NPORT-P false 0000908695 XXXXXXXX S000012902 C000034871 C000220614 C000066840 C000220613 C000175750 Victory Portfolios III 811-07852 0000908695 549300WIDR2J6W1Y9S11 15935 La Cantera Pkwy Building Two San Antonio 78256 800-235-8396 Victory Core Plus Intermediate Bond Fund S000012902 5493002WB6DHNEK4HM51 2027-04-30 2026-07-31 N 5327228195.87 105619796.72 5221608399.15 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 10051695.55000000 USD N Securities Portfolio N/A Government National Mortgage Association 2 N/A 36179YAR5 7519623.15000000 PA USD 7332260.73000000 0.140421497927 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 5.00000000 N N N N N N O'Reilly Automotive, Inc. 549300K2RLMQL149Q332 67103HAN7 211000.00000000 PA USD 204745.30000000 0.003921115571 Long DBT CORP US N 2 2034-08-19 Fixed 5.00000000 N N N N N N ACRISURE, LLC 549300R0Z1Q47XRTGO22 00489LAH6 5128000.00000000 PA USD 4630738.45000000 0.088684138985 Long DBT CORP US Y 2 2029-08-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVJF3 11126213.17000000 PA USD 10813562.87000000 0.207092566952 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.00000000 N N N N N N BROADSTREET PARTNERS GROUP, LLC 549300BS9N54G8DD0R75 11132VAY5 981146.88000000 PA USD 964359.46000000 0.018468628558 Long LON CORP US N 2 2031-06-16 Floating 6.23000000 N N N N N N AUTONATION FINANCE TRUST N/A 05330WAF6 2377000.00000000 PA USD 2339190.83000000 0.044798281509 Long ABS-MBS CORP US Y 2 2031-10-14 Fixed 4.56000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138LXE54 126343.67000000 PA USD 124971.16000000 0.002393346081 Long ABS-MBS USGSE US N 2 2027-07-01 Fixed 2.50000000 N N N N N N LAD AUTO RECEIVABLES TRUST N/A 505713AF4 1698000.00000000 PA USD 1710491.81000000 0.032757948877 Long ABS-MBS CORP US Y 2 2031-02-15 Fixed 6.30000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401BP2 2615000.00000000 PA USD 2485351.02000000 0.047597422671 Long DBT CORP CH Y 2 2037-03-23 Fixed 5.01000000 N N N N N N IRV TRUST N/A 45006HAA9 7014292.00000000 PA USD 6933848.43000000 0.132791429382 Long ABS-MBS CORP US Y 2 2047-03-14 Variable 5.47108000 N N N N N N GRANITE PARK EQUIPMENT LEASING LLC N/A 387422AG3 1176000.00000000 PA USD 1176007.17000000 0.022521933475 Long ABS-MBS CORP US Y 2 2035-06-20 Fixed 7.00000000 N N N N N N DENTSPLY SIRONA INC. 9NHEHR1SOZCYXDO8HO28 24906PAB5 3164000.00000000 PA USD 3150280.84000000 0.060331618137 Long DBT CORP US N 2 2055-09-12 Fixed 8.37500000 N N N N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 67066GAT1 3798000.00000000 PA USD 3628824.78000000 0.069496302721 Long DBT CORP US N 2 2036-06-15 Fixed 4.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W2YU9 7456669.76000000 PA USD 7246527.83000000 0.138779611109 Long ABS-MBS USGSE US N 2 2055-08-01 Fixed 5.00000000 N N N N N N JAB Holdings B.V. 529900RRNKUM3INJGF98 46653KAB4 155000.00000000 PA USD 102811.11000000 0.001968954815 Long DBT CORP NL Y 2 2051-05-28 Fixed 3.75000000 N N N N N N EVERGREEN CREDIT CARD TRUST N/A 30023JCX4 6394000.00000000 PA USD 6428202.42000000 0.123107707982 Long ABS-MBS CORP US Y 2 2029-05-15 Fixed 5.24000000 N N N N N N Government National Mortgage Association 2 N/A 36179W5B0 10006320.67000000 PA USD 8362082.39000000 0.160143805333 Long ABS-MBS USGA US N 2 2052-05-20 Fixed 2.50000000 N N N N N N GRANITE PARK EQUIPMENT LEASING LLC N/A 387422AD0 748957.71000000 PA USD 750298.41000000 0.014369105314 Long ABS-MBS CORP US Y 2 2033-04-20 Fixed 6.62000000 N N N N N N ARTHUR J. GALLAGHER & CO. 54930049QLLMPART6V29 04316JAP4 9000.00000000 PA USD 8099.13000000 0.000155107954 Long DBT CORP US N 2 2055-02-15 Fixed 5.55000000 N N N N N N RETAINED VANTAGE DATA CENTERS ISSUER LLC N/A 76134KAJ3 1400429.00000000 PA USD 1360343.12000000 0.026052185763 Long ABS-MBS CORP US Y 2 2049-09-15 Fixed 5.77500000 N N N N N N CHASE AUTO OWNER TRUST N/A 16144QAG0 1610000.00000000 PA USD 1598700.75000000 0.030617017359 Long ABS-MBS CORP US Y 2 2032-01-26 Fixed 4.97000000 N N N N N N VB-S1 ISSUER, LLC N/A 91825HAC8 1812000.00000000 PA USD 1751710.65000000 0.033547338599 Long ABS-MBS CORP US Y 2 2056-03-15 Fixed 5.19300000 N N N N N N HUDSON YARDS MORTGAGE TRUST N/A 44421GAA1 1906211.00000000 PA USD 1804410.56000000 0.034556604441 Long ABS-MBS CORP US Y 2 2039-07-10 Fixed 3.22800000 N N N N N N 7-ELEVEN, INC. 549300K23JPL0SS3LB18 817826AE0 1533000.00000000 PA USD 1325002.56000000 0.025375372082 Long DBT CORP US Y 2 2031-02-10 Fixed 1.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BMG66 2198149.29000000 PA USD 2141720.22000000 0.041016484888 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N GILDAN ACTIVEWEAR INC. 549300SB3IBI34M00Z45 375916AG8 1967000.00000000 PA USD 1883746.86000000 0.036075988775 Long DBT CORP CA Y 2 2035-10-07 Fixed 5.40000000 N N N N N N VERTICAL BRIDGE CC LLC N/A 91823AAY7 5262500.00000000 PA USD 5201791.59000000 0.099620484578 Long ABS-MBS CORP US Y 2 2052-02-15 Fixed 4.59429000 N N N N N N LOUISIANA LOC GOVT ENVIRONMENTAL FACS & CMNTY DEV AUTH SYS RESTORATION N/A 54627RAR1 448857.57000000 PA USD 451870.98000000 0.008653865733 Long DBT MUN US N 2 2031-06-01 Fixed 5.08100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QEV74 2996214.85000000 PA USD 2554797.02000000 0.048927396018 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179XLD6 8062695.85000000 PA USD 7008531.62000000 0.134221701136 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 3.00000000 N N N N N N AON CORPORATION LTS3U8DGK38SETRUWX71 037389AU7 2481000.00000000 PA USD 2605640.64000000 0.049901111703 Long DBT CORP US N 2 2040-09-30 Fixed 6.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W2TL5 16099943.87000000 PA USD 16006766.57000000 0.306548583241 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 5.50000000 N N N N N N FLORIDA HSG FIN CORP REV N/A 34074M8E4 600000.00000000 PA USD 581741.96000000 0.011141049185 Long DBT MUN US N 2 2039-07-01 Fixed 5.06900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140AA4X2 4385265.30000000 PA USD 4242038.81000000 0.081240079410 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179YFM1 1845010.58000000 PA USD 1884694.82000000 0.036094143335 Long ABS-MBS USGA US N 2 2053-09-20 Fixed 6.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UJ5 29204000.00000000 PA USD 27451760.00000000 0.525733795059 Long DBT UST US N 2 2045-02-15 Fixed 4.75000000 N N N N N N AVENTURA MALL VENTURE N/A 05359AAG8 1310000.00000000 PA USD 1272895.84000000 0.024377466533 Long ABS-MBS CORP US Y 2 2040-07-05 Variable 4.24940000 N N N N N N SCF EQUIPMENT LEASING LLC N/A 783896AF0 3522000.00000000 PA USD 3596202.57000000 0.068871548670 Long ABS-MBS CORP US Y 2 2033-06-21 Fixed 6.58000000 N N N N N N GS MORTGAGE SECURITIES TRUST N/A 36261PAT9 4000000.00000000 PA USD 3767990.78000000 0.072161496840 Long ABS-MBS CORP US N 2 2052-11-10 Fixed 3.04790000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427PTH7 4508947.88000000 PA USD 4371753.83000000 0.083724276043 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 5.00000000 N N N N N N CACL2601 N/A 48128DAG2 1229000.00000000 PA USD 1228964.38000000 0.023536126918 Long ABS-MBS CORP US Y 2 2034-07-25 Fixed 5.08500000 N N N N N N Government National Mortgage Association 2 N/A 36179YKM5 1685972.95000000 PA USD 1466421.91000000 0.028083720530 Long ABS-MBS USGA US N 2 2053-11-20 Fixed 3.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VBM1 2090000.00000000 PA USD 2063476.68000000 0.039518028206 Long DBT CORP US N 2 2057-01-15 Fixed 6.55000000 N N N N N N FERTITTA ENTERTAINMENT, LLC 984500A0805D8V551D35 31556TAC3 6885000.00000000 PA USD 6761005.76000000 0.129481287051 Long DBT CORP US Y 2 2030-01-15 Fixed 6.75000000 N N N N N ROLLER BEARING COMPANY OF AMERICA, INC. 254900U9XW6S76H2P167 775631AD6 429000.00000000 PA USD 416769.04000000 0.007981621909 Long DBT CORP US Y 2 2029-10-15 Fixed 4.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W2FB2 3411986.16000000 PA USD 3019483.49000000 0.057826693600 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 1.50000000 N N N N N N 1345 TRUST N/A 68271CAA0 1546658.00000000 PA USD 1549312.43000000 0.029671172396 Long ABS-MBS CORP US Y 2 2030-06-15 Floating 5.27637000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FNS2 1562168.54000000 PA USD 1555101.10000000 0.029782032299 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.00000000 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83368RBK7 1250000.00000000 PA USD 919228.17000000 0.017604310774 Long DBT CORP FR Y 2 2043-01-21 Fixed 4.02700000 N N N N N N MASTER CREDIT CARD TRUST II N/A 576339CS2 1719000.00000000 PA USD 1697857.71000000 0.032515990863 Long ABS-MBS CORP US Y 2 2028-07-21 Fixed 2.73000000 N N N N N N OCCU AUTO RECEIVABLES TRUST N/A 674921AD3 3145000.00000000 PA USD 3174492.30000000 0.060795296340 Long ABS-MBS CORP US Y 2 2029-09-17 Fixed 6.29000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W4HN0 9221451.63000000 PA USD 8677901.74000000 0.166192120830 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W4JR9 8966747.36000000 PA USD 8206211.43000000 0.157158691397 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 4.00000000 N N N N N N CI FINANCIAL HOLDINGS LTD N/A 125495AA9 6922000.00000000 PA USD 6958834.93000000 0.133269950522 Long DBT CORP GB Y 2 2056-07-23 Floating 7.62500000 N N N N N N CCG RECEIVABLES TRUST N/A 12512XAD5 2493492.00000000 PA USD 2502803.86000000 0.047931665277 Long ABS-MBS CORP US Y 2 2030-09-16 Fixed 6.28000000 N N N N N N COLORADO HSG & FIN AUTH N/A 19648GWB4 1095000.00000000 PA USD 1098095.56000000 0.021029833646 Long DBT MUN US N 2 2044-05-01 Fixed 5.83800000 N N N N N N 180 MEDICAL, INC. 254900ZB648OPWVFVX59 682357AB4 1156000.00000000 PA USD 1110035.66000000 0.021258500736 Long DBT CORP US Y 2 2035-10-08 Fixed 5.30000000 N N N N N N IMPERIAL BRANDS FINANCE PLC 2138008L3B3MCG1DFS50 45262BAK9 1376000.00000000 PA USD 1358136.35000000 0.026009923498 Long DBT CORP GB Y 2 2035-07-01 Fixed 5.62500000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175CS1 5090000.00000000 PA USD 4754864.00000000 0.091061290631 Long DBT CORP US N 2 2035-12-01 Fixed 5.85000000 N N N N N N EVERGREEN CREDIT CARD TRUST N/A 30023JCT3 3029000.00000000 PA USD 3031424.53000000 0.058055378693 Long ABS-MBS CORP US Y 2 2028-10-16 Fixed 5.64000000 N N N N N N RHODE ISLAND HSG & MTG FIN CORP N/A 76221SCU3 2715000.00000000 PA USD 2715403.50000000 0.052003200784 Long DBT MUN US N 2 2039-10-01 Fixed 5.71000000 N N N N N N Government National Mortgage Association 2 N/A 3622ACPD6 3555885.06000000 PA USD 3467733.89000000 0.066411220928 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 5.00000000 N N N N N N AUTONATION, INC. N/A 05329WAT9 228000.00000000 PA USD 228535.87000000 0.004376733231 Long DBT CORP US N 2 2035-03-15 Fixed 5.89000000 N N N N N N BLOCK FINANCIAL LLC N/A 093662AK0 6265000.00000000 PA USD 6138296.08000000 0.117555657390 Long DBT CORP US N 2 2032-09-15 Fixed 5.37500000 N N N N N N DELL INTERNATIONAL L.L.C. 254900ZARLSVK41DKO78 24703DBX8 6109000.00000000 PA USD 5859868.03000000 0.112223429680 Long DBT CORP US N 2 2037-02-15 Fixed 5.25000000 N N N N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89116CQJ9 1569000.00000000 PA USD 1566691.12000000 0.030003994942 Long DBT CORP CA N 2 2034-09-10 Fixed 5.14600000 N N N N N N ENTERPRISE FLEET FINANCING LLC N/A 29375RAD8 3291000.00000000 PA USD 3347033.31000000 0.064099661524 Long ABS-MBS CORP US Y 2 2030-12-20 Fixed 5.69000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPKU1 5594454.16000000 PA USD 4966571.19000000 0.095115734661 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 3.50000000 N N N N N N ALLY BANK AUTO CREDIT-LINKED NOTES N/A 02009EAC0 2767657.97000000 PA USD 2759296.59000000 0.052843805568 Long ABS-MBS CORP US Y 2 2034-03-15 Fixed 4.85600000 N N N N N N IDAHO HSG & FIN ASSN SINGLE FAMILY MTG REV N/A 45130BEM1 1530000.00000000 PA USD 1481600.47000000 0.028374407974 Long DBT MUN US N 2 2040-07-01 Fixed 5.44400000 N N N N N N HPEFS EQUIPMENT TRUST N/A 40446EAE7 1978000.00000000 PA USD 1965319.45000000 0.037638200718 Long ABS-MBS CORP US Y 2 2032-09-20 Fixed 4.79000000 N N N N N N LG ENERGY SOLUTION, LTD. 988400QX6P286XA6ZS85 50205MAN9 256000.00000000 PA USD 251835.79000000 0.004822954360 Long DBT CORP KR Y 2 2036-04-02 Fixed 5.87500000 N N N N N N BBCCRE TRUST N/A 05490TAA0 5835302.79000000 PA USD 5261208.16000000 0.100758382433 Long ABS-MBS CORP US Y 2 2033-08-10 Fixed 3.96600000 N N N N N N Government National Mortgage Association 2 N/A 36179XHV1 9504385.23000000 PA USD 8256594.08000000 0.158123578959 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 3.00000000 N N N N N N WHEELS FLEET LEASE FUNDING LLC N/A 96328GBQ9 4009000.00000000 PA USD 4046899.83000000 0.077502936272 Long ABS-MBS CORP US Y 2 2039-02-18 Fixed 5.69000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GF41 1409000.00000000 PA USD 1376593.81000000 0.026363405770 Long DBT CORP US N 2 2037-06-03 Fixed 5.42500000 N N N N N N VB-S1 ISSUER, LLC N/A 91825HAA2 2104000.00000000 PA USD 2032329.14000000 0.038921515836 Long ABS-MBS CORP US Y 2 2056-03-15 Fixed 4.69300000 N N N N N N TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV N/A 88046KRS7 340000.00000000 PA USD 332030.06000000 0.006358769839 Long DBT MUN US N 2 2040-07-01 Fixed 5.63800000 N N N N N N ALA TRUST N/A 009920AG4 1005079.00000000 PA USD 1005792.92000000 0.019262128507 Long ABS-MBS CORP US Y 2 2030-06-15 Floating 6.76709000 N N N N N N CREDIT ACCEPTANCE AUTO LOAN TRUST N/A 224936AE4 4691000.00000000 PA USD 4761452.96000000 0.091187477038 Long ABS-MBS CORP US Y 2 2033-12-15 Fixed 7.62000000 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAX9 537000.00000000 PA USD 467466.98000000 0.008952547649 Long DBT CORP US N 2 2031-03-01 Fixed 2.50000000 N N N N N N FLOWSERVE CORPORATION 6Y0GK87T6V7NJKZJVM41 34354PAG0 844000.00000000 PA USD 825016.44000000 0.015800044295 Long DBT CORP US N 2 2036-05-15 Fixed 5.70000000 N N N N N N CHASE AUTO OWNER TRUST N/A 16144LAE6 2776000.00000000 PA USD 2804601.54000000 0.053711449147 Long ABS-MBS CORP US Y 2 2030-01-25 Fixed 5.28000000 N N N N N N AMUR EQUIPMENT FINANCE RECEIVABLES LLC N/A 03237FAD7 2636000.00000000 PA USD 2635250.63000000 0.050468178165 Long ABS-MBS CORP US Y 2 2032-01-20 Fixed 5.39000000 N N N N N N Alaska Air Pass Through Trust 2020-1A N/A 01166VAA7 3413186.79000000 PA USD 3409351.10000000 0.065293121187 Long DBT CORP US Y 2 2029-02-15 Fixed 4.80000000 N N N N N N INTUIT INC. VI90HBPH7XSFMB9E4M29 46124HAL0 7303000.00000000 PA USD 7138581.89000000 0.136712318203 Long DBT CORP US N 2 2036-06-15 Fixed 5.50000000 N N N N N N CAPTERIS EQUIPMENT FINANCE LLC N/A 14077FAE5 2133000.00000000 PA USD 2093187.95000000 0.040087034300 Long ABS-MBS CORP US Y 2 2033-09-20 Fixed 5.57000000 N N N N N N Government National Mortgage Association 2 N/A 3617F8RF3 4890517.27000000 PA USD 4603130.83000000 0.088155420286 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 4.50000000 N N N N N N ROCKET SOFTWARE, INC. 549300PVG26ISP5X1556 77314EAB4 6729000.00000000 PA USD 6659664.13000000 0.127540474522 Long DBT CORP US Y 2 2028-11-28 Fixed 9.00000000 N N N N N N SOUTH DAKOTA HSG DEV AUTH N/A 83756LDP7 525000.00000000 PA USD 522818.72000000 0.010012599184 Long DBT MUN US N 2 2040-11-01 Fixed 5.87800000 N N N N N N VANTAGE DATA CENTERS ISSUER LLC N/A 92212KAC0 9000000.00000000 PA USD 8663996.07000000 0.165925810740 Long ABS-MBS CORP US Y 2 2045-09-15 Fixed 1.99200000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 45866FAP9 2131000.00000000 PA USD 1496098.72000000 0.028652066674 Long DBT CORP US N 2 2040-09-15 Fixed 2.65000000 N N N N N N VERTICAL BRIDGE CC LLC N/A 91823ABA8 7500000.00000000 PA USD 7390585.62000000 0.141538488815 Long ABS-MBS CORP US Y 2 2052-02-15 Fixed 5.64429000 N N N N N N ALTERRA MOUNTAIN COMPANY 549300C5O4FSVNUEI843 46124CAU1 340963.84000000 PA USD 340858.14000000 0.006527838051 Long LON CORP US N 2 2028-08-17 Floating 6.23000000 N N N N N N MURPHY OIL USA, INC. N32S6DTR2ZZ5222WHV58 62675KAB5 744375.00000000 PA USD 748364.85000000 0.014332075345 Long LON CORP US N 2 2032-04-07 Floating 5.46000000 N N N N N N CARMAX AUTO OWNER TRUST N/A 14319GAH4 1822000.00000000 PA USD 1833129.61000000 0.035106608345 Long ABS-MBS CORP US N 2 2031-01-15 Fixed 5.67000000 N N N N N N SLG OFFICE TRUST N/A 78449RAG0 4000000.00000000 PA USD 3513924.82000000 0.067295832076 Long ABS-MBS CORP US Y 2 2041-07-15 Fixed 2.85061000 N N N N N N Carnival Corporation Ltd. F1OF2ZSX47CR0BCWA982 143658BX9 9370000.00000000 PA USD 9372454.88000000 0.179493638043 Long DBT CORP BM Y 2 2033-02-15 Fixed 6.12500000 N N N N N N BSTN COMMERCIAL MORTGAGE TRUST N/A 05615EAA3 1972970.00000000 PA USD 1974904.83000000 0.037821772125 Long ABS-MBS CORP US Y 2 2044-06-15 Variable 5.54795000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYXY0 1951144.35000000 PA USD 1890409.58000000 0.036203587773 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 4.50000000 N N N N N N VENTURE CLO LIMITED N/A 92330DBA6 2300000.00000000 PA USD 2299963.20000000 0.044047025823 Long ABS-MBS CORP US Y 2 2036-04-20 Floating 5.27921000 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83368RCK6 2669000.00000000 PA USD 2569412.10000000 0.049207292151 Long DBT CORP FR Y 2 2036-10-03 Fixed 5.43900000 N N N N N N EVERGREEN CREDIT CARD TRUST N/A 30023JCS5 5295000.00000000 PA USD 5304790.34000000 0.101593032921 Long ABS-MBS CORP US Y 2 2028-10-16 Fixed 5.25000000 N N N N N N VERDANT RECEIVABLES LLC N/A 92340GAE0 2290000.00000000 PA USD 2282000.13000000 0.043703011707 Long ABS-MBS CORP US Y 2 2033-05-12 Fixed 5.57000000 N N N N N N VERIDIAN AUTO RECEIVABLES TRUST N/A 92347BAF1 3280000.00000000 PA USD 3326198.51000000 0.063700650369 Long ABS-MBS CORP US Y 2 2029-07-16 Fixed 6.37000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05618XAC4 6028.00000000 PA USD 6033.52000000 0.000115549071 Long ABS-MBS CORP US Y 2 2042-09-15 Floating 5.87637000 N N N N N N HEWLETT PACKARD ENTERPRISE COMPANY 549300BX44RGX6ANDV88 42824CBW8 2072000.00000000 PA USD 1803637.03000000 0.034541790424 Long DBT CORP US N 2 2054-10-15 Fixed 5.60000000 N N N N N N VERIZON MASTER TRUST N/A 92348KCJ0 3866000.00000000 PA USD 3884092.00000000 0.074384973040 Long ABS-MBS CORP US Y 2 2031-12-22 Fixed 5.08000000 N N N N N N LAD AUTO RECEIVABLES TRUST N/A 50168BAF5 3794000.00000000 PA USD 3850901.19000000 0.073749329624 Long ABS-MBS CORP US Y 2 2030-12-16 Fixed 6.92000000 N N N N N N GFH MORTGAGE TRUST N/A 36171JAC9 1850000.00000000 PA USD 1842815.91000000 0.035292112489 Long ABS-MBS CORP US Y 2 2033-06-15 Variable 5.54600000 N N N N N N RXO, INC. 549300KL8CA6GP8XPM30 74982TAA1 430000.00000000 PA USD 428989.53000000 0.008215658801 Long DBT CORP US Y 2 2031-05-15 Fixed 6.37500000 N N N N N N BROADSTREET PARTNERS GROUP, LLC 549300BS9N54G8DD0R75 11135RAA3 2104000.00000000 PA USD 2058560.31000000 0.039423873884 Long DBT CORP US Y 2 2029-04-15 Fixed 5.87500000 N N N N N N ALLEGHENY CNTY PA ARPT AUTH ARPT REV N/A 01728LJZ6 780000.00000000 PA USD 792210.29000000 0.015171767575 Long DBT MUN US N 2 2037-01-01 Fixed 5.61600000 N N N N N N AMERICAN HERITAGE AUTO RECEIVABLES TRUST N/A 026944AF5 1350870.00000000 PA USD 1356931.21000000 0.025986843636 Long ABS-MBS CORP US Y 2 2030-12-16 Fixed 5.63000000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 34535QAB1 4111000.00000000 PA USD 4145128.68000000 0.079384135368 Long ABS-MBS CORP US Y 2 2035-08-15 Fixed 5.29000000 N N N N N N NGPL PIPECO LLC 549300K3NT1HSQFEM073 62912XAG9 4225000.00000000 PA USD 4088787.57000000 0.078305136223 Long DBT CORP US Y 2 2036-08-15 Fixed 5.60000000 N N N N N N NP SPE X L P N/A 62947AAB9 1241273.19000000 PA USD 1099537.28000000 0.021057444295 Long ABS-MBS CORP US Y 2 2049-11-19 Fixed 3.09800000 N N N N N N FRTKL TRUST N/A 30322DAG4 1500000.00000000 PA USD 1492956.85000000 0.028591896133 Long ABS-MBS CORP US Y 2 2038-09-17 Fixed 2.17200000 N N N N N N DAIMLER TRUCK FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 233853BA7 1261000.00000000 PA USD 1244889.22000000 0.023841106510 Long DBT CORP US Y 2 2034-06-25 Fixed 5.37500000 N N N N N N 720 EAST CLO LTD N/A 81785AAN8 3997000.00000000 PA USD 3999797.90000000 0.076600878393 Long ABS-MBS CORP US Y 2 2038-01-20 Floating 5.42921000 N N N N N N SCOTT TRUST N/A 810064AE5 2357143.00000000 PA USD 2374926.82000000 0.045482668144 Long ABS-MBS CORP US Y 2 2028-03-15 Fixed 6.20430000 N N N N N N PACKAGING CORPORATION OF AMERICA 549300XZP8MFZFY8TJ84 695156AY5 1000000.00000000 PA USD 981208.03000000 0.018791298676 Long DBT CORP US N 2 2035-08-15 Fixed 5.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W54U5 3177098.77700000 PA USD 2848406.27000000 0.054550361732 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 3.50000000 N N N N N N AMERICAN BUILDERS & CONTRACTORS SUPPLY CO., INC. 549300H5GQ4C1BEKG397 024747AF4 2127000.00000000 PA USD 2094719.03000000 0.040116356300 Long DBT CORP US Y 2 2028-01-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPSX7 3545217.03000000 PA USD 3441538.89000000 0.065909555579 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.00000000 N N N N N N TAKEDA U.S. FINANCING, INC. 254900ZGPIBGBZ2N3A33 87406BAA0 1163000.00000000 PA USD 1138995.40000000 0.021813114139 Long DBT CORP US N 2 2035-07-07 Fixed 5.20000000 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAT8 3426000.00000000 PA USD 3318833.66000000 0.063559604748 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N ALPHABET INC. 5493006MHB84DD0ZWV18 02079KBA4 1291000.00000000 PA USD 1149741.73000000 0.022018919116 Long DBT CORP US N 2 2055-11-15 Fixed 5.45000000 N N N N N N CHENIERE ENERGY PARTNERS, L.P. 5493005UEC8AZ34LDV29 16411QAW1 1810000.00000000 PA USD 1797846.34000000 0.034430891835 Long DBT CORP US N 2 2035-10-30 Fixed 5.55000000 N N N N N N BBVA Mexico, S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Mexico 549300WIWQK5Q9MCUN92 07336UAA1 1759000.00000000 PA USD 1885757.68000000 0.036114498366 Long DBT CORP MX Y 2 2038-06-29 Fixed 8.45000000 N N N N N N META PLATFORMS, INC. BQ4BKCS1HXDV9HN80Z93 30303MAJ1 9898000.00000000 PA USD 9301546.52000000 0.178135658765 Long DBT CORP US N 2 2046-05-15 Fixed 6.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XNYN8 2790434.92000000 PA USD 2778789.32000000 0.053217114490 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.50000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XDZ5 1215000.00000000 PA USD 1125667.35000000 0.021557866158 Long DBT CORP US N 2 2036-02-04 Fixed 5.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HHSN2 8134447.33000000 PA USD 8174381.38000000 0.156549108150 Long ABS-MBS USGSE US N 2 2051-03-25 Fixed 5.50000000 N N N N N N KEYCORP RKPI3RZGV1V1FJTH5T61 49326EEP4 3445000.00000000 PA USD 3595689.56000000 0.068861723919 Long DBT CORP US N 2 2035-03-06 Fixed 6.40100000 N N N N N N AIMCO CLO LTD N/A 00889JAJ3 2158389.47000000 PA USD 2158389.47000000 0.041335720816 Long ABS-MBS CORP US Y 2 2037-07-20 Floating 4.87921000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W54D3 8267631.06000000 PA USD 8008937.21000000 0.153380655878 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 5.00000000 N N N N N N NMEF FUNDING LLC N/A 62919FAD8 2175000.00000000 PA USD 2132657.13000000 0.040842915955 Long ABS-MBS CORP US Y 2 2034-02-15 Fixed 4.48000000 N N N N N N TKC HOLDINGS, INC. N/A 87256YAE3 1692000.00000000 PA USD 1730719.01000000 0.033145323771 Long DBT CORP US Y 2 2030-08-15 Fixed 8.50000000 N N N N N N MARSH & MCLENNAN COMPANIES, INC. 549300XMP3KDCKJXIU47 571748BH4 1456000.00000000 PA USD 1339303.70000000 0.025649255892 Long DBT CORP US N 2 2039-03-15 Fixed 4.75000000 N N N N N N Open Text Corporation 549300HP7ONDQODZJV16 683715AF3 27914000.00000000 PA USD 28468055.81000000 0.545197066379 Long DBT CORP CA Y 2 2027-12-01 Fixed 6.90000000 N N N N N N GM FINANCIAL REVOLVING RECEIVABLES TRUST N/A 36263HAC2 1388000.00000000 PA USD 1384203.49000000 0.026509140176 Long ABS-MBS CORP US Y 2 2034-06-12 Fixed 1.67000000 N N N N N N AUXILIOR TERM FUNDING LLC N/A 05335FAD3 1666438.00000000 PA USD 1689949.51000000 0.032364539444 Long ABS-MBS CORP US Y 2 2031-07-15 Fixed 5.69000000 N N N N N N BX TRUST N/A 05593VAG8 2943378.65000000 PA USD 2934293.82000000 0.056195210281 Long ABS-MBS CORP US Y 2 2030-03-15 Floating 5.06937000 N N N N N N SPRINT SPECTRUM CO LLC N/A 85208NAE0 135450.00000000 PA USD 135494.05000000 0.002594871917 Long DBT CORP US Y 2 2029-09-20 Fixed 5.15200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYS91 1471819.67000000 PA USD 1334760.57000000 0.025562249559 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 3.00000000 N N N N N N ECHOSTAR CORPORATION 549300EE20907QZ9GT38 278768AC0 24780192.00000000 PA USD 26800840.01000000 0.513267904471 Long DBT CORP US N 2 2029-11-30 Fixed 10.75000000 N N N N N N AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST N/A 02582JKF6 107000.00000000 PA USD 108964.09000000 0.002086791686 Long ABS-MBS CORP US N 2 2031-04-15 Fixed 5.24000000 N N N N N N COMM MORTGAGE TRUST N/A 12654FAA8 3621852.00000000 PA USD 3721770.35000000 0.071276320733 Long ABS-MBS CORP US Y 2 2044-08-10 Fixed 6.33800000 N N N N N N LOUISIANA LOC GOVT ENVIRONMENTAL FACS & CMNTY DEV AUTH SYS RESTORATION N/A 54627RAP5 12562000.00000000 PA USD 11890502.06000000 0.227717230996 Long DBT MUN US N 2 2039-08-01 Fixed 4.47500000 N N N N N Government National Mortgage Association 2 N/A 3622ACSK7 3211474.19000000 PA USD 3215289.72000000 0.061576615368 Long ABS-MBS USGA US N 2 2053-09-20 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y7Q50 9182155.37000000 PA USD 8866670.01000000 0.169807257308 Long ABS-MBS USGSE US N 2 2055-11-01 Fixed 5.00000000 N N N N N N MMAF EQUIPMENT FINANCE LLC N/A 55317WAD3 48000.00000000 PA USD 48564.96000000 0.000930076640 Long ABS-MBS CORP US Y 2 2038-12-13 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H7QH9 20136996.00000000 PA USD 17935461.25000000 0.343485376132 Long ABS-MBS USGSE US N 2 2032-05-25 Variable 2.58000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMMF0 2958236.01000000 PA USD 3011569.93000000 0.057675139531 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.00000000 N N N N N N BRITISH AIRWAYS 2019-1 PASS THROUGH TRUST N/A 11043XAB9 839669.33000000 PA USD 811707.58000000 0.015545163825 Long DBT CORP US Y 2 2030-12-15 Fixed 3.35000000 N N N N N N BXP TRUST N/A 05607TAE2 5545000.00000000 PA USD 4736264.61000000 0.090705090231 Long ABS-MBS CORP US Y 2 2044-01-15 Variable 2.86798000 N N N N N N PHOENIX ARIZ CIVIC IMPT CORP EXCISE TAX REV N/A 71884AH77 1000000.00000000 PA USD 866263.58000000 0.016589975995 Long DBT MUN US N 2 2031-07-01 Fixed 1.83500000 N N N N N N SCCU AUTO RECEIVABLES TRUST N/A 78436RAL4 2716349.00000000 PA USD 2732103.60000000 0.052323027526 Long ABS-MBS CORP US Y 2 2030-12-16 Fixed 5.62000000 N N N N N N ILPT COMMERCIAL MORTGAGE TRUST N/A 449653AE4 2500000.00000000 PA USD 2234993.41000000 0.042802777212 Long ABS-MBS CORP US Y 2 2032-03-15 Variable 3.95127000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CW3 2343000.00000000 PA USD 2211815.43000000 0.042358891378 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N CLARUS CAPITAL FUNDING LLC N/A 18271RAD6 611000.00000000 PA USD 604111.53000000 0.011569453007 Long ABS-MBS CORP US Y 2 2034-11-20 Fixed 5.21000000 N N N N N N TRILLIUM CREDIT CARD TRUST II N/A 89621ABP3 1053000.00000000 PA USD 1059092.09000000 0.020282870890 Long ABS-MBS CORP US Y 2 2031-03-26 Fixed 6.06000000 N N N N N N HERTZ VEHICLE FINANCING III LLC N/A 42806MCB3 1112000.00000000 PA USD 1116472.60000000 0.021381775779 Long ABS-MBS CORP US Y 2 2028-02-25 Fixed 6.53000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135EG7 3485000.00000000 PA USD 3343021.10000000 0.064022822939 Long DBT CORP US N 2 2056-07-09 Fixed 6.10000000 N N N N N N CHESAPEAKE FUNDING LLC 549300LG5AUFDML64706 165183DB7 1858000.00000000 PA USD 1859020.81000000 0.035602455563 Long ABS-MBS CORP US Y 2 2035-10-15 Fixed 5.97000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJ3J0 3738566.69000000 PA USD 3332910.26000000 0.063829188350 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.50000000 N N N N N N FLUTTER TREASURY DESIGNATED ACTIVITY COMPANY 635400JE8VLL9UFVIC38 344045AB5 9561000.00000000 PA USD 9455636.54000000 0.181086665586 Long DBT CORP IE Y 2 2031-06-04 Fixed 5.87500000 N N N N N N BAXTER INTERNATIONAL INC. J5OIVXX3P24RJRW5CK77 071813DE6 917000.00000000 PA USD 896437.30000000 0.017167838556 Long DBT CORP US N 2 2035-12-15 Fixed 5.65000000 N N N N N N COSTAR GROUP, INC. 984500Q1D53D08E2E698 22160NAA7 3394000.00000000 PA USD 3043176.58000000 0.058280444402 Long DBT CORP US Y 2 2030-07-15 Fixed 2.80000000 N N N N N N PENNSYLVANIA HSG FIN AGY SINGLE FAMILY MTG REV N/A 70879QR96 1000000.00000000 PA USD 1007798.61000000 0.019300539852 Long DBT MUN US N 2 2040-10-01 Fixed 5.97400000 N N N N N N VENTURE CLO LIMITED N/A 92326GBA5 3449756.00000000 PA USD 3362594.46000000 0.064397676021 Long ABS-MBS CORP US Y 2 2035-07-20 Fixed 4.93700000 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS, INC. UMI46YPGBLUE4VGNNT48 65339KEF3 364000.00000000 PA USD 357677.38000000 0.006849946465 Long DBT CORP US N 2 2056-10-01 Fixed 6.00000000 N N N N N N SBNA AUTO RECEIVABLES TRUST N/A 78437PAE3 2749000.00000000 PA USD 2765295.17000000 0.052958685497 Long ABS-MBS CORP US Y 2 2029-09-17 Fixed 5.29000000 N N N N N N HILCORP ENERGY I, L.P. 549300ITPIHLG0LHEC09 431319AH5 2370000.00000000 PA USD 2367037.50000000 0.045331578300 Long LON CORP US N 2 2030-02-05 Floating 5.42000000 N N N N N N CLECO POWER LLC TM1ZH54SJKLNHFCBFK92 185508AJ7 1804000.00000000 PA USD 1759895.27000000 0.033704083789 Long DBT CORP US Y 2 2036-01-15 Fixed 5.30000000 N N N N N N SERVICENOW, INC. 549300HJTQM36M0E1G39 81762PAK8 2118000.00000000 PA USD 2038483.15000000 0.039039372434 Long DBT CORP US N 2 2056-05-15 Fixed 6.30000000 N N N N N N TEXAS WTR DEV BRD REV N/A 88285AGN2 1795000.00000000 PA USD 1719185.65000000 0.032924446235 Long DBT MUN US N 2 2034-10-15 Fixed 4.30900000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830CM9 963000.00000000 PA USD 949537.93000000 0.018184778662 Long DBT CORP US N 2 2035-08-15 Fixed 5.00000000 N N N N N N SALESFORCE, INC. RCGZFPDMRW58VJ54VR07 79466LAK0 13749000.00000000 PA USD 9010710.13000000 0.172565796612 Long DBT CORP US N 2 2041-07-15 Fixed 2.70000000 N N N N N N OCCU AUTO RECEIVABLES TRUST N/A 674921AG6 5170654.00000000 PA USD 5366626.72000000 0.102777273011 Long ABS-MBS CORP US Y 2 2031-12-15 Fixed 7.88000000 N N N N N N THE KROGER CO. 6CPEOKI6OYJ13Q6O7870 501044DW8 15000.00000000 PA USD 13452.00000000 0.000257621770 Long DBT CORP US N 2 2054-09-15 Fixed 5.50000000 N N N N N N FIRSTKEY HOMES TRUST N/A 33767TAE0 6512000.00000000 PA USD 6482923.10000000 0.124155673969 Long ABS-MBS CORP US Y 2 2026-09-17 Fixed 1.70700000 N N N N N N KEURIG DR PEPPER INC. DYTQ8KRTKO7Y2BVU5K74 49271VBB5 173000.00000000 PA USD 168105.04000000 0.003219411092 Long DBT CORP US N 2 2035-05-15 Fixed 5.15000000 N N N N N United States of America N/A N/A 1050.00000000 NC USD -1192099.65000000 -0.02283012357 N/A DIR US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long United States of America US 10 Year Treasury Note Future (consolidated) Sep 2026 2026-09-21 114592099.65000000 USD -1192099.65000000 N N N WHEELS FLEET LEASE FUNDING LLC N/A 96328GBW6 4524000.00000000 PA USD 4520366.77000000 0.086570390279 Long ABS-MBS CORP US Y 2 2039-06-21 Fixed 4.89000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BWSX5 4441348.79000000 PA USD 4347968.85000000 0.083268765438 Long ABS-MBS USGSE US N 2 2053-04-25 Fixed 4.50000000 N N N N N N UNITED STATES STEEL CORPORATION JNLUVFYJT1OZSIQ24U47 912909AW8 1355000.00000000 PA USD 1330718.40000000 0.025484837204 Long DBT CORP US Y 2 2036-08-01 Fixed 5.70000000 N N N N N N NEW YORK ST MTG AGY HOMEOWNER MTG REV N/A 64988YJ73 1130000.00000000 PA USD 1107820.11000000 0.021216070323 Long DBT MUN US N 2 2040-10-01 Fixed 5.56500000 N N N N N N DEXT ABS LLC N/A 252153AE1 3366000.00000000 PA USD 3289948.61000000 0.063006421748 Long ABS-MBS CORP US Y 2 2036-04-15 Fixed 4.89000000 N N N N N N LSEG US FIN CORP. 2138007FV67QQ13CGJ43 50222CAF7 1583000.00000000 PA USD 1539738.40000000 0.029487818355 Long DBT CORP US Y 2 2036-03-23 Fixed 5.