NPORT-P false 0000351601 XXXXXXXX S000001601 C000043470 C000166204 C000004336 C000178370 C000004337 C000066918 RUSSELL INVESTMENT CO 811-03153 0000351601 549300J63VJ9OS4TCK93 1301 SECOND AVENUE 18TH FLOOR SEATTLE 98101 800-787-7354 Short Duration Bond Fund S000001601 SYIWP2HFI2PTL75P6V57 2024-10-31 2024-04-30 N 413864832.35 25640545.00 388224287.35 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 670864.78000000 0.00000000 0.00000000 1703928.13000000 EUR GBP JPY USD N ICE BofA 1-3 Year US Treasury Index MERRILL.MC.G1O2 UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAG2 190000.00000000 PA USD 182758.00000000 0.047075364925 Long DBT CORP US Y 2 2026-04-15 Fixed 4.38000000 N N N N N N SIXTH STREET SPECIALTY 549300TX61566GJWCN05 83012AAC3 261000.00000000 PA USD 255903.19000000 0.065916326808 Long DBT CORP US N 2 2029-03-01 Fixed 6.13000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCB0 1065000.00000000 PA USD 982773.36000000 0.253145769603 Long DBT CORP US N 2 2027-04-22 Fixed 1.58000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AK0 30000.00000000 PA USD 28947.45000000 0.007456372757 Long DBT CORP US N 2 2028-08-15 Fixed 4.75000000 N N N N N N SKYWORKS SOLUTIONS INC 549300WZ3ORQ2BVKBD96 83088MAK8 421000.00000000 PA USD 388111.72000000 0.099971004557 Long DBT CORP US N 2 2026-06-01 Fixed 1.80000000 N N N N N N TOTALENERGIES CAP INTL 549300U37G2I8G4RUG09 89153VAS8 1800000.00000000 PA USD 1762840.04000000 0.454077732239 Long DBT CORP FR N 2 2025-01-10 Fixed 2.43000000 N N N N N N UBS Commercial Mortgage Trust N/A 90276CAC5 549537.17000000 PA USD 529460.93000000 0.136380166633 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 3.26000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MX6 400000.00000000 PA USD 400000.00000000 0.103033224101 Long DBT CORP US N 2 2025-05-01 Fixed 0.98000000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBL9 446000.00000000 PA USD 382751.65000000 0.098590341323 Long DBT US N 2 2028-03-15 Fixed 1.55000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEA0 845000.00000000 PA USD 833012.53000000 0.214569916706 Long DBT CORP US N 2 2028-01-23 Fixed 5.04000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89114TZK1 1400000.00000000 PA USD 1363640.24000000 0.351250626102 Long DBT CORP CA N 2 2024-12-13 Fixed 1.25000000 N N N N N N Home Partners of America Trust N/A 437301AA2 498244.73000000 PA USD 414409.62000000 0.106744898117 Long ABS-O CORP US Y 2 2041-01-17 Fixed 1.53000000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523AV2 520000.00000000 PA USD 508212.94000000 0.130907044345 Long DBT CORP US N 2 2025-04-15 Fixed 3.25000000 N N N N N N Onslow Bay Financial LLC 254900LSNFNEGAD7J679 67118TAA2 636030.86000000 PA USD 632593.18000000 0.162945287199 Long ABS-MBS CORP US Y 2 2064-01-25 Variable 6.07000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAU9 539000.00000000 PA USD 535885.91000000 0.138035132644 Long DBT CORP ES N 2 2028-08-08 Fixed 5.59000000 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AP4 180000.00000000 PA USD 185819.94000000 0.047864068801 Long DBT CORP US N 2 2028-09-15 Fixed 8.38000000 N N N N N N JP Morgan Mortgage Trust N/A 46657TAL9 818925.82000000 PA USD 813898.52000000 0.209646471516 Long ABS-MBS CORP US Y 2 2054-08-25 Variable 6.00000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 28472.44000000 0.007334018228 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 99043714.00000000 JPY 657590.48000000 USD 2024-05-14 28472.44000000 N N N BARINGS BDC INC 549300GSF4KFZP6ONG49 06759LAC7 623000.00000000 PA USD 568024.59000000 0.146313512190 Long DBT CORP US N 2 2026-11-23 Fixed 3.30000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 94973VBJ5 395000.00000000 PA USD 392416.95000000 0.101079958875 Long DBT CORP US N 2 2024-08-15 Fixed 3.50000000 N N N N N N CARGILL INC QXZYQNMR4JZ5RIRN4T31 141781BU7 370000.00000000 PA USD 363198.27000000 0.093553721865 Long DBT CORP US Y 2 2025-04-22 Fixed 3.50000000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368LC53 485000.00000000 PA USD 482241.67000000 0.124217285139 Long DBT CORP CA N 2 2026-12-11 Fixed 5.27000000 N N N N N N BX Trust N/A 12434GAA3 1060000.00000000 PA USD 1066625.00000000 0.274744531641 Long ABS-MBS CORP US Y 2 2040-12-09 Floating 7.08000000 N N N N N N Inversiones CMPC SA 549300G475ACIABB4385 46128MAJ0 230000.00000000 PA USD 219483.02000000 0.056535107965 Long DBT CORP CL Y 2 2027-04-04 Fixed 4.38000000 N N N N N N Manhattan Asset Funding Co LLC 549300S0NSJYSOB32S63 56274LG81 1800000.00000000 PA USD 1781335.49000000 0.458841846850 Long STIV CORP US N 2 2024-07-08 None 0.00000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SBC6 360000.00000000 PA USD 352840.81000000 0.090885815621 Long DBT CORP US N 2 2026-02-14 Fixed 4.40000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KQ9 60000.00000000 PA USD 59339.73000000 0.015284909247 Long DBT CORP US N 2 2029-05-15 Fixed 5.55000000 N N N N N N Hertz Vehicle Financing LLC N/A 42806MAE9 2350000.00000000 PA USD 2112503.60000000 0.544145142082 Long ABS-O CORP US Y 2 2027-12-27 Fixed 1.68000000 N N N N N N Onslow Bay Financial LLC 254900K7TTKPUWNMSZ83 67117XAA4 310194.22000000 PA USD 312191.53000000 0.080415249682 Long ABS-MBS CORP US Y 2 2063-04-25 Variable 6.84000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 45228.93000000 0.011650206201 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 17282122.47000000 SEK 1614165.48000000 USD 2024-05-14 45228.93000000 N N N Dryden Senior Loan Fund N/A 26245MAC5 226778.50000000 PA USD 227159.71000000 0.058512493267 Long ABS-CBDO CORP KY Y 2 2031-04-15 Floating 6.61000000 N N N N N N VONTIER CORP 549300VVSQLG4P5K4639 928881AD3 671000.00000000 PA USD 586031.27000000 0.150951727930 Long DBT CORP US N 2 2028-04-01 Fixed 2.40000000 N N N N N N FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EMWH1 1900000.00000000 PA USD 1817888.71000000 0.468257337120 Long DBT USGSE US N 2 2025-04-21 Fixed 0.71000000 N N N N N N Progress Residential Trust N/A 74333DAA2 448658.16000000 PA USD 413502.20000000 0.106511162097 Long ABS-O CORP US Y 2 2038-04-19 Fixed 1.55000000 N N N N N N SPRINT LLC 549300ZTTY7CXOLJ6539 85207UAH8 330000.00000000 PA USD 330183.81000000 0.085049756225 Long DBT CORP US N 2 2024-06-15 Fixed 7.13000000 N N N N N N BLUE OWL CAPITAL CORP 2549000BD79OOCPF2L94 69121KAG9 185000.00000000 PA USD 161648.42000000 0.041637894708 Long DBT CORP US N 2 2028-06-11 Fixed 2.88000000 N N N N N N Rent-A-Center Inc 529900QUHE15UQNCCJ63 76009WAW0 120811.74000000 PA USD 120862.48000000 0.031132127468 Long LON CORP US N 2 2028-02-17 Variable 8.68000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -629.22000000 -0.00016207641 N/A DFE NO N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 62601.89000000 USD 688227.16000000 NOK 2024-05-14 -629.22000000 N N N BX Trust N/A 05609RAA2 290924.19000000 PA USD 287651.29000000 0.074094099563 Long ABS-MBS CORP US Y 2 2026-10-15 Floating 6.07000000 N N N N N N BX Trust N/A 05606DAS7 130689.30000000 PA USD 131257.43000000 0.033809690500 Long ABS-MBS CORP US Y 2 2039-08-15 Floating 7.77000000 N N N N N N KENVUE INC 5493008HSF8L4M2LIJ82 49177JAD4 90000.00000000 PA USD 90080.21000000 0.023203136159 Long DBT CORP US N 2 2026-03-22 Fixed 5.35000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADA0 583000.00000000 PA USD 568164.76000000 0.146349617608 Long DBT CORP US N 2 2028-07-15 Fixed 4.80000000 N N N N N N MANUF & TRADERS TRUST CO WWB2V0FCW3A0EE3ZJN75 55279HAV2 549000.00000000 PA USD 534553.80000000 0.137692003673 Long DBT CORP US N 2 2026-01-27 Fixed 4.65000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDR7 200000.00000000 PA USD 197593.51000000 0.050896740991 Long DBT CORP US N 2 2027-03-15 Fixed 4.80000000 N N N N N N Barings Private Credit CLO N/A 067930AA5 105044.46000000 PA USD 105236.38000000 0.027107108810 Long ABS-CBDO CORP BM Y 2 2031-07-15 Floating 7.73000000 N N N N N N KENVUE INC 5493008HSF8L4M2LIJ82 49177JAF9 30000.00000000 PA USD 29885.34000000 0.007697957333 Long DBT CORP US N 2 2028-03-22 Fixed 5.05000000 N N N N N N Caesars Entertainment Inc 549300FA4CTCW903Y781 28470RAK8 90000.00000000 PA USD 91214.81000000 0.023495389900 Long DBT CORP US Y 2 2027-07-01 Fixed 8.13000000 N N N N N N ROCHE HOLDINGS INC PVJRP0EQNV6OGDPZGY95 771196CJ9 200000.00000000 PA USD 197206.12000000 0.050796955890 Long DBT CORP US Y 2 2029-03-08 Fixed 4.79000000 N N N N N N MCDONALD'S CORP UE2136O97NLB5BYP9H04 58013MFN9 270000.00000000 PA USD 263297.89000000 0.067821076264 Long DBT CORP US N 2 2025-07-01 Fixed 3.30000000 N N N N N N ALASKA AIRLINES 2020 TR N/A 01166VAA7 468038.45000000 PA USD 453511.47000000 0.116816872302 Long DBT CORP US Y 2 2027-08-15 Fixed 4.80000000 N N N N N N BCRED MML CLO 2021-1 LLC N/A 05554LAG7 200000.00000000 PA USD 198812.80000000 0.051210809441 Long ABS-CBDO CORP US Y 2 2035-01-15 Floating 7.07000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163BBC4 650730.26000000 PA USD 618275.28000000 0.159257238700 Long ABS-MBS CORP US N 2 2054-01-15 Fixed 0.51000000 N N N N N N AMSR Trust N/A 00178UAA7 1300000.00000000 PA USD 1236463.54000000 0.318492062523 Long ABS-O CORP US Y 2 2037-07-17 Fixed 1.63000000 N N N N N N NYO Commercial Mortgage Trust N/A 62955HAJ6 310000.00000000 PA USD 232853.62000000 0.059979148030 Long ABS-MBS CORP US Y 2 2038-11-15 Floating 7.98000000 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAR0 620000.00000000 PA USD 589897.28000000 0.151947546617 Long DBT CORP JP N 2 2025-07-16 Fixed 1.85000000 N N N N N N CARNIVAL HLDGS BM LTD N/A 14366RAA7 80000.00000000 PA USD 86741.36000000 0.022343104959 Long DBT CORP US Y 2 2028-05-01 Fixed 10.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375US27 198109.08000000 PA USD 186490.93000000 0.048036904458 Long ABS-MBS USGA US N 2 2067-11-20 Fixed 3.00000000 N N N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 70450YAC7 370000.00000000 PA USD 365055.81000000 0.094032192702 Long DBT CORP US N 2 2024-10-01 Fixed 2.40000000 N N N N N N BRAVO Residential Funding Trust N/A 10570FAA3 1483526.89000000 PA USD 1474556.60000000 0.379820801543 Long ABS-MBS CORP US Y 2 2063-12-01 Variable 5.94000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172DF3 200000.00000000 PA USD 197033.71000000 0.050752545994 Long DBT CORP US N 2 2027-02-12 Fixed 4.75000000 N N N N N N Hertz Vehicle Financing LLC 5493004IHDYOZ9K9WF47 42806MAA7 440000.00000000 PA USD 431067.08000000 0.111035577640 Long ABS-O CORP US Y 2 2025-12-26 Fixed 1.21000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAQ2 330000.00000000 PA USD 323738.09000000 0.083389447942 Long DBT CORP US N 2 2025-05-14 Fixed 3.60000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RDU5 930000.00000000 PA USD 896261.18000000 0.230861697530 Long ABS-O CORP US Y 2 2026-08-20 Fixed 2.33000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBT6 419000.00000000 PA USD 428028.50000000 0.110252890905 Long DBT CORP US N 2 2029-06-13 Fixed 6.99000000 N N N N N N WEIR GROUP PLC (THE) 549300KDR56WHY9I3D10 94876QAA4 659000.00000000 PA USD 609443.48000000 0.156982316629 Long DBT CORP GB Y 2 2026-05-13 Fixed 2.20000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 51.00000000 NC USD -74692.17000000 -0.01923943772 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME Three Month SOFR Futures SFRZ4 Comdty 2025-03-18 12179542.17000000 USD -74692.17000000 N N N Palmer Square Loan Funding Ltd N/A 69690CAL7 610005.51000000 PA USD 609985.38000000 0.157121900889 Long ABS-CBDO CORP KY Y 2 2031-04-15 Floating 6.43000000 N N N N N N Toyota Auto Receivables Owner Trust N/A 89238DAB4 300000.00000000 PA USD 298907.01000000 0.076993382366 Long ABS-O CORP US N 2 2026-12-15 Fixed 5.13000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAR2 60000.00000000 PA USD 56580.66000000 0.014574219553 Long DBT CORP US N 2 2027-12-15 Fixed 4.25000000 N N N N N N D.R. HORTON INC 529900ZIUEYVSB8QDD25 23331ABM0 140000.00000000 PA USD 138052.26000000 0.035559923605 Long DBT CORP US N 2 2024-10-15 Fixed 2.50000000 N N N N N N CREDIT AGRICOLE LONDON 969500TJ5KRTCJQWXH05 22535WAD9 1400000.00000000 PA USD 1384852.56000000 0.356714560403 Long DBT CORP FR Y 2 2024-10-04 Fixed 3.25000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABR5 580000.00000000 PA USD 546815.94000000 0.140850523220 Long DBT CORP US N 2 2026-02-15 Fixed 2.25000000 N N N N N N OMEGA HLTHCARE INVESTORS 549300OJ7ENK42CZ8E73 681936BK5 607000.00000000 PA USD 576253.77000000 0.148433209558 Long DBT US N 2 2028-01-15 Fixed 4.75000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EAW5 610000.00000000 PA USD 582346.49000000 0.150002591021 Long DBT CORP GB N 2 2028-05-09 Fixed 4.84000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC 92717.81000000 0.023882537239 N/A DFE US N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 4700202.28000000 CHF 5212080.73000000 USD 2024-05-14 92717.81000000 N N N EOG Resources Inc XWTZDRYZPBUHIQBKDB46 26875PAM3 230000.00000000 PA USD 225138.36000000 0.057991827749 Long DBT CORP US N 2 2025-04-01 Fixed 3.15000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAK1 435000.00000000 PA USD 409302.78000000 0.105429462642 Long DBT CORP US N 2 2025-08-15 Fixed 0.95000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AV7 200000.00000000 PA USD 206635.00000000 0.053225675655 Long DBT CORP CA Y 2 2029-03-01 Fixed 9.38000000 N N N N N N F&G ANNUITIES & LIFE INC N/A 30190AAC8 568000.00000000 PA USD 583740.04000000 0.150361545895 Long DBT CORP US N 2 2028-01-13 Fixed 7.40000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 064159HB5 576000.00000000 PA USD 563223.96000000 0.145076951224 Long DBT CORP CA N 2 2025-12-16 Fixed 4.50000000 N N N N N N GCAT N/A 36831BAB0 186101.06000000 PA USD 179238.58000000 0.046168821951 Long ABS-MBS CORP US Y 2 2054-01-25 Variable 5.50000000 N N N N N N PACCAR FINANCIAL CORP PH3S12DWZBHHQKVYZ297 69371RR99 2270000.00000000 PA USD 2219220.51000000 0.571633610341 Long DBT CORP US N 2 2025-08-11 Fixed 3.55000000 N N N N N N SUZANO INTL FINANCE BV 5493000KMIB6J1KMKL84 000000000 220000.00000000 PA USD 217020.52000000 0.055900809679 Long DBT CORP NL N 2 2027-01-17 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412VKK3 12773.57000000 PA USD 12712.50000000 0.003274524653 Long ABS-MBS USGSE US N 2 2025-06-01 Fixed 4.50000000 N N N N N N FORTINET INC 549300O0QJWDBAS0QX03 34959EAA7 280000.00000000 PA USD 256849.96000000 0.066160198722 Long DBT CORP US N 2 2026-03-15 Fixed 1.00000000 N N N N N N EQT Corp 4NT01YGM4X7ZX86ISY52 26884LAF6 190000.00000000 PA USD 179208.27000000 0.046161014609 Long DBT CORP US N 2 2027-10-01 Fixed 3.90000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MBC6 180000.00000000 PA USD 179493.26000000 0.046234423205 Long DBT CORP US N 2 2024-09-15 Fixed 5.25000000 N N N N N N SKANDINAVISKA ENSKILDA F3JS33DEI6XQ4ZBPTN86 83051GAR9 270000.00000000 PA USD 253666.59000000 0.065340216536 Long DBT CORP SE Y 2 2025-09-02 Fixed 0.85000000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAP4 133000.00000000 PA USD 131663.53000000 0.033914294981 Long