NPORT-P false 0001065698 XXXXXXXX S000018844 C000052152 C000052151 MFS VARIABLE INSURANCE TRUST III 811-08879 0001065698 549300QPPZUNGK3D0K61 111 HUNTINGTON AVENUE 24th floor BOSTON 02199 1 617-954-5000 MFS Limited Maturity Portfolio S000018844 549300278SPJGR06E765 2020-12-31 2020-09-30 N 430658262.83 2148573.82 428509689.01 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 446929.28000000 0.00000000 0.00000000 0.00000000 USD N UniCredit SpA 549300TRUWO2CD2G5692 904678AA7 1687000.00000000 PA USD 1749094.84000000 0.408180931460 Long DBT CORP IT Y 2 2022-04-12 Fixed 3.75000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BK6 1367000.00000000 PA USD 1484921.84000000 0.346531683666 Long DBT CORP GB N 2 2025-03-22 Fixed 4.27000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691RAF3 17980025.05000000 PA USD 1021499.16000000 0.238384145376 Long ABS-MBS CORP US N 2 2051-12-15 Variable 1.03000000 N N N N N N Starwood Waypoint Homes Trust N/A 85572MAB6 2055201.00000000 PA USD 2049084.31000000 0.478188559687 Long ABS-O CORP US Y 2 2035-01-17 Floating 1.32000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128283U2 17178000.00000000 PA USD 18073134.93000000 4.217672410571 Long DBT UST US N 2 2023-01-31 Fixed 2.38000000 N N N N N N New Jersey Economic Development Authority 5493006JS6QWDVU4R678 645913BB9 4091000.00000000 PA USD 3990852.32000000 0.931333041551 Long DBT MUN US N 2 2023-02-15 None 0.00000000 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 73358W4V3 1060000.00000000 PA USD 1075189.80000000 0.250913766380 Long DBT MUN US N 2 2023-07-01 Fixed 1.09000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668BD3 234000.00000000 PA USD 247014.27000000 0.057644967274 Long DBT CORP US Y 2 2023-05-12 Fixed 3.13000000 N N N N N N HOWARD UNIVERSITY N/A 442851AD3 96000.00000000 PA USD 97389.97000000 0.022727600448 Long DBT CORP US N 2 2022-10-01 Fixed 2.74000000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183BC7 741000.00000000 PA USD 745554.04000000 0.173987673819 Long ABS-O CORP US Y 2 2029-11-15 Fixed 2.59000000 N N N N N N CNH INDUSTRIAL CAP LLC 549300PNSJ5B81UMVO28 12592BAJ3 2262000.00000000 PA USD 2430355.39000000 0.567164629489 Long DBT CORP US N 2 2024-01-15 Fixed 4.20000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAD4 1385000.00000000 PA USD 1403373.41000000 0.327500975122 Long DBT CORP FR Y 2 2023-09-12 Floating 1.49000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBL5 683000.00000000 PA USD 702513.31000000 0.163943389850 Long DBT CORP US N 2 2023-04-15 Fixed 1.57000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AT5 1354000.00000000 PA USD 1467181.10000000 0.342391581247 Long DBT CORP US Y 2 2024-03-12 Fixed 4.13000000 N N N N N N Exantas Capital Corp N/A 30069LAE8 1927000.00000000 PA USD 1849752.35000000 0.431671067758 Long ABS-CBDO CORP KY Y 2 2036-04-15 Floating 1.85000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2K8 2242000.00000000 PA USD 2328027.92000000 0.543284779716 Long DBT CORP US N 2 2026-02-11 Fixed 2.16000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397A29 857000.00000000 PA USD 839765.73000000 0.195973568751 Long DBT CORP US N 2 2023-01-09 Fixed 3.09000000 N N N N N N FOX CORP 549300DDU6FDRBIELS05 35137LAF2 734000.00000000 PA USD 765406.46000000 0.178620572563 Long DBT CORP US N 2 2022-01-25 Fixed 3.67000000 N N N N N N Indian Oil Corp Ltd 335800J8OBWE4VFUDG88 000000000 933000.00000000 PA USD 1018511.63000000 0.237686954606 Long DBT CORP IN N 2 2023-08-01 Fixed 5.75000000 N N N N N N Baidu Inc 254900AL64IANZYI1E02 056752AK4 1263000.00000000 PA USD 1354693.40000000 0.316140669568 Long DBT CORP KY N 2 2023-09-29 Fixed 3.88000000 N N N N N N HARLEY-DAVIDSON FINL SER RLUFFFFW4GRYU77BTS24 41283LAT2 1672000.00000000 PA USD 1669785.00000000 0.389672635841 Long DBT CORP US Y 2 2021-03-02 Floating 1.18000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AF6 1459000.00000000 PA USD 1561071.64000000 0.364302530383 Long DBT CORP US N 2 2023-11-01 Fixed 5.38000000 N N N N N N Freddie Mac N/A 3137AV5K9 554266.80000000 PA USD 573899.10000000 0.133929083686 Long ABS-MBS USGSE US N 2 2042-07-15 Fixed 2.00000000 N N N N N N Fannie Mae N/A 3136APK43 1445182.01000000 PA USD 1482775.10000000 0.346030705495 Long ABS-MBS USGSE US N 2 2044-05-25 Fixed 2.00000000 N N N N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216BG5 111000.00000000 PA USD 120610.95000000 0.028146609771 Long DBT CORP US N 2 2025-11-15 Fixed 3.80000000 N N N N N N Emera US Finance LP N/A 29103DAF3 491000.00000000 PA USD 497769.54000000 0.116162960317 Long DBT CORP US N 2 2021-06-15 Fixed 2.70000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 153.00000000 NC USD 9022.71000000 0.002105602330 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long 2 Year US Treasury Note TUZ0 Comdty 2020-12-31 33798000.80000000 USD 9022.71000000 N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCF4 886000.00000000 PA USD 918985.66000000 0.214460882348 Long DBT CORP US Y 2 2022-03-15 Fixed 3.45000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DAV7 692000.00000000 PA USD 717163.67000000 0.167362299708 Long DBT CORP US N 2 2022-08-15 Fixed 2.76000000 N N N N N N DIAGEO CAPITAL PLC 213800L23DJLALFC4O95 25243YBC2 660000.00000000 PA USD 676397.94000000 0.157848925554 Long DBT CORP GB N 2 2025-09-29 Fixed 1.38000000 N N N N N N SPS Servicer Advance Receivables Trust N/A 78469QAY8 219000.00000000 PA USD 219093.75000000 0.051129240626 Long ABS-O CORP US Y 2 2051-10-15 Fixed 2.34000000 N N N N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 56585ABA9 1919000.00000000 PA USD 2103244.99000000 0.490827872494 Long DBT CORP US N 2 2023-12-15 Fixed 4.75000000 N N N N N N Invitation Homes Trust N/A 46185JAC2 1366000.00000000 PA USD 1352836.54000000 0.315707339809 Long ABS-O CORP US Y 2 2037-03-17 Floating 1.10000000 N N N N N N LoanCore 2018-CRE1 Issuer, Ltd. N/A 53946MAC1 2225000.00000000 PA USD 2205531.25000000 0.514698105215 Long ABS-CBDO CORP KY Y 2 2028-05-15 Floating 1.65000000 N N N N N N CNH INDUSTRIAL CAP LLC 549300PNSJ5B81UMVO28 12592BAL8 448000.00000000 PA USD 447390.12000000 0.104406068631 Long DBT CORP US N 2 2026-01-15 Fixed 1.88000000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183AM6 1200000.00000000 PA USD 1206454.32000000 0.281546567310 Long ABS-O CORP US Y 2 2029-05-15 Fixed 2.81000000 N N N N N N New Jersey Transportation Trust Fund Authority 549300YUVD5TEXR6L889 6461366N6 455000.00000000 PA USD 457698.15000000 0.106811622172 Long DBT MUN US N 2 2022-06-15 Fixed 2.38000000 N N N N N N NATIONAL BANK OF CANADA BSGEFEIOM18Y80CKCV46 63307A2L8 523000.00000000 PA USD 525095.22000000 0.122539870968 Long DBT CORP CA N 2 2023-08-15 Fixed 0.90000000 N N N N N N GLENCORE FINANCE