NPORT-P false 0000035315 XXXXXXXX S000007004 C000019121 C000019123 C000205019 C000019120 C000019125 C000019124 Fidelity Salem Street Trust 811-02105 0000035315 S4W85DGKOEJ24DPRB829 245 Summer Street Boston 02210 1-800-FIDELITY Fidelity Investment Grade Bond Fund S000007004 N9AAYQAOCG8868R86695 2021-08-31 2021-05-31 N 10642326075.54 929161627.27 9713164448.27 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 23647000.00000000 0.00000000 0.00000000 24023176.47000000 USD N CITIZENS FINANCIAL GRP INC 2138004JDDA4ZQUPFW65 174610AV7 4614000.00000000 PA USD 4564914.10000000 0.046997187418 Long DBT CORP US N 2 2032-09-30 Fixed 0.02638000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XCW4 7090000.00000000 PA USD 7665342.72000000 0.078917048721 Long DBT CORP US N 2 2023-03-20 Fixed 0.05200000 N N N N N N RETAIL PROPERTIES OF AMERICA INC. 549300OVTYLM7DH6CM14 76131VAA1 8142000.00000000 PA USD 8685216.73000000 0.089416963712 Long DBT CORP US N 2 2025-03-15 Fixed 0.04000000 N N N N N N BAYVIEW COML ASSET TR N/A 07324SDG4 10880.00990000 PA USD 10062.18000000 0.000103593221 Long ABS-MBS CORP US N 2 2036-04-25 Variable 0.00661630 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2018-WPT N/A 46645WAU7 2821000.00000000 PA USD 2980306.95000000 0.030683171955 Long ABS-MBS CORP US N 2 2033-07-05 Fixed 0.04247500 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 251525AP6 8603000.00000000 PA USD 9336173.99000000 0.096118767881 Long DBT CORP DE N 2 2025-04-01 Fixed 0.04500000 N N N N N N BAMLL COML MTG SECS TR 2019 N/A 05492PAA6 3676000.00000000 PA USD 3820294.03000000 0.039331095961 Long ABS-MBS CORP US N 2 2032-11-05 Fixed 0.03112000 N N N N N N NATWEST GROUP PLC (UNGTD) 2138005O9XJIJN4JPN90 780097BA8 12145000.00000000 PA USD 13965559.79000000 0.143779711178 Long DBT CORP GB N 2 2026-04-05 Fixed 0.04800000 N N N N N N BLACKBIRD AIRCRAFT SECURITIZATION 2016-1A AA N/A 09228YAB8 3771979.21570000 PA USD 3805553.60000000 0.039179338723 Long ABS-CBDO CORP KY N 2 2041-12-16 Variable 0.04213000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AF4 2843000.00000000 PA USD 3001355.10000000 0.030899869100 Long DBT CORP US N 2 2023-03-15 Variable 0.04750000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABD6 6800000.00000000 PA USD 7475308.00000000 0.076960583132 Long DBT CORP US N 2 2027-04-15 Fixed 0.03750000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 06739GCR8 3331000.00000000 PA USD 3374493.80000000 0.034741446188 Long DBT CORP GB N 2 2022-05-12 Fixed 0.01700000 N N N N N N RETL 2019-RVP N/A 74952PAJ6 3814689.13700000 PA USD 3805045.98000000 0.039174112620 Long ABS-MBS CORP US N 2 2036-03-15 Variable 0.02201000 N N N N N N BENCHMARK 2019-B13 MTG TR N/A 08162DAE8 8383000.00000000 PA USD 8967095.58000000 0.092318992721 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 0.02952000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BB9 3780000.00000000 PA USD 3928280.86000000 0.040442853417 Long DBT CORP US N 2 2022-07-23 Fixed 0.04464000 N N N N N N DRYDEN 70 CLO LTD N/A 26252EAA7 1808000.00000000 PA USD 1815768.98000000 0.018693897232 Long ABS-CBDO CORP KY N 2 2032-01-16 Variable 0.01353630 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599CS2 1621000.00000000 PA USD 1519687.50000000 0.015645647801 Long DBT CORP US N 2 2029-08-15 Fixed 0.03500000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XAS3 1236000.00000000 PA USD 1236000.00000000 0.012724998187 Long DBT CORP US N 2 2021-06-01 Fixed 0.03375000 N N N N N N BX TRUST 2019 N/A 056054AA7 12432373.47200000 PA USD 12446106.27000000 0.128136472272 Long ABS-MBS CORP US N 2 2036-10-15 Variable 0.01021000 N N N N N N BX COML MTG TR 2020-FOX N/A 12433AAA7 7230546.88000000 PA USD 7244329.03000000 0.074582583962 Long ABS-MBS CORP US N 2 2032-11-15 Variable 0.01101000 N N N N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 855244AY5 3483000.00000000 PA USD 3518477.39000000 0.036223801303 Long DBT CORP US N 2 2022-05-07 Fixed 0.01300000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PAN8 2399000.00000000 PA USD 2715334.06000000 0.027955194977 Long DBT CORP US N 2 2024-11-15 Fixed 0.04750000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFX2 3838000.00000000 PA USD 4256724.76000000 0.043824283864 Long DBT CORP US N 2 2026-04-19 Fixed 0.03500000 N N N N N N FLATIRON CLO LT N/A 33883PAC1 5916000.00000000 PA USD 5916000.00000000 0.060907030160 Long ABS-CBDO CORP KY N 2 2034-07-19 Variable 0.01110000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAL6 9054000.00000000 PA USD 9017075.52000000 0.092833551496 Long DBT CORP US N 2 2024-02-15 Fixed 0.00700000 N N N N N N CSMC 2019-ICE4 N/A 12653VAE6 2018000.00000000 PA USD 2020429.67000000 0.020800941657 Long ABS-MBS CORP US N 2 2036-05-15 Variable 0.01531000 N N N N N N DUKE REALTY LP 2549009GZDBNY1KE9O81 26441YAX5 975000.00000000 PA USD 1021345.10000000 0.010515060312 Long DBT CORP US N 2 2023-04-15 Fixed 0.03625000 N N N N N N CANADIAN NATL RESOURCES LTD 549300T15RIMIKZC5Q38 136385AR2 1673000.00000000 PA USD 1683821.05000000 0.017335452920 Long DBT CORP CA N 2 2021-11-15 Fixed 0.03450000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCC4 14189000.00000000 PA USD 12538819.30000000 0.129090981283 Long DBT CORP MX N 2 2047-09-21 Fixed 0.06750000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U2F9 40441000.00000000 PA USD 43957415.72000000 0.452555044796 Long DBT CORP US N 2 2027-06-17 Variable 0.03196000 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 064159KJ4 8146000.00000000 PA USD 8217277.50000000 0.084599386160 Long EP CORP CA N 2 N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LBC9 12300000.00000000 PA USD 13463994.63000000 0.138615944388 Long DBT CORP US N 2 2027-05-15 Fixed 0.03875000 N N N N N N ARES XXXIV CLO LTD 549300VDFIIXSFET0S73 04015GAP4 16288000.00000000 PA USD 16358722.50000000 0.168418053530 Long ABS-CBDO CORP KY N 2 2033-04-17 Variable 0.01439750 N N N N N N REGENCY ENERGY PARTNERS LP / REGENCY ENERGY FIN CORP N/A 75886AAL2 1450000.00000000 PA USD 1488495.19000000 0.015324513426 Long DBT CORP US N 2 2022-03-01 Fixed 0.05875000 N N N N N N BLACKBIRD AIRCRAFT SECURITIZATION 2016-1A AA N/A 09228YAA0 599958.34690000 PA USD 603110.59000000 0.006209208062 Long ABS-CBDO CORP KY N 2 2041-12-16 Variable 0.02487000 N N N N N N BAYVIEW COML ASSET TR 06 2 N/A 07324YAE9 12048.08820000 PA USD 10635.35000000 0.000109494182 Long ABS-MBS CORP US N 2 2036-07-25 Variable 0.00586630 N N N N N N MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC N/A 55820BAA5 8330000.00000000 PA USD 8338046.78000000 0.085842742850 Long ABS-CBDO CORP KY N 2 2031-07-15 Variable 0.01833750 N N N N N N BX TR 2018-IND N/A 12433WAA9 5535062.27800000 PA USD 5403285.73000000 0.055628479871 Long ABS-MBS CORP US N 2 2037-09-15 Variable 0.01188627 N N N N N N AIMCO CLO 12 LTD N/A 00140LAB0 9800000.00000000 PA USD 9791924.80000000 0.100810861919 Long ABS-CBDO CORP KY N 2 2032-01-17 Variable 0.01435600 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GXJ8 12527000.00000000 PA USD 13657768.82000000 0.140610908965 Long DBT CORP US N 2 2025-04-01 Fixed 0.03500000 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2018-WPT N/A 46645WBE2 955000.00000000 PA USD 1005035.79000000 0.010347150975 Long ABS-MBS CORP US N 2 2033-07-05 Fixed 0.05350300 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAS9 816000.00000000 PA USD 945921.15000000 0.009738547669 Long DBT CORP US N 2 2029-02-15 Fixed 0.04800000 N N N N N N GB 2020-FLIX A N/A 368306AA4 5900000.00000000 PA USD 5921978.68000000 0.060968582499 Long ABS-MBS CORP TC N 2 2037-08-15 Variable 0.01221000 N N N N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137LAJ4 1366000.00000000 PA USD 1702413.34000000 0.017526866234 Long DBT CORP US N 2 2039-01-25 Fixed 0.05476000 N N N N N N CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1 N/A 14855MAA6 5375282.55380000 PA USD 5387881.68000000 0.055469890463 Long ABS-CBDO CORP US N 2 2039-04-15 Fixed 0.03967000 N N N N N N SILVERSTONE MASTER ISSUER PLC 549300P6OXWKM20QS303 82846GAV2 3175000.04500000 PA USD 3178997.37000000 0.032728750624 Long ABS-CBDO CORP GB N 2 2070-01-21 Variable 0.00756000 N N N N N N VOYA 2020 N/A 92918EAA5 8331000.00000000 PA USD 8342155.21000000 0.085885040394 Long ABS-CBDO CORP KY N 2 2031-07-16 Variable 0.01883630 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBE0 2435000.00000000 PA USD 2412851.09000000 0.024841040248 Long DBT CORP US N 2 2028-02-15 Fixed 0.01950000 N N N N N N TEVA PHARMACEUTICAL FIN NETH III B V 5493004T21MOAFINJP35 88167AAC5 473000.00000000 PA USD 471817.50000000 0.004857505527 Long DBT CORP NL N 2 2021-07-21 Fixed 0.02200000 N N N N N N CEDAR FUNDING LTD 549300ZKTUZSV15HAV29 15033XAA4 3832000.00000000 PA USD 3850389.77000000 0.039640940812 Long ABS-CBDO CORP KY N 2 2032-10-20 Variable 0.01528250 N N N N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 961214EF6 3103000.00000000 PA USD 3371285.38000000 0.034708414522 Long DBT CORP AU N 2 2034-07-24 Variable 0.04110000 N N N N N N COMCAST CORP NEW 51M0QTTNCGUN7KFCFZ59 20030NDH1 622000.00000000 PA USD 682596.01000000 0.007027534781 Long DBT CORP US N 2 2040-04-01 Fixed 0.03750000 N N N N N N ILLINOIS ST N/A 452152GR6 187000.00000000 PA USD 187696.14000000 0.001932389192 Long DBT MUN US N 2 2021-07-01 Fixed 0.06200000 N N N N N N BX TRUST 2019 N/A 056054AG4 4462951.34000000 PA USD 4465636.25000000 0.045975091575 Long ABS-MBS CORP US N 2 2036-10-15 Variable 0.01551000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CAV3 490970000.00000000 PA USD 460744659.38000000 4.743507245592 Long DBT UST US N 2 2030-11-15 Fixed 0.00875000 N N N N N BAYVIEW COML ASSET TR 06 2 N/A 07324YAG4 11462.43210000 PA USD 9344.21000000 0.000096201501 Long ABS-MBS CORP US N 2 2036-07-25 Variable 0.00721630 N N N N N N SYNCHRONY BANK 549300UATVPGSLE43Z27 87166FAA1 2516000.00000000 PA USD 2579420.74000000 0.026555925761 Long DBT CORP US N 2 2022-06-15 Fixed 0.03000000 N N N N N N BX 2020-BXLP N/A 05607QAN8 3302499.75000000 PA USD 3302498.76000000 0.034000235222 Long ABS-MBS CORP US N 2 2036-12-15 Variable 0.01221000 N N N N N N BFLD TR 2020 -OBRK N/A 05553JAA6 6788000.00000000 PA USD 6881001.03000000 0.070842011032 Long ABS-MBS CORP US N 2 2028-11-15 Variable 0.02151000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46625HJZ4 9713000.00000000 PA USD 11021557.21000000 0.113470303820 Long DBT CORP US N 2 2026-12-15 Fixed 0.04125000 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BB5 557000.00000000 PA USD 607263.81000000 0.006251966732 Long DBT CORP US N 2 2024-04-01 Fixed 0.04950000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NAF2 2296000.00000000 PA USD 2456129.38000000 0.025286603486 Long DBT CORP CA N 2 2023-10-01 Fixed 0.04000000 N N N N N N TRAPEZA CDO XII LTD / TRAPEZA CDO XII INC 5493000R4ICCD2N68609 89413GAG3 490999.99990000 PA USD 331289.97000000 0.003410731608 Long ABS-CBDO CORP KY N 2 2042-04-06 Variable 0.00754250 N N N N N N ALLY FINL INC 549300JBN1OSM8YNAI90 02005NBK5 11466000.00000000 PA USD 11989193.58000000 0.123432416323 Long DBT CORP US N 2 2023-06-05 Fixed 0.03050000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174824M3 6287000.00000000 PA USD 6676235.02000000 0.068733882305 Long DBT CORP US N 2 2022-11-01 Fixed 0.04875000 N N N N N N GALLAGHER (ARTHUR J.) and CO 54930049QLLMPART6V29 363576AA7 7501000.00000000 PA USD 7481423.52000000 0.077023544282 Long DBT CORP US N 2 2031-05-20 Fixed 0.02500000 N N N N N N BAYVIEW COML ASSET TR N/A 07324SCG5 17640.08080000 PA USD 16721.32000000 0.000172151105 Long ABS-MBS CORP US N 2 2035-11-25 Variable 0.00991630 N N N N N N GM FINL AUTOMOBILE LEASING TR 2020-1 N/A 36259KAB3 881024.66000000 PA USD 882370.60000000 0.009084275312 Long ABS-CBDO CORP US N 2 2022-04-20 Fixed 0.01670000 N N N N N N RETAIL OPPORTUNITY INVESTMENTS PARTNERSHIP LP 549300KH0PNTJK9NTE57 76132FAA5 312000.00000000 PA USD 337325.99000000 0.003472874281 Long DBT CORP US N 2 2023-12-15 Fixed 0.05000000 N N N N N N ILLINOIS ST N/A 452152GS4 875000.00000000 PA USD 1107298.24000000 0.011399974188 Long DBT MUN US N 2 2035-07-01 Fixed 0.07350000 N N N N N N CASTLELAKE AIRCRAFT SECURITIZATION N/A 14856CAA7 3366292.38430000 PA USD 3362917.68000000 0.034622266491 Long ABS-CBDO CORP US N 2 2043-06-15 Fixed 0.04125000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109AX2 1277000.00000000 PA USD 1365177.94000000 0.014054924605 Long DBT CORP US N 2 2031-01-15 Fixed 0.03250000 N N N N N N ALLY FINL INC 549300JBN1OSM8YNAI90 02005NBA7 2237000.00000000 PA USD 2517713.64000000 0.025920632286 Long DBT CORP US N 2 2025-03-30 Fixed 0.04625000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RMG4 17133000.00000000 PA USD 16871704.45000000 0.173699359666 Long DBT CORP US N 2 2057-12-01 Fixed 0.03800000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JBB3 966000.00000000 PA USD 1161833.37000000 0.011961430038 Long DBT CORP US N 2 2041-09-01 Fixed 0.05500000 N N N N N N BX TRUST 2019 N/A 05608BAG5 2644000.00000000 PA USD 2635784.83000000 0.027136211314 Long ABS-MBS CORP US N 2 2034-04-15 Variable 0.01401000 N N N N N N VOYA CLO 2019-2 LLC N/A 92917RAC3 5397000.00000000 PA USD 5397577.48000000 0.055569711691 Long ABS-CBDO CORP KY N 2 2032-07-20 Variable 0.01458250 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828ZX1 631800000.00000000 PA USD 632022115.61000000 6.506861064445 Long DBT UST US N 2 2022-06-30 Fixed 0.00125000 N N N N N N RETAIL PROPERTIES OF AMERICA INC. 549300OVTYLM7DH6CM14 76131VAB9 13258000.00000000 PA USD 14437966.11000000 0.148643278788 Long DBT CORP US N 2 2030-09-15 Fixed 0.04750000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61761J3R8 9330000.00000000 PA USD 10157501.49000000 0.104574585801 Long DBT CORP US N 2 2026-07-27 Fixed 0.03125000 N N N N N N HORIZON AIRCRAFT FINANCE LTD N/A 44040HAA0 2766541.85750000 PA USD 2776582.74000000 0.028585768878 Long ABS-CBDO CORP US N 2 2039-07-15 Fixed 0.03721000 N N N N N N VORNADO REALTY L P 549300BMOJ05INE4YK86 929043AK3 2457000.00000000 PA USD 2478220.57000000 0.025514039046 Long DBT CORP US N 2 2026-06-01 Fixed 0.02150000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GFD1 24081000.00000000 PA USD 34344987.80000000 0.353592158177 Long DBT CORP US N 2 2037-10-01 Fixed 0.06750000 N N N N N N BX 2020-BXLP N/A 05607QAK4 4286389.88000000 PA USD 4286389.02000000 0.044129686497 Long ABS-MBS CORP US N 2 2036-12-15 Variable 0.01101000 N N N N N N BARINGS CLO LTD 2021-1 N/A 06762EAA2 10335000.00000000 PA USD 10338875.63000000 0.106441888069 Long ABS-CBDO CORP KY N 2 2034-04-25 Variable 0.01020000 N N N N N N TOLEDO HOSPITAL/THE 5493009DCR7NWV6K4T34 889184AC1 1513000.00000000 PA USD 1750831.80000000 0.018025349095 Long DBT CORP US N 2 2028-11-15 Fixed 0.05325000 N N N N N N SYMPHONY CLO XXV LTD / SYMPHONY CLO XXV LLC N/A 87167WAC9 10365000.00000000 PA USD 10360625.97000000 0.106665814474 Long ABS-CBDO CORP KY N 2 2034-04-19 Variable 0.01165300 N N N N N N BANK 2019-BN24 