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X8F28 3187470.89000000 PA USD 2600218.78000000 0.049797276648 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BBSV2 3039225.79000000 PA USD 2614057.61000000 0.050062306672 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N AUXILIOR TERM FUNDING LLC N/A 05335KAE0 582000.00000000 PA USD 581243.55000000 0.011131504041 Long ABS-MBS CORP US Y 2 2036-08-15 Fixed 5.75000000 N N N N N N M&T EQUIPTMENT LLC N/A 552476AD5 534000.00000000 PA USD 533526.35000000 0.010217663011 Long ABS-MBS CORP US Y 2 2033-07-18 Fixed 4.91000000 N N N N N N WEIR GROUP INC. 2138009WEPEV2V98AV65 94877DAA2 3204000.00000000 PA USD 3209693.61000000 0.061469443218 Long DBT CORP US Y 2 2030-05-06 Fixed 5.35000000 N N N N N N BX TRUST N/A 123915AA8 1070000.00000000 PA USD 1070787.38000000 0.020506849578 Long ABS-MBS CORP US Y 2 2031-05-15 Floating 5.07637000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBV6 2858000.00000000 PA USD 2570873.22000000 0.049235274334 Long DBT CORP US N 2 2030-04-01 Fixed 2.95000000 N N N N N N DLLMT LLC N/A 23347JAD4 877507.00000000 PA USD 867068.53000000 0.016605391743 Long ABS-MBS CORP US Y 2 2033-09-20 Fixed 4.36000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016HZW3 1035000.00000000 PA USD 1036989.44000000 0.019859578902 Long DBT CORP CA N 2 2034-02-01 Fixed 5.15000000 N N N N N CONSTELLATION GLOBAL FUNDING 254900OP9HLIALC2HZ12 21038N2B6 2417000.00000000 PA USD 2409756.28000000 0.046149693653 Long DBT CORP US Y 2 2031-08-05 Fixed 5.70000000 N N N N N N LPL HOLDINGS, INC. 549300Z5YF8CCRMYUL26 50212YAQ7 1854000.00000000 PA USD 1823362.86000000 0.034919563487 Long DBT CORP US N 2 2035-06-15 Fixed 5.75000000 N N N N N N ROYAL CARIBBEAN CRUISES LTD. K2NEH8QNVW44JIWK7Z55 78017TAD5 100000.00000000 PA USD 93931.00000000 0.001798890166 Long DBT CORP LR N 2 2038-02-27 Fixed 5.25000000 N N N N N N SWCH COMMERCIAL MORTGAGE TRUST N/A 78489CAA7 2211347.00000000 PA USD 2194326.25000000 0.042023952818 Long ABS-MBS CORP US Y 2 2042-03-15 Floating 5.06829000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CV27 4161511.87000000 PA USD 3746189.07000000 0.071743968211 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.50000000 N N N N N N HUNTINGTON BANCSHARES INCORPORATED 549300XTVCVV9I7B5T19 446150BL7 2192000.00000000 PA USD 2101159.92000000 0.040239706990 Long DBT CORP US N 2 2041-01-28 Fixed 5.60500000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023DT9 852000.00000000 PA USD 912773.16000000 0.017480689669 Long DBT CORP US N 2 2054-05-01 Fixed 6.85800000 N N N N N N 1301 TRUST N/A 682461AE8 2393998.00000000 PA USD 2366352.93000000 0.045318467972 Long ABS-MBS CORP US Y 2 2030-08-11 Variable 5.47833000 N N N N N N Government National Mortgage Association 2 N/A 36179XVR4 14609746.63000000 PA USD 13875747.92000000 0.265737046122 Long ABS-MBS USGA US N 2 2053-03-20 Fixed 4.50000000 N N N N N N SCCU AUTO RECEIVABLES TRUST N/A 805922AJ0 1199000.00000000 PA USD 1217144.47000000 0.023309761609 Long ABS-MBS CORP US Y 2 2029-11-15 Fixed 6.08000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W65X6 1670248.72000000 PA USD 1658863.22000000 0.031769200085 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 5.50000000 N N N N N N AMSR TRUST N/A 00179DAC0 1800000.00000000 PA USD 1699668.53000000 0.032550670216 Long ABS-MBS CORP US Y 2 2038-06-17 Fixed 2.35200000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RK6 23500000.00000000 PA USD 15748671.88000000 0.301605763514 Long DBT UST US N 2 2045-02-15 Fixed 2.50000000 N N N N N N JONES DESLAURIERS INSURANCE MANAGEMENT INC. 549300JQIWNFU00E5424 48020RAB1 31000.00000000 PA USD 32041.81000000 0.000613638701 Long DBT CORP CA Y 2 2030-03-15 Fixed 8.50000000 N N N N N N DRYDEN CLO LTD N/A 26190TAL5 2506500.00000000 PA USD 2506750.65000000 0.048007250992 Long ABS-MBS CORP US Y 2 2038-01-15 Floating 4.90292000 N N N N N N EVERGREEN CREDIT CARD TRUST N/A 30023JCY2 1992000.00000000 PA USD 1992714.50000000 0.038162848449 Long ABS-MBS CORP US Y 2 2029-05-15 Fixed 5.53000000 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816EM7 1652000.00000000 PA USD 1561441.66000000 0.029903461551 Long DBT CORP US N 2 2036-10-24 Fixed 4.80400000 N N N N N N VIRGINIA ST HSG DEV AUTH COMWLTH MTG N/A 92812XEC2 1590000.00000000 PA USD 1567606.90000000 0.030021533216 Long DBT MUN US N 2 2039-07-01 Fixed 5.50700000 N N N N N N HOUSTON TEX HOTEL OCCUPANCY TAX & SPL REV N/A 44237NNU2 750000.00000000 PA USD 704568.39000000 0.013493321140 Long DBT MUN US N 2 2041-09-01 Fixed 5.11800000 N N N N N N PLAINS ALL AMERICAN PIPELINE, L.P. 5521FA2ITF25TVH63740 72650RBP6 127000.00000000 PA USD 127619.16000000 0.002444058425 Long DBT CORP US N 2 2034-09-15 Fixed 5.70000000 N N N N N N MASTEC, INC. 549300TMDIT8WREDOF45 576323AT6 1054000.00000000 PA USD 1076849.27000000 0.020622941968 Long DBT CORP US N 2 2029-06-15 Fixed 5.90000000 N N N N N N KILROY REALTY, L.P. 5493008CT3N3JR7P1552 49427RAS1 1754000.00000000 PA USD 1746317.48000000 0.033444052991 Long DBT CORP US N 2 2036-01-15 Fixed 6.25000000 N N N N N N KUBOTA CREDIT OWNER TRUST N/A 50117DAD8 5000.00000000 PA USD 5047.87000000 0.000096672703 Long ABS-MBS CORP US Y 2 2030-05-15 Fixed 5.19000000 N N N N N N GLS AUTO RECEIVABLES TRUST N/A 36266XAE0 3394034.19000000 PA USD 3430792.68000000 0.065703752900 Long ABS-MBS CORP US Y 2 2029-01-16 Fixed 7.01000000 N N N N N N THE HOWARD HUGHES CORPORATION 549300BVHY25JZC1KI49 44267DAG2 450000.00000000 PA USD 439431.50000000 0.008415634923 Long DBT CORP US Y 2 2032-03-01 Fixed 5.87500000 N N N N N N CHASE AUTO OWNER TRUST N/A 16145GAG1 1740000.00000000 PA USD 1731552.39000000 0.033161283988 Long ABS-MBS CORP US Y 2 2032-06-25 Fixed 5.11000000 N N N N N N Pinnacle Financial Partners, Inc. N/A 87161CAM7 4787000.00000000 PA USD 4958013.44000000 0.094951843589 Long DBT CORP US N 2 2029-02-07 Fixed 7.53785000 N N N N N N AON NORTH AMERICA, INC. N/A 03740MAF7 612000.00000000 PA USD 568682.97000000 0.010890954022 Long DBT CORP US N 2 2054-03-01 Fixed 5.75000000 N N N N N N Government National Mortgage Association N/A 38384KED9 2034424.53000000 PA USD 2040667.20000000 0.039081199584 Long ABS-MBS USGA US N 2 2053-06-20 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BSEM3 465845.82000000 PA USD 466930.74000000 0.008942278016 Long ABS-MBS USGSE US N 2 2048-03-25 Fixed 5.00000000 N N N N N N GATX CORPORATION 549300IHYHCQP2PIR591 361448BS1 1802000.00000000 PA USD 1781971.28000000 0.034126865589 Long DBT CORP US N 2 2035-06-15 Fixed 5.50000000 N N N N N N VSP OPTICAL GROUP, INC. 549300PHX8USLM2BT742 91836LAA0 1799000.00000000 PA USD 1765372.96000000 0.033808988056 Long DBT CORP US Y 2 2035-12-01 Fixed 5.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWET6 2283419.75000000 PA USD 2224801.69000000 0.042607593674 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N MASTER CREDIT CARD TRUST II N/A 576339DV4 4190000.00000000 PA USD 4442798.87000000 0.085084872904 Long ABS-MBS CORP US Y 2 2032-10-21 Fixed 7.53000000 N N N N N N Government National Mortgage Association 2 N/A 36179XBR6 7490572.95000000 PA USD 6507166.83000000 0.124619970181 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 3.00000000 N N N N N N BX TRUST N/A 12433GAA4 3299000.00000000 PA USD 3303768.56000000 0.063271090197 Long ABS-MBS CORP US Y 2 2042-07-15 Floating 5.22500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142K6VU2 998710.96000000 PA USD 992404.51000000 0.019005724561 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 5.50000000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 34535QAD7 10940000.00000000 PA USD 11055130.78000000 0.211718879221 Long ABS-MBS CORP US Y 2 2035-08-15 Fixed 6.26000000 N N N N N N Allianz SE 529900K9B0N5BT694847 018820AC4 1200000.00000000 PA USD 1234154.75000000 0.023635528665 Long DBT CORP DE Y 2 2053-09-06 Fixed 6.35000000 N N N N N N PEAC SOLUTIONS RECEIVABLES N/A 69392HAC7 3629000.00000000 PA USD 3646746.43000000 0.069839523595 Long ABS-MBS CORP US Y 2 2032-07-20 Fixed 5.04000000 N N N N N N Santander Holdings USA, Inc. 549300SMVCQN2P0O6I58 80282KBL9 2344000.00000000 PA USD 2428083.47000000 0.046500681100 Long DBT CORP US N 2 2035-05-31 Fixed 6.34200000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QKRS9 1937825.57000000 PA USD 1532438.76000000 0.029348021583 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B3ES2 2396106.74000000 PA USD 2049357.22000000 0.039247623784 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N MARSH & MCLENNAN COMPANIES, INC. 549300XMP3KDCKJXIU47 571748CF7 1593000.00000000 PA USD 1535020.00000000 0.029397455394 Long DBT CORP US N 2 2036-03-15 Fixed 4.95000000 N N N N N N REYNOLDS CONSUMER PRODUCTS LLC 549300DWNZYMOSR1X343 76171JAE1 1588129.04000000 PA USD 1591114.72000000 0.030471735878 Long LON CORP US N 2 2032-03-04 Floating 5.48000000 N N N N N N VIATRIS INC. 254900ZZTSW7NL773X71 92556VAE6 389000.00000000 PA USD 297495.53000000 0.005697392589 Long DBT CORP US N 2 2040-06-22 Fixed 3.85000000 N N N N N N SYENSQO FINANCE (AMERICA), LLC 54930073OEL5K0Y7NK81 834423AF2 1219000.00000000 PA USD 1226827.30000000 0.023495199299 Long DBT CORP US Y 2 2034-06-04 Fixed 5.85000000 N N N N N N BROADRIDGE FINANCIAL SOLUTIONS, INC. 549300KZDJZQ2YIHRC28 11133TAF0 2731000.00000000 PA USD 2687585.40000000 0.051470451143 Long DBT CORP US N 2 2036-05-15 Fixed 5.75000000 N N N N N N TPG OPERATING GROUP II, L.P. 2549001H9RJQNZT7MU11 872652AB8 2559000.00000000 PA USD 2462408.83000000 0.047158052495 Long DBT CORP US N 2 2036-01-15 Fixed 5.37500000 N N N N N N ORANGE SA 969500MCOONR8990S771 685218AF6 2204000.00000000 PA USD 2098681.12000000 0.040192235027 Long DBT CORP FR Y 2 2036-01-13 Fixed 5.00000000 N N N N N N SWORD PURCHASER, LLC 254900S0VY2QTAITBR94 87110CAB3 331000.00000000 PA USD 338563.98000000 0.006483902164 Long DBT CORP US Y 2 2033-04-15 Fixed 8.25000000 N N N N N N DT MIDSTREAM, INC. N/A 23345MAD9 409000.00000000 PA USD 409228.85000000 0.007837218318 Long DBT CORP US Y 2 2034-12-15 Fixed 5.80000000 N N N N N N TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV N/A 882750YU0 905000.00000000 PA USD 871480.99000000 0.016689895591 Long DBT MUN US N 2 2044-01-01 Fixed 5.73400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMYL4 8390117.54000000 PA USD 7449279.80000000 0.142662552044 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.50000000 N N N N N N AMERICAN ASSETS TRUST, L.P. 549300V1TI0SMG9Z6U69 02401LAB0 347000.00000000 PA USD 345008.22000000 0.006607317010 Long DBT CORP US N 2 2034-10-01 Fixed 6.15000000 N N N N N N CARPENTER TECHNOLOGY CORPORATION DX6I6ZD3X5WNNCDJKP85 144285AN3 2950000.00000000 PA USD 2909026.03000000 0.055711302105 Long DBT CORP US Y 2 2034-03-01 Fixed 5.62500000 N N N N N N Government National Mortgage Association 2 N/A 36179YHT4 4657881.39000000 PA USD 4758067.52000000 0.091122641842 Long ABS-MBS USGA US N 2 2053-10-20 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FRF6 8528590.15000000 PA USD 8332688.95000000 0.159580886061 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.50000000 N N N N N N DLLAD LLC N/A 23346MAD8 36122.00000000 PA USD 36663.25000000 0.000702144764 Long ABS-MBS CORP US Y 2 2031-09-22 Fixed 5.38000000 N N N N N N GREENVILLE SPARTANBURG S C ARPT DIST ARPT SYS REV N/A 396613DV0 270000.00000000 PA USD 267318.33000000 0.005119463383 Long DBT MUN US N 2 2035-07-01 Fixed 5.10600000 N N N N N N Government National Mortgage Association 2 N/A 36179X5B8 5736828.93000000 PA USD 4793487.22000000 0.091800971148 Long ABS-MBS USGA US N 2 2053-06-20 Fixed 2.50000000 N N N N N N PAYCHEX, INC. 529900K900DW6SUBM174 704326AC1 5146000.00000000 PA USD 5113150.47000000 0.097922901894 Long DBT CORP US N 2 2035-04-15 Fixed 5.60000000 N N N N N PERMIAN RESOURCES OPERATING, LLC 5493004CTVUMQLRPOE23 71424VAB6 1617000.00000000 PA USD 1645891.32000000 0.031520772799 Long DBT CORP US Y 2 2033-02-01 Fixed 6.25000000 N N N N N N LEX MORTGAGE TRUST N/A 52885AAA6 4351147.00000000 PA USD 4319617.10000000 0.082725795766 Long ABS-MBS CORP US Y 2 2037-10-13 Variable 5.03607000 N N N N N N HYATT HOTELS CORPORATION T27JQIMTYSH41TCD5186 448579AW2 824000.00000000 PA USD 802260.31000000 0.015364237389 Long DBT CORP US N 2 2035-12-15 Fixed 5.40000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133GGY31 5542216.31000000 PA USD 4893230.80000000 0.093711179122 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 1.50000000 N N N N N N NYC COMMERCIAL MORTGAGE TRUST N/A 67121TAA7 315000.00000000 PA USD 309355.79000000 0.005924530649 Long ABS-MBS CORP US Y 2 2042-07-13 Variable 4.87900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140N4P35 1758637.66000000 PA USD 1757270.83000000 0.033653822647 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 5.00000000 N N N N N N 720 EAST CLO LTD N/A 81785BAN6 1405000.00000000 PA USD 1404910.08000000 0.026905695958 Long ABS-MBS CORP US Y 2 2039-07-15 Floating 5.07213000 N N N N N N CREDIT ACCEPTANCE AUTO LOAN TRUST N/A 22535XAE5 1780000.00000000 PA USD 1757256.99000000 0.033653557595 Long ABS-MBS CORP US Y 2 2036-08-15 Fixed 5.28000000 N N N N N N CHICAGO ILL N/A 167486W21 1875000.00000000 PA USD 1845779.66000000 0.035348871820 Long DBT MUN US N 2 2032-01-01 Fixed 5.90000000 N N N N N N ROGERS COMMUNICATIONS INC. 5493000M6Z4XFIP6PF03 775109CH2 722000.00000000 PA USD 663772.53000000 0.012712031988 Long DBT CORP CA N 2 2032-03-15 Fixed 3.80000000 N N N N N N FLUTTER ENTERTAINMENT N/A N3313EAG5 1857424.22000000 PA USD 1838849.98000000 0.035216160221 Long LON CORP IE N 2 2030-11-30 Floating 5.48000000 N N N N N N DISTRICT COLUMBIA REV N/A 25483VXG4 1500000.00000000 PA USD 1316744.96000000 0.025217229239 Long DBT MUN US N 2 2031-04-01 Fixed 2.68200000 N N N N N N THERMO FISHER SCIENTIFIC INCORPORATED HCHV7422L5HDJZCRFL38 883556DF6 632000.00000000 PA USD 605441.91000000 0.011594931364 Long DBT CORP US N 2 2037-10-07 Fixed 4.89400000 N N N N N N DELL EQUIPMENT FINANCE TRUST N/A 24703VAL5 3873000.00000000 PA USD 3843274.19000000 0.073603263519 Long ABS-MBS CORP US Y 2 2032-03-22 Fixed 4.83000000 N N N N N N CLEARINGHOUSE COMMUNITY DEVELOPMENT FINANCIAL INST N/A 184917AA0 2650000.00000000 PA USD 2828442.60000000 0.054168033751 Long DBT CORP US Y 2 2030-10-15 Fixed 7.00000000 N N N N N N VANTAGE DATA CENTERS ISSUER LLC N/A 92212KAH9 2389000.00000000 PA USD 2316693.47000000 0.044367430356 Long ABS-MBS CORP US Y 2 2055-08-15 Fixed 5.13200000 N N N N N N CSMC TRUST N/A 12656DAG8 5000000.00000000 PA USD 4620859.86000000 0.088494952259 Long ABS-MBS CORP US Y 2 2041-12-15 Variable 3.39277000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 949933AA3 520000.00000000 PA USD 521183.38000000 0.009981280482 Long ABS-MBS CORP US Y 2 2042-10-15 Floating 5.36974000 N N N N N N SLG OFFICE TRUST N/A 78449RAA3 700000.00000000 PA USD 618027.95000000 0.011835968972 Long ABS-MBS CORP US Y 2 2041-07-15 Fixed 2.58540000 N N N N N N GECU AUTO RECEIVABLES TRUST N/A 36169EAF7 1185000.00000000 PA USD 1205514.09000000 0.023087026024 Long ABS-MBS CORP US Y 2 2030-04-15 Fixed 6.33000000 N N N N N N DRYDEN CLO LTD N/A 26254KAU7 3500000.00000000 PA USD 3495359.00000000 0.066940274582 Long ABS-MBS CORP US Y 2 2039-07-15 Floating 5.10292000 N N N N N N ALA TRUST N/A 009920AA7 3515236.00000000 PA USD 3527642.38000000 0.067558539636 Long ABS-MBS CORP US Y 2 2030-06-15 Floating 5.41900000 N N N N N N VERIZON MASTER TRUST N/A 92348KDL4 6424621.00000000 PA USD 6385483.83000000 0.122289596267 Long ABS-MBS CORP US Y 2 2032-08-20 Fixed 4.84000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H7M91 163934.00000000 PA USD 145255.35000000 0.002781812401 Long ABS-MBS USGSE US N 2 2032-04-25 Variable 2.45000000 N N N N N N DRYDEN CLO LTD N/A 26253VAE0 4420009.00000000 PA USD 4422661.01000000 0.084699208977 Long ABS-MBS CORP US Y 2 2037-01-15 Floating 5.45292000 N N N N N N UNITI FIBER ABS ISSUER LLC N/A 91326EAC9 2000000.00000000 PA USD 2072386.93000000 0.039688670072 Long ABS-MBS CORP US Y 2 2055-04-20 Fixed 9.01800000 N N N N N N ROCKET COMPANIES, INC. N/A 77311WAF8 2566000.00000000 PA USD 2590859.27000000 0.049618030919 Long DBT CORP US Y 2 2034-06-15 Fixed 6.50000000 N N N N N N DIAMOND ISSUER LLC N/A 25267TAQ4 5969384.00000000 PA USD 5833444.47000000 0.111717387135 Long ABS-MBS CORP US Y 2 2051-11-20 Fixed 2.70100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H8BK6 10993668.00000000 PA USD 10003212.32000000 0.191573391861 Long ABS-MBS USGSE US N 2 2032-06-25 Variable 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DLV2 698306.13000000 PA USD 625442.96000000 0.011977975217 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.50000000 N N N N N N ENTERGY LOUISIANA, LLC 0V5453U14HDZO63CGH17 29364WBP2 798000.00000000 PA USD 790323.54000000 0.015135634072 Long DBT CORP US N 2 2034-09-15 Fixed 5.15000000 N N N N N N ALLEGHENY CNTY PA ARPT AUTH ARPT REV N/A 01728LJY9 895000.00000000 PA USD 907481.74000000 0.017379352694 Long DBT MUN US N 2 2036-01-01 Fixed 5.49600000 N N N N N N CARVANA AUTO RECEIVABLES TRUST N/A 14686KAE7 164322.40000000 PA USD 162058.28000000 0.003103608459 Long ABS-MBS CORP US N 2 2028-03-10 Fixed 1.27000000 N N N N N N WHEELS FLEET LEASE FUNDING LLC N/A 96328GCN5 2370000.00000000 PA USD 2350230.40000000 0.045009702381 Long ABS-MBS CORP US Y 2 2040-05-18 Fixed 4.86000000 N N N N N N MARYLAND ST ECONOMIC DEV CORP ECONOMIC DEV REV N/A 57420NCR0 1385000.00000000 PA USD 1294304.54000000 0.024787468554 Long DBT MUN US N 2 2031-06-01 Fixed 4.40000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ADZ5 2566000.00000000 PA USD 2431584.01000000 0.046567720597 Long DBT CORP US N 2 2036-02-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179XLF1 7739937.20000000 PA USD 7119021.94000000 0.136337721939 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 4.00000000 N N N N N N GREENSTATE AUTO RECEIVABLES TRUST N/A 39573AAG7 940000.00000000 PA USD 958898.68000000 0.018364048138 Long ABS-MBS CORP US Y 2 2032-06-15 Fixed 6.50000000 N N N N N N GENM Capital Labuan Limited 254900DWSHIWTSE0YG58 37231BAA6 650000.00000000 PA USD 582671.52000000 0.011158851362 Long DBT CORP MY Y 2 2031-04-19 Fixed 3.88200000 N N N N N N ANSLEY PARK CAPITAL LLC N/A 03637AAE2 1506000.00000000 PA USD 1470859.20000000 0.028168699901 Long ABS-MBS CORP US Y 2 2035-04-20 Fixed 5.33000000 N N N N N N POST ROAD EQUIPMENT FINANCE LLC N/A 73747LAC2 948000.00000000 PA USD 951283.71000000 0.018218212421 Long ABS-MBS CORP US Y 2 2031-05-15 Fixed 5.04000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H9DC0 2584886.96000000 PA USD 2603365.56000000 0.049857541220 Long ABS-MBS USGSE US N 2 2049-01-25 Fixed 5.50000000 N N N N N N ROPER TECHNOLOGIES, INC. 54930003T4SXCIWVXY35 776696AM8 3964000.00000000 PA USD 3781532.29000000 0.072420832834 Long DBT CORP US N 2 2035-09-15 Fixed 5.10000000 N N N N N N VERIZON MASTER TRUST N/A 92348KFK4 1700000.00000000 PA USD 1692519.60000000 0.032413759719 Long ABS-MBS CORP US N 2 2032-06-21 Fixed 4.85000000 N N N N N N Government National Mortgage Association 2 N/A 36179X2H8 5812840.86000000 PA USD 5346521.63000000 0.102392236669 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 4.00000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05619PAC0 5553651.00000000 PA USD 5546270.33000000 0.106217661418 Long ABS-MBS CORP US Y 2 2044-12-15 Floating 5.77637000 N N N N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 91159HJY7 3673000.00000000 PA USD 3535047.47000000 0.067700355901 Long DBT CORP US N 2 2037-01-26 Fixed 5.03300000 N N N N N N ILLINOIS HSG DEV AUTH REV N/A 45203MN49 2165000.00000000 PA USD 2096675.12000000 0.040153817745 Long DBT MUN US N 2 2041-10-01 Fixed 5.62900000 N N N N N N CMS ENERGY CORPORATION 549300IA9XFBAGNIBW29 125896BU3 959000.00000000 PA USD 932761.54000000 0.017863490876 Long DBT CORP US N 2 2050-06-01 Fixed 4.75000000 N N N N N N CHICAGO US MIDCO III LP N/A BL5250230 197251.00000000 PA USD 196840.72000000 0.003769733479 Long LON CORP US N 2 2032-10-09 None 0.00000000 N N N N N N STONEPEAK NILE PARENT LLC 254900TJV3VAFZD0GU41 861932AA9 2242000.00000000 PA USD 2311200.97000000 0.044262242461 Long DBT CORP US Y 2 2032-03-15 Fixed 7.25000000 N N N N N N NEW YORK ST DORM AUTH REVS NON ST SUPPORTED DEBT N/A 64985SFE8 1490000.00000000 PA USD 1485702.86000000 0.028452973613 Long DBT MUN US N 2 2035-07-01 Fixed 5.22800000 N N N N N N NEXSTAR MEDIA INC. 5493006PK6I4I2OOT688 65346UAB5 424000.00000000 PA USD 422014.55000000 0.008082079653 Long DBT CORP US Y 2 2033-09-15 Fixed 6.50000000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119DH9 963000.00000000 PA USD 866686.34000000 0.016598072351 Long DBT CORP US N 2 2055-11-15 Fixed 5.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EF21 9343899.34000000 PA USD 8852249.24000000 0.169531082442 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.50000000 N N N N N N EAGLE MATERIALS INC. 529900KRXRGXL61SG039 26969PAC2 5263000.00000000 PA USD 4957580.59000000 0.094943553997 Long DBT CORP US N 2 2036-03-15 Fixed 5.00000000 N N N N N N Pelagos Insurance Capital Limited 549300CDMGCAGJQ7DX03 31575FAC0 321000.00000000 PA USD 335690.13000000 0.006428864524 Long DBT CORP BM N 2 2055-06-15 Fixed 7.75000000 N N N N N N BLP COMMERCIAL MORTGAGE TRUST N/A 05625BAA7 2448929.26000000 PA USD 2441524.26000000 0.046758088185 Long ABS-MBS CORP US Y 2 2042-03-15 Floating 4.82539000 N N N N N N LAD AUTO RECEIVABLES TRUST N/A 505708AF4 2583000.00000000 PA USD 2505501.73000000 0.047983332691 Long ABS-MBS CORP US Y 2 2033-08-15 Fixed 4.42000000 N N N N N N LAD AUTO RECEIVABLES TRUST N/A 505710AF0 1262473.32000000 PA USD 1266692.45000000 0.024258664250 Long ABS-MBS CORP US Y 2 2030-06-17 Fixed 7.30000000 N N N N N N NORTH CAROLINA HSG FIN AGY HOMEOWNERSHIP REV N/A 65820BDH6 3430000.00000000 PA USD 3423881.99000000 0.065571404982 Long DBT MUN US N 2 2040-07-01 Fixed 5.97500000 N N N N N N ALLY BANK AUTO CREDIT-LINKED NOTES N/A 02007G5F6 1868035.55000000 PA USD 1867034.03000000 0.035755918239 Long ABS-MBS CORP US Y 2 2033-06-15 Fixed 4.84400000 N N N N N N AUXILIOR TERM FUNDING LLC N/A 05335KAD2 1110000.00000000 PA USD 1108002.73000000 0.021219567713 Long ABS-MBS CORP US Y 2 2036-08-15 Fixed 5.34000000 N N N N N N DUKE ENERGY PROGRESS SC STORM FUNDING LLC N/A 26445CAA9 2226970.86000000 PA USD 2210157.92000000 0.042327148094 Long DBT CORP US N 2 2046-03-01 Fixed 5.40400000 N N N N N N DELL EQUIPMENT FINANCE TRUST N/A 24702GAJ4 1237000.00000000 PA USD 1242730.23000000 0.023799759288 Long ABS-MBS CORP US Y 2 2030-03-22 Fixed 5.73000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C4BY9 3461510.23000000 PA USD 3359363.93000000 0.064335807536 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FMG9 8257252.65000000 PA USD 7755728.76000000 0.148531413448 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 4.50000000 N N N N N N BX TRUST N/A 12433GAE6 2474000.00000000 PA USD 2477353.52000000 0.047444261051 Long ABS-MBS CORP US Y 2 2042-07-15 Floating 5.72500000 N N N N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 14040HDJ1 877000.00000000 PA USD 878841.70000000 0.016830861926 Long DBT CORP US N 2 2036-01-30 Fixed 6.18300000 N N N N N N OTIS WORLDWIDE CORPORATION 549300ZLBKR8VSU25153 68902VAS6 392000.00000000 PA USD 383692.33000000 0.007348163643 Long DBT CORP US N 2 2035-09-04 Fixed 5.13100000 N N N N N N VERIZON MASTER TRUST N/A 92348KCT8 1145000.00000000 PA USD 1153357.18000000 0.022088159276 Long ABS-MBS CORP US N 2 2030-04-22 Fixed 5.73000000 N N N N N N MORGAN STANLEY PRIVATE BANK, NATIONAL ASSOCIATION 549300GS0W0TEUQS8571 61776NVG5 2866000.00000000 PA USD 2829401.18000000 0.054186391696 Long DBT CORP US N 2 2031-07-18 Fixed 4.73400000 N N N N N N ONE MANHATTAN WEST N/A 563136AA8 10273983.00000000 PA USD 9962748.53000000 0.190798462244 Long ABS-MBS CORP US Y 2 2040-09-10 Fixed 2.13000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NCC7 260000.00000000 PA USD 262938.34000000 0.005035581374 Long DBT CORP CA N 2 2034-04-05 Fixed 5.62500000 N N N N N N 720 EAST CLO LTD N/A 817941AN7 2531324.00000000 PA USD 2517482.72000000 0.048212782873 Long ABS-MBS CORP US Y 2 2038-10-15 Floating 5.20292000 N N N N N N CARVANA AUTO RECEIVABLES TRUST N/A 14687TAF4 3431489.29000000 PA USD 3424576.78000000 0.065584711035 Long ABS-MBS CORP US N 2 2027-06-10 Fixed 1.60000000 N N N N N N LAD AUTO RECEIVABLES TRUST N/A 50168BAD0 1084704.98000000 PA USD 1085390.33000000 0.020786513407 Long ABS-MBS CORP US Y 2 2028-06-15 Fixed 6.09000000 N N N N N N TRICON RESIDENTIAL TRUST N/A 89616TAB1 1800000.00000000 PA USD 1796544.71000000 0.034405964075 Long ABS-MBS CORP US Y 2 2040-07-17 Fixed 5.24400000 N N N N N N VENTURE CLO LIMITED N/A 92326GAU2 6378299.00000000 PA USD 6370772.61000000 0.122007858939 Long ABS-MBS CORP US Y 2 2035-07-20 Floating 5.27921000 N N N N N N VERDANT RECEIVABLES LLC N/A 92340GAC4 1052000.00000000 PA USD 1053783.76000000 0.020181210068 Long ABS-MBS CORP US Y 2 2033-05-12 Fixed 4.96000000 N N N N N N EVERGREEN CREDIT CARD TRUST N/A 30023JDB1 2295000.00000000 PA USD 2267268.45000000 0.043420882545 Long ABS-MBS CORP US Y 2 2029-10-15 Fixed 4.54000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427MTP6 7954026.37000000 PA USD 8060913.37000000 0.154376061048 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 6.00000000 N N N N N N MERCHANTS FLEET FUNDING LLC N/A 588926AG0 5014000.00000000 PA USD 5047305.63000000 0.096661895036 Long ABS-MBS CORP US Y 2 2037-04-20 Fixed 5.95000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TS7 13204000.00000000 PA USD 11217210.63000000 0.214822900771 Long DBT UST US N 2 2043-05-15 Fixed 3.87500000 N N N N N N MARTIN MARIETTA MATERIALS, INC. 5299005MZ4WZECVATV08 573284BA3 851000.00000000 PA USD 833232.67000000 0.015957394854 Long DBT CORP US N 2 2034-12-01 Fixed 5.15000000 N N N N N N AMERICAN HERITAGE AUTO RECEIVABLES TRUST N/A 026944AE8 1105257.00000000 PA USD 1109872.35000000 0.021255373156 Long ABS-MBS CORP US Y 2 2030-09-16 Fixed 5.32000000 N N N N N N HUDSON YARDS MORTGAGE TRUST N/A 44855PAE8 2100000.00000000 PA USD 2118126.60000000 0.040564639055 Long ABS-MBS CORP US Y 2 2040-01-13 Variable 6.15045000 N N N N N N BX TRUST N/A 12433GAC0 4124000.00000000 PA USD 4127354.64000000 0.079043741401 Long ABS-MBS CORP US Y 2 2042-07-15 Floating 5.47500000 N N N N N N GMF FLOORPLAN OWNER REVOLVING TRUST N/A 361886DG6 2259027.00000000 PA USD 2275828.17000000 0.043584811346 Long ABS-MBS CORP US Y 2 2031-03-17 Fixed 5.35000000 N N N N N N NHP FOUNDATION (THE) N/A 62925MAB9 2821000.00000000 PA USD 2936546.98000000 0.056238360970 Long DBT CORP US N 2 2033-12-01 Fixed 6.00000000 N N N N N N BARINGS CLO LTD N/A 06765BAA5 3959928.00000000 PA USD 3960910.06000000 0.075856130089 Long ABS-MBS CORP US Y 2 2038-10-15 Floating 5.02292000 N N N N N N CRH AMERICA FINANCE, INC. 549300WEVUODRJ4CWK56 12636YAJ1 3521000.00000000 PA USD 3377431.56000000 0.064681824101 Long DBT CORP US N 2 2036-02-09 Fixed 5.00000000 N N N N N N APTARGROUP, INC. VNPEQDQFAA7IY1T2PX43 038336AA1 600000.00000000 PA USD 554264.17000000 0.010614816884 Long DBT CORP US N 2 2032-03-15 Fixed 3.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKKU3 5781740.75000000 PA USD 5474144.45000000 0.104836365187 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 4.50000000 N N N N N N OEG BORROWER, LLC 254900UUVX9EYPUMP391 67115HAG8 884250.00000000 PA USD 887937.32000000 0.017005053847 Long LON CORP US N 2 2031-06-30 Floating 7.17000000 N N N N N N TRUIST BANK AUTO CREDIT-LINKED NOTES N/A 897926DQ1 4577000.68000000 PA USD 4567980.39000000 0.087482247629 Long ABS-MBS CORP US Y 2 2034-06-26 Fixed 5.06700000 N N N N N N HSBC US GOVERNMENT MONEY MARKET FUND N/A 40428X107 11609036.38000000 NS USD 11609036.38000000 0.222326829064 Long STIV RF US N 1 N N IDAHO HSG & FIN ASSN SINGLE FAMILY MTG REV N/A 45130BDJ9 695000.00000000 PA USD 694837.64000000 0.013306965725 Long DBT MUN US N 2 2040-07-01 Fixed 5.75800000 N N N N N N DRYDEN CLO LTD N/A 26253LBE1 1750000.00000000 PA USD 1753006.50000000 0.033572155665 Long ABS-MBS CORP US Y 2 2037-04-17 Floating 5.09894000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W34J5 8783167.26000000 PA USD 8742540.19000000 0.167430023887 Long ABS-MBS USGSE US N 2 2055-11-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NYAG6 4468452.66000000 PA USD 4314168.65000000 0.082621451480 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 4.45500000 N N N N N N Government National Mortgage Association 2 N/A 36179XLE4 4022928.93000000 PA USD 3590693.01000000 0.068766034055 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 3.50000000 N N N N N N 720 EAST CLO LTD N/A 81800WAE1 2587000.00000000 PA USD 2587776.10000000 0.049558984553 Long ABS-MBS CORP US Y 2 2037-04-20 Floating 5.12921000 N N N N N N BX TRUST N/A 05608MAA4 3462750.00000000 PA USD 3187893.94000000 0.061051953657 Long ABS-MBS CORP US Y 2 2030-12-30 Fixed 2.84300000 N N N N N N SCCU AUTO RECEIVABLES TRUST N/A 805922AN1 3459052.00000000 PA USD 3557440.16000000 0.068129202499 Long ABS-MBS CORP US Y 2 2031-11-17 Fixed 7.34000000 N N N N N N METROPOLITAN GOVT NASHVILLE & DAVIDSON CNTY TENN SPORTS AUTH REV N/A 592090LX0 1175000.00000000 PA USD 1196580.78000000 0.022915942532 Long DBT MUN US N 2 2035-07-01 Fixed 5.26800000 N N N N N N Government National Mortgage Association 2 N/A 36179XNB8 7300231.36000000 PA USD 6346320.07000000 0.121539563767 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 3.00000000 N N N N N N WILLIS NORTH AMERICA INC. 5493004KVU1HWZCP0C66 970648AQ4 4337000.00000000 PA USD 4158756.61000000 0.079645126407 Long DBT CORP US N 2 2036-03-15 Fixed 5.15000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UC0 21867000.00000000 PA USD 18576699.84000000 0.355765856417 Long DBT UST US N 2 2054-08-15 Fixed 4.25000000 N N N N N N HPEFS EQUIPMENT TRUST N/A 442927AF6 2430000.00000000 PA USD 2387245.95000000 0.045718594109 Long ABS-MBS CORP US Y 2 2033-05-20 Fixed 4.77000000 N N N N N N BROWN & BROWN, INC. 549300PC8KTJ71XKFY89 115236AG6 79000.00000000 PA USD 78497.53000000 0.001503320892 Long DBT CORP US N 2 2034-06-11 Fixed 5.65000000 N N N N N N HARBOUR ENERGY PLC 213800YPC42DYBKVPF97 411618AD3 77000.00000000 PA USD 77533.74000000 0.001484863169 Long DBT CORP GB Y 2 2035-04-01 Fixed 6.32700000 N N N N N N BA CREDIT CARD TRUST N/A 05522RDJ4 18000.00000000 PA USD 18103.56000000 0.000346704666 Long ABS-MBS CORP US N 2 2029-05-15 Fixed 4.93000000 N N N N N N SWORD PURCHASER, LLC 254900S0VY2QTAITBR94 87110SAB8 1400000.00000000 PA USD 1346254.00000000 0.025782362388 Long LON CORP US N 2 2033-04-02 Floating 7.73000000 N N N N N N STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST N/A 85855QAG4 2390000.00000000 PA USD 2384476.16000000 0.045665549342 Long ABS-MBS CORP US Y 2 2031-03-20 Fixed 5.04000000 N N N N N N BOS TRUST N/A 05595BAA3 711765.00000000 PA USD 698713.53000000 0.013381193620 Long ABS-MBS CORP US Y 2 2031-05-11 Variable 5.22141000 N N N N N N NEVADA HSG DIV SINGLE FAMILY MTG REV N/A 641279B37 2260000.00000000 PA USD 2149772.07000000 0.041170687375 Long DBT MUN US N 2 2039-10-01 Fixed 5.13200000 N N N N N N OTIS WORLDWIDE CORPORATION 549300ZLBKR8VSU25153 68902VAL1 1823000.00000000 PA USD 1363975.50000000 0.026121750153 Long DBT CORP US N 2 2040-02-15 Fixed 3.11200000 N N N N N N HILTON USA TRUST N/A 43300LAJ9 1873000.00000000 PA USD 1869525.83000000 0.035803639168 Long ABS-MBS CORP US Y 2 2038-11-05 Variable 4.33328000 N N N N N N BROWN & BROWN, INC. 549300PC8KTJ71XKFY89 115236AN1 21000.00000000 PA USD 20290.16000000 0.000388580652 Long DBT CORP US N 2 2055-06-23 Fixed 6.25000000 N N N N N N CoBank, ACB P0J8I7M2E0A77CKF1705 19075QAC6 1717000.00000000 PA USD 1716482.12000000 0.032872670426 Long DBT CORP US N 2 2199-12-31 Fixed 6.