NPORT-P false 0000045288 XXXXXXXX S000000646 C000001854 C000001855 C000001856 C000001857 C000153977 C000113488 C000153978 C000106442 John Hancock Sovereign Bond Fund 811-02402 0000045288 549300USMZ9ZFEUQSP11 200 Berkeley Street Boston 02116 617-663-4497 Bond Fund S000000646 WKGWVLWSOXTPDPZACG18 2020-05-31 2019-11-30 N 18746859328.230000000000 820669407.330000000000 17926189920.900000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 740057518.240000000000 0.000000000000 0.000000000000 347.310000000000 USD N FREDDIE MAC GOLD POOL FG 02/47 FIXED 3.5 N/A 3132WKML9 15724133.4 PA USD 16406670.86 0.0915234689 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 03/47 FIXED 4 N/A 3132WLUY0 16096300.79 PA USD 16883871.86 0.0941855014 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 04/47 FIXED 4 N/A 3132WMPF5 24541632.42 PA USD 25817007.07 0.1440183730 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 06/47 FIXED 4.5 N/A 3132WN5K4 19331545.28 PA USD 20536285.25 0.1145602347 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 05/47 FIXED 4 N/A 3132WNF23 18673194.43 PA USD 19641263.25 0.1095674169 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 08/46 FIXED 3.5 N/A 3132XCRV9 78089478.78 PA USD 82303928.91 0.4591267262 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 10/46 FIXED 3 N/A 3132XCRW7 96392827.08 PA USD 99341589.69 0.5541701283 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 01/47 FIXED 4 N/A 3132XCRX5 13871197.2 PA USD 14865466.58 0.0829259683 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 4.000000000000 N N N N N N GINNIE MAE GN 03/33 FIXED 6 549300M8ZYFG0OCMTT87 36200MEN9 2418.85 PA USD 2728.77 0.0000152223 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.000000000000 N N N N N N American Tower Corporation 5493006ORUSIL88JOE18 03027XAW0 12980000 PA USD 13841783.48 0.0772154236 Long DBT CORP US N 2 2029-08-15 Fixed 3.800000000000 N N N N N N GINNIE MAE GN 10/26 FIXED 8 549300M8ZYFG0OCMTT87 36207JJE4 359.98 PA USD 401.12 0.0000022376 Long ABS-MBS USGA US N 2 2026-10-15 Fixed 8.000000000000 N N N N N N GINNIE MAE GN 09/28 FIXED 6.5 549300M8ZYFG0OCMTT87 36207KC81 351.32 PA USD 390.59 0.0000021789 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.500000000000 N N N N N N GINNIE MAE GN 04/29 FIXED 7 549300M8ZYFG0OCMTT87 36209BFB9 726.86 PA USD 821.54 0.0000045829 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 7.000000000000 N N N N N N GINNIE MAE GN 02/41 FIXED 4 549300M8ZYFG0OCMTT87 3620AR4A6 1909321.96 PA USD 2044986.92 0.0114078169 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.000000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 00206RCN0 32345000 PA USD 33771017.3 0.1883892642 Long DBT CORP US N 2 2025-05-15 Fixed 3.400000000000 N N N N N N Lcpr Senior Secured Financing Designated Activity Company N/A 50201DAA1 9115000 PA USD 9399843.75 0.0524363727 Long DBT CORP IE N 2 2027-10-15 Fixed 6.750000000000 N N N N N N LLPL Capital Pte. Ltd. N/A 50201PAA4 3595071.6 PA USD 4159138.33 0.0232014630 Long DBT CORP SG N 2 2039-02-04 Fixed 6.875000000000 N N N N N N GINNIE MAE GN 08/31 FIXED 6.5 549300M8ZYFG0OCMTT87 36213UMA5 291.2 PA USD 329.27 0.0000018368 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 6.500000000000 N N N N N N GINNIE MAE GN 09/29 FIXED 6.5 549300M8ZYFG0OCMTT87 36225BKX5 165 PA USD 183.82 0.0000010254 Long ABS-MBS USGA US N 2 2029-09-15 Fixed 6.500000000000 N N N N N N GINNIE MAE GN 06/33 FIXED 6 549300M8ZYFG0OCMTT87 36225BZS0 904.52 PA USD 1016.28 0.0000056692 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 6.000000000000 N N N N N N GINNIE MAE GN 03/35 FIXED 5.5 549300M8ZYFG0OCMTT87 36291AJH3 4408.77 PA USD 4913.38 0.0000274089 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 5.500000000000 N N N N N N GINNIE MAE GN 04/35 FIXED 5 549300M8ZYFG0OCMTT87 36291R2Z4 3810.41 PA USD 4180.16 0.0000233187 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 5.000000000000 N N N N N N GINNIE MAE GN 04/35 FIXED 5 549300M8ZYFG0OCMTT87 36291XMY2 1699.57 PA USD 1862.31 0.0000103888 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 5.000000000000 N N N N N N LSC Communications Inc. 5493000O7BCKOMYMHF87 50218PAA5 19591000 PA USD 9893455 0.0551899486 Long DBT CORP US N 2 2023-10-15 Fixed 8.750000000000 N N N N N N The PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 693475AV7 14603000 PA USD 15375884.51 0.0857732992 Long DBT CORP US N 2 2024-01-23 Fixed 3.500000000000 N N N N N N The PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 693475AY1 30950000 PA USD 30870023.65 0.1722062735 Long DBT CORP US N 2 2024-11-01 Fixed 2.200000000000 N N N N N N Santander Holdings USA Inc. 549300SMVCQN2P0O6I58 80282KAY2 39550000 PA USD 39726800.37 0.2216131846 Long DBT CORP US N 2 2026-10-05 Fixed 3.244000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38373M4J6 2631801.59 PA USD 557964.83 0.0031125679 Long ABS-MBS USGA US N 2 2050-12-16 Variable 1.876980000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378BE47 23264359.36 PA USD 1062518.19 0.0059271836 Long ABS-MBS USGA US N 2 2053-01-16 Variable 0.785990000000 N N N N N N Seagate HDD Cayman N/A 81180WAL5 22665000 PA USD 23842344.3 0.1330028545 Long DBT CORP KY N 2 2025-01-01 Fixed 4.750000000000 N N N N N Select Medical Corporation N/A 816196AT6 7864000 PA USD 8434140 0.0470492617 Long DBT CORP US N 2 2026-08-15 Fixed 6.250000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378BM71 9908775.82 PA USD 479013.01 0.0026721407 Long ABS-MBS USGA US N 2 2053-02-16 Variable 0.795140000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378BN62 12706786.24 PA USD 338197.47 0.0018866110 Long ABS-MBS USGA US N 2 2053-02-16 Variable 0.386920000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378BUS6 6287994.81 PA USD 87162.3 0.0004862288 Long ABS-MBS USGA US N 2 2052-08-16 Variable 0.440390000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378KPD5 14704956.93 PA USD 735439.01 0.0041025952 Long ABS-MBS USGA US N 2 2051-09-16 Variable 0.794070000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379R4C4 87628495.71 PA USD 5661580.72 0.0315827331 Long ABS-MBS USGA US N 2 2058-10-16 Variable 0.838550000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379R4P5 73026525.12 PA USD 4101176.95 0.0228781295 Long ABS-MBS USGA US N 2 2059-02-16 Variable 0.608580000000 N N N N N N Shire Acquisitions Investments Ireland Designated Activity Company N/A 82481LAD1 30074000 PA USD 31101565.12 0.1734979115 Long DBT CORP IE N 2 2026-09-23 Fixed 3.200000000000 N N N N N N Simmons Foods Inc. 5493002Z1TVWRIL6NM97 82873LAA3 9570000 PA USD 9258975 0.0516505462 Long DBT CORP US N 2 2024-11-01 Fixed 5.750000000000 N N N N N ATandT Inc. 549300Z40J86GGSTL398 00206RHW5 17626000 PA USD 18739758.03 0.1045384329 Long DBT CORP US N 2 2027-02-15 Fixed 3.800000000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YBS7 12529000 PA USD 13166553.07 0.0734486978 Long DBT CORP US N 2 2049-11-21 Fixed 4.250000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379RG98 92922355.45 PA USD 4689150.12 0.0261580968 Long ABS-MBS USGA US N 2 2057-04-16 Variable 0.599860000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379RJU8 45234382.31 PA USD 3264334.68 0.0182098633 Long ABS-MBS USGA US N 2 2056-11-16 Variable 0.913390000000 N N N N N N Sirius XM Radio Inc. WP5O65E6BMU84LNO4227 82967NAW8 15345000 PA USD 16208156.25 0.0904160690 Long DBT CORP US N 2 2026-07-15 Fixed 5.375000000000 N N N N N N Sirius XM Radio Inc. WP5O65E6BMU84LNO4227 82967NBA5 28619000 PA USD 30121497.5 0.1680306726 Long DBT CORP US N 2 2027-08-01 Fixed 5.000000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379RNC3 35713527.46 PA USD 2703521.17 0.0150814043 Long ABS-MBS USGA US N 2 2057-12-16 Variable 0.932690000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379RPH0 65944389.72 PA USD 3984439.16 0.0222269159 Long ABS-MBS USGA US N 2 2058-07-16 Variable 0.792240000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YBW8 44511000 PA USD 45163219.24 0.2519398681 Long DBT CORP US N 2 2029-11-21 Fixed 3.200000000000 N N N N N N ABY Transmision Sur S.A. 549300PQCSQSSZTVDH16 00289LAA3 9530535 PA USD 11853698.21 0.0661250286 Long DBT CORP PE N 2 2043-04-30 Fixed 6.875000000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368JKG4 17145000 PA USD 18127408.5 0.1011224838 Long DBT CORP FR N 2 2021-09-13 Variable 7.375000000000 N N N N N Springleaf Finance Corporation 5493008I795YYBFWFU90 85172FAM1 5750000 PA USD 6566672.5 0.0366317245 Long DBT CORP US N 2 2025-03-15 Fixed 6.875000000000 N N N N N N Sprint Corporation 549300ZTTY7CXOLJ6539 85207UAF2 15206000 PA USD 16717096.25 0.0932551553 Long DBT CORP US N 2 2023-09-15 Fixed 7.875000000000 N N N N N N Ventas Realty Limited Partnership 32SXKSJ72K64GM3HOU64 92277GAE7 16239000 PA USD 16912988.65 0.0943479274 Long DBT CORP US N 2 2025-02-01 Fixed 3.500000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379RSQ7 54876042.65 PA USD 3665763.55 0.0204492063 Long ABS-MBS USGA US N 2 2059-05-16 Variable 0.765880000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379RW58 124058680.65 PA USD 7622748.41 0.0425229703 Long ABS-MBS USGA US N 2 2059-01-16 Variable 0.708740000000 N N N N N N Activision Blizzard Inc. 549300TPQQDBP9GNOF40 00507VAK5 9978000 PA USD 10493927.16 0.0585396406 Long DBT CORP US N 2 2026-09-15 Fixed 3.400000000000 N N N N N N AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust N/A 00772BAM3 16850000 PA USD 17662976.61 0.0985316829 Long DBT CORP IE N 2 2021-10-01 Fixed 5.000000000000 N N N N N N AECOM 0EEB8GF0W0NPCIHZX097 00774CAB3 22537000 PA USD 24001905 0.1338929527 Long DBT CORP US N 2 2027-03-15 Fixed 5.125000000000 N N N N N N AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust N/A 00774MAM7 24033000 PA USD 24223520.41 0.1351292189 Long DBT CORP IE N 2 2024-08-14 Fixed 2.875000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379RZB2 123381454.73 PA USD 6887325.54 0.0384204651 Long ABS-MBS USGA US N 2 2058-09-16 Variable 0.775040000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379RZH9 122985465.76 PA USD 8205430.39 0.0457734210 Long ABS-MBS USGA US N 2 2059-07-16 Variable 0.766190000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379U6A9 190900937.67 PA USD 10995741.29 0.0613389758 Long ABS-MBS USGA US N 2 2058-12-16 Variable 0.743370000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380J2B3 45650162.41 PA USD 2460192.25 0.0137240109 Long ABS-MBS USGA US N 2 2060-01-16 Variable 0.447920000000 N N N N N N MEDNAX Inc. N/A 58502BAC0 12515000 PA USD 12734012.5 0.0710358004 Long DBT CORP US N 2 2027-01-15 Fixed 6.250000000000 N N N N N Methanex Corporation 549300TSJHRXT9QXRD13 59151KAL2 18194000 PA USD 18487043.66 0.1031286835 Long DBT CORP CA N 2 2029-12-15 Fixed 5.250000000000 N N N N N N Ahern Rentals Inc. N/A 008674AH6 21183000 PA USD 16522740 0.0921709525 Long DBT CORP US N 2 2023-05-15 Fixed 7.375000000000 N N N N N N AIR CANADA 2013-1 CLASS A PASS PASS THRU CE 144A 11/26 4.125 N/A 009089AA1 10711079.08 PA USD 11306792.88 0.0630741554 Long DBT CORP CA N 2 2026-11-15 Fixed 4.125000000000 N N N N N N AIR CANADA 2017-1 CLASS B PASS PASS THRU CE 144A 07/27 3.7 N/A 