NPORT-P false 0001479026 XXXXXXXX S000092493 C000260524 Goldman Sachs ETF Trust 811-23013 0001479026 549300VEZF7K2ES5WL82 200 West Street New York 10282 312-655-4400 Goldman Sachs Core Bond ETF S000092493 98450064BPE2F9384B44 2026-08-31 2026-05-31 N 634233618.18 132513332.15 501720286.03 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 13574722.54000000 107564121.11000000 0.00000000 10816080.10000000 USD N Bloomberg US Aggregate Bond (Total Return, Unhedged, USD) LMUSRET5MP CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 000000000 315.00000000 NC USD 654365.28000000 0.130424321722 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2026-09-21 35442665.97000000 USD 654365.28000000 N N N ANGEL OAK MORTGAGE TRUST 2025-12 254900ZULW8CAJ29C630 03466KAC0 2446605.75250000 PA USD 2433137.21000000 0.484958905937 Long ABS-O CORP US N 2 2070-12-25 Variable 5.03900000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CAT2 29000.00000000 PA USD 21653.97000000 0.004315944681 Long DBT CORP US N 2 2046-09-01 Fixed 3.75000000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XEU6 100000.00000000 PA USD 102370.27000000 0.020403853073 Long DBT CORP US N 2 2029-07-15 Fixed 5.55000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBH0 25000.00000000 PA USD 22060.61000000 0.004396993825 Long DBT CORP US N 2 2031-08-01 Fixed 2.25000000 N N N N N N KKR CLO 59 LTD N/A 48257KAA2 2000000.00000000 PA USD 2003000.00000000 0.399226432690 Long ABS-CBDO CORP KY N 2 2039-01-17 Floating 4.91847000 N N N N N N REGATTA 30 FUNDING LTD N/A 75903UAA1 3375000.00000000 PA USD 3384588.38000000 0.674596677519 Long ABS-CBDO CORP KY N 2 2038-01-25 Variable 4.98659000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDM4 140000.00000000 PA USD 133124.11000000 0.026533531472 Long DBT CORP US N 2 2035-09-26 Fixed 5.20000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CQF1 25248000.00000000 PA USD 25212495.00000000 5.025209404925 Long DBT UST US N 1 2033-03-31 Fixed 4.25000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAT7 10000.00000000 PA USD 9781.51000000 0.001949594280 Long DBT CORP US N 2 2031-01-15 Fixed 4.15000000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAQ7 1000000.00000000 PA USD 935900.07000000 0.186538215826 Long DBT CORP US N 2 2030-02-15 Fixed 2.72200000 N N N N N N MTN COMMERCIAL MORTGAGE TRUST 2022-LPFL N/A 624944AA2 1800000.00000000 PA USD 1788131.11000000 0.356400002110 Long ABS-O CORP US N 2 2043-05-15 Variable 5.15324000 N N N N N N PENSKE TRUCK LEASING CO LP / PENSKE TRUCK LEASING FINANCE CORP N/A 709599CA0 68000.00000000 PA USD 68925.16000000 0.013737766225 Long DBT CORP US N 2 2029-07-01 Fixed 5.25000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFG5 75000.00000000 PA USD 76452.12000000 0.015237996574 Long DBT CORP US N 2 2034-07-21 Fixed 5.42400000 N N N N N N FLUTTER TREASURY DAC 635400JE8VLL9UFVIC38 344045AB5 782000.00000000 PA USD 775444.21000000 0.154557077238 Long DBT CORP IE N 2 2031-06-04 Fixed 5.87500000 N N N N N N ELASTIC NV 2549003I48WHHH937I59 28415LAA1 408000.00000000 PA USD 390648.61000000 0.077861832753 Long DBT CORP NL N 2 2029-07-15 Fixed 4.12500000 N N N N N N DEWOLF PARK CLO LTD N/A 25211AAN9 270000.00000000 PA USD 270089.10000000 0.053832605043 Long ABS-CBDO CORP KY N 2 2039-01-24 Floating 4.87364000 N N N N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466LAS3 1565000.00000000 PA USD 1566032.52000000 0.312132589334 Long DBT CORP US N 2 2031-09-15 Fixed 4.90000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119DA4 459000.00000000 PA USD 470673.58000000 0.093811949228 Long DBT CORP US N 2 2032-03-01 Fixed 5.50000000 N N N N N N GRAHAM HOLDINGS CO 529900BOSCEEEMAFQJ29 384637AC8 613000.00000000 PA USD 603386.87000000 0.120263598423 Long DBT CORP US N 2 2033-12-01 Fixed 5.62500000 N N N N N N BENCHMARK 2021-B23 MORTGAGE TRUST N/A 08163GAV2 220000.00000000 PA USD 205084.78000000 0.040876318082 Long ABS-O CORP US N 2 2054-08-17 Fixed 1.98040000 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713BA3 422000.00000000 PA USD 435391.03000000 0.086779634414 Long DBT CORP US N 2 2035-08-15 Fixed 5.70000000 N N N N N N AECOM 0EEB8GF0W0NPCIHZX097 00766TAE0 1281000.00000000 PA USD 1281584.52000000 0.255438050978 Long DBT CORP US N 2 2033-08-01 Fixed 6.00000000 N N N N N N ACUSHNET COMPANY 549300H805O14KEFES79 005095AB0 20000.00000000 PA USD 19843.21000000 0.003955034419 Long DBT CORP US N 2 2033-12-01 Fixed 5.62500000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HDQ5 20000.00000000 PA USD 19729.11000000 0.003932292663 Long DBT CORP US N 2 2037-01-30 Fixed 5.39900000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GGM5 24000.00000000 PA USD 21951.11000000 0.004375168916 Long DBT CORP US N 2 2038-04-24 Fixed 4.24400000 N N N N N N JP MORGAN MORTGAGE TRUST 2023-DSC2 N/A 46657BAA2 70197.42930000 PA USD 70664.56000000 0.014084453423 Long ABS-O CORP US N 2 2063-11-25 Variable 5.25000000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599DE2 17000.00000000 PA USD 19327.83000000 0.003852311843 Long DBT CORP US N 2 2031-09-15 Fixed 7.87500000 N N N N N N KINDER MORGAN ENERGY PARTNERS LP 549300PDHUGWPWGOT525 494550BF2 20000.00000000 PA USD 21481.08000000 0.004281485241 Long DBT CORP US N 2 2040-09-15 Fixed 6.55000000 N N N N N N B.A.T CAPITAL CORP 2138005GYEXN7XRHFA84 054989AF5 206000.00000000 PA USD 202158.25000000 0.040293018964 Long DBT CORP US N 2 2033-03-22 Fixed 4.62500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFF7 1000000.00000000 PA USD 1017045.82000000 0.202711719720 Long DBT CORP US N 2 2029-07-20 Fixed 5.44900000 N N N N N N VERUS SECURITIZATION TRUST 2025-7 213800OVCAXDOBS94P47 924931AC2 1259779.62080000 PA USD 1256607.34000000 0.250459743205 Long ABS-O CORP US N 2 2070-08-25 Variable 5.12900000 N N N N N N NYC COMMERCIAL MORTGAGE TRUST 2021-909 N/A 62957YAA6 2000000.00000000 PA USD 1992374.82000000 0.397108682960 Long ABS-O CORP US N 2 2040-06-08 Variable 5.05287000 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401ABC4 711000.00000000 PA USD 693178.05000000 0.138160259670 Long DBT CORP KY N 2 2032-10-15 Fixed 4.95000000 N N N N N N ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE 315700IASY927EDWBK92 000000000 60000.00000000 PA USD 48753.27000000 0.009717221200 Long DBT NUSS RO N 2 2048-06-15 Fixed 5.12500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61772BAC7 50000.00000000 PA USD 38161.32000000 0.007606094683 Long DBT CORP US N 2 2042-04-22 Fixed 3.21700000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YED3 300000.00000000 PA USD 263715.75000000 0.052562305599 Long DBT CORP US N 2 2032-07-21 Fixed 2.23900000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBR0 23000.00000000 PA USD 23774.78000000 0.004738652325 Long DBT CORP US N 2 2027-11-15 Fixed 7.10000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746JM4 30000.00000000 PA USD 30799.05000000 0.006138689396 Long DBT CORP US N 2 2035-02-07 Fixed 5.37500000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46647PEW2 95000.00000000 PA USD 97204.24000000 0.019374189704 Long DBT CORP US N 2 2036-01-24 Fixed 5.50200000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAR5 28000.00000000 PA USD 22418.65000000 0.004468356298 Long DBT CORP US N 2 2040-04-05 Fixed 3.37700000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 21H060671 3000000.00000000 PA USD 3054750.00000000 0.608855189845 Long ABS-MBS USGA US N 2 2056-07-15 Fixed 6.00000000 N N N N N N HOWMET AEROSPACE INC 549300HO5WFZUT5N2T22 443201AC2 50000.00000000 PA USD 50313.95000000 0.010028286956 Long DBT CORP US N 2 2031-10-15 Fixed 4.85000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDK8 60000.00000000 PA USD 57659.18000000 0.011492295927 Long DBT CORP US N 2 2032-09-26 Fixed 4.80000000 N N N N N N NYC COMMERCIAL MORTGAGE TRUST 2025-11X N/A 67122NAA9 250000.00000000 PA USD 250830.79000000 0.049994149525 Long ABS-O CORP US N 2 2040-10-15 Floating 5.39407000 N N N N N N BANK5 2024-5YR9 N/A 06644VBM1 180000.00000000 PA USD 185966.37000000 0.037065746627 Long ABS-O CORP US N 2 2057-08-17 Variable 6.18220000 N N N N N N UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO 254900EGTWEU67VP6075 91087BBR0 900000.00000000 PA USD 884728.56000000 0.176339004946 Long DBT NUSS MX N 2 2038-02-09 Fixed 6.12500000 N N N N N N AXON ENTERPRISE INC 549300QP2IEEGFE16681 05464CAD3 50000.00000000 PA USD 51172.90000000 0.010199487926 Long DBT CORP US N 2 2033-03-15 Fixed 6.25000000 N N N N N N MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM3 N/A 617960AC3 531482.70460000 PA USD 530202.18000000 0.105676847192 Long ABS-O CORP US N 2 2071-03-25 Variable 5.20900000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CY4 1215000.00000000 PA USD 1133972.93000000 0.226016958367 Long DBT CORP US N 2 2038-03-25 Fixed 4.78000000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HBN4 65000.00000000 PA USD 64779.15000000 0.012911407372 Long DBT CORP US N 2 2027-03-09 Fixed 3.75000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJP5 300000.00000000 PA USD 272249.75000000 0.054263253366 Long DBT CORP US N 2 2032-03-11 Fixed 2.65100000 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571903BU6 410000.00000000 PA USD 414221.66000000 0.082560277416 Long DBT CORP US N 2 2037-04-15 Fixed 5.50000000 N N N N N N ROBLOX CORP 529900ANZDBDFU91SO19 771049AA1 18000.00000000 PA USD 16991.91000000 0.003386729712 Long DBT CORP US N 2 2030-05-01 Fixed 3.87500000 N N N N N N DORMITORY AUTHORITY OF THE STATE OF NEW YORK (NY) 549300C8XO7EXTX2XU71 64990GJY9 100000.00000000 PA USD 88444.69000000 0.017628286609 Long DBT MUN US N 2 2044-07-01 Fixed 4.29400000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 254709AM0 50000.00000000 PA USD 49937.87000000 0.009953328854 Long DBT CORP US N 2 2027-02-09 Fixed 4.10000000 N N N N N N APPLOVIN CORP 549300LLVXMUAOL3SQ07 03831WAD0 1115000.00000000 PA USD 1125152.51000000 0.224258923015 Long DBT CORP US N 2 2034-12-01 Fixed 5.50000000 N N N N N N ANGEL OAK MORTGAGE TRUST 2025-12 N/A 03466KAA4 376400.88120000 PA USD 374528.37000000 0.074648839289 Long ABS-O CORP US N 2 2070-12-25 Variable 5.03900000 N N N N N N ELECTRONIC ARTS INC 549300O7A67PUEYKDL45 285512AF6 54000.00000000 PA USD 42949.02000000 0.008560351493 Long DBT CORP US N 2 2051-02-15 Fixed 2.95000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XRVJ1 226353.94440000 PA USD 200065.92000000 0.039875987790 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N DRYDEN 37 SENIOR LOAN FUND 254900I0IPNA482LDS44 26254CAN1 3500000.00000000 PA USD 3509450.00000000 0.699483377036 Long ABS-CBDO CORP KY N 2 2037-10-15 Floating 5.03310000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAB8 50000.00000000 PA USD 49335.24000000 0.009833216111 Long DBT CORP US N 2 2030-11-15 Fixed 4.20000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 21H050664 4000000.00000000 PA USD 3949724.00000000 0.787236256929 Long ABS-MBS USGA US N 2 2056-06-15 Fixed 5.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179VN22 368645.71250000 PA USD 315826.39000000 0.062948698466 Long ABS-MBS USGA US N 2 2050-06-20 Fixed 2.50000000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46647PDR4 40000.00000000 PA USD 40797.78000000 0.008131578717 Long DBT CORP US N 2 2034-06-01 Fixed 5.35000000 N N N N N N COUSINS PROPERTIES LP 254900ZQIHJ5FQH4C329 222793AD3 93000.00000000 PA USD 90579.86000000 0.018053856406 Long DBT CORP US N 2 2033-03-01 Fixed 4.87500000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 21H022663 1000000.00000000 PA USD 855258.00000000 0.170465102531 Long ABS-MBS USGA US N 2 2056-06-15 Fixed 2.50000000 N N N N N N INVITATION HOMES OPERATING PARTNERSHIP LP 549300147YMUQB3GW319 46188BAA0 45000.00000000 PA USD 38750.04000000 0.007723434965 Long DBT CORP US N 2 2031-08-15 Fixed 2.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 01F030660 2000000.00000000 PA USD 1746412.00000000 0.348084789199 Long ABS-MBS USGSE US N 2 2056-06-15 Fixed 3.00000000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAS3 50000.00000000 PA USD 36386.24000000 0.007252295953 Long DBT CORP US N 2 2050-04-05 Fixed 3.57700000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFE0 268000.00000000 PA USD 270754.42000000 0.053965212796 Long DBT CORP US N 2 2034-04-21 Fixed 5.25000000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XDP8 20000.00000000 PA USD 19016.11000000 0.003790181607 Long DBT CORP US N 2 2028-10-15 Fixed 2.40000000 N N N N N N BENCHMARK 2019-B11 MORTGAGE TRUST N/A 08162BBE1 250000.00000000 PA USD 240857.60000000 0.048006350691 Long ABS-O CORP US N 2 2052-05-17 Variable 3.54210000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140AN0 22000.00000000 PA USD 20804.92000000 0.004146716921 Long DBT CORP US N 2 2032-12-15 Fixed 4.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 01F052664 20000000.00000000 PA USD 20088400.00000000 4.003904278807 Long ABS-MBS USGSE US N 2 2056-06-15 Fixed 5.50000000 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAU1 30000.00000000 PA USD 28311.23000000 0.005642831431 Long DBT CORP US N 2 2030-01-15 Fixed 3.00000000 N N N N N N GOLDENTREE LOAN MANAGEMENT US CLO 29 LTD N/A 38090CAC8 250000.00000000 PA USD 250577.50000000 0.049943665220 Long ABS-CBDO CORP KY N 2 2039-04-20 Variable 4.86914040 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAU7 69000.00000000 PA USD 68195.04000000 0.013592242908 Long DBT CORP US N 2 2039-09-19 Fixed 5.41100000 N N N N N N BANK 2021-BNK35 N/A 06540CBF3 200000.00000000 PA USD 176557.07000000 0.035190339102 Long ABS-O CORP US N 2 2064-06-17 Variable 2.28500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADV4 1000000.00000000 PA USD 1099119.62000000 0.219070197200 Long DBT CORP US N 2 2033-12-15 Fixed 6.70000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCM1 1217000.00000000 PA USD 1223092.46000000 0.243779750202 Long DBT CORP US N 2 2035-07-15 Fixed 5.20000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLU1 115000.00000000 PA USD 120555.64000000 0.024028456364 Long DBT CORP US N 2 2034-09-15 Fixed 5.87200000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DWR9 9855758.96840000 PA USD 7972052.30000000 1.588943585096 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N WONDER LAKE PARK CLO LTD N/A 97816WAA7 350000.00000000 PA USD 350995.75000000 0.069958452901 Long ABS-CBDO CORP KY N 2 2038-07-26 Floating 4.95659000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XER3 10000.00000000 PA USD 10347.14000000 0.002062332396 Long DBT CORP US N 2 2031-02-08 Fixed 5.75000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DU3A3 188769.10480000 PA USD 193381.05000000 0.038543597973 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.00000000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATION OPERATING CAPITAL CORP 549300TPZNMN50BJ3745 161175BK9 100000.00000000 PA USD 98920.72000000 0.019716308619 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272CA4 50000.00000000 PA USD 51379.43000000 0.010240652297 Long DBT CORP US N 2 2035-04-01 Fixed 5.67300000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAD4 122000.00000000 PA USD 119136.08000000 0.023745517834 Long DBT CORP US N 2 2035-11-15 Fixed 4.87500000 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAQ4 45000.00000000 PA USD 45603.48000000 0.009089423184 Long DBT CORP US N 2 2029-07-15 Fixed 5.37500000 N N N N N N LABORATORY CORP OF AMERICA HOLDINGS OZ7UA8IXAIFILY2VZH07 50540RAY8 39000.00000000 PA USD 35498.89000000 0.007075434457 Long DBT CORP US N 2 2031-06-01 Fixed 2.70000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACD7 44000.00000000 PA USD 44701.67000000 0.008909679605 Long DBT CORP US N 2 2028-03-30 Fixed 5.60000000 N N N N N N COUSINS PROPERTIES LP 254900ZQIHJ5FQH4C329 222793AC5 66000.00000000 PA USD 66789.29000000 0.013312056908 Long DBT CORP US N 2 2030-07-15 Fixed 5.25000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAC6 50000.00000000 PA USD 49350.48000000 0.009836253660 Long DBT CORP US N 2 2032-11-15 Fixed 4.60000000 N N N N N N KROGER COMPANY (THE) 6CPEOKI6OYJ13Q6O7870 501044DV0 175000.00000000 PA USD 173247.90000000 0.034530774382 Long DBT CORP US N 2 2034-09-15 Fixed 5.