T 1.25 05/15/50

NPORT-P false 0001969674 XXXXXXXX S000097851 C000267356 2023 ETF Series Trust 811-23883 0001969674 5493000L2E3DBUPMOK03 234 W. Florida Street Suite 203 Milwaukee 53204 (833)782-2211 Transamerica Bond Active ETF S000097851 254900O4S4CLLV4FQ376 2026-09-30 2026-06-30 N 161161875.40 11689453.17 149472422.23 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 151000.00000000 10045047.36000000 0.00000000 76395.04000000 USD N Securities Portfolio VaR Designated Reference Portfolio is the Fund's Securities Portfolio UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 T 1.25 05/15/50 912810SN9 1222000.00000000 PA USD 581810.43000000 0.389242658491 Long DBT UST US N 2 2050-05-15 Fixed 1.25000000 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 RCL 5.25 02/27/38 78017TAD5 331000.00000000 PA USD 320734.14000000 0.214577468682 Long DBT CORP LR N 2 2038-02-27 Fixed 5.25000000 N N N N N N CROSS 2026-NQM5 MORTGAGE TRUST N/A CROSS 2026-NQM5 A1 22759BAE2 787252.70000000 PA USD 781643.68000000 0.522935046036 Long ABS-O CORP US N 2 2071-03-25 Variable 5.09400000 N N N N N N GABX LEASING LLC 25490085PXP0WGRIRI44 GATX 5.3 04/15/36 144A 36274FAB5 142000.00000000 PA USD 140998.64000000 0.094330872475 Long DBT CORP US N 2 2036-04-15 Fixed 5.30000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNMA-30YR 01F052672 4959000.00000000 PA USD 4975620.04000000 3.328787990298 Long ABS-MBS USGSE US N 2 2056-07-15 Fixed 5.50000000 N N N N N N CSMC 2021-RPL2 TRUST N/A CSMC 2021-RPL2 A1A 12656TAB4 274004.25640000 PA USD 231171.06000000 0.154658000821 Long ABS-O CORP US N 2 2060-01-25 Variable 1.11456000 N N N N N N HARVEST MIDSTREAM I LP 549300DW5M17KJOXCY66 HARMID 6.75 05/15/34 144A 417558AD5 138000.00000000 PA USD 140031.29000000 0.093683696236 Long DBT CORP US N 2 2034-05-15 Fixed 6.75000000 N N N N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 CRM 5.55 03/15/36 79466LAU8 154000.00000000 PA USD 153946.69000000 0.102993373428 Long DBT CORP US N 2 2036-03-15 Fixed 5.55000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 THC 5.5 11/15/32 144A 88033GDW7 262000.00000000 PA USD 260650.94000000 0.174380622265 Long DBT CORP US N 2 2032-11-15 Fixed 5.50000000 N N N N N N HUBBELL INC 54930088VDQ6840Y6597 HUBB 5.15 06/15/36 443510AP7 320000.00000000 PA USD 318706.93000000 0.213221225190 Long DBT CORP US N 2 2036-06-15 Fixed 5.15000000 N N N N N N HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE COMPANY 549300TMJ1FKCKECR148 HCSERV 5.875 06/15/54 144A 42218SAM0 227000.00000000 PA USD 219721.79000000 0.146998213263 Long DBT CORP US N 2 2054-06-15 Fixed 5.87500000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-1 N/A NRZT 2018-1A A1A 64830GAB2 46698.83000000 PA USD 45282.40000000 0.030294819154 Long ABS-O CORP US N 2 2057-12-25 Variable 4.00000000 N N N N N N CHENIERE ENERGY PARTNERS LP 5493005UEC8AZ34LDV29 CQP 4.5 10/01/29 16411QAG6 201000.00000000 PA USD 199711.59000000 0.133610994603 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM6 N/A MSRM 2026-NQM2 A1 617949AC6 750249.67670000 PA USD 739716.02000000 0.494884614140 Long ABS-O CORP US N 2 2071-01-25 Variable 4.73400000 N N N N N N OAK-EAGLE ACQUIRECO INC 6488ICS9P20290MA1H31 EA 7.25 07/01/33 144A 67124CAA1 144000.00000000 PA USD 150717.79000000 0.100833175612 Long DBT CORP US N 2 2033-07-01 Fixed 7.25000000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 PRXNA 4.027 08/03/50 144A 74365PAD0 600000.00000000 PA USD 420936.62000000 0.281614905090 Long DBT CORP NL N 2 2050-08-03 Fixed 4.02700000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 T 1.875 02/15/51 912810SU3 1562000.00000000 PA USD 868587.93000000 0.581102464950 Long DBT UST US N 2 2051-02-15 Fixed 1.87500000 N N N N N N TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP N/A TRGP 4 01/15/32 87612BBU5 132000.00000000 PA USD 125230.25000000 0.083781508409 Long DBT CORP US N 2 2032-01-15 Fixed 4.00000000 N N N N N N GCAT 2025-NQM6 TRUST N/A GCAT 2025-NQM6 A1 36831QAC5 841241.00850000 PA USD 832688.70000000 0.557085171683 Long ABS-O CORP US N 2 2070-10-25 Variable 4.93500000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 VICI 4.95 02/15/30 925650AC7 274000.00000000 PA USD 273312.84000000 0.182851683221 Long DBT CORP US N 2 2030-02-15 Fixed 4.95000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 AVGO 4.95 01/15/36 11135FDB4 157000.00000000 PA USD 154263.10000000 0.103205057962 Long DBT CORP US N 2 2036-01-15 Fixed 4.95000000 N N N N N N TYCO ELECTRONICS GROUP SA C33G1C5SYE2YM95EE712 TEL 5 05/09/35 902133BD8 331000.00000000 PA USD 328987.14000000 0.220098888538 Long DBT CORP LU N 2 2035-05-09 Fixed 5.00000000 N N N N N N COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO 549300MHDRBVRF6B9117 COLOM 7.75 11/07/36 195325EP6 600000.00000000 PA USD 655350.00000000 0.438442081972 Long DBT NUSS CO N 2 2036-11-07 Fixed 7.75000000 N N N N N N KEYSIGHT TECHNOLOGIES INC 549300GLKVIO8YRCYN02 KEYS 4.95 10/15/34 49338LAG8 125000.00000000 PA USD 123681.81000000 0.082745571493 Long DBT CORP US N 2 2034-10-15 Fixed 4.95000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 CVS V7 03/10/55 126650EH9 318000.00000000 PA USD 330288.16000000 0.220969296591 Long DBT CORP US N 2 2055-03-10 Fixed 7.00000000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 HNDLIN 3.875 08/15/31 144A 670001AH9 449000.00000000 PA USD 409235.80000000 0.273786825619 Long DBT CORP US N 2 2031-08-15 Fixed 3.87500000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 INTC 4.8 10/01/41 458140AK6 246000.00000000 PA USD 220115.26000000 0.147261452457 Long DBT CORP US N 2 2041-10-01 Fixed 4.80000000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 PPC 6.875 05/15/34 72147KAL2 201000.00000000 PA USD 217428.46000000 0.145463930239 Long DBT CORP US N 2 2034-05-15 Fixed 6.87500000 N N N N N N OFFICE CHERIFIEN DES PHOSPHATES SA 213800D26TAPVTCVWG40 OCPMR 6.75 05/02/34 144A 67091TAF2 600000.00000000 PA USD 630690.47000000 0.421944369797 Long DBT CORP MA N 2 2034-05-02 Fixed 6.75000000 N N N N N N GCAT 2019-NQM3 TRUST N/A GCAT 2026-NQM3 A1 36173UAE8 753282.41000000 PA USD 751312.20000000 0.502642687387 Long ABS-O CORP US N 2 2071-04-25 Variable 5.40900000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 T 3.875 03/31/28 91282CQH7 1568000.00000000 PA USD 1560466.25000000 1.043982713813 Long DBT UST US N 2 2028-03-31 Fixed 3.87500000 N N N N N N WESTERN MIDSTREAM OPERATING LP L6D8A6MLSY454J2JXJ60 WES 6.15 04/01/33 958667AE7 252000.00000000 PA USD 262945.06000000 0.175915433815 Long DBT CORP US N 2 2033-04-01 Fixed 6.15000000 N N N N N N GREENSAIF PIPELINES BIDCO SARL 549300YWDGUXPB8GRP47 GASBCM 5.8528 02/23/36 144A 39541EAD5 200000.00000000 PA USD 204311.55000000 0.136688458614 Long DBT CORP LU N 2 2036-02-23 Fixed 5.85280000 N N N N N N SYMPHONY CLO XIX LTD N/A SYMP 2018-19A A 87165YAC7 14662.78420000 PA USD 14666.92000000 0.009812458901 Long ABS-CBDO CORP KY N 2 2031-04-16 Variable 4.90113000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNMA-30YR 01F022675 2181000.00000000 PA USD 1822668.50000000 1.219401193081 Long ABS-MBS USGSE US N 2 2056-07-15 Fixed 2.50000000 N N N N N N CLYDESDALE ACQUISITION HOLDINGS INC 254900QKSDYFR3K5YD98 NOVHOL 6.625 04/15/29 144A 18972EAA3 333000.00000000 PA USD 332840.83000000 0.222677083193 Long DBT CORP US N 2 2029-04-15 Fixed 6.62500000 N N N N N N GXO LOGISTICS INC 5493007CNWMXN78JRN66 GXO 2.65 07/15/31 36262GAD3 405000.00000000 PA USD 359106.42000000 0.240249281200 Long DBT CORP US N 2 2031-07-15 Fixed 2.65000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 T 4.25 08/15/54 912810UC0 709500.00000000 PA USD 633589.04000000 0.423883570325 Long DBT UST US N 2 2054-08-15 Fixed 4.25000000 N N N N N N VANTAGE DATA CENTERS ISSUER LLC N/A VDC 2025-1A A2 92212KAH9 800000.00000000 PA USD 786354.40000000 0.526086610672 Long ABS-O CORP US N 2 2055-08-15 Fixed 5.13200000 N N N N N N INTUIT INC VI90HBPH7XSFMB9E4M29 INTU 5.5 06/15/36 46124HAL0 156000.00000000 PA USD 155479.08000000 0.104018572577 Long DBT CORP US N 2 2036-06-15 Fixed 5.50000000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 EQNR 4.75 11/14/35 29446MAP7 474000.00000000 PA USD 461905.68000000 0.309024014670 Long DBT CORP NO N 2 2035-11-14 Fixed 4.75000000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 GOOGL 5.5 02/15/46 02079KBN6 232000.00000000 PA USD 228695.68000000 0.153001922754 Long DBT CORP US N 2 2046-02-15 Fixed 5.50000000 N N N N N N ESENTIA ENERGY DEVELOPMENT SAB DE CV 254900Q2VJTZZLC8UL64 ESENMX 6.125 07/30/33 144A 29642EAA0 200000.00000000 PA USD 199660.00000000 0.133576479875 Long DBT CORP MX N 2 2033-07-30 Fixed 6.12500000 N N N N N N HUNTINGTON INGALLS INDUSTRIES INC 5TZLZ6WJTBVJ0QWBG121 HII 2.043 08/16/28 446413AZ9 338000.00000000 PA USD 320108.72000000 0.214159050361 Long DBT CORP US N 2 2028-08-16 Fixed 2.04300000 N N N N N N FORTITUDE GROUP HOLDINGS LLC 2549006R9ZUL08JFIH12 FORTRE 6.25 04/01/30 144A 34966XAA6 125000.00000000 PA USD 127829.24000000 0.085520284004 Long DBT CORP US N 2 2030-04-01 Fixed 6.25000000 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 VIKCRU 5.875 10/15/33 144A 92676XAH0 333000.00000000 PA USD 333684.67000000 0.223241628804 Long DBT CORP BM N 2 2033-10-15 Fixed 5.87500000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 TII 1.5 02/15/53 912810TP3 293000.00000000 PA USD 249632.53000000 0.167009088550 Long DBT UST US N 2 2053-02-15 Fixed 1.