00908PAC1 13599404.79 PA USD 13717866.49 0.0765241613 Long DBT CORP CA N 2 2027-07-15 Fixed 3.700000000000 N N N N N N Air Lease Corporation N/A 00912XAY0 10511000 PA USD 10880056.35 0.0606936354 Long DBT CORP US N 2 2027-12-01 Fixed 3.625000000000 N N N N N N VeriSign Inc. LMPL4N8ZOJRMF0KOF759 92343EAH5 9210000 PA USD 10133763 0.0565304900 Long DBT CORP US N 2 2025-04-01 Fixed 5.250000000000 N N N N N N VeriSign Inc. LMPL4N8ZOJRMF0KOF759 92343EAL6 7792000 PA USD 8282896 0.0462055575 Long DBT CORP US N 2 2027-07-15 Fixed 4.750000000000 N N N N N N CSI COMPRESSCO LP / CSI COMPRE COMPANY GUAR 08/22 7.25 N/A 20467BAB5 22194000 PA USD 19752660 0.1101888359 Long DBT CORP US N 2 2022-08-15 Fixed 7.250000000000 N N N N N FREDDIE MAC GOLD POOL FG 07/32 FIXED 3 N/A 3128MFFC7 75995839.03 PA USD 78402893.24 0.4373650708 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 3.000000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VCK8 39929000 PA USD 49938813.79 0.2785801892 Long DBT CORP US N 2 2046-08-21 Fixed 4.862000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VCQ5 16224000 PA USD 18828779.42 0.1050350326 Long DBT CORP US N 2 2034-11-01 Fixed 4.400000000000 N N N N N N VICI Properties LP / VICI Note Co Inc N/A 92564RAB1 2735000 PA USD 2820195.25 0.0157322625 Long DBT CORP US N 2 2029-12-01 Fixed 4.625000000000 N N N N N Vistra Operations Company LLC 549300ZH5GKBTJZ7NM23 92840VAE2 24825000 PA USD 25592711.88 0.1427671580 Long DBT CORP US N 2 2029-07-15 Fixed 4.300000000000 N N N N N N FREDDIE MAC GOLD POOL FG 03/41 FIXED 4.5 N/A 3129456J2 2196731.96 PA USD 2385461.11 0.0133071284 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 02/41 FIXED 3.5 N/A 312945N87 14759687.5 PA USD 15574710.06 0.0868824336 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 02/41 FIXED 4.5 N/A 312945ZL5 3357297.36 PA USD 3633145 0.0202672459 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC POOL FR 10/46 FIXED 3 N/A 3131XVC78 23859125.95 PA USD 24426157.17 0.1362596139 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.000000000000 N N N N N N Vistra Operations Company LLC 549300ZH5GKBTJZ7NM23 92840VAG7 27272000 PA USD 26973120.15 0.1504676692 Long DBT CORP US N 2 2027-01-30 Fixed 3.700000000000 N N N N N N Vodafone Group Public Limited Company N/A 92857WBQ2 27478000 PA USD 31813158.45 0.1774674852 Long DBT CORP GB N 2 2079-04-04 Variable 7.000000000000 N N N N N N WMG Acquisition Corp. 549300NAS11NXI33CP80 92933BAM6 6551000 PA USD 6763907.5 0.0377319862 Long DBT CORP US N 2 2024-11-01 Fixed 4.875000000000 N N N N N N WMG Acquisition Corp. 549300NAS11NXI33CP80 92933BAP9 9627000 PA USD 10156485 0.0566572431 Long DBT CORP US N 2 2026-04-15 Fixed 5.500000000000 N N N N N N FREDDIE MAC POOL FR 06/49 FIXED 3.5 N/A 31329QZD6 55372724.17 PA USD 57514823.54 0.3208424311 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC POOL FR 10/49 FIXED 3 N/A 3132DMDD4 37438792.38 PA USD 38213314.89 0.2131703115 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.000000000000 N N N N N N Walnut Bidco PLC N/A 93266WAA1 6925000 PA USD 7166974.67 0.0399804683 Long DBT CORP CH N 2 2024-08-01 Fixed 9.125000000000 N N N N N N Nationstar Mortgage Holdings Inc. N/A 93369KAA3 8821000 PA USD 9438470 0.0526518465 Long DBT CORP US N 2 2023-07-15 Fixed 8.125000000000 N N N N N N FREDDIE MAC GOLD POOL FG 09/41 FIXED 4.5 N/A 3132GJCZ0 1370439.56 PA USD 1482183.28 0.0082682560 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 10/41 FIXED 4.5 N/A 3132GJWK1 1628842.58 PA USD 1761656.12 0.0098272758 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 01/42 FIXED 3.5 N/A 3132GMAS1 1517176.49 PA USD 1602850.69 0.0089413908 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 03/42 FIXED 4 N/A 3132GRZB0 7416773.44 PA USD 7927538.44 0.0442232202 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 06/42 FIXED 3.5 N/A 3132GUKJ2 5632663.54 PA USD 5926094.33 0.0330583038 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 08/42 FIXED 3.5 N/A 3132GVGX4 1468134.6 PA USD 1544616.34 0.0086165345 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.500000000000 N N N N N N Braskem Netherlands Finance B.V. N/A 10554TAB1 13909000 PA USD 13639895.62 0.0760892062 Long DBT CORP NL N 2 2028-01-10 Fixed 4.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 09/42 FIXED 3.5 N/A 3132HMPL9 1844291.71 PA USD 1939792.82 0.0108209989 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 03/43 FIXED 3 N/A 3132J7YK2 5633544.72 PA USD 5832288.29 0.0325350134 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 04/43 FIXED 3 N/A 3132J8WM8 6682358.12 PA USD 6882602.33 0.0383941170 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 06/43 FIXED 3 N/A 3132JA6G5 2244928.95 PA USD 2316409.96 0.0129219314 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 09/46 FIXED 3.5 N/A 3132L74A4 20621961.68 PA USD 21593142.65 0.1204558400 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 12/46 FIXED 3 N/A 3132L8EV5 16828229.01 PA USD 17353540.69 0.0968055162 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.000000000000 N N N N N N CONNECT FINCO SARL / CONNECT U SR SECURED 144A 10/26 6.75 N/A 20752TAA2 23202000 PA USD 23811052.5 0.1328282954 Long DBT CORP LU N 2 2026-10-01 Fixed 6.750000000000 N N N N N N Continental Airlines 2012-1 Class B Pass Through Trust N/A 210795QA1 738713.76 PA USD 745211.49 0.0041571103 Long DBT CORP US N 2 2021-10-11 Fixed 6.250000000000 N N N N N N FREDDIE MAC GOLD POOL FG 03/47 FIXED 4 N/A 3132L8J24 56416872.6 PA USD 59878961.69 0.3340306108 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 02/44 FIXED 4 N/A 3132M5BQ4 1876502.92 PA USD 2009248.99 0.0112084553 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 4.000000000000 N N N N N N Continental Airlines 2007-1 Class A Pass Through Trust N/A 21079NAA9 7966501.13 PA USD 8397927.8 0.0468472544 Long DBT CORP US N 2 2023-10-19 Fixed 5.983000000000 N N N N N N Continental Resources Inc. XXRTID9RYWOZ0UPIVR53 212015AH4 20221000 PA USD 20336016.85 0.1134430514 Long DBT CORP US N 2 2022-09-15 Fixed 5.000000000000 N N N N N N Credit Acceptance Corporation N/A 225310AG6 11504000 PA USD 11561520 0.0644951328 Long DBT CORP US N 2 2021-02-15 Fixed 6.125000000000 N N N N N N Credit Agricole S.A. N/A 225313AD7 15155000 PA USD 17181314.43 0.0958447640 Long DBT CORP FR N 2 2024-01-23 Variable 7.875000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EGNK6 6048038.47 PA USD 6540985.06 0.0364884289 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EGS62 4498371.03 PA USD 4865011.66 0.0271391282 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EHB76 2009683.68 PA USD 2160016.06 0.0120494989 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EHTR3 1533497.95 PA USD 1639583.8 0.0091463039 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EHVP4 1742660.32 PA USD 1869206.21 0.0104272365 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EKF83 1998932.16 PA USD 2062055.04 0.0115030302 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.000000000000 N N N N N N Credit Suisse Group AG N/A 225401AJ7 17955000 PA USD 19554790.5 0.1090850347 Long DBT CORP CH N 2 2023-07-17 Variable 7.500000000000 N N N N N N Credit Suisse Group AG N/A 22546DAB2 10145000 PA USD 11337037.5 0.0632428729 Long DBT CORP CH N 2 2023-12-11 Variable 7.500000000000 N N N N N Credito Real S.A.B. de C.V. Sociedad Financiera de Objeto Multiple Entidad Re N/A 22548WAB8 9375000 PA USD 9808593.75 0.0547165560 Long DBT CORP MX N 2 2022-11-29 Variable 9.125000000000 N N N N N N Cydsa S.A.B. de C.V. N/A 232553AA5 14025000 PA USD 14112656.25 0.0787264684 Long DBT CORP MX N 2 2027-10-04 Fixed 6.250000000000 N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138ELB44 19130368.37 PA USD 20199231.79 0.1126800055 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138ELGN7 4532822.28 PA USD 4917852.44 0.0274338968 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 4.500000000000 N N N N N N CYRUSONE LP / CYRUSONE FINANCE COMPANY GUAR 11/29 3.45 N/A 23283PAR5 14081000 PA USD 14108317.14 0.0787022630 Long DBT CORP US N 2 2029-11-15 Fixed 3.450000000000 N N N N N N DCP Midstream LP N/A 23311PAA8 27189000 PA USD 25965495 0.1448467026 Long DBT CORP US N 2 2022-12-15 Variable 7.375000000000 N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138ELJT1 5689106.35 PA USD 6006971.51 0.0335094715 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138ELN82 1479389.91 PA USD 1564821.13 0.0087292455 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.500000000000 N N N N N N Azul Investments LLP N/A 05502FAA6 13760000 PA USD 13916864 0.0776342550 Long DBT CORP US N 2 2024-10-26 Fixed 5.875000000000 N N N N N BPCE N/A 05578QAA1 23245000 PA USD 25639154.34 0.1430262340 Long DBT CORP FR N 2 2023-10-22 Fixed 5.700000000000 N N N N N N DCP Midstream Operating LP 549300Y6CTBSE0QIPL28 23311RAH9 27700000 PA USD 25484000 0.1421607163 Long DBT CORP US N 2 2043-05-21 Variable 5.850000000000 N N N N N N DCP Midstream Operating LP 549300Y6CTBSE0QIPL28 23311VAH0 5850000 PA USD 5937750 0.0331233242 Long DBT CORP US N 2 2029-05-15 Fixed 5.125000000000 N N N N N N Equinix Inc. 549300EVUN2BTLJ3GT74 29444UAR7 12381000 PA USD 13417908.75 0.0748508680 Long DBT CORP US N 2 2027-05-15 Fixed 5.375000000000 N N N N N N Equinix Inc. 549300EVUN2BTLJ3GT74 29444UBE5 27111000 PA USD 27176608.62 0.1516028154 Long DBT CORP US N 2 2029-11-18 Fixed 3.200000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138ENAA7 1341800.27 PA USD 1451163.97 0.0080952170 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138ENGY9 6768455.12 PA USD 7320119.41 0.0408347755 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.500000000000 N N N N N N BPCE N/A 05578QAD5 20836000 PA USD 22390381.64 0.1249031821 Long DBT CORP FR N 2 2025-03-15 Fixed 4.500000000000 N N N N N N Banco Santander S.A. 5493006QMFDDMYWIAM13 05964HAJ4 18430000 PA USD 20198674.21 0.1126768951 Long DBT CORP ES N 2 2028-04-12 Fixed 4.379000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138ER6T2 45614365.29 PA USD 47835105.23 0.2668447977 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138ETSE7 28585569.32 PA USD 29861131.75 0.1665782405 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138LVDR1 3162063.32 PA USD 3324901.99 0.0185477338 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138M1D54 411005.29 PA USD 441493.25 0.0024628393 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4.000000000000 N N N N N N Telefonaktiebolaget LM Ericsson 549300W9JLPW15XIFM52 294829AA4 29710000 PA USD 30786987.5 0.1717430622 Long DBT CORP SE N 2 2022-05-15 Fixed 4.125000000000 N N N N N N Expedia Group Inc. CI7MUJI4USF3V0NJ1H64 30212PAM7 31402000 PA USD 34858065.5 0.1944532868 Long DBT CORP US N 2 2026-02-15 Fixed 5.000000000000 N N N N N N Banff Merger Sub Inc. N/A 05988LAA6 12341000 PA USD 11566602.25 0.0645234838 Long DBT CORP US N 2 2026-09-01 Fixed 9.750000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 060505EU4 32565000 PA USD 37286925 0.2080025101 Long DBT CORP US N 2 2026-03-10 Variable 6.300000000000 N N N N N N Expedia Group Inc. CI7MUJI4USF3V0NJ1H64 30212PAP0 38185000 PA USD 39503023.24 0.2203648595 Long DBT CORP US N 