NPORT-P false 0001485894 XXXXXXXX S000071090 C000225677 J.P. Morgan Exchange-Traded Fund Trust 811-22903 0001485894 5493001E1K1DVWDV2464 390 Madison Avenue New York 10017 844-457-6383 JPMorgan Short Duration Core Plus ETF S000071090 549300V5YHFS27F77L35 2026-02-28 2026-02-28 N 1373185212.33 30254205.98 1342931006.35 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 283712.15999999 USD N 1-5 Yr Gov/Credit 1031TRUSD0 ACCO Brands Corp. JCT8P4Y190IH4I1NX328 00081TAK4 122000.00000000 PA USD 112235.63000000 0.008357512744 Long DBT CORP US Y 2 2029-03-15 Fixed 4.25000000 N N N N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 00084DAU4 400000.00000000 PA USD 396987.46000000 0.029561269947 Long DBT CORP NL Y 2 2027-06-16 Variable 1.54200000 N N N N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 00084DBA7 500000.00000000 PA USD 506251.90000000 0.037697536031 Long DBT CORP NL Y 2 2027-09-18 Variable 6.33900000 N N N N N N ABL 254900C9FQN3N2YOSF41 00092RAA7 945000.00000000 PA USD 958797.38000000 0.071395877782 Long ABS-MBS CORP US Y 2 2030-06-25 Variable 6.04000080 N N N N N N ACHD Trust N/A 00092TAA3 327752.84000000 PA USD 328425.81000000 0.024455895980 Long ABS-O CORP US Y 2 2034-01-09 Fixed 5.97800000 N N N N N N AIB Group plc 635400AKJBGNS5WNQL34 00135TAD6 1750000.00000000 PA USD 1852287.68000000 0.137928729863 Long DBT CORP IE Y 2 2029-09-13 Variable 6.60800000 N N N N N N AIB Group plc 635400AKJBGNS5WNQL34 00135TAF1 2790000.00000000 PA USD 2898248.09000000 0.215815114573 Long DBT CORP IE Y 2 2031-05-15 Variable 5.32000000 N N N N N N Corebridge Global Funding 54930057MDZ7KOVOTV71 00138CAV0 645000.00000000 PA USD 673195.79000000 0.050128844059 Long DBT CORP US Y 2 2028-09-19 Fixed 5.90000000 N N N N N N Corebridge Global Funding 54930057MDZ7KOVOTV71 00138CBA5 1000000.00000000 PA USD 1027318.30000000 0.076498218831 Long DBT CORP US Y 2 2029-06-24 Fixed 5.20000000 N N N N N N Corebridge Global Funding 54930057MDZ7KOVOTV71 00138CBG2 1370000.00000000 PA USD 1374240.18000000 0.102331405969 Long DBT CORP US Y 2 2028-08-21 Fixed 4.25000000 N N N N N N Corebridge Global Funding 54930057MDZ7KOVOTV71 00138CBM9 2500000.00000000 PA USD 2507773.40000000 0.186738811461 Long DBT CORP US Y 2 2031-01-09 Fixed 4.55000000 N N N N N N AMSR Trust N/A 00178YAB7 1500000.00000000 PA USD 1479291.45000000 0.110153942608 Long ABS-O CORP US Y 2 2040-06-17 Fixed 3.95000000 N N N N N N AMSR Trust N/A 00180BAA5 940000.00000000 PA USD 936621.08000000 0.069744542018 Long ABS-O CORP US Y 2 2042-11-17 Fixed 4.27500000 N N N N N N AMSR Trust N/A 00180BAB3 1549000.00000000 PA USD 1524411.95000000 0.113513795034 Long ABS-O CORP US Y 2 2042-11-17 Fixed 4.27500000 N N N N N N AMSR Trust N/A 00180BAD9 447000.00000000 PA USD 433144.52000000 0.032253668874 Long ABS-O CORP US Y 2 2042-11-17 Fixed 4.27500000 N N N N N N AMSR Trust N/A 00180UAE5 300000.00000000 PA USD 294864.78000000 0.021956807803 Long ABS-O CORP US Y 2 2038-10-17 Fixed 2.32700000 N N N N N N ASB Bank Ltd. 549300IBZWZL1KTPF918 00216LAF0 1000000.00000000 PA USD 1026942.56000000 0.076470239732 Long DBT CORP NZ Y 2 2027-11-29 Fixed 5.39800000 N N N N N N American Airlines, Inc. N/A 00253XAA9 16333.33250000 PA USD 16355.45000000 0.001217892052 Long DBT CORP US Y 2 2026-04-20 Fixed 5.50000000 N N N N N N American Airlines, Inc. N/A 00253XAB7 846750.00000000 PA USD 856323.96000000 0.063765298138 Long DBT CORP US Y 2 2029-04-20 Fixed 5.75000000 N N N N N N Acadia Healthcare Co., Inc. 5493005CW985Y9D0NC11 00404AAN9 166000.00000000 PA USD 165210.70000000 0.012302247786 Long DBT CORP US Y 2 2028-07-01 Fixed 5.50000000 N N N N N N Accelerated LLC N/A 00439KAB2 338403.74000000 PA USD 318950.36000000 0.023750316173 Long ABS-O CORP US Y 2 2040-10-20 Fixed 1.90000000 N N N N N N ACHM Trust N/A 00449VAA8 1285745.22000000 PA USD 1303553.69000000 0.097067807939 Long ABS-O CORP US Y 2 2055-11-25 Variable 5.20200000 N N N N N N Acushnet Co. 549300H805O14KEFES79 005095AB0 70000.00000000 PA USD 71243.62000000 0.005305084152 Long DBT CORP US Y 2 2033-12-01 Fixed 5.62500000 N N N N N N AdaptHealth LLC N/A 00653VAC5 64000.00000000 PA USD 61407.05000000 0.004572613910 Long DBT CORP US Y 2 2029-08-01 Fixed 4.62500000 N N N N N N Adient Global Holdings Ltd. 213800VA38VCKE6M8790 00687YAB1 90000.00000000 PA USD 91767.87000000 0.006833401683 Long DBT CORP JE Y 2 2028-04-15 Fixed 7.00000000 N N N N N N Adient Global Holdings Ltd. 213800VA38VCKE6M8790 00687YAC9 250000.00000000 PA USD 261536.00000000 0.019475013888 Long DBT CORP JE Y 2 2031-04-15 Fixed 8.25000000 N N N N N N AerCap Ireland Capital DAC N/A 00774MBG9 695000.00000000 PA USD 712490.10000000 0.053054855136 Long DBT CORP IE N 2 2027-04-15 Fixed 6.45000000 N N N N N N Affirm Asset Securitization Trust N/A 00835DAB8 2100000.00000000 PA USD 2103143.28000000 0.156608438561 Long ABS-O CORP US Y 2 2030-10-15 Fixed 4.56000000 N N N N N N Ahead DB Holdings LLC 254900L07WFL833JX193 00867FAA6 120000.00000000 PA USD 116071.25000000 0.008643128310 Long DBT CORP US Y 2 2028-05-01 Fixed 6.62500000 N N N N N N Albertsons Cos., Inc. N/A 013092AG6 235000.00000000 PA USD 226592.22000000 0.016872960630 Long DBT CORP US Y 2 2029-03-15 Fixed 3.50000000 N N N N N N Albertsons Cos., Inc. N/A 01309QAD0 20000.00000000 PA USD 19900.56000000 0.001481875085 Long DBT CORP US Y 2 2034-03-31 Fixed 5.75000000 N N N N N N Albertsons Cos., Inc. 549300YKWOC0AOR16R51 01309QAE8 60000.00000000 PA USD 60236.20000000 0.004485427748 Long DBT CORP US Y 2 2032-03-31 Fixed 5.62500000 N N N N N N Aligned Data Centers Issuer LLC N/A 01627AAA6 263000.00000000 PA USD 259898.78000000 0.019353099956 Long ABS-O CORP US Y 2 2046-08-15 Fixed 1.93700000 N N N N N N ATI, Inc. ZW1LRE7C3H17O2ZN9B45 01741RAH5 108000.00000000 PA USD 108041.40000000 0.008045193646 Long DBT CORP US N 2 2027-12-01 Fixed 5.87500000 N N N N N N Alliant Energy Finance LLC 54930033ER6EOI5DL570 01882YAF3 1145000.00000000 PA USD 1159855.31000000 0.086367453317 Long DBT CORP US Y 2 2027-06-06 Fixed 5.40000000 N N N N N N Alliant Holdings Intermediate LLC N/A 01883LAE3 160000.00000000 PA USD 161841.28000000 0.012051347331 Long DBT CORP US Y 2 2028-04-15 Fixed 6.75000000 N N N N N N Allison Transmission, Inc. MWKQ3I0U1GXP2YDSZW75 019736AF4 324000.00000000 PA USD 327370.25000000 0.024377294771 Long DBT CORP US Y 2 2029-06-01 Fixed 5.87500000 N N N N N N FNMA/FHLMC N/A 01F052631 6980000.00000000 PA USD 7091908.87000000 0.528091825750 Long ABS-MBS USGSE US N 2 2056-03-25 Fixed 5.50000000 N N N N N N FNMA/FHLMC N/A 01F060634 3160000.00000000 PA USD 3241174.93000000 0.241350815095 Long ABS-MBS USGSE US N 2 2056-03-25 Fixed 6.00000000 N N N N N N Ally Bank Auto Credit-Linked Notes N/A 02007G5F6 1151475.09000000 PA USD 1159582.17000000 0.086347114223 Long ABS-O CORP US Y 2 2033-06-15 Fixed 4.84400000 N N N N N N Altice France SA 5493001ZMCICV4N02J21 02090DAD0 152440.00000000 PA USD 145992.70000000 0.010871198841 Long DBT CORP FR Y 2 2032-04-15 Fixed 6.50000000 N N N N N N Altice Financing SA 549300DIYGW8HVDF7Q17 02154CAF0 200000.00000000 PA USD 140933.21000000 0.010494449032 Long DBT CORP LU Y 2 2028-01-15 Fixed 5.00000000 N N N N N N Amer Sports Co. 549300NRKH9WF70VFC95 02352NAA7 72000.00000000 PA USD 75169.80000000 0.005597443177 Long DBT CORP US Y 2 2031-02-16 Fixed 6.75000000 N N N N N N American Axle & Manufacturing, Inc. RY5TAKFOBLDUGX31MS24 02406PBA7 90000.00000000 PA USD 90082.35000000 0.006707891140 Long DBT CORP US N 2 2028-07-01 Fixed 6.87500000 N N N N N N American Builders & Contractors Supply Co., Inc. 549300H5GQ4C1BEKG397 024747AG2 110000.00000000 PA USD 106184.91000000 0.007906951995 Long DBT CORP US Y 2 2029-11-15 Fixed 3.87500000 N N N N N N American Credit Acceptance Receivables Trust N/A 024938AG7 965000.00000000 PA USD 985399.91000000 0.073376808290 Long ABS-O CORP US Y 2 2031-07-14 Fixed 5.50000000 N N N N N N American Credit Acceptance Receivables Trust N/A 024945AG2 668000.00000000 PA USD 679020.06000000 0.050562542438 Long ABS-O CORP US Y 2 2031-08-12 Fixed 5.34000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02528DAJ9 1640000.00000000 PA USD 1700107.48000000 0.126596785088 Long ABS-O CORP US Y 2 2032-12-13 Fixed 7.39000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02529YAJ2 1000000.00000000 PA USD 1034001.50000000 0.076995876564 Long ABS-O CORP US Y 2 2030-02-12 Fixed 9.79000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02530UAG3 329978.03000000 PA USD 333178.59000000 0.024809806939 Long ABS-O CORP US Y 2 2029-04-12 Fixed 6.35000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02531BAJ8 1000000.00000000 PA USD 1036158.40000000 0.077156487943 Long ABS-O CORP US Y 2 2031-11-12 Fixed 7.87000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02531FAE0 2089000.00000000 PA USD 2102229.85000000 0.156540420919 Long ABS-O CORP US Y 2 2033-01-12 Fixed 4.55000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02531FAG5 1652000.00000000 PA USD 1668016.31000000 0.124207148551 Long ABS-O CORP US Y 2 2033-01-12 Fixed 5.10000000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816EF2 1075000.00000000 PA USD 1110718.49000000 0.082708529682 Long DBT CORP US N 2 2031-04-25 Variable 5.01600000 N N N N N N American Homes 4 Rent LP 549300N4PXZ37U8QKI55 02666TAK3 1140000.00000000 PA USD 1163284.73000000 0.086622821611 Long DBT CORP US N 2 2030-06-15 Fixed 4.95000000 N N N N N N AmeriGas Partners LP N/A 030981AM6 85000.00000000 PA USD 87854.73000000 0.006542013668 Long DBT CORP US Y 2 2028-06-01 Fixed 9.37500000 N N N N N N Amkor Technology, Inc. 529900VHLRTKPWZJBM84 031652BL3 45000.00000000 PA USD 45919.76000000 0.003419368514 Long DBT CORP US Y 2 2033-10-01 Fixed 5.87500000 N N N N N N ams-OSRAM AG 5299001JPPT2QFTV5D76 03217CAB2 200000.00000000 PA USD 213064.00000000 0.015865595402 Long DBT CORP AT Y 2 2029-03-30 Fixed 12.25000000 N N N N N N Anchor Mortgage Trust 254900S7O2LYCU17JI96 03290CAA4 1000000.00000000 PA USD 1005703.20000000 0.074888672258 Long ABS-MBS CORP US Y 2 2040-05-25 Variable 5.71799880 N N N N N N Republic of Angola 549300QHR2R3J8JSGK83 035198AD2 200000.00000000 PA USD 199000.00000000 0.014818333857 Long DBT NUSS AO Y 2 2029-11-26 Fixed 8.00000000 N N N N N N Ansley Park Capital LLC N/A 03637AAB8 1868474.12000000 PA USD 1877053.97000000 0.139772926615 Long ABS-O CORP US Y 2 2035-04-20 Fixed 4.43000000 N N N N N N Ansley Park Capital LLC N/A 03637AAE2 525000.00000000 PA USD 533389.50000000 0.039718309985 Long ABS-O CORP US Y 2 2035-04-20 Fixed 5.33000000 N N N N N N Antero Resources Corp. APVBKPOULHUX7YZLKU17 03674XAS5 59000.00000000 PA USD 59926.60000000 0.004462373697 Long DBT CORP US Y 2 2030-03-01 Fixed 5.37500000 N N N N N N Antero Midstream Partners LP N/A 03690AAF3 165000.00000000 PA USD 164940.47000000 0.012282125382 Long DBT CORP US Y 2 2028-01-15 Fixed 5.75000000 N N N N N N Antero Midstream Partners LP N/A 03690AAH9 191000.00000000 PA USD 191038.01000000 0.014225452320 Long DBT CORP US Y 2 2029-06-15 Fixed 5.37500000 N N N N N N Aqua Finance Trust N/A 03842VAB3 299363.94000000 PA USD 282344.20000000 0.021024475469 Long ABS-O CORP US Y 2 2046-07-17 Fixed 2.40000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 03846JAG5 200000.00000000 PA USD 224376.00000000 0.016707932048 Long DBT NUSS EG Y 2 2033-02-04 Fixed 9.45000000 N N N N N N Aramark Services, Inc. 42YMHYH0XMHJEXDUB065 038522AQ1 204000.00000000 PA USD 204054.88000000 0.015194740387 Long DBT CORP US Y 2 2028-02-01 Fixed 5.00000000 N N N N N N Arbor Realty SR, Inc. 549300TW7RTL2CI3CN08 03881NAG2 750000.00000000 PA USD 749502.71000000 0.055810961728 Long DBT CORP US Y 2 2027-10-15 Fixed 9.00000000 N N N N N N Arches Buyer, Inc. 2549009ADY4208OH2Y47 039524AA1 99000.00000000 PA USD 95884.09000000 0.007139911845 Long DBT CORP US Y 2 2028-06-01 Fixed 4.25000000 N N N N N N Archrock Partners LP N/A 03959KAC4 145000.00000000 PA USD 145113.10000000 0.010805700316 Long DBT CORP US Y 2 2028-04-01 Fixed 6.25000000 N N N N N N Ardagh Group SA 6354006L1NWUUOPYX274 03969UAA4 200000.00000000 PA USD 193250.00000000 0.014390165919 Long DBT CORP LU Y 2 2030-12-01 Variable 12.00000000 N N Y N N N Argentine Republic (The) 549300KPBYGYF7HCHO27 040114HT0 1595000.00000000 PA USD 1199639.38000000 0.089329933878 Long DBT NUSS AR N 2 2035-07-09 Variable 4.12499880 N N N N N N Argentine Republic (The) 549300KPBYGYF7HCHO27 040114HX1 150500.00000000 PA USD 132769.60000000 0.009886554065 Long DBT NUSS AR N 2 2029-07-09 Fixed 1.00000000 N N N N N N Asbury Automotive Group, Inc. 549300JH4DTA7U42GL91 043436AU8 109000.00000000 PA USD 108355.03000000 0.008068547787 Long DBT CORP US N 2 2028-03-01 Fixed 4.50000000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A3V1 1675000.00000000 PA USD 1679273.81000000 0.125045426910 Long DBT CORP US Y 2 2026-05-08 Fixed 5.62000000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A4R9 1615000.00000000 PA USD 1624205.87000000 0.120944848418 Long DBT CORP US Y 2 2030-07-17 Fixed 5.03300000 N N N N N N Avantor Funding, Inc. 5493003VM0XB4U8YD238 05352TAA7 225000.00000000 PA USD 222948.91000000 0.016601665234 Long DBT CORP US Y 2 2028-07-15 Fixed 4.62500000 N N N N N N Avis Budget Car Rental LLC N/A 053773BC0 124000.00000000 PA USD 123834.50000000 0.009221210874 Long DBT CORP US Y 2 2027-07-15 Fixed 5.75000000 N N N N N N Avis Budget Car Rental LLC N/A 053773BG1 46000.00000000 PA USD 44947.69000000 0.003346984304 Long DBT CORP US Y 2 2028-04-01 Fixed 4.75000000 N N N N N N Avis Budget Car Rental LLC N/A 053773BJ5 185000.00000000 PA USD 186618.75000000 0.013896376591 Long DBT CORP US Y 2 2030-01-15 Fixed 8.25000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RFX7 166666.67000000 PA USD 166964.55000000 0.012432846453 Long ABS-O CORP US Y 2 2027-04-20 Fixed 6.24000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RHJ6 400000.00000000 PA USD 421414.44000000 0.031380200323 Long ABS-O CORP US Y 2 2029-12-20 Fixed 7.03000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RJL9 500000.00000000 PA USD 519151.55000000 0.038658095430 Long ABS-O CORP US Y 2 2030-12-20 Fixed 5.58000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAU5 970000.00000000 PA USD 1009061.90000000 0.075138774458 Long DBT CORP KY Y 2 2029-03-01 Fixed 5.75000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401ABA8 1365000.00000000 PA USD 1384786.36000000 0.103116716603 Long DBT CORP KY Y 2 2030-10-10 Fixed 4.90000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401ABD2 2200000.00000000 PA USD 2207062.00000000 0.164346641008 Long DBT CORP KY Y 2 2031-01-30 Fixed 4.70000000 N N N N N N Axalta Coating Systems LLC 549300G80QONCHILSF69 05453GAC9 150000.00000000 PA USD 144685.26000000 0.010773841643 Long DBT CORP US Y 2 2029-02-15 Fixed 3.37500000 N N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 05565ECR4 955000.00000000 PA USD 972066.53000000 0.072383951625 Long DBT CORP US Y 2 2029-08-13 Fixed 4.65000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAQ8 1525000.00000000 PA USD 1549421.55000000 0.115376109619 Long DBT CORP FR Y 2 2027-10-19 Variable 6.61200000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 05581KAF8 500000.00000000 PA USD 513742.77000000 0.038255336094 Long DBT CORP FR Y 2 2029-06-12 Variable 5.33500000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 05581KAH4 3000000.00000000 PA USD 3085611.90000000 0.229766971304 Long DBT CORP FR Y 2 2030-01-09 Variable 5.17600000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 056121AA4 3489000.00000000 PA USD 3609447.12000000 0.268773831487 Long DBT CORP FR Y 2 2031-05-28 Variable 5.38900000 N N N N N N BX Commercial Mortgage Trust N/A 05612EAC2 1062545.45000000 PA USD 1062877.50000000 0.079146098717 Long ABS-MBS CORP US Y 2 2039-02-15 Floating 5.35089960 N N N N N N Commonwealth of the Bahamas 549300W13SXC7EKNJC20 056732AP5 200000.00000000 PA USD 223826.00000000 0.016666976854 Long DBT NUSS BS Y 2 2036-06-24 Fixed 8.25000000 N N N N N N Bain Capital Credit CLO 549300WZ8E2KQS66KT95 05682LBC0 1750000.00000000 PA USD 1752040.50000000 0.130463924931 Long ABS-CBDO CORP KY Y 2 2032-10-17 Floating 5.11763040 N N N N N N Ball Corp. 0BGI85ALH27ZJP15DY16 058498AZ9 225000.00000000 PA USD 231983.55000000 0.017274420569 Long DBT CORP US N 2 2029-06-15 Fixed 6.00000000 N N N N N N Banco Bilbao Vizcaya Argentaria SA K8MS7FD7N5Z2WQ51AZ71 05946KAQ4 1200000.00000000 PA USD 1248573.62000000 0.092973772598 Long DBT CORP ES N 2 2029-03-13 Fixed 5.38100000 N N N N N N Banco Bilbao Vizcaya Argentaria SA K8MS7FD7N5Z2WQ51AZ71 05946KAT8 3000000.00000000 PA USD 3000658.38000000 0.223440993305 Long DBT CORP ES N 2 2029-03-03 Fixed 4.15000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAN5 200000.00000000 PA USD 197607.43000000 0.014714637540 Long DBT CORP ES N 2 2027-09-14 Variable 1.72200000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAU9 800000.00000000 PA USD 829222.16000000 0.061747189995 Long DBT CORP ES N 2 2028-08-08 Fixed 5.58800000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAY1 200000.00000000 PA USD 213160.35000000 0.015872770007 Long DBT CORP ES N 2 2028-11-07 Fixed 6.60700000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05971KAR0 3800000.00000000 PA USD 3830348.24000000 0.285223010109 Long DBT CORP ES N 2 2030-11-06 Fixed 4.55100000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJS9 230000.00000000 PA USD 227935.29000000 0.016972970980 Long DBT CORP US N 2 2027-07-22 Variable 1.73400000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKJ7 345000.00000000 PA USD 340520.78000000 0.025356535696 Long DBT CORP US N 2 2028-02-04 Variable 2.55100000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKW8 475000.00000000 PA USD 480962.99000000 0.035814422909 Long DBT CORP US N 2 2028-07-22 Variable 4.94800000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GLC1 400000.00000000 PA USD 414228.17000000 0.030845081991 Long DBT CORP US N 2 2028-11-10 Variable 6.20400000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GLG2 870000.00000000 PA USD 891355.22000000 0.066373865506 Long DBT CORP US N 2 2029-04-25 Variable 5.20200000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GLS6 1500000.00000000 PA USD 1564371.56000000 0.116489347003 Long DBT CORP US N 2 2029-09-15 Variable 5.81900000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GLV9 1000000.00000000 PA USD 1010744.95000000 0.075264101075 Long DBT CORP US N 2 2027-09-15 Variable 5.93300000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GML0 1250000.00000000 PA USD 1297426.16000000 0.096611527611 Long DBT CORP US N 2 2031-01-24 Variable 5.16200000 N N N N N N Bank of Ireland Group plc 635400C8EK6DRI12LJ39 06279JAB5 245000.00000000 PA USD 242088.40000000 0.018026868011 Long DBT CORP IE Y 2 2027-09-30 Variable 2.02900000 N N N N N N Bank of Ireland Group plc 635400C8EK6DRI12LJ39 06279JAD1 1480000.00000000 PA USD 1539909.08000000 0.114667773155 Long DBT CORP IE Y 2 2030-03-20 Variable 5.60100000 N N N N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 06406RBQ9 380000.00000000 PA USD 380613.37000000 0.028341989886 Long DBT CORP US N 2 2027-04-26 Variable 4.94700000 N N N N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 06418GAL1 995000.00000000 PA USD 1001475.32000000 0.074573847447 Long DBT CORP CA N 2 2028-09-08 Variable 4.40400000 N N N N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 06418GAW7 2050000.00000000 PA USD 2057300.42000000 0.153194796327 Long DBT CORP CA N 2 2031-09-15 Variable 4.33800000 N N N N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 06418GAY3 3480000.00000000 PA USD 3497171.89000000 0.260413369969 Long DBT CORP CA N 2 2030-02-02 Variable 4.24700000 N N N N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 06418JAA9 720000.00000000 PA USD 728412.00000000 0.054240463326 Long DBT CORP CA N 2 2026-12-07 Fixed 5.35000000 N N N N N N Banque Federative du Credit Mutuel SA VBHFXSYT7OG62HNT8T76 06675DCR1 1960000.00000000 PA USD 1983859.75000000 0.147726111067 Long DBT CORP FR Y 2 2028-10-16 Fixed 4.59100000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738EBU8 820000.00000000 PA USD 808995.57000000 0.060241037415 Long DBT CORP GB N 2 2027-11-24 Variable 2.27900000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738EDJ1 1270000.00000000 PA USD 1272811.06000000 0.094778589069 Long DBT CORP GB N 2 2032-02-24 Variable 4.52100000 N N N N N N Barings CLO Ltd. 549300ZI2PPUCDLS2Y70 06762JAN3 3000000.00000000 PA USD 3001836.00000000 0.223528683588 Long ABS-CBDO CORP KY Y 2 2034-07-15 Floating 5.17218840 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 071734AN7 202000.00000000 PA USD 187987.26000000 0.013998281304 Long DBT CORP CA Y 2 2028-06-01 Fixed 4.87500000 N N N N N N Bayview Opportunity Master Fund VII Trust N/A 072926AF5 1000000.00000000 PA USD 1021831.30000000 0.076089634923 Long ABS-O CORP US Y 2 2029-07-16 Fixed 6.36000000 N N N N N N Beast Mortgage Trust N/A 07403PAG7 179000.00000000 PA USD 79654.30000000 0.005931376937 Long ABS-MBS CORP US Y 2 2036-03-15 Floating 5.22447840 N N N N N N Benchmark Mortgage Trust N/A 08163XBC6 300000.00000000 PA USD 311362.98000000 0.023185329590 Long ABS-MBS CORP US N 2 2057-01-10 Variable 6.97248720 N N N N N N Benin Government International Bond 635400Q11P6AE5A5Y230 08205QAA6 200000.00000000 PA USD 209701.92000000 0.015615241513 Long DBT NUSS BJ Y 2 2038-02-13 Fixed 7.96000000 N N N N N N Big River Steel LLC N/A 08949LAB6 41000.00000000 PA USD 41219.64000000 0.003069378829 Long DBT CORP US Y 2 2029-01-31 Fixed 6.62500000 N N N N N N Biogen, Inc. W8J5WZB5IY3K0NDQT671 09062XAN3 1115000.00000000 PA USD 1157259.64000000 0.086174169374 Long DBT CORP US N 2 2031-01-15 Fixed 5.05000000 N N N N N N Blue Racer Midstream LLC N/A 095796AJ7 170000.00000000 PA USD 177123.34000000 0.013189310483 Long DBT CORP US Y 2 2029-07-15 Fixed 7.00000000 N N N N N N BlueMountain CLO Ltd. N/A 09631EAL1 770000.00000000 PA USD 771169.63000000 0.057424367026 Long ABS-CBDO CORP KY Y 2 2034-10-15 Floating 5.22218880 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2Z6 1470000.00000000 PA USD 1522853.47000000 0.113397744396 Long DBT CORP FR Y 2 2030-11-19 Variable 5.28300000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W3D4 1150000.00000000 PA USD 1182371.66000000 0.088044110561 Long DBT CORP FR Y 2 2031-05-09 Variable 5.08500000 N N N N N N BMO Mortgage Trust N/A 09660QAY0 300000.00000000 PA USD 308983.92000000 0.023008175292 Long ABS-MBS CORP US N 2 2057-02-15 Variable 6.85922040 N N N N N N BOF VII AL Funding Trust I N/A 097093AD0 121168.58000000 PA USD 121054.96000000 0.009014235238 Long ABS-O CORP US Y 2 2032-07-26 Fixed 4.50000000 N N N N N N Bombardier, Inc. W7L3VLU8EHQY34Z36697 097751BX8 55000.00000000 PA USD 54955.34000000 0.004092193846 Long DBT CORP CA Y 2 2028-02-15 Fixed 6.00000000 N N N N N N Bombardier, Inc. W7L3VLU8EHQY34Z36697 097751CB5 115000.00000000 PA USD 122350.00000000 0.009110669082 Long DBT CORP CA Y 2 2031-07-01 Fixed 7.25000000 N N N N N N Boyne USA, Inc. N/A 103557AC8 140000.00000000 PA USD 139002.44000000 0.010350676195 Long DBT CORP US Y 2 2029-05-15 Fixed 4.75000000 N N N N N N Braskem Netherlands Finance BV 2549000TLMHFQ74DS330 10554TAJ4 200000.00000000 PA USD 82126.00000000 0.006115429579 Long DBT CORP NL Y 2 2034-10-15 Fixed 8.00000000 N N N N N N Brean Asset-Backed Securities