N/A 06540VBB0 6283000.00000000 PA USD 6718467.82000000 0.069168681903 Long ABS-MBS CORP US N 2 2062-11-15 Fixed 0.02960000 N N N N N N BAYVIEW COML ASSET TR N/A 07324SDJ8 18287.27020000 PA USD 15885.73000000 0.000163548451 Long ABS-MBS CORP US N 2 2036-04-25 Variable 0.00721630 N N N N N N LIFE 2021-BMR MTG TR N/A 53218CAJ9 1836000.00000000 PA USD 1840598.45000000 0.018949524223 Long ABS-MBS CORP US N 2 2038-03-15 Variable 0.01851000 N N N N N N SAPPHIRE AVIATION FINANCE N/A 80307AAA7 15663395.06400000 PA USD 15640745.79000000 0.161026263616 Long ABS-CBDO CORP US N 2 2040-03-15 Fixed 0.03228000 N N N N N N JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC N/A 46590XAB2 38000000.00000000 PA USD 41800380.00000000 0.430347702055 Long DBT CORP US N 2 2030-01-15 Fixed 0.05500000 N N N N N N BRANDYWINE OPER PARTNERSHIP LP IXBXSCONLDQ1ZI73YU71 105340AN3 2463000.00000000 PA USD 2677737.52000000 0.027568127094 Long DBT CORP US N 2 2024-10-01 Fixed 0.04100000 N N N N N N BAYVIEW COML ASSET TR N/A 07324SDH2 11485.02740000 PA USD 10413.11000000 0.000107206153 Long ABS-MBS CORP US N 2 2036-04-25 Variable 0.00691630 N N N N N N CENT CLO 20 LTD / CENT CLO 20 N/A 197363AA2 7685000.00000000 PA USD 7725499.95000000 0.079536385810 Long ABS-CBDO CORP KY N 2 2031-07-20 Variable 0.01888250 N N N N N N ALEXANDRIA REAL EST EQUITS INC MGCJBT4MKTQBVLNUIS88 015271AU3 4519000.00000000 PA USD 5421576.48000000 0.055816788739 Long DBT CORP US N 2 2030-12-15 Fixed 0.04900000 N N N N N N CBRE SERVICES INC 549300CTE3HOMEUMM603 12505BAE0 7642000.00000000 PA USD 7587996.51000000 0.078120745822 Long DBT CORP US N 2 2031-04-01 Fixed 0.02500000 N N N N N N ROCKLAND PARK CLO LTD N/A 773663AA7 11224000.00000000 PA USD 11225133.62000000 0.115566185250 Long ABS-CBDO CORP KY N 2 2034-04-20 Variable 0.00000000 N N N N N N MORGAN STANLEY CAP I TR 2019-MEAD N/A 61771LAA0 7903000.00000000 PA USD 8319475.46000000 0.085651545428 Long ABS-MBS CORP US N 2 2036-11-10 Fixed 0.03170000 N N N N N N BX TR 2018-IND N/A 12433WAG6 1373784.31160000 PA USD 1109110.61000000 0.011418633092 Long ABS-MBS CORP US N 2 2037-09-15 Variable 0.02726000 N N N N N N AIMCO 2019 N/A 00901AAA5 7607000.00000000 PA USD 7607715.06000000 0.078323754328 Long ABS-CBDO CORP US N 2 2032-07-22 Variable 0.01503750 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RMF6 1806000.00000000 PA USD 1744303.59000000 0.017958139175 Long DBT CORP US N 2 2033-12-01 Fixed 0.02550000 N N N N N N NATWEST GROUP PLC (UNGTD) 2138005O9XJIJN4JPN90 780099CH8 19005000.00000000 PA USD 21273633.31000000 0.219018564169 Long DBT CORP GB N 2 2024-05-28 Fixed 0.05125000 N N N N N N VENTAS RLTY LTD PARTNERSHIP 32SXKSJ72K64GM3HOU64 92277GAU1 6770000.00000000 PA USD 7005269.75000000 0.072121395527 Long DBT CORP US N 2 2030-01-15 Fixed 0.03000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NAL9 923000.00000000 PA USD 1039515.03000000 0.010702125301 Long DBT CORP CA N 2 2026-12-01 Fixed 0.04250000 N N N N N N WP CAREY INC 54930042CRNE713E3Q67 92936UAC3 2162000.00000000 PA USD 2354875.41000000 0.024244162883 Long DBT CORP US N 2 2025-02-01 Fixed 0.04000000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GWQ3 60430000.00000000 PA USD 65171969.90000000 0.670965371245 Long DBT CORP US N 2 2025-09-29 Variable 0.03272000 N N N N N N DISCOVER BANK X05BVSK68TQ7YTOSNR22 25466AAN1 1865000.00000000 PA USD 1984173.50000000 0.020427673293 Long DBT CORP US N 2 2028-08-09 Variable 0.04682000 N N N N N N NATWEST GROUP PLC (UNGTD) 2138005O9XJIJN4JPN90 780097AY7 36812000.00000000 PA USD 40619015.69000000 0.418185195013 Long DBT CORP GB N 2 2023-06-10 Fixed 0.06100000 N N N N N N AIMCO CLO 11 LTD 549300VLRW0CEQ83RF89 00140NAA8 6499000.00000000 PA USD 6509593.37000000 0.067018255530 Long ABS-CBDO CORP KY N 2 2031-10-15 Variable 0.01563750 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 369604BX0 14600000.00000000 PA USD 16502161.58000000 0.169894802748 Long DBT CORP US N 2 2040-05-01 Fixed 0.04250000 N N N N N N DISCOVERY COMMUNICATIONS LLC L2Z2MO2EQURH3BREWI15 25470DBH1 10998000.00000000 PA USD 12214389.25000000 0.125750874651 Long DBT CORP US N 2 2050-05-15 Fixed 0.04650000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U2L6 15500000.00000000 PA USD 18049243.62000000 0.185822485721 Long DBT CORP US N 2 2031-04-04 Variable 0.04478000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599CX1 236000.00000000 PA USD 201780.00000000 0.002077386840 Long DBT CORP US N 2 2039-08-15 Fixed 0.04300000 N N N N N N ILLINOIS ST N/A 452151LE1 2109545.46020000 PA USD 2182658.51000000 0.022471137203 Long DBT MUN US N 2 2023-06-01 Fixed 0.04950000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAJ7 2232000.00000000 PA USD 2234741.43000000 0.023007346801 Long DBT CORP US N 2 2022-07-22 Variable 0.01113750 N N N N N N COMM 14-CCRE18 MTG TR N/A 12632QAX1 1366000.00000000 PA USD 1484601.31000000 0.015284424740 Long ABS-MBS CORP US N 2 2047-07-15 Fixed 0.03828000 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 25272KAK9 1159000.00000000 PA USD 1381707.55000000 0.014225101998 Long DBT CORP US N 2 2026-06-15 Fixed 0.06020000 N N N N N N CASTLELAKE AIRCRAFT STRUCTURED TR 2021-1 N/A 14856GAA8 2794949.87000000 PA USD 2854618.70000000 0.029389172964 Long ABS-CBDO CORP US N 2 2046-01-15 Fixed 0.03474000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAM5 5215000.00000000 PA USD 5761640.26000000 0.059317849406 Long DBT CORP US N 2 2027-12-01 Fixed 0.03950000 N N N N N N SWISS RE FINANCE LUXEMBOURG 549300CLQZ6TM98LW631 87089NAA8 1800000.00000000 PA USD 2031210.00000000 0.020911928453 Long DBT CORP LU N 2 2049-04-02 Variable 0.05000000 N N N N N N VENTAS RLTY LTD PARTNERSHIP 32SXKSJ72K64GM3HOU64 92277GAH0 652000.00000000 PA USD 680912.41000000 0.007010201604 Long DBT CORP US N 2 2023-06-15 Fixed 0.03125000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 91533BAF7 4600000.00000000 PA USD 4660900.92000000 0.047985401099 Long DBT CORP US N 2 2050-06-22 Fixed 0.04000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBV6 6400000.00000000 PA USD 6663342.27000000 0.068601147499 Long DBT CORP US N 2 2030-04-01 Fixed 0.02950000 N N N N N N ARES CLO LTD N/A 04018AAC3 9160000.00000000 PA USD 9174234.64000000 0.094451552723 Long ABS-CBDO CORP KY N 2 2033-01-15 Variable 0.01455750 N N N N N N MORGAN STANLEY CAP I TR 2019-MEAD N/A 61771LAG7 1096000.00000000 PA USD 1106352.60000000 0.011390238535 Long ABS-MBS CORP US N 2 2036-11-10 Variable 0.03177097 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CX1 4840000.00000000 PA USD 6292199.26000000 0.064780116650 Long DBT CORP US N 2 2060-05-01 Fixed 0.05930000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGC7 4363000.00000000 PA USD 4906457.99000000 0.050513486270 Long DBT CORP US N 2 2027-11-25 Fixed 0.04183000 N N N N N N WEC ENERGY GROUP INC 549300IGLYTZUK3PVP70 976657AH9 1164000.00000000 PA USD 1079565.73000000 0.011114459512 Long DBT CORP US N 2 2067-05-15 Variable 0.02268380 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAD4 1128000.00000000 PA USD 1158310.82000000 0.011925164308 Long DBT CORP US N 2 2023-01-15 Fixed 0.02250000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HAT4 836000.00000000 PA USD 911617.84000000 0.009385384596 Long DBT CORP IT N 2 2024-06-26 Fixed 0.05017000 N N N N N N COMM 2013-CCRE13 MTG TR N/A 12630BBC1 2011000.00000000 PA USD 2172950.46000000 0.022371189858 Long ABS-MBS CORP US N 2 2046-11-10 Fixed 0.04449000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2L7 9008000.00000000 PA USD 9317739.99000000 0.095928984211 Long DBT CORP FR N 2 2026-06-09 Variable 0.02219000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAB8 15000000.00000000 PA USD 16232520.60000000 0.167118766355 Long DBT CORP US N 2 2026-06-01 Fixed 0.03750000 N N N N N N DISCOVER FINANCIAL SVS Z1YLO2USPORE63VVUL20 254709AK4 1184000.00000000 PA USD 1299296.55000000 0.013376655537 Long DBT CORP US N 2 2024-11-06 Fixed 0.03950000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AH3 4187000.00000000 PA USD 4830994.26000000 0.049736564079 Long DBT CORP US N 2 2028-10-15 Fixed 0.04375000 N N N N N N UNUM GROUP 549300E32YFDO6TZ8R31 91529YAJ5 1024000.00000000 PA USD 1237271.95000000 0.012738093302 Long DBT CORP US N 2 2042-08-15 Fixed 0.05750000 N N N N N N EATON VANCE CLO 2020-2 LTD N/A 27829PAA4 9600000.00000000 PA USD 9615456.00000000 0.098994061628 Long ABS-CBDO CORP KY N 2 2032-10-15 Variable 0.01553750 N N N N N N VOYA CLO 2020-3 LTD / VOYA CLO 2020-3 LLC N/A 92918NAC1 12000000.00000000 PA USD 12063300.00000000 0.124195364592 Long ABS-CBDO CORP KY N 2 2031-10-20 Variable 0.01488250 N N N N N N BAYVIEW COML ASST TR 2007 2 N/A 07325XAB6 91191.81180000 PA USD 71973.89000000 0.000740993219 Long ABS-MBS CORP US N 2 2037-07-25 Variable 0.00411630 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 91533BAB6 1203000.00000000 PA USD 1221465.70000000 0.012575363121 Long DBT CORP US N 2 2025-06-22 Fixed 0.01650000 N N N N N N HASBRO INC 549300NUB6D2R1ITYR45 418056AX5 4130000.00000000 PA USD 4407248.30000000 0.045373969765 Long DBT CORP US N 2 2024-11-19 Fixed 0.03000000 N N N N N N DBCCRE 2014-ARCP MORTGAGE TRUST N/A 23305MAA3 15370000.00000000 PA USD 16386078.42000000 0.168699691097 Long ABS-MBS CORP US N 2 2034-01-10 Fixed 0.04238200 N N N N N N LIFE 2021-BMR MTG TR N/A 53218CAA8 9952000.00000000 PA USD 9958245.88000000 0.102523188328 Long ABS-MBS CORP US N 2 2038-03-15 Variable 0.00801000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAQ6 1278000.00000000 PA USD 1308768.99000000 0.013474177205 Long DBT CORP US N 2 2022-07-25 Fixed 0.02850000 N N N N N N NATWEST GROUP PLC (UNGTD) 2138005O9XJIJN4JPN90 780099CE5 13833000.00000000 PA USD 14956088.54000000 0.153977507738 Long DBT CORP GB N 2 2022-12-15 Fixed 0.06125000 N N N N N N VEREIT OPER PARTNERSHIP LP 5493005TQOUJE1LCS698 92340LAG4 1410000.00000000 PA USD 1436334.81000000 0.014787506354 Long DBT CORP US N 2 2032-12-15 Fixed 0.02850000 N N N N N N REGIONS BANK OF ALABAMA EQTWLK1G7ODGC2MGLV11 75913MAA7 2685000.00000000 PA USD 3707129.40000000 0.038166031469 Long DBT CORP US N 2 2037-06-26 Fixed 0.06450000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAW0 11588000.00000000 PA USD 12817265.93000000 0.131957674538 Long DBT CORP US N 2 2023-10-02 Fixed 0.05400000 N N N N N N FIVE CORNERS FND TR II N/A 33834DAA2 11366000.00000000 PA USD 11799425.36000000 0.121478694434 Long DBT CORP US N 2 2030-05-15 Fixed 0.02850000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448ES3 6600000.00000000 PA USD 7034342.24000000 0.072420705707 Long DBT CORP US N 2 2030-03-19 Fixed 0.02750000 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAJ2 6803000.00000000 PA USD 7489941.56000000 0.077111240110 Long DBT CORP US N 2 2030-07-01 Fixed 0.04050000 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 969457BX7 9960000.00000000 PA USD 10674029.11000000 0.109892395695 Long DBT CORP US N 2 2030-11-15 Fixed 0.03500000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBU8 6375000.00000000 PA USD 6774837.90000000 0.069749029125 Long DBT CORP US N 2 2027-04-01 Fixed 0.02800000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFL8 23937000.00000000 PA USD 27266161.07000000 0.280713471034 Long DBT CORP US N 2 2026-10-22 Fixed 0.04250000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967JC6 1115000.00000000 PA USD 1263909.92000000 0.013012339353 Long DBT CORP US N 2 2026-11-20 Fixed 0.04300000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFH7 5249000.00000000 PA USD 5803248.21000000 0.059746215982 Long DBT CORP US N 2 2024-08-26 Fixed 0.04200000 N N N N N N MACK-CALI REALTY LP 549300MJC9VNA6VSEE11 55448QAQ9 429000.00000000 PA USD 439612.77000000 0.004525947978 Long DBT CORP US N 2 2022-04-18 Fixed 0.04500000 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BD1 1271000.00000000 PA USD 1389740.86000000 0.014307807382 Long DBT CORP US N 2 2025-01-15 Fixed 0.04500000 N N N N N N TOLL BROTHERS FINANCE CORP N/A 88947EAS9 10045000.00000000 PA USD 11355169.35000000 0.116904942879 Long DBT CORP US N 2 2027-03-15 Fixed 0.04875000 N N N N N N PINE STREET TRUST II N/A 72284LAA7 4529000.00000000 PA USD 5698981.78000000 0.058672761182 Long DBT CORP US N 2 2049-02-15 Fixed 0.05568000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332AZ5 21631000.00000000 PA USD 24237042.10000000 0.249527764397 Long DBT CORP US N 2 2030-04-15 Fixed 0.04000000 N N N N N N BX TRUST 2019 N/A 05608BAL4 1835000.00000000 PA USD 1817694.67000000 0.018713722800 Long ABS-MBS CORP US N 2 2034-04-15 Variable 0.02001000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJL4 20000000.00000000 PA USD 19106919.00000000 0.196711577383 Long DBT CORP US N 2 2031-10-24 Variable 0.01922000 N N N N N N CSMC SER 2014-3R N/A 12648GAY3 593224.84600000 PA USD 563060.07000000 0.005796875704 Long ABS-CBDO CORP US N 2 2037-05-27 Variable 0.00399450 N N N N N N WESTERN GAS PARTNERS LP L6D8A6MLSY454J2JXJ60 958254AE4 764000.00000000 PA USD 792650.00000000 0.008160574282 Long DBT CORP US N 2 2025-06-01 Fixed 0.03950000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAG5 1247000.00000000 PA USD 1406773.13000000 0.014483159813 Long DBT CORP US N 2 2024-12-01 Fixed 0.04875000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404121AF2 87000.00000000 PA USD 93802.17000000 0.000965722041 Long DBT CORP US N 2 2023-05-01 Fixed 0.04750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828ZS2 446600000.00000000 PA USD 432015718.75000000 4.447734011411 Long DBT UST US N 2 2027-05-31 Fixed 0.00500000 N N N N N N NISSAN MASTER OWNER TR RECEIVABLES N/A 65474VAS0 8520000.00000000 PA USD 8535072.73000000 0.087871185291 Long ABS-CBDO CORP US N 2 2023-11-15 Variable 0.00530880 N N N N N N HORIZON 2018 N/A 440405AE8 1906140.83320000 PA USD 1934554.53000000 0.019916830815 Long ABS-CBDO CORP US N 2 2038-12-15 Fixed 0.04458000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHD4 3280000.00000000 PA USD 3583467.86000000 0.036892898077 Long DBT CORP US N 2 2028-12-20 Variable 0.03419000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599CW3 3821000.00000000 PA USD 3811447.50000000 0.039240018227 Long DBT CORP US N 2 2024-08-15 Fixed 0.02900000 N N N N N N AASET 2018-1 TR N/A 000367AA0 8741746.37790000 PA USD 8375663.89000000 0.086230022508 Long ABS-CBDO CORP US N 2 2038-01-16 Fixed 0.03844000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBF7 20716000.00000000 PA USD 19724315.55000000 0.203067863774 Long DBT CORP US N 2 2033-02-15 Fixed 0.02600000 N N N N N N CF HIPPOLYTA ISSUER LLC N/A 12530MAB1 13232820.48100000 PA USD 13357365.14000000 0.137518161163 Long ABS-MBS CORP US N 2 2060-07-15 Fixed 0.01990000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 91533BAE0 2664000.00000000 PA USD 2751086.43000000 0.028323276566 Long DBT CORP US N 2 2040-06-22 Fixed 0.03850000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CW3 4840000.00000000 PA USD 6224936.48000000 0.064087625749 Long DBT CORP US N 2 2050-05-01 Fixed 