2 2028-02-15 Fixed 3.800000000000 N N N N N N Expedia Group Inc. CI7MUJI4USF3V0NJ1H64 30212PAQ8 26905000 PA USD 26228665.61 0.1463147815 Long DBT CORP US N 2 2030-02-15 Fixed 3.250000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138MDS52 4327280.97 PA USD 4447701.84 0.0248111945 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138MJHB8 2543773.02 PA USD 2672386.44 0.0149077213 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.500000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GFH7 10787000 PA USD 11558393.9 0.0644776941 Long DBT CORP US N 2 2024-08-26 Fixed 4.200000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GFP9 23346000 PA USD 24820794.37 0.1384610700 Long DBT CORP US N 2 2025-04-21 Fixed 3.950000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138NY4Z5 794946.27 PA USD 840852.51 0.0046906371 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138W27H2 1503434.73 PA USD 1546682.23 0.0086280589 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.000000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GFU8 29257000 PA USD 32118930.27 0.1791732120 Long DBT CORP US N 2 2026-03-03 Fixed 4.450000000000 N N N N N N Barclays PLC N/A 06738EAN5 15935000 PA USD 17087016.36 0.0953187288 Long DBT CORP GB N 2 2026-01-12 Fixed 4.375000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138W7GB4 1591086.62 PA USD 1646302.58 0.0091837841 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138W92M1 8833107 PA USD 9504900.12 0.0530224223 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 4.000000000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 06739FFU0 8040000 PA USD 8963935.65 0.0500046897 Long DBT CORP GB N 2 2021-06-12 Fixed 10.179000000000 N N N N N N Sotheby's N/A 088830AA2 15799000 PA USD 15423773.75 0.0860404460 Long DBT CORP US N 2 2027-10-15 Fixed 7.375000000000 N N N N N ARCHROCK PARTNERS LP / ARCHROC COMPANY GUAR 10/22 6 N/A 30227CAD9 15668000 PA USD 15707170 0.0876213522 Long DBT CORP US N 2 2022-10-01 Fixed 6.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 05/42 FIXED 3.5 N/A 31292LHU2 1361134.35 PA USD 1432041.96 0.0079885462 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138W9MK3 7912086.17 PA USD 8545974.82 0.0476731244 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138W9VF4 3596006.96 PA USD 3858260.15 0.0215230351 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 4.000000000000 N N N N N N Brighthouse Financial Inc. N/A 10922NAC7 31050000 PA USD 30680008.2 0.1711462856 Long DBT CORP US N 2 2027-06-22 Fixed 3.700000000000 N N N N N N FREDDIE MAC GOLD POOL FG 11/39 FIXED 5.5 N/A 3128M7ZW9 4258539.18 PA USD 4794833.2 0.0267476425 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 5.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 11/39 FIXED 4.5 N/A 3129366F9 2040654.53 PA USD 2210872.87 0.0123332001 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 4.500000000000 N N N N N N GE Capital International Funding Company Unlimited Company 549300G6UZOB126GBY72 36164QNA2 33592000 PA USD 36158208.1 0.2017060416 Long DBT CORP IE N 2 2035-11-15 Fixed 4.418000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WASP3 6157610.11 PA USD 6625920.99 0.0369622380 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WEHE2 15115340.06 PA USD 15879573.16 0.0885830912 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.500000000000 N N N N N N GEMS MENASA CAYMAN LTD / GEMS SR SECURED 144A 07/26 7.125 N/A 36166LAA5 6680000 PA USD 7030700 0.0392202695 Long DBT CORP AE N 2 2026-07-31 Fixed 7.125000000000 N N N N N N GCI LLC N/A 36166TAA8 7997000 PA USD 8656752.5 0.0482910900 Long DBT CORP US N 2 2024-06-15 Fixed 6.625000000000 N N N N N N FREDDIE MAC GOLD POOL FG 01/41 FIXED 4 N/A 3128M9T51 14845749.25 PA USD 15882037.48 0.0885968382 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 11/43 FIXED 4 N/A 3128M9YE6 4752577.88 PA USD 5106603.11 0.0284868292 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WEKG3 4005518.73 PA USD 4208038.16 0.0234742473 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WEKH1 16365674.7 PA USD 17193124.85 0.0959106476 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.500000000000 N N N N N N GLP Capital L.P. / GLP Financing II Inc. N/A 361841AH2 16732000 PA USD 18437529.57 0.1028524726 Long DBT CORP US N 2 2026-04-15 Fixed 5.375000000000 N N N N N N FREDDIE MAC GOLD POOL FG 04/44 FIXED 3.5 N/A 3128MABR9 6560977.95 PA USD 6943774.93 0.0387353641 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 3.500000000000 N N N N N N Freddie Mac Discount Notes S6XOOCT0IEG5ABCC6L87 313396PZ0 31884000 PA USD 31884000 0.1778626699 Long DBT USGSE US N 2 2019-12-02 None 0.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WF6X9 20284274.52 PA USD 21649487.33 0.1207701549 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WFK21 20508424.2 PA USD 21532514.41 0.1201176296 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC POOL FR 09/49 FIXED 3 N/A 3133KGP44 32352252.8 PA USD 33030139.26 0.1842563278 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.000000000000 N N N N N N FANNIE MAE-ACES FNA 2012 M5 X N/A 3136A6JD7 18972162.2 PA USD 172925.57 0.0009646532 Long ABS-MBS USGSE US N 2 2022-02-25 Variable 0.627791000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WGFR0 38804891.53 PA USD 40924515.6 0.2282945555 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WHBX9 9044265.72 PA USD 9634451.09 0.0537451133 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31371HVJ4 58.9 PA USD 67.98 0.0000003792 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 7.500000000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K010 X1 N/A 3137A6B35 27892789.13 PA USD 23025.5 0.0001284461 Long ABS-MBS USGSE US N 2 2020-10-25 Variable 0.287921000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WHL34 34399498.82 PA USD 35805495.78 0.1997384605 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WHNL2 10770715.4 PA USD 11278259.51 0.0629149839 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K011 X1 N/A 3137A7NV8 45480093.32 PA USD 64850.07 0.0003617616 Long ABS-MBS USGSE US N 2 2020-11-25 Variable 0.323081000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS KAIV X1 N/A 3137ABFJ5 22907399.63 PA USD 304063.66 0.0016961979 Long ABS-MBS USGSE US N 2 2021-06-25 Variable 1.244046000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WHST0 40879162.55 PA USD 42003985.41 0.2343163025 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WHVP4 55194113.15 PA USD 56712823.33 0.3163685288 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WJTD0 32625839.7 PA USD 33503174.63 0.1868951226 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WTT97 2253495.58 PA USD 2330995.1 0.0130032936 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.000000000000 N N N N N N Bristol-Myers Squibb Company HLYYNH7UQUORYSJQCN42 110122BK3 15657000 PA USD 16215921.55 0.0904593872 Long DBT CORP US N 2 2023-02-20 Fixed 3.250000000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K014 X1 N/A 3137ADTK3 37300903.63 PA USD 489626.58 0.0027313477 Long ABS-MBS USGSE US N 2 2021-04-25 Variable 1.323541000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K015 X1 N/A 3137AH6D5 37844694.07 PA USD 795851.21 0.0044396005 Long ABS-MBS USGSE US N 2 2021-07-25 Variable 1.738785000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WUVA8 2258010.92 PA USD 2324375.67 0.0129663675 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138YH3S7 4551756.72 PA USD 4804652.78 0.0268024204 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 3.500000000000 N N N N N N Bristol-Myers Squibb Company HLYYNH7UQUORYSJQCN42 110122BZ0 40990000 PA USD 42273426 0.2358193581 Long DBT CORP US N 2 2024-07-26 Fixed 2.900000000000 N N N N N N BRITISH AIRWAYS 2013-1 CLASS A PASS THRU CE 144A 12/25 4.625 N/A 11042AAA2 12404532.91 PA USD 13072758.9 0.0729254736 Long DBT CORP GB N 2 2024-06-20 Fixed 4.625000000000 N N N N N N British Airways 2013-1 Pass Through Trust Certificates N/A 11042BAA0 575715.5 PA USD 579616.43 0.0032333498 Long DBT CORP GB N 2 2021-12-20 Fixed 5.625000000000 N N N N N N BRITISH AIRWAYS 2018-1 CLASS A PASS THRU CE 144A 03/33 4.125 N/A 11043HAA6 7639523.36 PA USD 8053894.93 0.0449280911 Long DBT CORP GB N 2 2033-03-20 Fixed 4.125000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31390BKV9 105.05 PA USD 121.35 0.0000006769 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 7.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140Q7NZ6 12852896.61 PA USD 13313963.43 0.0742710163 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K017 X1 N/A 3137AME78 163246493.59 PA USD 3368624.04 0.0187916342 Long ABS-MBS USGSE US N 2 2021-12-25 Variable 1.445300000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K018 X1 N/A 3137APPA2 100514440.07 PA USD 2214262.75 0.0123521103 Long ABS-MBS USGSE US N 2 2022-01-25 Variable 1.448831000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140Q7WR4 61069308.71 PA USD 64061558.27 0.3573629341 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140Q83R4 45297437.9 PA USD 48366574.86 0.2698095640 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.500000000000 N N N N N N Broadcom Corp / Broadcom Cayman Finance Ltd N/A 11134LAH2 47695000 PA USD 48687246.78 0.2715984099 Long DBT CORP US N 2 2027-01-15 Fixed 3.875000000000 N N N N N N Broadcom Inc. N/A 11135FAB7 19150000 PA USD 20477611.67 0.1142329282 Long DBT CORP US N 2 2029-04-15 Fixed 4.750000000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K021 X1 N/A 3137AUPF0 33557549.88 PA USD 1046029.1 0.0058352004 Long ABS-MBS USGSE US N 2 2022-06-25 Variable 1.559655000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K022 X1 N/A 3137AVXP7 137087598.47 PA USD 3626954.01 0.0202327099 Long ABS-MBS USGSE US N 2 2022-07-25 Variable 1.340809000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140Q8AT2 30909628.01 PA USD 32337192.27 0.1803907713 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140Q8WW1 1644409.7 PA USD 1755827.01 0.0097947585 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K024 X1 N/A 3137AXHQ9 10024318.84 PA USD 200985.59 0.0011211841 Long ABS-MBS USGSE US N 2 2022-09-25 Variable 0.944769000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K026 X1 N/A 3137B1BT8 15378363.62 PA USD 370549.36 0.0020670838 Long ABS-MBS USGSE US N 2 2022-11-25 Variable 1.103477000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140Q9DE0 41243879.16 PA USD 44205919.7 0.2465996394 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140Q9DG5 50322183.97 PA USD 53731773.61 0.2997389509 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.500000000000 N N N N N N CBS Corporation 5KYC8KF17ROCY24M3H09 124857AM5 13500000 PA USD 14173181.15 0.0790641024 Long DBT CORP US N 2 2024-08-15 Fixed 3.700000000000 N N N N N N CNO Financial Group Inc. 11XPYHB76MPM4Y4P2897 12621EAK9 17855000 PA USD 19777269.3 0.1103261172 Long DBT CORP US N 2 2025-05-30 Fixed 5.250000000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS KS01 X1 N/A 3137B1U83 10721958.6 PA USD 287541.49 0.0016040301 Long ABS-MBS USGSE US N 2 2023-01-25 Variable 1.390126000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K715 