Trust N/A 10638PAA1 817035.82000000 PA USD 802411.45000000 0.059750757574 Long ABS-MBS CORP US Y 3 2065-10-25 Fixed 4.25000000 N N N N N N Brean Asset-Backed Securities Trust N/A 10638QAA9 3422000.00000000 PA USD 3340159.45000000 0.248721597327 Long ABS-MBS CORP US Y 3 2066-01-25 Fixed 4.25000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 107927AE5 1139000.00000000 PA USD 1146333.22000000 0.085360544553 Long ABS-O CORP US N 2 2031-11-17 Fixed 4.44000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 107927AF2 1569000.00000000 PA USD 1586766.10000000 0.118156933788 Long ABS-O CORP US N 2 2031-11-17 Fixed 4.99000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 107933AE3 1500000.00000000 PA USD 1511634.00000000 0.112562297903 Long ABS-O CORP US N 2 2029-04-16 Fixed 5.65000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10805MAG2 800000.00000000 PA USD 834626.08000000 0.062149587436 Long ABS-O CORP US Y 2 2031-01-15 Fixed 8.21000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10805NAD7 1870000.00000000 PA USD 1877115.72000000 0.139777524766 Long ABS-O CORP US N 2 2028-10-16 Fixed 5.37000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10805NAE5 1009000.00000000 PA USD 1020718.73000000 0.076006788522 Long ABS-O CORP US N 2 2029-07-16 Fixed 5.70000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10806EAE4 1610000.00000000 PA USD 1622832.34000000 0.120842569895 Long ABS-O CORP US N 2 2030-08-15 Fixed 4.83000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10806EAG9 950000.00000000 PA USD 982724.56000000 0.073177591056 Long ABS-O CORP US Y 2 2031-08-15 Fixed 7.47000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10806HAF4 1312000.00000000 PA USD 1341093.34000000 0.099863160032 Long ABS-O CORP US N 2 2030-11-15 Fixed 5.64000000 N N N N N N Bridge Trust N/A 10807GAC2 863664.99000000 PA USD 830718.59000000 0.061858620142 Long ABS-O CORP US Y 2 2042-09-17 Fixed 4.20000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10807HAF3 1000000.00000000 PA USD 1024298.50000000 0.076273352477 Long ABS-O CORP US N 2 2031-03-17 Fixed 5.62000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10807UAG2 2000000.00000000 PA USD 2057917.80000000 0.153240768905 Long ABS-O CORP US Y 2 2032-11-15 Fixed 7.18000000 N N N N N N Brink's Co. (The) XFP140TFNOQMIVFTVQ13 109696AD6 110000.00000000 PA USD 113839.00000000 0.008476906070 Long DBT CORP US Y 2 2032-06-15 Fixed 6.75000000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FCK5 1615000.00000000 PA USD 1651292.72000000 0.122961843325 Long DBT CORP US N 2 2030-07-15 Fixed 4.60000000 N N N N N N Buckeye Partners LP 549300C1PQJLVEIUBK50 118230AR2 215000.00000000 PA USD 213693.94000000 0.015912503247 Long DBT CORP US N 2 2027-12-01 Fixed 4.12500000 N N N N N N Buckeye Partners LP 549300C1PQJLVEIUBK50 118230AV3 95000.00000000 PA USD 98565.07000000 0.007339548311 Long DBT CORP US Y 2 2029-07-01 Fixed 6.87500000 N N N N N N Builders FirstSource, Inc. 549300W0SKP6L3H7DP63 12008RAP2 449000.00000000 PA USD 428220.06000000 0.031886973937 Long DBT CORP US Y 2 2032-02-01 Fixed 4.25000000 N N N N N N Bunge Ltd. Finance Corp. 549300QHC068L40NNM71 120568BL3 200000.00000000 PA USD 199434.34000000 0.014850676546 Long DBT CORP US N 2 2026-04-21 Fixed 2.00000000 N N N N N N Bunge Ltd. Finance Corp. 549300QHC068L40NNM71 120568BM1 570000.00000000 PA USD 576063.08000000 0.042895954987 Long DBT CORP US N 2 2027-04-21 Fixed 4.90000000 N N N N N N Business Jet Securities LLC N/A 12327AAA6 250095.07000000 PA USD 249419.94000000 0.018572803727 Long ABS-O CORP US Y 3 2037-06-15 Fixed 4.45500000 N N N N N N Business Jet Securities LLC N/A 12327CAB0 569465.47000000 PA USD 593356.60000000 0.044183699474 Long ABS-O CORP US Y 3 2039-05-15 Fixed 6.92400000 N N N N N N BX Trust N/A 12433EAL5 525000.00000000 PA USD 524835.94000000 0.039081377786 Long ABS-MBS CORP US Y 2 2039-01-15 Floating 5.65965000 N N N N N N BX Trust N/A 12434EAG5 304318.48000000 PA USD 304223.38000000 0.022653686493 Long ABS-MBS CORP US Y 2 2036-11-15 Floating 5.52448080 N N N N N N BXG Receivables Note Trust N/A 12434KAB2 819877.01000000 PA USD 817775.50000000 0.060894826028 Long ABS-O CORP US Y 2 2037-09-28 Fixed 4.61000000 N N N N N N CAFL Issuer LP N/A 124760AA7 1700000.00000000 PA USD 1718272.62000000 0.127949433878 Long ABS-MBS CORP US Y 2 2040-05-28 Variable 5.68400040 N N N N N N CCO Holdings LLC N/A 1248EPBT9 76000.00000000 PA USD 75983.00000000 0.005657997294 Long DBT CORP US Y 2 2027-05-01 Fixed 5.12500000 N N N N N N CCO Holdings LLC N/A 1248EPCD3 1427000.00000000 PA USD 1379571.09000000 0.102728366794 Long DBT CORP US Y 2 2030-03-01 Fixed 4.75000000 N N N N N N CCO Holdings LLC N/A 1248EPCE1 900000.00000000 PA USD 858444.66000000 0.063923213920 Long DBT CORP US Y 2 2030-08-15 Fixed 4.50000000 N N N N N N CCO Holdings LLC N/A 1248EPCK7 185000.00000000 PA USD 172438.56000000 0.012840463075 Long DBT CORP US Y 2 2031-02-01 Fixed 4.25000000 N N N N N N CCO Holdings LLC N/A 1248EPCQ4 18000.00000000 PA USD 16738.67000000 0.001246428142 Long DBT CORP US Y 2 2032-02-01 Fixed 4.75000000 N N N N N N CFIN 2022-RTL1 Issuer LLC N/A N/A 1445857.07000000 PA USD 1444049.75000000 0.107529705038 Long DBT CORP US N 3 2027-08-17 Fixed 0.00000000 N N N N N N CFMT LLC 984500D67D63D8645054 12530VAB1 674000.00000000 PA USD 659275.93000000 0.049092315754 Long ABS-MBS CORP US Y 3 2034-05-25 Variable 2.99999880 N N N N N N Community Health Systems, Inc. 5493007X5NC5XI1BB106 12543DBK5 217000.00000000 PA USD 199095.60000000 0.014825452615 Long DBT CORP US Y 2 2031-02-15 Fixed 4.75000000 N N N N N N Commercial Mortgage Trust N/A 12592KBH6 2200000.00000000 PA USD 2046214.50000000 0.152369294500 Long ABS-MBS CORP US N 2 2047-09-10 Variable 4.78774080 N N N N N N Commercial Mortgage Trust N/A 12592LBP6 33352.16000000 PA USD 32267.88000000 0.002402795068 Long ABS-MBS CORP US N 2 2047-11-10 Variable 4.73433840 N N N N N N Commercial Mortgage Trust N/A 12593QBH2 153216.74000000 PA USD 150895.51000000 0.011236281632 Long ABS-MBS CORP US N 2 2048-10-10 Variable 4.61254680 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AZ0 400000.00000000 PA USD 252700.12000000 0.018817059015 Long DBT CORP US Y 2 2029-02-01 Fixed 6.50000000 N N N N N N CSAIL Commercial Mortgage Trust 549300D5DIOOMKWXVZ20 12634NAZ1 351775.01000000 PA USD 335948.65000000 0.025016076657 Long ABS-MBS CORP US N 2 2057-06-15 Variable 4.23091800 N N N N N N CPS Auto Receivables Trust N/A 12659WAG3 321971.97000000 PA USD 320970.41000000 0.023900737154 Long ABS-O CORP US Y 2 2029-04-16 Fixed 2.84000000 N N N N N N CPS Auto Receivables Trust N/A 12664DAG8 197697.59000000 PA USD 199586.14000000 0.014861980180 Long ABS-O CORP US Y 2 2030-04-15 Fixed 6.45000000 N N N N N N CPS Auto Receivables Trust N/A 12664LAD7 750000.00000000 PA USD 761530.05000000 0.056706565445 Long ABS-O CORP US Y 2 2029-04-16 Fixed 6.44000000 N N N N N N CSTL Commercial Mortgage Trust N/A 12676JAE6 305000.00000000 PA USD 308008.18000000 0.022935517799 Long ABS-MBS CORP US Y 2 2042-11-10 Variable 5.14378080 N N N N N N CSTL Commercial Mortgage Trust N/A 12676JAG1 470000.00000000 PA USD 474582.83000000 0.035339330744 Long ABS-MBS CORP US Y 2 2042-11-10 Variable 5.62885920 N N N N N N CSTL Commercial Mortgage Trust N/A 12676JAJ5 875000.00000000 PA USD 886891.51000000 0.066041479853 Long ABS-MBS CORP US Y 2 2042-11-10 Variable 6.35478840 N N N N N N Caesars Entertainment, Inc. 549300FA4CTCW903Y781 12769GAA8 360000.00000000 PA USD 352190.59000000 0.026225516302 Long DBT CORP US Y 2 2029-10-15 Fixed 4.62500000 N N N N N N Caesars Entertainment, Inc. 549300FA4CTCW903Y781 12769GAC4 295000.00000000 PA USD 299778.12000000 0.022322674700 Long DBT CORP US Y 2 2032-02-15 Fixed 6.50000000 N N N N N N CAFL Issuer LP N/A 12770JAA9 1515000.00000000 PA USD 1524907.80000000 0.113550718003 Long ABS-MBS CORP US Y 2 2040-11-28 Variable 5.17899960 N N N N N N CaixaBank SA 7CUNS533WID6K7DGFI87 12803RAA2 1500000.00000000 PA USD 1557095.01000000 0.115947506062 Long DBT CORP ES Y 2 2029-01-18 Variable 6.20800000 N N N N N N CaixaBank SA 7CUNS533WID6K7DGFI87 12803RAB0 805000.00000000 PA USD 816436.02000000 0.060795083004 Long DBT CORP ES Y 2 2027-09-13 Variable 6.68400000 N N N N N N CaixaBank SA 7CUNS533WID6K7DGFI87 12803RAG9 2202000.00000000 PA USD 2296281.54000000 0.170990283874 Long DBT CORP ES Y 2 2030-03-15 Variable 5.67300000 N N N N N N California Housing Finance Agency 549300BOPCVLBA552Z14 13033DAF2 2030214.82220000 PA USD 82134.37000000 0.006116052843 Long ABS-MBS MUN US N 2 2035-11-20 Variable 0.79921080 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13607PHS6 1100000.00000000 PA USD 1119745.46000000 0.083380713879 Long DBT CORP CA N 2 2030-09-11 Variable 4.63100000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13607QFE7 1205000.00000000 PA USD 1222830.73000000 0.091056854314 Long DBT CORP CA N 2 2031-09-08 Variable 4.58000000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13607QWB4 2930000.00000000 PA USD 2949685.56000000 0.219645353786 Long DBT CORP CA N 2 2030-01-29 Variable 4.28300000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HCX1 345000.00000000 PA USD 353722.42000000 0.026339582475 Long DBT CORP US N 2 2029-02-01 Variable 5.46800000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HDM4 1650000.00000000 PA USD 1650312.11000000 0.122888823193 Long DBT CORP US N 2 2031-09-11 Variable 4.49300000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HDP7 2180000.00000000 PA USD 2194977.52000000 0.163446782420 Long DBT CORP US N 2 2032-01-30 Variable 4.72200000 N N N N N N Cardinal Health, Inc. CCU46N3GJMF4OK4N7U60 14149YBU1 1830000.00000000 PA USD 1856472.93000000 0.138240380274 Long DBT CORP US N 2 2030-09-15 Fixed 4.50000000 N N N N N N Carlyle US CLO Ltd. N/A 14317KAS3 2000000.00000000 PA USD 2004824.00000000 0.149287192753 Long ABS-CBDO CORP KY Y 2 2034-10-20 Floating 5.26763160 N N N N N N Carnival Corp. F1OF2ZSX47CR0BCWA982 143658BX9 615000.00000000 PA USD 636682.44000000 0.047409914358 Long DBT CORP PA Y 2 2033-02-15 Fixed 6.12500000 N N N N N N CarVal CLO II Ltd. N/A 14686ABA6 1139000.00000000 PA USD 1140809.87000000 0.084949253878 Long ABS-CBDO CORP KY Y 2 2032-04-20 Floating 5.21763120 N N N N N N Carvana Auto Receivables Trust N/A 14686RAC6 1600000.00000000 PA USD 1621638.24000000 0.120753652446 Long ABS-O CORP US Y 2 2029-12-10 Fixed 6.55000000 N N N N N N Carvana Auto Receivables Trust N/A 14687QAE3 1250000.00000000 PA USD 1278002.63000000 0.095165174082 Long ABS-O CORP US Y 2 2030-05-10 Fixed 5.80000000 N N N N N N Carvana Auto Receivables Trust N/A 14688LAB9 1339063.49000000 PA USD 1351080.92000000 0.100606875082 Long ABS-O CORP US Y 2 2030-02-11 Fixed 6.46000000 N N N N N N Carvana Auto Receivables Trust N/A 14688NAF6 444000.00000000 PA USD 462255.73000000 0.034421405702 Long ABS-O CORP US Y 2 2030-07-10 Fixed 5.57000000 N N N N N N Carvana Auto Receivables Trust N/A 14688PAC8 706732.65000000 PA USD 712650.26000000 0.053066781288 Long ABS-O CORP US N 2 2029-07-10 Fixed 5.33000000 N N N N N N Six Flags Entertainment Corp. N/A 150190AE6 160000.00000000 PA USD 153892.27000000 0.011459432336 Long DBT CORP US N 2 2029-07-15 Fixed 5.25000000 N N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 15089QBC7 170000.00000000 PA USD 175098.47000000 0.013038530585 Long DBT CORP US N 2 2031-02-15 Fixed 7.00000000 N N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 15089QBD5 280000.00000000 PA USD 287648.20000000 0.021419432468 Long DBT CORP US N 2 2034-02-15 Fixed 7.37500000 N N N N N N Central Garden & Pet Co. 5493004DVZLD37DJ0H83 153527AN6 109000.00000000 PA USD 105187.90000000 0.007832710653 Long DBT CORP US N 2 2030-10-15 Fixed 4.12500000 N N N N N N Central Garden & Pet Co. 5493004DVZLD37DJ0H83 153527AP1 206000.00000000 PA USD 196638.31000000 0.014642472999 Long DBT CORP US Y 2 2031-04-30 Fixed 4.12500000 N N N N N N Chart Industries, Inc. EM7QGKC1GYOF3LSZSL80 16115QAF7 122000.00000000 PA USD 126735.05000000 0.009437197398 Long DBT CORP US Y 2 2030-01-01 Fixed 7.50000000 N N N N N N Chart Industries, Inc. EM7QGKC1GYOF3LSZSL80 16115QAG5 50000.00000000 PA USD 52595.65000000 0.003916481915 Long DBT CORP US Y 2 2031-01-01 Fixed 9.50000000 N N N N N N Chemours Co. (The) 549300M1BOLNXL8DOV14 163851AF5 290000.00000000 PA USD 291686.06000000 0.021720107631 Long DBT CORP US Y 2 2028-11-15 Fixed 5.75000000 N N N N N N Cherry Securitization Trust N/A 164737AA6 808000.00000000 PA USD 813524.54000000 0.060578282588 Long ABS-O CORP US Y 2 2032-04-15 Fixed 5.70000000 N N N N N N Churchill Downs, Inc. 529900FODTBQC8MIS994 171484AG3 145000.00000000 PA USD 145071.34000000 0.010802590700 Long DBT CORP US Y 2 2027-04-01 Fixed 5.50000000 N N N N N N Churchill Downs, Inc. 529900FODTBQC8MIS994 171484AJ7 145000.00000000 PA USD 149365.37000000 0.011122341303 Long DBT CORP US Y 2 2031-05-01 Fixed 6.75000000 N N N N N N Cinemark USA, Inc. 54930008H2137JSCPQ09 172441BF3 170000.00000000 PA USD 170030.60000000 0.012661156767 Long DBT CORP US Y 2 2028-07-15 Fixed 5.25000000 N N N N N N Cipher Compute LLC N/A 17253NAA5 50000.00000000 PA USD 52117.20000000 0.003880854619 Long DBT CORP US Y 2 2030-11-15 Fixed 7.12500000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967NG2 500000.00000000 PA USD 495170.73000000 0.036872387908 Long DBT CORP US N 2 2028-02-24 Variable 3.07000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967PF2 1130000.00000000 PA USD 1164331.52000000 0.086700769771 Long DBT CORP US N 2 2030-02-13 Variable 5.17400000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967QA2 1180000.00000000 PA USD 1210183.90000000 0.090115120901 Long DBT CORP US N 2 2031-05-07 Variable 4.95200000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17323VBE4 400000.00000000 PA USD 363564.00000000 0.027072425782 Long ABS-MBS CORP US N 2 2048-04-10 Variable 3.97388880 N N N N N N Citigroup Commercial Mortgage Trust N/A 17323YAH2 250000.00000000 PA USD 47159.78000000 0.003511705350 Long ABS-MBS CORP US N 2 2048-06-10 Variable 3.68952480 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 17327CAT0 3610000.00000000 PA USD 3652597.71000000 0.271986996556 Long DBT CORP US N 2 2030-09-19 Variable 4.54200000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 17327CAW3 3000000.00000000 PA USD 3045093.27000000 0.226749792476 Long DBT CORP US N 2 2029-03-04 Variable 4.78600000 N N N N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 17888HAA1 88000.00000000 PA USD 90953.63000000 0.006772770125 Long DBT CORP US Y 2 2028-07-01 Fixed 8.37500000 N N N N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 17888HAB9 215000.00000000 PA USD 225723.99000000 0.016808308761 Long DBT CORP US Y 2 2031-07-01 Fixed 8.75000000 N N N N N N Clarios Global LP N/A 18060TAC9 270000.00000000 PA USD 276171.66000000 0.020564843517 Long DBT CORP US Y 2 2028-05-15 Fixed 6.75000000 N N N N N N Clarivate Science Holdings Corp. N/A 18064PAC3 264000.00000000 PA USD 246922.79000000 0.018386855976 Long DBT CORP US Y 2 2028-07-01 Fixed 3.87500000 N N N N N N Clear Channel Outdoor Holdings, Inc. 254900XBEE6V1ENYS150 18453HAC0 36000.00000000 PA USD 36285.70000000 0.002701977974 Long DBT CORP US Y 2 2028-04-15 Fixed 7.75000000 N N N N N N Clear Channel Outdoor Holdings, Inc. 254900XBEE6V1ENYS150 18453HAD8 5000.00000000 PA USD 5035.60000000 0.000374970864 Long DBT CORP US Y 2 2029-06-01 Fixed 7.50000000 N N N N N N Clear Channel Outdoor Holdings, Inc. 254900XBEE6V1ENYS150 18453HAG1 225000.00000000 PA USD 237827.46000000 0.017709581421 Long DBT CORP US Y 2 2031-02-15 Fixed 7.12500000 N N N N N N Clear Channel Outdoor Holdings, Inc. 254900XBEE6V1ENYS150 18453HAH9 120000.00000000 PA USD 129542.52000000 0.009646252814 Long DBT CORP US Y 2 2033-03-15 Fixed 7.50000000 N N N N N N Cleveland-Cliffs, Inc. 549300TM2WLI2BJMDD86 185899AK7 118000.00000000 PA USD 115485.93000000 0.008599543048 Long DBT CORP US Y 2 2029-03-01 Fixed 4.62500000 N N N N N N Cleveland-Cliffs, Inc. 549300TM2WLI2BJMDD86 185899AQ4 105000.00000000 PA USD 108151.58000000 0.008053398088 Long DBT CORP US Y 2 2029-11-01 Fixed 6.87500000 N N N N N N CNO Global Funding 6354008GTNR4833ULD48 18977W2C3 1500000.00000000 PA USD 1434476.85000000 0.106816868716 Long DBT CORP US Y 2 2029-01-06 Fixed 2.65000000 N N N N N N CNO Global Funding 6354008GTNR4833ULD48 18977W2D1 1145000.00000000 PA USD 1167303.01000000 0.086922038770 Long DBT CORP US Y 2 2027-06-04 Fixed 5.87500000 N N N N N N CNO Global Funding 6354008GTNR4833ULD48 18977W2H2 2005000.00000000 PA USD 2007997.13000000 0.149523476671 Long DBT CORP US Y 2 2028-09-08 Fixed 4.37500000 N N N N N N Coinbase Global, Inc. 5493004G3J2SC154DU06 19260QAC1 140000.00000000 PA USD 133536.27000000 0.009943643371 Long DBT CORP US Y 2 2028-10-01 Fixed 3.37500000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325EU5 200000.00000000 PA USD 199500.00000000 0.014855565852 Long DBT NUSS CO N 2 2031-01-21 Fixed 6.12500000 N N N N N N Columbia Cent CLO Ltd. 5493007YZPNOMQEILE23 19737LAU7 850000.00000000 PA USD 851179.80000000 0.063382243464 Long ABS-CBDO CORP KY Y 2 2034-04-20 Floating 5.26763160 N N N N N N Comision Ejecutiva Hidroelectrica del Rio Lempa 254900YU43PQQ27Q0E71 200444AA5 450000.00000000 PA USD 477450.00000000 0.035552831660 Long DBT NUSS SV Y 2 2033-01-24 Fixed 8.65000000 N N N N N N Comision Federal de Electricidad 4469000001BFPONMPF32 200447AR1 200000.00000000 PA USD 202350.00000000 0.015067788221 Long DBT NUSS MX Y 2 2051-01-28 Fixed 6.50000000 N N N N N N Commercial Credit, Inc. N/A 201616AA7 500000.00000000 PA USD 492969.96000000 0.036708509794 Long DBT CORP US Y 2 2030-08-30 Fixed 8.75000000 N N N N N N Compass Minerals International, Inc. 2549008X9G8XP7YJGC47 20451NAG6 111000.00000000 PA USD 111107.67000000 0.008273520342 Long DBT CORP US Y 2 2027-12-01 Fixed 6.75000000 N N N N N N Comstock Resources, Inc. I03QQGEA4SS774AURI46 205768AS3 272000.00000000 PA USD 270948.45000000 0.020175902464 Long DBT CORP US Y 2 2029-03-01 Fixed 6.75000000 N N N N N N Connect Finco SARL N/A 20752TAB0 200000.00000000 PA USD 212234.60000000 0.015803834969 Long DBT CORP US Y 2 2029-09-15 Fixed 9.00000000 N N N N N N Connecticut Avenue Securities Trust N/A 20754BAB7 220255.35000000 PA USD 223694.73000000 0.016657201966 Long ABS-MBS CORP US Y 2 2042-01-25 Floating 6.66721080 N N N N N N Connecticut Avenue Securities Trust N/A 20754YAB7 953369.72000000 PA USD 955569.72000000 0.071155533343 Long ABS-MBS CORP US Y 2 2045-09-25 Floating 4.61720880 N N N N N N Constellation Brands, Inc. 5493005GKEG8QCVY7037 21036PBS6 1350000.00000000 PA USD 1384284.91000000 0.103079376636 Long DBT CORP US N 2 2030-05-01 Fixed 4.80000000 N N N N N N Cooper-Standard Automotive, Inc. ITCH5B3Q4RTX2PH9UN62 216762AK0 110000.00000000 PA USD 110310.20000000 0.008214137545 Long DBT CORP US Y 2 2031-03-01 Fixed 9.25000000 N N N N N N Republic of Cote d'Ivoire 254900ICW11T82O6H590 221625AT3 400000.00000000 PA USD 428400.00000000 0.031900372988 Long DBT NUSS CI Y 2 2033-01-30 Fixed 7.62500000 N N N N N N Republic of Cote d'Ivoire 254900ICW11T82O6H590 221625AV8 340000.00000000 PA USD 366567.60000000 0.027296085820 Long DBT NUSS CI Y 2 2036-04-01 Fixed 8.07500000 N N N N N N Republic of Cote d'Ivoire 254900ICW11T82O6H590 221625AX4 393000.00000000 PA USD 374922.00000000 0.027918187771 Long DBT NUSS CI Y 2 2041-02-25 Fixed 6.75000000 N N N N N N CPS Auto Receivables Trust N/A 223920AC3 896000.00000000 PA USD 907137.10000000 0.067549047248 Long ABS-O CORP US Y 2 2030-10-15 Fixed 5.76000000 N N N N N N CPS Auto Receivables Trust N/A 223928AC6 608493.18000000 PA USD 614915.64000000 0.045789071597 Long ABS-O CORP US Y 2 2029-10-15 Fixed 6.27000000 N N N N N N Consumer Portfolio Services Auto Trust N/A 223936AC9 667000.00000000 PA USD 675201.03000000 0.050278162229 Long ABS-O CORP US Y 2 2032-02-17 Fixed 4.85000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 224940AC0 1250000.00000000 PA USD 1267351.13000000 0.094372020901 Long ABS-O CORP US Y 2 2036-01-15 Fixed 4.87000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 224940AE6 1130000.00000000 PA USD 1151713.52000000 0.085761183154 Long ABS-O CORP US Y 2 2036-03-17 Fixed 5.38000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22535PAC6 350000.00000000 PA USD 361295.48000000 0.026903502733 Long ABS-O CORP US Y 2 2034-04-17 Fixed 7.30000000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 22535WAP2 945000.00000000 PA USD 964776.33000000 0.071841094251 Long DBT CORP FR Y 2 2029-01-09 Variable 5.23000000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 22535WAR8 955000.00000000 PA USD 987468.41000000 0.073530837051 Long DBT CORP FR Y 2 2031-05-27 Variable 5.22200000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 22535WAT4 2245000.00000000 PA USD 2259943.39000000 0.168284400264 Long DBT CORP FR Y 2 2032-01-12 Variable 4.65600000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22536KAE2 1357000.00000000 PA USD 1385155.17000000 0.103144179667 Long ABS-O CORP US Y 2 2035-07-16 Fixed 5.71000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22536VAC2 500000.00000000 PA USD 513573.80000000 0.038242753914 Long ABS-O CORP US Y 2 2034-08-15 Fixed 6.11000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22536VAE8 500000.00000000 PA USD 520429.75000000 0.038753275301 Long ABS-O CORP US Y 2 2034-10-16 Fixed 6.70000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22537GAE0 600000.00000000 PA USD 614701.26000000 0.045773108007 Long ABS-O CORP US Y 2 2034-07-17 Fixed 6.71000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401AP3 2775000.00000000 PA USD 2767079.87000000 0.206047805651 Long DBT CORP CH Y 2 2031-04-01 Variable 4.19400000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401AV0 870000.00000000 PA USD 898959.79000000 0.066940132125 Long DBT CORP CH Y 2 2028-08-11 Variable 6.44200000 N N N N N N CSTL Commercial Mortgage Trust N/A 228920AC8 900000.00000000 PA USD 910687.59000000 0.067813430898 Long ABS-MBS CORP US Y 2 2043-02-10 Variable 4.93754040 N N N N N N CSTL Commercial Mortgage Trust N/A 228920AE4 300000.00000000 PA USD 303416.31000000 0.022593588841 Long ABS-MBS CORP US Y 2 2043-02-10 Variable 5.13182160 N N N N N N CSTL Commercial Mortgage Trust N/A 228920AG9 167000.00000000 PA USD 168884.49000000 0.012575812845 Long ABS-MBS CORP US Y 2 2043-02-10 Variable 5.51993040 N N N N N N DTE Energy Co. 549300IX8SD6XXD71I78 233331BK2 1455000.00000000 PA USD 1497004.66000000 0.111472938886 Long DBT CORP US N 2 2029-03-01 Fixed 5.10000000 N N N N N N DT Midstream, Inc. N/A 23345MAA5 170000.00000000 PA USD 168805.12000000 0.012569902638 Long DBT CORP US Y 2 2029-06-15 Fixed 4.12500000 N N N N N N DT Auto Owner Trust N/A 23345WAC9 1587194.55000000 PA USD 1601464.70000000 0.119251450180 Long ABS-O CORP US Y 2 2029-05-15 Fixed 6.40000000 N N N N N N DT Auto Owner Trust N/A 23345WAE5 500000.00000000 PA USD 531371.80000000 0.039568063994 Long ABS-O CORP US Y 2 2030-05-15 Fixed 10.21000000 N N N N N N DT Auto Owner Trust N/A 23345YAJ0 1500000.00000000 PA USD 1499592.15000000 0.111665613714 Long ABS-O CORP US Y 2 2029-03-15 Fixed 5.53000000 N N N N N N DT Auto Owner Trust N/A 23346CAJ7 500000.00000000 PA USD 528503.90000000 0.039354508720 Long ABS-O CORP US Y 2 2030-04-15 Fixed 11.06000000 N N N N N N DT Auto Owner