0.05805000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JBA5 8096000.00000000 PA USD 8117173.14000000 0.083568781144 Long DBT CORP US N 2 2021-09-01 Fixed 0.04000000 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 084659AV3 1064000.00000000 PA USD 1190820.35000000 0.012259859866 Long DBT CORP US N 2 2030-07-15 Fixed 0.03700000 N N N N N N ILLINOIS ST N/A 452152FA4 1710000.00000000 PA USD 2098250.54000000 0.021602131325 Long DBT MUN US N 2 2035-04-01 Fixed 0.06725000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 94974BGL8 16184000.00000000 PA USD 18502683.30000000 0.190490785969 Long DBT CORP US N 2 2027-07-22 Fixed 0.04300000 N N N N N N AASET 2019-2 TR N/A 00038RAB2 886318.92000000 PA USD 728329.74000000 0.007498377525 Long ABS-CBDO CORP US N 2 2039-10-16 Fixed 0.04458000 N N N N N N UNUM GROUP 549300E32YFDO6TZ8R31 91529YAQ9 8253000.00000000 PA USD 9258428.16000000 0.095318350773 Long DBT CORP US N 2 2025-03-15 Fixed 0.04500000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 6370000.00000000 PA USD 6270290.45000000 0.064554558747 Long DBT CORP US N 2 2050-04-01 Fixed 0.03600000 N N N N N N VORNADO REALTY L P 549300BMOJ05INE4YK86 929043AL1 8887000.00000000 PA USD 8956125.75000000 0.092206054964 Long DBT CORP US N 2 2031-06-01 Fixed 0.03400000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408HS5 1525000.00000000 PA USD 1684911.50000000 0.017346679436 Long DBT CORP US N 2 2050-04-15 Fixed 0.03800000 N N N N N N BAYVIEW COML ASSET TR 2007 3 N/A 07325YAG3 20931.82270000 PA USD 19925.09000000 0.000205134898 Long ABS-MBS CORP US N 2 2037-07-25 Variable 0.00691630 N N N N N N DB MASTER FIN LLC 549300F17UZJL70BPB08 233046AL5 603255.00000000 PA USD 662392.09000000 0.006819529243 Long ABS-CBDO CORP US N 2 2049-05-20 Fixed 0.04352000 N N N N N N ANHEUSER BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 03523TBV9 8082000.00000000 PA USD 10564641.85000000 0.108766220383 Long DBT CORP US N 2 2049-01-23 Fixed 0.05550000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RBA9 7917000.00000000 PA USD 10128437.96000000 0.104275367867 Long DBT CORP US N 2 2041-08-15 Fixed 0.05550000 N N N N N N BAYVIEW COML ASST TR 2007 2 N/A 07325XAE0 39218.48550000 PA USD 41495.83000000 0.000427212266 Long ABS-MBS CORP US N 2 2037-07-25 Variable 0.00581630 N N N N N N BRISTOL PARK CLO LTD 2016 549300XRS6MFERKEPO61 11014PAJ4 6524000.00000000 PA USD 6522466.86000000 0.067150792048 Long ABS-CBDO CORP US N 2 2029-04-15 Variable 0.01173750 N N N N N N BX TRUST 2019 N/A 056054AF6 3150483.91000000 PA USD 3152459.89000000 0.032455539147 Long ABS-MBS CORP US N 2 2036-10-15 Variable 0.01351000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XAQ7 1846000.00000000 PA USD 1876192.94000000 0.019315980389 Long DBT CORP US N 2 2022-02-01 Fixed 0.03750000 N N N N N N TANGER PROPERTIES LP PQPGJDNFN35EXH363L31 875484AJ6 1660000.00000000 PA USD 1733170.01000000 0.017843515563 Long DBT CORP US N 2 2026-09-01 Fixed 0.03125000 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 251526BL2 4654000.00000000 PA USD 4833447.86000000 0.049761824642 Long DBT CORP US N 2 2022-11-16 Fixed 0.03300000 N N N N N N CEDF 2016-6A N/A 15032DAR2 8665000.00000000 PA USD 8673197.09000000 0.089293217840 Long ABS-CBDO CORP KY N 2 2034-04-20 Variable 0.01238250 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021 N/A 95003EAA4 5818000.00000000 PA USD 5829058.85000000 0.060011944418 Long ABS-MBS CORP US N 2 2031-05-15 Variable 0.01300000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477BL6 737000.00000000 PA USD 752801.28000000 0.007750319517 Long DBT CORP US N 2 2023-03-30 Variable 0.02825000 N N N N N N TOLL BROTHERS FINANCE CORP N/A 88947EAT7 2908000.00000000 PA USD 3163584.12000000 0.032570066499 Long DBT CORP US N 2 2028-02-15 Fixed 0.04350000 N N N N N N CSMC SER 2014-3R N/A 12648GAJ6 338009.46620000 PA USD 33.80000000 0.000000347981 Long ABS-CBDO CORP US N 3 2037-05-27 Variable 0.00000000 N N N N N N MADISON PK FDG L LTD / MADISON PK FDG L LLC N/A 55821FAA5 10220000.00000000 PA USD 10217332.58000000 0.105190565180 Long ABS-CBDO CORP KY N 2 2034-04-19 Variable 0.01335800 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFM6 16960000.00000000 PA USD 18709900.07000000 0.192624146020 Long DBT CORP US N 2 2025-01-22 Fixed 0.04000000 N N N N N N BAYVIEW COML ASSET TR 2006-3 N/A 07324NAF0 11399.60250000 PA USD 37664.07000000 0.000387763124 Long ABS-MBS CORP US N 2 2036-10-25 Variable 0.00521630 N N N N N N PLANET FITNESS MASTER ISSUER LLC 18-1A N/A 72703PAC7 4659025.00000000 PA USD 4657767.06000000 0.047953137052 Long ABS-CBDO CORP US N 2 2049-12-05 Fixed 0.03858000 N N N N N N MADISON PARK FUNDING 2015 N/A 55819QAY3 5050349.54000000 PA USD 5050339.44000000 0.051994789822 Long ABS-CBDO CORP KY N 2 2028-01-22 Variable 0.01103750 N N N N N N SITE CENTERS CORP W2AVA6SODOQ1LCYJQR54 23317HAE2 1683000.00000000 PA USD 1822202.58000000 0.018760133113 Long DBT CORP US N 2 2026-02-01 Fixed 0.04250000 N N N N N N FORD CR FLOORPLN MAST OWN TR A 5493001DTG5N7T8BG747 34528QGW8 7032000.00000000 PA USD 7544323.39000000 0.077671117689 Long ABS-CBDO CORP US N 2 2026-04-15 Fixed 0.03060000 N N N N N N MORTGAGE REPURCHASE AGREEMENT FINANCING TRUST SERIES 2016-5 N/A 61916BAW0 3934000.00000000 PA USD 3953107.44000000 0.040698450654 Long ABS-CBDO CORP US N 2 2023-01-23 Variable 0.01345130 N N N N N N NYT MORTGAGE TRUST 2019 N/A 62954PAA8 22356000.00000000 PA USD 22393133.32000000 0.230544159313 Long ABS-MBS CORP US N 2 2035-12-15 Variable 0.01301000 N N N N N N DUKE REALTY LP 2549009GZDBNY1KE9O81 26441YAZ0 372000.00000000 PA USD 403874.53000000 0.004158011862 Long DBT CORP US N 2 2026-06-30 Fixed 0.03250000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AD4 2012000.00000000 PA USD 2039918.05000000 0.021001580492 Long DBT CORP US N 2 2021-09-01 Fixed 0.06000000 N N N N N N HASBRO INC 549300NUB6D2R1ITYR45 418056AW7 1815000.00000000 PA USD 1869675.24000000 0.019248878673 Long DBT CORP US N 2 2022-11-19 Fixed 0.02600000 N N N N N N BAYVIEW COML ASSET TR N/A 07324SAG7 7031.70700000 PA USD 6584.54000000 0.000067789854 Long ABS-MBS CORP US N 2 2033-12-25 Variable 0.01366630 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBG5 7851000.00000000 PA USD 7628742.59000000 0.078540239183 Long DBT CORP US N 2 2051-02-15 Fixed 0.03750000 N N N N N N MAGNETITE XVI LTD / MAGNETITE XVI LLC 549300Z3WHVYABE20I45 55953RAL5 6493616.89700000 PA USD 6471246.39000000 0.066623461637 Long ABS-CBDO CORP KY N 2 2028-01-18 Variable 0.00989750 N N N N N N CORPOARATE OFFICE PPTYS LP H0TWO5VRNEP6CQAWPX27 22003BAL0 2339000.00000000 PA USD 2402279.75000000 0.024732205068 Long DBT CORP US N 2 2026-03-15 Fixed 0.02250000 N N N N N N ANHEUSER BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AP5 3562000.00000000 PA USD 4159871.55000000 0.042827150432 Long DBT CORP US N 2 2058-04-15 Fixed 0.04750000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AC1 3623000.00000000 PA USD 4825401.24000000 0.049678982227 Long DBT CORP US N 2 2031-11-15 Fixed 0.07375000 N N N N N N ANHEUSER BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AU4 7261000.00000000 PA USD 8347838.39000000 0.085943550471 Long DBT CORP US N 2 2060-06-01 Fixed 0.04600000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAQ6 2274000.00000000 PA USD 2420432.98000000 0.024919098125 Long DBT CORP US N 2 2030-05-15 Fixed 0.03750000 N N N N N N WESTERN GAS PARTNERS LP L6D8A6MLSY454J2JXJ60 958254AK0 781000.00000000 PA USD 836693.11000000 0.008614011576 Long DBT CORP US N 2 2028-08-15 Fixed 0.04750000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBY0 6400000.00000000 PA USD 6393756.35000000 0.065825677965 Long DBT CORP US N 2 2060-04-01 Fixed 0.03850000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LAY9 42008000.00000000 PA USD 44302620.63000000 0.456109034969 Long DBT CORP US N 2 2025-07-15 Fixed 0.03250000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BDQ6 2765000.00000000 PA USD 3017767.78000000 0.031068842662 Long DBT CORP US N 2 2024-04-29 Fixed 0.03875000 N N N N N N HUDSON PACIFIC PROPERTIES LP 5493007NTUGLGZ8T3526 44409MAB2 6288000.00000000 PA USD 7144448.17000000 0.073554279947 Long DBT CORP US N 2 2029-04-01 Fixed 0.04650000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AJ8 4200000.00000000 PA USD 4350415.94000000 0.044788863229 Long DBT CORP IT N 2 2022-01-14 Fixed 0.06572000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDF6 4247000.00000000 PA USD 3730989.50000000 0.038411678499 Long DBT CORP MX N 2 2060-01-28 Fixed 0.06950000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHC6 6352000.00000000 PA USD 6609304.02000000 0.068044807181 Long DBT CORP US N 2 2023-12-20 Variable 0.03004000 N N N N N N TANGER PROPERTIES LP PQPGJDNFN35EXH363L31 875484AH0 1630000.00000000 PA USD 1748353.19000000 0.017999831046 Long DBT CORP US N 2 2024-12-01 Fixed 0.03750000 N N N N N N MADISON PK FDG XXXVII LLC N/A 55817EAA4 5884000.00000000 PA USD 5884264.78000000 0.060580306359 Long ABS-CBDO CORP KY N 2 2032-07-15 Variable 0.01483750 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2018-H4 N/A 61691RAE6 1756000.00000000 PA USD 2011493.08000000 0.020708936729 Long ABS-MBS CORP US N 2 2051-12-15 Fixed 0.04310000 N N N N N N BAYVIEW COML ASSET TR 06 4 N/A 07325BAD0 19360.80050000 PA USD 17589.07000000 0.000181084857 Long ABS-MBS CORP US N 2 2036-12-25 Variable 0.00381630 N N N N N N BRANDYWINE OPER PARTNERSHIP LP IXBXSCONLDQ1ZI73YU71 105340AP8 1135000.00000000 PA USD 1251522.16000000 0.012884803574 Long DBT CORP US N 2 2029-10-01 Fixed 0.04550000 N N N N N N BX TRUST 2019 N/A 05608BAJ9 1748000.00000000 PA USD 1738185.50000000 0.017895151567 Long ABS-MBS CORP US N 2 2034-04-15 Variable 0.01701000 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FAD6 1287000.00000000 PA USD 1430592.91000000 0.014728391736 Long DBT CORP US N 2 2025-12-01 Fixed 0.03750000 N N N N N N ANHEUSER-BUSCH INBEV FIN INC 5493000EYEKDT0FBSQ91 035242AM8 4168000.00000000 PA USD 4961553.77000000 0.051080714183 Long DBT CORP US N 2 2036-02-01 Fixed 0.04700000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAD9 2547000.00000000 PA USD 2729323.81000000 0.028099223734 Long DBT CORP GB N 2 2030-04-15 Fixed 0.03400000 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BK5 7132000.00000000 PA USD 7972107.24000000 0.082075283317 Long DBT CORP US N 2 2028-01-15 Fixed 0.04750000 N N N N N N WESTERN GAS PARTNERS LP L6D8A6MLSY454J2JXJ60 958254AF1 1129000.00000000 PA USD 1203830.12000000 0.012393799429 Long DBT CORP US N 2 2026-07-01 Fixed 0.04650000 N N N N N N PROJECT SILVER 2019 N/A 827304AA4 9301432.15830000 PA USD 9317572.00000000 0.095927254702 Long ABS-CBDO CORP US N 2 2044-07-15 Fixed 0.03967000 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2018-WPT N/A 46645WBC6 485000.00000000 PA USD 511508.94000000 0.005266141047 Long ABS-MBS CORP US N 2 2033-07-05 Fixed 0.04949800 N N N N N N ALLY FINL INC 549300JBN1OSM8YNAI90 02005NBJ8 19772000.00000000 PA USD 23103541.47000000 0.237858028586 Long DBT CORP US N 2 2025-05-01 Fixed 0.05800000 N N N N N N MORGAN STANLEY BK AMER MERRILL LYNCH TR 2012-C6 N/A 61761DAE2 3389000.00000000 PA USD 3487879.84000000 0.035908790163 Long ABS-MBS CORP US N 2 2045-11-15 Fixed 0.03476000 N N N N N N VOYA FINANCIAL INC 549300T065Z4KJ686G75 929089AD2 1580000.00000000 PA USD 1690190.31000000 0.017401026400 Long DBT CORP US N 2 2024-07-15 Fixed 0.03125000 N N N N N N BAYVIEW COML ASSET TR 06 4 N/A 07325BAF5 13129.74140000 PA USD 10969.64000000 0.000112935800 Long ABS-MBS CORP US N 2 2036-12-25 Variable 0.00431630 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 969457BU3 510000.00000000 PA USD 531427.10000000 0.005471204598 Long DBT CORP US N 2 2023-01-15 Fixed 0.03700000 N N N N N N COMM MORTGAGE TRUST 2020 N/A 12598EAA0 22582000.00000000 PA USD 22905186.81000000 0.235815906669 Long ABS-MBS CORP US N 2 2038-01-10 Fixed 0.01670000 N N N N N N GB 2020-FLIX A N/A 368306AJ5 1240000.00000000 PA USD 1241162.38000000 0.012778146469 Long ABS-MBS CORP TC N 2 2037-08-15 Variable 0.01451000 N N N N N N ELANCO ANIMAL HEALTH INC 549300SHPNDCE059M934 28414HAF0 680000.00000000 PA USD 684705.60000000 0.007049253656 Long DBT CORP US N 2 2021-08-27 Variable 0.04912000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CAG6 480000000.00000000 PA USD 480168748.80000000 4.943484189496 Long DBT UST US N 2 2022-08-31 Fixed 0.00125000 N N N N N N APOLLO AVIATION SECURITIZATION EQUITY TRUST N/A 00255UAA3 2804399.97000000 PA USD 2808259.10000000 0.028911886697 Long ABS-CBDO CORP US N 2 2040-01-16 Fixed 0.03351000 N N N N N N BAYVIEW COML ASSET TR 06 4 N/A 07325BAC2 130232.29360000 PA USD 123151.80000000 0.001267885462 Long ABS-MBS CORP US N 2 2036-12-25 Variable 0.00361630 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDC3 8589000.00000000 PA USD 8880081.21000000 0.091423153157 Long DBT CORP MX N 2 2030-01-23 Fixed 0.06840000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599DC6 3038000.00000000 PA USD 3243065.00000000 0.033388346478 Long DBT CORP US N 2 2026-03-15 Fixed 0.05550000 N N N N N N VENTAS RLTY LTD PARTNERSHIP 32SXKSJ72K64GM3HOU64 92277GAG2 630000.00000000 PA USD 705711.65000000 0.007265517368 Long DBT CORP US N 2 2026-01-15 Fixed 0.04125000 N N N N N N GMF FLOORPLAN OWNER REVOLVING TR N/A 361886CP7 6000000.00000000 PA USD 6061822.20000000 0.062408314327 Long ABS-CBDO CORP US N 2 2025-10-15 Fixed 0.01310000 N N N N N N MAGNETITE XXI LTD 2019-21A A N/A 55954PAN4 8363000.00000000 PA USD 8373035.60000000 0.086202963458 Long ABS-CBDO CORP KY N 2 2034-04-20 Variable 0.01208250 N N N N N N EATON VANCE CLO 2013-1 LTD / EATON VANCE CLO 2013-1 LLC N/A 27830BBN3 2050000.00000000 PA USD 2048794.60000000 0.021092967291 Long ABS-CBDO CORP KY N 2 2034-01-15 Variable 0.01433750 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RJD5 1454000.00000000 PA USD 1921333.93000000 0.019780720693 Long DBT CORP US N 2 2040-03-15 Fixed 0.06200000 N N N N N N GMF FLOORPLAN OWNER REVOLVING TR N/A 361886BY9 2627000.00000000 PA USD 2629728.40000000 0.027073858514 Long ABS-CBDO CORP US N 2 2023-09-15 Variable 0.00510880 N N N N N N WELLS FARGO COML MTG TR 2015-SG1 549300ZJL46M82UL2Z22 94989QAW0 2761363.64000000 PA USD 2908898.33000000 0.029947998363 Long ABS-MBS CORP US N 2 2048-09-15 Fixed 0.03556000 N N N N N N NATWEST GROUP PLC (UNGTD) 2138005O9XJIJN4JPN90 780097AZ4 24003000.00000000 PA USD 27043468.17000000 0.278420779489 Long DBT CORP GB N 2 2023-12-19 Fixed 0.06000000 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2020-NNN N/A 46652BAY5 31484000.00000000 PA USD 32603659.20000000 0.335664647434 Long ABS-MBS CORP US N 2 2037-01-16 Fixed 0.02812300 N N N N N N ANHEUSER BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AT7 9000000.00000000 PA USD 10325622.33000000 0.106305441290 Long DBT CORP US N 2 2050-06-01 Fixed 0.04500000 N N N N N N BAYVIEW COML ASSET TR 2007 1 N/A 07325MAB0 33975.27440000 PA USD 32146.59000000 0.000330958980 Long ABS-MBS CORP US N 2 2037-03-25 Variable 0.00361630 