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5GP8 291479.97000000 PA USD 294143.13000000 0.058626915871 Long ABS-MBS USGA US N 2 2055-02-20 Fixed 5.50000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BQ0 825000.00000000 PA USD 839981.69000000 0.167420316337 Long DBT CORP CH N 2 2036-05-09 Fixed 5.58000000 N N N N N N DRYDEN 37 SENIOR LOAN FUND 254900I0IPNA482LDS44 26253MAN0 3175000.00000000 PA USD 3179578.35000000 0.633735258177 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 5.03523000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PA3 96000.00000000 PA USD 102531.73000000 0.020436034351 Long DBT CORP US N 2 2033-11-17 Fixed 6.27000000 N N N N N N WARWICK CAPITAL CLO 1 LTD N/A 936919AN9 350000.00000000 PA USD 350148.75000000 0.069789633736 Long ABS-CBDO CORP JE N 2 2038-10-20 Floating 4.95523000 N N N N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 02666TAK3 40000.00000000 PA USD 40138.37000000 0.008000148911 Long DBT CORP US N 2 2030-06-15 Fixed 4.95000000 N N N N N N REGATTA XXV FUNDING LTD N/A 758978AL4 500000.00000000 PA USD 501316.00000000 0.099919420035 Long ABS-CBDO CORP KY N 2 2038-07-15 Variable 5.01310000 N N N N N N BFLD COMMERCIAL MORTGAGE TRUST 2025-660F N/A 05556QAC3 250000.00000000 PA USD 250750.08000000 0.049978062873 Long ABS-O CORP US N 2 2042-11-17 Floating 5.42709000 N N N N N N ELMWOOD CLO 38 LTD N/A 289908AA3 525000.00000000 PA USD 525123.90000000 0.104664673648 Long ABS-CBDO CORP KY N 2 2038-04-22 Floating 4.81364000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAY9 25000.00000000 PA USD 24524.93000000 0.004888167906 Long DBT CORP US N 2 2030-09-01 Fixed 4.35200000 N N N N N N BANK5 2024-5YR7 N/A 06211UBL8 350000.00000000 PA USD 359443.07000000 0.071642124109 Long ABS-O CORP US N 2 2057-06-15 Variable 5.76900000 N N N N N N NORINCHUKIN BANK LTD (THE) 5493007VSMFZCPV1NB83 656029AR6 431000.00000000 PA USD 426256.03000000 0.084958898786 Long DBT CORP JP N 2 2031-03-10 Fixed 4.68300000 N N N N N N DTE ENERGY COMPANY 549300IX8SD6XXD71I78 233331BJ5 59000.00000000 PA USD 59454.76000000 0.011850180599 Long DBT CORP US N 2 2028-06-01 Fixed 4.87500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAL2 116000.00000000 PA USD 102012.66000000 0.020332576306 Long DBT CORP US N 2 2038-07-22 Fixed 3.97100000 N N N N N N BRITISH TELECOMMUNICATIONS PLC 549300OWFMSO9NYV4H90 111021AE1 1000000.00000000 PA USD 1190512.09000000 0.237286018355 Long DBT CORP GB N 2 2030-12-15 Fixed 9.62500000 N N N N N N NXP BV / NXP FUNDING LLC / NXP USA INC N/A 62954HAY4 46000.00000000 PA USD 43902.27000000 0.008750347797 Long DBT CORP NL N 2 2030-05-01 Fixed 3.40000000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 000000000 -53.00000000 NC USD -43112.20000000 -0.00859287559 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2026-09-21 -5903653.43000000 USD -43112.20000000 N N N CINEMARK USA INC 54930008H2137JSCPQ09 172441BH9 19000.00000000 PA USD 19659.18000000 0.003918354618 Long DBT CORP US N 2 2032-08-01 Fixed 7.00000000 N N N N N N STARWOOD PROPERTY TRUST INC BUGSFQZERKRBFWIG5267 85571BBH7 210000.00000000 PA USD 212275.34000000 0.042309499119 Long DBT CORP US N 2 2031-06-01 Fixed 6.12500000 N N N N N N NYC COMMERCIAL MORTGAGE TRUST 2025-3BP N/A 67122NAC5 250000.00000000 PA USD 250736.96000000 0.049975447870 Long ABS-O CORP US N 2 2040-10-15 Floating 5.72009000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46647PAJ5 121000.00000000 PA USD 106917.87000000 0.021310254533 Long DBT CORP US N 2 2038-07-24 Fixed 3.88200000 N N N N N N DURST COMMERCIAL MORTGAGE TRUST 2025-151 N/A 266895AA9 2000000.00000000 PA USD 2012799.50000000 0.401179612633 Long ABS-O CORP US N 2 2042-08-12 Variable 5.14538000 N N N N N N CHORD ENERGY CORP 529900FA4V2YNIKZ0M71 674215AQ1 35000.00000000 PA USD 35421.15000000 0.007059939768 Long DBT CORP US N 2 2030-10-01 Fixed 6.00000000 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 44107TAZ9 36000.00000000 PA USD 33940.55000000 0.006764835097 Long DBT CORP US N 2 2030-09-15 Fixed 3.50000000 N N N N N N BX TRUST 2018-BILT N/A 12433LAC9 450000.00000000 PA USD 451227.75000000 0.089936118304 Long ABS-O CORP US N 2 2031-02-15 Fixed 5.35965000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 01F022667 27000000.00000000 PA USD 22599972.00000000 4.504496355694 Long ABS-MBS USGSE US N 2 2056-06-15 Fixed 2.50000000 N N N N N N HILTON DOMESTIC OPERATING COMPANY INC 5493003EG7H0N1E4XV50 432833AT8 515000.00000000 PA USD 511561.16000000 0.101961426365 Long DBT CORP US N 2 2034-03-31 Fixed 5.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MY4 137000.00000000 PA USD 123254.66000000 0.024566409497 Long DBT CORP US N 2 2032-05-01 Fixed 2.56100000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891AEA1 20000.00000000 PA USD 19680.11000000 0.003922526265 Long DBT CORP US N 2 2030-09-18 Fixed 4.50000000 N N N N N N TOYOTA AUTO RECEIVABLES 2024-B OWNER TRUST N/A 89237NAD9 1394205.26750000 PA USD 1405467.94000000 0.280129781301 Long ABS-O CORP US N 2 2029-01-16 Fixed 5.33000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AZ8 165000.00000000 PA USD 166710.02000000 0.033227681766 Long DBT CORP US N 2 2032-03-01 Fixed 5.00000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650EK2 57000.00000000 PA USD 57682.23000000 0.011496890121 Long DBT CORP US N 2 2035-09-15 Fixed 5.45000000 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 78017TAD5 598000.00000000 PA USD 579127.68000000 0.115428396284 Long DBT CORP LR N 2 2038-02-27 Fixed 5.25000000 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAL4 273000.00000000 PA USD 258863.82000000 0.051595246835 Long DBT CORP US N 2 2031-02-15 Fixed 3.87500000 N N N N N N CACI INTERNATIONAL INC SYRPI2D1O9WRTS2WX210 127190AE6 110000.00000000 PA USD 112506.23000000 0.022424094287 Long DBT CORP US N 2 2033-06-15 Fixed 6.37500000 N N N N N N PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO 254900STKLK2DBJJZ530 715638DQ2 116000.00000000 PA USD 63254.42000000 0.012607506963 Long DBT NUSS PE N 2 2060-12-01 Fixed 2.78000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AU2 900000.00000000 PA USD 826205.74000000 0.164674573264 Long DBT CORP CH N 2 2032-05-14 Fixed 3.09100000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMD8 3268000.00000000 PA USD 3292890.26000000 0.656319935965 Long DBT CORP US N 2 2035-10-25 Fixed 5.51800000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2026-1250B N/A 949939AA0 150000.00000000 PA USD 148362.38000000 0.029570735752 Long ABS-O CORP US N 2 2041-03-12 Variable 4.67738000 N N N N N N AUGUSTA SPINCO CORP N/A 051473AE6 1000000.00000000 PA USD 996628.10000000 0.198642177274 Long DBT CORP US N 2 2033-03-23 Fixed 4.94500000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912810UM8 50000.00000000 PA USD 48148.44000000 0.009596669965 Long DBT UST US N 1 2055-08-15 Fixed 4.75000000 N N N N N N STARWOOD PROPERTY TRUST INC BUGSFQZERKRBFWIG5267 85571BBG9 15000.00000000 PA USD 14984.43000000 0.002986610351 Long DBT CORP US N 2 2031-01-15 Fixed 5.75000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCN3 71000.00000000 PA USD 69856.90000000 0.013923475279 Long DBT CORP US N 2 2030-05-06 Fixed 4.65000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAG6 20000.00000000 PA USD 20246.39000000 0.004035393936 Long DBT CORP US N 2 2034-12-01 Fixed 5.30000000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 254709AT5 20000.00000000 PA USD 23040.77000000 0.004592353676 Long DBT CORP US N 2 2034-11-02 Fixed 7.96400000 N N N N N N BAIN CAPITAL CREDIT CLO 2019-1 LTD 549300B0VI605XM3L529 05683VBL7 950000.00000000 PA USD 950449.35000000 0.189438094584 Long ABS-CBDO CORP KY N 2 2034-04-19 Variable 5.06364000 N N N N N N AUTONATION INC N/A 05329WAT9 527000.00000000 PA USD 538159.48000000 0.107262850433 Long DBT CORP US N 2 2035-03-15 Fixed 5.89000000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599EK7 57000.00000000 PA USD 58605.01000000 0.011680813320 Long DBT CORP US N 2 2032-01-01 Fixed 5.37500000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46647PBM7 50000.00000000 PA USD 38687.50000000 0.007710969852 Long DBT CORP US N 2 2041-04-22 Fixed 3.10900000 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765LAT4 14000.00000000 PA USD 13719.76000000 0.002734543605 Long DBT CORP US N 2 2029-05-15 Fixed 4.50000000 N N N N N N COUSINS PROPERTIES LP 254900ZQIHJ5FQH4C329 222793AB7 20000.00000000 PA USD 20315.42000000 0.004049152598 Long DBT CORP US N 2 2032-02-15 Fixed 5.37500000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HDM4 10000.00000000 PA USD 9826.14000000 0.001958489675 Long DBT CORP US N 2 2031-09-11 Fixed 4.49300000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AY1 142000.00000000 PA USD 142957.80000000 0.028493525970 Long DBT CORP US N 2 2030-03-01 Fixed 4.80000000 N N N N N N AGCO CORP LYOM0B2GCF1JWXK5ZG04 001084AS1 1000000.00000000 PA USD 1027930.17000000 0.204881125723 Long DBT CORP US N 2 2034-03-21 Fixed 5.80000000 N N N N N N BARCLAYS DRYROCK ISSUANCE TRUST 213800R4G3N2G68CHU37 06742LBF9 100000.00000000 PA USD 99283.76000000 0.019788667662 Long ABS-O CORP US N 2 2031-07-15 Fixed 3.97000000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46625HHF0 119000.00000000 PA USD 131467.04000000 0.026203253817 Long DBT CORP US N 2 2038-05-15 Fixed 6.40000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PCD2 45000.00000000 PA USD 38098.32000000 0.007593537885 Long DBT CORP US N 2 2043-03-15 Fixed 4.25000000 N N N N N N DUQUESNE LIGHT HOLDINGS INC 4CUJ1D8WDXK9X7QI6B93 266233AH8 60000.00000000 PA USD 54193.08000000 0.010801452823 Long DBT CORP US N 2 2030-10-01 Fixed 2.53200000 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 78017TAC7 31000.00000000 PA USD 30171.56000000 0.006013621701 Long DBT CORP LR N 2 2033-05-15 Fixed 4.75000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKA6 96000.00000000 PA USD 84886.74000000 0.016919136491 Long DBT CORP US N 2 2032-07-21 Fixed 2.29900000 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAM2 50000.00000000 PA USD 46429.05000000 0.009253971045 Long DBT CORP US N 2 2031-11-01 Fixed 3.62500000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 01F042665 6000000.00000000 PA USD 5758812.00000000 1.147813265747 Long ABS-MBS USGSE US N 2 2056-06-15 Fixed 4.50000000 N N N N N N HUNTINGTON BANCSHARES INC 549300XTVCVV9I7B5T19 446150BF0 637000.00000000 PA USD 651153.55000000 0.129784178182 Long DBT CORP US N 2 2039-11-18 Fixed 6.14100000 N N N N N N BOEING COMPANY (THE) RVHJWBXLJ1RFUBSY1F30 097023CJ2 150000.00000000 PA USD 135384.93000000 0.026984145104 Long DBT CORP US N 2 2034-05-01 Fixed 3.60000000 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607AC1 127000.00000000 PA USD 127680.63000000 0.025448568366 Long DBT CORP US N 2 2030-04-01 Fixed 4.85000000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HDN2 155000.00000000 PA USD 150879.82000000 0.030072497405 Long DBT CORP US N 2 2036-09-11 Fixed 5.19700000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAT7 93000.00000000 PA USD 85499.34000000 0.017041236398 Long DBT CORP US N 2 2049-02-15 Fixed 5.50000000 N N N N N N BX TRUST 2018-BILT N/A 12433LAA3 2500000.00000000 PA USD 2505160.43000000 0.499314159653 Long ABS-O CORP US N 2 2031-02-15 Fixed 5.05965000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CQ0 71000.00000000 PA USD 72482.32000000 0.014446758885 Long DBT CORP US N 2 2033-06-01 Fixed 5.50000000 N N N N N N B.A.T. INTERNATIONAL FINANCE PLC 21380041YBGOQDFAC823 05530QAP5 38000.00000000 PA USD 38008.78000000 0.007575691288 Long DBT CORP GB N 2 2028-03-16 Fixed 4.44800000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361A32 40000.00000000 PA USD 40461.37000000 0.008064527412 Long DBT CORP US N 2 2030-07-10 Fixed 5.25000000 N N N N N N B.A.T. INTERNATIONAL FINANCE PLC 21380041YBGOQDFAC823 05530QAQ3 50000.00000000 PA USD 51696.13000000 0.010303775119 Long DBT CORP GB N 2 2029-02-02 Fixed 5.93100000 N N N N N N OBX 2024-NQM17 TRUST 254900HMH8TR6ZSMCB34 673911AC7 268184.83810000 PA USD 269387.22000000 0.053692710360 Long ABS-O CORP US N 2 2064-11-25 Variable 5.61000000 N N N N N N PEACEHEALTH PLDU35L52IYZUL5SMS69 70462GAE8 20000.00000000 PA USD 19857.89000000 0.003957960352 Long DBT CORP US N 2 2028-11-15 Fixed 4.33500000 N N N N N N DOLLAR GENERAL CORP OPX52SQVOZI8IVSWYU66 256677AG0 10000.00000000 PA USD 9528.72000000 0.001899209632 Long DBT CORP US N 2 2030-04-03 Fixed 3.50000000 N N N N N N GXO LOGISTICS INC 5493007CNWMXN78JRN66 36262GAD3 41000.00000000 PA USD 36350.28000000 0.007245128612 Long DBT CORP US N 2 2031-07-15 Fixed 2.65000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LU3 49000.00000000 PA USD 42549.17000000 0.008480655692 Long DBT CORP US N 2 2039-01-24 Fixed 3.87800000 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 78017TAB9 128000.00000000 PA USD 127261.11000000 0.025364952054 Long DBT CORP LR N 2 2036-01-15 Fixed 5.37500000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599DF9 65000.00000000 PA USD 70639.15000000 0.014079388848 Long DBT CORP US N 2 2036-09-15 Fixed 6.45000000 N N N N N N SCG TRUST 2025-SNIP 5493005BBCF84ICNQ550 78398JAA2 2500000.00000000 PA USD 2507473.90000000 0.499775267179 Long ABS-O CORP US N 2 2042-09-15 Floating 5.12709000 N N N N N N Elmwood CLO 27 Ltd N/A 29003FAK8 1700000.00000000 PA USD 1703910.00000000 0.339613535159 Long ABS-CBDO CORP KY N 2 2039-04-18 Floating 4.88328840 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74762EAP7 21000.00000000 PA USD 20928.21000000 0.004171290374 Long DBT CORP US N 2 2035-08-09 Fixed 5.10000000 N N N N N N GE AEROSPACE 3C7474T6CDKPR9K6YT90 36962G4B7 37000.00000000 PA USD 42810.51000000 0.008532744477 Long DBT CORP US N 2 2039-01-10 Fixed 6.87500000 N N N N N N COLT 2026-2 MORTGAGE LOAN TRUST N/A 19689FAF1 2431785.50000000 PA USD 2408298.93000000 0.480008282913 Long ABS-O CORP US N 2 2071-03-25 Variable 4.83200000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMB2 1133000.00000000 PA USD 1138386.62000000 0.226896669657 Long DBT CORP US N 2 2035-08-15 Fixed 5.42500000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427NV89 214578.37000000 PA USD 216623.42000000 0.043176133401 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 5.50000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016FZX5 115000.00000000 PA USD 116076.87000000 0.023135773703 