DBT CORP US N 2 2052-12-15 Fixed 6.88000000 N N N N N N Sheffield Receivables Co LLC 549300MYF6MOTU9T3G29 82124LE16 500000.00000000 PA USD 500000.00000000 0.128791530126 Long STIV CORP US N 2 2024-05-01 None 0.00000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 913017DD8 130000.00000000 PA USD 127448.92000000 0.032828682839 Long DBT CORP US N 2 2025-08-16 Fixed 3.95000000 N N N N N N BX Trust 2019-OC11 N/A 05606FAA1 270000.00000000 PA USD 235252.94000000 0.060597172218 Long ABS-MBS CORP US Y 2 2041-12-09 Fixed 3.20000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CH6 197000.00000000 PA USD 188100.82000000 0.048451584851 Long DBT CORP US N 2 2026-04-15 Fixed 3.40000000 N N N N N N Long Beach Mortgage Loan Trust N/A 542514HC1 255324.52000000 PA USD 250238.58000000 0.064457219229 Long ABS-O CORP US N 2 2034-09-25 Floating 6.01000000 N N N N N N Hertz Vehicle Financing LLC N/A 42806MAF6 250000.00000000 PA USD 225471.50000000 0.058077638969 Long ABS-O CORP US Y 2 2027-12-27 Fixed 2.12000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DZ9 685000.00000000 PA USD 685586.31000000 0.176595419797 Long DBT CORP GB N 2 2027-08-14 Fixed 5.89000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439AM1 599000.00000000 PA USD 584501.97000000 0.150557806156 Long DBT CORP GB N 2 2025-12-10 Fixed 4.58000000 N N N N N N Cencosud SA 549300NLTGCFV7482429 15132HAH4 584000.00000000 PA USD 554253.90000000 0.142766415718 Long DBT CORP CL Y 2 2027-07-17 Fixed 4.38000000 N N N N N N KEY BANK NA HUX2X73FUCYHUVH1BK78 49327M3G7 395000.00000000 PA USD 384430.46000000 0.099022774341 Long DBT CORP US N 2 2026-01-26 Fixed 4.70000000 N N N N N N Sabra Health Care LP 549300OVKLRFSIQG0H81 14162VAB2 522000.00000000 PA USD 510700.00000000 0.131547668871 Long DBT US N 2 2026-08-15 Fixed 5.13000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGH1 30000.00000000 PA USD 26563.33000000 0.006842263831 Long DBT CORP US N 2 2028-03-22 Fixed 2.10000000 N N N N N N Honda Auto Receivables Owner Trust N/A 43815JAB9 370269.03000000 PA USD 369788.61000000 0.095251281810 Long ABS-O CORP US N 2 2025-10-21 Fixed 5.22000000 N N N N N N Freddie Mac - STACR 5493000ISA3AUOXQEF68 35564KRF8 100000.00000000 PA USD 102185.86000000 0.026321346533 Long ABS-MBS USGSE US Y 2 2042-02-25 Floating 7.73000000 N N N N N N SG Capital Partners N/A 78433QAA3 206460.07000000 PA USD 184390.50000000 0.047495869271 Long ABS-MBS CORP US Y 2 2062-03-27 Variable 3.17000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CM9 638000.00000000 PA USD 584552.43000000 0.150570803797 Long DBT CORP GB N 2 2027-05-24 Fixed 1.59000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBT7 9094000.00000000 PA USD 8387438.85000000 2.160462166664 Long DBT UST US N 2 2026-03-31 Fixed 0.75000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 0641596E1 1380000.00000000 PA USD 1363001.48000000 0.351086092347 Long DBT CORP CA N 2 2024-07-31 Fixed 0.65000000 N N N N N N Morgan Stanley Capital I Trust N/A 61772TAY0 761352.61000000 PA USD 714434.33000000 0.184026181070 Long ABS-MBS CORP US N 2 2054-10-15 Fixed 0.88000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJC5 30000.00000000 PA USD 27413.25000000 0.007061188826 Long DBT CORP US N 2 2028-01-27 Fixed 2.22000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEZ1 290000.00000000 PA USD 283654.98000000 0.073064717804 Long DBT CORP US N 2 2029-04-15 Fixed 4.70000000 N N N N N N MEGLOBAL BV 549300WBVLU2FILR7W19 29441WAC9 260000.00000000 PA USD 248133.60000000 0.063915012039 Long DBT CORP NL Y 2 2026-11-03 Fixed 4.25000000 N N N N N N THE 2023-MIC Trust N/A 87256GAA0 220000.00000000 PA USD 232697.52000000 0.059938939314 Long ABS-MBS CORP US Y 2 2038-12-05 Variable 8.73000000 N N N N N N NORDEA BANK ABP 529900ODI3047E2LIV03 65559CAB7 270000.00000000 PA USD 253522.38000000 0.065303070482 Long DBT CORP FI Y 2 2025-08-28 Fixed 0.75000000 N N N N N N JUNIPER NETWORKS INC AUHIXNGG7U2U7JEHM527 48203RAN4 581000.00000000 PA USD 540078.17000000 0.139114987804 Long DBT CORP US N 2 2025-12-10 Fixed 1.20000000 N N N N N N STAR 2022-SFR3 Trust N/A 78474PAA5 1634208.78000000 PA USD 1636480.49000000 0.421529652657 Long ABS-O CORP US Y 2 2039-05-17 Floating 6.97000000 N N N N N N SREIT Trust N/A 78485GAN4 250000.00000000 PA USD 246718.75000000 0.063550570646 Long ABS-MBS CORP US Y 2 2036-07-15 Floating 7.36000000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBF2 220000.00000000 PA USD 207994.09000000 0.053575754216 Long DBT US N 2 2025-07-15 Fixed 1.25000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAH5 571000.00000000 PA USD 560175.24000000 0.144291652596 Long DBT CORP US N 2 2026-07-28 Fixed 4.26000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAZ4 612000.00000000 PA USD 576720.62000000 0.148553462210 Long DBT CORP DK Y 2 2026-09-11 Fixed 1.62000000 N N N N N N Unilever Capital Corp MYF1DAS6G5WY7PRWCU78 904764AS6 1800000.00000000 PA USD 1753743.51000000 0.451734620203 Long DBT CORP US N 2 2025-07-30 Fixed 3.10000000 N N N N N N CONCENTRIX CORP 5493000EAJN1KMPVA737 20602DAB7 445000.00000000 PA USD 443673.57000000 0.114282795913 Long DBT CORP US N 2 2028-08-02 Fixed 6.60000000 N N N N N N Greywolf CLO Ltd 5493006V5AX99BBCEZ73 39809GAC9 250000.00000000 PA USD 249010.75000000 0.064140951020 Long ABS-CBDO CORP KY Y 2 2031-04-26 Floating 7.21000000 N N N N N N BX Trust N/A 12433EAA9 250000.00000000 PA USD 248281.25000000 0.063953044178 Long ABS-MBS CORP US Y 2 2039-01-15 Floating 6.32000000 N N N N N N Hexcel Corp S6Q7LW43WUBUHXY2QP69 428291AN8 607000.00000000 PA USD 581035.23000000 0.149664832657 Long DBT CORP US N 2 2027-02-15 Fixed 4.20000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBL4 60000.00000000 PA USD 62570.34000000 0.016117059658 Long DBT CORP BM Y 2 2028-02-01 Fixed 8.38000000 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAN5 200000.00000000 PA USD 179846.70000000 0.046325463362 Long DBT CORP KY N 2 2027-03-08 Fixed 2.30000000 N N N N N N AMSR Trust 549300164ZV2301BC703 03217JAA9 590000.00000000 PA USD 551801.04000000 0.142134600533 Long ABS-O CORP US Y 2 2037-11-17 Fixed 1.38000000 N N N N N N CONSUMERS ENERGY CO 7NKTFWJ1G6MELP9TU740 210518DV5 665000.00000000 PA USD 653771.85000000 0.168400553830 Long DBT CORP US N 2 2029-02-15 Fixed 4.90000000 N N N N N N WEC ENERGY GROUP INC 549300IGLYTZUK3PVP70 92939UAM8 560000.00000000 PA USD 560629.76000000 0.144408729249 Long DBT CORP US N 2 2026-09-12 Fixed 5.60000000 N N N N N N SEALED AIR CORP Q0M0CZB4YN6JZ65WXI09 81211KAZ3 345000.00000000 PA USD 310103.88000000 0.079877506406 Long DBT CORP US Y 2 2026-10-15 Fixed 1.57000000 N N N N N N COLT Funding LLC 2138001M5YM45SK1QW14 12622SAA9 1280000.00000000 PA USD 1279887.87000000 0.329677434334 Long ABS-MBS CORP US Y 2 2069-05-25 Variable 6.42000000 N N N N N N VFH Parent LLC 549300FRO9M476YHHY64 91820UAS9 124727.78000000 PA USD 124533.20000000 0.032077642759 Long LON CORP US N 2 2029-01-13 Variable 8.42000000 N N N N N N ICE Futures Europe 549300UF4R84F48NCH34 000000000 42.00000000 NC -108198.45000000 -0.02787008786 N/A DIR GB N 1 ICE Futures Europe 549300UF4R84F48NCH34 Long ICF Long Gilt Futures G M4 Comdty 2024-06-26 4109349.92000000 GBP -108198.45000000 N N N BPR Trust N/A 05592AAJ9 250000.00000000 PA USD 243750.00000000 0.062785870936 Long ABS-MBS CORP US Y 2 2038-09-15 Floating 7.14000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122EE4 2115000.00000000 PA USD 2097223.97000000 0.540209368227 Long DBT CORP US N 2 2027-02-22 Fixed 4.90000000 N N N N N N ELP 2021-ELP N/A 26863LAJ3 249709.34000000 PA USD 246431.90000000 0.063476682945 Long ABS-MBS CORP US Y 2 2038-11-15 Floating 6.95000000 N N N N N N Nvent Finance Sarl 549300KO1OQ4MVFB6X02 67078AAD5 534000.00000000 PA USD 514664.60000000 0.132568882671 Long DBT CORP LU N 2 2028-04-15 Fixed 4.55000000 N N N N N N Onslow Bay Financial LLC N/A 67114VAA1 189857.60000000 PA USD 161446.09000000 0.041585777928 Long ABS-MBS CORP US Y 2 2061-11-25 Variable 2.31000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BZ4 300000.00000000 PA USD 301169.43000000 0.077576143433 Long DBT CORP US N 2 2028-12-01 Fixed 5.75000000 N N N N N N Black Diamond CLO Ltd 54930069GUF2V1O4MD77 09202VAY4 44171.02000000 PA USD 44179.68000000 0.011379937175 Long ABS-CBDO CORP KY Y 2 2029-04-24 Floating 6.63000000 N N N N N N FS KKR CAPITAL CORP 549300TYRSI1T21B1360 302635AL1 205000.00000000 PA USD 184416.09000000 0.047502460822 Long DBT CORP US N 2 2027-07-15 Fixed 3.25000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172CR8 70000.00000000 PA USD 64009.26000000 0.016487701075 Long DBT CORP US N 2 2026-05-01 Fixed 0.88000000 N N N N N N John Deere Owner Trust N/A 47800RAB9 1125000.00000000 PA USD 1121378.74000000 0.288848167551 Long ABS-O CORP US N 2 2027-02-16 Fixed 5.19000000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAF5 240000.00000000 PA USD 192379.67000000 0.049553744128 Long DBT CORP NL Y 2 2031-07-13 Fixed 3.06000000 N N N N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591EW8 370000.00000000 PA USD 353025.73000000 0.090933447881 Long DBT USGA US N 2 2025-05-15 Fixed 0.75000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBK1 150000.00000000 PA USD 144617.79000000 0.037251092915 Long DBT CORP US N 2 2026-04-22 Fixed 2.08000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RML3 2150000.00000000 PA USD 2002192.45000000 0.515730858485 Long DBT CORP US N 2 2026-03-25 Fixed 1.70000000 N N N N N N KEYCORP RKPI3RZGV1V1FJTH5T61 49326EEK5 606000.00000000 PA USD 541928.50000000 0.139591601468 Long DBT CORP US N 2 2027-04-06 Fixed 2.25000000 N N N N N N CENTERPOINT ENER HOUSTON 549300S8SEQBOJLKHW63 15189XBD9 200000.00000000 PA USD 199338.60000000 0.051346246614 Long DBT CORP US N 2 2028-10-01 Fixed 5.20000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -36.43000000 -0.00000938375 N/A DFE XX N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 9460.81000000 USD 8827.12000000 EUR 2024-05-14 -36.43000000 N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400HY2 290000.00000000 PA USD 291839.13000000 0.075172816206 Long DBT CORP US N 2 2028-10-01 Fixed 5.65000000 N N N N N N Hin Timeshare Trust N/A 40472QAA5 224891.03000000 PA USD 222768.33000000 0.057381348168 Long ABS-O CORP US Y 2 2043-03-15 Fixed 5.49000000 N N N N N N Bank N/A 06540JAY8 8037.73000000 PA USD 7987.81000000 0.002057524544 Long ABS-MBS CORP US N 2 2063-03-15 Fixed 1.39000000 N N N N N N Extended Stay America Trust N/A 30227FAG5 219421.37000000 PA USD 219009.95000000 0.056413253146 Long ABS-MBS CORP US Y 2 2038-07-15 Floating 7.14000000 N N N N N N Pear LLC N/A 70472TAA6 311140.03000000 PA USD 301293.82000000 0.077608184190 Long ABS-O CORP US Y 2 2034-01-15 Fixed 2.60000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05493MAA2 316834.57000000 PA USD 298328.01000000 0.076844241774 Long ABS-MBS CORP US N 2 2054-09-15 Fixed 0.75000000 N N N N N N Whitebox CLO III Ltd 549300JXCQSPB1A61C68 96467HAA4 250000.00000000 PA USD 250520.00000000 0.064529708254 Long ABS-CBDO CORP KY Y 2 2034-10-15 Floating 6.81000000 N N N N N N American Homes 4 Rent N/A 02666AAA6 1177795.50000000 PA USD 1151775.52000000 0.296677863165 Long ABS-O CORP US Y 2 2052-04-17 Fixed 3.47000000 N N N N N N TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AME 549300SWQCCOXV4X1761 87271LAY8 1380000.00000000 PA USD 1380732.78000000 0.355653374863 Long ABS-CBDO CORP KY Y 2 2031-07-20 Floating 6.57000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122ED6 40000.00000000 PA USD 39724.03000000 0.010232237212 Long DBT CORP US N 2 2026-02-20 Fixed 4.95000000 N N N N N N CARGILL INC QXZYQNMR4JZ5RIRN4T31 141781BN3 190000.00000000 PA USD 175535.94000000 0.045215084609 Long DBT CORP US Y 2 2026-02-02 Fixed 0.75000000 N N N N N N TCI-Flatiron CLO Ltd 549300EEOTVLW827QY91 87230AAW6 176052.78000000 PA USD 176104.54000000 0.045361546337 Long ABS-CBDO CORP KY Y 2 2032-01-17 Floating 6.42000000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130AXY36 800000.00000000 PA USD 798565.50000000 0.205696945302 Long DBT USGSE US N 2 2028-12-18 Fixed 5.88000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816CM9 1900000.00000000 PA USD 1730560.72000000 0.445763126210 Long DBT CORP US N 2 2026-11-04 Fixed 1.65000000 N N N N N N Carlyle Global Market Strategies N/A 14317PAJ2 562805.63000000 PA USD 563959.38000000 0.145266382958 Long ABS-CBDO CORP KY Y 2 2031-10-15 Floating 6.48000000 N N N N N N XPO INC 54930096DB9LCLPN7H13 98379KAA0 573000.00000000 PA USD 570856.52000000 0.147042969386 Long DBT CORP US Y 2 2028-06-01 Fixed 6.25000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -43.00000000 NC 103458.69000000 0.026649205979 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short EUX 10 Year Euro BUND Futures RXM4 Comdty 2024-06-06 -5690384.00000000 EUR 103458.69000000 N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AE7 454000.00000000 PA USD 427761.71000000 0.110184170320 Long DBT CORP US N 2 2026-08-18 Fixed 3.50000000 N N N N N N BX Trust N/A 05609KAG4 230134.40000000 PA USD 227833.06000000 0.058685936821 Long ABS-MBS CORP US Y 2 2038-10-15 Floating 6.83000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AF4 30000.00000000 PA USD 30629.71000000 0.007889694436 Long DBT CORP US N 2 2029-01-15 Fixed 6.35000000 N N N N N N VAR ENERGI ASA 549300LIVN3FFOJN2K47 92212WAA8 194000.00000000 PA USD 187371.87000000 0.048263819679 Long DBT CORP NO Y 2 2027-05-18 Fixed 5.