NPORT-P false 0001547580 XXXXXXXX S000073698 C000230774 Victory Portfolios II 811-22696 0001547580 5493002SUQLUY3T5P040 4900 Tiedeman Road 4th Floor Brooklyn 44144 800-539-3863 VictoryShares Core Plus Intermediate Bond ETF S000073698 549300H4LTQRRZ6YWC27 2025-06-30 2025-06-30 N 1074440401.92 51235096.72 1023205305.20 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2596166.39000000 CAD EUR JPY USD N Securities Portfolio N/A Freddie Mac S6XOOCT0IEG5ABCC6L87 31427MSS1 1475981.01000000 PA USD 1501985.02000000 0.146792145463 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 6.00000000 N N N N N N TOLL BROTHERS FINANCE CORP. N/A 88947EAU4 224000.00000000 PA USD 217382.18000000 0.021245216272 Long DBT CORP US N 2 2029-11-01 Fixed 3.80000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ADG7 187000.00000000 PA USD 177334.97000000 0.017331318465 Long DBT CORP US N 2 2055-01-15 Fixed 5.50000000 N N N N N N MASSACHUSETTS EDL FING AUTH ED LN REV N/A 57563RUF4 865000.00000000 PA USD 872950.33000000 0.085315266209 Long DBT MUN US N 2 2050-07-01 Fixed 6.16600000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PFL1 1133000.00000000 PA USD 1098420.84000000 0.107350971932 Long DBT CORP US N 2 2054-07-15 Fixed 5.62500000 N N N N N N BENCHMARK MORTGAGE TRUST N/A 08162WBE5 1000000.00000000 PA USD 833242.22000000 0.081434509356 Long ABS-MBS CORP US N 2 2053-09-15 Fixed 2.14800000 N N N N N N BIMBO BAKERIES USA, INC. 549300HOXXHHT7926W92 09031WAE3 1188000.00000000 PA USD 1174674.07000000 0.114803359993 Long DBT CORP US Y 2 2036-01-09 Fixed 5.37500000 N N N N N N UNITED AUTO CREDIT SECURITIZATION TRUST N/A 90945CAE2 34025.83000000 PA USD 34035.88000000 0.003326397921 Long ABS-MBS CORP US Y 2 2028-07-10 Fixed 6.28000000 N N N N N N GTE AUTO RECEIVABLES TRUST N/A 362304AF4 168000.00000000 PA USD 170619.91000000 0.016675041571 Long ABS-MBS CORP US Y 2 2029-11-15 Fixed 5.88000000 N N N N N N Government National Mortgage Association 2 N/A 3622ACPD6 258869.99000000 PA USD 255724.92000000 0.024992532652 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 5.00000000 N N N N N N TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV N/A 882750YT3 65000.00000000 PA USD 66799.48000000 0.006528453249 Long DBT MUN US N 2 2039-01-01 Fixed 5.54800000 N N N N N N INVESCO GOVERNMENT & AGENCY PORTFOLIO N/A 825252885 1277105.63000000 NS USD 1277105.63000000 0.124814211137 Long STIV RF US N 1 N N GFH MORTGAGE TRUST N/A 36171JAC9 1266000.00000000 PA USD 1271692.99000000 0.124285222480 Long ABS-MBS CORP US Y 2 2033-06-15 Fixed 5.54600000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKKU3 715243.55000000 PA USD 687330.58000000 0.067174258822 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 4.50000000 N N N N N N POST ROAD EQUIPMENT FINANCE LLC N/A 737473AD0 76000.00000000 PA USD 77006.45000000 0.007526001830 Long ABS-MBS CORP US Y 2 2030-10-15 Fixed 5.81000000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 345285AC4 689000.00000000 PA USD 664334.18000000 0.064926772430 Long ABS-MBS CORP US Y 2 2034-05-15 Fixed 2.11000000 N N N N N N Government National Mortgage Association 2 N/A 36179YFM1 173318.21000000 PA USD 176851.56000000 0.017284073792 Long ABS-MBS USGA US N 2 2053-09-20 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140AT6Z4 628004.04000000 PA USD 628484.03000000 0.061423062097 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.50000000 N N N N N N MORGAN STANLEY CAPITAL I TRUST N/A 61773PAG6 750000.00000000 PA USD 604428.93000000 0.059072106734 Long ABS-MBS CORP US Y 2 2031-11-09 Variable 2.80980000 N N N N N N NORTH DAKOTA ST HSG FIN AGY N/A 65889BDG6 1000000.00000000 PA USD 1014861.22000000 0.099184515056 Long DBT MUN US N 2 2040-07-01 Fixed 6.00800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427MTP6 1484500.49000000 PA USD 1509849.95000000 0.147560801564 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179XNB8 843951.63000000 PA USD 746801.31000000 0.072986457967 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 3622ACP38 612397.99000000 PA USD 564202.94000000 0.055140736383 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 4.00000000 N N N N N N NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV N/A 64972KDL6 265000.00000000 PA USD 265446.05000000 0.025942599070 Long DBT MUN US N 2 2039-11-01 Fixed 5.71000000 N N N N N N JBS USA Holding Lux S.a r.l. RB8RC03FUD8DSX57C193 472140AE2 1301000.00000000 PA USD 1299238.58000000 0.126977310750 Long DBT CORP LU Y 2 2036-01-15 Fixed 5.50000000 N N N N N N GLOBAL PAYMENTS INC. 549300NOMHGVQBX6S778 37940XAR3 277000.00000000 PA USD 266523.92000000 0.026047941566 Long DBT CORP US N 2 2052-08-15 Fixed 5.95000000 N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 59217GET2 650000.00000000 PA USD 562769.13000000 0.055000607125 Long DBT CORP US Y 2 2032-01-11 Fixed 2.40000000 N N N N N N VB-S1 ISSUER, LLC N/A 91823ABE0 107000.00000000 PA USD 109725.62000000 0.010723714922 Long ABS-MBS CORP US Y 2 2054-05-15 Fixed 6.64400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYYE3 368739.77000000 PA USD 371512.67000000 0.036308712250 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 5.00000000 N N N N N N AMUR EQUIPMENT FINANCE RECEIVABLES LLC N/A 03238BAD5 2560000.00000000 PA USD 2597158.10000000 0.253825707001 Long ABS-MBS CORP US Y 2 2031-07-21 Fixed 5.38000000 N N N N N N LIGHT AND WONDER INTERNATIONAL, INC. RLTHESQ0RNFQJWPBJN60 80875AAW1 243181.09000000 PA USD 243059.50000000 0.023754714597 Long LON CORP US N 2 2029-04-16 Floating 6.56000000 N N N N N N SYENSQO FINANCE (AMERICA), LLC 54930073OEL5K0Y7NK81 834423AF2 945000.00000000 PA USD 978592.88000000 0.095639934138 Long DBT CORP US Y 2 2034-06-04 Fixed 5.85000000 N N N N N N AFG ABS I, LLC N/A 00111LAD1 999990.37000000 PA USD 1057052.83000000 0.103307989572 Long ABS-MBS CORP US Y 2 2030-09-16 Fixed 9.40000000 N N N N N N Government National Mortgage Association 2 N/A 3622ADEZ7 282630.53000000 PA USD 248253.93000000 0.024262377133 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 3.00000000 N N N N N N MERCHANTS FLEET FUNDING LLC N/A 588926AJ4 476000.00000000 PA USD 486862.45000000 0.047582088123 Long ABS-MBS CORP US Y 2 2037-04-20 Fixed 6.84990000 N N N N N N NORTH CAROLINA HSG FIN AGY HOMEOWNERSHIP REV N/A 6582078Q1 130000.00000000 PA USD 130080.16000000 0.012713006797 Long DBT MUN US N 2 2039-07-01 Fixed 5.59800000 N N N N N N UKG INC. 529900FKHWSTQ1GXK240 89841EAB1 33458.24000000 PA USD 33576.01000000 0.003281453861 Long LON CORP US N 2 2031-01-31 Floating 7.32000000 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00913WU11 2000000.00000000 PA USD 1999737.60000000 0.195438548826 Long STIV CORP US Y 2 N N N MASTER CREDIT CARD TRUST II N/A 576339DV4 265000.00000000 PA USD 280241.90000000 0.027388628516 Long ABS-MBS CORP US Y 2 2032-10-21 Fixed 7.53000000 N N N N N N Government National Mortgage Association 2 N/A 36179YFJ8 136760.28000000 PA USD 131966.00000000 0.012897313894 Long ABS-MBS USGA US N 2 2053-09-20 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QSF22 918877.36000000 PA USD 921311.65000000 0.090041719420 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.50000000 N N N N N N HUNTSMAN INTERNATIONAL LLC 3YTEJFW18LGIUQ2N5J61 44701QBF8 799000.00000000 PA USD 671629.10000000 0.065639720258 Long DBT CORP US N 2 2031-06-15 Fixed 2.95000000 N N N N N N BLUE OWL ASSET LEASING TRUST N/A 095921AD4 80000.00000000 PA USD 80768.98000000 0.007893721777 Long ABS-MBS CORP US Y 2 2031-01-15 Fixed 6.38000000 N N N N N N HEALTH CARE SERVICE CORP MUT LEG RES CO 549300TMJ1FKCKECR148 42218SAM0 80000.00000000 PA USD 77825.02000000 0.007606002393 Long DBT CORP US Y 2 2054-06-15 Fixed 5.87500000 N N N N N N MASTER CREDIT CARD TRUST II N/A 576339CS2 312000.00000000 PA USD 300378.28000000 0.029356599156 Long ABS-MBS CORP US Y 2 2028-07-21 Fixed 2.73000000 N N N N N N Government National Mortgage Association 2 N/A 3622ACJJ0 353061.48000000 PA USD 355272.43000000 0.034721519542 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H93C1 1178242.00000000 PA USD 1116263.61000000 0.109094783258 Long ABS-MBS USGSE US N 2 2032-08-25 Variable 3.53000000 N N N N N N KUBOTA CREDIT OWNER TRUST N/A 50117FAD3 399000.00000000 PA USD 407109.99000000 0.039787712977 Long ABS-MBS CORP US Y 2 2030-07-15 Fixed 4.87000000 N N N N N N MHC COMMERCIAL MORTGAGE TRUST N/A 55316VAA2 30848.26000000 PA USD 30847.56000000 0.003014796721 Long ABS-MBS CORP US Y 2 2038-04-15 Floating 5.22720000 N N N N N N NEW YORK ST MTG AGY HOMEOWNER MTG REV N/A 64988YJ73 260000.00000000 PA USD 260851.68000000 0.025493581657 Long DBT MUN US N 2 2040-10-01 Fixed 5.56500000 N N N N N N NGC LTD N/A 652927AA2 232631.58000000 PA USD 232623.90000000 0.022734821527 Long ABS-MBS CORP US Y 2 2037-07-20 Floating 5.41947000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426BRV0 5073692.52000000 PA USD 5074646.17000000 0.495955811039 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 5.50000000 N N N N N N BROWN & BROWN, INC. 549300PC8KTJ71XKFY89 115236AM3 836000.00000000 PA USD 852837.04000000 0.083349552202 Long DBT CORP US N 2 2035-06-23 Fixed 5.55000000 N N N N N N USB AUTO OWNER TRUST N/A 90367VAF6 299000.00000000 PA USD 301646.97000000 0.029480590890 Long ABS-MBS CORP US Y 2 2031-03-17 Fixed 4.96000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HFNP6 475105.47000000 PA USD 469360.61000000 0.045871596600 Long ABS-MBS USGSE US N 2 2051-06-25 Fixed 4.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179XBQ8 217385.06000000 PA USD 184818.62000000 0.018062711272 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 2.50000000 N N N N N N DELTA 2 LUX SARL N/A L2465BAW6 150000.00000000 PA USD 150037.50000000 0.014663479483 Long LON CORP GB N 2 2031-09-19 Floating 6.30000000 N N N N N N CBRE SERVICES, INC. 549300CTE3HOMEUMM603 12505BAK6 727000.00000000 PA USD 732045.35000000 0.071544327055 Long DBT CORP US N 2 2035-06-15 Fixed 5.50000000 N N N N N N CONSOLIDATED COMMUNICATIONS LLC N/A 209031AA1 365300.00000000 PA USD 376329.65000000 0.036779485806 Long ABS-MBS CORP US Y 2 2055-05-20 Fixed 6.00000000 N N N N N N DRYDEN CLO LTD N/A 26253EBB3 1000000.00000000 PA USD 1000000.00000000 0.097732096864 Long ABS-MBS CORP US Y 2 2037-10-15 Floating 5.90610000 N N N N N N AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST N/A 02582JKF6 3238000.00000000 PA USD 3365916.59000000 0.328958086211 Long ABS-MBS CORP US N 2 2031-04-15 Fixed 5.24000000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JCZ5 1476000.00000000 PA USD 1505173.97000000 0.147103808233 Long DBT CORP US Y 2 2035-04-01 Fixed 5.35000000 N N N N N N NEW JERSEY ST HSG & MTG FIN AGY REV N/A 64613AKL5 40000.00000000 PA USD 40707.67000000 0.003978445947 Long DBT MUN US N 2 2035-10-01 Fixed 5.71000000 N N N N N N RHODE ISLAND HSG & MTG FIN CORP N/A 76221SFY2 275000.00000000 PA USD 266350.69000000 0.026031011434 Long DBT MUN US N 2 2039-10-01 Fixed 4.93300000 N N N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 254900C5LP6DN9OP9V83 3133ERYP0 589000.00000000 PA USD 582391.42000000 0.056918334672 Long DBT USGSE US N 2 2034-10-30 Fixed 5.14000000 N N N N N N LAD AUTO RECEIVABLES TRUST N/A 501689AF0 207000.00000000 PA USD 210185.09000000 0.020541829575 Long ABS-MBS CORP US Y 2 2029-06-15 Fixed 5.64000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAT4 965000.00000000 PA USD 971909.40000000 0.094986743624 Long DBT CORP US N 2 2035-01-15 Fixed 5.35000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UF3 2450000.00000000 PA USD 2398703.13000000 0.234430286650 Long DBT UST US N 2 2044-11-15 Fixed 4.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HHSN2 1532877.16000000 PA USD 1543458.75000000 0.150845460061 Long ABS-MBS USGSE US N 2 2051-03-25 Fixed 5.50000000 N N N N N N LG ENERGY SOLUTION, LTD. 988400QX6P286XA6ZS85 50205MAE9 437000.00000000 PA USD 429296.88000000 0.041956084259 Long DBT CORP KR Y 2 2034-07-02 Fixed 5.50000000 N N N N N SANTANDER BANK, N.A. N/A 80290CBH6 73254.11000000 PA USD 73379.26000000 0.007171508946 Long ABS-MBS CORP US Y 2 2032-12-15 Fixed 8.19700000 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC 5493002SQ1AVQBY41K40 928668CC4 5000.00000000 PA USD 5320.84000000 0.000520016850 Long DBT CORP US Y 2 2030-11-16 Fixed 6.45000000 N N N N N N NMEF FUNDING LLC N/A 62919VAB7 100000.00000000 PA USD 100152.26000000 0.009788090375 Long ABS-MBS CORP US Y 2 2032-04-15 Fixed 4.71990000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XRKD6 3326695.27000000 PA USD 3343628.05000000 0.326779780461 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.50000000 N N N N N N LAD AUTO RECEIVABLES TRUST N/A 505709AG0 224000.00000000 PA USD 223683.13000000 0.021861021328 Long ABS-MBS CORP US Y 2 2032-02-17 Fixed 5.18000000 N N N N N N WEST VIRGINIA ST HSG DEV FD N/A 95662NQW1 115000.00000000 PA USD 116855.50000000 0.011420533045 Long DBT MUN US N 2 2039-11-01 Fixed 5.83200000 N N N N N N WAYNE-SANDERSON FARMS LLC N/A 87114UAB9 500000.00000000 PA USD 500000.00000000 0.048866048432 Long LON CORP US N 2 2029-07-23 Floating 6.57000000 N N N N N N COLORADO HSG & FIN AUTH N/A 19648GA85 505000.00000000 PA USD 511712.93000000 0.050010777641 Long DBT MUN US N 2 2043-11-01 Fixed 5.86000000 N N N N N N BLUE OWL FINANCE LLC 254900OF2NO2GYFV5T41 09581JAT3 185000.00000000 PA USD 190244.12000000 0.018592956763 Long DBT CORP US N 2 2034-04-18 Fixed 6.25000000 N N N N N N SCF EQUIPMENT LEASING LLC N/A 78437DAF7 6190341.00000000 PA USD 6371214.03000000 0.622672106723 Long ABS-MBS CORP US Y 2 2035-11-20 Fixed 5.87990000 N N N N N N Government National Mortgage Association 2 N/A 36179X2H8 420565.26000000 PA USD 394725.27000000 0.038577328322 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 4.00000000 N N N N N N BX TRUST N/A 12433GAE6 400000.00000000 PA USD 400524.47000000 0.039144096298 Long ABS-MBS CORP US Y 2 2042-07-15 Floating 6.40000000 N N N N N N Government National Mortgage Association 2 N/A 36179YPG3 252631.59000000 PA USD 253673.64000000 0.024792056756 Long ABS-MBS USGA US N 2 2054-01-20 Fixed 5.50000000 N N N N N N Banco Santander, S.A. 5493006QMFDDMYWIAM13 05964HAV7 400000.00000000 PA USD 433345.22000000 0.042351737016 Long DBT CORP ES N 2 2033-08-08 Fixed 6.92100000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 12665JU15 3000000.00000000 PA USD 2999598.60000000 0.293157060929 Long STIV CORP US Y 2 N N N CYRUSONE DATA CENTER ISSUER LLC N/A 23284BAJ3 441125.00000000 PA USD 450207.38000000 0.043999711271 Long ABS-MBS CORP US Y 2 2050-02-20 Fixed 5.91000000 N N N N N N CHASE AUTO OWNER TRUST N/A 16144BAG3 211000.00000000 PA USD 217721.93000000 0.021278420752 Long ABS-MBS CORP US Y 2 2031-06-25 Fixed 5.87000000 N N N N N N GENESEE & WYOMING INC. G617XSG94Z7G0RMW3L02 371559AB1 294000.00000000 PA USD 300388.09000000 0.029357557908 Long DBT CORP US Y 2 2032-04-15 Fixed 6.25000000 N N N N N N ALA TRUST N/A 009920AA7 2328453.00000000 PA USD 2336997.06000000 0.228399623039 Long ABS-MBS CORP US Y 2 2030-06-15 Floating 6.05463000 N N N N N N DBWF MORTGAGE TRUST N/A 23307KAC1 250000.00000000 PA USD 250213.23000000 0.024453863631 Long ABS-MBS CORP US Y 2 2034-04-15 Floating 6.56900000 N N N N N N EMERGENT AUTO RECEIVABLES TRUST N/A 293601AG5 74472.00000000 PA USD 76324.84000000 0.007459386656 Long ABS-MBS CORP US Y 2 2029-11-15 Fixed 6.26000000 N N N N N N CADENCE DESIGN SYSTEMS, INC. GCT7RXJOGLXPV0NXZY22 127387AP3 981000.00000000 PA USD 968943.35000000 0.094696865338 Long DBT CORP US N 2 2034-09-10 Fixed 4.70000000 N N N N N N Government National Mortgage Association 2 N/A 36179XLD6 584869.04000000 PA USD 517497.52000000 0.050576117751 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 3.00000000 N N N N N N BPR TRUST N/A 05592AAL4 309661.00000000 PA USD 307730.52000000 0.030075148988 Long ABS-MBS CORP US Y 2 2038-09-15 Floating 6.77624000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FFD4 778236.65000000 PA USD 788754.44000000 0.077086625332 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 5.50000000 N N N N N N COMM MORTGAGE TRUST N/A 12656KAA5 185000.00000000 PA USD 157883.86000000 0.015430320698 Long ABS-MBS CORP US Y 2 2046-11-10 Fixed 2.17300000 N N N N N N Santander Holdings USA, Inc. 549300SMVCQN2P0O6I58 80282KBM7 424000.00000000 PA USD 431578.37000000 0.042179059061 Long DBT CORP US N 2 2030-09-06 Fixed 5.35300000 N N N N N N GLOBAL ATLANTIC (FIN) COMPANY 98450051B2E65CAA7E94 37959GAD9 273000.00000000 PA USD 309381.51000000 0.030236503703 Long DBT CORP US Y 2 2033-06-15 Fixed 7.95000000 N N N N N N FLORIDA HSG FIN CORP REV N/A 34074M5Z0 195000.00000000 PA USD 199605.36000000 0.019507850378 Long DBT MUN US N 2 2044-07-01 Fixed 5.87800000 N N N N N N FLUTTER TREASURY DESIGNATED ACTIVITY COMPANY 635400JE8VLL9UFVIC38 344045AB5 861000.00000000 PA USD 867638.93000000 0.084796171950 Long DBT CORP IE Y 2 2031-06-04 Fixed 5.87500000 N N N N N N BLACK HILLS CORPORATION 3MGELCRSTNSAMJ962671 092113AX7 311000.00000000 PA USD 322799.15000000 0.031547837795 Long DBT CORP US N 2 2035-01-15 Fixed 6.00000000 N N N N N N M&T EQUIPTMENT LLC N/A 55376YAB1 178974.38000000 PA USD 179317.87000000 0.017525111440 Long ABS-MBS CORP US Y 2 2031-08-18 Fixed 4.99000000 N N N N N N PENNSYLVANIA HSG FIN AGY SINGLE FAMILY MTG REV N/A 70879QF57 155000.00000000 PA USD 153777.84000000 0.015029030754 Long DBT MUN US N 2 2044-10-01 Fixed 5.88500000 N N N N N N THE SOUTHERN COMPANY 549300FC3G3YU2FBZD92 842587DF1 182000.00000000 PA USD 181026.07000000 0.017692057408 Long DBT CORP US N 2 2051-01-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 3622ACJB7 256087.73000000 PA USD 252658.87000000 0.024692881156 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 5.00000000 N N N N N N GLOBAL PAYMENTS INC. 549300NOMHGVQBX6S778 37940XAC6 421000.00000000 PA USD 311987.86000000 0.030491227754 Long DBT CORP US N 2 2049-08-15 Fixed 4.15000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ADT9 802000.00000000 PA USD 811958.52000000 0.079354408726 Long DBT CORP US N 2 2035-05-15 Fixed 5.30000000 N N N N N N nVent Finance S.a r.l. 549300KO1OQ4MVFB6X02 67078AAF0 735000.00000000 PA USD 748411.24000000 0.073143799802 Long DBT CORP LU N 2 2033-05-15 Fixed 5.65000000 N N N N N N PEAC SOLUTIONS RECEIVABLES N/A 69392HAD5 376000.00000000 PA USD 378912.02000000 0.037031866241 Long ABS-MBS CORP US Y 2 2032-07-20 Fixed 5.20000000 N N N N N N NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST N/A 63938PBX6 50000.00000000 PA USD 50393.07000000 0.004925020398 Long ABS-MBS CORP US Y 2 2029-04-25 Fixed 5.79000000 N N N N N N Truist Financial Corporation 549300DRQQI75D2JP341 89832QAE9 1107150.00000000 PA USD 1104743.75000000 0.107968923185 Long DBT CORP US N 2 2199-12-31 Fixed 4.95000000 N N N N N N DELTA 2 LUX SARL N/A BL4752806 100000.00000000 PA USD 100025.00000000 0.009775652988 Long LON CORP US N 2 2031-09-10 Floating 6.29000000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773DB3 927000.00000000 PA USD 923693.11000000 0.090274464499 Long DBT CORP US N 2 2199-12-31 Fixed 4.50000000 N N N N N N HERTZ VEHICLE FINANCING III LLC N/A 42806MBX6 212000.00000000 PA USD 218706.86000000 0.021374680026 Long ABS-MBS CORP US Y 2 2029-09-25 Fixed 6.49000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C5HN4 145871.61000000 PA USD 146799.39000000 0.014347012203 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.50000000 N N N N N N TRILLIUM CREDIT CARD TRUST II N/A 89621ABV0 214000.00000000 PA USD 214429.39000000 0.020956633914 Long ABS-MBS CORP US Y 2 2028-08-28 Fixed 6.93700000 N N N N N N SECURITIZED TERM AUTO RECEIVABLES TRUST N/A 81378WAD5 343000.00000000 PA USD 344007.96000000 0.033620619268 Long ABS-MBS CORP US Y 2 2032-12-29 Fixed 5.46300000 N N N N N N MACQUARIE AIRFINANCE HOLDINGS LIMITED 549300MCGUSL5B852H65 55609NAD0 5000.00000000 PA USD 5292.34000000 0.000517231485 Long DBT CORP GB Y 2 2031-03-26 Fixed 6.50000000 N N N N N N AMUR EQUIPMENT FINANCE RECEIVABLES LLC N/A 03236VAC5 655721.58000000 PA USD 653030.25000000 0.063822015648 Long ABS-MBS CORP US Y 2 2028-01-20 Fixed 2.20000000 N N N N N N KEYCORP RKPI3RZGV1V1FJTH5T61 49326EEN9 325000.00000000 PA USD 316761.65000000 0.030957780260 Long DBT CORP US N 2 2033-06-01 Fixed 4.78900000 N N N N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 14040HDL6 800000.00000000 PA USD 800000.00000000 0.078185677491 Long DBT CORP US N 2 2199-12-31 Fixed 6.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QT2E8 723938.70000000 PA USD 711075.17000000 0.069494867392 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 5.00000000 N N N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 254900C5LP6DN9OP9V83 3133ERHK0 381000.00000000 PA USD 379106.43000000 0.037050866338 Long DBT USGSE US N 2 2044-06-17 Fixed 6.19000000 N N N N N N EVERGY MISSOURI WEST STORM FUNDING I, LLC N/A 30037HAA4 203264.24000000 PA USD 202758.88000000 0.019816050500 Long DBT CORP US N 2 2040-12-01 Fixed 5.10400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XRSX4 1579872.69000000 PA USD 1590313.17000000 0.155424640775 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.50000000 N N N N N N Minera Mexico, S.A. de C.V. 2549005BMA2EK49I0T98 60284MAC6 588000.00000000 PA USD 598698.08000000 0.058512018747 Long DBT CORP MX Y 2 2032-02-12 Fixed 5.62500000 N N N N N N CARMAX AUTO OWNER TRUST N/A 14317DAG5 79000.00000000 PA USD 78114.64000000 0.007634307563 Long ABS-MBS CORP US N 2 2028-01-18 Fixed 1.50000000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 34535CAC0 440000.00000000 PA USD 457584.22000000 0.044720665312 Long ABS-MBS CORP US Y 2 2036-02-15 Fixed 6.16000000 N N N N N N MMAF EQUIPMENT FINANCE LLC N/A 55318CAD6 485929.00000000 PA USD 497982.62000000 0.048668885654 Long ABS-MBS CORP US Y 2 2049-07-13 Fixed 5.10000000 N N N N N N JBS USA Holding Lux S.a r.l. RB8RC03FUD8DSX57C193 472140AG7 1168000.00000000 PA USD 1171768.91000000 0.114519432614 Long DBT CORP LU Y 2 2056-03-01 Fixed 6.25000000 N N N N N N VERIZON MASTER TRUST N/A 92348KCX9 80000.00000000 PA USD 80593.32000000 0.007876554156 Long ABS-MBS CORP US N 2 2029-06-20 Fixed 5.49000000 N N N N N N LAD AUTO RECEIVABLES TRUST N/A 505710AF0 226000.00000000 PA USD 231554.33000000 0.022630290208 Long ABS-MBS CORP US Y 2 2030-06-17 Fixed 7.30000000 N N N N N N LAD AUTO RECEIVABLES TRUST N/A 50571AAG6 303568.00000000 PA USD 316321.98000000 0.030914810389 Long ABS-MBS CORP US Y 2 2031-04-15 Fixed 7.37000000 N N N N N N CARS DB N/A 12510HAS9 198076.32000000 PA USD 199145.96000000 0.019462952252 Long ABS-MBS CORP US Y 2 2053-09-15 Fixed 5.75000000 N N N N N N JANUS HENDERSON US (HOLDINGS) INC. 8T2ZO87FU1KVPZIG9I59 47103MAB4 194000.00000000 PA USD 192571.31000000 0.018820397922 Long DBT CORP US N 2 2034-09-10 Fixed 5.45000000 N N N N N N COLOSSUS ACQUIRECO LLC N/A BL5121795 1500000.00000000 PA USD 1489125.00000000 0.145535308743 Long LON CORP US N 2 2032-06-12 None 0.00000000 N N N N N N RXO, INC. 549300KL8CA6GP8XPM30 98379JAA3 1225000.00000000 PA USD 1257084.08000000 0.122857463073 Long DBT CORP US Y 2 2027-11-15 Fixed 7.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TA6 11650000.00000000 PA USD 7730867.19000000 0.755553861059 Long DBT UST US N 2 2041-08-15 Fixed 1.75000000 N N N N N N CROSSROADS ASSET TRUST N/A 22767VAC2 1517000.00000000 PA USD 1529176.96000000 0.149449670777 Long ABS-MBS CORP US Y 2 2032-02-20 Fixed 5.20000000 N N N N N N NEBRASKA INVT FIN AUTH SINGLE FAMILY HSG REV N/A 63968M7L7 190000.00000000 PA USD 188411.52000000 0.018413852923 Long DBT MUN US N 2 2043-03-01 Fixed 5.77100000 N N N N N N NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST N/A 63938PBY4 82000.00000000 PA USD 82520.08000000 0.008064860451 Long ABS-MBS CORP US Y 2 2029-04-25 Fixed 6.13000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599DF9 188000.00000000 PA USD 192481.61000000 0.018811631353 Long DBT CORP US N 2 2036-09-15 Fixed 6.45000000 N N N N N N DISH NETWORK CORPORATION 529900U350CWHH15G169 25470MAG4 1385000.00000000 PA USD 1425989.59000000 0.139364952737 Long DBT CORP US Y 2 2027-11-15 Fixed 11.75000000 N N N N N N MINNESOTA ST HSG FIN AGY N/A 60416UHS7 470000.00000000 PA USD 454885.93000000 0.044456955773 Long DBT MUN US N 2 2039-07-01 Fixed 5.39300000 N N N N N N WHEELS FLEET LEASE FUNDING LLC N/A 96328GBV8 250000.00000000 PA USD 249579.37000000 0.024391915164 Long ABS-MBS CORP US Y 2 2039-06-21 Fixed 4.84000000 N N N N N N WEIR GROUP INC. 2138009WEPEV2V98AV65 94877DAA2 1094000.00000000 PA USD 1108180.69000000 0.108304822538 Long DBT CORP US Y 2 2030-05-06 Fixed 5.35000000 N N N N N N SHR TRUST N/A 784234AE6 303000.00000000 PA USD 302734.05000000 0.029586833498 Long ABS-MBS CORP US Y 2 2041-10-15 Floating 7.26176000 N N N N N N Open Text Corporation 549300HP7ONDQODZJV16 68371YAP8 282000.85000000 PA USD 281685.01000000 0.027529666682 Long LON CORP CA N 2 2030-01-31 Floating 6.08000000 N N N N N N BP CAPITAL MARKETS P.L.C. 549300CRVT18MXX0AG93 05565QDU9 52000.00000000 PA USD 51876.51000000 0.005070000100 Long DBT CORP GB N 2 2199-12-31 Fixed 4.