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TW8 10675000.00000000 PA USD 10097882.81000000 0.193386444139 Long DBT UST US N 2 2043-11-15 Fixed 4.75000000 N N N N N N AS MILEAGE PLAN IP LTD. N/A 00218QAB6 4552000.00000000 PA USD 4413779.28000000 0.084529113303 Long DBT CORP KY Y 2 2031-10-20 Fixed 5.30800000 N N N N N N MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV N/A 594654YK5 4485000.00000000 PA USD 4255222.11000000 0.081492555257 Long DBT MUN US N 2 2039-12-01 Fixed 5.09600000 N N N N N N WHEELS FLEET LEASE FUNDING LLC N/A 96328GCC9 3655422.00000000 PA USD 3663646.98000000 0.070163189192 Long ABS-MBS CORP US Y 2 2039-09-19 Fixed 5.21000000 N N N N N N EDELMAN FINANCIAL CENTER N/A 27943UAN6 2000000.00000000 PA USD 2006120.00000000 0.038419579689 Long LON CORP US N 2 2031-11-30 Floating 7.73000000 N N N N N N CHS Inc. XEIEFTLYDQ1MZ6TZV015 12542R506 400000.00000000 NS USD 10072000.00000000 0.192890757599 Long EP CORP US N 1 N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773DP2 3651000.00000000 PA USD 3503445.49000000 0.067095140466 Long DBT CORP US N 2 2037-01-29 Fixed 5.14100000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FFC6 6719422.74000000 PA USD 6619295.28000000 0.126767363118 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 5.00000000 N N N N N N CARS DB N/A 12510HAZ3 3178900.80000000 PA USD 3043319.20000000 0.058283175745 Long ABS-MBS CORP US Y 2 2054-10-15 Variable 4.40000000 N N N N N N OSCAR US FUNDING TRUST 549300GTSLUONMR77U11 68784HAD3 473580.00000000 PA USD 470822.41000000 0.009016808117 Long ABS-MBS CORP US Y 2 2029-04-10 Fixed 2.82000000 N N N N N N ONE MANHATTAN WEST N/A 563136AG5 6785000.00000000 PA USD 6563905.97000000 0.125706592073 Long ABS-MBS CORP US Y 2 2040-09-10 Variable 2.41281000 N N N N N N Government National Mortgage Association N/A 38382KLT8 7289897.96000000 PA USD 5496609.71000000 0.105266601587 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 1.00000000 N N N N N N FLORIDA ST BRD ADMIN FIN CORP REV N/A 341271AH7 26804000.00000000 PA USD 27357703.66000000 0.523932504483 Long DBT MUN US N 2 2034-07-01 Fixed 5.52600000 N N N N N N CACL2601 N/A 48128DAH0 463000.00000000 PA USD 463074.78000000 0.008868431804 Long ABS-MBS CORP US Y 2 2034-07-25 Fixed 5.28100000 N N N N N N TEXAS ST N/A 8827244F1 2000000.00000000 PA USD 1993564.76000000 0.038179131938 Long DBT MUN US N 2 2041-10-01 Fixed 5.35700000 N N N N N N ZIMMER BIOMET HOLDINGS, INC. 2P2YLDVPES3BXQ1FRB91 98956PAZ5 1337000.00000000 PA USD 1313397.10000000 0.025153113745 Long DBT CORP US N 2 2034-09-15 Fixed 5.20000000 N N N N N N HILTON USA TRUST N/A 43300LAL4 1866000.00000000 PA USD 1861151.18000000 0.035643254678 Long ABS-MBS CORP US Y 2 2038-11-05 Variable 4.33328000 N N N N N N UNIVERSITY CINCINNATI OHIO GEN RCPTS N/A 9141195D0 905000.00000000 PA USD 908221.13000000 0.017393512890 Long DBT MUN US N 2 2040-06-01 Fixed 5.53400000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBH7 6581000.00000000 PA USD 5210509.96000000 0.099787451714 Long DBT CORP US N 2 2036-07-15 Fixed 3.85000000 N N N N N N AMERICAN HERITAGE AUTO RECEIVABLES TRUST N/A 026951AD5 1412000.00000000 PA USD 1407800.78000000 0.026961056295 Long ABS-MBS CORP US Y 2 2031-12-15 Fixed 4.79000000 N N N N N N LINCOLN CENTER FOR THE PERFORMING ARTS, INC. 5493005I1IFCGZIFFQ41 533097AA9 1475000.00000000 PA USD 1260916.60000000 0.024148049865 Long DBT CORP US N 2 2035-12-01 Fixed 3.70600000 N N N N N N CITIGROUP CAPITAL XIII N/A 173080201 87500.00000000 NS USD 2391375.00000000 0.045797670319 Long EP CORP US N 1 N N N HUDSON YARDS MORTGAGE TRUST N/A 44855PAC2 2624000.00000000 PA USD 2650943.51000000 0.050768715448 Long ABS-MBS CORP US Y 2 2040-01-13 Variable 5.95001000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C5HN4 1996951.17000000 PA USD 1986624.32000000 0.038046214272 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.50000000 N N N N N N FLORIDA GAS TRANSMISSION COMPANY, LLC 549300Q0UQF87NXNOC32 340711BC3 1807000.00000000 PA USD 1821181.83000000 0.034877794173 Long DBT CORP US Y 2 2035-07-15 Fixed 5.75000000 N N N N N N WESTLAKE CORPORATION GOXNEVUM0LL78B1OS344 960413BB7 1205000.00000000 PA USD 1169983.98000000 0.022406582236 Long DBT CORP US N 2 2035-11-15 Fixed 5.55000000 N N N N N N Government National Mortgage Association 2 N/A 36179V4L1 11237388.27400000 PA USD 9136438.02000000 0.174973634972 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 2.50000000 N N N N N N ALA TRUST N/A 009920AE9 715350.00000000 PA USD 718028.91000000 0.013751106079 Long ABS-MBS CORP US Y 2 2030-06-15 Floating 5.76850000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W0GU3 10082907.73000000 PA USD 9785476.57000000 0.187403493750 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.00000000 N N N N N N M.S.D. INVESTMENT CORP. N/A 55354LAC3 7946000.00000000 PA USD 7697148.85000000 0.147409538625 Long DBT CORP US Y 2 2031-02-05 Fixed 6.12500000 N N N N N N MARYLAND ST ECONOMIC DEV CORP REV N/A 574205JC5 905000.00000000 PA USD 899932.16000000 0.017234769274 Long DBT MUN US N 2 2034-11-30 Fixed 5.06800000 N N N N N N FISERV, INC. GI7UBEJLXYLGR2C7GV83 337738BQ0 1226000.00000000 PA USD 1170656.35000000 0.022419458919 Long DBT CORP US N 2 2035-08-11 Fixed 5.25000000 N N N N N Government National Mortgage Association 2 N/A 3622ACJK7 3199987.62000000 PA USD 3205005.57000000 0.061379661686 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 5.50000000 N N N N N N Sumitomo Mitsui Trust Bank, Limited 5493006GGLR4BTEL8O61 86563VCB3 745000.00000000 PA USD 725011.30000000 0.013884827137 Long DBT CORP JP Y 2 2035-03-13 Fixed 5.05000000 N N N N N N ACRISURE, LLC 549300R0Z1Q47XRTGO22 00488PAV7 1243686.86000000 PA USD 1136107.95000000 0.021757816043 Long LON CORP US N 2 2030-11-06 Floating 6.73000000 N N N N N N CALIFORNIA INFRASTRUCTURE & ECONOMIC DEV BK REV N/A 13034A5T3 1500000.00000000 PA USD 1477103.92000000 0.028288293703 Long DBT MUN US N 2 2038-07-01 Fixed 6.02900000 N N N N N N HAWAII ST N/A 419792R57 3075000.00000000 PA USD 2915849.18000000 0.055841973528 Long DBT MUN US N 2 2043-10-01 Fixed 5.10900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W22H3 15274751.68000000 PA USD 14399263.86000000 0.275762997898 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 4.50000000 N N N N N N VOYAGER PARENT, LLC 2549002DYVI4ACSV4V71 92921HAD7 8115284.06000000 PA USD 8121695.13000000 0.155540103913 Long LON CORP US N 2 2032-07-01 Floating 7.98000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05619PAA4 2260094.00000000 PA USD 2253910.14000000 0.043165055050 Long ABS-MBS CORP US Y 2 2044-12-15 Floating 5.37637000 N N N N N N INTL COMMERCIAL MORTGAGE TRUST N/A 44989YAA6 1239000.00000000 PA USD 1223413.77000000 0.023429826147 Long ABS-MBS CORP US Y 2 2037-11-05 Variable 5.04146000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TU2 9163000.00000000 PA USD 8285356.41000000 0.158674411726 Long DBT UST US N 2 2043-08-15 Fixed 4.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HKMB7 6413460.27000000 PA USD 6417619.67000000 0.122905035755 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 4.66608000 N N N N N N SHIFT4 PAYMENTS, LLC 254900GTEMR7L40VPI74 82453JAC2 2150000.00000000 PA USD 2145979.50000000 0.041098055157 Long LON CORP US N 2 2032-06-30 Floating 5.73000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EHJ2 2095682.00000000 PA USD 1920518.57000000 0.036780210678 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.00000000 N N N N N N DRYDEN CLO LTD N/A 26190TAQ4 2169000.00000000 PA USD 2169867.60000000 0.041555540632 Long ABS-MBS CORP US Y 2 2038-01-15 Floating 5.35292000 N N N N N N ENSTAR FINANCE LLC N/A 29360AAB6 9886000.00000000 PA USD 9755929.33000000 0.186837629026 Long DBT CORP US N 2 2042-01-15 Fixed 5.50000000 N N N N N N ROCKET COMPANIES, INC. N/A 77311WAB7 386000.00000000 PA USD 388560.37000000 0.007441392389 Long DBT CORP US Y 2 2033-08-01 Fixed 6.37500000 N N N N N N CHICAGO ILL N/A 1674862F5 1345000.00000000 PA USD 1341554.18000000 0.025692355256 Long DBT MUN US N 2 2033-01-01 Fixed 6.32600000 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST N/A 448976AF7 1265000.00000000 PA USD 1262537.61000000 0.024179094131 Long ABS-MBS CORP US N 2 2031-01-15 Fixed 4.67000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HFNP6 4760940.75000000 PA USD 4700317.14000000 0.090016653504 Long ABS-MBS USGSE US N 2 2051-06-25 Fixed 4.50000000 N N N N N N CHESAPEAKE FUNDING LLC 549300LG5AUFDML64706 165183DC5 2874000.00000000 PA USD 2875664.84000000 0.055072395709 Long ABS-MBS CORP US Y 2 2035-10-15 Fixed 6.15000000 N N N N N N Government National Mortgage Association 2 N/A 3622ACJB7 3506357.16000000 PA USD 3420761.79000000 0.065511649448 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UV8 6928000.00000000 PA USD 6702840.00000000 0.128367343692 Long DBT UST US N 2 2046-05-15 Fixed 5.00000000 N N N N N N CREDIT ACCEPTANCE AUTO LOAN TRUST N/A 22535PAA0 1243424.24000000 PA USD 1245842.54000000 0.023859363720 Long ABS-MBS CORP US Y 2 2033-12-15 Fixed 6.13000000 N N N N N N AMUR EQUIPMENT FINANCE RECEIVABLES LLC N/A 03237CAD4 2616000.00000000 PA USD 2629566.93000000 0.050359328562 Long ABS-MBS CORP US Y 2 2031-01-21 Fixed 5.55000000 N N N N N N ALLY BANK AUTO CREDIT-LINKED NOTES N/A 02007G6Q1 2927900.63000000 PA USD 2914946.74000000 0.055824690730 Long ABS-MBS CORP US Y 2 2033-09-15 Fixed 4.69700000 N N N N N N STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 857477CG6 2880000.00000000 PA USD 2992702.10000000 0.057313798186 Long DBT CORP US N 2 2034-11-21 Fixed 6.12300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMC79 9249574.54000000 PA USD 7590893.57000000 0.145374623865 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 2.50000000 N N N N N N LKQ CORPORATION DS830JTTZQN6GK0I2E41 501889AF6 84000.00000000 PA USD 85538.07000000 0.001638155592 Long DBT CORP US N 2 2033-06-15 Fixed 6.25000000 N N N N N N VERDANT RECEIVABLES LLC N/A 92339MAB6 1322959.20000000 PA USD 1338101.05000000 0.025626223717 Long ABS-MBS CORP US Y 2 2031-12-12 Fixed 5.68000000 N N N N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 902973866 5000.00000000 NS USD 3831100.00000000 0.073370113327 Long EP CORP US N 1 N N N QNITY ELECTRONICS, INC. 254900RSUG4J9TFFZX53 74743LAA8 2266000.00000000 PA USD 2253054.31000000 0.043148664889 Long DBT CORP US Y 2 2032-08-15 Fixed 5.75000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401BT4 2275000.00000000 PA USD 2188301.69000000 0.041908575341 Long DBT CORP CH Y 2 2037-08-10 Fixed 5.19900000 N N N N N N NEW JERSEY ST HSG & MTG FIN AGY REV N/A 64613AKK7 445000.00000000 PA USD 454804.38000000 0.008710043826 Long DBT MUN US N 2 2035-04-01 Fixed 5.69000000 N N N N N N SBNA AUTO RECEIVABLES TRUST N/A 78437XAD8 1718000.00000000 PA USD 1720513.20000000 0.032949870393 Long ABS-MBS CORP US Y 2 2031-09-15 Fixed 5.34000000 N N N N N N FORD CREDIT FLOORPLAN MASTER OWNER TRUST A 5493001DTG5N7T8BG747 34528QJR6 6005000.00000000 PA USD 5989845.80000000 0.114712658286 Long ABS-MBS CORP US Y 2 2031-09-15 Fixed 4.61000000 N N N N N N JBS N.V. 254900JSFON4WL81TW77 46590XBA3 1800000.00000000 PA USD 1759824.00000000 0.033702718884 Long DBT CORP NL Y 2 2037-03-10 Fixed 5.62500000 N N N N N N SOUTHWEST AIRLINES CO. UDTZ87G0STFETI6HGH41 844741BM9 329000.00000000 PA USD 311638.07000000 0.005968239020 Long DBT CORP US N 2 2035-11-15 Fixed 5.25000000 N N N N N N FEDEX FREIGHT HOLDING COMPANY, INC. 984500Y1DA5A58ICE336 314352AG0 768000.00000000 PA USD 732664.13000000 0.014031387917 Long DBT CORP US Y 2 2036-03-15 Fixed 5.25000000 N N N N N N AMERICAN AIRLINES, INC. N/A 02379VAA8 2131000.00000000 PA USD 2069443.64000000 0.039632302574 Long DBT CORP US N 2 2040-05-10 Fixed 5.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D95B6 3773968.11000000 PA USD 3615118.79000000 0.069233816740 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179YDJ0 3634790.56000000 PA USD 3544224.43000000 0.067876105580 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 5.00000000 N N N N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 871829BX4 5387000.00000000 PA USD 5074633.61000000 0.097185258297 Long DBT CORP US N 2 2036-03-25 Fixed 4.95000000 N N N N N N Government National Mortgage Association 2 N/A 3618J6EV0 557772.30000000 PA USD 568526.93000000 0.010887965671 Long ABS-MBS USGA US N 2 2054-10-20 Fixed 7.50000000 N N N N N N ARDONAGH FINCO UK LIMITED N/A 039853AA4 1349000.00000000 PA USD 1369001.07000000 0.026217995785 Long DBT CORP GB Y 2 2031-02-15 Fixed 7.75000000 N N N N N N Government National Mortgage Association 2 N/A 36179X2J4 2968456.05000000 PA USD 2812461.71000000 0.053861980734 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 4.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DN6 1000000.00000000 PA USD 1065115.20000000 0.020398220597 Long DBT CORP GB N 2 2038-06-01 Fixed 6.80000000 N N N N N N CARVANA AUTO RECEIVABLES TRUST N/A 14687HAE3 86974.09000000 PA USD 85696.64000000 0.001641192396 Long ABS-MBS CORP US N 2 2028-09-11 Fixed 2.30000000 N N N N N N Smithfield Foods, Inc. CVTIPZRZJC0JQEZLL598 832248BD9 1135000.00000000 PA USD 994631.64000000 0.019048376744 Long DBT CORP US Y 2 2031-09-13 Fixed 2.62500000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING N/A 05377RKG8 492500.02000000 PA USD 493476.47000000 0.009450660261 Long ABS-MBS CORP US Y 2 2027-10-20 Fixed 7.26000000 N N N N N N BOARDWALK PIPELINES, LP 549300W6AQ2GHHCGL606 096630AL2 1060000.00000000 PA USD 1033289.34000000 0.019788717594 Long DBT CORP US N 2 2036-02-15 Fixed 5.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHT1 207000.00000000 PA USD 198412.73000000 0.003799839337 Long DBT UST US N 2 2033-08-15 Fixed 3.87500000 N N N N N N NEW YORK N Y CITY INDL DEV AGY REV N/A 64971PLN3 1250000.00000000 PA USD 943099.69000000 0.018061478722 Long DBT MUN US N 2 2036-01-01 Fixed 2.43600000 N N N N N N HOWARD MIDSTREAM ENERGY PARTNERS, LLC N/A 442722AE4 344000.00000000 PA USD 343811.37000000 0.006584395912 Long DBT CORP US Y 2 2035-01-15 Fixed 6.62500000 N N N N N N USB AUTO OWNER TRUST N/A 90367VAG4 729000.00000000 PA USD 729813.63000000 0.013976797458 Long ABS-MBS CORP US Y 2 2032-12-15 Fixed 5.40000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TG3 30000000.00000000 PA USD 19715625.00000000 0.377577625377 Long DBT UST US N 2 2052-05-15 Fixed 2.87500000 N N N N N N GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C. N/A 39154GAM8 3430267.00000000 PA USD 3409607.50000000 0.065298031552 Long ABS-MBS CORP US Y 2 2033-01-18 Fixed 5.01000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140AT6Z4 5720207.40000000 PA USD 5678645.75000000 0.108752807869 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.50000000 N N N N N N BXP TRUST N/A 05607TAA0 4964000.00000000 PA USD 4275960.88000000 0.081889727324 Long ABS-MBS CORP US Y 2 2044-01-15 Fixed 2.61800000 N N N N N N BP CAPITAL MARKETS P.L.C. 549300CRVT18MXX0AG93 05565QDV7 142000.00000000 PA USD 138652.29000000 0.002655355963 Long DBT CORP GB N 2 2199-12-31 Fixed 4.87500000 N N N N N N Government National Mortgage Association 2 N/A 36179YKS2 3224238.07000000 PA USD 3226843.48000000 0.061797883589 Long ABS-MBS USGA US N 2 2053-11-20 Fixed 5.50000000 N N N N N N BOFA AUTO TRUST N/A 09709AAC6 7939.66000000 PA USD 7968.83000000 0.000152612555 Long ABS-MBS CORP US Y 2 2028-11-15 Fixed 5.35000000 N N N N N N MINNESOTA ST HSG FIN AGY N/A 60416UGH2 1240000.00000000 PA USD 1240476.14000000 0.023756590789 Long DBT MUN US N 2 2039-08-01 Fixed 5.58000000 N N N N N N 720 EAST CLO LTD N/A 81785AAL2 4197000.00000000 PA USD 4197839.40000000 0.080393608235 Long ABS-MBS CORP US Y 2 2038-01-20 Floating 5.32921000 N N N N N N ALLY BANK AUTO CREDIT-LINKED NOTES N/A 02007G5G4 1905322.78000000 PA USD 1902678.77000000 0.036438557328 Long ABS-MBS CORP US Y 2 2033-06-15 Fixed 4.99100000 N N N N N N AUXILIOR TERM FUNDING LLC N/A 05335KAF7 267000.00000000 PA USD 266354.52000000 0.005101005277 Long ABS-MBS CORP US Y 2 2036-08-15 Fixed 6.38000000 N N N N N N LAD AUTO RECEIVABLES TRUST N/A 50571AAF8 3287503.00000000 PA USD 3333885.39000000 0.063847863247 Long ABS-MBS CORP US Y 2 2029-03-15 Fixed 6.76000000 N N N N N N CARMAX AUTO OWNER TRUST N/A 14318MAH2 2716000.00000000 PA USD 2720569.47000000 0.052102135243 Long ABS-MBS CORP US N 2 2029-01-16 Fixed 6.20000000 N N N N N N NYC TRUST N/A 62957YAC2 1065000.00000000 PA USD 1050025.42000000 0.020109233395 Long ABS-MBS CORP US Y 2 2040-06-06 Variable 5.35309000 N N N N N N PROGRESS RESIDENTIAL MASTER TRUST N/A 74333PAC1 3250000.00000000 PA USD 3043482.89000000 0.058286310602 Long ABS-MBS CORP US Y 2 2040-08-17 Fixed 1.94200000 N N N N N N DRYDEN CLO LTD N/A 26248XAN4 4320772.00000000 PA USD 4323584.82000000 0.082801782314 Long ABS-MBS CORP US Y 2 2038-10-20 Floating 5.14523000 N N N N N N AVENTURA MALL VENTURE N/A 05359AAA1 1450000.00000000 PA USD 1425416.47000000 0.027298417672 Long ABS-MBS CORP US Y 2 2040-07-05 Variable 4.24940000 N N N N N N JH NORTH AMERICA HOLDINGS INC. 254900A6FXA0D81TL967 46593WAB1 5000000.00000000 PA USD 5012285.74000000 0.095991222566 Long DBT CORP US Y 2 2032-07-31 Fixed 6.12500000 N N N N N N NEVADA HSG DIV SINGLE FAMILY MTG REV N/A 641279F33 3480000.00000000 PA USD 3294886.58000000 0.063100989735 Long DBT MUN US N 2 2045-10-01 Fixed 5.67500000 N N N N N N SLM STUDENT LOAN TRUST N/A 78447GAD3 2500000.00000000 PA USD 2400223.85000000 0.045967136302 Long ABS-MBS CORP US N 2 2043-04-27 Floating 4.73056000 N N N N N N ALLY BANK AUTO CREDIT-LINKED NOTES N/A 02007G4E0 1287367.79000000 PA USD 1290900.10000000 0.024722269487 Long ABS-MBS CORP US Y 2 2032-09-15 Fixed 5.41000000 N N N N N N SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY N/A 87166PAP6 27000.00000000 PA USD 27120.73000000 0.000519394177 Long ABS-MBS CORP US N 2 2031-02-18 Fixed 4.78000000 N N N N N N BROWN & BROWN, INC. 549300PC8KTJ71XKFY89 115236AM3 7487000.00000000 PA USD 7345505.97000000 0.140675159998 Long DBT CORP US N 2 2035-06-23 Fixed 5.55000000 N N N N N N CONSOLIDATED COMMUNICATIONS LLC N/A 209031AA1 934700.00000000 PA USD 941871.22000000 0.018037952063 Long ABS-MBS CORP US Y 2 2055-05-20 Fixed 6.00000000 N N N N N N ROYAL CARIBBEAN CRUISES LTD. K2NEH8QNVW44JIWK7Z55 780153BV3 2826000.00000000 PA USD 2847107.43000000 0.054525487404 Long DBT CORP LR Y 2 2033-02-01 Fixed 6.00000000 N N N N N N EP WEALTH ADVISORS, LLC 254900EMIFA00FZWU856 29416NAC0 498750.00000000 PA USD 500620.31000000 0.009587473278 Long LON CORP US N 2 2032-10-18 Floating 6.17000000 N N N N N N INTERNATIONAL BUSINESS MACHINES CORPORATION VGRQXHF3J8VDLUA7XE92 459200KB6 5616000.00000000 PA USD 4673399.37000000 0.089501146251 Long DBT CORP US N 2 2039-05-15 Fixed 4.15000000 N N N N N N DRYDEN CLO LTD N/A 26290AAE1 2763000.00000000 PA USD 2763013.82000000 0.052914994936 Long ABS-MBS CORP US Y 2 2039-10-15 None 0.00000000 N N N N N N LAMAR MEDIA CORP. N/A 513075CA7 91000.00000000 PA USD 88457.75000000 0.001694070930 Long DBT CORP US Y 2 2033-11-01 Fixed 5.37500000 N N N N N N EQUIFAX INC. 5493004MCF8JDC86VS77 294429AY1 1862000.00000000 PA USD 1867902.23000000 0.035772545300 Long DBT CORP US N 2 2033-08-15 Fixed 5.65000000 N N N N N N 720 EAST CLO LTD N/A 81800FAC2 2763000.00000000 PA USD 2763013.82000000 0.052914994936 Long ABS-MBS CORP US Y 2 2039-10-20 None 0.00000000 N N N N N N Government National Mortgage Association 2 N/A 3622ADLA4 5958999.76000000 PA USD 5141295.95000000 0.098461921250 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 3622ACN63 3146833.45000000 PA USD 3151369.43000000 0.060352465928 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 5.50000000 N N N N N N ORGANON & CO. 549300AMCKY57OK2CO56 68622FAB7 2949000.00000000 PA USD 3148929.27000000 0.060305733967 Long DBT CORP US Y 2 2034-05-15 Fixed 7.87500000 N N N N N N Government National Mortgage Association 2 N/A 36179XQS8 5998410.37000000 PA USD 5210904.06000000 0.099794999196 Long ABS-MBS USGA US N 2 2053-01-20 Fixed 3.00000000 N N N N N N TESLA ELECTRIC VEHICLE TRUST N/A 881943AF1 2900000.00000000 PA USD 2935034.09000000 0.056209387331 Long ABS-MBS CORP US Y 2 2031-05-20 Fixed 5.82000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKU4 100000.00000000 PA USD 100835.94000000 0.001931127964 Long DBT UST US N 2 2031-05-31 Fixed 4.62500000 N N N N N N HPEFS EQUIPMENT TRUST N/A 44328UAF3 1005463.99000000 PA USD 1009972.04000000 0.019342163616 Long ABS-MBS CORP US Y 2 2031-07-21 Fixed 6.97000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QQK95 8698077.54000000 PA USD 7970439.78000000 0.152643384388 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.00000000 N N N N N N VERDANT RECEIVABLES LLC N/A 92339MAC4 793000.00000000 PA USD 801365.45000000 0.015347099758 Long ABS-MBS CORP US Y 2 2031-12-12 Fixed 5.72000000 N N N N N N THE TIMKEN COMPANY B0I35MLPFXZSE70ASS73 887389AL8 489000.00000000 PA USD 460425.35000000 0.008817692075 Long DBT CORP US N 2 2032-04-01 Fixed 4.12500000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDH1 1787000.00000000 PA USD 1373002.40000000 0.026294626004 Long DBT CORP US N 2 2040-04-01 Fixed 3.75000000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 345285AC4 2250000.00000000 PA USD 2235524.50000000 0.042812948216 Long ABS-MBS CORP US Y 2 2034-05-15 Fixed 2.11000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W4DA2 5918857.46000000 PA USD 5715494.22000000 0.109458499816 Long ABS-MBS USGSE US N 2 2055-11-01 Fixed 5.00000000 N N N N N N YAMAHA MOTOR MASTER TRUST II N/A 98463GAK4 915000.00000000 PA USD 910056.19000000 0.017428656468 Long ABS-MBS CORP US Y 2 2031-04-15 Fixed 4.89000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128286T2 6922000.00000000 PA USD 6571573.75000000 0.125853439163 Long DBT UST US N 2 2029-05-15 Fixed 2.37500000 N N N N N N HILTON USA TRUST N/A 43300LAG5 4650000.00000000 PA USD 4643675.72000000 0.088931903065 Long ABS-MBS CORP US Y 2 2038-11-05 Variable 4.33328000 N N N N N N BOOKING HOLDINGS INC. FXM8FAOHMYDIPD38UZ17 09857LBN7 1421000.00000000 PA USD 1398362.56000000 0.026780303176 Long DBT CORP US N 2 2036-05-07 Fixed 5.37500000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JDC5 1111000.00000000 PA USD 1108216.03000000 0.021223652661 Long DBT CORP US N 2 2035-04-01 Fixed 5.35000000 N N N N N N MMAF EQUIPMENT FINANCE LLC N/A 55318CAD6 72646.00000000 PA USD 73381.64000000 0.001405345525 Long ABS-MBS CORP US Y 2 2049-07-13 Fixed 5.10000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST N/A 96043KAN2 590000.00000000 PA USD 587899.85000000 0.011258980089 Long ABS-MBS CORP US Y 2 2033-09-15 Fixed 5.35000000 N N N N N N VSP OPTICAL GROUP, INC. 549300PHX8USLM2BT742 91836LAC6 4197000.00000000 PA USD 4160322.35000000 0.079675112187 Long DBT CORP US Y 2 2036-06-01 Fixed 5.65000000 N N N N N N BLACKSTONE REG FINANCE CO. L.L.C. 254900S2G1V55FTA4590 092914AC4 1529000.00000000 PA USD 1456770.04000000 0.027898875760 Long DBT CORP US N 2 2036-02-15 Fixed 4.95000000 N N N N N N GGP TRUST N/A 373914AC4 5062792.00000000 PA USD 4909973.22000000 0.094031816342 Long ABS-MBS CORP US Y 2 2043-03-05 Variable 5.05571000 N N N N N N Government National Mortgage Association 2 N/A 36179XBQ8 1858129.40000000 PA USD 1552801.64000000 0.029737994910 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 2.50000000 N N N N N N CARDS II TRUST N/A 14161GCP3 3650000.00000000 PA USD 3635176.74000000 0.069617950296 Long ABS-MBS CORP US Y 2 2031-03-17 Fixed 5.42000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KY6U8 1131583.36000000 PA USD 1083067.23000000 0.020742023284 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W6G89 5579023.44000000 PA USD 5107441.20000000 0.097813562595 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 4.00000000 N N N N N N ARES COMMERCIAL MORTGAGE TRUST N/A 04021QAC3 434000.00000000 PA USD 433816.46000000 0.008308100241 Long ABS-MBS CORP US Y 2 2043-02-15 Floating 5.17637000 N N N N N N HERTZ VEHICLE FINANCING III LLC N/A 42806MCA5 2875000.00000000 PA USD 2889297.14000000 0.055333470439 Long ABS-MBS CORP US Y 2 2028-02-25 Fixed 5.94000000 N N N N N N BLOCK FINANCIAL LLC N/A 093662AH7 1036000.00000000 PA USD 979419.09000000 0.018757038351 Long DBT CORP US N 2 2030-08-15 Fixed 3.87500000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RNH1 3052000.00000000 PA USD 2907542.42000000 0.055682889212 Long DBT CORP US N 2 2036-04-30 Fixed 5.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EGU8 2887747.55000000 PA USD 2885570.07000000 0.055262092623 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 5.50000000 N N N N N N INTERSTATE POWER AND LIGHT COMPANY EF9UQIIO4KY2BWOK3P26 461070AX2 3269000.00000000 PA USD 3285748.54000000 0.062925985421 Long DBT CORP US N 2 2035-06-29 Fixed 5.60000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BZ6 6448000.00000000 PA USD 4360266.56000000 0.083504281184 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83368RCN0 3712000.00000000 PA USD 3551680.15000000 0.068018891469 Long DBT CORP FR Y 2 2037-04-10 Fixed 5.40000000 N N N N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 67066GAG9 10054000.00000000 PA USD 7979225.65000000 0.152811644230 Long DBT CORP US N 2 2040-04-01 Fixed 3.50000000 N N N N N N The Northwestern Mutual Life Insurance Co 1DU7IM20QESYGDO4HO54 668138AF7 765000.00000000 PA USD 754465.95000000 0.014448918653 Long DBT CORP US Y 2 2055-05-29 Fixed 6.17000000 N N N N N N DELTA 2 LUX SARL N/A L2465BAW6 1100000.00000000 PA USD 1099769.00000000 0.021061882008 Long LON CORP GB N 2 2031-09-19 Floating 5.48000000 N N N N N N NEW ECONOMY ASSETS PHASE I SPONSOR LLC N/A 643821AA9 6097000.00000000 PA USD 4938630.97000000 0.094580646277 Long ABS-MBS CORP US Y 2 2061-10-20 Fixed 1.91000000 N N N N N N The Northwestern Mutual Life Insurance Co 1DU7IM20QESYGDO4HO54 668131AA3 2132000.00000000 PA USD 2141191.64000000 0.041006361954 Long DBT CORP US Y 2 2040-03-30 Fixed 6.06300000 N N N N N N WESTLAKE CORPORATION GOXNEVUM0LL78B1OS344 960413AY8 2825000.00000000 PA USD 1890893.79000000 0.036212860970 Long DBT CORP US N 2 2041-08-15 Fixed 2.87500000 N N N N N N LAD AUTO RECEIVABLES TRUST N/A 50571AAE1 2783889.39000000 PA USD 2796137.41000000 0.053549351009 Long ABS-MBS CORP US Y 2 2028-10-16 Fixed 6.39000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SN9 4535000.00000000 PA USD 2040041.41000000 0.039069214963 Long DBT UST US N 2 2050-05-15 Fixed 1.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XRKD6 5924596.24000000 PA USD 5898688.28000000 0.112966883555 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.50000000 N N N N N N COTY INC. 549300BO9IWPF3S48F93 22207AAA0 5089000.00000000 PA USD 5117842.37000000 0.098012757349 Long DBT CORP US Y 2 2030-07-15 Fixed 6.62500000 N N N N N N TARRANT CNTY TEX CULTURAL ED FACS FIN CORP HOSP REV N/A 87638QRC5 1000000.00000000 PA USD 885921.86000000 0.016966455396 Long DBT MUN US N 2 2031-09-01 Fixed 2.41100000 N N N N N N HUDSON YARDS MORTGAGE TRUST N/A 44421GAJ2 4947000.00000000 PA USD 4571084.25000000 0.087541690233 Long ABS-MBS CORP US Y 2 2039-07-10 Variable 3.55790000 N N N N N N DBWF MORTGAGE TRUST N/A 23307KAA5 2750489.00000000 PA USD 2749739.08000000 0.052660767905 Long ABS-MBS CORP US Y 2 2034-04-15 Floating 5.36700000 N N N N N N NEW YORK LIFE GLOBAL FUNDING 635400DPNHEAUHB7ZI15 64952WFM0 5230000.00000000 PA USD 5215266.11000000 0.099878537633 Long DBT CORP US Y 2 2035-01-23 Fixed 5.35000000 N N N N N N UNITI SERVICES LLC 549300KT9GVEBYCD2N29 91327BAA8 8409000.00000000 PA USD 8295988.61000000 0.158878030978 Long DBT CORP US Y 2 2029-02-15 Fixed 6.50000000 N N N N N Breakwater Energy Holdings S.a r.l. 984500969HAFA937F390 10637BAA3 2320000.00000000 PA USD 2451350.90000000 0.046946280008 Long DBT CORP LU Y 2 2030-11-15 Fixed 9.25000000 N N N N N N SODEXO, INC. 549300WSZGQGJQXRFU84 833794AD2 1166000.00000000 PA USD 1164497.79000000 0.022301515184 Long DBT CORP US Y 2 2035-08-15 Fixed 5.80000000 N N N N N N ISKANDAR ENTERPRISE LLC N/A 464338AC6 1070000.00000000 PA USD 1048975.77000000 0.020089131352 Long ABS-MBS CORP US Y 2 2056-04-17 Fixed 5.53800000 N N N N N N CCG RECEIVABLES TRUST N/A 12515XAD2 1212000.00000000 PA USD 1207442.13000000 0.023123950279 Long ABS-MBS CORP US Y 2 2032-10-14 Fixed 4.89000000 N N N N N N ARI FLEET LEASE TRUST N/A 00218KAE3 750500.00000000 PA USD 755135.52000000 0.014461741713 Long ABS-MBS CORP US Y 2 2032-11-15 Fixed 6.05000000 N N N N N N GAIA PURCHASER, INC. N/A 36276MAA0 2094000.00000000 PA USD 2100559.15000000 0.040228201531 Long DBT CORP US Y 2 2033-07-15 Fixed 7.62500000 N N N N N N ONE MANHATTAN WEST N/A 563136AJ9 6475052.00000000 PA USD 6231932.37000000 0.119348903510 Long ABS-MBS CORP US Y 2 2040-09-10 Variable 2.41281000 N N N N N N DIAMONDBACK ENERGY, INC. 549300R22LSX6OHWEN64 25278XBA6 439000.00000000 PA USD 408599.25000000 0.007825160731 Long DBT CORP US N 2 2054-04-18 Fixed 5.75000000 N N N N N N MORGAN STANLEY CAPITAL I TRUST N/A 61773PAG6 2750000.00000000 PA USD 2304002.00000000 0.044124373638 Long ABS-MBS CORP US Y 2 2031-11-09 Variable 2.80980000 N N N N N N VB-S1 ISSUER, LLC N/A 91823ABC4 3151114.00000000 PA USD 3158761.05000000 0.060494024226 Long ABS-MBS CORP US Y 2 2054-05-15 Fixed 5.59000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING N/A 05377RGW8 8750000.00000000 PA USD 8809751.11000000 0.168717192798 Long ABS-MBS CORP US Y 2 2028-02-22 Fixed 7.05000000 N N N N N N US FOODS, INC. 5493000JOOFAOUY1JZ87 90351HAG3 2413250.00000000 PA USD 2428646.54000000 0.046511464559 Long LON CORP US N 2 2031-10-03 Floating 5.48000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBP9 1650000.00000000 PA USD 1536191.38000000 0.029419888711 Long DBT RF GB N 2 2035-09-23 Fixed 3.56400000 N N N N N N EXPERIAN FINANCE US, INC. 98450068569C0C85B875 30220DAA0 5966000.00000000 PA USD 5788741.16000000 0.110861265677 Long DBT CORP US Y 2 2036-08-24 Fixed 5.