NPORT-P false 0001635295 XXXXXXXX S000059721 C000195444 C000195445 C000195446 C000195447 BNY Mellon Absolute Insight Funds, Inc. 811-23036 0001635295 549300FDPJFMG9QZEW26 240 Greenwich Street New York 10286 212-922-6400 BNY Mellon Core Plus Fund S000059721 549300E4WKPQ5Z055X94 2025-04-30 2025-04-30 N 2463162138.44 54799255.10 2408362883.34 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 21126389.12000000 GBP USD AMBS UST Bloomberg U.S. Aggregate Bond Index LHMN0001 BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -252532.54000000 -0.01048565154 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -92592000.00000000 BRL 16043219.94000000 USD 2025-05-05 -252532.54000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 25199.43000000 0.001046330275 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -773022.20000000 USD 7711000.00000000 SEK 2025-05-09 25199.43000000 N N N TARGA RESOURCES PARTNERS N/A 87612BBS0 1595000.00000000 PA USD 1552106.73000000 0.064446547517 Long DBT CORP US N 2 2031-02-01 Fixed 4.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DUEE3 662778.87000000 PA USD 666788.06000000 0.027686361744 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 5.50000000 N N N N N N EnFin Residential Solar Receiv N/A 29281LAA0 1869098.52000000 PA USD 1853769.48000000 0.076972182756 Long ABS-O CORP US N 2 2055-02-20 Fixed 6.65000000 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAD1 1417000.00000000 PA USD 1416268.13000000 0.058806259629 Long DBT CORP US N 2 2033-07-01 Fixed 6.25000000 N N N N N N DataBank Issuer LLC N/A 23802WAG6 4198000.00000000 PA USD 3997632.82000000 0.165989637510 Long ABS-O CORP US N 2 2051-10-25 Fixed 2.40000000 N N N N N N BRASKEM NETHERLANDS 2549000TLMHFQ74DS330 10554TAJ4 1517000.00000000 PA USD 1354681.00000000 0.056249039933 Long DBT CORP NL N 2 2034-10-15 Fixed 8.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WRZ3 1568616.12000000 PA USD 1281275.15000000 0.053201083560 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DS5L2 9183388.66000000 PA USD 8135110.08000000 0.337785893325 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GC77 11925000.00000000 PA USD 12037038.00000000 0.499801673712 Long DBT CORP US N 2 2028-04-23 Fixed 4.93700000 N N N N N N D.R. HORTON INC 529900ZIUEYVSB8QDD25 23331ABU2 7347000.00000000 PA USD 7359696.06000000 0.305589166437 Long DBT CORP US N 2 2035-10-15 Fixed 5.50000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 942.88000000 0.000039150246 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -234000.00000000 EUR 266174.06000000 USD 2025-05-09 942.88000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XP6R5 7227648.72000000 PA USD 7124986.26000000 0.295843550375 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.00000000 N N N N N N DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND N/A 000000000 23963457.01000000 NS USD 23963457.01000000 0.995010227726 Long STIV RF US N 1 N N Instar Leasing III, LLC N/A 45783NAA5 1371758.12000000 PA USD 1274661.51000000 0.052926472120 Long ABS-O CORP US N 2 2054-02-15 Fixed 2.30000000 N N N N N N COMM Mortgage Trust N/A 12656KAJ6 705000.00000000 PA USD 567287.27000000 0.023554891745 Long ABS-MBS CORP US N 2 2046-11-10 Variable 2.77294800 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XQRF6 8934714.60000000 PA USD 9006703.47000000 0.373976178270 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 5.50000000 N N N N N N VIKING BAKED GOODS ACQUI 254900DBFD2H1FJK0893 92676AAA5 4451000.00000000 PA USD 4239111.93000000 0.176016328740 Long DBT CORP US N 2 2031-11-01 Fixed 8.62500000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112CD3 1347000.00000000 PA USD 1353630.63000000 0.056205426489 Long DBT CORP US N 2 2031-01-15 Fixed 5.30000000 N N N N N N Bank5 N/A 06644XBB1 11436000.00000000 PA USD 11765942.32000000 0.488545243799 Long ABS-MBS CORP US N 2 2057-12-15 Fixed 5.42200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMBS4 93995.08000000 PA USD 82961.42000000 0.003444722577 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLQ6 23195401.03000000 PA USD 19694159.62000000 0.817740538862 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 5850.03000000 0.000242904839 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -1100000.00000000 EUR 1254656.92000000 USD 2025-06-04 5850.03000000 N N N The Huntington National Bank N/A 446438SX2 2837456.43000000 PA USD 2833455.62000000 0.117650692908 Long ABS-O CORP US N 2 2033-03-21 Fixed 4.95700000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDU7 3656000.00000000 PA USD 3747408.23000000 0.155599816619 Long DBT CORP US N 2 2029-07-24 Fixed 5.29900000 N N N N N N IPALCO ENTERPRISES INC 5493000YFVK2DZX0JV43 462613AP5 1814000.00000000 PA USD 1730884.86000000 0.071869769791 Long DBT CORP US N 2 2030-05-01 Fixed 4.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36183QT47 1334726.69000000 PA USD 1225479.99000000 0.050884357937 Long ABS-MBS USGA US N 2 2045-01-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A3GS1 3310035.84000000 PA USD 2918225.44000000 0.121170503838 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LS2C9 14987663.04000000 PA USD 11985948.27000000 0.497680326869 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.00000000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAG2 278000.00000000 PA USD 274267.47000000 0.011388128919 Long DBT CORP US N 2 2026-04-15 Fixed 4.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMSS6 49770.77000000 PA USD 41634.64000000 0.001728752767 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3617NWPM8 7471810.48000000 PA USD 6018798.35000000 0.249912436021 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 2.00000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 000000000 4000000.00000000 PA 4646823.82000000 0.192945334448 Long DBT CORP US N 2 2029-01-19 Variable 5.58700000 N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 28271.49000000 0.001173888295 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -580932.74000000 USD 2678000.00000000 RON 2025-05-09 28271.49000000 N N N CHARTER COMM OPT LLC/CAP N/A 161175BL7 1446000.00000000 PA USD 1174248.56000000 0.048757127429 Long DBT CORP US N 2 2047-05-01 Fixed 5.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XRYP4 8243783.03000000 PA USD 8384641.09000000 0.348146915400 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.00000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172CP2 3470000.00000000 PA USD 3099210.27000000 0.128685352670 Long DBT CORP US N 2 2030-05-01 Fixed 2.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EKFG5 2369301.36000000 PA USD 2220184.52000000 0.092186461407 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.50000000 N N N N N N AMER AIRLINE 17-2 AA PTT N/A 02376AAA7 178889.56000000 PA USD 167932.04000000 0.006972871121 Long DBT CORP US N 2 2029-10-15 Fixed 3.35000000 N N N N N N AMCOR FLEXIBLES NORTH AM PTVU09TE3QPJPL7K4E13 02344AAD0 3513000.00000000 PA USD 3542939.33000000 0.147109862658 Long DBT CORP US N 2 2030-03-17 Fixed 5.10000000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAH0 1436000.00000000 PA USD 1350649.62000000 0.056081649046 Long DBT CORP US N 2 2029-04-15 Fixed 4.62500000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBQ4 5070000.00000000 PA USD 5072740.79000000 0.210630251159 Long DBT CORP US N 2 2030-03-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JWB25 8743975.42000000 PA USD 7763967.62000000 0.322375322826 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.00000000 N N N N N N AXIS Equipment Finance Receiva 549300IFG1NMINYRYF89 03236XAB3 146048.15000000 PA USD 146286.56000000 0.006074107893 Long ABS-O CORP US N 2 2028-06-21 Fixed 5.30000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 1084.00000000 NC USD 1835337.90000000 0.076206867025 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2025-06-18 119809787.10000000 USD 1835337.90000000 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468G7 6852000.00000000 PA USD 6802437.50000000 0.282450686607 Long DBT CORP US N 2 2030-01-23 Fixed 4.43100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGRA9 4816616.83000000 PA USD 4372350.35000000 0.181548652001 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36184S4U1 176753.50000000 PA USD 164799.92000000 0.006842819291 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383V4Z8 1311986.62000000 PA USD 1358457.45000000 0.056405845622 Long ABS-MBS USGA US N 2 2051-11-20 Variable 5.65372000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36297JKC7 203089.45000000 PA USD 199762.57000000 0.008294537811 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140K0GS1 24743.30000000 PA USD 21777.50000000 0.000904244960 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.00000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAB2 4430000.00000000 PA USD 3591575.99000000 0.149129353173 Long DBT CORP US N 2 2046-06-01 Fixed 4.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFAC5 5272957.20000000 PA USD 4608579.25000000 0.191357344106 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NBN0 882000.00000000 PA USD 895371.34000000 0.037177592554 Long DBT CORP US N 2 2034-03-15 Fixed 5.45000000 N N N N N N Churchill Middle Market CLO Lt 254900A0QSMCBR9GUF94 171929AA0 6000000.00000000 PA USD 5969202.00000000 0.247853097275 Long ABS-CBDO CORP KY N 2 2035-10-22 Floating 5.87238000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD -242606.55000000 -0.01007350477 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD CDX.NA.IG.43.V1 Y Default Event 2029-12-20 0.00000000 USD -286352.86000000 USD -14185000.00000000 USD 43746.31000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPCQ8 5921510.79000000 PA USD 5541402.38000000 0.230090009206 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N ROMANIA 315700IASY927EDWBK92 77586RAV2 5740000.00000000 PA USD 5091494.80000000 0.211408954822 Long DBT NUSS RO N 2 2035-03-24 Fixed 5.75000000 N N N N N N M/A-COM TECH SOLUTIONS N/A 55405YAC4 350000.00000000 PA USD 328614.61000000 0.013644729881 Long DBT CORP US N 2 2029-12-15 None 0.00000000 N N N N N MACOM Technology Solutions Holdings Inc USD XXXX N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DN2T9 4392729.58000000 PA USD 4424487.48000000 0.183713488968 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.50000000 N N N N N N COTERRA ENERGY INC FCNMH6O7VWU7LHXMK351 127097AN3 5071000.00000000 PA USD 4616362.08000000 0.191680502632 Long DBT CORP US N 2 2055-02-15 Fixed 5.90000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DG7 6887000.00000000 PA USD 6749019.92000000 0.280232682818 Long DBT CORP US N 2 2026-02-04 Fixed 2.19600000 N N N N N N JP Morgan Mortgage Trust N/A 46658CAD3 1905618.00000000 PA USD 1921099.24000000 0.079767847830 Long ABS-MBS CORP US N 2 2054-06-25 Variable 6.14800000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179VZQ6 7088641.17000000 PA USD 5789239.58000000 0.240380700933 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 2.00000000 N N N N N N HOWARD MIDSTREAM ENERGY N/A 442722AB0 1819000.00000000 PA USD 1892118.34000000 0.078564503426 Long DBT CORP US N 2 2028-07-15 Fixed 8.87500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36176EWP2 475570.43000000 PA USD 441899.24000000 0.018348532235 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.50000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 38.00000000 NC USD 72872.94000000 0.003025828894 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2025-06-18 4526314.56000000 USD 72872.94000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DTAM2 19759497.61000000 PA USD 19571812.22000000 0.812660432337 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQ3Z7 6748067.55000000 PA USD 6816331.41000000 0.283027589286 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGQ69 9648155.67000000 PA USD 8476169.02000000 0.351947336451 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N NIAGARA MOHAWK POWER 3T97Y9RR5EN5Y18QHB56 65364UAU0 878000.00000000 PA USD 829956.22000000 0.034461427127 Long DBT CORP US N 2 2054-01-17 Fixed 5.66400000 N N N N N N ANI PHARMACEUTICALS INC 5493000T6CXTND40YH31 00182CAB9 300000.00000000 PA USD 352194.06000000 0.014623795377 Long DBT CORP US N 2 2029-09-01 Fixed 2.25000000 N N N N Y ANI PHARMACEUTICALS INC USD XXXX N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBC3 5578000.00000000 PA USD 5652919.12000000 0.234720405263 Long DBT NUSS MX N 2 2037-05-13 Fixed 6.87500000 N N N N N N Ford Credit Auto Owner Trust/F N/A 34533BAA8 2394000.00000000 PA USD 2438933.46000000 0.101269350930 Long ABS-O CORP US N 2 2036-08-15 Variable 4.87000000 N N N N N N UNUM GROUP 549300E32YFDO6TZ8R31 91529YAT3 1243000.00000000 PA USD 1214104.39000000 0.050412020480 Long DBT CORP US N 2 2054-06-15 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383FP56 4797635.59000000 PA USD 4242575.54000000 0.176160144691 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 2.