0001752724-25-211230.txt : 20250828 0001752724-25-211230.hdr.sgml : 20250828 20250828120434 ACCESSION NUMBER: 0001752724-25-211230 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20250630 FILED AS OF DATE: 20250828 DATE AS OF CHANGE: 20250828 PERIOD START: 20250630 FILER: COMPANY DATA: COMPANY CONFORMED NAME: SSGA Active Trust CENTRAL INDEX KEY: 0001516212 ORGANIZATION NAME: EIN: 000000000 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-22542 FILM NUMBER: 251270242 BUSINESS ADDRESS: STREET 1: ONE IRON STREET CITY: BOSTON STATE: MA ZIP: 02210 BUSINESS PHONE: 6176643920 MAIL ADDRESS: STREET 1: ONE IRON STREET CITY: BOSTON STATE: MA ZIP: 02210 FORMER COMPANY: FORMER CONFORMED NAME: SSgA Active Trust DATE OF NAME CHANGE: 20141208 FORMER COMPANY: FORMER CONFORMED NAME: SSgA Active ETF Trust DATE OF NAME CHANGE: 20110322 0001516212 S000052162 SPDR DoubleLine Short Duration Total Return Tactical ETF C000164160 SPDR DoubleLine Short Duration Total Return Tactical ETF STOT NPORT-P 1 primary_doc.xml NPORT-P false 0001516212 XXXXXXXX S000052162 C000164160 SSGA Active Trust 811-22542 0001516212 549300MAXSRPQ75ICU67 One Iron Street Boston 02210 617-664-8594 SPDR DoubleLine Short Duration Total Return Tactical ETF S000052162 549300JKQUMR3G362R19 2025-06-30 2025-06-30 N 258126866.02 4057081.98 254069784.04 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2967074.42000000 0.00000000 0.00000000 4844.73000000 USD N WAMU Mortgage Pass-Through Certificates N/A WaMu Mortgage Pass-Through Certificates Series 2006-AR16 Trust 92925GAC7 1387455.15000000 PA USD 1209819.73000000 0.476176155528 Long ABS-MBS CORP US N 2 2036-12-25 Variable 4.47000000 N N N N N N Bridge Street CLO Ltd N/A Bridge Street CLO I Ltd 10805YAL5 1000000.00000000 PA USD 1002900.00000000 0.394734070322 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 5.82000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A MF1 2020-FL4 Ltd 58003UAA6 117549.23000000 PA USD 117647.15000000 0.046305053725 Long ABS-CBDO CORP US N 2 2035-12-15 Floating 6.13000000 N N N N N N COLOSSUS ACQUIRECO LLC 2549009FT92RXWA46910 COLOSSUS ACQUIRECO LLC TERM LOAN B 000000000 145000.00000000 PA USD 144220.63000000 0.056764180181 Long LON CORP US N 2 2032-06-11 None 0.00000000 N N N N N N Affirm Master Trust N/A Affirm Master Trust 00833BAC2 200000.00000000 PA USD 200944.30000000 0.079090199867 Long ABS-O CORP US N 2 2033-02-15 Fixed 5.28000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Inflation-Indexed Notes 91282CFR7 498097.20000000 PA USD 504313.69000000 0.198494162501 Long DBT UST US N 2 2027-10-15 Fixed 1.63000000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 Delta Air Lines Inc 247361A24 485000.00000000 PA USD 487735.40000000 0.191969069381 Long DBT CORP US N 2 2028-07-10 Fixed 4.95000000 N N N N N N Iron Mountain Inc SQL3F6CKNNBM3SQGHX24 Iron Mountain Inc 2023 Term Loan B 46284NAV1 157095.95000000 PA USD 157161.14000000 0.061857469826 Long LON US N 2 2031-01-31 Floating 6.33000000 N N N N N N Verus Securitization Trust 213800D3C9UXVQ7TZF09 Verus Securitization Trust 2023-INV2 92540BAA7 863050.17000000 PA USD 868150.17000000 0.341697527425 Long ABS-MBS CORP US N 2 2068-08-25 Variable 6.44000000 N N N N N N Pretium Mortgage Credit Partners LLC 254900S0KCA0ULKWBW61 Pret 2025-NPL2 LLC 69392JAA7 968556.77000000 PA USD 964743.56000000 0.379715975925 Long ABS-O CORP US N 2 2055-03-25 Variable 5.84000000 N N N N N N Greystone Commercial Real Estate Notes N/A Greystone CRE Notes 2021-FL3 Ltd 39809PAA3 138308.15000000 PA USD 138046.33000000 0.054334021072 Long ABS-CBDO CORP KY N 2 2039-07-15 Floating 5.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137H4YN4 761168.18000000 PA USD 649054.00000000 0.255462884912 Long ABS-MBS USGSE US N 2 2047-12-25 Fixed 2.00000000 N N N N N N Steele Creek CLO Ltd N/A Steele Creek CLO 2019-2 LTD 85817EAU7 919450.61000000 PA USD 919199.60000000 0.361790207943 Long ABS-CBDO CORP KY N 2 2032-07-15 Floating 5.26000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 Glencore Funding LLC 378272BW7 488000.00000000 PA USD 489947.12000000 0.192839586120 Long DBT CORP US N 2 2027-04-04 Floating 5.40000000 N N N N N N FIRSTENERGY TRANSMISSION 549300AINIIPOLYX2R63 FirstEnergy Transmission LLC 33767BAG4 10000.00000000 PA USD 10005.40000000 0.003938051916 Long DBT CORP US N 2 2030-01-15 Fixed 4.55000000 N N N N N N Flutter Financing BV 635400VFWPBIKJK6GN11 Flutter Financing BV 2024 Term Loan B 000000000 231529.91000000 PA USD 231240.50000000 0.091014561559 Long LON CORP NL N 2 2030-11-30 Floating 6.05000000 N N N N N N COMM Mortgage Trust N/A COMM 2015-CCRE25 Mortgage Trust 12593PAX0 339853.78000000 PA USD 217.76000000 0.000085708735 Long ABS-MBS CORP US N 2 2048-08-10 Variable 0.86000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300RVQJTKIK3XGD11 Wells Fargo Commercial Mortgage Trust 2018-C43 95001LAT9 159449.32000000 PA USD 156490.13000000 0.061593365221 Long ABS-MBS CORP US N 2 2051-03-15 Fixed 3.75000000 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Trust 2020-GC47 36258RBC6 2101867.22000000 PA USD 84230.67000000 0.033152572754 Long ABS-MBS CORP US N 2 2053-05-12 Variable 1.24000000 N N N N N N CEDR TRUST N/A CEDR Commercial Mortgage Trust 2022-SNAI 12524AAA7 200000.00000000 PA USD 194611.36000000 0.076597601220 Long ABS-MBS CORP US N 2 2039-02-15 Floating 5.30000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A Wells Fargo Commercial Mortgage Trust 2025-C64 95004BAS0 69782.59000000 PA USD 69953.49000000 0.027533179620 Long ABS-MBS CORP US N 2 2058-02-15 Fixed 5.02000000 N N N N N N Dominos Pizza Master Issuer LLC N/A Domino's Pizza Master Issuer LLC 25755TAH3 846000.00000000 PA USD 831595.77000000 0.327309984200 Long ABS-O CORP US N 2 2047-07-25 Fixed 4.12000000 N N N N N N Credit Suisse Mortgage Trust N/A CSMC Trust 2017-PFHP 12595KAA9 129024.40000000 PA USD 128624.09000000 0.050625496646 Long ABS-MBS CORP US N 2 2030-12-15 Floating 5.31000000 N N N N N N VASA Trust N/A VASA Trust 2021-VASA 92230AAA4 315000.00000000 PA USD 305663.37000000 0.120306856305 Long ABS-MBS CORP US N 2 2039-07-15 Floating 5.33000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GHT9 168000.00000000 PA USD 166792.08000000 0.065648137038 Long DBT CORP US N 2 2027-04-23 Fixed 3.56000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 17327CAW3 284000.00000000 PA USD 286044.80000000 0.112585131317 Long DBT CORP US N 2 2029-03-04 Fixed 4.79000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136BVPV4 644480.74000000 PA USD 641293.36000000 0.252408354036 Long ABS-MBS USGSE US N 2 2055-04-25 Floating 5.51000000 N N N N N N ACHV ABS TRUST N/A ACHV ABS Trust 2024-3AL 00092KAA2 277074.08000000 PA USD 277445.15000000 0.109200372271 Long ABS-O CORP US N 2 2031-12-26 Fixed 5.01000000 N N N N N N Reach Financial LLC N/A Reach ABS Trust 2025-1 75525PAA0 537959.48000000 PA USD 537253.28000000 0.211458943073 Long ABS-O CORP US N 2 2032-08-16 Fixed 4.96000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 31427MG96 628416.71000000 PA USD 633666.50000000 0.249406477985 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 5.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CCP4 18450000.00000000 PA USD 17798484.38000000 7.005352662163 Long DBT UST US N 2 2026-07-31 Fixed 0.63000000 N N N N N N BDS Ltd N/A BDS 2021-FL9 Ltd 05493NAA0 22956.86000000 PA USD 22879.79000000 0.009005317214 Long ABS-CBDO CORP KY N 2 2038-11-16 Floating 5.50000000 N N N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 PayPal Holdings Inc 70450YAS2 167000.00000000 PA USD 168389.44000000 0.066276846196 Long DBT CORP US N 2 2028-03-06 Fixed 4.45000000 N N N N N N Peace Park CLO, Ltd. 549300XHXTUZ93V6SK42 Peace Park CLO Ltd 70470MAC9 1000000.00000000 PA USD 1001787.00000000 0.394296001700 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 5.66000000 N N N N N N BX Trust N/A BX Trust 2021-BXMF 05609RAA2 242407.79000000 PA USD 242146.21000000 0.095306968876 Long ABS-MBS CORP US N 2 2026-10-15 Floating 5.06000000 N N N N N N BX Trust N/A BX Trust 2022-PSB 05606DAS7 85990.35000000 PA USD 85940.35000000 0.033825490238 Long ABS-MBS CORP US N 2 2039-08-15 Floating 6.76000000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRUST N/A WFRBS Commercial Mortgage Trust 2014-C23 92939HBA2 199734.88000000 PA USD 195185.07000000 0.076823409260 Long ABS-MBS CORP US N 2 2057-10-15 Variable 4.21000000 N N N N N N ACREC LLC N/A Acrec 2025 Fl 3 LLC 00112HAA5 210000.00000000 PA USD 209217.75000000 0.082346568991 Long ABS-CBDO CORP US N 2 2042-08-18 Floating 5.62000000 N N N N N N Six Flags Entertainment Corporation 529900AS2CYWYFHRS781 Six Flags Entertainment Corporation 2024 Term Loan B 15018LAN1 69475.00000000 PA USD 69622.63000000 0.027402955555 Long LON CORP US N 2 2031-05-01 Floating 6.33000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828ZE3 3000000.00000000 PA USD 2841796.89000000 1.118510373336 Long DBT UST US N 2 2027-03-31 Fixed 0.63000000 N N N N N N Allegro CLO Ltd N/A Allegro CLO XV Ltd 01749WAL7 1000000.00000000 PA USD 996987.00000000 0.392406756973 Long ABS-CBDO CORP JE N 2 2038-04-20 Floating 5.49000000 N N N N N N 1011778 BC Unlimited Liability Company 549300RHSHNRWI5LLA86 1011778 BC Unlimited Liability Company 2024 Term Loan B6 000000000 189600.64000000 PA USD 189028.05000000 0.074400051432 Long LON CORP CA N 2 2030-09-20 Floating 6.08000000 N N N N N N BX Trust N/A BX Trust 2021-LGCY 12434DAG7 210000.00000000 PA USD 209498.57000000 0.082457097679 Long ABS-MBS CORP US N 2 2036-10-15 Floating 5.28000000 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 Quanta Services Inc 74762EAK8 295000.00000000 PA USD 297492.75000000 0.117090960313 Long DBT CORP US N 2 2027-08-09 Fixed 4.75000000 N N N N N N GS Mortgage Securities Trust 549300WF5YRKNHB1FX69 GS Mortgage Securities Trust 2013-GC13 36198EAP0 138198.61000000 PA USD 136626.28000000 0.053775099827 Long ABS-MBS CORP US N 2 2046-07-10 Variable 4.01000000 N N N N N N PFP III N/A PFP 2024-11 Ltd 69291WAA0 608129.29000000 PA USD 609538.93000000 0.239910043731 Long ABS-CBDO CORP KY N 2 2039-09-17 Floating 6.14000000 N N N N N N AREIT CRE Trust N/A AREIT 2022-CRE6 Trust 04002VAA9 254306.47000000 PA USD 254467.19000000 0.100156416065 Long ABS-CBDO CORP KY N 2 2037-01-20 Floating 5.55000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 Elevance Health Inc 036752AY9 316000.00000000 PA USD 325293.56000000 0.128033154839 Long DBT CORP US N 2 2029-06-15 Fixed 5.15000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137FUY81 680190.20000000 PA USD 654600.17000000 0.257645816669 Long ABS-MBS USGSE US N 2 2050-05-25 Floating 4.77000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Inflation-Indexed Bonds 912810PS1 668039.40000000 PA USD 679338.66000000 0.267382704545 Long DBT UST US N 2 2027-01-15 Fixed 2.38000000 N N N N N N ACHV ABS TRUST N/A ACHV ABS TRUST 2023-4CP 00092CAC6 29614.75000000 PA USD 29663.91000000 0.011675496994 Long ABS-O CORP US N 2 2030-11-25 Fixed 7.71000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A JP Morgan Chase Commercial Mortgage Securities Trust 2019-ICON UES 46651CAA6 207837.25000000 PA USD 201270.54000000 0.079218605534 Long ABS-MBS CORP US N 2 2032-05-05 Fixed 3.81000000 N N N N N N Exeter Select Automobile Receivables Trust N/A Exeter Select Automobile Receivables Trust 2025-1 30185AAB7 1000000.00000000 PA USD 1001257.67000000 0.394087661302 Long ABS-O CORP US N 2 2028-10-16 Fixed 4.83000000 N N N N N N CSAIL Commercial Mortgage Trust 54930025J96YEH8FQE77 