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 25272KAG8 3397000.00000000 PA USD 3696957.92000000 0.038061312970 Long DBT CORP US N 2 2023-06-15 Fixed 0.05450000 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAH6 12222000.00000000 PA USD 13520442.30000000 0.139197090423 Long DBT CORP US N 2 2029-05-15 Fixed 0.04125000 N N N N N N POST APT HOMES LP 5493005D04NMMCMCB212 737415AL3 317000.00000000 PA USD 328353.86000000 0.003380503457 Long DBT CORP US N 2 2022-12-01 Fixed 0.03375000 N N N N N N CF HIPPOLYTA ISSUER LLC N/A 12530MAE5 13915000.00000000 PA USD 14048546.43000000 0.144634084029 Long ABS-MBS CORP US N 2 2061-03-15 Fixed 0.01530000 N N N N N N CF HIPPOLYTA ISSUER LLC N/A 12530MAA3 20064860.66800000 PA USD 20458507.15000000 0.210626590942 Long ABS-MBS CORP US N 2 2060-07-15 Fixed 0.01690000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAG8 1549000.00000000 PA USD 1804438.31000000 0.018577244518 Long DBT CORP US N 2 2029-04-15 Fixed 0.05250000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 369604BY8 11664000.00000000 PA USD 13291240.32000000 0.136837385908 Long DBT CORP US N 2 2050-05-01 Fixed 0.04350000 N N N N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137LAK1 906000.00000000 PA USD 1157519.49000000 0.011917017323 Long DBT CORP US N 2 2049-01-25 Fixed 0.05576000 N N N N N N THUNDERBOLT III AIRCRAFT LEASE LTD N/A 88607AAA7 7366632.95000000 PA USD 7326032.49000000 0.075423746082 Long ABS-CBDO CORP US N 2 2039-11-15 Fixed 0.03671000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAA0 4331000.00000000 PA USD 4705150.41000000 0.048440963138 Long DBT CORP US N 2 2024-02-01 Fixed 0.04250000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 369604BW2 3695000.00000000 PA USD 4058367.15000000 0.041782131576 Long DBT CORP US N 2 2030-05-01 Fixed 0.03625000 N N N N N N VOLKSWAGEN GROUP AMER FIN LLC 5493002SQ1AVQBY41K40 928668BC5 6678000.00000000 PA USD 6837936.36000000 0.070398647077 Long DBT CORP US N 2 2022-05-13 Fixed 0.02900000 N N N N N N BANQUE FED CRED MUTUEL PARIS VBHFXSYT7OG62HNT8T76 06675FAN7 4861000.00000000 PA USD 4898518.02000000 0.050431741849 Long DBT CORP FR N 2 2022-07-20 Variable 0.00918250 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PBP0 5034000.00000000 PA USD 5223622.52000000 0.053778792151 Long DBT CORP US N 2 2031-05-13 Variable 0.02956000 N N N N N N UTAH ACQUISITION SUB INC 254900JOFV74IJ7H9933 62854AAN4 1304000.00000000 PA USD 1442497.10000000 0.014850949015 Long DBT CORP US N 2 2026-06-15 Fixed 0.03950000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599DL6 3032000.00000000 PA USD 3316371.28000000 0.034143057060 Long DBT CORP US N 2 2046-03-15 Fixed 0.06600000 N N N N N N WELLS FARGO COML MTG TR 2015-C26 N/A 94989CAX9 8381000.00000000 PA USD 9022848.83000000 0.092892989489 Long ABS-MBS CORP US N 2 2048-02-15 Fixed 0.03166000 N N N N N N LIFE 2021-BMR MTG TR N/A 53218CAC4 2401000.00000000 PA USD 2403990.21000000 0.024749814777 Long ABS-MBS CORP US N 2 2038-03-15 Variable 0.00981000 N N N N N N JP MORGAN CHASE COML MTG SE 2021 N/A 46592FAA1 25800000.00000000 PA USD 25842938.94000000 0.266060963732 Long ABS-MBS CORP US N 2 2040-01-05 Fixed 0.01973870 N N N N N N SEQUOIA MTG TR N/A 81744FCU9 1169.86120000 PA USD 1145.11000000 0.000011789257 Long ABS-CBDO CORP US N 2 2034-07-20 Variable 0.01140000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 91533BAD2 6115000.00000000 PA USD 6098108.41000000 0.062781891961 Long DBT CORP US N 2 2030-06-22 Fixed 0.02700000 N N N N N N HESS CORP UASVRYNXNK17ULIGK870 023551AJ3 1023000.00000000 PA USD 1360645.07000000 0.014008257321 Long DBT CORP US N 2 2031-08-15 Fixed 0.07300000 N N N N N N BOSTON PPTY LTD PARTNERSHIP BVHHEFJI6SHNOKQT2572 10112RBD5 4526000.00000000 PA USD 4748181.16000000 0.048883977876 Long DBT CORP US N 2 2031-01-30 Fixed 0.03250000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBH2 2046000.00000000 PA USD 2047248.06000000 0.021077045188 Long DBT CORP US N 2 2022-09-09 Variable 0.01285380 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAZ8 2885000.00000000 PA USD 3264839.10000000 0.033612517500 Long DBT CORP US N 2 2050-04-15 Fixed 0.04500000 N N N N N N CHC COML MTG TR 2019-CHC N/A 162665AJ2 1453376.91000000 PA USD 1438783.84000000 0.014812719867 Long ABS-MBS CORP US N 2 2034-06-15 Variable 0.01851000 N N N N N N WELLS FARGO COML MTG TR 2019-C52 N/A 95002MAX7 2411000.00000000 PA USD 2564634.22000000 0.026403694014 Long ABS-MBS CORP US N 2 2052-08-15 Fixed 0.02892000 N N N N N N DRYDEN 76 CLO LTD N/A 26252WAA7 7839000.00000000 PA USD 7858722.92000000 0.080907957049 Long ABS-CBDO CORP KY N 2 2032-10-20 Variable 0.01518250 N N N N N N VOLKSWAGEN GROUP AMER FIN LLC 5493002SQ1AVQBY41K40 928668BE1 9370000.00000000 PA USD 10149146.05000000 0.104488563990 Long DBT CORP US N 2 2025-05-13 Fixed 0.03350000 N N N N N N DRYDEN SENIOR LOAN FUND 2018 N/A 26253LAA0 4300000.00000000 PA USD 4311949.70000000 0.044392841518 Long ABS-CBDO CORP US N 2 2033-04-17 Variable 0.01369750 N N N N N N BAYVIEW COML ASST TR 2007 2 N/A 07325XAD2 37732.07310000 PA USD 31170.96000000 0.000320914570 Long ABS-MBS CORP US N 2 2037-07-25 Variable 0.00501630 N N N N N N BABSON CLO LTD/CAYMAN ISLANDS N/A 06762LAA6 10448000.00000000 PA USD 10465145.17000000 0.107741871619 Long ABS-CBDO CORP KY N 2 2032-10-15 Variable 0.01583750 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967HB0 4886000.00000000 PA USD 5745961.94000000 0.059156436304 Long DBT CORP US N 2 2025-09-13 Fixed 0.05500000 N N N N N N MORTGAGE REPURCHASE AGREEMENT FINANCING TRUST SERIES 2016-5 N/A 61916BAY6 18687000.00000000 PA USD 18740071.08000000 0.192934765799 Long ABS-CBDO CORP US N 2 2023-04-23 Variable 0.01445130 N N N N N N BAYVIEW COML ASSET TR 06 4 N/A 07325BAE8 24034.10050000 PA USD 21102.69000000 0.000217258650 Long ABS-MBS CORP US N 2 2036-12-25 Variable 0.00401630 N N N N N N PLAINS ALL AM PIPELN/PAA FIN C N/A 72650RAZ5 2386000.00000000 PA USD 2439096.87000000 0.025111248584 Long DBT CORP US N 2 2022-06-01 Fixed 0.03650000 N N N N N N BAYVIEW COML ASST TR 2007 2 N/A 07325XAA8 97416.93210000 PA USD 92759.91000000 0.000954991655 Long ABS-MBS CORP US N 2 2037-07-25 Variable 0.00361630 N N N N N N IPALCO ENTERPRISES INC 5493000YFVK2DZX0JV43 462613AM2 1240000.00000000 PA USD 1339159.46000000 0.013787056392 Long DBT CORP US N 2 2024-09-01 Fixed 0.03700000 N N N N N N DUQUESNE LIGHT HLDGS INC 4CUJ1D8WDXK9X7QI6B93 266233AH8 1869000.00000000 PA USD 1811753.67000000 0.018652558387 Long DBT CORP US N 2 2030-10-01 Fixed 0.02532000 N N N N N N BEECHWOOD PARK CLO LTD N/A 07355TAA0 7272000.00000000 PA USD 7294223.23000000 0.075096260017 Long ABS-CBDO CORP KY N 2 2033-01-17 Variable 0.01519750 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BL7 22326000.00000000 PA USD 26058110.61000000 0.268276221912 Long DBT CORP US N 2 2047-05-01 Fixed 0.05375000 N N N N N N TACONIC PARK CLO LTD 2016-1A N/A 873549AJ8 4376000.00000000 PA USD 4383128.50000000 0.045125649044 Long ABS-CBDO CORP KY N 2 2029-01-20 Variable 0.01188250 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397ZQ9 4908000.00000000 PA USD 5359094.28000000 0.055173515372 Long DBT CORP US N 2 2024-03-18 Fixed 0.05584000 N N N N N N CORPOARATE OFFICE PPTYS LP H0TWO5VRNEP6CQAWPX27 22003BAK2 1435000.00000000 PA USD 1622877.06000000 0.016708015895 Long DBT CORP US N 2 2025-07-01 Fixed 0.05000000 N N N N N N DISNEY (WALT) CO 549300GZKULIZ0WOW665 254687FX9 10500000.00000000 PA USD 10836559.13000000 0.111565691981 Long DBT CORP US N 2 2031-01-13 Fixed 0.02650000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397ZX4 18137000.00000000 PA USD 19174799.14000000 0.197410424194 Long DBT CORP US N 2 2024-11-01 Fixed 0.04063000 N N N N N N WELLS FARGO COML MTG TR 2015-C29 549300NYO16WLNMVJJ46 94989KAW3 3125449.55400000 PA USD 3289682.55000000 0.033868288419 Long ABS-MBS CORP US N 2 2048-06-15 Fixed 0.03400000 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A 00774MAM7 5100000.00000000 PA USD 5334877.19000000 0.054924193020 Long DBT CORP IE N 2 2024-08-14 Fixed 0.02875000 N N N N N N DUQUESNE LIGHT HLDGS INC 4CUJ1D8WDXK9X7QI6B93 266233AD7 2456000.00000000 PA USD 2517490.58000000 0.025918335815 Long DBT CORP US N 2 2021-12-01 Fixed 0.05900000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAF0 2591000.00000000 PA USD 2965827.20000000 0.030534098498 Long DBT CORP US N 2 2028-06-15 Fixed 0.04950000 N N N N N N LIFE 2021-BMR MTG TR N/A 53218CAG5 2102000.00000000 PA USD 2108581.15000000 0.021708488116 Long ABS-MBS CORP US N 2 2038-03-15 Variable 0.01501000 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2016-C28 N/A 61766LBR9 9226714.31200000 PA USD 9822515.55000000 0.101125803051 Long ABS-MBS CORP US N 2 2049-01-15 Fixed 0.03272000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAJ2 49732000.00000000 PA USD 55725288.86000000 0.573708899471 Long DBT CORP US N 2 2025-12-15 Fixed 0.04250000 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BJ8 635000.00000000 PA USD 679283.06000000 0.006993426947 Long DBT CORP US N 2 2023-08-01 Fixed 0.04375000 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 455780CU8 9715000.00000000 PA USD 10928160.63000000 0.112508757451 Long DBT NUSS ID N 2 2070-04-15 Fixed 0.04450000 N N N N N N STORE CAP CORP 5493004EA6C9IHDZ7N66 862121AC4 2849000.00000000 PA USD 2822738.63000000 0.029060957888 Long DBT CORP US N 2 2030-11-18 Fixed 0.02750000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 369604BV4 1589000.00000000 PA USD 1749905.45000000 0.018015812038 Long DBT CORP US N 2 2027-05-01 Fixed 0.03450000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XBK1 5526000.00000000 PA USD 5820385.77000000 0.059922652406 Long DBT CORP US N 2 2023-05-09 Fixed 0.03700000 N N N N N N BAYVIEW COML ASSET TR N/A 07324SCY6 20612.16020000 PA USD 17106.61000000 0.000176117784 Long ABS-MBS CORP US N 2 2036-01-25 Variable 0.01141630 N N N N N N AES CORP 2NUNNB7D43COUIRE5295 00130HCC7 8852000.00000000 PA USD 9557504.40000000 0.098397432174 Long DBT CORP US N 2 2030-07-15 Fixed 0.03950000 N N N N N N ALLY FINL INC 549300JBN1OSM8YNAI90 02005NAV2 2258000.00000000 PA USD 2555410.73000000 0.026308735362 Long DBT CORP US N 2 2024-09-30 Fixed 0.05125000 N N N N N N TERWIN MORTGAGE TRUST N/A 881561BU7 4575.57360000 PA USD 4269.38000000 0.000043954573 Long ABS-CBDO CORP US N 2 2034-09-25 Variable 0.00951630 N N N N N N BARCLAYS PLC (UNGTD) 213800LBQA1Y9L22JB70 06738EBL8 9444000.00000000 PA USD 10007740.79000000 0.103032753571 Long DBT CORP GB N 2 2026-05-07 Variable 0.02852000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDD1 70161000.00000000 PA USD 67565043.00000000 0.695602791035 Long DBT CORP MX N 2 2050-01-23 Fixed 0.07690000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599DF9 2750000.00000000 PA USD 3097655.00000000 0.031891306036 Long DBT CORP US N 2 2036-09-15 Fixed 0.06450000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AQ2 656000.00000000 PA USD 824526.51000000 0.008488752706 Long DBT CORP GB N 2 2044-03-14 Fixed 0.05250000 N N N N N N NIAGARA PARK CLO LLC N/A 65357LAA3 5105000.00000000 PA USD 5110278.57000000 0.052611881505 Long ABS-CBDO CORP KY N 2 2032-07-17 Variable 0.01489750 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17308CC53 50000000.00000000 PA USD 52314587.50000000 0.538594685373 Long DBT CORP US N 2 2030-11-05 Variable 0.02976000 N N N N N N PLAINS ALL AM PIPELN/PAA FIN C N/A 72650RBJ0 26960000.00000000 PA USD 30162904.89000000 0.310536334998 Long DBT CORP US N 2 2025-10-15 Fixed 0.04650000 N N N N N N ANHEUSER BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AS9 3930000.00000000 PA USD 4485806.97000000 0.046182755309 Long DBT CORP US N 2 2040-06-01 Fixed 0.04350000 N N N N N N TEACHERS INS and ANNUITY ASSN AMER O06XD7BJ4EPXNABVFN69 878091BG1 4631000.00000000 PA USD 4567692.38000000 0.047025790660 Long DBT CORP US N 2 2050-05-15 Fixed 0.03300000 N N N N N N PACIFIC LIFECORP VFN8KLUEIK7XMVX1JM30 694476AD4 1657000.00000000 PA USD 2019986.81000000 0.020796382278 Long DBT CORP US N 2 2043-01-30 Fixed 0.05125000 N N N N N N CORPOARATE OFFICE PPTYS LP H0TWO5VRNEP6CQAWPX27 22003BAM8 1690000.00000000 PA USD 1660259.43000000 0.017092878833 Long DBT CORP US N 2 2031-04-15 Fixed 0.02750000 N N N N N N BX TRUST 2019 N/A 056054AE9 2505960.29000000 PA USD 2509493.19000000 0.025836000238 Long ABS-MBS CORP US N 2 2036-10-15 Variable 0.01181000 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401AAJ0 7484000.00000000 PA USD 7678490.15000000 0.079052405535 Long DBT CORP KY N 2 2027-02-15 Fixed 0.03250000 N N N N N N BAYVIEW COML ASSET TR N/A 07324SCU4 12921.18280000 PA USD 12295.03000000 0.000126581095 Long ABS-MBS CORP US N 2 2036-01-25 Variable 0.00796630 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GEU9 1679000.00000000 PA USD 1760730.95000000 0.018127263873 Long DBT CORP US N 2 2023-01-11 Fixed 0.03300000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CY9 14840000.00000000 PA USD 17370951.91000000 0.178839265025 Long DBT CORP US N 2 2030-05-01 Fixed 0.05150000 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401AAF8 5580000.00000000 PA USD 5941602.64000000 0.061170617172 Long DBT CORP KY N 2 2024-07-01 Fixed 0.03950000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SX7 763529000.00000000 PA USD 778322374.38000000 8.013066992998 Long DBT UST US N 2 2051-05-15 Fixed 0.02375000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAU2 6233000.00000000 PA USD 8514647.12000000 0.087660897386 Long DBT CORP US N 2 2039-06-15 Fixed 0.06750000 N N N N N N GS MTG SECS TR 2011-GC5 N/A 36191YAE8 8951000.00000000 PA USD 8949278.72000000 0.092135562695 Long ABS-MBS CORP US N 2 2044-08-10 Fixed 0.05209000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAR4 5083000.00000000 PA USD 5614023.04000000 0.057798084958 Long DBT CORP US N 2 2050-05-15 Fixed 0.05000000 N N N N N N HEALTHCARE TRUST OF AMERICA HOLDINGS LP 549300IYGAS4GE6VDL07 42225UAG9 1129000.00000000 PA USD 1177956.54000000 0.012127423006 Long DBT CORP US N 2 2030-02-15 Fixed 0.03100000 N N N N N N JP MORGAN CHASE COML MTG SECS TR 2012-CIBX N/A 46637WAF0 1309000.00000000 PA USD 1348059.64000000 0.013878686469 Long ABS-MBS CORP US N 2 2045-06-15 Fixed 0.04270700 N N N N N N BX TRUST 2019 N/A 05608BAA8 5741000.00000000 PA USD 5730046.75000000 0.058992584553 Long ABS-MBS CORP US N 2 2034-04-15 Variable 0.01101000 N N N N N N NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 19-1776 N/A 63875BAA3 13077000.00000000 PA USD 13515545.04000000 0.139146671632 Long ABS-MBS CORP US N 2 2036-10-15 Fixed 0.02507300 N N N N N N ALLY FINL INC 549300JBN1OSM8YNAI90 36186CBY8 3172000.00000000 PA USD 4480587.57000000 0.046129019989 Long DBT CORP US N 2 2031-11-01 Fixed 0.08000000 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAC7 3253000.00000000 PA USD 3636672.03000000 0.037440651286 Long DBT CORP US N 2 2026-06-15 Fixed 0.04125000 N N N N N N MILOS CLO LTD 254900GFWI4EEB8IJS18 60162PAE2 6552000.00000000 PA USD 6560085.17000000 0.067538084060 Long