Trust N/A 23346KAE0 66201.39000000 PA USD 66316.26000000 0.004938173270 Long ABS-O CORP US Y 2 2028-10-16 Fixed 5.55000000 N N N N N N DT Auto Owner Trust N/A 23346KAG5 307000.00000000 PA USD 311844.92000000 0.023221216765 Long ABS-O CORP US Y 2 2028-11-15 Fixed 6.44000000 N N N N N N Dana, Inc. KVWHW7YLZPFJM8QYNJ51 235825AJ5 13000.00000000 PA USD 12381.50000000 0.000921975882 Long DBT CORP US N 2 2032-02-15 Fixed 4.50000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636ABH3 1350000.00000000 PA USD 1408924.00000000 0.104914101568 Long DBT CORP DK Y 2 2030-03-01 Variable 5.70500000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636ABJ9 615000.00000000 PA USD 623059.59000000 0.046395502602 Long DBT CORP DK Y 2 2030-10-02 Variable 4.61300000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636ABL4 2000000.00000000 PA USD 2009025.72000000 0.149600069586 Long DBT CORP DK Y 2 2031-09-12 Variable 4.42000000 N N N N N N Darden Restaurants, Inc. CY1NFSCCB5GUXC7WZC70 237194AQ8 515000.00000000 PA USD 522005.12000000 0.038870583636 Long DBT CORP US N 2 2029-10-15 Fixed 4.55000000 N N N N N N DaVita, Inc. M2XHYMU3TZNEZURC6H66 23918KAS7 418000.00000000 PA USD 409191.28000000 0.030470015068 Long DBT CORP US Y 2 2030-06-01 Fixed 4.62500000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526CP2 150000.00000000 PA USD 148178.03000000 0.011033927230 Long DBT CORP DE N 2 2027-11-16 Variable 2.31100000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526CU1 1303000.00000000 PA USD 1387700.84000000 0.103333740410 Long DBT CORP DE N 2 2029-11-20 Variable 6.81900000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526DA4 1325000.00000000 PA USD 1368265.50000000 0.101886507462 Long DBT CORP DE N 2 2031-05-09 Variable 5.29700000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526DD8 2110000.00000000 PA USD 2122097.31000000 0.158019831247 Long DBT CORP DE N 2 2031-12-10 Variable 4.46900000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 25160PAN7 350000.00000000 PA USD 353957.39000000 0.026357079278 Long DBT CORP DE N 2 2027-07-13 Variable 7.14600000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 25160PAR8 950000.00000000 PA USD 958117.85000000 0.071345277268 Long DBT CORP DE N 2 2032-02-06 Variable 4.72500000 N N N N N N Dext ABS LLC N/A 252154AD1 1680000.00000000 PA USD 1710486.62000000 0.127369657258 Long ABS-O CORP US Y 2 2035-08-15 Fixed 4.98000000 N N N N N N Diamond Foreign Asset Co. N/A 25260WAD3 50000.00000000 PA USD 53148.90000000 0.003957679117 Long DBT CORP KY Y 2 2030-10-01 Fixed 8.50000000 N N N N N N Diebold Nixdorf, Inc. 549300XZK6EWDBAZSY16 253651AK9 75000.00000000 PA USD 79104.00000000 0.005890399404 Long DBT CORP US Y 2 2030-03-31 Fixed 7.75000000 N N N N N N Digicel International Finance Ltd. N/A 25381MAA5 400000.00000000 PA USD 416307.00000000 0.030999879966 Long DBT CORP US Y 2 2032-08-01 Fixed 8.62500000 N N N N N N DISH Network Corp. 529900U350CWHH15G169 25470MAG4 314000.00000000 PA USD 325076.66000000 0.024206504910 Long DBT CORP US Y 2 2027-11-15 Fixed 11.75000000 N N N N N N DISH DBS Corp. N/A 25470XAY1 76000.00000000 PA USD 75058.57000000 0.005589160548 Long DBT CORP US N 2 2026-07-01 Fixed 7.75000000 N N N N N N DISH DBS Corp. N/A 25470XBE4 98000.00000000 PA USD 95190.47000000 0.007088262133 Long DBT CORP US Y 2 2026-12-01 Fixed 5.25000000 N N N N N N DLIC Re-REMIC Trust N/A 255928AE3 805000.00000000 PA USD 781960.34000000 0.058227886339 Long ABS-MBS CORP US Y 3 2049-08-27 Variable 1.26780480 N N N N N N DNB Bank ASA 549300GKFG0RYRRQ1414 25601B2E4 1960000.00000000 PA USD 1969383.30000000 0.146648136850 Long DBT CORP NO Y 2 2031-11-04 Variable 4.38400000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 25714PED6 150000.00000000 PA USD 146700.00000000 0.010923867220 Long DBT NUSS DO Y 2 2030-01-30 Fixed 4.50000000 N N N N N N Drive Auto Receivables Trust N/A 262103AF1 1170000.00000000 PA USD 1176467.06000000 0.087604430491 Long ABS-O CORP US N 2 2032-09-15 Fixed 4.39000000 N N N N N N Drive Auto Receivables Trust N/A 262103AG9 1090000.00000000 PA USD 1100564.06000000 0.081952390316 Long ABS-O CORP US N 2 2032-12-15 Fixed 4.90000000 N N N N N N Dryden Senior Loan Fund 5493002P75UIPU4MC757 26245CBS1 2000000.00000000 PA USD 2002040.00000000 0.149079885007 Long ABS-CBDO CORP KY Y 2 2034-04-20 Floating 5.16763080 N N N N N N Dryden CLO Ltd. 25490017VKY7XEFZL303 26245XBC0 2000000.00000000 PA USD 2002984.00000000 0.149150179013 Long ABS-CBDO CORP KY Y 2 2034-07-17 Floating 5.26763160 N N N N N N Dycom Industries, Inc. 549300F56EKTHQI3WT60 267475AD3 44000.00000000 PA USD 43324.72000000 0.003226131483 Long DBT CORP US Y 2 2029-04-15 Fixed 4.50000000 N N N N N N EFMT 254900CMJGXNT3R7H775 26846VAA2 2082927.45000000 PA USD 2110389.81000000 0.157148044093 Long ABS-O CORP US Y 2 2060-01-25 Variable 5.72600160 N N N N N N ELM Trust N/A 26860XBA8 1016000.00000000 PA USD 1020568.75000000 0.075995620413 Long ABS-MBS CORP US Y 2 2039-06-10 Variable 6.19504920 N N N N N N ELM Trust N/A 26860XBC4 1290000.00000000 PA USD 1294974.63000000 0.096428976907 Long ABS-MBS CORP US Y 2 2039-06-10 Variable 6.39572400 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AN9 200000.00000000 PA USD 201000.00000000 0.014967261836 Long DBT NUSS CO N 2 2030-04-29 Fixed 6.87500000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AS8 100000.00000000 PA USD 106190.00000000 0.007907331016 Long DBT NUSS CO N 2 2033-01-13 Fixed 8.87500000 N N N N N N Republic of Ecuador 5299003Y2U5XK0A35H71 27927WAQ5 200000.00000000 PA USD 201800.00000000 0.015026833027 Long DBT NUSS EC Y 2 2034-01-29 Fixed 8.75000000 N N N N N N Republic of Ecuador 5299003Y2U5XK0A35H71 27927WAR3 612000.00000000 PA USD 622404.00000000 0.046346684755 Long DBT NUSS EC Y 2 2039-01-29 Fixed 9.25000000 N N N N N N Edgewell Personal Care Co. 549300CY8QZDL4Z3RU59 28035QAA0 243000.00000000 PA USD 242774.25000000 0.018077939138 Long DBT CORP US Y 2 2028-06-01 Fixed 5.50000000 N N N N N N Elara HGV Timeshare Issuer LLC N/A 28415AAA5 250222.74000000 PA USD 259959.18000000 0.019357597581 Long ABS-O CORP US Y 2 2038-02-25 Fixed 6.16000000 N N N N N N Elara HGV Timeshare Issuer LLC N/A 28415AAC1 415499.01000000 PA USD 431981.02000000 0.032167030022 Long ABS-O CORP US Y 2 2038-02-25 Fixed 7.30000000 N N N N N N Elastic NV 2549003I48WHHH937I59 28415LAA1 100000.00000000 PA USD 94477.80000000 0.007035193882 Long DBT CORP NL Y 2 2029-07-15 Fixed 4.12500000 N N N N N N Elara Hgv Timeshare Issuer LLC N/A 28416VAA8 1891677.08000000 PA USD 1906625.30000000 0.141974925814 Long ABS-O CORP US Y 2 2040-01-25 Fixed 4.54000000 N N N N N N Element Fleet Management Corp. 5493000PGBS1C22ELQ16 286181AM4 1845000.00000000 PA USD 1871873.64000000 0.139387178577 Long DBT CORP CA Y 2 2027-03-13 Fixed 5.64300000 N N N N N N ELP Commercial Mortgage Trust N/A 290154AA1 1040000.00000000 PA USD 1047969.42000000 0.078035983609 Long ABS-MBS CORP US Y 2 2042-11-13 Variable 4.75731360 N N N N N N ELP Commercial Mortgage Trust N/A 290154AC7 505000.00000000 PA USD 508846.43000000 0.037890735085 Long ABS-MBS CORP US Y 2 2042-11-13 Variable 5.00908320 N N N N N N ELP Commercial Mortgage Trust N/A 290154AE3 300000.00000000 PA USD 302268.66000000 0.022508130244 Long ABS-MBS CORP US Y 2 2042-11-13 Variable 5.31091080 N N N N N N EMRLD Borrower LP N/A 29103CAA6 605000.00000000 PA USD 626171.98000000 0.046627263577 Long DBT CORP US Y 2 2030-12-15 Fixed 6.62500000 N N N N N N Enbridge, Inc. 98TPTUM4IVMFCZBCUR27 29250NCM5 3000000.00000000 PA USD 3018431.52000000 0.224764452211 Long DBT CORP CA N 2 2028-11-20 Fixed 4.20000000 N N N N N N Encompass Health Corp. 549300FVRPM9DRQZRG64 29261AAB6 261000.00000000 PA USD 259628.03000000 0.019332938830 Long DBT CORP US N 2 2030-02-01 Fixed 4.75000000 N N N N N N Energizer Holdings, Inc. 5493000D6NN0V57UME20 29272WAC3 166000.00000000 PA USD 164412.21000000 0.012242789035 Long DBT CORP US Y 2 2028-06-15 Fixed 4.75000000 N N N N N N Energizer Holdings, Inc. 5493000D6NN0V57UME20 29272WAD1 89000.00000000 PA USD 86454.10000000 0.006437717171 Long DBT CORP US Y 2 2029-03-31 Fixed 4.37500000 N N N N N N EnerSys 7ZS3DE5PN30BYUJFWP05 29275YAF9 95000.00000000 PA USD 97990.70000000 0.007296778429 Long DBT CORP US Y 2 2032-01-15 Fixed 6.62500000 N N N N N N Enel Finance International NV 0YQH6LCEF474UTUV4B96 29278GAW8 445000.00000000 PA USD 448531.08000000 0.033399413512 Long DBT CORP NL Y 2 2027-06-15 Fixed 4.62500000 N N N N N N Enel Finance International NV 0YQH6LCEF474UTUV4B96 29278GBG2 1920000.00000000 PA USD 1929809.57000000 0.143701319045 Long DBT CORP NL Y 2 2030-09-30 Fixed 4.37500000 N N N N N N Entegris, Inc. IYX6OWO7BT5DKO3BYG52 29365BAB9 450000.00000000 PA USD 458880.75000000 0.034170091228 Long DBT CORP US Y 2 2030-06-15 Fixed 5.95000000 N N N N N N Equinix Europe 2 Financing Corp. LLC 254900FSZR46BPMCKI50 29390XAG9 2195000.00000000 PA USD 2221143.61000000 0.165395213864 Long DBT CORP US N 2 2030-11-15 Fixed 4.60000000 N N N N N N Equitable America Global Funding 98450066CCBIACF06694 29446Q2B8 2000000.00000000 PA USD 2043346.38000000 0.152155722843 Long DBT CORP US Y 2 2030-06-09 Fixed 4.95000000 N N N N N N Exeter Automobile Receivables Trust N/A 30165JAF3 79090.28000000 PA USD 78869.47000000 0.005872935365 Long ABS-O CORP US N 2 2028-01-17 Fixed 1.96000000 N N N N N N Exeter Automobile Receivables Trust N/A 30165XAF2 38295.24000000 PA USD 38260.13000000 0.002849001908 Long ABS-O CORP US N 2 2027-04-15 Fixed 1.40000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166TAF0 800000.00000000 PA USD 820774.24000000 0.061118124171 Long ABS-O CORP US N 2 2029-12-17 Fixed 6.95000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166VAJ7 1070000.00000000 PA USD 1084620.37000000 0.080765159555 Long ABS-O CORP US N 2 2032-03-15 Fixed 4.68000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166VAL2 825000.00000000 PA USD 838694.18000000 0.062452514390 Long ABS-O CORP US N 2 2032-03-15 Fixed 5.16000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166XAF1 1500000.00000000 PA USD 1540854.60000000 0.114738180346 Long ABS-O CORP US N 2 2031-10-15 Fixed 5.57000000 N N N N N N Exeter Automobile Receivables Trust N/A 30167FAF9 428502.24000000 PA USD 433745.61000000 0.032298428433 Long ABS-O CORP US N 2 2029-02-15 Fixed 7.40000000 N N N N N N Exeter Automobile Receivables Trust N/A 30167KAE1 325000.00000000 PA USD 328367.13000000 0.024451526433 Long ABS-O CORP US N 2 2031-06-16 Fixed 4.57000000 N N N N N N Exeter Automobile Receivables Trust N/A 30167KAF8 1615000.00000000 PA USD 1642965.34000000 0.122341753391 Long ABS-O CORP US N 2 2032-01-15 Fixed 5.23000000 N N N N N N Exeter Automobile Receivables Trust N/A 30168AAF9 500000.00000000 PA USD 512689.60000000 0.038176912855 Long ABS-O CORP US N 2 2029-04-06 Fixed 8.03000000 N N N N N N Exeter Automobile Receivables Trust N/A 30168DAF3 700000.00000000 PA USD 722131.27000000 0.053772775115 Long ABS-O CORP US N 2 2030-02-15 Fixed 7.13000000 N N N N N N Exeter Automobile Receivables Trust N/A 30168HAE7 1620000.00000000 PA USD 1631165.36000000 0.121463079807 Long ABS-O CORP US N 2 2032-05-17 Fixed 4.40000000 N N N N N N Exeter Automobile Receivables Trust N/A 30168HAF4 2056000.00000000 PA USD 2077602.19000000 0.154706547110 Long ABS-O CORP US N 2 2032-05-17 Fixed 5.00000000 N N N N N N Exeter Select Automobile Receivables Trust N/A 30185FAE0 1000000.00000000 PA USD 1019729.70000000 0.075933141403 Long ABS-O CORP US N 2 2032-03-15 Fixed 5.00000000 N N N N N N FREMF Mortgage Trust N/A 302673AG3 1200000.00000000 PA USD 895427.76000000 0.066677123081 Long ABS-MBS USGSE US Y 2 2053-09-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 302673AJ7 12717434.09000000 PA USD 43877.69000000 0.003267307835 Long ABS-MBS USGSE US Y 2 2053-09-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 302673AL2 2900000.00000000 PA USD 10541.79000000 0.000784983737 Long ABS-MBS USGSE US Y 2 2053-09-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30289SAN7 9761616.45000000 PA USD 9781.14000000 0.000728342703 Long ABS-MBS USGSE US Y 2 2053-11-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30289SAQ0 3000000.00000000 PA USD 3683.10000000 0.000274258318 Long ABS-MBS USGSE US Y 2 2053-11-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30289SAS6 1000000.00000000 PA USD 858767.00000000 0.063947216643 Long ABS-MBS USGSE US Y 2 2053-11-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 302958AS2 1400000.00000000 PA USD 1132909.54000000 0.084360963790 Long ABS-MBS USGSE US Y 2 2051-11-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 30295DAJ1 185000.00000000 PA USD 183736.47000000 0.013681750524 Long ABS-MBS USGSE US Y 2 2049-08-25 Variable 3.93597000 N N N N N N FREMF Mortgage Trust N/A 30297LAA0 10503859.26000000 PA USD 20790.29000000 0.001548127930 Long ABS-MBS USGSE US Y 2 2028-09-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30297LAC6 3000000.00000000 PA USD 6915.00000000 0.000514918485 Long ABS-MBS USGSE US Y 2 2028-10-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30297LAJ1 1000000.00000000 PA USD 826890.10000000 0.061573535504 Long ABS-MBS USGSE US Y 2 2028-10-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 302988AN0 600000.00000000 PA USD 513428.88000000 0.038231962593 Long ABS-MBS USGSE US Y 2 2029-10-25 Variable 3.63577680 N N N N N N FREMF Mortgage Trust N/A 30305EAJ7 1000000.00000000 PA USD 887725.40000000 0.066103574629 Long ABS-MBS USGSE US Y 2 2049-10-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 30313FAU9 2000000.00000000 PA USD 1976018.80000000 0.147142242651 Long ABS-MBS USGSE US Y 2 2052-05-25 Variable 4.11996600 N N N N N N FREMF Mortgage Trust N/A 30315KAE2 1000000.00000000 PA USD 712639.70000000 0.053065994949 Long ABS-MBS USGSE US Y 2 2053-05-25 None 0.00000000 N N N N N N FS Luxembourg Sarl 222100EKR3JUJPGGOY81 30315XAC8 200000.00000000 PA USD 207000.00000000 0.015414045771 Long DBT CORP LU Y 2 2031-02-12 Fixed 8.87500000 N N N N N N FREMF Mortgage Trust N/A 30316JAJ3 5338147.59000000 PA USD 18395.79000000 0.001369823908 Long ABS-MBS USGSE US Y 2 2030-09-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30316JAL8 431153.00000000 PA USD 1604.92000000 0.000119508745 Long ABS-MBS USGSE US Y 2 2030-09-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30316JAN4 431153.00000000 PA USD 307651.98000000 0.022908993726 Long ABS-MBS USGSE US Y 2 2030-09-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 30316TAN2 11925004.12000000 PA USD 42117.92000000 0.003136268341 Long ABS-MBS USGSE US Y 2 2053-10-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30316TAQ5 2457000.00000000 PA USD 9130.70000000 0.000679908346 Long ABS-MBS USGSE US Y 2 2053-10-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30316TAS1 1100000.00000000 PA USD 793539.45000000 0.059090113062 Long ABS-MBS USGSE US Y 2 2053-10-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 30319DAA2 10288161.74000000 PA USD 38613.53000000 0.002875317482 Long ABS-MBS USGSE US Y 2 2054-01-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30319DAC8 2600000.00000000 PA USD 10519.34000000 0.000783312020 Long ABS-MBS USGSE US Y 2 2054-01-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30319DAE4 1200000.00000000 PA USD 829786.20000000 0.061789190664 Long ABS-MBS USGSE US Y 2 2054-01-25 None 0.00000000 N N N N N N F&G Global Funding 6354009CCUKJIZ7KFX73 30321L2G6 1170000.00000000 PA USD 1188207.47000000 0.088478668254 Long DBT CORP US Y 2 2027-06-10 Fixed 5.87500000 N N N N N N F&G Global Funding 6354009CCUKJIZ7KFX73 30321L2K7 1995000.00000000 PA USD 1988860.79000000 0.148098508456 Long DBT CORP US Y 2 2028-09-08 Fixed 4.65000000 N N N N N N FRTKL N/A 30322DAC3 650000.00000000 PA USD 638916.33000000 0.047576258719 Long ABS-O CORP US Y 2 2038-09-17 Fixed 1.72100000 N N N N N N FRTKL N/A 30322DAG4 238000.00000000 PA USD 233962.93000000 0.017421813100 Long ABS-O CORP US Y 2 2038-09-17 Fixed 2.17200000 N N N N N N Fair Isaac Corp. RI6HET5SJUEY30V1PS26 303250AF1 100000.00000000 PA USD 97900.55000000 0.007290065501 Long DBT CORP US Y 2 2028-06-15 Fixed 4.00000000 N N N N N N FHF Trust N/A 30331GAC5 32648.67000000 PA USD 32800.88000000 0.002442484375 Long ABS-O CORP US Y 2 2028-06-15 Fixed 6.57000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31288QQV5 750571.08000000 PA USD 779003.93000000 0.058007740257 Long ABS-MBS USGSE US N 2 2047-09-01 Variable 6.20700120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MJ6Q8 185457.78000000 PA USD 186467.62000000 0.013885122848 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132A7NE7 45884.46000000 PA USD 45273.73000000 0.003371262543 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132D6CV0 482914.81400000 PA USD 479567.66000000 0.035710521071 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 4.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132D6FA3 717503.22000000 PA USD 736990.41000000 0.054879245956 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132D6GR5 505107.26000000 PA USD 513012.56000000 0.038200961745 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DSNJ7 3185230.97000000 PA USD 3314587.15000000 0.246817381855 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DUAT4 1348869.42000000 PA USD 1391499.66000000 0.103616615702 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWHT3 1577340.99000000 PA USD 1608653.16000000 0.119786731588 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWHU0 6046383.26400000 PA USD 6239058.52000000 0.464585186468 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWKP7 6040153.56000000 PA USD 6203404.96000000 0.461930280160 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132XK2L0 3000000.00000000 PA USD 3052123.02000000 0.227273255704 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 4.25000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133CXZS2 1640197.72000000 PA USD 1684379.87000000 0.125425644507 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133G8CJ8 635145.91000000 PA USD 609791.22000000 0.045407486841 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A97D4 158558.70310000 PA USD 155410.44000000 0.011572481331 Long ABS-MBS USGSE US N 2 2042-12-25 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BNRD0 1454897.46800000 PA USD 1430505.53000000 0.106521148386 Long ABS-MBS USGSE US N 2 2052-06-25 Fixed 3.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BNVD5 386630.89040000 PA USD 383415.75000000 0.028550666280 Long ABS-MBS USGSE US N 2 2052-07-25 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BRT72 1970188.68000000 PA USD 1979074.43000000 0.147369777050 Long ABS-MBS USGSE US N 2 2049-11-25 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BRYP6 1247858.38000000 PA USD 1254132.49000000 0.093387708234 Long ABS-MBS USGSE US N 2 2048-12-25 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BUFR6 716711.55000000 PA USD 743931.25000000 0.055396088591 Long ABS-MBS USGSE US N 2 2035-12-25 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BUS84 693619.52000000 PA USD 718406.15000000 0.053495387819 Long ABS-MBS USGSE US N 2 2036-01-25 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BVK31 4949731.46000000 PA USD 5057641.55000000 0.376612165932 Long ABS-MBS USGSE US N 2 2036-04-25 Fixed 5.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BVKF4 1498606.40000000 PA USD 1554194.36000000 0.115731512091 Long ABS-MBS USGSE US N 2 2036-03-25 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BWMY9 1143617.46000000 PA USD 1149794.94000000 0.085618318034 Long ABS-MBS USGSE US N 2 2051-09-25 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BWNB8 2290525.35000000 PA USD 2303861.70000000 0.171554732827 Long ABS-MBS USGSE US N 2 2051-09-25 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BWZN9 3503935.06000000 PA USD 3556335.01000000 0.264818891900 Long ABS-MBS USGSE US N 2 2052-01-25 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BWZX7 3057462.52000000 PA USD 3069324.25000000 0.228554127910 Long ABS-MBS USGSE US N 2 2051-12-25 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137ACM89 209843.31000000 PA USD 212500.91000000 0.015823665474 Long ABS-MBS USGSE US N 2 2040-11-15 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BCT65 103355.75000000 PA USD 103165.02000000 0.007682078938 Long ABS-MBS USGSE US N 2 2041-07-15 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BPDW6 1436887.00000000 PA USD 1380838.49000000 0.102822742454 Long ABS-MBS USGSE US N 2 2045-07-15 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BQTY3 3118323.59000000 PA USD 3008592.28000000 0.224031783149 Long ABS-MBS USGSE US N 2 2045-09-15 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F72R5 9704744.85000000 PA USD 376122.91000000 0.028007612321 Long ABS-MBS USGSE US N 2 2030-10-25 Variable 1.02627720 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F83S0 9638574.24000000 PA USD 368042.21000000 0.027405891163 Long ABS-MBS USGSE US N 2 2030-10-25 Variable 1.01346840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F8ZX4 27449681.11000000 PA USD 822170.10000000 0.061222065475 Long ABS-MBS USGSE US N 2 2030-12-25 Variable 0.76293000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F9YZ8 19755445.33000000 PA USD 572471.32000000 0.042628498209 Long ABS-MBS USGSE US N 2 2030-12-25 Variable 0.71439840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F9ZB0 460000.00000000 PA USD 50913.54000000 0.003791225294 Long ABS-MBS USGSE US N 2 2049-02-25 Variable 2.65111560 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FAST6 181045.66000000 PA USD 173277.43000000 0.012902928682 Long ABS-MBS USGSE US N 2 2047-02-15 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FBBZ8 3344443.65930000 PA USD 18300.80000000 0.001362750574 Long ABS-MBS USGSE US N 2 2027-08-25 Variable 0.40353120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FDUF7 104451.94000000 PA USD 104334.11000000 0.007769134043 Long ABS-MBS USGSE US N 2 2036-12-15 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FTZT7 380000.00000000 PA USD 46504.29000000 0.003462894949 Long ABS-MBS USGSE US N 2 2048-06-25 Variable 3.37415760 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FUZF4 405000.00000000 PA USD 48576.06000000 0.003617167208 Long ABS-MBS USGSE US N 2 2048-04-25 Variable 3.17789640 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FWGA2 430000.00000000 PA USD 47132.77000000 0.003509694077 Long ABS-MBS USGSE US N 2 2048-09-25 Variable 2.95386840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FWMC1 331214.66940000 PA USD 57038.91000000 0.004247344780 Long ABS-MBS USGSE US N 2 2050-10-25 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FYUL8 29515960.52000000 PA USD 622512.27000000 0.046354746971 Long ABS-MBS USGSE US N 2 2031-03-25 Variable 0.50880240 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H5C62 6703179.28000000 PA USD 6382842.39000000 0.475291907016 Long ABS-MBS USGSE US N 2 2043-11-25 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HBQK3 857638.90000000 PA USD 866524.64000000 0.064524881464 Long ABS-MBS USGSE US N 2 2035-01-25 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HBY24 1820557.35000000 PA USD 1839326.02000000 0.136963552952 Long ABS-MBS USGSE US N 2 2047-01-25 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HKBD5 2795707.95000000 PA