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36182D4V4 624549.40000000 PA USD 596206.87000000 0.024755690852 Long ABS-MBS USGA US N 2 2044-02-15 Fixed 4.00000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -267721.04000000 -0.01111630817 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -6370000.00000000 EUR 6952461.00000000 USD 2025-05-09 -267721.04000000 N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404121AK1 1904000.00000000 PA USD 1890170.94000000 0.078483643518 Long DBT CORP US N 2 2034-09-15 Fixed 5.45000000 N N N N N N CLEAR CHANNEL OUTDOOR HO N/A 18453HAA4 4490000.00000000 PA USD 4369947.73000000 0.181448890457 Long DBT CORP US N 2 2027-08-15 Fixed 5.12500000 N N N N N N Pnmac Gmsr Issuer Trust N/A 69346MAD1 3714000.00000000 PA USD 3710251.83000000 0.154057009251 Long ABS-O CORP US N 2 2026-03-25 Floating 7.44141000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DU6T9 7222585.18000000 PA USD 7090461.78000000 0.294410025542 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QUSS6 26082613.86000000 PA USD 26626818.73000000 1.105598284801 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.00000000 N N N N N N VORNADO REALTY LP 549300BMOJ05INE4YK86 929043AK3 4625000.00000000 PA USD 4460653.86000000 0.185215188743 Long DBT CORP US N 2 2026-06-01 Fixed 2.15000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMD8 6260000.00000000 PA USD 6142252.84000000 0.255038511118 Long DBT CORP US N 2 2035-10-25 Fixed 5.51800000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AU2 722000.00000000 PA USD 646719.54000000 0.026853077020 Long DBT CORP CH N 2 2032-05-14 Fixed 3.09100000 N N N N N N BIMBO BAKERIES USA INC 549300HOXXHHT7926W92 09031WAD5 3274000.00000000 PA USD 3483251.16000000 0.144631491545 Long DBT CORP US N 2 2034-01-15 Fixed 6.40000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TJY2 600402.55000000 PA USD 564583.64000000 0.023442631669 Long ABS-MBS USGA US N 2 2047-10-20 Fixed 4.00000000 N N N N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -35.00000000 NC -30817.20000000 -0.00127959121 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short BUNDESOBLIGATION Bundesobligation 2025-06-06 -4326240.62000000 USD -30817.20000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XKW55 5985000.38000000 PA USD 5963559.36000000 0.247618803680 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 4.50000000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AP6 5761000.00000000 PA USD 5419578.37000000 0.225031634870 Long DBT CORP US N 2 2032-03-15 Fixed 7.00000000 N N N N N WILLIAMS SCOTSMAN INC 549300DAKDS8SCO1OT57 96949VAM5 2180000.00000000 PA USD 2211514.08000000 0.091826447554 Long DBT CORP US N 2 2029-06-15 Fixed 6.62500000 N N N N N N AIR CANADA 2020-2A PTT N/A 00909DAA1 754779.46000000 PA USD 755037.75000000 0.031350663773 Long DBT CORP CA N 2 2029-04-01 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DP97 7148090.82000000 PA USD 5705990.95000000 0.236924052827 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.00000000 N N N N N N ARES CLO Ltd 549300FI9E5EZIMPA581 04017JAL5 6325000.00000000 PA USD 6327258.03000000 0.262720293265 Long ABS-CBDO CORP KY N 2 2036-10-22 Floating 5.37238000 N N N N N N BIMBO BAKERIES USA INC 549300HOXXHHT7926W92 09031WAE3 417000.00000000 PA USD 407075.65000000 0.016902587762 Long DBT CORP US N 2 2036-01-09 Fixed 5.37500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620AQ3U5 407348.70000000 PA USD 395599.25000000 0.016426064889 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N PHILLIPS EDISON GROCERY 549300WUPIVS6ZE0ZI51 71845JAB4 2012000.00000000 PA USD 2036793.78000000 0.084571714424 Long DBT CORP US N 2 2034-07-15 Fixed 5.75000000 N N N N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844CT3 1544000.00000000 PA USD 1607141.00000000 0.066731679478 Long DBT CORP US N 2 2034-03-15 Fixed 5.55000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 408.00000000 NC USD 250168.71000000 0.010387500643 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2025-06-18 46561458.33000000 USD 250168.71000000 N N N Cross Mortgage Trust N/A 22758DAB5 2558064.75000000 PA USD 2588672.76000000 0.107486823431 Long ABS-MBS CORP US N 2 2069-06-25 Variable 6.57600000 N N N N N N HOWARD MIDSTREAM ENERGY N/A 442722AC8 3232000.00000000 PA USD 3311792.97000000 0.137512207687 Long DBT CORP US N 2 2032-07-15 Fixed 7.37500000 N N N N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 043436AX2 4791000.00000000 PA USD 4370424.94000000 0.181468705162 Long DBT CORP US N 2 2032-02-15 Fixed 5.00000000 N N N N N Ivy Hill Middle Market Credit 5493003XZKSFJKWICW70 46600CBC3 340000.00000000 PA USD 334991.12000000 0.013909495214 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 6.00432000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RJ9 96753000.00000000 PA USD 75272700.05000000 3.125471687456 Long DBT UST US N 2 2044-11-15 Fixed 3.00000000 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAA2 1292000.00000000 PA USD 1278740.72000000 0.053095849003 Long DBT CORP US N 2 2027-07-15 Fixed 5.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWL4 700000.00000000 PA USD 688813.27000000 0.028600892114 Long DBT CORP US N 2 2028-06-05 Fixed 3.69100000 N N N N N N ARIZONA PUBLIC SERVICE YG6VT0TPHRH4TFVAQV64 040555CY8 4338000.00000000 PA USD 3352887.61000000 0.139218538584 Long DBT CORP US N 2 2049-03-01 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QDKB9 4149957.71000000 PA USD 3671733.39000000 0.152457647283 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.00000000 N N N N N N CITGO PETROLEUM CORP YX52P86PXMLYDOTUQ225 17302XAN6 5449000.00000000 PA USD 5459031.61000000 0.226669811587 Long DBT CORP US N 2 2029-01-15 Fixed 8.37500000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD -2599715.37000000 -0.10794533448 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD CDX.NA.HY.44.V1 Y Default Event 2030-06-20 0.00000000 USD -1873505.40000000 USD -61867000.00000000 USD -726209.97000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 1621.00000000 NC USD 806606.08000000 0.033491883037 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2025-06-30 176198991.43000000 USD 806606.08000000 N N N CyrusOne Data Centers Issuer I N/A 23284BAJ3 2264000.00000000 PA USD 2315614.90000000 0.096148919916 Long ABS-O CORP US N 2 2050-02-20 Fixed 5.91000000 N N N N N N BOF URSA FUNDING N/A 072926AE8 1052000.00000000 PA USD 1068159.98000000 0.044352119333 Long ABS-O CORP US N 2 2028-12-15 Fixed 5.83000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92553PAU6 7552000.00000000 PA USD 6407056.38000000 0.266033678907 Long DBT CORP US N 2 2043-09-01 Fixed 5.85000000 N N N N N N Cross Mortgage Trust N/A 22757BAC8 1164451.61000000 PA USD 1174024.57000000 0.048747826920 Long ABS-MBS CORP US N 2 2069-04-25 Variable 6.51800000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622ACRP7 6622176.78000000 PA USD 6518210.39000000 0.270649013696 Long ABS-MBS USGA US N 2 2053-07-20 Floating 4.01300000 N N N N N N JBS USA HOLD/FOOD/LUX CO N/A 46590XAU0 1477000.00000000 PA USD 1337253.79000000 0.055525427635 Long DBT CORP LU N 2 2032-01-15 Fixed 3.62500000 N N N N N N ILIAD HOLDING SAS 9695009PXA7OI9NXN582 449691AF1 1849000.00000000 PA USD 1952316.57000000 0.081064053241 Long DBT CORP FR N 2 2031-04-15 Fixed 8.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X75L9 2343193.74000000 PA USD 1884609.31000000 0.078252713618 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.00000000 N N N N N N MACY'S RETAIL HLDGS LLC N/A 55617LAQ5 4292000.00000000 PA USD 4001993.42000000 0.166170698264 Long DBT CORP US N 2 2030-03-15 Fixed 5.87500000 N N N N N N OLIN CORP 549300GKK294V7W57P06 680665AN6 4645000.00000000 PA USD 4413223.79000000 0.183245798236 Long DBT CORP US N 2 2033-04-01 Fixed 6.62500000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 1769.21000000 0.000073461105 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -995681.37000000 USD 880000.00000000 EUR 2025-05-09 1769.21000000 N N N CITIGROUP GLOBAL MARKETS 82VOJDD5PTRDMVVMGV31 000000000 600000.00000000 PA 687578.87000000 0.028549637380 Long DBT CORP US N 2 2030-02-05 Fixed 0.80000000 N N N N N Airbus SE EUR XXXX N N N Cross Mortgage Trust N/A 22757BAB0 899539.46000000 PA USD 908018.52000000 0.037702728533 Long ABS-MBS CORP US N 2 2069-04-25 Variable 6.41700000 N N N N N N Greensky Home Improvement Issu N/A 39571XAD6 1557615.60000000 PA USD 1566156.94000000 0.065029940082 Long ABS-O CORP US N 2 2059-10-27 Fixed 5.15000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36193GE76 1639058.18000000 PA USD 1526894.84000000 0.063399699877 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.50000000 N N N N N N SCF Equipment Trust Llc N/A 78437DAF7 353000.00000000 PA USD 362235.61000000 0.015040740434 Long ABS-O CORP US N 2 2035-11-20 Fixed 5.88000000 N N N N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 026874DP9 4150000.00000000 PA USD 3381339.86000000 0.140399932393 Long DBT CORP US N 2 2050-06-30 Fixed 4.37500000 N N N N N N Santander Drive Auto Receivabl N/A 80288DAE6 4215000.00000000 PA USD 4260371.10000000 0.176899051611 Long ABS-O CORP US N 2 2031-03-17 Fixed 5.04000000 N N N N N N AMER AIRLINE 19-1AA PTT N/A 02377LAA2 1644701.26000000 PA USD 1490574.17000000 0.061891593675 Long DBT CORP US N 2 2032-02-15 Fixed 3.15000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397G72 6901000.00000000 PA USD 6862067.11000000 0.284926626193 Long DBT CORP US N 2 2028-03-20 Fixed 5.91800000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 054989AD0 556000.00000000 PA USD 604826.17000000 0.025113581270 Long DBT CORP US N 2 2053-08-02 Fixed 7.08100000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 529.00000000 NC USD 388234.31000000 0.016120257984 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2025-06-30 109722289.40000000 USD 388234.31000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XTAN1 2090974.40000000 PA USD 1852233.01000000 0.076908385476 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 3.00000000 N N N N N N DTE ENERGY CO 549300IX8SD6XXD71I78 233331BM8 2703000.00000000 PA USD 2731330.06000000 0.113410237256 Long DBT CORP US N 2 2027-07-01 Fixed 4.95000000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAS8 4328000.00000000 PA USD 4415160.77000000 0.183326225484 Long DBT CORP US N 2 2034-01-15 Fixed 5.75000000 N N N N N N AVIANCA MIDCO 2 PLC N/A 05369YAA7 4451000.00000000 PA USD 3891865.38000000 0.161597963783 Long DBT CORP GB N 2 2030-02-14 Fixed 9.62500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36194GKH6 1288698.32000000 PA USD 1212590.22000000 0.050349149141 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EQ60 1256686.43000000 PA USD 1299497.48000000 0.053957710816 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 7.00000000 N N N N N N New Residential Mortgage Loan N/A 64830JAA8 5423708.62000000 PA USD 4818467.21000000 0.200072308177 Long ABS-MBS CORP US N 2 2061-04-25 Variable 2.27653000 N N N N N N STORE CAPITAL LLC 254900Z9PIEFQ6AYXK50 862123AA4 5533000.00000000 PA USD 5522281.64000000 0.229296078186 Long DBT CORP US N 2 2030-04-30 Fixed 5.40000000 N N N N N N ZIMMER BIOMET HOLDINGS 2P2YLDVPES3BXQ1FRB91 98956PAX0 2323000.00000000 PA USD 2383785.27000000 0.098979488784 Long DBT CORP US N 2 2028-12-01 Fixed 5.35000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36195CAK8 2067501.67000000 PA USD 1843242.97000000 0.076535101198 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3.00000000 N N N N N N LEG IMMOBILIEN SE 391200SO40AKONBO0Z96 000000000 500000.00000000 PA 561755.57000000 0.023325204597 Long DBT CORP DE N 2 2025-09-01 Fixed 0.87500000 N N N N N LEG Immobilien SE EUR XXXX N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26884TAZ5 2830000.00000000 PA USD 2853462.88000000 0.118481433995 Long DBT CORP US N 2 2034-10-30 Fixed 5.20000000 N N N N N N JETBLUE AIRWAYS CORP N/A 477164AA5 5869842.34000000 PA USD 5486092.59000000 0.227793437108 Long DBT CORP US N 2 2032-11-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5HK4 2199590.12000000 PA USD 1949447.45000000 0.080944921692 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FVPE6 3602488.06000000 PA USD 3286359.29000000 0.136456150887 Long ABS-MBS USGSE US N 2 2047-08-15 Fixed 1.00000000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AJ2 2049000.00000000 PA USD 2050609.28000000 0.085145361364 Long DBT CORP US N 2 2028-04-01 Fixed 4.75000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAN3 5412000.00000000 PA USD 5413651.53000000 0.224785540727 Long DBT CORP US N 2 2032-04-01 Fixed 5.20000000 N N N N N N