NPORT-P false 0001688680 XXXXXXXX S000056106 C000176698 C000202458 Brinker Capital Destinations Trust 811-23207 0001688680 549300X40Y9W6WTS8B82 1055 Westlakes Drive, Suite 250 NULL Berwyn 19312 800-333-4573 Destinations Core Fixed Income Fund S000056106 549300ZPIHFNJ7U75683 2026-02-28 2025-05-31 N 1701460470.73 132714128.21 1568746342.52 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 24590287.98000000 CAD EUR PEN SGD USD N ICE BofAML US Broad Market Index MERRILL.MC.US00 BBCMS 2024-5C 5.208% 09/15/29 N/A 05555PAC6 362000.00000000 PA USD 366514.57000000 0.023363533036 Long ABS-CBDO CORP US N 2 2057-09-15 Fixed 5.20800000 N N N N N N ATHENE HOLDING LT V/R 10/15/54 549300H316CT32FQXI76 04686JAJ0 115000.00000000 PA USD 113084.18000000 0.007208570113 Long DBT CORP US N 2 2054-10-15 Variable 6.62500000 N N N N N N L3HARRIS TECH I 5.05% 06/01/29 549300UTE50ZMDBG8A20 502431AS8 140000.00000000 PA USD 142148.81000000 0.009061299851 Long DBT CORP US N 2 2029-06-01 Fixed 5.05000000 N N N N N N UMBS P#BQ0194 2% 08/01/50 N/A 3140KKGC2 3933820.07000000 PA USD 3115668.81000000 0.198608833407 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.00000000 N N N N N N BAT CAPITAL CO 5.625% 08/15/35 N/A 05526DCC7 499000.00000000 PA USD 499970.63000000 0.031870712074 Long DBT CORP US N 2 2035-08-15 Fixed 5.62500000 N N N N N N PACIFIC GAS & E 6.15% 01/15/33 N/A 694308KJ5 231000.00000000 PA USD 234905.17000000 0.014974069652 Long DBT CORP US N 2 2033-01-15 Fixed 6.15000000 N N N N N N AMERICAN TOWER C 2.1% 06/15/30 5493006ORUSIL88JOE18 03027XBC3 2618000.00000000 PA USD 2300893.99000000 0.146670875184 Long DBT CORP US N 2 2030-06-15 Fixed 2.10000000 N N N N N N UNITED MEXICAN 6.875% 05/13/37 N/A 91087BBC3 420000.00000000 PA USD 424011.00000000 0.027028652657 Long DBT USGA MX N 2 2037-05-13 Fixed 6.87500000 N N N N N N WR GRACE HOLDI 5.625% 08/15/29 549300WNOVFRGYOAEB12 92943GAA9 50000.00000000 PA USD 44055.77000000 0.002808342483 Long DBT CORP US Y 2 2029-08-15 Fixed 5.62500000 N N N N N N VZMT 2024-1 C 5.49% 12/20/28 5493007MUBNP1GFMEB89 92348KCP6 3355000.00000000 PA USD 3365465.92000000 0.214532192285 Long ABS-CBDO CORP US N 2 2028-12-20 Fixed 5.49000000 N N N N N N MORGAN STANLEY V/R 07/20/29 IGJSJL3JD5P30I6NJZ34 61747YFF7 35000.00000000 PA USD 35799.79000000 0.002282063647 Long DBT CORP US N 2 2029-07-20 Variable 5.44900000 N N N N N N STATE OF ISRAEL 2.75% 07/03/30 N/A 46513JB34 200000.00000000 PA USD 177979.60000000 0.011345339598 Long DBT USGA IL N 2 2030-07-03 Fixed 2.75000000 N N N N N N T/L KASEYA INC 0.00% 03/06/32/ N/A N/A 15000.00000000 PA USD 14989.35000000 0.000955498642 Long LON CORP US N 2 2032-03-06 Variable 7.57681000 N N N N N N CASTLE US HOLDING 10% 06/30/31 N/A 14852LAB9 18000.00000000 PA USD 8100.00000000 0.000516335865 Long DBT CORP US N 2 2031-06-30 Fixed 10.00000000 N N N N N N CONOCOPHILLIPS 5.65% 01/15/65 N/A 20826FBN5 135000.00000000 PA USD 124341.91000000 0.007926196009 Long DBT CORP US N 2 2065-01-15 Fixed 5.65000000 N N N N N N SORT 2021-1A A 1.53% 03/15/26 N/A 12530MAE5 122518.18000000 PA USD 117964.03000000 0.007519636973 Long ABS-CBDO CORP US Y 2 2061-03-15 Fixed 1.53000000 N N N N N N ARROW ELECTRONI 5.15% 08/21/29 549300YNNLBXT8N8R512 04273WAF8 170000.00000000 PA USD 171764.70000000 0.010949169750 Long DBT CORP US N 2 2029-08-21 Fixed 5.15000000 N N N N N N BAE SYSTEMS PL 5.125% 03/26/29 8SVCSVKSGDWMW2QHOH83 05523RAJ6 385000.00000000 PA USD 392202.88000000 0.025001038687 Long DBT CORP GB Y 2 2029-03-26 Fixed 5.12500000 N N N N N N GNR 2021-137 IQ 3% 08/20/51 N/A 38382WXF9 9451412.59000000 PA USD 1530964.39000000 0.097591583068 Long ABS-CBDO CORP US N 2 2051-08-20 Fixed 3.00000000 N N N N N N CROWN CASTLE INC 2.1% 04/01/31 54930012H97VSM0I2R19 22822VAW1 115000.00000000 PA USD 97148.72000000 0.006192761529 Long DBT CORP US N 2 2031-04-01 Fixed 2.10000000 N N N N N N F/C US ULTRA BOND CBT SEP25 N/A N/A -26.00000000 NC USD -3017625.00000000 -0.19235901421 N/A DIR CORP US N 1 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Short F/C US ULTRA BOND CBT SEP25 US ULTRA BOND CBT SEP25 2025-09-19 2954046.89000000 USD -63578.11000000 N N N TCN 2024-SFR1 4.65% 04/17/29 N/A 89616UAA0 260000.00000000 PA USD 257972.13000000 0.016444476905 Long ABS-CBDO CORP US Y 2 2041-04-17 Fixed 4.65000000 N N N N N N ORACLE CORP 3.8% 11/15/37 1Z4GXXU7ZHVWFCD8TV52 68389XBP9 345000.00000000 PA USD 287751.59000000 0.018342773602 Long DBT CORP US N 2 2037-11-15 Fixed 3.80000000 N N N N N N JBS USA HOLD/FO 3.75% 12/01/31 N/A 46590XAM8 242000.00000000 PA USD 222033.21000000 0.014153544392 Long DBT CORP LU N 2 2031-12-01 Fixed 3.75000000 N N N N N N POST HOLDINGS 6.375% 03/01/33 JM1I5YUAURL6DC8N1468 737446AV6 85000.00000000 PA USD 84378.76000000 0.005378738277 Long DBT CORP US Y 2 2033-03-01 Fixed 6.37500000 N N N N N N UMBS P#CA7605 3% 11/01/50 N/A 3140QFNX3 2138671.79000000 PA USD 1866517.12000000 0.118981448396 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 3.00000000 N N N N N N PRUDENTIAL FINAN 5.2% 03/14/35 5PRBRS5FEH7NREC8OR45 74432QCK9 99000.00000000 PA USD 98486.16000000 0.006278016868 Long DBT CORP US N 2 2035-03-14 Fixed 5.20000000 N N N N N N STARBUCKS CORP 4.8% 05/15/30 OQSJ1DU9TAOC51A47K68 855244BL2 160000.00000000 PA USD 160520.91000000 0.010232432462 Long DBT CORP US N 2 2030-05-15 Fixed 4.80000000 N N N N N N BAUSCH HEALTH 4.875% 06/01/28 B3BS7ACMDUWISF18KY76 071734AN7 60000.00000000 PA USD 48975.00000000 0.003121919629 Long DBT CORP CA Y 2 2028-06-01 Fixed 4.87500000 N N N N N N CONSUMERS 23 SE 5.55% 03/01/28 N/A 21071BAA3 934152.39000000 PA USD 939999.63000000 0.059920434841 Long DBT CORP US N 2 2028-03-01 Fixed 5.55000000 N N N N N N LIGHT & WONDER 7.25% 11/15/29 N/A 80874YBE9 65000.00000000 PA USD 66874.60000000 0.004262932648 Long DBT CORP US Y 2 2029-11-15 Fixed 7.25000000 N N N N N N TIERRA MOJADA L 5.75% 12/01/40 N/A L3500LAA7 173454.07000000 PA USD 160878.65000000 0.010255236658 Long DBT CORP LU N 2 2040-12-01 Fixed 5.75000000 N N N N N N ENTERGY ARKANSA 5.75% 06/01/54 N/A 29366MAG3 84000.00000000 PA USD 81010.25000000 0.005164012039 Long DBT CORP US N 2 2054-06-01 Fixed 5.75000000 N N N N N N DELL INT LLC / E 5.3% 04/01/32 N/A 24703TAN6 345000.00000000 PA USD 346549.49000000 0.022090855647 Long DBT CORP US N 2 2032-04-01 Fixed 5.30000000 N N N N N N VORTEX OPCO LLC V/R 04/30/30 N/A 92905YAD0 2880.00000000 PA USD 2793.60000000 0.000178078502 Long DBT CORP KY N 2 2030-04-30 Variable 10.53788000 N N N N N N UNITEDHEALTH GR 5.75% 07/15/64 549300GHBMY8T5GXDE41 91324PFM9 145000.00000000 PA USD 135333.57000000 0.008626861228 Long DBT CORP US N 2 2064-07-15 Fixed 5.75000000 N N N N N N BANK OF AMERICA C V/R 10/25/35 9DJT3UXIJIZJI4WXO774 06051GMD8 390000.00000000 PA USD 382815.30000000 0.024402625818 Long DBT CORP US N 2 2035-10-25 Variable 5.51800000 N N N N N N UMBS P#FS4114 4.5% 03/01/53 N/A 3140XKSC5 748209.69000000 PA USD 706356.77000000 0.045026831352 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 4.50000000 N N N N N N HPEFS 2024-1A 5.18% 05/20/31 N/A 403963AC5 3105000.00000000 PA USD 3111342.27000000 0.198333037385 Long ABS-CBDO CORP US Y 2 2031-05-20 Fixed 5.18000000 N N N N N N PNMSR 2021-FT1 A V/R 03/25/26 N/A 69346MAD1 1800000.00000000 PA USD 1804989.60000000 0.115059366264 Long ABS-CBDO CORP US Y 2 2026-03-25 Variable 7.43952000 N N N N N N UMBS P#CA9381 2% 03/01/51 N/A 3140QHM77 2268195.81000000 PA USD 1770647.28000000 0.112870209287 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N FNR 2016-3 MI 5.5% 02/25/46 N/A 3136ARGB8 472447.09000000 PA USD 65747.67000000 0.004191096305 Long ABS-CBDO CORP US N 2 2046-02-25 Fixed 5.50000000 N N N N N N PFSFC 2023-C A 5.52% 10/15/26 N/A 69335PEY7 2915000.00000000 PA USD 2954901.39000000 0.188360687123 Long ABS-CBDO CORP US Y 2 2028-10-15 Fixed 5.52000000 N N N N N N T/L VOYAGER PARENT 0% 05/09/32 N/A N/A 105000.00000000 PA USD 102981.90000000 0.006564598572 Long LON CORP US N 2 2032-05-09 Variable 0.00000000 N N N N N N UMBS P#FS5497 4% 01/01/49 N/A 3140XMDB9 100751.02000000 PA USD 95045.43000000 0.006058686954 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.00000000 N N N N N N TALLGRASS NRG 7.375% 02/15/29 N/A 87470LAL5 65000.00000000 PA USD 66111.70000000 0.004214301458 Long DBT CORP US Y 2 2029-02-15 Fixed 7.37500000 N N N N N N CANADIAN IMPERIAL V/R 01/13/31 2IGI19DL77OX0HC3ZE78 13607PVQ4 156000.00000000 PA USD 158506.13000000 0.010103999971 Long DBT CORP CA N 2 2031-01-13 Variable 5.24500000 N N N N N N LIFE 2021-BMR D V/R 03/15/23 N/A 53218CAG5 756000.00000000 PA USD 749385.00000000 0.047769673126 Long ABS-CBDO CORP US Y 2 2038-03-15 Variable 5.84348000 N N N N N N ADANI TRANS STE 4.25% 05/21/36 N/A Y0R15UGV6 278000.00000000 PA USD 234359.75000000 0.014939301762 Long DBT CORP IN N 2 2036-05-21 Fixed 4.25000000 N N N N N N SEALED AIR/SEAL 7.25% 02/15/31 N/A 812127AB4 105000.00000000 PA USD 109717.97000000 0.006993990489 Long DBT CORP US Y 2 2031-02-15 Fixed 7.25000000 N N N N N N COMCAST CORP 3.75% 04/01/40 51M0QTTNCGUN7KFCFZ59 20030NDH1 735000.00000000 PA USD 595116.79000000 0.037935820079 Long DBT CORP US N 2 2040-04-01 Fixed 3.75000000 N N N N N N T/L MADISON SAF 0.00% 09/26/31 N/A 55822DAM3 44775.00000000 PA USD 44803.21000000 0.002855988172 Long LON CORP US N 2 2031-09-26 Variable 7.07681000 N N N N N N BANCO INTERNAC DE V/R 04/30/35 N/A 05968DAG5 150000.00000000 PA USD 151965.00000000 0.009687034537 Long DBT CORP PE Y 2 2035-04-30 Variable 6.39700000 N N N N N N COMMSCOPE TECH LLC 5% 03/15/27 N/A 20338HAB9 45000.00000000 PA USD 43487.21000000 0.002772099530 Long DBT CORP US Y 2 2027-03-15 Fixed 5.00000000 N N N N N N CHARTER COMM O 6.384% 10/23/35 N/A 161175AZ7 3965000.00000000 PA USD 4070583.07000000 0.259480003852 Long DBT CORP US N 2 2035-10-23 Fixed 6.38400000 N N N N N N ASHTON WOODS U 4.625% 04/01/30 N/A 045086AP0 60000.00000000 PA USD 56254.28000000 0.003585938559 Long DBT CORP US Y 2 2030-04-01 Fixed 4.62500000 N N N N N N EXPAND ENERGY C 4.75% 02/01/32 X2MT1W32SPAZ9WSKLE78 845467AT6 82000.00000000 PA USD 77303.34000000 0.004927714436 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N SCRT 2020-2 MT 2% 11/25/59 N/A 35563PQN2 5423836.55000000 PA USD 4304073.02000000 0.274363860067 Long ABS-CBDO CORP US N 2 2059-11-25 Fixed 2.00000000 N N N N N N EQUINIX INC 3.9% 04/15/32 549300EVUN2BTLJ3GT74 29444UBU9 157000.00000000 PA USD 147457.48000000 0.009399701915 Long DBT CORP US N 2 2032-04-15 Fixed 3.90000000 N N N N N N HP ENTERPRISE CO 5% 10/15/34 549300BX44RGX6ANDV88 42824CBV0 356000.00000000 PA USD 346635.02000000 0.022096307771 Long DBT CORP US N 2 2034-10-15 Fixed 5.00000000 N N N N N N G2SF 30 YR TBA 3.5 JUN 25 N/A 21H032662 -1313000.00000000 PA USD -1167983.73000000 -0.07445331972 Short ABS-MBS USGA US N 2 2055-06-01 Fixed 3.50000000 N N N N N N CENCOSUD SA 4.375% 07/17/27 549300NLTGCFV7482429 P2205JAQ3 300000.00000000 PA USD 295539.30000000 0.018839202488 Long DBT CORP CL N 2 2027-07-17 Fixed 4.37500000 N N N N N N ONEOK INC 4.4% 10/15/29 2T3D6M0JSY48PSZI1Q41 682680CC5 190000.00000000 PA USD 186960.94000000 0.011917856630 Long DBT CORP US N 2 2029-10-15 Fixed 4.40000000 N N N N N N CHILE ELECTRIC 5.672% 10/20/35 N/A 16882LAB8 200000.00000000 PA USD 199330.00000000 0.012706324445 Long DBT CORP LU Y 2 2035-10-20 Fixed 5.67200000 N N N N N N T/L CROWN FINANC 0% 12/02/31 N/A N/A 34912.50000000 PA USD 34925.07000000 0.002226304473 Long LON CORP US N 2 2031-12-02 Variable 9.57850000 N N N N N N SOLVENTUM CORP 5.4% 03/01/29 254900I70403OSGY4M28 83444MAP6 648000.00000000 PA USD 661290.78000000 0.042154092224 Long DBT CORP US N 2 2029-03-01 Fixed 5.40000000 N N N N N N G2SF 30 YR TBA 5.5% JUN 25 N/A 21H052660 3635000.00000000 PA USD 3608731.42000000 0.230039192582 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 5.50000000 N N N N N N HUB INTERNATION 7.25% 06/15/30 N/A 44332PAH4 65000.00000000 PA USD 67692.43000000 0.004315065359 Long DBT CORP US Y 2 2030-06-15 Fixed 7.25000000 N N N N N N CARVANA CO 9% 06/01/30 5493003WEAK2PJ5WS063 146869AN2 55000.00000000 PA USD 57999.33000000 0.003697177066 Long DBT CORP US Y 2 2030-06-01 Fixed 9.00000000 N N Y N N N UMBS P#FM8535 4% 06/01/48 N/A 3140XCPV4 732351.78000000 PA USD 681870.43000000 0.043465945482 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N UMBS P#WA0506 3.03% 01/01/50 N/A 3132WRRR6 3607223.47000000 PA USD 2844646.40000000 0.181332464203 Long ABS-MBS USGA US N 2 2050-01-01 Fixed 3.03000000 N N N N N N TRANS-ALLEGHENY IN 5% 01/15/31 N/A 893045AF1 407000.00000000 PA USD 410137.67000000 0.026144294898 Long DBT CORP US Y 2 2031-01-15 Fixed 5.00000000 N N N N N N T/L BRAND INDUSTRI 0% 08/01/30 N/A N/A 26370.70000000 PA USD 21920.64000000 0.001397334891 Long LON CORP US N 2 2030-08-01 Variable 8.77592000 N N N N N N GNMA II P#MA2304 4% 10/20/44 N/A 36179QRZ6 414572.01000000 PA USD 388068.61000000 0.024737498949 Long ABS-MBS USGSE US N 2 2044-10-20 Fixed 4.00000000 N N N N N N AMERICAN AXLE & MF 5% 10/01/29 N/A 02406PBB5 60000.00000000 PA USD 54544.61000000 0.003476955357 Long DBT CORP US N 2 2029-10-01 Fixed 5.00000000 N N N N N N QORVO INC 3.375% 04/01/31 254900YAUJV2EUEVBR11 74736KAJ0 109000.00000000 PA USD 95910.78000000 0.006113848835 Long DBT CORP US Y 2 2031-04-01 Fixed 3.37500000 N N N N N N LIFE 2022-BMR2 D V/R 05/15/24 N/A 53218DAJ7 2400000.00000000 PA USD 2147807.76000000 0.136912367652 Long ABS-CBDO CORP US Y 2 2039-05-15 Variable 6.87062000 N N N N N N T/L ONTARIO GAMIN 0% 08/01/30 N/A C6907UAB7 21544.06000000 PA USD 21177.81000000 0.001349983067 Long LON CORP CA N 2 2030-08-01 Variable 8.54917000 N N N N N N F/C US LONG BOND(CBT) SEP25 N/A N/A -59.00000000 NC USD -6654093.75000000 -0.42416632757 N/A DIR CORP US N 1 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Short F/C US LONG BOND(CBT) SEP25 US LONG BOND(CBT) SEP25 2025-09-19 6569742.22000000 USD -84351.53000000 N N N UMBS P#SD1218 4% 07/01/49 N/A 3132DNK77 293038.96000000 PA USD 273486.61000000 0.017433450047 Long ABS-MBS USGA US N 2 2049-07-01 Fixed 4.00000000 N N N N N N GNMA II P#MA7590 3% 09/20/51 N/A 36179WNF1 728464.08000000 PA USD 635041.47000000 0.040480825534 Long ABS-MBS USGSE US N 2 2051-09-20 Fixed 3.00000000 N N N N N N T/L LBM ACQUISI 0% 06/06/31 N/A N/A 136268.85000000 PA USD 122009.68000000 0.007777527615 Long LON CORP US N 2 2031-06-06 Variable 8.17520000 N N N N N N CMHAT 2021-MH 1.753% 02/25/46 N/A 14731QAA7 201548.40000000 PA USD 183069.41000000 0.011669790394 Long ABS-CBDO CORP US Y 2 2046-02-25 Variable 1.75300000 N N N N N N STATION CASINO 6.625% 03/15/32 N/A 857691AJ8 55000.00000000 PA USD 55075.41000000 0.003510791292 Long DBT CORP US Y 2 2032-03-15 Fixed 6.62500000 N N N N N N T/L CLUBCORP HOLD 0% 09/18/26 N/A 18948TAF0 52740.77000000 PA USD 52729.69000000 0.003361262976 Long LON CORP US N 2 2026-09-18 Variable 9.56078000 N N N N N N SAAVI ENERGIA 8.875% 02/10/35 N/A 78518PAA3 200000.00000000 PA USD 204600.00000000 0.013042261483 Long DBT CORP LU Y 2 2035-02-10 Fixed 8.87500000 N N N N N N UMBS P#FS8968 6% 09/01/54 N/A 3140XQ6E2 422889.17000000 PA USD 428258.23000000 0.027299393049 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 6.00000000 N N N N N N T/L GRANT THORN 0.00% 06/02/31 N/A 38821UAF7 35000.00000000 PA USD 34970.95000000 0.002229229101 Long LON CORP US N 2 2031-06-02 Variable 0.00000000 N N N N N N AESOP 2020-1A 2.33% 08/20/25 N/A 05377RDU5 2960000.00000000 PA USD 2950280.54000000 0.188066130261 Long ABS-CBDO CORP US Y 2 2026-08-20 Fixed 2.33000000 N N N N N N UMBS P#FM8911 3.5% 02/01/51 N/A 3140XC3V8 1216532.49000000 PA USD 1091104.73000000 0.069552654908 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 3.50000000 N N N N N N LMAT 2021-GS4 A1 V/R 11/25/60 N/A 52475WAA4 188610.05000000 PA USD 188409.09000000 0.012010169196 Long ABS-CBDO CORP US Y 2 2060-11-25 Variable 4.65000000 N N N N N N PETROLEOS MEXIC 6.75% 09/21/47 N/A 71654QCC4 150000.00000000 PA USD 101406.92000000 0.006464201206 Long DBT CORP MX N 2 2047-09-21 Fixed 6.75000000 N N N N N N JPMORGAN CHASE & V/R 07/22/30 8I5DZWZKVSZI1NUHU748 46647PEJ1 565000.00000000 PA USD 570275.29000000 0.036352294475 Long DBT CORP US N 2 2030-07-22 Variable 4.99500000 N N N N N N AOMT 2021-6 A1 V/R 09/25/66 N/A 03465JAA8 1020631.53000000 PA USD 855318.21000000 0.054522403451 Long ABS-CBDO CORP US Y 2 2066-09-25 Variable 1.45800000 N N N N N N AVIATION CAPIT 5.375% 07/15/29 N/A 05369AAQ4 101000.00000000 PA USD 102072.85000000 0.006506651026 Long DBT CORP US Y 2 2029-07-15 Fixed 5.37500000 N N N N N N MF1 2022-FL8 A V/R 02/19/37 N/A 55284JAA7 102006.13000000 PA USD 101930.95000000 0.006497605587 Long ABS-CBDO CORP KY Y 2 2037-02-19 Variable 5.67438000 N N N N N N BOEING CO/THE 6.528% 05/01/34 RVHJWBXLJ1RFUBSY1F30 097023DS1 55000.00000000 PA USD 58705.45000000 0.003742188804 Long DBT CORP US N 2 2034-05-01 Fixed 6.52800000 N N N N N N FLORIDA POWER & 5.3% 06/15/34 N/A 341081GU5 1945000.00000000 PA USD 1975878.29000000 0.125952694610 Long DBT CORP US N 2 2034-06-15 Fixed 5.30000000 N N N N N N UMBS P#BU0986 2.5% 11/01/51 N/A 3140M2CY6 277608.91000000 PA USD 228965.08000000 0.014595417614 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N US TREAS NTS 0.625% 11/30/27 N/A 91282CAY7 6123000.00000000 PA USD 5653968.65000000 0.360413184512 Long DBT UST US N 2 2027-11-30 Fixed 0.62500000 N N N N N N UMBS P#BR0948 2% 04/01/51 N/A 3140KYBS2 785662.96000000 PA USD 612373.88000000 0.039035876189 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N CVS HEALTH CORP 3.25% 08/15/29 549300EJG376EN5NQE29 126650DG2 135000.00000000 PA USD 126824.71000000 0.008084462513 Long DBT CORP US N 2 2029-08-15 Fixed 3.25000000 N N N N N N OCCIDENTAL PETR 7.15% 05/15/28 IM7X0T3ECJW4C1T7ON55 674599DR3 4720000.00000000 PA USD 4899218.40000000 0.312301502620 Long DBT CORP US N 2 2028-05-15 Fixed 7.15000000 N N N N N N FNR 2021-3 NI 2.5% 02/25/51 N/A 3136BDQ84 861581.63000000 PA USD 127089.41000000 0.008101335860 Long ABS-CBDO CORP US N 2 2051-02-25 Fixed 2.50000000 N N N N N N BANK 2024-BNK48 V/R 09/15/34 N/A 06541GAN7 3880084.73000000 PA USD 322516.91000000 0.020558894784 Long ABS-CBDO CORP US N 2 2057-10-15 Variable 1.14702900 N N N N N N AREIT 2024-CRE9 V/R 01/17/29 N/A 00193AAA2 120000.00000000 PA USD 120173.11000000 0.007660455150 Long ABS-CBDO CORP KY Y 2 2041-05-17 Variable 6.01516000 N N N N N N JDOT 2023-C A4 5.39% 08/15/30 N/A 47787CAD5 2400000.00000000 PA USD 2440498.56000000 0.155569992028 Long ABS-CBDO CORP US N 2 2030-08-15 Fixed 5.39000000 N N N N N N GARDA WORLD SECURI 6% 06/01/29 N/A 36485MAL3 85000.00000000 PA USD 80842.62000000 0.005153326437 Long DBT CORP CA Y 2 2029-06-01 Fixed 6.00000000 N N N N N N JPMORGAN CHASE & V/R 04/22/30 8I5DZWZKVSZI1NUHU748 46647PEG7 485000.00000000 PA USD 500643.44000000 0.031913600461 Long DBT CORP US N 2 2030-04-22 Variable 5.58100000 N N N N N N PROG 2025-SFR1 S/UP 02/17/30 N/A 74334NAA9 730000.00000000 PA USD 683705.08000000 0.043582895556 Long ABS-CBDO CORP US Y 2 2042-02-17 Variable 3.40000000 N N N N N N T/L LIFEPOINT HEA ZCP 05/17/31 N/A 75915TAK8 61044.85000000 PA USD 60186.56000000 0.003836602411 Long LON CORP US N 2 2031-05-17 Variable 8.00610000 N N N N N N AUTOZONE INC 5.125% 06/15/30 GA3JGKJ41LJKXDN23E90 053332BM3 156000.00000000 PA USD 158464.66000000 0.010101356459 Long DBT CORP US N 2 2030-06-15 Fixed 5.12500000 N N N N N N CSMC 2021-AFC1 A V/R 02/25/25 N/A 12657LAA2 336817.56000000 PA USD 270314.45000000 0.017231240173 Long ABS-CBDO CORP US Y 2 2056-03-25 Variable 0.83000000 N N N N N N KINETIK HOLDIN 5.875% 06/15/30 N/A 49461MAA8 78000.00000000 PA USD 77536.49000000 0.004942576623 Long DBT CORP US Y 2 2030-06-15 Fixed 5.87500000 N N N N N N MARS INC 5% 03/01/32 54930073HKEO6GZBSS03 571676AZ8 755000.00000000 PA USD 757538.94000000 0.048289447405 Long DBT CORP US Y 2 2032-03-01 Fixed 5.00000000 N N N N N N CHARTER COMM OPT 4.8% 03/01/50 N/A 161175BT0 310000.00000000 PA USD 239710.78000000 0.015280404071 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N T/L NEP GROUP INC 0% 08/19/26 N/A 62908HAM7 120670.85000000 PA USD 109139.54000000 0.006957118371 Long LON CORP US N 2 2026-08-19 Variable 9.34430000 N N N N N N CSMC 2010-8R 5A1 V/R 02/26/37 N/A 12644KJE3 921369.78000000 PA USD 903045.30000000 0.057564774847 Long ABS-CBDO CORP US Y 2 2037-02-26 Variable 5.75952000 N N N N N N AKER BP ASA 6% 06/13/33 549300NFTY73920OYK69 00973RAM5 150000.00000000 PA USD 150770.26000000 0.009610875634 Long DBT CORP NO Y 2 2033-06-13 Fixed 6.00000000 N N N N N N AMERICAN HOMES 4 5.5% 02/01/34 N/A 02666TAG2 210000.00000000 PA USD 209572.41000000 0.013359228596 Long DBT CORP US N 2 2034-02-01 Fixed 5.50000000 N N N N N N US TIPS 0.25% 02/15/50 N/A 912810SM1 2127274.20000000 PA USD 1211904.71000000 0.077253069993 Long DBT UST US N 2 2050-02-15 Fixed 0.25000000 N N N N N N COLT 2021-2 A1 V/R 08/25/66 N/A 19685WAA9 438272.52000000 PA USD 365487.33000000 0.023298051449 Long ABS-CBDO CORP US Y 2 2066-08-25 Variable 0.92400000 N N N N N N OMEGA HLTHCARE 4.75% 01/15/28 549300OJ7ENK42CZ8E73 681936BK5 76000.00000000 PA USD 76050.83000000 0.004847872975 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N SSTRT 2025-A 5.038% 04/25/28 254900DVX7EZK9JMUP63 81378RAB0 154910.02000000 PA USD 155600.84000000 0.009918801770 Long ABS-CBDO CORP CA Y 2 2031-07-25 Fixed 5.03800000 N N N N N N AMERICAN TOWER C 3.8% 08/15/29 5493006ORUSIL88JOE18 03027XAW0 90000.00000000 PA USD 86861.14000000 0.005536978008 Long DBT CORP US N 2 2029-08-15 Fixed 3.80000000 N N N N N N UMBS P#SD8089 2.5% 07/01/50 N/A 3132DV7A7 288073.58000000 PA USD 237710.98000000 0.015152926483 Long ABS-MBS USGA US N 2 2050-07-01 Fixed 2.50000000 N N N N N N HIGHTOWER HOLDI 6.75% 04/15/29 254900MKOSB7RTMA9K12 43118DAA8 65000.00000000 PA USD 64098.02000000 0.004085939087 Long DBT CORP US Y 2 2029-04-15 Fixed 6.75000000 N N N N N N FGLMC P#C91815 3% 03/01/35 N/A 3128P8AQ4 226655.06000000 PA USD 215009.55000000 0.013705820002 Long ABS-MBS USGA US N 2 2035-03-01 Fixed 3.00000000 N N N N N N KAISER FOUNDAT 3.002% 06/01/51 N/A 48305QAG8 90000.00000000 PA USD 56566.96000000 0.003605870398 Long DBT CORP US N 2 2051-06-01 Fixed 3.00200000 N N N N N N OHIO EDISON CO 4.95% 12/15/29 N/A 677347CJ3 125000.00000000 PA USD 126000.01000000 0.008031891873 Long DBT CORP US Y 2 2029-12-15 Fixed 4.95000000 N N N N N N CSN RESOURCES 5.875% 04/08/32 N/A L21779AK6 200000.00000000 PA USD 164380.94000000 0.010478490725 Long DBT CORP BR N 2 2032-04-08 Fixed 5.87500000 N N N N N N SOUTHERN CAL E 4.125% 03/01/48 N/A 842400GK3 465000.00000000 PA USD 328780.21000000 0.020958149898 Long DBT CORP US N 2 2048-03-01 Fixed 4.12500000 N N N N N N FNR 2025-3 DA 5.5% 04/25/52 N/A 3136BURE2 431553.56000000 PA USD 432577.25000000 0.027574709707 Long ABS-CBDO CORP US N 2 2052-04-25 Fixed 5.50000000 N N N N N N FIRSTENERGY CORP 4.15% 07/15/27 549300SVYJS666PQJH88 337932AH0 85000.00000000 PA USD 83783.26000000 0.005340778029 Long DBT CORP US N 2 2027-07-15 Variable 3.90000000 N N N N N N PROTECTIVE LIF 4.803% 06/05/30 N/A 74368CCC6 215000.00000000 PA USD 215274.52000000 0.013722710559 Long DBT CORP US Y 2 2030-06-05 Fixed 4.80300000 N N N N N N UMBS P#CB4573 5% 09/01/52 N/A 3140QQCK9 5003722.20000000 PA USD 4854500.45000000 0.309450949361 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N BROOKLYN UNION 4.866% 08/05/32 N/A 114259AW4 345000.00000000 PA USD 330288.37000000 0.021054287812 Long DBT CORP US Y 2 2032-08-05 Fixed 4.86600000 N N N N N N CONSOLIDATED COMMU 5% 10/01/28 N/A 20903XAH6 90000.00000000 PA USD 90906.36000000 0.005794841239 Long DBT CORP US Y 2 2028-10-01 Fixed 5.00000000 N N N N N N MASS MUTUAL LI 3.375% 04/15/50 R6ZXK5P01NP6HXSY1S07 575767AQ1 324000.00000000 PA USD 215539.54000000 0.013739604304 Long DBT CORP US Y 2 2050-04-15 Fixed 3.37500000 N N N N N N TRANSDIGM INC 6.875% 12/15/30 N/A 893647BS5 135000.00000000 PA USD 139227.93000000 0.008875107863 Long DBT CORP US Y 2 2030-12-15 Fixed 6.87500000 N N N N N N BLACKSTONE HOLDING 2% 01/30/32 N/A 09261BAD2 396000.00000000 PA USD 326976.53000000 0.020843174013 Long DBT CORP US Y 2 2032-01-30 Fixed 2.00000000 N N N N N N CONAGRA BRANDS 4.85% 11/01/28 54930035UDEIH090K650 205887CC4 370000.00000000 PA USD 371590.69000000 0.023687111161 Long DBT CORP US N 2 2028-11-01 Fixed 4.85000000 N N N N N N MLMI 2006-AF1 5.75% 08/25/36 N/A 59023RAA7 5994880.59000000 PA USD 2578596.57000000 0.164373072950 Long ABS-CBDO CORP US N 2 2036-08-25 Fixed 5.75000000 N N N N N N APPLOVIN CORP 5.375% 12/01/31 549300LLVXMUAOL3SQ07 03831WAC2 75000.00000000 PA USD 75694.63000000 0.004825166946 Long DBT CORP US N 2 2031-12-01 Fixed 5.37500000 N N N N N N UMBS P#ZK9295 3% 02/01/33 N/A 3131XDKG9 520155.66000000 PA USD 500207.74000000 0.031885826691 Long ABS-MBS USGA US N 2 2033-02-01 Fixed 3.00000000 N N N N N N CLVR 2018-1A A1R V/R 04/20/37 N/A 18914GAC5 500000.00000000 PA USD 501648.80000000 0.031977687303 Long ABS-CBDO CORP KY Y 2 2037-04-20 Variable 5.79947000 N N N N N N INTELSAT JACKSON 6.5% 03/15/30 N/A 45824TBC8 50000.00000000 PA USD 49169.43000000 0.003134313602 Long DBT CORP LU Y 2 2030-03-15 Fixed 6.50000000 N N N N N N OMEGA HLTHCARE 3.25% 04/15/33 549300OJ7ENK42CZ8E73 681936BN9 92000.00000000 PA USD 77776.75000000 0.004957892037 Long DBT CORP US N 2 2033-04-15 Fixed 3.25000000 N N N N N N COMM 2024-277 6.338% 08/10/29 N/A 12654FAA8 370000.00000000 PA USD 385115.06000000 0.024549224406 Long ABS-CBDO CORP US Y 2 2044-08-10 Fixed 6.33800000 N N N N N N GMCAR 2023-2 B 4.82% 10/16/28 N/A 362583AF3 2455000.00000000 PA USD 2465363.05000000 0.157154983133 Long ABS-CBDO CORP US N 2 2028-10-16 Fixed 4.82000000 N N N N N N FNMA 30YR TBA 2.5% JUNE 25 N/A 01F022667 -2070000.00000000 PA USD -1685649.17000000 -0.10745199044 Short ABS-MBS USGA US N 2 2055-06-01 Fixed 2.50000000 N N N N N N GNMA II P#MA4263 4% 02/20/47 N/A 36179SWY9 235405.50000000 PA USD 218529.17000000 0.013930178772 Long ABS-MBS USGSE US N 2 2047-02-20 Fixed 4.00000000 N N N N N N VERISIGN INC 5.25% 06/01/32 LMPL4N8ZOJRMF0KOF759 92343EAQ5 194000.00000000 PA USD 195532.41000000 0.012464246430 Long DBT CORP US N 2 2032-06-01 Fixed 5.25000000 N N N N N N VALE OVERSEAS LI 6.4% 06/28/54 N/A 91911TAS2 90000.00000000 PA USD 86038.27000000 0.005484524022 Long DBT CORP BR N 2 2054-06-28 Fixed 6.40000000 N N N N N N PROG 2022-SFR3 3.2% 04/17/27 N/A 74331UAA6 321294.66000000 PA USD 312040.89000000 0.019891099124 Long ABS-CBDO CORP US Y 2 2039-04-17 Fixed 3.20000000 N N N N N N SOUTHERN CO 4.85% 06/15/28 549300FC3G3YU2FBZD92 842587DQ7 65000.00000000 PA USD 65816.42000000 0.004195478785 Long DBT CORP US N 2 2028-06-15 Fixed 4.85000000 N N N N N N ARIS MINING CORP 8% 10/31/29 5493001GJ5TILX6L1F82 04040YAB5 200000.00000000 PA USD 203052.35000000 0.012943606273 Long DBT CORP CA Y 2 2029-10-31 Fixed 8.00000000 N N N N N N PINNACLE WEST C 5.15% 05/15/30 TWSEY0NEDUDCKS27AH81 723484AN1 261000.00000000 PA USD 263981.34000000 0.016827535009 Long DBT CORP US N 2 2030-05-15 Fixed 5.15000000 N N N N N N NEXTERA ENERGY CA V/R 06/15/54 N/A 65339KDB3 88000.00000000 PA USD 89976.22000000 0.005735549308 Long DBT CORP US N 2 2054-06-15 Variable 6.75000000 N N N N N N EFF 2024-3 A2 5.31% 04/20/27 N/A 29375QAB4 2974471.97000000 PA USD 2984004.56000000 0.190215873600 Long ABS-CBDO CORP US Y 2 2027-04-20 Fixed 5.31000000 N N N N N N UMBS P#FM5109 3.5% 05/01/47 N/A 3140X8VB0 573902.97000000 PA USD 524745.24000000 0.033449973764 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.50000000 N N N N N N REPUBLIC SERVICE 5.2% 11/15/34 NKNQHM6BLECKVOQP7O46 760759BK5 385000.00000000 PA USD 387960.87000000 0.024730631044 Long DBT CORP US N 2 2034-11-15 Fixed 5.20000000 N N N N N N T/L KRONOS ACQ 0% 07/08/31 N/A N/A 28090.44000000 PA USD 23896.82000000 0.001523306818 Long LON CORP CA N 2 2031-07-08 Variable 8.29917000 N N N N N N G2SF 30YR TBA 4% JUN 12 N/A 21H040665 -40000.00000000 PA USD -36623.62000000 -0.00233457882 Short ABS-MBS USGA US N 2 2042-06-01 Fixed 4.00000000 N N N N N N STAR 2021-1 A1 V/R 05/25/65 N/A 85573GAA0 326855.96000000 PA USD 304550.13000000 0.019413599365 Long ABS-CBDO CORP US Y 2 2065-05-25 Variable 1.21900000 N N N N N N LXS 2007-4N 1A3 V/R 03/25/47 N/A 52524HAD2 2351730.35000000 PA USD 2002878.20000000 0.127673808423 Long ABS-CBDO CORP US N 2 2047-03-25 Variable 4.91920000 N N N N N N KYNDRYL HOLDINGS 4.1% 10/15/41 549300LQ4LWX2R8ZV130 50155QAM2 296000.00000000 PA USD 227926.89000000 0.014529238017 Long DBT CORP US N 2 2041-10-15 Fixed 4.10000000 N N N N N N CSMC 2022-NQM1 A V/R 01/25/26 N/A 126416AA4 1289101.34000000 PA USD 1157510.78000000 0.073785719757 Long ABS-CBDO CORP US Y 2 2066-11-25 Variable 2.26500000 N N N N N N MORGAN STANLEY V/R 04/19/35 IGJSJL3JD5P30I6NJZ34 61747YFR1 3485000.00000000 PA USD 3593317.56000000 0.229056633478 Long DBT CORP US N 2 2035-04-19 Variable 5.83100000 N N N N N N CWALT 2007-4CB 1 V/R 04/25/37 N/A 02148FAA3 1866180.30000000 PA USD 1429450.63000000 0.091120571328 Long ABS-CBDO CORP US N 2 2037-04-25 Variable 5.03920000 N N N N N N UMBS P#ZT0371 4.5% 05/01/48 N/A 3132ACMU1 259753.13000000 PA USD 248207.37000000 0.015822020633 Long ABS-MBS USGA US N 2 2048-05-01 Fixed 4.50000000 N N N N N N WSTOP 2020-1A 2.841% 12/05/27 N/A 974153AB4 985000.00000000 PA USD 929530.41000000 0.059253072648 Long ABS-CBDO CORP US Y 2 2050-12-05 Fixed 2.84100000 N N N N N N ANYWHERE RE GRP 5.25% 04/15/30 N/A 75606DAQ4 20000.00000000 PA USD 15533.31000000 0.000990173463 Long DBT CORP US Y 2 2030-04-15 Fixed 5.25000000 N N N N N N GNR 2022-64 IO 2.5% 02/20/50 N/A 38383PU41 7415376.14000000 PA USD 793588.36000000 0.050587423759 Long ABS-CBDO CORP US N 2 2050-02-20 Fixed 2.50000000 N N N N N N UMBS P#BF0168 3.5% 02/01/57 N/A 3140FXFJ6 175341.73000000 PA USD 155083.01000000 0.009885792610 Long ABS-MBS USGSE US N 2 2057-02-01 Fixed 3.50000000 N N N N N N GNMA II P#MA5985 3.5% 06/20/49 N/A 36179UUJ9 201666.89000000 PA USD 180114.52000000 0.011481430433 Long ABS-MBS USGSE US N 2 2049-06-20 Fixed 3.50000000 N N N N N N NABORS INDUSTR 8.875% 08/15/31 N/A 62957HAQ8 25000.00000000 PA USD 17108.65000000 0.001090593777 Long DBT CORP US Y 2 2031-08-15 Fixed 8.87500000 N N N N N N MSC 2019-L3 XA V/R 11/15/29 N/A 61691UBF5 20540999.50000000 PA USD 472391.64000000 0.030112684708 Long ABS-CBDO CORP US N 2 2052-11-15 Variable 0.60479300 N N N N N N T/L CLEARWATER ANA 0% 02/07/32 N/A N/A 15000.00000000 PA USD 15000.00000000 0.000956177528 Long LON CORP US N 2 2032-02-07 Variable 6.51947000 N N N N N N VERISK ANALYTIC 5.25% 06/05/34 549300I1YSWNIRKBWP67 92345YAJ5 154000.00000000 PA USD 154602.69000000 0.009855174530 Long DBT CORP US N 2 2034-06-05 Fixed 5.25000000 N N N N N N FIRST INDUSTRIA 5.25% 01/15/31 N/A 32055RAS6 207000.00000000 PA USD 207225.44000000 0.013209620598 Long DBT CORP US N 2 2031-01-15 Fixed 5.25000000 N N N N N N UMBS P#FS0043 3% 05/01/51 N/A 3140XFBM2 366953.90000000 PA USD 320610.48000000 0.020437369083 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 3.00000000 N N N N N N SOCIETE GENERALE V/R 05/22/29 O2RNE8IBXP4R0TD8PU41 83368RCH3 360000.00000000 PA USD 361627.20000000 0.023051986812 Long DBT CORP FR Y 2 2029-05-22 Variable 5.24900000 N N N N N N EXPEDIA GROUP IN 3.8% 02/15/28 N/A 30212PAP0 343000.00000000 PA USD 335925.81000000 0.021413647375 Long DBT CORP US N 2 2028-02-15 Fixed 3.80000000 N N N N N N PSEG POWER LLC 5.2% 05/15/30 N/A 69362BBD3 113000.00000000 PA USD 114083.84000000 0.007272293608 Long DBT CORP US Y 2 2030-05-15 Fixed 5.20000000 N N N N N N UMBS P#RA3988 2.5% 11/01/50 N/A 3133KKND7 520004.45000000 PA USD 428526.97000000 0.027316523926 Long ABS-MBS USGA US N 2 2050-11-01 Fixed 2.50000000 N N N N N N UMBS P#CB0414 2.5% 05/01/51 N/A 3140QKN87 426732.85000000 PA USD 351364.53000000 0.022397791183 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N T/L HUSKY INJECT 0% 02/15/29 N/A N/A 79183.86000000 PA USD 78849.70000000 0.005026287415 Long LON CORP US N 2 2029-02-15 Variable 8.78493000 N N N N N N UNIVISION COMMUN 8.5% 07/31/31 N/A 914906AZ5 25000.00000000 PA USD 24004.05000000 0.001530142212 Long DBT CORP US Y 2 2031-07-31 Fixed 8.50000000 N N N N N N EXTNT 2024-1A 6.15% 07/25/29 N/A 30227XAJ0 500000.00000000 PA USD 503351.65000000 0.032086235763 Long ABS-CBDO CORP US Y 2 2054-07-25 Fixed 6.15000000 N N N N N N UMBS P#SD7525 2.5% 10/01/50 N/A 3132DVLE3 65057.50000000 PA USD 54203.42000000 0.003455206143 Long ABS-MBS USGA US N 2 2050-10-01 Fixed 2.50000000 N N N N N N CEMEX SAB DE CV V/R /PERP/ 549300RIG2CXWN6IV731 P2253TJS9 200000.00000000 PA USD 197848.82000000 0.012611906376 Long DBT CORP MX N 2 2173-09-08 Variable 5.12500000 N N N N N N BUFFALO ENERGY 7.875% 02/15/39 N/A 11952AAA0 200000.00000000 PA USD 200986.60000000 0.012811924691 Long DBT CORP MX Y 2 2039-02-15 Fixed 7.87500000 N N N N N N AGILENT TECHNOL 4.75% 09/09/34 QUIX8Y7A2WP0XRMW7G29 00846UAR2 165000.00000000 PA USD 159208.52000000 0.010148773940 Long DBT CORP US N 2 2034-09-09 Fixed 4.75000000 N N N N N N UMBS P#MA4256 2.5% 02/01/51 N/A 31418DWS7 457345.53000000 PA USD 375727.99000000 0.023950844047 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N OBX 2021-NQM3 A1 V/R 07/25/61 N/A 67114JAA8 490777.42000000 PA USD 396866.67000000 0.025298332766 Long ABS-CBDO CORP US Y 2 2061-07-25 Variable 1.05400000 N N N N N N UMBS P#MA3211 4% 12/01/47 N/A 31418CR97 48338.39000000 PA USD 45219.38000000 0.002882516999 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.00000000 N N N N N N SERVICE PROPERTI 5.5% 12/15/27 529900IS770AG1K9QG27 81761LAB8 25000.00000000 PA USD 24125.00000000 0.001537852191 Long DBT CORP US N 2 2027-12-15 Fixed 5.50000000 N N N N N N STAR 2021-3 A1 V/R 06/25/56 N/A 85573JAA4 559321.30000000 PA USD 471135.52000000 0.030032613127 Long ABS-CBDO CORP US Y 2 2056-06-25 Variable 1.12700000 N N N N N N MARS INC 5.2% 03/01/35 54930073HKEO6GZBSS03 571676BA2 2550000.00000000 PA USD 2540434.84000000 0.161940447039 Long DBT CORP US Y 2 2035-03-01 Fixed 5.20000000 N N N N N N SNVA 2021-A A 1.8% 02/21/28 N/A 86746EAA5 361908.02000000 PA USD 275291.78000000 0.017548520913 Long ABS-CBDO CORP US Y 2 2048-02-20 Fixed 1.80000000 N N N N N N PUGET ENERGY INC 4.1% 06/15/30 N/A 745310AK8 75000.00000000 PA USD 71420.75000000 0.004552727745 Long DBT CORP US N 2 2030-06-15 Fixed 4.10000000 N N N N N N ADANIREN KODSO 4.625% 10/15/39 N/A Y0R1LYAB0 167000.00000000 PA USD 133205.30000000 0.008491194298 Long DBT CORP IN N 2 2039-10-15 Fixed 4.62500000 N N N N N N VIRGINIA ELEC & 5.05% 08/15/34 N/A 927804GR9 145000.00000000 PA USD 142479.82000000 0.009082400139 Long DBT CORP US N 2 2034-08-15 Fixed 5.05000000 N N N N N N PAYCHEX INC 5.35% 04/15/32 529900K900DW6SUBM174 704326AB3 313000.00000000 PA USD 317646.86000000 0.020248452626 Long DBT CORP US N 2 2032-04-15 Fixed 5.35000000 N N N N N N CSMC 2021-B33 3.052% 10/10/31 N/A 12658WAA7 169380.46000000 PA USD 159996.65000000 0.010199013420 Long ABS-CBDO CORP US Y 2 2043-10-10 Fixed 3.05250000 N N N N N N LIONS GATE CAPIT 5.5% 04/15/29 N/A 53627NAE1 20000.00000000 PA USD 16160.40000000 0.001030147421 Long DBT CORP US Y 2 2029-04-15 Fixed 5.50000000 N N N N N N FORDL 2023-B B 6.2% 03/15/26 N/A 34529NAF7 5640000.00000000 PA USD 5690544.55000000 0.362744721422 Long ABS-CBDO CORP US N 2 2027-02-15 Fixed 6.20000000 N N N N N N INTEL CORP 3.734% 12/08/47 KNX4USFCNGPY45LOCE31 458140BG4 405000.00000000 PA USD 275238.36000000 0.017545115646 Long DBT CORP US N 2 2047-12-08 Fixed 3.73400000 N N N N N N NAVIENT CORP 7.875% 06/15/32 54930067J0ZNOEBRW338 63938CAQ1 30000.00000000 PA USD 30255.82000000 0.001928662345 Long DBT CORP US N 2 2032-06-15 Fixed 7.87500000 N N N N N N ANGLOGOLD HOLD 3.375% 11/01/28 N/A 03512TAF8 200000.00000000 PA USD 189120.54000000 0.012055520696 Long DBT CORP GB N 2 2028-11-01 Fixed 3.37500000 N N N N N N COTERRA ENERGY I 5.6% 03/15/34 FCNMH6O7VWU7LHXMK351 127097AL7 69000.00000000 PA USD 68420.91000000 0.004361502439 Long DBT CORP US N 2 2034-03-15 Fixed 5.60000000 N N N N N N BMO 2024-5C7 AS V/R 11/15/29 N/A 09660WAX9 232000.00000000 PA USD 238702.57000000 0.015216135555 Long ABS-CBDO CORP US N 2 2057-11-15 Variable 5.88760000 N N N N N N ARCOSA INC 6.875% 08/15/32 549300WFHLTCZV7D6V29 039653AC4 40000.00000000 PA USD 41019.56000000 0.002614798765 Long DBT CORP US Y 2 2032-08-15 Fixed 6.87500000 N N N N N N FHR 5201 PA 2.5% 03/25/52 N/A 3137H6KN4 480966.86000000 PA USD 425745.28000000 0.027139204628 Long ABS-CBDO CORP US N 2 2052-03-25 Fixed 2.50000000 N N N N N N OTIS WORLDWIDE 2.565% 02/15/30 549300ZLBKR8VSU25153 68902VAK3 665000.00000000 PA USD 606468.08000000 0.038659409973 Long DBT CORP US N 2 2030-02-15 Fixed 2.56500000 N N N N N N T/L GRAY TELEVISI 0% 12/01/28 N/A N/A 13660.74000000 PA USD 13147.10000000 0.000838064105 Long LON CORP US N 2 2028-12-01 Variable 7.43870000 N N N N N N ACURIS FIN US/ACUR 5% 05/01/28 N/A 00511BAA5 200000.00000000 PA USD 190327.32000000 0.012132447091 Long DBT CORP US Y 2 2028-05-01 Fixed 5.00000000 N N N N N N BXP 2017-GM B V/R 06/13/27 N/A 056083AG3 182000.00000000 PA USD 174126.41000000 0.011099717352 Long ABS-CBDO CORP US Y 2 2039-06-13 Variable 3.42480000 N N N N N N TRANSCONT GAS P 3.25% 05/15/30 N/A 893574AP8 155000.00000000 PA USD 144426.16000000 0.009206469910 Long DBT CORP US N 2 2030-05-15 Fixed 3.25000000 N N N N N N PRK 2017-280P A V/R 09/15/19 N/A 90205FAA8 220000.00000000 PA USD 217387.50000000 0.013857402825 Long ABS-CBDO CORP US Y 2 2034-09-15 Variable 5.51800000 N N N N N N SUNRN 2021-2A 2.27% 01/30/29 N/A 86772HAA5 1635060.24000000 PA USD 1420619.15000000 0.090557607147 Long ABS-CBDO CORP US Y 2 2057-01-30 Fixed 2.27000000 N N N N N N GNMA II P#MA6092 4.5% 08/20/49 N/A 36179UXV9 184956.64000000 PA USD 175963.36000000 0.011216814040 Long ABS-MBS USGSE US N 2 2049-08-20 Fixed 4.50000000 N N N N N N COLUMBIA PIPEL 5.681% 01/15/34 N/A 19828AAC1 120000.00000000 PA USD 118663.08000000 0.007564198034 Long DBT CORP US Y 2 2034-01-15 Fixed 5.68100000 N N N N N N IQVIA INC 6.25% 02/01/29 N/A 46266TAF5 97000.00000000 PA USD 100500.34000000 0.006406411111 Long DBT CORP US N 2 2029-02-01 Fixed 6.25000000 N N N N N N GNMA II P#MA7051 2% 12/20/50 N/A 36179VZQ6 1303801.84000000 PA USD 1047639.36000000 0.066781947572 Long ABS-MBS USGSE US N 2 2050-12-20 Fixed 2.00000000 N N N N N N SOUTHERN CAL ED 4.65% 10/01/43 N/A 842400FZ1 130000.00000000 PA USD 103118.09000000 0.006573280026 Long DBT CORP US N 2 2043-10-01 Fixed 4.65000000 N N N N N N WINDSTREAM SERV 8.25% 10/01/31 N/A 97381AAA0 65000.00000000 PA USD 67648.49000000 0.004312264396 Long DBT CORP US Y 2 2031-10-01 Fixed 8.25000000 N N N N N N UNITEDHEALTH GRO 5.3% 02/15/30 549300GHBMY8T5GXDE41 91324PEQ1 35000.00000000 PA USD 35839.80000000 0.002284614091 Long DBT CORP US N 2 2030-02-15 Fixed 5.30000000 N N N N N N NAVSL 2021-EA 0.97% 12/15/28 N/A 63942EAA6 298579.02000000 PA USD 265609.92000000 0.016931349116 Long ABS-CBDO CORP US Y 2 2069-12-16 Fixed 0.97000000 N N N N N N PENNYMAC FIN SV 4.25% 02/15/29 549300W1D516HBDEU871 70932MAB3 45000.00000000 PA USD 42718.82000000 0.002723118380 Long DBT CORP US Y 2 2029-02-15 Fixed 4.25000000 N N N N N N SWF HOLDINGS I C 6.5% 10/01/29 5493000CMZKPQ7BKPB20 78500AAA6 20000.00000000 PA USD 7802.55000000 0.000497374864 Long DBT CORP US Y 2 2029-10-01 Fixed 6.50000000 N N N N N N WEN 2022-1A A 4.236% 03/15/29 N/A 95058XAM0 943325.00000000 PA USD 917145.66000000 0.058463604672 Long ABS-CBDO CORP US Y 2 2052-03-15 Fixed 4.23600000 N N N N N N GOVT OF BERMUD 2.375% 08/20/30 N/A G10367AE3 890000.00000000 PA USD 774745.00000000 0.049386250600 Long DBT USGA BM N 2 2030-08-20 Fixed 2.37500000 N N N N N N GNMA II P#MA0318 3.5% 08/20/42 N/A 36179MK74 98986.90000000 PA USD 90714.74000000 0.005782626390 Long ABS-MBS USGSE