Long DBT CORP CA N 2 2033-02-01 Fixed 5.00000000 N N N N N N BENCHMARK 2023-B39 MORTGAGE TRUST N/A 081925AD1 250000.00000000 PA USD 260233.06000000 0.051868155872 Long ABS-O CORP US N 2 2056-07-17 Fixed 5.75359000 N N N N N N EXPEDIA GROUP INC CI7MUJI4USF3V0NJ1H64 30212PBL8 191000.00000000 PA USD 189932.23000000 0.037856199019 Long DBT CORP US N 2 2035-02-15 Fixed 5.40000000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AU7 526000.00000000 PA USD 526160.88000000 0.104871358533 Long DBT CORP US N 2 2033-08-15 Fixed 6.00000000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361A24 29000.00000000 PA USD 29156.86000000 0.005811377536 Long DBT CORP US N 2 2028-07-10 Fixed 4.95000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CQT1 5140000.00000000 PA USD 5130563.27000000 1.022594344469 Long DBT UST US N 1 2033-05-31 Fixed 4.25000000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XEN2 6000.00000000 PA USD 6167.04000000 0.001229178921 Long DBT CORP US N 2 2029-01-07 Fixed 5.80000000 N N N N N N ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE 315700IASY927EDWBK92 000000000 986000.00000000 PA USD 954047.87000000 0.190155330881 Long DBT NUSS RO N 2 2035-03-24 Fixed 5.75000000 N N N N N N PACIFIC GAS & ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308KG1 7000.00000000 PA USD 7250.14000000 0.001445056180 Long DBT CORP US N 2 2032-06-15 Fixed 5.90000000 N N N N N N COLT 2025-11 MORTGAGE LOAN TRUST 213800CETFGZSOQ6WF79 12676KAC7 1911850.40020000 PA USD 1904456.76000000 0.379585361211 Long ABS-O CORP US N 2 2070-11-25 Variable 5.05300000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAF9 305000.00000000 PA USD 312681.16000000 0.062321809324 Long DBT CORP US N 2 2036-01-18 Fixed 5.58700000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477CS0 12000.00000000 PA USD 12307.08000000 0.002452976358 Long DBT CORP US N 2 N/A Fixed 6.45000000 N N N N N N KODIAK GAS SERVICES LLC 549300ZQBRWEUOVOM131 50012LAD6 1010000.00000000 PA USD 1027994.42000000 0.204893931663 Long DBT CORP US N 2 2033-10-01 Fixed 6.50000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBS6 36000.00000000 PA USD 36234.97000000 0.007222145687 Long DBT CORP US N 2 2030-05-01 Fixed 4.80000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBJ3 92000.00000000 PA USD 63863.10000000 0.012728825558 Long DBT CORP US N 2 2046-07-15 Fixed 4.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YGA7 339000.00000000 PA USD 349121.30000000 0.069584848315 Long DBT CORP US N 2 2036-04-17 Fixed 5.66400000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 292480AJ9 30000.00000000 PA USD 26482.21000000 0.005278281691 Long DBT CORP US N 2 2044-05-15 Fixed 5.00000000 N N N N N N QTS FAYETTEVILLE I DC1-2 LLC / QTS TRS FAYETTEVILLE I DCI-2 LLC N/A 74751AAA1 2432000.00000000 PA USD 2367131.31000000 0.471802989815 Long DBT CORP US N 2 2036-04-15 Fixed 5.70000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFL1 2000.00000000 PA USD 1939.52000000 0.000386573964 Long DBT CORP US N 2 2054-07-15 Fixed 5.62500000 N N N N N N ROGERS COMMUNICATIONS INC 5493000M6Z4XFIP6PF03 775109CJ8 20000.00000000 PA USD 17061.48000000 0.003400596004 Long DBT CORP CA N 2 2042-03-15 Fixed 4.50000000 N N N N N N STARWOOD PROPERTY TRUST INC BUGSFQZERKRBFWIG5267 85571BBF1 70000.00000000 PA USD 69909.55000000 0.013933969174 Long DBT CORP US N 2 2028-10-15 Fixed 5.25000000 N N N N N N HEALTHCARE REALTY HOLDINGS LP 549300IYGAS4GE6VDL07 42225UAM6 51000.00000000 PA USD 44407.83000000 0.008851113107 Long DBT CORP US N 2 2031-03-15 Fixed 2.05000000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAP9 100000.00000000 PA USD 98802.53000000 0.019692751668 Long DBT CORP US N 2 2027-02-15 Fixed 2.49300000 N N N N N N QNITY ELECTRONICS INC 254900RSUG4J9TFFZX53 74743LAB6 5000.00000000 PA USD 5102.45000000 0.001016990969 Long DBT CORP US N 2 2033-08-15 Fixed 6.25000000 N N N N N N AUTONATION INC N/A 05329RAA1 47000.00000000 PA USD 43921.57000000 0.008754194562 Long DBT CORP US N 2 2032-03-01 Fixed 3.85000000 N N N N N N ASCENSION HEALTH ALLIANCE 549300IMOY6ECI21DH68 04351LAE0 25000.00000000 PA USD 24758.94000000 0.004934809432 Long DBT CORP US N 2 2035-11-15 Fixed 4.92300000 N N N N N N FERGUSON ENTERPRISES INC 2138003JYQMRP3SLX189 31488VAB3 23000.00000000 PA USD 22626.03000000 0.004509690086 Long DBT CORP US N 2 2031-03-15 Fixed 4.35000000 N N N N N N HLTN COMMERCIAL MORTGAGE TRUST 2024-DPLO N/A 40446RAA6 2700000.00000000 PA USD 2706550.09000000 0.539453987682 Long ABS-O CORP US N 2 2041-04-15 Floating 5.32709000 N N N N N N THERMO FISHER SCIENTIFIC INC HCHV7422L5HDJZCRFL38 883556DJ8 70000.00000000 PA USD 69235.50000000 0.013799621408 Long DBT CORP US N 2 2036-02-12 Fixed 4.90200000 N N N N N N LCM INVESTMENTS HOLDINGS II LLC 549300P5V78NNQTG4428 50190EAC8 10000.00000000 PA USD 10435.58000000 0.002079959748 Long DBT CORP US N 2 2031-08-01 Fixed 8.25000000 N N N N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466LAW4 613000.00000000 PA USD 625387.68000000 0.124648673257 Long DBT CORP US N 2 2056-03-15 Fixed 6.55000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CCS8 7952000.00000000 PA USD 6874752.50000000 1.370236103945 Long DBT UST US N 1 2031-08-15 Fixed 1.25000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912810UJ5 2429000.00000000 PA USD 2365238.75000000 0.471425775647 Long DBT UST US N 1 2045-02-15 Fixed 4.75000000 N N N N N N SOLVENTUM CORP 254900I70403OSGY4M28 83444MAP6 28000.00000000 PA USD 28545.72000000 0.005689568629 Long DBT CORP US N 2 2029-03-01 Fixed 5.40000000 N N N N N N REVVITY INC 549300IKL1SDPFI7N655 714046AG4 50000.00000000 PA USD 47889.90000000 0.009545139260 Long DBT CORP US N 2 2029-09-15 Fixed 3.30000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBQ7 233000.00000000 PA USD 159042.94000000 0.031699523505 Long DBT CORP US N 2 2047-11-15 Fixed 4.00000000 N N N N N N BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM7 254900T3YTF92WA96N66 105698AC8 455464.15890000 PA USD 456941.74000000 0.091074997906 Long ABS-O CORP US N 2 2064-10-25 Variable 5.55400000 N N N N N N OBX 2021-NQM4 TRUST N/A 67115DAA0 3823848.08710000 PA USD 3242999.02000000 0.646375901134 Long ABS-O CORP US N 2 2061-10-25 Fixed 1.95700000 N N N N N N OCP CLO 2024-33 LTD 213800MSZWCRHL4TG372 671080AA7 500000.00000000 PA USD 500000.00000000 0.099657122488 Long ABS-CBDO CORP JE N 2 2037-07-20 Floating 5.17523000 N N N N N N KODIAK GAS SERVICES LLC 549300ZQBRWEUOVOM131 50012LAE4 5000.00000000 PA USD 5140.02000000 0.001024479205 Long DBT CORP US N 2 2035-10-01 Fixed 6.75000000 N N N N N N ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE 315700IASY927EDWBK92 000000000 160000.00000000 PA USD 163522.36000000 0.032592335720 Long DBT NUSS RO N 2 2036-05-16 Fixed 6.62500000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 000000000 113.00000000 NC USD 165473.32000000 0.032981189839 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2026-09-21 12532901.68000000 USD 165473.32000000 N N N BANK5 2025-5YR14 N/A 06604MAC2 180000.00000000 PA USD 185000.51000000 0.036873236971 Long ABS-O CORP US N 2 2058-04-17 Variable 5.64600000 N N N N N N BANK 2024-BNK48 N/A 06541GAQ0 1250000.00000000 PA USD 1250059.16000000 0.249154597652 Long ABS-O CORP US N 2 2057-10-17 Variable 5.35500000 N N N N N N AUTONATION INC N/A 05329WAQ5 20000.00000000 PA USD 19898.72000000 0.003966098352 Long DBT CORP US N 2 2030-06-01 Fixed 4.75000000 N N N N N N HUNTINGTON BANCSHARES INC 549300XTVCVV9I7B5T19 446150BD5 292000.00000000 PA USD 299136.16000000 0.059622097875 Long DBT CORP US N 2 2035-02-02 Fixed 5.70900000 N N N N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466LAK0 40000.00000000 PA USD 27575.63000000 0.005496215873 Long DBT CORP US N 2 2041-07-15 Fixed 2.70000000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HDH5 1138000.00000000 PA USD 1169017.15000000 0.233001770618 Long DBT CORP US N 2 2035-07-26 Fixed 5.88400000 N N N N N N CENCORA INC AI8GXW8LG5WK7E9UD086 03073EBB0 1000000.00000000 PA USD 981797.65000000 0.195686257330 Long DBT CORP US N 2 2030-11-15 Fixed 4.25000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 01F042467 3000000.00000000 PA USD 2968044.00000000 0.591573448920 Long ABS-MBS USGSE US N 2 2041-06-15 Fixed 4.50000000 N N N N N N CITIZENS FINANCIAL GROUP INC 2138004JDDA4ZQUPFW65 174610AT2 11000.00000000 PA USD 10410.79000000 0.002075018748 Long DBT CORP US N 2 2030-04-30 Fixed 3.25000000 N N N N N N COLT 2025-7 MORTGAGE LOAN TRUST 213800DOQUYA3TO33M98 19689CAA9 310804.25700000 PA USD 311610.37000000 0.062108385623 Long ABS-O CORP US N 2 2070-06-25 Variable 5.47000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 01F032666 3000000.00000000 PA USD 2726964.00000000 0.543522770741 Long ABS-MBS USGSE US N 2 2056-06-15 Fixed 3.50000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBW9 46000.00000000 PA USD 46368.06000000 0.009241814869 Long DBT CORP US N 2 2031-01-17 Fixed 5.54300000 N N N N N N TEACHERS INSURANCE & ANNUITY ASSOCIATION OF AMERICA O06XD7BJ4EPXNABVFN69 878091BD8 47000.00000000 PA USD 41988.72000000 0.008368950024 Long DBT CORP US N 2 2044-09-15 Fixed 4.90000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CY2 43000.00000000 PA USD 25658.58000000 0.005114120499 Long DBT CORP US N 2 2052-06-15 Fixed 2.90000000 N N N N N N OHA CREDIT FUNDING 16-R LTD N/A 67121NAC6 300000.00000000 PA USD 300680.70000000 0.059929946699 Long ABS-CBDO CORP BM N 2 2038-07-20 Floating 4.96523000 N N N N N N PACIFIC GAS & ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308KU0 20000.00000000 PA USD 20246.41000000 0.004035397922 Long DBT CORP US N 2 2035-03-01 Fixed 5.70000000 N N N N N N EFMT 2025-NQM5 N/A 28225KAA3 261502.96860000 PA USD 260398.08000000 0.051901046708 Long ABS-O CORP US N 2 2070-11-25 Variable 5.03300000 N N N N N N COMMERCIAL METALS COMPANY 549300OQS2LO07ZJ7N73 201723AS2 20000.00000000 PA USD 20001.28000000 0.003986540021 Long DBT CORP US N 2 2033-11-15 Fixed 5.75000000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AS2 336000.00000000 PA USD 342425.77000000 0.068250333808 Long DBT CORP US N 2 2032-05-15 Fixed 6.50000000 N N N N N N 1011778 B.C. ULC / NEW RED FINANCE INC N/A 68245XAM1 10000.00000000 PA USD 9483.73000000 0.001890242484 Long DBT CORP CA N 2 2030-10-15 Fixed 4.00000000 N N N N N N USA COMPRESSION PARTNERS LP / USA COMPRESSION FINANCE CORP N/A 91740PAH1 30000.00000000 PA USD 30110.78000000 0.006001507381 Long DBT CORP US N 2 2033-10-01 Fixed 6.25000000 N N N N N N INSTALLED BUILDING PRODUCTS INC 549300I95Y9P9YM5FI86 45780RAB7 170000.00000000 PA USD 166995.06000000 0.033284494298 Long DBT CORP US N 2 2034-02-01 Fixed 5.62500000 N N N N N N HIGHWOODS REALTY LP JUJNVZX73BIYHLR58F51 431282AT9 47000.00000000 PA USD 41904.88000000 0.008352239518 Long DBT CORP US N 2 2031-02-01 Fixed 2.60000000 N N N N N N B.A.T CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBZ7 123000.00000000 PA USD 129979.48000000 0.025906761918 Long DBT CORP US N 2 2034-02-20 Fixed 6.00000000 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 92676XAH0 970000.00000000 PA USD 970311.54000000 0.193396911988 Long DBT CORP BM N 2 2033-10-15 Fixed 5.87500000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADM6 21000.00000000 PA USD 21319.97000000 0.004249373723 Long DBT CORP US N 2 2030-01-08 Fixed 5.30000000 N N N N N N TIME WARNER CABLE ENTERPRISES LLC N/A 88731EAJ9 593000.00000000 PA USD 669166.43000000 0.133374401759 Long DBT CORP US N 2 2033-07-15 Fixed 8.37500000 N N N N N N QXO INC N/A 74825NAA5 537000.00000000 PA USD 547345.11000000 0.109093677341 Long DBT CORP US N 2 2032-04-30 Fixed 6.75000000 N N N N N N ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE 315700IASY927EDWBK92 775921AA7 264000.00000000 PA USD 251709.51000000 0.050169290939 Long DBT NUSS RO N 2 2036-07-04 Fixed 5.75000000 N N N N N N FORD MOTOR CO 20S05OYHG0MQM4VUIC57 345370DA5 936000.00000000 PA USD 829426.12000000 0.165316440872 Long DBT CORP US N 2 2032-02-12 Fixed 3.25000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CCR0 4654000.00000000 PA USD 4365306.56000000 0.870067781102 Long DBT UST US N 1 2028-07-31 Fixed 1.00000000 N N N N N N CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 14149YBV9 5000.00000000 PA USD 4975.70000000 0.000991727888 Long DBT CORP US N 2 2035-09-15 Fixed 5.15000000 N N N N N N SOLSTICE ADVANCED MATERIALS INC 2138004GZ4H9TW6HK435 83443QAA1 1234000.00000000 PA USD 1219371.41000000 0.243038091931 Long DBT CORP US N 2 2033-09-30 Fixed 5.62500000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HCS2 25000.00000000 PA USD 25100.94000000 0.005002974904 Long DBT CORP US N 2 2028-05-10 Fixed 4.92700000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XFH4 963213.51130000 PA USD 935224.11000000 0.186403487369 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 4.50000000 N N N N N N CITIZENS FINANCIAL GROUP INC 2138004JDDA4ZQUPFW65 174610AS4 10000.00000000 PA USD 9211.95000000 0.001836072859 Long DBT CORP US N 2 2030-02-06 Fixed 2.50000000 N N N N N N ALCON FINANCE CORP 549300CUZUI9VU7XNK42 01400EAB9 200000.00000000 PA USD 189841.38000000 0.037838091320 Long DBT CORP US N 2 2029-09-23 Fixed 3.