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DTG79 1509232.09300000 PA USD 1503051.07000000 0.028785212430 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 5.50000000 N N N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 254900C5LP6DN9OP9V83 3133ERMZ1 4527000.00000000 PA USD 4378876.56000000 0.083860684778 Long DBT USGSE US N 2 2039-08-05 Fixed 5.60000000 N N N N N N SFS AUTO RECEIVABLES SECURITIZATION TRUST N/A 78435VAF9 1841000.00000000 PA USD 1859032.70000000 0.035602683270 Long ABS-MBS CORP US Y 2 2032-01-20 Fixed 5.51000000 N N N N N N HIGHTOWER HOLDING, LLC 254900MKOSB7RTMA9K12 43118DAA8 1820000.00000000 PA USD 1814256.43000000 0.034745164541 Long DBT CORP US Y 2 2029-04-15 Fixed 6.75000000 N N N N N N MHP COMMERCIAL MORTGAGE TRUST N/A 55293DAG6 2000000.01000000 PA USD 1999388.00000000 0.038290653897 Long ABS-MBS CORP US Y 2 2027-01-15 Floating 5.28927000 N N N N N N DIAMOND INFRASTRUCTURE FUNDING N/A 25265LAE0 3000000.00000000 PA USD 2971869.06000000 0.056914820737 Long ABS-MBS CORP US Y 2 2049-04-15 Fixed 3.47500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CUA0 1752299.03000000 PA USD 1578794.74000000 0.030235793635 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N KEYCORP CAPITAL II N/A 49326YAA7 750000.00000000 PA USD 764966.05000000 0.014650008034 Long DBT CORP US N 2 2029-03-17 Fixed 6.87500000 N N N N N N AMC ENTERTAINMENT HOLDINGS, INC. 549300ZO77UNR6NRBR11 00164CAD7 1642181.09000000 PA USD 1647485.33000000 0.031551299983 Long LON CORP US N 2 2029-01-04 Floating 10.67000000 N N N N N N SLM STUDENT LOAN TRUST N/A 78442GKP0 248104.31000000 PA USD 240600.94000000 0.004607793645 Long ABS-MBS CORP US N 2 2065-10-25 Floating 4.43768000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KLPT8 6116167.35000000 PA USD 5213362.99000000 0.099842090625 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 3.00000000 N N N N N N 7-ELEVEN, INC. 549300K23JPL0SS3LB18 817826AG5 602000.00000000 PA USD 338609.17000000 0.006484767606 Long DBT CORP US Y 2 2051-02-10 Fixed 2.80000000 N N N N N N SOUTH JERSEY TRANSN AUTH N J TRANSN SYS REV N/A 838536JW1 450000.00000000 PA USD 448969.89000000 0.008598306415 Long DBT MUN US N 2 2026-11-01 Fixed 3.12000000 N N N N N N M&T EQUIPTMENT LLC N/A 55340QAD7 1804000.00000000 PA USD 1810418.18000000 0.034671657497 Long ABS-MBS CORP US Y 2 2032-03-16 Fixed 4.91000000 N N N N N N AMERICAN AIRLINES, INC. N/A 02377TAB3 4145000.00000000 PA USD 4144086.66000000 0.079364179448 Long DBT CORP US N 2 2037-02-20 Fixed 6.30000000 N N N N N N Government National Mortgage Association N/A 38381QG96 796725.56000000 PA USD 796747.12000000 0.015258653255 Long ABS-MBS USGA US N 2 2065-03-20 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EHL7 3563868.55000000 PA USD 3624613.98000000 0.069415660902 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X5CM3 2929944.61000000 PA USD 2714167.67000000 0.051979533172 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.00000000 N N N N N N NEW JERSEY ST HSG & MTG FIN AGY REV N/A 64613AMT6 435000.00000000 PA USD 437384.28000000 0.008376428229 Long DBT MUN US N 2 2040-10-01 Fixed 5.84800000 N N N N N N PRESTIGE BRANDS INC N/A BL5685211 500000.00000000 PA USD 501250.00000000 0.009599532590 Long LON CORP US N 2 2033-06-12 Floating 5.73000000 N N N N N N ONEDIGITAL BORROWER LLC 2549009GTKWWAO1E9X77 68277FAN9 2788500.00000000 PA USD 2731001.13000000 0.052301913916 Long LON CORP US N 2 2031-07-02 Floating 6.73000000 N N N N N N MASSACHUSETTS EDL FING AUTH ED LN REV N/A 57563RUF4 8365000.00000000 PA USD 8404747.66000000 0.160960895906 Long DBT MUN US N 2 2050-07-01 Fixed 6.16600000 N N N N N N VERTICAL BRIDGE CC LLC N/A 91823AAW1 4500000.00000000 PA USD 4053132.64000000 0.077622301983 Long ABS-MBS CORP US Y 2 2052-02-15 Fixed 3.70600000 N N N N N N MERCHANTS FLEET FUNDING LLC N/A 588926AM7 1037000.00000000 PA USD 1022752.10000000 0.019586916938 Long ABS-MBS CORP US Y 2 2039-01-20 Fixed 4.91000000 N N N N N N KANKAKEE ILL N/A 484404B56 905000.00000000 PA USD 887321.11000000 0.016993252694 Long DBT MUN US N 2 2036-12-01 Fixed 5.28200000 N N N N N N CLARUS CAPITAL FUNDING LLC N/A 18271JAD4 925000.00000000 PA USD 921072.03000000 0.017639622882 Long ABS-MBS CORP US Y 2 2032-08-20 Fixed 5.01000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W4ZJ9 5246593.07400000 PA USD 4702985.75000000 0.090067760553 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137GB3G8 3418254.07700000 PA USD 3365766.91000000 0.064458432205 Long ABS-MBS USGSE US N 2 2054-12-25 Fixed 5.00000000 N N N N N N VERIZON MASTER TRUST N/A 92348KDX8 7426549.00000000 PA USD 7483496.64000000 0.143317845153 Long ABS-MBS CORP US Y 2 2033-01-20 Fixed 5.34000000 N N N N N N BARINGS EQUIPMENT FINANCE LLC N/A 06764MAD6 3969000.00000000 PA USD 3995939.97000000 0.076526994453 Long ABS-MBS CORP US Y 2 2050-06-13 Fixed 5.02000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DLU4 1312079.49000000 PA USD 1215018.11000000 0.023269039290 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 4.00000000 N N N N N N SECURITIZED TERM AUTO RECEIVABLES TRUST N/A 81378RAC8 745765.00000000 PA USD 749363.68000000 0.014351204125 Long ABS-MBS CORP US Y 2 2031-07-25 Fixed 5.18500000 N N N N N N BLOCK, INC. 549300OHIIUWSTIZME52 852234AS2 400000.00000000 PA USD 404457.15000000 0.007745834598 Long DBT CORP US N 2 2032-05-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 2 N/A 3618H9GQ5 12336977.62000000 PA USD 12000042.72000000 0.229815064683 Long ABS-MBS USGA US N 2 2054-11-20 Fixed 5.00000000 N N N N N N OCCU AUTO RECEIVABLES TRUST N/A 67098SAE0 2907000.00000000 PA USD 2894573.12000000 0.055434511720 Long ABS-MBS CORP US Y 2 2031-04-15 Fixed 4.94000000 N N N N N N DUKE ENERGY CAROLINAS NC STORM FUNDING LLC N/A 26443YAA3 1428000.00000000 PA USD 1378726.57000000 0.026404250656 Long DBT CORP US N 2 2046-03-01 Fixed 4.89800000 N N N N N N NRG ENERGY, INC. 5E2UPK5SW04M13XY7I38 62937NBC0 1582266.12000000 PA USD 1580493.98000000 0.030268336098 Long LON CORP US N 2 2031-04-16 Floating 5.49000000 N N N N N N CORPORATE ONE AUTO RECEIVABLES TR N/A 22004UAG8 548000.00000000 PA USD 542881.55000000 0.010396826198 Long ABS-MBS CORP US Y 2 2034-07-15 Fixed 5.48000000 N N N N N N ADVANCED DRAINAGE SYSTEMS, INC. 6QQTOZ5MF5DHM7K92I60 00769QAK9 598500.00000000 PA USD 602839.13000000 0.011545085037 Long LON CORP US N 2 2033-02-11 Floating 5.33000000 N N N N N N Banco Santander Mexico, S.A., Institucion de Banca Multiple, Grupo Financiero Santander Mexico SCRYQ25DTVRHYYMM6P89 05969BAF0 544000.00000000 PA USD 552073.78000000 0.010572868315 Long DBT CORP MX Y 2 2029-12-10 Fixed 5.62100000 N N N N N N AUXILIOR TERM FUNDING LLC N/A 05335JAC7 1890000.00000000 PA USD 1913405.89000000 0.036643994411 Long ABS-MBS CORP US Y 2 2030-06-17 Fixed 6.05000000 N N N N N N MASTER CREDIT CARD TRUST II N/A 576339DU6 1646000.00000000 PA USD 1729760.86000000 0.033126974061 Long ABS-MBS CORP US Y 2 2032-10-21 Fixed 6.56000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNAS2 3115879.13000000 PA USD 2761807.77000000 0.052891897646 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DUQT7 15305658.78000000 PA USD 15208953.93000000 0.291269524012 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.50000000 N N N N N N MINNESOTA ST HSG FIN AGY N/A 60416UEP6 4470000.00000000 PA USD 4466129.95000000 0.085531690785 Long DBT MUN US N 2 2044-07-01 Fixed 5.91500000 N N N N N N HPEFS EQUIPMENT TRUST N/A 40446EAF4 4770000.00000000 PA USD 4722689.41000000 0.090445109035 Long ABS-MBS CORP US Y 2 2033-03-21 Fixed 4.99000000 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46592FAC7 226300000.00000000 PA USD 215890.20000000 0.004134553637 Long ABS-MBS CORP US Y 2 2040-01-05 Variable 0.08710000 N N N N N N KEENAN DEVELOPMENT ASSOCIATES OF TENNESSEE, LLC N/A 48730PAC4 116067.96000000 PA USD 116178.17000000 0.002224949883 Long DBT CORP US Y 2 2028-07-15 Fixed 5.02000000 N N N N N N LAD AUTO RECEIVABLES TRUST N/A 501689AF0 2888000.00000000 PA USD 2916934.92000000 0.055862766738 Long ABS-MBS CORP US Y 2 2029-06-15 Fixed 5.64000000 N N N N N N ONE MANHATTAN WEST N/A 563136AE0 8080689.00000000 PA USD 7842754.45000000 0.150198058729 Long ABS-MBS CORP US Y 2 2039-09-10 Variable 2.41281000 N N N N N N VERIZON MASTER TRUST N/A 92348KDQ3 3113000.00000000 PA USD 3119686.34000000 0.059745697140 Long ABS-MBS CORP US N 2 2030-11-20 Fixed 4.99000000 N N N N N N SUBWAY FUNDING LLC N/A 864300AC2 11837730.00000000 PA USD 11859021.05000000 0.227114332279 Long ABS-MBS CORP US Y 2 2054-07-30 Fixed 6.26800000 N N N N N N PENNSYLVANIA HSG FIN AGY SINGLE FAMILY MTG REV N/A 70879QYS6 905000.00000000 PA USD 884802.80000000 0.016945024068 Long DBT MUN US N 2 2039-10-01 Fixed 5.55600000 N N N N N N Government National Mortgage Association 2 N/A 36179YRG1 7166559.71000000 PA USD 6982565.91000000 0.133724426962 Long ABS-MBS USGA US N 2 2054-02-20 Fixed 5.00000000 N N N N N N THE DOW CHEMICAL COMPANY ZQUIP1CSZO8LXRBSOU78 260543CE1 4607000.00000000 PA USD 4083259.60000000 0.078199269034 Long DBT CORP US N 2 2041-11-15 Fixed 5.25000000 N N N N N N GULFSTREAM NATURAL GAS SYSTEM, L.L.C. N/A 402740AG9 1174000.00000000 PA USD 1167800.19000000 0.022364760064 Long DBT CORP US Y 2 2035-07-23 Fixed 5.60000000 N N N N N N DBJPM MORTGAGE TRUST N/A 23312RAE5 2500000.00000000 PA USD 97.66000000 0.000001870304 Long ABS-MBS CORP US Y 2 2036-08-10 Fixed 3.23700000 N N N N N N OREGON ST DEPT ADMINISTRATIVE SVCS LOTTERY REV N/A 68607V8W8 2130000.00000000 PA USD 2080780.15000000 0.039849410199 Long DBT MUN US N 2 2040-04-01 Fixed 5.19000000 N N N N N N VISTRA OPERATIONS COMPANY LLC 549300ZH5GKBTJZ7NM23 92840VAR3 4170000.00000000 PA USD 4306134.88000000 0.082467595247 Long DBT CORP US Y 2 2032-04-15 Fixed 6.87500000 N N N N N N JBS N.V. 254900JSFON4WL81TW77 472140AH5 192000.00000000 PA USD 179479.68000000 0.003437248952 Long DBT CORP NL N 2 2056-03-01 Fixed 6.25000000 N N N N N N THE CARLYLE GROUP INC. 529900NGGVF94UK6PG95 14316JAA6 2686000.00000000 PA USD 2549559.47000000 0.048827090718 Long DBT CORP US N 2 2035-09-19 Fixed 5.05000000 N N N N N N NORTHERN TRUST CORPORATION 549300GLF98S992BC502 665859AZ7 5817000.00000000 PA USD 5562717.76000000 0.106532649229 Long DBT CORP US N 2 2040-11-19 Fixed 5.11700000 N N N N N N Government National Mortgage Association N/A 38381PVE0 1843451.32000000 PA USD 1809934.12000000 0.034662387173 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 4.50000000 N N N N N N SANTANDER BANK, N.A. N/A 80280BAE8 1970518.05000000 PA USD 1974542.94000000 0.037814841502 Long ABS-MBS CORP US Y 2 2033-01-18 Fixed 6.79900000 N N N N N N CREDIT ACCEPTANCE AUTO LOAN TRUST N/A 22535PAC6 5729746.00000000 PA USD 5830909.45000000 0.111668838493 Long ABS-MBS CORP US Y 2 2034-04-17 Fixed 7.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HKQD9 1086875.30100000 PA USD 1088970.05000000 0.020855069295 Long ABS-MBS USGSE US N 2 2055-04-25 Floating 4.81608000 N N N N N N COMM MORTGAGE TRUST N/A 12654FAE0 452732.00000000 PA USD 470931.38000000 0.009018895022 Long ABS-MBS CORP US Y 2 2044-08-10 Variable 7.23232000 N N N N N N DIAMOND INFRASTRUCTURE FUNDING N/A 25265LAC4 6000000.00000000 PA USD 5936967.42000000 0.113699974532 Long ABS-MBS CORP US Y 2 2049-04-15 Fixed 2.35500000 N N N N N N OREGON ST N/A 68609UKC8 2720000.00000000 PA USD 2738832.60000000 0.052451895864 Long DBT MUN US N 2 2039-05-01 Fixed 5.35600000 N N N N N N BX TRUST N/A 05619TAA6 3427000.00000000 PA USD 3400614.88000000 0.065125812202 Long ABS-MBS CORP US Y 2 2042-12-13 Variable 5.19876000 N N N N N N NORTH CAROLINA HSG FIN AGY HOMEOWNERSHIP REV N/A 6582078Q1 1810000.00000000 PA USD 1796499.98000000 0.034405107443 Long DBT MUN US N 2 2039-07-01 Fixed 5.59800000 N N N N N N DELTA AIR LINES, INC. Q2CCMS6R0AS67HJMBN42 247361ZW1 2518155.88000000 PA USD 2428152.80000000 0.046502008852 Long DBT CORP US N 2 2029-12-10 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FVA2 4582868.74000000 PA USD 4504143.95000000 0.086259704016 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 2 N/A 3618J6EU2 618034.02000000 PA USD 630168.19000000 0.012068468981 Long ABS-MBS USGA US N 2 2054-10-20 Fixed 7.50000000 N N N N N N PETSMART LLC 894500NGJMHSFNESGA67 71677KAC2 1478000.00000000 PA USD 1494962.93000000 0.028630314947 Long DBT CORP US Y 2 2032-09-15 Fixed 7.50000000 N N N N N N CAMB COMMERCIAL MORTGAGE TRUST N/A 12477BAA2 2000000.00000000 PA USD 1636072.84000000 0.031332737251 Long ABS-MBS CORP US Y 2 2046-11-10 Fixed 2.70000000 N N N N N N D.R. HORTON, INC. 529900ZIUEYVSB8QDD25 23331ABU2 916000.00000000 PA USD 915334.44000000 0.017529741222 Long DBT CORP US N 2 2035-10-15 Fixed 5.50000000 N N N N N N FCCU AUTO RECEIVABLES TRUST N/A 30343XAF7 1580000.00000000 PA USD 1535223.40000000 0.029401350745 Long ABS-MBS CORP US Y 2 2032-10-15 Fixed 4.69000000 N N N N N N Amcor Flexibles North America, Inc PTVU09TE3QPJPL7K4E13 02344AAK4 1332000.00000000 PA USD 1284655.83000000 0.024602684303 Long DBT CORP US N 2 2036-03-12 Fixed 5.12500000 N N N N N N TOLL BROTHERS FINANCE CORP. N/A 88947EAX8 230000.00000000 PA USD 229191.67000000 0.004389292579 Long DBT CORP US N 2 2035-06-15 Fixed 5.60000000 N N N N N N Government National Mortgage Association 2 N/A 36179W7M4 8067204.53000000 PA USD 7420035.15000000 0.142102482277 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 4.00000000 N N N N N N NEBRASKA INVT FIN AUTH SINGLE FAMILY HSG REV N/A 63968M7L7 1980000.00000000 PA USD 1947907.33000000 0.037304737948 Long DBT MUN US N 2 2043-03-01 Fixed 5.77100000 N N N N N N BEACON POINT DC LLC 2549003M920HKF2V5011 07367AAA7 4847000.00000000 PA USD 4641264.71000000 0.088885729361 Long DBT CORP US Y 2 2042-11-30 Fixed 6.12900000 N N N N N N Government National Mortgage Association 2 N/A 36179YFJ8 1987018.10000000 PA USD 1878831.19000000 0.035981847859 Long ABS-MBS USGA US N 2 2053-09-20 Fixed 4.50000000 N N N N N N BURFORD CAPITAL GLOBAL FINANCE LLC 549300JVAOO67CSCH406 12116LAA7 771000.00000000 PA USD 760127.67000000 0.014557347313 Long DBT CORP US Y 2 2028-04-15 Fixed 6.25000000 N N N N N FERTITTA ENTERTAINMENT LLC N/A 31556PAB3 469090.52000000 PA USD 469071.76000000 0.008983281091 Long LON CORP US N 2 2029-01-27 Floating 6.98000000 N N N N N N SCF EQUIPMENT LEASING LLC N/A 78437DAF7 3001332.00000000 PA USD 3026295.75000000 0.057957156467 Long ABS-MBS CORP US Y 2 2035-11-20 Fixed 5.87990000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UP1 7688000.00000000 PA USD 6957640.00000000 0.133247066193 Long DBT UST US N 2 2055-11-15 Fixed 4.62500000 N N N N N N BLACK HILLS CORPORATION 3MGELCRSTNSAMJ962671 092113AX7 261000.00000000 PA USD 265270.66000000 0.005080248071 Long DBT CORP US N 2 2035-01-15 Fixed 6.00000000 N N N N N N DUNKIN BRANDS N/A 233046AQ4 7431810.00000000 PA USD 6982850.21000000 0.133729871645 Long ABS-MBS CORP US Y 2 2051-11-20 Fixed 2.49300000 N N N N N N BX TRUST N/A 12433GAG1 2049000.00000000 PA USD 2058590.17000000 0.039424445738 Long ABS-MBS CORP US Y 2 2042-07-15 Floating 6.37500000 N N N N N N GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C. N/A 39154GAT3 1601000.00000000 PA USD 1598850.54000000 0.030619886015 Long ABS-MBS CORP US Y 2 2034-05-15 Fixed 5.44000000 N N N N N N MINNESOTA ST HSG FIN AGY N/A 60416UHS7 6335000.00000000 PA USD 5842074.25000000 0.111882657668 Long DBT MUN US N 2 2039-07-01 Fixed 5.39300000 N N N N N N SANTANDER BANK, N.A. N/A 80280BAB4 2772795.77000000 PA USD 2778876.29000000 0.053218780068 Long ABS-MBS CORP US Y 2 2033-01-18 Fixed 4.96500000 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46651EAL8 2000000.00000000 PA USD 1821248.09000000 0.034879063131 Long ABS-MBS CORP US Y 2 2039-06-05 Variable 3.90889000 N N N N N N JACKSON PARK TRUST N/A 46868RAA2 5000000.00000000 PA USD 4604031.21000000 0.088172663632 Long ABS-MBS CORP US Y 2 2039-10-14 Fixed 2.76600000 N N N N N N AMSR TRUST N/A 00179DAD8 1500000.00000000 PA USD 1410788.33000000 0.027018271424 Long ABS-MBS CORP US Y 2 2038-06-17 Fixed 2.60100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HKV68 1253501.00000000 PA USD 1255990.12000000 0.024053701924 Long ABS-MBS USGSE US N 2 2054-09-25 Floating 4.81608000 N N N N N N OCP CLO LTD N/A 670898BA2 3325000.00000000 PA USD 3219713.88000000 0.061661343285 Long ABS-MBS CORP US Y 2 2038-10-17 Fixed 5.09800000 N N N N N N TRILLIUM CREDIT CARD TRUST II N/A 89621ACE7 2264000.00000000 PA USD 2242118.27000000 0.042939226740 Long ABS-MBS CORP US Y 2 2030-09-26 Fixed 4.69900000 N N N N N N ENTERPRISE FLEET FINANCING LLC N/A 29374GAC5 1932263.16000000 PA USD 1933763.14000000 0.037033859917 Long ABS-MBS CORP US Y 2 2029-10-22 Fixed 6.35000000 N N N N N N CARVANA AUTO RECEIVABLES TRUST N/A 14687DAD4 98119.72000000 PA USD 98069.28000000 0.001878143141 Long ABS-MBS CORP US N 2 2028-01-10 Fixed 1.50000000 N N N N N N ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST N/A 03881BAN3 1500000.00000000 PA USD 1392532.75000000 0.026668655394 Long ABS-MBS CORP US Y 2 2053-05-15 Variable 3.71594000 N N N N N N CNT HOLDINGS I CORP 254900SYIEHMSB69WT08 12656AAF6 2668771.74000000 PA USD 2673655.59000000 0.051203678744 Long LON CORP US N 2 2032-11-08 Floating 6.07000000 N N N N N N RHODE ISLAND HSG & MTG FIN CORP N/A 76221SCV1 4530000.00000000 PA USD 4474736.36000000 0.085696513754 Long DBT MUN US N 2 2044-10-01 Fixed 5.89100000 N N N N N N GLS AUTO SELECT RECEIVABLES TRUST N/A 36271BAG6 2266000.00000000 PA USD 2255262.49000000 0.043190954158 Long ABS-MBS CORP US Y 2 2030-11-15 Fixed 4.75000000 N N N N N N VB-S1 ISSUER, LLC N/A 91823ABG5 93000.00000000 PA USD 95104.19000000 0.001821358147 Long ABS-MBS CORP US Y 2 2054-05-15 Fixed 8.87100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H7ZB2 7631055.00000000 PA USD 6917869.72000000 0.132485418116 Long ABS-MBS USGSE US N 2 2032-06-25 Variable 2.92000000 N N N N N N MILE TRUST N/A 59918AAE4 1840500.00000000 PA USD 1852928.84000000 0.035485787105 Long ABS-MBS CORP US Y 2 2030-07-15 Floating 5.77637000 N N N N N N TRUCORDIA INSURANCE HOLDINGS, LLC 254900KYYP47CV7DMK95 89783WAB1 497493.74000000 PA USD 440281.96000000 0.008431922242 Long LON CORP US N 2 2032-06-17 Floating 6.98000000 N N N N N N FERTITTA ENTERTAINMENT, LLC 984500A0805D8V551D35 31556TAA7 4230000.00000000 PA USD 4108227.40000000 0.078677432046 Long DBT CORP US Y 2 2029-01-15 Fixed 4.62500000 N N N N N N HPEFS EQUIPMENT TRUST N/A 403963AF8 2259000.00000000 PA USD 2273512.82000000 0.043540469644 Long ABS-MBS CORP US Y 2 2031-12-22 Fixed 5.82000000 N N N N N N HEALTHPEAK OP, LLC PZ9HF5U52KPF0MH0QN75 42250GAA1 406000.00000000 PA USD 400689.24000000 0.007673674649 Long DBT CORP US N 2 2035-02-15 Fixed 5.37500000 N N N N N N Government National Mortgage Association 2 N/A 3622ADEZ7 2688448.79000000 PA USD 2305684.44000000 0.044156594362 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 3.00000000 N N N N N N CHOICE HOTELS INTERNATIONAL, INC. 5493003CYRY5RFGTIR97 169905AH9 259000.00000000 PA USD 258281.48000000 0.004946396976 Long DBT CORP US N 2 2034-08-01 Fixed 5.85000000 N N N N N THE BALDWIN INSURANCE GROUP HOLDINGS, LLC 5493004GCDREAQPPYG20 05825XAA7 2663000.00000000 PA USD 2687207.44000000 0.051463212760 Long DBT CORP US Y 2 2031-05-15 Fixed 7.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W44R5 9202721.65000000 PA USD 8935614.86000000 0.171127633038 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.00000000 N N N N N N TELECOM ITALIA CAPITAL S.A. 549300777DJZOR5C4L39 87927VAR9 4365000.00000000 PA USD 4710912.07000000 0.090219558991 Long DBT CORP LU N 2 2036-07-18 Fixed 7.20000000 N N N N N N ILLINOIS FIN AUTH REV N/A 45204EWE4 1500000.00000000 PA USD 1417259.67000000 0.027142205268 Long DBT MUN US N 2 2038-08-01 Fixed 5.45000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 48128BAT8 3465000.00000000 PA USD 3424702.05000000 0.065587110104 Long DBT CORP US N 2 2041-07-23 Fixed 5.80300000 N N N N N N Government National Mortgage Association 2 N/A 36179XDC7 7051594.61000000 PA USD 6295038.14000000 0.120557453925 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 3.50000000 N N N N N N MIAMI-DADE CNTY FLA AVIATION REV N/A 59333P6H6 1000000.00000000 PA USD 875232.47000000 0.016761740887 Long DBT MUN US N 2 2032-10-01 Fixed 2.60700000 N N N N N N CHESAPEAKE FUNDING LLC 549300LG5AUFDML64706 165183DF8 2545000.00000000 PA USD 2553357.30000000 0.048899823671 Long ABS-MBS CORP US Y 2 2036-05-15 Fixed 5.44000000 N N N N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 91159HJZ4 3550000.00000000 PA USD 3463684.92000000 0.066333678346 Long DBT CORP US N 2 2041-05-20 Fixed 5.72300000 N N N N N N ACRISURE, LLC 549300R0Z1Q47XRTGO22 00489LAK9 7102000.00000000 PA USD 6808564.70000000 0.130392097214 Long DBT CORP US Y 2 2029-02-01 Fixed 8.25000000 N N N N N N CRSNT TRUST N/A 12642SAA5 3108508.00000000 PA USD 3109001.25000000 0.059541064981 Long ABS-MBS CORP US Y 2 2031-02-15 Floating 5.07637000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05619PAE6 3585963.00000000 PA USD 3580300.00000000 0.068566995575 Long ABS-MBS CORP US Y 2 2044-12-15 Floating 6.02637000 N N N N N N MARS, INCORPORATED 54930073HKEO6GZBSS03 571676BA2 1408000.00000000 PA USD 1387938.35000000 0.026580667179 Long DBT CORP US Y 2 2035-03-01 Fixed 5.20000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92553PAP7 3045000.00000000 PA USD 1858119.11000000 0.035585186937 Long DBT CORP US N 2 2043-03-15 Fixed 4.37500000 N N N N N N VIRGINIA ST HSG DEV AUTH COMWLTH MTG N/A 92812XKR2 910000.00000000 PA USD 894867.72000000 0.017137779235 Long DBT MUN US N 2 2040-07-01 Fixed 5.86900000 N N N N N N MAPLE PARENT HOLDINGS CORP. 254900J6FBJ1E892Q074 56530KAC0 728000.00000000 PA USD 723446.99000000 0.013854868743 Long DBT CORP US Y 2 2036-03-26 Fixed 5.70000000 N N N N N N SFS AUTO RECEIVABLES SECURITIZATION TRUST N/A 78398NAG0 2000000.00000000 PA USD 1985734.01000000 0.038029163778 Long ABS-MBS CORP US Y 2 2034-07-20 Fixed 4.99000000 N N N N N N TRIMARAN CAVU LTD N/A 89624GAE3 5000000.00000000 PA USD 4999000.00000000 0.095736784872 Long ABS-MBS CORP US Y 2 2035-01-18 Floating 6.46082000 N N N N N N DEXT ABS LLC N/A 25216BAC6 8330000.00000000 PA USD 8386422.47000000 0.160609946762 Long ABS-MBS CORP US Y 2 2032-03-15 Fixed 6.55000000 N N N N N N KENNAMETAL INC. 549300GZDSG25XUV0Y08 489170AG5 1329000.00000000 PA USD 1313519.81000000 0.025155463788 Long DBT CORP US N 2 2036-05-28 Fixed 5.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133D0PM7 11538765.61000000 PA USD 11465860.90000000 0.219584848642 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.50000000 N N N N N N BENCHMARK MORTGAGE TRUST N/A 08163QBK3 40435742.04000000 PA USD 1377829.03000000 0.026387061699 Long ABS-MBS CORP US N 2 2055-07-15 Variable 0.80771000 N N N N N N ATRIUM HOTEL PORTFOLIO TRUST N/A 049917AC1 2037112.00000000 PA USD 2024181.05000000 0.038765470239 Long ABS-MBS CORP US Y 2 2030-08-15 Floating 5.77637000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368DH72 944000.00000000 PA USD 836463.91000000 0.016019276936 Long DBT RF CA N 2 2037-01-10 Fixed 3.08800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BVW61 8689447.02000000 PA USD 8624530.07000000 0.165169989986 Long ABS-MBS USGSE US N 2 2054-05-25 Fixed 5.00000000 N N N N N N SREIT COMMERCIAL MORTGAGE TRUST N/A 85236WCL8 1000000.00000000 PA USD 999698.83000000 0.019145419448 Long ABS-MBS CORP US Y 2 2036-11-15 Floating 5.36115000 N N N N N N BX TRUST N/A 05593VAA1 2577607.99000000 PA USD 2572634.72000000 0.049269009150 Long ABS-MBS CORP US Y 2 2030-03-15 Floating 4.82037000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BK6X5 5131311.00000000 PA USD 4602441.45000000 0.088142217841 Long ABS-MBS USGSE US N 2 2031-11-25 Fixed 2.39900000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 94990EAA2 4200000.00000000 PA USD 4103376.46000000 0.078584530786 Long ABS-MBS CORP US Y 2 2036-07-17 Variable 4.19358000 N N N N N N AMERICAN HERITAGE AUTO RECEIVABLES TRUST N/A 026944AG3 1155172.00000000 PA USD 1174691.78000000 0.022496742195 Long ABS-MBS CORP US Y 2 2033-01-18 Fixed 6.34000000 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES, INC. MGCJBT4MKTQBVLNUIS88 015271BE8 100000.00000000 PA USD 97795.90000000 0.001872907589 Long DBT CORP US N 2 2035-10-01 Fixed 5.50000000 N N N N N RHODE ISLAND HSG & MTG FIN CORP N/A 76221SFY2 3615000.00000000 PA USD 3355510.01000000 0.064262000393 Long DBT MUN US N 2 2039-10-01 Fixed 4.93300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WW4Q2 1666346.47000000 PA USD 1645009.32000000 0.031503881452 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5.10000000 N N N N N N CAPTERIS EQUIPMENT FINANCE LLC N/A 14077FAD7 2133000.00000000 PA USD 2091896.61000000 0.040062303606 Long ABS-MBS CORP US Y 2 2033-09-20 Fixed 5.18000000 N N N N N N INDIANA ST FIN AUTH REV N/A 45506D4F9 1130000.00000000 PA USD 1093566.57000000 0.020943098110 Long DBT MUN US N 2 2027-09-15 Fixed 3.07600000 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC 5493002SQ1AVQBY41K40 928668CH3 2208000.00000000 PA USD 2180447.65000000 0.041758161151 Long DBT CORP US Y 2 2034-03-22 Fixed 5.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133Q3U90 2708489.25000000 PA USD 2625440.94000000 0.050280310956 Long ABS-MBS USGSE US N 2 2036-05-25 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TR9 8454000.00000000 PA USD 6423719.06000000 0.123021846315 Long DBT UST US N 2 2053-05-15 Fixed 3.62500000 N N N N N N VALLOUREC SA 969500P2Q1B47H4MCJ34 92023RAA8 6846000.00000000 PA USD 7143564.77000000 0.136807746271 Long DBT CORP FR Y 2 2032-04-15 Fixed 7.50000000 N N N N N N HAWAII ST N/A 419792Q41 3360000.00000000 PA USD 3285091.37000000 0.062913399835 Long DBT MUN US N 2 2034-10-01 Fixed 4.63600000 N N N N N N CAPITAL ONE MULTI-ASSET EXECUTION TRUST N/A 14041NGK1 7110000.00000000 PA USD 7052611.26000000 0.135065878573 Long ABS-MBS CORP US N 2 2038-07-15 Fixed 5.11000000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119DL0 716000.00000000 PA USD 693983.00000000 0.013290598354 Long DBT CORP US N 2 2036-05-15 Fixed 5.30000000 N N N N N N VERDANT RECEIVABLES LLC N/A 92339MAE0 819000.00000000 PA USD 843415.73000000 0.016152412542 Long ABS-MBS CORP US Y 2 2031-12-12 Fixed 7.23000000 N N N N N N VICI PROPERTIES L.P. 254900X4QE7SGKQLLN38 925650AK9 260000.00000000 PA USD 254794.13000000 0.004879610084 Long DBT CORP US N 2 2035-04-01 Fixed 5.62500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U4E0 2974000.00000000 PA USD 2839522.96000000 0.054380235799 Long DBT CORP US N 2 2037-01-23 Fixed 4.96000000 N N N N N N ENTERPRISE FLEET FINANCING LLC N/A 29374FAC7 247108.77000000 PA USD 247134.75000000 0.004732923863 Long ABS-MBS CORP US Y 2 2029-07-20 Fixed 4.29000000 N N N N N N CI FINANCIAL CORP. 549300M9W7JJQSVCEM78 125491AN0 6521000.00000000 PA USD 5898718.60000000 0.112967464219 Long DBT CORP CA N 2 2030-12-17 Fixed 3.20000000 N N N N N BLUE OWL ASSET LEASING TRUST N/A 095921AD4 836000.00000000 PA USD 841130.79000000 0.016108653229 Long ABS-MBS CORP US Y 2 2031-01-15 Fixed 6.38000000 N N N N N N Chesapeake IV Funding N/A 16517BAF4 1030000.00000000 PA USD 1020890.58000000 0.019551266620 Long ABS-MBS CORP US Y 2 2035-02-15 Fixed 4.96000000 N N N N N N ALPHABET INC. 5493006MHB84DD0ZWV18 02079KAE7 10052000.00000000 PA USD 6438891.19000000 0.123312410617 Long DBT CORP US N 2 2040-08-15 Fixed 1.90000000 N N N N N N ENTERPRISE FLEET FINANCING LLC N/A 29375PAB6 3017.15000000 PA USD 3027.44000000 0.000057979070 Long ABS-MBS CORP US Y 2 2030-03-20 Fixed 5.23000000 N N N N N N AUTONATION FINANCE TRUST N/A 05330QAF9 1524000.00000000 PA USD 1532348.27000000 0.029346288592 Long ABS-MBS CORP US Y 2 2030-12-10 Fixed 5.19000000 N N N N N N FCCU AUTO RECEIVABLES TRUST N/A 30336CAL9 596939.00000000 PA USD 604052.20000000 0.011568316768 Long ABS-MBS CORP US Y 2 2030-10-15 Fixed 6.00000000 N N N N N N SANTANDER BANK, N.A. N/A 80290CCC6 420645.65000000 PA USD 424016.93000000 0.008120427607 Long ABS-MBS CORP US Y 2 2033-12-15 Fixed 5.93300000 N N N N N N SBA TOWER TRUST N/A 78403DAR1 3000000.00000000 PA USD 2892536.70000000 0.055395511859 Long DBT CORP US Y 2 2052-07-15 Fixed 2.32800000 N N N N N N LADDER CAPITAL FINANCE HOLDINGS LLLP 254900TBF2Z4GR7NSX02 505742AR7 3057000.00000000 PA USD 3161274.27000000 0.060542155373 Long DBT CORP US Y 2 2031-07-15 Fixed 7.00000000 N N N N N N DELL EQUIPMENT FINANCE TRUST N/A 24703UAL7 925000.00000000 PA USD 933013.19000000 0.017868310272 Long ABS-MBS CORP US Y 2 2031-08-22 Fixed 5.64000000 N N N N N N ARI FLEET LEASE TRUST N/A 04033HAE5 1246000.00000000 PA USD 1258405.51000000 0.024099959510 Long ABS-MBS CORP US Y 2 2033-04-15 Fixed 5.55000000 N N N N N N Open Text Corporation 549300HP7ONDQODZJV16 68371YAP8 3212598.77000000 PA USD 3180472.78000000 0.060909829632 Long LON CORP CA N 2 2030-01-31 Floating 5.48000000 N N N N N N Truist Financial Corporation 549300DRQQI75D2JP341 89788MAV4 2658000.00000000 PA USD 2529731.90000000 0.048447369213 Long DBT CORP US N 2 2036-10-23 Fixed 4.96400000 N N N N N N FLUTTER TREASURY DESIGNATED ACTIVITY COMPANY 635400JE8VLL9UFVIC38 344045AA7 2471000.00000000 PA USD 2501710.82000000 0.047910732264 Long DBT CORP IE Y 2 2029-04-29 Fixed 6.37500000 N N N N N N JetBlue Airways 2019-1 Pass Through Trusts N/A 477143AH4 1183889.11000000 PA USD 1037752.69000000 0.019874196045 Long DBT CORP US N 2 2033-11-15 Fixed 2.75000000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 34528EAD3 2457000.00000000 PA USD 2453829.23000000 0.046993742970 Long ABS-MBS CORP US Y 2 2034-11-15 Fixed 5.16000000 N N N N N N PERSHING SQUARE HOLDINGS, LTD. U7LC4KOKCTZ0YWGI2G56 71531QAG6 8100000.00000000 PA USD 7914550.07000000 0.151573030089 Long DBT RF GG Y 2 2032-10-28 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TV0 37597000.00000000 PA USD 34653859.84000000 0.663662557415 Long DBT UST US N 2 2053-11-15 Fixed 4.75000000 N N N N N N DELL EQUIPMENT FINANCE TRUST N/A 246921AL4 1944000.00000000 PA USD 1930421.37000000 0.036969861054 Long ABS-MBS CORP US Y 2 2032-11-22 Fixed 5.19000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W2DU2 6960286.56000000 PA USD 6924886.96000000 0.132619806593 Long ABS-MBS USGSE US N 2 2055-06-01 Fixed 5.50000000 N N N N N N HARRIS CNTY TEX HOTEL OCCUPANCY TAX REV N/A 414157BQ9 1615000.00000000 PA USD 1527294.41000000 0.029249501173 Long DBT MUN US N 2 2044-08-15 Fixed 5.26300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HNMY1 7072557.00000000 PA USD 6877045.56000000 0.131703586985 Long ABS-MBS USGSE US N 2 2035-08-25 Variable 4.58100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KULU9 10701493.49000000 PA USD 10251059.13000000 0.196319952520 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.50000000 N N N N N N CHICAGO US MIDCO III LP N/A 16825PAB9 1271072.35000000 PA USD 1268428.52000000 0.024291912051 Long LON CORP US N 2 2032-10-29 Floating 6.23000000 N N N N N N RYAN SPECIALTY, LLC 549300K52N7QBO3PYY45 78350UAJ4 492500.00000000 PA USD 491884.38000000 0.009420169848 Long LON CORP US N 2 2031-09-15 Floating 5.73000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NBC8 50000.00000000 PA USD 49871.42000000 0.000955096900 Long DBT CORP CA N 2 2080-07-15 Fixed 5.75000000 N N N N N N GENUINE PARTS COMPANY 549300D46DQVEU651W04 372460AC9 121000.00000000 PA USD 105117.76000000 0.002013129901 Long DBT CORP US N 2 2032-02-01 Fixed 2.75000000 N N N N N N TPG OPERATING GROUP II, L.P. 2549001H9RJQNZT7MU11 87268QAA4 175000.00000000 PA USD 171063.55000000 0.003276070071 Long DBT CORP US N 2 2031-05-15 Fixed 4.87500000 N N N N N N CREDIT ACCEPTANCE AUTO LOAN TRUST N/A 22537GAE0 3207000.00000000 