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CXBY7 207407.91000000 PA USD 211473.95000000 0.020667792565 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.50000000 N N N N N N LBA TRUST N/A 52109XAG3 691467.00000000 PA USD 691583.07000000 0.067589863587 Long ABS-MBS CORP US Y 2 2041-10-15 Floating 6.59728000 N N N N N N BOOST NEWCO BORROWER, LLC 254900S8RE1OL7TTCU64 36268NAA8 3343000.00000000 PA USD 3550611.19000000 0.347008676748 Long DBT CORP US Y 2 2031-01-15 Fixed 7.50000000 N N N N N N ROYAL CARIBBEAN CRUISES LTD. K2NEH8QNVW44JIWK7Z55 780153BW1 377000.00000000 PA USD 379328.19000000 0.037072539408 Long DBT CORP LR Y 2 2031-09-30 Fixed 5.62500000 N N N N N N PALMER SQUARE LOAN FUNDING LTD. N/A 69690EAC3 259000.00000000 PA USD 259136.49000000 0.025325952541 Long ABS-MBS CORP US Y 2 2032-08-08 Floating 5.95729000 N N N N N N WHEELS FLEET LEASE FUNDING LLC N/A 96328GBT3 1388950.61000000 PA USD 1394569.29000000 0.136294180934 Long ABS-MBS CORP US Y 2 2039-06-21 Fixed 4.87000000 N N N N N N Government National Mortgage Association 2 N/A 36179YFK5 262983.98000000 PA USD 259462.78000000 0.025357841547 Long ABS-MBS USGA US N 2 2053-09-20 Fixed 5.00000000 N N N N N N FISERV, INC. GI7UBEJLXYLGR2C7GV83 337738BN7 878000.00000000 PA USD 880059.96000000 0.086010105257 Long DBT CORP US N 2 2034-08-12 Fixed 5.15000000 N N N N N N TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV N/A 88046KNE2 190000.00000000 PA USD 189378.98000000 0.018508404817 Long DBT MUN US N 2 2039-07-01 Fixed 5.64500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9L93 215345.49000000 PA USD 207562.04000000 0.020285473398 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.00000000 N N N N N N HUNTINGTON BANCSHARES INCORPORATED 549300XTVCVV9I7B5T19 446150AX2 500000.00000000 PA USD 420000.58000000 0.041047537367 Long DBT CORP US N 2 2036-08-15 Fixed 2.48700000 N N N N N N NYC COMMERCIAL MORTGAGE TRUST N/A 62957FAA7 1500000.00000000 PA USD 1556454.12000000 0.152115524820 Long ABS-MBS CORP US Y 2 2047-02-10 Fixed 5.66390000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810ST6 2500000.00000000 PA USD 1592187.50000000 0.155607822976 Long DBT UST US N 2 2040-11-15 Fixed 1.37500000 N N N N N N ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST N/A 03881BAJ2 350000.00000000 PA USD 322520.24000000 0.031520579336 Long ABS-MBS CORP US Y 2 2053-05-15 Variable 3.06110000 N N N N N N SBA TOWER TRUST N/A 78403DBD1 688000.00000000 PA USD 688718.96000000 0.067309948111 Long DBT CORP US Y 2 2029-10-15 Fixed 4.83100000 N N N N N N CREDIT ACCEPTANCE AUTO LOAN TRUST N/A 224927AC7 750000.00000000 PA USD 760490.58000000 0.074324339029 Long ABS-MBS CORP US Y 2 2033-05-16 Fixed 7.02000000 N N N N N N LPL HOLDINGS, INC. 549300Z5YF8CCRMYUL26 50212YAM6 315000.00000000 PA USD 316600.12000000 0.030941993595 Long DBT CORP US N 2 2035-03-15 Fixed 5.65000000 N N N N N N AMUR EQUIPMENT FINANCE RECEIVABLES LLC N/A 03237CAD4 1412000.00000000 PA USD 1435132.00000000 0.140258459637 Long ABS-MBS CORP US Y 2 2031-01-21 Fixed 5.55000000 N N N N N N VENTURE CLO LIMITED N/A 92340YAE1 197000.00000000 PA USD 197672.76000000 0.019318973327 Long ABS-MBS CORP US Y 2 2036-10-20 Floating 7.01947000 N N N N N N HERTZ VEHICLE FINANCING III LLC N/A 42806MCB3 38000.00000000 PA USD 38544.07000000 0.003766992782 Long ABS-MBS CORP US Y 2 2028-02-25 Fixed 6.53000000 N N N N N N TTAN MHC N/A 87303TAJ6 538331.16000000 PA USD 538073.82000000 0.052587082696 Long ABS-MBS CORP US Y 2 2038-03-15 Floating 5.77624000 N N N N N N DIAMONDBACK ENERGY, INC. 549300R22LSX6OHWEN64 25278XBA6 145000.00000000 PA USD 134615.10000000 0.013156215992 Long DBT CORP US N 2 2054-04-18 Fixed 5.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BNAD5 412300.29000000 PA USD 406366.40000000 0.039715040367 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418ERQ5 178878.92000000 PA USD 175351.10000000 0.017137430690 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 4.00000000 N N N N N N ONE MANHATTAN WEST N/A 563136AA8 1787539.00000000 PA USD 1690396.16000000 0.165205961248 Long ABS-MBS CORP US Y 2 2040-09-10 Fixed 2.13000000 N N N N N N DT MIDSTREAM, INC. N/A 23345MAD9 296000.00000000 PA USD 301920.98000000 0.029507370462 Long DBT CORP US Y 2 2034-12-15 Fixed 5.80000000 N N N N N N SANTANDER BANK, N.A. N/A 80280BAC2 619778.00000000 PA USD 620935.91000000 0.060685368502 Long ABS-MBS CORP US Y 2 2033-01-18 Fixed 5.14100000 N N N N N N CSMC TRUST N/A 12656DAA1 302000.00000000 PA USD 279656.78000000 0.027331443511 Long ABS-MBS CORP US Y 2 2041-12-15 Fixed 3.15950000 N N N N N N DLLMT LLC N/A 23347AAE1 200652.00000000 PA USD 202264.18000000 0.019767702431 Long ABS-MBS CORP US Y 2 2028-08-21 Fixed 4.84000000 N N N N N N VERIZON MASTER TRUST N/A 92348KDL4 478533.00000000 PA USD 479378.13000000 0.046850629835 Long ABS-MBS CORP US Y 2 2032-08-20 Fixed 4.84000000 N N N N N N OCCU AUTO RECEIVABLES TRUST N/A 674921AF8 4000000.00000000 PA USD 4182753.29000000 0.408789249698 Long ABS-MBS CORP US Y 2 2029-09-17 Fixed 6.82000000 N N N N N N FRONTIER COMMUNICATIONS HOLDINGS, LLC N/A 35906EAU4 1100000.00000000 PA USD 1098625.00000000 0.107370924917 Long LON CORP US N 2 2031-07-01 Floating 6.79000000 N N N N N N 720 EAST CLO LTD N/A 81785BAC0 185000.00000000 PA USD 185352.24000000 0.018114863073 Long ABS-MBS CORP US Y 2 2037-04-15 Floating 6.05610000 N N N N N N ARI FLEET LEASE TRUST N/A 00217QAC5 68232.06000000 PA USD 68202.39000000 0.006665562585 Long ABS-MBS CORP US Y 2 2031-01-15 Fixed 3.43000000 N N N N N N MHP COMMERCIAL MORTGAGE TRUST N/A 55293DAG6 400000.00000000 PA USD 399175.74000000 0.039012282087 Long ABS-MBS CORP US Y 2 2027-01-15 Floating 5.92466000 N N N N N N HUNTSMAN INTERNATIONAL LLC 3YTEJFW18LGIUQ2N5J61 44701QBE1 798000.00000000 PA USD 756639.23000000 0.073947938517 Long DBT CORP US N 2 2029-05-01 Fixed 4.50000000 N N N N N N AVENTURA MALL VENTURE N/A 05359AAG8 100000.00000000 PA USD 96568.93000000 0.009437884020 Long ABS-MBS CORP US Y 2 2040-07-05 Variable 4.11232000 N N N N N N CIVITAS RESOURCES, INC. IIVIHPH28S64K95M2381 17888HAD5 381000.00000000 PA USD 390496.03000000 0.038163995829 Long DBT CORP US Y 2 2033-06-15 Fixed 9.62500000 N N N N N N SANTANDER BANK, N.A. N/A 80280BAE8 308000.00000000 PA USD 307949.12000000 0.030096513225 Long ABS-MBS CORP US Y 2 2033-01-18 Fixed 6.79900000 N N N N N N JEFFERIES FINANCE PLC N/A BL4769248 547250.00000000 PA USD 547934.06000000 0.053550744627 Long LON CORP US N 2 2031-10-09 Floating 7.32000000 N N N N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 P2121YAX6 95779.35000000 PA USD 95689.32000000 0.009351917891 Long LON CORP PA N 2 2027-08-09 Floating 6.31000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SZ2 4250000.00000000 PA USD 2450390.63000000 0.239481814406 Long DBT UST US N 2 2051-08-15 Fixed 2.00000000 N N N N N N LATAM Airlines Group S.A. 549300HX3UUDPEFTG707 51817RAE6 315000.00000000 PA USD 316081.05000000 0.030891263795 Long DBT CORP CL Y 2 2031-01-07 Fixed 7.62500000 N N N N N N HUDSON YARDS MORTGAGE TRUST N/A 44855PAA6 766000.00000000 PA USD 789076.25000000 0.077118076498 Long ABS-MBS CORP US Y 2 2040-01-13 Fixed 5.46684000 N N N N N N IHO Verwaltungs GmbH 529900JL0HDVGZMUJF32 44963BAG3 835105.00000000 PA USD 852488.12000000 0.083315451519 Long DBT CORP DE Y 2 2032-11-15 Fixed 8.00000000 N N Y N N N COMM MORTGAGE TRUST N/A 12654FAE0 33326.00000000 PA USD 35357.67000000 0.003455579229 Long ABS-MBS CORP US Y 2 2044-08-10 Fixed 7.23232000 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAG4 289000.00000000 PA USD 262180.55000000 0.025623454908 Long DBT CORP US N 2 2031-11-15 Fixed 3.60000000 N N N N N N VERDANT RECEIVABLES LLC N/A 92339MAE0 59000.00000000 PA USD 60740.99000000 0.005936344318 Long ABS-MBS CORP US Y 2 2031-12-12 Fixed 7.23000000 N N N N N N BENCHMARK MORTGAGE TRUST N/A 08163QBK3 9996710.22000000 PA USD 416441.54000000 0.040699704925 Long ABS-MBS CORP US N 2 2055-07-15 Variable 0.63824000 N N N N N N BARROW HANLEY CLO LTD N/A 06875RAG4 184000.00000000 PA USD 185050.64000000 0.018085387073 Long ABS-MBS CORP US Y 2 2035-10-20 Floating 7.79317000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EHK9 408981.95000000 PA USD 392322.99000000 0.038342548460 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N GLS AUTO RECEIVABLES TRUST N/A 36266XAE0 1943000.00000000 PA USD 1986166.96000000 0.194112261723 Long ABS-MBS CORP US Y 2 2029-01-16 Fixed 7.01000000 N N N N N N ING Groep N.V. 549300NYKK9MWM7GGW15 456837BH5 882000.00000000 PA USD 937195.56000000 0.091594087250 Long DBT CORP NL N 2 2034-09-11 Fixed 6.11400000 N N N N N N CREDIT ACCEPTANCE AUTO LOAN TRUST N/A 22537GAE0 237000.00000000 PA USD 244111.13000000 0.023857492602 Long ABS-MBS CORP US Y 2 2034-07-17 Fixed 6.71000000 N N N N N N Government National Mortgage Association 2 N/A 36179YRD8 1143428.06000000 PA USD 1052662.54000000 0.102878917324 Long ABS-MBS USGA US N 2 2054-02-20 Fixed 3.50000000 N N N N N N CHARLESTON CNTY S C ARPT DIST ARPT SYS REV N/A 160070FL7 750000.00000000 PA USD 752920.59000000 0.073584508033 Long DBT MUN US N 2 2033-07-01 Fixed 4.57700000 N N N N N N OREGON ST N/A 68609UKC8 190000.00000000 PA USD 192832.55000000 0.018845929455 Long DBT MUN US N 2 2039-05-01 Fixed 5.35600000 N N N N N N MAGNETITE CLO, LIMITED N/A 55954TAQ9 295000.00000000 PA USD 296100.65000000 0.028938537407 Long ABS-MBS CORP US Y 2 2036-10-25 Floating 5.93177000 N N N N N N RETAINED VANTAGE DATA CENTERS ISSUER LLC N/A 76134KAH7 395744.00000000 PA USD 391034.47000000 0.038216618699 Long ABS-MBS CORP US Y 2 2049-09-15 Fixed 4.99200000 N N N N N N HERTZ VEHICLE FINANCING III LLC N/A 42806MBC2 350000.02000000 PA USD 349196.77000000 0.034127732550 Long ABS-MBS CORP US Y 2 2026-09-25 Variable 4.12000000 N N N N N N AMC NETWORKS INC. 549300VGG9K75226LR46 00164VAK9 133000.00000000 PA USD 134682.47000000 0.013162800203 Long DBT CORP US Y 2 2032-07-15 Fixed 10.50000000 N N N N N N DUKE ENERGY PROGRESS SC STORM FUNDING LLC N/A 26445CAA9 170812.76000000 PA USD 173487.66000000 0.016955312791 Long DBT CORP US N 2 2046-03-01 Fixed 5.40400000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401AU2 500000.00000000 PA USD 454089.82000000 0.044379150273 Long DBT CORP CH Y 2 2032-05-14 Fixed 3.09100000 N N N N N N THE HOWARD HUGHES CORPORATION 549300BVHY25JZC1KI49 44267DAF4 1207000.00000000 PA USD 1114630.12000000 0.108935138855 Long DBT CORP US Y 2 2031-02-01 Fixed 4.37500000 N N N N N N CONNECTICUT ST HSG FIN AUTH HSG MTG FIN PROG N/A 20775HT45 320000.00000000 PA USD 323645.51000000 0.031630554333 Long DBT MUN US N 2 2039-11-15 Fixed 5.81300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMMK9 699385.43000000 PA USD 637127.61000000 0.062267817295 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.50000000 N N N N N N WHEELS FLEET LEASE FUNDING LLC N/A 96328GBW6 335000.00000000 PA USD 334858.55000000 0.032726428244 Long ABS-MBS CORP US Y 2 2039-06-21 Fixed 4.89000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCU8 832000.00000000 PA USD 747553.97000000 0.073060017007 Long DBT CORP US N 2 2033-01-25 Fixed 2.96300000 N N N N N N FCCU AUTO RECEIVABLES TRUST N/A 30336CAJ4 1000000.00000000 PA USD 1024037.00000000 0.100081283276 Long ABS-MBS CORP US Y 2 2030-07-15 Fixed 5.71000000 N N N N N N SLG OFFICE TRUST N/A 78449RAA3 625000.00000000 PA USD 547754.98000000 0.053533242763 Long ABS-MBS CORP US Y 2 2041-07-15 Fixed 2.58540000 N N N N N N REYNOLDS CONSUMER PRODUCTS LLC 549300DWNZYMOSR1X343 76171JAE1 250000.00000000 PA USD 250832.50000000 0.024514386186 Long LON CORP US N 2 2032-03-04 Floating 6.08000000 N N N N N N VERIZON MASTER TRUST N/A 92348KDQ3 302000.00000000 PA USD 304387.95000000 0.029748472613 Long ABS-MBS CORP US N 2 2030-11-20 Fixed 4.99000000 N N N N N N LAS VEGAS SANDS CORP. 549300DUOO1KXOHPM605 517834AL1 609000.00000000 PA USD 622152.76000000 0.060804293804 Long DBT CORP US N 2 2034-08-15 Fixed 6.20000000 N N N N N N 720 EAST CLO LTD N/A 81785AAN8 442000.00000000 PA USD 441982.32000000 0.043195858910 Long ABS-MBS CORP US Y 2 2038-01-20 Floating 5.99317000 N N N N N N ALIMENTATION COUCHE-TARD INC. 549300OSW32RVX8CCZ87 01626PAU0 1050000.00000000 PA USD 1052017.03000000 0.102815830278 Long DBT CORP CA Y 2 2034-02-12 Fixed 5.26700000 N N N N N N AIMCO CLO LTD N/A 00901QAC6 178000.00000000 PA USD 178399.25000000 0.017435332781 Long ABS-MBS CORP US Y 2 2036-10-16 Floating 6.46054000 N N N N N N MONTANA FAC FIN AUTH REV N/A 61204KPG0 250000.00000000 PA USD 219829.25000000 0.021484373554 Long DBT MUN US N 2 2031-08-15 Fixed 2.44400000 N N N N N N SANDISK CORPORATION N/A 80004YAC7 522500.00000000 PA USD 519234.38000000 0.050745864721 Long LON CORP US N 2 2031-12-13 Floating 7.32000000 N N N N N N WHEELS FLEET LEASE FUNDING LLC N/A 96328GBH9 181000.00000000 PA USD 185853.97000000 0.018163898198 Long ABS-MBS CORP US Y 2 2038-08-18 Fixed 6.75000000 N N N N N N VULCAN MATERIALS COMPANY 549300Q8LSNHAVWBNI21 929160BC2 975000.00000000 PA USD 992023.12000000 0.096952499655 Long DBT CORP US N 2 2034-12-01 Fixed 5.35000000 N N N N N N BXP TRUST N/A 05607TAG7 250000.00000000 PA USD 206067.46000000 0.020139404961 Long ABS-MBS CORP US Y 2 2044-01-15 Variable 2.77546000 N N N N N N Government National Mortgage Association 2 N/A 36179X2J4 224406.60000000 PA USD 216539.78000000 0.021162886753 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 4.50000000 N N N N N N MURPHY OIL USA, INC. N32S6DTR2ZZ5222WHV58 62675KAB5 200000.00000000 PA USD 201392.00000000 0.019682462451 Long LON CORP US N 2 2032-04-07 Floating 6.08000000 N N N N N N VIRGINIA ST HSG DEV AUTH COMWLTH MTG N/A 92812XEC2 480000.00000000 PA USD 471176.48000000 0.046049065383 Long DBT MUN US N 2 2039-07-01 Fixed 5.50700000 N N N N N N ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST N/A 03881VAQ2 1050000.00000000 PA USD 910319.46000000 0.088967429642 Long ABS-MBS CORP US Y 2 2054-06-15 Fixed 2.56010000 N N N N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 91159HJG6 543000.00000000 PA USD 536233.03000000 0.052407178429 Long DBT CORP US N 2 2033-07-22 Fixed 4.96700000 N N N N N N MASTER CREDIT CARD TRUST II N/A 576339DX0 193000.00000000 PA USD 193410.31000000 0.018902395151 Long ABS-MBS CORP US Y 2 2028-01-21 Fixed 5.53000000 N N N N N N AUXILIOR TERM FUNDING LLC N/A 05335JAC7 124000.00000000 PA USD 127664.32000000 0.012476901688 Long ABS-MBS CORP US Y 2 2030-06-17 Fixed 6.05000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CMM0 3220000.00000000 PA USD 3323140.63000000 0.324777501945 Long DBT UST US N 2 2035-02-15 Fixed 4.62500000 N N N N N N NORTH CAROLINA HSG FIN AGY HOMEOWNERSHIP REV N/A 6582078R9 325000.00000000 PA USD 323853.63000000 0.031650894337 Long DBT MUN US N 2 2044-07-01 Fixed 5.81100000 N N N N N N NMEF FUNDING LLC N/A 62919VAD3 346770.00000000 PA USD 350801.20000000 0.034284536858 Long ABS-MBS CORP US Y 2 2032-04-25 Fixed 5.79000000 N N N N N N Coterra Energy Inc. FCNMH6O7VWU7LHXMK351 127097AM5 518000.00000000 PA USD 512724.91000000 0.050109680568 Long DBT CORP US N 2 2035-02-15 Fixed 5.40000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TU2 6174000.00000000 PA USD 5886523.13000000 0.575302248735 Long DBT UST US N 2 2043-08-15 Fixed 4.37500000 N N N N N N Government National Mortgage Association 2 N/A 36179YRH9 1788573.04000000 PA USD 1795798.12000000 0.175507115812 Long ABS-MBS USGA US N 2 2054-02-20 Fixed 5.50000000 N N N N N N MINNESOTA ST HSG FIN AGY N/A 60416UNJ0 425000.00000000 PA USD 420661.16000000 0.041112097236 Long DBT MUN US N 2 2044-07-01 Fixed 5.87500000 N N N N N N HERTZ VEHICLE FINANCING III LLC N/A 42806MCG2 220000.00000000 PA USD 230128.57000000 0.022490947694 Long ABS-MBS CORP US Y 2 2030-03-25 Fixed 7.51000000 N N N N N N NORTH CAROLINA HSG FIN AGY HOMEOWNERSHIP REV N/A 65820BDH6 2785000.00000000 PA USD 2846885.68000000 0.278232107039 Long DBT MUN US N 2 2040-07-01 Fixed 5.97500000 N N N N N N AMUR EQUIPMENT FINANCE RECEIVABLES LLC N/A 03238BAC7 1000000.00000000 PA USD 1017548.46000000 0.099447144656 Long ABS-MBS CORP US Y 2 2031-07-21 Fixed 5.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XQ2C0 871581.97000000 PA USD 859114.57000000 0.083963068372 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.00000000 N N N N N N FORD CREDIT AUTO LEASE TRUST N/A 34529NAG5 196000.00000000 PA USD 198146.21000000 0.019365244589 Long ABS-MBS CORP US N 2 2027-04-15 Fixed 6.43000000 N N N N N N FRONTIER ISSUER LLC N/A 35910EAK0 198607.00000000 PA USD 204271.21000000 0.019963853682 Long ABS-MBS CORP US Y 2 2054-06-20 Fixed 6.19000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING N/A 05377RHJ6 251000.00000000 PA USD 262079.76000000 0.025613604490 Long ABS-MBS CORP US Y 2 2029-12-20 Fixed 7.03000000 N N N N N N THE HERSHEY COMPANY 21X2CX66SU2BR6QTAD08 427866BN7 1249000.00000000 PA USD 1268471.29000000 0.123970358984 Long DBT CORP US N 2 2035-02-24 Fixed 5.10000000 N N N N N N SANTANDER BANK, N.A. N/A 80290CCD4 165223.27000000 PA USD 166947.81000000 0.016316159538 Long ABS-MBS CORP US Y 2 2033-12-15 Fixed 6.66300000 N N N N N N BPR TRUST N/A 055980AA4 407215.00000000 PA USD 406116.86000000 0.039690652299 Long ABS-MBS CORP US Y 2 2039-08-15 Floating 7.56100000 N N N N N N SUBWAY FUNDING LLC N/A 864300AC2 225865.00000000 PA USD 231484.47000000 0.022623462644 Long ABS-MBS CORP US Y 2 2054-07-30 Fixed 6.26800000 N N N N N N INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV N/A 45505T7Q8 355000.00000000 PA USD 353622.65000000 0.034560283083 Long DBT MUN US N 2 2045-07-01 Fixed 5.82700000 N N N N N N DELL EQUIPMENT FINANCE TRUST N/A 24702GAL9 92000.00000000 PA USD 93363.96000000 0.009124655582 Long ABS-MBS CORP US Y 2 2030-09-23 Fixed 6.12000000 N N N N N N PENSKE TRUCK LEASING CO., L.P. 549300ZX07JYMI8GHQ39 709599BV5 507000.00000000 PA USD 540491.18000000 0.052823336358 Long DBT CORP US Y 2 2030-06-15 Fixed 6.20000000 N N N N N N LAD AUTO RECEIVABLES TRUST N/A 505710AD5 520000.00000000 PA USD 524352.87000000 0.051246105481 Long ABS-MBS CORP US Y 2 2027-12-15 Fixed 6.18000000 N N N N N N CHASE AUTO OWNER TRUST N/A 16144QAG0 122000.00000000 PA USD 121941.73000000 0.011917620968 Long ABS-MBS CORP US Y 2 2032-01-26 Fixed 4.97000000 N N N N N N ANTARES HOLDINGS LP 5493008EAIGV4283RM42 03666HAH4 392000.00000000 PA USD 395894.05000000 0.038691555642 Long DBT CORP US Y 2 2029-10-23 Fixed 6.35000000 N N N N N N FARM CREDIT BANK OF TEXAS V1EBJIOLRNYDHDF63Z33 30767EAD1 1753000.00000000 PA USD 1746603.70000000 0.170699241992 Long DBT CORP US Y 2 2199-12-31 Fixed 5.70000000 N N N N N N NORTHERN TRUST CORPORATION 549300GLF98S992BC502 665859AX2 1228000.00000000 PA USD 1325968.07000000 0.129589639856 Long DBT CORP US N 2 2032-11-02 Fixed 6.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMYL4 604642.01000000 PA USD 547351.82000000 0.053493841091 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.50000000 N N N N N N SWCH COMMERCIAL MORTGAGE TRUST N/A 78489CAA7 491649.00000000 PA USD 487529.10000000 0.047647241225 Long ABS-MBS CORP US Y 2 2042-03-15 Floating 5.75466000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05610MAA0 900000.00000000 PA USD 904693.67000000 0.088417609389 Long ABS-MBS CORP US Y 2 2027-06-15 Floating 6.42656000 N N N N N N MARYLAND ST ECONOMIC DEV CORP REV N/A 574205JC5 65000.00000000 PA USD 65171.45000000 0.006369342464 Long DBT MUN US N 2 2034-11-30 Fixed 5.06800000 N N N N N N TRICON RESIDENTIAL TRUST N/A 895975AA8 219533.51000000 PA USD 216402.69000000 0.021149488660 Long ABS-MBS CORP US Y 2 2029-11-17 Fixed 4.30000000 N N N N N N CREDIT ACCEPTANCE AUTO LOAN TRUST N/A 22535PAC6 3411254.00000000 PA USD 3550131.69000000 0.346961814208 Long ABS-MBS CORP US Y 2 2034-04-17 Fixed 7.42100000 N N N N N N SCF EQUIPMENT LEASING LLC N/A 784024AC5 152973.23000000 PA USD 154327.47000000 0.015082747246 Long ABS-MBS CORP US Y 2 2032-05-20 Fixed 6.17000000 N N N N N N BX TRUST N/A 05593VAG8 168795.00000000 PA USD 167538.46000000 0.016373885001 Long ABS-MBS CORP US Y 2 2030-03-15 Floating 5.72171000 N N N N N N Government National Mortgage Association 2 N/A 36179YAL8 239510.45000000 PA USD 203741.37000000 0.019912071308 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 2.50000000 N N N N N N HUDSON YARDS MORTGAGE TRUST N/A 44421GAA1 578789.00000000 PA USD 543546.33000000 0.053121922573 Long ABS-MBS CORP US Y 2 2039-07-10 Fixed 3.22800000 N N N N N N TRINITY RAIL LEASING LLC N/A 89656RAA8 449858.70000000 PA USD 440997.07000000 0.043099568362 Long ABS-MBS CORP US Y 2 2052-05-20 Fixed 4.55000000 N N N N N N BBVA Mexico, S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Mexico 549300WIWQK5Q9MCUN92 072912AA6 294000.00000000 PA USD 301525.23000000 0.029468692985 Long DBT CORP MX Y 2 2035-02-11 Fixed 7.62500000 N N N N N N GLS AUTO SELECT RECEIVABLES TRUST N/A 36269EAF6 120000.00000000 PA USD 130228.29000000 0.012727483852 Long ABS-MBS CORP US Y 2 2031-02-18 Fixed 8.22000000 N N N N N N VOLVO FINANCIAL EQUIPMENT LLC N/A 92887QAD9 1000000.00000000 PA USD 1003191.17000000 0.098043976599 Long ABS-MBS CORP US Y 2 2031-07-15 Fixed 4.29000000 N N N N N N AGILENT TECHNOLOGIES, INC. QUIX8Y7A2WP0XRMW7G29 00846UAR2 399000.00000000 PA USD 392860.37000000 0.038395067735 Long DBT CORP US N 2 2034-09-09 Fixed 4.75000000 N N N N N N DLLAA LLC N/A 23292HAB7 6033.02000000 PA USD 6039.53000000 0.000590255930 Long ABS-MBS CORP US Y 2 2026-07-20 Fixed 5.93000000 N N N N N N SOTHEBYS ARTFI MASTER TRUST N/A 83589CAA6 1000000.00000000 PA USD 1008256.30000000 0.098539002375 Long ABS-MBS CORP US Y 2 2031-12-22 Fixed 6.43000000 N N N N N N SCF EQUIPMENT LEASING LLC N/A 78437DAE0 5598672.00000000 PA USD 5722476.91000000 0.559269667672 Long ABS-MBS CORP US Y 2 2034-09-20 Fixed 5.37000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GQ5H1 580110.19000000 PA USD 591714.41000000 0.057829490034 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.00000000 N N N N N N GMF FLOORPLAN OWNER REVOLVING TRUST N/A 361886DG6 1009191.00000000 PA USD 1038138.93000000 0.101459494465 Long ABS-MBS CORP US Y 2 2031-03-17 Fixed 5.35000000 N N N N N N GM FINANCIAL REVOLVING RECEIVABLES TRUST N/A 36263HAB4 250000.00000000 PA USD 240680.57000000 0.023522216780 Long ABS-MBS CORP US Y 2 2034-06-12 Fixed 1.49000000 N N N N N N POST ROAD EQUIPMENT FINANCE LLC N/A 73747LAD0 250000.00000000 PA USD 251616.63000000 0.024591020855 Long ABS-MBS CORP US Y 2 2031-05-15 Fixed 6.05000000 N N N N N N DIAMOND ISSUER LLC N/A 25267TAQ4 654000.00000000 PA USD 611513.87000000 0.059764532776 Long ABS-MBS CORP US Y 2 2051-11-20 Fixed 2.70100000 N N N N N N METLIFE, INC. C4BXATY60WC6XEOZDX54 59156RCA4 893000.00000000 PA USD 889658.05000000 0.086948146718 Long DBT CORP US N 2 2199-12-31 Fixed 3.85000000 N N N N N N GENM Capital Labuan Limited 254900DWSHIWTSE0YG58 37231BAA6 25000.00000000 PA USD 22412.76000000 0.002190446031 Long DBT CORP MY Y 2 2031-04-19 Fixed 3.88200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HJZZ3 999914.21000000 PA USD 999619.80000000 0.097694939121 Long ABS-MBS USGSE US N 2 2029-11-25 Floating 4.81392000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFT7 625000.00000000 PA USD 632562.50000000 0.061821659522 Long DBT CORP US N 2 2035-07-19 Fixed 5.32000000 N N N N N N BOOST NEWCO BORROWER, LLC 254900S8RE1OL7TTCU64 92943EAG1 99750.00000000 PA USD 99957.48000000 0.009769054117 Long LON CORP US N 2 2031-01-31 Floating 6.30000000 N N N N N N NEW YORK N Y CITY HSG DEV CORP REV N/A 64966WHC4 250000.00000000 PA USD 243535.73000000 0.023801257554 Long DBT MUN US N 2 2029-01-01 Fixed 3.75600000 N N N N N N COLORADO HSG & FIN AUTH N/A 19648GWB4 370000.00000000 PA USD 370055.70000000 0.036166319517 Long DBT MUN US N 2 2044-05-01 Fixed 5.83800000 N N N N N N WINGSPIRE EQUIPMENT FINANCE LLC N/A 97415AAE2 108170.00000000 PA USD 108953.18000000 0.010648222741 Long ABS-MBS CORP US Y 2 2032-09-20 Fixed 5.28000000 N N N N N N TRACTOR SUPPLY COMPANY 549300OJ9VZHZRO6I137 892356AA4 784000.00000000 PA USD 679390.81000000 0.066398288451 Long DBT CORP US N 2 2030-11-01 Fixed 1.75000000 N N N N N N JH NORTH AMERICA HOLDINGS INC. 254900A6FXA0D81TL967 46593WAB1 2028000.00000000 PA USD 2061742.42000000 0.201498409900 Long DBT CORP US Y 2 2032-07-31 Fixed 6.12500000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 54000.00000000 PA USD 37738.98000000 0.003688309648 Long DBT CORP US N 2 2050-04-01 Fixed 3.