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMA4 75000.00000000 PA USD 76642.26000000 0.015275894185 Long DBT CORP US N 2 2035-01-23 Fixed 5.46800000 N N N N N N BANK5 2025-5YR16 N/A 05494RBL5 200000.00000000 PA USD 203516.46000000 0.040563729565 Long ABS-O CORP US N 2 2058-12-17 Variable 5.27000000 N N N N N N HOWARD MIDSTREAM ENERGY PARTNERS LLC N/A 442722AD6 1010000.00000000 PA USD 1021382.69000000 0.203576119690 Long DBT CORP US N 2 2034-01-15 Fixed 6.62500000 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KDJ6 36000.00000000 PA USD 36565.13000000 0.007287951278 Long DBT CORP US N 2 2030-03-15 Fixed 5.05000000 N N N N N N BOEING COMPANY (THE) RVHJWBXLJ1RFUBSY1F30 097023DP7 220000.00000000 PA USD 223542.96000000 0.044555296292 Long DBT CORP US N 2 2027-05-01 Fixed 6.25900000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCQ6 105000.00000000 PA USD 86793.37000000 0.017299155010 Long DBT CORP US N 2 2053-02-06 Fixed 5.55000000 N N N N N N MACQUARIE AIRFINANCE HOLDINGS LTD 549300MCGUSL5B852H65 55609NAF5 20000.00000000 PA USD 20085.45000000 0.004003316301 Long DBT CORP GB N 2 2028-03-27 Fixed 5.20000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKY4 223000.00000000 PA USD 224116.85000000 0.044669680744 Long DBT CORP US N 2 2033-07-22 Fixed 5.01500000 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAS1 29000.00000000 PA USD 29105.34000000 0.005801108866 Long DBT CORP US N 2 2036-01-15 Fixed 6.25000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBZ2 30000.00000000 PA USD 30478.34000000 0.006074767325 Long DBT CORP US N 2 2029-05-15 Fixed 5.73700000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599EL5 283000.00000000 PA USD 291863.20000000 0.058172493344 Long DBT CORP US N 2 2034-10-01 Fixed 5.55000000 N N N N N N MANHATTAN WEST 2026-2MW MTG TR N/A 563126AC5 600000.00000000 PA USD 603108.05000000 0.120208025625 Long ABS-O CORP US N 2 2048-06-10 Fixed 5.71833000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWNX7 903062.51480000 PA USD 908846.93000000 0.181146139653 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 5.50000000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HDJ1 119000.00000000 PA USD 121736.61000000 0.024263840508 Long DBT CORP US N 2 2036-01-30 Fixed 6.18300000 N N N N N N BENEFIT STREET PARTNERS CLO VI-B LTD 254900W9Z98050HPZO36 08182DAN4 2000000.00000000 PA USD 2001960.00000000 0.399019145875 Long ABS-CBDO CORP KY N 2 2038-04-20 Floating 4.85523000 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74762EAL6 151000.00000000 PA USD 152547.69000000 0.030404927655 Long DBT CORP US N 2 2034-08-09 Fixed 5.25000000 N N N N N N ROCKET COMPANIES INC N/A 77311WAB7 167000.00000000 PA USD 169459.28000000 0.033775648447 Long DBT CORP US N 2 2033-08-01 Fixed 6.37500000 N N N N N N CHORD ENERGY CORP 529900FA4V2YNIKZ0M71 674215AN8 35000.00000000 PA USD 35968.15000000 0.007168964660 Long DBT CORP US N 2 2033-03-15 Fixed 6.75000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJW0 50000.00000000 PA USD 38662.77000000 0.007706040811 Long DBT CORP US N 2 2042-04-22 Fixed 3.31100000 N N N N N N CROSS 2025-H5 MORTGAGE TRUST N/A 227920AA3 707565.55920000 PA USD 710008.52000000 0.141514812091 Long ABS-O CORP US N 2 2070-07-25 Variable 5.50900000 N N N N N N HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE 5299003F3UFKGCCMAP43 445545AF3 100000.00000000 PA USD 117702.80000000 0.023459844713 Long DBT NUSS HU N 2 2041-03-29 Fixed 7.62500000 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAQ3 288000.00000000 PA USD 254002.78000000 0.050626372317 Long DBT CORP US N 2 2033-08-15 Fixed 3.25000000 N N N N N N M&T BANK CORP 549300WYXDDBYRASEG81 55261FAZ7 120000.00000000 PA USD 119646.59000000 0.023847269749 Long DBT CORP US N 2 2035-07-30 Fixed 5.40000000 N N N N N N ELLINGTON FINANCIAL MORTGAGE TRUST 2021-2 N/A 31572LAA4 1306436.41560000 PA USD 1102480.06000000 0.219739980761 Long ABS-O CORP US N 2 2066-06-25 Variable 0.93100000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBV4 62000.00000000 PA USD 62064.00000000 0.012370239300 Long DBT CORP US N 2 2035-08-06 Fixed 5.25000000 N N N N N N COLT 2025-4 MORTGAGE LOAN TRUST 2138002WIT3BHLQD3E93 12674HAA0 408886.68830000 PA USD 411989.83000000 0.082115441904 Long ABS-O CORP US N 2 2070-04-25 Variable 5.79400000 N N N N N N GREAT WOLF TRUST 2015-WOLF N/A 362414AA2 300000.00000000 PA USD 300748.46000000 0.059943452233 Long ABS-O CORP US N 2 2041-05-15 Floating 5.31833000 N N N N N N BRINK'S COMPANY (THE) XFP140TFNOQMIVFTVQ13 109696AC8 33000.00000000 PA USD 33806.99000000 0.006738214686 Long DBT CORP US N 2 2029-06-15 Fixed 6.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MS7 61000.00000000 PA USD 56110.39000000 0.011183600018 Long DBT CORP US N 2 2031-06-03 Fixed 2.57200000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADT9 374000.00000000 PA USD 378594.21000000 0.075459219119 Long DBT CORP US N 2 2035-05-15 Fixed 5.30000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEE8 208000.00000000 PA USD 156565.83000000 0.031205800195 Long DBT CORP US N 2 2041-05-15 Fixed 3.05000000 N N N N N N BMO 2024-5C4 MORTGAGE TRUST N/A 09660SAU4 1900000.00000000 PA USD 1982064.74000000 0.395053737149 Long ABS-O CORP US N 2 2057-05-17 Variable 6.52620000 N N N N N N UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO 254900EGTWEU67VP6075 91086QAV0 502000.00000000 PA USD 491028.83000000 0.097869040513 Long DBT NUSS MX N 2 2040-01-11 Fixed 6.05000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWDD2 11242628.31080000 PA USD 9472886.95000000 1.888081310197 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N MASSACHUSETTS DEVELOPMENT FINANCE AGENCY (MA) 549300UZSVMFXJK08K70 57584FEV8 130000.00000000 PA USD 119661.93000000 0.023850327230 Long DBT MUN US N 2 2045-05-01 Fixed 4.57100000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BU2 50000.00000000 PA USD 49992.85000000 0.009964287152 Long DBT CORP US N 2 2027-02-15 Fixed 4.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W0P74 431665.93500000 PA USD 434568.95000000 0.086615782159 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.50000000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAZ6 560000.00000000 PA USD 546517.42000000 0.108928706934 Long DBT CORP US N 2 2032-02-25 Fixed 4.94700000 N N N N N N NXP BV / NXP FUNDING LLC / NXP USA INC 724500RKKW4NOJ9YQF60 62954HBA5 10000.00000000 PA USD 8985.60000000 0.001790958079 Long DBT CORP NL N 2 2031-05-11 Fixed 2.50000000 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAW5 923000.00000000 PA USD 889090.95000000 0.177208491415 Long DBT CORP IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 02666TAJ6 329000.00000000 PA USD 327397.24000000 0.065254933698 Long DBT CORP US N 2 2035-03-15 Fixed 5.25000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912810UL0 2348000.00000000 PA USD 2357538.75000000 0.469891055961 Long DBT UST US N 1 2045-05-15 Fixed 5.00000000 N N N N N N PERFORMANCE FOOD GROUP INC 549300OMUOGBYK0FFO76 71376LAH3 625000.00000000 PA USD 611154.99000000 0.121811895396 Long DBT CORP US N 2 2034-03-01 Fixed 5.62500000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BW9 24000.00000000 PA USD 15048.42000000 0.002999364470 Long DBT CORP US N 2 2051-08-12 Fixed 3.05000000 N N N N N N VALE OVERSEAS LTD 254900BA3U6G5DNV5V04 91911TAS2 845000.00000000 PA USD 865376.49000000 0.172481861725 Long DBT CORP KY N 2 2054-06-28 Fixed 6.40000000 N N N N N N COLT 2025-8 MORTGAGE LOAN TRUST 2138009IZ4NQZAKAEN75 19689DAA7 195993.77430000 PA USD 196664.96000000 0.039198128015 Long ABS-O CORP US N 2 2070-08-25 Variable 5.48000000 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAR1 20000.00000000 PA USD 19686.93000000 0.003923885588 Long DBT CORP US N 2 2035-09-01 Fixed 5.25000000 N N N N N N EAGLE FUNDING LUXCO SARL 894500VDP08MVIZ6OA60 26951TAA8 500000.00000000 PA USD 502555.90000000 0.100166549767 Long DBT CORP LU N 2 2030-08-17 Fixed 5.50000000 N N N N N N 1011778 B.C. ULC / NEW RED FINANCE INC N/A 68245XAR0 31000.00000000 PA USD 31574.66000000 0.006293279518 Long DBT CORP CA N 2 2029-06-15 Fixed 6.12500000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAX4 1000000.00000000 PA USD 1055412.77000000 0.210358799392 Long DBT CORP US N 2 2029-05-15 Fixed 6.37500000 N N N N N N BENEFIT STREET PARTNERS CLO 41 LTD 2549009YX7JH1CA3SZ28 08186GAA1 3000000.00000000 PA USD 3013029.00000000 0.600539600230 Long ABS-CBDO CORP KY N 2 2038-07-26 Floating 4.96659000 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KBW9 41000.00000000 PA USD 38999.35000000 0.007773125999 Long DBT CORP US N 2 2028-06-15 Fixed 1.90000000 N N N N N N SYMPHONY CLO 44 LTD 213800MRCL5WD4V7W689 87170MAE2 500000.00000000 PA USD 501000.00000000 0.099856436733 Long ABS-CBDO CORP KY N 2 2036-01-22 Variable 5.21506000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBF5 10000.00000000 PA USD 8902.13000000 0.001774321319 Long DBT CORP US N 2 2045-03-15 Fixed 5.15000000 N N N N N N COMMERCIAL METALS COMPANY 549300OQS2LO07ZJ7N73 201723AV5 817000.00000000 PA USD 818239.55000000 0.163086798119 Long DBT CORP US N 2 2035-12-15 Fixed 6.00000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJV3 161000.00000000 PA USD 163188.43000000 0.032525778714 Long DBT CORP US N 2 2031-05-15 Fixed 5.08300000 N N N N N N BANK 2025-BNK50 N/A 06541HAJ4 100000.00000000 PA USD 101913.92000000 0.020312896017 Long ABS-O CORP US N 2 2067-12-25 Variable 5.89500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEY7 110000.00000000 PA USD 117810.17000000 0.023481245084 Long DBT CORP US N 2 2033-10-18 Fixed 6.34200000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397J61 1007000.00000000 PA USD 1003661.12000000 0.200043958346 Long DBT CORP US N 2 2031-04-09 Fixed 5.42000000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46647PDH6 10000.00000000 PA USD 10012.53000000 0.001995639857 Long DBT CORP US N 2 2033-07-25 Fixed 4.91200000 N N N N N N BOEING COMPANY (THE) RVHJWBXLJ1RFUBSY1F30 097023CP8 430000.00000000 PA USD 373793.86000000 0.074502440983 Long DBT CORP US N 2 2035-02-01 Fixed 3.25000000 N N N N N N MANHATTAN WEST 2026-2MW MTG TR N/A 563126AA9 1200000.00000000 PA USD 1204481.63000000 0.240070346672 Long ABS-O CORP US N 2 2048-06-10 Fixed 5.49847000 N N N N N N EFMT 2026-NQM4 N/A 26846KAD0 170161.84000000 PA USD 170466.89000000 0.033976479474 Long ABS-O CORP US N 2 2071-04-25 Variable 5.46600000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MP3 197000.00000000 PA USD 194747.11000000 0.038815873191 Long DBT CORP US N 2 2031-03-31 Fixed 4.41200000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAP7 33000.00000000 PA USD 34342.19000000 0.006844887670 Long DBT CORP US N 2 2034-06-08 Fixed 5.86700000 N N N N N N J.M. SMUCKER COMPANY (THE) 5493000WDH6A0LHDJD55 832696AU2 7000.00000000 PA USD 6034.66000000 0.001202793701 Long DBT CORP US N 2 2032-03-15 Fixed 2.12500000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAN0 43000.00000000 PA USD 35798.78000000 0.007135206806 Long DBT CORP US N 2 2048-04-15 Fixed 4.70000000 N N N N N N B.A.T CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBD6 25000.00000000 PA USD 22873.45000000 0.004559004416 Long DBT CORP US N 2 2037-08-15 Fixed 4.39000000 N N N N N N Ellington Financial Mortgage Trust 2019-1 N/A 31573CAA3 493715.75480000 PA USD 433324.49000000 0.086367743554 Long ABS-O CORP US N 2 2067-01-25 Variable 2.20600000 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2024-OMNI N/A 46593JAA2 180000.00000000 PA USD 181501.25000000 0.036175784606 Long ABS-O CORP US N 2 2039-10-07 Variable 5.79715000 N N N N N N BOEING COMPANY (THE) RVHJWBXLJ1RFUBSY1F30 097023DS1 140000.00000000 PA USD 152846.03000000 0.030464391067 Long DBT CORP US N 2 2034-05-01 Fixed 6.52800000 N N N N N N GLENCORE FINANCE (CANADA) LTD 5493005TTO0UJ33KCK70 98417EAR1 1130000.00000000 PA USD 1104103.10000000 0.220063475753 Long DBT CORP CA N 2 2042-10-25 Fixed 5.55000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676BC8 744000.00000000 PA USD 733706.80000000 0.146238216876 Long DBT CORP US N 2 2055-05-01 Fixed 5.70000000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 000000000 -277.00000000 NC USD -146506.05000000 -0.02920074274 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2026-09-21 -30288868.95000000 USD -146506.05000000 N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BE7 230000.00000000 PA USD 209684.98000000 0.041793203471 Long DBT CORP US N 2 2031-04-27 Fixed 2.85000000 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 44107TBD7 26000.00000000 PA USD 26661.77000000 0.005314070557 Long DBT CORP US N 2 2032-06-15 Fixed 5.70000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDZ5 3810000.00000000 PA USD 3743565.64000000 0.746145959060 Long DBT CORP US N 2 2036-02-04 Fixed 5.70000000 N N N N N N ARES XLI CLO LTD 549300X38KZ67Q2FQG11 04016DBA2 2525000.00000000 PA USD 2531130.70000000 0.504490404410 Long ABS-CBDO CORP KY N 2 2039-04-15 Floating 4.87467000 N N N N N N O'REILLY AUTOMOTIVE INC 549300K2RLMQL149Q332 67103HAP2 120000.00000000 PA USD 118603.14000000 0.023639295301 Long DBT CORP US N 2 2036-03-12 Fixed 5.10000000 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571903BF9 577000.00000000 PA USD 532002.83000000 0.106035742387 Long DBT CORP US N 2 2032-10-15 Fixed 3.50000000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAT1 30000.00000000 PA USD 29761.19000000 0.005931829114 Long DBT CORP US N 2 2031-04-15 Fixed 5.25000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CEB3 92000.00000000 PA USD 86846.56000000 0.017309756535 Long DBT UST US N 1 2029-02-28 Fixed 1.87500000 N N N N N N REGIONS FINANCIAL CORP CW05CS5KW59QTC0DG824 7591EPAU4 40000.00000000 PA USD 41030.56000000 0.008177975087 Long DBT CORP US N 2 2030-06-06 Fixed 5.72200000 N N N N N N PACIFIC GAS & ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308KW6 59000.00000000 PA USD 59410.30000000 0.011841319088 Long DBT CORP US N 2 2028-06-04 Fixed 5.00000000 N N N N N N M&T BANK CORP 549300WYXDDBYRASEG81 55261FAT1 1149000.00000000 PA USD 1199575.67000000 0.239092518959 Long DBT CORP US N 2 2032-03-13 Fixed 6.08200000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XEX0 1250000.00000000 PA USD 1262648.26000000 0.251663784614 Long DBT CORP US N 2 2027-07-15 Fixed 5.35000000 N N N N N N CHOICE HOTELS INTERNATIONAL INC 5493003CYRY5RFGTIR97 169905AG1 184000.00000000 PA USD 173434.28000000 0.034567922571 Long DBT CORP US N 2 2031-01-15 Fixed 3.70000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJF7 197000.00000000 PA USD 175960.21000000 0.035071376402 Long DBT CORP US N 2 2031-07-23 Fixed 1.89800000 N N N N N N HEXCEL CORP S6Q7LW43WUBUHXY2QP69 428291AP3 64000.00000000 PA USD 65921.19000000 0.013139032212 Long DBT CORP US N 2 2035-02-26 Fixed 5.87500000 N N N N N N JDE PEET'S NV 724500EHG519SE5ZRT89 47216QAC7 225000.00000000 PA USD 195864.64000000 0.039038612839 Long DBT CORP NL N 2 2031-09-24 Fixed 2.25000000 N N N N N N JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2017-C7 N/A 46648KAU0 480000.00000000 PA USD 473070.01000000 0.094289591864 Long ABS-O CORP US N 2 2050-10-17 Fixed 3.40920000 N N N N N N BACARDI LTD / BACARDI-MARTINI BV N/A 05635JAC4 294000.00000000 PA USD 281988.84000000 0.056204392736 Long DBT CORP BM N 2 2043-06-15 Fixed 5.90000000 N N N N N N PACIFIC GAS & ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308KY2 50000.00000000 PA USD 49727.23000000 0.009911345302 Long DBT CORP US N 2 2032-10-15 Fixed 5.05000000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46647PEK8 30000.00000000 PA USD 30289.35000000 0.006037098926 Long DBT CORP US N 2 2035-07-22 Fixed 5.29400000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAU7 46000.00000000 PA USD 45672.37000000 0.009103153942 Long DBT CORP GB N 2 2035-09-25 Fixed 5.20000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 01F060667 4000000.00000000 PA USD 4084040.00000000 0.814007349058 Long ABS-MBS USGSE US N 2 2056-06-15 Fixed 6.00000000 N N N N N N PACIFIC GAS & ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JF5 39000.00000000 PA USD 37920.66000000 0.007558127716 Long DBT CORP US N 2 2027-08-01 Fixed 2.10000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377DF6 90000.00000000 PA USD 89399.35000000 0.017818563946 Long DBT CORP US N 2 2034-05-15 Fixed 5.87500000 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAP2 11000.00000000 PA USD 10128.57000000 0.002018768282 Long DBT CORP US N 2 2032-02-01 Fixed 4.25000000 N N N N N N BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 06050TJZ6 250000.00000000 PA USD 264747.51000000 0.052767950065 Long DBT CORP US N 2 2036-10-15 Fixed 6.00000000 N N N N N N OCP CLO 2017-13 LTD 254900M77QLN2EBJHE11 67097LAV8 2150000.00000000 PA USD 2156020.00000000 0.429725498456 Long ABS-CBDO CORP KY N 2 2037-11-27 Floating 5.01214000 N N N N N N ARES LI CLO LTD 5493003FNA8PT0CMDE92 04019LAU8 250000.00000000 PA USD 250603.75000000 0.049948897219 Long ABS-CBDO CORP KY N 2 2037-10-15 Floating 5.03310000 N N N N N N STONEX ESCROW ISSUER LLC N/A 86189AAA7 25000.00000000 PA USD 25791.18000000 0.005140549568 Long DBT CORP US N 2 2032-07-15 Fixed 6.87500000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAS3 917000.00000000 PA USD 941645.92000000 0.187683445581 Long DBT CORP US N 2 2033-03-15 Fixed 6.37500000 N N N N N N CAMPBELL'S COMPANY (THE) 5493007JDSMX8Z5Z1902 