PA USD 3245840.02000000 0.062161689883 Long ABS-MBS CORP US Y 2 2034-07-17 Fixed 6.71000000 N N N N N N Government National Mortgage Association 2 N/A 36179YPG3 3198635.68000000 PA USD 3200004.85000000 0.061283891961 Long ABS-MBS USGA US N 2 2054-01-20 Fixed 5.50000000 N N N N N N CREDIT ACCEPTANCE AUTO LOAN TRUST N/A 224927AE3 1308446.31000000 PA USD 1314995.84000000 0.025183731514 Long ABS-MBS CORP US Y 2 2033-07-15 Fixed 7.71000000 N N N N N N LEX TRUST N/A 501970AA5 2054295.00000000 PA USD 2056175.73000000 0.039378206346 Long ABS-MBS CORP US Y 2 2028-03-15 Floating 4.97539000 N N N N N N SCF EQUIPMENT LEASING LLC N/A 78437DAD2 5955360.00000000 PA USD 5963948.58000000 0.114216695778 Long ABS-MBS CORP US Y 2 2034-09-20 Fixed 5.23000000 N N N N N N MVW OWNER TRUST N/A 55389TAB7 174902.64000000 PA USD 170117.53000000 0.003257952665 Long ABS-MBS CORP US Y 2 2041-01-22 Fixed 1.44000000 N N N N N N CBRE SERVICES, INC. 549300CTE3HOMEUMM603 12505BAM2 1453000.00000000 PA USD 1403051.38000000 0.026870099646 Long DBT CORP US N 2 2036-06-01 Fixed 5.25000000 N N N N N N VISTA MANAGEMENT HOLDING INC N/A 92842EAB4 2750000.00000000 PA USD 2751732.50000000 0.052698944264 Long LON CORP US N 2 2031-04-01 Floating 7.48000000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAN7 512000.00000000 PA USD 504872.65000000 0.009668910638 Long DBT CORP GB Y 2 2036-07-14 Fixed 5.53700000 N N N N N N HERTZ VEHICLE FINANCING III LLC N/A 42806MBY4 1075000.00000000 PA USD 1090380.36000000 0.020882078406 Long ABS-MBS CORP US Y 2 2029-09-25 Fixed 7.13000000 N N N N N N ATHENAHEALTH GROUP INC. 254900AA3KZN4Q7A5Z33 60337JAA4 2969000.00000000 PA USD 2868206.64000000 0.054929562325 Long DBT CORP US Y 2 2030-02-15 Fixed 6.50000000 N N N N N N THE E.W. SCRIPPS COMPANY 549300U1OW41QPKYW028 26928BAQ2 1436968.65000000 PA USD 1433117.57000000 0.027445902879 Long LON CORP US N 2 2028-06-30 Floating 9.42000000 N N N N N N VAR ENERGI ASA 549300LIVN3FFOJN2K47 92212WAG5 250000.00000000 PA USD 259988.66000000 0.004979091500 Long DBT CORP NO Y 2 2035-05-22 Fixed 6.50000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 12434HAE3 2295000.00000000 PA USD 2298441.87000000 0.044017890548 Long ABS-MBS CORP US Y 2 2043-04-15 Floating 5.32539000 N N N N N N MERCHANTS FLEET FUNDING LLC N/A 588926AH8 7372000.00000000 PA USD 7404413.55000000 0.141803310091 Long ABS-MBS CORP US Y 2 2037-04-20 Fixed 6.17990000 N N N N N N BXP TRUST N/A 05607TAG7 3750000.00000000 PA USD 3126045.92000000 0.059867490647 Long ABS-MBS CORP US Y 2 2044-01-15 Variable 2.86798000 N N N N N N SBA TOWER TRUST N/A 78403DAZ3 2947000.00000000 PA USD 2972017.97000000 0.056917672540 Long DBT CORP US Y 2 2052-11-15 Variable 6.59900000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TF5 47275000.00000000 PA USD 33136820.31000000 0.634609449368 Long DBT UST US N 2 2042-02-15 Fixed 2.37500000 N N N N N N MANHATTAN WEST MORTGAGE TRUST N/A 563126AA9 1765000.00000000 PA USD 1738409.87000000 0.033292612871 Long ABS-MBS CORP US Y 2 2048-06-10 Variable 5.49847000 N N N N N N THE SHERWIN-WILLIAMS COMPANY Z15BMIOX8DDH0X2OBP21 824348BW5 1676000.00000000 PA USD 1647283.70000000 0.031547438530 Long DBT CORP US N 2 2035-08-15 Fixed 5.15000000 N N N N N N SLG OFFICE TRUST N/A 78451FAC0 4033000.00000000 PA USD 3988462.38000000 0.076383789727 Long ABS-MBS CORP US Y 2 2041-04-15 Variable 5.33221000 N N N N N N COLUMBIA CENT CLO LIMITED N/A 19737TAN6 3750000.00000000 PA USD 3708375.00000000 0.071019783877 Long ABS-MBS CORP US Y 2 2034-07-20 Fixed 5.19600000 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46651EAJ3 2436000.00000000 PA USD 2231962.00000000 0.042744722112 Long ABS-MBS CORP US Y 2 2039-06-05 Fixed 3.74900000 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 89236TPJ8 1976000.00000000 PA USD 1898169.05000000 0.036352190836 Long DBT CORP US N 2 2036-01-11 Fixed 4.80000000 N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAN3 314000.00000000 PA USD 302364.98000000 0.005790648338 Long DBT CORP NO Y 2 2034-10-01 Fixed 5.12500000 N N N N N N MMP CAPITAL LLC N/A 55317QAA2 1257341.45000000 PA USD 1261513.30000000 0.024159477378 Long ABS-MBS CORP US Y 2 2031-12-15 Fixed 5.36000000 N N N N N N NGC LTD N/A 652927AU8 776315.00000000 PA USD 776315.00000000 0.014867353900 Long ABS-MBS CORP US Y 2 2037-07-20 Floating 4.79300000 N N N N N N WORTHINGTON STEEL, INC. 2549009ZUUWL3QLK6G24 98210HAD4 1000000.00000000 PA USD 1003250.00000000 0.019213428570 Long LON CORP US N 2 2033-06-01 Floating 7.73000000 N N N N N N CHASE AUTO OWNER TRUST N/A 16144QAF2 3616000.00000000 PA USD 3597165.55000000 0.068889990880 Long ABS-MBS CORP US Y 2 2030-08-26 Fixed 4.62000000 N N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JAU2 1410000.00000000 PA USD 1328163.60000000 0.025435909751 Long DBT CORP US N 2 2039-06-15 Fixed 6.75000000 N N N N N N INVESCO GOVERNMENT & AGENCY PORTFOLIO N/A 825252885 11609036.38000000 NS USD 11609036.38000000 0.222326829064 Long STIV RF US N 1 N N Air Canada 2015-2 Pass Through Trusts N/A 009088AA3 3106719.37000000 PA USD 3049727.26000000 0.058405897701 Long DBT CORP CA Y 2 2029-06-15 Fixed 3.75000000 N N N N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 548661EE3 8989000.00000000 PA USD 6207039.16000000 0.118872168985 Long DBT CORP US N 2 2041-09-15 Fixed 2.80000000 N N N N N N CREDIT ACCEPTANCE AUTO LOAN TRUST N/A 224936AC8 2215296.44000000 PA USD 2224465.62000000 0.042601157535 Long ABS-MBS CORP US Y 2 2033-10-17 Fixed 7.09000000 N N N N N N DIAMONDBACK ENERGY, INC. 549300R22LSX6OHWEN64 25278XAZ2 377000.00000000 PA USD 376025.21000000 0.007201329193 Long DBT CORP US N 2 2034-04-18 Fixed 5.40000000 N N N N N N ESSEX PORTFOLIO, L.P. 5493003GN3O58H286O74 29717PBA4 617000.00000000 PA USD 616940.51000000 0.011815143205 Long DBT CORP US N 2 2034-04-01 Fixed 5.50000000 N N N N N N GREENSTATE AUTO RECEIVABLES TRUST N/A 39573AAF9 982000.00000000 PA USD 990441.81000000 0.018968136525 Long ABS-MBS CORP US Y 2 2030-02-15 Fixed 5.77000000 N N N N N N Santander Holdings USA, Inc. 549300SMVCQN2P0O6I58 80282KBU9 2450000.00000000 PA USD 2388165.25000000 0.045736199796 Long DBT CORP US N 2 2037-06-05 Fixed 5.70100000 N N N N N N KEYCORP RKPI3RZGV1V1FJTH5T61 49326EEN9 1557000.00000000 PA USD 1509608.25000000 0.028910790212 Long DBT CORP US N 2 2033-06-01 Fixed 4.78900000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ADY8 2285000.00000000 PA USD 2015921.78000000 0.038607295413 Long DBT CORP US N 2 2056-01-15 Fixed 5.70000000 N N N N N N AUXILIOR TERM FUNDING LLC N/A 05335JAD5 1337000.00000000 PA USD 1359398.52000000 0.026034095552 Long ABS-MBS CORP US Y 2 2030-11-15 Fixed 6.50000000 N N N N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 14040HCG8 1250000.00000000 PA USD 1073377.84000000 0.020556459963 Long DBT CORP US N 2 2032-07-29 Fixed 2.35900000 N N N N N N JONES DESLAURIERS INSURANCE MANAGEMENT INC. 549300JQIWNFU00E5424 48020RAE5 6117000.00000000 PA USD 5772041.40000000 0.110541445446 Long DBT CORP CA Y 2 2033-10-01 Fixed 6.87500000 N N N N N HERTZ VEHICLE FINANCING III LLC N/A 42806MBX6 3038000.00000000 PA USD 3076640.12000000 0.058921310922 Long ABS-MBS CORP US Y 2 2029-09-25 Fixed 6.49000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CQG9 44000.00000000 PA USD 43006.56000000 0.000823626681 Long DBT UST US N 2 2031-03-31 Fixed 3.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140A04E6 2772554.66000000 PA USD 2820937.40000000 0.054024300260 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.00000000 N N N N N N CONSTELLATION BRANDS, INC. 5493005GKEG8QCVY7037 21036PBT4 2218000.00000000 PA USD 2117020.35000000 0.040543453054 Long DBT CORP US N 2 2035-11-01 Fixed 4.95000000 N N N N N United States of America 254900HROIFWPRGM1V77 912810UG1 27139000.00000000 PA USD 24548073.59000000 0.470124753016 Long DBT UST US N 2 2055-02-15 Fixed 4.62500000 N N N N N N ACRISURE, LLC 549300R0Z1Q47XRTGO22 00489LAM5 1834000.00000000 PA USD 1749668.36000000 0.033508226321 Long DBT CORP US Y 2 2029-06-15 Fixed 8.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FSJ7 4359775.32000000 PA USD 4285202.45000000 0.082066714361 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 5.00000000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63859WAE9 1618000.00000000 PA USD 1617486.14000000 0.030976779879 Long DBT CORP GB Y 2 2026-09-14 Fixed 4.00000000 N N N N N N BROOKFIELD ASSET MANAGEMENT LTD. 549300CZ84WPNJZKY093 112586AB8 1190000.00000000 PA USD 1144173.10000000 0.021912273241 Long DBT CORP CA N 2 2055-09-15 Fixed 6.07700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EHF0 1902794.72000000 PA USD 1802242.79000000 0.034515089072 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4.00000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 225313AQ8 1477000.00000000 PA USD 1505568.50000000 0.028833424204 Long DBT CORP FR Y 2 2035-01-10 Fixed 6.25100000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEF8 1177000.00000000 PA USD 1009721.00000000 0.019337355902 Long DBT CORP US N 2 2036-09-16 Fixed 2.48400000 N N N N N N DELTA AIR LINES, INC. Q2CCMS6R0AS67HJMBN42 247361ZT8 1681000.00000000 PA USD 1615726.13000000 0.030943073598 Long DBT CORP US N 2 2029-10-28 Fixed 3.75000000 N N N N N N Government National Mortgage Association 2 N/A 36179XX43 5154149.48000000 PA USD 4883034.59000000 0.093515909595 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 4.50000000 N N N N N N IDAHO HSG & FIN ASSN SINGLE FAMILY MTG REV N/A 45129Y7X8 3805000.00000000 PA USD 3828647.71000000 0.073323149063 Long DBT MUN US N 2 2045-01-01 Fixed 5.66500000 N N N N N N GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C. N/A 39154TCM8 910000.00000000 PA USD 917221.73000000 0.017565885066 Long ABS-MBS CORP US Y 2 2031-12-15 Fixed 5.43000000 N N N N N N BMW US CAPITAL, LLC KK5MZM9DIXLXZL9DZL15 05565EDD4 1214000.00000000 PA USD 1173740.23000000 0.022478518883 Long DBT CORP US Y 2 2035-08-11 Fixed 5.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EES5 9758841.09000000 PA USD 8945430.95000000 0.171315622815 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N VENTURE GLOBAL CALCASIEU PASS, LLC 549300GKHS6RS20NLH85 92328MAF0 2491000.00000000 PA USD 2465544.43000000 0.047218102958 Long DBT CORP US Y 2 2036-05-01 Fixed 6.00000000 N N N N N N OCCU AUTO RECEIVABLES TRUST N/A 67098SAF7 2969000.00000000 PA USD 2949459.94000000 0.056485659485 Long ABS-MBS CORP US Y 2 2031-10-15 Fixed 5.20000000 N N N N N N NEVADA HSG DIV SINGLE FAMILY MTG REV N/A 641279YM0 500000.00000000 PA USD 513959.20000000 0.009842928858 Long DBT MUN US N 2 2035-10-01 Fixed 5.78700000 N N N N N N FIRSTKEY HOMES TRUST N/A 33768JBL4 2306222.59000000 PA USD 2282927.19000000 0.043720766007 Long ABS-MBS CORP US Y 2 2038-12-17 Fixed 2.13500000 N N N N N N M&T EQUIPTMENT LLC N/A 551925AB6 194999.16000000 PA USD 195235.25000000 0.003738986823 Long ABS-MBS CORP US Y 2 2030-07-15 Fixed 5.74000000 N N N N N N HUB INTERNATIONAL LIMITED 549300JQT6ATTUNS5E06 44332PAJ0 328000.00000000 PA USD 335363.98000000 0.006422618365 Long DBT CORP US Y 2 2032-01-31 Fixed 7.37500000 N N N N N N NMEF FUNDING LLC N/A 62919UAB9 1362652.03000000 PA USD 1366985.79000000 0.026179400780 Long ABS-MBS CORP US Y 2 2031-12-15 Fixed 5.15000000 N N N N N N WHEELS FLEET LEASE FUNDING LLC N/A 96328GBK2 3425000.00000000 PA USD 3480721.39000000 0.066659946972 Long ABS-MBS CORP US Y 2 2038-08-18 Fixed 7.38000000 N N N N N N HIGHTOWER HOLDING, LLC 254900MKOSB7RTMA9K12 43118DAB6 568000.00000000 PA USD 591427.65000000 0.011326541647 Long DBT CORP US Y 2 2030-01-31 Fixed 9.12500000 N N N N N N ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST N/A 03881VAQ2 5150000.00000000 PA USD 4454779.66000000 0.085314319256 Long ABS-MBS CORP US Y 2 2054-06-15 Fixed 2.56010000 N N N N N N CARRIX, INC. EC2837NM50M2I72ZCF05 144567AA2 4158000.00000000 PA USD 4139642.50000000 0.079279068508 Long DBT CORP US Y 2 2033-08-01 Fixed 6.12500000 N N N N N N NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV N/A 64972KDM4 3070000.00000000 PA USD 3065180.17000000 0.058701839274 Long DBT MUN US N 2 2044-11-01 Fixed 5.89600000 N N N N N N MIAMI-DADE CNTY FLA AVIATION REV N/A 593340AE2 980000.00000000 PA USD 958318.08000000 0.018352928958 Long DBT MUN US N 2 2043-10-01 Fixed 5.55200000 N N N N N N BCPE FLAVOR DEBT MERGER SUB, LLC N/A 072933AA2 1019000.00000000 PA USD 990081.80000000 0.018961241907 Long DBT CORP US Y 2 2032-07-01 Fixed 9.50000000 N N N N N N ORLANDO HEALTH, INC. 549300TMK1PZT9ZBF098 686514AP5 245000.00000000 PA USD 246319.36000000 0.004717308177 Long DBT CORP US N 2 2035-10-01 Fixed 5.47500000 N N N N N N HUDSON YARDS MORTGAGE TRUST N/A 44420QAA0 4643000.00000000 PA USD 4602792.54000000 0.088148941631 Long ABS-MBS CORP US Y 2 2039-12-10 Variable 5.25536000 N N N N N N CHASE AUTO OWNER TRUST N/A 16144YAF5 2716000.00000000 PA USD 2748930.54000000 0.052645283404 Long ABS-MBS CORP US Y 2 2030-07-25 Fixed 5.46000000 N N N N N N PEAC SOLUTIONS RECEIVABLES N/A 69392HAE3 2601000.00000000 PA USD 2608402.62000000 0.049954006899 Long ABS-MBS CORP US Y 2 2032-07-20 Fixed 5.49000000 N N N N N N RESORTS WORLD LAS VEGAS LLC 254900LHVH9D3APT8R82 76120HAC1 50000.00000000 PA USD 41817.54000000 0.000800855537 Long DBT CORP US Y 2 2031-04-06 Fixed 4.62500000 N N N N N N ECOLAB INC. 82DYEISM090VG8LTLS26 278865BS8 511000.00000000 PA USD 500606.79000000 0.009587214354 Long DBT CORP US N 2 2035-09-01 Fixed 5.00000000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YDE6 2752000.00000000 PA USD 2764070.89000000 0.052935239081 Long DBT CORP JP N 2 2035-05-26 Fixed 5.57900000 N N N N N N Government National Mortgage Association 2 N/A 36179XTC0 4384383.25000000 PA USD 4280920.12000000 0.081984702657 Long ABS-MBS USGA US N 2 2053-02-20 Fixed 5.00000000 N N N N N N CHESAPEAKE FUNDING LLC 549300LG5AUFDML64706 165183DG6 2200000.00000000 PA USD 2207784.14000000 0.042281687388 Long ABS-MBS CORP US Y 2 2036-05-15 Fixed 5.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BHHV6 918663.18000000 PA USD 909579.13000000 0.017419520202 Long ABS-MBS USGSE US N 2 2055-08-01 Fixed 5.50000000 N N N N N N BLUE OWL ASSET LEASING TRUST N/A 095921AC6 1615000.00000000 PA USD 1621756.71000000 0.031058566365 Long ABS-MBS CORP US Y 2 2030-03-15 Fixed 5.41000000 N N N N N N MOUNTAIN VIEW CLO LTD N/A 62431UBE1 4000000.00000000 PA USD 4023876.00000000 0.077062002593 Long ABS-MBS CORP US Y 2 2030-10-12 Floating 6.22425000 N N N N N N Government National Mortgage Association 2 N/A 3622AB3J9 7429795.22000000 PA USD 6460058.34000000 0.123717786669 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 3.50000000 N N N N N N KKR & CO. INC. 54930013V5I303TF9571 48251WAB0 1985000.00000000 PA USD 1889115.07000000 0.036178796370 Long DBT CORP US N 2 2035-08-07 Fixed 5.10000000 N N N N N N THE AES CORPORATION 2NUNNB7D43COUIRE5295 00130HCP8 1198000.00000000 PA USD 1187158.52000000 0.022735495066 Long DBT CORP US N 2 2033-07-15 Fixed 5.75000000 N N N N N N VOYAGER PARENT, LLC 2549002DYVI4ACSV4V71 92921EAA0 1243000.00000000 PA USD 1320959.13000000 0.025297935598 Long DBT CORP US Y 2 2032-07-01 Fixed 9.25000000 N N N N N N ALLOYA AUTO RECEIVABLES TRUST N/A 01986QAN8 749000.00000000 PA USD 754010.05000000 0.014440187627 Long ABS-MBS CORP US Y 2 2033-03-25 Fixed 5.68000000 N N N N N N TKC HOLDINGS, INC. N/A 87256FAN4 46666.44000000 PA USD 46433.11000000 0.000889249182 Long LON CORP US N 2 2030-08-12 Floating 8.17000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING N/A 05377RHH0 2811000.00000000 PA USD 2875255.60000000 0.055064558278 Long ABS-MBS CORP US Y 2 2029-12-20 Fixed 6.40000000 N N N N N N MERITAGE HOMES CORPORATION 52990044W9UMFJO2FB97 59001ABG6 2078000.00000000 PA USD 2062594.86000000 0.039501140306 Long DBT CORP US N 2 2035-03-15 Fixed 5.65000000 N N N N N N CHASE AUTO OWNER TRUST N/A 16145GAH9 1250000.00000000 PA USD 1236719.35000000 0.023684643800 Long ABS-MBS CORP US Y 2 2033-09-26 Fixed 5.56000000 N N N N N N CLOUD CAPITAL DATA CENTERS N/A 102104AA4 6182487.00000000 PA USD 6121247.38000000 0.117229154545 Long ABS-MBS CORP US Y 2 2049-11-22 Fixed 5.78100000 N N N N N N SCF EQUIPMENT LEASING LLC N/A 784024AC5 412832.78000000 PA USD 413987.75000000 0.007928356903 Long ABS-MBS CORP US Y 2 2032-05-20 Fixed 6.17000000 N N N N N N BALLYROCK CLO LTD N/A 05876UAB9 1900000.00000000 PA USD 1904966.60000000 0.036482371989 Long ABS-MBS CORP US Y 2 2038-10-25 Floating 5.31015000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DUJN8 17610376.54000000 PA USD 17538253.70000000 0.335878379980 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.50000000 N N N N N N ILLINOIS HSG DEV AUTH REV N/A 45203ME31 3395000.00000000 PA USD 3272514.82000000 0.062672543971 Long DBT MUN US N 2 2039-10-01 Fixed 5.43900000 N N N N N N MASSACHUSETTS ST COLLEGE BLDG AUTH REV N/A 575831GN6 5000.00000000 PA USD 4639.09000000 0.000088844081 Long DBT MUN US N 2 2029-05-01 Fixed 1.80100000 N N N N N N CORPORATE ONE AUTO RECEIVABLES TR N/A 22004UAF0 781000.00000000 PA USD 767903.51000000 0.014706263880 Long ABS-MBS CORP US Y 2 2031-04-15 Fixed 4.84000000 N N N N N N SYNOPSYS, INC. QG7T915N9S0NY5UKNE63 871607AE7 409000.00000000 PA USD 397083.39000000 0.007604618340 Long DBT CORP US N 2 2035-04-01 Fixed 5.15000000 N N N N N N PETSMART LLC 894500NGJMHSFNESGA67 71677HAN5 3049176.14000000 PA USD 3053749.90000000 0.058482936033 Long LON CORP US N 2 2032-08-09 Floating 7.72000000 N N N N N N MASSACHUSETTS ST HSG FIN AGY HSG REV N/A 57587GP66 1985000.00000000 PA USD 1834524.85000000 0.035133328847 Long DBT MUN US N 2 2039-12-01 Fixed 4.93700000 N N N N N N GRANITE PARK EQUIPMENT LEASING LLC N/A 387422AE8 1411000.00000000 PA USD 1418861.99000000 0.027172891598 Long ABS-MBS CORP US Y 2 2033-08-22 Fixed 6.97000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HAMB9 17895357.00000000 PA USD 17501749.29000000 0.335179277190 Long ABS-MBS USGSE US N 2 2033-07-25 Variable 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BBGJ2 3393218.17000000 PA USD 3012386.75000000 0.057690782604 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2Y6 750000.00000000 PA USD 659005.57000000 0.012620739044 Long DBT CORP US Y 2 2031-06-07 Fixed 2.67300000 N N N N N N SFS AUTO RECEIVABLES SECURITIZATION TRUST N/A 81885FAG1 2169000.00000000 PA USD 2114956.05000000 0.040503919258 Long ABS-MBS CORP US Y 2 2033-11-21 Fixed 4.46000000 N N N N N N SAN ANTONIO TEX ED FACS CORP REV N/A 796247DU5 1305000.00000000 PA USD 969514.48000000 0.018567353311 Long DBT MUN US N 2 2037-04-01 Fixed 3.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W42Y2 2611161.17000000 PA USD 2596049.26000000 0.049717425389 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.50000000 N N N N N N LAD AUTO RECEIVABLES TRUST N/A 505920AG3 2217954.00000000 PA USD 2255672.43000000 0.043198804995 Long ABS-MBS CORP US Y 2 2031-10-15 Fixed 6.37000000 N N N N N N MEDLINE BORROWER, LP 254900QT3R363TVK6F09 62482BAB8 31721000.00000000 PA USD 31436598.85000000 0.602048189885 Long DBT CORP US Y 2 2029-10-01 Fixed 5.25000000 N N N N N N NATIONAL FIN AUTH N H REV N/A 63607YCF5 3580000.00000000 PA USD 3541938.19000000 0.067832321370 Long DBT MUN US N 2 2039-11-01 Fixed 5.35100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DEU2 1017080.52000000 PA USD 941841.75000000 0.018037387678 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128K45F8 22872.53000000 PA USD 23218.85000000 0.000444668543 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 5.50000000 N N N N N N ALLOYA AUTO RECEIVABLES TRUST N/A 01986QAJ7 961000.00000000 PA USD 962238.88000000 0.018428016933 Long ABS-MBS CORP US Y 2 2030-03-25 Fixed 4.99000000 N N N N N N COTY INC. 549300BO9IWPF3S48F93 22207AAC6 3747000.00000000 PA USD 3678823.32000000 0.070453834121 Long DBT CORP US Y 2 2031-01-15 Fixed 5.60000000 N N N N N N OCP CLO LTD N/A 671078BQ5 3488000.00000000 PA USD 3487891.87000000 0.066797270177 Long ABS-MBS CORP US Y 2 2039-07-21 Floating 5.13033000 N N N N N N GREAT OUTDOORS GROUP, LLC 549300IYLDI2E8I2AU46 07014QAP6 291082.05000000 PA USD 292121.21000000 0.005594467981 Long LON CORP US N 2 2032-03-05 Floating 6.98000000 N N N N N N META PLATFORMS, INC. BQ4BKCS1HXDV9HN80Z93 30303MAE2 7190000.00000000 PA USD 6019252.30000000 0.115275827673 Long DBT CORP US N 2 2055-11-15 Fixed 5.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LER82 4238913.54000000 PA USD 3565594.85000000 0.068285374494 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 2.13000000 N N N N N N Carnival Corporation Ltd. F1OF2ZSX47CR0BCWA982 143658BW1 10626000.00000000 PA USD 10991392.67000000 0.210498218744 Long DBT CORP BM Y 2 2029-08-15 Fixed 7.00000000 N N N N N N HUDSON YARDS MORTGAGE TRUST N/A 44855PAA6 7119000.00000000 PA USD 7190700.43000000 0.137710450120 Long ABS-MBS CORP US Y 2 2040-01-13 Variable 5.64907000 N N N N N N MARYLAND ST ECONOMIC DEV CORP ECONOMIC DEV REV N/A 57420NCP4 2490000.00000000 PA USD 2390257.33000000 0.045776265611 Long DBT MUN US N 2 2029-06-01 Fixed 4.25000000 N N N N N N CF HIPPOLYTA ISSUER LLC N/A 12530MAA3 597066.72000000 PA USD 491802.54000000 0.009418602514 Long ABS-MBS CORP US Y 2 2060-07-15 Fixed 1.69000000 N N N N N N KELLANOVA LONOZNOJYIBXOHXWDB86 487836BQ0 263000.00000000 PA USD 216886.20000000 0.004153628219 Long DBT CORP US N 2 2046-04-01 Fixed 4.50000000 N N N N N N VULCAN MATERIALS COMPANY 549300Q8LSNHAVWBNI21 929160BC2 636000.00000000 PA USD 633651.21000000 0.012135172949 Long DBT CORP US N 2 2034-12-01 Fixed 5.35000000 N N N N N N MINNESOTA ST HSG FIN AGY N/A 60416UNJ0 4345000.00000000 PA USD 4287489.88000000 0.082110521361 Long DBT MUN US N 2 2044-07-01 Fixed 5.87500000 N N N N N N Government National Mortgage Association 2 N/A 3618VBS57 6451465.18000000 PA USD 5975772.16000000 0.114443131372 Long ABS-MBS USGA US N 2 2056-03-20 Fixed 4.50000000 N N N N N N DENTSPLY SIRONA INC. 9NHEHR1SOZCYXDO8HO28 24906PAA7 1105000.00000000 PA USD 1021811.16000000 0.019568896820 Long DBT CORP US N 2 2030-06-01 Fixed 3.25000000 N N N N N META PLATFORMS, INC. BQ4BKCS1HXDV9HN80Z93 30303MAK8 3458000.00000000 PA USD 3171936.49000000 0.060746349544 Long DBT CORP US N 2 2056-05-15 Fixed 6.30000000 N N N N N N SCG COMMERCIAL MORTGAGE TRUST N/A 78438AAC9 3000000.00000000 PA USD 3000804.91000000 0.057468976618 Long ABS-MBS CORP US Y 2 2030-08-15 Floating 5.22637000 N N N N N N Vanderbilt University Medical Center 549300UBBPKGW2V30M83 921814AA7 1445000.00000000 PA USD 1299387.35000000 0.024884810400 Long DBT CORP US N 2 2037-07-01 Fixed 4.17200000 N N N N N N HUDSON YARDS MORTGAGE TRUST N/A 44420QAC6 2667000.00000000 PA USD 2644858.05000000 0.050652171664 Long ABS-MBS CORP US Y 2 2039-12-10 Variable 5.50590000 N N N N N N Sumitomo Mitsui Trust Group, Inc. 353800P843RLCDBLNT17 86566AAA0 4722000.00000000 PA USD 4547467.59000000 0.087089403156 Long DBT CORP JP Y 2 2036-09-11 Fixed 5.41600000 N N N N N N NEW JERSEY ST HSG & MTG FIN AGY REV N/A 64613AKL5 420000.00000000 PA USD 428784.55000000 0.008211733190 Long DBT MUN US N 2 2035-10-01 Fixed 5.71000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CU77 1653640.72000000 PA USD 1488605.82000000 0.028508568743 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448FF0 1286000.00000000 PA USD 891905.30000000 0.017081045375 Long DBT CORP US N 2 2041-10-21 Fixed 2.62500000 N N N N N N Government National Mortgage Association 2 N/A 3622ADW46 3597070.97000000 PA USD 3077671.80000000 0.058941068818 Long ABS-MBS USGA US N 2 2053-12-20 Fixed 3.00000000 N N N N N N Asplundh Tree Expert, LLC 549300R0YQTCFHYAL481 04538FAE9 580743.00000000 PA USD 579837.04000000 0.011104567705 Long LON CORP US N 2 2031-05-08 Floating 5.48000000 N N N N N N ZAYO ISSUER, LLC N/A 98919WAJ2 1522246.00000000 PA USD 1538493.98000000 0.029463986235 Long ABS-MBS CORP US Y 2 2055-06-20 Fixed 6.58600000 N N N N N N NMEF FUNDING LLC N/A 62919VAC5 2859679.00000000 PA USD 2863347.75000000 0.054836508813 Long ABS-MBS CORP US Y 2 2032-04-25 Fixed 5.17990000 N N N N N N SECURITIZED TERM AUTO RECEIVABLES TRUST N/A 81378RAB0 630655.88000000 PA USD 633076.95000000 0.012124175189 Long ABS-MBS CORP US Y 2 2031-07-25 Fixed 5.03800000 N N N N N N ONEOK, INC. 2T3D6M0JSY48PSZI1Q41 682680DC4 909000.00000000 PA USD 889954.23000000 0.017043680068 Long DBT CORP US N 2 2035-10-15 Fixed 5.40000000 N N N N N N ALLY BANK AUTO CREDIT-LINKED NOTES N/A 02009EAD8 2901576.91000000 PA USD 2900411.32000000 0.055546320181 Long ABS-MBS CORP US Y 2 2034-03-15 Fixed 5.24800000 N N N N N N GE HEALTHCARE TECHNOLOGIES INC. 549300OI9J7XOWZMUN85 36266GAE7 1045000.00000000 PA USD 999120.39000000 0.019134341636 Long DBT CORP US N 2 2035-12-15 Fixed 4.95000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XDR3 12148000.00000000 PA USD 9656111.37000000 0.184925996587 Long DBT CORP US N 2 2055-09-26 Fixed 5.95000000 N N N N N N Government National Mortgage Association 2 N/A 36179YAS3 3039906.04000000 PA USD 3046062.36000000 0.058335710515 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWE74 3771160.90000000 PA USD 3674350.78000000 0.070368179670 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.00000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PFJ0 2324000.00000000 PA USD 2216107.83000000 0.042441095934 Long DBT CORP US N 2 2037-01-22 Fixed 4.89800000 N N N N N N CHASE AUTO OWNER TRUST N/A 16144MAG9 1864688.00000000 PA USD 1833590.98000000 0.035115444128 Long ABS-MBS CORP US Y 2 2031-04-25 Fixed 4.53000000 N N N N N N CARS DB N/A 12510HAL4 2067517.27000000 PA USD 1762841.90000000 0.033760515252 Long ABS-MBS CORP US Y 2 2051-08-15 Fixed 2.28000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C9JX2 4918381.35000000 PA USD 4995047.89000000 0.095661097274 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.00000000 N N N N N N BFLD TRUST N/A 088921AA9 500000.00000000 PA USD 490147.30000000 0.009386902703 Long ABS-MBS CORP US Y 2 2042-10-10 Variable 4.82999000 N N N N N N BACARDI LIMITED 549300R32WTQNHNN5055 05635JAB6 121000.00000000 PA USD 118577.23000000 0.002270894730 Long DBT CORP BM Y 2 2033-06-15 Fixed 5.40000000 N N N N N N Government National Mortgage Association N/A 38381NQK7 3231794.35000000 PA USD 3214725.05000000 0.061565801267 Long ABS-MBS USGA US N 2 2065-06-20 Fixed 4.50000000 N N N N N N KUBOTA CREDIT OWNER TRUST N/A 50117FAD3 63000.00000000 PA USD 63250.42000000 0.001211320634 Long ABS-MBS CORP US Y 2 2030-07-15 Fixed 4.87000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CV3P7 822132.09800000 PA USD 818765.08000000 0.015680323329 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.50000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571ABA2 2373000.00000000 PA USD 2424705.96000000 0.046435997774 Long DBT CORP FR Y 2 2036-01-14 Fixed 6.29300000 N N N N N N TRINITY RAIL LEASING LLC N/A 89656RAA8 2165680.10000000 PA USD 2115789.39000000 0.040519878709 Long ABS-MBS CORP US Y 2 2052-05-20 Fixed 4.55000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XPRK7 10607095.94000000 PA USD 10535854.44000000 0.201774120819 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 5.50000000 N N N N N N USB AUTO OWNER TRUST N/A 90367VAF6 1857000.00000000 PA USD 1857114.92000000 0.035565955507 Long ABS-MBS CORP US Y 2 2031-03-17 Fixed 4.96000000 N N N N N N CYRUSONE DATA CENTER ISSUER LLC N/A 23284BAG9 4218000.00000000 PA USD 4067241.57000000 0.077892504743 Long ABS-MBS CORP US Y 2 2049-05-20 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418ERQ5 2068992.08000000 PA USD 1996633.45000000 0.038237900994 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 4.00000000 N N N N N N SOUTHERN COPPER CORPORATION 2549007U6NAP46Q9TU15 84265VAK1 2100000.00000000 PA USD 2043845.20000000 0.039142062057 Long DBT CORP US N 2 2036-06-24 Fixed 5.