FINANCE RECEIVABLES LLC N/A 03236YAD7 1998159.00000000 PA USD 2044045.85000000 0.037744136238 Long ABS-MBS CORP US Y 2 2029-12-20 Fixed 6.36000000 N N N N N N HUDSON YARDS MORTGAGE TRUST N/A 44421MAA8 7369314.00000000 PA USD 6957677.69000000 0.128476342464 Long ABS-MBS CORP US Y 2 2041-12-10 Variable 2.94280000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TN8 12487000.00000000 PA USD 10057888.28000000 0.185722989294 Long DBT UST US N 2 2053-02-15 Fixed 3.62500000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING N/A 05377RHE7 10272000.00000000 PA USD 10506330.11000000 0.194003649694 Long ABS-MBS CORP US Y 2 2028-04-20 Fixed 6.85000000 N N N N N N AS MILEAGE PLAN IP LTD. N/A G0541TAC9 4142537.68000000 PA USD 4164575.98000000 0.076900585750 Long LON CORP KY N 2 2031-10-15 Floating 5.42000000 N N N N N N HUNTINGTON BANK AUTO CREDIT-LINKED NOTES N/A 44644NAP4 1480056.09000000 PA USD 1483127.92000000 0.027386559001 Long ABS-MBS CORP US Y 2 2033-09-20 Floating 4.90300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWMY6 7688034.30000000 PA USD 7798940.36000000 0.144010599110 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.50000000 N N N N N N TRINITY RAIL LEASING LLC N/A 89656GAA2 814221.30000000 PA USD 772900.83000000 0.014271927523 Long ABS-MBS CORP US Y 2 2051-07-19 Fixed 2.26000000 N N N N N N HILTON USA TRUST N/A 43300LAA8 2286000.00000000 PA USD 2273557.86000000 0.041982168655 Long ABS-MBS CORP US Y 2 2038-11-05 Fixed 3.71900000 N N N N N N VIRGINIA ST HSG DEV AUTH COMWLTH MTG N/A 92812XDB5 4070000.00000000 PA USD 4056439.13000000 0.074903794925 Long DBT MUN US N 2 2039-10-01 Fixed 5.30800000 N N N N N N CF HIPPOLYTA ISSUER LLC N/A 12530MAG0 1884895.11000000 PA USD 1151470.74000000 0.021262374562 Long ABS-MBS CORP US Y 2 2061-03-15 Fixed 1.84800000 N N N N N N CHASE AUTO OWNER TRUST N/A 16144LAF3 3671000.00000000 PA USD 3762036.21000000 0.069467525518 Long ABS-MBS CORP US Y 2 2030-02-28 Fixed 5.41000000 N N N N N N WEST VIRGINIA ST HSG DEV FD N/A 95662NQW1 1585000.00000000 PA USD 1631350.90000000 0.030123556486 Long DBT MUN US N 2 2039-11-01 Fixed 5.83200000 N N N N N N ALBERTSONS COMPANIES, INC. 549300YKWOC0AOR16R51 01309QAD0 3846000.00000000 PA USD 3781364.09000000 0.069824422667 Long DBT CORP US Y 2 2034-03-31 Fixed 5.75000000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 345340AD5 1650000.00000000 PA USD 1640299.06000000 0.030288787892 Long ABS-MBS CORP US Y 2 2033-10-17 Fixed 2.31000000 N N N N N N MSCI INC. 549300HTIN2PD78UB763 55354GAR1 2332000.00000000 PA USD 2339845.78000000 0.043206202002 Long DBT CORP US N 2 2035-09-01 Fixed 5.25000000 N N N N N N BRIGHTSTAR LOTTERY PLC 549300UQ6KHRCZDRGZ76 108922AA3 5485000.00000000 PA USD 5450083.35000000 0.100638001087 Long DBT CORP GB Y 2 2033-01-15 Fixed 5.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FFD4 6988487.39000000 PA USD 7117730.87000000 0.131431789394 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C15G1 2813840.73100000 PA USD 2872566.33000000 0.053043103174 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810QD3 42937000.00000000 PA USD 42165475.78000000 0.778602624016 Long DBT UST US N 2 2039-11-15 Fixed 4.37500000 N N N N N N Four Seasons Holdings Inc. 549300KN76IMZYPMJC43 35100DAW6 3299409.93000000 PA USD 3318117.58000000 0.061270387841 Long LON CORP CA N 2 2032-09-13 Floating 5.42000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EJ84 3340910.90000000 PA USD 3408911.43000000 0.062946933132 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.50000000 N N N N N N U S BANK NATIONAL ASSOCIATION N/A 90357PAV6 1102650.25000000 PA USD 1112752.26000000 0.020547422114 Long ABS-MBS CORP US Y 2 2032-08-25 Fixed 6.78900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVJJ5 17184092.67000000 PA USD 17505898.13000000 0.323253514104 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.50000000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 34535CAB2 4925000.00000000 PA USD 5117356.22000000 0.094494059588 Long ABS-MBS CORP US Y 2 2036-02-15 Fixed 5.92000000 N N N N N N WISCONSIN HSG & ECONOMIC DEV AUTH HOME OWNERSHIP REV N/A 97689QB62 645000.00000000 PA USD 643250.45000000 0.011877880635 Long DBT MUN US N 2 2041-09-01 Fixed 5.44400000 N N N N N N UNIVERSAL HEALTH SERVICES, INC. 549300YGMGQDO0NMJD09 913903BC3 2366000.00000000 PA USD 2316123.94000000 0.042768168599 Long DBT CORP US N 2 2034-10-15 Fixed 5.05000000 N N N N N N SANTANDER BANK, N.A. N/A 80280BAC2 3778912.68000000 PA USD 3808521.44000000 0.070325894157 Long ABS-MBS CORP US Y 2 2033-01-18 Fixed 5.14100000 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26884TAW2 1663000.00000000 PA USD 1682089.02000000 0.031060456465 Long DBT CORP US Y 2 2033-05-01 Fixed 4.90000000 N N N N N N ZAYO ISSUER, LLC N/A 98919WAG8 2560169.00000000 PA USD 2629033.97000000 0.048546179304 Long ABS-MBS CORP US Y 2 2055-06-20 Fixed 5.95300000 N N N N N N AMERICAN NATIONAL GLOBAL FUNDING 63540033TQXTOXKK1L93 02771D2A1 1786000.00000000 PA USD 1836650.96000000 0.033914505419 Long DBT CORP US Y 2 2030-01-28 Fixed 5.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQW85 3858979.57000000 PA USD 3930845.27000000 0.072584653326 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.50000000 N N N N N N THE PNC FINANCIAL SERVICES GROUP, INC. CFGNEKW0P8842LEUIA51 693475CF0 7347000.00000000 PA USD 7345457.13000000 0.135636847212 Long DBT CORP US N 2 2041-01-25 Fixed 5.42300000 N N N N N N METLIFE, INC. C4BXATY60WC6XEOZDX54 59156RBS6 3431000.00000000 PA USD 4112466.49000000 0.075938362868 Long DBT CORP US Y 2 2068-04-08 Fixed 9.25000000 N N N N N N ONEMAIN FINANCIAL ISSUANCE TRUST N/A 68269PAB3 3596000.00000000 PA USD 3631666.98000000 0.067060204773 Long ABS-MBS CORP US Y 2 2034-05-15 Fixed 6.45000000 N N N N N N CRH AMERICA FINANCE, INC. 549300WEVUODRJ4CWK56 12636YAG7 631000.00000000 PA USD 645116.28000000 0.011912333944 Long DBT CORP US N 2 2055-01-09 Fixed 5.87500000 N N N N N N DEXT ABS LLC N/A 25216CAE0 1566000.00000000 PA USD 1657610.06000000 0.030608442533 Long ABS-MBS CORP US Y 2 2034-05-15 Fixed 8.30000000 N N N N N N AMUR EQUIPMENT FINANCE RECEIVABLES LLC N/A 03238BAD5 4527000.00000000 PA USD 4601485.05000000 0.084968289056 Long ABS-MBS CORP US Y 2 2031-07-21 Fixed 5.38000000 N N N N N N CHESAPEAKE FUNDING LLC 549300LG5AUFDML64706 165183CW2 826000.00000000 PA USD 829504.45000000 0.015317136340 Long ABS-MBS CORP US Y 2 2035-05-15 Fixed 5.59000000 N N N N N N ATRIUM HOTEL PORTFOLIO TRUST N/A 049917AG2 3489343.00000000 PA USD 3457342.84000000 0.063841238775 Long ABS-MBS CORP US Y 2 2030-08-15 Floating 6.98019000 N N N N N N EMERGENT AUTO RECEIVABLES TRUST N/A 293601AL4 770206.00000000 PA USD 799286.88000000 0.014759156646 Long ABS-MBS CORP US Y 2 2030-04-15 Fixed 6.77000000 N N N N N N VIRGINIA ST HSG DEV AUTH COMWLTH MTG N/A 92812U7J1 4535000.00000000 PA USD 4624316.72000000 0.085389885110 Long DBT MUN US N 2 2039-10-01 Fixed 5.66200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XRPW9 12738798.75000000 PA USD 11806529.76000000 0.218012363944 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 3.50000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZR7 2529000.00000000 PA USD 2548716.65000000 0.047063087392 Long DBT CORP US N 2 2029-05-03 Fixed 5.11300000 N N N N N N TRILLIUM CREDIT CARD TRUST II N/A 89621ABB4 10200000.00000000 PA USD 10009030.90000000 0.184820817942 Long ABS-MBS CORP US Y 2 2029-10-26 Fixed 2.42200000 N N N N N N THE CIGNA GROUP 549300VIWYMSIGT1U456 125523CZ1 2381000.00000000 PA USD 2412806.89000000 0.044553458511 Long DBT CORP US N 2 2036-01-15 Fixed 5.25000000 N N N N N N ZAYO ISSUER, LLC N/A 98919WAC7 2592649.00000000 PA USD 2639299.34000000 0.048735733527 Long ABS-MBS CORP US Y 2 2055-03-20 Fixed 6.08800000 N N N N N N VERIZON MASTER TRUST N/A 92348KCX9 814000.00000000 PA USD 817634.50000000 0.015097952896 Long ABS-MBS CORP US N 2 2029-06-20 Fixed 5.49000000 N N N N N N Government National Mortgage Association 2 N/A 3622AB4W9 2798506.59000000 PA USD 2737788.30000000 0.050554372148 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 4.50000000 N N N N N N THE CHARLES SCHWAB CORPORATION 549300VSGCJ7E698NM85 808513CL7 2638000.00000000 PA USD 2614693.65000000 0.048281379475 Long DBT CORP US N 2 2036-11-14 Fixed 4.91400000 N N N N N N STRUCTURED ASSET MORTGAGE INVESTORS N/A 86359LPL7 246860.03000000 PA USD 162441.21000000 0.002999542872 Long ABS-MBS CORP US N 2 2035-07-19 Floating 4.53984000 N N N N N N Government National Mortgage Association N/A 38384P7L8 4385239.09000000 PA USD 4050019.57000000 0.074785255145 Long ABS-MBS USGA US N 2 2045-06-20 Fixed 2.50000000 N N N N N N WISCONSIN HSG & ECONOMIC DEV AUTH HOME OWNERSHIP REV N/A 97689QYF7 4125000.00000000 PA USD 4259349.20000000 0.078650611723 Long DBT MUN US N 2 2040-09-01 Fixed 5.86500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W0UE3 17545081.42000000 PA USD 17935530.19000000 0.331186844467 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 5.50000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 95002RAY4 2000000.00000000 PA USD 1840528.58000000 0.033986107246 Long ABS-MBS CORP US N 2 2053-06-15 Fixed 3.10700000 N N N N N N WEST VIRGINIA ST HSG DEV FD N/A 95662NQX9 1810000.00000000 PA USD 1848184.24000000 0.034127472115 Long DBT MUN US N 2 2044-11-01 Fixed 6.01900000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 34535CAD8 1881289.00000000 PA USD 1926293.55000000 0.035569792227 Long ABS-MBS CORP US Y 2 2036-02-15 Fixed 6.