X1 N/A 3137BAHB1 14144206.24 PA USD 112644.46 0.0006283793 Long ABS-MBS USGSE US N 2 2021-01-25 Variable 1.232407000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140Q9HR7 27437645.33 PA USD 28569214.98 0.1593713729 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140Q9WT6 34327539.84 PA USD 36401918.74 0.2030655644 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QBAP3 4780623.42 PA USD 4987042.13 0.0278198666 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QBJL3 102880769.64 PA USD 105864065.05 0.5905553021 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K038 X1 N/A 3137BBBE9 4535713.29 PA USD 185325.62 0.0010338260 Long ABS-MBS USGSE US N 2 2024-03-25 Variable 1.288545000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K040 A2 N/A 3137BEVH4 13165000 PA USD 13895599.57 0.0775156329 Long ABS-MBS USGSE US N 2 2024-09-25 Fixed 3.241000000000 N N N N N N CNO Financial Group Inc. 11XPYHB76MPM4Y4P2897 12621EAL7 7570000 PA USD 8388127.75 0.0467925855 Long DBT CORP US N 2 2029-05-30 Fixed 5.250000000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AQ0 9225000 PA USD 9813093.75 0.0547416590 Long DBT CORP US N 2 2027-04-15 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QBSZ2 44498996.39 PA USD 45431397.21 0.2534358802 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QBTF5 50795698.97 PA USD 52066394.02 0.2904487471 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.000000000000 N N N N N N COMUNICACIONES CELULARES SA VI SR UNSECURED 144A 02/24 6.875 N/A 200303AA3 8530000 PA USD 8753912.5 0.0488330902 Long DBT CORP KY N 2 2024-02-06 Fixed 6.875000000000 N N N N N N Commercial Metals Company 549300OQS2LO07ZJ7N73 201723AL7 5017000 PA USD 5192595 0.0289665290 Long DBT CORP US N 2 2027-07-15 Fixed 5.375000000000 N N N N N N FANNIE MAE REMICS FNR 2001 50 BA N/A 31392AJW9 168.51 PA USD 190.2 0.0000010610 Long ABS-MBS USGSE US N 2 2041-10-25 Fixed 7.000000000000 N N N N N N LADDER CAPITAL FINANCE HOLDING COMPANY GUAR 144A 10/25 5.25 N/A 505742AG1 7640000 PA USD 7754600 0.0432584952 Long DBT CORP US N 2 2025-10-01 Fixed 5.250000000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AS6 7545000 PA USD 7978837.5 0.0445093884 Long DBT CORP US N 2 2028-02-01 Fixed 5.375000000000 N N N N N N CSI COMPRESSCO LP / CSI COMPRE SR SECURED 144A 04/25 7.5 N/A 12652HAA6 16408000 PA USD 15546580 0.0867255121 Long DBT CORP US N 2 2025-04-01 Fixed 7.500000000000 N N N N N N CommScope Inc. 549300Z6K4JXMFE8QY54 20338QAA1 22112000 PA USD 22221454.4 0.1239608333 Long DBT CORP US N 2 2027-03-01 Fixed 8.250000000000 N N N N N N Enable Midstream Partners LP 549300TLGDBYE711G509 292480AH3 19802000 PA USD 19956697.38 0.1113270442 Long DBT CORP US N 2 2024-05-15 Fixed 3.900000000000 N N N N N N Enable Midstream Partners LP 549300TLGDBYE711G509 292480AL4 18636000 PA USD 18631939.77 0.1039369763 Long DBT CORP US N 2 2028-05-15 Fixed 4.950000000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NAS4 20627000 PA USD 21142675 0.1179429376 Long DBT CORP CA N 2 2077-07-15 Variable 5.500000000000 N N N N N N First Quantum Minerals Ltd. 549300I7UVBGWRYMYZ18 335934AR6 9625000 PA USD 9360312.5 0.0522158503 Long DBT CORP CA N 2 2026-03-01 Fixed 6.875000000000 N N N N N N Fiserv Inc. GI7UBEJLXYLGR2C7GV83 337738AS7 18919000 PA USD 19217370.98 0.1072027635 Long DBT CORP US N 2 2024-07-01 Fixed 2.750000000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NAW5 19207000 PA USD 20599507.5 0.1149129156 Long DBT CORP CA N 2 2078-03-01 Variable 6.250000000000 N N N N N N Encompass Health Corporation 549300FVRPM9DRQZRG64 29261AAA8 2900000 PA USD 2972500 0.0165818839 Long DBT CORP US N 2 2028-02-01 Fixed 4.500000000000 N N N N N N Lam Research Corporation 549300I4GMO6D34U1T02 512807AS7 19502000 PA USD 20919758.15 0.1166994115 Long DBT CORP US N 2 2026-03-15 Fixed 3.750000000000 N N N N N N Lam Research Corporation 549300I4GMO6D34U1T02 512807AT5 17074000 PA USD 21241892.65 0.1184964164 Long DBT CORP US N 2 2049-03-15 Fixed 4.875000000000 N N N N N N Fiserv Inc. GI7UBEJLXYLGR2C7GV83 337738AT5 27855000 PA USD 28852251.62 0.1609502730 Long DBT CORP US N 2 2026-07-01 Fixed 3.200000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397ZR7 32918000 PA USD 33314322.52 0.1858416243 Long DBT CORP US N 2 2029-05-03 Fixed 5.113000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QCBQ8 130612009.13 PA USD 133389577.99 0.7441044560 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X43Z7 51294202.76 PA USD 52561338.84 0.2932097622 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.000000000000 N N N N N N Freedom Mortgage Corporation 549300LYRWPSYPK6S325 35640YAB3 5630000 PA USD 5587775 0.0311710131 Long DBT CORP US N 2 2025-04-15 Fixed 8.250000000000 N N N N N N GCI LLC N/A 36155WAK2 10150000 PA USD 10594062.5 0.0590982386 Long DBT CORP US N 2 2025-04-15 Fixed 6.875000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X44J2 64183046.36 PA USD 65267149.36 0.3640882399 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X47C4 35239919.83 PA USD 36165524.52 0.2017468557 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.000000000000 N N N N N N Laureate Education Inc. 5JL7TMOH5TY3IUYSUP91 518613AJ3 8575000 PA USD 9261000 0.0516618425 Long DBT CORP US N 2 2025-05-01 Fixed 8.250000000000 N N N N N N Lazard Group LLC FI94J2CJ1D7BIGVMS874 52107QAK1 14025000 PA USD 15295527.41 0.0853250327 Long DBT CORP US N 2 2029-03-11 Fixed 4.375000000000 N N N N N N HILTON ORLANDO TRUST 2018-ORL HILT 2018 ORL D 144A N/A 432885AL5 6995000 PA USD 6994816.03 0.0390200933 Long ABS-MBS CORP US N 2 2034-12-15 Floating 3.465380000000 N N N N N N HUDSONS BAY SIMON JV TRUST 201 HBCT 2015 HBFL DFL 144A N/A 44422PAN2 5240000 PA USD 5235375.7 0.0292051781 Long ABS-MBS CORP US N 2 2034-08-05 Floating 5.890000000000 N N N N N N Jefferies Financial Group Inc. 549300HOF34RGOJ5YL07 527288BE3 15716000 PA USD 17151973.28 0.0956810865 Long DBT CORP US N 2 2023-10-18 Fixed 5.500000000000 N N N N N N Level 3 Financing Inc. N/A 527298BP7 21423000 PA USD 21441209.55 0.1196082918 Long DBT CORP US N 2 2027-03-01 Fixed 3.400000000000 N N N N N N Energy Transfer Operating L.P. 5493008K8W3OKZE54J59 29273RBF5 16520000 PA USD 16760116.38 0.0934951401 Long DBT CORP US N 2 2045-03-15 Fixed 5.150000000000 N N N N N N Energy Transfer Operating L.P. 5493008K8W3OKZE54J59 29273RBK4 8447000 PA USD 8657446.95 0.0482949639 Long DBT CORP US N 2 2027-04-15 Fixed 4.200000000000 N N N N N N Energy Transfer Operating L.P. 5493008K8W3OKZE54J59 29278NAL7 24613000 PA USD 25586015.15 0.1427298007 Long DBT CORP US N 2 2023-03-15 Fixed 4.250000000000 N N N N N N Energy Transfer Operating L.P. 5493008K8W3OKZE54J59 29278NAM5 17180000 PA USD 18923615.55 0.1055640693 Long DBT CORP US N 2 2024-01-15 Fixed 5.875000000000 N N N N N N Enova International Inc. 549300O8XOCQSB49UO63 29357KAD5 3051000 PA USD 2837430 0.0158284053 Long DBT CORP US N 2 2024-09-01 Fixed 8.500000000000 N N N N N N Enova International Inc. 549300O8XOCQSB49UO63 29357KAF0 15597000 PA USD 14466217.5 0.0806987852 Long DBT CORP US N 2 2025-09-15 Fixed 8.500000000000 N N N N N N IMT TRUST 2017-APTS IMTT 2017 APTS AFX 144A N/A 44974AAS6 7679000 PA USD 8027309.46 0.0447797859 Long ABS-MBS CORP US N 2 2034-06-15 Fixed 3.478000000000 N N N N N N IMT TRUST 2017-APTS IMTT 2017 APTS CFX 144A N/A 44974ABA4 6867000 PA USD 7021556.94 0.0391692656 Long ABS-MBS CORP US N 2 2034-06-15 Variable 3.613153000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X4DE3 175484558.7 PA USD 179655089.63 1.0021933853 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X4FF8 43177368.75 PA USD 44645295.66 0.2490506675 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.500000000000 N N N N N N Liberty Mutual Group Inc. QUR0DG15Z6FFGYCHH861 53079EBJ2 25053000 PA USD 25555562.43 0.1425599223 Long DBT CORP US N 2 2050-10-15 Fixed 3.951000000000 N N N N N N Lions Gate Capital Holdings LLC N/A 53627NAA9 8795000 PA USD 8467122.4 0.0472332517 Long DBT CORP US N 2 2024-11-01 Fixed 5.875000000000 N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBN2 34782000 PA USD 34955910 0.1949991055 Long DBT CORP US N 2 2077-08-16 Variable 5.250000000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773CM0 12369000 PA USD 12733390.74 0.0710323320 Long DBT CORP US N 2 2023-06-30 Variable 5.100000000000 N N N N N N IRVINE CORE OFFICE TRUST 2013- ICOT 2013 IRV A2 144A N/A 46361TAC6 15265000 PA USD 15793524.67 0.0881030757 Long ABS-MBS CORP US N 2 2048-05-15 Variable 3.278870000000 N N N N N N IRVINE CORE OFFICE TRUST 2013- ICOT 2013 IRV XA 144A N/A 46361TAE2 12073232.2 PA USD 231297.78 0.0012902785 Long ABS-MBS CORP US N 2 2048-05-15 Variable 1.210870000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X4P91 23394793.66 PA USD 23936167.9 0.1335262429 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X4PP5 53592919 PA USD 54364163.98 0.3032666965 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 3.000000000000 N N N N N N Refinitiv US Holdings Inc. N/A 31740LAA1 2370000 PA USD 2583300 0.0144107588 Long DBT CORP US N 2 2026-05-15 Fixed 6.250000000000 N N N N N N Refinitiv US Holdings Inc. N/A 31740LAC7 3750000 PA USD 4195312.5 0.0234032581 Long DBT CORP US N 2 2026-11-15 Fixed 8.250000000000 N N N N N N First Quantum Minerals Ltd. 549300I7UVBGWRYMYZ18 335934AL9 5100000 PA USD 5010750 0.0279521193 Long DBT CORP CA N 2 2025-04-01 Fixed 7.500000000000 N N N N N MTN (Mauritius) Investment Limited N/A 55377XAA4 12421000 PA USD 12722997.36 0.0709743533 Long DBT CORP MU N 2 2024-11-11 Fixed 4.755000000000 N N N N N N Liquid Telecommunications Financing Plc N/A 536333AA5 12325000 PA USD 12318788.82 0.0687195041 Long DBT CORP GB N 2 2022-07-13 Fixed 8.500000000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 539439AG4 18190000 PA USD 20077212.5 0.1119993294 Long DBT CORP GB N 2 2024-06-27 Variable 7.