NPORT-P false 0000857490 XXXXXXXX S000004393 C000012149 VANGUARD VARIABLE INSURANCE FUNDS 811-05962 0000857490 549300N9FZ0B1IR95761 100 Vanguard Boulevard Malvern 19355 610-669-1000 SHORT-TERM INVESTMENT-GRADE PORTFOLIO S000004393 TH75LL6OWODFQ3T29L81 2026-12-31 2026-03-31 N 2601606008.78 10273378.76 2591332630.02 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2300349.90000000 0.00000000 0.00000000 181531.25000000 AUD EUR GBP JPY USD N Bloomberg U.S. 1-5 Year Credit Bond Index I00643 Setanta Aircraft Leasing DAC N/A N/A 380450.00000000 PA USD 381876.69000000 0.014736691290 Long LON CORP IE N 2 2028-11-06 Floating 5.41690000 N N N N N N Graphic Packaging International LLC SO75N4VY5NXGQSK8YQ65 38869AAA5 495000.00000000 PA USD 490792.64000000 0.018939777715 Long DBT CORP US Y 2 2027-07-15 Fixed 4.75000000 N N N N N N Taco Bell Funding LLC N/A 87342RAK0 1720000.00000000 PA USD 1693574.61000000 0.065355353858 Long ABS-CBDO CORP US Y 2 2055-08-25 Fixed 4.82100000 N N N N N N HPS Corporate Lending Fund 549300ZS7IHUA6FKFV61 40440VAN5 3156000.00000000 PA USD 3078241.97000000 0.118789920457 Long DBT CORP US Y 2 2030-06-05 Fixed 5.85000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PDG8 185000.00000000 PA USD 185911.22000000 0.007174347972 Long DBT CORP US N 2 2028-07-25 Variable 4.85100000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 124857AZ6 500000.00000000 PA USD 477671.94000000 0.018433447503 Long DBT CORP US N 2 2029-06-01 Fixed 4.20000000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NAZ8 1035000.00000000 PA USD 985914.60000000 0.038046624681 Long DBT CORP CA N 2 2029-11-15 Fixed 3.12500000 N N N N N N Schlumberger Holdings Corp 529900IKZG65COT1D505 806851AL5 1495000.00000000 PA USD 1505881.33000000 0.058112235864 Long DBT CORP US Y 2 2027-05-29 Fixed 5.00000000 N N N N N N Novartis Capital Corp 5493002KF87V5RSRQS84 66989HBF4 2250000.00000000 PA USD 2247756.41000000 0.086741330848 Long DBT CORP US N 2 2029-03-16 Fixed 4.10000000 N N N N N N Blue Racer Midstream LLC / Blue Racer Finance Corp N/A 095796AJ7 270000.00000000 PA USD 278615.35000000 0.010751817299 Long DBT CORP US Y 2 2029-07-15 Fixed 7.00000000 N N N N N N Global Atlantic Fin Co N/A 37959GAA5 410000.00000000 PA USD 396313.12000000 0.015293795763 Long DBT CORP US Y 2 2029-10-15 Fixed 4.40000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GKW8 2990000.00000000 PA USD 3008771.04000000 0.116109024566 Long DBT CORP US N 2 2028-07-22 Variable 4.94800000 N N N N N N Credit Mutuel Arkea SA 96950041VJ1QP0B69503 N/A 300000.00000000 PA 352862.29000000 0.013617020289 Long DBT CORP FR N 2 2035-05-15 Variable 4.81000000 N N N N N N New Issuer: BB Company ID:47246942 N/A 289178AA3 60000.00000000 PA USD 58551.96000000 0.002259530842 Long DBT CORP US Y 2 2029-12-01 Fixed 6.50000000 N N N N N N Balboa Bay Loan Funding 2023-2 Ltd 549300AVUGQW27DUWV37 05766JAQ4 360000.00000000 PA USD 359797.25000000 0.013884641663 Long ABS-MBS CORP KY Y 2 2036-10-20 Floating 5.21760000 N N N N N N Concentrix Corp 5493000EAJN1KMPVA737 20602DAD3 2273000.00000000 PA USD 2210401.67000000 0.085299804602 Long DBT CORP US N 2 2029-03-01 Fixed 6.50000000 N N N N N N Carmax Auto Owner Trust 2025-4 N/A 14320HAH9 70000.00000000 PA USD 69805.72000000 0.002693815498 Long ABS-CBDO CORP US N 2 2032-05-17 Fixed 5.11000000 N N N N N N Octagon 57 Ltd N/A 67592XAN0 230000.00000000 PA USD 229599.80000000 0.008860298262 Long ABS-MBS CORP KY Y 2 2034-10-15 Floating 4.74220000 N N N N N N Hudson Pacific Properties LP 5493007NTUGLGZ8T3526 44409MAA4 55000.00000000 PA USD 51916.44000000 0.002003464912 Long DBT CORP US N 2 2027-11-01 Fixed 3.95000000 N N N N N N TCI Communications Inc N/A 872287AL1 37000.00000000 PA USD 38847.61000000 0.001499136372 Long DBT CORP US N 2 2028-02-15 Fixed 7.12500000 N N N N N N Eaton Capital ULC N/A 27806HAA9 1400000.00000000 PA USD 1400052.95000000 0.054028299330 Long DBT CORP IE N 2 2030-05-09 Fixed 4.45000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UDG1 1620000.00000000 PA USD 1548288.43000000 0.059748733607 Long DBT CORP US N 2 2030-04-01 Fixed 3.37500000 N N N N N N Stryker Corp 5493002F0SC4JTBU5137 863667AY7 750000.00000000 PA USD 677574.23000000 0.026147713425 Long DBT CORP US N 2 2030-06-15 Fixed 1.95000000 N N N N N N Nuveen LLC N/A 67080LAC9 560000.00000000 PA USD 574023.70000000 0.022151679539 Long DBT CORP US Y 2 2030-01-15 Fixed 5.55000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VBE9 79600.00000000 PA USD 78545.30000000 0.003031077488 Long LON CORP US N 2 2030-09-19 Floating 7.92650000 N N N N N N N/A N/A N/A -8835750.00000000 NC USD 465847.25000000 0.017977130554 N/A DCR N/A N 2 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 ICE: (CDX.NA.HY.45.V2) Z9796YTF3 Y Payout of notional amount upon default event with regard to reference instrument 2030-12-20 604496.83000000 USD 0.00000000 USD -8835750.00000000 USD -138649.58000000 N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680AS2 300000.00000000 PA USD 298274.41000000 0.011510464019 Long DBT CORP US N 2 2027-07-13 Fixed 4.00000000 N N N N N N Corp Nacional del Cobre de Chile 549300UVMBCBCIPSUI70 N/A 1621000.00000000 PA USD 1602705.69000000 0.061848705620 Long DBT CORP CL N 2 2027-08-01 Fixed 3.62500000 N N N N N N AMSR 2024-SFR2 Trust N/A 00179UAA6 750000.00000000 PA USD 732063.90000000 0.028250479753 Long ABS-CBDO CORP US Y 2 2041-11-17 Fixed 4.15000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDC3 350000.00000000 PA USD 350085.19000000 0.013509851492 Long DBT CORP MX N 2 2030-01-23 Fixed 6.84000000 N N N N N N Santander Drive Auto Receivables Trust 2025-4 N/A 802923AF9 270000.00000000 PA USD 268052.71000000 0.010344203090 Long ABS-CBDO CORP US N 2 2032-01-15 Fixed 4.95000000 N N N N N N McCormick & Co Inc/MD 549300JQQA6MQ4OJP259 579780AN7 600000.00000000 PA USD 593115.52000000 0.022888436363 Long DBT CORP US N 2 2027-08-15 Fixed 3.40000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CX6 3673000.00000000 PA USD 3660651.96000000 0.141265228461 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661DY0 690000.00000000 PA USD 608577.95000000 0.023485134364 Long DBT CORP US N 2 2030-10-15 Fixed 1.70000000 N N N N N N Bausch + Lomb Corp 549300NY6OZM39SO6475 N/A 488664.39000000 PA USD 489275.22000000 0.018881220200 Long LON CORP CA N 2 2031-01-15 Floating 7.41770000 N N N N N N Connecticut Avenue Securities Series 2025-R01 N/A 20755JAA1 348041.18000000 PA USD 347179.08000000 0.013397704176 Long ABS-MBS CORP US Y 2 2045-01-25 Floating 4.61190000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307BN6 130000.00000000 PA USD 94010.56000000 0.003627884699 Long DBT CORP US Y 2 2029-01-31 Fixed 11.75000000 N N N N N N SFS Auto Receivables Securitization Trust 2024-2 N/A 78397XAE4 190000.00000000 PA USD 193435.90000000 0.007464726749 Long ABS-CBDO CORP US Y 2 2030-08-20 Fixed 5.41000000 N N N N N N ITC Holdings Corp 549300HTO5U9D3SLE207 465685AP0 886000.00000000 PA USD 870616.16000000 0.033597236800 Long DBT CORP US N 2 2027-11-15 Fixed 3.35000000 N N N N N N CubeSmart LP 549300MPHKO3I3FJRA97 22966RAH9 1599000.00000000 PA USD 1508911.54000000 0.058229172222 Long DBT CORP US N 2 2028-12-15 Fixed 2.25000000 N N N N N N Capital Street Master Trust N/A 14051LAA0 180000.00000000 PA USD 180098.30000000 0.006950026326 Long ABS-CBDO CORP US Y 2 2028-10-16 Floating 5.02220000 N N N N N N Sixth Street Lending Partners 549300S9P1HMDERGCR64 829932AB8 1561000.00000000 PA USD 1582253.06000000 0.061059434889 Long DBT CORP US N 2 2029-03-11 Fixed 6.50000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401BR8 1820000.00000000 PA USD 1795570.70000000 0.069291401620 Long DBT CORP CH Y 2 2030-04-10 Variable 4.21400000 N N N N N N Verizon Master Trust 5493007MUBNP1GFMEB89 92348KDU4 70000.00000000 PA USD 70866.97000000 0.002734769329 Long ABS-CBDO CORP US N 2 2031-01-21 Fixed 5.09000000 N N N N N N Royalty Pharma PLC 549300FGFN7VOK8BZR03 78081BAJ2 1000000.00000000 PA USD 963830.93000000 0.037194411818 Long DBT CORP GB N 2 2027-09-02 Fixed 1.75000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61748UAK8 2555000.00000000 PA USD 2525485.89000000 0.097458962263 Long DBT CORP US N 2 2029-10-18 Variable 4.13300000 N N N N N N T-Mobile USA Inc 549300V2JRLO5DIFGE82 87264ACA1 795000.00000000 PA USD 762532.39000000 0.029426264353 Long DBT CORP US N 2 2028-02-15 Fixed 2.05000000 N N N N N N Permian Resources Operating LLC 5493004CTVUMQLRPOE23 27034RAA1 90000.00000000 PA USD 90089.65000000 0.003476576065 Long DBT CORP US Y 2 2027-04-15 Fixed 8.00000000 N N N N N N VMware LLC 549300BUDHS3LRWBE814 928563AK1 2767000.00000000 PA USD 2605088.64000000 0.100530846940 Long DBT CORP US N 2 2028-08-15 Fixed 1.80000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61748UAM4 1534000.00000000 PA USD 1503741.87000000 0.058029673712 Long DBT CORP US N 2 2031-10-22 Variable 4.35600000 N N N N N N T-Mobile USA Inc 549300V2JRLO5DIFGE82 87264ADL6 2015000.00000000 PA USD 2000693.12000000 0.077207113313 Long DBT CORP US N 2 2029-10-01 Fixed 4.20000000 N N N N N N UWM Holdings LLC N/A 903522AA8 15000.00000000 PA USD 14146.15000000 0.000545902515 Long DBT CORP US Y 2 2030-02-01 Fixed 6.62500000 N N N N N N SMB Private Education Loan Trust 2018-B 549300INMCHM7L5O6M41 78449LAB4 60621.31000000 PA USD 60298.47000000 0.002326928982 Long ABS-CBDO CORP US Y 2 2037-01-15 Fixed 3.60000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UCY3 64000.00000000 PA USD 63745.63000000 0.002459955517 Long DBT CORP US N 2 2028-06-01 Fixed 4.25000000 N N N N N N 1011778 BC ULC / New Red Finance Inc N/A 68245XAH2 140000.00000000 PA USD 137014.63000000 0.005287419623 Long DBT CORP CA Y 2 2028-01-15 Fixed 3.87500000 N N N N N N WULF Compute LLC N/A 982911AA7 95000.00000000 PA USD 100388.52000000 0.003874011342 Long DBT CORP US Y 2 2030-10-15 Fixed 7.75000000 N N N N N N Howmet Aerospace Inc 549300HO5WFZUT5N2T22 443201AG3 678000.00000000 PA USD 668697.96000000 0.025805176543 Long DBT CORP US N 2 2029-04-15 Fixed 3.90000000 N N N N N N American Airlines Inc/AAdvantage Loyalty IP Ltd N/A 00253XAB7 20000.00000000 PA USD 19844.23000000 0.000765792464 Long DBT CORP N/A Y 2 2029-04-20 Fixed 5.75000000 N N N N N N Dryden 90 Clo Ltd 549300BLIFMJ8T7AGX24 262484AQ1 450000.00000000 PA USD 450427.50000000 0.017382079582 Long ABS-MBS CORP KY Y 2 2038-11-15 Floating 5.25250000 N N N N N N Hertz Vehicle Financing III LLC 549300MNOMKDMDFI8J66 42806MCR8 260000.00000000 PA USD 263877.77000000 0.010183091392 Long ABS-CBDO CORP US Y 2 2029-01-25 Fixed 6.70000000 N N N N N N Penske Truck Leasing Co Lp / PTL Finance Corp N/A 709599CC6 962000.00000000 PA USD 950782.75000000 0.036690880166 Long DBT CORP US Y 2 2031-01-15 Fixed 4.55000000 N N N N N N AutoNation Finance Trust 2025-1 N/A 05330QAG7 260000.00000000 PA USD 263199.51000000 0.010156917215 Long ABS-CBDO CORP US Y 2 2032-09-10 Fixed 5.63000000 N N N N N N Mexico Government International Bond N/A 91087BAM2 1029000.00000000 PA USD 908354.09000000 0.035053550419 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.65900000 N N N N N N Truist Financial Corp 549300DRQQI75D2JP341 89788MAQ5 1430000.00000000 PA USD 1519286.80000000 0.058629555403 Long DBT CORP US N 2 2029-10-30 Variable 7.16100000 N N N N N N Verizon Master Trust 5493007MUBNP1GFMEB89 92348VAC3 500000.00000000 PA USD 505024.75000000 0.019488997442 Long ABS-CBDO CORP US Y 2 2031-09-22 Fixed 5.05000000 N N N N N N Hungary Government International Bond N/A N/A 1420000.00000000 PA USD 1203196.81000000 0.046431584894 Long DBT NUSS HU N 2 2031-09-22 Fixed 2.12500000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172DC0 3950000.00000000 PA USD 4049623.35000000 0.156275705522 Long DBT CORP US N 2 2028-09-07 Fixed 5.25000000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822CY8 1320000.00000000 PA USD 1339745.11000000 0.051701008758 Long DBT CORP JP N 2 2029-04-19 Variable 5.24200000 N N N N N N Clarios Global LP 549300474L1ZLXZY2P98 N/A 457700.00000000 PA USD 456269.69000000 0.017607530762 Long LON CORP US N 2 2032-01-28 Floating 6.41770000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAP3 1000000.00000000 PA USD 987244.26000000 0.038097936504 Long DBT CORP US N 2 2029-01-24 Variable 3.77200000 N N N N N N NatWest Group PLC 2138005O9XJIJN4JPN90 780097BP5 340000.00000000 PA USD 334566.51000000 0.012910982794 Long DBT CORP GB N 2 2028-05-22 Variable 3.07300000 N N N N N N Verizon Master Trust 5493007MUBNP1GFMEB89 92348KDL4 270000.00000000 PA USD 271780.97000000 0.010488077325 Long ABS-CBDO CORP US Y 2 2032-08-20 Fixed 4.84000000 N N N N N N Retained Vantage Data Centers Issuer LLC 254900N4NW6XZ9B4HM15 76134KAM6 850000.00000000 PA USD 831143.43000000 0.032073976932 Long ABS-CBDO CORP US Y 2 2050-08-15 Fixed 5.09100000 N N N N N N Huntington Ingalls Industries Inc 5TZLZ6WJTBVJ0QWBG121 446413AZ9 92000.00000000 PA USD 87186.21000000 0.003364531785 Long DBT CORP US N 2 2028-08-16 Fixed 2.04300000 N N N N N N Nomura Holdings Inc 549300B3CEAHYG7K8164 65535HAQ2 618000.00000000 PA USD 582538.19000000 0.022480255265 Long DBT CORP JP N 2 2030-01-16 Fixed 3.10300000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U3P6 3180000.00000000 PA USD 3240869.65000000 0.125065752364 Long DBT CORP US N 2 2031-01-24 Variable 5.24400000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PDA1 4554000.00000000 PA USD 4552712.95000000 0.175690025173 Long DBT CORP US N 2 2028-04-26 Variable 4.32300000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13607PH98 1100000.00000000 PA USD 1108699.58000000 0.042784919510 Long DBT CORP CA N 2 2029-03-30 Variable 4.85700000 N N N N N N Kilroy Realty LP 5493008CT3N3JR7P1552 49427RAK8 316000.00000000 PA USD 305460.32000000 0.011787769600 Long DBT CORP US N 2 2029-08-15 Fixed 4.25000000 N N N N N N SS&C Technologies Inc 549300KY09TR3J12JU49 78466CAD8 50000.00000000 PA USD 50149.36000000 0.001935272971 Long DBT CORP US Y 2 2032-06-01 Fixed 6.50000000 N N N N N N Takeoff Merger Sub Inc 984500DF5ACB4A114F45 873923AE6 1790000.00000000 PA USD 1768580.29000000 0.068249836763 Long DBT CORP US Y 2 2031-03-24 Fixed 4.85000000 N N N N N N OneMain Finance Corp 5493008I795YYBFWFU90 682691AH3 265000.00000000 PA USD 266237.23000000 0.010274143385 Long DBT CORP US N 2 2029-05-15 Fixed 6.62500000 N N N N N N CNO Financial Group Inc 11XPYHB76MPM4Y4P2897 12621EAL7 614000.00000000 PA USD 615039.75000000 0.023734496408 Long DBT CORP US N 2 2029-05-30 Fixed 5.25000000 N N N N N N Jefferies Financial Group Inc 549300HOF34RGOJ5YL07 47233WBM0 740000.00000000 PA USD 755758.21000000 0.029164847509 Long DBT CORP US N 2 2028-07-21 Fixed 5.87500000 N N N N N N Midcontinent Communications 549300ZI9GDQBS28C408 59565XAD2 170000.00000000 PA USD 158532.39000000 0.006117793916 Long DBT CORP US Y 2 2032-08-15 Fixed 8.00000000 N N N N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 49271VAJ9 860000.00000000 PA USD 806539.00000000 0.031124487480 Long DBT CORP US N 2 2030-05-01 Fixed 3.20000000 N N N N N N Hertz Vehicle Financing III LLC 549300MNOMKDMDFI8J66 42806MDS5 270000.00000000 PA USD 266773.91000000 0.010294853964 Long ABS-CBDO CORP US Y 2 2032-05-25 Fixed 5.82000000 N N N N N N Evergy Inc 549300PGTHDQY6PSUI61 30034WAF3 970000.00000000 PA USD 961806.82000000 0.037116301043 Long DBT CORP US N 2 2029-03-15 Fixed 4.25000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CA1 551000.00000000 PA USD 538461.71000000 0.020779335842 Long DBT CORP US N 2 2028-11-01 Fixed 3.45000000 N N N N N N Morgan Stanley Capital I 2017-HR2 N/A 61691NAC9 47170.77000000 PA USD 46822.11000000 0.001806873786 Long ABS-MBS CORP US N 2 2050-12-15 Fixed 3.50900000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAU4 1400000.00000000 PA USD 1377256.02000000 0.053148561633 Long DBT CORP US N 2 2029-03-15 Fixed 3.95000000 N N N N N N Synopsys Inc QG7T915N9S0NY5UKNE63 871607AA5 1780000.00000000 PA USD 1782469.27000000 0.068785815041 Long DBT CORP US N 2 2027-04-01 Fixed 4.55000000 N N N N N N AutoNation Finance Trust 2026-1 N/A 05330WAF6 150000.00000000 PA USD 148879.94000000 0.005745304106 Long ABS-CBDO CORP US Y 2 2031-10-14 Fixed 4.56000000 N N N N N N Securitized Term Auto Receivables Trust N/A 81378RAB0 76473.95000000 PA USD 76995.98000000 0.002971288946 Long ABS-CBDO CORP CA Y 2 2031-07-25 Fixed 5.03800000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PCJ3 752000.00000000 PA USD 715424.74000000 0.027608371527 Long DBT CORP US N 2 2029-06-01 Variable 2.06900000 N N N N N N Centene Corp 549300Z7JJ4TQSQGT333 15135BAT8 1756000.00000000 PA USD 1666959.30000000 0.064328264179 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N Quest Diagnostics Inc 8MCWUBXQ0WE04KMXBX50 74834LBB5 360000.00000000 PA USD 337287.49000000 0.013015985909 Long DBT CORP US N 2 2030-06-30 Fixed 2.95000000 N N N N N N Sysco Corp 5RGWIFLMGH3YS7KWI652 871829BW6 2055000.00000000 PA USD 1992130.38000000 0.076876675611 Long DBT CORP US N 2 2031-07-25 Fixed 4.40000000 N N N N N N WR Grace Holdings LLC 549300WNOVFRGYOAEB12 92943GAA9 60000.00000000 PA USD 55099.18000000 0.002126287430 Long DBT CORP US Y 2 2029-08-15 Fixed 5.62500000 N N N N N N Westlake Automobile Receivables Trust 2026-1 N/A 96043BAG7 590000.00000000 PA USD 584055.34000000 0.022538802361 Long ABS-CBDO CORP US Y 2 2031-07-15 Fixed 4.75000000 N N N N N N Toronto-Dominion Bank/The PT3QB789TSUIDF371261 89115A2M3 1496000.00000000 PA USD 1515382.79000000 0.058478898943 Long DBT CORP CA N 2 2028-01-10 Fixed 5.15600000 N N N N N N Santander Bank Auto Credit-Linked Notes Series 2024-B N/A 80280BAD0 196126.23000000 PA USD 197516.65000000 0.007622203638 Long ABS-CBDO CORP US Y 2 2033-01-18 Fixed 5.48300000 N N N N N N Chase Auto Owner Trust 2024-5 N/A 16144QAF2 160000.00000000 PA USD 159694.37000000 0.006162634937 Long ABS-CBDO CORP US Y 2 2030-08-26 Fixed 4.62000000 N N N N N N The Huntington National Bank N/A 446438SX2 676742.59000000 PA USD 679100.02000000 0.026206593940 Long ABS-CBDO CORP US Y 2 2033-03-21 Fixed 4.95700000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 292480AM2 2640000.00000000 PA USD 2607688.67000000 0.100631182573 Long DBT CORP US N 2 2029-09-15 Fixed 4.15000000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AL5 243100.00000000 PA USD 240264.38000000 0.009271846354 Long ABS-CBDO CORP US Y 2 2049-05-20 Fixed 4.35200000 N N N N N N RFMSI Series 2006-SA2 Trust N/A 749574AC3 106444.98000000 PA USD 70675.84000000 0.002727393588 Long ABS-MBS CORP US N 2 2036-08-25 Variable 5.49240000 N N N N N N Lehman Brothers Holdings Inc 549300FDK6ZP3YIHRJ47 N/A 210000.00000000 PA USD 21.00000000 0.000000810393 Long DBT CORP US N 3 2065-08-19 Fixed 1.00000000 Y N N N N N Sabra Health Care LP 549300OVKLRFSIQG0H81 78572XAG6 1103000.00000000 PA USD 1070762.01000000 0.041320901747 Long DBT CORP US N 2 2029-10-15 Fixed 3.90000000 N N N N N N Chile Government International Bond N/A 168863EB0 1530000.00000000 PA USD 1547527.45000000 0.059719367250 Long DBT NUSS CL N 2 2029-01-22 Fixed 4.85000000 N N N N N N Allstate Corp/The OBT0W1ED8G0NWVOLOJ77 020002BL4 1800000.00000000 PA USD 1833917.13000000 0.070771197365 Long DBT CORP US N 2 2029-06-24 Fixed 5.05000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VBD1 750000.00000000 PA USD 766967.48000000 0.029597415287 Long DBT CORP US N 2 2030-04-01 Fixed 5.20000000 N N N N N N Big River Steel LLC / BRS Finance Corp N/A 08949LAB6 333000.00000000 PA USD 332250.15000000 0.012821594038 Long DBT CORP US Y 2 2029-01-31 Fixed 6.62500000 N N N N N N Sealed Air Corp/Sealed Air Corp US N/A 812127AA6 215000.00000000 PA USD 218292.30000000 0.008423939770 Long DBT CORP US Y 2 2028-02-01 Fixed 6.12500000 N N N N N N DNB Bank ASA 549300GKFG0RYRRQ1414 23341CAE3 1210000.00000000 PA USD 1220657.75000000 0.047105405761 Long DBT CORP NO Y 2 2030-11-05 Variable 4.85300000 N N N N N N Takeda Pharmaceutical Co Ltd 549300ZLMVP4X0OGR454 874060AW6 333000.00000000 PA USD 337324.68000000 0.013017421078 Long DBT CORP JP N 2 2028-11-26 Fixed 5.00000000 N N N N N N Exeter Automobile Receivables Trust 2025-5 N/A 30166VAJ7 270000.00000000 PA USD 268893.57000000 0.010376652031 Long ABS-CBDO CORP US N 2 2032-03-15 Fixed 4.68000000 N N N N N N Live Nation Entertainment Inc 5493007B9BM9ZXJINO78 538034AV1 220000.00000000 PA USD 220376.79000000 0.008504380620 Long DBT CORP US Y 2 2027-05-15 Fixed 6.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2017-C40 N/A 95000YAX3 200000.00000000 PA USD 197771.16000000 0.007632025225 Long ABS-MBS CORP US N 2 2050-10-15 Fixed 3.31700000 N N N N N N Tesla Electric Vehicle Trust 2023-1 N/A 881943AE4 190000.00000000 PA USD 192487.52000000 0.007428128591 Long ABS-CBDO CORP US Y 2 2029-02-20 Fixed 5.38000000 N N N N N N Ford Credit Auto Owner Trust 2025-REV2 N/A 34536BAB3 400000.00000000 PA USD 400855.68000000 0.015469093984 Long ABS-CBDO CORP US Y 2 2038-02-15 Variable 4.67000000 N N N N N N N/A N/A N/A -94000.00000000 NC USD 1570.60000000 0.000060609741 N/A DCR N/A N 2 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 N/A CHILE Y Payout of notional amount upon default event with regard to reference instrument 2031-06-20 1901.19000000 USD 0.00000000 USD -94000.00000000 USD -330.59000000 N N N American Honda Finance Corp B6Q2VFHD1797Q7NZ3E43 02665WGS4 1470000.00000000 PA USD 1441215.02000000 0.055616751138 Long DBT CORP US N 2 2031-01-08 Fixed 4.45000000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 30161NBM2 940000.00000000 PA USD 958912.08000000 0.037004592497 Long DBT CORP US N 2 2029-03-15 Fixed 5.15000000 N N N N N N Pinnacle Bank/Nashville TN 549300CDOC4F7XSRG390 87164DVJ6 840000.00000000 PA USD 849448.82000000 0.032780385279 Long DBT CORP US N 2 2028-02-15 Fixed 5.62500000 N N N N N N Extra Space Storage LP 549300YNKSKNZFR8UC42 30225VAR8 680000.00000000 PA USD 710219.81000000 0.027407512326 Long DBT CORP US N 2 2031-01-15 Fixed 5.90000000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 124857AX1 265000.00000000 PA USD 256421.50000000 0.009895352569 Long DBT CORP US N 2 2028-06-01 Fixed 3.70000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PDU7 1650000.00000000 PA USD 1680608.80000000 0.064855000879 Long DBT CORP US N 2 2029-07-24 Variable 5.29900000 N N N N N N Graphic Packaging International LLC SO75N4VY5NXGQSK8YQ65 38869PAP9 120000.00000000 PA USD 119832.30000000 0.004624350367 Long DBT CORP US Y 2 2026-04-15 Fixed 1.51200000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807BN1 1006000.00000000 PA USD 988525.60000000 0.038147383649 Long DBT CORP US N 2 2028-01-15 Fixed 3.25000000 N N N N N N Synopsys Inc QG7T915N9S0NY5UKNE63 871607AB3 1160000.00000000 PA USD 1164814.67000000 0.044950411093 Long DBT CORP US N 2 2028-04-01 Fixed 4.65000000 N N N N N N Dell International LLC / EMC Corp N/A 24703TAG1 2480000.00000000 PA USD 2530761.48000000 0.097662548245 Long DBT CORP US N 2 2029-10-01 Fixed 5.30000000 N N N N N N Ameren Corp XRZQ5S7HYJFPHJ78L959 023608AK8 690000.00000000 PA USD 656212.92000000 0.025323376566 Long DBT CORP US N 2 2028-03-15 Fixed 1.75000000 N N N N N N Dell Equipment Finance Trust 2025-2 N/A 24703VAL5 170000.00000000 PA USD 169404.73000000 0.006537359505 Long ABS-CBDO CORP US Y 2 2032-03-22 Fixed 4.83000000 N N N N N N Omega Healthcare Investors Inc 549300OJ7ENK42CZ8E73 681936BL3 1559000.00000000 PA USD 1497583.83000000 0.057792033822 Long DBT CORP US N 2 2029-10-01 Fixed 3.62500000 N N N N N N AmeriCredit Automobile Receivables Trust 2023-2 N/A 03065UAF6 400000.00000000 PA USD 408646.84000000 0.015769756273 Long ABS-CBDO CORP US N 2 2029-07-18 Fixed 6.00000000 N N N N N N Honeywell Aerospace Inc 213800ZUAQRBYL67JS90 43849RAA3 4133000.00000000 PA USD 4103789.69000000 0.158365994487 Long DBT CORP US Y 2 2028-03-16 Fixed 3.90000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 292480AL4 2355000.00000000 PA USD 2375634.96000000 0.091676187475 Long DBT CORP US N 2 2028-05-15 Fixed 4.95000000 N N N N N N Ally Auto Receivables Trust 2024-1 N/A 02008FAF1 140000.00000000 PA USD 142046.41000000 0.005481596934 Long ABS-CBDO CORP US N 2 2029-11-15 Fixed 5.41000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29278NAF0 379000.00000000 PA USD 382995.94000000 0.014779883352 Long DBT CORP US N 2 2028-06-15 Fixed 4.95000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CLN9 18831000.00000000 PA USD 18606646.34000000 0.718033884359 Long DBT UST US N 2 2029-09-30 Fixed 3.50000000 N N N N N N N/A N/A N/A 1.00000000 NC 140.75000000 0.000005431568 N/A DFE N/A N 2 JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 5321254.00000000 JPY 33889.54000000 USD 2026-06-17 140.75000000 N N N Drive Auto Receivables Trust 2024-1 N/A 26208WAE4 560000.00000000 PA USD 565264.84000000 0.021813673530 Long ABS-CBDO CORP US N 2 2031-11-17 Fixed 5.43000000 N N N N N N Ally Bank Auto Credit-Linked Notes Series 2025-B N/A 02007G6Q1 365315.93000000 PA USD 366284.82000000 0.014134998176 Long ABS-CBDO CORP US Y 2 2033-09-15 Fixed 4.69700000 N N N N N N LAD Auto Receivables Trust 2024-3 N/A 505709AG0 120000.00000000 PA USD 120335.86000000 0.004643782839 Long ABS-CBDO CORP US Y 2 2032-02-17 Fixed 5.18000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GZU1 1500000.00000000 PA USD 1499349.23000000 0.057860160931 Long DBT CORP US N 2 2028-08-23 Variable 4.48200000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MDB3 570000.00000000 PA USD 587270.47000000 0.022662874815 Long DBT CORP JP N 2 2028-07-13 Fixed 5.80000000 N N N N N N N/A N/A N/A 1.00000000 NC -2029.83000000 -0.00007833151 N/A DFE N/A N 2 THE TORONTON DOMINION BANK PT3QB789TSUIDF371261 188963.25000000 EUR 217161.06000000 USD 2026-06-17 -2029.83000000 N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822DK7 270000.00000000 PA USD 273836.20000000 0.010567389027 Long DBT CORP JP N 2 2031-04-24 Variable 5.15900000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YER2 900000.00000000 PA USD 897464.74000000 0.034633328411 Long DBT CORP US N 2 2028-04-20 Variable 4.21000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CPW5 10000000.00000000 PA USD 9916015.60000000 0.382660855079 Long DBT UST US N 2 2031-01-31 Fixed 3.75000000 N N N N N N Welltower OP LLC T6IZ0MBEG5ACZDTR7D06 95040QAH7 638000.00000000 PA USD 634513.53000000 0.024485993139 Long DBT CORP US N 2 2029-03-15 Fixed 4.12500000 N N N N N N AusNet Services Holdings Pty Ltd TTMIG9TE1S0X3ZPDHD61 N/A 740000.00000000 PA 496416.41000000 0.019156800028 Long DBT CORP AU N 2 2028-08-21 Fixed 4.20000000 N N N N N N Bear Stearns ARM Trust 2007-3 N/A 073881AA2 67196.49000000 PA USD 60878.99000000 0.002349331355 Long ABS-MBS CORP US N 2 2047-05-25 Variable 4.06490000 N N N N N N Exeter Select Automobile Receivables Trust 2025-2 N/A 30185EAD5 60000.00000000 PA USD 60125.09000000 0.002320238216 Long ABS-CBDO CORP US N 2 2031-11-17 Fixed 4.63000000 N N N N N N DLLST 2024-1 LLC N/A 23346HAD9 50000.00000000 PA USD 50321.09000000 0.001941900063 Long ABS-CBDO CORP US Y 2 2030-04-22 Fixed 4.93000000 N N N N N N Saudi Arabian Oil Co 5586006WD91QHB7J4X50 80415RAA9 3400000.00000000 PA USD 3301063.57000000 0.127388646743 Long DBT CORP SA Y 2 2031-02-02 Fixed 4.37500000 N N N N N N Oklahoma Gas and Electric Co 549300VJ8YXGPO8EV472 678858BU4 320000.00000000 PA USD 305220.34000000 0.011778508728 Long DBT CORP US N 2 2030-03-15 Fixed 3.30000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RGL0 1770000.00000000 PA USD 1761446.33000000 0.067974535943 Long DBT CORP US N 2 2028-02-15 Fixed 4.10000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172DY2 2510000.00000000 PA USD 2456944.47000000 0.094813936332 Long DBT CORP US N 2 2030-10-29 Fixed 4.00000000 N N N N N N Digital Realty Trust LP CD4SPTZ3YBTHY0C1AH38 25389JAT3 175000.00000000 PA USD 174593.61000000 0.006737599333 Long DBT CORP US N 2 2028-07-15 Fixed 4.45000000 N N N N N N Mid-Atlantic Interstate Transmission LLC N/A 59524QAA3 350000.00000000 PA USD 348038.20000000 0.013430857774 Long DBT CORP US Y 2 2028-05-15 Fixed 4.10000000 N N N N N N Entegris Inc IYX6OWO7BT5DKO3BYG52 29362UAC8 105000.00000000 PA USD 102892.19000000 0.003970628425 Long DBT CORP US Y 2 2028-04-15 Fixed 4.37500000 N N N N N N CRH America Finance Inc 549300WEVUODRJ4CWK56 12636YAH5 1233000.00000000 PA USD 1216482.29000000 0.046944273996 Long DBT CORP US N 2 2031-02-09 Fixed 4.40000000 N N N N N N Dell International LLC / EMC Corp N/A 24703DBJ9 3245000.00000000 PA USD 3288581.94000000 0.126906978359 Long DBT CORP US N 2 2028-02-01 Fixed 5.25000000 N N N N N N Chase Auto Owner Trust 2024-1 N/A 16144BAF5 70000.00000000 PA USD 71034.67000000 0.002741240903 Long ABS-CBDO CORP US Y 2 2030-01-25 Fixed 5.36000000 N N N N N N Manufacturers & Traders Trust Co WWB2V0FCW3A0EE3ZJN75 564760CC8 2320000.00000000 PA USD 2326061.72000000 0.089763147079 Long DBT CORP US N 2 2028-07-06 Variable 4.76200000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172DR7 2510000.00000000 PA USD 2505194.96000000 0.096675931564 Long DBT CORP US N 2 2028-04-28 Fixed 4.12500000 N N N N N N State Street Corp 549300ZFEEJ2IP5VME73 857477BF9 1544000.00000000 PA USD 1455288.58000000 0.056159852391 Long DBT CORP US N 2 2034-11-01 Variable 3.03100000 N N N N N N SFS Auto Receivables Securitiz N/A 81885BAL9 430000.00000000 PA USD 432709.30000000 0.016698331004 Long ABS-CBDO CORP US Y 2 2032-10-20 Fixed 5.20000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 400000.00000000 PA 429643.77000000 0.016580031641 Long DBT CORP FR N 2 2033-08-31 Variable 0.87500000 N N N N N N Belron UK Finance PLC 9845006BC9D1A77B8178 080782AA3 90000.00000000 PA USD 90462.00000000 0.003490945120 Long DBT CORP GB Y 2 2029-10-15 Fixed 5.75000000 N N N N N N SCCU Auto Receivables Trust 2023-1 N/A 805922AG6 50000.00000000 PA USD 50825.26000000 0.001961356076 Long ABS-CBDO CORP US Y 2 2029-08-15 Fixed 5.70000000 N N N N N N SFS Auto Receivables Securitization Trust 2025-2 N/A 78398HAF5 680000.00000000 PA USD 682776.44000000 0.026348467660 Long ABS-CBDO CORP US Y 2 2033-04-20 Fixed 5.05000000 N N N N N N Corebridge Financial Inc 549300XY1661QCIA7J65 21871XAF6 635000.00000000 PA USD 620153.56000000 0.023931839271 Long DBT CORP US N 2 2029-04-05 Fixed 3.85000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738ECT0 1754000.00000000 PA USD 1760275.09000000 0.067929337577 Long DBT CORP GB N 2 2028-09-10 Variable 4.83700000 N N N N N N Freddie Mac Stacr Remic Trust 2025-Dna3 5299009HC4IGFM6RXF30 35564UAQ0 240250.10000000 PA USD 239742.93000000 0.009251723504 Long ABS-MBS CORP US Y 2 2045-09-25 Floating 4.61190000 N N N N N N Omega Healthcare Investors Inc 549300OJ7ENK42CZ8E73 681936BK5 380000.00000000 PA USD 380174.63000000 0.014671008484 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824BR0 9065000.00000000 PA USD 8956160.71000000 0.345619879371 Long DBT CORP US N 2 2029-03-09 Fixed 3.70000000 N N N N N N Exeter Automobile Receivables Trust 2026-1 N/A 30168HAF4 1300000.00000000 PA USD 1287092.43000000 0.049669132209 Long ABS-CBDO CORP US N 2 2032-05-17 Fixed 5.00000000 N N N N N N GGAM Finance Ltd 254900X2QXEN0FVXRF65 36170JAC0 80000.00000000 PA USD 80727.91000000 0.003115304807 Long DBT CORP KY Y 2 2027-02-15 Fixed 8.00000000 N N N N N N Citizens Auto Receivables Trust 2024-1 N/A 17331QAE6 150000.00000000 PA USD 151420.98000000 0.005843363304 Long ABS-CBDO CORP US Y 2 2030-10-15 Fixed 5.03000000 N N N N N N QTS Issuer ABS II LLC N/A 74690FBC9 1020000.00000000 PA USD 1019918.40000000 0.039358837541 Long ABS-CBDO CORP US Y 2 2056-03-05 Fixed 5.70400000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 369604BZ5 1151000.00000000 PA USD 1148149.08000000 0.044307282928 Long DBT CORP US N 2 2030-07-29 Fixed 4.30000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAK4 1610000.00000000 PA USD 1590905.80000000 0.061393345708 Long DBT CORP US N 2 2028-07-22 Variable 3.59100000 N N N N N N Kioxia Holdings Corp 35380080RTKRARNH4R73 49726JAA6 50000.00000000 PA USD 50866.08000000 0.001962931327 Long DBT CORP JP Y 2 2030-07-24 Fixed 6.25000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78017FZT3 1451000.00000000 PA USD 1454310.60000000 0.056122111964 Long DBT CORP CA N 2 2030-10-18 Variable 4.65000000 N N N N N N Morgan Stanley Capital I Trust 2018-L1 N/A 61691QAH1 390000.00000000 PA USD 383751.26000000 0.014809031289 Long ABS-MBS CORP US N 2 2051-10-15 Variable 4.63700000 N N N N N N Equifax Inc 5493004MCF8JDC86VS77 294429AX3 390000.00000000 PA USD 392361.96000000 0.015141319777 Long DBT CORP US N 2 2029-09-15 Fixed 4.80000000 N N N N N N SFS Auto Receivables Securitization Trust 2025-3 N/A 78398KAF8 600000.00000000 PA USD 593215.20000000 0.022892283033 Long ABS-CBDO CORP US Y 2 2033-11-21 Fixed 4.64000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00914AAV4 975000.00000000 PA USD 982341.17000000 0.037908725364 Long DBT CORP US N 2 2029-03-01 Fixed 5.10000000 N N N N N N Stellantis Financial Underwrit N/A 858928AG9 400000.00000000 PA USD 402018.20000000 0.015513955844 Long ABS-CBDO CORP US Y 2 2029-08-20 Fixed 5.08000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FCW9 1034000.00000000 PA USD 1022231.66000000 0.039448106667 Long DBT CORP US N 2 2030-10-15 Fixed 4.20000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FCB5 2698000.00000000 PA USD 2689030.88000000 0.103770193330 Long DBT CORP US N 2 2030-02-15 Fixed 4.35000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XFB7 1595000.00000000 PA USD 1623945.44000000 0.062668351456 Long DBT CORP US N 2 2030-01-07 Fixed 5.35000000 N N N N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494BC6 3455000.00000000 PA USD 3422540.28000000 0.132076455193 Long DBT CORP US N 2 2027-06-02 Fixed 3.55000000 N N N N N N Sunoco LP 54930001NJU8E40NQ561 86765KAM1 30000.00000000 PA USD 29757.45000000 0.001148345436 Long DBT CORP US Y 2 2031-07-15 Fixed 5.37500000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PEE2 1800000.00000000 PA USD 1821850.90000000 0.070305559344 Long DBT CORP US N 2 2028-04-22 Variable 5.57100000 N N N N N N Crown Castle Inc 54930012H97VSM0I2R19 22822VBA8 1950000.00000000 PA USD 1964616.93000000 0.075814926545 Long DBT CORP US N 2 2028-01-11 Fixed 5.00000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XEN2 1330000.00000000 PA USD 1368868.72000000 0.052824894193 Long DBT CORP US N 2 2029-01-07 Fixed 5.80000000 N N N N N N Freedom Mortgage Holdings LLC 254900ROJ91RGM43S156 35641AAE8 55000.00000000 PA USD 51417.49000000 0.001984210340 Long DBT CORP US Y 2 2031-05-01 Fixed 6.87500000 N N N N N N WFRBS Commercial Mortgage Trust 2014-C20 549300UVB571ELWL8972 92890FAY2 179360.11000000 PA USD 155142.91000000 0.005986993263 Long ABS-MBS CORP US N 2 2047-05-15 Fixed 4.37800000 N N N N N N British Telecommunications PLC 549300OWFMSO9NYV4H90 11102AAE1 1222000.00000000 PA USD 1172662.97000000 0.045253278425 Long DBT CORP GB Y 2 2029-11-08 Fixed 3.25000000 N N N N N N Agilent Technologies Inc QUIX8Y7A2WP0XRMW7G29 00846UAQ4 3845000.00000000 PA USD 3839107.35000000 0.148151854591 Long DBT CORP US N 2 2027-09-09 Fixed 4.20000000 N N N N N N Turkiye Government International Bond N/A 900123DA5 1128000.00000000 PA USD 1086108.99000000 0.041913144511 Long DBT NUSS TR N 2 2031-01-15 Fixed 5.95000000 N N N N N N PenFed Auto Receivables Owner Trust 2025-A N/A 706916AG8 70000.00000000 PA USD 69338.05000000 0.002675768027 Long ABS-CBDO CORP US Y 2 2033-10-17 Fixed 5.07000000 N N N N N N SIX FLAGS/CANADA WON N/A 150190AE6 80000.00000000 PA USD 76507.40000000 0.002952434554 Long DBT CORP US N 2 2029-07-15 Fixed 5.25000000 N N N N N N Morgan Stanley Capital I Trust 2014-150E N/A 61764BAA1 175000.00000000 PA USD 161944.53000000 0.006249469023 Long ABS-MBS CORP US Y 2 2032-09-09 Fixed 3.91200000 N N N N N N World Omni Auto Receivables Trust 2024-A N/A 98164RAG1 180000.00000000 PA USD 182368.66000000 0.007037639934 Long ABS-CBDO CORP US N 2 2030-10-15 Fixed 5.31000000 N N N N N N Sun Communities Operating LP 549300PUNBPJCGT6X741 866677AF4 100000.00000000 PA USD 94639.74000000 0.003652164870 Long DBT CORP US N 2 2028-11-01 Fixed 2.30000000 N N N N N N Shift4 Payments LLC / Shift4 Payments Finance Sub Inc N/A 82453AAB3 40000.00000000 PA USD 39364.35000000 0.001519077464 Long DBT CORP US Y 2 2032-08-15 Fixed 6.75000000 N N N N N N Nelnet Student Loan Trust 2025-D N/A 639931AA2 440550.41000000 PA USD 434860.26000000 0.016781336944 Long ABS-CBDO CORP US Y 2 2054-08-20 Fixed 4.65000000 N N N N N N Southern Co/The 549300FC3G3YU2FBZD92 842587DE4 1320000.00000000 PA USD 1278528.32000000 0.049338641638 Long DBT CORP US N 2 2030-04-30 Fixed 3.70000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RLL6 360000.00000000 PA USD 356884.70000000 0.013772245826 Long ABS-CBDO CORP US Y 2 2030-08-20 Fixed 4.28000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U2L6 2250000.00000000 PA USD 2232324.50000000 0.086145810620 Long DBT CORP US N 2 2031-04-04 Variable 4.47800000 N N N N N N FirstEnergy Pennsylvania Electric Co O1PLQWO3TX952VMBJ146 591894CE8 540000.00000000 PA USD 547495.12000000 0.021127936786 Long DBT CORP US Y 2 2028-04-01 Fixed 5.20000000 N N N N N N Targa Resources Corp 5493003QENHHS261UR94 87612KAA0 1800000.00000000 PA USD 1814892.12000000 0.070037018751 Long DBT CORP US N 2 2027-07-01 Fixed 5.20000000 N N N N N N Boston Properties LP BVHHEFJI6SHNOKQT2572 10112RBG8 620000.00000000 PA USD 640998.98000000 0.024736267840 Long DBT CORP US N 2 2027-12-01 Fixed 6.75000000 N N N N N N Santander Drive Auto Receivables Trust 2023-6 N/A 80287DAE7 260000.00000000 PA USD 267123.87000000 0.010308358985 Long ABS-CBDO CORP US N 2 2031-03-17 Fixed 6.40000000 N N N N N N Securitized Term Auto Receivables Trust N/A 81378WAH6 156175.74000000 PA USD 155896.15000000 0.006016060933 Long ABS-CBDO CORP CA Y 2 2033-03-25 Fixed 4.87300000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAR7 3600000.00000000 PA USD 3569440.07000000 0.137745344949 Long DBT CORP US N 2 2029-04-23 Variable 4.00500000 N N N N N N AvalonBay Communities Inc K9G90K85RBWD2LAGQX17 05348EBG3 299000.00000000 PA USD 275883.96000000 0.010646412459 Long DBT CORP US N 2 2030-03-01 Fixed 2.30000000 N N N N N N SS&C Technologies Inc 549300KY09TR3J12JU49 78466CAC0 410000.00000000 PA USD 410396.38000000 0.015837271342 Long DBT CORP US Y 2 2027-09-30 Fixed 5.50000000 N N N N N N Phillips 66 Co RVJMT2IZVVSKIRJJBH76 718547AT9 1850000.00000000 PA USD 1867338.63000000 0.072060939161 Long DBT CORP US N 2 2027-12-01 Fixed 4.95000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636ABN0 740000.00000000 PA USD 741606.61000000 0.028618734677 Long DBT CORP DK Y 2 2032-03-27 Variable 4.99900000 N N N N N N Highwoods Realty LP JUJNVZX73BIYHLR58F51 431282AQ5 390000.00000000 PA USD 384383.21000000 0.014833418355 Long DBT CORP US N 2 2028-03-15 Fixed 4.12500000 N N N N N N Macquarie Bank Ltd 4ZHCHI4KYZG2WVRT8631 N/A 20000.00000000 PA 14061.13000000 0.000542621577 Long DBT CORP AU N 2 2032-06-07 Floating 6.77750000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U2S1 2509000.00000000 PA USD 2448959.00000000 0.094505775585 Long DBT CORP US N 2 2028-06-02 Variable 2.39300000 N N N N N N Republic of Uzbekistan International Bond N/A N/A 461000.00000000 PA 533750.18000000 0.020597517038 Long DBT NUSS UZ Y 2 2029-02-25 Fixed 5.10000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738ECY9 3213000.00000000 PA USD 3267643.81000000 0.126098972094 Long DBT CORP GB N 2 2031-02-25 Variable 5.36700000 N N N N N N COPT Defense Properties LP H0TWO5VRNEP6CQAWPX27 12713UAA4 824000.00000000 PA USD 812811.11000000 0.031366529351 Long DBT CORP US N 2 2030-10-15 Fixed 4.50000000 N N N N N N N/A N/A N/A -4.00000000 NC USD 10142.62000000 0.000391405560 N/A DIR N/A N 1 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 Short N/A Ultra 10-Year US Treasury Note Futures 2026-06-18 -464205.12000000 USD 10142.62000000 N N N Canadian Pacific Railway Co 54930036474DURYNB481 13648TAA5 130000.00000000 PA USD 118930.99000000 0.004589568649 Long DBT CORP CA N 2 2030-03-05 Fixed 2.05000000 N N N N N N Stellantis Financial Services US Corp 5493000KNKFDOC1BOW59 85855FAA1 1895000.00000000 PA USD 1883553.46000000 0.072686672416 Long DBT CORP US Y 2 2028-09-15 Fixed 4.95000000 N N N N N N CD 2017-CD5 Mortgage Trust N/A 12515HBB0 160000.00000000 PA USD 156728.83000000 0.006048194206 Long ABS-MBS CORP US N 2 2050-08-15 Variable 3.68400000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650DM9 3352000.00000000 PA USD 3211010.22000000 0.123913471501 Long DBT CORP US N 2 2027-08-21 Fixed 1.30000000 N N N N N N Highwoods Realty LP JUJNVZX73BIYHLR58F51 431282AS1 887000.00000000 PA USD 818152.80000000 0.031572666145 Long DBT CORP US N 2 2030-02-15 Fixed 3.05000000 N N N N N N Peruvian Government International Bond N/A 715638DF6 4434000.00000000 PA USD 4045487.24000000 0.156116092281 Long DBT NUSS PE N 2 2031-01-23 Fixed 2.78300000 N N N N N N LBTY Commercial Mortgage Trust 2026-225L N/A 50178LAA2 380000.00000000 PA USD 375046.55000000 0.014473114939 Long ABS-MBS CORP US Y 2 2043-02-10 Variable 4.59330000 N N N N N N MPT Operating Partnership LP / MPT Finance Corp N/A 55342UAQ7 15000.00000000 PA USD 15226.18000000 0.000587581070 Long DBT CORP US Y 2 2032-02-15 Fixed 8.50000000 N N N N N N Banque Ouest Africaine de Developpement 529900LIZJABE4JJS826 N/A 230000.00000000 PA USD 228595.11000000 0.008821527091 Long DBT CORP N/A N 2 2027-07-27 Fixed 5.00000000 N N N N N N American Honda Finance Corp B6Q2VFHD1797Q7NZ3E43 02665WGD7 3110000.00000000 PA USD 3112146.37000000 0.120098297453 Long DBT CORP US N 2 2027-07-09 Fixed 4.55000000 N N N N N N Korea National Oil Corp 988400ZTQ08W926ONT36 N/A 1291000.00000000 PA USD 1287829.70000000 0.049697583593 Long DBT NUSS KR N 2 2027-09-30 Fixed 4.12500000 N N N N N N Wells Fargo Commercial Mortgage Trust 2017-C39 N/A 95000XAE7 116815.86000000 PA USD 115065.01000000 0.004440379774 Long ABS-MBS CORP US N 2 2050-09-15 Fixed 3.15700000 N N N N N N Romanian Government International Bond N/A N/A 451000.00000000 PA 459087.94000000 0.017716287545 Long DBT NUSS RO N 2 2030-07-13 Fixed 1.75000000 N N N N N N Domino's Pizza Master Issuer LLC N/A 25755TAL4 787200.00000000 PA USD 755899.98000000 0.029170318439 Long ABS-CBDO CORP US Y 2 2049-10-25 Fixed 3.66800000 N N N N N N Light & Wonder International Inc RLTHESQ0RNFQJWPBJN60 80875AAY7 60000.00000000 PA USD 59587.50000000 0.002299492520 Long LON CORP US N 2 2029-04-16 Floating 5.67490000 N N N N N N Chile Government International Bond N/A 168863CF3 230000.00000000 PA USD 225407.76000000 0.008698526672 Long DBT NUSS CL N 2 2028-02-06 Fixed 3.24000000 N N N N N N AMC Networks Inc 549300VGG9K75226LR46 00164VAK9 185658.00000000 PA USD 183257.76000000 0.007071950465 Long DBT CORP US Y 2 2032-07-15 Fixed 10.50000000 N N N N N N Augusta SpinCo Corp N/A 051473AC0 2015000.00000000 PA USD 2009286.67000000 0.077538739979 Long DBT CORP US N 2 2029-03-23 Fixed 4.39800000 N N N N N N Lithia Motors Inc SE8N1EZEHPZQBCBVKD53 536797AE3 95000.00000000 PA USD 93867.47000000 0.003622362830 Long DBT CORP US Y 2 2027-12-15 Fixed 4.62500000 N N N N N N BANK 2017-BNK4 N/A 06541FBA6 150000.00000000 PA USD 148232.43000000 0.005720316576 Long ABS-MBS CORP US N 2 2050-05-15 Fixed 3.62500000 N N N N N N Lamb Weston Holdings Inc 5493005SMYID1D2OY946 513272AC8 150000.00000000 PA USD 148581.72000000 0.005733795741 Long DBT CORP US Y 2 2028-05-15 Fixed 4.87500000 N N N N N N Egypt Government International Bond N/A AS0110302 153000.00000000 PA 176118.68000000 0.006796452063 Long DBT NUSS EG N 2 2026-04-16 Fixed 4.75000000 N N N N N N British American Tobacco PLC 213800FKA5MF17RJKT63 N/A 100000.00000000 PA 112776.12000000 0.004352051091 Long DBT CORP GB N 2 2079-12-31 Variable 3.75000000 N N N N N N Chase Auto Owner Trust 2024-4 N/A 16144YAF5 300000.00000000 PA USD 305597.91000000 0.011793079223 Long ABS-CBDO CORP US Y 2 2030-07-25 Fixed 5.46000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HJV3 3541000.00000000 PA USD 3590234.56000000 0.138547808120 Long DBT CORP US N 2 2031-05-15 Variable 5.08300000 N N N N N N BX Trust 2019-OC11 N/A 05606FAA1 440000.00000000 PA USD 415418.30000000 0.016031068153 Long ABS-MBS CORP US Y 2 2041-12-09 Fixed 3.20200000 N N N N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 571748CA8 4040000.00000000 PA USD 4068901.63000000 0.157019657872 Long DBT CORP US N 2 2030-03-15 Fixed 4.65000000 N N N N N N Ally Auto Receivables Trust 2023-1 N/A 02007WAG3 130000.00000000 PA USD 132752.95000000 0.005122960613 Long ABS-CBDO CORP US Y 2 2034-04-15 Fixed 6.74000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172CZ0 3555000.00000000 PA USD 3594326.09000000 0.138705701011 Long DBT CORP US N 2 2028-02-15 Fixed 4.87500000 N N N N N N Dell Equipment Finance Trust 2025-2 N/A 24703VAJ0 130000.00000000 PA USD 129841.71000000 0.005010615329 Long ABS-CBDO CORP US Y 2 2031-03-24 Fixed 4.53000000 N N N N N N N/A N/A N/A 20000000.00000000 NC USD 130553.35000000 0.005038077647 N/A DIR N/A N 2 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 United States SOFR Secured Ove SOFRRATE Y 2028-02-20 0.00000000 USD 107.26000000 USD 20000000.00000000 USD 130446.09000000 N N N Barclays Commercial Mortgage Trust 2019-C5 N/A 05492JAW2 120000.00000000 PA USD 113802.79000000 0.004391670474 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 3.06300000 N N N N N N Public Service Enterprise Group Inc PUSS41EMO3E6XXNV3U28 744573AV8 2440000.00000000 PA USD 2493778.09000000 0.096235352463 Long DBT CORP US N 2 2027-11-15 Fixed 5.85000000 N N N N N N Aviation Capital Group LLC 549300ODEK8HY3445C77 05369AAV3 1120000.00000000 PA USD 1103962.41000000 0.042602111253 Long DBT CORP US Y 2 2029-04-30 Fixed 4.25000000 N N N N N N Stryker Corp 5493002F0SC4JTBU5137 863667BL4 835000.00000000 PA USD 846842.60000000 0.032679810773 Long DBT CORP US N 2 2030-02-10 Fixed 4.85000000 N N N N N N Progress Residential 2024-SFR5 Trust N/A 74332HAA4 1107649.65000000 PA USD 1045800.82000000 0.040357644861 Long ABS-CBDO CORP US Y 2 2029-08-09 Fixed 3.00000000 N N N N N N Entergy Corp 4XM3TW50JULSLG8BNC79 29364GAN3 430000.00000000 PA USD 407896.31000000 0.015740793183 Long DBT CORP US N 2 2028-06-15 Fixed 1.90000000 N N N N N N Comision Federal de Electricidad 4469000001BFPONMPF32 N/A 1512000.00000000 PA USD 1507107.80000000 0.058159565566 Long DBT CORP MX N 2 2030-01-24 Fixed 5.70000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GKP3 3495000.00000000 PA USD 3492039.28000000 0.134758434310 Long DBT CORP US N 2 2028-04-27 