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FR RQ0118 3142J6DY6 1481686.60500000 PA USD 1457045.34000000 0.974792084226 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 5.00000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 HYNMTR 5.4 06/23/32 144A 44891ADX2 408000.00000000 PA USD 414598.36000000 0.277374484078 Long DBT CORP US N 2 2032-06-23 Fixed 5.40000000 N N N N N N GLP CAPITAL LP / GLP FINANCING II INC N/A GLPI 5.625 03/01/36 361841AX7 235000.00000000 PA USD 230426.36000000 0.154159781826 Long DBT CORP US N 2 2036-03-01 Fixed 5.62500000 N N N N N N DREYFUS GOVERNMENT CASH MANAGEMENT FUNDS 549300F7IDB6WRO7VJ11 DREYFUS GOVERNMENT CASH MANAGEMENT FUNDS SH BEN INT 262006208 1014069.69000000 NS USD 1014069.69000000 0.678432633171 Long STIV RF US N 1 N N N LABORATORY CORP OF AMERICA HOLDINGS OZ7UA8IXAIFILY2VZH07 LH 4.8 10/01/34 50540RBB7 351000.00000000 PA USD 342149.16000000 0.228904539643 Long DBT CORP US N 2 2034-10-01 Fixed 4.80000000 N N N N N N VERALTO CORP 635400FJE6GSOJUSNY27 VLTO 5.45 09/18/33 92338CAF0 252000.00000000 PA USD 258540.13000000 0.172968448723 Long DBT CORP US N 2 2033-09-18 Fixed 5.45000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 WFC V5.605 04/23/36 95000U3V3 285000.00000000 PA USD 292264.29000000 0.195530577239 Long DBT CORP US N 2 2036-04-23 Fixed 5.60500000 N N N N N N CROSS 2026-NQM2 MORTGAGE TRUST N/A CROSS 2026-NQM2 A1 227924AE7 629261.21140000 PA USD 622476.27000000 0.416448907907 Long ABS-O CORP US N 2 2061-03-25 Variable 4.83300000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 GLENLN 5.2 07/01/33 144A 378272CD8 200000.00000000 PA USD 200199.25000000 0.133937248766 Long DBT CORP US N 2 2033-07-01 Fixed 5.20000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 TMUS 3.5 04/15/31 87264ABW4 170000.00000000 PA USD 160469.05000000 0.107356960973 Long DBT CORP US N 2 2031-04-15 Fixed 3.50000000 N N N N N N SAUDI ARABIAN OIL COMPANY 5586006WD91QHB7J4X50 ARAMCO 5 02/02/36 144A 80415RAC5 300000.00000000 PA USD 293676.37000000 0.196475286623 Long DBT CORP SA N 2 2036-02-02 Fixed 5.00000000 N N N N N N UNITED PARCEL SERVICE INC D01LMJZU09ULLNCY6Z23 UPS 5.25 05/14/35 911312CJ3 199000.00000000 PA USD 203075.79000000 0.135861710789 Long DBT CORP US N 2 2035-05-14 Fixed 5.25000000 N N N N N N ONSLOW BAY FINANCIAL LLC 549300JK5TDDSAIKZ665 OBX 2026-NQM1 A1 67123HAA1 1396286.29000000 PA USD 1385116.28000000 0.926670123715 Long ABS-O CORP US N 2 2065-11-25 Variable 4.84600000 N N N N N N ISKANDAR ENTERPRISE LLC / KAVEH ENTERPRISE LLC N/A CLDHQ 2026-1A A21 464338AA0 580000.00000000 PA USD 577300.51000000 0.386225433017 Long ABS-O CORP US N 2 2056-04-17 Fixed 5.04900000 N N N N N N MATADOR RESOURCES COMPANY 549300CI3Q2UUK5R4G79 MTDR 6.5 04/15/32 144A 576485AG1 262000.00000000 PA USD 263569.38000000 0.176333116214 Long DBT CORP US N 2 2032-04-15 Fixed 6.50000000 N N N N N N COREWEAVE INC 984500511DP2B6186053 CRWV 9.75 10/01/31 144A 21873SAG3 132000.00000000 PA USD 131802.53000000 0.088178493419 Long DBT CORP US N 2 2031-10-01 Fixed 9.75000000 N N N N N N CHI COMMERCIAL MORTGAGE TRUST 2025- N/A CHI 2025-110W A 12577HAA8 850000.00000000 PA USD 845019.77000000 0.565334900841 Long ABS-O CORP US N 2 2040-12-13 Variable 5.10220000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 T 2.5 02/15/45 912810RK6 1083000.00000000 PA USD 759876.79000000 0.508372567101 Long DBT UST US N 2 2045-02-15 Fixed 2.50000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 T 4.625 11/15/45 912810UQ9 433000.00000000 PA USD 415950.63000000 0.278279179392 Long DBT UST US N 2 2045-11-15 Fixed 4.62500000 N N N N N N GE AEROSPACE 3C7474T6CDKPR9K6YT90 GE 5.875 01/14/38 MTN 36962G3P7 54000.00000000 PA USD 57576.96000000 0.038520122401 Long DBT CORP US N 2 2038-01-14 Fixed 5.87500000 N N N N N N QTS ISSUER ABS I LLC N/A QTS 2025-1A A2 74690DAA9 100000.00000000 PA USD 99287.30000000 0.066425162928 Long ABS-O CORP US N 2 2055-05-25 Fixed 5.43900000 N N N N N N HILTON GRAND VACATIONS TRUST 2025-2 N/A HGVT 2025-2A B 43285JAB0 192650.48000000 PA USD 191313.31000000 0.127992379561 Long ABS-O CORP US N 2 2044-05-25 Fixed 4.73000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 T 4.125 11/15/32 91282CFV8 457000.00000000 PA USD 452983.40000000 0.303054833287 Long DBT UST US N 2 2032-11-15 Fixed 4.12500000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 COF V5.197 09/11/36 14040HDN2 338000.00000000 PA USD 329145.97000000 0.220205148942 Long DBT CORP US N 2 2036-09-11 Fixed 5.19700000 N N N N N N OWENS BROCKWAY GLASS CONTAINER INC V2UQUCDZJ9WY98W8QU33 OI 9.5 06/01/33 144A 69073TAW3 223000.00000000 PA USD 228603.99000000 0.152940580335 Long DBT CORP US N 2 2033-06-01 Fixed 9.50000000 N N N N N N LIBERTY STREET TRUST 2026-225L N/A LBTY 2026-225L A 50178LAA2 400000.00000000 PA USD 393406.48000000 0.263196698180 Long ABS-O CORP US N 2 2031-02-10 Fixed 4.59326000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 ECOPET 8.375 01/19/36 279158AV1 306000.00000000 PA USD 331629.77000000 0.221866860155 Long DBT CORP CO N 2 2036-01-19 Fixed 8.37500000 N N N N N N OCEANEERING INTERNATIONAL INC 549300L6PH74701W0R30 OII 6.875 07/15/34 144A 675232AE2 101000.00000000 PA USD 102648.44000000 0.068673831913 Long DBT CORP US N 2 2034-07-15 Fixed 6.87500000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 T 4.625 02/15/46 912810UT3 1409000.00000000 PA USD 1352860.16000000 0.905090142928 Long DBT UST US N 2 2046-02-15 Fixed 4.62500000 N N N N N N GULFSTREAM NATURAL GAS SYSTEM LLC N/A GULFNG 5.6 07/23/35 144A 402740AG9 132000.00000000 PA USD 134059.90000000 0.089688718493 Long DBT CORP US N 2 2035-07-23 Fixed 5.60000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 BAC V2.651 03/11/32 N 06051GJP5 340000.00000000 PA USD 308415.04000000 0.206335747690 Long DBT CORP US N 2 2032-03-11 Fixed 2.65100000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 BAYNGR 4.2 07/15/34 144A 07274NAZ6 177000.00000000 PA USD 164434.95000000 0.110010226332 Long DBT CORP US N 2 2034-07-15 Fixed 4.20000000 N N N N N N ASURION LLC / ASURION CO-ISSUER INC N/A ASUCOR 8 12/31/32 144A 045941AA9 333000.00000000 PA USD 335787.71000000 0.224648604063 Long DBT CORP US N 2 2032-12-31 Fixed 8.00000000 N N N N N N ARES STRATEGIC INCOME FUND 549300IANZJVZPTICV54 ARESSI 5.45 09/09/28 04020EAM9 135000.00000000 PA USD 133699.54000000 0.089447630543 Long DBT CORP US N 2 2028-09-09 Fixed 5.45000000 N N N N N N FIRST NATIONAL MASTER NOTE TRUST N/A FNMNT 2023-2 A 32113CBY5 600000.00000000 PA USD 602087.52000000 0.402808431828 Long ABS-O CORP US N 2 2029-09-17 Fixed 5.77000000 N N N N N N SONOCO PRODUCTS COMPANY GKOMIK4RDJGHEF0VNP11 SON 5.75 11/01/40 835495AJ1 163000.00000000 PA USD 165392.58000000 0.110650899699 Long DBT CORP US N 2 2040-11-01 Fixed 5.75000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 T 4 11/15/52 912810TL2 80000.00000000 PA USD 68462.50000000 0.045802763465 Long DBT UST US N 2 2052-11-15 Fixed 4.00000000 N N N N N N HILTON GRAND VACATIONS TRUST 2022-1D N/A HGVT 2026-1A B 43284KAB8 445711.65000000 PA USD 445623.80000000 0.298131115661 Long ABS-O CORP US N 2 2043-02-25 Fixed 5.01000000 N N N N N N DIAMETER CAPITAL CLO 1 LTD 25490018I1ROE4V49X69 DCLO 2021-1A A1R 25255DAL4 250000.00000000 PA USD 250478.75000000 0.167575226428 Long ABS-CBDO CORP KY N 2 2037-10-15 Floating 5.06310000 N N N N N N SITIOS LATINOAMERICA SAB DE CV 984500D2C0CDC0BFDD35 SILAMX 6 11/25/29 144A 82983PAA1 200000.00000000 PA USD 204312.00000000 0.136688759673 Long DBT CORP MX N 2 2029-11-25 Fixed 6.00000000 N N N N N N GENERADORA DE GATUN SA 549300BC48TWBTNIBO28 GATUNP 6.874 09/30/44 144A 36875RAB2 200000.00000000 PA USD 206707.80000000 0.138291597149 Long DBT CORP PA N 2 2044-09-30 Fixed 6.87400000 N N N N N N BRAVO RESIDENTIAL FUNDING TRUST 2026-NQM5 25490019UZ1L8AA5HI44 BRAVO 2026-NQM5 A1 10570YAH7 600798.36000000 PA USD 599933.33000000 0.401367236209 Long ABS-O CORP US N 2 2066-06-25 Variable 5.36000000 N N N N N N GM FINANCIAL REVOLVING RECEIVABLES TRUST 2021-1 N/A GMREV 2021-1 A 36263HAA6 1210000.00000000 PA USD 1203421.84000000 0.805112957993 Long ABS-O CORP US N 2 2034-06-12 Fixed 1.17000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 2-Year T-Note Futures, Sep-2026,ETH 000000000 8.00000000 NC USD -2407.58000000 -0.00161071852 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2026-09-30 1651470.08000000 USD -2407.58000000 N N N ANCHORAGE CAPITAL CLO 6 LTD 54930064GO7DB3TVDY21 ANCHC 2022-25A CR 03329WAU1 350000.00000000 PA USD 350936.60000000 0.234783510405 Long ABS-CBDO CORP KY N 2 2038-03-20 Variable 5.42490000 N N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 H 5.4 12/15/35 448579AW2 199000.00000000 PA USD 197607.55000000 0.132203350325 Long DBT CORP US N 2 2035-12-15 Fixed 5.40000000 N N N N N N MV24 CAPITAL BV N/A MVFPSO 6.748 06/01/34 144A 55388RAA4 403260.00000000 PA USD 401584.62000000 0.268668035219 Long DBT CORP NL N 2 2034-06-01 Fixed 6.74800000 N N N N N N BAXTER INTERNATIONAL INC J5OIVXX3P24RJRW5CK77 BAX 5.65 12/15/35 071813DE6 201000.00000000 PA USD 199465.73000000 0.133446509412 Long DBT CORP US N 2 2035-12-15 Fixed 5.65000000 N N N N N N MAUSER PACKAGING SOLUTIONS HOLDING COMPANY 549300DNGHXL0OMHW304 BWY 7.875 04/15/30 144A 57763RAE7 293000.00000000 PA USD 299696.52000000 0.200502885769 Long DBT CORP US N 2 2030-04-15 Fixed 7.87500000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FN FA3397 3140W3X38 843460.79860000 PA USD 849602.97000000 0.568401152081 Long ABS-MBS USGSE US N 2 2055-10-01 Fixed 5.50000000 N N N N N N MEXICO REMITTANCES FUNDING FIDUCIARY ESTATE MANAGEMENT SARL 54930007WQ6S3GFCM563 EKT 12.5 