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X4XS0 64229145.67 PA USD 65815817.52 0.3671489469 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X5B93 44165139 PA USD 45228560.47 0.2523043696 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.000000000000 N N N N N N Macquarie Bank Limited 4ZHCHI4KYZG2WVRT8631 55608XAB3 20345000 PA USD 21924307.48 0.1223032199 Long DBT CORP AU N 2 2025-06-10 Fixed 4.875000000000 N N N N N N Manufacturers and Traders Trust Company WWB2V0FCW3A0EE3ZJN75 564759QB7 9230000 PA USD 9239797.92 0.0515435682 Long DBT CORP US N 2 2021-12-01 Variable 2.546880000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X5CA9 38562279 PA USD 39382336.71 0.2196916182 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31412QVS5 1426216.83 PA USD 1486792.54 0.0082939685 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 4.000000000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 53944YAF0 47565000 PA USD 51784151.54 0.2888742771 Long DBT CORP GB N 2 2025-05-08 Fixed 4.450000000000 N N N N N N MandT Bank Corporation N/A 55261FAH7 12892000 PA USD 13810555 0.0770412177 Long DBT CORP US N 2 2026-11-01 Variable 5.125000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31416WPV8 3141715.37 PA USD 3400726.87 0.0189707176 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31416WU34 10768634.42 PA USD 11520328.18 0.0642653471 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.000000000000 N N N N N N Marvell Technology Group Ltd. 8DF36O58U3QIHUCGZB18 57385LAB4 23499000 PA USD 26359447.26 0.1470443378 Long DBT CORP US N 2 2028-06-22 Fixed 4.875000000000 N N N N N N MetLife Inc. C4BXATY60WC6XEOZDX54 59156RAP3 12368000 PA USD 15148326.4 0.0845038821 Long DBT CORP US N 2 2066-12-15 Fixed 6.400000000000 N N N N N N JP MORGAN CHASE COMMERCIAL MOR JPMCC 2015 JP1 A4 N/A 46590KAD6 12190000 PA USD 13011047.7 0.0725812220 Long ABS-MBS CORP US N 2 2049-01-15 Fixed 3.649800000000 N N N N N N J.P. Morgan Chase Commercial Mortgage Securities Trust 2011-C3 N/A 46635TAN2 9336282.91 PA USD 81234.06 0.0004531585 Long ABS-MBS CORP US N 2 2046-02-15 Variable 1.135587000000 N N N N N N MetLife Inc. C4BXATY60WC6XEOZDX54 59156RBS6 5570000 PA USD 8187900 0.0456756290 Long DBT CORP US N 2 2068-04-08 Fixed 9.250000000000 N N N N N N Orbia Advance Corporation S.A.B. de CV 549300MVHZ20SBIOEQ79 59284BAG3 17715000 PA USD 17604281.25 0.0982042549 Long DBT CORP MX N 2 2048-01-15 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31416XAJ9 2627240.53 PA USD 2808990.4 0.0156697570 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31416XJZ4 1755668.37 PA USD 1881512.92 0.0104958886 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.000000000000 N N N N N N Microsoft Corporation INR2EJN1ERAN0W5ZP974 594918BL7 19750000 PA USD 24895815.3 0.1388795690 Long DBT CORP US N 2 2045-11-03 Fixed 4.450000000000 N N N N N N Microchip Technology Incorporated 5493007PTFULNYZJ1R12 595017AP9 47401000 PA USD 49875307.08 0.2782259214 Long DBT CORP US N 2 2023-06-01 Fixed 4.333000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31416Y3P1 2187393.47 PA USD 2351019.25 0.0131149969 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417ACZ0 2576344.63 PA USD 2764234.87 0.0154200914 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.000000000000 N N N N N N Micron Technology Inc. B3DXGBC8GAIYWI2Z0172 595112BM4 11033000 PA USD 12121644.2 0.0676197466 Long DBT CORP US N 2 2026-02-06 Fixed 4.975000000000 N N N N N N Micron Technology Inc. B3DXGBC8GAIYWI2Z0172 595112BN2 42469000 PA USD 47548196.42 0.2652442969 Long DBT CORP US N 2 2029-02-06 Fixed 5.327000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417B6F9 277558.27 PA USD 291851.85 0.0016280752 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417BZ91 6323494.04 PA USD 6755018.76 0.0376824009 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.000000000000 N N N N N N MDC Partners Inc. N/A 552697AQ7 22212000 PA USD 20212920 0.1127563642 Long DBT CORP US N 2 2024-05-01 Fixed 6.500000000000 N N N N N JH COLLATERAL N/A N/A 40350404.11 NS USD 403758248.67 2.2523372253 Long EC RF US N 1 N N Micron Technology Inc. B3DXGBC8GAIYWI2Z0172 595112BP7 46310000 PA USD 48703869.49 0.2716911385 Long DBT CORP US N 2 2027-02-15 Fixed 4.185000000000 N N N N N N Millicom International Cellular S.A. 549300CTHC1CP86P2G96 600814AN7 4100000 PA USD 4187125 0.0233575847 Long DBT CORP LU N 2 2028-01-15 Fixed 5.125000000000 N N N N N AOA 2015-1177 MORTGAGE TRUST AOA 2015 1177 C 144A N/A 00183HAG6 6896000 PA USD 6942914.87 0.0387305663 Long ABS-MBS CORP US N 2 2029-12-13 Variable 3.110230000000 N N N N N N AMERICOLD 2010 LLC ACRE 2010 ARTA C 144A N/A 03063NAN7 2150000 PA USD 2211380.35 0.0123360310 Long ABS-MBS CORP US N 2 2029-01-14 Fixed 6.811000000000 N N N N N N J.P. Morgan Chase Commercial Mortgage Securities Trust 2011-C4 N/A 46636DAN6 6592629.09 PA USD 83423.79 0.0004653738 Long ABS-MBS CORP US N 2 2046-07-15 Variable 1.361853000000 N N N N N N J.P. Morgan Chase Commercial Mortgage Securities Trust 2012-HSBC N/A 46637YAC3 83392261.5 PA USD 2734965.97 0.0152568169 Long ABS-MBS CORP US N 2 2032-07-05 Variable 1.581537000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAU4 44303000 PA USD 44413757.5 0.2477590481 Long DBT CORP US N 2 2023-02-15 Variable 6.875000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 4 A1 144A N/A 89178BAA2 17658000 PA USD 17857775.55 0.0996183552 Long ABS-MBS CORP US N 2 2059-10-25 Variable 2.900000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BDZ6 19031000 PA USD 20508251.12 0.1144038483 Long DBT CORP US N 2 2026-01-27 Fixed 3.875000000000 N N N N N N Motorola Solutions Inc. 6S552MUG6KGJVEBSEC55 620076BL2 33189000 PA USD 35832673.45 0.1998900693 Long DBT CORP US N 2 2028-02-23 Fixed 4.600000000000 N N N N N N AMERICOLD 2010 LLC ACRE 2010 ARTA D 144A N/A 03063NAR8 9783000 PA USD 10097069.52 0.0563257980 Long ABS-MBS CORP US N 2 2029-01-14 Fixed 7.443000000000 N N N N N N ANGEL OAK MORTGAGE TRUST I LLC AOMT 2018 1 A1 144A N/A 03463TAA8 2469322.8 PA USD 2477299.45 0.0138194422 Long ABS-MBS CORP US N 2 2048-04-27 Variable 3.258000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417C7D1 3617187.91 PA USD 3708328.75 0.0206866533 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417CH57 4344644.23 PA USD 4489986.92 0.0250470788 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417CNF8 5525966.19 PA USD 5810540.19 0.0324136931 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417DKF9 8550980.45 PA USD 8788939.7 0.0490284870 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.000000000000 N N N N N N FIXED INC CLEARING CORP.REPO N/A 85748R009 9884000 PA USD 9884000 0.0551372045 Long RA CORP US N 2 Repurchase N 0.550000000000000 2019-12-02 10005000 USD 10083929.445 USD UST N N N Targa Resources Partners LP / Targa Resources Partners Finance Corp N/A 87612BBJ0 26310000 PA USD 27683382 0.1544298154 Long DBT CORP US N 2 2026-04-15 Fixed 5.875000000000 N N N N N N ANGEL OAK MORTGAGE TRUST I LLC AOMT 2018 3 A1 144A N/A 03464NAA0 6781635.74 PA USD 6867660.79 0.0383107667 Long ABS-MBS CORP US N 2 2048-09-25 Variable 3.649000000000 N N N N N N ARROYO MORTGAGE TRUST 2018-1 ARRW 2018 1 A1 144A N/A 042856AA2 28168452.47 PA USD 28633716.43 0.1597311897 Long ABS-MBS CORP US N 2 2048-04-25 Variable 3.763000000000 N N N N N N ARROYO MORTGAGE TRUST 2019-2 ARRW 2019 2 A1 144A N/A 042858AA8 25812044.12 PA USD 26116350.05 0.1456882370 Long ABS-MBS CORP US N 2 2049-04-25 Variable 3.347000000000 N N N N N N ARROYO MORTGAGE TRUST 2019-3 10/48 1 N/A 04285AAA3 14778002.04 PA USD 14837858.86 0.0827719606 Long ABS-MBS CORP US N 2 2048-10-25 Variable 2.962000000000 N N N N N N Teachers Insurance and Annuity Association of America O06XD7BJ4EPXNABVFN69 878091BF3 21655000 PA USD 25141495.49 0.1402500788 Long DBT CORP US N 2 2047-05-15 Fixed 4.270000000000 N N N N N N Teekay Offshore Partners L.P./Teekay Offshore Finance Corp. N/A 87901BAB8 17445000 PA USD 17445000 0.0973157156 Long DBT CORP BM N 2 2023-07-15 Fixed 8.500000000000 N N N N N BBCMS TRUST 2015-MSQ BBCMS 2015 MSQ D 144A N/A 05490VAG2 7340000 PA USD 7460075.06 0.0416155083 Long ABS-MBS CORP US N 2 2032-09-15 Variable 4.122792000000 N N N N N N BARCLAYS COMMERCIAL MORTGAGE T BBCMS 2019 C5 A2 N/A 05492JAT9 15448000 PA USD 15961221.18 0.0890385589 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 3.043000000000 N N N N N N BAMLL COMMERCIAL MORTGAGE SECU 11/32 1 N/A 05492PAL2 11565000 PA USD 10941426.77 0.0610359860 Long ABS-MBS CORP US N 2 2032-11-05 Variable 3.842500000000 N N N N N N BBCMS TRUST 2015-SRCH BBCMS 2015 SRCH D 144A N/A 05547HAN1 15371000 PA USD 16824120.54 0.0938521828 Long ABS-MBS CORP US N 2 2035-08-10 Variable 5.121768000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417G5T9 25074764.5 PA USD 25905762.26 0.1445134877 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417GBE5 2593809.34 PA USD 2674906.86 0.0149217813 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.000000000000 N N N N N N CLI Funding LLC N/A 12563LAJ6 19179992.51 PA USD 19318314.78 0.1077658714 Long ABS-O CORP US N 2 2043-04-18 Fixed 4.030000000000 N N N N N N CNH Equipment Trust 2018-B N/A 12596EAC8 20219000 PA USD 20565369.67 0.1147224801 Long ABS-O CORP US N 2 2023-11-15 Fixed 3.190000000000 N N N N N N TIM S.p.A. 549300W384M3RI3VXU42 87927YAA0 14870000 PA USD 15989264.9 0.0891949989 Long DBT CORP IT N 2 2024-05-30 Fixed 5.303000000000 N N N N N N Telefonica Celular del Paraguay S.A. N/A 87936VAB3 6691000 PA USD 7125915 0.0397514197 Long DBT CORP PY N 2 2027-04-15 Fixed 5.875000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417GMK9 1456705.48 PA USD 1539005.84 0.0085852367 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417HBT0 5473091.73 PA USD 5778887.59 0.0322371213 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.500000000000 N N N N N N BUNKER HILL LOAN DEPOSITARY TR BHLD 2019 1 A1 144A N/A 12061AAA6 3059666.83 PA USD 3095640.56 0.0172688149 Long ABS-MBS CORP US N 2 2048-10-26 Variable 3.613000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417SYQ7 4180901.14 PA USD 4529505.51 0.0252675305 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418B3D6 13526420.5 PA USD 14250814.42 0.0794971742 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4.000000000000 N N N N N N FOCUS BRANDS FUNDING LLC FOCUS 2017 1A A2I 144A N/A 34417MAA5 7634250 PA USD 7660511.82 0.0427336308 Long ABS-O CORP US N 2 2047-04-30 Fixed 3.857000000000 N N N N N N Goal Capital Funding Trust N/A 38021AAD4 35444251.02 PA USD 34197598.73 0.1907689190 Long ABS-O CORP US N 2 2044-08-25 Floating 2.109500000000 N N N N N N BBCMS 2018-TALL MORTGAGE TRUST BBCMS 2018 TALL E 144A N/A 05548WAJ6 9590000 PA USD 9586934.08 0.0534800430 Long ABS-MBS CORP US N 2 2037-03-15 Floating 4.202380000000 N N N N N N BWAY 2013-1515 Mortgage Trust N/A 05604FAG0 46410000 PA USD 944861.19 0.0052708422 Long ABS-MBS CORP US N 2 2033-03-10 Variable 0.534116000000 N N N N N N Golden Credit Card Trust 549300BEDPMEONLTJX58 380881ER9 22572000 PA USD 23692291.25 0.1321657940 Long ABS-O CORP CA N 2 2025-10-15 Fixed 3.440000000000 N N N N N N Structured Asset Securities Corporation Mortgage Loan Trust 2005-2XS N/A 86359B2J9 3443.22 PA USD 3482.33 0.0000194259 Long ABS-MBS CORP US N 2 2035-02-25 Floating 3.281380000000 N N N N N N SunTrust Student Loan Trust N/A 86800NAD2 32978972.78 PA USD 31911954.61 0.1780186127 Long ABS-O CORP US N 2 2037-10-28 Floating 2.125630000000 N N N N N N Taco Bell Funding LLC N/A 87342RAB0 2681250 PA USD 2719002 0.0151677630 Long ABS-O CORP US N 2 2046-05-25 Fixed 4.377000000000 N N N N N N CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE D 144A N/A 12482HAL8 6315000 PA USD 6336650.35 0.0353485620 Long ABS-MBS CORP US N 2 2037-12-15 Floating 3.515380000000 N N N N N N CGDBB COMMERCIAL MORTGAGE TRUS CGDBB 2017 BIOC E 144A N/A 125282AN3 9287082.18 PA USD 9287058.03 0.0518072054 Long ABS-MBS CORP US N 2 2032-07-15 Floating 3.915380000000 N N N N N N TEMPO ACQUISITION LLC / TEMPO SR UNSECURED 144A 06/25 6.75 N/A 88023JAA4 6270000 PA USD 6458100 0.0360260604 Long DBT CORP US N 2 2025-06-01 Fixed 6.750000000000 N N N N N N Team Health Holdings Inc. 549300PVTQ4UDTTMQT11 88047PAA2 3197000 PA USD 1694410 0.0094521480 Long DBT CORP US N 2 2025-02-01 Fixed 6.375000000000 N N N N N Taco Bell Funding LLC N/A 87342RAD6 27576450 PA USD 28382509.63 0.1583298501 Long ABS-O CORP US N 2 2048-11-25 Fixed 4.318000000000 N N N N N N TAL Advantage V LLC 