USD 2893672.63000000 0.215474407569 Long ABS-MBS USGSE US N 2 2035-12-25 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HKRY2 2050965.67000000 PA USD 2059460.97000000 0.153355679499 Long ABS-MBS USGSE US N 2 2052-03-25 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HM3K4 7089743.76000000 PA USD 7095381.52000000 0.528350413122 Long ABS-MBS USGSE US N 2 2052-07-25 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HM5F3 7656150.57000000 PA USD 7668454.00000000 0.571023676103 Long ABS-MBS USGSE US N 2 2052-09-25 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HMCN8 4144849.96000000 PA USD 4161058.40000000 0.309849007903 Long ABS-MBS USGSE US N 2 2051-12-25 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31394JKA4 52928.59000000 PA USD 55135.87000000 0.004105636830 Long ABS-MBS USGSE US N 2 2033-09-15 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140A5UJ5 1375696.82000000 PA USD 1419992.44000000 0.105738301765 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140BFE43 1424493.90000000 PA USD 1448103.49000000 0.107831562690 Long ABS-MBS USGSE US N 2 2055-06-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140BNML9 14116568.68000000 PA USD 14550046.30000000 1.083454491049 Long ABS-MBS USGSE US N 2 2055-09-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140BQ4V0 5094781.85000000 PA USD 5234988.00000000 0.389818090076 Long ABS-MBS USGSE US N 2 2055-10-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140BQZ46 7810614.14000000 PA USD 7966414.96000000 0.593211037821 Long ABS-MBS USGSE US N 2 2055-10-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140BUX64 169143.00000000 PA USD 174454.49000000 0.012990577265 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140BXUN4 873224.77000000 PA USD 900952.49000000 0.067088516516 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J5NB1 104955.32000000 PA USD 106055.67000000 0.007897328269 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J9B83 628141.84000000 PA USD 652858.25000000 0.048614429699 Long ABS-MBS USGSE US N 2 2047-05-01 Variable 6.30799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QGGU5 194661.40000000 PA USD 178505.15000000 0.013292205567 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U0DN4 1187894.05000000 PA USD 1232135.69000000 0.091749738756 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U0EN3 1307309.52000000 PA USD 1360019.06000000 0.101272444643 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U0WB9 226534.58000000 PA USD 230324.69000000 0.017150895236 Long ABS-MBS USGSE US N 2 2055-12-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U12K0 3291060.01000000 PA USD 3364109.13000000 0.250504986041 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U1Z73 1705012.72000000 PA USD 1750112.03000000 0.130320323361 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U3MG3 249220.00000000 PA USD 253968.15000000 0.018911481587 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U3TQ4 2524838.70000000 PA USD 2567202.77000000 0.191164159428 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U52C9 1522575.00000000 PA USD 1554627.30000000 0.115763750531 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U5Z82 1783769.00000000 PA USD 1819879.92000000 0.135515518771 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U7B76 716579.00000000 PA USD 731363.13000000 0.054460216239 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U7CB6 1139083.00000000 PA USD 1162142.44000000 0.086537762141 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U7CL4 855730.00000000 PA USD 885067.98000000 0.065905692534 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U7CP5 569422.00000000 PA USD 589631.22000000 0.043906292818 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U7ES7 961505.00000000 PA USD 986919.94000000 0.073489995787 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X4JA5 405376.10000000 PA USD 394348.57000000 0.029364767671 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X6MZ1 731281.45000000 PA USD 711781.21000000 0.053002068359 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X7LP2 1078469.12000000 PA USD 1041156.98000000 0.077528702150 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XBTZ3 2628940.92000000 PA USD 2457339.17000000 0.182983277501 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XGPP8 633731.11000000 PA USD 591763.52000000 0.044065072382 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XGWZ8 345486.05000000 PA USD 330282.85000000 0.024594178586 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DZ39 246556.81000000 PA USD 235704.22000000 0.017551476500 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418E4N7 1858462.99000000 PA USD 1910638.71000000 0.142273780333 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EJ27 1777353.84000000 PA USD 1809111.60000000 0.134713666707 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EP61 1727839.86000000 PA USD 1736557.14000000 0.129310972178 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ER85 10150091.14000000 PA USD 10352404.48000000 0.770881335753 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ES50 8845643.25150000 PA USD 9021956.65000000 0.671810882862 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EUT5 2855465.71600000 PA USD 2902180.56000000 0.216107941977 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EVA5 1065088.78000000 PA USD 1097795.98000000 0.081746268036 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EXV7 3448848.92000000 PA USD 3537953.21000000 0.263450109742 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418FBP1 431795.32000000 PA USD 443156.05000000 0.032999167336 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31427C7H0 3187979.58000000 PA USD 3253218.87000000 0.242247654914 Long ABS-MBS USGSE US N 2 2055-10-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31427CQX4 7746763.92000000 PA USD 7892918.55000000 0.587738201938 Long ABS-MBS USGSE US N 2 2055-10-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31427KY58 1841367.95000000 PA USD 1892451.73000000 0.140919505250 Long ABS-MBS USGSE US N 2 2055-12-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31427M2H3 2870008.89000000 PA USD 2965000.01000000 0.220785728825 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31427MHC8 2279322.55000000 PA USD 2378795.33000000 0.177134589845 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 6.00000000 N N N N N N Federation des Caisses Desjardins du Quebec 549300B2Q47IR0CR5B54 31429KAK9 325000.00000000 PA USD 336327.96000000 0.025044321592 Long DBT CORP CA Y 2 2028-03-14 Fixed 5.70000000 N N N N N N Federation des Caisses Desjardins du Quebec 549300B2Q47IR0CR5B54 31429KAL7 710000.00000000 PA USD 736310.53000000 0.054828619379 Long DBT CORP CA Y 2 2029-04-26 Fixed 5.25000000 N N N N N N Federation des Caisses Desjardins du Quebec 549300B2Q47IR0CR5B54 31429KAP8 1790000.00000000 PA USD 1813779.56000000 0.135061261630 Long DBT CORP CA Y 2 2030-08-26 Fixed 4.56500000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142GSFL7 471475.73000000 PA USD 484533.91000000 0.036080327858 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JNJ98 2094365.47000000 PA USD 2133254.23000000 0.158850620017 Long ABS-MBS USGSE US N 2 2055-12-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JQH36 1958549.83000000 PA USD 1997373.26000000 0.148732380930 Long ABS-MBS USGSE US N 2 2055-12-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JT6C2 4624433.55000000 PA USD 4722464.56000000 0.351653550157 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JTKC6 10256822.99000000 PA USD 10463714.60000000 0.779169931330 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JV4R6 1467081.00000000 PA USD 1498151.96000000 0.111558371421 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JV4T2 654586.00000000 PA USD 671839.94000000 0.050027882059 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JV4U9 407461.00000000 PA USD 417701.80000000 0.031103742338 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JV5C8 3736386.00000000 PA USD 3812367.17000000 0.283884067906 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JV5D6 1056493.00000000 PA USD 1077436.45000000 0.080230216214 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JVN20 2398947.00000000 PA USD 2446777.71000000 0.182196829057 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JVN61 586014.00000000 PA USD 600741.62000000 0.044733617524 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JVN79 1240577.00000000 PA USD 1266177.32000000 0.094284614325 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JVN87 1226730.00000000 PA USD 1251914.68000000 0.093222561254 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JVN95 432800.00000000 PA USD 443411.30000000 0.033018174269 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JVNY0 1518752.00000000 PA USD 1553397.19000000 0.115672151633 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JVNZ7 774943.00000000 PA USD 790511.96000000 0.058864674079 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JVPA0 769008.00000000 PA USD 785199.42000000 0.058469081158 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JVPD4 1133237.00000000 PA USD 1173459.25000000 0.087380456959 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JVPE2 636589.00000000 PA USD 658320.16000000 0.049021145307 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JVPF9 192996.00000000 PA USD 196995.98000000 0.014669106534 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JVPH5 879965.00000000 PA USD 911198.57000000 0.067851480507 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JVQE1 263985.00000000 PA USD 269777.52000000 0.020088710345 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N Fells Point Funding Trust N/A 314382AA0 2535000.00000000 PA USD 2512170.35000000 0.187066225898 Long DBT CORP US Y 2 2027-01-31 Fixed 3.04600000 N N N N N N FIGRE Trust N/A 31684NAA5 846242.83000000 PA USD 851675.37000000 0.063419145583 Long ABS-O CORP US Y 2 2055-09-25 Variable 5.04399960 N N N N N N First Student Bidco, Inc. N/A 337120AA7 109000.00000000 PA USD 105617.04000000 0.007864666129 Long DBT CORP US Y 2 2029-07-31 Fixed 4.00000000 N N N N N N FirstEnergy Transmission LLC 549300AINIIPOLYX2R63 33767BAG4 325000.00000000 PA USD 329844.73000000 0.024561554423 Long DBT CORP US N 2 2030-01-15 Fixed 4.55000000 N N N N N N FirstKey Homes Trust N/A 33767WAQ6 500000.00000000 PA USD 494991.35000000 0.036859030557 Long ABS-O CORP US Y 2 2038-08-17 Fixed 3.45200000 N N N N N N FirstKey Homes Trust N/A 33768EAL6 1500000.00000000 PA USD 1487093.25000000 0.110734895759 Long ABS-O CORP US Y 2 2038-07-17 Fixed 3.50000000 N N N N N N FirstKey Homes Trust N/A 33768JAJ0 500000.00000000 PA USD 491058.70000000 0.036566189750 Long ABS-O CORP US Y 2 2038-12-17 Fixed 2.98500000 N N N N N N FirstKey Homes Trust N/A 33768NAN2 700000.00000000 PA USD 655380.74000000 0.048802264368 Long ABS-O CORP US Y 3 2039-05-19 None 0.00000000 N N N N N N FirstKey Homes Trust N/A 33768NAQ5 350000.00000000 PA USD 327113.12000000 0.024358147846 Long ABS-O CORP US Y 3 2039-05-19 None 0.00000000 N N N N N N Flagship Credit Auto Trust N/A 33846QAE1 18554.44000000 PA USD 18526.75000000 0.001379575712 Long ABS-O CORP US Y 2 2027-09-15 Fixed 1.46000000 N N N N N N Foundation Finance Trust 549300MQ65NOVQXYNB21 35041LAA8 37094.63000000 PA USD 35490.04000000 0.002642729956 Long ABS-O CORP US Y 2 2041-05-15 Fixed 1.27000000 N N N N N N Foundation Finance Trust N/A 35042AAB9 799370.87000000 PA USD 825827.89000000 0.061494439110 Long ABS-O CORP US Y 2 2043-12-15 Fixed 6.27000000 N N N N N N Foundation Finance Trust N/A 35042TAA0 1993304.91000000 PA USD 2007828.33000000 0.149510907150 Long ABS-O CORP US Y 2 2052-08-15 Fixed 4.56000000 N N N N N N Foundry JV Holdco LLC 21380048QROAMGM6EP30 350930AB9 1690000.00000000 PA USD 1783503.69000000 0.132806799572 Long DBT CORP US Y 2 2030-01-25 Fixed 5.90000000 N N N N N N FHLMC 529900ZTXRUUVE8G8W08 35564NAA1 725000.00000000 PA USD 761207.01000000 0.056682510598 Long ABS-MBS CORP US Y 2 2043-11-25 Floating 7.01721000 N N N N N N FHLMC 5299009HC4IGFM6RXF30 35564UAQ0 1320312.50000000 PA USD 1323123.84000000 0.098525079378 Long ABS-MBS CORP US Y 2 2045-09-25 Floating 4.61720880 N N N N N N FHLMC 529900KABSM46L5D1T20 355913AA2 1997487.64000000 PA USD 1997652.03000000 0.148753139256 Long ABS-MBS CORP US Y 2 2045-11-25 Floating 5.41721160 N N N N N N FREMF Mortgage Trust N/A 35690AAU2 110000.00000000 PA USD 109151.35000000 0.008127844951 Long ABS-MBS USGSE US Y 2 2049-09-25 Variable 3.73721400 N N N N N N FREMF 2020-K740 Mortgage Trust N/A 35709FAN6 18678561.75000000 PA USD 22257.37000000 0.001657372560 Long ABS-MBS USGSE US Y 2 2052-11-25 Fixed 0.10000000 N N N N N N FREMF 2020-K740 Mortgage Trust N/A 35709FAQ9 4400000.00000000 PA USD 5810.20000000 0.000432650670 Long ABS-MBS USGSE US Y 2 2052-11-25 Fixed 0.10000000 N N N N N N FREMF 2020-K740 Mortgage Trust N/A 35709FAS5 1800000.00000000 PA USD 1591403.94000000 0.118502285856 Long ABS-MBS USGSE US Y 2 2052-11-25 None 0.00000000 N N N N N N GFL Environmental, Inc. 894500E7NLBY9VZRT696 36168QAL8 305000.00000000 PA USD 300279.89000000 0.022360038496 Long DBT CORP CA Y 2 2028-08-01 Fixed 4.00000000 N N N N N N GFL Environmental, Inc. 894500E7NLBY9VZRT696 36168QAN4 131000.00000000 PA USD 130150.92000000 0.009691556705 Long DBT CORP CA Y 2 2029-06-15 Fixed 4.75000000 N N N N N N GFL Environmental, Inc. 894500E7NLBY9VZRT696 36168QAQ7 100000.00000000 PA USD 104885.00000000 0.007810155510 Long DBT CORP CA Y 2 2031-01-15 Fixed 6.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XDE3 553214.35500000 PA USD 551155.57000000 0.041041242431 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622ADHZ4 2321516.85000000 PA USD 2376001.69000000 0.176926564266 Long ABS-MBS USGA US N 2 2054-09-20 Fixed 5.50000000 N N N N N N GS Mortgage Securities Trust N/A 36252HAL5 250000.00000000 PA USD 31234.63000000 0.002325855152 Long ABS-MBS CORP US Y 2 2050-03-10 Variable 3.50899920 N N N N N N GS Mortgage Securities Trust N/A 36252TAW5 100000.00000000 PA USD 99113.01000000 0.007380350109 Long ABS-MBS CORP US N 2 2049-05-10 Variable 3.75900120 N N N N N N GLS Auto Receivables Issuer Trust N/A 36261EAE7 331387.52000000 PA USD 330967.19000000 0.024645137273 Long ABS-O CORP US Y 2 2027-10-15 Fixed 3.51000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 36263LAG4 26740.11000000 PA USD 26669.60000000 0.001985924807 Long ABS-O CORP US Y 2 2027-07-15 Fixed 1.48000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 36263XAG8 291502.99000000 PA USD 291391.08000000 0.021698142244 Long ABS-O CORP US Y 2 2028-01-18 Fixed 3.97000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 36263XAJ2 2000000.00000000 PA USD 2008315.40000000 0.149547176325 Long ABS-O CORP US Y 2 2029-05-15 Fixed 5.64000000 N N N N N N GLS Auto Select Receivables Trust N/A 36267FAE8 447282.44000000 PA USD 450450.00000000 0.033542303950 Long ABS-O CORP US Y 2 2028-10-16 Fixed 5.96000000 N N N N N N GLS Auto Select Receivables Trust N/A 36267FAG3 722000.00000000 PA USD 737113.70000000 0.054888426621 Long ABS-O CORP US Y 2 2029-03-15 Fixed 6.09000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 36267PAG1 866418.98000000 PA USD 871956.44000000 0.064929354961 Long ABS-O CORP US Y 2 2029-05-15 Fixed 6.01000000 N N N N N N GLS Auto Select Receivables Trust N/A 36271FAC6 1500000.00000000 PA USD 1535102.70000000 0.114309870927 Long ABS-O CORP US Y 2 2031-02-15 Fixed 5.04000000 N N N N N N GS Mortgage-Backed Securities Trus 254900R6PO5A0PCKSU63 36271RAA4 569022.28000000 PA USD 574794.90000000 0.042801521245 Long ABS-O CORP US Y 2 2055-05-25 Variable 5.56800120 N N N N N N GLS Auto Receivables Issuer Trust N/A 36273HAG1 1190000.00000000 PA USD 1201173.62000000 0.089444179508 Long ABS-O CORP US Y 2 2030-04-15 Fixed 4.53000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 36273HAJ5 935000.00000000 PA USD 948084.48000000 0.070598152512 Long ABS-O CORP US Y 2 2031-08-15 Fixed 4.74000000 N N N N N N GS Mortgage-Backed Securities Trust N/A 362960AA4 1573033.50000000 PA USD 1593512.19000000 0.118659274561 Long ABS-MBS CORP US Y 2 2067-11-25 Variable 5.84700120 N N N N N N GAM Re-REMIC Trust N/A 36459DAS0 800000.00000000 PA USD 765406.48000000 0.056995219887 Long ABS-MBS CORP US Y 3 2049-11-27 None 0.00000000 N N N N N N Gap, Inc. (The) T2ZG1WRWZ4BUCMQL9224 364760AP3 160000.00000000 PA USD 152199.34000000 0.011333370015 Long DBT CORP US Y 2 2029-10-01 Fixed 3.62500000 N N N N N N Genesis Energy LP N/A 37185LAL6 115000.00000000 PA USD 115180.90000000 0.008576829297 Long DBT CORP US N 2 2028-02-01 Fixed 7.75000000 N N N N N N Global Payments, Inc. 549300NOMHGVQBX6S778 37940XAE2 415000.00000000 PA USD 415000.00000000 0.030902555532 Long DBT CORP US N 2 2026-03-01 Fixed 1.20000000 N N N N N N Global Payments, Inc. 549300NOMHGVQBX6S778 37940XAP7 335000.00000000 PA USD 337746.06000000 0.025149918975 Long DBT CORP US N 2 2027-08-15 Fixed 4.95000000 N N N N N N Global Payments, Inc. 549300NOMHGVQBX6S778 37940XAW2 3025000.00000000 PA USD 3021452.92000000 0.224989437708 Long DBT CORP US N 2 2030-11-15 Fixed 4.87500000 N N N N N N Global Infrastructure Solutions, Inc. 2549003BGLQITAJ6ZT28 37960XAA5 134000.00000000 PA USD 133968.00000000 0.009975791709 Long DBT CORP US Y 2 2029-06-01 Fixed 5.62500000 N N N N N N GLS Auto Receivables Issuer Trust N/A 37989BAL6 1000000.00000000 PA USD 1029054.30000000 0.076627488317 Long ABS-O CORP US Y 2 2031-01-15 Fixed 5.59000000 N N N N N N GLS Auto Select Receivables Trust N/A 37989EAG1 1250000.00000000 PA USD 1296961.25000000 0.096576908558 Long ABS-O CORP US Y 2 2030-08-15 Fixed 5.92000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 37989YAF9 1608000.00000000 PA USD 1636448.09000000 0.121856452957 Long ABS-O CORP US Y 2 2031-06-16 Fixed 5.16000000 N N N N N N GoldenTree Loan Management US CLO 8 Ltd. 549300LOEERRNVSKVY31 38136NBA3 1750000.00000000 PA USD 1753325.00000000 0.130559573925 Long ABS-CBDO CORP KY Y 2 2034-10-20 Floating 5.21763120 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GB29 2705000.00000000 PA USD 2775021.60000000 0.206639178548 Long DBT CORP US N 2 2030-07-23 Variable 5.04900000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GB60 895000.00000000 PA USD 909570.66000000 0.067730259834 Long DBT CORP US N 2 2030-10-23 Variable 4.69200000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GD27 2260000.00000000 PA USD 2260708.42000000 0.168341367450 Long DBT CORP US N 2 2029-10-21 Variable 4.15300000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GYM0 423000.00000000 PA USD 417306.17000000 0.031074282150 Long DBT CORP US N 2 2027-10-21 Variable 1.94800000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GZK3 390000.00000000 PA USD 384662.09000000 0.028643473728 Long DBT CORP US N 2 2028-02-24 Variable 2.64000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38145GAR1 3040000.00000000 PA USD 3058771.60000000 0.227768335494 Long DBT CORP US N 2 2032-01-21 Variable 4.51600000 N N N N N N Goldman Home Improvement Trust Issuer Trust N/A 38149XAA7 236402.86000000 PA USD 232494.03000000 0.017312432947 Long ABS-O CORP US Y 2 2051-06-25 Fixed 1.15000000 N N N N N N GoodLeap Home Improvement Solutions Trust N/A 38237FAA9 1975069.48000000 PA USD 1990916.65000000 0.148251595993 Long ABS-O CORP US Y 2 2049-10-20 Fixed 5.00000000 N N N N N N Goodyear Tire & Rubber Co. (The) 5493002BI0S2ZQUY3437 382550BJ9 277000.00000000 PA USD 265608.60000000 0.019778275931 Long DBT CORP US N 2 2031-04-30 Fixed 5.25000000 N N N N N N Goodyear Tire & Rubber Co. (The) 5493002BI0S2ZQUY3437 382550BR1 80000.00000000 PA USD 76328.30000000 0.005683709709 Long DBT CORP US N 2 2031-07-15 Fixed 5.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382MF61 182501.76300000 PA USD 26897.47000000 0.002002892916 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382UX97 6008952.94000000 PA USD 5265134.10000000 0.392062888942 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 1.