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CUCX2 420416.10000000 PA USD 428992.68000000 0.041926354155 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 6.00000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397E66 532000.00000000 PA USD 517611.45000000 0.050587252369 Long DBT CORP US N 2 2034-03-08 Fixed 6.12500000 N N N N N N SBNA AUTO RECEIVABLES TRUST N/A 78437PAE3 203000.00000000 PA USD 204900.91000000 0.020025395583 Long ABS-MBS CORP US Y 2 2029-09-17 Fixed 5.29000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H9DC0 209032.88000000 PA USD 212396.36000000 0.020757941629 Long ABS-MBS USGSE US N 2 2049-01-25 Fixed 5.50000000 N N N N N N BOSTON PROPERTIES LIMITED PARTNERSHIP BVHHEFJI6SHNOKQT2572 10112RBF0 397000.00000000 PA USD 317437.71000000 0.031023853022 Long DBT CORP US N 2 2033-10-01 Fixed 2.45000000 N N N N N N UNITED AUTO CREDIT SECURITIZATION TRUST N/A 90945DAB6 150185.51000000 PA USD 150473.41000000 0.014706081881 Long ABS-MBS CORP US Y 2 2027-06-10 Fixed 6.57000000 N N N N N N THE J. M. SMUCKER COMPANY 5493000WDH6A0LHDJD55 832696AZ1 237000.00000000 PA USD 253365.51000000 0.024761942565 Long DBT CORP US N 2 2053-11-15 Fixed 6.50000000 N N N N N N OEG BORROWER, LLC 254900UUVX9EYPUMP391 67115HAG8 49750.00000000 PA USD 49439.06000000 0.004831783000 Long LON CORP US N 2 2031-06-30 Floating 7.81000000 N N N N N N VB-S1 ISSUER, LLC N/A 91823ABC4 1513595.00000000 PA USD 1533085.71000000 0.149831681111 Long ABS-MBS CORP US Y 2 2054-05-15 Fixed 5.59000000 N N N N N N EMERGENT AUTO RECEIVABLES TRUST N/A 293601AJ9 845000.00000000 PA USD 875210.93000000 0.085536199387 Long ABS-MBS CORP US Y 2 2030-01-15 Fixed 6.45000000 N N N N N N GREENVILLE SPARTANBURG S C ARPT DIST ARPT SYS REV N/A 396613DU2 15000.00000000 PA USD 15042.09000000 0.001470094996 Long DBT MUN US N 2 2034-07-01 Fixed 5.05600000 N N N N N N ALLY AUTO RECEIVABLES TRUST N/A 02008FAE4 474000.00000000 PA USD 480703.42000000 0.046980153206 Long ABS-MBS CORP US N 2 2029-10-15 Fixed 5.16000000 N N N N N N KNIFE RIVER CORPORATION N/A 49889LAD8 200000.00000000 PA USD 200376.00000000 0.019583166641 Long LON CORP US N 2 2032-02-19 Floating 6.31000000 N N N N N N DENTSPLY SIRONA INC. 9NHEHR1SOZCYXDO8HO28 24906PAB5 1126000.00000000 PA USD 1131952.90000000 0.110628130468 Long DBT CORP US N 2 2055-09-12 Fixed 8.37500000 N N N N N N IDAHO HSG & FIN ASSN SINGLE FAMILY MTG REV N/A 45129Y6Q4 505000.00000000 PA USD 494765.19000000 0.048354439474 Long DBT MUN US N 2 2039-07-01 Fixed 5.42800000 N N N N N N FORD CREDIT FLOORPLAN MASTER OWNER TRUST A 5493001DTG5N7T8BG747 34528QJG0 225000.00000000 PA USD 232684.07000000 0.022740702068 Long ABS-MBS CORP US Y 2 2031-04-15 Fixed 5.56000000 N N N N N N NMEF FUNDING LLC N/A 62919UAC7 221597.00000000 PA USD 221927.00000000 0.021689391060 Long ABS-MBS CORP US Y 2 2031-12-15 Fixed 5.32000000 N N N N N N Sumitomo Mitsui Trust Bank, Limited 5493006GGLR4BTEL8O61 86563VCB3 1220000.00000000 PA USD 1212540.60000000 0.118504135371 Long DBT CORP JP Y 2 2035-03-13 Fixed 5.05000000 N N N N N N PULTEGROUP, INC. N/A 745867AT8 671000.00000000 PA USD 702357.14000000 0.068642836039 Long DBT CORP US N 2 2035-02-15 Fixed 6.00000000 N N N N N N MINNESOTA ST HSG FIN AGY N/A 60416UGH2 90000.00000000 PA USD 91143.35000000 0.008907630710 Long DBT MUN US N 2 2039-08-01 Fixed 5.58000000 N N N N N N DENTSPLY SIRONA INC. 9NHEHR1SOZCYXDO8HO28 24906PAA7 1689000.00000000 PA USD 1541466.54000000 0.150650757200 Long DBT CORP US N 2 2030-06-01 Fixed 3.25000000 N N N N N N PLAINS ALL AMERICAN PIPELINE, L.P. 5521FA2ITF25TVH63740 72650RBP6 329000.00000000 PA USD 334904.78000000 0.032730946399 Long DBT CORP US N 2 2034-09-15 Fixed 5.70000000 N N N N N N MERCHANTS FLEET FUNDING LLC N/A 588926AG0 485000.00000000 PA USD 491609.55000000 0.048046032160 Long ABS-MBS CORP US Y 2 2037-04-20 Fixed 5.95000000 N N N N N N BXP TRUST N/A 05607TAJ1 1250000.00000000 PA USD 992149.03000000 0.096964805103 Long ABS-MBS CORP US Y 2 2044-01-15 Variable 2.77546000 N N N N N N WMG ACQUISITION CORP. 549300NAS11NXI33CP80 92933BAQ7 1878000.00000000 PA USD 1755942.96000000 0.171611987455 Long DBT CORP US Y 2 2030-07-15 Fixed 3.87500000 N N N N N N ARI FLEET LEASE TRUST N/A 04033HAE5 90000.00000000 PA USD 92211.28000000 0.009012001748 Long ABS-MBS CORP US Y 2 2033-04-15 Fixed 5.55000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UC0 7160000.00000000 PA USD 6540212.50000000 0.639188681563 Long DBT UST US N 2 2054-08-15 Fixed 4.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UJ5 13806000.00000000 PA USD 13734812.81000000 1.342332055961 Long DBT UST US N 2 2045-02-15 Fixed 4.75000000 N N N N N N POST ROAD EQUIPMENT FINANCE LLC N/A 73747LAC2 105000.00000000 PA USD 106286.24000000 0.010387577103 Long ABS-MBS CORP US Y 2 2031-05-15 Fixed 5.84000000 N N N N N N Government National Mortgage Association 2 N/A 36179XNF9 190042.24000000 PA USD 187364.94000000 0.018311568465 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 5.00000000 N N N N N N TRILLIUM CREDIT CARD TRUST II N/A 89621ACA5 228000.00000000 PA USD 228354.60000000 0.022317573886 Long ABS-MBS CORP US Y 2 2028-12-27 Fixed 5.50100000 N N N N N N SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY N/A 87166PAP6 240000.00000000 PA USD 243550.10000000 0.023802661964 Long ABS-MBS CORP US N 2 2031-02-18 Fixed 4.78000000 N N N N N N PENNSYLVANIA HSG FIN AGY SINGLE FAMILY MTG REV N/A 70879QYS6 65000.00000000 PA USD 64008.06000000 0.006255641920 Long DBT MUN US N 2 2039-10-01 Fixed 5.55600000 N N N N N N AVENTURA MALL VENTURE N/A 05359AAA1 790000.00000000 PA USD 775211.12000000 0.075763008270 Long ABS-MBS CORP US Y 2 2040-07-05 Variable 4.11232000 N N N N N N HERTZ VEHICLE FINANCING III LLC N/A 42806MBU2 261000.00000000 PA USD 263045.93000000 0.025708030310 Long ABS-MBS CORP US Y 2 2027-06-25 Fixed 6.91000000 N N N N N N PPL CAPITAL FUNDING, INC. 549300MROK5WY0D2NU17 69352PAT0 124000.00000000 PA USD 125041.35000000 0.012220553330 Long DBT CORP US N 2 2034-09-01 Fixed 5.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJ3J0 278194.51000000 PA USD 252480.18000000 0.024675417408 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.50000000 N N N N N N TESLA ELECTRIC VEHICLE TRUST N/A 881943AF1 200000.00000000 PA USD 205346.20000000 0.020068914709 Long ABS-MBS CORP US Y 2 2031-05-20 Fixed 5.82000000 N N N N N N AMERICAN AIRLINES PASS THROUGH TRUST SERIES 2014-1 N/A 02377DAA0 176522.98000000 PA USD 174307.83000000 0.017035469725 Long DBT CORP US N 2 2027-04-15 Fixed 3.70000000 N N N N N N CARMAX SELECT RECEIVABLES TRUST N/A 14319UAF7 1000000.00000000 PA USD 1023613.13000000 0.100039857572 Long ABS-MBS CORP US N 2 2031-07-15 Fixed 5.86000000 N N N N N N HAT HOLDINGS I LLC 254900YE1WH1XG7Y4E44 418751AL7 506000.00000000 PA USD 526469.72000000 0.051452989671 Long DBT CORP US Y 2 2027-06-15 Fixed 8.00000000 N N N N N N Government National Mortgage Association 2 N/A 3618J6EU2 394843.12000000 PA USD 397642.70000000 0.038862454873 Long ABS-MBS USGA US N 2 2054-10-20 Fixed 7.50000000 N N N N N N NEVADA HSG DIV SINGLE FAMILY MTG REV N/A 641279YM0 255000.00000000 PA USD 265806.84000000 0.025977859834 Long DBT MUN US N 2 2035-10-01 Fixed 5.78700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W0HF5 5324844.03000000 PA USD 4964508.21000000 0.485191797263 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 4.00000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST N/A 96043LAE0 1000000.00000000 PA USD 1011499.12000000 0.098855929974 Long ABS-MBS CORP US Y 2 2030-05-15 Fixed 4.86000000 N N N N N N UBER TECHNOLOGIES, INC. 549300B2FTG34FILDR98 90353TAG5 65000.00000000 PA USD 65347.62000000 0.006386559927 Long DBT CORP US Y 2 2028-01-15 Fixed 6.25000000 N N N N N N CHESAPEAKE FUNDING LLC 549300LG5AUFDML64706 165183DF8 223000.00000000 PA USD 226238.20000000 0.022110733676 Long ABS-MBS CORP US Y 2 2036-05-15 Fixed 5.44000000 N N N N N N GLS AUTO RECEIVABLES TRUST N/A 36263LAJ8 1110000.00000000 PA USD 1091743.15000000 0.106698347286 Long ABS-MBS CORP US Y 2 2028-10-16 Fixed 3.20000000 N N N N N N HPEFS EQUIPMENT TRUST N/A 44328UAF3 150000.00000000 PA USD 152176.42000000 0.014872520619 Long ABS-MBS CORP US Y 2 2031-07-21 Fixed 6.97000000 N N N N N N SANTANDER BANK, N.A. N/A 80290CCC6 57052.73000000 PA USD 57586.00000000 0.005628000530 Long ABS-MBS CORP US Y 2 2033-12-15 Fixed 5.93290000 N N N N N N OSCAR US FUNDING TRUST 549300GTSLUONMR77U11 68784HAD3 816960.00000000 PA USD 803983.81000000 0.078575023596 Long ABS-MBS CORP US Y 2 2029-04-10 Fixed 2.82000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING N/A 05377RFW9 500000.00000000 PA USD 506145.35000000 0.049466646373 Long ABS-MBS CORP US Y 2 2027-04-20 Fixed 7.09000000 N N N N N N THE FEDERAL HOME LOAN BANKS N/A 3130B2RP2 685000.00000000 PA USD 679273.40000000 0.066386813726 Long DBT USGSE US N 2 2034-09-25 Fixed 5.25000000 N N N N N N Government National Mortgage Association 2 N/A 36179YDJ0 266992.07000000 PA USD 263417.21000000 0.025744316283 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 5.00000000 N N N N N N CCG RECEIVABLES TRUST N/A 12511QAC3 1000000.00000000 PA USD 1027153.69000000 0.100385883925 Long ABS-MBS CORP US Y 2 2032-04-14 Fixed 6.21000000 N N N N N N ENTERPRISE FLEET FINANCING LLC N/A 29374GAC5 250000.00000000 PA USD 253215.16000000 0.024747248544 Long ABS-MBS CORP US Y 2 2029-10-22 Fixed 6.35000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EHL7 327295.67000000 PA USD 334000.25000000 0.032642544785 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 6.00000000 N N N N N N AOA MORTGAGE TRUST N/A 00192NAL1 300000.00000000 PA USD 269595.39000000 0.026348122769 Long ABS-MBS CORP US Y 2 2038-10-15 Floating 6.25024000 N N N N N N ONESKY FLIGHT, LLC 549300PM6NEPXGG5B882 68278CAA3 758000.00000000 PA USD 789003.35000000 0.077110951828 Long DBT CORP US Y 2 2029-12-15 Fixed 8.87500000 N N N N N N AMUR EQUIPMENT FINANCE RECEIVABLES LLC N/A 03236YAE5 5037000.00000000 PA USD 5276881.53000000 0.515720696832 Long ABS-MBS CORP US Y 2 2030-07-22 Fixed 7.48000000 N N N N N N Government National Mortgage Association N/A 38384EYV1 153440.97000000 PA USD 153407.03000000 0.014992790715 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TK4 2275000.00000000 PA USD 1909222.66000000 0.186592333942 Long DBT UST US N 2 2042-08-15 Fixed 3.37500000 N N N N N N AMUR EQUIPMENT FINANCE RECEIVABLES LLC N/A 03236YAD7 431151.00000000 PA USD 442561.35000000 0.043252448726 Long ABS-MBS CORP US Y 2 2029-12-20 Fixed 6.36000000 N N N N N N VERIZON MASTER TRUST N/A 92348KDX8 1905958.00000000 PA USD 1943052.97000000 0.189898641076 Long ABS-MBS CORP US Y 2 2033-01-20 Fixed 5.34000000 N N N N N N DEUTSCHE BANK AG NEW YORK BRANCH N/A 251526CY3 235000.00000000 PA USD 233686.35000000 0.022838656994 Long DBT CORP US N 2 2035-09-11 Fixed 5.40300000 N N N N N N PEAC SOLUTIONS RECEIVABLES N/A 69392HAE3 295000.00000000 PA USD 296561.72000000 0.028983598745 Long ABS-MBS CORP US Y 2 2032-07-20 Fixed 5.49000000 N N N N N N Banco Santander Mexico, S.A., Institucion de Banca Multiple, Grupo Financiero Santander Mexico SCRYQ25DTVRHYYMM6P89 05969BAF0 167000.00000000 PA USD 170634.34000000 0.016676451845 Long DBT CORP MX Y 2 2029-12-10 Fixed 5.62100000 N N N N N N GRANITE PARK EQUIPMENT LEASING LLC N/A 387422AE8 89000.00000000 PA USD 93560.86000000 0.009143899032 Long ABS-MBS CORP US Y 2 2033-08-22 Fixed 6.97000000 N N N N N N ONE MANHATTAN WEST N/A 563136AE0 2762412.00000000 PA USD 2596221.37000000 0.253734158414 Long ABS-MBS CORP US Y 2 2039-09-10 Variable 2.41281000 N N N N N N FOCUS FINANCIAL PARTNERS, LLC 5493007L0E0VKRC2CP39 34417VAA5 17000.00000000 PA USD 17357.67000000 0.001696401485 Long DBT CORP US Y 2 2031-09-15 Fixed 6.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HLW65 1527521.00000000 PA USD 1533092.81000000 0.149832375009 Long ABS-MBS USGSE US N 2 2039-04-25 Fixed 5.00000000 N N N N N N BX TRUST N/A 12433GAC0 666000.00000000 PA USD 666873.59000000 0.065174954294 Long ABS-MBS CORP US Y 2 2042-07-15 Floating 6.15000000 N N N N N N MERCHANTS FLEET FUNDING LLC N/A 588926AH8 659000.00000000 PA USD 672219.63000000 0.065697433993 Long ABS-MBS CORP US Y 2 2037-04-20 Fixed 6.17990000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140N4P35 170818.62000000 PA USD 172173.29000000 0.016826856655 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 5.00000000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 06406RBW6 2306000.00000000 PA USD 2335454.95000000 0.228248909395 Long DBT CORP US N 2 2035-03-14 Fixed 5.18800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C9JX2 390557.17000000 PA USD 398104.84000000 0.038907620785 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.00000000 N N N N N N FLORIDA HSG FIN CORP REV N/A 34074M5Y3 295000.00000000 PA USD 299589.86000000 0.029279545217 Long DBT MUN US N 2 2039-07-01 Fixed 5.67400000 N N N N N N CCG RECEIVABLES TRUST N/A 12515XAE0 133000.00000000 PA USD 132830.81000000 0.012981833589 Long ABS-MBS CORP US Y 2 2032-10-14 Fixed 5.28000000 N N N N N N CHASE AUTO OWNER TRUST N/A 16144QAF2 274000.00000000 PA USD 272575.33000000 0.026639358554 Long ABS-MBS CORP US Y 2 2030-08-26 Fixed 4.62000000 N N N N N N CARMAX AUTO OWNER TRUST N/A 14318MAH2 200000.00000000 PA USD 202659.76000000 0.019806363294 Long ABS-MBS CORP US N 2 2029-01-16 Fixed 6.20000000 N N N N N N ENSTAR FINANCE LLC N/A 29360AAA8 410000.00000000 PA USD 408491.20000000 0.039922701526 Long DBT CORP US N 2 2040-09-01 Fixed 5.75000000 N N N N N N BX TRUST N/A 12434EAA8 507197.46000000 PA USD 507050.10000000 0.049555069488 Long ABS-MBS CORP US Y 2 2036-11-15 Floating 5.17374000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYXY0 184858.14000000 PA USD 182657.05000000 0.017851456503 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X8F28 229322.19000000 PA USD 190882.78000000 0.018655374344 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179YFE9 129021.03700000 PA USD 109732.79000000 0.010724415661 Long ABS-MBS USGA US N 2 2053-09-20 Fixed 2.50000000 N N N N N N DIRECTV FINANCING, LLC N/A 25461LAD4 489000.00000000 PA USD 474873.97000000 0.046410428834 Long DBT CORP US Y 2 2031-02-15 Fixed 10.00000000 N N N N N N ILLINOIS HSG DEV AUTH REV N/A 45203MN49 345000.00000000 PA USD 349545.76000000 0.034161840074 Long DBT MUN US N 2 2041-10-01 Fixed 5.62900000 N N N N N N DRYDEN CLO LTD N/A 26190TAQ4 171000.00000000 PA USD 171249.49000000 0.016736571744 Long ABS-MBS CORP US Y 2 2038-01-15 Floating 5.85610000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CJJ1 36871000.00000000 PA USD 37879191.41000000 3.702012804028 Long DBT UST US N 2 2033-11-15 Fixed 4.50000000 N N N N N N HPEFS EQUIPMENT TRUST N/A 40444MAL5 141999.00000000 PA USD 143639.33000000 0.014038172913 Long ABS-MBS CORP US Y 2 2032-04-20 Fixed 5.82000000 N N N N N N AUTONATION FINANCE TRUST N/A 05330QAG7 1334000.00000000 PA USD 1356958.72000000 0.132618421064 Long ABS-MBS CORP US Y 2 2032-09-10 Fixed 5.63000000 N N N N N N 7-ELEVEN, INC. 549300K23JPL0SS3LB18 817826AG5 863000.00000000 PA USD 510993.29000000 0.049940445715 Long DBT CORP US Y 2 2051-02-10 Fixed 2.80000000 N N N N N N GLS AUTO SELECT RECEIVABLES TRUST N/A 36271BAG6 191000.00000000 PA USD 190370.50000000 0.018605308146 Long ABS-MBS CORP US Y 2 2030-11-15 Fixed 4.75000000 N N N N N N SCCU AUTO RECEIVABLES TRUST N/A 78436RAL4 199759.00000000 PA USD 203407.84000000 0.019879474721 Long ABS-MBS CORP US Y 2 2030-12-16 Fixed 5.62000000 N N N N N N 1345 TRUST N/A 68271CAA0 3900000.00000000 PA USD 3913407.81000000 0.382465551156 Long ABS-MBS CORP US Y 2 2030-06-15 Floating 5.90000000 N N N N N N HSBC US GOVERNMENT MONEY MARKET FUND N/A 40428X107 1277105.63000000 NS USD 1277105.63000000 0.124814211137 Long STIV RF US N 1 N N GREENSTATE AUTO RECEIVABLES TRUST N/A 39573AAF9 73000.00000000 PA USD 74564.56000000 0.007287350800 Long ABS-MBS CORP US Y 2 2030-02-15 Fixed 5.77000000 N N N N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 871829BV8 1399000.00000000 PA USD 1422846.04000000 0.139057727004 Long DBT CORP US N 2 2035-03-23 Fixed 5.40000000 N N N N N N BXP TRUST N/A 05607TAA0 2037000.00000000 PA USD 1737418.80000000 0.169801582455 Long ABS-MBS CORP US Y 2 2044-01-15 Fixed 2.61800000 N N N N N N CHESAPEAKE FUNDING LLC 549300LG5AUFDML64706 165183CZ5 54758.26000000 PA USD 55423.16000000 0.005416621641 Long ABS-MBS CORP US Y 2 2035-10-15 Fixed 6.16000000 N N N N N N Government National Mortgage Association 2 N/A 36179XHV1 717367.57700000 PA USD 634564.02000000 0.062017272269 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 3.00000000 N N N N N N HOUSTON GALLERIA MALL TRUST N/A 44216XAA3 177473.00000000 PA USD 182005.61000000 0.017787789906 Long ABS-MBS CORP US Y 2 2045-02-05 Fixed 5.46185000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DUQT7 1652290.82000000 PA USD 1656457.61000000 0.161889075592 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.50000000 N N N N N N DEXT ABS LLC N/A 25216BAE2 2175000.00000000 PA USD 2282948.05000000 0.223117299959 Long ABS-MBS CORP US Y 2 2033-03-15 Fixed 8.82000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650EG1 65000.00000000 PA USD 65291.48000000 0.006381073247 Long DBT CORP US N 2 2054-12-10 Fixed 6.75000000 N N N N N N Government National Mortgage Association 2 N/A 36179XLE4 329146.11000000 PA USD 300742.79000000 0.029392223483 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 3.50000000 N N N N N N KILROY REALTY, L.P. 5493008CT3N3JR7P1552 49427RAS1 835000.00000000 PA USD 831442.90000000 0.081258658040 Long DBT CORP US N 2 2036-01-15 Fixed 6.25000000 N N N N N N Government National Mortgage Association 2 N/A 36179WXJ2 992638.02000000 PA USD 844011.67000000 0.082487030287 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 2.50000000 N N N N N N CMS ENERGY CORPORATION 549300IA9XFBAGNIBW29 125896BU3 27000.00000000 PA USD 26105.00000000 0.002551296388 Long DBT CORP US N 2 2050-06-01 Fixed 4.75000000 N N N N N N FIRST INVESTORS AUTO OWNER TRUST N/A 32058KAD1 323000.00000000 PA USD 336406.24000000 0.032877687233 Long ABS-MBS CORP US Y 2 2028-10-16 Fixed 8.71000000 N N N N N N NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV N/A 64972JHE1 225000.00000000 PA USD 226159.23000000 0.022103015773 Long DBT MUN US N 2 2036-05-01 Fixed 5.11000000 N N N N N N BANQUE DE MONTREAL NQQ6HPCNCCU6TUTQYE16 06368DH72 747000.00000000 PA USD 648273.96000000 0.063357173453 Long DBT RF CA N 2 2037-01-10 Fixed 3.08800000 N N N N N N JW COMMERCIAL MORTGAGE TRUST N/A 46657XAA4 198627.00000000 PA USD 198603.19000000 0.019409906202 Long ABS-MBS CORP US Y 2 2039-06-15 Floating 5.94986000 N N N N N N AMERICAN ASSETS TRUST, L.P. 549300V1TI0SMG9Z6U69 02401LAB0 289000.00000000 PA USD 288991.33000000 0.028243728656 Long DBT CORP US N 2 2034-10-01 Fixed 6.15000000 N N N N N N HILCORP ENERGY I, L.P. 549300ITPIHLG0LHEC09 431319AH5 473812.50000000 PA USD 473812.50000000 0.046306689145 Long LON CORP US N 2 2030-02-05 Floating 6.34000000 N N N N N N GENUINE PARTS COMPANY 549300D46DQVEU651W04 372460AC9 853000.00000000 PA USD 743529.41000000 0.072666688319 Long DBT CORP US N 2 2032-02-01 Fixed 2.75000000 N N N N N N Olin Corporation 549300GKK294V7W57P06 680665AK2 375000.00000000 PA USD 361331.04000000 0.035313640201 Long DBT CORP US N 2 2030-02-01 Fixed 5.00000000 N N N N N N CREDIT ACCEPTANCE AUTO LOAN TRUST N/A 22536KAE2 2500000.00000000 PA USD 2552713.29000000 0.249482022525 Long ABS-MBS CORP US Y 2 2035-07-16 Fixed 5.71000000 N N N N N N ARTHUR J. GALLAGHER & CO. 54930049QLLMPART6V29 04316JAP4 1326000.00000000 PA USD 1272323.52000000 0.124346845499 Long DBT CORP US N 2 2055-02-15 Fixed 5.55000000 N N N N N N CREDIT ACCEPTANCE AUTO LOAN TRUST N/A 22534LAC6 218513.22000000 PA USD 218511.58000000 0.021355594902 Long ABS-MBS CORP US Y 2 2032-08-16 Fixed 4.95000000 N N N N N N COLORADO HSG & FIN AUTH N/A 19648GMW9 125000.00000000 PA USD 120610.68000000 0.011787534660 Long DBT MUN US N 2 2039-11-01 Fixed 5.27900000 N N N N N N VENTURE CLO LIMITED N/A 922972AA2 123115.81000000 PA USD 123275.86000000 0.012048008290 Long ABS-MBS CORP US Y 2 2037-04-20 Floating 5.61947000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822DL5 1211000.00000000 PA USD 1246513.22000000 0.121824350759 Long DBT CORP JP N 2 2036-04-24 Fixed 5.61500000 N N N N N N IRV TRUST N/A 45006HAA9 2185000.00000000 PA USD 2205853.09000000 0.215582647860 Long ABS-MBS CORP US Y 2 2047-03-14 Fixed 5.47108000 N N N N N N GMF FLOORPLAN OWNER REVOLVING TRUST N/A 361886CT9 200403.00000000 PA USD 202264.16000000 0.019767700477 Long ABS-MBS CORP US Y 2 2028-06-15 Fixed 5.73000000 N N N N N N ALA TRUST N/A 009920AG4 909485.00000000 PA USD 910388.09000000 0.088974136996 Long ABS-MBS CORP US Y 2 2030-06-15 Floating 7.40272000 N N N N N N CHASE AUTO OWNER TRUST N/A 16144LAE6 198000.00000000 PA USD 202298.09000000 0.019771016527 Long ABS-MBS CORP US Y 2 2030-01-25 Fixed 5.28000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05609VAG0 1695449.22000000 PA USD 1688794.83000000 0.165049459909 Long ABS-MBS CORP US Y 2 2036-09-15 Floating 5.37624000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 95003LAJ9 200000.00000000 PA USD 199878.94000000 0.019534587925 Long ABS-MBS CORP US Y 2 2040-02-15 Floating 6.22700000 N N N N N N INTERSTATE POWER AND LIGHT COMPANY EF9UQIIO4KY2BWOK3P26 461070AX2 577000.00000000 PA USD 593086.59000000 0.057963596062 Long DBT CORP US N 2 2035-06-29 Fixed 5.60000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKU4 19430000.00000000 PA USD 20175322.66000000 1.971776588478 Long DBT UST US N 2 2031-05-31 Fixed 4.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140AUEX7 266859.14000000 PA USD 272443.82000000 0.026626505806 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 6.00000000 N N N N N N Delta Air Lines N/A 247361ZW1 87712.88000000 PA USD 82895.50000000 0.008101551035 Long DBT CORP US N 2 2029-12-10 Fixed 2.50000000 N N N N N N DEXT ABS LLC N/A 25216BAC6 100000.00000000 PA USD 101781.78000000 0.009947346781 Long ABS-MBS CORP US Y 2 2032-03-15 Fixed 6.55000000 N N N N N N ROPER TECHNOLOGIES, INC. 54930003T4SXCIWVXY35 776696AJ5 609000.00000000 PA USD 601075.35000000 0.058744354329 Long DBT CORP US N 2 2034-10-15 Fixed 4.90000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W2FM8 5000000.00000000 PA USD 4916086.45000000 0.480459437125 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 5.00000000 N N N N N N MINNESOTA ST HSG FIN AGY N/A 60416UEP6 330000.00000000 PA USD 335154.59000000 0.032755360854 Long DBT MUN US N 2 2044-07-01 Fixed 5.91500000 N N N N N N NEVADA HSG DIV SINGLE FAMILY MTG REV N/A 641279F33 700000.00000000 PA USD 687736.27000000 0.067213907756 Long DBT MUN US N 2 2045-10-01 Fixed 5.67500000 N N N N N N TRILLIUM CREDIT CARD TRUST II N/A 89621ABB4 833000.00000000 PA USD 803157.26000000 0.078494243131 Long ABS-MBS CORP US Y 2 2029-10-26 Fixed 2.42200000 N N N N N N DTE ENERGY COMPANY 549300IX8SD6XXD71I78 233331BL0 378000.00000000 PA USD 395305.63000000 0.038634048122 Long DBT CORP US N 2 2034-06-01 Fixed 5.85000000 N N N N N N CHICAGO ILL N/A 167486W21 305000.00000000 PA USD 310172.22000000 0.030313781449 Long DBT MUN US N 2 2032-01-01 Fixed 5.90000000 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBC6 564000.00000000 PA USD 419403.32000000 0.040989165895 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05609VAA3 1190525.07000000 PA USD 1186995.81000000 0.116007589480 Long ABS-MBS CORP US Y 2 2036-09-15 Floating 5.12624000 N N N N N N ALBERTSONS COMPANIES, INC. 549300YKWOC0AOR16R51 013092AE1 100000.00000000 PA USD 98386.83000000 0.009615551199 Long DBT CORP US Y 2 2030-02-15 Fixed 4.87500000 N N N N N N CHASE AUTO OWNER TRUST N/A 16144YAF5 200000.00000000 PA USD 204809.62000000 0.020016473620 Long ABS-MBS CORP US Y 2 2030-07-25 Fixed 5.46000000 N N N N N N ZAYO ISSUER, LLC N/A 98919WAC7 339693.00000000 PA USD 343891.11000000 0.033609199273 Long ABS-MBS CORP US Y 2 2055-03-20 Fixed 6.08800000 N N N N N N FRONTIER ISSUER LLC N/A 35910EAP9 1539003.00000000 PA USD 1695272.46000000 0.165682532272 Long ABS-MBS CORP US Y 2 2054-06-20 Fixed 11.16000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYWS4 1284510.33000000 PA USD 1137426.05000000 0.111163032894 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 2.50000000 N N N N N N ILPT COMMERCIAL MORTGAGE TRUST N/A 449652AE6 100000.00000000 PA USD 98663.09000000 0.009642550668 Long ABS-MBS CORP US Y 2 2039-10-15 Floating 7.80476000 N N N N N N FCCU AUTO RECEIVABLES TRUST N/A 31424YAF5 763000.00000000 PA USD 775932.00000000 0.075833461384 Long ABS-MBS CORP US Y 2 2031-12-15 Fixed 5.61000000 N N N N N N CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC 549300S8SEQBOJLKHW63 15189XBF4 516000.00000000 PA USD 515786.02000000 0.050408849267 Long DBT CORP US N 2 2035-03-01 Fixed 5.05000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBH7 567000.00000000 PA USD 498466.71000000 0.048716196785 Long DBT CORP US N 2 2036-07-15 Fixed 3.85000000 N N N N N N O'Reilly Automotive, Inc. 549300K2RLMQL149Q332 67103HAN7 1103000.00000000 PA USD 1095542.84000000 0.107069698958 Long DBT CORP US N 2 2034-08-19 Fixed 5.