549300DUZ8I1AWFHN784 87407PAJ9 2059125.01 PA USD 2057174.81 0.0114758062 Long ABS-O CORP US N 2 2039-02-22 Fixed 3.510000000000 N N N N N N CGBAM COMMERCIAL MORTGAGE TRUS CGBAM 2015 SMRT F 144A N/A 12528RAN8 5190000 PA USD 5195967.46 0.0289853420 Long ABS-MBS CORP US N 2 2028-04-10 Variable 3.912076000000 N N N N N N CHT 2017-COSMO MORTGAGE TRUST CHT 2017 CSMO D 144A N/A 12546DAL1 17654000 PA USD 17664862.51 0.0985422033 Long ABS-MBS CORP US N 2 2036-11-15 Floating 4.015380000000 N N N N N N BWAY 2015-1740 MORTGAGE TRUST BWAY 2015 1740 XA 144A N/A 05604LAC6 123773000 PA USD 2385897.86 0.0133095648 Long ABS-MBS CORP US N 2 2035-01-10 Variable 1.023033000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2 BX 2018 BIOA D 144A N/A 056057AL6 12620000 PA USD 12627883.71 0.0704437684 Long ABS-MBS CORP US N 2 2037-03-15 Floating 3.086430000000 N N N N N N WATERFORD GAMING LLC / WATERFO SR UNSECURED 144A 09/49 8.625 N/A 941388AH3 440015.41 PA USD 0 0.0000000000 Long DBT CORP US N 3 2049-09-15 None 0 Y N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 949746PM7 8592000 PA USD 8722598.4 0.0486584067 Long DBT CORP US N 2 2020-03-15 Variable 5.888500000000 N N N N N COMM 2014-CCRE15 MORTGAGE TRUS COMM 2014 CR15 XA N/A 12591RBB5 67005099.18 PA USD 2107229.96 0.0117550353 Long ABS-MBS CORP US N 2 2047-02-10 Variable 1.091088000000 N N N N N N COMM 2014-CCRE20 MORTGAGE TRUS COMM 2014 CR20 A3 N/A 12592LBH4 34710000 PA USD 36322515.53 0.2026226191 Long ABS-MBS CORP US N 2 2047-11-10 Fixed 3.326000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418B5P7 9217721.9 PA USD 9711367.78 0.0541741877 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418B6V3 22617380.27 PA USD 23828631.45 0.1329263583 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418BZD1 13010396.56 PA USD 13707155.34 0.0764644099 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418CCW2 5219646.48 PA USD 5492654.87 0.0306403920 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4.000000000000 N N N N N N Bear Stearns Commercial Mortgage Securities Trust 2005-PWR8 N/A 07383F6S2 310076.35 PA USD 806.48 0.0000044989 Long ABS-MBS CORP US N 2 2041-06-11 Variable 0.797906000000 N N N N N N BENCHMARK 2019-B11 MORTGAGE TR BMARK 2019 B11 A2 N/A 08162BBB7 16845000 PA USD 17660414.23 0.0985173888 Long ABS-MBS CORP US N 2 2052-05-15 Fixed 3.409700000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 949746RN3 54681000 PA USD 60739107.99 0.3388288770 Long DBT CORP US N 2 2025-06-15 Variable 5.875000000000 N N N N N N The Williams Companies Inc. D71FAKCBLFS2O0RBPG08 969457BV1 7401000 PA USD 8482579.85 0.0473194800 Long DBT CORP US N 2 2044-06-24 Fixed 5.750000000000 N N N N N N BENCHMARK 2019-B13 MORTGAGE TR BMARK 2019 B13 A2 N/A 08162DAB4 19985000 PA USD 20535260.99 0.1145545210 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 2.889000000000 N N N N N N BENCHMARK 2019-B12 MORTGAGE TR BMARK 2019 B12 A2 N/A 08162FAB9 21935000 PA USD 22641618.48 0.1263046893 Long ABS-MBS CORP US N 2 2052-08-15 Fixed 3.000800000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418V4W9 1893822.06 PA USD 2049953.86 0.0114355246 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31419ANB9 7176935.04 PA USD 7677913.81 0.0428307066 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.000000000000 N N N N N N BENCHMARK 2019-B10 MORTGAGE TR BMARK 2019 B10 A2 N/A 08162VAB4 20454000 PA USD 21553731.81 0.1202359894 Long ABS-MBS CORP US N 2 2062-03-15 Fixed 3.614000000000 N N N N N N BENCHMARK 2019-B14 MORTGAGE TR BMARK 2019 B14 A2 N/A 08162YAB8 19098000 PA USD 19669998.47 0.1097277143 Long ABS-MBS CORP US N 2 2061-12-15 Fixed 2.914700000000 N N N N N N BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2019 NQM1 A1 144A N/A 10568HAA3 11091771.13 PA USD 11092737.22 0.0618800608 Long ABS-MBS CORP US N 2 2059-07-25 Variable 2.666000000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE CGCMT 2017 1500 E 144A N/A 17326TAN7 4667000 PA USD 4686744.21 0.0261446756 Long ABS-MBS CORP US N 2 2032-07-15 Floating 4.265380000000 N N N N N N COMM 2016-CR28 MORTGAGE TRUST COMM 2016 CR28 A3 N/A 12593YBD4 9285000 PA USD 9842231.85 0.0549042038 Long ABS-MBS CORP US N 2 2049-02-10 Fixed 3.495000000000 N N N N N N COMM 2017-PANW MORTGAGE TRUST COMM 2017 PANW A 144A N/A 12595HAA6 7194000 PA USD 7471627.97 0.0416799554 Long ABS-MBS CORP US N 2 2029-10-10 Fixed 3.244000000000 N N N N N N COLT FUNDING LLC 05/49 1 N/A 19685TAA6 10341885.1 PA USD 10364302.17 0.0578165367 Long ABS-MBS CORP US N 2 2049-05-25 Variable 3.337000000000 N N N N N N COLT 2018-2 MORTGAGE LOAN TRUS COLT 2018 2 A1 144A N/A 19687VAA9 1782322.94 PA USD 1788597.07 0.0099775640 Long ABS-MBS CORP US N 2 2048-07-27 Variable 3.470000000000 N N N N N N The Williams Companies Inc. D71FAKCBLFS2O0RBPG08 969457BW9 43752000 PA USD 46836228.55 0.2612726338 Long DBT CORP US N 2 2024-06-24 Fixed 4.550000000000 N N N N N N The Williams Companies Inc. D71FAKCBLFS2O0RBPG08 96949LAD7 21304000 PA USD 21811273.8 0.1216726694 Long DBT CORP US N 2 2027-06-15 Fixed 3.750000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31419BCW3 7119420.68 PA USD 7704140.12 0.0429770082 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31419L3D3 3166418.2 PA USD 3339376.19 0.0186284771 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 3.500000000000 N N N N N N COMM 2018-COR3 MORTGAGE TRUST COMM 2018 COR3 XA N/A 12595VAE7 225229115.49 PA USD 7660898.09 0.0427357856 Long ABS-MBS CORP US N 2 2051-05-10 Variable 0.587064000000 N N N N N N CSMC 2019-AFC1 TRUST CSMC 2019 AFC1 A1 144A N/A 12596XAA0 25125749.72 PA USD 25077287.17 0.1398918972 Long ABS-MBS CORP US N 2 2049-07-25 Variable 2.573000000000 N N N N N N BARCLAYS REPO REPO N/A 977HDM000 277058000 PA USD 277058000 1.5455487263 Long RA CORP US N 2 Repurchase Y 1.600000000000000 2019-12-02 281919300 USD 282636861.120121 USD UST N N N WPX Energy Inc. ZXZE9GCS2BB547GJW219 98212BAE3 5040000 PA USD 5150728.8 0.0287329813 Long DBT CORP US N 2 2024-09-15 Fixed 5.250000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31419LZZ9 4144607.82 PA USD 4431327.64 0.0247198521 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.000000000000 N N N N N N The GEO Group Inc. N/A 36162JAB2 4171000 PA USD 3305517.5 0.0184395988 Long DBT CORP US N 2 2026-04-15 Fixed 6.000000000000 N N N N N N Credit Suisse First Boston Mortgage Securities Corp. N/A 225458EC8 417399.45 PA USD 15.53 0.0000000866 Long ABS-MBS CORP US N 2 2038-02-15 Variable 0.872390000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE CGCMT 2019 PRM A 144A N/A 29429JAA8 8060000 PA USD 8396526.76 0.0468394388 Long ABS-MBS CORP US N 2 2036-05-10 Fixed 3.341000000000 N N N N N N COMM 2012-LC4 Mortgage Trust N/A 126192AF0 3986000 PA USD 4150569.98 0.0231536651 Long ABS-MBS CORP US N 2 2044-12-10 Variable 4.934000000000 N N N N N N COMM 2012-CCRE2 Mortgage Trust N/A 12624KAE6 67008984.2 PA USD 2341367.62 0.0130611559 Long ABS-MBS CORP US N 2 2045-08-15 Variable 1.797232000000 N N N N N N Greenko Dutch B.V. N/A 39530LAB6 7105000 PA USD 7190970.5 0.0401143273 Long DBT CORP NL N 2 2024-07-24 Fixed 5.250000000000 N N N N N N Greenko Dutch B.V. N/A 39530LAC4 11885000 PA USD 11902827.5 0.0663990929 Long DBT CORP NL N 2 2022-07-24 Fixed 4.875000000000 N N N N N N COMMERCIAL MORTGAGE PASS THROU COMM 2012 CR3 XA N/A 12624PAF2 95057581.17 PA USD 4103588.25 0.0228915808 Long ABS-MBS CORP US N 2 2045-10-15 Variable 2.018789000000 N N N N N N COMM 2013-300P MORTGAGE TRUST COMM 2013 300P D 144A 549300NMFC2YLCA2NF13 12625XAL1 18343000 PA USD 19137948.93 0.1067597131 Long ABS-MBS CORP US N 2 2030-08-10 Variable 4.539950000000 N N N N N N HandE Equipment Services Inc. N/A 404030AH1 7015000 PA USD 7374518.75 0.0411382384 Long DBT CORP US N 2 2025-09-01 Fixed 5.625000000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119BQ1 15959000 PA USD 17768138.73 0.0991183225 Long DBT CORP US N 2 2025-04-15 Fixed 5.250000000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE CGCMT 2019 SMRT A 144A N/A 29429MAA1 6922000 PA USD 7405812.5 0.0413128084 Long ABS-MBS CORP US N 2 2036-01-10 Fixed 4.149000000000 N N N N N N SEASONED CREDIT RISK TRANSFER SCRT 2019 2 MA N/A 35563PKG3 24601298.04 PA USD 25638924.21 0.1430249502 Long ABS-MBS CORP US N 2 2058-08-25 Fixed 3.500000000000 N N N N N N COMM 2013-LC13 Mortgage Trust N/A 12626GAP8 6206000 PA USD 6686097.4 0.0372979279 Long ABS-MBS CORP US N 2 2046-08-10 Variable 5.009000000000 N N N N N N CREDIT SUISSE MORTGAGE CAPITAL CSMC 2019 ICE4 D 144A N/A 12653VAG1 37335000 PA USD 37381754.62 0.2085315105 Long ABS-MBS CORP US N 2 2036-05-15 Floating 3.365380000000 N N N N N N GCAT 2019-NQM1 LLC 02/59 1 N/A 36166PAA6 26665522.29 PA USD 26873561.36 0.1499122874 Long ABS-MBS CORP US N 2 2059-02-25 Variable 2.985000000000 N N N N N N GS Mortgage Securities Trust 2011-GC5 N/A 36191YAA6 13937052.14 PA USD 230886.78 0.0012879858 Long ABS-MBS CORP US N 2 2044-08-10 Variable 1.497277000000 N N N N N N WPX Energy Inc. ZXZE9GCS2BB547GJW219 98212BAJ2 5763000 PA USD 5762711.85 0.0321468861 Long DBT CORP US N 2 2027-10-15 Fixed 5.250000000000 N N N N N N XPO Logistics Inc. 54930096DB9LCLPN7H13 983793AD2 11266000 PA USD 11529173.76 0.0643146916 Long DBT CORP US N 2 2022-06-15 Fixed 6.500000000000 N N N N N N GALTON FUNDING MORTGAGE TRUST GFMT 2018 1 A43 144A N/A 36417JAY5 4621710.38 PA USD 4671559.22 0.0260599672 Long ABS-MBS CORP US N 2 2057-11-25 Variable 3.500000000000 N N N N N N GE Capital Commercial Mortgage Corporation N/A 36828QKZ8 70375.4 PA USD 0.04 0.0000000002 Long ABS-MBS CORP US N 2 2048-06-10 Variable 0.011277000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119BT5 18243000 PA USD 20383614.46 0.1137085714 Long DBT CORP US N 2 2026-06-15 Fixed 5.250000000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119BX6 8402000 PA USD 8851501.87 0.0493774857 Long DBT CORP US N 2 2029-06-15 Fixed 4.125000000000 N N N N N N YPF Sociedad Anonima 5493003N7447U18U5U53 984245AL4 12258000 PA USD 10082205 0.0562428773 Long DBT CORP AR N 2 2025-07-28 Fixed 8.500000000000 N N N N N N YUM! Brands Inc. 549300JE8XHZZ7OHN517 988498AL5 6690000 PA USD 6924150 0.0386258878 Long DBT CORP US N 2 2030-01-15 Fixed 4.750000000000 N N N N N N GS Mortgage Securities Trust 2012-GCJ7 N/A 36192KAW7 84365334.53 PA USD 2500866.92 0.0139509117 Long ABS-MBS CORP US N 2 2045-05-10 Variable 2.351905000000 N N N N N N GS MORTGAGE SECURITIES CORP II GSMS 2005 GG4 XC 144A N/A 36228CWD1 10318.74 PA USD 0.77 0.0000000043 Long ABS-MBS CORP US N 2 2039-07-10 Variable 1.589824000000 N N N N N N STARWOOD MORTGAGE RESIDENTIAL STAR 2018 IMC1 A1 144A N/A 85572KAA2 4312716.77 PA USD 4348952.22 0.0242603266 Long ABS-MBS CORP US N 2 2048-03-25 Variable 3.793000000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280AS8 6870000 PA USD 7307962.5 0.0407669590 Long DBT CORP GB N 2 2024-09-17 Variable 6.375000000000 N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280BC2 17805000 PA USD 18606225 0.1037935283 Long DBT CORP GB N 2 2021-06-01 Variable 6.875000000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280BS7 30775000 PA USD 32219976.11 0.1797368892 Long DBT CORP GB N 2 2024-05-18 Variable 3.950000000000 