10/15/31 144A 593035AB4 200000.00000000 PA USD 215900.00000000 0.144441360338 Long DBT CORP LU N 2 2031-10-15 Fixed 12.50000000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 PM 4.25 11/10/44 718172BL2 289000.00000000 PA USD 243045.00000000 0.162601900988 Long DBT CORP US N 2 2044-11-10 Fixed 4.25000000 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 SUN 5.625 03/15/31 144A 86765KAF6 338000.00000000 PA USD 335671.52000000 0.224570870661 Long DBT CORP US N 2 2031-03-15 Fixed 5.62500000 N N N N N N LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP N/A LADR 4.25 02/01/27 144A 505742AM8 550000.00000000 PA USD 547121.28000000 0.366034932623 Long DBT CORP US N 2 2027-02-01 Fixed 4.25000000 N N N N N N OLYMPUS WATER US HOLDING CORP 549300YU2GGVCBN3MY89 SOLEIN 7.25 02/15/33 144* 681639AE0 200000.00000000 PA USD 197944.52000000 0.132428789904 Long DBT CORP US N 2 2033-02-15 Fixed 7.25000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 CVS 5.45 09/15/35 126650EK2 320000.00000000 PA USD 324271.82000000 0.216944246411 Long DBT CORP US N 2 2035-09-15 Fixed 5.45000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 T 3.875 08/15/33 91282CHT1 741000.00000000 PA USD 720665.92000000 0.482139721326 Long DBT UST US N 2 2033-08-15 Fixed 3.87500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 BAC V5.045 02/06/37 060505GR9 536000.00000000 PA USD 528101.82000000 0.353310538573 Long DBT CORP US N 2 2037-02-06 Fixed 5.04500000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 B 0 09/01/26 912797UW5 1784000.00000000 PA USD 1772840.12000000 1.186065023601 Long DBT UST US N 2 2026-09-01 None 0.00000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 T 2.875 05/15/32 91282CEP2 331000.00000000 PA USD 307351.60000000 0.205624285346 Long DBT UST US N 2 2032-05-15 Fixed 2.87500000 N N N N N N SIERRA TIMESHARE 2024-1 RECEIVABLES FUNDING LLC N/A SRFC 2024-1A A 826935AA6 134079.08940000 PA USD 134734.24000000 0.090139865260 Long ABS-O CORP US N 2 2043-01-20 Fixed 5.15000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 ORCL 5.95 09/26/55 68389XDR3 212000.00000000 PA USD 180274.72000000 0.120607345027 Long DBT CORP US N 2 2055-09-26 Fixed 5.95000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 XIB 0 08/13/26 912797TW7 576000.00000000 PA USD 573493.78000000 0.383678655529 Long DBT UST US N 1 2026-08-13 None 0.00000000 N N N N N N LIGHTPATH FIBER ISSUER LLC N/A LPATH 2026-1A A2 53229YAA7 765000.00000000 PA USD 765727.36000000 0.512286713880 Long ABS-O CORP US N 2 2056-03-25 Fixed 5.59700000 N N N N N N EMERA US FINANCE LLC N/A EMACN V6.65 10/01/56 A 29103HAA5 305000.00000000 PA USD 308946.40000000 0.206691238016 Long DBT CORP US N 2 2056-10-01 Fixed 6.65000000 N N N N N N DUKE ENERGY INDIANA LLC 6URPHM2EAWGJ2C6ISB97 DUK 4.95 03/15/36 DDDD 26443TAG1 76000.00000000 PA USD 74733.84000000 0.049998413677 Long DBT CORP US N 2 2036-03-15 Fixed 4.95000000 N N N N N N BOEING COMPANY (THE) RVHJWBXLJ1RFUBSY1F30 BA 5.93 05/01/60 097023CX1 246000.00000000 PA USD 242158.50000000 0.162008814995 Long DBT CORP US N 2 2060-05-01 Fixed 5.93000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 T 3 11/15/45 912810RP5 1012000.00000000 PA USD 764494.85000000 0.511462140369 Long DBT UST US N 2 2045-11-15 Fixed 3.00000000 N N N N N N AIMCO CLO SERIES 2018-B N/A AIMCO 2018-BA AR3 00900PBC8 300000.00000000 PA USD 300525.00000000 0.201057155237 Long ABS-CBDO CORP US N 2 2037-04-16 Variable 4.87951920 N N N N N N TOWD POINT MORTGAGE TRUST 2022-4 N/A TPMT 2022-4 A1 89180YAA8 422813.23160000 PA USD 400621.37000000 0.268023601961 Long ABS-O CORP US N 2 2062-09-25 Variable 3.75000000 N N N N N N PETROLEOS MEXICANOS SA DE CV 549300CAZKPF4HKMPX17 PEMEX 6.84 01/23/30 71654QDC3 279000.00000000 PA USD 286724.39000000 0.191824274820 Long DBT CORP MX N 2 2030-01-23 Fixed 6.84000000 N N N N N N CAPITAL AUTOMOTIVE REIT N/A CAUTO 2021-1A A1 12510HAK6 367723.33890000 PA USD 366244.87000000 0.245025045112 Long ABS-O CORP US N 2 2051-08-15 Fixed 1.44000000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 VZ 4.75 01/15/33 92343VHF4 199000.00000000 PA USD 195972.59000000 0.131109529822 Long DBT CORP US N 2 2033-01-15 Fixed 4.75000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 T 1.125 05/15/40 912810SR0 500500.00000000 PA USD 316888.84000000 0.212004887103 Long DBT UST US N 2 2040-05-15 Fixed 1.12500000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 TDG 6.125 07/31/34 144A 893647CB1 308000.00000000 PA USD 307988.88000000 0.206050638241 Long DBT CORP US N 2 2034-07-31 Fixed 6.12500000 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 AVOL 4.9 10/10/30 144A 05401ABA8 324000.00000000 PA USD 321304.98000000 0.214959371907 Long DBT CORP KY N 2 2030-10-10 Fixed 4.90000000 N N N N N N VENTURE GLOBAL PLAQUEMINES LNG LLC 549300TKP4I6OJ02BF90 VEGLPL 6.125 12/15/30 144A 922966AE6 203000.00000000 PA USD 207798.51000000 0.139021303662 Long DBT CORP US N 2 2030-12-15 Fixed 6.12500000 N N N N N N UWM HOLDINGS LLC N/A UWMC 6.625 02/01/30 144A 903522AA8 104000.00000000 PA USD 96992.99000000 0.064890224265 Long DBT CORP US N 2 2030-02-01 Fixed 6.62500000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 T 2.875 05/15/49 912810SH2 696000.00000000 PA USD 494431.87000000 0.330784677617 Long DBT UST US N 2 2049-05-15 Fixed 2.87500000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 OKE 6.1 11/15/32 682680BG7 338000.00000000 PA USD 355866.40000000 0.238081643885 Long DBT CORP US N 2 2032-11-15 Fixed 6.10000000 N N N N N N TRANSCONTINENTAL GAS PIPELINE COMPANY LLC N/A WMB 5.1 03/15/36 893574AU7 238000.00000000 PA USD 235705.98000000 0.157691951788 Long DBT CORP US N 2 2036-03-15 Fixed 5.10000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 BACR V5.207 02/24/37 06738EDK8 600000.00000000 PA USD 584535.37000000 0.391065697122 Long DBT CORP GB N 2 2037-02-24 Fixed 5.20700000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 DUK 5 12/08/27 26441CBW4 125000.00000000 PA USD 125998.01000000 0.084295154999 Long DBT CORP US N 2 2027-12-08 Fixed 5.00000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 META 5.25 05/15/36 30303MAH5 370000.00000000 PA USD 367528.39000000 0.245883745320 Long DBT CORP US N 2 2036-05-15 Fixed 5.25000000 N N N N N N KIOXIA HOLDINGS CORP 35380080RTKRARNH4R73 KIOXIA 6.625 07/24/33 144A 49726JAB4 200000.00000000 PA USD 209245.75000000 0.139989535780 Long DBT CORP JP N 2 2033-07-24 Fixed 6.62500000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 JPM V6.087 10/23/29 46647PDX1 154000.00000000 PA USD 158707.57000000 0.106178496094 Long DBT CORP US N 2 2029-10-23 Fixed 6.08700000 N N N N N N AZORRA FINANCE LTD 254900MC1HXDAVUUP395 AZORRA 6.25 02/15/34 144A 05480AAC9 415000.00000000 PA USD 402108.40000000 0.269018454374 Long DBT CORP KY N 2 2034-02-15 Fixed 6.25000000 N N N N N N FOX CORP 549300DDU6FDRBIELS05 FOXA 5.476 01/25/39 35137LAJ4 257000.00000000 PA USD 249172.34000000 0.166701212359 Long DBT CORP US N 2 2039-01-25 Fixed 5.47600000 N N N N N N CHENIERE ENERGY PARTNERS LP 5493005UEC8AZ34LDV29 CQP 4 03/01/31 16411QAK7 340000.00000000 PA USD 327220.92000000 0.218917252505 Long DBT CORP US N 2 2031-03-01 Fixed 4.00000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC IHXLB8SL0QWSSG2VG640 AESOP 2023-5A A 05377RHC1 250000.00000000 PA USD 251974.20000000 0.168575711988 Long ABS-O CORP US N 2 2028-04-20 Fixed 5.78000000 N N N N N N BBVA MEXICO SA TEXAS BRANCH N/A BBVASM V5.875 09/13/34 144A 05533UAG3 600000.00000000 PA USD 590951.70000000 0.395358348505 Long DBT CORP US N 2 2034-09-13 Fixed 5.87500000 N N N N N N STELLANTIS FINANCIAL SERVICES US CORP 5493000KNKFDOC1BOW59 STLA 5.8 06/15/31 144A 85855FAE3 350000.00000000 PA USD 346005.53000000 0.231484527271 Long DBT CORP US N 2 2031-06-15 Fixed 5.80000000 N N N N N N CROSS 2026-NQM7 MORTGAGE TRUST N/A CROSS 2026-NQM7 A1 227932AC4 797340.36000000 PA USD 795774.06000000 0.532388549090 Long ABS-O CORP US N 2 2071-06-25 Variable 5.45800000 N N N N N N STARWOOD PROPERTY TRUST INC BUGSFQZERKRBFWIG5267 STWD 6 04/15/30 144A 85571BBC8 258000.00000000 PA USD 259097.02000000 0.173341019122 Long DBT CORP US N 2 2030-04-15 Fixed 6.00000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2026-1 N/A WLAKE 2026-1A C 96043BAF9 1090000.00000000 PA USD 1079547.12000000 0.722238325902 Long ABS-O CORP US N 2 2031-06-16 Fixed 4.37000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 T 2 02/15/50 912810SL3 1107000.00000000 PA USD 645346.41000000 0.431749482862 Long DBT UST US N 2 2050-02-15 Fixed 2.00000000 N N N N N N PALMER SQUARE CLO 2019-1 LTD 549300Y43K78UTRMTN21 PLMRS 2019-1A CR2 69700GBA9 1390000.00000000 PA USD 1402726.84000000 0.938451935863 Long ABS-CBDO CORP KY N 2 2038-08-16 Floating 5.44634000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNMA-30YR 01F020679 2228000.00000000 PA USD 1779604.33000000 1.190590413569 Long ABS-MBS USGSE US N 2 2056-07-15 Fixed 2.00000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 AVGO 3.137 11/15/35 144A 11135FBP5 410000.00000000 PA USD 348441.85000000 0.233114473426 Long DBT CORP US N 2 2035-11-15 Fixed 3.13700000 N N N N N N CENCORA INC AI8GXW8LG5WK7E9UD086 COR 4.9 02/13/36 03073EBE4 142000.00000000 PA USD 138477.97000000 0.092644494505 Long DBT CORP US N 2 2036-02-13 Fixed 4.90000000 N N N N N N PNC FINANCIAL SERVICES GROUP INC (THE) CFGNEKW0P8842LEUIA51 PNC V5.423 01/25/41 693475CF0 199000.00000000 PA USD 195621.76000000 0.130874817629 Long DBT CORP US N 2 2041-01-25 Fixed 5.42300000 N N N N N N CARNIVAL CORP LTD