NPORT-P false 0001469192 XXXXXXXX S000028537 C000087373 C000087374 C000087376 C000087377 C000127150 C000221666 NYLIM FUNDS TRUST 811-22321 0001469192 549300SQRLBSUG7RD002 51 Madison Avenue New York 10010 212-576-7000 NYLIM MacKay Total Return Bond Fund S000028537 549300F3C2BWGPG60278 2026-10-31 2026-07-31 N 658159178.83 9177971.63 648981207.20 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 EUR PYG USD UYU N Bloomberg U.S. Aggregate Bond Index LEH__LHMN0001 AEP Texas, Inc. 5493001L78U618KXNZ75 00108WAU4 395000.00000000 PA USD 367048.50000000 0.056557646959 Long DBT CORP US N 2 2055-10-15 Fixed 5.85000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RNK4 780000.00000000 PA USD 700549.25000000 0.107945999395 Long DBT CORP US N 2 2056-04-30 Fixed 6.00000000 N N N N N N ARZ Trust N/A 00218TAL8 851000.00000000 PA USD 865871.40000000 0.133420103755 Long ABS-MBS CORP US Y 2 2039-06-11 Fixed 7.48700000 N N N N N N American Airlines, Inc. N/A 00253XAB7 788333.33000000 PA USD 783998.32000000 0.120804471886 Long DBT CORP US Y 2 2029-04-20 Fixed 5.75000000 N N N N N N AGL CLO 26 Ltd. N/A 00852HAU5 600000.00000000 PA USD 596010.60000000 0.091837882728 Long ABS-CBDO CORP JE Y 2 2038-10-21 Floating 6.63373080 N N N N N N Aircastle Ltd. N/A 00929JAC0 750000.00000000 PA USD 741079.70000000 0.114191241869 Long DBT CORP BM Y 2 2030-09-15 Fixed 5.00000000 N N N N N N Alexandria Real Estate Equities, Inc. MGCJBT4MKTQBVLNUIS88 015271BF5 970000.00000000 PA USD 930410.96000000 0.143364853970 Long DBT CORP US N 2 2036-03-15 Fixed 5.25000000 N N N N N N Bread Financial Holdings, Inc. 549300G8S4PO686J7H97 018581AQ1 85000.00000000 PA USD 87982.14000000 0.013556962670 Long DBT CORP US Y 2 2035-06-15 Fixed 8.37500000 N N N N N N Bread Financial Holdings, Inc. 549300G8S4PO686J7H97 018581AR9 1070000.00000000 PA USD 1090813.64000000 0.168080928676 Long DBT CORP US Y 2 2031-05-15 Fixed 6.75000000 N N N N N N Ally Financial, Inc. 549300JBN1OSM8YNAI90 02005NBN9 520000.00000000 PA USD 502430.50000000 0.077418343462 Long DBT CORP US N 2 2028-05-15 Variable 4.70000000 N N N N N N Ally Financial, Inc. 549300JBN1OSM8YNAI90 02005NCA6 945000.00000000 PA USD 931059.85000000 0.143464839916 Long DBT CORP US N 2 2033-07-31 Variable 5.54800000 N N N N N N Ally Financial, Inc. 549300JBN1OSM8YNAI90 02005NCB4 330000.00000000 PA USD 331875.72000000 0.051137955354 Long DBT CORP US N 2 2031-08-15 Variable 7.10000000 N N N N N N Ally Bank Auto Credit-Linked Notes N/A 02007G5K5 575977.62000000 PA USD 581834.91000000 0.089653583731 Long ABS-O CORP US Y 2 2033-06-15 Fixed 10.21900000 N N N N N N Ally Bank Auto Credit-Linked Notes N/A 02007G6T5 878932.71000000 PA USD 878385.05000000 0.135348302886 Long ABS-O CORP US Y 2 2033-09-15 Fixed 6.94200000 N N N N N N Alphabet, Inc. 5493006MHB84DD0ZWV18 02079KBL0 900000.00000000 PA USD 863325.49000000 0.133027810423 Long DBT CORP US N 2 2033-02-15 Fixed 4.40000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBL6 1850000.00000000 PA USD 1611097.25000000 0.248250216204 Long DBT CORP US N 2 2032-02-04 Fixed 2.45000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBV4 920000.00000000 PA USD 902025.65000000 0.138991027782 Long DBT CORP US N 2 2035-08-06 Fixed 5.25000000 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135ED4 1035000.00000000 PA USD 1025383.15000000 0.157998897136 Long DBT CORP US N 2 2033-07-09 Fixed 5.10000000 N N N N N N American Airlines Pass-Through Trust N/A 023764AA1 1124000.00000000 PA USD 1086628.01000000 0.167435974716 Long ABS-O CORP US N 2 2028-06-15 Fixed 3.65000000 N N N N N N American Airlines Pass-Through Trust N/A 02377LAA2 910472.49000000 PA USD 855084.35000000 0.131757952389 Long ABS-O CORP US N 2 2032-02-15 Fixed 3.15000000 N N N N N N American Airlines Pass-Through Trust N/A 02379DAA8 543830.98000000 PA USD 532891.22000000 0.082111964736 Long ABS-O CORP US N 2 2028-02-15 Fixed 3.85000000 N N N N N N American Axle & Manufacturing, Inc. RY5TAKFOBLDUGX31MS24 02406PBC3 1155000.00000000 PA USD 1148834.84000000 0.177021280008 Long DBT CORP US Y 2 2032-10-15 Fixed 6.37500000 N N N N N N American Credit Acceptance Receivables Trust N/A 024958AG5 1505000.00000000 PA USD 1503851.84000000 0.231725021204 Long ABS-O CORP US Y 2 2033-03-08 Fixed 5.49000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02528FAG0 1530000.00000000 PA USD 1514235.03000000 0.233324942725 Long ABS-O CORP US Y 2 2032-06-08 Fixed 5.18000000 N N N N N N American Honda Finance Corp. B6Q2VFHD1797Q7NZ3E43 02665WGF2 1005000.00000000 PA USD 997246.81000000 0.153663434154 Long DBT CORP US N 2 2032-07-09 Fixed 5.15000000 N N N N N N AmeriTex HoldCo Intermediate LLC N/A 030727AB7 855000.00000000 PA USD 880282.35000000 0.135640653417 Long DBT CORP US Y 2 2033-08-15 Fixed 7.62500000 N N N N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 031162DU1 450000.00000000 PA USD 415355.75000000 0.064001198400 Long DBT CORP US N 2 2063-03-02 Fixed 5.75000000 N N N N N N Amphenol Corp. 549300D3L3G0R4U4VT04 032095BB6 125000.00000000 PA USD 112775.26000000 0.017377276683 Long DBT CORP US N 2 2055-11-15 Fixed 5.30000000 N N N N N N Antero Resources Corp. APVBKPOULHUX7YZLKU17 03674XAU0 560000.00000000 PA USD 538814.81000000 0.083024716898 Long DBT CORP US N 2 2036-02-01 Fixed 5.40000000 N N N N N N Antares CLO Ltd. 25490076YIYK8A2W5U10 03690FAC9 800000.00000000 PA USD 794888.80000000 0.122482560539 Long ABS-CBDO CORP KY Y 2 2039-04-20 Floating 5.47921080 N N N N N N Arcos Dorados BV 549300T91OYP6I7P8G39 03965TAC7 970000.00000000 PA USD 1002239.61000000 0.154432763057 Long DBT CORP NL Y 2 2032-01-29 Fixed 6.37500000 N N N N N N Ares Direct Lending CLO 3 LLC 254900TU6Z546P794928 039945AB6 400000.00000000 PA USD 400013.60000000 0.061637162303 Long ABS-CBDO CORP US Y 2 2037-01-20 Floating 5.47921080 N N N N N N Arini US CLO VII Ltd. 254900KOH6QFFOT43O65 04039VAG3 650000.00000000 PA USD 649878.45000000 0.100138254049 Long ABS-CBDO CORP KY Y 2 2039-07-15 Floating 6.35101920 N N N N N N Arizona Public Service Co. YG6VT0TPHRH4TFVAQV64 040555DB7 1320000.00000000 PA USD 850014.16000000 0.130976698642 Long DBT CORP US N 2 2050-05-15 Fixed 3.35000000 N N N N N N Arizona Public Service Co. YG6VT0TPHRH4TFVAQV64 040555DD3 1500000.00000000 PA USD 1295683.37000000 0.199648827365 Long DBT CORP US N 2 2031-12-15 Fixed 2.20000000 N N N N N N Ashtead Capital, Inc. 213800J1134IW58IC398 045054AJ2 640000.00000000 PA USD 628947.36000000 0.096913031228 Long DBT CORP US Y 2 2028-05-01 Fixed 4.00000000 N N N N N N Aspire Mortgage Trust N/A 04539FAA6 1196541.00000000 PA USD 1181075.11000000 0.181989107989 Long ABS-MBS CORP US Y 2 2066-01-25 Variable 4.85499960 N N N N N N AthenaHealth Group, Inc. 254900AA3KZN4Q7A5Z33 046860AB8 550000.00000000 PA USD 563871.00000000 0.086885566753 Long DBT CORP US Y 2 2032-02-15 Fixed 7.50000000 N N N N N N AutoNation, Inc. N/A 05329WAQ5 491000.00000000 PA USD 483615.39000000 0.074519167062 Long DBT CORP US N 2 2030-06-01 Fixed 4.75000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAJ0 1740000.00000000 PA USD 1727840.58000000 0.266238923535 Long DBT CORP KY Y 2 2027-02-15 Fixed 3.25000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401ABD2 665000.00000000 PA USD 647589.95000000 0.099785624424 Long DBT CORP KY Y 2 2031-01-30 Fixed 4.70000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401ABF7 2055000.00000000 PA USD 1961011.08000000 0.302167621842 Long DBT CORP KY Y 2 2033-04-01 Fixed 4.85000000 N N N N N N BAMLL Commercial Mortgage Securities Trust N/A 05523GAA9 1500000.00000000 PA USD 1062810.00000000 0.163765913127 Long ABS-MBS CORP US Y 2 2034-08-14 Fixed 2.84800000 N N N N N N BAMLL Commercial Mortgage Securities Trust N/A 05525MAA4 1650000.00000000 PA USD 1481947.34000000 0.228349807907 Long ABS-MBS CORP US Y 2 2046-08-15 Variable 4.18489920 N N N N N N BCC Middle Market CLO LLC N/A 055401AY9 600000.00000000 PA USD 594790.20000000 0.091649834140 Long ABS-CBDO CORP US Y 2 2037-07-20 Floating 6.97920840 N N N N N N BLP Commercial Mortgage Trust N/A 055531AL1 1359622.86000000 PA USD 1366420.97000000 0.210548619103 Long ABS-MBS CORP US Y 2 2040-03-15 Floating 7.86336840 N N N N N N BCC Middle Market CLO LLC 254900QLKY6UDXZ5DZ03 05555YAA1 610000.00000000 PA USD 608611.03000000 0.093779453587 Long ABS-CBDO CORP US Y 2 2037-07-17 Floating 5.36951880 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 05565ASK0 745000.00000000 PA USD 680690.18000000 0.104885961634 Long DBT CORP FR Y 2 2031-02-25 Variable 4.62500000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571ABE4 1250000.00000000 PA USD 1220657.16000000 0.188088213719 Long DBT CORP FR Y 2 2032-01-13 Variable 4.76000000 N N N N N N BMO Mortgage Trust N/A 05593MAD5 820000.00000000 PA USD 841144.85000000 0.129610047358 Long ABS-MBS CORP US N 2 2057-07-15 Fixed 5.75920000 N N N N N N BWAY Mortgage Trust N/A 05604FAL9 1068000.00000000 PA USD 985546.02000000 0.151860486723 Long ABS-MBS CORP US Y 2 2033-03-10 Fixed 3.44620000 N N N N N N BX Commercial Mortgage Trust N/A 05613NAL1 935000.00000000 PA USD 930343.05000000 0.143354389877 Long ABS-MBS CORP US Y 2 2041-10-15 Floating 9.67568040 N N N N N N BX Commercial Mortgage Trust N/A 05614JAJ4 1475000.00000000 PA USD 1457243.36000000 0.224543229269 Long ABS-MBS CORP US Y 2 2046-11-13 Variable 7.87150080 N N N N N N BX Trust N/A 05616HAA5 1330000.00000000 PA USD 1299490.33000000 0.200235432949 Long ABS-MBS CORP US Y 2 2047-06-13 Variable 5.88359880 N N N N N N BXDL Static CLO LLC N/A 05617FAA8 598805.07000000 PA USD 598564.95000000 0.092231476560 Long ABS-CBDO CORP US Y 2 2035-07-20 Floating 5.02921080 N N N N N N BX Commercial Mortgage Trust N/A 05618UAG1 1400000.00000000 PA USD 1396503.22000000 0.215183922817 Long ABS-MBS CORP US Y 2 2045-03-15 Floating 6.92637120 N N N N N N BX Trust N/A 05619PAG1 1430000.00000000 PA USD 1426423.14000000 0.219794213480 Long ABS-MBS CORP US Y 2 2044-12-15 Floating 6.42637080 N N N N N N BX Trust N/A 05619TAE8 1290000.00000000 PA USD 1276171.97000000 0.196642361264 Long ABS-MBS CORP US Y 2 2042-12-13 Variable 5.51730240 N N N N N N BOFAS Re-REMIC Trust N/A 05620FBL8 960000.00000000 PA USD 879235.78000000 0.135479389887 Long ABS-MBS CORP US Y 2 2054-04-27 Variable 2.48276880 N N N N N N BOFAS Re-REMIC Trust N/A 05620FBN4 700000.00000000 PA USD 638019.97000000 0.098311008534 Long ABS-MBS CORP US Y 2 2054-04-27 Variable 2.50614720 N N N N N N Bain Capital Credit CLO Ltd. 254900YXN9JEMKU5DF45 05684PAU0 350000.00000000 PA USD 339638.95000000 0.052334173352 Long ABS-CBDO CORP KY Y 2 2034-10-21 Floating 6.68373120 N N N N N N Banco Bilbao Vizcaya Argentaria SA K8MS7FD7N5Z2WQ51AZ71 05946KAU5 1200000.00000000 PA USD 1144969.75000000 0.176425717308 Long DBT CORP ES N 2 2036-03-03 Fixed 5.12700000 N N N N N Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand SCRYQ25DTVRHYYMM6P89 05969BAF0 830000.00000000 PA USD 840458.00000000 0.129504212244 Long DBT CORP MX Y 2 2029-12-10 Fixed 5.62100000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505GQ1 1175000.00000000 PA USD 1143214.37000000 0.176155234899 Long DBT CORP US N 2 2032-02-06 Variable 4.45600000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GHZ5 755000.00000000 PA USD 693573.52000000 0.106871125435 Long DBT CORP US N 2 2031-02-13 Variable 2.49600000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738EBT1 1460000.00000000 PA USD 1418839.24000000 0.218625628024 Long DBT CORP GB N 2 2028-03-15 Variable 4.37500000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738ECY9 390000.00000000 PA USD 392194.02000000 0.060432261465 Long DBT CORP GB N 2 2031-02-25 Variable 