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9L93 2855031.03000000 PA USD 2706937.30000000 0.051841063003 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.00000000 N N N N N N CHASE AUTO OWNER TRUST N/A 16144CAG1 2175000.00000000 PA USD 2218092.04000000 0.042479095911 Long ABS-MBS CORP US Y 2 2031-08-25 Fixed 6.15000000 N N N N N N DEXT ABS LLC N/A 252153AF8 1978000.00000000 PA USD 1941016.58000000 0.037172771905 Long ABS-MBS CORP US Y 2 2036-10-15 Fixed 5.45000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CMM0 5776000.00000000 PA USD 5763365.00000000 0.110375282086 Long DBT UST US N 2 2035-02-15 Fixed 4.62500000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MBM4 184000.00000000 PA USD 181559.94000000 0.003477088401 Long DBT CORP US Y 2 2035-02-15 Fixed 5.40000000 N N N N N N SBNA AUTO LEASE TRUST N/A 78437VAG5 75965.00000000 PA USD 76274.99000000 0.001460756613 Long ABS-MBS CORP US Y 2 2028-12-20 Fixed 5.55000000 N N N N N N NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV N/A 64972JHE1 3175000.00000000 PA USD 3144056.88000000 0.060212421914 Long DBT MUN US N 2 2036-05-01 Fixed 5.11000000 N N N N N N AMUR EQUIPMENT FINANCE RECEIVABLES LLC N/A 03237GAD5 1900000.00000000 PA USD 1894204.54000000 0.036276265763 Long ABS-MBS CORP US Y 2 2033-11-21 Fixed 5.38000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DURA7 14913588.39000000 PA USD 14842884.54000000 0.284258860592 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.50000000 N N N N N N BBVA Mexico, S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Mexico 549300WIWQK5Q9MCUN92 072912AA6 2602000.00000000 PA USD 2665429.40000000 0.051046137439 Long DBT CORP MX Y 2 2035-02-11 Fixed 7.62500000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FCV1 3589000.00000000 PA USD 2704813.96000000 0.051800398521 Long DBT CORP US N 2 2041-02-15 Fixed 3.50000000 N N N N N N APOLLO GLOBAL MANAGEMENT, INC. 254900LMFT1CY9IYB476 03769MAG1 1272000.00000000 PA USD 1254815.28000000 0.024031202343 Long DBT CORP US N 2 2036-03-30 Fixed 5.70000000 N N N N N N BANK N/A 06541FBD0 5000000.00000000 PA USD 4926726.14000000 0.094352654649 Long ABS-MBS CORP US N 2 2050-05-15 Fixed 3.77700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYYE3 4973469.32000000 PA USD 4923738.61000000 0.094295439903 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPW20 5497032.34000000 PA USD 5205690.58000000 0.099695154865 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179YRH9 9019665.90000000 PA USD 9023526.74000000 0.172811249910 Long ABS-MBS USGA US N 2 2054-02-20 Fixed 5.50000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822DL5 2741000.00000000 PA USD 2749994.04000000 0.052665650691 Long DBT CORP JP N 2 2036-04-24 Fixed 5.61500000 N N N N N N AFFILIATED MANAGERS GROUP, INC. 2JE75BUE3T1BLCYYGK54 008252AS7 3211000.00000000 PA USD 3111424.45000000 0.059587472138 Long DBT CORP US N 2 2036-02-15 Fixed 5.50000000 N N N N N N DBC MORTGAGE TRUST N/A 23306HAA3 2800756.00000000 PA USD 2802034.48000000 0.053662286901 Long ABS-MBS CORP US Y 2 2042-11-15 Floating 5.02637000 N N N N N N INTERNATIONAL BUSINESS MACHINES CORPORATION VGRQXHF3J8VDLUA7XE92 459200LT6 3249000.00000000 PA USD 3063008.03000000 0.058660240214 Long DBT CORP US N 2 2036-02-03 Fixed 4.95000000 N N N N N N DLLAA LLC N/A 233249AD3 203112.00000000 PA USD 204972.11000000 0.003925459251 Long ABS-MBS CORP US Y 2 2033-04-20 Fixed 5.08000000 N N N N N N SCF EQUIPMENT LEASING LLC N/A 78437DAE0 4440072.00000000 PA USD 4413303.44000000 0.084520000402 Long ABS-MBS CORP US Y 2 2034-09-20 Fixed 5.37000000 N N N N N N POST ROAD EQUIPMENT FINANCE LLC N/A 73747LAD0 2254000.00000000 PA USD 2247470.84000000 0.043041734810 Long ABS-MBS CORP US Y 2 2031-05-15 Fixed 5.13000000 N N N N N N REGENCY CENTERS, L.P. 5493008PTR2GAOYBXW28 75884RBC6 321000.00000000 PA USD 314713.11000000 0.006027129687 Long DBT CORP US N 2 2035-01-15 Fixed 5.10000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DKV3 2630886.46000000 PA USD 2436266.03000000 0.046657386838 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.00000000 N N N N N N OAK EAGLE ACQUIRECO INC N/A BL5278413 2100000.00000000 PA USD 2110773.00000000 0.040423808885 Long LON CORP US N 2 2033-03-24 Floating 7.25000000 N N N N N N THE MICHAELS COMPANIES, INC. 549300H9LWMBP7HYLR98 59408QAB2 2289000.00000000 PA USD 2268840.87000000 0.043450996255 Long DBT CORP US Y 2 2033-03-15 Fixed 8.50000000 N N N N N N United States of America N/A N/A 380.00000000 NC USD -330450.85000000 -0.00632852609 N/A DIR US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long United States of America US 5-Year Note (consolidated) Sep 2026 2026-09-30 40601544.60000000 USD -330450.85000000 N N N DISCOVERY GLOBAL HOLDINGS, INC. 549300DXR29GD4N0A520 254948AR3 549000.00000000 PA USD 383190.12000000 0.007338545725 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N VISTAJET MALTA FINANCE P.L.C. 5299001UK94VGT0CPQ36 92841HAA0 1576000.00000000 PA USD 1598417.77000000 0.030611597956 Long DBT CORP MT Y 2 2028-06-01 Fixed 9.50000000 N N N N N VERIZON MASTER TRUST N/A 92348KFB4 1845000.00000000 PA USD 1810484.83000000 0.034672933923 Long ABS-MBS CORP US Y 2 2033-10-20 Fixed 4.67000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38145GAS9 1472000.00000000 PA USD 1402873.49000000 0.026866692841 Long DBT CORP US N 2 2037-01-21 Fixed 5.06500000 N N N N N N ALLIANT HOLDINGS INTERMEDIATE, LLC 5493006Q26653NF8SI73 01883LAG8 870000.00000000 PA USD 869769.66000000 0.016657121589 Long DBT CORP US Y 2 2031-10-01 Fixed 6.50000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 16117LCE7 4605261.78000000 PA USD 4423630.26000000 0.084717771266 Long LON CORP US N 2 2031-12-15 Floating 5.98000000 N N N N N N OSAIC HOLDINGS, INC. 549300XL60BDV6UW5C86 00791GAC1 3842000.00000000 PA USD 3894562.23000000 0.074585490375 Long DBT CORP US Y 2 2033-08-01 Fixed 8.00000000 N N N N N N LAD AUTO RECEIVABLES TRUST N/A 505920AF5 2715862.00000000 PA USD 2746305.37000000 0.052595008282 Long ABS-MBS CORP US Y 2 2029-10-15 Fixed 5.66000000 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26884TBB7 2852000.00000000 PA USD 2789687.75000000 0.053425832363 Long DBT CORP US Y 2 2036-04-30 Fixed 5.25000000 N N N N N N DTE ENERGY COMPANY 549300IX8SD6XXD71I78 233331BL0 100000.00000000 PA USD 102640.47000000 0.001965686856 Long DBT CORP US N 2 2034-06-01 Fixed 5.85000000 N N N N N N TRICON RESIDENTIAL TRUST N/A 895975AA8 2251039.35000000 PA USD 2187832.13000000 0.041899582710 Long ABS-MBS CORP US Y 2 2029-11-17 Fixed 4.30000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W0U37 9281376.05000000 PA USD 9213192.65000000 0.176443577260 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 5.50000000 N N N N N N ALLOYA AUTO RECEIVABLES TRUST N/A 01986QAL2 1081000.00000000 PA USD 1079338.07000000 0.020670605443 Long ABS-MBS CORP US Y 2 2030-07-25 Fixed 5.19000000 N N N N N N MERCHANTS FLEET FUNDING LLC N/A 588926AF2 1940716.50000000 PA USD 1947482.81000000 0.037296607886 Long ABS-MBS CORP US Y 2 2037-04-20 Fixed 5.82000000 N N N N N N QTS THUNDER MANAGING N/A BL5762739 2350000.00000000 PA USD 2314750.00000000 0.044330210599 Long LON CORP US N 2 2033-07-15 Floating 6.03000000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 06406RBW6 216000.00000000 PA USD 214603.19000000 0.004109905867 Long DBT CORP US N 2 2035-03-14 Fixed 5.18800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W4HV2 8967368.89000000 PA USD 7960933.19000000 0.152461321904 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.50000000 N N N N N N OCP CLO LTD N/A 67122YAL1 7551963.00000000 PA USD 7380533.44000000 0.141345977634 Long ABS-MBS CORP US Y 2 2038-12-15 Floating 5.06000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142K8NL7 3271518.97000000 PA USD 3241378.23000000 0.062076241307 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 5.50000000 N N N N N N LIGHTPATH FIBER ISSUER LLC N/A 53229YAA7 3446885.00000000 PA USD 3414048.78000000 0.065383087336 Long ABS-MBS CORP US Y 2 2056-03-25 Fixed 5.59700000 N N N N N N WHEELS FLEET LEASE FUNDING LLC N/A 96328GBH9 2819000.00000000 PA USD 2850918.75000000 0.054598478707 Long ABS-MBS CORP US Y 2 2038-08-18 Fixed 6.75000000 N N N N N N AMUR EQUIPMENT FINANCE RECEIVABLES LLC N/A 03236YAD7 1998159.00000000 PA USD 2020745.81000000 0.038699681315 Long ABS-MBS CORP US Y 2 2029-12-20 Fixed 6.36000000 N N N N N N HUDSON YARDS MORTGAGE TRUST N/A 44421MAA8 7369314.00000000 PA USD 6859040.95000000 0.131358777328 Long ABS-MBS CORP US Y 2 2041-12-10 Variable 3.04089000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TN8 12487000.00000000 PA USD 9499875.47000000 0.181933893616 Long DBT UST US N 2 2053-02-15 Fixed 3.62500000 N N N N N N HOWDEN UK REFINANCE 2 PLC 875500O63ODR8S3K5X33 44287DAA1 18997000.00000000 PA USD 17664311.76000000 0.338292541487 Long DBT CORP GB Y 2 2032-02-15 Fixed 8.12500000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING N/A 05377RHE7 10272000.00000000 PA USD 10358043.52000000 0.198368830601 Long ABS-MBS CORP US Y 2 2028-04-20 Fixed 6.85000000 N N N N N N AS MILEAGE PLAN IP LTD. N/A G0541TAC9 4121562.80000000 PA USD 4108703.52000000 0.078686550310 Long LON CORP KY N 2 2031-10-15 Floating 5.48000000 N N N N N N HUNTINGTON BANK AUTO CREDIT-LINKED NOTES N/A 44644NAP4 1202700.26000000 PA USD 1197240.38000000 0.022928574655 Long ABS-MBS CORP US Y 2 2033-09-20 Floating 4.82139000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWMY6 6870364.25000000 PA USD 6820445.81000000 0.130619634576 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.50000000 N N N N N N OMNICOM GROUP INC. HKUPACFHSSASQK8HLS17 681919BX3 3989000.00000000 PA USD 3789820.16000000 0.072579555384 Long DBT CORP US N 2 2036-06-02 Fixed 5.30000000 N N N N N TRINITY RAIL LEASING LLC N/A 89656GAA2 791241.01000000 PA USD 747834.39000000 0.014321916406 Long ABS-MBS CORP US Y 2 2051-07-19 Fixed 2.26000000 N N N N N N HILTON USA TRUST N/A 43300LAA8 2286000.00000000 PA USD 2280325.50000000 0.043670940554 Long ABS-MBS CORP US Y 2 2038-11-05 Fixed 3.71900000 N N N N N N VIRGINIA ST HSG DEV AUTH COMWLTH MTG N/A 92812XDB5 4070000.00000000 PA USD 3927555.59000000 0.075217352389 Long DBT MUN US N 2 2039-10-01 Fixed 5.30800000 N N N N N N CF HIPPOLYTA ISSUER LLC N/A 12530MAG0 1884895.11000000 PA USD 1105488.72000000 0.021171421437 Long ABS-MBS CORP US Y 2 2061-03-15 Fixed 1.84800000 N N N N N N CHASE AUTO OWNER TRUST N/A 16144LAF3 3671000.00000000 PA USD 3711588.92000000 0.071081334260 Long ABS-MBS CORP US Y 2 2030-02-28 Fixed 5.41000000 N N N N N N WEST VIRGINIA ST HSG DEV FD N/A 95662NQW1 1585000.00000000 PA USD 1601392.96000000 0.030668576376 Long DBT MUN US N 2 2039-11-01 Fixed 5.83200000 N N N N N N VERISIGN, INC. LMPL4N8ZOJRMF0KOF759 92343EAR3 1000000.00000000 PA USD 995887.86000000 0.019072434849 Long DBT CORP US N 2 2031-07-15 Fixed 5.10000000 N N N N N N MARRIOTT INTERNATIONAL, INC. 225YDZ14ZO8E1TXUSU86 571903BZ5 2531000.00000000 PA USD 2373714.08000000 0.045459442733 Long DBT CORP US N 2 2038-05-01 Fixed 5.10000000 N N N N N N FOUR SEASONS HOTELS LTD N/A BL5762424 4250000.00000000 PA USD 4250892.50000000 0.081409638085 Long LON CORP US N 2 2032-09-22 Floating 5.23000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FFD4 5931845.07000000 PA USD 5949719.32000000 0.113944188556 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C15G1 2550035.29100000 PA USD 2533655.47000000 0.048522510236 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810QD3 100746000.00000000 PA USD 95031812.81000000 1.819972038222 Long DBT UST US N 2 2039-11-15 Fixed 4.37500000 N N N N N N Four Seasons Holdings Inc. 549300KN76IMZYPMJC43 35100DAW6 3282829.99000000 PA USD 3283749.18000000 0.062887695303 Long LON CORP CA N 2 2032-09-13 Floating 5.39000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EJ84 3076147.04000000 PA USD 3071338.28000000 0.058819774391 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.50000000 N N N N N N U S BANK NATIONAL ASSOCIATION N/A 90357PAV6 513800.92000000 PA USD 515941.89000000 0.009880899725 Long ABS-MBS CORP US Y 2 2032-08-25 Fixed 6.78900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVJJ5 16459838.76000000 PA USD 16345764.10000000 0.313040788402 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.50000000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 34535CAB2 4925000.00000000 PA USD 5028141.74000000 0.096294883791 Long ABS-MBS CORP US Y 2 2036-02-15 Fixed 5.92000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UEB1 2460000.00000000 PA USD 2393155.34000000 0.045831765943 Long DBT CORP US N 2 2036-06-15 Fixed 5.35000000 N N N N N N WISCONSIN HSG & ECONOMIC DEV AUTH HOME OWNERSHIP REV N/A 97689QB62 645000.00000000 PA USD 619401.37000000 0.011862271596 Long DBT MUN US N 2 2041-09-01 Fixed 5.44400000 N N N N N N UNIVERSAL HEALTH SERVICES, INC. 549300YGMGQDO0NMJD09 913903BC3 2366000.00000000 PA USD 2228158.65000000 0.042671883444 Long DBT CORP US N 2 2034-10-15 Fixed 5.05000000 N N N N N N SANTANDER BANK, N.A. N/A 80280BAC2 2860073.00000000 PA USD 2867948.78000000 0.054924624000 Long ABS-MBS CORP US Y 2 2033-01-18 Fixed 5.14100000 N N N N N N ORGANON & CO. 549300AMCKY57OK2CO56 68622TAB7 5420000.00000000 PA USD 5368079.79000000 0.102805101027 Long DBT CORP US Y 2 2031-04-30 Fixed 5.12500000 N N N N N N ZAYO ISSUER, LLC N/A 98919WAG8 2560169.00000000 PA USD 2578882.86000000 0.049388668449 Long ABS-MBS CORP US Y 2 2055-06-20 Fixed 5.95300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQW85 3432942.81000000 PA USD 3416825.88000000 0.065436272098 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.50000000 N N N N N N THE PNC FINANCIAL SERVICES GROUP, INC. CFGNEKW0P8842LEUIA51 693475CF0 9875000.00000000 PA USD 9449496.44000000 0.180969075381 Long DBT CORP US N 2 2041-01-25 Fixed 5.42300000 N N N N N N METLIFE, INC. C4BXATY60WC6XEOZDX54 59156RBS6 3431000.00000000 PA USD 3962316.42000000 0.075883063552 Long DBT CORP US Y 2 2068-04-08 Fixed 9.25000000 N N N N N N M.S.D. INVESTMENT CORP. N/A 55354LAE9 980000.00000000 PA USD 978272.13000000 0.018735072705 Long DBT CORP US Y 2 2029-06-12 Fixed 6.37500000 N N N N N N ONEMAIN FINANCIAL ISSUANCE TRUST N/A 68269PAB3 2189062.89000000 PA USD 2192491.45000000 0.041988814219 Long ABS-MBS CORP US Y 2 2034-05-15 Fixed 6.45000000 N N N N N N CRH AMERICA FINANCE, INC. 549300WEVUODRJ4CWK56 12636YAG7 381000.00000000 PA USD 367172.52000000 0.007031789669 Long DBT CORP US N 2 2055-01-09 Fixed 5.87500000 N N N N N N DEXT ABS LLC N/A 25216CAE0 1566000.00000000 PA USD 1627773.53000000 0.031173795611 Long ABS-MBS CORP US Y 2 2034-05-15 Fixed 8.30000000 N N N N N N AMUR EQUIPMENT FINANCE RECEIVABLES LLC N/A 03238BAD5 4527000.00000000 PA USD 4530342.99000000 0.086761446736 Long ABS-MBS CORP US Y 2 2031-07-21 Fixed 5.38000000 N N N N N N VERISK ANALYTICS, INC. 549300I1YSWNIRKBWP67 92345YAQ9 978000.00000000 PA USD 931579.97000000 0.017840862408 Long DBT CORP US N 2 2036-03-15 Fixed 5.12500000 N N N N N N ATRIUM HOTEL PORTFOLIO TRUST N/A 049917AG2 3489343.00000000 PA USD 3466189.48000000 0.066381643643 Long ABS-MBS CORP US Y 2 2030-08-15 Floating 6.97637000 N N N N N N EMERGENT AUTO RECEIVABLES TRUST N/A 293601AL4 770206.00000000 PA USD 787302.98000000 0.015077786762 Long ABS-MBS CORP US Y 2 2030-04-15 Fixed 6.77000000 N N N N N N CLOUD SOFTWARE GROUP, LLC 04EEB871XLHVNY4RZJ65 88632QAE3 3768000.00000000 PA USD 3685495.02000000 0.070581605097 Long DBT CORP US Y 2 2029-03-31 Fixed 6.50000000 N N N N N N VIRGINIA ST HSG DEV AUTH COMWLTH MTG N/A 92812U7J1 4535000.00000000 PA USD 4526771.94000000 0.086693056889 Long DBT MUN US N 2 2039-10-01 Fixed 5.66200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UK6D0 7438767.74000000 PA USD 7388060.26000000 0.141490125172 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XRPW9 12270448.24000000 PA USD 10893297.67000000 0.208619583034 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 3.50000000 N N N N N N TRILLIUM CREDIT CARD TRUST II N/A 89621ABB4 10200000.00000000 PA USD 10134351.04000000 0.194084854039 Long ABS-MBS CORP US Y 2 2029-10-26 Fixed 2.42200000 N N N N N N THE CIGNA GROUP 549300VIWYMSIGT1U456 125523CZ1 1161000.00000000 PA USD 1138614.55000000 0.021805820409 Long DBT CORP US N 2 2036-01-15 Fixed 5.25000000 N N N N N N ZAYO ISSUER, LLC N/A 98919WAC7 2592649.00000000 PA USD 2581516.60000000 0.049439107697 Long ABS-MBS CORP US Y 2 2055-03-20 Fixed 6.08800000 N N N N N N Government National Mortgage Association 2 N/A 3622AB4W9 2655053.71000000 PA USD 2523708.52000000 0.048332014335 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 4.50000000 N N N N N N THE CHARLES SCHWAB CORPORATION 549300VSGCJ7E698NM85 808513CL7 1975000.00000000 PA USD 1887096.44000000 0.036140137209 Long DBT CORP US N 2 2036-11-14 Fixed 4.91400000 N N N N N N STRUCTURED ASSET MORTGAGE INVESTORS N/A 86359LPL7 233015.01000000 PA USD 219134.95000000 0.004196694452 Long ABS-MBS CORP US N 2 2035-07-19 Floating 4.53409000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162DW7 1093000.00000000 PA USD 1047131.70000000 0.020053815222 Long DBT CORP US N 2 2036-02-19 Fixed 4.85000000 N N N N N N Government National Mortgage Association N/A 38384P7L8 4078583.16000000 PA USD 3687658.20000000 0.070623032562 Long ABS-MBS USGA US N 2 2045-06-20 Fixed 2.50000000 N N N N N N WISCONSIN HSG & ECONOMIC DEV AUTH HOME OWNERSHIP REV N/A 97689QYF7 4125000.00000000 PA USD 4146883.85000000 0.079417748957 Long DBT MUN US N 2 2040-09-01 Fixed 5.86500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W0UE3 16454232.24000000 PA USD 16396729.47000000 0.314016835744 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 5.50000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 95002RAY4 2000000.00000000 PA USD 1814696.84000000 0.034753598915 Long ABS-MBS CORP US N 2 2053-06-15 Fixed 3.10700000 N N N N N N ELLUCIAN HOLDINGS INC. 549300RP8NIJ7FY7OS79 289178AA3 1813000.00000000 PA USD 1746156.71000000 0.033440974054 Long DBT CORP US Y 2 2029-12-01 Fixed 6.50000000 N N N N N N WEST VIRGINIA ST HSG DEV FD N/A 95662NQX9 1810000.00000000 PA USD 1817254.94000000 0.034802589567 Long DBT MUN US N 2 2044-11-01 Fixed 6.01900000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 34535CAD8 1881289.00000000 PA USD 1913814.63000000 0.036651822268 Long ABS-MBS CORP US Y 2 2036-02-15 Fixed 6.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425U3X1 4939996.62000000 PA USD 4516940.79000000 0.086504778694 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 4.00000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING N/A 05377RLJ1 930000.00000000 PA USD 908052.12000000 0.017390276148 Long ABS-MBS CORP US Y 2 2032-08-20 Fixed 5.44000000 N N N N N N COLOSSUS ACQUIRECO LLC 2549009FT92RXWA46910 19682LAC2 3092500.00000000 PA USD 3077903.40000000 0.058945504233 Long LON CORP US N 2 2033-01-21 Floating 5.37000000 N N N N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 548661EX1 130000.00000000 PA USD 124192.15000000 0.002378427114 Long DBT CORP US N 2 2035-10-15 Fixed 4.85000000 N N N N N BROOKFIELD ASSET MANAGEMENT LTD. 549300CZ84WPNJZKY093 113004AC9 4374000.00000000 PA USD 4193091.36000000 0.080302677632 Long DBT CORP CA N 2 2036-01-15 Fixed 5.29800000 N N N N N N ALLY BANK AUTO CREDIT-LINKED NOTES N/A 02009EAE6 1785585.80000000 PA USD 1771706.56000000 0.033930284015 Long ABS-MBS CORP US Y 2 2034-03-15 Fixed 6.37000000 N N N N N N SCCU AUTO RECEIVABLES TRUST N/A 80620BAF4 2681000.00000000 PA USD 2650625.46000000 0.050762624413 Long ABS-MBS CORP US Y 2 2032-02-17 Fixed 5.08000000 N N N N N N HUNTINGTON BANK AUTO CREDIT-LINKED NOTES N/A 44644NAA7 819254.93000000 PA USD 825412.90000000 0.015807636975 Long ABS-MBS CORP US Y 2 2032-05-20 Fixed 6.15300000 N N N N N N MSCI INC. 549300HTIN2PD78UB763 55354GAS9 2934000.00000000 PA USD 2784276.01000000 0.053322191117 Long DBT CORP US N 2 2036-03-15 Fixed 5.15000000 N N N N N N RAYMOND JAMES FINANCIAL, INC. RGUZHJ05YTITL6D76949 754730AJ8 2301000.00000000 PA USD 2195752.26000000 0.042051262602 Long DBT CORP US N 2 2035-09-11 Fixed 4.90000000 N N N N N N Government National Mortgage Association N/A 38383HHS1 2201544.93000000 PA USD 1908432.95000000 0.036548756707 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 3.00000000 N N N N N N UNITI FIBER ABS ISSUER LLC N/A 91326EAB1 1642000.00000000 PA USD 1654812.37000000 0.031691621498 Long ABS-MBS CORP US Y 2 2055-04-20 Fixed 6.36900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BE6T5 2181766.07000000 PA USD 2066562.97000000 0.039577134323 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.50000000 N N N N N N NYC COMMERCIAL MORTGAGE TRUST N/A 67121TAC3 2022148.00000000 PA USD 1990901.60000000 0.038128129262 Long ABS-MBS CORP US Y 2 2042-07-13 Variable 5.17600000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AK9 1006000.00000000 PA USD 1030818.02000000 0.019741388882 Long DBT CORP US Y 2 2039-01-25 Fixed 6.30000000 N N N N N N CITADEL FINANCE LLC 549300BQL283NCR7P163 17287HAF7 1190000.00000000 PA USD 1156741.62000000 0.022152975320 Long DBT CORP US Y 2 2031-02-14 Fixed 5.15000000 N N N N N N COLORADO HSG & FIN AUTH N/A 19648GMW9 1585000.00000000 PA USD 1517961.10000000 0.029070757206 Long DBT MUN US N 2 2039-11-01 Fixed 5.27900000 N N N N N N BLUE OWL FINANCE LLC 254900OF2NO2GYFV5T41 09581JAT3 2157000.00000000 PA USD 2088340.41000000 0.039994198154 Long DBT CORP US N 2 2034-04-18 Fixed 6.25000000 N N N N N N IOWA FIN AUTH SINGLE FAMILY MTG REV N/A 46247EEF8 1180000.00000000 PA USD 1141558.62000000 0.021862202845 Long DBT MUN US N 2 2039-07-01 Fixed 5.38000000 N N N N N N NORTH CAROLINA HSG FIN AGY HOMEOWNERSHIP REV N/A 6582078R9 4530000.00000000 PA USD 4441534.15000000 0.085060652015 Long DBT MUN US N 2 2044-07-01 Fixed 5.81100000 N N N N N N SCCU AUTO RECEIVABLES TRUST N/A 80620DAF0 24000.00000000 PA USD 23687.83000000 0.000453650066 Long ABS-MBS CORP US Y 2 2032-09-15 Fixed 5.14000000 N N N N N N MINNESOTA ST HSG FIN AGY N/A 60416UDH5 2055000.00000000 PA USD 2089387.29000000 0.040014247149 Long DBT MUN US N 2 2039-07-01 Fixed 5.61900000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKC2 1697000.00000000 PA USD 1464759.57000000 0.028051884745 Long DBT CORP US N 2 2036-09-21 Fixed 2.48200000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDU0 2159000.00000000 PA USD 2248791.26000000 0.043067022421 Long DBT CORP US N 2 2054-06-01 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W3M63 8925972.00000000 PA USD 8668259.37000000 0.166007457997 Long ABS-MBS USGSE US N 2 2055-10-01 Fixed 5.00000000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119BY4 1343000.00000000 PA USD 1244314.69000000 0.023830103578 Long DBT CORP US N 2 2039-06-15 Fixed 5.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TT5 59674000.00000000 PA USD 49631984.69000000 0.950511430502 Long DBT UST US N 2 2053-08-15 Fixed 4.12500000 N N N N N N NMEF FUNDING LLC N/A 62919VAD3 4003100.00000000 PA USD 4014306.46000000 0.076878734541 Long ABS-MBS CORP US Y 2 2032-04-25 Fixed 5.79000000 N N N N N N Government National Mortgage Association 2 N/A 36179XFE1 5659778.37000000 PA USD 4916729.64000000 0.094161209806 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 3.00000000 N N N N N N Bacardi-Martini B.V. 5493002XXBV8B88K2408 05634WAB8 3619000.00000000 PA USD 3645118.29000000 0.069808342781 Long DBT CORP NL Y 2 2035-02-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179XZL3 1779563.74000000 PA USD 1779381.97000000 0.034077277229 Long ABS-MBS USGA US N 2 2038-08-20 Fixed 5.00000000 N N N N N N CONSTELLATION ENERGY GENERATION, LLC S2PEWKCZFFECR4533P43 210385AK6 5767000.00000000 PA USD 5730633.01000000 0.109748425617 Long DBT CORP US N 2 2031-02-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XRSX4 13933207.87000000 PA USD 13880221.69000000 0.265822724129 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.50000000 N N N N N N SWITCH ABS ISSUER LLC N/A 871044AL7 4280702.00000000 PA USD 4149437.92000000 0.079466662430 Long ABS-MBS CORP US Y 2 2055-03-25 Fixed 5.03600000 N N N N N N Saudi Arabian Oil Company 5586006WD91QHB7J4X50 80415RAC5 7468000.00000000 PA USD 7148101.88000000 0.136894637314 Long DBT SA Y 2 2036-02-02 Fixed 5.00000000 N N N N N N HYT COMMERCIAL MORTGAGE TRUST N/A 449173AA1 8465658.00000000 PA USD 8463393.53000000 0.162084033942 Long ABS-MBS CORP US Y 2 2041-09-15 Floating 5.51783000 N N N N N N AMERIPRISE FINANCIAL, INC. 6ZLKQF7QB6JAEKQS5388 03076CAS5 3155000.00000000 PA USD 3086710.79000000 0.059114176208 Long DBT CORP US N 2 2036-06-15 Fixed 5.35000000 N N N N N N COLORADO HSG & FIN AUTH N/A 19648GA85 1140000.00000000 PA USD 1144006.33000000 0.021909079397 Long DBT MUN US N 2 2043-11-01 Fixed 5.86000000 N N N N N N SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY 549300OD7VKRVNWB2J98 78448TAR3 2180000.00000000 PA USD 2153404.00000000 0.041240243147 Long DBT CORP IE Y 2 2036-07-23 Fixed 5.70000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VHN7 2475000.00000000 PA USD 2421317.25000000 0.046371099954 Long DBT CORP US N 2 2056-05-14 Fixed 6.20000000 N N N N N N SOPAIPILLA INVESTOR, LLC N/A 83577VAA8 2072000.00000000 PA USD 2147594.39000000 0.041128982218 Long DBT CORP US Y 2 2048-11-30 Fixed 7.53400000 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CBM6 2713000.00000000 PA USD 1998286.38000000 0.038269556566 Long DBT CORP US N 2 2041-06-15 Fixed 3.30000000 N N N N N N ONEOK, INC. 2T3D6M0JSY48PSZI1Q41 682680BV4 702000.00000000 PA USD 614378.05000000 0.011766069054 Long DBT CORP US N 2 2043-10-15 Fixed 5.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMMK9 9192051.39000000 PA USD 8232927.65000000 0.157670338728 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.50000000 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83368RBL5 250000.00000000 PA USD 255075.20000000 0.004884992908 Long DBT CORP FR Y 2 2033-06-15 Fixed 6.22100000 N N N N N NEW ECONOMY ASSETS PHASE I SPONSOR LLC N/A 643821AB7 1832000.00000000 PA USD 1063705.00000000 0.020371213593 Long ABS-MBS CORP US Y 2 2061-10-20 Fixed 2.41000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBW4 4762000.00000000 PA USD 3295231.46000000 0.063107594597 Long DBT CORP US N 2 2040-04-01 Fixed 3.60000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FDB4 3759000.00000000 PA USD 3528009.45000000 0.067565569462 Long DBT CORP US N 2 2036-01-15 Fixed 4.95000000 N N N N N N 720 EAST CLO LTD N/A 81789MAS7 1733000.00000000 PA USD 1732956.68000000 0.033188177809 Long ABS-MBS CORP US Y 2 2039-07-20 Floating 5.12921000 N N N N N N NMEF FUNDING LLC N/A 62890QAC9 1001535.10000000 PA USD 1006483.98000000 0.019275363126 Long ABS-MBS CORP US Y 2 2030-06-17 Fixed 6.83000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05618UAA4 2148150.00000000 PA USD 2143036.13000000 0.041041686127 Long ABS-MBS CORP US Y 2 2045-03-15 Floating 5.37637000 N N N N N N SANTANDER BANK, N.A. N/A 80290CCT9 2739524.00000000 PA USD 2737115.00000000 0.052419001785 Long ABS-MBS CORP US Y 2 2034-01-16 Fixed 5.15100000 N N N N N N UNIVERSITY HOUSTON TEX UNIV REVS N/A 914302MS0 365000.00000000 PA USD 353460.81000000 0.006769194144 Long DBT MUN US N 2 2037-02-15 Fixed 4.86200000 N N N N N N FIRSTKEY HOMES TRUST N/A 33767TAG5 4500000.00000000 PA USD 4480100.51000000 0.085799243595 Long ABS-MBS CORP US Y 2 2026-09-17 Fixed 2.05800000 N N N N N N ARI FLEET LEASE TRUST N/A 04033HAD7 748000.00000000 PA USD 755888.70000000 0.014476166005 Long ABS-MBS CORP US Y 2 2033-04-15 Fixed 5.39000000 N N N N N N ALCON FINANCE CORPORATION 549300CUZUI9VU7XNK42 01400EAF0 172000.00000000 PA USD 162344.52000000 0.003109090295 Long DBT CORP US Y 2 2052-12-06 Fixed 5.75000000 N N N N N N IDAHO HSG & FIN ASSN SINGLE FAMILY MTG REV N/A 45129Y6Q4 1210000.00000000 PA USD 1185493.23000000 0.022703602786 Long DBT MUN US N 2 2039-07-01 Fixed 5.42800000 N N N N N N LAD AUTO RECEIVABLES TRUST N/A 505709AG0 2556000.00000000 PA USD 2538787.77000000 0.048620799874 Long ABS-MBS CORP US Y 2 2032-02-17 Fixed 5.18000000 N N N N N N FIRST EAGLE HOLDINGS, INC. 549300ZKYR56QRODD510 32010YAA4 355000.00000000 PA USD 359169.23000000 0.006878517164 Long DBT CORP US Y 2 2032-08-15 Fixed 7.25000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140CS7 1778000.00000000 PA USD 1717078.21000000 0.032884086257 Long DBT CORP US N 2 2036-05-15 Fixed 5.30000000 N N N N N N AMERICAN AIRLINES, INC. N/A 02380KAA9 3553000.00000000 PA USD 3487371.91000000 0.066787312326 Long DBT CORP US N 2 2036-11-10 Fixed 5.75000000 N N N N N N WHEELS FLEET LEASE FUNDING LLC N/A 96328GCB1 3366093.00000000 PA USD 3370899.47000000 0.064556726822 Long ABS-MBS CORP US Y 2 2039-09-19 Fixed 5.07000000 N N N N N N SLG OFFICE TRUST N/A 78451FAA4 1570000.00000000 PA USD 1553151.67000000 0.029744698400 Long ABS-MBS CORP US Y 2 2041-04-15 Variable 5.13081000 N N N N N N GS MORTGAGE SECURITIES TRUST N/A 36261PAX0 5000000.00000000 PA USD 4711636.65000000 0.090233435559 Long ABS-MBS CORP US N 2 2052-11-10 Variable 3.33990000 N N N N N N CONNECTICUT ST HSG FIN AUTH HSG MTG FIN PROG N/A 20775HT45 4535000.00000000 PA USD 4584702.94000000 0.087802504315 Long DBT MUN US N 2 2039-11-15 Fixed 5.81300000 N N N N N N SALES TAX SECURITIZATION CORP ILL N/A 79467BJL0 1760000.00000000 PA USD 1718023.56000000 0.032902190832 Long DBT MUN US N 2 2039-01-01 Fixed 5.23400000 N N N N N N VENTURE CLO LIMITED N/A 92340YAS0 2485000.00000000 PA USD 2486190.32000000 0.047613496263 Long ABS-MBS CORP US Y 2 2036-10-20 Floating 5.47921000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427TQJ8 3269467.00000000 PA USD 3244933.55000000 0.062144329906 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 5.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAN2 2262000.00000000 PA USD 2143282.98000000 0.041046413598 Long DBT CORP US N 2 2036-10-22 Fixed 4.89200000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAT4 669000.00000000 PA USD 657602.28000000 0.012593864375 Long DBT CORP US N 2 2035-01-15 Fixed 5.35000000 N N N N N N GTE AUTO RECEIVABLES TRUST N/A 362304AF4 2457000.00000000 PA USD 2474738.63000000 0.047394182803 Long ABS-MBS CORP US Y 2 2029-11-15 Fixed 5.88000000 N N N N N N COMPEER FINANCIAL, FLCA 549300EWFHPBZH38K695 20454PAC7 978000.00000000 PA USD 853410.90000000 0.016343831914 Long DBT CORP US Y 2 2036-06-01 Fixed 3.37500000 N N N N N N VERDANT RECEIVABLES LLC N/A 92340GAF7 489000.00000000 PA USD 494833.34000000 0.009476645933 Long ABS-MBS CORP US Y 2 2033-05-12 Fixed 6.49000000 N N N N N N TELUS CORPORATION 894500TX134IMF6NW757 87971MCQ4 154000.00000000 PA USD 151985.82000000 0.002910708892 Long DBT CORP CA N 2 2056-06-09 Fixed 6.37500000 N N N N N N MASSMUTUAL GLOBAL FUNDING II 549300K1IE3K7YU6VG29 57629TBZ9 5939000.00000000 PA USD 5758698.75000000 0.110285917858 Long DBT CORP US Y 2 2035-08-26 Fixed 5.05000000 N N N N N N DELL EQUIPMENT FINANCE TRUST N/A 24702GAL9 1250000.00000000 PA USD 1257891.90000000 0.024090123269 Long ABS-MBS CORP US Y 2 2030-09-23 Fixed 6.12000000 N N N N N N CROSSROADS ASSET TRUST N/A 22767VAC2 613000.00000000 PA USD 613472.29000000 0.011748722675 Long ABS-MBS CORP US Y 2 2032-02-20 Fixed 5.20000000 N N N N N N CCG RECEIVABLES TRUST N/A 12515XAE0 450000.00000000 PA USD 448914.82000000 0.008597251760 Long ABS-MBS CORP US Y 2 2032-10-14 Fixed 5.28000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CUCX2 3403349.79000000 PA USD 3462629.26000000 0.066313461204 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 6.00000000 N N N N N N AUXILIOR TERM FUNDING LLC N/A 05335JAE3 1018000.00000000 PA USD 1043950.81000000 0.019992897402 Long ABS-MBS CORP US Y 2 2030-12-16 Fixed 7.27000000 N N N N N N GOLDEN CREDIT CARD TRUST N/A 380881FC1 4500000.00000000 PA USD 4495801.04000000 0.086099927385 Long ABS-MBS CORP US Y 2 2028-08-15 Fixed 1.44000000 N N N N N N LAD AUTO RECEIVABLES TRUST N/A 505920AE8 2715862.00000000 PA USD 2737863.48000000 0.052433336066 Long ABS-MBS CORP US Y 2 2029-07-16 Fixed 5.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179YKQ6 8060607.09500000 PA USD 7617995.38000000 0.145893655702 Long ABS-MBS USGA US N 2 2053-11-20 Fixed 4.50000000 N N N N N N ARCOSA, INC. 549300WFHLTCZV7D6V29 03965EAH9 128873.82000000 PA USD 129572.32000000 0.002481463757 Long LON CORP US N 2 2032-06-17 Floating 5.73000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BPNA5 1318576.03000000 PA USD 1325289.19000000 0.025380861387 Long ABS-MBS USGSE US N 2 2047-07-25 Fixed 5.50000000 N N N N N N Government National Mortgage Association N/A 38384BM40 2982298.47000000 PA USD 3006590.79000000 0.057579783089 Long ABS-MBS USGA US N 2 2046-01-20 Fixed 5.50000000 N N N N N N CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC 549300S8SEQBOJLKHW63 15189XBF4 1344000.00000000 PA USD 1310725.98000000 0.025101958626 Long DBT CORP US N 2 2035-03-01 Fixed 5.05000000 N N N N N N TRUIST BANK AUTO CREDIT-LINKED NOTES N/A 897926CB5 2096436.81000000 PA USD 2090459.42000000 0.040034779711 Long ABS-MBS CORP US Y 2 2033-09-26 Fixed 4.72800000 N N N N N N OSCAR US FUNDING TRUST 549300GTSLUONMR77U11 68784BAC8 3162000.00000000 PA USD 3163569.01000000 0.060586102368 Long ABS-MBS CORP US Y 2 2029-03-12 Fixed 4.47000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425UWD3 11834252.53000000 PA USD 11746400.90000000 0.224957522703 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.50000000 N N N N N N 1301 TRUST N/A 682461AG3 5526885.00000000 PA USD 5457124.16000000 0.104510406427 Long ABS-MBS CORP US Y 2 2030-08-11 Variable 5.82937000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EHK9 6978274.54000000 PA USD 6609155.92000000 0.126573182337 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N NMEF FUNDING LLC N/A 62890QAD7 3049000.00000000 PA USD 3106707.98000000 0.059497146138 Long ABS-MBS CORP US Y 2 2030-06-17 Fixed 8.04000000 N N N N N N VERDANT RECEIVABLES LLC N/A 92339GAD5 1077000.00000000 PA USD 1091880.74000000 0.020910812464 Long ABS-MBS CORP US Y 2 2031-01-13 Fixed 6.73000000 N N N N N N Government National Mortgage Association 2 N/A 3622ACJJ0 4289826.64000000 PA USD 4297097.00000000 0.082294509115 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 5.50000000 N N N N N N THE GEO GROUP, INC. 54930024XOXET7NQVZ63 36162JAG1 239000.00000000 PA USD 249256.91000000 0.004773565747 Long DBT CORP US N 2 2029-04-15 Fixed 8.62500000 N N N N N N UKG INC. 529900FKHWSTQ1GXK240 90279XAA0 5537000.00000000 PA USD 5424530.60000000 0.103886201057 Long DBT CORP US Y 2 2031-02-01 Fixed 6.87500000 N N N N N N HPEFS EQUIPMENT TRUST N/A 40444MAG6 3620603.00000000 PA USD 3633382.63000000 0.069583590960 Long ABS-MBS CORP US Y 2 2031-10-20 Fixed 5.35000000 N N N N N N ENTERPRISE FLEET FINANCING LLC N/A 29374LAC4 2349000.00000000 PA USD 2390976.18000000 0.045790032442 Long ABS-MBS CORP US Y 2 2030-06-20 Fixed 6.28000000 N N N N N N ATRIUM HOTEL PORTFOLIO TRUST N/A 049917AL1 2000000.00000000 PA USD 1964290.61000000 0.037618497210 Long ABS-MBS CORP US Y 2 2030-08-15 Floating 9.17637000 N N N N N N CCG RECEIVABLES TRUST N/A 12516XAE9 2172000.00000000 PA USD 2135454.80000000 0.040896494657 Long ABS-MBS CORP US Y 2 2034-08-15 Fixed 5.08000000 N N N N N N Government National Mortgage Association 2 N/A 36179WXL7 3773802.41000000 PA USD 3374280.03000000 0.064621468560 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 3.50000000 N N N N N N HOUSTON GALLERIA MALL TRUST N/A 44216XAA3 1730694.00000000 PA USD 1735197.37000000 0.033231089682 Long ABS-MBS CORP US Y 2 2045-02-05 Variable 5.64391000 N N N N N N TRILLIUM CREDIT CARD TRUST II N/A 89621ABR9 2900000.00000000 PA USD 2884882.66000000 0.055248927906 Long ABS-MBS CORP US Y 2 2033-03-28 Fixed 5.34800000 N N N N N N GLOBAL PAYMENTS INC. 549300NOMHGVQBX6S778 37940XAY8 2863000.00000000 PA USD 2726986.47000000 0.052225028411 Long DBT CORP US N 2 2035-11-15 Fixed 5.55000000 N N N N N N NEW JERSEY ST HSG & MTG FIN AGY REV N/A 64613AKJ0 390000.00000000 PA USD 398420.03000000 0.007630216583 Long DBT MUN US N 2 2034-10-01 Fixed 5.64000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VHJ6 952000.00000000 PA USD 869747.20000000 0.016656691454 Long DBT CORP US N 2 2055-11-30 Fixed 5.87500000 N N N N N N SONOCO PRODUCTS COMPANY GKOMIK4RDJGHEF0VNP11 835495AJ1 2105000.00000000 PA USD 2080435.41000000 0.039842808019 Long DBT CORP US N 2 2040-11-01 Fixed 5.