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384QJ82 3621033.44000000 PA USD 3582365.15000000 0.266757199964 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384WMQ5 4535671.74000000 PA USD 4510563.62000000 0.335874560842 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384XK93 4101334.34000000 PA USD 4021283.27000000 0.299440794127 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385CBR8 1342078.93000000 PA USD 1290560.81000000 0.096100306262 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385CKW7 2949368.72000000 PA USD 2884011.89000000 0.214755030330 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 3.50000000 N N N N N N Graphic Packaging International LLC SO75N4VY5NXGQSK8YQ65 38869AAE7 115000.00000000 PA USD 116493.16000000 0.008674545412 Long DBT CORP US Y 2 2032-07-15 Fixed 6.37500000 N N N N N N Graphic Packaging International LLC SO75N4VY5NXGQSK8YQ65 38869PAP9 70000.00000000 PA USD 69718.35000000 0.005191506463 Long DBT CORP US Y 2 2026-04-15 Fixed 1.51200000 N N N N N N Gray Media, Inc. 529900TM5726KDN7UU35 389286AA3 100000.00000000 PA USD 78728.36000000 0.005862427751 Long DBT CORP US Y 2 2031-11-15 Fixed 5.37500000 N N N N N N Gray Media, Inc. 529900TM5726KDN7UU35 389375AM8 128000.00000000 PA USD 137225.09000000 0.010218327624 Long DBT CORP US Y 2 2029-07-15 Fixed 10.50000000 N N N N N N Gray Media, Inc. 529900TM5726KDN7UU35 389375AP1 85000.00000000 PA USD 87771.17000000 0.006535791458 Long DBT CORP US Y 2 2033-08-15 Fixed 7.25000000 N N N N N N GreenSky Home Improvement Issuer Trust N/A 39571WAB2 2115000.00000000 PA USD 2139105.92000000 0.159286360199 Long ABS-O CORP US Y 2 2060-12-27 Fixed 4.59000000 N N N N N N Griffon Corp. 5493000C2SGNC7ZN3242 398433AP7 125000.00000000 PA USD 124934.88000000 0.009303149559 Long DBT CORP US N 2 2028-03-01 Fixed 5.75000000 N N N N N N Group 1 Automotive, Inc. 549300US8QAZJLWYAF63 398905AN9 94000.00000000 PA USD 92258.76000000 0.006869955311 Long DBT CORP US Y 2 2028-08-15 Fixed 4.00000000 N N N N N N Gulfport Energy Operating Corp. 549300FJX18IDUFPHD40 402635AT3 90000.00000000 PA USD 93200.67000000 0.006940093687 Long DBT CORP US Y 2 2029-09-01 Fixed 6.75000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119CP2 520000.00000000 PA USD 533021.68000000 0.039690920641 Long DBT CORP US N 2 2028-06-01 Fixed 5.20000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119CZ0 1390000.00000000 PA USD 1442643.28000000 0.107424973671 Long DBT CORP US N 2 2030-03-01 Fixed 5.25000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280DU0 1750000.00000000 PA USD 1819571.41000000 0.135492545886 Long DBT CORP GB N 2 2029-03-09 Variable 6.16100000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280DZ9 855000.00000000 PA USD 862270.05000000 0.064208067720 Long DBT CORP GB N 2 2027-08-14 Variable 5.88700000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280ED7 1565000.00000000 PA USD 1627820.21000000 0.121213986593 Long DBT CORP GB N 2 2030-03-04 Variable 5.54600000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280EN5 860000.00000000 PA USD 891503.14000000 0.066384880219 Long DBT CORP GB N 2 2030-11-19 Variable 5.28600000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280ER6 585000.00000000 PA USD 603618.50000000 0.044947841485 Long DBT CORP GB N 2 2031-03-03 Variable 5.13000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280EW5 1305000.00000000 PA USD 1351935.24000000 0.100670491157 Long DBT CORP GB N 2 2031-05-13 Variable 5.24000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280FE4 1105000.00000000 PA USD 1117660.60000000 0.083225466886 Long DBT CORP GB N 2 2031-11-06 Variable 4.61900000 N N N N N N Hashemite Kingdom of Jordan 5493000JZ4MYPVMBVN50 418097AP6 577000.00000000 PA USD 567191.00000000 0.042235304518 Long DBT NUSS JO Y 2 2032-11-12 Fixed 5.75000000 N N N N N N Herc Holdings, Inc. 549300TP80QLITMSBP82 42704LAG9 150000.00000000 PA USD 158560.05000000 0.011807013856 Long DBT CORP US Y 2 2033-06-15 Fixed 7.25000000 N N N N N N Hertz Corp. (The) 549300PD0C69OJ0NLB27 428040DA4 79000.00000000 PA USD 71965.68000000 0.005358851620 Long DBT CORP US Y 2 2026-12-01 Fixed 4.62500000 N N N N N N Hertz Corp. (The) 549300PD0C69OJ0NLB27 428040DC0 120000.00000000 PA USD 110651.33000000 0.008239539445 Long DBT CORP US Y 2 2029-07-15 Fixed 12.62500000 N N N N N N Hertz Vehicle Financing LLC 5493004IHDYOZ9K9WF47 42806MAR0 2500000.00000000 PA USD 2468829.25000000 0.183838874694 Long ABS-O CORP US Y 2 2028-06-26 Fixed 5.16000000 N N N N N N Hertz Vehicle Financing III LLC 549300MNOMKDMDFI8J66 42806MDD8 1000000.00000000 PA USD 1024756.10000000 0.076307427198 Long ABS-O CORP US Y 2 2029-12-26 Fixed 6.13000000 N N N N N N Hess Midstream Operations LP N/A 428102AH0 245000.00000000 PA USD 249064.31000000 0.018546322098 Long DBT CORP US Y 2 2028-03-01 Fixed 5.87500000 N N N N N N Hilcorp Energy I LP N/A 431318AU8 262000.00000000 PA USD 262635.61000000 0.019556895235 Long DBT CORP US Y 2 2029-02-01 Fixed 5.75000000 N N N N N N Hilton Domestic Operating Co., Inc. 5493003EG7H0N1E4XV50 432833AF8 132000.00000000 PA USD 132102.04000000 0.009836844884 Long DBT CORP US N 2 2030-01-15 Fixed 4.87500000 N N N N N N Hilton Domestic Operating Co., Inc. 5493003EG7H0N1E4XV50 432833AL5 295000.00000000 PA USD 283259.35000000 0.021092621189 Long DBT CORP US Y 2 2031-05-01 Fixed 4.00000000 N N N N N N Hilton Domestic Operating Co., Inc. 5493003EG7H0N1E4XV50 432833AQ4 140000.00000000 PA USD 144739.00000000 0.010777843337 Long DBT CORP US Y 2 2032-04-01 Fixed 6.12500000 N N N N N N Hilton Domestic Operating Co., Inc. 5493003EG7H0N1E4XV50 432833AR2 195000.00000000 PA USD 200700.44000000 0.014944955403 Long DBT CORP US Y 2 2033-03-15 Fixed 5.87500000 N N N N N N Hilton Domestic Operating Co., Inc. 5493003EG7H0N1E4XV50 432833AS0 75000.00000000 PA USD 76774.50000000 0.005716935541 Long DBT CORP US Y 2 2033-09-15 Fixed 5.75000000 N N N N N N Hilton Grand Vacations Trust N/A 43283DAA7 1228084.90000000 PA USD 1238169.32000000 0.092199026915 Long ABS-O CORP US Y 2 2044-10-25 Fixed 4.56000000 N N N N N N Hilton Grand Vacations Trust N/A 43283DAB5 1301788.42000000 PA USD 1314749.03000000 0.097901457616 Long ABS-O CORP US Y 2 2044-10-25 Fixed 4.90000000 N N N N N N Hilton Grand Vacations Trust N/A 43283DAC3 1098182.45000000 PA USD 1112219.42000000 0.082820294917 Long ABS-O CORP US Y 2 2044-10-25 Fixed 5.39000000 N N N N N N Hilton Grand Vacations Trust N/A 43283JAC0 523137.23000000 PA USD 532786.55000000 0.039673411923 Long ABS-O CORP US Y 2 2038-03-25 Fixed 5.99000000 N N N N N N Hilton Grand Vacations Trust N/A 43283NAC1 842619.44000000 PA USD 857154.46000000 0.063827140482 Long ABS-O CORP US Y 2 2040-08-27 Fixed 5.71000000 N N N N N N Hilton Grand Vacations Trust N/A 43285JAB0 345990.59000000 PA USD 348861.45000000 0.025977615257 Long ABS-O CORP US Y 2 2044-05-25 Fixed 4.73000000 N N N N N N Hilton Grand Vacations Trust N/A 43285JAC8 112738.51000000 PA USD 114240.25000000 0.008506784746 Long ABS-O CORP US Y 2 2044-05-25 Fixed 5.12000000 N N N N N N Hilton Grand Vacations Trust N/A 432917AA0 354486.98000000 PA USD 363336.46000000 0.027055482246 Long ABS-O CORP US Y 2 2038-01-25 Fixed 5.72000000 N N N N N N Hologic, Inc. 549300DYP6F5ZJL0LB74 436440AM3 185000.00000000 PA USD 184827.37000000 0.013762983289 Long DBT CORP US Y 2 2028-02-01 Fixed 4.62500000 N N N N N N Home Partners of America Trust N/A 43730XAD6 898035.59000000 PA USD 850175.59000000 0.063307465981 Long ABS-O CORP US Y 2 2041-01-17 Fixed 2.99900000 N N N N N N Home Partners of America Trust N/A 43730XAE4 449017.79000000 PA USD 423524.40000000 0.031537316362 Long ABS-O CORP US Y 2 2041-01-17 Fixed 3.19800000 N N N N N N Homeward Opportunities Fund Trust N/A 437923AA3 1060000.00000000 PA USD 1064559.06000000 0.079271314383 Long ABS-MBS CORP US Y 2 2040-09-25 Variable 5.23699920 N N N N N N Republic of Honduras 5493002DW1JNBNG17615 438180AK7 350000.00000000 PA USD 406546.00000000 0.030273036967 Long DBT NUSS HN Y 2 2034-11-27 Fixed 8.62500000 N N N N N N Howard Midstream Energy Partners LLC N/A 442722AC8 100000.00000000 PA USD 105531.50000000 0.007858296479 Long DBT CORP US Y 2 2032-07-15 Fixed 7.37500000 N N N N N N HUB International Ltd. 549300JQT6ATTUNS5E06 44332PAH4 120000.00000000 PA USD 123774.51000000 0.009216743780 Long DBT CORP US Y 2 2030-06-15 Fixed 7.25000000 N N N N N N Hughes Satellite Systems Corp. N/A 444454AF9 92000.00000000 PA USD 83670.72000000 0.006230455593 Long DBT CORP US N 2 2026-08-01 Fixed 6.62500000 N N N N N N Huntington Bank Auto Credit-Linked Notes N/A 44644NAG4 253344.56000000 PA USD 256169.00000000 0.019075365658 Long ABS-O CORP US Y 2 2032-10-20 Fixed 5.44200000 N N N N N N Huntington Bank Auto Credit-Linked Notes N/A 44644NAN9 2066709.75000000 PA USD 2082982.20000000 0.155107164117 Long ABS-O CORP US Y 2 2033-09-20 Fixed 4.83500000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ACT2 965000.00000000 PA USD 975397.75000000 0.072632007555 Long DBT CORP US Y 2 2027-01-08 Fixed 5.25000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ADG9 1930000.00000000 PA USD 1957489.55000000 0.145762480778 Long DBT CORP US Y 2 2029-09-26 Fixed 4.55000000 N N N N N N INEOS Finance plc 2138002D68XDR4LZCG32 44984WAH0 200000.00000000 PA USD 185207.34000000 0.013791277371 Long DBT CORP GB Y 2 2028-05-15 Fixed 6.75000000 N N N N N N Icahn Enterprises LP N/A 451102BZ9 200000.00000000 PA USD 196990.04000000 0.014668664217 Long DBT CORP US N 2 2027-05-15 Fixed 5.25000000 N N N N N N iHeartCommunications, Inc. 54930076J6KDZL504O62 45174HBJ5 165000.00000000 PA USD 146597.55000000 0.010916238385 Long DBT CORP US Y 2 2029-05-01 Fixed 9.12500000 N N N N N N iHeartCommunications, Inc. 54930076J6KDZL504O62 45174HBM8 208550.00000000 PA USD 165858.10000000 0.012350455772 Long DBT CORP US Y 2 2030-08-15 Fixed 7.75000000 N N N N N N Identity Digital Capital LLC N/A 45175XAF8 1000000.00000000 PA USD 1016100.00000000 0.075662859461 Long ABS-O CORP US N 3 2065-03-20 Fixed 6.79300000 N N N N N N Imola Merger Corp. N/A 45258LAA5 326000.00000000 PA USD 320476.03000000 0.023863923647 Long DBT CORP US Y 2 2029-05-15 Fixed 4.75000000 N N N N N N Crescent Energy Finance LLC 54930061FUL6DBLFUW14 45344LAC7 155000.00000000 PA USD 159506.16000000 0.011877464981 Long DBT CORP US Y 2 2028-02-15 Fixed 9.25000000 N N N N N N Crescent Energy Finance LLC 54930061FUL6DBLFUW14 45344LAJ2 100000.00000000 PA USD 107624.00000000 0.008014112377 Long DBT CORP US Y 2 2030-10-15 Fixed 9.75000000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837AV5 200000.00000000 PA USD 199621.09000000 0.014864582696 Long DBT CORP NL N 2 2027-04-01 Variable 1.72600000 N N N N N N Instituto Costarricense de Electricidad 5493009VA6AFUB2Q0289 45777VAE7 200000.00000000 PA USD 211045.00000000 0.015715252608 Long DBT NUSS CR Y 2 2031-10-07 Fixed 6.75000000 N N N N N N Invitation Homes Trust N/A 46188DAC2 2000000.00000000 PA USD 1961647.60000000 0.146072105768 Long ABS-O CORP US Y 2 2041-09-17 Fixed 4.00000000 N N N N N N IQVIA, Inc. 549300PLWY28YB00C717 46266TAA6 200000.00000000 PA USD 199562.62000000 0.014860228787 Long DBT CORP US Y 2 2027-05-15 Fixed 5.00000000 N N N N N N IQVIA, Inc. 549300PLWY28YB00C717 46266TAG3 250000.00000000 PA USD 257169.00000000 0.019149829647 Long DBT CORP US Y 2 2032-06-01 Fixed 6.25000000 N N N N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284VAC5 152000.00000000 PA USD 151946.63000000 0.011314552220 Long DBT CORP US Y 2 2027-09-15 Fixed 4.87500000 N N N N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284VAF8 140000.00000000 PA USD 138727.47000000 0.010330200832 Long DBT CORP US Y 2 2029-09-15 Fixed 4.87500000 N N N N N N Istanbul Metropolitan Municipality 213800T1VDQSNKA2MD76 46522TAC2 400000.00000000 PA USD 440176.00000000 0.032777260925 Long DBT NUSS TR Y 2 2028-12-06 Fixed 10.50000000 N N N N N N JPMorgan Chase Commercial Mortgage Securities Trust N/A 46590KAK0 1000000.00000000 PA USD 926003.10000000 0.068953884869 Long ABS-MBS CORP US N 2 2049-01-15 Variable 4.75243200 N N N N N N JPMorgan Chase Commercial Mortgage Securities Trust N/A 46590RAL3 1000000.00000000 PA USD 816557.50000000 0.060804128889 Long ABS-MBS CORP US N 2 2049-08-15 Variable 3.42639720 N N N N N N JPMorgan Prime Money Market Fund 549300YD7H8SEEU7VG41 46637K844 59506371.54700000 NS USD 59530174.10000000 4.432854243331 Long STIV RF US N 1 N N N JPMorgan Chase Commercial Mortgage Securities Trust N/A 46641BAP8 131545.16000000 PA USD 128243.38000000 0.009549513667 Long ABS-MBS CORP US Y 2 2046-12-15 Variable 4.96876320 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46644YBB5 150000.00000000 PA USD 117042.00000000 0.008715414228 Long ABS-MBS CORP US N 2 2048-08-15 Variable 4.65221160 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46645LAC1 400000.00000000 PA USD 375004.00000000 0.027924293819 Long ABS-MBS CORP US Y 2 2049-03-17 Variable 4.12836840 N N N N N N JPMCC Commercial Mortgage Securities Trust N/A 46647TAA6 275000.00000000 PA USD 224568.47000000 0.016722264132 Long ABS-MBS CORP US Y 2 2050-03-15 Variable 4.50100440 N N N N N N JPMCC Commercial Mortgage Securities Trust N/A 46647TAZ1 800000.00000000 PA USD 699179.36000000 0.052063684336 Long ABS-MBS CORP US N 2 2050-03-15 Variable 3.75100200 N N N N N N Jackson National Life Global Funding 635400PQXLYXWJI5QD78 46849CJP7 1600000.00000000 PA USD 1614605.95000000 0.120230000079 Long DBT CORP US Y 2 2028-06-05 Fixed 4.70000000 N N N N N N Jamestown CLO XVII Ltd. N/A 47048UAN8 1010000.00000000 PA USD 1011595.80000000 0.075327458761 Long ABS-CBDO CORP KY Y 2 2035-01-25 Floating 5.35802040 N N N N N N JELD-WEN, Inc. 549300XWE6NM0N1HFW16 475795AD2 79000.00000000 PA USD 64656.87000000 0.004814608471 Long DBT CORP US Y 2 2027-12-15 Fixed 4.87500000 N N N N N N JetBlue Airways Corp. N/A 476920AA1 205000.00000000 PA USD 208330.39000000 0.015513111918 Long DBT CORP US Y 2 2031-09-20 Fixed 9.87500000 N N N N N N KBC Group NV 213800X3Q9LSAKRUWY91 48241FAB0 1030000.00000000 PA USD 1063634.36000000 0.079202457532 Long DBT CORP BE Y 2 2029-01-19 Variable 5.79600000 N N N N N N KBC Group NV 213800X3Q9LSAKRUWY91 48241FAD6 2500000.00000000 PA USD 2563994.78000000 0.190925279696 Long DBT CORP BE Y 2 2030-10-16 Variable 4.93200000 N N N N N N KBC Group NV 213800X3Q9LSAKRUWY91 48241FAE4 1350000.00000000 PA USD 1360368.19000000 0.101298442255 Long DBT CORP BE Y 2 2031-09-23 Variable 4.45400000 N N N N N N KKR Static CLO Ltd. N/A 48255QAW3 1151563.00000000 PA USD 1148310.99000000 0.085507817197 Long ABS-CBDO CORP KY Y 2 2031-07-20 Floating 5.11763040 N N N N N N Republic of Kenya 549300VVURQQYU45PR87 491798AP9 300000.00000000 PA USD 298875.00000000 0.022255424782 Long DBT NUSS KE Y 2 2033-10-09 Fixed 7.87500000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 49456BBB6 420000.00000000 PA USD 437106.49000000 0.032548692965 Long DBT CORP US N 2 2030-06-01 Fixed 5.15000000 N N N N N N Kinetik Holdings LP 549300RD6AJIMYC0HY12 49461MAA8 230000.00000000 PA USD 232589.80000000 0.017319564363 Long DBT CORP US Y 2 2030-06-15 Fixed 5.87500000 N N N N N N Kingston Airport Revenue Finance Ltd. 254900SK2YRR95AVHU30 49647QAA6 200000.00000000 PA USD 204960.00000000 0.015262139233 Long DBT CORP KY Y 2 2036-12-15 Fixed 6.75000000 N N N N N N Kioxia Holdings Corp. 35380080RTKRARNH4R73 49726JAA6 200000.00000000 PA USD 207660.78000000 0.015463250086 Long DBT CORP JP Y 2 2030-07-24 Fixed 6.25000000 N N N N N N Knife River Corp. N/A 498894AA2 100000.00000000 PA USD 104252.50000000 0.007763057037 Long DBT CORP US Y 2 2031-05-01 Fixed 7.75000000 N N N N N N Bath & Body Works, Inc. GR3KVMWVCR54YWQNXU90 501797AM6 23000.00000000 PA USD 23079.97000000 0.001718626637 Long DBT CORP US N 2 2036-07-01 Fixed 6.75000000 N N N N N N Bath & Body Works, Inc. GR3KVMWVCR54YWQNXU90 501797AN4 76000.00000000 PA USD 76385.09000000 0.005687938519 Long DBT CORP US N 2 2028-02-01 Fixed 5.25000000 N N N N N N Bath & Body Works, Inc. GR3KVMWVCR54YWQNXU90 501797AR5 86000.00000000 PA USD 87616.03000000 0.006524239114 Long DBT CORP US N 2 2029-06-15 Fixed 7.50000000 N N N N N N Bath & Body Works, Inc. GR3KVMWVCR54YWQNXU90 501797AW4 190000.00000000 PA USD 194604.08000000 0.014490996118 Long DBT CORP US Y 2 2030-10-01 Fixed 6.62500000 N N N N N N LCM Ltd. N/A 50190LAS7 779167.00000000 PA USD 778744.69000000 0.057988436212 Long ABS-CBDO CORP KY Y 2 2034-01-15 Floating 5.17218840 N N N N N N LCM 34 Ltd. 54930038DJKYPKSVRB29 50203CAQ6 1010000.00000000 PA USD 1011497.83000000 0.075320163524 Long ABS-CBDO CORP KY Y 2 2034-10-20 Floating 5.36762880 N N N N N N LHOME Mortgage Trust N/A 50205DAA7 1225000.00000000 PA USD 1225436.71000000 0.091250905981 Long ABS-MBS CORP US Y 2 2029-01-25 Variable 7.01700120 N N N N N N LHOME Mortgage Trust N/A 50205UAA9 1000000.00000000 PA USD 1008099.00000000 0.075067073083 Long ABS-MBS CORP US Y 2 2040-01-25 Variable 5.65200000 N N N N N N LHOME Mortgage Trust 529900XB146PHFHY2T23 50205YAA1 2275000.00000000 PA USD 2289481.29000000 0.170483910131 Long ABS-MBS CORP US Y 2 2040-08-25 Variable 5.23900080 N N N N N N LHOME Mortgage Trust 52990026MRD22HI0T740 50206JAA3 1064000.00000000 PA USD 1068457.84000000 0.079561633095 Long ABS-MBS CORP US Y 3 2041-01-25 Variable 4.90799880 N N N N N N Lamar Media Corp. N/A 513075BW0 145000.00000000 PA USD 144885.03000000 0.010788717314 Long DBT CORP US N 2 2029-01-15 Fixed 4.87500000 N N N N N N Lamar Media Corp. N/A 513075CA7 145000.00000000 PA USD 145378.74000000 0.010825480930 Long DBT CORP US Y 2 2033-11-01 Fixed 5.37500000 N N N N N N Lending Funding Trust N/A 51507KAA4 946800.40000000 PA USD 937133.28000000 0.069782682473 Long ABS-O CORP US Y 2 2031-04-21 Fixed 2.32000000 N N N N N N Crescent Energy Finance LLC 54930061FUL6DBLFUW14 516806AK2 130000.00000000 PA USD 132435.55000000 0.009861679369 Long DBT CORP US Y 2 2032-04-15 Fixed 7.87500000 N N N N N N Legacy Mortgage Asset Trust N/A 52474XAA3 85871.50000000 PA USD 85928.42000000 0.006398572941 Long ABS-MBS CORP US Y 2 2061-07-25 Variable 5.74999920 N N N N N N Lendmark Funding Trust N/A 525951AA7 700000.00000000 PA USD 705132.75000000 0.052506997505 Long ABS-O CORP US Y 2 2035-05-21 Fixed 4.51000000 N N N N N N Lendmark Funding Trust N/A 525951AC3 385000.00000000 PA USD 388964.58000000 0.028963854297 Long ABS-O CORP US Y 2 2035-05-21 Fixed 5.04000000 N N N N N N Lendmark Funding Trust N/A 52603GAB2 3000000.00000000 PA USD 3039260.70000000 0.226315476046 Long ABS-O CORP US Y 2 2034-10-20 Fixed 4.98000000 N N N N N N Lennar Corp. 529900G61XVRLX5TJX09 526057CY8 1175000.00000000 PA USD 1216878.21000000 0.090613605929 Long DBT CORP US N 2 2030-07-30 Fixed 5.20000000 N N N N N N Lendmark Funding Trust N/A 52607MAA7 3775000.00000000 PA USD 3699150.81000000 0.275453526093 Long ABS-O CORP US Y 2 2031-11-20 Fixed 1.90000000 N N N N N N Level 3 Financing, Inc. 254900AE5FEFIJOXWL19 527298CM3 120000.00000000 PA USD 124281.00000000 0.009254459046 Long DBT CORP US Y 2 2033-06-30 Fixed 6.87500000 N N N N N N Life Mortgage Trust N/A 53218CAE0 20825.97000000 PA USD 20669.78000000 0.001539154275 Long ABS-MBS CORP US Y 2 2038-03-15 Floating 4.87447920 N N N N N N Lincoln Financial Global Funding 984500OC010458395923 53359KAD3 2045000.00000000 PA USD 2039462.63000000 0.151866523325 Long DBT CORP US Y 2 2029-01-12 Fixed 4.20000000 N N N N N N Lithia Motors, Inc. SE8N1EZEHPZQBCBVKD53 536797AE3 56000.00000000 PA USD 55869.65000000 0.004160277016 Long DBT CORP US Y 2 2027-12-15 Fixed 4.62500000 N N N N N N Lithia Motors, Inc. SE8N1EZEHPZQBCBVKD53 536797AF0 46000.00000000 PA USD 44244.77000000 0.003294642076 Long DBT CORP US Y 2 2031-01-15 Fixed 4.37500000 N N N N N N Live Nation Entertainment, Inc. 5493007B9BM9ZXJINO78 538034AR0 330000.00000000 PA USD 329788.70000000 0.024557382206 Long DBT CORP US Y 2 2027-10-15 Fixed 4.75000000 N N N N N N Live Nation Entertainment, Inc. 5493007B9BM9ZXJINO78 538034AV1 180000.00000000 PA USD 180853.20000000 0.013467050737 Long DBT CORP US Y 2 2027-05-15 Fixed 6.50000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 539439AX7 755000.00000000 PA USD 782572.80000000 0.058273492554 Long DBT CORP GB N 2 2029-03-06 Variable 5.87100000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 539439AY5 1000000.00000000 PA USD 1008485.20000000 0.075095831076 Long DBT CORP GB N 2 2027-08-07 Variable 5.98500000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 539439BD0 1145000.00000000 PA USD 1164378.90000000 0.086704297874 Long DBT CORP GB N 2 2029-06-13 Variable 4.81800000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 53944YBD4 1485000.00000000 PA USD 1492179.96000000 0.111113672477 Long DBT CORP GB N 2 2031-11-04 Variable 4.42500000 N N N N N N LOANDEPOT GMSR Master Trust N/A 53946TAF9 650000.00000000 PA USD 654989.86000000 0.048773157883 Long ABS-MBS CORP US Y 2 2030-07-16 Floating 6.81405840 N N N N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953CJ8 170000.00000000 PA USD 174494.50000000 0.012993556569 Long DBT CORP US N 2 2032-04-15 Fixed 6.50000000 N N N N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953CK5 150000.00000000 PA USD 154167.45000000 0.011479923337 Long DBT CORP US N 2 2029-09-15 Fixed 6.12500000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VCA6 2425000.00000000 PA USD 2475600.17000000 0.184343064408 Long DBT CORP US N 2 2031-02-15 Fixed 4.80000000 N N N N N N MV24 Capital BV N/A 55388RAA4 138806.00000000 PA USD 141286.01000000 0.010520719927 Long DBT CORP NL Y 2 2034-06-01 Fixed 6.74800000 N N N N N N MVW LLC N/A 55389RAA3 958035.32000000 PA USD 964811.41000000 0.071843706447 Long ABS-O CORP US Y 2 2044-10-20 Fixed 4.48000000 N N N N N N MVW LLC N/A 55389RAC9 1334576.56000000 PA USD 1344418.93000000 0.100110796730 Long ABS-O CORP US Y 2 2044-10-20 Fixed 4.97000000 N N N N N N MVW LLC N/A 55389TAA9 36438.04000000 PA USD 35400.01000000 0.002636025963 Long ABS-O CORP US Y 2 2041-01-22 Fixed 1.14000000 N N N N N N MVW LLC N/A 55389TAB7 15638.64000000 PA USD 15194.65000000 0.001131454254 Long ABS-O CORP US Y 2 2041-01-22 Fixed 1.44000000 N N N N N N MVW LLC N/A 55400KAC9 376111.12000000 PA USD 359764.50000000 0.026789499855 Long ABS-O CORP US Y 2 2039-05-20 Fixed 2.23000000 N N N N N N MVW LLC N/A 55400UAC7 367616.14000000 PA USD 367773.30000000 0.027385867052 Long ABS-O CORP US Y 2 2039-11-21 Fixed 5.23000000 N N N N N N MVW LLC N/A 55400WAC3 264097.04000000 PA USD 272050.93000000 0.020257997522 Long ABS-O CORP US Y 2 2040-11-20 Fixed 7.06000000 N N N N N N Macquarie Group Ltd. ACMHD8HWFMFUIQQ8Y590 55607PAF2 140000.00000000 PA USD 138166.54000000 0.010288431747 Long DBT CORP AU Y 2 2027-09-23 Variable 1.62900000 N N N N N N Macquarie Group Ltd. ACMHD8HWFMFUIQQ8Y590 55608JBC1 380000.00000000 PA USD 380135.07000000 0.028306373760 Long DBT CORP AU Y 2 2028-06-21 Variable 4.09800000 N N N N N N Macquarie Bank Ltd. 4ZHCHI4KYZG2WVRT8631 55608PBM5 1000000.00000000 PA USD 1003700.79000000 0.074739564821 Long DBT CORP AU Y 2 2026-06-15 Fixed 5.20800000 N N N N N N Madison IAQ LLC 549300IXDNBXNHUPBU73 55760LAA5 346000.00000000 PA USD 341462.45000000 0.025426656200 Long DBT CORP US Y 2 2028-06-30 Fixed 4.12500000 N N N N N N Madison Park Funding XLIX Ltd. N/A 55820VAN3 1000000.00000000 PA USD 1001469.00000000 0.074573376835 Long ABS-CBDO CORP KY Y 2 2034-10-19 Floating 5.11763040 N N N N N N Madison Park Funding XLVI Ltd. N/A 55822AAY3 2475000.00000000 PA USD 2474646.08000000 0.184272019061 Long ABS-CBDO CORP KY Y 2 2034-10-15 Floating 5.17218840 N N N N N N Magnetite XXIII Ltd. 549300WG00K34O9YA435 55954NAS8 4500000.00000000 PA USD 4495144.50000000 0.334726391657 Long ABS-CBDO CORP KY Y 2 2035-01-25 Floating 4.63705920 N N N N N N Mariner Finance Issuance Trust N/A 567920AA1 1224000.00000000 PA USD 1245537.38000000 0.092747682055 Long ABS-O CORP US Y 2 2038-05-20 Fixed 4.98000000 N N N N N N Mariner Finance issuance Trust N/A 56847GAB9 250000.00000000 PA USD 257656.88000000 0.019186159138 Long ABS-O CORP US Y 2 2038-11-20 Fixed 5.33000000 N N N N N N Mariner Finance issuance Trust N/A 56847GAC7 244000.00000000 PA USD 252712.68000000 0.018817994283 Long ABS-O CORP US Y 2 2038-11-20 Fixed 5.73000000 N N N N N N Mariner Finance Issuance Trust N/A 56847JAA5 1500000.00000000 PA USD 1464606.15000000 0.109060416586 Long ABS-O CORP US Y 2 2036-11-20 Fixed 2.10000000 N N N N N N Mariner Finance Issuance Trust N/A 56847TAC9 1250000.00000000 PA USD 1268509.63000000 0.094458287432 Long ABS-O CORP US Y 2 2038-11-22 Fixed 5.19000000 N N N N N N Mariner Finance Issuance Trust N/A 56848DAA7 192000.00000000 PA USD 189675.92000000 0.014124025664 Long ABS-O CORP US Y 2 2036-03-20 Fixed 1.86000000 N N N N N N Marvell Technology, Inc. 254900WVU0BM7ZCJ9E93 573874AP9 670000.00000000 PA USD 700148.41000000 0.052135843665 Long DBT CORP US N 2 2029-02-15 Fixed 5.75000000 N N N N N N Marvell Technology, Inc. 254900WVU0BM7ZCJ9E93 573874AR5 310000.00000000 PA USD 316041.62000000 0.023533719789 Long DBT CORP US N 2 2030-07-15 Fixed 4.75000000 N N N N N N Masterbrand, Inc. 549300E0Y4BR5Z9RDZ64 57638PAA2 100000.00000000 PA USD 100643.30000000 0.007494301607 Long DBT CORP US Y 2 2032-07-15 Fixed 7.00000000 N N N N N N Matador Resources Co. 549300CI3Q2UUK5R4G79 576485AG1 155000.00000000 PA USD 158295.40000000 0.011787306961 Long DBT CORP US Y 2 2032-04-15 Fixed 6.50000000 N N N N N N Mauser Packaging Solutions Holding Co. 549300DNGHXL0OMHW304 57763RAE7 253000.00000000 PA USD 259008.75000000 0.019286824771 Long DBT CORP US Y 2 2030-04-15 Fixed 7.87500000 N N N N N N MFA Trust N/A 58004YAA7 579911.05000000 PA USD 580900.61000000 0.043256176769 Long ABS-MBS CORP US Y 2 2054-09-25 Variable 6.32999880 N N N N N N Medline Borrower LP N/A 58506DAA6 62000.00000000 PA USD 63982.26000000 0.004764374319 Long DBT CORP US Y 2 2029-04-01 Fixed 6.25000000 N N N N N N Mercedes-Benz Finance North America LLC 549300423Z16BB673J12 58769JBA4 1390000.00000000 PA USD 1435795.84000000 0.106915085973 Long DBT CORP US Y 2 2029-11-15 Fixed 5.10000000 N N N N N N Merchants Fleet Funding LLC 254900Z2OOQUA5IN2X83 588926AA3 87319.05000000 PA USD 87602.65000000 0.006523242786 Long ABS-O CORP US Y 2 2036-05-20 Fixed 7.21000000 N N N N N N Merchants Fleet Funding LLC 254900Z2OOQUA5IN2X83 588926AG0 1000000.00000000 PA USD 1011222.20000000 0.075299639014 Long ABS-O CORP US Y 2 2037-04-20 Fixed 5.95000000 N N N N N N Merchants Fleet Funding LLC 254900Z2OOQUA5IN2X83 588926AL9 2167000.00000000 PA USD 2184853.26000000 0.162692889632 Long ABS-O CORP US Y 2 2039-01-20 Fixed 4.49000000 N N N N N N Mercury Financial Credit Card Master Trust N/A 