CSAIL 2015-C4 Commercial Mortgage Trust 12635RAX6 359034.84000000 PA USD 357756.59000000 0.140810364897 Long ABS-MBS CORP US N 2 2048-11-15 Fixed 3.81000000 N N N N N N OMEGA HLTHCARE INVESTORS 549300OJ7ENK42CZ8E73 Omega Healthcare Investors Inc 681936BK5 220000.00000000 PA USD 221141.80000000 0.087039787448 Long DBT US N 2 2028-01-15 Fixed 4.75000000 N N N N N N AMERICAN NATIONAL GROUP 549300RK5RZQ740FPL83 American National Group Inc 025676AN7 148000.00000000 PA USD 151596.40000000 0.059667229053 Long DBT CORP US N 2 2029-10-01 Fixed 5.75000000 N N N N N N ESSENTIAL UTILITIES INC 549300ILTEOF3E3QY357 Essential Utilities Inc 29670GAJ1 198000.00000000 PA USD 200170.08000000 0.078785472564 Long DBT CORP US N 2 2027-08-15 Fixed 4.80000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A Wells Fargo Commercial Mortgage Trust 2019-C52 95002MAY5 2574116.84000000 PA USD 128616.75000000 0.050622607676 Long ABS-MBS CORP US N 2 2052-08-15 Variable 1.70000000 N N N N N N MERITAGE HOMES CORP 52990044W9UMFJO2FB97 Meritage Homes Corp 59001ABD3 29000.00000000 PA USD 27967.31000000 0.011007727701 Long DBT CORP US N 2 2029-04-15 Fixed 3.88000000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 DCP Midstream Operating LP 23311VAH0 68000.00000000 PA USD 69047.20000000 0.027176470535 Long DBT CORP US N 2 2029-05-15 Fixed 5.13000000 N N N N N N Washington Mutual Asset-Backed CTFS N/A Washington Mutural Asset-Backed Certificates WMABS Series 2006-HE5 Trust 93934XAC7 252651.32000000 PA USD 84282.02000000 0.033172783736 Long ABS-O CORP US N 2 2036-10-25 Floating 4.13000000 N N N N N N ACHV ABS TRUST N/A ACHV ABS TRUST 2024-2PL 00092HAA9 91348.49000000 PA USD 91506.38000000 0.036016238745 Long ABS-O CORP US N 2 2031-10-27 Fixed 5.07000000 N N N N N N INTERSTATE POWER & LIGHT EF9UQIIO4KY2BWOK3P26 Interstate Power and Light Co 461070AQ7 1003000.00000000 PA USD 975246.99000000 0.383850048790 Long DBT CORP US N 2 2029-04-01 Fixed 3.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140XPPG8 615875.61000000 PA USD 621947.79000000 0.244794079843 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 5.50000000 N N N N N N BX Trust N/A BX Trust 2021-VIEW 05606GAA9 269000.00000000 PA USD 267623.81000000 0.105334765017 Long ABS-MBS CORP US N 2 2036-06-15 Floating 5.71000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 NiSource Inc 65473PAS4 489000.00000000 PA USD 502026.96000000 0.197594122377 Long DBT CORP US N 2 2029-07-01 Fixed 5.20000000 N N N N N N Dynasty Acquisition Co Inc 549300L1RCRPOAUCB870 Dynasty Acquisition Co Inc 2024 1st Lien Term Loan B1 26812CAN6 176962.76000000 PA USD 177243.25000000 0.069761640751 Long LON CORP US N 2 2031-10-31 Floating 6.33000000 N N N N N N EQT Corp 4NT01YGM4X7ZX86ISY52 EQT Corp 26884LAF6 33000.00000000 PA USD 32555.82000000 0.012813731519 Long DBT CORP US N 2 2027-10-01 Fixed 3.90000000 N N N N N N Countrywide Alternative Loan Trust N/A Alternative Loan Trust 2006-41CB 02149CAC5 223868.28000000 PA USD 111172.42000000 0.043756647576 Long ABS-MBS CORP US N 2 2037-01-25 Fixed 6.00000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A Penske Truck Leasing Co Lp / PTL Finance Corp 709599CB8 487000.00000000 PA USD 498473.72000000 0.196195593223 Long DBT CORP US N 2 2030-02-01 Fixed 5.25000000 N N N N N N FS Rialto Issuer Ltd N/A FS RIALTO 30319YAA6 156092.30000000 PA USD 154940.81000000 0.060983564253 Long ABS-CBDO CORP US N 2 2038-05-16 Floating 5.65000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 Global Payments Inc 37940XAN2 116000.00000000 PA USD 118118.16000000 0.046490439800 Long DBT CORP US N 2 2029-08-15 Fixed 5.30000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828ZV5 9060000.00000000 PA USD 8501535.98000000 3.346142089317 Long DBT UST US N 2 2027-06-30 Fixed 0.50000000 N N N N N N AMRIZE FINANCE US LLC 529900FB2F1WKLFNGY62 Amrize Finance US LLC 43475RAB2 272000.00000000 PA USD 274434.40000000 0.108015363195 Long DBT CORP US N 2 2028-04-07 Fixed 4.70000000 N N N N N N Morgan Stanley Capital I Trust N/A Morgan Stanley Capital I Trust 2016-UBS12 61691EBB0 1213728.59000000 PA USD 7584.59000000 0.002985238889 Long ABS-MBS CORP US N 2 2049-12-15 Variable 0.77000000 N N N N N N Legacy Mortgage Asset Trust N/A Legacy Mortgage Asset Trust 2021-GS1 52474JAA4 318996.95000000 PA USD 318973.06000000 0.125545452484 Long ABS-MBS CORP US N 2 2066-10-25 Variable 5.89000000 N N N N N N BX Trust N/A BX Trust 2021-ARIA 05608RAE5 200000.00000000 PA USD 199601.34000000 0.078561620680 Long ABS-MBS CORP US N 2 2036-10-15 Floating 5.72000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418EVE7 663342.07000000 PA USD 666314.81000000 0.262256612889 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 5.00000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 Truist Financial Corp 89788MAQ5 818000.00000000 PA USD 884986.02000000 0.348323994269 Long DBT CORP US N 2 2029-10-30 Fixed 7.16000000 N N N N N N CIFC Funding Ltd N/A CIFC Funding 2021-V Ltd 12565EAJ0 1000000.00000000 PA USD 1002050.00000000 0.394399516568 Long ABS-CBDO CORP KY N 2 2038-01-15 Floating 5.52000000 N N N N N N BUNGE LTD FINANCE CORP 549300QHC068L40NNM71 Bunge Ltd Finance Corp 120568BE9 243000.00000000 PA USD 240327.00000000 0.094590941188 Long DBT CORP US N 2 2029-09-17 Fixed 4.20000000 N N N N N N Carval CLO LTD 2549009HBUYMF23IOB57 CarVal CLO IX-C Ltd 14688HAA0 500000.00000000 PA USD 501029.00000000 0.197201332654 Long ABS-CBDO CORP JE N 2 2037-04-20 Floating 5.95000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A BBCMS Mortgage Trust 2025-5C34 07337BAG9 5299841.77000000 PA USD 263129.72000000 0.103565924218 Long ABS-MBS CORP US N 2 2058-05-15 Variable 1.39000000 N N N N N N Carvana Auto Receivables Trust N/A Carvana Auto Receivables Trust 2023-P5 14687RAB7 20916.60000000 PA USD 20922.55000000 0.008234961933 Long ABS-O CORP US N 2 2027-04-12 Fixed 5.77000000 N N N N N N HP ENTERPRISE CO 549300BX44RGX6ANDV88 Hewlett Packard Enterprise Co 42824CBT5 660000.00000000 PA USD 656759.40000000 0.258495673730 Long DBT CORP US N 2 2029-10-15 Fixed 4.55000000 N N N N N N GATX Corp 549300IHYHCQP2PIR591 GATX Corp 361448BE2 240000.00000000 PA USD 241833.60000000 0.095183927877 Long DBT CORP US N 2 2029-04-01 Fixed 4.70000000 N N N N N N ILLUMINA INC SQ95QG8SR5Q56LSNF682 Illumina Inc 452327AQ2 205000.00000000 PA USD 205237.80000000 0.080780089917 Long DBT CORP US N 2 2026-09-09 Fixed 4.65000000 N N N N N N UBS Commercial Mortgage Trust N/A UBS Commercial Mortgage Trust 2019-C16 90276YAC7 289631.97000000 PA USD 285255.19000000 0.112274346624 Long ABS-MBS CORP US N 2 2052-04-15 Fixed 3.46000000 N N N N N N Mariner Finance Issuance Trust N/A Mariner Finance Issuance Trust 2025-A 567920AB9 300000.00000000 PA USD 303799.12000000 0.119573101204 Long ABS-O CORP US N 2 2038-05-20 Fixed 5.33000000 N N N N N N PUBLIC SERVICE ENTERPRIS PUSS41EMO3E6XXNV3U28 Public Service Enterprise Group Inc 744573AW6 456000.00000000 PA USD 477349.92000000 0.187881420769 Long DBT CORP US N 2 2028-10-15 Fixed 5.88000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 Truist Financial Corp 89788MAH5 606000.00000000 PA USD 605739.42000000 0.238414584516 Long DBT CORP US N 2 2026-07-28 Fixed 4.26000000 N N N N N N Bank5 N/A BANK5 Trust 2025-5YR13 06650CAM5 7597550.19000000 PA USD 322942.23000000 0.127107688629 Long ABS-MBS CORP US N 2 2058-01-15 Variable 1.28000000 N N N N N N Shackleton CLO LTD 549300S9WB2KLCOJR134 Shackleton 2013-III CLO Ltd 81881QAS5 26904.54000000 PA USD 26893.78000000 0.010585194182 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 5.64000000 N N N N N N ZIMMER BIOMET HOLDINGS 2P2YLDVPES3BXQ1FRB91 Zimmer Biomet Holdings Inc 98956PBA9 92000.00000000 PA USD 92555.68000000 0.036429235514 Long DBT CORP US N 2 2027-02-19 Fixed 4.70000000 N N N N N N Onslow Bay Financial LLC 254900O44XNRXAW7W466 OBX 2023-NQM10 Trust 67449CAA9 541692.10000000 PA USD 546519.34000000 0.215105996199 Long ABS-MBS CORP US N 2 2063-10-25 Variable 6.47000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 American Tower Corp 03027XCN8 840000.00000000 PA USD 852272.40000000 0.335448153829 Long DBT US N 2 2030-03-15 Fixed 4.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136BWKS4 986955.39000000 PA USD 991165.15000000 0.390115319594 Long ABS-MBS USGSE US N 2 2055-06-25 Floating 5.81000000 N N N N N N DELTA 2 LUX SARL 549300BBG8Z3D6QSYP53 DELTA 2 LUX SARL 2024 TERM LOAN B2 000000000 16666.67000000 PA USD 16714.59000000 0.006578739799 Long LON CORP LU N 2 2031-09-30 None 0.00000000 N N N N N N Prime Security Services Borrower, LLC 549300O6QPZVWXV2DC15 Prime Security Services Borrower LLC 2025 Incremental Term Loan B 03765VAQ3 309225.00000000 PA USD 307131.55000000 0.120884721164 Long LON CORP US N 2 2032-03-07 None 0.00000000 N N N N N N ACREC LLC N/A ACREC 2023-FL2 LLC 00501BAA7 171838.62000000 PA USD 172060.64000000 0.067721803539 Long ABS-CBDO CORP US N 2 2038-02-19 Floating 6.54000000 N N N N N N MTN Commercial Mortgage Trust 2022-LPFL N/A MTN Commercial Mortgage Trust 2022-LPFL 62475WAA3 280000.00000000 PA USD 279761.00000000 0.110111873813 Long ABS-MBS CORP US N 2 2039-03-15 Floating 5.72000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 Avolon Holdings Funding Ltd 05401AAS0 230000.00000000 PA USD 239724.40000000 0.094353762257 Long DBT CORP KY N 2 2028-05-04 Fixed 6.38000000 N N N N N N API GROUP DE INC 549300XP4G7B4QYA0G83 APi Group DE Inc 2025 Term Loan 00186XAN3 135651.50000000 PA USD 135835.31000000 0.053463779848 Long LON CORP US N 2 2029-01-03 Floating 6.08000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 Avolon Holdings Funding Ltd 05401AAZ4 525000.00000000 PA USD 534560.25000000 0.210398986254 Long DBT CORP KY N 2 2030-05-30 Fixed 5.38000000 N N N N N N Meritage Homes Corp 52990044W9UMFJO2FB97 Meritage Homes Corp 59001ABA9 236000.00000000 PA USD 238723.44000000 0.093959791756 Long DBT CORP US N 2 2027-06-06 Fixed 5.13000000 N N N N N N CNA Financial Corp 549300YX2GSZD7YG1R84 CNA Financial Corp 126117AV2 80000.00000000 PA USD 78407.20000000 0.030860497755 Long DBT CORP US N 2 2029-05-01 Fixed 3.90000000 N N N N N N FS Rialto Issuer Ltd N/A FS Rialto 2022-Fl4 Issuer LLC 30326MAC9 250000.00000000 PA USD 250204.25000000 0.098478554207 Long ABS-CBDO CORP US N 2 2039-01-19 Floating 6.70000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 Broadcom Inc 11135FCB5 204000.00000000 PA USD 203251.32000000 0.079998225986 Long DBT CORP US N 2 2030-02-15 Fixed 4.35000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A JPMCC Commercial Mortgage Securities Trust 2019-COR5 46591EAY3 1020882.22000000 PA USD 40634.75000000 0.015993539000 Long ABS-MBS CORP US N 2 2052-06-13 Variable 1.61000000 N N N N N N GE HEALTHCARE TECH INC 549300OI9J7XOWZMUN85 GE HealthCare Technologies Inc 36266GAA5 638000.00000000 PA USD 647117.02000000 0.254700503818 Long DBT CORP US N 2 2029-08-14 Fixed 4.80000000 N N N N N N Freddie Mac - STACR 529900MBUPRSJMB6GN48 Freddie Mac Stacr Remic Trust 2025-Hqa1 35564NGY3 1950000.00000000 PA USD 1946967.26000000 0.766312006505 Long ABS-MBS USGSE US N 2 2045-02-25 Floating 5.26000000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 New York Life Global Funding 64952WFF5 36000.00000000 PA USD 36521.64000000 0.014374649129 Long DBT CORP US N 2 2029-01-29 Fixed 4.70000000 N N N N N N GPMT Ltd. N/A GPMT 2021-FL3 Ltd 36264BAA8 95890.08000000 PA USD 94127.14000000 0.037047750623 Long ABS-CBDO CORP KY N 2 2035-07-16 Floating 5.93000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CCZ2 10000000.00000000 