Cross Mortgage Trust N/A 22758PAD4 3456391.79000000 PA USD 3461393.19000000 0.143723905311 Long ABS-MBS CORP US N 2 2070-03-25 Variable 5.45800000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AZ1 914000.00000000 PA USD 978883.48000000 0.040645182118 Long DBT CORP CH N 2 2033-08-12 Fixed 6.53700000 N N N N N N SOUTH BOW USA INFRA HLDS 254900Z1WAY7QFQ7O850 83007CAC6 2093000.00000000 PA USD 2076806.38000000 0.086233116876 Long DBT CORP US N 2 2029-10-01 Fixed 5.02600000 N N N N N N INTERNATIONAL GAME TECH 549300UQ6KHRCZDRGZ76 460599AE3 5625000.00000000 PA USD 5504667.75000000 0.228564714565 Long DBT CORP GB N 2 2029-01-15 Fixed 5.25000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACS2 2093000.00000000 PA USD 1934892.54000000 0.080340572983 Long DBT CORP US N 2 2029-03-15 Fixed 2.40000000 N N N N N N DELL INT LLC / EMC CORP 254900ZARLSVK41DKO78 24703DBH3 1373000.00000000 PA USD 908049.97000000 0.037704034399 Long DBT CORP US N 2 2051-12-15 Fixed 3.45000000 N N N N N N SCHNEIDER ELECTRIC SE 969500A1YF1XUYYXS284 000000000 400000.00000000 PA 476955.67000000 0.019804144686 Long DBT CORP FR N 2 2031-06-28 Fixed 1.62500000 N N N N N SCHNEIDER ELECTRIC SE EUR XXXX N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36194CAG8 1093789.85000000 PA USD 1018379.49000000 0.042285134729 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36176S4E7 244464.98000000 PA USD 240387.88000000 0.009981381197 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.50000000 N N N N N N WELLTOWER OP LLC T6IZ0MBEG5ACZDTR7D06 95041AAD0 300000.00000000 PA USD 400350.00000000 0.016623325445 Long DBT CORP US N 2 2029-07-15 Fixed 3.12500000 N N N N Y WELLTOWER INC USD XXXX N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XN69 4563513.57000000 PA USD 4518720.40000000 0.187626226564 Long ABS-MBS USGA US N 2 2052-11-20 Floating 4.00000000 N N N N N N Cedar Funding Ltd 549300PTCF9P2JDL1E69 15032EBE8 4439232.00000000 PA USD 4383124.55000000 0.181996018138 Long ABS-CBDO CORP KY N 2 2038-01-17 Floating 7.22979000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382B5K5 2064681.53000000 PA USD 1901686.49000000 0.078961791977 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPBW7 14284.50000000 PA USD 14523.50000000 0.000603044503 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N CMS ENERGY CORP 549300IA9XFBAGNIBW29 125896BV1 1186000.00000000 PA USD 1027856.27000000 0.042678629417 Long DBT CORP US N 2 2050-12-01 Fixed 3.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3617LANC2 475977.62000000 PA USD 442507.14000000 0.018373773448 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 3.50000000 N N N N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 56585ABL5 8025000.00000000 PA USD 7851608.40000000 0.326014341705 Long DBT CORP US N 2 2035-03-01 Fixed 5.70000000 N N N N N N NUTANIX INC 549300X7J6E8TKVIXW09 67059NAJ7 300000.00000000 PA USD 324557.94000000 0.013476288903 Long DBT CORP US N 2 2029-12-15 Fixed 0.50000000 N N N N N Nutanix Inc USD XXXX N N N SFS Auto Receivables Securitiz N/A 78398AAB9 33156.15000000 PA USD 33177.97000000 0.001377615069 Long ABS-O CORP US N 2 2027-03-22 Fixed 5.89000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179T4Q5 1190472.82000000 PA USD 1155988.87000000 0.047998948912 Long ABS-MBS USGA US N 2 2048-07-20 Fixed 4.50000000 N N N N N N REXFORD INDUSTRIAL REALT 549300028US163ELJN70 76169XAD6 300000.00000000 PA USD 296850.00000000 0.012325800320 Long DBT CORP US N 2 2027-03-15 Fixed 4.37500000 N N N N Y Rexford Industrial Realty Inc USD XXXX N N N SUNRISE FINCO I BV 213800MNFBDEQRS6HZ22 90320BAA7 4248000.00000000 PA USD 3898814.40000000 0.161886500866 Long DBT CORP NL N 2 2031-07-15 Fixed 4.87500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36297F6L1 125150.54000000 PA USD 122522.30000000 0.005087368720 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 4.50000000 N N N N N N HUNTINGTON BANCSHARES 549300XTVCVV9I7B5T19 446150BE3 3577000.00000000 PA USD 3605037.28000000 0.149688292613 Long DBT CORP US N 2 2031-01-15 Fixed 5.27200000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36193EP95 602700.31000000 PA USD 550664.58000000 0.022864684712 Long ABS-MBS USGA US N 2 2046-01-20 Fixed 3.50000000 N N N N N N INTEGER HOLDINGS CORP 549300SUD2ED5XG6X569 45826HAC3 500000.00000000 PA USD 530500.00000000 0.022027411386 Long DBT CORP US N 2 2030-03-15 Fixed 1.87500000 N N N N Y Integer Holdings Corp USD XXXX N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36193SR84 577065.04000000 PA USD 531965.65000000 0.022088268079 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJ4X8 5344.44000000 PA USD 4552.38000000 0.000189023839 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BK8 1366000.00000000 PA USD 1415120.61000000 0.058758612324 Long DBT CORP US N 2 2030-11-01 Fixed 5.80000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BV6 2278000.00000000 PA USD 2311784.65000000 0.095989880345 Long DBT CORP US N 2 2028-01-21 Fixed 5.30000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CKA8 21203000.00000000 PA USD 21375274.38000000 0.887543755464 Long DBT UST US N 2 2027-02-15 Fixed 4.12500000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BZ0 4967000.00000000 PA USD 5030798.78000000 0.208888735779 Long DBT CORP US N 2 2030-04-01 Fixed 5.18600000 N N N N N N BAT INTL FINANCE PLC 21380041YBGOQDFAC823 05530QAN0 1998000.00000000 PA USD 1944845.31000000 0.080753831719 Long DBT CORP GB N 2 2026-03-25 Fixed 1.66800000 N N N N N N Westlake Automobile Receivable N/A 96043VAG3 2435000.00000000 PA USD 2441594.22000000 0.101379830958 Long ABS-O CORP US N 2 2030-10-15 Fixed 5.14000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36186SLE6 179703.52000000 PA USD 170733.51000000 0.007089193708 Long ABS-MBS USGA US N 2 2045-06-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHBZ9 4519491.49000000 PA USD 4244958.55000000 0.176259091990 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KDF4 2599000.00000000 PA USD 2619921.95000000 0.108784351732 Long DBT CORP US N 2 2055-08-15 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36204DX38 697273.06000000 PA USD 665656.06000000 0.027639358860 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.00000000 N N N N N N Imperial Fund LLC N/A 45290BAA7 975757.22000000 PA USD 977082.59000000 0.040570405596 Long ABS-MBS CORP US N 2 2068-02-25 Variable 5.94100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WF6M3 1519800.50000000 PA USD 1488647.28000000 0.061811585384 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DFJ6 1609383.91000000 PA USD 1547240.14000000 0.064244477055 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 3.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMA4 2261000.00000000 PA USD 2294152.09000000 0.095257741508 Long DBT CORP US N 2 2035-01-23 Fixed 5.46800000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMM1 9905000.00000000 PA USD 8177094.05000000 0.339529150966 Long DBT CORP US N 2 2033-12-01 Fixed 2.55000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620A7ZK4 349752.95000000 PA USD 333898.27000000 0.013864117916 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.00000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAA9 3145000.00000000 PA USD 3125890.35000000 0.129793162468 Long DBT CORP US N 2 2028-06-01 Fixed 8.12500000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 054989AA6 1546000.00000000 PA USD 1653427.35000000 0.068653580464 Long DBT CORP US N 2 2030-08-02 Fixed 6.34300000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36178DR37 378503.06000000 PA USD 352798.23000000 0.014648881712 Long ABS-MBS USGA US N 2 2042-12-15 Fixed 3.50000000 N N N N N N MCF CLO LLC 254900KF5QOK0T8H4C54 55281GAQ1 4550000.00000000 PA USD 4574583.65000000 0.189945779419 Long ABS-CBDO CORP KY N 2 2036-04-18 Floating 6.21947000 N N N N N N COUSINS PROPERTIES LP 254900ZQIHJ5FQH4C329 222793AB7 4515000.00000000 PA USD 4478352.69000000 0.185950079241 Long DBT CORP US N 2 2032-02-15 Fixed 5.37500000 N N N N N N New Economy Assets Phase 1 Iss N/A 643821AA9 7596000.00000000 PA USD 7139293.54000000 0.296437616996 Long ABS-O CORP US N 2 2061-10-20 Fixed 1.91000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAN3 1807000.00000000 PA USD 1549615.60000000 0.064343110862 Long DBT CORP US N 2 2038-06-25 Fixed 4.62500000 N N N N N N TIF Funding III LLC N/A 88655AAA8 3744825.00000000 PA USD 3809819.43000000 0.158191253334 Long ABS-O CORP US N 2 2049-04-20 Fixed 5.48000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140E7DJ6 1076974.75000000 PA USD 1055131.73000000 0.043811160572 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 3.00000000 N N N N N N MACQUARIE AIRFINANCE HLD 549300MCGUSL5B852H65 55609NAF5 4971000.00000000 PA USD 4967425.85000000 0.206257366128 Long DBT CORP GB N 2 2028-03-27 Fixed 5.20000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36297F6M9 135834.70000000 PA USD 133358.28000000 0.005537300085 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 4.50000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AR4 2656000.00000000 PA USD 2688594.62000000 0.111635777091 Long DBT CORP US N 2 2033-10-15 Fixed 5.95000000 N N N N N N OSI SYSTEMS INC DDX3MPX1Y8YD30050X33 671044AE5 150000.00000000 PA USD 190875.55000000 0.007925531128 Long DBT CORP US N 2 2029-08-01 Fixed 2.25000000 N N N N Y OSI SYSTEMS INC USD XXXX N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMVD4 13061871.12000000 PA USD 11124429.64000000 0.461908365925 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HDJ1 2264000.00000000 PA USD 2236701.55000000 0.092872281227 Long DBT CORP US N 2 2036-01-30 Fixed 6.18300000 N N N N N N RYDER SYSTEM INC ZXJ6Y2OSPZXIVGRILD15 78355HLF4 9539000.00000000 PA USD 9564685.95000000 0.397144716693 Long DBT CORP US N 2 2030-06-15 Fixed 4.85000000 N N N N N N GS Mortgage-Backed Securities N/A 36270AAA2 5568157.71000000 PA USD 5566274.00000000 0.231122728161 Long ABS-O CORP US N 2 2054-08-25 Floating 5.95369000 N N N N N N PARSONS CORP 549300ZXH0VRBSEPX752 70202LAD4 200000.00000000 PA USD 211800.00000000 0.008794355761 Long DBT CORP US N 2 2029-03-01 Fixed 2.62500000 N N N N Y PARSONS CORP USD XXXX N N N SLAM 2021-1 LLC N/A 78449AAA0 7047387.20000000 PA USD 6548010.05000000 0.271886354639 Long ABS-O CORP US N 2 2046-06-15 Fixed 2.43400000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BH0 2399000.00000000 PA USD 2456134.10000000 0.101983555592 Long DBT CORP CH N 2 2035-02-08 Fixed 5.69900000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BT1 2252000.00000000 PA USD 2320009.84000000 0.096331406535 Long DBT CORP US N 2 2027-10-20 Fixed 6.61500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XFE1 2345660.67000000 PA USD 2079004.44000000 0.086324384683 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XQYK7 7970881.22000000 PA USD 7652877.89000000 0.317762657070 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XN4K7 1626785.37000000 PA USD 1659045.45000000 0.068886855111 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XAG55 10014629.07000000 PA USD 9198074.87000000 0.381922298073 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 2.00000000 N N N N N N Towd Point Mortgage Trust N/A 89181JAA0 895464.09000000 PA USD 862317.86000000 0.035805146556 Long ABS-MBS CORP US N 2 2063-01-25 Fixed 3.75000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 244634.09000000 0.010157692251 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -16051118.39000000 USD 92592000.00000000 BRL 2025-05-05 244634.09000000 N N N INEOS QUATTRO FINANCE 2 213800V48W4Y5MT5Q131 45674GAB0 2546000.00000000 PA USD 2453707.50000000 0.101882798351 Long DBT CORP GB N 2 2029-03-15 Fixed 9.62500000 N N N N N Cross Mortgage Trust N/A 22758PAA0 1632822.71000000 PA USD 1635173.65000000 0.067895650664 Long ABS-MBS CORP US N 2 2070-03-25 Variable 5.35600000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBG6 1136000.00000000 PA USD 1135899.48000000 0.047164797624 Long DBT CORP US N 2 2028-01-15 Fixed 5.00000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBR1 5578000.00000000 PA USD 5450400.52000000 0.226311431624 Long DBT CORP BM N 2 2032-02-01 Fixed 6.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0KJ0 78680.28000000 PA USD 79669.95000000 0.003308054220 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.50000000 N N N N N N CyrusOne Data Centers Issuer I N/A 23284BAE4 2424000.00000000 PA USD 2441194.64000000 0.101363239605 Long ABS-O CORP US N 2 2048-11-20 Fixed 5.56000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDK9 13495000.00000000 PA USD 13924756.64000000 0.578183492874 Long DBT CORP US N 2 2033-09-14 Fixed 5.71700000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636ABH3 6259000.00000000 PA USD 6459034.01000000 0.268191893118 Long DBT CORP DK N 2 2030-03-01 Fixed 5.70500000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEE8 2964000.00000000 PA USD 2152309.40000000 0.089368151904 Long DBT CORP US N 2 2041-05-15 Fixed 3.