N N N N N N Harsco Corporation KAO98FK89NPNNPQGUZ43 415864AM9 5035000 PA USD 5299337.5 0.0295619846 Long DBT CORP US N 2 2027-07-31 Fixed 5.750000000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 423074AS2 13957000 PA USD 14352336.07 0.0800635056 Long DBT CORP US N 2 2025-02-15 Fixed 4.875000000000 N N N N N N Hilton Domestic Operating Company Inc. 5493003EG7H0N1E4XV50 432833AD3 2667000 PA USD 2807017.5 0.0156587513 Long DBT CORP US N 2 2026-05-01 Fixed 5.125000000000 N N N N N N GS Mortgage Securities Trust 2015-GC30 N/A 36250GAN5 20640000 PA USD 21467245.01 0.1197535288 Long ABS-MBS CORP US N 2 2050-05-10 Fixed 3.119000000000 N N N N N N GS MORTGAGE SECURITIES TRUST 2 GSMS 2015 GC34 A4 54930070360RBP384M53 36250VAD4 10099000 PA USD 10713985.67 0.0597672217 Long ABS-MBS CORP US N 2 2048-10-10 Fixed 3.506000000000 N N N N N N GS MORTGAGE SECURITIES TRUST 2 GSMS 2015 590M C 144A N/A 36250WAJ9 6950000 PA USD 7221129.23 0.0402825657 Long ABS-MBS CORP US N 2 2035-10-10 Variable 3.932247000000 N N N N N N GS MORTGAGE SECURITIES CORP TR GSMS 2016 RENT D 144A 5493006UCJFJVDKIY756 36251GAL8 13051000 PA USD 13189827.4 0.0735785321 Long ABS-MBS CORP US N 2 2029-02-10 Variable 4.202224000000 N N N N N N Hilton Domestic Operating Company Inc. 5493003EG7H0N1E4XV50 432833AF8 5741000 PA USD 6099812.5 0.0340273785 Long DBT CORP US N 2 2030-01-15 Fixed 4.875000000000 N N N N N N Murphy Oil Corporation QBKYQD0ODE7DC7PDIN91 626717AJ1 9531000 PA USD 9757170.63 0.0544296957 Long DBT CORP US N 2 2025-08-15 Fixed 5.750000000000 N N N N N N GS MORTGAGE SECURITIES CORP TR GSMS 2017 485L C 144A 5493001UQE7OCP3UT106 36252CAJ1 6600000 PA USD 6879214.98 0.0383752209 Long ABS-MBS CORP US N 2 2037-02-10 Variable 4.114534000000 N N N N N N GS MORTGAGE SECURITIES TRUST 2 GSMS 2019 GC40 A2 N/A 36257HBM7 20410000 PA USD 21095659.66 0.1176806658 Long ABS-MBS CORP US N 2 2052-07-10 Fixed 2.971000000000 N N N N N N GS MORTGAGE SECURITIES TRUST 2 GSMS 2019 GC39 A2 N/A 36260JAB3 23885000 PA USD 25025174.36 0.1396011895 Long ABS-MBS CORP US N 2 2052-05-10 Fixed 3.457000000000 N N N N N N General Electric Company 3C7474T6CDKPR9K6YT90 36962GT95 26960000 PA USD 30731598.05 0.1714340760 Long DBT CORP US N 2 2026-01-05 Fixed 5.550000000000 N N N N N N Aircastle Limited 549300PNK8AKY3OIKP58 00928QAN1 13545000 PA USD 14408898.34 0.0803790343 Long DBT CORP US N 2 2022-02-15 Fixed 5.500000000000 N N N N N N General Motors Company 54930070NSV60J38I987 37045VAE0 31134000 PA USD 33569666.99 0.1872660456 Long DBT CORP US N 2 2023-10-02 Fixed 4.875000000000 N N N N N N General Motors Financial Company Inc. 5493008B6JBRUJ90QL97 37045XAS5 45989000 PA USD 47660071.94 0.2658683867 Long DBT CORP US N 2 2025-01-15 Fixed 4.000000000000 N N N N N N Prosus N.V. N/A 62856RAC9 19530000 PA USD 21729582.66 0.1212169611 Long DBT CORP NL N 2 2025-07-21 Fixed 5.500000000000 N N N N N N Prosus N.V. N/A 62856RAD7 4575000 PA USD 4989037.36 0.0278309969 Long DBT CORP NL N 2 2027-07-06 Fixed 4.850000000000 N N N N N N NBM US Holdings Inc N/A 62877VAB7 8240000 PA USD 8675072 0.0483932840 Long DBT CORP US N 2 2029-08-06 Fixed 6.625000000000 N N N N N N NRG Energy Inc. 5E2UPK5SW04M13XY7I38 629377CK6 12190000 PA USD 12566704.03 0.0701024818 Long DBT CORP US N 2 2024-06-15 Fixed 3.750000000000 N N N N N N General Motors Financial Company Inc. 5493008B6JBRUJ90QL97 37045XAZ9 22335000 PA USD 23523256.84 0.1312228474 Long DBT CORP US N 2 2025-07-13 Fixed 4.300000000000 N N N N N N GlaxoSmithKline Capital plc 549300U0LV41VX7LEP38 377373AG0 25294000 PA USD 26206549.09 0.1461914060 Long DBT CORP GB N 2 2024-06-01 Fixed 3.000000000000 N N N N N N GOGO INTERMEDIATE HOLDINGS LLC SR SECURED 144A 05/24 9.875 N/A 38046XAE3 10941000 PA USD 11501179.2 0.0641585259 Long DBT CORP US N 2 2024-05-01 Fixed 9.875000000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 38141GWB6 46391000 PA USD 49399387.69 0.2755710383 Long DBT CORP US N 2 2027-01-26 Fixed 3.850000000000 N N N N N N Aircastle Limited 549300PNK8AKY3OIKP58 00928QAR2 9561000 PA USD 10136786.75 0.0565473578 Long DBT CORP US N 2 2023-09-25 Fixed 4.400000000000 N N N N N N Arconic Inc. N/A 013817AW1 18133000 PA USD 19765876.65 0.1102625641 Long DBT CORP US N 2 2024-10-01 Fixed 5.125000000000 N N N N N HarborView Mortgage Loan Trust 2007-3 N/A 41164UAR0 32725399.27 PA USD 556878.3 0.0031065068 Long ABS-MBS CORP US N 2 2047-05-19 Variable 0.000000000000 N N N N N N HarborView Mortgage Loan Trust 2007-4 N/A 41164YAQ4 32782607.71 PA USD 477829.46 0.0026655383 Long ABS-MBS CORP US N 2 2047-07-19 Variable 0.000000000000 N N N N N N Alimentation Couche-Tard Inc. 549300OSW32RVX8CCZ87 01626PAJ5 13623000 PA USD 13753684.49 0.0767239695 Long DBT CORP CA N 2 2022-07-26 Fixed 2.700000000000 N N N N N N Allied Universal Holdco LLC / Allied Universal Finance Corp N/A 019576AA5 3713000 PA USD 3926497.5 0.0219036924 Long DBT CORP US N 2 2026-07-15 Fixed 6.625000000000 N N N N N N Ally Financial Inc. 549300JBN1OSM8YNAI90 02005NAV2 27788000 PA USD 30532065 0.1703209948 Long DBT CORP US N 2 2024-09-30 Fixed 5.125000000000 N N N N N N Altice Financing S.A. 549300DIYGW8HVDF7Q17 02154CAD5 11370000 PA USD 11625825 0.0648538538 Long DBT CORP LU N 2 2023-02-15 Fixed 6.625000000000 N N N N N N Clearway Energy Operating LLC 549300Z3NFMM54NWBB87 62943WAB5 13749000 PA USD 14092725 0.0786152833 Long DBT CORP US N 2 2024-08-15 Fixed 5.375000000000 N N N N N N NXP B.V. N/A 62947QAV0 34550000 PA USD 36836130.66 0.2054877853 Long DBT CORP NL N 2 2023-06-01 Fixed 4.625000000000 N N N N N N FREDDIE MAC GOLD POOL FG 04/47 FIXED 3.5 N/A 3132XCRY3 17195777.34 PA USD 18118451.16 0.1010725159 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.500000000000 N N N N N N Huntington Ingalls Industries Inc. 5TZLZ6WJTBVJ0QWBG121 446413AH9 21100000 PA USD 22102250 0.1232958598 Long DBT CORP US N 2 2025-11-15 Fixed 5.000000000000 N N N N N N Altice Luxembourg SA 2221006ZDZREFLFIFQ42 02156DAA7 4417000 PA USD 5008878 0.0279416765 Long DBT CORP LU N 2 2027-05-15 Fixed 10.500000000000 N N N N N N Amazon.com Inc. ZXTILKJKG63JELOEG630 023135BC9 38826000 PA USD 41255382.81 0.2301402752 Long DBT CORP US N 2 2027-08-22 Fixed 3.150000000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 126650DF4 5073000 PA USD 5191418.02 0.0289599633 Long DBT CORP US N 2 2026-08-15 Fixed 3.000000000000 N N N N N N QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 04/48 5.103 N/A 74727PAY7 15175000 PA USD 19424000 0.1083554290 Long DBT NUSS QA N 2 2048-04-23 Fixed 5.103000000000 N N N N N N Amazon.com Inc. ZXTILKJKG63JELOEG630 023135BJ4 21490000 PA USD 25680413.11 0.1432563932 Long DBT CORP US N 2 2047-08-22 Fixed 4.050000000000 N N N N N N AMERICA WEST AIRLINES 2000-1 P PASS THRU CE 01/22 8.057 N/A 023650AG9 443899.53 PA USD 455488.24 0.0025409094 Long DBT CORP US N 2 2022-01-02 Fixed 8.057000000000 N N N N N N AMERICAN AIRLINES 2017-1 CLASS PASS THRU CE 02/29 3.65 N/A 023761AA7 16600556.25 PA USD 17621666.43 0.0983012369 Long DBT CORP US N 2 2030-08-15 Fixed 3.650000000000 N N N N N N American Airlines 2016-1 Class A Pass Through Trust N/A 02376WAA9 23339995.83 PA USD 24221675.84 0.1351189290 Long DBT CORP US N 2 2029-07-15 Fixed 4.100000000000 N N N N N HarborView Mortgage Loan Trust 2007-6 N/A 41165BAS9 29063448.3 PA USD 410794.4 0.0022915879 Long ABS-MBS CORP US N 2 2037-08-19 Variable 0.000000000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2013-C14 N/A 46640LAF9 10531005.66 PA USD 193238.69 0.0010779686 Long ABS-MBS CORP US N 2 2046-08-15 Variable 0.730138000000 N N N N N N NXP B.V. N/A 62947QAZ1 17920000 PA USD 19458064.28 0.1085454543 Long DBT CORP NL N 2 2024-03-01 Fixed 4.875000000000 N N N N N N NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 144A 06/26 3.875 N/A 62954HAA6 16420000 PA USD 17233088.84 0.0961335840 Long DBT CORP NL N 2 2026-06-18 Fixed 3.875000000000 N N N N N N QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 03/24 3.375 N/A 74727PAZ4 23339000 PA USD 24377585.5 0.1359886602 Long DBT NUSS QA N 2 2024-03-14 Fixed 3.375000000000 N N N N N N SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED 144A 04/29 4.375 N/A 80413TAK5 31580000 PA USD 35281176 0.1968135792 Long DBT NUSS SA N 2 2029-04-16 Fixed 4.375000000000 N N N N N N AMERICAN AIRLINES 2015-1 CLASS PASS THRU CE 11/28 3.375 N/A 023770AA8 20216862.29 PA USD 20924961.94 0.1167284405 Long DBT CORP US N 2 2028-11-01 Fixed 3.375000000000 N N N N N N American Airlines 2015-1 Class B Pass Through Trust N/A 023770AB6 6701615.64 PA USD 6759092.72 0.0377051272 Long DBT CORP US N 2 2024-11-01 Fixed 3.700000000000 N N N N N N Husky Energy Inc. N/A 448055AJ2 17036000 PA USD 17580379.25 0.0980709193 Long DBT CORP CA N 2 2022-04-15 Fixed 3.950000000000 N N N N N N IAA Inc. N/A 449253AB9 835000 PA USD 878090.18 0.0048983648 Long DBT CORP US N 2 2027-06-15 Fixed 5.500000000000 N N N N N N JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2015 C31 A3 N/A 46644YAU4 10725000 PA USD 11521775.27 0.0642734196 Long ABS-MBS CORP US N 2 2048-08-15 Fixed 3.801400000000 N N N N N N JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2016 C1 A4 N/A 46645LAX5 7425000 PA USD 7783808.67 0.0434214337 Long ABS-MBS CORP US N 2 2049-03-15 Fixed 3.310600000000 N N N N N N AMERICAN AIRLINES 2017-2 CLASS PASS THRU CE 04/31 3.6 N/A 02377CAA2 9054933.35 PA USD 9271693.97 0.0517214980 Long DBT CORP US N 2 2031-04-15 Fixed 3.600000000000 N N N N N N AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.15 N/A 02377LAA2 15568000 PA USD 16341524.1 0.0911600523 Long DBT CORP US N 2 2033-08-15 Fixed 3.150000000000 N N N N N N National CineMedia LLC 7LJEQIVQVLNGS4X6T547 63530QAJ8 8680000 PA USD 9048900 0.0504786574 Long DBT CORP US N 2 2028-04-15 Fixed 5.875000000000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAD9 18230000 PA USD 18702616.94 0.1043312440 Long DBT CORP GB N 2 2023-04-26 Variable 3.622000000000 N N N N N N KNDL 2019-KNSQ MORTGAGE TRUST KNDL 2019 KNSQ D 144A N/A 482598AL3 9440000 PA USD 9434068.85 0.0526272950 Long ABS-MBS CORP US N 2 2036-05-15 Floating 3.115380000000 N N N N N N MGIC Investment Corporation N/A 552848AF0 7286000 PA USD 8051030 0.0449121092 Long DBT CORP US N 2 2023-08-15 Fixed 5.750000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAR1 17215000 PA USD 17641033.55 0.0984092751 Long DBT CORP US N 2 2028-03-15 Fixed 4.000000000000 N N N N N N Merrill Lynch Mortgage Trust 2005-CIP1 N/A 59022HKF8 3048365.32 PA USD 133.82 0.0000007465 Long ABS-MBS CORP US N 2 2038-07-12 Variable 0.010000000000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAE7 13550000 PA USD 14515789.26 0.0809753178 Long DBT CORP GB N 2 2030-07-18 Variable 3.960000000000 N N N N N Natura Cosmeticos S.A. N/A 63883KAA3 19995000 PA USD 20869781.25 0.1164206189 Long DBT CORP BR N 2 2023-02-01 Fixed 5.375000000000 N N N N N 3M Company LUZQVYP4VS22CLWDAR65 88579YBB6 24330000 PA USD 25501552.51 0.1422586318 Long DBT CORP US N 2 2024-02-14 Fixed 3.250000000000 N N N N N N The Toronto-Dominion Bank PT3QB789TSUIDF371261 89114QCB2 22739000 PA USD 23723351.98 0.1323390642 Long DBT CORP CA N 2 2024-03-11 Fixed 3.250000000000 N N N N N N Netflix Inc. 549300Y7VHGU0I7CE873 