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425U3X1 5010044.04000000 PA USD 4783298.37000000 0.088325545803 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 4.00000000 N N N N N N TRINITY RAIL LEASING LLC N/A 89657BAA2 2843360.97000000 PA USD 2838281.31000000 0.052410016364 Long ABS-MBS CORP US Y 2 2049-04-17 Fixed 3.82000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QMVY7 0.09000000 PA USD 0.08000000 0.000000001477 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 548661EX1 5712000.00000000 PA USD 5667458.91000000 0.104651929029 Long DBT CORP US N 2 2035-10-15 Fixed 4.85000000 N N N N N N BROOKFIELD ASSET MANAGEMENT LTD. 549300CZ84WPNJZKY093 113004AC9 5696000.00000000 PA USD 5687056.23000000 0.105013801497 Long DBT CORP CA N 2 2036-01-15 Fixed 5.29800000 N N N N N N LUMEN TECHNOLOGIES, INC. 8M3THTGWLTYZVE6BBY25 55024EAD7 6299888.08000000 PA USD 6310912.88000000 0.116533567744 Long LON CORP US N 2 2028-06-01 Floating 9.72000000 N N N N N N SCCU AUTO RECEIVABLES TRUST N/A 80620BAF4 2681000.00000000 PA USD 2698303.62000000 0.049825271506 Long ABS-MBS CORP US Y 2 2032-02-17 Fixed 5.08000000 N N N N N N HUNTINGTON BANK AUTO CREDIT-LINKED NOTES N/A 44644NAA7 1131726.36000000 PA USD 1148942.03000000 0.021215680906 Long ABS-MBS CORP US Y 2 2032-05-20 Fixed 6.15300000 N N N N N N RAYMOND JAMES FINANCIAL, INC. RGUZHJ05YTITL6D76949 754730AJ8 3014000.00000000 PA USD 2985939.66000000 0.055136587727 Long DBT CORP US N 2 2035-09-11 Fixed 4.90000000 N N N N N N Government National Mortgage Association N/A 38383HHS1 2275435.26000000 PA USD 2037600.93000000 0.037625128175 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 3.00000000 N N N N N N UNITI FIBER ABS ISSUER LLC N/A 91326EAB1 1642000.00000000 PA USD 1687085.87000000 0.031152725328 Long ABS-MBS CORP US Y 2 2055-04-20 Fixed 6.36900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BE6T5 2302352.52000000 PA USD 2263926.49000000 0.041804321499 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.50000000 N N N N N N NYC COMMERCIAL MORTGAGE TRUST N/A 67121TAC3 2022148.00000000 PA USD 2039977.09000000 0.037669004934 Long ABS-MBS CORP US Y 2 2042-07-13 Variable 5.17600000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AK9 2249000.00000000 PA USD 2389944.83000000 0.044131301294 Long DBT CORP US Y 2 2039-01-25 Fixed 6.30000000 N N N N N N COLORADO HSG & FIN AUTH N/A 19648GMW9 1585000.00000000 PA USD 1561001.41000000 0.028824524600 Long DBT MUN US N 2 2039-11-01 Fixed 5.27900000 N N N N N N IOWA FIN AUTH SINGLE FAMILY MTG REV N/A 46247EEF8 1180000.00000000 PA USD 1176711.95000000 0.021728463749 Long DBT MUN US N 2 2039-07-01 Fixed 5.38000000 N N N N N N NORTH CAROLINA HSG FIN AGY HOMEOWNERSHIP REV N/A 6582078R9 4530000.00000000 PA USD 4475712.72000000 0.082645851936 Long DBT MUN US N 2 2044-07-01 Fixed 5.81100000 N N N N N N MINNESOTA ST HSG FIN AGY N/A 60416UDH5 2410000.00000000 PA USD 2521937.06000000 0.046568591393 Long DBT MUN US N 2 2039-07-01 Fixed 5.61900000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKC2 2050000.00000000 PA USD 1797835.46000000 0.033197761457 Long DBT CORP US N 2 2036-09-21 Fixed 2.48200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W3M63 9326905.81000000 PA USD 9333137.21000000 0.172340166631 Long ABS-MBS USGSE US N 2 2055-10-01 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TT5 63303000.00000000 PA USD 55765986.56000000 1.029741575619 Long DBT UST US N 2 2053-08-15 Fixed 4.12500000 N N N N N N NMEF FUNDING LLC N/A 62919VAD3 4003100.00000000 PA USD 4097811.64000000 0.075667755114 Long ABS-MBS CORP US Y 2 2032-04-25 Fixed 5.79000000 N N N N N N Government National Mortgage Association 2 N/A 36179XFE1 6017308.31000000 PA USD 5431361.63000000 0.100292296929 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 3.00000000 N N N N N N Bacardi-Martini B.V. 5493002XXBV8B88K2408 05634WAB8 3619000.00000000 PA USD 3744526.93000000 0.069144209556 Long DBT CORP NL Y 2 2035-02-01 Fixed 6.00000000 N N N N N N Kioxia Holdings Corporation 35380080RTKRARNH4R73 49726JAB4 134000.00000000 PA USD 140050.48000000 0.002586088955 Long DBT CORP JP Y 2 2033-07-24 Fixed 6.62500000 N N N N N N Government National Mortgage Association 2 N/A 36179XZL3 2025745.29000000 PA USD 2048038.30000000 0.037817858448 Long ABS-MBS USGA US N 2 2038-08-20 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XRSX4 14659314.49000000 PA USD 14975767.46000000 0.276533624376 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.50000000 N N N N N N SWITCH ABS ISSUER LLC N/A 871044AL7 4280702.00000000 PA USD 4210974.60000000 0.077757355100 Long ABS-MBS CORP US Y 2 2055-03-25 Fixed 5.03600000 N N N N N N Saudi Arabian Oil Company 5586006WD91QHB7J4X50 80415RAC5 7468000.00000000 PA USD 7337310.00000000 0.135486407150 Long DBT SA Y 2 2036-02-02 Fixed 5.00000000 N N N N N N HYT COMMERCIAL MORTGAGE TRUST N/A 449173AA1 8465658.00000000 PA USD 8480722.92000000 0.156599990796 Long ABS-MBS CORP US Y 2 2041-09-15 Floating 5.52165000 N N N N N N COLORADO HSG & FIN AUTH N/A 19648GA85 1255000.00000000 PA USD 1270544.45000000 0.023461118946 Long DBT MUN US N 2 2043-11-01 Fixed 5.86000000 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CBM6 4432000.00000000 PA USD 3398537.38000000 0.062755372089 Long DBT CORP US N 2 2041-06-15 Fixed 3.30000000 N N N N N N ONEOK, INC. 2T3D6M0JSY48PSZI1Q41 682680BV4 702000.00000000 PA USD 640425.58000000 0.011825718264 Long DBT CORP US N 2 2043-10-15 Fixed 5.15000000 N N N N N N FLAGSHIP CREDIT AUTO TRUST N/A 33845FAJ5 1312768.46000000 PA USD 1312391.76000000 0.024233846509 Long ABS-MBS CORP US Y 2 2027-03-15 Fixed 4.11000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMMK9 9640406.37000000 PA USD 9006750.56000000 0.166313304668 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.50000000 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83368RBL5 250000.00000000 PA USD 262207.83000000 0.004841774003 Long DBT CORP FR Y 2 2033-06-15 Fixed 6.22100000 N N N N N N RESIDEO FUNDING INC 5493000IFJ6XJKH66598 76119LAD3 1523000.00000000 PA USD 1548140.49000000 0.028587042492 Long DBT CORP US Y 2 2032-07-15 Fixed 6.50000000 N N N N N N NEW ECONOMY ASSETS PHASE I SPONSOR LLC N/A 643821AB7 1832000.00000000 PA USD 1156298.68000000 0.021351524434 Long ABS-MBS CORP US Y 2 2061-10-20 Fixed 2.41000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FDB4 2054000.00000000 PA USD 2050836.84000000 0.037869534625 Long DBT CORP US N 2 2036-01-15 Fixed 4.95000000 N N N N N N NMEF FUNDING LLC N/A 62890QAC9 1043000.00000000 PA USD 1058995.15000000 0.019554775260 Long ABS-MBS CORP US Y 2 2030-06-17 Fixed 6.83000000 N N N N N N SANTANDER BANK, N.A. N/A 80290CCT9 2739524.00000000 PA USD 2754788.21000000 0.050868282385 Long ABS-MBS CORP US Y 2 2034-01-16 Fixed 5.15100000 N N N N N N UNIVERSITY HOUSTON TEX UNIV REVS N/A 914302MS0 365000.00000000 PA USD 367194.51000000 0.006780395660 Long DBT MUN US N 2 2037-02-15 Fixed 4.86200000 N N N N N N FIRSTKEY HOMES TRUST N/A 33767TAG5 4500000.00000000 PA USD 4424502.02000000 0.081700225575 Long ABS-MBS CORP US Y 2 2026-09-17 Fixed 2.05800000 N N N N N N ARI FLEET LEASE TRUST N/A 04033HAD7 748000.00000000 PA USD 768917.28000000 0.014198369656 Long ABS-MBS CORP US Y 2 2033-04-15 Fixed 5.39000000 N N N N N N ALCON FINANCE CORPORATION 549300CUZUI9VU7XNK42 01400EAF0 172000.00000000 PA USD 173236.20000000 0.003198876744 Long DBT CORP US Y 2 2052-12-06 Fixed 5.75000000 N N N N N N IDAHO HSG & FIN ASSN SINGLE FAMILY MTG REV N/A 45129Y6Q4 1425000.00000000 PA USD 1422765.94000000 0.026271950541 Long DBT MUN US N 2 2039-07-01 Fixed 5.42800000 N N N N N N LAD AUTO RECEIVABLES TRUST N/A 505709AG0 2556000.00000000 PA USD 2578293.81000000 0.047609241656 Long ABS-MBS CORP US Y 2 2032-02-17 Fixed 5.18000000 N N N N N N WHEELS FLEET LEASE FUNDING LLC N/A 96328GCB1 3366093.00000000 PA USD 3431403.03000000 0.063362249655 Long ABS-MBS CORP US Y 2 2039-09-19 Fixed 5.07000000 N N N N N N GS MORTGAGE SECURITIES TRUST N/A 36261PAX0 5000000.00000000 PA USD 4746303.11000000 0.087642413312 Long ABS-MBS CORP US N 2 2052-11-10 Variable 3.33990000 N N N N N N CONNECTICUT ST HSG FIN AUTH HSG MTG FIN PROG N/A 20775HT45 4535000.00000000 PA USD 4649772.81000000 0.085859942143 Long DBT MUN US N 2 2039-11-15 Fixed 5.81300000 N N N N N N SALES TAX SECURITIZATION CORP ILL N/A 79467BJL0 1760000.00000000 PA USD 1783767.49000000 0.032937990682 Long DBT MUN US N 2 2039-01-01 Fixed 5.23400000 N N N N N N VENTURE CLO LIMITED N/A 92340YAS0 2485000.00000000 PA USD 2486165.47000000 0.045908054465 Long ABS-MBS CORP US Y 2 2036-10-20 Floating 5.41763000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAN2 4399000.00000000 PA USD 4329363.83000000 0.079943460283 Long DBT CORP US N 2 2036-10-22 Fixed 4.89200000 N N N N N N MARRIOTT INTERNATIONAL, INC. 225YDZ14ZO8E1TXUSU86 571903BX0 427000.00000000 PA USD 432582.52000000 0.007987811804 Long DBT CORP US N 2 2035-10-15 Fixed 5.25000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAT4 1989000.00000000 PA USD 2029993.05000000 0.037484645583 Long DBT CORP US N 2 2035-01-15 Fixed 5.35000000 N N N N N N GTE AUTO RECEIVABLES TRUST N/A 362304AF4 2457000.00000000 PA USD 2493564.38000000 0.046044678341 Long ABS-MBS CORP US Y 2 2029-11-15 Fixed 5.88000000 N N N N N N COMPEER FINANCIAL, FLCA 549300EWFHPBZH38K695 20454PAC7 978000.00000000 PA USD 870908.55000000 0.016081679852 Long DBT CORP US Y 2 2036-06-01 Fixed 3.37500000 N N N N N N VERDANT RECEIVABLES LLC N/A 92340GAF7 489000.00000000 PA USD 507075.12000000 0.009363347897 Long ABS-MBS CORP US Y 2 2033-05-12 Fixed 6.49000000 N N N N N N TELUS CORPORATION 894500WE70KKZRQMBU11 87971MCQ4 2745000.00000000 PA USD 2773619.54000000 0.051216010537 Long DBT CORP CA N 2 2056-06-09 Fixed 6.37500000 N N N N N N MASSMUTUAL GLOBAL FUNDING II 549300K1IE3K7YU6VG29 57629TBZ9 11357000.00000000 PA USD 11373692.22000000 0.210019843092 Long DBT CORP US Y 2 2035-08-26 Fixed 5.05000000 N N N N N N DELL EQUIPMENT FINANCE TRUST N/A 24702GAL9 1250000.00000000 PA USD 1265977.35000000 0.023376785591 Long ABS-MBS CORP US Y 2 2030-09-23 Fixed 6.12000000 N N N N N N CROSSROADS ASSET TRUST N/A 22767VAC2 613000.00000000 PA USD 621691.23000000 0.011479780888 Long ABS-MBS CORP US Y 2 2032-02-20 Fixed 5.20000000 N N N N N N CCG RECEIVABLES TRUST N/A 12515XAE0 450000.00000000 PA USD 454060.27000000 0.008384407175 Long ABS-MBS CORP US Y 2 2032-10-14 Fixed 5.28000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CUCX2 3912901.17000000 PA USD 4041353.74000000 0.074625237076 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 6.00000000 N N N N N N AUXILIOR TERM FUNDING LLC N/A 05335JAE3 1018000.00000000 PA USD 1061647.19000000 0.019603746255 Long ABS-MBS CORP US Y 2 2030-12-16 Fixed 7.27000000 N N N N N N GOLDEN CREDIT CARD TRUST N/A 380881FC1 4500000.00000000 PA USD 4431886.28000000 0.081836578933 Long ABS-MBS CORP US Y 2 2028-08-15 Fixed 1.44000000 N N N N N N LAD AUTO RECEIVABLES TRUST N/A 505920AE8 2715862.00000000 PA USD 2763847.49000000 0.051035565668 Long ABS-MBS CORP US Y 2 2029-07-16 Fixed 5.