ABS-CBDO CORP KY N 2 2030-10-20 Variable 0.01258250 N N N N N N WESTERN GAS PARTNERS LP L6D8A6MLSY454J2JXJ60 958667AA5 7720000.00000000 PA USD 8588500.00000000 0.088421235383 Long DBT CORP US N 2 2050-02-01 Variable 0.06500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 20000000.00000000 PA USD 21921200.00000000 0.225685461383 Long DBT CORP US N 2 2030-04-15 Fixed 0.03875000 N N N N N N BARINGS CLO LTD 2020-IV 549300Q89L7I93JSRH83 06762BAC4 9800000.00000000 PA USD 9800529.20000000 0.100899446850 Long ABS-CBDO CORP KY N 2 2032-01-20 Variable 0.01444000 N N N N N N BENCHMARK 2019-B10 MTG TR N/A 08162VAE8 1426000.00000000 PA USD 1600776.55000000 0.016480484383 Long ABS-MBS CORP US N 2 2062-03-15 Fixed 0.03717000 N N N N N N MAGNETITE XXIX LTD / MAGNETITE XXIX LLC N/A 55955KAA2 8900000.00000000 PA USD 8889142.00000000 0.091516436763 Long ABS-CBDO CORP KY N 2 2034-01-15 Variable 0.01094410 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703DBB6 1437000.00000000 PA USD 1683693.87000000 0.017334143563 Long DBT CORP US N 2 2025-07-15 Fixed 0.05850000 N N N N N N SAPPHIRE AVIATION FINANCE N/A 80307AAB5 521804.69000000 PA USD 457293.51000000 0.004707976606 Long ABS-CBDO CORP US N 2 2040-03-15 Fixed 0.04335000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAL7 830000.00000000 PA USD 873865.40000000 0.008996711675 Long DBT CORP US N 2 2023-03-15 Fixed 0.04250000 N N N N N N ALLY FINL INC 549300JBN1OSM8YNAI90 02005NBH2 7111000.00000000 PA USD 7707826.23000000 0.079354429455 Long DBT CORP US N 2 2024-05-21 Fixed 0.03875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CBZ3 400000000.00000000 PA USD 399875000.00000000 4.116835477558 Long DBT UST US N 2 2028-04-30 Fixed 0.01250000 N N N N N ANHEUSER BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 03523TBU1 3537000.00000000 PA USD 4479151.19000000 0.046114232018 Long DBT CORP US N 2 2039-01-23 Fixed 0.05450000 N N N N N N ENBRIDGE ENERGY PARTNERS LP CZ6VG2MNE1J6YDI02G48 29250RAU0 1656000.00000000 PA USD 1658336.65000000 0.017073083224 Long DBT CORP US N 2 2021-09-15 Fixed 0.04200000 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAN7 1215000.00000000 PA USD 1316343.50000000 0.013552159103 Long DBT CORP US N 2 2024-05-01 Fixed 0.03875000 N N N N N N PLAINS ALL AM PIPELN/PAA FIN C N/A 72650RBM3 1242000.00000000 PA USD 1289010.04000000 0.013270752769 Long DBT CORP US N 2 2029-12-15 Fixed 0.03550000 N N N N N N BAYVIEW COML ASSET TR N/A 07324SCS9 57589.83230000 PA USD 55538.34000000 0.000571784203 Long ABS-MBS CORP US N 2 2036-01-25 Variable 0.00676630 N N N N N N VEREIT OPER PARTNERSHIP LP 5493005TQOUJE1LCS698 92340LAH2 1146000.00000000 PA USD 1151294.46000000 0.011852928735 Long DBT CORP US N 2 2028-06-15 Fixed 0.02200000 N N N N N N AES CORP 2NUNNB7D43COUIRE5295 00130HCF0 3092000.00000000 PA USD 2997967.64000000 0.030864994162 Long DBT CORP US N 2 2031-01-15 Fixed 0.02450000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599DD4 3937000.00000000 PA USD 4682707.17000000 0.048209903115 Long DBT CORP US N 2 2031-05-01 Fixed 0.07500000 N N N N N N AIMCO CLO 14 LTD / AIMCO CLO 14 LLC N/A 00144GAC5 14203000.00000000 PA USD 14199335.63000000 0.146186504981 Long ABS-CBDO CORP KY N 2 2034-04-20 Variable 0.00990000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBX6 43367000.00000000 PA USD 46515471.52000000 0.478891011963 Long DBT CORP US N 2 2029-11-21 Fixed 0.03200000 N N N N N N CSMC 2018-SITE N/A 12690CAA1 2941000.00000000 PA USD 3062030.09000000 0.031524536687 Long ABS-MBS CORP US N 2 2036-04-15 Fixed 0.04284000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 06739FFU0 1105000.00000000 PA USD 1107972.54000000 0.011406916313 Long DBT CORP GB N 2 2021-06-12 Fixed 0.10179000 N N N N N N BAYVIEW COML ASSET TR N/A 07324SCX8 19365.07440000 PA USD 16679.89000000 0.000171724571 Long ABS-MBS CORP US N 2 2036-01-25 Variable 0.01066630 N N N N N N VLS COMMERCIAL MORTGAGE TRUST 2020 N/A 92858TAC0 510000.00000000 PA USD 509924.52000000 0.005249828958 Long ABS-MBS CORP US N 2 2042-10-10 Fixed 0.02453000 N N N N N N ALLEGANY PK CLO LTD / ALLEGANY PK CLO LLC N/A 017154AA3 2910000.00000000 PA USD 2916355.44000000 0.030024771592 Long ABS-CBDO CORP KY N 2 2033-01-20 Variable 0.01518250 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MP3 21454000.00000000 PA USD 24669507.93000000 0.253980132441 Long DBT CORP US N 2 2031-03-31 Variable 0.04412000 N N N N N N AFFILIATED MANAGERS GRP INC 2JE75BUE3T1BLCYYGK54 008252AM0 881000.00000000 PA USD 963083.02000000 0.009915234372 Long DBT CORP US N 2 2024-02-15 Fixed 0.04250000 N N N N N N LINCOLN NATIONAL CORP IND EFQMQROEDSNBRIP7LE47 534187BK4 9415000.00000000 PA USD 10156068.40000000 0.104559831701 Long DBT CORP US N 2 2031-01-15 Fixed 0.03400000 N N N N N N WALGREENS BOOTS ALLIANCE INC 549300RPTUOIXG4LIH86 931427AF5 1216000.00000000 PA USD 1226393.72000000 0.012626098595 Long DBT CORP US N 2 2021-11-18 Fixed 0.03300000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XAS5 15000000.00000000 PA USD 16373053.65000000 0.168565597104 Long DBT CORP US N 2 2025-01-15 Fixed 0.04000000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38148YAC2 6719000.00000000 PA USD 6789089.18000000 0.069895750413 Long DBT CORP US N 2 2022-10-31 Variable 0.02876000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GVR2 7670000.00000000 PA USD 8624490.31000000 0.088791766637 Long DBT CORP US N 2 2025-10-21 Fixed 0.04250000 N N N N N N TR 2013-LC12 WELLS FARGO COML MTG TR 2013-LC12 N/A 95001RAX7 2498000.00000000 PA USD 2892071.24000000 0.029774758323 Long ABS-MBS CORP US N 2 2052-01-15 Fixed 0.04302000 N N N N N N CHICAGO IL BRD ED N/A 167505KK1 3960000.00000000 PA USD 3811365.76000000 0.039239176689 Long DBT MUN US N 2 2025-12-15 Fixed 0.01750000 N N N N N N BAYVIEW COML ASSET TR N/A 07324SCV2 19354.59520000 PA USD 18427.33000000 0.000189715000 Long ABS-MBS CORP US N 2 2036-01-25 Variable 0.00841630 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C32 549300VOKB4Z9J8DIM89 94989YBG7 25401431.46000000 PA USD 26336519.12000000 0.271142522709 Long ABS-MBS CORP US N 2 2059-01-15 Variable 0.01520880 N N N N N N BX COML MTG TR 2018-BIOA N/A 056057AN2 10300000.00000000 PA USD 10312140.61000000 0.106166642857 Long ABS-MBS CORP US N 2 2037-03-15 Variable 0.02052050 N N N N N N MERCEDES BENZ MASTER OWNER TR N/A 58768UAM5 6827000.00000000 PA USD 6985327.69000000 0.071916085918 Long ABS-CBDO CORP US N 2 2024-05-15 Fixed 0.02610000 N N N N N N JPMBB COML MTG SECS TR 2013-C14 N/A 46640LAH5 654000.00000000 PA USD 692323.42000000 0.007127681443 Long ABS-MBS CORP US N 2 2046-08-15 Fixed 0.04409300 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477BM4 691000.00000000 PA USD 741125.75000000 0.007630116363 Long DBT CORP US N 2 2026-03-30 Variable 0.02901000 N N N N N N WP CAREY INC 54930042CRNE713E3Q67 92936UAF6 1045000.00000000 PA USD 1142065.44000000 0.011757913150 Long DBT CORP US N 2 2029-07-15 Fixed 0.03850000 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AX4 9286000.00000000 PA USD 10526098.96000000 0.108369409537 Long DBT CORP US N 2 2030-05-15 Fixed 0.04500000 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703DBC4 2638000.00000000 PA USD 3237111.93000000 0.033327057801 Long DBT CORP US N 2 2027-07-15 Fixed 0.06100000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XAN4 1473000.00000000 PA USD 1611682.98000000 0.016592769417 Long DBT CORP US N 2 2024-09-15 Fixed 0.04250000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BEF9 10480000.00000000 PA USD 11672116.87000000 0.120168014576 Long DBT CORP US N 2 2027-01-20 Fixed 0.03625000 N N N N N N BANK 2019-BNK21 N/A 06540BBD0 5732000.00000000 PA USD 6092058.45000000 0.062719605772 Long ABS-MBS CORP US N 2 2052-10-17 Fixed 0.02851000 N N N N N N CREDIT SUISSE GRP AG 549300506SI9CRFV9Z86 225401AM0 9092000.00000000 PA USD 9503912.70000000 0.097845689225 Long DBT CORP CH N 2 2025-09-11 Variable 0.02593000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAY4 7077000.00000000 PA USD 8880944.07000000 0.091432036565 Long DBT CORP US N 2 2040-11-15 Fixed 0.05875000 N N N N N N SITE CENTERS CORP W2AVA6SODOQ1LCYJQR54 23317HAD4 967000.00000000 PA USD 1016090.20000000 0.010460959509 Long DBT CORP US N 2 2025-02-01 Fixed 0.03625000 N N N N N N BENCHMARK 2018-B4 MTG TR N/A 08161HAF7 806000.00000000 PA USD 922318.37000000 0.009495549827 Long ABS-MBS CORP US N 2 2051-07-15 Fixed 0.04121000 N N N N N N PRUDENTIAL FINL INC 5PRBRS5FEH7NREC8OR45 744320BA9 2764000.00000000 PA USD 3091447.43000000 0.031827397203 Long DBT CORP US N 2 2049-12-07 Fixed 0.03935000 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A 00774MAL9 2472000.00000000 PA USD 2714275.36000000 0.027944295337 Long DBT CORP IE N 2 2026-04-03 Fixed 0.04450000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KJ9 5613000.00000000 PA USD 6439942.80000000 0.066301181600 Long DBT CORP US N 2 2026-03-09 Fixed 0.04600000 N N N N N N BX COML MTG TR 2020-FOX N/A 12433AAC3 5796226.44000000 PA USD 5810744.25000000 0.059823390007 Long ABS-MBS CORP US N 2 2032-11-15 Variable 0.01451000 N N N N N N AUTONATION INC DEL N/A 05329WAQ5 909000.00000000 PA USD 1069504.99000000 0.011010881115 Long DBT CORP US N 2 2030-06-01 Fixed 0.04750000 N N N N N N CENTENE CORP DEL 549300Z7JJ4TQSQGT333 15135BAV3 5110000.00000000 PA USD 5161100.00000000 0.053135103677 Long DBT CORP US N 2 2030-02-15 Fixed 0.03375000 N N N N N N BAYVIEW COML ASSET TR 2007 3 N/A 07325YAB4 34842.87600000 PA USD 33030.31000000 0.000340057147 Long ABS-MBS CORP US N 2 2037-07-25 Variable 0.00381630 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U2H5 4928000.00000000 PA USD 5182766.07000000 0.053358162497 Long DBT CORP US N 2 2025-10-30 Variable 0.02406000 N N N N N N ELANCO ANIMAL HEALTH INC 549300SHPNDCE059M934 28414HAG8 905000.00000000 PA USD 1040750.00000000 0.010714839695 Long DBT CORP US N 2 2028-08-28 Variable 0.05900000 N N N N N N NATWEST GROUP PLC (UNGTD) 2138005O9XJIJN4JPN90 780097BP5 5536000.00000000 PA USD 5833991.14000000 0.060062723853 Long DBT CORP GB N 2 2028-05-22 Variable 0.03073000 N N N N N N BAYVIEW COML ASSET TR 06 2 N/A 07324YAD1 17141.67270000 PA USD 15680.50000000 0.000161435545 Long ABS-MBS CORP US N 2 2036-07-25 Variable 0.00556630 N N N N N N MID AMERICA APTS LP 549300FXWGE3QSYCUJ38 59523UAM9 522000.00000000 PA USD 579990.81000000 0.005971182852 Long DBT CORP US N 2 2025-11-15 Fixed 0.04000000 N N N N N N Fidelity Central Investment Portfolios LLC S2V1M15I679NQK6BNY65 31606V807 1379318.68050000 NS USD 136773240.36000000 1.408122358973 Long EC RF US N 1 N N N LUCALI CLO LTD N/A 54929JAC7 4700000.00000000 PA USD 4706847.90000000 0.048458439317 Long ABS-CBDO CORP KY N 2 2033-01-15 Variable 0.01448370 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XAT1 368000.00000000 PA USD 385301.03000000 0.003966791997 Long DBT CORP US N 2 2023-09-15 Fixed 0.03000000 N N N N N N FORD CR FLOORPLN MAST OWN TR A 5493001DTG5N7T8BG747 34528QHR8 4000000.00000000 PA USD 4024774.00000000 0.041436279818 Long ABS-CBDO CORP US N 2 2027-09-15 Fixed 0.01320000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BU7 25400000.00000000 PA USD 25349204.32000000 0.260977814748 Long DBT CORP US N 2 2031-04-01 Fixed 0.02800000 N N N N N N BARCLAYS PLC (UNGTD) 213800LBQA1Y9L22JB70 06738EAP0 26475000.00000000 PA USD 30254571.00000000 0.311480065648 Long DBT CORP GB N 2 2026-05-12 Fixed 0.05200000 N N N N N N BAYVIEW COML ASSET TR N/A 07324SCC4 22771.11550000 PA USD 21686.93000000 0.000223273580 Long ABS-MBS CORP US N 2 2035-11-25 Variable 0.00691630 N N N N N N PRUDENTIAL FINL INC 5PRBRS5FEH7NREC8OR45 744320AV4 1988000.00000000 PA USD 2199684.21000000 0.022646421994 Long DBT CORP US N 2 2045-05-15 Variable 0.05375000 N N N N N N BX 2020-BXLP N/A 05607QAA6 19362252.26400000 PA USD 19386489.93000000 0.199589845649 Long ABS-MBS CORP US N 2 2036-12-15 Variable 0.00901000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBH3 20716000.00000000 PA USD 19894701.75000000 0.204822041837 Long DBT CORP US N 2 2031-02-15 Fixed 0.02450000 N N N N N N LEXINGTON CORP PPTYS TR REIT 549300S4MH2ICXDBFV43 529043AE1 2571000.00000000 PA USD 2568270.70000000 0.026441132688 Long DBT CORP US N 2 2030-09-15 Fixed 0.02700000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAD8 5000000.00000000 PA USD 5279318.70000000 0.054352201366 Long DBT CORP US N 2 2026-06-01 Fixed 0.03000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAC7 759000.00000000 PA USD 813368.27000000 0.008373875211 Long DBT CORP US N 2 2023-09-15 Fixed 0.04200000 N N N N N N VEREIT OPER PARTNERSHIP LP 5493005TQOUJE1LCS698 92340LAF6 1957000.00000000 PA USD 2113882.30000000 0.021763065077 Long DBT CORP US N 2 2028-01-15 Fixed 0.03400000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAT7 2450000.00000000 PA USD 3026056.74000000 0.031154180042 Long DBT CORP US N 2 2049-02-15 Fixed 0.05500000 N N N N N N DISCOVER FINANCIAL SVS Z1YLO2USPORE63VVUL20 254709AP3 3562000.00000000 PA USD 4040031.83000000 0.041593363846 Long DBT CORP US N 2 2026-01-30 Fixed 0.04500000 N N N N N N JPMDB COML MTG SECS TR 2019 N/A 48129RAX3 1823000.00000000 PA USD 1961905.49000000 0.020198417317 Long ABS-MBS CORP US N 2 2052-11-13 Fixed 0.03056500 N N N N N N DPL INC N/A 233293AQ2 2835000.00000000 PA USD 3075975.00000000 0.031668103802 Long DBT CORP US N 2 2029-04-15 Fixed 0.04350000 N N N N N N ILLINOIS ST N/A 452152BM2 1285000.00000000 PA USD 1566134.48000000 0.016123833672 Long DBT MUN US N 2 2035-02-01 Fixed 0.06630000 N N N N N N BARCLAYS PLC (UNGTD) 213800LBQA1Y9L22JB70 06738EBK0 11424000.00000000 PA USD 13160642.09000000 0.135492837170 Long DBT CORP GB N 2 2030-06-20 Variable 0.05088000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397ZM8 4576000.00000000 PA USD 4688775.52000000 0.048272378635 Long DBT CORP US N 2 2022-01-07 Fixed 0.05596000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAM8 8219000.00000000 PA USD 9705363.00000000 0.099919681702 Long DBT CORP US N 2 2045-07-15 Fixed 0.05200000 N N N N N N WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2020-A N/A 98162HAB6 616288.70000000 PA USD 619991.55000000 0.006383002710 Long ABS-CBDO CORP US N 2 2022-11-15 Fixed 0.01710000 N N N N N N SBA TOWER TR N/A 78403DAN0 5278000.00000000 PA USD 5571075.73000000 0.057355929261 Long ABS-CBDO CORP US N 2 2050-01-15 Fixed 0.02836000 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BM1 4780000.00000000 PA USD 4824797.83000000 0.049672769937 Long DBT CORP US N 2 2031-02-01 Fixed 0.03375000 N N N N N N DR HORTON INC 529900ZIUEYVSB8QDD25 23331ABN8 9432000.00000000 PA USD 9973569.22000000 0.102680946802 Long DBT CORP US N 2 2025-10-15 Fixed 0.02600000 N N N N N N BAMLL COML MTG SECS TR 2019-RLJ N/A 05492HAA4 8900000.00000000 PA USD 8879033.38000000 0.091412365427 Long ABS-MBS CORP US N 2 2036-04-15 Variable 0.01151000 N N N N N N UBS COML MTG TR 2012-C1 N/A 90269GAE1 12718000.00000000 PA USD 12981293.12000000 0.133646384647 Long ABS-MBS CORP US N 2 2045-05-10 Fixed 0.04171000 N N N N N N PRIMA