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163VAA5 158054.20000000 PA USD 157882.98000000 0.040667981150 Long ABS-MBS CORP US N 2 2056-07-15 Fixed 5.96000000 N N N N N N Monongahela Power Co N/A 610202BR3 440000.00000000 PA USD 415803.27000000 0.107103878749 Long DBT CORP US Y 2 2027-05-15 Fixed 3.55000000 N N N N N N UPMC 5493001YCBUGKVU74S74 90320WAD5 1130000.00000000 PA USD 1108759.28000000 0.285597608425 Long DBT CORP US N 2 2025-04-03 Fixed 3.60000000 N N N N N N Morgan Stanley BAML Trust N/A 61765TAD5 246763.71000000 PA USD 242225.73000000 0.062393244805 Long ABS-MBS CORP US N 2 2048-10-15 Fixed 3.28000000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130B0GX1 1400000.00000000 PA USD 1400612.77000000 0.360774123525 Long DBT USGSE US N 2 2025-09-17 Fixed 5.50000000 N N N N N N MORGAN STANLEY BANK NA G1MLHIS0N32I3QPILB75 61690U4T4 260000.00000000 PA USD 256614.91000000 0.066099653824 Long DBT CORP US N 2 2026-04-21 Fixed 4.75000000 N N N N N N Ellington Financial Mortgage Trust N/A 31573CAA3 135621.58000000 PA USD 112954.05000000 0.029095049866 Long ABS-MBS CORP US Y 2 2067-01-25 Variable 2.21000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MAV5 80000.00000000 PA USD 80071.73000000 0.020625121253 Long DBT CORP US N 2 2025-12-15 Fixed 5.85000000 N N N N N N TSMC ARIZONA CORP 2549005GOBWLCSY63Q97 872898AA9 200000.00000000 PA USD 183049.50000000 0.047150450387 Long DBT CORP US N 2 2026-10-25 Fixed 1.75000000 N N N N N N ALLIED WORLD ASSURANCE 549300E2X3MLXVVR4T40 01959EAC2 602000.00000000 PA USD 586614.64000000 0.151101994160 Long DBT CORP BM N 2 2025-10-29 Fixed 4.35000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFU0 1480000.00000000 PA USD 1446064.06000000 0.372481605896 Long DBT UST US N 2 2027-10-31 Fixed 4.13000000 N N N N N N L3Harris Tech Inc 549300UTE50ZMDBG8A20 413875AR6 140000.00000000 PA USD 137550.10000000 0.035430575696 Long DBT CORP US N 2 2025-04-27 Fixed 3.83000000 N N N N N N JONES LANG LASALLE INC 6SYKCME112RT8TQUO411 48020QAB3 228000.00000000 PA USD 236343.61000000 0.060878110334 Long DBT CORP US N 2 2028-12-01 Fixed 6.88000000 N N N N N N Barton Capital SA 549300KOFKIMD0C37W24 06945LG28 1800000.00000000 PA USD 1783049.85000000 0.459283436945 Long STIV CORP US N 2 2024-07-02 None 0.00000000 N N N N N N AEP Texas Central Transition Funding N/A 00115BAA5 169076.36000000 PA USD 166458.58000000 0.042876910441 Long ABS-O CORP US N 2 2027-02-01 Fixed 2.06000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DN5 290000.00000000 PA USD 270445.55000000 0.069662192400 Long DBT CORP US N 2 2025-11-13 Fixed 0.75000000 N N N N N N Taxable Municipal Funding Trust N/A 62630WEL7 345000.00000000 PA USD 345000.00000000 0.088866155787 Long DBT MUN US Y 2 2030-09-01 Floating 5.63000000 N N N N N N FRANKLIN BSP LENDING COR 549300K8IFP295FLKS39 12325JAJ0 642000.00000000 PA USD 600293.35000000 0.154625398142 Long DBT CORP US N 2 2026-03-30 Fixed 3.25000000 N N N N N N Cent CLO LP 549300NBGVSLUALOY827 19737TBA3 190000.00000000 PA USD 190561.83000000 0.049085499338 Long ABS-CBDO CORP KY Y 2 2034-07-24 Floating 6.77000000 N N N N N N Whitebox CLO I Ltd 549300E4AC0513DYO913 96467FAJ9 390000.00000000 PA USD 390003.90000000 0.100458398072 Long ABS-CBDO CORP KY Y 2 2032-07-24 Floating 6.71000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661DD6 120000.00000000 PA USD 118790.24000000 0.030598353547 Long DBT CORP US N 2 2024-09-15 Fixed 3.13000000 N N N N N N General Mills Inc 2TGYMUGI08PO8X8L6150 370334CF9 1800000.00000000 PA USD 1771873.76000000 0.456404665482 Long DBT CORP US N 2 2025-04-17 Fixed 4.00000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AH2 90000.00000000 PA USD 88851.39000000 0.022886612943 Long DBT US N 2 2026-04-15 Fixed 5.38000000 N N N N N N AREIT CRE Trust N/A 04002PAA2 123680.83000000 PA USD 123018.05000000 0.031687365785 Long ABS-CBDO CORP KY Y 2 2038-11-17 Floating 6.51000000 N N N N N N ROGERS COMMUNICATIONS IN 5493000M6Z4XFIP6PF03 775109BE0 554000.00000000 PA USD 534415.46000000 0.137656369633 Long DBT CORP CA N 2 2025-12-15 Fixed 3.63000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DT3 20000.00000000 PA USD 20004.68000000 0.005152866693 Long DBT CORP US N 2 2027-04-23 Fixed 5.65000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBZ7 990000.00000000 PA USD 981465.49000000 0.252808884446 Long DBT CORP GB N 2 2026-08-09 Fixed 5.30000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CDK4 190000.00000000 PA USD 173196.88000000 0.044612582376 Long DBT UST US N 2 2026-11-30 Fixed 1.25000000 N N N N N N MASCO CORP 5GCSNMQXHEYA1JO8QN11 574599BS4 720000.00000000 PA USD 620223.96000000 0.159759185658 Long DBT CORP US N 2 2028-02-15 Fixed 1.50000000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92556VAB2 505000.00000000 PA USD 481048.73000000 0.123910004004 Long DBT CORP US N 2 2025-06-22 Fixed 1.65000000 N N N N N N Elmwood CLO I Ltd. N/A 290015AW6 130000.00000000 PA USD 130732.42000000 0.033674456817 Long ABS-CBDO CORP KY Y 2 2037-04-20 Floating 6.83000000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130AMND0 1500000.00000000 PA USD 1490461.28000000 0.383917577690 Long DBT USGSE US N 2 2024-06-17 Fixed 0.43000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBZ1 440000.00000000 PA USD 432988.31000000 0.111530453943 Long DBT CORP US N 2 2024-11-21 Fixed 2.60000000 N N N N N N Onslow Bay Financial LLC 254900UI1468MQ7I8472 67448LAA0 1570607.02000000 PA USD 1555912.58000000 0.400776723841 Long ABS-MBS CORP US Y 2 2063-11-25 Variable 5.93000000 N N N N N N FIRSTENERGY PENN ELECTRI O1PLQWO3TX952VMBJ146 708696CA5 525000.00000000 PA USD 517372.59000000 0.133266415023 Long DBT CORP US Y 2 2026-03-30 Fixed 5.15000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 57.00000000 NC USD -188370.70000000 -0.04852110136 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT Ultra 10-Year U.S. Treasury Note Futures UXYM4 Comdty 2024-06-18 6470839.45000000 USD -188370.70000000 N N N APi Group DE Inc 549300XP4G7B4QYA0G83 00186XAK9 76539.24000000 PA USD 76670.89000000 0.019749122478 Long LON CORP US N 2 2026-10-01 Variable 7.68000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AK5 500000.00000000 PA USD 493888.90000000 0.127217414286 Long DBT US N 2 2028-06-01 Fixed 5.75000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 31.00000000 NC USD -34821.04000000 -0.00896931004 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Note Futures FVM4 Comdty 2024-06-28 3281828.87000000 USD -34821.04000000 N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CN0 628000.00000000 PA USD 587595.18000000 0.151354564654 Long DBT CORP US Y 2 2025-12-02 Fixed 2.00000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05553RAA8 219829.45000000 PA USD 218646.72000000 0.056319691251 Long ABS-MBS CORP US N 2 2056-04-15 Fixed 5.70000000 N N N N N N SYNCHRONY BANK 549300UATVPGSLE43Z27 87166FAD5 559000.00000000 PA USD 551916.63000000 0.142164374559 Long DBT CORP US N 2 2025-08-22 Fixed 5.40000000 N N N N N N D.R. HORTON INC 529900ZIUEYVSB8QDD25 23331ABN8 407000.00000000 PA USD 388996.09000000 0.100198803288 Long DBT CORP US N 2 2025-10-15 Fixed 2.60000000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 02665WDL2 380000.00000000 PA USD 361168.73000000 0.093030946740 Long DBT CORP US N 2 2025-07-08 Fixed 1.20000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06417XAN1 450000.00000000 PA USD 443937.06000000 0.114350666474 Long DBT CORP CA N 2 2026-02-02 Fixed 4.75000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAM7 622000.00000000 PA USD 586032.94000000 0.150952158094 Long DBT CORP GB N 2 2026-08-21 Fixed 1.53000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 465968AC9 649693.85000000 PA USD 630390.67000000 0.162377957933 Long ABS-MBS CORP US N 2 2050-09-15 Fixed 3.38000000 N N N N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 453140AF2 578000.00000000 PA USD 566122.97000000 0.145823687091 Long DBT CORP GB Y 2 2025-07-21 Fixed 4.25000000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 74977RDN1 450000.00000000 PA USD 424418.17000000 0.109322931055 Long DBT CORP NL Y 2 2028-04-06 Fixed 3.65000000 N N N N N N COMM Mortgage Trust N/A 20049AAB4 310000.00000000 PA USD 299522.22000000 0.077151850041 Long ABS-MBS CORP US Y 2 2037-02-10 Fixed 2.90000000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142EX7 1300000.00000000 PA USD 1259383.07000000 0.324395745200 Long DBT CORP US N 2 2027-09-09 Fixed 3.95000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C27 400000.00000000 PA USD 386421.29000000 0.099535578424 Long DBT CORP US N 2 2027-05-28 Fixed 4.95000000 N N N N N N Progress Residential Trust N/A 74331CAA6 841233.82000000 PA USD 809180.54000000 0.208431199790 Long ABS-O CORP US Y 2 2037-04-17 Fixed 1.73000000 N N N N N N Mercedes-Benz Auto Lease Trust N/A 58768RAD2 1020000.00000000 PA USD 1004806.69000000 0.258821182172 Long ABS-O CORP US N 2 2029-02-15 Fixed 4.71000000 N N N N N N GoldenTree Loan Management US CLO, LTD 549300H67V5FL4RU1Z53 38137YBA8 250000.00000000 PA USD 250512.50000000 0.064527776381 Long ABS-CBDO CORP KY Y 2 2031-04-24 Floating 6.47000000 N N N N N N Virgin Media Bristol LLC 213800IQ982XX69LE276 000000000 130000.00000000 PA USD 127497.50000000 0.032841196224 Long LON CORP US N 2 2028-01-31 Variable 7.94000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDD5 1350000.00000000 PA USD 1254358.18000000 0.323101418657 Long DBT CORP US N 2 2026-01-08 Fixed 1.25000000 N N N N N N Dryden Senior Loan Fund N/A 26246GAA1 200000.00000000 PA USD 200340.00000000 0.051604190291 Long ABS-CBDO CORP KY Y 2 2034-05-20 Floating 6.68000000 N N N N N N SK HYNIX INC 988400XAIK6XISWQV045 78392BAD9 519000.00000000 PA USD 521434.11000000 0.134312593773 Long DBT CORP KR Y 2 2026-01-17 Fixed 6.25000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833CJ7 1300000.00000000 PA USD 1241946.85000000 0.319904470294 Long DBT CORP US N 2 2027-02-09 Fixed 3.35000000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 225313AK1 521000.00000000 PA USD 478605.60000000 0.123280695102 Long DBT CORP FR Y 2 2033-01-10 Fixed 4.00000000 N N N N N N Nexstar Broadcasting Inc 5493006PK6I4I2OOT688 65336RAW8 76756.76000000 PA USD 76761.37000000 0.019772428593 Long LON CORP US N 2 2026-09-18 Variable 7.93000000 N N N N N N Manulife Financial Corp 5493007GBX87QOZACS27 56501RAE6 632000.00000000 PA USD 598122.13000000 0.154066128650 Long DBT CORP CA N 2 2032-02-24 Fixed 4.06000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -30.56000000 -0.00000787173 N/A DFE GB N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 7260.38000000 USD 5785.60000000 GBP 2024-05-14 -30.56000000 N N N BMO Mortgage Trust N/A 055988AA7 257874.59000000 PA USD 256275.82000000 0.066012309984 Long ABS-MBS CORP US N 2 2056-06-15 Fixed 5.74000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 77.55000000 0.000019975566 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 1823734.00000000 JPY 11661.77000000 USD 2024-05-14 77.55000000 N N N MSWF Commercial Mortgage Trust N/A 55376CAA1 161334.73000000 PA USD 159975.07000000 0.041206868094 Long ABS-MBS CORP US N 2 2056-05-15 Fixed 5.54000000 N N N N N N Hyundai Auto Receivables Trust N/A 448973AB3 950000.00000000 PA USD 947817.95000000 0.244141848123 Long ABS-O CORP US N 2 2027-04-15 Fixed 5.29000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBR0 1375000.00000000 PA USD 1281295.86000000 0.330040108707 Long DBT CORP US N 2 2026-03-01 Fixed 1.75000000 N N N N N N TRANSCONT GAS PIPE LINE N/A 893574AH6 20000.00000000 PA USD 20590.51000000 0.005303766577 Long DBT CORP US N 2 2026-02-01 Fixed 7.85000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAU9 290000.00000000 PA USD 283934.82000000 0.073136799847 Long DBT CORP IE N 2 2024-10-29 Fixed 1.65000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAM1 240000.00000000 PA USD 226761.89000000 0.058410021574 Long DBT CORP US Y 2 2026-05-15 Fixed 3.13000000 N N N N N N Toyota Auto Receivables Owner Trust N/A 89239HAD0 1240000.00000000 PA USD 1235774.58000000 0.318314598098 Long ABS-O CORP US N 2 2027-09-15 Fixed 5.30000000 N N N N N N SWEDBANK AB M312WZV08Y7LYUC71685 87020PAQ0 340000.00000000 PA USD 332637.96000000 0.085681903692 Long DBT CORP SE Y 2 2025-04-04 Fixed 3.36000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJX9 1430000.00000000 PA USD 1429077.92000000 0.368106263973 Long DBT CORP US N 2 2024-05-13 Fixed 3.63000000 N N N N N N BDS Ltd N/A 05493JAA9 97537.56000000 PA USD 97219.49000000 0.025042093750 Long ABS-CBDO CORP KY Y 2 2036-01-18 Floating 6.35000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAU3 607000.00000000 PA USD 577080.73000000 0.148646220446 Long DBT CORP US N 2 2027-10-01 Fixed 4.00000000 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EXD6 1725000.00000000 PA USD 1721912.94000000 0.443535604573 Long DBT CORP US N 2 2026-09-08 Fixed 5.15000000 N N N N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 13607LSL8 1740000.00000000 PA USD 1742468.64000000 0.448830404685 Long DBT CORP CA N 2 2026-07-17 Fixed 5.62000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397D83 445000.00000000 PA USD 442051.23000000 0.113864908611 Long DBT CORP US N 2 2027-03-05 Fixed 5.80000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXM1 1650000.00000000 PA USD 1529566.42000000 0.393990399323 Long DBT CORP US N 2 2026-12-09 Fixed 1.09000000 N N N N N N Morgan Stanley Capital Inc N/A 61744CDH6 120071.69000000 PA USD 119026.60000000 0.030659235879 Long ABS-MBS CORP US N 2 2034-03-25 Floating 6.29000000 N N N N N N JP Morgan Mortgage Trust N/A 46656QAE2 725288.93000000 PA USD 709859.21000000 0.182847707660 Long ABS-MBS CORP US Y 2 2053-11-25 Variable 5.50000000 N N N N N N M&T Bank Auto Receivables Trust N/A 000000000 1315000.00000000 PA USD 1302739.60000000 0.335563652880 Long ABS-O CORP US Y 2 2032-02-17 Fixed 5.22000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822BS2 250000.00000000 PA USD 237546.73000000 0.061188013666 Long DBT CORP JP N 2 2025-07-17 Fixed 1.41000000 N N N N N N BX Trust N/A 12433XAJ8 250000.00000000 PA USD 203275.75000000 0.052360389760 Long ABS-MBS CORP US Y 2 2044-03-11 Variable 3.67000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175AY0 1340000.00000000 PA USD 1321655.54000000 0.340436078593 Long DBT CORP US N 2 2025-07-23 Fixed 4.91000000 N N N N N N arbor multifamily mortgage securities trust N/A 03882KAC6 345000.00000000 PA USD 306354.31000000 0.078911680691 Long ABS-MBS CORP US Y 2 2054-10-15 Fixed 2.21000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GAT9 1800000.00000000 PA USD 1734846.98000000 0.446867194178 Long DBT CORP US N 2 2026-03-01 Fixed 3.04000000 N N N N N N ICICI Bank Ltd/Dubai R7RX8ER1V4666J8D1I38 45112EAG4 597000.00000000 PA USD 577871.75000000 0.148849973798 Long DBT CORP IN Y 2 2026-03-18 Fixed 4.00000000 N N N N N N BAT INTL FINANCE PLC 21380041YBGOQDFAC823 05530QAN0 630000.00000000 PA USD 584992.28000000 0.150684101706 Long DBT CORP GB N 2 2026-03-25 Fixed 1.67000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CP2 585000.00000000 PA USD 574888.78000000 0.148081611257 Long DBT CORP US N 2 2028-06-01 Fixed 5.20000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TGX7 300000.00000000 PA USD 293345.74000000 0.075560893421 Long DBT CORP US N 2 2025-04-01 Fixed 3.00000000 N N N N N N PIONEER NATURAL RESOURCE FY8JBF7CCL2VE4F1B628 723787AT4 330000.00000000 PA USD 306395.24000000 0.078922223566 Long DBT CORP US N 2 2026-01-15 Fixed 1.