F1OF2ZSX47CR0BCWA982 CCL 6.125 02/15/33 144A 143658BX9 415000.00000000 PA USD 420226.92000000 0.281140101786 Long DBT CORP BM N 2 2033-02-15 Fixed 6.12500000 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A DELL 4.85 02/01/35 24703DBQ3 274000.00000000 PA USD 267465.01000000 0.178939369557 Long DBT CORP US N 2 2035-02-01 Fixed 4.85000000 N N N N N N KROGER COMPANY (THE) 6CPEOKI6OYJ13Q6O7870 KR 5 09/15/34 501044DV0 199000.00000000 PA USD 196449.31000000 0.131428464909 Long DBT CORP US N 2 2034-09-15 Fixed 5.00000000 N N N N N N CARGILL INC QXZYQNMR4JZ5RIRN4T31 CARGIL 5.125 02/11/35 144A 141781CD4 264000.00000000 PA USD 267419.82000000 0.178909136555 Long DBT CORP US N 2 2035-02-11 Fixed 5.12500000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 RPRX 5.2 09/25/35 78081BAU7 183000.00000000 PA USD 181387.58000000 0.121351870327 Long DBT CORP GB N 2 2035-09-25 Fixed 5.20000000 N N N N N N FIRST-CITIZENS BANK & TRUST COMPANY L9VVX1KT5TFTKS0MLF66 FCNCA V5.097 07/13/29 337967AA1 250000.00000000 PA USD 250369.13000000 0.167501888485 Long DBT CORP US N 2 2029-07-13 Fixed 5.09700000 N N N N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 BRO 5.25 06/23/32 115236AL5 85000.00000000 PA USD 85122.08000000 0.056948351227 Long DBT CORP US N 2 2032-06-23 Fixed 5.25000000 N N N N N N BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM7 254900T3YTF92WA96N66 BRAVO 2024-NQM7 A1 105698AC8 201866.71000000 PA USD 202246.18000000 0.135306685328 Long ABS-O CORP US N 2 2064-10-25 Variable 5.55400000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 ORCL 6.9 11/09/52 68389XCK9 154000.00000000 PA USD 147761.79000000 0.098855553282 Long DBT CORP US N 2 2052-11-09 Fixed 6.90000000 N N N N N N ECUADOR, REPUBLICA DEL - MINISTERIO DE FINANZAS Y CREDITO PUBLICO 5299003Y2U5XK0A35H71 ECUA 5 07/31/40 144A 000000000 306000.00000000 PA USD 256816.62000000 0.171815386523 Long DBT NUSS EC N 2 2040-07-31 Variable 5.00000000 N N N N N N AMERICAN AIRLINES INC N/A AAL 3.15 02/15/32 AA 02377LAA2 101163.61130000 PA USD 95056.47000000 0.063594654172 Long ABS-O CORP US N 2 2032-02-15 Fixed 3.15000000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 GS V2.65 10/21/32 38141GYN8 378000.00000000 PA USD 336508.04000000 0.225130519047 Long DBT CORP US N 2 2032-10-21 Fixed 2.65000000 N N N N N N CARS DB4 LP N/A CAUTO 2023-1A A1 12510HAS9 130725.02000000 PA USD 131061.98000000 0.087683050856 Long ABS-O CORP US N 2 2053-09-15 Fixed 5.75000000 N N N N N N CHILE ELECTRICITY LUX MPC II SARL N/A CHLMPC 5.58 10/20/35 144A 16882LAA0 195501.00000000 PA USD 198748.27000000 0.132966514514 Long DBT CORP LU N 2 2035-10-20 Fixed 5.58000000 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 SPLLLC 5.9 09/15/37 785592AZ9 154811.08000000 PA USD 161627.54000000 0.108132013644 Long DBT CORP US N 2 2037-09-15 Fixed 5.90000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 T 2.75 08/15/47 912810RY6 95000.00000000 PA USD 67190.23000000 0.044951589729 Long DBT UST US N 2 2047-08-15 Fixed 2.75000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 ORCL 5.875 09/26/45 68389XDP7 212000.00000000 PA USD 185700.83000000 0.124237519690 Long DBT CORP US N 2 2045-09-26 Fixed 5.87500000 N N N N N N HILTON DOMESTIC OPERATING COMPANY INC 5493003EG7H0N1E4XV50 HLT 3.75 05/01/29 144A 432833AJ0 225000.00000000 PA USD 217567.80000000 0.145557151449 Long DBT CORP US N 2 2029-05-01 Fixed 3.75000000 N N N N N N BX TRUST 2018-BILT N/A BX 2025-ARIA A 05619TAA6 1100000.00000000 PA USD 1102977.37000000 0.737913625499 Long ABS-O CORP US N 2 2042-12-15 Variable 5.19875900 N N N N N N ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE 315700IASY927EDWBK92 ROMANI 7.5 02/10/37 REGS 000000000 328000.00000000 PA USD 354876.98000000 0.237419702380 Long DBT NUSS RO N 2 2037-02-10 Fixed 7.50000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 TMUS 5 02/15/36 87264ADZ5 201000.00000000 PA USD 196695.79000000 0.131593364893 Long DBT CORP US N 2 2036-02-15 Fixed 5.00000000 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 PRU V5.7 09/15/48 744320BF8 308000.00000000 PA USD 308721.95000000 0.206541076537 Long DBT CORP US N 2 2048-09-15 Fixed 5.70000000 N N N N N N TOWD POINT MORTGAGE TRUST 2018-2 N/A TPMT 2018-2 A1 89175VAA1 243466.71310000 PA USD 242471.66000000 0.162218325215 Long ABS-O CORP US N 2 2058-03-25 Variable 3.25000000 N N N N N N PORT OF SPAIN WATERFRONT DEVELOPMENT LTD N/A POSWDL 7.875 02/19/40 144A 73500YAA5 393333.33000000 PA USD 411820.00000000 0.275515706413 Long DBT CORP TT N 2 2040-02-19 Fixed 7.87500000 N N N N N N HILTON GRAND VACATIONS TRUST 2025-2 N/A HGVT 2025-2A C 43285JAC8 256867.29130000 PA USD 254560.75000000 0.170306164978 Long ABS-O CORP US N 2 2044-05-25 Fixed 5.12000000 N N N N N N EXPAND ENERGY CORP X2MT1W32SPAZ9WSKLE78 EXE 5.375 03/15/30 845467AS8 125000.00000000 PA USD 125487.96000000 0.083953921484 Long DBT CORP US N 2 2030-03-15 Fixed 5.37500000 N N N N N N TOWD POINT MORTGAGE TRUST 2023-1 N/A TPMT 2023-1 A1 89181JAA0 126325.48860000 PA USD 120279.10000000 0.080469091358 Long ABS-O CORP US N 2 2063-01-25 Variable 3.75000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FN FA2839 3140W3EM7 1545230.75000000 PA USD 1293270.77000000 0.865223665145 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 2.50000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 AHTLN 5.55 05/30/33 144A 045054AQ6 200000.00000000 PA USD 202137.91000000 0.135234250562 Long DBT CORP US N 2 2033-05-30 Fixed 5.55000000 N N N N N N SPACE EXPLORATION TECHNOLOGIES CORP 549300B9WLO96RQCXP87 SPCX 5.875 07/15/36 144A 84615QAE3 411000.00000000 PA USD 405794.21000000 0.271484333996 Long DBT CORP US N 2 2036-07-15 Fixed 5.87500000 N N N N N N UZBEK INDUSTRIAL AND CONSTRUCTION BANK JSCB 213800C2NIFPFTXYIU69 SQBNZU 8.95 07/24/29 144A 917935AA6 600000.00000000 PA USD 645322.11000000 0.431733225682 Long DBT CORP UZ N 2 2029-07-24 Fixed 8.95000000 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 PWR 5.25 08/09/34 74762EAL6 132000.00000000 PA USD 133549.11000000 0.089346989904 Long DBT CORP US N 2 2034-08-09 Fixed 5.25000000 N N N N N N CSMC 2021-RPL3 TRUST N/A CSMC 2021-RPL3 A1 12661GAA7 527833.88000000 PA USD 466823.57000000 0.312314180124 Long ABS-O CORP US N 2 2060-01-25 Variable 2.00000000 N N N N N N CSMC 2020-RPL4 TRUST N/A CSMC 2020-RPL4 A1 126405AA7 1379668.80110000 PA USD 1241711.72000000 0.830729643284 Long ABS-O CORP US N 2 2060-01-25 Variable 2.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FR RQ0039 3142J6BH5 972923.24900000 PA USD 957958.79000000 0.640893333839 Long ABS-MBS USGSE US N 2 2055-08-01 Fixed 5.00000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 UBER 5.35 09/15/54 90353TAQ3 176000.00000000 PA USD 164383.88000000 0.109976059494 Long DBT CORP US N 2 2054-09-15 Fixed 5.35000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 T 5 05/15/45 912810UL0 521000.00000000 PA USD 525579.10000000 0.351622789113 Long DBT UST US N 2 2045-05-15 Fixed 5.00000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 T 2.5 05/15/46 912810RS9 1063000.00000000 PA USD 730459.55000000 0.488691853053 Long DBT UST US N 2 2046-05-15 Fixed 2.50000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 T 1.875 11/15/51 912810TB4 778000.00000000 PA USD 427717.65000000 0.286151547970 Long DBT UST US N 2 2051-11-15 Fixed 1.87500000 N N N N N N NCR VOYIX CORP 549300YKTY8JX1DV2R67 VYX 5.125 04/15/29 144A 62886EBA5 345000.00000000 PA USD 336763.92000000 0.225301707817 Long DBT CORP US N 2 2029-04-15 Fixed 5.12500000 N N N N N N TOTALENERGIES CAPITAL USA LLC 9845000979865101C194 TTEFP 4.569 01/13/33 89158TAB5 338000.00000000 PA USD 331496.60000000 0.221777766797 Long DBT CORP US N 2 2033-01-13 Fixed 4.56900000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 EIX 4.8 03/15/31 281020BD8 360000.00000000 PA USD 350372.11000000 0.234405855456 Long DBT CORP US N 2 2031-03-15 Fixed 4.80000000 N N N N N N COMISION FEDERAL DE ELECTRICIDAD 4469000001BFPONMPF32 CFELEC 3.875 07/26/33 REGS 000000000 600000.00000000 PA USD 520068.84000000 0.347936316439 Long DBT CORP MX N 2 2033-07-26 Fixed 3.87500000 N N N N N N IMPERIAL BRANDS FINANCE PLC 2138008L3B3MCG1DFS50 IMPERIAL BRANDS FINANCE PLC 4.875% SNR NTS 07/02/2032 USD (144A) 45262BAM5 350000.00000000 PA USD 347883.80000000 0.232741126965 Long DBT CORP GB N 2 2032-02-07 Fixed 4.87500000 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 BLDR 6.375 06/15/32 144A 12008RAR8 366000.00000000 PA USD 371736.32000000 0.248698933525 Long DBT CORP US N 2 2032-06-15 Fixed 6.37500000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATION OPERATING CAPITAL CORP 549300TPZNMN50BJ3745 CHTR 5.125 07/01/49 161175BS2 274000.00000000 PA USD 211619.42000000 0.141577567850 Long DBT CORP US N 2 2049-07-01 Fixed 5.12500000 N N N N N N MGM RESORTS INTERNATIONAL 54930066VBP7DZEGGJ87 MGM 6.125 09/15/29 552953CK5 258000.00000000 PA USD 260685.52000000 0.174403756967 Long DBT CORP US N 2 2029-09-15 Fixed 6.12500000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 T 1.375 11/15/40 912810ST6 568000.00000000 PA USD 367391.72000000 0.245792310393 Long DBT UST US N 2 2040-11-15 Fixed 1.37500000 N N N N N N TRITON CONTAINER INTERNATIONAL LTD / TAL INTERNATIONAL CONTAINER CORP N/A TRTN 5.15 02/15/33 89681LAC6 99000.00000000 PA USD 97296.31000000 0.065093151330 Long DBT CORP BM N 2 2033-02-15 Fixed 5.15000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 T 4.75 08/15/55 912810UM8 648000.00000000 PA USD 628838.44000000 0.420705325181 Long DBT UST US N 2 2055-08-15 