5.36700000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738EDK8 520000.00000000 PA USD 494809.67000000 0.076244067549 Long DBT CORP GB N 2 2037-02-24 Variable 5.20700000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738EDM4 1380000.00000000 PA USD 1362438.45000000 0.209934961888 Long DBT CORP GB N 2 2032-06-26 Variable 5.10200000 N N N N N N BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico 549300WIWQK5Q9MCUN92 072912AB4 2215000.00000000 PA USD 2199052.00000000 0.338846791802 Long DBT CORP MX Y 2 2031-06-03 Fixed 5.40000000 N N N N N N Bayview Opportunity Master Fund VII LLC N/A 07336PAD6 1445492.69000000 PA USD 1470997.97000000 0.226662645031 Long ABS-O CORP US Y 2 2047-06-25 Floating 6.36608160 N N N N N N Belrose Funding Trust II N/A 08079KAA2 725000.00000000 PA USD 720701.45000000 0.111051204873 Long DBT CORP US Y 2 2055-05-15 Fixed 6.79200000 N N N N N N Benchmark Mortgage Trust N/A 08162BBE1 625000.00000000 PA USD 598949.38000000 0.092290712482 Long ABS-MBS CORP US N 2 2052-05-15 Fixed 3.54210000 N N N N N N Benchmark Mortgage Trust N/A 08162CAL4 630000.00000000 PA USD 474620.77000000 0.073133207053 Long ABS-MBS CORP US Y 2 2051-10-10 Variable 3.08362320 N N N N N N BFLD Commercial Mortgage Trust N/A 088921AA9 1020000.00000000 PA USD 1000349.39000000 0.154141503467 Long ABS-MBS CORP US Y 2 2042-10-10 Variable 4.67417880 N N N N N N Black Hills Corp. 3MGELCRSTNSAMJ962671 092113AY5 1480000.00000000 PA USD 1442316.12000000 0.222243125686 Long DBT CORP US N 2 2031-01-31 Fixed 4.55000000 N N N N N N Boston Gas Co. FN7P4E7K9JOBORDEUX61 100743AM5 505000.00000000 PA USD 467212.70000000 0.071991714831 Long DBT CORP US Y 2 2032-03-16 Fixed 3.75700000 N N N N N N QTS Thunder Managing Issuer LLC N/A 74746PAD0 925000.00000000 PA USD 910431.25000000 0.140286227073 Long LON CORP US N 2 2033-07-22 Variable 6.24007000 N N N N N N BRAVO Residential Funding Trust N/A 10571DAB5 444871.11000000 PA USD 435675.89000000 0.067132281361 Long ABS-MBS CORP US Y 2 2053-08-01 Variable 4.29999840 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 107927AG0 1345000.00000000 PA USD 1328780.91000000 0.204748750080 Long ABS-O CORP US Y 2 2033-02-15 Fixed 6.63000000 N N N N N N British Airways Pass-Through Trust N/A 11042CAA8 1427492.76000000 PA USD 1294196.34000000 0.199419694382 Long ABS-O CORP US Y 2 2035-03-15 Fixed 2.90000000 N N N N N N Brooklyn Union Gas Co. (The) 83BQ1DXS6VA5GZFK8S35 114259AX2 725000.00000000 PA USD 758501.11000000 0.116875666288 Long DBT CORP US Y 2 2033-09-15 Fixed 6.38800000 N N N N N N BX Trust N/A 123913AJ4 640000.00000000 PA USD 641182.66000000 0.098798340057 Long ABS-MBS CORP US Y 2 2044-07-15 Floating 7.42637160 N N N N N N BX Trust N/A 123915AE0 1240000.00000000 PA USD 1242601.52000000 0.191469568951 Long ABS-MBS CORP US Y 2 2043-05-15 Floating 6.02637120 N N N N N N CAMB Commercial Mortgage Trust N/A 12477BAJ3 1000000.00000000 PA USD 697821.50000000 0.107525686762 Long ABS-MBS CORP US Y 2 2046-11-10 Variable 2.77120080 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAE5 695557.80000000 PA USD 543621.13000000 0.083765311532 Long ABS-O CORP US Y 2 2061-03-15 Fixed 1.53000000 N N N N N N CFCRE Commercial Mortgage Trust N/A 12531YAE8 895000.00000000 PA USD 868141.05000000 0.133769828828 Long ABS-MBS CORP US Y 2 2058-05-10 Variable 4.41689040 N N N N N N CIM Trust N/A 12555DAY1 1001836.22000000 PA USD 934200.34000000 0.143948750693 Long ABS-MBS CORP US Y 2 2049-02-25 Variable 5.02545960 N N N N N N CIM Trust N/A 12564ECM2 27031806.87000000 PA USD 333437.34000000 0.051378581737 Long ABS-MBS CORP US Y 2 2051-04-25 Variable 0.20999880 N N N N N N Commercial Mortgage Trust N/A 12592LAN2 568837.94000000 PA USD 290107.35000000 0.044701964676 Long ABS-MBS CORP US Y 2 2047-11-10 Fixed 3.22200000 N N N N N N Commercial Mortgage Trust N/A 12594CAL4 1208000.00000000 PA USD 1102855.68000000 0.169936458523 Long ABS-MBS CORP US Y 2 2049-02-10 Variable 3.85738200 N N N N N N Commercial Mortgage Trust N/A 12624XAV0 890000.00000000 PA USD 818319.31000000 0.126092913157 Long ABS-MBS CORP US Y 2 2046-03-10 Variable 3.87218160 N N N N N N CSMC Trust N/A 12652XAA1 1455000.00000000 PA USD 1393727.48000000 0.214756215517 Long ABS-MBS CORP US Y 2 2039-11-13 Fixed 3.64630000 N N N N N N Commercial Mortgage Trust N/A 12656KAJ6 1035000.00000000 PA USD 799956.36000000 0.123263409036 Long ABS-MBS CORP US Y 2 2046-11-10 Variable 2.68349760 N N N N N N California Resources Corp. 5493003Q8F0T4F4YMR48 13057QAM9 715000.00000000 PA USD 706475.91000000 0.108859224606 Long DBT CORP US Y 2 2035-01-15 Fixed 7.25000000 N N N N N N Cantor Fitzgerald LP 549300RLUEEVQEMX0450 138616AM9 635000.00000000 PA USD 657237.75000000 0.101272231415 Long DBT CORP US Y 2 2028-12-12 Fixed 7.20000000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HDN2 390000.00000000 PA USD 373330.45000000 0.057525617977 Long DBT CORP US N 2 2036-09-11 Variable 5.19700000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HDP7 1730000.00000000 PA USD 1691709.65000000 0.260671592833 Long DBT CORP US N 2 2032-01-30 Variable 4.72200000 N N N N N N CarMax Select Receivables Trust N/A 14320BAF6 1180000.00000000 PA USD 1172398.32000000 0.180652121662 Long ABS-O CORP US N 2 2031-07-15 Fixed 5.33000000 N N N N N N Carrix, Inc. EC2837NM50M2I72ZCF05 144567AA2 600000.00000000 PA USD 597228.79000000 0.092025590783 Long DBT CORP US Y 2 2033-08-01 Fixed 6.12500000 N N N N N N Cascades, Inc. N/A 14739LAD4 1160000.00000000 PA USD 1178409.20000000 0.181578324137 Long DBT CORP US Y 2 2030-07-15 Fixed 6.75000000 N N N N N N Charter Communications Operating LLC N/A 161175BU7 925000.00000000 PA USD 809745.06000000 0.124771726980 Long DBT CORP US N 2 2031-04-01 Fixed 2.80000000 N N N N N N Cheniere Energy, Inc. MIHC87W9WTYSYZWV1J40 16411RAP4 1040000.00000000 PA USD 1006007.97000000 0.155013420857 Long DBT CORP US Y 2 2036-07-30 Fixed 5.20000000 N N N N N N Cheniere Corpus Christi Holdings LLC 549300I7CIEWU1BBLQ53 16412XAL9 1135000.00000000 PA USD 952215.07000000 0.146724598406 Long DBT CORP US N 2 2039-12-31 Fixed 2.74200000 N N N N N N Citadel Finance LLC 549300BQL283NCR7P163 17287HAD2 725000.00000000 PA USD 727452.52000000 0.112091461498 Long DBT CORP US Y 2 2030-02-10 Fixed 5.90000000 N N N N N N Citigroup Mortgage Loan Trust N/A 17332NAB8 503591.27000000 PA USD 494385.12000000 0.076178649630 Long ABS-MBS CORP US Y 2 2055-10-25 Variable 5.50000080 N N N N N N Citigroup Mortgage Loan Trust N/A 17334AAC2 1635000.00000000 PA USD 1632365.52000000 0.251527394305 Long ABS-MBS CORP US Y 2 2066-05-25 Variable 5.75899920 N N N N N N Citizens Financial Group, Inc. 2138004JDDA4ZQUPFW65 174610AW5 1590000.00000000 PA USD 1355153.07000000 0.208812374682 Long DBT CORP US N 2 2032-09-30 Fixed 2.63800000 N N N N N N Citizens Financial Group, Inc. 2138004JDDA4ZQUPFW65 174610BK0 1725000.00000000 PA USD 1688772.10000000 0.260218952608 Long DBT CORP US N 2 2036-01-29 Variable 5.29900000 N N N N N N Cloud Software Group LLC 04EEB871XLHVNY4RZJ65 18912UAC6 830000.00000000 PA USD 785169.79000000 0.120984980965 Long DBT CORP US Y 2 2032-06-30 Fixed 8.25000000 N N N N N N Clydesdale Acquisition Holdings, Inc. 254900QKSDYFR3K5YD98 18972EAD7 1170000.00000000 PA USD 1114193.57000000 0.171683487539 Long DBT CORP US Y 2 2032-04-15 Fixed 6.75000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325DZ5 1485000.00000000 PA USD 1272645.00000000 0.196098898686 Long DBT NUSS CO N 2 2032-04-22 Fixed 3.25000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325EP6 1080000.00000000 PA USD 1153170.00000000 0.177689274697 Long DBT NUSS CO N 2 2036-11-07 Fixed 7.75000000 N N N N N Columbia Pipelines Operating Co. LLC N/A 19828TAH9 475000.00000000 PA USD 450169.95000000 0.069365637248 Long DBT CORP US Y 2 2055-02-15 Fixed 5.96200000 N N N N N N Commercial Mortgage Trust N/A 20048KAA5 995000.00000000 PA USD 941604.62000000 0.145089658922 Long ABS-MBS CORP US Y 2 2033-09-15 Floating 4.97201040 N N N N N N Comstock Resources, Inc. I03QQGEA4SS774AURI46 205768AS3 830000.00000000 PA USD 817416.12000000 0.125953742717 Long DBT CORP US Y 2 2029-03-01 Fixed 6.75000000 N N N N N N Connecticut Avenue Securities Trust N/A 20753AAA2 535000.00000000 PA USD 557687.58000000 0.085932777993 Long ABS-MBS CORP US Y 2 2043-04-25 Floating 7.51608000 N N N N N N Connecticut Avenue Securities Trust N/A 20753BAB8 600000.00000000 PA USD 617029.74000000 0.095076672969 Long ABS-MBS CORP US Y 2 2043-09-25 Floating 6.86607840 N N N N N N Connecticut Avenue Securities Trust N/A 20754BAJ0 1015000.00000000 PA USD 1044729.76000000 0.160979971131 Long ABS-MBS CORP US Y 2 2042-01-25 Floating 11.26608120 N N N N N N Connecticut Avenue Securities Trust N/A 20754LAJ8 1075000.00000000 PA USD 1094351.94000000 0.168626137068 Long ABS-MBS CORP US Y 2 2041-12-25 Floating 9.61607880 N N N N N N Connecticut Avenue Securities Trust 549300Z5THZ1JXIHVK60 20754PAD2 1685407.17000000 PA USD 1726395.43000000 0.266016243744 Long ABS-MBS CORP US Y 2 2039-11-25 Floating 12.98055960 N N N N N N Connecticut Avenue Securities Trust N/A 20754TAH5 550000.00000000 PA USD 554764.82000000 0.085482416724 Long ABS-MBS CORP US Y 2 2045-02-25 Floating 5.56607880 N N N N N N Connecticut Avenue Securities Trust N/A 20754XAG8 920000.00000000 PA USD 928603.29000000 0.143086314318 Long ABS-MBS CORP US Y 2 2044-07-25 Floating 5.61607920 N N N N N N Connecticut Avenue Securities Trust N/A 20755JAG8 610000.00000000 PA USD 610966.48000000 0.094142399382 Long ABS-MBS CORP US Y 2 2045-01-25 Floating 5.31608040 N N N N N N Corp. Nacional del Cobre de Chile 549300UVMBCBCIPSUI70 21987BBQ0 1105000.00000000 PA USD 1059916.00000000 0.163319983420 Long DBT CORP CL Y 2 2037-01-30 Fixed 5.52900000 N N N N N N Coty, Inc. N/A 222070AG9 985000.00000000 PA USD 967243.60000000 0.149040309529 Long DBT CORP US Y 2 2029-01-15 Fixed 4.75000000 N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401AU2 1070000.00000000 PA USD 971655.17000000 0.149720078057 Long DBT CORP CH Y 2 2032-05-14 Variable 3.09100000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401BR8 1035000.00000000 PA USD 1015090.78000000 0.156412969857 Long DBT CORP CH Y 2 2030-04-10 Variable 4.21400000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401BT4 920000.00000000 PA USD 886127.13000000 0.136541261930 Long DBT CORP CH Y 2 2037-08-10 Variable 5.19900000 N N N N N N DBUBS Mortgage Trust N/A 23305YAW9 1250000.00000000 PA USD 18750.00000000 0.002889143752 Long ABS-MBS CORP US Y 2 2044-05-10 Variable 5.09760000 N N N N N N DT Midstream, Inc. N/A 23345MAC1 1125000.00000000 PA USD 1062099.84000000 0.163656486230 Long DBT CORP US Y 2 2032-04-15 Fixed 4.30000000 N N N N N N DataBank Issuer II LLC N/A 23802YAA5 505000.00000000 PA USD 486207.03000000 0.074918506823 Long ABS-O CORP US Y 2 2055-09-27 Fixed 5.18000000 N N N N N N Dell Equipment Finance Trust N/A 246921AL4 1040000.00000000 PA USD 1033080.15000000 0.159184909907 Long ABS-O CORP US Y 2 2032-11-22 Fixed 5.19000000 N N N N N N Dell International LLC N/A 24703DBF7 525000.00000000 PA USD 384757.74000000 0.059286422431 Long DBT CORP US N 2 2041-12-15 Fixed 3.37500000 N N N N N N Dell International LLC N/A 24703DBX8 430000.00000000 PA USD 412749.09000000 0.063599544242 Long DBT CORP US N 2 2037-02-15 Fixed 5.25000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526CF4 585000.00000000 PA USD 540614.53000000 0.083302031553 Long DBT CORP DE N 2 2032-01-14 Variable 3.72900000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526CK3 890000.00000000 PA USD 801587.32000000 0.123514719857 Long DBT CORP DE N 2 2032-05-28 Variable 3.03500000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 