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179YKQ6 8301473.63500000 PA USD 8136126.31000000 0.150236874530 Long ABS-MBS USGA US N 2 2053-11-20 Fixed 4.50000000 N N N N N N ARCOSA, INC. 549300WFHLTCZV7D6V29 03965EAH9 1341250.00000000 PA USD 1342926.56000000 0.024797683985 Long LON CORP US N 2 2032-06-17 Floating 5.67000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BPNA5 1595118.24000000 PA USD 1612326.71000000 0.029772267096 Long ABS-MBS USGSE US N 2 2047-07-25 Fixed 5.50000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05610MAD4 7500000.00000000 PA USD 7501877.51000000 0.138525213015 Long ABS-MBS CORP US Y 2 2027-06-15 Floating 7.56869000 N N N N N N Olin Corporation 549300GKK294V7W57P06 680665AN6 10507000.00000000 PA USD 10298508.78000000 0.190166144487 Long DBT CORP US Y 2 2033-04-01 Fixed 6.62500000 N N N N N N Government National Mortgage Association N/A 38384BM40 3632845.41000000 PA USD 3694026.99000000 0.068211707668 Long ABS-MBS USGA US N 2 2046-01-20 Fixed 5.50000000 N N N N N N CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC 549300S8SEQBOJLKHW63 15189XBF4 2777000.00000000 PA USD 2805617.00000000 0.051806856623 Long DBT CORP US N 2 2035-03-01 Fixed 5.05000000 N N N N N N TRUIST BANK AUTO CREDIT-LINKED NOTES N/A 897926CB5 2783364.83000000 PA USD 2796000.78000000 0.051629289217 Long ABS-MBS CORP US Y 2 2033-09-26 Fixed 4.72800000 N N N N N N OSCAR US FUNDING TRUST 549300GTSLUONMR77U11 68784BAC8 3162000.00000000 PA USD 3178017.04000000 0.058683374508 Long ABS-MBS CORP US Y 2 2029-03-12 Fixed 4.47000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425UWD3 12784520.79000000 PA USD 12999313.51000000 0.240037600004 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.50000000 N N N N N N 1301 TRUST N/A 682461AG3 4787014.00000000 PA USD 4852539.06000000 0.089604103247 Long ABS-MBS CORP US Y 2 2030-08-11 Variable 5.64133000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EHK9 7333545.51000000 PA USD 7212098.99000000 0.133174335031 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N NMEF FUNDING LLC N/A 62890QAD7 3049000.00000000 PA USD 3163426.89000000 0.058413961466 Long ABS-MBS CORP US Y 2 2030-06-17 Fixed 8.04000000 N N N N N N VERDANT RECEIVABLES LLC N/A 92339GAD5 1077000.00000000 PA USD 1109780.01000000 0.020492538312 Long ABS-MBS CORP US Y 2 2031-01-13 Fixed 6.73000000 N N N N N N Government National Mortgage Association 2 N/A 3622ACJJ0 4877882.82000000 PA USD 4988514.38000000 0.092114942719 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 5.50000000 N N N N N N UKG INC. 529900FKHWSTQ1GXK240 90279XAA0 4811000.00000000 PA USD 4808399.24000000 0.088789043555 Long DBT CORP US Y 2 2031-02-01 Fixed 6.87500000 N N N N N N HPEFS EQUIPMENT TRUST N/A 40444MAG6 3620603.00000000 PA USD 3661265.03000000 0.067606744779 Long ABS-MBS CORP US Y 2 2031-10-20 Fixed 5.35000000 N N N N N N ENTERPRISE FLEET FINANCING LLC N/A 29374LAC4 2349000.00000000 PA USD 2430795.72000000 0.044885629558 Long ABS-MBS CORP US Y 2 2030-06-20 Fixed 6.28000000 N N N N N N ATRIUM HOTEL PORTFOLIO TRUST N/A 049917AL1 2000000.00000000 PA USD 1973301.32000000 0.036437809779 Long ABS-MBS CORP US Y 2 2030-08-15 Floating 9.18019000 N N N N N N CCG RECEIVABLES TRUST N/A 12516XAE9 2172000.00000000 PA USD 2172683.36000000 0.040119480071 Long ABS-MBS CORP US Y 2 2034-08-15 Fixed 5.08000000 N N N N N N Government National Mortgage Association 2 N/A 36179WXL7 3974174.82000000 PA USD 3698961.08000000 0.068302817642 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 3.50000000 N N N N N N HOUSTON GALLERIA MALL TRUST N/A 44216XAA3 1592694.00000000 PA USD 1648966.32000000 0.030448832366 Long ABS-MBS CORP US Y 2 2045-02-05 Variable 5.46185000 N N N N N N TRILLIUM CREDIT CARD TRUST II N/A 89621ABR9 2900000.00000000 PA USD 2959212.64000000 0.054643062455 Long ABS-MBS CORP US Y 2 2033-03-28 Fixed 5.34800000 N N N N N N ACADEMY, LTD. 549300BN53IR80C35Z14 00400YAK7 106456.54000000 PA USD 106423.54000000 0.001965153860 Long LON CORP US N 2 2027-11-06 Floating 7.42000000 N N N N N N GLOBAL PAYMENTS INC. 549300NOMHGVQBX6S778 37940XAY8 7281000.00000000 PA USD 7217899.80000000 0.133281449342 Long DBT CORP US N 2 2035-11-15 Fixed 5.55000000 N N N N N N NEW JERSEY ST HSG & MTG FIN AGY REV N/A 64613AKJ0 390000.00000000 PA USD 407585.97000000 0.007526240363 Long DBT MUN US N 2 2034-10-01 Fixed 5.64000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VHJ6 3778000.00000000 PA USD 3728923.78000000 0.068856091059 Long DBT CORP US N 2 2055-11-30 Fixed 5.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HLW65 4110941.67000000 PA USD 4165511.96000000 0.076917869001 Long ABS-MBS USGSE US N 2 2039-04-25 Fixed 5.00000000 N N N N N N WHEELS FLEET LEASE FUNDING LLC N/A 96328GBT3 3323933.97000000 PA USD 3360253.16000000 0.062048438428 Long ABS-MBS CORP US Y 2 2039-06-21 Fixed 4.87000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSZU9 4215482.54700000 PA USD 4280541.42000000 0.079041934667 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 5.50000000 N N N N N N SFS AUTO RECEIVABLES SECURITIZATION TRUST N/A 78398AAG8 2541000.00000000 PA USD 2605798.48000000 0.048117126550 Long ABS-MBS CORP US Y 2 2031-02-20 Fixed 5.97000000 N N N N N N CHENIERE ENERGY PARTNERS, L.P. 5493005UEC8AZ34LDV29 16411QAV3 1810000.00000000 PA USD 1848845.48000000 0.034139682180 Long DBT CORP US Y 2 2035-10-30 Fixed 5.55000000 N N N N N N Eastern Energy Gas Holdings, LLC 549300BFOD6TDMVV4O24 27636AAB8 4319000.00000000 PA USD 4564734.26000000 0.084289670803 Long DBT CORP US N 2 2035-01-15 Fixed 5.80000000 N N N N N N CARS DB N/A 12510HAS9 3077955.97000000 PA USD 3097151.76000000 0.057190164292 Long ABS-MBS CORP US Y 2 2053-09-15 Fixed 5.75000000 N N N N N N AMERICAN AIRLINES, INC. N/A 02377PAA3 1624000.00000000 PA USD 1634870.66000000 0.030188550283 Long DBT CORP US N 2 2036-05-11 Fixed 5.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427Q5E8 14173005.87000000 PA USD 13903326.13000000 0.256730559945 Long ABS-MBS USGSE US N 2 2055-12-01 Fixed 4.50000000 N N N N N N GLS AUTO SELECT RECEIVABLES TRUST N/A 37988XAD7 1381000.00000000 PA USD 1417680.71000000 0.026178049705 Long ABS-MBS CORP US Y 2 2030-03-15 Fixed 5.69000000 N N N N N N HERTZ VEHICLE FINANCING III LLC N/A 42806MAN9 3750000.00000000 PA USD 3671515.86000000 0.067796030516 Long ABS-MBS CORP US Y 2 2028-06-26 Fixed 2.33000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAN3 2000000.00000000 PA USD 1835986.56000000 0.033902237003 Long DBT CORP US Y 2 2038-06-25 Fixed 4.62500000 N N N N N N AMUR EQUIPMENT FINANCE RECEIVABLES LLC N/A 03236YAE5 563000.00000000 PA USD 583667.23000000 0.010777652295 Long ABS-MBS CORP US Y 2 2030-07-22 Fixed 7.48000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650EG1 918000.00000000 PA USD 954043.99000000 0.017616809494 Long DBT CORP US N 2 2054-12-10 Fixed 6.75000000 N N N N N N UNITI FIBER ABS ISSUER LLC N/A 91326EAA3 4133980.00000000 PA USD 4246282.48000000 0.078409329435 Long ABS-MBS CORP US Y 2 2055-04-20 Fixed 5.87700000 N N N N N N NMEF FUNDING LLC N/A 62919UAC7 3216556.00000000 PA USD 3252572.98000000 0.060060080200 Long ABS-MBS CORP US Y 2 2031-12-15 Fixed 5.32000000 N N N N N N BURFORD CAPITAL GLOBAL FINANCE LLC 549300JVAOO67CSCH406 12116LAG4 786000.00000000 PA USD 760421.29000000 0.014041487752 Long DBT CORP US Y 2 2033-07-15 Fixed 7.50000000 N N N N N N PANTHER ESCROW ISSUER, LLC N/A 69867RAA5 550000.00000000 PA USD 566541.99000000 0.010461427788 Long DBT CORP US Y 2 2031-06-01 Fixed 7.12500000 N N N N N N Grupo Aeromexico, S.A.B. de C.V. N/A 40054JAD1 684000.00000000 PA USD 708105.12000000 0.013075448440 Long DBT CORP MX Y 2 2031-11-15 Fixed 8.62500000 N N N N N N BURLINGTON COAT FACTORY WAREHOUSE CORPORATION 549300SIFDMGE3Y2SW49 121575AL8 4764687.50000000 PA USD 4764687.50000000 0.087981888535 Long LON CORP US N 2 2031-09-19 Floating 5.42000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397H89 2531000.00000000 PA USD 2517328.07000000 0.046483484522 Long DBT CORP US N 2 2035-10-31 Fixed 5.86900000 N N N N N N UNITED AIRLINES, INC. K1OQBWM7XEOO08LDNP29 90932WAB9 1748559.18000000 PA USD 1792783.87000000 0.033104481798 Long DBT CORP US N 2 2038-08-15 Fixed 5.87500000 N N N N N N THE HERSHEY COMPANY 21X2CX66SU2BR6QTAD08 427866BN7 720000.00000000 PA USD 738677.08000000 0.013639972089 Long DBT CORP US N 2 2035-02-24 Fixed 5.