PA USD 9632421.90000000 3.791250477263 Long DBT UST US N 2 2026-09-30 Fixed 0.88000000 N N N N N N Pagaya AI Debt Selection Trust N/A Pagaya AI Debt Grantor Trust 2025-1 69544NAC1 499957.31000000 PA USD 497425.84000000 0.195783155356 Long ABS-O CORP US N 2 2032-07-15 Fixed 5.63000000 N N N N N N BX Trust N/A BX Commercial Mortgage Trust 2021-XL2 05609KAG4 126000.00000000 PA USD 125885.37000000 0.049547556580 Long ABS-MBS CORP US N 2 2038-10-15 Floating 5.82000000 N N N N N N Oak Hill Credit N/A OHA Credit Funding 7 Ltd 67098WAY7 1000000.00000000 PA USD 1001900.00000000 0.394340477670 Long ABS-CBDO CORP KY N 2 2038-07-19 Floating 0.00000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 Western Midstream Operating LP 958667AF4 50000.00000000 PA USD 52361.50000000 0.020609101628 Long DBT CORP US N 2 2029-01-15 Fixed 6.35000000 N N N N N N Corpay Technologies Operating Company LLC 549300FKKKZCXLK48427 Corpay Technologies Operating Company LLC Term Loan B5 33903RAZ2 129504.36000000 PA USD 129666.24000000 0.051035679228 Long LON CORP US N 2 2028-04-28 Floating 6.08000000 N N N N N N Voya CLO Ltd N/A Voya CLO 2024-1 Ltd 92920DAA3 500000.00000000 PA USD 501900.00000000 0.197544151854 Long ABS-CBDO CORP KY N 2 2037-04-15 Floating 5.78000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136ARSE9 175060.77000000 PA USD 170625.98000000 0.067157131905 Long ABS-MBS USGSE US N 2 2046-03-25 Floating 4.87000000 N N N N N N Great Wolf Trust N/A Great Wolf Trust 2024-WOLF 39152MAA3 200000.00000000 PA USD 199883.96000000 0.078672857835 Long ABS-MBS CORP US N 2 2039-03-15 Floating 5.85000000 N N N N N N Velocity Commercial Capital Loan Trust N/A Velocity Commercial Capital Loan Trust 2018-2 92259BAA8 134126.81000000 PA USD 130905.43000000 0.051523415306 Long ABS-MBS CORP US N 2 2048-10-26 Variable 4.05000000 N N N N N N Walker & Dunlop, Inc. N/A Walker & Dunlop Inc 2025 Term Loan B 93148QAK6 19950.00000000 PA USD 20049.75000000 0.007891434267 Long LON CORP US N 2 2032-03-14 Floating 6.31000000 N N N N N N BX Trust N/A BX Commercial Mortgage Trust 2021-CIP 12434FAA5 219911.27000000 PA USD 219794.46000000 0.086509484325 Long ABS-MBS CORP US N 2 2038-12-15 Floating 5.35000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A MF1 2022-FL8 Ltd 55284JAA7 252671.25000000 PA USD 252669.99000000 0.099449051352 Long ABS-CBDO CORP KY N 2 2037-02-19 Floating 5.67000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136B2EN8 139321.93000000 PA USD 134374.57000000 0.052888843318 Long ABS-MBS USGSE US N 2 2048-06-25 Floating 4.72000000 N N N N N N COTERRA ENERGY INC FCNMH6O7VWU7LHXMK351 Coterra Energy Inc 127097AK9 18000.00000000 PA USD 17817.48000000 0.007012829198 Long DBT CORP US N 2 2029-03-15 Fixed 4.38000000 N N N N N N UBS Commercial Mortgage Trust N/A UBS Commercial Mortgage Trust 2017-C7 90276WAQ0 380564.81000000 PA USD 376934.97000000 0.148358834335 Long ABS-MBS CORP US N 2 2050-12-15 Fixed 3.59000000 N N N N N N State Street Global Advisors 549300BZ5TGIFZUZDZ37 State Street Institutional US Government Money Market Fund 857492706 4659802.01000000 NS USD 4659802.01000000 1.834063829198 Long STIV RF US N 1 N N N BrightSpire Capital, Inc N/A BRSP 2021-FL1 Ltd 05591XAA9 144683.47000000 PA USD 143257.18000000 0.056384973341 Long ABS-CBDO CORP KY N 2 2038-08-19 Floating 5.58000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 ONEOK Inc 682680CQ4 480000.00000000 PA USD 490204.80000000 0.192941007074 Long DBT CORP US N 2 2029-06-01 Fixed 5.38000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A Wells Fargo Commercial Mortgage Trust 2019-C51 95001VAV2 862862.11000000 PA USD 36075.41000000 0.014199016280 Long ABS-MBS CORP US N 2 2052-06-15 Variable 1.41000000 N N N N N N BX Trust N/A BX 2021-LBA3 Mortgage Trust 05609PAA6 210000.00000000 PA USD 209541.99000000 0.082474187472 Long ABS-MBS CORP US N 2 2036-10-15 Floating 5.12000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bills 912797PG6 6000000.00000000 PA USD 5979266.46000000 2.353395340808 Long STIV UST US N 2 2025-07-31 None 0.00000000 N N N N N N BX Trust N/A BX Trust 2021-RISE 12434EAC4 194425.69000000 PA USD 194091.72000000 0.076393074734 Long ABS-MBS CORP US N 2 2036-11-15 Floating 5.68000000 N N N N N N Vistra Operations Company LLC 549300ZH5GKBTJZ7NM23 Vistra Operations Company LLC 1st Lien Term Loan B3 88233FAK6 104915.14000000 PA USD 105304.90000000 0.041447234820 Long LON CORP US N 2 2030-12-20 Floating 6.08000000 N N N N N N VIDEOTRON LTD / LTEE 549300LW4GNJRBECSD81 Videotron Ltd 92660FAK0 651000.00000000 PA USD 651071.61000000 0.256257001382 Long DBT CORP CA N 2 2027-04-15 Fixed 5.13000000 N N N N N N Lamar Media Corporation N/A Lamar Media Corporation 2020 Term Loan B 513076BB4 175000.00000000 PA USD 175109.38000000 0.068921765199 Long LON CORP US N 2 2027-02-05 Floating 5.93000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 Mars Inc 571676AY1 562000.00000000 PA USD 569339.72000000 0.224087930074 Long DBT CORP US N 2 2030-03-01 Fixed 4.80000000 N N N N N N ZIMMER BIOMET HOLDINGS 2P2YLDVPES3BXQ1FRB91 Zimmer Biomet Holdings Inc 98956PBB7 277000.00000000 PA USD 283922.23000000 0.111749703363 Long DBT CORP US N 2 2030-02-19 Fixed 5.05000000 N N N N N N ESSENTIAL UTILITIES INC 549300ILTEOF3E3QY357 Essential Utilities Inc 03836WAB9 10000.00000000 PA USD 9694.00000000 0.003815487164 Long DBT CORP US N 2 2029-05-01 Fixed 3.57000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140W1TA1 1023593.92000000 PA USD 1025248.04000000 0.403530094644 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 5.50000000 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Corp Trust 2021-STAR 36264LAA6 210000.00000000 PA USD 208957.36000000 0.082244081400 Long ABS-MBS CORP US N 2 2036-12-15 Floating 5.38000000 N N N N N N KREF 2022-Fl3 Ltd 549300DG0FGL1EU1CT79 KREF 2022-FL3 Ltd 48275EAA4 153627.63000000 PA USD 153579.08000000 0.060447597332 Long ABS-CBDO CORP KY N 2 2039-02-17 Floating 5.77000000 N N N N N N BX Trust N/A BX Commercial Mortgage Trust 2021-21M 05609CAA5 53850.71000000 PA USD 53824.43000000 0.021184900126 Long ABS-MBS CORP US N 2 2036-10-15 Floating 5.16000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CBJ9 15500000.00000000 PA USD 14379882.89000000 5.659816236839 Long DBT UST US N 2 2028-01-31 Fixed 0.75000000 N N N N N N BDS Ltd N/A BDS 2022-FL11 LLC 054980AA5 166679.30000000 PA USD 166640.30000000 0.065588397545 Long ABS-CBDO CORP US N 2 2039-03-19 Floating 6.12000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 95000U3M3 482000.00000000 PA USD 484646.18000000 0.190753175089 Long DBT CORP US N 2 2028-04-22 Floating 5.42000000 N N N N N N BX Trust N/A BX Commercial Mortgage Trust 2021-XL2 05609KAA7 246070.71000000 PA USD 245653.37000000 0.096687361280 Long ABS-MBS CORP US N 2 2038-10-15 Floating 5.11000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140W0V28 975926.93000000 PA USD 977655.29000000 0.384797937973 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.50000000 N N N N N N WELLFLEET CLO LTD 254900T94H3OWOGPUI54 Wellfleet CLO 2020-2 Ltd 94950AAN0 1000000.00000000 PA USD 999600.00000000 0.393435214571 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 5.74000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PEU6 381000.00000000 PA USD 386071.11000000 0.151954751903 Long DBT CORP US N 2 2029-01-24 Fixed 4.92000000 N N N N N N CFCRE Commercial Mortgage Trust N/A CFCRE Commercial Mortgage Trust 2016-C7 12532BAD9 270000.00000000 PA USD 266204.58000000 0.104776166518 Long ABS-MBS CORP US N 2 2054-12-10 Fixed 3.84000000 N N N N N N Carvana Auto Receivables Trust N/A Carvana Auto Receivables Trust 2024-P3 146919AD7 300000.00000000 PA USD 299613.36000000 0.117925616826 Long ABS-O CORP US N 2 2030-09-10 Fixed 4.31000000 N N N N N N VERALTO CORP 635400FJE6GSOJUSNY27 Veralto Corp 92338CAB9 509000.00000000 PA USD 515102.91000000 0.202740720210 Long DBT CORP US N 2 2026-09-18 Fixed 5.50000000 N N N N N N GS Mortgage-Backed Securities Trust N/A GS Mortgage-Backed Securities Trust 2025-NQM2 36272EAC8 600000.00000000 PA USD 602165.52000000 0.237007923738 Long ABS-MBS CORP US N 2 2065-06-25 Variable 5.90000000 N N N N N N SREIT Trust N/A SREIT Trust 2021-IND 78473JAG7 200000.00000000 PA USD 199128.75000000 0.078375612728 Long ABS-MBS CORP US N 2 2038-10-15 Floating 5.52000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 Western Midstream Operating LP 958667AC1 307000.00000000 PA USD 295398.47000000 0.116266667095 Long DBT CORP US N 2 2030-02-01 Fixed 4.05000000 N N N N N N AMERICAN ELECTRIC POWER 1B4S6S7G0TW5EE83BO58 American Electric Power Co Inc 025537AY7 632000.00000000 PA USD 648292.96000000 0.255163345161 Long DBT CORP US N 2 2029-01-15 Fixed 5.20000000 N N N N N N Trestles CLO LTD 254900837GHK5VH7YU15 Trestles CLO VI Ltd 894940AQ8 500000.00000000 PA USD 498765.00000000 0.196310238891 Long ABS-CBDO CORP KY N 2 2038-04-25 Floating 5.45000000 N N N N N N Extended Stay America Trust N/A Extended Stay America Trust 2021-ESH 30227FAA8 257318.33000000 PA USD 257229.82000000 0.101243766932 Long ABS-MBS CORP US N 2 2038-07-15 Floating 5.51000000 N N N N N N Affirm Inc N/A Affirm Asset Securitization Trust 2024-X1 00834XAA7 50961.19000000 PA USD 51004.19000000 0.020074874386 Long ABS-O CORP US N 2 2029-05-15 Fixed 6.27000000 N N N N N N SOFI CONSUMER LOAN PROGRAM TRUST N/A SoFi Consumer Loan Program 2025-1 Trust 83406YAB7 750000.00000000 PA USD 757586.28000000 0.298180392785 Long ABS-O CORP US N 2 2034-02-27 Fixed 5.12000000 N N N N N N TTAN N/A TTAN 2021-MHC 87303TAG2 261475.13000000 PA USD 261350.40000000 0.102865596941 Long ABS-MBS CORP US N 2 2038-03-15 Floating 5.53000000 N N N N N N BrightSpire Capital, Inc N/A BRSP 2024-FL2 Ltd 05613BAA1 219000.00000000 PA USD 218973.94000000 0.086186533683 Long ABS-CBDO CORP KY N 2 2037-08-19 Floating 6.26000000 N N N N N N BX Trust N/A BX Trust 2025-ROIC 05593VAJ2 230000.00000000 PA USD 227816.22000000 0.089666790114 Long ABS-MBS CORP US N 2 2030-03-15 Floating 5.86000000 N N N N N N Verus Securitization Trust 2138005NRONUFED1TZ38 Verus Securitization Trust 2024-3 92540MAA3 407256.28000000 PA USD 410609.46000000 0.161612866146 Long ABS-MBS CORP US N 2 2069-04-25 Variable 6.34000000 N N N N N N Axalta Coating Systems U.S. Holdings, Inc. 549300NZ43V4QV4UGN28 Axalta Coating Systems US Holdings Inc 2024 Term Loan B 90347BAP3 49784.31000000 PA USD 50012.57000000 0.019684580041 Long LON CORP US N 2 2029-12-20 Floating 6.05000000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 Santander Holdings USA Inc 80282KBN5 309000.00000000 PA USD 314058.33000000 0.123611050871 Long DBT CORP US N 2 2029-03-20 Fixed 5.47000000 N N N N N N Avery Dennison Corp 549300PW7VPFCYKLIV37 Avery Dennison Corp 053611AJ8 52000.00000000 PA USD 52787.80000000 0.020776890175 Long DBT CORP US N 2 2028-12-06 Fixed 4.88000000 N N N N N N NATIONAL FUEL GAS CO 8JB38FFW1Y3C1HM8E841 National Fuel Gas Co 636180BT7 238000.00000000 PA USD 244497.40000000 0.096232379983 Long DBT CORP US N 2 2030-03-15 Fixed 5.50000000 N N N N N N Verus Securitization Trust 213800278TKDEXPH6140 Verus Securitization Trust 2024-6 92540JAC6 259699.95000000 PA USD 260728.90000000 0.102620979108 Long ABS-MBS CORP US N 2 2069-07-25 Variable 6.15000000 N N N N N N Space Coast Credit Union N/A SCCU Auto Receivables Trust 2024-1 78436RAC4 223252.08000000 PA USD 223643.16000000 0.088024304363 Long ABS-O CORP US N 2 2027-12-15 Fixed 5.45000000 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 HERC HOLDINGS INC TERM LOAN B 000000000 20000.00000000 PA USD 20100.00000000 0.007911212297 Long LON CORP US N 2 2032-06-02 Floating 6.32000000 N N N N N N Upgrade Master Pass-Thru Trust N/A Upgrade Master Pass-Thru Trust Series 2025-ST4 91533MAA4 1000000.00000000 PA USD 1000241.00000000 0.393687507461 Long ABS-O CORP US N 2 2032-08-16 Fixed 5.50000000 N N N N N N Laurel Road Prime Student Loan Trust N/A Laurel Road Prime Student Loan Trust 2019-A 51889RAA7 2074.60000000 PA USD 2074.60000000 0.000816547315 Long ABS-O CORP US N 2 2048-10-25 Fixed 2.34000000 N N N N N N ReadyCap Commercial Mortgage Trust N/A Ready Capital Mortgage Financing 2021-FL7 LLC 75575WAA4 120293.98000000 PA USD 120228.66000000 0.047321117091 Long ABS-CBDO CORP US N 2 2036-11-25 Floating 5.