25160PAR8 1390000.00000000 PA USD 1354492.35000000 0.208710565879 Long DBT CORP DE N 2 2032-02-06 Variable 4.72500000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 25160PAS6 1500000.00000000 PA USD 1482205.52000000 0.228389590261 Long DBT CORP DE N 2 2032-04-14 Variable 5.06000000 N N N N N N Diameter Capital CLO 5 Ltd. 254900DQ6NEBLANVO137 25255RAL3 725000.00000000 PA USD 723893.65000000 0.111543083523 Long ABS-CBDO CORP KY Y 2 2039-01-15 Floating 4.99291920 N N N N N N EMRLD Borrower LP N/A 26873CAB8 1145000.00000000 PA USD 1174350.93000000 0.180952994781 Long DBT CORP US Y 2 2031-07-15 Fixed 6.75000000 N N N N N N ESTN Trust N/A 26916MAC3 1665000.00000000 PA USD 1647068.95000000 0.253793011527 Long ABS-MBS CORP US Y 2 2046-05-12 Variable 5.55257880 N N N N N N Eastman Chemical Co. FDPVHDGJ1IQZFK9KH630 277432BB5 990000.00000000 PA USD 962114.56000000 0.148249987723 Long DBT CORP US N 2 2031-02-20 Fixed 4.50000000 N N N N N N Edison International 549300I7ROF15MAEVP56 281020AX5 975000.00000000 PA USD 997514.70000000 0.153704712699 Long DBT CORP US N 2 2053-06-15 Variable 8.12500000 N N N N N N Edison International 549300I7ROF15MAEVP56 281020AZ0 390000.00000000 PA USD 402464.40000000 0.062014800357 Long DBT CORP US N 2 2054-06-15 Variable 7.87500000 N N N N N N Empresa Nacional del Petroleo 549300YP3P0JZBLIV197 29245JAM4 527000.00000000 PA USD 478328.39000000 0.073704505568 Long DBT NUSS CL Y 2 2031-09-16 Fixed 3.45000000 N N N N N N Evergy Kansas Central, Inc. J75GNWGEO73W89ZV3S44 30036FAF8 1520000.00000000 PA USD 1494674.67000000 0.230310932491 Long DBT CORP US N 2 2036-07-01 Fixed 5.30000000 N N N N N N Evergy Metro, Inc. 1128SIJQ26096WL7IO82 30037DAD7 560000.00000000 PA USD 562981.54000000 0.086748511937 Long DBT CORP US N 2 2034-04-01 Fixed 5.40000000 N N N N N N Evergy Missouri West, Inc. EZIFUDC0VSUS6T6LCG85 30037EAC7 415000.00000000 PA USD 404240.00000000 0.062288398418 Long DBT CORP US Y 2 2035-12-15 Fixed 5.25000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166QAG4 1295000.00000000 PA USD 1261062.84000000 0.194314230675 Long ABS-O CORP US Y 2 2029-10-15 Fixed 6.34000000 N N N N N N Exeter Automobile Receivables Trust N/A 30167KAG6 1600000.00000000 PA USD 1591343.36000000 0.245206385384 Long ABS-O CORP US Y 2 2033-04-15 Fixed 6.99000000 N N N N N N Extended Stay America Trust N/A 30227WAC7 1086827.60000000 PA USD 1089544.67000000 0.167885396050 Long ABS-MBS CORP US Y 2 2043-02-15 Floating 5.07637080 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303MAE2 505000.00000000 PA USD 422364.44000000 0.065081151089 Long DBT CORP US N 2 2055-11-15 Fixed 5.62500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128HXY25 688991.26000000 PA USD 521749.92000000 0.080395227814 Long ABS-MBS USGSE US N 2 2042-08-15 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31325URK4 1998731.63000000 PA USD 163869.83000000 0.025250319759 Long ABS-MBS USGSE US N 2 2043-08-15 Floating 2.21013000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132AEX68 1200118.63000000 PA USD 1083568.07000000 0.166964475701 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132AEX76 615947.61000000 PA USD 552519.11000000 0.085136380509 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132AEXQ4 373555.59000000 PA USD 337533.43000000 0.052009738688 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DQXV3 572288.54000000 PA USD 568495.05000000 0.087598075829 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DUQT7 998842.39000000 PA USD 993355.81000000 0.153063879042 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DUT49 1189927.90000000 PA USD 1185378.06000000 0.182652139514 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWCB7 1875870.47000000 PA USD 1471312.70000000 0.226711141043 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWD67 854706.93000000 PA USD 730615.06000000 0.112578769908 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWDS9 1774935.38000000 PA USD 1519281.94000000 0.234102609312 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWE58 565897.13000000 PA USD 519259.03000000 0.080011412385 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWHT3 1703527.33000000 PA USD 1694652.50000000 0.261125049723 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWKU6 781243.21000000 PA USD 756026.83000000 0.116494410256 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWNW9 1455001.66000000 PA USD 1405942.64000000 0.216638421020 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWNX7 1378565.88000000 PA USD 1365431.97000000 0.210396226400 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132H3RK1 622162.32000000 PA USD 589621.46000000 0.090853395053 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 4.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KY6U8 1154566.91000000 PA USD 1102604.55000000 0.169897762487 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133Q3C33 510884.35000000 PA USD 414547.19000000 0.063876609276 Long ABS-MBS USGSE US N 2 2053-09-25 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ATEN0 1048860.85500000 PA USD 90929.00000000 0.014011037452 Long ABS-MBS USGSE US N 2 2046-06-25 Floating 2.31944040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BBCM2 1540000.00000000 PA USD 1134251.27000000 0.174774131733 Long ABS-MBS CORP US N 2 2050-08-25 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BBX23 1182014.44000000 PA USD 121432.13000000 0.018711193583 Long ABS-MBS USGSE US N 2 2050-10-25 Floating 2.51943840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BDR42 1499530.65000000 PA USD 247601.30000000 0.038152306608 Long ABS-MBS USGSE US N 2 2051-02-25 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BFES8 1479319.44000000 PA USD 318115.81000000 0.049017722927 Long ABS-MBS USGSE US N 2 2051-03-25 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BFHM8 1184996.10000000 PA USD 1054736.94000000 0.162521954148 Long ABS-MBS CORP US N 2 2050-07-25 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BFKM4 836291.02000000 PA USD 129342.19000000 0.019930036273 Long ABS-MBS USGSE US N 2 2051-03-25 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BGKA8 340469.26000000 PA USD 38262.04000000 0.005895708469 Long ABS-MBS USGSE US N 2 2051-06-25 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BGMS7 6463557.19000000 PA USD 1046665.15000000 0.161278190860 Long ABS-MBS USGSE US N 2 2048-07-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BHWC9 4948017.94000000 PA USD 639551.61000000 0.098547015368 Long ABS-MBS USGSE US N 2 2051-03-25 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BKHZ8 2384069.43000000 PA USD 411693.03000000 0.063436818421 Long ABS-MBS USGSE US N 2 2051-12-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BL3H1 1800785.08000000 PA USD 171480.30000000 0.026422999325 Long ABS-MBS USGSE US N 2 2052-02-25 Floating 2.13392160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BP5A5 703523.34060000 PA USD 587382.33000000 0.090508372736 Long ABS-MBS CORP US N 2 2054-07-25 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BQFY0 536105.95000000 PA USD 429553.93000000 0.066188962828 Long ABS-MBS USGSE US N 2 2053-10-25 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BQG37 412606.77000000 PA USD 329330.43000000 0.050745757557 Long ABS-MBS CORP US N 2 2053-03-25 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BVZT8 1341088.86670000 PA USD 1259891.17000000 0.194133690779 Long ABS-MBS CORP US N 2 2054-06-25 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BX6G4 2516178.35000000 PA USD 139845.17000000 0.021548415955 Long ABS-MBS USGSE US N 2 2055-06-25 Floating 2.21392080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371NCX1 2503.36000000 PA USD 2556.02000000 0.000393851158 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F9Y54 1208913.61000000 PA USD 212387.99000000 0.032726369830 Long ABS-MBS USGSE US N 2 2050-08-25 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FU6G4 2598396.90000000 PA USD 275968.72000000 0.042523376168 Long ABS-MBS USGSE US N 2 2050-07-25 Floating 2.31944040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FUFU3 1138257.66000000 PA USD 119914.99000000 0.018477421020 Long ABS-MBS USGSE US N 2 2050-07-25 Floating 2.36944080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FVSU7 1000491.42000000 PA USD 156268.76000000 0.024079088618 Long ABS-MBS USGSE US N 2 2050-09-25 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FWMZ0 1905076.76000000 PA USD 20963.66000000 0.003230241456 Long ABS-MBS USGSE US N 2 2050-10-25 Floating 0.00001080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FYQ58 915846.37000000 PA USD 145084.35000000 0.022355708977 Long ABS-MBS USGSE US N 2 2051-04-25 Fixed 3.00000000 N N N N N N STACR Trust 549300D2VO9JVX6KU482 3137G0VB2 3032581.72000000 PA USD 3504290.10000000 0.539967885221 Long ABS-MBS CORP US Y 2 2043-05-25 Floating 15.48056160 N N N N N N FHLMC N/A 3137G1DF1 896841.12000000 PA USD 725670.92000000 0.111816938911 Long ABS-MBS CORP US Y 2 2048-08-25 Variable 4.16077200 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H3WL2 913862.32000000 PA USD 97493.12000000 0.015022487387 Long ABS-MBS USGSE US N 2 2051-10-25 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H6KD6 258247.17000000 PA USD 2138.96000000 0.000329587355 Long ABS-MBS USGSE US N 2 2052-02-25 Floating 0.00001080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H9YM5 442096.61000000 PA USD 404832.46000000 0.062379689197 Long ABS-MBS USGSE US N 2 2052-02-25 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HAA48 498985.32000000 PA USD 407156.15000000 0.062737741167 Long ABS-MBS USGSE US N 2 2055-01-25 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HADW3 737060.18000000 PA USD 503530.84000000 0.077587892286 Long ABS-MBS USGSE US N 2 2050-09-25 Fixed 0.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HAFC5 1138091.31000000 PA USD 770453.56000000 0.118717391420 Long ABS-MBS USGSE US N 2 2050-09-25 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HAXR2 284586.46000000 PA USD 233993.93000000 0.036055578713 Long ABS-MBS USGSE US N 2 2053-11-25 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HAYG5 441287.26000000 PA USD 357540.73000000 0.055092616863 Long ABS-MBS USGSE US N 2 2053-09-25 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HB5E0 335509.18000000 PA USD 275496.65000000 0.042450636003 Long ABS-MBS USGSE US N 2 2053-12-25 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138E4Z79 404319.26000000 PA USD 379430.77000000 0.058465602052 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J86U2 690134.68000000 PA USD 651906.91000000 0.100450814718 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J9K91 469631.41000000 PA USD 434070.27000000 0.066884875121 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LLB42 1000000.00000000 PA USD 995854.63000000 0.153448916386 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 4.38000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QNQH8 211144.66000000 PA USD 164913.42000000 0.025411124108 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140W2QC8 338533.24000000 PA USD 289892.82000000 0.044668908249 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140W4BZ9 1129170.83000000 PA USD 922058.72000000 0.142077876796 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X83H8 68707.15000000 PA USD 61154.11000000 0.009423094123 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XKAD2 755823.07000000 PA USD 755834.27000000 0.116464739134 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XMHT6 582975.55000000 PA USD 592245.82000000 0.091257776562 