NPORT-P false 0001831313 XXXXXXXX S000093199 C000261351 TCW ETF Trust 811-23617 0001831313 549300NV06RWMAEJ2V61 515 South Flower Street Los Angeles 90071 213-244-0000 TCW Core Plus Bond ETF S000093199 2549008XE0GWLE81ZP54 2026-10-31 2026-01-31 N 265524305.04 50538457.96 214985847.08 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 23294078.68000000 0.00000000 0.00000000 1780458.90000000 AUD EUR USD N Bloomberg U.S. Aggregate Bond Index LBUSSTAT ABG Intermediate Holdings 2 LLC 54930020NXD0RJB64985 00076VBL3 142940.32000000 PA USD 143038.23000000 0.066533789057 Long LON CORP US N 2 2028-12-21 Floating 5.92000000 N N N N N N ACP Tara Holdings Inc N/A 00110HAG4 100000.00000000 PA USD 100625.00000000 0.046805406665 Long LON CORP US N 2 2032-12-15 Floating 6.97000000 N N N N N N AI Aqua Merger Sub Inc 5493005QMH1D47U26R45 00132UAP9 45580.86000000 PA USD 45649.46000000 0.021233704739 Long LON CORP US N 2 2028-07-31 Floating 6.85000000 N N N N N N AMSR Trust N/A 00182MAJ0 520000.00000000 PA USD 482201.20000000 0.224294392653 Long ABS-MBS CORP US N 2 2042-06-17 Fixed 3.66000000 N N N N N N Ace Securities Corp. N/A 004421MG5 644171.12000000 PA USD 638680.46000000 0.297080235129 Long ABS-MBS CORP US N 2 2035-04-25 Floating 4.81000000 N N N N N N ACREC LLC N/A 004970AD1 380000.00000000 PA USD 380712.73000000 0.177087345595 Long ABS-CBDO CORP KY N 2 2043-01-18 Floating 5.80000000 N N N N N N The Action Environmental Group Inc 549300BB30QUQC86W666 00507JAF3 10714.14000000 PA USD 10720.89000000 0.004986788733 Long LON CORP US N 2 2030-10-24 Floating 6.92000000 N N N N N N Advantage Sales & Marketing Inc 549300T4O24KQDED1182 00769EBA7 177378.15000000 PA USD 150524.87000000 0.070016176434 Long LON CORP US N 2 2027-10-28 Floating 8.16000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAV7 645000.00000000 PA USD 637859.85000000 0.296698530932 Long DBT CORP IE N 2 2026-10-29 Fixed 2.45000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XAY0 205000.00000000 PA USD 203271.85000000 0.094551270588 Long DBT CORP US N 2 2027-12-01 Fixed 3.63000000 N N N N N N ALA Trust N/A 009920AE9 520000.00000000 PA USD 524853.06000000 0.244133773050 Long ABS-MBS CORP US N 2 2040-06-15 Floating 5.77000000 N N N N N N ALBION FINANCING 1SARL / N/A 01330AAA4 111000.00000000 PA USD 115905.09000000 0.053912893138 Long DBT CORP LU N 2 2030-05-21 Fixed 7.00000000 N N N N N N ALCON FINANCE CORP 549300CUZUI9VU7XNK42 01400EAA1 450000.00000000 PA USD 446503.50000000 0.207689718213 Long DBT CORP US N 2 2026-09-23 Fixed 2.75000000 N N N N N N ALLIANT ENERGY CORP 5493009ML300G373MZ12 018802AF5 140000.00000000 PA USD 139130.60000000 0.064716167082 Long DBT CORP US N 2 2056-04-01 Fixed 5.75000000 N N N N N N ALLIANT ENERGY FINANCE 54930033ER6EOI5DL570 01882YAD8 175000.00000000 PA USD 164134.25000000 0.076346537332 Long DBT CORP US N 2 2032-03-01 Fixed 3.60000000 N N N N N N UMBS, TBA N/A 01F022626 25000.00000000 PA USD 21227.64000000 0.009873970909 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 2.50000000 N N N N N N UMBS, TBA N/A 01F032625 3875000.00000000 PA USD 3584148.31000000 1.667155470316 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 3.50000000 N N N N N N UMBS, TBA N/A 01F040628 5000000.00000000 PA USD 4774197.50000000 2.220703160158 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 4.00000000 N N N N N N UMBS, TBA N/A 01F042624 2850000.00000000 PA USD 2791761.68000000 1.298579286924 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 4.50000000 N N N N N N UMBS, TBA N/A 01F050627 1525000.00000000 PA USD 1524486.08000000 0.709109971984 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.00000000 N N N N N N UMBS, TBA N/A 01F052623 1150000.00000000 PA USD 1166094.25000000 0.542405123796 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N Allwyn Entertainment Financing US LLC N/A 02008EAE7 100000.00000000 PA USD 98281.50000000 0.045715334909 Long LON CORP US N 2 2032-11-24 None 0.00000000 N N N N N N Alpha Generation LLC 254900K5V62L4YGVKF49 02072UAC6 59329.04000000 PA USD 59340.31000000 0.027601961155 Long LON CORP US N 2 2031-09-30 Floating 5.42000000 N N N N N N ALPHA GENERATION LLC 254900K5V62L4YGVKF49 02073LAC5 115000.00000000 PA USD 115887.80000000 0.053904850749 Long DBT CORP US N 2 2034-01-15 Fixed 6.25000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02090DAA6 4133.00000000 PA USD 4249.88000000 0.001976818501 Long DBT CORP FR N 2 2029-11-01 Fixed 9.50000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02090DAD0 5541.00000000 PA USD 5418.88000000 0.002520575225 Long DBT CORP FR N 2 2032-04-15 Fixed 6.50000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02090DAE8 22000.00000000 PA USD 21494.22000000 0.009997969769 Long DBT CORP FR N 2 2032-07-15 Fixed 6.88000000 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 02154CAJ2 148000.00000000 PA USD 114717.76000000 0.053360610271 Long DBT CORP LU N 2 2027-07-15 Fixed 9.63000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBS1 400000.00000000 PA USD 407244.00000000 0.189428283550 Long DBT CORP US N 2 2028-02-04 Fixed 4.88000000 N N N N N N AMCOR FINANCE USA INC 549300ZMT7FVT8R77U18 02343UAG0 1450000.00000000 PA USD 1448593.50000000 0.673808773775 Long DBT CORP US N 2 2026-04-28 Fixed 3.63000000 N N N N N N AMERICAN ELECTRIC POWER 1B4S6S7G0TW5EE83BO58 02557TAF6 460000.00000000 PA USD 457102.00000000 0.212619577618 Long DBT CORP US N 2 2056-03-15 Fixed 6.05000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XAR1 360000.00000000 PA USD 357163.20000000 0.166133354753 Long DBT US N 2 2028-01-15 Fixed 3.60000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XCR9 100000.00000000 PA USD 100128.00000000 0.046574228657 Long DBT US N 2 2032-12-15 Fixed 4.70000000 N N N N N N AMERIGAS PART/FIN CORP N/A 030981AM6 50000.00000000 PA USD 51733.50000000 0.024063677075 Long DBT CORP US N 2 2028-06-01 Fixed 9.38000000 N N N N N N American Money Management Corporation N/A 03165UAA6 2000000.00000000 PA USD 2000100.00000000 0.930340311776 Long ABS-CBDO CORP KY N 2 2037-01-15 Floating 5.35000000 N N N N N N AMWINS GROUP INC 549300SJE7MUB8NMRG61 03234TBB3 127713.71000000 PA USD 127631.33000000 0.059367317306 Long LON CORP US N 2 2032-01-30 Floating 5.67000000 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 035198AF7 115000.00000000 PA USD 112681.60000000 0.052413496762 Long DBT NUSS AO N 2 2032-04-14 Fixed 8.75000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752BK8 400000.00000000 PA USD 396760.00000000 0.184551683466 Long DBT CORP US N 2 2036-01-15 Fixed 5.00000000 N N N N N N APPALACHIAN POWER CO 3SCHO1ABYYIG382BEI70 037735CW5 410000.00000000 PA USD 406642.10000000 0.189148311632 Long DBT CORP US N 2 2027-06-01 Fixed 3.30000000 N N N N N N Arches Buyer Inc 2549009ADY4208OH2Y47 03952HAD6 150477.86000000 PA USD 150249.89000000 0.069888270339 Long LON CORP US N 2 2027-12-06 Floating 7.02000000 N N N N N N ARDAGH GROUP SA 6354006L1NWUUOPYX274 039959AA9 30000.00000000 PA USD 32460.60000000 0.015098947414 Long DBT CORP LU N 2 2030-12-01 Fixed 9.50000000 N N N N N N Asset Backed Securities Corp Home Equity Ln Trst N/A 04541GNA6 235080.23000000 PA USD 222364.51000000 0.103432162172 Long ABS-MBS CORP US N 2 2034-12-25 Floating 4.76000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VBA7 14215.19000000 PA USD 14232.96000000 0.006620417201 Long LON CORP US N 2 2029-01-20 Floating 9.04000000 N N N N N N Avolon TLB Borrower 1 (US) LLC 635400O84AGITYFZQB55 05400KAJ9 443368.61000000 PA USD 445747.28000000 0.207337964826 Long LON CORP US N 2 2030-06-24 Floating 5.42000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAR2 136000.00000000 PA USD 132223.28000000 0.061503248607 Long DBT CORP KY N 2 2027-11-18 Fixed 2.53000000 N N N N N N Banc of America Merrill Lynch Large Loan Inc N/A 05491YAA8 1095000.00000000 PA USD 1074841.05000000 0.499958980834 Long ABS-MBS CORP US N 2 2038-08-10 Variable 4.09000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBB0 145000.00000000 PA USD 144119.85000000 0.067036901246 Long DBT CORP US N 2 2027-08-15 Fixed 3.56000000 N N N N N N BAT INTL FINANCE PLC 21380041YBGOQDFAC823 05530QAN0 330000.00000000 PA USD 328878.00000000 0.152976581699 Long DBT CORP GB N 2 2026-03-25 Fixed 1.67000000 N N N N N N BCPE Empire Holdings Inc 549300O2G0VI2955B626 05550HAQ8 70482.17000000 PA USD 70240.06000000 0.032671946062 Long LON CORP US N 2 2030-12-11 Floating 6.92000000 N N N N N N BCPE North Star US HoldCo 2, Inc. 254900AGB0JDUDNIJC95 05552DAD4 152835.93000000 PA USD 152756.46000000 0.071054193601 Long LON CORP US N 2 2028-06-09 Floating 7.79000000 N N N N N N BW Gas & Convenience Holdings LLC N/A 05604YAE4 99738.90000000 PA USD 99738.90000000 0.046393239999 Long LON CORP US N 2 2028-03-31 Floating 7.29000000 N N N N N N Bain Capital Credit CLO, Limited 254900JJEDONFKODOF95 05683EBJ0 425000.00000000 PA USD 425318.75000000 0.197835697454 Long ABS-CBDO CORP KY N 2 2034-07-19 Floating 0.00000000 N N N N N N BALL CORP 0BGI85ALH27ZJP15DY16 058498BA3 226000.00000000 PA USD 230013.76000000 0.106990187086 Long DBT CORP US N 2 2033-09-15 Fixed 5.50000000 N N N N N N Banc of America Funding Corporation 5493001796TAQ7M7QX12 05946XCR2 3040.44000000 PA USD 3100.82000000 0.001442336805 Long ABS-MBS CORP US N 2 2032-06-25 Fixed 6.50000000 N N N N N N Banc of America Funding Corporation 549300R28UJ0IF8WGK39 05969KAZ6 1700000.00000000 PA USD 1515295.17000000 0.704834848703 Long ABS-MBS CORP US N 2 2036-07-26 Variable 4.11000000 N N N N N N Boxer Parent Company Inc 5493006T045HLTF7YX04 05988HAQ0 99748.74000000 PA USD 96257.53000000 0.044773891540 Long LON CORP US N 2 2031-07-30 Floating 6.82000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHD4 360000.00000000 PA USD 356144.40000000 0.165659463093 Long DBT CORP US N 2 2028-12-20 Floating 3.42000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJQ3 1775000.00000000 PA USD 1770402.75000000 0.823497348335 Long DBT CORP US N 2 2027-03-11 Floating 1.66000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJT7 130000.00000000 PA USD 119225.60000000 0.055457418066 Long DBT CORP US N 2 2032-04-22 Fixed 2.69000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKJ7 160000.00000000 PA USD 157764.80000000 0.073383807419 Long DBT CORP US N 2 2028-02-04 Floating 2.55000000 N N N N N N Barracuda Networks Inc 549300CXGRZWNMPU8080 06832FAB3 28005.18000000 PA USD 21817.86000000 0.010148509911 Long LON CORP US N 2 2029-08-15 Floating 8.17000000 N N N N N N BAYLOR SCOTT & WHITE HOL 549300JQDKSBWYRGGV95 072863AE3 1530000.00000000 PA USD 1504755.00000000 0.699932121317 Long DBT CORP US N 2 2026-11-15 Fixed 2.65000000 N N N N N N BCPE FLAVOR DEBT/ISSUER N/A 072933AA2 300000.00000000 PA USD 286305.00000000 0.133173882787 Long DBT CORP US N 2 2032-07-01 Fixed 9.50000000 N N N N N N QXO INC 549300HDXQWWCBOYXP31 07368RAM3 100000.00000000 PA USD 100312.50000000 0.046660048260 Long LON CORP US N 2 2032-04-30 Floating 5.67000000 N N N N N N Bear Stearns Alt-A Trust N/A 07386HNU1 47750.99000000 PA USD 47816.94000000 0.022241901338 Long ABS-MBS CORP US N 2 2035-01-25 Floating 4.72000000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 085770AA3 491000.00000000 PA USD 491245.50000000 0.228501320748 Long DBT CORP US N 2 2026-07-15 Fixed 4.88000000 N N N N N N Blackhawk Network Holdings, Inc 549300LFU3K8UIR03132 09238FAM3 47427.25000000 PA USD 47535.86000000 0.022111157848 Long LON CORP US N 2 2029-03-12 Floating 7.67000000 N N N N N N BRADYPLUS HOLDINGS LLC 254900LMURL5G873DV35 10480UAD3 46246.26000000 PA USD 46053.41000000 0.021421600828 Long LON CORP US N 2 2032-12-29 Floating 7.17000000 N N N N N N Brazil Government International Bonds 254900ZFY40OYEADAP90 105756CL2 614000.00000000 PA USD 631971.78000000 0.293959713433 Long DBT NUSS BR N 2 2035-03-15 Fixed 6.63000000 N N N N N N Credit-Based Asset Servicing and Securitization 969500V3L9W19NIA5E82 12464YAA7 83839.30000000 PA USD 50331.78000000 0.023411671365 Long ABS-O CORP US