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KY6P9 9378995.93000000 PA USD 9436507.32000000 0.174248937667 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 5.00000000 N N N N N N OCP CLO LTD N/A 671026BA9 4666894.00000000 PA USD 4720096.59000000 0.087158499284 Long ABS-MBS CORP US Y 2 2039-01-17 Fixed 5.19400000 N N N N N N EVERGY MISSOURI WEST STORM FUNDING I, LLC N/A 30037HAA4 2959526.54000000 PA USD 3024835.93000000 0.055854823140 Long DBT CORP US N 2 2040-12-01 Fixed 5.10400000 N N N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 254900C5LP6DN9OP9V83 3133EM4H2 11023000.00000000 PA USD 8633213.60000000 0.159415793093 Long DBT USGSE US N 2 2036-09-02 Fixed 2.20000000 N N N N N N CCG RECEIVABLES TRUST N/A 12511QAE9 1424000.00000000 PA USD 1473707.75000000 0.027212611738 Long ABS-MBS CORP US Y 2 2032-04-14 Fixed 7.18000000 N N N N N N SOTHEBYS ARTFI MASTER TRUST N/A 83589DAC0 1866000.00000000 PA USD 1866874.78000000 0.034472600522 Long ABS-MBS CORP US Y 2 2033-06-20 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CJJ1 244435000.00000000 PA USD 250927804.69000000 4.633483757887 Long DBT UST US N 2 2033-11-15 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GQ5H1 7872025.50000000 PA USD 8122740.63000000 0.149989702516 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.00000000 N N N N N N ING Groep N.V. 549300NYKK9MWM7GGW15 456837BH5 2818000.00000000 PA USD 3037773.49000000 0.056093720436 Long DBT CORP NL N 2 2034-09-11 Fixed 6.11400000 N N N N N N EP WEALTH ADVISORS, LLC 254900EMIFA00FZWU856 29416NAB2 500000.00000000 PA USD 503440.00000000 0.009296223931 Long LON CORP US N 2 2032-10-07 Floating 6.67000000 N N N N N N NCL CORPORATION LTD. UNZWILHE4KMRP9K2L524 62886HBR1 5264000.00000000 PA USD 5396393.22000000 0.099646591046 Long DBT CORP BM Y 2 2032-02-01 Fixed 6.75000000 N N N N N N SHR TRUST N/A 784234AE6 2022000.00000000 PA USD 2040344.01000000 0.037675780260 Long ABS-MBS CORP US Y 2 2041-10-15 Floating 6.63019000 N N N N N N GOLDEN CREDIT CARD TRUST N/A 380881FD9 2233000.00000000 PA USD 2193506.21000000 0.040503982447 Long ABS-MBS CORP US Y 2 2028-08-15 Fixed 1.74000000 N N N N N N THE J. M. SMUCKER COMPANY 5493000WDH6A0LHDJD55 832696AZ1 688000.00000000 PA USD 743836.28000000 0.013735238811 Long DBT CORP US N 2 2053-11-15 Fixed 6.50000000 N N N N N CREDIT ACCEPTANCE AUTO LOAN TRUST N/A 22537EAE5 3840000.00000000 PA USD 3906580.61000000 0.072136596530 Long ABS-MBS CORP US Y 2 2033-09-15 Fixed 7.15000000 N N N N N N CARLISLE COMPANIES INCORPORATED XR64VGX1ZPX6G7ZN7Z11 142339AM2 2112000.00000000 PA USD 2140040.63000000 0.039516718813 Long DBT CORP US N 2 2040-09-15 Fixed 5.55000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W2CS8 3625367.45000000 PA USD 3644167.30000000 0.067291028255 Long ABS-MBS USGSE US N 2 2055-06-01 Fixed 5.00000000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 06406YAB8 2668000.00000000 PA USD 2782944.55000000 0.051388200631 Long DBT CORP US N 2 2039-07-21 Fixed 5.60600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427NF95 11965907.39000000 PA USD 12030224.79000000 0.222142983465 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 5.00000000 N N N N N N SANTANDER BANK, N.A. N/A 80290CCB8 1398807.64000000 PA USD 1415523.27000000 0.026138211700 Long ABS-MBS CORP US Y 2 2033-12-15 Fixed 5.64000000 N N N N N N GREENVILLE SPARTANBURG S C ARPT DIST ARPT SYS REV N/A 396613DU2 210000.00000000 PA USD 216728.68000000 0.004001983040 Long DBT MUN US N 2 2034-07-01 Fixed 5.05600000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05609PAG3 3250000.00000000 PA USD 3242440.29000000 0.059872975966 Long ABS-MBS CORP US Y 2 2036-10-15 Floating 4.69367000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING N/A 05377RHJ6 3749000.00000000 PA USD 3945450.07000000 0.072854336885 Long ABS-MBS CORP US Y 2 2029-12-20 Fixed 7.03000000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 34535QAC9 10250000.00000000 PA USD 10466086.87000000 0.193260541934 Long ABS-MBS CORP US Y 2 2035-08-15 Fixed 5.58000000 N N N N N N CSMC TRUST N/A 12656DAA1 1950000.00000000 PA USD 1850140.64000000 0.034163597835 Long ABS-MBS CORP US Y 2 2041-12-15 Fixed 3.15950000 N N N N N N POST ROAD EQUIPMENT FINANCE LLC N/A 737473AE8 461000.00000000 PA USD 469790.20000000 0.008674866717 Long ABS-MBS CORP US Y 2 2030-10-15 Fixed 6.77000000 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46651EAA2 5000000.00000000 PA USD 4747647.51000000 0.087667238203 Long ABS-MBS CORP US Y 2 2039-06-05 Fixed 3.39730000 N N N N N N SOLVENTUM CORPORATION 254900I70403OSGY4M28 83444MAR2 779000.00000000 PA USD 809677.02000000 0.014951014798 Long DBT CORP US N 2 2034-03-23 Fixed 5.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W0RB3 2205969.52100000 PA USD 2211921.65000000 0.040844031021 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 5.00000000 N N N N N N DELL EQUIPMENT FINANCE TRUST N/A 24703GAE4 1975000.00000000 PA USD 1979430.76000000 0.036550992376 Long ABS-MBS CORP US Y 2 2029-01-22 Fixed 6.06000000 N N N N N N American Airlines 2017-2 Pass Through Trusts N/A 02377CAA2 1188161.70000000 PA USD 1128686.47000000 0.020841653769 Long DBT CORP US N 2 2031-04-15 Fixed 3.60000000 N N N N N N ROYAL CARIBBEAN CRUISES LTD. K2NEH8QNVW44JIWK7Z55 780153BU5 7602000.00000000 PA USD 7884946.44000000 0.145598736284 Long DBT CORP LR Y 2 2032-03-15 Fixed 6.25000000 N N N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 254900C5LP6DN9OP9V83 3133ENJA9 4613000.00000000 PA USD 3921419.04000000 0.072410594163 Long DBT USGSE US N 2 2034-12-21 Fixed 2.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CXR79 1691273.59000000 PA USD 1711222.58000000 0.031598419475 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 5.00000000 N N N N N N Truist Financial Corporation 549300DRQQI75D2JP341 89832QAF6 1886000.00000000 PA USD 1899069.38000000 0.035067086878 Long DBT CORP US N 2 2199-12-31 Fixed 5.10000000 N N N N N N DRYDEN CLO LTD N/A 26253EBM9 3202490.00000000 PA USD 3207210.47000000 0.059222443041 Long ABS-MBS CORP US Y 2 2037-10-15 Floating 5.11763000 N N N N N N PEAC SOLUTIONS RECEIVABLES N/A 69392HAD5 3315000.00000000 PA USD 3371132.98000000 0.062249338720 Long ABS-MBS CORP US Y 2 2032-07-20 Fixed 5.20000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PFE1 3836000.00000000 PA USD 3781375.36000000 0.069824630772 Long DBT CORP US N 2 2036-10-22 Fixed 4.81000000 N N N N N N VERDANT RECEIVABLES LLC N/A 92339MAD2 661000.00000000 PA USD 683302.88000000 0.012617465011 Long ABS-MBS CORP US Y 2 2031-12-12 Fixed 6.25000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50076QAR7 9322000.00000000 PA USD 10381461.84000000 0.191697906408 Long DBT CORP US N 2 2039-01-26 Fixed 6.87500000 N N N N N N Ontario Teachers' Cadillac Fairview Properties Trust N/A 68327LAD8 880000.00000000 PA USD 790732.80000000 0.014601202087 Long DBT CORP CA Y 2 2031-10-15 Fixed 2.50000000 N N N N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 961214EF6 1000000.00000000 PA USD 985425.85000000 0.018196288275 Long DBT CORP AU N 2 2034-07-24 Fixed 4.11000000 N N N N N N SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC 254900Z1WAY7QFQ7O850 83007CAF9 1887000.00000000 PA USD 1902569.11000000 0.035131710813 Long DBT CORP US N 2 2034-10-01 Fixed 5.58400000 N N N N N N SHIFT4 PAYMENTS, LLC 254900GTEMR7L40VPI74 82453AAB3 250000.00000000 PA USD 255034.47000000 0.004709314999 Long DBT CORP US Y 2 2032-08-15 Fixed 6.75000000 N N N N N N UPTOWN DEV AUTH TEX TAX INCREMENT CONTRACT REV N/A 916856HC4 400000.00000000 PA USD 358003.51000000 0.006610680115 Long DBT MUN US N 2 2032-09-01 Fixed 2.68100000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BT0 254000.00000000 PA USD 192349.83000000 0.003551817680 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N CYRUSONE DATA CENTER ISSUER LLC N/A 23284BAJ3 3893220.00000000 PA USD 3961301.71000000 0.073147043852 Long ABS-MBS CORP US Y 2 2050-02-20 Variable 5.91000000 N N N N N N DEUTSCHE BANK AG NEW YORK BRANCH N/A 251526CY3 2367000.00000000 PA USD 2399930.72000000 0.044315694806 Long DBT CORP US N 2 2035-09-11 Fixed 5.40300000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746TD3 18527000.00000000 PA USD 18501672.04000000 0.341640883508 Long DBT CORP US N 2 2199-12-31 Fixed 3.90000000 N N N N N N HUBBELL INCORPORATED 54930088VDQ6840Y6597 443510AL6 1136000.00000000 PA USD 1123120.78000000 0.020738881044 Long DBT CORP US N 2 2035-11-15 Fixed 4.80000000 N N N N N N AGILENT TECHNOLOGIES, INC. QUIX8Y7A2WP0XRMW7G29 00846UAR2 82000.00000000 PA USD 81743.89000000 0.001509434106 Long DBT CORP US N 2 2034-09-09 Fixed 4.75000000 N N N N N N BOSTON MEDICAL CENTER CORPORATION 54930000C3BLYBHD3L38 10103DAB2 3000000.00000000 PA USD 2935959.52000000 0.054213684157 Long DBT CORP US N 2 2028-07-01 Fixed 3.91200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BNAD5 4848494.53000000 PA USD 4879587.77000000 0.090103568655 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.00000000 N N N N N N United Airlines 2014-1 Pass Through Trusts N/A 90932PAA6 5619116.59000000 PA USD 5612265.86000000 0.103632766960 Long DBT CORP US N 2 2027-10-11 Fixed 4.00000000 N N N N N N CSMC TRUST N/A 12655QAA3 2500000.00000000 PA USD 2133682.34000000 0.039399310407 Long ABS-MBS CORP US Y 2 2035-02-15 Fixed 3.04030000 N N N N N N METROPOLITAN GOVT NASHVILLE & DAVIDSON CNTY TENN SPORTS AUTH REV N/A 592090HZ0 1500000.00000000 PA USD 1336302.68000000 0.024675371352 Long DBT MUN US N 2 2032-08-01 Fixed 2.45400000 N N N N N N COLORADO HSG & FIN AUTH N/A 19648GJU7 8585000.00000000 PA USD 8780970.41000000 0.162144182560 Long DBT MUN US N 2 2039-11-01 Fixed 5.65900000 N N N N N N LATAM Airlines Group S.A. 549300HX3UUDPEFTG707 51817RAE6 1602000.00000000 PA USD 1680401.82000000 0.031029301632 Long DBT CORP CL Y 2 2031-01-07 Fixed 7.62500000 N N N N N N Government National Mortgage Association 2 N/A 3622ACEL0 2130825.76000000 PA USD 1943859.04000000 0.035894146129 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 3.50000000 N N N N N N Banco Santander, S.A. 5493006QMFDDMYWIAM13 05964HAV7 2800000.00000000 PA USD 3090953.52000000 0.057075711274 Long DBT CORP ES N 2 2033-08-08 Fixed 6.92100000 N N N N N N CBRE SERVICES, INC. 549300CTE3HOMEUMM603 12505BAK6 2471000.00000000 PA USD 2545577.32000000 0.047005118389 Long DBT CORP US N 2 2035-06-15 Fixed 5.