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XPP78 816502.59360000 PA USD 769434.27000000 0.118560331403 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XQFR3 488234.53000000 PA USD 485523.05000000 0.074813113941 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XTCZ2 1747361.72000000 PA USD 1374586.16000000 0.211806774179 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418D7E6 1831589.57000000 PA USD 1438822.70000000 0.221704832749 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418E5P1 532903.36000000 PA USD 528580.70000000 0.081447766766 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EAM2 2573258.72000000 PA USD 2021011.69000000 0.311412975842 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EB82 7172011.13000000 PA USD 5623999.37000000 0.866588940882 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ECQ1 1283581.19000000 PA USD 1054673.61000000 0.162512195776 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ED56 1231350.41000000 PA USD 1011776.00000000 0.155902203141 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ED64 866488.77000000 PA USD 741662.71000000 0.114281076519 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EDC1 5127269.22000000 PA USD 4209725.42000000 0.648666767742 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EP20 1185758.39000000 PA USD 1152328.00000000 0.177559532882 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ER77 985783.11000000 PA USD 959623.02000000 0.147866072137 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EV98 1978780.20000000 PA USD 2007022.95000000 0.309257483534 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EVA5 655661.73000000 PA USD 666200.48000000 0.102653277569 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418FDB0 2023445.89000000 PA USD 2004168.06000000 0.308817580195 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418FYQ4 2687807.91000000 PA USD 2594889.48000000 0.399840465519 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31422MZU3 2979689.95000000 PA USD 277940.50000000 0.042827203148 Long ABS-MBS USGSE US N 2 2052-02-25 Fixed 1.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31423YVM8 3017032.83000000 PA USD 548129.40000000 0.084459980338 Long ABS-MBS USGSE US N 2 2052-10-25 Fixed 3.00000000 N N N N N N FNMA, Strips B1V7KEBTPIMZEU4LTD58 31424U8A7 2677599.38000000 PA USD 586838.93000000 0.090424641498 Long ABS-MBS USGSE US N 2 2053-10-25 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31424UWR3 1301268.99000000 PA USD 304326.23000000 0.046892918719 Long ABS-MBS USGSE US N 2 2053-08-25 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31427M5K3 586429.01000000 PA USD 593402.54000000 0.091436012848 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31427PH72 627676.45000000 PA USD 635140.70000000 0.097867348538 Long ABS-MBS USGSE US N 2 2055-08-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3142G4PC9 1042534.97000000 PA USD 219850.50000000 0.033876250584 Long ABS-MBS USGSE US N 2 2053-01-25 Fixed 5.50000000 N N N N N N Fidelity National Information Services, Inc. 6WQI0GK1PRFVBA061U48 31620MCD6 1130000.00000000 PA USD 1119833.12000000 0.172552472641 Long DBT CORP US N 2 2029-03-10 Fixed 4.55000000 N N N N N N First Citizens Loan Trust N/A 31960CAC0 1423929.58000000 PA USD 1409509.16000000 0.217187977766 Long ABS-MBS CORP US Y 2 2053-05-27 Fixed 6.32954000 N N N N N N First Horizon Corp. TF3RXI1ZB1TQ30H9JV10 320517AE5 570000.00000000 PA USD 572220.20000000 0.088172075501 Long DBT CORP US N 2 2031-03-07 Variable 5.51400000 N N N N N N First Horizon Bank COOWI3L2W9TPYR3WJX37 337158AJ8 1606000.00000000 PA USD 1615269.90000000 0.248893170107 Long DBT CORP US N 2 2030-05-01 Fixed 5.75000000 N N N N N N Flagship Credit Auto Trust N/A 33844XAL2 1810000.00000000 PA USD 1525949.28000000 0.235129964176 Long ABS-O CORP US Y 2 2028-04-17 Fixed 5.80000000 N N N N N N Flagship Credit Auto Trust N/A 33845AAE7 515000.00000000 PA USD 314580.80000000 0.048473021485 Long ABS-O CORP US Y 2 2029-03-15 Fixed 4.03000000 N N N N N N Flagship Credit Auto Trust N/A 33846QAJ0 1115000.00000000 PA USD 961602.20000000 0.148171039366 Long ABS-O CORP US Y 2 2028-12-15 Fixed 3.32000000 N N N N N N Flexential Issuer LLC N/A 33938MAL3 1495000.00000000 PA USD 1472061.32000000 0.226826494152 Long ABS-O CORP US Y 2 2060-10-25 Fixed 8.54000000 N N N N N N Flex Intermediate Holdco LLC 549300290TQIGM30A243 33939HAA7 2120000.00000000 PA USD 1942693.97000000 0.299345181100 Long DBT CORP US Y 2 2031-06-30 Fixed 3.36300000 N N N N N N Ford Credit Auto Owner Trust N/A 34535QAD7 755000.00000000 PA USD 764449.20000000 0.117792193598 Long ABS-O CORP US Y 2 2035-08-15 Fixed 6.26000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397A86 610000.00000000 PA USD 605246.59000000 0.093261034878 Long DBT CORP US N 2 2027-08-17 Fixed 4.12500000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397C92 700000.00000000 PA USD 718022.07000000 0.110638345461 Long DBT CORP US N 2 2028-05-12 Fixed 6.80000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397D42 360000.00000000 PA USD 376695.69000000 0.058044159957 Long DBT CORP US N 2 2030-06-10 Fixed 7.20000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397G31 285000.00000000 PA USD 286630.34000000 0.044166200318 Long DBT CORP US N 2 2031-11-05 Fixed 6.05400000 N N N N N N Fortress Credit Opportunities XXI CLO LLC 254900WDNXJI5BDB6170 34964UAN6 450000.00000000 PA USD 448651.35000000 0.069131639718 Long ABS-CBDO CORP US Y 2 2037-01-21 Floating 5.30372880 N N N N N N Foundry JV Holdco LLC 21380048QROAMGM6EP30 350930AH6 555000.00000000 PA USD 567341.63000000 0.087420348032 Long DBT CORP US Y 2 2036-01-25 Fixed 6.10000000 N N N N N N FHLMC MSCR Trust 529900XKEN78GROIG538 35563RAB1 1060000.00000000 PA USD 1106397.68000000 0.170482237039 Long ABS-MBS CORP US Y 2 2044-05-25 Floating 7.86607920 N N N N N N FHLMC MSCR Trust 529900M14O2Z3FO2N217 35563UAB4 1445000.00000000 PA USD 1453266.70000000 0.223930475008 Long ABS-MBS CORP US Y 2 2045-02-25 Floating 6.46607880 N N N N N N FHLMC Mscr Trust Mn11 529900E2V0BG2KXC9E18 35563YAB6 1295000.00000000 PA USD 1288830.23000000 0.198592843013 Long ABS-MBS USGSE US Y 2 2045-07-25 Floating 6.26608080 N N N N N N STACR Trust 549300YG8OJES76WL398 35564ACC3 795000.00000000 PA USD 945302.70000000 0.145659487441 Long ABS-MBS CORP US Y 2 2047-02-25 Floating 14.23055880 N N N N N N FHLMC 5493000ISBDRXIMCHZ70 35564KQZ5 1295000.00000000 PA USD 1329916.83000000 0.204923781343 Long ABS-MBS CORP US Y 2 2042-01-25 Floating 10.71608040 N N N N N N FHLMC 5493000ISA3AUOXQEF68 35564KSJ9 605000.00000000 PA USD 616786.79000000 0.095039237370 Long ABS-MBS CORP US Y 2 2042-02-25 Floating 8.36607960 N N N N N N FHLMC 549300NKHCH87PYOHD44 35564MBE4 2605000.00000000 PA USD 3062516.15000000 0.471895968022 Long ABS-MBS CORP US Y 2 2049-04-25 Floating 14.98056120 N N N N N N FHLMC 529900PGKDI4ZEXFQ523 35564NCA9 505000.00000000 PA USD 509099.74000000 0.078445991093 Long ABS-MBS CORP US Y 2 2044-03-25 Floating 5.61607920 N N N N N N FHLMC 529900WZAMS87JCAOC53 35564NGA5 1276000.00000000 PA USD 1275999.62000000 0.196615804254 Long ABS-MBS CORP US Y 2 2045-01-25 Floating 4.96608120 N N N N N N FHLMC 529900MBUPRSJMB6GN48 35564NHA4 985000.00000000 PA USD 990538.56000000 0.152629775563 Long ABS-MBS CORP US Y 2 2045-02-25 Floating 5.26608000 N N N N N N FHLMC 549300MHCI0CUXMJQS62 35564PAC2 1750000.00000000 PA USD 2061167.50000000 0.317600490912 Long ABS-MBS CORP US Y 2 2048-01-25 Floating 12.08055960 N N N N N N FHLMC 549300TCRXCIFPAC3B85 35565JBE0 1377000.00000000 PA USD 1519024.47000000 0.234062936360 Long ABS-MBS CORP US Y 2 2050-01-25 Floating 8.83055880 N N N N N N FHLMC MSCR Trust 529900U9LKQ0M8OUKJ53 355921AB3 730000.00000000 PA USD 735851.10000000 0.113385579094 Long ABS-MBS CORP US Y 2 2046-03-25 Floating 6.56607960 N N N N N N FHLMC MSCR Trust 529900U9LKQ0M8OUKJ53 355921AC1 580000.00000000 PA USD 584138.13000000 0.090008481527 Long ABS-MBS CORP US Y 2 2046-03-25 Floating 8.11608120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WGS1 749843.71000000 PA USD 587810.02000000 0.090574274490 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 2.00000000 N N N N N N GLP Capital LP N/A 361841AP4 1205000.00000000 PA USD 1150107.91000000 0.177217444394 Long DBT CORP US N 2 2030-01-15 Fixed 4.00000000 N N N N N N GS Mortgage Securities Trust 549300L45M7638EL0H21 36250GAU9 291597.89000000 PA USD 283578.95000000 0.043696018752 Long ABS-MBS CORP US N 2 2050-05-10 Variable 3.96056520 N N N N N N GS Mortgage Securities Trust 549300L45M7638EL0H21 36250GAX3 2770000.00000000 PA USD 1688869.00000000 0.260233883703 Long ABS-MBS CORP US N 2 2050-05-10 Fixed 3.38400000 N N N N N N GS Mortgage Securities Trust N/A 36253BAZ6 1190000.00000000 PA USD 921461.86000000 0.141985908032 Long ABS-MBS CORP US N 2 2047-06-10 Variable 4.39099920 N N N N N N GS Mortgage-Backed Securities Corp. Trust N/A 36261MAD1 752700.61000000 PA USD 600366.80000000 0.092509119422 Long ABS-MBS CORP US Y 2 2051-06-25 Variable 2.49999840 N N N N N N GS Mortgage-Backed Securities Trust N/A 36265LAV9 858192.05000000 PA USD 699131.39000000 0.107727524656 Long ABS-MBS CORP US Y 2 2052-09-25 Variable 3.30775920 N N N N N N GS Mortgage Backed Securities Trust N/A 36267TAG3 1481610.39000000 PA USD 1296739.49000000 0.199811562432 Long ABS-MBS CORP US Y 2 2053-02-25 Variable 3.49999920 N N N N N N GSMS Trust N/A 36270JAG0 1380000.00000000 PA USD 1355291.79000000 0.208833749724 Long ABS-MBS CORP US Y 2 2029-07-15 Variable 7.94931840 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XDL7 1335000.00000000 PA USD 1190486.97000000 0.183439359536 Long DBT CORP US N 2 2031-06-10 Fixed 2.70000000 N N N N N N Global Payments, Inc. 549300NOMHGVQBX6S778 37940XAW2 885000.00000000 PA USD 860849.40000000 0.132646275492 Long DBT CORP US N 2 2030-11-15 Fixed 4.87500000 N N N N N N GLS Auto Receivables Issuer Trust N/A 38014QAF3 665000.00000000 PA USD 682988.18000000 0.105240055092 Long ABS-O CORP US Y 2 2029-10-15 Fixed 8.35000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GFD1 405000.00000000 PA USD 430175.02000000 0.066284665137 Long DBT CORP US N 2 2037-10-01 Fixed 6.75000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GXR0 740000.00000000 PA USD 645078.25000000 0.099398602431 Long DBT CORP US N 2 2032-01-27 Variable 1.99200000 N N N N N N Golub Capital Partners CLO 67M 2549002FTXMYDDCWWA09 38179PAS8 600000.00000000 PA USD 597061.80000000 0.091999859684 Long ABS-CBDO CORP US Y 2 2036-05-09 Floating 5.84771040 N N N N N N Golub Capital CLO 86B Ltd. N/A 38182NAG4 500000.00000000 PA USD 499010.50000000 0.076891363642 Long ABS-CBDO CORP KY Y 2 2039-01-25 Floating 5.35803840 N N N N N N Golub Capital Partners CLO 78M 254900PSE4IZIZUH7U62 381934AC2 930000.00000000 PA USD 925092.39000000 0.142545327928 Long ABS-CBDO CORP US Y 2 2039-04-21 Floating 5.11373160 N N N N N N Goodyear Tire & Rubber Co. (The) 5493002BI0S2ZQUY3437 382550BS9 875000.00000000 PA USD 846085.80000000 0.130371386815 Long DBT CORP US N 2 2030-07-15 Fixed 6.62500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379XY20 1382607.86000000 PA USD 304224.47000000 0.046877238758 Long ABS-MBS USGA US N 2 2044-07-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380MYW5 1380611.16000000 PA USD 1009734.27000000 0.155587597729 Long ABS-MBS USGA US N 2 2060-07-16 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380RA75 5440478.08000000 PA USD 353715.40000000 0.054503180689 Long ABS-MBS USGA US N 2 2061-03-16 Variable 0.99239040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380REA4 2322422.42000000 PA USD 162787.18000000 0.025083496747 