Fixed 4.75000000 N N N N N N RETAINED VANTAGE DATA CENTERS ISSUER LLC 254900N4NW6XZ9B4HM15 VDCR 2024-1A A2 76134KAH7 260000.00000000 PA USD 255088.16000000 0.170659012675 Long ABS-O CORP US N 2 2049-09-15 Fixed 4.99200000 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 BXP 5.75 01/15/35 10112RBJ2 199000.00000000 PA USD 200985.07000000 0.134462977853 Long DBT CORP US N 2 2035-01-15 Fixed 5.75000000 N N N N N N UWM HOLDINGS LLC N/A UWMC 6.25 03/15/31 144A 903522AB6 338000.00000000 PA USD 301497.12000000 0.201707522700 Long DBT CORP US N 2 2031-03-15 Fixed 6.25000000 N N N N N N HILTON GRAND VACATIONS TRUST 2024-3 N/A HGVT 2024-3A B 43283NAB3 118236.92890000 PA USD 118701.98000000 0.079413966957 Long ABS-O CORP US N 2 2040-08-25 Fixed 5.27000000 N N N N N N SERVICENOW INC 549300HJTQM36M0E1G39 NOW 5.4 05/15/36 81762PAJ1 165000.00000000 PA USD 164992.93000000 0.110383525963 Long DBT CORP US N 2 2036-05-15 Fixed 5.40000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC IHXLB8SL0QWSSG2VG640 AESOP 2024-1A A 05377RHY3 1000000.00000000 PA USD 1016447.00000000 0.680023100472 Long ABS-O CORP US N 2 2030-06-20 Fixed 5.36000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 T 4.125 07/31/28 91282CHQ7 1488000.00000000 PA USD 1487070.00000000 0.994879174241 Long DBT UST US N 2 2028-07-31 Fixed 4.12500000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 HUM V6.625 09/15/56 444859CE0 385000.00000000 PA USD 383976.25000000 0.256887688224 Long DBT CORP US N 2 2056-09-15 Fixed 6.62500000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 VZ 1.75 01/20/31 92343VFR0 81000.00000000 PA USD 71173.81000000 0.047616683357 Long DBT CORP US N 2 2031-01-20 Fixed 1.75000000 N N N N N N ORBIA ADVANCE CORP SAB DE CV 549300MVHZ20SBIOEQ79 ORBIA 6.8 05/13/30 144A 68560EAC2 600000.00000000 PA USD 597722.19000000 0.399887939917 Long DBT CORP MX N 2 2030-05-13 Fixed 6.80000000 N N N N N N HERTZ VEHICLE FINANCING LLC 5493004IHDYOZ9K9WF47 HERTZ 2025-6A A 42806MDQ9 1000000.00000000 PA USD 992172.00000000 0.663782646455 Long ABS-O CORP US N 2 2032-05-25 Fixed 4.89000000 N N N N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 AMH 5.5 02/01/34 02666TAG2 338000.00000000 PA USD 342456.98000000 0.229110477297 Long DBT CORP US N 2 2034-02-01 Fixed 5.50000000 N N N N N N VULCAN MATERIALS COMPANY 549300Q8LSNHAVWBNI21 VMC 5.35 12/01/34 929160BC2 232000.00000000 PA USD 235718.49000000 0.157700321225 Long DBT CORP US N 2 2034-12-01 Fixed 5.35000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 ENBCN 5.45 03/27/36 29250NCR4 96000.00000000 PA USD 97071.72000000 0.064942896188 Long DBT CORP CA N 2 2036-03-27 Fixed 5.45000000 N N N N N N PERMIAN RESOURCES OPERATING LLC 5493004CTVUMQLRPOE23 PR 6.25 02/01/33 144A 71424VAB6 329000.00000000 PA USD 336120.20000000 0.224871046434 Long DBT CORP US N 2 2033-02-01 Fixed 6.25000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MS V5.314 01/18/41 61748UAP7 311000.00000000 PA USD 303206.18000000 0.202850917564 Long DBT CORP US N 2 2041-01-18 Fixed 5.31400000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 FANG 5.15 01/30/30 25278XAY5 307000.00000000 PA USD 311353.12000000 0.208301381187 Long DBT CORP US N 2 2030-01-30 Fixed 5.15000000 N N N N N N METRONET INFRASTRUCTURE ISSUER LLC 5493000BIROCAEATAQ61 MNET 2025-2A A2 59170JAX6 899578.00000000 PA USD 903029.05000000 0.604144253854 Long ABS-O CORP US N 2 2055-08-20 Fixed 5.40000000 N N N N N N SM ENERGY COMPANY 84BUTVXV5ODI6BXNMH43 SM 7 08/01/32 144A 78454LAY6 338000.00000000 PA USD 341340.12000000 0.228363275919 Long DBT CORP US N 2 2032-08-01 Fixed 7.00000000 N N N N N N GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 GP 4.95 06/30/32 144A 37331NAT8 154000.00000000 PA USD 154565.71000000 0.103407510023 Long DBT CORP US N 2 2032-06-30 Fixed 4.95000000 N N N N N N VSP OPTICAL GROUP INC 549300PHX8USLM2BT742 VSPOPT 5.65 06/01/36 144A 91836LAC6 300000.00000000 PA USD 301552.23000000 0.201744392377 Long DBT CORP US N 2 2036-06-01 Fixed 5.65000000 N N N N N N ICG US CLO 2014-1 LTD 25490053S2JSJU63Y978 ICG 2014-1A A2A3 44928XBN3 1000000.00000000 PA USD 999862.00000000 0.668927408202 Long ABS-CBDO CORP KY N 2 2034-10-20 Variable 5.17523040 N N N N N N HEXCEL CORP S6Q7LW43WUBUHXY2QP69 HXL 4.9 05/15/31 428291AQ1 310000.00000000 PA USD 309144.75000000 0.206823938080 Long DBT CORP US N 2 2031-05-15 Fixed 4.90000000 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 AVOL 5.75 11/15/29 144A 05401AAV3 474000.00000000 PA USD 484810.96000000 0.324348098978 Long DBT CORP KY N 2 2029-11-15 Fixed 5.75000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 UBER 4.8 09/15/34 90353TAP5 142000.00000000 PA USD 139394.19000000 0.093257463765 Long DBT CORP US N 2 2034-09-15 Fixed 4.80000000 N N N N N N B.A.T CAPITAL CORP 2138005GYEXN7XRHFA84 BATSLN 5.625 08/15/35 05526DCC7 392000.00000000 PA USD 404129.44000000 0.270370570016 Long DBT CORP US N 2 2035-08-15 Fixed 5.62500000 N N N N N N COTE D'IVOIRE, REPUBLIC OF 254900ICW11T82O6H590 IVYCST 8.25 01/30/37 144A 221625AU0 400000.00000000 PA USD 442875.34000000 0.296292341685 Long DBT NUSS CI N 2 2037-01-30 Fixed 8.25000000 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 SNPS 5.7 04/01/55 871607AG2 125000.00000000 PA USD 121329.88000000 0.081172083913 Long DBT CORP US N 2 2055-04-01 Fixed 5.70000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 CVS 6 06/01/44 126650EE6 183000.00000000 PA USD 184916.47000000 0.123712767372 Long DBT CORP US N 2 2044-06-01 Fixed 6.00000000 N N N N N N VISTRA OPERATIONS COMPANY LLC 549300ZH5GKBTJZ7NM23 VST 5.35 01/31/36 144A 92840VAZ5 378000.00000000 PA USD 370613.42000000 0.247947691266 Long DBT CORP US N 2 2036-01-31 Fixed 5.35000000 N N N N N N CROSS 2026-NQM1 MORTGAGE TRUST N/A CROSS 2026-NQM1 A1 22758EAA5 655444.78260000 PA USD 646455.42000000 0.432491432436 Long ABS-O CORP US N 2 2061-02-25 Variable 4.69900000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FN MA5528 31418FEA1 1260845.96880000 PA USD 1179803.82000000 0.789312036560 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 4.00000000 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 SNPS 5.15 04/01/35 871607AE7 170000.00000000 PA USD 169106.26000000 0.113135424901 Long DBT CORP US N 2 2035-04-01 Fixed 5.15000000 N N N N N N YACIMIENTOS PETROLIFEROS FISCALES SA 5493003N7447U18U5U53 YPFDAR 9.5 01/17/31 144A 984245AX8 306000.00000000 PA USD 324947.52000000 0.217396303045 Long DBT CORP AR N 2 2031-01-17 Fixed 9.50000000 N N N N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 ARW 5.875 04/10/34 04273WAE1 201000.00000000 PA USD 206948.92000000 0.138452911187 Long DBT CORP US N 2 2034-04-10 Fixed 5.87500000 N N N N N N STORE CAPITAL LLC 254900Z9PIEFQ6AYXK50 STOR 4.95 02/11/31 862123AD8 246000.00000000 PA USD 242948.62000000 0.162537420866 Long DBT CORP US N 2 2031-02-11 Fixed 4.95000000 N N N N N N UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO 254900EGTWEU67VP6075 MEX 6.875 05/13/37 91087BBC3 600000.00000000 PA USD 630180.00000000 0.421602855294 Long DBT NUSS MX N 2 2037-05-13 Fixed 6.87500000 N N N N N N IRON MOUNTAIN INC (REIT) SQL3F6CKNNBM3SQGHX24 IRM 6.25 01/15/35 144A 46284VAR2 300000.00000000 PA USD 301544.38000000 0.201739140572 Long DBT CORP US N 2 2035-01-15 Fixed 6.25000000 N N N N N N BOEING COMPANY (THE) RVHJWBXLJ1RFUBSY1F30 BA 5.805 05/01/50 097023CW3 177000.00000000 PA USD 174981.51000000 0.117066083087 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MS V4.708 03/12/32 61747YGB5 631000.00000000 PA USD 623352.70000000 0.417035256872 Long DBT CORP US N 2 2032-03-12 Fixed 4.70800000 N N N N N N GCAT 2026-NQM2 TRUST N/A GCAT 2026-NQM2 A1 36173JAE3 973199.00000000 PA USD 972176.46000000 0.650405235625 Long ABS-O CORP US N 2 2071-02-25 Variable 5.45200000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 T 2.875 08/15/45 912810RN0 1330000.00000000 PA USD 987317.19000000 0.660534682766 Long DBT UST US N 2 2045-08-15 Fixed 2.87500000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 ENBCN 4.9 06/20/30 29250NCJ2 142000.00000000 PA USD 142512.22000000 0.095343487362 Long DBT CORP CA N 2 2030-06-20 Fixed 4.90000000 N N N N N N BOEING COMPANY (THE) RVHJWBXLJ1RFUBSY1F30 BA 6.528 05/01/34 097023DS1 109000.00000000 PA USD 118621.89000000 0.079360385166 Long DBT CORP US N 2 2034-05-01 Fixed 6.52800000 N N N N N N VMED O2 UK FINANCING I PLC 213800MRR46ECNGZ7L69 VMED 4.75 07/15/31 144A 92858RAB6 200000.00000000 PA USD 164518.77000000 0.110066303566 Long DBT CORP GB N 2 2031-07-15 Fixed 4.75000000 N N N N N N SIERRA TIMESHARE 2023-2 RECEIVABLES FUNDING LLC N/A SRFC 2023-2A A 82650BAA4 59002.55910000 PA USD 59862.33000000 0.040049080028 Long ABS-O CORP US N 2 2040-04-20 Fixed 5.80000000 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 ENTERP 5.25 04/30/36 144A 26884TBB7 210000.00000000 PA USD 209606.48000000 0.140230871268 Long DBT CORP US N 2 2036-04-30 Fixed 5.25000000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 COF V5.884 07/26/35 14040HDH5 437000.00000000 PA USD 450191.95000000 0.301187298154 Long DBT CORP US N 2 2035-07-26 Fixed 5.88400000 N N N N N N HUDSON YARDS 2025-SPRL MORTGAGE TRUST N/A HY 2025-SPRL A 44855PAA6 1010000.00000000 PA USD 1026682.98000000 0.686871173078 Long ABS-O CORP US N 2 2040-01-13 Variable 5.46684000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 T 3.625 05/31/28 91282CHE4 1635000.00000000 PA USD 1619033.21000000 1.083165165751 Long DBT UST US N 2 2028-05-31 Fixed 3.62500000 N N N N N N OBX 2026-NQM2 TRUST 2549007DTHVTGCMU8X03 OBX 