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJK8 30000.00000000 PA USD 29772.66000000 0.007668932874 Long DBT UST US N 2 2026-11-15 Fixed 4.63000000 N N N N N N Avery Dennison Corp 549300PW7VPFCYKLIV37 053611AJ8 590000.00000000 PA USD 574163.01000000 0.147894665199 Long DBT CORP US N 2 2028-12-06 Fixed 4.88000000 N N N N N N GECU Auto Receivables Trust N/A 36169EAC4 270000.00000000 PA USD 269226.72000000 0.069348242439 Long ABS-O CORP US Y 2 2028-08-15 Fixed 5.63000000 N N N N N N JP Morgan Mortgage Acquisition Corp N/A 46630MAY8 250000.00000000 PA USD 241301.48000000 0.062155173661 Long ABS-O CORP US N 2 2037-01-25 Floating 5.73000000 N N N N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826CAD4 180000.00000000 PA USD 174377.65000000 0.044916728726 Long DBT CORP US N 2 2025-12-14 Fixed 3.15000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDE3 120000.00000000 PA USD 119692.10000000 0.030830657406 Long DBT CORP US N 2 2025-06-14 Fixed 3.85000000 N N N N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 07274NAY9 542000.00000000 PA USD 536870.05000000 0.138288630436 Long DBT CORP US Y 2 2025-08-15 Fixed 5.50000000 N N N N N N Ashtead Capital Inc 213800J1134IW58IC398 045054AF0 565000.00000000 PA USD 537592.79000000 0.138474796017 Long DBT CORP US Y 2 2027-08-15 Fixed 4.38000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300S7ENI2U7O0XH56 94989JAY2 634402.01000000 PA USD 619557.38000000 0.159587485942 Long ABS-MBS CORP US N 2 2048-05-15 Fixed 3.29000000 N N N N N N M&T Equipment Notes N/A 551925AC4 280000.00000000 PA USD 277581.58000000 0.071500312846 Long ABS-O CORP US Y 2 2030-07-15 Fixed 5.75000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06417XAH4 60000.00000000 PA USD 58773.69000000 0.015139106932 Long DBT CORP CA N 2 2025-04-11 Fixed 3.45000000 N N N N N N Chase Issuance Trust 5493008SHVCX2Y068L12 161571HT4 1085000.00000000 PA USD 1077818.60000000 0.277627813385 Long ABS-O CORP US N 2 2028-09-15 Fixed 5.16000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VAZ6 190000.00000000 PA USD 186307.82000000 0.047989738424 Long DBT CORP US N 2 2025-03-15 Fixed 3.64000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHT1 10000.00000000 PA USD 9387.50000000 0.002418060978 Long DBT UST US N 2 2033-08-15 Fixed 3.88000000 N N N N N N SYNOVUS BANK GA DX0JX77PRMOELF7VG772 87164DVJ6 455000.00000000 PA USD 434547.16000000 0.111931987296 Long DBT CORP US N 2 2028-02-15 Fixed 5.63000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RBG1 240000.00000000 PA USD 230426.31000000 0.059353914092 Long DBT CORP US N 2 2028-06-13 Fixed 3.99000000 N N N N N N Comerica Inc I9Q57JVPWHHZ3ZGBW498 200340AT4 603000.00000000 PA USD 544103.71000000 0.140151898716 Long DBT CORP US N 2 2029-02-01 Fixed 4.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2H5 1420000.00000000 PA USD 1395633.11000000 0.359491447463 Long DBT CORP US N 2 2025-10-30 Fixed 2.41000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GAF5 584000.00000000 PA USD 540997.03000000 0.139351670574 Long DBT CORP NL Y 2 2028-04-06 Fixed 3.50000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDZ6 560000.00000000 PA USD 561304.44000000 0.144582515388 Long DBT CORP US N 2 2025-10-10 Fixed 6.05000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBN4 618000.00000000 PA USD 605965.75000000 0.156086512293 Long DBT CORP CA N 2 2083-01-15 Fixed 7.38000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJK6 631000.00000000 PA USD 589462.84000000 0.151835642232 Long DBT CORP US N 2 2026-10-24 Fixed 1.20000000 N N N N N N FED HOME LN DISCOUNT NT 2549001DPIFGXC1TOL40 313384WG0 1000000.00000000 PA USD 999853.47000000 0.257545316606 Long DBT USGSE US N 2 2024-05-01 None 0.00000000 N N N N N N Ballyrock Ltd N/A 05875MAX0 100000.00000000 PA USD 100668.50000000 0.025930500301 Long ABS-CBDO CORP KY Y 2 2036-02-20 Floating 6.72000000 N N N N N N Capital One Prime Auto Receivables Trust N/A 14043KAD7 145665.41000000 PA USD 145415.05000000 0.037456453585 Long ABS-O CORP US N 2 2026-05-15 Fixed 5.20000000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933YAR6 1800000.00000000 PA USD 1762306.27000000 0.453940242128 Long DBT CORP US N 2 2025-02-10 Fixed 2.75000000 N N N N N N LEHMAN BROS CAP TR VII N/A 524908XA3 270000.00000000 PA USD 27.00000000 0.000006954742 Long DBT CORP US N 3 2024-05-31 None 0.00000000 Y N N N N N TRANSPRTDRA DE GAS INTL 529900780HCVLCEM2440 89387YAC5 484000.00000000 PA USD 471189.92000000 0.121370541553 Long DBT CORP CO Y 2 2028-11-01 Fixed 5.55000000 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 23329PAF7 412000.00000000 PA USD 386162.41000000 0.099468895322 Long DBT CORP NO Y 2 2026-09-16 Fixed 1.13000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AF1 510000.00000000 PA USD 498151.35000000 0.128315349201 Long DBT CORP US N 2 2026-07-01 Fixed 4.65000000 N N N N N N Atrium CDO Corp 549300BF3YFW8EHN6F75 55822RAA8 611387.19000000 PA USD 611692.88000000 0.157561723965 Long ABS-CBDO CORP KY Y 2 2030-11-21 Floating 6.48000000 N N N N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 71644EAE2 489000.00000000 PA USD 509345.38000000 0.131198741705 Long DBT CORP CA N 2 2026-06-15 Fixed 7.88000000 N N N N N N Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 000000000 -3.00000000 NC 2011.70000000 0.000518179842 N/A DIR SG N 1 Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 Short SGX Mini Japan Government 10 Year Bond Futures BJM4 Comdty 2024-06-12 -43661275.00000000 JPY 2011.70000000 N N N CDW LLC/CDW FINANCE N/A 12513GBD0 609000.00000000 PA USD 573737.56000000 0.147785076486 Long DBT CORP US N 2 2028-04-01 Fixed 4.25000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MCH1 340000.00000000 PA USD 308741.93000000 0.079526691157 Long DBT CORP JP N 2 2026-09-17 Fixed 1.40000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBH4 360000.00000000 PA USD 352595.86000000 0.090822720651 Long DBT CORP US N 2 2025-03-19 Fixed 2.99000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCX2 250000.00000000 PA USD 241468.47000000 0.062198187457 Long DBT CORP US N 2 2025-06-20 Fixed 2.75000000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAS0 174000.00000000 PA USD 168253.61000000 0.043339279762 Long DBT CORP BM N 2 2026-06-15 Fixed 4.25000000 N N N N N N SREIT Trust N/A 78472UAA6 296627.50000000 PA USD 294588.19000000 0.075880927494 Long ABS-MBS CORP US Y 2 2038-11-15 Floating 6.17000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661EK9 565000.00000000 PA USD 556951.12000000 0.143461173900 Long DBT CORP US N 2 2025-09-08 Fixed 4.40000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJQ3 1505000.00000000 PA USD 1396414.28000000 0.359692663622 Long DBT CORP US N 2 2027-03-11 Fixed 1.66000000 N N N N N N Navient Student Loan Trust N/A 63942PAA1 190228.00000000 PA USD 178849.51000000 0.046068604110 Long ABS-O CORP US Y 2 2070-10-15 Fixed 4.16000000 N N N N N N FACTSET RESEARCH SYSTEMS 549300ZSJE7NBK6K9P30 303075AA3 619000.00000000 PA USD 574843.83000000 0.148070032898 Long DBT CORP US N 2 2027-03-01 Fixed 2.90000000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 744320BF8 612000.00000000 PA USD 594297.66000000 0.153081009963 Long DBT CORP US N 2 2048-09-15 Fixed 5.70000000 N N N N N N SUN COMMUNITIES OPER LP 549300PUNBPJCGT6X741 866677AF4 675000.00000000 PA USD 580292.26000000 0.149473456171 Long DBT US N 2 2028-11-01 Fixed 2.30000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWQ3 570000.00000000 PA USD 563740.50000000 0.145210003178 Long DBT CORP US N 2 2025-09-29 Fixed 3.27000000 N N N N N N FirstKey Homes 2020-SFR1 Trust N/A 33767MAA3 453589.35000000 PA USD 427134.34000000 0.110022570436 Long ABS-O CORP US Y 2 2037-08-17 Fixed 1.34000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCS2 589000.00000000 PA USD 574864.81000000 0.148075436991 Long DBT CORP US N 2 2028-05-10 Fixed 4.93000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DP1 455000.00000000 PA USD 449878.30000000 0.115881029255 Long DBT CORP US N 2 2028-02-16 Fixed 5.10000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBR3 184000.00000000 PA USD 170403.30000000 0.043893003491 Long DBT CORP US N 2 2078-02-15 Fixed 5.38000000 N N N N N N GREAT-WEST LIFECO US FI N/A 391399AA0 250000.00000000 PA USD 235252.89000000 0.060597159339 Long DBT CORP US Y 2 2025-08-12 Fixed 0.90000000 N N N N N N HALEON US CAPITAL LLC 549300N8C3A3L0UVQB07 36264FAK7 1035000.00000000 PA USD 977524.86000000 0.251793844911 Long DBT CORP US N 2 2027-03-24 Fixed 3.38000000 N N N N N N CONSTELLATION EN GEN LLC S2PEWKCZFFECR4533P43 30161MAS2 855000.00000000 PA USD 832764.01000000 0.214505902164 Long DBT CORP US N 2 2025-06-01 Fixed 3.25000000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAD4 580000.00000000 PA USD 566473.84000000 0.145914065260 Long DBT CORP NO N 2 2025-04-06 Fixed 2.88000000 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2A2 285000.00000000 PA USD 264601.96000000 0.068156982605 Long DBT CORP US Y 2 2026-01-15 Fixed 1.63000000 N N N N N N Morgan Stanley BAML Trust N/A 61690QAD1 458913.14000000 PA USD 448461.39000000 0.115516057241 Long ABS-MBS CORP US N 2 2050-07-15 Fixed 3.45000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACM7 20000.00000000 PA USD 20067.07000000 0.005168937300 Long DBT CORP US Y 2 2026-09-21 Fixed 5.95000000 N N N N N N Nissan Auto Receivables Owner Trust N/A 65480MAB9 1100000.00000000 PA USD 1102743.40000000 0.284048019645 Long ABS-O CORP US N 2 2026-05-15 Fixed 5.95000000 N N N N N N SIGMA ALIMENTOS SA 549300FW3RGHPHT21D10 82655AAC7 599000.00000000 PA USD 580376.73000000 0.149495214212 Long DBT CORP MX Y 2 2026-05-02 Fixed 4.13000000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AG2 110000.00000000 PA USD 108940.06000000 0.028061114038 Long DBT CORP US N 2 2024-08-08 Fixed 3.20000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAA8 240000.00000000 PA USD 236278.94000000 0.060861452438 Long DBT CORP US N 2 2025-02-15 Fixed 4.00000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172CH0 220000.00000000 PA USD 220000.00000000 0.056668273255 Long DBT CORP US N 2 2024-05-01 Fixed 2.88000000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368D3S1 605000.00000000 PA USD 592522.32000000 0.152623712453 Long DBT CORP CA N 2 2025-06-07 Fixed 3.70000000 N N N N N N OZLM Ltd 5493002HF6D1C4B1AK86 67112AAJ0 1381050.32000000 PA USD 1381178.76000000 0.355768251756 Long ABS-CBDO CORP KY Y 2 2031-01-20 Floating 6.47000000 N N N N N N PPG INDUSTRIES INC 549300BKPEP01R3V6C59 693506BU0 100000.00000000 PA USD 92256.60000000 0.023763737356 Long DBT CORP US N 2 2026-03-15 Fixed 1.20000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BQ7 160000.00000000 PA USD 160033.04000000 0.041221800184 Long DBT CORP US N 2 2026-06-12 Fixed 5.81000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300MZIB10PDVAE312 95000FAS5 822339.53000000 PA USD 776322.73000000 0.199967584537 Long ABS-MBS CORP US N 2 2048-07-15 Fixed 2.67000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECT6 430000.00000000 PA USD 433081.93000000 0.111554568869 Long DBT CORP US N 2 2026-11-08 Fixed 5.75000000 N N N N N N AON NORTH AMERICA INC N/A 03740MAB6 170000.00000000 PA USD 167724.92000000 0.043203098174 Long DBT CORP US N 2 2029-03-01 Fixed 5.15000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46647TAT5 237136.44000000 PA USD 229914.02000000 0.059221956866 Long ABS-MBS CORP US N 2 2050-03-15 Fixed 3.55000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691YAA9 257124.39000000 PA USD 243449.26000000 0.062708405407 Long ABS-MBS CORP US N 2 2054-05-15 Fixed 0.79000000 N N N N N N Hildene Community Funding CLO Ltd 549300845E8YWIPN4S43 43133KAC9 251653.05000000 PA USD 208685.81000000 0.053753929571 Long ABS-CBDO CORP KY Y 2 2035-11-01 Fixed 2.60000000 N N N N N N AMSR Trust N/A 00180AAA7 1698370.40000000 PA USD 1634822.64000000 0.421102618581 Long ABS-O CORP US Y 2 2037-04-17 Fixed 1.82000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BT1 561000.00000000 PA USD 573256.13000000 0.147661068273 Long DBT CORP US N 2 2027-10-20 Fixed 6.62000000 N N N N N N SREIT Trust N/A 85236WCE4 270000.00000000 PA USD 267806.25000000 0.068982353429 Long ABS-MBS CORP US Y 2 2036-11-15 Floating 6.26000000 N N N N N N Octagon Investment Partners 28, LTD 254900BI638DCRT6IN48 67591EBE2 460000.00000000 PA USD 460000.00000000 0.118488207716 Long ABS-CBDO CORP KY Y 2 2037-04-24 Floating 1.00000000 N N N N N N COLT Funding LLC 213800D3JCL6LSBI3544 12672RAA0 874349.49000000 PA USD 867424.55000000 0.223433870127 Long ABS-MBS CORP US Y 2 2068-12-25 Variable 5.90000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016EZQ3 1800000.00000000 PA USD 1656216.61000000 0.426613342844 Long DBT CORP CA N 2 2026-04-27 Fixed 1.20000000 N N N N N N Hertz Vehicle Financing LLC 5493004IHDYOZ9K9WF47 42806MAN9 585000.00000000 PA USD 527212.12000000 0.135800911271 Long ABS-O CORP US Y 2 2028-06-26 Fixed 2.33000000 N N N N N N DISH DBS CORP N/A 25470XBE4 20000.00000000 PA USD 15727.67000000 0.004051181369 Long DBT CORP US Y 2 2026-12-01 Fixed 5.25000000 N N N N N N SFS Auto Receivables Securitization Trust N/A 78435VAC6 170000.00000000 PA USD 167759.72000000 0.043212062064 Long ABS-O CORP US Y 2 2029-05-21 Fixed 4.95000000 N N N N N N OVERSEA-CHINESE BANKING 5493007O3QFXCPOGWK22 69033CAD1 590000.00000000 PA USD 558491.62000000 0.143857980605 Long DBT CORP SG Y 2 2030-09-10 Fixed 1.83000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H052652 100000.00000000 PA USD 98032.34000000 0.025251470140 Long ABS-MBS USGA US N 2 2054-05-20 Fixed 5.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -66.00000000 NC USD 110645.02000000 0.028500282853 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 5 Year U.S. Treasury Note Futures FVM4 Comdty 2024-06-28 -7023629.43000000 USD 110645.02000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382YXM0 607071.19000000 PA USD 601138.65000000 0.154843133103 Long ABS-MBS USGA US N 2 2072-07-20 Floating 6.13000000 N N N N N N SMB Private Education Loan Trust N/A 831943AA3 227606.98000000 PA USD 222313.82000000 0.057264274092 Long ABS-O CORP US Y 2 2056-03-15 Fixed 5.24000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -84512.85000000 -0.02176907853 N/A DFE NO N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 3553294.00000000 USD 38521970.92000000 NOK 2024-05-14 -84512.85000000 N N N MET TOWER GLOBAL FUNDING 635400OFJCY9IOGBGY57 58989V2D5 985000.00000000 PA USD 891870.67000000 0.229730776528 Long DBT CORP US Y 2 2026-09-14 Fixed 1.25000000 N N N N N N NGPL PipeCo LLC 549300K3NT1HSQFEM073 62912XAF1 536000.00000000 PA USD 516677.67000000 0.133087415402 Long DBT CORP US Y 2 2027-08-15 Fixed 4.88000000 N N N N N N PROCTER & GAMBLE CO/THE 2572IBTT8CCZW6AU4141 742718FG9 1800000.00000000 PA USD 1695579.07000000 0.436752445750 Long DBT CORP US N 2 2027-03-25 Fixed 2.80000000 N N N N N N HIGHMARK INC 549300B6868ZXXEB2Y57 431116AD4 520000.00000000 PA USD 473093.48000000 0.121860866363 Long DBT CORP US Y 2 2026-05-10 Fixed 1.45000000 N N N N N N BECTON DICKINSON & CO ICE2EP6D98PQUILVRZ91 075887CE7 175000.00000000 PA USD 179511.37000000 0.046239088034 Long DBT CORP US N 2 2026-12-01 Fixed 6.70000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 55284AAA6 227221.39000000 PA USD 226010.71000000 0.058216530331 Long ABS-CBDO CORP KY Y 2 2036-10-16 Floating 6.51000000 N N N N N N Hyundai Auto Receivables Trust N/A 448979AD6 400000.00000000 PA USD 395317.28000000 0.101827034753 Long ABS-O CORP US N 2 2027-04-15 Fixed 4.58000000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBB8 181000.00000000 PA USD 159007.59000000 0.040957661635 Long DBT CORP US N 2 2028-06-15 Fixed 2.88000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38145GAM2 586000.00000000 PA USD 585636.42000000 0.150850021258 Long DBT CORP US N 2 2026-08-10 Fixed 5.80000000 N N N N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 045167FH1 160000.00000000 PA USD 145910.11000000 0.037583972655 Long DBT NUSS XX N 2 2027-01-20 Fixed 1.50000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BH5 140000.00000000 PA USD 139855.07000000 0.036024296922 Long DBT CORP US N 2 2026-11-01 Fixed 5.55000000 N N N N N N BX Trust N/A 05608RAA3 310000.00000000 PA USD 306125.00000000 0.078852614319 Long ABS-MBS CORP US Y 2 2036-10-15 Floating 6.33000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCG4 