134429BR9 455000.00000000 PA USD 379871.41000000 0.075713783272 Long DBT CORP US N 2 2054-10-13 Fixed 5.25000000 N N N N N N CHOICE HOTELS INTERNATIONAL INC 5493003CYRY5RFGTIR97 169905AH9 799000.00000000 PA USD 809207.23000000 0.161286528077 Long DBT CORP US N 2 2034-08-01 Fixed 5.85000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDY8 310000.00000000 PA USD 305070.48000000 0.060804892386 Long DBT CORP US N 2 2033-05-04 Fixed 5.35000000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46647PBU9 30000.00000000 PA USD 26444.70000000 0.005270805414 Long DBT CORP US N 2 2031-11-19 Fixed 1.76400000 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571903BG7 33000.00000000 PA USD 30293.22000000 0.006037870272 Long DBT CORP US N 2 2031-04-15 Fixed 2.85000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 21H042661 3000000.00000000 PA USD 2885511.00000000 0.575123446339 Long ABS-MBS USGA US N 2 2056-06-15 Fixed 4.50000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RBK7 15000.00000000 PA USD 12175.89000000 0.002426828322 Long DBT CORP US N 2 2045-06-15 Fixed 4.35000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CFC0 1906000.00000000 PA USD 1825143.90000000 0.363777178403 Long DBT UST US N 1 2029-07-31 Fixed 2.62500000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912810UV8 1240000.00000000 PA USD 1243778.12000000 0.247902696907 Long DBT UST US N 1 2046-05-15 Fixed 5.00000000 N N N N N N SIGNAL PEAK CLO 12 LTD N/A 82671XAQ6 500000.00000000 PA USD 500701.00000000 0.099796841774 Long ABS-CBDO CORP JE N 2 2037-07-20 Floating 5.07523000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U4B6 105000.00000000 PA USD 102415.22000000 0.020412812248 Long DBT CORP US N 2 2036-09-15 Fixed 4.89200000 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 44107TBE5 1000000.00000000 PA USD 991008.83000000 0.197522176717 Long DBT CORP US N 2 2028-12-15 Fixed 4.25000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CM0 20000.00000000 PA USD 19382.96000000 0.003863300037 Long DBT CORP US N 2 2035-07-20 Fixed 4.87500000 N N N N N N VMWARE LLC 549300BUDHS3LRWBE814 928563AK1 50000.00000000 PA USD 47272.88000000 0.009422158385 Long DBT CORP US N 2 2028-08-15 Fixed 1.80000000 N N N N N N ACRISURE LLC / ACRISURE FINANCE INC N/A 004961AA6 10000.00000000 PA USD 9669.60000000 0.001927289023 Long DBT CORP US N 2 2032-07-01 Fixed 6.75000000 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153BU5 1061000.00000000 PA USD 1083478.42000000 0.215952683231 Long DBT CORP LR N 2 2032-03-15 Fixed 6.25000000 N N N N N N KKR CLO 50 LTD 254900X4SZ7MY83NGT93 481952AN9 840000.00000000 PA USD 841661.52000000 0.167755130385 Long ABS-CBDO CORP KY N 2 2039-04-20 Variable 4.92245000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAL4 10000.00000000 PA USD 9003.52000000 0.001794529790 Long DBT CORP US N 2 2047-03-01 Fixed 5.20000000 N N N N N N J.M. SMUCKER COMPANY (THE) 5493000WDH6A0LHDJD55 832696AW8 100000.00000000 PA USD 103205.56000000 0.020570338268 Long DBT CORP US N 2 2028-11-15 Fixed 5.90000000 N N N N N N MFA 2025-NQM1 TRUST 254900T233AM4RM23465 59319DAA1 2168356.66440000 PA USD 2164266.45000000 0.431369133412 Long ABS-O CORP US N 2 2070-11-25 Variable 5.18600000 N N N N N N ATKORE INC 52990002TI38AM4RPV48 047649AA6 22000.00000000 PA USD 20976.62000000 0.004180939177 Long DBT CORP US N 2 2031-06-01 Fixed 4.25000000 N N N N N N BOEING COMPANY (THE) RVHJWBXLJ1RFUBSY1F30 097023DT9 11000.00000000 PA USD 12424.27000000 0.002476333994 Long DBT CORP US N 2 2054-05-01 Fixed 6.85800000 N N N N N N BLACKSTONE SECURED LENDING FUND 549300KM7KWQHVBNH962 09261XAK8 7000.00000000 PA USD 6827.33000000 0.001360784124 Long DBT CORP US N 2 2030-06-30 Fixed 5.30000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFB3 77000.00000000 PA USD 77128.30000000 0.015372768880 Long DBT CORP US N 2 2034-04-15 Fixed 5.00000000 N N N N N N CAMPBELL'S COMPANY (THE) 5493007JDSMX8Z5Z1902 134429BP3 29000.00000000 PA USD 28169.55000000 0.005614592589 Long DBT CORP US N 2 2034-03-21 Fixed 5.40000000 N N N N N N INVESCO US CLO 2023-3 LTD 213800YAVR2FVYDIRM63 46091RAN3 250000.00000000 PA USD 251197.50000000 0.050067240052 Long ABS-CBDO CORP JE N 2 2038-07-15 Variable 5.42310000 N N N N N N DOLLAR GENERAL CORP OPX52SQVOZI8IVSWYU66 256677AP0 204000.00000000 PA USD 207551.85000000 0.041368040276 Long DBT CORP US N 2 2033-07-05 Fixed 5.45000000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46647PFJ0 747000.00000000 PA USD 727758.68000000 0.145052671830 Long DBT CORP US N 2 2037-01-22 Fixed 4.89800000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676BA2 483000.00000000 PA USD 486127.60000000 0.096892155556 Long DBT CORP US N 2 2035-03-01 Fixed 5.20000000 N N N N N N BSTN COMMERCIAL MORTGAGE TRUST 2025-1C N/A 05615EAA3 200000.00000000 PA USD 202692.68000000 0.040399538476 Long ABS-O CORP US N 2 2044-06-17 Variable 5.54794600 N N N N N N FAIR ISAAC CORP RI6HET5SJUEY30V1PS26 303250AG9 81000.00000000 PA USD 80189.70000000 0.015982949510 Long DBT CORP US N 2 2033-05-15 Fixed 6.00000000 N N N N N N M&T BANK CORP 549300WYXDDBYRASEG81 55261FAV6 313000.00000000 PA USD 312620.74000000 0.062309766757 Long DBT CORP US N 2 2036-01-16 Fixed 5.38500000 N N N N N N CONSTELLATION SOFTWARE INC 549300B6PYHMCTDWQV29 21037XAD2 163000.00000000 PA USD 160620.34000000 0.032013921795 Long DBT CORP CA N 2 2034-02-16 Fixed 5.46100000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLH0 134000.00000000 PA USD 136075.13000000 0.027121711796 Long DBT CORP US N 2 2034-04-25 Fixed 5.28800000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCX7 1734000.00000000 PA USD 1674374.07000000 0.333726603572 Long DBT CORP US N 2 2038-02-15 Fixed 4.90000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2A0 50000.00000000 PA USD 49613.80000000 0.009888737087 Long DBT CORP US N 2 2028-05-22 Fixed 3.58400000 N N N N N N ELMWOOD CLO 23 LTD N/A 29003YAJ0 3000000.00000000 PA USD 3000000.00000000 0.597942734932 Long ABS-CBDO CORP KY N 2 2036-04-16 Floating 5.67889000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HDF9 50000.00000000 PA USD 51933.47000000 0.010351080362 Long DBT CORP US N 2 2035-02-01 Fixed 6.05100000 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153BV3 55000.00000000 PA USD 55731.27000000 0.011108036001 Long DBT CORP LR N 2 2033-02-01 Fixed 6.00000000 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 44107TBB1 20000.00000000 PA USD 20401.43000000 0.004066295616 Long DBT CORP US N 2 2034-07-01 Fixed 5.70000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418D4X7 1276077.28320000 PA USD 1028630.51000000 0.205020713461 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.00000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJY7 222000.00000000 PA USD 218424.21000000 0.043535056500 Long DBT CORP US N 2 2037-01-26 Fixed 5.03300000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133AN4G6 226898.08850000 PA USD 183058.15000000 0.036486096954 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.00000000 N N N N N N REVVITY INC 549300IKL1SDPFI7N655 714046AH2 10000.00000000 PA USD 8988.60000000 0.001791556022 Long DBT CORP US N 2 2031-03-15 Fixed 2.55000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U4E0 98000.00000000 PA USD 95755.24000000 0.019085383363 Long DBT CORP US N 2 2037-01-23 Fixed 4.96000000 N N N N N N BX TRUST 2018-BILT N/A 05612AAA4 1875000.00000000 PA USD 1873536.60000000 0.373422532866 Long ABS-O CORP US N 2 2041-02-15 Floating 5.26909000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46647PFK7 3330000.00000000 PA USD 3277671.18000000 0.653286556526 Long DBT CORP US N 2 2037-02-05 Fixed 5.19300000 N N N N N N VENTURE GLOBAL PLAQUEMINES LNG LLC 549300TKP4I6OJ02BF90 922966AE6 15000.00000000 PA USD 15397.80000000 0.003069000881 Long DBT CORP US N 2 2030-12-15 Fixed 6.12500000 N N N N N N KKR 29AR A1RR 7/39 N/A 48254GAW6 1250000.00000000 PA USD 1250000.00000000 0.249142806221 Long ABS-CBDO CORP KY N 2 2039-07-15 Floating 0.01000000 N N N N N N CAMPBELL'S COMPANY (THE) 5493007JDSMX8Z5Z1902 134429BQ1 94000.00000000 PA USD 86707.81000000 0.017282101683 Long DBT CORP US N 2 2035-03-23 Fixed 4.75000000 N N N N N N BOEING COMPANY (THE) RVHJWBXLJ1RFUBSY1F30 097023CQ6 82000.00000000 PA USD 60005.46000000 0.011959942954 Long DBT CORP US N 2 2050-02-01 Fixed 3.75000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RND0 3000.00000000 PA USD 2845.47000000 0.000567142704 Long DBT CORP US N 2 2045-11-01 Fixed 5.55000000 N N N N N N ROGERS COMMUNICATIONS INC 5493000M6Z4XFIP6PF03 775109AZ4 21000.00000000 PA USD 19638.98000000 0.003914328470 Long DBT CORP CA N 2 2043-10-01 Fixed 5.45000000 N N N N N N 1988 CLO 5 LTD 254900KAQBAF5XV8IU66 68252PAA4 3250000.00000000 PA USD 3254046.25000000 0.648577771440 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 5.21310000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PU9 200000.00000000 PA USD 205968.47000000 0.041052450087 Long DBT CORP US N 2 2036-01-24 Fixed 6.02000000 N N N N N N OFFICE CHERIFIEN DES PHOSPHATES SA 213800D26TAPVTCVWG40 281016873 1090000.00000000 PA USD 1144392.33000000 0.228093693212 Long DBT CORP MA N 2 2034-05-02 Fixed 6.75000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJE0 50000.00000000 PA USD 36281.01000000 0.007231322115 Long DBT CORP US N 2 2041-06-19 Fixed 2.67600000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505GR9 100000.00000000 PA USD 98511.10000000 0.019634665518 Long DBT CORP US N 2 2037-02-06 Fixed 5.04500000 N N N N N N AMNEAL PHARMACEUTICALS LLC 54930037VIXE7LRZ1M66 03168LAA3 13000.00000000 PA USD 13466.58000000 0.002684081225 Long DBT CORP US N 2 2032-08-01 Fixed 6.87500000 N N N N N N VFH PARENT LLC / VALOR CO-ISSUER INC N/A 91824YAA6 10000.00000000 PA USD 10474.62000000 0.002087740976 Long DBT CORP US N 2 2031-06-15 Fixed 7.50000000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAV5 20000.00000000 PA USD 20381.20000000 0.004062263489 Long DBT CORP US N 2 2030-08-02 Fixed 5.93500000 N N N N N N SMBC AVIATION CAPITAL FINANCE DAC 549300OD7VKRVNWB2J98 78448TAP7 200000.00000000 PA USD 196635.49000000 0.039192254225 Long DBT CORP IE N 2 2035-11-26 Fixed 5.25000000 N N N N N N OVINTIV INC 2549003MEX7YMKLGI239 012873AH8 20000.00000000 PA USD 22396.28000000 0.004463897638 Long DBT CORP US N 2 2030-09-15 Fixed 8.12500000 N N N N N N APIDOS CLO XV LTD 549300HXW2GBYSKFE344 38138WAN4 700000.00000000 PA USD 699473.60000000 0.139415052465 Long ABS-CBDO CORP KY N 2 2039-07-20 Floating 4.82134000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCY5 30000.00000000 PA USD 29186.98000000 0.005817380881 Long DBT CORP US N 2 2036-02-15 Fixed 4.80000000 N N N N N N WARWICK CAPITAL CLO 2024-3 LTD N/A 93655PAN7 4275000.00000000 PA USD 4275000.00000000 0.852068397279 Long ABS-CBDO CORP JE N 2 2039-07-20 Floating 0.01000000 N N N N N N OBX 2024-NQM14 TRUST 254900C7ZCEHM7Y5MX79 67119XAC8 156774.72730000 PA USD 156202.88000000 0.031133459090 Long ABS-O CORP US N 2 2064-09-25 Fixed 4.94400000 N N N N N N CARLYLE US CLO 2026-1 LTD N/A 14320NAA1 850000.00000000 PA USD 849478.10000000 0.169313086126 Long ABS-CBDO CORP KY N 2 2039-04-25 Floating 4.83640920 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816EH8 100000.00000000 PA USD 103668.27000000 0.020662562963 Long DBT CORP US N 2 2036-04-25 Fixed 5.66700000 N N N N N N ANGEL OAK MORTGAGE TRUST 2021-6 N/A 03465JAA8 3734053.92700000 PA USD 3124120.41000000 0.622681700738 Long ABS-O CORP US N 2 2066-09-25 Variable 1.45800000 N N N N N N SUMISHO AIR LEASE CORP 5493004NW4M4P8TMMK63 873923AE6 2540000.00000000 PA USD 2516528.88000000 0.501580053681 Long DBT CORP US N 2 2031-03-24 Fixed 4.85000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397G49 1000000.00000000 PA USD 1015761.16000000 0.202455668682 Long DBT CORP US N 2 2029-11-07 Fixed 5.87500000 N N N N N N FIRST HORIZON CORP TF3RXI1ZB1TQ30H9JV10 320517AE5 619000.00000000 PA USD 627523.35000000 0.125074342711 Long DBT CORP US N 2 2031-03-07 Fixed 5.51400000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBJ7 90000.00000000 PA USD 89309.01000000 0.017800557897 Long DBT CORP US N 2 2045-12-15 Fixed 6.12500000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 20754GAE0 520000.00000000 PA USD 523455.08000000 0.104332054049 Long ABS-O USGSE US N 2 2044-02-25 Floating 5.41210000 N N N N N N LAMAR MEDIA CORP (DELAWARE) N/A 513075CA7 55000.00000000 PA USD 54194.66000000 0.010801767739 Long DBT CORP US N 2 2033-11-01 Fixed 5.37500000 N N N N N N CARNIVAL CORP LTD F1OF2ZSX47CR0BCWA982 143658BZ4 20000.00000000 PA USD 20307.30000000 0.004047534167 Long DBT CORP BM N 2 2031-06-15 Fixed 5.87500000 N N N N N N UNITED AIRLINES HOLDINGS INC 98450079DA0B78DD6764 910047AL3 57000.00000000 PA USD 56441.32000000 0.011249559081 Long DBT CORP US N 2 2031-03-01 Fixed 5.37500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967ML2 50000.00000000 PA USD 46529.96000000 0.009274083846 Long DBT CORP US N 2 2031-01-29 Fixed 2.66600000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PR6 26000.00000000 PA USD 26244.19000000 0.005230840914 Long DBT CORP US N 2 N/A Fixed 6.75000000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 000000000 330.00000000 NC USD 114146.11000000 0.022750945731 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2026-09-30 68072103.89000000 USD 114146.11000000 N N N HIGHWOODS REALTY LP JUJNVZX73BIYHLR58F51 431282AU6 101000.00000000 PA USD 112923.95000000 0.022507351834 Long DBT CORP US N 2 2034-02-01 Fixed 7.65000000 N N N N N N BX TRUST 2018-BILT N/A 05619TAA6 1846000.00000000 PA USD 1852061.30000000 0.369142199661 Long ABS-O CORP US N 2 2042-12-15 Variable 5.03105700 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKD0 10000.00000000 PA USD 8913.45000000 0.001776577556 Long DBT CORP US N 2 2032-10-20 Fixed 2.57200000 N N N N N N SUMISHO AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAS1 50000.00000000 PA USD 44650.70000000 0.008899520558 Long DBT CORP US N 2 2032-01-15 Fixed 2.87500000 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571903BB8 177000.00000000 PA USD 177440.34000000 0.035366387395 Long DBT CORP US N 2 2028-12-01 Fixed 4.65000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CKJ9 2000000.00000000 PA USD 2010859.36000000 0.400792915094 Long DBT UST US N 1 2027-04-15 Fixed 4.50000000 N N N N N N POLAND, REPUBLIC OF - STATE TREASURY 259400R9L8QEP0TPXS31 731011AY8 91000.00000000 PA USD 91377.60000000 0.018212857351 Long DBT NUSS PL N 2 2034-09-18 Fixed 5.12500000 N N N N N N BIRCH GROVE CLO 7 LTD 254900FP4VB7V5ZG0W95 09077RAL3 2900000.00000000 PA USD 2905437.50000000 0.579095081642 Long ABS-CBDO CORP JE N 2 2038-10-20 Floating 4.93523000 N N N N N N ELMWOOD CLO V LTD N/A 29003YAU5 3000000.00000000 PA USD 3000000.00000000 0.597942734932 Long ABS-CBDO CORP KY N 2 2039-07-18 Floating 0.01000000 N N N N N N LIBERTY STREET TRUST 2026-225L N/A 50178LAA2 1500000.00000000 PA USD 1474879.61000000 0.293964515899 Long ABS-O CORP US N 2 2031-02-10 Fixed 4.59326000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647CA3 60000.00000000 PA USD 61536.10000000 0.012265021310 Long DBT CORP US N 2 2034-01-31 Fixed 6.75000000 N N N N N N VIDEOTRON LTEE 549300LW4GNJRBECSD81 92660FAT1 30000.00000000 PA USD 30269.13000000 0.006033068792 Long DBT CORP CA N 