CANADA 5493005TTO0UJ33KCK70 98417EAK6 899000.00000000 PA USD 938456.23000000 0.219004669921 Long DBT CORP CA Y 2 2021-11-15 Fixed 4.95000000 N N N N N N UBS Commercial Mortgage Trust N/A 90278KBB6 9051549.90000000 PA USD 564789.56000000 0.131803218103 Long ABS-MBS CORP US N 2 2051-12-15 Variable 1.17000000 N N N N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 09857LAP3 171000.00000000 PA USD 192412.77000000 0.044902781648 Long DBT CORP US N 2 2025-04-13 Fixed 4.10000000 N N N N N N DELL INT LLC / EMC CORP N/A 24703DBB6 340000.00000000 PA USD 396165.24000000 0.092451874522 Long DBT CORP US Y 2 2025-07-15 Fixed 5.85000000 N N N N N N Avery Point CLO Ltd 549300RWY6OWBAXCT467 05363UAW3 1720000.00000000 PA USD 1708386.56000000 0.398680964238 Long ABS-CBDO CORP KY Y 2 2026-04-25 Floating 2.59000000 N N N N N N Neuberger Berman CLO Ltd 549300VBBLOSKH8XQ869 64130DAY6 2056577.00000000 PA USD 2019293.32000000 0.471236327156 Long ABS-CBDO CORP KY Y 2 2027-04-20 Floating 1.87000000 N N N N N N Exeter Automobile Receivables Trust N/A 30167EAC9 2150000.00000000 PA USD 2196134.06000000 0.512505111628 Long ABS-O CORP US Y 2 2024-05-15 Fixed 2.79000000 N N N N N N Ballyrock Ltd N/A 05875HAE3 741069.00000000 PA USD 720558.33000000 0.168154501165 Long ABS-CBDO CORP KY Y 2 2031-04-20 Floating 2.17000000 N N N N N N CORPORATE OFFICE PROP LP H0TWO5VRNEP6CQAWPX27 22003BAL0 697000.00000000 PA USD 704987.40000000 0.164520760692 Long DBT CORP US N 2 2026-03-15 Fixed 2.25000000 N N N N N N Carvana Auto Receivables Trust 549300PQFD4GEYYTOY78 146868AD6 2927000.00000000 PA USD 2976655.97000000 0.694653130685 Long ABS-O CORP US Y 2 2023-08-15 Fixed 3.29000000 N N N N N N Morgan Stanley BAML Trust N/A 61767CAW8 16960420.99000000 PA USD 1010702.02000000 0.235864449724 Long ABS-MBS CORP US N 2 2050-05-15 Variable 1.56000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BM0 491000.00000000 PA USD 511806.45000000 0.119438711218 Long DBT CORP GB N 2 2023-11-22 Fixed 3.03000000 N N N N N N ALM Loan Funding N/A 00162LCU9 1900315.00000000 PA USD 1865603.85000000 0.435370283997 Long ABS-CBDO CORP KY Y 2 2027-07-15 Floating 2.18000000 N N N N N N FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 341081GA9 2067000.00000000 PA USD 2068506.84000000 0.482721136312 Long DBT CORP US N 2 2023-07-28 Floating 0.64000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MCA6 1613000.00000000 PA USD 1642663.07000000 0.383343273706 Long DBT CORP JP N 2 2025-07-08 Fixed 1.47000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAV3 600000.00000000 PA USD 623788.08000000 0.145571522884 Long DBT CORP US N 2 2023-11-15 Fixed 2.25000000 N N N N N N DEERE & COMPANY PWFTNG3EI0Y73OXWDH08 244199BH7 287000.00000000 PA USD 312802.61000000 0.072997791653 Long DBT CORP US N 2 2025-04-15 Fixed 2.75000000 N N N N N N Shackleton CLO LTD 5493000LHXWSIZGUY418 81882HAE5 927055.00000000 PA USD 878570.95000000 0.205029424662 Long ABS-CBDO CORP KY Y 2 2031-04-13 Floating 2.17000000 N N N N N N GS Mortgage Securities Trust N/A 36258RBC6 8354055.42000000 PA USD 753940.97000000 0.175944906109 Long ABS-MBS CORP US N 2 2053-05-12 Variable 1.25000000 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAA3 373518.00000000 PA USD 377925.14000000 0.088195237982 Long ABS-O CORP US Y 2 2060-07-15 Fixed 1.69000000 N N N N N N BBVA USA C90VT034M03BN29IRA40 05552JAA7 1183000.00000000 PA USD 1231270.07000000 0.287337743247 Long DBT CORP US N 2 2024-08-27 Fixed 2.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXJ8 750000.00000000 PA USD 827752.39000000 0.193170052213 Long DBT CORP US N 2 2025-04-01 Fixed 3.50000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CS2 1375000.00000000 PA USD 1449717.50000000 0.338316154145 Long DBT CORP US N 2 2023-05-01 Fixed 4.51000000 N N N N N N Dell Equipment Finance Trust N/A 24704DAG5 1843000.00000000 PA USD 1884400.78000000 0.439756866257 Long ABS-O CORP US Y 2 2023-10-22 Fixed 3.55000000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183AN4 536000.00000000 PA USD 539768.46000000 0.125964120262 Long ABS-O CORP US Y 2 2029-05-15 Fixed 3.01000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABE6 534000.00000000 PA USD 548226.23000000 0.127937884267 Long DBT CORP US Y 2 2023-02-10 Fixed 2.38000000 N N N N N N WESTINGHOUSE AIR BRAKE 06BTX5UWZD0GQ5N5Y745 960386AN0 2237000.00000000 PA USD 2429425.26000000 0.566947567886 Long DBT CORP US N 2 2024-03-15 Fixed 4.40000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AD9 1222000.00000000 PA USD 1136460.00000000 0.265212206199 Long DBT CORP US N 2 2023-01-13 Floating 2.12000000 N N N N N N Verizon Owner Trust 5493002I20BBOB4UPY82 92348RAC2 1230000.00000000 PA USD 1235928.60000000 0.288424890194 Long ABS-O CORP US Y 2 2022-04-20 Fixed 2.38000000 N N N N N N Business Jet Securities, LLC N/A 123262AN7 1071618.26000000 PA USD 1073564.43000000 0.250534458737 Long ABS-O CORP US Y 2 2033-02-15 Fixed 4.34000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AB6 1734000.00000000 PA USD 1734341.20000000 0.404737919463 Long DBT CORP US N 2 2021-09-17 Floating 0.90000000 N N N N N N TICP CLO Ltd N/A 87249FAG9 1528084.00000000 PA USD 1486911.30000000 0.346995957882 Long ABS-CBDO CORP KY Y 2 2028-04-20 Floating 2.07000000 N N N N N N Arbor Realty Collateralized Loan Obligation Ltd N/A 03879YAA5 2210000.00000000 PA USD 2185137.50000000 0.509938877939 Long ABS-CBDO CORP KY Y 2 2037-05-15 Floating 1.30000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816BY4 497000.00000000 PA USD 513534.91000000 0.119842076660 Long DBT CORP US N 2 2021-11-05 Fixed 3.70000000 N N N N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748BB7 807000.00000000 PA USD 830289.25000000 0.193762071499 Long DBT CORP US N 2 2022-01-30 Fixed 2.75000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBL8 550000.00000000 PA USD 572048.58000000 0.133497233474 Long DBT CORP GB N 2 2026-05-07 Fixed 2.85000000 N N N N N N DT Auto Owner Trust N/A 23341LAG8 187350.62000000 PA USD 188008.54000000 0.043874979918 Long ABS-O CORP US Y 2 2022-11-15 Fixed 3.55000000 N N N N N N Freddie Mac N/A 3137B2BP4 2047305.87000000 PA USD 2237082.32000000 0.522061082251 Long ABS-MBS USGSE US N 2 2033-04-15 Fixed 3.00000000 N N N N N N Capital Automotive Reit N/A 12510HAD2 557261.00000000 PA USD 571112.11000000 0.133278692325 Long ABS-O CORP US Y 2 2050-02-15 Fixed 3.19000000 N N N N N N Wind River CLO Ltd 2549008107XSHXNMJI27 88432GAS6 864053.00000000 PA USD 837728.76000000 0.195498207271 Long ABS-CBDO CORP KY Y 2 2027-10-15 Floating 1.98000000 N N N N N N EQUIFAX INC 5493004MCF8JDC86VS77 294429AR6 164000.00000000 PA USD 175091.04000000 0.040860462316 Long DBT CORP US N 2 2025-12-15 Fixed 2.60000000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 22822VAJ0 1037000.00000000 PA USD 1102775.21000000 0.257351289430 Long DBT CORP US N 2 2023-07-15 Fixed 3.15000000 N N N N N N Steel Dynamics Inc 549300HGGKEL4FYTTQ83 858119BH2 2420000.00000000 PA USD 2474988.26000000 0.577580466317 Long DBT CORP US N 2 2025-09-15 Fixed 4.13000000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAF1 1434000.00000000 PA USD 1495907.69000000 0.349095417995 Long DBT CORP US Y 2 2025-02-15 Fixed 2.24000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903AR4 1564000.00000000 PA USD 1575717.53000000 0.367720397090 Long DBT CORP US N 2 2022-01-15 Fixed 2.