US N 2 2042-08-20 Fixed 3.50000000 N N N N N N FLOWERS FOODS I 5.75% 03/15/35 7YNCQQNDK8FBM9BBTK25 343498AD3 154000.00000000 PA USD 155275.71000000 0.009898076304 Long DBT CORP US N 2 2035-03-15 Fixed 5.75000000 N N N N N N UMBS P#SD1090 2% 04/01/52 N/A 3132DNF73 682750.27000000 PA USD 538725.02000000 0.034341117196 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 2.00000000 N N N N N N PFIZER INC 3.9% 03/15/39 765LHXWGK1KXCLTFYQ30 717081EU3 130000.00000000 PA USD 110361.47000000 0.007035010505 Long DBT CORP US N 2 2039-03-15 Fixed 3.90000000 N N N N N N BNP PARIBAS V/R 11/19/35 R0MUWSFPU8MPRO8K5P83 09659T2D2 375000.00000000 PA USD 372844.16000000 0.023767013818 Long DBT CORP FR Y 2 2035-11-19 Variable 5.90600000 N N N N N N MCGRAW-HILL ED 7.375% 09/01/31 N/A 58064LAA2 20000.00000000 PA USD 20578.32000000 0.001311768476 Long DBT CORP US Y 2 2031-09-01 Fixed 7.37500000 N N N N N N CITIGROUP INC V/R 11/03/32 6SHGI4ZSSLCXXQSBB395 172967NE7 6930000.00000000 PA USD 5963312.96000000 0.380132389690 Long DBT CORP US N 2 2032-11-03 Variable 2.52000000 N N N N N N T/L PERATON CORP 0% 02/01/2028 N/A N/A 21807.33000000 PA USD 18855.49000000 0.001201946387 Long LON CORP US N 2 2028-02-01 Variable 8.17681000 N N N N N N CELANESE US HOLD 6.5% 04/15/30 N/A 15089QAZ7 45000.00000000 PA USD 45355.64000000 0.002891202916 Long DBT CORP US N 2 2030-04-15 Fixed 6.50000000 N N N N N N NORTHROP GRUMMA 4.65% 07/15/30 RIMU48P07456QXSO0R61 666807CN0 150000.00000000 PA USD 150449.68000000 0.009590440208 Long DBT CORP US N 2 2030-07-15 Fixed 4.65000000 N N N N N N COLUMBIA PIPEL 6.042% 08/15/28 N/A 19828AAB3 270000.00000000 PA USD 278261.51000000 0.017737826853 Long DBT CORP US Y 2 2028-08-15 Fixed 6.04200000 N N N N N N FNR 2023-36 IO 2.5% 10/25/52 N/A 3136BQDR7 8203944.45000000 PA USD 1290462.41000000 0.082260743819 Long ABS-CBDO CORP US N 2 2052-10-25 Fixed 2.50000000 N N N N N N FHS 389 C35 2% 06/15/52 N/A 31325YRN0 1153653.84000000 PA USD 151200.09000000 0.009638275220 Long ABS-CBDO CORP US N 2 2052-06-15 Fixed 2.00000000 N N N N N N COX COMMUNICATI 5.45% 09/01/34 N/A 224044CU9 80000.00000000 PA USD 77840.79000000 0.004961974277 Long DBT CORP US Y 2 2034-09-01 Fixed 5.45000000 N N N N N N REPUBLIC OF CO 4.125% 05/15/51 N/A 195325DT9 200000.00000000 PA USD 111480.00000000 0.007106311388 Long DBT USGA CO N 2 2051-05-15 Fixed 4.12500000 N N N N N N US TREAS BDS 4.625% 02/15/55 N/A 912810UG1 6190000.00000000 PA USD 5903712.50000000 0.376333148322 Long DBT UST US N 2 2055-02-15 Fixed 4.62500000 N N N N N N BABSN 2024-1A B V/R 01/20/37 N/A 06763VAC9 835000.00000000 PA USD 838093.17000000 0.053424390373 Long ABS-CBDO CORP KY Y 2 2037-01-20 Variable 6.36947000 N N N N N N VOLT 2021-NP11 A V/R 07/25/24 N/A 92873HAA1 388183.59000000 PA USD 387058.13000000 0.024673085731 Long ABS-CBDO CORP US Y 2 2051-08-25 Variable 4.86780000 N N N N N N WFCM 2024-C63 XA V/R 08/15/57 N/A 94990FAF8 4339303.81000000 PA USD 319202.23000000 0.020347599949 Long ABS-CBDO CORP US N 2 2057-08-15 Variable 1.00372600 N N N N N N FGLMC P#G08793 4% 12/01/47 N/A 3128MJ3B4 40876.15000000 PA USD 38190.80000000 0.002434478982 Long ABS-MBS USGA US N 2 2047-12-01 Fixed 4.00000000 N N N N N N DIAMONDBACK ENER 5.9% 04/18/64 549300R22LSX6OHWEN64 25278XBB4 75000.00000000 PA USD 67113.27000000 0.004278146707 Long DBT CORP US N 2 2064-04-18 Fixed 5.90000000 N N N N N N UMBS P#RA2898 2.5% 06/01/50 N/A 3133KJGF3 298209.21000000 PA USD 247061.19000000 0.015748957196 Long ABS-MBS USGA US N 2 2050-06-01 Fixed 2.50000000 N N N N N N SOUTHWESTERN ELE 5.3% 04/01/33 N/A 845437BU5 140000.00000000 PA USD 138438.09000000 0.008824759379 Long DBT CORP US N 2 2033-04-01 Fixed 5.30000000 N N N N N N NISOURCE INC V/R 11/30/54 549300D8GOWWH0SJB189 65473PAR6 76000.00000000 PA USD 77765.56000000 0.004957178728 Long DBT CORP US N 2 2054-11-30 Variable 6.95000000 N N N N N N T/L QUIKRETE HOL 0% 02/10/32 N/A N/A 80000.00000000 PA USD 79600.00000000 0.005074115415 Long LON CORP US N 2 2032-02-10 Variable 6.57681000 N N N N N N T/L WATERBRIDGE MI 0% 12/31/49 N/A N/A 29850.00000000 PA USD 28656.00000000 0.001826681549 Long LON CORP US N 2 2049-12-31 Variable 9.05281000 N N N N N N ENERGY TRANSFER 5.7% 04/01/35 MTLVN9N7JE8MIBIJ1H73 29273VBE9 315000.00000000 PA USD 314153.24000000 0.020025751231 Long DBT CORP US N 2 2035-04-01 Fixed 5.70000000 N N N N N N CENTENE CORP 3% 10/15/30 549300Z7JJ4TQSQGT333 15135BAW1 340000.00000000 PA USD 299089.87000000 0.019065534171 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N SCRT 2019-1 MA 3.5% 07/25/58 N/A 35563PJF7 258191.68000000 PA USD 247083.63000000 0.015750387637 Long ABS-CBDO CORP US N 2 2058-07-25 Fixed 3.50000000 N N N N N N GNMA II P#MA2073 3.5% 07/20/44 N/A 36179QJS1 13310.70000000 PA USD 12146.06000000 0.000774252641 Long ABS-MBS USGSE US N 2 2044-07-20 Fixed 3.50000000 N N N N N N T/L ZELIS PAYMENTS 0% 11/26/31 N/A 98932TAH6 84787.50000000 PA USD 84535.68000000 0.005388741169 Long LON CORP US N 2 2031-11-26 Variable 7.57681000 N N N N N N SYNOPSYS INC 5.15% 04/01/35 QG7T915N9S0NY5UKNE63 871607AE7 129000.00000000 PA USD 127502.88000000 0.008127692574 Long DBT CORP US N 2 2035-04-01 Fixed 5.15000000 N N N N N N CLARIV SCI HLD 4.875% 07/01/29 N/A 18064PAD1 55000.00000000 PA USD 50871.00000000 0.003242780468 Long DBT CORP US Y 2 2029-07-01 Fixed 4.87500000 N N N N N N T/L FLUTTER ENT 0.00% 05/22/32 N/A N/A 15000.00000000 PA USD 14943.75000000 0.000952591862 Long LON CORP IE N 2 2032-05-22 Variable 0.00000000 N N N N N N UPSPT 2021-ST4 A 2% 07/20/27 N/A 91534HAA4 68512.58000000 PA USD 67869.32000000 0.004326341242 Long ABS-CBDO CORP US Y 2 2027-07-20 Fixed 2.00000000 N N N N N N DC 2024-HLTN A V/R 04/13/28 N/A 24022FAA8 300000.00000000 PA USD 301956.21000000 0.019248249498 Long ABS-CBDO CORP US Y 2 2040-04-13 Variable 5.93346800 N N N N N N SMITH & NEPHEW 2.032% 10/14/30 213800ZTMDN8S67S1H61 83192PAA6 275000.00000000 PA USD 238606.66000000 0.015210021756 Long DBT CORP GB N 2 2030-10-14 Fixed 2.03200000 N N N N N N WELF 2019-1A CR V/R 07/20/32 N/A 94950NAU6 500000.00000000 PA USD 496702.80000000 0.031662403700 Long ABS-CBDO CORP KY Y 2 2032-07-20 Variable 8.08108000 N N N N N N UMBS P#FM4969 2% 12/01/50 N/A 3140X8QX8 279165.51000000 PA USD 220371.22000000 0.014047600560 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N BANK 2022-BNK39 V/R 09/15/31 N/A 06539VAP3 6410430.52000000 PA USD 150273.95000000 0.009579238269 Long ABS-CBDO CORP US N 2 2055-02-15 Variable 0.41658700 N N N N N N BANK OF NY MELLON V/R 03/14/35 WFLLPEPC7FZXENRZV188 06406RBW6 150000.00000000 PA USD 149904.19000000 0.009555667856 Long DBT CORP US N 2 2035-03-14 Variable 5.18800000 N N N N N N PENN ENTERTAIN 4.125% 07/01/29 N/A 707569AV1 55000.00000000 PA USD 49125.59000000 0.003131519014 Long DBT CORP US Y 2 2029-07-01 Fixed 4.12500000 N N N N N N GEORGIA POWER C 4.55% 03/15/30 N/A 373334KY6 365000.00000000 PA USD 365663.99000000 0.023309312671 Long DBT CORP US N 2 2030-03-15 Fixed 4.55000000 N N N N N N FGLMC P#G08747 3% 02/01/47 N/A 3128MJZM5 209805.46000000 PA USD 183173.98000000 0.011676456227 Long ABS-MBS USGA US N 2 2047-02-01 Fixed 3.00000000 N N N N N N CSMC 2021-RPL3 A V/R 01/25/60 N/A 12661GAA7 2525501.69000000 PA USD 2209329.33000000 0.140834070500 Long ABS-CBDO CORP US Y 2 2060-01-25 Variable 2.00000000 N N N N N N COMM 2024-CBM A2 V/R 12/10/29 N/A 12674GAC8 255000.00000000 PA USD 257671.00000000 0.016425281322 Long ABS-CBDO CORP US Y 2 2041-12-10 Variable 5.86700000 N N N N N N UMBS P#BM3415 2.5% 02/01/47 N/A 3140J7YM1 5404233.80000000 PA USD 4539761.86000000 0.289387884895 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 2.50000000 N N N N N N GNMA II P#MA8201 4.5% 08/20/52 N/A 36179XDE3 262630.65000000 PA USD 249369.10000000 0.015896075308 Long ABS-MBS USGSE US N 2 2052-08-20 Fixed 4.50000000 N N N N N N UMBS P#SD8098 2% 10/01/50 N/A 3132DV7K5 453419.19000000 PA USD 355738.87000000 0.022676634224 Long ABS-MBS USGA US N 2 2050-10-01 Fixed 2.00000000 N N N N N N BIOGEN INC 5.05% 01/15/31 W8J5WZB5IY3K0NDQT671 09062XAN3 315000.00000000 PA USD 316582.43000000 0.020180600357 Long DBT CORP US N 2 2031-01-15 Fixed 5.05000000 N N N N N N T/L EG FINCO 0% 02/07/2028/ N/A N/A 56479.11000000 PA USD 56602.80000000 0.003608155025 Long LON CORP GB N 2 2028-02-07 Variable 8.58269000 N N N N N N ONEOK INC 6.05% 09/01/33 2T3D6M0JSY48PSZI1Q41 682680BL6 130000.00000000 PA USD 133382.85000000 0.008502512253 Long DBT CORP US N 2 2033-09-01 Fixed 6.05000000 N N N N N N ONCOR ELECTRIC 5.35% 04/01/35 N/A 68233JCZ5 295000.00000000 PA USD 295512.01000000 0.018837462882 Long DBT CORP US Y 2 2035-04-01 Fixed 5.35000000 N N N N N N MONONGAHELA POW 5.85% 02/15/34 N/A 609935AA9 30000.00000000 PA USD 30710.19000000 0.001957626237 Long DBT CORP US Y 2 2034-02-15 Fixed 5.85000000 N N N N N N VDCR 2024-1A 4.992% 09/17/29 N/A 76134KAH7 560000.00000000 PA USD 550079.71000000 0.035064923824 Long ABS-CBDO CORP US Y 2 2049-09-15 Fixed 4.99200000 N N N N N N ENERGUATE TRUS 5.875% 05/03/27 N/A G3040LAA0 200000.00000000 PA USD 197750.00000000 0.012605607078 Long DBT CORP GT N 2 2027-05-03 Fixed 5.87500000 N N N N N N UBSCM 2017-C1 XA V/R 06/15/50 N/A 90276EAF4 3683807.21000000 PA USD 75625.25000000 0.004820744307 Long ABS-CBDO CORP US N 2 2050-06-15 Variable 1.46930500 N N N N N N RADIATE HOLDCO / 4.5% 09/15/26 N/A 75026JAC4 20000.00000000 PA USD 17151.80000000 0.001093344381 Long DBT CORP US Y 2 2026-09-15 Fixed 4.50000000 N N N N N N ALLY FINANCIAL IN V/R 01/17/31 549300JBN1OSM8YNAI90 02005NBW9 78000.00000000 PA USD 77851.11000000 0.004962632127 Long DBT CORP US N 2 2031-01-17 Variable 5.54300000 N N N N N N UMBS P#FM4865 2.5% 11/01/50 N/A 3140X8MP9 8973428.06000000 PA USD 7360779.29000000 0.469214116424 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N FHR 5068 UZ 2.5% 01/25/51 N/A 3137F8QK2 9963905.80000000 PA USD 6064795.31000000 0.386601399194 Long ABS-CBDO CORP US N 2 2051-01-25 Fixed 2.50000000 N N N N N N UMBS P#CB4135 5% 07/01/52 N/A 3140QPSZ1 545680.30000000 PA USD 530277.87000000 0.033802652196 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5.00000000 N N N N N N CNH 2024-C A2A 4.3% 07/15/26 N/A 18978GAB0 2675836.27000000 PA USD 2671340.33000000 0.170285039562 Long ABS-CBDO CORP US N 2 2028-02-18 Fixed 4.30000000 N N N N N N ACU PETROLEO LUX 7.5% 01/13/32 N/A L0R80QAA1 230660.73000000 PA USD 231958.20000000 0.014786214553 Long DBT CORP LU N 2 2032-01-13 Fixed 7.50000000 N N N N N N LIFE TIME INC 6% 11/15/31 N/A 53190FAE5 105000.00000000 PA USD 105234.57000000 0.006708195400 Long DBT CORP US Y 2 2031-11-15 Fixed 6.00000000 N N N N N N GNR 2021-215 KA 2.5% 10/20/49 N/A 38383DY69 741384.73000000 PA USD 653559.41000000 0.041661254741 Long ABS-CBDO CORP US N 2 2049-10-20 Fixed 2.50000000 N N N N N N UMBS P#BF0352 3% 04/01/53 N/A 3140FXMA7 3579401.96000000 PA USD 3077108.74000000 0.196150815246 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 3.00000000 N N N N N N HUNGARY 5.5% 03/26/36 N/A 445545AU0 635000.00000000 PA USD 601027.50000000 0.038312599284 Long DBT USGA HU Y 2 2036-03-26 Fixed 5.50000000 N N N N N N GNMA II P#MA6930 2% 10/20/50 N/A 36179VVX5 585236.12000000 PA USD 470252.74000000 0.029976340167 Long ABS-MBS USGSE US N 2 2050-10-20 Fixed 2.00000000 N N N N N N MACQUARIE AIRFIN 6.4% 03/26/29 549300MCGUSL5B852H65 55609NAC2 71000.00000000 PA USD 73411.30000000 0.004679615691 Long DBT CORP GB Y 2 2029-03-26 Fixed 6.40000000 N N N N N N JPMCC 2020-LOOP V/R 12/05/26 N/A 46651WAJ3 805000.00000000 PA USD 123158.16000000 0.007850737666 Long ABS-CBDO CORP US Y 2 2038-12-05 Variable 3.86147000 N N N N N N CSMC 2021-NQM2 A V/R 02/25/66 N/A 12662EAA1 554980.55000000 PA USD 495983.68000000 0.031616563274 Long ABS-CBDO CORP US Y 2 2066-02-25 Variable 1.17900000 N N N N N N GOLDMAN SACHS GRO V/R 07/23/30 784F5XWPLTWKTBV3E584 38141GB29 770000.00000000 PA USD 776577.81000000 0.049503083382 Long DBT CORP US N 2 2030-07-23 Variable 5.04900000 N N N N N N SOUTHERN CALIF 5.75% 06/01/53 N/A 842434CY6 5855000.00000000 PA USD 5570200.09000000 0.355073343536 Long DBT CORP US N 2 2053-06-01 Fixed 5.75000000 N N N N N N N/A N/A N/A 1.00000000 NC USD 101290.95000000 0.006456808679 N/A DIR US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A N/A Y 2053-09-20 -1169934.74000000 USD 1175000.00000000 USD 1175000.00000000 USD 96225.69000000 N N N FHMS K-164 X1 V/R 05/25/34 N/A 3137HDUX6 2994522.51000000 PA USD 73534.09000000 0.004687442960 Long ABS-CBDO CORP US N 2 2034-05-25 Variable 0.46990900 N N N N N N SGR 2021-2 B1 V/R 12/25/61 N/A 78432YAE9 5238000.00000000 PA USD 3906417.64000000 0.249015250848 Long ABS-CBDO CORP US Y 2 2061-12-25 Variable 4.03800000 N N N N N N PUGET ENERGY I 5.725% 03/15/35 N/A 745310AP7 745000.00000000 PA USD 737634.46000000 0.047020632973 Long DBT CORP US Y 2 2035-03-15 Fixed 5.72500000 N N N N N N UMBS P#BR4393 2% 03/01/51 N/A 3140L23B7 875403.78000000 PA USD 682375.78000000 0.043498159103 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N BPR 2024-PMDW A V/R 11/05/29 N/A 05592VAA2 620000.00000000 PA USD 625391.52000000 0.039865687845 Long ABS-CBDO CORP US Y 2 2041-11-05 Variable 5.35800000 N N N N N N MSC 2016-UB11 XA V/R 08/15/26 N/A 61767FBB6 13142406.82000000 PA USD 145970.08000000 0.009304887351 Long ABS-CBDO CORP US N 2 2049-08-15 Variable 1.42942100 N N N N N N WHISTLER PIPELIN 5.7% 09/30/31 549300NG57SGLTNW5C85 96337RAB8 186000.00000000 PA USD 186864.20000000 0.011911689923 Long DBT CORP US Y 2 2031-09-30 Fixed 5.70000000 N N N N N N UMBS P#FP0036 2.5% 02/01/51 N/A 3140XTBE0 519078.72000000 PA USD 426443.64000000 0.027183721704 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N STATE OF ISRAE 5.375% 02/19/30 N/A 46514Y8A8 515000.00000000 PA USD 518862.50000000 0.033074977511 Long DBT USGA IL N 2 2030-02-19 Fixed 5.37500000 N N N N N N MASSACHUSETTS S 4.11% 07/15/31 5493001N1YCXNI1O7K10 576004HG3 239638.26000000 PA USD 236735.21000000 0.015090725860 Long DBT MUN US N 2 2031-07-15 Fixed 4.11000000 N N N N N N CSMC 2021-NQM5 A V/R 06/25/25 N/A 22946DAA0 411820.00000000 PA USD 346115.48000000 0.022063189606 Long ABS-CBDO CORP US Y 2 2066-05-25 Variable 0.93800000 N N N N N N WORKDAY INC 3.8% 04/01/32 549300J0DYC0N31V7G13 98138HAJ0 79000.00000000 PA USD 73282.64000000 0.004671414237 Long DBT CORP US N 2 2032-04-01 Fixed 3.80000000 N N N N N N TOTALENERGIES 5.638% 04/05/64 N/A 89157XAC5 440000.00000000 PA USD 411179.32000000 0.026210695053 Long DBT CORP FR N 2 2064-04-05 Fixed 5.63800000 N N N N N N T/L SAVOR ACQUI 0.00% 02/04/32 N/A N/A 63965.52000000 PA USD 64025.65000000 0.004081325850 Long LON CORP US N 2 2032-02-04 Variable 7.57681000 N N N N N N ACADEMY LTD 6% 11/15/27 N/A 00401YAA8 90000.00000000 PA USD 90210.78000000 0.005750501375 Long DBT CORP US Y 2 2027-11-15 Fixed 6.00000000 N N N N N N WALKER & DUNLO 6.625% 04/01/33 N/A 93148PAA0 60000.00000000 PA USD 60755.29000000 0.003872856200 Long DBT CORP US Y 2 2033-04-01 Fixed 6.62500000 N N N N N N GOLDMAN SACHS GRO V/R 04/23/31 784F5XWPLTWKTBV3E584 38141GC93 360000.00000000 PA USD 365247.00000000 0.023282731573 Long DBT CORP US N 2 2031-04-23 Variable 5.21800000 N N N N N N BERRY GLOBAL INC 5.8% 06/15/31 N/A 08576BAB8 141000.00000000 PA USD 146362.95000000 0.009329930915 Long DBT CORP US N 2 2031-06-15 Fixed 5.80000000 N N N N N N WHISTLER PIPELI 5.95% 09/30/34 549300NG57SGLTNW5C85 96337RAC6 115000.00000000 PA USD 114439.98000000 0.007294995812 Long DBT CORP US Y 2 2034-09-30 Fixed 5.95000000 N N N N N N DBJPM 2017-C6 XB V/R 06/10/27 N/A 23312JAL7 21195000.00000000 PA USD 128405.67000000 0.008185241075 Long ABS-CBDO CORP US N 2 2050-06-10 Variable 0.24089800 N N N N N N CARDINAL HEALTH IN 5% 11/15/29 CCU46N3GJMF4OK4N7U60 14149YBR8 520000.00000000 PA USD 525890.86000000 0.033523001504 Long DBT CORP US N 2 2029-11-15 Fixed 5.00000000 N N N N N N CATERPILLAR FINL 4.7% 11/15/29 N/A 14913UAU4 470000.00000000 PA USD 476280.65000000 0.030360590306 Long DBT CORP US N 2 2029-11-15 Fixed 4.70000000 N N N N N N DIRECTV FIN LL 5.875% 08/15/27 N/A 25461LAA0 95000.00000000 PA USD 93509.32000000 0.005960767363 Long DBT CORP US Y 2 2027-08-15 Fixed 5.87500000 N N N N N N T/L EMRLD BORROWER 0% 08/04/31 N/A N/A 24875.00000000 PA USD 24735.20000000 0.001576749492 Long LON CORP US N 2 2031-08-04 Variable 6.79917000 N N N N N N FHMS K118 X1 V/R 09/25/30 N/A 3137F62P1 2052144.49000000 PA USD 83736.52000000 0.005337798580 Long ABS-CBDO CORP US N 2 2030-09-25 Variable 1.04491600 N N N N N N ENERGY TRANSFER 5.95% 10/01/43 MTLVN9N7JE8MIBIJ1H73 29273RAZ2 1683000.00000000 PA USD 1570010.65000000 0.100080593493 Long DBT CORP US N 2 2043-10-01 Fixed 5.95000000 N N N N N N WELLS FARGO & COM V/R 04/24/34 PBLD0EJDB5FWOLXP3B76 95000U3D3 5870000.00000000 PA USD 5895092.08000000 0.375783638196 Long DBT CORP US N 2 2034-04-24 Variable 5.38900000 N N N N N N EQUITABLE FINANCIA 5% 03/27/30 N/A 29449WAT4 250000.00000000 PA USD 251529.04000000 0.016033761047 Long DBT CORP US Y 2 2030-03-27 Fixed 5.00000000 N N N N N N USRE 2021-1 A1 1.91% 10/20/26 N/A 643821AA9 550000.00000000 PA USD 516157.62000000 0.032902554479 Long ABS-CBDO CORP US Y 2 2061-10-20 Fixed 1.91000000 N N N N N N BHP BILLITON F 5.125% 02/21/32 N/A 055451BK3 110000.00000000 PA USD 111225.81000000 0.007090108004 Long DBT CORP AU N 2 2032-02-21 Fixed 5.12500000 N N N N N N UMBS P#BX2554 5% 11/01/52 N/A 3140N6ZU9 21172.82000000 PA USD 20575.22000000 0.001311570866 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.00000000 N N N N N N PBF HOLDING CO LLC 6% 02/15/28 N/A 69318FAJ7 25000.00000000 PA USD 23212.27000000 0.001479670063 Long DBT CORP US N 2 2028-02-15 Fixed 6.00000000 N N N N N N CGCMT 2016-P4 B V/R 06/10/26 N/A 29429EAJ0 400000.00000000 PA USD 370540.68000000 0.023620178097 Long ABS-CBDO CORP US N 2 2049-07-10 Fixed 3.37700000 N N N N N N UMBS P#MA4656 4.5% 07/01/52 N/A 31418EE63 3496666.52000000 PA USD 3304757.89000000 0.210662348681 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.50000000 N N N N N N JETBLUE AIRWAY 9.875% 09/20/31 N/A 476920AA1 40000.00000000 PA USD 39566.63000000 0.002522181497 Long DBT CORP US Y 2 2031-09-20 Fixed 9.87500000 N N N N N N AOMT 2022-1 A1 V/R 01/25/26 N/A 03464BAA6 1165746.59000000 PA USD 1068548.27000000 0.068114789563 Long ABS-CBDO CORP US Y 2 2066-12-25 Variable 2.88100000 N N N N N N UMBS P#BV4196 3% 04/01/52 N/A 3140MHUW7 293350.51000000 PA USD 251995.25000000 0.016063479682 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N FNS 429 C3 2.5% 09/25/52 N/A 31423YVK2 890489.56000000 PA USD 140255.13000000 0.008940586900 Long ABS-CBDO CORP US N 2 2052-09-25 Fixed 2.50000000 N N N N N N CARDINAL HEALTH 4.9% 09/15/45 CCU46N3GJMF4OK4N7U60 14149YBD9 340000.00000000 PA USD 290534.36000000 0.018520161744 Long DBT CORP US N 2 2045-09-15 Fixed 4.90000000 N N N N N N JACOBS ENGINEERI 5.9% 03/01/33 549300CZ8QS1GE53O776 469814AA5 271000.00000000 PA USD 278052.04000000 0.017724474152 Long DBT CORP US N 2 2033-03-01 Fixed 5.90000000 N N N N N N UMBS P#FS1108 2.5% 09/01/51 N/A 3140XGGS2 240544.91000000 PA USD 197807.71000000 0.012609285812 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.50000000 N N N N N N CALIFORNIA ST 7.3% 10/01/39 N/A 13063A7D0 245000.00000000 PA USD 278795.67000000 0.017771876972 Long DBT MUN US N 2 2039-10-01 Fixed 7.30000000 N N N N N N FNMA 30YR TBA 4.5% JUN 25 N/A 01F042665 2545000.00000000 PA USD 2400068.23000000 0.152992753828 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 4.50000000 N N N N N N BX 2021-XL2 A V/R 10/15/23 N/A 05609KAA7 174957.98000000 PA USD 174848.63000000 0.011145755388 Long ABS-CBDO CORP US Y 2 2038-10-15 Variable 5.13198000 N N N N N N UMBS P#MA3834 3% 11/01/49 N/A 31418DHL9 3597560.20000000 PA USD 3095512.54000000 0.197323968579 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.00000000 N N N N N N FHMS K-162 X1 V/R 12/25/33 N/A 3137HBP99 1770766.58000000 PA USD 52343.68000000 0.003336656703 Long ABS-CBDO CORP US N 2 2033-12-25 Variable 0.56961200 N N N N N N US TREAS BDS 4.125% 08/15/44 N/A 912810UD8 6380000.00000000 PA USD 5733277.33000000 0.365468729685 Long DBT UST US N 2 2044-08-15 Fixed 4.12500000 N N N N N N DUKE ENERGY CARO 5.3% 02/15/40 N/A 26442CAH7 655000.00000000 PA USD 641840.62000000 0.040914238497 Long DBT CORP US N 2 2040-02-15 Fixed 5.30000000 N N N N N N CSMC 2021-RPL4 A V/R 12/27/60 N/A 12662GAC2 296090.45000000 PA USD 294732.73000000 0.018787787548 Long ABS-CBDO CORP US Y 2 2060-12-27 Variable 4.11518000 N N N N N N VERIZON COMMUNI 1.75% 01/20/31 2S72QS2UO2OESLG6Y829 92343VFR0 3376000.00000000 PA USD 2878138.58000000 0.183467428862 Long DBT CORP US N 2 2031-01-20 Fixed 1.75000000 N N N N N N HVMLT 2006-14 2A V/R 01/25/47 N/A 41162NAC1 4127736.14000000 PA USD 3908731.67000000 0.249162759080 Long ABS-CBDO CORP US N 2 2047-01-25 Variable 4.74118000 N N N N N N FNR 2017-105 ZE 3% 01/25/48 N/A 3136B0MR4 828826.12000000 PA USD 639293.31000000 0.040751859792 Long ABS-CBDO CORP US N 2 2048-01-25 Fixed 3.00000000 N N N N N N JPMMT 2021-3 B1 V/R 07/25/51 N/A 46592KBT8 1458108.74000000 PA USD 1203084.35000000 0.076690814658 Long ABS-CBDO CORP US Y 2 2051-07-25 Variable 2.93680900 N N N N N N MFRA 2021-NQM1 A V/R 03/25/25 N/A 55283FAA6 171834.27000000 PA USD 162127.80000000 0.010334863935 Long ABS-CBDO CORP US Y 2 2065-04-25 Variable 1.15300000 N N N N N N GNR 2022-24 GA 3% 02/20/52 N/A 38383F2D4 390884.67000000 PA USD 358049.03000000 0.022823895762 Long ABS-CBDO CORP US N 2 2052-02-20 Fixed 3.00000000 N N N N N N SIMON PROPERTY G 2.2% 02/01/31 N/A 828807DM6 1255000.00000000 PA USD 1098338.44000000 0.070013768971 Long DBT CORP US N 2 2031-02-01 Fixed 2.20000000 N N N N N N BOCA 2024-BOCA A V/R 08/15/26 N/A 096817AA9 1410000.00000000 PA USD 1412203.13000000 0.090021126534 Long ABS-CBDO CORP US Y 2 2041-08-15 Variable 6.24939000 N N N N N N CWALT 2005-28CB 5.5% 08/25/35 N/A 12667GWW9 478744.53000000 PA USD 407608.17000000 0.025983051494 Long ABS-CBDO CORP US N 2 2035-08-25 Fixed 5.50000000 N N N N N N BLUE RACER MID 7.25% 07/15/32 N/A 095796AK4 50000.00000000 PA USD 51839.45000000 0.003304514477 Long DBT CORP US Y 2 2032-07-15 Fixed 7.25000000 N N N N N N UMBS P#MA4869 5.5% 01/01/53 N/A 31418EMT4 5440502.49000000 PA USD 5402295.75000000 0.344370253085 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.50000000 N N N N N N GOLDMAN SACHS GRO V/R 10/23/30 784F5XWPLTWKTBV3E584 38141GB60 535000.00000000 PA USD 533082.69000000 0.033981445919 Long DBT CORP US N 2 2030-10-23 Variable 4.69200000 N N N N N N UMBS P#CB5113 5.5% 11/01/52 N/A 3140QQVF9 482487.68000000 PA USD 479840.58000000 0.030587518644 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N O'REILLY AUTOMOT 4.7% 06/15/32 549300K2RLMQL149Q332 67103HAL1 139000.00000000 PA USD 136001.48000000 0.008669437264 Long DBT CORP US N 2 2032-06-15 Fixed 4.70000000 N N N N N N JPMORGAN CHASE & V/R 01/23/35 8I5DZWZKVSZI1NUHU748 46647PEC6 2025000.00000000 PA USD 2037514.48000000 0.129881703929 Long DBT CORP US N 2 2035-01-23 Variable 5.33600000 N N N N N N REPUBLIC SERVIC 1.45% 02/15/31 NKNQHM6BLECKVOQP7O46 760759AX8 80000.00000000 PA USD 67358.04000000 0.004293749612 Long DBT CORP US N 2 2031-02-15 Fixed 1.45000000 N N N N N N NCHET 2005-B M2 V/R 10/25/35 N/A 64352VNL1 4000000.00000000 PA USD 3446444.00000000 0.219694153642 Long ABS-CBDO CORP US N 2 2035-10-25 Variable 5.17420000 N N N N N N SUBWAY 2024-1 6.505% 07/30/34 N/A 864300AE8 497500.00000000 PA USD 505840.89000000 0.032244912787 Long ABS-CBDO CORP US Y 2 2054-07-30 Fixed 6.50500000 N N N N N N EVERGY KANSAS CE 5.7% 03/15/53 N/A 30036FAB7 164000.00000000 PA USD 156426.97000000 0.009971463566 Long DBT CORP US N 2 2053-03-15 Fixed 5.70000000 N N N N N N US TREAS NTS 4.25% 11/15/34 N/A 91282CLW9 23090000.00000000 PA USD 22862707.82000000 1.457387163260 Long DBT UST US N 2 2034-11-15 Fixed 4.25000000 N N N N N N FKH 2022-SFR2 4.25% 07/17/27 N/A 33767PAA6 1339705.65000000 PA USD 1323806.16000000 0.084386246783 Long ABS-CBDO CORP US Y 2 2039-07-17 Fixed 4.25000000 N N N N N N ESA 2021-ESH A V/R 07/15/26 N/A 30227FAA8 308781.99000000 PA USD 308781.99000000 0.019683359994 Long ABS-CBDO CORP US Y 2 2038-07-15 Variable 5.52348000 N N N N N N VERITIV OPERATI 10.5% 11/30/30 N/A 92339LAA0 40000.00000000 PA USD 42544.20000000 0.002711987199 Long DBT CORP US Y 2 2030-11-30 Fixed 10.50000000 N N N N N N NETFLIX INC 5.4% 08/15/54 549300Y7VHGU0I7CE873 64110LBA3 100000.00000000 PA USD 96235.03000000 0.006134518206 Long DBT CORP US N 2 2054-08-15 Fixed 5.40000000 N N N N N N GLP CAPITAL LP / 5.3% 01/15/29 N/A 361841AL3 190000.00000000 PA USD 190312.55000000 0.012131505574 Long DBT CORP US N 2 2029-01-15 Fixed 5.30000000 N N N N N N GNR 2022-61 EI 3% 07/20/51 N/A 38383PQQ7 14009480.25000000 PA USD 2073159.31000000 0.132153889625 Long ABS-CBDO CORP US N 2 2051-07-20 Fixed 3.00000000 N N N N N N BANCO DO BRASIL (CA V/R /PERP/ N/A G07402DP5 400000.00000000 PA USD 401988.40000000 0.025624818309 Long DBT CORP KY N 2 2173-10-15 Variable 8.74800000 N N N N N N FNS 426 C38 2% 03/25/52 N/A 31422M2A3 1093377.32000000 PA USD 140018.82000000 0.008925523279 Long ABS-CBDO CORP US N 2 2052-03-25 Fixed 2.00000000 N N N N N N T/L MADISON IAQ LL 0% 03/26/32 N/A N/A 50000.00000000 PA USD 49993.00000000 0.003186812210 Long LON CORP US N 2 2032-03-26 Variable 7.51047000 N N N N N N SHR 2024-LXRY A V/R 10/15/26 N/A 784234AA4 1455000.00000000 PA USD 1456819.91000000 0.092865230694 Long ABS-CBDO CORP US Y 2 2041-10-15 Variable 6.27871000 N N N N N N UMBS P#FM8981 3% 10/01/51 N/A 3140XC6T0 104309.35000000 PA USD 89640.74000000 0.005714164079 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 3.00000000 N N N N N N FNS 437 C8 2.5% 06/25/52 N/A 31424UPE0 910597.00000000 PA USD 143988.15000000 0.009178548889 Long ABS-CBDO CORP US N 2 2052-06-25 Fixed 2.50000000 N N N N N N BRAND INDUSTR 10.375% 08/01/30 549300B658W2BPDQMW42 104931AA8 20000.00000000 PA USD 17938.53000000 0.001143494618 Long DBT CORP US Y 2 2030-08-01 Fixed 10.37500000 N N N N N N DPABS 2015-1A 4.474% 10/25/25 N/A 25755TAE0 848662.50000000 PA USD 845963.58000000 0.053926090985 Long ABS-CBDO CORP US Y 2 2045-10-25 Fixed 4.47400000 N N N N N N FNR 2014-95 ZC 3% 01/25/45 N/A 3136AL3J8 563600.82000000 PA USD 505145.38000000 0.032200577385 Long ABS-CBDO CORP US N 2 2045-01-25 Variable 3.00000000 N N N N N N SBA TOWER TRUS 1.631% 11/15/26 N/A 78403DAT7 3415000.00000000 PA USD 3245947.94000000 0.206913498506 Long DBT CORP US Y 2 2026-11-15 Fixed 1.63100000 N N N N N N UMBS P#FS1107 2.5% 12/01/51 N/A 3140XGGR4 354314.97000000 PA USD 293050.35000000 0.018680543951 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N HALEON US CAPI 3.375% 03/24/27 549300N8C3A3L0UVQB07 36264FAK7 305000.00000000 PA USD 299904.67000000 0.019117473734 Long DBT CORP US N 2 2027-03-24 Fixed 3.37500000 N N N N N N BANCO INTERNAC DE V/R 07/08/30 N/A P13435AD7 300000.00000000 PA USD 299288.55000000 0.019078199061 Long DBT CORP PE N 2 2030-07-08 Variable 4.00000000 N N N N N N WBRK 2025-WBRK A V/R 03/05/30 N/A 65486BAA9 1132000.00000000 PA USD 1161732.21000000 0.074054815524 Long ABS-CBDO CORP US Y 2 2035-03-05 Variable 5.86700000 N N N N N N UMBS P#BW9008 5% 10/01/52 N/A 3140N2AJ0 820159.25000000 PA USD 795617.17000000 0.050716750594 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.00000000 N N N N N N PARKLAND CORP 4.625% 05/01/30 549300UY5C6HUV0XLS53 70137WAL2 60000.00000000 PA USD 56375.01000000 0.003593634513 Long DBT CORP CA Y 2 2030-05-01 Fixed 4.62500000 N N N N N N US TREAS BDS 2.5% 02/15/45 N/A 912810RK6 2470000.00000000 PA USD 1699475.79000000 0.108333370662 Long DBT UST US N 2 2045-02-15 Fixed 2.50000000 N N N N N N ROYAL BANK OF C 5.15% 02/01/34 ES7IP3U3RHIGC71XBU11 78016HZW3 72000.00000000 PA USD 72682.93000000 0.004633185622 Long DBT CORP CA N 2 2034-02-01 Fixed 5.15000000 N N N N N N EOG RESOURCES I 5.65% 12/01/54 XWTZDRYZPBUHIQBKDB46 26875PAW1 180000.00000000 PA USD 170366.81000000 0.010860061017 Long DBT CORP US N 2 2054-12-01 Fixed 5.65000000 N N N N N N US TREAS NTS 4.5% 12/31/31 N/A 91282CMC2 18915000.00000000 PA USD 19301427.59000000 1.230372754781 Long DBT UST US N 2 2031-12-31 Fixed 4.50000000 N N N N N N UMBS P#FM4733 4% 10/01/48 N/A 3140X8HK6 971971.94000000 PA USD 907146.16000000 0.057826184859 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.00000000 N N N N N N PRIME SECSRVC B 6.25% 01/15/28 N/A 74166MAE6 60000.00000000 PA USD 59938.60000000 0.003820796159 Long DBT CORP US Y 2 2028-01-15 Fixed 6.25000000 N N N N N N SOUTHERN CALIF G 5.6% 04/01/54 N/A 842434DA7 105000.00000000 PA USD 98363.13000000 0.006270174299 Long DBT CORP US N 2 2054-04-01 Fixed 5.60000000 N N N N N N UMBS P#BR1035 2% 05/01/51 N/A 3140KYEH3 416932.86000000 PA USD 325114.99000000 0.020724509832 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.00000000 N N N N N N BARCLAYS PLC V/R 09/10/30 213800LBQA1Y9L22JB70 06738ECU7 205000.00000000 PA USD 204643.19000000 0.013045014637 Long DBT CORP GB N 2 2030-09-10 Variable 4.94200000 N N N N N N T/L HEXION HOLDING 0% 03/15/29 N/A N/A 49708.66000000 PA USD 49344.79000000 0.003145491955 Long LON CORP US N 2 2029-03-15 Variable 8.32520000 N N N N N N ARCHROCK PARTN 6.625% 09/01/32 N/A 03959KAD2 105000.00000000 PA USD 105552.30000000 0.006728449153 Long DBT CORP US Y 2 2032-09-01 Fixed 6.62500000 N N N N N N CIFC 2018-2A D1R V/R 10/20/37 N/A 17180WAS4 500000.00000000 PA USD 498747.35000000 0.031792733884 Long ABS-CBDO CORP KY Y 2 2037-10-20 Variable 7.31947000 N N N N N N UPBOUND GROUP 6.375% 02/15/29 529900QUHE15UQNCCJ63 76009NAL4 45000.00000000 PA USD 43057.08000000 0.002744680821 Long DBT CORP US Y 2 2029-02-15 Fixed 6.37500000 N N N N N N HPEFS 2024-2A 5.35% 10/20/31 N/A 40444MAG6 1725000.00000000 PA USD 1740033.20000000 0.110918709598 Long ABS-CBDO CORP US Y 2 2031-10-20 Fixed 5.35000000 N N N N N N SM ENERGY CO 7% 08/01/32 84BUTVXV5ODI6BXNMH43 78454LAY6 65000.00000000 PA USD 62400.54000000 0.003977732939 Long DBT CORP US Y 2 2032-08-01 Fixed 7.00000000 N N N N N N UMBS P#FM8373 2% 08/01/36 N/A 3140XCJT6 383790.54000000 PA USD 346871.05000000 0.022111353543 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 2.00000000 N N N N N N T/L CREATIVE ARTIS 0% 10/01/31 N/A N/A 9975.00000000 PA USD 9968.82000000 0.000635464111 Long LON CORP US N 2 2031-10-01 Variable 7.07681000 N N N N N N BUNGE LTD FINAN 4.65% 09/17/34 N/A 120568BF6 182000.00000000 PA USD 175026.24000000 0.011157077167 Long DBT CORP US N 2 2034-09-17 Fixed 4.65000000 N N N N N N MARS INC 5.7% 05/01/55 54930073HKEO6GZBSS03 571676BC8 305000.00000000 PA USD 295880.48000000 0.018860951065 Long DBT CORP US Y 2 2055-05-01 Fixed 5.70000000 N N N N N N BX 2019-OC11 E V/R 12/09/41 N/A 05606FAN3 290000.00000000 PA USD 263044.65000000 0.016767825547 Long ABS-CBDO CORP US Y 2 2041-12-09 Variable 3.94399000 N N N N N N GNR 2012-116 IB 4% 09/16/42 N/A 38375C5T3 604719.89000000 PA USD 143411.26000000 0.009141774939 Long ABS-CBDO CORP US N 2 2042-09-16 Fixed 4.00000000 N N N N N N XCEL ENERGY INC 5.6% 04/15/35 LGJNMI9GH8XIDG5RCM61 98389BBE9 440000.00000000 PA USD 439953.59000000 0.028044915744 Long DBT CORP US N 2 2035-04-15 Fixed 5.60000000 N N N N N N OTIS WORLDWIDE 5.125% 11/19/31 549300ZLBKR8VSU25153 68902VAR8 70000.00000000 PA USD 70971.13000000 0.004524066643 Long DBT CORP US N 2 2031-11-19 Fixed 5.12500000 N N N N N N GNR 2020-173 JI 2% 11/20/50 N/A 38382LPQ8 21498172.51000000 PA USD 2485289.78000000 0.158425215896 Long ABS-CBDO CORP US N 2 2050-11-20 Fixed 2.00000000 N N N N N N WASTE CONNECTIO 5.25% 09/01/35 549300HDLRTPBQU69P29 94106BAJ0 132000.00000000 PA USD 133110.82000000 0.008485171655 Long DBT CORP CA N 2 2035-09-01 Fixed 5.25000000 N N N N N N UMBS P#MA4047 2% 06/01/50 N/A 31418DP97 13402066.81000000 PA USD 10527000.89000000 0.671045445950 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.00000000 N N N N N N MPLX LP 2.65% 08/15/30 N/A 55336VBQ2 55000.00000000 PA USD 49215.24000000 0.003137233768 Long DBT CORP US N 2 2030-08-15 Fixed 2.65000000 N N N N N N HPA 2021-1 F 3.325% 09/17/29 N/A 437300AL0 852604.52000000 PA USD 716585.71000000 0.045678876857 Long ABS-CBDO CORP US Y 2 2041-09-17 Fixed 3.32500000 N N N N N N GNMA TBA 30 YR TBA 25 N/A 21H030666 2820000.00000000 PA USD 2456371.21000000 0.156581796777 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 3.00000000 N N N N N N JPMORGAN CHASE & V/R 10/22/27 8I5DZWZKVSZI1NUHU748 46647PDW3 325000.00000000 PA USD 331747.77000000 0.021147317511 Long DBT CORP US N 2 2027-10-22 Variable 6.07000000 N N N N N N UMBS P#MA4439 3% 10/01/51 N/A 31418D4Z2 341513.40000000 PA USD 291721.00000000 0.018595804311 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 3.00000000 N N N N N N UMBS P#BT5572 3% 08/01/51 N/A 3140LUFN6 436567.81000000 PA USD 374848.14000000 0.023894757861 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 3.00000000 N N N N N N UMBS P#FM7203 2% 05/01/51 N/A 3140XBAD2 5221674.08000000 PA USD 4121186.16000000 0.262705706352 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.00000000 N N N N N N UMBS P#SD3029 4% 04/01/47 N/A 3132DQLJ3 36899.68000000 PA USD 34878.43000000 0.002223331398 Long ABS-MBS USGA US N 2 2047-04-01 Fixed 4.00000000 N N N N N N GNR 2014-46 IO 5% 03/16/44 N/A 38379AYP9 519025.83000000 PA USD 73154.25000000 0.004663229995 Long ABS-CBDO CORP US N 2 2044-03-16 Fixed 5.00000000 N N N N N N DIAMONDBACK ENE 6.25% 03/15/53 549300R22LSX6OHWEN64 25278XAW9 100000.00000000 PA USD 95461.66000000 0.006085219605 Long DBT CORP US N 2 2053-03-15 Fixed 6.25000000 N N N N N N COLT 2021-1 A1 V/R 06/25/66 N/A 19688EAA6 420752.50000000 PA USD 359778.90000000 0.022934166617 Long ABS-CBDO CORP US Y 2 2066-06-25 Variable 0.91000000 N N N N N N UMBS P#MA4305 2% 04/01/51 N/A 31418DYB2 1934421.74000000 PA USD 1513549.81000000 0.096481487731 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N WYNDHAM HOTELS 4.375% 08/15/28 549300FE3MQ4RVXXC673 98311AAB1 155000.00000000 PA USD 149984.46000000 0.009560784681 Long DBT CORP US Y 2 2028-08-15 Fixed 4.37500000 N N N N N N BANK5 2024-5YR8 V/R 07/15/29 N/A 065923BD5 12269219.45000000 PA USD 400855.03000000 0.025552571447 Long ABS-CBDO CORP US N 2 2057-08-15 Variable 0.90033000 N N N N N N AMENTUM HOLDING 7.25% 08/01/32 2549009FJIBLW40CU216 02352BAA3 40000.00000000 PA USD 40803.36000000 0.002601017060 Long DBT CORP US Y 2 2032-08-01 Fixed 7.25000000 N N N N N N DCLI BIDCO LLC 7.75% 11/15/29 2549007UUVJTHHNK9T70 233104AA6 55000.00000000 PA USD 55422.07000000 0.003532889192 Long DBT CORP US Y 2 2029-11-15 Fixed 7.75000000 N N N N N N UMBS P#FS6067 4% 08/01/51 N/A 3140XMW51 99383.91000000 PA USD 94308.63000000 0.006011719514 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 4.00000000 N N N N N N UMBS P#SD3698 6% 08/01/53 N/A 3132E0DB5 3352097.58000000 PA USD 3405537.46000000 0.217086559356 Long ABS-MBS USGA US N 2 2053-08-01 Fixed 6.00000000 N N N N N N NCL CORPORATIO 5.875% 03/15/26 N/A 62886HBA8 13000.00000000 PA USD 13008.22000000 0.000829211176 Long DBT CORP US Y 2 2026-03-15 Fixed 5.87500000 N N N N N N WALGREENS BOOTS 4.8% 11/18/44 549300RPTUOIXG4LIH86 931427AC2 15000.00000000 PA USD 13852.46000000 0.000883027397 Long DBT CORP US N 2 2044-11-18 Fixed 4.80000000 N N N N N N MERITAGE HOMES 5.65% 03/15/35 52990044W9UMFJO2FB97 59001ABG6 92000.00000000 PA USD 89833.20000000 0.005726432474 Long DBT CORP US N 2 2035-03-15 Fixed 5.65000000 N N N N N N TRANSOCEAN POS 6.875% 02/01/27 N/A 89383JAA6 60375.00000000 PA USD 60445.46000000 0.003853106035 Long DBT CORP KY Y 2 2027-02-01 Fixed 6.87500000 N N N N N N FHMS K125 X1 V/R 01/25/31 N/A 3137F9ZA2 53427126.96000000 PA USD 1398604.64000000 0.089154288497 Long ABS-CBDO CORP US N 2 2031-01-25 Variable 0.66938900 N N N N N N AOMT 2021-5 A1 V/R 07/25/66 N/A 03465HAA2 628095.14000000 PA USD 536558.19000000 0.034202992252 Long ABS-CBDO CORP US Y 2 2066-07-25 Variable 0.95100000 N N N N N N UMBS P#BQ7737 2% 03/01/51 N/A 3140KTS30 705082.17000000 PA USD 555212.03000000 0.035392084427 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N T/L CLYDESDALE 0% 03/27/32 N/A 18972FAF9 343.64000000 PA USD 340.79000000 0.000021723715 Long LON CORP US N 2 2032-03-27 Variable 0.22439170 N N N N N N FORDO 2023-B C 5.71% 02/15/27 N/A 344930AG7 2405000.00000000 PA USD 2440847.01000000 0.155592204032 Long ABS-CBDO CORP US N 2 2030-12-15 Fixed 5.71000000 N N N N N N BANK5 2024-5Y 5.613% 08/15/29 N/A 06644VBG4 360000.00000000 PA USD 369923.87000000 0.023580859440 Long ABS-CBDO CORP US N 2 2057-08-15 Fixed 5.61360000 N N N N N N T/L WHITE CAP 0% 10/19/29 N/A 96350TAH3 74625.00000000 PA USD 73791.44000000 0.004703847779 Long LON CORP US N 2 2029-10-19 Variable 7.57681000 N N N N N N UMBS P#MA4991 5.5% 04/01/38 N/A 31418ERM4 270789.42000000 PA USD 274902.26000000 0.017523690895 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.50000000 N N N N N N UMBS P#ZS4586 4% 10/01/44 N/A 3132A5CX1 564877.38000000 PA USD 529496.86000000 0.033752866581 Long ABS-MBS USGA US N 2 2044-10-01 Fixed 4.00000000 N N N N N N HORZN 2024-1 5.375% 09/15/31 N/A 43990EAA9 483350.00000000 PA USD 472095.73000000 0.030093821875 Long ABS-CBDO CORP KY Y 2 2049-09-15 Fixed 5.37500000 N N N N N N UMBS P#FS2380 4% 08/01/51 N/A 3140XHUE5 250813.74000000 PA USD 233544.47000000 0.014887331601 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 4.00000000 N N N N N N MAVIS TIRE EXPRE 6.5% 05/15/29 254900NVDM4GTLBL9E56 59155LAA0 35000.00000000 PA USD 33270.20000000 0.002120814506 Long DBT CORP US Y 2 2029-05-15 Fixed 6.50000000 N N N N N N AOMT 2021-1 A1 V/R 02/25/25 N/A 03465CAA3 288925.21000000 PA USD 245312.85000000 0.015637508968 Long ABS-CBDO CORP US Y 2 2066-01-25 Variable 0.90900000 N N N N N N NORTHROP GRUMMA 5.15% 05/01/40 RIMU48P07456QXSO0R61 666807BT8 335000.00000000 PA USD 320539.23000000 0.020432827239 Long DBT CORP US N 2 2040-05-01 Fixed 5.15000000 N N N N N N BANCO DE BOGOTA 6.25% 05/12/26 N/A P09252AK6 200000.00000000 PA USD 200357.20000000 0.012771803482 Long DBT CORP CO N 2 2026-05-12 Fixed 6.25000000 N N N N N N BANK OF AMERICA C V/R 01/23/35 9DJT3UXIJIZJI4WXO774 06051GMA4 114000.00000000 PA USD 115192.30000000 0.007342952577 Long DBT CORP US N 2 2035-01-23 Variable 5.46800000 N N N N N N UMBS P#SD8134 2% 03/01/51 N/A 3132DWBB8 6164387.03000000 PA USD 4823520.66000000 0.307476137426 Long ABS-MBS USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N BLACK HILLS CORP 6% 01/15/35 3MGELCRSTNSAMJ962671 092113AX7 149000.00000000 PA USD 151960.86000000 0.009686770632 Long DBT CORP US N 2 2035-01-15 Fixed 6.00000000 N N N N N N NGL ENRGY OP/F 8.125% 02/15/29 N/A 62922LAC2 45000.00000000 PA USD 43986.67000000 0.002803937692 Long DBT CORP US Y 2 2029-02-15 Fixed 8.12500000 N N N N N N T/L RADIOLOGY PA 0% 01/31/2029 N/A 75041EAJ1 60610.55000000 PA USD 60038.39000000 0.003827157289 Long LON CORP US N 2 2029-01-31 Variable 8.09144000 N N N N N N ENTERGY LOUISIA 4.75% 09/15/52 N/A 29364WBL1 115000.00000000 PA USD 96396.81000000 0.006144830900 Long DBT CORP US N 2 2052-09-15 Fixed 4.75000000 N N N N N N JBS USA SARL/FO 5.95% 04/20/35 N/A 472140AA0 210000.00000000 PA USD 213783.42000000 0.013627660138 Long DBT CORP US Y 2 2035-04-20 Fixed 5.95000000 N N N N N N AFFRM 2024-A A 5.61% 09/15/26 N/A 00834BAA5 405000.00000000 PA USD 406350.68000000 0.025902892582 Long ABS-CBDO CORP US Y 2 2029-02-15 Fixed 5.61000000 N N N N N N MV24 CAPITAL B 6.748% 06/01/34 N/A N53766AA4 300840.00000000 PA USD 288601.86000000 0.018396974206 Long DBT CORP NL N 2 2034-06-01 Fixed 6.74800000 N N N N N N UMBS P#AZ4794 3% 10/01/30 N/A 3138YWKG1 137870.66000000 PA USD 134095.65000000 0.008547949809 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 3.00000000 N N N N N N T/L I-LOGIC TE 00.00% 02/16/28 