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31398SXN8 97749.63000000 PA USD 96874.36000000 0.038129036227 Long ABS-MBS USGSE US N 2 2040-12-25 Floating 4.89000000 N N N N N N Verus Securitization Trust 984500BADC7CFE3B0756 Verus Securitization Trust 2023-5 924934AA0 662595.24000000 PA USD 666126.62000000 0.262182542688 Long ABS-MBS CORP US N 2 2068-06-25 Variable 6.48000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 Hyundai Capital America 44891ADG9 344000.00000000 PA USD 341062.24000000 0.134239591413 Long DBT CORP US N 2 2029-09-26 Fixed 4.55000000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 Northrop Grumman Corp 666807CN0 524000.00000000 PA USD 528747.44000000 0.208111106953 Long DBT CORP US N 2 2030-07-15 Fixed 4.65000000 N N N N N N FS Rialto Issuer Ltd N/A FS Rialto 2021-FL3 30323CAA8 165586.45000000 PA USD 164925.26000000 0.064913370404 Long ABS-CBDO CORP KY N 2 2036-11-16 Floating 5.68000000 N N N N N N Credit-Based Asset Servicing and Securitization N/A Credit-Based Asset Servicing and Securitization LLC 17307GLP1 419650.01000000 PA USD 378819.03000000 0.149100386506 Long ABS-O CORP US N 2 2034-10-25 Floating 3.58000000 N N N N N N ATLASSIAN CORPORATION 549300V7ZY5P02D2MY38 Atlassian Corp 049468AA9 233000.00000000 PA USD 239169.84000000 0.094135491516 Long DBT CORP US N 2 2029-05-15 Fixed 5.25000000 N N N N N N LABORATORY CORP OF AMER OZ7UA8IXAIFILY2VZH07 Laboratory Corp of America Holdings 50540RAZ5 342000.00000000 PA USD 339660.72000000 0.133687963440 Long DBT CORP US N 2 2030-04-01 Fixed 4.35000000 N N N N N N AREIT CRE Trust N/A AREIT 2025-CRE10 Ltd 00193DAA6 320000.00000000 PA USD 315958.72000000 0.124359030411 Long ABS-CBDO CORP KY N 2 2029-12-17 Floating 5.70000000 N N N N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 Sherwin-Williams Co/The 824348BS4 111000.00000000 PA USD 111972.36000000 0.044071498081 Long DBT CORP US N 2 2028-03-01 Fixed 4.55000000 N N N N N N Wind River CLO Ltd N/A Wind River 2021-4 CLO Ltd 97316UAJ7 1500000.00000000 PA USD 1500000.00000000 0.590388977448 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 0.00000000 N N N N N N GATX CORP 549300IHYHCQP2PIR591 GATX Corp 361448BF9 14000.00000000 PA USD 13624.52000000 0.005362510954 Long DBT CORP US N 2 2030-06-30 Fixed 4.00000000 N N N N N N Merit N/A MHP 2022-MHIL 55293DAA9 79657.87000000 PA USD 79444.71000000 0.031268854067 Long ABS-MBS CORP US N 2 2039-01-15 Floating 5.13000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137BHKL0 308797.14000000 PA USD 292900.41000000 0.115283449036 Long ABS-MBS USGSE US N 2 2043-12-15 Fixed 2.00000000 N N N N N N Onslow Bay Financial LLC 2549008GB179CC65SK60 OBX 2025-NQM7 Trust 67121DAA2 3868082.56000000 PA USD 3890378.23000000 1.531224283399 Long ABS-MBS CORP US N 2 2055-05-25 Variable 5.56000000 N N N N N N PRP Advisors, LLC N/A PRPM 2025-NQM2 Trust 693983AA6 3817654.65000000 PA USD 3817857.79000000 1.502680771121 Long ABS-MBS CORP US N 2 2070-04-25 Variable 5.69000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YDZ9 191000.00000000 PA USD 195645.12000000 0.077004481559 Long DBT CORP US N 2 2030-03-15 Fixed 4.88000000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 Microchip Technology Inc 595017BA1 238000.00000000 PA USD 237716.78000000 0.093563577777 Long DBT CORP US N 2 2025-09-01 Fixed 4.25000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 Uber Technologies Inc 90353TAG5 115000.00000000 PA USD 115615.25000000 0.045505312816 Long DBT CORP US N 2 2028-01-15 Fixed 6.25000000 N N N N N N TARGA RESOURCES PARTNERS N/A Targa Resources Partners LP / Targa Resources Partners Finance Corp 87612BBL5 131000.00000000 PA USD 131085.15000000 0.051594151778 Long DBT CORP US N 2 2027-07-15 Fixed 6.50000000 N N N N N N BLP Commercial Mortgage Trust N/A BLP Commercial Mortgage Trust 2024-IND2 05625AAA9 237206.85000000 PA USD 237437.54000000 0.093453670965 Long ABS-MBS CORP US N 2 2041-03-15 Floating 5.65000000 N N N N N N SREIT Trust N/A SREIT Trust 2021-MFP 78472UAA6 151830.15000000 PA USD 151736.52000000 0.059722379256 Long ABS-MBS CORP US N 2 2038-11-15 Floating 5.16000000 N N N N N N BIOGEN INC W8J5WZB5IY3K0NDQT671 Biogen Inc 09062XAN3 483000.00000000 PA USD 491689.17000000 0.193525244199 Long DBT CORP US N 2 2031-01-15 Fixed 5.05000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A JPMCC Commercial Mortgage Securities Trust 2019-COR4 48128YAX9 387709.09000000 PA USD 385086.79000000 0.151567330784 Long ABS-MBS CORP US N 2 2052-03-10 Fixed 3.94000000 N N N N N N CSAIL Commercial Mortgage Trust N/A CSAIL 2017-CX10 Commercial Mortgage Trust 12595JAN4 715040.42000000 PA USD 10348.46000000 0.004073077811 Long ABS-MBS CORP US N 2 2050-11-15 Variable 0.98000000 N N N N N N MILEAGE PLUS HLDINGS LLC N/A Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd 599191AA1 784400.00000000 PA USD 786039.40000000 0.309379331733 Long DBT CORP US N 2 2027-06-20 Fixed 6.50000000 N N N N N N Marlette Funding Trust N/A Marlette Funding Trust 2024-1 57108VAA0 92510.25000000 PA USD 92624.34000000 0.036456259586 Long ABS-O CORP US N 2 2034-07-17 Fixed 5.95000000 N N N N N N Bain Capital Credit CLO, Limited N/A Bain Capital Credit CLO 2022-6 Ltd 05685LAN4 500000.00000000 PA USD 500900.00000000 0.197150559202 Long ABS-CBDO CORP JE N 2 2038-01-22 Floating 5.64000000 N N N N N N Marble Point CLO XXI Ltd. N/A Marble Point CLO XXI Ltd 56606KAA3 2000000.00000000 PA USD 2004058.00000000 0.788782502245 Long ABS-CBDO CORP KY N 2 2034-10-17 Floating 5.78000000 N N N N N N Calpine Corporation 43R4VPJBXTU2O15HEF41 Calpine Corporation 2024 Term Loan B10 13134MBW2 112435.32000000 PA USD 112550.00000000 0.044298852941 Long LON CORP US N 2 2031-01-31 Floating 6.08000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A Wells Fargo Commercial Mortgage Trust 2025-C64 95004BAX9 2242658.93000000 PA USD 159046.30000000 0.062599454949 Long ABS-MBS CORP US N 2 2058-02-15 Variable 1.24000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 Athene Global Funding 04685A4C2 763000.00000000 PA USD 760794.93000000 0.299443293847 Long DBT CORP US N 2 2029-10-08 Fixed 4.72000000 N N N N N N Brown & Brown Inc 549300PC8KTJ71XKFY89 Brown & Brown Inc 115236AB7 75000.00000000 PA USD 74946.75000000 0.029498490063 Long DBT CORP US N 2 2029-03-15 Fixed 4.50000000 N N N N N N ACREC 2021-FL1 Ltd. N/A ACREC 2021-FL1 Ltd 00500RAA3 184792.09000000 PA USD 184348.96000000 0.072558395992 Long ABS-CBDO CORP KY N 2 2036-10-16 Floating 5.58000000 N N N N N N Froneri Lux Finco Sarl N/A Froneri Lux Finco Sarl 2024 USD Term Loan B4 000000000 179696.63000000 PA USD 178125.18000000 0.070108761918 Long LON CORP US N 2 2031-09-30 Floating 6.24000000 N N N N N N American Homes 4 Rent 549300N4PXZ37U8QKI55 American Homes 4 Rent LP 02666TAA5 167000.00000000 PA USD 166029.73000000 0.065348081680 Long DBT US N 2 2028-02-15 Fixed 4.25000000 N N N N N N BMO Mortgage Trust N/A BMO 2024-5C5 Mortgage Trust 05593RAD4 3592148.68000000 PA USD 144804.76000000 0.056994089457 Long ABS-MBS CORP US N 2 2057-02-15 Variable 1.39000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A MF1 2025-FL17 LLC 55287HAA8 320000.00000000 PA USD 319010.88000000 0.125560338158 Long ABS-CBDO CORP US N 2 2040-02-18 Floating 5.63000000 N N N N N N APA CORP 549300VCIWLRHYVSHC79 APA Corp 03743QAF5 267000.00000000 PA USD 255396.18000000 0.100522059703 Long DBT CORP US N 2 2030-01-15 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136AUDH1 661101.56000000 PA USD 651978.11000000 0.256613793121 Long ABS-MBS USGSE US N 2 2046-11-25 Floating 4.92000000 N N N N N N Element Solutions Inc 549300FLGN6P5CU20J91 Element Solutions Inc 2023 Term Loan B 72766TAH2 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2030-12-18 Floating 6.08000000 N N N N N N APPLOVIN CORP 549300LLVXMUAOL3SQ07 AppLovin Corp 03831WAB4 303000.00000000 PA USD 307090.50000000 0.120868564186 Long DBT CORP US N 2 2029-12-01 Fixed 5.13000000 N N N N N N Starwood Commercial Mortgage Trust N/A STWD 2022-FL3 Ltd 78485KAA3 165248.42000000 PA USD 164653.69000000 0.064806482448 Long ABS-CBDO CORP KY N 2 2038-11-15 Floating 5.65000000 N N N N N N Deutsche Bank Commercial Mortgage Trust N/A DBJPM 20-C9 Mortgage Trust 233063AF3 154622.48000000 PA USD 153405.15000000 0.060379139762 Long ABS-MBS CORP US N 2 2053-08-15 Fixed 1.90000000 N N N N N N Verus Securitization Trust 213800LFRCPWSTP6LX39 Verus Securitization Trust 2024-9 92540RAC8 933471.77000000 PA USD 934041.44000000 0.367631847104 Long ABS-MBS CORP US N 2 2069-11-25 Variable 5.44000000 N N N N N N JACOBS ENGINEERING GROUP 549300CZ8QS1GE53O776 Jacobs Engineering Group Inc 469814AB3 762000.00000000 PA USD 801326.82000000 0.315396347908 Long DBT CORP US N 2 2028-08-18 Fixed 6.35000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 Williams Cos Inc/The 969457CL2 335000.00000000 PA USD 339214.30000000 0.133512255808 Long DBT CORP US N 2 2029-11-15 Fixed 4.80000000 N N N N N N SREIT Trust N/A SREIT Trust 2021-MFP2 85236WCE4 260000.00000000 PA USD 259600.43000000 0.102176821608 Long ABS-MBS CORP US N 2 2036-11-15 Floating 5.25000000 N N N N N N Greensky Home Improvement Issuer Trust N/A GreenSky Home Improvement Issuer Trust 2025-1 39571NAD8 469718.72000000 PA USD 473503.37000000 0.186367446955 Long ABS-O CORP US N 2 2060-03-25 Fixed 5.22000000 N N N N N N Washington Mutual Mortgage Pass-Through CTFS N/A Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 Trust 93934FCQ3 228720.53000000 PA USD 214588.01000000 0.084460263864 Long ABS-MBS CORP US N 2 2035-10-25 Floating 4.84000000 N N N N N N Bank N/A BANK 2017-BNK6 060352AG6 851094.94000000 PA USD 10345.66000000 0.004071975752 Long ABS-MBS CORP US N 2 2060-07-15 Variable 0.92000000 N N N N N N BX Trust N/A BX Commercial Mortgage Trust 2021-SOAR 05608WAG9 184114.94000000 PA USD 184067.11000000 0.072447461903 Long ABS-MBS CORP US N 2 2038-06-15 Floating 5.30000000 N N N N N N Standard Industries Inc 54930064UHXCIUWVI755 Standard Industries Inc 2021 Term Loan B 85350EAB2 68981.46000000 PA USD 69225.65000000 0.027246707144 Long LON CORP US N 2 2028-09-22 Floating 6.07000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A AerCap Ireland Capital DAC / AerCap Global Aviation Trust 00774MBC8 371000.00000000 PA USD 383918.22000000 0.151107390219 Long DBT CORP IE N 2 2028-06-06 Fixed 5.75000000 N N N N N N Citigroup Mortgage Loan Trust Inc 6SHGI4ZSSLCXXQSBB395 Citigroup Mortgage Loan Trust 2007-AR8 17313FAR3 2510212.41000000 PA USD 2037571.14000000 0.801973027882 Long ABS-MBS CORP US N 2 2037-07-25 Variable 5.13000000 N N N N N N NGPL PipeCo LLC 549300K3NT1HSQFEM073 NGPL PipeCo LLC 62912XAF1 369000.00000000 PA USD 367214.04000000 0.144532747720 Long DBT CORP US N 2 2027-08-15 Fixed 4.88000000 N N N N N N WMG ACQUISITION CORP 549300NAS11NXI33CP80 WMG Acquisition Corp 2024 