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QDV27 44385.76000000 PA USD 37547.90000000 0.001559063223 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N CLARIOS GLOBAL LP/US FIN N/A 18060TAD7 4420000.00000000 PA USD 4500886.00000000 0.186885706931 Long DBT CORP N/A N 2 2030-02-15 Fixed 6.75000000 N N N N N N BRAVO Residential Funding Trus N/A 10569UAB1 954169.04000000 PA USD 964393.72000000 0.040043538566 Long ABS-MBS CORP US N 2 2063-06-25 Variable 6.86000000 N N N N N N ARDAGH METAL PACKAGING N/A 03969YAB4 584000.00000000 PA USD 509001.63000000 0.021134756457 Long DBT CORP N/A N 2 2029-09-01 Fixed 4.00000000 N N N N N N Wells Fargo Commercial Mortgag N/A 94989WAR8 655354.56000000 PA USD 652335.47000000 0.027086261564 Long ABS-MBS CORP US N 2 2048-11-15 Fixed 3.42700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427MSQ5 18025725.85000000 PA USD 18222440.96000000 0.756631863331 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 5.50000000 N N N N N N SMYRNA READY MIX CONCRET 549300S7RFWHQFOIOY93 83283WAE3 4837000.00000000 PA USD 4967095.95000000 0.206243668026 Long DBT CORP US N 2 2031-11-15 Fixed 8.87500000 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAS2 3913000.00000000 PA USD 3783233.57000000 0.157087355737 Long DBT CORP KY N 2 2054-06-28 Fixed 6.40000000 N N N N N N Toorak Mortgage Corp. N/A 89053JAB3 3652909.00000000 PA USD 3651574.59000000 0.151620613955 Long ABS-MBS CORP US N 2 2040-02-25 Variable 5.52400000 N N N N N N New Residential Mortgage Loan 213800HBIGZVLLQA9I67 647910AC2 2882030.22000000 PA USD 2889937.93000000 0.119995950360 Long ABS-MBS CORP US N 2 2064-11-25 Variable 5.46600000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AE7 5000000.00000000 PA USD 4892101.50000000 0.203129749833 Long DBT CORP US N 2 2026-08-18 Fixed 3.50000000 N N N N N N TECPETROL S.A. 529900C0GOV3UC7ZMZ16 87876TAG9 6630000.00000000 PA USD 6653205.00000000 0.276254257446 Long DBT CORP AR N 2 2033-01-22 Fixed 7.62500000 N N N N N N HEALTHCARE RLTY HLDGS LP 549300IYGAS4GE6VDL07 42225UAD6 7500000.00000000 PA USD 7362954.15000000 0.305724448791 Long DBT CORP US N 2 2026-08-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AJL27 2785932.27000000 PA USD 2253950.73000000 0.093588501367 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBP4 1180000.00000000 PA USD 1003823.73000000 0.041680750726 Long DBT CORP US N 2 2047-12-01 Fixed 5.20000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38379GUF2 2137513.85000000 PA USD 2094996.99000000 0.086988427055 Long ABS-MBS USGA US N 2 2038-01-20 Fixed 3.50000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAP7 804000.00000000 PA USD 824057.61000000 0.034216505149 Long DBT CORP US N 2 2034-06-08 Fixed 5.86700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DYC0 36379.80000000 PA USD 30440.54000000 0.001263951550 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.50000000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 28504DAD5 1361000.00000000 PA USD 1437464.31000000 0.059686367031 Long DBT CORP FR N 2 2053-05-23 Fixed 6.90000000 N N N N N N AMEREN CORP XRZQ5S7HYJFPHJ78L959 023608AK8 3952000.00000000 PA USD 3668033.70000000 0.152304028822 Long DBT CORP US N 2 2028-03-15 Fixed 1.75000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397ZW6 3004000.00000000 PA USD 2956318.14000000 0.122752188237 Long DBT CORP US N 2 2026-08-01 Fixed 4.54200000 N N N N N N Daimler Trucks Retail Trust N/A 233868AC2 3010686.74000000 PA USD 3029559.53000000 0.125793315905 Long ABS-O CORP US N 2 2027-03-15 Fixed 5.90000000 N N N N N N Verus Securitization Trust 213800LFRCPWSTP6LX39 92540RAC8 2222934.84000000 PA USD 2224953.49000000 0.092384478493 Long ABS-MBS CORP US N 2 2069-11-25 Variable 5.43800000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADD4 2574000.00000000 PA USD 2573900.70000000 0.106873458223 Long DBT CORP US N 2 2054-06-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XRNY7 6091802.03000000 PA USD 6191998.53000000 0.257104050757 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.00000000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271BA6 566000.00000000 PA USD 530949.67000000 0.022046082576 Long DBT CORP US N 2 2035-04-15 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XKPA2 8792275.04000000 PA USD 7716482.78000000 0.320403658160 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 3.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CMR9 14663000.00000000 PA USD 14839414.22000000 0.616161888337 Long DBT UST US N 2 2032-02-29 Fixed 4.12500000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAG2 1582000.00000000 PA USD 1316388.32000000 0.054659051968 Long DBT CORP US N 2 2032-03-15 Fixed 2.35000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36297F2P6 310393.20000000 PA USD 306453.31000000 0.012724548784 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 4.50000000 N N N N N N STORE CAPITAL LLC 254900Z9PIEFQ6AYXK50 862121AB6 2825000.00000000 PA USD 2755013.08000000 0.114393603184 Long DBT CORP US N 2 2029-03-15 Fixed 4.62500000 N N N N N N NIPPON LIFE INSURANCE 549300Y0HHMFW3EVWY08 654579AP6 766000.00000000 PA USD 777611.24000000 0.032287959816 Long DBT CORP JP N 2 2055-04-30 Fixed 6.50000000 N N N N N N ALUMINA PTY LTD 2138002VD9MW2WT8HR38 02220AAB3 4520000.00000000 PA USD 4405068.60000000 0.182907178584 Long DBT CORP AU N 2 2032-09-15 Fixed 6.37500000 N N N N N N Apollo Aviation Securitization N/A 00258PAA1 2631471.29000000 PA USD 2643797.89000000 0.109775728080 Long ABS-O CORP US N 2 2050-02-16 Fixed 5.94300000 N N N N N N OSCAR US Funding Trust 3538004TGTV49T7RNL88 68784GAC7 1803000.00000000 PA USD 1825175.89000000 0.075784920230 Long ABS-O CORP JP N 2 2028-02-10 Fixed 5.54000000 N N N N N N U.S. Bank National Association N/A 90357PAV6 196101.50000000 PA USD 198705.30000000 0.008250637865 Long ABS-O CORP US N 2 2032-08-25 Fixed 6.78900000 N N N N N N Willis Engine Securitization T N/A 97064EAA6 652127.22000000 PA USD 646749.06000000 0.026854302749 Long ABS-O CORP US N 2 2043-09-15 Variable 4.75000000 N N N N N N BAYER US FINANCE LLC 54930093Q75GSEM74I71 07274EAL7 2095000.00000000 PA USD 2190343.68000000 0.090947410589 Long DBT CORP US N 2 2033-11-21 Fixed 6.50000000 N N N N N N Hilton Grand Vacations Trust N/A 432917AA0 400011.83000000 PA USD 409073.78000000 0.016985554080 Long ABS-O CORP US N 2 2038-01-25 Fixed 5.72000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BG7 779000.00000000 PA USD 809465.25000000 0.033610601442 Long DBT CORP US N 2 2032-11-15 Fixed 6.10000000 N N N N N N SAIPEM SPA 549300PHV8MBDHWB8X12 000000000 300000.00000000 PA 430453.38000000 0.017873277444 Long DBT CORP IT N 2 2029-09-11 Fixed 2.87500000 N N N N N Saipem SpA EUR XXXX N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHQK6 3489231.10000000 PA USD 3367449.15000000 0.139823162584 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XRAN5 5842598.71000000 PA USD 5970842.17000000 0.247921200384 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 6.00000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAQ5 1221000.00000000 PA USD 1318602.76000000 0.054750999906 Long DBT CORP US N 2 2029-10-30 Fixed 7.16100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X86F9 6477154.53000000 PA USD 5755310.76000000 0.238971909084 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 3.00000000 N N N N N N MF1 Multifamily Housing Mortga N/A 55284AAC2 6578500.00000000 PA USD 6495229.02000000 0.269694781668 Long ABS-CBDO CORP KY N 2 2036-10-16 Floating 5.88442000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCL7 4642000.00000000 PA USD 4340684.81000000 0.180233836023 Long DBT CORP US N 2 2055-07-15 Fixed 6.95000000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377RDU5 1050000.00000000 PA USD 1045358.37000000 0.043405351296 Long ABS-O CORP US N 2 2026-08-20 Fixed 2.33000000 N N N N N N Fortress Credit Opportunities 2549008RD44HDM6DNP14 34961JAY0 1800000.00000000 PA USD 1800189.00000000 0.074747415036 Long ABS-CBDO CORP KY N 2 2033-10-15 Floating 6.11359000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A7JY6 8006.64000000 PA USD 6796.66000000 0.000282210793 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N CALIFORNIA ST N/A 13063A7D0 3705000.00000000 PA USD 4299350.91000000 0.178517570576 Long DBT MUN US N 2 2039-10-01 Fixed 7.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CR89 2834259.10000000 PA USD 2600115.63000000 0.107961954072 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N Apidos CLO Ltd N/A 03766HAA8 5000000.00000000 PA USD 4989780.00000000 0.207185554739 Long ABS-CBDO CORP JE N 2 2035-04-21 Floating 5.57238000 N N N N N N GEOPARK LTD 529900ZR5QI19AH4KZ07 37255BAC3 4037000.00000000 PA USD 3494319.05000000 0.145091052273 Long DBT CORP BM N 2 2030-01-31 Fixed 8.75000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DT9 2370000.00000000 PA USD 2533802.64000000 0.105208507302 Long DBT CORP US N 2 2054-05-01 Fixed 6.85800000 N N N N N N Carvana Auto Receivables Trust N/A 14076LAD5 2405000.00000000 PA USD 2434169.28000000 0.101071532734 Long ABS-O CORP US N 2 2030-12-10 Fixed 4.74000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179V4L1 3897455.24000000 PA USD 3259427.28000000 0.135337880455 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 2.50000000 N N N N N N CONSTELLATION EN GEN LLC S2PEWKCZFFECR4533P43 210385AC4 2736000.00000000 PA USD 2837030.60000000 0.117799133163 Long DBT CORP US N 2 2033-03-01 Fixed 5.80000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620A9PQ8 627313.54000000 PA USD 599790.20000000 0.024904477815 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 4.00000000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 12769GAC4 4505000.00000000 PA USD 4532494.02000000 0.188198134564 Long DBT CORP US N 2 2032-02-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XQC39 20437993.96000000 PA USD 20583724.01000000 0.854677015344 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 5.50000000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AK9 2452000.00000000 PA USD 2548253.97000000 0.105808555165 Long DBT CORP US N 2 2039-01-25 Fixed 6.30000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLH0 12262000.00000000 PA USD 12299286.90000000 0.510690767785 Long DBT CORP US N 2 2034-04-25 Fixed 5.28800000 N N N N N N DREYFUS INSTITUTIONAL PREFERRE 549300RBWL04JG8SIX57 000000000 23613433.87000000 NS USD 23613433.87000000 0.980476573250 Long STIV RF US N 1 N N N Ivy Hill Middle Market Credit N/A 46603PAL2 7850000.00000000 PA USD 7800521.45000000 0.323893110293 Long ABS-CBDO CORP KY N 2 2037-01-22 Floating 5.85238000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QD7B4 14946.83000000 PA USD 12504.64000000 0.000519217435 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N STERIS PLC 549300BRDKZ1HFI2J358 85917PAA5 3944000.00000000 PA USD 3504104.90000000 0.145497380159 Long DBT CORP IE N 2 2031-03-15 Fixed 2.70000000 N N N N N N BENCHMARK Mortgage Trust N/A 081921AY4 5420069.00000000 PA USD 5576277.56000000 0.231538095798 Long ABS-MBS CORP US N 2 2057-11-15 Fixed 5.42300000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CGV7 7490000.00000000 PA USD 7479797.42000000 0.310576012931 Long DBT UST US N 2 2026-04-15 Fixed 3.75000000 N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KBF2 875000.00000000 PA USD 907675.19000000 0.037688472791 Long DBT CORP US N 2 2029-03-09 Fixed 6.49900000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174467Y9 2500000.00000000 PA USD 2496527.75000000 0.103660779995 Long DBT CORP US N 2 2026-09-08 Fixed 4.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0FL1 10086624.53000000 PA USD 8438771.17000000 0.350394503601 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N VMWARE LLC 549300BUDHS3LRWBE814 928563AL9 3657000.00000000 PA USD 3110919.02000000 0.129171523175 Long DBT CORP US N 2 2031-08-15 Fixed 2.20000000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 21987BBH0 3735000.00000000 PA USD 3707929.80000000 0.153960593964 Long DBT CORP CL N 2 2053-09-08 Fixed 6.30000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PU9 5616000.00000000 PA USD 5634401.39000000 0.233951512414 Long DBT CORP US N 2 2036-01-24 Fixed 6.02000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHSM0 3602582.00000000 PA USD 3380231.97000000 0.140353930605 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3617VTH86 21472489.13000000 PA USD 17977693.79000000 0.746469475773 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 2.