N/A N/A 77615.86000000 PA USD 77486.24000000 0.004939373428 Long LON CORP GB N 2 2028-02-16 Variable 8.04917000 N N N N N N US BANCORP V/R 02/01/34 N1GZ7BBF3NP8GI976H15 91159HJL5 1145000.00000000 PA USD 1110488.14000000 0.070788253645 Long DBT CORP US N 2 2034-02-01 Variable 4.83900000 N N N N N N AMC ENTERTAINMEN 7.5% 02/15/29 549300ZO77UNR6NRBR11 00165CBA1 30000.00000000 PA USD 23445.00000000 0.001494505476 Long DBT CORP US Y 2 2029-02-15 Fixed 7.50000000 N N N N N N AKER BP ASA 5.8% 10/01/54 549300NFTY73920OYK69 00973RAP8 370000.00000000 PA USD 323828.20000000 0.020642483186 Long DBT CORP NO Y 2 2054-10-01 Fixed 5.80000000 N N N N N N UMBS P#BT2752 2% 08/01/36 N/A 3140LRBW7 53035.90000000 PA USD 48387.37000000 0.003084461055 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 2.00000000 N N N N N N NOVELIS CORP 6.875% 01/30/30 N/A 670001AL0 35000.00000000 PA USD 36093.19000000 0.002300766479 Long DBT CORP US Y 2 2030-01-30 Fixed 6.87500000 N N N N N N SORT 2020-1 A1 1.69% 07/15/25 N/A 12530MAA3 285227.02000000 PA USD 283110.92000000 0.018046953310 Long ABS-CBDO CORP US Y 2 2060-07-15 Fixed 1.69000000 N N N N N N PROG 2023-SFR1 4.3% 03/09/28 N/A 74334FAA6 548783.26000000 PA USD 541033.67000000 0.034488282479 Long ABS-CBDO CORP US Y 2 2040-03-17 Fixed 4.30000000 N N N N N N MORGAN STANLEY V/R 01/19/38 IGJSJL3JD5P30I6NJZ34 61747YFB6 77000.00000000 PA USD 77680.73000000 0.004951771226 Long DBT CORP US N 2 2038-01-19 Variable 5.94800000 N N N N N N T/L HERSCHEND 00.00% 05/14/32 N/A 42778EAG6 10000.00000000 PA USD 10022.90000000 0.000638911449 Long LON CORP US N 2 2032-05-14 Variable 7.57472000 N N N N N N DOMINION ENERG 3.375% 04/01/30 ILUL7B6Z54MRYCF6H308 25746UDG1 3100000.00000000 PA USD 2909057.05000000 0.185438331943 Long DBT CORP US N 2 2030-04-01 Fixed 3.37500000 N N N N N N DISCOVERY COMM 3.625% 05/15/30 N/A 25470DBJ7 435000.00000000 PA USD 384694.31000000 0.024522403627 Long DBT CORP US N 2 2030-05-15 Fixed 3.62500000 N N N N N N CHS/COMMUNITY H 4.75% 02/15/31 N/A 12543DBK5 70000.00000000 PA USD 59916.85000000 0.003819409701 Long DBT CORP US Y 2 2031-02-15 Fixed 4.75000000 N N N N N N TENET HEALTHCA 6.125% 10/01/28 0W9AIBT6U6ADJ2I8HK17 88033GDK3 90000.00000000 PA USD 90130.77000000 0.005745401124 Long DBT CORP US N 2 2028-10-01 Fixed 6.12500000 N N N N N N UMBS P#RJ2244 6% 08/01/54 N/A 3142GSP69 1237846.95000000 PA USD 1252711.08000000 0.079854278926 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.00000000 N N N N N N UMBS P#MA4120 2.5% 09/01/50 N/A 31418DSJ2 471498.42000000 PA USD 388291.73000000 0.024751721771 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N CON EDISON CO OF 5.7% 05/15/54 N/A 209111GK3 110000.00000000 PA USD 106625.00000000 0.006796828595 Long DBT CORP US N 2 2054-05-15 Fixed 5.70000000 N N N N N N CSMC 2018-RPL9 A V/R 01/25/46 N/A 12654PAE8 1003212.26000000 PA USD 966508.94000000 0.061610275275 Long ABS-CBDO CORP US Y 2 2057-09-25 Variable 3.85000000 N N N N N N HIH 2024-61P A V/R 10/15/26 N/A 40444VAA9 344838.82000000 PA USD 344838.82000000 0.021981808699 Long ABS-CBDO CORP US Y 2 2041-10-15 Variable 6.17071000 N N N N N N T/L QXO INC ZCP 04/23/32 N/A 07368RAJ0 25000.00000000 PA USD 25067.75000000 0.001597947948 Long LON CORP US N 2 2032-04-23 Variable 7.28037000 N N N N N N US FOODS INC 5.75% 04/15/33 N/A 90290MAJ0 145000.00000000 PA USD 142448.16000000 0.009080381967 Long DBT CORP US Y 2 2033-04-15 Fixed 5.75000000 N N N N N N UMBS P#310229 3.5% 08/01/43 N/A 31374CSS6 574465.53000000 PA USD 525278.94000000 0.033483994560 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N GROUP 1 AUTOMO 6.375% 01/15/30 549300US8QAZJLWYAF63 398905AQ2 70000.00000000 PA USD 71287.37000000 0.004544225415 Long DBT CORP US Y 2 2030-01-15 Fixed 6.37500000 N N N N N N COSAN OVERSEAS 8.25% /PERP/ N/A G2541SAA1 300000.00000000 PA USD 299250.00000000 0.019075741685 Long DBT CORP KY N 2 2174-02-05 Fixed 8.25000000 N N N N N N FHR 5228 JL 2.5% 10/25/41 N/A 3137H7UV3 159000.00000000 PA USD 128536.00000000 0.008193548983 Long ABS-CBDO CORP US N 2 2041-10-25 Fixed 2.50000000 N N N N N N FNMA 15YR TBA 4.5% JUN 25 N/A 01F042467 -600000.00000000 PA USD -590958.04000000 -0.03767071985 Short ABS-MBS USGA US N 2 2040-06-01 Fixed 4.50000000 N N N N N N WELLS FARGO & COM V/R 04/23/31 PBLD0EJDB5FWOLXP3B76 95000U3W1 592000.00000000 PA USD 599086.90000000 0.038188895410 Long DBT CORP US N 2 2031-04-23 Variable 5.15000000 N N N N N N FNMA 30YR TBA 4% JUN 25 N/A 01F040669 -10070000.00000000 PA USD -9224814.33000000 -0.58803734421 Short ABS-MBS USGA US N 2 2055-06-01 Fixed 4.00000000 N N N N N N BRAVO 2021-NQM1 V/R 02/25/49 N/A 10569TAA6 143095.87000000 PA USD 133127.17000000 0.008486213888 Long ABS-CBDO CORP US Y 2 2049-02-25 Variable 0.94100000 N N N N N N FHR 4223 SB V/R 07/15/43 N/A 3137B3MV7 3952230.70000000 PA USD 2579206.78000000 0.164411970889 Long ABS-CBDO CORP US N 2 2043-07-15 Variable 0.04285700 N N N N N N PROG 2022-SFR 4.451% 07/20/27 N/A 74334DAA1 1058949.54000000 PA USD 1052158.60000000 0.067070027287 Long ABS-CBDO CORP US Y 2 2039-07-20 Fixed 4.45100000 N N N N N N JSW HYDRO ENER 4.125% 05/18/31 N/A Y4S71YAA2 284000.00000000 PA USD 255599.09000000 0.016293207070 Long DBT CORP IN N 2 2031-05-18 Fixed 4.12500000 N N N N N N DORNOCH DEBT M 6.625% 10/15/29 N/A 25830JAA9 45000.00000000 PA USD 34585.92000000 0.002204685299 Long DBT CORP US Y 2 2029-10-15 Fixed 6.62500000 N N N N N N AVOLON HOLDINGS 5.75% 03/01/29 N/A 05401AAU5 262000.00000000 PA USD 266759.30000000 0.017004616538 Long DBT CORP IE Y 2 2029-03-01 Fixed 5.75000000 N N N N N N GNR 2021-35 IO V/R 12/16/62 N/A 38380RWA4 16555211.53000000 PA USD 1250146.93000000 0.079690826752 Long ABS-CBDO CORP US N 2 2062-12-16 Variable 1.03251000 N N N N N N INTEL CORP 3.25% 11/15/49 KNX4USFCNGPY45LOCE31 458140BJ8 235000.00000000 PA USD 143284.45000000 0.009133691414 Long DBT CORP US N 2 2049-11-15 Fixed 3.25000000 N N N N N N FHS 389 C1 1.5% 05/15/37 N/A 31325YQS0 2343383.91000000 PA USD 127358.23000000 0.008118471836 Long ABS-CBDO CORP US N 2 2037-05-15 Fixed 1.50000000 N N N N N N NSTAR ELECTRIC C 5.4% 06/01/34 N/A 67021CAV9 95000.00000000 PA USD 95779.29000000 0.006105466983 Long DBT CORP US N 2 2034-06-01 Fixed 5.40000000 N N N N N N EIDP INC 5.125% 05/15/32 N/A 263534CS6 214000.00000000 PA USD 215988.65000000 0.013768232896 Long DBT CORP US N 2 2032-05-15 Fixed 5.12500000 N N N N N N T/L MH SUB I 0% 12/31/31 N/A N/A 17998.40000000 PA USD 16365.05000000 0.001043192870 Long LON CORP US N 2 2031-12-31 Variable 8.57681000 N N N N N N IMPRL 2022-NQM2 V/R 03/25/67 N/A 45276PAA4 1200715.41000000 PA USD 1139017.01000000 0.072606831272 Long ABS-CBDO CORP US Y 2 2067-03-25 Variable 3.63800000 N N N N N N LIFEPOINT HEALTH 10% 06/01/32 N/A 53219LAX7 65000.00000000 PA USD 67995.14000000 0.004334361659 Long DBT CORP US Y 2 2032-06-01 Fixed 10.00000000 N N N N N N ALLIANT HOLD / 6.75% 10/15/27 N/A 01883LAA1 100000.00000000 PA USD 99964.07000000 0.006372226490 Long DBT CORP US Y 2 2027-10-15 Fixed 6.75000000 N N N N N N UMBS P#FS9671 5.5% 11/01/54 N/A 3140XRW92 6169294.52000000 PA USD 6175718.11000000 0.393672191775 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.50000000 N N N N N N WARNERMEDIA HO 4.279% 03/15/32 N/A 55903VBC6 1845000.00000000 PA USD 1565610.32000000 0.099800093715 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N N WFCM 2016-BNK 2.652% 07/15/26 N/A 95000GAY0 1400000.00000000 PA USD 1358863.24000000 0.086620966256 Long ABS-CBDO CORP US N 2 2049-08-15 Fixed 2.65200000 N N N N N N BRSP 2024-FL2 A V/R 08/19/27 N/A 05613BAA1 357000.00000000 PA USD 356320.81000000 0.022713730087 Long ABS-CBDO CORP KY Y 2 2037-08-19 Variable 6.27217000 N N N N N N MARVELL TECHNOL 5.95% 09/15/33 N/A 573874AQ7 289000.00000000 PA USD 298462.57000000 0.019025546827 Long DBT CORP US N 2 2033-09-15 Fixed 5.95000000 N N N N N N ALPHABET INC 5.3% 05/15/65 5493006MHB84DD0ZWV18 02079KAN7 495000.00000000 PA USD 473960.77000000 0.030212709164 Long DBT CORP US N 2 2065-05-15 Fixed 5.30000000 N N N N N N UMBS P#MA4919 5.5% 02/01/53 N/A 31418EPD6 5204687.94000000 PA USD 5166146.91000000 0.329316905478 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.50000000 N N N N N N FNR 2021-95 GI 3% 01/25/52 N/A 3136BKWG3 841878.15000000 PA USD 122540.42000000 0.007811359725 Long ABS-CBDO CORP US N 2 2052-01-25 Fixed 3.00000000 N N N N N N T/L DEXKO GLOBAL 0% 10/04/28 N/A N/A 26143.18000000 PA USD 24925.17000000 0.001588859162 Long LON CORP US N 2 2028-10-04 Variable 8.19129000 N N N N N N BANK 2018-BN10 X V/R 02/15/61 N/A 065404BF1 15024020.63000000 PA USD 230869.62000000 0.014716822837 Long ABS-CBDO CORP US N 2 2061-02-15 Variable 0.68458900 N N N N N N ELEMENT FLEET 5.037% 03/25/30 5493000PGBS1C22ELQ16 286181AP7 160000.00000000 PA USD 159260.53000000 0.010152089326 Long DBT CORP CA Y 2 2030-03-25 Fixed 5.03700000 N N N N N N GNMA II P#785713 2.5% 10/20/51 N/A 3622ABGW6 3524598.17000000 PA USD 2934975.72000000 0.187090521931 Long ABS-MBS USGSE US N 2 2051-10-20 Fixed 2.50000000 N N N N N N CGCMT 2023-SMRT V/R 10/12/40 N/A 17291NAC5 2195000.00000000 PA USD 2229114.47000000 0.142095277584 Long ABS-CBDO CORP US Y 2 2040-10-12 Variable 5.85242200 N N N N N N SCRT 2020-3 M5TW 3% 05/25/60 N/A 35563PTN9 5057318.16000000 PA USD 4495427.86000000 0.286561806593 Long ABS-CBDO CORP US N 2 2060-05-25 Fixed 3.00000000 N N N N N N EASTERN ENERGY 5.65% 10/15/54 N/A 27636AAA0 163000.00000000 PA USD 150257.21000000 0.009578171175 Long DBT CORP US N 2 2054-10-15 Fixed 5.65000000 N N N N N N VERUS 2021-7 A1 V/R 10/25/66 N/A 92538QAA8 1099937.73000000 PA USD 982864.65000000 0.062652872765 Long ABS-CBDO CORP US Y 2 2066-10-25 Variable 1.82900000 N N N N N N PENSKE TRUCK LE 6.05% 08/01/28 N/A 709599BW3 170000.00000000 PA USD 176268.58000000 0.011236270340 Long DBT CORP US Y 2 2028-08-01 Fixed 6.05000000 N N N N N N UMBS P#FM5166 3% 12/01/50 N/A 3140X8W45 457841.06000000 PA USD 391119.78000000 0.024931996295 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 3.00000000 N N N N N N WHISTLER PIPELIN 5.4% 09/30/29 549300NG57SGLTNW5C85 96337RAA0 10000.00000000 PA USD 10037.40000000 0.000639835754 Long DBT CORP US Y 2 2029-09-30 Fixed 5.40000000 N N N N N N SHACK 2013-3A DR V/R 07/15/30 N/A 81881QAY2 500000.00000000 PA USD 500115.25000000 0.031879930900 Long ABS-CBDO CORP KY Y 2 2030-07-15 Variable 7.53771000 N N N N N N CLEAR CHANNEL OU 7.5% 06/01/29 254900XBEE6V1ENYS150 18453HAD8 25000.00000000 PA USD 22101.25000000 0.001408847906 Long DBT CORP US Y 2 2029-06-01 Fixed 7.50000000 N N N N N N F/C US 5YR NOTE (CBT) SEP25 N/A N/A 143.00000000 NC USD 15470812.50000000 0.986189550258 N/A DIR CORP US N 1 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Long F/C US 5YR NOTE (CBT) SEP25 US 5YR NOTE (CBT) SEP25 2025-09-30 15393984.35000000 USD 76828.15000000 N N N BANK OF AMERICA C V/R 02/07/30 9DJT3UXIJIZJI4WXO774 06051GHQ5 245000.00000000 PA USD 238940.07000000 0.015231275033 Long DBT CORP US N 2 2030-02-07 Variable 3.97400000 N N N N N N UMBS P#BQ4491 2% 02/01/51 N/A 3140KP7D9 1551279.16000000 PA USD 1214053.02000000 0.077390014376 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N ARTHUR J GALLAG 5.15% 02/15/35 54930049QLLMPART6V29 04316JAN9 193000.00000000 PA USD 189948.34000000 0.012108288947 Long DBT CORP US N 2 2035-02-15 Fixed 5.15000000 N N N N N N CORNERSTONE BUIL 9.5% 08/15/29 549300IW41QEWQ6T0H29 21925DAB5 55000.00000000 PA USD 48869.35000000 0.003115184952 Long DBT CORP US Y 2 2029-08-15 Fixed 9.50000000 N N N N N N T/L CAMELOT U.S. 0.0% 01/31/31 N/A N/A 35000.00000000 PA USD 34912.50000000 0.002225503196 Long LON CORP US N 2 2031-01-31 Variable 0.00000000 N N N N N N GNMA II P#MA1521 3.5% 12/20/43 N/A 36179NVN5 66422.71000000 PA USD 60577.14000000 0.003861499998 Long ABS-MBS USGSE US N 2 2043-12-20 Fixed 3.50000000 N N N N N N ARCELORMITTAL SA 6% 06/17/34 2EULGUTUI56JI9SAL165 03938LBG8 86000.00000000 PA USD 88739.52000000 0.005656715658 Long DBT CORP LU N 2 2034-06-17 Fixed 6.00000000 N N N N N N BALTIMORE GAS & 5.65% 06/01/54 N/A 059165ES5 200000.00000000 PA USD 192596.21000000 0.012277077866 Long DBT CORP US N 2 2054-06-01 Fixed 5.65000000 N N N N N N SAIL 2006-4 A5 V/R 07/25/36 N/A 86360WAE2 8700000.00000000 PA USD 3087846.63000000 0.196835303854 Long ABS-CBDO CORP US N 2 2036-07-25 Variable 5.05920000 N N N N N N FNCI 15YR TBA 3.5% JUN 25 N/A 01F032468 -675000.00000000 PA USD -644512.73000000 -0.04108457259 Short ABS-MBS USGA US N 2 2040-06-01 Fixed 3.50000000 N N N N N N UMBS TBA 30YR 2% JUL 25 N/A 01F020679 -1420000.00000000 PA USD -1103696.73000000 -0.07035533407 Short ABS-MBS USGA US N 2 2055-07-01 Fixed 2.00000000 N N N N N N SOUTHERN CALIF GAS 6% 06/15/55 N/A 842434DD1 480000.00000000 PA USD 474829.75000000 0.030268102441 Long DBT CORP US N 2 2055-06-15 Fixed 6.00000000 N N N N N N NORTHERN STATES 5.65% 05/15/55 N/A 665772DA4 205000.00000000 PA USD 198765.12000000 0.012670316074 Long DBT CORP US N 2 2055-05-15 Fixed 5.65000000 N N N N N N UPSPT 2021-ST3 A 2% 05/20/27 N/A 91681PAA7 36558.46000000 PA USD 36344.23000000 0.002316769066 Long ABS-CBDO CORP US Y 2 2027-05-20 Fixed 2.00000000 N N N N N N TPMT 2021-R1 A1 V/R 04/27/29 N/A 89179TAA2 1402035.81000000 PA USD 1204017.88000000 0.076750322685 Long ABS-CBDO CORP US Y 2 2060-11-30 Variable 2.91808000 N N N N N N MADISON IAQ LL 5.875% 06/30/29 549300IXDNBXNHUPBU73 55760LAB3 145000.00000000 PA USD 140260.02000000 0.008940898614 Long DBT CORP US Y 2 2029-06-30 Fixed 5.87500000 N N N N N N FORDO 2023-B B 5.56% 02/15/27 N/A 344930AF9 3350000.00000000 PA USD 3398552.89000000 0.216641326764 Long ABS-CBDO CORP US N 2 2029-03-15 Fixed 5.56000000 N N N N N N US TREAS BDS 4.25% 08/15/54 N/A 912810UC0 10480000.00000000 PA USD 9371412.50000000 0.597382269267 Long DBT UST US N 2 2054-08-15 Fixed 4.25000000 N N N N N N MF1 2022-FL9 A V/R 04/19/27 N/A 55285AAA5 334250.53000000 PA USD 334886.34000000 0.021347386184 Long ABS-CBDO CORP US Y 2 2037-06-19 Variable 6.47438000 N N N N N N MERLIN ENTERTA 7.375% 02/15/31 N/A 59010UAA5 200000.00000000 PA USD 182482.36000000 0.011632368793 Long DBT CORP US Y 2 2031-02-15 Fixed 7.37500000 N N N N N N UMBS P#FM8609 3% 09/01/51 N/A 3140XCR75 616913.68000000 PA USD 532505.58000000 0.033944657945 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 3.00000000 N N N N N N QUANTA SERVICES 5.25% 08/09/34 SHVRXXEACT60MMH07S24 74762EAL6 310000.00000000 PA USD 307176.66000000 0.019581027963 Long DBT CORP US N 2 2034-08-09 Fixed 5.25000000 N N N N N N PACIFIC GAS & EL 2.5% 02/01/31 N/A 694308JG3 885000.00000000 PA USD 760841.88000000 0.048499993872 Long DBT CORP US N 2 2031-02-01 Fixed 2.50000000 N N N N N N JPMORGAN CHASE & V/R 01/24/31 8I5DZWZKVSZI1NUHU748 46647PEV4 318000.00000000 PA USD 322935.50000000 0.020585577874 Long DBT CORP US N 2 2031-01-24 Variable 5.14000000 N N N N N N EFMT 2021-3 A1 V/R 09/25/66 N/A 31573JAA8 731543.78000000 PA USD 603646.44000000 0.038479544056 Long ABS-CBDO CORP US Y 2 2066-09-25 Variable 1.24100000 N N N N N N RIO TINTO ALCA 6.125% 12/15/33 N/A 013716AU9 300000.00000000 PA USD 320956.19000000 0.020459406425 Long DBT CORP CA N 2 2033-12-15 Fixed 6.12500000 N N N N N N UMBS P#FS1386 3% 10/01/51 N/A 3140XGRG6 552444.64000000 PA USD 475582.43000000 0.030316082154 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 3.00000000 N N N N N N UMBS P#MA4400 3% 08/01/51 N/A 31418D3J9 291023.59000000 PA USD 248953.51000000 0.015869583453 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 3.00000000 N N N N N N GOLD FIELDS OR 6.125% 05/15/29 N/A G40365AB7 200000.00000000 PA USD 205379.63000000 0.013091959128 Long DBT CORP IM N 2 2029-05-15 Fixed 6.12500000 N N N N N N DAFC 2017-AMO A V/R 06/05/27 N/A 24500EAA2 180000.00000000 PA USD 172161.63000000 0.010974472120 Long ABS-CBDO CORP US Y 2 2035-06-05 Variable 3.63618000 N N N N N N GENESEE & WYOMI 6.25% 04/15/32 G617XSG94Z7G0RMW3L02 371559AB1 210000.00000000 PA USD 213276.21000000 0.013595327951 Long DBT CORP US Y 2 2032-04-15 Fixed 6.25000000 N N N N N N WARNERMEDIA HO 5.391% 03/15/62 N/A 55903VBF9 770000.00000000 PA USD 495673.81000000 0.031596810559 Long DBT CORP US N 2 2062-03-15 Fixed 5.39100000 N N N N N N FHMS K-158 A2 4.05% 07/25/33 N/A 3137HAGS9 5565000.00000000 PA USD 5346963.86000000 0.340843112431 Long ABS-CBDO CORP US N 2 2033-07-25 Fixed 4.05000000 N N N N N N FNA 2022-M4 A1X V/R 05/25/30 N/A 3136BLQ78 4303434.98000000 PA USD 4023595.51000000 0.256484773920 Long ABS-CBDO CORP US N 2 2030-05-25 Variable 2.45800000 N N N N N N T/L EAB GLOBAL 0% 08/16/28 N/A 26835CAC3 59400.00000000 PA USD 58093.20000000 0.003703160825 Long LON CORP US N 2 2028-08-16 Variable 7.32681000 N N N N N N ADANI ELECTRIC 3.949% 02/12/30 N/A Y0R1SDAA1 200000.00000000 PA USD 176163.72000000 0.011229586021 Long DBT CORP IN N 2 2030-02-12 Fixed 3.94900000 N N N N N N UMBS P#FS2185 4% 06/01/52 N/A 3140XHNB9 409571.23000000 PA USD 377725.69000000 0.024078187770 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N UMBS P#BJ2763 4.5% 05/01/48 N/A 3140H4B94 186955.80000000 PA USD 179302.30000000 0.011429655333 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.50000000 N N N N N N ENTERPRISE PROD 5.55% 02/16/55 N/A 29379VCH4 154000.00000000 PA USD 143693.07000000 0.009159738965 Long DBT CORP US N 2 2055-02-16 Fixed 5.55000000 N N N N N N BX 2024-AIRC A V/R 08/15/26 N/A 12433CAA3 232972.69000000 PA USD 233700.73000000 0.014897292421 Long ABS-CBDO CORP US Y 2 2039-08-15 Variable 6.01995000 N N N N N N AKER BP ASA 5.125% 10/01/34 549300NFTY73920OYK69 00973RAN3 300000.00000000 PA USD 281369.44000000 0.017935942374 Long DBT CORP NO Y 2 2034-10-01 Fixed 5.12500000 N N N N N N ADANI INTERNATIONA 3% 02/16/31 335800J4SLERP6S94P28 00654UAA0 240000.00000000 PA USD 210087.22000000 0.013392045246 Long DBT CORP IN Y 2 2031-02-16 Fixed 3.00000000 N N N N N N INTEL CORP 5.05% 08/05/62 KNX4USFCNGPY45LOCE31 458140CC2 125000.00000000 PA USD 97754.47000000 0.006231375165 Long DBT CORP US N 2 2062-08-05 Fixed 5.05000000 N N N N N N US TREAS BDS 3.25% 05/15/42 N/A 912810TH1 1555000.00000000 PA USD 1261372.27000000 0.080406387942 Long DBT UST US N 2 2042-05-15 Fixed 3.25000000 N N N N N N FHMS K066 X1 V/R 06/25/27 N/A 3137F2LL8 26501777.22000000 PA USD 311955.07000000 0.019885628513 Long ABS-CBDO CORP US N 2 2027-06-25 Variable 0.86813400 N N N N N N LAS VEGAS SANDS CO 6% 06/14/30 549300DUOO1KXOHPM605 517834AN7 90000.00000000 PA USD 90975.22000000 0.005799230731 Long DBT CORP US N 2 2030-06-14 Fixed 6.00000000 N N N N N N META PLATFORMS I 5.6% 05/15/53 BQ4BKCS1HXDV9HN80Z93 30303M8Q8 265000.00000000 PA USD 259201.24000000 0.016522826729 Long DBT CORP US N 2 2053-05-15 Fixed 5.60000000 N N N N N N T/L STUBHUB HOLDC ZCP 03/15/30 549300NL9JUFIOARLW93 74530DAH8 73327.20000000 PA USD 71402.36000000 0.004551555472 Long LON CORP US N 2 2030-03-15 Variable 9.07681000 N N N N N N CHILE ELEC PEC SP ZCP 01/25/28 N/A 168831AA3 194833.62000000 PA USD 169894.92000000 0.010829980309 Long DBT CORP CL Y 2 2028-01-25 Fixed 0.00000000 N N N N N N INTERSTATE POWER 5.6% 06/29/35 N/A 461070AX2 315000.00000000 PA USD 316855.16000000 0.020197985576 Long DBT CORP US N 2 2035-06-29 Fixed 5.60000000 N N N N N N WFCM 2018-C45 4.147% 12/15/27 N/A 95001NAW8 484787.37000000 PA USD 482079.54000000 0.030730241526 Long ABS-CBDO CORP US N 2 2051-06-15 Fixed 4.14700000 N N N N N N LIGHTNING POWER 7.25% 08/15/32 254900BWCHJ03XRL8K59 53229KAA7 65000.00000000 PA USD 68149.62000000 0.004344209012 Long DBT CORP US Y 2 2032-08-15 Fixed 7.25000000 N N N N N N IMPRL 2021-NQM3 V/R 11/25/56 N/A 452762AA5 739983.04000000 PA USD 639813.76000000 0.040785035965 Long ABS-CBDO CORP US Y 2 2056-11-25 Variable 1.59500000 N N N N N N DIGICEL GROUP HOL ZCP 12/31/30 N/A 25381HAH1 28104.84000000 PA USD 1214.37000000 0.000077410220 Long DBT CORP JM Y 2 2030-12-31 Fixed 0.00000000 N N N N N N STAR LEASING C 7.625% 02/15/30 549300WXKNX4PT3HSN71 854938AA5 55000.00000000 PA USD 51736.44000000 0.003297948087 Long DBT CORP US Y 2 2030-02-15 Fixed 7.62500000 N N N N N N T/L MILANO ACQUIS 0% 10/01/27 N/A 59909TAC8 53015.05000000 PA USD 50682.39000000 0.003230757492 Long LON CORP US N 2 2027-10-01 Variable 8.39917000 N N N N N N US TREAS BDS 2% 11/15/41 N/A 912810TC2 3565000.00000000 PA USD 2402615.03000000 0.153155100023 Long DBT UST US N 2 2041-11-15 Fixed 2.00000000 N N N N N N FGLMC P#Q53571 3.5% 01/01/48 N/A 3132XV6H1 305391.23000000 PA USD 276982.27000000 0.017656281483 Long ABS-MBS USGA US N 2 2048-01-01 Fixed 3.50000000 N N N N N N T/L RESTAURANT TEC 0% 04/02/29 N/A N/A 64109.27000000 PA USD 62266.13000000 0.003969164951 Long LON CORP US N 2 2029-04-02 Variable 8.54917000 N N N N N N GCAT 2021-NQM1 A V/R 01/25/66 N/A 36167TAA7 337406.21000000 PA USD 292093.97000000 0.018619579347 Long ABS-CBDO CORP US Y 2 2066-01-25 Variable 0.87400000 N N N N N N ELI LILLY & CO 5.5% 02/12/55 FRDRIPF3EKNDJ2CQJL29 532457CY2 195000.00000000 PA USD 190749.29000000 0.012159345639 Long DBT CORP US N 2 2055-02-12 Fixed 5.50000000 N N N N N N T/L HUNTER DOUG 0% 01/17/2032 N/A N/A 34800.65000000 PA USD 34235.14000000 0.002182324769 Long LON CORP US N 2 2032-01-17 Variable 7.54917000 N N N N N N TENET HEALTHCAR 6.25% 02/01/27 0W9AIBT6U6ADJ2I8HK17 88033GDS6 100000.00000000 PA USD 100071.10000000 0.006379049135 Long DBT CORP US N 2 2027-02-01 Fixed 6.25000000 N N N N N N ONEMAIN FINANC 7.125% 09/15/32 N/A 682691AK6 35000.00000000 PA USD 35217.75000000 0.002244961409 Long DBT CORP US N 2 2032-09-15 Fixed 7.12500000 N N N N N N UMBS P#RA3454 2% 09/01/50 N/A 3133KJZT2 255806.99000000 PA USD 201602.18000000 0.012851164942 Long ABS-MBS USGA US N 2 2050-09-01 Fixed 2.00000000 N N N N N N MSBAM 2015-C2 3.531% 09/15/25 N/A 61690VAZ1 1405000.00000000 PA USD 1396912.82000000 0.089046443146 Long ABS-CBDO CORP US N 2 2048-10-15 Fixed 3.53100000 N N N N N N FGLMC P#G08741 3% 01/01/47 N/A 3128MJZF0 104312.65000000 PA USD 91071.94000000 0.005805396164 Long ABS-MBS USGA US N 2 2047-01-01 Fixed 3.00000000 N N N N N N PHILIP MORRIS 5.125% 02/13/31 HL3H1H2BGXWVG3BSWR90 718172DH9 200000.00000000 PA USD 203422.42000000 0.012967196447 Long DBT CORP US N 2 2031-02-13 Fixed 5.12500000 N N N N N N CVS HEALTH COR 2.125% 09/15/31 549300EJG376EN5NQE29 126650DR8 220000.00000000 PA USD 184193.20000000 0.011741426577 Long DBT CORP US N 2 2031-09-15 Fixed 2.12500000 N N N N N N ROYAL BANK OF CAN V/R 02/04/31 ES7IP3U3RHIGC71XBU11 78017DAC2 475000.00000000 PA USD 481763.66000000 0.030710105703 Long DBT CORP CA N 2 2031-02-04 Variable 5.15300000 N N N N N N UMBS P#RA8220 6% 11/01/52 N/A 3133KQDZ6 325917.20000000 PA USD 330044.28000000 0.021038728254 Long ABS-MBS USGA US N 2 2052-11-01 Fixed 6.00000000 N N N N N N TRANSOCEAN INC 8% 02/01/27 N/A 893830BL2 30000.00000000 PA USD 29328.70000000 0.001869562924 Long DBT CORP US Y 2 2027-02-01 Fixed 8.00000000 N N N N N N DRMT 2021-1 A1 V/R 02/25/25 N/A 24380VAA9 69572.55000000 PA USD 66011.27000000 0.004207899531 Long ABS-CBDO CORP US Y 2 2065-05-25 Variable 0.71500000 N N N N N N VERALTO CORP 5.5% 09/18/26 635400FJE6GSOJUSNY27 92338CAB9 130000.00000000 PA USD 131438.45000000 0.008378566147 Long DBT CORP US N 2 2026-09-18 Fixed 5.50000000 N N N N N N REGAL REXNORD C 6.05% 04/15/28 QH78R09VCJGQKPBPYU33 758750AM5 161000.00000000 PA USD 165294.91000000 0.010536751896 Long DBT CORP US N 2 2028-04-15 Fixed 6.05000000 N N N N N N UMBS P#SD8288 5% 01/01/53 N/A 3132DWF57 758651.58000000 PA USD 736428.91000000 0.046943784985 Long ABS-MBS USGA US N 2 2053-01-01 Fixed 5.00000000 N N N N N N T/L SAVOR ACQUI 0.00% 02/04/32 N/A N/A 6034.48000000 PA USD 6040.15000000 0.000385030379 Long LON CORP US N 2 2032-02-04 Variable 0.00000000 N N N N N N UMBS P#FM7861 4% 08/01/38 N/A 3140XBWX4 225403.70000000 PA USD 222594.07000000 0.014189296508 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 4.00000000 N N N N N N VDCR 2023-1A A2A 5% 09/15/28 N/A 76134KAA2 1040000.00000000 PA USD 1028078.79000000 0.065535055740 Long ABS-CBDO CORP US Y 2 2048-09-15 Fixed 5.00000000 N N N N N N T/L FLEETCOR TECH 0% 04/28/28 N/A N/A 19950.00000000 PA USD 19937.63000000 0.001270927584 Long LON CORP US N 2 2028-04-28 Variable 6.07681000 N N N N N N T/L ZAYO GROUP HOL 0% 03/09/27 N/A N/A 19948.59000000 PA USD 19062.27000000 0.001215127613 Long LON CORP US N 2 2027-03-09 Variable 0.00000000 N N N N N N GNMA II P#4697 5% 05/20/40 N/A 36202FGE0 238968.59000000 PA USD 238888.89000000 0.015228012555 Long ABS-MBS USGSE US N 2 2040-05-20 Fixed 5.00000000 N N N N N N GNMA II P#MA7255 2.5% 03/20/51 N/A 36179WBY3 437501.13000000 PA USD 366698.88000000 0.023375281908 Long ABS-MBS USGSE US N 2 2051-03-20 Fixed 2.50000000 N N N N N N BARCLAYS PLC V/R 05/16/29 213800LBQA1Y9L22JB70 06738EBD6 5000000.00000000 PA USD 5022508.40000000 0.320160644450 Long DBT CORP GB N 2 2029-05-16 Variable 4.97200000 N N N N N N PERMIAN RESOURC 6.25% 02/01/33 N/A 71424VAB6 142000.00000000 PA USD 140103.90000000 0.008930946718 Long DBT CORP US Y 2 2033-02-01 Fixed 6.25000000 N N N N N N VICI PROPERTIE 4.625% 12/01/29 N/A 92564RAB1 316000.00000000 PA USD 306484.10000000 0.019536880609 Long DBT CORP US Y 2 2029-12-01 Fixed 4.62500000 N N N N N N NRZT 2021-NQM3 A V/R 11/27/56 N/A 64831TAA5 815305.10000000 PA USD 704563.59000000 0.044912524791 Long ABS-CBDO CORP US Y 2 2056-11-27 Variable 1.15612000 N N N N N N CITIGROUP INC V/R 05/25/34 6SHGI4ZSSLCXXQSBB395 17327CAR4 76000.00000000 PA USD 77878.12000000 0.004964353884 Long DBT CORP US N 2 2034-05-25 Variable 6.17400000 N N N N N N AMSR 2024-SFR2 4.15% 11/17/29 N/A 00179UAA6 415000.00000000 PA USD 402426.66000000 0.025652755266 Long ABS-CBDO CORP US Y 2 2041-11-17 Fixed 4.15000000 N N N N N N 1345T 2025-AOA A V/R 06/15/30 N/A 68271CAA0 130000.00000000 PA USD 130227.99000000 0.008301405171 Long ABS-CBDO CORP US Y 2 2030-06-15 Variable 0.00000000 N N N N N N SABRE GLBL INC 8.625% 06/01/27 N/A 78573NAJ1 28000.00000000 PA USD 28791.70000000 0.001835331769 Long DBT CORP US Y 2 2027-06-01 Fixed 8.62500000 N N N N N N RIVERS ENTERPR 6.625% 02/01/33 N/A 76883NAA9 145000.00000000 PA USD 143045.95000000 0.009118488191 Long DBT CORP US Y 2 2033-02-01 Fixed 6.62500000 N N N N N N HYUNDAI CAPITAL 5.3% 01/08/29 N/A 44891ACU9 259000.00000000 PA USD 261068.28000000 0.016641841508 Long DBT CORP US Y 2 2029-01-08 Fixed 5.30000000 N N N N N N AMERICAN AIRLINE 8.5% 05/15/29 N/A 023771T40 60000.00000000 PA USD 62166.90000000 0.003962839518 Long DBT CORP US Y 2 2029-05-15 Fixed 8.50000000 N N N N N N NABORS INDUSTR 9.125% 01/31/30 N/A 62957HAP0 85000.00000000 PA USD 77450.10000000 0.004937069677 Long DBT CORP US Y 2 2030-01-31 Fixed 9.12500000 N N N N N N US TREAS NTS 0.875% 09/30/26 N/A 91282CCZ2 6800000.00000000 PA USD 6523484.39000000 0.415840611906 Long DBT UST US N 2 2026-09-30 Fixed 0.87500000 N N N N N N UMBS P#SD1461 3% 05/01/52 N/A 3132DNTS2 256008.22000000 PA USD 220309.05000000 0.014043637523 Long ABS-MBS USGA US N 2 2052-05-01 Fixed 3.00000000 N N N N N N RELX CAPITAL IN 4.75% 03/27/30 N/A 74949LAF9 340000.00000000 PA USD 342779.58000000 0.021850542099 Long DBT CORP US N 2 2030-03-27 Fixed 4.75000000 N N N N N N SANTANDER HOLDING V/R 03/20/29 N/A 80282KBN5 101000.00000000 PA USD 101813.53000000 0.006490120629 Long DBT CORP US N 2 2029-03-20 Variable 5.47300000 N N N N N N DTE ENERGY CO 5.85% 06/01/34 549300IX8SD6XXD71I78 233331BL0 209000.00000000 PA USD 215411.75000000 0.013731458309 Long DBT CORP US N 2 2034-06-01 Fixed 5.85000000 N N N N N N UMBS P#RJ1858 6% 06/01/54 N/A 3142GSB49 1297728.93000000 PA USD 1314801.10000000 0.083812217715 Long ABS-MBS USGA US N 2 2054-06-01 Fixed 6.00000000 N N N N N N ROMANIA 5.75% 03/24/35 N/A 77586RAV2 60000.00000000 PA USD 53832.00000000 0.003431529912 Long DBT USGA RO Y 2 2035-03-24 Fixed 5.75000000 N N N N N N T/L ZIGGO FINANCE 0% 04/30/28 N/A N9833RAJ8 10000.00000000 PA USD 9716.70000000 0.000619392679 Long LON CORP US N 2 2028-04-30 Variable 6.94319000 N N N N N N COUGAR JV SUBSIDIA 8% 05/15/32 N/A 22208WAA1 50000.00000000 PA USD 52518.85000000 0.003347822944 Long DBT CORP US Y 2 2032-05-15 Fixed 8.00000000 N N N N N N ILLUMINATE BUYER/H 9% 07/01/28 N/A 45232TAA9 105000.00000000 PA USD 105345.87000000 0.006715290238 Long DBT CORP US Y 2 2028-07-01 Fixed 9.00000000 N N N N N N ROMANIA 5.875% 01/30/29 N/A 77586RAT7 442000.00000000 PA USD 439671.70000000 0.028026946618 Long DBT USGA RO Y 2 2029-01-30 Fixed 5.87500000 N N N N N N UMBS P#FS1892 4% 08/01/49 N/A 3140XHC62 33933.09000000 PA USD 31948.23000000 0.002036545305 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 4.00000000 N N N N N N SNDPT 2014-2RA B V/R 10/20/31 N/A 83613WAC8 500000.00000000 PA USD 500288.45000000 0.031890971563 Long ABS-CBDO CORP KY Y 2 2031-10-20 Variable 6.33108000 N N N N N N UMBS P#SD7564 5% 06/01/53 N/A 3132DVMM4 3197789.57000000 PA USD 3135661.60000000 0.199883277175 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 5.00000000 N N N N N N BPCE SA 4.625% 09/12/28 N/A 05583JAE2 250000.00000000 PA USD 247978.82000000 0.015807451675 Long DBT CORP FR Y 2 2028-09-12 Fixed 4.62500000 N N N N N N T-MOBILE USA INC 4.7% 01/15/35 N/A 87264ADM4 235000.00000000 PA USD 224580.89000000 0.014315946683 Long DBT CORP US N 2 2035-01-15 Fixed 4.70000000 N N N N N N US TREAS BDS 3% 08/15/52 N/A 912810TJ7 7170000.00000000 PA USD 5055690.25000000 0.322275827070 Long DBT UST US N 2 2052-08-15 Fixed 3.00000000 N N N N N N BRAVO 2021-NQM2 V/R 03/25/60 N/A 10569EAA9 102834.46000000 PA USD 99221.17000000 0.006324870204 Long ABS-CBDO CORP US Y 2 2060-03-25 Variable 0.97000000 N N N N N N UMBS P#CB5108 5.5% 11/01/52 N/A 3140QQVA0 391779.79000000 PA USD 390502.76000000 0.024892664251 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N SIMPAR EUROPE SA 5.2% 01/26/31 N/A L8449RAA7 305000.00000000 PA USD 239446.35000000 0.015263547936 Long DBT CORP LU N 2 2031-01-26 Fixed 5.20000000 N N N N N N PHILIP MORRIS 4.375% 11/01/27 HL3H1H2BGXWVG3BSWR90 718172DM8 480000.00000000 PA USD 480131.05000000 0.030606034703 Long DBT CORP US N 2 2027-11-01 Fixed 4.37500000 N N N N N N FIEMEX ENERGIA 7.25% 01/31/41 N/A 05974EAA8 198850.07000000 PA USD 196215.31000000 0.012507778006 Long DBT CORP MX Y 2 2041-01-31 Fixed 7.25000000 N N N N N N BBCMS 2024-C24 X V/R 12/15/33 N/A 07336VAZ4 2494532.02000000 PA USD 246438.56000000 0.015709267541 Long ABS-CBDO CORP US N 2 2057-02-15 Variable 1.62422200 N N N N N N FNR 2013-62 PY 2.5% 06/25/43 N/A 3136AELQ8 1072000.00000000 PA USD 914202.24000000 0.058275975868 Long ABS-CBDO CORP US N 2 2043-06-25 Fixed 2.50000000 N N N N N N T/L TECTA AMERICA 0% 02/12/32 N/A N/A 80000.00000000 PA USD 80012.80000000 0.005100429421 Long LON CORP US N 2 2032-02-12 Variable 7.32681000 N N N N N N ATHENAHEALTH GRO 6.5% 02/15/30 254900AA3KZN4Q7A5Z33 60337JAA4 110000.00000000 PA USD 105987.48000000 0.006756189775 Long DBT CORP US Y 2 2030-02-15 Fixed 6.50000000 N N N N N N FNR 2022-3 PI 3% 01/25/52 N/A 3136BLBF6 734082.71000000 PA USD 105935.77000000 0.006752893513 Long ABS-CBDO CORP US N 2 2052-01-25 Fixed 3.00000000 N N N N N N ADAPTHEALTH LL 5.125% 03/01/30 N/A 00653VAE1 35000.00000000 PA USD 32344.41000000 0.002061799866 Long DBT CORP US Y 2 2030-03-01 Fixed 5.12500000 N N N N N N NETFLIX INC 5.375% 11/15/29 549300Y7VHGU0I7CE873 64110LAU0 119000.00000000 PA USD 123315.28000000 0.007860753307 Long DBT CORP US Y 2 2029-11-15 Fixed 5.37500000 N N N N N N GOAT HOLDCO LLC 6.75% 02/01/32 N/A 38021MAA4 55000.00000000 PA USD 54787.98000000 0.003492469019 Long DBT CORP US Y 2 2032-02-01 Fixed 6.75000000 N N N N N N PANTHER ESCROW 7.125% 06/01/31 N/A 69867RAA5 90000.00000000 PA USD 93105.35000000 0.005935016227 Long DBT CORP US Y 2 2031-06-01 Fixed 7.12500000 N N N N N N UMBS P#BA4018 3.5% 03/01/46 N/A 3140E8PC6 560914.24000000 PA USD 509816.18000000 0.032498318318 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N GNMA II P#MA3174 4% 10/20/45 N/A 36179RQ36 188864.30000000 PA USD 177722.71000000 0.011328964102 Long ABS-MBS USGSE US N 2 2045-10-20 Fixed 4.00000000 N N N N N N GILEAD SCIENCES 5.25% 10/15/33 549300WTZWR07K8MNV44 375558BZ5 115000.00000000 PA USD 117098.41000000 0.007464457881 Long DBT CORP US N 2 2033-10-15 Fixed 5.25000000 N N N N N N PARAMOUNT GLOB 6.875% 04/30/36 5KYC8KF17ROCY24M3H09 925524AX8 160000.00000000 PA USD 162640.64000000 0.010367555008 Long DBT CORP US N 2 2036-04-30 Fixed 6.87500000 N N N N N N CADENCE DESIGN S 4.7% 09/10/34 GCT7RXJOGLXPV0NXZY22 127387AP3 90000.00000000 PA USD 87511.25000000 0.005578419380 Long DBT CORP US N 2 2034-09-10 Fixed 4.70000000 N N N N N N BBCMS 2022-C15 A V/R 03/15/32 N/A 05552FBA4 305000.00000000 PA USD 276521.14000000 0.017626886674 Long ABS-CBDO CORP US N 2 2055-04-15 Variable 3.66200000 N N N N N N ORACLE CORP 2.95% 04/01/30 1Z4GXXU7ZHVWFCD8TV52 68389XBV6 165000.00000000 PA USD 152799.36000000 0.009740220955 Long DBT CORP US N 2 2030-04-01 Fixed 2.95000000 N N N N N N UMBS P#AS4501 3% 02/01/30 N/A 3138WEAB5 220022.79000000 PA USD 214617.66000000 0.013680838908 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 3.00000000 N N N N N N PERMIAN RESOURC OP 7% 01/15/32 N/A 71424VAA8 140000.00000000 PA USD 143611.30000000 0.009154526522 Long DBT CORP US Y 2 2032-01-15 Fixed 7.00000000 N N N N N N KEURIG DR PEPPER 5.2% 03/15/31 DYTQ8KRTKO7Y2BVU5K74 49271VAU4 130000.00000000 PA USD 132533.11000000 0.008448345434 Long DBT CORP US N 2 2031-03-15 Fixed 5.20000000 N N N N N N SITIO ROYAL OP 7.875% 11/01/28 N/A 82983MAB6 65000.00000000 PA USD 67036.71000000 0.004273266377 Long DBT CORP US Y 2 2028-11-01 Fixed 7.87500000 N N N N N N MORGAN STANLEY V/R 07/19/35 IGJSJL3JD5P30I6NJZ34 61747YFT7 3055000.00000000 PA USD 3035082.81000000 0.193471865255 Long DBT CORP US N 2 2035-07-19 Variable 5.32000000 N N N N N N UMBS P#RA3513 2.5% 09/01/50 N/A 3133KJ3W0 453605.69000000 PA USD 376037.04000000 0.023970544491 Long ABS-MBS USGA US N 2 2050-09-01 Fixed 2.50000000 N N N N N N UMBS P#FS3293 5.5% 11/01/52 N/A 3140XJUT8 228994.61000000 PA USD 227472.32000000 0.014500261376 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N UMBS P#SD4182 3.5% 08/01/52 N/A 3132E0UF7 2745259.71000000 PA USD 2462313.84000000 0.156960610728 Long ABS-MBS USGA US N 2 2052-08-01 Fixed 3.50000000 N N N N N N ABSHE 2007-HE2 A V/R 05/25/37 N/A 04544TAD3 1276075.15000000 PA USD 899133.78000000 0.057315434345 Long ABS-CBDO CORP US N 2 2037-05-25 Variable 4.66920000 N N N N N N ROYAL CARIBBEA 5.375% 07/15/27 K2NEH8QNVW44JIWK7Z55 780153BK7 184000.00000000 PA USD 184166.86000000 0.011739747530 Long DBT CORP US Y 2 2027-07-15 Fixed 5.37500000 N N N N N N STACR 2022-HQA3 V/R 08/25/42 N/A 35564KE47 570000.00000000 PA USD 597578.71000000 0.038092755584 Long ABS-CBDO CORP US Y 2 2042-08-25 Variable 7.87197000 N N N N N N UMBS P#MA4204 2% 12/01/40 N/A 31418DU67 654464.26000000 PA USD 554784.75000000 0.035364847392 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 2.00000000 N N N N N N UNITED MEXICAN S 3.5% 02/12/34 N/A 91087BAR1 210000.00000000 PA USD 172116.00000000 0.010971563428 Long DBT USGA MX N 2 2034-02-12 Fixed 3.50000000 N N N N N N T/L CSC HOLDINGS 0% 04/15/27 N/A 64072UAK8 18328.93000000 PA USD 17962.35000000 0.001145013028 Long LON CORP US N 2 2027-04-15 Variable 9.00000000 N N N N N N GNR 2016-37 QF V/R 03/20/46 N/A 38379VZX5 1818127.70000000 PA USD 1779622.12000000 0.113442311976 Long ABS-CBDO CORP US N 2 2046-03-20 Variable 4.83886000 N N N N N N CBASS 2006-CB4 A V/R 05/25/36 N/A 12498QAD8 3809759.54000000 PA USD 2548791.99000000 0.162473174975 Long ABS-CBDO CORP US N 2 2036-05-25 Variable 4.91920000 N N N N N N ACRISURE LLC / FIN 6% 08/01/29 N/A 00489LAH6 35000.00000000 PA USD 33880.88000000 0.002159742405 Long DBT CORP US Y 2 2029-08-01 Fixed 6.00000000 N N N N N N NYC 2025-3BP A V/R 02/15/27 N/A 67120UAA5 590000.00000000 PA USD 588264.93000000 0.037499047108 Long ABS-CBDO CORP US Y 2 2042-02-15 Variable 5.54168000 N N N N N N UMBS P#RA5917 3% 09/01/51 N/A 3133KMSE6 446637.28000000 PA USD 384498.08000000 0.024509894912 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 3.00000000 N N N N N N GCAT 2021-NQM2 A V/R 05/25/66 N/A 36166XAA9 378867.07000000 PA USD 321858.15000000 0.020516902017 Long ABS-CBDO CORP US Y 2 2066-05-25 Variable 1.03600000 N N N N N N BANK5 2023-5YR4 V/R 12/15/56 N/A 06211FBR8 1033182.23000000 PA USD 30945.56000000 0.001972629937 Long ABS-CBDO CORP US N 2 2056-12-15 Variable 1.00456300 N N N N N N ATMOS ENERGY COR 5.9% 11/15/33 QVLWEGTD2S8GJMO8D383 049560AZ8 140000.00000000 PA USD 147882.11000000 0.009426770025 Long DBT CORP US N 2 2033-11-15 Fixed 5.90000000 N N N N N N MSWF 2023-2 XA V/R 12/15/56 N/A 55361AAV6 798167.10000000 PA USD 47176.07000000 0.003007246533 Long ABS-CBDO CORP US N 2 2056-12-15 Variable 0.90692700 N N N N N N DIGICEL GROUP HOL ZCP 12/31/30 N/A 25381HAR9 81343.75000000 PA USD 500.82000000 0.000031924855 Long DBT CORP JM Y 2 2030-12-31 Fixed 0.00000000 N N N N N N GNMA II P#MA7651 3.5% 10/20/51 N/A 36179WQC5 2612305.07000000 PA USD 2334638.49000000 0.148821924024 Long ABS-MBS USGSE US N 2 2051-10-20 Fixed 3.50000000 N N N N N N UMBS P#BW1201 5% 09/01/52 N/A 3140MSKP9 910814.02000000 PA USD 884368.99000000 0.056374250318 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N MACQUARIE AIRFIN 5.2% 03/27/28 549300MCGUSL5B852H65 55609NAF5 80000.00000000 PA USD 80234.64000000 0.005114570649 Long DBT CORP GB Y 2 2028-03-27 Fixed 5.20000000 N N N N N N GNR 2022-49 IO V/R 03/16/64 N/A 38381EQ92 27107165.32000000 PA USD 1418195.39000000 0.090403104157 Long ABS-CBDO CORP US N 2 2064-03-16 Variable 0.76193000 N N N N N N SOUTHERN CO 4.85% 03/15/35 549300FC3G3YU2FBZD92 842587EA1 130000.00000000 PA USD 125108.91000000 0.007975088553 Long DBT CORP US N 2 2035-03-15 Fixed 4.85000000 N N N N N N DUKE ENERGY PRO 5.05% 03/15/35 N/A 26442UAU8 270000.00000000 PA USD 266441.73000000 0.016984372984 Long DBT CORP US N 2 2035-03-15 Fixed 5.05000000 N N N N N N US TREAS NTS 3.875% 04/30/30 N/A 91282CMZ1 4465000.00000000 PA USD 4447209.74000000 0.283488134407 Long DBT UST US N 2 2030-04-30 Fixed 3.87500000 N N N N N N BANK OF AMERICA C V/R 07/23/31 9DJT3UXIJIZJI4WXO774 06051GJF7 200000.00000000 PA USD 173134.90000000 0.011036513380 Long DBT CORP US N 2 2031-07-23 Variable 1.89800000 N N N N N N US TREAS BDS 3.375% 11/15/48 N/A 912810SE9 5110000.00000000 PA USD 3951666.78000000 0.251899664903 Long DBT UST US N 2 2048-11-15 Fixed 3.37500000 N N N N N N TRITON CONTAINE 3.25% 03/15/32 N/A 89681LAA0 325000.00000000 PA USD 274843.89000000 0.017519970090 Long DBT CORP US N 2 2032-03-15 Fixed 3.25000000 N N N N N N TRTX 2021-FL4 A V/R 03/15/38 N/A 87276WAA1 243946.78000000 PA USD 243014.46000000 0.015490997710 Long ABS-CBDO CORP KY Y 2 2038-03-15 Variable 5.64315000 N N N N N N PENNYMAC FIN S 7.875% 12/15/29 549300W1D516HBDEU871 70932MAD9 80000.00000000 PA USD 84262.48000000 0.005371325989 Long DBT CORP US Y 2 2029-12-15 Fixed 7.87500000 N N N N N N HOMES 2023-NQM2 V/R 05/25/27 N/A 43761KAA2 1473211.54000000 PA USD 1476927.42000000 0.094146987308 Long ABS-CBDO CORP US Y 2 2068-02-25 Variable 6.45600000 N N N N N N ENTERGY CORP V/R 12/01/54 4XM3TW50JULSLG8BNC79 29364GAQ6 94000.00000000 PA USD 96103.91000000 0.006126159940 Long DBT CORP US N 2 2054-12-01 Variable 7.12500000 N N N N N N IRON MOUNTAIN INC 7% 02/15/29 SQL3F6CKNNBM3SQGHX24 46284VAP6 80000.00000000 PA USD 82653.44000000 0.005268757463 Long DBT CORP US Y 2 2029-02-15 Fixed 7.00000000 N N N N N N XHR LP 6.625% 05/15/30 N/A 98372MAE5 255000.00000000 PA USD 255543.41000000 0.016289657739 Long DBT CORP US Y 2 2030-05-15 Fixed 6.62500000 N N N N N N HESS CORP 7.3% 08/15/31 UASVRYNXNK17ULIGK870 023551AJ3 165000.00000000 PA USD 184536.52000000 0.011763311569 Long DBT CORP US N 2 2031-08-15 Fixed 7.30000000 N N N N N