Variable 4.37600000 N N N N N N Healthpeak OP LLC N/A 40414LAR0 847000.00000000 PA USD 818758.85000000 0.031596053725 Long DBT CORP US N 2 2029-07-15 Fixed 3.50000000 N N N N N N Truist Financial Corp 549300DRQQI75D2JP341 89788MAL6 2073000.00000000 PA USD 2086680.39000000 0.080525377785 Long DBT CORP US N 2 2029-01-26 Variable 4.87300000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XFJ0 4960000.00000000 PA USD 5074501.60000000 0.195825944582 Long DBT CORP US N 2 2030-07-15 Fixed 5.45000000 N N N N N N Blue Owl Capital Corp 2549000BD79OOCPF2L94 69121KAH7 2108000.00000000 PA USD 2083726.86000000 0.080411400522 Long DBT CORP US N 2 2029-03-15 Fixed 5.95000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78017DAA6 964000.00000000 PA USD 973260.96000000 0.037558318400 Long DBT CORP CA N 2 2029-01-24 Variable 4.96500000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816DV8 836000.00000000 PA USD 843251.87000000 0.032541243846 Long DBT CORP US N 2 2028-07-26 Variable 5.04300000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHD4 6059000.00000000 PA USD 5952542.04000000 0.229709685705 Long DBT CORP US N 2 2028-12-20 Variable 3.41900000 N N N N N N World Omni Auto Receivables Trust 2025-A N/A 98164YAF8 210000.00000000 PA USD 213810.83000000 0.008250999023 Long ABS-CBDO CORP US N 2 2030-11-15 Fixed 5.08000000 N N N N N N Dell International LLC / EMC Corp N/A 24703TAM8 2740000.00000000 PA USD 2772917.57000000 0.107007396035 Long DBT CORP US N 2 2030-04-01 Fixed 5.00000000 N N N N N N AES Corp/The 2NUNNB7D43COUIRE5295 00130HCG8 460000.00000000 PA USD 407423.97000000 0.015722565496 Long DBT CORP US N 2 2031-01-15 Fixed 2.45000000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AX4 4680000.00000000 PA USD 4649427.06000000 0.179422240361 Long DBT CORP US N 2 2030-05-15 Fixed 4.50000000 N N N N N N Essex Portfolio LP 5493003GN3O58H286O74 29717PAY3 300000.00000000 PA USD 284665.22000000 0.010985282888 Long DBT CORP US N 2 2028-03-01 Fixed 1.70000000 N N N N N N Balboa Bay Loan Funding 2023-2 Ltd 549300AVUGQW27DUWV37 05766JAL5 340000.00000000 PA USD 339142.52000000 0.013087571856 Long ABS-MBS CORP KY Y 2 2036-10-20 Floating 4.81760000 N N N N N N McAfee Corp 2549009UKR8UEZYVCR93 57906HAF4 107836.75000000 PA USD 96051.70000000 0.003706652665 Long LON CORP US N 2 2029-03-01 Floating 6.67500000 N N N N N N NextEra Energy Operating Partners LP 549300KJEC5IUVJWR786 65342QAB8 170000.00000000 PA USD 168326.79000000 0.006495761603 Long DBT CORP US Y 2 2027-09-15 Fixed 4.50000000 N N N N N N Ares Strategic Income Fund 549300IANZJVZPTICV54 04020EAL1 1368000.00000000 PA USD 1353595.94000000 0.052235514820 Long DBT CORP US Y 2 2028-09-09 Fixed 5.45000000 N N N N N N Eaton Vance Corp 4JJ8ORNW1AFZPSV8GJ79 278265AE3 6000.00000000 PA USD 5952.48000000 0.000229707291 Long DBT CORP US N 2 2027-04-06 Fixed 3.50000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PEL6 1604000.00000000 PA USD 1614941.41000000 0.062320884292 Long DBT CORP US N 2 2028-07-22 Variable 4.97900000 N N N N N N Froneri US Inc N/A N/A 135000.00000000 PA USD 132224.94000000 0.005102584611 Long LON CORP US N 2 2032-09-30 Floating 6.16770000 N N N N N N Affirm Master Trust Series 2025-3 N/A 00833BAN8 1880000.00000000 PA USD 1871853.40000000 0.072235164961 Long ABS-CBDO CORP US Y 2 2034-10-16 Fixed 4.45000000 N N N N N N RTX Corp I07WOS4YJ0N7YRFE7309 75513ECU3 780000.00000000 PA USD 809042.38000000 0.031221093372 Long DBT CORP US N 2 2029-01-15 Fixed 5.75000000 N N N N N N XHR LP 549300M88BPT83ZL2164 98372MAC9 20000.00000000 PA USD 19379.38000000 0.000747853817 Long DBT CORP US Y 2 2029-06-01 Fixed 4.87500000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XCY0 330000.00000000 PA USD 313903.28000000 0.012113584970 Long DBT CORP US N 2 2030-06-21 Fixed 3.60000000 N N N N N N BANK 2017-BNK8 N/A 06650AAE7 400000.00000000 PA USD 390346.36000000 0.015063537404 Long ABS-MBS CORP US N 2 2050-11-15 Fixed 3.48800000 N N N N N N T-Mobile USA Inc 549300V2JRLO5DIFGE82 87264ADE2 2630000.00000000 PA USD 2658582.55000000 0.102595186708 Long DBT CORP US N 2 2029-01-15 Fixed 4.85000000 N N N N N N Clarios Global LP 549300474L1ZLXZY2P98 N/A 114082.21000000 PA USD 113690.00000000 0.004387317887 Long LON CORP US N 2 2030-05-06 Floating 6.17250000 N N N N N N AAdvantage Loyalty IP Ltd N/A 02376CBT1 49625.00000000 PA USD 49108.06000000 0.001895089014 Long LON CORP KY N 2 2032-05-28 Floating 6.38930000 N N N N N N Morgan Stanley Private Bank NA 549300GS0W0TEUQS8571 61776NZW6 1236000.00000000 PA USD 1217086.72000000 0.046967599060 Long DBT CORP US N 2 2031-11-19 Variable 4.46500000 N N N N N N AMSR 2024-SFR2 Trust N/A 00179UAB4 490000.00000000 PA USD 474668.49000000 0.018317543819 Long ABS-CBDO CORP US Y 2 2041-11-17 Fixed 4.15000000 N N N N N N Reinsurance Group of America Inc LORM1GNEU1DKEW527V90 759351AP4 260000.00000000 PA USD 242980.86000000 0.009376675814 Long DBT CORP US N 2 2030-06-15 Fixed 3.15000000 N N N N N N Public Service Co of Colorado 5BANEF6PGSEK0SNMQF44 744448DD0 1170000.00000000 PA USD 1166611.01000000 0.045019732182 Long DBT CORP US N 2 2029-03-13 Fixed 4.15000000 N N N N N N PPL Capital Funding Inc 549300MROK5WY0D2NU17 69352PAQ6 1400000.00000000 PA USD 1371463.04000000 0.052925009476 Long DBT CORP US N 2 2030-04-15 Fixed 4.12500000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29278NAG8 5010000.00000000 PA USD 5104634.74000000 0.196988787964 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PEY8 339000.00000000 PA USD 345129.99000000 0.013318629418 Long DBT CORP US N 2 2031-04-22 Variable 5.10300000 N N N N N N Hertz Vehicle Financing III LLC 549300MNOMKDMDFI8J66 42806MCQ0 420000.00000000 PA USD 426571.19000000 0.016461460217 Long ABS-CBDO CORP US Y 2 2029-01-25 Fixed 6.12000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307BH9 70000.00000000 PA USD 41483.46000000 0.001600854306 Long DBT CORP US Y 2 2031-11-15 Fixed 4.50000000 N N N N N N Stellantis Finance US Inc 549300QZ0AI8Q7LNON33 85855CAD2 1126000.00000000 PA USD 1135617.57000000 0.043823689666 Long DBT CORP US Y 2 2028-01-12 Fixed 5.62500000 N N N N N N Carnival Corp F1OF2ZSX47CR0BCWA982 143658CB6 95000.00000000 PA USD 94275.30000000 0.003638101064 Long DBT CORP PA Y 2 2029-05-01 Fixed 5.12500000 N N N N N N Hyundai Auto Receivables Trust 2025-C N/A 44935JAG1 460000.00000000 PA USD 457780.64000000 0.017665838599 Long ABS-CBDO CORP US N 2 2033-01-18 Fixed 4.37000000 N N N N N N Takeoff Merger Sub Inc 984500DF5ACB4A114F45 873923AA4 2240000.00000000 PA USD 2227893.72000000 0.085974826009 Long DBT CORP US Y 2 2028-03-24 Fixed 4.40000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61748UAE2 4010000.00000000 PA USD 4072576.85000000 0.157161485284 Long DBT CORP US N 2 2031-01-15 Variable 5.23000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DK3 4386000.00000000 PA USD 4547857.83000000 0.175502665204 Long DBT CORP US N 2 2029-07-27 Variable 6.33900000 N N N N N N BMO 2024-5C3 Mortgage Trust N/A 09660QAT1 180000.00000000 PA USD 184374.92000000 0.007115061874 Long ABS-MBS CORP US N 2 2057-02-15 Fixed 5.73930000 N N N N N N Ford Credit Auto Owner Trust 2023-C N/A 344940AG6 490000.00000000 PA USD 502768.22000000 0.019401917537 Long ABS-CBDO CORP US N 2 2031-05-15 Fixed 6.37000000 N N N N N N Basswood Park CLO Ltd 5493005HSAGIQZIVAS94 070252AL5 380000.00000000 PA USD 378939.76000000 0.014623354624 Long ABS-MBS CORP KY Y 2 2034-04-20 Floating 5.16760000 N N N N N N DLLAA 2023-1 LLC N/A 23292HAD3 110000.00000000 PA USD 112048.67000000 0.004323978662 Long ABS-CBDO CORP US Y 2 2031-10-20 Fixed 5.73000000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89236TLL7 1170000.00000000 PA USD 1181906.08000000 0.045609971730 Long DBT CORP US N 2 2029-01-05 Fixed 4.65000000 N N N N N N Cheniere Energy Inc MIHC87W9WTYSYZWV1J40 16411RAK5 4122000.00000000 PA USD 4108392.58000000 0.158543620853 Long DBT CORP US N 2 2028-10-15 Fixed 4.62500000 N N N N N N Ford Credit Floorplan Master Owner Trust A 5493001DTG5N7T8BG747 34529BAC0 370000.00000000 PA USD 371919.04000000 0.014352423756 Long ABS-CBDO CORP US N 2 2030-04-15 Fixed 4.84000000 N N N N N N Amphenol Corp 549300D3L3G0R4U4VT04 032095AY7 1611000.00000000 PA USD 1586987.84000000 0.061242150915 Long DBT CORP US N 2 2030-11-15 Fixed 4.12500000 N N N N N N Nomura Holdings Inc 549300B3CEAHYG7K8164 65535HBM0 977000.00000000 PA USD 1007013.86000000 0.038860848983 Long DBT CORP JP N 2 2028-07-12 Fixed 6.07000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFP5 346000.00000000 PA USD 349964.73000000 0.013505202919 Long DBT CORP US N 2 2028-04-13 Variable 5.65200000 N N N N N N Ohio Edison Co N/A 677347CJ3 2250000.00000000 PA USD 2275893.95000000 0.087827163662 Long DBT CORP US Y 2 2029-12-15 Fixed 4.95000000 N N N N N N Hewlett Packard Enterprise Co 549300BX44RGX6ANDV88 42824CBZ1 2762000.00000000 PA USD 2739736.87000000 0.105726946755 Long DBT CORP US N 2 2028-09-15 Fixed 4.15000000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406RBV8 307000.00000000 PA USD 312210.17000000 0.012048247545 Long DBT CORP US N 2 2030-03-14 Variable 4.97500000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VCA6 1100000.00000000 PA USD 1102679.56000000 0.042552605837 Long DBT CORP US N 2 2031-02-15 Fixed 4.80000000 N N N N N N Republic Services Inc NKNQHM6BLECKVOQP7O46 760759BB5 910000.00000000 PA USD 923466.46000000 0.035636739540 Long DBT CORP US N 2 2029-04-01 Fixed 4.87500000 N N N N N N NTT Finance Corp 3538007PR116187GD960 62954WAQ8 1199000.00000000 PA USD 1202116.58000000 0.046389898621 Long DBT CORP JP Y 2 2028-07-16 Fixed 4.62000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AY4 380000.00000000 PA USD 345304.56000000 0.013325366106 Long DBT CORP US Y 2 2030-09-01 Fixed 2.50000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10 549300P1YQ48837ZOI22 61762MCB5 70000.00000000 PA USD 64682.88000000 0.002496124166 Long ABS-MBS CORP US N 2 2046-07-15 Variable 3.95110000 N N N N N N N/A N/A N/A 40000000.00000000 NC USD -97461.87000000 -0.00376107138 N/A DIR N/A N 2 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 United States SOFR Secured Ove SOFRRATE Y 2027-02-20 -678.70000000 USD 0.00000000 USD 40000000.00000000 USD -96783.17000000 N N N Valero Energy Corp 549300XTO5VR8SKV1V74 91913YBF6 440000.00000000 PA USD 449328.10000000 0.017339653535 Long DBT CORP US N 2 2030-02-15 Fixed 5.15000000 N N N N N N Freddie Mac STACR REMIC Trust 2024-DNA3 529900P3PHNE8PW64Z68 35564NEY5 68999.98000000 PA USD 69021.51000000 0.002663552691 Long ABS-MBS CORP US Y 2 2044-10-25 Floating 4.71190000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NCQ6 2170000.00000000 PA USD 2178292.00000000 0.084060686565 Long DBT CORP CA N 2 2031-03-27 Fixed 4.85000000 N N N N N N Nasdaq Inc 549300L8X1Q78ERXFD06 63111XAH4 950000.00000000 PA USD 969738.91000000 0.037422401847 Long DBT CORP US N 2 2028-06-28 Fixed 5.35000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PBE5 1060000.00000000 PA USD 998421.32000000 0.038529261293 Long DBT CORP US N 2 2030-10-15 Variable 2.73900000 N N N N N N OCP CLO 2023-30 LTD 2138008RM9AHM8ZQ8119 67578RAN1 170000.00000000 PA USD 169882.07000000 0.006555780143 Long ABS-MBS CORP JE Y 2 2039-01-24 Floating 5.21890000 N N N N N N Ryder System Inc ZXJ6Y2OSPZXIVGRILD15 78355HKW8 735000.00000000 PA USD 747069.66000000 0.028829554776 Long DBT CORP US N 2 2028-06-01 Fixed 5.25000000 N N N N N N Vistra Operations Co LLC 549300ZH5GKBTJZ7NM23 92840VAV4 700000.00000000 PA USD 687662.11000000 0.026537006559 Long DBT CORP US Y 2 2030-10-15 Fixed 4.60000000 N N N N N N HSBC USA Inc 549300LBOHZ4QSIWU288 40428HR95 282000.00000000 PA USD 283728.14000000 0.010949120800 Long DBT CORP US N 2 2028-06-03 Fixed 4.65000000 N N N N N N Trinity Rail Leasing 2025 LLC N/A 89657MAA8 325484.42000000 PA USD 324168.19000000 0.012509709724 Long ABS-CBDO CORP US Y 2 2055-10-19 Fixed 5.09000000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13607QFE7 3331000.00000000 PA USD 3317427.41000000 0.128020130320 Long DBT CORP CA N 2 2031-09-08 Variable 4.58000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140BY5 4460000.00000000 PA USD 4422378.70000000 0.170660402634 Long DBT CORP US N 2 2027-08-05 Fixed 3.75000000 N N N N N N M&T Bank Auto Receivables Trust 2024-1 N/A 55286TAD7 310000.00000000 PA USD 315035.27000000 0.012157268671 Long ABS-CBDO CORP US Y 2 2032-02-17 Fixed 5.15000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78017DAH1 1766000.00000000 PA USD 1786015.77000000 0.068922675125 Long DBT CORP CA N 2 2031-05-02 Variable 4.97000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CLG4 12238000.00000000 PA USD 12223658.53000000 0.471713217685 Long DBT UST US N 2 2027-08-15 Fixed 3.75000000 N N N N N N Equifax Inc 5493004MCF8JDC86VS77 294429AS4 770000.00000000 PA USD 720480.92000000 0.027803490437 Long DBT CORP US N 2 2030-05-15 Fixed 3.10000000 N N N N N N Southern Co/The 549300FC3G3YU2FBZD92 842587DD6 2425000.00000000 PA USD 2445710.13000000 0.094380401098 Long DBT CORP US N 2 2027-08-01 Fixed 5.11300000 N N N N N N RELX Capital Inc 2R15C3RTKJN1RCBOV146 74949LAF9 1100000.00000000 PA USD 1108077.64000000 0.042760918732 Long DBT CORP US N 2 2030-03-27 Fixed 4.75000000 N N N N N N Barings CLO Ltd 2025-VII 254900I80K3UAJ5XX377 06765FAC2 230000.00000000 PA USD 229312.71000000 0.008849219407 Long ABS-MBS CORP KY Y 2 2038-01-15 Floating 4.86750000 N N N N N N Cencora Inc AI8GXW8LG5WK7E9UD086 03073EAP0 1593000.00000000 PA USD 1569264.87000000 0.060558218262 Long DBT CORP US N 2 2027-12-15 Fixed 3.45000000 N N N N N N TransCanada PipeLines Ltd 5BV01I6231JPDAPMGH09 89352HBA6 1595000.00000000 PA USD 1564445.38000000 0.060372233262 Long DBT CORP CA N 2 2030-04-15 Fixed 4.10000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RFX7 20000.00000000 PA USD 20015.34000000 0.000772395630 Long ABS-CBDO CORP US Y 2 2027-04-20 Fixed 6.24000000 N N N N N N Steel Dynamics Inc 549300HGGKEL4FYTTQ83 858119BU3 4580000.00000000 PA USD 4534606.20000000 0.174991282379 Long DBT CORP US N 2 2028-12-15 Fixed 4.00000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RKR4 160000.00000000 PA USD 162009.82000000 0.006251988576 Long ABS-CBDO CORP US Y 2 2031-08-20 Fixed 5.51000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XCE8 510000.00000000 PA USD 525691.01000000 0.020286512194 Long DBT CORP US N 2 2028-11-15 Fixed 5.80000000 N N N N N N HP Inc WHKXQACZ14C5XRO8LW03 40434LAB1 650000.00000000 PA USD 638767.60000000 0.024650158478 Long DBT CORP US N 2 2027-06-17 Fixed 3.00000000 N N N N N N GOAT HOLDCO LLC N/A 38021CAC2 239400.00000000 PA USD 238402.42000000 0.009199992978 Long LON CORP US N 2 2032-01-27 Floating 6.47740000 N N N N N N Securitized Term Auto Receivables Trust 2025-B N/A 81378WAC7 67829.47000000 PA USD 68367.12000000 0.002638299661 Long ABS-CBDO CORP CA Y 2 2032-12-29 Fixed 5.12100000 N N N N N N SFS Auto Receivables Securitization Trust 2024-2 N/A 78397XAF1 220000.00000000 PA USD 224206.95000000 0.008652187195 Long ABS-CBDO CORP US Y 2 2032-02-20 Fixed 5.54000000 N N N N N N Ford Credit Floorplan Master Owner Trust A 5493001DTG5N7T8BG747 34528QJG0 430000.00000000 PA USD 440667.01000000 0.017005420488 Long ABS-CBDO CORP US Y 2 2031-04-15 Fixed 5.56000000 N N N N N N Crown Castle Inc 54930012H97VSM0I2R19 22822VAN1 716000.00000000 PA USD 675763.61000000 0.026077841268 Long DBT CORP US N 2 2029-11-15 Fixed 3.10000000 N N N N N N Aon North America Inc N/A 03740MAB6 1980000.00000000 PA USD 2022234.15000000 0.078038385600 Long DBT CORP US N 2 2029-03-01 Fixed 5.15000000 N N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874DR5 400000.00000000 PA USD 381563.41000000 0.014724601758 Long DBT CORP US N 2 2030-06-30 Fixed 3.40000000 N N N N N N Depository Trust Co/The 549300HBJLRO8YFMI370 249672AC0 885000.00000000 PA USD 885603.80000000 0.034175612568 Long DBT CORP US Y 2 2029-03-27 Fixed 4.30000000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89236TPQ2 3755000.00000000 PA USD 3733628.30000000 0.144081398765 Long DBT CORP US N 2 2029-03-13 Fixed 4.05000000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822CS1 1300000.00000000 PA USD 1320459.78000000 0.050956784347 Long DBT CORP JP N 2 2029-02-22 Variable 5.42200000 N N N N N N New Issuer: BB Company ID:71968132 N/A 24704EAG3 100000.00000000 PA USD 100590.88000000 0.003881820451 Long ABS-CBDO CORP US Y 2 2030-08-22 Fixed 4.82000000 N N N N N N Banque Federative du Credit Mutuel SA VBHFXSYT7OG62HNT8T76 06675DCU4 2405000.00000000 PA USD 2370675.58000000 0.091484804094 Long DBT CORP FR Y 2 2031-01-15 Fixed 4.54100000 N N N N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377CY6 130000.00000000 PA USD 129799.55000000 0.005008988367 Long DBT CORP US Y 2 2029-07-15 Fixed 5.75000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397E74 1285000.00000000 PA USD 1294435.95000000 0.049952519989 Long DBT CORP US N 2 2027-05-17 Fixed 5.85000000 N N N N N N NatWest Group PLC 2138005O9XJIJN4JPN90 78009PEH0 820000.00000000 PA USD 828794.04000000 0.031983313542 Long DBT CORP GB N 2 2030-01-27 Variable 5.07600000 N N N N N N Foundry JV Holdco LLC 21380048QROAMGM6EP30 350930AC7 3942000.00000000 PA USD 4119794.13000000 0.158983608753 Long DBT CORP US Y 2 2032-01-25 Fixed 6.15000000 N N N N N N CNH Industrial Capital LLC 549300PNSJ5B81UMVO28 12592BAR5 930000.00000000 PA USD 953180.17000000 0.036783397042 Long DBT CORP US N 2 2029-01-12 Fixed 5.50000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967MS7 1485000.00000000 PA USD 1361804.85000000 0.052552298158 Long DBT CORP US N 2 2031-06-03 Variable 2.57200000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GD27 6840000.00000000 PA USD 6776395.25000000 0.261502331715 Long DBT CORP US N 2 2029-10-21 Variable 4.15300000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAY9 880000.00000000 PA USD 867609.64000000 0.033481214644 Long DBT CORP US N 2 2030-09-01 Fixed 4.35200000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13607QFD9 3110000.00000000 PA USD 3102867.59000000 0.119740227636 Long DBT CORP CA N 2 2028-09-08 Variable 4.24300000 N N N N N N US Bank C&I Credit-Linked Notes Series 2025-2 N/A 90355PAB2 592240.35000000 PA USD 592704.25000000 0.022872565379 Long ABS-CBDO CORP US Y 2 2032-09-25 Fixed 4.81750000 N N N N N N Nomura Holdings Inc 549300B3CEAHYG7K8164 65535HBZ1 1340000.00000000 PA USD 1338929.50000000 0.051669534219 Long DBT CORP JP N 2 2030-07-01 Fixed 4.90400000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397E58 570000.00000000 PA USD 576683.82000000 0.022254334056 Long DBT CORP US N 2 2029-03-08 Fixed 5.80000000 N N N N N N Zimmer Biomet Holdings Inc 2P2YLDVPES3BXQ1FRB91 98956PBB7 4200000.00000000 PA USD 4266888.99000000 0.164660026295 Long DBT CORP US N 2 2030-02-19 Fixed 5.05000000 N N N N N N Aurizon Finance Pty Ltd 8945002Q8CO1BE22YB71 N/A 1090000.00000000 PA 716208.39000000 0.027638612723 Long DBT CORP AU N 2 2028-03-09 Fixed 3.00000000 N N N N N N Carmax Auto Owner Trust 2025-1 N/A 14319WAH9 110000.00000000 PA USD 111181.19000000 0.004290502450 Long ABS-CBDO CORP US N 2 2031-07-15 Fixed 5.60000000 N N N N N N British Telecommunications PLC 549300OWFMSO9NYV4H90 111021AL5 870000.00000000 PA USD 883068.89000000 0.034077789928 Long DBT CORP GB N 2 2028-12-04 Fixed 5.12500000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78017DAM0 140000.00000000 PA USD 139786.23000000 0.005394376174 Long DBT CORP CA N 2 2031-08-06 Variable 4.69600000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PEQ5 750000.00000000 PA USD 751456.61000000 0.028998847978 Long DBT CORP US N 2 2030-10-22 Variable 4.60300000 N N N N N N Diamondback Energy Inc 549300R22LSX6OHWEN64 25278XAX7 827000.00000000 PA USD 833923.69000000 0.032181267674 Long DBT CORP US N 2 2027-04-18 Fixed 5.20000000 N N N N N N Korea International Bond N/A N/A 257000.00000000 PA 292647.37000000 0.011293315516 Long DBT NUSS KR N 2 2026-10-15 Fixed 0.00000000 N N N N N N Dryden 90 Clo Ltd 549300BLIFMJ8T7AGX24 262484AN8 400000.00000000 PA USD 399598.04000000 0.015420561427 Long ABS-MBS CORP KY Y 2 2038-11-15 Floating 4.90250000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CFJ5 4562000.00000000 PA USD 4455256.32000000 0.171929156002 Long DBT UST US N 2 2029-08-31 Fixed 3.12500000 N N N N N N Evergreen Credit Card Trust 5493002G9KVV6J3CNU15 30023JCY2 190000.00000000 PA USD 191033.62000000 0.007372022324 Long ABS-CBDO CORP CA Y 2 2029-05-15 Fixed 5.53000000 N N N N N N Univision Communications Inc 549300YQDE2JSGTL8V47 914906BA9 65000.00000000 PA USD 67028.80000000 0.002586653647 Long DBT CORP US Y 2 2032-08-01 Fixed 9.37500000 N N N N N N Starwood Property Trust Inc BUGSFQZERKRBFWIG5267 85571BBC8 75000.00000000 PA USD 74981.32000000 0.002893542848 Long DBT CORP US Y 2 2030-04-15 Fixed 6.00000000 N N N N N N JPMDB Commercial Mortgage Securities Trust 2017-C7 N/A 46648KAU0 160000.00000000 PA USD 157386.35000000 0.006073568023 Long ABS-MBS CORP US N 2 2050-10-15 Fixed 3.40920000 N N N N N N CNH Industrial Capital LLC 549300PNSJ5B81UMVO28 12592BAW4 2885000.00000000 PA USD 2817727.97000000 0.108736637564 Long DBT CORP US N 2 2031-03-07 Fixed 4.37500000 N N N N N N Willis North America Inc 5493004KVU1HWZCP0C66 970648AJ0 506000.00000000 PA USD 479134.99000000 0.018489906870 Long DBT CORP US N 2 2029-09-15 Fixed 2.95000000 N N N N N N Penske Truck Leasing Co Lp / PTL Finance Corp N/A 709599CB8 1058000.00000000 PA USD 1073612.98000000 0.041430921201 Long DBT CORP US Y 2 2030-02-01 Fixed 5.25000000 N N N N N N Southwest Airlines Co UDTZ87G0STFETI6HGH41 844741BK3 2331000.00000000 PA USD 2339031.97000000 0.090263671398 Long DBT CORP US N 2 2027-06-15 Fixed 5.12500000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162CQ1 253000.00000000 PA USD 249077.29000000 0.009611938163 Long DBT CORP US N 2 2027-11-02 Fixed 3.20000000 N N N N N N Vistra Operations Co LLC 549300ZH5GKBTJZ7NM23 92840VAX0 770000.00000000 PA USD 761671.62000000 0.029393047082 Long DBT CORP US Y 2 2028-10-15 Fixed 4.30000000 N N N N N N CIFC Funding 2025-VI Ltd N/A 171933AE4 180000.00000000 PA USD 179867.47000000 0.006941118554 Long ABS-MBS CORP KY Y 2 2038-10-23 Floating 5.40980000 N N N N N N Southern Co Gas Capital Corp E8CD46SWUD2TSN8PA636 8426EPAJ7 970000.00000000 PA USD 962548.39000000 0.037144918365 Long DBT CORP US N 2 2028-09-15 Fixed 4.05000000 N N N N N N TKO Worldwide Holdings LLC 549300JEOTH7UMZ3C491 90266UAL7 34949.75000000 PA USD 34901.34000000 0.001346849092 Long LON CORP US N 2 2031-11-21 Floating 5.67250000 N N N N N N CCO Holdings LLC / CCO Holdings Capital Corp N/A 1248EPCE1 135000.00000000 PA USD 125995.83000000 0.004862202117 Long DBT CORP US Y 2 2030-08-15 Fixed 4.50000000 N N N N N N FirstEnergy Corp 549300SVYJS666PQJH88 337932AH0 615000.00000000 PA USD 610231.46000000 0.023548943618 Long DBT CORP US N 2 2027-07-15 Fixed 3.90000000 N N N N N N Churchill Downs Inc 529900FODTBQC8MIS994 171484AE8 195000.00000000 PA USD 192489.53000000 0.007428206158 Long DBT CORP US Y 2 2028-01-15 Fixed 4.75000000 N N N N N N Freddie Mac STACR REMIC Trust 2024-HQA1 529900PGKDI4ZEXFQ523 35564NBW2 439344.70000000 PA USD 439920.37000000 0.016976607514 Long ABS-MBS CORP US Y 2 2044-03-25 Floating 4.91190000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822DN1 3422000.00000000 PA USD 3387364.47000000 0.130719014253 Long DBT CORP JP N 2 2031-09-12 Variable 4.52700000 N N N N N N OCP Aegis CLO 2024-39 Ltd N/A 67570HAC5 240000.00000000 PA USD 239441.04000000 0.009240073513 Long ABS-MBS CORP JE Y 2 2038-04-16 Floating 5.07150000 N N N N N N BBCMS Mortgage Trust 2024-5C25 N/A 05554VAE0 450000.00000000 PA USD 466627.95000000 0.018007257910 Long ABS-MBS CORP US N 2 2057-03-15 Variable 6.35800000 N N N N N N Ally Auto Receivables Trust 2024-1 N/A 02008FAG9 140000.00000000 PA USD 142679.99000000 0.005506046902 Long ABS-CBDO CORP US Y 2 2032-02-16 Fixed 5.80000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RMX7 1153000.00000000 PA USD 1162088.52000000 0.044845208466 Long DBT CORP US N 2 2030-08-15 Fixed 4.70000000 N N N N N N INT Commercial Mortgage Trust 2025-PLAZA N/A 44989YAA6 140000.00000000 PA USD 139530.66000000 0.005384513681 Long ABS-MBS CORP US Y 2 2037-11-05 Variable 4.55360000 N N N N N N AEP Texas Inc 5493001L78U618KXNZ75 00108WAS9 1560000.00000000 PA USD 1600270.12000000 0.061754716529 Long DBT CORP US N 2 2029-05-15 Fixed 5.45000000 N N N N N N Lincoln Financial Global Funding 984500OC010458395923 53359KAD3 575000.00000000 PA USD 568869.75000000 0.021952787666 Long DBT CORP US Y 2 2029-01-12 Fixed 4.20000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SBU6 1317000.00000000 PA USD 1311234.90000000 0.050600794541 Long DBT CORP US N 2 2030-08-06 Fixed 4.50000000 N N N N N N NNN REIT Inc 5493008JKH5SOTI0JS97 637417AL0 60000.00000000 PA USD 59799.31000000 0.002307666306 Long DBT CORP US N 2 2028-10-15 Fixed 4.30000000 N N N N N N Corp Financiera de Desarrollo SA 254900BOM7T4MG6T0J30 N/A 1000000.00000000 PA USD 967296.07000000 0.037328132204 Long DBT NUSS PE N 2 2027-09-28 Fixed 2.40000000 N N N N N N Santander Drive Auto Receivables Trust 2025-3 N/A 80288JAF0 1790000.00000000 PA USD 1794138.48000000 0.069236131989 Long ABS-CBDO CORP US N 2 2031-09-15 Fixed 5.11000000 N N N N N N Barclays Commercial Mortgage Trust 2019-C3 N/A 05550MAU8 440000.00000000 PA USD 426427.23000000 0.016455904775 Long ABS-MBS CORP US N 2 2052-05-15 Fixed 3.58300000 N N N N N N Campbell's Company/The 5493007JDSMX8Z5Z1902 134429BG3 1090000.00000000 PA USD 1077948.31000000 0.041598222378 Long DBT CORP US N 2 2028-03-15 Fixed 4.15000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78017DAQ1 1410000.00000000 PA USD 1386247.72000000 0.053495552980 Long DBT CORP CA N 2 2031-11-03 Variable 4.30500000 N N N N N N MPT Operating Partnership LP / MPT Finance Corp N/A 55342UAM6 140000.00000000 PA USD 91515.49000000 0.003531599492 Long DBT CORP US N 2 2031-03-15 Fixed 3.50000000 N N N N N N Deutsche Bank AG/New York NY 7LTWFZYICNSX8D621K86 251526DB2 5499000.00000000 PA USD 5478588.15000000 0.211419718431 Long DBT CORP DE N 2 2031-08-04 Variable 4.95000000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 88339WAB2 4530000.00000000 PA USD 4581318.97000000 0.176793936715 Long DBT CORP US N 2 2029-03-15 Fixed 4.90000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05971KAR0 2400000.00000000 PA USD 2365775.28000000 0.091295700621 Long DBT CORP ES N 2 2030-11-06 Fixed 4.55100000 N N N N N N Jefferies Financial Group Inc 549300HOF34RGOJ5YL07 47233JBH0 432000.00000000 PA USD 416934.71000000 0.016089586692 Long DBT CORP US N 2 2030-01-23 Fixed 4.15000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GML0 1700000.00000000 PA USD 1732083.61000000 0.066841423209 Long DBT CORP US N 2 2031-01-24 Variable 5.16200000 N N N N N N Conagra Brands Inc 54930035UDEIH090K650 205887CC4 1340000.00000000 PA USD 1341374.55000000 0.051763889145 Long DBT CORP US N 2 2028-11-01 Fixed 4.85000000 N N N N N N Helmerich & Payne Inc 254900NAOGHJ88RZ4C73 423452AM3 565000.00000000 PA USD 565866.63000000 0.021836896716 Long DBT CORP US N 2 2029-12-01 Fixed 4.85000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KU4 200000.00000000 PA USD 198310.29000000 0.007652830350 Long DBT CORP US N 2 2028-07-25 Fixed 4.12500000 N N N N N N Pinnacle Bank/Nashville TN 549300CDOC4F7XSRG390 87164DXY1 673000.00000000 PA USD 666846.67000000 0.025733734923 Long DBT CORP US N 2 2036-01-15 Variable 5.95700000 N N N N N N NCL Corp Ltd UNZWILHE4KMRP9K2L524 62886HBY6 90000.00000000 PA USD 87425.78000000 0.003373776835 Long DBT CORP BM Y 2 2031-01-15 Fixed 5.87500000 N N N N N N Zambia Government International Bond N/A N/A 471326.19000000 PA USD 441868.96000000 0.017051803959 Long DBT NUSS ZM N 2 2033-06-30 Variable 5.75000000 N N N N N N Hewlett Packard Enterprise Co 549300BX44RGX6ANDV88 42824CBS7 1737000.00000000 PA USD 1734539.28000000 0.066936187963 Long DBT CORP US N 2 2027-09-25 Fixed 4.40000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RJL9 240000.00000000 PA USD 243289.94000000 0.009388603268 Long ABS-CBDO CORP US Y 2 2030-12-20 Fixed 5.58000000 N N N N N N Carmax Auto Owner Trust 2025-3 N/A 14290FAH9 140000.00000000 PA USD 140169.36000000 0.005409161231 Long ABS-CBDO CORP US N 2 2032-05-17 Fixed 5.22000000 N N N N N N Renault SA 969500F7JLTX36OUI695 N/A 400000.00000000 PA 453460.43000000 0.017499120905 Long DBT CORP FR N 2 2030-09-30 Fixed 3.87500000 N N N N N N DTE Energy Co 549300IX8SD6XXD71I78 233331BM8 1530000.00000000 PA USD 1540445.25000000 0.059446063857 Long DBT CORP US N 2 2027-07-01 Fixed 4.95000000 N N N N N N GE HealthCare Technologies Inc 549300OI9J7XOWZMUN85 36267VAF0 4285000.00000000 PA USD 4370433.90000000 0.168655843305 Long DBT CORP US N 2 2027-11-15 Fixed 5.65000000 N N N N N N Progress Residential 2024-SFR4 Trust N/A 74334JAA8 787550.22000000 PA USD 747035.25000000 0.028828226887 Long ABS-CBDO CORP US Y 2 2041-07-17 Fixed 3.10000000 N N N N N N Teva Pharmaceutical Finance Netherlands III BV 5493004T21MOAFINJP35 88167AAP6 20000.00000000 PA USD 19914.40000000 0.000768500337 Long DBT CORP NL N 2 2027-05-09 Fixed 4.75000000 N N N N N N McCormick & Co Inc/MD 549300JQQA6MQ4OJP259 579780AV9 730000.00000000 PA USD 722644.40000000 0.027886979526 Long DBT CORP US N 2 2029-02-15 Fixed 4.15000000 N N N N N N US Bank NA N/A 90357PBC7 751562.13000000 PA USD 755206.53000000 0.029143558077 Long ABS-CBDO CORP US Y 2 2032-02-25 Fixed 5.58200000 N N N N N N N/A N/A N/A -76.00000000 NC 82746.99000000 0.003193221473 N/A DIR N/A N 1 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 Short N/A Eurex 2 Year Euro SCHATZ Future 2026-06-08 -9442057.82000000 EUR 82746.99000000 N N N Sazerac Co Inc 9QU0CG1O4LSOB6IFK895 80583EAP1 274150.00000000 PA USD 273769.21000000 0.010564803870 Long LON CORP US N 2 2032-07-09 Floating 5.67650000 N N N N N N VMware LLC 549300BUDHS3LRWBE814 928563AF2 2387000.00000000 PA USD 2402631.44000000 0.092717986574 Long DBT CORP US N 2 2030-05-15 Fixed 4.70000000 N N N N N N Aflac Inc 549300N0B7DOGLXWPP39 001055BJ0 225000.00000000 PA USD 218330.82000000 0.008425426264 Long DBT CORP US N 2 2030-04-01 Fixed 3.60000000 N N N N N N PNC Financial Services Group Inc/The CFGNEKW0P8842LEUIA51 693475BX2 2828000.00000000 PA USD 2908453.86000000 0.112237766248 Long DBT CORP US N 2 2030-05-14 Variable 5.49200000 N N N N N N Garda World Security Corp 549300ZF1NDXLMCHNO20 36485MAN9 50000.00000000 PA USD 49579.19000000 0.001913270007 Long DBT CORP CA Y 2 2032-08-01 Fixed 8.25000000 N N N N N N N/A N/A N/A 1.00000000 NC 145586.14000000 0.005618195762 N/A DFE N/A N 2 JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 6311951.96000000 GBP 8498109.15000000 USD 2026-06-17 145586.14000000 N N N Huntington Bank Auto Credit-Linked Notes Series 2025-2 N/A 44644NAN9 1088471.45000000 PA USD 1090323.59000000 0.042075786696 Long ABS-CBDO CORP US Y 2 2033-09-20 Fixed 4.83500000 N N N N N N Stellantis Finance US Inc 549300QZ0AI8Q7LNON33 85855CAM2 1800000.00000000 PA USD 1811418.57000000 0.069902973821 Long DBT CORP US Y 2 2028-03-17 Fixed 5.35000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172DM8 845000.00000000 PA USD 847033.59000000 0.032687181112 Long DBT CORP US N 2 2027-11-01 Fixed 4.37500000 N N N N N N HPEFS Equipment Trust 2025-1 N/A 40446EAF4 450000.00000000 PA USD 451034.19000000 0.017405491860 Long ABS-CBDO CORP US Y 2 2033-03-21 Fixed 4.99000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CPE5 26875000.00000000 PA USD 26734326.04000000 1.031682530073 Long DBT UST US N 2 2027-10-31 Fixed 3.50000000 N N N N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 14149YBR8 2020000.00000000 PA USD 2049102.62000000 0.079075244770 Long DBT CORP US N 2 2029-11-15 Fixed 5.00000000 N N N N N N Israel Government International Bond N/A 46514BRN9 2049000.00000000 PA USD 2075878.04000000 0.080108513123 Long DBT NUSS IL N 2 2029-03-12 Fixed 5.37500000 N N N N N N N/A N/A N/A 387.00000000 NC USD -140018.93000000 -0.00540335611 N/A DIR N/A N 1 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 Long N/A CBOT 2 Year US Treasury Note Future 2026-06-30 80421354.67000000 USD -140018.93000000 N N N DTE Energy Co 549300IX8SD6XXD71I78 233331BK2 2660000.00000000 PA USD 2705254.69000000 0.104396273124 Long DBT CORP US N 2 2029-03-01 Fixed 5.10000000 N N N N N N Republic of Uzbekistan International Bond N/A N/A 451000.00000000 PA USD 445126.36000000 0.017177507620 Long DBT NUSS UZ N 2 2029-02-20 Fixed 5.37500000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HJW1 1360000.00000000 PA USD 1345701.42000000 0.051930863850 Long DBT CORP US N 2 2032-01-26 Variable 4.48100000 N N N N N N Gm Financial Consumer Automobile Receivables Trust 2025-3 N/A 379957AG8 70000.00000000 PA USD 70138.73000000 0.002706666415 Long ABS-CBDO CORP US N 2 2033-01-18 Fixed 4.73000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U2G7 600000.00000000 PA USD 566119.37000000 0.021846649999 Long DBT CORP US N 2 2030-10-30 Variable 2.87900000 N N N N N N Nomura Holdings Inc 549300B3CEAHYG7K8164 65535HBH1 690000.00000000 PA USD 704827.30000000 0.027199414379 Long DBT CORP JP N 2 2028-01-18 Fixed 5.84200000 N N N N N N Brown & Brown Inc 549300PC8KTJ71XKFY89 115236AJ0 736000.00000000 PA USD 738234.49000000 0.028488603950 Long DBT CORP US N 2 2028-06-23 Fixed 4.70000000 N N N N N N Revvity Inc 549300IKL1SDPFI7N655 714046AG4 605000.00000000 PA USD 579197.90000000 0.022351352863 Long DBT CORP US N 2 2029-09-15 Fixed 3.30000000 N N N N N N BANK 2018-BNK15 N/A 06036FBC4 60000.00000000 PA USD 59819.98000000 0.002308463965 Long ABS-MBS CORP US N 2 2061-11-15 Variable 4.40700000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 694308JF5 586000.00000000 PA USD 567820.80000000 0.021912308494 Long DBT CORP US N 2 2027-08-01 Fixed 2.10000000 N N N N N N Digital Realty Trust LP CD4SPTZ3YBTHY0C1AH38 25389JAV8 4750000.00000000 PA USD 4835056.59000000 0.186585717865 Long DBT CORP US N 2 2028-01-15 Fixed 5.55000000 N N N N N N SBNA Auto Receivables Trust 2025-SF1 N/A 78437XAD8 130000.00000000 PA USD 130241.55000000 0.005026045228 Long ABS-CBDO CORP US Y 2 2031-09-15 Fixed 5.34000000 N N N N N N N/A N/A N/A -9.00000000 NC 49759.87000000 0.001920242481 N/A DIR N/A N 1 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 Short N/A Long Gilt Future 2026-06-26 -1115439.51000000 GBP 49759.87000000 N N N NCL Corp Ltd UNZWILHE4KMRP9K2L524 62886HBR1 50000.00000000 PA USD 49618.49000000 0.001914786601 Long DBT CORP BM Y 2 2032-02-01 Fixed 6.75000000 N N N N N N Verizon Master Trust 5493007MUBNP1GFMEB89 92348KED1 600000.00000000 PA USD 608239.26000000 0.023472064255 Long ABS-CBDO CORP US Y 2 2033-03-21 Fixed 5.02000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VGH1 3905000.00000000 PA USD 3749468.22000000 0.144692664174 Long DBT CORP US N 2 2028-03-22 Fixed 2.10000000 N N N N N N Coterra Energy Inc FCNMH6O7VWU7LHXMK351 127097AG8 912000.00000000 PA USD 905790.01000000 0.034954602103 Long DBT CORP US N 2 2027-05-15 Fixed 3.90000000 N N N N N N Venture Global LNG Inc 54930011XLBUWMQUC829 92332YAC5 430000.00000000 PA USD 465124.19000000 0.017949227536 Long DBT CORP US Y 2 2029-02-01 Fixed 9.50000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272BY3 1320000.00000000 PA USD 1329579.81000000 0.051308727972 Long DBT CORP US Y 2 2028-04-01 Fixed 4.90700000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422EYL7 910000.00000000 PA USD 900981.48000000 0.034769040051 Long DBT CORP US N 2 2031-03-10 Fixed 4.20000000 N N N N N N eBay Inc OML71K8X303XQONU6T67 278642AW3 477000.00000000 PA USD 444296.69000000 0.017145490503 Long DBT CORP US N 2 2030-03-11 Fixed 2.70000000 N N N N N N Pfizer Investment Enterprises Pte Ltd 5493000FQO8XF9C0RT95 716973AC6 10840000.00000000 PA USD 10901479.06000000 0.420690070186 Long DBT CORP SG N 2 2028-05-19 Fixed 4.45000000 N N N N N N T-Mobile USA Inc 549300V2JRLO5DIFGE82 87264ABV6 1406000.00000000 PA USD 1363009.41000000 0.052598782348 Long DBT CORP US N 2 2029-04-15 Fixed 3.37500000 N N N N N N SFS Auto Receivables Securitiz N/A 81885BAJ4 70000.00000000 PA USD 70843.82000000 0.002733875967 Long ABS-CBDO CORP US Y 2 2031-02-20 Fixed 5.11000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XDH5 2547000.00000000 PA USD 2454595.66000000 0.094723295325 Long DBT CORP US N 2 2030-09-26 Fixed 4.45000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HJF8 1443000.00000000 PA USD 1444555.97000000 0.055745679009 Long DBT CORP US N 2 2028-07-22 Variable 4.54800000 N N N N N N Roper Technologies Inc 54930003T4SXCIWVXY35 776696AL0 1273000.00000000 PA USD 1253751.68000000 0.048382506571 Long DBT CORP US N 2 2030-09-15 Fixed 4.45000000 N N N N N N Owens-Brockway Glass Container Inc V2UQUCDZJ9WY98W8QU33 69073TAU7 20000.00000000 PA USD 19180.34000000 0.000740172827 Long DBT CORP US Y 2 2031-05-15 Fixed 7.25000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397J20 1785000.00000000 PA USD 1762873.41000000 0.068029607221 Long DBT CORP US N 2 2029-04-06 Fixed 4.97000000 N N N N N N UBS AG/Stamford CT 254900R882POXXVAK772 90261AAG7 770000.00000000 PA USD 768830.07000000 0.029669292976 Long DBT CORP CH N 2 2029-03-16 Variable 4.30200000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89236TMF9 2175000.00000000 PA USD 2220561.66000000 0.085691880473 Long DBT CORP US N 2 2029-05-16 Fixed 5.05000000 N N N N N N Six Flags Entertainment Corp/Canada's Wonderland Co/Millennium Operations LLC N/A 83003AAA8 30000.00000000 PA USD 30049.37000000 0.001159610682 Long DBT CORP US Y 2 2032-01-15 Fixed 8.62500000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RKG6 2090000.00000000 PA USD 1990945.12000000 0.076830936211 Long DBT CORP US N 2 2028-02-01 Fixed 1.65000000 N N N N N N Fair Isaac Corp RI6HET5SJUEY30V1PS26 303250AF1 220000.00000000 PA USD 213573.63000000 0.008241845432 Long DBT CORP US Y 2 2028-06-15 Fixed 4.00000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W3D4 635000.00000000 PA USD 640220.42000000 0.024706223067 Long DBT CORP FR Y 2 2031-05-09 Variable 5.08500000 N N N N N N Toronto-Dominion Bank/The PT3QB789TSUIDF371261 89115KAB6 1166000.00000000 PA USD 1176187.59000000 0.045389294155 Long DBT CORP CA N 2 2030-06-03 Fixed 4.80800000 N N N N N N N/A N/A N/A 1.00000000 NC 7334.10000000 0.000283024259 N/A DFE N/A N 2 ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 406099.66000000 GBP 544720.44000000 USD 2026-06-17 7334.10000000 N N N Nelnet Student Loan Trust 2025-D N/A 639931AC8 520000.00000000 PA USD 513493.45000000 0.019815806124 Long ABS-CBDO CORP US Y 2 2054-08-20 Fixed 4.86000000 N N N N N N Equinix Inc 549300EVUN2BTLJ3GT74 29444UBH8 550000.00000000 PA USD 494379.85000000 0.019078208805 Long DBT CORP US N 2 2030-07-15 Fixed 2.15000000 N N N N N N Sysco Corp 5RGWIFLMGH3YS7KWI652 871829BF3 940000.00000000 PA USD 924459.72000000 0.035675069625 Long DBT CORP US N 2 2027-07-15 Fixed 3.25000000 N N N N N N CD 2017-CD4 Mortgage Trust N/A 12515DAR5 210000.00000000 PA USD 207921.40000000 0.008023724843 Long ABS-MBS CORP US N 2 2050-05-10 Variable 3.51400000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280FK0 2070000.00000000 PA USD 2053782.87000000 0.079255856473 Long DBT CORP GB N 2 2030-03-10 Variable 4.39800000 N N N N N N Hyundai Auto Receivables Trust N/A 44935CAG6 510000.00000000 PA USD 514501.62000000 0.019854711588 Long ABS-CBDO CORP US N 2 2032-06-15 Fixed 4.76000000 N N N N N N AmWINS Group Inc 549300SJE7MUB8NMRG61 031921AC3 105000.00000000 PA USD 105840.39000000 0.004084400002 Long DBT CORP US Y 2 2029-02-15 Fixed 6.37500000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RHJ4 1347000.00000000 PA USD 1347939.34000000 0.052017225592 Long DBT CORP US N 2 2029-03-01 Fixed 4.35000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XDV5 1420000.00000000 PA USD 1405498.42000000 0.054238441013 Long DBT CORP US N 2 2029-04-06 Fixed 4.30000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GC36 3510000.00000000 PA USD 3567384.08000000 0.137666003919 Long DBT CORP US N 2 2031-01-28 Variable 5.20700000 N N N N N N Lavender US HoldCo 1 Inc 254900WC9QQXLKNE2931 51944RAB8 144637.50000000 PA USD 142106.34000000 0.005483909643 Long LON CORP US N 2 2032-12-31 Floating 6.91770000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CBW4 700000.00000000 PA USD 707586.02000000 0.027305873889 Long DBT CORP US N 2 2027-12-08 Fixed 5.00000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650DN7 1505000.00000000 PA USD 1327945.73000000 0.051245668526 Long DBT CORP US N 2 2030-08-21 Fixed 1.75000000 N N N N N N Carmax Auto Owner Trust 2025-4 N/A 14320HAG1 170000.00000000 PA USD 170926.91000000 0.006596100709 Long ABS-CBDO CORP US N 2 2031-09-15 Fixed 4.81000000 N N N N N N Eastman Chemical Co FDPVHDGJ1IQZFK9KH630 277432AW0 302000.00000000 PA USD 302114.77000000 0.011658664213 Long DBT CORP US N 2 2028-12-01 Fixed 4.50000000 N N N N N N American Builders & Contractors Supply Co Inc 549300H5GQ4C1BEKG397 024747AF4 80000.00000000 PA USD 78477.20000000 0.003028449497 Long DBT CORP US Y 2 2028-01-15 Fixed 4.00000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U3L5 1130000.00000000 PA USD 1144674.21000000 0.044173187059 Long DBT CORP US N 2 2028-04-22 Variable 5.70700000 N N N N N N Abu Dhabi Developmental Holding Co PJSC 254900G082ZFKTCR2Q75 N/A 1520000.00000000 PA USD 1541121.01000000 0.059472141559 Long DBT CORP AE N 2 2029-05-08 Fixed 5.37500000 N N N N N N Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC N/A 44287DAA1 70000.00000000 PA USD 65651.70000000 0.002533511106 Long DBT CORP GB Y 2 2032-02-15 Fixed 8.12500000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650DG2 2525000.00000000 PA USD 2419381.50000000 0.093364374452 Long DBT CORP US N 2 2029-08-15 Fixed 3.25000000 N N N N N N Navient Refinance Loan Trust 2026-A N/A 63943HAA8 460000.00000000 PA USD 454815.89000000 0.017551428355 Long ABS-CBDO CORP US Y 2 2056-01-18 Fixed 4.50000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DBN4 1270000.00000000 PA USD 1283586.45000000 0.049533835800 Long DBT CORP US N 2 2030-04-02 Fixed 4.90600000 N N N N N N Opal Bidco SAS 969500R96XT7XY2UJ564 68348BAA1 70000.00000000 PA USD 70047.09000000 0.002703130010 Long DBT CORP FR Y 2 2032-03-31 Fixed 6.50000000 N N N N N N Kimco Realty OP LLC 549300EA7I6T15IBYS12 49446RAW9 526000.00000000 PA USD 488889.99000000 0.018866354104 Long DBT CORP US N 2 2030-10-01 Fixed 2.70000000 N N N N N N Pinnacle West Capital Corp TWSEY0NEDUDCKS27AH81 723484AN1 680000.00000000 PA USD 691074.46000000 0.026668689769 Long DBT CORP US N 2 2030-05-15 Fixed 5.15000000 N N N N N N VB-S1 Issuer LLC N/A 91825HAA2 730000.00000000 PA USD 717257.78000000 0.027679108875 Long ABS-CBDO CORP US Y 2 2056-03-15 Fixed 4.69300000 N N N N N N OAK-Eagle Acquireco Inc 6488ICS9P20290MA1H31 67124CAA1 55000.00000000 PA USD 56961.72000000 0.002198163189 Long DBT CORP US Y 2 2033-07-01 Fixed 7.25000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFS9 3763000.00000000 PA USD 3806974.79000000 0.146911853225 Long DBT CORP US N 2 2030-07-19 Variable 5.04200000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCA7 1141000.00000000 PA USD 1119422.78000000 0.043198729759 Long DBT CORP US N 2 2028-02-15 Fixed 3.15000000 N N N N N N Block Inc 549300OHIIUWSTIZME52 852234AT0 360000.00000000 PA USD 358056.98000000 0.013817484326 Long DBT CORP US Y 2 2030-08-15 Fixed 5.62500000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 89364MCE2 440000.00000000 PA USD 439674.84000000 0.016967132467 Long LON CORP US N 2 2032-08-19 Floating 6.17670000 N N N N N N NXP BV / NXP Funding LLC / NXP USA Inc N/A 62954HAY4 960000.00000000 PA USD 915010.70000000 0.035310430216 Long DBT CORP N/A N 2 2030-05-01 Fixed 3.40000000 N N N N N N WFRBS Commercial Mortgage Trust 2014-C20 549300UVB571ELWL8972 92890FAZ9 90000.00000000 PA USD 39598.20000000 0.001528101778 Long ABS-MBS CORP US N 2 2047-05-15 Variable 4.51300000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397A86 1120000.00000000 PA USD 1105588.46000000 0.042664860820 Long DBT CORP US N 2 2027-08-17 Fixed 4.12500000 N N N N N N Progress Residential 2022-SFR5 Trust N/A 74332YAC3 100000.00000000 PA USD 99600.11000000 0.003843586456 Long ABS-CBDO CORP US Y 2 2039-06-17 Fixed 4.89600000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439BD0 1131048.00000000 PA USD 1137471.71000000 0.043895241267 Long DBT CORP GB N 2 2029-06-13 Variable 4.81800000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RHL1 100000.00000000 PA USD 101826.80000000 0.003929514830 Long ABS-CBDO CORP US Y 2 2028-08-21 Fixed 5.90000000 N N N N N N Progress Residential 2024-SFR2 Trust N/A 74290XAA9 286694.97000000 PA USD 274911.18000000 0.010608872701 Long ABS-CBDO CORP US Y 2 2041-04-17 Fixed 3.30000000 N N N N N N Toronto-Dominion Bank/The PT3QB789TSUIDF371261 89115A3E0 4410000.00000000 PA USD 4446063.66000000 0.171574409571 Long DBT CORP CA N 2 2028-01-31 Fixed 4.86100000 N N N N N N Hewlett Packard Enterprise Co 549300BX44RGX6ANDV88 42824CBT5 4437000.00000000 PA USD 4414552.02000000 0.170358369622 Long DBT CORP US N 2 2029-10-15 Fixed 4.55000000 N N N N N N Service Properties Trust 529900IS770AG1K9QG27 81761LAB8 145000.00000000 PA USD 145176.79000000 0.005602398870 Long DBT CORP US N 2 2027-12-15 Fixed 5.50000000 N N N N N N Ryder System Inc ZXJ6Y2OSPZXIVGRILD15 78355HKX6 3250000.00000000 PA USD 3396970.04000000 0.131089694956 Long DBT CORP US N 2 2028-12-01 Fixed 6.30000000 N N N N N N KSA Sukuk Ltd 635400XBJFPNCGN9CK71 N/A 200000.00000000 PA USD 197747.70000000 0.007631119899 Long DBT NUSS KY N 2 2029-01-19 Fixed 4.30300000 N N N N N N N/A N/A N/A -450000.00000000 NC USD 76289.72000000 0.002944034243 N/A DCR N/A N 2 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 N/A GENERAL MOTORS C Y Payout of notional amount upon default event with regard to reference instrument 2031-06-20 74559.67000000 USD 0.00000000 USD -450000.00000000 USD 1730.05000000 N N N Essex Portfolio LP 5493003GN3O58H286O74 29717PAU1 420000.00000000 PA USD 395572.00000000 0.015265195807 Long DBT CORP US N 2 2030-01-15 Fixed 3.00000000 N N N N N N Phillips 66 Co RVJMT2IZVVSKIRJJBH76 718547AZ5 920000.00000000 PA USD 906034.71000000 0.034964045121 Long DBT CORP US N 2 2056-03-15 Variable 5.87500000 N N N N N N Mondelez International Inc 549300DV9GIB88LZ5P30 609207BG9 1785000.00000000 PA USD 1778376.60000000 0.068627878158 Long DBT CORP US N 2 2030-05-06 Fixed 4.50000000 N N N N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079KBK2 