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HLW65 3999819.63000000 PA USD 3964473.39000000 0.075924372088 Long ABS-MBS USGSE US N 2 2039-04-25 Fixed 5.00000000 N N N N N N WHEELS FLEET LEASE FUNDING LLC N/A 96328GBT3 2504163.52000000 PA USD 2513200.29000000 0.048130769255 Long ABS-MBS CORP US Y 2 2039-06-21 Fixed 4.87000000 N N N N N N JANUS INTERNATIONAL GROUP, LLC 549300EG57ZJJG8NC776 47102DAP4 175879.20000000 PA USD 175330.46000000 0.003357786463 Long LON CORP US N 2 2030-08-05 Floating 5.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSZU9 3545166.59700000 PA USD 3520068.50000000 0.067413490842 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 5.50000000 N N N N N N SFS AUTO RECEIVABLES SECURITIZATION TRUST N/A 78398AAG8 2541000.00000000 PA USD 2577184.75000000 0.049356147627 Long ABS-MBS CORP US Y 2 2031-02-20 Fixed 5.97000000 N N N N N N SUMISHO AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00912XBJ2 458000.00000000 PA USD 459711.34000000 0.008804017935 Long DBT CORP US N 2 2199-12-31 Fixed 8.34600000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918AM6 2673000.00000000 PA USD 2636697.15000000 0.050495880741 Long DBT CORP US N 2 2041-02-08 Fixed 5.30000000 N N N N N N CCG RECEIVABLES TRUST N/A 14988KAD4 1651000.00000000 PA USD 1640048.02000000 0.031408866667 Long ABS-MBS CORP US Y 2 2034-01-17 Fixed 5.17000000 N N N N N N AMC GLOBAL MEDIA INC. 549300VGG9K75226LR46 00164VAK9 23000.00000000 PA USD 23698.50000000 0.000453854410 Long DBT CORP US Y 2 2032-07-15 Fixed 10.50000000 N N N N N N Eastern Energy Gas Holdings, LLC 549300BFOD6TDMVV4O24 27636AAB8 2569000.00000000 PA USD 2607798.95000000 0.049942445902 Long DBT CORP US N 2 2035-01-15 Fixed 5.80000000 N N N N N N CARS DB N/A 12510HAS9 3069733.51000000 PA USD 3073484.13000000 0.058860869966 Long ABS-MBS CORP US Y 2 2053-09-15 Fixed 5.75000000 N N N N N N AMERICAN AIRLINES, INC. N/A 02377PAA3 1624000.00000000 PA USD 1584851.48000000 0.030351787396 Long DBT CORP US N 2 2036-05-11 Fixed 5.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427Q5E8 14041480.05000000 PA USD 13211948.30000000 0.253024495328 Long ABS-MBS USGSE US N 2 2055-12-01 Fixed 4.50000000 N N N N N N HUB INTERNATIONAL LIMITED 549300JQT6ATTUNS5E06 44332PAG6 2232000.00000000 PA USD 2229870.61000000 0.042704669510 Long DBT CORP US Y 2 2029-12-01 Fixed 5.62500000 N N N N N N GLS AUTO SELECT RECEIVABLES TRUST N/A 37988XAD7 1381000.00000000 PA USD 1397752.68000000 0.026768623250 Long ABS-MBS CORP US Y 2 2030-03-15 Fixed 5.69000000 N N N N N N HERTZ VEHICLE FINANCING III LLC N/A 42806MAN9 3750000.00000000 PA USD 3691018.79000000 0.070687391850 Long ABS-MBS CORP US Y 2 2028-06-26 Fixed 2.33000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAN3 3350000.00000000 PA USD 2959017.05000000 0.056668689488 Long DBT CORP US Y 2 2038-06-25 Fixed 4.62500000 N N N N N N AMUR EQUIPMENT FINANCE RECEIVABLES LLC N/A 03236YAE5 563000.00000000 PA USD 573717.47000000 0.010987370674 Long ABS-MBS CORP US Y 2 2030-07-22 Fixed 7.48000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650EG1 918000.00000000 PA USD 943972.45000000 0.018078193112 Long DBT CORP US N 2 2054-12-10 Fixed 6.75000000 N N N N N N UNITI FIBER ABS ISSUER LLC N/A 91326EAA3 4133980.00000000 PA USD 4154112.94000000 0.079556194613 Long ABS-MBS CORP US Y 2 2055-04-20 Fixed 5.87700000 N N N N N N NMEF FUNDING LLC N/A 62919UAC7 3216556.00000000 PA USD 3208218.25000000 0.061441188322 Long ABS-MBS CORP US Y 2 2031-12-15 Fixed 5.32000000 N N N N N N BURFORD CAPITAL GLOBAL FINANCE LLC 549300JVAOO67CSCH406 12116LAG4 7432000.00000000 PA USD 6269070.41000000 0.120060141067 Long DBT CORP US Y 2 2033-07-15 Fixed 7.50000000 N N N N N PANTHER ESCROW ISSUER, LLC N/A 69867RAA5 9663000.00000000 PA USD 9649894.56000000 0.184806937294 Long DBT CORP US Y 2 2031-06-01 Fixed 7.12500000 N N N N N N Grupo Aeromexico, S.A.B. de C.V. 529900BECKHBL62WD126 40054JAD1 684000.00000000 PA USD 688883.64000000 0.013192939556 Long DBT CORP MX Y 2 2031-11-15 Fixed 8.62500000 N N N N N BURLINGTON COAT FACTORY WAREHOUSE CORPORATION 549300SIFDMGE3Y2SW49 121575AL8 4740562.50000000 PA USD 4728711.09000000 0.090560431356 Long LON CORP US N 2 2031-09-19 Floating 5.48000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397H89 1802000.00000000 PA USD 1738861.92000000 0.033301270165 Long DBT CORP US N 2 2035-10-31 Fixed 5.86900000 N N N N N N UNITED AIRLINES, INC. K1OQBWM7XEOO08LDNP29 90932WAB9 1701878.77000000 PA USD 1694556.61000000 0.032452770879 Long DBT CORP US N 2 2038-08-15 Fixed 5.87500000 N N N N N N THE HERSHEY COMPANY 21X2CX66SU2BR6QTAD08 427866BN7 720000.00000000 PA USD 720294.45000000 0.013794493859 Long DBT CORP US N 2 2035-02-24 Fixed 5.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KY6P9 8857618.07000000 PA USD 8693247.03000000 0.166486001351 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 5.00000000 N N N N N N OCP CLO LTD N/A 671026BA9 4666894.00000000 PA USD 4584289.98000000 0.087794595641 Long ABS-MBS CORP US Y 2 2039-01-17 Fixed 5.19400000 N N N N N N EVERGY MISSOURI WEST STORM FUNDING I, LLC N/A 30037HAA4 2877488.77000000 PA USD 2850466.99000000 0.054589826967 Long DBT CORP US N 2 2040-12-01 Fixed 5.10400000 N N N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 254900C5LP6DN9OP9V83 3133EM4H2 11023000.00000000 PA USD 8513834.51000000 0.163050038593 Long DBT USGSE US N 2 2036-09-02 Fixed 2.20000000 N N N N N N CCG RECEIVABLES TRUST N/A 12511QAE9 1424000.00000000 PA USD 1456008.96000000 0.027884300175 Long ABS-MBS CORP US Y 2 2032-04-14 Fixed 7.18000000 N N N N N N United States of America N/A N/A 1285.00000000 NC USD -2613458.70000000 -0.05005083683 N/A DIR US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long United States of America US Long Bond (CBT) Sep 2026 2026-09-21 141795021.20000000 USD -2613458.70000000 N N N HORSESHOE FUNDING TRUST I N/A 440929AA5 739000.00000000 PA USD 735964.17000000 0.014094587601 Long DBT CORP US Y 2 2036-02-15 Fixed 6.06200000 N N N N N N SOTHEBYS ARTFI MASTER TRUST N/A 83589DAC0 1866000.00000000 PA USD 1851186.57000000 0.035452420566 Long ABS-MBS CORP US Y 2 2033-06-20 Fixed 4.90000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CJJ1 59760000.00000000 PA USD 59461200.00000000 1.138752573051 Long DBT UST US N 2 2033-11-15 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GQ5H1 6832338.38000000 PA USD 6954692.29000000 0.133190614047 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.00000000 N N N N N N ING Groep N.V. 549300NYKK9MWM7GGW15 456837BH5 1712000.00000000 PA USD 1779471.17000000 0.034078985515 Long DBT CORP NL N 2 2034-09-11 Fixed 6.11400000 N N N N N N DRYDEN CLO LTD N/A 26290AAA9 2073000.00000000 PA USD 2073000.00000000 0.039700411090 Long ABS-MBS CORP US Y 2 2039-10-15 None 0.00000000 N N N N N N THE WESTERN UNION COMPANY 28ID94QU1140NC23S047 959802BB4 1421000.00000000 PA USD 1406053.04000000 0.026927584999 Long DBT CORP US N 2 2029-06-15 Fixed 4.75000000 N N N N N N ARI FLEET LEASE TRUST N/A 00219NAE6 1785000.00000000 PA USD 1764886.88000000 0.033799679046 Long ABS-MBS CORP US Y 2 2035-02-15 Fixed 4.90000000 N N N N N N NCL CORPORATION LTD. UNZWILHE4KMRP9K2L524 62886HBR1 7393000.00000000 PA USD 7246107.98000000 0.138771570483 Long DBT CORP BM Y 2 2032-02-01 Fixed 6.75000000 N N N N N N SHR TRUST N/A 784234AE6 2022000.00000000 PA USD 2025617.30000000 0.038792976132 Long ABS-MBS CORP US Y 2 2041-10-15 Floating 6.62637000 N N N N N N GOLDEN CREDIT CARD TRUST N/A 380881FD9 2233000.00000000 PA USD 2230459.12000000 0.042715940175 Long ABS-MBS CORP US Y 2 2028-08-15 Fixed 1.74000000 N N N N N N THE J. M. SMUCKER COMPANY 5493000WDH6A0LHDJD55 832696AZ1 100000.00000000 PA USD 104295.54000000 0.001997383411 Long DBT CORP US N 2 2053-11-15 Fixed 6.50000000 N N N N N CREDIT ACCEPTANCE AUTO LOAN TRUST N/A 22537EAE5 3840000.00000000 PA USD 3860746.22000000 0.073937873637 Long ABS-MBS CORP US Y 2 2033-09-15 Fixed 7.15000000 N N N N N N CARLISLE COMPANIES INCORPORATED XR64VGX1ZPX6G7ZN7Z11 142339AM2 3232000.00000000 PA USD 3116063.90000000 0.059676323113 Long DBT CORP US N 2 2040-09-15 Fixed 5.55000000 N N N N N N VISTRA OPERATIONS COMPANY LLC 549300ZH5GKBTJZ7NM23 92840VAP7 2532000.00000000 PA USD 2640204.56000000 0.050563051806 Long DBT CORP US Y 2 2031-10-15 Fixed 7.75000000 N N N N N N CARRIX INC N/A BL5760527 833333.33000000 PA USD 831250.00000000 0.015919424369 Long LON CORP US N 2 2033-07-16 Floating 5.81000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W2CS8 3549860.95000000 PA USD 3442793.03000000 0.065933573849 Long ABS-MBS USGSE US N 2 2055-06-01 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UT3 35335000.00000000 PA USD 32557889.84000000 0.623522243554 Long DBT UST US N 2 2046-02-15 Fixed 4.62500000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 06406YAB8 2316000.00000000 PA USD 2317910.26000000 0.044390733329 Long DBT CORP US N 2 2039-07-21 Fixed 5.60600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427NF95 11549792.12000000 PA USD 11202859.62000000 0.214548061892 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 5.00000000 N N N N N N SANTANDER BANK, N.A. N/A 80290CCB8 995901.53000000 PA USD 1002415.25000000 0.019197442116 Long ABS-MBS CORP US Y 2 2033-12-15 Fixed 5.64000000 N N N N N N GREENVILLE SPARTANBURG S C ARPT DIST ARPT SYS REV N/A 396613DU2 210000.00000000 PA USD 208203.31000000 0.003987340567 Long DBT MUN US N 2 2034-07-01 Fixed 5.05600000 N N N N N N TEVA PHARMACEUTICAL FINANCE COMPANY, LLC 5493006PITD7MU7WW480 88163VAD1 176000.00000000 PA USD 180351.94000000 0.003453953766 Long DBT CORP US N 2 2036-02-01 Fixed 6.15000000 N N N N N N MOLSON COORS BEVERAGE COMPANY 54930073LBBH6ZCBE225 60871RAT7 1405000.00000000 PA USD 1379597.70000000 0.026420933829 Long DBT CORP US N 2 2036-07-08 Fixed 5.50000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING N/A 05377RHJ6 3749000.00000000 PA USD 3851565.82000000 0.073762058078 Long ABS-MBS CORP US Y 2 2029-12-20 Fixed 7.03000000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 34535QAC9 10250000.00000000 PA USD 10339824.72000000 0.198019918952 Long ABS-MBS CORP US Y 2 2035-08-15 Fixed 5.58000000 N N N N N N MANHATTAN WEST MORTGAGE TRUST N/A 563126AC5 3173000.00000000 PA USD 3118863.23000000 0.059729933606 Long ABS-MBS CORP US Y 2 2048-06-10 Variable 5.71833000 N N N N N N CSMC TRUST N/A 12656DAA1 1950000.00000000 PA USD 1823535.56000000 0.034922870897 Long ABS-MBS CORP US Y 2 2041-12-15 Fixed 3.15950000 N N N N N N POST ROAD EQUIPMENT FINANCE LLC N/A 737473AE8 461000.00000000 PA USD 464909.20000000 0.008903563125 Long ABS-MBS CORP US Y 2 2030-10-15 Fixed 6.77000000 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46651EAA2 5000000.00000000 PA USD 4695993.03000000 0.089933841663 Long ABS-MBS CORP US Y 2 2039-06-05 Fixed 3.39730000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W0RB3 2073514.60100000 PA USD 2010423.63000000 0.038501999313 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 5.00000000 N N N N N N American Airlines 2017-2 Pass Through Trusts N/A 02377CAA2 1134039.15000000 PA USD 1071568.86000000 0.020521815848 Long DBT CORP US N 2 2031-04-15 Fixed 3.60000000 N N N N N N ROYAL CARIBBEAN CRUISES LTD. K2NEH8QNVW44JIWK7Z55 780153BU5 1559000.00000000 PA USD 1585300.33000000 0.030360383407 Long DBT CORP LR Y 2 2032-03-15 Fixed 6.25000000 N N N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 254900C5LP6DN9OP9V83 3133ENJA9 4613000.00000000 PA USD 3830911.98000000 0.073366512521 Long DBT USGSE US N 2 2034-12-21 Fixed 2.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CXR79 1444866.15000000 PA USD 1438796.07000000 0.027554652896 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 5.00000000 N N N N N N Truist Financial Corporation 549300DRQQI75D2JP341 89832QAF6 39000.00000000 PA USD 38632.67000000 0.000739861495 Long DBT CORP US N 2 2199-12-31 Fixed 5.10000000 N N N N N N DRYDEN CLO LTD N/A 26253EBM9 3202490.00000000 PA USD 3202557.25000000 0.061332773451 Long ABS-MBS CORP US Y 2 2037-10-15 Floating 5.20292000 N N N N N N PEAC SOLUTIONS RECEIVABLES N/A 69392HAD5 3315000.00000000 PA USD 3328872.28000000 0.063751856239 Long ABS-MBS CORP US Y 2 2032-07-20 Fixed 5.20000000 N N N N N N CITADEL SECURITIES GLOBAL HOLDINGS LLC 549300NV5RXBUS3X7L47 17289RAF3 1463000.00000000 PA USD 1421487.56000000 0.027223174381 Long DBT CORP US Y 2 2036-03-27 Fixed 5.75000000 N N N N N N VERDANT RECEIVABLES LLC N/A 92339MAD2 661000.00000000 PA USD 668658.17000000 0.012805597794 Long ABS-MBS CORP US Y 2 2031-12-12 Fixed 6.25000000 N N N N N N ALTICE FRANCE SAS 5493001ZMCICV4N02J21 02090DAD0 5174782.00000000 PA USD 5011210.25000000 0.095970625656 Long DBT CORP FR Y 2 2032-04-15 Fixed 6.50000000 N N N N N N SANTANDER BANK, N.A. N/A 80290CDB7 1036000.00000000 PA USD 1030075.99000000 0.019727178127 Long ABS-MBS CORP US Y 2 2034-07-17 Fixed 4.95300000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50076QAR7 5488000.00000000 PA USD 5865918.31000000 0.112339299725 Long DBT CORP US N 2 2039-01-26 Fixed 6.87500000 N N N N N N Ontario Teachers' Cadillac Fairview Properties Trust N/A 68327LAD8 80000.00000000 PA USD 69937.04000000 0.001339377346 Long DBT CORP CA Y 2 2031-10-15 Fixed 2.50000000 N N N N N N PIONEER OPCO, LLC 254900MLGLU5YE2NRP61 72382NAA4 163000.00000000 PA USD 164845.63000000 0.003156989521 Long DBT CORP US Y 2 2033-05-15 Fixed 7.00000000 N N N N N N ALLIANT HOLDINGS INTERMEDIATE, LLC 5493006Q26653NF8SI73 01883LAH6 3032000.00000000 PA USD 3050083.66000000 0.058412723184 Long DBT CORP US Y 2 2032-10-01 Fixed 7.37500000 N N N N N N SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC 254900Z1WAY7QFQ7O850 83007CAF9 295000.00000000 PA USD 289912.44000000 0.005552167413 Long DBT CORP US N 2 2034-10-01 Fixed 5.58400000 N N N N N N UPTOWN DEV AUTH TEX TAX INCREMENT CONTRACT REV N/A 916856HC4 400000.00000000 PA USD 355290.74000000 0.006804239476 Long DBT MUN US N 2 2032-09-01 Fixed 2.68100000 N N N N N N ARCOSA, INC. 549300WFHLTCZV7D6V29 039653AA8 2091000.00000000 PA USD 2045580.70000000 0.039175298943 Long DBT CORP US Y 2 2029-04-15 Fixed 4.37500000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BT0 254000.00000000 PA USD 177126.90000000 0.003392190422 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N FIXED INCOME CLEARING CO N/A N/A 6000000.00000000 PA USD 6000000.00000000 0.114907123272 Long RA CORP US N 2 Repurchase N 3.60000000 2026-08-03 6209300.00000000 USD 6120082.60000000 USD UST N N N CYRUSONE DATA CENTER ISSUER LLC N/A 23284BAJ3 3893220.00000000 PA USD 3898699.08000000 0.074664715964 Long ABS-MBS CORP US Y 2 2050-02-20 Variable 5.91000000 N N N N N N DEUTSCHE BANK AG NEW YORK BRANCH N/A 251526CY3 1402000.00000000 PA USD 1375752.12000000 0.026347286407 Long DBT CORP US N 2 2035-09-11 Fixed 5.40300000 N N N N N N HUBBELL INCORPORATED 54930088VDQ6840Y6597 443510AL6 784000.00000000 PA USD 744844.55000000 0.014264657420 Long DBT CORP US N 2 2035-11-15 Fixed 4.80000000 N N N N N N BOSTON MEDICAL CENTER CORPORATION 54930000C3BLYBHD3L38 10103DAB2 3000000.00000000 PA USD 2909849.61000000 0.055727074639 Long DBT CORP US N 2 2028-07-01 Fixed 3.91200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BNAD5 4630156.14000000 PA USD 4511294.60000000 0.086396647453 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.00000000 N N N N N N CSMC TRUST N/A 12655QAA3 2500000.00000000 PA USD 2123158.83000000 0.040661012234 Long ABS-MBS CORP US Y 2 2035-02-15 Fixed 3.04030000 N N N N N N METROPOLITAN GOVT NASHVILLE & DAVIDSON CNTY TENN SPORTS AUTH REV N/A 592090HZ0 1500000.00000000 PA USD 1316311.91000000 0.025208935817 Long DBT MUN US N 2 2032-08-01 Fixed 2.45400000 N N N N N N COLORADO HSG & FIN AUTH N/A 19648GJU7 8390000.00000000 PA USD 8432599.71000000 0.161494295730 Long DBT MUN US N 2 2039-11-01 Fixed 5.65900000 N N N N N N LATAM Airlines Group S.A. 549300HX3UUDPEFTG707 51817RAE6 2317000.00000000 PA USD 2366618.88000000 0.045323561230 Long DBT CORP CL Y 2 2031-01-07 Fixed 7.62500000 N N N N N Government National Mortgage Association 2 N/A 3622ACEL0 1947132.28000000 PA USD 1698257.62000000 0.032523649614 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 3.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VBK5 1243000.00000000 PA USD 1215054.80000000 0.023269741947 Long DBT CORP US N 2 2036-01-15 Fixed 5.35000000 N N N N N N LPL HOLDINGS, INC. 549300Z5YF8CCRMYUL26 50212YAM6 1568000.00000000 PA USD 1530721.80000000 0.029315139761 Long DBT CORP US N 2 2035-03-15 Fixed 5.65000000 N N N N N N WINGSPIRE EQUIPMENT FINANCE LLC 254900UTJF59Z6LWFR35 97415CAE8 3813000.00000000 PA USD 3768527.20000000 0.072171769920 Long ABS-MBS CORP US Y 2 2033-09-20 Fixed 5.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KY6Y0 9093730.74000000 PA USD 8710968.39000000 0.166825386434 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.50000000 N N N N N N HERTZ VEHICLE FINANCING III LLC N/A 42806MAP4 2480000.00000000 PA USD 2432851.76000000 0.046591999514 Long ABS-MBS CORP US Y 2 2028-06-26 Fixed 2.65000000 N N N N N N SONOCO PRODUCTS COMPANY GKOMIK4RDJGHEF0VNP11 835495AS1 100000.00000000 PA USD 96474.24000000 0.001847596231 Long DBT CORP US N 2 2034-09-01 Fixed 5.00000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H93C1 13418186.00000000 PA USD 12540791.09000000 0.240171037951 Long ABS-MBS USGSE US N 2 2032-08-25 Variable 3.53000000 N N N N N N Minera Mexico, S.A. de C.V. 2549005BMA2EK49I0T98 60284MAC6 5204000.00000000 PA USD 5202747.26000000 0.099638786793 Long DBT CORP MX Y 2 2032-02-12 Fixed 5.62500000 N N N N N N FLORIDA HSG FIN CORP REV N/A 34074M5Y3 3735000.00000000 PA USD 3794229.35000000 0.072663996607 Long DBT MUN US N 2 2039-07-01 Fixed 5.67400000 N N N N N N SHOPS COMMERCIAL MORTGAGE TRUST N/A 82510YAC0 2800000.00000000 PA USD 2753763.99000000 0.052737849710 Long ABS-MBS CORP US Y 2 2039-05-15 Variable 5.22098000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UF3 12864000.00000000 PA USD 11911260.00000000 0.228114770191 Long DBT UST US N 2 2044-11-15 Fixed 4.62500000 N N N N N N AVILEASE CAPITAL LIMITED 635400SXOPVAVBWNE366 05369MAA3 2048000.00000000 PA USD 2040117.08000000 0.039070664133 Long DBT CORP KY Y 2 2031-06-30 Fixed 5.50000000 N N N N N N OAKTREE ABF EQUIPMENT ST, LLC N/A 67403GAD8 546000.00000000 PA USD 542124.12000000 0.010382320514 Long ABS-MBS CORP US Y 2 2033-10-17 Fixed 5.31000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EF47 6187785.13000000 PA USD 6028937.45000000 0.115461309794 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 5.00000000 N N N N N N ACCENTURE CAPITAL INC. 254900FRO0P7RIINYT25 00440KAJ2 13569000.00000000 PA USD 13428746.61000000 0.257176440350 Long DBT CORP US N 2 2036-07-10 Fixed 5.60000000 N N N N N N SALESFORCE, INC. RCGZFPDMRW58VJ54VR07 79466LAV6 7706000.00000000 PA USD 7414609.46000000 0.141998573872 Long DBT CORP US N 2 2046-03-15 Fixed 6.40000000 N N N N N N KUBOTA CREDIT OWNER TRUST N/A 50119AAD2 1039474.00000000 PA USD 1036519.95000000 0.019850587611 Long ABS-MBS CORP US Y 2 2031-12-15 Fixed 4.70000000 N N N N N N MINNESOTA ST HSG FIN AGY N/A 60416UEN1 3505000.00000000 PA USD 3528951.40000000 0.067583608923 Long DBT MUN US N 2 2039-07-01 Fixed 5.73000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M7LP4 6721321.05000000 PA USD 6672136.10000000 0.127779327555 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 5.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAT9 2425000.00000000 PA USD 2317532.28000000 0.044383494564 Long DBT CORP US N 2 2037-01-30 Fixed 5.07300000 N N N N N N BLOCK, INC. 549300OHIIUWSTIZME52 852234AU7 1444000.00000000 PA USD 1433128.21000000 0.027446106648 Long DBT CORP US Y 2 2033-08-15 Fixed 6.00000000 N N N N N N HUNTINGTON BANCSHARES INCORPORATED 549300XTVCVV9I7B5T19 446150AX2 2646000.00000000 PA USD 2260360.22000000 0.043288581739 Long DBT CORP US N 2 2036-08-15 Fixed 2.48700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DFR8 3987517.77000000 PA USD 3571449.28000000 0.068397493779 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TH1 28000000.00000000 PA USD 22181250.00000000 0.424797271346 Long DBT UST US N 2 2042-05-15 Fixed 3.25000000 N N N N N N HOWDEN UK REFINANCE PLC 87550008DPN8BDG67910 44287GAA4 2776000.00000000 PA USD 2750208.85000000 0.052669764558 Long DBT CORP GB Y 2 2031-02-15 Fixed 7.25000000 N N N N N N SUMISHO AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 873923AG1 2136000.00000000 PA USD 2080018.70000000 0.039834827528 Long DBT CORP US Y 2 2036-03-24 Fixed 5.50000000 N N N N N N ENTERPRISE FLEET FINANCING LLC N/A 29375NAB1 547.81000000 PA USD 548.65000000 0.000010507298 Long ABS-MBS CORP US Y 2 2030-04-22 Fixed 5.56000000 N N N N N N STACK INFRASTRUCTURE ISSUER, LLC N/A 85236KAR3 1762489.00000000 PA USD 1691970.97000000 0.032403252803 Long ABS-MBS CORP US Y 2 2056-03-25 Fixed 5.00000000 N N N N N N CHASE AUTO OWNER TRUST N/A 16144BAG3 2742000.00000000 PA USD 2780240.26000000 0.053244901713 Long ABS-MBS CORP US Y 2 2031-06-25 Fixed 5.87000000 N N N N N N HIGHTOWER HOLDING, LLC 254900MKOSB7RTMA9K12 43117LAP8 1750000.00000000 PA USD 1741250.00000000 0.033347004732 Long LON CORP US N 2 2032-02-03 Floating 6.51000000 N N N N N N TESLA ELECTRIC VEHICLE TRUST N/A 88162VAG5 854000.00000000 PA USD 842764.39000000 0.016139938608 Long ABS-MBS CORP US Y 2 2029-06-20 Fixed 5.08990000 N N N N N N TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV N/A 88046KNE2 2720000.00000000 PA USD 2691313.12000000 0.051541841407 Long DBT MUN US N 2 2039-07-01 Fixed 5.64500000 N N N N N N Government National Mortgage Association 2 N/A 3622ADY77 4092440.88000000 PA USD 3560027.93000000 0.068178761367 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 3.00000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833EE6 3466000.00000000 PA USD 2375076.50000000 0.045485534694 Long DBT CORP US N 2 2041-02-08 Fixed 2.37500000 N N N N N N LBA TRUST N/A 52109XAG3 1462534.17000000 PA USD 1464360.30000000 0.028044238251 Long ABS-MBS CORP US Y 2 2041-10-15 Floating 5.41837000 N N N N N N NCL CORPORATION LTD. UNZWILHE4KMRP9K2L524 62886HBZ3 2664000.00000000 PA USD 2531579.99000000 0.048482762330 Long DBT CORP BM Y 2 2033-09-15 Fixed 6.25000000 N N N N N N VOLVO FINANCIAL EQUIPMENT LLC N/A 92886FAD4 1439000.00000000 PA USD 1409222.83000000 0.026988290240 Long ABS-MBS CORP US Y 2 2033-01-17 Fixed 4.04000000 N N N N N N M&T BANK CORPORATION 549300WYXDDBYRASEG81 55261FAZ7 1633000.00000000 PA USD 1617878.42000000 0.030984292507 Long DBT CORP US N 2 2035-07-30 Fixed 5.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FTL1 3771848.37000000 PA USD 3610132.07000000 0.069138315132 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4.50000000 N N N N N N CRC INSURANCE GROUP, LLC N/A 89788VAG7 563104.84000000 PA USD 553250.51000000 0.010595404092 Long LON CORP US N 2 2031-05-06 Floating 6.48000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W37J2 2168907.80000000 PA USD 2041063.55000000 0.039088790157 Long ABS-MBS USGSE US N 2 2055-11-01 Fixed 4.50000000 N N N N N N JANE STREET GROUP, LLC 5493002N1IVX6KHGYO08 47077WAE8 6118000.00000000 PA USD 6236439.66000000 0.119435223465 Long DBT CORP US Y 2 2033-05-01 Fixed 6.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CPE8 4617769.03000000 PA USD 4160539.57000000 0.079679272208 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N SBA TOWER TRUST N/A 78403DBD1 9035000.00000000 PA USD 9002385.46000000 0.172406369299 Long DBT CORP US Y 2 2029-10-15 Fixed 4.83100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EM80 3049264.11000000 PA USD 3053935.52000000 0.058486490876 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 5.00000000 N N N N N N GTE AUTO RECEIVABLES TRUST N/A 362304AE7 3276000.00000000 PA USD 3294372.95000000 0.063091153111 Long ABS-MBS CORP US Y 2 2029-08-15 Fixed 5.39000000 N N N N N N Regal Rexnord Corporation QH78R09VCJGQKPBPYU33 758750AP8 177000.00000000 PA USD 184508.61000000 0.003533558932 Long DBT CORP US N 2 2033-04-15 Fixed 6.40000000 N N N N N N LAS VEGAS SANDS CORP. 549300DUOO1KXOHPM605 517834AS6 2841000.00000000 PA USD 2801676.59000000 0.053655432882 Long DBT CORP US N 2 2033-05-18 Fixed 5.65000000 N N N N N N INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV N/A 45505T7Q8 1170000.00000000 PA USD 1137664.41000000 0.021787624100 Long DBT MUN US N 2 2045-07-01 Fixed 5.82700000 N N N N N N MERCHANTS FLEET FUNDING LLC N/A 588926AJ4 1358000.00000000 PA USD 1367026.60000000 0.026180182340 Long ABS-MBS CORP US Y 2 2037-04-20 Fixed 6.84990000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133Q4C64 2304209.87000000 PA USD 2287199.07000000 0.043802577580 Long ABS-MBS USGSE US N 2 2036-07-25 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UR7 21240000.00000000 PA USD 19633725.00000000 0.376009143144 Long DBT UST US N 2 2056-02-15 Fixed 4.75000000 N N N N N N PETCO HEALTH AND WELLNESS COMPANY, INC. 2549007TYGV6RVSE9M61 71601HAG1 5122162.50000000 PA USD 5106898.46000000 0.097803168480 Long LON CORP US N 2 2031-01-22 Floating 7.98000000 N N N N N N PENNSYLVANIA HSG FIN AGY SINGLE FAMILY MTG REV N/A 70879QF57 1610000.00000000 PA USD 1582157.76000000 0.030300199460 Long DBT MUN US N 2 2044-10-01 Fixed 5.88500000 N N N N N N VERDANT RECEIVABLES LLC N/A 92339GAB9 407367.40000000 PA USD 411194.75000000 0.007874867637 Long ABS-MBS CORP US Y 2 2031-01-13 Fixed 6.24000000 N N N N N N FCCU AUTO RECEIVABLES TRUST N/A 31424YAE8 1374000.00000000 PA USD 1381000.44000000 0.026447797966 Long ABS-MBS CORP US Y 2 2031-09-15 Fixed 5.36000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 12433LAA3 6790000.00000000 PA USD 6799345.90000000 0.130215546250 Long ABS-MBS CORP US Y 2 2042-02-15 Floating 5.07637000 N N N N N N SANTANDER BANK, N.A. N/A 80280BAD0 3297471.21000000 PA USD 3309738.12000000 0.063385414358 Long ABS-MBS CORP US Y 2 2033-01-18 Fixed 5.48300000 N N N N N N NEW YORK LIFE INSURANCE CO TAE73CY392TBWJ3O3305 64952GAF5 4894000.00000000 PA USD 5273092.98000000 0.100985990846 Long DBT CORP US Y 2 2039-11-15 Fixed 6.75000000 N N N N N N OSAIC HOLDINGS, INC. 549300XL60BDV6UW5C86 00791GAB3 100000.00000000 PA USD 100308.89000000 0.001921034331 Long DBT CORP US Y 2 2032-08-01 Fixed 6.75000000 N N N N N N SHR TRUST N/A 784234AC0 4486567.00000000 PA USD 4490971.52000000 0.086007436343 Long ABS-MBS CORP US Y 2 2041-10-15 Floating 6.12637000 N N N N N N MORGAN STANLEY CAPITAL I TRUST N/A 61773PAA9 432500.00000000 PA USD 375913.74000000 0.007199194410 Long ABS-MBS CORP US Y 2 2043-11-09 Fixed 2.57400000 N N N N N N ZAYO ISSUER, LLC N/A 98919WAW3 2140000.00000000 PA USD 2115919.52000000 0.040522370853 Long ABS-MBS CORP US Y 2 2056-04-20 Fixed 6.03500000 N N N N N N SLG OFFICE TRUST N/A 78449RAE5 4000000.00000000 PA USD 3520626.57000000 0.067424178545 Long ABS-MBS CORP US Y 2 2041-07-15 Fixed 2.70679000 N N N N N N BARINGS EQUIPMENT FINANCE LLC N/A 06764YAD0 2286093.00000000 PA USD 2239731.46000000 0.042893516495 Long ABS-MBS CORP US Y 2 2050-09-13 Fixed 4.29000000 N N N N N N CENTERPOINT ENERGY RESTORATION BOND COMPANY LLC N/A 15202GAC2 3615000.00000000 PA USD 3449449.25000000 0.066061048365 Long DBT CORP US N 2 2040-12-15 Fixed 4.86400000 N N N N N N BENCHMARK MORTGAGE TRUST N/A 08163DBX4 2417000.00000000 PA USD 1446914.81000000 0.027710136406 Long ABS-MBS CORP US Y 2 2054-04-15 Variable 3.09402000 N N N N N N WESTERN FUNDING AUTO LOAN TRUST N/A 958250AC6 2391000.00000000 PA USD 2368916.04000000 0.045367554571 Long ABS-MBS CORP US Y 2 2035-11-15 Fixed 5.34000000 N N N N N N RETAINED VANTAGE DATA CENTERS ISSUER LLC N/A 76134KAH7 5195140.00000000 PA USD 5065108.11000000 0.097002833663 Long ABS-MBS CORP US Y 2 2049-09-15 Fixed 4.99200000 N N N N N N BARINGS CLO LTD N/A 06765BAB3 1635957.00000000 PA USD 1637468.62000000 0.031359468095 Long ABS-MBS CORP US Y 2 2038-10-15 Floating 5.25292000 N N N N N N Government National Mortgage Association 2 N/A 36179XNF9 2260733.93000000 PA USD 2207980.69000000 0.042285451554 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 5.00000000 N N N N N N WMG ACQUISITION CORP. 549300NAS11NXI33CP80 92933BAQ7 7524000.00000000 PA USD 7085710.35000000 0.135699765443 Long DBT CORP US Y 2 2030-07-15 Fixed 3.87500000 N N N N N N KEYSIGHT TECHNOLOGIES, INC. 549300GLKVIO8YRCYN02 49338LAG8 269000.00000000 PA USD 260144.82000000 0.004982082150 Long DBT CORP US N 2 2034-10-15 Fixed 4.95000000 N N N N N N Government National Mortgage Association 2 N/A 36179YFE9 1684308.62000000 PA USD 1407347.50000000 0.026952375444 Long ABS-MBS USGA US N 2 2053-09-20 Fixed 2.50000000 N N N N N N ONE BRYANT PARK TRUST N/A 68236JAA9 14674000.00000000 PA USD 13509554.86000000 0.258724014274 Long ABS-MBS CORP US Y 2 2049-09-13 Fixed 2.51641000 N N N N N N MONEYGRAM INTERNATIONAL, INC. 5299002DLX0Q04KC4156 606950AA1 7574000.00000000 PA USD 5192695.28000000 0.099446279442 Long DBT CORP US Y 2 2030-06-01 Fixed 9.00000000 N N N N N N SECURITIZED TERM AUTO RECEIVABLES TRUST N/A 81378WAD5 1197481.77000000 PA USD 1206287.12000000 0.023101830466 Long ABS-MBS CORP US Y 2 2032-12-29 Fixed 5.46300000 N N N N N N NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST N/A 63938PCB3 1147000.00000000 PA USD 1146224.75000000 0.021951564774 Long ABS-MBS CORP US Y 2 2030-09-25 Fixed 4.72000000 N N N N N N OCP CLO LTD N/A 67570AAS5 5775174.00000000 PA USD 5596923.25000000 0.107187724972 Long ABS-MBS CORP US Y 2 2039-04-20 Fixed 5.02700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQPY6 4041163.94000000 PA USD 3587611.56000000 0.068707020629 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.50000000 N N N N N N LAD AUTO RECEIVABLES TRUST N/A 505713AE7 4134187.87000000 PA USD 4141222.43000000 0.079309326043 Long ABS-MBS CORP US Y 2 2028-09-15 Fixed 5.58000000 N N N N N N SWEPCO STORM RECOVERY FUNDING LLC N/A 870696AA9 4631609.37000000 PA USD 4530066.03000000 0.086756142623 Long DBT CORP US N 2 2041-09-01 Fixed 8.48000000 N N N N N N WINGSPIRE EQUIPMENT FINANCE LLC 254900UTJF59Z6LWFR35 97415CAD0 1189000.00000000 PA USD 1170578.91000000 0.022417975851 Long ABS-MBS CORP US Y 2 2033-09-20 Fixed 4.76000000 N N N N N N CI FINANCIAL CORP. 549300M9W7JJQSVCEM78 125491AT7 2263000.00000000 PA USD 2361078.12000000 0.045217449098 Long DBT CORP CA Y 2 2029-05-30 Fixed 7.50000000 N N N N N N WINGSPIRE EQUIPMENT FINANCE LLC 254900UTJF59Z6LWFR35 97415AAE2 1446916.00000000 PA USD 1458696.39000000 0.027935767650 Long ABS-MBS CORP US Y 2 2032-09-20 Fixed 6.31000000 N N N N N N BOMBARDIER INC. W7L3VLU8EHQY34Z36697 097751CE9 118000.00000000 PA USD 116873.43000000 0.002238264938 Long DBT CORP CA Y 2 2035-01-15 Fixed 5.87500000 N N N N N N ASCOT GROUP LIMITED 213800DJV7WRJBE2II28 04365XAB4 2449000.00000000 PA USD 2440325.15000000 0.046735123805 Long DBT CORP BM Y 2 2035-06-15 Fixed 6.34900000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810QN1 44968000.00000000 PA USD 43541671.25000000 0.833874697633 Long DBT UST US N 2 2041-02-15 Fixed 4.75000000 N N N N N N HEALTH CARE SERVICE CORP MUT LEG RES CO 549300TMJ1FKCKECR148 42218SAM0 427000.00000000 PA USD 389344.87000000 0.007456416495 Long DBT CORP US Y 2 2054-06-15 Fixed 5.87500000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 34528EAC5 2000000.00000000 PA USD 1999869.63000000 0.038299877683 Long ABS-MBS CORP US Y 2 2034-11-15 Fixed 4.67000000 N N N N N N JACKSON PARK TRUST N/A 46868RAJ3 5000000.00000000 PA USD 4541650.67000000 0.086978002232 Long ABS-MBS CORP US Y 2 2039-10-14 Fixed 3.13100000 N N N N N N POST ROAD EQUIPMENT FINANCE LLC N/A 737473AD0 1139000.00000000 PA USD 1143448.88000000 0.021898403568 Long ABS-MBS CORP US Y 2 2030-10-15 Fixed 5.81000000 N N N N N N JETBLUE AIRWAYS CORPORATION 2020-1 PASS THROUGH TRUST N/A 477164AB3 2130687.83000000 PA USD 2129616.64000000 0.040784686962 Long DBT CORP US N 2 2030-05-15 Fixed 7.