N 2 2037-04-25 Floating 2.90000000 N N N N N N Credit-Based Asset Servicing and Securitization 969500V3L9W19NIA5E82 12464YAC3 996228.29000000 PA USD 597579.37000000 0.277962190589 Long ABS-O CORP US N 2 2037-04-25 Floating 2.90000000 N N N N N N Credit-Based Asset Servicing and Securitization N/A 12489WGJ7 240346.59000000 PA USD 236749.51000000 0.110123300308 Long ABS-O CORP US N 2 2032-12-25 Variable 3.38000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCP6 296000.00000000 PA USD 250226.56000000 0.116392108317 Long DBT CORP US N 2 2034-01-15 Fixed 4.25000000 N N N N N N Credit-Based Asset Servicing and Securitization N/A 12498NAD5 296355.05000000 PA USD 242666.92000000 0.112875765217 Long ABS-O CORP US N 2 2036-12-25 Variable 2.92000000 N N N N N N CCRR Parent Inc N/A 12510MAB5 18025.36000000 PA USD 4648.02000000 0.002162012087 Long LON CORP US N 2 2028-03-06 Floating 8.33000000 N N N N N N CCRR Parent Inc N/A 12510MAD1 50823.01000000 PA USD 13065.83000000 0.006077530301 Long LON CORP US N 2 2028-03-06 Floating 8.17000000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523CZ1 430000.00000000 PA USD 435959.80000000 0.202785348859 Long DBT CORP US N 2 2036-01-15 Fixed 5.25000000 N N N N N N CIM Trust N/A 12566LAB0 1313292.61000000 PA USD 1231207.62000000 0.572692405906 Long ABS-MBS CORP US N 2 2057-06-25 Variable 1.95000000 N N N N N N Antylia Scientific 549300EZRMS5BZD8TN98 12592HAG6 41239.42000000 PA USD 41017.76000000 0.019079283849 Long LON CORP US N 2 2032-05-27 Floating 7.66000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BA4 59000.00000000 PA USD 23186.41000000 0.010785086699 Long DBT CORP US N 2 2030-01-15 Fixed 5.75000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BN6 460000.00000000 PA USD 336494.60000000 0.156519419566 Long DBT CORP US N 2 2029-01-31 Fixed 11.75000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DY3 472000.00000000 PA USD 484078.48000000 0.225167603623 Long DBT CORP US N 2 2033-06-01 Fixed 5.30000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12665WAC4 1278125.84000000 PA USD 1275030.22000000 0.593076352382 Long ABS-MBS CORP US N 2 2067-05-25 Variable 4.55000000 N N N N N N Countrywide Asset-Backed Certificates 549300H6I2066O1LC673 1266732L5 1287909.45000000 PA USD 1283954.41000000 0.597227411682 Long ABS-O CORP US N 2 2035-11-25 Floating 4.91000000 N N N N N N Countrywide Home Loans N/A 12669FT52 36883.56000000 PA USD 34904.17000000 0.016235566421 Long ABS-MBS CORP US N 2 2034-08-25 Variable 5.44000000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 12769GAC4 113000.00000000 PA USD 115697.31000000 0.053816244916 Long DBT CORP US N 2 2032-02-15 Fixed 6.50000000 N N N N N N Cast and Crew Payroll LLC 549300XE7OZGFGN5F466 14835JAQ3 21201.97000000 PA USD 13330.74000000 0.006200752366 Long LON CORP US N 2 2028-12-29 Floating 7.42000000 N N N N N N Celsius Holdings Inc N/A 15118XAD6 34170.55000000 PA USD 34426.83000000 0.016013533201 Long LON CORP US N 2 2032-04-01 Floating 6.17000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAW1 655000.00000000 PA USD 586611.45000000 0.272860496617 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 15189TBS5 265000.00000000 PA USD 267143.85000000 0.124261133292 Long DBT CORP US N 2 2056-04-01 Fixed 5.95000000 N N N N N N CENTRAL GARDEN & PET CO 5493004DVZLD37DJ0H83 153527AP1 248000.00000000 PA USD 234436.88000000 0.109047587636 Long DBT CORP US N 2 2031-04-30 Fixed 4.13000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BU7 620000.00000000 PA USD 559295.80000000 0.260154706738 Long DBT CORP US N 2 2031-04-01 Fixed 2.80000000 N N N N N N Charter Communications Operating, LLC 549300TPZNMN50BJ3745 16117LCE7 887193.77000000 PA USD 887096.18000000 0.412630036836 Long LON CORP US N 2 2031-12-15 Floating 5.91000000 N N N N N N CHEVY CHASE MORTGAGE FUNDING CORP. 549300QD5ZVFK417DY24 16678RDK0 22219.64000000 PA USD 21568.27000000 0.010032413897 Long ABS-MBS CORP US N 2 2036-05-25 Floating 3.97000000 N N N N N N Churchill Downs Incorporated 529900FODTBQC8MIS994 17148PAF8 99738.22000000 PA USD 99956.65000000 0.046494525736 Long LON CORP US N 2 2028-03-17 Floating 5.42000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LS8 435000.00000000 PA USD 431533.05000000 0.200726259826 Long DBT CORP US N 2 2028-10-27 Fixed 3.52000000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17307GNR5 1283052.86000000 PA USD 1215745.70000000 0.565500341772 Long ABS-O CORP US N 2 2035-02-25 Floating 4.42000000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FBP2 180000.00000000 PA USD 184784.40000000 0.085951890559 Long DBT CORP US N 2 2030-05-29 Fixed 4.91000000 N N N N N N CITY FOOTBALL GROUP LIMITED 213800K6VVWALRH9UJ69 17781XAD8 99746.83000000 PA USD 99591.22000000 0.046324547105 Long LON CORP GB N 2 2030-07-22 Floating 6.93000000 N N N N N N CLOUD SOFTWARE GRP INC 04EEB871XLHVNY4RZJ65 18912UAC6 108000.00000000 PA USD 109985.04000000 0.051159200242 Long DBT CORP US N 2 2032-06-30 Fixed 8.25000000 N N N N N N Colombia Government International Bonds 549300MHDRBVRF6B9117 195325EP6 200000.00000000 PA USD 210036.00000000 0.097697593982 Long DBT NUSS CO N 2 2036-11-07 Fixed 7.75000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754LAA7 158030.63000000 PA USD 158040.59000000 0.073512090282 Long ABS-MBS USGSE US N 2 2041-12-25 Floating 4.70000000 N N N N N N COOPR Residential Mortgage Trust N/A 216926AF2 500000.00000000 PA USD 502104.00000000 0.233552118346 Long ABS-MBS CORP US N 2 2060-09-25 Variable 5.63000000 N N N N N N Cornerstone Generation LLC 254900JBGAU2N55LVN75 21924NAB4 22083.26000000 PA USD 22281.13000000 0.010363998515 Long LON CORP US N 2 2032-08-11 Floating 6.92000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H022622 2950000.00000000 PA USD 2555953.75000000 1.188893959633 Long ABS-MBS USGA US N 2 2056-02-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H032621 2575000.00000000 PA USD 2358989.69000000 1.097276737999 Long ABS-MBS USGA US N 2 2056-02-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H040624 1125000.00000000 PA USD 1064016.00000000 0.494923742400 Long ABS-MBS USGA US N 2 2056-02-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H042620 1300000.00000000 PA USD 1269177.00000000 0.590353745252 Long ABS-MBS USGA US N 2 2056-02-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H050623 2150000.00000000 PA USD 2149070.13000000 0.999633305721 Long ABS-MBS USGA US N 2 2056-02-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H052629 825000.00000000 PA USD 834009.00000000 0.387936699707 Long ABS-MBS USGA US N 2 2056-02-20 Fixed 5.50000000 N N N N N N Indymac Manufactured Housing Contract N/A 22540ABC1 16441.02000000 PA USD 16499.99000000 0.007674919174 Long ABS-O CORP US N 2 2028-02-25 Fixed 6.61000000 N N N N N N Indymac Manufactured Housing Contract N/A 22540ABD9 4376.75000000 PA USD 4393.50000000 0.002043622898 Long ABS-O CORP US N 2 2028-02-25 Fixed 6.75000000 N N N N N N CREDIT SUISSE FIRST BOSTON MTG N/A 22540AFG8 9709.70000000 PA USD 9702.02000000 0.004512864512 Long ABS-MBS CORP US N 2 2028-09-25 Fixed 6.49000000 N N N N N N CROCS INC 549300B0J6YCXD63OG72 227046AB5 125000.00000000 PA USD 114565.00000000 0.053289554431 Long DBT CORP US N 2 2031-08-15 Fixed 4.13000000 N N N N N N Cross Mortgage Trust N/A 227920AE5 1454980.62000000 PA USD 1471755.53000000 0.684582520193 Long ABS-MBS CORP US N 2 2070-07-25 Variable 5.86000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAY7 333000.00000000 PA USD 298354.68000000 0.138778754067 Long DBT US N 2 2031-07-15 Fixed 2.50000000 N N N N N N CUBESMART LP 549300MPHKO3I3FJRA97 22966RAE6 423000.00000000 PA USD 424755.45000000 0.197573680206 Long DBT US N 2 2029-02-15 Fixed 4.38000000 N N N N N N DBC 2025-DBC Mortgage Trust N/A 23306HAE5 575000.00000000 PA USD 576923.66000000 0.268354251145 Long ABS-MBS CORP US N 2 2042-11-15 Floating 5.73000000 N N N N N N DC Office Trust N/A 23312BAA8 765000.00000000 PA USD 697725.90000000 0.324545038418 Long ABS-MBS CORP US N 2 2045-09-15 Fixed 2.97000000 N N N N N N DTI Holdco Inc 549300QQVMUL3P8XVJ27 23358EAK5 115646.12000000 PA USD 108653.58000000 0.050539875752 Long LON CORP US N 2 2029-04-26 Floating 7.67000000 N N N N N N DailyPay Securitization Trust N/A 233824AA9 375000.00000000 PA USD 377482.65000000 0.175584883901 Long ABS-O CORP US N 2 2028-06-26 Fixed 5.63000000 N N N N N N Dave & Buster's, Inc. 549300JAVWTAY1FT5Z45 23833EAY0 51456.31000000 PA USD 46117.72000000 0.021451514425 Long LON CORP US N 2 2031-11-01 Floating 7.13000000 N N N N N N DELL INT LLC / EMC CORP 254900ZARLSVK41DKO78 24703TAL0 470000.00000000 PA USD 476739.80000000 0.221754039382 Long DBT CORP US N 2 2028-04-01 Fixed 4.75000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDZ9 140000.00000000 PA USD 141372.00000000 0.065758747340 Long DBT CORP US N 2 2056-02-15 Fixed 6.00000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UEA3 380000.00000000 PA USD 381672.00000000 0.177533547060 Long DBT CORP US N 2 2056-02-15 Fixed 6.20000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CAS4 30000.00000000 PA USD 29787.00000000 0.013855330666 Long DBT CORP US N 2 2026-09-01 Fixed 2.65000000 N N N N N N EOC Borrower LLC N/A 26875YAC6 13859.13000000 PA USD 13867.79000000 0.006450559508 Long LON CORP US N 2 2028-03-24 Floating 7.42000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -91256.73000000 -0.04244778493 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 3141393.80000000 AUD 2109087.82000000 USD 2026-04-01 -91256.73000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -60992.75000000 -0.02837058849 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 3897459.32000000 EUR 4588053.64000000 USD 2026-04-01 -60992.75000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -2721.77000000 -0.00126602287 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 140027.11000000 GBP 189416.11000000 USD 2026-04-01 -2721.77000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -1838.06000000 -0.00085496790 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 78266.44000000 GBP 105555.06000000 USD 2026-04-01 -1838.06000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 2597.27000000 0.001208112085 N/A DFE XX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 118944.68000000 USD 101892.90000000 EUR 2026-04-01 2597.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -2577.36000000 -0.00119885101 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 90523.29000000 EUR 105402.46000000 USD 2026-04-01 -2577.36000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -4235.97000000 -0.00197034830 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 132177.00000000 AUD 88345.53000000 USD 2026-04-01 -4235.97000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -2724.32000000 -0.00126720899 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 100731.00000000 AUD 67831.27000000 USD 2026-04-01 -2724.32000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -1695.77000000 -0.00078878215 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 101474.79000000 EUR 119347.44000000 USD 2026-04-01 -1695.77000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -4252.64000000 -0.00197810230 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 208083.85000000 EUR 243958.15000000 USD 2026-04-01 -4252.64000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -2509.77000000 -0.00116741173 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 175538.78000000 EUR 206879.95000000 USD 2026-04-01 -2509.77000000 N N N ECHOSTAR CORP 549300EE20907QZ9GT38 278768AC0 201000.00000000 PA USD 220490.97000000 0.102560690852 Long DBT CORP US N 2 2029-11-30 Fixed 10.75000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AS8 190000.00000000 PA USD 204227.20000000 0.094995648678 Long DBT CORP CO N 2 2033-01-13 Fixed 8.88000000 N N N N N N EdgeConneX Data Centers Issuer, LLC N/A 28000XAA6 435937.49000000 PA USD 427531.74000000 0.198865062889 Long ABS-O CORP US N 2 2052-03-25 Fixed 4.25000000 N N N N N N EDGEWELL PERSONAL CARE 549300CY8QZDL4Z3RU59 28035QAB8 123000.00000000 PA USD 118082.46000000 0.054925690041 Long DBT CORP US N 2 2029-04-01 Fixed 4.13000000 N N N N N N Elanco Animal Health Incorporated 549300SHPNDCE059M934 28414BAJ5 100000.00000000 PA USD 100137.50000000 0.046578647552 Long LON CORP US N 2 2032-10-31 Floating 5.45000000 N N N N N N ENERGIZER HOLDINGS INC 5493000D6NN0V57UME20 29272WAG4 121000.00000000 PA USD 116308.83000000 0.054100691547 Long DBT CORP US N 2 2033-09-15 Fixed 6.