5593000.00000000 PA USD 5553108.77000000 0.214295482782 Long DBT CORP US N 2 2031-02-15 Fixed 4.10000000 N N N N N N Constellation Energy Generation LLC S2PEWKCZFFECR4533P43 210385AQ3 990000.00000000 PA USD 978249.83000000 0.037750839806 Long DBT CORP US N 2 2031-01-15 Fixed 4.40000000 N N N N N N Imperial Brands Finance PLC 2138008L3B3MCG1DFS50 45262BAJ2 540000.00000000 PA USD 540377.55000000 0.020853268458 Long DBT CORP GB Y 2 2028-06-30 Fixed 4.50000000 N N N N N N NMI Holdings Inc 529900KNNGFXJX1C3Z08 629209AC1 375000.00000000 PA USD 383214.11000000 0.014788302572 Long DBT CORP US N 2 2029-08-15 Fixed 6.00000000 N N N N N N NextEra Energy Operating Partners LP 549300KJEC5IUVJWR786 65342QAM4 35000.00000000 PA USD 36149.15000000 0.001395002308 Long DBT CORP US Y 2 2029-01-15 Fixed 7.25000000 N N N N N N Securitized Term Auto Receivables Trust 2025-B N/A 81378WAD5 47480.63000000 PA USD 47785.37000000 0.001844046165 Long ABS-CBDO CORP CA Y 2 2032-12-29 Fixed 5.46300000 N N N N N N Eaton Corp 0NZWDMRCE180888QQE14 278058DX7 1040000.00000000 PA USD 1025430.46000000 0.039571548944 Long DBT CORP US N 2 2031-03-06 Fixed 4.20000000 N N N N N N Horace Mann Educators Corp 254900G5YAV3A2YK8T32 440327AL8 139000.00000000 PA USD 146685.88000000 0.005660634929 Long DBT CORP US N 2 2028-09-15 Fixed 7.25000000 N N N N N N Vistra Operations Co LLC 549300ZH5GKBTJZ7NM23 92840VAB8 95000.00000000 PA USD 94993.97000000 0.003665834671 Long DBT CORP US Y 2 2027-02-15 Fixed 5.62500000 N N N N N N Arthur J Gallagher & Co 54930049QLLMPART6V29 04316JAK5 734000.00000000 PA USD 736204.28000000 0.028410257775 Long DBT CORP US N 2 2027-12-15 Fixed 4.60000000 N N N N N N OQ SAOC 549300YK417GKI6EQ392 N/A 908000.00000000 PA USD 905766.23000000 0.034953684428 Long DBT CORP OM N 2 2028-05-06 Fixed 5.12500000 N N N N N N Goldentree Loan Management US Clo 28 Ltd 254900QMNDOCGSL27870 38140CAC8 340000.00000000 PA USD 340000.00000000 0.013120662166 Long ABS-MBS CORP KY Y 3 2039-10-20 Floating 4.83700000 N N N N N N Meta Platforms Inc BQ4BKCS1HXDV9HN80Z93 30303MAB8 8158000.00000000 PA USD 8073854.96000000 0.311571539155 Long DBT CORP US N 2 2030-11-15 Fixed 4.20000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397D59 1765000.00000000 PA USD 1828665.60000000 0.070568539863 Long DBT CORP US N 2 2028-11-07 Fixed 6.79800000 N N N N N N Wells Fargo Commercial Mortgage Trust 2018-C47 549300VHRKFNCWVN9Y77 95002DBG3 220000.00000000 PA USD 219577.86000000 0.008473549765 Long ABS-MBS CORP US N 2 2061-09-15 Fixed 4.44200000 N N N N N N CD 2017-CD6 Mortgage Trust N/A 125039AH0 90000.00000000 PA USD 87917.10000000 0.003392736964 Long ABS-MBS CORP US N 2 2050-11-13 Variable 3.70900000 N N N N N N Targa Resources Corp 5493003QENHHS261UR94 87612GAT8 1120000.00000000 PA USD 1096601.05000000 0.042318035025 Long DBT CORP US N 2 2031-04-15 Fixed 4.35000000 N N N N N N Champ Acquisition Corp N/A 15807XAA8 30000.00000000 PA USD 31431.30000000 0.001212939613 Long DBT CORP US Y 2 2031-12-01 Fixed 8.37500000 N N N N N N Truist Financial Corp 549300DRQQI75D2JP341 89788MAR3 552000.00000000 PA USD 564635.16000000 0.021789374064 Long DBT CORP US N 2 2030-01-24 Variable 5.43500000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 02005NBZ2 1375000.00000000 PA USD 1396404.17000000 0.053887492243 Long DBT CORP US N 2 2029-05-15 Variable 5.73700000 N N N N N N Sunoco LP 54930001NJU8E40NQ561 86765KAF6 110000.00000000 PA USD 109455.53000000 0.004223908915 Long DBT CORP US Y 2 2031-03-15 Fixed 5.62500000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CBE4 530000.00000000 PA USD 513780.11000000 0.019826868386 Long DBT CORP US N 2 2029-06-15 Fixed 3.40000000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 264399DK9 8000.00000000 PA USD 8337.58000000 0.000321748736 Long DBT CORP US N 2 2028-12-01 Fixed 6.00000000 N N N N N N Jabil Inc 5493000CGCQY2OQU7669 46656PAC8 800000.00000000 PA USD 790726.98000000 0.030514298737 Long DBT CORP US N 2 2029-02-01 Fixed 4.20000000 N N N N N N Arizona Public Service Co YG6VT0TPHRH4TFVAQV64 040555CZ5 720000.00000000 PA USD 676433.94000000 0.026103709425 Long DBT CORP US N 2 2029-08-15 Fixed 2.60000000 N N N N N N Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC N/A 01309QAC2 25000.00000000 PA USD 24728.04000000 0.000954259584 Long DBT CORP US Y 2 2031-03-31 Fixed 5.50000000 N N N N N N CSAIL 2015-C3 Commercial Mortgage Trust 549300ZAGI6FKGY8O078 12635FAZ7 114041.32000000 PA USD 110334.98000000 0.004257847052 Long ABS-MBS CORP US N 2 2048-08-15 Variable 4.12950000 N N N N N N Progress Residential 2024-SFR1 Trust N/A 74331QAA5 335496.50000000 PA USD 323133.86000000 0.012469794740 Long ABS-CBDO CORP US Y 2 2041-02-17 Fixed 3.35000000 N N N N N N Welltower OP LLC T6IZ0MBEG5ACZDTR7D06 95040QAN4 1390000.00000000 PA USD 1307658.54000000 0.050462782155 Long DBT CORP US N 2 2029-01-15 Fixed 2.05000000 N N N N N N Rogers Communications Inc 5493000M6Z4XFIP6PF03 775109DE8 3440000.00000000 PA USD 3474924.43000000 0.134097969119 Long DBT CORP CA N 2 2029-02-15 Fixed 5.00000000 N N N N N N AAdvantage Loyalty IP Ltd N/A 02376CBS3 77114.14000000 PA USD 76134.17000000 0.002938031540 Long LON CORP KY N 2 2028-04-20 Floating 5.95620000 N N N N N N BHP Billiton Finance USA Ltd 5493003NUVITP3TMY274 055451BC1 1800000.00000000 PA USD 1832998.59000000 0.070735750739 Long DBT CORP AU N 2 2028-09-08 Fixed 5.10000000 N N N N N N Veolia Environnement SA 969500LENY69X51OOT31 ZR4414242 100000.00000000 PA 114427.39000000 0.004415773902 Long DBT CORP FR N 2 2079-12-31 Variable 1.62500000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XCY9 3144000.00000000 PA USD 3145196.23000000 0.121373697593 Long DBT CORP US N 2 2028-08-03 Fixed 4.80000000 N N N N N N Santander Drive Auto Receivables Trust 2024-1 N/A 80288AAE2 180000.00000000 PA USD 181622.05000000 0.007008828117 Long ABS-CBDO CORP US N 2 2030-03-15 Fixed 5.45000000 N N N N N N CNH Industrial Capital LLC 549300PNSJ5B81UMVO28 12592BAQ7 1200000.00000000 PA USD 1200357.85000000 0.046322028908 Long DBT CORP US N 2 2028-04-10 Fixed 4.55000000 N N N N N N Oman Government International Bond N/A N/A 2375000.00000000 PA USD 2373539.14000000 0.091595309398 Long DBT NUSS OM N 2 2026-06-15 Fixed 4.75000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172CV9 3655000.00000000 PA USD 3703163.91000000 0.142905772385 Long DBT CORP US N 2 2027-11-17 Fixed 5.12500000 N N N N N N Westinghouse Air Brake Technologies Corp 06BTX5UWZD0GQ5N5Y745 960386AS9 810000.00000000 PA USD 818495.77000000 0.031585901420 Long DBT CORP US N 2 2030-05-29 Fixed 4.90000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAY1 940000.00000000 PA USD 988005.28000000 0.038127304405 Long DBT CORP ES N 2 2028-11-07 Fixed 6.60700000 N N N N N N Verizon Master Trust 5493007MUBNP1GFMEB89 92348KEM1 180000.00000000 PA USD 181764.36000000 0.007014319886 Long ABS-CBDO CORP US Y 2 2033-06-21 Fixed 5.06000000 N N N N N N Mercedes-Benz Finance North America LLC 549300423Z16BB673J12 58769JAG2 2190000.00000000 PA USD 2206050.99000000 0.085131911065 Long DBT CORP US Y 2 2028-03-30 Fixed 4.80000000 N N N N N N Close Brothers Finance PLC 213800URQKPVH3SJBM16 N/A 200000.00000000 PA 218933.68000000 0.008448690741 Long DBT CORP GB N 2 2030-12-03 Fixed 1.62500000 N N N N N N Freddie Mac STACR REMIC Trust 2024-HQA2 5299002OYNAPMJKK2A73 35564NDY6 767666.60000000 PA USD 768380.61000000 0.029651948233 Long ABS-MBS CORP US Y 2 2044-08-25 Floating 4.91190000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397C92 1025000.00000000 PA USD 1055937.69000000 0.040748828528 Long DBT CORP US N 2 2028-05-12 Fixed 6.80000000 N N N N N N N/A N/A N/A -80.00000000 NC USD -24425.10000000 -0.00094256907 N/A DIR N/A N 1 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 Short N/A CBOT 5 Year US Treasury Note 2026-06-30 -8629949.94000000 USD -24425.10000000 N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 49271VAP5 210000.00000000 PA USD 205657.22000000 0.007936349722 Long DBT CORP US N 2 2029-04-15 Fixed 3.95000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAS9 370000.00000000 PA USD 373148.73000000 0.014399877718 Long DBT CORP US N 2 2029-02-15 Fixed 4.80000000 N N N N N N SNF Group SACA 969500F7036FEDYPRV54 7846ELAD9 535000.00000000 PA USD 535000.00000000 0.020645747821 Long DBT CORP FR Y 2 2027-03-15 Fixed 3.12500000 N N N N N N GM Financial Consumer Automobile Receivables Trust 2024-1 N/A 36268GAF2 90000.00000000 PA USD 91160.62000000 0.003517904993 Long ABS-CBDO CORP US N 2 2029-08-16 Fixed 5.16000000 N N N N N N OCP Aegis CLO 2024-39 Ltd N/A 67570HAA9 180000.00000000 PA USD 179299.60000000 0.006919204347 Long ABS-MBS CORP JE Y 2 2038-04-16 Floating 4.76150000 N N N N N N M&T Bank Corp 549300WYXDDBYRASEG81 55261FAQ7 3946000.00000000 PA USD 3942943.43000000 0.152158907904 Long DBT CORP US N 2 2028-08-16 Variable 4.55300000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LW9 340000.00000000 PA USD 337326.79000000 0.013017502504 Long DBT CORP US N 2 2029-04-23 Variable 4.07500000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636ABH3 2470000.00000000 PA USD 2538936.79000000 0.097978034953 Long DBT CORP DK Y 2 2030-03-01 Variable 5.70500000 N N N N N N Banc of America Funding 2006-H Trust N/A 05950PAE3 50585.08000000 PA USD 44191.60000000 0.001705361924 Long ABS-MBS CORP US N 2 2046-09-20 Variable 4.67590000 N N N N N N Equinix Europe 2 Financing Corp LLC 254900FSZR46BPMCKI50 29390XAG9 5290000.00000000 PA USD 5239730.24000000 0.202202148010 Long DBT CORP US N 2 2030-11-15 Fixed 4.60000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U3E1 3570000.00000000 PA USD 3650589.86000000 0.140876930182 Long DBT CORP US N 2 2029-07-25 Variable 5.57400000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397G23 2695000.00000000 PA USD 2682222.65000000 0.103507462489 Long DBT CORP US N 2 2029-09-06 Fixed 5.30300000 N N N N N N Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc N/A 74841CAA9 45000.00000000 PA USD 42639.04000000 0.001645448349 Long DBT CORP US Y 2 2029-03-01 Fixed 3.62500000 N N N N N N Brandywine Operating Partnership LP IXBXSCONLDQ1ZI73YU71 105340AS2 225000.00000000 PA USD 228532.44000000 0.008819108645 Long DBT CORP US N 2 2029-04-12 Fixed 8.87500000 N N N N N N CIFC Funding 2023-II Ltd N/A 125488AL0 190000.00000000 PA USD 189423.48000000 0.007309886727 Long ABS-MBS CORP KY Y 2 2037-01-21 Floating 4.79200000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135DB9 9610000.00000000 PA USD 9570851.36000000 0.369340903947 Long DBT CORP US N 2 2028-03-13 Fixed 3.85000000 N N N N N N Vale Canada Ltd PRAQ4VOSFIK7OQ8Z2512 453258AP0 726000.00000000 PA USD 788795.22000000 0.030439751765 Long DBT CORP CA N 2 2032-09-15 Fixed 7.20000000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13607PHS6 1500000.00000000 PA USD 1501235.58000000 0.057932955522 Long DBT CORP CA N 2 2030-09-11 Variable 4.63100000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023DQ5 3404000.00000000 PA USD 3576282.26000000 0.138009386312 Long DBT CORP US N 2 2029-05-01 Fixed 6.29800000 N N N N N N Australia & New Zealand Banking Group Ltd JHE42UYNWWTJB8YTTU19 N/A 570000.00000000 PA 403224.13000000 0.015560492903 Long DBT CORP AU N 2 2033-05-16 Floating 6.30720000 N N N N N N Airbnb Inc 549300HMUDNO0RY56D37 009066AD3 890000.00000000 PA USD 888397.84000000 0.034283435083 Long DBT CORP US N 2 2031-03-16 Fixed 4.65000000 N N N N N N First Horizon Mortgage Pass-Through Trust 2006-AR3 N/A 32052EAA7 25644.63000000 PA USD 13423.31000000 0.000518007987 Long ABS-MBS CORP US N 2 2036-11-25 Variable 3.70420000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RKM5 100000.00000000 PA USD 100671.36000000 0.003884926189 Long ABS-CBDO CORP US Y 2 2029-08-20 Fixed 5.24000000 N N N N N N BANK 2019-BNK16 N/A 065405AE2 240000.00000000 PA USD 235931.28000000 0.009104631233 Long ABS-MBS CORP US N 2 2052-02-15 Fixed 4.00500000 N N N N N N LAD Auto Receivables Trust 2024-2 N/A 505920AE8 120000.00000000 PA USD 121860.00000000 0.004702599681 Long ABS-CBDO CORP US Y 2 2029-07-16 Fixed 5.50000000 N N N N N N Kraft Heinz Foods Co 5493003STKEZ2S0RNU91 50077LAV8 2095000.00000000 PA USD 2027575.38000000 0.078244504642 Long DBT CORP US N 2 2030-04-01 Fixed 3.75000000 N N N N N N CRC Insurance Group LLC N/A 89788VAE2 454210.53000000 PA USD 448722.30000000 0.017316275602 Long LON CORP US N 2 2032-05-06 Floating 8.59960000 N N N N N N Clearway Energy Operating LLC 549300Z3NFMM54NWBB87 18539UAC9 230000.00000000 PA USD 227245.45000000 0.008769443465 Long DBT CORP US Y 2 2028-03-15 Fixed 4.75000000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NCA1 1120000.00000000 PA USD 1129162.08000000 0.043574571126 Long DBT CORP CA N 2 2027-04-05 Fixed 5.25000000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HCZ6 5848000.00000000 PA USD 6048874.06000000 0.233427155970 Long DBT CORP US N 2 2029-06-08 Variable 6.31200000 N N N N N N SCCU Auto Receivables Trust 2024-1 N/A 78436RAG5 140000.00000000 PA USD 141712.65000000 0.005468717074 Long ABS-CBDO CORP US Y 2 2030-05-15 Fixed 5.16000000 N N N N N N Marriott International Inc/MD 225YDZ14ZO8E1TXUSU86 571903BJ1 1735000.00000000 PA USD 1750840.31000000 0.067565247692 Long DBT CORP US N 2 2027-10-15 Fixed 5.00000000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13608JAA5 1510000.00000000 PA USD 1543960.02000000 0.059581699474 Long DBT CORP CA N 2 2029-04-08 Fixed 5.26000000 N N N N N N Organon & Co / Organon Foreign Debt Co-Issuer BV N/A 68622TAA9 70000.00000000 PA USD 67866.85000000 0.002618994150 Long DBT CORP US Y 2 2028-04-30 Fixed 4.12500000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400HY2 830000.00000000 PA USD 850320.49000000 0.032814023184 Long DBT CORP US N 2 2028-10-01 Fixed 5.65000000 N N N N N N Roller Bearing Co of America Inc 254900U9XW6S76H2P167 775631AD6 25000.00000000 PA USD 24270.01000000 0.000936584123 Long DBT CORP US Y 2 2029-10-15 Fixed 4.37500000 N N N N N N QTS Issuer ABS II LLC N/A 74690FAQ9 1650000.00000000 PA USD 1612564.64000000 0.062229164304 Long ABS-CBDO CORP US Y 2 2056-01-05 Fixed 5.36400000 N N N N N N Microchip Technology Inc 5493007PTFULNYZJ1R12 595017BK9 2336000.00000000 PA USD 2350262.96000000 0.090697077355 Long DBT CORP US N 2 2028-03-15 Fixed 4.90000000 N N N N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958667AC1 440000.00000000 PA USD 427546.41000000 0.016499094135 Long DBT CORP US N 2 2030-02-01 Fixed 4.05000000 N N N N N N Stellantis Financial Services US Corp 5493000KNKFDOC1BOW59 85855FAB9 2775000.00000000 PA USD 2724990.78000000 0.105157892446 Long DBT CORP US Y 2 2030-09-15 Fixed 5.40000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BK9 4070000.00000000 PA USD 4031761.17000000 0.155586400730 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N First Horizon Mortgage Pass-Through Trust 2006-AR4 N/A 32053AAA4 57236.29000000 PA USD 25189.16000000 0.000972054290 Long ABS-MBS CORP US N 2 2037-01-25 Variable 4.44150000 N N N N N N Principal Financial Group Inc CUMYEZJOAF02RYZ1JJ85 74251VAR3 291000.00000000 PA USD 283899.70000000 0.010955741332 Long DBT CORP US N 2 2029-05-15 Fixed 3.70000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119CZ0 990000.00000000 PA USD 1009491.60000000 0.038956465422 Long DBT CORP US N 2 2030-03-01 Fixed 5.25000000 N N N N N N BBCMS Mortgage Trust 2018-C2 N/A 05491UBD9 560000.00000000 PA USD 553246.68000000 0.021349890538 Long ABS-MBS CORP US N 2 2051-12-15 Fixed 4.31400000 N N N N N N Sprint Capital Corp 549300L17W0GQBR1PO80 852060AD4 4820000.00000000 PA USD 5095180.98000000 0.196623965637 Long DBT CORP US N 2 2028-11-15 Fixed 6.87500000 N N N N N N Ford Credit Floorplan Master Owner Trust A 5493001DTG5N7T8BG747 34528QJM7 490000.00000000 PA USD 490984.07000000 0.018947165034 Long ABS-CBDO CORP US Y 2 2029-09-15 Fixed 4.50000000 N N N N N N Sherwin-Williams Co/The Z15BMIOX8DDH0X2OBP21 824348BS4 675000.00000000 PA USD 677690.88000000 0.026152214970 Long DBT CORP US N 2 2028-03-01 Fixed 4.55000000 N N N N N N Hyundai Auto Receivables Trust 2025-B N/A 44935XAG0 310000.00000000 PA USD 312382.16000000 0.012054884671 Long ABS-CBDO CORP US N 2 2032-07-15 Fixed 4.92000000 N N N N N N Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 61690U8B9 1070000.00000000 PA USD 1082230.93000000 0.041763489467 Long DBT CORP US N 2 2028-05-26 Variable 5.50400000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MDM9 1294000.00000000 PA USD 1321276.94000000 0.050988318701 Long DBT CORP JP N 2 2029-07-09 Fixed 5.31600000 N N N N N N Pinnacle West Capital Corp TWSEY0NEDUDCKS27AH81 723484AM3 650000.00000000 PA USD 655183.47000000 0.025283649903 Long DBT CORP US N 2 2028-05-15 Fixed 4.90000000 N N N N N N Oklahoma Gas and Electric Co 549300VJ8YXGPO8EV472 678858BV2 960000.00000000 PA USD 915905.67000000 0.035344967272 Long DBT CORP US N 2 2030-04-01 Fixed 3.25000000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 694308KL0 1270000.00000000 PA USD 1314412.45000000 0.050723416776 Long DBT CORP US N 2 2029-01-15 Fixed 6.10000000 N N N N N N PPG Industries Inc 549300BKPEP01R3V6C59 693506BY2 2320000.00000000 PA USD 2287091.61000000 0.088259283409 Long DBT CORP US N 2 2031-03-15 Fixed 4.37500000 N N N N N N Hewlett Packard Enterprise Co 549300BX44RGX6ANDV88 42824CCA5 2066000.00000000 PA USD 2027072.51000000 0.078225098797 Long DBT CORP US N 2 2030-10-15 Fixed 4.40000000 N N N N N N Bayview Opportunity Master Fund VII Trust 2024-SN1 N/A 072926AF5 210000.00000000 PA USD 213612.80000000 0.008243357009 Long ABS-CBDO CORP US Y 2 2029-07-16 Fixed 6.36000000 N N N N N N Domino's Pizza Master Issuer LLC N/A 25755TAQ3 1540000.00000000 PA USD 1533618.86000000 0.059182632219 Long ABS-CBDO CORP US Y 2 2055-07-25 Fixed 4.93000000 N N N N N N FirstEnergy Pennsylvania Electric Co O1PLQWO3TX952VMBJ146 33767QAA4 1220000.00000000 PA USD 1215630.58000000 0.046911406351 Long DBT CORP US Y 2 2031-03-15 Fixed 4.55000000 N N N N N N Baiterek National Investment Holding JSC 984500B4F78F04253804 N/A 1000000.00000000 PA USD 1004881.40000000 0.038778556961 Long DBT NUSS KZ N 2 2028-05-08 Fixed 5.45000000 N N N N N N FMC Corp CKDHZ2X64EEBQCSP7013 302491AZ8 55000.00000000 PA USD 35629.19000000 0.001374936956 Long DBT CORP US N 2 2055-11-01 Variable 8.45000000 N N N N N N Advance Auto Parts Inc 529900UCNQ5H9FSL0Y70 00751YAK2 280000.00000000 PA USD 283518.84000000 0.010941043875 Long DBT CORP US Y 2 2030-08-01 Fixed 7.00000000 N N N N N N JH North America Holdings Inc 254900A6FXA0D81TL967 46593WAA3 90000.00000000 PA USD 89699.91000000 0.003461535927 Long DBT CORP US Y 2 2031-01-31 Fixed 5.87500000 N N N N N N Digital Realty Trust LP CD4SPTZ3YBTHY0C1AH38 25389JAU0 1717000.00000000 PA USD 1667902.13000000 0.064364648161 Long DBT CORP US N 2 2029-07-01 Fixed 3.60000000 N N N N N N Hertz Vehicle Financing III LLC 549300MNOMKDMDFI8J66 42806MDQ9 520000.00000000 PA USD 519624.92000000 0.020052420672 Long ABS-CBDO CORP US Y 2 2032-05-25 Fixed 4.89000000 N N N N N N Morgan Stanley Capital I Trust 2019-L3 N/A 61691UBE8 260000.00000000 PA USD 246434.32000000 0.009509945467 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 3.12700000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MCR9 491000.00000000 PA USD 500722.83000000 0.019322985563 Long DBT CORP JP N 2 2028-01-13 Fixed 5.52000000 N N N N N N Hungary Government International Bond N/A N/A 3119000.00000000 PA USD 3190140.02000000 0.123108086667 Long DBT NUSS HU N 2 2028-05-22 Fixed 6.12500000 N N N N N N AmWINS Group Inc 549300SJE7MUB8NMRG61 031921AB5 75000.00000000 PA USD 71988.60000000 0.002778053236 Long DBT CORP US Y 2 2029-06-30 Fixed 4.87500000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 94974BGL8 800000.00000000 PA USD 798696.42000000 0.030821840884 Long DBT CORP US N 2 2027-07-22 Fixed 4.30000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2Z6 440000.00000000 PA USD 446872.08000000 0.017244875274 Long DBT CORP FR Y 2 2030-11-19 Variable 5.28300000 N N N N N N Eastman Chemical Co FDPVHDGJ1IQZFK9KH630 277432AZ3 1135000.00000000 PA USD 1145848.86000000 0.044218517018 Long DBT CORP US N 2 2029-08-01 Fixed 5.00000000 N N N N N N Santander Drive Auto Receivables Trust 2024-2 N/A 80286YAE2 330000.00000000 PA USD 335889.68000000 0.012962044166 Long ABS-CBDO CORP US N 2 2030-06-17 Fixed 5.84000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GB60 1490000.00000000 PA USD 1491147.40000000 0.057543650812 Long DBT CORP US N 2 2030-10-23 Variable 4.69200000 N N N N N N New Issuer: BB Company ID:72082777 N/A 09661XAC2 350000.00000000 PA USD 360117.80000000 0.013897011747 Long ABS-MBS CORP US N 2 2057-12-15 Variable 5.62530000 N N N N N N Workday Inc 549300J0DYC0N31V7G13 98138HAH4 377000.00000000 PA USD 367421.64000000 0.014178868268 Long DBT CORP US N 2 2029-04-01 Fixed 3.70000000 N N N N N N CD 2016-CD1 Mortgage Trust N/A 12514MBC8 95000.00000000 PA USD 93623.19000000 0.003612936020 Long ABS-MBS CORP US N 2 2049-08-10 Fixed 2.72400000 N N N N N N Vulcan Materials Co 549300Q8LSNHAVWBNI21 929160BB4 546000.00000000 PA USD 554243.45000000 0.021388356075 Long DBT CORP US N 2 2029-12-01 Fixed 4.95000000 N N N N N N Canpack SA / Canpack US LLC N/A 13806CAA0 60000.00000000 PA USD 55978.09000000 0.002160204728 Long DBT CORP N/A Y 2 2029-11-15 Fixed 3.87500000 N N N N N N CD 2016-CD1 Mortgage Trust N/A 12514MBG9 40000.00000000 PA USD 22036.29000000 0.000850384460 Long ABS-MBS CORP US N 2 2049-08-10 Variable 3.63100000 N N N N N N Flash Compute LLC N/A 33853QAA9 45000.00000000 PA USD 45390.26000000 0.001751618432 Long DBT CORP US Y 2 2030-12-31 Fixed 7.25000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650DW7 1800000.00000000 PA USD 1822281.25000000 0.070322166629 Long DBT CORP US N 2 2029-01-30 Fixed 5.00000000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822CL6 600000.00000000 PA USD 603977.70000000 0.023307609876 Long DBT CORP JP N 2 2028-07-20 Variable 5.01700000 N N N N N N BANK 2019-BNK23 N/A 06541RBB8 360000.00000000 PA USD 339323.44000000 0.013094553592 Long ABS-MBS CORP US N 2 2052-12-15 Fixed 2.92000000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MAW5 1255000.00000000 PA USD 1208512.75000000 0.046636727990 Long DBT CORP IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MBC8 2958000.00000000 PA USD 3028934.70000000 0.116887143893 Long DBT CORP IE N 2 2028-06-06 Fixed 5.75000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PBQ0 220000.00000000 PA USD 221223.35000000 0.008537049525 Long DBT CORP US N 2 2029-01-15 Fixed 4.80000000 N N N N N N California Buyer Ltd / Atlantica Sustainable Infrastructure PLC N/A 13005HAA8 70000.00000000 PA USD 68423.55000000 0.002640477305 Long DBT CORP GB Y 2 2032-02-15 Fixed 6.37500000 N N N N N N Connecticut Avenue Securities Trust 2026-R02 N/A 20753EAA4 481875.55000000 PA USD 482064.16000000 0.018602944076 Long ABS-MBS CORP US Y 2 2046-02-25 Floating 4.61190000 N N N N N N Huntington Bank Auto Credit-Linked Notes Series 2024-2 N/A 44644NAG4 275882.21000000 PA USD 278017.51000000 0.010728746544 Long ABS-CBDO CORP US Y 2 2032-10-20 Fixed 5.44200000 N N N N N N Morgan Stanley Private Bank NA 549300GS0W0TEUQS8571 61776NVG5 8780000.00000000 PA USD 8749936.84000000 0.337661662521 Long DBT CORP US N 2 2031-07-18 Variable 4.73400000 N N N N N N Nordson Corp 14OS6Q5N55N95WM84M53 655663AC6 1600000.00000000 PA USD 1596756.56000000 0.061619127606 Long DBT CORP US N 2 2029-12-15 Fixed 4.50000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BW8 700000.00000000 PA USD 720067.26000000 0.027787527222 Long DBT CORP US N 2 2029-02-01 Fixed 5.87500000 N N N N N N BP Capital Markets America Inc 5493009NTB34VXE1T760 10373QAC4 1260000.00000000 PA USD 1251503.59000000 0.048295752367 Long DBT CORP US N 2 2028-09-21 Fixed 3.93700000 N N N N N N Barings CLO Ltd 2025-VII 254900I80K3UAJ5XX377 06765FAG3 600000.00000000 PA USD 599465.40000000 0.023133479394 Long ABS-MBS CORP KY Y 2 2038-01-15 Floating 5.22750000 N N N N N N Corp Nacional del Cobre de Chile 549300UVMBCBCIPSUI70 N/A 200000.00000000 PA USD 204364.86000000 0.007886477314 Long DBT CORP CL N 2 2034-01-08 Fixed 5.95000000 N N N N N N SoFi Consumer Loan Program Trust 2026-1 N/A 83408AAC5 320000.00000000 PA USD 317750.27000000 0.012262041017 Long ABS-CBDO CORP US Y 2 2035-12-26 Fixed 4.74000000 N N N N N N AusNet Services Holdings Pty Ltd TTMIG9TE1S0X3ZPDHD61 N/A 790000.00000000 PA 538517.25000000 0.020781479141 Long DBT CORP AU N 2 2027-08-16 Fixed 4.40000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650DT4 1148000.00000000 PA USD 1164379.93000000 0.044933634397 Long DBT CORP US N 2 2030-02-21 Fixed 5.12500000 N N N N N N Salesforce Inc RCGZFPDMRW58VJ54VR07 79466LAQ7 7000000.00000000 PA USD 7001997.52000000 0.270208364564 Long DBT CORP US N 2 2028-03-15 Fixed 4.50000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119CA5 4435000.00000000 PA USD 4211295.32000000 0.162514656405 Long DBT CORP US N 2 2030-09-01 Fixed 3.50000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GWL4 850000.00000000 PA USD 842222.56000000 0.032501522585 Long DBT CORP US N 2 2028-06-05 Variable 3.69100000 N N N N N N ERP Operating LP DX5HQV5MLU50FEWZ5072 26884ABM4 314000.00000000 PA USD 292624.44000000 0.011292430643 Long DBT CORP US N 2 2030-02-15 Fixed 2.50000000 N N N N N N Progress Residential 2022-SFR3 Trust N/A 74331UAC2 100000.00000000 PA USD 98578.62000000 0.003804166970 Long ABS-CBDO CORP US Y 2 2039-04-17 Fixed 3.60000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PEH1 1395000.00000000 PA USD 1380421.92000000 0.053270734293 Long DBT CORP US N 2 2029-05-15 Fixed 4.00000000 N N N N N N M&T Bank RV Trust 2026-1 N/A 551923AA3 823101.76000000 PA USD 813790.59000000 0.031404327664 Long ABS-CBDO CORP US Y 2 2046-01-15 Fixed 4.35000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FCZ2 1580000.00000000 PA USD 1566871.34000000 0.060465851502 Long DBT CORP US N 2 2031-01-15 Fixed 4.30000000 N N N N N N AutoNation Finance Trust 2025-1 N/A 05330QAF9 200000.00000000 PA USD 202744.92000000 0.007823963533 Long ABS-CBDO CORP US Y 2 2030-12-10 Fixed 5.19000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XCS2 7002000.00000000 PA USD 6784858.18000000 0.261828917731 Long DBT CORP US N 2 2029-09-27 Fixed 4.20000000 N N N N N N Daimler Truck Finance North America LLC 5493003HSDTSCZRXBA58 233853BC3 505000.00000000 PA USD 509043.26000000 0.019644072478 Long DBT CORP US Y 2 2028-01-13 Fixed 4.95000000 N N N N N N Athene Holding Ltd 549300H316CT32FQXI76 04686JAA9 1145000.00000000 PA USD 1131040.49000000 0.043647059312 Long DBT CORP US N 2 2028-01-12 Fixed 4.12500000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FCP4 702000.00000000 PA USD 674061.05000000 0.026012139166 Long DBT CORP US N 2 2028-02-15 Fixed 1.95000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HJQ4 980000.00000000 PA USD 1002704.11000000 0.038694534942 Long DBT CORP US N 2 2030-01-23 Variable 5.38400000 N N N N N N LAD Auto Receivables Trust 2024-3 N/A 505709AF2 180000.00000000 PA USD 181171.55000000 0.006991443240 Long ABS-CBDO CORP US Y 2 2030-03-15 Fixed 4.93000000 N N N N N N Kinetik Holdings LP 549300RD6AJIMYC0HY12 49461MAB6 110000.00000000 PA USD 111832.08000000 0.004315620414 Long DBT CORP US Y 2 2028-12-15 Fixed 6.62500000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DA5 300000.00000000 PA USD 294072.05000000 0.011348294178 Long DBT CORP US N 2 2027-05-05 Fixed 2.55000000 N N N N N N FirstEnergy Pennsylvania Electric Co O1PLQWO3TX952VMBJ146 591894CC2 1230000.00000000 PA USD 1221944.40000000 0.047155057820 Long DBT CORP US Y 2 2029-01-15 Fixed 4.30000000 N N N N N N BAE Systems PLC 8SVCSVKSGDWMW2QHOH83 05523RAJ6 1910000.00000000 PA USD 1949313.74000000 0.075224373645 Long DBT CORP GB Y 2 2029-03-26 Fixed 5.12500000 N N N N N N Ford Credit Auto Lease Trust 2025-A N/A 345282AF4 170000.00000000 PA USD 171400.41000000 0.006614373161 Long ABS-CBDO CORP US N 2 2029-02-15 Fixed 4.96000000 N N N N N N Hyundai Auto Receivables Trust 2024-B N/A 44934QAG6 470000.00000000 PA USD 479067.62000000 0.018487307050 Long ABS-CBDO CORP US N 2 2031-10-15 Fixed 5.29000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XDH6 870000.00000000 PA USD 834296.16000000 0.032195641359 Long DBT CORP US N 2 2028-04-10 Fixed 2.40000000 N N N N N N N/A N/A N/A 1.00000000 NC 57134.99000000 0.002204849710 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 26337833.26000000 EUR 30608117.86000000 USD 2026-06-17 57134.99000000 N N N HPEFS Equipment Trust 2025-2 N/A 442927AE9 150000.00000000 PA USD 149088.44000000 0.005753350159 Long ABS-CBDO CORP US Y 2 2032-11-22 Fixed 4.41000000 N N N N N N Navient Education Loan Trust 2025-A N/A 63943EAA5 602313.10000000 PA USD 603368.17000000 0.023284088002 Long ABS-CBDO CORP US Y 2 2055-07-15 Fixed 5.02000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2015-LC22 549300XO83D3BDYP0P62 94989TBF0 22398.49000000 PA USD 21278.34000000 0.000821135031 Long ABS-MBS CORP US N 2 2058-09-15 Variable 4.73490000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830CL1 1617000.00000000 PA USD 1618646.75000000 0.062463874041 Long DBT CORP US N 2 2030-08-15 Fixed 4.40000000 N N N N N N American Homes 4 Rent LP 549300N4PXZ37U8QKI55 02666TAA5 459000.00000000 PA USD 456651.09000000 0.017622249058 Long DBT CORP US N 2 2028-02-15 Fixed 4.25000000 N N N N N N Light & Wonder International Inc RLTHESQ0RNFQJWPBJN60 531968AA3 70000.00000000 PA USD 71989.49000000 0.002778087581 Long DBT CORP US Y 2 2031-09-01 Fixed 7.50000000 N N N N N N Tricon Residential 2024-SFR4 Trust N/A 895975AA8 592277.26000000 PA USD 580260.67000000 0.022392365352 Long ABS-CBDO CORP US Y 2 2041-11-17 Fixed 4.30000000 N N N N N N Accenture Capital Inc 254900FRO0P7RIINYT25 00440KAB9 1248000.00000000 PA USD 1238849.18000000 0.047807416371 Long DBT CORP US N 2 2029-10-04 Fixed 4.05000000 N N N N N N Trinity Rail Leasing 2021 LLC N/A 89656GAC8 588153.10000000 PA USD 588274.85000000 0.022701634023 Long ABS-CBDO CORP US Y 2 2054-05-19 Fixed 5.78000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFD2 6440000.00000000 PA USD 6514043.71000000 0.251378137817 Long DBT CORP US N 2 2029-04-20 Variable 5.16400000 N N N N N N Cable One Inc 549300648QS85T0XSH18 12685JAC9 74000.00000000 PA USD 51467.62000000 0.001986144866 Long DBT CORP US Y 2 2030-11-15 Fixed 4.00000000 N N N N N N UBS Commercial Mortgage Trust 2017-C7 N/A 90276WAS6 210000.00000000 PA USD 207229.62000000 0.007997028926 Long ABS-MBS CORP US N 2 2050-12-15 Fixed 3.67900000 N N N N N N COMM 2013-CCRE6 Mortgage Trust N/A 12624XAP3 24479.26000000 PA USD 24254.84000000 0.000935998710 Long ABS-MBS CORP US Y 2 2046-03-10 Fixed 3.39700000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HDE2 2391000.00000000 PA USD 2452402.84000000 0.094638674000 Long DBT CORP US N 2 2030-02-01 Variable 5.70000000 N N N N N N RR 44 Ltd N/A 78109WAA3 290000.00000000 PA USD 289489.31000000 0.011171445404 Long ABS-MBS CORP KY Y 2 2041-04-15 Floating 4.84240000 N N N N N N LPL Holdings Inc 549300Z5YF8CCRMYUL26 50212YAJ3 565000.00000000 PA USD 570407.25000000 0.022012120072 Long DBT CORP US N 2 2027-05-20 Fixed 5.70000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172DN6 2460000.00000000 PA USD 2480552.05000000 0.095724957161 Long DBT CORP US N 2 2029-11-01 Fixed 4.62500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761JZN2 892000.00000000 PA USD 886558.76000000 0.034212464649 Long DBT CORP US N 2 2027-04-23 Fixed 3.95000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397B51 400000.00000000 PA USD 384033.54000000 0.014819924526 Long DBT CORP US N 2 2028-02-16 Fixed 2.90000000 N N N N N N Owens Corning JO5M6676RDJIZ2U8X907 690742AN1 730000.00000000 PA USD 739018.60000000 0.028518862898 Long DBT CORP US N 2 2027-06-15 Fixed 5.50000000 N N N N N N Healthpeak OP LLC N/A 42250PAA1 620000.00000000 PA USD 583366.75000000 0.022512229547 Long DBT CORP US N 2 2030-01-15 Fixed 3.00000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PFG2 360000.00000000 PA USD 364013.06000000 0.014047330542 Long DBT CORP US N 2 2030-01-15 Fixed 4.80000000 N N N N N N Federal Realty OP LP 549300LI6XZ51GOCJ427 313747AY3 323000.00000000 PA USD 318227.71000000 0.012280465514 Long DBT CORP US N 2 2027-07-15 Fixed 3.25000000 N N N N N N Scentre Group Trust 1 / Scentre Group Trust 2 N/A N/A 500000.00000000 PA 356301.87000000 0.013749754310 Long DBT CORP AU N 2 2031-05-01 Fixed 6.50000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YEE5 3160000.00000000 PA USD 3114467.18000000 0.120187857935 Long DBT CORP US N 2 2031-03-15 Fixed 4.12500000 N N N N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 98389BAV2 1320000.00000000 PA USD 1311180.45000000 0.050598693305 Long DBT CORP US N 2 2028-06-15 Fixed 4.00000000 N N N N N N Ford Credit Auto Owner Trust 2024-D N/A 34535VAF1 160000.00000000 PA USD 161654.05000000 0.006238259346 Long ABS-CBDO CORP US N 2 2030-09-15 Fixed 4.88000000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89236TPH2 1980000.00000000 PA USD 1951419.18000000 0.075305622959 Long DBT CORP US N 2 2031-01-10 Fixed 4.20000000 N N N N N N Huntington National Bank/The 2WHM8VNJH63UN14OL754 44644MAF8 300000.00000000 PA USD 300092.55000000 0.011580626374 Long DBT CORP US N 2 2028-05-17 Variable 4.55200000 N N N N N N Wells Fargo Commercial Mortgage Trust 2018-C46 N/A 95001QAU5 90000.00000000 PA USD 89171.29000000 0.003441136385 Long ABS-MBS CORP US N 2 2051-08-15 Fixed 4.15200000 N N N N N N Connecticut Avenue Securities Trust 2025-R05 N/A 20753CAA8 486001.94000000 PA USD 485563.52000000 0.018737985018 Long ABS-MBS CORP US Y 2 2045-07-25 Floating 4.66190000 N N N N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079KBJ5 930000.00000000 PA USD 922033.08000000 0.035581425144 Long DBT CORP US N 2 2029-02-15 Fixed 3.70000000 N N N N N N Wisconsin Public Service Corp 549300BJRHJVYNUMQZ30 976843BR2 1130000.00000000 PA USD 1117752.92000000 0.043134289556 Long DBT CORP US N 2 2031-01-15 Fixed 4.25000000 N N N N N N Toronto-Dominion Bank/The PT3QB789TSUIDF371261 89115KAM2 1125000.00000000 PA USD 1115650.01000000 0.043053137874 Long DBT CORP CA N 2 2031-01-13 Fixed 4.41100000 N N N N N N N/A N/A N/A -80.00000000 NC 206812.75000000 0.007980941836 N/A DIR N/A N 1 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 Short N/A Eurex 5 Year Euro BOBL Future 2026-06-08 -11004572.00000000 EUR 206812.75000000 N N N Kilroy Realty LP 5493008CT3N3JR7P1552 49427RAN2 1374000.00000000 PA USD 1363659.72000000 0.052623877930 Long DBT CORP US N 2 2028-12-15 Fixed 4.75000000 N N N N N N Hyundai Auto Receivables Trust 2023-C N/A 44918CAF9 540000.00000000 PA USD 554553.22000000 0.021400310156 Long ABS-CBDO CORP US N 2 2029-12-17 Fixed 6.01000000 N N N N N N Ally Bank Auto Credit-Linked Notes Series 2024-A N/A 02007GZ55 103516.87000000 PA USD 105026.98000000 0.004053010361 Long ABS-CBDO CORP US Y 2 2032-05-17 Fixed 5.82700000 N N N N N N Ardonagh Group Finance Ltd 254900SRT1BTAJ76NW62 039956AA5 5000.00000000 PA USD 4854.05000000 0.000187318677 Long DBT CORP JE Y 2 2032-02-15 Fixed 8.87500000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAZ1 400000.00000000 PA 520446.21000000 0.020084114403 Long DBT CORP US N 2 2031-06-02 Fixed 5.75000000 N N N N N N OGE Energy Corp CE5OG6JPOZMDSA0LAQ19 670837AD5 500000.00000000 PA USD 512413.43000000 0.019774127955 Long DBT CORP US N 2 2029-05-15 Fixed 5.45000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U4D2 3960000.00000000 PA USD 3924918.16000000 0.151463309438 Long DBT CORP US N 2 2030-01-23 Variable 4.18200000 N N N N N N CHS/Community Health Systems Inc 5493007X5NC5XI1BB106 12543DBN9 38000.00000000 PA USD 40825.33000000 0.001575456949 Long DBT CORP US Y 2 2032-01-15 Fixed 10.87500000 N N N N N N Starwood Property Trust Inc BUGSFQZERKRBFWIG5267 85571BBB0 10000.00000000 PA USD 10303.73000000 0.000397622824 Long DBT CORP US Y 2 2029-04-01 Fixed 7.25000000 N N N N N N Onemain Financial Issuance Trust 2025-1 N/A 68270DAA9 2510000.00000000 PA USD 2515104.84000000 0.097058355645 Long ABS-CBDO CORP US Y 2 2038-07-14 Fixed 4.82000000 N N N N N N Healthcare Realty Holdings LP 549300IYGAS4GE6VDL07 42225UAG9 600000.00000000 PA USD 564446.37000000 0.021782088623 Long DBT CORP US N 2 2030-02-15 Fixed 3.10000000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HDP7 2100000.00000000 PA USD 2067914.60000000 0.079801202518 Long DBT CORP US N 2 2032-01-30 Variable 4.72200000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VAS9 1250000.00000000 PA USD 1299401.00000000 0.050144122176 Long DBT CORP US N 2 2028-12-01 Fixed 6.10000000 N N N N N N Vantage Data Centers Issuer LLC N/A 92212KAJ5 1920000.00000000 PA USD 1890866.11000000 0.072968868916 Long ABS-CBDO CORP US Y 2 2055-11-15 Fixed 5.23900000 N N N N N N Flutter Treasury DAC 635400JE8VLL9UFVIC38 344045AB5 435000.00000000 PA USD 430288.98000000 0.016604930413 Long DBT CORP IE Y 2 2031-06-04 Fixed 5.87500000 N N N N N N Crown Castle Inc 54930012H97VSM0I2R19 22822VAH4 48000.00000000 PA USD 47428.51000000 0.001830274872 Long DBT CORP US N 2 2027-09-01 Fixed 3.65000000 N N N N N N Nissan Auto Lease Trust 2025-B N/A 65481RAG6 190000.00000000 PA USD 190012.20000000 0.007332605540 Long ABS-CBDO CORP US N 2 2029-11-15 Fixed 4.81000000 N N N N N N PenFed Auto Receivables Owner Trust 2025-A N/A 706916AF0 70000.00000000 PA USD 69730.37000000 0.002690907728 Long ABS-CBDO CORP US Y 2 2032-02-17 Fixed 4.67000000 N N N N N N Public Property Invest AS 254900QSCB9T0W2KE886 N/A 622000.00000000 PA 728386.34000000 0.028108562041 Long DBT CORP NO N 2 2030-03-12 Fixed 4.62500000 N N N N N N JetBlue Airways Corp / JetBlue Loyalty LP N/A 476920AA1 62000.00000000 PA USD 58593.80000000 0.002261145455 Long DBT CORP N/A Y 2 2031-09-20 Fixed 9.87500000 N N N N N N RTX Corp I07WOS4YJ0N7YRFE7309 75513ECV1 2560000.00000000 PA USD 2720172.44000000 0.104971951824 Long DBT CORP US N 2 2031-03-15 Fixed 6.00000000 N N N N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332AV4 500000.00000000 PA USD 496413.42000000 0.019156684643 Long DBT CORP US N 2 2027-06-01 Fixed 3.75000000 N N N N N N Teleflex Inc UUL85LWXB4NGSWWXIQ25 879369AF3 20000.00000000 PA USD 19813.48000000 0.000764605815 Long DBT CORP US N 2 2027-11-15 Fixed 4.62500000 N N N N N N Dominican Republic International Bond N/A N/A 504000.00000000 PA USD 499926.41000000 0.019292251570 Long DBT NUSS DO N 2 2029-02-22 Fixed 5.50000000 N N N N N N Ryan Specialty LLC 549300K52N7QBO3PYY45 78351GAA3 30000.00000000 PA USD 29687.79000000 0.001145657244 Long DBT CORP US Y 2 2032-08-01 Fixed 5.87500000 N N N N N N Republic of Uzbekistan International Bond N/A N/A 2015000.00000000 PA 2332986.15000000 0.090030362099 Long DBT NUSS UZ N 2 2029-02-25 Fixed 5.10000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BT5 118000.00000000 PA USD 117857.53000000 0.004548143632 Long DBT CORP GB N 2 2029-06-19 Variable 4.58300000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAT5 1670000.00000000 PA USD 1698178.91000000 0.065533034637 Long DBT CORP US N 2 2028-03-01 Fixed 5.45000000 N N N N N N SCCU Auto Receivables Trust 2025-1 N/A 80620BAD9 120000.00000000 PA USD 120508.34000000 0.004650438874 Long ABS-CBDO CORP US Y 2 2031-09-15 Fixed 4.68000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468L6 406000.00000000 PA USD 377105.51000000 0.014552570582 Long DBT CORP US N 2 2031-01-22 Variable 2.69900000 N N N N N N Golub Capital BDC Inc 2549005WE0QLGK9APF78 38173MAD4 720000.00000000 PA USD 737743.88000000 0.028469671220 Long DBT CORP US N 2 2028-12-05 Fixed 7.05000000 N N N N N N Connecticut Avenue Securities Trust 2024-R06 N/A 20755RAA3 442435.08000000 PA USD 442297.93000000 0.017068357989 Long ABS-MBS CORP US Y 2 2044-09-25 Floating 4.81190000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XDX0 5222000.00000000 PA USD 5111490.57000000 0.197253355697 Long DBT CORP US N 2 2031-02-04 Fixed 4.95000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBD6 1300000.00000000 PA USD 1307341.83000000 0.050450560258 Long DBT CORP GB N 2 2029-05-16 Variable 4.97200000 N N N N N N BP Capital Markets PLC 549300CRVT18MXX0AG93 N/A 700000.00000000 PA 797305.02000000 0.030768146503 Long DBT CORP GB N 2 2079-12-31 Variable 3.62500000 N N N N N N Broadcom Corp / Broadcom Cayman Finance Ltd N/A 11134LAR0 350000.00000000 PA USD 345892.74000000 0.013348064080 Long DBT CORP N/A N 2 2028-01-15 Fixed 3.50000000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MBJ3 980000.00000000 PA USD 992771.24000000 0.038311223673 Long DBT CORP IE N 2 2029-01-19 Fixed 5.10000000 N N N N N N Quest Diagnostics Inc 8MCWUBXQ0WE04KMXBX50 74834LBF6 880000.00000000 PA USD 886321.99000000 0.034203327652 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N Lyra Music Assets Delaware LP 9845007N9EAB0C048A12 552339AD5 1009517.93000000 PA USD 1015585.13000000 0.039191615859 Long ABS-CBDO CORP US Y 2 2065-09-20 Fixed 5.60400000 N N N N N N Bayer AG 549300J4U55H3WP1XT59 N/A 100000.00000000 PA 119972.16000000 0.004629747590 Long DBT CORP DE N 2 2083-09-25 Variable 6.62500000 N N N N N N Teva Pharmaceutical Finance Netherlands IV BV 549300GKSD1RG56QRY33 881937AA4 85000.00000000 PA USD 86083.36000000 0.003321972602 Long DBT CORP NL N 2 2030-12-01 Fixed 5.75000000 N N N N N N Boston Properties LP BVHHEFJI6SHNOKQT2572 10112RBA1 280000.00000000 PA USD 278569.71000000 0.010750056043 Long DBT CORP US N 2 2028-12-01 Fixed 4.50000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PEV4 3840000.00000000 PA USD 3908040.96000000 0.150812015205 Long DBT CORP US N 2 2031-01-24 Variable 5.14000000 N N N N N N Santander Bank Auto Credit-Linked Notes Series 2023-B N/A 80290CCD4 105461.78000000 PA USD 106948.14000000 0.004127148277 Long ABS-CBDO CORP US Y 2 2033-12-15 Fixed 6.66300000 N N N N N N Citigroup Commercial Mortgage Trust 2017-P8 N/A 17326DAG7 140000.00000000 PA USD 126062.19000000 0.004864762961 Long ABS-MBS CORP US N 2 2050-09-15 Fixed 4.19200000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558CB7 445000.00000000 PA USD 453389.04000000 0.017496365952 Long DBT CORP US N 2 2029-11-15 Fixed 4.80000000 N N N N N N Verisk Analytics Inc 549300I1YSWNIRKBWP67 92345YAF3 340000.00000000 PA USD 338417.53000000 0.013059594360 Long DBT CORP US N 2 2029-03-15 Fixed 4.12500000 N N N N N N Navient Student Loan Trust N/A 63942TAB1 36271.15000000 PA USD 36455.37000000 0.001406819393 Long ABS-CBDO CORP US Y 2 2072-03-15 Floating 5.37220000 N N N N N N Mercedes-Benz Finance North America LLC 549300423Z16BB673J12 58769JBJ5 3185000.00000000 PA USD 3169805.89000000 0.122323388872 Long DBT CORP US Y 2 2028-03-10 Fixed 4.12500000 N N N N N N Cheniere Energy Partners LP 5493005UEC8AZ34LDV29 16411QAK7 1760000.00000000 PA USD 1689758.72000000 0.065208097965 Long DBT CORP US N 2 2031-03-01 Fixed 4.00000000 N N N N N N OCP CLO 2023-30 LTD 2138008RM9AHM8ZQ8119 67578RAL5 280000.00000000 PA USD 279686.29000000 0.010793145069 Long ABS-MBS CORP JE Y 2 2039-01-24 Floating 4.87890000 N N N N N N RR 44 Ltd N/A 78109WAE5 340000.00000000 PA USD 340233.58000000 0.013129676061 Long ABS-MBS CORP KY Y 2 2041-04-15 Floating 5.07240000 N N N N N N WESCO Distribution Inc 549300I2CEZJG9N4AH67 95081QAT1 25000.00000000 PA USD 24842.16000000 0.000958663496 Long DBT CORP US Y 2 2031-04-15 Fixed 5.25000000 N N N N N N Suzano Austria GmbH 254900287ZNSGVP1R341 86964WAF9 657000.00000000 PA USD 671424.18000000 0.025910381871 Long DBT CORP AT N 2 2029-01-15 Fixed 6.00000000 N N N N N N Mexico Government International Bond N/A 91087BBJ8 9747000.00000000 PA USD 9509525.26000000 0.366974318535 Long DBT NUSS MX N 2 2031-03-22 Fixed 4.75000000 N N N N N N Corp Nacional del Cobre de Chile 549300UVMBCBCIPSUI70 N/A 217000.00000000 PA USD 225843.51000000 0.008715342344 Long DBT CORP CL N 2 2035-01-13 Fixed 6.33000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439AQ2 566000.00000000 PA USD 558109.03000000 0.021537529514 Long DBT CORP GB N 2 2028-11-07 Variable 3.57400000 N N N N N N Huntington Bancshares Inc/OH 549300XTVCVV9I7B5T19 446150BC7 3800000.00000000 PA USD 3939984.89000000 0.152044737304 Long DBT CORP US N 2 2029-08-21 Variable 6.20800000 N N N N N N Mars Inc 54930073HKEO6GZBSS03 571676AY1 7885000.00000000 PA USD 7967285.81000000 0.307459016171 Long DBT CORP US Y 2 2030-03-01 Fixed 4.80000000 N N N N N N VENTURE GLOBAL PLAQUE N/A 922966AE6 130000.00000000 PA USD 133728.13000000 0.005160592987 Long DBT CORP US Y 2 2030-12-15 Fixed 6.12500000 N N N N N N Uber Technologies Inc 549300B2FTG34FILDR98 90353TAN0 6626000.00000000 PA USD 6568440.60000000 0.253477323748 Long DBT CORP US N 2 2030-01-15 Fixed 4.30000000 N N N N N N Teledyne Technologies Inc 549300VSMO9KYQWDND94 879360AD7 677000.00000000 PA USD 649639.44000000 0.025069704771 Long DBT CORP US N 2 2028-04-01 Fixed 2.25000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29278NAN3 2980000.00000000 PA USD 3008162.94000000 0.116085557876 Long DBT CORP US N 2 2027-06-01 Fixed 5.50000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U2A0 6015000.00000000 PA USD 5955771.32000000 0.229834304211 Long DBT CORP US N 2 2028-05-22 Variable 3.58400000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816DH9 807000.00000000 PA USD 821371.73000000 0.031696885242 Long DBT CORP US N 2 2029-07-27 Variable 5.28200000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081FD0 2835000.00000000 PA USD 2812273.82000000 0.108526160918 Long DBT CORP US N 2 2030-11-15 Fixed 4.20000000 N N N N N N Santander Bank Auto Credit-Linked Notes Series 2024-A N/A 80290CCK8 206187.82000000 PA USD 208400.81000000 0.008042225362 Long ABS-CBDO CORP US Y 2 2032-06-15 Fixed 5.81800000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NDG3 2900000.00000000 PA USD 2784617.79000000 0.107458909664 Long DBT CORP US N 2 2030-04-01 Fixed 3.40000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GB29 2098000.00000000 PA USD 2122452.84000000 0.081905843171 Long DBT CORP US N 2 2030-07-23 Variable 5.04900000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PDF0 807000.00000000 PA USD 807735.33000000 0.031170654073 Long DBT CORP US N 2 2030-06-14 Variable 4.56500000 N N N N N N HPS Corporate Lending Fund 549300ZS7IHUA6FKFV61 40440VAH8 3030000.00000000 PA USD 3007092.84000000 0.116044262522 Long DBT CORP US N 2 2028-01-14 Fixed 5.45000000 N N N N N N Sysco Corp 5RGWIFLMGH3YS7KWI652 871829BK2 350000.00000000 PA USD 320690.89000000 0.012375520081 Long DBT CORP US N 2 2030-02-15 Fixed 