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179XVR4 1224965.21000000 PA USD 1182493.92000000 0.115567610331 Long ABS-MBS USGA US N 2 2053-03-20 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XPQJ1 1063708.52000000 PA USD 1068271.69000000 0.104404432284 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 5.50000000 N N N N N N LKQ CORPORATION DS830JTTZQN6GK0I2E41 501889AF6 287000.00000000 PA USD 302803.49000000 0.029593620015 Long DBT CORP US N 2 2033-06-15 Fixed 6.25000000 N N N N N UNITI FIBER ABS ISSUER LLC N/A 91326EAB1 177000.00000000 PA USD 180571.66000000 0.017647646966 Long ABS-MBS CORP US Y 2 2055-04-20 Fixed 6.36900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FFC6 789537.05000000 PA USD 789652.14000000 0.077174359435 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 5.00000000 N N N N N N ELARA HGV TIMESHARE N/A 28416TAA3 99749.00000000 PA USD 98237.81000000 0.009600987162 Long ABS-MBS CORP US Y 2 2034-01-25 Fixed 2.61000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XRXP5 3817511.70000000 PA USD 3745119.35000000 0.366018367083 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.00000000 N N N N N N PERMIAN RESOURCES OPERATING, LLC 5493004CTVUMQLRPOE23 71424VAB6 277000.00000000 PA USD 279543.76000000 0.027320397830 Long DBT CORP US Y 2 2033-02-01 Fixed 6.25000000 N N N N N N PENFED AUTO RECEIVABLES OWNER TRUST N/A 706874AG9 106000.00000000 PA USD 106358.82000000 0.010394670498 Long ABS-MBS CORP US Y 2 2030-06-17 Fixed 5.85000000 N N N N N N U S BANK NATIONAL ASSOCIATION N/A 90357PAV6 137128.92000000 PA USD 138562.92000000 0.013542044719 Long ABS-MBS CORP US Y 2 2032-08-25 Fixed 6.78900000 N N N N N N CREDIT ACCEPTANCE AUTO LOAN TRUST N/A 224936AA2 125000.00000000 PA USD 126044.38000000 0.012318581555 Long ABS-MBS CORP US Y 2 2033-08-15 Fixed 6.39000000 N N N N N N GLS AUTO SELECT RECEIVABLES TRUST N/A 37988XAD7 95000.00000000 PA USD 96839.37000000 0.009464314689 Long ABS-MBS CORP US Y 2 2030-03-15 Fixed 5.69000000 N N N N N N Government National Mortgage Association 2 N/A 36179X5B8 420773.33000000 PA USD 357934.01000000 0.034981641336 Long ABS-MBS USGA US N 2 2053-06-20 Fixed 2.50000000 N N N N N N FCCU AUTO RECEIVABLES TRUST N/A 30336CAL9 45918.00000000 PA USD 47020.52000000 0.004595414015 Long ABS-MBS CORP US Y 2 2030-10-15 Fixed 6.00000000 N N N N N N Allianz SE 529900K9B0N5BT694847 018820AC4 300000.00000000 PA USD 314184.51000000 0.030705910964 Long DBT CORP DE Y 2 2053-09-06 Fixed 6.35000000 N N N N N N GOLDEN CREDIT CARD TRUST N/A 380881FD9 200000.00000000 PA USD 192374.20000000 0.018801133948 Long ABS-MBS CORP US Y 2 2028-08-15 Fixed 1.74000000 N N N N N N MARRIOTT INTERNATIONAL, INC. 225YDZ14ZO8E1TXUSU86 571903BU6 496000.00000000 PA USD 496069.35000000 0.048481897765 Long DBT CORP US N 2 2037-04-15 Fixed 5.50000000 N N N N N N LUMEN TECHNOLOGIES, INC. 8M3THTGWLTYZVE6BBY25 55024EAD7 2003184.00000000 PA USD 2052422.26000000 0.200587531121 Long LON CORP US N 2 2028-06-01 Floating 10.33000000 N N N N N N MHC COMMERCIAL MORTGAGE TRUST N/A 55316VAG9 400000.00000000 PA USD 399944.79000000 0.039087442956 Long ABS-MBS CORP US Y 2 2038-04-15 Floating 6.02720000 N N N N N N AMERICAN HERITAGE AUTO RECEIVABLES TRUST N/A 026944AE8 106773.00000000 PA USD 108432.37000000 0.010597322888 Long ABS-MBS CORP US Y 2 2030-09-16 Fixed 5.32000000 N N N N N N HILTON USA TRUST N/A 43300LAA8 1612000.00000000 PA USD 1584539.55000000 0.154860372786 Long ABS-MBS CORP US Y 2 2038-11-05 Fixed 3.71900000 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST N/A 44935FAG9 500000.00000000 PA USD 489852.39000000 0.047874301228 Long ABS-MBS CORP US N 2 2028-06-15 Fixed 1.66000000 N N N N N N DIAGEO INVESTMENT CORPORATION S4G8DPIPDVCF6CB81Z61 25245BAE7 1031000.00000000 PA USD 1077801.62000000 0.105335812326 Long DBT CORP US N 2 2035-04-15 Fixed 5.62500000 N N N N N N CHESAPEAKE FUNDING LLC 549300LG5AUFDML64706 165183DB7 119000.00000000 PA USD 121694.44000000 0.011893452797 Long ABS-MBS CORP US Y 2 2035-10-15 Fixed 5.97000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVJJ5 1937061.64000000 PA USD 1945752.62000000 0.190162483532 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.50000000 N N N N N N AIMCO CLO LTD N/A 00901QAE2 178000.00000000 PA USD 178843.01000000 0.017478702376 Long ABS-MBS CORP US Y 2 2036-10-16 Floating 6.96054000 N N N N N N KEYSIGHT TECHNOLOGIES, INC. 549300GLKVIO8YRCYN02 49338LAG8 974000.00000000 PA USD 961371.73000000 0.093956875039 Long DBT CORP US N 2 2034-10-15 Fixed 4.95000000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 34535CAD8 218711.00000000 PA USD 226673.49000000 0.022153275481 Long ABS-MBS CORP US Y 2 2036-02-15 Fixed 6.60000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SN9 465000.00000000 PA USD 223417.97000000 0.021835106685 Long DBT UST US N 2 2050-05-15 Fixed 1.25000000 N N N N N N IOWA FIN AUTH SINGLE FAMILY MTG REV N/A 46247EHQ1 500000.00000000 PA USD 503316.92000000 0.049190217978 Long DBT MUN US N 2 2037-07-01 Fixed 5.63700000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZR7 514000.00000000 PA USD 502635.92000000 0.049123662420 Long DBT CORP US N 2 2029-05-03 Fixed 5.11300000 N N N N N N THE PNC FINANCIAL SERVICES GROUP, INC. CFGNEKW0P8842LEUIA51 693475BW4 1175000.00000000 PA USD 1220265.58000000 0.119259113864 Long DBT CORP US N 2 2035-01-22 Fixed 5.67600000 N N N N N N MIAMI-DADE CNTY FLA AVIATION REV N/A 593340AE2 750000.00000000 PA USD 740754.89000000 0.072395528662 Long DBT MUN US N 2 2043-10-01 Fixed 5.55200000 N N N N N N BLP COMMERCIAL MORTGAGE TRUST N/A 05625BAA7 300000.00000000 PA USD 298834.67000000 0.029205738914 Long ABS-MBS CORP US Y 2 2042-03-15 Floating 5.51176000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AW9 275000.00000000 PA USD 314439.34000000 0.030730816034 Long DBT CORP GB N 2 2033-11-15 Fixed 7.95300000 N N N N N N TRIMBLE INC. 549300E2MI7NSZFQWS19 896239AE0 455000.00000000 PA USD 483285.57000000 0.047232512140 Long DBT CORP US N 2 2033-03-15 Fixed 6.10000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BSEM3 971073.81000000 PA USD 969170.55000000 0.094719070070 Long ABS-MBS USGSE US N 2 2048-03-25 Fixed 5.00000000 N N N N N N NEW YORK ST DORM AUTH REVS NON ST SUPPORTED DEBT N/A 64985SFE8 1460000.00000000 PA USD 1490792.86000000 0.145698312198 Long DBT MUN US N 2 2035-07-01 Fixed 5.22800000 N N N N N N TESLA AUTO LEASE TRUST N/A 88167QAD8 87000.00000000 PA USD 87516.25000000 0.008553146622 Long ABS-MBS CORP US Y 2 2027-03-22 Fixed 6.22000000 N N N N N N CAMB COMMERCIAL MORTGAGE TRUST N/A 12477BAA2 250000.00000000 PA USD 215403.85000000 0.021051869933 Long ABS-MBS CORP US Y 2 2046-11-10 Fixed 2.70000000 N N N N N N ARI FLEET LEASE TRUST N/A 00217QAE1 250000.00000000 PA USD 249908.60000000 0.024424091502 Long ABS-MBS CORP US Y 2 2031-01-15 Fixed 4.17000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W0UE3 2987369.77000000 PA USD 3003945.97000000 0.293581938515 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425U3X1 2172719.84000000 PA USD 2021911.74000000 0.197605674024 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179YKS2 251778.88000000 PA USD 253174.68000000 0.024743292349 Long ABS-MBS USGA US N 2 2053-11-20 Fixed 5.50000000 N N N N N N TOLL BROTHERS FINANCE CORP. N/A 88947EAX8 399000.00000000 PA USD 402198.72000000 0.039307724261 Long DBT CORP US N 2 2035-06-15 Fixed 5.60000000 N N N N N N SFS AUTO RECEIVABLES SECURITIZATION TRUST N/A 78398AAG8 167000.00000000 PA USD 171635.46000000 0.016774293402 Long ABS-MBS CORP US Y 2 2031-02-20 Fixed 5.97000000 N N N N N N THE DOW CHEMICAL COMPANY ZQUIP1CSZO8LXRBSOU78 260543DH3 177000.00000000 PA USD 190512.72000000 0.018619207604 Long DBT CORP US N 2 2053-05-15 Fixed 6.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQW85 265282.84000000 PA USD 265741.70000000 0.025971493565 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.50000000 N N N N N N COMERICA INCORPORATED I9Q57JVPWHHZ3ZGBW498 200340AU1 723000.00000000 PA USD 723000.00000000 0.070660306032 Long DBT CORP US N 2 2199-12-31 Fixed 5.62500000 N N N N N N IMPERIAL BRANDS FINANCE PLC 2138008L3B3MCG1DFS50 45262BAK9 1601000.00000000 PA USD 1605931.08000000 0.156951011868 Long DBT CORP GB Y 2 2035-07-01 Fixed 5.62500000 N N N N N N COCA-COLA CONSOLIDATED, INC. 57VG5X0E00X0QJU7CQ58 191098AP7 1449000.00000000 PA USD 1493308.44000000 0.145944165106 Long DBT CORP US N 2 2034-06-01 Fixed 5.45000000 N N N N N N VERDANT RECEIVABLES LLC N/A 92340GAF7 915000.00000000 PA USD 921660.08000000 0.090075772214 Long ABS-MBS CORP US Y 2 2033-05-12 Fixed 6.49000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H7ZB2 2154425.00000000 PA USD 1968526.45000000 0.192388217691 Long ABS-MBS USGSE US N 2 2032-06-25 Variable 2.92000000 N N N N N N JBS USA Holding Lux S.a r.l. RB8RC03FUD8DSX57C193 47214KU14 7600000.00000000 PA USD 7598966.40000000 0.742662920274 Long STIV CORP LU Y 2 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EHF0 369393.79000000 PA USD 356042.41000000 0.034796771301 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4.00000000 N N N N N N FIRSTKEY HOMES TRUST N/A 33768JBL4 719822.71000000 PA USD 695641.54000000 0.067986506370 Long ABS-MBS CORP US Y 2 2038-12-17 Fixed 2.13500000 N N N N N N NCL CORPORATION LTD. UNZWILHE4KMRP9K2L524 62886HBR1 2147000.00000000 PA USD 2193257.92000000 0.214351695486 Long DBT CORP BM Y 2 2032-02-01 Fixed 6.75000000 N N N N N N ESSEX PORTFOLIO, L.P. 5493003GN3O58H286O74 29717EU34 8000000.00000000 PA USD 7996954.40000000 0.781559122041 Long STIV CORP US Y 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSZU9 863760.03000000 PA USD 865101.19000000 0.084548153298 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 5.50000000 N N N N N N United States of America N/A N/A 210.00000000 NC USD 231550.03000000 0.022629869960 N/A DIR US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long United States of America US 10 Year Treasury Note Future (consolidated) Sep 2025 2025-09-19 23314699.97000000 USD 231550.03000000 N N N United States of America 254900HROIFWPRGM1V77 91282CGM7 475000.00000000 PA USD 458003.91000000 0.044761682496 Long DBT UST US N 2 2033-02-15 Fixed 3.50000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162DC1 100000.00000000 PA USD 64331.43000000 0.006287245548 Long DBT CORP US N 2 2052-01-15 Fixed 3.00000000 N N N N N N SANTANDER BANK, N.A. N/A 80290CBV5 100496.46000000 PA USD 100858.79000000 0.009857141033 Long ABS-MBS CORP US Y 2 2033-06-15 Fixed 6.73600000 N N N N N N REGENCY CENTERS, L.P. 5493008PTR2GAOYBXW28 75884RBC6 1189000.00000000 PA USD 1191318.55000000 0.116430059924 Long DBT CORP US N 2 2035-01-15 Fixed 5.10000000 N N N N N N PEAC SOLUTIONS RECEIVABLES N/A 69392HAC7 412000.00000000 PA USD 418132.01000000 0.040864918103 Long ABS-MBS CORP US Y 2 2032-07-20 Fixed 5.04000000 N N N N N N VENTURE CLO LIMITED N/A 92333CAA6 239400.00000000 PA USD 239538.85000000 0.023410634090 Long ABS-MBS CORP US Y 2 2037-10-20 Floating 5.51947000 N N N N N N ARI FLEET LEASE TRUST N/A 04033HAD7 53000.00000000 PA USD 54087.44000000 0.005286078925 Long ABS-MBS CORP US Y 2 2033-04-15 Fixed 5.39000000 N N N N N N SANTANDER BANK, N.A. N/A 80290CBW3 7255.55000000 PA USD 7281.90000000 0.000711675356 Long ABS-MBS CORP US Y 2 2033-06-15 Fixed 7.07600000 N N N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 254900C5LP6DN9OP9V83 3133ERMZ1 333000.00000000 PA USD 332170.83000000 0.032463751733 Long DBT USGSE US N 2 2039-08-05 Fixed 5.60000000 N N N N N N BURLINGTON COAT FACTORY WAREHOUSE CORPORATION 549300SIFDMGE3Y2SW49 121575AL8 124375.00000000 PA USD 123753.13000000 0.012094652888 Long LON CORP US N 2 2031-09-19 Floating 6.08000000 N N N N N N KUBOTA CREDIT OWNER TRUST N/A 50117EAC8 112780.78000000 PA USD 112294.98000000 0.010974823862 Long ABS-MBS CORP US Y 2 2026-10-15 Fixed 2.67000000 N N N N N N THE CHEMOURS COMPANY 549300M1BOLNXL8DOV14 16384YAJ6 205074.06000000 PA USD 204305.03000000 0.019967158981 Long LON CORP US N 2 2028-08-18 Floating 7.33000000 N N N N N N Ontario Teachers' Cadillac Fairview Properties Trust N/A 68327LAD8 1685000.00000000 PA USD 1480087.15000000 0.144652020711 Long DBT CORP CA Y 2 2031-10-15 Fixed 2.50000000 N N N N N N CARDS II TRUST N/A 14161GCL2 168000.00000000 PA USD 169000.70000000 0.016516792782 Long ABS-MBS CORP US Y 2 2029-07-16 Fixed 5.84000000 N N N N N N Louisiana Local Government Environmental Facilities and Community Development Authority N/A 54627RAP5 906000.00000000 PA USD 860201.70000000 0.084069315867 Long DBT MUN US N 2 2039-08-01 Fixed 4.47500000 N N N N N N CLEAR CHANNEL OUTDOOR HOLDINGS, INC. 254900XBEE6V1ENYS150 18453HAF3 288000.00000000 PA USD 297245.14000000 0.029050390814 Long DBT CORP US Y 2 2030-04-01 Fixed 7.87500000 N N N N N N ROYAL CARIBBEAN CRUISES LTD. K2NEH8QNVW44JIWK7Z55 780153BV3 197000.00000000 PA USD 200702.67000000 0.019615092785 Long DBT CORP LR Y 2 2033-02-01 Fixed 6.00000000 N N N N N N DEXT ABS LLC N/A 25216CAD2 224000.00000000 PA USD 231531.12000000 0.022628021846 Long ABS-MBS CORP US Y 2 2034-05-15 Fixed 6.93000000 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00913WUA1 1000000.00000000 PA USD 998689.40000000 0.097604009178 Long STIV CORP US Y 2 N N N ARI FLEET LEASE TRUST N/A 04033HAC9 293000.00000000 PA USD 298100.27000000 0.029133964462 Long ABS-MBS CORP US Y 2 2033-04-15 Fixed 5.26000000 N N N N N N TRILLIUM CREDIT CARD TRUST II N/A 89621ACB3 121000.00000000 PA USD 121288.87000000 0.011853815591 Long ABS-MBS CORP US Y 2 2028-12-27 Fixed 5.98900000 N N N N N N EVERGREEN CREDIT CARD TRUST N/A 30023JCY2 600000.00000000 PA USD 603356.49000000 0.058967294924 Long ABS-MBS CORP US Y 2 2029-05-15 Fixed 5.53000000 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBD4 1459000.00000000 PA USD 861320.65000000 0.084178673197 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 254900C5LP6DN9OP9V83 3133EM4H2 795000.00000000 PA USD 607165.35000000 0.059339542798 Long DBT USGSE US N 2 2036-09-02 Fixed 2.20000000 N N N N N N VERDANT RECEIVABLES LLC N/A 92339MAD2 47000.00000000 PA USD 48271.91000000 0.004717714983 Long ABS-MBS CORP US Y 2 2031-12-12 Fixed 6.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWET6 240424.55000000 PA USD 236778.82000000 0.023140890571 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HAMB9 1566307.00000000 PA USD 1568698.42000000 0.153312185934 Long ABS-MBS USGSE US N 2 2033-07-25 Variable 4.50000000 N N N N N N ALCON FINANCE CORPORATION 549300CUZUI9VU7XNK42 01400EAF0 721000.00000000 PA USD 715379.10000000 0.069915499495 Long DBT CORP US Y 2 2052-12-06 Fixed 5.75000000 N N N N N N Government National Mortgage Association 2 N/A 3618J6EW8 263378.97000000 PA USD 265186.69000000 0.025917251274 Long ABS-MBS USGA US N 2 2054-10-20 Fixed 7.50000000 N N N N N N DOLLAR TREE, INC. 549300PMSTQITB1WHR43 256746AJ7 605000.00000000 PA USD 533902.68000000 0.052179428437 Long DBT CORP US N 2 2031-12-01 Fixed 2.65000000 N N N N N N CITIZENS FINANCIAL GROUP, INC. 2138004JDDA4ZQUPFW65 174610AW5 448000.00000000 PA USD 377009.51000000 0.036845929950 Long DBT CORP US N 2 2032-09-30 Fixed 2.63800000 N N N N N N MINNESOTA ST HSG FIN AGY N/A 60416UDH5 185000.00000000 PA USD 193925.43000000 0.018952738909 Long DBT MUN US N 2 2039-07-01 Fixed 5.61900000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TS7 796000.00000000 PA USD 711051.88000000 0.069492591211 Long DBT UST US N 2 2043-05-15 Fixed 3.87500000 N N N N N N Government National Mortgage Association 2 N/A 36179XDC7 533557.88000000 PA USD 487597.36000000 0.047653912418 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 3.50000000 N N N N N N NEW YORK LIFE GLOBAL FUNDING 635400DPNHEAUHB7ZI15 64952WEG4 1325000.00000000 PA USD 1141517.85000000 0.111562933088 Long DBT CORP US Y 2 2031-08-01 Fixed 1.85000000 N N N N N N FLAGSHIP CREDIT AUTO TRUST N/A 33845FAJ5 842521.51000000 PA USD 839534.21000000 0.082049438732 Long ABS-MBS CORP US Y 2 2027-03-15 Fixed 4.11000000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 40412BU19 9300000.00000000 PA USD 9298754.73000000 0.908786797990 Long STIV CORP US Y 2 N N N BPCE SA 9695005MSX1OYEMGDF46 05571ABA2 455000.00000000 PA USD 477674.81000000 0.046684160800 Long DBT CORP FR Y 2 2036-01-14 Fixed 6.29300000 N N N N N N VERDANT RECEIVABLES LLC N/A 92339GAD5 47000.00000000 PA USD 48424.50000000 0.004732627924 Long ABS-MBS CORP US Y 2 2031-01-13 Fixed 6.73000000 N N N N N N 720 EAST CLO LTD N/A 81800WAE1 300000.00000000 PA USD 297492.90000000 0.029074604919 Long ABS-MBS CORP US Y 2 2037-04-20 Floating 5.69950000 N N N N N N HERTZ VEHICLE FINANCING III LLC N/A 42806MBY4 75000.00000000 PA USD 77328.70000000 0.007557495998 Long ABS-MBS CORP US Y 2 2029-09-25 Fixed 7.13000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NQDM7 908711.74000000 PA USD 925672.24000000 0.090467889024 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.00000000 N N N N N N FLUTTER ENTERTAINMENT PUBLIC LIMITED COMPANY 635400EG4YIJLJMZJ782 N3313EAJ9 1500000.00000000 PA USD 1498125.00000000 0.146414897615 Long LON CORP IE N 2 2032-06-04 Floating 6.30000000 N N N N N N ONEOK, INC. 2T3D6M0JSY48PSZI1Q41 682680BV4 392000.00000000 PA USD 347956.21000000 0.034006490020 Long DBT CORP US N 2 2043-10-15 Fixed 5.15000000 N N N N N N LAD AUTO RECEIVABLES TRUST N/A 505713AF4 52000.00000000 PA USD 53164.20000000 0.005195848744 Long ABS-MBS CORP US Y 2 2031-02-15 Fixed 6.30000000 N N N N N N CRH AMERICA FINANCE, INC. 549300WEVUODRJ4CWK56 12636YAG7 982000.00000000 PA USD 1001128.13000000 0.097842351374 Long DBT CORP US N 2 2055-01-09 Fixed 5.87500000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING N/A 05377RHH0 189000.00000000 PA USD 197492.87000000 0.019301392300 Long ABS-MBS CORP US Y 2 2029-12-20 Fixed 6.40000000 N N N N N N GOLUB CAPITAL PARTNERS CLO LTD N/A 38179QAC1 155000.00000000 PA USD 154969.00000000 0.015145445318 Long ABS-MBS CORP US Y 2 2036-07-25 Floating 7.08177000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UG1 14272000.00000000 PA USD 13897360.00000000 1.358218133679 Long DBT UST US N 2 2055-02-15 Fixed 4.62500000 N N N N N N ILLINOIS HSG DEV AUTH REV N/A 45203ME31 250000.00000000 PA USD 250446.11000000 0.024476623481 Long DBT MUN US N 2 2039-10-01 Fixed 5.43900000 N N N N N N CHESAPEAKE FUNDING LLC 549300LG5AUFDML64706 165183CX0 64000.00000000 PA USD 64513.04000000 0.006304994674 Long ABS-MBS CORP US Y 2 2035-05-15 Fixed 6.07000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EES5 1554452.02000000 PA USD 1449820.49000000 0.141693996564 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N RELIANCE, INC. 549300E287ZOFT3C5Z56 759509AB8 215000.00000000 PA USD 236366.42000000 0.023100585854 Long DBT CORP US N 2 2036-11-15 Fixed 6.85000000 N N N N N N UNIVERSAL HEALTH SERVICES, INC. 549300YGMGQDO0NMJD09 913903BA7 34000.00000000 PA USD 28858.93000000 0.002820443742 Long DBT CORP US N 2 2032-01-15 Fixed 2.65000000 N N N N N N USB AUTO OWNER TRUST N/A 90367VAG4 407000.00000000 PA USD 410843.57000000 0.040152603579 Long ABS-MBS CORP US Y 2 2032-12-15 Fixed 5.40000000 N N N N N N ONE MANHATTAN WEST N/A 563136AJ9 165544.00000000 PA USD 154138.98000000 0.015064325723 Long ABS-MBS CORP US Y 2 2040-09-10 Variable 2.41281000 N N N N N N ONE BRYANT PARK TRUST N/A 68236JAA9 4230000.00000000 PA USD 3844830.16000000 0.375763313624 Long ABS-MBS CORP US Y 2 2049-09-13 Fixed 2.51641000 N N N N N N VERDANT RECEIVABLES LLC N/A 92340GAC4 461000.00000000 PA USD 466380.60000000 0.045580353974 Long ABS-MBS CORP US Y 2 2033-05-12 Fixed 4.96000000 N N N N N N AON NORTH AMERICA, INC. N/A 03740MAF7 267000.00000000 PA USD 263150.30000000 0.025718230609 Long DBT CORP US N 2 2054-03-01 Fixed 5.75000000 N N N N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 961214EX7 400000.00000000 PA USD 350718.07000000 0.034276412389 Long DBT CORP AU N 2 2036-11-18 Fixed 3.02000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CXR79 896187.44000000 PA USD 902686.75000000 0.088221468889 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 5.00000000 N N N N N N CHENIERE ENERGY PARTNERS, L.P. 5493005UEC8AZ34LDV29 16411QAV3 802000.00000000 PA USD 808391.62000000 0.079005808110 Long DBT CORP US Y 2 2035-10-30 Fixed 5.55000000 N N N N N N CRH AMERICA FINANCE, INC. 549300WEVUODRJ4CWK56 12636YAF9 995000.00000000 PA USD 1020135.91000000 0.099700021570 Long DBT CORP US N 2 2035-01-09 Fixed 5.50000000 N N N N N N OSCAR US FUNDING TRUST 549300GTSLUONMR77U11 68784BAC8 241000.00000000 PA USD 240514.25000000 0.023505961978 Long ABS-MBS CORP US Y 2 2029-03-12 Fixed 4.47000000 N N N N N N CHASE AUTO CREDIT LINKED NOTES N/A 46591HCH1 531390.05000000 PA USD 530841.55000000 0.051880257784 Long ABS-MBS CORP US Y 2 2029-02-26 Fixed 3.69400000 N N N N N N BSTN COMMERCIAL MORTGAGE TRUST N/A 05615EAA3 4568871.00000000 PA USD 4668762.47000000 0.456287945955 Long ABS-MBS CORP US Y 2 2044-06-15 Fixed 5.54794000 N N N N N N LAD AUTO RECEIVABLES TRUST N/A 505920AF5 198627.00000000 PA USD 202294.85000000 0.019770699875 Long ABS-MBS CORP US Y 2 2029-10-15 Fixed 5.66000000 N N N N N N CITGO PETROLEUM CORPORATION YX52P86PXMLYDOTUQ225 17302XAN6 1042000.00000000 PA USD 1084007.68000000 0.105942343583 Long DBT CORP US Y 2 2029-01-15 Fixed 8.37500000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YDE6 227000.00000000 PA USD 232892.25000000 0.022761047935 Long DBT CORP JP N 2 2035-05-26 Fixed 5.57900000 N N N N N N AUXILIOR TERM FUNDING LLC N/A 05335FAD3 124094.00000000 PA USD 128299.18000000 0.012538947887 Long ABS-MBS CORP US Y 2 2031-07-15 Fixed 5.69000000 N N N N N N TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV N/A 882750YU0 65000.00000000 PA USD 64737.86000000 0.006326966804 Long DBT MUN US N 2 2044-01-01 Fixed 5.73400000 N N N N N N SCF EQUIPMENT LEASING LLC N/A 78397WAF3 329793.00000000 PA USD 338383.80000000 0.033070958318 Long ABS-MBS CORP US Y 2 2032-10-20 Fixed 6.50000000 N N N N N N CHESAPEAKE FUNDING LLC 549300LG5AUFDML64706 165183DC5 185000.00000000 PA USD 190270.82000000 0.018595566210 Long ABS-MBS CORP US Y 2 2035-10-15 Fixed 6.15000000 N N N N N N HEICO CORPORATION 529900O1DTDLCJ7L0I14 422806AB5 895000.00000000 PA USD 915993.05000000 0.089521921489 Long DBT CORP US N 2 2033-08-01 Fixed 5.35000000 N N N N N N NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST N/A 63938PBU2 81433.00000000 PA USD 81603.81000000 0.007975311463 Long ABS-MBS CORP US Y 2 2028-08-25 Fixed 6.18000000 N N N N N N BBVA Mexico, S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Mexico 549300WIWQK5Q9MCUN92 07336UAA1 116000.00000000 PA USD 122767.05000000 0.011998281222 Long DBT CORP MX Y 2 2038-06-29 Fixed 8.45000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EF21 1163957.94000000 PA USD 1116816.71000000 0.109148838881 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.50000000 N N N N N N POST ROAD EQUIPMENT FINANCE LLC N/A 737473AE8 531000.00000000 PA USD 545550.94000000 0.053317837312 Long ABS-MBS CORP US Y 2 2030-10-15 Fixed 6.77000000 N N N N N N VIRGINIA ST HSG DEV AUTH COMWLTH MTG N/A 92812XDB5 300000.00000000 PA USD 287709.43000000 0.028118445881 Long DBT MUN US N 2 2039-10-01 Fixed 5.30800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EM80 244316.44000000 PA USD 246362.12000000 0.024077486575 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 5.00000000 N N N N N N VANTAGE DATA CENTERS ISSUER LLC N/A 92212KAB2 43687.00000000 PA USD 43361.40000000 0.004237800544 Long ABS-MBS CORP US Y 2 2045-09-15 Fixed 1.64500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140A04E6 255939.00000000 PA USD 261769.72000000 0.025583303631 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.00000000 N N N N N N FRONTIER ISSUER LLC N/A 35910EAB0 415490.00000000 PA USD 428492.17000000 0.041877438264 Long ABS-MBS CORP US Y 2 2053-08-20 Fixed 8.30000000 N N N N N N TOYOTA LEASE OWNER TRUST N/A 89239MAD9 99456.11000000 PA USD 99508.84000000 0.009725207589 Long ABS-MBS CORP US Y 2 2027-08-20 Fixed 5.05000000 N N N N N N FOCUS FINANCIAL PARTNERS, LLC 5493007L0E0VKRC2CP39 34416DBD9 900756.49000000 PA USD 898621.70000000 0.087824183028 Long LON CORP US N 2 2031-09-15 Floating 7.08000000 N N N N N N DRYDEN CLO LTD N/A 26190TAL5 336000.00000000 PA USD 335991.26000000 0.032837130367 Long ABS-MBS CORP US Y 2 2038-01-15 Floating 5.40610000 N N N N N N NEW YORK LIFE GLOBAL FUNDING 635400DPNHEAUHB7ZI15 64952WFM0 1213000.00000000 PA USD 1243336.07000000 0.121513841228 Long DBT CORP US Y 2 2035-01-23 Fixed 5.35000000 N N N N N N HELMERICH & PAYNE, INC. 254900NAOGHJ88RZ4C73 423452AK7 772000.00000000 PA USD 702211.98000000 0.068628649248 Long DBT CORP US Y 2 2034-12-01 Fixed 5.50000000 N N N N N N SECURITIZED TERM AUTO RECEIVABLES TRUST N/A 81378RAB0 425467.56000000 PA USD 428112.41000000 0.041840323522 Long ABS-MBS CORP US Y 2 2031-07-25 Fixed 5.03800000 N N N N N N Louisiana Local Government Environmental Facilities and Community Development Authority N/A 54627RAR1 65008.30000000 PA USD 65928.46000000 0.006443326638 Long DBT MUN US N 2 2031-06-01 Fixed 5.08100000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05610MAD4 500000.00000000 PA USD 507399.10000000 0.049589177990 Long ABS-MBS CORP US Y 2 2027-06-15 Floating 8.20026000 N N N N N N ANYWHERE REAL ESTATE GROUP LLC LF6PBYTYG3BDVEF4FI12 75606DAV3 225000.00000000 PA USD 228674.51000000 0.022348839361 Long DBT CORP US Y 2 2030-04-15 Fixed 9.75000000 N N N N N N UNIVERSITY CINCINNATI OHIO GEN RCPTS N/A 9141195D0 65000.00000000 PA USD 65474.10000000 0.006398921083 Long DBT MUN US N 2 2040-06-01 Fixed 5.53400000 N N N N N N Government National Mortgage Association 2 N/A 36179W7M4 832234.73000000 PA USD 780665.29000000 0.076296055740 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 4.00000000 N N N N N N Viper Energy, Inc. 5299009LINL232255G03 92763MAA3 2204000.00000000 PA USD 2204987.11000000 0.215498013819 Long DBT CORP US Y 2 2027-11-01 Fixed 5.