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VBK5 3677000.00000000 PA USD 3672199.07000000 0.067808646266 Long DBT CORP US N 2 2036-01-15 Fixed 5.35000000 N N N N N N THE DOW CHEMICAL COMPANY ZQUIP1CSZO8LXRBSOU78 260543DH3 198000.00000000 PA USD 204595.23000000 0.003777933961 Long DBT CORP US N 2 2053-05-15 Fixed 6.90000000 N N N N N LPL HOLDINGS, INC. 549300Z5YF8CCRMYUL26 50212YAM6 1568000.00000000 PA USD 1597785.01000000 0.029503748704 Long DBT CORP US N 2 2035-03-15 Fixed 5.65000000 N N N N N N WINGSPIRE EQUIPMENT FINANCE LLC 254900UTJF59Z6LWFR35 97415CAE8 3813000.00000000 PA USD 3837833.50000000 0.070867153242 Long ABS-MBS CORP US Y 2 2033-09-20 Fixed 5.45000000 N N N N N N HERTZ VEHICLE FINANCING III LLC N/A 42806MAP4 2480000.00000000 PA USD 2422075.69000000 0.044724610665 Long ABS-MBS CORP US Y 2 2028-06-26 Fixed 2.65000000 N N N N N N SONOCO PRODUCTS COMPANY. GKOMIK4RDJGHEF0VNP11 835495AS1 2123000.00000000 PA USD 2107655.66000000 0.038918717197 Long DBT CORP US N 2 2034-09-01 Fixed 5.00000000 N N N N N SANDISK CORPORATION N/A 80004YAC7 1060000.00000000 PA USD 1061325.00000000 0.019597796885 Long LON CORP US N 2 2031-12-13 Floating 6.67000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H93C1 13418186.00000000 PA USD 12864668.77000000 0.237551330232 Long ABS-MBS USGSE US N 2 2032-08-25 Variable 3.53000000 N N N N N N Minera Mexico, S.A. de C.V. 2549005BMA2EK49I0T98 60284MAC6 5204000.00000000 PA USD 5385157.49000000 0.099439118731 Long DBT CORP MX Y 2 2032-02-12 Fixed 5.62500000 N N N N N N FLORIDA HSG FIN CORP REV N/A 34074M5Y3 4010000.00000000 PA USD 4123764.54000000 0.076146985947 Long DBT MUN US N 2 2039-07-01 Fixed 5.67400000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UF3 12864000.00000000 PA USD 12552450.00000000 0.231786083923 Long DBT UST US N 2 2044-11-15 Fixed 4.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EF47 6639797.76000000 PA USD 6670357.10000000 0.123170851155 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 5.00000000 N N N N N N ARTHUR J. GALLAGHER & CO. 54930049QLLMPART6V29 04316JAH2 671000.00000000 PA USD 692379.12000000 0.012785061467 Long DBT CORP US N 2 2034-07-15 Fixed 5.45000000 N N N N N N AVIANCA MIDCO 2 PLC N/A 05369YAA7 5051000.00000000 PA USD 5175359.15000000 0.095565107232 Long DBT CORP GB Y 2 2030-02-14 Fixed 9.62500000 N N N N N MINNESOTA ST HSG FIN AGY N/A 60416UEN1 3590000.00000000 PA USD 3711281.10000000 0.068530311812 Long DBT MUN US N 2 2039-07-01 Fixed 5.73000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M7LP4 7483566.37000000 PA USD 7629662.20000000 0.140884809180 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 5.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAT9 3633000.00000000 PA USD 3616111.20000000 0.066772960982 Long DBT CORP US N 2 2037-01-30 Fixed 5.07300000 N N N N N N BLOCK, INC. 549300OHIIUWSTIZME52 852234AU7 2205000.00000000 PA USD 2250485.47000000 0.041556127610 Long DBT CORP US Y 2 2033-08-15 Fixed 6.00000000 N N N N N N HUNTINGTON BANCSHARES INCORPORATED 549300XTVCVV9I7B5T19 446150AX2 3398000.00000000 PA USD 2958527.72000000 0.054630415130 Long DBT CORP US N 2 2036-08-15 Fixed 2.48700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DFR8 4175447.81000000 PA USD 3900999.13000000 0.072033532237 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TH1 28000000.00000000 PA USD 23261875.00000000 0.429539963192 Long DBT UST US N 2 2042-05-15 Fixed 3.25000000 N N N N N N ENTERPRISE FLEET FINANCING LLC N/A 29375NAB1 2822.07000000 PA USD 2835.07000000 0.000052350718 Long ABS-MBS CORP US Y 2 2030-04-22 Fixed 5.56000000 N N N N N N CHASE AUTO OWNER TRUST N/A 16144BAG3 2742000.00000000 PA USD 2817798.89000000 0.052031800166 Long ABS-MBS CORP US Y 2 2031-06-25 Fixed 5.87000000 N N N N N N TESLA ELECTRIC VEHICLE TRUST N/A 88162VAG5 854000.00000000 PA USD 860871.65000000 0.015896344419 Long ABS-MBS CORP US Y 2 2029-06-20 Fixed 5.08990000 N N N N N N TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV N/A 88046KNE2 2720000.00000000 PA USD 2747315.59000000 0.050730297424 Long DBT MUN US N 2 2039-07-01 Fixed 5.64500000 N N N N N N CARDS II TRUST N/A 14161GCL2 2282000.00000000 PA USD 2289413.50000000 0.042274949483 Long ABS-MBS CORP US Y 2 2029-07-16 Fixed 5.84000000 N N N N N N LBA TRUST N/A 52109XAG3 1462534.17000000 PA USD 1463769.50000000 0.027029097918 Long ABS-MBS CORP US Y 2 2041-10-15 Floating 5.42219000 N N N N N N M&T BANK CORPORATION 549300WYXDDBYRASEG81 55261FAZ7 2133000.00000000 PA USD 2154436.65000000 0.039782547165 Long DBT CORP US N 2 2035-07-30 Fixed 5.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FTL1 3903554.91000000 PA USD 3869109.08000000 0.071444669520 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4.50000000 N N N N N N CQP HOLDCO LP 549300LPL012JY5D4B69 12657NAA8 1000000.00000000 PA USD 994402.35000000 0.018362042991 Long DBT CORP US Y 2 2031-06-15 Fixed 5.50000000 N N N N N N LAD AUTO RECEIVABLES TRUST N/A 505713AD9 4531000.00000000 PA USD 4536430.32000000 0.083767027063 Long ABS-MBS CORP US Y 2 2028-04-15 Fixed 5.45000000 N N N N N N CRC INSURANCE GROUP, LLC N/A 89788VAG7 563104.84000000 PA USD 560818.63000000 0.010355743622 Long LON CORP US N 2 2031-05-06 Floating 6.42000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W37J2 2228149.27000000 PA USD 2187179.78000000 0.040387162350 Long ABS-MBS USGSE US N 2 2055-11-01 Fixed 4.50000000 N N N N N N DELL INTERNATIONAL L.L.C. 254900ZARLSVK41DKO78 24703DBU4 2500000.00000000 PA USD 2456925.60000000 0.045368128398 Long DBT CORP US N 2 2036-02-15 Fixed 5.10000000 N N N N N JANE STREET GROUP, LLC 5493002N1IVX6KHGYO08 47077WAE8 7735000.00000000 PA USD 8042481.30000000 0.148507681413 Long DBT CORP US Y 2 2033-05-01 Fixed 6.75000000 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2P8 500000.00000000 PA USD 457307.68000000 0.008444371919 Long DBT CORP FR Y 2 2032-04-19 Fixed 2.87100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CPE8 4855094.24000000 PA USD 4546684.48000000 0.083956374289 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N SBA TOWER TRUST N/A 78403DBD1 9035000.00000000 PA USD 9073649.02000000 0.167548611884 Long DBT CORP US Y 2 2029-10-15 Fixed 4.83100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EM80 3469445.02000000 PA USD 3517428.94000000 0.064950752999 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 5.00000000 N N N N N N GTE AUTO RECEIVABLES TRUST N/A 362304AE7 3276000.00000000 PA USD 3310157.62000000 0.061123403949 Long ABS-MBS CORP US Y 2 2029-08-15 Fixed 5.39000000 N N N N N N Regal Rexnord Corporation QH78R09VCJGQKPBPYU33 758750AP8 177000.00000000 PA USD 189115.65000000 0.003492097233 Long DBT CORP US N 2 2033-04-15 Fixed 6.40000000 N N N N N N INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV N/A 45505T7Q8 1170000.00000000 PA USD 1170133.00000000 0.021606980767 Long DBT MUN US N 2 2045-07-01 Fixed 5.82700000 N N N N N N MERCHANTS FLEET FUNDING LLC N/A 588926AJ4 1358000.00000000 PA USD 1383639.86000000 0.025549471594 Long ABS-MBS CORP US Y 2 2037-04-20 Fixed 6.84990000 N N N N N N PETCO HEALTH WELLNESS BANK LOAN B N/A 71601HAG1 5135000.00000000 PA USD 5013043.75000000 0.092567887492 Long LON CORP US N 2 2031-01-22 Floating 7.92000000 N N N N N N PENNSYLVANIA HSG FIN AGY SINGLE FAMILY MTG REV N/A 70879QF57 1610000.00000000 PA USD 1629221.07000000 0.030084228310 Long DBT MUN US N 2 2044-10-01 Fixed 5.88500000 N N N N N N VERDANT RECEIVABLES LLC N/A 92339GAB9 593324.43000000 PA USD 602337.41000000 0.011122404746 Long ABS-MBS CORP US Y 2 2031-01-13 Fixed 6.24000000 N N N N N N FCCU AUTO RECEIVABLES TRUST N/A 31424YAE8 1374000.00000000 PA USD 1405337.12000000 0.025950120306 Long ABS-MBS CORP US Y 2 2031-09-15 Fixed 5.36000000 N N N N N N SANTANDER BANK, N.A. N/A 80280BAD0 4356831.37000000 PA USD 4393047.09000000 0.081119397526 Long ABS-MBS CORP US Y 2 2033-01-18 Fixed 5.48300000 N N N N N N SHR TRUST N/A 784234AC0 4486567.00000000 PA USD 4493173.85000000 0.082968278788 Long ABS-MBS CORP US Y 2 2041-10-15 Floating 6.13019000 N N N N N N SLG OFFICE TRUST N/A 78449RAE5 4000000.00000000 PA USD 3567167.82000000 0.065869201605 Long ABS-MBS CORP US Y 2 2041-07-15 Fixed 2.70679000 N N N N N N BARINGS EQUIPMENT FINANCE LLC N/A 06764YAD0 2286093.00000000 PA USD 2287292.97000000 0.042235793036 Long ABS-MBS CORP US Y 2 2050-09-13 Fixed 4.29000000 N N N N N N BENCHMARK MORTGAGE TRUST N/A 08163DBX4 2417000.00000000 PA USD 1393634.47000000 0.025734026124 Long ABS-MBS CORP US Y 2 2054-04-15 Variable 2.99421000 N N N N N N WESTERN FUNDING AUTO LOAN TRUST N/A 958250AC6 2391000.00000000 PA USD 2396664.84000000 0.044255389007 Long ABS-MBS CORP US Y 2 2035-11-15 Fixed 5.34000000 N N N N N N RETAINED VANTAGE DATA CENTERS ISSUER LLC N/A 76134KAH7 5195140.00000000 PA USD 5150453.96000000 0.095105222790 Long ABS-MBS CORP US Y 2 2049-09-15 Fixed 4.99200000 N N N N N N CHESAPEAKE FUNDING LLC 549300LG5AUFDML64706 165183CX0 936000.00000000 PA USD 940490.76000000 0.017366543601 Long ABS-MBS CORP US Y 2 2035-05-15 Fixed 6.07000000 N N N N N N BARINGS CLO LTD N/A 06765BAB3 1635957.00000000 PA USD 1639081.68000000 0.030266308476 Long ABS-MBS CORP US Y 2 2038-10-15 Floating 5.50032000 N N N N N N Government National Mortgage Association 2 N/A 36179XNF9 2433682.11000000 PA USD 2448282.91000000 0.045208537619 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 5.00000000 N N N N N N WMG ACQUISITION CORP. 549300NAS11NXI33CP80 92933BAQ7 12735000.00000000 PA USD 12228780.74000000 0.225809399669 Long DBT CORP US Y 2 