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWV2 1205000.00000000 PA USD 1182334.89000000 0.049092887877 Long DBT CORP US N 2 2029-04-23 Fixed 3.81400000 N N N N N N DAVIDE CAMPARI-MILANO SP 213800ED5AN2J56N6Z02 000000000 600000.00000000 PA 652833.36000000 0.027106934943 Long DBT CORP NL N 2 2029-01-17 Fixed 2.37500000 N N N N N Davide Campari-Milano NV EUR XXXX N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSQH8 29838322.69000000 PA USD 27367530.84000000 1.136354119610 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DTQS2 6247088.84000000 PA USD 6248155.03000000 0.259435779932 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WERM3 12208.53000000 PA USD 11299.89000000 0.000469193827 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 3.50000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCU7 7580000.00000000 PA USD 6724034.19000000 0.279195225790 Long DBT CORP US N 2 2054-09-27 Fixed 5.37500000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XFG6 5007000.00000000 PA USD 4971517.14000000 0.206427244598 Long DBT CORP US N 2 2032-04-04 Fixed 5.62500000 N N N N N N REXFORD INDUSTRIAL REALT 549300028US163ELJN70 76169XAB0 2170000.00000000 PA USD 1814131.80000000 0.075326347725 Long DBT CORP US N 2 2031-09-01 Fixed 2.15000000 N N N N N N CHENIERE ENERGY INC MIHC87W9WTYSYZWV1J40 16411RAN9 1317000.00000000 PA USD 1312422.04000000 0.054494364162 Long DBT CORP US N 2 2034-04-15 Fixed 5.65000000 N N N N N N New Residential Mortgage Loan 2138006ZAYPD4ZHQYX81 64831XAC2 6934732.18000000 PA USD 6985065.85000000 0.290033777647 Long ABS-MBS CORP US N 2 2065-05-25 Variable 5.56600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNZW6 26133833.55000000 PA USD 22072901.34000000 0.916510609455 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36176BN29 393340.21000000 PA USD 375456.10000000 0.015589681380 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.00000000 N N N N N N The Huntington National Bank N/A 44644NAG4 869458.59000000 PA USD 874281.48000000 0.036301899769 Long ABS-O CORP US N 2 2032-10-20 Fixed 5.44200000 N N N N N N CITIZENS FINANCIAL GROUP 2138004JDDA4ZQUPFW65 174610BH7 3648000.00000000 PA USD 3710697.05000000 0.154075495668 Long DBT CORP US N 2 2032-07-23 Fixed 5.71800000 N N N N N N ANGLOGOLD HOLDINGS PLC 213800745ZIXC4L6A131 03512TAE1 2163000.00000000 PA USD 2016201.60000000 0.083716686299 Long DBT CORP IM N 2 2030-10-01 Fixed 3.75000000 N N N N N N COMMONBOND STUDENT LOAN TRUST N/A 20268CAA6 1694958.53000000 PA USD 1549490.41000000 0.064337912725 Long ABS-O CORP US N 2 2047-01-25 Fixed 2.54000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAU2 6525000.00000000 PA USD 4633435.58000000 0.192389428190 Long DBT CORP N/A N 2 2041-05-11 Fixed 3.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36296YD90 237718.21000000 PA USD 221568.33000000 0.009199956183 Long ABS-MBS USGA US N 2 2044-10-15 Fixed 3.50000000 N N N N N N JM SMUCKER CO 5493000WDH6A0LHDJD55 832696AZ1 921000.00000000 PA USD 980281.68000000 0.040703238153 Long DBT CORP US N 2 2053-11-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AAH96 7259244.52000000 PA USD 5819697.13000000 0.241645358772 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TQQ1 638986.96000000 PA USD 601296.33000000 0.024967015318 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 4.00000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DT4 1659000.00000000 PA USD 1593446.97000000 0.066163076213 Long DBT CORP US N 2 2053-03-02 Fixed 5.65000000 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 98313RAH9 2235000.00000000 PA USD 2135294.73000000 0.088661669085 Long DBT CORP KY N 2 2028-08-26 Fixed 5.62500000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZU1 1810000.00000000 PA USD 1811312.59000000 0.075209288539 Long DBT CORP US N 2 2028-08-23 Fixed 4.48200000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -234087.48000000 -0.00971977610 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -92592000.00000000 BRL 15941956.63000000 USD 2025-06-03 -234087.48000000 N N N AMERICAN HOMES 4 RENT 549300N4PXZ37U8QKI55 02666TAJ6 4624000.00000000 PA USD 4507910.09000000 0.187177361068 Long DBT CORP US N 2 2035-03-15 Fixed 5.25000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DM9 2627000.00000000 PA USD 2442866.29000000 0.101432649826 Long DBT CORP US N 2 2027-08-21 Fixed 1.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DTLF5 8450572.83000000 PA USD 7406484.78000000 0.307531926821 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.00000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RFW7 1065000.00000000 PA USD 1006798.26000000 0.041804259107 Long DBT CORP US N 2 2037-08-15 Fixed 4.90000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCC8 10300000.00000000 PA USD 9131597.36000000 0.379162020107 Long DBT CORP US N 2 2032-04-22 Fixed 2.58000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAK6 855000.00000000 PA USD 849311.41000000 0.035265092975 Long DBT CORP US N 2 2027-03-01 Fixed 4.12500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36193GEV3 1285614.88000000 PA USD 1200534.76000000 0.049848582549 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.50000000 N N N N N N ALLIANZ SE 529900K9B0N5BT694847 018820AB6 1800000.00000000 PA USD 1516828.50000000 0.062981725490 Long DBT CORP DE N 2 N/A Fixed 3.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XG2U2 7965996.46000000 PA USD 7496649.27000000 0.311275735141 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XHU3 3894525.95000000 PA USD 3322991.73000000 0.137977202396 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 2.50000000 N N N N N N New Residential Mortgage Loan N/A 64831EAA8 689330.03000000 PA USD 656954.61000000 0.027278057411 Long ABS-MBS CORP US N 2 2058-10-25 Variable 0.94054000 N N N N N N Woodward Capital Management N/A 74938PAC0 1441865.00000000 PA USD 1459728.55000000 0.060610822401 Long ABS-MBS CORP US N 2 2044-04-25 Variable 6.38900000 N N N N N N Flexential Issuer, LLC N/A 33938MAA7 4035000.00000000 PA USD 3851030.23000000 0.159902407425 Long ABS-O CORP US N 2 2051-11-27 Fixed 3.25000000 N N N N N N YPF SOCIEDAD ANONIMA 5493003N7447U18U5U53 984245AY6 2160000.00000000 PA USD 2188568.16000000 0.090873687480 Long DBT CORP AR N 2 2031-09-11 Fixed 8.75000000 N N N N N N EMPRESA NACIONAL DEL PET 549300YP3P0JZBLIV197 29245JAP7 681000.00000000 PA USD 688480.10000000 0.028587058236 Long DBT CORP CL N 2 2034-07-30 Fixed 5.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XSCS0 10835126.61000000 PA USD 11036733.54000000 0.458267050050 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DN2F9 2951843.85000000 PA USD 2854674.52000000 0.118531743689 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3617VDQX6 3006201.64000000 PA USD 2516650.42000000 0.104496313134 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 2.50000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAV0 1708000.00000000 PA USD 1670758.85000000 0.069373218693 Long DBT CORP N/A N 2 2029-06-18 Fixed 4.30000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WY85 4993249.73000000 PA USD 4077741.59000000 0.169315912407 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 2.00000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAJ6 860000.00000000 PA USD 887605.54000000 0.036855141147 Long DBT CORP US N 2 2028-04-01 Fixed 5.70000000 N N N N N N Apidos CLO Ltd 254900C9NN5XS59HZV73 03762YBD8 3333333.00000000 PA USD 3309989.67000000 0.137437331097 Long ABS-CBDO CORP KY N 2 2037-01-20 Floating 5.40947000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CMA6 19090000.00000000 PA USD 19440480.56000000 0.807207281530 Long DBT UST US N 2 2029-11-30 Fixed 4.12500000 N N N N N N BIMBO BAKERIES USA INC 549300HOXXHHT7926W92 09031WAA1 2595000.00000000 PA USD 1877825.69000000 0.077971044272 Long DBT CORP US N 2 2051-05-17 Fixed 4.00000000 N N N N N N Cerberus 635400YPAUXKTFEV3V98 15673VAG0 2398189.31000000 PA USD 2394858.23000000 0.099439260028 Long ABS-CBDO CORP US N 2 2033-01-15 Floating 5.65610000 N N N N N N ENOVIS CORP 635400OP2DYYYMOIYL17 194014AB2 600000.00000000 PA USD 597900.00000000 0.024825992965 Long DBT CORP US N 2 2028-10-15 Fixed 3.87500000 N N N N Y Enovis Corp USD XXXX N N N INSULET CORPORATION 549300TZTYD2PYN92D43 45784PAK7 300000.00000000 PA USD 372179.46000000 0.015453628793 Long DBT CORP US N 2 2026-09-01 Fixed 0.37500000 N N N N Y INSULET CORP USD XXXX N N N UNITED AIR 2020-1 A PTT N/A 90931GAA7 603001.18000000 PA USD 614454.46000000 0.025513366953 Long DBT CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AJ2 1386000.00000000 PA USD 1357289.47000000 0.056357348777 Long DBT CORP US N 2 2028-05-01 Fixed 4.00000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBH4 4485000.00000000 PA USD 3667762.14000000 0.152292753113 Long DBT CORP US N 2 2045-02-15 Fixed 4.90000000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 115000000.00000000 PA 16752343.00000000 0.695590482476 Long DBT NUSS BR N 2 2033-01-01 Fixed 10.00000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBK6 400000.00000000 PA USD 387000.00000000 0.016069006987 Long DBT CORP BM N 2 2027-02-15 Fixed 2.50000000 N N N N Y NORWEGIAN CRUISE LINE HOLDINGS LTD USD XXXX N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHRP4 6757155.06000000 PA USD 6516289.78000000 0.270569266163 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UE6 6734000.00000000 PA USD 6520405.94000000 0.270740177284 Long DBT UST US N 2 2054-11-15 Fixed 4.50000000 N N N N N N AMER AIRLINE 17-1 AA PTT N/A 023761AA7 123000.02000000 PA USD 117418.57000000 0.004875451735 Long DBT CORP US N 2 2029-02-15 Fixed 3.65000000 N N N N N N Gilead Aviation (Warehouse) LL N/A 37556TAA4 3624240.22000000 PA USD 3625167.30000000 0.150524130938 Long ABS-O CORP US N 2 2050-03-15 Fixed 5.78900000 N N N N N N OMEGA HLTHCARE INVESTORS 549300OJ7ENK42CZ8E73 681936BH2 4500000.00000000 PA USD 4500806.31000000 0.186882398044 Long DBT CORP US N 2 2026-01-15 Fixed 5.25000000 N N N N N N ANHEUSER-BUSCH CO/INBEV N/A 03522AAH3 1385000.00000000 PA USD 1339494.99000000 0.055618486701 Long DBT CORP US N 2 2036-02-01 Fixed 4.70000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CW3 5601000.00000000 PA USD 5254195.99000000 0.218164630685 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N SEALED AIR CORP Q0M0CZB4YN6JZ65WXI09 81211KAZ3 3734000.00000000 PA USD 3564051.84000000 0.147986495916 Long DBT CORP US N 2 2026-10-15 Fixed 1.57300000 N N N N N N LCM Ltd Partnership N/A 50204JAL1 5750000.00000000 PA USD 5736131.00000000 0.238175527437 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 5.31610000 N N N N N N Octane Receivables Trust N/A 67571GAB8 1090000.00000000 PA USD 1094425.18000000 0.045442702491 Long ABS-O CORP US N 2 2030-05-20 Fixed 4.94000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38377GT58 3574856.66000000 PA USD 3635315.35000000 0.150945498087 Long ABS-MBS USGA US N 2 2040-07-20 Fixed 5.00000000 N N N N N N LOUISVILLE GAS & ELEC KO3GRIB3RPH1XDX50U72 546676AX5 1410000.00000000 PA USD 1165812.70000000 0.048406853803 Long DBT CORP US N 2 2045-10-01 Fixed 4.37500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38381VH45 615987.51000000 PA USD 568673.69000000 0.023612458651 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 3.00000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477CH4 3436000.00000000 PA USD 3456719.08000000 0.143529827000 Long DBT CORP US N 2 N/A Fixed 6.70000000 N N N N N N A10 NETWORKS INC 549300UQD4IWUML81Q35 002121AA9 200000.00000000 PA USD 196880.00000000 0.008174847792 Long DBT CORP US N 2 2030-04-01 Fixed 2.75000000 N N N N Y A10 Networks Inc USD XXXX N N N PAYCHEX INC 529900K900DW6SUBM174 704326AC1 2084000.00000000 PA USD 2123676.67000000 0.088179264208 Long DBT CORP US N 2 2035-04-15 Fixed 5.60000000 N N N N N N TRITON CONTAINER 549300O4LZFLCX53XZ54 89680YAC9 1146000.00000000 PA USD 986607.33000000 0.040965891677 Long DBT CORP BM N 2 2031-06-15 Fixed 3.15000000 N N N N N N Verus Securitization Trust N/A 92536PAA2 111299.21000000 PA USD 109208.73000000 0.004534562908 Long ABS-MBS CORP US N 2 2060-01-25 Variable 3.41700000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DL1 4505000.00000000 PA USD 3340550.93000000 0.138706295181 Long DBT CORP US N 2 2050-04-01 Fixed 4.25000000 N N N N N N SIRIUS XM RADIO LLC WP5O65E6BMU84LNO4227 82967NBJ6 6060000.00000000 PA USD 5706046.91000000 0.236926376397 Long DBT CORP US N 2 2028-07-15 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36198VNK9 787042.99000000 PA USD 736561.19000000 0.030583480383 Long ABS-MBS USGA US N 2 2044-07-20 Fixed 3.50000000 N N N N N N Exeter Automobile Receivables N/A 30167MAE7 11144000.00000000 PA USD 11228379.02000000 0.466224550198 Long ABS-O CORP US N 2 2031-05-15 Fixed 5.09000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29279FAA7 1920000.00000000 PA USD 1825813.11000000 0.075811378867 Long DBT CORP US N 2 2049-04-15 Fixed 6.