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810FT0 74084500.00000000 PA USD 73424684.92000000 1.406169886886 Long DBT UST US N 2 2036-02-15 Fixed 4.50000000 N N N N N N VIPER ENERGY PARTNERS LP 54930010ZZ02MRGRI973 92764MAB0 917000.00000000 PA USD 913566.53000000 0.017495883646 Long DBT CORP US N 2 2035-08-01 Fixed 5.70000000 N N N N N N PENNSYLVANIA HSG FIN AGY SINGLE FAMILY MTG REV N/A 70879QXK4 2720000.00000000 PA USD 2699174.38000000 0.051692393869 Long DBT MUN US N 2 2039-10-01 Fixed 5.71200000 N N N N N N ARDONAGH GROUP FINCO PTY LTD N/A Q0500HAB5 1627002.78000000 PA USD 1602597.74000000 0.030691649344 Long LON CORP US N 2 2031-03-07 Floating 6.83000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133Q36K2 4587809.13000000 PA USD 4541214.44000000 0.086969647910 Long ABS-MBS USGSE US N 2 2036-06-25 Fixed 5.05000000 N N N N N N ROBLOX CORPORATION 529900ANZDBDFU91SO19 771049AA1 3750000.00000000 PA USD 3504102.44000000 0.067107721838 Long DBT CORP US Y 2 2030-05-01 Fixed 3.87500000 N N N N N N JW COMMERCIAL MORTGAGE TRUST N/A 481948AA5 1137000.00000000 PA USD 1138418.16000000 0.021802059307 Long ABS-MBS CORP US Y 2 2039-06-15 Floating 5.17637000 N N N N N N THE HOWARD HUGHES CORPORATION 549300BVHY25JZC1KI49 44267DAH0 9000.00000000 PA USD 8763.24000000 0.000167826449 Long DBT CORP US Y 2 2034-03-01 Fixed 6.12500000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CY4 2509000.00000000 PA USD 2291550.11000000 0.043885905162 Long DBT CORP US N 2 2038-03-25 Fixed 4.78000000 N N N N N N SGH2 LLC N/A 78424SAB8 401833.62000000 PA USD 401833.62000000 0.007695590884 Long LON CORP US N 2 2032-08-18 Floating 8.23000000 N N N N N N SUNBELT RENTALS HOLDINGS, INC. 529900W4BQDNMAOSRA49 866966AA2 3732000.00000000 PA USD 3669899.93000000 0.070282940608 Long DBT CORP US Y 2 2036-08-12 Fixed 5.65000000 N N N N N N ARDONAGH GROUP FINANCE LIMITED 254900SRT1BTAJ76NW62 039956AA5 6276000.00000000 PA USD 6249359.49000000 0.119682653548 Long DBT CORP JE Y 2 2032-02-15 Fixed 8.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QSN72 3711659.27000000 PA USD 3399454.16000000 0.065103583036 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 4.00000000 N N N N N N NP SPE X L P N/A 62947AAE3 2034642.86000000 PA USD 1664317.51000000 0.031873656214 Long ABS-MBS CORP US Y 2 2049-11-19 Fixed 6.44100000 N N N N N N SCCU AUTO RECEIVABLES TRUST N/A 805922AL5 6570048.00000000 PA USD 6689771.66000000 0.128117069466 Long ABS-MBS CORP US Y 2 2030-04-15 Fixed 6.61000000 N N N N N N AMERICAN TOWER TRUST #1 N/A 03027WAM4 3740000.00000000 PA USD 3763291.97000000 0.072071509050 Long DBT CORP US Y 2 2028-03-15 Fixed 5.49000000 N N N N N N ZAYO ISSUER, LLC N/A 98919WAA1 3480523.00000000 PA USD 3482151.64000000 0.066687337958 Long ABS-MBS CORP US Y 2 2055-03-20 Fixed 5.64800000 N N N N N N INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY MTG REV N/A 45505WDH4 945000.00000000 PA USD 923415.44000000 0.017684501965 Long DBT MUN US N 2 2040-07-01 Fixed 5.55700000 N N N N N N LAD AUTO RECEIVABLES TRUST N/A 505912AG0 2406000.00000000 PA USD 2374938.07000000 0.045482883595 Long ABS-MBS CORP US Y 2 2032-08-16 Fixed 4.70000000 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2X1 510000.00000000 PA USD 516535.35000000 0.009892265189 Long DBT CORP FR Y 2 2035-02-20 Fixed 5.73800000 N N N N N N VIKING OCEAN CRUISES SHIP VII LTD N/A 92682RAA0 7383000.00000000 PA USD 7374047.93000000 0.141221772417 Long DBT CORP BM Y 2 2029-02-15 Fixed 5.62500000 N N N N N N FORD CREDIT FLOORPLAN MASTER OWNER TRUST A 5493001DTG5N7T8BG747 34528QJG0 3174000.00000000 PA USD 3220794.05000000 0.061682029822 Long ABS-MBS CORP US Y 2 2031-04-15 Fixed 5.56000000 N N N N N N MARYLAND ST ECONOMIC DEV CORP ECONOMIC DEV REV N/A 57420NCQ2 1330000.00000000 PA USD 1260016.10000000 0.024130804221 Long DBT MUN US N 2 2030-06-01 Fixed 4.35000000 N N N N N N ACUITY BRANDS LIGHTING, INC. 549300OTPVPFLUC38K21 00510RAD5 278000.00000000 PA USD 246755.59000000 0.004725662499 Long DBT CORP US N 2 2030-12-15 Fixed 2.15000000 N N N N N N UTAH HSG CORP SINGLE FAMILY MTG REV N/A 917437KS3 505000.00000000 PA USD 496751.25000000 0.009513376186 Long DBT MUN US N 2 2036-07-01 Fixed 5.60700000 N N N N N N MOBILITY GLOBAL INC. 2549005RG02MFEFPS959 60744MAC0 7045000.00000000 PA USD 6929942.23000000 0.132716621015 Long DBT CORP US Y 2 2036-06-15 Fixed 6.05000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CNC1 20281000.00000000 PA USD 19672570.00000000 0.376753071011 Long DBT UST US N 2 2035-05-15 Fixed 4.25000000 N N N N N N GLP Capital, L.P. 2549005PXW31DRW8EC44 361841AX7 2915000.00000000 PA USD 2797943.86000000 0.053583946671 Long DBT CORP US N 2 2036-03-01 Fixed 5.62500000 N N N N N N DRAFTKINGS INC. 2549006G33IUL6IVOD83 23326SAB3 987500.00000000 PA USD 984616.50000000 0.018856574923 Long LON CORP US N 2 2032-03-04 Floating 5.39000000 N N N N N N ANSLEY PARK CAPITAL LLC N/A 03637AAD4 1506000.00000000 PA USD 1470650.67000000 0.028164706304 Long ABS-MBS CORP US Y 2 2035-04-20 Fixed 4.82000000 N N N N N N UTAH HSG CORP SINGLE FAMILY MTG REV N/A 917437KT1 1480000.00000000 PA USD 1448022.35000000 0.027731347112 Long DBT MUN US N 2 2039-07-01 Fixed 5.68700000 N N N N N N DELTA AIR LINES, INC. Q2CCMS6R0AS67HJMBN42 247361A32 140000.00000000 PA USD 140747.53000000 0.002695482296 Long DBT CORP US N 2 2030-07-10 Fixed 5.25000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023AX3 10823000.00000000 PA USD 11829863.69000000 0.226555934219 Long DBT CORP US N 2 2039-03-15 Fixed 6.87500000 N N N N N N COCA-COLA CONSOLIDATED, INC. 57VG5X0E00X0QJU7CQ58 191098AP7 426000.00000000 PA USD 429968.10000000 0.008234399578 Long DBT CORP US N 2 2034-06-01 Fixed 5.45000000 N N N N N N STEWART INFORMATION SERVICES CORPORATION 529900TV1XI0PLKENU10 86038AAA0 1334000.00000000 PA USD 1172278.19000000 0.022450519081 Long DBT CORP US N 2 2031-11-15 Fixed 3.60000000 N N N N N N RELIANCE, INC. 549300E287ZOFT3C5Z56 759509AB8 1862000.00000000 PA USD 2028888.61000000 0.038855625602 Long DBT CORP US N 2 2036-11-15 Fixed 6.85000000 N N N N N N FCCU AUTO RECEIVABLES TRUST N/A 31424YAF5 1212000.00000000 PA USD 1216884.01000000 0.023304773490 Long ABS-MBS CORP US Y 2 2031-12-15 Fixed 5.61000000 N N N N N N MARTIN MARIETTA MATERIALS, INC. 5299005MZ4WZECVATV08 573284BB1 1519000.00000000 PA USD 1372746.88000000 0.026289732493 Long DBT CORP US N 2 2054-12-01 Fixed 5.50000000 N N N N N Government National Mortgage Association 2 N/A 3618J6EW8 455035.31000000 PA USD 465136.51000000 0.008907916382 Long ABS-MBS USGA US N 2 2054-10-20 Fixed 7.50000000 N N N N N N BXP TRUST N/A 05607TAJ1 5750000.00000000 PA USD 4597063.96000000 0.088039232523 Long ABS-MBS CORP US Y 2 2044-01-15 Variable 2.86798000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPQQ4 9302692.06000000 PA USD 8523755.47000000 0.163240036755 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 4.00000000 N N N N N N ASPLUNDH TREE EXPERT LLC N/A BL5680378 1000000.00000000 PA USD 998390.00000000 0.019120353800 Long LON CORP US N 2 2033-05-14 Floating 5.48000000 N N N N N N WHEELS FLEET LEASE FUNDING LLC N/A 96328GAS6 284865.90000000 PA USD 285366.16000000 0.005465100754 Long ABS-MBS CORP US Y 2 2038-04-18 Fixed 5.80000000 N N N N N N DISCOVERY GLOBAL HOLDINGS, INC. 549300DXR29GD4N0A520 25472YAB7 1387500.00000000 PA USD 1388374.13000000 0.026589012883 Long LON CORP US N 2 2033-06-30 Floating 6.23000000 N N N N N N CHASE AUTO OWNER TRUST N/A 16145NAG6 3170054.00000000 PA USD 3153887.57000000 0.060400691298 Long ABS-MBS CORP US Y 2 2032-11-26 Fixed 5.24000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HJZZ3 3423076.53000000 PA USD 3422366.93000000 0.065542389784 Long ABS-MBS USGSE US N 2 2029-11-25 Floating 4.13179000 N N N N N N VB-S1 ISSUER, LLC N/A 91823ABE0 2846461.00000000 PA USD 2900158.49000000 0.055541478186 Long ABS-MBS CORP US Y 2 2054-05-15 Fixed 6.64400000 N N N N N N HPEFS EQUIPMENT TRUST N/A 40444MAL5 1939609.00000000 PA USD 1959248.79000000 0.037521940372 Long ABS-MBS CORP US Y 2 2032-04-20 Fixed 5.82000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHC8 47343000.00000000 PA USD 44110360.78000000 0.844765777287 Long DBT UST US N 2 2033-05-15 Fixed 3.37500000 N N N N N N HUNTINGTON AUTO TRUST N/A 44644NAG4 2804597.81000000 PA USD 2819380.39000000 0.053994481670 Long ABS-MBS CORP US Y 2 2032-10-20 Fixed 5.44200000 N N N N N N JEFFERIES FINANCIAL GROUP INC. 549300HOF34RGOJ5YL07 47233WLL1 1109000.00000000 PA USD 1049339.35000000 0.020096094340 Long DBT CORP US N 2 2036-02-15 Fixed 5.50000000 N N N N N N GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND N/A 38141W273 11609036.38000000 NS USD 11609036.38000000 0.222326829064 Long STIV RF US N 1 N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FBN6 1147033.95000000 PA USD 1138585.04000000 0.021805255257 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYWS4 11400104.12000000 PA USD 9886761.14000000 0.189343213512 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 2.50000000 N N N N N N Altice France Lux 3 S.a r.l. 213800KN5HWZ17ATLB25 020956AA6 5319335.00000000 PA USD 5226888.39000000 0.100101118093 Long DBT CORP LU Y 2 2033-01-15 Fixed 10.00000000 N N N N N N VULCAN MATERIALS COMPANY 549300Q8LSNHAVWBNI21 929160BD0 256000.00000000 PA USD 240103.07000000 0.004598258843 Long DBT CORP US N 2 2054-12-01 Fixed 5.70000000 N N N N N N PEAC SOLUTIONS RECEIVABLES N/A 704583AE3 5143000.00000000 PA USD 5079366.77000000 0.097275903930 Long ABS-MBS CORP US Y 2 2033-07-20 Fixed 4.89000000 N N N N N N TEXTRON INC. 3PPKBHUG1HD6BO7RNR87 883203CF6 2152000.00000000 PA USD 2055119.08000000 0.039357970244 Long DBT CORP US N 2 2036-03-15 Fixed 4.95000000 N N N N N N MASSACHUSETTS ST DEV FIN AGY REV N/A 57585BTH1 1060000.00000000 PA USD 1065373.11000000 0.020403159880 Long DBT MUN US N 2 2035-10-01 Fixed 7.37500000 N N N N N N LBA TRUST N/A 50177CAC9 1066000.00000000 PA USD 1065874.97000000 0.020412771095 Long ABS-MBS CORP US Y 2 2043-07-15 Floating 5.02637000 N N N N N N SANTANDER BANK, N.A. N/A 80290CCD4 1958195.24000000 PA USD 1979979.72000000 0.037918962293 Long ABS-MBS CORP US Y 2 2033-12-15 Fixed 6.66300000 N N N N N N BJ'S WHOLESALE CLUB, INC. 549300H2XDOGOSR9L398 09179FAX0 825000.00000000 PA USD 827747.25000000 0.015852342548 Long LON CORP US N 2 2029-02-05 Floating 5.40000000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 345285AD2 500000.00000000 PA USD 496432.70000000 0.009507275575 Long ABS-MBS CORP US Y 2 2034-05-15 Fixed 2.60000000 N N N N N N UNITED AIRLINES 2019-2 PASS THROUGH TRUSTS N/A 90932KAA7 1468932.10000000 PA USD 1429425.01000000 0.027375185972 Long DBT CORP US N 2 2029-11-01 Fixed 3.50000000 N N N N N N FMC CORPORATION CKDHZ2X64EEBQCSP7013 302491BA2 500000.00000000 PA USD 516525.67000000 0.009892079805 Long DBT CORP US Y 2 2031-06-01 Fixed 8.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H74A8 5064959.00000000 PA USD 4470615.34000000 0.085617591329 Long ABS-MBS USGSE US N 2 2032-03-25 Variable 2.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427QXP2 9247533.65000000 PA USD 8957125.69000000 0.171539590970 Long ABS-MBS USGSE US N 2 2055-12-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140AUEX7 2005607.75000000 PA USD 2036832.44000000 0.039007759377 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 6.00000000 N N N N N N PUBLIC SERVICE COMPANY OF OKLAHOMA F3TJNSIZRGXRH8GEIK79 744533BS8 233000.00000000 PA USD 230002.01000000 0.004404811552 Long DBT CORP US N 2 2036-01-15 Fixed 5.45000000 N N N N N N STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST N/A 85855QAF6 2083000.00000000 PA USD 2072063.56000000 0.039682477152 Long ABS-MBS CORP US Y 2 2030-07-20 Fixed 4.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QT2E8 9794364.36000000 PA USD 9529672.45000000 0.182504541159 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 5.00000000 N N N N N N HERTZ VEHICLE FINANCING III LLC N/A 42806MAG4 1527500.00000000 PA USD 1517361.54000000 0.029059274920 Long ABS-MBS CORP US Y 2 2027-12-27 Fixed 2.52000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AV7G8 1684559.46000000 PA USD 1671630.65000000 0.032013711527 Long ABS-MBS USGSE US N 2 2027-02-25 Fixed 2.96100000 N N N N N N ARTHUR J. GALLAGHER & CO. 54930049QLLMPART6V29 04316JAN9 1813000.00000000 PA USD 1765624.89000000 0.033813812814 Long DBT CORP US N 2 2035-02-15 Fixed 5.15000000 N N N N N N QTS ISSUER ABS II LLC N/A 74690FBR6 3000000.00000000 PA USD 2942491.09000000 0.056352197734 Long ABS-MBS CORP US Y 2 2056-07-05 Variable 6.22300000 N N N N N N HERTZ VEHICLE FINANCING III LLC N/A 42806MAQ2 3500000.00000000 PA USD 3431177.69000000 0.065711126298 Long ABS-MBS CORP US Y 2 2028-06-26 Fixed 2.95000000 N N N N N N EMERGENT AUTO RECEIVABLES TRUST N/A 293601AG5 1435528.00000000 PA USD 1451687.15000000 0.027801532382 Long ABS-MBS CORP US Y 2 2029-11-15 Fixed 6.26000000 N N N N N N APOLLO DEBT SOLUTIONS BDC 549300UMUGX092P8DW87 03770DAL7 184000.00000000 PA USD 179071.63000000 0.003429434310 Long DBT CORP US Y 2 2031-01-23 Fixed 5.70000000 N N N N N N AUTONATION FINANCE TRUST N/A 05330QAG7 2613000.00000000 PA USD 2626148.63000000 0.050293864059 Long ABS-MBS CORP US Y 2 2032-09-10 Fixed 5.63000000 N N N N N N RESIDEO FUNDING II LLC N/A 76135CAB7 589000.00000000 PA USD 589203.36000000 0.011283943853 Long DBT CORP US Y 2 2032-07-15 Fixed 6.50000000 N N N N N BURFORD CAPITAL GLOBAL FINANCE LLC 549300JVAOO67CSCH406 12116LAJ8 1295000.00000000 PA USD 1121425.66000000 0.021476632759 Long DBT CORP US Y 2 2034-01-15 Fixed 8.50000000 N N N N N GLOBAL AUTO HOLDINGS PLC 984500ADEF1BB0584352 00033GAA3 1700000.00000000 PA USD 1684398.00000000 0.032258221437 Long DBT CORP GB Y 2 2029-01-15 Fixed 8.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XPYE3 5559321.46000000 PA USD 5543631.33000000 0.106167121435 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CXBY7 2277746.09000000 PA USD 2304982.63000000 0.044143153867 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.50000000 N N N N N N TRIMBLE INC. 549300E2MI7NSZFQWS19 896239AE0 1000.00000000 PA USD 1030.12000000 0.000019728020 Long DBT CORP US N 2 2033-03-15 Fixed 6.10000000 N N N N N N CHASE AUTO OWNER TRUST N/A 16144YAG3 2535000.00000000 PA USD 2565757.60000000 0.049137304138 Long ABS-MBS CORP US Y 2 2031-11-25 Fixed 5.79000000 N N N N N N CADENCE DESIGN SYSTEMS, INC. GCT7RXJOGLXPV0NXZY22 127387AP3 100000.00000000 PA USD 96329.20000000 0.001844818543 Long DBT CORP US N 2 2034-09-10 Fixed 4.70000000 N N N N N N NOVA Chemicals Corporation N/A 66977WAV1 1126000.00000000 PA USD 1182134.12000000 0.022639271841 Long DBT CORP CA Y 2 2031-12-01 Fixed 7.00000000 N N N N N N BOSTON PROPERTIES LIMITED PARTNERSHIP BVHHEFJI6SHNOKQT2572 10112RBF0 52000.00000000 PA USD 42252.46000000 0.000809184771 Long DBT CORP US N 2 2033-10-01 Fixed 2.45000000 N N N N N N Government National Mortgage Association 2 N/A 36179YFK5 3681183.79000000 PA USD 3588532.24000000 0.068724652744 Long ABS-MBS USGA US N 2 2053-09-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427PDH4 7816293.81000000 PA USD 7591514.80000000 0.145386521157 Long ABS-MBS USGSE US N 2 2055-06-01 Fixed 5.00000000 N N N N N N CARMAX AUTO OWNER TRUST N/A 142921AF2 3250000.00000000 PA USD 3267869.92000000 0.062583588622 Long ABS-MBS CORP US N 2 2028-11-15 Fixed 5.18000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SR0 35000000.00000000 PA USD 21355468.75000000 0.408982580031 Long DBT UST US N 2 2040-05-15 Fixed 1.12500000 N N N N N N XPO, INC. 54930096DB9LCLPN7H13 98379KAA0 83000.00000000 PA USD 83823.09000000 0.001605311689 Long DBT CORP US Y 2 2028-06-01 Fixed 6.25000000 N N N N N N Becle, S.A.B. de C.V. 529900JY55CZKMJLCE09 07586PAA9 8601000.00000000 PA USD 7312819.60000000 0.140049177207 Long DBT CORP MX Y 2 2031-10-14 Fixed 2.50000000 N N N N N N CHARLOTTE N C CTFS PARTN N/A 1610376K7 890000.00000000 PA USD 888114.92000000 0.017008455098 Long DBT MUN US N 2 2040-06-01 Fixed 5.46400000 N N N N N N ALIMENTATION COUCHE-TARD INC. 549300OSW32RVX8CCZ87 01626PAX4 1769000.00000000 PA USD 1703409.19000000 0.032622308296 Long DBT CORP CA Y 2 2035-09-29 Fixed 5.07700000 N N N N N N ACRISURE, LLC 549300R0Z1Q47XRTGO22 004961AA6 6609000.00000000 PA USD 6079236.15000000 0.116424589614 Long DBT CORP US Y 2 2032-07-01 Fixed 6.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427MSS1 8819372.12000000 PA USD 8928507.55000000 0.170991519614 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 6.00000000 N N N N N N NGC LTD N/A 652927AY0 2955000.00000000 PA USD 2955014.78000000 0.056592041266 Long ABS-MBS CORP US Y 2 2037-07-20 Floating 5.29300000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VCL5 1898000.00000000 PA USD 1866994.11000000 0.035755153724 Long DBT CORP US N 2 2036-01-15 Fixed 5.20000000 N N N N N N MAD COMMERCIAL MORTGAGE TRUST N/A 55616AAA5 4697000.00000000 PA USD 4616358.93000000 0.088408754106 Long ABS-MBS CORP US Y 2 2042-10-15 Variable 4.91220000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W4C70 4416058.45400000 PA USD 4388699.34000000 0.084048802677 Long ABS-MBS USGSE US N 2 2055-12-01 Fixed 5.50000000 N N N N N N LOEWS CORPORATION R8V1FN4M5ITGZOG7BS19 540424AU2 1656000.00000000 PA USD 1580813.95000000 0.030274463903 Long DBT CORP US N 2 2036-04-01 Fixed 4.94000000 N N N N N N 1301 TRUST N/A 682461AA6 3768330.00000000 PA USD 3738009.22000000 0.071587314372 Long ABS-MBS CORP US Y 2 2030-08-11 Variable 5.22729000 N N N N N N Cemex, S.A.B. de C.V. 549300RIG2CXWN6IV731 151290CD3 2450000.00000000 PA USD 2389300.91000000 0.045757949033 Long DBT CORP MX N 2 2036-06-05 Fixed 5.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810PU6 155825000.00000000 PA USD 159696277.34000000 3.058373304401 Long DBT UST US N 2 2037-05-15 Fixed 5.00000000 N N N N N N NORTH CAROLINA HSG FIN AGY HOMEOWNERSHIP REV N/A 65820BCF1 1090000.00000000 PA USD 989850.10000000 0.018956804576 Long DBT MUN US N 2 2050-07-01 Fixed 5.79800000 N N N N N N DLLMT LLC N/A 23347AAE1 11559.59000000 PA USD 11592.09000000 0.000222002285 Long ABS-MBS CORP US Y 2 2028-08-21 Fixed 4.84000000 N N N N N N AMUR EQUIPMENT FINANCE RECEIVABLES LLC N/A 03237CAC6 1638000.00000000 PA USD 1651795.75000000 0.031633849644 Long ABS-MBS CORP US Y 2 2031-01-21 Fixed 5.37000000 N N N N N N WHEELS FLEET LEASE FUNDING LLC N/A 96328GBJ5 3036000.00000000 PA USD 3078383.23000000 0.058954693548 Long ABS-MBS CORP US Y 2 2038-08-18 Fixed 6.94000000 N N N N N N ARI FLEET LEASE TRUST N/A 04033HAC9 78000.00000000 PA USD 78684.84000000 0.001506908101 Long ABS-MBS CORP US Y 2 2033-04-15 Fixed 5.26000000 N N N N N N NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV N/A 64972KDL6 3620000.00000000 PA USD 3627821.26000000 0.069477084122 Long DBT MUN US N 2 2039-11-01 Fixed 5.71000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DHD7 2864442.18000000 PA USD 2676864.30000000 0.051265129350 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 2.50000000 N N N N N N VERIDIAN AUTO RECEIVABLES TRUST N/A 92347BAE4 2509000.00000000 PA USD 2534759.32000000 0.048543650274 Long ABS-MBS CORP US Y 2 2029-04-16 Fixed 5.86000000 N N N N N N CULLEN/FROST BANKERS, INC. 529900V2E9G9AY665O34 229899AB5 1000000.00000000 PA USD 995457.84000000 0.019064199455 Long DBT CORP US N 2 2027-03-17 Fixed 4.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179YAL8 3369524.68000000 PA USD 2815453.22000000 0.053919271702 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 2.50000000 N N N N N N BBVA Mexico, S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Mexico 549300WIWQK5Q9MCUN92 07336UAB9 1196000.00000000 PA USD 1258664.80000000 0.024104925221 Long DBT CORP MX Y 2 2039-01-08 Fixed 8.12500000 N N N N N N TRILLIUM CREDIT CARD TRUST II N/A 89621ABS7 2702000.00000000 PA USD 2741141.93000000 0.052496122276 Long ABS-MBS CORP US Y 2 2033-03-28 Fixed 6.32400000 N N N N N N TD SYNNEX CORPORATION 5493004HI6PFLF46NS53 87162WAN0 720000.00000000 PA USD 688930.17000000 0.013193830661 Long DBT CORP US N 2 2035-10-10 Fixed 5.30000000 N N N N N N CITGO PETROLEUM CORPORATION YX52P86PXMLYDOTUQ225 17302XAN6 7682000.00000000 PA USD 7885969.02000000 0.151025669050 Long DBT CORP US Y 2 2029-01-15 Fixed 8.37500000 N N N N N N LYRA MUSIC ASSETS LP N/A 552339AD5 4630622.50000000 PA USD 4637504.62000000 0.088813719174 Long ABS-MBS CORP US Y 2 2065-09-20 Fixed 5.60400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137GC2A0 4535152.23000000 PA USD 4476329.49000000 0.085727024085 Long ABS-MBS USGSE US N 2 2036-06-25 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427MZ46 7138988.11000000 PA USD 6569819.39000000 0.125819841087 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 4.00000000 N N N N N N JEFFERIES FINANCE LLC 549300SKVB18YSSIDT75 47232MAG7 1771000.00000000 PA USD 1738248.33000000 0.033289519188 Long DBT CORP US Y 2 2031-10-15 Fixed 6.62500000 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS, INC. 5493007X5NC5XI1BB106 12543DBK5 500000.00000000 PA USD 445425.00000000 0.008530417563 Long DBT CORP US Y 2 2031-02-15 Fixed 4.75000000 N N N N N METROPOLITAN TRANSN AUTH N Y REV N/A 59261A6H5 1090000.00000000 PA USD 1141438.95000000 0.021859911022 Long DBT MUN US N 2 2030-11-15 Fixed 6.73400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HNSU3 8001658.61000000 PA USD 7685213.80000000 0.147180968248 Long ABS-MBS USGSE US N 2 2055-11-25 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BYCX5 2774234.18000000 PA USD 2699260.71000000 0.051694047191 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.00000000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AE3 862000.00000000 PA USD 889211.34000000 0.017029452843 Long DBT CORP US Y 2 2038-01-25 Fixed 6.40000000 N N N N N N PROOFPOINT, INC. 529900C5FODDK0WSR085 74345HAJ0 463202.27000000 PA USD 454809.04000000 0.008710133070 Long LON CORP US N 2 2028-08-31 Floating 6.73000000 N N N N N N MARSH & MCLENNAN COMPANIES, INC. 549300XMP3KDCKJXIU47 571748CD2 513000.00000000 PA USD 461712.46000000 0.008842341759 Long DBT CORP US N 2 2055-03-15 Fixed 5.40000000 N N N N N N TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV N/A 882750YT3 905000.00000000 PA USD 908568.64000000 0.017400168119 Long DBT MUN US N 2 2039-01-01 Fixed 5.54800000 N N N N N N BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST N/A 05942CAC7 765000.00000000 PA USD 768391.27000000 0.014715605063 Long ABS-MBS CORP US Y 2 2042-12-15 Floating 5.57637000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 34535CAC0 3710000.00000000 PA USD 3781562.92000000 0.072421419434 Long ABS-MBS CORP US Y 2 2036-02-15 Fixed 6.16000000 N N N N N N BLUELINX HOLDINGS INC. 549300YSX7GU28F5I540 09624HAA7 2030000.00000000 PA USD 2001365.82000000 0.038328531498 Long DBT CORP US Y 2 2029-11-15 Fixed 6.00000000 N N N N N N AMRIZE FINANCE US LLC 529900FB2F1WKLFNGY62 43475RAT3 384000.00000000 PA USD 381815.15000000 0.007312213418 Long DBT CORP US N 2 2035-04-07 Fixed 5.40000000 N N N N N N ACRISURE, LLC 549300R0Z1Q47XRTGO22 00489LAL7 2390000.00000000 PA USD 2312688.35000000 0.044290727553 Long DBT CORP US Y 2 2030-11-06 Fixed 7.50000000 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46592FAJ2 2700000.00000000 PA USD 2244121.67000000 0.042977594228 Long ABS-MBS CORP US Y 2 2040-01-05 Variable 2.07648000 N N N N N N Government National Mortgage Association 2 N/A 3622ACS92 2807260.88000000 PA USD 2869100.93000000 0.054946689040 Long ABS-MBS USGA US N 2 2053-09-20 Fixed 6.00000000 N N N N N N MSILF Government Portfolio N/A 61747C707 11609036.36000000 NS USD 11609036.36000000 0.222326828681 Long STIV RF US N 1 N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38145GAW0 347000.00000000 PA USD 345299.70000000 0.006612899198 Long DBT CORP US N 2 2037-07-21 Fixed 5.65500000 N N N N N N LYB INTERNATIONAL FINANCE III, LLC 984500A51LA0B8EB4053 50249AAH6 21331000.00000000 PA USD 15363713.11000000 0.294233346041 Long DBT CORP US N 2 2040-10-01 Fixed 3.37500000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PFK7 2312000.00000000 PA USD 2217262.49000000 0.042463209044 Long DBT CORP US N 2 2037-02-05 Fixed 5.19300000 N N N N N N NEW YORK N Y CITY INDL DEV AGY REV N/A 64971PLM5 1000000.00000000 PA USD 772958.30000000 0.014803069110 Long DBT MUN US N 2 2035-01-01 Fixed 2.33600000 N N N N N N SBA TOWER TRUST N/A 78403DAX8 5000000.00000000 PA USD 4410997.00000000 0.084475829338 Long DBT CORP US Y 2 2056-10-15 Fixed 2.59300000 N N N N N N THE DOW CHEMICAL COMPANY ZQUIP1CSZO8LXRBSOU78 260543DP5 2005000.00000000 PA USD 1970427.60000000 0.037736027855 Long DBT CORP US N 2 2036-03-15 Fixed 5.65000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KUKX4 9167408.24000000 PA USD 8781544.74000000 0.168177007326 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NDSP3 2751164.22000000 PA USD 2672405.35000000 0.051179735164 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N LIGHTPATH FIBER ISSUER LLC N/A 53229YAC3 3628299.00000000 PA USD 3552003.66000000 0.068025087070 Long ABS-MBS CORP US Y 2 2056-03-25 Fixed 5.89000000 N N N N N N TAYLOR MORRISON COMMUNITIES, INC. 549300O1Z08HI2MRK572 87724RAK8 7514000.00000000 PA USD 7695179.30000000 0.147371819404 Long DBT CORP US Y 2 2032-11-15 Fixed 5.75000000 N N N N N N HIGHTOWER HOLDING LLC N/A BL1000JL5 500000.00000000 PA USD 497500.00000000 0.009527715637 Long LON CORP US N 2 2032-02-03 None 0.00000000 N N N N N N LIGHT AND WONDER INTERNATIONAL, INC. RLTHESQ0RNFQJWPBJN60 80875AAY7 962978.81000000 PA USD 962978.81000000 0.018442187471 Long LON CORP US N 2 2029-04-16 Floating 5.67000000 N N N N N N VENTURE CLO LIMITED N/A 92333CAA6 2354300.00000000 PA USD 2354535.43000000 0.045092148817 Long ABS-MBS CORP US Y 2 2037-10-20 Floating 4.97921000 N N N N N N CI FINANCIAL CORP. 549300M9W7JJQSVCEM78 125491AP5 5076000.00000000 PA USD 3294110.41000000 0.063086125158 Long DBT CORP CA N 2 2051-06-15 Fixed 4.10000000 N N N N N N ARCOSA, INC. 549300WFHLTCZV7D6V29 039653AC4 16419000.00000000 PA USD 16948148.83000000 0.324577171140 Long DBT CORP US Y 2 2032-08-15 Fixed 6.87500000 N N N N N N Government National Mortgage Association N/A 38384EYV1 1982133.95000000 PA USD 1993323.08000000 0.038174503479 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 5.50000000 N N N N N N FLORIDA HSG FIN CORP REV N/A 34074M5Z0 2480000.00000000 PA USD 2543174.42000000 0.048704809430 Long DBT MUN US N 2 2044-07-01 Fixed 5.87800000 N N N N N N RYAN SPECIALTY, LLC 549300K52N7QBO3PYY45 78351GAA3 20439000.00000000 PA USD 20160475.44000000 0.386097039434 Long DBT CORP US Y 2 2032-08-01 Fixed 5.87500000 N N N N N N THE PNC FINANCIAL SERVICES GROUP, INC. CFGNEKW0P8842LEUIA51 693475CE3 1928000.00000000 PA USD 1904035.92000000 0.036464548362 Long DBT CORP US N 2 2036-07-21 Fixed 5.37300000 N N N N N N ZOETIS INC. 549300HD9Q1LOC9KLJ48 98978VAX1 2788000.00000000 PA USD 2701093.90000000 0.051729154956 Long DBT CORP US N 2 2035-08-17 Fixed 5.00000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKP95 2422765.31000000 PA USD 2231466.11000000 0.042735225229 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.50000000 N N N N N N ELEMENT SOLUTIONS N/A 72766TAK5 997387.23000000 PA USD 998364.67000000 0.019119868701 Long LON CORP US N 2 2030-12-18 Floating 5.48000000 N N N N N N CAMERON LNG, LLC 549300C39FLHGVD73K22 133434AB6 1227000.00000000 PA USD 1050234.98000000 0.020113246718 Long DBT CORP US Y 2 2035-01-15 Fixed 3.30200000 N N N N N N JANE STREET GROUP, LLC 5493002N1IVX6KHGYO08 47077WAC2 3030000.00000000 PA USD 3127745.54000000 0.059900040388 Long DBT CORP US Y 2 2031-04-30 Fixed 7.12500000 N N N N N N PRUDENTIAL FINANCIAL, INC. 5PRBRS5FEH7NREC8OR45 744320BQ4 286000.00000000 PA USD 283554.70000000 0.005430409144 Long DBT CORP US N 2 2056-06-15 Fixed 6.25000000 N N N N N N SECURITIZED TERM AUTO RECEIVABLES TRUST N/A 81378WAH6 1555339.58000000 PA USD 1553001.88000000 0.029741829744 Long ABS-MBS CORP US Y 2 2033-03-25 Fixed 4.87300000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BBD4 2073000.00000000 PA USD 2070749.11000000 0.039657303874 Long DBT CORP US N 2 2037-07-31 Fixed 6.27600000 N N N N N N DEXT ABS LLC N/A 25216CAD2 3476000.00000000 PA USD 3525105.24000000 0.067509950393 Long ABS-MBS CORP US Y 2 2034-05-15 Fixed 6.93000000 N N N N N N ANSLEY PARK CAPITAL LLC N/A 03637AAC6 2260000.00000000 PA USD 2219228.34000000 0.042500857405 Long ABS-MBS CORP US Y 2 2035-04-20 Fixed 4.60000000 N N N N N N COMM MORTGAGE TRUST N/A 12656KAA5 1075000.00000000 PA USD 908729.78000000 0.017403254141 Long ABS-MBS CORP US Y 2 2046-11-10 Fixed 2.17300000 N N N N N N CARRIX INC N/A BL5760535 166666.67000000 PA USD 166250.00000000 0.003183884873 Long LON CORP US N 2 2033-07-16 None 0.00000000 N N N N N N BOOZ ALLEN HAMILTON INC. 549300D7XCH2480XU542 09951LAF0 3454000.00000000 PA USD 3410101.26000000 0.065307487642 Long DBT CORP US N 2 2034-01-30 Fixed 5.90000000 N N N N N N LAD AUTO RECEIVABLES TRUST N/A 50571AAG6 4696432.00000000 PA USD 4804057.59000000 0.092003406283 Long ABS-MBS CORP US Y 2 2031-04-15 Fixed 7.37000000 N N N N N N BIMBO BAKERIES USA, INC. 549300HOXXHHT7926W92 09031WAE3 1928000.00000000 PA USD 1882291.26000000 0.036048112307 Long DBT CORP US Y 2 2036-01-09 Fixed 5.37500000 N N N N N N Government National Mortgage Association 2 N/A 3622AEJ72 2949314.83000000 PA USD 2769459.55000000 0.053038438318 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 4.50000000 N N N N N N SERVICENOW, INC. 549300HJTQM36M0E1G39 81762PAJ1 2779000.00000000 PA USD 2709205.43000000 0.051884500385 Long DBT CORP US N 2 2036-05-15 Fixed 5.40000000 N N N N N N Government National Mortgage Association 2 N/A 3622ACUE8 7247684.96000000 PA USD 6182963.78000000 0.118411096875 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 3.00000000 N N N N N N 2026-08-31 Victory Portfolios III Carol D. Trevino Carol D. Trevino Treasurer XXXX