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HKMB7 1995058.21000000 PA USD 1979941.00000000 0.193503785597 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 5.35517000 N N N N N N RETAINED VANTAGE DATA CENTERS ISSUER LLC N/A 76134KAJ3 106679.00000000 PA USD 106738.31000000 0.010431758852 Long ABS-MBS CORP US Y 2 2049-09-15 Fixed 5.77500000 N N N N N N ARDONAGH MIDCO 3 LIMITED 549300C8F38DVT8CAO43 Q0500HAB5 1250000.00000000 PA USD 1239062.50000000 0.121096176271 Long LON CORP GB N 2 2031-03-07 Floating 7.05000000 N N N N N N BJ'S WHOLESALE CLUB, INC. 549300H2XDOGOSR9L398 09179FAX0 165000.00000000 PA USD 165678.15000000 0.016192073004 Long LON CORP US N 2 2029-02-05 Floating 5.88000000 N N N N N N Government National Mortgage Association 2 N/A 36179XND4 600800.86000000 PA USD 563572.22000000 0.055079094795 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 4.00000000 N N N N N N FCCU AUTO RECEIVABLES TRUST N/A 31424YAE8 486000.00000000 PA USD 494031.56000000 0.048282740276 Long ABS-MBS CORP US Y 2 2031-09-15 Fixed 5.36000000 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816DW6 590000.00000000 PA USD 597835.20000000 0.058427687675 Long DBT CORP US N 2 2035-07-26 Fixed 5.28400000 N N N N N N Becle, S.A.B. de C.V. 529900JY55CZKMJLCE09 07586PAA9 1794000.00000000 PA USD 1483123.73000000 0.144948792042 Long DBT CORP MX Y 2 2031-10-14 Fixed 2.50000000 N N N N N United States of America 254900HROIFWPRGM1V77 912810QD3 22086000.00000000 PA USD 21640829.06000000 2.115003601918 Long DBT UST US N 2 2039-11-15 Fixed 4.37500000 N N N N N N OCCU AUTO RECEIVABLES TRUST N/A 674921AD3 92500.00000000 PA USD 94525.87000000 0.009238211483 Long ABS-MBS CORP US Y 2 2029-09-17 Fixed 6.29000000 N N N N N N LAD AUTO RECEIVABLES TRUST N/A 501683AC0 132187.91000000 PA USD 131835.90000000 0.012884598949 Long ABS-MBS CORP US Y 2 2027-04-15 Fixed 2.35000000 N N N N N N United States of America N/A N/A 200.00000000 NC USD 394744.30000000 0.038579188164 N/A DIR US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long United States of America US Long Bond (CBT) Sep 2025 2025-09-19 22699005.70000000 USD 394744.30000000 N N N SPIRIT AEROSYSTEMS, INC. ZD2NBKV6GCC3UMGBM518 85205TAN0 393000.00000000 PA USD 418057.98000000 0.040857682996 Long DBT CORP US Y 2 2029-11-30 Fixed 9.37500000 N N N N N N VIRGINIA ST HSG DEV AUTH COMWLTH MTG N/A 92812U7J1 320000.00000000 PA USD 318134.57000000 0.031091958611 Long DBT MUN US N 2 2039-10-01 Fixed 5.66200000 N N N N N N MERCHANTS FLEET FUNDING LLC N/A 588926AF2 257523.51000000 PA USD 259418.40000000 0.025353504197 Long ABS-MBS CORP US Y 2 2037-04-20 Fixed 5.82000000 N N N N N N VERIDIAN AUTO RECEIVABLES TRUST N/A 92347BAF1 220000.00000000 PA USD 226306.67000000 0.022117425393 Long ABS-MBS CORP US Y 2 2029-07-16 Fixed 6.37000000 N N N N N N OCCU AUTO RECEIVABLES TRUST N/A 674921AG6 329346.00000000 PA USD 346600.46000000 0.033873989729 Long ABS-MBS CORP US Y 2 2031-12-15 Fixed 7.88000000 N N N N N N CLEARINGHOUSE COMMUNITY DEVELOPMENT FINANCIAL INST N/A 184917AA0 430000.00000000 PA USD 438157.36000000 0.042822037549 Long DBT CORP US Y 2 2030-10-15 Fixed 7.00000000 N N N N N N APTARGROUP, INC. VNPEQDQFAA7IY1T2PX43 038336AA1 157000.00000000 PA USD 144699.69000000 0.014141804119 Long DBT CORP US N 2 2032-03-15 Fixed 3.60000000 N N N N N N UNITED AIRLINES, INC. K1OQBWM7XEOO08LDNP29 90932LAH0 608000.00000000 PA USD 590339.71000000 0.057695137720 Long DBT CORP US Y 2 2029-04-15 Fixed 4.62500000 N N N N N N FORD CREDIT FLOORPLAN MASTER OWNER TRUST A 5493001DTG5N7T8BG747 34528QHX5 70000.00000000 PA USD 70316.50000000 0.006872178989 Long ABS-MBS CORP US Y 2 2028-05-15 Fixed 5.31000000 N N N N N N TRIMARAN CAVU LTD N/A 89624GAE3 750000.00000000 PA USD 751277.25000000 0.073423900969 Long ABS-MBS CORP US Y 2 2035-01-18 Floating 7.00108000 N N N N N N GTE AUTO RECEIVABLES TRUST N/A 362304AE7 224000.00000000 PA USD 226409.43000000 0.022127468343 Long ABS-MBS CORP US Y 2 2029-08-15 Fixed 5.39000000 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2X1 520000.00000000 PA USD 538112.14000000 0.052590827790 Long DBT CORP FR Y 2 2035-02-20 Fixed 5.73800000 N N N N N SANTANDER CONSUMER AUTO RECEIVABLES TRUST N/A 80282YAH9 60000.00000000 PA USD 59419.61000000 0.005807203080 Long ABS-MBS CORP US Y 2 2027-03-15 Fixed 3.28000000 N N N N N N D.R. HORTON, INC. 529900ZIUEYVSB8QDD25 23331ABU2 345000.00000000 PA USD 351277.71000000 0.034331107180 Long DBT CORP US N 2 2035-10-15 Fixed 5.50000000 N N N N N N Open Text Corporation 549300HP7ONDQODZJV16 683715AF3 1412000.00000000 PA USD 1463112.93000000 0.142993094598 Long DBT CORP CA Y 2 2027-12-01 Fixed 6.90000000 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST N/A 448976AF7 109000.00000000 PA USD 109944.86000000 0.010745141707 Long ABS-MBS CORP US N 2 2031-01-15 Fixed 4.67000000 N N N N N N COLORADO HSG & FIN AUTH N/A 19648GJU7 645000.00000000 PA USD 645766.78000000 0.063112141494 Long DBT MUN US N 2 2039-11-01 Fixed 5.65900000 N N N N N N SCF EQUIPMENT LEASING LLC N/A 783896AF0 500000.00000000 PA USD 524893.34000000 0.051298926748 Long ABS-MBS CORP US Y 2 2033-06-21 Fixed 6.58000000 N N N N N N ENTERPRISE FLEET FINANCING LLC N/A 29374LAC4 151000.00000000 PA USD 157087.94000000 0.015352533768 Long ABS-MBS CORP US Y 2 2030-06-20 Fixed 6.28000000 N N N N N N AOA MORTGAGE TRUST N/A 00192NAG2 250000.00000000 PA USD 233285.36000000 0.022799467400 Long ABS-MBS CORP US Y 2 2038-10-15 Floating 5.60024000 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00912XBJ2 34000.00000000 PA USD 33711.05000000 0.003294651604 Long DBT CORP US N 2 2199-12-31 Fixed 4.65000000 N N N N N N MASTER CREDIT CARD TRUST II N/A 576339DU6 104000.00000000 PA USD 110092.96000000 0.010759615830 Long ABS-MBS CORP US Y 2 2032-10-21 Fixed 6.56000000 N N N N N N DEXT ABS LLC N/A 25216CAE0 1001000.00000000 PA USD 1068971.20000000 0.104472796863 Long ABS-MBS CORP US Y 2 2034-05-15 Fixed 8.30000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EGU8 351650.71000000 PA USD 353574.09000000 0.034555537212 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 5.50000000 N N N N N N INTERNATIONAL GAME TECHNOLOGY PLC 549300UQ6KHRCZDRGZ76 460599AD5 654000.00000000 PA USD 661135.07000000 0.064614116701 Long DBT CORP GB Y 2 2027-01-15 Fixed 6.25000000 N N N N N N CARVANA AUTO RECEIVABLES TRUST N/A 14687KAE6 500000.00000000 PA USD 481966.37000000 0.047103583958 Long ABS-MBS CORP US N 2 2028-02-10 Fixed 1.98000000 N N N N N N DELL EQUIPMENT FINANCE TRUST N/A 24703GAF1 237000.00000000 PA USD 239204.08000000 0.023377916316 Long ABS-MBS CORP US Y 2 2029-07-23 Fixed 6.74000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92553PAP7 627000.00000000 PA USD 461718.52000000 0.045124719120 Long DBT CORP US N 2 2043-03-15 Fixed 4.37500000 N N N N N N BX TRUST N/A 05609XAC5 250000.00000000 PA USD 247676.75000000 0.024205968122 Long ABS-MBS CORP US Y 2 2027-10-13 Fixed 6.30000000 N N N N N N Four Seasons Holdings Inc. 549300KN76IMZYPMJC43 35100DAV8 99238.57000000 PA USD 99734.76000000 0.009747287225 Long LON CORP CA N 2 2029-11-30 Floating 6.08000000 N N N N N N AMUR EQUIPMENT FINANCE RECEIVABLES LLC N/A 03237FAD7 2014000.00000000 PA USD 2045851.04000000 0.199945312011 Long ABS-MBS CORP US Y 2 2032-01-20 Fixed 5.39000000 N N N N N N ZAYO ISSUER, LLC N/A 98919WAG8 308941.00000000 PA USD 317268.10000000 0.031007276681 Long ABS-MBS CORP US Y 2 2055-06-20 Fixed 5.95300000 N N N N N N AMUR EQUIPMENT FINANCE RECEIVABLES LLC N/A 03236XAB3 166757.82000000 PA USD 167021.67000000 0.016323378030 Long ABS-MBS CORP US Y 2 2028-06-21 Fixed 5.30000000 N N N N N N UNITI FIBER ABS ISSUER LLC N/A 91326EAA3 426488.00000000 PA USD 430986.01000000 0.042121166476 Long ABS-MBS CORP US Y 2 2055-04-20 Fixed 5.87700000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 064058AH3 1665000.00000000 PA USD 1661608.39000000 0.162392472122 Long DBT CORP US N 2 2199-12-31 Fixed 4.70000000 N N N N N N SBA TOWER TRUST N/A 78403DAX8 500000.00000000 PA USD 436006.00000000 0.042611780625 Long DBT CORP US Y 2 2056-10-15 Fixed 2.59300000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119DB2 751000.00000000 PA USD 772125.63000000 0.075461456862 Long DBT CORP US N 2 2035-03-01 Fixed 5.75000000 N N N N N N ASCOT GROUP LIMITED 213800DJV7WRJBE2II28 04365XAB4 403000.00000000 PA USD 416431.51000000 0.040698724672 Long DBT CORP BM Y 2 2035-06-15 Fixed 6.34900000 N N N N N N GS MORTGAGE SECURITIES CORPORATION TRUST N/A 36270GAE1 118438.00000000 PA USD 118574.38000000 0.011588522791 Long ABS-MBS CORP US Y 2 2026-09-06 Variable 5.50521000 N N N N N N NHP FOUNDATION (THE) N/A 62925MAB9 179000.00000000 PA USD 191661.44000000 0.018731474419 Long DBT CORP US N 2 2033-12-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 2 N/A 3622ADW46 782259.14000000 PA USD 679433.52000000 0.066402462589 Long ABS-MBS USGA US N 2 2053-12-20 Fixed 3.00000000 N N N N N N MICRON TECHNOLOGY, INC. B3DXGBC8GAIYWI2Z0172 595112CH4 355000.00000000 PA USD 371301.60000000 0.036288083937 Long DBT CORP US N 2 2035-11-01 Fixed 6.05000000 N N N N N N Government National Mortgage Association N/A 38384KED9 1465950.77000000 PA USD 1460580.76000000 0.142745620314 Long ABS-MBS USGA US N 2 2053-06-20 Fixed 5.00000000 N N N N N N LA BANQUE TORONTO-DOMINION PT3QB789TSUIDF371261 89116CQJ9 997000.00000000 PA USD 999671.05000000 0.097699947891 Long DBT CORP CA N 2 2034-09-10 Fixed 5.14600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H74A8 354257.00000000 PA USD 313520.76000000 0.030641041285 Long ABS-MBS USGSE US N 2 2032-03-25 Variable 2.35000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QMVY7 233788.59000000 PA USD 202350.25000000 0.019776114233 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N HPEFS EQUIPMENT TRUST N/A 40441TAF6 1097059.36000000 PA USD 1095912.29000000 0.107105806081 Long ABS-MBS CORP US Y 2 2030-03-20 Fixed 4.94000000 N N N N N N VIRGIN MEDIA FINANCE PLC 2138001LVYC87DDHT482 92769VAJ8 203000.00000000 PA USD 185433.51000000 0.018122805761 Long DBT CORP GB Y 2 2030-07-15 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W0GU3 6247143.33000000 PA USD 6145749.76000000 0.600637010848 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.00000000 N N N N N N BBCMS TRUST N/A 05493BAJ7 269000.00000000 PA USD 268999.71000000 0.026289905714 Long ABS-MBS CORP US Y 2 2037-10-15 Floating 8.06624000 N N N N N N FRONTIER COMMUNICATIONS HOLDINGS, LLC N/A 35906ABG2 1684000.00000000 PA USD 1706405.86000000 0.166770622799 Long DBT CORP US Y 2 2029-05-01 Fixed 6.75000000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AE3 128000.00000000 PA USD 134702.93000000 0.013164799802 Long DBT CORP US Y 2 2038-01-25 Fixed 6.40000000 N N N N N N ENTERPRISE FLEET FINANCING LLC N/A 29375PAB6 214974.48000000 PA USD 216484.69000000 0.021157502692 Long ABS-MBS CORP US Y 2 2030-03-20 Fixed 5.23000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LBN5 844000.00000000 PA USD 855421.98000000 0.083602183809 Long DBT CORP US N 2 2035-03-15 Fixed 5.40000000 N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05610MAE2 100000.00000000 PA USD 101155.34000000 0.009886123487 Long ABS-MBS CORP US Y 2 2027-06-15 Floating 8.64906000 N N N N N N WILLIS NORTH AMERICA INC. 5493004KVU1HWZCP0C66 970648AM3 1005000.00000000 PA USD 1029349.38000000 0.100600473313 Long DBT CORP US N 2 2033-05-15 Fixed 5.35000000 N N N N N N VENTURE CLO LIMITED N/A 92330DAQ2 1000000.00000000 PA USD 1001120.00000000 0.097841556812 Long ABS-MBS CORP US Y 2 2036-04-20 Floating 6.07874000 N N N N N N NEW ECONOMY ASSETS PHASE I SPONSOR LLC N/A 643821AA9 677000.00000000 PA USD 634919.34000000 0.062051998437 Long ABS-MBS CORP US Y 2 2061-10-20 Fixed 1.91000000 N N N N N N ARI FLEET LEASE TRUST N/A 00217QAD3 116000.00000000 PA USD 115957.30000000 0.011332750075 Long ABS-MBS CORP US Y 2 2031-01-15 Fixed 3.79000000 N N N N N N VANTAGE DATA CENTERS ISSUER LLC N/A 92212KAC0 453000.00000000 PA USD 425173.97000000 0.041553143620 Long ABS-MBS CORP US Y 2 2045-09-15 Fixed 1.99200000 N N N N N N NORTHWESTERN MUTUAL GLOBAL FUNDING 635400LZXFVELZDVP257 66815L2U2 157000.00000000 PA USD 160522.33000000 0.015688183904 Long DBT CORP US Y 2 2030-01-13 Fixed 4.96000000 N N N N N N LIFE MORTGAGE TRUST N/A 53218DAG3 250000.00000000 PA USD 228510.47000000 0.022332807388 Long ABS-MBS CORP US Y 2 2039-05-15 Floating 6.40488000 N N N N N N MMAF EQUIPMENT FINANCE LLC N/A 55317JAD2 252245.00000000 PA USD 246308.82000000 0.024072277454 Long ABS-MBS CORP US Y 2 2030-11-13 Fixed 1.04000000 N N N N N N MINNESOTA ST HSG FIN AGY N/A 60416UEN1 355000.00000000 PA USD 363774.63000000 0.035552457375 Long DBT MUN US N 2 2039-07-01 Fixed 5.73000000 N N N N N N SYMPHONY CLO, LTD. N/A 87168GAE9 500000.00000000 PA USD 500411.00000000 0.048906216324 Long ABS-MBS CORP US Y 2 2034-01-15 Floating 6.16771000 N N N N N N TRICON RESIDENTIAL TRUST N/A 89616TAB1 200000.00000000 PA USD 201147.36000000 0.019658553271 Long ABS-MBS CORP US Y 2 2040-07-17 Fixed 5.24400000 N N N N N N HEALTHPEAK OP, LLC PZ9HF5U52KPF0MH0QN75 42250GAA1 367000.00000000 PA USD 370750.44000000 0.036234217914 Long DBT CORP US N 2 2035-02-15 Fixed 5.37500000 N N N N N N DELTA AIR LINES, INC. Q2CCMS6R0AS67HJMBN42 24736CBS2 2478.75000000 PA USD 2490.85000000 0.000243435993 Long LON CORP KY N 2 2027-10-20 Floating 8.02000000 N N N N N N FORD CREDIT FLOORPLAN MASTER OWNER TRUST A 5493001DTG5N7T8BG747 34528QHS6 127000.00000000 PA USD 125435.41000000 0.012259065640 Long ABS-MBS CORP US N 2 2027-09-15 Fixed 1.87000000 N N N N N N CARMAX AUTO OWNER TRUST N/A 14319GAH4 134000.00000000 PA USD 136301.41000000 0.013321022604 Long ABS-MBS CORP US N 2 2031-01-15 Fixed 5.67000000 N N N N N N GLP Capital, L.P. 2549005PXW31DRW8EC44 361841AT6 274000.00000000 PA USD 273259.18000000 0.026706192648 Long DBT CORP US N 2 2034-09-15 Fixed 5.62500000 N N N N N N VB-S1 ISSUER, LLC N/A 91823ABG5 7000.00000000 PA USD 7292.20000000 0.000712681996 Long ABS-MBS CORP US Y 2 2054-05-15 Fixed 8.87100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EHJ2 209083.37000000 PA USD 194912.72000000 0.019049228831 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179YKM5 203500.47000000 PA USD 180496.54000000 0.017640305330 Long ABS-MBS USGA US N 2 2053-11-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DUY76 687657.91000000 PA USD 700165.56000000 0.068428648331 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 6.00000000 N N N N N N SONOCO PRODUCTS COMPANY. GKOMIK4RDJGHEF0VNP11 83549RU10 7800000.00000000 PA USD 7798911.12000000 0.762203937016 Long STIV CORP US Y 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPSX7 270696.27000000 PA USD 266240.83000000 0.026020274586 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.00000000 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES, INC. MGCJBT4MKTQBVLNUIS88 015271BE8 985000.00000000 PA USD 995309.56000000 0.097273690328 Long DBT CORP US N 2 2035-10-01 Fixed 5.50000000 N N N N N N UTAH HSG CORP SINGLE FAMILY MTG REV N/A 917437VD4 1210000.00000000 PA USD 1224151.35000000 0.119638878314 Long DBT MUN US N 2 2040-07-01 Fixed 5.94000000 N N N N N N Government National Mortgage Association 2 N/A 36179XBR6 4628748.69000000 PA USD 4094466.34000000 0.400160780949 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 3.00000000 N N N N N N The Northwestern Mutual Life Insurance Co 1DU7IM20QESYGDO4HO54 668138AF7 979000.00000000 PA USD 1022271.80000000 0.099908766579 Long DBT CORP US Y 2 2055-05-29 Fixed 6.17000000 N N N N N N INTERNATIONAL GAME TECHNOLOGY PLC 549300UQ6KHRCZDRGZ76 460599AE3 2366000.00000000 PA USD 2344985.09000000 0.229180309961 Long DBT CORP GB Y 2 2029-01-15 Fixed 5.25000000 N N N N N N HUDSON YARDS MORTGAGE TRUST N/A 44421MAA8 2115000.00000000 PA USD 1947558.94000000 0.190339018973 Long ABS-MBS CORP US Y 2 2041-12-10 Variable 2.94280000 N N N N N N MONEYGRAM INTERNATIONAL, INC. 5299002DLX0Q04KC4156 606950AA1 990000.00000000 PA USD 886018.92000000 0.086592486913 Long DBT CORP US Y 2 2030-06-01 Fixed 9.00000000 N N N N N N ACRISURE, LLC 549300R0Z1Q47XRTGO22 004961AA6 266000.00000000 PA USD 269748.78000000 0.026363113896 Long DBT CORP US Y 2 2032-07-01 Fixed 6.75000000 N N N N N N SODEXO, INC. 549300WSZGQGJQXRFU84 833794AB6 100000.00000000 PA USD 89007.41000000 0.008698880815 Long DBT CORP US Y 2 2031-04-16 Fixed 2.71800000 N N N N N N AMUR EQUIPMENT FINANCE RECEIVABLES LLC N/A 03237CAC6 119000.00000000 PA USD 121098.01000000 0.011835162443 Long ABS-MBS CORP US Y 2 2031-01-21 Fixed 5.37000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H8BK6 814859.00000000 PA USD 747899.46000000 0.073093782469 Long ABS-MBS USGSE US N 2 2032-06-25 Variable 3.00000000 N N N N N N Amcor Flexibles North America, Inc PTVU09TE3QPJPL7K4E13 02344AAE8 1187000.00000000 PA USD 1204647.34000000 0.117732710520 Long DBT CORP US Y 2 2035-03-17 Fixed 5.50000000 N N N N N N ALLY BANK AUTO CREDIT-LINKED NOTES N/A 02007G4E0 287205.76000000 PA USD 287706.53000000 0.028118162458 Long ABS-MBS CORP US Y 2 2032-09-15 Fixed 5.41000000 N N N N N N SANTANDER BANK, N.A. N/A 80280BAB4 544000.00000000 PA USD 545281.07000000 0.053291462351 Long ABS-MBS CORP US Y 2 2033-01-18 Fixed 4.96500000 N N N N N N GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C. N/A 39154TCM8 65000.00000000 PA USD 66059.15000000 0.006456099246 Long ABS-MBS CORP US Y 2 2031-12-15 Fixed 5.43000000 N N N N N N PENFED AUTO RECEIVABLES OWNER TRUST N/A 706874AD6 128711.29000000 PA USD 128561.11000000 0.012564546855 Long ABS-MBS CORP US Y 2 2028-12-15 Fixed 4.18000000 N N N N N N VULCAN MATERIALS COMPANY 549300Q8LSNHAVWBNI21 929160BD0 650000.00000000 PA USD 645452.88000000 0.063081463389 Long DBT CORP US N 2 2054-12-01 Fixed 5.70000000 N N N N N N AUTONATION, INC. N/A 05329WAT9 567000.00000000 PA USD 574850.01000000 0.056181296859 Long DBT CORP US N 2 2035-03-15 Fixed 5.89000000 N N N N N N UNIVERSITY HOUSTON TEX UNIV REVS N/A 914302MS0 25000.00000000 PA USD 24590.70000000 0.002403300674 Long DBT MUN US N 2 2037-02-15 Fixed 4.86200000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023DT9 957000.00000000 PA USD 1048135.11000000 0.102436442097 Long DBT CORP US N 2 2054-05-01 Fixed 6.85800000 N N N N N N CITIZENS FINANCIAL GROUP, INC. 2138004JDDA4ZQUPFW65 174610AU9 2408000.00000000 PA USD 2406636.45000000 0.235205626648 Long DBT CORP US N 2 2199-12-31 Fixed 5.65000000 N N N N N N VERIZON MASTER TRUST N/A 92348KCJ0 265000.00000000 PA USD 269155.03000000 0.026305085463 Long ABS-MBS CORP US Y 2 2031-12-22 Fixed 5.08000000 N N N N N N ASPEN INSURANCE HOLDINGS LIMITED 549300YX6HECG9XQCQ75 04530DAE2 402000.00000000 PA USD 408684.74000000 0.039941616596 Long DBT CORP BM N 2 2030-07-01 Fixed 5.75000000 N N N N N N CYRUSONE DATA CENTER ISSUER LLC N/A 23284BAG9 205000.00000000 PA USD 199650.42000000 0.019512254186 Long ABS-MBS CORP US Y 2 2049-05-20 Fixed 4.50000000 N N N N N N MARSH & MCLENNAN COMPANIES, INC. 549300XMP3KDCKJXIU47 571748CD2 556000.00000000 PA USD 535918.35000000 0.052376424093 Long DBT CORP US N 2 2055-03-15 Fixed 5.40000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CW3 804000.00000000 PA USD 771325.44000000 0.075383252616 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKP95 173891.48000000 PA USD 164295.09000000 0.016056903650 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.50000000 N N N N N N STONEPEAK NILE PARENT LLC 254900TJV3VAFZD0GU41 861932AA9 652000.00000000 PA USD 691510.74000000 0.067582794624 Long DBT CORP US Y 2 2032-03-15 Fixed 7.25000000 N N N N N N SBA TOWER TRUST N/A 78403DAZ3 211000.00000000 PA USD 216838.05000000 0.021192037306 Long DBT CORP US Y 2 2052-11-15 Fixed 6.59900000 N N N N N N DAIMLER TRUCK FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 233853BA7 532000.00000000 PA USD 532247.92000000 0.052017705273 Long DBT CORP US Y 2 2034-06-25 Fixed 5.37500000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING N/A 05377RHE7 638000.00000000 PA USD 650677.19000000 0.063592046160 Long ABS-MBS CORP US Y 2 2028-04-20 Fixed 6.85000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NCC7 175000.00000000 PA USD 180007.68000000 0.017592528018 Long DBT CORP CA N 2 2034-04-05 Fixed 5.62500000 N N N N N N SPIRIT AEROSYSTEMS, INC. ZD2NBKV6GCC3UMGBM518 85205TAR1 2308000.00000000 PA USD 2548747.33000000 0.249094420938 Long DBT CORP US Y 2 2030-11-15 Fixed 9.75000000 N N N N N N VMWARE LLC 549300BUDHS3LRWBE814 928563AL9 550000.00000000 PA USD 477253.52000000 0.046642987245 Long DBT CORP US N 2 2031-08-15 Fixed 2.20000000 N N N N N N HOLCIM FINANCE US LLC 529900FB2F1WKLFNGY62 43475RAD8 1264000.00000000 PA USD 1282539.70000000 0.125345294192 Long DBT CORP US Y 2 2035-04-07 Fixed 5.40000000 N N N N N N TEXAS CAPITAL BANCSHARES, INC. 549300466Q2SXRX0YM48 88224QAA5 500000.00000000 PA USD 485570.47000000 0.047455820208 Long DBT CORP US N 2 2031-05-06 Fixed 4.