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419AM46 5566.50000000 PA USD 5659.49000000 0.001320737930 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 5.50000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822AA2 448000.00000000 PA USD 452884.84000000 0.105688354689 Long DBT CORP JP N 2 2021-03-01 Fixed 2.95000000 N N N N N N GM Financial Automobile Leasing Trust N/A 36259KAF4 622000.00000000 PA USD 627433.54000000 0.146422252773 Long ABS-O CORP US N 2 2023-12-20 Fixed 1.84000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GAB4 2470000.00000000 PA USD 2548718.21000000 0.594786600015 Long DBT CORP NL Y 2 2022-05-25 Fixed 2.88000000 N N N N N N Securitized Term Auto Receivables Trust 549300DC604TIE09UO03 81379MAB0 292940.53000000 PA USD 298319.68000000 0.069617954424 Long ABS-O CORP CA Y 2 2026-03-25 Fixed 2.45000000 N N N N N N Student Loan Consolidation Center Student Loan 5493008KMDJ3GC7JUA63 86386MAY0 199893.31000000 PA USD 200820.72000000 0.046864919312 Long ABS-O CORP US Y 2 2027-10-25 Floating 1.37000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22533YAC9 699970.28000000 PA USD 700759.43000000 0.163534092220 Long ABS-O CORP US Y 2 2026-04-15 Fixed 3.02000000 N N N N N N E*TRADE Financial Corp 549300LYE2HSVYJFJD24 269246BP8 2157000.00000000 PA USD 2247158.54000000 0.524412539000 Long DBT CORP US N 2 2022-08-24 Fixed 2.95000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAN1 23435000.00000000 PA USD 23434084.63000000 5.468740901551 Long DBT UST US N 2 2022-09-30 Fixed 0.13000000 N N N N N N Exeter Automobile Receivables Trust N/A 30167HAE8 500000.00000000 PA USD 513368.60000000 0.119803265402 Long ABS-O CORP US Y 2 2025-01-15 Fixed 2.49000000 N N N N N N Navistar Financial Dealer Note Master Trust N/A 63938PBN8 338000.00000000 PA USD 339156.20000000 0.079147848624 Long ABS-O CORP US Y 2 2025-07-25 Floating 1.50000000 N N N N N N GLS Auto Receivables Trust N/A 36258XAA8 665866.59000000 PA USD 674557.48000000 0.157419423014 Long ABS-O CORP US Y 2 2024-02-15 Fixed 2.17000000 N N N N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 453140AE5 2045000.00000000 PA USD 2136749.72000000 0.498646769209 Long DBT CORP GB Y 2 2022-07-21 Fixed 3.75000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AB4 924000.00000000 PA USD 926088.64000000 0.216118483140 Long DBT CORP CH Y 2 2024-07-30 Fixed 1.01000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PBA5 852000.00000000 PA USD 852059.68000000 0.198842570390 Long DBT CORP US N 2 2021-11-15 Floating 0.98000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAE6 2701000.00000000 PA USD 2793274.21000000 0.651857888313 Long DBT CORP US N 2 2023-04-25 Fixed 2.78000000 N N N N N N The Bancorp Commercial Mortgage Trust 5493007HKNHP2VEB5M24 05972LAC0 1736000.00000000 PA USD 1702622.45000000 0.397335811457 Long ABS-MBS CORP US Y 2 2035-09-15 Floating 1.25000000 N N N N N N ERAC USA Finance LLC LTKX5ODQW6Z7BQ2K1V47 26884TAP7 551000.00000000 PA USD 613380.95000000 0.143142842678 Long DBT CORP US Y 2 2025-11-01 Fixed 3.80000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668BC5 560000.00000000 PA USD 578914.49000000 0.135099509963 Long DBT CORP US Y 2 2022-05-13 Fixed 2.90000000 N N N N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887BT5 560000.00000000 PA USD 579829.64000000 0.135313075729 Long DBT CORP US N 2 2022-06-06 Fixed 2.89000000 N N N N N N DELL INT LLC / EMC CORP N/A 24703DAY7 1415000.00000000 PA USD 1527887.84000000 0.356558528123 Long DBT CORP US Y 2 2024-07-15 Fixed 4.00000000 N N N N N N Sales Tax Securitization Corp N/A 79467BDC6 730000.00000000 PA USD 742548.70000000 0.173286326784 Long DBT MUN US N 2 2024-01-01 Fixed 2.23000000 N N N N N N ALIMENTATION COUCHE-TARD 549300OSW32RVX8CCZ87 01626PAJ5 399000.00000000 PA USD 411517.18000000 0.096034509966 Long DBT CORP CA Y 2 2022-07-26 Fixed 2.70000000 N N N N N N Invitation Homes Trust N/A 46185HAA0 1834484.42000000 PA USD 1831037.42000000 0.427303621589 Long ABS-O CORP US Y 2 2037-06-17 Floating 1.05000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397ZK2 1088000.00000000 PA USD 1089360.00000000 0.254220622762 Long DBT CORP US N 2 2021-01-07 Fixed 5.09000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05491UBE7 22097591.43000000 PA USD 1150263.60000000 0.268433510256 Long ABS-MBS CORP US Y 2 2051-12-15 Variable 0.94000000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BAZ3 1753000.00000000 PA USD 1752123.94000000 0.408887823294 Long DBT CORP US N 2 2023-10-15 Fixed 0.50000000 N N N N N N AIG GLOBAL FUNDING 54930057MDZ7KOVOTV71 00138CAM0 913000.00000000 PA USD 917787.25000000 0.214181213059 Long DBT CORP US Y 2 2023-07-07 Fixed 0.80000000 N N N N N N Fort Cre llc N/A 34719RAA9 2596500.00000000 PA USD 2572422.66000000 0.600318435259 Long ABS-O CORP US Y 2 2035-11-16 Floating 1.50000000 N N N N N N AREIT CRE Trust N/A 00217LAE2 319500.00000000 PA USD 304446.44000000 0.071047737731 Long ABS-CBDO CORP US Y 2 2036-09-14 Floating 1.70000000 N N N N N N Roper Technologies Inc 54930003T4SXCIWVXY35 776743AC0 1606000.00000000 PA USD 1646652.13000000 0.384274188479 Long DBT CORP US N 2 2021-12-15 Fixed 2.80000000 N N N N N N TRUIST BANK JJKC32MCHWDI71265Z06 86787EBE6 2056000.00000000 PA USD 2135635.09000000 0.498386651404 Long DBT CORP US N 2 2022-05-17 Fixed 2.80000000 N N N N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 07274NAA1 2962000.00000000 PA USD 3021433.03000000 0.705102616694 Long DBT CORP US Y 2 2021-06-25 Fixed 3.50000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 38000000.00000000 OU Notional Amount USD 498868.56000000 0.116419435264 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2021-07-15 0.00000000 USD 0.00000000 USD 38000000.00000000 USD 498868.56000000 N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 465968AG0 14937009.26000000 PA USD 773415.93000000 0.180489718164 Long ABS-MBS CORP US N 2 2050-09-15 Variable 1.21000000 N N N N N N HOWARD UNIVERSITY N/A 442851AG6 144000.00000000 PA USD 147719.01000000 0.034472735106 Long DBT CORP US N 2 2025-10-01 Fixed 2.52000000 N N N N N N DELL INT LLC / EMC CORP N/A 25272KAD5 385000.00000000 PA USD 394099.08000000 