N INSTALLED BUILD 5.75% 02/01/28 549300I95Y9P9YM5FI86 45780RAA9 80000.00000000 PA USD 79473.24000000 0.005066035078 Long DBT CORP US Y 2 2028-02-01 Fixed 5.75000000 N N N N N N JPMORGAN CHASE & V/R 07/22/35 8I5DZWZKVSZI1NUHU748 46647PEK8 1821000.00000000 PA USD 1817519.05000000 0.115858058166 Long DBT CORP US N 2 2035-07-22 Variable 5.29400000 N N N N N N UMBS P#FM9330 3% 07/01/51 N/A 3140XDLL8 101112.90000000 PA USD 86975.04000000 0.005544238583 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 3.00000000 N N N N N N GNR 2021-79 IO V/R 08/16/63 N/A 38381DBP4 18999033.71000000 PA USD 1236799.10000000 0.078839967079 Long ABS-CBDO CORP US N 2 2063-08-16 Variable 0.88380000 N N N N N N T/L PRETIUM PKG H ZCP 10/02/28 254900S6SXME9YWLU075 74142KAJ8 49741.45000000 PA USD 49430.57000000 0.003150960015 Long LON CORP US N 2 2028-10-02 Variable 8.00972000 N N N N N N CNT PRNT/CDK GLO I 8% 06/15/29 N/A 154915AA0 25000.00000000 PA USD 22393.82000000 0.001427497830 Long DBT CORP US Y 2 2029-06-15 Fixed 8.00000000 N N N N N N PHILLIPS 66 CO 4.95% 03/15/35 N/A 718547AY8 85000.00000000 PA USD 81015.86000000 0.005164369650 Long DBT CORP US N 2 2035-03-15 Fixed 4.95000000 N N N N N N GNR 2014-12 ZB 3% 01/16/44 N/A 38378PE79 662283.46000000 PA USD 602555.29000000 0.038409988515 Long ABS-CBDO CORP US N 2 2044-01-16 Fixed 3.00000000 N N N N N N NRG ENERGY INC 6% 02/01/33 5E2UPK5SW04M13XY7I38 629377CW0 60000.00000000 PA USD 59456.81000000 0.003790084374 Long DBT CORP US Y 2 2033-02-01 Fixed 6.00000000 N N N N N N AEP TEXAS INC 5.45% 05/15/29 N/A 00108WAS9 84000.00000000 PA USD 86007.35000000 0.005482553021 Long DBT CORP US N 2 2029-05-15 Fixed 5.45000000 N N N N N N JPMORGAN CHASE & V/R 07/24/29 8I5DZWZKVSZI1NUHU748 46647PDU7 340000.00000000 PA USD 346893.15000000 0.022112762312 Long DBT CORP US N 2 2029-07-24 Variable 5.29900000 N N N N N N BROADCOM INC 4.15% 02/15/28 549300WV6GIDOZJTV909 11135FCA7 310000.00000000 PA USD 308481.00000000 0.019664173336 Long DBT CORP US N 2 2028-02-15 Fixed 4.15000000 N N N N N N GNMA II P#MA8486 3% 12/20/52 N/A 36179XNB8 419645.69000000 PA USD 365901.78000000 0.023324470635 Long ABS-MBS USGSE US N 2 2052-12-20 Fixed 3.00000000 N N N N N N FLORIDA GAS TRA 5.75% 07/15/35 N/A 340711BC3 69000.00000000 PA USD 69431.06000000 0.004425894621 Long DBT CORP US Y 2 2035-07-15 Fixed 5.75000000 N N N N N N WRKCO INC 3.9% 06/01/28 N/A 92940PAE4 5245000.00000000 PA USD 5136918.33000000 0.327453724720 Long DBT CORP US N 2 2028-06-01 Fixed 3.90000000 N N N N N N MATCH GROUP HLD II 5% 12/15/27 N/A 57665RAG1 150000.00000000 PA USD 148609.17000000 0.009473116588 Long DBT CORP US Y 2 2027-12-15 Fixed 5.00000000 N N N N N N BMO 2025-5C9 A3 V/R 03/15/30 N/A 096933AC0 1920000.00000000 PA USD 1991692.22000000 0.126960756243 Long ABS-CBDO CORP US N 2 2058-04-15 Variable 5.77850000 N N N N N N UMBS P#BX1766 5% 11/01/52 N/A 3140N56C3 105177.10000000 PA USD 102123.22000000 0.006509861870 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.00000000 N N N N N N PARAMOUNT GLOBA 5.85% 09/01/43 5KYC8KF17ROCY24M3H09 92553PAU6 230000.00000000 PA USD 197047.76000000 0.012560842671 Long DBT CORP US N 2 2043-09-01 Fixed 5.85000000 N N N N N N AMERICAN TOWER C 3.7% 10/15/49 5493006ORUSIL88JOE18 03027XAY6 39000.00000000 PA USD 27504.30000000 0.001753266239 Long DBT CORP US N 2 2049-10-15 Fixed 3.70000000 N N N N N N TOTALENERGIES 5.425% 09/10/64 N/A 89157XAF8 290000.00000000 PA USD 263069.10000000 0.016769384117 Long DBT CORP FR N 2 2064-09-10 Fixed 5.42500000 N N N N N N LABORATORY CORP 4.8% 10/01/34 OZ7UA8IXAIFILY2VZH07 50540RBB7 356000.00000000 PA USD 341819.52000000 0.021789342912 Long DBT CORP US N 2 2034-10-01 Fixed 4.80000000 N N N N N N VERUS 2021-4 A1 V/R 07/25/66 N/A 92538HAA8 352071.82000000 PA USD 289923.82000000 0.018481242769 Long ABS-CBDO CORP US Y 2 2066-07-25 Variable 0.93800000 N N N N N N OCT44 2019-1A DR V/R 10/15/34 N/A 67577LAQ8 600000.00000000 PA USD 594089.22000000 0.037870317456 Long ABS-CBDO CORP KY Y 2 2034-10-15 Variable 7.76771000 N N N N N N SOTERA HEALTH 7.375% 06/01/31 N/A 83600WAE9 60000.00000000 PA USD 62323.32000000 0.003972810537 Long DBT CORP US Y 2 2031-06-01 Fixed 7.37500000 N N N N N N GNMA 30YR TBA 5% JUN 25 N/A 21H050664 1705000.00000000 PA USD 1653841.59000000 0.105424410892 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 5.00000000 N N N N N N ZIMMER BIOMET HO 5.2% 09/15/34 2P2YLDVPES3BXQ1FRB91 98956PAZ5 145000.00000000 PA USD 143065.10000000 0.009119708911 Long DBT CORP US N 2 2034-09-15 Fixed 5.20000000 N N N N N N CSMC 2021-NQM8 A V/R 10/25/66 N/A 12659FAA3 511889.49000000 PA USD 455231.16000000 0.029018787018 Long ABS-CBDO CORP US Y 2 2066-10-25 Variable 1.84100000 N N N N N N UMBS P#BU8959 1.5% 11/01/51 N/A 3140MA5V2 141241.53000000 PA USD 104141.83000000 0.006638538505 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 1.50000000 N N N N N N CSMC 2021-NQM4 A V/R 06/25/25 N/A 12659PAA1 659084.05000000 PA USD 568120.96000000 0.036214966346 Long ABS-CBDO CORP US Y 2 2066-05-25 Variable 1.10100000 N N N N N N ORACLE CORP 3.6% 04/01/50 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 549000.00000000 PA USD 373029.67000000 0.023778839184 Long DBT CORP US N 2 2050-04-01 Fixed 3.60000000 N N N N N N GNMA II P#MA7884 4% 02/20/52 N/A 36179WXM5 1117945.24000000 PA USD 1029717.53000000 0.065639517498 Long ABS-MBS USGSE US N 2 2052-02-20 Fixed 4.00000000 N N N N N N ADANI PORTS AND 3.1% 02/02/31 335800QOAXP5TM7OYP69 Y00130XS1 200000.00000000 PA USD 168288.48000000 0.010727577520 Long DBT CORP IN N 2 2031-02-02 Fixed 3.10000000 N N N N N N DIAMONDBACK ENE 5.55% 04/01/35 549300R22LSX6OHWEN64 25278XBC2 160000.00000000 PA USD 157825.55000000 0.010060616284 Long DBT CORP US N 2 2035-04-01 Fixed 5.55000000 N N N N N N VAIL RESORTS INC 6.5% 05/15/32 529900PSZHRNU9HKH870 91879QAP4 45000.00000000 PA USD 46097.96000000 0.002938522229 Long DBT CORP US Y 2 2032-05-15 Fixed 6.50000000 N N N N N N US TREAS NTS 0.875% 11/15/30 N/A 91282CAV3 18000000.00000000 PA USD 15247265.58000000 0.971939514166 Long DBT UST US N 2 2030-11-15 Fixed 0.87500000 N N N N N N CSMC 2021-NQM1 A V/R 05/25/65 N/A 126407AA3 119972.28000000 PA USD 108670.10000000 0.006927193839 Long ABS-CBDO CORP US Y 2 2065-05-25 Variable 0.80900000 N N N N N N PACIFIC GAS & E 5.45% 06/15/27 N/A 694308KF3 312000.00000000 PA USD 315093.48000000 0.020085686988 Long DBT CORP US N 2 2027-06-15 Fixed 5.45000000 N N N N N N GOLDMAN SACHS GRO V/R 01/28/31 784F5XWPLTWKTBV3E584 38141GC36 245000.00000000 PA USD 248436.20000000 0.015836607440 Long DBT CORP US N 2 2031-01-28 Variable 5.20700000 N N N N N N TRANE TECH FIN L 3.8% 03/21/29 N/A 456873AD0 115000.00000000 PA USD 112989.65000000 0.007202544282 Long DBT CORP IE N 2 2029-03-21 Fixed 3.80000000 N N N N N N GATX CORP 5.5% 06/15/35 549300IHYHCQP2PIR591 361448BS1 90000.00000000 PA USD 89282.34000000 0.005691317810 Long DBT CORP US N 2 2035-06-15 Fixed 5.50000000 N N N N N N FNMA 30YR TBA 2.5% JUNE 25 N/A 01F022667 294000.00000000 PA USD 239411.04000000 0.015261297095 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 2.50000000 N N N N N N CONSUMERS ENERGY 4.5% 01/15/31 N/A 210518DY9 96000.00000000 PA USD 95345.38000000 0.006077807317 Long DBT CORP US N 2 2031-01-15 Fixed 4.50000000 N N N N N N T/L ASCEND LEARN 0% 12/11/28/ N/A 04349HAN4 74920.79000000 PA USD 74530.45000000 0.004750956096 Long LON CORP US N 2 2028-12-11 Variable 7.32681000 N N N N N N HESS MIDSTREAM 5.875% 03/01/28 N/A 428102AH0 81000.00000000 PA USD 81797.36000000 0.005214186499 Long DBT CORP US Y 2 2028-03-01 Fixed 5.87500000 N N N N N N QXO BUILDING PR 6.75% 04/30/32 549300HDXQWWCBOYXP31 74825NAA5 35000.00000000 PA USD 35887.25000000 0.002287638799 Long DBT CORP US Y 2 2032-04-30 Fixed 6.75000000 N N N N N N CITIGROUP INC V/R 02/13/30 6SHGI4ZSSLCXXQSBB395 172967PF2 135000.00000000 PA USD 136734.72000000 0.008716177771 Long DBT CORP US N 2 2030-02-13 Variable 5.17400000 N N N N N N SUBURBAN PROPANE P 5% 06/01/31 N/A 864486AL9 65000.00000000 PA USD 60545.93000000 0.003859510512 Long DBT CORP US Y 2 2031-06-01 Fixed 5.00000000 N N N N N N OBX 2022-NQM1 A1 V/R 01/25/26 N/A 67114VAA1 1010597.13000000 PA USD 896245.34000000 0.057131310251 Long ABS-CBDO CORP US Y 2 2061-11-25 Variable 2.30500000 N N N N N N OHIO EDISON CO 5.5% 01/15/33 N/A 677347CH7 70000.00000000 PA USD 70539.54000000 0.004496554866 Long DBT CORP US Y 2 2033-01-15 Fixed 5.50000000 N N N N N N BANK OF NY MELLON C V/R /PERP/ WFLLPEPC7FZXENRZV188 064058AN0 133000.00000000 PA USD 135691.12000000 0.008649653313 Long DBT CORP US N 2 2173-09-20 Variable 6.30000000 N N N N N N UMBS P#CA7228 2.5% 10/01/50 N/A 3140QFA66 4544712.16000000 PA USD 3769356.63000000 0.240278273665 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N PHILLIPS EDISON 5.75% 07/15/34 N/A 71845JAB4 159000.00000000 PA USD 160196.71000000 0.010211766278 Long DBT CORP US N 2 2034-07-15 Fixed 5.75000000 N N N N N N NISOURCE INC 3.6% 05/01/30 549300D8GOWWH0SJB189 65473PAJ4 259000.00000000 PA USD 246456.31000000 0.015710399018 Long DBT CORP US N 2 2030-05-01 Fixed 3.60000000 N N N N N N UNITED NATURAL 6.75% 10/15/28 549300GKGW6WPZ282D40 911163AA1 295000.00000000 PA USD 293044.47000000 0.018680169129 Long DBT CORP US Y 2 2028-10-15 Fixed 6.75000000 N N N N N N EVERSOURCE ENE 5.125% 05/15/33 SJ7XXD41SQU3ZNWUJ746 30040WAU2 370000.00000000 PA USD 363370.96000000 0.023163143087 Long DBT CORP US N 2 2033-05-15 Fixed 5.12500000 N N N N N N BX 2024-PALM B V/R 06/15/26 N/A 05612UAC6 3375000.00000000 PA USD 3375000.00000000 0.215139943821 Long ABS-CBDO CORP US Y 2 2037-06-15 Variable 6.11971000 N N N N N N GLENCORE FUNDI 6.375% 10/06/30 N/A 378272BP2 50000.00000000 PA USD 53031.82000000 0.003380522303 Long DBT CORP US Y 2 2030-10-06 Fixed 6.37500000 N N N N N N UMBS P#RA5731 2% 08/01/51 N/A 3133KMLL7 171763.25000000 PA USD 134718.35000000 0.008587643926 Long ABS-MBS USGA US N 2 2051-08-01 Fixed 2.00000000 N N N N N N FNMA 30YR TBA 6% JUN 25 N/A 01F060667 39070000.00000000 PA USD 39451380.24000000 2.514834882523 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 6.00000000 N N N N N N BALTA 2006-1 21A V/R 02/25/36 N/A 07386HB83 1760028.19000000 PA USD 1255780.11000000 0.080049914760 Long ABS-CBDO CORP US N 2 2036-02-25 Variable 4.58730600 N N N N N N GOLDMAN SACHS GRO V/R 04/22/32 784F5XWPLTWKTBV3E584 38141GYB4 55000.00000000 PA USD 48231.55000000 0.003074528283 Long DBT CORP US N 2 2032-04-22 Variable 2.61500000 N N N N N N UMBS P#MA4466 2.5% 11/01/51 N/A 31418D6C1 5240717.94000000 PA USD 4280519.42000000 0.272862431865 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N FHMS K129 X1 V/R 05/25/31 N/A 3137H13R5 30468992.74000000 PA USD 1401110.54000000 0.089314027515 Long ABS-CBDO CORP US N 2 2031-05-25 Variable 1.13777000 N N N N N N LMAT 2021-GS2 A1 V/R 04/25/61 N/A 52476DAA5 277275.83000000 PA USD 277197.89000000 0.017670026216 Long ABS-CBDO CORP US Y 2 2061-04-25 Variable 5.75000000 N N N N N N DNKN 2019-1A 4.352% 05/20/29 N/A 233046AL5 1569262.50000000 PA USD 1528564.78000000 0.097438619524 Long ABS-CBDO CORP US Y 2 2049-05-20 Fixed 4.35200000 N N N N N N NAVSL 2021-FA 1.11% 05/15/29 N/A 63942GAA1 467821.26000000 PA USD 411682.43000000 0.026242765885 Long ABS-CBDO CORP US Y 2 2070-02-18 Fixed 1.11000000 N N N N N N CYRUS 2024-2A A 4.5% 05/20/29 N/A 23284BAG9 1000000.00000000 PA USD 963642.80000000 0.061427572698 Long ABS-CBDO CORP US Y 2 2049-05-20 Fixed 4.50000000 N N N N N N TPMT 2022-4 A1 V/R 06/25/62 N/A 89180YAA8 2394712.87000000 PA USD 2275391.51000000 0.145045215298 Long ABS-CBDO CORP US Y 2 2062-09-25 Fixed 3.75000000 N N N N N N FHMS K753 X1 V/R 10/25/30 N/A 3137HB2N3 2349340.03000000 PA USD 31706.69000000 0.002021148297 Long ABS-CBDO CORP US N 2 2030-10-25 Variable 0.22903600 N N N N N N GNMA II P#4636 4.5% 02/20/40 N/A 36202FEH5 532895.49000000 PA USD 521478.57000000 0.033241739334 Long ABS-MBS USGSE US N 2 2040-02-20 Fixed 4.50000000 N N N N N N NUSTAR LOGISTICS L 6% 06/01/26 N/A 67059TAF2 135000.00000000 PA USD 135670.41000000 0.008648333151 Long DBT CORP US N 2 2026-06-01 Fixed 6.00000000 N N N N N N UMBS P#CB6484 5.5% 06/01/53 N/A 3140QSF22 676205.12000000 PA USD 671193.87000000 0.042785366365 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.50000000 N N N N N N FMMSR 2021-GT2 A V/R 10/25/26 N/A 30259RAK1 3420000.00000000 PA USD 3215530.85000000 0.204974555977 Long ABS-CBDO CORP US Y 2 2026-10-25 Variable 3.85000000 N N N N N N UMBS P#FM5063 3.5% 07/01/50 N/A 3140X8TV9 359350.72000000 PA USD 322087.05000000 0.020531493286 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.50000000 N N N N N N VIRGINIA ELEC & 5.35% 01/15/54 N/A 927804GQ1 105000.00000000 PA USD 95285.01000000 0.006073959021 Long DBT CORP US N 2 2054-01-15 Fixed 5.35000000 N N N N N N OAKC 2019-2A D1R V/R 01/21/38 N/A 67707ECA0 1000000.00000000 PA USD 993261.50000000 0.063315621721 Long ABS-CBDO CORP KY Y 2 2038-01-21 Variable 6.96947000 N N N N N N ANHEUSER-BUSCH 4.75% 01/23/29 N/A 035240AQ3 290000.00000000 PA USD 294075.44000000 0.018745888486 Long DBT CORP US N 2 2029-01-23 Fixed 4.75000000 N N N N N N T/L 1261229 B.C. 0% 09/25/30 N/A N/A 10000.00000000 PA USD 9476.40000000 0.000604074715 Long LON CORP US N 2 2030-09-25 Variable 10.58693000 N N N N N N OLIN CORP 6.625% 04/01/33 549300GKK294V7W57P06 680665AN6 35000.00000000 PA USD 33500.82000000 0.002135515417 Long DBT CORP US Y 2 2033-04-01 Fixed 6.62500000 N N N N N N FNR 2017-22 BZ 3.5% 04/25/47 N/A 3136AVW62 736644.45000000 PA USD 673470.26000000 0.042930475230 Long ABS-CBDO CORP US N 2 2047-04-25 Fixed 3.50000000 N N N N N N UMBS P#ZA3968 3% 05/01/33 N/A 31329MMR8 280166.32000000 PA USD 270615.78000000 0.017250448505 Long ABS-MBS USGA US N 2 2033-05-01 Fixed 3.00000000 N N N N N N GNR 2021-52 IO V/R 04/16/63 N/A 38380RJ84 18493241.49000000 PA USD 955704.83000000 0.060921565462 Long ABS-CBDO CORP US N 2 2063-04-16 Variable 0.72138000 N N N N N N TRTX 2022-FL5 A V/R 02/15/39 N/A 87277JAA9 319389.10000000 PA USD 319170.83000000 0.020345598351 Long ABS-CBDO CORP KY Y 2 2039-02-15 Variable 5.97867000 N N N N N N XCEL ENERGY INC 4.6% 06/01/32 LGJNMI9GH8XIDG5RCM61 98388MAD9 180000.00000000 PA USD 172741.65000000 0.011011445593 Long DBT CORP US N 2 2032-06-01 Fixed 4.60000000 N N N N N N T/L CLOUD SOFTWAR ZCP 03/21/31 N/A 88632NBE9 34912.50000000 PA USD 34808.81000000 0.002218893460 Long LON CORP US N 2 2031-03-21 Variable 8.04917000 N N N N N N CEDF 2024-19A D1 V/R 01/23/38 N/A 15033CAJ1 1000000.00000000 PA USD 999671.70000000 0.063724241000 Long ABS-CBDO CORP KY Y 2 2038-01-23 Variable 7.24134000 N N N N N N MICHAELS COS IN 5.25% 05/01/28 549300H9LWMBP7HYLR98 55916AAA2 45000.00000000 PA USD 30676.18000000 0.001955458264 Long DBT CORP US Y 2 2028-05-01 Fixed 5.25000000 N N N N N N METLIFE INC V/R 03/15/55 C4BXATY60WC6XEOZDX54 59156RCQ9 132000.00000000 PA USD 132782.10000000 0.008464217343 Long DBT CORP US N 2 2055-03-15 Variable 6.35000000 N N N N N N VIRGINIA ELEC & 5.15% 03/15/35 N/A 927804GT5 205000.00000000 PA USD 201609.47000000 0.012851629644 Long DBT CORP US N 2 2035-03-15 Fixed 5.15000000 N N N N N N DUKE ENERGY PRO 5.55% 03/15/55 N/A 26442UAV6 215000.00000000 PA USD 204825.89000000 0.013056660879 Long DBT CORP US N 2 2055-03-15 Fixed 5.55000000 N N N N N N UMBS P#CA8304 2% 12/01/40 N/A 3140QGGN1 97852.22000000 PA USD 86200.03000000 0.005494835440 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 2.00000000 N N N N N N UMBS P#FS4619 4.5% 10/01/50 N/A 3140XLDZ8 3168539.65000000 PA USD 3037189.71000000 0.193606169951 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 4.50000000 N N N N N N DIEBOLD NIXDORF 7.75% 03/31/30 549300XZK6EWDBAZSY16 253651AK9 30000.00000000 PA USD 31533.21000000 0.002010089786 Long DBT CORP US Y 2 2030-03-31 Fixed 7.75000000 N N N N N N UMBS P#CB1908 2.5% 10/01/51 N/A 3140QMDN1 1661435.43000000 PA USD 1366498.14000000 0.087107654243 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N CHS/COMMUNITY HEAL 6% 01/15/29 N/A 12543DBH2 70000.00000000 PA USD 67254.76000000 0.004287166011 Long DBT CORP US Y 2 2029-01-15 Fixed 6.00000000 N N N N N N N/A N/A N/A 1.00000000 NC USD -49172.40000000 -0.00313450292 N/A DIR US N 2 JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 N/A N/A Y 2045-03-19 -7459325.58000000 USD 7445000.00000000 USD 7445000.00000000 USD -34846.82000000 N N N REPUBLICA ORIE 4.375% 01/23/31 N/A 917288BK7 315000.00000000 PA USD 310810.50000000 0.019812667706 Long DBT USGA UY N 2 2031-01-23 Fixed 4.37500000 N N N N N N CONSTELLATION BR 4.8% 05/01/30 5493005GKEG8QCVY7037 21036PBS6 320000.00000000 PA USD 319701.66000000 0.020379436199 Long DBT CORP US N 2 2030-05-01 Fixed 4.80000000 N N N N N N CONOCOPHILLIPS 5.55% 03/15/54 N/A 20826FBG0 50000.00000000 PA USD 46418.26000000 0.002958939807 Long DBT CORP US N 2 2054-03-15 Fixed 5.55000000 N N N N N N SMRT 2022-MINI D V/R 01/15/24 N/A 78457JAL6 1760000.00000000 PA USD 1729200.00000000 0.110228145438 Long ABS-CBDO CORP US Y 2 2039-01-15 Variable 6.27900000 N N N N N N CGMS 2024-4A D V/R 07/20/37 N/A 142914AJ9 500000.00000000 PA USD 498376.60000000 0.031769100363 Long ABS-CBDO CORP KY Y 2 2037-07-20 Variable 7.46947000 N N N N N N UMBS P#MA4325 2% 05/01/51 N/A 31418DYX4 6963729.27000000 PA USD 5442519.95000000 0.346934351493 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.00000000 N N N N N N INRETAIL SHOPPI 5.75% 04/03/28 N/A P56243AD3 200000.00000000 PA USD 199099.14000000 0.012691608235 Long DBT CORP PE N 2 2028-04-03 Fixed 5.75000000 N N N N N N STACR 2022-DNA7 V/R 09/25/42 N/A 35564KL49 245000.00000000 PA USD 264955.08000000 0.016889606230 Long ABS-CBDO CORP US Y 2 2052-03-25 Variable 9.32197000 N N N N N N JPMCC 2017-JP 3.489% 04/15/27 N/A 48128KAU5 1100000.00000000 PA USD 1062887.98000000 0.067753973423 Long ABS-CBDO CORP US N 2 2050-07-15 Fixed 3.48980000 N N N N N N IBM CORP 4.8% 02/10/30 VGRQXHF3J8VDLUA7XE92 459200LG4 445000.00000000 PA USD 448989.35000000 0.028620901788 Long DBT CORP US N 2 2030-02-10 Fixed 4.80000000 N N N N N N FORDR 2020-2 C 1.74% 10/15/25 N/A 34532JAC8 3650000.00000000 PA USD 3603579.67000000 0.229710793410 Long ABS-CBDO CORP US Y 2 2033-04-15 Fixed 1.74000000 N N N N N N GEORGIA POWER CO 5.2% 03/15/35 N/A 373334LB5 225000.00000000 PA USD 223912.70000000 0.014273352799 Long DBT CORP US N 2 2035-03-15 Fixed 5.20000000 N N N N N N VENTR 2021-42A A V/R 04/15/34 N/A 923260AC7 1710000.00000000 PA USD 1715355.21000000 0.109345606966 Long ABS-CBDO CORP KY Y 2 2034-04-15 Variable 5.64771000 N N N N N N AMERICAN TOWER 3.95% 03/15/29 5493006ORUSIL88JOE18 03027XAU4 1680000.00000000 PA USD 1635027.63000000 0.104225111841 Long DBT CORP US N 2 2029-03-15 Fixed 3.95000000 N N N N N N FHS 375 C1 2.5% 01/25/51 N/A 3133Q5AA4 833698.16000000 PA USD 129257.55000000 0.008239544309 Long ABS-CBDO CORP US N 2 2051-01-25 Fixed 2.50000000 N N N N N N DELL INC 6.5% 04/15/38 N/A 24702RAF8 74000.00000000 PA USD 76238.35000000 0.004859826469 Long DBT CORP US N 2 2038-04-15 Fixed 6.50000000 N N N N N N US TREAS NTS 4.375% 12/31/29 N/A 91282CMD0 8890000.00000000 PA USD 9045575.00000000 0.576611702913 Long DBT UST US N 2 2029-12-31 Fixed 4.37500000 N N N N N N DIAMONDBACK ENE 5.75% 04/18/54 549300R22LSX6OHWEN64 25278XBA6 120000.00000000 PA USD 107553.09000000 0.006855989849 Long DBT CORP US N 2 2054-04-18 Fixed 5.75000000 N N N N N N AVNT 2024-REV1 5.92% 04/15/27 N/A 05352UAA4 750000.00000000 PA USD 755169.30000000 0.048138394304 Long ABS-CBDO CORP US Y 2 2033-10-15 Fixed 5.92000000 N N N N N N KENVUE INC 4.85% 05/22/32 5493008HSF8L4M2LIJ82 49177JAS1 225000.00000000 PA USD 226012.36000000 0.014407195980 Long DBT CORP US N 2 2032-05-22 Fixed 4.85000000 N N N N N N FHR 4265 GL 3% 04/15/42 N/A 3137B5R96 1000000.00000000 PA USD 909193.50000000 0.057956692892 Long ABS-CBDO CORP US N 2 2042-04-15 Fixed 3.00000000 N N N N N N HARVEST MIDSTREA 7.5% 05/15/32 549300DW5M17KJOXCY66 417558AB9 100000.00000000 PA USD 102742.60000000 0.006549344353 Long DBT CORP US Y 2 2032-05-15 Fixed 7.50000000 N N N N N N T/L PREGIS TOPCO 0% 02/28/29 N/A 74045BAG2 73764.34000000 PA USD 73787.21000000 0.004703578137 Long LON CORP US N 2 2029-02-28 Variable 8.32681000 N N N N N N NORFOLK SOUTHERN 5.1% 05/01/35 54930036C8MWP850MI84 655844CV8 90000.00000000 PA USD 88898.48000000 0.005666848590 Long DBT CORP US N 2 2035-05-01 Fixed 5.10000000 N N N N N N PARK INTERMED HOLD 7% 02/01/30 N/A 70052LAD5 155000.00000000 PA USD 156138.48000000 0.009953073723 Long DBT CORP US Y 2 2030-02-01 Fixed 7.00000000 N N N N N N T-MOBILE USA I 5.125% 05/15/32 N/A 87264ADS1 135000.00000000 PA USD 136172.91000000 0.008680365098 Long DBT CORP US N 2 2032-05-15 Fixed 5.12500000 N N N N N N CENTERPOINT ENER 5.4% 06/01/29 21TPXMRRHFKOBHDC8J74 15189TBG1 367000.00000000 PA USD 377261.92000000 0.024048624674 Long DBT CORP US N 2 2029-06-01 Fixed 5.40000000 N N N N N N ELM12 2021-5A D1 V/R 10/15/37 N/A 29002YAQ5 500000.00000000 PA USD 491306.35000000 0.031318406085 Long ABS-CBDO CORP KY Y 2 2037-10-15 Variable 7.35610000 N N N N N N F/C US 10YR ULTRA FUT SEP25 N/A N/A -59.00000000 NC USD -6640265.63000000 -0.42328485173 N/A DIR CORP US N 1 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Short F/C US 10YR ULTRA FUT SEP25 US 10YR ULTRA FUT SEP25 2025-09-19 6620656.26000000 USD -19609.36000000 N N N BP CAP MARKETS 4.893% 09/11/33 N/A 10373QBV1 2830000.00000000 PA USD 2782106.15000000 0.177345825427 Long DBT CORP US N 2 2033-09-11 Fixed 4.89300000 N N N N N N UMBS P#MA4446 2% 10/01/41 N/A 31418D5G3 289230.56000000 PA USD 243629.55000000 0.015530206726 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 2.00000000 N N N N N N UMBS P#MA4415 3% 09/01/51 N/A 31418D3Z3 90688.65000000 PA USD 77555.73000000 0.004943803080 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 3.00000000 N N N N N N FORTRESS TRANS 5.875% 04/15/33 529900E7PUVK6BC8PE80 34960PAH4 50000.00000000 PA USD 48269.44000000 0.003076943588 Long DBT CORP US Y 2 2033-04-15 Fixed 5.87500000 N N N N N N T/L TEAM HEALTH 0.00% 03/02/27 N/A N/A 26144.65000000 PA USD 25987.78000000 0.001656595416 Long LON CORP US N 2 2027-03-02 Variable 9.52965000 N N N N N N FNA 2020-M7 X2 V/R 03/25/31 N/A 3136B9DK0 20603981.63000000 PA USD 924080.33000000 0.058905656380 Long ABS-CBDO CORP US N 2 2031-03-25 Variable 1.23800000 N N N N N N GOODYEAR TIRE & 5.25% 07/15/31 5493002BI0S2ZQUY3437 382550BR1 55000.00000000 PA USD 51319.92000000 0.003271396949 Long DBT CORP US N 2 2031-07-15 Fixed 5.25000000 N N N N N N PHILIP MORRIS I 5.25% 02/13/34 HL3H1H2BGXWVG3BSWR90 718172DJ5 144000.00000000 PA USD 144903.23000000 0.009236880818 Long DBT CORP US N 2 2034-02-13 Fixed 5.25000000 N N N N N N FNR 2021-3 TI 2.5% 02/25/51 N/A 3136BDR42 850559.44000000 PA USD 142582.51000000 0.009088946130 Long ABS-CBDO CORP US N 2 2051-02-25 Fixed 2.50000000 N N N N N N SOUTHERN CO 5.7% 03/15/34 549300FC3G3YU2FBZD92 842587DT1 95000.00000000 PA USD 97783.61000000 0.006233232699 Long DBT CORP US N 2 2034-03-15 Fixed 5.70000000 N N N N N N ENERGY TRANSFER 4.9% 03/15/35 MTLVN9N7JE8MIBIJ1H73 29273RBE8 3354000.00000000 PA USD 3138787.91000000 0.200082564333 Long DBT CORP US N 2 2035-03-15 Fixed 4.90000000 N N N N N N STATE STREET CORP V/R 04/24/28 549300ZFEEJ2IP5VME73 857477DA8 142000.00000000 PA USD 142317.00000000 0.009072021151 Long DBT CORP US N 2 2028-04-24 Variable 4.54300000 N N N N N N FNR 2011-142 PE 3.5% 01/25/42 N/A 3136A3NU1 471000.00000000 PA USD 438438.69000000 0.027948348188 Long ABS-CBDO CORP US N 2 2042-01-25 Fixed 3.50000000 N N N N N N COLT 2021-HX1 A1 V/R 10/25/66 N/A 19688KAA2 1114315.76000000 PA USD 950208.36000000 0.060571192056 Long ABS-CBDO CORP US Y 2 2066-10-25 Variable 1.11000000 N N N N N N T/L VERITIV CORP 0% 11/30/30 N/A N/A 29924.81000000 PA USD 29920.62000000 0.001907294964 Long LON CORP US N 2 2030-11-30 Variable 8.29917000 N N N N N N DTAOT 2023-1A 5.19% 04/15/25 N/A 23346KAC4 47271.26000000 PA USD 47278.67000000 0.003013786787 Long ABS-CBDO CORP US Y 2 2028-10-16 Fixed 5.19000000 N N N N N N STAR 2021-SFR1 G V/R 04/17/26 N/A 85521DAN2 3500000.00000000 PA USD 3486838.25000000 0.222269091916 Long ABS-CBDO CORP US Y 2 2038-04-17 Variable 7.64348000 N N N N N N PINNACLE WEST CA 4.9% 05/15/28 TWSEY0NEDUDCKS27AH81 723484AM3 182000.00000000 PA USD 183394.81000000 0.011690533072 Long DBT CORP US N 2 2028-05-15 Fixed 4.90000000 N N N N N N FHR 4957 PB 2.5% 03/25/50 N/A 3137FRRL7 7447024.25000000 PA USD 6199456.30000000 0.395185386698 Long ABS-CBDO CORP US N 2 2050-03-25 Fixed 2.50000000 N N N N N N STARWOOD PROPER 7.25% 04/01/29 BUGSFQZERKRBFWIG5267 85571BBB0 70000.00000000 PA USD 72770.25000000 0.004638751850 Long DBT CORP US Y 2 2029-04-01 Fixed 7.25000000 N N N N N N ECHOSTAR CORP 10.75% 11/30/29 549300EE20907QZ9GT38 278768AC0 85000.00000000 PA USD 85416.50000000 0.005444889188 Long DBT CORP US N 2 2029-11-30 Fixed 10.75000000 N N N N N N GNR 2012-32 Z 3.5% 03/20/42 N/A 38378DY25 1108635.49000000 PA USD 1018223.16000000 0.064906806945 Long ABS-CBDO CORP US N 2 2042-03-20 Fixed 3.50000000 N N N N N N MARS INC 5.8% 05/01/65 54930073HKEO6GZBSS03 571676BD6 140000.00000000 PA USD 135828.22000000 0.008658392776 Long DBT CORP US Y 2 2065-05-01 Fixed 5.80000000 N N N N N N RTX CORP 4.125% 11/16/28 I07WOS4YJ0N7YRFE7309 913017CY3 403000.00000000 PA USD 398842.54000000 0.025424284933 Long DBT CORP US N 2 2028-11-16 Fixed 4.12500000 N N N N N N BANK 2023-BNK45 V/R 01/15/33 N/A 06541BBQ0 1677444.07000000 PA USD 93263.21000000 0.005945079040 Long ABS-CBDO CORP US N 2 2056-02-15 Variable 0.99580400 N N N N N N PAID 2023-3 A 7.6% 12/16/30 N/A 69548BAA7 6029.11000000 PA USD 6034.95000000 0.000384698904 Long ABS-CBDO CORP US Y 2 2030-12-16 Fixed 7.60000000 N N N N N N UMBS P#CA5224 3% 02/01/50 N/A 3140QCYW0 192792.37000000 PA USD 167581.68000000 0.010682522435 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N ELM23 2023-2A BR V/R 04/16/36 N/A 29003YAL5 655000.00000000 PA USD 654959.39000000 0.041750496702 Long ABS-CBDO CORP KY Y 2 2036-04-16 Variable 6.07889000 N N N N N N T/L INEOS US PETR ZCP 04/02/29 N/A G4770MAL8 4089.67000000 PA USD 3731.82000000 0.000237885494 Long LON CORP US N 2 2029-04-02 Variable 8.67681000 N N N N N N GNMA II P#MA6711 3.5% 06/20/50 N/A 36179VN48 430504.72000000 PA USD 385247.56000000 0.024557670641 Long ABS-MBS USGSE US N 2 2050-06-20 Fixed 3.50000000 N N N N N N ENBRIDGE INC 5.625% 04/05/34 98TPTUM4IVMFCZBCUR27 29250NCC7 85000.00000000 PA USD 85818.28000000 0.005470500722 Long DBT CORP CA N 2 2034-04-05 Fixed 5.62500000 N N N N N N CWALT 2005-7CB 2 V/R 03/01/38 N/A 12667F4Q5 4152584.72000000 PA USD 3076952.33000000 0.196140844864 Long ABS-CBDO CORP US N 2 2038-03-01 Variable 4.88920000 N N N N N N SERVICE PROPER 8.875% 06/15/32 529900IS770AG1K9QG27 81761LAE2 40000.00000000 PA USD 39992.48000000 0.002549327377 Long DBT CORP US N 2 2032-06-15 Fixed 8.87500000 N N N N N N CNO GLOBAL FUN 4.875% 12/10/27 6354008GTNR4833ULD48 18977W2G4 370000.00000000 PA USD 371003.61000000 0.023649687648 Long DBT CORP US Y 2 2027-12-10 Fixed 4.87500000 N N N N N N OWLEF 2024-1A 5.05% 01/15/27 N/A 095921AB8 303285.64000000 PA USD 303525.93000000 0.019348311564 Long ABS-CBDO CORP US Y 2 2029-03-15 Fixed 5.05000000 N N N N N N REPUBLIC SERVIC 5.15% 03/15/35 NKNQHM6BLECKVOQP7O46 760759BM1 315000.00000000 PA USD 316436.57000000 0.020171302486 Long DBT CORP US N 2 2035-03-15 Fixed 5.15000000 N N N N N N SCRT 2020-1 MT 2.5% 08/25/59 N/A 35563PNN5 557678.23000000 PA USD 449973.50000000 0.028683636595 Long ABS-CBDO CORP US N 2 2059-08-25 Fixed 2.50000000 N N N N N N CHS/COMMUNITY 6.875% 04/15/29 N/A 12543DBJ8 35000.00000000 PA USD 29253.35000000 0.001864759726 Long DBT CORP US Y 2 2029-04-15 Fixed 6.87500000 N N N N N N T/L COTIVITI 0% 02/13/32/ N/A 22164MAF4 80000.00000000 PA USD 79366.40000000 0.005059224544 Long LON CORP US N 2 2032-02-13 Variable 7.07422000 N N N N N N CLGIX 2021-1A A 3.3% 12/28/26 N/A 19521UAA1 1000000.00000000 PA USD 961208.30000000 0.061272385085 Long ABS-CBDO CORP US Y 2 2051-12-26 Fixed 3.30000000 N N N N N N FNR 2013-2 MA 3.5% 02/25/43 N/A 3136AB3Q4 110796.30000000 PA USD 104485.84000000 0.006660467480 Long ABS-CBDO CORP US N 2 2043-02-25 Fixed 3.50000000 N N N N N N KRONOS ACQUISIT 8.25% 06/30/31 N/A 50106GAG7 45000.00000000 PA USD 39360.13000000 0.002509018120 Long DBT CORP CA Y 2 2031-06-30 Fixed 8.25000000 N N N N N N OHIO POWER COMPANY 5% 06/01/33 N/A 677415CV1 455000.00000000 PA USD 445381.47000000 0.028390916869 Long DBT CORP US N 2 2033-06-01 Fixed 5.00000000 N N N N N N BX 2024-MDHS B V/R 05/15/29 N/A 12433BAC1 2397947.40000000 PA USD 2397947.40000000 0.152857561162 Long ABS-CBDO CORP US Y 2 2041-05-15 Variable 6.16971000 N N N N N N FNR 2020-37 IM 4% 06/25/50 N/A 3136B9W45 602263.20000000 PA USD 120825.86000000 0.007702064809 Long ABS-CBDO CORP US N 2 2050-06-25 Fixed 4.00000000 N N N N N N CONOCOPHILLIPS C 4.7% 01/15/30 N/A 20826FBJ4 115000.00000000 PA USD 115525.67000000 0.007364203304 Long DBT CORP US N 2 2030-01-15 Fixed 4.70000000 N N N N N N WAND NEWCO 3 I 7.625% 01/30/32 549300Y3VZEWMSQW8494 933940AA6 80000.00000000 PA USD 83224.16000000 0.005305138105 Long DBT CORP US Y 2 2032-01-30 Fixed 7.62500000 N N N N N N HPA 2021-1 D 2.477% 09/17/29 N/A 437300AG1 1620198.08000000 PA USD 1406473.70000000 0.089655903053 Long ABS-CBDO CORP US Y 2 2041-09-17 Fixed 2.47700000 N N N N N N ABBVIE INC 5.2% 03/15/35 FR5LCKFTG8054YNNRU85 00287YEA3 50000.00000000 PA USD 50221.93000000 0.003201405392 Long DBT CORP US N 2 2035-03-15 Fixed 5.20000000 N N N N N N NEWMONT / NEWCR 5.35% 03/15/34 N/A 65163LAR0 156000.00000000 PA USD 157535.26000000 0.010042111699 Long DBT CORP US N 2 2034-03-15 Fixed 5.35000000 N N N N N N US TREAS NTS 3.75% 04/15/28 N/A 91282CMW8 2355000.00000000 PA USD 2347456.65000000 0.149639019793 Long DBT UST US N 2 2028-04-15 Fixed 3.75000000 N N N N N N T/L LSF9 ATLAN 00.00% 03/31/29 N/A N/A 49375.00000000 PA USD 49251.56000000 0.003139548993 Long LON CORP US N 2 2029-03-31 Variable 8.54917000 N N N N N N US TREAS NTS 0.75% 03/31/26 N/A 91282CBT7 28800000.00000000 PA USD 28000800.00000000 1.784915715246 Long DBT UST US N 2 2026-03-31 Fixed 0.75000000 N N N N N N GNMA II P#MA1760 3.5% 03/20/44 N/A 36179N5V6 297529.27000000 PA USD 271928.29000000 0.017334114676 Long ABS-MBS USGSE US N 2 2044-03-20 Fixed 3.50000000 N N N N N N NATIONAL RURAL UTI 5% 08/15/34 4NYF266XZC35SCTGX023 637432PC3 5910000.00000000 PA USD 5822738.85000000 0.371171469356 Long DBT CORP US N 2 2034-08-15 Fixed 5.00000000 N N N N N N VIDEOTRON LTD 5.7% 01/15/35 N/A 92660FAT1 155000.00000000 PA USD 152867.48000000 0.009744563276 Long DBT CORP CA Y 2 2035-01-15 Fixed 5.70000000 N N N N N N AMSR 2024-SFR1 S/UP 07/17/29 N/A 00179CAC2 2392000.00000000 PA USD 2310393.09000000 0.147276396915 Long ABS-CBDO CORP US Y 2 2041-07-17 Variable 4.29000000 N N N N N N T/L PETSMART INC 0% 02/11/28 N/A 71677HAL9 49602.33000000 PA USD 49364.73000000 0.003146763033 Long LON CORP US N 2 2028-02-11 Variable 8.17681000 N N N N N N GCAT 2021-NQM4 A V/R 08/25/25 N/A 36168HAA2 705873.11000000 PA USD 586164.23000000 0.037365137633 Long ABS-CBDO CORP US Y 2 2066-08-25 Variable 1.09300000 N N N N N N US TREAS BDS 3.125% 05/15/48 N/A 912810SC3 9545000.00000000 PA USD 7079705.47000000 0.451297018396 Long DBT UST US N 2 2048-05-15 Fixed 3.12500000 N N N N N N PERUSAHAAN LIS 4.125% 05/15/27 N/A 71568QAC1 200000.00000000 PA USD 197391.80000000 0.012582773559 Long DBT CORP ID N 2 2027-05-15 Fixed 4.12500000 N N N N N N GNMA II P#MA5762 3.5% 02/20/49 N/A 36179UMK5 277496.83000000 PA USD 250151.43000000 0.015945945065 Long ABS-MBS USGSE US N 2 2049-02-20 Fixed 3.50000000 N N N N N N BROOKFIELD FIN 5.813% 03/03/55 N/A 11271LAP7 160000.00000000 PA USD 151653.92000000 0.009667204690 Long DBT CORP CA N 2 2055-03-03 Fixed 5.81300000 N N N N N N JPMCC 2019-OS 3.397% 06/05/29 N/A 46651EAA2 1950000.00000000 PA USD 1812167.96000000 0.115516952032 Long ABS-CBDO CORP US Y 2 2039-06-05 Fixed 3.39730000 N N N N N N UMBS P#SD7535 2.5% 02/01/51 N/A 3132DVLQ6 158570.89000000 PA USD 131885.12000000 0.008407039202 Long ABS-MBS USGA US N 2 2051-02-01 Fixed 2.50000000 N N N N N N XPO INC 7.125% 06/01/31 54930096DB9LCLPN7H13 98379KAB8 170000.00000000 PA USD 176012.56000000 0.011219950302 Long DBT CORP US Y 2 2031-06-01 Fixed 7.12500000 N N N N N N BMARK 2022-B35 A V/R 05/15/32 N/A 08163RBQ8 4415000.00000000 PA USD 4201054.40000000 0.267796920772 Long ABS-CBDO CORP US N 2 2055-05-15 Variable 4.44311700 N N N N N N QUALCOMM INC 4.8% 05/20/45 H1J8DDZKZP6H7RWC0H53 747525AK9 120000.00000000 PA USD 106895.72000000 0.006814085687 Long DBT CORP US N 2 2045-05-20 Fixed 4.80000000 N N N N N N UMBS P#AL7968 3% 01/01/31 N/A 3138EQ2A9 322400.17000000 PA USD 313531.84000000 0.019986139983 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 3.00000000 N N N N N N FMMSR 2021-GT1 A V/R 07/25/26 N/A 30259RAH8 4000000.00000000 PA USD 3746782.00000000 0.238839250071 Long ABS-CBDO CORP US Y 2 2026-07-25 Variable 3.62000000 N N N N N N UNITEDHEALTH GR 6.05% 02/15/63 549300GHBMY8T5GXDE41 91324PET5 100000.00000000 PA USD 97445.36000000 0.006211670896 Long DBT CORP US N 2 2063-02-15 Fixed 6.05000000 N N N N N N LEVEL 3 FINANCI 10.5% 04/15/29 N/A 527298BX0 100000.00000000 PA USD 112500.00000000 0.007171331460 Long DBT CORP US Y 2 2029-04-15 Fixed 10.50000000 N N N N N N LCM 15A DR V/R 07/20/30 N/A 50184NAQ5 1000000.00000000 PA USD 1002476.40000000 0.063903027075 Long ABS-CBDO CORP KY Y 2 2030-07-20 Variable 8.23108000 N N N N N N EDISON INTERNAT 5.25% 11/15/28 549300I7ROF15MAEVP56 281020AY3 149000.00000000 PA USD 146789.84000000 0.009357143090 Long DBT CORP US N 2 2028-11-15 Fixed 5.25000000 N N N N N N ENI SPA 5.75% 05/19/35 BUCRF72VH5RBN7X3VL35 26874RAQ1 200000.00000000 PA USD 200277.64000000 0.012766731916 Long DBT CORP IT Y 2 2035-05-19 Fixed 5.75000000 N N N N N N UMBS P#FS0434 2.5% 11/01/51 N/A 3140XFPU9 1019541.71000000 PA USD 848917.30000000 0.054114376364 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N BPRL INTERNATI 4.375% 01/18/27 N/A Y0963BAA1 200000.00000000 PA USD 198276.80000000 0.012639188033 Long DBT CORP SG N 2 2027-01-18 Fixed 4.37500000 N N N N N N GNMA II P#MA7053 3% 12/20/50 N/A 36179VZS2 80422.82000000 PA USD 70215.34000000 0.004475888682 Long ABS-MBS USGSE US N 2 2050-12-20 Fixed 3.00000000 N N N N N N UMBS P#CB1805 2.5% 10/01/51 N/A 3140QMAF1 165324.63000000 PA USD 136768.14000000 0.008718308135 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N T/L AADVANTAGE LO ZCP 05/28/32 N/A 02376CBT1 35000.00000000 PA USD 35123.90000000 0.002238978925 Long LON CORP KY N 2 2032-05-07 Variable 0.00000000 N N N N N N UMBS P#BZ0044 5.065% 12/01/28 N/A 3140NUBN8 585000.00000000 PA USD 598822.64000000 0.038172050112 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 5.06500000 N N N N N N UMBS P#CA5504 2.5% 04/01/50 N/A 3140QDDJ0 281598.44000000 PA USD 232512.13000000 0.014821524914 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 2.50000000 N N N N N N GNR 2024-29 AI V/R 10/16/65 N/A 38381KAC8 23874479.28000000 PA USD 1433633.83000000 0.091387230117 Long ABS-CBDO CORP US N 2 2065-10-16 Variable 0.72485000 N N N N N N CHARTER COMM OPT 4.4% 12/01/61 N/A 161175CC6 80000.00000000 PA USD 53892.49000000 0.003435385858 Long DBT CORP US N 2 2061-12-01 Fixed 4.40000000 N N N N N N FHMS K132 X1 V/R 08/25/31 N/A 3137H3EX6 31279443.69000000 PA USD 814785.72000000 0.051938653045 Long ABS-CBDO CORP US N 2 2031-08-25 Variable 0.60640400 N N N N N N HORZN 2019-2 3.425% 11/15/26 N/A 44040JAA6 2936978.31000000 PA USD 2788349.59000000 0.177743814562 Long ABS-CBDO CORP KY Y 2 2039-11-15 Fixed 3.42500000 N N N N N N GNR 2021-129 IO V/R 06/16/63 N/A 38381DUB4 14619090.36000000 PA USD 1028553.88000000 0.065565340432 Long ABS-CBDO CORP US N 2 2063-06-16 Variable 0.98278000 N N N N N N VOLT 2021-NPL2 A V/R 01/25/24 N/A 92873CAA2 45404.90000000 PA USD 45353.93000000 0.002891093911 Long ABS-CBDO CORP US Y 2 2051-02-27 Variable 5.89250000 N N N N N N EART 2023-3A B 6.11% 07/15/25 N/A 301989AD1 49404.09000000 PA USD 49467.88000000 0.003153338347 Long ABS-CBDO CORP US N 2 2027-09-15 Fixed 6.11000000 N N N N N N CLOUD SOFTWARE GRP 9% 09/30/29 N/A 18912UAA0 40000.00000000 PA USD 40943.16000000 0.002609928634 Long DBT CORP US Y 2 2029-09-30 Fixed 9.00000000 N N N N N N RALI 2006-QS17 A8 6% 12/25/36 N/A 74922SAH1 2564567.03000000 PA USD 2121349.32000000 0.135225769935 Long ABS-CBDO CORP US N 2 2036-12-25 Fixed 6.00000000 N N N N N N T/L APPLIED SYST 0% 02/23/32 N/A N/A 20000.00000000 PA USD 20445.00000000 0.001303269970 Long LON CORP US N 2 2032-02-23 Variable 8.79917000 N N N N N N GLENCORE FUNDI 5.673% 04/01/35 N/A 378272CA4 150000.00000000 PA USD 150404.39000000 0.009587553189 Long DBT CORP US Y 2 2035-04-01 Fixed 5.67300000 N N N N N N BX 2022-PSB A V/R 08/15/27 N/A 05606DAS7 85990.35000000 PA USD 85936.61000000 0.005478043688 Long ABS-CBDO CORP US Y 2 2039-08-15 Variable 6.77971000 N N N N N N T/L CLYDESDALE 0% 03/27/32 N/A N/A 19656.36000000 PA USD 19493.61000000 0.001242623454 Long LON CORP US N 2 2032-03-27 Variable 7.54761000 N N N N N N GLENCORE FUNDING 6.5% 10/06/33 N/A 378272BQ0 80000.00000000 PA USD 85556.32000000 0.005453802038 Long DBT CORP US Y 2 2033-10-06 Fixed 6.50000000 N N N N N N BPCE SA V/R 05/28/31 N/A 056121AA4 385000.00000000 PA USD 388261.39000000 0.024749787743 Long DBT CORP FR Y 2 2031-05-28 Variable 5.38900000 N N N N N N T/L HERC HOLDIN 0% 05/14/2032 N/A N/A 15000.00000000 PA USD 15049.95000000 0.000959361599 Long LON CORP US N 2 2032-05-14 Variable 0.00000000 N N N N N N FISERV INC 5.45% 03/15/34 GI7UBEJLXYLGR2C7GV83 337738BL1 129000.00000000 PA USD 129316.77000000 0.008243319298 Long DBT CORP US N 2 2034-03-15 Fixed 5.45000000 N N N N N N PRUMO PARTICIPAC 7.5% 12/31/31 N/A P7922DAB0 215915.58000000 PA USD 218736.95000000 0.013943423743 Long DBT CORP BR N 2 2031-12-31 Fixed 7.50000000 N N N N N N CNH 2024-C A3 4.03% 09/15/28 N/A 18978GAD6 2670000.00000000 PA USD 2656683.91000000 0.169350763599 Long ABS-CBDO CORP US N 2 2030-01-15 Fixed 4.03000000 N N N N N N FNR 2020-77 HI 4% 11/25/50 N/A 3136BCVU1 645026.87000000 PA USD 136737.83000000 0.008716376019 Long ABS-CBDO CORP US N 2 2050-11-25 Fixed 4.00000000 N N N N N N T/L LC AHAB US 0% 05/01/31 N/A N/A 64837.09000000 PA USD 63864.53000000 0.004071055228 Long LON CORP US N 2 2031-05-01 Variable 7.32681000 N N N N N N PROG 2022-SFR 4.451% 06/17/27 N/A 74332YAA7 237732.40000000 PA USD 236437.83000000 0.015071769322 Long ABS-CBDO CORP US Y 2 2039-06-17 Fixed 4.45100000 N N N N N N UMBS P#SD8135 2.5% 03/01/51 N/A 3132DWBC6 402473.84000000 PA USD 329884.60000000 0.021028549425 Long ABS-MBS USGA US N 2 2051-03-01 Fixed 2.50000000 N N N N N N BANK OF AMERICA COR V/R /PERP/ 9DJT3UXIJIZJI4WXO774 06055HAH6 84000.00000000 PA USD 85331.23000000 0.005439453638 Long DBT CORP US N 2 2173-08-01 Variable 6.62500000 N N N N N N UMBS P#RA5663 3% 08/01/51 N/A 3133KMJG1 612242.74000000 PA USD 526148.98000000 0.033539455407 Long ABS-MBS USGA US N 2 2051-08-01 Fixed 3.00000000 N N N N N N T/L VANTAGE SPECI 0% 10/26/26 N/A 92210XAE0 50348.93000000 PA USD 47831.48000000 0.003049025754 Long LON CORP US N 2 2026-10-26 Variable 9.02518000 N N N N N N BINOM 2021-INV1 V/R 06/25/56 N/A 05552UAA2 301004.45000000 PA USD 270069.86000000 0.017215648743 Long ABS-CBDO CORP US Y 2 2056-06-25 Variable 2.03400000 N N N N N N UMBS P#SB8207 5.5% 12/01/37 N/A 3132D6DL1 839141.99000000 PA USD 851913.58000000 0.054305374738 Long ABS-MBS USGA US N 2 2037-12-01 Fixed 5.50000000 N N N N N N FHR 5524 FB V/R 04/25/55 N/A 3137HKVS0 7052638.61000000 PA USD 6986354.39000000 0.445346338068 Long ABS-CBDO CORP US N 2 2055-04-25 Variable 5.52197000 N N N N N N RCO 