2.40000000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 023551AF1 480000.00000000 PA USD 536121.37000000 0.020689021694 Long DBT CORP US N 2 2029-10-01 Fixed 7.87500000 N N N N N N Tyco Electronics Group SA C33G1C5SYE2YM95EE712 902133BA4 660000.00000000 PA USD 666815.50000000 0.025732532067 Long DBT CORP LU N 2 2030-02-01 Fixed 4.62500000 N N N N N N Blue Owl Technology Finance Corp 254900G5EZJSOD3UKL16 095924AB2 619000.00000000 PA USD 612208.77000000 0.023625248372 Long DBT CORP US N 2 2028-03-15 Fixed 6.10000000 N N N N N N Mondelez International Inc 549300DV9GIB88LZ5P30 609207AM7 1155000.00000000 PA USD 1147894.16000000 0.044297445519 Long DBT CORP US N 2 2028-05-07 Fixed 4.12500000 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 65473PAS4 3315000.00000000 PA USD 3382659.02000000 0.130537430077 Long DBT CORP US N 2 2029-07-01 Fixed 5.20000000 N N N N N N GMF Floorplan Owner Revolving Trust N/A 361886DG6 120000.00000000 PA USD 122321.56000000 0.004720411366 Long ABS-CBDO CORP US Y 2 2031-03-15 Fixed 5.35000000 N N N N N N Gildan Activewear Inc 549300SB3IBI34M00Z45 375916AF0 845000.00000000 PA USD 836207.80000000 0.032269411896 Long DBT CORP CA Y 2 2030-10-07 Fixed 4.70000000 N N N N N N Nevada Power Co MJZFGXRJ52U8U4MKJ519 641423CH9 160000.00000000 PA USD 159776.40000000 0.006165800490 Long DBT CORP US N 2 2055-05-15 Variable 6.25000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CQD6 7378000.00000000 PA USD 7234186.62000000 0.279168584387 Long DBT UST US N 2 2031-02-28 Fixed 3.50000000 N N N N N N DaVita Inc M2XHYMU3TZNEZURC6H66 23918KAS7 50000.00000000 PA USD 48073.30000000 0.001855157436 Long DBT CORP US Y 2 2030-06-01 Fixed 4.62500000 N N N N N N CD 2018-CD7 Mortgage Trust N/A 12512JBA1 90000.00000000 PA USD 83867.95000000 0.003236479525 Long ABS-MBS CORP US N 2 2051-08-15 Variable 4.83830000 N N N N N N Allison Transmission Inc MWKQ3I0U1GXP2YDSZW75 019736AE7 60000.00000000 PA USD 59699.99000000 0.002303833529 Long DBT CORP US Y 2 2027-10-01 Fixed 4.75000000 N N N N N N Uber Technologies Inc 549300B2FTG34FILDR98 90353TAT7 1845000.00000000 PA USD 1804063.45000000 0.069619138396 Long DBT CORP US N 2 2031-01-15 Fixed 4.15000000 N N N N N N MPT Operating Partnership LP / MPT Finance Corp N/A N/A 100000.00000000 PA 113397.04000000 0.004376012507 Long DBT CORP US Y 2 2032-02-15 Fixed 7.00000000 N N N N N N GM Financial Revolving Receivables Trust 2021-1 N/A 36263HAB4 60000.00000000 PA USD 59240.60000000 0.002286105585 Long ABS-CBDO CORP US Y 2 2034-06-12 Fixed 1.49000000 N N N N N N ELM BV for Helvetia Schweizerische Versicherungsgesellschaft AG N/A N/A 200000.00000000 PA 228568.11000000 0.008820485157 Long DBT CORP NL N 2 2047-09-29 Variable 3.37500000 N N N N N N World Omni Auto Receivables Trust 2025-A N/A 98164YAG6 290000.00000000 PA USD 294486.24000000 0.011364277846 Long ABS-CBDO CORP US N 2 2031-10-15 Fixed 5.17000000 N N N N N N SM Energy Co 84BUTVXV5ODI6BXNMH43 17888HAD5 115000.00000000 PA USD 127262.80000000 0.004911094721 Long DBT CORP US Y 2 2033-06-15 Fixed 9.62500000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PBJ4 870000.00000000 PA USD 865598.91000000 0.033403620205 Long DBT CORP US N 2 2031-03-24 Variable 4.49300000 N N N N N N GM Financial Consumer Automobile Receivables Trust 2024-3 N/A 38013KAF7 300000.00000000 PA USD 304640.61000000 0.011756136841 Long ABS-CBDO CORP US N 2 2030-01-16 Fixed 5.39000000 N N N N N N Yorkshire Water Finance PLC 213800O8BDOGHJMTCP32 N/A 600000.00000000 PA 775783.25000000 0.029937617464 Long DBT CORP GB N 2 2026-11-26 Fixed 1.75000000 N N N N N N Rocket Cos Inc N/A 77311WAA9 270000.00000000 PA USD 272649.47000000 0.010521592899 Long DBT CORP US Y 2 2030-08-01 Fixed 6.12500000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VAP5 2163000.00000000 PA USD 2203873.19000000 0.085047869365 Long DBT CORP US N 2 2028-02-15 Fixed 5.55000000 N N N N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 N/A 400000.00000000 PA 476261.93000000 0.018379034959 Long DBT CORP NL N 2 2033-09-21 Variable 5.50000000 N N N N N N Welltower OP LLC T6IZ0MBEG5ACZDTR7D06 95041AAF5 3150000.00000000 PA USD 3148493.83000000 0.121500952580 Long DBT CORP US N 2 2030-07-01 Fixed 4.50000000 N N N N N N Manufacturers & Traders Trust Co WWB2V0FCW3A0EE3ZJN75 55279HAQ3 501000.00000000 PA USD 493699.32000000 0.019051947028 Long DBT CORP US N 2 2027-08-17 Fixed 3.40000000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 N/A 400000.00000000 PA 479542.19000000 0.018505620793 Long DBT CORP FR N 2 2033-08-28 Variable 5.50000000 N N N N N N Evergreen Credit Card Trust 5493002G9KVV6J3CNU15 30023JCX4 200000.00000000 PA USD 201747.26000000 0.007785463651 Long ABS-CBDO CORP CA Y 2 2029-05-15 Fixed 5.24000000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 92556HAD9 35000.00000000 PA USD 29998.43000000 0.001157644898 Long DBT CORP US N 2 2032-05-19 Fixed 4.20000000 N N N N N N Huntington Ingalls Industries Inc 5TZLZ6WJTBVJ0QWBG121 446413AL0 1179000.00000000 PA USD 1160498.79000000 0.044783860495 Long DBT CORP US N 2 2027-12-01 Fixed 3.48300000 N N N N N N PG&E Recovery Funding LLC N/A 71710TAD0 618669.29000000 PA USD 626195.01000000 0.024164979931 Long DBT CORP US N 2 2032-07-15 Fixed 5.04500000 N N N N N N Crowdstrike Holdings Inc 549300YBY08K9KM4HX32 22788CAA3 135000.00000000 PA USD 128455.08000000 0.004957105024 Long DBT CORP US N 2 2029-02-15 Fixed 3.00000000 N N N N N N Hudbay Minerals Inc 894500LX3TMESP27BE29 443628AJ1 45000.00000000 PA USD 45000.00000000 0.001736558227 Long DBT CORP CA Y 2 2026-04-01 Fixed 4.50000000 N N N N N N Penske Truck Leasing Co Lp / PTL Finance Corp N/A 709599BR4 570000.00000000 PA USD 580735.37000000 0.022410684111 Long DBT CORP US Y 2 2027-11-15 Fixed 5.87500000 N N N N N N Ally Bank Auto Credit-Linked Notes Series 2025-B N/A 02007G6R9 207565.88000000 PA USD 207702.96000000 0.008015295203 Long ABS-CBDO CORP US Y 2 2033-09-15 Fixed 4.94200000 N N N N N N Principal Financial Group Inc CUMYEZJOAF02RYZ1JJ85 74251VAS1 610000.00000000 PA USD 551176.65000000 0.021270007702 Long DBT CORP US N 2 2030-06-15 Fixed 2.12500000 N N N N N N Enterprise Fleet Financing 2024-3 LLC N/A 29375QAD0 170000.00000000 PA USD 172475.74000000 0.006655870342 Long ABS-CBDO CORP US Y 2 2031-03-20 Fixed 5.06000000 N N N N N N Targa Resources Corp 5493003QENHHS261UR94 87612GAE1 645000.00000000 PA USD 672358.97000000 0.025946455588 Long DBT CORP US N 2 2029-03-01 Fixed 6.15000000 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 65473PAJ4 250000.00000000 PA USD 241059.96000000 0.009302547932 Long DBT CORP US N 2 2030-05-01 Fixed 3.60000000 N N N N N N Newell Brands Inc 549300LWGYFM1TVO1Z12 651229BF2 30000.00000000 PA USD 28888.92000000 0.001114828704 Long DBT CORP US N 2 2030-05-15 Fixed 6.37500000 N N N N N N Progressive Corp/The 529900TACNVLY9DCR586 743315AW3 404000.00000000 PA USD 386376.32000000 0.014910332835 Long DBT CORP US N 2 2030-03-26 Fixed 3.20000000 N N N N N N SBA Communications Corp 5299001HX8ZN8Y8QIT49 78410GAD6 220000.00000000 PA USD 217790.30000000 0.008404567498 Long DBT CORP US N 2 2027-02-15 Fixed 3.87500000 N N N N N N Cencora Inc AI8GXW8LG5WK7E9UD086 03073EAV7 95000.00000000 PA USD 95365.97000000 0.003680190219 Long DBT CORP US N 2 2027-12-15 Fixed 4.62500000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DM9 2990000.00000000 PA USD 3000182.62000000 0.115777595868 Long DBT CORP US N 2 2030-09-06 Variable 4.89500000 N N N N N N Panther Escrow Issuer LLC N/A 69867RAA5 20000.00000000 PA USD 20031.87000000 0.000773033525 Long DBT CORP US Y 2 2031-06-01 Fixed 7.12500000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U3W1 1609000.00000000 PA USD 1636316.52000000 0.063145753696 Long DBT CORP US N 2 2031-04-23 Variable 5.15000000 N N N N N N Amphenol Corp 549300D3L3G0R4U4VT04 032095AX9 1193000.00000000 PA USD 1183598.84000000 0.045675295648 Long DBT CORP US N 2 2028-11-15 Fixed 3.90000000 N N N N N N Oncor Electric Delivery Co LLC 549300SP2X2BS1KERD24 68233JCW2 800000.00000000 PA USD 806003.59000000 0.031103825910 Long DBT CORP US N 2 2029-11-01 Fixed 4.65000000 N N N N N N HPEFS Equipment Trust 2024-2 N/A 40444MAL5 210000.00000000 PA USD 212694.07000000 0.008207903050 Long ABS-CBDO CORP US Y 2 2032-04-20 Fixed 5.82000000 N N N N N N AES Corp/The 2NUNNB7D43COUIRE5295 00130HCH6 555000.00000000 PA USD 560058.30000000 0.021612752199 Long DBT CORP US N 2 2028-06-01 Fixed 5.45000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBY0 800000.00000000 PA USD 809320.46000000 0.031231824530 Long DBT CORP GB N 2 2028-08-09 Variable 5.50100000 N N N N N N NXP BV / NXP Funding LLC N/A 62947QBC1 29000.00000000 PA USD 29685.16000000 0.001145555752 Long DBT CORP N/A N 2 2028-12-01 Fixed 5.55000000 N N N N N N N/A N/A N/A -58180000.00000000 NC USD -28475.04000000 -0.00109885700 N/A DCR N/A N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Put Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A N/A N/A 0.00000000 NC USD 0.00000000 0.00000000 DCR US ICE: (CDX.NA.IG.45.V1) 2I65BYEI2 2030-12-20 0.00000000 USD 0.00000000 USD 0.00000000 USD -58180000.00000000 70.00000000 USD 2026-04-15 XXXX 12541.86000000 N N N Blue Owl Capital Corp 2549000BD79OOCPF2L94 69121KAJ3 609000.00000000 PA USD 600755.04000000 0.023183246837 Long DBT CORP US N 2 2030-07-15 Fixed 6.20000000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244BN8 1800000.00000000 PA USD 1803379.73000000 0.069592753516 Long DBT CORP US N 2 2028-05-15 Fixed 4.50000000 N N N N N N BBCMS Mortgage Trust 2022-C16 N/A 05552YAA4 50172.96000000 PA USD 49994.58000000 0.001929299983 Long ABS-MBS CORP US N 2 2055-06-15 Fixed 4.02100000 N N N N N N Air Products and Chemicals Inc 7QEON6Y1RL5XR3R1W237 009158BH8 385000.00000000 PA USD 388937.94000000 0.015009186219 Long DBT CORP US N 2 2029-02-08 Fixed 4.60000000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 49326EEJ8 530000.00000000 PA USD 495220.20000000 0.019110638065 Long DBT CORP US N 2 2029-10-01 Fixed 2.55000000 N N N N N N Progress Residential 2025-SFR6 Trust N/A 74334EAC5 340000.00000000 PA USD 321103.17000000 0.012391430041 Long ABS-CBDO CORP US Y 2 2042-12-17 Fixed 4.00000000 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661ED5 355000.00000000 PA USD 333629.99000000 0.012874842316 Long DBT CORP US N 2 2028-09-15 Fixed 1.70000000 N N N N N N NatWest Group PLC 2138005O9XJIJN4JPN90 639057AS7 2329000.00000000 PA USD 2350821.82000000 0.090718643865 Long DBT CORP GB N 2 2030-08-15 Variable 4.96400000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BK4 661000.00000000 PA USD 657886.52000000 0.025387961096 Long DBT CORP GB N 2 2028-03-13 Variable 4.04100000 N N N N N N Laboratory Corp of America Holdings OZ7UA8IXAIFILY2VZH07 50540RAW2 1880000.00000000 PA USD 1781307.50000000 0.068740982124 Long DBT CORP US N 2 2029-12-01 Fixed 2.95000000 N N N N N N Graphic Packaging International LLC SO75N4VY5NXGQSK8YQ65 38869AAD9 10000.00000000 PA USD 9196.40000000 0.000354890757 Long DBT CORP US Y 2 2030-02-01 Fixed 3.75000000 N N N N N N Providence St Joseph Health Obligated Group N/A 743820AA0 510000.00000000 PA USD 476470.78000000 0.018387094519 Long DBT CORP US N 2 2029-10-01 Fixed 2.53200000 N N N N N N Hilton Domestic Operating Co Inc 5493003EG7H0N1E4XV50 432833AP6 50000.00000000 PA USD 50484.94000000 0.001948223065 Long DBT CORP US Y 2 2029-04-01 Fixed 5.87500000 N N N N N N GS Mortgage Securities Trust 2015-GC34 54930070360RBP384M53 36250VAL6 110000.00000000 PA USD 38500.00000000 0.001485722039 Long ABS-MBS CORP US N 2 2048-10-10 Variable 4.24970000 N N N N N N Manufacturers & Traders Trust Co WWB2V0FCW3A0EE3ZJN75 55279HAW0 3547000.00000000 PA USD 3565362.15000000 0.137587977270 Long DBT CORP US N 2 2028-01-27 Fixed 4.70000000 N N N N N N AutoNation Finance Trust 2026-1 N/A 05330WAG4 290000.00000000 PA USD 288070.49000000 0.011116692880 Long ABS-CBDO CORP US Y 2 2034-01-11 Fixed 5.07000000 N N N N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556DG4 2180000.00000000 PA USD 2156994.35000000 0.083238806358 Long DBT CORP US N 2 2031-02-12 Fixed 4.21500000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 53944YBD4 200000.00000000 PA USD 197211.51000000 0.007610428229 Long DBT CORP GB N 2 2031-11-04 Variable 4.42500000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280ED7 2755000.00000000 PA USD 2821821.59000000 0.108894611108 Long DBT CORP GB N 2 2030-03-04 Variable 5.54600000 N N N N N N Verizon Master Trust 5493007MUBNP1GFMEB89 92348KEJ8 250000.00000000 PA USD 251191.28000000 0.009693517423 Long ABS-CBDO CORP US N 2 2031-06-20 Fixed 4.84000000 N N N N N N Atlas Warehouse Lending Co LP 25490068J12A1HV7YM70 049463AF9 1130000.00000000 PA USD 1113292.25000000 0.042962151485 Long DBT CORP US Y 2 2028-11-15 Fixed 4.62500000 N N N N N N NYC Commercial Mortgage Trust 2025-28L N/A 67123JAA7 110000.00000000 PA USD 109535.05000000 0.004226977607 Long ABS-MBS CORP US Y 2 2038-11-05 Variable 4.66820000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MBC1 2115000.00000000 PA USD 2135045.97000000 0.082391814360 Long DBT CORP CA N 2 2027-06-21 Fixed 5.20000000 N N N N N N Huntington Bank Auto Credit-Linked Notes Series 2026-1 N/A 44644NAV1 800000.00000000 PA USD 796491.52000000 0.030736753389 Long ABS-CBDO CORP US Y 2 2034-02-20 Fixed 4.50300000 N N N N N N TotalEnergies Capital USA LLC 9845000979865101C194 89158TAA7 2036000.00000000 PA USD 2017916.74000000 0.077871775958 Long DBT CORP US N 2 2031-01-13 Fixed 4.24800000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 N/A 640000.00000000 PA 449237.32000000 0.017336150318 Long DBT CORP GB N 2 2029-03-17 Floating 6.18300000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EAW5 300000.00000000 PA USD 300113.10000000 0.011581419402 Long DBT CORP GB N 2 2028-05-09 Fixed 4.83600000 N N N N N N Freddie Mac STACR REMIC Trust 2024-DNA2 529900GRKKKHILZX4347 35564NCW1 759127.42000000 PA USD 759362.75000000 0.029303947366 Long ABS-MBS CORP US Y 2 2044-05-25 Floating 4.91190000 N N N N N N Boots Group Finco LP 254900YVLYOVF1PF1N93 09947PAB7 34912.50000000 PA USD 34999.78000000 0.001350647909 Long LON CORP US N 2 2032-08-30 Floating 7.17310000 N N N N N N American Honda Finance Corp B6Q2VFHD1797Q7NZ3E43 02665WFK2 1875000.00000000 PA USD 1883881.22000000 0.072699320734 Long DBT CORP US N 2 2027-07-09 Fixed 4.90000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967QA2 2374000.00000000 PA USD 2388928.33000000 0.092189181053 Long DBT CORP US N 2 2031-05-07 Variable 4.95200000 N N N N N N PNC Bank NA AD6GFRVSDT01YPT1CS68 69349LAS7 1110000.00000000 PA USD 1042952.33000000 0.040247721111 Long DBT CORP US N 2 2029-10-22 Fixed 2.70000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAR1 540000.00000000 PA USD 535752.53000000 0.020674788091 Long DBT CORP US N 2 2028-03-15 Fixed 4.00000000 N N N N N N Connecticut Avenue Securities Trust 2025-R06 N/A 20754YAA9 341787.76000000 PA USD 340988.83000000 0.013158821297 Long ABS-MBS CORP US Y 2 2045-09-25 Floating 4.56190000 N N N N N N Blackstone Property Partners Europe Holdings Sarl 213800Y3B5GQFBGVHP79 N/A 100000.00000000 PA 123589.64000000 0.004769346805 Long DBT CORP LU N 2 2028-10-20 Fixed 2.62500000 N N N N N N HPS Corporate Lending Fund 549300ZS7IHUA6FKFV61 40440VAQ8 482000.00000000 PA USD 469504.56000000 0.018118266816 Long DBT CORP US Y 2 2028-09-11 Fixed 4.90000000 N N N N N N Freddie Mac STACR REMIC Trust 2025-DNA2 529900XX8WXEM4FBIH80 35564NHY2 356250.00000000 PA USD 356677.96000000 0.013764267692 Long ABS-MBS CORP US Y 2 2045-05-25 Floating 4.76190000 N N N N N N Hertz Vehicle Financing III LLC 549300MNOMKDMDFI8J66 42806MDL0 440000.00000000 PA USD 438676.35000000 0.016928600555 Long ABS-CBDO CORP US Y 2 2030-05-25 Fixed 4.62000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738ECD5 3770000.00000000 PA USD 3926960.18000000 0.151542111364 Long DBT CORP GB N 2 2028-11-02 Variable 7.38500000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 N/A 500000.00000000 PA 654472.64000000 0.025256218843 Long DBT CORP FR N 2 2029-04-16 Fixed 5.25000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650EB2 1670000.00000000 PA USD 1709926.88000000 0.065986390947 Long DBT CORP US N 2 2029-06-01 Fixed 5.40000000 N N N N N N ENEL Finance International NV 0YQH6LCEF474UTUV4B96 29278GBF4 1060000.00000000 PA USD 1050748.68000000 0.040548583683 Long DBT CORP NL Y 2 2028-09-30 Fixed 4.12500000 N N N N N N UDR Inc P3CH2EG5X6Z1XWU1OO74 90265EAQ3 200000.00000000 PA USD 190729.42000000 0.007360283191 Long DBT CORP US N 2 2030-01-15 Fixed 3.20000000 N N N N N N Mexico Government International Bond N/A 91087BBE9 5868000.00000000 PA USD 5930117.30000000 0.228844310888 Long DBT NUSS MX N 2 2032-07-02 Fixed 5.85000000 N N N N N N OneMain Finance Corp 5493008I795YYBFWFU90 682691AN0 5000.00000000 PA USD 4804.55000000 0.000185408462 Long DBT CORP US N 2 2033-09-15 Fixed 6.75000000 N N N N N N Workday Inc 549300J0DYC0N31V7G13 98138HAG6 1350000.00000000 PA USD 1337972.27000000 0.051632594538 Long DBT CORP US N 2 2027-04-01 Fixed 3.50000000 N N N N N N Fiserv Inc GI7UBEJLXYLGR2C7GV83 337738BD9 1800000.00000000 PA USD 1825957.19000000 0.070464021825 Long DBT CORP US N 2 2028-03-02 Fixed 5.45000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162DP2 7430000.00000000 PA USD 7539657.66000000 0.290956767674 Long DBT CORP US N 2 2028-03-02 Fixed 5.15000000 N N N N N N Connecticut Avenue Securities Trust 2023-R07 N/A 20753BAA0 114342.29000000 PA USD 114517.61000000 0.004419255508 Long ABS-MBS CORP US Y 2 2043-09-25 Floating 5.61190000 N N N N N N Corp Andina de Fomento UKZ46SXGNYCZK0UOZE76 219868CG9 704000.00000000 PA USD 704000.00000000 0.027167488721 Long DBT CORP N/A N 2 2026-04-01 Fixed 4.75000000 N N N N N N LAD Auto Receivables Trust 2024-3 N/A 505709AE5 220000.00000000 PA USD 221222.14000000 0.008537002831 Long ABS-CBDO CORP US Y 2 2030-01-15 Fixed 4.74000000 N N N N N N Nelnet Student Loan Trust 2026-A N/A 64032UAC5 1610000.00000000 PA USD 1590513.20000000 0.061378195202 Long ABS-CBDO CORP US Y 2 2061-02-21 Fixed 4.78000000 N N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 05565EDC6 2205000.00000000 PA USD 2182310.26000000 0.084215751953 Long DBT CORP US Y 2 2030-08-11 Fixed 4.50000000 N N N N N N Macquarie Bank Ltd 4ZHCHI4KYZG2WVRT8631 N/A 310000.00000000 PA 214657.32000000 0.008283665227 Long DBT CORP AU N 2 2032-06-07 Variable 6.08200000 N N N N N N Verizon Master Trust 5493007MUBNP1GFMEB89 92348KCJ0 380000.00000000 PA USD 385863.89000000 0.014890558067 Long ABS-CBDO CORP US Y 2 2031-12-22 Fixed 5.08000000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 N/A 300000.00000000 PA 210834.00000000 0.008136122609 Long DBT CORP AU N 2 2034-04-03 Floating 5.62070000 N N N N N N Wells Fargo Commercial Mortgage Trust 2017-C40 N/A 95000YAY1 75000.00000000 PA USD 73938.11000000 0.002853285183 Long ABS-MBS CORP US N 2 2050-10-15 Fixed 3.58100000 N N N N N N Antares Holdings LP 5493008EAIGV4283RM42 03666HAH4 652000.00000000 PA USD 645347.22000000 0.024904067217 Long DBT CORP US Y 2 2029-10-23 Fixed 6.35000000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822DG6 2170000.00000000 PA USD 2205249.65000000 0.085100987208 Long DBT CORP JP N 2 2031-01-16 Variable 5.19700000 N N N N N N Compass Datacenters Issuer III LLC N/A 20469BAF4 860000.00000000 PA USD 852848.50000000 0.032911579552 Long ABS-CBDO CORP US Y 2 2056-02-25 Fixed 4.89700000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YBX6 5790000.00000000 PA USD 5573822.30000000 0.215094821692 Long DBT CORP US N 2 2029-11-21 Fixed 3.20000000 N N N N N N Progress Residential Trust N/A 74334NAA9 984988.52000000 PA USD 937537.29000000 0.036179735443 Long ABS-CBDO CORP US Y 2 2042-02-17 Fixed 3.40000000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MCB4 650000.00000000 PA USD 584963.04000000 0.022573830670 Long DBT CORP JP N 2 2030-07-08 Fixed 2.13000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34 N/A 61767EAE4 75000.00000000 PA USD 74032.80000000 0.002856939288 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 3.53600000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FBA8 890000.00000000 PA USD 899680.16000000 0.034718821874 Long DBT CORP US N 2 2029-04-15 Fixed 4.75000000 N N N N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332BJ0 1275000.00000000 PA USD 1296392.74000000 0.050028032873 Long DBT CORP US N 2 2029-07-15 Fixed 5.10000000 N N N N N N Mohawk Industries Inc 549300JI1115MG3Q6322 608190AM6 450000.00000000 PA USD 462819.54000000 0.017860290672 Long DBT CORP US N 2 2028-09-18 Fixed 5.85000000 N N N N N N Sixth Street Lending Partners 549300S9P1HMDERGCR64 829932AD4 900000.00000000 PA USD 885720.65000000 0.034180121831 Long DBT CORP US N 2 2030-01-15 Fixed 5.75000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HJK7 1571000.00000000 PA USD 1577369.84000000 0.060870990536 Long DBT CORP US N 2 2029-02-01 Variable 4.65300000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GJZ3 720000.00000000 PA USD 684746.06000000 0.026424475656 Long DBT CORP US N 2 2029-06-14 Variable 2.08700000 N N N N N N SA Global Sukuk Ltd 5493007DFAVKU7UOGR47 N/A 654000.00000000 PA USD 637968.89000000 0.024619336113 Long DBT CORP KY N 2 2029-10-02 Fixed 4.25000000 N N N N N N Iberdrola International BV 549300ZMLFJKWC63XN87 N/A 400000.00000000 PA 454896.09000000 0.017554523287 Long DBT CORP NL N 2 2079-12-31 Variable 1.45000000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406RCG0 1125000.00000000 PA USD 1113859.62000000 0.042984046397 Long DBT CORP US N 2 2030-01-22 Variable 4.02600000 N N N N N N New Issuer: BB Company ID:71577453 N/A 379931AF5 130000.00000000 PA USD 132068.37000000 0.005096542546 Long ABS-CBDO CORP US N 2 2029-10-16 Fixed 5.28000000 N N N N N N Empresa Nacional del Petroleo 549300YP3P0JZBLIV197 N/A 1313000.00000000 PA USD 1315278.70000000 0.050756845522 Long DBT CORP CL N 2 2029-11-06 Fixed 5.25000000 N N N N N N Teva Pharmaceutical Finance Netherlands III BV 5493004T21MOAFINJP35 88167AAQ4 10000.00000000 PA USD 9986.64000000 0.000385386263 Long DBT CORP NL N 2 2029-05-09 Fixed 5.12500000 N N N N N N Connecticut Avenue Securities Trust 2024-R05 N/A 20754XAA1 544080.92000000 PA USD 542720.72000000 0.020943691817 Long ABS-MBS CORP US Y 2 2044-07-25 Floating 4.66190000 N N N N N N Exeter Automobile Receivables Trust 2025-5 N/A 30166VAL2 750000.00000000 PA USD 744318.30000000 0.028723379290 Long ABS-CBDO CORP US N 2 2032-03-15 Fixed 5.16000000 N N N N N N Fidelity National Information Services Inc 6WQI0GK1PRFVBA061U48 31620MCE4 2240000.00000000 PA USD 2221656.95000000 0.085734147915 Long DBT CORP US N 2 2031-03-10 Fixed 4.80000000 N N N N N N AvalonBay Communities Inc K9G90K85RBWD2LAGQX17 053484AH4 1050000.00000000 PA USD 1038753.68000000 0.040085694440 Long DBT CORP US N 2 2030-12-01 Fixed 4.35000000 N N N N N N Kinder Morgan Inc 549300WR7IX8XE0TBO16 494553AD2 2010000.00000000 PA USD 2041219.54000000 0.078771035271 Long DBT CORP US N 2 2029-02-01 Fixed 5.00000000 N N N N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680BB8 270000.00000000 PA USD 254628.24000000 0.009826150338 Long DBT CORP US N 2 2030-03-15 Fixed 3.10000000 N N N N N N Cheniere Corpus Christi Holdings LLC 549300I7CIEWU1BBLQ53 16412XAG0 2070000.00000000 PA USD 2081356.58000000 0.080319930984 Long DBT CORP US N 2 2027-06-30 Fixed 5.12500000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140BR0 1443000.00000000 PA USD 1398919.70000000 0.053984567005 Long DBT CORP US N 2 2030-03-25 Fixed 3.90000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280DR7 3105000.00000000 PA USD 3236879.25000000 0.124911762098 Long DBT CORP GB N 2 2028-11-03 Variable 7.39000000 N N N N N N Progress Residential 2022-SFR5 Trust N/A 74332YAA7 93324.57000000 PA USD 92906.99000000 0.003585297731 Long ABS-CBDO CORP US Y 2 2039-06-17 Fixed 4.45100000 N N N N N N Citigroup Commercial Mortgage Trust 2018-B2 N/A 17327FAD8 240000.00000000 PA USD 237523.87000000 0.009166089572 Long ABS-MBS CORP US N 2 2051-03-10 Fixed 4.00900000 N N N N N N Santander Bank Auto Credit-Linked Notes Series 2025-A N/A 80290CCT9 250000.00000000 PA USD 249707.98000000 0.009636276605 Long ABS-CBDO CORP US Y 2 2034-01-16 Fixed 5.15100000 N N N N N N WaMu Mortgage Pass-Through Certificates Series 2003-AR7 Trust N/A 9292276K7 1912.25000000 PA USD 1877.35000000 0.000072447279 Long ABS-MBS CORP US N 2 2033-08-25 Variable 5.62330000 N N N N N N NTT Finance Corp 3538007PR116187GD960 62954WAP0 479000.00000000 PA USD 480100.88000000 0.018527180742 Long DBT CORP JP Y 2 2027-07-16 Fixed 4.56700000 N N N N N N Republic of South Africa Government International Bond N/A 836205BA1 304000.00000000 PA USD 297578.86000000 0.011483622617 Long DBT NUSS ZA N 2 2029-09-30 Fixed 4.85000000 N N N N N N Morocco Government International Bond N/A N/A 905000.00000000 PA USD 869347.89000000 0.033548294029 Long DBT NUSS MA N 2 2027-12-15 Fixed 2.37500000 N N N N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 N/A 850000.00000000 PA 599034.54000000 0.023116852427 Long DBT CORP AU N 2 2033-10-25 Floating 5.86160000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RGG3 200000.00000000 PA USD 202495.60000000 0.007814342228 Long ABS-CBDO CORP US Y 2 2029-04-20 Fixed 6.23000000 N N N N N N Kraft Heinz Foods Co 5493003STKEZ2S0RNU91 50077LBC9 2509000.00000000 PA USD 2492124.44000000 0.096171537807 Long DBT CORP US N 2 2027-05-15 Fixed 3.87500000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FBZ3 1129000.00000000 PA USD 1140920.93000000 0.044028347298 Long DBT CORP US N 2 2027-07-12 Fixed 5.05000000 N N N N N N FirstEnergy Corp 549300SVYJS666PQJH88 337932AP2 822000.00000000 PA USD 740473.65000000 0.028575013544 Long DBT CORP US N 2 2030-09-01 Fixed 2.25000000 N N N N N N Ford Motor Co 20S05OYHG0MQM4VUIC57 345370BY5 710000.00000000 PA USD 734187.44000000 0.028332427550 Long DBT CORP US N 2 2028-10-01 Fixed 6.62500000 N N N N N N JT International Financial Services BV 549300U2F0PG10VZUN93 N/A 100000.00000000 PA 112215.63000000 0.004330421679 Long DBT CORP NL N 2 2055-09-04 Variable 3.87000000 N N N N N N Citadel Finance LLC 549300BQL283NCR7P163 17287HAD2 1000000.00000000 PA USD 1006669.11000000 0.038847545017 Long DBT CORP US Y 2 2030-02-10 Fixed 5.90000000 N N N N N N Starwood Property Trust Inc BUGSFQZERKRBFWIG5267 85571BBE4 55000.00000000 PA USD 55921.63000000 0.002158025926 Long DBT CORP US Y 2 2030-10-15 Fixed 6.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YEV3 3100000.00000000 PA USD 3180759.96000000 0.122746108436 Long DBT CORP US N 2 2028-10-18 Variable 6.29600000 N N N N N N GM Financial Revolving Receivables Trust 2023-2 N/A 36268DAB8 150000.00000000 PA USD 155665.70000000 0.006007167825 Long ABS-CBDO CORP US Y 2 2036-08-11 Fixed 6.21000000 N N N N N N Artea Bankas AB 549300TK038P6EV4YU51 N/A 100000.00000000 PA 114393.94000000 0.004414483060 Long DBT CORP LT N 2 2029-10-07 Variable 3.73900000 N N N N N N SFS Auto Receivables Securitization Trust 2025-2 N/A 78398HAE8 160000.00000000 PA USD 160727.25000000 0.006202493965 Long ABS-CBDO CORP US Y 2 2031-07-21 Fixed 4.85000000 N N N N N N DCP Midstream Operating LP 549300Y6CTBSE0QIPL28 23311VAH0 3031000.00000000 PA USD 3079038.89000000 0.118820673746 Long DBT CORP US N 2 2029-05-15 Fixed 5.12500000 N N N N N N ERP Operating LP DX5HQV5MLU50FEWZ5072 26884ABL6 160000.00000000 PA USD 153137.87000000 0.005909618403 Long DBT CORP US N 2 2029-07-01 Fixed 3.00000000 N N N N N N BWX Technologies Inc 549300NP85N265KWMS58 05605HAB6 170000.00000000 PA USD 165603.38000000 0.006390664713 Long DBT CORP US Y 2 2028-06-30 Fixed 4.12500000 N N N N N N State of Israel 213800T8ZHTFZIBYPE21 46513JXM8 1500000.00000000 PA USD 1375533.57000000 0.053082091973 Long DBT NUSS IL N 2 2030-01-15 Fixed 2.50000000 N N N N N N Dell International LLC / EMC Corp N/A 24703TAF3 310000.00000000 PA USD 315772.18000000 0.012185706162 Long DBT CORP US N 2 2027-07-15 Fixed 6.10000000 N N N N N N Citizens Financial Group Inc 2138004JDDA4ZQUPFW65 174610BJ3 884000.00000000 PA USD 894273.16000000 0.034510164756 Long DBT CORP US N 2 2031-03-05 Variable 5.25300000 N N N N N N PNC Financial Services Group Inc/The CFGNEKW0P8842LEUIA51 693475CB9 2165000.00000000 PA USD 2207989.84000000 0.085206731641 Long DBT CORP US N 2 2031-01-29 Variable 5.22200000 N N N N N N N/A N/A N/A 1.00000000 NC 3785.53000000 0.000146084294 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 269631.30000000 GBP 360585.08000000 USD 2026-06-17 3785.53000000 N N N Dell International LLC / EMC Corp N/A 24703TAL0 1560000.00000000 PA USD 1570835.03000000 0.060618811024 Long DBT CORP US N 2 2028-04-01 Fixed 4.75000000 N N N N N N Nissan Auto Lease Trust 2025-A N/A 65479XAF9 180000.00000000 PA USD 181372.88000000 0.006999212601 Long ABS-CBDO CORP US N 2 2029-02-15 Fixed 5.03000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422EXH7 799000.00000000 PA USD 806471.19000000 0.031121870679 Long DBT CORP US N 2 2029-01-16 Fixed 4.50000000 N N N N N N Australia & New Zealand Banking Group Ltd JHE42UYNWWTJB8YTTU19 N/A 850000.00000000 PA 588153.34000000 0.022696944930 Long DBT CORP AU N 2 2032-08-12 Variable 5.90600000 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 65473PAN5 1630000.00000000 PA USD 1655523.50000000 0.063886954566 Long DBT CORP US N 2 2028-03-30 Fixed 5.25000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816DU0 900000.00000000 PA USD 926777.85000000 0.035764526686 Long DBT CORP US N 2 2030-04-25 Variable 5.53200000 N N N N N N Altice France SA 5493001ZMCICV4N02J21 02090DAD0 74230.00000000 PA USD 70186.39000000 0.002708505623 Long DBT CORP FR Y 2 2032-04-15 Fixed 6.50000000 N N N N N N Santander Drive Auto Receivabl N/A 80287NAF2 1590000.00000000 PA USD 1608205.18000000 0.062060931945 Long ABS-CBDO CORP US N 2 2031-05-15 Fixed 5.47000000 N N N N N N Daimler Truck Finance North America LLC 5493003HSDTSCZRXBA58 233853BD1 2835000.00000000 PA USD 2880019.37000000 0.111140474080 Long DBT CORP US Y 2 2030-01-13 Fixed 5.25000000 N N N N N N N/A N/A N/A 1.00000000 NC 93.08000000 0.000003591974 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 214154.98000000 USD 184702.07000000 EUR 2026-06-17 93.08000000 N N N Serbia International Bond N/A N/A 708000.00000000 PA USD 610464.43000000 0.023557933972 Long DBT NUSS RS N 2 2030-12-01 Fixed 2.12500000 N N N N N N Essex Portfolio LP 5493003GN3O58H286O74 29717PAR8 360000.00000000 PA USD 356862.91000000 0.013771404946 Long DBT CORP US N 2 2027-05-01 Fixed 3.62500000 N N N N N N Apollo Debt Solutions BDC 549300UMUGX092P8DW87 03770DAH6 450000.00000000 PA USD 444563.10000000 0.017155771314 Long DBT CORP US Y 2 2028-12-08 Fixed 5.20000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650DH0 4105000.00000000 PA USD 4070274.25000000 0.157072627529 Long DBT CORP US N 2 2027-04-01 Fixed 3.62500000 N N N N N N Paraguay Government International Bond N/A N/A 203000.00000000 PA USD 203195.93000000 0.007841368091 Long DBT NUSS PY N 2 2026-04-15 Fixed 5.00000000 N N N N N N L3Harris Technologies Inc 549300UTE50ZMDBG8A20 502431AF6 722000.00000000 PA USD 681468.68000000 0.026298000963 Long DBT CORP US N 2 2029-12-15 Fixed 2.90000000 N N N N N N Hyundai Auto Receivables Trust 2024-C N/A 448976AF7 100000.00000000 PA USD 100834.68000000 0.003891228738 Long ABS-CBDO CORP US N 2 2031-01-15 Fixed 4.67000000 N N N N N N Nomura Holdings Inc 549300B3CEAHYG7K8164 65535HAS8 1252000.00000000 PA USD 1144871.76000000 0.044180810550 Long DBT CORP JP N 2 2030-07-16 Fixed 2.67900000 N N N N N N First Student Bidco Inc 2549006DRO2F06AA1391 33718FAQ3 118345.66000000 PA USD 117901.86000000 0.004549854334 Long LON CORP US N 2 2030-08-15 Floating 5.92810000 N N N N N N N/A N/A N/A -1532000.00000000 NC USD -1142.50000000 -0.00004408928 N/A DCR N/A N 2 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 N/A INDONESIA (REP) Y Payout of notional amount upon default event with regard to reference instrument 2031-06-20 1409.95000000 USD 0.00000000 USD -1532000.00000000 USD -2552.45000000 N N N Univision Communications Inc 549300YQDE2JSGTL8V47 914906AY8 10000.00000000 PA USD 10164.58000000 0.000392253000 Long DBT CORP US Y 2 2028-08-15 Fixed 8.00000000 N N N N N N Kilroy Realty LP 5493008CT3N3JR7P1552 49427RAP7 658000.00000000 PA USD 600566.65000000 0.023175976833 Long DBT CORP US N 2 2030-02-15 Fixed 3.05000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GLG2 3226000.00000000 PA USD 3271778.39000000 0.126258526292 Long DBT CORP US N 2 2029-04-25 Variable 5.20200000 N N N N N N AMC Networks Inc 549300VGG9K75226LR46 00164VAF0 7000.00000000 PA USD 5920.34000000 0.000228467003 Long DBT CORP US N 2 2029-02-15 Fixed 4.25000000 N N N N N N Aon Corp / Aon Global Holdings PLC N/A 03740LAD4 1000000.00000000 PA USD 982860.77000000 0.037928776823 Long DBT CORP N/A N 2 2027-05-28 Fixed 2.85000000 N N N N N N Citadel Securities Global Holdings LLC 549300NV5RXBUS3X7L47 17289RAA4 900000.00000000 PA USD 914746.76000000 0.035300244723 Long DBT CORP US Y 2 2030-06-18 Fixed 5.50000000 N N N N N N Eagle Funding Luxco Sarl 894500VDP08MVIZ6OA60 N/A 10670000.00000000 PA USD 10710439.19000000 0.413317806672 Long DBT NUSS LU N 2 2030-08-17 Fixed 5.50000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280DF3 1714000.00000000 PA USD 1717492.77000000 0.066278360026 Long DBT CORP GB N 2 2028-06-09 Variable 4.75500000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 89364MCA0 40000.00000000 PA USD 39982.72000000 0.001542940475 Long LON CORP US N 2 2031-02-28 Floating 6.15680000 N N N N N N Magyar Export-Import Bank Zrt 529900O4UGETQ9Q3AA63 N/A 600000.00000000 PA USD 607026.06000000 0.023425246645 Long DBT NUSS HU N 2 2027-12-04 Fixed 6.12500000 N N N N N N Charles River Laboratories International Inc 549300BSQ0R4UZ5KX287 159864AG2 155000.00000000 PA USD 146982.84000000 0.005672094670 Long DBT CORP US Y 2 2029-03-15 Fixed 3.75000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U3J0 1605000.00000000 PA USD 1631436.20000000 0.062957421255 Long DBT CORP US N 2 2030-01-23 Variable 5.19800000 N N N N N N Venture Global Calcasieu Pass LLC 549300GKHS6RS20NLH85 92328MAA1 260000.00000000 PA USD 247193.72000000 0.009539250852 Long DBT CORP US Y 2 2029-08-15 Fixed 3.87500000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PFP2 1620000.00000000 PA USD 1627839.28000000 0.062818615454 Long DBT CORP US N 2 2031-01-15 Fixed 4.65000000 N N N N N N Ares Capital Corp WEQ82666OJYSI5GUAB47 04010LBG7 2296000.00000000 PA USD 2308689.37000000 0.089092744916 Long DBT CORP US N 2 2029-07-15 Fixed 5.95000000 N N N N N N N/A N/A N/A 1.00000000 NC -1558.98000000 -0.00006016132 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 396845.26000000 USD 298715.49000000 GBP 2026-06-17 -1558.98000000 N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGL7 1660000.00000000 PA USD 1647248.71000000 0.063567628907 Long DBT CORP US N 2 2028-04-24 Variable 3.70500000 N N N N N N American Honda Finance Corp B6Q2VFHD1797Q7NZ3E43 02665WGR6 2255000.00000000 PA USD 2226613.54000000 0.085925423629 Long DBT CORP US N 2 2029-01-08 Fixed 4.15000000 N N N N N N Merrill Lynch Mortgage Investors Trust MLMI Series 2003-A2 N/A 589929M96 3013.06000000 PA USD 2951.11000000 0.000113883874 Long ABS-MBS CORP US N 2 2033-02-25 Floating 5.54930000 N N N N N N SoFi Consumer Loan Program 2025-4 Trust N/A 83405UAC4 190000.00000000 PA USD 189227.57000000 0.007302326525 Long ABS-CBDO CORP US Y 2 2035-08-25 Fixed 4.91000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280EW5 8075000.00000000 PA USD 8185578.57000000 0.315882973693 Long DBT CORP GB N 2 2031-05-13 Variable 5.24000000 N N N N N N Aroundtown SA 529900H4DWG3KWMBMQ39 N/A 800000.00000000 PA 885711.93000000 0.034179785325 Long DBT CORP LU N 2 2030-05-13 Fixed 3.50000000 N N N N N N Fox Corp 549300DDU6FDRBIELS05 35137LAH8 3200000.00000000 PA USD 3209874.62000000 0.123869648489 Long DBT CORP US N 2 2029-01-25 Fixed 4.70900000 N N N N N N Quest Diagnostics Inc 8MCWUBXQ0WE04KMXBX50 74834LBA7 425000.00000000 PA USD 422458.00000000 0.016302731463 Long DBT CORP US N 2 2029-06-30 Fixed 4.20000000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HBW4 1000000.00000000 PA USD 988332.12000000 0.038139917220 Long DBT CORP US N 2 2028-01-31 Fixed 3.80000000 N N N N N N Betclic Everest Group SAS 96950037FKVH5JOEKU82 N/A 10000.00000000 PA USD 9975.00000000 0.000384937073 Long LON CORP FR N 2 2031-12-09 Floating 6.41770000 N N N N N N Perusahaan Penerbit SBSN Indonesia III 254900G208H6Q0L5B953 N/A 1008000.00000000 PA USD 1012794.79000000 0.039083936128 Long DBT NUSS ID N 2 2030-05-25 Fixed 5.00000000 N N N N N N Israel Government International Bond N/A 46514Y8A8 1740000.00000000 PA USD 1765290.76000000 0.068122893199 Long DBT NUSS IL N 2 2030-02-19 Fixed 5.37500000 N N N N N N Goodyear Tire & Rubber Co/The 5493002BI0S2ZQUY3437 382550BN0 195000.00000000 PA USD 184998.99000000 0.007139144849 Long DBT CORP US N 2 2029-07-15 Fixed 5.00000000 N N N N N N Nippon Life Insurance Co 549300Y0HHMFW3EVWY08 654579AQ4 1715000.00000000 PA USD 1719331.63000000 0.066349321969 Long DBT CORP JP Y 2 2031-04-02 Fixed 4.74800000 N N N N N N LAD Auto Receivables Trust 2025-2 N/A 505912AH8 140000.00000000 PA USD 139674.65000000 0.005390070282 Long ABS-CBDO CORP US Y 2 2032-12-15 Fixed 5.01000000 N N N N N N Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc N/A 05723KAE0 1955000.00000000 PA USD 1927736.25000000 0.074391694360 Long DBT CORP US N 2 2027-12-15 Fixed 3.33700000 N N N N N N Takeoff Merger Sub Inc 984500DF5ACB4A114F45 873923AC0 2240000.00000000 PA USD 2224954.14000000 0.085861387080 Long DBT CORP US Y 2 2029-03-24 Fixed 4.50000000 N N N N N N Lighthouse Park CLO Ltd N/A 53229VAC9 610000.00000000 PA USD 609188.09000000 0.023508679778 Long ABS-MBS CORP KY Y 2 2037-10-24 Floating 5.37090000 N N N N N N ITC Holdings Corp 549300HTO5U9D3SLE207 465685AR6 765000.00000000 PA USD 768701.32000000 0.029664324490 Long DBT CORP US Y 2 2027-09-22 Fixed 4.95000000 N N N N N N GE Vernova Inc 254900DP080RU6OK2553 36828AAA9 1598000.00000000 PA USD 1578295.83000000 0.060906724660 Long DBT CORP US N 2 2031-02-04 Fixed 4.25000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397C27 1395000.00000000 PA USD 1394494.26000000 0.053813788467 Long DBT CORP US N 2 2027-05-28 Fixed 4.95000000 N N N N N N Energizer Holdings Inc 5493000D6NN0V57UME20 29272WAD1 120000.00000000 PA USD 114343.98000000 0.004412555095 Long DBT CORP US Y 2 2029-03-31 Fixed 4.37500000 N N N N N N United Airlines Holdings Inc 98450079DA0B78DD6764 910047AM1 45000.00000000 PA USD 44153.72000000 0.001703900128 Long DBT CORP US N 2 2029-03-01 Fixed 4.87500000 N N N N N N Qantas Airways Ltd YLXNW6TI6QSK1H8H0N82 N/A 1500000.00000000 PA 974307.84000000 0.037598717691 Long DBT CORP AU N 2 2028-09-27 Fixed 3.15000000 N N N N N N 1011778 BC ULC / New Red Finance Inc N/A 68245XAT6 15000.00000000 PA USD 15082.12000000 0.000582021768 Long DBT CORP CA Y 2 2029-09-15 Fixed 5.62500000 N N N N N N Boston Properties LP BVHHEFJI6SHNOKQT2572 10112RBB9 270000.00000000 PA USD 258820.53000000 0.009987931576 Long DBT CORP US N 2 2029-06-21 Fixed 3.40000000 N N N N N N Vail Resorts Inc 529900PSZHRNU9HKH870 91879QAQ2 95000.00000000 PA USD 94320.01000000 0.003639826431 Long DBT CORP US Y 2 2030-07-15 Fixed 5.62500000 N N N N N N Hertz Vehicle Financing III LLC 549300MNOMKDMDFI8J66 42806MDN6 190000.00000000 PA USD 187860.73000000 0.007249579919 Long ABS-CBDO CORP US Y 2 2030-05-25 Fixed 5.50000000 N N N N N N Eaton Corp 0NZWDMRCE180888QQE14 278058DW9 1400000.00000000 PA USD 1385970.38000000 0.053484850379 Long DBT CORP US N 2 2029-03-06 Fixed 3.95000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PEP7 1460000.00000000 PA USD 1461572.95000000 0.056402367379 Long DBT CORP US N 2 2028-10-22 Variable 4.50500000 N N N N N N Medline Borrower LP 254900QT3R363TVK6F09 62482BAB8 210000.00000000 PA USD 208118.73000000 0.008031339843 Long DBT CORP US Y 2 2029-10-01 Fixed 5.25000000 N N N N N N Union Electric Co QMPJLLDULY5C1M8PNY21 906548CR1 570000.00000000 PA USD 539778.84000000 0.020830164130 Long DBT CORP US N 2 2030-03-15 Fixed 2.95000000 N N N N N N BP Capital Markets America Inc 5493009NTB34VXE1T760 10373QAE0 295000.00000000 PA USD 295099.12000000 0.011387928997 Long DBT CORP US N 2 2028-11-06 Fixed 4.23400000 N N N N N N CarMax Auto Owner Trust 2024-4 N/A 14290DAF8 110000.00000000 PA USD 111139.74000000 0.004288902887 Long ABS-CBDO CORP US N 2 2030-06-17 Fixed 4.97000000 N N N N N N Argentine Republic Government International Bond N/A 040114HS2 649571.76000000 PA USD 543525.95000000 0.020974765790 Long DBT NUSS AR N 2 2030-07-09 Variable 0.75000000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 893647BR7 175000.00000000 PA USD 176997.87000000 0.006830380166 Long DBT CORP US Y 2 2028-08-15 Fixed 6.75000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UDW6 230000.00000000 PA USD 233278.01000000 0.009002241059 Long DBT CORP US N 2 2030-06-15 Fixed 5.00000000 N N N N N N DBJPM 20-C9 Mortgage Trust N/A 233063AT3 520000.00000000 PA USD 464812.24000000 0.017937189329 Long ABS-MBS CORP US N 2 2053-08-15 Fixed 1.92600000 N N N N N N Equinix Asia Financing Corp Pte Ltd 2549002E9B0F5FQ3X427 29447KAA3 2010000.00000000 PA USD 1968461.90000000 0.075963304640 Long DBT CORP SG N 2 2031-03-15 Fixed 4.40000000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NBX2 1495000.00000000 PA USD 1552012.74000000 0.059892455411 Long DBT CORP CA N 2 2028-11-15 Fixed 6.00000000 N N N N N N Morgan Stanley Mortgage Loan Trust 2006-8AR N/A 61749LAL5 23936.31000000 PA USD 23213.96000000 0.000895830960 Long ABS-MBS CORP US N 2 2036-06-25 Variable 5.63390000 N N N N N N GM Financial Automobile Leasin N/A 36271VAF4 410000.00000000 PA USD 412888.49000000 0.015933442322 Long ABS-CBDO CORP US N 2 2029-02-20 Fixed 4.89000000 N N N N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513CK9 1110000.00000000 PA USD 1097877.46000000 0.042367291920 Long DBT CORP US N 2 2031-11-14 Variable 4.34300000 N N N N N N Herc Holdings Inc 549300TP80QLITMSBP82 42704LAF1 35000.00000000 PA USD 35917.20000000 0.001386051315 Long DBT CORP US Y 2 2030-06-15 Fixed 7.00000000 N N N N N N Ford Credit Auto Owner Trust 2024-REV1 N/A 34533BAB6 530000.00000000 PA USD 540845.71000000 0.020871334838 Long ABS-CBDO CORP US Y 2 2036-08-15 Variable 5.24000000 N N N N N N State Board of Administration Finance Corp 549300S34SOJ0RULXM35 341271AE4 815000.00000000 PA USD 792748.30000000 0.030592301845 Long DBT MUN US N 2 2027-07-01 Fixed 1.70500000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119CY3 590000.00000000 PA USD 596224.81000000 0.023008424433 Long DBT CORP US N 2 2028-03-01 Fixed 5.00000000 N N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 05565ECQ6 1290000.00000000 PA USD 1293719.95000000 0.049924889418 Long DBT CORP US Y 2 2027-08-13 Fixed 4.60000000 N N N N N N Chase Auto Owner Trust 2024-4 N/A 16144YAE8 280000.00000000 PA USD 284253.56000000 0.010969396854 Long ABS-CBDO CORP US Y 2 2030-04-25 Fixed 5.23000000 N N N N N N McKesson Corp 549300WZWOM80UCFSF54 581557BJ3 425.00000000 PA USD 422.55000000 0.000016306281 Long DBT CORP US N 2 2028-02-16 Fixed 3.95000000 N N N N N N Leidos Inc 5493006I78VIN6J1BQ95 52532XAF2 220000.00000000 PA USD 216577.75000000 0.008357774972 Long DBT CORP US N 2 2030-05-15 Fixed 4.37500000 N N N N N N Transcontinental Gas Pipe Line Co LLC N/A 893574AK9 1040000.00000000 PA USD 1033277.08000000 0.039874351444 Long DBT CORP US N 2 2028-03-15 Fixed 4.00000000 N N N N N N BANK 2017-BNK7 N/A 06541XAF7 270000.00000000 PA USD 265831.36000000 0.010258480787 Long ABS-MBS CORP US N 2 2060-09-15 Fixed 3.43500000 N N N N N N CLI Funding IX LLC 2549008S2Z91ASJFZL83 12571WAA1 803779.16000000 PA USD 806221.20000000 0.031112223520 Long ABS-CBDO CORP US Y 2 2049-07-20 Fixed 5.63000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816DY2 1420000.00000000 PA USD 1444418.93000000 0.055740390610 Long DBT CORP US N 2 2031-01-30 Variable 5.08500000 N N N N N N Benchmark 2024-V6 Mortgage Trust N/A 081927AB1 160000.00000000 PA USD 165120.37000000 0.006372025269 Long ABS-MBS CORP US N 2 2057-03-15 Fixed 5.92550000 N N N N N N Huntington National Bank/The 2WHM8VNJH63UN14OL754 44644MAJ0 1453000.00000000 PA USD 1502411.23000000 0.057978324071 Long DBT CORP US N 2 2030-01-10 Fixed 5.65000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RGQ9 3021000.00000000 PA USD 3001253.57000000 0.115818924025 Long DBT CORP US N 2 2030-02-15 Fixed 4.30000000 N N N N N N BAT International Finance PLC 21380041YBGOQDFAC823 05530QAQ3 8275000.00000000 PA USD 8585638.29000000 0.331321351436 Long DBT CORP GB N 2 2029-02-02 Fixed 5.93100000 N N N N N N LAD Auto Receivables Trust N/A 505712AG4 480000.00000000 PA USD 486212.64000000 0.018763034678 Long ABS-CBDO CORP US Y 2 2032-05-17 Fixed 5.52000000 N N N N N N Newell Brands Inc 549300LWGYFM1TVO1Z12 651229BC9 105000.00000000 PA USD 105606.99000000 0.004075393053 Long DBT CORP US N 2 2027-09-15 Fixed 6.37500000 N N N N N N Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc N/A 77313LAA1 140000.00000000 PA USD 138352.06000000 0.005339031292 Long DBT CORP US Y 2 2026-10-15 Fixed 2.87500000 N N N N N N MSBAM Commercial Mortgage Securities Trust 2012-CKSV N/A 553514AC4 188438.50000000 PA USD 179958.77000000 0.006944641838 Long ABS-MBS CORP US Y 2 2030-10-15 Fixed 3.27700000 N N N N N N GE HealthCare Technologies Inc 549300OI9J7XOWZMUN85 36267VAH6 2772000.00000000 PA USD 2891843.43000000 0.111596766717 Long DBT CORP US N 2 2030-03-15 Fixed 5.85700000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78016HZZ6 5390000.00000000 PA USD 5456730.46000000 0.210576226177 Long DBT CORP CA N 2 2030-08-02 Variable 4.96900000 N N N N N N Morgan Stanley Capital I Trust 2018-L1 N/A 61691QAE8 220000.00000000 PA USD 219169.65000000 0.008457796867 Long ABS-MBS CORP US N 2 2051-10-15 Variable 4.40700000 N N N N N N Conagra Brands Inc 54930035UDEIH090K650 205887AR3 250000.00000000 PA USD 263027.15000000 0.010150265811 Long DBT CORP US N 2 2028-10-01 Fixed 7.00000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 N/A 300000.00000000 PA 325518.09000000 0.012561802611 Long DBT CORP FR N 2 2034-02-02 Variable 1.75000000 N N N N N N Santander Drive Auto Receivables Trust 2024-5 N/A 802920AF5 1190000.00000000 PA USD 1195907.76000000 0.046150299121 Long ABS-CBDO CORP US N 2 2031-01-15 Fixed 4.78000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DJ6 2840000.00000000 