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBA6 347000.00000000 PA USD 348124.28000000 0.161928929149 Long DBT CORP US N 2 2066-11-01 Floating 7.13000000 N N N N N N ENTERGY CORP 4XM3TW50JULSLG8BNC79 29364GAS2 280000.00000000 PA USD 280064.40000000 0.130271087052 Long DBT CORP US N 2 2056-06-15 Fixed 6.10000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAR9 595000.00000000 PA USD 599700.50000000 0.278948827629 Long DBT CORP US N 2 2027-07-01 Fixed 4.60000000 N N N N N N FIGRE Trust N/A 30191WAC9 708583.76000000 PA USD 712151.48000000 0.331255052215 Long ABS-O CORP US N 2 2055-11-25 Variable 5.46000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAH0 385000.00000000 PA USD 380919.00000000 0.177183291446 Long DBT US N 2 2029-04-01 Fixed 3.90000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAE2 750000.00000000 PA USD 713085.00000000 0.331689276147 Long DBT CORP US N 2 2055-11-15 Fixed 5.63000000 N N N N N N FARMERS EXCHANGE CAPITAL N/A 309588AC5 1245000.00000000 PA USD 1303315.80000000 0.606233302192 Long DBT CORP US N 2 2028-07-15 Fixed 7.05000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31283HWH4 100560.98000000 PA USD 108280.29000000 0.050366241066 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 7.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31283HZH1 19979.46000000 PA USD 20609.72000000 0.009586547337 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128L0XJ6 2184.95000000 PA USD 2273.37000000 0.001057451004 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128LXTX8 16681.32000000 PA USD 17850.19000000 0.008302960516 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ5E6 108560.49000000 PA USD 110606.83000000 0.051448423932 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292LGW9 392494.20000000 PA USD 373112.48000000 0.173552112879 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297CWX4 34319.76000000 PA USD 35404.17000000 0.016468139871 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297NTT3 14426.40000000 PA USD 14992.28000000 0.006973612544 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQPH3 4518292.94000000 PA USD 3857546.95000000 1.794325999778 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DS4G4 2569505.21000000 PA USD 2457803.01000000 1.143239447332 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DUNX1 1289829.64000000 PA USD 1267334.02000000 0.589496488821 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVKQ7 1864030.60000000 PA USD 1749471.10000000 0.813761056256 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWD67 3531822.34000000 PA USD 3140671.50000000 1.460873607568 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDH3 1701893.49000000 PA USD 1388464.58000000 0.645839993124 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDY6 1280889.89000000 PA USD 1093475.85000000 0.508626900259 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWE66 627178.09000000 PA USD 616789.96000000 0.286897936946 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWER0 1288954.27000000 PA USD 1235012.04000000 0.574462020069 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWGE7 3367359.88000000 PA USD 3224349.76000000 1.499796290683 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWNG4 2090696.79000000 PA USD 2091051.48000000 0.972646110616 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133TLMU9 5280.40000000 PA USD 5404.83000000 0.002514039911 Long ABS-MBS USGSE US N 2 2029-07-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B1Q80 1919.04000000 PA USD 1896.79000000 0.000882285985 Long ABS-MBS USGSE US N 2 2047-06-25 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B1Z72 142751.74000000 PA USD 129490.93000000 0.060232304479 Long ABS-MBS USGSE US N 2 2048-06-25 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B3SX9 54664.63000000 PA USD 54573.31000000 0.025384605889 Long ABS-MBS USGSE US N 2 2047-05-25 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371KCK5 238.07000000 PA USD 252.02000000 0.000117226321 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137APLC2 291409.31000000 PA USD 30852.58000000 0.014350981899 Long ABS-MBS USGSE US N 2 2042-04-15 Floating 2.79000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385HUQ3 252.04000000 PA USD 266.60000000 0.000124008163 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385QV90 415.66000000 PA USD 416.16000000 0.000193575533 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31389NRU1 1241.48000000 PA USD 1314.38000000 0.000611379780 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EGGT5 124453.47000000 PA USD 125235.14000000 0.058252736959 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390TVV8 673.34000000 PA USD 712.88000000 0.000331593921 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 313921MN5 39352.35000000 PA USD 41126.02000000 0.019129640652 Long ABS-MBS USGSE US N 2 2031-10-25 Fixed 6.50000000 N N N N N N FannieMae Whole Loan B1V7KEBTPIMZEU4LTD58 31393BW43 4284521.33000000 PA USD 48143.02000000 0.022393576439 Long ABS-MBS USGSE US N 2 2042-09-25 Floating 0.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31393USG9 1266.52000000 PA USD 1335.94000000 0.000621408347 Long ABS-MBS USGSE US N 2 2034-01-25 Floating 9.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396WVQ6 21577.54000000 PA USD 21533.35000000 0.010016170967 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 4.28000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31397LXH7 302665.58000000 PA USD 22764.19000000 0.010588692376 Long ABS-MBS USGSE US N 2 2036-11-25 Floating 2.24000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397W5J0 296510.55000000 PA USD 20846.15000000 0.009696522019 Long ABS-MBS USGSE US N 2 2038-06-15 Floating 2.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402QYC9 368.56000000 PA USD 388.78000000 0.000180839811 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RQN2 17633.22000000 PA USD 18482.23000000 0.008596951962 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404CF54 5173.50000000 PA USD 5199.21000000 0.002418396406 Long ABS-MBS USGSE US N 2 2034-03-01 Floating 6.01000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404R3R6 39641.28000000 PA USD 40417.32000000 0.018799991045 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407YQ28 2196.88000000 PA USD 2224.74000000 0.001034830911 Long ABS-MBS USGSE US N 2 2035-12-01 Floating 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q83U7 5719.44000000 PA USD 5679.64000000 0.002641866930 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q83V5 406330.93000000 PA USD 403503.46000000 0.187688382970 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9N25 5222.69000000 PA USD 5186.35000000 0.002412414617 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5SG9 707080.40000000 PA USD 663624.69000000 0.308682966350 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGX46 1004936.09000000 PA USD 819862.22000000 0.381356368865 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XH5G8 2708281.47000000 PA USD 2419547.11000000 1.125444834096 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XRR64 532306.78000000 PA USD 523022.94000000 0.243282498408 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410G2R3 30189.45000000 PA USD 31105.66000000 0.014468701276 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LAW2 40462.90000000 PA USD 41690.90000000 0.019392392832 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413ADY6 16996.21000000 PA USD 17102.68000000 0.007955258558 Long ABS-MBS USGSE US N 2 2037-05-01 Floating 6.27000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AVV7 7581.48000000 PA USD 7361.18000000 0.003424030046 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AWX2 424417.48000000 PA USD 412001.65000000 0.191641289692 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AYE2 369389.32000000 PA USD 363301.31000000 0.168988477583 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C4X9 364380.72000000 PA USD 361848.20000000 0.168312567973 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DGV8 349787.42000000 PA USD 310948.25000000 0.144636614095 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DY71 527220.33000000 PA USD 464136.85000000 0.215891816277 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EAN0 931680.87000000 PA USD 796938.70000000 0.370693564634 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EB82 5754435.76000000 PA USD 4679541.34000000 2.176674140906 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EBR0 2432787.27000000 PA USD 1984251.24000000 0.922968310217 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EHJ2 597592.91000000 PA USD 572554.23000000 0.266321824332 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EHK9 4976515.53000000 PA USD 4895657.55000000 2.277199925713 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EJ68 421590.82000000 PA USD 414705.26000000 0.192898865498 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ET67 726077.61000000 PA USD 738750.60000000 0.343627550387 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142J6AP8 476745.54000000 PA USD 483558.87000000 0.224925908643 Long ABS-MBS USGSE US N 2 2055-06-01 Fixed 5.50000000 N N N N N N FERRELLGAS LP/FERRELLGAS N/A 315289AC2 204000.00000000 PA USD 196339.80000000 0.091326849030 Long DBT CORP US N 2 2029-04-01 Fixed 5.88000000 N N N N N N FERRELLGAS LP/FERRELLGAS N/A 315292AU6 25000.00000000 PA USD 25841.50000000 0.012020093578 Long DBT CORP US N 2 2031-01-15 Fixed 9.25000000 N N N N N N FIGRE Trust N/A 31684RAC2 707519.55000000 PA USD 708958.79000000 0.329769982363 Long ABS-O CORP US N 2 2055-11-25 Variable 5.35000000 N N N N N N FIGRE Trust N/A 31684TAE4 509861.28000000 PA USD 511911.89000000 0.238114227961 Long ABS-O CORP US N 2 2055-11-25 Variable 5.56000000 N N N N N N FinCo I LLC 5493001RSEZ0X6VJMC68 31774BAH7 100000.00000000 PA USD 100080.50000000 0.046552134179 Long LON CORP US N 2 2029-06-27 Floating 5.42000000 N N N N N N GC Ferry Acquisition I Inc 549300ZKYR56QRODD510 32009UAD9 102542.53000000 PA USD 101885.75000000 0.047391840618 Long LON CORP US N 2 2032-08-16 Floating 7.17000000 N N N N N N GC Ferry Acquisition I Inc 549300ZKYR56QRODD510 32009UAE7 17507.26000000 PA USD 17395.13000000 0.008091290769 Long LON CORP US N 2 2032-08-16 Fixed 3.50000000 N N N N N N First Horizon Alternative Mortgage Securities 5493005TE20WPW8O1W08 32051D6B3 16866.41000000 PA USD 17032.31000000 0.007922526171 Long ABS-MBS CORP US N 2 2034-09-25 Variable 4.78000000 N N N N N N FIRSTENERGY TRANSMISSION 549300AINIIPOLYX2R63 33767BAD1 353000.00000000 PA USD 342498.25000000 0.159311998744 Long DBT CORP US N 2 2028-09-15 Fixed 2.87000000 N N N N N N firstkey homes 2020-sfr1 trust N/A 33767TAL4 320000.00000000 PA USD 313855.36000000 0.145988847295 Long ABS-O CORP US N 2 2038-09-17 Fixed 2.36000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BH0 100000.00000000 PA USD 102852.00000000 0.047841288808 Long DBT CORP US N 2 2033-08-21 Fixed 5.63000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BL1 135000.00000000 PA USD 136580.85000000 0.063530158777 Long DBT CORP US N 2 2034-03-15 Fixed 5.45000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BQ0 300000.00000000 PA USD 298047.00000000 0.138635637670 Long DBT CORP US N 2 2035-08-11 Fixed 5.25000000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AF0 350000.00000000 PA USD 362852.00000000 0.168779482430 Long DBT CORP US N 2 2031-01-25 Fixed 5.50000000 N N N N N N Freddie Mac - STACR 5493000ISONLNOUKGB71 35564KLV9 650000.00000000 PA USD 677734.33000000 0.315246021635 Long ABS-MBS USGSE US N 2 2041-10-25 Floating 11.20000000 N N N N N N FRONTIER COMMUNICATIONS 549300ZCZ76HYCS0H445 35908MAE0 432000.00000000 PA USD 452204.64000000 0.210341585802 Long DBT CORP US N 2 2031-03-15 Fixed 8.