Term Loan J 92929LBA5 110000.00000000 PA USD 110412.50000000 0.043457548648 Long LON CORP US N 2 2031-01-24 Floating 6.08000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 95000U3G6 229000.00000000 PA USD 242064.45000000 0.095274788741 Long DBT CORP US N 2 2029-10-23 Fixed 6.30000000 N N N N N N SONOCO PRODUCTS CO GKOMIK4RDJGHEF0VNP11 Sonoco Products Co 835495AQ5 193000.00000000 PA USD 192816.65000000 0.075891216552 Long DBT CORP US N 2 2026-09-01 Fixed 4.45000000 N N N N N N DELL INT LLC / EMC CORP 254900ZARLSVK41DKO78 Dell International LLC / EMC Corp 24703DBP5 495000.00000000 PA USD 490871.70000000 0.193203494014 Long DBT CORP US N 2 2030-02-01 Fixed 4.35000000 N N N N N N LFT CRE LLC N/A LFT CRE 2021-FL1 Ltd 50203JAA6 138199.91000000 PA USD 138026.19000000 0.054326094116 Long ABS-CBDO CORP KY N 2 2039-06-15 Floating 5.60000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A MF1 2021-FL7 Ltd 55284AAA6 120246.78000000 PA USD 120129.78000000 0.047282198650 Long ABS-CBDO CORP KY N 2 2036-10-16 Floating 5.51000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A Wells Fargo Commercial Mortgage Trust 2021-SAVE 95003LAA8 26170.53000000 PA USD 26173.09000000 0.010301535894 Long ABS-MBS CORP US N 2 2040-02-15 Floating 5.68000000 N N N N N N Regatta VI Funding Ltd. 2549001NU08X5ZRD6A39 Regatta VI Funding Ltd 75887NAW9 1000000.00000000 PA USD 999700.00000000 0.393474573837 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 5.69000000 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 Republic Services Inc 760759BL3 479000.00000000 PA USD 488005.20000000 0.192075260678 Long DBT CORP US N 2 2030-07-15 Fixed 4.75000000 N N N N N N Carval CLO LTD N/A CarVal CLO IV Ltd 14687EAA8 500000.00000000 PA USD 499850.00000000 0.196737286918 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 5.71000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137FTUF2 775932.28000000 PA USD 753403.40000000 0.296534041954 Long ABS-MBS USGSE US N 2 2050-06-25 Floating 4.82000000 N N N N N N Avant Loans Funding Trust N/A Avant Loans Funding Trust 2025-REV1 05352BAB4 250000.00000000 PA USD 251051.67000000 0.098812092492 Long ABS-O CORP US N 2 2034-05-15 Fixed 5.42000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 Glencore Funding LLC 378272BY3 99000.00000000 PA USD 99967.23000000 0.039346367132 Long DBT CORP US N 2 2028-04-01 Fixed 4.91000000 N N N N N N CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 Cardinal Health Inc 14149YBN7 231000.00000000 PA USD 236775.00000000 0.093192900090 Long DBT CORP US N 2 2029-02-15 Fixed 5.13000000 N N N N N N Loanpal Solar Loan Ltd. N/A Loanpal Solar Loan 2021-1 Ltd 53948PAA6 266751.54000000 PA USD 221207.37000000 0.087065595318 Long ABS-O CORP US N 2 2048-01-20 Fixed 2.29000000 N N N N N N Rockford Tower CLO Ltd N/A Rockford Tower CLO 2024-1 Ltd 77342BAA8 1000000.00000000 PA USD 1004803.00000000 0.395483077138 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 5.88000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 Fannie Mae-Aces 3136BCC73 884496.32000000 PA USD 815902.92000000 0.321133393757 Long ABS-MBS USGSE US N 2 2030-11-25 Variable 1.30000000 N N N N N N DARDEN RESTAURANTS INC CY1NFSCCB5GUXC7WZC70 Darden Restaurants Inc 237194AP0 140000.00000000 PA USD 140294.00000000 0.055218687468 Long DBT CORP US N 2 2027-10-15 Fixed 4.35000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 EQT Corp 26884LAG4 51000.00000000 PA USD 55229.43000000 0.021737897801 Long DBT CORP US N 2 2030-02-01 Fixed 7.00000000 N N N N N N Bank5 N/A BANK5 2024-5YR10 06604AAM6 195000.00000000 PA USD 199720.27000000 0.078608430654 Long ABS-MBS CORP US N 2 2057-10-15 Fixed 5.64000000 N N N N N N BX Trust N/A BX Trust 2018-GW 12433UAA3 200000.00000000 PA USD 199528.78000000 0.078533061597 Long ABS-MBS CORP US N 2 2035-05-15 Floating 5.41000000 N N N N N N HGI CRE CLO Ltd N/A HGI CRE CLO 2021-FL2 Ltd 40390JAA0 213074.86000000 PA USD 212384.28000000 0.083592891930 Long ABS-CBDO CORP KY N 2 2036-09-17 Floating 5.43000000 N N N N N N Deutsche Bank Commercial Mortgage Trust N/A DBJPM 20-C9 Mortgage Trust 233063AM8 350000.00000000 PA USD 329097.49000000 0.129530353734 Long ABS-MBS CORP US N 2 2053-08-15 Fixed 1.88000000 N N N N N N IQVIA INC 549300PLWY28YB00C717 IQVIA Inc 2025 Repriced Term Loan B 44969CBP4 124375.00000000 PA USD 125055.33000000 0.049220858935 Long LON CORP US N 2 2031-01-02 Floating 6.05000000 N N N N N N 280 Park Avenue Mortgage Trust N/A 280 Park Avenue 2017-280P Mortgage Trust 90205FAA8 200000.00000000 PA USD 198126.98000000 0.077981323418 Long ABS-MBS CORP US N 2 2034-09-15 Floating 5.49000000 N N N N N N ELP 2021-ELP N/A ELP Commercial Mortgage Trust 2021-ELP 26863LAG9 279674.47000000 PA USD 279286.60000000 0.109925153459 Long ABS-MBS CORP US N 2 2038-11-15 Floating 5.75000000 N N N N N N Diamond Resorts Owner Trust N/A Diamond Resorts Owner Trust 2021-1 25273CAA8 195312.95000000 PA USD 193792.51000000 0.076275307877 Long ABS-O CORP US N 2 2033-11-21 Fixed 1.51000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336VAS9 480000.00000000 PA USD 484478.40000000 0.190687138114 Long DBT CORP US N 2 2029-02-15 Fixed 4.80000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GMK2 477000.00000000 PA USD 483926.04000000 0.190469733277 Long DBT CORP US N 2 2029-01-24 Fixed 4.98000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2 46590MAR1 850000.00000000 PA USD 833402.93000000 0.328021269096 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.82000000 N N N N N N GS Mortgage-Backed Securities Trust N/A GS Mortgage-Backed Securities Trust 2025-NQM2 36272EAA2 600000.00000000 PA USD 601435.85000000 0.236720730988 Long ABS-MBS CORP US N 2 2065-06-25 Variable 5.65000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A MF1 Multifamily Housing Mortgage Loan Trust 55282XAC4 131132.27000000 PA USD 130818.08000000 0.051489034988 Long ABS-CBDO CORP KY N 2 2036-07-15 Floating 5.63000000 N N N N N N CSAIL Commercial Mortgage Trust N/A CSAIL 2017-CX9 Commercial Mortgage Trust 12595FAG7 896442.74000000 PA USD 6328.97000000 0.002491036084 Long ABS-MBS CORP US N 2 2050-09-15 Variable 0.72000000 N N N N N N VEGAS Trust N/A VEGAS Trust 2024-TI 92254AAA5 146000.00000000 PA USD 147882.69000000 0.058205540087 Long ABS-MBS CORP US N 2 2039-11-10 Fixed 5.52000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 Aviation Capital Group LLC 05369AAN1 77000.00000000 PA USD 80193.96000000 0.031563753361 Long DBT CORP US N 2 2028-04-15 Fixed 6.25000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29273VAR1 566000.00000000 PA USD 577925.62000000 0.227467277222 Long DBT CORP US N 2 2026-12-01 Fixed 6.05000000 N N N N N N AMERICAN INTERNATIONAL ODVCVCQG2BP6VHV36M30 American International Group Inc 026874DW4 263000.00000000 PA USD 267131.73000000 0.105141085945 Long DBT CORP US N 2 2030-05-07 Fixed 4.85000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 Extra Space Storage LP 30225VAK3 960000.00000000 PA USD 995558.40000000 0.391844470511 Long DBT US N 2 2030-07-01 Fixed 5.50000000 N N N N N N Arbor Realty Collateralized Loan Obligation Ltd N/A Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd 03880XAA4 200630.63000000 PA USD 200608.96000000 0.078958212507 Long ABS-CBDO CORP KY N 2 2037-01-15 Floating 5.75000000 N N N N N N EQUS 2021-EQAZ Mortgage Trust N/A EQUS 2021-EQAZ Mortgage Trust 29478JAA8 180979.56000000 PA USD 180922.66000000 0.071209829489 Long ABS-MBS CORP US N 2 2038-10-15 Floating 5.33000000 N N N N N N Burlington Coat Factory Warehouse Corporation 549300SIFDMGE3Y2SW49 Burlington Coat Factory Warehouse Corporation 2024 Term Loan B 121575AL8 124284.57000000 PA USD 123973.86000000 0.048795200290 Long LON CORP US N 2 2031-09-24 Floating 6.08000000 N N N N N N Wyndham Hotels & Resorts Inc 549300FE3MQ4RVXXC673 Wyndham Hotels & Resorts Inc 2024 Term Loan 98310CAF9 99184.03000000 PA USD 99697.31000000 0.039240128603 Long LON CORP US N 2 2030-05-24 Floating 6.08000000 N N N N N N TARGA RESOURCES PARTNERS N/A Targa Resources Partners LP / Targa Resources Partners Finance Corp 87612BBN1 358000.00000000 PA USD 365281.72000000 0.143772200767 Long DBT CORP US N 2 2029-01-15 Fixed 6.88000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 Fiserv Inc 337738BM9 764000.00000000 PA USD 769844.60000000 0.303005177458 Long DBT CORP US N 2 2030-03-15 Fixed 4.75000000 N N N N N N Freddie Mac - STACR 529900PGKDI4ZEXFQ523 Freddie Mac STACR REMIC Trust 2024-HQA1 35564NBX0 1006874.65000000 PA USD 1009170.66000000 0.397202156019 Long ABS-MBS USGSE US N 2 2044-03-25 Floating 5.56000000 N N N N N N ROCC Trust N/A ROCK Trust 2024-CNTR 74970WAA8 146000.00000000 PA USD 149202.20000000 0.058724889527 Long ABS-MBS CORP US N 2 2041-11-13 Fixed 5.39000000 N N N N N N BSPRT Issuer, Ltd. N/A BSPRT 2021-FL7 Issuer Ltd 05602CAA2 63808.21000000 PA USD 63663.49000000 0.025057481841 Long ABS-CBDO CORP KY N 2 2038-12-15 Floating 5.75000000 N N N N N N RESIDEO FUNDING INC 5493000IFJ6XJKH66598 Resideo Funding Inc 2024 M&A 1st lien Term Loan B 76090LAK0 44662.50000000 PA USD 44676.57000000 0.017584369652 Long LON CORP US N 2 2031-06-13 Floating 6.07000000 N N N N N N Onslow Bay Financial LLC 254900AIRPH5Q5COT575 OBX 2024-NQM16 Trust 67120GAA6 840414.99000000 PA USD 842059.13000000 0.331428285808 Long ABS-MBS CORP US N 2 2064-10-25 Variable 5.53000000 N N N N N N Aligned Data Centers Issuer LLC N/A Aligned Data Centers Issuer LLC 01627AAA6 500000.00000000 PA USD 483247.45000000 0.190202645240 Long ABS-O CORP US N 2 2046-08-15 Fixed 1.94000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A Wells Fargo Commercial Mortgage Trust 2022-ONL 95003WAA4 500000.00000000 PA USD 471901.43000000 0.185736935142 Long ABS-MBS CORP US N 2 2039-12-15 Fixed 3.86000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31396YGR7 738050.58000000 PA USD 733894.82000000 0.288855608223 Long ABS-MBS USGSE US N 2 2038-02-25 Floating 4.92000000 N N N N N N CPI HOLDCO B LLC N/A CPI Holdco B LLC 2024 Term Loan 1261MAAB6 239382.75000000 PA USD 238963.83000000 0.094054407493 Long LON CORP US N 2 2031-05-19 Floating 6.33000000 N N N N N N Boardwalk Pipelines LP 549300W6AQ2GHHCGL606 Boardwalk Pipelines LP 096630AF5 161000.00000000 PA USD 160980.68000000 0.063360812702 Long DBT CORP US N 2 2027-07-15 Fixed 4.45000000 N N N N N N DTE ENERGY CO 549300IX8SD6XXD71I78 DTE Energy Co 233331BN6 283000.00000000 PA USD 289741.06000000 0.114039952092 Long DBT CORP US N 2 2030-04-01 Fixed 5.20000000 N N N N N N RYDER SYSTEM INC ZXJ6Y2OSPZXIVGRILD15 Ryder System Inc 78355HKW8 15000.00000000 PA USD 15387.15000000 0.006056269169 Long DBT CORP US N 2 2028-06-01 Fixed 5.25000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A MF1 2021-FL6 Ltd 55283TAA6 49958.30000000 PA USD 49919.98000000 0.019648137297 Long ABS-CBDO CORP KY N 2 2036-07-16 Floating 5.53000000 N N N N N N Morgan Stanley Capital I Trust N/A Morgan Stanley Capital I Trust 2021-L6 61692CAX6 142409.01000000 PA USD 135111.17000000 0.053178763665 Long ABS-MBS CORP US N 2 2054-06-15 Variable 2.13000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A Wells Fargo Commercial Mortgage Trust 2019-C53 95002BAC7 399327.86000000 PA USD 389943.36000000 0.153478841048 Long ABS-MBS CORP US N 2 2052-10-15 Fixed 2.96000000 N N N N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 NRG Energy Inc 2024 Term Loan 62937NBC0 190997.69000000 PA USD 191594.56000000 0.075410210908 Long LON CORP US N 2 2031-04-16 Floating 6.03000000 N N N N N N Residential Mortgage Loan Trust N/A Residential Mortgage Loan Trust 2020-1 76119CAA9 156657.13000000 PA USD 154303.11000000 0.060732570220 Long ABS-MBS CORP US N 2 2060-01-26 Variable 2.38000000 N N N N N N Morgan Stanley Capital I Trust 3IFG42XD94UUZ7FL2766 MSC Trust 2021-ILP 62479WAA9 180403.44000000 PA USD 180258.93000000 0.070948590239 Long ABS-MBS CORP US N 2 2036-11-15 Floating 5.20000000 N N N N N N MASTEC INC 549300TMDIT8WREDOF45 MasTec Inc 576323AP4 501000.00000000 PA USD 494276.58000000 0.194543629762 Long DBT CORP US N 2 2028-08-15 Fixed 4.50000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp 14040HCU7 677000.00000000 PA USD 676972.92000000 0.266451566666 Long DBT CORP US N 2 2026-07-24 Fixed 4.99000000 N N N N N N Retained Vantage Data Centers Issuer, LLC 254900N4NW6XZ9B4HM15 Retained Vantage Data Centers Issuer LLC 76134KAA2 250000.00000000 PA USD 248213.43000000 0.097694982084 Long ABS-O CORP US N 2 2048-09-15 Fixed 5.00000000 N N N N N N Pagaya AI Debt Selection Trust N/A Pagaya AI Debt Trust 2023-8 694960AA3 274330.74000000 PA USD 276315.61000000 0.108755793627 Long ABS-O CORP US N 2 2031-06-16 Fixed 7.