CAPITAL LTD 2021 N/A 74167CAA5 5484785.15000000 PA USD 5484782.96000000 0.056467518790 Long ABS-MBS CORP US N 2 2037-12-15 Variable 0.01549250 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29279FAA7 1064000.00000000 PA USD 1327956.98000000 0.013671723433 Long DBT CORP US N 2 2049-04-15 Fixed 0.06250000 N N N N N N GMF FLOORPLAN OWNER REVOLVING TR N/A 361886CK8 4912000.00000000 PA USD 4998270.93000000 0.051458728580 Long ABS-CBDO CORP US N 2 2025-08-15 Fixed 0.01480000 N N N N N N SYSCO CORP 5RGWIFLMGH3YS7KWI652 871829BJ5 3840000.00000000 PA USD 3735806.59000000 0.038461271914 Long DBT CORP US N 2 2050-02-15 Fixed 0.03300000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PBJ4 17000000.00000000 PA USD 19811799.66000000 0.203968539455 Long DBT CORP US N 2 2031-03-24 Variable 0.04493000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CU7 4840000.00000000 PA USD 5579626.10000000 0.057443957936 Long DBT CORP US N 2 2027-05-01 Fixed 0.05040000 N N N N N N NVIDIA CORP 549300S4KLFTLO7GSQ80 67066GAH7 4671000.00000000 PA USD 5005118.03000000 0.051529221569 Long DBT CORP US N 2 2050-04-01 Fixed 0.03500000 N N N N N N ENABLE MIDSTREAM PARTNERS LP 549300TLGDBYE711G509 292480AH3 549000.00000000 PA USD 587435.59000000 0.006047829140 Long DBT CORP US N 2 2024-05-15 Variable 0.03900000 N N N N N N CSMC 2019-ICE4 N/A 12653VAA4 11788000.00000000 PA USD 11813033.00000000 0.121618789251 Long ABS-MBS CORP US N 2 2036-05-15 Variable 0.01081000 N N N N N N WEINGARTEN REALTY INVESTORS 549300JMKTJNB8GWHU88 948741AH6 288000.00000000 PA USD 297217.92000000 0.003059949428 Long DBT CORP US N 2 2022-10-15 Fixed 0.03375000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAH5 7888000.00000000 PA USD 8468637.89000000 0.087187218286 Long DBT CORP US N 2 2025-07-01 Fixed 0.03375000 N N N N N N BAMLL COML MTG SECS TR 2019 N/A 05492PAE8 825000.00000000 PA USD 799229.72000000 0.008228314513 Long ABS-MBS CORP US N 2 2032-11-05 Fixed 0.03465000 N N N N N N BX COML MTG TR 2018-BIOA N/A 056057AQ5 2590000.00000000 PA USD 2595418.80000000 0.026720630684 Long ABS-MBS CORP US N 2 2037-03-15 Variable 0.02572050 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HBW4 6614000.00000000 PA USD 7412386.32000000 0.076312785184 Long DBT CORP US N 2 2028-01-31 Fixed 0.03800000 N N N N N N HESS CORP UASVRYNXNK17ULIGK870 023551AM6 839000.00000000 PA USD 1120695.50000000 0.011537903079 Long DBT CORP US N 2 2033-03-15 Fixed 0.07125000 N N N N N N BAYVIEW COML ASSET TR N/A 07324SCE0 15826.11770000 PA USD 15051.88000000 0.000154963710 Long ABS-MBS CORP US N 2 2035-11-25 Variable 0.00826630 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A 00774MAF2 2684000.00000000 PA USD 2845610.65000000 0.029296432333 Long DBT CORP IE N 2 2023-07-03 Fixed 0.04125000 N N N N N N OVINTIV INC N/A 012873AH8 3357000.00000000 PA USD 4569416.87000000 0.047043544813 Long DBT CORP US N 2 2030-09-15 Fixed 0.08125000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAP8 7283000.00000000 PA USD 8455586.31000000 0.087052848276 Long DBT CORP US N 2 2029-03-19 Fixed 0.05150000 N N N N N N CREDIT SUISSE GRP AG 549300506SI9CRFV9Z86 225401AP3 30399000.00000000 PA USD 33809064.98000000 0.348074668765 Long DBT CORP CH N 2 2031-04-01 Variable 0.04194000 N N N N N N CEDAR FDG XII CLO LTD / CEDAR FDG XII CLO LLC N/A 15033TAB1 5300000.00000000 PA USD 5317823.90000000 0.054748624182 Long ABS-CBDO CORP KY N 2 2032-10-25 Variable 0.01445750 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VDS0 82000.00000000 PA USD 103761.27000000 0.001068254023 Long DBT CORP US N 2 2049-04-15 Fixed 0.05012000 N N N N N N KEYBANK NATL ASSN HUX2X73FUCYHUVH1BK78 49306CAB7 725000.00000000 PA USD 912999.70000000 0.009399611268 Long DBT CORP US N 2 2028-02-01 Fixed 0.06950000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RAZ5 13930000.00000000 PA USD 13854861.58000000 0.142640039235 Long DBT CORP FR N 2 2026-12-14 Variable 0.01488000 N N N N N N PLANET FITNESS MASTER ISSUER LLC 18-1A N/A 72703PAA1 28698150.00000000 PA USD 28913386.13000000 0.297672157039 Long ABS-CBDO CORP US N 2 2048-09-05 Fixed 0.04262000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAJ7 3601000.00000000 PA USD 4776949.65000000 0.049180158283 Long DBT CORP US N 2 2037-05-01 Fixed 0.06550000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RBZ0 19500000.00000000 PA USD 23094032.13000000 0.237760127021 Long DBT CORP US N 2 2030-03-23 Fixed 0.04550000 N N N N N N DB MASTER FIN LLC 549300F17UZJL70BPB08 233046AF8 3361095.00000000 PA USD 3587263.08000000 0.036931971028 Long ABS-CBDO CORP US N 2 2047-11-20 Fixed 0.04030000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAN3 5520000.00000000 PA USD 6050037.74000000 0.062286989705 Long DBT CORP US N 2 2024-03-19 Fixed 0.04375000 N N N N N N DBUBS 2011 LC3 N/A 23305YAL3 4500000.00000000 PA USD 4499575.65000000 0.046324508083 Long ABS-MBS CORP US N 2 2044-08-10 Variable 0.05426635 N N N N N N BAYVIEW COML ASSET TR 06 2 N/A 07324YAH2 15368.41800000 PA USD 12145.17000000 0.000125038241 Long ABS-MBS CORP US N 2 2036-07-25 Variable 0.00796630 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VER1 19797000.00000000 PA USD 22753804.89000000 0.234257383483 Long DBT CORP US N 2 2028-09-21 Fixed 0.04329000 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978VAB9 764000.00000000 PA USD 795036.91000000 0.008185148251 Long DBT CORP US N 2 2023-02-01 Fixed 0.03250000 N N N N N N CSMC 2018-SITE N/A 12690CAE3 861000.00000000 PA USD 867401.88000000 0.008930167759 Long ABS-MBS CORP US N 2 2036-04-15 Fixed 0.04534900 N N N N N N BAMLL COML MTG SECS TR 2019 N/A 05492PAG3 341000.00000000 PA USD 325388.27000000 0.003349971800 Long ABS-MBS CORP US N 2 2032-11-05 Variable 0.03718550 N N N N N N DCP MIDSTREAM OPERATING LP 549300Y6CTBSE0QIPL28 23311VAD9 1968000.00000000 PA USD 2042784.00000000 0.021031086324 Long DBT CORP US N 2 2023-03-15 Fixed 0.03875000 N N N N N N DB MASTER FIN LLC 549300F17UZJL70BPB08 233046AK7 811545.00000000 PA USD 857072.67000000 0.008823825382 Long ABS-CBDO CORP US N 2 2049-05-20 Fixed 0.04021000 N N N N N N TANGER PROPERTIES LP PQPGJDNFN35EXH363L31 875484AG2 298000.00000000 PA USD 316026.83000000 0.003253592911 Long DBT CORP US N 2 2023-12-01 Fixed 0.03875000 N N N N N N CSMC 2020-NET N/A 126438AA8 2586000.00000000 PA USD 2671917.78000000 0.027508211090 Long ABS-MBS CORP US N 2 2037-08-15 Fixed 0.02256900 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAD5 1445000.00000000 PA USD 1721291.24000000 0.017721219991 Long DBT CORP US N 2 2038-06-15 Fixed 0.05800000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBK9 10260000.00000000 PA USD 10573156.75000000 0.108853883884 Long DBT CORP US N 2 2060-05-15 Fixed 0.03950000 N N N N N N EATON VANCE CLO 2020-1 LTD N/A 278300AA6 8500000.00000000 PA USD 8518496.00000000 0.087700522783 Long ABS-CBDO CORP KY N 2 2030-10-15 Variable 0.01833750 N N N N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 31635A105 45747815.18800000 NS USD 45756964.75000000 0.471081952680 Long STIV RF US N 1 N N N WFRBS COML MTG TR 2014-C24 N/A 92939KAD0 7819000.00000000 PA USD 8331465.86000000 0.085774990265 Long ABS-MBS CORP US N 2 2047-11-15 Fixed 0.03343000 N N N N N N SILVERSTONE MASTER ISSUER PLC 549300P6OXWKM20QS303 82846GAU4 3136000.02000000 PA USD 3140998.80000000 0.032337543719 Long ABS-CBDO CORP GB N 2 2070-01-21 Floating 0.00576000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XAL0 858000.00000000 PA USD 916345.17000000 0.009434053905 Long DBT CORP US N 2 2023-05-15 Fixed 0.04250000 N N N N N N ALLY FINL INC 549300JBN1OSM8YNAI90 02005NBL3 3119000.00000000 PA USD 3168366.72000000 0.032619304829 Long DBT CORP US N 2 2023-10-02 Fixed 0.01450000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U2M4 22853000.00000000 PA USD 30154633.14000000 0.310451174800 Long DBT CORP US N 2 2051-04-04 Variable 0.05013000 N N N N N N COMCAST CORP NEW 51M0QTTNCGUN7KFCFZ59 20030NBE0 1628000.00000000 PA USD 1985349.61000000 0.020439781706 Long DBT CORP US N 2 2042-07-15 Fixed 0.04650000 N N N N N N MERIT 2020 N/A 590027AA6 2588000.00000000 PA USD 2599179.90000000 0.026759352359 Long ABS-MBS CORP US N 2 2037-08-15 Variable 0.01251000 N N N N N N CSMC 2018-SITE N/A 12690CAJ2 1122000.00000000 PA USD 1017071.79000000 0.010471065278 Long ABS-MBS CORP US N 2 2036-04-15 Variable 0.04782040 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BN3 11014000.00000000 PA USD 13459377.51000000 0.138568409725 Long DBT CORP US N 2 2048-04-01 Fixed 0.05750000 N N N N N N CSMC 2018-SITE N/A 12690CAG8 561000.00000000 PA USD 553927.25000000 0.005702850527 Long ABS-MBS CORP US N 2 2036-04-15 Variable 0.04782040 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A 00774MAK1 3901000.00000000 PA USD 4256277.02000000 0.043819674243 Long DBT CORP IE N 2 2024-01-16 Fixed 0.04875000 N N N N N N MORGAN STANLEY CAP I TR 2019-MEAD N/A 61771LAE2 1142000.00000000 PA USD 1175361.02000000 0.012100701334 Long ABS-MBS CORP US N 2 2036-11-10 Variable 0.03177097 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KA8 55258000.00000000 PA USD 63246422.50000000 0.651141271589 Long DBT CORP US N 2 2027-09-29 Fixed 0.04450000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807DF1 1897000.00000000 PA USD 1926206.31000000 0.019830883336 Long DBT CORP US N 2 2029-09-13 Fixed 0.02450000 N N N N N N VENTAS RLTY LTD PARTNERSHIP 32SXKSJ72K64GM3HOU64 92277GAM9 1358000.00000000 PA USD 1513910.32000000 0.015586169966 Long DBT CORP US N 2 2028-03-01 Fixed 0.04000000 N N N N N N NEW JERSEY ECO DEV AUTH ST PEN N/A 645913AA2 7201000.00000000 PA USD 9237028.02000000 0.095098029784 Long DBT MUN US N 2 2029-02-15 Fixed 0.07425000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAN8 2390000.00000000 PA USD 3383733.87000000 0.034836575536 Long DBT CORP US N 2 2038-07-01 Fixed 0.07300000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174467X1 13117000.00000000 PA USD 15215304.58000000 0.156646216184 Long DBT CORP US N 2 2025-11-24 Fixed 0.05000000 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 251526CA5 7035000.00000000 PA USD 7257084.19000000 0.074713902237 Long DBT CORP US N 2 2022-02-14 Fixed 0.05000000 N N N N N N AASET 2019-2 TR N/A 00038RAA4 5014643.68000000 PA USD 5023118.43000000 0.051714541195 Long ABS-CBDO CORP US N 2 2039-10-16 Fixed 0.03376000 N N N N N N ARES XLI CLO LTD / ARES XLI CLO LLC 549300X38KZ67Q2FQG11 04016DAS4 9992000.00000000 PA USD 9993838.53000000 0.102889625551 Long ABS-CBDO CORP KY N 2 2034-04-15 Variable 0.01667900 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06053FAA7 900000.00000000 PA USD 972172.31000000 0.010008811393 Long DBT CORP US N 2 2023-07-24 Fixed 0.04100000 N N N N N N ALLEGRO CLO LTD N/A 01750WAC3 6507000.00000000 PA USD 6507000.00000000 0.066991555992 Long ABS-CBDO CORP KY N 2 2034-07-20 Variable 0.00000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397XZ1 12100000.00000000 PA USD 12352285.00000000 0.127170553590 Long DBT CORP US N 2 2023-05-04 Fixed 0.03096000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 06740L8C2 11014000.00000000 PA USD 12049438.81000000 0.124052659400 Long EP CORP GB N 2 N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 084659AT8 13567000.00000000 PA USD 15118370.98000000 0.155648255113 Long DBT CORP US N 2 2025-04-15 Fixed 0.04050000 N N N N N N FORD CR FLOORPLN MAST OWN TR A 5493001DTG5N7T8BG747 34528QHF4 1010000.00000000 PA USD 1069149.64000000 0.011007222679 Long ABS-CBDO CORP US N 2 2026-09-15 Fixed 0.02440000 N N N N N N BX TR 2018-IND N/A 056059AG3 1281000.00000000 PA USD 1281386.86000000 0.013192269798 Long ABS-MBS CORP US N 2 2035-11-15 Variable 0.01001000 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BL3 5204000.00000000 PA USD 5441732.35000000 0.056024299588 Long DBT CORP US N 2 2029-10-01 Fixed 0.03625000 N N N N N N DCP MIDSTREAM OPERATING LP 549300Y6CTBSE0QIPL28 23311VAF4 1707000.00000000 PA USD 1784190.54000000 0.018368787530 Long DBT CORP US N 2 2044-04-01 Fixed 0.05600000 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703DBD2 2284000.00000000 PA USD 2860938.17000000 0.029454233841 Long DBT CORP US N 2 2030-07-15 Fixed 0.06200000 N N N N N N BOSTON PPTY LTD PARTNERSHIP BVHHEFJI6SHNOKQT2572 10112RBA1 2824000.00000000 PA USD 3249934.69000000 0.033459072038 Long DBT CORP US N 2 2028-12-01 Fixed 0.04500000 N N N N N N KINDER MORGAN ENERGY PARTNERS LP 549300PDHUGWPWGOT525 28370TAE9 920000.00000000 PA USD 923526.38000000 0.009507986659 Long DBT CORP US N 2 2021-10-01 Fixed 0.05000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAB2 4122000.00000000 PA USD 4420218.13000000 0.045507498133 Long DBT CORP US N 2 2046-06-01 Fixed 0.04375000 N N N N N N BX TR 2018-IND N/A 056059AQ1 1473499.99470000 PA USD 1473942.34000000 0.015174687382 Long ABS-MBS CORP US N 2 2035-11-15 Variable 0.01901000 N N N N N N LENNAR CORP 529900G61XVRLX5TJX09 526057CV4 8419000.00000000 PA USD 9756779.10000000 0.100449026184 Long DBT CORP US N 2 2027-06-15 Fixed 0.05000000 N N N N N N DISCOVER FINANCIAL SVS Z1YLO2USPORE63VVUL20 254709AM0 8206000.00000000 PA USD 9211629.05000000 0.094836539616 Long DBT CORP US N 2 2027-02-09 Fixed 0.04100000 N N N N N N BX TRUST N/A 05607QAU2 3505353.59000000 PA USD 3505351.84000000 0.036088669749 Long ABS-MBS CORP US N 2 2036-12-15 Variable 0.01701000 N N N N N N BRANDYWINE OPER PARTNERSHIP LP IXBXSCONLDQ1ZI73YU71 105340AQ6 2767000.00000000 PA USD 2998099.67000000 0.030866353452 Long DBT CORP US N 2 2027-11-15 Fixed 0.03950000 N N N N N N ANHEUSER BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AQ3 18172000.00000000 PA USD 21425426.20000000 0.220581318416 Long DBT CORP US N 2 2029-01-23 Fixed 0.04750000 N N N N N N TANGER PROPERTIES LP PQPGJDNFN35EXH363L31 875484AK3 6943000.00000000 PA USD 7413663.82000000 0.076325937437 Long DBT CORP US N 2 2027-07-15 Fixed 0.03875000 N N N N N N VOLKSWAGEN GROUP AMER FIN LLC 5493002SQ1AVQBY41K40 928668BD3 5817000.00000000 PA USD 6119738.38000000 0.063004579121 Long DBT CORP US N 2 2023-05-12 Fixed 0.03125000 N N N N N N DISNEY (WALT) CO 549300GZKULIZ0WOW665 254687FW1 6562000.00000000 PA USD 6749079.34000000 0.069483836868 Long DBT CORP US N 2 2028-01-13 Fixed 0.02200000 N N N N N N CREDIT SUISSE GRP AG 549300506SI9CRFV9Z86 225433AC5 6137000.00000000 PA USD 6667631.65000000 0.068645307978 Long DBT CORP CH N 2 2025-03-26 Fixed 0.03750000 N N N N N N CGMS COML MTG TR 2017-MDDR N/A 125333AA2 7072000.00000000 PA USD 7144227.04000000 0.073552003346 Long ABS-MBS CORP US N 2 2030-07-10 Fixed 0.03656000 N N N N N N BAYVIEW COML ASST TR 2007 2 N/A 07325XAC4 31128.81020000 PA USD 27886.27000000 0.000287097682 Long ABS-MBS CORP US N 2 2037-07-25 Variable 0.00461630 N N N N N N DRYDEN 85 CLO LTD / DRYDEN 85 CLO LLC N/A 26246BAA2 7751000.00000000 PA USD 7777748.70000000 0.080074302678 Long ABS-CBDO CORP KY N 2 2032-10-15 Variable 0.01533750 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 251526BZ1 5262000.00000000 PA USD 5797166.03000000 0.059683598078 Long DBT CORP US N 2 2026-01-13 Fixed 