2610000.00000000 PA USD 2593254.19000000 0.667978350273 Long DBT UST US N 2 2024-06-15 Fixed 0.25000000 N N N N N N BankUnited Inc 96OVUWEW5D4YX6PFXD91 06652KAA1 578000.00000000 PA USD 563100.75000000 0.145045214415 Long DBT CORP US N 2 2025-11-17 Fixed 4.88000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -11.00000000 NC USD -8181.25000000 -0.00210735141 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Put Written Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A 11.00000000 NC N/A -8181.25000000 0.00000000 DIR US Short CME Three Month SOFR Futures SFRH5 Comdty 2025-03-18 11.00000000 USD 2500.00000000 95.00000000 USD 2024-12-13 XXXX -3666.85000000 N N N MOUNTAIN VIEW CLO 549300MWKXOHYV7Z8O91 62432UAN1 100000.00000000 PA USD 99996.00000000 0.025757275693 Long ABS-CBDO CORP KY Y 2 2034-04-15 Floating 6.79000000 N N N N N N CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 14149YBN7 160000.00000000 PA USD 157488.86000000 0.040566462514 Long DBT CORP US N 2 2029-02-15 Fixed 5.13000000 N N N N N N Voya CLO Ltd 54930068MLVF3BECCK93 92917KAQ7 210000.00000000 PA USD 210037.59000000 0.054102125200 Long ABS-CBDO CORP KY Y 2 2031-10-15 Floating 6.52000000 N N N N N N LENNOX INTERNATIONAL INC S7DWAC87RDMPBF77GJ92 526107AG2 541000.00000000 PA USD 538973.87000000 0.138830538830 Long DBT CORP US N 2 2028-09-15 Fixed 5.50000000 N N N N N N SMB Private Education Loan Trust N/A 78449HAB3 253864.71000000 PA USD 258644.45000000 0.066622428948 Long ABS-O CORP US Y 2 2056-10-16 Floating 7.13000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -11.00000000 NC USD 31653.69000000 0.008153454338 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 10 Year U.S. Treasury Note Futures TYM4 Comdty 2024-06-18 -1213466.19000000 USD 31653.69000000 N N N Octagon Investment Partners XIV LTD 549300QEN35HTPJ3BX33 67590ABP6 143157.29000000 PA USD 143500.01000000 0.036963171722 Long ABS-CBDO CORP KY Y 2 2029-07-15 Floating 6.54000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 404.50000000 0.000104192347 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 39040.79000000 CHF 42926.92000000 USD 2024-05-14 404.50000000 N N N BX Trust N/A 05606KAA0 547261.40000000 PA USD 536884.12000000 0.138292254630 Long ABS-MBS CORP US Y 2 2036-08-15 Floating 6.37000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816CG2 260000.00000000 PA USD 257949.07000000 0.066443310839 Long DBT CORP US N 2 2024-07-30 Fixed 2.50000000 N N N N N N Hawaii Hotel Trust 2019-MAUI N/A 41975AAL6 250000.00000000 PA USD 247633.35000000 0.063786156113 Long ABS-MBS CORP US Y 2 2038-05-15 Floating 8.12000000 N N N N N N NESTLE HOLDINGS INC 549300EAEU8YV8MQXP30 641062BK9 1500000.00000000 PA USD 1499301.89000000 0.386194769068 Long DBT CORP US Y 2 2026-03-13 Fixed 5.25000000 N N N N N N UNIVERSAL HEALTH SVCS 549300YGMGQDO0NMJD09 913903AZ3 638000.00000000 PA USD 579704.08000000 0.149321950967 Long DBT CORP US N 2 2026-09-01 Fixed 1.65000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAC5 80000.00000000 PA USD 85988.96000000 0.022149299464 Long DBT CORP US Y 2 2029-02-01 Fixed 9.50000000 N N N N N N BLUE OWL CAPITAL CORP 2549000BD79OOCPF2L94 69121KAD6 345000.00000000 PA USD 333373.49000000 0.085871363761 Long DBT CORP US N 2 2026-01-15 Fixed 4.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJN2 5095000.00000000 PA USD 5017778.91000000 1.292494847308 Long DBT UST US N 2 2028-11-30 Fixed 4.38000000 N N N N N N Chevron Corp N/A 166764BL3 1800000.00000000 PA USD 1721558.02000000 0.443444183194 Long DBT CORP US N 2 2026-05-16 Fixed 2.95000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513CG8 60000.00000000 PA USD 60563.86000000 0.015600224399 Long DBT CORP US N 2 2026-08-24 Fixed 5.88000000 N N N N N N US BANK NA CINCINNATI 6BYL5QZYBDK8S7L73M02 90331HPL1 340000.00000000 PA USD 331344.81000000 0.085348810158 Long DBT CORP US N 2 2025-01-21 Fixed 2.05000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89114QCK2 290000.00000000 PA USD 272009.22000000 0.070064967304 Long DBT CORP CA N 2 2025-09-11 Fixed 0.75000000 N N N N N N CSAIL Commercial Mortgage Trust 549300ZAGI6FKGY8O078 12635FAU8 26518.85000000 PA USD 26270.31000000 0.006766786843 Long ABS-MBS CORP US N 2 2048-08-15 Fixed 3.45000000 N N N N N N OPG Trust N/A 67118AAA3 149884.42000000 PA USD 147542.48000000 0.038004443515 Long ABS-MBS CORP US Y 2 2036-10-15 Floating 5.92000000 N N N N N N CNH INDUSTRIAL CAP LLC 549300PNSJ5B81UMVO28 12592BAM6 765000.00000000 PA USD 699101.94000000 0.180076817133 Long DBT CORP US N 2 2026-07-15 Fixed 1.45000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAP8 180000.00000000 PA USD 174994.95000000 0.045075734749 Long DBT CORP US N 2 2025-05-15 Fixed 2.90000000 N N N N N N NATIONAL SECS CLEARING 549300RYC9NELN2ICA34 637639AE5 340000.00000000 PA USD 316037.77000000 0.081405975952 Long DBT CORP US Y 2 2025-12-07 Fixed 0.75000000 N N N N N N Verus Securitization Trust 213800KSJFZ5H8FZ7C61 92539UAA8 839934.34000000 PA USD 834365.07000000 0.214918308098 Long ABS-MBS CORP US Y 2 2069-02-25 Variable 6.10000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DG7 505000.00000000 PA USD 471051.61000000 0.121334915240 Long DBT CORP US N 2 2026-02-04 Fixed 2.20000000 N N N N N N FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 341081GK7 425000.00000000 PA USD 422645.41000000 0.108866298109 Long DBT CORP US N 2 2028-04-01 Fixed 5.05000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -22.00000000 NC USD -1512.50000000 -0.00038959437 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Call Written Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A 22.00000000 NC N/A -1512.50000000 0.00000000 DIR US Short CME Three Month SOFR Futures SFRH5 Comdty 2025-03-18 22.00000000 USD 2500.00000000 97.12500000 USD 2024-12-13 XXXX 10416.30000000 N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAE1 350000.00000000 PA USD 324246.63000000 0.083520439231 Long DBT CORP NL N 2 2026-10-01 Fixed 3.15000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076CN0 20000.00000000 PA USD 18778.10000000 0.004836920463 Long DBT CORP US N 2 2027-04-15 Fixed 2.88000000 N N N N N N LGENERGYSOLUTION 988400QX6P286XA6ZS85 50205MAA7 542000.00000000 PA USD 538454.59000000 0.138696781099 Long DBT CORP KR Y 2 2026-09-25 Fixed 5.63000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAN2 110000.00000000 PA USD 110582.44000000 0.028484163305 Long DBT CORP US N 2 2027-06-08 Fixed 6.05000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17328RAW9 43632.69000000 PA USD 42828.33000000 0.011031852306 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 1.85000000 N N N N N N Bank of America Credit Card Trust 5493006DQ60M1CRKHH19 05522RDF2 200000.00000000 PA USD 198681.78000000 0.051177060908 Long ABS-O CORP US N 2 2028-04-15 Fixed 5.00000000 N N N N N N SYSTEM ENERGY RESOURCES N/A 871911AU7 581000.00000000 PA USD 584379.86000000 0.150526352688 Long DBT CORP US N 2 2028-04-15 Fixed 6.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAP5 30000.00000000 PA USD 29968.95000000 0.007719493853 Long DBT CORP US N 2 2028-02-15 Fixed 5.55000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAU6 60000.00000000 PA USD 59092.66000000 0.015221268201 Long DBT CORP US N 2 2028-02-01 Fixed 5.30000000 N N N N N N FED HOME LN DISCOUNT NT 2549001DPIFGXC1TOL40 313384B99 390000.00000000 PA USD 383982.73000000 0.098907446677 Long DBT USGSE US N 2 2024-08-14 None 0.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 33.00000000 NC USD -21602.68000000 -0.00556448442 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME Three Month SOFR Futures SFRZ5 Comdty 2026-03-17 7906127.68000000 USD -21602.68000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -7.00000000 NC USD 5407.41000000 0.001392857215 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 2 Year U.S. Treasury Note Futures TUM4 Comdty 2024-06-28 -1424001.16000000 USD 5407.41000000 N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CE7 621000.00000000 PA USD 584285.25000000 0.150501982755 Long DBT CORP DE N 2 2026-11-24 Fixed 2.13000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3L5 935000.00000000 PA USD 935650.09000000 0.241007613507 Long DBT CORP US N 2 2028-04-22 Fixed 5.71000000 N N N N N N AMSR Trust N/A 66981FAA8 1025000.00000000 PA USD 959141.70000000 0.247058654301 Long ABS-O CORP US Y 2 2037-11-17 Fixed 1.36000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBA0 130000.00000000 PA USD 122498.58000000 0.031553559112 Long DBT CORP US N 2 2027-03-15 Fixed 3.76000000 N N N N N N RELIANCE INC 549300E287ZOFT3C5Z56 759509AF9 613000.00000000 PA USD 579005.20000000 0.149141931318 Long DBT CORP US N 2 2025-08-15 Fixed 1.30000000 N N N N N N TORONTO-DOMINION N/A 89115BHQ6 600000.00000000 PA USD 600032.70000000 0.154558259117 Long STIV CORP CA N 2 2024-05-23 Fixed 5.82000000 N N N N N N Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC -18721.06000000 -0.00482222792 N/A DFE NZ N 2 Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 1623941.08000000 USD 2724189.43000000 NZD 2024-05-14 -18721.06000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ES43 1351739.90000000 PA USD 1281589.06000000 0.330115632061 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.00000000 N N N N N N RADIAN GROUP INC 54930005OUP720S5U385 750236AW1 609000.00000000 PA USD 586228.69000000 0.151002579978 Long DBT CORP US N 2 2027-03-15 Fixed 4.88000000 N N N N N N UNITED AIR 2013-1 A PTT N/A 909319AA3 118872.36000000 PA USD 116038.72000000 0.029889608605 Long DBT CORP US N 2 2025-08-15 Fixed 4.30000000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAH4 621000.00000000 PA USD 578486.86000000 0.149008415714 Long DBT CORP US N 2 2026-01-15 Fixed 1.57000000 N N N N N N PROSPECT CAPITAL CORP 549300FSD8T39P5Q0O47 74348TAU6 602000.00000000 PA USD 568935.41000000 0.146548123993 Long DBT CORP US N 2 2026-01-22 Fixed 3.71000000 N N N N N N OCTAGON INVESTMENT PARTNERS 39, LTD. N/A 67592CAL0 591906.71000000 PA USD 592646.59000000 0.152655722300 Long ABS-CBDO CORP KY Y 2 2030-10-20 Floating 6.47000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 11.00000000 NC USD 18425.00000000 0.004745967885 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Put Purchased Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A 11.00000000 NC N/A 18425.00000000 0.00000000 DIR US Long CME Three Month SOFR Futures SFRH5 Comdty 2025-03-18 11.00000000 USD 2500.00000000 95.50000000 USD 2024-12-13 XXXX 8089.40000000 N N N Bank N/A 06541TAY5 481961.67000000 PA USD 459504.71000000 0.118360629402 Long ABS-MBS CORP US N 2 2053-11-15 Fixed 0.55000000 N N N N N N GS Mortgage-Backed Securities Trust N/A 36270XAZ7 371696.44000000 PA USD 367482.96000000 0.094657385427 Long ABS-MBS CORP US Y 2 2054-01-25 Variable 6.00000000 N N N N N N ELI LILLY & CO FRDRIPF3EKNDJ2CQJL29 532457CK2 260000.00000000 PA USD 253840.75000000 0.065385077201 Long DBT CORP US N 2 2029-02-09 Fixed 4.50000000 N N N N N N CSAIL Commercial Mortgage Trust 5493006MX7HG5PC85C29 12637UAX7 95210.74000000 PA USD 93151.55000000 0.023994261316 Long ABS-MBS CORP US N 2 2049-11-15 Fixed 3.31000000 N N N N N N GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 37331NAN1 170000.00000000 PA USD 155165.18000000 0.039967921909 Long DBT CORP US Y 2 2026-05-15 Fixed 0.95000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 0641593U8 360000.00000000 PA USD 331989.96000000 0.085514989869 Long DBT CORP CA N 2 2026-03-02 Fixed 1.05000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BM3 20000.00000000 PA USD 19767.24000000 0.005091706171 Long DBT CORP US N 2 2025-04-01 Fixed 4.50000000 N N N N N N Highwoods Realty LP JUJNVZX73BIYHLR58F51 431282AQ5 644000.00000000 PA USD 595944.78000000 0.153505280173 Long DBT US N 2 2028-03-15 Fixed 4.13000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03065WAD7 680000.00000000 PA USD 674145.47000000 0.173648453218 Long ABS-O CORP US N 2 2028-04-18 Fixed 4.38000000 N N N N N N Parliament Funding II Ltd N/A 70163QAE8 216590.98000000 PA USD 215513.87000000 0.055512722161 Long ABS-CBDO CORP KY Y 2 2031-10-20 Floating 6.84000000 N N N N N N COMM Mortgage Trust N/A 12592LBG6 16763.82000000 PA USD 16687.74000000 0.004298479137 Long ABS-MBS CORP US N 2 2047-11-10 Fixed 3.31000000 N N N N N N Hyundai Auto Receivables Trust N/A 44933DAB7 299339.47000000 PA USD 299235.78000000 0.077078067949 Long ABS-O CORP US N 2 2025-11-17 Fixed 5.35000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKM0 1100000.00000000 PA USD 1074973.21000000 0.276894889121 Long DBT CORP US N 2 2026-04-02 Fixed 3.38000000 N N N N N N PACIFIC LIFE GF II 6354003EUPCHXTWUU869 6944PL2B4 500000.00000000 PA USD 475866.05000000 0.122575033429 Long DBT CORP US Y 2 2025-06-24 Fixed 1.20000000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAU5 231000.00000000 PA USD 205816.69000000 0.053014892861 Long DBT CORP BM Y 2 2028-01-26 Fixed 2.85000000 N N N N N N Transcanada Trust 549300Y0MFCAXLBWUV51 89356BAB4 627000.00000000 PA USD 601074.49000000 0.154826606573 Long DBT CORP CA N 2 2076-08-15 Fixed 5.88000000 N N N N N N Nelnet Student Loan Trust N/A 64035DAC0 250000.00000000 PA USD 247636.18000000 0.063786885073 Long ABS-O CORP US Y 2 2062-04-20 Floating 6.46000000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAE2 475000.00000000 PA USD 447026.89000000 0.115146554341 Long DBT CORP NO N 2 2027-04-06 Fixed 3.00000000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AH0 190000.00000000 PA USD 182780.24000000 0.047081093572 Long DBT CORP US N 2 2025-06-25 Fixed 2.90000000 N N N N N N COLUMBIA PIPELINE HOLDCO N/A 19828AAB3 785000.00000000 PA USD 792106.07000000 0.204033105555 Long DBT CORP US Y 2 2028-08-15 Fixed 6.04000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QP4F1 251762.07000000 PA USD 245057.57000000 0.063122678818 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.50000000 N N N N N N MERCEDES-BENZ FIN NA 549300423Z16BB673J12 233851EC4 210000.00000000 PA USD 195472.57000000 0.050350422776 Long DBT CORP US Y 2 2026-03-02 Fixed 1.45000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BZ2 655000.00000000 PA USD 606752.70000000 0.156289217282 Long DBT CORP GB Y 2 2027-01-14 Fixed 1.46000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AU5 150000.00000000 PA USD 137593.66000000 0.035441796014 Long DBT CORP US Y 2 2026-11-15 Fixed 2.27000000 N N N N N N JP Morgan Mortgage Trust N/A 46657PAK9 1199593.58000000 PA USD 1188232.59000000 0.306068586824 Long ABS-MBS CORP US Y 2 2054-06-25 Variable 6.00000000 N N N N N N INRETAIL CONSUMER 254900BI1YXHZ31NSP51 45790TAB1 513000.00000000 PA USD 457356.58000000 0.117807307503 Long DBT CORP PE Y 2 2028-03-22 Fixed 3.25000000 N N N N N N MASTEC INC 549300TMDIT8WREDOF45 576323AP4 550000.00000000 PA USD 513122.31000000 0.132171614893 Long DBT CORP US Y 2 2028-08-15 Fixed 4.50000000 N N N N N N CONNECTICUT LIGHT & PWR 549300O45IUXEDS1VZ32 207597ER2 90000.00000000 PA USD 87557.79000000 0.022553403497 Long DBT CORP US N 2 2029-01-01 Fixed 4.65000000 N N N N N N AUST & NZ BANKING GROUP JHE42UYNWWTJB8YTTU19 052528AL0 617000.00000000 