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746TD3 179000.00000000 PA USD 177374.96000000 0.017335226772 Long DBT CORP US N 2 2199-12-31 Fixed 3.90000000 N N N N N N DLLAA LLC N/A 233249AD3 1068828.00000000 PA USD 1093949.27000000 0.106913956020 Long ABS-MBS CORP US Y 2 2033-04-20 Fixed 5.08000000 N N N N N N Regal Rexnord Corporation QH78R09VCJGQKPBPYU33 758750AP8 696000.00000000 PA USD 735310.08000000 0.071863395963 Long DBT CORP US N 2 2033-04-15 Fixed 6.40000000 N N N N N N Bacardi-Martini B.V. 5493002XXBV8B88K2408 05634WAB8 737000.00000000 PA USD 760880.74000000 0.074362470183 Long DBT CORP NL Y 2 2035-02-01 Fixed 6.00000000 N N N N N N ENTERGY LOUISIANA, LLC 0V5453U14HDZO63CGH17 29364WBP2 614000.00000000 PA USD 618200.10000000 0.060417992054 Long DBT CORP US N 2 2034-09-15 Fixed 5.15000000 N N N N N N SREIT COMMERCIAL MORTGAGE TRUST N/A 85236WCL8 760000.00000000 PA USD 759532.16000000 0.074230670632 Long ABS-MBS CORP US Y 2 2036-11-15 Floating 5.99654000 N N N N N N FRONTIER ISSUER LLC N/A 35910EAA2 558062.00000000 PA USD 566857.19000000 0.055400141801 Long ABS-MBS CORP US Y 2 2053-08-20 Fixed 6.60000000 N N N N N N NEVADA HSG DIV SINGLE FAMILY MTG REV N/A 641279B37 170000.00000000 PA USD 163786.36000000 0.016007184400 Long DBT MUN US N 2 2039-10-01 Fixed 5.13200000 N N N N N N Government National Mortgage Association N/A 38384BM40 257732.09000000 PA USD 259647.55000000 0.025375899507 Long ABS-MBS USGA US N 2 2046-01-20 Fixed 5.50000000 N N N N N N NORTH CAROLINA HSG FIN AGY HOMEOWNERSHIP REV N/A 65820BCF1 200000.00000000 PA USD 196432.82000000 0.019197791391 Long DBT MUN US N 2 2050-07-01 Fixed 5.79800000 N N N N N N FIDELIS INSURANCE HOLDINGS LIMITED 549300CDMGCAGJQ7DX03 31575FAC0 664000.00000000 PA USD 684909.34000000 0.066937625960 Long DBT CORP BM N 2 2055-06-15 Fixed 7.75000000 N N N N N N KENNAMETAL INC. 549300GZDSG25XUV0Y08 489170AE0 975000.00000000 PA USD 978070.26000000 0.095588857390 Long DBT CORP US N 2 2028-06-15 Fixed 4.62500000 N N N N N N ALLEGHENY CNTY PA ARPT AUTH ARPT REV N/A 01728LJZ6 255000.00000000 PA USD 263334.68000000 0.025736250453 Long DBT MUN US N 2 2037-01-01 Fixed 5.61600000 N N N N N N JETBLUE AIRWAYS CORPORATION 54930070J9H97ZO93T57 477143AH4 156229.50000000 PA USD 135243.47000000 0.013217627910 Long DBT CORP US N 2 2033-11-15 Fixed 2.75000000 N N N N N N DRYDEN CLO LTD N/A 26253TAC9 109696.00000000 PA USD 109834.55000000 0.010734360879 Long ABS-MBS CORP US Y 2 2036-10-15 Floating 6.25610000 N N N N N N RHODE ISLAND HSG & MTG FIN CORP N/A 76221SCU3 200000.00000000 PA USD 205974.04000000 0.020130274828 Long DBT MUN US N 2 2039-10-01 Fixed 5.71000000 N N N N N N DIRECTV FINANCING, LLC N/A 25460HAD4 1000000.00000000 PA USD 990450.00000000 0.096798755339 Long LON CORP US N 2 2029-08-02 Floating 9.79000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 95003LAG5 200000.00000000 PA USD 199878.85000000 0.019534579129 Long ABS-MBS CORP US Y 2 2040-02-15 Floating 5.87700000 N N N N N N KUBOTA CREDIT OWNER TRUST N/A 50117DAD8 129000.00000000 PA USD 131974.29000000 0.012898124093 Long ABS-MBS CORP US Y 2 2030-05-15 Fixed 5.19000000 N N N N N N DELTA AIR LINES, INC. Q2CCMS6R0AS67HJMBN42 247361A32 1298000.00000000 PA USD 1307671.85000000 0.127801511911 Long DBT CORP US N 2 2030-07-10 Fixed 5.25000000 N N N N N N SCCU AUTO RECEIVABLES TRUST N/A 805922AL5 429952.00000000 PA USD 446300.87000000 0.043617919857 Long ABS-MBS CORP US Y 2 2030-04-15 Fixed 6.61000000 N N N N N N CLOUD CAPITAL DATA CENTERS N/A 102104AA4 604160.00000000 PA USD 611762.25000000 0.059788807474 Long ABS-MBS CORP US Y 2 2049-11-22 Fixed 5.78100000 N N N N N N SHR TRUST N/A 784234AC0 376873.00000000 PA USD 376550.86000000 0.036801105123 Long ABS-MBS CORP US Y 2 2041-10-15 Floating 6.76176000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W2DU2 4803461.00000000 PA USD 4820389.31000000 0.471106754969 Long ABS-MBS USGSE US N 2 2055-06-01 Fixed 5.50000000 N N N N N N GREENVILLE SPARTANBURG S C ARPT DIST ARPT SYS REV N/A 396613DV0 20000.00000000 PA USD 19967.12000000 0.001951428505 Long DBT MUN US N 2 2035-07-01 Fixed 5.10600000 N N N N N N CHARLESTON CNTY S C ARPT DIST ARPT SYS REV N/A 160070FM5 730000.00000000 PA USD 729639.43000000 0.071309191448 Long DBT MUN US N 2 2034-07-01 Fixed 4.62700000 N N N N N N BANQUE ROYALE DU CANADA ES7IP3U3RHIGC71XBU11 78016HZW3 578000.00000000 PA USD 591846.26000000 0.057842376011 Long DBT CORP CA N 2 2034-02-01 Fixed 5.15000000 N N N N N N ARI FLEET LEASE TRUST N/A 04033CAE6 135417.00000000 PA USD 135783.91000000 0.013270446244 Long ABS-MBS CORP US Y 2 2034-01-17 Fixed 4.90000000 N N N N N N BROWN & BROWN, INC. 549300PC8KTJ71XKFY89 115236AG6 549000.00000000 PA USD 563616.00000000 0.055083373506 Long DBT CORP US N 2 2034-06-11 Fixed 5.65000000 N N N N N N LAD AUTO RECEIVABLES TRUST N/A 50571AAE1 182141.00000000 PA USD 185323.71000000 0.018112074776 Long ABS-MBS CORP US Y 2 2028-10-16 Fixed 6.39000000 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 89236TNB7 1395000.00000000 PA USD 1431330.43000000 0.139886924229 Long DBT CORP US N 2 2035-01-09 Fixed 5.35000000 N N N N N N CHASE AUTO OWNER TRUST N/A 16144LAF3 295000.00000000 PA USD 301839.17000000 0.029499374999 Long ABS-MBS CORP US Y 2 2030-02-28 Fixed 5.41000000 N N N N N N SCF EQUIPMENT LEASING LLC N/A 783896AC7 3000000.00000000 PA USD 3069855.44000000 0.300023409221 Long ABS-MBS CORP US Y 2 2032-01-20 Fixed 5.52000000 N N N N N N CHASE AUTO OWNER TRUST N/A 16144JAG6 200000.00000000 PA USD 201665.66000000 0.019709207817 Long ABS-MBS CORP US Y 2 2030-06-25 Fixed 5.40000000 N N N N N N CHESAPEAKE FUNDING LLC 549300LG5AUFDML64706 165183DG6 192000.00000000 PA USD 195831.34000000 0.019139007489 Long ABS-MBS CORP US Y 2 2036-05-15 Fixed 5.60000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TR9 921000.00000000 PA USD 751334.53000000 0.073429499063 Long DBT UST US N 2 2053-05-15 Fixed 3.62500000 N N N N N N SWITCH ABS ISSUER LLC N/A 871044AL7 500978.00000000 PA USD 494010.25000000 0.048280657605 Long ABS-MBS CORP US Y 2 2055-03-25 Fixed 5.03600000 N N N N N N Government National Mortgage Association 2 N/A 36179YKQ6 1732621.49500000 PA USD 1666212.08000000 0.162842400399 Long ABS-MBS USGA US N 2 2053-11-20 Fixed 4.50000000 N N N N N N ALBERTSONS COMPANIES, INC. 549300YKWOC0AOR16R51 01309QAA6 855000.00000000 PA USD 875360.55000000 0.085550822063 Long DBT CORP US Y 2 2028-02-15 Fixed 6.50000000 N N N N N N EVERI HOLDINGS INC. 5299006DK5S7BG10K532 30034TAA1 352000.00000000 PA USD 355568.38000000 0.034750443356 Long DBT CORP US Y 2 2029-07-15 Fixed 5.00000000 N N N N N N EMERGENT AUTO RECEIVABLES TRUST N/A 293601AL4 48794.00000000 PA USD 50827.69000000 0.004967496722 Long ABS-MBS CORP US Y 2 2030-04-15 Fixed 6.77000000 N N N N N N AADVANTAGE LOYALTY IP LTD. N/A 00253XAB7 1204819.00000000 PA USD 1207630.84000000 0.118024294231 Long DBT CORP KY Y 2 2029-04-20 Fixed 5.75000000 N N N N N N HAWAII ST N/A 419792R57 310000.00000000 PA USD 305342.50000000 0.029841762786 Long DBT MUN US N 2 2043-10-01 Fixed 5.10900000 N N N N N N Government National Mortgage Association 2 N/A 3618J6EV0 341999.01000000 PA USD 343810.97000000 0.033601367023 Long ABS-MBS USGA US N 2 2054-10-20 Fixed 7.50000000 N N N N N N SK hynix Inc. 988400XAIK6XISWQV045 78392BAF4 858000.00000000 PA USD 924532.46000000 0.090356495935 Long DBT CORP KR Y 2 2033-01-17 Fixed 6.50000000 N N N N N SOUTH DAKOTA HSG DEV AUTH N/A 83756LDP7 768000.00000000 PA USD 782385.59000000 0.076464184267 Long DBT MUN US N 2 2040-11-01 Fixed 5.87800000 N N N N N N VOYAGER PARENT, LLC 2549002DYVI4ACSV4V71 92921EAA0 1772000.00000000 PA USD 1846877.21000000 0.180499182384 Long DBT CORP US Y 2 2032-07-01 Fixed 9.25000000 N N N N N N TRILLIUM CREDIT CARD TRUST II N/A 89621ABR9 100000.00000000 PA USD 101287.24000000 0.009899014350 Long ABS-MBS CORP US Y 2 2033-03-28 Fixed 5.34790000 N N N N N N MORGAN STANLEY CAPITAL I TRUST N/A 61773PAE1 500000.00000000 PA USD 423581.21000000 0.041397479845 Long ABS-MBS CORP US Y 2 2031-11-09 Variable 2.90346000 N N N N N N KELLANOVA LONOZNOJYIBXOHXWDB86 487836BQ0 311000.00000000 PA USD 266247.99000000 0.026020974348 Long DBT CORP US N 2 2046-04-01 Fixed 4.50000000 N N N N N N GRANITE PARK EQUIPMENT LEASING LLC N/A 387422AD0 97000.00000000 PA USD 101189.85000000 0.009889496221 Long ABS-MBS CORP US Y 2 2033-04-20 Fixed 6.62000000 N N N N N N Asplundh Tree Expert, LLC 549300R0YQTCFHYAL481 04538FAE9 247875.00000000 PA USD 248055.95000000 0.024243028133 Long LON CORP US N 2 2031-05-08 Floating 6.08000000 N N N N N N MASTER CREDIT CARD TRUST II N/A 576339CR4 500000.00000000 PA USD 482761.47000000 0.047181290748 Long ABS-MBS CORP US Y 2 2028-07-21 Fixed 2.38000000 N N N N N N NMEF FUNDING LLC N/A 62919UAB9 258839.08000000 PA USD 260238.48000000 0.025433652335 Long ABS-MBS CORP US Y 2 2031-12-15 Fixed 5.15000000 N N N N N N HILTON USA TRUST N/A 43300LAG5 350000.00000000 PA USD 345742.13000000 0.033790103339 Long ABS-MBS CORP US Y 2 2038-11-05 Variable 4.19350000 N N N N N N FLUTTER ENTERTAINMENT PUBLIC LIMITED COMPANY 635400EG4YIJLJMZJ782 N3313EAG5 697234.85000000 PA USD 694620.22000000 0.067886690625 Long LON CORP IE N 2 2030-11-30 Floating 6.05000000 N N N N N N SWEPCO STORM RECOVERY FUNDING LLC N/A 870696AA9 494000.00000000 PA USD 490852.60000000 0.047972053849 Long DBT CORP US N 2 2041-09-01 Fixed 8.48000000 N N N N N N Government National Mortgage Association 2 N/A 36179WXL7 275020.24000000 PA USD 251470.69000000 0.024576757833 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 3.50000000 N N N N N N MARTIN MARIETTA MATERIALS, INC. 5299005MZ4WZECVATV08 573284BB1 783000.00000000 PA USD 754630.02000000 0.073751574211 Long DBT CORP US N 2 2054-12-01 Fixed 5.50000000 N N N N N N FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST N/A 35105NAD1 313000.00000000 PA USD 313320.88000000 0.030621506593 Long ABS-MBS CORP US Y 2 2028-03-15 Fixed 5.35000000 N N N N N N GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C. N/A 39154GAM8 698171.00000000 PA USD 701310.67000000 0.068540562332 Long ABS-MBS CORP US Y 2 2033-01-18 Fixed 5.01000000 N N N N N N CALPINE CORPORATION 43R4VPJBXTU2O15HEF41 131347CN4 870000.00000000 PA USD 869188.91000000 0.084947654745 Long DBT CORP US Y 2 2028-03-15 Fixed 5.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W1MZ3 6054102.32000000 PA USD 6061048.49000000 0.592358978124 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 5.50000000 N N N N N N DELTA AIR LINES, INC. Q2CCMS6R0AS67HJMBN42 247361ZT8 201000.00000000 PA USD 192162.53000000 0.018780446995 Long DBT CORP US N 2 2029-10-28 Fixed 3.75000000 N N N N N N MASTER CREDIT CARD TRUST II N/A 576339DY8 171000.00000000 PA USD 171527.28000000 0.016763720743 Long ABS-MBS CORP US Y 2 2028-01-21 Fixed 6.02000000 N N N N N N ROYAL CARIBBEAN CRUISES LTD. K2NEH8QNVW44JIWK7Z55 780153BU5 2900000.00000000 PA USD 2980968.00000000 0.291336253325 Long DBT CORP LR Y 2 2032-03-15 Fixed 6.25000000 N N N N N N Government National Mortgage Association 2 N/A 3622ADLA4 623635.17000000 PA USD 546397.00000000 0.053400524530 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 3.00000000 N N N N N N HUDSON YARDS MORTGAGE TRUST N/A 44855PAC2 274000.00000000 PA USD 281834.66000000 0.027544292290 Long ABS-MBS CORP US Y 2 2040-01-13 Fixed 5.75807000 N N N N N N ROGERS COMMUNICATIONS INC. 5493000M6Z4XFIP6PF03 775109CH2 625000.00000000 PA USD 580778.52000000 0.056760702573 Long DBT CORP CA N 2 2032-03-15 Fixed 3.80000000 N N N N N N SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC 254900Z1WAY7QFQ7O850 83007CAE2 81000.00000000 PA USD 80111.46000000 0.007829460968 Long DBT CORP US Y 2 2034-10-01 Fixed 5.58400000 N N N N N N SONOCO PRODUCTS COMPANY. GKOMIK4RDJGHEF0VNP11 835495AS1 1230000.00000000 PA USD 1196992.74000000 0.116984610411 Long DBT CORP US N 2 2034-09-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XPYE3 450262.96000000 PA USD 453099.54000000 0.044282368132 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 5.50000000 N N N N N N DIRECTV FINANCING, LLC N/A 25461LAA0 1047000.00000000 PA USD 1043419.49000000 0.101975574666 Long DBT CORP US Y 2 2027-08-15 Fixed 5.87500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKC2 693000.00000000 PA USD 587394.14000000 0.057407260988 Long DBT CORP US N 2 2036-09-21 Fixed 2.48200000 N N N N N N PUBLIC STORAGE OPERATING COMPANY 549300LMZF40TKJ6DM64 74464AAD3 944000.00000000 PA USD 940418.74000000 0.091909095390 Long DBT CORP US N 2 2035-07-01 Fixed 5.00000000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 34528EAD3 102000.00000000 PA USD 102102.45000000 0.009978686533 Long ABS-MBS CORP US Y 2 2034-11-15 Fixed 5.16000000 N N N N N N FLORIDA GAS TRANSMISSION COMPANY, LLC 549300Q0UQF87NXNOC32 340711BC3 423000.00000000 PA USD 433001.19000000 0.042318114243 Long DBT CORP US Y 2 2035-07-15 Fixed 5.75000000 N N N N N N HERC HOLDINGS INC N/A BL5093325 500000.00000000 PA USD 501460.00000000 0.049008737293 Long LON CORP US N 2 2032-05-17 Floating 6.32000000 N N N N N N LAD AUTO RECEIVABLES TRUST N/A 505713AE7 200000.00000000 PA USD 201403.14000000 0.019683551187 Long ABS-MBS CORP US Y 2 2028-09-15 Fixed 5.58000000 N N N N N N LAD AUTO RECEIVABLES TRUST N/A 50571AAF8 212497.00000000 PA USD 218464.13000000 0.021350957514 Long ABS-MBS CORP US Y 2 2029-03-15 Fixed 6.76000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133GGY31 460312.16000000 PA USD 409072.95000000 0.039979557174 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 1.50000000 N N N N N N DBWF MORTGAGE TRUST N/A 23307KAA5 232143.00000000 PA USD 232094.04000000 0.022683037198 Long ABS-MBS CORP US Y 2 2034-04-15 Floating 6.07000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VCL5 1299000.00000000 PA USD 1309263.52000000 0.127957069157 Long DBT CORP US N 2 2036-01-15 Fixed 5.20000000 N N N N N N AIRCASTLE LIMITED 549300PNK8AKY3OIKP58 00928QAW1 146000.00000000 PA USD 144591.43000000 0.014131223642 Long DBT CORP BM Y 2 2199-12-31 Fixed 5.25000000 N N N N N N CARMAX AUTO OWNER TRUST N/A 14318XAG0 190000.00000000 PA USD 198183.65000000 0.019368903678 Long ABS-MBS CORP US N 2 2030-04-15 Fixed 7.16000000 N N N N N N METROPOLITAN GOVT NASHVILLE & DAVIDSON CNTY TENN SPORTS AUTH REV N/A 592090LX0 75000.00000000 PA USD 77174.99000000 0.007542473598 Long DBT MUN US N 2 2035-07-01 Fixed 5.26800000 N N N N N N HYATT HOTELS CORPORATION T27JQIMTYSH41TCD5186 448579AV4 333000.00000000 PA USD 341918.96000000 0.033416456918 Long DBT CORP US N 2 2032-03-30 Fixed 5.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CV3P7 197830.97200000 PA USD 198658.52000000 0.019415313719 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.50000000 N N N N N N PANTHER ESCROW ISSUER, LLC N/A 69867RAA5 591000.00000000 PA USD 614124.52000000 0.060019677075 Long DBT CORP US Y 2 2031-06-01 Fixed 7.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BVW61 4194576.22000000 PA USD 4185549.87000000 0.409062565325 Long ABS-MBS USGSE US N 2 2054-05-25 Fixed 5.00000000 N N N N N N AMERICAN HERITAGE AUTO RECEIVABLES TRUST N/A 026944AG3 111595.00000000 PA USD 112887.00000000 0.011032683218 Long ABS-MBS CORP US Y 2 2033-01-18 Fixed 6.34000000 N N N N N N CREDIT ACCEPTANCE AUTO LOAN TRUST N/A 224936AE4 196000.00000000 PA USD 203819.20000000 0.019919677797 Long ABS-MBS CORP US Y 2 2033-12-15 Fixed 7.62000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWE74 201776.61000000 PA USD 198677.18000000 0.019417137400 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.00000000 N N N N N N SREIT COMMERCIAL MORTGAGE TRUST N/A 85236WCG9 500000.00000000 PA USD 499688.02000000 0.048835557972 Long ABS-MBS CORP US Y 2 2036-11-15 Floating 5.59734000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DS5 50000.00000000 PA USD 57755.11000000 0.005644528004 Long DBT CORP GB N 2 2033-11-03 Fixed 8.11300000 N N N N N N Government National Mortgage Association 2 N/A 3622AB3J9 570889.66000000 PA USD 515493.68000000 0.050380278266 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 3.50000000 N N N N N N LAD AUTO RECEIVABLES TRUST N/A 505920AG3 162212.00000000 PA USD 167427.46000000 0.016363036738 Long ABS-MBS CORP US Y 2 2031-10-15 Fixed 6.37000000 N N N N N N HUDSON YARDS MORTGAGE TRUST N/A 44421LAA0 434724.00000000 PA USD 424378.15000000 0.041475366462 Long ABS-MBS CORP US Y 2 2038-08-10 Fixed 2.83500000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023AX3 1664000.00000000 PA USD 1815207.68000000 0.177404052810 Long DBT CORP US N 2 2039-03-15 Fixed 6.87500000 N N N N N N KANKAKEE ILL N/A 484404B56 65000.00000000 PA USD 64500.12000000 0.006303731975 Long DBT MUN US N 2 2036-12-01 Fixed 5.28200000 N N N N N N 720 EAST CLO LTD N/A 81785AAL2 442000.00000000 PA USD 442276.25000000 0.043224585305 Long ABS-MBS CORP US Y 2 2038-01-20 Floating 5.89317000 N N N N N N BARINGS EQUIPMENT FINANCE LLC N/A 06764MAD6 1031000.00000000 PA USD 1054943.36000000 0.103101826646 Long ABS-MBS CORP US Y 2 2050-06-13 Fixed 5.02000000 N N N N N N VOYAGER PARENT LLC N/A BL5083276 1775000.00000000 PA USD 1754782.75000000 0.171498597699 Long LON CORP US N 2 2032-05-10 None 0.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179YHT4 417960.02000000 PA USD 426480.76000000 0.041680858947 Long ABS-MBS USGA US N 2 2053-10-20 Fixed 6.00000000 N N N N N N ZAYO ISSUER, LLC N/A 98919WAA1 382789.00000000 PA USD 388438.39000000 0.037962898357 Long ABS-MBS CORP US Y 2 2055-03-20 Fixed 5.64800000 N N N N N N 7-ELEVEN, INC. 549300K23JPL0SS3LB18 817826AE0 1559000.00000000 PA USD 1320535.36000000 0.129058689716 Long DBT CORP US Y 2 2031-02-10 Fixed 1.80000000 N N N N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 143658BW1 1649000.00000000 PA USD 1737936.55000000 0.169852183248 Long DBT CORP PA Y 2 2029-08-15 Fixed 7.00000000 N N N N N N SANTANDER BANK, N.A. N/A 80290CAU8 497595.84000000 PA USD 499977.73000000 0.048863871938 Long ABS-MBS CORP US Y 2 2032-05-15 Fixed 9.96500000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING N/A 05377REQ3 200000.01000000 PA USD 199466.00000000 0.019494230433 Long ABS-MBS CORP US Y 2 2026-08-20 Fixed 3.34000000 N N N N N N CHESAPEAKE FUNDING LLC 549300LG5AUFDML64706 165183CW2 57000.00000000 PA USD 57227.96000000 0.005593008530 Long ABS-MBS CORP US Y 2 2035-05-15 Fixed 5.59000000 N N N N N N GLOBAL PAYMENTS INC. 549300NOMHGVQBX6S778 37961CU26 9500000.00000000 PA USD 9497414.10000000 0.928202194782 Long STIV CORP US Y 2 N N N PENNSYLVANIA HSG FIN AGY SINGLE FAMILY MTG REV N/A 70879QXK4 195000.00000000 PA USD 195041.76000000 0.019061840180 Long DBT MUN US N 2 2039-10-01 Fixed 5.71200000 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83368RBK7 250000.00000000 PA USD 184587.93000000 0.018040165454 Long DBT CORP FR Y 2 2043-01-21 Fixed 4.02700000 N N N N N N EVERGREEN CREDIT CARD TRUST N/A 30023JCT3 267000.00000000 PA USD 268330.19000000 0.026224472120 Long ABS-MBS CORP US Y 2 2028-10-16 Fixed 5.64000000 N N N N N N CHASE AUTO OWNER TRUST N/A 16144CAG1 242000.00000000 PA USD 251947.02000000 0.024623310563 Long ABS-MBS CORP US Y 2 2031-08-25 Fixed 6.15000000 N N N N N N Olin Corporation 549300GKK294V7W57P06 680665AN6 1000000.00000000 PA USD 985253.34000000 0.096290874860 Long DBT CORP US Y 2 2033-04-01 Fixed 6.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPW20 440613.67000000 PA USD 423495.87000000 0.041389139388 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 06406YAB8 960000.00000000 PA USD 977219.97000000 0.095505756765 Long DBT CORP US N 2 2039-07-21 Fixed 5.60600000 N N N N N N AS MILEAGE PLAN IP LTD. N/A G0541TAB1 122875.00000000 PA USD 123274.34000000 0.012047859737 Long LON CORP KY N 2 2031-10-15 Floating 6.27000000 N N N N N N HUNTINGTON AUTO TRUST N/A 44644NAG4 494821.60000000 PA USD 498370.32000000 0.048706776388 Long ABS-MBS CORP US Y 2 2032-10-20 Fixed 5.44200000 N N N N N N JEFFERIES FINANCE LLC 549300SKVB18YSSIDT75 47232MAG7 326000.00000000 PA USD 324987.25000000 0.031761685396 Long DBT CORP US Y 2 2031-10-15 Fixed 6.62500000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 34535QAD7 750000.00000000 PA USD 769352.01000000 0.075190385164 Long ABS-MBS CORP US Y 2 2035-08-15 Fixed 6.26000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DURA7 1663678.83000000 PA USD 1671400.71000000 0.163349496088 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LER82 502816.00000000 PA USD 423871.90000000 0.041425889588 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 2.13000000 N N N N N N HERTZ VEHICLE FINANCING III LLC N/A 42806MAP4 1000000.00000000 PA USD 953178.80000000 0.093156162810 Long ABS-MBS CORP US Y 2 2028-06-26 Fixed 2.65000000 N N N N N N Government National Mortgage Association 2 N/A 36179XZL3 150824.71000000 PA USD 152087.28000000 0.014863808780 Long ABS-MBS USGA US N 2 2038-08-20 Fixed 5.00000000 N N N N N N AON CORPORATION LTS3U8DGK38SETRUWX71 03740LAG7 1298000.00000000 PA USD 1336660.34000000 0.130634617823 Long DBT CORP US N 2 2033-02-28 Fixed 5.35000000 N N N N N N MASTER CREDIT CARD TRUST II N/A 576339DH5 250000.00000000 PA USD 250437.11000000 0.024475743892 Long ABS-MBS CORP US Y 2 2027-06-21 Fixed 5.87000000 N N N N N N JANUS INTERNATIONAL GROUP, LLC 549300EG57ZJJG8NC776 47102DAN9 44440.00000000 PA USD 44262.24000000 0.004325841527 Long LON CORP US N 2 2030-08-05 Floating 6.78000000 N N N N N N MMAF EQUIPMENT FINANCE LLC N/A 55317WAD3 152000.00000000 PA USD 155497.04000000 0.015197051775 Long ABS-MBS CORP US Y 2 2038-12-13 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BYCX5 213007.37000000 PA USD 209593.00000000 0.020483963378 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.00000000 N N N N N N RYAN SPECIALTY, LLC 549300K52N7QBO3PYY45 78351GAA3 2080000.00000000 PA USD 2094879.12000000 0.204736929075 Long DBT CORP US Y 2 2032-08-01 Fixed 5.87500000 N N N N N N VOYA CLO N/A 92918EAN7 220000.00000000 PA USD 219824.00000000 0.021483860461 Long ABS-MBS CORP US Y 2 2034-07-16 Floating 6.22215000 N N N N N N ONEDIGITAL BORROWER LLC 2549009GTKWWAO1E9X77 68277FAN9 124062.50000000 PA USD 123713.88000000 0.012090816903 Long LON CORP US N 2 2031-07-02 Floating 7.33000000 N N N N N N NEW ECONOMY ASSETS PHASE I SPONSOR LLC N/A 643821AB7 366000.00000000 PA USD 335563.99000000 0.032795372374 Long ABS-MBS CORP US Y 2 2061-10-20 Fixed 2.41000000 N N N N N N MTN COMMERCIAL MORTGAGE TRUST N/A 62475WAE5 250000.00000000 PA USD 250169.33000000 0.024449573192 Long ABS-MBS CORP US Y 2 2039-03-15 Floating 6.70606000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KLPT8 1066617.86000000 PA USD 923186.15000000 0.090224918235 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 3.00000000 N N N N N N ARI FLEET LEASE TRUST N/A 00218KAE3 50000.00000000 PA USD 50957.91000000 0.004980223396 Long ABS-MBS CORP US Y 2 2032-11-15 Fixed 6.05000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M7LP4 935488.76000000 PA USD 936855.49000000 0.091560851496 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 5.50000000 N N N N N N ARTHUR J. GALLAGHER & CO. 54930049QLLMPART6V29 04316JAH2 355000.00000000 PA USD 363584.09000000 0.035533835502 Long DBT CORP US N 2 2034-07-15 Fixed 5.45000000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 34528EAC5 950000.00000000 PA USD 948504.41000000 0.092699324874 Long ABS-MBS CORP US Y 2 2034-11-15 Fixed 4.67000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427NPL7 5237337.42000000 PA USD 5031792.70000000 0.491767651558 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 4.50000000 N N N N N N NEW JERSEY ST HSG & MTG FIN AGY REV N/A 64613AMT6 1465000.00000000 PA USD 1472386.47000000 0.143899417107 Long DBT MUN US N 2 2040-10-01 Fixed 5.84800000 N N N N N N 720 EAST CLO LTD N/A 817941AJ6 184000.00000000 PA USD 184575.92000000 0.018038991692 Long ABS-MBS CORP US Y 2 2036-10-15 Floating 9.45198000 N N N N N N BLOCK, INC. 549300OHIIUWSTIZME52 852234AS2 2674000.00000000 PA USD 2758827.30000000 0.269625976915 Long DBT CORP US N 2 2032-05-15 Fixed 6.50000000 N N N N N N VERIZON MASTER TRUST N/A 92348KCT8 1105000.00000000 PA USD 1124940.77000000 0.109942820300 Long ABS-MBS CORP US N 2 2030-04-22 Fixed 5.73000000 N N N N N N LADDER CAPITAL FINANCE HOLDINGS LLLP 254900TBF2Z4GR7NSX02 505742AR7 1963000.00000000 PA USD 2051652.35000000 0.200512286202 Long DBT CORP US Y 2 2031-07-15 Fixed 7.00000000 N N N N N N FORD CREDIT FLOORPLAN MASTER OWNER TRUST A 5493001DTG5N7T8BG747 34528QJR6 1829000.00000000 PA USD 1843372.33000000 0.180156643112 Long ABS-MBS CORP US Y 2 2031-09-15 Fixed 4.61000000 N N N N N N FRONTIER ISSUER LLC N/A 35910EAC8 5137383.00000000 PA USD 5403983.90000000 0.528142677968 Long ABS-MBS CORP US Y 2 2053-08-20 Fixed 11.50000000 N N N N N N COTY INC. 549300BO9IWPF3S48F93 22207AAA0 1254000.00000000 PA USD 1283189.48000000 0.125408798554 Long DBT CORP US Y 2 2030-07-15 Fixed 6.62500000 N N N N N N M&T EQUIPTMENT LLC N/A 551925AB6 109801.37000000 PA USD 110433.27000000 0.010792875040 Long ABS-MBS CORP US Y 2 2030-07-15 Fixed 5.74000000 N N N N N N CREDIT ACCEPTANCE AUTO LOAN TRUST N/A 224927AE3 2493000.00000000 PA USD 2569303.07000000 0.251103376511 Long ABS-MBS CORP US Y 2 2033-07-15 Fixed 7.71000000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST N/A 03066JAE3 500000.00000000 PA USD 491060.79000000 0.047992400694 Long ABS-MBS CORP US N 2 2027-08-18 Fixed 1.41000000 N N N N N N SBNA AUTO RECEIVABLES TRUST N/A 78437XAD8 277000.00000000 PA USD 278093.61000000 0.027178671629 Long ABS-MBS CORP US Y 2 2031-09-15 Fixed 5.34000000 N N N N N N HERTZ VEHICLE FINANCING III LLC N/A 42806MCA5 125000.00000000 PA USD 127044.61000000 0.012416336130 Long ABS-MBS CORP US Y 2 2028-02-25 Fixed 5.94000000 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00913WU94 3000000.00000000 PA USD 2996468.40000000 0.292851139919 Long STIV CORP US Y 2 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBP9 750000.00000000 PA USD 689044.90000000 0.067341802910 Long DBT RF GB N 2 2035-09-23 Fixed 3.56400000 N N N N N N COLUMBIA CENT CLO LIMITED N/A 19737TAN6 250000.00000000 PA USD 249295.25000000 0.024364147520 Long ABS-MBS CORP US Y 2 2034-07-20 Fixed 5.19600000 N N N N N N GLS AUTO RECEIVABLES TRUST N/A 36261XAJ4 2500000.00000000 PA USD 2464929.75000000 0.240902753091 Long ABS-MBS CORP US Y 2 2028-05-15 Fixed 2.87000000 N N N N N N CREDIT ACCEPTANCE AUTO LOAN TRUST N/A 224936AC8 118000.00000000 PA USD 120947.80000000 0.011820482105 Long ABS-MBS CORP US Y 2 2033-10-17 Fixed 7.09000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QQK95 690903.78000000 PA USD 644163.98000000 0.062955496489 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H7QH9 2546606.00000000 PA USD 2279437.15000000 0.222774172340 Long ABS-MBS USGSE US N 2 2032-05-25 Variable 2.58000000 N N N N N N DLLAD LLC N/A 23346MAD8 128980.00000000 PA USD 133290.88000000 