2030-07-15 Fixed 3.87500000 N N N N N N KEYSIGHT TECHNOLOGIES, INC. 549300GLKVIO8YRCYN02 49338LAG8 1488000.00000000 PA USD 1496881.24000000 0.027640519637 Long DBT CORP US N 2 2034-10-15 Fixed 4.95000000 N N N N N N FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST N/A 35105NAD1 566214.52000000 PA USD 566385.42000000 0.010458536659 Long ABS-MBS CORP US Y 2 2028-03-15 Fixed 5.35000000 N N N N N N Government National Mortgage Association 2 N/A 36179YFE9 1825356.64000000 PA USD 1581491.96000000 0.029202890922 Long ABS-MBS USGA US N 2 2053-09-20 Fixed 2.50000000 N N N N N N ONE BRYANT PARK TRUST N/A 68236JAA9 13034000.00000000 PA USD 12144300.76000000 0.224249442551 Long ABS-MBS CORP US Y 2 2049-09-13 Fixed 2.51641000 N N N N N N MONEYGRAM INTERNATIONAL, INC. 5299002DLX0Q04KC4156 606950AA1 6316000.00000000 PA USD 3760608.30000000 0.069441158580 Long DBT CORP US Y 2 2030-06-01 Fixed 9.00000000 N N N N N N SECURITIZED TERM AUTO RECEIVABLES TRUST N/A 81378WAD5 1557721.85000000 PA USD 1579594.14000000 0.029167846906 Long ABS-MBS CORP US Y 2 2032-12-29 Fixed 5.46300000 N N N N N N NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST N/A 63938PCB3 1147000.00000000 PA USD 1137336.53000000 0.021001380638 Long ABS-MBS CORP US Y 2 2030-09-25 Fixed 4.72000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQPY6 4181291.62000000 PA USD 3875614.28000000 0.071564790679 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.50000000 N N N N N N LAD AUTO RECEIVABLES TRUST N/A 505713AE7 7300000.00000000 PA USD 7338419.62000000 0.135506896734 Long ABS-MBS CORP US Y 2 2028-09-15 Fixed 5.58000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKA6 2000000.00000000 PA USD 1786595.21000000 0.032990205679 Long DBT CORP US N 2 2032-07-21 Fixed 2.29900000 N N N N N N SWEPCO STORM RECOVERY FUNDING LLC N/A 870696AA9 4751347.34000000 PA USD 4794906.01000000 0.088539885587 Long DBT CORP US N 2 2041-09-01 Fixed 8.48000000 N N N N N N WINGSPIRE EQUIPMENT FINANCE LLC 254900UTJF59Z6LWFR35 97415CAD0 1189000.00000000 PA USD 1187554.82000000 0.021928681745 Long ABS-MBS CORP US Y 2 2033-09-20 Fixed 4.76000000 N N N N N N GS MORTGAGE SECURITIES CORPORATION TRUST N/A 36270GAE1 1881562.00000000 PA USD 1885080.49000000 0.034808776347 Long ABS-MBS CORP US Y 2 2026-09-06 Variable 5.50521000 N N N N N N WINGSPIRE EQUIPMENT FINANCE LLC 254900UTJF59Z6LWFR35 97415AAE2 1446916.00000000 PA USD 1475084.96000000 0.027238042480 Long ABS-MBS CORP US Y 2 2032-09-20 Fixed 6.31000000 N N N N N N ASCOT GROUP LIMITED 213800DJV7WRJBE2II28 04365XAB4 3383000.00000000 PA USD 3503554.09000000 0.064694548262 Long DBT CORP BM Y 2 2035-06-15 Fixed 6.34900000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810QN1 38000000.00000000 PA USD 38510625.00000000 0.711114320965 Long DBT UST US N 2 2041-02-15 Fixed 4.75000000 N N N N N N HEALTH CARE SERVICE CORP MUT LEG RES CO 549300TMJ1FKCKECR148 42218SAM0 927000.00000000 PA USD 895540.53000000 0.016536519360 Long DBT CORP US Y 2 2054-06-15 Fixed 5.87500000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 34528EAC5 2000000.00000000 PA USD 2007677.03000000 0.037072571216 Long ABS-MBS CORP US Y 2 2034-11-15 Fixed 4.67000000 N N N N N N JACKSON PARK TRUST N/A 46868RAJ3 5000000.00000000 PA USD 4582501.87000000 0.084617756933 Long ABS-MBS CORP US Y 2 2039-10-14 Fixed 3.13100000 N N N N N N POST ROAD EQUIPMENT FINANCE LLC N/A 737473AD0 1139000.00000000 PA USD 1151248.07000000 0.021258262870 Long ABS-MBS CORP US Y 2 2030-10-15 Fixed 5.81000000 N N N N N N JETBLUE AIRWAYS CORPORATION 2020-1 PASS THROUGH TRUST N/A 477164AB3 2391534.39000000 PA USD 2395798.58000000 0.044239393164 Long DBT CORP US N 2 2030-05-15 Fixed 7.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810FT0 85283500.00000000 PA USD 87282332.03000000 1.611703686290 Long DBT UST US N 2 2036-02-15 Fixed 4.50000000 N N N N N N VIPER ENERGY PARTNERS LLC 54930010ZZ02MRGRI973 92764MAB0 2712000.00000000 PA USD 2758767.55000000 0.050941762514 Long DBT CORP US N 2 2035-08-01 Fixed 5.70000000 N N N N N N PENNSYLVANIA HSG FIN AGY SINGLE FAMILY MTG REV N/A 70879QXK4 2720000.00000000 PA USD 2780116.54000000 0.051335980279 Long DBT MUN US N 2 2039-10-01 Fixed 5.71200000 N N N N N N ARDONAGH GROUP FINCO PTY LTD N/A Q0500HAB5 1635168.40000000 PA USD 1628022.71000000 0.030062100107 Long LON CORP US N 2 2031-03-07 Floating 6.42000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AW9 1095000.00000000 PA USD 1276072.77000000 0.023563201618 Long DBT CORP GB N 2 2033-11-15 Fixed 7.95300000 N N N N N N 720 EAST CLO LTD N/A 81785BAC0 2767000.00000000 PA USD 2769562.24000000 0.051141090846 Long ABS-MBS CORP US Y 2 2037-04-15 Floating 5.47219000 N N N N N N ROBLOX CORPORATION 529900ANZDBDFU91SO19 771049AA1 7294000.00000000 PA USD 6983975.46000000 0.128961941461 Long DBT CORP US Y 2 2030-05-01 Fixed 3.87500000 N N N N N N SGH2 LLC N/A 78424SAB8 1195842.90000000 PA USD 1198115.00000000 0.022123679754 Long LON CORP US N 2 2032-08-18 Floating 8.17000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QSN72 3849272.15000000 PA USD 3679877.62000000 0.067950433808 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 4.00000000 N N N N N N NP SPE X L P N/A 62947AAE3 2034642.86000000 PA USD 1663422.27000000 0.030715767350 Long ABS-MBS CORP US Y 2 2049-11-19 Fixed 6.44100000 N N N N N N SCCU AUTO RECEIVABLES TRUST N/A 805922AL5 6570048.00000000 PA USD 6797337.86000000 0.125515602426 Long ABS-MBS CORP US Y 2 2030-04-15 Fixed 6.61000000 N N N N N N JW COMMERCIAL MORTGAGE TRUST N/A 46657XAA4 2715862.00000000 PA USD 2722105.65000000 0.050264785650 Long ABS-MBS CORP US Y 2 2039-06-15 Floating 5.30134000 N N N N N N AMERICAN TOWER TRUST #1 N/A 03027WAM4 3740000.00000000 PA USD 3803680.23000000 0.070236499249 Long DBT CORP US Y 2 2028-03-15 Fixed 5.49000000 N N N N N N ZAYO ISSUER, LLC N/A 98919WAA1 3480523.00000000 PA USD 3541627.23000000 0.065397584245 Long ABS-MBS CORP US Y 2 2055-03-20 Fixed 5.64800000 N N N N N N INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY MTG REV N/A 45505WDH4 945000.00000000 PA USD 951132.28000000 0.017563043587 Long DBT MUN US N 2 2040-07-01 Fixed 5.55700000 N N N N N N LAD AUTO RECEIVABLES TRUST N/A 505912AG0 2406000.00000000 PA USD 2410819.97000000 0.044516769227 Long ABS-MBS CORP US Y 2 2032-08-16 Fixed 4.70000000 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2X1 510000.00000000 PA USD 533962.18000000 0.009859828373 Long DBT CORP FR Y 2 2035-02-20 Fixed 5.73800000 N N N N N N FORD CREDIT FLOORPLAN MASTER OWNER TRUST A 5493001DTG5N7T8BG747 34528QJG0 3174000.00000000 PA USD 3289372.36000000 0.060739595687 Long ABS-MBS CORP US Y 2 2031-04-15 Fixed 5.56000000 N N N N N N MARYLAND ST ECONOMIC DEV CORP ECONOMIC DEV REV N/A 57420NCQ2 1330000.00000000 PA USD 1271257.56000000 0.023474286811 Long DBT MUN US N 2 2030-06-01 Fixed 4.35000000 N N N N N N ACUITY BRANDS LIGHTING, INC. 549300OTPVPFLUC38K21 00510RAD5 1177000.00000000 PA USD 1057926.42000000 0.019535040726 Long DBT CORP US N 2 2030-12-15 Fixed 2.15000000 N N N N N N UTAH HSG CORP SINGLE FAMILY MTG REV N/A 917437KS3 505000.00000000 PA USD 505769.84000000 0.009339245372 Long DBT MUN US N 2 2036-07-01 Fixed 5.60700000 N N N N N N DRAFTKINGS INC. 2549006G33IUL6IVOD83 23326SAB3 992500.00000000 PA USD 992500.00000000 0.018326915326 Long LON CORP US N 2 2032-03-04 Floating 5.42000000 N N N N N N ANSLEY PARK CAPITAL LLC N/A 03637AAD4 1506000.00000000 PA USD 1502793.61000000 0.027749693948 Long ABS-MBS CORP US Y 2 2035-04-20 Fixed 4.82000000 N N N N N N NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST N/A 63938PBY4 1149000.00000000 PA USD 1152883.51000000 0.021288461933 Long ABS-MBS CORP US Y 2 2029-04-25 Fixed 6.13000000 N N N N N N CALPINE CORPORATION 43R4VPJBXTU2O15HEF41 131347CN4 2356000.00000000 PA USD 2354978.64000000 0.043485636404 Long DBT CORP US Y 2 2028-03-15 Fixed 5.12500000 N N N N N N UTAH HSG CORP SINGLE FAMILY MTG REV N/A 917437KT1 1480000.00000000 PA USD 1481045.03000000 0.027348097591 Long DBT MUN US N 2 2039-07-01 Fixed 5.68700000 N N N N N N DELTA AIR LINES, INC. Q2CCMS6R0AS67HJMBN42 247361A32 140000.00000000 PA USD 143413.84000000 0.002648194763 Long DBT CORP US N 2 2030-07-10 Fixed 5.25000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023AX3 17585000.00000000 PA USD 19804930.40000000 0.365706078080 Long DBT CORP US N 2 2039-03-15 Fixed 6.87500000 N N N N N N CONSTELLATION ENERGY GENERATION, LLC S2PEWKCZFFECR4533P43 210385AJ9 17669000.00000000 PA USD 17913722.98000000 0.330784165484 Long DBT CORP US Y 2 2031-02-01 Fixed 5.00000000 N N N N N N COCA-COLA CONSOLIDATED, INC. 57VG5X0E00X0QJU7CQ58 191098AP7 426000.00000000 PA USD 443794.37000000 0.008194843165 Long DBT CORP US N 2 2034-06-01 Fixed 5.45000000 N N N N N N RELIANCE, INC. 549300E287ZOFT3C5Z56 759509AB8 1862000.00000000 PA USD 2103224.92000000 0.038836901785 Long DBT CORP US N 2 2036-11-15 Fixed 6.85000000 N N N N N N FCCU AUTO RECEIVABLES TRUST N/A 31424YAF5 1212000.00000000 PA USD 1240641.07000000 0.022908940897 Long ABS-MBS CORP US Y 2 2031-12-15 Fixed 5.61000000 N N N N N N MARTIN MARIETTA MATERIALS, INC. 5299005MZ4WZECVATV08 573284BB1 1519000.00000000 PA USD 1469702.02000000 0.027138644308 Long DBT CORP US N 2 2054-12-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 2 N/A 3618J6EW8 934059.74000000 PA USD 952350.16000000 0.017585532235 Long ABS-MBS USGA US N 2 2054-10-20 Fixed 7.50000000 N N N N N N BXP TRUST N/A 05607TAJ1 5750000.00000000 PA USD 4674030.13000000 0.086307863403 Long ABS-MBS CORP US Y 2 2044-01-15 Variable 2.77546000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPQQ4 9730306.46000000 PA USD 9318982.42000000 0.172078792688 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 4.00000000 N N N N N N WHEELS FLEET LEASE FUNDING