58940BAZ9 1281000.00000000 PA USD 1284666.09000000 0.095661361896 Long ABS-O CORP US Y 2 2029-07-20 Fixed 6.56000000 N N N N N N Mercury Financial Credit Card Master Trust N/A 58940BBK1 3020000.00000000 PA USD 3032504.61000000 0.225812390633 Long ABS-O CORP US Y 2 2032-02-20 Fixed 5.34000000 N N N N N N Met Tower Global Funding 635400OFJCY9IOGBGY57 58989V2F0 1000000.00000000 PA USD 1003713.89000000 0.074740540299 Long DBT CORP US Y 2 2026-06-20 Fixed 5.40000000 N N N N N N N/A N/A N/A 7660000.00000000 PA USD -106409.13000000 -0.00792364831 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 Markit CDX North American High Yield Index Series 45-V2 2I65BRAD7 Y Receipt of notional amount upon default event with regard to the reference instrument 2030-12-20 0.00000000 USD 481865.87000000 USD 7660000.00000000 USD -106409.13000000 N N N FirstEnergy Pennsylvania Electric Co. N/A 591894CE8 240000.00000000 PA USD 245439.83000000 0.018276428858 Long DBT CORP US Y 2 2028-04-01 Fixed 5.20000000 N N N N N N MFA Trust N/A 59319PAA4 1220000.00000000 PA USD 1227230.82000000 0.091384502569 Long ABS-MBS CORP US Y 2 2039-11-25 Variable 5.91300000 N N N N N N Stagwell Global LLC 984500904E015Z0C1F82 59565JAA9 272000.00000000 PA USD 250713.47000000 0.018669125131 Long DBT CORP US Y 2 2029-08-15 Fixed 5.62500000 N N N N N N Miter Brands Acquisition Holdco, Inc. N/A 60672JAA7 225000.00000000 PA USD 226867.73000000 0.016893476204 Long DBT CORP US Y 2 2032-04-01 Fixed 6.75000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822BY9 512000.00000000 PA USD 507281.87000000 0.037774231706 Long DBT CORP JP N 2 2027-07-20 Variable 1.53800000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822CC6 400000.00000000 PA USD 394516.27000000 0.029377255282 Long DBT CORP JP N 2 2028-01-19 Variable 2.34100000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822DK7 465000.00000000 PA USD 482420.65000000 0.035922966088 Long DBT CORP JP N 2 2031-04-24 Variable 5.15900000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822DN1 1760000.00000000 PA USD 1781141.82000000 0.132630925310 Long DBT CORP JP N 2 2031-09-12 Variable 4.52700000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822DS0 1780000.00000000 PA USD 1797179.37000000 0.133825145260 Long DBT CORP JP N 2 2032-01-14 Variable 4.50500000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YDH9 1425000.00000000 PA USD 1476348.51000000 0.109934799555 Long DBT CORP JP N 2 2031-05-13 Variable 5.09800000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YDL0 985000.00000000 PA USD 1004390.39000000 0.074790915188 Long DBT CORP JP N 2 2031-07-08 Variable 4.71100000 N N N N N N Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 61690U8B9 625000.00000000 PA USD 636212.21000000 0.047374899156 Long DBT CORP US N 2 2028-05-26 Variable 5.50400000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YEC5 335000.00000000 PA USD 331890.93000000 0.024713922638 Long DBT CORP US N 2 2027-07-20 Variable 1.51200000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YEK7 400000.00000000 PA USD 394676.59000000 0.029389193349 Long DBT CORP US N 2 2028-01-21 Variable 2.47500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YEV3 985000.00000000 PA USD 1020377.80000000 0.075981401514 Long DBT CORP US N 2 2028-10-18 Variable 6.29600000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFD2 565000.00000000 PA USD 577825.82000000 0.043027215640 Long DBT CORP US N 2 2029-04-20 Variable 5.16400000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFF7 600000.00000000 PA USD 618703.93000000 0.046071162783 Long DBT CORP US N 2 2029-07-20 Variable 5.44900000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFQ3 930000.00000000 PA USD 971336.31000000 0.072329576531 Long DBT CORP US N 2 2030-04-18 Variable 5.65600000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFU4 1510000.00000000 PA USD 1534647.85000000 0.114276000981 Long DBT CORP US N 2 2030-10-18 Variable 4.65400000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61748UAK8 2210000.00000000 PA USD 2213425.01000000 0.164820456116 Long DBT CORP US N 2 2029-10-18 Variable 4.13300000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61748UAR3 1900000.00000000 PA USD 1906647.04000000 0.141976544661 Long DBT CORP US N 2 2030-01-09 Variable 4.23800000 N N N N N N Morgan Stanley Private Bank NA 549300GS0W0TEUQS8571 61776NU43 3190000.00000000 PA USD 3205171.48000000 0.238669854582 Long DBT CORP US N 2 2030-02-08 Variable 4.21300000 N N N N N N Morgan Stanley Private Bank NA 549300GS0W0TEUQS8571 61776NZW6 2490000.00000000 PA USD 2505325.58000000 0.186556537018 Long DBT CORP US N 2 2031-11-19 Variable 4.46500000 N N N N N N Medline Borrower LP 254900QT3R363TVK6F09 62482BAA0 435000.00000000 PA USD 427827.46000000 0.031857739375 Long DBT CORP US Y 2 2029-04-01 Fixed 3.87500000 N N N N N N Medline Borrower LP 254900QT3R363TVK6F09 62482BAB8 170000.00000000 PA USD 169986.50000000 0.012657872906 Long DBT CORP US Y 2 2029-10-01 Fixed 5.25000000 N N N N N N Multi-Family Connecticut Avenue Securities Trust 549300HG8ZEWVWVSN227 62547NAB5 500228.62000000 PA USD 507879.92000000 0.037818764895 Long ABS-MBS CORP US Y 2 2049-10-25 Floating 7.03168920 N N N N N N Multi-Family Connecticut Avenue Securities Trust 5493002KQF9IH3CTQZ40 62548QAD3 1627366.07000000 PA USD 1651470.29000000 0.122975065896 Long ABS-MBS CORP US Y 2 2050-03-25 Floating 7.53168960 N N N N N N Mutual of Omaha Cos. Global Funding 635400AL5J3F1ZPTAN95 62829D2H2 2990000.00000000 PA USD 3006947.71000000 0.223909321907 Long DBT CORP US Y 2 2031-01-13 Fixed 4.54600000 N N N N N N MVW LLC N/A 62847RAB3 700687.27000000 PA USD 716116.47000000 0.053324889112 Long ABS-O CORP US Y 2 2043-02-20 Fixed 5.51000000 N N N N N N NCR Voyix Corp. 549300YKTY8JX1DV2R67 62886EAY4 197000.00000000 PA USD 193573.13000000 0.014414227468 Long DBT CORP US Y 2 2028-10-01 Fixed 5.00000000 N N N N N N NCR Voyix Corp. 549300YKTY8JX1DV2R67 62886EBA5 14000.00000000 PA USD 13736.28000000 0.001022858206 Long DBT CORP US Y 2 2029-04-15 Fixed 5.12500000 N N N N N N NMABS Issuer I LLC N/A 629174AA1 1252216.88000000 PA USD 1254640.92000000 0.093425567960 Long ABS-O CORP US Y 2 2055-11-22 Fixed 5.14000000 N N N N N N NGL Energy Operating LLC N/A 62922LAC2 160000.00000000 PA USD 165818.88000000 0.012347535295 Long DBT CORP US Y 2 2029-02-15 Fixed 8.12500000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377CH3 347000.00000000 PA USD 348210.68000000 0.025929156326 Long DBT CORP US Y 2 2029-06-15 Fixed 5.25000000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377CQ3 86000.00000000 PA USD 82886.13000000 0.006172031892 Long DBT CORP US Y 2 2029-02-15 Fixed 3.37500000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377CW0 235000.00000000 PA USD 240690.17000000 0.017922750227 Long DBT CORP US Y 2 2033-02-01 Fixed 6.00000000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377DC3 190000.00000000 PA USD 192604.14000000 0.014342072607 Long DBT CORP US Y 2 2034-01-15 Fixed 5.75000000 N N N N N N NXP BV N/A 62954HBF4 1860000.00000000 PA USD 1872446.54000000 0.139429838997 Long DBT CORP US N 2 2028-08-19 Fixed 4.30000000 N N N N N N NRM FNT1 Excess LLC N/A 62956YAA7 920135.92000000 PA USD 940859.04000000 0.070060117426 Long ABS-O CORP US Y 2 2031-11-25 Variable 7.39800000 N N N N N N National Bank of Canada BSGEFEIOM18Y80CKCV46 63307A2X2 1620000.00000000 PA USD 1692113.68000000 0.126001534851 Long DBT CORP CA N 2 2028-12-18 Fixed 5.60000000 N N N N N N National Bank of Canada BSGEFEIOM18Y80CKCV46 63307A3B9 1000000.00000000 PA USD 1016370.05000000 0.075682968461 Long DBT CORP CA N 2 2029-10-10 Fixed 4.50000000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAF4 2590000.00000000 PA USD 2564348.30000000 0.190951604205 Long DBT CORP GB Y 2 2028-02-16 Variable 2.97200000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAK3 1000000.00000000 PA USD 1033359.20000000 0.076948048344 Long DBT CORP GB Y 2 2029-07-29 Fixed 5.12700000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAM9 990000.00000000 PA USD 1001671.48000000 0.074588454303 Long DBT CORP GB Y 2 2029-07-14 Variable 4.64900000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAP2 1725000.00000000 PA USD 1737751.53000000 0.129399911222 Long DBT CORP GB Y 2 2030-09-30 Fixed 4.35100000 N N N N N N NCR Atleos Corp. 9845005FC3S0VA714741 638962AA8 200000.00000000 PA USD 214780.40000000 0.015993405393 Long DBT CORP US Y 2 2029-04-01 Fixed 9.50000000 N N N N N N NatWest Group plc 2138005O9XJIJN4JPN90 639057AS7 3500000.00000000 PA USD 3588224.40000000 0.267193503093 Long DBT CORP GB N 2 2030-08-15 Variable 4.96400000 N N N N N N NatWest Group plc 2138005O9XJIJN4JPN90 639057AV0 750000.00000000 PA USD 773489.99000000 0.057597150288 Long DBT CORP GB N 2 2031-05-23 Variable 5.11500000 N N N N N N NatWest Markets plc RR3QWICWWIPCS8A4S074 63906YAH1 745000.00000000 PA USD 759009.90000000 0.056518905022 Long DBT CORP GB Y 2 2027-05-17 Fixed 5.41600000 N N N N N N NatWest Markets plc RR3QWICWWIPCS8A4S074 63906YAJ7 805000.00000000 PA USD 838295.15000000 0.062422801025 Long DBT CORP GB Y 2 2029-05-17 Fixed 5.41000000 N N N N N N Neuberger Berman Loan Advisers CLO 42 Ltd. 549300LGCRX4YI1JNS93 64133WAQ8 1750000.00000000 PA USD 1751597.75000000 0.130430955999 Long ABS-CBDO CORP KY Y 2 2036-07-16 Floating 5.07112920 N N N N N N Neuberger Berman Loan Advisers CLO 41 Ltd. 549300RYH1PYRU661D66 64134BAL4 1140000.00000000 PA USD 1143309.42000000 0.085135380342 Long ABS-CBDO CORP KY Y 2 2034-04-15 Floating 5.17218840 N N N N N N New Residential Mortgage Loan Trust N/A 64831KAC0 650000.00000000 PA USD 638082.25000000 0.047514149794 Long ABS-O CORP US Y 2 2039-02-17 Fixed 2.84900000 N N N N N N New Residential Mortgage Loan Trust N/A 64831KAJ5 520000.00000000 PA USD 508984.79000000 0.037901037923 Long ABS-O CORP US Y 2 2039-02-17 Fixed 3.55000000 N N N N N N New Residential Mortgage Loan Trust 213800CVLC5IFCJL6C96 64831PAA3 255000.00000000 PA USD 255634.31000000 0.019035550507 Long ABS-MBS CORP US Y 2 2039-03-25 Variable 6.66399960 N N N N N N NRM FHT1 Excess Owner LLC N/A 64832EAA7 838553.01000000 PA USD 854231.44000000 0.063609480752 Long ABS-MBS CORP US Y 2 2032-03-25 Variable 6.54500160 N N N N N N Newell Brands, Inc. 549300LWGYFM1TVO1Z12 651229BC9 125000.00000000 PA USD 126818.83000000 0.009443435991 Long DBT CORP US N 2 2027-09-15 Fixed 6.37500000 N N N N N N Newell Brands, Inc. 549300LWGYFM1TVO1Z12 651229BD7 155000.00000000 PA USD 157415.37000000 0.011721776417 Long DBT CORP US N 2 2029-09-15 Fixed 6.62500000 N N N N N N Newell Brands, Inc. 549300LWGYFM1TVO1Z12 651229BE5 105000.00000000 PA USD 104995.04000000 0.007818349528 Long DBT CORP US N 2 2032-05-15 Fixed 6.62500000 N N N N N N Nexstar Media, Inc. 5493006PK6I4I2OOT688 65336YAN3 195000.00000000 PA USD 194044.68000000 0.014449340962 Long DBT CORP US Y 2 2028-11-01 Fixed 4.75000000 N N N N N N Nexstar Media, Inc. 5493006PK6I4I2OOT688 65343HAA9 322000.00000000 PA USD 322030.27000000 0.023979658558 Long DBT CORP US Y 2 2027-07-15 Fixed 5.62500000 N N N N N N Noble Finance II LLC N/A 65505PAA5 130000.00000000 PA USD 135306.60000000 0.010075469205 Long DBT CORP US Y 2 2030-04-15 Fixed 8.00000000 N N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 65559CAE1 500000.00000000 PA USD 493227.38000000 0.036727678314 Long DBT CORP FI Y 2 2026-09-30 Fixed 1.50000000 N N N N N N Nordstrom, Inc. 549300S3IZB5P35KNV16 655664AT7 64000.00000000 PA USD 61621.69000000 0.004588596860 Long DBT CORP US N 2 2030-04-01 Fixed 4.37500000 N N N N N N NOVA Chemicals Corp. 549300ZOD6N7RI2FJP09 66977WAS8 77000.00000000 PA USD 75555.69000000 0.005626178086 Long DBT CORP CA Y 2 2029-05-15 Fixed 4.25000000 N N N N N N NOVA Chemicals Corp. 549300ZOD6N7RI2FJP09 66977WAT6 315000.00000000 PA USD 329767.20000000 0.024555781230 Long DBT CORP CA Y 2 2028-11-15 Fixed 8.50000000 N N N N N N NOVA Chemicals Corp. 549300ZOD6N7RI2FJP09 66977WAU3 75000.00000000 PA USD 79676.78000000 0.005933050888 Long DBT CORP CA Y 2 2030-02-15 Fixed 9.00000000 N N N N N N AMSR Trust N/A 66981YAG4 800000.00000000 PA USD 774238.32000000 0.057652873925 Long ABS-O CORP US Y 2 2039-10-17 Fixed 4.00000000 N N N N N N AMSR Trust N/A 66982FAE9 400000.00000000 PA USD 393249.28000000 0.029282910152 Long ABS-O CORP US Y 2 2038-12-17 Fixed 2.96600000 N N N N N N Novelis Corp. 549300G5F3W3B52WYL23 670001AE6 142000.00000000 PA USD 137221.70000000 0.010218075191 Long DBT CORP US Y 2 2030-01-30 Fixed 4.75000000 N N N N N N NuStar Logistics LP N62BF2PKP51FIIOIUN20 67059TAE5 105000.00000000 PA USD 106005.27000000 0.007893575284 Long DBT CORP US N 2 2027-04-28 Fixed 5.62500000 N N N N N N NuStar Logistics LP N62BF2PKP51FIIOIUN20 67059TAH8 180000.00000000 PA USD 189511.56000000 0.014111786763 Long DBT CORP US N 2 2030-10-01 Fixed 6.37500000 N N N N N N OnDeck Asset Securitization Trust IV LLC N/A 67108SAD0 1500000.00000000 PA USD 1511827.65000000 0.112576717854 Long ABS-O CORP US Y 2 2031-10-17 Fixed 4.98000000 N N N N N N OCP Aegis CLO Ltd. N/A 67120EAA1 1500000.00000000 PA USD 1500564.00000000 0.111737981542 Long ABS-CBDO CORP JE Y 2 2037-01-16 Floating 4.89112920 N N N N N N Chord Energy Corp. 529900FA4V2YNIKZ0M71 674215AN8 75000.00000000 PA USD 77894.63000000 0.005800344889 Long DBT CORP US Y 2 2033-03-15 Fixed 6.75000000 N N N N N N Octane Receivables Trust N/A 67571BAD5 500000.00000000 PA USD 517849.80000000 0.038561161932 Long ABS-O CORP US Y 2 2030-03-20 Fixed 7.76000000 N N N N N N ON Semiconductor Corp. ZV20P4CNJVT8V1ZGJ064 682189AQ8 125000.00000000 PA USD 122363.58000000 0.009111680303 Long DBT CORP US Y 2 2028-09-01 Fixed 3.87500000 N N N N N N 1011778 BC ULC N/A 68245XAH2 76000.00000000 PA USD 75040.07000000 0.005587782964 Long DBT CORP CA Y 2 2028-01-15 Fixed 3.87500000 N N N N N N OneMain Finance Corp. 5493008I795YYBFWFU90 682691AH3 205000.00000000 PA USD 209279.58000000 0.015583792392 Long DBT CORP US N 2 2029-05-15 Fixed 6.62500000 N N N N N N OLIT N/A 68278FAA6 828243.53000000 PA USD 812463.17000000 0.060499248744 Long ABS-MBS CORP US Y 3 2038-11-25 Variable 2.99999880 N N N N N N Oportun Issuance Trust N/A 68377GAA4 466817.77000000 PA USD 458852.32000000 0.034167974216 Long ABS-O CORP US Y 2 2031-05-08 Fixed 1.47000000 N N N N N N Oportun Issuance Trust N/A 68377GAB2 93363.55000000 PA USD 91902.99000000 0.006843463258 Long ABS-O CORP US Y 2 2031-05-08 Fixed 1.96000000 N N N N N N Oportun Funding Trust N/A 68377NAB7 2092000.00000000 PA USD 2094810.39000000 0.155987938330 Long ABS-O CORP US Y 2 2029-08-15 Fixed 5.48000000 N N N N N N Oportun Issuance Trust N/A 68378RAB7 1250000.00000000 PA USD 1253117.50000000 0.093312128030 Long ABS-O CORP US Y 2 2033-07-08 Fixed 4.93000000 N N N N N N Oportun Issuance Trust N/A 68378RAC5 750000.00000000 PA USD 751227.45000000 0.055939392749 Long ABS-O CORP US Y 2 2033-07-08 Fixed 5.18000000 N N N N N N Oportun Issuance Trust N/A 68379HAC6 768000.00000000 PA USD 774124.95000000 0.057644431943 Long ABS-O CORP US Y 2 2033-02-08 Fixed 5.80000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XDX0 4360000.00000000 PA USD 4351069.28000000 0.323997976026 Long DBT CORP US N 2 2031-02-04 Fixed 4.95000000 N N N N N N Oportun Issuance Trust N/A 68390VAC0 933000.00000000 PA USD 939239.53000000 0.069939522250 Long ABS-O CORP US Y 2 2034-01-09 Fixed 5.45000000 N N N N N N Outfront Media Capital LLC N/A 69007TAE4 180000.00000000 PA USD 176614.20000000 0.013151397887 Long DBT CORP US Y 2 2029-01-15 Fixed 4.25000000 N N N N N N Outfront Media Capital LLC N/A 69007TAG9 75000.00000000 PA USD 78846.94000000 0.005871257691 Long DBT CORP US Y 2 2031-02-15 Fixed 7.37500000 N N N N N N Accendra Health, Inc. 549300LMT5KQQXCEZ733 690732AF9 145000.00000000 PA USD 91935.06000000 0.006845851318 Long DBT CORP US Y 2 2029-03-31 Fixed 4.50000000 N N N N N N Owens-Brockway Glass Container, Inc. V2UQUCDZJ9WY98W8QU33 69073TAT0 177000.00000000 PA USD 177126.38000000 0.013189536853 Long DBT CORP US Y 2 2027-05-13 Fixed 6.62500000 N N N N N N PG&E Corp. 8YQ2GSDWYZXO2EDN3511 69331CAH1 170000.00000000 PA USD 169550.62000000 0.012625415542 Long DBT CORP US N 2 2028-07-01 Fixed 5.00000000 N N N N N N PRET LLC 2549002NGM9N1GT2FK83 69383TAA6 2979310.69000000 PA USD 2979917.28000000 0.221896528258 Long ABS-MBS CORP US Y 2 2056-01-25 Variable 5.17960080 N N N N N N Islamic Republic of Pakistan 529900LOP29R5WKHOD86 695847AT0 1100000.00000000 PA USD 1086250.00000000 0.080886508306 Long DBT NUSS PK Y 2 2031-04-08 Fixed 7.37500000 N N N N N N Republic of Panama 549300SHS4T08CL0LP14 698299CC6 200000.00000000 PA USD 200855.00000000 0.014956464557 Long DBT NUSS PA N 2 2038-02-23 Fixed 5.66200000 N N N N N N FirstEnergy Pennsylvania Electric Co. N/A 708696CA5 225000.00000000 PA USD 225123.68000000 0.016763607284 Long DBT CORP US Y 2 2026-03-30 Fixed 5.15000000 N N N N N N Penske Automotive Group, Inc. 549300W7UTQ0M4C7LB15 70959WAK9 64000.00000000 PA USD 61896.04000000 0.004609026056 Long DBT CORP US N 2 2029-06-15 Fixed 3.75000000 N N N N N N Permian Resources Operating LLC 5493004CTVUMQLRPOE23 71424VAA8 390000.00000000 PA USD 409323.33000000 0.030479848038 Long DBT CORP US Y 2 2032-01-15 Fixed 7.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71643VAB1 1250000.00000000 PA USD 1253625.00000000 0.093349918504 Long DBT NUSS MX N 2 2032-02-16 Fixed 6.70000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDC3 900000.00000000 PA USD 922500.00000000 0.068693030069 Long DBT NUSS MX N 2 2030-01-23 Fixed 6.84000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDL3 200000.00000000 PA USD 215176.00000000 0.016022863347 Long DBT NUSS MX N 2 2029-06-02 Fixed 8.75000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDP4 1150000.00000000 PA USD 1347174.17000000 0.100315962892 Long DBT NUSS MX N 2 2033-02-07 Fixed 10.00000000 N N N N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446AQ7 171000.00000000 PA USD 167383.18000000 0.012464019313 Long DBT CORP US Y 2 2030-04-15 Fixed 4.62500000 N N N N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446AU8 125000.00000000 PA USD 128587.13000000 0.009575110664 Long DBT CORP US Y 2 2032-02-15 Fixed 6.25000000 N N N N N N PowerPay Issuance Trust N/A 73934RAA6 452520.62000000 PA USD 468446.45000000 0.034882391409 Long ABS-O CORP US Y 2 2039-02-18 Fixed 6.53000000 N N N N N N Prestige Brands, Inc. 549300JBVP4J6D42I235 74112BAL9 94000.00000000 PA USD 93931.77000000 0.006994534310 Long DBT CORP US Y 2 2028-01-15 Fixed 5.12500000 N N N N N N Prime Security Services Borrower LLC N/A 74166MAC0 8000.00000000 PA USD 8015.99000000 0.000596902593 Long DBT CORP US Y 2 2026-04-15 Fixed 5.75000000 N N N N N N ADT Security Corp. (The) 5493009JEEDYLVRA0J13 74166NAA2 100000.00000000 PA USD 97007.77000000 0.007223585540 Long DBT CORP US Y 2 2032-07-15 Fixed 4.87500000 N N N N N N Primo Water Holdings, Inc. N/A 74168RAC7 110000.00000000 PA USD 109980.26000000 0.008189568896 Long DBT CORP US Y 2 2029-04-01 Fixed 6.25000000 N N N N N N PRM7 Trust N/A 74290HAA4 1132000.00000000 PA USD 1129518.66000000 0.084108465338 Long ABS-MBS CORP US Y 2 2042-11-10 Variable 4.36338000 N N N N N N PRM7 Trust N/A 74290HAC0 1088000.00000000 PA USD 1087750.63000000 0.080998251202 Long ABS-MBS CORP US Y 2 2042-11-10 Variable 4.65239880 N N N N N N PRM7 Trust N/A 74290HAG1 734000.00000000 PA USD 740957.51000000 0.055174652048 Long ABS-MBS CORP US Y 2 2042-11-10 Variable 5.66133120 N N N N N N Progress Residential Trust N/A 74290XAC5 1697000.00000000 PA USD 1643511.07000000 0.122382390623 Long ABS-O CORP US Y 2 2041-04-17 Variable 3.39999840 N N N N N N Progress Residential Trust N/A 74331QAG2 1125000.00000000 PA USD 1092283.99000000 0.081335823272 Long ABS-O CORP US Y 2 2041-02-17 Fixed 3.75000000 N N N N N N Progress Residential Trust N/A 74331UAG3 562000.00000000 PA USD 558266.30000000 0.041570735753 Long ABS-O CORP US Y 2 2039-04-17 Fixed 4.45000000 N N N N N N Progress Residential Trust N/A 74333TAJ8 350000.00000000 PA USD 345083.76000000 0.025696313389 Long ABS-O CORP US Y 2 2038-10-17 Fixed 2.38200000 N N N N N N Progress Residential N/A 74333VAJ3 200000.00000000 PA USD 198918.08000000 0.014812233767 Long ABS-O CORP US Y 2 2026-05-17 Fixed 2.53800000 N N N N N N Progress Residential Trust N/A 74333YAG3 1000000.00000000 PA USD 969106.50000000 0.072163535983 Long ABS-O CORP US Y 2 2041-02-17 Fixed 3.65400000 N N N N N N Progress Residential Trust N/A 74334EAC5 1950000.00000000 PA USD 1885632.26000000 0.140411700309 Long ABS-O CORP US Y 2 2042-12-17 Fixed 4.00000000 N N N N N N Progress Residential Trust N/A 74334EAG6 1563000.00000000 PA USD 1482643.20000000 0.110403527283 Long ABS-O CORP US Y 2 2042-12-17 Fixed 4.00000000 N N N N N N Progress Residential Trust N/A 74334GAE6 1241344.52000000 PA USD 1183112.30000000 0.088099261570 Long ABS-O CORP US Y 2 2042-04-17 Fixed 3.55500000 N N N N N N Progress Residential Trust N/A 74334GAG1 1990929.46000000 PA USD 1879785.03000000 0.139976292237 Long ABS-O CORP US Y 2 2042-04-17 Fixed 3.55500000 N N N N N N Progress Residential Trust N/A 74334HAC8 2355000.00000000 PA USD 2285463.44000000 0.170184724992 Long ABS-O CORP US Y 2 2043-02-17 Fixed 4.00000000 N N N N N N Progress Residential Trust N/A 74334HAG9 750000.00000000 PA USD 713559.98000000 0.053134522669 Long ABS-O CORP US Y 2 2043-02-17 Fixed 4.00000000 N N N N N N Progress Residential Trust N/A 74334NAG6 1500000.00000000 PA USD 1429992.90000000 0.106482975911 Long ABS-O CORP US Y 2 2042-02-17 Fixed 3.65000000 N N N N N N Purewest ABS Issuer LLC 254900N011GHBESCKS35 74628AAB0 990232.54000000 PA USD 1015384.45000000 0.075609576754 Long ABS-O CORP US Y 3 2040-04-05 Fixed 6.53100000 N N N N N N Qnity Electronics, Inc. 254900RSUG4J9TFFZX53 74743LAA8 235000.00000000 PA USD 240444.13000000 0.017904429107 Long DBT CORP US Y 2 2032-08-15 Fixed 5.75000000 N N N N N N QXO Building Products, Inc. 549300HDXQWWCBOYXP31 74825NAA5 90000.00000000 PA USD 93214.44000000 0.006941119056 Long DBT CORP US Y 2 2032-04-30 Fixed 6.75000000 N N N N N N Rocket Mortgage LLC N/A 74841CAA9 224000.00000000 PA USD 215817.48000000 0.016070630507 Long DBT CORP US Y 2 2029-03-01 Fixed 3.62500000 N N N N N N Quikrete Holdings, Inc. 5493007KIN86DIZWZT22 74843PAA8 425000.00000000 PA USD 441701.65000000 0.032890866910 Long DBT CORP US Y 2 2032-03-01 Fixed 6.37500000 N N N N N N RCKT Mortgage Trust N/A 749349AA4 1203453.61000000 PA USD 1210464.45000000 0.090136011773 Long ABS-O CORP US Y 2 2055-11-25 Variable 5.02700040 N N N N N N RCKTL N/A 74939HAB9 2000000.00000000 PA USD 2005197.60000000 0.149315012500 Long ABS-O CORP US Y 2 2034-11-27 Fixed 4.60000000 N N N N N N RCKT Mortgage Trust N/A 74940EAA5 4000009.00000000 PA USD 4003602.21000000 0.298124191866 Long ABS-O CORP US Y 2 2056-02-01 Variable 4.76200080 N N N N N N RCKT Mortgage Trust N/A 749414AA6 2542733.39000000 PA USD 2553192.67000000 0.190120911493 Long ABS-O CORP US Y 2 2044-10-25 Variable 5.15800080 N N N N N N RHP Hotel Properties LP N/A 749571AG0 110000.00000000 PA USD 108488.48000000 0.008078485006 Long DBT CORP US Y 2 2029-02-15 Fixed 4.50000000 N N N N N N RHP Hotel Properties LP N/A 749571AK1 545000.00000000 PA USD 563953.47000000 0.041994225119 Long DBT CORP US Y 2 2032-04-01 Fixed 6.50000000 N N N N N N ROCK Trust N/A 74970WAA8 1504746.00000000 PA USD 1557346.80000000 0.115966255350 