0.013026797195 Long ABS-MBS CORP US Y 2 2031-09-22 Fixed 5.38000000 N N N N N N DRAFTKINGS INC. 2549006G33IUL6IVOD83 23326SAB3 700000.00000000 PA USD 697375.00000000 0.068155921050 Long LON CORP US N 2 2032-03-04 Floating 6.08000000 N N N N N N SYNOPSYS, INC. QG7T915N9S0NY5UKNE63 871607AE7 917000.00000000 PA USD 924418.53000000 0.090345361317 Long DBT CORP US N 2 2035-04-01 Fixed 5.15000000 N N N N N N Government National Mortgage Association N/A 38383HHS1 162368.54000000 PA USD 142167.99000000 0.013894375769 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 3.00000000 N N N N N N BPR TRUST N/A 05592AAA8 500000.00000000 PA USD 498943.21000000 0.048762766129 Long ABS-MBS CORP US Y 2 2038-09-15 Floating 5.47624000 N N N N N N PAYCHEX, INC. 529900K900DW6SUBM174 704326AC1 1005000.00000000 PA USD 1038739.10000000 0.101518150338 Long DBT CORP US N 2 2035-04-15 Fixed 5.60000000 N N N N N N SLG OFFICE TRUST N/A 78449RAG0 500000.00000000 PA USD 436853.53000000 0.042694611509 Long ABS-MBS CORP US Y 2 2041-07-15 Fixed 2.85061000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 16117LCE7 572518.00000000 PA USD 573308.07000000 0.056030599830 Long LON CORP US N 2 2031-12-15 Floating 6.54000000 N N N N N N SBNA AUTO LEASE TRUST N/A 78437VAG5 132657.00000000 PA USD 134617.58000000 0.013156458368 Long ABS-MBS CORP US Y 2 2028-12-20 Fixed 5.55000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810PU6 27727000.00000000 PA USD 29459937.50000000 2.879181465369 Long DBT UST US N 2 2037-05-15 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W1FZ1 5472509.78000000 PA USD 5100762.90000000 0.498508253825 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 4.00000000 N N N N N N WHEELS FLEET LEASE FUNDING LLC N/A 96328GAS6 84534.56000000 PA USD 85111.42000000 0.008318117543 Long ABS-MBS CORP US Y 2 2038-04-18 Fixed 5.80000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TT5 7019000.00000000 PA USD 6271037.81000000 0.612881674687 Long DBT UST US N 2 2053-08-15 Fixed 4.12500000 N N N N N N NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV N/A 64972KDM4 225000.00000000 PA USD 225047.36000000 0.021994350386 Long DBT MUN US N 2 2044-11-01 Fixed 5.89600000 N N N N N N THE CHARLES SCHWAB CORPORATION 549300VSGCJ7E698NM85 808513CE3 352000.00000000 PA USD 373359.90000000 0.036489245912 Long DBT CORP US N 2 2034-05-19 Fixed 5.85300000 N N N N N N HPEFS EQUIPMENT TRUST N/A 403963AF8 151000.00000000 PA USD 152143.67000000 0.014869319893 Long ABS-MBS CORP US Y 2 2031-12-22 Fixed 5.82000000 N N N N N N BOFA AUTO TRUST N/A 09709AAC6 160000.00000000 PA USD 161525.16000000 0.015786192583 Long ABS-MBS CORP US Y 2 2028-11-15 Fixed 5.35000000 N N N N N N TAKEDA U.S. FINANCING, INC. 254900ZGPIBGBZ2N3A33 87406BAA0 944000.00000000 PA USD 944075.51000000 0.092266479190 Long DBT CORP US N 2 2035-07-07 Fixed 5.20000000 N N N N N N THE PNC FINANCIAL SERVICES GROUP, INC. CFGNEKW0P8842LEUIA51 693475CC7 523000.00000000 PA USD 539160.70000000 0.052693305757 Long DBT CORP US N 2 2036-01-29 Fixed 5.57500000 N N N N N N GXO LOGISTICS, INC. 5493007CNWMXN78JRN66 36262GAG6 996000.00000000 PA USD 1040050.51000000 0.101646317187 Long DBT CORP US N 2 2034-05-06 Fixed 6.50000000 N N N N N N BBVA Mexico, S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Mexico 549300WIWQK5Q9MCUN92 07336UAB9 952000.00000000 PA USD 988446.69000000 0.096602967652 Long DBT CORP MX Y 2 2039-01-08 Fixed 8.12500000 N N N N N N CHARLESTON CNTY S C SPL SOURCE REV N/A 160130BR0 250000.00000000 PA USD 227376.35000000 0.022221967462 Long DBT MUN US N 2 2029-12-01 Fixed 1.92200000 N N N N N N EMRLD BORROWER LP 5493000GJYE7GAQCUC61 26873CAB8 38000.00000000 PA USD 39340.05000000 0.003844785577 Long DBT CORP US Y 2 2031-07-15 Fixed 6.75000000 N N N N N N MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV N/A 594654YK5 380000.00000000 PA USD 365053.18000000 0.035677412748 Long DBT MUN US N 2 2039-12-01 Fixed 5.09600000 N N N N N N BROWN & BROWN, INC. 549300PC8KTJ71XKFY89 115236AN1 266000.00000000 PA USD 274360.38000000 0.026813815233 Long DBT CORP US N 2 2055-06-23 Fixed 6.25000000 N N N N N N Government National Mortgage Association 2 N/A 3622AB4W9 200422.37000000 PA USD 191976.13000000 0.018762229732 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 4.50000000 N N N N N N ACADIA HEALTHCARE COMPANY, INC. 5493005CW985Y9D0NC11 00404AAQ2 311000.00000000 PA USD 320824.00000000 0.031354802244 Long DBT CORP US Y 2 2033-03-15 Fixed 7.37500000 N N N N N SANTANDER BANK, N.A. N/A 80280BAD0 770100.00000000 PA USD 771848.30000000 0.075434352820 Long ABS-MBS CORP US Y 2 2033-01-18 Fixed 5.48300000 N N N N N N GTE AUTO RECEIVABLES TRUST N/A 362304AC1 651589.37000000 PA USD 652315.87000000 0.063752197793 Long ABS-MBS CORP US Y 2 2028-03-15 Fixed 5.18000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C4BY9 259126.39000000 PA USD 255687.01000000 0.024988827628 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.00000000 N N N N N N MERITAGE HOMES CORPORATION 52990044W9UMFJO2FB97 59001ABG6 592000.00000000 PA USD 594078.67000000 0.058060554121 Long DBT CORP US N 2 2035-03-15 Fixed 5.65000000 N N N N N N ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST N/A 03882LAJ9 500000.00000000 PA USD 461535.46000000 0.045106828283 Long ABS-MBS CORP US Y 2 2054-12-15 Variable 3.28412000 N N N N N N WHEELS FLEET LEASE FUNDING LLC N/A 96328GBJ5 195000.00000000 PA USD 201153.12000000 0.019659116208 Long ABS-MBS CORP US Y 2 2038-08-18 Fixed 6.94000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NDSP3 216824.64000000 PA USD 212889.51000000 0.020806138212 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N SECURITIZED TERM AUTO RECEIVABLES TRUST N/A 81378RAC8 342626.05000000 PA USD 345282.02000000 0.033745135824 Long ABS-MBS CORP US Y 2 2031-07-25 Fixed 5.18500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMMF0 243610.72000000 PA USD 249417.99000000 0.024376143158 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.00000000 N N N N N N ZIMMER BIOMET HOLDINGS, INC. 2P2YLDVPES3BXQ1FRB91 98956PAZ5 919000.00000000 PA USD 921548.23000000 0.090064840879 Long DBT CORP US N 2 2034-09-15 Fixed 5.20000000 N N N N N N Amcor Flexibles North America, Inc PTVU09TE3QPJPL7K4E13 02344AAA6 693000.00000000 PA USD 620487.95000000 0.060641588432 Long DBT CORP US N 2 2031-05-25 Fixed 2.69000000 N N N N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 143658BX9 77000.00000000 PA USD 78711.29000000 0.007692619418 Long DBT CORP PA Y 2 2033-02-15 Fixed 6.12500000 N N N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 P2121YAY4 250000.00000000 PA USD 249765.00000000 0.024410057173 Long LON CORP PA N 2 2028-10-18 Floating 6.31000000 N N N N N N CARVANA AUTO RECEIVABLES TRUST N/A 14687HAE3 174389.14000000 PA USD 167812.86000000 0.016400702688 Long ABS-MBS CORP US N 2 2028-09-11 Fixed 2.30000000 N N N N N N Government National Mortgage Association 2 N/A 3617F8RF3 475612.32000000 PA USD 455432.36000000 0.044510359522 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 4.50000000 N N N N N N 720 EAST CLO LTD N/A 817941AC1 245000.00000000 PA USD 245583.35000000 0.024001375750 Long ABS-MBS CORP US Y 2 2036-10-15 Floating 6.45198000 N N N N N N MASSACHUSETTS ST HSG FIN AGY HSG REV N/A 57587GP66 150000.00000000 PA USD 141240.26000000 0.013803706771 Long DBT MUN US N 2 2039-12-01 Fixed 4.93700000 N N N N N N SHR TRUST N/A 784234AG1 94218.00000000 PA USD 94134.53000000 0.009199965004 Long ABS-MBS CORP US Y 2 2041-10-15 Floating 7.91176000 N N N N N N SCCU AUTO RECEIVABLES TRUST N/A 805922AJ0 1500000.00000000 PA USD 1546571.26000000 0.151149652190 Long ABS-MBS CORP US Y 2 2029-11-15 Fixed 6.08000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BE6T5 205075.90000000 PA USD 196738.45000000 0.019227661252 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.50000000 N N N N N N STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 857477CG6 804000.00000000 PA USD 857406.35000000 0.083796120450 Long DBT CORP US N 2 2034-11-21 Fixed 6.12300000 N N N N N N BACARDI LIMITED 549300R32WTQNHNN5055 05635JAB6 154000.00000000 PA USD 153494.61000000 0.015001350092 Long DBT CORP BM Y 2 2033-06-15 Fixed 5.40000000 N N N N N N CCG RECEIVABLES TRUST N/A 12515XAD2 500000.00000000 PA USD 502221.91000000 0.049083200355 Long ABS-MBS CORP US Y 2 2032-10-14 Fixed 4.89000000 N N N N N N Government National Mortgage Association 2 N/A 36179XFE1 424768.62000000 PA USD 375738.87000000 0.036721747638 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TN8 763000.00000000 PA USD 623037.19000000 0.060890731003 Long DBT UST US N 2 2053-02-15 Fixed 3.62500000 N N N N N N Grupo Aeromexico, S.A.B. de C.V. N/A 40054JAD1 201000.00000000 PA USD 191837.20000000 0.018748651812 Long DBT CORP MX Y 2 2031-11-15 Fixed 8.62500000 N N N N N N Government National Mortgage Association 2 N/A 3622ACSK7 234535.47000000 PA USD 236324.22000000 0.023096461560 Long ABS-MBS USGA US N 2 2053-09-20 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWMY6 859091.42000000 PA USD 859281.81000000 0.083979413088 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.50000000 N N N N N N NRTH MORTGAGE TRUST N/A 67021HAA4 816000.00000000 PA USD 816519.16000000 0.079800129636 Long ABS-MBS CORP US Y 2 2041-03-15 Floating 5.95306000 N N N N N N SCCU AUTO RECEIVABLES TRUST N/A 805922AN1 226365.00000000 PA USD 235395.49000000 0.023005694830 Long ABS-MBS CORP US Y 2 2031-11-17 Fixed 7.34000000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 34535QAC9 1240000.00000000 PA USD 1265899.23000000 0.123718986166 Long ABS-MBS CORP US Y 2 2035-08-15 Fixed 5.58000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TW8 3590000.00000000 PA USD 3586073.44000000 0.350474476801 Long DBT UST US N 2 2043-11-15 Fixed 4.75000000 N N N N N N CHESAPEAKE FUNDING LLC 549300LG5AUFDML64706 165183CY8 196000.00000000 PA USD 198205.73000000 0.019371061603 Long ABS-MBS CORP US Y 2 2035-05-15 Fixed 6.69000000 N N N N N N Government National Mortgage Association 2 N/A 36179YAR5 642921.59000000 PA USD 634313.26000000 0.061992764968 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 5.00000000 N N N N N N MARTIN MARIETTA MATERIALS, INC. 5299005MZ4WZECVATV08 573284BA3 995000.00000000 PA USD 999471.42000000 0.097680437632 Long DBT CORP US N 2 2034-12-01 Fixed 5.15000000 N N N N N N FLORIDA HSG FIN CORP REV N/A 34074M8E4 45000.00000000 PA USD 42848.91000000 0.004187713822 Long DBT MUN US N 2 2039-07-01 Fixed 5.06900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XQLE5 5463023.70000000 PA USD 5093678.17000000 0.497815848306 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DUJN8 1988727.87000000 PA USD 1997205.93000000 0.195191123408 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.50000000 N N N N N N CHASE AUTO OWNER TRUST N/A 16144YAG3 187000.00000000 PA USD 192417.25000000 0.018805341315 Long ABS-MBS CORP US Y 2 2031-11-25 Fixed 5.79000000 N N N N N N Viking Cruises Ltd 549300IJP90T4MV2GL84 92676XAD9 378000.00000000 PA USD 377794.14000000 0.036922613485 Long DBT CORP BM Y 2 2027-09-15 Fixed 5.87500000 N N N N N N SANTANDER BANK, N.A. N/A 80290CCB8 133894.04000000 PA USD 135007.92000000 0.013194607114 Long ABS-MBS CORP US Y 2 2033-12-15 Fixed 5.63990000 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CCE3 618000.00000000 PA USD 635360.82000000 0.062095145204 Long DBT CORP US N 2 2034-06-15 Fixed 5.45000000 N N N N N N CLARUS CAPITAL FUNDING LLC N/A 18271JAD4 70000.00000000 PA USD 69664.49000000 0.006808456684 Long ABS-MBS CORP US Y 2 2032-08-20 Fixed 5.01000000 N N N N N N CARDS II TRUST N/A 14161GCP3 1350000.00000000 PA USD 1357617.19000000 0.132682774717 Long ABS-MBS CORP US Y 2 2031-03-17 Fixed 5.42000000 N N N N N N SFS AUTO RECEIVABLES SECURITIZATION TRUST N/A 78435VAF9 126000.00000000 PA USD 128546.63000000 0.012563131694 Long ABS-MBS CORP US Y 2 2032-01-20 Fixed 5.51000000 N N N N N N SCF EQUIPMENT LEASING LLC N/A 78437DAD2 1765427.00000000 PA USD 1801110.94000000 0.176026348851 Long ABS-MBS CORP US Y 2 2034-09-20 Fixed 5.23000000 N N N N N N HPEFS EQUIPMENT TRUST N/A 40444MAG6 265066.00000000 PA USD 267521.85000000 0.026145471357 Long ABS-MBS CORP US Y 2 2031-10-20 Fixed 5.35000000 N N N N N N DRIVETIME AUTO OWNER TRUST N/A 23345EAJ4 550000.00000000 PA USD 547298.15000000 0.053488595809 Long ABS-MBS CORP US Y 2 2028-07-17 Fixed 2.97000000 N N N N N N LAD AUTO RECEIVABLES TRUST N/A 50168BAD0 214000.00000000 PA USD 216420.88000000 0.021151266407 Long ABS-MBS CORP US Y 2 2028-06-15 Fixed 6.09000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C7AE7 959242.26000000 PA USD 918691.84000000 0.089785679895 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 4.50000000 N N N N N N WILLIS NORTH AMERICA INC. 5493004KVU1HWZCP0C66 970648AN1 394000.00000000 PA USD 390975.21000000 0.038210827095 Long DBT CORP US N 2 2054-03-05 Fixed 5.90000000 N N N N N N CALIFORNIA INFRASTRUCTURE & ECONOMIC DEV BK REV N/A 13034A5T3 110000.00000000 PA USD 112312.65000000 0.010976550788 Long DBT MUN US N 2 2038-07-01 Fixed 6.02900000 N N N N N N BX TRUST N/A 05593VAA1 895357.00000000 PA USD 889775.21000000 0.086959597011 Long ABS-MBS CORP US Y 2 2030-03-15 Floating 5.47271000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQPY6 288882.69000000 PA USD 260627.39000000 0.025471661325 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W0N68 1634724.69000000 PA USD 1642185.69000000 0.160494250924 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYS91 120999.57000000 PA USD 112766.70000000 0.011020926047 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 3.00000000 N N N N N N DELL EQUIPMENT FINANCE TRUST N/A 24703UAL7 109000.00000000 PA USD 110317.52000000 0.010781562550 Long ABS-MBS CORP US Y 2 2031-08-22 Fixed 5.64000000 N N N N N N TESLA AUTO LEASE TRUST N/A 88167PAE8 280000.00000000 PA USD 280404.25000000 0.027404495322 Long ABS-MBS CORP US Y 2 2027-07-20 Fixed 6.41000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BBGJ2 5576209.09000000 PA USD 5030806.10000000 0.491671229071 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TV0 7844000.00000000 PA USD 7775365.00000000 0.759902725336 Long DBT UST US N 2 2053-11-15 Fixed 4.75000000 N N N N N N CREDIT ACCEPTANCE AUTO LOAN TRUST N/A 22535PAA0 302064.00000000 PA USD 305435.67000000 0.029850868486 Long ABS-MBS CORP US Y 2 2033-12-15 Fixed 6.13000000 N N N N N N DELL EQUIPMENT FINANCE TRUST N/A 24702HAL7 147446.00000000 PA USD 148082.64000000 0.014472426916 Long ABS-MBS CORP US Y 2 2029-03-22 Fixed 6.80000000 N N N N N N HYATT HOTELS CORPORATION T27JQIMTYSH41TCD5186 448579AS1 99000.00000000 PA USD 99114.39000000 0.009686657164 Long DBT CORP US N 2 2034-06-30 Fixed 5.50000000 N N N N N N VAR ENERGI ASA 549300LIVN3FFOJN2K47 92212WAG5 664000.00000000 PA USD 688289.12000000 0.067267938946 Long DBT CORP NO Y 2 2035-05-22 Fixed 6.50000000 N N N N N N ZAYO ISSUER, LLC N/A 98919WAJ2 180215.00000000 PA USD 186230.11000000 0.018200659149 Long ABS-MBS CORP US Y 2 2055-06-20 Fixed 6.58600000 N N N N N N ECHOSTAR CORPORATION 549300EE20907QZ9GT38 278768AC0 998601.00000000 PA USD 1026650.57000000 0.100336712953 Long DBT CORP US N 2 2029-11-30 Fixed 10.75000000 N N N N N N FLUTTER TREASURY DESIGNATED ACTIVITY COMPANY 635400JE8VLL9UFVIC38 344045AA7 2076000.00000000 PA USD 2130934.07000000 0.208260654940 Long DBT CORP IE Y 2 2029-04-29 Fixed 6.37500000 N N N N N N FIRSTKEY HOMES TRUST N/A 33768JBP5 750000.00000000 PA USD 727158.64000000 0.071066738640 Long ABS-MBS CORP US Y 2 2038-12-17 Fixed 2.78500000 N N N N N N ESSEX PORTFOLIO, L.P. 5493003GN3O58H286O74 29717PBA4 1092000.00000000 PA USD 1117381.75000000 0.109204061425 Long DBT CORP US N 2 2034-04-01 Fixed 5.50000000 N N N N N N AUXILIOR TERM FUNDING LLC N/A 05335JAD5 88000.00000000 PA USD 91291.78000000 0.008922137085 Long ABS-MBS CORP US Y 2 2030-11-15 Fixed 6.50000000 N N N N N N NMEF FUNDING LLC N/A 62919VAC5 615166.00000000 PA USD 620070.79000000 0.060600818511 Long ABS-MBS CORP US Y 2 2032-04-25 Fixed 5.17990000 N N N N N N VERTICAL BRIDGE CC LLC N/A 91823ABA8 1500000.00000000 PA USD 1420568.55000000 0.138835143131 Long ABS-MBS CORP US Y 2 2052-02-15 Fixed 5.26800000 N N N N N N BPR TRUST N/A 05592AAJ9 119946.00000000 PA USD 119198.24000000 0.011649493937 Long ABS-MBS CORP US Y 2 2038-09-15 Floating 6.12624000 N N N N N N DUNKIN BRANDS N/A 233046AQ4 1302750.00000000 PA USD 1203820.90000000 0.117651940806 Long ABS-MBS CORP US Y 2 2051-11-20 Fixed 2.49300000 N N N N N N SCF EQUIPMENT LEASING LLC N/A 78397WAE6 196294.00000000 PA USD 199087.31000000 0.019457220265 Long ABS-MBS CORP US Y 2 2032-08-20 Fixed 6.50000000 N N N N N N ROLLER BEARING COMPANY OF AMERICA, INC. 254900U9XW6S76H2P167 775631AD6 224000.00000000 PA USD 216908.86000000 0.021198957716 Long DBT CORP US Y 2 2029-10-15 Fixed 4.37500000 N N N N N N Government National Mortgage Association 2 N/A 36179XTC0 326240.73000000 PA USD 321644.68000000 0.031435009021 Long ABS-MBS USGA US N 2 2053-02-20 Fixed 5.00000000 N N N N N N CHICAGO ILL N/A 167486Y78 250000.00000000 PA USD 253758.09000000 0.024800310232 Long DBT MUN US N 2 2035-01-01 Fixed 6.25000000 N N N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 254900C5LP6DN9OP9V83 3133ENJA9 309000.00000000 PA USD 257536.05000000 0.025169538184 Long DBT USGSE US N 2 2034-12-21 Fixed 2.55000000 N N N N N N United Airlines Pass Through Trust N/A 90932WAB9 131842.55000000 PA USD 130599.75000000 0.012763787417 Long DBT CORP US N 2 2038-08-15 Fixed 5.87500000 N N N N N N FORD CREDIT AUTO LEASE TRUST N/A 345287AG1 59659.20000000 PA USD 59673.23000000 0.005831989894 Long ABS-MBS CORP US N 2 2026-12-15 Fixed 5.54000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F3PB4 2409043.86000000 PA USD 2343613.12000000 0.229046224456 Long ABS-MBS USGSE US N 2 2047-12-15 Fixed 4.50000000 N N N N N N LATAM Airlines Group S.A. 549300HX3UUDPEFTG707 51817RAD8 302000.00000000 PA USD 305932.40000000 0.029899414950 Long DBT CORP CL Y 2 2030-04-15 Fixed 7.87500000 N N N N N GENERAL MILLS, INC. 2TGYMUGI08PO8X8L6150 370334CQ5 675000.00000000 PA USD 587286.33000000 0.057396724490 Long DBT CORP US N 2 2031-10-14 Fixed 2.25000000 N N N N N N HUNTINGTON BANK AUTO CREDIT-LINKED NOTES N/A 44644NAA7 116809.32000000 PA USD 118103.43000000 0.011542495860 Long ABS-MBS CORP US Y 2 2032-05-20 Fixed 6.15300000 N N N N N N GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND N/A 38141W273 1277105.63000000 NS USD 1277105.63000000 0.124814211137 Long STIV RF US N 1 N N ARCOSA, INC. 549300WFHLTCZV7D6V29 03965EAH9 149625.00000000 PA USD 149936.22000000 0.014653581176 Long LON CORP US N 2 2032-06-17 Floating 6.33000000 N N N N N N TRUIST INSURANCE HOLDINGS, LLC N/A 89788VAG7 275806.45000000 PA USD 275748.53000000 0.026949482044 Long LON CORP US N 2 2031-05-06 Floating 7.05000000 N N N N N N STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 857477BV4 750000.00000000 PA USD 720757.39000000 0.070441131055 Long DBT CORP US N 2 2033-08-04 Fixed 4.16400000 N N N N N N HILTON USA TRUST N/A 43300LAJ9 1136000.00000000 PA USD 1117895.72000000 0.109254292791 Long ABS-MBS CORP US Y 2 2038-11-05 Variable 4.19350000 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26884TAW2 808000.00000000 PA USD 808172.31000000 0.078984374484 Long DBT CORP US Y 2 2033-05-01 Fixed 4.90000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W0U37 3531287.09000000 PA USD 3536993.61000000 0.345677802101 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVJF3 1399386.90000000 PA USD 1378823.17000000 0.134755279609 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.00000000 N N N N N N TRILLIUM CREDIT CARD TRUST II N/A 89621ABP3 72000.00000000 PA USD 73584.75000000 0.007191591914 Long ABS-MBS CORP US Y 2 2031-03-26 Fixed 6.06000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHT1 5681000.00000000 PA USD 5595785.00000000 0.546887801652 Long DBT UST US N 2 2033-08-15 Fixed 3.87500000 N N N N N N The Huntington National Bank 2WHM8VNJH63UN14OL754 87227RQE7 750000.00000000 PA USD 750662.03000000 0.073363774228 Long DBT CORP US N 2 2030-05-06 Fixed 9.61208000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 225313AQ8 300000.00000000 PA USD 311657.83000000 0.030458973230 Long DBT CORP FR Y 2 2035-01-10 Fixed 6.25100000 N N N N N N FLORIDA ST BRD ADMIN FIN CORP REV N/A 341271AH7 3430000.00000000 PA USD 3524845.76000000 0.344490567248 Long DBT MUN US N 2 2034-07-01 Fixed 5.52600000 N N N N N FLAGSHIP CREDIT AUTO TRUST N/A 33845AAJ6 433690.18000000 PA USD 428914.88000000 0.041918750598 Long ABS-MBS CORP US Y 2 2027-12-15 Fixed 1.96000000 N N N N N N SkyMiles IP Ltd. 2549008L7P4I8VB90936 830867AB3 458814.00000000 PA USD 459759.96000000 0.044933304945 Long DBT CORP KY Y 2 2028-10-20 Fixed 4.75000000 N N N N N N EVERGREEN CREDIT CARD TRUST N/A 30023JCX4 996000.00000000 PA USD 1002662.22000000 0.097992281207 Long ABS-MBS CORP US Y 2 2029-05-15 Fixed 5.24000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 12665JU31 3000000.00000000 PA USD 2998793.10000000 0.293078337725 Long STIV CORP US Y 2 N N N PRESTIGE AUTO RECEIVABLES TRUST N/A 74113GAJ2 265000.00000000 PA USD 265869.02000000 0.025983936815 Long ABS-MBS CORP US Y 2 2028-02-15 Fixed 5.65000000 N N N N N N Government National Mortgage Association 2 N/A 36179XX43 393865.86000000 PA USD 380058.46000000 0.037143910226 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 4.50000000 N N N N N N UTAH HSG CORP SINGLE FAMILY MTG REV N/A 917437KS3 115000.00000000 PA USD 115598.54000000 0.011297687708 Long DBT MUN US N 2 2036-07-01 Fixed 5.60700000 N N N N N N TRILLIUM CREDIT CARD TRUST II N/A 89621ABU2 234000.00000000 PA USD 234337.97000000 0.022902341183 Long ABS-MBS CORP US Y 2 2028-08-28 Fixed 6.25600000 N N N N N N MASTEC, INC. 549300TMDIT8WREDOF45 576323AT6 132000.00000000 PA USD 136713.42000000 0.013361289206 Long DBT CORP US N 2 2029-06-15 Fixed 5.90000000 N N N N N N GREAT OUTDOORS GROUP, LLC 549300IYLDI2E8I2AU46 07014QAP6 539390.78000000 PA USD 537875.09000000 0.052567660396 Long LON CORP US N 2 2032-03-05 Floating 7.58000000 N N N N N N DELL EQUIPMENT FINANCE TRUST N/A 24702GAJ4 92000.00000000 PA USD 93098.86000000 0.009098746803 Long ABS-MBS CORP US Y 2 2030-03-22 Fixed 5.73000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMC79 668272.78000000 PA USD 555365.98000000 0.054277081752 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 2.50000000 N N N N N N BXP TRUST N/A 05607TAE2 500000.00000000 PA USD 423978.91000000 0.041436347900 Long ABS-MBS CORP US Y 2 2044-01-15 Variable 2.77546000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425UWD3 1354152.80000000 PA USD 1356236.14000000 0.132547801805 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179XLF1 569927.21000000 PA USD 534611.66000000 0.052248718539 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 4.00000000 N N N N N N CITADEL SECURITIES GLOBAL HOLDINGS LLC 549300NV5RXBUS3X7L47 17289RAB2 266000.00000000 PA USD 272588.82000000 0.026640676960 Long DBT CORP US Y 2 2035-06-18 Fixed 6.20000000 N N N N N N IOWA FIN AUTH SINGLE FAMILY MTG REV N/A 46247EEF8 1000000.00000000 PA USD 970675.74000000 0.094866175445 Long DBT MUN US N 2 2039-07-01 Fixed 5.38000000 N N N N N N CPI HOLDCO B, LLC N/A 1261MAAC4 1000000.00000000 PA USD 998750.00000000 0.097609931743 Long LON CORP US N 2 2031-05-19 Floating 6.58000000 N N N N N N GREENSTATE AUTO RECEIVABLES TRUST N/A 39573AAG7 70000.00000000 PA USD 71507.61000000 0.006988588667 Long ABS-MBS CORP US Y 2 2032-06-15 Fixed 6.50000000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 345285AD2 750000.00000000 PA USD 725051.81000000 0.070860833726 Long ABS-MBS CORP US Y 2 2034-05-15 Fixed 2.60000000 N N N N N N TEXAS WTR DEV BRD REV N/A 88285AGN2 150000.00000000 PA USD 144669.93000000 0.014138895612 Long DBT MUN US N 2 2034-10-15 Fixed 4.30900000 N N N N N N CNT HOLDINGS I CORP 254900SYIEHMSB69WT08 12656AAF6 467495.70000000 PA USD 468421.34000000 0.045779799774 Long LON CORP US N 2 2032-11-08 Floating 6.78000000 N N N N N N CARS DB N/A 12510HAZ3 276040.69000000 PA USD 267587.16000000 0.026151854240 Long ABS-MBS CORP US Y 2 2054-10-15 Fixed 4.