2026-NQM3 A1 67449MAF6 1071670.27000000 PA USD 1056073.82000000 0.706534225005 Long ABS-O CORP US N 2 2066-01-25 Variable 4.65200000 N N N N N N BUNGE LTD FINANCE CORP 549300QHC068L40NNM71 BG 5.15 08/04/35 120568BR0 382000.00000000 PA USD 379698.99000000 0.254026116881 Long DBT CORP US N 2 2035-08-04 Fixed 5.15000000 N N N N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 BKNG 5.375 05/07/36 09857LBN7 78000.00000000 PA USD 78147.79000000 0.052282413594 Long DBT CORP US N 2 2036-05-07 Fixed 5.37500000 N N N N N N PUBLIC SERVICE ENTERPRISE GROUP INC PUSS41EMO3E6XXNV3U28 PEG 4.8 06/15/31 744573BC9 448000.00000000 PA USD 446965.66000000 0.299028846479 Long DBT CORP US N 2 2031-06-15 Fixed 4.80000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-3 N/A NRZT 2017-3A A1 64828MAA5 73326.39000000 PA USD 70467.58000000 0.047144201551 Long ABS-O CORP US N 2 2057-04-25 Variable 4.00000000 N N N N N N BENEFIT STREET PARTNERS CLO X LTD 549300MYLNCW81S1Y182 BSP 2016-10A A1R3 08181LBE6 250000.00000000 PA USD 250661.25000000 0.167697322529 Long ABS-CBDO CORP KY N 2 2038-07-20 Floating 4.97523000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 B 0 08/27/26 912797TY3 1754000.00000000 PA USD 1743818.91000000 1.166649261438 Long DBT UST US N 2 2026-08-27 None 0.00000000 N N N N N N SKYMILES IP LTD / DELTA AIR LINE INC N/A DAL 4.75 10/20/28 144A 830867AB3 251666.66350000 PA USD 251491.42000000 0.168252722641 Long DBT CORP KY N 2 2028-10-20 Fixed 4.75000000 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 MAR 5.1 05/01/38 571903BZ5 225000.00000000 PA USD 217082.41000000 0.145232415960 Long DBT CORP US N 2 2038-05-01 Fixed 5.10000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 AMGN 2.8 08/15/41 031162DA5 199000.00000000 PA USD 144335.57000000 0.096563344493 Long DBT CORP US N 2 2041-08-15 Fixed 2.80000000 N N N N N N HINNT 2024-A LLC N/A HINTT 2024-A A 40472QAA5 37161.43660000 PA USD 37526.04000000 0.025105661258 Long ABS-O CORP US N 2 2043-03-16 Fixed 5.49000000 N N N N N N COLT 2024-3 MORTGAGE LOAN TRUST 213800YFAHWZN77V6P52 COLT 2024-3 A1 19688VAA8 71710.16000000 PA USD 72196.89000000 0.048301144065 Long ABS-O CORP US N 2 2069-06-25 Variable 6.39300000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 T 1.875 02/15/41 912810SW9 257600.00000000 PA USD 178815.66000000 0.119631205096 Long DBT UST US N 2 2041-02-15 Fixed 1.87500000 N N N N N N CONSTELLATION ENERGY GENERATION LLC S2PEWKCZFFECR4533P43 CEG 5.875 01/15/66 210385AR1 154000.00000000 PA USD 150585.98000000 0.100744992121 Long DBT CORP US N 2 2066-01-15 Fixed 5.87500000 N N N N N N SCF EQUIPMENT LEASING 2025-1 LLC N/A SCFET 2025-1A A2 78437DAB6 73485.00280000 PA USD 73499.47000000 0.049172595789 Long ABS-O CORP US N 2 2030-07-22 Fixed 4.82000000 N N N N N N W.P. CAREY INC 54930042CRNE713E3Q67 WPC 5.2 09/15/36 92936UAP4 221000.00000000 PA USD 218180.06000000 0.145966765470 Long DBT CORP US N 2 2036-09-15 Fixed 5.20000000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 GS V5.387 02/02/41 38145GAU4 353000.00000000 PA USD 343990.72000000 0.230136579623 Long DBT CORP US N 2 2041-02-02 Fixed 5.38700000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 HCA 4.9 11/15/35 404119DF3 324000.00000000 PA USD 313895.27000000 0.210002129701 Long DBT CORP US N 2 2035-11-15 Fixed 4.90000000 N N N N N N HILTON GRAND VACATIONS TRUST 2020-A N/A HGVT 2020-AA A 43285HAA6 758351.76300000 PA USD 750031.05000000 0.501785572756 Long ABS-O CORP US N 2 2039-02-25 Fixed 2.74000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 ISPIM V8.248 11/21/33 144A 46115HBV8 600000.00000000 PA USD 693697.37000000 0.464097229208 Long DBT CORP IT N 2 2033-11-21 Fixed 8.24800000 N N N N N N MVW 2021-1W LLC N/A MVWOT 2021-1WA C 55389TAC5 375199.34190000 PA USD 366030.41000000 0.244881567140 Long ABS-O CORP US N 2 2041-01-22 Fixed 1.94000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 UNH 5.15 07/15/34 91324PFJ6 170000.00000000 PA USD 171603.00000000 0.114805793229 Long DBT CORP US N 2 2034-07-15 Fixed 5.15000000 N N N N N N FMC CORP CKDHZ2X64EEBQCSP7013 FMC 8 06/01/31 144A 302491BA2 83000.00000000 PA USD 86443.63000000 0.057832494255 Long DBT CORP US N 2 2031-06-01 Fixed 8.00000000 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 MEDIND 5.25 06/15/33 144A 58506DAC2 243000.00000000 PA USD 241704.40000000 0.161705013134 Long DBT CORP US N 2 2033-06-15 Fixed 5.25000000 N N N N N N VENTURE 43 CLO LTD 549300OLN5VHTMLSN650 VENTR 2021-43A A1RR 92290CAZ2 250000.00000000 PA USD 249649.50000000 0.167020441814 Long ABS-CBDO CORP KY N 2 2034-04-15 Variable 4.67309880 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 ROP 4.9 10/15/34 776696AJ5 212000.00000000 PA USD 204964.25000000 0.137125127794 Long DBT CORP US N 2 2034-10-15 Fixed 4.90000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 TMUS 3.875 04/15/30 87264ABF1 125000.00000000 PA USD 121148.86000000 0.081050977961 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N SAFEHOLD GL HOLDINGS LLC 54930012UY5Z4Q8NL108 SAFE 6.1 04/01/34 785931AA4 256000.00000000 PA USD 268201.75000000 0.179432263155 Long DBT CORP US N 2 2034-04-01 Fixed 6.10000000 N N N N N N 7-ELEVEN INC 549300K23JPL0SS3LB18 SVELEV 1.8 02/10/31 144A 817826AE0 340000.00000000 PA USD 295964.56000000 0.198006130886 Long DBT CORP US N 2 2031-02-10 Fixed 1.80000000 N N N N N N CROSS 2025-H8 MORTGAGE TRUST N/A CROSS 2025-H8 A1 22757XAA4 679895.49130000 PA USD 674495.08000000 0.451250518280 Long ABS-O CORP US N 2 2070-11-25 Variable 5.00300000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 JPM V5.148 04/23/37 46647PFP6 267000.00000000 PA USD 265177.74000000 0.177409140792 Long DBT CORP US N 2 2037-04-23 Fixed 5.14800000 N N N N N N GOLDMAN SACHS PRIVATE CREDIT CORP 549300TD27G6372IYJ65 GSCRED 6.15 06/16/31 144A 38152BAQ4 177000.00000000 PA USD 175768.07000000 0.117592307248 Long DBT CORP US N 2 2031-06-16 Fixed 6.15000000 N N N N N N GCAT 2026-NQM1 TRUST N/A GCAT 2026-NQM1 A1 36274BAE8 475809.61000000 PA USD 469392.18000000 0.314032630900 Long ABS-O CORP US N 2 2070-12-25 Variable 4.75301350 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST - RPL1 N/A NRZT 2018-RPL1 A1 64829VAA4 877984.98000000 PA USD 850984.13000000 0.569325175376 Long ABS-O CORP US N 2 2057-12-25 Variable 3.50000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 HCA 6 04/01/54 404119CV9 267000.00000000 PA USD 263933.66000000 0.176576826723 Long DBT CORP US N 2 2054-04-01 Fixed 6.00000000 N N N N N N INVESTMENT ENERGY RESOURCES LTD 254900A71Y7WHN7L5K89 CMIENE 6.25 04/26/29 144A 46143NAB6 200000.00000000 PA USD 197121.27000000 0.131878019409 Long DBT CORP BM N 2 2029-04-26 Fixed 6.25000000 N N N N N N HILTON GRAND VACATIONS TRUST 2023-1 N/A HGVT 2023-1A A 432917AA0 228223.44330000 PA USD 231748.74000000 0.155044480140 Long ABS-O CORP US N 2 2038-01-25 Fixed 5.72000000 N N N N N N METLIFE SECURITIZATION TRUST 2017-1 N/A MST 2019-1A A1A 59166EAB1 80003.66000000 PA USD 79169.98000000 0.052966278875 Long ABS-O CORP US N 2 2058-04-25 Variable 3.73625800 N N N N N N GXO LOGISTICS INC 5493007CNWMXN78JRN66 GXO 6.5 05/06/34 36262GAG6 183000.00000000 PA USD 191992.84000000 0.128446998540 Long DBT CORP US N 2 2034-05-06 Fixed 6.50000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 T 4.75 05/15/55 912810UK2 244000.00000000 PA USD 236727.66000000 0.158375475869 Long DBT UST US N 2 2055-05-15 Fixed 4.75000000 N N N N N N ALBERTSONS COMPANIES INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC N/A ACI 6.25 03/15/33 144A 01309QAB4 326000.00000000 PA USD 323313.99000000 0.216303439240 Long DBT CORP US N 2 2033-03-15 Fixed 6.25000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 T 4.375 05/15/36 91282CQQ7 449000.00000000 PA USD 446649.76000000 0.298817503146 Long DBT UST US N 2 2036-05-15 Fixed 4.37500000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 DUK 4.95 09/15/35 26441CCJ2 392000.00000000 PA USD 383783.13000000 0.256758487133 Long DBT CORP US N 2 2035-09-15 Fixed 4.95000000 N N N N N N GOODYEAR TIRE & RUBBER COMPANY 5493002BI0S2ZQUY3437 GT 8.875 07/15/32 382550BT7 225000.00000000 PA USD 227101.58000000 0.151935438398 Long DBT CORP US N 2 2032-07-15 Fixed 8.87500000 N N N N N N IHS MAURITIUS NG HOLDCO LTD 5493006Z6YQYCCN2XI74 IHS 8 09/18/27 144A 44963LAC0 240616.32390000 PA USD 240968.40000000 0.161212614611 Long DBT CORP MU N 2 2027-09-18 Fixed 8.00000000 N N N N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 BRO 5.55 06/23/35 115236AM3 324000.00000000 PA USD 323467.64000000 0.216406234122 Long DBT CORP US N 2 2035-06-23 Fixed 5.55000000 N N N N N N VEGAS TRUST 2024-TI N/A VEGAS 2024-TI A 92254AAA5 900000.00000000 PA USD 899285.85000000 0.601639979190 Long ABS-O CORP US N 2 2039-11-14 Variable 5.51830000 N N N N N N PACIFIC GAS & ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 PCG 2.5 02/01/31 694308JG3 106000.00000000 PA USD 95140.60000000 0.063650938802 Long DBT CORP US N 2 2031-02-01 Fixed 2.50000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 BAYNGR 5.5 07/30/35 144A 07274NBA0 88000.00000000 PA USD 88026.30000000 0.058891331716 Long DBT CORP US N 2 2035-07-30 Fixed 5.50000000 N N N N N N OBX 2025-NQM2 TRUST 2549006BC0G3YEF5SL09 OBX 2025-NQM2 A1 67120VAA3 129221.17000000 PA USD 129565.63000000 0.086681963178 Long ABS-O CORP US N 2 2064-11-25 Variable 5.59700000 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 PWR 2.9 10/01/30 74762EAF9 201000.00000000 PA USD 187061.43000000 0.125147787939 Long DBT CORP US N 2 2030-10-01 Fixed 2.90000000 N