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179S5P8 10025.63000000 PA USD 10274.05000000 0.004778942492 Long ABS-MBS USGA US N 2 2047-05-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179T7L3 220133.26000000 PA USD 218719.55000000 0.101736720333 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TAL9 2472.74000000 PA USD 2392.78000000 0.001112994195 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TC29 481081.08000000 PA USD 493001.31000000 0.229318030324 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TCZ6 87327.27000000 PA USD 87171.44000000 0.040547524957 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TLT0 222813.73000000 PA USD 214813.65000000 0.099919903062 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TNS0 182555.99000000 PA USD 176001.36000000 0.081866486743 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179U3S9 300258.13000000 PA USD 266153.66000000 0.123800549484 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UEB4 2615.02000000 PA USD 2655.65000000 0.001235267361 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UVX7 32970.37000000 PA USD 30178.53000000 0.014037449632 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UXH0 17406.35000000 PA USD 15429.27000000 0.007176877087 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XHY5 1153705.20000000 PA USD 1138899.21000000 0.529755435285 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YRH9 838094.56000000 PA USD 853485.24000000 0.396996012338 Long ABS-MBS USGA US N 2 2054-02-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180AB85 186645.41000000 PA USD 182471.66000000 0.084876126721 Long ABS-MBS USGA US N 2 2054-10-20 Fixed 4.50000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AK5 240000.00000000 PA USD 246093.60000000 0.114469674791 Long DBT US N 2 2028-06-01 Fixed 5.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5A25 265034.19000000 PA USD 259066.44000000 0.120503951082 Long ABS-MBS USGA US N 2 2054-11-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225DCE2 5532.65000000 PA USD 5626.57000000 0.002617181584 Long ABS-MBS USGA US N 2 2034-07-20 Floating 5.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241LDP8 237569.10000000 PA USD 238836.38000000 0.111094001416 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 4.50000000 N N N N N N GSR Mortgage Loan Trust N/A 36242DBU6 220.65000000 PA USD 220.18000000 0.000102416044 Long ABS-MBS CORP US N 2 2034-08-25 Variable 4.84000000 N N N N N N GENMAB A/S/GENMAB FIN N/A 37230JAA0 125000.00000000 PA USD 128351.25000000 0.059702185861 Long DBT CORP DK N 2 2032-12-15 Fixed 6.25000000 N N N N N N GETTY IMAGES INC 5493005NV20IG4VEKZ40 374276AR4 45000.00000000 PA USD 45597.15000000 0.021209372904 Long DBT CORP US N 2 2030-11-15 Fixed 10.50000000 N N N N N N WRANGLER HOLDCO CORP N/A 37441QAA9 330000.00000000 PA USD 343843.50000000 0.159937737609 Long DBT CORP US N 2 2032-04-01 Fixed 6.63000000 N N N N N N GLOBAL PART/GLP FINANCE N/A 37954FAL8 112000.00000000 PA USD 114842.56000000 0.053418660604 Long DBT CORP US N 2 2033-07-01 Fixed 7.13000000 N N N N N N Gloves Buyer Inc 54930015O0Y94T5H8Z18 37987UAG7 99750.00000000 PA USD 99396.89000000 0.046234155108 Long LON CORP US N 2 2032-05-21 Floating 7.67000000 N N N N N N GOGO Intermediate Holdings LLC 2549003PQSV921SNHM89 38046JAB0 73147.38000000 PA USD 65229.18000000 0.030341150771 Long LON CORP US N 2 2028-04-30 None 0.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWV2 1230000.00000000 PA USD 1222816.80000000 0.568789442006 Long DBT CORP US N 2 2029-04-23 Fixed 3.81000000 N N N N N N GRAPHIC PACKAGING INTERN SO75N4VY5NXGQSK8YQ65 38869AAE7 210000.00000000 PA USD 212486.40000000 0.098837389942 Long DBT CORP US N 2 2032-07-15 Fixed 6.38000000 N N N N N N GREAT CAN GAMING/RAPTOR 549300FU60SSFLTE0M84 389925AA6 75000.00000000 PA USD 76279.50000000 0.035481172847 Long DBT CORP XX N 2 2029-11-15 Fixed 8.75000000 N N N N N N Genesys Cloud Services Holdings II LLC 254900CRMBG6WX4HX396 39479UAY9 29687.49000000 PA USD 29103.09000000 0.013537212051 Long LON CORP US N 2 2032-01-30 Floating 6.17000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CC1 200000.00000000 PA USD 179182.00000000 0.083345951574 Long DBT CORP US N 2 2031-07-15 Fixed 2.38000000 N N N N N N HDI Aerospace Intermediate Holding III Corporation 254900LKRYAGKIYOHW04 40415WAB0 129523.74000000 PA USD 130414.22000000 0.060661769958 Long LON CORP US N 2 2032-02-11 Floating 7.40000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DF3 395000.00000000 PA USD 398606.35000000 0.185410507442 Long DBT CORP GB N 2 2028-06-09 Fixed 4.76000000 N N N N N N HarborView Mortgage Loan Trust 549300SZXFEQICAU3R39 411640AB1 1065730.91000000 PA USD 1009861.14000000 0.469733777230 Long ABS-MBS CORP US N 2 2037-10-25 Floating 5.79000000 N N N N N N HEALTHCARE RLTY HLDGS LP 549300IYGAS4GE6VDL07 42225UAD6 225000.00000000 PA USD 224109.00000000 0.104243606285 Long DBT US N 2 2026-08-01 Fixed 3.50000000 N N N N N N HEALTHCARE RLTY HLDGS LP 549300IYGAS4GE6VDL07 42225UAK0 211000.00000000 PA USD 208913.21000000 0.097175331696 Long DBT US N 2 2028-01-15 Fixed 3.63000000 N N N N N N Heartland Dental LLC 5493008FRC0GRKBN1075 42236WAX5 39851.94000000 PA USD 39910.12000000 0.018564068538 Long LON CORP US N 2 2032-08-25 Floating 7.42000000 N N N N N N HEALTHPEAK PROPERTIES INC PZ9HF5U52KPF0MH0QN75 42250UAD4 279975.66000000 PA USD 277875.84000000 0.129253085156 Long LON US N 2 2027-08-20 Floating 4.51000000 N N N N N N HEALTHPEAK PROPERTIES INC PZ9HF5U52KPF0MH0QN75 42250UAE2 279975.66000000 PA USD 277875.84000000 0.129253085156 Long LON US N 2 2027-02-22 Floating 4.51000000 N N N N N N HEALTHPEAK PROPERTIES INC PZ9HF5U52KPF0MH0QN75 42250UAF9 565051.28000000 PA USD 557988.14000000 0.259546452745 Long LON US N 2 2029-03-01 Floating 4.50000000 N N N N N N Hertz Vehicle Financing LLC N/A 42806MAH2 250000.00000000 PA USD 247257.73000000 0.115011166250 Long ABS-O CORP US N 2 2027-12-27 Fixed 4.34000000 N N N N N N Hilton Domestic Operating Company Inc 5493003EG7H0N1E4XV50 43289DAK9 343840.62000000 PA USD 345989.62000000 0.160935998671 Long LON CORP US N 2 2030-11-08 Floating 5.42000000 N N N N N N Homeward Opportunities Fund I Trust N/A 437923AD7 640000.00000000 PA USD 643897.47000000 0.299506911150 Long ABS-MBS CORP US N 2 2040-09-25 Variable 5.66000000 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 44107TAY2 358000.00000000 PA USD 344682.40000000 0.160327949342 Long DBT US N 2 2029-12-15 Fixed 3.38000000 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 44107TBD7 75000.00000000 PA USD 78300.75000000 0.036421351016 Long DBT US N 2 2032-06-15 Fixed 5.70000000 N N N N N N HUDSON PACIFIC PROPERTIE 5493007NTUGLGZ8T3526 44409MAA4 220000.00000000 PA USD 211365.00000000 0.098315774210 Long DBT US N 2 2027-11-01 Fixed 3.95000000 N N N N N N HUDSON PACIFIC PROPERTIE 5493007NTUGLGZ8T3526 44409MAB2 24000.00000000 PA USD 22023.36000000 0.010244097599 Long DBT US N 2 2029-04-01 Fixed 4.65000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859CD2 430000.00000000 PA USD 431320.10000000 0.200627206794 Long DBT CORP US N 2 2035-05-01 Fixed 5.55000000 N N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AU6 520000.00000000 PA USD 529994.40000000 0.246525251405 Long DBT CORP US N 2 2028-03-30 Fixed 5.05000000 N N N N N N IQVIA Inc 549300PLWY28YB00C717 44969CBP4 118326.25000000 PA USD 118917.88000000 0.055314283063 Long LON CORP US N 2 2031-01-02 Floating 5.42000000 N N N N N N ITT Holdings LLC 549300TH2PHOLK31LB42 45070BAK1 99749.37000000 PA USD 99843.13000000 0.046441722260 Long LON CORP US N 2 2030-10-11 None 0.00000000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102CJ4 299000.00000000 PA USD 291925.66000000 0.135788315354 Long DBT CORP US N 2 2030-06-15 Fixed 9.00000000 N N N N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 45262BAF0 235000.00000000 PA USD 241683.40000000 0.112418283939 Long DBT CORP GB N 2 2027-07-27 Fixed 6.13000000 N N N N N N MH Sub I LLC 2549005VFKP807SR8N49 45567YAN5 46454.97000000 PA USD 42307.24000000 0.019679081471 Long LON CORP US N 2 2028-05-03 Floating 7.92000000 N N N N N N MH Sub I LLC 2549005VFKP807SR8N49 45567YAP0 72847.45000000 PA USD 59891.17000000 0.027858191975 Long LON CORP US N 2 2031-12-31 Floating 7.92000000 N N N N N N Residential Asset Securitization Trust N/A 45660LAP4 9550.03000000 PA USD 8741.52000000 0.004066090916 Long ABS-MBS CORP US N 2 2034-12-25 Variable 3.79000000 N N N N N N IndyMac INDX Mortgage Loan Trust N/A 45660N2J3 16064.67000000 PA USD 15070.37000000 0.007009935865 Long ABS-MBS CORP US N 2 2034-11-25 Floating 4.59000000 N N N N N N IndyMac INDX Mortgage Loan Trust N/A 45660NT96 5559.30000000 PA USD 4882.23000000 0.002270954142 Long ABS-MBS CORP US N 2 2034-09-25 Floating 4.65000000 N N N N N N IndyMac INDX Mortgage Loan Trust N/A 45669FAA1 393650.83000000 PA USD 355486.15000000 0.165353280147 Long ABS-MBS CORP US N 2 2037-06-25 Variable 3.29000000 N N N N N N Nielsen Consumer Inc N/A 45674PAS3 149624.06000000 PA USD 148688.91000000 0.069162185334 Long LON CORP US N 2 2030-10-31 Floating 5.92000000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AQ4 475000.00000000 PA USD 429632.75000000 0.199842341175 Long DBT CORP US N 2 2030-11-01 Fixed 2.30000000 N N N N N N Invitation Homes Operating Partnership LP 549300147YMUQB3GW319 46187CAJ0 796509.63000000 PA USD 796509.63000000 0.370493984054 Long LON US N 2 2028-09-09 Floating 4.63000000 N N N N N N IQVIA INC 549300PLWY28YB00C717 46266TAC2 475000.00000000 PA USD 489805.75000000 0.227831625501 Long DBT CORP US N 2 2028-05-15 Fixed 5.70000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284NAU3 341250.00000000 PA USD 338690.63000000 0.157540896110 Long LON US N 2 2030-03-18 Floating 5.42000000 N N N N N N JH NORTH AMERICA HOLDING 254900A6FXA0D81TL967 46593WAB1 223000.00000000 PA USD 227807.88000000 0.105964128845 Long DBT CORP US N 2 2032-07-31 Fixed 6.13000000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 46630UAM6 72099.44000000 PA USD 62237.78000000 0.028949710339 Long ABS-MBS CORP US N 2 2037-05-25 Variable 4.84000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAR7 1055000.00000000 PA USD 1054261.50000000 0.490386466978 Long DBT CORP US N 2 2029-04-23 Fixed 4.01000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBW5 2405000.00000000 PA USD 2405000.00000000 1.118678290997 Long DBT CORP US N 2 2027-02-04 Floating 1.04000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCB0 1035000.00000000 PA USD 1029421.35000000 0.478832148246 Long DBT CORP US N 2 2027-04-22 Floating 1.58000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCJ3 30000.00000000 PA USD 28695.00000000 0.013347390253 Long DBT CORP US N 2 2029-06-01 Floating 2.07000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46651EAA2 740000.00000000 PA USD 703235.02000000 0.327107588500 Long ABS-MBS CORP US N 2 2039-06-05 Fixed 3.40000000 N N N N N N Jane Street Group LLC 5493002N1IVX6KHGYO08 47077DAM2 163538.81000000 PA USD 162557.58000000 0.075613154171 Long LON CORP US N 2 2031-12-15 Floating 5.82000000 N N N N N N JANE STREET GRP/JSG FIN N/A 47077WAE8 334000.00000000 PA USD 347567.08000000 0.161669749297 Long DBT CORP US N 2 2033-05-01 Fixed 6.75000000 N N N N N N JBS NV/USA FOODS/FOOD CO N/A 47214BAC2 385000.00000000 PA USD 424612.65000000 0.197507257229 Long DBT CORP NL N 2 2034-03-15 Fixed 6.75000000 N N N N N N KELSO INDUSTRIES LLC N/A 48825CAB1 86129.66000000 PA USD 86560.31000000 0.040263259733 Long LON CORP US N 2 2029-12-30 Floating 9.57000000 N N N N N N KEDRION SPA 