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W0QZ1 5119397.76000000 PA USD 5121942.46000000 0.500578176634 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 5.50000000 N N N N N N OSCAR US FUNDING TRUST 549300GTSLUONMR77U11 68785AAD7 55250.00000000 PA USD 54659.18000000 0.005341956274 Long ABS-MBS CORP US Y 2 2028-04-10 Fixed 1.00000000 N N N N N N GECU AUTO RECEIVABLES TRUST N/A 36169EAF7 19000.00000000 PA USD 19712.10000000 0.001926504866 Long ABS-MBS CORP US Y 2 2030-04-15 Fixed 6.33000000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 34535QAB1 206000.00000000 PA USD 209963.19000000 0.020520142823 Long ABS-MBS CORP US Y 2 2035-08-15 Fixed 5.29000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133D0PM7 1237868.04000000 PA USD 1240940.25000000 0.121279692715 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.50000000 N N N N N N M&T EQUIPTMENT LLC N/A 55340QAD7 2172000.00000000 PA USD 2190349.54000000 0.214067453410 Long ABS-MBS CORP US Y 2 2032-03-16 Fixed 4.91000000 N N N N N N AUTONATION FINANCE TRUST N/A 05330QAF9 959000.00000000 PA USD 974367.69000000 0.095226997460 Long ABS-MBS CORP US Y 2 2030-12-10 Fixed 5.19000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BBSV2 219314.58000000 PA USD 191649.91000000 0.018730347568 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N Brookfield Finance Inc. 549300XH8D8K6OYWGD17 11271LAM4 392000.00000000 PA USD 401976.09000000 0.039285966165 Long DBT CORP CA N 2 2035-01-15 Fixed 5.67500000 N N N N N N UTAH HSG CORP SINGLE FAMILY MTG REV N/A 917437KT1 355000.00000000 PA USD 353198.21000000 0.034518801672 Long DBT MUN US N 2 2039-07-01 Fixed 5.68700000 N N N N N N BOYNE USA INC. N/A 103557AC8 798000.00000000 PA USD 774225.33000000 0.075666664946 Long DBT CORP US Y 2 2029-05-15 Fixed 4.75000000 N N N N N N VERTICAL BRIDGE CC LLC N/A 91823AAY7 300000.00000000 PA USD 286694.13000000 0.028019218483 Long ABS-MBS CORP US Y 2 2052-02-15 Fixed 4.28800000 N N N N N N LAD AUTO RECEIVABLES TRUST N/A 505920AE8 198627.00000000 PA USD 201694.18000000 0.019711995136 Long ABS-MBS CORP US Y 2 2029-07-16 Fixed 5.50000000 N N N N N N WISCONSIN HSG & ECONOMIC DEV AUTH HOME OWNERSHIP REV N/A 97689QYF7 665000.00000000 PA USD 675965.97000000 0.066063571657 Long DBT MUN US N 2 2040-09-01 Fixed 5.86500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B3ES2 178513.45000000 PA USD 155289.65000000 0.015176783115 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N United Airlines Pass Through Trust N/A 90932PAA6 454392.54000000 PA USD 450224.53000000 0.044001387376 Long DBT CORP US N 2 2027-10-11 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179XQS8 500787.65000000 PA USD 442983.26000000 0.043293682875 Long ABS-MBS USGA US N 2 2053-01-20 Fixed 3.00000000 N N N N N N VERDANT RECEIVABLES LLC N/A 92340GAE0 2207000.00000000 PA USD 2242909.81000000 0.219204278809 Long ABS-MBS CORP US Y 2 2033-05-12 Fixed 5.57000000 N N N N N N WHEELS FLEET LEASE FUNDING LLC N/A 96328GBQ9 341000.00000000 PA USD 346655.60000000 0.033879378677 Long ABS-MBS CORP US Y 2 2039-02-18 Fixed 5.69000000 N N N N N N LYB INTERNATIONAL FINANCE III, LLC 984500A51LA0B8EB4053 50249AAH6 140000.00000000 PA USD 103487.51000000 0.010114051351 Long DBT CORP US N 2 2040-10-01 Fixed 3.37500000 N N N N N N RHODE ISLAND HSG & MTG FIN CORP N/A 76221SCV1 330000.00000000 PA USD 338481.83000000 0.033080538996 Long DBT MUN US N 2 2044-10-01 Fixed 5.89100000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 12665JU23 1000000.00000000 PA USD 999732.10000000 0.097705914435 Long STIV CORP US Y 2 N N N SODEXO, INC. 549300WSZGQGJQXRFU84 833794AD2 1434000.00000000 PA USD 1478549.22000000 0.144501715587 Long DBT CORP US Y 2 2035-08-15 Fixed 5.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BMG66 221183.57000000 PA USD 217948.98000000 0.021300610824 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N United States of America N/A N/A 60.00000000 NC USD 69777.24000000 0.006819475978 N/A DIR US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long United States of America US 5-Year Note (consolidated) Sep 2025 2025-09-30 6470222.76000000 USD 69777.24000000 N N N SOLVENTUM CORPORATION 254900I70403OSGY4M28 83444MAR2 414000.00000000 PA USD 425981.16000000 0.041632031991 Long DBT CORP US N 2 2034-03-23 Fixed 5.60000000 N N N N N N VERDANT RECEIVABLES LLC N/A 92339MAC4 57000.00000000 PA USD 58315.34000000 0.005699280457 Long ABS-MBS CORP US Y 2 2031-12-12 Fixed 5.72000000 N N N N N N LAD AUTO RECEIVABLES TRUST N/A 50168BAF5 198000.00000000 PA USD 204369.22000000 0.019973432405 Long ABS-MBS CORP US Y 2 2030-12-16 Fixed 6.92000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAN3 486000.00000000 PA USD 466922.71000000 0.045633335521 Long DBT CORP NO Y 2 2034-10-01 Fixed 5.12500000 N N N N N N BX TRUST N/A 12433GAA4 533000.00000000 PA USD 533581.16000000 0.052148005614 Long ABS-MBS CORP US Y 2 2042-07-15 Floating 5.90000000 N N N N N N HPEFS EQUIPMENT TRUST N/A 403951AE6 916872.97000000 PA USD 917795.85000000 0.089698112913 Long ABS-MBS CORP US Y 2 2029-08-20 Fixed 6.13000000 N N N N N N HARVEST MIDSTREAM I, L.P. 549300DW5M17KJOXCY66 417558AB9 40000.00000000 PA USD 42251.71000000 0.004129348214 Long DBT CORP US Y 2 2032-05-15 Fixed 7.50000000 N N N N N N MSILF Government Portfolio N/A 61747C707 1277105.61000000 NS USD 1277105.61000000 0.124814209182 Long STIV RF US N 1 N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QSN72 294095.47000000 PA USD 273592.59000000 0.026738777507 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 4.00000000 N N N N N N BX TRUST N/A 12433GAG1 1339000.00000000 PA USD 1341499.16000000 0.131107525848 Long ABS-MBS CORP US Y 2 2042-07-15 Floating 7.05000000 N N N N N N NMEF FUNDING LLC N/A 62890QAC9 207000.00000000 PA USD 211007.01000000 0.020622157540 Long ABS-MBS CORP US Y 2 2030-06-17 Fixed 6.83000000 N N N N N N Government National Mortgage Association 2 N/A 3622ACS92 224400.99000000 PA USD 230372.21000000 0.022514759142 Long ABS-MBS USGA US N 2 2053-09-20 Fixed 6.00000000 N N N N N N DELL EQUIPMENT FINANCE TRUST N/A 24702EAF7 73000.00000000 PA USD 74014.33000000 0.007233575668 Long ABS-MBS CORP US Y 2 2029-10-22 Fixed 6.75000000 N N N N N N LEX MORTGAGE TRUST N/A 52885AAA6 330875.00000000 PA USD 332511.22000000 0.032497018761 Long ABS-MBS CORP US Y 2 2037-10-13 Fixed 4.87362000 N N N N N N ACUITY BRANDS LIGHTING, INC. 549300OTPVPFLUC38K21 00510RAD5 152000.00000000 PA USD 132995.00000000 0.012997880222 Long DBT CORP US N 2 2030-12-15 Fixed 2.15000000 N N N N N N THE TIMKEN COMPANY B0I35MLPFXZSE70ASS73 887389AL8 1306000.00000000 PA USD 1224696.35000000 0.119692142307 Long DBT CORP US N 2 2032-04-01 Fixed 4.12500000 N N N N N N HYT COMMERCIAL MORTGAGE TRUST N/A 449173AA1 1412906.00000000 PA USD 1412934.61000000 0.138089062167 Long ABS-MBS CORP US Y 2 2041-09-15 Floating 6.17017000 N N N N N N VICI PROPERTIES L.P. 254900X4QE7SGKQLLN38 925650AK9 1059000.00000000 PA USD 1067537.84000000 0.104332711585 Long DBT CORP US N 2 2035-04-01 Fixed 5.62500000 N N N N N N ENTERPRISE FLEET FINANCING LLC N/A 29375RAD8 92000.00000000 PA USD 95208.85000000 0.009304960550 Long ABS-MBS CORP US Y 2 2030-12-20 Fixed 5.69000000 N N N N N N M&T EQUIPTMENT LLC N/A 55376YAD7 270000.00000000 PA USD 272789.37000000 0.026660277132 Long ABS-MBS CORP US Y 2 2031-08-18 Fixed 4.94000000 N N N N N N Santander Holdings USA, Inc. 549300SMVCQN2P0O6I58 80282KBL9 455000.00000000 PA USD 475790.48000000 0.046500001278 Long DBT CORP US N 2 2035-05-31 Fixed 6.34200000 N N N N N N Government National Mortgage Association 2 N/A 36179YRG1 1662499.29000000 PA USD 1640239.42000000 0.160304037876 Long ABS-MBS USGA US N 2 2054-02-20 Fixed 5.00000000 N N N N N N WEST VIRGINIA ST HSG DEV FD N/A 95662NQX9 130000.00000000 PA USD 131998.38000000 0.012900478460 Long DBT MUN US N 2 2044-11-01 Fixed 6.01900000 N N N N N N Government National Mortgage Association 2 N/A 36179V4L1 920874.96100000 PA USD 767789.28000000 0.075037656284 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 2.50000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05609KAE9 105000.00000000 PA USD 104918.74000000 0.010253928460 Long ABS-MBS CORP US Y 2 2038-10-15 Floating 5.62320000 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00913WU86 4000000.00000000 PA USD 3995822.80000000 0.390520140942 Long STIV CORP US Y 2 N N N HAWAII ST N/A 419792Q41 340000.00000000 PA USD 341295.05000000 0.033355480885 Long DBT MUN US N 2 2034-10-01 Fixed 4.63600000 N N N N N N HILTON USA TRUST N/A 43300LAL4 169000.00000000 PA USD 165426.05000000 0.016167434742 Long ABS-MBS CORP US Y 2 2038-11-05 Variable 4.19350000 N N N N N N XPO, INC. 54930096DB9LCLPN7H13 98379KAA0 840000.00000000 PA USD 852138.95000000 0.083281326403 Long DBT CORP US Y 2 2028-06-01 Fixed 6.25000000 N N N N N N VERIDIAN AUTO RECEIVABLES TRUST N/A 92347BAE4 636000.00000000 PA USD 648904.50000000 0.063418797449 Long ABS-MBS CORP US Y 2 2029-04-16 Fixed 5.86000000 N N N N N N AMERICAN NATIONAL GLOBAL FUNDING 63540033TQXTOXKK1L93 02771D2A1 374000.00000000 PA USD 382179.38000000 0.037351192185 Long DBT CORP US Y 2 2030-01-28 Fixed 5.55000000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119CU1 2000.00000000 PA USD 2048.37000000 0.000200191495 Long DBT CORP US N 2 2034-04-01 Fixed 5.60000000 N N N N N N MARYLAND ST CMNTY DEV ADMIN DEPT HSG & CMNTY DEV N/A 57419UVE5 1000000.00000000 PA USD 1018844.68000000 0.099573826955 Long DBT MUN US N 2 2040-09-01 Fixed 5.96300000 N N N N N N Truist Financial Corporation 549300DRQQI75D2JP341 89832QAF6 8000.00000000 PA USD 7919.57000000 0.000773996182 Long DBT CORP US N 2 2199-12-31 Fixed 5.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0SD5 10618131.91000000 PA USD 10172692.48000000 0.994198566827 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 4.50000000 N N N N N N DUQUESNE LIGHT HOLDINGS, INC. 4CUJ1D8WDXK9X7QI6B93 266233AJ4 900000.00000000 PA USD 778191.48000000 0.076054285102 Long DBT CORP US Y 2 2032-01-07 Fixed 2.77500000 N N N N N N DRYDEN CLO LTD N/A 26253VAE0 428083.00000000 PA USD 428771.79000000 0.041904766113 Long ABS-MBS CORP US Y 2 2037-01-15 Floating 5.99928000 N N N N N N AUXILIOR TERM FUNDING LLC N/A 05335JAE3 141000.00000000 PA USD 148435.40000000 0.014506902890 Long ABS-MBS CORP US Y 2 2030-12-16 Fixed 7.27000000 N N N N N N AMERICAN TOWER TRUST #1 N/A 03027WAM4 260000.00000000 PA USD 264385.11000000 0.025838911180 Long DBT CORP US Y 2 2028-03-15 Fixed 5.49000000 N N N N N N NATIONAL FIN AUTH N H REV N/A 63607YCF5 310000.00000000 PA USD 306015.05000000 0.029907492508 Long DBT MUN US N 2 2039-11-01 Fixed 5.35100000 N N N N N N POST ROAD EQUIPMENT FINANCE LLC N/A 737473AB4 130932.59000000 PA USD 131577.37000000 0.012859332270 Long ABS-MBS CORP US Y 2 2029-11-15 Fixed 5.59000000 N N N N N N CLEAR CHANNEL OUTDOOR HOLDINGS, INC. 254900XBEE6V1ENYS150 18453HAE6 91000.00000000 PA USD 95353.40000000 0.009319087725 Long DBT CORP US Y 2 2028-09-15 Fixed 9.00000000 N N N N N N SALES TAX SECURITIZATION CORP ILL N/A 79467BJL0 175000.00000000 PA USD 175262.81000000 0.017128801923 Long DBT MUN US N 2 2039-01-01 Fixed 5.23400000 N N N N N N UNIVERSAL HEALTH SERVICES, INC. 549300YGMGQDO0NMJD09 913903BC3 515000.00000000 PA USD 492015.61000000 0.048085717255 Long DBT CORP US N 2 2034-10-15 Fixed 5.05000000 N N N N N N WHEELS FLEET LEASE FUNDING LLC N/A 96328GCB1 318376.00000000 PA USD 319851.76000000 0.031259783190 Long ABS-MBS CORP US Y 2 2039-09-19 Fixed 5.07000000 N N N N N N BLUE OWL ASSET LEASING TRUST N/A 095921AC6 254000.00000000 PA USD 254889.16000000 0.024910852074 Long ABS-MBS CORP US Y 2 2030-03-15 Fixed 5.41000000 N N N N N N AS MILEAGE PLAN IP LTD. N/A 00218QAB6 1383000.00000000 PA USD 1371357.42000000 0.134025636207 Long DBT CORP KY Y 2 2031-10-20 Fixed 5.30800000 N N N N N N ORLANDO HEALTH, INC. 549300TMK1PZT9ZBF098 686514AP5 1685000.00000000 PA USD 1725917.16000000 0.168677503061 Long DBT CORP US N 2 2035-10-01 Fixed 5.47500000 N N N N N N KEYCORP RKPI3RZGV1V1FJTH5T61 49326EEP4 298000.00000000 PA USD 317880.65000000 0.031067142477 Long DBT CORP US N 2 2035-03-06 Fixed 6.40100000 N N N N N N CCG RECEIVABLES TRUST N/A 12511QAE9 93000.00000000 PA USD 96867.41000000 0.009467055097 Long ABS-MBS CORP US Y 2 2032-04-14 Fixed 7.18000000 N N N N N N ALA TRUST N/A 009920AE9 468753.00000000 PA USD 468145.62000000 0.045752853080 Long ABS-MBS CORP US Y 2 2030-06-15 Floating 6.40413000 N N N N N N IDAHO HSG & FIN ASSN SINGLE FAMILY MTG REV N/A 45129Y7X8 500000.00000000 PA USD 485658.99000000 0.047464471453 Long DBT MUN US N 2 2045-01-01 Fixed 5.66500000 N N N N N N PUBLIC SERVICE COMPANY OF OKLAHOMA F3TJNSIZRGXRH8GEIK79 744533BS8 1301000.00000000 PA USD 1310507.61000000 0.128078656682 Long DBT CORP US N 2 2036-01-15 Fixed 5.45000000 N N N N N N CARMAX AUTO OWNER TRUST N/A 14319BAG7 220000.00000000 PA USD 226141.49000000 0.022101282005 Long ABS-MBS CORP US N 2 2030-12-16 Fixed 6.44000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05609KAC3 175000.01000000 PA USD 174945.18000000 0.017097759277 Long ABS-MBS CORP US Y 2 2038-10-15 Floating 5.42370000 N N N N N N COSTAR GROUP, INC. 984500Q1D53D08E2E698 22160NAA7 113000.00000000 PA USD 102043.77000000 0.009972951614 Long DBT CORP US Y 2 2030-07-15 Fixed 2.80000000 N N N N N N HARRIS CNTY TEX HOTEL OCCUPANCY TAX REV N/A 414157BQ9 160000.00000000 PA USD 154735.93000000 0.015122666899 Long DBT MUN US N 2 2044-08-15 Fixed 5.26300000 N N N N N N AMERICAN HERITAGE AUTO RECEIVABLES TRUST N/A 026944AF5 130500.00000000 PA USD 132986.44000000 0.012997043635 Long ABS-MBS CORP US Y 2 2030-12-16 Fixed 5.63000000 N N N N N N ZEGONA FINANCE PLC 254900B3KC1SS7T2TE92 98927UAA5 568000.00000000 PA USD 606770.88000000 0.059300990418 Long DBT CORP GB Y 2 2029-07-15 Fixed 8.62500000 N N N N N N VERDANT RECEIVABLES LLC N/A 92339GAB9 28763.86000000 PA USD 29203.54000000 0.002854123200 Long ABS-MBS CORP US Y 2 2031-01-13 Fixed 6.24000000 N N N N N N AIMCO CLO LTD N/A 00889JAJ3 234913.16000000 PA USD 234085.33000000 0.022877650146 Long ABS-MBS CORP US Y 2 2037-07-20 Floating 5.41947000 N N N N N N ENTERPRISE FLEET FINANCING LLC N/A 29375NAB1 87915.30000000 PA USD 88429.82000000 0.008642431733 Long ABS-MBS CORP US Y 2 2030-04-22 Fixed 5.56000000 N N N N N N GLS AUTO SELECT RECEIVABLES TRUST N/A 36269EAE9 310000.00000000 PA USD 326719.06000000 0.031930938819 Long ABS-MBS CORP US Y 2 2030-01-15 Fixed 7.31000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XPRK7 1624501.84000000 PA USD 1628055.75000000 0.159113302259 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 5.50000000 N N N N N N ALLEGHENY CNTY PA ARPT AUTH ARPT REV N/A 01728LJY9 305000.00000000 PA USD 313614.87000000 0.030650238852 Long DBT MUN US N 2 2036-01-01 Fixed 5.49600000 N N N N N N CCG RECEIVABLES TRUST N/A 12512XAD5 173174.00000000 PA USD 175858.37000000 0.017187007251 Long ABS-MBS CORP US Y 2 2030-09-16 Fixed 6.28000000 N N N N N N PETSMART LLC N/A 71677HAL9 2000000.00000000 PA USD 1975420.00000000 0.193061938787 Long LON CORP US N 2 2028-02-14 Floating 8.18000000 N N N N N N THE KROGER CO. 6CPEOKI6OYJ13Q6O7870 501044DW8 572000.00000000 PA USD 542496.24000000 0.053019295076 Long DBT CORP US N 2 2054-09-15 Fixed 5.50000000 N N N N N N CHOICE HOTELS INTERNATIONAL, INC. 5493003CYRY5RFGTIR97 169905AH9 331000.00000000 PA USD 333720.91000000 0.032615244301 Long DBT CORP US N 2 2034-08-01 Fixed 5.85000000 N N N N N N NCL CORPORATION LTD. UNZWILHE4KMRP9K2L524 62886HBA8 68000.00000000 PA USD 68096.83000000 0.006655245985 Long DBT CORP BM Y 2 2026-03-15 Fixed 5.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFV8 12622000.00000000 PA USD 12708776.25000000 1.242055351493 Long DBT UST US N 2 2032-11-15 Fixed 4.12500000 N N N N N N DELL EQUIPMENT FINANCE TRUST N/A 24703GAE4 125000.00000000 PA USD 125688.53000000 0.012283803588 Long ABS-MBS CORP US Y 2 2029-01-22 Fixed 6.06000000 N N N N N N FMC CORPORATION CKDHZ2X64EEBQCSP7013 34410WU18 10000000.00000000 PA USD 9998577.00000000 0.977181895870 Long STIV CORP US Y 2 N N N RESIDEO FUNDING INC 5493000IFJ6XJKH66598 76119LAD3 337000.00000000 PA USD 345440.07000000 0.033760582382 Long DBT CORP US Y 2 2032-07-15 Fixed 6.50000000 N N N N N N VERTICAL BRIDGE CC LLC N/A 91823AAW1 1000000.00000000 PA USD 887921.20000000 0.086778400726 Long ABS-MBS CORP US Y 2 2052-02-15 Fixed 3.70600000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RCP5 11000.00000000 PA USD 10480.69000000 0.001024299810 Long DBT CORP US N 2 2035-05-15 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EJ84 728481.05000000 PA USD 731939.99000000 0.071534030001 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XNYN8 251568.68000000 PA USD 252164.63000000 0.024644578044 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 2 N/A 3622ACEL0 156273.21000000 PA USD 140978.95000000 0.013778168397 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 3.50000000 N N N N N N COMM MORTGAGE TRUST N/A 12654FAA8 266611.00000000 PA USD 280496.33000000 0.027413494493 Long ABS-MBS CORP US Y 2 2044-08-10 Fixed 6.33800000 N N N N N N Government National Mortgage Association 2 N/A 3622ACN63 245957.14000000 PA USD 247833.00000000 0.024221238762 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 5.50000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BT0 60000.00000000 PA USD 48052.20000000 0.004696242264 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N NEW JERSEY ST HSG & MTG FIN AGY REV N/A 64613AKJ0 30000.00000000 PA USD 30638.29000000 0.002994344326 Long DBT MUN US N 2 2034-10-01 Fixed 5.64000000 N N N N N N ATLASSIAN CORPORATION 549300V7ZY5P02D2MY38 049468AB7 852000.00000000 PA USD 874157.98000000 0.085433292376 Long DBT CORP US N 2 2034-05-15 Fixed 5.50000000 N N N N N N HUDSON YARDS MORTGAGE TRUST N/A 44421GAJ2 115000.00000000 PA USD 105384.82000000 0.010299479436 Long ABS-MBS CORP US Y 2 2039-07-10 Variable 3.44313000 N N N N N N FIRSTKEY HOMES TRUST N/A 33768JBM2 500000.00000000 PA USD 483943.95000000 0.047296856998 Long ABS-MBS CORP US Y 2 2038-12-17 Fixed 2.43500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEF8 649000.00000000 PA USD 551367.94000000 0.053886344920 Long DBT CORP US N 2 2036-09-16 Fixed 2.48400000 N N N N N N CAESARS ENTERTAINMENT, INC. 549300FA4CTCW903Y781 12769GAB6 437000.00000000 PA USD 452774.45000000 0.044250596405 Long DBT CORP US Y 2 2030-02-15 Fixed 7.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179YAS3 245829.80000000 PA USD 247386.59000000 0.024177610176 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810FT0 23562600.00000000 PA USD 24151665.00000000 2.360392863217 Long DBT UST US N 2 2036-02-15 Fixed 4.50000000 N N N N N N ONE MORTGAGE TRUST N/A 682413AG4 225000.00000000 PA USD 211619.93000000 0.020682059497 Long ABS-MBS CORP US Y 2 2036-03-15 Floating 5.92624000 N N N N N N CREDIT ACCEPTANCE AUTO LOAN TRUST N/A 22537EAE5 567000.00000000 PA USD 581534.95000000 0.056834630063 Long ABS-MBS CORP US Y 2 2033-09-15 Fixed 7.15000000 N N N N N N FORD CREDIT FLOORPLAN MASTER OWNER TRUST A 5493001DTG5N7T8BG747 34528QHY3 106000.00000000 PA USD 106744.51000000 0.010432364791 Long ABS-MBS CORP US Y 2 2028-05-15 Fixed 5.75000000 N N N N N N HARBOUR ENERGY PLC 213800YPC42DYBKVPF97 411618AD3 215000.00000000 PA USD 214083.02000000 0.020922782447 Long DBT CORP GB Y 2 2035-04-01 Fixed 6.32700000 N N N N N N COX COMMUNICATIONS, INC. 5493001NEDZNIFRP2R92 224044CS4 166000.00000000 PA USD 168044.57000000 0.016423348192 Long DBT CORP US Y 2 2033-06-15 Fixed 5.70000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GA95 731000.00000000 PA USD 766678.65000000 0.074929112085 Long DBT CORP US N 2 2035-04-25 Fixed 5.85100000 N N N N N N MASTER CREDIT CARD TRUST II N/A 576339DL6 95000.00000000 PA USD 95076.59000000 0.009292034503 Long ABS-MBS CORP US Y 2 2027-01-21 Fixed 6.89000000 N N N N N N ILPT COMMERCIAL MORTGAGE TRUST N/A 449653AE4 750000.00000000 PA USD 664904.04000000 0.064982466042 Long ABS-MBS CORP US Y 2 2032-03-15 Variable 3.82381000 N N N N N N TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV N/A 88046KRS7 740000.00000000 PA USD 735773.70000000 0.071908706518 Long DBT MUN US N 2 2040-07-01 Fixed 5.63800000 N N N N N N SUMIT MORTGAGE TRUST N/A 865592AJ8 636.00000000 PA USD 496.92000000 0.000048565033 Long ABS-MBS CORP US Y 2 2041-02-12 Variable 2.89249000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PEH5 361000.00000000 PA USD 379114.98000000 0.037051701948 Long DBT CORP US N 2 2035-04-22 Fixed 5.76600000 N N N N N N ARAMARK INTERMEDIATE HOLDCO CORPORATION N/A 03852JAV3 297996.48000000 PA USD 298368.98000000 0.029160226054 Long LON CORP US N 2 2030-06-24 Floating 6.33000000 N N N N N N WHEELS FLEET LEASE FUNDING LLC N/A 96328GCC9 345742.00000000 PA USD 348807.81000000 0.034089718673 Long ABS-MBS CORP US Y 2 2039-09-19 Fixed 5.21000000 N N N N N N BLUELINX HOLDINGS INC. 549300YSX7GU28F5I540 09624HAA7 617000.00000000 PA USD 593550.82000000 0.058008966234 Long DBT CORP US Y 2 2029-11-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPQQ4 741931.98000000 PA USD 691625.12000000 0.067593973221 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H7M91 32787.00000000 PA USD 29154.26000000 0.002849306962 Long ABS-MBS USGSE US N 2 2032-04-25 Variable 2.45000000 N N N N N N ESAB CORPORATION 549300ZNV0SWBXEIWT04 29605JAA4 534000.00000000 PA USD 546935.93000000 0.053453195289 Long DBT CORP US Y 2 2029-04-15 Fixed 6.25000000 N N N N N N EVERGREEN CREDIT CARD TRUST N/A 30023JCS5 467000.00000000 PA USD 467158.75000000 0.045656404206 Long ABS-MBS CORP US Y 2 2028-10-16 Fixed 5.25000000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 34535CAB2 195000.00000000 PA USD 203005.39000000 0.019840142439 Long ABS-MBS CORP US Y 2 2036-02-15 Fixed 5.92000000 N N N N N N GRANITE PARK EQUIPMENT LEASING LLC N/A 387422AG3 74000.00000000 PA USD 73228.03000000 0.007156728921 Long ABS-MBS CORP US Y 2 2035-06-20 Fixed 7.00000000 N N N N N N MHC COMMERCIAL MORTGAGE TRUST N/A 55316VAC8 1760000.00000000 PA USD 1760084.26000000 0.172016725387 Long ABS-MBS CORP US Y 2 2038-04-15 Floating 5.52720000 N N N N N N MARS, INCORPORATED 54930073HKEO6GZBSS03 571676BA2 1301000.00000000 PA USD 1316312.77000000 0.128646007141 Long DBT CORP US Y 2 2035-03-01 Fixed 5.20000000 N N N N N N OCTAGON LIMITED N/A 675949AA9 222750.00000000 PA USD 222760.25000000 0.021770826330 Long ABS-MBS CORP US Y 2 2036-10-20 Floating 5.56947000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QRX24 1306534.53000000 PA USD 1332287.97000000 0.130207296935 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C15G1 212932.44900000 PA USD 214511.43000000 0.020964651855 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N VERDANT RECEIVABLES LLC N/A 92339MAB6 155368.47000000 PA USD 157735.51000000 0.015415822142 Long ABS-MBS CORP US Y 2 2031-12-12 Fixed 5.68000000 N N N N N N CALPINE CORPORATION 43R4VPJBXTU2O15HEF41 131347CQ7 2655000.00000000 PA USD 2625353.88000000 0.256581339703 Long DBT CORP US Y 2 2031-02-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 2 N/A 3622ACJK7 242666.53000000 PA USD 244073.84000000 0.023853848172 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 5.50000000 N N N N N N WHEELS FLEET LEASE FUNDING LLC N/A 96328GBK2 220000.00000000 PA USD 228758.28000000 0.022357026379 Long ABS-MBS CORP US Y 2 2038-08-18 Fixed 7.38000000 N N N N N N AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST N/A 02528GAJ2 3100000.00000000 PA USD 3152575.13000000 0.308107777977 Long ABS-MBS CORP US Y 2 2028-10-13 Fixed 8.08000000 N N N N N N Viper Energy, Inc. 5299009LINL232255G03 92763MAB1 2486000.00000000 PA USD 2637828.48000000 0.257800508519 Long DBT CORP US Y 2 2031-11-01 Fixed 7.37500000 N N N N N N AVIANCA MIDCO 2 PLC N/A 05369YAA7 977000.00000000 PA USD 900758.48000000 0.088033015018 Long DBT CORP GB Y 2 2030-02-14 Fixed 9.62500000 N N N N N N DRIVE AUTO RECEIVABLES TRUST N/A 262104AF9 114164.14000000 PA USD 113284.09000000 0.011071491657 Long ABS-MBS CORP US N 2 2029-03-15 Fixed 1.39000000 N N N N N N BA CREDIT CARD TRUST N/A 05522RDJ4 232000.00000000 PA USD 235470.49000000 0.023013024737 Long ABS-MBS CORP US N 2 2029-05-15 Fixed 4.93000000 N N N N N N DIAMONDBACK ENERGY, INC. 549300R22LSX6OHWEN64 25278XAZ2 209000.00000000 PA USD 209524.08000000 0.020477227681 Long DBT CORP US N 2 2034-04-18 Fixed 5.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BPNA5 120095.83000000 PA USD 121521.50000000 0.011876551009 Long ABS-MBS USGSE US N 2 2047-07-25 Fixed 5.50000000 N N N N N N AVENTURA MALL VENTURE N/A 05359AAJ2 100000.00000000 PA USD 95960.16000000 0.009378387652 Long ABS-MBS CORP US Y 2 2040-07-05 Variable 4.11232000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05609VAJ4 2762363.45000000 PA USD 2750770.16000000 0.268838535728 Long ABS-MBS CORP US Y 2 2036-09-15 Floating 5.52624000 N N N N N N LAD AUTO RECEIVABLES TRUST N/A 505710AC7 240000.00000000 PA USD 240535.13000000 0.023508002624 Long ABS-MBS CORP US Y 2 2027-08-16 Fixed 5.59000000 N N N N N N METLIFE, INC. C4BXATY60WC6XEOZDX54 59156RBS6 55000.00000000 PA USD 65281.31000000 0.006380079312 Long DBT CORP US Y 2 2068-04-08 Fixed 9.25000000 N N N N N N 2025-07-30 Victory Portfolios II Carol Trevino Carol Trevino Treasurer