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140QWCK6 625402.82000000 PA USD 631191.31000000 0.248432261390 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 5.50000000 N N N N N N BENCHMARK Mortgage Trust N/A Benchmark 2018-B1 Mortgage Trust 08162PAY7 1427794.60000000 PA USD 14065.56000000 0.005536101057 Long ABS-MBS CORP US N 2 2051-01-15 Variable 0.67000000 N N N N N N Verus Securitization Trust N/A Verus Securitization Trust 2022-3 92538UAA9 625368.31000000 PA USD 593628.55000000 0.233647835079 Long ABS-MBS CORP US N 2 2067-02-25 Variable 4.13000000 N N N N N N Citigroup Commercial Mortgage Trust N/A Citigroup Commercial Mortgage Trust 2016-P3 29429CAC9 254944.26000000 PA USD 252293.95000000 0.099301044771 Long ABS-MBS CORP US N 2 2049-04-15 Fixed 3.06000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 Devon Energy Corp 25179MBD4 76000.00000000 PA USD 76143.64000000 0.029969577172 Long DBT CORP US N 2 2027-10-15 Fixed 5.25000000 N N N N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 CenterPoint Energy Inc 15189TBG1 150000.00000000 PA USD 155203.50000000 0.061086957107 Long DBT CORP US N 2 2029-06-01 Fixed 5.40000000 N N N N N N MARVELL TECHNOLOGY INC N/A Marvell Technology Inc 573874AP9 191000.00000000 PA USD 198781.34000000 0.078238874705 Long DBT CORP US N 2 2029-02-15 Fixed 5.75000000 N N N N N N Dynasty Acquisition Co Inc 549300L1RCRPOAUCB870 Dynasty Acquisition Co Inc 2024 1st Lien Term Loan B2 26812CAP1 67310.99000000 PA USD 67417.68000000 0.026535103438 Long LON CORP US N 2 2031-10-31 Floating 6.33000000 N N N N N N BENCHMARK Mortgage Trust N/A Benchmark 2019-B15 Mortgage Trust 08160KAH7 3796916.00000000 PA USD 107530.94000000 0.042323387807 Long ABS-MBS CORP US N 2 2072-12-15 Variable 0.92000000 N N N N N N SOMNIGROUP INTERNATIONAL INC 549300HFEKVR3US71V91 SOMNIGROUP INTERNATIONAL INC TERM LOAN B 88025BAP6 121304.56000000 PA USD 121709.11000000 0.047903811332 Long LON CORP US N 2 2031-10-24 Floating 6.52000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NLP 466317AA2 183540.57000000 PA USD 181360.18000000 0.071382034146 Long ABS-MBS CORP US N 2 2037-04-15 Floating 5.16000000 N N N N N N Wellington Management CLO 213800VJVBC3KZIDZU56 Wellington Management Clo 4 Ltd 94957LAA7 1000000.00000000 PA USD 997493.00000000 0.392605914854 Long ABS-CBDO CORP KY N 2 2038-04-18 Floating 5.43000000 N N N N N N Bank N/A BANK 2020-BNK26 06540JBM3 1245230.50000000 PA USD 52320.24000000 0.020592861995 Long ABS-MBS CORP US N 2 2063-03-15 Variable 1.31000000 N N N N N N RYDER SYSTEM INC ZXJ6Y2OSPZXIVGRILD15 Ryder System Inc 78355HLC1 69000.00000000 PA USD 70198.53000000 0.027629625563 Long DBT CORP US N 2 2029-09-01 Fixed 4.95000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GLA5 44000.00000000 PA USD 44000.44000000 0.017318249852 Long DBT CORP US N 2 2026-07-22 Fixed 4.83000000 N N N N N N COREBRIDGE GLOB FUNDING 54930057MDZ7KOVOTV71 Corebridge Global Funding 00138CAU2 309000.00000000 PA USD 312939.75000000 0.123170786003 Long DBT CORP US N 2 2026-07-02 Fixed 5.75000000 N N N N N N INCREF LLC N/A INCREF LLC 45339NAA4 390000.00000000 PA USD 390913.38000000 0.153860633792 Long ABS-CBDO CORP US N 2 2042-10-19 Floating 6.05000000 N N N N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 Arrow Electronics Inc 04273WAF8 384000.00000000 PA USD 390289.92000000 0.153615244518 Long DBT CORP US N 2 2029-08-21 Fixed 5.15000000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 Goldman Sachs Bank USA/New York NY 38151LAE0 364000.00000000 PA USD 364364.00000000 0.143410992919 Long DBT CORP US N 2 2027-03-18 Floating 5.17000000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust Series 2025-NQM1 46593QAE8 1051969.46000000 PA USD 1056991.30000000 0.416024008519 Long ABS-MBS CORP US N 2 2065-06-25 Variable 5.97000000 N N N N N N BXMT Ltd N/A BXMT 2021-FL4 Ltd 05609GAA6 86834.61000000 PA USD 86429.96000000 0.034018197136 Long ABS-CBDO CORP US N 2 2038-05-15 Floating 5.48000000 N N N N N N Asplundh Tree Expert LLC N/A Asplundh Tree Expert LLC 2021 Term Loan B 04538FAD1 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2027-09-07 None 0.00000000 N N N N N N VICI PROPERTIES / NOTE N/A VICI Properties LP / VICI Note Co Inc 92564RAA3 699000.00000000 PA USD 694680.18000000 0.273421014082 Long DBT US N 2 2026-12-01 Fixed 4.25000000 N N N N N N Starwood Commercial Mortgage Trust N/A STWD 2021-FL2 Ltd 78486BAA2 402659.61000000 PA USD 400410.35000000 0.157598571397 Long ABS-CBDO CORP KY N 2 2038-04-18 Floating 5.63000000 N N N N N N UBS Commercial Mortgage Trust N/A UBS Commercial Mortgage Trust 2018-C11 90276XAS4 201048.01000000 PA USD 200007.15000000 0.078721344513 Long ABS-MBS CORP US N 2 2051-06-15 Fixed 4.12000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 BAT Capital Corp 05526DBN4 23000.00000000 PA USD 23307.28000000 0.009173574137 Long DBT CORP US N 2 2030-04-02 Fixed 4.91000000 N N N N N N SREIT Trust N/A STWD Trust 2021-FLWR 78485GAG9 160000.01000000 PA USD 159766.73000000 0.062883010903 Long ABS-MBS CORP US N 2 2036-07-15 Floating 5.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137HHFS5 354653.51000000 PA USD 352990.82000000 0.138934592845 Long ABS-MBS USGSE US N 2 2054-11-25 Floating 5.46000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC 466330AA5 181848.94000000 PA USD 181819.31000000 0.071562744340 Long ABS-MBS CORP US N 2 2038-04-15 Floating 5.48000000 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Trust 2017-GS7 36254CAX8 365447.15000000 PA USD 6023.35000000 0.002370746298 Long ABS-MBS CORP US N 2 2050-08-10 Variable 1.22000000 N N N N N N Research-Driven Pagaya Motor Asset Trust I N/A Research-Driven Pagaya Motor Asset Trust 2025-1 76089YAA7 716022.35000000 PA USD 714581.21000000 0.281253913250 Long ABS-O CORP US N 2 2033-06-27 Fixed 5.04000000 N N N N N N LoanCore Issuer, Ltd. N/A LoanCore 2025 2025-CRE8 Issuer LLC 53947FAA9 320000.00000000 PA USD 316493.44000000 0.124569492273 Long ABS-CBDO CORP US N 2 2042-08-17 Floating 5.70000000 N N N N N N Citigroup Commercial Mortgage Trust N/A Citigroup Commercial Mortgage Trust 2016-GC37 17290XAY6 356491.21000000 PA USD 1494.07000000 0.000588054973 Long ABS-MBS CORP US N 2 2049-04-10 Variable 1.80000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A Barclays Commercial Mortgage Trust 2019-C3 05550MAT1 363096.46000000 PA USD 357688.55000000 0.140783584853 Long ABS-MBS CORP US N 2 2052-05-15 Fixed 3.46000000 N N N N N N LoanCore 2022-CRE7 Issuer Ltd. N/A LoanCore 2022-CRE7 Issuer Ltd 53946PAA8 409246.67000000 PA USD 409013.40000000 0.160984668659 Long ABS-CBDO CORP KY N 2 2037-01-17 Floating 5.85000000 N N N N N N COTERRA ENERGY INC FCNMH6O7VWU7LHXMK351 Coterra Energy Inc 127097AG8 29000.00000000 PA USD 28643.88000000 0.011274020682 Long DBT CORP US N 2 2027-05-15 Fixed 3.90000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CCF6 14500000.00000000 PA USD 14071796.88000000 5.538555847233 Long DBT UST US N 2 2026-05-31 Fixed 0.75000000 N N N N N N Katayma CLO Ltd 254900HW0KYG9AOGVP97 Katayma CLO II Ltd 485862AA4 500000.00000000 PA USD 501750.00000000 0.197485112956 Long ABS-CBDO CORP JE N 2 2037-04-20 Floating 5.92000000 N N N N N N Madison Park Funding Ltd 549300XQII222AK58E79 Madison Park Funding LXIII Ltd 55817GAN1 2000000.00000000 PA USD 2009100.00000000 0.790766996394 Long ABS-CBDO CORP KY N 2 2038-07-21 Floating 5.72000000 N N N N N N Storm King Park CLO, Ltd N/A Storm King Park CLO LTD 86217RAL2 1000000.00000000 PA USD 1002762.00000000 0.394679754536 Long ABS-CBDO CORP JE N 2 2037-10-15 Floating 5.62000000 N N N N N N SLAM LLC N/A Slam Ltd 83100AAA0 333382.81000000 PA USD 335509.46000000 0.132054058009 Long ABS-O CORP US N 2 2049-09-15 Fixed 5.34000000 N N N N N N Verus Securitization Trust 213800Z7TIVJRAYLRV98 Verus Securitization Trust 2025-5 92540XAA9 1000000.00000000 PA USD 1003182.64000000 0.394845315349 Long ABS-MBS CORP US N 2 2070-06-25 Variable 5.43000000 N N N N N N Freddie Mac - STACR 529900WZAMS87JCAOC53 Freddie Mac STACR REMIC Trust 2025-DNA1 35564NFZ1 1063470.60000000 PA USD 1064028.58000000 0.418793830214 Long ABS-MBS USGSE US N 2 2045-01-25 Floating 5.36000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137HL4A7 870706.36000000 PA USD 871322.36000000 0.342946078099 Long ABS-MBS USGSE US N 2 2055-05-25 Floating 5.71000000 N N N N N N Avant Loans Funding Trust N/A Avant Loans Funding Trust 2024-REV1 05352UAA4 250000.00000000 PA USD 252843.63000000 0.099517394780 Long ABS-O CORP US N 2 2033-10-15 Fixed 5.92000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137APJB7 20491.00000000 PA USD 20304.34000000 0.007991639020 Long ABS-MBS USGSE US N 2 2027-04-15 Fixed 1.75000000 N N N N N N KYNDRYL HOLDINGS INC 549300LQ4LWX2R8ZV130 Kyndryl Holdings Inc 50155QAJ9 218000.00000000 PA USD 211257.26000000 0.083149305140 Long DBT CORP US N 2 2026-10-15 Fixed 2.05000000 N N N N N N AGILENT TECHNOLOGIES INC QUIX8Y7A2WP0XRMW7G29 Agilent Technologies Inc 00846UAQ4 25000.00000000 PA USD 24995.50000000 0.009838045123 Long DBT CORP US N 2 2027-09-09 Fixed 4.20000000 N N N N N N Avant Loans Funding Trust N/A Avant Loans Funding Trust 2025-REV1 05352BAA6 750000.00000000 PA USD 749826.30000000 0.295126121680 Long ABS-O CORP US N 2 2034-05-15 Fixed 5.12000000 N N N N N N Trans Union LLC X8NPN6PWJOM1QCTYFV34 Trans Union LLC 2024 Term Loan B8 89334GBF0 37309.33000000 PA USD 37398.50000000 0.014719774782 Long LON CORP US N 2 2031-06-24 Floating 6.08000000 N N N N N N Anchorage Capital CLO LTD 549300ZNOS7Q8W8H3S38 Anchorage Capital CLO 19 Ltd 03328JAA5 1500000.00000000 PA USD 1499100.00000000 0.590034744062 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 5.73000000 N N N N N N M&T BANK CORPORATION 549300WYXDDBYRASEG81 M&T Bank Corp 55261FAU8 152000.00000000 PA USD 153254.00000000 0.060319648233 Long DBT CORP US N 2 2029-01-16 Fixed 4.83000000 N N N N N N REYNOLDS CONSUMER PRODUCTS LLC 549300DWNZYMOSR1X343 Reynolds Consumer Products LLC 2025 Term Loan B 76171JAE1 96679.23000000 PA USD 97242.87000000 0.038274079055 Long LON CORP US N 2 2032-03-04 Floating 6.08000000 N N N N N N BDS Ltd N/A BDS 2024-FL13 LLC 05555MAA7 300000.00000000 PA USD 300738.90000000 0.118368621100 Long ABS-CBDO CORP US N 2 2039-09-19 Floating 5.89000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A BBCMS Mortgage Trust 2025-C32 07337AAJ5 2437621.97000000 PA USD 202773.73000000 0.079810250072 Long ABS-MBS CORP US N 2 2062-02-15 Variable 1.36000000 