LLC N/A 96328GAS6 702007.75000000 PA USD 706264.13000000 0.013041453812 Long ABS-MBS CORP US Y 2 2038-04-18 Fixed 5.80000000 N N N N N N CHASE AUTO OWNER TRUST N/A 16145NAG6 3170054.00000000 PA USD 3194013.74000000 0.058978760066 Long ABS-MBS CORP US Y 2 2032-11-26 Fixed 5.24000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HJZZ3 3432632.32000000 PA USD 3431438.80000000 0.063362910163 Long ABS-MBS USGSE US N 2 2029-11-25 Floating 4.28659000 N N N N N N VB-S1 ISSUER, LLC N/A 91823ABE0 2846461.00000000 PA USD 2903436.33000000 0.053613130253 Long ABS-MBS CORP US Y 2 2054-05-15 Fixed 6.64400000 N N N N N N HPEFS EQUIPMENT TRUST N/A 40444MAL5 1939609.00000000 PA USD 1972833.58000000 0.036429172770 Long ABS-MBS CORP US Y 2 2032-04-20 Fixed 5.82000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHC8 27615000.00000000 PA USD 26428417.97000000 0.488011464341 Long DBT UST US N 2 2033-05-15 Fixed 3.37500000 N N N N N N HUNTINGTON AUTO TRUST N/A 44644NAG4 3768404.07000000 PA USD 3812421.64000000 0.070397912933 Long ABS-MBS CORP US Y 2 2032-10-20 Fixed 5.44200000 N N N N N N JEFFERIES FINANCIAL GROUP INC. 549300HOF34RGOJ5YL07 47233WLL1 1109000.00000000 PA USD 1094050.04000000 0.020202078031 Long DBT CORP US N 2 2036-02-15 Fixed 5.50000000 N N N N N N GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND N/A 38141W273 13571572.00000000 NS USD 13571572.00000000 0.250604585285 Long STIV RF US N 1 N N WILLIS NORTH AMERICA INC. 5493004KVU1HWZCP0C66 970648AM3 200000.00000000 PA USD 205567.93000000 0.003795895261 Long DBT CORP US N 2 2033-05-15 Fixed 5.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYWS4 11903612.97000000 PA USD 10715146.56000000 0.197859530196 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 2.50000000 N N N N N N VULCAN MATERIALS COMPANY 549300Q8LSNHAVWBNI21 929160BD0 256000.00000000 PA USD 254644.31000000 0.004702110536 Long DBT CORP US N 2 2054-12-01 Fixed 5.70000000 N N N N N N ONE MORTGAGE TRUST N/A 682413AG4 5000000.00000000 PA USD 4966443.82000000 0.091707400871 Long ABS-MBS CORP US Y 2 2036-03-15 Floating 5.29467000 N N N N N N PEAC SOLUTIONS RECEIVABLES N/A 704583AE3 5143000.00000000 PA USD 5155476.77000000 0.095197971015 Long ABS-MBS CORP US Y 2 2033-07-20 Fixed 4.89000000 N N N N N N TEXTRON INC. 3PPKBHUG1HD6BO7RNR87 883203CF6 2652000.00000000 PA USD 2622101.47000000 0.048418167878 Long DBT CORP US N 2 2036-03-15 Fixed 4.95000000 N N N N N N SANTANDER BANK, N.A. N/A 80290CCD4 2750410.96000000 PA USD 2793336.21000000 0.051580086851 Long ABS-MBS CORP US Y 2 2033-12-15 Fixed 6.66300000 N N N N N N BJ'S WHOLESALE CLUB, INC. 549300H2XDOGOSR9L398 09179FAX0 825000.00000000 PA USD 827235.75000000 0.015275243874 Long LON CORP US N 2 2029-02-05 Floating 5.41000000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 345285AD2 500000.00000000 PA USD 489939.20000000 0.009046926180 Long ABS-MBS CORP US Y 2 2034-05-15 Fixed 2.60000000 N N N N N N UNITED AIRLINES 2019-2 PASS THROUGH TRUSTS N/A 90932KAA7 1769932.10000000 PA USD 1726083.80000000 0.031872837934 Long DBT CORP US N 2 2029-11-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H74A8 5064959.00000000 PA USD 4565300.68000000 0.084300129978 Long ABS-MBS USGSE US N 2 2032-03-25 Variable 2.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427QXP2 9446446.93000000 PA USD 9468305.89000000 0.174836111168 Long ABS-MBS USGSE US N 2 2055-12-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140AUEX7 2017728.41000000 PA USD 2079249.86000000 0.038394192571 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 6.00000000 N N N N N N PUBLIC SERVICE COMPANY OF OKLAHOMA F3TJNSIZRGXRH8GEIK79 744533BS8 2701000.00000000 PA USD 2762364.78000000 0.051008186826 Long DBT CORP US N 2 2036-01-15 Fixed 5.45000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QT2E8 10509740.50000000 PA USD 10535684.95000000 0.194545698729 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 5.00000000 N N N N N N HERTZ VEHICLE FINANCING III LLC N/A 42806MAG4 1833000.00000000 PA USD 1803046.79000000 0.033293990781 Long ABS-MBS CORP US Y 2 2027-12-27 Fixed 2.52000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AV7G8 1901320.97000000 PA USD 1885336.05000000 0.034813495366 Long ABS-MBS USGSE US N 2 2027-02-25 Fixed 2.96100000 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBW2 11913000.00000000 PA USD 8416319.03000000 0.155410746827 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N HERTZ VEHICLE FINANCING III LLC N/A 42806MAQ2 3500000.00000000 PA USD 3413379.47000000 0.063029437304 Long ABS-MBS CORP US Y 2 2028-06-26 Fixed 2.95000000 N N N N N N EMERGENT AUTO RECEIVABLES TRUST N/A 293601AG5 1435528.00000000 PA USD 1467041.74000000 0.027089521158 Long ABS-MBS CORP US Y 2 2029-11-15 Fixed 6.26000000 N N N N N N APOLLO DEBT SOLUTIONS BDC 549300UMUGX092P8DW87 03770DAL7 1255000.00000000 PA USD 1247909.25000000 0.023043150791 Long DBT CORP US Y 2 2031-01-23 Fixed 5.70000000 N N N N N N AUTONATION FINANCE TRUST N/A 05330QAG7 2613000.00000000 PA USD 2664488.34000000 0.049200858636 Long ABS-MBS CORP US Y 2 2032-09-10 Fixed 5.63000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XPYE3 6066177.74000000 PA USD 6211218.41000000 0.114692668893 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CXBY7 2623667.16000000 PA USD 2683425.89000000 0.049550548183 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.50000000 N N N N N N TRIMBLE INC. 549300E2MI7NSZFQWS19 896239AE0 1000.00000000 PA USD 1069.15000000 0.000019742288 Long DBT CORP US N 2 2033-03-15 Fixed 6.10000000 N N N N N N CHASE AUTO OWNER TRUST N/A 16144YAG3 2535000.00000000 PA USD 2599418.03000000 0.047999308952 Long ABS-MBS CORP US Y 2 2031-11-25 Fixed 5.79000000 N N N N N N CADENCE DESIGN SYSTEMS, INC. GCT7RXJOGLXPV0NXZY22 127387AP3 542000.00000000 PA USD 538790.25000000 0.009948980645 Long DBT CORP US N 2 2034-09-10 Fixed 4.70000000 N N N N N N BOSTON PROPERTIES LIMITED PARTNERSHIP BVHHEFJI6SHNOKQT2572 10112RBF0 302000.00000000 PA USD 249616.92000000 0.004609277740 Long DBT CORP US N 2 2033-10-01 Fixed 2.45000000 N N N N N N Government National Mortgage Association 2 N/A 36179YFK5 3913496.29000000 PA USD 3928817.69000000 0.072547213238 Long ABS-MBS USGA US N 2 2053-09-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427PDH4 8151693.03000000 PA USD 8178142.02000000 0.151012711668 Long ABS-MBS USGSE US N 2 2055-06-01 Fixed 5.00000000 N N N N N N CARMAX AUTO OWNER TRUST N/A 142921AF2 3250000.00000000 PA USD 3296242.94000000 0.060866463736 Long ABS-MBS CORP US N 2 2028-11-15 Fixed 5.18000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SR0 35000000.00000000 PA USD 22115625.00000000 0.408373991712 Long DBT UST US N 2 2040-05-15 Fixed 1.12500000 N N N N N N XPO, INC. 54930096DB9LCLPN7H13 98379KAA0 2687000.00000000 PA USD 2737119.02000000 0.050542013621 Long DBT CORP US Y 2 2028-06-01 Fixed 6.25000000 N N N N N N WILLIS NORTH AMERICA INC. 5493004KVU1HWZCP0C66 970648AN1 1062000.00000000 PA USD 1064359.66000000 0.019653833114 Long DBT CORP US N 2 2054-03-05 Fixed 5.90000000 N N N N N N Becle, S.A.B. de C.V. 529900JY55CZKMJLCE09 07586PAA9 6306000.00000000 PA USD 5464362.42000000 0.100901669910 Long DBT CORP MX Y 2 2031-10-14 Fixed 2.50000000 N N N N N N CHARLOTTE N C CTFS PARTN N/A 1610376K7 890000.00000000 PA USD 915007.42000000 0.016895983385 Long DBT MUN US N 2 2040-06-01 Fixed 5.46400000 N N N N N N ALIMENTATION COUCHE-TARD INC. 549300OSW32RVX8CCZ87 01626PAX4 4226000.00000000 PA USD 4232926.57000000 0.078162707136 Long DBT CORP CA Y 2 2035-09-29 Fixed 5.07700000 N N N N N N ACRISURE, LLC 549300R0Z1Q47XRTGO22 004961AA6 1650000.00000000 PA USD 1690740.79000000 0.031220214909 Long DBT CORP US Y 2 2032-07-01 Fixed 6.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427MSS1 10108967.38000000 PA USD 10376477.21000000 0.191605863192 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 6.00000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VCL5 3008000.00000000 PA USD 3058843.85000000 0.056482793185 Long DBT CORP US N 2 2036-01-15 Fixed 5.20000000 N N N N N N MAD COMMERCIAL MORTGAGE TRUST N/A 55616AAA5 4697000.00000000 PA USD 4723600.87000000 0.087223207236 Long ABS-MBS CORP US Y 2 2042-10-15 Variable 4.91220000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W4C70 4665399.70400000 PA USD 4754539.96000000 0.087794510090 Long ABS-MBS USGSE US N 2 2055-12-01 Fixed 5.50000000 N N N N N N 1301 TRUST N/A 682461AA6 3768330.00000000 PA USD 3815068.39000000 0.070446786246 Long ABS-MBS CORP US Y 2 2030-08-11 Variable 5.05867000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05610MAA0 4012800.00000000 PA USD 4016582.88000000 0.074167833093 Long ABS-MBS CORP US Y 2 2027-06-15 Floating 5.79499000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810PU6 143825000.00000000 PA USD 152859007.81000000 2.822603620230 Long DBT UST US N 2 2037-05-15 Fixed 5.00000000 N N N N N N NORTH CAROLINA HSG FIN AGY HOMEOWNERSHIP REV N/A 65820BCF1 1100000.00000000 PA USD 1048531.41000000 0.019361558054 Long DBT MUN US N 2 2050-07-01 Fixed 5.79800000 N N N N N N DLLMT LLC N/A 23347AAE1 14588.00000000 PA USD 14717.73000000 0.000271768857 Long ABS-MBS CORP US Y 2 2028-08-21 Fixed 4.84000000 N N N N N N United States of America N/A N/A 1285.00000000 NC USD -1529240.00000000 -0.02823803727 N/A DIR US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long United States of America US Long Bond (CBT) Mar 2026 2026-03-20 149464865.00000000 USD -1529240.00000000 N N N AMUR EQUIPMENT FINANCE RECEIVABLES LLC N/A 03237CAC6 1638000.00000000 PA USD 1662459.15000000 0.030697982948 Long ABS-MBS CORP US Y 2 2031-01-21 Fixed 5.37000000 N N N N N N WHEELS FLEET LEASE FUNDING LLC N/A 96328GBJ5 3036000.00000000 PA USD 3123704.15000000 0.057680464950 Long ABS-MBS CORP US Y 2 2038-08-18 Fixed 6.94000000 N N N N N N ARI FLEET LEASE TRUST N/A 04033HAC9 78000.00000000 PA USD 79397.46000000 0.001466106324 Long ABS-MBS CORP US Y 2 2033-04-15 Fixed 5.26000000 N N N N N N NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV N/A 64972KDL6 3620000.00000000 PA USD 3729166.45000000 0.068860572059 Long DBT MUN US N 2 2039-11-01 Fixed 5.71000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DHD7 3170145.07000000 PA USD 3016621.13000000 0.055703133524 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 2.50000000 N N N N N N VERIDIAN AUTO RECEIVABLES TRUST N/A 92347BAE4 2509000.00000000 PA USD 2557759.64000000 0.047230069872 Long ABS-MBS CORP US Y 2 2029-04-16 Fixed 5.86000000 N N N N N N CULLEN/FROST BANKERS, INC. 529900V2E9G9AY665O34 229899AB5 1000000.00000000 PA USD 999957.12000000 0.018464614074 Long DBT CORP US N 2 2027-03-17 Fixed 4.