2025-3 A1 V/R 05/25/28 N/A 74939GAA3 100000.00000000 PA USD 99876.58000000 0.006366649425 Long ABS-CBDO CORP US Y 2 2030-05-25 Variable 6.43450000 N N N N N N QUEST DIAGNOSTICS 5% 12/15/34 8MCWUBXQ0WE04KMXBX50 74834LBG4 148000.00000000 PA USD 145268.20000000 0.009260145892 Long DBT CORP US N 2 2034-12-15 Fixed 5.00000000 N N N N N N NVIDIA CORP 3.5% 04/01/40 549300S4KLFTLO7GSQ80 67066GAG9 410000.00000000 PA USD 337875.68000000 0.021537942167 Long DBT CORP US N 2 2040-04-01 Fixed 3.50000000 N N N N N N FLAME AGGREGATOR N/A N/A 171.00000000 NS USD 3420.00000000 0.000218008476 Long EC CORP US N 1 N N N ALLIED UNIVERS 7.875% 02/15/31 N/A 019576AD9 140000.00000000 PA USD 145091.66000000 0.009248892320 Long DBT CORP US Y 2 2031-02-15 Fixed 7.87500000 N N N N N N UMBS P#FS0973 3% 08/01/50 N/A 3140XGCK3 167018.84000000 PA USD 145323.41000000 0.009263665263 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N US TIPS 0.75% 02/15/42 N/A 912810QV3 4847847.75000000 PA USD 3714664.74000000 0.236791929919 Long DBT UST US N 2 2042-02-15 Fixed 0.75000000 N N N N N N CHAOT 2024-5A 4.15% 11/25/28 N/A 16144QAD7 1000000.00000000 PA USD 990671.90000000 0.063150547233 Long ABS-CBDO CORP US Y 2 2030-03-25 Fixed 4.15000000 N N N N N N UMBS P#SD5677 5% 03/01/54 N/A 3132DTJW1 3860700.19000000 PA USD 3771741.20000000 0.240430278482 Long ABS-MBS USGA US N 2 2054-03-01 Fixed 5.00000000 N N N N N N UMBS P#MA4255 2% 02/01/51 N/A 31418DWR9 212759.89000000 PA USD 166624.71000000 0.010621520221 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N OBX 2021-NQM1 A1 V/R 03/25/25 N/A 67114BAA5 545489.92000000 PA USD 463332.92000000 0.029535235075 Long ABS-CBDO CORP US Y 2 2066-02-25 Variable 1.07200000 N N N N N N FNR 2015-55 PD 2.5% 03/25/43 N/A 3136APF72 359375.40000000 PA USD 351434.93000000 0.022402278843 Long ABS-CBDO CORP US N 2 2043-03-25 Fixed 2.50000000 N N N N N N BPCE SA V/R 01/18/35 N/A 05571AAU9 470000.00000000 PA USD 481427.43000000 0.030688672664 Long DBT CORP FR Y 2 2035-01-18 Variable 6.50800000 N N N N N N UMBS P#SD7541 2% 05/01/51 N/A 3132DVLW3 436181.57000000 PA USD 344896.08000000 0.021985458748 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.00000000 N N N N N N UMBS P#MA4684 4.5% 06/01/52 N/A 31418EF21 1082036.60000000 PA USD 1022651.96000000 0.065189121547 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.50000000 N N N N N N T/L ALERA GRO 0% 05/21/32 N/A N/A 35000.00000000 PA USD 35019.60000000 0.002232330304 Long LON CORP US N 2 2032-05-21 Variable 0.00000000 N N N N N N ONEOK INC 6.625% 09/01/53 2T3D6M0JSY48PSZI1Q41 682680BN2 40000.00000000 PA USD 40344.59000000 0.002571772689 Long DBT CORP US N 2 2053-09-01 Fixed 6.62500000 N N N N N N BANK OF AMERICA C V/R 04/22/32 9DJT3UXIJIZJI4WXO774 06051GJT7 2615000.00000000 PA USD 2309508.09000000 0.147219982440 Long DBT CORP US N 2 2032-04-22 Variable 2.68700000 N N N N N N CCL INDUSTRIES 3.05% 06/01/30 549300TD3EMSRRC0YH75 124900AD3 171000.00000000 PA USD 155897.30000000 0.009937699663 Long DBT CORP CA Y 2 2030-06-01 Fixed 3.05000000 N N N N N N UMBS P#ZA6679 4% 04/01/49 N/A 31329QM40 247831.38000000 PA USD 230776.48000000 0.014710885612 Long ABS-MBS USGA US N 2 2049-04-01 Fixed 4.00000000 N N N N N N GNR 2022-82 IO V/R 02/16/64 N/A 38381HCP4 27831233.63000000 PA USD 1184024.17000000 0.075475820271 Long ABS-CBDO CORP US N 2 2064-02-16 Variable 0.53949000 N N N N N N T/L SWF HOLDINGS 0% 10/06/28 N/A N/A 8630.90000000 PA USD 6867.00000000 0.000437738072 Long LON CORP US N 2 2028-10-06 Variable 8.44129000 N N N N N N FNMA 15YR TBA 3.0% JUN 25 N/A 01F030462 -1550000.00000000 PA USD -1460617.55000000 -0.09310731189 Short ABS-MBS USGA US N 2 2040-06-01 Fixed 3.00000000 N N N N N N GNMA II P#MA6041 4.5% 07/20/49 N/A 36179UWA6 180346.22000000 PA USD 172233.80000000 0.010979072609 Long ABS-MBS USGSE US N 2 2049-07-20 Fixed 4.50000000 N N N N N N CISCO SYSTEMS I 5.35% 02/26/64 549300LKFJ962MZ46593 17275RBV3 60000.00000000 PA USD 56200.43000000 0.003582505882 Long DBT CORP US N 2 2064-02-26 Fixed 5.35000000 N N N N N N UNITEDHEALTH GR 4.95% 05/15/62 549300GHBMY8T5GXDE41 91324PEL2 85000.00000000 PA USD 69883.11000000 0.004454710625 Long DBT CORP US N 2 2062-05-15 Fixed 4.95000000 N N N N N N UMBS P#MA2804 3% 11/01/36 N/A 31418CDJ0 820421.13000000 PA USD 770071.35000000 0.049088327993 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 3.00000000 N N N N N N SORT 2021-1A B 1.98% 03/15/26 N/A 12530MAG0 108381.47000000 PA USD 103873.45000000 0.006621430577 Long ABS-CBDO CORP US Y 2 2061-03-15 Fixed 1.98000000 N N N N N N COMM 2022-HC 2.819% 01/10/27 N/A 12659DAA8 203000.00000000 PA USD 191206.94000000 0.012188518616 Long ABS-CBDO CORP US Y 2 2039-01-10 Fixed 2.81900000 N N N N N N DNKN 2021-1A 2.791% 11/20/31 N/A 233046AS0 322310.00000000 PA USD 278170.23000000 0.017732008194 Long ABS-CBDO CORP US Y 2 2051-11-20 Fixed 2.79100000 N N N N N N VENTURE GLOBAL 8.125% 06/01/28 54930011XLBUWMQUC829 92332YAA9 95000.00000000 PA USD 97223.00000000 0.006197496520 Long DBT CORP US Y 2 2028-06-01 Fixed 8.12500000 N N N N N N FHR 5083 AI 2.5% 03/25/51 N/A 3137FFMX2 644859.79000000 PA USD 89907.06000000 0.005731140692 Long ABS-CBDO CORP US N 2 2051-03-25 Fixed 2.50000000 N N N N N N T/L INEOS QUAT 00.00% 10/07/31 N/A N/A 60000.00000000 PA USD 53400.00000000 0.003403992000 Long LON CORP US N 2 2031-10-07 Variable 8.57681000 N N N N N N BROADCOM INC 3.5% 02/15/41 549300WV6GIDOZJTV909 11135FBJ9 406000.00000000 PA USD 314700.93000000 0.020060663822 Long DBT CORP US Y 2 2041-02-15 Fixed 3.50000000 N N N N N N GLENCORE FUNDIN 2.85% 04/27/31 N/A 378272BE7 145000.00000000 PA USD 128519.07000000 0.008192469777 Long DBT CORP US Y 2 2031-04-27 Fixed 2.85000000 N N N N N N UMBS P#CB1131 2.5% 07/01/51 N/A 3140QLHH2 387524.28000000 PA USD 319425.66000000 0.020361842532 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N MONG DUONG FIN 5.125% 05/07/29 N/A N6000DAA1 169400.20000000 PA USD 165105.92000000 0.010524704697 Long DBT CORP VN N 2 2029-05-07 Fixed 5.12500000 N N N N N N ATLASSIAN CORPO 5.25% 05/15/29 549300V7ZY5P02D2MY38 049468AA9 99000.00000000 PA USD 100992.65000000 0.006437793495 Long DBT CORP AU N 2 2029-05-15 Fixed 5.25000000 N N N N N N BOEING CO 5.15% 05/01/30 RVHJWBXLJ1RFUBSY1F30 097023CY9 150000.00000000 PA USD 151315.07000000 0.009645604639 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N GNR 2020-151 MI 2.5% 10/20/50 N/A 38382J3Q7 7232731.75000000 PA USD 1056560.35000000 0.067350617583 Long ABS-CBDO CORP US N 2 2050-10-20 Fixed 2.50000000 N N N N N N RUTAS 2 & 7 FINAN ZCP 09/30/36 N/A G77265AA7 306666.62000000 PA USD 215433.30000000 0.013732832017 Long DBT CORP KY N 2 2036-09-30 Fixed 0.00000000 N N N N N N GARDA WORLD SE 4.625% 02/15/27 N/A 36485MAK5 115000.00000000 PA USD 113518.44000000 0.007236252090 Long DBT CORP CA Y 2 2027-02-15 Fixed 4.62500000 N N N N N N ECOPETROL SA 5.875% 11/02/51 N/A 279158AQ2 550000.00000000 PA USD 355610.37000000 0.022668442970 Long DBT CORP CO N 2 2051-11-02 Fixed 5.87500000 N N N N N N FNR 2016-43 GZ 3% 07/25/46 N/A 3136ASXH4 538669.24000000 PA USD 469384.90000000 0.029921019560 Long ABS-CBDO CORP US N 2 2046-07-25 Fixed 3.00000000 N N N N N N MEXICO GENERADOR 5.5% 12/06/32 N/A P66208AA0 247074.00000000 PA USD 241378.94000000 0.015386741212 Long DBT CORP MX N 2 2032-12-06 Fixed 5.50000000 N N N N N N FERTITTA ENTERT 6.75% 01/15/30 N/A 31556TAC3 25000.00000000 PA USD 22704.49000000 0.001447301541 Long DBT CORP US Y 2 2030-01-15 Fixed 6.75000000 N N N N N N BPCE SA V/R 01/14/31 N/A 05571AAZ8 550000.00000000 PA USD 565401.21000000 0.036041595424 Long DBT CORP FR Y 2 2031-01-14 Variable 5.87600000 N N N N N N BACARDI-MARTINI BV 6% 02/01/35 N/A 05634WAB8 385000.00000000 PA USD 385578.48000000 0.024578765192 Long DBT CORP NL Y 2 2035-02-01 Fixed 6.00000000 N N N N N N CITIBANK NA 4.914% 05/29/30 N/A 17325FBP2 530000.00000000 PA USD 534510.58000000 0.034072467008 Long DBT CORP US N 2 2030-05-29 Fixed 4.91400000 N N N N N N WFCM 2017-C38 XA V/R 07/15/50 N/A 95001MAH3 8600168.94000000 PA USD 116379.21000000 0.007418612355 Long ABS-CBDO CORP US N 2 2050-07-15 Variable 0.90891600 N N N N N N T/L ASPIRE BAKERIE 0% 12/23/30 N/A 02106XAH9 69648.24000000 PA USD 69706.05000000 0.004443423905 Long LON CORP US N 2 2030-12-23 Variable 8.57681000 N N N N N N PENSKE TRUCK LE 5.25% 02/01/30 N/A 709599CB8 311000.00000000 PA USD 315917.91000000 0.020138240417 Long DBT CORP US Y 2 2030-02-01 Fixed 5.25000000 N N N N N N UMBS P#SD1529 4% 03/01/49 N/A 3132DNVW0 5164371.54000000 PA USD 4817626.60000000 0.307100419578 Long ABS-MBS USGA US N 2 2049-03-01 Fixed 4.00000000 N N N N N N HTL 2024-T53 A V/R 05/10/27 N/A 404300AA3 320000.00000000 PA USD 322339.55000000 0.020547588941 Long ABS-CBDO CORP US Y 2 2039-05-10 Variable 6.07149500 N N N N N N BP CAP MARKETS 3.379% 02/08/61 N/A 10373QBQ2 45000.00000000 PA USD 28035.29000000 0.001787114286 Long DBT CORP US N 2 2061-02-08 Fixed 3.37900000 N N N N N N AMERIPRISE FINAN 5.2% 04/15/35 6ZLKQF7QB6JAEKQS5388 03076CAP1 575000.00000000 PA USD 569933.68000000 0.036330518488 Long DBT CORP US N 2 2035-04-15 Fixed 5.20000000 N N N N N N EQUINOR ASA 3.7% 04/06/50 N/A 29446MAH5 210000.00000000 PA USD 153017.04000000 0.009754097004 Long DBT CORP NO N 2 2050-04-06 Fixed 3.70000000 N N N N N N MASTEC INC 5.9% 06/15/29 549300TMDIT8WREDOF45 576323AT6 153000.00000000 PA USD 156991.01000000 0.010007418391 Long DBT CORP US N 2 2029-06-15 Fixed 5.90000000 N N N N N N FHMS Q001 A3 3.815% 02/25/32 N/A 3137BEWR1 1500000.00000000 PA USD 1443107.40000000 0.091991124433 Long ABS-CBDO CORP US N 2 2032-02-25 Fixed 3.81500000 N N N N N N FHR 4892 ES V/R 07/25/45 N/A 3137FMSN3 3557930.80000000 PA USD 385960.78000000 0.024603134970 Long ABS-CBDO CORP US N 2 2045-07-25 Variable 1.71355000 N N N N N N VT TOPCO INC 8.5% 08/15/30 N/A 91838PAA9 90000.00000000 PA USD 95423.13000000 0.006082763504 Long DBT CORP US Y 2 2030-08-15 Fixed 8.50000000 N N N N N N CSMC 2021-NQM6 A V/R 07/25/66 N/A 12662KAA7 1081346.12000000 PA USD 898272.38000000 0.057260524257 Long ABS-CBDO CORP US Y 2 2066-07-25 Variable 1.17400000 N N N N N N FNR 2013-72 IW 3.5% 07/25/33 N/A 3136AFDM3 866482.40000000 PA USD 62397.13000000 0.003977515568 Long ABS-CBDO CORP US N 2 2033-07-25 Fixed 3.50000000 N N N N N N BMP 2024-MF23 B V/R 06/15/26 N/A 05593JAC4 2910000.00000000 PA USD 2911818.75000000 0.185614376975 Long ABS-CBDO CORP US Y 2 2041-06-15 Variable 5.97027000 N N N N N N T/L CSC HOLDINGS 0% 01/18/2028 N/A 64072UAM4 10000.00000000 PA USD 9862.50000000 0.000628686724 Long LON CORP US N 2 2028-01-18 Variable 8.82871000 N N N N N N CHORD ENERGY CO 6.75% 03/15/33 529900FA4V2YNIKZ0M71 674215AN8 145000.00000000 PA USD 143996.66000000 0.009179091360 Long DBT CORP US Y 2 2033-03-15 Fixed 6.75000000 N N N N N N AMERICAN EXPRESS V/R 01/30/31 R4PP93JZOLY261QX3811 025816DY2 440000.00000000 PA USD 446677.97000000 0.028473562480 Long DBT CORP US N 2 2031-01-30 Variable 5.08500000 N N N N N N BX 2024-PAT A V/R 03/15/26 N/A 05612FAA3 280000.00000000 PA USD 280000.00000000 0.017848647191 Long ABS-CBDO CORP US Y 2 2041-03-15 Variable 6.41871000 N N N N N N GOLDMAN SACHS GRO V/R 10/23/35 784F5XWPLTWKTBV3E584 38141GB78 45000.00000000 PA USD 43549.30000000 0.002776057468 Long DBT CORP US N 2 2035-10-23 Variable 5.01600000 N N N N N N BUILDERS FIRST 6.375% 03/01/34 549300W0SKP6L3H7DP63 12008RAS6 65000.00000000 PA USD 64761.53000000 0.004128234644 Long DBT CORP US Y 2 2034-03-01 Fixed 6.37500000 N N N N N N DBJPM 2020-C9 XA V/R 08/15/30 N/A 233063AW6 2034789.36000000 PA USD 88325.73000000 0.005630338545 Long ABS-CBDO CORP US N 2 2053-09-15 Variable 1.70498100 N N N N N N BWAY 2025-1535 A V/R 05/05/30 N/A 12430BAA8 695000.00000000 PA USD 710474.59000000 0.045289322482 Long ABS-CBDO CORP US Y 2 2042-05-05 Variable 6.30901000 N N N N N N CGMS 2018-4A D1R V/R 10/17/37 N/A 14315RAW1 500000.00000000 PA USD 502694.45000000 0.032044342439 Long ABS-CBDO CORP KY Y 2 2037-10-17 Variable 7.37979000 N N N N N N ONT GAMING GTA/OTG 8% 08/01/30 N/A 68306MAA7 130000.00000000 PA USD 128504.21000000 0.008191522524 Long DBT CORP CA Y 2 2030-08-01 Fixed 8.00000000 N N N N N N FHR 5537 CS V/R 05/25/55 N/A 3137HLB68 1325000.00000000 PA USD 90639.67000000 0.005777841040 Long ABS-CBDO CORP US N 2 2055-05-25 Variable 1.42803000 N N N N N N AVIENT CORP 6.25% 11/01/31 SM8L9RZYIB34LNTWO040 05368VAB2 100000.00000000 PA USD 100140.10000000 0.006383447552 Long DBT CORP US Y 2 2031-11-01 Fixed 6.25000000 N N N N N N T/L NUMERICABLE U ZCP 08/15/28 N/A F6628DAN4 49074.05000000 PA USD 45078.93000000 0.002873563990 Long LON CORP US N 2 2028-08-15 Variable 9.75610000 N N N N N N UMBS P#BM4919 4% 11/01/38 N/A 3140J9PD7 381285.10000000 PA USD 374078.82000000 0.023845717428 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 4.00000000 N N N N N N CORNERSTONE BU 6.125% 01/15/29 549300IW41QEWQ6T0H29 21925DAA7 15000.00000000 PA USD 10888.45000000 0.000694086080 Long DBT CORP US Y 2 2029-01-15 Fixed 6.12500000 N N N N N N UMBS P#RA8307 6% 12/01/52 N/A 3133KQGQ3 378532.69000000 PA USD 383914.94000000 0.024472722555 Long ABS-MBS USGA US N 2 2052-12-01 Fixed 6.00000000 N N N N N N GNMA II P#4747 5% 07/20/40 N/A 36202FHY5 74308.41000000 PA USD 74327.46000000 0.004738016464 Long ABS-MBS USGSE US N 2 2040-07-20 Fixed 5.00000000 N N N N N N NAVIENT CORP 5% 03/15/27 54930067J0ZNOEBRW338 63938CAK4 30000.00000000 PA USD 29694.99000000 0.001892912142 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N LEVEL 3 FINANCI 3.75% 07/15/29 N/A 527298BT9 40000.00000000 PA USD 32826.80000000 0.002092549898 Long DBT CORP US Y 2 2029-07-15 Fixed 3.75000000 N N N N N N VITAL ENERGY I 7.875% 04/15/32 549300X0PTWU2QSLSL14 516806AK2 70000.00000000 PA USD 56778.91000000 0.003619381187 Long DBT CORP US Y 2 2032-04-15 Fixed 7.87500000 N N N N N N T/L RENT-A-CE 0% 02/17/28 N/A N/A 36494.98000000 PA USD 36540.60000000 0.002329286705 Long LON CORP US N 2 2028-02-17 Variable 7.02965000 N N N N N N FULL HOUSE RESO 8.25% 02/15/28 5493009DKIWW0H901Y82 359678AC3 40000.00000000 PA USD 38266.61000000 0.002439311503 Long DBT CORP US Y 2 2028-02-15 Fixed 8.25000000 N N N N N N UMBS P#RA6115 2.5% 10/01/51 N/A 3133KMYL3 287711.78000000 PA USD 236837.92000000 0.015097273126 Long ABS-MBS USGA US N 2 2051-10-01 Fixed 2.50000000 N N N N N N AT&T INC 6.05% 08/15/56 549300Z40J86GGSTL398 00206RMZ2 320000.00000000 PA USD 320652.76000000 0.020440064228 Long DBT CORP US N 2 2056-08-15 Fixed 6.05000000 N N N N N N JDOT 2023-B A4 5.11% 05/15/30 N/A 477920AD4 1950000.00000000 PA USD 1969790.36000000 0.125564618486 Long ABS-CBDO CORP US N 2 2030-05-15 Fixed 5.11000000 N N N N N N T/L SABRE INC 0% 11/15/2029/ N/A 78571YBK5 33630.15000000 PA USD 33237.69000000 0.002118742150 Long LON CORP US N 2 2029-11-15 Variable 10.42681000 N N N N N N REPUBLIC OF PE 5.375% 02/08/35 N/A 715638EB4 325000.00000000 PA USD 319475.00000000 0.020364987719 Long DBT USGA PE N 2 2035-02-08 Fixed 5.37500000 N N N N N N MARS INC 4.6% 03/01/28 54930073HKEO6GZBSS03 571676AX3 260000.00000000 PA USD 261210.19000000 0.016650887585 Long DBT CORP US Y 2 2028-03-01 Fixed 4.60000000 N N N N N N UNITED MEXICAN STA 6% 05/07/36 N/A 91087BAZ3 1575000.00000000 PA USD 1507038.75000000 0.096066439114 Long DBT USGA MX N 2 2036-05-07 Fixed 6.00000000 N N N N N N T/L BOXER PAREN 0% 07/30/32 N/A N/A 15060.34000000 PA USD 14401.45000000 0.000918022857 Long LON CORP US N 2 2032-07-30 Variable 10.08269000 N N N N N N SUN COMMUNITIES 2.7% 07/15/31 N/A 866677AE7 170000.00000000 PA USD 148090.85000000 0.009440076192 Long DBT CORP US N 2 2031-07-15 Fixed 2.70000000 N N N N N N CLOUD SOFTWARE G 6.5% 03/31/29 N/A 88632QAE3 65000.00000000 PA USD 64926.87000000 0.004138774270 Long DBT CORP US Y 2 2029-03-31 Fixed 6.50000000 N N N N N N GSMS 2018-TWR E V/R 07/15/21 N/A 36251SAQ1 400000.00000000 PA USD 39960.00000000 0.002547256934 Long ABS-CBDO CORP US Y 2 2031-07-15 Variable 6.72600000 N N N N N N KRAFT HEINZ FOOD 5.2% 03/15/32 N/A 50077LBM7 285000.00000000 PA USD 285866.42000000 0.018222603122 Long DBT CORP US N 2 2032-03-15 Fixed 5.20000000 N N N N N N GMCAR 2023-2 C 5.21% 12/18/28 N/A 362583AG1 1500000.00000000 PA USD 1512840.15000000 0.096436250335 Long ABS-CBDO CORP US N 2 2028-12-18 Fixed 5.21000000 N N N N N N UBS GROUP AG V/R 05/14/32 549300SZJ9VS8SGXAN81 225401AU2 3400000.00000000 PA USD 3043657.25000000 0.194018444378 Long DBT CORP CH Y 2 2032-05-14 Variable 3.09100000 N N N N N N ATHENE GLOBAL 2.646% 10/04/31 549300LM1QSI4MSIL320 04685A3E9 455000.00000000 PA USD 389893.56000000 0.024853830694 Long DBT CORP US Y 2 2031-10-04 Fixed 2.64600000 N N N N N N T/L GARDA WORLD 0% 02/01/2029/ N/A N/A 38095.37000000 PA USD 37936.51000000 0.002418269223 Long LON CORP US N 2 2029-02-01 Variable 7.33271000 N N N N N N AI CANDELARIA -S 7.5% 12/15/28 N/A E0R75QAA6 177082.89000000 PA USD 174869.35000000 0.011147076188 Long DBT CORP ES N 2 2028-12-15 Fixed 7.50000000 N N N N N N GNR 2021-184 IO V/R 12/16/61 N/A 38381D5J5 20838519.47000000 PA USD 1404905.89000000 0.089555962740 Long ABS-CBDO CORP US N 2 2061-12-16 Variable 0.88476000 N N N N N N TAPESTRY INC 5.1% 03/11/30 549300LJNVY5SW3VTN33 876030AK3 200000.00000000 PA USD 199951.17000000 0.012745921031 Long DBT CORP US N 2 2030-03-11 Fixed 5.10000000 N N N N N N UMBS P#SD1098 2.5% 01/01/52 N/A 3132DNGF4 5975517.51000000 PA USD 4934478.74000000 0.314549178936 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 2.50000000 N N N N N N UMBS P#MA4978 5% 04/01/53 N/A 31418EQ86 7933154.79000000 PA USD 7698558.15000000 0.490745886784 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N JPMORGAN CHASE & V/R 11/08/32 8I5DZWZKVSZI1NUHU748 46647PCR5 5350000.00000000 PA USD 4636173.79000000 0.295533679622 Long DBT CORP US N 2 2032-11-08 Variable 2.54500000 N N N N N N CHENIERE ENERG 4.625% 10/15/28 MIHC87W9WTYSYZWV1J40 16411RAK5 269000.00000000 PA USD 266257.48000000 0.016972627937 Long DBT CORP US N 2 2028-10-15 Fixed 4.62500000 N N N N N N TMUST 2024-2A 4.25% 08/20/27 N/A 87268CAA5 6000000.00000000 PA USD 5988376.20000000 0.381730050148 Long ABS-CBDO CORP US Y 2 2029-05-21 Fixed 4.25000000 N N N N N N ONEMAIN FINANCE 7.5% 05/15/31 N/A 682691AF7 125000.00000000 PA USD 128481.06000000 0.008190046823 Long DBT CORP US N 2 2031-05-15 Fixed 7.50000000 N N N N N N BROADCOM INC 5.05% 07/12/29 549300WV6GIDOZJTV909 11135FBX8 95000.00000000 PA USD 96701.25000000 0.006164237479 Long DBT CORP US N 2 2029-07-12 Fixed 5.05000000 N N N N N N OVERSEA-CHINESE B V/R 06/15/32 5493007O3QFXCPOGWK22 Y65738T58 200000.00000000 PA USD 199082.46000000 0.012690544966 Long DBT CORP SG N 2 2032-06-15 Variable 4.60200000 N N N N N N US TREAS BDS 2.25% 08/15/46 N/A 912810RT7 4065000.00000000 PA USD 2601123.62000000 0.165809063549 Long DBT UST US N 2 2046-08-15 Fixed 2.25000000 N N N N N N CSFB 2005-9 5A6 5.5% 10/25/35 N/A 2254586D5 1305479.07000000 PA USD 651584.71000000 0.041535377156 Long ABS-CBDO CORP US N 2 2035-10-25 Fixed 5.50000000 N N N N N N UMBS P#BK3050 2% 09/01/40 N/A 3140HGL88 304709.31000000 PA USD 268080.82000000 0.017088857053 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 2.00000000 N N N N N N AMGEN INC 5.75% 03/02/63 62QBXGPJ34PQ72Z12S66 031162DU1 230000.00000000 PA USD 217443.26000000 0.013860957256 Long DBT CORP US N 2 2063-03-02 Fixed 5.75000000 N N N N N N FGLMC P#G60910 3% 03/01/42 N/A 31335BAK2 3429965.25000000 PA USD 3070088.22000000 0.195703291015 Long ABS-MBS USGA US N 2 2042-03-01 Fixed 3.00000000 N N N N N N FHR 5169 IO 3% 09/25/51 N/A 3137H4GG9 745335.14000000 PA USD 120374.23000000 0.007673275579 Long ABS-CBDO CORP US N 2 2051-09-25 Fixed 3.00000000 N N N N N N US TREAS BDS 3.375% 05/15/44 N/A 912810RG5 12905000.00000000 PA USD 10396086.56000000 0.662700289920 Long DBT UST US N 2 2044-05-15 Fixed 3.37500000 N N N N N N EMRLD BOR / EM 6.625% 12/15/30 N/A 29103CAA6 115000.00000000 PA USD 116163.06000000 0.007404833837 Long DBT CORP US Y 2 2030-12-15 Fixed 6.62500000 N N N N N N GSMS 2018-TWR D V/R 07/15/21 N/A 36251SAN8 400000.00000000 PA USD 53920.00000000 0.003437139487 Long ABS-CBDO CORP US Y 2 2031-07-15 Variable 6.22600000 N N N N N N VERUS 2021-R2 A1 V/R 02/25/64 N/A 92538DAA7 232249.26000000 PA USD 214044.47000000 0.013644300815 Long ABS-CBDO CORP US Y 2 2064-02-25 Variable 0.91800000 N N N N N N GNMA II P#MA6867 3.5% 09/20/50 N/A 36179VTY6 554199.79000000 PA USD 494725.65000000 0.031536369940 Long ABS-MBS USGSE US N 2 2050-09-20 Fixed 3.50000000 N N N N N N FHS 405 C17 2.5% 08/25/52 N/A 3142G5QB7 928203.06000000 PA USD 148287.52000000 0.009452612954 Long ABS-CBDO CORP US N 2 2052-08-25 Fixed 2.50000000 N N N N N N FNA 2020-M12 IO V/R 07/25/29 N/A 3136B87D5 32293350.99000000 PA USD 1138640.95000000 0.072582859263 Long ABS-CBDO CORP US N 2 2029-07-25 Variable 1.28600000 N N N N N N CIM 2021-R6 A1 V/R 07/25/61 N/A 12567RAA8 787796.81000000 PA USD 697437.46000000 0.044458268433 Long ABS-CBDO CORP US Y 2 2061-07-25 Variable 1.42500000 N N N N N N FREEDOM MORTGA 8.375% 04/01/32 N/A 35641AAC2 60000.00000000 PA USD 59260.34000000 0.003777560361 Long DBT CORP US Y 2 2032-04-01 Fixed 8.37500000 N N N N N N CHARTER COMM OPT 3.5% 03/01/42 N/A 161175CE2 126000.00000000 PA USD 87141.37000000 0.005554841317 Long DBT CORP US N 2 2042-03-01 Fixed 3.50000000 N N N N N N T/L CENGAGE LE 00.00% 03/24/31 N/A N/A 44663.06000000 PA USD 44683.16000000 0.002848335565 Long LON CORP US N 2 2031-03-24 Variable 7.82795210 N N N N N N VEGAS 2024-TI 5.518% 11/10/27 N/A 92254AAA5 173000.00000000 PA USD 174562.26000000 0.011127500684 Long ABS-CBDO CORP US Y 2 2039-11-10 Fixed 5.51830000 N N N N N N T/L MITCHELL INTER 0% 06/17/31 N/A N/A 49766.40000000 PA USD 49569.33000000 0.003159805295 Long LON CORP US N 2 2031-06-17 Variable 7.57681000 N N N N N N WFCM 2019-JWDR C V/R 09/15/26 N/A 95002NAJ6 361000.00000000 PA USD 353486.65000000 0.022533066080 Long ABS-CBDO CORP US Y 2 2031-09-15 Variable 3.03760000 N N N N N N GOOD 2021-5CS C 3.5% 10/20/48 N/A 38237HAC1 1357279.39000000 PA USD 752102.71000000 0.047942914008 Long ABS-CBDO CORP US Y 2 2048-10-20 Fixed 3.50000000 N N N N N N PROG 2021-SFR 2.732% 01/17/29 N/A 74333XAC4 2065000.00000000 PA USD 1901138.53000000 0.121188396012 Long ABS-CBDO CORP US Y 2 2039-01-17 Fixed 2.73200000 N N N N N N CAESARS ENTERTAIN 6% 10/15/32 549300FA4CTCW903Y781 12769GAD2 155000.00000000 PA USD 148689.66000000 0.009478247436 Long DBT CORP US Y 2 2032-10-15 Fixed 6.00000000 N N N N N N CHARTER COMM OPT 4.2% 03/15/28 N/A 161175BK9 320000.00000000 PA USD 315967.22000000 0.020141383691 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N US TREAS BDS 2.375% 05/15/51 N/A 912810SX7 29315000.00000000 PA USD 18137511.21000000 1.156178708972 Long DBT UST US N 2 2051-05-15 Fixed 2.37500000 N N N N N N UMBS P#QU7398 3% 04/01/50 N/A 3133JLGF0 4871668.78000000 PA USD 4038699.01000000 0.257447549073 Long ABS-MBS USGA US N 2 2050-04-01 Fixed 3.00000000 N N N N N N CREDIT AGRICOLE S V/R 05/27/31 N/A 22535WAR8 665000.00000000 PA USD 670837.48000000 0.042762648225 Long DBT CORP FR Y 2 2031-05-27 Variable 5.22200000 N N N N N N BUCKEYE PARTNE 6.875% 07/01/29 N/A 118230AV3 145000.00000000 PA USD 149086.83000000 0.009503565105 Long DBT CORP US Y 2 2029-07-01 Fixed 6.87500000 N N N N N N L3HARRIS TECH IN 5.5% 08/15/54 549300UTE50ZMDBG8A20 502431AV1 156000.00000000 PA USD 146671.14000000 0.009349576539 Long DBT CORP US N 2 2054-08-15 Fixed 5.50000000 N N N N N N US TREAS NTS 4.25% 12/31/26 N/A 91282CME8 18255000.00000000 PA USD 18324169.29000000 1.168077259741 Long DBT UST US N 2 2026-12-31 Fixed 4.25000000 N N N N N N DBS GROUP HOLDING V/R 03/10/31 5493007FKT78NKPM5V55 Y20246J57 200000.00000000 PA USD 195637.08000000 0.012470918637 Long DBT CORP SG N 2 2031-03-10 Variable 1.82200000 N N N N N N VENTURE GLOBAL 9.875% 02/01/32 54930011XLBUWMQUC829 92332YAD3 30000.00000000 PA USD 31915.38000000 0.002034451277 Long DBT CORP US Y 2 2032-02-01 Fixed 9.87500000 N N N N N N UMBS P#ZL6785 3.5% 08/01/43 N/A 3131XNRE5 701768.00000000 PA USD 646857.10000000 0.041234014860 Long ABS-MBS USGA US N 2 2043-08-01 Fixed 3.50000000 N N N N N N MET TRANSPRTN 6.814% 11/15/40 5493000TKYODLXADQD60 59259YGF0 435000.00000000 PA USD 467283.92000000 0.029787092236 Long DBT MUN US N 2 2040-11-15 Fixed 6.81400000 N N N N N N MACQUARIE AIRFI 5.15% 03/17/30 549300MCGUSL5B852H65 55609NAE8 18000.00000000 PA USD 17729.99000000 0.001130201200 Long DBT CORP GB Y 2 2030-03-17 Fixed 5.15000000 N N N N N N GCAT 2021-NQM5 A V/R 07/25/66 N/A 36168KAA5 1034544.14000000 PA USD 863859.25000000 0.055066853485 Long ABS-CBDO CORP US Y 2 2066-07-25 Variable 1.26200000 N N N N N N DEALER TIRE LLC/DT 8% 02/01/28 N/A 24229JAA1 55000.00000000 PA USD 53749.38000000 0.003426263287 Long DBT CORP US Y 2 2028-02-01 Fixed 8.00000000 N N N N N N COLUMBIA PIPEL 6.036% 11/15/33 N/A 19828TAB2 85000.00000000 PA USD 87491.11000000 0.005577135552 Long DBT CORP US Y 2 2033-11-15 Fixed 6.03600000 N N N N N N VDCR 2023-1A B 5.75% 09/15/28 N/A 76134KAC8 500000.00000000 PA USD 484576.45000000 0.030889407475 Long ABS-CBDO CORP US Y 2 2048-09-15 Fixed 5.75000000 N N N N N N WARNERMEDIA HO 5.141% 03/15/52 N/A 55903VBE2 745000.00000000 PA USD 482952.30000000 0.030785875760 Long DBT CORP US N 2 2052-03-15 Fixed 5.14100000 N N N N N N FNR 2011-51 TO ZCP 06/25/41 N/A 31397UKE8 99294.58000000 PA USD 74663.33000000 0.004759426554 Long ABS-CBDO CORP US N 2 2041-06-25 Fixed 0.00000000 N N N N N N HUNTINGTON BANCSH V/R 02/02/35 549300XTVCVV9I7B5T19 446150BD5 76000.00000000 PA USD 76462.56000000 0.004874118774 Long DBT CORP US N 2 2035-02-02 Variable 5.70900000 N N N N N N GCAT 2021-NQM3 A V/R 05/25/66 N/A 36167HAA3 482930.01000000 PA USD 414423.93000000 0.026417523264 Long ABS-CBDO CORP US Y 2 2066-05-25 Variable 1.09100000 N N N N N N HEXCEL CORP 5.875% 02/26/35 S6Q7LW43WUBUHXY2QP69 428291AP3 90000.00000000 PA USD 89844.08000000 0.005727126021 Long DBT CORP US N 2 2035-02-26 Fixed 5.87500000 N N N N N N VZMT 2024-8 B 4.82% 11/22/27 5493007MUBNP1GFMEB89 92348KDP5 2695000.00000000 PA USD 2695741.66000000 0.171840506456 Long ABS-CBDO CORP US N 2 2030-11-20 Fixed 4.82000000 N N N N N N GSMS 2018-GS9 A4 V/R 02/10/28 N/A 36255NAT2 1400000.00000000 PA USD 1370345.90000000 0.087352930353 Long ABS-CBDO CORP US N 2 2051-03-10 Variable 3.99200000 N N N N N N NSTAR ELECTRIC C 5.2% 03/01/35 N/A 67021CAW7 270000.00000000 PA USD 267252.01000000 0.017036024420 Long DBT CORP US N 2 2035-03-01 Fixed 5.20000000 N N N N N N CARNIVAL CORP 6.125% 02/15/33 F1OF2ZSX47CR0BCWA982 143658BX9 54000.00000000 PA USD 54133.35000000 0.003450739519 Long DBT CORP US Y 2 2033-02-15 Fixed 6.12500000 N N N N N N UMBS P#BM5010 3.5% 02/01/48 N/A 3140J9R86 719479.92000000 PA USD 654391.17000000 0.041714275422 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N WESTINGHOUSE AIR 4.9% 05/29/30 06BTX5UWZD0GQ5N5Y745 960386AS9 365000.00000000 PA USD 366999.60000000 0.023394451356 Long DBT CORP US N 2 2030-05-29 Fixed 4.90000000 N N N N N N ENERGY TRANSFER 3.75% 05/15/30 MTLVN9N7JE8MIBIJ1H73 29278NAQ6 181000.00000000 PA USD 171252.83000000 0.010916540511 Long DBT CORP US N 2 2030-05-15 Fixed 3.75000000 N N N N N N T/L KAMAN CORPO 0% 01/30/32 N/A N/A 123362.07000000 PA USD 122456.59000000 0.007806015968 Long LON CORP US N 2 2032-01-30 Variable 7.05634500 N N N N N N MATIV HOLDINGS INC 8% 10/01/29 549300Z1FU4IDULG1R21 808541AC0 25000.00000000 PA USD 21328.23000000 0.001359571616 Long DBT CORP US Y 2 2029-10-01 Fixed 8.00000000 N N N N N N UMBS P#FM3664 4% 03/01/49 N/A 3140X7CA5 2008041.87000000 PA USD 1872329.77000000 0.119351976750 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4.00000000 N N N N N N GNR 2022-80 IO V/R 06/16/64 N/A 38381E5K0 30378719.19000000 PA USD 1338182.58000000 0.085302674099 Long ABS-CBDO CORP US N 2 2064-06-16 Variable 0.59371000 N N N N N N MP21 2021-3A A1 V/R 10/17/34 N/A 56606KAA3 1000000.00000000 PA USD 1000957.40000000 0.063806198164 Long ABS-CBDO CORP KY Y 2 2034-10-17 Variable 5.78140000 N N N N N N MILLICOM INTL C 6.25% 03/25/29 549300CTHC1CP86P2G96 L6388GHV5 180000.00000000 PA USD 179506.55000000 0.011442675283 Long DBT CORP LU N 2 2029-03-25 Fixed 6.25000000 N N N N N N UNIV OF CALIFO 6.548% 05/15/48 N/A 913366EP1 20000.00000000 PA USD 21035.49000000 0.001340910855 Long DBT MUN US N 2 2048-05-15 Fixed 6.54800000 N N N N N N MF1 2022-FL8 AS V/R 02/19/37 N/A 55284JAC3 845000.00000000 PA USD 843078.47000000 0.053742179162 Long ABS-CBDO CORP KY Y 2 2037-02-19 Variable 6.07438000 N N N N N N BATLN 2021-21A B V/R 07/15/34 N/A 07134WAG8 500000.00000000 PA USD 501015.00000000 0.031937285615 Long ABS-CBDO CORP KY Y 2 2034-07-15 Variable 6.26771000 N N N N N N LMAT 2021-GS3 A1 V/R 07/25/61 N/A 52474XAA3 383516.83000000 PA USD 381974.79000000 0.024349047366 Long ABS-CBDO CORP US Y 2 2061-07-25 Variable 5.75000000 N N N N N N UMBS P#SD1460 3% 05/01/52 N/A 3132DNTR4 6941856.81000000 PA USD 5988901.75000000 0.381763551421 Long ABS-MBS USGA US N 2 2052-05-01 Fixed 3.00000000 N N N N N N UMBS P#SD1181 3% 06/01/52 N/A 3132DNJ20 6188869.34000000 PA USD 5279736.63000000 0.336557701324 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 3.00000000 N N N N N N BANCO INDUSTRIAL V/R 01/29/31 N/A P13458AB3 300000.00000000 PA USD 294000.01000000 0.018741080188 Long DBT CORP GT N 2 2031-01-29 Variable 4.87500000 N N N N N N FHMS K064 X1 V/R 03/25/27 N/A 3137BXR20 101691333.52000000 PA USD 891568.60000000 0.056833190671 Long ABS-CBDO CORP US N 2 2027-03-25 Variable 0.58858800 N N N N N N GNR 2021-30 IB 2.5% 02/20/51 N/A 38382NXY8 12216963.10000000 PA USD 1809530.15000000 0.115348804389 Long ABS-CBDO CORP US N 2 2051-02-20 Fixed 2.50000000 N N N N N N UKG INC 6.875% 02/01/31 N/A 90279XAA0 105000.00000000 PA USD 108191.48000000 0.006896684127 Long DBT CORP US Y 2 2031-02-01 Fixed 6.87500000 N N N N N N UMBS P#CB4917 5.5% 10/01/52 N/A 3140QQPB5 373549.53000000 PA USD 371987.70000000 0.023712418631 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.50000000 N N N N N N FNMA 30YR TBA 3.0% JUNE 25 N/A 01F030660 -4040000.00000000 PA USD -3436994.12000000 -0.21909176944 Short ABS-MBS USGA US N 2 2055-06-01 Fixed 3.00000000 N N N N N N US TREAS NTS 2.375% 03/31/29 N/A 91282CEE7 27090000.00000000 PA USD 25616981.25000000 1.632958787259 Long DBT UST US N 2 2029-03-31 Fixed 2.37500000 N N N N N N SOUTHERN CAL EDI 5.2% 06/01/34 N/A 842400HZ9 255000.00000000 PA USD 244213.41000000 0.015567424980 Long DBT CORP US N 2 2034-06-01 Fixed 5.20000000 N N N N N N REALTY INCOME 5.125% 04/15/35 549300CUWDAUZSH43859 756109CT9 363000.00000000 PA USD 358844.62000000 0.022874610781 Long DBT CORP US N 2 2035-04-15 Fixed 5.12500000 N N N N N N VERUS 2021-5 A1 V/R 09/25/66 N/A 92538KAA1 864381.18000000 PA USD 737664.63000000 0.047022556165 Long ABS-CBDO CORP US Y 2 2066-09-25 Variable 1.01300000 N N N N N N UMBS P#CB1146 3% 07/01/51 N/A 3140QLHY5 587440.46000000 PA USD 503691.71000000 0.032107912946 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 3.00000000 N N N N N N CWALT 2007-9T1 2A 6% 05/25/37 N/A 02150JAU6 6452767.60000000 PA USD 2746001.06000000 0.175044300379 Long ABS-CBDO CORP US N 2 2037-05-25 Fixed 6.00000000 N N N N N N LINCOLN FIN GL 4.625% 05/28/28 984500OC010458395923 53359KAB7 180000.00000000 PA USD 180364.29000000 0.011497352064 Long DBT CORP US Y 2 2028-05-28 Fixed 4.62500000 N N N N N N SCFET 2024-1A 5.52% 10/20/28 N/A 783896AC7 285000.00000000 PA USD 291892.90000000 0.018606762106 Long ABS-CBDO CORP US Y 2 2032-01-20 Fixed 5.52000000 N N N N N N VICTRA HLDG/VIC 8.75% 09/15/29 N/A 92648DAA4 85000.00000000 PA USD 86791.72000000 0.005532552819 Long DBT CORP US Y 2 2029-09-15 Fixed 8.75000000 N N N N N N KAISER FOUNDATI 2.81% 06/01/41 N/A 48305QAF0 90000.00000000 PA USD 62428.64000000 0.003979524178 Long DBT CORP US N 2 2041-06-01 Fixed 2.81000000 N N N N N N UMBS P#FM9210 3% 10/01/51 N/A 3140XDGU4 116989.92000000 PA USD 100495.24000000 0.006406086011 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 3.00000000 N N N N N N T/L MIWD HOLDCO 0% 03/28/31 N/A N/A 45000.00000000 PA USD 44866.35000000 0.002860013042 Long LON CORP US N 2 2031-03-28 Variable 7.32681000 N N N N N N UMBS P#FS2135 4% 11/01/49 N/A 3140XHLR6 1626069.60000000 PA USD 1516806.39000000 0.096689078972 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 4.00000000 N N N N N N FNMA 30YR TBA 5% JUN 25 N/A 01F050668 -295000.00000000 PA USD -285517.57000000 -0.01820036562 Short ABS-MBS USGA US N 2 2055-06-01 Fixed 5.00000000 N N N N N N LNCR 2025-CRE8 A V/R 11/01/29 N/A 53947FAA9 320000.00000000 PA USD 318814.24000000 0.020322867461 Long ABS-CBDO CORP US Y 2 2042-08-17 Variable 5.71174000 N N N N N N HUSKY INJECTION / 9% 02/15/29 N/A 44805RAA3 155000.00000000 PA USD 158411.40000000 0.010097961391 Long DBT CORP CA Y 2 2029-02-15 Fixed 9.00000000 N N N N N N KODIAK GAS SERV 7.25% 02/15/29 N/A 50012LAC8 125000.00000000 PA USD 128101.63000000 0.008165859994 Long DBT CORP US Y 2 2029-02-15 Fixed 7.25000000 N N N N N N UMBS P#AR9215 3% 03/01/43 N/A 3138W7GZ1 3069058.65000000 PA USD 2730552.50000000 0.174059529319 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N UMBS P#FM9115 2% 10/01/41 N/A 3140XDDV5 146725.37000000 PA USD 123591.56000000 0.007878364822 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 2.00000000 N N N N N N MARS INC 5.65% 05/01/45 54930073HKEO6GZBSS03 571676BB0 290000.00000000 PA USD 284499.37000000 0.018135460290 Long DBT CORP US Y 2 2045-05-01 Fixed 5.65000000 N N N N N N BX 2021-21M A V/R 10/15/26 N/A 05609CAA5 118422.42000000 PA USD 117978.34000000 0.007520549167 Long ABS-CBDO CORP US Y 2 2036-10-15 Variable 5.17348000 N N N N N N UMBS P#SD3118 4% 08/01/51 N/A 3132DQPB6 1296520.63000000 PA USD 1208338.65000000 0.077025750897 Long ABS-MBS USGA US N 2 2051-08-01 Fixed 4.00000000 N N N N N N AMPHENOL CORP 5.375% 11/15/54 549300D3L3G0R4U4VT04 032095AS0 72000.00000000 PA USD 68677.67000000 0.004377869649 Long DBT CORP US N 2 2054-11-15 Fixed 5.37500000 N N N N N N BMO 2024-C9 XA V/R 07/15/34 N/A 05593MAF0 3407352.30000000 PA USD 221352.17000000 0.014110131383 Long ABS-CBDO CORP US N 2 2057-07-15 Variable 0.86087300 N N N N N N CARVANA CO 9% 12/01/28 5493003WEAK2PJ5WS063 146869AL6 38411.00000000 PA USD 39466.57000000 0.002515803156 Long DBT CORP US Y 2 2028-12-01 Fixed 9.00000000 N N Y N N N FHR 4751 PL 3% 12/15/47 N/A 3137FDB35 161375.00000000 PA USD 124130.33000000 0.007912708806 Long ABS-CBDO CORP US N 2 2047-12-15 Fixed 3.00000000 N N N N N N US TREAS BDS 4.625% 05/15/44 N/A 912810UB2 980000.00000000 PA USD 943479.69000000 0.060142271852 Long DBT UST US N 2 2044-05-15 Fixed 4.62500000 N N N N N N UMBS P#FS8558 4% 05/01/51 N/A 3140XQQL4 4148590.84000000 PA USD 3871808.23000000 0.246809068174 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 4.00000000 N N N N N N GNR 2019-5 JI 5% 07/16/44 N/A 38381BD76 393996.39000000 PA USD 55964.74000000 0.003567481783 Long ABS-CBDO CORP US N 2 2044-07-16 Fixed 5.00000000 N N N N N N UMBS P#BT7341 2% 09/01/36 N/A 3140LWEP8 281142.19000000 PA USD 256498.17000000 0.016350519076 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 2.00000000 N N N N N N BELL 2021-1A 2.542% 08/25/31 N/A 87342RAJ3 1473750.00000000 PA USD 1258526.35000000 0.080224974292 Long ABS-CBDO CORP US Y 2 2051-08-25 Fixed 2.54200000 N N N N N N ARTHUR J GALLAG 4.85% 12/15/29 54930049QLLMPART6V29 04316JAL3 90000.00000000 PA USD 90702.27000000 0.005781831488 Long DBT CORP US N 2 2029-12-15 Fixed 4.85000000 N N N N N N BANCO DE CREDITO V/R 09/30/31 N/A 05971V2D6 450000.00000000 PA USD 436379.00000000 0.027817052902 Long DBT CORP PE N 2 2031-09-30 Variable 3.25000000 N N N N N N CGCMT 2015-GC35 V/R 11/10/48 N/A 17324KAV0 29334392.71000000 PA USD 84113.44000000 0.005361825409 Long ABS-CBDO CORP US N 2 2048-11-10 Variable 0.70398700 N N N N N N VERUS 2021-2 A1 V/R 02/25/66 N/A 92538FAA2 197011.21000000 PA USD 173678.60000000 0.011071171628 Long ABS-CBDO CORP US Y 2 2066-02-25 Variable 1.03100000 N N N N N N UMBS P#CA7057 3.5% 09/01/50 N/A 3140QEZX3 147955.52000000 PA USD 133651.70000000 0.008519650142 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 3.50000000 N N N N N N BCC 2023-4A B V/R 10/21/36 N/A 05685EAE0 1045000.00000000 PA USD 1050141.30000000 0.066941434159 Long ABS-CBDO CORP JE Y 2 2036-10-21 Variable 6.76947000 N N N N N N T/L THE EDELMAN FI 0% 10/06/28 N/A 27943TAC3 50000.00000000 PA USD 49781.50000000 0.003173330107 Long LON CORP US N 2 2028-10-06 Variable 9.57681000 N N N N N N T-MOBILE USA INC 5.5% 01/15/55 N/A 87264ADG7 394000.00000000 PA USD 364210.53000000 0.023216661618 Long DBT CORP US N 2 2055-01-15 Fixed 5.50000000 N N N N N N EFMT 2021-2 A1 V/R 06/25/66 N/A 31572LAA4 191980.21000000 PA USD 158475.11000000 0.010102022596 Long ABS-CBDO CORP US Y 2 2066-06-25 Variable 0.93100000 N N N N N N LEX 2024-BBG A V/R 10/13/28 N/A 52885AAA6 295000.00000000 PA USD 294267.57000000 0.018758135845 Long ABS-CBDO CORP US Y 2 2033-10-13 Variable 4.87362000 N N N N N N DISH DBS CORP 5.75% 12/01/28 N/A 25470XBF1 110000.00000000 PA USD 93090.47000000 0.005934067699 Long DBT CORP US Y 2 2028-12-01 Fixed 5.75000000 N N N N N N THE CAMPBELLS CO 5.4% 03/21/34 5493007JDSMX8Z5Z1902 134429BP3 72000.00000000 PA USD 71810.79000000 0.004577590911 Long DBT CORP US N 2 2034-03-21 Fixed 5.40000000 N N N N N N CON EDISON CO OF 3.2% 12/01/51 N/A 209111GC1 400000.00000000 PA USD 256566.32000000 0.016354863310 Long DBT CORP US N 2 2051-12-01 Fixed 3.20000000 N N N N N N VERUS 2022-1 A1 V/R 01/25/67 N/A 92538WAA5 782359.52000000 PA USD 720790.41000000 0.045946906167 Long ABS-CBDO CORP US Y 2 2067-01-25 Variable 2.72400000 N N N N N N UMBS P#SD8183 2.5% 12/01/51 N/A 3132DWCU5 5411484.78000000 PA USD 4427162.70000000 0.282210232464 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.50000000 N N N N N N US TREAS BDS 4% 11/15/52 N/A 912810TL2 2801600.00000000 PA USD 2397666.18000000 0.152839634746 Long DBT UST US N 2 2052-11-15 Fixed 4.00000000 N N N N N N SOFI 2018-B BF 3.83% 01/25/27 N/A 83404RAC2 1000000.00000000 PA USD 955326.40000000 0.060897442378 Long ABS-CBDO CORP US Y 2 2047-08-25 Fixed 3.83000000 N N N N N N EART 2021-1A D 1.08% 01/15/25 N/A 30166RAF4 38917.62000000 PA USD 38822.66000000 0.002474757004 Long ABS-CBDO CORP US N 2 2026-11-16 Fixed 1.08000000 N N N N N N FHR 3835 FO ZCP 04/15/41 N/A 3137A9WQ5 529172.73000000 PA USD 408926.11000000 0.026067063802 Long ABS-CBDO CORP US N 2 2041-04-15 Fixed 0.00000000 N N N N N N T/L SABRE INC 0% 11/15/29 N/A 78571YBL3 14647.71000000 PA USD 13805.47000000 0.000880032011 Long LON CORP US N 2 2029-11-15 Variable 10.42681000 N N N N N N SIDC 2023-2A A2 5.9% 07/25/28 254900AV7V87H3A2WM57 85236KAH5 590000.00000000 PA USD 593515.28000000 0.037833731554 Long ABS-CBDO CORP US Y 2 2048-07-25 Fixed 5.90000000 N N N N N N HESS CORP 7.125% 03/15/33 UASVRYNXNK17ULIGK870 023551AM6 323000.00000000 PA USD 359982.89000000 0.022947169994 Long DBT CORP US N 2 2033-03-15 Fixed 7.12500000 N N N N N N CANACOL ENERGY 5.75% 11/24/28 549300X5MNRWPMSM9N14 U13518AC6 200000.00000000 PA USD 88000.00000000 0.005609574831 Long DBT CORP CA N 2 2028-11-24 Fixed 5.75000000 N N N N N N AOMT 2021-2 A1 V/R 04/25/25 N/A 03465DAA1 267473.36000000 PA USD 227113.42000000 0.014477383235 Long ABS-CBDO CORP US Y 2 2066-04-25 Variable 0.98500000 N N N N N N ONEOK INC 5.05% 11/01/34 2T3D6M0JSY48PSZI1Q41 682680CE1 350000.00000000 PA USD 333479.58000000 0.021257712031 Long DBT CORP US N 2 2034-11-01 Fixed 5.05000000 N N N N N N SHERWIN-WILLIAMS 2.3% 05/15/30 Z15BMIOX8DDH0X2OBP21 824348BL9 345000.00000000 PA USD 308014.74000000 0.019634451514 Long DBT CORP US N 2 2030-05-15 Fixed 2.30000000 N N N N N N ELEVANCE HEALT 5.125% 02/15/53 8MYN82XMYQH89CTMTH67 28622HAC5 298000.00000000 