0.091969701061 Long DBT CORP US N 2 2021-06-15 Fixed 4.42000000 N N N N N N Exeter Automobile Receivables Trust N/A 30167HAC2 365000.00000000 PA USD 370432.48000000 0.086446698756 Long ABS-O CORP US Y 2 2024-04-15 Fixed 2.26000000 N N N N N N The Bancorp Commercial Mortgage Trust N/A 05972MAE4 1727281.00000000 PA USD 1672230.83000000 0.390243411733 Long ABS-MBS CORP US Y 2 2036-03-15 Floating 1.65000000 N N N N N N RECKITT BENCKISER TSY 213800LAXWIUOOBZ3908 75625QAC3 550000.00000000 PA USD 566473.79000000 0.132196261724 Long DBT CORP GB Y 2 2022-06-24 Fixed 2.38000000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AK3 492000.00000000 PA USD 499286.10000000 0.116516875301 Long DBT CORP US N 2 2025-03-01 Fixed 2.05000000 N N N N N N MONDELEZ INTERNATIONAL 549300DV9GIB88LZ5P30 609207AV7 1800000.00000000 PA USD 1806327.65000000 0.421537177881 Long DBT CORP US N 2 2022-07-01 Fixed 0.63000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668BA9 1120000.00000000 PA USD 1187761.88000000 0.277184369563 Long DBT CORP US Y 2 2024-09-26 Fixed 2.85000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAE1 1955000.00000000 PA USD 1921076.51000000 0.448315769577 Long DBT CORP KY Y 2 2022-05-01 Fixed 3.63000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBC4 493000.00000000 PA USD 560202.09000000 0.130732654212 Long DBT CORP US N 2 2025-04-15 Fixed 4.70000000 N N N N N N KREF 2018--FL1 Ltd. 549300N45646UZ8P3S07 48275PAG6 1355500.00000000 PA USD 1314835.00000000 0.306839036250 Long ABS-CBDO CORP KY Y 2 2036-06-15 Floating 2.15000000 N N N N N N ERAC USA Finance LLC LTKX5ODQW6Z7BQ2K1V47 26884TAL6 551000.00000000 PA USD 605892.34000000 0.141395248588 Long DBT CORP US Y 2 2024-11-15 Fixed 3.85000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 23300000.00000000 OU Notional Amount USD 323496.04000000 0.075493284818 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2021-09-19 0.00000000 USD 0.00000000 USD 23300000.00000000 USD 323496.04000000 N N N AON CORP LTS3U8DGK38SETRUWX71 037389BD4 821000.00000000 PA USD 849482.44000000 0.198241127747 Long DBT CORP US N 2 2022-11-15 Fixed 2.20000000 N N N N N N NATIONAL SECS CLEARING 549300RYC9NELN2ICA34 637639AA3 600000.00000000 PA USD 610596.00000000 0.142492927385 Long DBT CORP US Y 2 2023-04-23 Fixed 1.20000000 N N N N N N General Motors N/A 361886CA0 1228000.00000000 PA USD 1260710.73000000 0.294208220335 Long ABS-O CORP US Y 2 2024-04-15 Fixed 2.86000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286GAE1 1474000.00000000 PA USD 1498401.92000000 0.349677488847 Long ABS-O CORP US N 2 2024-01-16 Fixed 2.79000000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 913017DB2 114000.00000000 PA USD 123182.34000000 0.028746687218 Long DBT CORP US N 2 2023-08-16 Fixed 3.65000000 N N N N N N Conagra Brands Inc 54930035UDEIH090K650 205887BZ4 1121000.00000000 PA USD 1159150.78000000 0.270507484364 Long DBT CORP US N 2 2021-10-22 Fixed 3.80000000 N N N N N N BBVA USA C90VT034M03BN29IRA40 20453KAB1 2443000.00000000 PA USD 2517226.01000000 0.587437361291 Long DBT CORP US N 2 2022-06-29 Fixed 2.88000000 N N N N N N MF1 Ltd N/A 59319WAC5 192000.00000000 PA USD 194160.00000000 0.045310527388 Long ABS-CBDO CORP US Y 2 2035-07-15 Floating 3.90000000 N N N N N N Thacher Park CLO 549300XMM86G232BM362 88322UAN9 1743000.00000000 PA USD 1743278.88000000 0.406823678602 Long ABS-CBDO CORP KY Y 2 2026-10-20 Floating 2.47000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAQ8 1399000.00000000 PA USD 1385238.72000000 0.323268937792 Long DBT CORP IE N 2 2024-02-15 Fixed 3.15000000 N N N N N N NCUA Guaranteed Notes N/A 62889AAA1 302563.63000000 PA USD 302605.35000000 0.070618088169 Long ABS-O CORP US N 2 2020-12-07 Floating 0.51000000 N N N N N N SPS Servicer Advance Receivables Trust N/A 78469QAZ5 262000.00000000 PA USD 262113.24000000 0.061168567881 Long ABS-O CORP US Y 2 2051-10-15 Fixed 2.39000000 N N N N N N Sales Tax Securitization Corp N/A 79467BDB8 300000.00000000 PA USD 303642.00000000 0.070860008020 Long DBT MUN US N 2 2023-01-01 Fixed 2.13000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABA2 1901000.00000000 PA USD 2085967.30000000 0.486795830642 Long DBT CORP US Y 2 2025-04-15 Fixed 3.50000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822AW4 1623000.00000000 PA USD 1665456.24000000 0.388662446314 Long DBT CORP JP N 2 2021-07-26 Fixed 3.54000000 N N N N N N EQUITABLE FINANCIAL LIFE 635400B4JJBON4TCHF02 29449WAA5 882000.00000000 PA USD 900429.67000000 0.210130527522 Long DBT CORP US Y 2 2025-07-07 Fixed 1.40000000 N N N N N N Magnetite CLO Ltd 549300Z3WHVYABE20I45 55953RAN1 3559000.00000000 PA USD 3490724.14000000 0.814619652606 Long ABS-CBDO CORP KY Y 2 2028-01-18 Floating 1.47000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AB4 872000.00000000 PA USD 901986.67000000 0.210493879866 Long DBT CORP CH Y 2 2023-01-09 Fixed 3.57000000 N N N N N N Mountain Hawk CLO Ltd 549300LQ6MVS0NGUT623 62405CAQ7 3468000.00000000 PA USD 3459479.12000000 0.807328097526 Long ABS-CBDO CORP KY Y 2 2025-04-18 Floating 2.07000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477BH5 383000.00000000 PA USD 396298.07000000 0.092482872654 Long DBT CORP US Y 2 2023-03-30 Fixed 2.83000000 N N N N N N California Municipal Finance Authority 5493000UQOV6R4ZWS346 13048VQA9 235000.00000000 PA USD 237382.90000000 0.055397323815 Long DBT MUN US N 2 2022-11-01 Fixed 1.49000000 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913YAY6 171000.00000000 PA USD 179450.42000000 0.041877797539 Long DBT CORP US N 2 2025-04-15 Fixed 2.85000000 N N N N N N UPJOHN INC N/A 91533BAA8 1200000.00000000 PA USD 1209224.78000000 0.282193101116 Long DBT CORP US Y 2 2022-06-22 Fixed 1.13000000 N N N N N N Veros Auto Receivables Trust N/A 92511FAA3 836358.97000000 PA USD 838734.31000000 0.195732869410 Long ABS-O CORP US Y 2 2023-09-15 Fixed 1.67000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAF9 1385000.00000000 PA USD 1504179.37000000 0.351025754744 Long DBT CORP FR Y 2 2023-09-12 Fixed 4.00000000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 22822VAS0 257000.00000000 PA USD 259788.64000000 0.060626083064 Long DBT CORP US N 2 2025-07-15 Fixed 1.35000000 N N N N N N SPS Servicer Advance Receivables Trust N/A 78469QAX0 1208000.00000000 PA USD 1208507.60000000 0.282025735005 Long ABS-O CORP US Y 2 2051-10-15 Fixed 2.24000000 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913YBA7 1900000.00000000 PA USD 1891950.84000000 0.441518800746 Long DBT CORP US N 2 2024-03-15 Fixed 1.20000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JE8 536000.00000000 PA USD 536644.03000000 0.125234981556 Long DBT CORP US N 2 2022-06-16 Fixed 1.75000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAN5 