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MKAD4 3156503.22000000 PA USD 2981558.20000000 0.123800205551 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 4.00000000 N N N N N N MetroNet Infrastructure Issuer 5493000BIROCAEATAQ61 59170JAG3 425806.00000000 PA USD 437968.13000000 0.018185304757 Long ABS-O CORP US N 2 2054-04-20 Fixed 6.23000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAJ4 1297000.00000000 PA USD 1237756.91000000 0.051394119987 Long DBT CORP US N 2 2030-05-01 Fixed 3.60000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MBQ7 2414000.00000000 PA USD 2350254.01000000 0.097587204414 Long DBT CORP IE N 2 2056-01-31 Fixed 6.50000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XFC5 5839000.00000000 PA USD 5797399.99000000 0.240719537329 Long DBT CORP US N 2 2035-01-07 Fixed 5.90000000 N N N N N PROGRESS SOFTWARE CORP 549300R65B3JG6972S24 743312AD2 300000.00000000 PA USD 341725.29000000 0.014189111298 Long DBT CORP US N 2 2030-03-01 Fixed 3.50000000 N N N N Y PROGRESS SOFTWARE CORP USD XXXX N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BBB6 2184000.00000000 PA USD 2205520.22000000 0.091577570608 Long DBT CORP US N 2 2030-06-01 Fixed 5.15000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAS1 9695000.00000000 PA USD 9866431.35000000 0.409673783724 Long DBT CORP US N 2 2035-01-24 Fixed 5.71100000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DQ0 693000.00000000 PA USD 712922.70000000 0.029601963430 Long DBT CORP US N 2 2030-03-02 Fixed 5.25000000 N N N N N N Blue Owl Asset Leasing Trust N/A 095921AB8 542084.70000000 PA USD 543264.11000000 0.022557402530 Long ABS-O CORP US N 2 2029-03-15 Fixed 5.05000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36297FX98 335393.68000000 PA USD 318544.70000000 0.013226607261 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 4.00000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JF5 2060000.00000000 PA USD 1940618.16000000 0.080578312073 Long DBT CORP US N 2 2027-08-01 Fixed 2.10000000 N N N N N N JERSEY CENTRAL PWR & LT 549300W9UGH9ZPLNPF79 476556DE2 2231000.00000000 PA USD 2200213.72000000 0.091357234211 Long DBT CORP US N 2 2035-01-15 Fixed 5.10000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3J0 2257000.00000000 PA USD 2302912.75000000 0.095621501474 Long DBT CORP US N 2 2030-01-23 Fixed 5.19800000 N N N N N N AES PANAMA GENERATION HL N/A 00109AAB3 1262010.24000000 PA USD 1104479.81000000 0.045860190656 Long DBT CORP PA N 2 2030-05-31 Fixed 4.37500000 N N N N N N JM SMUCKER CO 5493000WDH6A0LHDJD55 832696AM0 6000000.00000000 PA USD 5529812.58000000 0.229608777740 Long DBT CORP US N 2 2035-03-15 Fixed 4.25000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CKW0 18375000.00000000 PA USD 18761162.02000000 0.779000629422 Long DBT UST US N 2 2031-06-30 Fixed 4.25000000 N N N N N N KITE REALTY GROUP LP 549300X6R2GYI8Y3OD81 49803XAA1 1071000.00000000 PA USD 1060950.07000000 0.044052749581 Long DBT CORP US N 2 2026-10-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EF21 2631449.22000000 PA USD 2522536.77000000 0.104740726052 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.50000000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAJ1 5766000.00000000 PA USD 5215571.30000000 0.216560857007 Long DBT CORP AT N 2 2031-01-15 Fixed 3.75000000 N N N N N N COPT DEFENSE PROP LP H0TWO5VRNEP6CQAWPX27 22003BAL0 5000000.00000000 PA USD 4879308.50000000 0.202598559118 Long DBT CORP US N 2 2026-03-15 Fixed 2.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHVN4 9498918.38000000 PA USD 8673105.21000000 0.360124517363 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHYK7 5054851.62000000 PA USD 4742901.41000000 0.196934666399 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.00000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GBE7 1492000.00000000 PA USD 1499136.24000000 0.062247107791 Long DBT CORP NL N 2 2034-06-26 Fixed 5.50000000 N N N N N N UNIV OF MICHIGAN MI N/A 914455VJ6 2449000.00000000 PA USD 2027933.63000000 0.084203823436 Long DBT MUN US N 2 2047-04-01 Fixed 3.59900000 N N N N N N Carlyle Global Market Strategi N/A 143133AN6 5900000.00000000 PA USD 5893374.30000000 0.244704580890 Long ABS-CBDO CORP KY N 2 2038-01-15 Floating 5.54610000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNZE5 4828991.79000000 PA USD 4519976.64000000 0.187678388139 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 2.50000000 N N N N N N ITHACA ENERGY NORTH 213800BMMUN3AKWBIO91 46567TAC8 5530000.00000000 PA USD 5549106.15000000 0.230409885004 Long DBT CORP GB N 2 2029-10-15 Fixed 8.12500000 N N N N N N BENTELER INTERNATIONAL A 529900ZAFSOBVFCKF263 08263DAA4 3219000.00000000 PA USD 3289863.07000000 0.136601634776 Long DBT CORP AT N 2 2028-05-15 Fixed 10.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36295WJK4 352991.75000000 PA USD 345687.55000000 0.014353632186 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.50000000 N N N N N N NASDAQ INC 549300L8X1Q78ERXFD06 63111XAH4 941000.00000000 PA USD 967467.27000000 0.040171158453 Long DBT CORP US N 2 2028-06-28 Fixed 5.35000000 N N N N N N Jersey Mikes Funding LLC N/A 476681AD3 1586000.00000000 PA USD 1581407.10000000 0.065663156949 Long ABS-O CORP US N 2 2055-02-15 Fixed 5.63600000 N N N N N N Hudson Yards N/A 44855PAE8 1038000.00000000 PA USD 1068137.50000000 0.044351185919 Long ABS-MBS CORP US N 2 2040-01-13 Variable 6.15045200 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36194GN75 829054.38000000 PA USD 771670.05000000 0.032041269832 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.50000000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AM9 3898000.00000000 PA USD 3908402.87000000 0.162284633143 Long DBT CORP US N 2 2028-06-15 Fixed 5.62500000 N N N N N N Regional Management Issuance T N/A 758983AA8 981000.00000000 PA USD 1005991.17000000 0.041770747131 Long ABS-O CORP US N 2 2036-07-15 Fixed 5.83000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36182YTF6 779397.27000000 PA USD 726443.13000000 0.030163358479 Long ABS-MBS USGA US N 2 2044-09-15 Fixed 3.50000000 N N N N N N World Omni Auto Receivables Tr N/A 98164NAD7 2677000.00000000 PA USD 2689407.09000000 0.111669512456 Long ABS-O CORP US N 2 2029-12-17 Fixed 4.43000000 N N N N N N AIRCASTLE / IRELAND DAC N/A 00929JAA4 1539000.00000000 PA USD 1555701.81000000 0.064595822363 Long DBT CORP BM N 2 2031-10-01 Fixed 5.75000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 5994000.00000000 PA USD 4894096.80000000 0.203212598643 Long DBT CORP US N 2 2036-11-15 Fixed 3.18700000 N N N N N N TRUIST BANK JJKC32MCHWDI71265Z06 07330MAC1 6880000.00000000 PA USD 6736489.32000000 0.279712387472 Long DBT CORP US N 2 2029-09-17 Fixed 4.63200000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36193NG87 1614229.72000000 PA USD 1505282.66000000 0.062502319331 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 3.50000000 N N N N N N BRITISH AIR 20-1 A PTT N/A 11044MAA4 481674.42000000 PA USD 460636.62000000 0.019126545388 Long DBT CORP US N 2 2032-11-15 Fixed 4.25000000 N N N N N N Cerberus 6354005BRQJC9NIG3407 15675FAA6 5000000.00000000 PA USD 5007295.00000000 0.207912812252 Long ABS-CBDO CORP US N 2 2036-04-15 Floating 6.15610000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SJS7 3479850.40000000 PA USD 3127646.18000000 0.129866068009 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3.00000000 N N N N N N Regional Management Issuance T N/A 75907AAA1 2573000.00000000 PA USD 2593147.10000000 0.107672606895 Long ABS-O CORP US N 2 2033-12-15 Fixed 5.11000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DUPX9 5903081.58000000 PA USD 5804068.31000000 0.240996419192 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.00000000 N N N N N N Credit Acceptance Auto Loan Tr N/A 22534QAA9 375323.03000000 PA USD 375691.30000000 0.015599447350 Long ABS-O CORP US N 2 2032-10-15 Fixed 6.57000000 N N N N N N Angel Oak Mortgage Trust N/A 03466HAB9 351296.56000000 PA USD 347587.11000000 0.014432505682 Long ABS-MBS CORP US N 2 2068-11-26 Variable 4.80000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36297FRX2 448553.16000000 PA USD 436846.26000000 0.018138722491 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 4.50000000 N N N N N N Dominos Pizza Master Issuer LL N/A 25755TAN0 3427090.00000000 PA USD 3196303.59000000 0.132716859743 Long ABS-O CORP US N 2 2051-04-25 Fixed 2.66200000 N N N N N N Bayview Opportunity Master Fun 254900S53K9VTUR1UX42 07336QAA0 745252.17000000 PA USD 746708.84000000 0.031004830923 Long ABS-O CORP US N 2 2031-12-26 Floating 5.45369000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BE7 795000.00000000 PA USD 810254.94000000 0.033643390936 Long DBT CORP US N 2 2033-03-02 Fixed 5.60000000 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAA3 3240905.46000000 PA USD 3201471.42000000 0.132931438287 Long ABS-O CORP US N 2 2060-07-15 Fixed 1.69000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325ER2 5610000.00000000 PA USD 5703408.74000000 0.236816834350 Long DBT NUSS CO N 2 2030-04-25 Fixed 7.37500000 N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -22403.58000000 -0.00093024104 N/A DFE CORP US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 -1750000.00000000 EUR 1964334.65000000 USD 2025-06-04 -22403.58000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B0SS3 14623056.58000000 PA USD 11628450.54000000 0.482836312602 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N Auxilior Term Funding LLC N/A 05335JAB9 611110.01000000 PA USD 616514.85000000 0.025598918429 Long ABS-O CORP US N 2 2028-12-15 Fixed 6.18000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KEQB7 22762.55000000 PA USD 19133.11000000 0.000794444646 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 80414L2P9 2985000.00000000 PA USD 2795452.50000000 0.116072728048 Long DBT CORP SA N 2 2054-07-17 Fixed 5.75000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJN1 1165000.00000000 PA USD 1203194.22000000 0.049959008599 Long DBT CORP US N 2 2034-06-12 Fixed 5.83600000 N N N N N N GLOBAL PART/GLP FINANCE N/A 37954FAK0 6342000.00000000 PA USD 6462529.71000000 0.268337041510 Long DBT CORP US N 2 2032-01-15 Fixed 8.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GSFR4 3774325.74000000 PA USD 3844097.10000000 0.159614530127 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.00000000 N N N N N N HESS MIDSTREAM OPERATION N/A 428102AF4 1215000.00000000 PA USD 1187745.24000000 0.049317536332 Long DBT CORP US N 2 2030-10-15 Fixed 5.50000000 N N N N N N NEWMONT / NEWCREST FIN N/A 65163LAB5 1171000.00000000 PA USD 1108737.12000000 0.046036962605 Long DBT CORP US N 2 2030-05-13 Fixed 3.25000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CGQ8 138724000.00000000 PA USD 140544752.50000000 5.835696666487 Long DBT UST US N 2 2030-02-28 Fixed 4.00000000 N N N N N N NGPL PIPECO LLC 549300K3NT1HSQFEM073 62928CAA0 2644000.00000000 PA USD 2337081.99000000 0.097040276038 Long DBT CORP US N 2 2031-07-15 Fixed 3.25000000 N N N N N N MCF CLO LLC 254900KF5QOK0T8H4C54 55281GAU2 6500000.00000000 PA USD 6488638.00000000 0.269421109455 Long ABS-CBDO CORP KY N 2 2036-04-18 Floating 7.36947000 N N N N N N GE HEALTHCARE TECH INC 549300OI9J7XOWZMUN85 36266GAA5 1919000.00000000 PA USD 1933467.82000000 0.080281415785 Long DBT CORP US N 2 2029-08-14 Fixed 4.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XM4Z6 313677.69000000 PA USD 310033.16000000 0.012873191251 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.00000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CR3 4270000.00000000 PA USD 4405796.03000000 0.182937382920 Long DBT CORP US N 2 2034-06-01 Fixed 6.55000000 N N N N N N ALLIANZ SE 529900K9B0N5BT694847 018820AA8 1600000.00000000 PA USD 1540335.04000000 0.063957763618 Long DBT CORP DE N 2 N/A Fixed 3.50000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAN3 2258000.00000000 PA USD 1902484.47000000 0.078994925688 Long DBT CORP GB N 2 2031-09-02 Fixed 2.15000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FHQB2 304111.64000000 PA USD 304612.03000000 0.012648095189 Long ABS-MBS USGSE US N 2 2047-10-25 Variable 6.91575200 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112CE1 5831000.00000000 PA USD 5798661.80000000 0.240771930181 Long DBT CORP US N 2 2035-01-15 Fixed 5.80000000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332BD3 2195000.00000000 PA USD 2147134.29000000 0.089153271081 Long DBT CORP US N 2 2033-02-01 Fixed 4.75000000 N N N N N N STEEL DYNAMICS INC 549300HGGKEL4FYTTQ83 858119BT6 2258000.00000000 PA USD 2146673.40000000 0.089134134014 Long DBT CORP US N 2 2055-05-15 Fixed 5.75000000 N N N N N N SMURFIT WESTROCK FIN 6354005S6ZLHLVX7VT12 83272YAA0 1137000.00000000 PA USD 1139046.03000000 0.047295448616 Long DBT CORP IE N 2 2035-01-15 Fixed 5.41800000 N N N N N N UNITED AIR 2019-1 AA PTT N/A 90931CAA6 782524.82000000 PA USD 753485.40000000 0.031286207124 Long DBT CORP US N 2 2031-08-25 Fixed 4.15000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVML6 5582292.80000000 PA USD 5412398.01000000 0.224733492092 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 4.50000000 N N N N N N Carvana Auto Receivables Trust N/A 14687DAC6 882573.00000000 PA USD 859975.34000000 0.035707880483 Long ABS-O CORP US N 2 2028-01-10 Fixed 1.30000000 N N N N N N MTU AERO ENGINES AG 529900807L67JY81RD65 000000000 700000.00000000 PA 842164.39000000 0.034968334540 Long DBT CORP DE N 2 2027-03-18 Fixed 0.05000000 N N N N Y MTU Aero Engines AG EUR XXXX N N N COLT Funding LLC N/A 12674LAA1 2410849.24000000 PA USD 2409979.89000000 0.100067141321 Long ABS-MBS CORP US N 2 2070-03-25 Variable 5.35200000 N N N N N N IRV Trust N/A 45006HAE1 1062865.00000000 PA USD 1052687.22000000 0.043709659673 Long ABS-MBS CORP US N 2 2047-03-14 Variable 5.92138200 N N N N N N GLOBAL PART/GLP FINANCE N/A 37954FAJ3 1224000.00000000 PA USD 1221553.84000000 0.050721336408 Long DBT CORP US N 2 2029-01-15 Fixed 6.87500000 N N N N N N ROLLS-ROYCE PLC X57JK1U580XATGR67572 77578JAC2 3983000.00000000 PA USD 4088410.10000000 0.169758890085 Long DBT CORP GB N 2 2027-10-15 Fixed 5.