N N N N N N KREF 2021-FL2 Ltd 54930083ELM2GCMVTQ91 KREF 2021-FL2 Ltd 48275RAA5 146479.75000000 PA USD 145917.41000000 0.057432020321 Long ABS-CBDO CORP KY N 2 2039-02-15 Floating 5.50000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A JPMBB Commercial Mortgage Securities Trust 2014-C21 46642EBE5 103849.24000000 PA USD 103109.85000000 0.040583279270 Long ABS-MBS CORP US N 2 2047-08-15 Variable 4.71000000 N N N N N N 1211 Avenue of the Americas Trust N/A 1211 Avenue of the Americas Trust 2015-1211 90117PAC9 170000.00000000 PA USD 169464.56000000 0.066700005528 Long ABS-MBS CORP US N 2 2035-08-10 Fixed 3.90000000 N N N N N N SOFI CONSUMER LOAN PROGRAM TRUST N/A SoFi Consumer Loan Program 2025-2 Trust 83407HAB3 400000.00000000 PA USD 402626.39000000 0.158470788457 Long ABS-O CORP US N 2 2034-06-25 Fixed 4.97000000 N N N N N N Citigroup Commercial Mortgage Trust N/A Citigroup Commercial Mortgage Trust 2016-P3 29429CAD7 270000.00000000 PA USD 266432.09000000 0.104865712783 Long ABS-MBS CORP US N 2 2049-04-15 Fixed 3.33000000 N N N N N N Navient Student Loan Trust N/A Navient Private Education Refi Loan Trust 2022-A 63942MAA8 214657.31000000 PA USD 196491.95000000 0.077337787624 Long ABS-O CORP US N 2 2070-07-15 Fixed 2.23000000 N N N N N N NATIONAL RURAL UTIL COOP 4NYF266XZC35SCTGX023 National Rural Utilities Cooperative Finance Corp 63743HFW7 371000.00000000 PA USD 375989.95000000 0.147986881407 Long DBT CORP US N 2 2028-02-07 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140XMXN1 340375.48000000 PA USD 347811.58000000 0.136896082040 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.00000000 N N N N N N Residential Asset Securitization Trust N/A Residential Asset Securitization Trust 2006-A6 76113FAD2 2586839.16000000 PA USD 516446.22000000 0.203269437155 Long ABS-MBS CORP US N 2 2036-07-25 Fixed 6.00000000 N N N N N N Stack Infrastructure Issuer LLC 254900AV7V87H3A2WM57 Stack Infrastructure Issuer LLC 85236KAF9 500000.00000000 PA USD 506678.22000000 0.199424824134 Long ABS-O CORP US N 2 2048-03-25 Fixed 5.90000000 N N N N N N Chase Auto Owner Trust N/A Chase Auto Owner Trust 2024-5 16144QAD7 525000.00000000 PA USD 524029.18000000 0.206254034489 Long ABS-O CORP US N 2 2030-03-25 Fixed 4.15000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 NextEra Energy Capital Holdings Inc 65339KDJ6 713000.00000000 PA USD 730218.95000000 0.287408812802 Long DBT CORP US N 2 2030-03-15 Fixed 5.05000000 N N N N N N SFO Commerical Mortgage Trust N/A SFO Commercial Mortgage Trust 2021-555 78432WAA1 280000.00000000 PA USD 278168.28000000 0.109484990925 Long ABS-MBS CORP US N 2 2038-05-15 Floating 5.58000000 N N N N N N BAT INTL FINANCE PLC 21380041YBGOQDFAC823 BAT International Finance PLC 05530QAQ3 232000.00000000 PA USD 243481.68000000 0.095832600055 Long DBT CORP GB N 2 2029-02-02 Fixed 5.93000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136B1M50 126431.42000000 PA USD 121470.23000000 0.047809789920 Long ABS-MBS USGSE US N 2 2047-12-25 Floating 4.72000000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 New York Life Global Funding 64952WEE9 28000.00000000 PA USD 28048.16000000 0.011039549667 Long DBT CORP US N 2 2026-06-09 Floating 4.87000000 N N N N N N Affirm Master Trust N/A Affirm Master Trust 00833BAB4 200000.00000000 PA USD 200833.96000000 0.079046770854 Long ABS-O CORP US N 2 2033-02-15 Fixed 5.13000000 N N N N N N Sapphire Aviation Finance I Limited N/A SAPPHIRE AVIATION FINANCE II LTD 80307AAA7 254439.76000000 PA USD 243005.24000000 0.095645076772 Long ABS-O CORP US N 2 2040-03-15 Fixed 3.23000000 N N N N N N GS Mortgage Securities Trust 54930070360RBP384M53 GS Mortgage Securities Trust 2015-GC34 36250VAD4 225000.00000000 PA USD 223704.70000000 0.088048526055 Long ABS-MBS CORP US N 2 2048-10-10 Fixed 3.51000000 N N N N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 Canadian Imperial Bank of Commerce 13607PVQ4 239000.00000000 PA USD 244721.66000000 0.096320647071 Long DBT CORP CA N 2 2031-01-13 Fixed 5.25000000 N N N N N N GEN DIGITAL INC YF6ZV0M6AU4FY94MK914 Gen Digital Inc 2025 Term Loan B 66877AAG3 60000.00000000 PA USD 59970.00000000 0.023603751318 Long LON CORP US N 2 2032-04-16 Floating 6.08000000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 Exelon Corp 30161NBM2 302000.00000000 PA USD 309936.56000000 0.121988752488 Long DBT CORP US N 2 2029-03-15 Fixed 5.15000000 N N N N N N EDWARDS LIFESCIENCES COR YA13X31F3V31L8TMPR58 Edwards Lifesciences Corp 28176EAD0 265000.00000000 PA USD 264737.65000000 0.104198793650 Long DBT CORP US N 2 2028-06-15 Fixed 4.30000000 N N N N N N Carlyle Global Market Strategies N/A CARLYLE US CLO 2017-3 Ltd 14314FAY4 500000.00000000 PA USD 501900.00000000 0.197544151854 Long ABS-CBDO CORP KY N 2 2037-10-21 Floating 5.67000000 N N N N N N Delta 2 (LUX) S.a.r.l. 549300BBG8Z3D6QSYP53 Delta 2 (LUX) Sarl 2024 Term Loan B1 000000000 33333.33000000 PA USD 33429.16000000 0.013157471726 Long LON CORP LU N 2 2031-09-30 Floating 6.30000000 N N N N N N Katayma CLO Ltd 254900I6JJYMZNFX8987 Katayma CLO I Ltd 48585JAA8 1000000.00000000 PA USD 1002200.00000000 0.394458555466 Long ABS-CBDO CORP JE N 2 2036-10-20 Floating 6.27000000 N N N N N N Vestis Corporation 254900QDW0TA2TMFAP59 Vestis Corporation Term Loan 92550HAE3 41562.50000000 PA USD 40003.91000000 0.015745245012 Long LON CORP US N 2 2031-02-22 Floating 6.58000000 N N N N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 Brown & Brown Inc 115236AJ0 74000.00000000 PA USD 74646.76000000 0.029380416204 Long DBT CORP US N 2 2028-06-23 Fixed 4.70000000 N N N N N N Verus Securitization Trust 984500A3F1D749452747 Verus Securitization Trust 2024-1 92540EAA1 512697.78000000 PA USD 514248.40000000 0.202404391353 Long ABS-MBS CORP US N 2 2069-01-25 Variable 5.71000000 N N N N N N EQUIFAX INC 5493004MCF8JDC86VS77 Equifax Inc 294429AX3 336000.00000000 PA USD 338882.88000000 0.133381811332 Long DBT CORP US N 2 2029-09-15 Fixed 4.80000000 N N N N N N Upgrade Master Pass-Thru Trust N/A Upgrade Master Pass-Thru Trust Series 2025-ST2 91534JAB8 480475.00000000 PA USD 483829.68000000 0.190431806689 Long ABS-O CORP US N 2 2032-06-15 Fixed 6.11000000 N N N N N N Park Avenue Institutional Advisers CLO N/A Park Avenue Institutional Advisers CLO Ltd 2021-1 70015QAA6 1500000.00000000 PA USD 1499700.00000000 0.590270899653 Long ABS-CBDO CORP KY N 2 2034-01-20 Floating 5.92000000 N N N N N N MFRA Trust N/A MFA 2023-NQM3 Trust 55286MAA8 457533.27000000 PA USD 460376.77000000 0.181200913654 Long ABS-MBS CORP US N 2 2068-07-25 Variable 6.62000000 N N N N N N PINNACLE WEST CAPITAL TWSEY0NEDUDCKS27AH81 Pinnacle West Capital Corp 723484AM3 133000.00000000 PA USD 134799.49000000 0.053056088707 Long DBT CORP US N 2 2028-05-15 Fixed 4.90000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 Royal Bank of Canada 78017FZU0 476000.00000000 PA USD 476495.04000000 0.187544946283 Long DBT CORP CA N 2 2028-10-18 Floating 5.21000000 N N N N N N ACHV ABS TRUST N/A ACHV ABS TRUST 2024-2PL 00092HAB7 283192.55000000 PA USD 284012.76000000 0.111785335305 Long ABS-O CORP US N 2 2031-10-27 Fixed 5.43000000 N N N N N N Morgan Stanley Capital I Trust N/A Morgan Stanley Capital I Trust 2019-PLND 61691XAL7 127000.00000000 PA USD 14381.14000000 0.005660311026 Long ABS-MBS CORP US N 2 2036-05-15 Floating 6.18000000 N N N N N N TRANS UNION LLC X8NPN6PWJOM1QCTYFV34 Trans Union LLC 2024 Term Loan B9 89334GBG8 154225.00000000 PA USD 154555.04000000 0.060831728016 Long LON CORP US N 2 2031-06-24 Floating 6.08000000 N N N N N N UBS Commercial Mortgage Trust N/A UBS Commercial Mortgage Trust 2017-C1 90276EAF4 512425.10000000 PA USD 10025.71000000 0.003946045783 Long ABS-MBS CORP US N 2 2050-06-15 Variable 1.62000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140J9VE8 411173.50000000 PA USD 398397.10000000 0.156806170991 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 3.00000000 N N N N N N HUNTINGTON BANCSHARES 549300XTVCVV9I7B5T19 Huntington Bancshares Inc/OH 446150BE3 95000.00000000 PA USD 97304.70000000 0.038298414889 Long DBT CORP US N 2 2031-01-15 Fixed 5.27000000 N N N N N N Bank5 N/A BANK5 2023-5YR2 06211CAG0 421000.00000000 PA USD 444172.82000000 0.174823158006 Long ABS-MBS CORP US N 2 2056-07-15 Variable 6.66000000 N N N N N N BMO Mortgage Trust N/A BMO 2025-C11 Mortgage Trust 05613XAE5 2057171.62000000 PA USD 166402.31000000 0.065494726430 Long ABS-MBS CORP US N 2 2058-02-15 Variable 1.33000000 N N N N N N Luminent Mortgage Trust N/A Luminent Mortgage Trust 2007-1 55028CAA3 2188056.44000000 PA USD 1935983.15000000 0.761988741524 Long ABS-MBS CORP US N 2 2036-11-25 Floating 4.75000000 N N N N N N TPG Real Estate Finance N/A TRTX 2022-FL5 Issuer Ltd 87277JAA9 282795.42000000 PA USD 282793.72000000 0.111305530119 Long ABS-CBDO CORP KY N 2 2039-02-15 Floating 5.96000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 Kinder Morgan Inc 494553AD2 233000.00000000 PA USD 236721.01000000 0.093171650023 Long DBT CORP US N 2 2029-02-01 Fixed 5.00000000 N N N N N N Upstart Securitization Trust N/A Upstart Securitization Trust 2025-1 91684PAA4 1556342.47000000 PA USD 1558231.53000000 0.613308479750 Long ABS-O CORP US N 2 2035-04-20 Fixed 5.45000000 N N N N N N GLS Auto Receivables Trust N/A GLS Auto Receivables Issuer Trust 2025-1 36271KAJ0 550000.00000000 PA USD 553227.03000000 0.217746093692 Long ABS-O CORP US N 2 2030-11-15 Fixed 5.07000000 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Corportation Trust 2021-IP 36262MAA6 181000.00000000 PA USD 180036.67000000 0.070861110336 Long ABS-MBS CORP US N 2 2036-10-15 Floating 5.38000000 N N N N N N BX Trust N/A BX Commercial Mortgage Trust 2024-GPA3 123910AA9 187542.81000000 PA USD 187706.28000000 0.073879812473 Long ABS-MBS CORP US N 2 2039-12-15 Floating 5.60000000 N N N N N N EVERGY KANSAS CENTRAL J75GNWGEO73W89ZV3S44 Evergy Kansas Central Inc 30036FAE1 480000.00000000 PA USD 485174.40000000 0.190961078600 Long DBT CORP US N 2 2028-03-13 Fixed 4.70000000 N N N N N N LoanCore 2021-CRE6 Issuer, Ltd. N/A LoanCore 2021-CRE6 Issuer Ltd 53948HAA4 184881.28000000 PA USD 184874.62000000 0.072765291905 Long ABS-CBDO CORP KY N 2 2038-11-15 Floating 5.73000000 N N N N N N Merck Sharp & Dohme Corp MZK1AT00SJV4XB7WNL71 Merck Sharp & Dohme Corp 589331AE7 298000.00000000 PA USD 315978.34000000 0.124366752699 Long DBT CORP US N 2 2028-12-01 Fixed 5.95000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PEF9 506000.00000000 PA USD 507821.60000000 0.199874850100 Long DBT CORP US N 2 2028-04-22 Floating 5.27000000 N N N N N N COMMONBOND STUDENT LOAN TRUST 549300EJIXF1G1X7PN20 Commonbond Student Loan Trust 2018-BGS 20268MAC0 69386.54000000 PA USD 66759.74000000 0.026276143088 Long ABS-O CORP US N 2 2045-09-25 Fixed 3.99000000 N N N N N N GENUINE PARTS CO 549300D46DQVEU651W04 Genuine Parts Co 372460AF2 565000.00000000 PA USD 573836.60000000 0.225857868997 Long DBT CORP US N 2 2029-08-15 Fixed 4.95000000 N N N N N N BX Trust N/A BX Commercial Mortgage Trust 2024-MF 05612EAC2 199227.27000000 PA USD 199353.22000000 0.078463962471 Long ABS-MBS CORP US N 2 2039-02-15 Floating 6.