PA USD 2921308.09000000 0.112733813334 Long DBT CORP US N 2 2028-10-27 Variable 6.36100000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135DC7 3850000.00000000 PA USD 3829793.85000000 0.147792444923 Long DBT CORP US N 2 2029-03-13 Fixed 4.00000000 N N N N N N Becton Dickinson & Co ICE2EP6D98PQUILVRZ91 075887CQ0 755000.00000000 PA USD 758595.76000000 0.029274349082 Long DBT CORP US N 2 2028-02-13 Fixed 4.69300000 N N N N N N United Airlines Holdings Inc 98450079DA0B78DD6764 910047AL3 25000.00000000 PA USD 24484.44000000 0.000944859016 Long DBT CORP US N 2 2031-03-01 Fixed 5.37500000 N N N N N N RCKTL 2025-2 N/A 74939HAB9 100000.00000000 PA USD 99783.21000000 0.003850652318 Long ABS-CBDO CORP US Y 2 2034-11-27 Fixed 4.60000000 N N N N N N Chase Auto Owner Trust 2025-2 N/A 16144MAG9 80000.00000000 PA USD 79434.66000000 0.003065398053 Long ABS-CBDO CORP US Y 2 2031-04-25 Fixed 4.53000000 N N N N N N EXCELERATE ENERGY LP N/A 30069UAA6 110000.00000000 PA USD 115181.74000000 0.004444884406 Long DBT CORP US Y 2 2030-05-15 Fixed 8.00000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EDD4 1090000.00000000 PA USD 1083566.31000000 0.041815022025 Long DBT CORP GB N 2 2029-11-11 Variable 4.47600000 N N N N N N Bear Stearns ARM Trust 2006-4 N/A 073882AC6 62094.65000000 PA USD 52531.02000000 0.002027181666 Long ABS-MBS CORP US N 2 2036-10-25 Variable 4.06380000 N N N N N N Fiserv Inc GI7UBEJLXYLGR2C7GV83 337738AU2 1920000.00000000 PA USD 1839487.24000000 0.070986148929 Long DBT CORP US N 2 2029-07-01 Fixed 3.50000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401BS6 1210000.00000000 PA USD 1187820.55000000 0.045838212209 Long DBT CORP CH Y 2 2032-08-10 Variable 4.58800000 N N N N N N Humana Inc 529900YLDW34GJAO4J06 444859BU5 2185000.00000000 PA USD 2228169.79000000 0.085985479601 Long DBT CORP US N 2 2028-03-01 Fixed 5.75000000 N N N N N N Howmet Aerospace Inc 549300HO5WFZUT5N2T22 443201AF5 480000.00000000 PA USD 474476.53000000 0.018310136047 Long DBT CORP US N 2 2028-03-03 Fixed 3.75000000 N N N N N N Esab Corp 549300ZNV0SWBXEIWT04 29605JAB2 55000.00000000 PA USD 55382.67000000 0.002137227361 Long DBT CORP US Y 2 2031-04-01 Fixed 5.62500000 N N N N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216BL4 970000.00000000 PA USD 914314.00000000 0.035283544436 Long DBT CORP US N 2 2030-03-01 Fixed 2.92000000 N N N N N N N/A N/A N/A -15871910.00000000 NC USD 273540.25000000 0.010555968262 N/A DCR N/A N 2 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 ICE: (CDX.NA.IG.46.V1) 2I65BYEJ0 Y Payout of notional amount upon default event with regard to reference instrument 2031-06-20 265339.36000000 USD 0.00000000 USD -15871910.00000000 USD 8200.89000000 N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U3A9 2658000.00000000 PA USD 2669122.16000000 0.103001912185 Long DBT CORP US N 2 2028-07-25 Variable 4.80800000 N N N N N N Rexford Industrial Realty LP 549300028US163ELJN70 76169XAC8 1025000.00000000 PA USD 1035210.99000000 0.039948981385 Long DBT CORP US N 2 2028-06-15 Fixed 5.00000000 N N N N N N Asurion LLC/ Asurion Co-Issuer Inc N/A 045941AA9 115000.00000000 PA USD 119391.56000000 0.004607342130 Long DBT CORP US Y 2 2032-12-31 Fixed 8.00000000 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661DX2 708000.00000000 PA USD 667209.48000000 0.025747735827 Long DBT CORP US N 2 2028-04-15 Fixed 1.30000000 N N N N N N Public Service Electric and Gas Co 549300RUHPVD434XUK18 74456QCX2 1570000.00000000 PA USD 1550523.44000000 0.059834983052 Long DBT CORP US N 2 2031-01-01 Fixed 4.20000000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406RBT3 335000.00000000 PA USD 350834.02000000 0.013538748979 Long DBT CORP US N 2 2029-10-25 Variable 6.31700000 N N N N N N Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc N/A 05724BAM1 3530000.00000000 PA USD 3484568.72000000 0.134470144034 Long DBT CORP US N 2 2031-06-15 Fixed 4.35000000 N N N N N N GAIF Bond Issuer Pty Ltd 2138007UNQRHCRSBNZ86 N/A 670000.00000000 PA 420130.84000000 0.016212925933 Long DBT CORP AU N 2 2028-12-14 Fixed 1.90000000 N N N N N N Ally Bank Auto Credit-Linked Notes Series 2024-B N/A 02007G4B6 147967.93000000 PA USD 148941.19000000 0.005747667754 Long ABS-CBDO CORP US Y 2 2032-09-15 Fixed 4.97000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DG2 1006000.00000000 PA USD 1006485.84000000 0.038840472594 Long DBT CORP US N 2 2030-07-28 Variable 4.77200000 N N N N N N Cadence Design Systems Inc GCT7RXJOGLXPV0NXZY22 127387AN8 1370000.00000000 PA USD 1365668.17000000 0.052701384383 Long DBT CORP US N 2 2029-09-10 Fixed 4.30000000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MAT5 565000.00000000 PA USD 560811.31000000 0.021641810993 Long DBT CORP CA N 2 2029-04-01 Fixed 4.20000000 N N N N N N GS Mortgage Securities Trust 2020-GC47 N/A 36258RBE2 60000.00000000 PA USD 54628.13000000 0.002108109525 Long ABS-MBS CORP US N 2 2053-05-12 Fixed 2.73130000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HDG7 5700000.00000000 PA USD 5821147.91000000 0.224639162204 Long DBT CORP US N 2 2030-07-26 Variable 5.46300000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XDW3 2226000.00000000 PA USD 2236408.53000000 0.086303414084 Long DBT CORP US N 2 2027-04-09 Fixed 5.00000000 N N N N N N Morgan Stanley Private Bank NA 549300GS0W0TEUQS8571 61776NVE0 2700000.00000000 PA USD 2699983.45000000 0.104192855009 Long DBT CORP US N 2 2028-07-06 Variable 4.46600000 N N N N N N Camden Property Trust 5493002MYX22OHYJBD89 133131AX0 500000.00000000 PA USD 479398.09000000 0.018500059947 Long DBT CORP US N 2 2029-07-01 Fixed 3.15000000 N N N N N N Veralto Corp 635400FJE6GSOJUSNY27 92338CAD5 410000.00000000 PA USD 418664.14000000 0.016156325712 Long DBT CORP US N 2 2028-09-18 Fixed 5.35000000 N N N N N N Hyundai Auto Lease Securitization Trust 2025-A N/A 44935WAF4 220000.00000000 PA USD 222225.61000000 0.008575726922 Long ABS-CBDO CORP US Y 2 2029-06-15 Fixed 5.15000000 N N N N N N Volksbank Wien AG 529900D4CD6DIB3CI904 N/A 600000.00000000 PA 709355.17000000 0.027374145711 Long DBT CORP AT N 2 2034-06-21 Variable 5.75000000 N N N N N N FMC Corp CKDHZ2X64EEBQCSP7013 302491AU9 95000.00000000 PA USD 85048.43000000 0.003282034464 Long DBT CORP US N 2 2029-10-01 Fixed 3.45000000 N N N N N N TIF Funding III LLC N/A 88655AAG5 870583.33000000 PA USD 874040.16000000 0.033729369586 Long ABS-CBDO CORP US Y 2 2049-07-20 Fixed 5.54000000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13607PVQ4 830000.00000000 PA USD 847724.43000000 0.032713840754 Long DBT CORP CA N 2 2031-01-13 Variable 5.24500000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PBR6 2309000.00000000 PA USD 2250648.45000000 0.086852935201 Long DBT CORP US N 2 2028-06-01 Variable 2.18200000 N N N N N N GE HealthCare Technologies Inc 549300OI9J7XOWZMUN85 36266GAB3 2340000.00000000 PA USD 2354831.69000000 0.090873385482 Long DBT CORP US N 2 2031-01-15 Fixed 4.80000000 N N N N N N Gates Corp/DE 984500F43C791F4C7894 367398AA2 140000.00000000 PA USD 143459.30000000 0.005536120617 Long DBT CORP US Y 2 2029-07-01 Fixed 6.87500000 N N N N N N LAD Auto Receivables Trust 2025-3 N/A 501684AF1 250000.00000000 PA USD 248544.08000000 0.009591361491 Long ABS-CBDO CORP US Y 2 2033-03-15 Fixed 4.60000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CU7 295000.00000000 PA USD 296559.85000000 0.011444298835 Long DBT CORP US N 2 2027-05-01 Fixed 5.04000000 N N N N N N Blackstone Property Partners Europe Holdings Sarl 213800Y3B5GQFBGVHP79 N/A 100000.00000000 PA 105119.23000000 0.004056570306 Long DBT CORP LU N 2 2030-04-20 Fixed 1.62500000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CC1 1005000.00000000 PA USD 982930.77000000 0.037931478136 Long DBT CORP GB N 2 2030-05-22 Variable 3.97300000 N N N N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513CD5 3900000.00000000 PA USD 4006506.11000000 0.154611803347 Long DBT CORP US N 2 2029-05-19 Variable 5.64300000 N N N N N N Drive Auto Receivables Trust 2024-2 N/A 26207AAG8 1110000.00000000 PA USD 1112685.65000000 0.042938742680 Long ABS-CBDO CORP US N 2 2032-05-17 Fixed 4.94000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RLG7 380000.00000000 PA USD 375198.62000000 0.014478983348 Long ABS-CBDO CORP US Y 2 2032-08-20 Fixed 4.60000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SBD4 1286000.00000000 PA USD 1296241.86000000 0.050022210386 Long DBT CORP US N 2 2029-02-14 Fixed 4.80000000 N N N N N N CIFC Funding 2023-II Ltd N/A 125488AN6 550000.00000000 PA USD 549381.58000000 0.021200735622 Long ABS-MBS CORP KY Y 2 2037-01-21 Floating 5.11200000 N N N N N N Huntington National Bank/The 2WHM8VNJH63UN14OL754 44644MAK7 2356000.00000000 PA USD 2363459.57000000 0.091206336948 Long DBT CORP US N 2 2028-04-12 Variable 4.87100000 N N N N N N RTX Corp I07WOS4YJ0N7YRFE7309 913017CR8 985000.00000000 PA USD 972597.19000000 0.037532703394 Long DBT CORP US N 2 2027-05-04 Fixed 3.12500000 N N N N N N Ascension Health N/A 04351LAD2 2325000.00000000 PA USD 2304987.80000000 0.088949900653 Long DBT CORP US N 2 2030-11-15 Fixed 4.29400000 N N N N N N RCKT Trust 2025-PL1 N/A 74939RAB7 100000.00000000 PA USD 100251.91000000 0.003868739537 Long ABS-CBDO CORP US Y 2 2034-07-25 Fixed 4.99000000 N N N N N N Lighthouse Park CLO Ltd N/A 53229VAA3 240000.00000000 PA USD 239628.86000000 0.009247321521 Long ABS-MBS CORP KY Y 2 2037-10-24 Floating 5.03090000 N N N N N N Newell Brands Inc 549300LWGYFM1TVO1Z12 651229BD7 126000.00000000 PA USD 123032.95000000 0.004747864036 Long DBT CORP US N 2 2029-09-15 Fixed 6.62500000 N N N N N N SNF Group SACA 969500F7036FEDYPRV54 784944AA8 205000.00000000 PA USD 207263.32000000 0.007998329415 Long DBT CORP FR Y 2 2031-03-31 Fixed 5.62600000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280ER6 1670000.00000000 PA USD 1686693.85000000 0.065089824071 Long DBT CORP GB N 2 2031-03-03 Variable 5.13000000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 N/A 400000.00000000 PA 279507.93000000 0.010786262124 Long DBT CORP AU N 2 2034-07-10 Floating 5.40700000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807EB9 1120000.00000000 PA USD 1104804.24000000 0.042634597627 Long DBT CORP US N 2 2031-01-15 Fixed 4.30000000 N N N N N N Host Hotels & Resorts LP FXB7X4WXVA8QPMNOGS12 44107TAY2 130000.00000000 PA USD 123486.97000000 0.004765384751 Long DBT CORP US N 2 2029-12-15 Fixed 3.37500000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830CK3 806000.00000000 PA USD 806492.10000000 0.031122677600 Long DBT CORP US N 2 2028-08-15 Fixed 4.15000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PBE7 350000.00000000 PA USD 334847.75000000 0.012921835897 Long DBT CORP US N 2 2029-08-01 Fixed 3.15000000 N N N N N N Men's Wearhouse LLC/The NKFP7BJ6WYEV4I24P532 587118AF7 10000.00000000 PA USD 10171.65000000 0.000392525833 Long DBT CORP US Y 2 2031-02-01 Fixed 9.00000000 N N N N N N Santander Drive Auto Receivables Trust 2025-1 N/A 80288DAF3 370000.00000000 PA USD 373965.59000000 0.014431400495 Long ABS-CBDO CORP US N 2 2031-03-17 Fixed 5.43000000 N N N N N N PFS Financing Corp N/A 69335PGD1 340000.00000000 PA USD 340406.61000000 0.013136353320 Long ABS-CBDO CORP US Y 2 2030-08-15 Fixed 4.67000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78017FZS5 3685000.00000000 PA USD 3688639.64000000 0.142345278150 Long DBT CORP CA N 2 2028-10-18 Variable 4.52200000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EDG7 1400000.00000000 PA USD 1379119.77000000 0.053220484086 Long DBT CORP GB N 2 2030-05-24 Variable 4.21900000 N N N N N N Hudson Pacific Properties LP 5493007NTUGLGZ8T3526 44409MAD8 100000.00000000 PA USD 94901.23000000 0.003662255817 Long DBT CORP US N 2 2028-02-15 Fixed 5.95000000 N N N N N N Chase Auto Owner Trust 2025-1 N/A 16145NAG6 250000.00000000 PA USD 250960.10000000 0.009684596145 Long ABS-CBDO CORP US Y 2 2032-11-26 Fixed 5.24000000 N N N N N N JPMCC Commercial Mortgage Securities Trust 2017-JP5 N/A 46647TAS7 200000.00000000 PA USD 198832.60000000 0.007672986389 Long ABS-MBS CORP US N 2 2050-03-15 Fixed 3.72320000 N N N N N N Hungary Government International Bond N/A N/A 400000.00000000 PA USD 400992.48000000 0.015474373121 Long DBT NUSS HU N 2 2029-06-16 Fixed 5.25000000 N N N N N N Morgan Stanley Private Bank NA 549300GS0W0TEUQS8571 61776NZU0 2460000.00000000 PA USD 2451208.67000000 0.094592590762 Long DBT CORP US N 2 2028-11-17 Variable 4.20400000 N N N N N N Durst Commercial Mortgage Trust 2025-151 N/A 266895AA9 210000.00000000 PA USD 211938.09000000 0.008178729644 Long ABS-MBS CORP US Y 2 2042-08-10 Variable 4.80240000 N N N N N N EQT Corp 4NT01YGM4X7ZX86ISY52 26884LBB4 2000.00000000 PA USD 2177.44000000 0.000084027807 Long DBT CORP US N 2 2030-06-01 Fixed 7.50000000 N N N N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866FBB9 3215000.00000000 PA USD 3167120.87000000 0.122219773459 Long DBT CORP US N 2 2028-09-01 Fixed 3.62500000 N N N N N N SFS Auto Receivables Securitization Trust 2024-1 N/A 78435VAE2 160000.00000000 PA USD 162497.47000000 0.006270807078 Long ABS-CBDO CORP US Y 2 2031-01-21 Fixed 5.38000000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807BS0 1944000.00000000 PA USD 1939049.72000000 0.074828283236 Long DBT CORP US N 2 2030-05-01 Fixed 4.40000000 N N N N N N Carnival Corp F1OF2ZSX47CR0BCWA982 143658BZ4 70000.00000000 PA USD 70852.35000000 0.002734205141 Long DBT CORP PA Y 2 2031-06-15 Fixed 5.87500000 N N N N N N British American Tobacco PLC 213800FKA5MF17RJKT63 N/A 348000.00000000 PA 392850.11000000 0.015160157574 Long DBT CORP GB N 2 2079-12-31 Variable 4.20000000 N N N N N N American Electric Power Co Inc 1B4S6S7G0TW5EE83BO58 025537AV3 916000.00000000 PA USD 932835.97000000 0.035998310645 Long DBT CORP US N 2 2027-11-01 Fixed 5.75000000 N N N N N N NatWest Group PLC 2138005O9XJIJN4JPN90 N/A 831000.00000000 PA 1085524.80000000 0.041890600512 Long DBT CORP GB N 2 2031-11-28 Variable 2.10500000 N N N N N N Citigroup Mortgage Loan Trust 2007-AR8 N/A 17313FAR3 28788.05000000 PA USD 25723.49000000 0.000992674182 Long ABS-MBS CORP US N 2 2037-07-25 Variable 4.97240000 N N N N N N Quikrete Holdings Inc 5493007KIN86DIZWZT22 74843PAA8 85000.00000000 PA USD 86395.69000000 0.003334025473 Long DBT CORP US Y 2 2032-03-01 Fixed 6.37500000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272CC0 2510000.00000000 PA USD 2508555.14000000 0.096805601524 Long DBT CORP US Y 2 2031-07-01 Fixed 4.90000000 N N N N N N Foundry JV Holdco LLC 21380048QROAMGM6EP30 350930AF0 5300000.00000000 PA USD 5416217.61000000 0.209012827888 Long DBT CORP US Y 2 2031-01-25 Fixed 5.50000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CV9 1690000.00000000 PA USD 1599265.39000000 0.061715943814 Long DBT CORP GB N 2 2029-08-17 Variable 2.20600000 N N N N N N EQT Corp 4NT01YGM4X7ZX86ISY52 26884LAX7 1000.00000000 PA USD 997.12000000 0.000038479043 Long DBT CORP US N 2 2029-01-15 Fixed 4.50000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U4A8 1146000.00000000 PA USD 1133355.06000000 0.043736378991 Long DBT CORP US N 2 2029-09-15 Variable 4.07800000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807CK6 6044000.00000000 PA USD 6084920.78000000 0.234818205486 Long DBT CORP US N 2 2029-02-01 Fixed 4.60000000 N N N N N N Korea Electric Power Corp 988400QG33WS7JEIV602 N/A 1480000.00000000 PA USD 1485160.58000000 0.057312618333 Long DBT NUSS KR N 2 2026-07-31 Fixed 5.37500000 N N N N N N PNC Financial Services Group Inc/The CFGNEKW0P8842LEUIA51 693475BR5 5144000.00000000 PA USD 5271960.34000000 0.203445913462 Long DBT CORP US N 2 2029-06-12 Variable 5.58200000 N N N N N N First Student Bidco Inc 2549006DRO2F06AA1391 33718FAR1 21654.34000000 PA USD 21573.14000000 0.000832511417 Long LON CORP US N 2 2030-08-15 Floating 5.92810000 N N N N N N American Airlines Inc IWUQB36BXD6OWD6X4T14 023771T32 130000.00000000 PA USD 130840.24000000 0.005049148784 Long DBT CORP US Y 2 2028-02-15 Fixed 7.25000000 N N N N N N Freeport Indonesia PT 549300T4HTQHRKLNE619 N/A 890000.00000000 PA USD 887415.06000000 0.034245509423 Long DBT CORP ID N 2 2027-04-14 Fixed 4.76300000 N N N N N N Constellation Energy Generation LLC S2PEWKCZFFECR4533P43 210385AP5 1090000.00000000 PA USD 1081847.08000000 0.041748676625 Long DBT CORP US N 2 2028-01-08 Fixed 3.90000000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MBE4 150000.00000000 PA USD 157630.85000000 0.006083003323 Long DBT CORP IE N 2 2030-09-30 Fixed 6.15000000 N N N N N N BANK 2017-BNK7 N/A 06541XAE0 29431.29000000 PA USD 28977.70000000 0.001118254741 Long ABS-MBS CORP US N 2 2060-09-15 Fixed 3.17500000 N N N N N N Hopper Merger Sub Inc 9845009E9B4548A5N478 N/A 205000.00000000 PA USD 202204.62000000 0.007803113257 Long LON CORP US N 2 2033-01-14 Floating 5.91770000 N N N N N N Electricite de France SA 549300X3UK4GG3FNMO06 268317AU8 200000.00000000 PA USD 199862.67000000 0.007712736978 Long DBT CORP FR Y 2 2028-09-21 Fixed 4.50000000 N N N N N N United Airlines 2020-1 Class A Pass Through Trust N/A 90931GAA7 45584.88000000 PA USD 46346.39000000 0.001788515664 Long DBT CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738ECK9 1830000.00000000 PA USD 1904899.01000000 0.073510401093 Long DBT CORP GB N 2 2029-09-13 Variable 6.49000000 N N N N N N Elmwood CLO 21 Ltd N/A 289907AW7 300000.00000000 PA USD 299798.52000000 0.011569279702 Long ABS-MBS CORP KY Y 2 2038-10-15 Floating 4.89220000 N N N N N N Dominican Republic International Bond N/A N/A 150000.00000000 PA USD 142551.82000000 0.005501100798 Long DBT NUSS DO N 2 2030-01-30 Fixed 4.50000000 N N N N N N HPEFS Equipment Trust 2024-1 N/A 403963AF8 310000.00000000 PA USD 312571.57000000 0.012062194037 Long ABS-CBDO CORP US Y 2 2031-11-20 Fixed 5.82000000 N N N N N N Stryker Corp 5493002F0SC4JTBU5137 863667BE0 1000000.00000000 PA USD 996045.63000000 0.038437582981 Long DBT CORP US N 2 2029-09-11 Fixed 4.25000000 N N N N N N Wendy's Funding LLC 5493009DRVSTWJOXUL48 95058XAE8 843819.16000000 PA USD 827817.31000000 0.031945621353 Long ABS-CBDO CORP US Y 2 2048-03-15 Fixed 3.88400000 N N N N N N Essential Utilities Inc 549300ILTEOF3E3QY357 29670GAJ1 770000.00000000 PA USD 772843.05000000 0.029824154608 Long DBT CORP US N 2 2027-08-15 Fixed 4.80000000 N N N N N N Rayburn Country Securitization LLC N/A 75458JAA5 191406.15000000 PA USD 181949.88000000 0.007021479137 Long DBT CORP US Y 2 2030-12-01 Fixed 2.30700000 N N N N N N Vanguard Cmt Funds-Vanguard Market Liquidity Fund 1I6HV0TLSTR3A4XQ6L78 N/A 2264427.70000000 NS USD 2264201.26000000 0.087375940617 Long STIV CORP US N 1 N N N Progress Residential 2024-SFR3 Trust N/A 74331VAA4 438580.94000000 PA USD 415313.34000000 0.016027017727 Long ABS-CBDO CORP US Y 2 2041-06-17 Fixed 3.00000000 N N N N N N Vantage Data Centers LLC 5493000RL8X7WTQ7HO20 92212KAH9 1870000.00000000 PA USD 1829511.51000000 0.070601183684 Long ABS-CBDO CORP US Y 2 2055-08-15 Fixed 5.13200000 N N N N N N Elevance Health Inc 8MYN82XMYQH89CTMTH67 036752BB8 1565000.00000000 PA USD 1574966.73000000 0.060778254082 Long DBT CORP US N 2 2030-02-15 Fixed 4.75000000 N N N N N N Flatiron CLO 24 LTD N/A 33882CAQ0 200000.00000000 PA USD 200117.82000000 0.007722583263 Long ABS-MBS CORP JE Y 2 2039-01-15 Floating 4.99320000 N N N N N N Prologis LP GL16H1DHB0QSHP25F723 74340XBH3 13000.00000000 PA USD 12871.02000000 0.000496695015 Long DBT CORP US N 2 2028-09-15 Fixed 3.87500000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VBF6 73106.07000000 PA USD 70547.36000000 0.002722435521 Long LON CORP US N 2 2033-02-23 Floating 7.42490000 N N N N N N Chase Auto Owner Trust 2025-1 N/A 16145NAF8 120000.00000000 PA USD 120660.65000000 0.004656316545 Long ABS-CBDO CORP US Y 2 2030-12-26 Fixed 4.93000000 N N N N N N Mizuho Financial Group Inc 353800CI5L6DDAN5XZ33 60687YCP2 823000.00000000 PA USD 842962.70000000 0.032530084722 Long DBT CORP JP N 2 2029-05-27 Variable 5.66700000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128284N7 10792000.00000000 PA USD 10586277.50000000 0.408526384353 Long DBT UST US N 2 2028-05-15 Fixed 2.87500000 N N N N N N Ascension Health N/A 04351LAC4 1395000.00000000 PA USD 1390012.65000000 0.053640842317 Long DBT CORP US N 2 2028-11-15 Fixed 4.07800000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404121AJ4 265000.00000000 PA USD 270368.29000000 0.010433561746 Long DBT CORP US N 2 2028-09-01 Fixed 5.62500000 N N N N N N COPT Defense Properties LP H0TWO5VRNEP6CQAWPX27 22003BAN6 637000.00000000 PA USD 594679.24000000 0.022948780604 Long DBT CORP US N 2 2029-01-15 Fixed 2.00000000 N N N N N N BANK 2019-BNK24 N/A 06540VBB0 530000.00000000 PA USD 499597.24000000 0.019279548839 Long ABS-MBS CORP US N 2 2062-11-15 Fixed 2.96000000 N N N N N N DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH 529900MFTCNJE8PQM633 N/A 500000.00000000 PA 575211.00000000 0.022197497663 Long DBT CORP DE N 2 2030-08-21 Fixed 4.87500000 N N N N N N N/A N/A N/A 1.00000000 NC -542.55000000 -0.00002093710 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 164231.55000000 USD 141115.38000000 EUR 2026-06-17 -542.55000000 N N N SFS Auto Receivables Securitization Trust 2024-3 N/A 78436XAF4 440000.00000000 PA USD 443019.50000000 0.017096203508 Long ABS-CBDO CORP US Y 2 2032-10-20 Fixed 4.98000000 N N N N N N GM Financial Automobile Leasing Trust 2025-2 N/A 362962AG7 320000.00000000 PA USD 322302.43000000 0.012437709704 Long ABS-CBDO CORP US N 2 2029-10-22 Fixed 5.04000000 N N N N N N Diamondback Energy Inc 549300R22LSX6OHWEN64 25278XAN9 3189000.00000000 PA USD 3075724.11000000 0.118692755780 Long DBT CORP US N 2 2029-12-01 Fixed 3.50000000 N N N N N N Alexandria Real Estate Equities Inc MGCJBT4MKTQBVLNUIS88 015271AG4 71000.00000000 PA USD 70605.51000000 0.002724679540 Long DBT CORP US N 2 2029-07-30 Fixed 4.50000000 N N N N N N Wyndham Hotels & Resorts Inc 549300FE3MQ4RVXXC673 98311AAB1 280000.00000000 PA USD 273643.38000000 0.010559948068 Long DBT CORP US Y 2 2028-08-15 Fixed 4.37500000 N N N N N N Fiserv Inc GI7UBEJLXYLGR2C7GV83 337738BG2 1130000.00000000 PA USD 1146601.24000000 0.044247551499 Long DBT CORP US N 2 2028-08-21 Fixed 5.37500000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967ME8 504000.00000000 PA USD 495974.06000000 0.019139729660 Long DBT CORP US N 2 2030-03-20 Variable 3.98000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2017-RC1 N/A 95001FAX3 75000.00000000 PA USD 74495.28000000 0.002874786476 Long ABS-MBS CORP US N 2 2060-01-15 Fixed 3.63100000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XEQ5 2275000.00000000 PA USD 2295815.89000000 0.088595954969 Long DBT CORP US N 2 2027-05-08 Fixed 5.40000000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MBT1 1220000.00000000 PA USD 1203495.85000000 0.046443124902 Long DBT CORP IE N 2 2029-02-28 Fixed 4.12500000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401BK3 8890000.00000000 PA USD 8791190.14000000 0.339253634911 Long DBT CORP CH Y 2 2029-12-23 Variable 4.15100000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PBK3 2270000.00000000 PA USD 2267648.05000000 0.087508952873 Long DBT CORP US N 2 2027-05-09 Fixed 4.35000000 N N N N N N SMB Private Education Loan Trust 2017-B 549300NWENTZ8X7JUC78 83189DAB6 2428.52000000 PA USD 2426.83000000 0.000093651813 Long ABS-CBDO CORP US Y 2 2035-10-15 Fixed 2.82000000 N N N N N N Mosaic Co/The 2YD5STGSJNMUB7H76907 61945CAH6 570000.00000000 PA USD 582108.36000000 0.022463668046 Long DBT CORP US N 2 2028-11-15 Fixed 5.37500000 N N N N N N Sixth Street Specialty Lending Inc 549300TX61566GJWCN05 83012AAC3 580000.00000000 PA USD 585007.51000000 0.022575546775 Long DBT CORP US N 2 2029-03-01 Fixed 6.12500000 N N N N N N Bank of Nova Scotia/The L3I9ZG2KFGXZ61BMYR72 06418GAQ0 1050000.00000000 PA USD 1068430.02000000 0.041230909826 Long DBT CORP CA N 2 2031-02-14 Variable 5.13000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773CV0 1462000.00000000 PA USD 1451734.38000000 0.056022695163 Long DBT CORP US N 2 2028-03-14 Fixed 3.95000000 N N N N N N Golub Capital BDC Inc 2549005WE0QLGK9APF78 38173MAE2 551000.00000000 PA USD 549385.32000000 0.021200879950 Long DBT CORP US N 2 2029-07-15 Fixed 6.00000000 N N N N N N Macquarie Bank Ltd 4ZHCHI4KYZG2WVRT8631 N/A 590000.00000000 PA 413440.53000000 0.015954745647 Long DBT CORP AU N 2 2034-03-01 Floating 5.91670000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 928668CV2 465000.00000000 PA USD 463808.69000000 0.017898462151 Long DBT CORP US Y 2 2027-09-11 Fixed 4.45000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAF3 760000.00000000 PA USD 752861.20000000 0.029053051363 Long DBT CORP US N 2 2028-05-01 Variable 3.54000000 N N N N N N N/A N/A N/A -29105000.00000000 NC USD -14244.86000000 -0.00054971175 N/A DCR N/A N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Put Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A N/A N/A 0.00000000 NC USD 0.00000000 0.00000000 DCR US ICE: (CDX.NA.IG.45.V1) 2I65BYEI2 2030-12-20 0.00000000 USD 0.00000000 USD 0.00000000 USD -29105000.00000000 70.00000000 USD 2026-04-15 XXXX 4731.60000000 N N N KSA Sukuk Ltd 635400XBJFPNCGN9CK71 N/A 1655000.00000000 PA USD 1667282.42000000 0.064340733439 Long DBT NUSS KY N 2 2027-06-04 Fixed 5.25000000 N N N N N N Deutsche Bank AG/New York NY 7LTWFZYICNSX8D621K86 251526DA4 2566000.00000000 PA USD 2592338.09000000 0.100038800884 Long DBT CORP DE N 2 2031-05-09 Variable 5.29700000 N N N N N N Jacobs Solutions Inc 254900E3KHXCC2C8K272 46982LAA6 2220000.00000000 PA USD 2188545.80000000 0.084456382582 Long DBT CORP US N 2 2031-03-03 Fixed 4.75000000 N N N N N N Clydesdale Acquisition Holdings Inc 254900QKSDYFR3K5YD98 18972FAE2 0.09000000 PA USD 0.08000000 0.000000003087 Long LON CORP US N 2 2032-04-01 Floating 6.91770000 N N N N N N Otis Worldwide Corp 549300ZLBKR8VSU25153 68902VAK3 1138000.00000000 PA USD 1056347.77000000 0.040764653590 Long DBT CORP US N 2 2030-02-15 Fixed 2.56500000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RLH5 240000.00000000 PA USD 235612.46000000 0.009092327911 Long ABS-CBDO CORP US Y 2 2032-08-20 Fixed 5.00000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VAZ3 1690000.00000000 PA USD 1727170.35000000 0.066651819607 Long DBT CORP US N 2 2029-07-01 Fixed 5.25000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GA46 1600000.00000000 PA USD 1674365.42000000 0.064614067704 Long DBT CORP US N 2 2029-10-24 Variable 6.48400000 N N N N N N RFMSI Series 2006-SA3 Trust N/A 749575AB2 35149.81000000 PA USD 18358.14000000 0.000708443979 Long ABS-MBS CORP US N 2 2036-09-25 Variable 6.08250000 N N N N N N Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc N/A 05724BAL3 1580000.00000000 PA USD 1570755.39000000 0.060615737702 Long DBT CORP US N 2 2029-03-11 Fixed 4.05000000 N N N N N N Owens-Brockway Glass Container Inc V2UQUCDZJ9WY98W8QU33 69073TAT0 95000.00000000 PA USD 95126.21000000 0.003670937837 Long DBT CORP US Y 2 2027-05-13 Fixed 6.62500000 N N N N N N CarMax Auto Owner Trust 2026-1 N/A 14320XAH4 90000.00000000 PA USD 88946.38000000 0.003432457067 Long ABS-CBDO CORP US N 2 2033-01-18 Fixed 4.93000000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KDG2 1390000.00000000 PA USD 1403085.95000000 0.054145343355 Long DBT CORP US N 2 2028-02-04 Fixed 4.85000000 N N N N N N Ally Auto Receivables Trust 2024-1 N/A 02008FAE4 200000.00000000 PA USD 202442.98000000 0.007812311613 Long ABS-CBDO CORP US N 2 2029-10-15 Fixed 5.16000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119DD8 1665000.00000000 PA USD 1637192.80000000 0.063179569501 Long DBT CORP US N 2 2030-11-15 Fixed 4.30000000 N N N N N N Basswood Park CLO Ltd 5493005HSAGIQZIVAS94 070252AJ0 290000.00000000 PA USD 289457.56000000 0.011170220165 Long ABS-MBS CORP KY Y 2 2034-04-20 Floating 4.69760000 N N N N N N SW Finance I PLC 549300BHN1HB5BNG2R96 N/A 400000.00000000 PA 492130.96000000 0.018991423729 Long DBT CORP GB N 2 2028-05-28 Fixed 2.37500000 N N N N N N FCCU Auto Receivables Trust 2025-1 N/A 31424YAD0 230000.00000000 PA USD 232969.60000000 0.008990339460 Long ABS-CBDO CORP US Y 2 2031-05-15 Fixed 5.18000000 N N N N N N Telefonica Emisiones SA 549300Y5MFC4SW5Z3K71 87938WAT0 841000.00000000 PA USD 837443.89000000 0.032317112836 Long DBT CORP ES N 2 2027-03-08 Fixed 4.10300000 N N N N N N National Grid PLC 8R95QZMKZLJX5Q2XR704 636274AD4 1020000.00000000 PA USD 1043962.80000000 0.040286715333 Long DBT CORP GB N 2 2028-06-12 Fixed 5.60200000 N N N N N N Dell Equipment Finance Trust N/A 24703UAL7 100000.00000000 PA USD 100988.80000000 0.003897176257 Long ABS-CBDO CORP US Y 2 2031-08-22 Fixed 5.64000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VGJ7 1807000.00000000 PA USD 1640540.68000000 0.063308764802 Long DBT CORP US N 2 2031-03-21 Fixed 2.55000000 N N N N N N Electricite de France SA 549300X3UK4GG3FNMO06 28504DAB9 310000.00000000 PA USD 317279.82000000 0.012243886266 Long DBT CORP FR Y 2 2028-05-23 Fixed 5.70000000 N N N N N N Hyatt Hotels Corp T27JQIMTYSH41TCD5186 448579AR3 1310000.00000000 PA USD 1330800.06000000 0.051355817643 Long DBT CORP US N 2 2029-06-30 Fixed 5.25000000 N N N N N N American Honda Finance Corp B6Q2VFHD1797Q7NZ3E43 02665WFQ9 1675000.00000000 PA USD 1660298.66000000 0.064071228863 Long DBT CORP US N 2 2029-09-05 Fixed 4.40000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XEZ5 5085000.00000000 PA USD 5109390.71000000 0.197172321716 Long DBT CORP US N 2 2029-10-06 Fixed 4.90000000 N N N N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 701094AN4 760000.00000000 PA USD 736668.20000000 0.028428160532 Long DBT CORP US N 2 2029-06-14 Fixed 3.25000000 N N N N N N Deutsche Bank AG/New York NY 7LTWFZYICNSX8D621K86 25160PAR8 1140000.00000000 PA USD 1122844.24000000 0.043330764526 Long DBT CORP DE N 2 2032-02-06 Variable 4.72500000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AU5 728175.00000000 PA USD 721237.46000000 0.027832685454 Long ABS-CBDO CORP US Y 2 2055-08-20 Fixed 4.89100000 N N N N N N Ares Strategic Income Fund 549300IANZJVZPTICV54 04020EAG2 1084000.00000000 PA USD 1083077.09000000 0.041796142936 Long DBT CORP US N 2 2028-03-15 Fixed 5.70000000 N N N N N N SM Energy Co 84BUTVXV5ODI6BXNMH43 17888HAB9 90000.00000000 PA USD 94146.07000000 0.003633114055 Long DBT CORP US Y 2 2031-07-01 Fixed 8.75000000 N N N N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680AU7 295000.00000000 PA USD 295321.65000000 0.011396516471 Long DBT CORP US N 2 2028-07-15 Fixed 4.55000000 N N N N N N GE HealthCare Technologies Inc 549300OI9J7XOWZMUN85 36266GAD9 1665000.00000000 PA USD 1653861.57000000 0.063822820383 Long DBT CORP US N 2 2028-12-15 Fixed 4.15000000 N N N N N N Omega Healthcare Investors Inc 549300OJ7ENK42CZ8E73 681936BP4 452000.00000000 PA USD 454190.60000000 0.017527298299 Long DBT CORP US N 2 2030-07-01 Fixed 5.20000000 N N N N N N Keybank National Association HUX2X73FUCYHUVH1BK78 49327V2B9 250000.00000000 PA USD 244001.39000000 0.009416058254 Long DBT CORP US N 2 2029-04-13 Fixed 3.90000000 N N N N N N CHL Mortgage Pass-Through Trust 2007-HYB2 N/A 125438AB7 55850.81000000 PA USD 51510.32000000 0.001987792667 Long ABS-MBS CORP US N 2 2047-02-25 Variable 4.13540000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MED8 920000.00000000 PA USD 906155.57000000 0.034968709130 Long DBT CORP JP N 2 2032-01-15 Variable 4.49400000 N N N N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958254AH7 365000.00000000 PA USD 365427.40000000 0.014101910181 Long DBT CORP US N 2 2028-03-01 Fixed 4.50000000 N N N N N N ArcelorMittal SA 2EULGUTUI56JI9SAL165 03938LBE3 131000.00000000 PA USD 135013.93000000 0.005210212245 Long DBT CORP LU N 2 2027-11-29 Fixed 6.55000000 N N N N N N CCO Holdings LLC / CCO Holdings Capital Corp N/A 1248EPCK7 15000.00000000 PA USD 13646.54000000 0.000526622473 Long DBT CORP US Y 2 2031-02-01 Fixed 4.25000000 N N N N N N Depository Trust Co/The 549300HBJLRO8YFMI370 249672AA4 670000.00000000 PA USD 671362.27000000 0.025907992753 Long DBT CORP US Y 2 2031-03-27 Fixed 4.55000000 N N N N N N Chase Auto Owner Trust 2024-3 N/A 16144LAG1 350000.00000000 PA USD 357260.44000000 0.013786745702 Long ABS-CBDO CORP US Y 2 2031-09-25 Fixed 5.87000000 N N N N N N Jersey Mike's Funding LLC N/A 476681AF8 820000.00000000 PA USD 808769.85000000 0.031210576389 Long ABS-CBDO CORP US Y 2 2056-02-15 Fixed 4.95200000 N N N N N N Ally Bank Auto Credit-Linked Notes Series 2025-A N/A 02007G5G4 184609.70000000 PA USD 184870.57000000 0.007134189098 Long ABS-CBDO CORP US Y 2 2033-06-15 Fixed 4.99100000 N N N N N N GA Global Funding Trust 54930029I8ROQ4OROZ88 N/A 300000.00000000 PA 328583.61000000 0.012680101589 Long DBT CORP US N 2 2032-06-20 Fixed 3.75000000 N N N N N N T-Mobile USA Inc 549300V2JRLO5DIFGE82 87264ABS3 190000.00000000 PA USD 180633.12000000 0.006970665128 Long DBT CORP US N 2 2029-02-15 Fixed 2.62500000 N N N N N N GATX Corp 549300IHYHCQP2PIR591 361448BE2 154000.00000000 PA USD 154318.93000000 0.005955195724 Long DBT CORP US N 2 2029-04-01 Fixed 4.70000000 N N N N N N New York Transportation Development Corp N/A 650117AA2 95000.00000000 PA USD 93831.47000000 0.003620973583 Long DBT MUN US N 2 2035-09-01 Fixed 4.24800000 N N N N N N Alliant Energy Finance LLC 54930033ER6EOI5DL570 01882YAF3 560000.00000000 PA USD 564093.45000000 0.021768469376 Long DBT CORP US Y 2 2027-06-06 Fixed 5.40000000 N N N N N N GS Mortgage Securities Trust 2017-GS6 N/A 36253PAC6 75000.00000000 PA USD 74107.30000000 0.002859814257 Long ABS-MBS CORP US N 2 2050-05-10 Fixed 3.43300000 N N N N N N Fidelity National Information Services Inc 6WQI0GK1PRFVBA061U48 31620MCD6 2370000.00000000 PA USD 2358382.07000000 0.091010395295 Long DBT CORP US N 2 2029-03-10 Fixed 4.55000000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HCX1 750000.00000000 PA USD 761312.38000000 0.029379183944 Long DBT CORP US N 2 2029-02-01 Variable 5.46800000 N N N N N N Perusahaan Perseroan Persero PT Perusahaan Listrik Negara 254900OYVDRYS9J51J61 71568QAE7 485000.00000000 PA USD 488907.87000000 0.018867044096 Long DBT CORP ID N 2 2028-05-21 Fixed 5.45000000 N N N N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 49271VBA7 665000.00000000 PA USD 658019.54000000 0.025393094362 Long DBT CORP US N 2 2030-05-15 Fixed 4.60000000 N N N N N N EQT Corp 4NT01YGM4X7ZX86ISY52 26884LAF6 608000.00000000 PA USD 602294.79000000 0.023242666071 Long DBT CORP US N 2 2027-10-01 Fixed 3.90000000 N N N N N N Novartis Capital Corp 5493002KF87V5RSRQS84 66989HBG2 5210000.00000000 PA USD 5209467.23000000 0.201034292921 Long DBT CORP US N 2 2031-03-18 Fixed 4.40000000 N N N N N N Huntington Bancshares Inc/OH 549300XTVCVV9I7B5T19 446150BB9 851000.00000000 PA USD 850618.73000000 0.032825532320 Long DBT CORP US N 2 2028-08-04 Variable 4.44300000 N N N N N N Citigroup Commercial Mortgage Trust 2015-GC33 N/A 29425AAH6 100000.00000000 PA USD 86500.00000000 0.003338050815 Long ABS-MBS CORP US N 2 2058-09-10 Variable 4.33580000 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661ET0 4450000.00000000 PA USD 4436183.20000000 0.171193120813 Long DBT CORP US N 2 2027-10-15 Fixed 3.95000000 N N N N N N N/A N/A N/A 1.00000000 NC -1332.50000000 -0.00005142141 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 366222.40000000 EUR 423472.92000000 USD 2026-06-17 -1332.50000000 N N N DXC Technology Co 549300DOVZ3EDJB7O259 23355LAM8 822000.00000000 PA USD 772926.30000000 0.029827367241 Long DBT CORP US N 2 2028-09-15 Fixed 2.37500000 N N N N N N US Foods Inc 5493000JOOFAOUY1JZ87 90290MAG6 90000.00000000 PA USD 92203.52000000 0.003558150695 Long DBT CORP US Y 2 2028-09-15 Fixed 6.87500000 N N N N N N Teva Pharmaceutical Finance Netherlands III BV 5493004T21MOAFINJP35 88167AAE1 243000.00000000 PA USD 240585.63000000 0.009284243451 Long DBT CORP NL N 2 2026-10-01 Fixed 3.15000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BR4 1228000.00000000 PA USD 1234149.64000000 0.047626060263 Long DBT CORP US N 2 2029-03-30 Fixed 5.05000000 N N N N N N Connecticut Avenue Securities Trust 2024-R01 N/A 20753UAA8 419914.93000000 PA USD 419802.77000000 0.016200265652 Long ABS-MBS CORP US Y 2 2044-01-25 Floating 4.71190000 N N N N N N Entegris Inc IYX6OWO7BT5DKO3BYG52 29365BAA1 80000.00000000 PA USD 79124.93000000 0.003053445516 Long DBT CORP US Y 2 2029-04-15 Fixed 4.75000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 17327CAW3 1045000.00000000 PA USD 1050351.00000000 0.040533237139 Long DBT CORP US N 2 2029-03-04 Variable 4.78600000 N N N N N N Eskom Holdings 3789001900ED06F65111 N/A 1500000.00000000 PA USD 1474850.55000000 0.056914752390 Long DBT CORP ZA N 2 2027-07-23 Fixed 4.31400000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397YT4 235000.00000000 PA USD 230339.41000000 0.008888839947 Long DBT CORP US N 2 2027-11-02 Fixed 3.81500000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XCD5 450000.00000000 PA USD 428848.89000000 0.016549357077 Long DBT CORP US N 2 2028-03-25 Fixed 2.30000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00914AAG7 930000.00000000 PA USD 864629.08000000 0.033366194288 Long DBT CORP US N 2 2030-02-01 Fixed 3.00000000 N N N N N N Republic of Uzbekistan International Bond N/A N/A 955000.00000000 PA 1111640.75000000 0.042898419798 Long DBT NUSS UZ Y 2 2027-05-29 Fixed 5.37500000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MAW8 740000.00000000 PA USD 693954.41000000 0.026779827566 Long DBT CORP CA N 2 2030-05-13 Fixed 2.95000000 N N N N N N N/A N/A N/A -2915000.00000000 NC USD 139914.17000000 0.005399313402 N/A DCR N/A N 2 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 ICE: (CDX.NA.HY.46.V1) 2I65BRAE1 Y Payout of notional amount upon default event with regard to reference instrument 2031-06-20 113685.00000000 USD 0.00000000 USD -2915000.00000000 USD 26229.17000000 N N N Apollo Debt Solutions BDC 549300UMUGX092P8DW87 03770DAL7 675000.00000000 PA USD 659718.55000000 0.025458659469 Long DBT CORP US Y 2 2031-01-23 Fixed 5.70000000 N N N N N N UKG Inc 529900FKHWSTQ1GXK240 90279XAA0 300000.00000000 PA USD 294105.08000000 0.011349568812 Long DBT CORP US Y 2 2031-02-01 Fixed 6.87500000 N N N N N N Roche Holdings Inc PVJRP0EQNV6OGDPZGY95 771196CJ9 3920000.00000000 PA USD 3994251.54000000 0.154138897250 Long DBT CORP US Y 2 2029-03-08 Fixed 4.79000000 N N N N N N Whirlpool Corp WHENKOULSSK7WUM60H03 963320BE5 86000.00000000 PA USD 81743.90000000 0.003154512047 Long DBT CORP US N 2 2033-06-15 Fixed 6.50000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AS6 5000.00000000 PA USD 3701.34000000 0.000142835387 Long DBT CORP US Y 2 2028-02-01 Fixed 5.37500000 N N N N N N Kommunalkredit Austria AG 549300IEVCBWVV97WC81 N/A 700000.00000000 PA 833595.85000000 0.032168616268 Long DBT CORP AT N 2 2029-03-28 Fixed 5.25000000 N N N N N N Canadian Natural Resources Ltd 549300T15RIMIKZC5Q38 136385AX9 4001000.00000000 PA USD 3977870.90000000 0.153506765357 Long DBT CORP CA N 2 2027-06-01 Fixed 3.85000000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MEJ5 835000.00000000 PA USD 826469.76000000 0.031893619152 Long DBT CORP JP N 2 2029-01-15 Fixed 4.10800000 N N N N N N Versant Media Group Inc 254900D2Q5F5F229PU30 92528PAB0 25000.00000000 PA USD 24955.35000000 0.000963031519 Long LON CORP US N 2 2031-01-30 Floating 7.16770000 N N N N N N Fidelity National Financial Inc 549300CAZYIH39SYQ287 31620RAH8 20000.00000000 PA USD 19930.37000000 0.000769116622 Long DBT CORP US N 2 2028-08-15 Fixed 4.50000000 N N N N N N Graphic Packaging International LLC SO75N4VY5NXGQSK8YQ65 38869AAB3 10000.00000000 PA USD 9615.96000000 0.000371081654 Long DBT CORP US Y 2 2028-03-15 Fixed 3.50000000 N N N N N N Rowe CLO 2026-1 Ltd N/A 779520AE5 330000.00000000 PA USD 330000.00000000 0.012734760338 Long ABS-MBS CORP KY Y 3 2039-04-20 Floating 5.23080000 N N N N N N Delta Air Lines Inc / SkyMiles IP Ltd N/A 830867AB3 3634521.92000000 PA USD 3628185.49000000 0.140012341448 Long DBT CORP N/A Y 2 2028-10-20 Fixed 4.75000000 N N N N N N Ameren Corp XRZQ5S7HYJFPHJ78L959 023608AQ5 6980000.00000000 PA USD 7089797.08000000 0.273596565638 Long DBT CORP US N 2 2029-01-15 Fixed 5.00000000 N N N N N N GS Mortgage Securities Trust 2018-GS9 N/A 36255NAT2 10000.00000000 PA USD 9896.44000000 0.000381905429 Long ABS-MBS CORP US N 2 2051-03-10 Variable 3.99200000 N N N N N N US Bank NA N/A 90355PAJ5 1680000.00000000 PA USD 1672182.29000000 0.064529820318 Long ABS-CBDO CORP US Y 2 2046-12-25 Fixed 4.95900000 N N N N N N Benefit Street Partners CLO IV Ltd 5493002BNZCV0YE1MG83 08180FCJ8 460000.00000000 PA USD 459398.00000000 0.017728252817 Long ABS-MBS CORP KY Y 2 2038-10-20 Floating 5.21760000 N N N N N N Republic of Uzbekistan International Bond N/A N/A 1005000.00000000 PA USD 1051954.30000000 0.040595108779 Long DBT NUSS UZ N 2 2028-10-12 Fixed 7.85000000 N N N N N N Progress Residential 2022-SFR3 Trust N/A 74331UAA6 104368.41000000 PA USD 102841.73000000 0.003968681164 Long ABS-CBDO CORP US Y 2 2039-04-17 Fixed 3.20000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U3G6 750000.00000000 PA USD 781362.80000000 0.030152933318 Long DBT CORP US N 2 2029-10-23 Variable 6.30300000 N N N N N N Cigna Group/The 549300VIWYMSIGT1U456 125523AH3 1530000.00000000 PA USD 1529214.71000000 0.059012675265 Long DBT CORP US N 2 2028-10-15 Fixed 4.37500000 N N N N N N Kinder Morgan Inc 549300WR7IX8XE0TBO16 49456BBB6 540000.00000000 PA USD 552337.71000000 0.021314813220 Long DBT CORP US N 2 2030-06-01 Fixed 5.15000000 N N N N N N Black Pearl Compute LLC N/A 09216NAA8 30000.00000000 PA USD 30549.24000000 0.001178900757 Long DBT CORP US Y 2 2031-02-15 Fixed 6.12500000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HJT8 4658000.00000000 PA USD 4725701.70000000 0.182365692665 Long DBT CORP US N 2 2031-02-12 Variable 5.04600000 N N N N N N CENT 2025-CITY N/A 12517TAA5 480000.00000000 PA USD 483442.27000000 0.018656125593 Long ABS-MBS CORP US Y 2 2040-07-10 Variable 4.92000000 N N N N N N State Street Corp 549300ZFEEJ2IP5VME73 857477DB6 449000.00000000 PA USD 456062.42000000 0.017599532175 Long DBT CORP US N 2 2030-04-24 Fixed 4.83400000 N N N N N N Santander Drive Auto Receivables Trust 2024-3 N/A 80287LAF6 1010000.00000000 PA USD 1034001.64000000 0.039902312347 Long ABS-CBDO CORP US N 2 2031-10-15 Fixed 5.97000000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MBL8 4019000.00000000 PA USD 4010990.25000000 0.154784847129 Long DBT CORP IE N 2 2029-09-10 Fixed 4.62500000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140CF5 2970000.00000000 PA USD 3008485.82000000 0.116098017874 Long DBT CORP US N 2 2030-02-10 Fixed 5.12500000 N N N N N N GS Mortgage Securities Trust 2018-GS10 N/A 36250SAE9 100000.00000000 PA USD 99045.56000000 0.003822186270 Long ABS-MBS CORP US N 2 2051-07-10 Variable 4.15500000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MBA5 1845000.00000000 PA USD 1861049.64000000 0.071818245887 Long DBT CORP CA N 2 2028-03-27 Fixed 4.90000000 N N N N N N Plains All American Pipeline LP / PAA Finance Corp N/A 72650RBM3 680000.00000000 PA USD 657824.74000000 0.025385576995 Long DBT CORP US N 2 2029-12-15 Fixed 3.55000000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 89788JAF6 6770000.00000000 PA USD 6769367.34000000 0.261231123383 Long DBT CORP US N 2 2028-07-24 Variable 4.42000000 N N N N N N Benefit Street Partners CLO IV Ltd 5493002BNZCV0YE1MG83 08180FCG4 400000.00000000 PA USD 399723.24000000 0.015425392918 Long ABS-MBS CORP KY Y 2 2038-10-20 Floating 4.91760000 N N N N N N Fiserv Inc GI7UBEJLXYLGR2C7GV83 337738BC1 500000.00000000 PA USD 455550.25000000 0.017579767441 Long DBT CORP US N 2 2030-06-01 Fixed 2.65000000 N N N N N N Ausgrid Finance Pty Ltd 549300DN8D7YR73BKB57 N/A 420000.00000000 PA 281654.37000000 0.010869093636 Long DBT CORP AU N 2 2027-02-05 Fixed 1.81400000 N N N N N N RKTL 2026-1 N/A 74990JAB1 100000.00000000 PA USD 99335.51000000 0.003833375493 Long ABS-CBDO CORP US Y 2 2035-02-26 Fixed 4.33000000 N N N N N N Keysight Technologies Inc 549300GLKVIO8YRCYN02 49338LAH6 1350000.00000000 PA USD 1387139.80000000 0.053529978511 Long DBT CORP US N 2 2030-07-30 Fixed 5.35000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422EYK9 1330000.00000000 PA USD 1320172.82000000 0.050945710508 Long DBT CORP US N 2 2029-03-09 Fixed 3.90000000 N N N N N N CSAIL 2016-C7 Commercial Mortgage Trust 5493006MX7HG5PC85C29 12637UAW9 123000.00000000 PA USD 122287.42000000 0.004719093897 Long ABS-MBS CORP US N 2 2049-11-15 Fixed 3.50200000 N N N N N N Dell International LLC / EMC Corp N/A 24703DBS9 2682000.00000000 PA USD 2646018.85000000 0.102110351228 Long DBT CORP US N 2 2031-02-15 Fixed 4.50000000 N N N N N N SBNA Auto Receivables Trust 2024-A N/A 78437PAF0 210000.00000000 PA USD 212842.46000000 0.008213629448 Long ABS-CBDO CORP US Y 2 2030-01-15 Fixed 5.59000000 N N N N N N Galaxy Pipeline Assets Bidco Ltd 549300L82YB0C6JQIC26 N/A 1651704.67000000 PA USD 1462248.20000000 0.056428425400 Long DBT CORP JE N 2 2034-03-31 Fixed 2.16000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBU8 1300000.00000000 PA USD 1277801.94000000 0.049310610501 Long DBT CORP US N 2 2027-04-01 Fixed 2.80000000 N N N N N N DOC DR LLC N/A 71951QAB8 271000.00000000 PA USD 268189.81000000 0.010349493804 Long DBT CORP US N 2 2028-01-15 Fixed 3.95000000 N N N N N N Ryder System Inc ZXJ6Y2OSPZXIVGRILD15 78355HKV0 350000.00000000 PA USD 357881.51000000 0.013810712907 Long DBT CORP US N 2 2028-03-01 Fixed 5.65000000 N N N N N N American Homes 4 Rent LP 549300N4PXZ37U8QKI55 02666TAK3 1310000.00000000 PA USD 1314192.22000000 0.050714918060 Long DBT CORP US N 2 2030-06-15 Fixed 4.95000000 N N N N N N American Electric Power Co Inc 1B4S6S7G0TW5EE83BO58 02557TAE9 920000.00000000 PA USD 908431.06000000 0.035056520705 Long DBT CORP US N 2 2056-03-15 Variable 5.80000000 N N N N N N TMSQ 2014-1500 Mortgage Trust N/A 87264JAA4 540000.00000000 PA USD 501399.34000000 0.019349092208 Long ABS-MBS CORP US Y 2 2036-10-10 Fixed 3.68000000 N N N N N N RTX Corp I07WOS4YJ0N7YRFE7309 913017BA6 280000.00000000 PA USD 307479.43000000 0.011865687424 Long DBT CORP US N 2 2029-09-15 Fixed 7.50000000 N N N N N N LPL Holdings Inc 549300Z5YF8CCRMYUL26 50212YAL8 1534000.00000000 PA USD 1546063.68000000 0.059662880098 Long DBT CORP US N 2 2030-03-15 Fixed 5.20000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FBD2 3320000.00000000 PA USD 3380649.83000000 0.130459895068 Long DBT CORP US N 2 2030-04-15 Fixed 5.00000000 N N N N N N Eastman Chemical Co FDPVHDGJ1IQZFK9KH630 277432BB5 1360000.00000000 PA USD 