Long ABS-MBS USGA US N 2 2062-12-16 Variable 0.97477920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380RHQ6 3900245.08830000 PA USD 233210.08000000 0.035934797096 Long ABS-MBS USGA US N 2 2062-06-16 Variable 0.80682840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381HVY4 1972862.95000000 PA USD 129440.52000000 0.019945187713 Long ABS-MBS USGA US N 2 2065-10-16 Variable 1.02198960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381JA72 3022192.44000000 PA USD 265799.41000000 0.040956410917 Long ABS-MBS USGA US N 2 2066-02-16 Variable 1.33239960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381JN94 3308481.65000000 PA USD 197199.73000000 0.030386046284 Long ABS-MBS USGA US N 2 2065-10-16 Variable 0.84418920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381JZC4 4423944.72000000 PA USD 296198.14000000 0.045640480296 Long ABS-MBS USGA US N 2 2065-07-16 Variable 0.95578920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381MUH1 6481650.67000000 PA USD 316482.80000000 0.048766096227 Long ABS-MBS USGA US N 2 2066-03-16 Variable 0.57035160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381QQF1 1965713.61000000 PA USD 144838.69000000 0.022317855801 Long ABS-MBS USGA US N 2 2055-08-20 Floating 2.42861040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382CDW8 2011006.26000000 PA USD 13201.65000000 0.002034211446 Long ABS-MBS USGA US N 2 2050-01-20 Floating 0.00001080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382JXP6 2508567.91000000 PA USD 15083.27000000 0.002324145881 Long ABS-MBS USGA US N 2 2050-09-20 Floating 0.00001080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382KWJ8 1327150.63000000 PA USD 147028.65000000 0.022655301627 Long ABS-MBS USGA US N 2 2050-10-20 Floating 2.51591040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382LBS9 683965.24000000 PA USD 77276.38000000 0.011907337091 Long ABS-MBS USGA US N 2 2050-11-20 Floating 2.51591040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382LQD6 1025115.64000000 PA USD 120650.27000000 0.018590718600 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 2.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382MGE3 476379.42000000 PA USD 56118.69000000 0.008647198004 Long ABS-MBS USGA US N 2 2050-12-20 Floating 2.51591040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382ML56 549696.15000000 PA USD 79915.27000000 0.012313957494 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382MV97 1458163.31000000 PA USD 246087.08000000 0.037918983981 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382NAB3 3133509.09000000 PA USD 17378.75000000 0.002677851039 Long ABS-MBS USGA US N 2 2051-01-20 Floating 0.00001080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382NP76 2936155.94000000 PA USD 17768.44000000 0.002737897461 Long ABS-MBS USGA US N 2 2051-02-20 Floating 0.00001080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382P5E8 965613.87000000 PA USD 104711.55000000 0.016134758424 Long ABS-MBS USGA US N 2 2051-03-20 Floating 2.51591040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382P5H1 798513.64000000 PA USD 86057.17000000 0.013260348534 Long ABS-MBS USGA US N 2 2051-03-20 Floating 2.51591040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382PMU3 2152620.77000000 PA USD 353122.15000000 0.054411768181 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382QAD2 2819935.95000000 PA USD 302928.52000000 0.046677548847 Long ABS-MBS USGA US N 2 2051-03-20 Floating 2.51591040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382QAM2 4785455.90000000 PA USD 544656.18000000 0.083924799972 Long ABS-MBS USGA US N 2 2051-03-20 Floating 2.51591040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382RLF3 261111.38000000 PA USD 37689.99000000 0.005807562619 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382RR75 954072.17000000 PA USD 157031.41000000 0.024196603577 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382TM27 929109.09000000 PA USD 163557.02000000 0.025202119596 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382UVG3 2525881.88000000 PA USD 270554.79000000 0.041689156326 Long ABS-MBS USGA US N 2 2051-06-20 Floating 2.51591040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382UVH1 1784173.00000000 PA USD 170641.16000000 0.026293698200 Long ABS-MBS USGA US N 2 2051-06-20 Floating 2.51591040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382UYG0 1391675.68000000 PA USD 165668.97000000 0.025527545044 Long ABS-MBS USGA US N 2 2051-06-20 Floating 2.56591080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382VAW9 1922272.81000000 PA USD 216415.05000000 0.033346890110 Long ABS-MBS USGA US N 2 2051-06-20 Floating 2.51591040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382VET2 3602494.76000000 PA USD 14531.02000000 0.002239050967 Long ABS-MBS USGA US N 2 2051-06-20 Floating 0.00001080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382WBD8 1709718.58000000 PA USD 196161.83000000 0.030226118695 Long ABS-MBS USGA US N 2 2051-07-20 Floating 2.51591040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382XFY6 6124747.22000000 PA USD 1077042.92000000 0.165959030562 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382XY58 2358509.31000000 PA USD 35913.02000000 0.005533753458 Long ABS-MBS USGA US N 2 2051-09-20 Floating 0.07860960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383C3X6 4485602.61000000 PA USD 45918.67000000 0.007075500721 Long ABS-MBS USGA US N 2 2051-11-20 Floating 0.00001080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383CTL4 2514586.24000000 PA USD 398930.56000000 0.061470279196 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383CYH7 1998766.97000000 PA USD 232697.45000000 0.035855807135 Long ABS-MBS USGA US N 2 2050-11-20 Floating 2.51591040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383F6G3 1537463.38000000 PA USD 8478.50000000 0.001306432282 Long ABS-MBS USGA US N 2 2052-06-20 Floating 0.00001080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383FAC7 2459344.35000000 PA USD 3525.22000000 0.000543192924 Long ABS-MBS USGA US N 2 2051-12-20 Floating 0.00001080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383GFG1 1609245.29000000 PA USD 189539.16000000 0.029205646927 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 2.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383GSL6 1044638.49000000 PA USD 868934.79000000 0.133892134373 Long ABS-MBS USGA US N 2 2052-01-20 Floating 2.49999840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383HFY0 1474407.62000000 PA USD 251020.55000000 0.038679170862 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383MCW6 3713259.39000000 PA USD 107547.50000000 0.016571743342 Long ABS-MBS USGA US N 2 2052-02-20 Floating 0.47860920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383P8S3 1668551.40000000 PA USD 16045.29000000 0.002472381298 Long ABS-MBS USGA US N 2 2052-04-20 Floating 0.07860960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383RYT8 3071563.27000000 PA USD 22651.86000000 0.003490372255 Long ABS-MBS USGA US N 2 2052-05-20 Floating 0.00001080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383TLA9 7743366.16000000 PA USD 51812.41000000 0.007983653367 Long ABS-MBS USGA US N 2 2052-06-20 Floating 0.00001080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383WJT4 436395.79000000 PA USD 444544.96000000 0.068498895664 Long ABS-MBS USGA US N 2 2051-12-20 Variable 6.40310040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383X4D3 593230.48000000 PA USD 654488.47000000 0.100848601275 Long ABS-MBS USGA US N 2 2051-11-20 Variable 7.75441080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383X4E1 614107.84000000 PA USD 679119.81000000 0.104643986985 Long ABS-MBS USGA US N 2 2051-07-20 Variable 7.86431880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383XXB5 1104970.76000000 PA USD 1182739.60000000 0.182245585369 Long ABS-MBS USGA US N 2 2051-09-20 Variable 7.09418880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383XYN8 284979.65000000 PA USD 226394.13000000 0.034884543263 Long ABS-MBS USGA US N 2 2053-04-20 None 0.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384A3B7 1208538.29000000 PA USD 160076.58000000 0.024665826717 Long ABS-MBS USGA US N 2 2050-09-20 Floating 3.02861160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384AQK2 1005953.88000000 PA USD 799718.35000000 0.123226734630 Long ABS-MBS USGA US N 2 2052-07-20 None 0.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384BBR1 193858.18000000 PA USD 191827.01000000 0.029558176395 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384CBE8 1645459.91000000 PA USD 1069504.68000000 0.164797480748 Long ABS-MBS USGA US N 2 2051-01-20 None 0.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384KHH7 1745580.95000000 PA USD 300716.12000000 0.046336645293 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384XUD3 614681.62000000 PA USD 604166.45000000 0.093094598625 Long ABS-MBS USGSE US N 2 2054-01-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385B2H2 1744075.40000000 PA USD 1333815.50000000 0.205524518306 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385B3C2 1514730.22000000 PA USD 933025.80000000 0.143767768565 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 2.00000000 N N N N N N Grupo Nutresa SA 254900KKAX7B7RJUE255 40055CAB9 645000.00000000 PA USD 714336.55000000 0.110070452283 Long DBT CORP CO Y 2 2035-05-12 Fixed 9.00000000 N N N N N N HPEFS Equipment Trust N/A 403963AF8 505000.00000000 PA USD 508283.96000000 0.078320289456 Long ABS-O CORP US Y 2 2031-11-20 Fixed 5.82000000 N N N N N N Hertz Vehicle Financing III LP N/A 42806MAH2 1045833.33000000 PA USD 1037838.35000000 0.159918089843 Long ABS-O CORP US Y 2 2027-12-27 Fixed 4.34000000 N N N N N N Hilton USA Trust N/A 43289VAA1 735000.00000000 PA USD 607110.00000000 0.093548163377 Long ABS-MBS CORP US Y 2 2035-11-05 Fixed 2.82843800 N N N N N N Huntington Bancshares, Inc. 549300XTVCVV9I7B5T19 446150BF0 575000.00000000 PA USD 575844.16000000 0.088730483041 Long DBT CORP US N 2 2039-11-18 Variable 6.14100000 N N N N N N Huntington Bancshares, Inc. 549300XTVCVV9I7B5T19 446150BK9 1580000.00000000 PA USD 1537249.07000000 0.236871122452 Long DBT CORP US N 2 2032-01-28 Variable 4.62300000 N N N N N N Huntington Bancshares, Inc. 549300XTVCVV9I7B5T19 446150BL7 1395000.00000000 PA USD 1337215.71000000 0.206048448732 Long DBT CORP US N 2 2041-01-28 Variable 5.60500000 N N N N N N Huntington Bank Auto Credit-Linked Notes N/A 44644NAL3 731569.88000000 PA USD 720862.33000000 0.111075994497 Long ABS-O CORP US Y 2 2032-10-20 Floating 11.12139000 N N N N N N Huntington Bank Auto Credit-Linked Notes N/A 44644NAS8 664421.10000000 PA USD 464410.15000000 0.071559876441 Long ABS-O CORP US Y 2 2033-09-20 Floating 10.22139000 N N N N N N Huntington Bank Auto Credit-Linked Notes N/A 44644NAZ2 652207.25000000 PA USD 652190.68000000 0.100494540175 Long ABS-O CORP US Y 2 2034-02-20 Floating 12.27138840 N N N N N N Huntsman International LLC 3YTEJFW18LGIUQ2N5J61 44701QBE1 874000.00000000 PA USD 841197.21000000 0.129618115388 Long DBT CORP US N 2 2029-05-01 Fixed 4.50000000 N N N N N N Invitation Homes Operating Partnership LP 549300147YMUQB3GW319 46188BAA0 990000.00000000 PA USD 846990.05000000 0.130510720588 Long DBT CORP US N 2 2031-08-15 Fixed 2.00000000 N N N N N N JBS NV N/A 46590XAY2 860000.00000000 PA USD 872230.06000000 0.134399894838 Long DBT CORP NL N 2 2033-04-01 Fixed 5.75000000 N N N N N N JPMCC Commercial Mortgage Securities Trust N/A 46591EAC1 240000.00000000 PA USD 189476.52000000 0.029195994875 Long ABS-MBS CORP US Y 2 2052-06-13 Fixed 3.00000000 N