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A Wells Fargo Commercial Mortgage Trust 2021-C60 95003DBB3 143524.68000000 PA USD 138828.46000000 0.054641861693 Long ABS-MBS CORP US N 2 2054-08-15 Fixed 2.04000000 N N N N N N SOFI CONSUMER LOAN PROGRAM TRUST N/A SoFi Consumer Loan Program 2025-1 Trust 83406YAA9 587796.95000000 PA USD 588573.59000000 0.231658239968 Long ABS-O CORP US N 2 2034-02-27 Fixed 4.80000000 N N N N N N Aramark Services Inc 42YMHYH0XMHJEXDUB065 Aramark Services Inc 2024 Term Loan B8 03852JAV3 115532.97000000 PA USD 116014.16000000 0.045662320861 Long LON CORP US N 2 2030-06-22 Floating 6.33000000 N N N N N N BX Trust N/A BX Trust 2022-PSB 05606DAC2 168000.00000000 PA USD 167878.54000000 0.066075759710 Long ABS-MBS CORP US N 2 2039-08-15 Floating 7.26000000 N N N N N N SS&C Technologies Inc 549300KY09TR3J12JU49 SS&C Technologies Inc 2024 Term Loan B8 78466DBJ2 177950.77000000 PA USD 179007.80000000 0.070456154664 Long LON CORP US N 2 2031-05-09 Floating 6.33000000 N N N N N N Velocity Commercial Capital Loan Trust N/A Velocity Commercial Capital Loan Trust 2024-5 92261ABA5 879645.00000000 PA USD 876638.37000000 0.345038420571 Long ABS-MBS CORP US N 2 2054-10-25 Variable 5.49000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 Marriott International Inc/MD 571903BR3 321000.00000000 PA USD 324139.38000000 0.127578878072 Long DBT CORP US N 2 2030-03-15 Fixed 4.80000000 N N N N N N PAYCHEX INC 529900K900DW6SUBM174 Paychex Inc 704326AA5 140000.00000000 PA USD 143358.60000000 0.056424891508 Long DBT CORP US N 2 2030-04-15 Fixed 5.10000000 N N N N N N Vericrest Opportunity Loan Transferee N/A VOLT C LLC 91835DAA9 172302.76000000 PA USD 172056.92000000 0.067720339374 Long ABS-O CORP US N 2 2051-05-25 Variable 5.99000000 N N N N N N Morgan Stanley Capital I Trust N/A Morgan Stanley Capital I Trust 2024-NSTB 61690BAA0 142365.70000000 PA USD 141951.91000000 0.055871228661 Long ABS-MBS CORP US N 2 2057-09-24 Variable 3.90000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 Cheniere Energy Partners LP 16411QAG6 377000.00000000 PA USD 372909.55000000 0.146774458603 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N Onslow Bay Financial LLC 2549006UJL1L84XG2C80 OBX 2025-NQM8 Trust 67449AAA3 982960.66000000 PA USD 986397.97000000 0.388238992577 Long ABS-MBS CORP US N 2 2065-03-25 Variable 5.47000000 N N N N N N BSPRT Issuer, Ltd. N/A BSPRT 2022-FL8 Issuer Ltd 055983AA8 101933.34000000 PA USD 101743.44000000 0.040045470335 Long ABS-CBDO CORP KY N 2 2037-02-15 Floating 5.80000000 N N N N N N Countrywide Alternative Loan Trust N/A Alternative Loan Trust 2006-J7 23244FAX2 414756.81000000 PA USD 197880.86000000 0.077884452394 Long ABS-MBS CORP US N 2 2036-11-25 Fixed 6.25000000 N N N N N N BENCHMARK Mortgage Trust N/A Benchmark 2018-B6 Mortgage Trust 08162CAB6 148348.78000000 PA USD 146624.58000000 0.057710357236 Long ABS-MBS CORP US N 2 2051-10-10 Fixed 4.20000000 N N N N N N MOLEX ELECTRONICS TECH 549300WTBVUFUPSIWI20 Molex Electronic Technologies LLC 60856BAE4 298000.00000000 PA USD 299779.06000000 0.117990835129 Long DBT CORP US N 2 2028-04-30 Fixed 4.75000000 N N N N N N CSAIL Commercial Mortgage Trust N/A CSAIL 2017-C8 Commercial Mortgage Trust 12595BAF8 231025.94000000 PA USD 3375.20000000 0.001328453917 Long ABS-MBS CORP US N 2 2050-06-15 Variable 1.20000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CAV3 6000000.00000000 PA USD 5147343.78000000 2.025956687234 Long DBT UST US N 2 2030-11-15 Fixed 0.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136BTQ22 831024.59000000 PA USD 831972.93000000 0.327458431605 Long ABS-MBS USGSE US N 2 2054-12-25 Floating 5.71000000 N N N N N N Generate CLO Ltd. 549300OHYOREA2V0F579 Generate Clo 13 Ltd 370918AA2 500000.00000000 PA USD 502100.00000000 0.197622870384 Long ABS-CBDO CORP JE N 2 2037-01-20 Floating 6.07000000 N N N N N N ELEMENT FLEET MANAGEMENT 5493000PGBS1C22ELQ16 Element Fleet Management Corp 286181AP7 738000.00000000 PA USD 744546.06000000 0.293047858017 Long DBT CORP CA N 2 2030-03-25 Fixed 5.04000000 N N N N N N CANADIAN PACIFIC RAILWAY 54930036474DURYNB481 Canadian Pacific Railway Co 13645RBJ2 563000.00000000 PA USD 571996.74000000 0.225133713621 Long DBT CORP CA N 2 2030-03-30 Fixed 4.80000000 N N N N N N MARVELL TECHNOLOGY INC N/A Marvell Technology Inc 573874AR5 248000.00000000 PA USD 249125.92000000 0.098054131443 Long DBT CORP US N 2 2030-07-15 Fixed 4.75000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 Enbridge Inc 29250NBX2 129000.00000000 PA USD 135487.41000000 0.053326848964 Long DBT CORP CA N 2 2028-11-15 Fixed 6.00000000 N N N N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 Sysco Corp 871829BU0 243000.00000000 PA USD 249147.90000000 0.098062782609 Long DBT CORP US N 2 2030-09-23 Fixed 5.10000000 N N N N N N PACIFIC LIFE GF II 6354003EUPCHXTWUU869 Pacific Life Global Funding II 6944PL2G3 25000.00000000 PA USD 25077.50000000 0.009870319721 Long DBT CORP US N 2 2026-06-04 Floating 5.01000000 N N N N N N Affirm Inc N/A Affirm Asset Securitization Trust 2025-X1 00834MAA1 369345.21000000 PA USD 369632.16000000 0.145484501983 Long ABS-O CORP US N 2 2030-04-15 Fixed 5.08000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 Altria Group Inc 02209SBQ5 80000.00000000 PA USD 84452.00000000 0.033239686615 Long DBT CORP US N 2 2028-11-01 Fixed 6.20000000 N N N N N N Quest Diagnostics Inc 8MCWUBXQ0WE04KMXBX50 Quest Diagnostics Inc 74834LBA7 280000.00000000 PA USD 278695.20000000 0.109692382765 Long DBT CORP US N 2 2029-06-30 Fixed 4.20000000 N N N N N N Tesla Sustainable Energy Trust N/A Tesla Sustainable Energy Trust 2024-1 88164AAB0 435010.14000000 PA USD 438922.77000000 0.172756776906 Long ABS-O CORP US N 2 2050-06-21 Fixed 5.08000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 ONEOK Inc 682680CC5 244000.00000000 PA USD 242135.84000000 0.095302887320 Long DBT CORP US N 2 2029-10-15 Fixed 4.40000000 N N N N N N RIO TINTO FIN USA PLC 2138006TSNBEUA761G16 Rio Tinto Finance USA PLC 76720AAS5 333000.00000000 PA USD 339566.76000000 0.133650981474 Long DBT CORP GB N 2 2030-03-14 Fixed 4.88000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 Broadcom Inc 11135FBB6 440000.00000000 PA USD 437465.60000000 0.172183245502 Long DBT CORP US N 2 2025-11-15 Fixed 3.15000000 N N N N N N Carvana Auto Receivables Trust N/A Carvana Auto Receivables Trust 2024-N1 14687QAB9 67229.34000000 PA USD 67265.75000000 0.026475304906 Long ABS-O CORP US N 2 2027-04-12 Fixed 5.76000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 American Express Co 025816ED7 780000.00000000 PA USD 788470.80000000 0.310336312906 Long DBT CORP US N 2 2029-04-25 Fixed 4.73000000 N N N N N N Bridge Street CLO Ltd N/A Bridge Street CLO Ltd 107921AA6 1000000.00000000 PA USD 1000246.00000000 0.393689475424 Long ABS-CBDO CORP KY N 2 2038-04-20 Floating 5.48000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 17327CAT0 623000.00000000 PA USD 619922.38000000 0.243996893350 Long DBT CORP US N 2 2030-09-19 Fixed 4.54000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A MF1 2022-FL9 LLC 55285AAA5 226472.50000000 PA USD 226771.44000000 0.089255572384 Long ABS-CBDO CORP US N 2 2037-06-19 Floating 6.47000000 N N N N N N Regatta XXIII Funding Ltd N/A Regatta XXIII Funding Ltd 75889FAC8 2265000.00000000 PA USD 2264773.50000000 0.891398207212 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 5.68000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3132DUGS0 375335.86000000 PA USD 382336.72000000 0.150484923441 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.00000000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 LPL Holdings Inc 50212YAC8 341000.00000000 PA USD 340055.43000000 0.133843318395 Long DBT CORP US N 2 2027-11-15 Fixed 4.63000000 N N N N N N HB FULLER COMPANY JSMX3Z5FOYM8V0Q52357 HB Fuller Company 2025 Term Loan B 40409VAW4 99080.02000000 PA USD 99637.84000000 0.039216721648 Long LON CORP US N 2 2030-02-15 Floating 6.08000000 N N N N N N CubeSmart LP 549300MPHKO3I3FJRA97 CubeSmart LP 22966RAE6 159000.00000000 PA USD 157852.02000000 0.062129395117 Long DBT US N 2 2029-02-15 Fixed 4.38000000 N N N N N N KREF 2021-FL2 Ltd 54930083ELM2GCMVTQ91 KREF 2021-FL2 Ltd 48275RAC1 250000.00000000 PA USD 248245.25000000 0.097707506202 Long ABS-CBDO CORP KY N 2 2039-02-15 Floating 5.73000000 N N N N N N TPG Real Estate Finance N/A TRTX 2025-FL6 Issuer Ltd 897764AA4 240000.00000000 PA USD 239917.68000000 0.094429835844 Long ABS-CBDO CORP KY N 2 2042-09-18 Floating 5.85000000 N N N N N N Exeter Automobile Receivables Trust N/A Exeter Automobile Receivables Trust 2024-5 30165BAC7 650000.00000000 PA USD 648782.71000000 0.255356107162 Long ABS-O CORP US N 2 2028-03-15 Fixed 4.45000000 N N N N N N Westlake Automobile Receivables Trust N/A Westlake Automobile Receivables Trust 2023-4 96041AAC0 61550.54000000 PA USD 61623.55000000 0.024254576447 Long ABS-O CORP US N 2 2027-01-15 Fixed 6.23000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp 68389XCF0 497000.00000000 PA USD 499012.85000000 0.196407790830 Long DBT CORP US N 2 2025-11-10 Fixed 5.80000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 46645UAV9 1296133.72000000 PA USD 7618.27000000 0.002998495090 Long ABS-MBS CORP US N 2 2049-12-15 Variable 0.70000000 N N N N N N Go Daddy Operating Company LLC 5493005GJOH8HLL11157 Go Daddy Operating Company LLC 2024 Term Loan B8 38017BAX4 189043.26000000 PA USD 189402.44000000 0.074547408585 Long LON CORP US N 2 2029-11-09 Floating 6.08000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 Dominion Energy Inc 25746UDW6 281000.00000000 PA USD 286760.50000000 0.112866825578 Long DBT CORP US N 2 2030-06-15 Fixed 5.00000000 N N N N N N ENERGIZER HOLDINGS INC 5493000D6NN0V57UME20 Energizer Holdings Inc 2025 Term Loan B 29267YAW2 98965.46000000 PA USD 99357.36000000 0.039106326781 Long LON CORP US N 2 2032-03-19 Floating 6.32000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Inflation-Indexed Notes 91282CEJ6 988372.20000000 PA USD 967871.20000000 0.380946992046 Long DBT UST US N 2 2027-04-15 Fixed 0.13000000 N N N N N N Brant Point CLO Ltd 254900ONWQ51D1IGDN52 Brant Point Clo 2024-3 Ltd 835937AA1 1000000.00000000 PA USD 1004688.00000000 0.395437813983 Long ABS-CBDO CORP JE N 2 2037-02-20 Floating 5.92000000 N N N N N N Legacy Mortgage Asset Trust N/A Legacy Mortgage Asset Trust 2021-GS2 52476DAA5 249146.97000000 PA USD 249089.09000000 0.098039635425 Long ABS-MBS CORP US N 2 2061-04-25 Variable 5.75000000 N N N N N N Vericrest Opportunity Loan Transferee N/A VOLT CI LLC 92873EAA8 272503.38000000 PA USD 272051.76000000 0.107077573599 Long ABS-O CORP US N 2 2051-05-25 Variable 5.99000000 N N N N N N TARGA RESOURCES PARTNERS N/A Targa Resources Partners LP / Targa Resources Partners Finance Corp 87612BBQ4 357000.00000000 PA USD 362155.08000000 0.142541578239 Long DBT CORP US N 2 2030-03-01 Fixed 5.50000000 N N N N N N Ellington Financial Mortgage Trust N/A EFMT 2025-NQM2 281917AE4 806000.00000000 PA USD 810010.35000000 0.318814121506 Long ABS-MBS CORP US N 2 2070-06-25 Variable 5.95000000 N N N N N N BPR Trust N/A BPR Trust 2021-TY 05592AAA8 192000.00000000 PA USD 191594.19000000 0.075410065279 Long ABS-MBS CORP US N 2 2038-09-15 Floating 5.48000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418CDJ0 118554.55000000 PA USD 112064.20000000 0.044107645631 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 3.00000000 N N N N N N arbor multifamily mortgage securities trust N/A Arbor Multifamily Mortgage Securities Trust 2021-MF2 03881VAC3 139000.00000000 PA USD 134772.65000000 0.053045524681 Long ABS-MBS CORP US N 2 2054-06-15 Fixed 2.02000000 N N N N N N RESIDEO FUNDING INC 5493000IFJ6XJKH66598 Resideo Funding Inc 2024 1st Lien Term Loan B 76090LAL8 135832.64000000 PA USD 136002.43000000 0.053529557052 Long LON CORP US N 2 2028-02-11 Floating 6.06000000 N N N N N N 2025-07-29 SSGA Active Trust Arthur Jensen Arthur Jensen Deputy Treasurer