81560047FA58E1BEDF67 49272YAB9 188000.00000000 PA USD 185898.16000000 0.086469952568 Long DBT CORP IT N 2 2029-09-01 Fixed 6.50000000 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAK8 221000.00000000 PA USD 217201.01000000 0.101030376162 Long DBT US N 2 2029-08-15 Fixed 4.25000000 N N N N N N KUEHG Corp 549300YNT566T1NYJX62 50118YAH2 8562.15000000 PA USD 8093.93000000 0.003764866436 Long LON CORP US N 2 2030-06-12 Floating 6.42000000 N N N N N N LSF12 CROWN US CORCAL BDCO LLC 254900FI2OCFTJ9PAJ18 50221UAE1 97396.07000000 PA USD 97700.43000000 0.045445052000 Long LON CORP US N 2 2031-12-02 Floating 6.68000000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AN7 335000.00000000 PA USD 349632.80000000 0.162630612549 Long DBT CORP US N 2 2030-06-14 Fixed 6.00000000 N N N N N N LAVENDER DUTCH BORROWERCO BV 254900WC9QQXLKNE2931 51944RAB8 100000.00000000 PA USD 100458.50000000 0.046727959707 Long LON CORP US N 2 2032-12-30 Floating 6.93000000 N N N N N N Darktrace PLC N/A 52526CAB5 99748.74000000 PA USD 97483.45000000 0.045344124426 Long LON CORP US N 2 2031-10-09 Floating 6.90000000 N N N N N N LXP INDUSTRIAL TRUST 549300S4MH2ICXDBFV43 529043AF8 105000.00000000 PA USD 111100.50000000 0.051678053001 Long DBT US N 2 2028-11-15 Fixed 6.75000000 N N N N N N LIGHT & WONDER INTL INC RLTHESQ0RNFQJWPBJN60 531968AB1 116000.00000000 PA USD 117720.28000000 0.054757223137 Long DBT CORP US N 2 2033-10-01 Fixed 6.25000000 N N N N N N DI Issuer LLC 254900A6HRP8XHJJGM20 538908AE4 300000.00000000 PA USD 306059.49000000 0.142362622543 Long ABS-O CORP US N 2 2055-12-15 Fixed 7.88000000 N N N N N N MASTR Seasoned Securitization Trust N/A 55265WBD4 3161.92000000 PA USD 3117.52000000 0.001450104759 Long ABS-MBS CORP US N 2 2032-10-25 Variable 6.53000000 N N N N N N MKT 2020-525M Mortgage Trust N/A 55316PAA5 520000.00000000 PA USD 475490.86000000 0.221173098814 Long ABS-MBS CORP US N 2 2040-02-12 Fixed 2.69000000 N N N N N N MIP V Waste Holdings LLC 254900RELOGHR3ZGIQ56 55316XAE0 149624.06000000 PA USD 149998.12000000 0.069771160305 Long LON CORP US N 2 2032-08-20 Floating 6.42000000 N N N N N N MICHAELS COS INC/THE 549300H9LWMBP7HYLR98 55916AAA2 238000.00000000 PA USD 235767.56000000 0.109666549311 Long DBT CORP US N 2 2028-05-01 Fixed 5.25000000 N N N N N N Magnite Inc 54930018FR2YX1HHSB02 55955NAG3 105341.19000000 PA USD 104902.44000000 0.048795044615 Long LON CORP US N 2 2031-02-06 Floating 6.67000000 N N N N N N MajorDrive Holdings IV LLC 25490044R1FR5N8FIT62 56085UAB9 5116.14000000 PA USD 4885.91000000 0.002272665883 Long LON CORP US N 2 2028-06-01 Floating 7.93000000 N N N N N N Commonwealth of Massachusetts 5493001N1YCXNI1O7K10 576004HG3 397228.00000000 PA USD 397124.72000000 0.184721331842 Long DBT MUN US N 2 2031-07-15 Fixed 4.11000000 N N N N N N MASTR Adjustable Rate Mortgages Trust N/A 576433GH3 19518.28000000 PA USD 19069.96000000 0.008870332749 Long ABS-MBS CORP US N 2 2034-01-25 Variable 4.35000000 N N N N N N McAfee, LLC 2549009UKR8UEZYVCR93 57906HAF4 69994.95000000 PA USD 62208.01000000 0.028935862916 Long LON CORP US N 2 2029-03-01 Floating 6.67000000 N N N N N N Medina Valley Independent School District N/A 584887WW9 50000.00000000 PA USD 50413.65000000 0.023449752941 Long DBT MUN US N 2 2050-02-15 Fixed 4.75000000 N N N N N N Merrill Lynch First Franklin Mortgage Loan Trust N/A 59024VAG4 110357.52000000 PA USD 110963.97000000 0.051614546495 Long ABS-O CORP US N 2 2037-06-25 Floating 4.15000000 N N N N N N Merrill Lynch First Franklin Mortgage Loan Trust N/A 59024VAH2 203937.73000000 PA USD 205626.09000000 0.095646338023 Long ABS-O CORP US N 2 2037-06-25 Floating 4.29000000 N N N N N N County of Miami-Dade FL Aviation Revenue N/A 59333P2P2 245000.00000000 PA USD 234097.01000000 0.108889498159 Long DBT MUN US N 2 2031-10-01 Fixed 3.50000000 N N N N N N Mid-State Trust N/A 59549WAA1 71434.77000000 PA USD 71484.33000000 0.033250714393 Long ABS-O CORP US N 2 2038-07-15 Fixed 4.86000000 N N N N N N CONTRA GCB144A MODIVCA 549300EFZIFW7F7I0Q28 607PMTAB0 877800.00000000 PA USD 13167.00000000 0.006124589213 Long DBT CORP US N 2 2029-10-01 None 0.00000000 N N N N N N MORGAN STANLEY BANK NA G1MLHIS0N32I3QPILB75 61690DK72 680000.00000000 PA USD 692994.80000000 0.322344381926 Long DBT CORP US N 2 2029-01-12 Fixed 5.02000000 N N N N N N Morgan Stanley Capital Inc 5493002PQ8PF80BA0L77 61744CFQ4 88339.49000000 PA USD 94408.45000000 0.043913797713 Long ABS-O CORP US N 2 2034-07-25 Floating 4.72000000 N N N N N N Morgan Stanley Capital Inc 5493002PQ8PF80BA0L77 61744CSK3 961730.96000000 PA USD 949300.30000000 0.441564090331 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.82000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEH4 290000.00000000 PA USD 260301.10000000 0.121078249352 Long DBT CORP US N 2 2032-10-20 Floating 2.51000000 N N N N N N MORGAN STANLEY PVT BANK 549300GS0W0TEUQS8571 61776NZU0 820000.00000000 PA USD 822460.00000000 0.382564718176 Long DBT CORP US N 2 2028-11-17 Fixed 4.20000000 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 62482BAA0 185000.00000000 PA USD 181139.05000000 0.084256267312 Long DBT CORP US N 2 2029-04-01 Fixed 3.88000000 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 62482BAB8 346000.00000000 PA USD 346719.68000000 0.161275583815 Long DBT CORP US N 2 2029-10-01 Fixed 5.25000000 N N N N N N MURPHY OIL USA INC N32S6DTR2ZZ5222WHV58 626738AF5 123000.00000000 PA USD 115558.50000000 0.053751677875 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N NGL ENRGY OP/FIN CORP 5299005YSRP46BE8Z459 62922LAC2 113000.00000000 PA USD 117350.50000000 0.054585221117 Long DBT CORP US N 2 2029-02-15 Fixed 8.13000000 N N N N N N NYC Trust N/A 62956HAE6 520000.00000000 PA USD 521772.47000000 0.242700846165 Long ABS-MBS CORP US N 2 2029-08-15 Floating 6.52000000 N N N N N N Naked Juice LLC 549300Y5TU1XQ1KVLJ64 62984CAK9 246778.30000000 PA USD 246042.90000000 0.114446091843 Long LON CORP US N 2 2029-01-24 Floating 9.17000000 N N N N N N Naked Juice LLC 549300Y5TU1XQ1KVLJ64 62984CAM5 31607.79000000 PA USD 20439.65000000 0.009507439804 Long LON CORP US N 2 2029-01-24 Floating 7.02000000 N N N N N N NCR Atleos LLC 9845005FC3S0VA714741 63001PAG6 100000.00000000 PA USD 99000.00000000 0.046049542955 Long LON CORP US N 2 2029-04-16 Floating 6.70000000 N N N N N N Neuberger Berman Loan Advisers LaSalle Street Lending CLO Ltd 549300IDH2882S517E68 640977AW4 300000.00000000 PA USD 299719.50000000 0.139413595857 Long ABS-CBDO CORP JE N 2 2036-10-25 Floating 7.02000000 N N N N N N New York Mortgage Trust N/A 649603AG2 92925.56000000 PA USD 92887.84000000 0.043206490688 Long ABS-MBS CORP US N 2 2036-02-25 Floating 4.27000000 N N N N N N New York City Transitional Finance Authority Future Tax Secured Revenue N/A 64971X6R4 3000.00000000 PA USD 3143.32000000 0.001462105549 Long DBT MUN US N 2 2035-02-01 Fixed 5.13000000 N N N N N N New York City Transitional Finance Authority Future Tax Secured Revenue N/A 64971X6S2 3000.00000000 PA USD 3081.61000000 0.001433401334 Long DBT MUN US N 2 2036-02-01 Fixed 5.15000000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 649902T29 53821.97000000 PA USD 54807.02000000 0.025493315371 Long DBT MUN US N 2 2030-03-15 Fixed 5.50000000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 64990FD84 590000.00000000 PA USD 558993.73000000 0.260014199814 Long DBT MUN US N 2 2029-03-15 Fixed 1.95000000 N N N N N N OEG Borrower LLC 254900UUVX9EYPUMP391 67115HAG8 99747.47000000 PA USD 100267.15000000 0.046638953848 Long LON US N 2 2031-06-30 Floating 7.20000000 N N N N N N 1261229 BC LTD N/A 68288AAA5 304000.00000000 PA USD 312320.48000000 0.145274902623 Long DBT CORP CA N 2 2032-04-15 Fixed 10.00000000 N N N N N N ONT GAMING GTA/OTG CO-IS 894500EC9KLZLOC3V025 68306MAA7 39000.00000000 PA USD 37491.48000000 0.017439045643 Long DBT CORP CA N 2 2030-08-01 Fixed 8.00000000 N N N N N N OPAL BIDCO 969500R96XT7XY2UJ564 68348BAA1 112000.00000000 PA USD 114416.96000000 0.053220694084 Long DBT CORP FR N 2 2032-03-31 Fixed 6.50000000 N N N N N N OPEN TEXT CORP 549300HP7ONDQODZJV16 683715AF3 380000.00000000 PA USD 392604.60000000 0.182618812043 Long DBT CORP CA N 2 2027-12-01 Fixed 6.90000000 N N N N N N Open Text Corporation 549300HP7ONDQODZJV16 68371YAP8 138148.22000000 PA USD 136344.00000000 0.063419988735 Long LON CORP CA N 2 2030-01-31 Floating 5.42000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBP9 80000.00000000 PA USD 64470.40000000 0.029988206607 Long DBT CORP US N 2 2037-11-15 Fixed 3.80000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCY9 100000.00000000 PA USD 100706.00000000 0.046843083564 Long DBT CORP US N 2 2028-08-03 Fixed 4.80000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDM4 510000.00000000 PA USD 486310.50000000 0.226205820804 Long DBT CORP US N 2 2035-09-26 Fixed 5.20000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDP7 20000.00000000 PA USD 17983.80000000 0.008365108794 Long DBT CORP US N 2 2045-09-26 Fixed 5.88000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDR3 10000.00000000 PA USD 8820.30000000 0.004102735189 Long DBT CORP US N 2 2055-09-26 Fixed 5.95000000 N N N N N N OREGON TOOL LUX LP N/A 68610BAA2 3127.00000000 PA USD 713.68000000 0.000331966038 Long DBT CORP LU N 2 2029-10-15 Fixed 7.88000000 N N N N N N ORION ADVISOR SOLUTIONS INC 549300R3BS3HTGTSN386 68627BAK1 99749.37000000 PA USD 99656.10000000 0.046354725835 Long LON CORP US N 2 2030-09-24 None 0.00000000 N N N N N N Pacific Bells LLC 549300VGOQXINYVBJF37 69403HAN0 99750.00000000 PA USD 100206.86000000 0.046610910141 Long LON CORP US N 2 2028-11-13 Floating 7.42000000 N N N N N N Nuvei Technologies Corp N/A 69425BAD9 149624.07000000 PA USD 148635.05000000 0.069137132522 Long LON CORP US N 2 2031-11-17 Floating 6.17000000 N N N N N N Pelican Products Inc 5493008CRWH2WFODTF44 70468BAC7 71482.93000000 PA USD 67134.98000000 0.031227627730 Long LON CORP US N 2 2028-12-29 Floating 8.18000000 N N N N N N Pediatric Associates Holding Company LLC N/A 70533DAF7 25650.51000000 PA USD 25035.03000000 0.011644966559 Long LON CORP US N 2 2028-12-29 Floating 7.18000000 N N N N N N PENN Entertainment Inc N/A 70757DAZ2 121121.87000000 PA USD 121241.18000000 0.056394958852 Long LON CORP US N 2 2029-05-03 Floating 6.17000000 N N N N N N FIRSTENERGY PENN ELECTRI O1PLQWO3TX952VMBJ146 708696CA5 500000.00000000 PA USD 501305.00000000 0.233180465974 Long DBT CORP US N 2 2026-03-30 Fixed 5.15000000 N N N N N N Peraton Corp 549300EQPCK07ZW63836 71360HAB3 66610.08000000 PA USD 61655.96000000 0.028679078570 Long LON CORP US N 2 2028-02-01 Floating 7.52000000 N N N N N N PERRIGO FINANCE UNLIMITE 549300E86RB6YCTMRM83 71429MAD7 119000.00000000 PA USD 117182.87000000 0.054507248542 Long DBT CORP IE N 2 2032-09-30 Fixed 6.13000000 N N N N N N PFP III N/A 716966AG1 430000.00000000 PA USD 431362.71000000 0.200647026703 Long ABS-CBDO CORP KY N 2 2043-08-18 Floating 5.75000000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAH1 510000.00000000 PA USD 472316.10000000 0.219696369047 Long DBT CORP US N 2 2032-03-01 Fixed 3.50000000 N N N N N N Ping Identity Corporation 254900DJEBSADAC6R313 72342MAB3 100000.00000000 PA USD 99375.00000000 0.046223973042 Long LON CORP US N 2 2032-11-15 Floating 6.62000000 N N N N N N KFC Holding Co 549300G2LG4YUB3MM115 72584DAF1 79454.46000000 PA USD 79876.36000000 0.037154241120 Long LON CORP US N 2 2028-03-15 Floating 5.54000000 N N N N N N Plano HoldCo Inc 254900C53JLEP3CCOQ10 72712EAB3 99250.00000000 PA USD 94287.50000000 0.043857538196 Long LON CORP US N 2 2031-10-02 Floating 7.17000000 N N N N N N Planview Parent Inc 549300SEALM1D9FKMA32 72751PAJ3 75989.61000000 PA USD 67947.25000000 0.031605452602 Long LON CORP US N 2 2027-12-17 None 0.00000000 N N N N N N Playtika Holding Corp 254900E35Z4TKA4UFG64 72814CAF5 198437.51000000 PA USD 193019.17000000 0.089782268284 Long LON CORP US N 2 2028-03-13 Floating 6.54000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AX2 343000.00000000 