1212000.00000000 PA USD 1308433.92000000 0.305345235722 Long DBT CORP IE N 2 2025-07-15 Fixed 6.50000000 N N N N N N Cutwater Ltd N/A 23222LAN7 2535081.35000000 PA USD 2520367.74000000 0.588170537245 Long ABS-CBDO CORP KY Y 2 2029-01-15 Floating 1.50000000 N N N N N N FirstEnergy Corp 549300SVYJS666PQJH88 337932AF4 1027000.00000000 PA USD 1089794.13000000 0.254321934357 Long DBT CORP US N 2 2023-03-15 Fixed 4.25000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122CY2 1724000.00000000 PA USD 1812580.34000000 0.422996349087 Long DBT CORP US Y 2 2023-02-15 Fixed 2.75000000 N N N N N N New Jersey Transportation Trust Fund Authority 549300YUVD5TEXR6L889 6461366P1 465000.00000000 PA USD 469152.45000000 0.109484677250 Long DBT MUN US N 2 2023-06-15 Fixed 2.55000000 N N N N N N WEC Energy Group Inc 549300IGLYTZUK3PVP70 92939UAA4 1635000.00000000 PA USD 1669602.34000000 0.389630009033 Long DBT CORP US N 2 2021-06-15 Fixed 3.38000000 N N N N N N ALIBABA GROUP HOLDING 5493001NTNQJDH60PM02 01609WAS1 1223000.00000000 PA USD 1288491.65000000 0.300691368957 Long DBT CORP KY N 2 2023-06-06 Fixed 2.80000000 N N N N N N ABU DHABI GOVT INT'L 213800FER4348CINTA77 29135LAL4 1572000.00000000 PA USD 1570035.00000000 0.366394282385 Long DBT NUSS AE Y 2 2023-09-02 Fixed 0.75000000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBF2 375000.00000000 PA USD 377569.31000000 0.088112199019 Long DBT CORP US N 2 2025-07-15 Fixed 1.25000000 N N N N N N LoanCore 2018-CRE1 Issuer, Ltd. N/A 53947DAA4 1253292.10000000 PA USD 1228226.26000000 0.286627418585 Long ABS-CBDO CORP KY Y 2 2034-04-15 Floating 1.20000000 N N N N N N Navistar Financial Dealer Note Master Trust N/A 63938PBM0 367000.00000000 PA USD 369128.53000000 0.086142399919 Long ABS-O CORP US Y 2 2025-07-25 Floating 1.10000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBK5 2340000.00000000 PA USD 2452490.59000000 0.572330253643 Long DBT CORP US N 2 2022-12-01 Fixed 3.50000000 N N N N N N GS Mortgage Securities Trust N/A 36254CAX8 15695447.07000000 PA USD 911148.95000000 0.212632053222 Long ABS-MBS CORP US N 2 2050-08-10 Variable 1.27000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CG2 910000.00000000 PA USD 920884.75000000 0.214904067193 Long DBT CORP GB N 2 2026-06-04 Fixed 2.10000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBF6 1458000.00000000 PA USD 1509685.91000000 0.352310799199 Long DBT CORP US N 2 2022-04-01 Fixed 2.90000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668AP7 1356000.00000000 PA USD 1405696.56000000 0.328043121556 Long DBT CORP US Y 2 2021-11-12 Fixed 4.00000000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29278NAP8 569000.00000000 PA USD 572074.43000000 0.133503266010 Long DBT CORP US N 2 2025-05-15 Fixed 2.90000000 N N N N N N ERAC USA Finance LLC LTKX5ODQW6Z7BQ2K1V47 26884TAT9 872000.00000000 PA USD 916329.98000000 0.213841134401 Long DBT CORP US Y 2 2023-11-01 Fixed 2.70000000 N N N N N N LoanCore 2018-CRE1 Issuer, Ltd. N/A 53947DAC0 2200135.03000000 PA USD 2139631.32000000 0.499319239418 Long ABS-CBDO CORP KY Y 2 2034-04-15 Floating 1.52000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AB3 796000.00000000 PA USD 758190.00000000 0.176936489289 Long DBT CORP US N 2 2025-02-01 Fixed 4.10000000 N N N N N N HUNTINGTON INGALLS INDUS 5TZLZ6WJTBVJ0QWBG121 446413AN6 1049000.00000000 PA USD 1152635.67000000 0.268987073002 Long DBT CORP US Y 2 2025-05-01 Fixed 3.84000000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AN7 513000.00000000 PA USD 509813.20000000 0.118973552541 Long DBT CORP US N 2 2026-01-15 Fixed 1.60000000 N N N N N N SUNCOR ENERGY INC 549300W70ZOQDVLCHY06 867224AC1 188000.00000000 PA USD 197047.66000000 0.045984411800 Long DBT CORP CA N 2 2023-05-15 Fixed 2.80000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90351DAD9 1590000.00000000 PA USD 1612374.40000000 0.376274899110 Long DBT CORP CH Y 2 2021-04-15 Fixed 3.00000000 N N N N N N Loomis Sayles Ltd 549300SUQAYPCZFFGP18 54347LAN2 1537230.45000000 PA USD 1525204.70000000 0.355932371919 Long ABS-CBDO CORP KY Y 2 2028-04-15 Floating 1.18000000 N N N N N N TENCENT HOLDINGS LTD 254900N4SLUMW4XUYY11 88032WAT3 1481000.00000000 PA USD 1510277.03000000 0.352448747072 Long DBT CORP KY Y 2 2026-01-26 Fixed 1.81000000 N N N N N N NextGear Floorplan Master Owner Trust N/A 65341KBK1 1050000.00000000 PA USD 1052273.04000000 0.245565751950 Long ABS-O CORP US Y 2 2024-10-15 Fixed 2.07000000 N N N N N N Dell Equipment Finance Trust N/A 24703NAB5 754000.00000000 PA USD 766421.40000000 0.178857426017 Long ABS-O CORP US Y 2 2022-06-22 Fixed 2.26000000 N N N N N N DT Auto Owner Trust N/A 23342EAD0 792147.84000000 PA USD 797746.74000000 0.186167725131 Long ABS-O CORP US Y 2 2023-05-15 Fixed 3.58000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DAZ8 1047000.00000000 PA USD 1120202.86000000 0.261418326990 Long DBT CORP US N 2 2024-08-15 Fixed 3.22000000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183BD5 994000.00000000 PA USD 997740.62000000 0.232839687313 Long ABS-O CORP US Y 2 2029-11-15 Fixed 2.76000000 N N N N N N CREDIT AGRICOLE LONDON 969500TJ5KRTCJQWXH05 22535WAC1 1270000.00000000 PA USD 1285495.55000000 0.299992178232 Long DBT CORP FR Y 2 2022-01-10 Floating 1.70000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAK1 1585000.00000000 PA USD 1641665.07000000 0.383110373488 Long DBT CORP IE N 2 2024-01-16 Fixed 4.88000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DL1 1292000.00000000 PA USD 1326992.42000000 0.309676176299 Long DBT CORP US N 2 2022-09-11 Fixed 1.70000000 N N N N N N MFS Institutional Money Market Portfolio 5L2W638H85N8T1136O07 55291X109 10369405.85400000 NS USD 10369405.85000000 2.419876636618 Long STIV RF US N 1 N N N General Motors N/A 361886CB8 945000.00000000 PA USD 969154.58000000 0.226168650290 Long ABS-O CORP US Y 2 2024-04-15 Fixed 3.06000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668AN2 1356000.00000000 PA USD 1361226.78000000 0.317665344544 Long DBT CORP US Y 2 2020-11-13 Fixed 3.88000000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 904678AJ8 1373000.00000000 PA USD 1457052.71000000 0.340027949745 Long DBT CORP IT Y 2 2022-01-14 Fixed 6.57000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TGX7 1520000.00000000 PA USD 1662344.88000000 0.387936357714 Long DBT CORP US N 2 2025-04-01 Fixed 3.00000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAF8 1214000.00000000 PA USD 1152318.74000000 0.268913112014 Long DBT CORP KY Y 2 2024-07-01 Fixed 3.95000000 N N N N N N Loomis Sayles Ltd 549300SUQAYPCZFFGP18 54347LAQ5 1854111.00000000 PA USD 1819850.74000000 0.424693020175 Long ABS-CBDO CORP KY Y 2 2028-04-15 Floating 1.68000000 N N N N N N WEC Energy Group Inc 549300IGLYTZUK3PVP70 92939UAB2 847000.00000000 