1330394.62000000 0.051340171639 Long DBT CORP US N 2 2031-02-20 Fixed 4.50000000 N N N N N N Citigroup Commercial Mortgage Trust 2017-P8 N/A 17326DAH5 50000.00000000 PA USD 40772.21000000 0.001573407038 Long ABS-MBS CORP US N 2 2050-09-15 Variable 4.25090000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162DB3 645000.00000000 PA USD 607822.73000000 0.023455990286 Long DBT CORP US N 2 2028-08-15 Fixed 1.65000000 N N N N N N Amphenol Corp 549300D3L3G0R4U4VT04 032095AW1 2108000.00000000 PA USD 2096101.82000000 0.080888952491 Long DBT CORP US N 2 2027-11-15 Fixed 3.80000000 N N N N N N Corp Financiera de Desarrollo SA 254900BOM7T4MG6T0J30 21987DAE4 50000.00000000 PA USD 48364.80000000 0.001866406475 Long DBT NUSS PE Y 2 2027-09-28 Fixed 2.40000000 N N N N N N Eaton Corp 0NZWDMRCE180888QQE14 278058DV1 3830000.00000000 PA USD 3803510.00000000 0.146778146345 Long DBT CORP US N 2 2028-03-06 Fixed 3.85000000 N N N N N N Onemain Financial Issuance Trust 2025-1 N/A 68270DAB7 280000.00000000 PA USD 280797.02000000 0.010836008343 Long ABS-CBDO CORP US Y 2 2038-07-14 Fixed 5.05000000 N N N N N N Republic Services Inc NKNQHM6BLECKVOQP7O46 760759BL3 660000.00000000 PA USD 667746.12000000 0.025768444863 Long DBT CORP US N 2 2030-07-15 Fixed 4.75000000 N N N N N N Compass Datacenters Issuer III LLC N/A 20469BAG2 510000.00000000 PA USD 499466.10000000 0.019274488122 Long ABS-CBDO CORP US Y 2 2056-02-25 Fixed 5.28900000 N N N N N N Wells Fargo Commercial Mortgage Trust 2018-C48 549300REQJRID6TODX95 95001RAX7 70000.00000000 PA USD 69622.91000000 0.002686760826 Long ABS-MBS CORP US N 2 2052-01-15 Fixed 4.30200000 N N N N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 98389BAW0 200000.00000000 PA USD 186910.55000000 0.007212912299 Long DBT CORP US N 2 2029-12-01 Fixed 2.60000000 N N N N N N WEC Energy Group Inc 549300IGLYTZUK3PVP70 92939UAL0 2360000.00000000 PA USD 2377065.21000000 0.091731381084 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N Directv Financing LLC N/A 254945AA6 95000.00000000 PA USD 94805.95000000 0.003658578945 Long DBT CORP US Y 2 2030-02-01 Fixed 8.87500000 N N N N N N Carmax Auto Owner Trust 2024-3 N/A 14319GAG6 100000.00000000 PA USD 101588.22000000 0.003920307984 Long ABS-CBDO CORP US N 2 2030-03-15 Fixed 5.28000000 N N N N N N WRKCo Inc 549300JEB576INN13W07 96145DAH8 300000.00000000 PA USD 298370.80000000 0.011514183727 Long DBT CORP US N 2 2028-03-15 Fixed 4.00000000 N N N N N N Deutsche Bank AG/New York NY 7LTWFZYICNSX8D621K86 25160PAQ0 1240000.00000000 PA USD 1254459.99000000 0.048409840383 Long DBT CORP DE N 2 2029-01-10 Variable 5.37300000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HBF1 2400000.00000000 PA USD 2425839.53000000 0.093613591010 Long DBT CORP ES N 2 2028-07-15 Variable 5.36500000 N N N N N N WaMu Mortgage Pass-Through Certificates Series 2003-AR9 Trust N/A 92922FBW7 2924.59000000 PA USD 2882.48000000 0.000111235430 Long ABS-MBS CORP US N 2 2033-09-25 Variable 5.30180000 N N N N N N CIMIC Finance Ltd 213800SWJBM5VMCQJW54 N/A 600000.00000000 PA 644470.51000000 0.024870234817 Long DBT CORP AU N 2 2029-05-28 Fixed 1.50000000 N N N N N N Commercial Metals Co 549300OQS2LO07ZJ7N73 201723AQ6 45000.00000000 PA USD 42867.96000000 0.001654282414 Long DBT CORP US N 2 2030-01-15 Fixed 4.12500000 N N N N N N Smurfit Kappa Treasury ULC 635400B3DOXSWFOWJT40 83272GAD3 1450000.00000000 PA USD 1477073.05000000 0.057000519072 Long DBT CORP IE N 2 2030-01-15 Fixed 5.20000000 N N N N N N PNC Financial Services Group Inc/The CFGNEKW0P8842LEUIA51 693475CD5 5511000.00000000 PA USD 5542967.33000000 0.213904122758 Long DBT CORP US N 2 2031-05-13 Variable 4.89900000 N N N N N N Carmax Auto Owner Trust 2025-3 N/A 14290FAG1 130000.00000000 PA USD 131096.95000000 0.005059055270 Long ABS-CBDO CORP US N 2 2031-04-15 Fixed 4.88000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 17327CAT0 6150000.00000000 PA USD 6128833.67000000 0.236512811940 Long DBT CORP US N 2 2030-09-19 Variable 4.54200000 N N N N N N CarMax Auto Owner Trust 2024-4 N/A 14290DAD3 320000.00000000 PA USD 322999.74000000 0.012464619024 Long ABS-CBDO CORP US N 2 2030-04-15 Fixed 4.64000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PFD3 2325000.00000000 PA USD 2288838.76000000 0.088326706246 Long DBT CORP US N 2 2031-10-22 Variable 4.25500000 N N N N N N N/A N/A N/A 29105000.00000000 NC USD 67203.74000000 0.002593404614 N/A DCR N/A N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Put Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A N/A N/A 0.00000000 NC USD 0.00000000 0.00000000 DCR US ICE: (CDX.NA.IG.45.V1) 2I65BYEI2 2030-12-20 0.00000000 USD 0.00000000 USD 0.00000000 USD 29105000.00000000 55.00000000 USD 2026-04-15 XXXX 24710.44000000 N N N Endo Finance Holdings LP N/A 29281RAA7 15000.00000000 PA USD 15702.62000000 0.000605966976 Long DBT CORP US Y 2 2031-04-15 Fixed 8.50000000 N N N N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866FAU8 1151000.00000000 PA USD 1146688.93000000 0.044250935472 Long DBT CORP US N 2 2027-09-15 Fixed 4.00000000 N N N N N N Nomura Holdings Inc 549300B3CEAHYG7K8164 65535HBR9 1802000.00000000 PA USD 1824652.47000000 0.070413672442 Long DBT CORP JP N 2 2027-07-02 Fixed 5.59400000 N N N N N N Ameriprise Financial Inc 6ZLKQF7QB6JAEKQS5388 03076CAN6 1700000.00000000 PA USD 1757848.35000000 0.067835689237 Long DBT CORP US N 2 2028-12-15 Fixed 5.70000000 N N N N N N Triodos Bank NV 724500PMK2A2M1SQQ228 N/A 1000000.00000000 PA 1172195.79000000 0.045235249864 Long DBT CORP NL N 2 2029-09-12 Variable 4.87500000 N N N N N N Affirm Master Trust N/A 00833BAX6 140000.00000000 PA USD 139415.43000000 0.005380066934 Long ABS-CBDO CORP US Y 2 2034-02-15 Fixed 4.91000000 N N N N N N Dell International LLC / EMC Corp N/A 24703DBR1 1977000.00000000 PA USD 1959203.70000000 0.075606029010 Long DBT CORP US N 2 2029-02-15 Fixed 4.15000000 N N N N N N Navient Refinance Loan Trust 2025-C N/A 638973AA5 487980.36000000 PA USD 485389.82000000 0.018731281904 Long ABS-CBDO CORP US Y 2 2055-10-15 Fixed 4.80000000 N N N N N N MFB Magyar Fejlesztesi Bank Zrt 549300KCFVCFTUJZYT59 N/A 413000.00000000 PA USD 421690.72000000 0.016273121988 Long DBT NUSS HU N 2 2028-06-29 Fixed 6.50000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XBA7 1038000.00000000 PA USD 975067.74000000 0.037628042371 Long DBT CORP US N 2 2030-01-15 Fixed 2.90000000 N N N N N N Lennox International Inc S7DWAC87RDMPBF77GJ92 526107AF4 200000.00000000 PA USD 193264.63000000 0.007458117408 Long DBT CORP US N 2 2027-08-01 Fixed 1.70000000 N N N N N N Froneri Lux FinCo SARL 9845005YBZ75E5AA3B94 N/A 100000.00000000 PA 109343.97000000 0.004219603795 Long DBT CORP LU Y 2 2032-08-01 Fixed 4.75000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 N/A 470000.00000000 PA 326659.08000000 0.012605833624 Long DBT CORP FR N 2 2030-06-12 Floating 5.42990000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 89364MCD4 14962.03000000 PA USD 14949.97000000 0.000576922075 Long LON CORP US N 2 2032-01-20 Floating 6.18660000 N N N N N N Cencora Inc AI8GXW8LG5WK7E9UD086 03073EBC8 1375000.00000000 PA USD 1355847.93000000 0.052322419526 Long DBT CORP US N 2 2029-02-13 Fixed 3.95000000 N N N N N N Voya CLO 2022-3 Ltd N/A 92891LAP7 340000.00000000 PA USD 339490.78000000 0.013101011273 Long ABS-MBS CORP JE Y 2 2036-10-20 Floating 4.79760000 N N N N N N ARC Falcon I Inc / Arclin USA LLC / New Arclin US Holding Corp N/A 03881HAA8 235000.00000000 PA USD 226044.27000000 0.008723089709 Long DBT CORP US Y 2 2033-03-01 Fixed 9.75000000 N N N N N N SV RNO Property Owner 1 LLC N/A 78488XAA2 90000.00000000 PA USD 89187.31000000 0.003441754600 Long DBT CORP US Y 2 2031-03-01 Fixed 5.87500000 N N N N N N Sempra PBBKGKLRK5S5C0Y4T545 816851BU2 546000.00000000 PA USD 545244.15000000 0.021041071442 Long DBT CORP US N 2 2055-04-01 Variable 6.62500000 N N N N N N SFS Auto Receivables Securitization Trust 2024-2 N/A 78397XAD6 160000.00000000 PA USD 162680.06000000 0.006277853260 Long ABS-CBDO CORP US Y 2 2030-08-20 Fixed 5.26000000 N N N N N N Raven Acquisition Holdings LLC N/A 75420NAA1 35000.00000000 PA USD 33923.98000000 0.001309132590 Long DBT CORP US Y 2 2031-11-15 Fixed 6.87500000 N N N N N N Santander Bank Auto Credit-Linked Notes Series 2023-B N/A 80290CCC6 105461.77000000 PA USD 106630.18000000 0.004114878142 Long ABS-CBDO CORP US Y 2 2033-12-15 Fixed 5.93300000 N N N N N N NextEra Energy Operating Partners LP 549300KJEC5IUVJWR786 98380MAA3 20000.00000000 PA USD 21098.21000000 0.000814183781 Long DBT CORP US Y 2 2031-01-15 Fixed 8.37500000 N N N N N N Ally Auto Receivables Trust 2023-1 N/A 02007WAE8 250000.00000000 PA USD 253869.58000000 0.009796873510 Long ABS-CBDO CORP US Y 2 2029-01-15 Fixed 5.76000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FBX8 3465000.00000000 PA USD 3536824.46000000 0.136486702595 Long DBT CORP US N 2 2029-07-12 Fixed 5.05000000 N N N N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953CK5 170000.00000000 PA USD 171700.89000000 0.006625968739 Long DBT CORP US N 2 2029-09-15 Fixed 6.12500000 N N N N N N First Investors Auto Owner Trust 2025-1 N/A 32059WAL6 200000.00000000 PA USD 200472.60000000 0.007736274289 Long ABS-CBDO CORP US Y 2 2033-12-15 Fixed 5.22000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280DG1 700000.00000000 PA USD 705482.58000000 0.027224701754 Long DBT CORP GB N 2 2028-08-11 Variable 5.21000000 N N N N N N Carmax Auto Owner Trust 2025-1 N/A 14319WAG1 120000.00000000 PA USD 121158.50000000 0.004675528668 Long ABS-CBDO CORP US N 2 2030-10-15 Fixed 5.26000000 N N N N N N Freddie Mac STACR REMIC Trust 2025-DNA1 529900WZAMS87JCAOC53 35564NFY4 111099.98000000 PA USD 110892.62000000 0.004279366481 Long ABS-MBS CORP US Y 2 2045-01-25 Floating 4.61190000 N N N N N N Daimler Truck Finance North America LLC 5493003HSDTSCZRXBA58 233853AQ3 530000.00000000 PA USD 535274.97000000 0.020656358963 Long DBT CORP US Y 2 2028-01-19 Fixed 5.12500000 N N N N N N Drive Auto Receivables Trust 2024-2 N/A 26207AAF0 760000.00000000 PA USD 763449.41000000 0.029461652323 Long ABS-CBDO CORP US N 2 2032-05-17 Fixed 4.67000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GC93 1439000.00000000 PA USD 1463131.89000000 0.056462527158 Long DBT CORP US N 2 2031-04-23 Variable 5.21800000 N N N N N N Orion US Finco Inc N/A 68631KAB5 200000.00000000 PA USD 197750.00000000 0.007631208657 Long LON CORP US N 2 2032-10-12 Floating 7.16740000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAT3 7605000.00000000 PA USD 7913855.93000000 0.305397147333 Long DBT CORP US N 2 2028-11-15 Fixed 5.87500000 N N N N N N Mercedes-Benz Finance North America LLC 549300423Z16BB673J12 58769JAL1 2415000.00000000 PA USD 2450737.05000000 0.094574390860 Long DBT CORP US Y 2 2028-08-03 Fixed 5.10000000 N N N N N N Star Parent Inc 254900GRGCJYRMDRWT73 855170AA4 40000.00000000 PA USD 41552.93000000 0.001603535166 Long DBT CORP US Y 2 2030-10-01 Fixed 9.00000000 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2 N/A 46635GAQ3 15339.93000000 PA USD 14632.61000000 0.000564675095 Long ABS-MBS CORP US Y 2 2043-11-15 Variable 5.58250000 N N N N N N GM Financial Revolving Receivables Trust 2025-1 N/A 36271NAC9 780000.00000000 PA USD 786533.90000000 0.030352487013 Long ABS-CBDO CORP US Y 2 2037-12-11 Fixed 5.00000000 N N N N N N Affiliated Managers Group Inc 2JE75BUE3T1BLCYYGK54 008252AP3 900000.00000000 PA USD 844859.70000000 0.032603290299 Long DBT CORP US N 2 2030-06-15 Fixed 3.30000000 N N N N N N Mid-America Apartments LP 549300FXWGE3QSYCUJ38 59523UAQ0 716000.00000000 PA USD 707962.74000000 0.027320411582 Long DBT CORP US N 2 2029-03-15 Fixed 3.95000000 N N N N N N Fedex Freight Holding Co Inc 984500Y1DA5A58ICE336 314352AA3 598000.00000000 PA USD 590776.52000000 0.022798173926 Long DBT CORP US Y 2 2029-03-15 Fixed 4.30000000 N N N N N N TransCanada PipeLines Ltd 5BV01I6231JPDAPMGH09 89352HAW9 2850000.00000000 PA USD 2837352.67000000 0.109493958325 Long DBT CORP CA N 2 2028-05-15 Fixed 4.25000000 N N N N N N Verizon Master Trust 5493007MUBNP1GFMEB89 92348KEU3 190000.00000000 PA USD 188037.19000000 0.007256389543 Long ABS-CBDO CORP US Y 2 2033-08-22 Fixed 4.60000000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 22535WAL1 670000.00000000 PA USD 670344.17000000 0.025868704088 Long DBT CORP FR Y 2 2028-09-11 Variable 4.63100000 N N N N N N Verizon Master Trust 5493007MUBNP1GFMEB89 92348KCK7 470000.00000000 PA USD 479082.33000000 0.018487874711 Long ABS-CBDO CORP US Y 2 2031-12-22 Fixed 5.32000000 N N N N N N CD 2017-CD3 Mortgage Trust N/A 12515GAD9 110000.00000000 PA USD 107618.82000000 0.004153029941 Long ABS-MBS CORP US N 2 2050-02-10 Fixed 3.63100000 N N N N N N Huntington Ingalls Industries Inc 5TZLZ6WJTBVJ0QWBG121 446413BA3 1970000.00000000 PA USD 2008225.19000000 0.077497777272 Long DBT CORP US N 2 2030-01-15 Fixed 5.35300000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967MP3 1295000.00000000 PA USD 1279098.10000000 0.049360629553 Long DBT CORP US N 2 2031-03-31 Variable 4.41200000 N N N N N N Deere Funding Canada Corp N/A 2442GAAA0 2049000.00000000 PA USD 2022276.25000000 0.078040010246 Long DBT CORP CA N 2 2030-10-09 Fixed 4.15000000 N N N N N N Penske Truck Leasing Co Lp / PTL Finance Corp N/A 709599BW3 1378000.00000000 PA USD 1418252.40000000 0.054730619433 Long DBT CORP US Y 2 2028-08-01 Fixed 6.05000000 N N N N N N Dryden 113 CLO Ltd 254900XN9Y85HJGYJ219 26253EBK3 130000.00000000 PA USD 129735.71000000 0.005006524770 Long ABS-MBS CORP JE Y 2 2037-10-15 Floating 4.76220000 N N N N N N Elevance Health Inc 8MYN82XMYQH89CTMTH67 036752AY9 900000.00000000 PA USD 916817.95000000 0.035380172324 Long DBT CORP US N 2 2029-06-15 Fixed 5.15000000 N N N N N N Wisconsin Electric Power Co AENKIFMULUAWOUU8Q584 976656CU0 1150000.00000000 PA USD 1135078.27000000 0.043802877980 Long DBT CORP US N 2 2030-10-15 Fixed 4.15000000 N N N N N N Ally Auto Receivables Trust 2023-1 N/A 02007WAF5 200000.00000000 PA USD 203319.92000000 0.007846152888 Long ABS-CBDO CORP US Y 2 2029-03-15 Fixed 5.96000000 N N N N N N Qnity Electronics Inc 254900RSUG4J9TFFZX53 74737SAB9 44887.50000000 PA USD 44775.28000000 0.001727886242 Long LON CORP US N 2 2032-11-01 Floating 5.66770000 N N N N N N GS Mortgage Securities Trust 2020-GC47 N/A 36258RBA0 1280000.00000000 PA USD 1173115.52000000 0.045270742412 Long ABS-MBS CORP US N 2 2053-05-12 Fixed 2.37720000 N N N N N N Connecticut Avenue Securities Trust 2024-R04 N/A 20753GAA9 164071.61000000 PA USD 164021.01000000 0.006329600766 Long ABS-MBS CORP US Y 2 2044-05-25 Floating 4.66190000 N N N N N N Petrobras Global Finance BV 549300FNENFFSMO3GT38 71647NBM0 1325000.00000000 PA USD 1297062.43000000 0.050053876332 Long DBT CORP NL N 2 2030-09-10 Fixed 5.12500000 N N N N N N Network Finance Co Pty Ltd 213800XV6ZAOWZ2IIS63 N/A 1270000.00000000 PA 816631.78000000 0.031513969705 Long DBT CORP AU N 2 2028-10-03 Fixed 2.57900000 N N N N N N Regions Financial Corp CW05CS5KW59QTC0DG824 7591EPAU4 6546000.00000000 PA USD 6717096.60000000 0.259213985969 Long DBT CORP US N 2 2030-06-06 Variable 5.72200000 N N N N N N Bank of New York Mellon/The HPFHU0OQ28E4N0NFVK49 06405LAH4 1120000.00000000 PA USD 1127706.32000000 0.043518393082 Long DBT CORP US N 2 2029-04-20 Variable 4.72900000 N N N N N N OAK-Eagle Acquireco Inc 6488ICS9P20290MA1H31 67124CAB9 45000.00000000 PA USD 47059.46000000 0.001816033165 Long DBT CORP US Y 2 2034-07-01 Fixed 8.75000000 N N N N N N Serbia International Bond N/A AZ2286302 1918000.00000000 PA 2022739.97000000 0.078057905286 Long DBT NUSS RS N 2 2029-06-26 Fixed 1.50000000 N N N N N N Ally Bank Auto Credit-Linked Notes Series 2024-B N/A 02007G4C4 127558.56000000 PA USD 128381.30000000 0.004954257840 Long ABS-CBDO CORP US Y 2 2032-09-15 Fixed 5.11700000 N N N N N N Rio Tinto Finance USA PLC 2138006TSNBEUA761G16 76720AAS5 1890000.00000000 PA USD 1918981.77000000 0.074053857377 Long DBT CORP GB N 2 2030-03-14 Fixed 4.87500000 N N N N N N Newell Brands Inc 549300LWGYFM1TVO1Z12 651229BG0 145000.00000000 PA USD 149945.22000000 0.005786413456 Long DBT CORP US Y 2 2028-06-01 Fixed 8.50000000 N N N N N N Fidelity National Information Services Inc 6WQI0GK1PRFVBA061U48 31620MCA2 2400000.00000000 PA USD 2393003.16000000 0.092346429488 Long DBT CORP US N 2 2028-03-10 Fixed 4.45000000 N N N N N N GMF Floorplan Owner Revolving Trust N/A 361886CW2 300000.00000000 PA USD 306476.52000000 0.011826984943 Long ABS-CBDO CORP US Y 2 2030-06-15 Fixed 5.34000000 N N N N N N Carvana Auto Receivables Trust 2021-P3 N/A 14687JAF6 60586.95000000 PA USD 60362.09000000 0.002329384089 Long ABS-CBDO CORP US N 2 2027-06-10 Fixed 1.03000000 N N N N N N Penske Truck Leasing Co Lp / PTL Finance Corp N/A 709599BN3 395000.00000000 PA USD 393975.25000000 0.015203576933 Long DBT CORP US Y 2 2027-07-01 Fixed 4.40000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VBC3 0.03000000 PA USD 0.03000000 0.000000001157 Long LON CORP US N 2 2028-08-21 Floating 8.02250000 N N N N N N Southern Co/The 549300FC3G3YU2FBZD92 842587DQ7 2060000.00000000 PA USD 2079921.23000000 0.080264540565 Long DBT CORP US N 2 2028-06-15 Fixed 4.85000000 N N N N N N N/A N/A N/A -3.00000000 NC USD 5527.74000000 0.000213316497 N/A DIR N/A N 1 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 Short N/A CBOT 10 Year US Treasury Note 2026-06-18 -338668.37000000 USD 5527.74000000 N N N Barclays PLC 213800LBQA1Y9L22JB70 06738ECR4 2470000.00000000 PA USD 2537484.15000000 0.097921977310 Long DBT CORP GB N 2 2030-03-12 Variable 5.69000000 N N N N N N New Issuer: BB Company ID:71968132 N/A 24704EAL2 100000.00000000 PA USD 100533.52000000 0.003879606918 Long ABS-CBDO CORP US Y 2 2031-02-24 Fixed 5.29000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00914AAU6 736000.00000000 PA USD 744310.79000000 0.028723089478 Long DBT CORP US N 2 2028-02-01 Fixed 5.30000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CKG5 10000000.00000000 PA USD 10083984.40000000 0.389142801783 Long DBT UST US N 2 2029-03-31 Fixed 4.12500000 N N N N N N 1011778 BC ULC / New Red Finance Inc N/A 68245XAJ8 35000.00000000 PA USD 34529.19000000 0.001332487755 Long DBT CORP CA Y 2 2028-01-15 Fixed 4.37500000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 N/A 1227000.00000000 PA 1591811.12000000 0.061428282172 Long DBT CORP US N 2 2029-11-01 Fixed 5.14600000 N N N N N N Arthur J Gallagher & Co 54930049QLLMPART6V29 04316JAL3 812000.00000000 PA USD 820785.26000000 0.031674253258 Long DBT CORP US N 2 2029-12-15 Fixed 4.85000000 N N N N N N Frontier Communications Holdings LLC N/A 35906ABF4 80000.00000000 PA USD 80010.41000000 0.003087616351 Long DBT CORP US Y 2 2028-05-01 Fixed 5.00000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307BB2 70000.00000000 PA USD 41972.45000000 0.001619724519 Long DBT CORP US Y 2 2030-12-01 Fixed 4.12500000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023DB8 2175000.00000000 PA USD 2131472.70000000 0.082253921218 Long DBT CORP US N 2 2028-02-01 Fixed 3.25000000 N N N N N N UBS AG/London BFM8T61CT2L1QCEMIK50 902674ZW3 2970000.00000000 PA USD 3063807.98000000 0.118232910144 Long DBT CORP CH N 2 2028-09-11 Fixed 5.65000000 N N N N N N Cigna Group/The 549300VIWYMSIGT1U456 125523CX6 1775000.00000000 PA USD 1769462.41000000 0.068283877936 Long DBT CORP US N 2 2030-09-15 Fixed 4.50000000 N N N N N N Extra Space Storage LP 549300YNKSKNZFR8UC42 30225VAN7 240000.00000000 PA USD 236132.08000000 0.009112380142 Long DBT CORP US N 2 2029-06-15 Fixed 4.00000000 N N N N N N Ally Bank Auto Credit-Linked Notes Series 2025-A N/A 02007G5F6 287991.13000000 PA USD 288845.63000000 0.011146605675 Long ABS-CBDO CORP US Y 2 2033-06-15 Fixed 4.84400000 N N N N N N SMB Private Education Loan Trust 2026-A N/A 78451MAA9 620000.00000000 PA USD 612046.08000000 0.023618970135 Long ABS-CBDO CORP US Y 2 2053-12-15 Fixed 4.68000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PDX1 910000.00000000 PA USD 945693.20000000 0.036494473501 Long DBT CORP US N 2 2029-10-23 Variable 6.08700000 N N N N N N JPMCC Commercial Mortgage Securities Trust 2017-JP6 N/A 48128KAT8 250000.00000000 PA USD 247006.63000000 0.009532031015 Long ABS-MBS CORP US N 2 2050-07-15 Fixed 3.22380000 N N N N N N Romanian Government International Bond N/A N/A 677000.00000000 PA 789057.16000000 0.030449860078 Long DBT NUSS RO N 2 2031-03-22 Fixed 5.37500000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428XDD5 544000.00000000 PA USD 534240.57000000 0.020616441278 Long DBT CORP US N 2 2028-02-15 Fixed 3.40000000 N N N N N N Jersey Central Power & Light Co 549300W9UGH9ZPLNPF79 476556DJ1 1657000.00000000 PA USD 1648514.90000000 0.063616491410 Long DBT CORP US Y 2 2029-01-15 Fixed 4.15000000 N N N N N N Chase Auto Owner Trust 2024-1 N/A 16144BAD0 250000.00000000 PA USD 253099.00000000 0.009767136687 Long ABS-CBDO CORP US Y 2 2029-10-25 Fixed 5.05000000 N N N N N N KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc N/A 487526AC9 170000.00000000 PA USD 177039.53000000 0.006831987833 Long DBT CORP US Y 2 2029-02-15 Fixed 9.00000000 N N N N N N AthenaHealth Group Inc 254900AA3KZN4Q7A5Z33 04686RAB9 103950.00000000 PA USD 101926.72000000 0.003933370761 Long LON CORP US N 2 2029-02-15 Floating 6.41770000 N N N N N N Amcor Flexibles North America Inc PTVU09TE3QPJPL7K4E13 02344AAF5 2237000.00000000 PA USD 2250908.17000000 0.086862957843 Long DBT CORP US N 2 2028-03-17 Fixed 4.80000000 N N N N N N WEC Energy Group Inc 549300IGLYTZUK3PVP70 92939UAJ5 1045000.00000000 PA USD 1056528.99000000 0.040771646903 Long DBT CORP US N 2 2027-10-01 Fixed 5.15000000 N N N N N N Host Hotels & Resorts LP FXB7X4WXVA8QPMNOGS12 44107TBE5 285000.00000000 PA USD 281574.38000000 0.010866006808 Long DBT CORP US N 2 2028-12-15 Fixed 4.25000000 N N N N N N Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc N/A 154915AA0 15000.00000000 PA USD 11157.22000000 0.000430559159 Long DBT CORP US Y 2 2029-06-15 Fixed 8.00000000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AT6 66000.00000000 PA USD 69722.71000000 0.002690612127 Long DBT CORP CO N 2 2029-01-19 Fixed 8.62500000 N N N N N N NOVA Chemicals Corp 549300ZOD6N7RI2FJP09 66977WAS8 250000.00000000 PA USD 243304.12000000 0.009389150477 Long DBT CORP CA Y 2 2029-05-15 Fixed 4.25000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613BL1 700000.00000000 PA USD 720900.45000000 0.027819680177 Long DBT CORP CH Y 2 2030-09-13 Variable 5.61700000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RJX1 3066000.00000000 PA USD 2997969.91000000 0.115692206985 Long DBT CORP US N 2 2027-06-01 Fixed 2.30000000 N N N N N N Citigroup Commercial Mortgage Trust 2017-C4 N/A 17326FAD9 195000.00000000 PA USD 192091.01000000 0.007412827198 Long ABS-MBS CORP US N 2 2050-10-12 Fixed 3.47100000 N N N N N N Ryder System Inc ZXJ6Y2OSPZXIVGRILD15 78355HLA5 830000.00000000 PA USD 835485.38000000 0.032241533577 Long DBT CORP US N 2 2027-03-15 Fixed 5.30000000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 N/A 300000.00000000 PA 360346.55000000 0.013905839251 Long DBT CORP IT N 2 2034-04-16 Variable 5.37500000 N N N N N N HPEFS Equipment Trust 2024-2 N/A 40444MAJ0 410000.00000000 PA USD 414023.13000000 0.015977228288 Long ABS-CBDO CORP US Y 2 2031-10-20 Fixed 5.52000000 N N N N N N Ryder System Inc ZXJ6Y2OSPZXIVGRILD15 78355HLG2 663000.00000000 PA USD 651812.87000000 0.025153577832 Long DBT CORP US N 2 2030-12-01 Fixed 4.30000000 N N N N N N Air Canada 4B4HI3CGXMBDC0G6BM51 008911BK4 800000.00000000 PA USD 796232.59000000 0.030726761233 Long DBT CORP CA Y 2 2026-08-15 Fixed 3.87500000 N N N N N N American National Group Inc 549300RK5RZQ740FPL83 025676AN7 806000.00000000 PA USD 815174.87000000 0.031457747282 Long DBT CORP US N 2 2029-10-01 Fixed 5.75000000 N N N N N N Ingersoll Rand Inc 5299004C02FMZCUOIR50 45687VAD8 2010000.00000000 PA USD 2057591.11000000 0.079402817151 Long DBT CORP US N 2 2029-06-15 Fixed 5.17600000 N N N N N N BFLD Commercial Mortgage Trust 2025-5MW N/A 088921AA9 350000.00000000 PA USD 347237.98000000 0.013399977138 Long ABS-MBS CORP US Y 2 2042-10-10 Variable 4.67420000 N N N N N N Chase Auto Owner Trust 2025-2 N/A 16144MAH7 250000.00000000 PA USD 247807.95000000 0.009562954100 Long ABS-CBDO CORP US Y 2 2033-02-25 Fixed 5.03000000 N N N N N N Ingersoll Rand Inc 5299004C02FMZCUOIR50 45687VAC0 2090000.00000000 PA USD 2108564.34000000 0.081369883417 Long DBT CORP US N 2 2027-06-15 Fixed 5.19700000 N N N N N N GE HealthCare Technologies Inc 549300OI9J7XOWZMUN85 36266GAA5 595000.00000000 PA USD 600372.75000000 0.023168494196 Long DBT CORP US N 2 2029-08-14 Fixed 4.80000000 N N N N N N CubeSmart LP 549300MPHKO3I3FJRA97 22966RAE6 854000.00000000 PA USD 848525.30000000 0.032744746474 Long DBT CORP US N 2 2029-02-15 Fixed 4.37500000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967ML2 815000.00000000 PA USD 755898.33000000 0.029170254765 Long DBT CORP US N 2 2031-01-29 Variable 2.66600000 N N N N N N US Bank NA N/A 90355PAL0 310000.00000000 PA USD 308658.75000000 0.011911197598 Long ABS-CBDO CORP US Y 2 2046-12-25 Fixed 5.59500000 N N N N N N Transcontinental Gas Pipe Line Co LLC N/A 893574AP8 620000.00000000 PA USD 589551.17000000 0.022750887445 Long DBT CORP US N 2 2030-05-15 Fixed 3.25000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397D83 2055000.00000000 PA USD 2066457.80000000 0.079744984339 Long DBT CORP US N 2 2027-03-05 Fixed 5.80000000 N N N N N N Capital Street Master Trust N/A 14051LAC6 950000.00000000 PA USD 948346.62000000 0.036596869464 Long ABS-CBDO CORP US Y 2 2029-08-16 Floating 4.77220000 N N N N N N Highwoods Realty LP JUJNVZX73BIYHLR58F51 431282AR3 1036000.00000000 PA USD 1007764.71000000 0.038889824421 Long DBT CORP US N 2 2029-04-15 Fixed 4.20000000 N N N N N N Public Service Enterprise Group Inc PUSS41EMO3E6XXNV3U28 744573AQ9 2340000.00000000 PA USD 2059516.37000000 0.079477113286 Long DBT CORP US N 2 2030-08-15 Fixed 1.60000000 N N N N N N Shell Finance US Inc N/A 822905AN5 1620000.00000000 PA USD 1604399.81000000 0.061914082021 Long DBT CORP US N 2 2030-11-06 Fixed 4.12500000 N N N N N N Elevance Health Inc 8MYN82XMYQH89CTMTH67 036752AL7 280000.00000000 PA USD 265275.70000000 0.010237037766 Long DBT CORP US N 2 2029-09-15 Fixed 2.87500000 N N N N N N Hyundai Auto Receivables Trust 2024-C N/A 448976AG5 270000.00000000 PA USD 272803.90000000 0.010527552381 Long ABS-CBDO CORP US N 2 2032-02-17 Fixed 4.86000000 N N N N N N EQT Corp 4NT01YGM4X7ZX86ISY52 26884LAL3 20000.00000000 PA USD 20156.84000000 0.000777856141 Long DBT CORP US N 2 2029-01-15 Fixed 5.00000000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AU0 1625000.00000000 PA USD 1618276.76000000 0.062449596059 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N Hyundai Auto Receivables Trust 2024-B N/A 44934QAF8 250000.00000000 PA USD 254002.40000000 0.009801999058 Long ABS-CBDO CORP US N 2 2030-09-16 Fixed 5.04000000 N N N N N N Men's Wearhouse LLC/The NKFP7BJ6WYEV4I24P532 58711MAK5 10000.00000000 PA USD 9984.38000000 0.000385299049 Long LON CORP US N 2 2031-01-28 Floating 9.41770000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397C35 4320000.00000000 PA USD 4457649.02000000 0.172021490732 Long DBT CORP US N 2 2027-11-04 Fixed 7.35000000 N N N N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680BS1 160000.00000000 PA USD 151021.15000000 0.005827933791 Long DBT CORP US N 2 2030-06-01 Fixed 3.25000000 N N N N N N Ford Credit Floorplan Master Owner Trust A 5493001DTG5N7T8BG747 34528QJC9 620000.00000000 PA USD 627398.71000000 0.024211430934 Long ABS-CBDO CORP US Y 2 2029-04-15 Fixed 5.48000000 N N N N N N GMACM Mortgage Loan Trust 2005-AR6 N/A 36185MBL5 5473.92000000 PA USD 4888.16000000 0.000188634988 Long ABS-MBS CORP US N 2 2035-11-19 Variable 3.72270000 N N N N N N Willis North America Inc 5493004KVU1HWZCP0C66 970648AL5 725000.00000000 PA USD 726279.36000000 0.028027253297 Long DBT CORP US N 2 2027-06-15 Fixed 4.65000000 N N N N N N HPEFS Equipment Trust 2025-1 N/A 40446EAE7 260000.00000000 PA USD 261053.96000000 0.010074120048 Long ABS-CBDO CORP US Y 2 2032-09-20 Fixed 4.79000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFA8 2160000.00000000 PA USD 2184190.64000000 0.084288316161 Long DBT CORP US N 2 2029-02-01 Variable 5.12300000 N N N N N N Federal Realty OP LP 549300LI6XZ51GOCJ427 313747AZ0 430000.00000000 PA USD 413944.04000000 0.015974176190 Long DBT CORP US N 2 2029-06-15 Fixed 3.20000000 N N N N N N Zimmer Biomet Holdings Inc 2P2YLDVPES3BXQ1FRB91 98956PAX0 1345000.00000000 PA USD 1375668.99000000 0.053087317855 Long DBT CORP US N 2 2028-12-01 Fixed 5.35000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 700000.00000000 PA 921969.16000000 0.035578958460 Long DBT CORP FR N 2 2031-05-24 Variable 2.00000000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406RBN6 1120000.00000000 PA USD 1125240.56000000 0.043423238952 Long DBT CORP US N 2 2029-02-01 Variable 4.54300000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280EQ8 990000.00000000 PA USD 995134.68000000 0.038402429254 Long DBT CORP GB N 2 2029-03-03 Variable 4.89900000 N N N N N N Progress Residential 2025-SFR3 Trust N/A 74334BAA5 780000.00000000 PA USD 737473.23000000 0.028459226787 Long ABS-CBDO CORP US Y 2 2042-07-17 Fixed 3.39000000 N N N N N N Dayforce Bidco LLC N/A 23923YAB7 180000.00000000 PA USD 170055.00000000 0.006562453543 Long LON CORP US N 2 2033-02-04 Floating 6.66770000 N N N N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332BG6 600000.00000000 PA USD 626337.81000000 0.024170490609 Long DBT CORP US N 2 2028-11-01 Fixed 6.25000000 N N N N N N Toronto-Dominion Bank/The PT3QB789TSUIDF371261 89115KAK6 1130000.00000000 PA USD 1122184.45000000 0.043305303109 Long DBT CORP CA N 2 2028-01-13 Fixed 3.91300000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PEG7 2620000.00000000 PA USD 2700020.90000000 0.104194300211 Long DBT CORP US N 2 2030-04-22 Variable 5.58100000 N N N N N N Stellantis Financial Underwritten Enhanced Lease Trust 2025-B N/A 858933AF1 280000.00000000 PA USD 279229.08000000 0.010775501252 Long ABS-CBDO CORP US Y 2 2030-01-22 Fixed 4.71000000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NCB9 3325000.00000000 PA USD 3395431.58000000 0.131030325503 Long DBT CORP CA N 2 2029-04-05 Fixed 5.30000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KA8 1104000.00000000 PA USD 1103794.20000000 0.042595619999 Long DBT CORP US N 2 2027-09-29 Fixed 4.45000000 N N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874DW4 895000.00000000 PA USD 903815.78000000 0.034878416206 Long DBT CORP US N 2 2030-05-07 Fixed 4.85000000 N N N N N N DTE Energy Co 549300IX8SD6XXD71I78 233331BC0 905000.00000000 PA USD 875462.18000000 0.033784245598 Long DBT CORP US N 2 2029-06-15 Fixed 3.40000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHG7 540000.00000000 PA USD 535244.74000000 0.020655192382 Long DBT CORP US N 2 2029-03-05 Variable 3.97000000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 694308KQ9 3090000.00000000 PA USD 3162718.02000000 0.122049866673 Long DBT CORP US N 2 2029-05-15 Fixed 5.55000000 N N N N N N NatWest Group PLC 2138005O9XJIJN4JPN90 780097BL4 225000.00000000 PA USD 223596.48000000 0.008628629046 Long DBT CORP GB N 2 2030-05-08 Variable 4.44500000 N N N N N N GM Financial Revolving Receivables Trust 2021-1 N/A 36263HAC2 100000.00000000 PA USD 98788.78000000 0.003812277083 Long ABS-CBDO CORP US Y 2 2034-06-12 Fixed 1.67000000 N N N N N N Deutsche EuroShop AG 529900Y9QTEFHFEKQ736 N/A 300000.00000000 PA 340437.33000000 0.013137538811 Long DBT CORP DE N 2 2030-10-15 Fixed 4.50000000 N N N N N N Alexandria Real Estate Equities Inc MGCJBT4MKTQBVLNUIS88 015271AT6 1179000.00000000 PA USD 1099963.31000000 0.042447785253 Long DBT CORP US N 2 2029-12-15 Fixed 2.75000000 N N N N N N Public Service Enterprise Group Inc PUSS41EMO3E6XXNV3U28 744573AW6 2740000.00000000 PA USD 2828131.39000000 0.109138107444 Long DBT CORP US N 2 2028-10-15 Fixed 5.87500000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RJK1 410000.00000000 PA USD 416788.41000000 0.016083940948 Long ABS-CBDO CORP US Y 2 2030-12-20 Fixed 5.23000000 N N N N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680AW3 2262000.00000000 PA USD 2247986.68000000 0.086750217010 Long DBT CORP US N 2 2029-03-15 Fixed 4.35000000 N N N N N N LAD Auto Receivables Trust 2024-3 N/A 505709AD7 200000.00000000 PA USD 201115.32000000 0.007761076971 Long ABS-CBDO CORP US Y 2 2029-12-17 Fixed 4.60000000 N N N N N N Compass Datacenters Issuer II LLC N/A 20469CAE5 1040000.00000000 PA USD 1023556.25000000 0.039499222837 Long ABS-CBDO CORP US Y 2 2050-11-25 Fixed 4.92600000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 969457CK4 3275000.00000000 PA USD 3342174.05000000 0.128975107683 Long DBT CORP US N 2 2028-08-15 Fixed 5.30000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172CE7 1057000.00000000 PA USD 1035684.50000000 0.039967254222 Long DBT CORP US N 2 2028-03-02 Fixed 3.12500000 N N N N N N Crown Castle Inc 54930012H97VSM0I2R19 22822VAK7 330000.00000000 PA USD 325439.73000000 0.012558778685 Long DBT CORP US N 2 2028-02-15 Fixed 3.80000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAS4 760000.00000000 PA USD 767478.96000000 0.029617153394 Long DBT CORP ES N 2 2027-08-18 Fixed 5.29400000 N N N N N N Eni SpA BUCRF72VH5RBN7X3VL35 N/A 200000.00000000 PA 224316.85000000 0.008656428256 Long DBT CORP IT N 2 2079-12-31 Variable 3.37500000 N N N N N N Augusta SpinCo Corp N/A 051473AB2 2040000.00000000 PA USD 2038795.56000000 0.078677493440 Long DBT CORP US N 2 2027-09-23 Fixed 4.32100000 N N N N N N Serbia International Bond N/A N/A 200000.00000000 PA 213366.02000000 0.008233833724 Long DBT NUSS RS N 2 2028-09-23 Fixed 1.00000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280EM7 1760000.00000000 PA USD 1773716.79000000 0.068448055238 Long DBT CORP GB N 2 2028-11-19 Variable 5.13000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172DX4 2055000.00000000 PA USD 2036613.30000000 0.078593279627 Long DBT CORP US N 2 2028-10-27 Fixed 3.87500000 N N N N N N Graham Packaging Co Inc 549300YS0ZFT826HIK72 38469EAH6 15000.00000000 PA USD 14812.50000000 0.000571617083 Long LON CORP US N 2 2033-01-26 Floating 5.93070000 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661EU7 2335000.00000000 PA USD 2314983.61000000 0.089335640788 Long DBT CORP US N 2 2028-10-15 Fixed 4.00000000 N N N N N N Transocean International Ltd DOL4HJ22ADYSIWES4H94 893830BY4 55000.00000000 PA USD 56805.76000000 0.002192144664 Long DBT CORP BM Y 2 2029-05-15 Fixed 8.25000000 N N N N N N Hyundai Auto Receivables Trust 2024-A N/A 448973AG2 240000.00000000 PA USD 243647.98000000 0.009402420097 Long ABS-CBDO CORP US N 2 2031-07-15 Fixed 5.27000000 N N N N N N AMSR 2025-SFR2 Trust N/A 00180BAA5 500000.00000000 PA USD 488948.20000000 0.018868600438 Long ABS-CBDO CORP US Y 2 2042-11-17 Fixed 4.27500000 N N N N N N State Street Corp 549300ZFEEJ2IP5VME73 857477DA8 255000.00000000 PA USD 255476.56000000 0.009858887162 Long DBT CORP US N 2 2028-04-24 Variable 4.54300000 N N N N N N Mueller Water Products Inc 549300F7ZU4P1F8V8L60 624758AF5 100000.00000000 PA USD 96378.55000000 0.003719265866 Long DBT CORP US Y 2 2029-06-15 Fixed 4.00000000 N N N N N N T-Mobile USA Inc 549300V2JRLO5DIFGE82 87264ABF1 910000.00000000 PA USD 885911.32000000 0.034187479821 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N Univision Communications Inc 549300YQDE2JSGTL8V47 914906AX0 10000.00000000 PA USD 9808.03000000 0.000378493671 Long DBT CORP US Y 2 2030-06-30 Fixed 7.37500000 N N N N N N Olympus Water US Holding Corp 549300YU2GGVCBN3MY89 681639AE0 235000.00000000 PA USD 224610.29000000 0.008667752159 Long DBT CORP US Y 2 2033-02-15 Fixed 7.25000000 N N N N N N N/A N/A N/A 1.00000000 NC 8098.27000000 0.000312513720 N/A DFE N/A N 2 THE TORONTON DOMINION BANK PT3QB789TSUIDF371261 450556.33000000 AUD 318603.25000000 USD 2026-06-17 8098.27000000 N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397ZR7 420000.00000000 PA USD 416264.37000000 0.016063718149 Long DBT CORP US N 2 2029-05-03 Fixed 5.11300000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400HU0 760000.00000000 PA USD 770608.98000000 0.029737941438 Long DBT CORP US N 2 2028-03-01 Fixed 5.30000000 N N N N N N Santander Drive Auto Receivables Trust 2023-1 N/A 80287GAE0 67166.93000000 PA USD 67495.95000000 0.002604681051 Long ABS-CBDO CORP US N 2 2030-05-15 Fixed 5.09000000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAF0 450000.00000000 PA USD 414913.86000000 0.016011601721 Long DBT CORP US N 2 2030-10-01 Fixed 2.78200000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VBJ8 2250000.00000000 PA USD 2229532.74000000 0.086038076091 Long DBT CORP US N 2 2031-01-15 Fixed 4.55000000 N N N N N N Cloud Software Group Inc 04EEB871XLHVNY4RZJ65 88632QAE3 231000.00000000 PA USD 224781.15000000 0.008674345678 Long DBT CORP US Y 2 2029-03-31 Fixed 6.50000000 N N N N N N RTX Corp I07WOS4YJ0N7YRFE7309 913017CY3 3951000.00000000 PA USD 3935418.36000000 0.151868514076 Long DBT CORP US N 2 2028-11-16 Fixed 4.12500000 N N N N N N Realty Income Corp 549300CUWDAUZSH43859 756109CB8 380000.00000000 PA USD 375155.09000000 0.014477303517 Long DBT CORP US N 2 2029-07-15 Fixed 4.00000000 N N N N N N Chase Auto Owner Trust 2024-3 N/A 16144LAF3 110000.00000000 PA USD 111822.19000000 0.004315238758 Long ABS-CBDO CORP US Y 2 2030-02-28 Fixed 5.41000000 N N N N N N National Fuel Gas Co 8JB38FFW1Y3C1HM8E841 636180BT7 1390000.00000000 PA USD 1422750.11000000 0.054904186885 Long DBT CORP US N 2 2030-03-15 Fixed 5.50000000 N N N N N N Rocket Software Inc 549300PVG26ISP5X1556 77314EAB4 255000.00000000 PA USD 254618.77000000 0.009825784889 Long DBT CORP US Y 2 2028-11-28 Fixed 9.00000000 N N N N N N DISH Network Corp 529900U350CWHH15G169 25470MAG4 194000.00000000 PA USD 199862.63000000 0.007712735435 Long DBT CORP US Y 2 2027-11-15 Fixed 11.75000000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MDS6 800000.00000000 PA USD 816371.46000000 0.031503923909 Long DBT CORP JP N 2 2030-04-15 Fixed 5.24000000 N N N N N N ERAC USA Finance LLC LTKX5ODQW6Z7BQ2K1V47 26884TAY8 1448000.00000000 PA USD 1471634.57000000 0.056790647134 Long DBT CORP US Y 2 2029-02-15 Fixed 5.00000000 N N N N N N SW Finance I PLC 549300BHN1HB5BNG2R96 N/A 600000.00000000 PA 829226.34000000 0.031999996078 Long DBT CORP GB N 2 2031-10-31 Fixed 7.75000000 N N N N N N Mexico Government International Bond N/A 91087BBM1 2070000.00000000 PA 2348638.57000000 0.090634391848 Long DBT NUSS MX N 2 2029-09-19 Fixed 3.50000000 N N N N N N Freddie Mac STACR REMIC Trust 2024-DNA1 529900N6M839KA246662 35564NAW3 1352919.15000000 PA USD 1352915.77000000 0.052209266935 Long ABS-MBS CORP US Y 2 2044-02-25 Floating 5.01190000 N N N N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671DCG8 650000.00000000 PA USD 646117.74000000 0.024933801724 Long DBT CORP US N 2 2028-08-01 Fixed 4.37500000 N N N N N N SFS Auto Receivables Securitization Trust 2024-1 N/A 78435VAF9 220000.00000000 PA USD 223591.52000000 0.008628437638 Long ABS-CBDO CORP US Y 2 2032-01-20 Fixed 5.51000000 N N N N N N Deutsche Bank AG/New York NY 7LTWFZYICNSX8D621K86 251526CU1 3548000.00000000 PA USD 3724975.62000000 0.143747490262 Long DBT CORP DE N 2 2029-11-20 Variable 6.81900000 N N N N N N Ovintiv Inc 2549003MEX7YMKLGI239 69047QAB8 1845000.00000000 PA USD 1894096.69000000 0.073093537589 Long DBT CORP US N 2 2028-05-15 Fixed 5.65000000 N N N N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 56585ABK7 4409000.00000000 PA USD 4499331.02000000 0.173630006733 Long DBT CORP US N 2 2030-03-01 Fixed 5.15000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CY9 13616000.00000000 PA USD 13823991.75000000 0.533470369255 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671DCF0 560000.00000000 PA USD 549522.65000000 0.021206179539 Long DBT CORP US N 2 2030-03-01 Fixed 4.25000000 N N N N N N NXP BV / NXP Funding LLC / NXP USA Inc N/A 62954HBF4 1126000.00000000 PA USD 1121078.47000000 0.043262623138 Long DBT CORP N/A N 2 2028-08-19 Fixed 4.30000000 N N N N N N Bayview Opportunity Master Fund VII Trust 2024-SN1 N/A 072926AE8 180000.00000000 PA USD 181688.36000000 0.007011387032 Long ABS-CBDO CORP US Y 2 2028-12-15 Fixed 5.83000000 N N N N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680CQ4 790000.00000000 PA USD 804875.68000000 0.031060299657 Long DBT CORP US N 2 2029-06-01 Fixed 5.37500000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 N/A 400000.00000000 PA 504187.16000000 0.019456674691 Long DBT CORP FR N 2 2032-11-30 Variable 2.50000000 N N N N N N Tesla Lease Electric Vehicle Securitization 2025-A LLC N/A 88162VAF7 230000.00000000 PA USD 230401.86000000 0.008891249904 Long ABS-CBDO CORP US Y 2 2029-06-20 Fixed 4.79000000 N N N N N N Progress Residential Trust N/A 74334GAA4 377635.75000000 PA USD 355828.15000000 0.013731473369 Long ABS-CBDO CORP US Y 2 2042-04-17 Fixed 3.30500000 N N N N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332AW2 970000.00000000 PA USD 949570.98000000 0.036644117740 Long DBT CORP US N 2 2029-04-18 Fixed 3.75000000 N N N N N N FirstEnergy Transmission LLC 549300AINIIPOLYX2R63 33767BAD1 2515000.00000000 PA USD 2418582.24000000 0.093333530862 Long DBT CORP US Y 2 2028-09-15 Fixed 2.86600000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401AC2 2210000.00000000 PA USD 2201477.14000000 0.084955405357 Long DBT CORP CH Y 2 2028-01-09 Fixed 4.28200000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RHM9 700000.00000000 PA USD 725850.51000000 0.028010703897 Long ABS-CBDO CORP US Y 2 2030-02-20 Fixed 6.02000000 N N N N N N American Honda Finance Corp B6Q2VFHD1797Q7NZ3E43 02665WFT3 1250000.00000000 PA USD 1248623.40000000 0.048184605308 Long DBT CORP US N 2 2027-10-22 Fixed 4.45000000 N N N N N N Caterpillar Financial Services Corp EDBQKYOPJUCJKLOJDE72 14913UBJ8 947000.00000000 PA USD 935092.71000000 0.036085398654 Long DBT CORP US N 2 2029-02-23 Fixed 3.75000000 N N N N N N ALLY AUTO RECEIVABLES TRUST 2023-A N/A 02008NAE7 140000.00000000 PA USD 143777.24000000 0.005548389980 Long ABS-CBDO CORP US Y 2 2034-01-17 Fixed 7.33000000 N N N N N N BMO 2024-5C4 Mortgage Trust N/A 09660SAU4 170000.00000000 PA USD 178129.62000000 0.006874054605 Long ABS-MBS CORP US N 2 2057-05-15 Variable 6.52620000 N N N N N N GM Financial Revolving Receivables Trust 2024-1 N/A 36269KAB1 210000.00000000 PA USD 213987.69000000 0.008257824083 Long ABS-CBDO CORP US Y 2 2036-12-11 Fixed 5.23000000 N N N N N N Cotiviti Inc 254900YAQHVRTG4IFI64 22164MAF4 89325.00000000 PA USD 82123.17000000 0.003169148145 Long LON CORP US N 2 2032-03-29 Floating 6.42310000 N N N N N N Phoenix Aviation Capital Ltd 8945008YQAKXZQ3VYJ15 71910DAA9 260000.00000000 PA USD 261431.19000000 0.010088677423 Long DBT CORP IE Y 2 2030-07-15 Fixed 9.25000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHV4 1140000.00000000 PA USD 1093700.62000000 0.042206106901 Long DBT CORP US N 2 2030-07-23 Variable 3.19400000 N N N N N N TotalEnergies SE 529900S21EQ1BO4ESM68 N/A 600000.00000000 PA 668640.17000000 0.025802946416 Long DBT CORP FR N 2 2079-12-31 Variable 1.62500000 N N N N N N Organon & Co / Organon Foreign Debt Co-Issuer BV N/A 68622TAC5 200000.00000000 PA 222320.05000000 0.008579371379 Long DBT CORP US Y 2 2028-04-30 Fixed 2.87500000 N N N N N N Bridgecrest Lending Auto Securitization Trust 2025-3 N/A 107920AE0 330000.00000000 PA USD 330482.69000000 0.012753387433 Long ABS-CBDO CORP US N 2 2031-05-15 Fixed 4.81000000 N N N N N N Crown Castle Inc 54930012H97VSM0I2R19 22822VAR2 160000.00000000 PA USD 150038.53000000 0.005790014306 Long DBT CORP US N 2 2030-07-01 Fixed 3.30000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VEU4 4713000.00000000 PA USD 4648889.63000000 0.179401500839 Long DBT CORP US N 2 2029-12-03 Fixed 4.01600000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RHY3 480000.00000000 PA USD 490544.69000000 0.018930209279 Long ABS-CBDO CORP US Y 2 2030-06-20 Fixed 5.36000000 N N N N N N Nelnet Student Loan Trust 2026-A N/A 64032UAB7 1122106.52000000 PA USD 1126438.30000000 0.043469459958 Long ABS-CBDO CORP US Y 2 2061-02-21 Floating 4.97290000 N N N N N N Take-Two Interactive Software Inc BOMSTHHJK882EWYX3334 874054AG4 990000.00000000 PA USD 980449.89000000 0.037835740523 Long DBT CORP US N 2 2027-04-14 Fixed 3.70000000 N N N N N N Chase Auto Owner Trust 2024-1 N/A 16144BAG3 100000.00000000 PA USD 102117.45000000 0.003940731066 Long ABS-CBDO CORP US Y 2 2031-06-25 Fixed 5.87000000 N N N N N N Helmerich & Payne Inc 254900NAOGHJ88RZ4C73 423452AL5 965000.00000000 PA USD 965598.37000000 0.037262617651 Long DBT CORP US N 2 2027-12-01 Fixed 4.65000000 N N N N N N Churchill Downs Inc 529900FODTBQC8MIS994 171484AG3 70000.00000000 PA USD 69930.45000000 0.002698628851 Long DBT CORP US Y 2 2027-04-01 Fixed 5.50000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PFG6 3400000.00000000 PA USD 3351716.23000000 0.129343342154 Long DBT CORP US N 2 2032-01-22 Variable 4.34700000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135CT1 905000.00000000 PA USD 894489.20000000 0.034518501779 Long DBT CORP US N 2 2030-11-20 Fixed 4.10000000 N N N N N N Cencora Inc AI8GXW8LG5WK7E9UD086 03073EAR6 550000.00000000 PA USD 512741.21000000 0.019786777045 Long DBT CORP US N 2 2030-05-15 Fixed 2.80000000 N N N N N N Huntington Bank Auto Credit-Linked Notes Series 2024-1 N/A 44644NAA7 154724.50000000 PA USD 156917.87000000 0.006055489294 Long ABS-CBDO CORP US Y 2 2032-05-20 Fixed 6.15300000 N N N N N N Canadian Pacific Railway Co 54930036474DURYNB481 13645RAY0 1135000.00000000 PA USD 1128441.71000000 0.043546771916 Long DBT CORP CA N 2 2028-06-01 Fixed 4.00000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CBH7 1000000.00000000 PA USD 921595.36000000 0.035564533449 Long DBT CORP US N 2 2030-06-01 Fixed 2.45000000 N N N N N N Israel Government International Bond N/A 46515CJY1 1336000.00000000 PA USD 1308822.50000000 0.050507699584 Long DBT NUSS IL N 2 2031-01-13 Fixed 4.50000000 N N N N N N Romanian Government International Bond N/A N/A 496000.00000000 PA 547348.75000000 0.021122288341 Long DBT NUSS RO N 2 2030-05-26 Fixed 3.62400000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837BU6 1120000.00000000 PA USD 1112689.08000000 0.042938875044 Long DBT CORP NL N 2 2032-03-23 Variable 4.80300000 N N N N N N Diamondback Energy Inc 549300R22LSX6OHWEN64 25278XAY5 1220000.00000000 PA USD 