2 2035-01-15 Fixed 5.70000000 N N N N N N BMO 2026-C14 MORTGAGE TRUST N/A 096942AV9 200000.00000000 PA USD 202296.85000000 0.040320643919 Long ABS-O CORP US N 2 2059-02-17 Fixed 5.31720000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46647PCC8 10000.00000000 PA USD 9033.42000000 0.001800489286 Long DBT CORP US N 2 2032-04-22 Fixed 2.58000000 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAH3 150000.00000000 PA USD 145455.03000000 0.028991259482 Long DBT CORP US N 2 2029-11-15 Fixed 4.00000000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CBC7 69000.00000000 PA USD 72753.93000000 0.014500894627 Long DBT CORP US N 2 2034-03-15 Fixed 5.90000000 N N N N N N REVVITY INC 549300IKL1SDPFI7N655 714046AN9 101000.00000000 PA USD 88611.81000000 0.017661596006 Long DBT CORP US N 2 2031-09-15 Fixed 2.25000000 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAT4 783000.00000000 PA USD 791236.78000000 0.157704761404 Long DBT CORP US N 2 2035-05-15 Fixed 6.75000000 N N N N N N BANK5 2026-5YR20 N/A 06211HAC8 1100000.00000000 PA USD 1137167.24000000 0.226653629853 Long ABS-O CORP US N 2 2059-06-17 Variable 5.71300000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RCQ3 309000.00000000 PA USD 262633.61000000 0.052346619682 Long DBT CORP US N 2 2046-05-15 Fixed 4.75000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 21H032662 2000000.00000000 PA USD 1801268.00000000 0.359018371422 Long ABS-MBS USGA US N 2 2056-06-15 Fixed 3.50000000 N N N N N N J.M. SMUCKER COMPANY (THE) 5493000WDH6A0LHDJD55 832696AX6 100000.00000000 PA USD 106629.85000000 0.021252848044 Long DBT CORP US N 2 2033-11-15 Fixed 6.20000000 N N N N N N COUSINS PROPERTIES INC 5493007XPYD5EJABN062 222793AA9 1072000.00000000 PA USD 1098589.94000000 0.218964624431 Long DBT CORP US N 2 2034-10-01 Fixed 5.87500000 N N N N N N NEWS CORP 549300ITS31QK8VRBQ14 65249BAA7 38000.00000000 PA USD 36827.53000000 0.007340251336 Long DBT CORP US N 2 2029-05-15 Fixed 3.87500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468U6 25000.00000000 PA USD 21765.05000000 0.004338084507 Long DBT CORP US N 2 2032-02-13 Fixed 1.79400000 N N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AW2 301000.00000000 PA USD 298328.84000000 0.059461187499 Long DBT CORP US N 2 2035-12-15 Fixed 5.40000000 N N N N N N B.A.T CAPITAL CORP 2138005GYEXN7XRHFA84 05526DCC7 112000.00000000 PA USD 115607.03000000 0.023042127898 Long DBT CORP US N 2 2035-08-15 Fixed 5.62500000 N N N N N N POLAND, REPUBLIC OF - STATE TREASURY 259400R9L8QEP0TPXS31 731011AZ5 228000.00000000 PA USD 211348.98000000 0.042124862375 Long DBT NUSS PL N 2 2054-03-18 Fixed 5.50000000 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 44107TBA3 20000.00000000 PA USD 17859.30000000 0.003559612895 Long DBT CORP US N 2 2031-12-15 Fixed 2.90000000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XDA1 1250000.00000000 PA USD 1224613.24000000 0.244082863320 Long DBT CORP US N 2 2027-08-20 Fixed 2.70000000 N N N N N N COMM 2024-277P MORTGAGE TRUST N/A 12654FAA8 250000.00000000 PA USD 259274.89000000 0.051677178941 Long ABS-O CORP US N 2 2044-08-11 Variable 6.33800000 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VBC3 56000.00000000 PA USD 56749.90000000 0.011311063471 Long DBT CORP US N 2 2028-04-15 Fixed 5.35000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CQU8 5120000.00000000 PA USD 5117399.96000000 1.019970709275 Long DBT UST US N 1 2031-05-31 Fixed 4.12500000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 21H060663 2000000.00000000 PA USD 2037720.00000000 0.406146623275 Long ABS-MBS USGA US N 2 2056-06-15 Fixed 6.00000000 N N N N N N ESAB CORP 549300ZNV0SWBXEIWT04 29605JAB2 70000.00000000 PA USD 70489.48000000 0.014049557485 Long DBT CORP US N 2 2031-04-01 Fixed 5.62500000 N N N N N N BX TRUST 2025-ROIC N/A 05593VAA1 1638722.90200000 PA USD 1635963.44000000 0.326070817854 Long ABS-O CORP US N 2 2030-03-15 Floating 4.77092000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647CB1 15000.00000000 PA USD 14929.57000000 0.002975675972 Long DBT CORP US N 2 2034-07-31 Fixed 6.12500000 N N N N N N FAIR ISAAC CORP RI6HET5SJUEY30V1PS26 303250AJ3 749000.00000000 PA USD 739549.43000000 0.147402736264 Long DBT CORP US N 2 2034-09-15 Fixed 6.25000000 N N N N N N CALIFORNIA PUBLIC FINANCE AUTHORITY (CA) N/A 13057EKD5 450000.00000000 PA USD 448523.30000000 0.089397082894 Long DBT MUN US N 2 2036-11-15 Fixed 5.40300000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PBW1 40000.00000000 PA USD 34779.88000000 0.006932125522 Long DBT CORP US N 2 2042-03-15 Fixed 4.37500000 N N N N N N COMPOSECURE HOLDINGS LLC N/A 20459XAC5 446000.00000000 PA USD 432934.02000000 0.086289917321 Long DBT CORP US N 2 2033-02-01 Fixed 5.62500000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CPW5 13126000.00000000 PA USD 12914753.44000000 2.574094330965 Long DBT UST US N 1 2031-01-31 Fixed 3.75000000 N N N N N N CARNIVAL CORP LTD F1OF2ZSX47CR0BCWA982 143658BX9 33000.00000000 PA USD 33419.73000000 0.006661028252 Long DBT CORP BM N 2 2033-02-15 Fixed 6.12500000 N N N N N N PAYCHEX INC 529900K900DW6SUBM174 704326AB3 58000.00000000 PA USD 58738.47000000 0.011707413799 Long DBT CORP US N 2 2032-04-15 Fixed 5.35000000 N N N N N N HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE 5299003F3UFKGCCMAP43 000000000 400000.00000000 PA USD 404799.95000000 0.080682396401 Long DBT NUSS HU N 2 2034-06-16 Fixed 5.50000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAR4 41000.00000000 PA USD 41491.12000000 0.008269771256 Long DBT CORP GB N 2 2034-09-02 Fixed 5.40000000 N N N N N N CEDAR FUNDING VIII CLO LTD 549300PTCF9P2JDL1E69 15032EAY5 2000000.00000000 PA USD 1999924.00000000 0.398613342072 Long ABS-CBDO CORP KY N 2 2038-01-19 Floating 4.90038000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBR5 6000.00000000 PA USD 6235.72000000 0.001242867823 Long DBT CORP CA N 2 2033-03-08 Fixed 5.70000000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAU8 45000.00000000 PA USD 44666.66000000 0.008902701613 Long DBT CORP US N 2 2034-04-15 Fixed 5.50000000 N N N N N N PIKES PEAK CLO 19 (2025) 391200PAO6NUBCQMES50 72132DAA9 375000.00000000 PA USD 375800.25000000 0.074902343091 Long ABS-CBDO CORP KY N 2 2038-07-20 Floating 5.01523000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XEB8 1000000.00000000 PA USD 1021353.74000000 0.203570349543 Long DBT CORP US N 2 2028-01-09 Fixed 6.00000000 N N N N N N BOEING COMPANY (THE) RVHJWBXLJ1RFUBSY1F30 097023AS4 284000.00000000 PA USD 311361.55000000 0.062058792253 Long DBT CORP US N 2 2038-02-15 Fixed 6.62500000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAR3 62000.00000000 PA USD 63242.53000000 0.012605137117 Long DBT CORP US N 2 2030-01-24 Fixed 5.43500000 N N N N N N ANHEUSER-BUSCH COMPANIES LLC 5493002J2SVENP0PVK27 03522AAH3 74000.00000000 PA USD 72043.88000000 0.014359371547 Long DBT CORP US N 2 2036-02-01 Fixed 4.70000000 N N N N N N M&T BANK CORP 549300WYXDDBYRASEG81 55261FAR5 30000.00000000 PA USD 29785.62000000 0.005936698361 Long DBT CORP US N 2 2034-01-27 Fixed 5.05300000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967QF1 30000.00000000 PA USD 29679.42000000 0.005915531188 Long DBT CORP US N 2 2031-09-11 Fixed 4.50300000 N N N N N N SPECTRUM MANAGEMENT HOLDING COMPANY LLC B1WXCWLJVJXMWJX6O298 88732JAY4 20000.00000000 PA USD 18007.68000000 0.003589187142 Long DBT CORP US N 2 2040-11-15 Fixed 5.87500000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCZ6 154000.00000000 PA USD 152706.82000000 0.030436644531 Long DBT CORP US N 2 2032-02-03 Fixed 5.25000000 N N N N N N EFMT 2026-NQM1 N/A 26846GAD9 2135240.25000000 PA USD 2110858.24000000 0.420724116360 Long ABS-O CORP US N 2 2071-02-25 Variable 4.77100000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912810UU0 2160000.00000000 PA USD 2166750.00000000 0.431864140305 Long DBT UST US N 1 2056-05-15 Fixed 5.00000000 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816DA4 42000.00000000 PA USD 40899.34000000 0.008151821072 Long DBT CORP US N 2 2033-08-03 Fixed 4.42000000 N N N N N N PHILLIPS EDISON GROCERY CENTER OPERATING PARTNERSHIP I LP 549300WUPIVS6ZE0ZI51 71845JAE8 20000.00000000 PA USD 19590.52000000 0.003904669702 Long DBT CORP US N 2 2033-03-15 Fixed 4.75000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DR8 50000.00000000 PA USD 51057.41000000 0.010176469124 Long DBT CORP US N 2 2033-03-02 Fixed 5.25000000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46647PDC7 20000.00000000 PA USD 19698.48000000 0.003926187668 Long DBT CORP US N 2 2033-04-26 Fixed 4.58600000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46647PFG6 1190000.00000000 PA USD 1168977.21000000 0.232993810007 Long DBT CORP US N 2 2032-01-22 Fixed 4.34700000 N N N N N N Cifc Funding 2020-I LTD / LLC N/A 12555QAY2 2830000.00000000 PA USD 2837137.26000000 0.565481870874 Long ABS-CBDO CORP KY N 2 2039-07-15 Floating 4.88779920 N N N N N N B.A.T CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBW4 43000.00000000 PA USD 42890.33000000 0.008548653740 Long DBT CORP US N 2 2032-03-16 Fixed 4.74200000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFT7 105000.00000000 PA USD 105934.77000000 0.021114308699 Long DBT CORP US N 2 2035-07-19 Fixed 5.32000000 N N N N N N EMPOWER CLO 2023-2 LTD N/A 29247BAN7 3000000.00000000 PA USD 3007269.00000000 0.599391550179 Long ABS-CBDO CORP KY N 2 2038-10-15 Floating 4.99310000 N N N N N N SEAGATE DATA STORAGE TECHNOLOGY PTE LTD N/A 81180LAA3 20000.00000000 PA USD 20356.55000000 0.004057350393 Long DBT CORP SG N 2 2030-07-15 Fixed 5.87500000 N N N N N N BOEING COMPANY (THE) RVHJWBXLJ1RFUBSY1F30 097023CU7 50000.00000000 PA USD 50283.00000000 0.010022118180 Long DBT CORP US N 2 2027-05-01 Fixed 5.04000000 N N N N N N AMKOR TECHNOLOGY INC 529900VHLRTKPWZJBM84 031652BL3 75000.00000000 PA USD 75351.88000000 0.015018703069 Long DBT CORP US N 2 2033-10-01 Fixed 5.87500000 N N N N N N VISTRA OPERATIONS COMPANY LLC 549300ZH5GKBTJZ7NM23 92840VAE2 132000.00000000 PA USD 129715.79000000 0.025854204745 Long DBT CORP US N 2 2029-07-15 Fixed 4.30000000 N N N N N N BOEING COMPANY (THE) RVHJWBXLJ1RFUBSY1F30 097023CV5 236000.00000000 PA USD 240522.03000000 0.047939466809 Long DBT CORP US N 2 2040-05-01 Fixed 5.70500000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CBZ3 4201000.00000000 PA USD 3989473.05000000 0.795158808819 Long DBT UST US N 1 2028-04-30 Fixed 1.25000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAS1 526000.00000000 PA USD 541784.18000000 0.107985304777 Long DBT CORP US N 2 2035-01-24 Fixed 5.71100000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBW4 73000.00000000 PA USD 54017.44000000 0.010766445269 Long DBT CORP US N 2 2040-04-01 Fixed 3.60000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJT7 76000.00000000 PA USD 68985.07000000 0.013749707141 Long DBT CORP US N 2 2032-04-22 Fixed 2.68700000 N N N N N N AGREE LP 549300DXY3G299V1BO77 008513AE3 20000.00000000 PA USD 20564.50000000 0.004098797790 Long DBT CORP US N 2 2034-06-15 Fixed 5.62500000 N N N N N N DOLLAR GENERAL CORP OPX52SQVOZI8IVSWYU66 256677AL9 25000.00000000 PA USD 24887.22000000 0.004960377463 Long DBT CORP US N 2 2032-11-01 Fixed 5.00000000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HDC6 15000.00000000 PA USD 16521.76000000 0.003293022120 Long DBT CORP US N 2 2031-10-30 Fixed 7.62400000 N N N N N N SERBIA, REPUBLIC OF - MINISTRY OF FINANCE 254900W94OCY91V32O78 817477AK8 590000.00000000 PA USD 577446.81000000 0.115093374949 Long DBT NUSS RS N 2 2036-05-06 Fixed 5.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKC2 213000.00000000 PA USD 185755.77000000 0.037023771047 Long DBT CORP US N 2 2036-09-21 Fixed 2.48200000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-1CHI N/A 95003PAA9 119000.00000000 PA USD 119311.34000000 0.023780449649 Long ABS-O CORP US N 2 2035-07-17 Variable 5.48440600 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3J0 30000.00000000 PA USD 30440.49000000 0.006067223281 Long DBT CORP US N 2 2030-01-23 Fixed 5.19800000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBP5 86000.00000000 PA USD 73195.64000000 0.014588933722 Long DBT CORP US N 2 2035-11-15 Fixed 3.13700000 N N N N N N GCAT 2021-NQM5 TRUST N/A 36168KAC1 579873.41870000 PA USD 477633.72000000 0.095199204277 Long ABS-O CORP US N 2 2066-07-25 Variable 1.41700000 N N N N N N Sixth Street Clo XVI Ltd. 549300YD05LZSDNMVF16 83012DBQ5 1025000.00000000 PA USD 1025615.00000000 0.204419679362 Long ABS-CBDO CORP KY N 2 2039-01-21 Variable 4.84214000 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571903BY8 70000.00000000 PA USD 67829.78000000 0.013519441387 Long DBT CORP US N 2 2033-05-01 Fixed 4.50000000 N N N N N N CENCORA INC AI8GXW8LG5WK7E9UD086 03073EAT2 413000.00000000 PA USD 377101.87000000 0.075161774498 Long DBT CORP US N 2 2031-03-15 Fixed 2.70000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDA0 100000.00000000 PA USD 96982.15000000 0.019329924003 Long DBT CORP US N 2 2035-08-03 Fixed 5.50000000 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST N/A 466317AA2 135255.59310000 PA USD 133867.42000000 0.026681683744 Long ABS-O CORP US N 2 2037-04-15 Floating 4.22359000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADM4 10000.00000000 PA USD 9696.27000000 0.001932604734 Long DBT CORP US N 2 2035-01-15 Fixed 4.70000000 N N N N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 02666TAC1 258000.00000000 PA USD 228084.58000000 0.045460505853 Long DBT CORP US N 2 2031-07-15 Fixed 2.37500000 N N N N N N DBR LAND HOLDINGS LLC N/A 24024BAA5 165000.00000000 PA USD 167574.82000000 0.033400048725 Long DBT CORP US N 2 2030-12-01 Fixed 6.25000000 N N N N N N GE AEROSPACE 3C7474T6CDKPR9K6YT90 369604CA9 1088000.00000000 PA USD 1086399.39000000 0.216534874161 Long DBT CORP US N 2 2036-01-29 Fixed 4.90000000 N N N N N N CARLYLE US CLO 2021-6 LTD N/A 143133AN6 3000000.00000000 PA USD 3004092.00000000 0.598758328823 Long ABS-CBDO CORP KY N 2 2038-01-15 Variable 4.96219000 N N N N N N APOLLO DEBT SOLUTIONS BDC 549300UMUGX092P8DW87 03770DAF0 39000.00000000 PA USD 39459.47000000 0.007864834470 Long DBT CORP US N 2 2032-03-15 Fixed 6.55000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAP5 43000.00000000 PA USD 42093.40000000 0.008389814239 Long DBT CORP US N 2 2034-09-15 Fixed 4.80000000 N N N N N N ARZ TRUST 2024-BILT N/A 00218TAA2 200000.00000000 PA USD 202002.01000000 0.040261878107 Long ABS-O CORP US N 2 2039-06-13 Fixed 5.77200000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCR0 25000.00000000 PA USD 21803.43000000 0.004345734188 Long DBT CORP US N 2 2033-02-15 Fixed 2.60000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PBQ4 120000.00000000 PA USD 124488.43000000 0.024812317433 Long DBT CORP US N 2 2041-02-15 Fixed 5.95000000 N N N N N N WHITEBOX CLO III LTD 549300JXCQSPB1A61C68 96467HAL0 250000.00000000 PA USD 250123.75000000 0.049853226382 Long ABS-CBDO CORP KY N 2 2035-10-15 Floating 4.94310000 N N N N N N OAKTREE CLO 2023-2 LTD 254900E6646RC82IR359 67401QAL0 575000.00000000 PA USD 576383.45000000 0.114881432154 Long ABS-CBDO CORP KY N 2 2038-07-20 Floating 5.02523000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CC1 67000.00000000 PA USD 59393.11000000 0.011837892876 Long DBT CORP US N 2 2031-07-15 Fixed 2.37500000 N N N N N N FIDELITY NATIONAL INFORMATION SERVICES INC 6WQI0GK1PRFVBA061U48 31620MCE4 240000.00000000 PA USD 238239.70000000 0.047484565929 Long DBT CORP US N 2 2031-03-10 Fixed 4.80000000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AM9 157000.00000000 PA USD 159226.33000000 0.031736075744 Long DBT CORP US N 2 2028-06-15 Fixed 5.62500000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 161000.00000000 PA USD 134744.32000000 0.026856462405 Long DBT CORP US N 2 2036-11-15 Fixed 3.18700000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46647PFE1 501000.00000000 PA USD 486440.97000000 0.096954614661 Long DBT CORP US N 2 2036-10-22 Fixed 4.81000000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XFA9 1407000.00000000 PA USD 1415454.52000000 0.282120248953 Long DBT CORP US N 2 2034-09-06 Fixed 5.45000000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 000000000 233.00000000 NC USD 111085.56000000 0.022140934519 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2026-09-30 24881805.07000000 USD 111085.56000000 N N N RR 27 LTD N/A 78110VAS3 3375000.00000000 PA USD 3378084.75000000 0.673300411416 Long ABS-CBDO CORP BM N 2 2040-10-15 Variable 4.90310000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKQ1 164000.00000000 PA USD 161023.43000000 0.032094263374 Long DBT CORP US N 2 2033-04-27 Fixed 4.57100000 N N N N N N PERNOD RICARD INTERNATIONAL FINANCE LLC 5493009254WI1A8WXT48 71427QAB4 1000000.00000000 PA USD 862511.76000000 0.171910880228 Long DBT CORP US N 2 2031-04-01 Fixed 1.62500000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAY8 258000.00000000 PA USD 255557.66000000 0.050936282051 Long DBT CORP US N 2 2037-04-23 Fixed 5.28100000 N N N N N N CROWDSTRIKE HOLDINGS INC 549300YBY08K9KM4HX32 22788CAA3 10000.00000000 PA USD 9522.45000000 0.001897959932 Long DBT CORP US N 2 2029-02-15 Fixed 3.