N N N N N APPLOVIN CORP 549300LLVXMUAOL3SQ07 APP 5.5 12/01/34 03831WAD0 280000.00000000 PA USD 282628.11000000 0.189083782669 Long DBT CORP US N 2 2034-12-01 Fixed 5.50000000 N N N N N N VISTRA OPERATIONS COMPANY LLC 549300ZH5GKBTJZ7NM23 VST 5.25 10/15/35 144A 92840VAW2 393000.00000000 PA USD 382467.21000000 0.255878110686 Long DBT CORP US N 2 2035-10-15 Fixed 5.25000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 AMGN 5.6 03/02/43 031162DS6 168000.00000000 PA USD 167077.80000000 0.111778345133 Long DBT CORP US N 2 2043-03-02 Fixed 5.60000000 N N N N N N INTUIT INC VI90HBPH7XSFMB9E4M29 INTU 5.5 09/15/53 46124HAH9 248000.00000000 PA USD 223009.69000000 0.149197883243 Long DBT CORP US N 2 2053-09-15 Fixed 5.50000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 T 2.75 08/15/42 912810QX9 568000.00000000 PA USD 434076.25000000 0.290405576844 Long DBT UST US N 2 2042-08-15 Fixed 2.75000000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 GS V5.065 01/21/37 38145GAS9 264000.00000000 PA USD 257852.93000000 0.172508698362 Long DBT CORP US N 2 2037-01-21 Fixed 5.06500000 N N N N N N SAMARCO MINERACAO SA 529900U8HKV15GJC4O60 SAMMIN 9.5 06/30/31 REGS 000000000 285148.00000000 PA USD 286827.81000000 0.191893464841 Long DBT CORP BR N 2 2031-06-30 Variable 9.00000000 N N Y N N N Hilton Grand Vacations Inc 549300O9K6MFD8D07574 HGVT 2025-1A A 43283CAA9 61648.87520000 PA USD 61721.55000000 0.041292934896 Long ABS-O CORP US N 2 2042-05-27 Fixed 4.88000000 N N N N N N FIRST CITIZENS BANCSHARES INC 549300N3Z00ZHE2XC526 FCNCA V5.231 03/12/31 31959XAC7 481000.00000000 PA USD 480119.51000000 0.321209426352 Long DBT CORP US N 2 2031-03-12 Fixed 5.23100000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MS V5.831 04/19/35 61747YFR1 271000.00000000 PA USD 281266.65000000 0.188172939063 Long DBT CORP US N 2 2035-04-19 Fixed 5.83100000 N N N N N N EXPERIAN FINANCE US INC 98450068569C0C85B875 EXPNLN 5.35 08/24/36 144A 30220DAA0 300000.00000000 PA USD 298823.32000000 0.199918697738 Long DBT CORP US N 2 2036-08-24 Fixed 5.35000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 5-Year T-Note Futures, Sep-2026,ETH 000000000 23.00000000 NC USD -5080.01000000 -0.00339862693 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2026-09-30 2467158.14000000 USD -5080.01000000 N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 GM 5.1 09/15/31 37045XFR2 195000.00000000 PA USD 195420.33000000 0.130740056984 Long DBT CORP US N 2 2031-09-15 Fixed 5.10000000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 JPM V5.193 02/05/37 46647PFK7 353000.00000000 PA USD 347307.24000000 0.232355396947 Long DBT CORP US N 2 2037-02-05 Fixed 5.19300000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 GILD 5.1 06/15/35 375558CC5 246000.00000000 PA USD 248141.81000000 0.166011767453 Long DBT CORP US N 2 2035-06-15 Fixed 5.10000000 N N N N N N VB-S1 ISSUER LLC N/A VBTEL 2026-1A C2 91825HAA2 1100000.00000000 PA USD 1076178.18000000 0.719984438563 Long ABS-O CORP US N 2 2056-03-15 Fixed 4.69300000 N N N N N N CIGNA GROUP (THE) 549300VIWYMSIGT1U456 CI 5.25 01/15/36 125523CZ1 264000.00000000 PA USD 264773.02000000 0.177138375126 Long DBT CORP US N 2 2036-01-15 Fixed 5.25000000 N N N N N N EXPEDIA GROUP INC CI7MUJI4USF3V0NJ1H64 EXPE 5.4 02/15/35 30212PBL8 353000.00000000 PA USD 349562.59000000 0.233864270602 Long DBT CORP US N 2 2035-02-15 Fixed 5.40000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 T 4.625 11/15/55 912810UP1 805000.00000000 PA USD 765944.93000000 0.512432272504 Long DBT UST US N 2 2055-11-15 Fixed 4.62500000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 META 4.55 05/15/31 30303MAF9 300000.00000000 PA USD 298470.39000000 0.199682580603 Long DBT CORP US N 2 2031-05-15 Fixed 4.55000000 N N N N N N MANHATTAN WEST 2020-1MW MORTGAGE TRUST N/A OMW 2020-1MW A 563136AA8 260000.00000000 PA USD 251715.80000000 0.168402837289 Long ABS-O CORP US N 2 2039-09-12 Variable 2.13000000 N N N N N N ANGLESEA FUNDING PLC 549300HEYB95TTRIM246 ANGLESEA FUNDING PLC 0% CP 06/07/2026 0347M3G65 2000000.00000000 PA USD 1998780.40000000 1.337223529384 Long ABS-APCP CORP IE N 2 2026-07-06 None 0.00000000 N N N N N N ELEMENT FLEET MANAGEMENT CORP 5493000PGBS1C22ELQ16 EFNCN 5.037 03/25/30 144A 286181AP7 445000.00000000 PA USD 447615.19000000 0.299463394867 Long DBT CORP CA N 2 2030-03-25 Fixed 5.03700000 N N N N N N CF INDUSTRIES INC 5FVKT86LAD2F40NPC183 CF 5.3 11/26/35 12527GAL7 314000.00000000 PA USD 313040.08000000 0.209429990716 Long DBT CORP US N 2 2035-11-26 Fixed 5.30000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 GLENLN 2.625 09/23/31 144A 378272BG2 256000.00000000 PA USD 228642.43000000 0.152966297453 Long DBT CORP US N 2 2031-09-23 Fixed 2.62500000 N N N N N N AEP TRANSMISSION COMPANY LLC 549300X123Z1I0LA3Y84 AEP 5.25 06/01/36 00115AAT6 721000.00000000 PA USD 723896.87000000 0.484301290632 Long DBT CORP US N 2 2036-06-01 Fixed 5.25000000 N N N N N N OBX 2024-NQM14 TRUST 254900C7ZCEHM7Y5MX79 OBX 2024-NQM14 A1 67119XAC8 205703.90000000 PA USD 204799.61000000 0.137014980385 Long ABS-O CORP US N 2 2064-09-25 Fixed 4.94400000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-6 N/A NRZT 2019-6A A1B 64828GAD2 123314.54000000 PA USD 115464.21000000 0.077247834936 Long ABS-O CORP US N 2 2059-09-25 Variable 3.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 BAC V5.819 09/15/29 06051GLS6 524000.00000000 PA USD 536277.19000000 0.358780022427 Long DBT CORP US N 2 2029-09-15 Fixed 5.81900000 N N N N N N BRAVO RESIDENTIAL FUNDING TRUST 2025-CES1 254900AZU85EXAPTTF77 BRAVO 2025-NQM3 A1 105927AC1 226427.78210000 PA USD 226876.56000000 0.151784895578 Long ABS-O CORP US N 2 2065-03-25 Variable 5.57300000 N N N N N N OBX 2025-NQM13 TRUST 254900FPAGVH6E25VL74 OBX 2025-NQM13 A1 67121UAA4 108600.79000000 PA USD 108718.17000000 0.072734601057 Long ABS-O CORP US N 2 2065-05-25 Variable 5.44100000 N N N N N N Databank Issuer LLC / Databank Co-Issuer LLC N/A COLO 2026-1A A2 23802WAQ4 750000.00000000 PA USD 750267.75000000 0.501943929727 Long ABS-O CORP US N 2 2056-02-25 Fixed 5.81100000 N N N N N N HEICO CORP 529900O1DTDLCJ7L0I14 HEI 5.35 08/01/33 422806AB5 320000.00000000 PA USD 325424.35000000 0.217715311724 Long DBT CORP US N 2 2033-08-01 Fixed 5.35000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 B 0 09/24/26 912797UH8 1000000.00000000 PA USD 991378.64000000 0.663251872960 Long DBT UST US N 2 2026-09-24 None 0.00000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 T 4.75 02/15/56 912810UR7 1238000.00000000 PA USD 1202891.09000000 0.804757875769 Long DBT UST US N 2 2056-02-15 Fixed 4.75000000 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 ACGCAP 3.5 11/01/27 144A 05369AAA9 183000.00000000 PA USD 180059.73000000 0.120463512475 Long DBT CORP US N 2 2027-11-01 Fixed 3.50000000 N N N N N N CENTURY COMMUNITIES INC 5299002QMB2O7ZL1CA26 CCS 6.625 09/15/33 144A 156504AN2 275000.00000000 PA USD 277911.98000000 0.185928598636 Long DBT CORP US N 2 2033-09-15 Fixed 6.62500000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 WCC 5.25 04/15/31 144A 95081QAT1 301000.00000000 PA USD 298663.70000000 0.199811908808 Long DBT CORP US N 2 2031-04-15 Fixed 5.25000000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 BMY 4.625 05/15/44 110122DH8 250000.00000000 PA USD 222682.36000000 0.148978893014 Long DBT CORP US N 2 2044-05-15 Fixed 4.62500000 N N N N N N DOLP TRUST 2021-NYC N/A DOLP 2021-NYC A 23345LAA7 220000.00000000 PA USD 196244.93000000 0.131291730656 Long ABS-O CORP US N 2 2041-05-10 Fixed 2.95600000 N N N N N N DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA 254900EHU7Q8FGVPI369 DOMREP 4.875 09/23/32 144A 25714PEF1 350000.00000000 PA USD 333147.50000000 0.222882251474 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.87500000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 NRG 6 02/01/33 144A 629377CW0 258000.00000000 PA USD 259477.05000000 0.173595266691 Long DBT CORP US N 2 2033-02-01 Fixed 6.00000000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 MCHP 5.05 03/15/29 595017BE3 238000.00000000 PA USD 239892.64000000 0.160492909943 Long DBT CORP US N 2 2029-03-15 Fixed 5.05000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 WFC V5.244 01/24/31 95000U3P6 316000.00000000 PA USD 320368.10000000 0.214332580699 Long DBT CORP US N 2 2031-01-24 Fixed 5.24400000 N N N N N N BLACK HILLS CORP 3MGELCRSTNSAMJ962671 BKH 3.15 01/15/27 092113AM1 183000.00000000 PA USD 181791.51000000 0.121622107468 Long DBT CORP US N 2 2027-01-15 Fixed 3.15000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 T 2.375 02/15/42 912810TF5 495000.00000000 PA USD 361185.65000000 0.241640327099 Long DBT UST US N 2 2042-02-15 Fixed 2.37500000 N N N N N N BLACKSTONE SECURED LENDING FUND 549300KM7KWQHVBNH962 BXSL 5.25 09/04/29 09261XAM4 106000.00000000 PA USD 104339.97000000 0.069805498862 Long DBT CORP US N 2 2029-09-04 Fixed 5.25000000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 PM 4.625 10/29/35 718172EA3 150000.00000000 PA USD 144477.88000000 0.096658552691 Long DBT CORP US N 2 2035-10-29 Fixed 4.62500000 N N N N N N Cross 2026 NQM2 Mortgage Trust N/A CROSS 2026-NQM6 A1 22759CAA8 726955.47000000 PA USD 724358.28000000 0.484609983027 Long ABS-O CORP US N 2 2071-05-25 Variable 5.26800000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 GM 6.15 07/15/35 37045XFK7 154000.00000000 PA USD 160560.39000000 0.107418069236 Long DBT CORP US N 2 2035-07-15 Fixed 6.15000000 N N N N N N KRAFT HEINZ FOODS COMPANY 5493003STKEZ2S0RNU91 