1246059.24000000 0.048085653905 Long DBT CORP US N 2 2030-01-30 Fixed 5.15000000 N N N N N N Brandywine Operating Partnership LP IXBXSCONLDQ1ZI73YU71 105340AT0 25000.00000000 PA USD 22330.33000000 0.000861731517 Long DBT CORP US N 2 2031-01-15 Fixed 6.12500000 N N N N N N WEC Energy Group Inc 549300IGLYTZUK3PVP70 92939UAD8 810000.00000000 PA USD 773728.39000000 0.029858320041 Long DBT CORP US N 2 2027-10-15 Fixed 1.37500000 N N N N N N Boardwalk Pipelines LP 549300W6AQ2GHHCGL606 096630AG3 255000.00000000 PA USD 256194.54000000 0.009886594142 Long DBT CORP US N 2 2029-05-03 Fixed 4.80000000 N N N N N N Tesla Lease Electric Vehicle Securitization 2025-A LLC N/A 88162VAG5 360000.00000000 PA USD 360886.61000000 0.013926680265 Long ABS-CBDO CORP US Y 2 2029-06-20 Fixed 5.09000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162DQ0 1860000.00000000 PA USD 1910618.02000000 0.073731098735 Long DBT CORP US N 2 2030-03-02 Fixed 5.25000000 N N N N N N Olympus Water US Holding Corp 549300YU2GGVCBN3MY89 46150DAA0 65000.00000000 PA USD 61933.56000000 0.002390027404 Long DBT CORP US Y 2 2032-08-01 Fixed 6.75000000 N N N N N N Mosaic Co/The 2YD5STGSJNMUB7H76907 61945CAJ2 1170000.00000000 PA USD 1163791.41000000 0.044910923303 Long DBT CORP US N 2 2029-01-15 Fixed 4.35000000 N N N N N N Santander Drive Auto Receivables Trust 2024-3 N/A 80287LAE9 950000.00000000 PA USD 965421.45000000 0.037255790276 Long ABS-CBDO CORP US N 2 2030-08-15 Fixed 5.64000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFK6 1300000.00000000 PA USD 1318408.68000000 0.050877632023 Long DBT CORP US N 2 2030-01-16 Variable 5.17300000 N N N N N N New Issuer: BB Company ID:71669135 N/A 864300AA6 1757750.00000000 PA USD 1769093.64000000 0.068269647034 Long ABS-CBDO CORP US Y 2 2054-07-30 Fixed 6.02800000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XEX0 1670000.00000000 PA USD 1685632.80000000 0.065048877958 Long DBT CORP US N 2 2027-07-15 Fixed 5.35000000 N N N N N N Piedmont Operating Partnership LP 549300WKGDPAS39FBD10 720198AJ9 590000.00000000 PA USD 617650.36000000 0.023835240325 Long DBT CORP US N 2 2029-07-15 Fixed 6.87500000 N N N N N N Nomura Holdings Inc 549300B3CEAHYG7K8164 65535HBF5 600000.00000000 PA USD 606038.78000000 0.023387147330 Long DBT CORP JP N 2 2027-07-06 Fixed 5.38600000 N N N N N N Northern Trust Corp 549300GLF98S992BC502 665859AS3 1080000.00000000 PA USD 1064999.53000000 0.041098526590 Long DBT CORP US N 2 2032-05-08 Variable 3.37500000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KDE7 930000.00000000 PA USD 944229.95000000 0.036438006416 Long DBT CORP US N 2 2055-08-15 Variable 6.37500000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38145GAP5 6000000.00000000 PA USD 5960267.58000000 0.230007815706 Long DBT CORP US N 2 2029-01-21 Variable 4.14800000 N N N N N N Dominican Republic International Bond N/A N/A 209000.00000000 PA USD 210486.61000000 0.008122716765 Long DBT NUSS DO N 2 2028-07-19 Fixed 6.00000000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 969457CL2 760000.00000000 PA USD 767596.53000000 0.029621690442 Long DBT CORP US N 2 2029-11-15 Fixed 4.80000000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 92556HAB3 765000.00000000 PA USD 706464.10000000 0.027262578791 Long DBT CORP US N 2 2031-01-15 Fixed 4.95000000 N N N N N N Fifth Third Financial Corp N/A 200340AW7 820000.00000000 PA USD 846861.58000000 0.032680543215 Long DBT CORP US N 2 2030-01-30 Variable 5.98200000 N N N N N N Asbury Automotive Group Inc 549300JH4DTA7U42GL91 043436AU8 15000.00000000 PA USD 14711.11000000 0.000567704424 Long DBT CORP US N 2 2028-03-01 Fixed 4.50000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CL1 649000.00000000 PA USD 625745.76000000 0.024147643291 Long DBT CORP GB N 2 2028-09-22 Variable 2.01300000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738ECX1 1638000.00000000 PA USD 1651231.08000000 0.063721309293 Long DBT CORP GB N 2 2029-02-25 Variable 5.08600000 N N N N N N GS Mortgage Securities Trust 2019-GC38 N/A 36252SAV9 200000.00000000 PA USD 196198.62000000 0.007571340619 Long ABS-MBS CORP US N 2 2052-02-10 Fixed 3.96800000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RCL4 2125000.00000000 PA USD 2102495.29000000 0.081135677668 Long DBT CORP FR Y 2 2030-04-12 Variable 4.45000000 N N N N N N FirstEnergy Corp 549300SVYJS666PQJH88 337932AL1 2940000.00000000 PA USD 2725203.39000000 0.105166097104 Long DBT CORP US N 2 2030-03-01 Fixed 2.65000000 N N N N N N LAD Auto Receivables Trust 2024-2 N/A 505920AF5 70000.00000000 PA USD 71398.12000000 0.002755266505 Long ABS-CBDO CORP US Y 2 2029-10-15 Fixed 5.66000000 N N N N N N BAT International Finance PLC 21380041YBGOQDFAC823 05530QAP5 2555000.00000000 PA USD 2557237.69000000 0.098684270030 Long DBT CORP GB N 2 2028-03-16 Fixed 4.44800000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XDW2 4674000.00000000 PA USD 4613949.94000000 0.178053171813 Long DBT CORP US N 2 2029-02-04 Fixed 4.55000000 N N N N N N Banc of America Commercial Mortgage Trust 2015-UBS7 N/A 06054ABD0 40000.00000000 PA USD 36760.00000000 0.001418575121 Long ABS-MBS CORP US N 2 2048-09-15 Variable 4.19220000 N N N N N N BP Capital Markets PLC 549300CRVT18MXX0AG93 05565QDH8 640000.00000000 PA USD 630221.66000000 0.024320369091 Long DBT CORP GB N 2 2028-11-28 Fixed 3.72300000 N N N N N N Gaci First Investment Co 558600TU1PWGNLZ3XM88 N/A 4665000.00000000 PA USD 4669163.98000000 0.180183891713 Long DBT CORP KY N 2 2029-01-29 Fixed 5.00000000 N N N N N N Pattern Energy Operations LP / Pattern Energy Operations Inc N/A 70339PAA7 260000.00000000 PA USD 254451.72000000 0.009819338399 Long DBT CORP US Y 2 2028-08-15 Fixed 4.50000000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HCN3 1000000.00000000 PA USD 962757.15000000 0.037152974452 Long DBT CORP US N 2 2030-03-01 Variable 3.27300000 N N N N N N Ford Credit Floorplan Master Owner Trust A 5493001DTG5N7T8BG747 34528QJR6 200000.00000000 PA USD 199503.26000000 0.007698867281 Long ABS-CBDO CORP US Y 2 2031-09-15 Fixed 4.61000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2018-C45 5493006021R83VCLAO08 95001NAY4 210000.00000000 PA USD 208296.75000000 0.008038209668 Long ABS-MBS CORP US N 2 2051-06-15 Fixed 4.18400000 N N N N N N Mars Inc 54930073HKEO6GZBSS03 571676AX3 9135000.00000000 PA USD 9188017.80000000 0.354567286868 Long DBT CORP US Y 2 2028-03-01 Fixed 4.60000000 N N N N N N N/A N/A N/A 1.00000000 NC 3629.21000000 0.000140051877 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 882488.53000000 USD 763917.20000000 EUR 2026-06-17 3629.21000000 N N N American Homes 4 Rent LP 549300N4PXZ37U8QKI55 02666TAB3 130000.00000000 PA USD 130759.17000000 0.005046020278 Long DBT CORP US N 2 2029-02-15 Fixed 4.90000000 N N N N N N LAD Auto Receivables Trust 2025-2 N/A 505912AG0 140000.00000000 PA USD 140245.48000000 0.005412098716 Long ABS-CBDO CORP US Y 2 2032-08-16 Fixed 4.70000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824BS8 18000000.00000000 PA USD 17707386.96000000 0.683331300461 Long DBT CORP US N 2 2031-03-15 Fixed 4.00000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368BGS1 170000.00000000 PA USD 167167.89000000 0.006451039440 Long DBT CORP CA N 2 2032-12-15 Variable 3.80300000 N N N N N N Cargill Inc QXZYQNMR4JZ5RIRN4T31 141781CF9 925000.00000000 PA USD 910643.95000000 0.035141916535 Long DBT CORP US Y 2 2030-10-23 Fixed 4.12500000 N N N N N N Connecticut Avenue Securities Trust 2023-R06 N/A 20754EAA3 33680.58000000 PA USD 33733.12000000 0.001301767268 Long ABS-MBS CORP US Y 2 2043-07-25 Floating 5.36190000 N N N N N N NXP BV / NXP Funding LLC / NXP USA Inc N/A 62954HAV0 535000.00000000 PA USD 530007.71000000 0.020453094437 Long DBT CORP N/A N 2 2029-06-18 Fixed 4.30000000 N N N N N N Public Service Enterprise Group Inc PUSS41EMO3E6XXNV3U28 744573BA3 1250000.00000000 PA USD 1263103.70000000 0.048743402732 Long DBT CORP US N 2 2030-03-15 Fixed 4.90000000 N N N N N N Owens Corning JO5M6676RDJIZ2U8X907 690742AM3 1100000.00000000 PA USD 1056470.03000000 0.040769371626 Long DBT CORP US N 2 2030-02-15 Fixed 3.50000000 N N N N N N Public Property Invest AS 254900QSCB9T0W2KE886 N/A 100000.00000000 PA 112366.09000000 0.004336227958 Long DBT CORP NO N 2 2031-10-16 Fixed 3.87500000 N N N N N N Quest Diagnostics Inc 8MCWUBXQ0WE04KMXBX50 74834LBE9 770000.00000000 PA USD 773322.90000000 0.029842672107 Long DBT CORP US N 2 2027-12-15 Fixed 4.60000000 N N N N N N eBay Inc OML71K8X303XQONU6T67 278642BA0 945000.00000000 PA USD 966709.43000000 0.037305493659 Long DBT CORP US N 2 2027-11-22 Fixed 5.95000000 N N N N N N EOG Resources Inc XWTZDRYZPBUHIQBKDB46 26875PBB6 900000.00000000 PA USD 893591.70000000 0.034483867090 Long DBT CORP US N 2 2031-01-15 Fixed 4.40000000 N N N N N N Westlake Automobile Receivables Trust 2026-1 N/A 96043BAF9 1050000.00000000 PA USD 1042003.31000000 0.040211098256 Long ABS-CBDO CORP US Y 2 2031-06-16 Fixed 4.37000000 N N N N N N T-Mobile USA Inc 549300V2JRLO5DIFGE82 87264ABD6 6127000.00000000 PA USD 6089938.94000000 0.235011857198 Long DBT CORP US N 2 2027-04-15 Fixed 3.75000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119CJ6 270000.00000000 PA USD 261501.11000000 0.010091375648 Long DBT CORP US N 2 2029-03-15 Fixed 3.37500000 N N N N N N Omnicom Group Inc HKUPACFHSSASQK8HLS17 681919BV7 1090000.00000000 PA USD 1077854.49000000 0.041594601847 Long DBT CORP US N 2 2029-03-02 Fixed 4.20000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RKS2 100000.00000000 PA USD 101888.26000000 0.003931886582 Long ABS-CBDO CORP US Y 2 2031-08-20 Fixed 6.24000000 N N N N N N Deutsche Bank AG/New York NY 7LTWFZYICNSX8D621K86 251526CS6 2008000.00000000 PA USD 2079590.22000000 0.080251766828 Long DBT CORP DE N 2 2029-01-18 Variable 6.72000000 N N N N N N Clean Harbors Inc 5493000SJVZVZJKHJF48 184496AP2 105000.00000000 PA USD 103584.84000000 0.003997357915 Long DBT CORP US Y 2 2029-07-15 Fixed 5.12500000 N N N N N N WaMu Mortgage Pass-Through Certificates Series 2002-AR18 Trust N/A 929227ZC3 1994.11000000 PA USD 1989.99000000 0.000076794077 Long ABS-MBS CORP US N 2 2033-01-25 Variable 5.79930000 N N N N N N Affirm Master Trust Series 2025-3 N/A 00833BAQ1 790000.00000000 PA USD 784808.99000000 0.030285922421 Long ABS-CBDO CORP US Y 2 2034-10-16 Fixed 4.89000000 N N N N N N Nissan Motor Acceptance Co LLC 7D6DIU2QXTUJRFNNJA49 65480CAL9 500000.00000000 PA USD 480904.67000000 0.018558199145 Long DBT CORP US Y 2 2030-09-30 Fixed 6.12500000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MDC1 660000.00000000 PA USD 686918.05000000 0.026508293147 Long DBT CORP JP N 2 2030-07-13 Fixed 5.85200000 N N N N N N HPEFS Equipment Trust 2024-1 N/A 403963AE1 240000.00000000 PA USD 240816.02000000 0.009293134243 Long ABS-CBDO CORP US Y 2 2031-05-20 Fixed 5.33000000 N N N N N N Jersey Central Power & Light Co 549300W9UGH9ZPLNPF79 476556DG7 1430000.00000000 PA USD 1409453.07000000 0.054391051680 Long DBT CORP US Y 2 2031-01-15 Fixed 4.40000000 N N N N N N Cotiviti Inc 254900YAQHVRTG4IFI64 22164MAD9 260000.00000000 PA USD 241800.00000000 0.009331106211 Long LON CORP US N 2 2031-05-01 Fixed 7.62500000 N N N N N N Mid-America Apartments LP 549300FXWGE3QSYCUJ38 59523UAR8 211000.00000000 PA USD 197618.56000000 0.007626136363 Long DBT CORP US N 2 2030-03-15 Fixed 2.75000000 N N N N N N Diamond Foreign Asset Co / Diamond Finance LLC N/A 25260WAD3 77000.00000000 PA USD 81196.90000000 0.003133403217 Long DBT CORP KY Y 2 2030-10-01 Fixed 8.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CEM9 12807000.00000000 PA USD 12449304.46000000 0.480420935381 Long DBT UST US N 2 2029-04-30 Fixed 2.87500000 N N N N N N AusNet Services Holdings Pty Ltd TTMIG9TE1S0X3ZPDHD61 N/A 450000.00000000 PA 306498.50000000 0.011827833156 Long DBT CORP AU N 2 2055-02-12 Variable 6.18700000 N N N N N N DTE Energy Co 549300IX8SD6XXD71I78 233331BF3 1710000.00000000 PA USD 1610878.46000000 0.062164094309 Long DBT CORP US N 2 2030-03-01 Fixed 2.95000000 N N N N N N Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 61690DK72 4010000.00000000 PA USD 4053004.92000000 0.156406200927 Long DBT CORP US N 2 2029-01-12 Variable 5.01600000 N N N N N N Brown & Brown Inc 549300PC8KTJ71XKFY89 115236AC5 1100000.00000000 PA USD 968961.22000000 0.037392390647 Long DBT CORP US N 2 2031-03-15 Fixed 2.37500000 N N N N N N Applied Materials Inc 41BNNE1AFPNAZELZ6K07 038222AS4 707000.00000000 PA USD 719471.43000000 0.027764534034 Long DBT CORP US N 2 2029-06-15 Fixed 4.80000000 N N N N N N Equitable Holdings Inc 549300FIBAKMNHPZ4009 054561AJ4 181000.00000000 PA USD 180507.26000000 0.006965808167 Long DBT CORP US N 2 2028-04-20 Fixed 4.35000000 N N N N N N Chase Auto Owner Trust 2024-1 N/A 16144BAE8 70000.00000000 PA USD 70916.94000000 0.002736697681 Long ABS-CBDO CORP US Y 2 2029-11-26 Fixed 5.16000000 N N N N N N Directv Financing LLC / Directv Financing Co-Obligor Inc N/A 25461LAD4 150000.00000000 PA USD 153143.79000000 0.005909846857 Long DBT CORP US Y 2 2031-02-15 Fixed 10.00000000 N N N N N N Nexstar Media Inc 5493006PK6I4I2OOT688 65336RBF4 135000.00000000 PA USD 133505.42000000 0.005151998568 Long LON CORP US N 2 2033-03-21 Floating 6.42670000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDL3 1467000.00000000 PA USD 1542267.47000000 0.059516383660 Long DBT CORP MX N 2 2029-06-02 Fixed 8.75000000 N N N N N N Brown & Brown Inc 549300PC8KTJ71XKFY89 115236AB7 905000.00000000 PA USD 900540.30000000 0.034752014834 Long DBT CORP US N 2 2029-03-15 Fixed 4.50000000 N N N N N N Cloud Software Group Inc 04EEB871XLHVNY4RZJ65 18912UAA0 135000.00000000 PA USD 130244.32000000 0.005026152123 Long DBT CORP US Y 2 2029-09-30 Fixed 9.00000000 N N N N N N GM Financial Consumer Automobile Receivables Trust 2025-1 N/A 362955AF3 60000.00000000 PA USD 60681.51000000 0.002341710566 Long ABS-CBDO CORP US N 2 2030-08-16 Fixed 5.00000000 N N N N N N Belron Finance 2019 LLC N/A 08078UAQ6 196565.80000000 PA USD 196270.95000000 0.007574131847 Long LON CORP US N 2 2031-10-16 Floating 5.65990000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BJ2 2605000.00000000 PA USD 2559238.93000000 0.098761498248 Long DBT CORP US N 2 2028-02-15 Fixed 3.75000000 N N N N N N Elmwood CLO 21 Ltd N/A 289907AY3 230000.00000000 PA USD 229769.61000000 0.008866851261 Long ABS-MBS CORP KY Y 2 2038-10-15 Floating 5.22220000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LS8 594000.00000000 PA USD 585156.93000000 0.022581312920 Long DBT CORP US N 2 2028-10-27 Variable 3.52000000 N N N N N N Energizer Holdings Inc 5493000D6NN0V57UME20 29272WAC3 110000.00000000 PA USD 108306.32000000 0.004179560691 Long DBT CORP US Y 2 2028-06-15 Fixed 4.75000000 N N N N N N American Heritage Auto Receivables Trust 2024-1 N/A 026944AD0 200000.00000000 PA USD 200926.24000000 0.007753780339 Long ABS-CBDO CORP US Y 2 2030-06-17 Fixed 5.07000000 N N N N N N Wellington Management CLO 1 Ltd 213800W7PWM3WCMD7X28 94957JAJ3 150000.00000000 PA USD 149900.00000000 0.005784668408 Long ABS-MBS CORP JE Y 2 2038-10-20 Floating 4.89760000 N N N N N N Transocean International Ltd DOL4HJ22ADYSIWES4H94 893830BX6 56000.00000000 PA USD 58349.01000000 0.002251698964 Long DBT CORP BM Y 2 2030-02-15 Fixed 8.75000000 N N N N N N Toronto-Dominion Bank/The PT3QB789TSUIDF371261 89115A3C4 2870000.00000000 PA USD 2903448.07000000 0.112044591897 Long DBT CORP CA N 2 2029-12-17 Fixed 4.78300000 N N N N N N CCO Holdings LLC / CCO Holdings Capital Corp N/A 1248EPBT9 124000.00000000 PA USD 124022.55000000 0.004786052881 Long DBT CORP US Y 2 2027-05-01 Fixed 5.12500000 N N N N N N DNB Bank ASA 549300GKFG0RYRRQ1414 25601B2E4 1880000.00000000 PA USD 1850476.07000000 0.071410209888 Long DBT CORP NO Y 2 2031-11-04 Variable 4.38400000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WBC1 450000.00000000 PA USD 444217.01000000 0.017142415637 Long DBT CORP US N 2 2056-08-15 Variable 6.10000000 N N N N N N Equinix Inc 549300EVUN2BTLJ3GT74 29444UBR6 400000.00000000 PA USD 380817.90000000 0.014695832390 Long DBT CORP US N 2 2028-05-15 Fixed 2.00000000 N N N N N N New Jersey Economic Development Authority 5493006JS6QWDVU4R678 645913AA2 315000.00000000 PA USD 330381.39000000 0.012749478248 Long DBT MUN US N 2 2029-02-15 Fixed 7.42500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CGB1 6000000.00000000 PA USD 5997421.86000000 0.231441606165 Long DBT UST US N 2 2029-12-31 Fixed 3.87500000 N N N N N N Toronto-Dominion Bank/The PT3QB789TSUIDF371261 89115A2U5 850000.00000000 PA USD 871010.50000000 0.033612454453 Long DBT CORP CA N 2 2028-07-17 Fixed 5.52300000 N N N N N N Trafigura Securitisation Finance PLC 549300CH6S10UEZXWN56 892725AX0 820000.00000000 PA USD 811291.12000000 0.031307872659 Long ABS-CBDO CORP IE Y 2 2027-11-15 Fixed 5.98000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AA6 1000000.00000000 PA USD 950950.71000000 0.036697361773 Long DBT CORP CH Y 2 2030-08-13 Variable 3.12600000 N N N N N N Serbia International Bond N/A N/A 854000.00000000 PA 975785.35000000 0.037655735072 Long DBT NUSS RS N 2 2027-05-15 Fixed 3.12500000 N N N N N N Argentine Republic Government International Bond N/A 040114HX1 2318971.90000000 PA USD 2031477.85000000 0.078395101673 Long DBT NUSS AR N 2 2029-07-09 Fixed 1.00000000 N N N N N N Affirm Master Trust Series 2025-3 N/A 00833BAP3 100000.00000000 PA USD 99379.84000000 0.003835086196 Long ABS-CBDO CORP US Y 2 2034-10-16 Fixed 4.75000000 N N N N N N Clorox Co/The 54930044KVSC06Z79I06 189054AX7 700000.00000000 PA USD 626093.08000000 0.024161046434 Long DBT CORP US N 2 2030-05-15 Fixed 1.80000000 N N N N N N Westlake Flooring Master Trust N/A 96043GAL5 230000.00000000 PA USD 229428.52000000 0.008853688536 Long ABS-CBDO CORP US Y 2 2029-10-15 Fixed 4.84000000 N N N N N N Truist Financial Corp 549300DRQQI75D2JP341 89788MAU6 2867000.00000000 PA USD 2898128.62000000 0.111839313348 Long DBT CORP US N 2 2031-05-20 Variable 5.07100000 N N N N N N Navient Private Education Loan Trust 2018-B N/A 63940QAB9 1767.31000000 PA USD 1766.67000000 0.000068176118 Long ABS-CBDO CORP US Y 2 2059-12-15 Fixed 3.61000000 N N N N N N Weyerhaeuser Co 08IRJODWFYBI7QWRGS31 962166AW4 151000.00000000 PA USD 155900.50000000 0.006016228800 Long DBT CORP US N 2 2027-10-01 Fixed 6.95000000 N N N N N N Tampa Electric Co WS423EPRKJIIJUITXD73 875127BM3 1170000.00000000 PA USD 1185390.19000000 0.045744424172 Long DBT CORP US N 2 2029-03-01 Fixed 4.90000000 N N N N N N SS&C Technologies Inc 549300KY09TR3J12JU49 78466DBJ2 0.01000000 PA USD 0.01000000 0.000000000385 Long LON CORP US N 2 2031-05-09 Floating 5.66770000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UDY2 4480000.00000000 PA USD 4494696.86000000 0.173451173652 Long DBT CORP US N 2 2028-05-15 Fixed 4.60000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W3C6 285000.00000000 PA USD 285746.98000000 0.011027028205 Long DBT CORP FR Y 2 2029-05-09 Variable 4.79200000 N N N N N N DTE Energy Co 549300IX8SD6XXD71I78 233331BJ5 2410000.00000000 PA USD 2432218.56000000 0.093859758945 Long DBT CORP US N 2 2028-06-01 Fixed 4.87500000 N N N N N N Apollo Debt Solutions BDC 549300UMUGX092P8DW87 03770DAK9 1800000.00000000 PA USD 1770832.66000000 0.068336756134 Long DBT CORP US N 2 2030-08-30 Fixed 5.87500000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MDY3 1375000.00000000 PA USD 1367095.58000000 0.052756468396 Long DBT CORP JP N 2 2031-07-08 Variable 4.66000000 N N N N N N Mexico Government International Bond N/A 91087BBB5 1098000.00000000 PA USD 1132725.26000000 0.043712074894 Long DBT NUSS MX N 2 2030-05-13 Fixed 6.00000000 N N N N N N Newell Brands Inc 549300LWGYFM1TVO1Z12 651229AY2 35000.00000000 PA USD 28071.49000000 0.001083283931 Long DBT CORP US N 2 2046-04-01 Fixed 7.50000000 N N N N N N SW Finance I PLC 549300BHN1HB5BNG2R96 N/A 379000.00000000 PA 481002.04000000 0.018561956671 Long DBT CORP GB N 2 2027-03-30 Fixed 1.62500000 N N N N N N GM Financial Revolving Receivables Trust 2025-1 N/A 36271NAB1 110000.00000000 PA USD 110715.17000000 0.004272518653 Long ABS-CBDO CORP US Y 2 2037-12-11 Fixed 4.80000000 N N N N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 56585ABD3 981000.00000000 PA USD 968887.74000000 0.037389555041 Long DBT CORP US N 2 2028-04-01 Fixed 3.80000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBN4 1150000.00000000 PA USD 1122237.65000000 0.043307356107 Long DBT CORP US N 2 2027-11-15 Fixed 3.25000000 N N N N N N Chubb INA Holdings LLC CZCBJZWDMLTHWJDXU843 171239AL0 1557000.00000000 PA USD 1573363.24000000 0.060716375110 Long DBT CORP US N 2 2029-08-15 Fixed 4.65000000 N N N N N N Bridgecrest Lending Auto Securitization Trust 2025-4 N/A 10807UAE7 220000.00000000 PA USD 219487.95000000 0.008470080122 Long ABS-CBDO CORP US N 2 2031-08-15 Fixed 4.80000000 N N N N N N GGP 2026-TY N/A 373914AA8 640000.00000000 PA USD 632229.18000000 0.024397839655 Long ABS-MBS CORP US Y 2 2043-03-05 Variable 4.66980000 N N N N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680CM3 3630000.00000000 PA USD 3676004.91000000 0.141857701609 Long DBT CORP US Y 2 2028-01-15 Fixed 5.62500000 N N N N N N Becton Dickinson & Co ICE2EP6D98PQUILVRZ91 075887CR8 1550000.00000000 PA USD 1566363.63000000 0.060446258880 Long DBT CORP US N 2 2029-02-08 Fixed 4.87400000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175CQ5 8367000.00000000 PA USD 8665613.54000000 0.334407610957 Long DBT CORP US N 2 2029-06-01 Fixed 6.10000000 N N N N N N Synopsys Inc QG7T915N9S0NY5UKNE63 871607AC1 2790000.00000000 PA USD 2810772.33000000 0.108468218145 Long DBT CORP US N 2 2030-04-01 Fixed 4.85000000 N N N N N N Southwestern Electric Power Co R64UBJHEC74EB3HGQ410 845437BR2 410000.00000000 PA USD 407546.81000000 0.015727305915 Long DBT CORP US N 2 2028-09-15 Fixed 4.10000000 N N N N N N Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC N/A 03969YAD0 30000.00000000 PA USD 29727.42000000 0.001147186573 Long DBT CORP N/A Y 2 2031-01-30 Fixed 6.25000000 N N N N N N NatWest Group PLC 2138005O9XJIJN4JPN90 780097BG5 430000.00000000 PA USD 432953.45000000 0.016707752798 Long DBT CORP GB N 2 2029-05-18 Variable 4.89200000 N N N N N N Petrobras Global Finance BV 549300FNENFFSMO3GT38 71647NAY5 939000.00000000 PA USD 955037.30000000 0.036855064029 Long DBT CORP NL N 2 2028-01-27 Fixed 5.99900000 N N N N N N Public Service Enterprise Group Inc PUSS41EMO3E6XXNV3U28 744573AY2 1400000.00000000 PA USD 1426854.55000000 0.055062577975 Long DBT CORP US N 2 2029-04-01 Fixed 5.20000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAV8 1380000.00000000 PA USD 1371848.97000000 0.052939902585 Long DBT CORP US N 2 2029-07-23 Variable 4.20300000 N N N N N N TK Elevator US Newco Inc 549300C2AFWPAYWS5574 N/A 124551.13000000 PA USD 124745.68000000 0.004813958600 Long LON CORP US N 2 2030-04-30 Floating 6.66770000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U2J1 250000.00000000 PA USD 231323.93000000 0.008926832754 Long DBT CORP US N 2 2031-02-11 Variable 2.57200000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAU1 200000.00000000 PA USD 188538.22000000 0.007275724382 Long DBT CORP US N 2 2030-01-15 Fixed 3.00000000 N N N N N N BorgWarner Inc 549300DSFX2IE88NSX47 099724AP1 450000.00000000 PA USD 455163.35000000 0.017564836900 Long DBT CORP US N 2 2029-08-15 Fixed 4.95000000 N N N N N N Truist Bank Auto Credit-Linked Notes Series 2025-1 N/A 897926CB5 786301.03000000 PA USD 786064.27000000 0.030334363905 Long ABS-CBDO CORP US Y 2 2033-09-26 Fixed 4.72800000 N N N N N N Healthpeak OP LLC N/A 42250PAD5 200000.00000000 PA USD 188445.91000000 0.007272162122 Long DBT CORP US N 2 2028-12-01 Fixed 2.12500000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 02005NBW9 346000.00000000 PA USD 348306.99000000 0.013441230429 Long DBT CORP US N 2 2031-01-17 Variable 5.54300000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KCH1 1000000.00000000 PA USD 1003649.36000000 0.038731012312 Long DBT CORP US N 2 2027-07-15 Fixed 4.62500000 N N N N N N Honeywell Aerospace Inc 213800ZUAQRBYL67JS90 43849RAC9 2767000.00000000 PA USD 2742504.47000000 0.105833748945 Long DBT CORP US Y 2 2029-03-16 Fixed 4.00000000 N N N N N N Dell International LLC / EMC Corp N/A 24703DBP5 2787000.00000000 PA USD 2757952.91000000 0.106429907069 Long DBT CORP US N 2 2030-02-01 Fixed 4.35000000 N N N N N N EQT Corp 4NT01YGM4X7ZX86ISY52 26884LAG4 237000.00000000 PA USD 253410.56000000 0.009779159844 Long DBT CORP US N 2 2030-02-01 Fixed 7.00000000 N N N N N N Victoria Power Networks Finance Pty Ltd 254900YISQHUZHEC9B94 N/A 600000.00000000 PA 387847.81000000 0.014967117903 Long DBT CORP AU N 2 2028-04-21 Fixed 2.13200000 N N N N N N Takeda Pharmaceutical Co Ltd 549300ZLMVP4X0OGR454 874060AX4 1305000.00000000 PA USD 1185854.84000000 0.045762355101 Long DBT CORP JP N 2 2030-03-31 Fixed 2.05000000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89236TKQ7 773000.00000000 PA USD 780838.95000000 0.030132717851 Long DBT CORP US N 2 2028-01-12 Fixed 4.62500000 N N N N N N Public Service Electric and Gas Co 549300RUHPVD434XUK18 74456QCB0 450000.00000000 PA USD 419594.13000000 0.016192214196 Long DBT CORP US N 2 2030-01-15 Fixed 2.45000000 N N N N N N Perusahaan Perseroan Persero PT Perusahaan Listrik Negara 254900OYVDRYS9J51J61 71568QAC1 1001000.00000000 PA USD 992583.37000000 0.038303973735 Long DBT CORP ID N 2 2027-05-15 Fixed 4.12500000 N N N N N N Brixmor Operating Partnership LP 549300CJHBL7JBUA6503 11120VAK9 240000.00000000 PA USD 230320.52000000 0.008888110979 Long DBT CORP US N 2 2028-04-01 Fixed 2.25000000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 96949LAD7 1055000.00000000 PA USD 1047060.62000000 0.040406260773 Long DBT CORP US N 2 2027-06-15 Fixed 3.75000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UDZ9 2350000.00000000 PA USD 2330341.87000000 0.089928318850 Long DBT CORP US N 2 2056-02-15 Variable 6.00000000 N N N N N N Chase Auto Owner Trust 2024-3 N/A 16144LAE6 170000.00000000 PA USD 172803.76000000 0.006668528694 Long ABS-CBDO CORP US Y 2 2030-01-25 Fixed 5.28000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAP5 575000.00000000 PA USD 568746.79000000 0.021948042617 Long DBT CORP US N 2 2027-07-15 Fixed 3.55000000 N N N N N N Cencora Inc AI8GXW8LG5WK7E9UD086 03073EBB0 920000.00000000 PA USD 903152.91000000 0.034852835932 Long DBT CORP US N 2 2030-11-15 Fixed 4.25000000 N N N N N N Garda World Security Corp 549300ZF1NDXLMCHNO20 36485MAP4 70000.00000000 PA USD 70237.62000000 0.002710482598 Long DBT CORP CA Y 2 2032-11-15 Fixed 8.37500000 N N N N N N Whirlpool Corp WHENKOULSSK7WUM60H03 963320BD7 60000.00000000 PA USD 58557.54000000 0.002259746175 Long DBT CORP US N 2 2030-06-15 Fixed 6.12500000 N N N N N N N/A N/A N/A -4.00000000 NC 41760.98000000 0.001611563853 N/A DIR N/A N 1 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 Short N/A TSE Japanese 10 Year Bond Futures 2026-06-15 -3320653.45000000 JPY 41760.98000000 N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 22535WAT4 1855000.00000000 PA USD 1828116.65000000 0.070547355782 Long DBT CORP FR Y 2 2032-01-12 Variable 4.65600000 N N N N N N Chord Energy Corp 529900FA4V2YNIKZ0M71 674215AQ1 65000.00000000 PA USD 65689.98000000 0.002534988339 Long DBT CORP US Y 2 2030-10-01 Fixed 6.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2018-C43 549300RVQJTKIK3XGD11 95001LAZ5 80000.00000000 PA USD 75335.06000000 0.002907193739 Long ABS-MBS CORP US N 2 2051-03-15 Variable 4.51400000 N N N N N N T-Mobile USA Inc 549300V2JRLO5DIFGE82 87264ACZ6 2422000.00000000 PA USD 2448300.62000000 0.094480368580 Long DBT CORP US N 2 2028-03-15 Fixed 4.95000000 N N N N N N Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC N/A 44287GAA4 150000.00000000 PA USD 151452.76000000 0.005844589700 Long DBT CORP GB Y 2 2031-02-15 Fixed 7.25000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61748UAR3 4350000.00000000 PA USD 4304757.13000000 0.166121364742 Long DBT CORP US N 2 2030-01-09 Variable 4.23800000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XFE1 3130000.00000000 PA USD 3157773.68000000 0.121859063688 Long DBT CORP US N 2 2028-04-04 Fixed 5.05000000 N N N N N N Octagon 57 Ltd N/A 67592XAQ3 310000.00000000 PA USD 309495.32000000 0.011943480987 Long ABS-MBS CORP KY Y 2 2034-10-15 Floating 5.12220000 N N N N N N AXA SA F5WCUMTUM4RKZ1MAIE39 N/A 900000.00000000 PA 1020537.82000000 0.039382741072 Long DBT CORP FR N 2 2049-05-28 Variable 3.25000000 N N N N N N Scripps Escrow II Inc N/A 81105DAA3 3000.00000000 PA USD 2773.76000000 0.000107039905 Long DBT CORP US Y 2 2029-01-15 Fixed 3.87500000 N N N N N N Southern Co/The 549300FC3G3YU2FBZD92 842587DH7 30000.00000000 PA USD 28549.22000000 0.001101719619 Long DBT CORP US N 2 2028-03-15 Fixed 1.75000000 N N N N N N Progress Residential Trust N/A 74334NAC5 170000.00000000 PA USD 161807.70000000 0.006244188728 Long ABS-CBDO CORP US Y 2 2042-02-17 Fixed 3.65000000 N N N N N N CompoSecure Holdings LLC N/A 20459XAC5 75000.00000000 PA USD 73327.20000000 0.002829710055 Long DBT CORP US Y 2 2033-02-01 Fixed 5.62500000 N N N N N N Verizon Master Trust 5493007MUBNP1GFMEB89 92348KDQ3 230000.00000000 PA USD 232424.78000000 0.008969314757 Long ABS-CBDO CORP US N 2 2030-11-20 Fixed 4.99000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFF7 1120000.00000000 PA USD 1140545.78000000 0.044013870191 Long DBT CORP US N 2 2029-07-20 Variable 5.44900000 N N N N N N McKesson Corp 549300WZWOM80UCFSF54 581557BW4 3385000.00000000 PA USD 3405495.16000000 0.131418680896 Long DBT CORP US N 2 2030-05-30 Fixed 4.65000000 N N N N N N OAK-Eagle Acquireco Inc 6488ICS9P20290MA1H31 N/A 50000.00000000 PA 57187.48000000 0.002206875309 Long LON CORP US N 2 2033-03-24 Floating 5.65700000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFZ3 2842000.00000000 PA USD 2884563.13000000 0.111315818609 Long DBT CORP US N 2 2031-04-17 Variable 5.19200000 N N N N N N HP Inc WHKXQACZ14C5XRO8LW03 40434LAM7 83000.00000000 PA USD 83414.99000000 0.003218999715 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N WESCO Distribution Inc 549300I2CEZJG9N4AH67 95081QAQ7 100000.00000000 PA USD 101788.02000000 0.003928018303 Long DBT CORP US Y 2 2029-03-15 Fixed 6.37500000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GA87 1735000.00000000 PA USD 1789883.93000000 0.069071948126 Long DBT CORP US N 2 2030-04-25 Variable 5.72700000 N N N N N N Beach Acquisition Bidco LLC 254900F2FNX3GBTB6202 07337JAC1 47432.00000000 PA USD 50420.98000000 0.001945754837 Long DBT CORP US Y 2 2033-07-15 Fixed 10.00000000 N N N N N N CHL Mortgage Pass-Through Trust 2006-HYB1 N/A 126694WE4 46712.91000000 PA USD 43815.12000000 0.001690833492 Long ABS-MBS CORP US N 2 2036-03-20 Variable 4.68200000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636ABK6 200000.00000000 PA USD 201224.27000000 0.007765281371 Long DBT CORP DK Y 2 2031-03-04 Variable 5.01900000 N N N N N N Ares Capital Corp WEQ82666OJYSI5GUAB47 04010LBM4 1810000.00000000 PA USD 1749790.89000000 0.067524750382 Long DBT CORP US N 2 2031-04-12 Fixed 5.25000000 N N N N N N GATX Corp 549300IHYHCQP2PIR591 361448BC6 266000.00000000 PA USD 267016.30000000 0.010304207839 Long DBT CORP US N 2 2028-11-07 Fixed 4.55000000 N N N N N N Otis Worldwide Corp 549300ZLBKR8VSU25153 68902VAP2 1315000.00000000 PA USD 1342036.61000000 0.051789438162 Long DBT CORP US N 2 2028-08-16 Fixed 5.25000000 N N N N N N Omnicom Group Inc HKUPACFHSSASQK8HLS17 681919BC9 952000.00000000 PA USD 935165.88000000 0.036088222297 Long DBT CORP US N 2 2030-06-01 Fixed 4.20000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XDA1 1985000.00000000 PA USD 1936637.04000000 0.074735177474 Long DBT CORP US N 2 2027-08-20 Fixed 2.70000000 N N N N N N Noble Finance II LLC N/A 65505PAA5 10000.00000000 PA USD 10320.51000000 0.000398270367 Long DBT CORP US Y 2 2030-04-15 Fixed 8.00000000 N N N N N N Southwest Airlines Co UDTZ87G0STFETI6HGH41 844741BE7 541000.00000000 PA USD 530923.92000000 0.020488451148 Long DBT CORP US N 2 2027-11-16 Fixed 3.45000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBX0 1010000.00000000 PA USD 952931.74000000 0.036773810083 Long DBT CORP US N 2 2030-01-31 Fixed 2.80000000 N N N N N N LAD Auto Receivables Trust 2024-2 N/A 505920AG3 60000.00000000 PA USD 61615.18000000 0.002377741062 Long ABS-CBDO CORP US Y 2 2031-10-15 Fixed 6.37000000 N N N N N N Talanx AG 5299006ZIILJ6VJVSJ32 N/A 700000.00000000 PA 788506.84000000 0.030428623128 Long DBT CORP DE N 2 2047-12-05 Variable 2.25000000 N N N N N N Ares Capital Corp WEQ82666OJYSI5GUAB47 04010LBF9 1175000.00000000 PA USD 1183579.42000000 0.045674546227 Long DBT CORP US N 2 2029-03-01 Fixed 5.87500000 N N N N N N Petronas Capital Ltd 549300G7YFX3540OYR85 N/A 1476000.00000000 PA USD 1505927.07000000 0.058114000979 Long DBT CORP MY N 2 2031-01-03 Fixed 4.95000000 N N N N N N Magnera Corp 549300LDQLQBT38QDY28 55939AAA5 70000.00000000 PA USD 64776.31000000 0.002499729646 Long DBT CORP US Y 2 2031-11-15 Fixed 7.25000000 N N N N N N M&T Bank Corp 549300WYXDDBYRASEG81 55261FAS3 5321000.00000000 PA USD 5682950.38000000 0.219306094252 Long DBT CORP US N 2 2029-10-30 Variable 7.41300000 N N N N N N Huntington Ingalls Industries Inc 5TZLZ6WJTBVJ0QWBG121 446413AT3 876000.00000000 PA USD 859813.52000000 0.033180360947 Long DBT CORP US N 2 2030-05-01 Fixed 4.20000000 N N N N N N Alabama Power Co 0RL818ELFOHP5JHOFU19 010392GE2 2280000.00000000 PA USD 2259042.33000000 0.087176856565 Long DBT CORP US N 2 2031-03-15 Fixed 4.30000000 N N N N N N L3Harris Technologies Inc 549300UTE50ZMDBG8A20 413875AW5 23000.00000000 PA USD 23004.18000000 0.000887735512 Long DBT CORP US N 2 2028-06-15 Fixed 4.40000000 N N N N N N NatWest Group PLC 2138005O9XJIJN4JPN90 639057AF5 625000.00000000 PA USD 634172.63000000 0.024472837745 Long DBT CORP GB N 2 2028-09-30 Variable 5.51600000 N N N N N N HPEFS Equipment Trust 2024-2 N/A 40444MAG6 130000.00000000 PA USD 130919.18000000 0.005052195093 Long ABS-CBDO CORP US Y 2 2031-10-20 Fixed 5.35000000 N N N N N N N/A N/A N/A 1.00000000 NC 867.87000000 0.000033491261 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 83999.12000000 GBP 112022.80000000 USD 2026-06-17 867.87000000 N N N New Issuer: BB Company ID:71968132 N/A 24704EAJ7 100000.00000000 PA USD 100546.46000000 0.003880106275 Long ABS-CBDO CORP US Y 2 2030-08-22 Fixed 4.99000000 N N N N N N Bank of Cyprus Pcl PQ0RAP85KK9Z75ONZW93 N/A 638000.00000000 PA 751062.85000000 0.028983652708 Long DBT CORP CY N 2 2029-05-02 Variable 5.00000000 N N N N N N CSAIL 2019-C17 Commercial Mortgage Trust N/A 12597BAT6 60000.00000000 PA USD 56830.73000000 0.002193108261 Long ABS-MBS CORP US N 2 2052-09-15 Fixed 2.76280000 N N N N N N CarMax Auto Owner Trust 2024-4 N/A 14290DAG6 90000.00000000 PA USD 90605.69000000 0.003496490143 Long ABS-CBDO CORP US N 2 2031-08-15 Fixed 5.36000000 N N N N N N Highmark Inc 549300B6868ZXXEB2Y57 431116AD4 1012000.00000000 PA USD 1007864.80000000 0.038893686913 Long DBT CORP US Y 2 2026-05-10 Fixed 1.45000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GJF7 3517000.00000000 PA USD 3134233.14000000 0.120950629945 Long DBT CORP US N 2 2031-07-23 Variable 1.89800000 N N N N N N Ford Credit Auto Owner Trust 2021-REV1 N/A 345340AC7 200000.00000000 PA USD 199774.12000000 0.007709319818 Long ABS-CBDO CORP US Y 2 2033-10-17 Fixed 1.91000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 17325FBK3 1638000.00000000 PA USD 1658967.25000000 0.064019849508 Long DBT CORP US N 2 2029-08-06 Fixed 4.83800000 N N N N N N MASTR Adjustable Rate Mortgages Trust 2004-3 N/A 576433KZ8 416.80000000 PA USD 411.97000000 0.000015897997 Long ABS-MBS CORP US N 2 2034-04-25 Variable 6.34110000 N N N N N N Freddie Mac STACR REMIC Trust 2023-HQA3 529900ZTXRUUVE8G8W08 35564K3F4 145339.36000000 PA USD 146353.57000000 0.005647811026 Long ABS-MBS CORP US Y 2 2043-11-25 Floating 5.51190000 N N N N N N Ryder System Inc ZXJ6Y2OSPZXIVGRILD15 78355HKZ1 1310000.00000000 PA USD 1340727.79000000 0.051738930559 Long DBT CORP US N 2 2029-03-15 Fixed 5.37500000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YED7 2250000.00000000 PA USD 2234456.87000000 0.086228099168 Long DBT CORP US N 2 2028-03-03 Fixed 3.77500000 N N N N N N BP Capital Markets America Inc 5493009NTB34VXE1T760 10373QBL3 30000.00000000 PA USD 29205.42000000 0.001127042497 Long DBT CORP US N 2 2030-04-06 Fixed 3.63300000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CNP2 29016000.00000000 PA USD 29027334.23000000 1.120170135386 Long DBT UST US N 2 2027-07-31 Fixed 3.87500000 N N N N N N CCO Holdings LLC / CCO Holdings Capital Corp N/A 1248EPCU5 55000.00000000 PA USD 55237.58000000 0.002131628312 Long DBT CORP US Y 2 2033-02-01 Fixed 7.00000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172DT3 1725000.00000000 PA USD 1716711.65000000 0.066248216462 Long DBT CORP US N 2 2030-04-30 Fixed 4.37500000 N N N N N N N/A N/A N/A -45.00000000 NC 7123.27000000 0.000274888291 N/A DIR N/A N 1 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 Short N/A SFE 3 Year Australian Bond Future 2026-06-15 -3308820.90000000 AUD 7123.27000000 N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661EV5 8015000.00000000 PA USD 7875959.39000000 0.303934712925 Long DBT CORP US N 2 2031-03-15 Fixed 4.25000000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822DE1 810000.00000000 PA USD 823978.45000000 0.031797479044 Long DBT CORP JP N 2 2030-04-17 Variable 5.25800000 N N N N N N Directv Financing LLC / Directv Financing Co-Obligor Inc N/A 25461LAA0 19000.00000000 PA USD 18942.75000000 0.000731004186 Long DBT CORP US Y 2 2027-08-15 Fixed 5.87500000 N N N N N N Schlumberger Holdings Corp 529900IKZG65COT1D505 806851AM3 1060000.00000000 PA USD 1074020.95000000 0.041446664837 Long DBT CORP US Y 2 2029-11-15 Fixed 5.00000000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200LR0 1595000.00000000 PA USD 1571562.58000000 0.060646887311 Long DBT CORP US N 2 2031-02-03 Fixed 4.30000000 N N N N N N Chase Auto Credit Linked Notes Series 2025-1 N/A 46591HCU2 188646.53000000 PA USD 188832.06000000 0.007287063722 Long ABS-CBDO CORP US Y 2 2033-02-25 Fixed 5.04700000 N N N N N N Amcor Flexibles North America Inc PTVU09TE3QPJPL7K4E13 02344AAG3 1090000.00000000 PA USD 1101486.20000000 0.042506553857 Long DBT CORP US N 2 2030-03-17 Fixed 5.10000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PEB8 1560000.00000000 PA USD 1581787.63000000 0.061041473860 Long DBT CORP US N 2 2030-01-23 Variable 5.01200000 N N N N N N Iberdrola Finanzas SA 5493004PZNZWWBOUV388 N/A 200000.00000000 PA 223695.44000000 0.008632447930 Long DBT CORP ES N 2 2079-12-31 Variable 1.57500000 N N N N N N Skyworks Solutions Inc 549300WZ3ORQ2BVKBD96 83088MAK8 4075000.00000000 PA USD 4056183.28000000 0.156528854420 Long DBT CORP US N 2 2026-06-01 Fixed 1.80000000 N N N N N N PSEG Power LLC N/A 69362BBD3 1525000.00000000 PA USD 1548178.92000000 0.059744507596 Long DBT CORP US Y 2 2030-05-15 Fixed 5.20000000 N N N N N N Santander Drive Auto Receivables Trust 2024-5 N/A 802920AG3 1910000.00000000 PA USD 1920372.83000000 0.074107538636 Long ABS-CBDO CORP US N 2 2032-02-17 Fixed 5.14000000 N N N N N N Edsouth Indenture No 9 LLC N/A 281378AA7 94420.87000000 PA USD 93812.70000000 0.003620249246 Long ABS-CBDO CORP US Y 2 2056-10-25 Floating 4.57640000 N N N N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044DP3 1280000.00000000 PA USD 1169111.14000000 0.045116212656 Long DBT CORP US N 2 2030-05-01 Fixed 2.20000000 N N N N N N NatWest Group PLC 2138005O9XJIJN4JPN90 639057AV0 480000.00000000 PA USD 484812.41000000 0.018708999546 Long DBT CORP GB N 2 2031-05-23 Variable 5.11500000 N N N N N N Carmax Auto Owner Trust 2025-1 N/A 14319WAF3 70000.00000000 PA USD 70757.41000000 0.002730541389 Long ABS-CBDO CORP US N 2 2030-09-16 Fixed 5.11000000 N N N N N N Cipher Compute LLC N/A 17253NAA5 55000.00000000 PA USD 56999.50000000 0.002199621126 Long DBT CORP US Y 2 2030-11-15 Fixed 7.12500000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822DS0 1460000.00000000 PA USD 1439252.83000000 0.055541029867 Long DBT CORP JP N 2 2032-01-14 Variable 4.50500000 N N N N N N WestRock MWV LLC 4DL8C98Z5G5IXZLH3578 961548AV6 790000.00000000 PA USD 884621.10000000 0.034137689995 Long DBT CORP US N 2 2030-01-15 Fixed 8.20000000 N N N N N N Healthcare Realty Holdings LP 549300IYGAS4GE6VDL07 42225UAF1 695000.00000000 PA USD 688531.43000000 0.026570553776 Long DBT CORP US N 2 2027-07-01 Fixed 3.75000000 N N N N N N N/A N/A N/A -12743138.00000000 NC USD 225223.21000000 0.008691404854 N/A DCR N/A N 2 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 ICE: (CDX.NA.IG.45.V1) 2I65BYEI2 Y Payout of notional amount upon default event with regard to reference instrument 2030-12-20 279577.12000000 USD 0.00000000 USD -12743138.00000000 USD -54353.91000000 N N N Freddie Mac - STACR N/A 35564NGY3 223875.05000000 PA USD 223857.52000000 0.008638702627 Long ABS-MBS CORP US Y 2 2045-02-25 Floating 4.61190000 N N N N N N ZF North America Capital Inc 529900JYGMS9CW9IQX78 98877DAH8 390000.00000000 PA USD 382636.43000000 0.014766009796 Long DBT CORP US Y 2 2031-03-24 Fixed 7.50000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PBD7 1125000.00000000 PA USD 1097413.53000000 0.042349388777 Long DBT CORP US N 2 2030-05-06 Variable 3.70200000 N N N N N N DBJPM 2017-C6 Mortgage Trust N/A 23312JAF0 130000.00000000 PA USD 127974.72000000 0.004938567844 Long ABS-MBS CORP US N 2 2050-06-10 Fixed 3.32800000 N N N N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494BK8 3710000.00000000 PA USD 3699423.87000000 0.142761443557 Long DBT CORP US N 2 2029-03-01 Fixed 4.35000000 N N N N N N American Electric Power Co Inc 1B4S6S7G0TW5EE83BO58 025537AY7 1130000.00000000 PA USD 1153603.30000000 0.044517762275 Long DBT CORP US N 2 2029-01-15 Fixed 5.20000000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837AM5 576000.00000000 PA USD 576810.07000000 0.022259206067 Long DBT CORP NL N 2 2028-10-02 Fixed 4.55000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CD5 1530000.00000000 PA USD 1474901.40000000 0.056916714701 Long DBT CORP US N 2 2029-03-01 Fixed 3.20000000 N N N N N N Wisconsin Electric Power Co AENKIFMULUAWOUU8Q584 976656CV8 680000.00000000 PA USD 673040.30000000 0.025972748237 Long DBT CORP US N 2 2029-03-01 Fixed 3.95000000 N N N N N N CenterPoint Energy Houston Electric LLC 549300S8SEQBOJLKHW63 15189XBD9 800000.00000000 PA USD 817681.10000000 0.031554463156 Long DBT CORP US N 2 2028-10-01 Fixed 5.20000000 N N N N N N Consumers Energy Co 7NKTFWJ1G6MELP9TU740 210518DW3 1103000.00000000 PA USD 1111110.43000000 0.042877954652 Long DBT CORP US N 2 2029-05-30 Fixed 4.60000000 N N N N N N FIVE 2023-V1 Mortgage Trust N/A 337964AC4 50000.00000000 PA USD 50820.14000000 0.001961158494 Long ABS-MBS CORP US N 2 2056-02-10 Variable 5.66790000 N N N N N N Apollo Debt Solutions BDC 549300UMUGX092P8DW87 03770DAB9 645000.00000000 PA USD 659994.60000000 0.025469312289 Long DBT CORP US N 2 2029-04-13 Fixed 6.90000000 N N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 05565EDA0 870000.00000000 PA USD 867964.18000000 0.033494896407 Long DBT CORP US Y 2 2027-08-11 Fixed 4.15000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78016FZU1 1870000.00000000 PA USD 1919222.59000000 0.074063150664 Long DBT CORP CA N 2 2027-11-01 Fixed 6.00000000 N N N N N N Macquarie Bank Ltd 4ZHCHI4KYZG2WVRT8631 N/A 390000.00000000 PA 272647.66000000 0.010521523051 Long DBT CORP AU N 2 2035-02-20 Floating 5.83680000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 N/A 100000.00000000 PA 116682.32000000 0.004502792063 Long DBT CORP NL N 2 2034-08-15 Variable 4.37500000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PEU2 615000.00000000 PA USD 614231.51000000 0.023703306278 Long DBT CORP US N 2 2029-01-15 Fixed 4.25000000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807CN0 1630000.00000000 PA USD 1639076.85000000 0.063252275335 Long DBT CORP US N 2 2030-07-15 Fixed 4.65000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DBB0 8167000.00000000 PA USD 8077890.92000000 0.311727287590 Long DBT CORP US N 2 2027-08-15 Fixed 3.55700000 N N N N N N Nissan Motor Acceptance Co LLC 7D6DIU2QXTUJRFNNJA49 65480CAK1 45000.00000000 PA USD 44092.42000000 0.001701534549 Long DBT CORP US Y 2 2028-09-29 Fixed 5.62500000 N N N N N N Concord Music Royalties LLC N/A 20633KAJ7 1490000.00000000 PA USD 1492809.40000000 0.057607787696 Long ABS-CBDO CORP US Y 2 2075-07-20 Fixed 5.50700000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 30161NAX9 2550000.00000000 PA USD 2498926.38000000 0.096434025915 Long DBT CORP US N 2 2030-04-15 Fixed 4.05000000 N N N N N N National Securities Clearing Corp 549300RYC9NELN2ICA34 637639AM7 2030000.00000000 PA USD 2063911.41000000 0.079646718684 Long DBT CORP US Y 2 2029-06-26 Fixed 4.90000000 N N N N N N Merrill Lynch Mortgage Investors Trust MLMI Series 2003-A4 N/A 589929W61 1207.84000000 PA USD 1171.83000000 0.000045221133 Long ABS-MBS CORP US N 2 2033-07-25 Variable 6.62500000 N N N N N N Verizon Master Trust Series 2024-5 N/A 92348KDC4 810000.00000000 PA USD 828058.22000000 0.031954918114 Long ABS-CBDO CORP US Y 2 2032-06-21 Fixed 5.25000000 N N N N N N Santander UK Group Holdings PLC 549300F5XIFGNNW4CF72 80281LAX3 1627000.00000000 PA USD 1611864.70000000 0.062202153491 Long DBT CORP GB N 2 2029-09-22 Variable 4.32000000 N N N N N N Athora Holding Ltd 98450059DQ10TFC4B020 N/A 1162000.00000000 PA 1398342.53000000 0.053962293910 Long DBT CORP BM N 2 2028-06-16 Fixed 6.62500000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162CU2 968000.00000000 PA USD 899586.57000000 0.034715210219 Long DBT CORP US N 2 2030-02-21 Fixed 2.45000000 N N N N N N Rowe CLO 2026-1 Ltd N/A 779520AA3 410000.00000000 PA USD 410000.00000000 0.015821974965 Long ABS-MBS CORP KY Y 3 2039-04-20 Floating 4.91080000 N N N N N N Stellantis Finance US Inc 549300QZ0AI8Q7LNON33 85855CAK6 390000.00000000 PA USD 388165.30000000 0.014979369900 Long DBT CORP US Y 2 2030-03-18 Fixed 5.75000000 N N N N N N Foundry JV Holdco LLC 21380048QROAMGM6EP30 350930AB9 660000.00000000 PA USD 683489.87000000 0.026375999054 Long DBT CORP US Y 2 2030-01-25 Fixed 5.90000000 N N N N N N Store Capital LLC 254900Z9PIEFQ6AYXK50 862121AA8 180000.00000000 PA USD 179045.26000000 0.006909389320 Long DBT CORP US N 2 2028-03-15 Fixed 4.50000000 N N N N N N Affirm Asset Securitization Trust 2025-X2 N/A 00835DAC6 100000.00000000 PA USD 100133.77000000 0.003864180493 Long