N N N N N Ivy Hill Middle Market Credit Fund VII Ltd. N/A 46602ABE1 350000.00000000 PA USD 350171.85000000 0.053957163337 Long ABS-CBDO CORP KY Y 2 2036-10-15 Floating 5.35291920 N N N N N N JPMorgan Wealth Management N/A 46652HBX3 985845.72000000 PA USD 863017.43000000 0.132980342177 Long ABS-MBS CORP US Y 2 2050-02-25 Variable 3.42099000 N N N N N N J.P. Morgan Mortgage Trust N/A 46652VBT1 1187309.19000000 PA USD 979506.57000000 0.150929881964 Long ABS-MBS CORP US Y 2 2051-08-25 Variable 2.88606600 N N N N N N J.P. Morgan Chase Commercial Mortgage Securities Trust N/A 46653DAA2 915000.00000000 PA USD 860169.08000000 0.132541446571 Long ABS-MBS CORP US Y 2 2036-03-15 Floating 5.09148000 N N N N N N J.P. Morgan Mortgage Trust N/A 46654WCK5 1263265.50000000 PA USD 1013431.00000000 0.156157218230 Long ABS-MBS CORP US Y 2 2052-07-25 Variable 3.08352600 N N N N N N J.P. Morgan Mortgage Trust 529900YPO46YLJDFF157 46664MBR1 1595000.00000000 PA USD 1565134.26000000 0.241167886317 Long ABS-O CORP US Y 2 2066-04-25 Variable 5.60900160 N N N N N N Jackson Financial, Inc. 213800WXW2KG1N4CO374 46817MAV9 1130000.00000000 PA USD 1104622.13000000 0.170208646682 Long DBT CORP US N 2 2037-01-15 Fixed 6.15000000 N N N N N N JetBlue Pass-Through Trust N/A 477143AH4 761220.45000000 PA USD 669488.59000000 0.103159934767 Long ABS-O CORP US N 2 2032-05-15 Fixed 2.75000000 N N N N N N KeyBank NA HUX2X73FUCYHUVH1BK78 49327V2C7 715000.00000000 PA USD 693592.12000000 0.106873991466 Long DBT CORP US N 2 2032-08-08 Fixed 4.90000000 N N N N N N Kinetic ABS Issuer LLC N/A 49459AAA8 1285000.00000000 PA USD 1258873.12000000 0.193976821829 Long ABS-O CORP US Y 2 2056-02-25 Fixed 5.21900000 N N N N N N Kinetic ABS Issuer LLC N/A 49459AAC4 500000.00000000 PA USD 489977.25000000 0.075499451226 Long ABS-O CORP US Y 2 2056-02-25 Fixed 5.56100000 N N N N N N Kohlberg Credit CLO LLC N/A 50024AAA2 1000000.00000000 PA USD 992564.00000000 0.152941870887 Long ABS-CBDO CORP KY Y 2 2038-04-15 Floating 5.20630920 N N N N N N Bath & Body Works, Inc. GR3KVMWVCR54YWQNXU90 501797AW4 1065000.00000000 PA USD 1082216.79000000 0.166756260118 Long DBT CORP US Y 2 2030-10-01 Fixed 6.62500000 N N N N N N LYB International Finance III LLC 984500A51LA0B8EB4053 50249AAQ6 820000.00000000 PA USD 813839.65000000 0.125402652799 Long DBT CORP US N 2 2031-01-15 Fixed 5.12500000 N N N N N N Life Mortgage Trust N/A 53218DAA6 1395000.00000000 PA USD 1307812.50000000 0.201517776707 Long ABS-MBS CORP US Y 2 2039-05-15 Floating 4.97161080 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 53944YAU7 450000.00000000 PA USD 442864.30000000 0.068239926686 Long DBT CORP GB N 2 2033-08-11 Variable 4.97600000 N N N N N LOANDEPOT GMSR Master Trust N/A 53946TAF9 1455000.00000000 PA USD 1457539.70000000 0.224588891608 Long ABS-MBS CORP US Y 2 2030-07-16 Floating 6.81960960 N N N N N N LONG Trust N/A 54300CAA5 990000.00000000 PA USD 988279.58000000 0.152281694606 Long ABS-MBS CORP US Y 2 2043-06-15 Floating 5.37636960 N N N N N N M&T Bank Corp. 549300WYXDDBYRASEG81 55261FAV6 330000.00000000 PA USD 323191.29000000 0.049799791798 Long DBT CORP US N 2 2036-01-16 Variable 5.38500000 N N N N N N M&T Bank Corp. 549300WYXDDBYRASEG81 55261FBA1 1750000.00000000 PA USD 1718889.73000000 0.264859707943 Long DBT CORP US N 2 2036-04-18 Variable 5.29500000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VCC2 585000.00000000 PA USD 573388.81000000 0.088352143889 Long DBT CORP US N 2 2035-09-15 Fixed 5.40000000 N N N N N N Macy's Retail Holdings LLC N/A 55617LAR3 830000.00000000 PA USD 832478.38000000 0.128274651217 Long DBT CORP US Y 2 2032-03-15 Fixed 6.12500000 N N N N N N Magnetite 50 Ltd. 529900LA8YF5OY74OD31 55956MAA7 1000000.00000000 PA USD 1002160.00000000 0.154420496137 Long ABS-CBDO CORP KY Y 2 2038-07-25 Floating 5.09015160 N N N N N N NYLIM U.S. Government Liquidity Fund 549300Y3ZLEL13IJCK58 56064L488 7910930.39000000 NS USD 7910930.39000000 1.218976805835 Long STIV RF US N 1 N N N Manhattan West Mortgage Trust N/A 563126AC5 1710000.00000000 PA USD 1685506.30000000 0.259715733106 Long ABS-MBS CORP US Y 2 2048-06-10 Variable 5.53386960 N N N N N N MARB BondCo plc 254900PVA1EU6QM1JN57 566007AC4 1240000.00000000 PA USD 1090274.34000000 0.167997829198 Long DBT CORP GB Y 2 2031-01-29 Fixed 3.95000000 N N N N N Matador Resources Co. 549300CI3Q2UUK5R4G79 576485AJ5 715000.00000000 PA USD 691537.70000000 0.106557430681 Long DBT CORP US Y 2 2034-04-15 Fixed 6.00000000 N N N N N N Mill City Mortgage Loan Trust N/A 59980XAL1 2100521.97000000 PA USD 1578384.30000000 0.243209554065 Long ABS-MBS CORP US Y 2 2058-08-25 Variable 3.25000080 N N N N N N Mill City Mortgage Loan Trust N/A 59980XAN7 558808.70000000 PA USD 360344.21000000 0.055524598555 Long ABS-MBS CORP US Y 2 2058-08-25 Variable 3.65312160 N N N N N N Mineral Resources Ltd. 5299007V1ACKFFX2P066 603051AF0 685000.00000000 PA USD 704911.54000000 0.108618174483 Long DBT CORP AU Y 2 2031-04-01 Fixed 7.00000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61690FAB9 1590000.00000000 PA USD 628034.10000000 0.096772309125 Long ABS-MBS CORP US Y 2 2048-04-15 Variable 3.96205920 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YEF8 1945000.00000000 PA USD 1669331.51000000 0.257223397454 Long DBT CORP US N 2 2036-09-16 Variable 2.48400000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YEH4 510000.00000000 PA USD 445836.74000000 0.068697943030 Long DBT CORP US N 2 2032-10-20 Variable 2.51100000 N N N N N N Multifamily Connecticut Avenue Securities Trust 549300HG8ZEWVWVSN227 62547NAC3 1690000.00000000 PA USD 1712649.55000000 0.263898173167 Long ABS-MBS CORP US Y 2 2049-10-25 Floating 9.23055840 N N N N N N Multifamily Connecticut Avenue Securities Trust 254900JAK6X5OPMD5925 62548NAA6 1288896.15000000 PA USD 1324615.72000000 0.204106945671 Long ABS-MBS CORP US Y 2 2053-11-25 Floating 7.61608080 N N N N N N Multifamily Connecticut Avenue Securities Trust 5493002KQF9IH3CTQZ40 62548QAF8 1350000.00000000 PA USD 1393368.35000000 0.214700878013 Long ABS-MBS CORP US Y 2 2050-03-25 Floating 11.23056000 N N N N N N Multifamily Connecticut Avenue Securities Trust N/A 62549CAB7 1825000.00000000 PA USD 1852395.08000000 0.285431235827 Long ABS-MBS CORP US Y 2 2055-05-25 Floating 6.71608080 N N N N N N Virgin Media Bristol LLC 213800IQ982XX69LE276 G9368PBE3 1220000.00000000 PA USD 1093120.00000000 0.168436310308 Long LON CORP US N 2 2029-01-31 Variable 7.04085000 N N N N N N NCL Corp. Ltd. UNZWILHE4KMRP9K2L524 62886HBR1 1175000.00000000 PA USD 1151691.89000000 0.177461516176 Long DBT CORP BM Y 2 2032-02-01 Fixed 6.75000000 N N N N N N NCMF Trust N/A 62887TAG9 1465000.00000000 PA USD 1465884.27000000 0.225874686930 Long ABS-MBS CORP US Y 2 2033-06-10 Variable 6.61799880 N N N N N N NGPL PipeCo LLC 549300K3NT1HSQFEM073 62928CAA0 605000.00000000 PA USD 552446.26000000 0.085125155223 Long DBT CORP US Y 2 2031-07-15 Fixed 3.25000000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377DB5 530000.00000000 PA USD 507317.75000000 0.078171408412 Long DBT CORP US Y 2 2035-10-15 Fixed 5.40700000 N N N N N N BF Mortgage Trust N/A 62954PAG5 925000.00000000 PA USD 881062.50000000 0.135760864910 Long ABS-MBS CORP US Y 2 2035-12-15 Floating 5.37400080 N N N N N N TruGreen Ltd. Partnership N/A 89787RAH5 579440.51880000 PA USD 544674.09000000 0.083927559682 Long LON CORP US N 2 2027-11-02 Variable 7.76580000 N N N N N N National Fuel Gas Co. 8JB38FFW1Y3C1HM8E841 636180BR1 1820000.00000000 PA USD 1649334.67000000 0.254142131035 Long DBT CORP US N 2 2031-03-01 Fixed 2.95000000 N N N N N N New Economy Assets Phase 1 Sponsor LLC N/A 643821AB7 1255000.00000000 PA USD 728684.38000000 0.112281275931 Long ABS-O CORP US Y 2 2061-10-20 Fixed 2.41000000 N N N N N N New Residential Mortgage Loan Trust 213800YID3SS4UZHT817 64832AAB3 1150000.00000000 PA USD 939741.36000000 0.144802553536 Long ABS-MBS CORP US Y 2 2064-01-25 Variable 3.86278200 N N N N N N XPLR Infrastructure Operating Partners LP 549300KJEC5IUVJWR786 65342QAB8 551000.00000000 PA USD 544662.34000000 0.083925749152 Long DBT CORP US Y 2 2027-09-15 Fixed 4.50000000 N N N N N N XPLR Infrastructure Operating Partners LP 549300KJEC5IUVJWR786 65342QAM4 740000.00000000 PA USD 763152.84000000 0.117592440510 Long DBT CORP US Y 2 2029-01-15 Fixed 7.25000000 N N N N N Nissan Motor Acceptance Co. LLC 7D6DIU2QXTUJRFNNJA49 65480CAC9 1545000.00000000 PA USD 1538775.98000000 0.237106400451 Long DBT CORP US Y 2 2026-09-16 Fixed 1.85000000 N N N N N N OCP CLO Ltd. 25490025Q5WQX513IQ05 67097QAN5 500000.00000000 PA USD 500652.50000000 0.077144375591 Long ABS-CBDO CORP KY Y 2 2037-07-20 Floating 5.09920920 N N N N N N NYC Commercial Mortgage Trust N/A 67122BAF4 1500000.00000000 PA USD 1459089.30000000 0.224827665857 Long ABS-MBS CORP US Y 2 2042-06-10 Variable 7.35800040 N N N N N N OBX Trust 254900UIO03AL696QM79 67123GAC9 637807.17000000 PA USD 629053.20000000 0.096929339867 Long ABS-MBS CORP US Y 2 2062-09-25 Variable 4.93999920 N N N N N N OBX Trust N/A 67123TAU1 1305811.01000000 PA USD 1306598.94000000 0.201330782078 Long ABS-MBS CORP US Y 2 2056-02-25 Floating 4.96608120 N N N N N N Octagon Investment Partners 49 Ltd. N/A 67578FBA4 850000.00000000 PA USD 848665.50000000 0.130768886769 Long ABS-CBDO CORP KY Y 2 2037-04-15 Floating 4.87292040 N N N N N N Ohio Power Co. 06ZODLC132CY1O2Y7D77 677415CU3 585000.00000000 PA USD 339418.05000000 0.052300135386 Long DBT CORP US N 2 2051-10-01 Fixed 2.90000000 N N N N N N One Bryant Park Trust N/A 68236JAA9 1105000.00000000 PA USD 1017618.48000000 0.156802457253 Long ABS-MBS CORP US Y 2 2054-09-15 Fixed 2.51641000 N N N N N N 1301 Trust N/A 682461AJ7 1075000.00000000 PA USD 1063230.15000000 0.163830653061 Long ABS-MBS CORP US Y 2 2042-08-11 Variable 6.22269000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680DD2 880000.00000000 PA USD 844766.66000000 0.130168123610 Long DBT CORP US N 2 2055-10-15 Fixed 6.25000000 N N N N N N OneMain Finance Corp. 5493008I795YYBFWFU90 682691AF7 645000.00000000 PA USD 661125.02000000 0.101871211780 Long DBT CORP US N 2 2031-05-15 Fixed 7.50000000 N N N N N N Owl Rock CLO XX LLC N/A 69122LAC5 475000.00000000 PA USD 468796.98000000 0.072235832840 Long ABS-CBDO CORP KY Y 2 2034-10-24 Floating 5.87508840 N N N N N N AthenaHealth Group, Inc. 254900AA3KZN4Q7A5Z33 04686RAB9 645000.00000000 PA USD 644838.75000000 0.099361698435 Long LON CORP US N 2 2029-02-15 Variable 6.48087000 N N N N N N PTCM Re-REMIC Trust N/A 69384CAE4 1500000.00000000 PA USD 1018881.75000000 0.156997111579 Long ABS-MBS CORP US Y 2 2060-07-25 Variable 2.01624840 N N N N N N PTCM Re-REMIC Trust N/A 69384CAW4 1370000.00000000 PA USD 939308.72000000 0.144735889048 Long ABS-MBS CORP US Y 2 2062-03-25 Variable 2.99912040 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308JJ7 2235000.00000000 PA USD 1429832.35000000 0.220319530694 Long DBT CORP US N 2 2050-08-01 Fixed 3.50000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114DF2 115000.00000000 PA USD 114377.56000000 0.017624171352 Long DBT CORP US N 2 2055-09-15 Variable 7.37500000 N N N N N N Republic of Paraguay 529900UXKJTJPCU0HK83 699149CC2 11500000000.00000000 PA 1836846.52000000 0.283035394495 Long DBT NUSS PY Y 2 2038-04-04 Fixed 8.50000000 N N N N N N Penn Entertainment, Inc. N/A 707569AY5 1155000.00000000 PA USD 1159174.17000000 0.178614443244 Long DBT CORP US Y 2 2031-04-01 Fixed 6.75000000 N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCC4 715000.00000000 PA USD 584870.00000000 0.090121253668 Long DBT NUSS MX N 2 2047-09-21 Fixed 6.75000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCG5 2075000.00000000 