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCRV9 3112957.73000000 PA USD 2878795.07000000 0.119533276729 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.50000000 N N N N N N EnFin Residential Solar Receiv N/A 29281EAA6 837510.46000000 PA USD 793710.42000000 0.032956429676 Long ABS-O CORP US N 2 2055-09-20 Fixed 5.98000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179V4U1 4427218.31000000 PA USD 3615671.21000000 0.150129834461 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 2.00000000 N N N N N N AMERICAN AIRLINES/AADVAN N/A 00253XAB7 8723000.00000000 PA USD 8470147.27000000 0.351697301457 Long DBT CORP N/A N 2 2029-04-20 Fixed 5.75000000 N N N N N N IPALCO ENTERPRISES INC 5493000YFVK2DZX0JV43 462613AR1 7329000.00000000 PA USD 7313746.45000000 0.303681247564 Long DBT CORP US N 2 2034-04-01 Fixed 5.75000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XCD0 2412000.00000000 PA USD 2470161.47000000 0.102565999795 Long DBT CORP US N 2 2033-07-15 Fixed 5.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9ZW4 1610146.70000000 PA USD 1565910.56000000 0.065019709896 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.50000000 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 000000000 63892000.00000000 PA 39219568.79000000 1.628474224598 Long DBT NUSS GB N 2 2053-07-31 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KHMT5 3927921.54000000 PA USD 3148545.63000000 0.130733854593 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.00000000 N N N N N N JERSEY CENTRAL PWR & LT 549300W9UGH9ZPLNPF79 476556DD4 1810000.00000000 PA USD 1562928.63000000 0.064895894252 Long DBT CORP US N 2 2032-03-01 Fixed 2.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPME5 5149393.89000000 PA USD 4937279.34000000 0.205005623286 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.50000000 N N N N N N DT MIDSTREAM INC N/A 23345MAD9 4376000.00000000 PA USD 4339530.42000000 0.180185903462 Long DBT CORP US N 2 2034-12-15 Fixed 5.80000000 N N N N N N DP WORLD LTD UAE 549300M3U2DNF4QVSS04 000000000 690000.00000000 PA USD 756554.81000000 0.031413655111 Long DBT CORP AE N 2 2037-07-02 Fixed 6.85000000 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAC3 5000000.00000000 PA USD 4958483.85000000 0.205886076566 Long DBT CORP US N 2 2026-12-15 Fixed 4.75000000 N N N N N N SBA TOWER TRUST N/A 78403DAX8 3251000.00000000 PA USD 2821715.20000000 0.117163207401 Long DBT CORP US N 2 2031-10-15 Fixed 2.59300000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJR2 3734000.00000000 PA USD 3806077.89000000 0.158035897178 Long DBT CORP US N 2 2035-01-23 Fixed 5.67800000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BR2 1310000.00000000 PA USD 1303682.66000000 0.054131487784 Long DBT CORP PA N 2 2029-05-01 Fixed 6.00000000 N N N N N N KITE REALTY GROUP LP 549300X6R2GYI8Y3OD81 49803XAE3 407000.00000000 PA USD 407837.83000000 0.016934234986 Long DBT CORP US N 2 2034-03-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AMKD7 13680948.63000000 PA USD 11460079.06000000 0.475845195060 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.50000000 N N N N N N AZULE ENERGY FINANCE PLC 2138006X6O82RJSQDB63 05501YAA6 2220000.00000000 PA USD 2140524.00000000 0.088878798739 Long DBT CORP GB N 2 2030-01-23 Fixed 8.12500000 N N N N N N Onslow Bay Financial LLC 254900NK9PNLY9I00149 673913AA7 1769615.57000000 PA USD 1773038.18000000 0.073620059180 Long ABS-MBS CORP US N 2 2064-10-25 Variable 5.40800000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GBA5 871000.00000000 PA USD 986074.85000000 0.040943782052 Long DBT CORP NL N 2 2032-10-14 Fixed 7.50000000 N N N N N N Willis Engine Securitization T N/A 97064GAA1 3920370.09000000 PA USD 3630146.66000000 0.150730883834 Long ABS-O CORP US N 2 2046-05-15 Fixed 3.10400000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179YRL0 1091236.78000000 PA USD 1127622.64000000 0.046821126824 Long ABS-MBS USGA US N 2 2054-02-20 Fixed 7.00000000 N N N N N N DT MIDSTREAM INC N/A 23345MAC1 2982000.00000000 PA USD 2743137.33000000 0.113900498507 Long DBT CORP US N 2 2032-04-15 Fixed 4.30000000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AM4 1709000.00000000 PA USD 1604044.72000000 0.066603115796 Long DBT CORP US N 2 2028-06-15 Fixed 2.37900000 N N N N N N OneMain Financial Issuance Tru N/A 68269BAA6 3801000.00000000 PA USD 3689390.86000000 0.153190820433 Long ABS-O CORP US N 2 2036-10-14 Fixed 3.14000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38380YWQ4 437334.43000000 PA USD 394233.59000000 0.016369359980 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 3.50000000 N N N N N N CANPACK SA/CANPACK US N/A 13806CAA0 4890000.00000000 PA USD 4481139.28000000 0.186065783981 Long DBT CORP N/A N 2 2029-11-15 Fixed 3.87500000 N N N N N N HALOZYME THERAPEUTICS IN 529900242I3SV9AGM753 40637HAD1 400000.00000000 PA USD 419186.26000000 0.017405444291 Long DBT CORP US N 2 2027-03-01 Fixed 0.25000000 N N N N Y HALOZYME THERAPEUTICS INC USD XXXX N N N SMB Private Education Loan Tru 549300NWENTZ8X7JUC78 83189DAC4 13278.43000000 PA USD 13254.65000000 0.000550359337 Long ABS-O CORP US N 2 2035-10-15 Floating 5.18634000 N N N N N N KYNDRYL HOLDINGS INC 549300LQ4LWX2R8ZV130 50155QAJ9 1821000.00000000 PA USD 1757094.85000000 0.072958060521 Long DBT CORP US N 2 2026-10-15 Fixed 2.05000000 N N N N N N PUBLIC SERVICE ENTERPRIS PUSS41EMO3E6XXNV3U28 744573AZ9 2403000.00000000 PA USD 2430860.36000000 0.100934139818 Long DBT CORP US N 2 2034-04-01 Fixed 5.45000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3E1 3779000.00000000 PA USD 3888846.65000000 0.161472620131 Long DBT CORP US N 2 2029-07-25 Fixed 5.57400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KH5K8 6051209.96000000 PA USD 5327716.77000000 0.221217359180 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.00000000 N N N N N N COLT Funding LLC 213800MIPEZY1A8W1N28 19688RAB5 2138983.12000000 PA USD 2172899.26000000 0.090223083698 Long ABS-MBS CORP US N 2 2068-09-25 Variable 7.43200000 N N N N N N BXHPP Trust N/A 05609JAL6 1181000.00000000 PA USD 1068499.00000000 0.044366196115 Long ABS-MBS CORP US N 2 2036-08-15 Floating 5.53648000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CH0 851000.00000000 PA USD 829665.95000000 0.034449374541 Long DBT CORP US N 2 2027-03-15 Fixed 3.12500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36188SPE0 152086.87000000 PA USD 142315.33000000 0.005909214553 Long ABS-MBS USGA US N 2 2045-11-20 Fixed 3.50000000 N N N N N N Golub Capital Partners CLO Ltd N/A 381948AG3 5481000.00000000 PA USD 5395479.96000000 0.224031021127 Long ABS-CBDO CORP KY N 2 2037-08-05 Floating 6.70313000 N N N N N N VOESTALPINE AG 529900ZAXBMQDIWPNB72 000000000 400000.00000000 PA 459637.74000000 0.019085069911 Long DBT CORP AT N 2 2028-04-28 Fixed 2.75000000 N N N N N voestalpine AG EUR XXXX N N N KITE REALTY GROUP LP 549300X6R2GYI8Y3OD81 49803XAF0 2393000.00000000 PA USD 2369887.09000000 0.098402408806 Long DBT CORP US N 2 2031-12-15 Fixed 4.95000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MBK0 778000.00000000 PA USD 781766.94000000 0.032460512716 Long DBT CORP IE N 2 2055-03-10 Fixed 6.95000000 N N N N N N PIEDMONT NATURAL GAS CO VXB4M3BDPKF3I2AZ3G89 720186AL9 3262000.00000000 PA USD 3140177.77000000 0.130386404462 Long DBT CORP US N 2 2029-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XRAJ4 3543134.48000000 PA USD 3560013.23000000 0.147818804824 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 5.50000000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AN1 4221202.50000000 PA USD 4044783.67000000 0.167947434250 Long ABS-O CORP US N 2 2051-11-20 Fixed 2.04500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GS5N4 12618151.00000000 PA USD 12448927.21000000 0.516904130026 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.00000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAX2 2381000.00000000 PA USD 2382442.62000000 0.098923739295 Long DBT CORP US N 2 2030-11-15 Variable 6.80000000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587EB9 5640000.00000000 PA USD 5759618.76000000 0.239150785782 Long DBT CORP US N 2 2055-03-15 Fixed 6.37500000 N N N N N PLAINS ALL AMERICAN PIPE 5521FA2ITF25TVH63740 72650RBQ4 11034000.00000000 PA USD 11046753.43000000 0.458683095741 Long DBT CORP US N 2 2035-06-15 Fixed 5.95000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHG7 5190000.00000000 PA USD 5118584.30000000 0.212533764550 Long DBT CORP US N 2 2029-03-05 Fixed 3.97000000 N N N N N N BALTIMORE GAS & ELECTRIC 88V8C2WYSOD1SPSSLH72 059165EN6 5026000.00000000 PA USD 4424059.60000000 0.183695722542 Long DBT CORP US N 2 2031-06-15 Fixed 2.25000000 N N N N N N SNAP INC 549300JNC0L6VP8A2Q35 83304AAL0 3319000.00000000 PA USD 3317607.35000000 0.137753632268 Long DBT CORP US N 2 2033-03-01 Fixed 6.87500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179YW67 4456391.85000000 PA USD 4523681.32000000 0.187832213795 Long ABS-MBS USGA US N 2 2054-05-20 Fixed 6.00000000 N N N N N N ANLLIAN CAPITAL 2 LTD 529900ESV3CEMDZ51067 000000000 400000.00000000 PA 488484.92000000 0.020282861996 Long DBT CORP VG N 2 2029-12-05 None 0.00000000 N N N N N ANTA Sports Products Ltd HKD XXXX N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179MNH9 889335.39000000 PA USD 827024.57000000 0.034339699208 Long ABS-MBS USGA US N 2 2042-09-20 Fixed 3.50000000 N N N N N N NY Commercial Mortgage Trust N/A 62957FAA7 1003000.00000000 PA USD 1036058.08000000 0.043019184823 Long ABS-MBS CORP US N 2 2047-02-10 Variable 5.85250000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38380FHM1 5081838.16000000 PA USD 4702038.85000000 0.195237971923 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 3.50000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397D83 2491000.00000000 PA USD 2477634.29000000 0.102876286092 Long DBT CORP US N 2 2027-03-05 Fixed 5.80000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3D3 6330000.00000000 PA USD 6357884.28000000 0.263991955862 Long DBT CORP US N 2 2034-04-24 Fixed 5.38900000 N N N N N N PETROLEOS DEL PERU SA 549300ZMGDLC9JT2OR80 716564AA7 2970000.00000000 PA USD 2190718.33000000 0.090962966800 Long DBT CORP PE N 2 2032-06-19 Fixed 4.75000000 N N N N N N Blackbird Capital Aircraft N/A 09229CAA7 3552899.69000000 PA USD 3306860.68000000 0.137307409231 Long ABS-O CORP US N 2 2046-07-15 Fixed 2.44300000 N N N N N N CITIZENS FINANCIAL GROUP 2138004JDDA4ZQUPFW65 174610BG9 1712000.00000000 PA USD 1811185.13000000 0.075203996147 Long DBT CORP US N 2 2035-04-25 Fixed 6.64500000 N N N N N N HARBOUR ENERGY PLC 213800YPC42DYBKVPF97 411618AD3 3440000.00000000 PA USD 3272893.40000000 0.135897020446 Long DBT CORP GB N 2 2035-04-01 Fixed 6.32700000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3H4 6190000.00000000 PA USD 6659444.09000000 0.276513316828 Long DBT CORP US N 2 2034-10-23 Fixed 6.49100000 N N N N N N NORDEX SE 529900HVDYCUWVD0OE76 000000000 300000.00000000 PA 455669.10000000 0.018920284113 Long DBT CORP DE N 2 2030-04-14 Fixed 4.25000000 N N N N N Nordex SE EUR XXXX N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 28504DAB9 583000.00000000 PA USD 601756.05000000 0.024986103803 Long DBT CORP FR N 2 2028-05-23 Fixed 5.70000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCG5 5665000.00000000 PA USD 5538594.59000000 0.229973424200 Long DBT CORP MX N 2 2027-03-13 Fixed 6.50000000 N N N N N N TIRLAN CO-OP SOCIETY LTD 635400JEXIKOXRYQZ534 000000000 400000.00000000 PA 446613.90000000 0.018544294262 Long DBT CORP IE N 2 2027-01-27 Fixed 1.87500000 N N N N N Glanbia PLC EUR XXXX N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400JJ3 1240000.00000000 PA USD 1252533.50000000 0.052007673289 Long DBT CORP US N 2 2030-03-15 Fixed 5.