0.04100000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599CY9 236000.00000000 PA USD 198240.00000000 0.002040941456 Long DBT CORP US N 2 2049-08-15 Fixed 0.04400000 N N N N N N CONSOLIDATED EDISON CO OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111FY4 1501000.00000000 PA USD 1657663.60000000 0.017066153968 Long DBT CORP US N 2 2050-04-01 Fixed 0.03950000 N N N N N N CHC COML MTG TR 2019-CHC N/A 162665AA1 7513421.79100000 PA USD 7515692.35000000 0.077376352372 Long ABS-MBS CORP US N 2 2034-06-15 Variable 0.01221000 N N N N N N UNUM GROUP 549300E32YFDO6TZ8R31 91529YAN6 3614000.00000000 PA USD 3984970.70000000 0.041026492665 Long DBT CORP US N 2 2029-06-15 Fixed 0.04000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KU4 4363000.00000000 PA USD 4908967.89000000 0.050539326458 Long DBT CORP US N 2 2028-07-25 Fixed 0.04125000 N N N N N N BAYVIEW COML ASSET TR N/A 07324SCF7 14100.35740000 PA USD 13343.69000000 0.000137377371 Long ABS-MBS CORP US N 2 2035-11-25 Variable 0.00856630 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LW9 16389000.00000000 PA USD 18471063.31000000 0.190165248497 Long DBT CORP US N 2 2029-04-23 Variable 0.04075000 N N N N N N BAYVIEW COML ASSET TR 2007 3 N/A 07325YAD0 19676.78700000 PA USD 17453.45000000 0.000179688608 Long ABS-MBS CORP US N 2 2037-07-25 Variable 0.00431630 N N N N N N ALIBABA GROUP HOLDING LTD 5493001NTNQJDH60PM02 01609WAY8 16100000.00000000 PA USD 14886060.00000000 0.153256542492 Long DBT CORP KY N 2 2041-02-09 Fixed 0.02700000 N N N N N N BAYVIEW COML ASSET TR N/A 07324SCZ3 14474.58230000 PA USD 29203.79000000 0.000300661953 Long ABS-MBS CORP US N 3 2036-01-25 Variable 0.02191630 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DH0 1944000.00000000 PA USD 2155950.63000000 0.022196171407 Long DBT CORP US N 2 2027-04-01 Fixed 0.03625000 N N N N N N PRUDENTIAL FINL INC 5PRBRS5FEH7NREC8OR45 74432QBT1 813000.00000000 PA USD 828775.57000000 0.008532498079 Long DBT CORP US N 2 2021-11-16 Fixed 0.04500000 N N N N N N ARES LV CLO LTD N/A 04018BAA5 6888000.00000000 PA USD 6905619.50000000 0.071095465713 Long ABS-CBDO CORP KY N 2 2031-04-15 Variable 0.01883750 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCG5 5805000.00000000 PA USD 6198056.55000000 0.063810888645 Long DBT CORP MX N 2 2027-03-13 Fixed 0.06500000 N N N N N N DCP MIDSTREAM OPERATING LP 549300Y6CTBSE0QIPL28 23311RAH9 2821000.00000000 PA USD 2581215.00000000 0.026574398217 Long DBT CORP US N 2 2043-05-21 Variable 0.05850000 N N N N N N MACK-CALI REALTY LP 549300MJC9VNA6VSEE11 55448QAS5 2256000.00000000 PA USD 2362151.57000000 0.024319073177 Long DBT CORP US N 2 2023-05-15 Fixed 0.03150000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CF4 1541000.00000000 PA USD 1826096.08000000 0.018800217887 Long DBT CORP GB N 2 2030-03-31 Fixed 0.04950000 N N N N N N BARCLAYS PLC (UNGTD) 213800LBQA1Y9L22JB70 06738EAW5 3683000.00000000 PA USD 4131700.59000000 0.042537121779 Long DBT CORP GB N 2 2028-05-09 Fixed 0.04836000 N N N N N N QATAR ST 52990074F6OJOAXK4P65 74727PBC4 4105000.00000000 PA USD 4480350.94000000 0.046126583811 Long DBT NUSS QA N 2 2025-04-16 Fixed 0.03400000 N N N N N N AASET 2019-1 TRUST 549300TXM3PCKZJKD061 00256DAA0 2893205.53000000 PA USD 2902970.10000000 0.029886965421 Long ABS-CBDO CORP US N 2 2039-05-15 Fixed 0.03844000 N N N N N N NEW YORK LIFE INSURANCE CO TAE73CY392TBWJ3O3305 64952GAT5 1978000.00000000 PA USD 2108520.70000000 0.021707865765 Long DBT CORP US N 2 2050-05-15 Fixed 0.03750000 N N N N N N BX TR 2018-IND N/A 056059AJ7 6410382.99900000 PA USD 6412311.88000000 0.066016712824 Long ABS-MBS CORP US N 2 2035-11-15 Variable 0.01201000 N N N N N N TREMAN PARK CLO LTD N/A 89473LAH7 9983419.59000000 PA USD 10014148.56000000 0.103098723524 Long ABS-CBDO CORP KY N 2 2028-10-20 Variable 0.01258250 N N N N N N COLUMBIA CENT CLO 31 LTD N/A 19737LAC7 9800000.00000000 PA USD 9776862.20000000 0.100655787844 Long ABS-CBDO CORP KY N 2 2034-04-20 Variable 0.01347410 N N N N N N RABOBANK NEDERLAND COOPERATIEV E CENTRALE RAIFEISEN-BOERNELEE NBANK B.A. DG3RU1DBUFHT4ZF9WN62 21684AAC0 3024000.00000000 PA USD 3373905.13000000 0.034735385650 Long DBT CORP NL N 2 2025-08-04 Fixed 0.04375000 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 054561AC9 425000.00000000 PA USD 450639.09000000 0.004639467316 Long DBT CORP US N 2 2023-04-20 Fixed 0.03900000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967HS3 6000000.00000000 PA USD 7768620.48000000 0.079980324860 Long DBT CORP US N 2 2044-05-06 Fixed 0.05300000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RGQ9 34036000.00000000 PA USD 38746458.17000000 0.398906642385 Long DBT CORP US N 2 2030-02-15 Fixed 0.04300000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 42307TAH1 5618000.00000000 PA USD 7938580.57000000 0.081730115991 Long DBT CORP US N 2 2039-08-01 Fixed 0.07125000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61761JVL0 3002000.00000000 PA USD 3295511.78000000 0.033928302125 Long DBT CORP US N 2 2024-10-23 Fixed 0.03700000 N N N N N N COMMONWEALTH BANK OF AUSTRALIA MSFSBD3QN1GSN7Q6C537 202712BK0 2250000.00000000 PA USD 2350659.13000000 0.024200754991 Long DBT CORP AU N 2 2034-09-12 Variable 0.03610000 N N N N N N MADISON PK FDG XXXII LTD / MADISON PK FDG XXXII LLC N/A 55817AAQ7 2629000.00000000 PA USD 2629149.85000000 0.027067902165 Long ABS-CBDO CORP KY N 2 2031-01-22 Variable 0.01387900 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBT1 6375000.00000000 PA USD 6719419.83000000 0.069178483137 Long DBT CORP US N 2 2025-04-01 Fixed 0.02500000 N N N N N N HESS CORP UASVRYNXNK17ULIGK870 023551AF1 2921000.00000000 PA USD 3935532.32000000 0.040517509416 Long DBT CORP US N 2 2029-10-01 Fixed 0.07875000 N N N N N N THUNDERBOLT AIRCRAFT LEASE LIM N/A 886065AA9 12145202.95210000 PA USD 12213859.78000000 0.125745423595 Long ABS-CBDO CORP US N 2 2038-09-15 Variable 0.04147000 N N N N N N ARES CLO N/A 04017WAC6 4806000.00000000 PA USD 4811430.78000000 0.049535152067 Long ABS-CBDO CORP KY N 2 2032-10-15 Variable 0.01503750 N N N N N N PINE STR TR I N/A 722844AA5 4516000.00000000 PA USD 5114365.89000000 0.052653961715 Long DBT CORP US N 2 2029-02-15 Fixed 0.04572000 N N N N N N PERMANENT MASTER ISSUER PLC 213800MVYG7MLQM2LF25 71419GAY6 5000000.00000000 PA USD 5003645.00000000 0.051514056275 Long ABS-CBDO CORP GB N 2 2058-07-15 Variable 0.00733750 N N N N N N FLATIRON CLO LTD N/A 33883JAB7 5330000.00000000 PA USD 5339993.75000000 0.054976869571 Long ABS-CBDO CORP KY N 2 2032-11-16 Variable 0.01475880 N N N N N N AES CORP 2NUNNB7D43COUIRE5295 00130HCB9 10148000.00000000 PA USD 10825581.96000000 0.111452678657 Long DBT CORP US N 2 2025-07-15 Fixed 0.03300000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAL7 58400000.00000000 PA USD 66430085.85000000 0.683918059905 Long DBT CORP US N 2 2028-12-15 Fixed 0.04375000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAH8 7262000.00000000 PA USD 7603279.29000000 0.078278086719 Long DBT CORP US N 2 2029-09-01 Fixed 0.02950000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAH6 952000.00000000 PA USD 1043173.75000000 0.010739792943 Long DBT CORP US N 2 2024-04-15 Fixed 0.04500000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AF9 2087000.00000000 PA USD 2183528.17000000 0.022480090619 Long DBT CORP US N 2 2022-07-15 Fixed 0.05625000 N N N N N N VENTAS RLTY LTD PARTNERSHIP 32SXKSJ72K64GM3HOU64 92277GAV9 10898000.00000000 PA USD 12811273.04000000 0.131895975901 Long DBT CORP US N 2 2030-11-15 Fixed 0.04750000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448ER5 712000.00000000 PA USD 767933.44000000 0.007906109734 Long DBT CORP US N 2 2027-03-19 Fixed 0.02625000 N N N N N N BAYVIEW COML ASSET TR N/A 07324SCW0 19365.07620000 PA USD 17203.05000000 0.000177110663 Long ABS-MBS CORP US N 2 2036-01-25 Variable 0.01006630 N N N N N N JBS USA LLC / JBS USA FIN INC N/A 472141AA8 3000000.00000000 PA USD 3281250.00000000 0.033781472737 Long DBT CORP US N 2 2028-02-15 Fixed 0.06750000 N N N N N N HEWLETT PACKARD ENTERPRISE CO 549300BX44RGX6ANDV88 42824CAN9 2004000.00000000 PA USD 2099021.98000000 0.021610073536 Long DBT CORP US N 2 2022-10-15 Variable 0.04400000 N N N N N N ILLINOIS ST N/A 452151LF8 13950000.00000000 PA USD 16024892.31000000 0.164981169580 Long DBT MUN US N 2 2033-06-01 Fixed 0.05100000 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BN9 7298000.00000000 PA USD 7130945.86000000 0.073415269534 Long DBT CORP US N 2 2033-04-15 Fixed 0.03250000 N N N N N N ANHEUSER BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AV2 8200000.00000000 PA USD 8976736.23000000 0.092418246162 Long DBT CORP US N 2 2030-06-01 Fixed 0.03500000 N N N N N N APOLLO AVIATION SECURITIZATION EQUITY TRUST N/A 00255UAB1 473101.48000000 PA USD 388097.16000000 0.003995579011 Long ABS-CBDO CORP US N 2 2040-01-16 Fixed 0.04335000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XAQ9 3354000.00000000 PA USD 3396599.69000000 0.034969033089 Long DBT CORP US N 2 2021-09-25 Fixed 0.04375000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967JT9 11914000.00000000 PA USD 13362213.78000000 0.137568079395 Long DBT CORP US N 2 2025-06-10 Fixed 0.04400000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDB5 1757000.00000000 PA USD 1875861.05000000 0.019312563480 Long DBT CORP MX N 2 2027-01-23 Fixed 0.06490000 N N N N N N Fidelity Central Investment Portfolios II LLC 0VPAEPVECBYQ0ULYZJ60 31606V724 11498100.14060000 NS USD 1269505236.52000000 13.06994484939 Long EC RF US N 1 N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VFW9 869000.00000000 PA USD 774197.09000000 0.007970595928 Long DBT CORP US N 2 2056-10-30 Fixed 0.02987000 N N N N N N ARES LIX CLO LTD N/A 04018EAA9 4698000.00000000 PA USD 4696787.92000000 0.048354868745 Long ABS-CBDO CORP KY N 2 2034-04-25 Variable 0.01214920 N N N N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 31635A303 888357849.21500000 NS USD 888446685.00000000 9.146830466339 Long STIV RF US N 1 N N UST NOTES 254900HROIFWPRGM1V77 91282CBL4 200875000.00000000 PA USD 192306425.78000000 1.979853494751 Long DBT UST US N 2 2031-02-15 Fixed 0.01125000 N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A 00774MAS4 10220000.00000000 PA USD 10063915.46000000 0.103611088987 Long DBT CORP IE N 2 2026-01-30 Fixed 0.01750000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473QAX1 1097000.00000000 PA USD 1474001.92000000 0.015175300777 Long DBT CORP US N 2 2041-06-15 Fixed 0.05950000 N N N N N N RETAIL OPPORTUNITY INVESTMENTS PARTNERSHIP LP 549300KH0PNTJK9NTE57 76132FAB3 405000.00000000 PA USD 435964.44000000 0.004488387304 Long DBT CORP US N 2 2024-12-15 Fixed 0.04000000 N N N N N N GB 2020-FLIX A N/A 368306AL0 670000.00000000 PA USD 670838.57000000 0.006906488339 Long ABS-MBS CORP TC N 2 2037-08-15 Variable 0.01701000 N N N N N N ANTHEM INC 8MYN82XMYQH89CTMTH67 94973VBA4 2729000.00000000 PA USD 2857216.72000000 0.029415920375 Long DBT CORP US N 2 2023-01-15 Fixed 0.03300000 N N N N N N BARCLAYS PLC (UNGTD) 213800LBQA1Y9L22JB70 06738EAN5 2821000.00000000 PA USD 3175825.83000000 0.032696098649 Long DBT CORP GB N 2 2026-01-12 Fixed 0.04375000 N N N N N N DB MASTER FIN LLC 549300F17UZJL70BPB08 233046AE1 12028927.50000000 PA USD 12206955.63000000 0.125674343258 Long ABS-CBDO CORP US N 2 2047-11-20 Fixed 0.03629000 N N N N N N SYSCO CORP 5RGWIFLMGH3YS7KWI652 871829BN6 42857000.00000000 PA USD 64414617.43000000 0.663168195834 Long DBT CORP US N 2 2050-04-01 Fixed 0.06600000 N N N N N N CENTENE CORP DEL 549300Z7JJ4TQSQGT333 15135BAT8 8470000.00000000 PA USD 9142772.10000000 0.094127636247 Long DBT CORP US N 2 2029-12-15 Fixed 0.04625000 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401AAE1 1257000.00000000 PA USD 1287817.09000000 0.013258470983 Long DBT CORP KY N 2 2022-05-01 Fixed 0.03625000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAC7 920000.00000000 PA USD 921132.84000000 0.009483344433 Long DBT CORP US N 2 2021-08-15 Fixed 0.03750000 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401AAD3 3116000.00000000 PA USD 3421548.88000000 0.035225892634 Long DBT CORP KY N 2 2024-05-15 Fixed 0.05250000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LAZ6 16340000.00000000 PA USD 17497673.64000000 0.180143904009 Long DBT CORP US N 2 2026-01-15 Fixed 0.03875000 N N N N N N DRYDEN 68 CLO LTD N/A 26252QAA0 6350000.00000000 PA USD 6350361.95000000 0.065378919340 Long ABS-CBDO CORP KY N 2 2032-07-15 Variable 0.01493750 N N N N N N PARK AEROSPACE HOLDINGS LTD 635400CPI3EOIFF6OC33 70014LAB6 4907000.00000000 PA USD 5393677.58000000 0.055529561027 Long DBT CORP KY N 2 2024-02-15 Fixed 0.05500000 N N N N N N ELANCO ANIMAL HEALTH INC 549300SHPNDCE059M934 28414HAE3 2148000.00000000 PA USD 2320613.28000000 0.023891423771 Long DBT CORP US N 2 2023-08-28 Variable 0.05272000 N N N N N N BAYVIEW COML ASSET TR 06 2 N/A 07324YAF6 18511.70800000 PA USD 17223.32000000 0.000177319349 Long ABS-MBS CORP US N 2 2036-07-25 Variable 0.00616630 N N N N N N DCP MIDSTREAM OPERATING LP 549300Y6CTBSE0QIPL28 23311RAE6 1411000.00000000 PA USD 1414527.50000000 0.014562993425 Long DBT CORP US N 2 2021-09-30 Fixed 0.04750000 N N N N N N FORD CR FLOORPLN MAST OWN TR A 5493001DTG5N7T8BG747 34528QHA5 3461000.00000000 PA USD 3549877.10000000 0.036547070925 Long ABS-CBDO CORP US N 2 2024-09-15 Fixed 0.02230000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAD5 7369000.00000000 PA USD 8074648.73000000 0.083130979332 Long DBT CORP US N 2 2024-08-15 Fixed 0.04250000 N N N N N N CHC COML MTG TR 2019-CHC N/A 162665AG8 1286367.80000000 PA USD 1279907.40000000 0.013177038305 Long ABS-MBS CORP US N 2 2034-06-15 Variable 0.01601000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFU8 11356000.00000000 PA USD 12949493.00000000 0.133318992682 Long DBT CORP US N 2 2026-03-03 Fixed 0.04450000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BV5 15400000.00000000 PA USD 14462864.88000000 0.148899619243 Long DBT CORP US N 2 2051-04-01 Fixed 0.03700000 N N N N N N OVINTIV INC N/A 292505AK0 2000000.00000000 PA USD 2132207.34000000 0.021951726971 Long DBT CORP US N 2 2041-11-15 Fixed 0.05150000 N N N N N N ALIBABA GROUP HOLDING LTD 5493001NTNQJDH60PM02 01609WAX0 3090000.00000000 PA USD 3000142.80000000 0.030887388100 Long DBT CORP KY N 2 2031-02-09 Fixed 0.02125000 N N N N N N CEDAR FDG XI CLO LTD N/A 15033LAA0 2558000.00000000 PA USD 2558181.62000000 0.026337262522 Long ABS-CBDO CORP KY N 2 2032-05-29 Variable 0.01540500 N N N N N N LENNAR CORP 529900G61XVRLX5TJX09 526057CD4 15563000.00000000 PA USD 17997753.54000000 0.185292379593 Long DBT CORP US N 2 2027-11-29 Fixed 0.04750000 N N N N N N BAYVIEW COML ASSET TR N/A 07324SDM1 10819.07730000 PA USD 8765.31000000 0.000090241548 Long ABS-MBS CORP US N 2 2036-04-25 Variable 0.01051630 N N N N N N CIT GROUP INC NEW N8O96ZZJQRFYQUJY7K79 125581HA9 2035000.00000000 PA USD 2155573.75000000 0.022192291312 Long DBT CORP US N 2 2024-06-19 Variable 0.03929000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175AY0 