PA USD 879661.68000000 0.205283964997 Long DBT CORP US N 2 2022-03-08 Fixed 3.10000000 N N N N N N Long Island Power Authority 1R46U5SYJ63KQXF39168 542691DN7 135000.00000000 PA USD 135048.60000000 0.031515880145 Long DBT MUN US N 2 2022-03-01 Fixed 0.66000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YBJ7 600000.00000000 PA USD 598484.14000000 0.139666419534 Long DBT CORP JP N 2 2024-09-08 Fixed 0.85000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBD3 750000.00000000 PA USD 784957.50000000 0.183183139175 Long DBT CORP US N 2 2023-10-15 Fixed 3.85000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCZ7 1491000.00000000 PA USD 1494725.68000000 0.348819575924 Long DBT CORP US N 2 2023-08-18 Fixed 1.70000000 N N N N N N BSPRT 2018-FL4 Issuer, Ltd. N/A 05586AAG3 2076000.00000000 PA USD 1966972.63000000 0.459026407207 Long ABS-CBDO CORP KY Y 2 2035-09-15 Floating 2.25000000 N N N N N N MACY'S RETAIL HLDGS LLC N/A 55616XAF4 352000.00000000 PA USD 331320.00000000 0.077319138515 Long DBT CORP US N 2 2022-01-15 Fixed 3.88000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDC3 2475000.00000000 PA USD 2476554.99000000 0.577946089322 Long DBT CORP US N 2 2020-10-15 Fixed 1.95000000 N N N N N N Navistar Financial Dealer Note Master Trust 549300S28N49H5RT4J50 63938PBK4 432000.00000000 PA USD 429762.89000000 0.100292455695 Long ABS-O CORP US Y 2 2024-05-25 Floating 1.10000000 N N N N N N Grand Avenue CRE 2019-FL1 Ltd. N/A 38521VAA9 1512500.00000000 PA USD 1501156.25000000 0.350320258444 Long ABS-CBDO CORP KY Y 2 2037-06-15 Floating 1.27000000 N N N N N N MF1 Ltd N/A 59319WAD3 274500.00000000 PA USD 278960.63000000 0.065100191933 Long ABS-CBDO CORP US Y 2 2035-07-15 Floating 4.65000000 N N N N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 00084DAQ3 1855000.00000000 PA USD 1867854.76000000 0.435895572003 Long DBT CORP NL Y 2 2021-01-19 Fixed 2.65000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137BYPS3 579112.08000000 PA USD 14129.93000000 0.003297458695 Long ABS-MBS USGSE US N 2 2024-04-25 Variable 1.02000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416CLL8 398445.15000000 PA USD 458326.07000000 0.106958157949 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 5.00000000 N N N N N N NextGear Floorplan Master Owner Trust N/A 65341KAY2 1038000.00000000 PA USD 1038086.88000000 0.242255171032 Long ABS-O CORP US Y 2 2022-10-17 Fixed 3.02000000 N N N N N N Shelter Growth CRE N/A 82286LAA4 2803307.11000000 PA USD 2755460.26000000 0.643033362061 Long ABS-CBDO CORP KY Y 2 2036-05-15 Floating 1.25000000 N N N N N N FREED ABS Trust N/A 30308XAA1 14277.02000000 PA USD 14258.46000000 0.003327453349 Long ABS-O CORP US Y 2 2026-06-18 Fixed 3.42000000 N N N N N N The Bancorp Commercial Mortgage Trust 5493009R0KRDEB1KXF82 05972FAE9 1605087.00000000 PA USD 1562779.64000000 0.364701121136 Long ABS-MBS CORP US Y 2 2033-01-15 Floating 1.70000000 N N N N N N TPG Real Estate Finance N/A 87275QAC1 2192500.00000000 PA USD 2156871.88000000 0.503342616355 Long ABS-CBDO CORP KY Y 2 2037-11-15 Floating 1.60000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBG3 834000.00000000 PA USD 849490.32000000 0.198242966678 Long DBT CORP US Y 2 2021-11-19 Fixed 2.15000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWC4 2302000.00000000 PA USD 2335248.25000000 0.544969766120 Long DBT CORP US N 2 2022-04-26 Fixed 3.00000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBE4 2947000.00000000 PA USD 3083998.37000000 0.719703299387 Long DBT CORP GB N 2 2023-02-15 Fixed 4.61000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03065GAF7 1837000.00000000 PA USD 1867255.39000000 0.435755698853 Long ABS-O CORP US N 2 2023-03-20 Fixed 2.97000000 N N N N N N NATIONAL SECS CLEARING 549300RYC9NELN2ICA34 637639AB1 250000.00000000 PA USD 257767.68000000 0.060154457789 Long DBT CORP US Y 2 2025-04-23 Fixed 1.50000000 N N N N N N GRAY OAK PIPELINE LLC N/A 38937LAA9 968000.00000000 PA USD 973338.98000000 0.227145150964 Long DBT CORP US Y 2 2023-09-15 Fixed 2.00000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAA1 1481000.00000000 PA USD 1478280.60000000 0.344981837730 Long DBT CORP GB Y 2 2023-09-02 Fixed 0.75000000 N N N N N N Shackleton CLO LTD 549300VJPG28RMYCYW83 81882EAS1 709957.00000000 PA USD 679830.68000000 0.158650013625 Long ABS-CBDO CORP KY Y 2 2027-10-20 Floating 1.92000000 N N N N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 46150000.00000000 NC USD 332424.91000000 0.077576987994 N/A DCR US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Put Purchased Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A 46150000.00000000 OU Notional Amount N/A 332424.91000000 0.08000000 DCR US Markit CDX.NA.IG.S34.V1 2I65BYDW2 buy protection 2025-06-20 0.00000000 N/A 0.00000000 N/A 46150000.00000000 USD 1.00000000 80.00000000 USD 2020-12-16 XXXX 190513.66000000 N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90352JAA1 278000.00000000 PA USD 289935.37000000 0.067661333555 Long DBT CORP CH Y 2 2023-05-23 Fixed 3.49000000 N N N N N N Century Housing Corp 549300VS3H1EH9Z2PW94 156549AB3 748000.00000000 PA USD 753436.97000000 0.175827289166 Long DBT CORP US N 2 2021-11-01 Fixed 4.00000000 N N N N N N BXMT Ltd N/A 12434LAE4 1445000.00000000 PA USD 1412487.50000000 0.329627902524 Long ABS-CBDO CORP KY Y 2 2037-02-16 Floating 1.55000000 N N N N N N OneMain Financial Issuance Trust N/A 68269LAA4 1723824.00000000 PA USD 1813126.01000000 0.423123690432 Long ABS-O CORP US Y 2 2032-05-14 Fixed 3.84000000 N N N N N N Freddie Mac N/A 3137BNPS7 806913.12000000 PA USD 870674.67000000 0.203186693867 Long ABS-MBS USGSE US N 2 2045-06-15 Fixed 3.00000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AS9 533000.00000000 PA USD 573106.12000000 0.133744028361 Long DBT CORP GB Y 2 2024-09-11 Fixed 3.63000000 N N N N N N The Bancorp Commercial Mortgage Trust N/A 05972MAC8 1247481.00000000 PA USD 1221489.73000000 0.285055335113 Long ABS-MBS CORP US Y 2 2036-03-15 Floating 1.50000000 N N N N N N California Municipal Finance Authority 5493000UQOV6R4ZWS346 13048VQB7 280000.00000000 PA USD 284172.00000000 0.066316353466 Long DBT MUN US N 2 2023-11-01 Fixed 1.61000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGK9 2896000.00000000 PA USD 2995590.34000000 0.699071786899 Long DBT CORP US N 2 2023-04-24 Fixed 2.88000000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06367WRC9 1168000.00000000 PA USD 1207161.31000000 0.281711555411 Long DBT CORP CA N 2 2022-11-01 Fixed 2.05000000 N N N N N N Long Island Power Authority 1R46U5SYJ63KQXF39168 542691DP2 595000.00000000 PA USD 595339.15000000 0.138932482804 Long DBT MUN US N 2 2023-03-01 Fixed 0.76000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153AX0 1207000.00000000 PA USD 