PA USD 259009.32000000 0.016510592756 Long DBT CORP US N 2 2053-02-15 Fixed 5.12500000 N N N N N N GNMA II P#MA7195 3.5% 02/20/51 N/A 36179V7G9 461958.26000000 PA USD 412350.26000000 0.026285336821 Long ABS-MBS USGSE US N 2 2051-02-20 Fixed 3.50000000 N N N N N N UMBS P#ZA6520 4% 04/01/49 N/A 31329QG54 379710.43000000 PA USD 352870.71000000 0.022493802881 Long ABS-MBS USGA US N 2 2049-04-01 Fixed 4.00000000 N N N N N N T/L GBT GROUP 0% 07/28/2031/ N/A N/A 49875.00000000 PA USD 49812.66000000 0.003175316407 Long LON CORP US N 2 2031-07-28 Variable 6.78262000 N N N N N N COMMSCOPE LLC 9.5% 12/15/31 N/A 20338MAA0 40000.00000000 PA USD 41576.72000000 0.002650315023 Long DBT CORP US Y 2 2031-12-15 Fixed 9.50000000 N N N N N N UMBS P#CA6902 2% 09/01/50 N/A 3140QEU42 1139707.60000000 PA USD 898205.58000000 0.057256266080 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.00000000 N N N N N N NEXTERA ENERGY 2.25% 06/01/30 N/A 65339KBR0 860000.00000000 PA USD 764804.03000000 0.048752561792 Long DBT CORP US N 2 2030-06-01 Fixed 2.25000000 N N N N N N T-MOBILE USA I 3.875% 04/15/30 N/A 87264ABF1 295000.00000000 PA USD 284458.83000000 0.018132876060 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N UMBS P#CA6740 3% 08/01/50 N/A 3140QEP22 423631.66000000 PA USD 361961.13000000 0.023073273236 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N IRON MOUNTAIN I 6.25% 01/15/33 SQL3F6CKNNBM3SQGHX24 46284VAQ4 20000.00000000 PA USD 20187.84000000 0.001286877263 Long DBT CORP US Y 2 2033-01-15 Fixed 6.25000000 N N N N N N BOSTON GAS COM 3.757% 03/16/32 N/A 100743AM5 75000.00000000 PA USD 67869.62000000 0.004326360365 Long DBT CORP US Y 2 2032-03-16 Fixed 3.75700000 N N N N N N KEURIG DR PEPPER 4.6% 05/15/30 DYTQ8KRTKO7Y2BVU5K74 49271VBA7 295000.00000000 PA USD 293636.21000000 0.018717889695 Long DBT CORP US N 2 2030-05-15 Fixed 4.60000000 N N N N N N GNR 2022-213 DO ZCP 01/20/52 N/A 38383LR69 6531703.00000000 PA USD 2391568.03000000 0.152450907146 Long ABS-CBDO CORP US N 2 2052-01-20 Fixed 0.00000000 N N N N N N UMBS P#FS3771 4.5% 12/01/37 N/A 3140XKFM7 293334.13000000 PA USD 290228.98000000 0.018500695245 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 4.50000000 N N N N N N TMUST 2024-1A 5.05% 02/22/27 N/A 87267RAA3 2300000.00000000 PA USD 2315085.24000000 0.147575498807 Long ABS-CBDO CORP US Y 2 2029-09-20 Fixed 5.05000000 N N N N N N ORAZUL ENERGY 5.625% 04/28/27 N/A P7372BAA1 200000.00000000 PA USD 196300.00000000 0.012513176584 Long DBT CORP PE N 2 2027-04-28 Fixed 5.62500000 N N N N N N SGR 2021-1 A1 V/R 07/25/61 N/A 784212AA0 753405.72000000 PA USD 618071.68000000 0.039399083411 Long ABS-CBDO CORP US Y 2 2061-07-25 Variable 1.16000000 N N N N N N BANK 2017-BNK4 X V/R 05/15/50 N/A 06541FBB4 9736697.73000000 PA USD 192882.03000000 0.012295297510 Long ABS-CBDO CORP US N 2 2050-05-15 Variable 1.32775400 N N N N N N RHP HOTEL PPTY/R 6.5% 06/15/33 N/A 749571AL9 80000.00000000 PA USD 81361.14000000 0.005186379581 Long DBT CORP US Y 2 2033-06-15 Fixed 6.50000000 N N N N N N GMCAR 2023-3 C 5.92% 03/16/27 N/A 36267KAG2 2290000.00000000 PA USD 2337369.57000000 0.148996017179 Long ABS-CBDO CORP US N 2 2029-02-16 Fixed 5.92000000 N N N N N N WARNERMEDIA HOL 5.05% 03/15/42 N/A 55903VBD4 450000.00000000 PA USD 323697.38000000 0.020634144043 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N O'REILLY AUTOMO 5.75% 11/20/26 549300K2RLMQL149Q332 67103HAM9 70000.00000000 PA USD 71185.82000000 0.004537752093 Long DBT CORP US N 2 2026-11-20 Fixed 5.75000000 N N N N N N CONOCOPHILLIPS C 3.8% 03/15/52 N/A 20826FAV8 261000.00000000 PA USD 182687.61000000 0.011645452489 Long DBT CORP US N 2 2052-03-15 Fixed 3.80000000 N N N N N N PHILIP MORRIS I 4.75% 11/01/31 HL3H1H2BGXWVG3BSWR90 718172DP1 180000.00000000 PA USD 179550.15000000 0.011445454573 Long DBT CORP US N 2 2031-11-01 Fixed 4.75000000 N N N N N N HUMANA INC 5.55% 05/01/35 529900YLDW34GJAO4J06 444859CD2 345000.00000000 PA USD 338847.64000000 0.021599899921 Long DBT CORP US N 2 2035-05-01 Fixed 5.55000000 N N N N N N GCC SAB DE CV 3.614% 04/20/32 N/A P47465AB8 200000.00000000 PA USD 174514.14000000 0.011124433266 Long DBT CORP MX N 2 2032-04-20 Fixed 3.61400000 N N N N N N T/L CENTRAL PAREN ZCP 07/06/29 N/A 15477BAE7 19949.88000000 PA USD 17723.27000000 0.001129772833 Long LON CORP US N 2 2029-07-06 Variable 7.54917000 N N N N N N US TREAS BDS 3% 02/15/48 N/A 912810SA7 8500000.00000000 PA USD 6173457.01000000 0.393528057575 Long DBT UST US N 2 2048-02-15 Fixed 3.00000000 N N N N N N DUKE ENERGY COR 5.45% 06/15/34 I1BZKREC126H0VB1BL91 26441CCE3 85000.00000000 PA USD 85779.57000000 0.005468033146 Long DBT CORP US N 2 2034-06-15 Fixed 5.45000000 N N N N N N VIRGINIA ELEC & PO 5% 01/15/34 N/A 927804GP3 510000.00000000 PA USD 499839.21000000 0.031862334684 Long DBT CORP US N 2 2034-01-15 Fixed 5.00000000 N N N N N N CEDR 2022-SNAI A V/R 02/15/27 N/A 12524AAA7 240000.00000000 PA USD 233401.15000000 0.014878195644 Long ABS-CBDO CORP US Y 2 2039-02-15 Variable 5.31711000 N N N N N N MF1 2024-FL15 A V/R 08/18/41 N/A 58003MAA4 360000.00000000 PA USD 361111.64000000 0.023019122353 Long ABS-CBDO CORP US Y 2 2041-08-18 Variable 6.01470000 N N N N N N US TREAS BDS 3.625% 05/15/53 N/A 912810TR9 5797000.00000000 PA USD 4624692.63000000 0.294801811143 Long DBT UST US N 2 2053-05-15 Fixed 3.62500000 N N N N N N UMBS P#ZS9972 3% 03/01/42 N/A 3132ABCH3 148631.83000000 PA USD 132861.52000000 0.008469279984 Long ABS-MBS USGA US N 2 2042-03-01 Fixed 3.00000000 N N N N N N NCL CORPORATION 6.25% 03/01/30 N/A 62886HBP5 15000.00000000 PA USD 14839.31000000 0.000945934316 Long DBT CORP US Y 2 2030-03-01 Fixed 6.25000000 N N N N N N JPMCC 2022-NLP A V/R 04/15/27 N/A 466317AA2 292883.87000000 PA USD 287758.40000000 0.018343207706 Long ABS-CBDO CORP US Y 2 2037-04-15 Variable 5.17521000 N N N N N N UMBS P#SD3209 2.5% 04/01/52 N/A 3132DQR65 812489.03000000 PA USD 666443.69000000 0.042482565341 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 2.50000000 N N N N N N WELLS FARGO & COM V/R 03/02/33 PBLD0EJDB5FWOLXP3B76 95000U2U6 900000.00000000 PA USD 807231.32000000 0.051457096543 Long DBT CORP US N 2 2033-03-02 Variable 3.35000000 N N N N N N BBCMS 2020-C7 XA V/R 02/15/30 N/A 05492VAG0 1423198.86000000 PA USD 69987.23000000 0.004461347771 Long ABS-CBDO CORP US N 2 2053-04-15 Variable 1.59289400 N N N N N N BANK OF AMERICA C V/R 01/24/31 9DJT3UXIJIZJI4WXO774 06051GML0 155000.00000000 PA USD 157296.54000000 0.010026894453 Long DBT CORP US N 2 2031-01-24 Variable 5.16200000 N N N N N N ROMANIA 7.5% 02/10/37 N/A 77586RAW0 166000.00000000 PA USD 166520.36000000 0.010614868413 Long DBT USGA RO Y 2 2037-02-10 Fixed 7.50000000 N N N N N N VAR ENERGI ASA 5.875% 05/22/30 N/A 92212WAF7 200000.00000000 PA USD 202255.57000000 0.012892815397 Long DBT CORP NO Y 2 2030-05-22 Fixed 5.87500000 N N N N N N STWD 2021-FL2 A V/R 03/18/25 N/A 78486BAA2 243743.78000000 PA USD 241570.19000000 0.015398932475 Long ABS-CBDO CORP KY Y 2 2038-04-18 Variable 5.64315000 N N N N N N GNMA II P#MA6284 3.5% 11/20/49 N/A 36179U6V9 492151.95000000 PA USD 438962.22000000 0.027981720696 Long ABS-MBS USGSE US N 2 2049-11-20 Fixed 3.50000000 N N N N N N BMARK 2023-B39 X V/R 01/15/33 N/A 081925AF6 6203447.06000000 PA USD 229998.38000000 0.014661285496 Long ABS-CBDO CORP US N 2 2056-07-15 Variable 0.57323400 N N N N N N NY 2025-299P A V/R 02/10/35 N/A 62957FAA7 195000.00000000 PA USD 199006.22000000 0.012685685034 Long ABS-CBDO CORP US Y 2 2047-02-10 Variable 5.66371000 N N N N N N UMBS P#FM6887 2.5% 05/01/51 N/A 3140XAUM2 405530.23000000 PA USD 336633.00000000 0.021458727321 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N FNR 2020-35 AI 3% 06/25/50 N/A 3136BALN2 332085.26000000 PA USD 53604.64000000 0.003417036811 Long ABS-CBDO CORP US N 2 2050-06-25 Fixed 3.00000000 N N N N N N MCGRAW-HILL EDU 5.75% 08/01/28 N/A 57767XAA8 60000.00000000 PA USD 59266.69000000 0.003777965142 Long DBT CORP US Y 2 2028-08-01 Fixed 5.75000000 N N N N N N PREMIER ENTERT 5.625% 09/01/29 N/A 74052HAA2 30000.00000000 PA USD 19875.00000000 0.001266935224 Long DBT CORP US Y 2 2029-09-01 Fixed 5.62500000 N N N N N N SUNOCO LP/FINANCE 6% 04/15/27 N/A 86765LAQ0 55000.00000000 PA USD 54970.63000000 0.003504112074 Long DBT CORP US N 2 2027-04-15 Fixed 6.00000000 N N N N N N BAUSCH HEALTH AM 8.5% 01/31/27 N/A 91911XAW4 20000.00000000 PA USD 18850.00000000 0.001201596426 Long DBT CORP US Y 2 2027-01-31 Fixed 8.50000000 N N N N N N CCO HLDGS LLC/ 5.125% 05/01/27 N/A 1248EPBT9 115000.00000000 PA USD 113813.60000000 0.007255067114 Long DBT CORP US Y 2 2027-05-01 Fixed 5.12500000 N N N N N N BBCMS 2025-C32 X V/R 02/15/62 N/A 07337AAJ5 1959099.19000000 PA USD 167201.87000000 0.010658311383 Long ABS-CBDO CORP US N 2 2062-02-15 Variable 1.12927600 N N N N N N RTX CORP 5.75% 11/08/26 I07WOS4YJ0N7YRFE7309 75513ECT6 155000.00000000 PA USD 157661.99000000 0.010050190124 Long DBT CORP US N 2 2026-11-08 Fixed 5.75000000 N N N N N N CONSUMERS ENERG 5.05% 05/15/35 N/A 210518DZ6 100000.00000000 PA USD 99404.28000000 0.006336542582 Long DBT CORP US N 2 2035-05-15 Fixed 5.05000000 N N N N N N UMBS P#FS4605 2.5% 07/01/50 N/A 3140XLDK1 230248.83000000 PA USD 190549.55000000 0.012146613179 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N CLARIOS GLOBAL 6.75% 05/15/28 N/A 18060TAC9 140000.00000000 PA USD 142640.68000000 0.009092654187 Long DBT CORP US Y 2 2028-05-15 Fixed 6.75000000 N N N N N N NXPT 2024-STOR A V/R 11/05/29 N/A 67119YAA0 2650000.00000000 PA USD 2585627.26000000 0.164821245469 Long ABS-CBDO CORP US Y 2 2041-11-05 Variable 4.45530000 N N N N N N F/C US 2YR NOTE (CBT) SEP25 N/A N/A 119.00000000 NC USD 24685062.50000000 1.573553469475 N/A DIR CORP US N 1 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Long F/C US 2YR NOTE (CBT) SEP25 US 2YR NOTE (CBT) SEP25 2025-09-30 24674570.34000000 USD 10492.16000000 N N N T/L BROADSTREET 0% 06/13/2031 N/A N/A 64512.50000000 PA USD 64558.95000000 0.004115321148 Long LON CORP US N 2 2031-06-13 Variable 7.32681000 N N N N N N GNR 2021-58 SL V/R 04/20/51 N/A 38382RCV8 14025867.11000000 PA USD 460728.70000000 0.029369228632 Long ABS-CBDO CORP US N 2 2051-04-20 Variable 0.00000000 N N N N N N GRAY MEDIA INC 10.5% 07/15/29 529900TM5726KDN7UU35 389375AM8 50000.00000000 PA USD 53176.05000000 0.003389716269 Long DBT CORP US Y 2 2029-07-15 Fixed 10.50000000 N N N N N N UMBS P#SD8324 5.5% 05/01/53 N/A 3132DWG98 6245354.36000000 PA USD 6192713.39000000 0.394755558763 Long ABS-MBS USGA US N 2 2053-05-01 Fixed 5.50000000 N N N N N N SDART 2023-1 B 4.98% 11/17/25 N/A 80287GAD2 152087.91000000 PA USD 152117.80000000 0.009696774798 Long ABS-CBDO CORP US N 2 2028-02-15 Fixed 4.98000000 N N N N N N UMBS P#FS1862 2.5% 03/01/52 N/A 3140XHB89 298228.13000000 PA USD 245242.74000000 0.015633039794 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N PROG 2024-SFR2 3.3% 04/17/29 N/A 74290XAA9 466691.88000000 PA USD 440757.25000000 0.028096145186 Long ABS-CBDO CORP US Y 2 2041-04-17 Fixed 3.30000000 N N N N N N BANK 2024-BNK47 V/R 06/15/57 N/A 06540GAW8 3455754.72000000 PA USD 199541.84000000 0.012719828221 Long ABS-CBDO CORP US N 2 2057-06-15 Variable 0.82182200 N N N N N N GSMS 2018-TWR F V/R 07/15/21 N/A 36251SAS7 400000.00000000 PA USD 36000.00000000 0.002294826067 Long ABS-CBDO CORP US Y 2 2031-07-15 Variable 7.42600000 N N N N N N EVERSOURCE ENERG 5.5% 01/01/34 SJ7XXD41SQU3ZNWUJ746 30040WAX6 467000.00000000 PA USD 465811.99000000 0.029693263810 Long DBT CORP US N 2 2034-01-01 Fixed 5.50000000 N N N N N N MORGAN STANLEY V/R 01/22/31 IGJSJL3JD5P30I6NJZ34 6174468L6 1515000.00000000 PA USD 1382058.02000000 0.088099521416 Long DBT CORP US N 2 2031-01-22 Variable 2.69900000 N N N N N N RALI 2005-QS13 5.5% 09/25/35 N/A 761118GU6 842775.16000000 PA USD 666991.14000000 0.042517462633 Long ABS-CBDO CORP US N 2 2035-09-25 Fixed 5.50000000 N N N N N N GLOBAL AIR LEAS 8.75% 09/01/27 N/A 37960JAC2 285000.00000000 PA USD 288202.03000000 0.018371486975 Long DBT CORP KY Y 2 2027-09-01 Fixed 8.75000000 N N N N N N GNR 2021-77 EA 1% 07/20/50 N/A 38382QZ86 3904297.76000000 PA USD 2954939.65000000 0.188363126013 Long ABS-CBDO CORP US N 2 2050-07-20 Fixed 1.00000000 N N N N N N FFML 2007-FF2 A1 V/R 03/25/37 N/A 32029GAA2 4855916.65000000 PA USD 2495878.52000000 0.159100196912 Long ABS-CBDO CORP US N 2 2037-03-25 Variable 4.71920000 N N N N N N BMARK 2024-V9 5.601% 08/15/29 N/A 081919AN2 358000.00000000 PA USD 367919.79000000 0.023453109022 Long ABS-CBDO CORP US N 2 2057-08-15 Fixed 5.60190000 N N N N N N UMBS P#MA4208 2% 12/01/50 N/A 31418DVA7 474172.53000000 PA USD 371934.79000000 0.023709045874 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N HSBC HOLDINGS PLC V/R 05/13/31 MLU0ZO3ML4LN2LL2TL39 404280EW5 600000.00000000 PA USD 602706.41000000 0.038419621685 Long DBT CORP GB N 2 2031-05-13 Variable 5.24000000 N N N N N N CVS HEALTH CORP 3.75% 04/01/30 549300EJG376EN5NQE29 126650DJ6 50000.00000000 PA USD 47314.85000000 0.003016093087 Long DBT CORP US N 2 2030-04-01 Fixed 3.75000000 N N N N N N UMBS P#CB5300 5.5% 12/01/52 N/A 3140QQ3J2 1261873.80000000 PA USD 1253496.88000000 0.079904369879 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.50000000 N N N N N N BX 2022-LP2 A V/R 02/15/24 N/A 05610HAA1 211889.86000000 PA USD 211492.57000000 0.013481629519 Long ABS-CBDO CORP US Y 2 2039-02-15 Variable 5.34161000 N N N N N N EART 2021-1A E 2.21% 02/18/25 N/A 30166RAG2 900000.00000000 PA USD 889704.63000000 0.056714371589 Long ABS-CBDO CORP US Y 2 2028-02-15 Fixed 2.21000000 N N N N N N UMBS P#CB0440 2.5% 05/01/51 N/A 3140QKP28 1775744.57000000 PA USD 1472416.87000000 0.093859461538 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N AEP TEXAS INC 3.45% 01/15/50 N/A 00108WAK6 301000.00000000 PA USD 198516.77000000 0.012654484961 Long DBT CORP US N 2 2050-01-15 Fixed 3.45000000 N N N N N N SIX FLAGS ENTER 7.25% 05/15/31 529900AS2CYWYFHRS781 83001AAD4 140000.00000000 PA USD 143053.96000000 0.009118998790 Long DBT CORP US Y 2 2031-05-15 Fixed 7.25000000 N N N N N N SAN DIEGO G & E 5.4% 04/15/35 N/A 797440CG7 295000.00000000 PA USD 295873.30000000 0.018860493374 Long DBT CORP US N 2 2035-04-15 Fixed 5.40000000 N N N N N N MOLEX ELECTRONI 5.25% 04/30/32 N/A 60856BAF1 158000.00000000 PA USD 157907.45000000 0.010065837013 Long DBT CORP US Y 2 2032-04-30 Fixed 5.25000000 N N N N N N PETSMART INC/PE 7.75% 02/15/29 N/A 71677KAB4 250000.00000000 PA USD 243369.20000000 0.015513610671 Long DBT CORP US Y 2 2029-02-15 Fixed 7.75000000 N N N N N N BIOCEANICO SOVERE ZCP 06/05/34 N/A G11176AA5 356304.45000000 PA USD 280447.23000000 0.017877155942 Long DBT CORP KY N 2 2034-06-05 Fixed 0.00000000 N N N N N N US TREAS BDS 1.875% 11/15/51 N/A 912810TB4 12330000.00000000 PA USD 6680355.53000000 0.425840389165 Long DBT UST US N 2 2051-11-15 Fixed 1.87500000 N N N N N N UMBS P#FM7599 3.5% 01/01/51 N/A 3140XBNR7 553200.14000000 PA USD 496163.68000000 0.031628037404 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 3.50000000 N N N N N N AZORRA FINANCE 7.75% 04/15/30 254900MC1HXDAVUUP395 05480AAA3 55000.00000000 PA USD 55157.63000000 0.003516032420 Long DBT CORP KY Y 2 2030-04-15 Fixed 7.75000000 N N N N N N UMBS P#RA5285 2.5% 05/01/51 N/A 3133KL2S5 188757.70000000 PA USD 155586.81000000 0.009917907426 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.50000000 N N N N N N UMBS P#MA4438 2.5% 10/01/51 N/A 31418D4Y5 5533514.29000000 PA USD 4523015.23000000 0.288320368144 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N CCO HLDGS LLC/C 4.75% 03/01/30 N/A 1248EPCD3 210000.00000000 PA USD 200463.71000000 0.012778592980 Long DBT CORP US Y 2 2030-03-01 Fixed 4.75000000 N N N N N N F/C US 10YR NOTE (CBT)SEP25 N/A N/A -42.00000000 NC USD -4651500.00000000 -0.29651065146 N/A DIR CORP US N 1 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Short F/C US 10YR NOTE (CBT)SEP25 US 10YR NOTE (CBT)SEP25 2025-09-19 4632468.75000000 USD -19031.25000000 N N N T/L POLARIS NEW 0% 06/02/2028 N/A N/A 82776.12000000 PA USD 80104.93000000 0.005106302263 Long LON CORP US N 2 2028-06-02 Variable 8.29126000 N N N N N N GULFPORT ENERGY 6.75% 09/01/29 549300FJX18IDUFPHD40 402635AT3 105000.00000000 PA USD 106517.83000000 0.006789997025 Long DBT CORP US Y 2 2029-09-01 Fixed 6.75000000 N N N N N N CAPITAL ONE FINAN V/R 02/01/35 ZUE8T73ROZOF6FLBAR73 14040HDF9 125000.00000000 PA USD 128279.21000000 0.008177179861 Long DBT CORP US N 2 2035-02-01 Variable 6.05100000 N N N N N N LFS TOPCO LLC 5.875% 10/15/26 N/A 50203TAA4 90000.00000000 PA USD 89175.50000000 0.005684507277 Long DBT CORP US Y 2 2026-10-15 Fixed 5.87500000 N N N N N N UMBS P#FS0701 3% 12/01/51 N/A 3140XFX71 368333.50000000 PA USD 316261.21000000 0.020160124134 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N FHMS K-165 X1 V/R 09/25/34 N/A 3137HHJ28 46097487.55000000 PA USD 2161557.29000000 0.137788833759 Long ABS-CBDO CORP US N 2 2034-09-25 Variable 0.59898900 N N N N N N UMBS P#FS5180 5% 09/01/52 N/A 3140XLXJ2 3967281.98000000 PA USD 3845080.37000000 0.245105296234 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N VOLT 2021-NPL9 A V/R 05/25/51 N/A 91835DAA9 139123.20000000 PA USD 138822.79000000 0.008849282145 Long ABS-CBDO CORP US Y 2 2051-05-25 Variable 5.99180000 N N N N N N CGCMT 2019-GC 3.038% 10/10/29 N/A 17328HBD2 3470000.00000000 PA USD 3184328.43000000 0.202985552456 Long ABS-CBDO CORP US N 2 2052-11-10 Fixed 3.03800000 N N N N N N UMBS P#BF0175 2.5% 01/01/57 N/A 3140FXFR8 599082.40000000 PA USD 488312.67000000 0.031127573449 Long ABS-MBS USGSE US N 2 2057-01-01 Fixed 2.50000000 N N N N N N CITIZENS FINANCIA V/R 07/23/32 2138004JDDA4ZQUPFW65 174610BH7 265000.00000000 PA USD 270528.10000000 0.017244859329 Long DBT CORP US N 2 2032-07-23 Variable 5.71800000 N N N N N N EXTRA SPACE STOR 5.4% 02/01/34 N/A 30225VAS6 144000.00000000 PA USD 143160.70000000 0.009125802949 Long DBT CORP US N 2 2034-02-01 Fixed 5.40000000 N N N N N N CROWN CASTLE INC 4.8% 09/01/28 54930012H97VSM0I2R19 22822VBB6 110000.00000000 PA USD 109975.74000000 0.007010422081 Long DBT CORP US N 2 2028-09-01 Fixed 4.80000000 N N N N N N T/L GOLDEN STATE 0% 12/04/2031 N/A N/A 4999.99000000 PA USD 5023.44000000 0.000320220029 Long LON CORP US N 2 2031-12-04 Variable 8.59246000 N N N N N N BX 2021-VOLT C V/R 09/15/23 N/A 05609VAJ4 1380000.00000000 PA USD 1371389.77000000 0.087419472022 Long ABS-CBDO CORP US Y 2 2036-09-15 Variable 5.54320000 N N N N N N RADIOLOGY PART 9.781% 02/15/30 549300SFTAG2177WUZ08 75041VAC8 28781.00000000 PA USD 27787.05000000 0.001771290185 Long DBT CORP US Y 2 2030-02-15 Fixed 9.78100000 N N Y N N N ZAYO 2025-1A 5.648% 03/20/30 N/A 98919WAA1 685000.00000000 PA USD 688272.31000000 0.043874034402 Long ABS-CBDO CORP US Y 2 2055-03-20 Fixed 5.64800000 N N N N N N HERC HOLDINGS ESCR 7% 06/15/30 N/A 42703NAA9 50000.00000000 PA USD 51511.28000000 0.003283595225 Long DBT CORP US Y 2 2030-06-15 Fixed 7.00000000 N N N N N N ACCENTURE CAPIT 4.25% 10/04/31 N/A 00440KAC7 525000.00000000 PA USD 515495.93000000 0.032860374939 Long DBT CORP US N 2 2031-10-04 Fixed 4.25000000 N N N N N N CISCO SYSTEMS I 4.95% 02/26/31 549300LKFJ962MZ46593 17275RBS0 205000.00000000 PA USD 209110.41000000 0.013329778328 Long DBT CORP US N 2 2031-02-26 Fixed 4.95000000 N N N N N N US TIPS 0.75% 02/15/45 N/A 912810RL4 2112016.55000000 PA USD 1525316.37000000 0.097231549082 Long DBT UST US N 2 2045-02-15 Fixed 0.75000000 N N N N N N CENCORA INC 4.85% 12/15/29 AI8GXW8LG5WK7E9UD086 03073EAW5 470000.00000000 PA USD 473616.38000000 0.030190755966 Long DBT CORP US N 2 2029-12-15 Fixed 4.85000000 N N N N N N FHS 386 C14 2.5% 03/15/52 N/A 31325YB31 749794.73000000 PA USD 119803.58000000 0.007636899398 Long ABS-CBDO CORP US N 2 2052-03-15 Fixed 2.50000000 N N N N N N T/L MITCHELL INTER 0% 06/17/32 N/A N/A 55000.00000000 PA USD 53418.75000000 0.003405187221 Long LON CORP US N 2 2032-06-17 Variable 9.57681000 N N N N N N CLEAR CHANNEL 7.875% 04/01/30 254900XBEE6V1ENYS150 18453HAF3 40000.00000000 PA USD 40525.64000000 0.002583313751 Long DBT CORP US Y 2 2030-04-01 Fixed 7.87500000 N N N N N N NVIDIA CORP 2.85% 04/01/30 549300S4KLFTLO7GSQ80 67066GAF1 100000.00000000 PA USD 94072.32000000 0.005996655893 Long DBT CORP US N 2 2030-04-01 Fixed 2.85000000 N N N N N N ENTERPRISE PRODU 3.3% 02/15/53 N/A 29379VCB7 95000.00000000 PA USD 60666.46000000 0.003867193717 Long DBT CORP US N 2 2053-02-15 Fixed 3.30000000 N N N N N N SHELL FINANCE U 3.25% 04/06/50 N/A 822905AG0 315000.00000000 PA USD 208595.69000000 0.013296967415 Long DBT CORP US N 2 2050-04-06 Fixed 3.25000000 N N N N N N PENSKE TRUCK LE 5.75% 05/24/26 N/A 709599BU7 35000.00000000 PA USD 35296.37000000 0.002249973054 Long DBT CORP US Y 2 2026-05-24 Fixed 5.75000000 N N N N N N GE HEALTHCARE 5.905% 11/22/32 549300OI9J7XOWZMUN85 36267VAK9 225000.00000000 PA USD 236217.07000000 0.015057696939 Long DBT CORP US N 2 2032-11-22 Fixed 5.90500000 N N N N N N SONIC AUTOMOTI 4.625% 11/15/29 549300NTLRGJ2JCBZU03 83545GBD3 60000.00000000 PA USD 57314.09000000 0.003653496326 Long DBT CORP US Y 2 2029-11-15 Fixed 4.62500000 N N N N N N UMBS P#QB9896 2% 03/01/51 N/A 3133AG7H6 585708.79000000 PA USD 458272.88000000 0.029212681972 Long ABS-MBS USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N BERKSHIRE HATHA 5.95% 05/15/37 N/A 59562VAP2 1100000.00000000 PA USD 1148457.68000000 0.073208628372 Long DBT CORP US N 2 2037-05-15 Fixed 5.95000000 N N N N N N MOVIDA EUROPE S 7.85% 04/11/29 N/A 62459LAC3 200000.00000000 PA USD 178197.11000000 0.011359204810 Long DBT CORP LU Y 2 2029-04-11 Fixed 7.85000000 N N N N N N US TREAS BDS 4.625% 11/15/44 N/A 912810UF3 3155000.00000000 PA USD 3030278.91000000 0.193165639840 Long DBT UST US N 2 2044-11-15 Fixed 4.62500000 N N N N N N NISOURCE INC 5.35% 04/01/34 549300D8GOWWH0SJB189 65473PAQ8 225000.00000000 PA USD 225733.78000000 0.014389437851 Long DBT CORP US N 2 2034-04-01 Fixed 5.35000000 N N N N N N SELECT MEDICAL 6.25% 12/01/32 N/A 816196AV1 100000.00000000 PA USD 99105.05000000 0.006317468115 Long DBT CORP US Y 2 2032-12-01 Fixed 6.25000000 N N N N N N AI CANDELARIA - 5.75% 06/15/33 N/A 00870WAA4 250000.00000000 PA USD 209547.50000000 0.013357640704 Long DBT CORP ES Y 2 2033-06-15 Fixed 5.75000000 N N N N N N WELLS FARGO & COM V/R 04/04/51 PBLD0EJDB5FWOLXP3B76 95000U2M4 195000.00000000 PA USD 171100.17000000 0.010906809173 Long DBT CORP US N 2 2051-04-04 Variable 5.01300000 N N N N N N GNMA II P#MA1375 3.5% 10/20/43 N/A 36179NQ43 371788.55000000 PA USD 340216.61000000 0.021687165144 Long ABS-MBS USGSE US N 2 2043-10-20 Fixed 3.50000000 N N N N N N WILLIAMS COMPAN 5.65% 03/15/33 D71FAKCBLFS2O0RBPG08 969457CJ7 65000.00000000 PA USD 66555.64000000 0.004242600489 Long DBT CORP US N 2 2033-03-15 Fixed 5.65000000 N N N N N N PATTERSON-UTI E 7.15% 10/01/33 254900XGFBKIXD6G0697 703481AD3 265000.00000000 PA USD 264682.03000000 0.016872200611 Long DBT CORP US N 2 2033-10-01 Fixed 7.15000000 N N N N N N T/L COMMSCOPE INC 0% 12/17/29 N/A N/A 55400.78000000 PA USD 55877.78000000 0.003561938503 Long LON CORP US N 2 2029-12-17 Variable 9.57681000 N N N N N N UMBS P#FS1463 4% 05/01/51 N/A 3140XGTV1 4097587.86000000 PA USD 3820545.93000000 0.243541344221 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 4.00000000 N N N N N N BSPRT 2021-FL6 A V/R 03/15/36 N/A 05601HAA2 18199.92000000 PA USD 18195.54000000 0.001159877763 Long ABS-CBDO CORP KY Y 2 2036-03-15 Variable 5.54319000 N N N N N N CVS HEALTH COR 1.875% 02/28/31 549300EJG376EN5NQE29 126650DQ0 265000.00000000 PA USD 222646.65000000 0.014192648229 Long DBT CORP US N 2 2031-02-28 Fixed 1.87500000 N N N N N N US TREAS BDS 3.875% 02/15/43 N/A 912810TQ1 33950000.00000000 PA USD 29820300.95000000 1.900900109962 Long DBT UST US N 2 2043-02-15 Fixed 3.87500000 N N N N N N HUNTINGTON BANCSH V/R 01/15/31 549300XTVCVV9I7B5T19 446150BE3 88000.00000000 PA USD 88953.05000000 0.005670327164 Long DBT CORP US N 2 2031-01-15 Variable 5.27200000 N N N N N N US TIPS 1.75% 01/15/34 N/A 91282CJY8 3365920.45000000 PA USD 3307588.61000000 0.210842793404 Long DBT UST US N 2 2034-01-15 Fixed 1.75000000 N N N N N N ROCC 2024-CNT 5.388% 11/13/29 N/A 74970WAA8 174000.00000000 PA USD 176195.81000000 0.011231631604 Long ABS-CBDO CORP US Y 2 2041-11-13 Fixed 5.38834000 N N N N N N KCOT 2024-1A A 5.19% 11/15/27 N/A 50117BAC4 3350000.00000000 PA USD 3390359.46000000 0.216119035187 Long ABS-CBDO CORP US Y 2 2028-07-17 Fixed 5.19000000 N N N N N N US TREAS BDS 3.625% 02/15/44 N/A 912810RE0 6715000.00000000 PA USD 5634566.98000000 0.359176421788 Long DBT UST US N 2 2044-02-15 Fixed 3.62500000 N N N N N N OUTFRONT MEDIA 7.375% 02/15/31 N/A 69007TAG9 55000.00000000 PA USD 58082.92000000 0.003702505524 Long DBT CORP US Y 2 2031-02-15 Fixed 7.37500000 N N N N N N BALTIMORE GAS & 5.45% 06/01/35 N/A 059165ET3 185000.00000000 PA USD 186239.88000000 0.011871892539 Long DBT CORP US N 2 2035-06-01 Fixed 5.45000000 N N N N N N MORGAN STANLEY V/R 01/15/31 IGJSJL3JD5P30I6NJZ34 61748UAE2 15000.00000000 PA USD 15221.60000000 0.000970303457 Long DBT CORP US N 2 2031-01-15 Variable 5.23000000 N N N N N N CENTENE CORP 2.5% 03/01/31 549300Z7JJ4TQSQGT333 15135BAX9 105000.00000000 PA USD 89153.17000000 0.005683083847 Long DBT CORP US N 2 2031-03-01 Fixed 2.50000000 N N N N N N STAR 2021-6 A1 V/R 11/25/66 N/A 85573RAA6 763106.45000000 PA USD 670429.77000000 0.042736658682 Long ABS-CBDO CORP US Y 2 2066-11-25 Variable 1.92000000 N N N N N N BP CAP MARKETS 4.812% 02/13/33 N/A 10373QBU3 2920000.00000000 PA USD 2866027.75000000 0.182695421963 Long DBT CORP US N 2 2033-02-13 Fixed 4.81200000 N N N N N N HUMANA INC 5.375% 04/15/31 529900YLDW34GJAO4J06 444859CA8 30000.00000000 PA USD 30192.47000000 0.001924624088 Long DBT CORP US N 2 2031-04-15 Fixed 5.37500000 N N N N N N COX COMMUNICATI 5.95% 09/01/54 N/A 224044CV7 205000.00000000 PA USD 185665.16000000 0.011835256916 Long DBT CORP US Y 2 2054-09-01 Fixed 5.95000000 N N N N N N UMBS P#BU7899 2.5% 01/01/52 N/A 3140M9X51 437779.77000000 PA USD 360986.47000000 0.023011143370 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N UMBS P#BS1636 2.25% 04/01/33 N/A 3140LBZA4 225065.00000000 PA USD 192052.43000000 0.012242414518 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 2.25000000 N N N N N N COMISION FEDERA 6.45% 01/24/35 N/A 200447AP5 200000.00000000 PA USD 192426.48000000 0.012266258399 Long DBT CORP MX Y 2 2035-01-24 Fixed 6.45000000 N N N N N N T/L SABRE GLBL 0% 12/17/27 N/A N/A 10527.45000000 PA USD 10224.79000000 0.000651780961 Long LON CORP US N 2 2027-12-17 Variable 7.94129000 N N N N N N GUARDIAN LIFE 4.798% 04/28/30 635400NHILJ5JEKILC36 40139LBK8 141000.00000000 PA USD 142086.49000000 0.009057327252 Long DBT CORP US Y 2 2030-04-28 Fixed 4.79800000 N N N N N N GNMA II P#MA5528 4% 10/20/48 N/A 36179UD90 490849.16000000 PA USD 454252.32000000 0.028956390697 Long ABS-MBS USGSE US N 2 2048-10-20 Fixed 4.00000000 N N N N N N WEATHERFORD IN 8.625% 04/30/30 N/A 947075AU1 50000.00000000 PA USD 50788.20000000 0.003237502368 Long DBT CORP US Y 2 2030-04-30 Fixed 8.62500000 N N N N N N REPUBLIC OF GUAT 4.5% 05/03/26 N/A P5015VAF3 200000.00000000 PA USD 197770.00000000 0.012606881982 Long DBT USGA GT N 2 2026-05-03 Fixed 4.50000000 N N N N N N HPA 2021-1 E 2.577% 09/17/29 N/A 437300AJ5 740090.48000000 PA USD 630573.44000000 0.040196010209 Long ABS-CBDO CORP US Y 2 2041-09-17 Fixed 2.57700000 N N N N N N O'REILLY AUTOMOTIV 5% 08/19/34 549300K2RLMQL149Q332 67103HAN7 204000.00000000 PA USD 199115.00000000 0.012692619233 Long DBT CORP US N 2 2034-08-19 Fixed 5.00000000 N N N N N N BANK OF AMERICA C V/R 09/21/36 9DJT3UXIJIZJI4WXO774 06051GKC2 335000.00000000 PA USD 280035.97000000 0.017850940104 Long DBT CORP US N 2 2036-09-21 Variable 2.48200000 N N N N N N AMERICAN NATION 5.75% 10/01/29 549300RK5RZQ740FPL83 025676AN7 75000.00000000 PA USD 76276.59000000 0.004862264085 Long DBT CORP US N 2 2029-10-01 Fixed 5.75000000 N N N N N N BX 2021-VOLT E V/R 09/15/23 N/A 05609VAN5 100000.00000000 PA USD 99250.00000000 0.006326707977 Long ABS-CBDO CORP US Y 2 2036-09-15 Variable 6.44320000 N N N N N N UMBS P#FS3621 2.5% 11/01/51 N/A 3140XKAX8 571104.29000000 PA USD 470679.65000000 0.030003553617 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N WELLS FARGO & COM V/R 01/24/31 PBLD0EJDB5FWOLXP3B76 95000U3P6 225000.00000000 PA USD 228350.53000000 0.014556243020 Long DBT CORP US N 2 2031-01-24 Variable 5.24400000 N N N N N N MORGAN STANLEY V/R 10/20/32 IGJSJL3JD5P30I6NJZ34 61747YEH4 65000.00000000 PA USD 55967.69000000 0.003567669831 Long DBT CORP US N 2 2032-10-20 Variable 2.51100000 N N N N N N VENTURE GLOBAL P 7.5% 05/01/33 549300TKP4I6OJ02BF90 922966AA4 15000.00000000 PA USD 15666.72000000 0.000998677706 Long DBT CORP US Y 2 2033-05-01 Fixed 7.50000000 N N N N N N UMBS P#CA8933 2% 02/01/51 N/A 3140QG4T1 399358.14000000 PA USD 315195.09000000 0.020092164134 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N UMBS P#RA6332 2% 11/01/51 N/A 3133KNA94 172759.76000000 PA USD 135992.18000000 0.008668844434 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 2.00000000 N N N N N N CAPITAL ONE FINAN V/R 01/30/36 ZUE8T73ROZOF6FLBAR73 14040HDJ1 110000.00000000 PA USD 109180.84000000 0.006959751047 Long DBT CORP US N 2 2036-01-30 Variable 6.18300000 N N N N N N HOLCIM FINANCE 4.95% 04/07/30 N/A 43475RAC0 68000.00000000 PA USD 68436.54000000 0.004362498776 Long DBT CORP US Y 2 2030-04-07 Fixed 4.95000000 N N N N N N NATIONSTAR MTG 5.75% 11/15/31 N/A 63861CAE9 145000.00000000 PA USD 145227.51000000 0.009257552101 Long DBT CORP US Y 2 2031-11-15 Fixed 5.75000000 N N N N N N UMBS P#BR1339 2% 02/01/51 N/A 3140KYPZ1 1312312.78000000 PA USD 1038470.15000000 0.066197454735 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N RMLT 2020-1 M1 V/R 01/26/60 N/A 76119CAD3 3100000.00000000 PA USD 3000614.00000000 0.191274645152 Long ABS-CBDO CORP US Y 2 2060-01-26 Variable 3.24200000 N N N N N N CENTENE CORP 2.625% 08/01/31 549300Z7JJ4TQSQGT333 15135BAZ4 850000.00000000 PA USD 719963.86000000 0.045894217598 Long DBT CORP US N 2 2031-08-01 Fixed 2.62500000 N N N N N N AETHON UN/AETHIN 7.5% 10/01/29 N/A 00810GAD6 105000.00000000 PA USD 107600.75000000 0.006859027943 Long DBT CORP US Y 2 2029-10-01 Fixed 7.50000000 N N N N N N UMBS P#CA6614 3% 08/01/50 N/A 3140QEK43 187588.95000000 PA USD 160309.50000000 0.010218956096 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N UMBS P#FS5947 5.5% 07/01/53 N/A 3140XMTD8 6799891.68000000 PA USD 6817692.71000000 0.434594970850 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.50000000 N N N N N N G2SF 30YR TBA 2.5% JUN 25 N/A 21H022663 3170000.00000000 PA USD 2655206.33000000 0.169256575013 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 2.50000000 N N N N N N RAST 2005-A8CB A6 5% 07/25/35 N/A 45660LSU4 3273094.78000000 PA USD 1698600.03000000 0.108277545193 Long ABS-CBDO CORP US N 2 2035-07-25 Fixed 5.00000000 N N N N N N UMBS P#SB8046 3% 05/01/35 N/A 3132D55F5 398913.41000000 PA USD 377922.12000000 0.024090709234 Long ABS-MBS USGA US N 2 2035-05-01 Fixed 3.00000000 N N N N N N NEXTERA ENERGY C 5.3% 03/15/32 N/A 65339KDK3 154000.00000000 PA USD 156599.67000000 0.009982472357 Long DBT CORP US N 2 2032-03-15 Fixed 5.30000000 N N N N N N FHS 303 C10 3.5% 01/15/33 N/A 31325UD86 596661.05000000 PA USD 50085.27000000 0.003192693977 Long ABS-CBDO CORP US N 2 2033-01-15 Fixed 3.50000000 N N N N N N JPMBB 2016-C1 3.576% 01/15/26 N/A 46645LAY3 529000.00000000 PA USD 523778.14000000 0.033388325811 Long ABS-CBDO CORP US N 2 2049-03-17 Fixed 3.57610000 N N N N N N BMARK 2020-B22 X V/R 09/15/30 N/A 08163BBF7 2346474.63000000 PA USD 155923.24000000 0.009939353213 Long ABS-CBDO CORP US N 2 2054-01-15 Variable 1.50187700 N N N N N N PARAMOUNT GLOBA 4.95% 01/15/31 5KYC8KF17ROCY24M3H09 92556HAB3 18000.00000000 PA USD 17427.53000000 0.001110920837 Long DBT CORP US N 2 2031-01-15 Fixed 4.95000000 N N N N N N GCI LLC 4.75% 10/15/28 N/A 36166TAB6 135000.00000000 PA USD 126969.15000000 0.008093669866 Long DBT CORP US Y 2 2028-10-15 Fixed 4.75000000 N N N N N N ROMANIA 3.625% 03/27/32 N/A X7360WCA8 1130000.00000000 PA USD 944529.45000000 0.060209188980 Long DBT USGA RO N 2 2032-03-27 Fixed 3.62500000 N N N N N N CAPITAL ONE FINAN V/R 10/30/31 ZUE8T73ROZOF6FLBAR73 14040HDC6 800000.00000000 PA USD 892193.93000000 0.056873052437 Long DBT CORP US N 2 2031-10-30 Variable 7.62400000 N N N N N N FSRIA 2021-FL2 A V/R 05/16/38 N/A 30319YAA6 264972.15000000 PA USD 264135.08000000 0.016837335191 Long ABS-CBDO CORP US Y 2 2038-05-16 Variable 5.66315000 N N N N N N UMBS P#RA2977 2.5% 07/01/50 N/A 3133KJJW3 925398.20000000 PA USD 765908.73000000 0.048822981079 Long ABS-MBS USGA US N 2 2050-07-01 Fixed 2.50000000 N N N N N N KTAMA 2023-1A D V/R 10/20/36 N/A 48585JAJ9 1000000.00000000 PA USD 1011626.10000000 0.064486276243 Long ABS-CBDO CORP JE Y 2 2036-10-20 Variable 9.51947000 N N N N N N BIOGEN INC 5.75% 05/15/35 W8J5WZB5IY3K0NDQT671 09062XAL7 265000.00000000 PA USD 266784.20000000 0.017006203792 Long DBT CORP US N 2 2035-05-15 Fixed 5.75000000 N N N N N N CAS 2024-R02 1M2 V/R 02/25/44 N/A 20754GAE0 230000.00000000 PA USD 232108.36000000 0.014795786527 Long ABS-CBDO CORP US Y 2 2044-02-25 Variable 6.12197000 N N N N N N CROWN CASTLE INC 3.8% 02/15/28 54930012H97VSM0I2R19 22822VAK7 45000.00000000 PA USD 43961.83000000 0.002802354262 Long DBT CORP US N 2 2028-02-15 Fixed 3.80000000 N N N N N N GCAT 2021-NQM7 A V/R 12/25/25 N/A 36167YAA6 326065.68000000 PA USD 300751.11000000 0.019171430195 Long ABS-CBDO CORP US Y 2 2066-08-25 Variable 1.91500000 N N N N N N AT&T INC 2.25% 02/01/32 549300Z40J86GGSTL398 00206RKH4 2308000.00000000 PA USD 1958176.81000000 0.124824310784 Long DBT CORP US N 2 2032-02-01 Fixed 2.25000000 N N N N N N COMCAST CORP 2.887% 11/01/51 51M0QTTNCGUN7KFCFZ59 20030NDS7 375000.00000000 PA USD 222527.36000000 0.014185044067 Long DBT CORP US N 2 2051-11-01 Fixed 2.88700000 N N N N N N FORDL 2024-B A 4.99% 12/15/26 N/A 345279AD5 5800000.00000000 PA USD 5833643.48000000 0.371866586833 Long ABS-CBDO CORP US N 2 2027-12-15 Fixed 4.99000000 N N N N N N GSMS 2018-TWR G V/R 07/15/21 N/A 36251SAU2 400000.00000000 PA USD 32040.00000000 0.002042395200 Long ABS-CBDO CORP US Y 2 2031-07-15 Variable 8.55066000 N N N N N N EMBARQ CORP 7.995% 06/01/36 N/A 29078EAA3 60000.00000000 PA USD 28200.00000000 0.001797613752 Long DBT CORP US N 2 2036-06-01 Fixed 7.99500000 N N N N N N UNITEDHEALTH G 5.375% 04/15/54 549300GHBMY8T5GXDE41 91324PFC1 385000.00000000 PA USD 346532.59000000 0.022089778354 Long DBT CORP US N 2 2054-04-15 Fixed 5.37500000 N N N N N N MATADOR RESOURCE 6.5% 04/15/32 549300CI3Q2UUK5R4G79 576485AG1 90000.00000000 PA USD 88122.28000000 0.005617369590 Long DBT CORP US Y 2 2032-04-15 Fixed 6.50000000 N N N N N N NLT 2021-INV1 A1 V/R 05/25/56 N/A 62923JAA0 790837.45000000 PA USD 683414.28000000 0.043564358461 Long ABS-CBDO CORP US Y 2 2056-05-25 Variable 1.18500000 N N N N N N SCRT 2019-1 MT 3.5% 07/25/58 N/A 35563PJE0 453924.86000000 PA USD 401763.36000000 0.025610473096 Long ABS-CBDO CORP US N 2 2058-07-25 Fixed 3.50000000 N N N N N N BAT CAPITAL COR 4.54% 08/15/47 N/A 05526DBF1 187000.00000000 PA USD 147618.70000000 0.009409978911 Long DBT CORP US N 2 2047-08-15 Fixed 4.54000000 N N N N N N HSBC HOLDINGS PLC V/R 03/03/31 MLU0ZO3ML4LN2LL2TL39 404280ER6 430000.00000000 PA USD 431093.00000000 0.027480095941 Long DBT CORP GB N 2 2031-03-03 Variable 5.13000000 N N N N N N VIRGINIA ELEC & 5.55% 08/15/54 N/A 927804GS7 73000.00000000 PA USD 68222.19000000 0.004348834999 Long DBT CORP US N 2 2054-08-15 Fixed 5.55000000 N N N N N N EQUITABLE HOLDI 4.35% 04/20/28 549300FIBAKMNHPZ4009 054561AJ4 80000.00000000 PA USD 79458.96000000 0.005065124797 Long DBT CORP US N 2 2028-04-20 Fixed 4.35000000 N N N N N N VOLT 2021-NPL6 A V/R 03/25/24 N/A 91835EAA7 346695.15000000 PA USD 346154.34000000 0.022065666744 Long ABS-CBDO CORP US Y 2 2051-04-25 Variable 6.23950000 N N N N N N DOMINION ENERGY 4.6% 05/15/28 ILUL7B6Z54MRYCF6H308 25746UDY2 160000.00000000 PA USD 160402.45000000 0.010224881209 Long DBT CORP US N 2 2028-05-15 Fixed 4.60000000 N N N N N N GSTNE 2021-FL3 A V/R 07/15/39 N/A 39809PAA3 242964.70000000 PA USD 242825.09000000 0.015478926287 Long ABS-CBDO CORP KY Y 2 2039-07-15 Variable 5.46319000 N N N N N N APH/APH2/APH3/ 7.875% 11/01/29 N/A 00188QAA4 35000.00000000 PA USD 34629.36000000 0.002207454389 Long DBT CORP US Y 2 2029-11-01 Fixed 7.87500000 N N N N N N EFMT 2021-1 A1 V/R 02/25/66 N/A 31574XAA6 71200.93000000 PA USD 60243.16000000 0.003840210387 Long ABS-CBDO CORP US Y 2 2066-02-25 Variable 0.79700000 N N N N N N GNMA II P#MA7883 3.5% 02/20/52 N/A 36179WXL7 3897534.21000000 PA USD 3481105.91000000 0.221903682937 Long ABS-MBS USGSE US N 2 2052-02-20 Fixed 3.50000000 N N N N N N PENNYMAC FIN S 6.875% 05/15/32 549300W1D516HBDEU871 70932MAG2 35000.00000000 PA USD 35164.50000000 0.002241566979 Long DBT CORP US Y 2 2032-05-15 Fixed 6.87500000 N N N N N N SREIT 2021-MFP C V/R 11/15/26 N/A 78472UAE8 109049.40000000 PA USD 108640.46000000 0.006925304432 Long ABS-CBDO CORP US Y 2 2038-11-15 Variable 5.77219000 N N N N N N SEASPAN CORP 5.5% 08/01/29 N/A 81254UAK2 70000.00000000 PA USD 64550.42000000 0.004114777402 Long DBT CORP HK Y 2 2029-08-01 Fixed 5.50000000 N N N N N N UMBS P#AL6942 2.5% 06/01/30 N/A 3138EPWC4 57339.71000000 PA USD 55392.55000000 0.003531007435 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 2.50000000 N N N N N N AGREE LP 5.625% 06/15/34 N/A 008513AE3 110000.00000000 PA USD 110925.75000000 0.007070980629 Long DBT CORP US N 2 2034-06-15 Fixed 5.62500000 N N N N N N SIX FLAGS/CANAD 5.25% 07/15/29 N/A 150190AE6 60000.00000000 PA USD 58252.60000000 0.003713321804 Long DBT CORP US N 2 2029-07-15 Fixed 5.25000000 N N N N N N UMBS P#FS2598 3% 05/01/52 N/A 3140XH3G0 407432.87000000 PA USD 349973.62000000 0.022309127391 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N TENET HEALTHCA 6.125% 06/15/30 0W9AIBT6U6ADJ2I8HK17 88033GDQ0 120000.00000000 PA USD 121175.80000000 0.007724371793 Long DBT CORP US N 2 2030-06-15 Fixed 6.12500000 N N N N N N UMBS P#BQ1150 2.5% 10/01/50 N/A 3140KLH47 83886.04000000 PA USD 69334.72000000 0.004419753412 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N GGAM FINANCE L 6.875% 04/15/29 N/A 36170JAD8 105000.00000000 PA USD 106962.45000000 0.006818339402 Long DBT CORP IE Y 2 2029-04-15 Fixed 6.87500000 N N N N N N UMBS P#CB2436 3% 12/01/51 N/A 3140QMV68 181831.10000000 PA USD 156125.64000000 0.009952255235 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N BATLN 2017-11A A V/R 04/24/34 N/A 07132LAL3 1000000.00000000 PA USD 1000764.10000000 0.063793876222 Long ABS-CBDO CORP KY Y 2 2034-04-24 Variable 5.68679000 N N N N N N UMBS P#RB5111 2% 05/01/41 N/A 3133KYVC0 509631.19000000 PA USD 430555.96000000 0.027445862235 Long ABS-MBS USGA US N 2 2041-05-01 Fixed 2.00000000 N N N N N N CITIGROUP INC V/R 05/07/31 6SHGI4ZSSLCXXQSBB395 172967QA2 565000.00000000 PA USD 564614.34000000 0.035991436263 Long DBT CORP US N 2 2031-05-07 Variable 4.95200000 N N N N N N UMBS P#CB0609 2.5% 05/01/51 N/A 3140QKVB1 815765.21000000 PA USD 674602.94000000 0.043002678107 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N SIEMENS FUNDING 4.6% 05/28/30 213800CCRGH2TO338X64 82622RAC0 300000.00000000 PA USD 300478.76000000 0.019154069198 Long DBT CORP NL Y 2 2030-05-28 Fixed 4.60000000 N N N N N N UMBS P#QN6604 2% 06/01/36 N/A 3133GDKR0 151923.55000000 PA USD 138145.62000000 0.008806115829 Long ABS-MBS USGA US N 2 2036-06-01 Fixed 2.00000000 N N N N N N FHR 5131 IG 3.5% 08/25/51 N/A 3137H1TT3 5701801.02000000 PA USD 1052404.79000000 0.067085720710 Long ABS-CBDO CORP US N 2 2051-08-25 