2932000.00000000 PA USD 3334105.89000000 0.034325640297 Long DBT CORP US N 2 2025-07-23 Fixed 0.04908000 N N N N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 63906YAA6 10214000.00000000 PA USD 10604501.55000000 0.109176588190 Long DBT CORP GB N 2 2023-05-21 Fixed 0.02375000 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 251526CF4 8509000.00000000 PA USD 8523428.12000000 0.087751300468 Long DBT CORP US N 2 2032-01-14 Variable 0.03729000 N N N N N N ALEXANDRIA REAL EST EQUITS INC MGCJBT4MKTQBVLNUIS88 015271AW9 6718000.00000000 PA USD 6393373.48000000 0.065821736201 Long DBT CORP US N 2 2032-05-18 Fixed 0.02000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83367TBJ7 4491000.00000000 PA USD 4899935.46000000 0.050446334828 Long DBT CORP FR N 2 2025-04-14 Fixed 0.04250000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HAW7 33406000.00000000 PA USD 37798820.52000000 0.389150422823 Long DBT CORP IT N 2 2026-01-15 Fixed 0.05710000 N N N N N N HEALTHCARE TRUST OF AMERICA HOLDINGS LP 549300IYGAS4GE6VDL07 42225UAD6 1176000.00000000 PA USD 1296621.56000000 0.013349115696 Long DBT CORP US N 2 2026-08-01 Fixed 0.03500000 N N N N N N SANTANDER RETAIL AUTO LEASE TRUST 2019-C N/A 80284NAB4 919778.54000000 PA USD 922383.81000000 0.009496223552 Long ABS-CBDO CORP US N 2 2022-09-20 Fixed 0.01890000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HCE3 15715000.00000000 PA USD 17473341.45000000 0.179893396668 Long DBT CORP US N 2 2027-05-11 Fixed 0.03650000 N N N N N N COLUMBIA CENT CLO 30 LTD / COLUMBIA CENT CLO 30 CORP N/A 19736WAC4 12900000.00000000 PA USD 12914486.70000000 0.132958592112 Long ABS-CBDO CORP KY N 2 2034-01-20 Variable 0.01534000 N N N N N N LEXINGTON CORP PPTYS TR REIT 549300S4MH2ICXDBFV43 529043AD3 599000.00000000 PA USD 650447.25000000 0.006696553460 Long DBT CORP US N 2 2024-06-15 Fixed 0.04400000 N N N N N N BAYVIEW COML ASSET TR 2007 3 N/A 07325YAE8 31765.70900000 PA USD 28578.38000000 0.000294223166 Long ABS-MBS CORP US N 2 2037-07-25 Variable 0.00461630 N N N N N N DISNEY (WALT) CO 549300GZKULIZ0WOW665 254687FS0 7961000.00000000 PA USD 9987510.44000000 0.102824475928 Long DBT CORP US N 2 2050-03-23 Fixed 0.04700000 N N N N N N STORE CAP CORP 5493004EA6C9IHDZ7N66 862121AB6 1396000.00000000 PA USD 1575182.37000000 0.016216984468 Long DBT CORP US N 2 2029-03-15 Fixed 0.04625000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AK8 3951000.00000000 PA USD 4358051.89000000 0.044867477671 Long DBT CORP US N 2 2030-06-15 Fixed 0.04100000 N N N N N N NAKILAT INC 2549006RMTDJWLLWF072 62983PAA3 766000.00000000 PA USD 931791.13000000 0.009593074790 Long DBT CORP MH N 2 2033-12-31 Fixed 0.06067000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599CR4 514000.00000000 PA USD 495367.50000000 0.005099959983 Long DBT CORP US N 2 2026-08-15 Fixed 0.03200000 N N N N N N VOYA CLO 2020-2 LTD / VOYA CLO 2020-2 LLC N/A 92918HAA8 8500000.00000000 PA USD 8504496.50000000 0.087556393647 Long ABS-CBDO CORP US N 2 2031-07-19 Variable 0.01789750 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2013-LC11 N/A 46639YAU1 1177000.00000000 PA USD 1223251.51000000 0.012593748582 Long ABS-MBS CORP US N 2 2046-04-15 Fixed 0.03216000 N N N N N N WP CAREY INC 54930042CRNE713E3Q67 92936UAA7 3364000.00000000 PA USD 3691626.18000000 0.038006421075 Long DBT CORP US N 2 2024-04-01 Fixed 0.04600000 N N N N N N CLECO CORPORATE HLDGS LLC 5493002H80P81B3HXL31 18551PAE9 2932000.00000000 PA USD 2998837.81000000 0.030873952829 Long DBT CORP US N 2 2029-09-15 Fixed 0.03375000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAT3 14700000.00000000 PA USD 16623936.44000000 0.171148512192 Long DBT CORP US N 2 2029-01-30 Fixed 0.04625000 N N N N N N SYMPHONY CLO XXIII LTD N/A 87167NAC9 5410000.00000000 PA USD 5418937.32000000 0.055789617779 Long ABS-CBDO CORP KY N 2 2034-01-15 Variable 0.01503750 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAE3 4662000.00000000 PA USD 5288202.59000000 0.054443663732 Long DBT CORP FR N 2 2026-04-01 Fixed 0.04875000 N N N N N N CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1 N/A 14855MAB4 2147332.18660000 PA USD 2016928.78000000 0.020764898923 Long ABS-CBDO CORP US N 2 2039-04-15 Fixed 0.05095000 N N N N N N ANHEUSER-BUSCH INBEV FIN INC 5493000EYEKDT0FBSQ91 035242AN6 9089000.00000000 PA USD 10851607.77000000 0.111720622334 Long DBT CORP US N 2 2046-02-01 Fixed 0.04900000 N N N N N N BAYVIEW COML ASSET TR 2007 3 N/A 07325YAF5 50006.58350000 PA USD 44711.35000000 0.000460317028 Long ABS-MBS CORP US N 2 2037-07-25 Variable 0.00591630 N N N N N N BAMLL COML MTG SECS TR 2020-JGDN N/A 05493DAA2 8340000.00000000 PA USD 8460237.78000000 0.087100736583 Long ABS-MBS CORP US N 2 2030-11-15 Variable 0.02851000 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2018-WPT N/A 46645WBG7 1020000.00000000 PA USD 1050999.84000000 0.010820364934 Long ABS-MBS CORP US N 2 2033-07-05 Fixed 0.05542200 N N N N N N BRANDYWINE OPER PARTNERSHIP LP IXBXSCONLDQ1ZI73YU71 105340AM5 4946000.00000000 PA USD 5177040.17000000 0.053299212605 Long DBT CORP US N 2 2023-02-15 Fixed 0.03950000 N N N N N N MAGNETITE XXI LTD 2019-21A A N/A 55954WAA7 24000000.00000000 PA USD 23993904.00000000 0.247024583263 Long ABS-CBDO CORP KY N 2 2033-01-15 Variable 0.01513750 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A 00774MAA3 185000.00000000 PA USD 189804.70000000 0.001954097462 Long DBT CORP IE N 2 2022-05-26 Fixed 0.03500000 N N N N N N SYMPHONY CLO XXVI LTD / SYMPHONY CLO XXVI LLC N/A 87190GAC5 7800000.00000000 PA USD 7790133.00000000 0.080201802836 Long ABS-CBDO CORP KY N 2 2033-04-20 Variable 0.01189240 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 370334CL6 797000.00000000 PA USD 833810.31000000 0.008584332268 Long DBT CORP US N 2 2030-04-15 Fixed 0.02875000 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 455780CT1 7915000.00000000 PA USD 8774766.88000000 0.090338909906 Long DBT NUSS ID N 2 2050-10-15 Fixed 0.04200000 N N N N N N TOLL BROTHERS FINANCE CORP N/A 88947EAR1 32000.00000000 PA USD 35931.84000000 0.000369929287 Long DBT CORP US N 2 2025-11-15 Fixed 0.04875000 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A 00774MAN5 4349000.00000000 PA USD 5094820.93000000 0.052452740372 Long DBT CORP IE N 2 2025-07-15 Fixed 0.06500000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LAX1 7281000.00000000 PA USD 7843625.88000000 0.080752528403 Long DBT CORP US N 2 2024-06-10 Fixed 0.04200000 N N N N N N BAYVIEW COML ASSET TR N/A 07324SDF6 17878.46160000 PA USD 16938.01000000 0.000174381995 Long ABS-MBS CORP US N 2 2036-04-25 Variable 0.00631630 N N N N N N MORGAN STANLEY CAPITAL BARCLAYS BANK TRUST 2016-MART N/A 61691BAA9 2317000.00000000 PA USD 2317911.51000000 0.023863608223 Long ABS-MBS CORP US N 2 2031-09-13 Fixed 0.02200400 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 455780CS3 10505000.00000000 PA USD 11655954.06000000 0.120001613501 Long DBT NUSS ID N 2 2030-10-15 Fixed 0.03850000 N N N N N N COLUMBIA PIPELINE GROUP INC 549300SRP1TQM9JJBG80 198280AF6 538000.00000000 PA USD 606857.85000000 0.006247787250 Long DBT CORP US N 2 2025-06-01 Fixed 0.04500000 N N N N N N FLATIRON CLO 20 LTD / FLATIRON CLO 20 LLC N/A 33883MAA2 9100000.00000000 PA USD 9175903.10000000 0.094468730029 Long ABS-CBDO CORP KY N 2 2033-11-20 Variable 0.01455250 N N N N N N DISCOVERY COMMUNICATIONS LLC L2Z2MO2EQURH3BREWI15 25470DBJ7 4063000.00000000 PA USD 4342098.52000000 0.044703232845 Long DBT CORP US N 2 2030-05-15 Fixed 0.03625000 N N N N N N ANHEUSER BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 03523TBW7 8567000.00000000 PA USD 11635973.29000000 0.119795905360 Long DBT CORP US N 2 2059-01-23 Fixed 0.05800000 N N N N N N CREDIT SUISSE GRP AG 549300506SI9CRFV9Z86 225433AR2 1859000.00000000 PA USD 2107500.24000000 0.021697359817 Long DBT CORP CH N 2 2026-04-17 Fixed 0.04550000 N N N N N N CASTLELAKE AIRCRAFT STRUCTURED TR 2021-1 N/A 14856GAB6 1739317.71000000 PA USD 1818890.80000000 0.018726037324 Long ABS-CBDO CORP US N 2 2046-01-15 Fixed 0.06656000 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851AP4 1733000.00000000 PA USD 2361478.27000000 0.024312141347 Long DBT CORP US N 2 2039-10-15 Fixed 0.06000000 N N N N N N CSMC 2019-ICE4 N/A 12653VAC0 14528000.00000000 PA USD 14541114.43000000 0.149705222303 Long ABS-MBS CORP US N 2 2036-05-15 Variable 0.01331000 N N N N N N LIFE 2021-BMR MTG TR N/A 53218CAE0 1511000.00000000 PA USD 1512892.83000000 0.015575694595 Long ABS-MBS CORP US N 2 2038-03-15 Variable 0.01201000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468P7 35865000.00000000 PA USD 39494123.04000000 0.406604080990 Long DBT CORP US N 2 2031-04-01 Variable 0.03622000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VCK8 14251000.00000000 PA USD 17674721.95000000 0.181966670533 Long DBT CORP US N 2 2046-08-21 Fixed 0.04862000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AP4 905000.00000000 PA USD 988094.34000000 0.010172733564 Long DBT CORP GB N 2 2024-03-14 Fixed 0.04250000 N N N N N N MORGAN STANLEY CAP I TR 2011-C3 N/A 61760RAE2 8822058.72000000 PA USD 8848201.13000000 0.091094937979 Long ABS-MBS CORP US N 2 2049-07-15 Variable 0.05215531 N N N N N N BAYVIEW COML ASSET TR N/A 07324SCD2 11409.58110000 PA USD 10348.92000000 0.000106545297 Long ABS-MBS CORP US N 2 2035-11-25 Variable 0.00751630 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401AAG6 4949000.00000000 PA USD 5334966.32000000 0.054925110641 Long DBT CORP KY N 2 2026-05-01 Fixed 0.04375000 N N N N N N BAYVIEW COML ASSET TR N/A 07324SCT7 18542.27380000 PA USD 17898.21000000 0.000184267548 Long ABS-MBS CORP US N 2 2036-01-25 Variable 0.00766630 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAE3 941000.00000000 PA USD 1138715.29000000 0.011723422331 Long DBT CORP US N 2 2048-06-15 Fixed 0.06000000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JBD9 544000.00000000 PA USD 587312.45000000 0.006046561376 Long DBT CORP US N 2 2042-09-15 Fixed 0.04500000 N N N N N N BANK 2018-BNK10 N/A 065404BB0 2479000.00000000 PA USD 2772143.98000000 0.028540070486 Long ABS-MBS CORP US N 2 2061-02-15 Fixed 0.03688000 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BH2 2371000.00000000 PA USD 2708027.57000000 0.027879972427 Long DBT CORP US N 2 2026-01-15 Fixed 0.05250000 N N N N N N SBA TOWER TR N/A 78403DAR1 2300000.00000000 PA USD 2337024.48000000 0.024060382097 Long ABS-CBDO CORP US N 2 2052-07-15 Fixed 0.02328000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFP9 32873000.00000000 PA USD 36288893.59000000 0.373605263076 Long DBT CORP US N 2 2025-04-21 Fixed 0.03950000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473QBE2 10080000.00000000 PA USD 11110297.26000000 0.114383909787 Long DBT CORP US N 2 2027-05-15 Fixed 0.03490000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807DE4 3864000.00000000 PA USD 4205984.56000000 0.043301897979 Long DBT CORP US N 2 2027-12-01 Fixed 0.03375000 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BF6 452000.00000000 PA USD 501580.43000000 0.005163923998 Long DBT CORP US N 2 2027-04-01 Fixed 0.04500000 N N N N N N DRYDEN 83 CLO LTD N/A 26246EAC2 4100000.00000000 PA USD 4103981.10000000 0.042251741148 Long ABS-CBDO CORP KY N 2 2032-01-18 Variable 0.01457250 N N N N N N BX TRUST 2019 N/A 056054AH2 6270989.98000000 PA USD 6274925.65000000 0.064602279549 Long ABS-MBS CORP US N 2 2036-10-15 Variable 0.01901000 N N N N N N CENTENE CORP DEL 549300Z7JJ4TQSQGT333 15135BAR2 5450000.00000000 PA USD 5722500.00000000 0.058914888453 Long DBT CORP US N 2 2027-12-15 Fixed 0.04250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128285M8 38237800.00000000 PA USD 43098183.05000000 0.443708981553 Long DBT UST US N 2 2028-11-15 Fixed 0.03125000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RCQ3 24566000.00000000 PA USD 28699980.24000000 0.295475078105 Long DBT CORP US N 2 2046-05-15 Fixed 0.04750000 N N N N N N CBRE SERVICES INC 549300CTE3HOMEUMM603 12505BAD2 4953000.00000000 PA USD 5745895.80000000 0.059155755373 Long DBT CORP US N 2 2026-03-01 Fixed 0.04875000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAV1 1026000.00000000 PA USD 1164276.63000000 0.011986584147 Long DBT CORP US N 2 2047-10-01 Fixed 0.05400000 N N N N N N VLS COMMERCIAL MORTGAGE TRUST 2020 N/A 92858TAA4 9860000.00000000 PA USD 9747225.26000000 0.100350666478 Long ABS-MBS CORP US N 2 2042-10-10 Fixed 0.02130000 N N N N N N BX 2020-BXLP N/A 05607QAR9 4279530.09000000 PA USD 4279528.81000000 0.044059058536 Long ABS-MBS CORP US N 2 2036-12-15 Variable 0.01351000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VEA8 3429000.00000000 PA USD 4027613.87000000 0.041465517148 Long DBT CORP US N 2 2033-08-10 Fixed 0.04500000 N N N N N N SBA TOWER TR N/A 78403DAP5 3008000.00000000 PA USD 3065333.98000000 0.031558551245 Long ABS-CBDO CORP US N 2 2050-07-15 Fixed 0.01884000 N N N N N N BAYVIEW COML ASSET TR 2007 3 N/A 07325YAC2 18470.38610000 PA USD 16491.62000000 0.000169786273 Long ABS-MBS CORP US N 2 2037-07-25 Variable 0.00401630 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBJ9 16728000.00000000 PA USD 16177604.81000000 0.166553391494 Long DBT CORP US N 2 2041-02-15 Fixed 0.03500000 N N N N N N BAYVIEW COML ASSET TR N/A 07324SDL3 10057.88800000 PA USD 8162.44000000 0.000084034817 Long ABS-MBS CORP US N 2 2036-04-25 Variable 0.00931630 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RJH6 4363000.00000000 PA USD 5160596.23000000 0.053129917211 Long DBT CORP US N 2 2042-06-15 Variable 0.04900000 N N N N N N BAYVIEW COML ASSET TR N/A 07324SDK5 10362.79040000 PA USD 9268.75000000 0.000095424617 Long ABS-MBS CORP US N 2 2036-04-25 Variable 0.00871630 N N N N N N PLANET FITNESS MASTER ISSUER LLC 18-1A N/A 72703PAB9 3147300.00000000 PA USD 3297080.01000000 0.033944447533 Long ABS-CBDO CORP US N 2 2048-09-05 Fixed 0.04666000 N N N N N N WFRBS COML MTG TR 2012-C9 N/A 92930RAC6 4134000.00000000 PA USD 4259641.35000000 0.043854311050 Long ABS-MBS CORP US N 2 2045-11-15 Fixed 0.03388000 N N N N N N MORTGAGE REPURCHASE AGREEMENT FINANCING TRUST SERIES 2016-5 N/A 61916BBA7 18032000.00000000 PA USD 18204962.94000000 0.187425663767 Long ABS-CBDO CORP US N 2 2023-08-10 Variable 0.01095130 N N N N N N HESS CORP UASVRYNXNK17ULIGK870 42809HAG2 834000.00000000 PA USD 928369.05000000 0.009557843429 Long DBT CORP US N 2 2027-04-01 Fixed 0.04300000 N N N N N N BENCHMARK 2018-B8 MTG TR N/A 08162UAW0 10843000.00000000 PA USD 12530488.50000000 0.129005213148 Long ABS-MBS CORP US N 2 2052-01-15 Fixed 0.04231700 N N N N N N MADISON PARK FUNDING XXXIII LTD N/A 55819JAA1 2535000.00000000 PA USD 2548379.73000000 0.026236349065 Long ABS-CBDO CORP KY N 2 2032-10-15 Variable 0.01513750 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHX0 50000000.00000000 PA USD 51994861.00000000 0.535303003227 Long DBT CORP US N 2 2030-10-22 Variable 0.02884000 N N N N N N 2021-06-30 Laura M. Del Prato Laura M. Del Prato Laura M. Del Prato President and Treasurer XXXX