KHC 5.2 07/15/45 50077LAM8 249000.00000000 PA USD 222249.56000000 0.148689341273 Long DBT CORP US N 2 2045-07-15 Fixed 5.20000000 N N N N N N BEDFORD ROW FUNDING CORP 5493000JWH1Z48FX0180 BEDFORD ROW FUNDING CORP 0% CP 24/07/2026 07644BGQ9 1300000.00000000 PA USD 1296763.91000000 0.867560644735 Long ABS-APCP CORP US N 2 2026-07-24 None 0.00000000 N N N N N N ISRAEL, STATE OF - MINISTRY OF FINANCE 213800T8ZHTFZIBYPE21 ISRAEL 5.625 02/19/35 10Y 46514Y8B6 200000.00000000 PA USD 204704.97000000 0.136951664357 Long DBT NUSS IL N 2 2035-02-19 Fixed 5.62500000 N N N N N N TOWD POINT MORTGAGE TRUST 2018-5 N/A TPMT 2018-5 A1A 89176VAK8 31106.46410000 PA USD 30994.48000000 0.020735918731 Long ABS-O CORP US N 2 2058-07-25 Variable 3.25000000 N N N N N N HEWLETT PACKARD ENTERPRISE COMPANY 549300BX44RGX6ANDV88 HPE 5 10/15/34 42824CBV0 307000.00000000 PA USD 300889.78000000 0.201301200255 Long DBT CORP US N 2 2034-10-15 Fixed 5.00000000 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 PRU V4.5 09/15/47 744320AW2 141000.00000000 PA USD 139352.78000000 0.093229759657 Long DBT CORP US N 2 2047-09-15 Fixed 4.50000000 N N N N N N WRKCO INC 549300JEB576INN13W07 SW 3.9 06/01/28 92940PAE4 219000.00000000 PA USD 216300.91000000 0.144709577039 Long DBT CORP US N 2 2028-06-01 Fixed 3.90000000 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 HRI 5.75 03/15/31 144A 42704LAH7 338000.00000000 PA USD 337836.34000000 0.226019177959 Long DBT CORP US N 2 2031-03-15 Fixed 5.75000000 N N N N N N WESTLAKE CORP GOXNEVUM0LL78B1OS344 WLK 5.55 11/15/35 960413BB7 114000.00000000 PA USD 113064.83000000 0.075642602369 Long DBT CORP US N 2 2035-11-15 Fixed 5.55000000 N N N N N N HOTWIRE FUNDING LLC 254900ZCO90MCT7Y9348 HWIRE 2024-1A B 44148JAK5 270000.00000000 PA USD 273573.40000000 0.183026003003 Long ABS-O CORP US N 2 2054-06-20 Fixed 6.67200000 N N N N N N CONSTELLATION INSURANCE INC 549300K609B872PZT291 CONSTL 6.8 01/24/30 144A 67740QAH9 200000.00000000 PA USD 200367.40000000 0.134049744434 Long DBT CORP US N 2 2030-01-24 Fixed 6.80000000 N N N N N N CORE SCIENTIFIC FINANCE I LLC N/A CORZ 7.75 05/15/31 144A 21874LAA0 48000.00000000 PA USD 48710.44000000 0.032588245559 Long DBT CORP US N 2 2031-05-15 Fixed 7.75000000 N N N N N N CYPRIUM CORP / CYPRIUM HOLDINGS LUXEMBOURG SARL N/A VGNT 6.375 04/15/34 144A 23292NAB4 307000.00000000 PA USD 307153.78000000 0.205491939862 Long DBT CORP US N 2 2034-04-15 Fixed 6.37500000 N N N N N N STARWOOD PROPERTY TRUST INC BUGSFQZERKRBFWIG5267 STWD 5.875 08/15/29 144A 85571BBJ3 50000.00000000 PA USD 50179.95000000 0.033571376747 Long DBT CORP US N 2 2029-08-15 Fixed 5.87500000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 ARCC 5.25 04/12/31 04010LBM4 378000.00000000 PA USD 367398.51000000 0.245796853037 Long DBT CORP US N 2 2031-04-12 Fixed 5.25000000 N N N N N N CIGNA GROUP (THE) 549300VIWYMSIGT1U456 CI 2.4 03/15/30 125523CL2 157000.00000000 PA USD 145117.71000000 0.097086611586 Long DBT CORP US N 2 2030-03-15 Fixed 2.40000000 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 DNB BANK ASA 0% CP 14/07/2026 2332K1GE4 1300000.00000000 PA USD 1298182.47000000 0.868509689367 Long STIV CORP NO N 2 2026-07-14 None 0.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FNMA-30YR 01F060675 1463000.00000000 PA USD 1495778.62000000 1.000705412867 Long ABS-MBS USGSE US N 2 2056-07-15 Fixed 6.00000000 N N N N N N UZBEKISTAN, REPUBLIC OF - MINISTRY OF FINANCE 213800L6VDKUM3TCM927 UZBEK 3.9 10/19/31 144A 91822Q2E6 200000.00000000 PA USD 186046.54000000 0.124468806502 Long DBT NUSS UZ N 2 2031-10-19 Fixed 3.90000000 N N N N N N NXP BV / NXP FUNDING LLC / NXP USA INC N/A NXPI 5.25 08/19/35 62954HBH0 367000.00000000 PA USD 367253.55000000 0.245699871936 Long DBT CORP NL N 2 2035-08-19 Fixed 5.25000000 N N N N N N RETAINED VANTAGE DATA CENTERS ISSUER LLC 254900N4NW6XZ9B4HM15 VDCR 2023-1A A2A 76134KAA2 250000.00000000 PA USD 247655.33000000 0.165686302734 Long ABS-O CORP US N 2 2048-09-15 Fixed 5.00000000 N N N N N N VENTURE GLOBAL PLAQUEMINES LNG LLC 549300TKP4I6OJ02BF90 VEGLPL 6.75 01/15/36 144A 922966AD8 141000.00000000 PA USD 149570.12000000 0.100065361735 Long DBT CORP US N 2 2036-01-15 Fixed 6.75000000 N N N N N N TOWD POINT MORTGAGE TRUST 2015-3 549300ZHISOOIT5VZP03 TPMT 2019-1 A1 89177BAA3 120391.14990000 PA USD 116747.25000000 0.078106214014 Long ABS-O CORP US N 2 2058-03-25 Variable 3.75000000 N N N N N N CAPITAL AUTOMOTIVE REIT N/A CAUTO 2021-1A A2 12510HAL4 496426.38310000 PA USD 424784.31000000 0.284189085627 Long ABS-O CORP US N 2 2051-08-15 Fixed 2.28000000 N N N N N N ONSLOW BAY FINANCIAL LLC 549300JK5TDDSAIKZ665 OBX 2026-NQM7 A1 67124HAC6 384669.82000000 PA USD 382808.71000000 0.256106580925 Long ABS-O CORP US N 2 2066-04-25 Variable 5.22000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 T 1.625 11/15/50 912810SS8 1162000.00000000 PA USD 607644.30000000 0.406526027299 Long DBT UST US N 2 2050-11-15 Fixed 1.62500000 N N N N N N ROCKET COMPANIES INC N/A RKT 6.375 08/01/33 144A 77311WAB7 314000.00000000 PA USD 319719.33000000 0.213898540767 Long DBT CORP US N 2 2033-08-01 Fixed 6.37500000 N N N N N N CSL FINANCE PLC 2549007CCNBNAF4HBC02 CSLAU 4.625 04/27/42 144A 12661PAD1 302000.00000000 PA USD 267281.77000000 0.178816778381 Long DBT CORP GB N 2 2042-04-27 Fixed 4.62500000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 TII 1.875 01/15/36 91282CPU9 184000.00000000 PA USD 183188.14000000 0.122556480497 Long DBT UST US N 2 2036-01-15 Fixed 1.87500000 N N N N N N BOEING COMPANY (THE) RVHJWBXLJ1RFUBSY1F30 BA 6.858 05/01/54 097023DT9 157000.00000000 PA USD 176579.54000000 0.118135196690 Long DBT CORP US N 2 2054-05-01 Fixed 6.85800000 N N N N N N PLS GROUP LTD 5299000VV1CZVF5K9C16 PLSAU 6.875 05/01/31 144A 69393GAA2 168000.00000000 PA USD 172135.39000000 0.115161972644 Long DBT CORP AU N 2 2031-05-01 Fixed 6.87500000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 T 4.125 04/30/33 91282CQN4 505500.00000000 PA USD 500050.08000000 0.334543370970 Long DBT UST US N 2 2033-04-30 Fixed 4.12500000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 T 4.125 07/31/31 91282CLD1 215000.00000000 PA USD 214130.76000000 0.143257703866 Long DBT UST US N 2 2031-07-31 Fixed 4.12500000 N N N N N N WE SODA INVESTMENTS HOLDING PLC 984500SE38C07DB47A90 WESODA 9.375 02/14/31 REGS 000000000 400000.00000000 PA USD 391277.86000000 0.261772609396 Long DBT CORP GB N 2 2031-02-14 Fixed 9.37500000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 ENBCN 5.625 04/05/34 29250NCC7 353000.00000000 PA USD 363766.92000000 0.243367247665 Long DBT CORP CA N 2 2034-04-05 Fixed 5.62500000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-2 N/A SDART 2026-1 C 80288FAE1 360000.00000000 PA USD 355109.22000000 0.237575075523 Long ABS-O CORP US N 2 2032-04-15 Fixed 4.26000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 T 2.25 05/15/41 912810SY5 742200.00000000 PA USD 541313.13000000 0.362149165661 Long DBT UST US N 2 2041-05-15 Fixed 2.25000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 ET 6 06/15/48 29278NAE3 338000.00000000 PA USD 328455.47000000 0.219743190817 Long DBT CORP US N 2 2048-06-15 Fixed 6.00000000 N N N N N N INGERSOLL RAND INC 5299004C02FMZCUOIR50 IR 5.45 06/15/34 45687VAF3 246000.00000000 PA USD 250617.54000000 0.167668079677 Long DBT CORP US N 2 2034-06-15 Fixed 5.45000000 N N N N N N PFIZER INVESTMENT ENTERPRISES PTE LTD 5493000FQO8XF9C0RT95 PFE 5.11 05/19/43 716973AF9 170000.00000000 PA USD 161170.64000000 0.107826338528 Long DBT CORP SG N 2 2043-05-19 Fixed 5.11000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 TII 0.125 07/15/30 912828ZZ6 223000.00000000 PA USD 270700.58000000 0.181104029734 Long DBT UST US N 2 2030-07-15 Fixed 0.12500000 N N N N N N INRETAIL CONSUMER 254900BI1YXHZ31NSP51 INRCON 3.25 03/22/28 144A 45790TAB1 300000.00000000 PA USD 289297.14000000 0.193545495338 Long DBT CORP PE N 2 2028-03-22 Fixed 3.25000000 N N N N N N JBS USA HOLDING LUX SARL RB8RC03FUD8DSX57C193 JBS 5.5 01/15/36 472140AF9 233000.00000000 PA USD 232806.80000000 0.155752343159 Long DBT CORP LU N 2 2036-01-15 Fixed 5.50000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 ORCL 5.7 02/04/36 68389XDZ5 252000.00000000 PA USD 244139.21000000 0.163333949070 Long DBT CORP US N 2 2036-02-04 Fixed 5.70000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 RPRX 5.4 09/02/34 78081BAR4 192000.00000000 PA USD 193930.92000000 0.129743612304 Long DBT CORP GB N 2 2034-09-02 Fixed 5.40000000 N N N N N N ANGEL OAK MORTGAGE TRUST 2025-1 254900HC0S1X9R2JZB30 AOMT 2025-1 A1 034934AA7 219436.22670000 PA USD 220167.26000000 0.147296241484 Long ABS-O CORP US N 2 2070-01-25 Variable 5.69100000 N N N N N N B.A.T CAPITAL CORP 2138005GYEXN7XRHFA84 BATSLN 4.54 08/15/47 05526DBF1 363000.00000000 PA USD 299492.87000000 0.200366639900 Long DBT CORP US N 2 2047-08-15 Fixed 4.54000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 T 2.75 08/15/32 91282CFF3 63000.00000000 PA USD 57868.95000000 0.038715469473 Long DBT UST US N 2 2032-08-15 Fixed 2.75000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 T 2.875 11/15/46 912810RU4 1037000.00000000 PA USD 757739.14000000 0.506942437069 Long DBT UST US N 2 2046-11-15 Fixed 2.87500000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 T 4.625 02/15/55 912810UG1 772000.00000000 PA USD 733792.03000000 0.490921347933 Long DBT UST US N 2 2055-02-15 Fixed 4.62500000 N N N N N N 2026-08-25 2023 ETF Series Trust Aaron Perkovich Aaron Perkovich Principal Financial Officer XXXX