Fixed 3.50000000 N N N N N N APID 2022-41A D1 V/R 10/20/37 N/A 03770CAW5 500000.00000000 PA USD 502194.65000000 0.032012482603 Long ABS-CBDO CORP JE Y 2 2037-10-20 Variable 7.26947000 N N N N N N UMBS P#FS1621 2% 07/01/51 N/A 3140XGYT0 131385.29000000 PA USD 102880.83000000 0.006558155847 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.00000000 N N N N N N CD 2017-CD4 XA V/R 04/10/27 N/A 12515DAS3 15318342.55000000 PA USD 256779.84000000 0.016368474178 Long ABS-CBDO CORP US N 2 2050-05-10 Variable 1.21621700 N N N N N N SWTCH 2024-2A B 6.2% 06/25/29 N/A 871044AG8 1000000.00000000 PA USD 1004049.50000000 0.064003304599 Long ABS-CBDO CORP US Y 2 2054-06-25 Fixed 6.20000000 N N N N N N GSMS 2021-IP C V/R 10/15/23 N/A 36262MAE8 200000.00000000 PA USD 198500.00000000 0.012653415955 Long ABS-CBDO CORP US Y 2 2036-10-15 Variable 5.99348000 N N N N N N FIDEICOMISO PA 8.25% 01/15/35 549300HPHEJ3B6YD5H05 P40689AA2 160900.00000000 PA USD 161302.25000000 0.010282239112 Long DBT CORP CO N 2 2035-01-15 Fixed 8.25000000 N N N N N N UMBS P#FS8152 6% 06/01/54 N/A 3140XQBW6 3025211.76000000 PA USD 3077295.14000000 0.196162697345 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.00000000 N N N N N N US TREAS NTS 3.75% 04/30/27 N/A 91282CMY4 615000.00000000 PA USD 613102.15000000 0.039082299883 Long DBT UST US N 2 2027-04-30 Fixed 3.75000000 N N N N N N UMBS P#AT7623 3% 06/01/43 N/A 3138WVPH8 5542939.60000000 PA USD 4928116.57000000 0.314143621338 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.00000000 N N N N N N FNMA 30YR TBA 4.5% JUN 25 N/A 01F042665 -1000.00000000 PA USD -943.05000000 -0.00006011488 Short ABS-MBS USGA US N 2 2055-06-01 Fixed 4.50000000 N N N N N N UMBS P#FM5423 2.5% 01/01/51 N/A 3140X9AZ8 272045.47000000 PA USD 224856.09000000 0.014333489354 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.50000000 N N N N N N T/L ALLIED UNIVER ZCP 05/12/28 N/A 01957TAH0 58899.33000000 PA USD 58954.70000000 0.003758077287 Long LON CORP US N 2 2028-05-12 Variable 8.17681000 N N N N N N MHC 2021-MHC A V/R 04/15/26 N/A 55316VAA2 12339.30000000 PA USD 12331.59000000 0.000786079282 Long ABS-CBDO CORP US Y 2 2038-04-15 Variable 5.24444200 N N N N N N FNMA 30YR TBA 7.0% JUN 25 N/A 01F070666 1025000.00000000 PA USD 1069785.21000000 0.068193638512 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 7.00000000 N N N N N N ITC HOLDINGS CO 2.95% 05/14/30 N/A 465685AQ8 220000.00000000 PA USD 202186.42000000 0.012888407419 Long DBT CORP US Y 2 2030-05-14 Fixed 2.95000000 N N N N N N T/L REALPAGE INC 0% 04/24/28 N/A N/A 35000.00000000 PA USD 34967.10000000 0.002228983682 Long LON CORP US N 2 2028-04-24 Variable 8.04917000 N N N N N N SDCP 2024-1 A2 6% 04/20/29 N/A 78520EAG1 165000.00000000 PA USD 166749.81000000 0.010629494742 Long ABS-CBDO CORP US Y 2 2049-04-20 Fixed 6.00000000 N N N N N N ALCON FINANCE C 2.75% 09/23/26 N/A 01400EAA1 490000.00000000 PA USD 477005.77000000 0.030406813203 Long DBT CORP US Y 2 2026-09-23 Fixed 2.75000000 N N N N N N TCN 2023-SFR1 A 5.1% 07/17/28 N/A 89616WAA6 379329.96000000 PA USD 379448.54000000 0.024188011134 Long ABS-CBDO CORP US Y 2 2040-07-17 Fixed 5.10000000 N N N N N N BUILDERS FIRSTS 6.75% 05/15/35 549300W0SKP6L3H7DP63 12008RAT4 50000.00000000 PA USD 50284.50000000 0.003205393927 Long DBT CORP US Y 2 2035-05-15 Fixed 6.75000000 N N N N N N FHR 5018 LW 1% 10/25/40 N/A 3137FXBZ0 307984.84000000 PA USD 247564.10000000 0.015781015278 Long ABS-CBDO CORP US N 2 2040-10-25 Fixed 1.00000000 N N N N N N GNMA II 30 YR TBA 2% OCT 25 N/A 21H020667 2980000.00000000 PA USD 2393153.16000000 0.152551951525 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 2.00000000 N N N N N N GENUINE PARTS C 4.95% 08/15/29 549300D46DQVEU651W04 372460AF2 145000.00000000 PA USD 146296.21000000 0.009325676563 Long DBT CORP US N 2 2029-08-15 Fixed 4.95000000 N N N N N N UMBS P#FS2451 4% 05/01/49 N/A 3140XHWM5 131411.92000000 PA USD 122726.21000000 0.007823202940 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4.00000000 N N N N N N CHENIERE ENERGY PA 4% 03/01/31 5493005UEC8AZ34LDV29 16411QAK7 157000.00000000 PA USD 147108.03000000 0.009377426165 Long DBT CORP US N 2 2031-03-01 Fixed 4.00000000 N N N N N N AOMT 2020-R1 A1 V/R 12/25/24 N/A 034651AA7 177830.45000000 PA USD 168633.49000000 0.010749570241 Long ABS-CBDO CORP US Y 2 2053-04-25 Variable 0.99000000 N N N N N N TARGA RESOURCES 5.5% 02/15/35 5493003QENHHS261UR94 87612GAK7 61000.00000000 PA USD 59678.17000000 0.003804195004 Long DBT CORP US N 2 2035-02-15 Fixed 5.50000000 N N N N N N ARTERA SERVICES 8.5% 02/15/31 N/A 04302XAA2 15000.00000000 PA USD 12747.04000000 0.000812562213 Long DBT CORP US Y 2 2031-02-15 Fixed 8.50000000 N N N N N N BELL CANADA V/R 09/15/55 5493000G3EFX9S7TDE29 0778FPAP4 92000.00000000 PA USD 92594.67000000 0.005902462845 Long DBT CORP CA N 2 2055-09-15 Variable 6.87500000 N N N N N N IRV 2025-200P A V/R 02/14/35 N/A 45006HAA9 1150000.00000000 PA USD 1141436.18000000 0.072761041671 Long ABS-CBDO CORP US Y 2 2047-03-14 Variable 5.29459000 N N N N N N DANA INC 5.375% 11/15/27 KVWHW7YLZPFJM8QYNJ51 235825AF3 45000.00000000 PA USD 44849.96000000 0.002858968259 Long DBT CORP US N 2 2027-11-15 Fixed 5.37500000 N N N N N N CNX RESOURCES CORP 6% 01/15/29 549300JK3KH8PWM3B226 12653CAJ7 70000.00000000 PA USD 69491.11000000 0.004429722518 Long DBT CORP US Y 2 2029-01-15 Fixed 6.00000000 N N N N N N T/L MINIMAX VIK 0% 02/20/32 N/A N/A 25000.00000000 PA USD 25000.00000000 0.001593629213 Long LON CORP DE N 2 2032-02-20 Variable 6.57681000 N N N N N N GNMA II P#MA8268 4.5% 09/20/52 N/A 36179XFH4 244720.02000000 PA USD 232362.77000000 0.014812003936 Long ABS-MBS USGSE US N 2 2052-09-20 Fixed 4.50000000 N N N N N N BX 2024-GPA3 C V/R 12/15/26 N/A 123910AE1 206297.08000000 PA USD 206297.08000000 0.013150442133 Long ABS-CBDO CORP US Y 2 2039-12-15 Variable 6.22069000 N N N N N N BANK OF AMERICA C V/R 02/04/33 9DJT3UXIJIZJI4WXO774 06051GKK4 335000.00000000 PA USD 295268.05000000 0.018821911611 Long DBT CORP US N 2 2033-02-04 Variable 2.97200000 N N N N N N UMBS P#BH5752 3.5% 11/01/47 N/A 3140GUMA2 708279.68000000 PA USD 640862.80000000 0.040851907196 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N CHARTER COMM OPT 2.8% 04/01/31 N/A 161175BU7 60000.00000000 PA USD 52683.11000000 0.003358293726 Long DBT CORP US N 2 2031-04-01 Fixed 2.80000000 N N N N N N UMBS P#SD7569 6% 04/01/54 N/A 3132DVMS1 3002406.58000000 PA USD 3066286.92000000 0.195460976506 Long ABS-MBS USGA US N 2 2054-04-01 Fixed 6.00000000 N N N N N N KROGER CO 5.65% 09/15/64 6CPEOKI6OYJ13Q6O7870 501044DX6 160000.00000000 PA USD 147727.11000000 0.009416889524 Long DBT CORP US N 2 2064-09-15 Fixed 5.65000000 N N N N N N UMBS P#RB0369 2% 12/01/40 N/A 3133KTMS6 79215.65000000 PA USD 67150.47000000 0.004280518027 Long ABS-MBS USGA US N 2 2040-12-01 Fixed 2.00000000 N N N N N N CNX MIDSTREAM P 4.75% 04/15/30 N/A 12654AAA9 125000.00000000 PA USD 115876.00000000 0.007386535149 Long DBT CORP US Y 2 2030-04-15 Fixed 4.75000000 N N N N N N CBAM 2019-10A DR V/R 04/20/32 N/A 12482NAW1 750000.00000000 PA USD 745540.88000000 0.047524629048 Long ABS-CBDO CORP KY Y 2 2032-04-20 Variable 8.03108000 N N N N N N COMM 2022-HC 3.376% 01/10/27 N/A 12659DAG5 300000.00000000 PA USD 275403.30000000 0.017555629774 Long ABS-CBDO CORP US Y 2 2039-01-10 Fixed 3.37600000 N N N N N N CELANESE US HOL 6.75% 04/15/33 N/A 15089QBA1 45000.00000000 PA USD 43796.20000000 0.002791796150 Long DBT CORP US N 2 2033-04-15 Fixed 6.75000000 N N N N N N TARGA RESOURCES 6.5% 03/30/34 5493003QENHHS261UR94 87612GAF8 130000.00000000 PA USD 136694.23000000 0.008713596729 Long DBT CORP US N 2 2034-03-30 Fixed 6.50000000 N N N N N N APA CORP 6.1% 02/15/35 549300VCIWLRHYVSHC79 03743QAQ1 117000.00000000 PA USD 110273.84000000 0.007029424516 Long DBT CORP US Y 2 2035-02-15 Fixed 6.10000000 N N N N N N HSBC HOLDINGS PLC V/R 11/19/30 MLU0ZO3ML4LN2LL2TL39 404280EN5 360000.00000000 PA USD 363575.94000000 0.023176209572 Long DBT CORP GB N 2 2030-11-19 Variable 5.28600000 N N N N N N PUBLIC SERVICE E 4.9% 03/15/30 PUSS41EMO3E6XXNV3U28 744573BA3 435000.00000000 PA USD 437963.99000000 0.027918088356 Long DBT CORP US N 2 2030-03-15 Fixed 4.90000000 N N N N N N US BANCORP V/R 11/03/36 N1GZ7BBF3NP8GI976H15 91159HJB7 3254000.00000000 PA USD 2708764.87000000 0.172670673172 Long DBT CORP US N 2 2036-11-03 Variable 2.49100000 N N N N N N SHELL INTERNATIONA 3% 11/26/51 N/A 822582CL4 20000.00000000 PA USD 12485.57000000 0.000795894763 Long DBT CORP NL N 2 2051-11-26 Fixed 3.00000000 N N N N N N KREF 2021-FL2 A V/R 02/15/39 N/A 48275RAA5 175887.96000000 PA USD 175345.73000000 0.011177443111 Long ABS-CBDO CORP KY Y 2 2039-02-15 Variable 5.51315000 N N N N N N OWENS CORNING 5.7% 06/15/34 JO5M6676RDJIZ2U8X907 690742AP6 143000.00000000 PA USD 145969.05000000 0.009304821693 Long DBT CORP US N 2 2034-06-15 Fixed 5.70000000 N N N N N N US TREAS NTS 4.125% 11/30/29 N/A 91282CMA6 6015000.00000000 PA USD 6060347.45000000 0.386317869609 Long DBT UST US N 2 2029-11-30 Fixed 4.12500000 N N N N N N ONEOK INC 5.85% 11/01/64 2T3D6M0JSY48PSZI1Q41 682680CG6 265000.00000000 PA USD 237237.00000000 0.015122712548 Long DBT CORP US N 2 2064-11-01 Fixed 5.85000000 N N N N N N UMBS P#MA4326 2.5% 05/01/51 N/A 31418DYY2 1211438.53000000 PA USD 992860.32000000 0.063290048434 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N AMERICAN EXPRESS V/R 04/25/31 R4PP93JZOLY261QX3811 025816EF2 930000.00000000 PA USD 940551.88000000 0.059955638110 Long DBT CORP US N 2 2031-04-25 Variable 5.01600000 N N N N N N VENTURE GLOBAL 8.375% 06/01/31 54930011XLBUWMQUC829 92332YAB7 50000.00000000 PA USD 50757.10000000 0.003235519894 Long DBT CORP US Y 2 2031-06-01 Fixed 8.37500000 N N N N N N EXPAND ENERGY C 6.75% 04/15/29 X2MT1W32SPAZ9WSKLE78 92735LAA0 64000.00000000 PA USD 64751.49000000 0.004127594643 Long DBT CORP US Y 2 2029-04-15 Fixed 6.75000000 N N N N N N JPMORGAN CHASE & V/R 10/22/28 8I5DZWZKVSZI1NUHU748 46647PEP7 555000.00000000 PA USD 553860.11000000 0.035305906059 Long DBT CORP US N 2 2028-10-22 Variable 4.50500000 N N N N N N FNA 2020-M15 X1 V/R 09/25/31 N/A 3136B9MX2 9108012.06000000 PA USD 580526.47000000 0.037005757671 Long ABS-CBDO CORP US N 2 2031-09-25 Variable 1.45300000 N N N N N N UMBS P#CB0737 3% 06/01/51 N/A 3140QKZB7 83872.79000000 PA USD 72078.75000000 0.004594672066 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 3.00000000 N N N N N N DPABS 2019-1A 3.668% 10/25/29 N/A 25755TAL4 974400.00000000 PA USD 920543.55000000 0.058680203742 Long ABS-CBDO CORP US Y 2 2049-10-25 Fixed 3.66800000 N N N N N N TRANSDIGM INC 6.375% 05/31/33 N/A 893647BY2 90000.00000000 PA USD 88920.07000000 0.005668224848 Long DBT CORP US Y 2 2033-05-31 Fixed 6.37500000 N N N N N N ACUSHNET CO 7.375% 10/15/28 N/A 005095AA2 65000.00000000 PA USD 67353.46000000 0.004293457659 Long DBT CORP US Y 2 2028-10-15 Fixed 7.37500000 N N N N N N BMARK 2023-B40 X V/R 06/15/33 N/A 08163WAH8 1698072.69000000 PA USD 99859.07000000 0.006365533247 Long ABS-CBDO CORP US Y 2 2056-12-15 Variable 1.17258700 N N N N N N WELLS FARGO & COM V/R 10/23/34 PBLD0EJDB5FWOLXP3B76 95000U3H4 205000.00000000 PA USD 219870.89000000 0.014015706940 Long DBT CORP US N 2 2034-10-23 Variable 6.49100000 N N N N N N ADVANCED DRAIN 6.375% 06/15/30 6QQTOZ5MF5DHM7K92I60 00790RAB0 110000.00000000 PA USD 111349.37000000 0.007097984357 Long DBT CORP US Y 2 2030-06-15 Fixed 6.37500000 N N N N N N GNMA II P#MA8347 4.5% 10/20/52 N/A 36179XHY5 1097514.50000000 PA USD 1042095.55000000 0.066428556469 Long ABS-MBS USGSE US N 2 2052-10-20 Fixed 4.50000000 N N N N N N RADIOLOGY PART 7.775% 01/31/29 549300SFTAG2177WUZ08 75041VAB0 87758.00000000 PA USD 88196.79000000 0.005622119243 Long DBT CORP US Y 2 2029-01-31 Fixed 7.77500000 N N Y N N N UMBS P#BK1983 3.5% 03/01/33 N/A 3140HFFZ7 490955.56000000 PA USD 480887.32000000 0.030654243262 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 3.50000000 N N N N N N BANK OF NY MELLON V/R 07/22/32 WFLLPEPC7FZXENRZV188 06406RBZ9 360000.00000000 PA USD 363902.15000000 0.023197003883 Long DBT CORP US N 2 2032-07-22 Variable 5.06000000 N N N N N N FNR 2018-91 BE 3.5% 12/25/58 N/A 3136B3SL5 499254.88000000 PA USD 446022.33000000 0.028431768598 Long ABS-CBDO CORP US N 2 2058-12-25 Fixed 3.50000000 N N N N N N BSPRT 2021-FL7 B V/R 12/15/38 N/A 05602CAE4 370000.00000000 PA USD 369780.22000000 0.023571702446 Long ABS-CBDO CORP KY Y 2 2038-12-15 Variable 6.49319000 N N N N N N VISTRA OPERATIO 7.75% 10/15/31 N/A 92840VAP7 70000.00000000 PA USD 74223.66000000 0.004731399716 Long DBT CORP US Y 2 2031-10-15 Fixed 7.75000000 N N N N N N MARSH & MCLENNA 4.75% 03/15/39 549300XMP3KDCKJXIU47 571748BH4 105000.00000000 PA USD 97736.94000000 0.006230257712 Long DBT CORP US N 2 2039-03-15 Fixed 4.75000000 N N N N N N VIRGINIA ELEC & 5.65% 03/15/55 N/A 927804GU2 200000.00000000 PA USD 190412.81000000 0.012137896665 Long DBT CORP US N 2 2055-03-15 Fixed 5.65000000 N N N N N N WASTE MANAGEMEN 4.95% 03/15/35 549300YX8JIID70NFS41 94106LCE7 85000.00000000 PA USD 83883.04000000 0.005347138522 Long DBT CORP US N 2 2035-03-15 Fixed 4.95000000 N N N N N N LEVEL 3 FINANCIN 4.5% 04/01/30 N/A 527298CD3 65000.00000000 PA USD 57165.55000000 0.003644027619 Long DBT CORP US Y 2 2030-04-01 Fixed 4.50000000 N N N N N N T-MOBILE USA IN 5.05% 07/15/33 N/A 87264ACY9 90000.00000000 PA USD 89232.84000000 0.005688162425 Long DBT CORP US N 2 2033-07-15 Fixed 5.05000000 N N N N N N PRICOA GLOBAL FU 4.7% 05/28/30 635400IBXEBMD9ADYA79 74153WCW7 150000.00000000 PA USD 150569.51000000 0.009598078791 Long DBT CORP US Y 2 2030-05-28 Fixed 4.70000000 N N N N N N T/L DIRECTV FIN 0% 08/02/27 N/A N/A 10633.07000000 PA USD 10662.52000000 0.000679684134 Long LON CORP US N 2 2027-08-02 Variable 9.54126000 N N N N N N SORT 2022-1A A 5.97% 02/15/27 N/A 12530MAL9 183700.53000000 PA USD 183759.55000000 0.011713783485 Long ABS-CBDO CORP US Y 2 2062-08-15 Fixed 5.97000000 N N N N N N UMBS P#BM3075 3.5% 07/01/32 N/A 3140J7MZ5 157266.25000000 PA USD 154313.00000000 0.009836708192 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 3.50000000 N N N N N N UMBS P#FM3505 2.5% 06/01/50 N/A 3140X63P4 275111.83000000 PA USD 227130.45000000 0.014478468815 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N T/L INEOS US FIN 0% 02/07/31 N/A G4768PAS0 102471.16000000 PA USD 98730.96000000 0.006293621685 Long LON CORP US N 2 2031-02-07 Variable 7.32681000 N N N N N N HSBC HOLDINGS PLC V/R 06/04/31 MLU0ZO3ML4LN2LL2TL39 404280CH0 200000.00000000 PA USD 180311.10000000 0.011493961459 Long DBT CORP GB N 2 2031-06-04 Variable 2.84800000 N N N N N N ARSENAL AIC PARENT 8% 10/01/30 N/A 04288BAB6 40000.00000000 PA USD 42005.16000000 0.002677626003 Long DBT CORP US Y 2 2030-10-01 Fixed 8.00000000 N N N N N N UMBS P#CB0463 2% 05/01/41 N/A 3140QKQR2 104413.51000000 PA USD 88257.55000000 0.005625992399 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 2.00000000 N N N N N N RIO TINTO FIN U 5.75% 03/14/55 N/A 76720AAV8 91000.00000000 PA USD 88472.76000000 0.005639710997 Long DBT CORP GB N 2 2055-03-14 Fixed 5.75000000 N N N N N N ONEMAIN FINANC 7.125% 03/15/26 N/A 85172FAN9 115000.00000000 PA USD 116556.99000000 0.007429944972 Long DBT CORP US N 2 2026-03-15 Fixed 7.12500000 N N N N N N REPUBLIC OF PA 2.252% 09/29/32 N/A 698299BN3 250000.00000000 PA USD 183750.00000000 0.011713174719 Long DBT USGA PA N 2 2032-09-29 Fixed 2.25200000 N N N N N N GNMA 30YR TBA 6% JUN 25 N/A 21H060663 525000.00000000 PA USD 530004.98000000 0.033785256776 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 6.00000000 N N N N N N UMBS P#FS2020 4% 04/01/49 N/A 3140XHG68 805461.95000000 PA USD 744124.31000000 0.047434329555 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 4.00000000 N N N N N N BBCMS 2024-C26 X V/R 05/15/34 N/A 05555AAF2 3678779.19000000 PA USD 270275.12000000 0.017228733076 Long ABS-CBDO CORP US N 2 2057-05-15 Variable 1.01347000 N N N N N N US TREAS BDS 4.5% 11/15/54 N/A 912810UE6 1565000.00000000 PA USD 1460829.69000000 0.093120834796 Long DBT UST US N 2 2054-11-15 Fixed 4.50000000 N N N N N N CSMC 2020-NET 2.256% 08/15/25 N/A 126438AA8 209576.88000000 PA USD 207187.12000000 0.013207177883 Long ABS-CBDO CORP US Y 2 2037-08-15 Fixed 2.25690000 N N N N N N STAPLES INC 10.75% 09/01/29 N/A 855030AQ5 60000.00000000 PA USD 54316.89000000 0.003462439307 Long DBT CORP US Y 2 2029-09-01 Fixed 10.75000000 N N N N N N VIKING CRUISES 5.875% 09/15/27 N/A 92676XAD9 145000.00000000 PA USD 144927.67000000 0.009238438750 Long DBT CORP US Y 2 2027-09-15 Fixed 5.87500000 N N N N N N NAVSL 2023-A A 5.51% 10/15/32 N/A 638961AA0 588317.19000000 PA USD 592677.62000000 0.037780334776 Long ABS-CBDO CORP US Y 2 2071-10-15 Fixed 5.51000000 N N N N N N FNMA 30YR TBA 5.5% JUN 25 N/A 01F052664 3526000.00000000 PA USD 3490427.91000000 0.222497915398 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 5.50000000 N N N N N N ISHARES CORE TOTAL US BOND M N/A 464287226 130897.00000000 NS USD 12840995.70000000 0.818551435114 Long EC PF US N 1 N N N CSC HOLDINGS LLC 6.5% 02/01/29 N/A 126307AZ0 200000.00000000 PA USD 159569.94000000 0.010171812719 Long DBT CORP US Y 2 2029-02-01 Fixed 6.50000000 N N N N N N AJAXM 2021-C A V/R 01/25/61 N/A 009733AA4 181837.05000000 PA USD 181760.13000000 0.011586330120 Long ABS-CBDO CORP US Y 2 2061-01-25 Variable 5.11500000 N N N N N N SUNCOKE ENERGY 4.875% 06/30/29 1KF1J2NXQE2PI0QOB943 86722AAD5 100000.00000000 PA USD 91902.75000000 0.005858356288 Long DBT CORP US Y 2 2029-06-30 Fixed 4.87500000 N N N N N N WESCO DISTRIBU 6.375% 03/15/33 N/A 95081QAS3 35000.00000000 PA USD 35649.71000000 0.002272496772 Long DBT CORP US Y 2 2033-03-15 Fixed 6.37500000 N N N N N N PIKE CORP 8.625% 01/31/31 N/A 721283AB5 65000.00000000 PA USD 70010.20000000 0.004462811998 Long DBT CORP US Y 2 2031-01-31 Fixed 8.62500000 N N N N N N ATHENE GLOBAL 4.721% 10/08/29 549300LM1QSI4MSIL320 04685A4C2 698000.00000000 PA USD 688832.16000000 0.043909722134 Long DBT CORP US Y 2 2029-10-08 Fixed 4.72100000 N N N N N N ALLIANT HOLD / C 6.5% 10/01/31 N/A 01883LAG8 65000.00000000 PA USD 65520.33000000 0.004176604478 Long DBT CORP US Y 2 2031-10-01 Fixed 6.50000000 N N N N N N GLENCORE FUNDI 5.371% 04/04/29 N/A 378272BS6 840000.00000000 PA USD 855451.88000000 0.054530924268 Long DBT CORP US Y 2 2029-04-04 Fixed 5.37100000 N N N N N N US TREAS BDS 1.375% 08/15/50 N/A 912810SP4 38550000.00000000 PA USD 18491953.13000000 1.178772668900 Long DBT UST US N 2 2050-08-15 Fixed 1.37500000 N N N N N N BDS 2024-FL13 A V/R 06/19/29 N/A 05555MAA7 360000.00000000 PA USD 360253.33000000 0.022964409237 Long ABS-CBDO CORP US Y 2 2039-09-19 Variable 5.90285000 N N N N N N ENERGY TRANSFER 6.4% 12/01/30 MTLVN9N7JE8MIBIJ1H73 29273VAT7 390000.00000000 PA USD 414620.07000000 0.026430026242 Long DBT CORP US N 2 2030-12-01 Fixed 6.40000000 N N N N N N COLT 2022-1 A1 V/R 12/27/66 N/A 19688HAA9 1101948.03000000 PA USD 985742.21000000 0.062836303313 Long ABS-CBDO CORP US Y 2 2066-12-27 Variable 2.28400000 N N N N N N UMBS P#FS1911 3% 08/01/51 N/A 3140XHDR5 177899.30000000 PA USD 153636.55000000 0.009793587773 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 3.00000000 N N N N N N CDW LLC/CDW FIN 2.67% 12/01/26 N/A 12513GBG3 145000.00000000 PA USD 140415.13000000 0.008950786127 Long DBT CORP US N 2 2026-12-01 Fixed 2.67000000 N N N N N N BANK5 2024-5Y 6.225% 04/15/29 N/A 066043AB6 270000.00000000 PA USD 282834.88000000 0.018029357094 Long ABS-CBDO CORP US N 2 2057-05-15 Fixed 6.22500000 N N N N N N CADILLAC FAIRVIE 2.5% 10/15/31 N/A 68327LAD8 2420000.00000000 PA USD 2094663.94000000 0.133524705889 Long DBT CORP CA Y 2 2031-10-15 Fixed 2.50000000 N N N N N N JDOT 2024-A A4 4.91% 10/15/27 N/A 47800RAE3 6900000.00000000 PA USD 6973086.87000000 0.444500597770 Long ABS-CBDO CORP US N 2 2031-02-18 Fixed 4.91000000 N N N N N N ENBRIDGE INC 3.125% 11/15/29 98TPTUM4IVMFCZBCUR27 29250NAZ8 220000.00000000 PA USD 205372.26000000 0.013091489327 Long DBT CORP CA N 2 2029-11-15 Fixed 3.12500000 N N N N N N TCN 2024-SFR4 A 4.3% 11/17/29 N/A 895975AA8 618331.16000000 PA USD 603271.40000000 0.038455637068 Long ABS-CBDO CORP US Y 2 2041-11-17 Fixed 4.30000000 N N N N N N UMBS P#FS3026 2.5% 11/01/51 N/A 3140XJLG6 100156.21000000 PA USD 82759.96000000 0.005275547598 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N BAUSCH + LOMB 8.375% 10/01/28 549300NY6OZM39SO6475 071705AA5 170000.00000000 PA USD 175756.20000000 0.011203608590 Long DBT CORP CA Y 2 2028-10-01 Fixed 8.37500000 N N N N N N FLAME AGGREGATOR /REST/ N/A N/A 1736.00000000 NS USD 34720.00000000 0.002213232251 Long EC CORP US N 1 N N N UMBS P#MA4100 2% 08/01/50 N/A 31418DRW4 6170187.71000000 PA USD 4801123.08000000 0.306048399914 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.00000000 N N N N N N TAPESTRY INC 5.5% 03/11/35 549300LJNVY5SW3VTN33 876030AL1 355000.00000000 PA USD 348210.03000000 0.022196707049 Long DBT CORP US N 2 2035-03-11 Fixed 5.50000000 N N N N N N UMBS P#MA4841 5% 12/01/52 N/A 31418ELX6 1618250.28000000 PA USD 1573112.88000000 0.100278345667 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.00000000 N N N N N N STANDARD BUILDIN 6.5% 08/15/32 N/A 853191AA2 50000.00000000 PA USD 50778.85000000 0.003236906351 Long DBT CORP US Y 2 2032-08-15 Fixed 6.50000000 N N N N N N EQUINIX INC 2.95% 09/15/51 549300EVUN2BTLJ3GT74 29444UBM7 275000.00000000 PA USD 164584.22000000 0.010491448842 Long DBT CORP US N 2 2051-09-15 Fixed 2.95000000 N N N N N N CSX CORP 5.05% 06/15/35 549300JVQR4N1MMP3Q88 126408HZ9 47000.00000000 PA USD 46405.83000000 0.002958147454 Long DBT CORP US N 2 2035-06-15 Fixed 5.05000000 N N N N N N TRIDENT TPI HO 12.75% 12/31/28 N/A 89616RAC3 90000.00000000 PA USD 94109.22000000 0.005999008090 Long DBT CORP US Y 2 2028-12-31 Fixed 12.75000000 N N N N N N UMBS P#SD2305 5.5% 02/01/53 N/A 3132DPR26 574732.78000000 PA USD 571652.30000000 0.036440072209 Long ABS-MBS USGA US N 2 2053-02-01 Fixed 5.50000000 N N N N N N IMPRL 2021-NQM2 V/R 09/25/56 N/A 452761AA7 376063.22000000 PA USD 316614.17000000 0.020182623628 Long ABS-CBDO CORP US Y 2 2056-09-25 Variable 1.07300000 N N N N N N NETAPP INC 1.875% 06/22/25 QTX3D84DZDD5JYOCYH15 64110DAL8 201000.00000000 PA USD 200656.78000000 0.012790900259 Long DBT CORP US N 2 2025-06-22 Fixed 1.87500000 N N N N N N DUKE ENERGY CORP 5% 08/15/52 I1BZKREC126H0VB1BL91 26441CBU8 52000.00000000 PA USD 43911.75000000 0.002799161904 Long DBT CORP US N 2 2052-08-15 Fixed 5.00000000 N N N N N N MORGAN STANLEY V/R 02/07/39 IGJSJL3JD5P30I6NJZ34 61747YFM2 151000.00000000 PA USD 152404.03000000 0.009715020578 Long DBT CORP US N 2 2039-02-07 Variable 5.94200000 N N N N N N UMBS P#BU7573 3% 01/01/52 N/A 3140M9MX2 267521.10000000 PA USD 229223.91000000 0.014611916776 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N GOLDMAN SACHS GRO V/R 07/23/35 784F5XWPLTWKTBV3E584 38141GB37 155000.00000000 PA USD 153686.38000000 0.009796764195 Long DBT CORP US N 2 2035-07-23 Variable 5.33000000 N N N N N N DUKE ENERGY COR 2.55% 06/15/31 I1BZKREC126H0VB1BL91 26441CBL8 705000.00000000 PA USD 618627.54000000 0.039434516800 Long DBT CORP US N 2 2031-06-15 Fixed 2.55000000 N N N N N N ROLLINS INC 5.25% 02/24/35 549300F2A0BXT4SGWD84 775711AA2 66000.00000000 PA USD 65487.37000000 0.004174503437 Long DBT CORP US Y 2 2035-02-24 Fixed 5.25000000 N N N N N N JBS USA HOLD/F 3.625% 01/15/32 N/A 46590XAU0 115000.00000000 PA USD 103382.24000000 0.006590118312 Long DBT CORP LU N 2 2032-01-15 Fixed 3.62500000 N N N N N N UMBS P#FM7815 2% 05/01/36 N/A 3140XBVH0 209134.35000000 PA USD 189016.26000000 0.012048873350 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 2.00000000 N N N N N N COLT 2021-2R A1 V/R 07/27/54 N/A 12656YAA5 126780.27000000 PA USD 115219.16000000 0.007344664773 Long ABS-CBDO CORP US Y 2 2054-07-27 Fixed 0.79800000 N N N N N N NGPL PIPECO LLC 3.25% 07/15/31 N/A 62928CAA0 167000.00000000 PA USD 146014.80000000 0.009307738035 Long DBT CORP US Y 2 2031-07-15 Fixed 3.25000000 N N N N N N GNMA II P#MA5817 4% 03/20/49 N/A 36179UPA4 402304.36000000 PA USD 372153.48000000 0.023722986305 Long ABS-MBS USGSE US N 2 2049-03-20 Fixed 4.00000000 N N N N N N FNR 2020-74 HI 5.5% 10/25/50 N/A 3136BB6V9 515289.61000000 PA USD 91692.90000000 0.005844979364 Long ABS-CBDO CORP US N 2 2050-10-25 Fixed 5.50000000 N N N N N N GRIFFON CORPORA 5.75% 03/01/28 5493000C2SGNC7ZN3242 398433AP7 115000.00000000 PA USD 114306.46000000 0.007286484557 Long DBT CORP US N 2 2028-03-01 Fixed 5.75000000 N N N N N N UMBS P#ZS4748 4% 12/01/47 N/A 3132A5HZ1 675819.00000000 PA USD 630577.59000000 0.040196274751 Long ABS-MBS USGA US N 2 2047-12-01 Fixed 4.00000000 N N N N N N CON EDISON CO OF 5.5% 03/15/55 N/A 209111GN7 285000.00000000 PA USD 268008.47000000 0.017084245090 Long DBT CORP US N 2 2055-03-15 Fixed 5.50000000 N N N N N N PHILIP MORRIS 5.375% 02/15/33 HL3H1H2BGXWVG3BSWR90 718172DB2 530000.00000000 PA USD 540433.01000000 0.034449993306 Long DBT CORP US N 2 2033-02-15 Fixed 5.37500000 N N N N N N UMBS P#MA3059 3.5% 07/01/37 N/A 31418CMH4 332882.40000000 PA USD 319491.77000000 0.020366056725 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 3.50000000 N N N N N N FNMA 30YR TBA 6.5% JUN 25 N/A 01F062663 -450000.00000000 PA USD -462044.63000000 -0.02945311281 Short ABS-MBS USGA US N 2 2055-06-01 Fixed 6.50000000 N N N N N N MACQUARIE AIRFIN 6.5% 03/26/31 549300MCGUSL5B852H65 55609NAD0 35000.00000000 PA USD 36376.10000000 0.002318800625 Long DBT CORP GB Y 2 2031-03-26 Fixed 6.50000000 N N N N N N PRET 2021-RN3 A1 V/R 09/25/51 N/A 74143JAA9 981746.50000000 PA USD 977229.58000000 0.062293664279 Long ABS-CBDO CORP US Y 2 2051-09-25 Fixed 4.84290000 N N N N N N DUKE ENERGY CORP 5.8% 06/15/54 I1BZKREC126H0VB1BL91 26441CCF0 328000.00000000 PA USD 310441.87000000 0.019789169324 Long DBT CORP US N 2 2054-06-15 Fixed 5.80000000 N N N N N N REPUBLIC SERVI 4.875% 04/01/29 NKNQHM6BLECKVOQP7O46 760759BB5 190000.00000000 PA USD 193082.28000000 0.012308062480 Long DBT CORP US N 2 2029-04-01 Fixed 4.87500000 N N N N N N T/L ZAYO GROUP 0% 03/09/2027 N/A 98919XAB7 5000.00000000 PA USD 4764.90000000 0.000303739353 Long LON CORP US N 2 2027-03-09 Variable 7.44129000 N N N N N N BANK OF AMERICA C V/R 02/12/36 9DJT3UXIJIZJI4WXO774 06051GMQ9 132000.00000000 PA USD 131248.27000000 0.008366443091 Long DBT CORP US N 2 2036-02-12 Variable 5.74400000 N N N N N N ANYWHERE REAL EST/ 7% 04/15/30 N/A 75606DAS0 50000.00000000 PA USD 45675.89000000 0.002911617306 Long DBT CORP US Y 2 2030-04-15 Fixed 7.00000000 N N N N N N MF1 2025-FL17 A V/R 02/18/40 N/A 55287HAA8 320000.00000000 PA USD 318599.78000000 0.020309196672 Long ABS-CBDO CORP US Y 2 2040-02-18 Variable 5.64670000 N N N N N N UMBS P#MA3277 4% 02/01/48 N/A 31418CUB8 68736.66000000 PA USD 64128.54000000 0.004087884590 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.00000000 N N N N N N US TREAS NTS 0.75% 01/31/28 N/A 91282CBJ9 12000000.00000000 PA USD 11058750.00000000 0.704941882588 Long DBT UST US N 2 2028-01-31 Fixed 0.75000000 N N N N N N TARGA RESOURCES 5.55% 08/15/35 5493003QENHHS261UR94 87612GAM3 340000.00000000 PA USD 333387.16000000 0.021251820703 Long DBT CORP US N 2 2035-08-15 Fixed 5.55000000 N N N N N N UMBS P#FM9993 3.5% 07/01/51 N/A 3140XEC77 6280511.05000000 PA USD 5615471.57000000 0.357959181659 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 3.50000000 N N N N N N AMERICOLD REALTY 5.6% 05/15/32 549300FKD9KVWNHSUU79 03063UAB7 66000.00000000 PA USD 65494.31000000 0.004174945829 Long DBT CORP US N 2 2032-05-15 Fixed 5.60000000 N N N N N N UMBS P#CA4794 3% 12/01/49 N/A 3140QCKG0 47677.33000000 PA USD 41023.97000000 0.002615079881 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.00000000 N N N N N N LABORATORY CORP 4.55% 04/01/32 OZ7UA8IXAIFILY2VZH07 50540RBA9 305000.00000000 PA USD 297780.97000000 0.018982098120 Long DBT CORP US N 2 2032-04-01 Fixed 4.55000000 N N N N N N WAYFAIR LLC 7.25% 10/31/29 N/A 94419NAA5 50000.00000000 PA USD 48696.61000000 0.003104173611 Long DBT CORP US Y 2 2029-10-31 Fixed 7.25000000 N N N N N N MIDWEST GMNG B 4.875% 05/01/29 N/A 59833DAB6 100000.00000000 PA USD 95819.62000000 0.006108037826 Long DBT CORP US Y 2 2029-05-01 Fixed 4.87500000 N N N N N N PRIMO / TRITON 6.25% 04/01/29 N/A 74168RAC7 85000.00000000 PA USD 85115.26000000 0.005425686594 Long DBT CORP US Y 2 2029-04-01 Fixed 6.25000000 N N N N N N FHMS K124 X1 V/R 12/25/30 N/A 3137F9YZ8 5039336.46000000 PA USD 164965.20000000 0.010515734477 Long ABS-CBDO CORP US N 2 2030-12-25 Variable 0.80670900 N N N N N N UMBS P#SI2047 2.5% 07/01/50 N/A 3133USHY0 477016.26000000 PA USD 395084.88000000 0.025184752263 Long ABS-MBS USGA US N 2 2050-07-01 Fixed 2.50000000 N N N N N N FILPK 2018-1A D V/R 07/15/30 N/A 31722PAW6 800000.00000000 PA USD 801180.16000000 0.051071364329 Long ABS-CBDO CORP KY Y 2 2030-07-15 Variable 7.41771000 N N N N N N AMCAR 2022-2 B 4.81% 07/18/25 N/A 03065WAE5 1470000.00000000 PA USD 1468379.62000000 0.093602106357 Long ABS-CBDO CORP US N 2 2028-04-18 Fixed 4.81000000 N N N N N N BOEING CO 3.2% 03/01/29 RVHJWBXLJ1RFUBSY1F30 097023CD5 125000.00000000 PA USD 118261.68000000 0.007538610723 Long DBT CORP US N 2 2029-03-01 Fixed 3.20000000 N N N N N N UMBS P#MA4549 3% 02/01/52 N/A 31418EBT6 5948126.25000000 PA USD 5070273.29000000 0.323205425413 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N UMBS P#BD7043 4% 03/01/47 N/A 3140FEZH0 498173.86000000 PA USD 465138.32000000 0.029650320602 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.00000000 N N N N N N SYNIT 2023-A2 5.74% 10/15/26 N/A 87166PAL5 1430000.00000000 PA USD 1454680.66000000 0.092728863843 Long ABS-CBDO CORP US N 2 2029-10-15 Fixed 5.74000000 N N N N N N PUBLIC SERVICE O 5.2% 01/15/35 N/A 744533BR0 315000.00000000 PA USD 307845.95000000 0.019623691967 Long DBT CORP US N 2 2035-01-15 Fixed 5.20000000 N N N N N N T/L ASURION LLC 0% 01/31/2028 N/A N/A 20000.00000000 PA USD 19275.00000000 0.001228688123 Long LON CORP US N 2 2028-01-31 Variable 9.69129000 N N N N N N CIVITAS RESOUR 8.375% 07/01/28 IIVIHPH28S64K95M2381 17888HAA1 40000.00000000 PA USD 40300.20000000 0.002568943041 Long DBT CORP US Y 2 2028-07-01 Fixed 8.37500000 N N N N N N DIST OF COLUMB 5.751% 04/01/35 549300HWFOZXPKGOX654 25484JDK3 80000.00000000 PA USD 81672.82000000 0.005206247676 Long DBT MUN US N 2 2035-04-01 Fixed 5.75100000 N N N N N N BURLINGTN NORTH 5.5% 03/15/55 N/A 12189LBL4 142000.00000000 PA USD 137415.20000000 0.008759555083 Long DBT CORP US N 2 2055-03-15 Fixed 5.50000000 N N N N N N NRZT 2021-NQ1R A V/R 07/25/55 N/A 64828BAA9 241173.72000000 PA USD 218413.60000000 0.013922811743 Long ABS-CBDO CORP US Y 2 2055-07-25 Variable 0.94260000 N N N N N N T/L COLORADO BUYE 0% 05/01/24 N/A N/A 28638.49000000 PA USD 157.51000000 0.000010040501 Long LON CORP US N 2 2026-05-24 Variable 0.00000000 N N N N N N COLUMBIA PIPEL 5.097% 10/01/31 N/A 19828AAD9 120000.00000000 PA USD 117678.94000000 0.007501463863 Long DBT CORP US Y 2 2031-10-01 Fixed 5.09700000 N N N N N N AREIT 2025-CRE10 V/R 12/17/29 N/A 00193DAA6 320000.00000000 PA USD 318100.51000000 0.020277370622 Long ABS-CBDO CORP KY Y 2 2029-12-17 Variable 5.71464000 N N N N N N US TREAS BDS 4.125% 08/15/53 N/A 912810TT5 9490000.00000000 PA USD 8297448.07000000 0.528922225671 Long DBT UST US N 2 2053-08-15 Fixed 4.12500000 N N N N N N GNMA II P#MA2602 4% 02/20/45 N/A 36179Q3K5 274301.58000000 PA USD 256771.30000000 0.016367929794 Long ABS-MBS USGSE US N 2 2045-02-20 Fixed 4.00000000 N N N N N N VZMT 2024-8 C 4.99% 11/22/27 5493007MUBNP1GFMEB89 92348KDQ3 1055000.00000000 PA USD 1055853.50000000 0.067305559310 Long ABS-CBDO CORP US N 2 2030-11-20 Fixed 4.99000000 N N N N N N VISTRA OPERATI 6.875% 04/15/32 N/A 92840VAR3 65000.00000000 PA USD 67622.23000000 0.004310590448 Long DBT CORP US Y 2 2032-04-15 Fixed 6.87500000 N N N N N N AVNET INC 6.25% 03/15/28 XJI53DCPL7QABOWK4Z75 053807AW3 297000.00000000 PA USD 306709.73000000 0.019551263431 Long DBT CORP US N 2 2028-03-15 Fixed 6.25000000 N N N N N N UBS GROUP AG V/R 02/11/33 549300SZJ9VS8SGXAN81 902613AK4 3600000.00000000 PA USD 3089436.62000000 0.196936658034 Long DBT CORP CH Y 2 2033-02-11 Variable 2.74600000 N N N N N N CLECO CORPORAT 3.375% 09/15/29 N/A 18551PAE9 100000.00000000 PA USD 92351.96000000 0.005886991255 Long DBT CORP US N 2 2029-09-15 Fixed 3.37500000 N N N N N N AOMT 2021-3 A1 V/R 06/25/25 N/A 03465EAA9 523097.76000000 PA USD 449426.35000000 0.028648758426 Long ABS-CBDO CORP US Y 2 2066-05-25 Variable 1.06800000 N N N N N N STACR 2022-DNA4 V/R 05/25/42 N/A 35564KWT2 550000.00000000 PA USD 571629.47000000 0.036438616907 Long ABS-CBDO CORP US Y 2 2042-05-25 Variable 7.67197000 N N N N N N MICRON TECHNOLO 5.65% 11/01/32 B3DXGBC8GAIYWI2Z0172 595112CG6 515000.00000000 PA USD 523332.29000000 0.033359905028 Long DBT CORP US N 2 2032-11-01 Fixed 5.65000000 N N N N N N T/L BCPE EMPIRE 0% 12/11/30 N/A N/A 134039.06000000 PA USD 132716.09000000 0.008460009524 Long LON CORP US N 2 2030-12-11 Variable 7.57681000 N N N N N N STAR 2021-2 A1 V/R 05/25/65 N/A 85573HAA8 109203.07000000 PA USD 101863.96000000 0.006493335298 Long ABS-CBDO CORP US Y 2 2065-05-25 Variable 0.94300000 N N N N N N UMBS P#CA6347 2.5% 07/01/50 N/A 3140QEBR2 49913.13000000 PA USD 41088.99000000 0.002619224592 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N UMBS P#RA5560 2.5% 07/01/51 N/A 3133KME92 142341.92000000 PA USD 117218.72000000 0.007472127062 Long ABS-MBS USGA US N 2 2051-07-01 Fixed 2.50000000 N N N N N N T-MOBILE USA IN 5.75% 01/15/34 N/A 87264ADC6 20000.00000000 PA USD 20739.00000000 0.001322011050 Long DBT CORP US N 2 2034-01-15 Fixed 5.75000000 N N N N N N MSC 2016-UB12 XA V/R 11/15/26 N/A 61691EBB0 11149529.82000000 PA USD 70398.13000000 0.004487540661 Long ABS-CBDO CORP US N 2 2049-12-15 Variable 0.62965600 N N N N N N FNMA 30YR TBA 3.5% JUN 25 N/A 01F032666 -3111000.00000000 PA USD -2757192.94000000 -0.17575772865 Short ABS-MBS USGA US N 2 2055-06-01 Fixed 3.50000000 N N N N N N WELLS FARGO & COM V/R 02/11/31 PBLD0EJDB5FWOLXP3B76 95000U2J1 130000.00000000 PA USD 117445.61000000 0.007486590203 Long DBT CORP US N 2 2031-02-11 Variable 2.57200000 N N N N N N UNITED AIR 2016 3.65% 10/07/25 N/A 90933JAA9 1072916.67000000 PA USD 1062536.20000000 0.067731549148 Long DBT CORP US N 2 2025-10-07 Fixed 3.65000000 N N N N N N CHARTER COMM OP 6.55% 06/01/34 N/A 161175CR3 260000.00000000 PA USD 272004.01000000 0.017338941460 Long DBT CORP US N 2 2034-06-01 Fixed 6.55000000 N N N N N N BANK OF AMERICA C V/R 04/29/31 9DJT3UXIJIZJI4WXO774 06051GJB6 685000.00000000 PA USD 618037.35000000 0.039396895039 Long DBT CORP US N 2 2031-04-29 Variable 2.59200000 N N N N N N ONEOK INC 4.75% 10/15/31 2T3D6M0JSY48PSZI1Q41 682680CD3 80000.00000000 PA USD 78090.48000000 0.004977890808 Long DBT CORP US N 2 2031-10-15 Fixed 4.75000000 N N N N N N CBAM 2017-2A BR V/R 07/17/34 N/A 12481KAU2 1495000.00000000 PA USD 1495489.16000000 0.095330208553 Long ABS-CBDO CORP KY Y 2 2034-07-17 Variable 6.39140000 N N N N N N CWALT 2006-OA2 A V/R 05/20/46 N/A 126694R75 3499114.16000000 PA USD 3076860.31000000 0.196134979034 Long ABS-CBDO CORP US N 2 2046-05-20 Variable 4.85886000 N N N N N N UMBS P#MA4761 5% 09/01/52 N/A 31418EJF8 6009705.44000000 PA USD 5838301.43000000 0.372163508641 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N T/L FERTITTA 0% 01/27/29 N/A N/A 56327.88000000 PA USD 55964.00000000 0.003567434612 Long LON CORP US N 2 2029-01-27 Variable 7.82681000 N N N N N N BNP PARIBAS V/R 11/19/30 R0MUWSFPU8MPRO8K5P83 09659W2Z6 280000.00000000 PA USD 282700.36000000 0.018020782094 Long DBT CORP FR Y 2 2030-11-19 Variable 5.28300000 N N N N N N ROYALTY PHARMA P 5.4% 09/02/34 549300FGFN7VOK8BZR03 78081BAR4 164000.00000000 PA USD 163318.12000000 0.010410741084 Long DBT CORP US N 2 2034-09-02 Fixed 5.40000000 N N N N N N COMERICA INC V/R 01/30/30 I9Q57JVPWHHZ3ZGBW498 200340AW7 77000.00000000 PA USD 78259.98000000 0.004988695615 Long DBT CORP US N 2 2030-01-30 Variable 5.98200000 N N N N N N WISCONSIN POWE 5.375% 03/30/34 N/A 976826BS5 165000.00000000 PA USD 165274.51000000 0.010535451495 Long DBT CORP US N 2 2034-03-30 Fixed 5.37500000 N N N N N N GILEAD SCIENCES 4.8% 11/15/29 549300WTZWR07K8MNV44 375558CB7 395000.00000000 PA USD 400495.10000000 0.025529627648 Long DBT CORP US N 2 2029-11-15 Fixed 4.80000000 N N N N N N PNC FINANCIAL SER V/R 01/24/34 CFGNEKW0P8842LEUIA51 693475BM6 3610000.00000000 PA USD 3566993.31000000 0.227378589725 Long DBT CORP US N 2 2034-01-24 Variable 5.06800000 N N N N N N FNR 2021-95 ZV 2.5% 01/25/52 N/A 3136BKWN8 10261255.42000000 PA USD 5912656.46000000 0.376903282560 Long ABS-CBDO CORP US N 2 2052-01-25 Fixed 2.50000000 N N N N N N AVERY DENNISON 5.75% 03/15/33 549300PW7VPFCYKLIV37 053611AN9 76000.00000000 PA USD 77829.59000000 0.004961260331 Long DBT CORP US N 2 2033-03-15 Fixed 5.75000000 N N N N N N GSMS 2018-GS9 C V/R 03/10/28 N/A 36255NAZ8 350000.00000000 PA USD 300261.12000000 0.019140195700 Long ABS-CBDO CORP US N 2 2051-03-10 Variable 4.34506500 N N N N N N MSC 2024-NSTB A V/R 07/24/32 N/A 61690BAA0 355766.00000000 PA USD 342880.37000000 0.021856966974 Long ABS-CBDO CORP US Y 2 2057-09-24 Variable 3.90000000 N N N N N N GLENCORE FUNDI 5.634% 04/04/34 N/A 378272BU1 360000.00000000 PA USD 362076.99000000 0.023080658751 Long DBT CORP US Y 2 2034-04-04 Fixed 5.63400000 N N N N N N INTEL CORP 4.75% 03/25/50 KNX4USFCNGPY45LOCE31 458140BM1 240000.00000000 PA USD 189353.52000000 0.012070372045 Long DBT CORP US N 2 2050-03-25 Fixed 4.75000000 N N N N N N DOMINION ENERGY IN 5% 06/15/30 ILUL7B6Z54MRYCF6H308 25746UDW6 435000.00000000 PA USD 439175.06000000 0.027995288218 Long DBT CORP US N 2 2030-06-15 Fixed 5.00000000 N N N N N N UMBS P#BS8266 4.75% 04/01/28 N/A 3140LKFG3 120000.00000000 PA USD 121387.96000000 0.007737895968 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 4.75000000 N N N N N N STAR 2021-4 A1 V/R 08/25/56 N/A 85573PAA0 757363.22000000 PA USD 658929.78000000 0.042003589881 Long ABS-CBDO CORP US Y 2 2056-08-25 Variable 1.16200000 N N N N N N ONEOK INC 5.375% 06/01/29 2T3D6M0JSY48PSZI1Q41 29336TAA8 79000.00000000 PA USD 80172.52000000 0.005110610799 Long DBT CORP US N 2 2029-06-01 Fixed 5.37500000 N N N N N N MSC 2020-L4 B 3.082% 02/15/30 N/A 61770KBB0 400000.00000000 PA USD 356762.08000000 0.022741858918 Long ABS-CBDO CORP US N 2 2053-02-15 Fixed 3.08200000 N N N N N N OFFICE CHERIFIE 6.75% 05/02/34 N/A V6560ABE1 200000.00000000 PA USD 201778.00000000 0.012862372617 Long DBT CORP MA N 2 2034-05-02 Fixed 6.75000000 N N N N N N HILCORP ENERGY 7.25% 02/15/35 N/A 431318BG8 60000.00000000 PA USD 55587.31000000 0.003543422444 Long DBT CORP US Y 2 2035-02-15 Fixed 7.25000000 N N N N N N GLM 2022-12A DR V/R 07/20/37 N/A 38138FBA8 500000.00000000 PA USD 501632.25000000 0.031976632321 Long ABS-CBDO CORP JE Y 2 2037-07-20 Variable 7.27238000 N N N N N N US TREAS NTS 0.75% 05/31/26 N/A 91282CCF6 4650000.00000000 PA USD 4496368.37000000 0.286621759562 Long DBT UST US N 2 2026-05-31 Fixed 0.75000000 N N N N N N NEW YORK TRANS 4.248% 09/01/35 N/A 650117AA2 695000.00000000 PA USD 675708.54000000 0.043073154766 Long DBT MUN US N 2 2035-09-01 Fixed 4.24800000 N N N N N N NATIONAL FUEL G 5.95% 03/15/35 8JB38FFW1Y3C1HM8E841 636180BU4 65000.00000000 PA USD 65150.16000000 0.004153007929 Long DBT CORP US N 2 2035-03-15 Fixed 5.95000000 N N N N N N EFMT 2022-1 A1 V/R 01/25/67 N/A 31573CAA3 584605.44000000 PA USD 505360.71000000 0.032214303632 Long ABS-CBDO CORP US Y 2 2067-01-25 Variable 2.20600000 N N N N N N QUIKRETE HOLDIN 6.75% 03/01/33 5493007KIN86DIZWZT22 74843PAB6 85000.00000000 PA USD 86253.41000000 0.005498238157 Long DBT CORP US Y 2 