Long ABS-MBS CORP US Y 2 2041-11-13 Fixed 5.38834000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 74977RDN1 535000.00000000 PA USD 533407.11000000 0.039719621296 Long DBT CORP NL Y 2 2028-04-06 Variable 3.64900000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 74977RDV3 2630000.00000000 PA USD 2709896.74000000 0.201789721674 Long DBT CORP NL Y 2 2031-05-27 Variable 4.99000000 N N N N N N Range Resources Corp. H3Y3WLYCX0BTO1TRW162 75281ABK4 49000.00000000 PA USD 48510.39000000 0.003612277158 Long DBT CORP US Y 2 2030-02-15 Fixed 4.75000000 N N N N N N RTX Corp. I07WOS4YJ0N7YRFE7309 75513ECT6 850000.00000000 PA USD 859644.10000000 0.064012529008 Long DBT CORP US N 2 2026-11-08 Fixed 5.75000000 N N N N N N Reach ABS Trust N/A 75526XAB0 1771000.00000000 PA USD 1774215.60000000 0.132115171338 Long ABS-O CORP US Y 2 2033-02-15 Fixed 4.37000000 N N N N N N Reach ABS Trust N/A 75526XAC8 1400000.00000000 PA USD 1407488.60000000 0.104807215958 Long ABS-O CORP US Y 2 2033-02-15 Fixed 4.80000000 N N N N N N Anywhere Real Estate Group LLC N/A 75606DAL5 254000.00000000 PA USD 250383.32000000 0.018644540845 Long DBT CORP US Y 2 2029-01-15 Fixed 5.75000000 N N N N N N Regional Management Issuance Trust N/A 758983AA8 1500000.00000000 PA USD 1528500.90000000 0.113818274563 Long ABS-O CORP US Y 2 2036-07-15 Fixed 5.83000000 N N N N N N Republic Finance Issuance Trust N/A 76041RAA9 1304000.00000000 PA USD 1316659.23000000 0.098043698728 Long ABS-O CORP US Y 2 2032-08-20 Fixed 5.91000000 N N N N N N Republic Finance Issuance Trust N/A 76042FAA4 2540000.00000000 PA USD 2564038.81000000 0.190928558345 Long ABS-O CORP US Y 2 2034-11-20 Fixed 4.59000000 N N N N N N Republic Finance Issuance Trust N/A 76042GAA2 1513000.00000000 PA USD 1545335.53000000 0.115071848270 Long ABS-O CORP US Y 2 2037-11-20 Fixed 5.42000000 N N N N N N RingCentral, Inc. 549300C8EH0H1614VE84 76680RAJ6 125000.00000000 PA USD 131254.50000000 0.009773733675 Long DBT CORP US Y 2 2030-08-15 Fixed 8.50000000 N N N N N N RB Global Holdings, Inc. 254900LH3N0EGB1LQ203 76774LAC1 170000.00000000 PA USD 176743.05000000 0.013160992572 Long DBT CORP US Y 2 2031-03-15 Fixed 7.75000000 N N N N N N Roc Mortgage Trust N/A 77119RAA4 185000.00000000 PA USD 185976.58000000 0.013848558051 Long ABS-MBS CORP US Y 2 2040-02-25 Variable 5.62500000 N N N N N N Rocket Cos., Inc. N/A 77311WAA9 195000.00000000 PA USD 200061.03000000 0.014897342384 Long DBT CORP US Y 2 2030-08-01 Fixed 6.12500000 N N N N N N Rocket Mortgage LLC N/A 77313LAA1 77000.00000000 PA USD 76055.82000000 0.005663419761 Long DBT CORP US Y 2 2026-10-15 Fixed 2.87500000 N N N N N N Rocket Mortgage LLC N/A 77313LAB9 5000.00000000 PA USD 4601.29000000 0.000342630409 Long DBT CORP US Y 2 2033-10-15 Fixed 4.00000000 N N N N N N Rockies Express Pipeline LLC W2ZGZGZKY5GGNY6F3V51 77340RAR8 160000.00000000 PA USD 160012.64000000 0.011915179502 Long DBT CORP US Y 2 2029-07-15 Fixed 4.95000000 N N N N N N NatWest Group plc 2138005O9XJIJN4JPN90 780097BA8 500000.00000000 PA USD 500314.42000000 0.037255407584 Long DBT CORP GB N 2 2026-04-05 Fixed 4.80000000 N N N N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 780153BU5 75000.00000000 PA USD 78213.50000000 0.005824089222 Long DBT CORP LR Y 2 2032-03-15 Fixed 6.25000000 N N N N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 780153BV3 150000.00000000 PA USD 155391.03000000 0.011571035985 Long DBT CORP LR Y 2 2033-02-01 Fixed 6.00000000 N N N N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 780153BW1 80000.00000000 PA USD 82463.74000000 0.006140579047 Long DBT CORP LR Y 2 2031-09-30 Fixed 5.62500000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78017DAK4 3430000.00000000 PA USD 3470878.53000000 0.258455461493 Long DBT CORP CA N 2 2029-08-06 Variable 4.49800000 N N N N N N SCF Equipment Leasing LLC N/A 783896AD5 1083000.00000000 PA USD 1125859.18000000 0.083835965859 Long ABS-O CORP US Y 2 2032-04-20 Fixed 5.56000000 N N N N N N SCF Equipment Leasing LLC N/A 783896AE3 443000.00000000 PA USD 462706.37000000 0.034454962154 Long ABS-O CORP US Y 2 2032-09-20 Fixed 5.82000000 N N N N N N SG Commercial Mortgage Securities Trust 549300SZQW4U3UN4A157 78419CAK0 225000.00000000 PA USD 217124.60000000 0.016167963877 Long ABS-MBS CORP US N 2 2048-10-10 Fixed 3.93300000 N N N N N N SBNA Auto Receivables Trust N/A 78437PAG8 1250000.00000000 PA USD 1282693.50000000 0.095514474975 Long ABS-O CORP US Y 2 2030-04-15 Fixed 6.04000000 N N N N N N SCF Equipment Leasing LLC N/A 78439XAC8 1080000.00000000 PA USD 1092368.92000000 0.081342147499 Long ABS-O CORP US Y 2 2036-06-20 Fixed 4.33000000 N N N N N N SCF Equipment Leasing LLC N/A 78439XAE4 750000.00000000 PA USD 766087.13000000 0.057045903801 Long ABS-O CORP US Y 2 2036-06-20 Fixed 4.82000000 N N N N N N SCF Equipment Leasing LLC N/A 78439XAF1 210000.00000000 PA USD 214110.37000000 0.015943512286 Long ABS-O CORP US Y 2 2036-06-20 Fixed 5.33000000 N N N N N N SCF Equipment Leasing LLC N/A 78439XAG9 235000.00000000 PA USD 244328.65000000 0.018193685963 Long ABS-O CORP US Y 2 2036-06-20 Fixed 6.21000000 N N N N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 78454LAP5 84000.00000000 PA USD 84060.98000000 0.006259515909 Long DBT CORP US N 2 2027-01-15 Fixed 6.62500000 N N N N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 78454LAW0 160000.00000000 PA USD 160904.96000000 0.011981625209 Long DBT CORP US N 2 2028-07-15 Fixed 6.50000000 N N N N N N SMRT N/A 78457JAN2 350000.00000000 PA USD 349562.50000000 0.026029818236 Long ABS-MBS CORP US Y 2 2039-01-15 Floating 6.36000120 N N N N N N SS&C Technologies, Inc. 549300KY09TR3J12JU49 78466CAC0 295000.00000000 PA USD 294556.35000000 0.021933840875 Long DBT CORP US Y 2 2027-09-30 Fixed 5.50000000 N N N N N N SS&C Technologies, Inc. 549300KY09TR3J12JU49 78466CAD8 160000.00000000 PA USD 163080.32000000 0.012143611192 Long DBT CORP US Y 2 2032-06-01 Fixed 6.50000000 N N N N N N STWD Mortgage Trust N/A 78486EAJ7 400000.00000000 PA USD 398754.52000000 0.029692852284 Long ABS-MBS CORP KY Y 2 2036-11-15 Floating 5.42999880 N N N N N N Saavi Energia Sarl 254900A2V0IO8K56UH35 78518PAA3 200000.00000000 PA USD 219702.80000000 0.016359946934 Long DBT CORP LU Y 2 2035-02-10 Fixed 8.87500000 N N N N N N Santander Bank Auto Credit-Linked Notes N/A 80280BAC2 1226399.38000000 PA USD 1236478.54000000 0.092073124691 Long ABS-O CORP US Y 2 2033-01-18 Fixed 5.14100000 N N N N N N Santander UK Group Holdings plc 549300F5XIFGNNW4CF72 80281LAX3 1290000.00000000 PA USD 1294481.64000000 0.096392266905 Long DBT CORP GB N 2 2029-09-22 Variable 4.32000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286FAE3 938976.89000000 PA USD 943586.61000000 0.070263223169 Long ABS-O CORP US N 2 2029-11-15 Fixed 5.00000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80287DAE7 928000.00000000 PA USD 960257.28000000 0.071504587760 Long ABS-O CORP US N 2 2031-03-17 Fixed 6.40000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80287NAF2 1500000.00000000 PA USD 1538966.10000000 0.114597555103 Long ABS-O CORP US N 2 2031-05-15 Fixed 5.47000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80288FAF8 656000.00000000 PA USD 658792.85000000 0.049056343690 Long ABS-O CORP US N 2 2032-04-15 Fixed 4.75000000 N N N N N N Santander Bank Auto Credit-Linked Notes N/A 80290CCK8 592893.44000000 PA USD 600750.29000000 0.044734263127 Long ABS-O CORP US Y 2 2032-06-15 Fixed 5.81800000 N N N N N N Santander Drive Auto Receivables Trust N/A 802918AF9 500000.00000000 PA USD 505686.80000000 0.037655456431 Long ABS-O CORP US N 2 2031-02-18 Fixed 5.69000000 N N N N N N Santander Drive Auto Receivables Trust N/A 802919AF7 675000.00000000 PA USD 689108.11000000 0.051313738884 Long ABS-O CORP US N 2 2031-12-15 Fixed 5.32000000 N N N N N N Santander Drive Auto Receivables Trust N/A 802920AG3 2016000.00000000 PA USD 2046387.77000000 0.152382196875 Long ABS-O CORP US N 2 2032-02-17 Fixed 5.14000000 N N N N N N Santander Drive Auto Receivables Trust N/A 802923AD4 760000.00000000 PA USD 766358.31000000 0.057066096945 Long ABS-O CORP US N 2 2032-01-15 Fixed 4.27000000 N N N N N N Santander Drive Auto Receivables Trust N/A 802923AF9 425000.00000000 PA USD 430114.03000000 0.032028006499 Long ABS-O CORP US N 2 2032-01-15 Fixed 4.95000000 N N N N N N Santander Drive Auto Receivables Trust N/A 802927AF0 2000000.00000000 PA USD 2056063.80000000 0.153102712669 Long ABS-O CORP US N 2 2031-12-15 Fixed 6.04000000 N N N N N N Scotts Miracle-Gro Co. (The) 2TH9E0JTOUXOEGI2R879 810186AS5 513000.00000000 PA USD 507411.79000000 0.037783906068 Long DBT CORP US N 2 2029-10-15 Fixed 4.50000000 N N N N N N Scripps Escrow II, Inc. N/A 81105DAA3 36000.00000000 PA USD 33958.34000000 0.002528673464 Long DBT CORP US Y 2 2029-01-15 Fixed 3.87500000 N N N N N N SDR Commercial Mortgage Trust N/A 811304AA2 804000.00000000 PA USD 803497.50000000 0.059831629190 Long ABS-MBS CORP US Y 2 2039-05-15 Floating 5.05130040 N N N N N N SDR Commercial Mortgage Trust N/A 811304AE4 1008000.00000000 PA USD 1008008.77000000 0.075060354197 Long ABS-MBS CORP US Y 2 2039-05-15 Floating 5.40079920 N N N N N N Seagate Data Storage Technology Pte. Ltd. N/A 81180LAM7 43000.00000000 PA USD 45371.84000000 0.003378568205 Long DBT CORP SG Y 2 2029-12-15 Fixed 8.25000000 N N N N N N Seagate Data Storage Technology Pte. Ltd. N/A 81180LAQ8 6000.00000000 PA USD 6311.57000000 0.000469984680 Long DBT CORP SG Y 2 2031-07-15 Fixed 8.50000000 N N N N N N Seagate Data Storage Technology Pte. Ltd. N/A 81180LAR6 64000.00000000 PA USD 71783.10000000 0.005345255985 Long DBT CORP SG Y 2 2032-12-01 Fixed 9.62500000 N N N N N N Sensata Technologies BV PUCKW5P5O3XMOZVH7T53 81725WAL7 200000.00000000 PA USD 202311.20000000 0.015064899018 Long DBT CORP NL Y 2 2030-09-01 Fixed 5.87500000 N N N N N N Sensata Technologies, Inc. 5493002MMDDCUNV7NY90 81728UAB0 45000.00000000 PA USD 42424.03000000 0.003159062513 Long DBT CORP US Y 2 2031-02-15 Fixed 3.75000000 N N N N N N Sensata Technologies, Inc. 5493002MMDDCUNV7NY90 81728UAC8 200000.00000000 PA USD 209357.60000000 0.015589602072 Long DBT CORP US Y 2 2032-07-15 Fixed 6.62500000 N N N N N N Service Corp. International 549300RKVM2ME20JHZ15 817565CG7 235000.00000000 PA USD 224615.35000000 0.016725755004 Long DBT CORP US N 2 2031-05-15 Fixed 4.00000000 N N N N N N Shift4 Payments LLC N/A 82453AAB3 185000.00000000 PA USD 181078.44000000 0.013483823006 Long DBT CORP US Y 2 2032-08-15 Fixed 6.75000000 N N N N N N Sierra Timeshare Receivables Funding LLC N/A 82650BAA4 340315.18000000 PA USD 350023.90000000 0.026064175921 Long ABS-O CORP US Y 2 2040-04-20 Fixed 5.80000000 N N N N N N Sierra Timeshare Receivables Funding LLC N/A 82650DAC6 798005.97000000 PA USD 813577.14000000 0.060582199394 Long ABS-O CORP US Y 2 2041-06-20 Fixed 5.83000000 N N N N N N Sierra Timeshare Receivables Funding LLC N/A 82650FAC1 401842.72000000 PA USD 403860.77000000 0.030073084029 Long ABS-O CORP US Y 2 2044-08-22 Fixed 4.98000000 N N N N N N Sierra Timeshare Receivables Funding LLC N/A 82653CAA9 615866.45000000 PA USD 622662.91000000 0.046365964227 Long ABS-O CORP US Y 2 2042-01-21 Fixed 4.81000000 N N N N N N Sierra Timeshare Receivables Funding LLC N/A 826935AB4 367089.31000000 PA USD 371170.61000000 0.027638844307 Long ABS-O CORP US Y 2 2043-01-20 Fixed 5.35000000 N N N N N N Sinclair Television Group, Inc. 549300CQGEN0CH65UD62 829259BH2 100000.00000000 PA USD 104125.00000000 0.007753562879 Long DBT CORP US Y 2 2033-02-15 Fixed 8.12500000 N N N N N N Sirius XM Radio LLC WP5O65E6BMU84LNO4227 82967NBC1 365000.00000000 PA USD 365368.75000000 0.027206814666 Long DBT CORP US Y 2 2029-07-01 Fixed 5.50000000 N N N N N N Sirius XM Radio LLC WP5O65E6BMU84LNO4227 82967NBG2 85000.00000000 PA USD 80119.33000000 0.005966004926 Long DBT CORP US Y 2 2030-07-01 Fixed 4.12500000 N N N N N N Sirius XM Radio LLC WP5O65E6BMU84LNO4227 82967NBJ6 555000.00000000 PA USD 541815.20000000 0.040345721220 Long DBT CORP US Y 2 2028-07-15 Fixed 4.00000000 N N N N N N Six Flags Entertainment Corp. N/A 83002YAA7 160000.00000000 PA USD 162670.24000000 0.012113075000 Long DBT CORP US Y 2 2032-05-01 Fixed 6.62500000 N N N N N N Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 830505BB8 940000.00000000 PA USD 977397.32000000 0.072780903514 Long DBT CORP SE Y 2 2029-03-05 Fixed 5.37500000 N N N N N N Smyrna Ready Mix Concrete LLC 549300S7RFWHQFOIOY93 83283WAE3 320000.00000000 PA USD 339962.88000000 0.025314992236 Long DBT CORP US Y 2 2031-11-15 Fixed 8.87500000 N N N N N N Snap, Inc. 549300JNC0L6VP8A2Q35 83304AAL0 140000.00000000 PA USD 139442.74000000 0.010383462690 Long DBT CORP US Y 2 2033-03-01 Fixed 6.87500000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RCG5 1620000.00000000 PA USD 1686221.71000000 0.125562795261 Long DBT CORP FR Y 2 2031-05-22 Variable 5.51200000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RCL4 2985000.00000000 PA USD 2998569.45000000 0.223285443244 Long DBT CORP FR Y 2 2030-04-12 Variable 4.45000000 N N N N N N Solstice Advanced Materials, Inc. 2138004GZ4H9TW6HK435 83443QAA1 60000.00000000 PA USD 60649.26000000 0.004516185843 Long DBT CORP US Y 2 2033-09-30 Fixed 5.62500000 N N N N N N Sonic Automotive, Inc. 549300NTLRGJ2JCBZU03 83545GBD3 309000.00000000 PA USD 303836.30000000 0.022624862972 Long DBT CORP US Y 2 2029-11-15 Fixed 4.62500000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 836205BF0 550000.00000000 PA USD 591387.50000000 0.044037072433 Long DBT NUSS ZA Y 2 2036-11-19 Fixed 7.10000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 836205BH6 290000.00000000 PA USD 285940.00000000 0.021292233081 Long DBT NUSS ZA Y 2 2037-12-11 Fixed 6.12500000 N N N N N N Expand Energy Corp. X2MT1W32SPAZ9WSKLE78 845467AS8 45000.00000000 PA USD 45683.23000000 0.003401755546 Long DBT CORP US N 2 2030-03-15 Fixed 5.37500000 N N N N N N OneMain Finance Corp. 5493008I795YYBFWFU90 85172FAR0 243000.00000000 PA USD 240244.24000000 0.017889544501 Long DBT CORP US N 2 2029-11-15 Fixed 5.37500000 N N N N N N Block, Inc. 549300OHIIUWSTIZME52 852234AS2 325000.00000000 PA USD 334346.68000000 0.024896787580 Long DBT CORP US N 2 2032-05-15 Fixed 6.50000000 N N N N N N Block, Inc. 549300OHIIUWSTIZME52 852234AU7 125000.00000000 PA USD 127023.25000000 0.009458657920 Long DBT CORP US Y 2 2033-08-15 Fixed 6.00000000 N N N N N N Standard Building Solutions, Inc. 54930064UHXCIUWVI755 853191AA2 110000.00000000 PA USD 113226.96000000 0.008431331130 Long DBT CORP US Y 2 2032-08-15 Fixed 6.50000000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 853254CT5 470000.00000000 PA USD 473320.27000000 0.035245315489 Long DBT CORP GB Y 2 2027-07-06 Variable 6.18700000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 853254DB3 755000.00000000 PA USD 769071.92000000 0.057268163171 Long DBT CORP GB Y 2 2028-05-14 Variable 5.68800000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 85325C2A9 1605000.00000000 PA USD 1642926.57000000 0.122338866422 Long DBT CORP GB Y 2 2030-10-15 Variable 5.00500000 N N N N N N Standard Industries, Inc. N/A 853496AD9 369000.00000000 PA USD 367847.39000000 0.027391384089 Long DBT CORP US Y 2 2028-01-15 Fixed 4.75000000 N N N N N N Staples, Inc. XQM2JINI1UL7642TU573 855030AQ5 70000.00000000 PA USD 64229.49000000 0.004782784051 Long DBT CORP US Y 2 2029-09-01 Fixed 10.75000000 N N N N N N Staples, Inc. XQM2JINI1UL7642TU573 855030AS1 74684.00000000 PA USD 52499.20000000 0.003909299863 Long DBT CORP US Y 2 2030-01-15 Fixed 12.75000000 N N N N N N Star Parent, Inc. 254900GRGCJYRMDRWT73 855170AA4 155000.00000000 PA USD 157319.58000000 0.011714643511 Long DBT CORP US Y 2 2030-10-01 Fixed 9.00000000 N N N N N N Starwood Property Trust, Inc. BUGSFQZERKRBFWIG5267 85571BBB0 290000.00000000 PA USD 303878.24000000 0.022627985992 Long DBT CORP US Y 2 2029-04-01 Fixed 7.25000000 N N N N N N Republic of Montenegro 747800V014106FYLL014 857305AA4 200000.00000000 PA USD 214188.00000000 0.015949292926 Long DBT NUSS ME Y 2 2031-03-12 Fixed 7.25000000 N N N N N N Station Casinos LLC 5493004E7Q60TX54WL62 857691AG4 314000.00000000 PA USD 312730.97000000 0.023287195583 Long DBT CORP US Y 2 2028-02-15 Fixed 4.50000000 N N N N N N Street Capital Group, Inc. N/A N/A 744659.64000000 PA USD 744659.64000000 0.055450327416 Long DBT CORP CA N 3 2030-02-15 Fixed 0.00000000 N N N N N N Stream Innovations Issuer Trust N/A 86324EAA5 2417757.58000000 PA USD 2462684.83000000 0.183381336669 Long ABS-O CORP US Y 2 2045-02-15 Fixed 5.21000000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MCR9 775000.00000000 PA USD 798987.92000000 0.059495827873 Long DBT CORP JP N 2 2028-01-13 Fixed 5.52000000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MDY3 1620000.00000000 PA USD 1648154.06000000 0.122728126181 Long DBT CORP JP N 2 2031-07-08 Variable 4.66000000 N N N N N N Sumitomo Mitsui Trust Bank Ltd. 5493006GGLR4BTEL8O61 86563VBQ1 820000.00000000 PA USD 848471.52000000 0.063180574131 Long DBT CORP JP Y 2 2029-03-07 Fixed 5.20000000 N N N N N N Sunoco LP 54930001NJU8E40NQ561 86765KAC3 110000.00000000 PA USD 116224.24000000 0.008654520556 Long DBT CORP US Y 2 2032-05-01 Fixed 7.25000000 N N N N N N Sunoco LP 54930001NJU8E40NQ561 86765KAF6 125000.00000000 PA USD 126074.59000000 0.009388016912 Long DBT CORP US Y 2 2031-03-15 Fixed 5.62500000 N N N N N N Sunoco LP N/A 86765LAN7 274000.00000000 PA USD 274103.85000000 0.020410866135 Long DBT CORP US N 2 2028-03-15 Fixed 5.87500000 N N N N N N Superior Plus LP N/A 86828LAC6 70000.00000000 PA USD 68012.74000000 0.005064499939 Long DBT CORP CA Y 2 2029-03-15 Fixed 4.50000000 N N N N N N Suriname Government International Bond 254900SYU4G5JM13TN77 86886PAE2 232000.00000000 PA USD 238888.08000000 0.017788559417 Long DBT NUSS SR Y 2 2030-11-06 Fixed 7.70000000 N N N N N N Suriname Government International Bond 254900SYU4G5JM13TN77 86886PAF9 322000.00000000 PA USD 343896.00000000 0.025607868041 Long DBT NUSS SR Y 2 2035-11-06 Fixed 8.50000000 N N N N N N Svenska Handelsbanken AB NHBDILHZTYCNBV5UYZ31 86959LAP8 750000.00000000 PA USD 775470.09000000 0.057744596433 Long DBT CORP SE Y 2 2028-06-15 Fixed 5.50000000 N N N N N N Swedbank AB M312WZV08Y7LYUC71685 87019DAA5 1030000.00000000 PA USD 1067051.52000000 0.079456912898 Long DBT CORP SE Y 2 2030-05-21 Fixed 5.08300000 N N N N N N Synaptics, Inc. 549300AJ3LI4FWNRQX29 87157DAG4 110000.00000000 PA USD 106121.98000000 0.007902265976 Long DBT CORP US Y 2 2029-06-15 Fixed 4.00000000 N N N N N N Symphony CLO XVI Ltd. 5493004PWOYFPAFQVT02 87165VAZ2 680000.00000000 PA USD 680493.00000000 0.050672223426 Long ABS-CBDO CORP KY Y 2 2031-10-15 Floating 5.37219000 N N N N N N Symphony CLO XX Ltd. N/A 87166VAY4 1430000.00000000 PA USD 1431770.34000000 0.106615331184 Long ABS-CBDO CORP KY Y 2 2032-01-16 Floating 5.22113040 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABF1 1635000.00000000 PA USD 1622430.79000000 0.120812668880 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABV6 600000.00000000 PA USD 589121.04000000 0.043868302780 Long DBT CORP US N 2 2029-04-15 Fixed 3.37500000 N N N N N N Take-Two Interactive Software, Inc. BOMSTHHJK882EWYX3334 874054AJ8 103000.00000000 PA USD 103045.44000000 0.007673174534 Long DBT CORP US N 2 2026-03-28 Fixed 5.00000000 N N N N N N Tallgrass Energy Partners LP N/A 87470LAJ0 432000.00000000 PA USD 437789.23000000 0.032599532509 Long DBT CORP US Y 2 2030-12-31 Fixed 6.00000000 N N N N N N TEGNA, Inc. 549300YC5EDBGX85AO10 87901JAH8 107000.00000000 PA USD 106898.70000000 0.007960103646 Long DBT CORP US N 2 2029-09-15 Fixed 5.00000000 N N N N N N TEGNA, Inc. 549300YC5EDBGX85AO10 87901JAJ4 221000.00000000 PA USD 220374.09000000 0.016409933865 Long DBT CORP US N 2 2028-03-15 Fixed 4.62500000 N N N N N N Somnigroup International, Inc. 549300HFEKVR3US71V91 88023UAH4 265000.00000000 PA USD 257535.77000000 0.019177140804 Long DBT CORP US Y 2 2029-04-15 Fixed 4.00000000 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GDB3 99000.00000000 PA USD 99057.64000000 0.007376227038 Long DBT CORP US N 2 2027-11-01 Fixed 5.12500000 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GDM9 903000.00000000 PA USD 888986.98000000 0.066197516908 Long DBT CORP US N 2 2029-06-01 Fixed 4.25000000 N N N N N N Terex Corp. YAWJZJYEQ7M1SYMOS462 880779BA0 266000.00000000 PA USD 265560.14000000 0.019774667406 Long DBT CORP US Y 2 2029-05-15 Fixed 5.00000000 N N N N N N Termocandelaria Power SA 549300YDORW43JL6G659 88087AAA6 200000.00000000 PA USD 207626.00000000 0.015460660228 Long DBT CORP ES Y 2 2031-09-17 Fixed 7.75000000 N N N N N N Toorak Mortgage Trust N/A 89053JAB3 800000.00000000 PA USD 805177.12000000 0.059956700395 Long ABS-MBS CORP US Y 2 2040-02-25 Variable 5.52399840 N N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 89115KAE0 4455000.00000000 PA USD 4475734.37000000 0.333281035945 Long DBT CORP CA N 2 2028-10-13 Fixed 4.10900000 N N N N N N Towd Point Mortgage Trust 254900HMDJT9KG22DU68 89183TAA6 2138294.00000000 PA USD 2152120.64000000 0.160255488169 Long ABS-O CORP US Y 2 2065-12-25 Variable 4.97999880 N N N N N N Towd Point Mortgage Trust N/A 89190LAA4 1714943.73000000 PA USD 1724018.70000000 0.128377309917 Long ABS-O CORP US Y 2 2066-01-25 Variable 4.96100160 N N N N N N Trans-Allegheny Interstate Line Co. N/A 893045AF1 370000.00000000 PA USD 382427.97000000 0.028477112241 Long DBT CORP US Y 2 2031-01-15 Fixed 5.00000000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 893647BU0 555000.00000000 PA USD 570085.46000000 0.042450837556 Long DBT CORP US Y 2 2029-03-01 Fixed 6.37500000 N N N N N N Transocean International Ltd. DOL4HJ22ADYSIWES4H94 893830BX6 91000.00000000 PA USD 95208.80000000 0.007089627058 Long DBT CORP BM Y 2 2030-02-15 Fixed 8.75000000 N N N N N N Tricon Residential Trust N/A 895975AD2 1311000.00000000 PA USD 1322030.49000000 0.098443664175 Long ABS-O CORP US Y 2 2041-11-17 Fixed 5.35000000 N N N N N N Tricon Residential Trust N/A 89614YAE6 240000.00000000 PA USD 237853.66000000 0.017711532377 Long ABS-O CORP US Y 2 2038-07-17 Fixed 2.79400000 N N N N N N Tricon Residential Trust N/A 89616WAB4 800000.00000000 PA USD 804494.56000000 0.059905874255 Long ABS-O CORP US Y 2 2040-07-17 Fixed 5.10000000 N N N N N N TriMas Corp. 75G1WUQ8QK4P5MZOYD78 896215AH3 130000.00000000 PA USD 125483.66000000 0.009344013907 Long DBT CORP US Y 2 2029-04-15 Fixed 4.12500000 N N N N N N Trinidad Generation UnLtd N/A 89636DAB2 200000.00000000 PA USD 210448.00000000 0.015670797606 Long DBT CORP TT Y 2 2033-06-16 Fixed 7.75000000 N N N N N N Trinity Industries, Inc. R1JB4KXN77XFCXOQKV49 896522AJ8 100000.00000000 PA USD 102883.20000000 0.007661093497 Long DBT CORP US Y 2 2028-07-15 Fixed 7.75000000 N N N N N N Republic of Turkiye (The) 5493000PCHOG3B6S3Q85 900123DP2 200000.00000000 PA USD 209400.00000000 0.015592759345 Long DBT NUSS TR N 2 2032-02-12 Fixed 7.12500000 N N N N N N Coherent Corp. 549300O5C25A0MMHHU33 902104AC2 211000.00000000 PA USD 211113.73000000 0.015720370518 Long DBT CORP US Y 2 2029-12-15 Fixed 5.00000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AS7 410000.00000000 PA USD 411077.96000000 0.030610504788 Long DBT CORP CH Y 2 2027-08-05 Variable 4.70300000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613BL1 1585000.00000000 PA USD 1659421.76000000 0.123567164072 Long DBT CORP CH Y 2 2030-09-13 Variable 5.61700000 N N N N N N UPG HI Issuer Trust N/A 90321EAA0 1518656.00000000 PA USD 1529777.73000000 0.113913352418 Long ABS-O CORP US Y 2 2047-09-25 Fixed 5.00000000 N N N N N N US Auto Funding Trust N/A 90355FAB4 524750.96000000 PA USD 168269.63000000 0.012530027916 Long ABS-O CORP US Y 3 2026-12-15 Fixed 5.13000000 Y N N N N N US Bank NA N/A 90357PAV6 703107.82000000 PA USD 710066.34000000 0.052874372297 Long ABS-O CORP US Y 2 2032-08-25 Fixed 6.78900000 N N N N N N United Airlines, Inc. K1OQBWM7XEOO08LDNP29 90932LAH0 110000.00000000 PA USD 109916.97000000 0.008184856070 Long DBT CORP US Y 2 2029-04-15 Fixed 4.62500000 N N N N N N United Rentals North America, Inc. NGIZXNT70J2LYT3FBI09 911365BP8 440000.00000000 PA USD 415270.21000000 0.030922676446 Long DBT CORP US N 2 2032-01-15 Fixed 3.75000000 N N N N N N United Rentals North America, Inc. NGIZXNT70J2LYT3FBI09 911365BR4 195000.00000000 PA USD 204278.49000000 0.015211391280 Long DBT CORP US Y 2 2034-03-15 Fixed 6.12500000 N N N N N N United Rentals North America, Inc. NGIZXNT70J2LYT3FBI09 911365BS2 150000.00000000 PA USD 151223.04000000 0.011260670822 Long DBT CORP US Y 2 2033-11-15 Fixed 5.