PA USD 345870.91000000 0.160880781082 Long DBT CORP US N 2 2034-10-15 Fixed 6.25000000 N N N N N N Potomac Energy Center LLC 549300BHYFK6M9HVNA29 73767TAB2 23326.21000000 PA USD 23481.80000000 0.010922486442 Long LON CORP US N 2 2032-08-05 Floating 6.67000000 N N N N N N Priority Holdings LLC N/A 74275TAH2 150000.00000000 PA USD 147525.00000000 0.068620796207 Long LON CORP US N 2 2032-07-30 Floating 7.42000000 N N N N N N Progress Residential Trust N/A 74290XAN1 450000.00000000 PA USD 421842.29000000 0.196218632867 Long ABS-O CORP US N 2 2041-04-17 Variable 3.65000000 N N N N N N Progress Residential Trust N/A 74334NAL5 620000.00000000 PA USD 576006.54000000 0.267927655621 Long ABS-O CORP US N 2 2042-02-17 Fixed 3.75000000 N N N N N N Project Alpha Intermediate Holding, Inc. N/A 74339DAN8 148267.85000000 PA USD 138260.51000000 0.064311447417 Long LON CORP US N 2 2030-10-26 Floating 6.92000000 N N N N N N Cloudera Inc 549300PGONC4JOI0RG62 74339VAB4 99740.26000000 PA USD 86109.26000000 0.040053455224 Long LON CORP US N 2 2028-10-08 Floating 7.52000000 N N N N N N PUG LLC 549300NL9JUFIOARLW93 74530DAH8 94067.19000000 PA USD 93979.24000000 0.043714152013 Long LON CORP US N 2 2030-03-15 Floating 8.42000000 N N N N N N Quartz Acquireco LLC N/A 74773KAE5 215591.99000000 PA USD 209124.23000000 0.097273486994 Long LON CORP US N 2 2030-06-28 Floating 5.92000000 N N N N N N QXO BUILDING PRODUCTS 549300HDXQWWCBOYXP31 74825NAA5 111000.00000000 PA USD 114577.53000000 0.053295382722 Long DBT CORP US N 2 2032-04-30 Fixed 6.75000000 N N N N N N QuidelOrtho Corp 549300YU8CMO9HF53113 74840YAH7 34576.90000000 PA USD 34451.56000000 0.016025036283 Long LON CORP US N 2 2032-08-20 Floating 7.67000000 N N N N N N RHP HOTEL PPTY/RHP FINAN N/A 749571AJ4 110000.00000000 PA USD 113383.60000000 0.052740029885 Long DBT US N 2 2028-07-15 Fixed 7.25000000 N N N N N N Raising Cane's Restaurants, LLC 254900V6ADXFWHYOED66 75101XAQ0 143748.58000000 PA USD 143569.61000000 0.066780958816 Long LON CORP US N 2 2032-11-03 Floating 5.69000000 N N N N N N Raven Acquisition Holdings LLC N/A 75419XAC8 139601.48000000 PA USD 138397.42000000 0.064375130679 Long LON CORP US N 2 2031-11-19 Floating 6.67000000 N N N N N N Raven Acquisition Holdings LLC N/A 75419XAD6 10046.88000000 PA USD 9960.23000000 0.004632970093 Long LON CORP US N 2 2031-11-19 Fixed 3.00000000 N N N N N N Red Ventures LLC 9845004G68FBD7FP1585 75703UAL9 47432.47000000 PA USD 42956.03000000 0.019980864128 Long LON CORP US N 2 2030-03-04 Floating 6.42000000 N N N N N N Renaissance Holding Corp. 549300UKKEC0Y6TXNF09 75972JAK0 83762.94000000 PA USD 71198.50000000 0.033117761455 Long LON CORP US N 2 2030-04-05 Floating 7.67000000 N N N N N N Residential Asset Mortgage Products, INC. N/A 760985E72 15200.58000000 PA USD 5587.38000000 0.002598952477 Long ABS-MBS CORP US N 2 2031-04-25 Fixed 8.00000000 N N N N N N Residential Asset Mortgage Products, INC. N/A 760985W80 4351.56000000 PA USD 3785.93000000 0.001761013597 Long ABS-MBS CORP US N 2 2031-11-25 Fixed 7.00000000 N N N N N N Research Now Group Inc 549300XTHJNIVC5Q8K50 76100MAB6 15435.02000000 PA USD 15357.84000000 0.007143651644 Long LON CORP US N 2 2028-07-15 Floating 9.14000000 N N N N N N RIVERS ENTERPRISE N/A 76884GAA3 114000.00000000 PA USD 115787.52000000 0.053858205818 Long DBT CORP US N 2 2030-10-15 Fixed 6.25000000 N N N N N N ROLLINS INC 549300F2A0BXT4SGWD84 775711AC8 200000.00000000 PA USD 203074.00000000 0.094459241274 Long DBT CORP US N 2 2035-02-24 Fixed 5.25000000 N N N N N N State Street Global Advisors 549300BZ5TGIFZUZDZ37 857492706 1050474.81000000 NS USD 1050474.81000000 0.488625099869 Long STIV RF US N 3 N N N SFAVE Commercial Mortgage Securities Trust 549300FIGODFFTOAAU64 78413MAE8 45000.00000000 PA USD 39762.10000000 0.018495217494 Long ABS-MBS CORP US N 2 2043-01-05 Variable 4.14000000 N N N N N N SLC Student Loan Trust 25490083RPF52FIUZ551 784423AH8 73166.26000000 PA USD 64542.61000000 0.030021794865 Long ABS-O CORP US N 2 2031-08-15 Floating 4.81000000 N N N N N N SLM Student Loan Trust 549300Y3YMECZJOAL893 78442GLB0 66138.88000000 PA USD 63164.06000000 0.029380566608 Long ABS-O CORP US N 2 2039-07-25 Floating 4.62000000 N N N N N N SLM Student Loan Trust 5493008U32QWNGB0TW72 78443HAF0 498735.71000000 PA USD 483163.88000000 0.224742180270 Long ABS-O CORP US N 2 2041-01-25 Floating 4.31000000 N N N N N N SLM Student Loan Trust 549300MHMWVKFEDI8G73 784442AD7 185000.00000000 PA USD 195969.06000000 0.091154400469 Long ABS-O CORP US N 2 2083-01-25 Floating 5.35000000 N N N N N N SLM Student Loan Trust 549300OORAXMFXOHG132 78444GAD6 185000.00000000 PA USD 191685.01000000 0.089161687898 Long ABS-O CORP US N 2 2083-04-26 Floating 5.35000000 N N N N N N SLC Student Loan Trust 5493007QNQ56NU0MGE13 78444LAD5 76960.98000000 PA USD 77086.30000000 0.035856453365 Long ABS-O CORP US N 2 2032-12-15 Floating 5.99000000 N N N N N N SLM Student Loan Trust 549300SRMXHPGI3BJ386 78444YAE5 2235000.00000000 PA USD 2363374.38000000 1.099316262954 Long ABS-O CORP US N 2 2073-07-25 Floating 6.00000000 N N N N N N SLM Student Loan Trust 549300EQOYJZL2D96G46 78445AAE6 185000.00000000 PA USD 195379.81000000 0.090880312659 Long ABS-O CORP US N 2 2073-04-25 Floating 6.00000000 N N N N N N SLM Student Loan Trust 549300JQFJDGC1WO7674 78445CAE2 185000.00000000 PA USD 191637.39000000 0.089139537603 Long ABS-O CORP US N 2 2083-07-26 Floating 6.00000000 N N N N N N SLM Student Loan Trust 54930067BGNOZYMNWK87 78445FAE5 185000.00000000 PA USD 184823.14000000 0.085969910350 Long ABS-O CORP US N 2 2083-07-26 Floating 6.00000000 N N N N N N SLM Student Loan Trust 5493000NQN5E3MSIIG77 78447KAC6 303269.26000000 PA USD 294170.82000000 0.136832644564 Long ABS-O CORP US N 2 2026-05-26 Floating 4.46000000 N N N N N N SMBC AVIATION CAPITAL FI 549300OD7VKRVNWB2J98 78448TAL6 165000.00000000 PA USD 169578.75000000 0.078879029621 Long DBT CORP IE N 2 2029-04-03 Fixed 5.30000000 N N N N N N SMBC AVIATION CAPITAL FI 549300OD7VKRVNWB2J98 78448TAN2 110000.00000000 PA USD 112462.90000000 0.052311769136 Long DBT CORP IE N 2 2030-04-01 Fixed 5.10000000 N N N N N N Sabre GLBL Inc F2TJC7HPPHLHU1AQMP98 78571YBK5 15085.00000000 PA USD 12002.08000000 0.005582730288 Long LON CORP US N 2 2029-11-15 Floating 9.77000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAR6 90000.00000000 PA USD 88610.40000000 0.041216852738 Long DBT CORP GB N 2 2028-01-11 Fixed 2.47000000 N N N N N N Prometric Holdings Inc 54930034OH1XQT27TX40 80358TAG1 99750.00000000 PA USD 100040.77000000 0.046533653893 Long LON CORP US N 2 2032-06-25 Floating 7.42000000 N N N N N N Showtime Acquisition LLC 54930002EOYTEFEJFW69 82540EAC8 64230.20000000 PA USD 63909.05000000 0.029727096396 Long LON CORP US N 2 2031-08-16 Floating 8.63000000 N N N N N N SIRIUS XM RADIO LLC WP5O65E6BMU84LNO4227 82967NBM9 255000.00000000 PA USD 233156.70000000 0.108452115879 Long DBT CORP US N 2 2031-09-01 Fixed 3.88000000 N N N N N N SKYLINE CL A TR 2020 1 N/A 83084RAA3 1637125.57000000 PA USD 1549130.07000000 0.720573047500 Long ABS-O CORP US N 3 2038-07-03 Fixed 3.23000000 N N N N N N SNAP INC 549300JNC0L6VP8A2Q35 83304AAL0 165000.00000000 PA USD 169415.40000000 0.078803047875 Long DBT CORP US N 2 2033-03-01 Fixed 6.88000000 N N N N N N TTF Holdings LLC 254900IIAWXPGAIX2Q35 83421EAB2 78797.82000000 PA USD 59886.34000000 0.027855945316 Long LON CORP US N 2 2031-07-18 Floating 7.79000000 N N N N N N SONARSOURCE FINANCING LLC N/A 83541WAC5 16623.04000000 PA USD 16041.23000000 0.007461528383 Long LON CORP US N 2 2030-12-19 Floating 8.17000000 N N N N N N Republic of South Africa Government International Bonds 378900AAFB4F17004C49 836205BC7 267000.00000000 PA USD 273925.98000000 0.127415820027 Long DBT NUSS ZA N 2 2032-04-20 Fixed 5.88000000 N N N N N N South Field LLC 549300M3RBW5ZIH20760 83783XAF3 1531.18000000 PA USD 1542.02000000 0.000717265820 Long LON CORP US N 2 2031-08-29 Floating 6.67000000 N N N N N N South Field LLC 549300M3RBW5ZIH20760 83783XAG1 25334.34000000 PA USD 25513.71000000 0.011867623076 Long LON CORP US N 2 2031-08-29 Floating 6.67000000 N N N N N N SOUTHWESTERN ELEC POWER R64UBJHEC74EB3HGQ410 845437BU5 150000.00000000 PA USD 153610.50000000 0.071451447658 Long DBT CORP US N 2 2033-04-01 Fixed 5.30000000 N N N N N N SPRINT SPECTRUM / SPEC I 5493003BZYYYCDIO0R13 85208NAE0 803250.00000000 PA USD 808928.98000000 0.376270806188 Long DBT CORP US N 2 2028-03-20 Fixed 5.15000000 N N N N N N SolarWinds Holdings Inc 254900ZM34IBOK68V949 85554UAB0 99750.00000000 PA USD 92767.50000000 0.043150514910 Long LON CORP US N 2 2032-04-16 Floating 7.70000000 N N N N N N Station Casinos LLC 5493004E7Q60TX54WL62 85769EBB6 122421.74000000 PA USD 122674.54000000 0.057061681811 Long LON CORP US N 2 2031-03-14 Floating 5.67000000 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A 863579DE5 394363.41000000 PA USD 383187.11000000 0.178238295778 Long ABS-MBS CORP US N 2 2034-10-25 Variable 5.95000000 N N N N N N Structured Asset Mortgage Investments Inc N/A 86359LGS2 177445.82000000 PA USD 174134.63000000 0.080998183073 Long ABS-MBS CORP US N 2 2035-04-19 Floating 4.27000000 N N N N N N Structured Asset Mortgage Investments Inc N/A 86359LRY7 165949.98000000 PA USD 143157.30000000 0.066589174098 Long ABS-MBS CORP US N 2 2036-02-25 Floating 5.15000000 N N N N N N Structured Receivables Finance LLC N/A 86365FAC8 152464.39000000 PA USD 153601.77000000 0.071447386926 Long ABS-O CORP US N 2 2046-01-16 Fixed 7.61000000 N N N N N N SUBURBAN PROPANE PARTNRS N/A 864486AM7 110000.00000000 PA USD 109521.50000000 0.050943586048 Long DBT CORP US N 2 2035-12-15 Fixed 6.50000000 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAE9 125000.00000000 PA USD 129040.00000000 0.060022555788 Long DBT CORP US N 2 2030-09-18 Fixed 7.88000000 N N N N N N Surf Holdings LLC N/A 86875TAE7 149604.47000000 PA USD 148548.26000000 0.069096762423 Long LON CORP US N 2 2027-03-05 Floating 7.29000000 N N N N N N Switch ABS Issuer, LLC N/A 871044AY9 270000.00000000 PA USD 268025.68000000 0.124671313782 Long ABS-O CORP US N 2 2055-10-25 Fixed 6.24000000 N N N N N N Star Parent Inc 254900GRGCJYRMDRWT73 87169DAB1 116997.66000000 PA USD 117206.50000000 0.054518239964 Long LON CORP US N 2 2030-09-27 Floating 7.67000000 N N N N N N TCP Sunbelt Acquisition Co 549300P5GYKSLPTV1Y23 87233DAB3 94050.00000000 PA USD 94461.94000000 0.043938678421 Long LON CORP US N 2 2031-10-24 Floating 8.07000000 N N N N N N TCW Central Cash Fund 2549003KPNUIFJCJM366 872365671 27458124.66000000 NS USD 27458124.66000000 12.77206152541 Long EC RF US N 1 N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABR5 700000.00000000 PA USD 699608.00000000 0.325420491396 Long DBT CORP US N 2 2026-02-15 Fixed 2.25000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADX0 355000.00000000 PA USD 351464.20000000 0.163482482579 Long DBT CORP US N 2 2035-11-15 Fixed 4.95000000 N N N N N N TACALA LLC 549300XTM341KBSTDI88 87339PAE3 33899.48000000 PA USD 34026.60000000 0.015827367457 Long LON CORP US N 2 2031-01-31 Floating 6.67000000 N N N N N N TCW Private Asset Income Fund 254900JOZ7KOHWZ5ZD02 87807Y206 347821.43000000 NS USD 3481692.53000000 1.619498482011 Long EC RF US N 2 N N N Tempo Acquisition LLC 549300VV0B2RPMHQGA61 88023HAJ9 248743.72000000 PA USD 228982.28000000 0.106510397363 Long LON CORP US N 2 2028-08-31 Floating 5.42000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDW7 339000.00000000 PA USD 342752.73000000 0.159430369326 Long DBT CORP US N 2 2032-11-15 Fixed 5.50000000 N N N N N N Terex Corporation YAWJZJYEQ7M1SYMOS462 88078FBQ0 99749.37000000 PA USD 100143.88000000 0.046581615190 Long LON CORP US N 2 2031-10-08 Floating 5.42000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAT8 431000.00000000 PA USD 451989.70000000 0.210241607128 Long DBT CORP NL N 2 2032-12-01 Fixed 6.00000000 N N N N N N Vistra Operations Company LLC 549300ZH5GKBTJZ7NM23 88233FAK6 151474.06000000 PA USD 151888.34000000 