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179YAL8 3476944.12000000 PA USD 3012430.04000000 0.055625743346 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 2.50000000 N N N N N N BBVA Mexico, S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Mexico 549300WIWQK5Q9MCUN92 07336UAB9 1196000.00000000 PA USD 1306206.07000000 0.024119625233 Long DBT CORP MX Y 2 2039-01-08 Fixed 8.12500000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING N/A 05377RFW9 1625000.01000000 PA USD 1630922.74000000 0.030115650338 Long ABS-MBS CORP US Y 2 2027-04-20 Fixed 7.09000000 N N N N N N TRILLIUM CREDIT CARD TRUST II N/A 89621ABS7 2702000.00000000 PA USD 2815404.16000000 0.051987580504 Long ABS-MBS CORP US Y 2 2033-03-28 Fixed 6.32400000 N N N N N N ASPEN INSURANCE HOLDINGS LIMITED 549300YX6HECG9XQCQ75 04530DAE2 1202000.00000000 PA USD 1254453.31000000 0.023163989515 Long DBT CORP BM N 2 2030-07-01 Fixed 5.75000000 N N N N N N TD SYNNEX CORPORATION 5493004HI6PFLF46NS53 87162WAN0 2667000.00000000 PA USD 2640411.38000000 0.048756267797 Long DBT CORP US N 2 2035-10-10 Fixed 5.30000000 N N N N N N CITGO PETROLEUM CORPORATION YX52P86PXMLYDOTUQ225 17302XAN6 7682000.00000000 PA USD 7982495.70000000 0.147400022962 Long DBT CORP US Y 2 2029-01-15 Fixed 8.37500000 N N N N N N CINCINNATI BELL INC. 549300JYVZOCUJOHL272 17187MAU4 482609.20000000 PA USD 480799.42000000 0.008878156432 Long LON CORP US N 2 2028-11-24 Floating 5.92000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DS5 1200000.00000000 PA USD 1403326.77000000 0.025912998377 Long DBT CORP GB N 2 2033-11-03 Fixed 8.11300000 N N N N N N LYRA MUSIC ASSETS LP N/A 552339AD5 4630816.49000000 PA USD 4692456.61000000 0.086648115835 Long ABS-MBS CORP US Y 2 2065-09-20 Floating 5.60400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427MZ46 7480626.53000000 PA USD 7193636.20000000 0.132833412120 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 4.00000000 N N N N N N JEFFERIES FINANCE LLC 549300SKVB18YSSIDT75 47232MAG7 1771000.00000000 PA USD 1755249.63000000 0.032411396822 Long DBT CORP US Y 2 2031-10-15 Fixed 6.62500000 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS, INC. 5493007X5NC5XI1BB106 12543DBK5 500000.00000000 PA USD 448625.00000000 0.008284042708 Long DBT CORP US Y 2 2031-02-15 Fixed 4.75000000 N N N N N N METROPOLITAN TRANSN AUTH N Y REV N/A 59261A6H5 1090000.00000000 PA USD 1169159.47000000 0.021589004141 Long DBT MUN US N 2 2030-11-15 Fixed 6.73400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BYCX5 2927409.54000000 PA USD 2940091.59000000 0.054289984506 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.00000000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AE3 2696000.00000000 PA USD 2884185.73000000 0.053257660111 Long DBT CORP US Y 2 2038-01-25 Fixed 6.40000000 N N N N N N PROOFPOINT, INC. 529900C5FODDK0WSR085 74345HAJ0 465571.59000000 PA USD 461791.15000000 0.008527161012 Long LON CORP US N 2 2028-08-31 Floating 6.67000000 N N N N N N MARSH & MCLENNAN COMPANIES, INC. 549300XMP3KDCKJXIU47 571748CD2 513000.00000000 PA USD 494756.34000000 0.009135876625 Long DBT CORP US N 2 2055-03-15 Fixed 5.40000000 N N N N N N TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV N/A 882750YT3 905000.00000000 PA USD 935511.44000000 0.017274598436 Long DBT MUN US N 2 2039-01-01 Fixed 5.54800000 N N N N N N BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST N/A 05942CAC7 765000.00000000 PA USD 765936.35000000 0.014143325574 Long ABS-MBS CORP US Y 2 2042-12-15 Floating 5.58019000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 34535CAC0 3710000.00000000 PA USD 3852879.64000000 0.071144986324 Long ABS-MBS CORP US Y 2 2036-02-15 Fixed 6.16000000 N N N N N N BLUELINX HOLDINGS INC. 549300YSX7GU28F5I540 09624HAA7 2030000.00000000 PA USD 2009183.20000000 0.037100383256 Long DBT CORP US Y 2 2029-11-15 Fixed 6.00000000 N N N N N N AMRIZE FINANCE US LLC 529900FB2F1WKLFNGY62 43475RAT3 738000.00000000 PA USD 763778.51000000 0.014103480182 Long DBT CORP US N 2 2035-04-07 Fixed 5.40000000 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46592FAJ2 2700000.00000000 PA USD 2124210.42000000 0.039224407560 Long ABS-MBS CORP US Y 2 2040-01-05 Variable 2.07648000 N N N N N N Government National Mortgage Association 2 N/A 3622ACS92 3287521.51000000 PA USD 3415320.59000000 0.063065280873 Long ABS-MBS USGA US N 2 2053-09-20 Fixed 6.00000000 N N N N N N MSILF Government Portfolio N/A 61747C707 13571572.00000000 NS USD 13571572.00000000 0.250604585285 Long STIV RF US N 1 N N LYB INTERNATIONAL FINANCE III, LLC 984500A51LA0B8EB4053 50249AAH6 17235000.00000000 PA USD 12447795.96000000 0.229853604599 Long DBT CORP US N 2 2040-10-01 Fixed 3.37500000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PFK7 5086000.00000000 PA USD 5065175.12000000 0.093530514397 Long DBT CORP US N 2 2037-02-05 Fixed 5.19300000 N N N N N N NEW YORK N Y CITY INDL DEV AGY REV N/A 64971PLM5 1000000.00000000 PA USD 803155.44000000 0.014830591176 Long DBT MUN US N 2 2035-01-01 Fixed 2.33600000 N N N N N N SBA TOWER TRUST N/A 78403DAX8 5000000.00000000 PA USD 4487745.50000000 0.082868042102 Long DBT CORP US Y 2 2056-10-15 Fixed 2.59300000 N N N N N N THE DOW CHEMICAL COMPANY ZQUIP1CSZO8LXRBSOU78 260543DP5 11225000.00000000 PA USD 11192303.15000000 0.206670420294 Long DBT CORP US N 2 2036-03-15 Fixed 5.65000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KUKX4 9578553.85000000 PA USD 9492188.71000000 0.175277117133 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NDSP3 2958663.22000000 PA USD 2963779.16000000 0.054727385101 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N PPL CAPITAL FUNDING, INC. 549300MROK5WY0D2NU17 69352PAT0 690000.00000000 PA USD 703704.15000000 0.012994182742 Long DBT CORP US N 2 2034-09-01 Fixed 5.25000000 N N N N N N LIGHT AND WONDER INTERNATIONAL, INC. RLTHESQ0RNFQJWPBJN60 80875AAY7 965392.29000000 PA USD 961772.07000000 0.017759511627 Long LON CORP US N 2 2029-04-16 Floating 5.67000000 N N N N N N VENTURE CLO LIMITED N/A 92333CAA6 2716500.00000000 PA USD 2721389.70000000 0.050251565343 Long ABS-MBS CORP US Y 2 2037-10-20 Floating 4.91763000 N N N N N N DELL EQUIPMENT FINANCE TRUST N/A 24703GAF1 3569000.00000000 PA USD 3579053.99000000 0.066088684559 Long ABS-MBS CORP US Y 2 2029-07-23 Fixed 6.74000000 N N N N N N Government National Mortgage Association N/A 38384EYV1 2171039.03000000 PA USD 2184520.02000000 0.040338048802 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 5.50000000 N N N N N N FLORIDA HSG FIN CORP REV N/A 34074M5Z0 2665000.00000000 PA USD 2768518.43000000 0.051121816470 Long DBT MUN US N 2 2044-07-01 Fixed 5.87800000 N N N N N N RYAN SPECIALTY, LLC 549300K52N7QBO3PYY45 78351GAA3 3760000.00000000 PA USD 3822177.93000000 0.070578066788 Long DBT CORP US Y 2 2032-08-01 Fixed 5.87500000 N N N N N N THE PNC FINANCIAL SERVICES GROUP, INC. CFGNEKW0P8842LEUIA51 693475CE3 4031000.00000000 PA USD 4128332.42000000 0.076231333705 Long DBT CORP US N 2 2036-07-21 Fixed 5.37300000 N N N N N N ZOETIS INC. 549300HD9Q1LOC9KLJ48 98978VAX1 3714000.00000000 PA USD 3737176.35000000 0.069008478113 Long DBT CORP US N 2 2035-08-17 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKP95 2524953.20000000 PA USD 2407503.13000000 0.044455522430 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.50000000 N N N N N N ELEMENT SOLUTIONS INC N/A BL5316569 1000000.00000000 PA USD 1002660.00000000 0.018514523850 Long LON CORP US N 2 2030-12-18 None 0.00000000 N N N N N N CAMERON LNG, LLC 549300C39FLHGVD73K22 133434AB6 2227000.00000000 PA USD 1952137.49000000 0.036047011068 Long DBT CORP US Y 2 2035-01-15 Fixed 3.30200000 N N N N N N SECURITIZED TERM AUTO RECEIVABLES TRUST N/A 81378WAH6 1937000.00000000 PA USD 1940752.63000000 0.035836785007 Long ABS-MBS CORP US Y 2 2033-03-25 Fixed 4.87300000 N N N N N N DEXT ABS LLC N/A 25216CAD2 3476000.00000000 PA USD 3586994.74000000 0.066235313730 Long ABS-MBS CORP US Y 2 2034-05-15 Fixed 6.93000000 N N N N N N ANSLEY PARK CAPITAL LLC N/A 03637AAC6 2260000.00000000 PA USD 2267152.71000000 0.041863894961 Long ABS-MBS CORP US Y 2 2035-04-20 Fixed 4.60000000 N N N N N N CHENIERE ENERGY, INC. MIHC87W9WTYSYZWV1J40 16411RAK5 500000.00000000 PA USD 500158.86000000 0.009235636349 Long DBT CORP US N 2 2028-10-15 Fixed 4.62500000 N N N N N N COMM MORTGAGE TRUST N/A 12656KAA5 1075000.00000000 PA USD 926191.19000000 0.017102496237 Long ABS-MBS CORP US Y 2 2046-11-10 Fixed 2.17300000 N N N N N N LAD AUTO RECEIVABLES TRUST N/A 50571AAG6 4696432.00000000 PA USD 4892874.93000000 0.090348921457 Long ABS-MBS CORP US Y 2 2031-04-15 Fixed 7.37000000 N N N N N N BIMBO BAKERIES USA, INC. 549300HOXXHHT7926W92 09031WAE3 3399000.00000000 PA USD 3458782.00000000 0.063867813448 Long DBT CORP US Y 2 2036-01-09 Fixed 5.37500000 N N N N N N 2026-03-02 Victory Portfolios III Carol Trevino Carol Trevino Treasurer XXXX