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61776NU43 4267000.00000000 PA USD 4218573.99000000 0.840821889698 Long DBT CORP US N 2 2030-02-08 Fixed 4.21300000 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAG4 25000.00000000 PA USD 24827.70000000 0.004948514280 Long DBT CORP US N 2 2034-03-15 Fixed 5.87500000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2018-BIOA N/A 05620HAA9 980704.47000000 PA USD 983020.81000000 0.195930050542 Long ABS-O CORP US N 2 2043-04-15 Floating 5.00709000 N N N N N N VISTRA OPERATIONS COMPANY LLC 549300ZH5GKBTJZ7NM23 92840VAW2 55000.00000000 PA USD 53460.76000000 0.010655491015 Long DBT CORP US N 2 2035-10-15 Fixed 5.25000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XEB7 45000.00000000 PA USD 43338.05000000 0.008637890714 Long DBT CORP US N 2 2056-02-04 Fixed 6.70000000 N N N N N N ADVENTIST HEALTH SYSTEM/WEST (CA) 5493008YM33UCY5QPW83 007944AN1 70000.00000000 PA USD 69338.75000000 0.013820200603 Long DBT CORP US N 2 2030-12-01 Fixed 4.74200000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 01F020661 9000000.00000000 PA USD 7200297.00000000 1.435121760169 Long ABS-MBS USGSE US N 2 2056-06-15 Fixed 2.00000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CGQ8 224000.00000000 PA USD 223247.50000000 0.044496406905 Long DBT UST US N 1 2030-02-28 Fixed 4.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PL9 298000.00000000 PA USD 303425.79000000 0.060477082240 Long DBT CORP US N 2 2035-06-11 Fixed 5.44900000 N N N N N N GE AEROSPACE 3C7474T6CDKPR9K6YT90 36962G3P7 443000.00000000 PA USD 472552.27000000 0.094186398907 Long DBT CORP US N 2 2038-01-14 Fixed 5.87500000 N N N N N N CIGNA GROUP (THE) 549300VIWYMSIGT1U456 125523BK5 45000.00000000 PA USD 34301.72000000 0.006836821423 Long DBT CORP US N 2 2047-10-15 Fixed 3.87500000 N N N N N N CARVAL CLO X-C LTD 254900DAR7W0XP2CHD65 146918AA5 750000.00000000 PA USD 751217.25000000 0.149728298997 Long ABS-CBDO CORP JE N 2 2037-07-20 Floating 5.13523000 N N N N N N SPECTRUM MANAGEMENT HOLDING COMPANY LLC B1WXCWLJVJXMWJX6O298 88732JAU2 66000.00000000 PA USD 65423.48000000 0.013039831520 Long DBT CORP US N 2 2039-06-15 Fixed 6.75000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAV4 517000.00000000 PA USD 501699.93000000 0.099995942753 Long DBT CORP US N 2 2036-10-23 Fixed 4.96400000 N N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AS1 27000.00000000 PA USD 27440.03000000 0.005469188861 Long DBT CORP US N 2 2034-06-30 Fixed 5.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJL4 302000.00000000 PA USD 267850.87000000 0.053386493920 Long DBT CORP US N 2 2031-10-24 Fixed 1.92200000 N N N N N N UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO 254900EGTWEU67VP6075 91086QBE7 20000.00000000 PA USD 18070.64000000 0.003601735967 Long DBT NUSS MX N 2 2045-01-21 Fixed 5.55000000 N N N N N N VENTURE GLOBAL PLAQUEMINES LNG LLC 549300TKP4I6OJ02BF90 922966AF3 15000.00000000 PA USD 15655.80000000 0.003120423956 Long DBT CORP US N 2 2034-06-15 Fixed 6.50000000 N N N N N N J P MORGAN MTG TR 2025-NQM1 N/A 46664DAC5 410910.28000000 PA USD 407248.47000000 0.081170421316 Long ABS-O CORP US N 2 2066-05-25 Variable 4.87900000 N N N N N N BOEING COMPANY (THE) RVHJWBXLJ1RFUBSY1F30 097023BY0 1077000.00000000 PA USD 899525.73000000 0.179288291712 Long DBT CORP US N 2 2038-03-01 Fixed 3.55000000 N N N N N N WILLIS NORTH AMERICA INC 5493004KVU1HWZCP0C66 970648AP6 20000.00000000 PA USD 19710.45000000 0.003928573459 Long DBT CORP US N 2 2031-03-15 Fixed 4.55000000 N N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 758750AM5 500000.00000000 PA USD 511569.56000000 0.101963100604 Long DBT CORP US N 2 2028-04-15 Fixed 6.05000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CA5 227000.00000000 PA USD 215664.44000000 0.042984995027 Long DBT CORP US N 2 2030-09-01 Fixed 3.50000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XEA9 161000.00000000 PA USD 155029.57000000 0.030899601693 Long DBT CORP US N 2 2046-02-04 Fixed 6.55000000 N N N N N N NXP BV / NXP FUNDING LLC / NXP USA INC N/A 62954HAJ7 1077000.00000000 PA USD 956753.60000000 0.190694621413 Long DBT CORP NL N 2 2032-02-15 Fixed 2.65000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAE1 50000.00000000 PA USD 49898.11000000 0.009945404120 Long DBT CORP US N 2 2027-03-01 Fixed 4.00000000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46647PFC5 129000.00000000 PA USD 130869.95000000 0.026084245274 Long DBT CORP US N 2 2036-07-23 Fixed 5.57600000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W4A98 494678.28100000 PA USD 499385.16000000 0.099534576118 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 5.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3T8 50000.00000000 PA USD 50376.61000000 0.010040775986 Long DBT CORP US N 2 2029-04-23 Fixed 4.97000000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATION OPERATING CAPITAL CORP 549300TPZNMN50BJ3745 161175CQ5 164000.00000000 PA USD 168828.67000000 0.033649958891 Long DBT CORP US N 2 2029-06-01 Fixed 6.10000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3K7 70000.00000000 PA USD 71417.01000000 0.014234427426 Long DBT CORP US N 2 2035-01-23 Fixed 5.49900000 N N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 758750AN3 120000.00000000 PA USD 125181.25000000 0.024950406329 Long DBT CORP US N 2 2030-02-15 Fixed 6.30000000 N N N N N N INVESCO US CLO 2024-4 LTD 2138006HTEY9GGW6XF50 46151BAA3 3000000.00000000 PA USD 3009009.00000000 0.599738356965 Long ABS-CBDO CORP KY N 2 2038-01-15 Floating 5.00310000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAQ6 718000.00000000 PA USD 651095.71000000 0.129772649846 Long DBT CORP US N 2 2033-01-25 Fixed 3.05700000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17308CC53 77000.00000000 PA USD 72821.03000000 0.014514268612 Long DBT CORP US N 2 2030-11-05 Fixed 2.97600000 N N N N N N IRV TRUST 2025-200P N/A 45006HAE1 250000.00000000 PA USD 248720.36000000 0.049573510763 Long ABS-O CORP US N 2 2047-03-14 Variable 5.73037000 N N N N N N CIGNA GROUP (THE) 549300VIWYMSIGT1U456 125523AJ9 168000.00000000 PA USD 159057.18000000 0.031702361739 Long DBT CORP US N 2 2038-08-15 Fixed 4.80000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CQC8 14487000.00000000 PA USD 14048994.54000000 2.800164739434 Long DBT UST US N 1 2033-02-28 Fixed 3.75000000 N N N N N N SV RNO PROPERTY OWNER 1 LLC N/A 78488XAA2 324000.00000000 PA USD 319854.29000000 0.063751516314 Long DBT CORP US N 2 2031-03-01 Fixed 5.87500000 N N N N N N STANDARD BUILDING SOLUTIONS INC 54930064UHXCIUWVI755 853191AC8 961000.00000000 PA USD 961691.31000000 0.191678777354 Long DBT CORP US N 2 2033-08-01 Fixed 6.25000000 N N N N N N BMO 2024-5C7 MORTGAGE TRUST N/A 09660WAU5 400000.00000000 PA USD 408593.29000000 0.081438463099 Long ABS-O CORP US N 2 2057-11-19 Variable 5.56570000 N N N N N N SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-2 N/A 78397XAD6 135000.00000000 PA USD 136888.56000000 0.027283839982 Long ABS-O CORP US N 2 2030-08-20 Fixed 5.26000000 N N N N N N BOEING COMPANY (THE) RVHJWBXLJ1RFUBSY1F30 097023CY9 42000.00000000 PA USD 42687.53000000 0.008508232811 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N CHILE, REPUBLIC OF - MINISTRY OF FINANCE 549300FLZTJM5YJF8D34 168863DS4 200000.00000000 PA USD 152714.58000000 0.030438191209 Long DBT NUSS CL N 2 2041-05-07 Fixed 3.10000000 N N N N N N JANE STREET GROUP LLC / JSG FINANCE INC N/A 47077WAE8 358000.00000000 PA USD 368145.14000000 0.073376570621 Long DBT CORP US N 2 2033-05-01 Fixed 6.75000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAY8 882000.00000000 PA USD 860102.35000000 0.171430650493 Long DBT CORP US N 2 2035-11-15 Fixed 5.55000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 01F062663 2000000.00000000 PA USD 2078120.00000000 0.414198918772 Long ABS-MBS USGSE US N 2 2056-06-15 Fixed 6.50000000 N N N N N N NYC COMMERCIAL MORTGAGE TRUST 2021-909 N/A 62957YAC2 800000.00000000 PA USD 798038.18000000 0.159060377309 Long ABS-O CORP US N 2 2040-06-08 Variable 5.35309000 N N N N N N VISTRA OPERATIONS COMPANY LLC 549300ZH5GKBTJZ7NM23 92840VAY8 20000.00000000 PA USD 19659.94000000 0.003918506097 Long DBT CORP US N 2 2031-01-31 Fixed 4.70000000 N N N N N N MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 55607PAG0 37000.00000000 PA USD 33224.65000000 0.006622146029 Long DBT CORP AU N 2 2032-06-23 Fixed 2.69100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y7S41 243389.73750000 PA USD 246293.80000000 0.049089862789 Long ABS-MBS USGSE US N 2 2055-11-01 Fixed 5.50000000 N N N N N N INGERSOLL RAND INC 5299004C02FMZCUOIR50 45687VAB2 51000.00000000 PA USD 52939.84000000 0.010551664238 Long DBT CORP US N 2 2033-08-14 Fixed 5.70000000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AN7 124000.00000000 PA USD 127917.85000000 0.025495849691 Long DBT CORP US N 2 2030-06-14 Fixed 6.00000000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAW7 100000.00000000 PA USD 98937.67000000 0.019719686995 Long DBT CORP US N 2 2030-11-15 Fixed 4.10000000 N N N N N N MOOG INC 549300WM2I4U7OBAHG07 615394AP8 30000.00000000 PA USD 29804.96000000 0.005940553098 Long DBT CORP US N 2 2034-10-15 Fixed 5.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 21H020667 4000000.00000000 PA USD 3281932.00000000 0.654135798647 Long ABS-MBS USGA US N 2 2056-06-15 Fixed 2.00000000 N N N N N N CROWN AMERICAS LLC RPPGGRL1J75WGF2DFO04 22819CAA6 40000.00000000 PA USD 40185.87000000 0.008009616337 Long DBT CORP US N 2 2033-06-01 Fixed 5.87500000 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAU5 132000.00000000 PA USD 128092.44000000 0.025530647965 Long DBT CORP US N 2 2033-01-28 Fixed 4.87500000 N N N N N N CIGNA GROUP (THE) 549300VIWYMSIGT1U456 125523AK6 713000.00000000 PA USD 626233.16000000 0.124817189465 Long DBT CORP US N 2 2048-12-15 Fixed 4.90000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 21H052660 4000000.00000000 PA USD 4024640.00000000 0.802168082906 Long ABS-MBS USGA US N 2 2056-06-15 Fixed 5.50000000 N N N N N N BIRCH GROVE CLO 8 LTD 254900WH1INTG23INE62 09077TAN5 500000.00000000 PA USD 501540.00000000 0.099964066426 Long ABS-CBDO CORP JE N 2 2039-04-20 Floating 4.96523000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WTX6 385199.74850000 PA USD 316267.73000000 0.063036663815 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 2.00000000 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816EM7 141000.00000000 PA USD 136474.90000000 0.027201391651 Long DBT CORP US N 2 2036-10-24 Fixed 4.80400000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WZA9 240243.28750000 PA USD 213699.77000000 0.042593408309 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 3.00000000 N N N N N N CBRE SERVICES INC 549300CTE3HOMEUMM603 12505BAH3 19000.00000000 PA USD 19458.34000000 0.003878324345 Long DBT CORP US N 2 2029-04-01 Fixed 5.50000000 N N N N N N KENNEDY LEWIS CLO 18 LTD 213800HEENW837PB8J74 37149VAA3 250000.00000000 PA USD 250673.75000000 0.049962849216 Long ABS-CBDO CORP KY N 2 2038-01-20 Floating 5.04523000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AU9 50000.00000000 PA USD 40508.05000000 0.008073831401 Long DBT CORP US N 2 2049-07-15 Fixed 4.25000000 N N N N N N CBAMR 2020-12R LTD N/A 14988FAC7 250000.00000000 PA USD 250355.25000000 0.049899367629 Long ABS-CBDO CORP KY N 2 2039-01-20 Variable 4.92522840 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PES7 10000.00000000 PA USD 10040.57000000 0.002001228628 Long DBT CORP US N 2 2053-02-15 Fixed 5.87500000 N N N N N N NYC COMMERCIAL MORTGAGE TRUST 2025-300P N/A 67121TAA7 2140000.00000000 PA USD 2119044.86000000 0.422355826344 Long ABS-O CORP US N 2 2042-07-15 Variable 4.87900000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EF6 50000.00000000 PA USD 48815.50000000 0.009729624525 Long DBT CORP AU N 2 2034-07-24 Fixed 4.11000000 N N N N Y WESTPAC BANKING CORP AUD XXXX N N N HUDSON YARDS 2025-SPRL MORTGAGE TRUST N/A 44855PAA6 100000.00000000 PA USD 102043.25000000 0.020338673328 Long ABS-O CORP US N 2 2040-01-13 Variable 5.46684000 N N N N N N CARPENTER TECHNOLOGY CORP DX6I6ZD3X5WNNCDJKP85 144285AN3 10000.00000000 PA USD 9958.43000000 0.001984856956 Long DBT CORP US N 2 2034-03-01 Fixed 5.62500000 N N N N N N ILLINOIS (IL), STATE OF 54930048FV8RWPR02D67 452152UP4 162500.00000000 PA USD 165562.48000000 0.032998960697 Long DBT MUN US N 2 2038-12-01 Fixed 5.65000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BY2 794000.00000000 PA USD 802204.31000000 0.159890746365 Long DBT CORP US N 2 2033-05-31 Fixed 6.37500000 N N N N N N ALLEGION US HOLDING COMPANY INC 5493002B66JX7J7SXI33 01748NAF1 155000.00000000 PA USD 158103.95000000 0.031512369422 Long DBT CORP US N 2 2034-05-29 Fixed 5.60000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAT9 250000.00000000 PA USD 245056.23000000 0.048843197459 Long DBT CORP US N 2 2037-01-30 Fixed 5.07300000 N N N N N N LABORATORY CORP OF AMERICA HOLDINGS OZ7UA8IXAIFILY2VZH07 50540RBA9 78000.00000000 PA USD 76856.04000000 0.015318503584 Long DBT CORP US N 2 2032-04-01 Fixed 4.55000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137HN6B9 100000.00000000 PA USD 100019.44000000 0.019935299166 Long ABS-O USGSE US N 2 2030-05-25 Variable 4.42100000 N N N N N N ANGEL OAK MORTGAGE TRUST 2021-4 N/A 03464EAA0 771660.54620000 PA USD 649521.00000000 0.129458787712 Long ABS-O