2033-03-01 Fixed 6.75000000 N N N N N N BMO 2024-5C5 XA V/R 08/15/29 N/A 05593RAD4 7278322.88000000 PA USD 300214.81000000 0.019137243661 Long ABS-CBDO CORP US N 2 2057-02-15 Variable 1.15967800 N N N N N N UMBS P#FS1369 4% 04/01/50 N/A 3140XGQX0 550940.42000000 PA USD 514596.63000000 0.032803048909 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 4.00000000 N N N N N N T/L KAMAN CORP 00.00% 01/30/32 N/A N/A 11637.93000000 PA USD 11552.51000000 0.000736416697 Long LON CORP US N 2 2032-01-30 Variable 1.00000000 N N N N N N TRUIST FINANCIAL V/R 01/26/34 549300DRQQI75D2JP341 89788MAM4 3295000.00000000 PA USD 3230391.87000000 0.205921874202 Long DBT CORP US N 2 2034-01-26 Variable 5.12200000 N N N N N N FHR 5092 WI 2.5% 04/25/36 N/A 3137FYEV4 1307125.56000000 PA USD 118158.40000000 0.007532027122 Long ABS-CBDO CORP US N 2 2036-04-25 Fixed 2.50000000 N N N N N N SOUTHERN CO V/R 03/15/55 549300FC3G3YU2FBZD92 842587EB9 54000.00000000 PA USD 54881.06000000 0.003498402419 Long DBT CORP US N 2 2055-03-15 Variable 6.37500000 N N N N N N CACI INTERNATI 6.375% 06/15/33 SYRPI2D1O9WRTS2WX210 127190AE6 35000.00000000 PA USD 35680.40000000 0.002274453111 Long DBT CORP US Y 2 2033-06-15 Fixed 6.37500000 N N N N N N PUBLIC SERVICE E 5.4% 03/15/35 PUSS41EMO3E6XXNV3U28 744573BB1 620000.00000000 PA USD 617344.53000000 0.039352731111 Long DBT CORP US N 2 2035-03-15 Fixed 5.40000000 N N N N N N UMBS P#SD7551 3% 01/01/52 N/A 3132DVL86 6726043.25000000 PA USD 5806548.41000000 0.370139407029 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 3.00000000 N N N N N N CCO HLDGS LLC/C 4.75% 02/01/32 N/A 1248EPCQ4 95000.00000000 PA USD 87943.52000000 0.005605974504 Long DBT CORP US Y 2 2032-02-01 Fixed 4.75000000 N N N N N N FNCI TBA 15YR 2% JUNE25 N/A 01F020463 -300000.00000000 PA USD -270852.70000000 -0.01726555101 Short ABS-MBS USGA US N 2 2040-06-01 Fixed 2.00000000 N N N N N N UMBS P#SD7552 2.5% 01/01/52 N/A 3132DVL94 997885.25000000 PA USD 825052.43000000 0.052593106204 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 2.50000000 N N N N N N FHMS K-170 X1 V/R 02/25/35 N/A 3137HLJ78 1573090.00000000 PA USD 31985.48000000 0.002038919813 Long ABS-CBDO CORP US N 2 2035-02-25 Variable 0.39886000 N N N N N N HESS MIDSTREAM O 5.5% 10/15/30 N/A 428102AF4 95000.00000000 PA USD 93927.45000000 0.005987421130 Long DBT CORP US Y 2 2030-10-15 Fixed 5.50000000 N N N N N N ISHARES 20+ YEAR TREASURY BD N/A 464287432 145349.00000000 NS USD 12540711.72000000 0.799409782199 Long EC RF US N 1 N N N UMBS P#RA5052 2% 04/01/51 N/A 3133KLTH0 751999.52000000 PA USD 588202.74000000 0.037495082796 Long ABS-MBS USGA US N 2 2051-04-01 Fixed 2.00000000 N N N N N N UMBS P#QC9119 3% 10/01/51 N/A 3133AUDY1 539087.77000000 PA USD 465057.79000000 0.029645187204 Long ABS-MBS USGA US N 2 2051-10-01 Fixed 3.00000000 N N N N N N CEFI 2024-1A A 5.97% 06/15/27 N/A 20166RAA6 341430.58000000 PA USD 344296.68000000 0.021947249894 Long ABS-CBDO CORP US Y 2 2029-07-16 Fixed 5.97000000 N N N N N N CONOCOPHILLIPS 4.025% 03/15/62 N/A 20826FBD7 245000.00000000 PA USD 169998.22000000 0.010836565185 Long DBT CORP US N 2 2062-03-15 Fixed 4.02500000 N N N N N N SOUTHWEST GAS CO 2.2% 06/15/30 N/A 845011AC9 193000.00000000 PA USD 170794.00000000 0.010887292315 Long DBT CORP US N 2 2030-06-15 Fixed 2.20000000 N N N N N N BRTPT 2024-5A D1 V/R 10/20/37 N/A 83617CAL8 500000.00000000 PA USD 498329.55000000 0.031766101153 Long ABS-CBDO CORP KY Y 2 2037-10-20 Variable 7.36947000 N N N N N N AUTONATION INC 5.89% 03/15/35 N/A 05329WAT9 131000.00000000 PA USD 130275.55000000 0.008304436891 Long DBT CORP US N 2 2035-03-15 Fixed 5.89000000 N N N N N N BBCMS 2024-C28 X V/R 08/15/34 N/A 07336WBC2 2425157.84000000 PA USD 188881.24000000 0.012040266477 Long ABS-CBDO CORP US N 2 2057-09-15 Variable 1.10997800 N N N N N N UMBS P#RA8751 6% 03/01/53 N/A 3133KQWL6 156546.77000000 PA USD 159518.48000000 0.010168532392 Long ABS-MBS USGA US N 2 2053-03-01 Fixed 6.00000000 N N N N N N SIDC 2024-1A A2 5.9% 03/26/29 254900AV7V87H3A2WM57 85236KAM4 320000.00000000 PA USD 323631.87000000 0.020629968097 Long ABS-CBDO CORP US Y 2 2049-03-25 Fixed 5.90000000 N N N N N N MARRIOTT INTERN 5.35% 03/15/35 225YDZ14ZO8E1TXUSU86 571903BS1 290000.00000000 PA USD 286076.26000000 0.018235979408 Long DBT CORP US N 2 2035-03-15 Fixed 5.35000000 N N N N N N CBASS 2006-CB9 A V/R 11/25/36 N/A 12465MAD6 4123043.01000000 PA USD 1852663.40000000 0.118098340680 Long ABS-CBDO CORP US N 2 2036-11-25 Variable 4.89920000 N N N N N N GNR 2021-77 IT 2.5% 05/20/51 N/A 38382QW30 13245859.00000000 PA USD 1754974.32000000 0.111871133811 Long ABS-CBDO CORP US N 2 2051-05-20 Fixed 2.50000000 N N N N N N REPUBLIC OF GU 4.375% 06/05/27 N/A P5015VAG1 200000.00000000 PA USD 196066.00000000 0.012498260214 Long DBT USGA GT N 2 2027-06-05 Fixed 4.37500000 N N N N N N US TREAS BDS 1.25% 05/15/50 N/A 912810SN9 47114000.00000000 PA USD 22009231.60000000 1.402982177771 Long DBT UST US N 2 2050-05-15 Fixed 1.25000000 N N N N N N GOVT OF BERMUDA 5% 07/15/32 N/A G10367AH6 800000.00000000 PA USD 774464.00000000 0.049368338207 Long DBT USGA BM N 2 2032-07-15 Fixed 5.00000000 N N N N N N UMBS P#SD7513 3.5% 04/01/50 N/A 3132DVK20 324647.77000000 PA USD 292961.10000000 0.018674854695 Long ABS-MBS USGA US N 2 2050-04-01 Fixed 3.50000000 N N N N N N US TREAS BDS 1.625% 11/15/50 N/A 912810SS8 8000000.00000000 PA USD 4107500.00000000 0.261833279776 Long DBT UST US N 2 2050-11-15 Fixed 1.62500000 N N N N N N COLUMBIA PIPEL 5.927% 08/15/30 N/A 19828TAA4 270000.00000000 PA USD 280528.60000000 0.017882342887 Long DBT CORP US Y 2 2030-08-15 Fixed 5.92700000 N N N N N N BOEING CO 2.95% 02/01/30 RVHJWBXLJ1RFUBSY1F30 097023CN3 126000.00000000 PA USD 115585.79000000 0.007368035664 Long DBT CORP US N 2 2030-02-01 Fixed 2.95000000 N N N N N N MITER BRAND / M 6.75% 04/01/32 N/A 60672JAA7 105000.00000000 PA USD 105790.34000000 0.006743623053 Long DBT CORP US Y 2 2032-04-01 Fixed 6.75000000 N N N N N N UMBS P#RB0715 2% 12/01/41 N/A 3133KTYL8 601117.54000000 PA USD 505405.95000000 0.032217187463 Long ABS-MBS USGA US N 2 2041-12-01 Fixed 2.00000000 N N N N N N TEXAS 2025-TWR A V/R 03/15/27 N/A 88231WAA3 985000.00000000 PA USD 980536.37000000 0.062504456164 Long ABS-CBDO CORP US Y 2 2042-04-15 Variable 5.62184000 N N N N N N ELLUCIAN HOLDING 6.5% 12/01/29 N/A 289178AA3 95000.00000000 PA USD 95944.02000000 0.006115967725 Long DBT CORP US Y 2 2029-12-01 Fixed 6.50000000 N N N N N N UMBS P#MA4493 2.5% 12/01/51 N/A 31418D7F3 5605903.33000000 PA USD 4582330.91000000 0.292101456162 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N RIO TINTO FIN USA 5% 03/14/32 N/A 76720AAT3 95000.00000000 PA USD 95377.82000000 0.006079875210 Long DBT CORP GB N 2 2032-03-14 Fixed 5.00000000 N N N N N N SONOCO PRODUCTS 4.6% 09/01/29 GKOMIK4RDJGHEF0VNP11 835495AR3 75000.00000000 PA USD 74070.25000000 0.004721620570 Long DBT CORP US N 2 2029-09-01 Fixed 4.60000000 N N N N N N AOMT 2021-4 A1 V/R 01/20/65 N/A 03464EAA0 430774.20000000 PA USD 360437.82000000 0.022976169583 Long ABS-CBDO CORP US Y 2 2065-01-20 Variable 1.03500000 N N N N N N T/L LUMEN TECHNOL ZCP 04/15/29 8M3THTGWLTYZVE6BBY25 55024EAF2 10489.23000000 PA USD 10377.10000000 0.000661489988 Long LON CORP US N 2 2029-04-15 Variable 6.79129000 N N N N N N AAR ESCROW ISSU 6.75% 03/15/29 N/A 00253PAA6 70000.00000000 PA USD 71726.20000000 0.004572198707 Long DBT CORP US Y 2 2029-03-15 Fixed 6.75000000 N N N N N N TRUIST FINANCIAL V/R 10/30/29 549300DRQQI75D2JP341 89788MAQ5 66000.00000000 PA USD 71051.61000000 0.004529196854 Long DBT CORP US N 2 2029-10-30 Variable 7.16100000 N N N N N N FHR 5539 FC V/R 05/25/55 N/A 3137HL3Y6 4612497.28000000 PA USD 4619656.34000000 0.294480771988 Long ABS-CBDO CORP US N 2 2055-05-25 Variable 5.82197000 N N N N N N GNMA II P#785305 3% 06/20/50 N/A 3622AAYA6 431948.55000000 PA USD 375847.06000000 0.023958434184 Long ABS-MBS USGSE US N 2 2050-06-20 Fixed 3.00000000 N N N N N N CONAGRA BRANDS I 5.3% 10/01/26 54930035UDEIH090K650 205887CJ9 460000.00000000 PA USD 463434.76000000 0.029541726883 Long DBT CORP US N 2 2026-10-01 Fixed 5.30000000 N N N N N N CHILE ELECTRICI 6.01% 01/20/33 N/A L15669AA9 186000.00000000 PA USD 190882.50000000 0.012167837133 Long DBT CORP LU N 2 2033-01-20 Fixed 6.01000000 N N N N N N UDR INC 3.2% 01/15/30 P3CH2EG5X6Z1XWU1OO74 90265EAQ3 5160000.00000000 PA USD 4858392.58000000 0.309699053844 Long DBT CORP US N 2 2030-01-15 Fixed 3.20000000 N N N N N N PUBLIC SERVICE 6.125% 10/15/33 PUSS41EMO3E6XXNV3U28 744573AX4 40000.00000000 PA USD 41930.86000000 0.002672889737 Long DBT CORP US N 2 2033-10-15 Fixed 6.12500000 N N N N N N VOLT 2021-NPL4 A V/R 03/27/51 N/A 92873BAA4 114005.53000000 PA USD 113864.41000000 0.007258306006 Long ABS-CBDO CORP US Y 2 2051-03-27 Variable 6.23960000 N N N N N N UMBS P#RA7790 5% 08/01/52 N/A 3133KPUP1 157925.14000000 PA USD 153467.51000000 0.009782812290 Long ABS-MBS USGA US N 2 2052-08-01 Fixed 5.00000000 N N N N N N FHR 4447 IO 5% 03/15/45 N/A 3137BGWY1 559573.68000000 PA USD 116197.43000000 0.007407024759 Long ABS-CBDO CORP US N 2 2045-03-15 Fixed 5.00000000 N N N N N N US TREAS BDS 3.375% 08/15/42 N/A 912810TK4 5735000.00000000 PA USD 4720845.88000000 0.300931116270 Long DBT UST US N 2 2042-08-15 Fixed 3.37500000 N N N N N N VBTEL 2024-1A 5.59% 05/15/29 N/A 91823ABC4 670000.00000000 PA USD 674752.85000000 0.043012234145 Long ABS-CBDO CORP US Y 2 2054-05-15 Fixed 5.59000000 N N N N N N CONOCOPHILLIPS C 5.3% 05/15/53 N/A 20826FBE5 85000.00000000 PA USD 75846.93000000 0.004834875336 Long DBT CORP US N 2 2053-05-15 Fixed 5.30000000 N N N N N N VOYAGER PARENT 9.25% 07/01/32 2549002DYVI4ACSV4V71 92921EAA0 60000.00000000 PA USD 61986.84000000 0.003951361563 Long DBT CORP US Y 2 2032-07-01 Fixed 9.25000000 N N N N N N CONOCOPHILLIPS C 5.7% 09/15/63 N/A 20826FBH8 150000.00000000 PA USD 138125.09000000 0.008804807141 Long DBT CORP US N 2 2063-09-15 Fixed 5.70000000 N N N N N N G2SF 30 YR TBA 4.5% JUN 25 N/A 21H042661 3670000.00000000 PA USD 3461908.87000000 0.220679964387 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 4.50000000 N N N N N N COLT 2021-3 A1 V/R 09/27/66 N/A 19688FAA3 782253.58000000 PA USD 647008.04000000 0.041243636556 Long ABS-CBDO CORP US Y 2 2066-09-27 Variable 0.95600000 N N N N N N MFRA 2021-NQM2 A V/R 11/25/64 N/A 55283WAA9 267279.84000000 PA USD 233434.14000000 0.014880298597 Long ABS-CBDO CORP US Y 2 2064-11-25 Variable 1.02900000 N N N N N N MSC 2019-H7 A 3.524% 07/15/29 N/A 61771MAZ3 400000.00000000 PA USD 372011.28000000 0.023713921742 Long ABS-CBDO CORP US N 2 2052-07-15 Fixed 3.52400000 N N N N N N GSMS 2017-GS7 XA V/R 07/10/27 N/A 36254CAX8 9817377.43000000 PA USD 165328.56000000 0.010538896921 Long ABS-CBDO CORP US N 2 2050-08-10 Variable 1.07277300 N N N N N N VERUS 2021-1 B1 V/R 01/25/66 N/A 92537QAH4 3814000.00000000 PA USD 2870918.70000000 0.183007196395 Long ABS-CBDO CORP US Y 2 2066-01-25 Variable 2.97700000 N N N N N N BHP BILLITON FIN 4.9% 02/28/33 N/A 055451BA5 245000.00000000 PA USD 242937.45000000 0.015486088694 Long DBT CORP AU N 2 2033-02-28 Fixed 4.90000000 N N N N N N MF1 2021-FL7 A V/R 10/16/36 N/A 55284AAA6 199229.08000000 PA USD 198990.82000000 0.012684703358 Long ABS-CBDO CORP KY Y 2 2036-10-16 Variable 5.52118000 N N N N N N DEVON ENERGY CO 5.75% 09/15/54 54930042348RKR3ZPN35 25179MBH5 76000.00000000 PA USD 66065.44000000 0.004211352607 Long DBT CORP US N 2 2054-09-15 Fixed 5.75000000 N N N N N N T/L VESTIS CORP 0.00% 02/22/31 N/A N/A 58187.50000000 PA USD 54793.42000000 0.003492815792 Long LON CORP US N 2 2031-02-22 Variable 6.57983000 N N N N N N T/L WHITEWATER MAT 0% 05/12/32 N/A N/A 10000.00000000 PA USD 9981.30000000 0.000636259650 Long LON CORP US N 2 2032-05-12 Variable 0.00000000 N N N N N N UMBS P#FM8350 1.5% 09/01/51 N/A 3140XCH43 982665.60000000 PA USD 725787.41000000 0.046265440774 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 1.50000000 N N N N N N UMBS P#FS8642 6% 06/01/54 N/A 3140XQS81 6501264.21000000 PA USD 6618915.44000000 0.421923880272 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.00000000 N N N N N N N/A N/A N/A 1.00000000 NC USD 569184.90000000 0.036282787380 N/A DIR US N 2 JPMORGAN CHASE BANK, N.A. N/A N/A N/A Y 2053-03-15 -3055071.64000000 USD 3065000.00000000 USD 3065000.00000000 USD 559256.54000000 N N N AUTOZONE INC 5.4% 07/15/34 GA3JGKJ41LJKXDN23E90 053332BK7 40000.00000000 PA USD 40306.68000000 0.002569356109 Long DBT CORP US N 2 2034-07-15 Fixed 5.40000000 N N N N N N COMMSCOPE LLC 4.75% 09/01/29 N/A 203372AX5 27000.00000000 PA USD 25853.34000000 0.001648025515 Long DBT CORP US Y 2 2029-09-01 Fixed 4.75000000 N N N N N N TCO 2024-DPM C V/R 12/15/26 N/A 87231EAE7 220000.00000000 PA USD 215997.50000000 0.013768797041 Long ABS-CBDO CORP US Y 2 2039-12-15 Variable 6.32057000 N N N N N N UMBS P#QF2008 5% 10/01/52 N/A 3133BPGR3 746171.84000000 PA USD 723961.87000000 0.046149071419 Long ABS-MBS USGA US N 2 2052-10-01 Fixed 5.00000000 N N N N N N ABBVIE INC 5.5% 03/15/64 FR5LCKFTG8054YNNRU85 00287YDX4 160000.00000000 PA USD 151762.84000000 0.009674147813 Long DBT CORP US N 2 2064-03-15 Fixed 5.50000000 N N N N N N UBER TECHNOLOGIE 4.8% 09/15/34 549300B2FTG34FILDR98 90353TAP5 305000.00000000 PA USD 294317.44000000 0.018761314816 Long DBT CORP US N 2 2034-09-15 Fixed 4.80000000 N N N N N N CITIZENS FINANCIA V/R 03/05/31 2138004JDDA4ZQUPFW65 174610BJ3 265000.00000000 PA USD 265276.16000000 0.016910073528 Long DBT CORP US N 2 2031-03-05 Variable 5.25300000 N N N N N N MHC 2021-MHC2 D V/R 05/15/38 N/A 55293AAL1 112000.00000000 PA USD 111790.00000000 0.007126072391 Long ABS-CBDO CORP US Y 2 2038-05-15 Variable 5.94348000 N N N N N N UMBS P#BF0144 3.5% 10/01/56 N/A 3140FXES7 886741.49000000 PA USD 784290.69000000 0.049994742218 Long ABS-MBS USGSE US N 2 2056-10-01 Fixed 3.50000000 N N N N N N TRUIST FINANCIAL V/R 08/05/32 549300DRQQI75D2JP341 89788MAT9 145000.00000000 PA USD 145800.37000000 0.009294069158 Long DBT CORP US N 2 2032-08-05 Variable 5.15300000 N N N N N N UNIVISION COMMUN 4.5% 05/01/29 N/A 914906AV4 75000.00000000 PA USD 66574.80000000 0.004243821846 Long DBT CORP US Y 2 2029-05-01 Fixed 4.50000000 N N N N N N N/A N/A N/A 1.00000000 NC USD 145201.78000000 0.009255911938 N/A DIR US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A N/A Y 2053-06-21 -970562.10000000 USD 960000.00000000 USD 960000.00000000 USD 155763.88000000 N N N BANK OF AMERICA C V/R 10/24/31 9DJT3UXIJIZJI4WXO774 06051GJL4 5175000.00000000 PA USD 4454557.97000000 0.283956548567 Long DBT CORP US N 2 2031-10-24 Variable 1.92200000 N N N N N N AMWINS GROUP I 4.875% 06/30/29 N/A 031921AB5 100000.00000000 PA USD 95804.07000000 0.006107046588 Long DBT CORP US Y 2 2029-06-30 Fixed 4.87500000 N N N N N N UMBS P#FS1172 3% 11/01/51 N/A 3140XGJS9 871196.59000000 PA USD 745468.26000000 0.047519999874 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.00000000 N N N N N N UMBS P#FS2831 4% 03/01/46 N/A 3140XJED1 78584.97000000 PA USD 73988.09000000 0.004716383266 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.00000000 N N N N N N VOLT 2021-NPL8 A V/R 04/25/51 N/A 92872VAA1 107215.28000000 PA USD 107150.80000000 0.006830345805 Long ABS-CBDO CORP US Y 2 2051-04-25 Variable 6.11570000 N N N N N N ENERGY TRANSFER LP 5% 05/15/44 MTLVN9N7JE8MIBIJ1H73 292480AJ9 89000.00000000 PA USD 74483.74000000 0.004747978559 Long DBT CORP US N 2 2044-05-15 Variable 5.00000000 N N N N N N SIRIUS XM RADIO 5.5% 07/01/29 N/A 82967NBC1 125000.00000000 PA USD 122955.64000000 0.007837827994 Long DBT CORP US Y 2 2029-07-01 Fixed 5.50000000 N N N N N N T-MOBILE USA I 2.875% 02/15/31 N/A 87264ABT1 2001000.00000000 PA USD 1800763.53000000 0.114789974720 Long DBT CORP US N 2 2031-02-15 Fixed 2.87500000 N N N N N N T/L APRO LLC 0% 07/09/31 N/A 03834XAP8 89550.00000000 PA USD 89027.92000000 0.005675099765 Long LON CORP US N 2 2031-07-09 Variable 8.04875000 N N N N N N ENBRIDGE INC 6% 11/15/28 98TPTUM4IVMFCZBCUR27 29250NBX2 35000.00000000 PA USD 36570.15000000 0.002331170375 Long DBT CORP CA N 2 2028-11-15 Fixed 6.00000000 N N N N N N TARGA RESOURCES PA 4% 01/15/32 N/A 87612BBU5 455000.00000000 PA USD 416059.95000000 0.026521811635 Long DBT CORP US Y 2 2032-01-15 Fixed 4.00000000 N N N N N N UNITI GROUP/CSL 10.5% 02/15/28 N/A 91327TAA9 63000.00000000 PA USD 66835.38000000 0.004260432562 Long DBT CORP US Y 2 2028-02-15 Fixed 10.50000000 N N N N N N GNMA II P#MA6282 2.5% 11/20/49 N/A 36179U6T4 558488.14000000 PA USD 470789.92000000 0.030010582797 Long ABS-MBS USGSE US N 2 2049-11-20 Fixed 2.50000000 N N N N N N RMLT 2021-1R A1 V/R 01/25/65 N/A 76090NAA8 102503.64000000 PA USD 98042.97000000 0.006249765646 Long ABS-CBDO CORP US Y 2 2065-01-25 Variable 0.85900000 N N N N N N UMBS P#FS4639 6% 05/01/53 N/A 3140XLEM6 397640.27000000 PA USD 405432.49000000 0.025844362406 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 6.00000000 N N N N N N FHR 4518 CZ 3.5% 10/15/45 N/A 3137BLP93 139784.04000000 PA USD 128316.26000000 0.008179541620 Long ABS-CBDO CORP US N 2 2045-10-15 Fixed 3.50000000 N N N N N N UMBS P#RA2618 2.5% 05/01/50 N/A 3133KH4B9 259493.31000000 PA USD 214932.15000000 0.013700886126 Long ABS-MBS USGA US N 2 2050-05-01 Fixed 2.50000000 N N N N N N COREWEAVE INC 9.25% 06/01/30 984500511DP2B6186053 21873SAB4 40000.00000000 PA USD 39955.12000000 0.002546945858 Long DBT CORP US Y 2 2030-06-01 Fixed 9.25000000 N N N N N N GATES CORPORAT 6.875% 07/01/29 N/A 367398AA2 70000.00000000 PA USD 71733.14000000 0.004572641099 Long DBT CORP US Y 2 2029-07-01 Fixed 6.87500000 N N N N N N CODELCO INC 5.125% 02/02/33 N/A P3143NBP8 200000.00000000 PA USD 191383.20000000 0.012199754339 Long DBT CORP CL N 2 2033-02-02 Fixed 5.12500000 N N N N N N TRK 2021-INV1 A1 V/R 07/25/56 N/A 89688WAA9 266650.36000000 PA USD 235764.81000000 0.015028867549 Long ABS-CBDO CORP US Y 2 2056-07-25 Variable 1.15300000 N N N N N N DRMT 2021-2 A1 V/R 04/25/66 N/A 24381WAA6 171476.75000000 PA USD 150718.31000000 0.009607564072 Long ABS-CBDO CORP US Y 2 2066-04-25 Variable 0.89900000 N N N N N N GMCAR 2023-3 B 5.72% 03/16/27 N/A 36267KAF4 1555000.00000000 PA USD 1584590.41000000 0.101009982751 Long ABS-CBDO CORP US N 2 2029-01-16 Fixed 5.72000000 N N N N N N JPMORGAN CHASE & V/R 04/22/31 8I5DZWZKVSZI1NUHU748 46647PEY8 531000.00000000 PA USD 538703.90000000 0.034339770898 Long DBT CORP US N 2 2031-04-22 Variable 5.10300000 N N N N N N BACARDI LTD / MA 5.4% 06/15/33 N/A 05635JAB6 179000.00000000 PA USD 174439.88000000 0.011119699550 Long DBT CORP BM Y 2 2033-06-15 Fixed 5.40000000 N N N N N N NCL CORPORATION 6.75% 02/01/32 N/A 62886HBR1 35000.00000000 PA USD 35006.51000000 0.002231495879 Long DBT CORP US Y 2 2032-02-01 Fixed 6.75000000 N N N N N N MLMI 2006-HE6 A1 V/R 11/25/37 N/A 59023XAA4 7212249.27000000 PA USD 3465094.87000000 0.220883056494 Long ABS-CBDO CORP US N 2 2037-11-25 Variable 4.71920000 N N N N N N UMBS P#SD8140 2% 04/01/51 N/A 3132DWBH5 366658.78000000 PA USD 286556.20000000 0.018266573265 Long ABS-MBS USGA US N 2 2051-04-01 Fixed 2.00000000 N N N N N N VOLT 2021-CF1 A1 V/R 08/25/24 N/A 92873JAA7 379162.41000000 PA USD 378961.76000000 0.024156981261 Long ABS-CBDO CORP US Y 2 2051-08-25 Variable 4.99180000 N N N N N N UMBS P#SD2102 2.5% 07/01/51 N/A 3132DPKP2 116209.54000000 PA USD 95804.73000000 0.006107088660 Long ABS-MBS USGA US N 2 2051-07-01 Fixed 2.50000000 N N N N N N GRAFTECH FINAN 4.625% 12/23/29 N/A 384311AC0 30000.00000000 PA USD 18719.70000000 0.001193290431 Long DBT CORP US Y 2 2029-12-23 Fixed 4.62500000 N N N N N N FNA 2022-M5 A1 V/R 01/01/34 N/A 3136BLN63 6678398.69000000 PA USD 6216779.76000000 0.396289673575 Long ABS-CBDO CORP US N 2 2034-01-01 Variable 2.34600000 N N N N N N DUKE ENERGY OHI 5.55% 03/15/54 N/A 26442EAL4 255000.00000000 PA USD 238944.55000000 0.015231560611 Long DBT CORP US N 2 2054-03-15 Fixed 5.55000000 N N N N N N UMBS P#SD0665 3% 08/01/51 N/A 3132DMW27 80501.32000000 PA USD 69181.21000000 0.004409967891 Long ABS-MBS USGA US N 2 2051-08-01 Fixed 3.00000000 N N N N N N CWALT 2005-7CB 2 V/R 03/01/38 N/A 12667F4M4 4152584.73000000 PA USD 206993.89000000 0.013194860404 Long ABS-CBDO CORP US N 2 2038-03-01 Variable 0.61080000 N N N N N N CROWN CASTLE INC 3.1% 11/15/29 54930012H97VSM0I2R19 22822VAN1 185000.00000000 PA USD 172185.09000000 0.010975967582 Long DBT CORP US N 2 2029-11-15 Fixed 3.10000000 N N N N N N UMBS P#SD2413 4% 02/01/51 N/A 3132DPVE5 6492112.67000000 PA USD 6056972.26000000 0.386102717554 Long ABS-MBS USGA US N 2 2051-02-01 Fixed 4.00000000 N N N N N N GSMS 2024-70P A V/R 03/10/29 N/A 36269JAA6 1405000.00000000 PA USD 1405479.25000000 0.089592511670 Long ABS-CBDO CORP US Y 2 2041-03-10 Variable 5.31021000 N N N N N N UMBS P#CA7381 3% 10/01/50 N/A 3140QFFX2 330939.64000000 PA USD 282660.11000000 0.018018216351 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 3.00000000 N N N N N N T/L W R GRAC 0% 09/22/28 N/A N/A 25000.00000000 PA USD 24900.00000000 0.001587254696 Long LON CORP US N 2 2028-09-22 Variable 7.54917000 N N N N N N FNMA 30YR TBA 5% JUN 25 N/A 01F050668 7500000.00000000 PA USD 7258921.28000000 0.462721160410 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 5.00000000 N N N N N N AUTOZONE INC 6.55% 11/01/33 GA3JGKJ41LJKXDN23E90 053332BH4 150000.00000000 PA USD 163028.64000000 0.010392288133 Long DBT CORP US N 2 2033-11-01 Fixed 6.55000000 N N N N N N MCDONALD'S CORP 5.45% 08/14/53 UE2136O97NLB5BYP9H04 58013MFW9 154000.00000000 PA USD 145490.75000000 0.009274332379 Long DBT CORP US N 2 2053-08-14 Fixed 5.45000000 N N N N N N UMBS P#FS2099 1.5% 04/01/52 N/A 3140XHKM8 797740.08000000 PA USD 588210.34000000 0.037495567260 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 1.50000000 N N N N N N AMERICAN INTERN 5.45% 05/07/35 ODVCVCQG2BP6VHV36M30 026874DX2 67000.00000000 PA USD 67367.84000000 0.004294374314 Long DBT CORP US N 2 2035-05-07 Fixed 5.45000000 N N N N N N BAUSCH HEALTH C 5.25% 01/30/30 B3BS7ACMDUWISF18KY76 071734AJ6 35000.00000000 PA USD 19866.03000000 0.001266363430 Long DBT CORP CA Y 2 2030-01-30 Fixed 5.25000000 N N N N N N CSX CORP 3.35% 09/15/49 549300JVQR4N1MMP3Q88 126408HR7 362000.00000000 PA USD 245769.23000000 0.015666600988 Long DBT CORP US N 2 2049-09-15 Fixed 3.35000000 N N N N N N BHP BILLITON FI 5.25% 09/08/33 N/A 055451BE7 25000.00000000 PA USD 25208.99000000 0.001606951316 Long DBT CORP AU N 2 2033-09-08 Fixed 5.25000000 N N N N N N COTERRA ENERGY I 5.4% 02/15/35 FCNMH6O7VWU7LHXMK351 127097AM5 491000.00000000 PA USD 476121.41000000 0.030350439525 Long DBT CORP US N 2 2035-02-15 Fixed 5.40000000 N N N N N N QUALCOMM INC 4.75% 05/20/32 H1J8DDZKZP6H7RWC0H53 747525BV4 400000.00000000 PA USD 399687.78000000 0.025478164899 Long DBT CORP US N 2 2032-05-20 Fixed 4.75000000 N N N N N N SABRE GLBL INC 10.75% 11/15/29 N/A 78573NAL6 37000.00000000 PA USD 37740.00000000 0.002405742660 Long DBT CORP US Y 2 2029-11-15 Fixed 10.75000000 N N N N N N COMMONWEALTH ED 5.95% 06/01/55 N/A 202795KB5 322000.00000000 PA USD 322476.29000000 0.020556305456 Long DBT CORP US N 2 2055-06-01 Fixed 5.95000000 N N N N N N OGLETHORPE POWE 5.05% 10/01/48 3EERXCUSWMS9GV5D9M98 677050AN6 110000.00000000 PA USD 94859.93000000 0.006046862225 Long DBT CORP US N 2 2048-10-01 Fixed 5.05000000 N N N N N N UMBS P#SD7565 5.5% 09/01/53 N/A 3132DVMN2 3233864.15000000 PA USD 3236209.15000000 0.206292697696 Long ABS-MBS USGA US N 2 2053-09-01 Fixed 5.50000000 N N N N N N BOEING CO/THE 6.388% 05/01/31 RVHJWBXLJ1RFUBSY1F30 097023DR3 110000.00000000 PA USD 117367.20000000 0.007481591945 Long DBT CORP US N 2 2031-05-01 Fixed 6.38800000 N N N N N N T/L TRIDENT TP 0% 09/15/28 N/A 00216EAL3 54512.33000000 PA USD 52666.00000000 0.003357203046 Long LON CORP US N 2 2028-09-15 Variable 8.04917000 N N N N N N FHR 4504 DZ 3.5% 08/15/45 N/A 3137BL7E2 648511.87000000 PA USD 608721.06000000 0.038803026563 Long ABS-CBDO CORP US N 2 2045-08-15 Fixed 3.50000000 N N N N N N JPMMT 2006-S4 A7 6% 01/25/37 N/A 46629SAG7 6350248.19000000 PA USD 2269392.64000000 0.144662816319 Long ABS-CBDO CORP US N 2 2037-01-25 Fixed 6.00000000 N N N N N N RRAM 2022-23A A2 V/R 10/15/35 N/A 75000GAV8 1420000.00000000 PA USD 1423818.66000000 0.090761560451 Long ABS-CBDO CORP BM Y 2 2035-10-15 Variable 6.90610000 N N N N N N LIMA METRO LIN 5.875% 07/05/34 5493009BVQNQT1UKQ352 G54897AA4 238595.70000000 PA USD 239786.29000000 0.015285217469 Long DBT CORP KY N 2 2034-07-05 Fixed 5.87500000 N N N N N N MEDLINE BORROWE 5.25% 10/01/29 254900QT3R363TVK6F09 62482BAB8 105000.00000000 PA USD 102611.71000000 0.006541000748 Long DBT CORP US Y 2 2029-10-01 Fixed 5.25000000 N N N N N N US TREAS NTS 4.25% 06/30/29 N/A 91282CKX8 13840000.00000000 PA USD 14007053.09000000 0.892881959966 Long DBT UST US N 2 2029-06-30 Fixed 4.25000000 N N N N N N EVERGY INC 2.9% 09/15/29 549300PGTHDQY6PSUI61 30034WAB2 235000.00000000 PA USD 218911.53000000 0.013954552375 Long DBT CORP US N 2 2029-09-15 Fixed 2.90000000 N N N N N N CGCMT 2020-55 2.647% 12/10/29 N/A 17328EAA6 170000.00000000 PA USD 150801.78000000 0.009612884882 Long ABS-CBDO CORP US Y 2 2041-12-10 Fixed 2.64700000 N N N N N N ADC 2023-1A A2 6% 08/15/28 N/A 01627AAD0 690000.00000000 PA USD 695698.02000000 0.044347387537 Long ABS-CBDO CORP US Y 2 2048-08-17 Fixed 6.00000000 N N N N N N FHR 5178 IO 4% 03/25/45 N/A 3137H54D6 621476.79000000 PA USD 112640.00000000 0.007180255784 Long ABS-CBDO CORP US N 2 2045-03-25 Fixed 4.00000000 N N N N N N T/L ADMI CORP 0% 12/23/2027 N/A N/A 93345.66000000 PA USD 89285.12000000 0.005691495022 Long LON CORP US N 2 2027-12-23 Variable 8.19129000 N N N N N N UNITED MEXICAN S 6.4% 05/07/54 N/A 91087BBA7 200000.00000000 PA USD 176044.00000000 0.011221954450 Long DBT USGA MX N 2 2054-05-07 Fixed 6.40000000 N N N N N N GNMA II P#MA3572 3% 04/20/31 N/A 36179R6H7 165430.14000000 PA USD 160905.40000000 0.010256941841 Long ABS-MBS USGSE US N 2 2031-04-20 Fixed 3.00000000 N N N N N N UMBS P#SD2960 5% 04/01/53 N/A 3132DQJD9 278111.30000000 PA USD 271115.02000000 0.017282272643 Long ABS-MBS USGA US N 2 2053-04-01 Fixed 5.00000000 N N N N N N ALABAMA POWER CO 5.1% 04/02/35 N/A 010392GC6 30000.00000000 PA USD 29785.65000000 0.001898691279 Long DBT CORP US N 2 2035-04-02 Fixed 5.10000000 N N N N N N CLVR 2021-3A DR V/R 01/25/35 N/A 18915FAG7 500000.00000000 PA USD 488832.60000000 0.031160716474 Long ABS-CBDO CORP US Y 2 2035-01-25 Variable 6.83177000 N N N N N N PACIFIC GAS & E 3.25% 06/01/31 N/A 694308JT5 280000.00000000 PA USD 248357.09000000 0.015831564560 Long DBT CORP US N 2 2031-06-01 Fixed 3.25000000 N N N N N N ABBVIE INC 4.95% 03/15/31 FR5LCKFTG8054YNNRU85 00287YDT3 205000.00000000 PA USD 208326.76000000 0.013279824427 Long DBT CORP US N 2 2031-03-15 Fixed 4.95000000 N N N N N N UNITED MEXICAN 6.338% 05/04/53 N/A 91087BAX8 500000.00000000 PA USD 437925.00000000 0.027915602932 Long DBT USGA MX N 2 2053-05-04 Fixed 6.33800000 N N N N N N UMBS P#FS1886 3% 11/01/51 N/A 3140XHCY1 198330.49000000 PA USD 170296.76000000 0.010855595667 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.00000000 N N N N N N BAT CAPITAL CO 5.834% 02/20/31 N/A 05526DBY0 160000.00000000 PA USD 166702.63000000 0.010626487245 Long DBT CORP US N 2 2031-02-20 Fixed 5.83400000 N N N N N N VIRGINIA ELEC & PO 5% 04/01/33 N/A 927804GK4 130000.00000000 PA USD 129226.91000000 0.008237591157 Long DBT CORP US N 2 2033-04-01 Fixed 5.00000000 N N N N N N T/L FREEPORT LNG 0% 12/21/28/ N/A 35670CAC2 43070.12000000 PA USD 43024.03000000 0.002742574043 Long LON CORP US N 2 2028-12-21 Variable 7.52238000 N N N N N N UMBS P#MA4436 1.5% 10/01/51 N/A 31418D4W9 231220.35000000 PA USD 170489.08000000 0.010867855138 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 1.50000000 N N N N N N UMBS P#CA1909 4.5% 06/01/48 N/A 3140Q9DP5 192071.60000000 PA USD 183828.05000000 0.011718150029 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.50000000 N N N N N N ICON INVESTMEN 5.809% 05/08/27 635400FQ1M7J2CHLAS59 45115AAA2 200000.00000000 PA USD 203290.20000000 0.012958768061 Long DBT CORP IE N 2 2027-05-08 Fixed 5.80900000 N N N N N N UMBS P#RA2971 3% 07/01/50 N/A 3133KJJQ6 181086.59000000 PA USD 155700.73000000 0.009925169275 Long ABS-MBS USGA US N 2 2050-07-01 Fixed 3.00000000 N N N N N N WFLF 2024-2A A 4.87% 06/21/39 549300BSFY0E0XXREF43 96328GBT3 5950000.00000000 PA USD 5966928.35000000 0.380362853335 Long ABS-CBDO CORP US Y 2 2039-06-21 Fixed 4.87000000 N N N N N N NORTHROP GRUMMAN 5.2% 06/01/54 RIMU48P07456QXSO0R61 666807CM2 265000.00000000 PA USD 241066.02000000 0.015366794074 Long DBT CORP US N 2 2054-06-01 Fixed 5.20000000 N N N N N N GNMA II P#MA3736 3.5% 06/20/46 N/A 36179SEH6 329306.44000000 PA USD 297601.07000000 0.018970630364 Long ABS-MBS USGSE US N 2 2046-06-20 Fixed 3.50000000 N N N N N N UMBS P#BM5024 3% 11/01/48 N/A 3140J9SN2 102033.91000000 PA USD 88499.65000000 0.005641425104 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.00000000 N N N N N N CLEVELAND-CLIF 6.875% 11/01/29 549300TM2WLI2BJMDD86 185899AQ4 65000.00000000 PA USD 60435.00000000 0.003852439260 Long DBT CORP US Y 2 2029-11-01 Fixed 6.87500000 N N N N N N NISOURCE INC 5.85% 04/01/55 549300D8GOWWH0SJB189 65473PAU9 132000.00000000 PA USD 127508.05000000 0.008128022137 Long DBT CORP US N 2 2055-04-01 Fixed 5.85000000 N N N N N N MATTAMY GROUP 4.625% 03/01/30 5493008TNY7A82WCXU31 57701RAM4 80000.00000000 PA USD 75310.42000000 0.004800675415 Long DBT CORP CA Y 2 2030-03-01 Fixed 4.62500000 N N N N N N JERSEY CENTRAL P 5.1% 01/15/35 N/A 476556DF9 105000.00000000 PA USD 102755.03000000 0.006550136705 Long DBT CORP US N 2 2035-01-15 Fixed 5.10000000 N N N N N N FNR 2020-99 KI 1.5% 11/25/35 N/A 3136BDFB9 1523343.47000000 PA USD 73866.32000000 0.004708621017 Long ABS-CBDO CORP US N 2 2035-11-25 Fixed 1.50000000 N N N N N N CGCMT 2015-GC 3.762% 06/10/25 N/A 17323YAD1 1045024.90000000 PA USD 1026357.72000000 0.065425345843 Long ABS-CBDO CORP US N 2 2048-06-10 Fixed 3.76200000 N N N N N N T/L WESTJET AIRL 0% 02/28/32 N/A N/A 38538.92000000 PA USD 38174.34000000 0.002433429737 Long LON CORP CA N 2 2032-02-28 Variable 7.54917000 N N N N N N ORACLE CORP 5.5% 09/27/64 1Z4GXXU7ZHVWFCD8TV52 68389XCV5 110000.00000000 PA USD 96890.99000000 0.006176332487 Long DBT CORP US N 2 2064-09-27 Fixed 5.50000000 N N N N N N DT MIDSTREAM I 4.125% 06/15/29 N/A 23345MAA5 80000.00000000 PA USD 76197.64000000 0.004857231404 Long DBT CORP US Y 2 2029-06-15 Fixed 4.12500000 N N N N N N ENI SPA 5.5% 05/15/34 BUCRF72VH5RBN7X3VL35 26874RAN8 365000.00000000 PA USD 361973.72000000 0.023074075788 Long DBT CORP IT Y 2 2034-05-15 Fixed 5.50000000 N N N N N N LIMA METRO LINE 4.35% 04/05/36 5493009BVQNQT1UKQ352 G54897AB2 158637.89000000 PA USD 147254.59000000 0.009386768657 Long DBT CORP KY N 2 2036-04-05 Fixed 4.35000000 N N N N N N COX COMMUNICATIO 2.6% 06/15/31 N/A 224044CN5 335000.00000000 PA USD 289316.65000000 0.018442538615 Long DBT CORP US Y 2 2031-06-15 Fixed 2.60000000 N N N N N N CLYDESDALE ACQU 6.75% 04/15/32 254900QKSDYFR3K5YD98 18972EAD7 95000.00000000 PA USD 96004.93000000 0.006119850443 Long DBT CORP US Y 2 2032-04-15 Fixed 6.75000000 N N N N N N UMBS P#BZ0611 4.39% 04/01/29 N/A 3140NUVD8 793797.00000000 PA USD 796385.79000000 0.050765746406 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 4.39000000 N N N N N N EMPRESA ELECTRIC 5.5% 05/14/27 N/A P3713CAB4 62060.00000000 PA USD 61084.28000000 0.003893827723 Long DBT CORP CL N 2 2027-05-14 Fixed 5.50000000 N N N N N N UNITEDHEALTH GR 2.75% 05/15/40 549300GHBMY8T5GXDE41 91324PDY5 130000.00000000 PA USD 90920.69000000 0.005795754707 Long DBT CORP US N 2 2040-05-15 Fixed 2.75000000 N N N N N N FNR 2025-3 BA 5.5% 03/25/52 N/A 3136BUSZ4 470212.86000000 PA USD 470971.83000000 0.030022178680 Long ABS-CBDO CORP US N 2 2052-03-25 Fixed 5.50000000 N N N N N N DSLA 2005-AR4 1A V/R 08/19/45 N/A 23332UEL4 3617296.99000000 PA USD 2783764.33000000 0.177451526390 Long ABS-CBDO CORP US N 2 2045-08-19 Variable 4.96118000 N N N N N N UNITEDHEALTH GRO 3.5% 08/15/39 549300GHBMY8T5GXDE41 91324PDT6 260000.00000000 PA USD 204046.69000000 0.013006990644 Long DBT CORP US N 2 2039-08-15 Fixed 3.50000000 N N N N N N ALABAMA POWER C 3.45% 10/01/49 N/A 010392FT0 355000.00000000 PA USD 244609.80000000 0.015592692927 Long DBT CORP US N 2 2049-10-01 Fixed 3.45000000 N N N N N N KINDER MORGAN E 6.95% 01/15/38 N/A 494550AW6 221000.00000000 PA USD 238871.51000000 0.015226904664 Long DBT CORP US N 2 2038-01-15 Fixed 6.95000000 N N N N N N TENNESSEE GAS PI 2.9% 03/01/30 N/A 880451AZ2 6275000.00000000 PA USD 5726465.86000000 0.365034531382 Long DBT CORP US Y 2 2030-03-01 Fixed 2.90000000 N N N N N N UMBS P#MA4311 2% 04/01/41 N/A 31418DYH9 346016.62000000 PA USD 292474.44000000 0.018643832471 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 2.00000000 N N N N N N PARAMOUNT GLOB 4.375% 03/15/43 5KYC8KF17ROCY24M3H09 92553PAP7 220000.00000000 PA USD 160412.10000000 0.010225496350 Long DBT CORP US N 2 2043-03-15 Fixed 4.37500000 N N N N N N UMBS P#FS2715 3.5% 04/01/52 N/A 3140XJAR4 606609.03000000 PA USD 543945.94000000 0.034673925621 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N GNMA II P#MA8566 3.5% 01/20/53 N/A 36179XQT6 749425.76000000 PA USD 668473.06000000 0.042611927873 Long ABS-MBS USGSE US N 2 2053-01-20 Fixed 3.50000000 N N N N N N LOWE'S COS INC 5.625% 04/15/53 WAFCR4OKGSC504WU3E95 548661EM5 80000.00000000 PA USD 75018.32000000 0.004782055451 Long DBT CORP US N 2 2053-04-15 Fixed 5.62500000 N N N N N N NRZT 2021-NQ2R A V/R 10/25/58 N/A 64831EAA8 120182.17000000 PA USD 114150.56000000 0.007276546686 Long ABS-CBDO CORP US Y 2 2058-10-25 Variable 0.94054000 N N N N N N WELLS FARGO & COMP 3% 04/22/26 PBLD0EJDB5FWOLXP3B76 949746RW3 270000.00000000 PA USD 266328.90000000 0.016977180617 Long DBT CORP US N 2 2026-04-22 Fixed 3.00000000 N N N N N N RIO TINTO FIN 5.875% 03/14/65 N/A 76720AAW6 265000.00000000 PA USD 258014.85000000 0.016447200098 Long DBT CORP GB N 2 2065-03-14 Fixed 5.87500000 N N N N N N GNMA II P#4715 5% 06/20/40 N/A 36202FGY6 189611.92000000 PA USD 190126.50000000 0.012119645786 Long ABS-MBS USGSE US N 2 2040-06-20 Fixed 5.00000000 N N N N N N ARIZONA PUBLIC S 5.7% 08/15/34 N/A 040555DH4 141000.00000000 PA USD 142892.92000000 0.009108733268 Long DBT CORP US N 2 2034-08-15 Fixed 5.70000000 N N N N N N UMBS P#MA4281 2% 03/01/51 N/A 31418DXK3 789590.17000000 PA USD 617598.50000000 0.039368920472 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N HF SINCLAIR COR 5.75% 01/15/31 2549009G116AM01XHN24 403949AR1 101000.00000000 PA USD 101551.72000000 0.006473431506 Long DBT CORP US N 2 2031-01-15 Fixed 5.75000000 N N N N N N AT&T INC 2.55% 12/01/33 549300Z40J86GGSTL398 00206RMM1 3495000.00000000 PA USD 2874468.94000000 0.183233507042 Long DBT CORP US N 2 2033-12-01 Fixed 2.55000000 N N N N N N XCAP 2024-1A A 5.49% 07/15/31 N/A 05335FAC5 440000.00000000 PA USD 447539.18000000 0.028528460457 Long ABS-CBDO CORP US Y 2 2031-07-15 Fixed 5.49000000 N N N N N N UMBS P#SD2553 4% 05/01/49 N/A 3132DPZS0 136206.11000000 PA USD 127509.21000000 0.008128096081 Long ABS-MBS USGA US N 2 2049-05-01 Fixed 4.00000000 N N N N N N VERUS 2021-R1 A1 V/R 10/25/63 N/A 92538BAA1 109682.03000000 PA USD 105436.75000000 0.006721083399 Long ABS-CBDO CORP US Y 2 2063-10-25 Variable 0.82000000 N N N N N N PHILIP MORRIS 5.125% 02/15/30 HL3H1H2BGXWVG3BSWR90 718172DA4 370000.00000000 PA USD 377957.82000000 0.024092984936 Long DBT CORP US N 2 2030-02-15 Fixed 5.12500000 N N N N N N DEUTSCHE BANK NY V/R 05/09/31 N/A 251526DA4 755000.00000000 PA USD 756043.80000000 0.048194139454 Long DBT CORP US N 2 2031-05-09 Variable 5.29700000 N N N N N N ORACLE CORP 5.375% 09/27/54 1Z4GXXU7ZHVWFCD8TV52 68389XCU7 165000.00000000 PA USD 146340.24000000 0.009328483262 Long DBT CORP US N 2 2054-09-27 Fixed 5.37500000 N N N N N N CAP SA 3.9% 04/27/31 54930079GPG23NTBB003 P2316YAA1 400000.00000000 PA USD 320826.16000000 0.020451117641 Long DBT CORP CL N 2 2031-04-27 Fixed 3.90000000 N N N N N N UMBS P#BX8385 5% 03/01/53 N/A 3140NDJ73 75779.52000000 PA USD 73466.96000000 0.004683163747 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.00000000 N N N N N N UMBS P#MA4399 2.5% 08/01/51 N/A 31418D3H3 9705697.86000000 PA USD 7946460.05000000 0.506548435181 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N T/L SABRE GLBL 0% 12/17/27 N/A N/A 6005.93000000 PA USD 5833.26000000 0.000371842141 Long LON CORP US N 2 2027-12-17 Variable 7.94129000 N N N N N N UMBS P#SD4010 4% 07/01/49 N/A 3132E0N32 161339.83000000 PA USD 153117.29000000 0.009760487457 Long ABS-MBS USGA US N 2 2049-07-01 Fixed 4.00000000 N N N N N N MORGAN STANLEY V/R 10/18/30 IGJSJL3JD5P30I6NJZ34 61747YFU4 330000.00000000 PA USD 327799.19000000 0.020895614613 Long DBT CORP US N 2 2030-10-18 Variable 4.65400000 N N N N N N DISH DBS CORP 5.125% 06/01/29 N/A 25470XBD6 75000.00000000 PA USD 49308.41000000 0.003143172905 Long DBT CORP US N 2 2029-06-01 Fixed 5.12500000 N N N N N N T/L ASURION LLC 0% 08/19/28 N/A N/A 83929.45000000 PA USD 83614.71000000 0.005330033781 Long LON CORP US N 2 2028-08-19 Variable 8.67681000 N N N N N N VERUS 2021-6 A1 V/R 10/25/66 N/A 92538MAA7 895216.51000000 PA USD 775823.99000000 0.049455030999 Long ABS-CBDO CORP US Y 2 2066-10-25 Variable 1.63000000 N N N N N N BMO 2024-5C6 5.316% 09/15/29 N/A 05593QAC8 361000.00000000 PA USD 366941.59000000 0.023390753498 Long ABS-CBDO CORP US N 2 2057-09-15 Fixed 5.31610000 N N N N N N JPMORGAN CHASE & V/R 10/22/35 8I5DZWZKVSZI1NUHU748 46647PER3 95000.00000000 PA USD 92184.21000000 0.005876298003 Long DBT CORP US N 2 2035-10-22 Variable 4.94600000 N N N N N N WATCO COS LLC/ 7.125% 08/01/32 N/A 941130AD8 110000.00000000 PA USD 113213.43000000 0.007216809176 Long DBT CORP US Y 2 2032-08-01 Fixed 7.12500000 N N N N N N CPS 2023-B A 5.91% 03/17/25 N/A 12664WAA9 31559.27000000 PA USD 31574.68000000 0.002012733298 Long ABS-CBDO CORP US Y 2 2027-08-16 Fixed 5.91000000 N N N N N N T/L MCAFEE CORP 0% 03/01/29 N/A N/A 87432.10000000 PA USD 83978.53000000 0.005353225548 Long LON CORP US N 2 2029-03-01 Variable 7.32850000 N N N N N N MCAFEE CORP 7.375% 02/15/30 2549009UKR8UEZYVCR93 579063AB4 25000.00000000 PA USD 23117.17000000 0.001473607897 Long DBT CORP US Y 2 2030-02-15 Fixed 7.37500000 N N N N N N VERALTO CORP 5.35% 09/18/28 635400FJE6GSOJUSNY27 92338CAD5 143000.00000000 PA USD 146783.05000000 0.009356710261 Long DBT CORP US N 2 2028-09-18 Fixed 5.35000000 N N N N N N SC GAMES HOLDI 6.625% 03/01/30 N/A 80874DAA4 45000.00000000 PA USD 42658.74000000 0.002719288570 Long DBT CORP US Y 2 2030-03-01 Fixed 6.62500000 N N N N N N DPABS 2021-1A 2.662% 10/25/28 N/A 25755TAN0 1248690.00000000 PA USD 1158539.70000000 0.073851308436 Long ABS-CBDO CORP US Y 2 2051-04-25 Fixed 2.66200000 N N N N N N FHMS K130 X1 V/R 06/25/31 N/A 3137H1YX8 27663963.76000000 PA USD 1390399.12000000 0.088631226241 Long ABS-CBDO CORP US N 2 2031-06-25 Variable 1.14182500 N N N N N N ORACLE CORP 5.25% 02/03/32 1Z4GXXU7ZHVWFCD8TV52 68389XCZ6 55000.00000000 PA USD 55833.93000000 0.003559143278 Long DBT CORP US N 2 2032-02-03 Fixed 5.25000000 N N N N N N STARWOOD PROPERTY 6% 04/15/30 BUGSFQZERKRBFWIG5267 85571BBC8 35000.00000000 PA USD 34898.77000000 0.002224627975 Long DBT CORP US Y 2 2030-04-15 Fixed 6.00000000 N N N N N N UMBS P#BR4390 2% 03/01/51 N/A 3140L22Y8 720307.42000000 PA USD 562720.33000000 0.035870702276 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N CSL FINANCE PLC 4.25% 04/27/32 N/A 12661PAC3 185000.00000000 PA USD 177918.05000000 0.011341416083 Long DBT CORP GB Y 2 2032-04-27 Fixed 4.25000000 N N N N N N 2025-06-30 Brinker Capital Destinations Trust Brian Ferko Brian Ferko Chief Operating Officer and Chief Compliance Officer XXXX