ABS-CBDO CORP US Y 2 2030-10-15 Fixed 4.93000000 N N N N N N Roper Technologies Inc 54930003T4SXCIWVXY35 776696AK2 961000.00000000 PA USD 955681.78000000 0.036879934630 Long DBT CORP US N 2 2028-09-15 Fixed 4.25000000 N N N N N N Willis North America Inc 5493004KVU1HWZCP0C66 970648AG6 490000.00000000 PA USD 489534.96000000 0.018891243614 Long DBT CORP US N 2 2028-09-15 Fixed 4.50000000 N N N N N N Benchmark 2018-B1 Mortgage Trust N/A 08162PAX9 560000.00000000 PA USD 552634.66000000 0.021326272574 Long ABS-MBS CORP US N 2 2051-01-15 Variable 3.66600000 N N N N N N CIFC Funding 2025-VI Ltd N/A 171933AA2 100000.00000000 PA USD 99899.01000000 0.003855121061 Long ABS-MBS CORP KY Y 2 2038-10-23 Floating 5.10980000 N N N N N N AMSR 2026-SFR1 Trust N/A 66982GAA5 220000.00000000 PA USD 206569.33000000 0.007971548214 Long ABS-CBDO CORP US N 2 2031-04-17 Fixed 3.77500000 N N N N N N Toyota Finance Australia Ltd 3UKPTDP5PGQRH8AUK042 N/A 500000.00000000 PA 347302.85000000 0.013402480483 Long DBT CORP AU N 2 2029-09-17 Floating 5.33300000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KCL2 1790000.00000000 PA USD 1798858.01000000 0.069418259514 Long DBT CORP US N 2 2027-09-01 Fixed 4.68500000 N N N N N N Invitation Homes Operating Partnership LP 549300147YMUQB3GW319 46188BAB8 262000.00000000 PA USD 246528.20000000 0.009513568314 Long DBT CORP US N 2 2028-11-15 Fixed 2.30000000 N N N N N N Blackstone Secured Lending Fund 549300KM7KWQHVBNH962 09261XAJ1 410000.00000000 PA USD 407401.19000000 0.015721686412 Long DBT CORP US N 2 2028-04-13 Fixed 5.35000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280EN5 2341000.00000000 PA USD 2381234.81000000 0.091892286710 Long DBT CORP GB N 2 2030-11-19 Variable 5.28600000 N N N N N N Service Properties Trust 529900IS770AG1K9QG27 81761LAF9 200000.00000000 PA USD 182350.02000000 0.007036920613 Long DBT CORP US Y 2 2027-09-30 None 0.00000000 N N N N N N SFS Auto Receivables Securitization Trust 2024-3 N/A 78436XAE7 270000.00000000 PA USD 271269.95000000 0.010468356970 Long ABS-CBDO CORP US Y 2 2031-11-20 Fixed 4.76000000 N N N N N N RenaissanceRe Finance Inc 54930048ETFU7B0OJ457 75973QAA5 695000.00000000 PA USD 687303.21000000 0.026523156542 Long DBT CORP US N 2 2027-07-01 Fixed 3.45000000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HDM4 1146000.00000000 PA USD 1125115.54000000 0.043418414408 Long DBT CORP US N 2 2031-09-11 Variable 4.49300000 N N N N N N Opal US LLC N/A N/A 337650.00000000 PA USD 337368.74000000 0.013019121362 Long LON CORP US N 2 2032-04-23 Floating 6.69370000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MCG3 470000.00000000 PA USD 441846.23000000 0.017050926804 Long DBT CORP JP N 2 2028-09-17 Fixed 1.90200000 N N N N N N Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer N/A 01883LAE3 70000.00000000 PA USD 70367.63000000 0.002715499707 Long DBT CORP US Y 2 2028-04-15 Fixed 6.75000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613BJ6 5890000.00000000 PA USD 6012049.58000000 0.232006092554 Long DBT CORP CH Y 2 2030-02-08 Variable 5.42800000 N N N N N N Bath & Body Works Inc GR3KVMWVCR54YWQNXU90 501797AR5 210000.00000000 PA USD 213174.38000000 0.008226438301 Long DBT CORP US N 2 2029-06-15 Fixed 7.50000000 N N N N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 14149YBJ6 40000.00000000 PA USD 39534.06000000 0.001525626603 Long DBT CORP US N 2 2027-06-15 Fixed 3.41000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GD35 6155000.00000000 PA USD 6034416.35000000 0.232869230298 Long DBT CORP US N 2 2031-10-21 Variable 4.36900000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GLC1 2200000.00000000 PA USD 2260441.46000000 0.087230849247 Long DBT CORP US N 2 2028-11-10 Variable 6.20400000 N N N N N N EDvestinU Private Education Loan Issue No 1 LLC N/A 28166GAA3 28658.60000000 PA USD 28352.78000000 0.001094138964 Long ABS-CBDO CORP US Y 2 2038-11-25 Fixed 3.58000000 N N N N N N AMSR Trust N/A 00182MAA9 750000.00000000 PA USD 714153.23000000 0.027559303723 Long ABS-CBDO CORP US Y 2 2042-06-17 Fixed 3.65500000 N N N N N N HPEFS Equipment Trust 2025-2 N/A 442927AF6 210000.00000000 PA USD 208330.56000000 0.008039514402 Long ABS-CBDO CORP US Y 2 2033-05-20 Fixed 4.77000000 N N N N N N GM Financial Automobile Leasing Trust 2025-3 N/A 379965AG1 220000.00000000 PA USD 220189.18000000 0.008497140716 Long ABS-CBDO CORP US N 2 2030-01-21 Fixed 4.60000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XCM5 1501000.00000000 PA USD 1495577.65000000 0.057714614969 Long DBT CORP US N 2 2028-05-06 Fixed 4.50000000 N N N N N N Alcoa Nederland Holding BV 5493000UL1QLQLT1VQ42 013822AC5 15000.00000000 PA USD 14989.00000000 0.000578428250 Long DBT CORP NL Y 2 2028-05-15 Fixed 6.12500000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YDS5 14105000.00000000 PA USD 14332390.09000000 0.553089554153 Long DBT CORP US N 2 2029-03-15 Fixed 4.80000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CFY2 3900000.00000000 PA USD 3899390.63000000 0.150478197388 Long DBT UST US N 2 2029-11-30 Fixed 3.87500000 N N N N N N Corp Nacional del Cobre de Chile 549300UVMBCBCIPSUI70 N/A 500000.00000000 PA USD 468503.74000000 0.018079644989 Long DBT CORP CL N 2 2029-09-30 Fixed 3.00000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHM4 600000.00000000 PA USD 597520.23000000 0.023058414928 Long DBT CORP US N 2 2029-07-23 Variable 4.27100000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830CC1 1160000.00000000 PA USD 1168766.13000000 0.045102898657 Long DBT CORP US N 2 2029-02-15 Fixed 4.50000000 N N N N N N Imola Merger Corp N/A 45258LAA5 255000.00000000 PA USD 248020.42000000 0.009571153356 Long DBT CORP US Y 2 2029-05-15 Fixed 4.75000000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 30161NBJ9 3200000.00000000 PA USD 3236969.02000000 0.124915226339 Long DBT CORP US N 2 2028-03-15 Fixed 5.15000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2014-LC16 549300PX4QZK7CUM8D08 94988XBA3 151127.85000000 PA USD 101254.15000000 0.003907416162 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 4.45800000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NEH0 1320000.00000000 PA USD 1351096.98000000 0.052139079497 Long DBT CORP US N 2 2029-06-01 Fixed 5.10000000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89236TMK8 720000.00000000 PA USD 724409.54000000 0.027955096601 Long DBT CORP US N 2 2029-08-09 Fixed 4.55000000 N N N N N N Regal Rexnord Corp QH78R09VCJGQKPBPYU33 758750AM5 465000.00000000 PA USD 476939.07000000 0.018405165916 Long DBT CORP US N 2 2028-04-15 Fixed 6.05000000 N N N N N N Abu Dhabi Developmental Holding Co PJSC 254900G082ZFKTCR2Q75 N/A 1400000.00000000 PA USD 1376459.14000000 0.053117809888 Long DBT CORP AE N 2 2030-05-06 Fixed 4.50000000 N N N N N N Microchip Technology Inc 5493007PTFULNYZJ1R12 595017BL7 1782000.00000000 PA USD 1798777.49000000 0.069415152233 Long DBT CORP US N 2 2030-02-15 Fixed 5.05000000 N N N N N N Drive Auto Receivables Trust 2025-1 N/A 262102AF3 1910000.00000000 PA USD 1919303.04000000 0.074066255245 Long ABS-CBDO CORP US N 2 2032-09-15 Fixed 5.41000000 N N N N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680BJ1 960000.00000000 PA USD 985658.53000000 0.038036742893 Long DBT CORP US N 2 2028-11-01 Fixed 5.65000000 N N N N N N Compass Datacenters Issuer III LLC N/A 20469BAD9 1310000.00000000 PA USD 1297128.07000000 0.050056409392 Long ABS-CBDO CORP US Y 2 2050-07-25 Fixed 5.28600000 N N N N N N GM Financial Consumer Automobile Receivables Trust 2024-4 N/A 38014AAF8 100000.00000000 PA USD 100637.36000000 0.003883614123 Long ABS-CBDO CORP US N 2 2030-05-16 Fixed 4.67000000 N N N N N N IQVIA Inc 549300PLWY28YB00C717 449934AD0 135000.00000000 PA USD 134714.40000000 0.005198653327 Long DBT CORP US Y 2 2026-10-15 Fixed 5.00000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 86765BAU3 741000.00000000 PA USD 736103.67000000 0.028406375216 Long DBT CORP US N 2 2027-10-01 Fixed 4.00000000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933YBX2 1855000.00000000 PA USD 1834204.30000000 0.070782279308 Long DBT CORP US N 2 2031-03-15 Fixed 4.15000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SBS1 1545000.00000000 PA USD 1558490.68000000 0.060142440300 Long DBT CORP US N 2 2028-02-04 Fixed 4.87500000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401BM9 5455000.00000000 PA USD 5356727.57000000 0.206717096367 Long DBT CORP CH Y 2 2031-09-23 Variable 4.39800000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LP4 1424000.00000000 PA USD 1409195.70000000 0.054381119724 Long DBT CORP US N 2 2028-07-24 Variable 3.66800000 N N N N N N Salesforce Inc RCGZFPDMRW58VJ54VR07 79466LAR5 7500000.00000000 PA USD 7513993.95000000 0.289966400413 Long DBT CORP US N 2 2029-03-15 Fixed 4.65000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 292480AK6 3630000.00000000 PA USD 3628592.47000000 0.140028046880 Long DBT CORP US N 2 2027-03-15 Fixed 4.40000000 N N N N N N Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 61690U8E3 5543000.00000000 PA USD 5576306.28000000 0.215190678934 Long DBT CORP US N 2 2028-07-14 Variable 4.96800000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MBN4 2012000.00000000 PA USD 2026726.17000000 0.078211733473 Long DBT CORP IE N 2 2028-04-01 Fixed 4.87500000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 17325FBB3 1250000.00000000 PA USD 1297196.09000000 0.050059034296 Long DBT CORP US N 2 2028-09-29 Fixed 5.80300000 N N N N N N Daimler Truck Finance North America LLC 5493003HSDTSCZRXBA58 233853AT7 1050000.00000000 PA USD 1070283.97000000 0.041302454096 Long DBT CORP US Y 2 2028-09-20 Fixed 5.40000000 N N N N N N Toll Brothers Finance Corp N/A 88947EAU4 262000.00000000 PA USD 254894.91000000 0.009836441182 Long DBT CORP US N 2 2029-11-01 Fixed 3.80000000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NAR6 1340000.00000000 PA USD 1328291.21000000 0.051259000662 Long DBT CORP CA N 2 2027-07-15 Fixed 3.70000000 N N N N N N Cencosud SA 549300NLTGCFV7482429 N/A 400000.00000000 PA USD 398525.36000000 0.015379166510 Long DBT CORP CL N 2 2027-07-17 Fixed 4.37500000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172DG1 4150000.00000000 PA USD 4212465.80000000 0.162559825442 Long DBT CORP US N 2 2029-02-13 Fixed 4.87500000 N N N N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332BC5 2040000.00000000 PA USD 2045045.31000000 0.078918672435 Long DBT CORP US N 2 2028-02-01 Fixed 4.50000000 N N N N N N N/A N/A N/A 1.00000000 NC 3308.18000000 0.000127663271 N/A DFE N/A N 2 HSBC UK BANK PLC 21380081EP12LC86CB82 548146.71000000 EUR 639139.56000000 USD 2026-06-17 3308.18000000 N N N Carmax Auto Owner Trust 2024-3 N/A 14319GAH4 70000.00000000 PA USD 71284.49000000 0.002750881502 Long ABS-CBDO CORP US N 2 2031-01-15 Fixed 5.67000000 N N N N N N Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp N/A 87470LAL5 110000.00000000 PA USD 113060.30000000 0.004363017649 Long DBT CORP US Y 2 2029-02-15 Fixed 7.37500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61748UAS1 3955000.00000000 PA USD 3890006.10000000 0.150116046660 Long DBT CORP US N 2 2032-01-16 Variable 4.49300000 N N N N N N Chile Government International Bond N/A N/A 120000.00000000 PA 135105.06000000 0.005213728968 Long DBT NUSS CL N 2 2027-01-26 Fixed 0.10000000 N N N N N N Hess Midstream Operations LP N/A 428102AG2 75000.00000000 PA USD 76640.33000000 0.002957564347 Long DBT CORP US Y 2 2029-06-01 Fixed 6.50000000 N N N N N N Equinix Inc 549300EVUN2BTLJ3GT74 29444UBE5 914000.00000000 PA USD 870540.14000000 0.033594303174 Long DBT CORP US N 2 2029-11-18 Fixed 3.20000000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 89788JAJ8 920000.00000000 PA USD 915354.03000000 0.035323679383 Long DBT CORP US N 2 2029-01-27 Variable 4.14400000 N N N N N N Devon Energy Corp 54930042348RKR3ZPN35 25179MBF9 580000.00000000 PA USD 578062.66000000 0.022307543744 Long DBT CORP US N 2 2030-01-15 Fixed 4.50000000 N N N N N N Univision Communications Inc 549300YQDE2JSGTL8V47 914906AZ5 320000.00000000 PA USD 320967.54000000 0.012386196055 Long DBT CORP US Y 2 2031-07-31 Fixed 8.50000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00912XBF0 2185000.00000000 PA USD 2175207.51000000 0.083941655532 Long DBT CORP US N 2 2028-10-01 Fixed 4.62500000 N N N N N N Peruvian Government International Bond N/A 715638DA7 539000.00000000 PA USD 500876.73000000 0.019328924592 Long DBT NUSS PE N 2 2030-06-20 Fixed 2.84400000 N N N N N N Realty Income Corp 549300CUWDAUZSH43859 756109CF9 2160000.00000000 PA USD 2179653.00000000 0.084113207804 Long DBT CORP US N 2 2029-02-15 Fixed 4.75000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PEJ1 2668000.00000000 PA USD 2706203.71000000 0.104432895979 Long DBT CORP US N 2 2030-07-22 Variable 4.99500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CLX7 13439000.00000000 PA USD 13498320.55000000 0.520902658100 Long DBT UST US N 2 2027-11-15 Fixed 4.12500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CMF5 18351000.00000000 PA USD 18481464.05000000 0.713203076899 Long DBT UST US N 2 2028-01-15 Fixed 4.25000000 N N N N N N Goldentree Loan Management US Clo 28 Ltd 254900QMNDOCGSL27870 38140CAG9 320000.00000000 PA USD 320000.00000000 0.012348858509 Long ABS-MBS CORP KY Y 3 2039-10-20 Floating 5.06700000 N N N N N N Chile Government International Bond N/A 168863DX3 1000000.00000000 PA USD 986465.99000000 0.038067902922 Long DBT NUSS CL N 2 2027-01-31 Fixed 2.75000000 N N N N N N British Telecommunications PLC 549300OWFMSO9NYV4H90 111021AE1 240000.00000000 PA USD 286670.68000000 0.011062673956 Long DBT CORP GB N 2 2030-12-15 Fixed 9.62500000 N N N N N N Wellington Management CLO 1 Ltd 213800W7PWM3WCMD7X28 94957JAL8 150000.00000000 PA USD 149596.97000000 0.005772974425 Long ABS-MBS CORP JE Y 2 2038-10-20 Floating 5.21760000 N N N N N N Progress Residential 2025-SFR3 Trust N/A 74334BAC1 320000.00000000 PA USD 297867.26000000 0.011494752026 Long ABS-CBDO CORP US Y 2 2042-07-17 Fixed 3.39000000 N N N N N N Republic of Poland Government International Bond N/A 857524AF9 1774000.00000000 PA USD 1809285.14000000 0.069820644368 Long DBT NUSS PL N 2 2030-02-12 Fixed 4.87500000 N N N N N N Cleveland-Cliffs Inc 549300TM2WLI2BJMDD86 185899AK7 60000.00000000 PA USD 57316.33000000 0.002211847654 Long DBT CORP US Y 2 2029-03-01 Fixed 4.62500000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RKL7 400000.00000000 PA USD 402771.20000000 0.015543014251 Long ABS-CBDO CORP US Y 2 2029-08-20 Fixed 4.80000000 N N N N N N Capital One NA 207ALC1P1YM0OVDV0K75 25466AAN1 550000.00000000 PA USD 563643.17000000 0.021751092988 Long DBT CORP US N 2 2028-08-09 Variable 5.97400000 N N N N N N Hewlett Packard Enterprise Co 549300BX44RGX6ANDV88 42824CCB3 3661000.00000000 PA USD 3640255.82000000 0.140478137689 Long DBT CORP US N 2 2027-09-15 Fixed 4.05000000 N N N N N N BANK5 2024-5YR7 N/A 06211UBL8 410000.00000000 PA USD 422786.38000000 0.016315403707 Long ABS-MBS CORP US N 2 2057-06-15 Fixed 5.76900000 N N N N N N National Bank of Canada BSGEFEIOM18Y80CKCV46 63307A3B9 810000.00000000 PA USD 810614.82000000 0.031281774119 Long DBT CORP CA N 2 2029-10-10 Fixed 4.50000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PBS6 845000.00000000 PA USD 850085.62000000 0.032804959508 Long DBT CORP US N 2 2030-05-01 Fixed 4.80000000 N N N N N N BBCMS Mortgage Trust 2024-5C29 N/A 05555PAC6 600000.00000000 PA USD 610660.14000000 0.023565486457 Long ABS-MBS CORP US N 2 2057-09-15 Fixed 5.20800000 N N N N N N Sabey Data Center Issuer LLC N/A 78520EAK2 1030000.00000000 PA USD 1021949.73000000 0.039437226937 Long ABS-CBDO CORP US Y 2 2051-01-20 Fixed 5.48200000 N N N N N N Novelis Corp 549300G5F3W3B52WYL23 670001AE6 60000.00000000 PA USD 56827.83000000 0.002192996350 Long DBT CORP US Y 2 2030-01-30 Fixed 4.75000000 N N N N N N Corebridge Financial Inc 549300XY1661QCIA7J65 21871XAD1 5928000.00000000 PA USD 5875120.88000000 0.226721988985 Long DBT CORP US N 2 2027-04-05 Fixed 3.65000000 N N N N N N CenterPoint Energy Inc 21TPXMRRHFKOBHDC8J74 15189TBG1 3003000.00000000 PA USD 3077195.42000000 0.118749533902 Long DBT CORP US N 2 2029-06-01 Fixed 5.40000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 17308CC53 335000.00000000 PA USD 316258.46000000 0.012204471797 Long DBT CORP US N 2 2030-11-05 Variable 2.97600000 N N N N N N WFLD 2014-MONT Mortgage Trust N/A 92939GAA5 696734.86000000 PA USD 682539.10000000 0.026339308666 Long ABS-MBS CORP US Y 2 2031-08-10 Variable 3.75510000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 90352JAC7 610000.00000000 PA USD 607883.62000000 0.023458340043 Long DBT CORP CH Y 2 2028-03-23 Fixed 4.25300000 N N N N N N CarMax Auto Owner Trust 2024-4 N/A 14290DAE1 100000.00000000 PA USD 101054.50000000 0.003899711632 Long ABS-CBDO CORP US N 2 2030-05-15 Fixed 4.82000000 N N N N N N Truist Financial Corp 549300DRQQI75D2JP341 89788MAW2 1250000.00000000 PA USD 1236152.34000000 0.047703344822 Long DBT CORP US N 2 2032-01-27 Variable 4.59700000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307BM8 5000.00000000 PA USD 4096.92000000 0.000158100891 Long DBT CORP US Y 2 2028-05-15 Fixed 11.25000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFH3 940000.00000000 PA USD 980636.92000000 0.037842958045 Long DBT CORP US N 2 2029-11-01 Variable 6.40700000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172DA4 3280000.00000000 PA USD 3348266.12000000 0.129210201778 Long DBT CORP US N 2 2030-02-15 Fixed 5.12500000 N N N N N N Northern Trust Corp 549300GLF98S992BC502 665859AY0 274000.00000000 PA USD 271737.78000000 0.010486410615 Long DBT CORP US N 2 2030-11-19 Fixed 4.15000000 N N N N N N Jordan Government International Bond N/A N/A 1130000.00000000 PA USD 1162528.97000000 0.044862205512 Long DBT NUSS JO N 2 2029-01-13 Fixed 7.50000000 N N N N N N Progressive Corp/The 529900TACNVLY9DCR586 743315BC6 1435000.00000000 PA USD 1437939.20000000 0.055490336645 Long DBT CORP US N 2 2031-03-26 Fixed 4.60000000 N N N N N N Oman Government International Bond N/A AZ8054464 450000.00000000 PA USD 462719.25000000 0.017856420462 Long DBT NUSS OM N 2 2029-08-01 Fixed 6.00000000 N N N N N N Element Solutions Inc 549300FLGN6P5CU20J91 28618MAA4 210000.00000000 PA USD 204387.42000000 0.007887347908 Long DBT CORP US Y 2 2028-09-01 Fixed 3.87500000 N N N N N N LAD Auto Receivables Trust N/A 505712AF6 230000.00000000 PA USD 232725.16000000 0.008980906476 Long ABS-CBDO CORP US Y 2 2030-07-15 Fixed 5.11000000 N N N N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 14149YBN7 1500000.00000000 PA USD 1525795.37000000 0.058880722309 Long DBT CORP US N 2 2029-02-15 Fixed 5.12500000 N N N N N N N/A N/A N/A -29105000.00000000 NC USD -14244.86000000 -0.00054971175 N/A DCR N/A N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Put Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A N/A N/A 0.00000000 NC USD 0.00000000 0.00000000 DCR US ICE: (CDX.NA.IG.45.V1) 2I65BYEI2 2030-12-20 0.00000000 USD 0.00000000 USD 0.00000000 USD -29105000.00000000 70.00000000 USD 2026-04-15 XXXX 4265.92000000 N N N DCP Midstream Operating LP 549300Y6CTBSE0QIPL28 23311VAJ6 58000.00000000 PA USD 58754.16000000 0.002267333777 Long DBT CORP US N 2 2027-07-15 Fixed 5.62500000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RNF5 1733000.00000000 PA USD 1714709.19000000 0.066170941165 Long DBT CORP US N 2 2031-04-30 Fixed 4.40000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140BH2 4704000.00000000 PA USD 4365518.51000000 0.168466157506 Long DBT CORP US N 2 2029-11-15 Fixed 2.45000000 N N N N N N Golub Capital Private Credit Fund 254900B5KBW6OY1F9951 38179RAD7 1254000.00000000 PA USD 1230818.56000000 0.047497513277 Long DBT CORP US N 2 2030-05-01 Fixed 5.87500000 N N N N N N Crown Castle Inc 54930012H97VSM0I2R19 22822VBF7 350000.00000000 PA USD 351734.44000000 0.013573496351 Long DBT CORP US N 2 2029-09-01 Fixed 4.90000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HJM3 3500000.00000000 PA USD 3598634.59000000 0.138871966813 Long DBT CORP US N 2 2029-06-12 Variable 5.77500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CKP5 9677000.00000000 PA USD 9895866.55000000 0.381883299556 Long DBT UST US N 2 2029-04-30 Fixed 4.62500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CKT7 7169000.00000000 PA USD 7308459.42000000 0.282034785319 Long DBT UST US N 2 2029-05-31 Fixed 4.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFQ3 2620000.00000000 PA USD 2695350.07000000 0.104014052027 Long DBT CORP US N 2 2030-04-18 Variable 5.65600000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 054989AA6 2665000.00000000 PA USD 2844174.43000000 0.109757211291 Long DBT CORP US N 2 2030-08-02 Fixed 6.34300000 N N N N N N Federal Realty OP LP 549300LI6XZ51GOCJ427 313747BA4 250000.00000000 PA USD 238800.32000000 0.009215348011 Long DBT CORP US N 2 2030-06-01 Fixed 3.50000000 N N N N N N American National Global Funding N/A 02771D2A1 680000.00000000 PA USD 687822.45000000 0.026543194109 Long DBT CORP US Y 2 2030-01-28 Fixed 5.55000000 N N N N N N Rogers Communications Inc 5493000M6Z4XFIP6PF03 775109DG3 100000.00000000 PA USD 100281.75000000 0.003869891068 Long DBT CORP CA N 2 2055-04-15 Variable 7.00000000 N N N N N N Benchmark 2024-V10 Mortgage Trust N/A 08163UAC3 290000.00000000 PA USD 295194.65000000 0.011391615517 Long ABS-MBS CORP US N 2 2057-09-15 Fixed 5.27740000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VFE9 1663000.00000000 PA USD 1582553.31000000 0.061071021591 Long DBT CORP US N 2 2030-03-22 Fixed 3.15000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023DR3 1102000.00000000 PA USD 1175918.03000000 0.045378891786 Long DBT CORP US N 2 2031-05-01 Fixed 6.38800000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38145GAR1 5930000.00000000 PA USD 5841151.23000000 0.225411093980 Long DBT CORP US N 2 2032-01-21 Variable 4.51600000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RKN3 100000.00000000 PA USD 100766.78000000 0.003888608464 Long ABS-CBDO CORP US Y 2 2029-08-20 Fixed 5.87000000 N N N N N N Connecticut Avenue Securities Trust 2025-R02 N/A 20754TAB8 362190.72000000 PA USD 361631.61000000 0.013955429951 Long ABS-MBS CORP US Y 2 2045-02-25 Floating 4.66190000 N N N N N N Take-Two Interactive Software Inc BOMSTHHJK882EWYX3334 874054AK5 900000.00000000 PA USD 907802.39000000 0.035032260215 Long DBT CORP US N 2 2028-03-28 Fixed 4.95000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78017DAC2 5650000.00000000 PA USD 5739598.27000000 0.221492146685 Long DBT CORP CA N 2 2031-02-04 Variable 5.15300000 N N N N N N Phillips 66 5493005JBO5YSIGK1814 718546AR5 360000.00000000 PA USD 357040.44000000 0.013778255862 Long DBT CORP US N 2 2028-03-15 Fixed 3.90000000 N N N N N N GMF Floorplan Owner Revolving Trust N/A 361886EK6 210000.00000000 PA USD 211123.44000000 0.008147292152 Long ABS-CBDO CORP US Y 2 2030-03-15 Fixed 4.96000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175CD4 5581000.00000000 PA USD 5214762.61000000 0.201238642603 Long DBT CORP US N 2 2029-01-15 Fixed 2.25000000 N N N N N N T-Mobile USA Inc 549300V2JRLO5DIFGE82 87264ADA0 775000.00000000 PA USD 782269.76000000 0.030187933071 Long DBT CORP US N 2 2028-07-15 Fixed 4.80000000 N N N N N N Conagra Brands Inc 54930035UDEIH090K650 205887CF7 592000.00000000 PA USD 562707.88000000 0.021714999976 Long DBT CORP US N 2 2027-11-01 Fixed 1.37500000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200LQ2 1429000.00000000 PA USD 1414266.75000000 0.054576812471 Long DBT CORP US N 2 2029-02-03 Fixed 4.00000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280DU0 1641000.00000000 PA USD 1688487.49000000 0.065159040967 Long DBT CORP GB N 2 2029-03-09 Variable 6.16100000 N N N N N N Ascent Resources Utica Holdings LLC / ARU Finance Corp N/A 04364VAU7 140000.00000000 PA USD 139903.76000000 0.005398911678 Long DBT CORP US Y 2 2029-06-30 Fixed 5.87500000 N N N N N N Realty Income Corp 549300CUWDAUZSH43859 756109CC6 140000.00000000 PA USD 134289.84000000 0.005182269479 Long DBT CORP US N 2 2030-01-15 Fixed 3.40000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023DP7 910000.00000000 PA USD 925523.92000000 0.035716137298 Long DBT CORP US N 2 2027-05-01 Fixed 6.25900000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MBR5 676000.00000000 PA USD 664032.61000000 0.025625139833 Long DBT CORP IE N 2 2030-11-15 Fixed 4.37500000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DBP9 3335000.00000000 PA USD 3342109.75000000 0.128972626334 Long DBT CORP US N 2 2027-04-02 Fixed 4.70000000 N N N N N N Consumers Energy Co 7NKTFWJ1G6MELP9TU740 210518DY9 900000.00000000 PA USD 901623.16000000 0.034793802600 Long DBT CORP US N 2 2031-01-15 Fixed 4.50000000 N N N N N N GS Mortgage Securities Trust 2014-GC24 N/A 36253GAM4 410000.00000000 PA USD 358745.90000000 0.013844069875 Long ABS-MBS CORP US N 2 2047-09-10 Variable 4.31810000 N N N N N N Drive Auto Receivables Trust 2025-2 N/A 262103AG9 850000.00000000 PA USD 845778.65000000 0.032638752748 Long ABS-CBDO CORP US N 2 2032-12-15 Fixed 4.90000000 N N N N N N Progress Residential 2025-SFR6 Trust N/A 74334EAA9 460000.00000000 PA USD 443918.95000000 0.017130913448 Long ABS-CBDO CORP US Y 2 2042-12-17 Fixed 4.00000000 N N N N N N Tesla Electric Vehicle Trust 2023-1 N/A 881943AF1 190000.00000000 PA USD 192905.84000000 0.007444271637 Long ABS-CBDO CORP US Y 2 2031-05-20 Fixed 5.82000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967QF1 3512000.00000000 PA USD 3470015.73000000 0.133908541489 Long DBT CORP US N 2 2031-09-11 Variable 4.50300000 N N N N N N Citigroup Commercial Mortgage Trust 2019-C7 N/A 17328CAD4 850000.00000000 PA USD 804486.67000000 0.031045287690 Long ABS-MBS CORP US N 2 2072-12-15 Fixed 3.10200000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636ABM2 560000.00000000 PA USD 561302.98000000 0.021660784628 Long DBT CORP DK Y 2 2029-03-27 Variable 4.66200000 N N N N N N Volksbank Wien AG 529900D4CD6DIB3CI904 N/A 100000.00000000 PA 117304.97000000 0.004526820240 Long DBT CORP AT N 2 2035-12-04 Variable 5.50000000 N N N N N N Cornell University 549300ZZIJPNT0RZWP17 219207AD9 440000.00000000 PA USD 436858.63000000 0.016858454408 Long DBT CORP US N 2 2030-06-15 Fixed 4.16900000 N N N N N N Equinix Inc 549300EVUN2BTLJ3GT74 29444UBG0 650000.00000000 PA USD 628471.60000000 0.024252833955 Long DBT CORP US N 2 2027-07-15 Fixed 1.80000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CBS3 925000.00000000 PA USD 923801.86000000 0.035649682688 Long DBT CORP US N 2 2028-03-15 Fixed 4.30000000 N N N N N N Motorola Solutions Inc 6S552MUG6KGJVEBSEC55 620076CA5 2300000.00000000 PA USD 2315789.16000000 0.089366727110 Long DBT CORP US N 2 2030-08-15 Fixed 4.85000000 N N N N N N Sharjah Sukuk Program Ltd 549300N3BQ9P6RRMVV02 N/A 769000.00000000 PA USD 768177.55000000 0.029644112110 Long DBT NUSS KY N 2 2026-04-03 Fixed 3.85400000 N N N N N N Becton Dickinson & Co ICE2EP6D98PQUILVRZ91 075887BW8 4120000.00000000 PA USD 4085958.29000000 0.157677877500 Long DBT CORP US N 2 2027-06-06 Fixed 3.70000000 N N N N N N Beach Acquisition Bidco LLC 254900F2FNX3GBTB6202 07337FAB1 54862.50000000 PA USD 55013.37000000 0.002122976007 Long LON CORP US N 2 2032-09-13 Floating 6.92480000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAR9 1100000.00000000 PA USD 1101228.58000000 0.042496612254 Long DBT CORP US N 2 2027-07-01 Fixed 4.60000000 N N N N N N Brisbane Airport Corp Pty Ltd 213800C7HCV4YHQ1B159 N/A 310000.00000000 PA 202332.03000000 0.007808030032 Long DBT CORP AU N 2 2030-12-30 Fixed 4.50000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XDP8 1865000.00000000 PA USD 1767593.55000000 0.068211758286 Long DBT CORP US N 2 2028-10-15 Fixed 2.40000000 N N N N N N Honeywell Aerospace Inc 213800ZUAQRBYL67JS90 43849RAE5 4318000.00000000 PA USD 4273985.46000000 0.164933880370 Long DBT CORP US Y 2 2031-03-16 Fixed 4.30000000 N N N N N N Brixmor Operating Partnership LP 549300CJHBL7JBUA6503 11120VAH6 941000.00000000 PA USD 928556.77000000 0.035833175534 Long DBT CORP US N 2 2029-05-15 Fixed 4.12500000 N N N N N N Verizon Master Trust 5493007MUBNP1GFMEB89 92348KEL3 310000.00000000 PA USD 312422.03000000 0.012056423261 Long ABS-CBDO CORP US Y 2 2033-06-21 Fixed 4.85000000 N N N N N N DTE Electric Co 9N0FWODEJVKHC2DYLO03 23338VAK2 690000.00000000 PA USD 637771.00000000 0.024611699502 Long DBT CORP US N 2 2030-03-01 Fixed 2.25000000 N N N N N N Baxter International Inc J5OIVXX3P24RJRW5CK77 071813BY4 2750000.00000000 PA USD 2634747.86000000 0.101675401663 Long DBT CORP US N 2 2030-04-01 Fixed 3.95000000 N N N N N N Verizon Master Trust 5493007MUBNP1GFMEB89 92348KEE9 320000.00000000 PA USD 324760.16000000 0.012532553954 Long ABS-CBDO CORP US Y 2 2033-03-21 Fixed 5.20000000 N N N N N N GMF Floorplan Owner Revolving Trust N/A 361886DS0 260000.00000000 PA USD 262001.09000000 0.010110669968 Long ABS-CBDO CORP US Y 2 2029-11-15 Fixed 4.98000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135DD5 9380000.00000000 PA USD 9308661.54000000 0.359222950853 Long DBT CORP US N 2 2031-03-13 Fixed 4.25000000 N N N N N N Oncor Electric Delivery Co LLC 549300SP2X2BS1KERD24 68233JCQ5 1790000.00000000 PA USD 1789934.04000000 0.069073881880 Long DBT CORP US N 2 2028-05-15 Fixed 4.30000000 N N N N N N Paychex Inc 529900K900DW6SUBM174 704326AA5 610000.00000000 PA USD 615718.12000000 0.023760674830 Long DBT CORP US N 2 2030-04-15 Fixed 5.10000000 N N N N N N Perusahaan Penerbit SBSN Indonesia III 254900G208H6Q0L5B953 71567RBG0 1165000.00000000 PA USD 1143930.67000000 0.044144493715 Long DBT NUSS ID N 2 2030-12-01 Fixed 4.50000000 N N N N N N Gryphon Acquire NewCo LLC N/A 40054QAB9 280000.00000000 PA USD 280000.00000000 0.010805251196 Long LON CORP US N 2 2032-09-13 Floating 6.67650000 N N N N N N Airbnb Inc 549300HMUDNO0RY56D37 009066AC5 1000000.00000000 PA USD 998605.89000000 0.038536383883 Long DBT CORP US N 2 2029-03-16 Fixed 4.40000000 N N N N N N Petronas Capital Ltd 549300G7YFX3540OYR85 BH7872303 740000.00000000 PA USD 714616.07000000 0.027577164803 Long DBT CORP MY N 2 2030-04-21 Fixed 3.50000000 N N N N N N Garda World Security Corp 549300ZF1NDXLMCHNO20 36485MAQ2 20000.00000000 PA USD 20306.59000000 0.000783635021 Long DBT CORP CA Y 2 2031-01-15 Fixed 6.50000000 N N N N N N OAK-Eagle Acquireco Inc 6488ICS9P20290MA1H31 67123SAB5 70000.00000000 PA USD 69540.66000000 0.002683586784 Long LON CORP US N 2 2033-03-24 Floating 7.17250000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822CN2 160000.00000000 PA USD 161993.57000000 0.006251361485 Long DBT CORP JP N 2 2028-09-13 Variable 5.35400000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VCK7 1860000.00000000 PA USD 1863833.66000000 0.071925681728 Long DBT CORP US N 2 2031-01-15 Fixed 4.60000000 N N N N N N Extra Space Storage LP 549300YNKSKNZFR8UC42 30225VAK3 1169000.00000000 PA USD 1199413.25000000 0.046285576622 Long DBT CORP US N 2 2030-07-01 Fixed 5.50000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 17325FBP2 1127000.00000000 PA USD 1144217.95000000 0.044155579902 Long DBT CORP US N 2 2030-05-29 Fixed 4.91400000 N N N N N N Santander Drive Auto Receivables Trust 2024-2 N/A 80286YAF9 360000.00000000 PA USD 370181.95000000 0.014285389135 Long ABS-CBDO CORP US N 2 2031-08-15 Fixed 6.28000000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MAR6 1814000.00000000 PA USD 1816456.30000000 0.070097380743 Long DBT CORP IE N 2 2027-10-15 Fixed 4.62500000 N N N N N N First Investors Auto Owner Trust 2025-1 N/A 32059WAJ1 260000.00000000 PA USD 260246.30000000 0.010042952301 Long ABS-CBDO CORP US Y 2 2031-12-15 Fixed 4.75000000 N N N N N N CarMax Auto Owner Trust N/A 14320AAH4 120000.00000000 PA USD 121992.07000000 0.004707696286 Long ABS-CBDO CORP US N 2 2031-10-15 Fixed 5.74000000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HCV5 422000.00000000 PA USD 427572.11000000 0.016500085903 Long DBT CORP US N 2 2030-07-26 Variable 5.24700000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401AF5 940000.00000000 PA USD 929217.21000000 0.035858662034 Long DBT CORP CH Y 2 2029-01-12 Variable 3.86900000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EDJ1 1400000.00000000 PA USD 1369793.18000000 0.052860569273 Long DBT CORP GB N 2 2032-02-24 Variable 4.52100000 N N N N N N Fedex Freight Holding Co Inc 984500Y1DA5A58ICE336 314352AC9 850000.00000000 PA USD 835133.08000000 0.032227938255 Long DBT CORP US Y 2 2031-03-15 Fixed 4.65000000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13607QWB4 1800000.00000000 PA USD 1787553.07000000 0.068981999813 Long DBT CORP CA N 2 2030-01-29 Variable 4.28300000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAR1 284000.00000000 PA USD 279695.08000000 0.010793484277 Long DBT CORP US N 2 2028-01-15 Fixed 3.60000000 N N N N N N Leidos Inc 5493006I78VIN6J1BQ95 52532XAM7 2380000.00000000 PA USD 2354722.07000000 0.090869155226 Long DBT CORP US N 2 2029-03-15 Fixed 4.10000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280EF2 1930000.00000000 PA USD 1951137.01000000 0.075294733968 Long DBT CORP GB N 2 2028-05-17 Variable 5.59700000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MAY6 324000.00000000 PA USD 319434.02000000 0.012327017238 Long DBT CORP JP N 2 2028-01-17 Fixed 3.54400000 N N N N N N FirstEnergy Transmission LLC 549300AINIIPOLYX2R63 33767BAG4 610000.00000000 PA USD 609415.33000000 0.023517449012 Long DBT CORP US N 2 2030-01-15 Fixed 4.55000000 N N N N N N Switch ABS Issuer LLC N/A 871044AS2 750000.00000000 PA USD 732442.13000000 0.028265075718 Long ABS-CBDO CORP US Y 2 2055-10-25 Fixed 5.12100000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200KA8 750000.00000000 PA USD 729236.99000000 0.028141388780 Long DBT CORP US N 2 2029-05-15 Fixed 3.50000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162DV9 3355000.00000000 PA USD 3307783.41000000 0.127647966597 Long DBT CORP US N 2 2031-02-19 Fixed 4.20000000 N N N N N N Expedia Group Inc CI7MUJI4USF3V0NJ1H64 30212PBK0 2811000.00000000 PA USD 2813459.54000000 0.108571918070 Long DBT CORP US N 2 2027-08-01 Fixed 4.62500000 N N N N N N Securitized Term Auto Receivables Trust N/A 81378RAC8 32774.55000000 PA USD 33033.11000000 0.001274753754 Long ABS-CBDO CORP CA Y 2 2031-07-25 Fixed 5.18500000 N N N N N N LifePoint Health Inc 549300G8ZVHRTBBBSZ90 75915TAL6 147755.00000000 PA USD 147529.23000000 0.005693179960 Long LON CORP US N 2 2031-05-19 Floating 7.15680000 N N N N N N Caterpillar Financial Services Corp EDBQKYOPJUCJKLOJDE72 14913UBH2 754000.00000000 PA USD 746805.19000000 0.028819348830 Long DBT CORP US N 2 2031-01-08 Fixed 4.15000000 N N N N N N Entergy Corp 4XM3TW50JULSLG8BNC79 29364GAL7 1250000.00000000 PA USD 1163197.53000000 0.044888005365 Long DBT CORP US N 2 2030-06-15 Fixed 2.80000000 N N N N N N N/A N/A N/A 1.00000000 NC 388979.29000000 0.015010781923 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 14065458.61000000 AUD 10082317.65000000 USD 2026-06-17 388979.29000000 N N N Extra Space Storage LP 549300YNKSKNZFR8UC42 30225VAJ6 1880000.00000000 PA USD 1919798.15000000 0.074085361630 Long DBT CORP US N 2 2028-04-01 Fixed 5.70000000 N N N N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958667AH0 1280000.00000000 PA USD 1267561.51000000 0.048915430435 Long DBT CORP US N 2 2031-03-01 Fixed 4.80000000 N N N N N N SMB Private Education Loan Trust 2018-C 549300V1P5RKG8RJI005 78449QAB3 95156.04000000 PA USD 94772.06000000 0.003657271123 Long ABS-CBDO CORP US Y 2 2035-11-15 Fixed 3.63000000 N N N N N N Tricon Residential 2024-SFR4 Trust N/A 895975AB6 240000.00000000 PA USD 235636.54000000 0.009093257163 Long ABS-CBDO CORP US Y 2 2041-11-17 Fixed 4.65000000 N N N N N N Tenet Healthcare Corp 0W9AIBT6U6ADJ2I8HK17 88033GDM9 38000.00000000 PA USD 36920.87000000 0.001424783124 Long DBT CORP US N 2 2029-06-01 Fixed 4.25000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PAS7 915000.00000000 PA USD 905539.22000000 0.034944924071 Long DBT CORP US N 2 2027-05-09 Fixed 3.50000000 N N N N N N Red Oak Funding Master Trust N/A 75679JAA8 260000.00000000 PA USD 260513.81000000 0.010053275561 Long ABS-CBDO CORP US Y 2 2030-12-20 Floating 5.67290000 N N N N N N Royalty Pharma PLC 549300FGFN7VOK8BZR03 78081BAK9 460000.00000000 PA USD 414056.22000000 0.015978505237 Long DBT CORP GB N 2 2030-09-02 Fixed 2.20000000 N N N N N N National Bank of Canada BSGEFEIOM18Y80CKCV46 63307A2X2 740000.00000000 PA USD 762295.00000000 0.029417103430 Long DBT CORP CA N 2 2028-12-18 Fixed 5.60000000 N N N N N N Citigroup Commercial Mortgage Trust 2017-P8 N/A 17326DAC6 60000.00000000 PA USD 59253.37000000 0.002286598382 Long ABS-MBS CORP US N 2 2050-09-15 Fixed 3.20300000 N N N N N N CCO Holdings LLC / CCO Holdings Capital Corp N/A 1248EPCD3 80000.00000000 PA USD 75878.46000000 0.002928163645 Long DBT CORP US Y 2 2030-03-01 Fixed 4.75000000 N N N N N N eBay Inc OML71K8X303XQONU6T67 278642BD4 1335000.00000000 PA USD 1328551.07000000 0.051269028707 Long DBT CORP US N 2 2029-03-06 Fixed 4.25000000 N N N N N N Rocket Software Inc 549300PVG26ISP5X1556 77313DAW1 4962.50000000 PA USD 4750.97000000 0.000183340800 Long LON CORP US N 2 2028-11-28 Floating 7.42250000 N N N N N N Targa Resources Corp 5493003QENHHS261UR94 87612GAR2 320000.00000000 PA USD 318600.27000000 0.012294842673 Long DBT CORP US N 2 2029-01-15 Fixed 4.35000000 N N N N N N BX Trust 2025-ARIA N/A 05619TAA6 610000.00000000 PA USD 613211.77000000 0.023663954325 Long ABS-MBS CORP US Y 2 2042-12-13 Variable 5.03110000 N N N N N N N/A N/A N/A 1.00000000 NC 4639.16000000 0.000179026032 N/A DFE N/A N 2 WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 878243.54000000 EUR 1023371.53000000 USD 2026-06-17 4639.16000000 N N N Bayview Opportunity Master Fund VII Trust 2024-SN1 N/A 072926AD0 160000.00000000 PA USD 160736.66000000 0.006202857099 Long ABS-CBDO CORP US Y 2 2028-08-15 Fixed 5.67000000 N N N N N N Fiserv Inc GI7UBEJLXYLGR2C7GV83 337738BM9 2201000.00000000 PA USD 2181558.61000000 0.084186745643 Long DBT CORP US N 2 2030-03-15 Fixed 4.75000000 N N N N N N Washington Mutual Bank / Debt not acquired by JPMorgan N/A 93933WAA4 517000.00000000 PA USD 51.70000000 0.000001995112 Long DBT CORP US N 2 2011-06-15 Fixed 6.87500000 Y N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 89364MCG7 20000.00000000 PA USD 20000.00000000 0.000771803656 Long LON CORP US N 2 2033-02-10 Floating 6.17160000 N N N N N N Hyundai Auto Receivables Trust N/A 44935CAF8 180000.00000000 PA USD 181178.53000000 0.006991712599 Long ABS-CBDO CORP US N 2 2031-04-15 Fixed 4.61000000 N N N N N N Sixth Street Lending Partners 549300S9P1HMDERGCR64 829932AF9 1699000.00000000 PA USD 1690797.47000000 0.065248183518 Long DBT CORP US N 2 2030-07-15 Fixed 6.12500000 N N N N N N Paraguay Government International Bond N/A N/A 319000.00000000 PA USD 317778.80000000 0.012263141995 Long DBT NUSS PY N 2 2031-04-28 Fixed 4.95000000 N N N N N N Flatiron CLO 24 LTD N/A 33882CAL1 230000.00000000 PA USD 229579.01000000 0.008859495972 Long ABS-MBS CORP JE Y 2 2039-01-15 Floating 4.78320000 N N N N N N SM Energy Co 84BUTVXV5ODI6BXNMH43 78454LAX8 125000.00000000 PA USD 126971.85000000 0.004899866907 Long DBT CORP US Y 2 2029-08-01 Fixed 6.75000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272BS6 1320000.00000000 PA USD 1347174.09000000 0.051987694454 Long DBT CORP US Y 2 2029-04-04 Fixed 5.37100000 N N N N N N Carrier Global Corp 549300JE3W6CWY2NAN77 14448CAQ7 1110000.00000000 PA USD 1037270.67000000 0.040028464813 Long DBT CORP US N 2 2030-02-15 Fixed 2.72200000 N N N N N N Global Atlantic Fin Co N/A 37959GAB3 1310000.00000000 PA USD 1148668.98000000 0.044327345964 Long DBT CORP US Y 2 2031-06-15 Fixed 3.12500000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 928668BW1 1125000.00000000 PA USD 1148036.06000000 0.044302921465 Long DBT CORP US Y 2 2028-09-12 Fixed 5.65000000 N N N N N N Kinder Morgan Inc 549300WR7IX8XE0TBO16 49456BAZ4 610000.00000000 PA USD 621959.24000000 0.024001520792 Long DBT CORP US N 2 2029-08-01 Fixed 5.10000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2026-1250B N/A 949939AA0 240000.00000000 PA USD 237689.59000000 0.009172484738 Long ABS-MBS CORP US Y 2 2041-03-10 Variable 4.83330000 N N N N N N Pinnacle Financial Partners Inc N/A 87161CAP0 2852000.00000000 PA USD 2908287.53000000 0.112231347543 Long DBT CORP US N 2 2030-11-01 Variable 6.16800000 N N N N N N Assurant Inc H3F39CAXWQRVWURFXL38 04621XAJ7 83000.00000000 PA USD 83352.94000000 0.003216605195 Long DBT CORP US N 2 2028-03-27 Fixed 4.90000000 N N N N N N AMSR 2025-SFR2 Trust N/A 00180BAB3 380000.00000000 PA USD 366054.27000000 0.014126101209 Long ABS-CBDO CORP US Y 2 2042-11-17 Fixed 4.27500000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636ABG5 976000.00000000 PA USD 985231.61000000 0.038020267972 Long DBT CORP DK Y 2 2028-03-01 Variable 5.42700000 N N N N N N Elevance Health Inc 8MYN82XMYQH89CTMTH67 036752AN3 1085000.00000000 PA USD 988515.30000000 0.038146986170 Long DBT CORP US N 2 2030-05-15 Fixed 2.25000000 N N N N N N Allegion plc 984500560CAC2E6FB757 01748TAB7 492000.00000000 PA USD 474111.02000000 0.018296030949 Long DBT CORP IE N 2 2029-10-01 Fixed 3.50000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172CW7 205000.00000000 PA USD 213179.64000000 0.008226641286 Long DBT CORP US N 2 2029-11-17 Fixed 5.62500000 N N N N N N NNN REIT Inc 5493008JKH5SOTI0JS97 637417AN6 820000.00000000 PA USD 754657.42000000 0.029122367821 Long DBT CORP US N 2 2030-04-15 Fixed 2.50000000 N N N N N N Raiffeisen Bank International AG 9ZHRYM6F437SQJ6OUG95 N/A 1000000.00000000 PA 1136336.58000000 0.043851436393 Long DBT CORP AT N 2 2032-06-18 Variable 2.87500000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XFM3 3225000.00000000 PA USD 3178774.66000000 0.122669495346 Long DBT CORP US N 2 2031-01-08 Fixed 4.60000000 N N N N N N 1261229 BC LTD N/A 68288AAA5 115000.00000000 PA USD 117050.31000000 0.004516992864 Long DBT CORP CA Y 2 2032-04-15 Fixed 10.00000000 N N N N N N M&T Bank Corp 549300WYXDDBYRASEG81 55261FAZ7 2887000.00000000 PA USD 2877731.58000000 0.111052187845 Long DBT CORP US N 2 2035-07-30 Variable 5.40000000 N N N N N N Wells Fargo Mortgage Backed Securities 2006-AR14 Trust N/A 94984MAM6 28062.62000000 PA USD 25940.32000000 0.001001041691 Long ABS-MBS CORP US N 2 2036-10-25 Variable 6.48720000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 N/A 1200000.00000000 PA 836985.06000000 0.032299406502 Long DBT CORP AU N 2 2027-11-11 Floating 5.17660000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KBR0 1380000.00000000 PA USD 1257870.52000000 0.048541453359 Long DBT CORP US N 2 2030-06-01 Fixed 2.25000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RGN8 100000.00000000 PA USD 100354.31000000 0.003872691172 Long ABS-CBDO CORP US Y 2 2027-10-20 Fixed 6.18000000 N N N N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494BL6 230000.00000000 PA USD 235855.63000000 0.009101711886 Long DBT CORP US N 2 2029-03-15 Fixed 5.40000000 N N N N N N CenterPoint Energy Inc 21TPXMRRHFKOBHDC8J74 15189TAX5 437000.00000000 PA USD 411535.77000000 0.015881240610 Long DBT CORP US N 2 2030-03-01 Fixed 2.95000000 N N N N N N SBNA Auto Receivables Trust 2024-A N/A 78437PAG8 210000.00000000 PA USD 213576.99000000 0.008241975095 Long ABS-CBDO CORP US Y 2 2030-04-15 Fixed 6.04000000 N N N N N N Ares Strategic Income Fund 549300IANZJVZPTICV54 04020EAB3 1720000.00000000 PA USD 1728805.54000000 0.066714921888 Long DBT CORP US N 2 2029-08-15 Fixed 6.35000000 N N N N N N Close Brothers Group PLC 213800W73SYHR14I3X91 N/A 300000.00000000 PA 410348.85000000 0.015835437150 Long DBT CORP GB N 2 2028-06-14 Fixed 7.75000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DBR5 5115000.00000000 PA USD 4911802.69000000 0.189547363896 Long DBT CORP US N 2 2028-03-25 Fixed 2.25900000 N N N N N N Connecticut Avenue Securities Trust 2024-R02 N/A 20754GAA8 41454.83000000 PA USD 41429.13000000 0.001598757701 Long ABS-MBS CORP US Y 2 2044-02-25 Floating 4.76190000 N N N N N N Augusta SpinCo Corp N/A 051473AD8 2520000.00000000 PA USD 2506899.55000000 0.096741712004 Long DBT CORP US N 2 2031-03-23 Fixed 4.65600000 N N N N N N L3Harris Technologies Inc 549300UTE50ZMDBG8A20 502431AS8 2110000.00000000 PA USD 2146621.31000000 0.082838508847 Long DBT CORP US N 2 2029-06-01 Fixed 5.05000000 N N N N N N Valaris Ltd 5299008BQ9IREYWBTS30 91889FAC5 15000.00000000 PA USD 15536.58000000 0.000599559462 Long DBT CORP BM Y 2 2030-04-30 Fixed 8.37500000 N N N N N N Ingersoll Rand Inc 5299004C02FMZCUOIR50 45687VAA4 300000.00000000 PA USD 306817.61000000 0.011840147669 Long DBT CORP US N 2 2028-08-14 Fixed 5.40000000 N N N N N N Endo Finance Holdings LP N/A 29280UAD5 302333.64000000 PA USD 300192.21000000 0.011584472272 Long LON CORP US N 2 2031-04-23 Floating 7.67310000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SBQ5 380000.00000000 PA USD 396382.21000000 0.015296461959 Long DBT CORP US N 2 2028-11-01 Fixed 6.20000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAN7 200000.00000000 PA USD 198978.72000000 0.007678625186 Long DBT CORP US N 2 2029-01-15 Fixed 4.40000000 N N N N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513CJ2 2420000.00000000 PA USD 2529088.03000000 0.097597969504 Long DBT CORP US N 2 2029-11-17 Variable 6.19600000 N N N N N N State Street Bank & Trust Co 571474TGEMMWANRLN572 857449AE2 1290000.00000000 PA USD 1309444.85000000 0.050531716184 Long DBT CORP US N 2 2029-11-23 Fixed 4.78200000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172CJ6 435000.00000000 PA USD 421379.66000000 0.016261118125 Long DBT CORP US N 2 2029-08-15 Fixed 3.37500000 N N N N N N Sherwin-Williams Co/The Z15BMIOX8DDH0X2OBP21 824348BU9 1641000.00000000 PA USD 1635937.60000000 0.063131131104 Long DBT CORP US N 2 2028-08-15 Fixed 4.30000000 N N N N N N Wendy's Funding LLC 5493009DRVSTWJOXUL48 95058XAH1 201798.30000000 PA USD 194000.43000000 0.007486512065 Long ABS-CBDO CORP US Y 2 2049-06-15 Fixed 4.08000000 N N N N N N Central Parent Inc / CDK Global Inc N/A 15477CAA3 120000.00000000 PA USD 86035.92000000 0.003320141883 Long DBT CORP US Y 2 2029-06-15 Fixed 7.25000000 N N N N N N Omega Healthcare Investors Inc 549300OJ7ENK42CZ8E73 681936BF6 150000.00000000 PA USD 149745.33000000 0.005778699664 Long DBT CORP US N 2 2027-04-01 Fixed 4.50000000 N N N N N N 2026-05-28 VANGUARD VARIABLE INSURANCE FUNDS Ashley Grim Ashley Grim Treasurer XXXX