0.070650390275 Long LON CORP US N 2 2030-12-20 Floating 5.42000000 N N N N N N Cloud Software Group Inc 04EEB871XLHVNY4RZJ65 88632NBK5 99750.00000000 PA USD 97006.88000000 0.045122449369 Long LON CORP US N 2 2031-03-21 Floating 6.92000000 N N N N N N TRANS-ALLEGHENY INTERSTA N/A 893045AF1 130000.00000000 PA USD 133668.60000000 0.062175534722 Long DBT CORP US N 2 2031-01-15 Fixed 5.00000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647CA3 440000.00000000 PA USD 455835.60000000 0.212030515585 Long DBT CORP US N 2 2034-01-31 Fixed 6.75000000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 89364MCA0 36386.39000000 PA USD 36410.59000000 0.016936273012 Long LON CORP US N 2 2031-02-28 Floating 6.17000000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 89364MCE2 38266.92000000 PA USD 38281.46000000 0.017806502390 Long LON CORP US N 2 2032-08-19 Floating 6.17000000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 89364MCF9 22247.22000000 PA USD 22252.78000000 0.010350811600 Long LON CORP US N 2 2030-03-22 Floating 5.92000000 N N N N N N TRANSOCEAN INTERNTNL LTD DOL4HJ22ADYSIWES4H94 893830BX6 162750.00000000 PA USD 169797.08000000 0.078980585143 Long DBT CORP BM N 2 2030-02-15 Fixed 8.75000000 N N N N N N TRINITY ACQUISITION PLC 549300FJZWZN6MJNGB63 89641UAC5 535000.00000000 PA USD 535385.20000000 0.249032765306 Long DBT CORP GB N 2 2026-03-15 Fixed 4.40000000 N N N N N N TripAdvisor Inc 549300XVG45PT5BART17 89677NAE4 37338.15000000 PA USD 36369.79000000 0.016917295019 Long LON CORP US N 2 2031-07-08 Floating 6.42000000 N N N N N N Primo Brands Corporation 254900J0WS4AXV2LAX55 89678QAD8 11338.44000000 PA USD 11354.99000000 0.005281738381 Long LON CORP US N 2 2028-03-31 Floating 5.92000000 N N N N N N X Corp. N/A 90184NAG3 66451.23000000 PA USD 66444.25000000 0.030906336813 Long LON CORP US N 2 2029-10-26 Floating 10.42000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91087BAV2 550000.00000000 PA USD 572242.00000000 0.266176591516 Long DBT NUSS MX N 2 2035-02-09 Fixed 6.35000000 N N N N N N United Natural Foods Inc 549300GKGW6WPZ282D40 91116KAD7 178667.97000000 PA USD 180044.61000000 0.083747191940 Long LON CORP US N 2 2031-05-01 Floating 8.42000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UP1 6988000.00000000 PA USD 6694831.60000000 3.114080155010 Long DBT UST US N 2 2055-11-15 Fixed 4.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CGH8 6655000.00000000 PA USD 6650840.63000000 3.093617891751 Long DBT UST US N 2 2028-01-31 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CPJ4 5802000.00000000 PA USD 5683693.62000000 2.643752459614 Long DBT UST US N 2 2035-11-15 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CPW5 1195000.00000000 PA USD 1192082.52000000 0.554493486985 Long DBT UST US N 2 2031-01-31 Fixed 3.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CPY1 11405000.00000000 PA USD 11386065.88000000 5.296193230693 Long DBT UST US N 2 2033-01-31 Fixed 4.00000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFL1 250000.00000000 PA USD 243477.50000000 0.113252803990 Long DBT CORP US N 2 2054-07-15 Fixed 5.63000000 N N N N N N Unity-Peace Park CLO, Ltd. N/A 913318AS0 450000.00000000 PA USD 450494.55000000 0.209546142743 Long ABS-CBDO CORP JE N 2 2035-04-20 Floating 0.00000000 N N N N N N VT TOPCO INC 5493007T812R37X02Y38 91838PAA9 141000.00000000 PA USD 144431.94000000 0.067182068941 Long DBT CORP US N 2 2030-08-15 Fixed 8.50000000 N N N N N N VZ SECURED FINANCING BV 549300MG611MYCOWY949 91845AAA3 208000.00000000 PA USD 188125.60000000 0.087506039376 Long DBT CORP NL N 2 2032-01-15 Fixed 5.00000000 N N N N N N Velocity Commercial Capital Loan Trust N/A 92257CAA8 963384.93000000 PA USD 932901.60000000 0.433936285886 Long ABS-MBS CORP US N 2 2049-03-25 Variable 3.76000000 N N N N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 922966AD8 190000.00000000 PA USD 199327.10000000 0.092716382360 Long DBT CORP US N 2 2036-01-15 Fixed 6.75000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAD3 40000.00000000 PA USD 42362.00000000 0.019704552916 Long DBT CORP US N 2 2032-02-01 Fixed 9.88000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAF8 245000.00000000 PA USD 215950.35000000 0.100448635541 Long DBT CORP US N 2 2029-09-30 Fixed 9.00000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAJ4 200000.00000000 PA USD 202118.00000000 0.094014560839 Long DBT US N 2 2027-02-01 Fixed 5.75000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAL9 90000.00000000 PA USD 88443.00000000 0.041138987147 Long DBT US N 2 2029-02-15 Fixed 3.88000000 N N N N N N VIRGIN MEDI O2 VI DAC 9845001E591J5060A412 92769UAA9 20000.00000000 PA USD 19860.20000000 0.009237910434 Long DBT CORP IE N 2 2033-03-15 Fixed 8.50000000 N N N N N N VIRGIN MEDIA SECURED FIN 213800X3RLP4NOTPY579 92769XAP0 219000.00000000 PA USD 216301.92000000 0.100612167236 Long DBT CORP GB N 2 2029-05-15 Fixed 5.50000000 N N N N N N Vista Point Securitization Trust N/A 92841YAC9 640000.00000000 PA USD 648032.00000000 0.301430074956 Long ABS-MBS CORP US N 2 2054-10-25 Variable 5.91000000 N N N N N N Voya CLO Ltd 549300JHU3YI1LLL3V27 92914RBA9 1650000.00000000 PA USD 1652948.55000000 0.768863891484 Long ABS-CBDO CORP KY N 2 2031-07-14 Floating 5.53000000 N N N N N N Voya CLO Ltd 254900MS3D9HONB0N824 92915QBJ1 1500000.00000000 PA USD 1501915.50000000 0.698611336699 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 5.27000000 N N N N N N VOYAGER PARENT LLC 2549002DYVI4ACSV4V71 92921EAA0 107000.00000000 PA USD 113838.37000000 0.052951564740 Long DBT CORP US N 2 2032-07-01 Fixed 9.25000000 N N N N N N VOYAGER PARENT LLC 2549002DYVI4ACSV4V71 92921HAD7 162473.87000000 PA USD 162484.43000000 0.075579128676 Long LON CORP US N 2 2032-07-01 Floating 7.91000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92922F4P0 236394.56000000 PA USD 232831.98000000 0.108301073378 Long ABS-MBS CORP US N 2 2045-10-25 Floating 5.35000000 N N N N N N WatchGuard Technologies Inc 549300H8HK7HR0EWNZ91 94110LAB9 99742.27000000 PA USD 99866.95000000 0.046452802059 Long LON CORP US N 2 2029-07-02 Floating 8.92000000 N N N N N N Element Materials Technology Group US Holdings Inc 213800EGOJGGUKUGEZ30 000000000 30592.26000000 PA USD 30758.07000000 0.014307020865 Long LON CORP US N 2 2029-07-06 Floating 7.35000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2S1 1860000.00000000 PA USD 1821553.80000000 0.847290100600 Long DBT CORP US N 2 2028-06-02 Floating 2.39000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3E1 395000.00000000 PA USD 408773.65000000 0.190139795503 Long DBT CORP US N 2 2029-07-25 Fixed 5.57000000 N N N N N N MODIVCARE 549300EFZIFW7F7I0Q28 000000000 30082.00000000 NS USD 200541.65000000 0.093281326526 Long EC CORP US N 2 N N N Wyndham Hotels & Resorts Inc 549300FE3MQ4RVXXC673 98310CAF9 99746.84000000 PA USD 100102.44000000 0.046562339502 Long LON CORP US N 2 2030-05-24 Floating 5.42000000 N N N N N N WYNN LAS VEGAS LLC/CORP N/A 983130AX3 346000.00000000 PA USD 348141.74000000 0.161937050614 Long DBT CORP US N 2 2027-05-15 Fixed 5.25000000 N N N N N N Xerox Holdings Corp 4KF48RN45X1OO8UBLY20 98415LAY2 245421.39000000 PA USD 191164.86000000 0.088919741739 Long LON CORP US N 2 2029-11-19 Floating 7.73000000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAH8 119000.00000000 PA USD 122020.22000000 0.056757326892 Long DBT CORP US N 2 2031-03-24 Fixed 7.50000000 N N N N N N Zayo Group Holdings Inc 529900Z6OTS7RT0V0I47 98919XAH4 18767.13000000 PA USD 18095.92000000 0.008417261064 Long LON CORP US N 2 2030-03-11 Floating 6.67000000 N N Y N N N WORLDLINE SA/FRANCE 549300CJMQNCA0U4TS33 000000000 97818.40000000 PA 116105.52000000 0.054006122531 Long DBT CORP FR Y 2 2026-07-30 None 0.00000000 N N N N N Worldline SA EUR XXXX N N N PACIFIC NATIONAL FINANCE 213800SSTRDXLWWVF948 000000000 290000.00000000 PA 185860.96000000 0.086452649104 Long DBT CORP AU N 2 2029-09-24 Fixed 3.70000000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 000000000 100000.00000000 PA 71254.92000000 0.033144005043 Long DBT CORP FR Y 2 2049-12-09 Fixed 2.00000000 N N N N N N TREASURY CORP VICTORIA 549300ZJM7BQW1P9UV75 000000000 305000.00000000 PA 147054.51000000 0.068401949243 Long DBT NUSS AU N 2 2037-11-20 Fixed 2.00000000 N N N N N N AURIZON NETWORK PTY LTD 549300FNL9A7DVZKZ444 000000000 310000.00000000 PA 192123.03000000 0.089365431543 Long DBT CORP AU Y 2 2030-09-02 Fixed 2.90000000 N N N N N N GLOBAL SWITCH FINANCE 635400GVJAKOJNEUMF33 000000000 925000.00000000 PA 1034356.47000000 0.481127704008 Long DBT CORP NL Y 2 2030-10-07 Fixed 1.38000000 N N N N N N LEG IMMOBILIEN SE 391200SO40AKONBO0Z96 000000000 200000.00000000 PA 193693.23000000 0.090095805203 Long DBT CORP DE Y 2 2033-03-30 Fixed 0.88000000 N N N N N N DWR CYMRU FINANCING UK 213800GDOFO2ED5PNC85 000000000 100000.00000000 PA 105382.13000000 0.049018170931 Long DBT CORP GB Y 2 2034-03-31 Fixed 2.38000000 N N N N N N SUEZ 5493007LKZ37MXEN5D79 000000000 300000.00000000 PA 333255.10000000 0.155012576188 Long DBT CORP FR Y 2 2034-05-24 Fixed 2.88000000 N N N N N N ROBERT BOSCH GMBH 529900F0LT5OP4SV6122 000000000 100000.00000000 PA 118158.01000000 0.054960831889 Long DBT CORP DE Y 2 2043-06-02 Fixed 4.38000000 N N N N N N VOLKSWAGEN INTL FIN NV 5299004PWNHKYTR23649 000000000 200000.00000000 PA 277483.22000000 0.129070459180 Long DBT CORP NL Y 2 2032-09-06 Fixed 7.88000000 N N N N N N SARTORIUS FINANCE BV 529900JCAKTMRXK9EA58 000000000 100000.00000000 PA 124598.02000000 0.057956382567 Long DBT CORP NL Y 2 2032-09-14 Fixed 4.50000000 N N N N N N DAVIDE CAMPARI-MILANO SP 213800ED5AN2J56N6Z02 000000000 200000.00000000 PA 232847.70000000 0.108308385487 Long DBT CORP NL Y 2 2029-01-17 Fixed 2.38000000 N N N N N Davide Campari-Milano NV EUR XXXX N N N Romania Government International Bonds 315700IASY927EDWBK92 000000000 562000.00000000 PA USD 584468.76000000 0.271863831009 Long DBT NUSS RO Y 2 2034-01-30 Fixed 6.38000000 N N N N N N NEW S WALES TREASURY CRP TC7LRO17HPNPLTAV0H77 000000000 685000.00000000 PA 451695.06000000 0.210104556246 Long DBT NUSS AU Y 2 2037-02-20 Fixed 4.75000000 N N N N N N SYDNEY AIRPORT FINANCE 549300MJAANHLHOVTO40 000000000 60000.00000000 PA 42243.95000000 0.019649642324 Long DBT CORP AU Y 2 2034-04-19 Fixed 5.90000000 N N N N N N FLUTTER TREASURY DAC 635400JE8VLL9UFVIC38 000000000 190000.00000000 PA 231835.53000000 0.107837577751 Long DBT CORP IE N 2 2029-04-29 Fixed 5.00000000 N N N N N N REDEXIS SA 635400DYWVUY8IC5MR90 000000000 100000.00000000 PA 122159.75000000 0.056822228839 Long DBT CORP ES Y 2 2031-05-30 Fixed 4.38000000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 000000000 200000.00000000 PA 239054.19000000 0.111195315062 Long DBT CORP FR Y 2 2044-06-17 Fixed 4.75000000 N N N N N N QUEENSLAND TREASURY CORP 98INKCEEHOU5YJS0HQ88 000000000 685000.00000000 PA 457209.17000000 0.212669427411 Long DBT NUSS AU Y 2 2037-07-21 Fixed 5.00000000 N N N N N N YORKSHIRE WATER FINANCE 213800O8BDOGHJMTCP32 000000000 135000.00000000 PA 191322.06000000 0.088992862831 Long DBT CORP GB Y 2 2034-11-18 Fixed 6.38000000 N N N N N N NEW S WALES TREASURY CRP TC7LRO17HPNPLTAV0H77 000000000 255000.00000000 PA 173682.31000000 0.080787787828 Long DBT NUSS AU Y 2 2038-02-24 Fixed 5.25000000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 000000000 100000.00000000 PA 116280.42000000 0.054087476724 Long DBT CORP FR Y 2 2045-05-07 Fixed 4.63000000 N N N N N N LUNA 2 5SARL 894500N8J2QVEYP0UI86 000000000 100000.00000000 PA 120918.69000000 0.056244953629 Long DBT CORP LU Y 2 2032-07-01 Fixed 5.50000000 N N N N N N Rockford Tower Europe CLO 635400YBW7XMJUCDMC83 000000000 750000.00000000 PA 892345.07000000 0.415071541741 Long ABS-CBDO CORP IE N 2 2037-04-15 Floating 3.97000000 N N N N N N SEVERN TRENT WATER UTIL 213800KY9PT6WBH33232 000000000 175000.00000000 PA 204778.91000000 0.095252274873 Long DBT CORP GB Y 2 2037-08-04 Fixed 3.88000000 N N N N N N DYNO NOBEL LTD 254900UW2F3BKV6Z9V18 000000000 