PA USD 592547.09000000 0.152630092785 Long DBT CORP AU Y 2 2030-07-22 Fixed 2.95000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 25326.58000000 0.006523697982 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 5502757.89000000 AUD 3591303.40000000 USD 2024-05-14 25326.58000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 307.82000000 0.000079289217 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 408341.37000000 SEK 37378.60000000 USD 2024-05-14 307.82000000 N N N Emera US Finance LP N/A 29103DAJ5 640000.00000000 PA USD 609588.92000000 0.157019779509 Long DBT CORP US N 2 2026-06-15 Fixed 3.55000000 N N N N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 00084DAL4 516000.00000000 PA USD 503104.25000000 0.129591132341 Long DBT CORP NL Y 2 2026-04-18 Fixed 4.80000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 4013000.00000000 OU Notional Amount USD -48479.07000000 -0.01248738720 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2024-10-14 0.00000000 USD -10060.84000000 USD 4013000.00000000 USD -38418.23000000 N N N Towd Point Mortgage Trust N/A 89180FCD1 391095.84000000 PA USD 364637.03000000 0.093924322068 Long ABS-MBS CORP US Y 2 2068-07-25 Variable 2.25000000 N N N N N N Sequoia Mortgage Trust N/A 816943BJ2 569651.90000000 PA USD 565326.87000000 0.145618625217 Long ABS-MBS CORP US Y 2 2053-09-25 Variable 6.00000000 N N N N N N STATE OF ISRAEL 213800T8ZHTFZIBYPE21 46514BRN9 200000.00000000 PA USD 195750.00000000 0.050421884044 Long DBT NUSS IL N 2 2029-03-12 Fixed 5.38000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0BE1 187809.19000000 PA USD 186547.81000000 0.048051555783 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.00000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MBD4 180000.00000000 PA USD 177928.75000000 0.045831431931 Long DBT CORP US N 2 2027-10-15 Fixed 5.25000000 N N N N N N QAZAQGAZ NC JSC 635400YGLXBBSVHONW39 48668NAA9 240000.00000000 PA USD 223584.00000000 0.057591450943 Long DBT CORP KZ Y 2 2027-09-26 Fixed 4.38000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076CM2 70000.00000000 PA USD 68239.07000000 0.017577228479 Long DBT CORP US N 2 2025-04-15 Fixed 2.70000000 N N N N N N Dryden Senior Loan Fund N/A 26245JAS7 270000.00000000 PA USD 269267.49000000 0.069358744100 Long ABS-CBDO CORP KY Y 2 2033-01-17 Floating 7.07000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1666000.00000000 OU Notional Amount USD 108504.18000000 0.027948838734 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-10-14 19519.74000000 USD 0.00000000 USD 1666000.00000000 USD 88984.44000000 N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DJ3 656000.00000000 PA USD 601232.27000000 0.154867248029 Long DBT CORP US N 2 2051-09-15 Fixed 3.75000000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AN1 626000.00000000 PA USD 585975.48000000 0.150937357371 Long DBT CORP US Y 2 2025-10-01 Fixed 1.23000000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAJ6 1800000.00000000 PA USD 1582982.26000000 0.407749414856 Long DBT CORP US N 2 2027-08-15 Fixed 0.80000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -12.00000000 NC USD -843.76000000 -0.00021733828 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Call Written Chicago Board of Trade 549300EX04Q2QBFQTQ27 Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 12.00000000 NC N/A -843.76000000 0.00000000 DIR US Short CBOT 5 Year U.S. Treasury Note Futures FVM4 Comdty 2024-06-28 12.00000000 USD 1000.00000000 106.75000000 USD 2024-05-24 XXXX 3338.61000000 N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABV6 10000.00000000 PA USD 9074.63000000 0.002337470966 Long DBT CORP US N 2 2029-04-15 Fixed 3.38000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NL1 220000.00000000 PA USD 214939.33000000 0.055364730390 Long DBT CORP US N 2 2026-03-17 Fixed 3.29000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163GAQ3 372451.73000000 PA USD 348360.88000000 0.089731861542 Long ABS-MBS CORP US N 2 2054-08-15 Fixed 0.60000000 N N N N N N Osaka Exchange 3538001249AILNPRUX57 000000000 -7.00000000 NC 47020.26000000 0.012111622464 N/A DIR JP N 1 Osaka Exchange 3538001249AILNPRUX57 Short OSE Japanese 10 Year Bond Futures JBM4 Comdty 2024-06-13 -1018915800.00000000 JPY 47020.26000000 N N N Verus Securitization Trust 9845008F97BFO762AF95 92540CAA5 687966.69000000 PA USD 692371.81000000 0.178343249652 Long ABS-MBS CORP US Y 2 2068-11-25 Variable 6.88000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -9.00000000 NC USD -1834.67000000 -0.00047257991 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short CME Three Month SOFR Futures SFRH4 Comdty 2024-06-18 -2127902.83000000 USD -1834.67000000 N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016EZ59 210000.00000000 PA USD 205718.63000000 0.052989634266 Long DBT CORP CA N 2 2025-04-14 Fixed 3.38000000 N N N N N N New Residential Mortgage Loan Trust N/A 64831MAA0 196795.51000000 PA USD 174807.31000000 0.045027401864 Long ABS-MBS CORP US Y 2 2062-03-27 Variable 3.08000000 N N N N N N Sequoia Mortgage Trust N/A 81749HAD0 811617.96000000 PA USD 804214.95000000 0.207152147921 Long ABS-MBS CORP US Y 2 2053-12-25 Variable 6.00000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VDY7 80000.00000000 PA USD 77425.39000000 0.019943468897 Long DBT CORP US N 2 2027-03-16 Fixed 4.13000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBN7 475000.00000000 PA USD 469740.76000000 0.120997262486 Long DBT CORP US N 2 2026-02-02 Fixed 5.00000000 N N N N N N HARLEY-DAVIDSON FINL SER RLUFFFFW4GRYU77BTS24 41284VAC6 463000.00000000 PA USD 467681.31000000 0.120466783052 Long DBT CORP US Y 2 2028-03-10 Fixed 6.50000000 N N N N N N Magnetite CLO Ltd 549300XD71H6EU9N2I97 55954LAL7 297524.37000000 PA USD 298434.20000000 0.076871594520 Long ABS-CBDO CORP KY Y 2 2031-10-18 Floating 6.71000000 N N N N N N BXMT Ltd N/A 05609GAA6 317740.00000000 PA USD 301953.95000000 0.077778222496 Long ABS-CBDO CORP US Y 2 2038-05-15 Floating 6.48000000 N N N N N N MUTUAL OF OMAHA GLOBAL 635400AL5J3F1ZPTAN95 62829D2A7 435000.00000000 PA USD 435383.97000000 0.112147535377 Long DBT CORP US Y 2 2026-07-27 Fixed 5.80000000 N N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 758750AC7 534000.00000000 PA USD 534075.71000000 0.137568855788 Long DBT CORP US Y 2 2026-02-15 Fixed 6.05000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFQ3 100000.00000000 PA USD 100021.23000000 0.025763774513 Long DBT CORP US N 2 2030-04-18 Fixed 5.66000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BK7 100000.00000000 PA USD 97316.49000000 0.025067079307 Long DBT CORP LR Y 2 2027-07-15 Fixed 5.38000000 N N N N N N NISSAN MOTOR CO 353800DRBDH1LUTNAY26 654744AB7 743000.00000000 PA USD 715986.56000000 0.184426009224 Long DBT CORP JP Y 2 2025-09-17 Fixed 3.52000000 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334KV2 180000.00000000 PA USD 178336.48000000 0.045936456273 Long DBT CORP US N 2 2027-02-23 Fixed 5.00000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CM5 30000.00000000 PA USD 27823.52000000 0.007166867428 Long DBT CORP US N 2 2027-02-15 Fixed 3.00000000 N N N N N N PRIVATE EXPORT FUNDING CYQE6SAYPFKNQJ6FMH60 742651DX7 1200000.00000000 PA USD 1174231.62000000 0.302462174124 Long DBT CORP US N 2 2024-11-15 Fixed 1.75000000 N N N N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 00080QAF2 193000.00000000 PA USD 189568.84000000 0.048829721935 Long DBT CORP NL Y 2 2025-07-28 Fixed 4.75000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCC7 170000.00000000 PA USD 157935.02000000 0.040681385772 Long DBT CORP US N 2 2026-03-25 Fixed 1.65000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAQ8 200000.00000000 PA USD 190281.77000000 0.049013360626 Long DBT CORP ES N 2 2028-03-24 Fixed 4.18000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFB2 1130000.00000000 PA USD 1059198.44000000 0.272831575589 Long DBT UST US N 2 2027-07-31 Fixed 2.75000000 N N N N N N COMM Mortgage Trust N/A 12592XBB1 31117.51000000 PA USD 30908.74000000 0.007961567837 Long ABS-MBS CORP US N 2 2048-03-10 Fixed 3.14000000 N N N N N N CARGILL INC QXZYQNMR4JZ5RIRN4T31 141781BY9 1300000.00000000 PA USD 1290256.08000000 0.332348109595 Long DBT CORP US Y 2 2025-10-10 Fixed 4.88000000 N N N N N N LKQ CORP DS830JTTZQN6GK0I2E41 501889AD1 566000.00000000 PA USD 565438.51000000 0.145647381790 Long DBT CORP US N 2 2028-06-15 Fixed 5.75000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFA8 330000.00000000 PA USD 324772.85000000 0.083655984589 Long DBT CORP US N 2 2029-02-01 Fixed 5.12000000 N N N N N N Progress Residential Trust N/A 74333AAA8 316723.70000000 PA USD 297323.42000000 0.076585476408 Long ABS-O CORP US Y 2 2027-10-17 Fixed 1.29000000 N N N N N N Valley Stream Park CLO, Ltd 213800DEME82SWN32S20 92013AAQ2 110000.00000000 PA USD 110640.97000000 0.028499239641 Long ABS-CBDO CORP JE Y 2 2034-10-20 Floating 9.47000000 N N N N N N SOLRR Aircraft 2021-1 Limited N/A 83438LAA9 197134.98000000 PA USD 174470.37000000 0.044940611828 Long ABS-O CORP IE Y 2 2046-10-15 Fixed 2.64000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AV5 584000.00000000 PA USD 540491.42000000 0.139221434003 Long DBT CORP NL N 2 2027-04-01 Fixed 1.73000000 N N N N N N CSAIL Commercial Mortgage Trust N/A 12597NAQ6 74402.04000000 PA USD 72522.59000000 0.018680590669 Long ABS-MBS CORP US N 2 2053-03-15 Fixed 1.30000000 N N N N N N CREDIT SUISSE NEW YORK 549300D0YARF5HYP1809 22550L2L4 250000.00000000 PA USD 253364.98000000 0.065262526909 Long DBT CORP CH N 2 2025-01-09 Fixed 7.95000000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LAZ6 482000.00000000 PA USD 464098.11000000 0.119543811431 Long DBT CORP US N 2 2026-01-15 Fixed 3.88000000 N N N N N N COLT Funding LLC N/A 19685EAA9 90230.97000000 PA USD 80310.46000000 0.020686614057 Long ABS-MBS CORP US Y 2 2067-02-25 Variable 2.99000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 94989MAF6 40064.28000000 PA USD 39624.98000000 0.010206723610 Long ABS-MBS CORP US N 2 2058-07-15 Fixed 3.46000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBJ3 160000.00000000 PA USD 151368.73000000 0.038990020699 Long DBT CORP US N 2 2026-09-06 Fixed 3.22000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468V4 310000.00000000 PA USD 287061.20000000 0.073942102375 Long DBT CORP US N 2 2026-12-10 Fixed 0.99000000 N N N N N N VONTIER CORP 549300VVSQLG4P5K4639 928881AB7 115000.00000000 PA USD 106366.27000000 0.027398149334 Long DBT CORP US N 2 2026-04-01 Fixed 1.80000000 N N N N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 13607GRR7 210000.00000000 PA USD 196498.12000000 0.050614587083 Long DBT CORP CA N 2 2025-10-23 Fixed 0.95000000 N N N N N N MORGAN STANLEY DIRECT 549300QEX22T2J8IB029 61774AAD5 608000.00000000 PA USD 585085.24000000 0.150708046627 Long DBT CORP US N 2 2027-02-11 Fixed 4.50000000 N N N N N N FS KKR CAPITAL CORP 549300TYRSI1T21B1360 302635AG2 534000.00000000 PA USD 504868.42000000 0.130045552648 Long DBT CORP US N 2 2026-01-15 Fixed 3.40000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AU1 576000.00000000 PA USD 567297.04000000 0.146126107635 Long DBT CORP US N 2 2025-08-15 Fixed 4.70000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGA2 1300000.00000000 PA USD 1289172.27000000 0.332068938499 Long DBT CORP US N 2 2024-09-09 Fixed 3.30000000 N N N N N N COLT Funding LLC 2138001HZNOLT1K3WY73 19688TAA3 1430249.41000000 PA USD 1416533.46000000 0.364875023577 Long ABS-MBS CORP US Y 2 2069-02-25 Variable 5.84000000 N N N N N N BLUE OWL CAPITAL CORP 2549000BD79OOCPF2L94 69121KAC8 199000.00000000 PA USD 193081.00000000 0.049734394856 Long DBT CORP US N 2 2025-07-22 Fixed 3.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHV6 3700000.00000000 PA USD 3690460.96000000 0.950600227819 Long DBT UST US N 2 2025-08-31 Fixed 5.00000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CL2 660000.00000000 PA USD 645556.02000000 0.166284295196 Long DBT CORP US N 2 2025-07-20 Fixed 3.88000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -32955.49000000 -0.00848877596 N/A DFE XX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 3362193.62000000 USD 3118249.82000000 EUR 2024-05-14 -32955.49000000 N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAF8 340000.00000000 PA USD 335077.00000000 0.086310159080 Long DBT CORP US N 2 2025-06-01 Fixed 4.30000000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 38151LAF7 20000.00000000 PA USD 19868.13000000 0.005117693726 Long DBT CORP US N 2 2027-03-18 Fixed 5.28000000 N N N N N N MATTEL INC 549300VELLG24KHTJ564 577081BE1 607000.00000000 PA USD 577965.13000000 0.148874026904 Long DBT CORP US Y 2 2026-04-01 Fixed 3.38000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JW8 656000.00000000 PA USD 590284.95000000 0.152047403842 Long DBT CORP US N 2 2028-06-15 Fixed 3.00000000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06367WMQ3 1670000.00000000 PA USD 1661559.37000000 0.427989547315 Long DBT CORP CA N 2 2024-06-28 Fixed 2.50000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163LAA7 103913.31000000 PA USD 101147.65000000 0.026053921224 Long ABS-MBS CORP US N 2 2053-12-17 Fixed 0.54000000 N N N N N N arbor multifamily mortgage securities trust N/A 03882KAA0 212907.76000000 PA USD 198961.56000000 0.051249127497 Long ABS-MBS CORP US Y 2 2054-10-15 Fixed 1.07000000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 254687FK7 1800000.00000000 PA USD 1777404.19000000 0.457829210566 Long DBT CORP US N 2 2024-08-30 Fixed 1.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QCRV0 1296296.00000000 PA USD 1130084.25000000 0.291090559458 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 3.00000000 N N N N N N Invitation Homes Trust N/A 46187XAA3 938471.25000000 PA USD 938765.18000000 0.241810007922 Long ABS-O CORP US Y 2 2038-01-17 Floating 6.54000000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAG3 647000.00000000 PA USD 595253.94000000 0.153327331492 Long DBT CORP NL Y 2 2027-01-19 Fixed 3.26000000 N N N N N N COLUMBIA PIPELINE HOLDCO N/A 19828AAA5 160000.00000000 PA USD 160545.07000000 0.041353690439 Long DBT CORP US Y 2 2026-08-15 Fixed 6.06000000 N N N N N N UMBS, TBA N/A 01F052656 400000.00000000 PA USD 388220.38000000 0.099998993532 Long ABS-MBS USGSE US N 2 2054-05-15 Fixed 5.50000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VAY6 127052.86000000 PA USD 123241.27000000 0.031744863476 Long LON CORP US N 2 2027-07-31 Variable 8.68000000 N N N N N N AEP Texas Inc 5493001L78U618KXNZ75 00108WAH3 603000.00000000 PA USD 564573.61000000 0.145424598201 Long DBT CORP US N 2 2028-06-01 Fixed 3.95000000 N N N N N N Sungard AS New Holdings III LLC N/A 86736LAD5 74877.51000000 PA USD 50916.71000000 0.013115281979 Long LON CORP US N 2 2024-08-01 None 0.00000000 N N N N N N Progress Residential Trust N/A 74332XAA9 811715.66000000 PA USD 771236.21000000 0.198657383149 Long ABS-O CORP US Y 2 2041-05-17 Fixed 4.44000000 N N N N N N Morgan Stanley BAML Trust N/A 61691GAQ3 180059.11000000 PA USD 174490.46000000 0.044945786671 Long ABS-MBS CORP US N 2 2049-12-15 Fixed 3.51000000 N N N N N N BX Trust N/A 05610HAA1 191349.99000000 PA USD 190436.58000000 0.049053237060 Long ABS-MBS CORP US Y 2 2039-02-15 Floating 6.33000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAX7 70000.00000000 PA USD 69491.77000000 0.017899902778 Long DBT CORP US N 2 2027-04-18 Fixed 5.20000000 N N N N N N ELEMENT FLEET MANAGEMENT 5493000PGBS1C22ELQ16 286181AH5 604000.00000000 PA USD 607165.53000000 0.156395555297 Long DBT CORP CA Y 2 2026-06-26 Fixed 6.27000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468Q5 1160000.00000000 PA USD 1118801.22000000 0.288184242061 Long DBT CORP US N 2 2026-04-28 Fixed 2.19000000 N N N N N N Honda Auto Receivables Owner Trust N/A 437918AB1 550000.00000000 PA USD 549109.99000000 0.141441431639 Long ABS-O CORP US N 2 2026-09-15 Fixed 5.36000000 N N N N N N Capital One Multi-Asset Execution Trust R42WS16M9R97TJJKGU15 14041NFW6 1210000.00000000 PA USD 1197553.46000000 0.308469485042 Long ABS-O CORP US N 2 2026-07-15 Fixed 0.55000000 N N N N N N Progress Residential Trust N/A 74333FAA7 183475.94000000 PA USD 166622.37000000 0.042919099971 Long ABS-O CORP US Y 2 2038-07-17 Fixed 1.43000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAL3 10000.00000000 PA USD 9649.94000000 0.002485661076 Long DBT CORP US N 2 2029-01-15 Fixed 5.