CORP US N 2 2065-07-25 Variable 1.03500000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650BR0 115000.00000000 PA USD 119130.41000000 0.023744387723 Long DBT CORP US N 2 2039-09-15 Fixed 6.12500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMQ9 853000.00000000 PA USD 871075.67000000 0.173617789484 Long DBT CORP US N 2 2036-02-12 Fixed 5.74400000 N N N N N N PARK BLUE CLO 2024-VI LTD 213800RLFYTJFPXOL592 70019KAA5 625000.00000000 PA USD 625481.88000000 0.124667448659 Long ABS-CBDO CORP KY N 2 2038-01-25 Variable 5.64063000 N N N N N N BAIN CAPITAL CREDIT CLO 2023-4 LTD 254900ZFJ59QPVWB0563 05685EAN0 2885738.00000000 PA USD 2887737.82000000 0.575567283286 Long ABS-CBDO CORP KY N 2 2039-01-21 Floating 4.90214000 N N N N N N BOEING COMPANY (THE) RVHJWBXLJ1RFUBSY1F30 097023BZ7 128000.00000000 PA USD 91368.28000000 0.018210999743 Long DBT CORP US N 2 2048-03-01 Fixed 3.62500000 N N N N N N MATCH GROUP HOLDINGS II LLC 5493003RFFE030RC9167 57667JAC6 30000.00000000 PA USD 29498.81000000 0.005879533042 Long DBT CORP US N 2 2033-09-15 Fixed 6.12500000 N N N N N N BOEING COMPANY (THE) RVHJWBXLJ1RFUBSY1F30 097023AX3 1520000.00000000 PA USD 1700959.19000000 0.339025396692 Long DBT CORP US N 2 2039-03-15 Fixed 6.87500000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752BJ1 200000.00000000 PA USD 196501.18000000 0.039165484328 Long DBT CORP US N 2 2032-09-15 Fixed 4.60000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PBN1 54000.00000000 PA USD 55028.78000000 0.010968019737 Long DBT CORP US N 2 2040-10-15 Fixed 5.70000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAW2 192000.00000000 PA USD 188991.63000000 0.037668724040 Long DBT CORP US N 2 2030-11-15 Fixed 4.87500000 N N N N N N SYMPHONY CLO 47 LTD 25490010XZSF50QAAS37 87170XAA6 3100000.00000000 PA USD 3099060.70000000 0.617686943560 Long ABS-CBDO CORP KY N 2 2038-04-20 Floating 4.81523000 N N N N N N VERTIV HOLDINGS COMPANY 549300KTTIRAOGXCRV69 92537NAA6 1064000.00000000 PA USD 1036387.11000000 0.206566714334 Long DBT CORP US N 2 2036-03-15 Fixed 4.85000000 N N N N N N TRIMARAN CAVU 2026-1 LTD 254900B82396PCF5K455 89626BAC6 3675000.00000000 PA USD 3675058.80000000 0.732491569970 Long ABS-CBDO CORP KY N 2 2039-07-22 Floating 0.01000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 01F050668 3000000.00000000 PA USD 2951352.00000000 0.588246495543 Long ABS-MBS USGSE US N 2 2056-06-15 Fixed 5.00000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CPJ4 3631000.00000000 PA USD 3512425.16000000 0.700076368805 Long DBT UST US N 1 2035-11-15 Fixed 4.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427SSM1 9311197.55000000 PA USD 9240664.02000000 1.841795972237 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 5.00000000 N N N N N N ADVANCED DRAINAGE SYSTEMS INC 6QQTOZ5MF5DHM7K92I60 00790RAC8 741000.00000000 PA USD 723964.75000000 0.144296487536 Long DBT CORP US N 2 2034-03-01 Fixed 5.37500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3H4 10000.00000000 PA USD 10830.58000000 0.002158688875 Long DBT CORP US N 2 2034-10-23 Fixed 6.49100000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CMY4 7207000.00000000 PA USD 7199117.34000000 1.434886637127 Long DBT UST US N 1 2027-04-30 Fixed 3.75000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCT6 144000.00000000 PA USD 129679.75000000 0.025847021460 Long DBT CORP US N 2 2034-04-15 Fixed 3.46900000 N N N N N N HOUSTON GALLERIA MALL TRUST 2025-HGLR N/A 44216XAA3 3268000.00000000 PA USD 3339692.27000000 0.665648243252 Long ABS-O CORP US N 2 2045-02-07 Variable 5.46185000 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAY6 153000.00000000 PA USD 156302.59000000 0.031153332713 Long DBT CORP US N 2 2029-10-15 Fixed 5.40000000 N N N N N N SILVER POINT CLO 2 LTD 549300ODF186WFGMDH65 82808EAQ4 250000.00000000 PA USD 250411.00000000 0.049910479399 Long ABS-CBDO CORP JE N 2 2038-04-20 Variable 5.04523080 N N N N N N OBX 2024-NQM9 TRUST 2549004KB8X0K1PPTU08 67119DAA6 72720.10590000 PA USD 73243.46000000 0.014598464929 Long ABS-O CORP US N 2 2064-01-25 Variable 6.03000000 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KAT7 50000.00000000 PA USD 49709.25000000 0.009907761632 Long DBT CORP US N 2 2027-05-01 Fixed 3.55000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 111323.50000000 0.022188359350 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 IHS MARKIT LTD CDX.NA.IG.45.V1 Y Default Event 2030-12-20 90216.71000000 USD 0.00000000 USD -4576830.00000000 USD 21106.79000000 N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466LAU8 725000.00000000 PA USD 729387.00000000 0.145377219201 Long DBT CORP US N 2 2036-03-15 Fixed 5.55000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3132DWBP7 466256.65880000 PA USD 376657.28000000 0.075073161378 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.00000000 N N N N N N GOLDMAN SACHS TRUST S2FHCT8U6D2VORP0J605 38151N502 76129764.61000000 NS USD 76129764.61000000 15.17374655356 Long STIV RF US N 1 N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BZ9 5000.00000000 PA USD 5115.85000000 0.001019661780 Long DBT CORP US N 2 2034-01-31 Fixed 6.25000000 N N N N N N SNAP INC 549300JNC0L6VP8A2Q35 83304AAM8 363000.00000000 PA USD 357528.50000000 0.071260523035 Long DBT CORP US N 2 2034-03-15 Fixed 6.87500000 N N N N N N PACIFIC GAS & ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JC2 143000.00000000 PA USD 142811.39000000 0.028464344372 Long DBT CORP US N 2 2028-08-01 Fixed 4.65000000 N N N N N N RHP HOTEL PROPERTIES LP / RHP FINANCE CORP N/A 74984CAA6 30000.00000000 PA USD 29734.03000000 0.005926415739 Long DBT CORP US N 2 2034-03-15 Fixed 5.75000000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46647PBV7 50000.00000000 PA USD 35441.20000000 0.007063936019 Long DBT CORP US N 2 2041-11-19 Fixed 2.52500000 N N N N N N BACARDI LTD 549300R32WTQNHNN5055 067316AF6 100000.00000000 PA USD 99903.80000000 0.019912250467 Long DBT CORP BM N 2 2028-05-15 Fixed 4.70000000 N N N N N N TRAVEL PLUS LEISURE COMPANY T4VNTWMFQ7JQB65L7T35 894164AC6 15000.00000000 PA USD 14749.10000000 0.002939705730 Long DBT CORP US N 2 2033-09-01 Fixed 6.12500000 N N N N N N SUTTER HEALTH 549300MJCC12LU768G81 86944BAH6 116000.00000000 PA USD 89838.03000000 0.017905999119 Long DBT CORP US N 2 2040-08-15 Fixed 3.16100000 N N N N N N AIMCO CLO 10 LTD 5493004I93856WYBB035 00901AAS6 250000.00000000 PA USD 250000.00000000 0.049828561244 Long ABS-CBDO CORP KY N 2 2037-07-22 Floating 5.07364000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFM2 48000.00000000 PA USD 49595.81000000 0.009885151424 Long DBT CORP US N 2 2039-02-07 Fixed 5.94200000 N N N N N N MAD COMMERCIAL MORTGAGE TRUST 2025-11MD N/A 55616AAA5 3100000.00000000 PA USD 3081116.29000000 0.614110367029 Long ABS-O CORP US N 2 2042-10-17 Variable 4.75374000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BG2 206000.00000000 PA USD 184348.55000000 0.036743292055 Long DBT CORP US N 2 2031-09-23 Fixed 2.62500000 N N N N N N CSMC 2021-NQM7 TRUST N/A 12662QAA4 2362744.37220000 PA USD 2111564.92000000 0.420864967750 Long ABS-O CORP US N 2 2066-10-25 Variable 1.75600000 N N N N N N BANK5 2023-5YR3 N/A 06211EAF8 2450000.00000000 PA USD 2541253.63000000 0.506508048559 Long ABS-O CORP US N 2 2056-09-15 Variable 6.72400000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XBT2 180000.00000000 PA USD 179880.35000000 0.035852716146 Long DBT CORP US N 2 2027-01-17 Fixed 4.35000000 N N N N N N PALMER SQUARE CLO 2024-3 LTD N/A 69688GAA6 350000.00000000 PA USD 350595.00000000 0.069878577717 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 5.02523000 N N N N N N CITIZENS FINANCIAL GROUP INC 2138004JDDA4ZQUPFW65 174610BF1 19000.00000000 PA USD 19505.40000000 0.003887704073 Long DBT CORP US N 2 2030-01-23 Fixed 5.84100000 N N N N N N PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO 254900STKLK2DBJJZ530 715638FC1 60000.00000000 PA USD 60652.51000000 0.012088909236 Long DBT NUSS PE N 2 2036-03-30 Fixed 5.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAR3 1000000.00000000 PA USD 989180.86000000 0.197157836257 Long DBT CORP US N 2 2030-01-09 Fixed 4.23800000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RJL7 47000.00000000 PA USD 40888.35000000 0.008149630608 Long DBT CORP US N 2 2045-07-15 Fixed 4.85000000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JBD4 170000.00000000 PA USD 164868.20000000 0.032860580803 Long DBT CORP US N 2 2035-09-01 Fixed 4.97500000 N N N N N N HEALTHPEAK OP LLC PZ9HF5U52KPF0MH0QN75 42250GAA1 20000.00000000 PA USD 20142.37000000 0.004014661268 Long DBT CORP US N 2 2035-02-15 Fixed 5.37500000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 21H030666 2000000.00000000 PA USD 1777680.00000000 0.354316947011 Long ABS-MBS USGA US N 2 2056-06-15 Fixed 3.00000000 N N N N N N CIFC FUNDING 2017-I LTD 549300X1SKS4LNS5LQ62 17181PAC3 570000.00000000 PA USD 570678.30000000 0.113744314489 Long ABS-CBDO CORP KY N 2 2037-04-21 Floating 5.22214000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKK4 226000.00000000 PA USD 204346.75000000 0.040729218189 Long DBT CORP US N 2 2033-02-04 Fixed 2.97200000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFL4 567000.00000000 PA USD 577616.58000000 0.115127212529 Long DBT CORP US N 2 2035-01-18 Fixed 5.46600000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 59022CAJ2 200000.00000000 PA USD 210967.42000000 0.042048812032 Long DBT CORP US N 2 2037-01-29 Fixed 6.11000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDT6 13000.00000000 PA USD 10675.41000000 0.002127761283 Long DBT CORP US N 2 2039-08-15 Fixed 3.50000000 N N N N N N WP CAREY INC 54930042CRNE713E3Q67 92936UAF6 50000.00000000 PA USD 48890.44000000 0.009744561135 Long DBT CORP US N 2 2029-07-15 Fixed 3.85000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDB8 25000.00000000 PA USD 21840.32000000 0.004353086890 Long DBT CORP US N 2 2055-08-03 Fixed 6.00000000 N N N N N N SOLVENTUM CORP 254900I70403OSGY4M28 83444MAR2 273000.00000000 PA USD 279735.49000000 0.055755267982 Long DBT CORP US N 2 2034-03-23 Fixed 5.60000000 N N N N N N CARLYLE US CLO 2021-10 LTD N/A 14316YAL9 650000.00000000 PA USD 650542.75000000 0.129662437041 Long ABS-CBDO CORP KY N 2 2038-01-20 Variable 4.97763000 N N N N N N SILVER POINT CLO 14 LTD 254900SUPACUYBLFLY87 82810EAA5 350000.00000000 PA USD 349584.20000000 0.069677110879 Long ABS-O CORP KY N 2 2039-01-15 Variable 4.90879080 N N N N N N BOEING COMPANY (THE) RVHJWBXLJ1RFUBSY1F30 097023CB9 529000.00000000 PA USD 390604.49000000 0.077853039009 Long DBT CORP US N 2 2048-11-01 Fixed 3.85000000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46647PEX0 33000.00000000 PA USD 33949.96000000 0.006766710644 Long DBT CORP US N 2 2036-04-22 Fixed 5.57200000 N N N N N N BANK5 2026-5YR20 N/A 06644BAG9 300000.00000000 PA USD 308123.20000000 0.061413342968 Long ABS-O CORP US N 2 2059-04-17 Variable 5.52500000 N N N N N N AIRBNB INC 549300HMUDNO0RY56D37 009066AE1 183000.00000000 PA USD 183136.84000000 0.036501780992 Long DBT CORP US N 2 2036-03-16 Fixed 5.25000000 N N N N N N 7-ELEVEN INC 549300K23JPL0SS3LB18 817826AF7 221000.00000000 PA USD 149577.60000000 0.029812946409 Long DBT CORP US N 2 2041-02-10 Fixed 2.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAN2 184000.00000000 PA USD 178452.92000000 0.035568209013 Long DBT CORP US N 2 2036-10-22 Fixed 4.89200000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 50686.92000000 0.010102625190 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 IHS MARKIT LTD CDX.NA.IG.44.V1 Y Default Event 2030-06-20 37215.71000000 USD 0.00000000 USD -2140000.00000000 USD 13471.21000000 N N N COLT 2021-4 MORTGAGE LOAN TRUST N/A 19688GAA1 173744.26240000 PA USD 148191.81000000 0.029536738722 Long ABS-O CORP US N 2 2066-10-25 Variable 1.39700000 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816DW6 152000.00000000 PA USD 153779.21000000 0.030650387134 Long DBT CORP US N 2 2035-07-26 Fixed 5.28400000 N N N N N N CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 14149YBP2 32000.00000000 PA USD 32685.64000000 0.006514713658 Long DBT CORP US N 2 2034-02-15 Fixed 5.45000000 N N N N N N BENCHMARK 2020-B22 MORTGAGE TRUST N/A 08163BBD2 88826.02000000 PA USD 83857.42000000 0.016713978353 Long ABS-O CORP US N 2 2054-01-16 Fixed 1.73100000 N N N N N N PACIFIC GAS & ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308KJ5 10000.00000000 PA USD 10475.66000000 0.002087948263 Long DBT CORP US N 2 2033-01-15 Fixed 6.15000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEF8 2676000.00000000 PA USD 2327079.71000000 0.463820135401 Long DBT CORP US N 2 2036-09-16 Fixed 2.48400000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BY4 24000.00000000 PA USD 22741.59000000 0.004532722840 Long DBT CORP US N 2 2039-06-15 Fixed 5.12500000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46647PCU8 10000.00000000 PA USD 9069.77000000 0.001807734359 Long DBT CORP US N 2 2033-01-25 Fixed 2.96300000 N N N N N N NXP BV / NXP FUNDING LLC / NXP USA INC N/A 62954HBE7 20000.00000000 PA USD 20023.29000000 0.003990926928 Long DBT CORP NL N 2 2027-06-01 Fixed 4.40000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAW5 400000.00000000 PA USD 400649.12000000 0.079855076853 Long DBT CORP GB N 2 2028-05-09 Fixed 4.83600000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATION OPERATING CAPITAL CORP 549300TPZNMN50BJ3745 161175BJ2 205000.00000000 PA USD 201509.10000000 0.040163634122 Long DBT CORP US N 2 2028-02-15 Fixed 3.75000000 N N N N N N RHP HOTEL PROPERTIES LP / RHP FINANCE CORP N/A 749571AL9 1053000.00000000 PA USD 1082167.50000000 0.215691398201 Long DBT CORP US N 2 2033-06-15 Fixed 6.50000000 N N N N N N DBC 2025-DBC MORTGAGE TRUST N/A 23306HAA3 250000.00000000 PA USD 250072.14000000 0.049842939774 Long ABS-O CORP US N 2 2042-11-17 Floating 4.97709000 N N N N N N CORNELL UNIVERSITY 549300ZZIJPNT0RZWP17 219207AF4 45000.00000000 PA USD 44531.78000000 0.008875818108 Long DBT CORP US N 2 2035-06-15 Fixed 4.73300000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBT6 130000.00000000 PA USD 135039.22000000 0.026915240176 Long DBT CORP US N 2 2029-06-13 Fixed 6.99200000 N N N N N N APIDOS LOAN FUND 2024-1 LTD 549300092LX0NPUDVC76 037986AN6 1250000.00000000 PA USD 1252812.50000000 0.249703377535 Long ABS-CBDO CORP JE N 2 2038-10-25 Floating 4.91659000 N N N N N N BANK5 2025-5YR15 N/A 065924AG7 300000.00000000 PA USD 306421.40000000 0.061074149985 Long ABS-O CORP US N 2 2058-07-17 Variable 5.45200000 N N N N N N BOEING COMPANY (THE) RVHJWBXLJ1RFUBSY1F30 097023CA1 50000.00000000 PA USD 48767.94000000 0.009720145140 Long DBT CORP US N 2 2028-11-01 Fixed 3.45000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCK9 15000.00000000 PA USD 14753.46000000 0.002940574740 Long DBT CORP US N 2 2052-11-09 Fixed 6.90000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAA9 59000.00000000 PA USD 56131.25000000 0.011187757713 Long DBT CORP US N 2 2033-02-01 Fixed 4.20000000 N N N N N N EMD FINANCE LLC 529900C8KS5G529A0B76 26867LAR1 1000000.00000000 PA USD 986795.41000000 0.196682382091 Long DBT CORP US N 2 2035-10-15 Fixed 5.00000000 N N N N N N 2026-07-24 Goldman Sachs ETF Trust Allison Frachiolla Allison Frachiolla Vice President Assistant Treasurer XXXX