PA USD 2087450.00000000 0.321650300015 Long DBT NUSS MX N 2 2027-03-13 Fixed 6.50000000 N N N N N N PetSmart LLC N/A 71677KAC2 810000.00000000 PA USD 818430.48000000 0.126110043082 Long DBT CORP US Y 2 2032-09-15 Fixed 7.50000000 N N N N N N Piedmont Natural Gas Co., Inc. VXB4M3BDPKF3I2AZ3G89 720186AP0 620000.00000000 PA USD 527585.73000000 0.081294454160 Long DBT CORP US N 2 2052-05-15 Fixed 5.05000000 N N N N N N Plains All American Pipeline LP N/A 72650RBS0 435000.00000000 PA USD 428469.19000000 0.066021817773 Long DBT CORP US N 2 2036-01-15 Fixed 5.60000000 N N N N N N Point Broadband Funding LLC N/A 73052AAA9 1195000.00000000 PA USD 1212394.54000000 0.186815045882 Long ABS-O CORP US Y 2 2055-07-20 Fixed 8.15600000 N N N N N N Point Broadband Funding LLC N/A 73052AAE1 695000.00000000 PA USD 685776.59000000 0.105669714683 Long ABS-O CORP US Y 2 2055-07-20 Fixed 5.72700000 N N N N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446AQ7 452000.00000000 PA USD 435391.17000000 0.067088409520 Long DBT CORP US Y 2 2030-04-15 Fixed 4.62500000 N N N N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446AR5 205000.00000000 PA USD 189991.40000000 0.029275331533 Long DBT CORP US Y 2 2031-09-15 Fixed 4.50000000 N N N N N N Progress Residential Trust N/A 74334BAG2 925000.00000000 PA USD 834012.28000000 0.128511006289 Long ABS-O CORP US Y 2 2042-07-17 Fixed 3.39000000 N N N N N N Prudential Financial, Inc. 5PRBRS5FEH7NREC8OR45 744320BQ4 1115000.00000000 PA USD 1104527.70000000 0.170194096184 Long DBT CORP US N 2 2056-06-15 Variable 6.25000000 N N N N N N Quad/Graphics, Inc. W2D68G5NJH4X0NW8PT65 747301109 1.00000000 NS USD 10.39000000 0.000001600970 Long EC CORP US N 1 N N N RCKT Mortgage Trust N/A 749384AA1 1060859.98000000 PA USD 855415.96000000 0.131809049400 Long ABS-MBS CORP US Y 2 2051-11-25 Variable 2.49999840 N N N N N N RIN V LLC N/A 74970TAG2 1000000.00000000 PA USD 1000080.00000000 0.154099993791 Long ABS-CBDO CORP US Y 2 2036-10-14 Floating 5.08055040 N N N N N N RIN XIII LLC 2549003QY2ZR2R6AR675 74990KAA0 1000000.00000000 PA USD 1000522.00000000 0.154168100539 Long ABS-CBDO CORP US Y 2 2039-04-15 Floating 5.04291960 N N N N N N Rakuten Group, Inc. 529900IMXUCQKUL1H943 75102WAK4 810000.00000000 PA USD 879474.11000000 0.135516113601 Long DBT CORP JP Y 2 2029-04-15 Fixed 9.75000000 N N N N N N Retained Vantage Data Centers Issuer LLC 254900N4NW6XZ9B4HM15 76134KAA2 1085000.00000000 PA USD 1070564.18000000 0.164960736631 Long ABS-O CORP US Y 2 2048-09-15 Fixed 5.00000000 N N N N N N Rocket Cos., Inc. N/A 77311WAE1 565000.00000000 PA USD 567574.71000000 0.087456262785 Long DBT CORP US Y 2 2031-08-01 Fixed 6.12500000 N N N N N N Rocket Cos., Inc. N/A 77311WAF8 280000.00000000 PA USD 282213.12000000 0.043485561194 Long DBT CORP US Y 2 2034-06-15 Fixed 6.50000000 N N N N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 78017TAC7 665000.00000000 PA USD 636657.19000000 0.098101020944 Long DBT CORP LR N 2 2033-05-15 Fixed 4.75000000 N N N N N N SESI LLC XDZ56K6RXS5J1ESBZS35 78412FAX2 1565000.00000000 PA USD 1583507.42000000 0.243998963672 Long DBT CORP US Y 2 2030-09-30 Fixed 7.87500000 N N N N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 78454LAZ3 1360000.00000000 PA USD 1351603.22000000 0.208265386578 Long DBT CORP US Y 2 2034-04-15 Fixed 6.62500000 N N N N N N SV RNO Property Owner 1 LLC N/A 78488XAA2 1200000.00000000 PA USD 1114314.85000000 0.171702175292 Long DBT CORP US Y 2 2031-03-01 Fixed 5.87500000 N N N N N N Salesforce, Inc. RCGZFPDMRW58VJ54VR07 79466LAU8 1695000.00000000 PA USD 1652845.88000000 0.254683165192 Long DBT CORP US N 2 2036-03-15 Fixed 5.55000000 N N N N N N Sally Holdings LLC N/A 79546VAQ9 190000.00000000 PA USD 193598.66000000 0.029831165810 Long DBT CORP US N 2 2032-04-01 Fixed 6.75000000 N N N N N Santander Mortgage Asset Receivable Trust 254900U2GYIIS9QNE495 802645AF8 1428807.72000000 PA USD 1423707.59000000 0.219375780716 Long ABS-MBS CORP US Y 2 2065-10-25 Variable 5.79600000 N N N N N N Santander Holdings USA, Inc. 549300SMVCQN2P0O6I58 80282KBF2 630000.00000000 PA USD 644669.30000000 0.099335588280 Long DBT CORP US N 2 2029-03-09 Variable 6.49900000 N N N N N N Santander Drive Auto Receivables Trust N/A 80288DAF3 610000.00000000 PA USD 614238.89000000 0.094646637404 Long ABS-O CORP US N 2 2031-03-17 Fixed 5.43000000 N N N N N N 720 East CLO IV Ltd. N/A 81785BAU0 600000.00000000 PA USD 598225.80000000 0.092179217728 Long ABS-CBDO CORP KY Y 2 2039-07-15 Floating 6.57209880 N N N N N N SG Residential Mortgage Trust N/A 818918AA2 1450575.70000000 PA USD 1446324.93000000 0.222860833866 Long ABS-MBS CORP US Y 2 2066-07-01 Variable 5.50699920 N N N N N N Shentel Issuer LLC N/A 82321AAB3 1770000.00000000 PA USD 1768283.10000000 0.272470617081 Long ABS-O CORP US Y 2 2055-12-20 Fixed 6.03000000 N N N N N N INVESCO GOVT AND AGCY LEX O37NHJVF7S22I1ONOU83 825252885 5420850.00000000 NS USD 5420850.00000000 0.835286128451 Long STIV RF US N 1 N N Signal Peak CLO 12 Ltd. N/A 82671XAQ6 450000.00000000 PA USD 450223.20000000 0.069373842417 Long ABS-CBDO CORP JE Y 2 2037-07-18 Floating 5.12921160 N N N N N N Silver Point SCF CLO IV Ltd. 549300JT1NOSMVUW1B50 82809JAE9 350000.00000000 PA USD 350792.05000000 0.054052728508 Long ABS-CBDO CORP KY Y 2 2036-10-15 Floating 5.70291840 N N N N N N Delta Air Lines, Inc. N/A 830867AB3 1391250.00000000 PA USD 1388860.28000000 0.214006240025 Long DBT CORP US Y 2 2028-10-20 Fixed 4.75000000 N N N N N N SKY Trust N/A 830941AC4 572069.35000000 PA USD 576051.52000000 0.088762434660 Long ABS-MBS CORP US Y 2 2042-04-15 Floating 7.36329960 N N N N N N Smithfield Foods, Inc. CVTIPZRZJC0JQEZLL598 832248AZ1 965000.00000000 PA USD 960582.16000000 0.148013863782 Long DBT CORP US Y 2 2027-02-01 Fixed 4.25000000 N N N N N N Smithfield Foods, Inc. CVTIPZRZJC0JQEZLL598 832248BB3 580000.00000000 PA USD 580935.37000000 0.089514975711 Long DBT CORP US Y 2 2029-04-01 Fixed 5.20000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RBD3 805000.00000000 PA USD 717557.09000000 0.110566697777 Long DBT CORP FR Y 2 2032-06-09 Variable 2.88900000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83370RAA6 1155000.00000000 PA USD 1096883.75000000 0.169016257763 Long DBT CORP FR Y 2 2030-11-18 Variable 5.37500000 N N N N N N Harbor Freight Tools USA, Inc. 549300Y48HLCFTTB4249 41151PAR6 643088.97740000 PA USD 642285.12000000 0.098968215546 Long LON CORP US N 2 2031-06-11 Variable 5.98087000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400GG2 975000.00000000 PA USD 696172.94000000 0.107271663998 Long DBT CORP US N 2 2047-04-01 Fixed 4.00000000 N N N N N N Southern California Gas Co. XY0N0J73VHV5F4CUJV89 842434DA7 625000.00000000 PA USD 573922.79000000 0.088434423621 Long DBT CORP US N 2 2054-04-01 Fixed 5.60000000 N N N N N N Southwestern Electric Power Co. R64UBJHEC74EB3HGQ410 845437BT8 1060000.00000000 PA USD 662455.91000000 0.102076285514 Long DBT CORP US N 2 2051-11-01 Fixed 3.25000000 N N N N N N Space Exploration Technologies Corp. 549300B9WLO96RQCXP87 84615QAC7 556000.00000000 PA USD 532662.97000000 0.082076794226 Long DBT CORP US Y 2 2033-07-15 Fixed 5.65000000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 853254CC2 1450000.00000000 PA USD 1285550.72000000 0.198087510969 Long DBT CORP GB Y 2 2032-06-29 Variable 2.67800000 N N N N N N Studio City Finance Ltd. 254900D6R731QAUIG324 86389QAG7 760000.00000000 PA USD 723117.91000000 0.111423551557 Long DBT CORP VG Y 2 2029-01-15 Fixed 5.00000000 N N N N N N Subway Funding LLC N/A 864300AJ7 810562.50000000 PA USD 786997.34000000 0.121266583880 Long ABS-O CORP US Y 2 2054-07-30 Fixed 5.56600000 N N N N N N Subway Funding LLC N/A 864300AL2 687750.00000000 PA USD 657379.17000000 0.101294022493 Long ABS-O CORP US Y 2 2054-07-30 Fixed 5.91400000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 86765BAQ2 545000.00000000 PA USD 476288.59000000 0.073390197545 Long DBT CORP US N 2 2045-05-15 Fixed 5.35000000 N N N N N N Sunoco LP 54930001NJU8E40NQ561 86765KAM1 935000.00000000 PA USD 917145.43000000 0.141320799404 Long DBT CORP US Y 2 2031-07-15 Fixed 5.37500000 N N N N N N Sunoco LP 54930001NJU8E40NQ561 86765KAN9 935000.00000000 PA USD 904007.18000000 0.139296357116 Long DBT CORP US Y 2 2034-07-15 Fixed 5.62500000 N N N N N N Suzano Austria GmbH 254900287ZNSGVP1R341 86964WAJ1 2020000.00000000 PA USD 1887947.15000000 0.290909371343 Long DBT CORP AT N 2 2031-01-15 Fixed 4.00000000 N N N N N N Glatfelter Corp. 549300LDQLQBT38QDY28 89458XAB3 645000.00000000 PA USD 640162.50000000 0.098641145983 Long LON CORP US N 2 2031-11-04 Variable 8.07267000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAW3 805000.00000000 PA USD 802062.55000000 0.123587946939 Long DBT CORP US N 2 2031-03-06 Variable 5.45000000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAZ6 890000.00000000 PA USD 862028.47000000 0.132827955638 Long DBT CORP US N 2 2032-02-25 Variable 4.94700000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BBA0 990000.00000000 PA USD 973716.88000000 0.150037762141 Long DBT CORP US N 2 2031-08-15 Variable 7.25000000 N N N N N N Raven Acquisition Holdings LLC N/A 75419XAD6 41860.69000000 PA USD 41567.67000000 0.006405065283 Long LON CORP US N 2 2031-11-19 Variable 0.00000000 N N N N N N Raven Acquisition Holdings LLC N/A 75419XAC8 578416.83360000 PA USD 574407.25000000 0.088509072932 Long LON CORP US N 2 2031-11-19 Variable 6.73087000 N N N N N N Terex Corp. YAWJZJYEQ7M1SYMOS462 880779BB8 570000.00000000 PA USD 572045.73000000 0.088145191825 Long DBT CORP US Y 2 2032-10-15 Fixed 6.25000000 N N N N N N Prime Security Services Borrower LLC 549300O6QPZVWXV2DC15 03765VAP5 648167.35820000 PA USD 646040.72000000 0.099546907188 Long LON CORP US N 2 2030-10-15 Variable 5.66407000 N N N N N N Textron Financial Corp. 4E8B2CNXPE5P5AY03O18 883199AR2 955000.00000000 PA USD 869560.02000000 0.133988474604 Long DBT CORP US Y 2 2042-02-15 Floating 5.64768000 N N N N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 88339WAA4 750000.00000000 PA USD 491966.99000000 0.075806045620 Long DBT CORP US N 2 2051-10-15 Fixed 3.50000000 N N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 89116CQJ9 695000.00000000 PA USD 693859.64000000 0.106915212998 Long DBT CORP CA N 2 2034-09-10 Variable 5.14600000 N N N N N N Towd Point Mortgage Trust N/A 89173UAJ6 716324.30000000 PA USD 497485.72000000 0.076656413850 Long ABS-MBS CORP US Y 2 2057-06-25 Variable 3.63631320 N N N N N N Towd Point Mortgage Trust N/A 89175VAJ2 2403343.89000000 PA USD 1130066.24000000 0.174129270225 Long ABS-MBS CORP US Y 2 2058-03-25 Variable 3.61332000 N N N N N N Towd Point Mortgage Trust N/A 891959AA6 1201088.82000000 PA USD 1180607.85000000 0.181917108985 Long ABS-MBS CORP US Y 2 2066-01-25 Variable 4.13084520 N N N N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236TPS8 1060000.00000000 PA USD 1024961.46000000 0.157933919908 Long DBT CORP US N 2 2033-03-11 Fixed 4.60000000 N N N N N N Tricon Residential Trust N/A 895975AC4 929000.00000000 PA USD 901123.68000000 0.138852045329 Long ABS-O CORP US Y 2 2041-11-17 Fixed 4.80000000 N N N N N N Trust 2401 N/A 89834MAB2 702000.00000000 PA USD 741957.84000000 0.114326552412 Long DBT CORP MX Y 2 2032-01-23 Fixed 7.70000000 N N N N N N Trust 2401 N/A 89834MAC0 705000.00000000 PA USD 743070.00000000 0.114497922552 Long DBT CORP MX Y 2 2034-02-13 Fixed 7.37500000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AP3 340000.00000000 PA USD 340390.52000000 0.052449981020 Long DBT CORP CH Y 2 2028-05-12 Variable 4.75100000 N N N N N N UBS Commercial Mortgage Trust N/A 90291JBB2 940000.00000000 PA USD 554774.28000000 0.085483874393 Long ABS-MBS CORP US N 2 2051-03-15 Variable 4.94205480 N N N N N N USB Realty Corp. N/A 903312AA4 810000.00000000 PA USD 724590.59000000 0.111650473382 Long DBT CORP US Y 2 2027-01-15 Floating 5.16152880 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 904678AF6 2250000.00000000 PA USD 2259185.67000000 0.348112648707 Long DBT CORP IT Y 2 2032-06-19 Variable 5.86100000 N N N N N N United Airlines Pass-Through Trust N/A 90931GAA7 591327.19000000 PA USD 597284.40000000 0.092034159598 Long ABS-O CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UU0 33790000.00000000 PA USD 32501756.25000000 5.008119786738 Long DBT UST US N 2 2056-05-15 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UV8 44055000.00000000 PA USD 42616328.91000000 6.566650688371 Long DBT UST US N 2 2046-05-15 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CQQ7 2575000.00000000 PA USD 2507406.25000000 0.386360378726 Long DBT UST US N 2 2036-05-15 Fixed 4.