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBW5 1365000.00000000 PA USD 1258171.91000000 0.324083770901 Long DBT CORP US N 2 2027-02-04 Fixed 1.04000000 N N N N N N FAIRFAX FINL HLDGS LTD GLS7OQD0WOEDI8YAP031 303901BB7 528000.00000000 PA USD 512652.65000000 0.132050638433 Long DBT CORP CA N 2 2028-04-17 Fixed 4.85000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MBB0 360000.00000000 PA USD 352846.18000000 0.090887198842 Long DBT CORP IE N 2 2024-10-29 Fixed 1.75000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJM3 20000.00000000 PA USD 20039.56000000 0.005161851190 Long DBT CORP US N 2 2029-06-12 Fixed 5.78000000 N N N N N N TotalEnergies Capital SA 529900QI55ZLJVCMPA71 89152EFD5 500000.00000000 PA USD 496810.83000000 0.127970053958 Long STIV CORP US N 2 2024-06-13 None 0.00000000 N N N N N N ONCOR ELECTRIC DELIVERY 549300SP2X2BS1KERD24 68233JBZ6 210000.00000000 PA USD 195931.88000000 0.050468733251 Long DBT CORP US N 2 2025-10-01 Fixed 0.55000000 N N N N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 023771T40 90000.00000000 PA USD 93750.47000000 0.024148532962 Long DBT CORP US Y 2 2029-05-15 Fixed 8.50000000 N N N N N N 3650R Commercial Mortgage Trust N/A 88581EAA9 491871.85000000 PA USD 462033.28000000 0.119011946200 Long ABS-MBS CORP US N 2 2054-11-15 Fixed 1.12000000 N N N N N N FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ENJ84 120000.00000000 PA USD 119228.17000000 0.030711156896 Long DBT USGSE US N 2 2024-08-26 Fixed 3.38000000 N N N N N N SOLVENTUM CORP 254900I70403OSGY4M28 83444MAA9 80000.00000000 PA USD 79325.86000000 0.020432997775 Long DBT CORP US Y 2 2027-02-25 Fixed 5.45000000 N N N N N N KEY BANK NA HUX2X73FUCYHUVH1BK78 49327V2A1 568000.00000000 PA USD 533409.31000000 0.137397202437 Long DBT CORP US N 2 2026-05-20 Fixed 3.40000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AW9 635000.00000000 PA USD 584595.65000000 0.150581936537 Long DBT CORP IT Y 2 2027-06-03 Fixed 1.98000000 N N N N N N Charter Communications Operating LLC 549300TPZNMN50BJ3745 16117LBX6 127007.68000000 PA USD 126834.95000000 0.032670534567 Long LON CORP US N 2 2027-02-01 Variable 7.05000000 N N N N N N Goodgreen Trust N/A 38217UAA0 160550.77000000 PA USD 129086.03000000 0.033250374643 Long ABS-O CORP US Y 2 2056-10-15 Fixed 2.66000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CT0 80000.00000000 PA USD 79006.45000000 0.020350723170 Long DBT CORP US N 2 2025-05-01 Fixed 4.88000000 N N N N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 71568PAE9 220000.00000000 PA USD 216433.16000000 0.055749515692 Long DBT CORP ID Y 2 2028-05-21 Fixed 5.45000000 N N N N N N Navient Student Loan Trust N/A 63940VAB8 17202.95000000 PA USD 17121.90000000 0.004410311399 Long ABS-O CORP US Y 2 2042-06-16 Fixed 3.52000000 N N N N N N OZLM Funding Ltd N/A 67108BBU8 1025000.00000000 PA USD 1028142.65000000 0.264832130163 Long ABS-CBDO CORP KY Y 2 2031-07-30 Floating 6.53000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83367TBR9 422000.00000000 PA USD 411647.79000000 0.106033497494 Long DBT CORP FR Y 2 2025-11-24 Fixed 4.75000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBG7 40000.00000000 PA USD 40011.25000000 0.010306220219 Long DBT CORP US N 2 2026-03-15 Fixed 6.41000000 N N N N N N Avenue of Americas N/A 00192NAA5 310000.00000000 PA USD 291400.00000000 0.075059703757 Long ABS-MBS CORP US Y 2 2038-10-15 Floating 6.31000000 N N N N N N Credit Suisse Mortgage Trust N/A 12662KAC3 160835.54000000 PA USD 127195.07000000 0.032763295379 Long ABS-MBS CORP US Y 2 2066-07-25 Variable 1.59000000 N N N N N N CATERPILLAR FINL SERVICE EDBQKYOPJUCJKLOJDE72 14913R3B1 1765000.00000000 PA USD 1752744.83000000 0.451477377153 Long DBT CORP US N 2 2026-01-06 Fixed 4.80000000 N N N N N N Carval CLO LTD 254900KRTGHP264UWC15 14686BAA5 180000.00000000 PA USD 180540.00000000 0.046504045698 Long ABS-CBDO CORP JE Y 2 2035-01-20 Floating 7.52000000 N N N N N N BLACKROCK TCP CAP CORP 549300JU1XG1HF56J989 09259EAB4 574000.00000000 PA USD 537402.32000000 0.138425734172 Long DBT CORP US N 2 2026-02-09 Fixed 2.85000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBU0 545000.00000000 PA USD 551781.29000000 0.142129513268 Long DBT CORP IT Y 2 2025-11-21 Fixed 7.00000000 N N N N N N Freddie Mac - STACR 5493000ISA3AUOXQEF68 35564KRE1 39295.12000000 PA USD 39356.15000000 0.010137477556 Long ABS-MBS USGSE US Y 2 2042-02-25 Floating 6.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHE4 590000.00000000 PA USD 564855.86000000 0.145497301020 Long DBT UST US N 2 2028-05-31 Fixed 3.63000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BJ2 1135000.00000000 PA USD 1101077.69000000 0.283618960966 Long DBT CORP US N 2 2025-11-03 Fixed 3.13000000 N N N N N N BX Trust N/A 05611VAA9 600000.00000000 PA USD 600000.00000000 0.154549836151 Long ABS-MBS CORP US Y 2 2039-02-15 Floating 6.76000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CJ6 270000.00000000 PA USD 259047.03000000 0.066726126736 Long DBT CORP GB N 2 2026-04-18 Fixed 1.65000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBE2 600000.00000000 PA USD 591511.01000000 0.152363216128 Long DBT CORP US N 2 2025-02-15 Fixed 3.75000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RBJ5 1200000.00000000 PA USD 1182192.54000000 0.304512772261 Long DBT CORP US N 2 2026-07-24 Fixed 4.41000000 N N N N N N Verus Securitization Trust 984500A3F1D749452747 92540EAA1 784871.46000000 PA USD 775741.13000000 0.199817774229 Long ABS-MBS CORP US Y 2 2069-01-25 Variable 5.71000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BU0 90000.00000000 PA USD 89312.70000000 0.023005438585 Long DBT CORP US Y 2 2029-03-01 Fixed 6.38000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477CL5 1925000.00000000 PA USD 1907609.51000000 0.491367895352 Long DBT CORP US N 2 2027-03-18 Fixed 4.99000000 N N N N N N CONSTELLATION EN GEN LLC S2PEWKCZFFECR4533P43 210385AB6 191000.00000000 PA USD 191151.49000000 0.049237385766 Long DBT CORP US N 2 2028-03-01 Fixed 5.60000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAG7 190000.00000000 PA USD 178811.04000000 0.046058694890 Long DBT CORP US Y 2 2027-01-30 Fixed 3.70000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GA87 150000.00000000 PA USD 150244.15000000 0.038700347942 Long DBT CORP US N 2 2030-04-25 Fixed 5.73000000 N N N N N N Nissan Auto Receivables Owner Trust N/A 65480MAC7 1155000.00000000 PA USD 1157238.85000000 0.298085124426 Long ABS-O CORP US N 2 2026-05-15 Floating 5.89000000 N N N N N N Charter Communications Operating LLC 549300TPZNMN50BJ3745 16117LCB3 127311.13000000 PA USD 125481.67000000 0.032321952564 Long LON CORP US N 2 2030-12-07 Variable 7.30000000 N N N N N N GOLUB CAPITAL BDC 2549005WE0QLGK9APF78 38173MAB8 610000.00000000 PA USD 558389.34000000 0.143831635009 Long DBT CORP US N 2 2026-08-24 Fixed 2.50000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABB0 25000.00000000 PA USD 24477.69000000 0.006305038298 Long DBT CORP US N 2 2025-04-15 Fixed 3.50000000 N N N N N N COLT Funding LLC 213800Z2Q6LED8DB8K38 12665LAA2 1745000.00000000 PA USD 1735604.57000000 0.447062336529 Long ABS-MBS CORP US Y 2 2069-04-25 Variable 6.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797KY2 1690000.00000000 PA USD 1662630.97000000 0.428265573323 Long STIV UST US N 2 2024-08-20 None 0.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZT4 220000.00000000 PA USD 214509.46000000 0.055254003159 Long DBT CORP US N 2 2027-06-15 Fixed 4.39000000 N N N N N N COMM Mortgage Trust N/A 12636FBG7 15094.78000000 PA USD 14850.62000000 0.003825268146 Long ABS-MBS CORP US N 2 2048-10-10 Fixed 3.60000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBS8 20000.00000000 PA USD 20012.80000000 0.005154958268 Long DBT CORP US N 2 2025-09-01 Fixed 5.75000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AM0 365000.00000000 PA USD 359291.18000000 0.092547321666 Long DBT CORP CH Y 2 2026-05-12 Fixed 4.49000000 N N N N N N Credit Suisse Mortgage Trust N/A 126405AA7 178415.07000000 PA USD 153236.01000000 0.039471000396 Long ABS-MBS CORP US Y 2 2060-01-25 Variable 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UWY2 579958.72000000 PA USD 561622.17000000 0.144664357254 Long ABS-MBS USGA US N 2 2066-01-20 Fixed 2.50000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBN0 30000.00000000 PA USD 31243.17000000 0.008047711340 Long DBT CORP BM Y 2 2029-01-15 Fixed 8.13000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YET8 1509000.00000000 PA USD 1489378.58000000 0.383638692511 Long DBT CORP US N 2 2026-07-17 Fixed 4.68000000 N N N N N N Hilton Grand Vacations Trust N/A 43285HAA6 120348.04000000 PA USD 114072.47000000 0.029383135913 Long ABS-O CORP US Y 2 2039-02-25 Fixed 2.74000000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807BM3 80000.00000000 PA USD 78465.73000000 0.020211442858 Long DBT CORP US N 2 2025-01-15 Fixed 2.93000000 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26884TAV4 375000.00000000 PA USD 364367.66000000 0.093854936919 Long DBT CORP US Y 2 2028-05-01 Fixed 4.60000000 N N N N N N Legacy Mortgage Asset Trust N/A 52474HAA8 140980.19000000 PA USD 131011.51000000 0.033746345674 Long ABS-MBS CORP US Y 2 2059-09-25 Variable 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMN28 586925.27000000 PA USD 547364.61000000 0.140991851317 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 2.00000000 N N N N N N TOLL BROS FINANCE CORP N/A 88947EAR1 589000.00000000 PA USD 579812.44000000 0.149349862667 Long DBT CORP US N 2 2025-11-15 Fixed 4.88000000 N N N N N N Bank N/A 06540DBH7 100000.00000000 PA USD 80949.67000000 0.020851263725 Long ABS-MBS CORP US N 2 2064-09-15 Fixed 2.47000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -52.40000000 -0.00001349735 N/A DFE NZ N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 4065.98000000 USD 6811.38000000 NZD 2024-05-14 -52.40000000 N N N PIEDMONT OPERATING PARTN 549300WKGDPAS39FBD10 720198AG5 138000.00000000 PA USD 145642.12000000 0.037514942971 Long DBT US N 2 2028-07-20 Fixed 9.25000000 N N N N N N NTT FINANCE CORP 3538007PR116187GD960 62954WAC9 350000.00000000 PA USD 322332.74000000 0.083027453588 Long DBT CORP JP Y 2 2026-04-03 Fixed 1.16000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 07336DAS0 222385.41000000 PA USD 221257.69000000 0.056992232894 Long ABS-MBS CORP US N 2 2056-07-15 Fixed 5.86000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2T9 80000.00000000 PA USD 79771.56000000 0.020547802545 Long DBT CORP US N 2 2025-05-19 Fixed 0.81000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCM5 40000.00000000 PA USD 38749.26000000 0.009981152973 Long DBT CORP US N 2 2028-05-06 Fixed 4.50000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967HB0 570000.00000000 PA USD 568582.77000000 0.146457289903 Long DBT CORP US N 2 2025-09-13 Fixed 5.50000000 N N N N N N NORTHWESTERN MUTUAL GLBL 635400LZXFVELZDVP257 66815L2A6 570000.00000000 PA USD 527001.74000000 0.135746720947 Long DBT CORP US Y 2 2026-01-14 Fixed 0.80000000 N N N N N N Sungard AS New Holdings III LLC N/A 86736LAB9 237477.23000000 PA USD 30872.04000000 0.007952114539 Long LON CORP US N 2 2022-11-03 None 0.00000000 N N Y N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RR81 634729.49000000 PA USD 609282.30000000 0.156940799391 Long ABS-MBS USGA US N 2 2066-10-20 Fixed 3.13000000 N Y N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200JY8 1600000.00000000 PA USD 1598396.11000000 0.411719761509 Long DBT CORP US N 2 2024-05-15 Fixed 3.00000000 N N N N N N SLM Student Loan Trust 549300MJYMBTZU2FTV38 78443CCU6 191444.24000000 PA USD 186550.50000000 0.048052248681 Long ABS-O CORP US N 2 2039-12-15 Floating 5.86000000 N N N N N N VERALTO CORP 635400FJE6GSOJUSNY27 92338CAA1 542000.00000000 PA USD 538755.72000000 0.138774347086 Long DBT CORP US Y 2 2026-09-18 Fixed 5.50000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BJ1 90000.00000000 PA USD 90285.92000000 0.023256123571 Long DBT CORP US N 2 2028-11-01 Fixed 5.65000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AR8 190000.00000000 PA USD 188357.24000000 0.048517634299 Long DBT CORP US N 2 2025-04-15 Fixed 4.95000000 N N N N N N Ace Securities Corp. N/A 004427BM1 166917.92000000 PA USD 164259.02000000 0.042310341045 Long ABS-MBS CORP US N 2 2033-12-25 Floating 6.48000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ACXB1 97520.23000000 PA USD 95788.73000000 0.024673554211 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 5.50000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22535WAH0 568000.00000000 PA USD 525260.65000000 0.135298245657 Long DBT CORP FR Y 2 2027-01-26 Fixed 1.25000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BX3 90000.00000000 PA USD 82792.30000000 0.021325893999 Long DBT CORP US N 2 2026-05-12 Fixed 1.00000000 N N N N N N Tricon American Homes N/A 89613JAA8 1666968.17000000 PA USD 1448769.37000000 0.373178447924 Long ABS-O CORP US Y 2 2039-11-17 Fixed 1.48000000 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAP8 270000.00000000 PA USD 273459.51000000 0.070438537440 Long DBT CORP KY N 2 2026-08-10 Fixed 6.25000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KE6 310000.00000000 PA USD 306292.83000000 0.078895844484 Long DBT CORP US N 2 2025-06-08 Fixed 4.95000000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 02665WEA5 500000.00000000 PA USD 485667.60000000 0.125099746673 Long DBT CORP US N 2 2025-01-13 Fixed 1.