1200965.00000000 0.280265541433 Long DBT CORP LR N 2 2020-11-28 Fixed 2.65000000 N N N N N N HOWARD UNIVERSITY N/A 442851AF8 117000.00000000 PA USD 119613.30000000 0.027913791232 Long DBT CORP US N 2 2024-10-01 Fixed 2.42000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397VR1 1192000.00000000 PA USD 1199450.00000000 0.279911990501 Long DBT CORP US N 2 2021-02-01 Fixed 5.75000000 N N N N N N CD Commercial Mortgage Trust N/A 12515DAS3 17349008.18000000 PA USD 1059653.13000000 0.247288021059 Long ABS-MBS CORP US N 2 2050-05-10 Variable 1.45000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAQ3 642000.00000000 PA USD 676378.21000000 0.157844321224 Long DBT CORP US N 2 2023-03-15 Fixed 3.38000000 N N N N N N Man GLG US CLO 2018-2 Ltd N/A 56165EAE2 2309265.00000000 PA USD 2257784.56000000 0.526892300899 Long ABS-CBDO CORP KY N 2 2028-10-15 Floating 2.73000000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017AN4 1514000.00000000 PA USD 1547509.56000000 0.361137589111 Long DBT CORP US N 2 2021-06-01 Fixed 3.92000000 N N N N N N HOWARD UNIVERSITY N/A 442851AE1 106000.00000000 PA USD 108480.89000000 0.025315854642 Long DBT CORP US N 2 2023-10-01 Fixed 2.80000000 N N N N N N MF1 2019-FL2 Ltd. N/A 55282LAA4 1307000.00000000 PA USD 1284944.38000000 0.299863553369 Long ABS-CBDO USGSE KY Y 2 2034-12-25 Floating 1.28000000 N N N N N N TJX COS INC V167QI9I69W364E2DY52 872540AR0 960000.00000000 PA USD 1069222.00000000 0.249521079084 Long DBT CORP US N 2 2025-04-15 Fixed 3.50000000 N N N N N N LoanCore 2018-CRE1 Issuer, Ltd. N/A 53946MAG2 741500.00000000 PA USD 709986.25000000 0.165687327080 Long ABS-CBDO CORP KY Y 2 2028-05-15 Floating 2.70000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822BL7 1921000.00000000 PA USD 1990710.23000000 0.464565978566 Long DBT CORP JP N 2 2022-07-18 Fixed 2.62000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691JAW4 7711674.77000000 PA USD 488218.42000000 0.113934044555 Long ABS-MBS CORP US N 2 2050-06-15 Variable 1.58000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EKBW4 432915.58000000 PA USD 495643.45000000 0.115666801174 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 5.00000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AP3 848000.00000000 PA USD 877115.50000000 0.204689770732 Long DBT CORP US Y 2 2022-10-27 Fixed 3.00000000 N N N N N N Eni SpA BUCRF72VH5RBN7X3VL35 26874RAG3 1857000.00000000 PA USD 2011264.39000000 0.469362640234 Long DBT CORP IT Y 2 2023-09-12 Fixed 4.00000000 N N N N N N NatWest Markets PLC RR3QWICWWIPCS8A4S074 63906AAA8 1695000.00000000 PA USD 1779189.99000000 0.415204144884 Long DBT CORP GB Y 2 2022-09-29 Fixed 3.63000000 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAC9 118158.00000000 PA USD 120258.26000000 0.028064303581 Long ABS-O CORP US Y 2 2060-07-15 Fixed 2.28000000 N N N N N N Madison Park Funding Ltd N/A 55818MBC0 2779008.00000000 PA USD 2731281.32000000 0.637390796532 Long ABS-CBDO CORP KY Y 2 2030-04-19 Floating 1.77000000 N N N N N N SES SA 5493008JPA4HYMH1HX51 78413HAA7 2469000.00000000 PA USD 2530749.42000000 0.590593278263 Long DBT CORP LU Y 2 2023-04-04 Fixed 3.60000000 N N N N N N GS Mortgage Securities Trust N/A 36253PAE2 15730312.59000000 PA USD 909536.11000000 0.212255669667 Long ABS-MBS CORP US N 2 2050-05-10 Variable 1.18000000 N N N N N N GM Financial Automobile Leasing Trust N/A 36259KAG2 456000.00000000 PA USD 458483.33000000 0.106994857236 Long ABS-O CORP US N 2 2023-12-20 Fixed 2.04000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABK2 1872000.00000000 PA USD 2180448.90000000 0.508844713648 Long DBT CORP US Y 2 2025-04-07 Fixed 5.88000000 N N N N N N Navistar Financial Dealer Note Master Trust N/A 63938PBP3 279000.00000000 PA USD 279645.02000000 0.065259905941 Long ABS-O CORP US Y 2 2025-07-25 Floating 2.30000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272AX6 1100000.00000000 PA USD 1090771.00000000 0.254549903531 Long DBT CORP US Y 2 2025-09-01 Fixed 1.63000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137FTG27 6153811.55000000 PA USD 782569.14000000 0.182625774882 Long ABS-MBS USGSE US N 2 2030-04-25 Variable 1.70000000 N N N N N N Figueroa CLO LTD 549300EUEEB937ZBYB92 31683YAL8 2520000.00000000 PA USD 2504683.44000000 0.584510339961 Long ABS-CBDO CORP KY Y 2 2027-01-15 Floating 1.78000000 N N N N N N CPS Auto Trust N/A 22411YAC6 47734.35000000 PA USD 47771.08000000 0.011148191330 Long ABS-O CORP US Y 2 2023-06-15 Fixed 2.86000000 N N N N N N GPMT Ltd. N/A 36255CAA7 386503.25000000 PA USD 383952.33000000 0.089601784941 Long ABS-CBDO CORP KY Y 2 2035-11-21 Floating 1.06000000 N N N N N N New Jersey Transportation Trust Fund Authority 549300YUVD5TEXR6L889 6461366Q9 440000.00000000 PA USD 444039.20000000 0.103624074644 Long DBT MUN US N 2 2024-06-15 Fixed 2.63000000 N N N N N N The Bancorp Commercial Mortgage Trust N/A 05973BAG2 1776462.00000000 PA USD 1681987.62000000 0.392520324076 Long ABS-MBS CORP US Y 2 2036-09-15 Floating 1.70000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PBB1 2827000.00000000 PA USD 2937507.20000000 0.685517101558 Long DBT CORP US N 2 2023-04-01 Fixed 3.21000000 N N N N N N UBS Commercial Mortgage Trust N/A 12508GAV8 11965474.33000000 PA USD 590914.95000000 0.137900020735 Long ABS-MBS CORP US N 2 2050-11-15 Variable 1.16000000 N N N N N N NATIONAL BANK OF CANADA BSGEFEIOM18Y80CKCV46 63307CAG6 1348000.00000000 PA USD 1390098.32000000 0.324403007832 Long DBT CORP CA Y 2 2022-10-07 Fixed 2.15000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AV2 900000.00000000 PA USD 1034555.16000000 0.241430984300 Long DBT CORP GB Y 2 2025-04-01 Fixed 5.38000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AH1 300000.00000000 PA USD 330495.48000000 0.077126722796 Long DBT CORP US Y 2 2024-04-29 Fixed 4.63000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBH8 1642000.00000000 PA USD 1700050.56000000 0.396735617327 Long DBT CORP US N 2 2026-03-13 Fixed 2.01000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABJ5 1129000.00000000 PA USD 1252305.61000000 0.292246743100 Long DBT CORP US Y 2 2023-04-06 Fixed 5.75000000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183AT1 869000.00000000 PA USD 872975.15000000 0.203723549872 Long ABS-O CORP US Y 2 2029-08-15 Fixed 2.57000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABC0 355000.00000000 PA USD 367112.60000000 0.085671948479 Long DBT CORP US Y 2 2022-11-01 Fixed 2.85000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGY9 1345000.00000000 PA USD 1354465.89000000 0.316087576252 Long DBT CORP US N 2 2022-01-23 Fixed 2.74000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122CJ5 444000.00000000 PA USD 445615.14000000 0.103991846959 Long DBT CORP US Y 2 2022-05-16 Floating 