80000.00000000 PA 54628.95000000 0.025410486663 Long DBT CORP AU N 2 2032-11-08 Fixed 5.40000000 N N N N N N DYNO NOBEL LTD 254900UW2F3BKV6Z9V18 000000000 90000.00000000 PA 61541.55000000 0.028625861114 Long DBT CORP AU N 2 2035-08-08 Fixed 5.82000000 N N N N N N QUEENSLAND TREASURY CORP 98INKCEEHOU5YJS0HQ88 000000000 410000.00000000 PA 276895.66000000 0.128797157469 Long DBT NUSS AU Y 2 2038-08-13 Fixed 5.25000000 N N N N N N VONOVIA SE 5299005A2ZEP6AP7KM81 000000000 180000.00000000 PA 121541.39000000 0.056534600603 Long DBT CORP DE Y 2 2035-09-03 Fixed 5.72000000 N N N N N N AA BOND CO LTD 2138002EPF6QVRZBMC58 000000000 100000.00000000 PA 136555.89000000 0.063518548711 Long DBT CORP JE Y 2 2032-07-31 Fixed 5.50000000 N N N N N N NSW ELECTRICITY NETWORKS 5493009VPYKFFK7UXM97 000000000 70000.00000000 PA 48581.22000000 0.022597403810 Long DBT CORP AU Y 2 2055-11-20 Fixed 6.30000000 N N N N N N AUSGRID FINANCE PTY LTD 549300DN8D7YR73BKB57 000000000 100000.00000000 PA 69825.13000000 0.032478942659 Long DBT CORP AU Y 2 2035-12-10 Fixed 5.95000000 N N N N N N Segovia European CLO 1 - 2014 DAC 5493003KC0NH229IO424 000000000 450000.00000000 PA 538580.82000000 0.250519198037 Long ABS-CBDO CORP IE N 2 2039-01-25 Floating 4.55000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -7.00000000 NC -3292.02000000 -0.00153127289 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 5 Year Euro BOBL Futures OEH6 Comdty 2026-03-06 -813492.74000000 EUR -3292.02000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -19.00000000 NC -1279.80000000 -0.00059529500 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short EUX 2 Year Euro SCHATZ Futures DUH6 Comdty 2026-03-06 -2030115.32000000 EUR -1279.80000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -21.00000000 NC 2292.22000000 0.001066219023 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 10 Year Euro BUND Futures RXH6 Comdty 2026-03-06 -2693503.79000000 EUR 2292.22000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -1.00000000 NC -428.16000000 -0.00019915729 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short EUX 30 Year Euro BUXL Futures UBH6 Comdty 2026-03-06 -109518.79000000 EUR -428.16000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 46.00000000 NC USD -46892.63000000 -0.02181196140 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT U.S. Long Bond Futures USH6 Comdty 2026-03-20 5342642.63000000 USD -46892.63000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 80.00000000 NC USD -172664.27000000 -0.08031424967 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long Ultra U.S. Treasury Bond Futures WNH6 Comdty 2026-03-20 9567664.27000000 USD -172664.27000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 282.00000000 NC USD -106641.07000000 -0.04960376296 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes Futures FVH6 Comdty 2026-03-31 30824813.09000000 USD -106641.07000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 64.00000000 NC USD -16236.74000000 -0.00755246925 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUH6 Comdty 2026-03-31 13359736.77000000 USD -16236.74000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 42.00000000 NC USD 11737.46000000 0.005459643115 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT Ultra 10-Year U.S. Treasury Note Futures UXYH6 Comdty 2026-03-20 4782825.04000000 USD 11737.46000000 N N N ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 000000000 -3.00000000 NC 619.48000000 0.000288149200 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 Short Long Gilt Futures G H6 Comdty 2026-03-27 -273002.72000000 GBP 619.48000000 N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 -30.00000000 NC 7679.50000000 0.003572095607 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Short SFE 10 Year Australian Bond Futures XMH6 Comdty 2026-03-16 -3285583.71000000 AUD 7679.50000000 N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 -8.00000000 NC 2022.35000000 0.000940689830 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Short SFE 3 Year Australian Bond Futures YMH6 Comdty 2026-03-16 -841145.89000000 AUD 2022.35000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 5717000.00000000 NC USD 339.59000000 0.000157959235 N/A DIR US N 2 Goldman Sachs International FOR8UP27PHTHYVLBNG30 Put Purchased Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 5717000.00000000 OU Notional Amount N/A 339.59000000 0.00000000 DIR US N/A N/A 2031-03-31 0.00000000 N/A 0.00000000 N/A 5717000.00000000 USD 1.00000000 4.22000000 USD 2026-03-31 XXXX -25215.40000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 13692000.00000000 NC USD 108.17000000 0.000050314940 N/A DIR US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Put Purchased Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 N/A 13692000.00000000 OU Notional Amount N/A 108.17000000 0.00000000 DIR US N/A N/A 2028-03-31 0.00000000 N/A 0.00000000 N/A 13692000.00000000 USD 1.00000000 4.00000000 USD 2026-03-31 XXXX -22853.31000000 N N N Upfield BV 254900U4MHW4MZWGFU47 000000000 99748.74000000 PA USD 99000.62000000 0.046049831346 Long LON CORP US N 2 2027-12-31 None 0.00000000 N N N N N N DK Crown Holdings Inc N/A 000000000 129396.24000000 PA USD 129658.91000000 0.060310439855 Long LON CORP US N 2 2032-03-04 Floating 5.42000000 N N N N N N Cleanova US Holdings LLC 254900Q8HEK85N92G859 000000000 175577.21000000 PA USD 176455.10000000 0.082077542497 Long LON CORP US N 2 2032-06-14 Floating 8.48000000 N N N N N N LERNEN BIDCO LIMITED 894500YKKF2CXAP6DR25 000000000 100000.00000000 PA USD 100208.50000000 0.046611672982 Long LON CORP US N 2 2031-10-27 None 0.00000000 N N N N N N GVC Holdings (Gibraltar) Limited 213800ATWJIEYQ8NF838 000000000 29605.21000000 PA USD 29616.76000000 0.013776144058 Long LON CORP GI N 2 2029-10-31 Floating 5.92000000 N N N N N N C&S Wholesale Grocers Inc 54930093F8X1FEZBGJ91 000000000 80294.44000000 PA USD 79591.86000000 0.037021906828 Long LON CORP US N 2 2030-09-20 Floating 8.67000000 N N N N N N Outfront Media Capital LLC 5493005WC7J0FDMW0610 000000000 150000.00000000 PA USD 150891.00000000 0.070186480668 Long LON CORP US N 2 2032-09-24 Floating 5.67000000 N N N N N N LERNEN BIDCO LIMITED 894500YKKF2CXAP6DR25 000000000 100000.00000000 PA USD 100208.50000000 0.046611672982 Long LON CORP GB N 2 2031-10-27 None 0.00000000 N N N N N N MODIVCARE BUYER LLC 254900MKEPTFAS1J2168 000000000 35000.00000000 PA USD 35116.73000000 0.016334438046 Long LON CORP US N 2 2030-12-29 Floating 10.00000000 N N N N N N ModivCare Buyer LLC 254900MKEPTFAS1J2168 000000000 142919.69000000 PA USD 134362.37000000 0.062498239686 Long LON CORP US N 2 2032-12-30 Floating 8.69000000 N N N N N N HOLOGIC INC 9845009E9B4548A5N478 000000000 83140.38000000 PA USD 82636.55000000 0.038438134938 Long LON CORP US N 2 2033-01-14 None 0.00000000 N N N N N N ENSEMBLE RCM LLC 254900PDXJVVI20WAQ37 000000000 107002.44000000 PA USD 106066.17000000 0.049336350015 Long LON CORP US N 2 2033-01-28 None 0.00000000 N N N N N N CELLNEX TELECOM SA 5493008T4YG3AQUI7P67 000000000 100000.00000000 PA 107485.13000000 0.049996374859 Long DBT CORP ES Y 2 2031-11-20 Fixed 0.75000000 N N N N N Cellnex Telecom SA EUR XXXX N N N TENNET NET BV 724500N24X9VLIRO3K10 000000000 110000.00000000 PA 141253.72000000 0.065703729765 Long DBT CORP NL Y 2 2042-10-28 Fixed 4.75000000 N N N N N N Balcan Innovations Inc 549300C2CLNRVCUDIH93 000000000 44377.30000000 PA USD 34281.46000000 0.015945914796 Long LON CORP CA N 2 2031-10-18 Floating 8.42000000 N N N N N N Great Canadian Gaming Corporation 549300FU60SSFLTE0M84 000000000 100000.00000000 PA USD 98062.50000000 0.045613467738 Long LON CORP CA N 2 2029-11-01 Floating 8.44000000 N N N N N N 1011778 BC Unlimited Liability Company 549300RHSHNRWI5LLA86 000000000 114582.03000000 PA USD 114467.45000000 0.053244179351 Long LON CORP CA N 2 2030-09-20 Floating 5.42000000 N N N N N N Delivery Hero SE 529900KR9IO53KSCSQ67 000000000 101986.03000000 PA USD 102241.00000000 0.047557084053 Long LON CORP US N 2 2029-12-12 Floating 8.84000000 N N N N N N Opal Bidco SAS 969500R96XT7XY2UJ564 000000000 13006.20000000 PA USD 13021.16000000 0.006056752189 Long LON CORP US N 2 2032-04-28 Floating 6.69000000 N N N N N N Jazz Financing Lux Sarl 635400WUEO2NSG5OIU34 000000000 45151.94000000 PA USD 45333.68000000 0.021086820651 Long LON CORP LU N 2 2028-05-05 Floating 5.92000000 N N N N N N Virgin Media Bristol LLC 213800IQ982XX69LE276 000000000 150000.00000000 PA USD 147702.75000000 0.068703476068 Long LON CORP US N 2 2031-03-31 Floating 7.05000000 N N N N N N Chrysaor Bidco Sarl 254900CXX37NCB7A8J31 000000000 99750.00000000 PA USD 100298.63000000 0.046653596672 Long LON CORP LU N 2 2031-10-30 None 0.00000000 N N N N N N Oregon Tool, Inc. N/A 000000000 11385.30000000 PA USD 11609.48000000 0.005400113615 Long LON CORP LU N 2 2029-10-15 Floating 9.23000000 N N N N N N Oregon Tool Inc N/A 000000000 38179.87000000 PA USD 25007.81000000 0.011632305260 Long LON CORP LU N 2 2029-10-15 Floating 8.14000000 N N N N N N Flutter Financing BV 635400VFWPBIKJK6GN11 000000000 87157.07000000 PA USD 87178.86000000 0.040550976347 Long LON CORP NL N 2 2030-11-30 Floating 5.42000000 N N N N N N Fugue Finance BV 254900Y4DWBRGAFENC88 000000000 83914.43000000 PA USD 83494.86000000 0.038837375173 Long LON CORP US N 2 2032-01-09 None 0.00000000 N N N N N N Peer Holding III BV 7245002S0K5Q59JCVQ03 000000000 95038.02000000 PA USD 95144.94000000 0.044256373753 Long LON CORP NL N 2 2031-07-01 Floating 6.17000000 N N N N N N Nouryon Finance BV 549300GD4NJGLPVYB245 000000000 99748.11000000 PA USD 99794.99000000 0.046419330088 Long LON CORP NL N 2 2028-04-03 Floating 6.92000000 N N N N N N Ziggo Financing Partnership N/A 000000000 118685.46000000 PA USD 117449.35000000 0.054631200888 Long LON CORP US N 2 2033-01-15 Floating 7.03000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 4210000.00000000 NC USD 2950.37000000 0.001372355455 N/A DIR US N 1 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Put Purchased JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N/A 4210000.00000000 OU Notional Amount N/A 2950.37000000 0.00000000 DIR US N/A N/A 2031-05-27 0.00000000 N/A 0.00000000 N/A 4210000.00000000 USD 1.00000000 4.11000000 USD 2026-05-27 XXXX -1154.38000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 4210000.00000000 NC USD 1619.17000000 0.000753151903 N/A DIR US N 1 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Put Purchased JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N/A 4210000.00000000 OU Notional Amount N/A 1619.17000000 0.00000000 DIR US N/A N/A 2031-04-30 0.00000000 N/A 0.00000000 N/A 4210000.00000000 USD 1.00000000 4.11000000 USD 2026-04-30 XXXX -1327.83000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 4210000.00000000 NC USD 2884.69000000 0.001341804606 N/A DIR US N 1 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Purchased Goldman Sachs International W22LROWP2IHZNBB6K528 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 4210000.00000000 OU Notional Amount N/A 2884.69000000 0.00000000 DIR US N/A N/A 2031-05-27 0.00000000 N/A 0.00000000 N/A 4210000.00000000 USD 1.00000000 4.11500000 USD 2026-05-27 XXXX -1325.31000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 4210000.00000000 NC USD 1619.17000000 0.000753151903 N/A DIR US N 1 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Purchased Goldman Sachs International W22LROWP2IHZNBB6K528 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 4210000.00000000 OU Notional Amount N/A 1619.17000000 0.00000000 DIR US N/A N/A 2031-04-30 0.00000000 N/A 0.00000000 N/A 4210000.00000000 USD 1.00000000 4.11000000 USD 2026-04-30 XXXX -1117.33000000 N N N Corp. Nacional del Cobre de Chile 549300UVMBCBCIPSUI70 000000000 300000.00000000 PA USD 313401.00000000 0.145777503150 Long DBT CORP CL Y 2 2034-01-08 Fixed 5.95000000 N N N N N N 2026-03-04 TCW ETF Trust Richard Villa Richard Villa Treasurer XXXX