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MQ1 740000.00000000 PA USD 721070.10000000 0.185735443014 Long DBT CORP US N 2 2026-04-08 Fixed 3.11000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RHC1 890000.00000000 PA USD 889658.33000000 0.229160915220 Long ABS-O CORP US Y 2 2028-04-20 Fixed 5.78000000 N N N N N N Enterprise Fleet Financing LLC RKWYUSIDZTWNAX1D9U96 29375JAB0 151220.72000000 PA USD 149277.97000000 0.038451476340 Long ABS-O CORP US Y 2 2028-01-20 Fixed 3.03000000 N N N N N N Russell Investments Trust Company Commingled Employee Benefit Funds Trust-U.S. Cash Management Fund 845SLB3N6EI7ZN7PZ398 000000000 24351285.71000000 NS USD 24339110.07000000 6.269342455655 Long STIV PF US N N/A N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACZ6 710000.00000000 PA USD 697156.17000000 0.179575619742 Long DBT CORP US N 2 2028-03-15 Fixed 4.95000000 N N N N N N MAIN STREET CAPITAL CORP 5493001FS9QJLJNF3E20 56035LAE4 661000.00000000 PA USD 615554.30000000 0.158556360345 Long DBT CORP US N 2 2026-07-14 Fixed 3.00000000 N N N N N N HOWMET AEROSPACE INC 549300HO5WFZUT5N2T22 022249AU0 551000.00000000 PA USD 568868.38000000 0.146530858201 Long DBT CORP US N 2 2028-01-15 Fixed 6.75000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAH0 850000.00000000 PA USD 837759.39000000 0.215792627431 Long DBT CORP GB Y 2 2027-03-26 Fixed 5.00000000 N N N N N N Toyota Auto Receivables Owner Trust N/A 891941AB2 1026154.88000000 PA USD 1024673.01000000 0.263938409674 Long ABS-O CORP US N 2 2026-05-15 Fixed 5.28000000 N N N N N N NATIONAL AUSTRALIA BK/NY 549300E2IPL06NDXMZ63 63253QAA2 460000.00000000 PA USD 456614.39000000 0.117616131931 Long DBT CORP AU N 2 2026-01-12 Fixed 4.97000000 N N N N N N NATIONAL FUEL GAS CO 8JB38FFW1Y3C1HM8E841 636180BQ3 571000.00000000 PA USD 566730.40000000 0.145980150770 Long DBT CORP US N 2 2026-01-15 Fixed 5.50000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CF1 20000.00000000 PA USD 19016.89000000 0.004898428722 Long DBT CORP US N 2 2027-04-13 Fixed 3.30000000 N N N N N N OAKTREE SPECIALTY LEND 549300J6MGCEU5928620 67401PAC2 687000.00000000 PA USD 616616.74000000 0.158830026892 Long DBT CORP US N 2 2027-01-15 Fixed 2.70000000 N N N N N N Setanta Aircraft Leasing Designated Activity Company N/A 000000000 130000.00000000 PA USD 130292.50000000 0.033561140877 Long LON CORP IE N 2 2028-11-05 Variable 7.56000000 N N N N N N HalseyPoint CLO I, Ltd. 549300POBLM5RW6LD816 406375AA3 250000.00000000 PA USD 250267.75000000 0.064464732927 Long ABS-CBDO CORP KY Y 2 2033-01-20 Floating 6.94000000 N N N N N N Progress Residential Trust N/A 74333EAA0 806475.36000000 PA USD 741088.43000000 0.190891825717 Long ABS-O CORP US Y 2 2038-05-17 Fixed 1.56000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CV0 250000.00000000 PA USD 242432.85000000 0.062446595408 Long DBT CORP US N 2 2025-02-21 Fixed 1.90000000 N N N N N N TOYOTA MOTOR CORP 5493006W3QUS5LMH6R84 892331AM1 60000.00000000 PA USD 55769.45000000 0.014365265599 Long DBT CORP JP N 2 2026-03-25 Fixed 1.34000000 N N N N N N BENCHMARK Mortgage Trust N/A 081925AA7 219269.49000000 PA USD 219295.67000000 0.056486849778 Long ABS-MBS CORP US N 2 2056-07-15 Fixed 6.04000000 N N N N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BJ6 150000.00000000 PA USD 149143.79000000 0.038416913845 Long DBT CORP US N 2 2025-05-04 Fixed 5.25000000 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887CF7 622000.00000000 PA USD 537951.97000000 0.138567314701 Long DBT CORP US N 2 2027-11-01 Fixed 1.38000000 N N N N N N UNITED AIR 2014-1 A PTT N/A 90932PAA6 467712.60000000 PA USD 450234.18000000 0.115972697914 Long DBT CORP US N 2 2026-04-11 Fixed 4.00000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RAZ5 193000.00000000 PA USD 179185.69000000 0.046155198383 Long DBT CORP FR Y 2 2026-12-14 Fixed 1.49000000 N N N N N N Freddie Mac - STACR 5493000ISU5NYXNHD479 35564KHE2 142146.52000000 PA USD 142857.25000000 0.036797607634 Long ABS-MBS USGSE US Y 2 2034-01-25 Floating 6.98000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAF1 90000.00000000 PA USD 87641.37000000 0.022574932289 Long DBT CORP CA Y 2 2026-12-15 Fixed 5.13000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MBD6 730000.00000000 PA USD 735693.20000000 0.189502105863 Long DBT CORP IE N 2 2027-01-15 Fixed 6.10000000 N N N N N N VAR ENERGI ASA 549300LIVN3FFOJN2K47 92212WAD2 201000.00000000 PA USD 209769.63000000 0.054033103243 Long DBT CORP NO Y 2 2028-01-15 Fixed 7.50000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TKF1 1800000.00000000 PA USD 1759684.54000000 0.453264928892 Long DBT CORP US N 2 2025-08-18 Fixed 3.65000000 N N N N N N Cedar Funding Ltd 635400NWFWJ92O7QGD64 15032AAY3 282642.99000000 PA USD 269689.74000000 0.069467508547 Long ABS-CBDO CORP KY Y 2 2031-07-17 Fixed 1.94000000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773DJ6 538000.00000000 PA USD 542345.08000000 0.139698905419 Long DBT CORP US N 2 2028-10-27 Fixed 6.36000000 N N N N N N Honda Auto Receivables Owner Trust N/A 43815QAB3 640114.06000000 PA USD 640466.76000000 0.164973388030 Long ABS-O CORP US N 2 2026-03-18 Fixed 5.71000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJE2 3210000.00000000 PA USD 3202476.56000000 0.824903712712 Long DBT UST US N 2 2025-10-31 Fixed 5.00000000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 64953BBL1 635000.00000000 PA USD 636565.26000000 0.163968427721 Long DBT CORP US Y 2 2027-04-02 Floating 6.02000000 N N N N N N Natixis SA/New York NY 2549003L5ZG5M2ZSE107 63873JFH8 490000.00000000 PA USD 486366.38000000 0.125279740564 Long STIV CORP FR N 2 2024-06-17 None 0.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 308.00000000 NC USD -626691.34000000 -0.16142507319 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Note Futures TUM4 Comdty 2024-06-28 63044816.34000000 USD -626691.34000000 N N N DNB BANK ASA 549300GKFG0RYRRQ1414 23341CAC7 155000.00000000 PA USD 154989.48000000 0.039922664565 Long DBT CORP NO Y 2 2026-10-09 Fixed 5.90000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBE0 705000.00000000 PA USD 619419.82000000 0.159552052816 Long DBT CORP US Y 2 2028-02-15 Fixed 1.95000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHY8 770000.00000000 PA USD 746929.43000000 0.192396368372 Long DBT CORP US N 2 2026-02-13 Fixed 2.02000000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 502431AP4 1245000.00000000 PA USD 1242790.81000000 0.320121860093 Long DBT CORP US N 2 2027-01-15 Fixed 5.40000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C43 475000.00000000 PA USD 481427.22000000 0.124007496616 Long DBT CORP US N 2 2026-03-06 Fixed 6.95000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 4804000.00000000 OU Notional Amount USD -39016.48000000 -0.01004998431 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2024-09-30 0.00000000 USD -7194.33000000 USD 4804000.00000000 USD -31822.15000000 N N N Hudson River Trading LLC 549300SMOBUC8O5UOE10 44413EAF5 127052.86000000 PA USD 126540.84000000 0.032594776814 Long LON CORP US N 2 2028-03-20 Variable 8.43000000 N N N N N N BX Trust N/A 05612GAA1 546128.34000000 PA USD 544762.47000000 0.140321584133 Long ABS-MBS CORP US Y 2 2041-03-15 Floating 6.71000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAC9 360000.00000000 PA USD 353950.41000000 0.091171629785 Long DBT CORP IE N 2 2025-01-15 Fixed 3.50000000 N N N N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 654740BS7 150000.00000000 PA USD 138457.77000000 0.035664376112 Long DBT CORP US Y 2 2026-03-09 Fixed 2.00000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBB6 322000.00000000 PA USD 310227.27000000 0.079909289580 Long DBT CORP US N 2 2025-11-15 Fixed 3.15000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BV6 1085000.00000000 PA USD 1075565.35000000 0.277047414354 Long DBT CORP US N 2 2028-01-21 Fixed 5.30000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -128.42000000 -0.00003307881 N/A DFE AU N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 10446.92000000 USD 15922.76000000 AUD 2024-05-14 -128.42000000 N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBH5 240000.00000000 PA USD 233358.96000000 0.060109315054 Long DBT CORP US N 2 2026-02-15 Fixed 3.70000000 N N N N N N Towd Point Mortgage Trust N/A 89180LAA6 278741.00000000 PA USD 261477.18000000 0.067352092210 Long ABS-MBS CORP US Y 2 2061-12-25 Variable 2.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMHW9 82585.13000000 PA USD 78369.60000000 0.020186681398 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 3.00000000 N N N N N N ENGIE SA LAXUQCHT4FH58LRZDY46 29286DAA3 200000.00000000 PA USD 196913.31000000 0.050721532994 Long DBT CORP FR Y 2 2029-04-10 Fixed 5.25000000 N N N N N N Towd Point Mortgage Trust N/A 89175VAA1 45788.90000000 PA USD 44178.62000000 0.011379664137 Long ABS-MBS CORP US Y 2 2058-03-25 Variable 3.25000000 N N N N N N JACKSON NATL LIFE GLOBAL 635400PQXLYXWJI5QD78 46849LSQ5 650000.00000000 PA USD 614527.49000000 0.158291871483 Long DBT CORP US Y 2 2026-04-29 Fixed 3.05000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142BAHY1 1361392.35000000 PA USD 1215702.93000000 0.313144481067 Long ABS-MBS USGSE US N 2 2052-05-01 Floating 2.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396V4Q8 7287.32000000 PA USD 7093.16000000 0.001827077859 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 5.49000000 N N N N N N HONEYWELL INTERNATIONAL ISRPG12PN4EIEOEMW547 438516BW5 1400000.00000000 PA USD 1386709.38000000 0.357192845781 Long DBT CORP US N 2 2024-08-15 Fixed 2.30000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3C5 598000.00000000 PA USD 588445.96000000 0.151573711170 Long DBT CORP US N 2 2026-08-15 Fixed 4.54000000 N N N N N N PROTECTIVE LIFE GLOBAL 635400EVYITCJYWL2I50 74368CAX2 930000.00000000 PA USD 879640.70000000 0.226580543428 Long DBT CORP US Y 2 2025-07-15 Fixed 1.17000000 N N N N N N Ford Credit Auto Owner Trust N/A 344930AD4 770000.00000000 PA USD 767200.59000000 0.197617875799 Long ABS-O CORP US N 2 2028-05-15 Fixed 5.23000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382YCY7 228034.95000000 PA USD 218678.29000000 0.056327823149 Long ABS-MBS USGA US N 2 2065-09-20 Fixed 1.25000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DG1 970000.00000000 PA USD 964810.02000000 0.248518717513 Long DBT CORP US N 2 2027-07-28 Fixed 5.39000000 N N N N N N Hertz Vehicle Financing LLC 549300MNOMKDMDFI8J66 42806MCE7 815000.00000000 PA USD 818374.67000000 0.210799451931 Long ABS-O CORP US Y 2 2030-03-25 Fixed 6.15000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95002XBA2 72561.56000000 PA USD 69998.66000000 0.018030469056 Long ABS-MBS CORP US N 2 2053-08-15 Fixed 0.90000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AC2 639000.00000000 PA USD 585722.77000000 0.150872263556 Long DBT CORP GB N 2 2027-06-14 Fixed 1.64000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CKJ9 20325000.00000000 PA USD 20118574.22000000 5.182203915506 Long DBT UST US N 2 2027-04-15 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288QFQ8 731123.25000000 PA USD 679842.51000000 0.175115914215 Long ABS-MBS USGSE US N 2 2049-01-01 Floating 3.27000000 N N N N N N Nissan Auto Receivables Owner Trust N/A 65480WAB7 265275.42000000 PA USD 264985.18000000 0.068255693585 Long ABS-O CORP US N 2 2026-02-17 Fixed 5.34000000 N N N N N N JP Morgan Mortgage Trust N/A 46657CAD4 674651.77000000 PA USD 666347.82000000 0.171639910668 Long ABS-MBS CORP US Y 2 2054-02-25 Variable 6.00000000 N N N N N N SOUTHERN POWER CO 5LADC78JBG2BMZD5XF57 843646AW0 685000.00000000 PA USD 631755.11000000 0.162729414564 Long DBT CORP US N 2 2026-01-15 Fixed 0.90000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162MAU2 59814.36000000 PA USD 58247.95000000 0.015003685214 Long ABS-MBS CORP US N 2 2053-03-15 Fixed 1.28000000 N N N N N N CHEVRON USA INC VA8TZDWPEZYU430RZ444 166756AE6 200000.00000000 PA USD 188619.16000000 0.048585100455 Long DBT CORP US N 2 2025-08-12 Fixed 0.69000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163HAG3 4142875.29000000 PA USD 238965.19000000 0.061553384934 Long ABS-MBS CORP US N 2 2054-07-15 Variable 1.37000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BB8 270000.00000000 PA USD 257496.23000000 0.066326666926 Long DBT CORP NL N 2 2028-03-28 Fixed 4.02000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AS9 740000.00000000 PA USD 733284.90000000 0.188881768579 Long DBT CORP GB Y 2 2024-09-11 Fixed 3.63000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -10742.80000000 -0.00276716329 N/A DFE GB N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 2057701.71000000 USD 1638061.48000000 GBP 2024-05-14 -10742.80000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05581KAA9 556000.00000000 PA USD 542958.31000000 0.139856863079 Long DBT CORP FR Y 2 2025-09-28 Fixed 4.38000000 N N N N N N EPR Properties 549300YSSXFHMPOWZ492 26884UAC3 631000.00000000 PA USD 605233.15000000 0.155897806943 Long DBT US N 2 2026-12-15 Fixed 4.75000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599BL7 183000.00000000 PA USD 170342.40000000 0.043877316682 Long DBT CORP US Y 2 2025-11-15 Fixed 1.20000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJS9 280000.00000000 PA USD 256882.56000000 0.066168595930 Long DBT CORP US N 2 2027-07-22 Fixed 1.73000000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAT8 318000.00000000 PA USD 314017.66000000 0.080885629836 Long DBT CORP BM Y 2 2025-08-11 Fixed 5.25000000 N N N N N N ING US Funding LLC 254900QX5Y2ZDZ6XBT08 45685QJS9 800000.00000000 PA USD 782150.90000000 0.201468822401 Long STIV CORP US N 2 2024-09-26 None 0.00000000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KBF2 580000.00000000 PA USD 584499.80000000 0.150557247201 Long DBT CORP US N 2 2029-03-09 Fixed 6.50000000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAG8 595000.00000000 PA USD 581421.61000000 0.149764357600 Long DBT CORP US N 2 2025-07-23 Fixed 4.50000000 N N N N N N Victory Receivables Corp 549300D0F37QF0LP7F94 92646KGF3 1000000.00000000 PA USD 988630.96000000 0.254654588137 Long STIV CORP US N 2 2024-07-15 None 0.00000000 N N N N N N Yara International ASA 213800WKOUWXWFJ5Z514 984851AF2 593000.00000000 PA USD 566182.01000000 0.145838894795 Long DBT CORP NO Y 2 2028-06-01 Fixed 4.75000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 29429EAC5 840000.00000000 PA USD 788968.74000000 0.203224982492 Long ABS-MBS CORP US N 2 2049-07-10 Fixed 2.65000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RFK5 1580000.00000000 PA USD 1547435.57000000 0.398593189664 Long ABS-O CORP US Y 2 2027-02-20 Fixed 4.62000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AU2 579000.00000000 PA USD 577486.80000000 0.148750817199 Long DBT CORP CH Y 2 2027-01-12 Fixed 5.71000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90351DAB3 340000.00000000 PA USD 331663.88000000 0.085430997185 Long DBT CORP CH Y 2 2025-09-24 Fixed 4.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HV4S0 279907.77000000 PA USD 260053.79000000 0.066985451058 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 2.28000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89117F8Z5 460000.00000000 PA USD 473019.38000000 0.121841779459 Long DBT CORP CA N 2 2082-10-31 Fixed 8.13000000 N N N N N N 2024-05-30 RUSSELL INVESTMENT CO Kari Seabrands Kari Seabrands Treasurer, Principal Accounting Officer and Principal Financial Officer