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CQZ7 13040000.00000000 PA USD 12966650.00000000 1.998000844422 Long DBT UST US N 2 2029-07-15 Fixed 4.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CRA1 10265000.00000000 PA USD 10241743.41000000 1.578126345782 Long DBT UST US N 2 2031-07-31 Fixed 4.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CRC7 78845000.00000000 PA USD 77945674.22000000 12.01046707597 Long DBT UST US N 2 2033-07-31 Fixed 4.37500000 N N N N N N Uniti Fiber ABS Issuer LLC N/A 91326EAJ4 1195000.00000000 PA USD 1208907.65000000 0.186277759138 Long ABS-O CORP US Y 2 2056-01-20 Fixed 7.83400000 N N N N N N Univision Communications, Inc. 549300YQDE2JSGTL8V47 914906AV4 1245000.00000000 PA USD 1178953.53000000 0.181662198676 Long DBT CORP US Y 2 2029-05-01 Fixed 4.50000000 N N N N N N VFH Parent LLC N/A 91824YAA6 1130000.00000000 PA USD 1171736.55000000 0.180550151067 Long DBT CORP US Y 2 2031-06-15 Fixed 7.50000000 N N N N N N Valaris Ltd. 5299008BQ9IREYWBTS30 91889FAC5 225000.00000000 PA USD 232942.73000000 0.035893601758 Long DBT CORP BM Y 2 2030-04-30 Fixed 8.37500000 N N N N N N Valley National Bancorp 549300ET52S1UBIB9762 919794AH0 1020000.00000000 PA USD 1009337.87000000 0.155526517378 Long DBT CORP US N 2 2036-06-01 Variable 6.21900000 N N N N N N American Auto Auction Group LLC N/A 02403MAR1 1159130.98240000 PA USD 1159614.34000000 0.178682268012 Long LON CORP US N 2 2032-05-28 Variable 8.23222000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VHN7 1970000.00000000 PA USD 1927949.31000000 0.297073210843 Long DBT CORP US N 2 2056-05-14 Variable 6.20000000 N N N N N N Vertical Bridge CC LLC 549300DKEDU9WZPGTC09 92535VAW2 955000.00000000 PA USD 974975.93000000 0.150231766218 Long ABS-O CORP US Y 2 2055-08-16 Fixed 9.38300000 N N N N N N Gryphon Debt Merger Sub, Inc. N/A 40054QAB9 1150117.50000000 PA USD 1151913.98000000 0.177495737506 Long LON CORP US N 2 2032-09-13 Variable 6.41369000 N N N N N N Victra Holdings LLC N/A 92648DAA4 825000.00000000 PA USD 840197.33000000 0.129464046212 Long DBT CORP US Y 2 2029-09-15 Fixed 8.75000000 N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAS1 435000.00000000 PA USD 439025.06000000 0.067648347152 Long DBT CORP US Y 2 2034-04-15 Fixed 6.00000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VBB7 960000.00000000 PA USD 938623.45000000 0.144630297393 Long DBT CORP US Y 2 2033-04-30 Fixed 5.25000000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 928668CR1 1305000.00000000 PA USD 1310871.61000000 0.201989147829 Long DBT CORP US Y 2 2032-03-25 Fixed 5.65000000 N N N N N N VoltaGrid LLC 254900R5BEUGIKK1FM03 92874BAA3 840000.00000000 PA USD 844175.30000000 0.130077002328 Long DBT CORP US Y 2 2030-11-01 Fixed 7.37500000 N N N N N N WB Commercial Mortgage Trust N/A 92943PAA9 995000.00000000 PA USD 996503.84000000 0.153548951640 Long ABS-MBS CORP US Y 2 2040-03-15 Variable 5.93650080 N N N N N N WHARF Commercial Mortgage Trust N/A 92987LAG2 1135000.00000000 PA USD 1140636.64000000 0.175758038498 Long ABS-MBS CORP US Y 2 2040-07-15 Variable 6.03009000 N N N N N N Chariot Buyer LLC 25490092IFNOZBRVE539 15963CAE6 1154170.85420000 PA USD 1154747.94000000 0.177932415790 Long LON CORP US N 2 2032-09-08 Variable 6.73087000 N N N N N N Wayfair LLC 549300CTUWTZGOXMYI40 94419NAC1 1155000.00000000 PA USD 1175801.55000000 0.181176517433 Long DBT CORP US Y 2 2032-11-15 Fixed 6.75000000 N N N N N N Park River Holdings, Inc. N/A 70082HAE6 643573.22000000 PA USD 643134.30000000 0.099099063711 Long LON CORP US N 2 2031-03-17 Variable 8.22543000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300SGFUCMB43V8P22 95000CBJ1 1950000.00000000 PA USD 877500.00000000 0.135211927597 Long ABS-MBS CORP US N 2 2059-01-15 Variable 4.79552040 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2U6 700000.00000000 PA USD 636699.57000000 0.098107551179 Long DBT CORP US N 2 2033-03-02 Variable 3.35000000 N N N N N N Metropolis Technologies, Inc. N/A 59173YAC6 1199685.71430000 PA USD 1178691.21000000 0.181621778400 Long LON CORP US N 2 2032-11-03 Variable 8.91580000 N N N N N N Ping Identity Holding Corp. N/A 72342MAB3 1226925.00000000 PA USD 1202386.50000000 0.185272930349 Long LON CORP US N 2 2032-11-15 Variable 6.42637000 N N N N N N Western Alliance Bank SI7YQSVPFZBSQ878IC17 95758BCL1 990000.00000000 PA USD 976941.90000000 0.150534697948 Long DBT CORP US N 2 2035-11-15 Variable 6.53700000 N N N N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958667AA5 900000.00000000 PA USD 748743.64000000 0.115372160502 Long DBT CORP US N 2 2050-02-01 Fixed 5.25000000 N N N N N N Ryan LLC N/A 78350LBD6 270000.00000000 PA USD 270135.00000000 0.041624471864 Long LON CORP US N 2 2032-11-05 Variable 7.23087000 N N N N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 961214EX7 1633000.00000000 PA USD 1445087.88000000 0.222670219717 Long DBT CORP AU N 2 2036-11-18 Variable 3.02000000 N N N N N N LSF12 Helix Parent LLC 254900H70V4IL22BHL88 54913EAB8 1160000.00000000 PA USD 1146328.24000000 0.176635043862 Long LON CORP US N 2 2033-02-10 Variable 7.23087000 N N N N N N Columbus McKinnon Corp. N/A 19933MAS2 1171673.36460000 PA USD 1174602.55000000 0.180991766320 Long LON CORP US N 2 2033-02-03 Variable 7.23222000 N N N N N N Ensemble RCM LLC N/A 29359BAH4 1165000.00000000 PA USD 1159757.50000000 0.178704327202 Long LON CORP US N 2 2033-02-09 Variable 6.82267000 N N N N N N White Cap Supply Holdings LLC N/A 96350TAK6 1160000.00000000 PA USD 1156308.88000000 0.178172937393 Long LON CORP US N 2 2033-02-10 Variable 7.14392000 N N N N N N WULF Compute LLC N/A 982911AA7 805000.00000000 PA USD 836368.44000000 0.128874061486 Long DBT CORP US Y 2 2030-10-15 Fixed 7.75000000 N N N N N N XPLR Infrastructure Operating Partners LP 549300KJEC5IUVJWR786 98380MAA3 520000.00000000 PA USD 552670.04000000 0.085159636961 Long DBT CORP US Y 2 2031-01-15 Fixed 8.37500000 N N N N N Sword Purchaser LLC N/A 87110SAB8 660000.00000000 PA USD 634149.78000000 0.097714659987 Long LON CORP US N 2 2033-04-11 Variable 7.73087000 N N N N N N Zayo Issuer LLC N/A 98919WAA1 1295000.00000000 PA USD 1294015.80000000 0.199391875395 Long ABS-O CORP US Y 2 2055-03-20 Fixed 5.64800000 N N N N N N Zayo Issuer LLC N/A 98919WAW3 1060000.00000000 PA USD 1047758.38000000 0.161446644120 Long ABS-O CORP US Y 2 2056-04-20 Fixed 6.03500000 N N N N N N Zions Bancorp NA 8WH0EE09O9V05QJZ3V89 98971DAE0 2120000.00000000 PA USD 2103104.70000000 0.324062496212 Long DBT CORP US N 2 2029-02-09 Variable 4.48300000 N N N N N N Mavis Tire Express Services Topco, Corp. N/A 57777YAJ5 745000.00000000 PA USD 743344.61000000 0.114540236566 Long LON CORP US N 2 2033-05-06 Variable 6.92004000 N N N N N N DP World Ltd. 549300M3U2DNF4QVSS04 N/A 2130000.00000000 PA USD 2205300.10000000 0.339809546953 Long DBT CORP AE Y 2 2037-07-02 Fixed 6.85000000 N N N N N N Energean Israel Finance Ltd. 98450044QACBL3F8EB03 N/A 135000.00000000 PA USD 133749.46000000 0.020609142224 Long DBT CORP IL Y 2 2028-03-30 Fixed 5.37500000 N N N N N N Uruguay Government Bond 549300RDR012H2V82H43 760942BF8 33090000.00000000 PA 907907.65000000 0.139897371438 Long DBT NUSS UY N 2 2033-07-20 Fixed 9.75000000 N N N N N N Zorlu Enerji Elektrik Uretim A/S 7890005B5CSNL39OYO75 N/A 635000.00000000 PA USD 471533.42000000 0.072657484495 Long DBT CORP TR Y 2 2030-04-23 Fixed 11.00000000 N N N N N N Kaspi.KZ JSC 2549003YU6FARG8OAZ13 N/A 1060000.00000000 PA USD 1066754.69000000 0.164373741206 Long DBT CORP KZ Y 2 2030-03-26 Fixed 6.25000000 N N N N N N Fortune Star BVI Ltd. 2549008CU8NYQQRSNU62 N/A 215000.00000000 PA USD 218711.72000000 0.033700778631 Long DBT CORP VG Y 2 2028-05-19 Fixed 8.50000000 N N N N N N Alpha Star Holding IX Ltd. 254900IL2SBV9ANGBE89 N/A 400000.00000000 PA USD 390774.41000000 0.060213517073 Long DBT CORP AE Y 2 2028-08-26 Fixed 7.00000000 N N N N N N EURO N/A N/A 1124.91000000 OU Currencies 1297.19000000 0.000199880980 Long STIV XX N 1 N N N N/A N/A N/A 71.00000000 NC USD -57789.00000000 -0.00890457217 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A U.S. Treasury 5 Year Notes 2026-09-30 7524335.97000000 USD -57789.00000000 N N N Avianca Midco 2 plc 213800AMPX5VKH9AMX10 N/A 930000.00000000 PA USD 898305.60000000 0.138417813957 Long DBT CORP GB Y 2 2030-02-14 Fixed 9.62500000 N N N N N N Pound Sterling N/A N/A 27.07000000 OU Currencies 36.48000000 0.000005621118 Long STIV GB N 1 N N N N/A N/A N/A -234.00000000 NC 425116.47000000 0.065505204971 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short N/A Euro-BTP 2026-09-08 -27195480.00000000 EUR 425116.47000000 N N N Yinson Boronia Production BV 5493007X12FTT746N678 N/A 1102607.10000000 PA USD 1214919.59000000 0.187204124945 Long DBT CORP NL Y 2 2042-07-31 Fixed 8.94700000 N N N N N N Commonwealth of the Bahamas 549300W13SXC7EKNJC20 N/A 1080000.00000000 PA USD 1193043.60000000 0.183833304688 Long DBT NUSS BS Y 2 2036-06-24 Fixed 8.25000000 N N N N N N Grupo Nutresa SA 254900KKAX7B7RJUE255 N/A 200000.00000000 PA USD 210900.00000000 0.032497088923 Long DBT CORP CO Y 2 2030-05-12 Fixed 8.00000000 N N N N N N Trust Fibra Uno N/A N/A 285000.00000000 PA USD 298950.75000000 0.046064623548 Long DBT CORP MX Y 2 2034-02-13 Fixed 7.37500000 N N N N N N N/A N/A N/A 206.00000000 NC -329455.97000000 -0.05076510172 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long N/A Euro-Bund 2026-09-08 25618160.00000000 EUR -329455.97000000 N N N N/A N/A N/A 170.00000000 NC USD -95091.85000000 -0.01465248129 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A U.S. Treasury 2 Year Notes 2026-09-30 34953593.92000000 USD -95091.85000000 N N N N/A N/A N/A 26.00000000 NC USD -41372.30000000 -0.00637496117 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A U.S. Treasury 10 Year Notes 2026-09-21 2808000.00000000 USD -41372.30000000 N N N N/A N/A N/A 58.00000000 NC USD -196727.15000000 -0.03031322753 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A U.S. Treasury Long Bonds 2026-09-21 6282125.00000000 USD -196727.15000000 N N N N/A N/A N/A -10.00000000 NC USD 29195.75000000 0.004498704997 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A U.S. Treasury 10 Year Ultra Bonds 2026-09-21 -1097031.25000000 USD 29195.75000000 N N N Bayfront Labs VII Pte. Ltd. 213800DAFLLBYWNXMG91 N/A 995047.17000000 PA USD 996114.86000000 0.153489014619 Long ABS-CBDO CORP SG Y 2 2048-04-11 Floating 4.93987320 N N N N N N Freeport Indonesia PT 549300T4HTQHRKLNE619 N/A 1950000.00000000 PA USD 1810510.26000000 0.278977301640 Long DBT CORP ID Y 2 2052-04-14 Fixed 6.20000000 N N N N N N 2026-08-31 NYLIM FUNDS TRUST Jack Benintende Jack Benintende Treasurer XXXX