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNEP4 3261550.92000000 PA USD 2876544.53000000 0.119439829848 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N DELTA AIR LINES/SKYMILES N/A 830867AB3 2009000.00000000 PA USD 1997317.04000000 0.082932561941 Long DBT CORP N/A N 2 2028-10-20 Fixed 4.75000000 N N N N N N GOODYEAR TIRE & RUBBER 5493002BI0S2ZQUY3437 382550BN0 4660000.00000000 PA USD 4437587.52000000 0.184257428591 Long DBT CORP US N 2 2029-07-15 Fixed 5.00000000 N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SNT0 15897853.07000000 PA USD 13886092.64000000 0.576578086967 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 2.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHD4 1282000.00000000 PA USD 1247197.94000000 0.051786130264 Long DBT CORP US N 2 2028-12-20 Fixed 3.41900000 N N N N N N Vantage Data Centers LLC N/A 92212KAD8 3750000.00000000 PA USD 3592331.25000000 0.149160713065 Long ABS-O CORP US N 2 2046-10-15 Fixed 2.16500000 N N N N N N MF1 Multifamily Housing Mortga N/A 55284JAA7 2784829.47000000 PA USD 2781139.29000000 0.115478415202 Long ABS-CBDO CORP KY N 2 2037-02-19 Floating 5.66859000 N N N N N N Morgan Stanley BAML Trust N/A 61778GAB2 5656000.00000000 PA USD 5693256.64000000 0.236395299038 Long ABS-MBS CORP US N 2 2058-03-15 Fixed 4.91300000 N N N N N N TENNECO INC 549300U0EXXFAQFAD785 880349AU9 2375000.00000000 PA USD 2271209.65000000 0.094305125930 Long DBT CORP US N 2 2028-11-17 Fixed 8.00000000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HV5 3625000.00000000 PA USD 2196803.03000000 0.091215615603 Long DBT NUSS AR N 2 2041-07-09 Variable 3.50000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -1280073.58000000 -0.05315119199 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -30192000.00000000 GBP 38956918.00000000 USD 2025-05-09 -1280073.58000000 N N N MARB BONDCO PLC 254900PVA1EU6QM1JN57 566007AC4 898000.00000000 PA USD 777256.90000000 0.032273246917 Long DBT CORP GB N 2 2031-01-29 Fixed 3.95000000 N N N N N N SOLVAY FINANCE (AMERICA) 54930073OEL5K0Y7NK81 834423AF2 3672000.00000000 PA USD 3722875.01000000 0.154581148702 Long DBT CORP US N 2 2034-06-04 Fixed 5.85000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36241LX84 55841.33000000 PA USD 52120.38000000 0.002164141473 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJM67 23151891.44000000 PA USD 20531014.68000000 0.852488419499 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36184Y5M5 904157.60000000 PA USD 844979.05000000 0.035085204802 Long ABS-MBS USGA US N 2 2045-05-20 Fixed 3.50000000 N N N N N N PUBLIC SERVICE ENTERPRIS PUSS41EMO3E6XXNV3U28 744573AX4 1574000.00000000 PA USD 1655537.23000000 0.068741186864 Long DBT CORP US N 2 2033-10-15 Fixed 6.12500000 N N N N N N NGPL PIPECO LLC 549300K3NT1HSQFEM073 62912XAC8 2180000.00000000 PA USD 2459364.49000000 0.102117687787 Long DBT CORP US N 2 2037-12-15 Fixed 7.76800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HP7A9 855516.35000000 PA USD 827249.00000000 0.034349017987 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N CITIZENS FINANCIAL GROUP 2138004JDDA4ZQUPFW65 174610BF1 1264000.00000000 PA USD 1294225.65000000 0.053738813986 Long DBT CORP US N 2 2030-01-23 Fixed 5.84100000 N N N N N N ROCHESTER GAS & ELECTRIC 549300DD8M80WFTQO509 771367CD9 1969000.00000000 PA USD 1928419.30000000 0.080071791229 Long DBT CORP US N 2 2027-06-01 Fixed 3.10000000 N N N N N N Merchants Fleet Funding LLC 254900Z2OOQUA5IN2X83 588926AJ4 2980000.00000000 PA USD 3027125.12000000 0.125692234377 Long ABS-O CORP US N 2 2037-04-20 Fixed 6.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNNB6 14203448.70000000 PA USD 14289199.89000000 0.593315898897 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 5.50000000 N N N N N N Neuberger Berman CLO Ltd 549300JRWXK6DFJD7D06 64135DAA3 5680688.00000000 PA USD 5683761.25000000 0.236001031626 Long ABS-CBDO CORP KY N 2 2035-04-14 Floating 5.54171000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHAE7 4518231.24000000 PA USD 4247821.25000000 0.176377956967 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N New York Mortgage Trust 254900HCG7N4R7AWFZ60 67120TAA8 4605000.00000000 PA USD 4654349.02000000 0.193257795666 Long ABS-MBS CORP US N 2 2039-05-25 Variable 6.50900000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183CZ5 721278.34000000 PA USD 731685.81000000 0.030381044943 Long ABS-O CORP US N 2 2035-10-15 Fixed 6.16000000 N N N N N N DELTA AIR LINES/SKYMILES N/A 830867AA5 119751.75000000 PA USD 118676.19000000 0.004927670610 Long DBT CORP N/A N 2 2025-10-20 Fixed 4.50000000 N N N N N N Antares CLO N/A 03665JAU2 4000000.00000000 PA USD 3884924.00000000 0.161309743929 Long ABS-CBDO CORP KY N 2 2037-01-20 Floating 6.51947000 N N N N N N OWENS CORNING JO5M6676RDJIZ2U8X907 690742AM3 368000.00000000 PA USD 347703.84000000 0.014437352543 Long DBT CORP US N 2 2030-02-15 Fixed 3.50000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAK9 4242000.00000000 PA USD 3682570.43000000 0.152907622662 Long DBT CORP GB N 2 2030-09-02 Fixed 2.20000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAM2 300000.00000000 PA USD 394650.00000000 0.016386650148 Long DBT CORP US N 2 2028-12-01 Fixed 0.87500000 N N N N Y Uber Technologies Inc USD XXXX N N N DELL INT LLC / EMC CORP 254900ZARLSVK41DKO78 24703TAD8 472000.00000000 PA USD 477589.33000000 0.019830455505 Long DBT CORP US N 2 2026-06-15 Fixed 6.02000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XBQ8 5424376.09000000 PA USD 4627237.66000000 0.192132078268 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 2.50000000 N N N N N N CVR ENERGY INC 529900SOYZIXZBTXB558 12662PAD0 3388000.00000000 PA USD 3096065.53000000 0.128554776832 Long DBT CORP US N 2 2028-02-15 Fixed 5.75000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAX6 1197000.00000000 PA USD 1198023.35000000 0.049744303829 Long DBT CORP US N 2 2034-01-01 Fixed 5.50000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCG8 5806000.00000000 PA USD 5847614.62000000 0.242804548286 Long DBT CORP CA N 2 2055-03-15 Fixed 7.37500000 N N N N N N NORTHERN OIL & GAS INC OKFF0PIZDDMNH4UCYE51 665531AJ8 500000.00000000 PA USD 480825.00000000 0.019964806936 Long DBT CORP US N 2 2029-04-15 Fixed 3.62500000 N N N N Y NORTHERN OIL & GAS INC USD XXXX N N N LSEGA FINANCING PLC 2138009YFYTGEHZNNZ09 50220PAD5 291000.00000000 PA USD 258842.94000000 0.010747671864 Long DBT CORP GB N 2 2031-04-06 Fixed 2.50000000 N N N N N N UNITED AIR 2023-1 A PTT N/A 90932LAJ6 1847577.30000000 PA USD 1845660.44000000 0.076635479344 Long DBT CORP US N 2 2036-01-15 Fixed 5.80000000 N N N N N N ENTERPRISE FLEET FINANCING LLC N/A 29375TAC6 2031000.00000000 PA USD 2033052.33000000 0.084416362005 Long ABS-O CORP US N 2 2029-06-20 Fixed 4.41000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CM0 7764000.00000000 PA USD 6856587.86000000 0.284699116874 Long DBT CORP US N 2 2054-02-21 Fixed 5.60000000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC -2100386.29000000 -0.08721220147 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD ITRAXX.EU.42.V1 Y Default Event 2029-12-20 0.00000000 USD -2291262.26000000 USD -26240488.65000000 EUR 190875.97000000 N N N ALLSTATE CORP OBT0W1ED8G0NWVOLOJ77 020002AU5 2325000.00000000 PA USD 2315461.22000000 0.096142538818 Long DBT CORP US N 2 2057-05-15 Fixed 6.50000000 N N N N N N BELRON UK FINANCE PLC 9845006BC9D1A77B8178 080782AA3 720000.00000000 PA USD 719799.44000000 0.029887499304 Long DBT CORP GB N 2 2029-10-15 Fixed 5.75000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UG1 19146000.00000000 PA USD 18948556.88000000 0.786781635403 Long DBT UST US N 2 2055-02-15 Fixed 4.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DU3E5 27050973.65000000 PA USD 26732044.83000000 1.109967481018 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ETE0 1444432.00000000 PA USD 1477928.00000000 0.061366499634 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179EEQ7 932772.38000000 PA USD 881349.04000000 0.036595358867 Long ABS-MBS USGA US N 2 2043-01-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DN3Z4 4295913.90000000 PA USD 4277891.21000000 0.177626521301 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N ZALANDO SE 529900YRFFGH5AXU4S86 000000000 400000.00000000 PA 426860.10000000 0.017724077337 Long DBT CORP DE N 2 2027-08-06 Fixed 0.62500000 N N N N N Zalando SE EUR XXXX N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GFD1 9810000.00000000 PA USD 10545666.12000000 0.437876957536 Long DBT CORP US N 2 2037-10-01 Fixed 6.75000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAQ5 1159000.00000000 PA USD 1153290.27000000 0.047886897692 Long DBT CORP US N 2 2032-08-15 Fixed 5.40000000 N N N N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 10900.84000000 0.000452624480 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -3060000.00000000 EUR 3484854.55000000 USD 2025-06-04 10900.84000000 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEF8 9465000.00000000 PA USD 7899244.90000000 0.327992303595 Long DBT CORP US N 2 2036-09-16 Fixed 2.48400000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36297FHN5 300068.29000000 PA USD 301059.25000000 0.012500576722 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 4.50000000 N N N N N N BLACKROCK SHASTA CLO XIII, LLC N/A 09263EAA0 6000000.00000000 PA USD 6008874.00000000 0.249500357340 Long ABS-CBDO CORP US N 2 2036-07-15 Floating 6.10610000 N N N N N N SPOTIFY USA INC 2138008WM218QBKRII94 84921RAB6 300000.00000000 PA USD 387030.00000000 0.016070252646 Long DBT CORP US N 2 2026-03-15 None 0.00000000 N N N N Y SPOTIFY TECHNOLOGY SA USD XXXX N N N VINCI SA 213800WFQ334R8UXUG83 000000000 600000.00000000 PA 730544.66000000 0.030333662134 Long DBT CORP FR N 2 2030-02-18 Fixed 0.70000000 N N N N N Vinci SA EUR XXXX N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179VZG8 2314673.91000000 PA USD 1935796.53000000 0.080378108440 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XF7L9 12741798.30000000 PA USD 11164046.91000000 0.463553353492 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N TIF Funding II LLC N/A 872480AE8 2439351.25000000 PA USD 2179512.77000000 0.090497689740 Long ABS-O CORP US N 2 2046-02-20 Fixed 1.65000000 N N N N N N ALNYLAM PHARMACEUTICALS 529900S3ZI14OWRJII50 02043QAB3 400000.00000000 PA USD 459585.37000000 0.019082895404 Long DBT CORP US N 2 2027-09-15 Fixed 1.00000000 N N N N Y ALNYLAM PHARMACEUTICALS INC USD XXXX N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36192UD69 1883030.53000000 PA USD 1753815.85000000 0.072821909942 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 3.50000000 N N N N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 9386.26000000 0.000389736117 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -1270009.34000000 USD 960000.00000000 GBP 2025-05-09 9386.26000000 N N N AMERICAN HOMES 4 RENT 549300N4PXZ37U8QKI55 02666TAG2 5475000.00000000 PA USD 5460534.72000000 0.226732223693 Long DBT CORP US N 2 2034-02-01 Fixed 5.50000000 N N N N N N DIGITAL REALTY TRUST LP CD4SPTZ3YBTHY0C1AH38 25389JAX4 300000.00000000 PA USD 312480.00000000 0.012974788897 Long DBT CORP US N 2 2029-11-15 Fixed 1.87500000 N N N N N Digital Realty Trust Inc USD XXXX N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RBJ2 5600000.00000000 PA USD 5525970.86000000 0.229449261912 Long DBT CORP US N 2 2035-01-15 Fixed 5.75000000 N N N N N N GOLDMAN SACHS FIN C INTL 549300KQWCT26VXWW684 000000000 400000.00000000 PA USD 394860.00000000 0.016395369764 Long DBT CORP JE N 2 2028-04-04 None 0.00000000 N N N N N Samsung Electronics Co Ltd KRW XXXX N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NBQ3 2024000.00000000 PA USD 2013798.37000000 0.083616899427 Long DBT CORP US N 2 2055-03-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DUJP3 1675011.07000000 PA USD 1687080.36000000 0.070050920136 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UB2 61081000.00000000 PA USD 60619313.76000000 2.517034047457 Long DBT UST US N 2 2044-05-15 Fixed 4.62500000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 15000.00000000 PA 2386.74000000 0.000099102175 Long DBT NUSS BR N 2 2029-01-01 Fixed 10.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QDWP5 10594332.04000000 PA USD 9311735.59000000 0.386641716429 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JBW69 1481821.38000000 PA USD 1212427.90000000 0.050342409293 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N 2025-06-23 BNY Mellon Absolute Insight Funds, Inc. James Windels James Windels Treasurer