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912797TF4 1876000.00000000 PA USD 1853303.53000000 0.138004374106 Long STIV UST US N 2 2026-07-02 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CGP0 172700.00000000 PA USD 174690.10000000 0.013008121725 Long DBT UST US N 2 2028-02-29 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CGT2 340000.00000000 PA USD 341580.47000000 0.025435444440 Long DBT UST US N 2 2028-03-31 Fixed 3.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKD2 610000.00000000 PA USD 624701.95000000 0.046517799279 Long DBT UST US N 2 2029-02-28 Fixed 4.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CLL3 400000.00000000 PA USD 399625.00000000 0.029757671697 Long DBT UST US N 2 2027-09-15 Fixed 3.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CLX7 915000.00000000 PA USD 925579.69000000 0.068922356072 Long DBT UST US N 2 2027-11-15 Fixed 4.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CMB4 8475000.00000000 PA USD 8561405.25000000 0.637516388371 Long DBT UST US N 2 2027-12-15 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CMF5 555000.00000000 PA USD 563411.72000000 0.041953884252 Long DBT UST US N 2 2028-01-15 Fixed 4.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CMH1 585000.00000000 PA USD 588020.98000000 0.043786387924 Long DBT UST US N 2 2027-01-31 Fixed 4.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CMN8 13555000.00000000 PA USD 13772091.73000000 1.025524890324 Long DBT UST US N 2 2028-02-15 Fixed 4.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CND9 1210000.00000000 PA USD 1219122.26000000 0.090780706844 Long DBT UST US N 2 2028-05-15 Fixed 3.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CNH0 2385000.00000000 PA USD 2410806.44000000 0.179518264795 Long DBT UST US N 2 2028-06-15 Fixed 3.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CNL1 172700.00000000 PA USD 173347.63000000 0.012908156054 Long DBT UST US N 2 2027-06-30 Fixed 3.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CNM9 40730000.00000000 PA USD 41177075.29000000 3.066209291117 Long DBT UST US N 2 2028-07-15 Fixed 3.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CNP2 515000.00000000 PA USD 517957.23000000 0.038569161598 Long DBT UST US N 2 2027-07-31 Fixed 3.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CNU1 24595000.00000000 PA USD 24735268.24000000 1.841886747944 Long DBT UST US N 2 2028-08-15 Fixed 3.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CNV9 19687000.00000000 PA USD 19738524.62000000 1.469809284815 Long DBT UST US N 2 2027-08-31 Fixed 3.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CNX5 4336000.00000000 PA USD 4358526.86000000 0.324553297182 Long DBT UST US N 2 2030-08-31 Fixed 3.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CNY3 28320000.00000000 PA USD 28310043.82000000 2.108078798250 Long DBT UST US N 2 2028-09-15 Fixed 3.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CPA3 1455000.00000000 PA USD 1462445.51000000 0.108899526713 Long DBT UST US N 2 2030-09-30 Fixed 3.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CPC9 26505000.00000000 PA USD 26577474.74000000 1.979064792929 Long DBT UST US N 2 2028-10-15 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CPD7 430000.00000000 PA USD 432116.41000000 0.032177111702 Long DBT UST US N 2 2030-10-31 Fixed 3.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CPK1 48260000.00000000 PA USD 48397616.29000000 3.603879578411 Long DBT UST US N 2 2028-11-15 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CPP0 21724000.00000000 PA USD 21788493.13000000 1.622458117876 Long DBT UST US N 2 2028-12-15 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CPR6 810000.00000000 PA USD 813733.60000000 0.060593850030 Long DBT UST US N 2 2030-12-31 Fixed 3.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CPT2 18050000.00000000 PA USD 18104996.18000000 1.348170240644 Long DBT UST US N 2 2029-01-15 Fixed 3.50000000 N N N N N N Univision Communications, Inc. 549300YQDE2JSGTL8V47 914906AX0 135000.00000000 PA USD 135002.59000000 0.010052831408 Long DBT CORP US Y 2 2030-06-30 Fixed 7.37500000 N N N N N N Univision Communications, Inc. 549300YQDE2JSGTL8V47 914906AY8 210000.00000000 PA USD 215712.63000000 0.016062822958 Long DBT CORP US Y 2 2028-08-15 Fixed 8.00000000 N N N N N N Upstart Securitization Trust N/A 91684AAB5 2339000.00000000 PA USD 2343148.22000000 0.174480163829 Long ABS-O CORP US Y 2 2035-11-20 Fixed 4.56000000 N N N N N N Upstart Securitization Trust N/A 91684FAB4 2157715.41000000 PA USD 2161284.70000000 0.160937880634 Long ABS-O CORP US Y 2 2035-09-20 Fixed 4.60000000 N N N N N N UPX HIL Issuer Trust N/A 916925AA8 875666.46000000 PA USD 882776.00000000 0.065735022560 Long ABS-O CORP US Y 2 2047-01-25 Fixed 5.16000000 N N N N N N Vail Resorts, Inc. 529900PSZHRNU9HKH870 91879QAP4 140000.00000000 PA USD 144996.60000000 0.010797025261 Long DBT CORP US Y 2 2032-05-15 Fixed 6.50000000 N N N N N N Valaris Ltd. 5299008BQ9IREYWBTS30 91889FAC5 145000.00000000 PA USD 152063.39000000 0.011323246635 Long DBT CORP BM Y 2 2030-04-30 Fixed 8.37500000 N N N N N N Venture Global Plaquemines LNG LLC 549300TKP4I6OJ02BF90 922966AC0 220000.00000000 PA USD 231532.18000000 0.017240809759 Long DBT CORP US Y 2 2034-01-15 Fixed 6.50000000 N N N N N N Venture 32 CLO Ltd. 549300UP09C89Q3HWD39 92325QAC1 10080.40000000 PA USD 10078.89000000 0.000750514356 Long ABS-CBDO CORP KY Y 2 2031-07-18 Floating 4.99924080 N N N N N N Venture Global Calcasieu Pass LLC 549300GKHS6RS20NLH85 92328MAA1 250000.00000000 PA USD 239507.53000000 0.017834686135 Long DBT CORP US Y 2 2029-08-15 Fixed 3.87500000 N N N N N N Venture Global LNG, Inc. 54930011XLBUWMQUC829 92332YAA9 185000.00000000 PA USD 189825.73000000 0.014135181115 Long DBT CORP US Y 2 2028-06-01 Fixed 8.12500000 N N N N N N Venture Global LNG, Inc. 54930011XLBUWMQUC829 92332YAC5 120000.00000000 PA USD 128706.36000000 0.009583989005 Long DBT CORP US Y 2 2029-02-01 Fixed 9.50000000 N N N N N N Verdant Receivables LLC N/A 92340GAC4 1265000.00000000 PA USD 1287928.00000000 0.095904256727 Long ABS-O CORP US Y 2 2033-05-12 Fixed 4.96000000 N N N N N N Veros Auto Receivables Trust N/A 924933AC8 1250000.00000000 PA USD 1272461.38000000 0.094752550502 Long ABS-O CORP US Y 2 2028-11-15 Fixed 8.32000000 N N N N N N Veros Auto Receivables Trust N/A 92511BAB0 1250000.00000000 PA USD 1264657.88000000 0.094171470762 Long ABS-O CORP US Y 2 2029-07-16 Fixed 5.54000000 N N N N N N Veros Auto Receivables Trust N/A 92511CAB8 2000000.00000000 PA USD 2005520.40000000 0.149339049475 Long ABS-O CORP US Y 2 2029-05-15 Fixed 4.84000000 N N N N N N Vertiv Group Corp. 549300ZT8RQ5VK10E643 92535UAB0 139000.00000000 PA USD 138438.62000000 0.010308691909 Long DBT CORP US Y 2 2028-11-15 Fixed 4.12500000 N N N N N N Verus Securitization Trust N/A 92538FAD6 144000.00000000 PA USD 123337.05000000 0.009184168763 Long ABS-MBS CORP US Y 2 2066-02-25 Variable 2.18700000 N N N N N N Viking Cruises Ltd. 549300IJP90T4MV2GL84 92676XAH0 335000.00000000 PA USD 341753.60000000 0.025448336391 Long DBT CORP BM Y 2 2033-10-15 Fixed 5.87500000 N N N N N N Expand Energy Corp. X2MT1W32SPAZ9WSKLE78 92735LAA0 167000.00000000 PA USD 167485.89000000 0.012471667509 Long DBT CORP US Y 2 2029-04-15 Fixed 6.75000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAF9 150000.00000000 PA USD 149783.70000000 0.011153491824 Long DBT CORP US Y 2 2027-07-31 Fixed 5.00000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAP7 435000.00000000 PA USD 459690.60000000 0.034230395889 Long DBT CORP US Y 2 2031-10-15 Fixed 7.75000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAV4 400000.00000000 PA USD 402531.20000000 0.029974078943 Long DBT CORP US Y 2 2030-10-15 Fixed 4.60000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAY8 2525000.00000000 PA USD 2539446.59000000 0.189097323540 Long DBT CORP US Y 2 2031-01-31 Fixed 4.70000000 N N N N N N VistaJet Malta Finance plc N/A 92841HAA0 240000.00000000 PA USD 247537.92000000 0.018432661010 Long DBT CORP US Y 2 2028-06-01 Fixed 9.50000000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 928668CV2 1675000.00000000 PA USD 1683911.70000000 0.125390782701 Long DBT CORP US Y 2 2027-09-11 Fixed 4.45000000 N N N N N N WFRBS Commercial Mortgage Trust N/A 92890KBC8 851988.28000000 PA USD 813606.21000000 0.060584364062 Long ABS-MBS CORP US N 2 2057-09-15 Variable 4.06900080 N N N N N N WFRBS Commercial Mortgage Trust N/A 92890KBG9 725000.00000000 PA USD 618171.25000000 0.046031497305 Long ABS-MBS CORP US N 2 2057-09-15 Variable 3.64416120 N N N N N N Voya Global Funding N/A 92921LAA4 3035000.00000000 PA USD 3081446.21000000 0.229456777409 Long DBT CORP US Y 2 2030-11-24 Fixed 4.60000000 N N N N N N WFRBS Commercial Mortgage Trust 5493000F7E2NMQ4HIO61 92939FAY5 1000000.00000000 PA USD 951000.00000000 0.070815253762 Long ABS-MBS CORP US N 2 2047-08-15 Variable 4.23399960 N N N N N N WR Grace Holdings LLC 549300WNOVFRGYOAEB12 92943GAA9 210000.00000000 PA USD 201166.67000000 0.014979672749 Long DBT CORP US Y 2 2029-08-15 Fixed 5.62500000 N N N N N N WR Grace Holdings LLC 549300WNOVFRGYOAEB12 92943GAH4 40000.00000000 PA USD 40726.00000000 0.003032620425 Long DBT CORP US Y 2 2033-08-01 Fixed 7.00000000 N N N N N N Wand NewCo 3, Inc. 549300Y3VZEWMSQW8494 933940AA6 260000.00000000 PA USD 271299.79000000 0.020202064641 Long DBT CORP US Y 2 2032-01-30 Fixed 7.62500000 N N N N N N Wayfair LLC 549300CTUWTZGOXMYI40 94419NAA5 195000.00000000 PA USD 201521.19000000 0.015006071722 Long DBT CORP US Y 2 2029-10-31 Fixed 7.25000000 N N N N N N Weekley Homes LLC N/A 948565AD8 59000.00000000 PA USD 58235.12000000 0.004336419348 Long DBT CORP US Y 2 2028-09-15 Fixed 4.87500000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300XO83D3BDYP0P62 94989TBH6 205000.00000000 PA USD 182450.00000000 0.013585954835 Long ABS-MBS CORP US N 2 2058-09-15 Variable 4.72250520 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2V4 285000.00000000 PA USD 283527.01000000 0.021112552220 Long DBT CORP US N 2 2028-03-24 Variable 3.52600000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3A9 945000.00000000 PA USD 955374.51000000 0.071140997227 Long DBT CORP US N 2 2028-07-25 Variable 4.80800000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3E1 975000.00000000 PA USD 1008688.42000000 0.075110963648 Long DBT CORP US N 2 2029-07-25 Variable 5.57400000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3G6 210000.00000000 PA USD 221470.56000000 0.016491581395 Long DBT CORP US N 2 2029-10-23 Variable 6.30300000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3J0 3100000.00000000 PA USD 3195926.09000000 0.237981405961 Long DBT CORP US N 2 2030-01-23 Variable 5.19800000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3L5 1245000.00000000 PA USD 1267794.02000000 0.094405000257 Long DBT CORP US N 2 2028-04-22 Variable 5.70700000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U4A8 2000000.00000000 PA USD 2000536.36000000 0.148967917974 Long DBT CORP US N 2 2029-09-15 Variable 4.07800000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U4D2 2080000.00000000 PA USD 2087370.56000000 0.155433938908 Long DBT CORP US N 2 2030-01-23 Variable 4.18200000 N N N N N N WESCO Distribution, Inc. 549300I2CEZJG9N4AH67 95081QAQ7 375000.00000000 PA USD 385510.88000000 0.028706678018 Long DBT CORP US Y 2 2029-03-15 Fixed 6.37500000 N N N N N N WESCO Distribution, Inc. 549300I2CEZJG9N4AH67 95081QAR5 190000.00000000 PA USD 197651.11000000 0.014717890127 Long DBT CORP US Y 2 2032-03-15 Fixed 6.62500000 N N N N N N Westlake Automobile Receivables Trust N/A 959926AG1 3500000.00000000 PA USD 3562841.80000000 0.265303413440 Long ABS-O CORP US Y 2 2028-11-15 Fixed 7.01000000 N N N N N N Westgate Resorts LLC N/A 96034KAC7 614129.62000000 PA USD 624418.26000000 0.046496674590 Long ABS-O CORP US Y 2 2038-01-20 Fixed 7.06000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042XAG0 500000.00000000 PA USD 510529.60000000 0.038016070638 Long ABS-O CORP US Y 2 2028-11-15 Fixed 6.79000000 N N N N N N Westlake Automobile Receivables Trust N/A 96043QAF6 2080000.00000000 PA USD 2103131.47000000 0.156607559141 Long ABS-O CORP US Y 2 2031-07-15 Fixed 4.68000000 N N N N N N Williams Scotsman, Inc. 549300DAKDS8SCO1OT57 96949VAM5 105000.00000000 PA USD 108459.44000000 0.008076322572 Long DBT CORP US Y 2 2029-06-15 Fixed 6.62500000 N N N N N N Williams Scotsman, Inc. 549300DAKDS8SCO1OT57 96950GAE2 80000.00000000 PA USD 79548.34000000 0.005923486733 Long DBT CORP US Y 2 2028-08-15 Fixed 4.62500000 N N N N N N Wingspire Equipment Finance LLC N/A 97415AAB8 782841.06000000 PA USD 787278.28000000 0.058623881366 Long ABS-O CORP US Y 2 2032-09-20 Fixed 4.99000000 N N N N N N Wingspire Equipment Finance LLC N/A 97415CAB4 2030000.00000000 PA USD 2037411.73000000 0.151713805129 Long ABS-MBS CORP US Y 2 2033-09-20 Fixed 4.33000000 N N N N N N WULF Compute LLC N/A 982911AA7 205000.00000000 PA USD 217097.87000000 0.016165973454 Long DBT CORP US Y 2 2030-10-15 Fixed 7.75000000 N N N N N N Wynn Resorts Finance LLC N/A 983133AA7 415000.00000000 PA USD 417367.99000000 0.031078885514 Long DBT CORP US Y 2 2029-10-01 Fixed 5.12500000 N N N N N N Wynn Resorts Finance LLC N/A 983133AD1 165000.00000000 PA USD 168504.27000000 0.012547500147 Long DBT CORP US Y 2 2033-03-15 Fixed 6.25000000 N N N N N N XPO, Inc. 54930096DB9LCLPN7H13 98379KAA0 20000.00000000 PA USD 20321.54000000 0.001513222935 Long DBT CORP US Y 2 2028-06-01 Fixed 6.25000000 N N N N N N XPO, Inc. 54930096DB9LCLPN7H13 98379KAB8 215000.00000000 PA USD 223409.51000000 0.016635963347 Long DBT CORP US Y 2 2031-06-01 Fixed 7.12500000 N N N N N N Yinson Boronia Production BV 5493007X12FTT746N678 98584XAA3 194292.00000000 PA USD 213699.83000000 0.015912941840 Long DBT CORP NL Y 2 2042-07-31 Fixed 8.94700000 N N N N N N Yinson Bergenia Production BV 549300JDIAWKPMZD5256 98585VAA6 197340.00000000 PA USD 209945.09000000 0.015633348921 Long DBT CORP NL Y 2 2045-01-31 Fixed 8.49800000 N N N N N N ZF North America Capital, Inc. 529900JYGMS9CW9IQX78 98877DAD7 175000.00000000 PA USD 180881.58000000 0.013469164025 Long DBT CORP US Y 2 2028-04-14 Fixed 6.87500000 N N N N N N Zimmer Biomet Holdings, Inc. 2P2YLDVPES3BXQ1FRB91 98956PBB7 1555000.00000000 PA USD 1608999.79000000 0.119812543041 Long DBT CORP US N 2 2030-02-19 Fixed 5.05000000 N N N N N N Ista Jet Seri N/A N/A 1000000.00000000 PA USD 1000000.00000000 0.074463989234 Long ABS-O CORP US N 3 2032-04-05 Fixed 6.97000000 N N N N N N BAML Funding Ltd. 5493007M5OY1YM78LJ66 N/A 500000.00000000 PA USD 499375.00000000 0.037185454624 Long DBT CORP GB N 3 2029-10-26 Floating 8.00000000 N N N N N N Gemini Corp. N/A N/A 1000000.00000000 PA USD 1000000.00000000 0.074463989234 Long DBT CORP CA N 3 2029-02-20 Fixed 10.50000000 N N N N N N BAML RCAP Frn 5493007M5OY1YM78LJ66 N/A 500000.00000000 PA USD 500000.00000000 0.037231994617 Long ABS-MBS CORP GB N 3 2027-10-25 Fixed 8.00000000 N N N N N N Escrow Rite Aid N/A N/A 6532.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 3 2049-12-31 Fixed 0.00000000 N N N N N N BAML RCAP Frn 5493007M5OY1YM78LJ66 N/A 500000.00000000 PA USD 500000.00000000 0.037231994617 Long ABS-MBS CORP GB N 3 2027-10-25 Fixed 8.00000000 N N N N N N Ygrene Frn 549300U6Y2YJ14NVVY40 N/A 752968.00000000 PA USD 756732.84000000 0.056349346051 Long ABS-MBS CORP US N 3 2045-07-25 Fixed 8.50000000 N N N N N N Republic of Iraq N/A N/A 225000.00000000 PA USD 223875.00000000 0.016670625589 Long DBT NUSS IQ Y 2 2028-01-15 Fixed 5.80000000 N N N N N N Republic of Cote d'Ivoire 254900ICW11T82O6H590 N/A 41694.49940000 PA USD 41668.86000000 0.003102829542 Long DBT NUSS CI Y 2 2032-12-31 Variable 5.74999920 N N N N N N Peru LNG Srl 254900F70J1LOALV5K70 N/A 450060.00000000 PA USD 437342.07000000 0.032566235192 Long DBT CORP PE Y 2 2030-03-22 Fixed 5.37500000 N N N N N N Federal Republic of Nigeria 549300GSBZD84TNEQ285 N/A 600000.00000000 PA USD 609186.00000000 0.045362419746 Long DBT NUSS NG Y 2 2027-11-28 Fixed 6.50000000 N N N N N N Republic of Angola 549300QHR2R3J8JSGK83 N/A 400000.00000000 PA USD 403375.16000000 0.030036923571 Long DBT NUSS AO Y 2 2028-05-09 Fixed 8.25000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 600000.00000000 PA USD 629064.00000000 0.046842614924 Long DBT NUSS EG Y 2 2029-03-01 Fixed 7.60030000 N N N N N N Braskem Netherlands Finance BV 2549000TLMHFQ74DS330 N/A 200000.00000000 PA USD 84240.00000000 0.006272846453 Long DBT CORP NL Y 2 2030-01-31 Fixed 4.50000000 N N N N N N Federal Republic of Nigeria 549300GSBZD84TNEQ285 N/A 400000.00000000 PA USD 425974.00000000 0.031719723350 Long DBT NUSS NG Y 2 2029-03-24 Fixed 8.37500000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 N/A 150000.00000000 PA USD 146700.00000000 0.010923867220 Long DBT NUSS DO Y 2 2030-01-30 Fixed 4.50000000 N N N N N N Bioceanico Sovereign Certificate Ltd. N/A N/A 137819.31000000 PA USD 113830.48000000 0.008476271637 Long DBT CORP KY Y 2 2034-06-05 None 0.00000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 200000.00000000 PA USD 194250.00000000 0.014464629908 Long DBT NUSS EG Y 2 2031-02-16 Fixed 5.87500000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 200000.00000000 PA USD 200700.00000000 0.014944922639 Long DBT NUSS EG Y 2 2033-09-30 Fixed 7.30000000 N N N N N N Republic of Ecuador 5299003Y2U5XK0A35H71 N/A 180000.00000000 PA USD 177737.26000000 0.013235025415 Long DBT NUSS EC Y 2 2030-07-31 Variable 6.90000120 N N N N N N Republic of Ecuador 5299003Y2U5XK0A35H71 27927IAF0 319969.00000000 PA USD 290323.07000000 0.021618613959 Long DBT NUSS EC Y 2 2035-07-31 Variable 6.90000120 N N N N N N Republic of Ecuador 5299003Y2U5XK0A35H71 N/A 218041.00000000 PA USD 177923.55000000 0.013248897311 Long DBT NUSS EC Y 2 2040-07-31 Variable 5.00000040 N N N N N N Hashemite Kingdom of Jordan 5493000JZ4MYPVMBVN50 N/A 200000.00000000 PA USD 201100.00000000 0.014974708235 Long DBT NUSS JO Y 2 2030-07-07 Fixed 5.85000000 N N N N N N Uzbekneftegaz JSC 213800LUZJZFLJD4MJ51 N/A 200000.00000000 PA USD 195844.00000000 0.014583325507 Long DBT CORP UZ Y 2 2028-11-16 Fixed 4.75000000 N N N N N N Commonwealth of the Bahamas 549300W13SXC7EKNJC20 N/A 200000.00000000 PA USD 225796.00000000 0.016813670913 Long DBT NUSS BS Y 2 2032-10-15 Fixed 8.95000000 N N N N N N Hashemite Kingdom of Jordan 5493000JZ4MYPVMBVN50 N/A 200000.00000000 PA USD 209000.00000000 0.015562973750 Long DBT NUSS JO Y 2 2028-01-15 Fixed 7.75000000 N N N N N N EnfraGen Energia Sur SA 2549002TO75PYMY3VY07 N/A 600000.00000000 PA USD 564000.00000000 0.041997689928 Long DBT CORP ES Y 2 2030-12-30 Fixed 5.37500000 N N N N N N Republic of Cote d'Ivoire 254900ICW11T82O6H590 N/A 400000.00000000 PA USD 428400.00000000 0.031900372988 Long DBT NUSS CI Y 2 2033-01-30 Fixed 7.62500000 N N N N N N Islamic Republic of Pakistan 529900LOP29R5WKHOD86 N/A 400000.00000000 PA USD 399600.00000000 0.029755810098 Long DBT NUSS PK Y 2 2026-04-08 Fixed 6.00000000 N N N N N N Republic of Kenya 549300VVURQQYU45PR87 N/A 400000.00000000 PA USD 438000.00000000 0.032615227284 Long DBT NUSS KE Y 2 2031-02-16 Fixed 9.75000000 N N N N N N Islamic Republic of Pakistan 529900LOP29R5WKHOD86 N/A 200000.00000000 PA USD 197500.00000000 0.014706637873 Long DBT NUSS PK Y 2 2031-04-08 Fixed 7.37500000 N N N N N N Republic of El Salvador 529900AKDMUSFSDOM949 N/A 150000.00000000 PA USD 162375.00000000 0.012091090252 Long DBT NUSS SV Y 2 2030-04-17 Fixed 9.25000000 N N N N N N Hashemite Kingdom of Jordan 5493000JZ4MYPVMBVN50 N/A 200000.00000000 PA USD 209688.00000000 0.015614204974 Long DBT NUSS JO Y 2 2029-01-13 Fixed 7.50000000 N N N N N N Transnet 378900B07CD6F01EA796 N/A 400000.00000000 PA USD 422000.00000000 0.031423803457 Long SN CORP ZA Y 2 2028-02-06 Fixed 8.25000120 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 N/A 350000.00000000 PA USD 375812.50000000 0.027984497954 Long DBT NUSS DO Y 2 2031-02-03 Fixed 7.05000000 N N N N N N Grupo Nutresa SA 254900KKAX7B7RJUE255 N/A 400000.00000000 PA USD 431576.32000000 0.032136894446 Long DBT CORP CO Y 2 2030-05-12 Fixed 8.00000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 200000.00000000 PA USD 216449.00000000 0.016117656005 Long DBT NUSS EG Y 2 2030-02-04 Fixed 8.62500000 N N N N N N Republic of El Salvador 529900AKDMUSFSDOM949 N/A 270000.00000000 PA USD 290671.20000000 0.021644537107 Long DBT NUSS SV Y 2 2029-02-28 Fixed 8.62500000 N N N N N N EURO N/A N/A 120.86000000 OU Currencies 142.81000000 0.000010634202 Long STIV XX N 1 N N N N/A N/A N/A 829.00000000 NC USD 232343.87000000 0.017301251434 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A U.S. Treasury 5 Year Note 2026-06-30 91293625.00000000 USD 232343.87000000 N N N N/A N/A N/A 610.00000000 NC USD 128057.14000000 0.009535645494 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 2 Year Note 2026-06-30 127632969.36000000 USD 128057.14000000 N N N N/A N/A N/A -206.00000000 NC USD -101911.75000000 -0.00758875545 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 10 Year Note 2026-06-18 -23438937.50000000 USD -101911.75000000 N N N N/A N/A N/A -60.00000000 NC USD -87757.62000000 -0.00653478247 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury Long Bond 2026-06-18 -7106250.00000000 USD -87757.62000000 N N N N/A N/A N/A -191.00000000 NC USD -128668.79000000 -0.00958119139 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 10 Year Ultra Note 2026-06-18 -22296265.63000000 USD -128668.79000000 N N N N/A N/A N/A 3.00000000 NC USD 3275.94000000 0.000243939560 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A U.S. Treasury Ultra Bond 2026-06-18 364687.50000000 USD 3275.94000000 N N N Sonangol Finance Ltd. N/A 83540CAA4 210000.00000000 PA USD 208351.50000000 0.015514683853 Long DBT CORP AO Y 2 2031-01-29 Fixed 10.00000000 N N N N N N Republic of Ecuador 5299003Y2U5XK0A35H71 27927WAR3 369000.00000000 PA USD 375273.00000000 0.027944324632 Long DBT NUSS EC Y 2 2039-01-29 Fixed 9.25000000 N N N N N N 2026-03-30 J.P. Morgan Exchange-Traded Fund Trust Timothy J. Clemens Timothy J. Clemens Treasurer and Principal Financial Officer