0.66000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BN8 1692000.00000000 PA USD 1895579.17000000 0.442365533059 Long DBT CORP US N 2 2024-03-15 Fixed 5.00000000 N N N N N N Bank N/A 06540VBC8 8915251.87000000 PA USD 462253.13000000 0.107874603971 Long ABS-MBS CORP US N 2 2062-11-15 Variable 0.77000000 N N N N N N Hertz Fleet Lease Funding LP 549300FESQ105M6ZTE59 428041BE6 1106000.00000000 PA USD 1111229.94000000 0.259324343999 Long ABS-O CORP US Y 2 2032-05-10 Fixed 3.64000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAU0 1380000.00000000 PA USD 1494928.03000000 0.348866797727 Long DBT CORP US N 2 2024-07-23 Fixed 3.80000000 N N N N N N Invitation Homes Trust N/A 46187BAA1 2537413.63000000 PA USD 2529924.71000000 0.590400818204 Long ABS-O CORP US Y 2 2036-12-17 Floating 1.00000000 N N N N N N NCUA Guaranteed Notes N/A 62888VAA6 120455.88000000 PA USD 120443.30000000 0.028107485802 Long ABS-MBS CORP US N 2 2020-10-07 Floating 0.60000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172CQ0 796000.00000000 PA USD 808218.60000000 0.188611511181 Long DBT CORP US N 2 2023-05-01 Fixed 1.13000000 N N N N N N West CLO Ltd 635400BJ6LOP8GMN7K23 95168WAR8 561293.34000000 PA USD 560591.72000000 0.130823580977 Long ABS-CBDO CORP KY Y 2 2027-01-16 Fixed 2.72000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668BE1 215000.00000000 PA USD 234768.38000000 0.054787181251 Long DBT CORP US Y 2 2025-05-13 Fixed 3.35000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903AP8 370000.00000000 PA USD 380843.39000000 0.088876261089 Long DBT CORP US N 2 2025-10-01 Fixed 3.75000000 N N N N N N Nationstar HECM Loan Trust N/A 63862VAA4 369807.46000000 PA USD 371053.90000000 0.086591717647 Long ABS-O CORP US Y 2 2029-06-25 Variable 2.65000000 N N N N N N Central Texas Turnpike System N/A 88283KBK3 680000.00000000 PA USD 683223.20000000 0.159441715677 Long DBT MUN US N 2 2042-08-15 Floating 1.98000000 N N N N N N Hertz Fleet Lease Funding LP 549300FESQ105M6ZTE59 428041BF3 635000.00000000 PA USD 636308.10000000 0.148493281790 Long ABS-O CORP US Y 2 2032-05-10 Fixed 3.77000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GV9 1463000.00000000 PA USD 1455187.58000000 0.339592690042 Long DBT CORP US N 2 2026-02-01 Fixed 1.20000000 N N N N N N The Bancorp Commercial Mortgage Trust N/A 05972MAA2 1183943.60000000 PA USD 1169731.54000000 0.272976684075 Long ABS-MBS CORP US Y 2 2036-03-15 Floating 1.15000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBB6 600000.00000000 PA USD 649877.23000000 0.151659868298 Long DBT CORP US N 2 2025-11-15 Fixed 3.15000000 N N N N N N Phillips 66 5493005JBO5YSIGK1814 718546AS3 1196000.00000000 PA USD 1196128.35000000 0.279136827165 Long DBT CORP US N 2 2021-02-26 Floating 0.83000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03067DAF2 659000.00000000 PA USD 668209.46000000 0.155938004936 Long ABS-O CORP US N 2 2025-10-20 Fixed 1.59000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BJ7 1521000.00000000 PA USD 1572447.20000000 0.366957210146 Long DBT CORP GB N 2 2023-03-13 Fixed 3.26000000 N N N N N N DT Auto Owner Trust N/A 23343DAE9 387922.07000000 PA USD 390496.51000000 0.091128980280 Long ABS-O CORP US Y 2 2024-03-15 Fixed 3.67000000 N N N N N N INTERPUBLIC GROUP COS 5493008IUOJ5VWTRC333 460690BM1 1635000.00000000 PA USD 1635000.00000000 0.381554966418 Long DBT CORP US N 2 2020-10-01 Fixed 3.50000000 N N N N N N BBVA USA C90VT034M03BN29IRA40 20453KAC9 1920000.00000000 PA USD 1954808.18000000 0.456187626589 Long DBT CORP US N 2 2021-06-11 Fixed 3.50000000 N N N N N N TICP CLO Ltd N/A 87249FAE4 870756.00000000 PA USD 858482.69000000 0.200341488656 Long ABS-CBDO CORP KY Y 2 2028-04-20 Floating 1.62000000 N N N N N N MF1 2019-FL2 Ltd. N/A 55282LAC0 1307000.00000000 PA USD 1282503.29000000 0.299293883637 Long ABS-CBDO USGSE KY Y 2 2034-12-25 Floating 1.58000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAL4 500000.00000000 PA USD 511472.25000000 0.119360719983 Long DBT CORP US N 2 2022-01-15 Fixed 2.25000000 N N N N N N The Bancorp Commercial Mortgage Trust N/A 05973BAE7 1410155.00000000 PA USD 1352189.17000000 0.315556265045 Long ABS-MBS CORP US Y 2 2036-09-15 Floating 1.45000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AG3 443000.00000000 PA USD 478189.65000000 0.111593661068 Long DBT CORP CH Y 2 2024-06-12 Fixed 4.21000000 N N N N N N Ballyrock Ltd N/A 05875HAC7 1748737.00000000 PA USD 1711196.62000000 0.399336739375 Long ABS-CBDO CORP KY Y 2 2031-04-20 Floating 1.87000000 N N N N N N AREIT CRE Trust N/A 00217LAC6 647000.00000000 PA USD 615805.54000000 0.143708661856 Long ABS-CBDO CORP US Y 2 2036-09-14 Floating 1.45000000 N N N N N N HOWARD UNIVERSITY N/A 442851AC5 91000.00000000 PA USD 89929.90000000 0.020986666651 Long DBT CORP US N 2 2021-10-01 Fixed 2.64000000 N N N N N N BHARAT PETROLEUM CORP LT 8GRDBX1TJ0PU5NCSHT72 000000000 1865000.00000000 PA USD 1950939.20000000 0.455284734519 Long DBT CORP IN N 2 2022-10-25 Fixed 4.63000000 N N N N N N Securitized Term Auto Receivables Trust 549300DC604TIE09UO03 81379MAC8 375598.68000000 PA USD 383634.46000000 0.089527604588 Long ABS-O CORP CA Y 2 2026-03-25 Fixed 2.85000000 N N N N N N AREIT CRE Trust N/A 00217LAG7 264000.00000000 PA USD 251098.85000000 0.058598173259 Long ABS-CBDO CORP US Y 2 2036-09-14 Floating 2.05000000 N N N N N N UBS AG LONDON BFM8T61CT2L1QCEMIK50 902674YA2 390000.00000000 PA USD 397079.29000000 0.092665183584 Long DBT CORP CH Y 2 2022-04-21 Fixed 1.75000000 N N N N N N ADANI PORTS AND SPECIAL 335800QOAXP5TM7OYP69 000000000 2656000.00000000 PA USD 2709242.92000000 0.632247762298 Long DBT CORP IN N 2 2022-01-19 Fixed 3.95000000 N N N N N N ZIMMER BIOMET HOLDINGS 2P2YLDVPES3BXQ1FRB91 98956PAP7 511000.00000000 PA USD 511089.86000000 0.119271482794 Long DBT CORP US N 2 2021-03-19 Floating 0.98000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828ZX1 18900000.00000000 PA USD 18900000.00000000 4.410635391620 Long DBT UST US N 2 2022-06-30 Fixed 0.13000000 N N N N N N HARLEY-DAVIDSON FINL SER RLUFFFFW4GRYU77BTS24 41283LAU9 1203000.00000000 PA USD 1243249.63000000 0.290133376650 Long DBT CORP US Y 2 2022-02-04 Fixed 4.05000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFH7 692000.00000000 PA USD 770637.86000000 0.179841408435 Long DBT CORP US N 2 2024-08-26 Fixed 4.20000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477BJ1 157000.00000000 PA USD 170714.78000000 0.039839187859 Long DBT CORP US Y 2 2026-03-30 Fixed 2.90000000 N N N N N N DLL Securitization Trust 549300Y1OC411ERTRZ95 23291FAC0 120315.93000000 PA USD 120560.34000000 0.028134799070 Long ABS-O CORP US Y 2 2021-12-15 Fixed 2.14000000 N N N N N N 2020-10-27 MFS VARIABLE INSURANCE TRUST III Kasey Phillips Kasey Phillips Assistant Treasurer XXXX