64110LAS5 14130000 PA USD 14473076.4 0.0807370471 Long DBT CORP US N 2 2028-04-15 Fixed 4.875000000000 N N N N N N Netflix Inc. 549300Y7VHGU0I7CE873 64110LAT3 23170000 PA USD 25313225 0.1412080599 Long DBT CORP US N 2 2028-11-15 Fixed 5.875000000000 N N N N N N MSCG TRUST 2016-SNR MSCCG 2016 SNR D 144A N/A 61691CAL3 9724850 PA USD 9977848.78 0.0556607334 Long ABS-MBS CORP US N 2 2034-11-15 Fixed 6.550000000000 N N N N N N MORGAN STANLEY CAPITAL I TRUST MSC 2017 CLS D 144A N/A 61691LAL3 15867000 PA USD 15866973.03 0.0885128022 Long ABS-MBS CORP US N 2 2034-11-15 Floating 3.165380000000 N N N N N N Netflix Inc. 549300Y7VHGU0I7CE873 64110LAU0 5283000 PA USD 5560885.8 0.0310210135 Long DBT CORP US N 2 2029-11-15 Fixed 5.375000000000 N N N N N N Newfield Exploration Company T8W3X1PFLPW2YE0UIP44 651290AQ1 16774000 PA USD 18296859.29 0.1020677532 Long DBT CORP US N 2 2024-07-01 Fixed 5.625000000000 N N N N N N American Airlines 2013-2 Class A Pass Through Trust N/A 02377UAB0 19804276.74 PA USD 20725561.79 0.1156161007 Long DBT CORP US N 2 2024-07-15 Fixed 4.950000000000 N N N N N N American Airlines 2017-1 Class A Pass Through Trust N/A 02378AAA5 7811768.75 PA USD 8310098.66 0.0463573057 Long DBT CORP US N 2 2030-08-15 Fixed 4.000000000000 N N N N N N TransCanada Pipelines Limited 5BV01I6231JPDAPMGH09 89352HAW9 13565000 PA USD 14929075.24 0.0832808048 Long DBT CORP CA N 2 2028-05-15 Fixed 4.250000000000 N N N N N N TransDigm Inc. 88Q84GB3X55CF5OC7582 893647BJ5 34786000 PA USD 34786000 0.1940512744 Long DBT CORP US N 2 2027-11-15 Fixed 5.500000000000 N N N N N N American Airlines Pass Through Trust 2001-01 N/A 02378JAR9 2000881.64 PA USD 2025749.8 0.0113005039 Long DBT CORP US N 2 2022-11-23 Fixed 6.977000000000 N N N N N N AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.5 N/A 02378MAA9 10384000 PA USD 10614155.13 0.0592103240 Long DBT CORP US N 2 2033-08-15 Fixed 3.500000000000 N N N N N N Morgan Stanley Capital I Trust 2011-C3 N/A 61760RAA0 6763251.87 PA USD 49374.44 0.0002754319 Long ABS-MBS CORP US N 2 2049-07-15 Variable 0.727001000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5 N/A 61761AAA6 12702152.07 PA USD 387010.44 0.0021589107 Long ABS-MBS CORP US N 2 2045-08-15 Variable 1.597217000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2012-C6 N/A 61761DAJ1 7514985.94 PA USD 274224.09 0.0015297400 Long ABS-MBS CORP US N 2 2045-11-15 Variable 1.766702000000 N N N N N N NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 285M D 144A N/A 63874FAJ6 4795000 PA USD 4894725.45 0.0273048845 Long ABS-MBS CORP US N 2 2032-11-15 Variable 3.916747000000 N N N N N N American Homes 4 Rent L.P. N/A 02666TAA5 22190000 PA USD 23799878.06 0.1327659596 Long DBT CORP US N 2 2028-02-15 Fixed 4.250000000000 N N N N N N American Tower Corporation 5493006ORUSIL88JOE18 03027XAP5 32300000 PA USD 33841820.15 0.1887842330 Long DBT CORP US N 2 2027-07-15 Fixed 3.550000000000 N N N N N N American Tower Corporation 5493006ORUSIL88JOE18 03027XAV2 16023000 PA USD 16327508.94 0.0910818697 Long DBT CORP US N 2 2025-01-15 Fixed 2.950000000000 N N N N N N Doric Nimrod Air Alpha 2013-1 Class B Pass Through Trust N/A 233283AB6 259725.25 PA USD 259720.52 0.0014488328 Long DBT CORP GG N 2 2021-11-30 Fixed 6.125000000000 N N N N N N NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 ALXA C 144A N/A 63874GAG0 7332000 PA USD 8031722.09 0.0448044014 Long ABS-MBS CORP US N 2 2043-01-15 Variable 4.459766000000 N N N N N N ONE MARKET PLAZA TRUST 2017-1M OMPT 2017 1MKT D 144A N/A 68245HAG9 5035000 PA USD 5165228.76 0.0288138683 Long ABS-MBS CORP US N 2 2032-02-10 Fixed 4.145500000000 N N N N N N Daimler Finance North America LLC 549300423Z16BB673J12 233851CB8 12585000 PA USD 13091272.4 0.0730287499 Long DBT CORP US N 2 2025-08-03 Fixed 3.500000000000 N N N N N N Daimler Finance North America LLC 549300423Z16BB673J12 233851DX9 13695000 PA USD 13824117.69 0.0771168762 Long DBT CORP US N 2 2024-06-14 Fixed 2.700000000000 N N N N N NextEra Energy Capital Holdings Inc. UMI46YPGBLUE4VGNNT48 65339KAT7 32227000 PA USD 34418087.63 0.1919989009 Long DBT CORP US N 2 2027-05-01 Fixed 3.550000000000 N N N N N N PARSLEY ENERGY LLC / PARSLEY F COMPANY GUAR 144A 10/27 5.625 N/A 701885AH8 13410000 PA USD 13862587.5 0.0773314774 Long DBT CORP US N 2 2027-10-15 Fixed 5.625000000000 N N N N N N Tervita Corp N/A 88158UAA6 11842000 PA USD 11840697.38 0.0660525044 Long DBT CORP CA N 2 2021-12-01 Fixed 7.625000000000 N N N N N N UBS Commercial Mortgage Trust 2012-C1 N/A 90269GAF8 3520000 PA USD 3684677.57 0.0205547168 Long ABS-MBS CORP US N 2 2045-05-10 Fixed 4.822000000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636AAS0 17629000 PA USD 18507986.88 0.1032455138 Long DBT CORP DK N 2 2022-01-12 Fixed 5.000000000000 N N N N N N DaVita Inc. M2XHYMU3TZNEZURC6H66 23918KAR9 24471000 PA USD 25246241.28 0.1408343959 Long DBT CORP US N 2 2025-05-01 Fixed 5.000000000000 N N N N N VNDO 2013-PENN MORTGAGE TRUST VNDO 2013 PENN D 144A N/A 91830MAL0 16804000 PA USD 16930902.13 0.0944478565 Long ABS-MBS CORP US N 2 2029-12-13 Variable 4.078732000000 N N N N N N VERUS SECURITIZATION TR 10/58 1 N/A 92537BAA2 16693314.21 PA USD 16883070.45 0.0941810308 Long ABS-MBS CORP US N 2 2058-10-25 Variable 4.108000000000 N N N N N N Trident TPI Holdings Inc. N/A 89616RAA7 4032000 PA USD 3608640 0.0201305465 Long DBT CORP US N 2 2025-11-01 Fixed 6.625000000000 N N N N N N Tutor Perini Corporation 549300FHXYVPW8LJ6D98 901109AF5 3182000 PA USD 3106427.5 0.0173289891 Long DBT CORP US N 2 2025-05-01 Fixed 6.875000000000 N N N N N DELL INTERNATIONAL LLC / EMC C SR SECURED 144A 10/26 4.9 N/A 24703DAZ4 29030000 PA USD 31569887.82 0.1761104170 Long DBT CORP US N 2 2026-10-01 Fixed 4.900000000000 N N N N N N DELL INTERNATIONAL LLC / EMC C SR SECURED 144A 10/29 5.3 N/A 24703DBA8 29321000 PA USD 32455587.01 0.1810512281 Long DBT CORP US N 2 2029-10-01 Fixed 5.300000000000 N N N N N Twin River Worldwide Holdings Inc. N/A 90171VAA3 13773000 PA USD 14186190 0.0791366713 Long DBT CORP US N 2 2027-06-01 Fixed 6.750000000000 N N N N N WFRBS COMMERCIAL MORTGAGE TRUS WFRBS 2012 C10 XA 144A N/A 92890NAA7 8625640.79 PA USD 344256.22 0.0019204093 Long ABS-MBS CORP US N 2 2045-12-15 Variable 1.693593000000 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUS WFRBS 2012 C9 XA 144A N/A 92930RAF9 56828670.68 PA USD 2522601.96 0.0140721591 Long ABS-MBS CORP US N 2 2045-11-15 Variable 2.058139000000 N N N N N N Delta Air Lines Inc. Q2CCMS6R0AS67HJMBN42 247361ZN1 22850000 PA USD 23689709.39 0.1321513913 Long DBT CORP US N 2 2028-04-19 Fixed 4.375000000000 N N N N N N Delta Air Lines Inc. Q2CCMS6R0AS67HJMBN42 247361ZP6 20208000 PA USD 20835119.51 0.1162272608 Long DBT CORP US N 2 2023-04-19 Fixed 3.800000000000 N N N N N N Delta Air Lines Inc. Q2CCMS6R0AS67HJMBN42 247361ZU5 32491000 PA USD 32119948.88 0.1791788942 Long DBT CORP US N 2 2024-10-28 Fixed 2.900000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379U7Q3 86945973.15 PA USD 4806260.37 0.0268113882 Long ABS-MBS USGA US N 2 2057-11-16 Variable 0.620130000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380J7L6 173659529.57 PA USD 9379820.07 0.0523246720 Long ABS-MBS USGA US N 2 2060-06-16 Variable 0.482410000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380JAH1 101338244.51 PA USD 5189622.71 0.0289499483 Long ABS-MBS USGA US N 2 2059-06-16 Variable 0.544380000000 N N N N N N WF-RBS Commercial Mortgage Trust 2011-C2 N/A 92935JAE5 34830057.04 PA USD 225127.56 0.0012558584 Long ABS-MBS CORP US N 2 2044-02-15 Variable 0.969901000000 N N N N N N WFRBS Commercial Mortgage Trust 2011-C3 N/A 92935VAJ7 21550410.36 PA USD 337044.11 0.0018801771 Long ABS-MBS CORP US N 2 2044-03-15 Variable 1.489940000000 N N N N N N PayPal Holdings Inc. 5493005X2GO78EFZ3E94 70450YAC7 25619000 PA USD 25678813.96 0.1432474724 Long DBT CORP US N 2 2024-10-01 Fixed 2.400000000000 N N N N N N PayPal Holdings Inc. 5493005X2GO78EFZ3E94 70450YAE3 30408000 PA USD 30339331.44 0.1692458441 Long DBT CORP US N 2 2029-10-01 Fixed 2.850000000000 N N N N N N WFRBS Commercial Mortgage Trust 2013-C15 5493003CHVRASC16O965 92938CAH0 2704000 PA USD 2869937.72 0.0160097474 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.643513000000 N N N N N N WFRBS Commercial Mortgage Trust 2013-C16 N/A 92938EAZ6 10719323.74 PA USD 218193.98 0.0012171799 Long ABS-MBS CORP US N 2 2046-09-15 Variable 0.872071000000 N N N N N N Petrobras Global Finance B.V. 549300FNENFFSMO3GT38 71647NBD0 10625000 PA USD 12151812.5 0.0677880384 Long DBT CORP NL N 2 2049-03-19 Fixed 6.900000000000 N N N N N N Petrobras Global Finance B.V. 549300FNENFFSMO3GT38 71647NBF5 27279000 PA USD 28561113 0.1593261765 Long DBT CORP NL N 2 2030-01-15 Fixed 5.093000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380JFE3 177717181.15 PA USD 11275071.07 0.0628971975 Long ABS-MBS USGA US N 2 2060-01-16 Variable 0.732970000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380JJ90 24777656.58 PA USD 1261931.01 0.0070395941 Long ABS-MBS USGA US N 2 2060-01-16 Variable 0.478350000000 N N N N N N WFRBS Commercial Mortgage Trust 2013-C16 N/A 92938EBF9 3216000 PA USD 3478845.29 0.0194064958 Long ABS-MBS CORP US N 2 2046-09-15 Variable 5.191643000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAG WFCM 2013 120B C 144A N/A 94988LAJ1 14886000 PA USD 14855528.36 0.0828705287 Long ABS-MBS CORP US N 2 2028-03-18 Variable 2.799920000000 N N N N N N MVW Owner Trust 2015-1 549300Y5CF8WQOLGBR17 55388PAA8 1340259.28 PA USD 1340319.32 0.0074768778 Long ABS-O CORP US N 2 2032-12-20 Fixed 2.520000000000 N N N N N N MVW Owner Trust 2014-1 5493004KX4H48P1FVD32 553891AA0 482241.53 PA USD 481765.03 0.0026874926 Long ABS-O CORP US N 2 2031-09-22 Fixed 2.250000000000 N N N N N N J.B. Poindexter and Co. Inc. N/A 730481AJ7 5212000 PA USD 5436116 0.0303249939 Long DBT CORP US N 2 2026-04-15 Fixed 7.125000000000 N N N N N N Post Holdings Inc. JM1I5YUAURL6DC8N1468 737446AP9 8311000 PA USD 8705772.5 0.0485645446 Long DBT CORP US N 2 2029-12-15 Fixed 5.500000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380JMW5 106775940.43 PA USD 5775895.01 0.0322204274 Long ABS-MBS USGA US N 2 2060-01-16 Variable 0.558580000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380JQ50 97719213.43 PA USD 5791446.45 0.0323071800 Long ABS-MBS USGA US N 2 2060-04-16 Variable 0.542490000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380JUL0 137672739.41 PA USD 7350251.19 0.0410028635 Long ABS-MBS USGA US N 2 2060-03-16 Variable 0.526860000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380JWY0 215831029.35 PA USD 12160459.77 0.0678362766 Long ABS-MBS USGA US N 2 2060-05-16 Variable 0.576220000000 N N N N N N Prime Security Services Borrrower LLC / Prime Finance Inc. N/A 74166MAA4 2608000 PA USD 2741660 0.0152941591 Long DBT CORP US N 2 2023-05-15 Fixed 9.250000000000 N N N N N N Prudential Financial Inc. 5PRBRS5FEH7NREC8OR45 744320AL6 39321000 PA USD 42418315.17 0.2366276122 Long DBT CORP US N 2 2042-09-15 Variable 5.875000000000 N N N N N N MelTel Land Funding LLC N/A 58571LAA8 11089000 PA USD 11352740.78 0.0633304725 Long ABS-O CORP US N 2 2049-04-15 Fixed 3.768000000000 N N N N N N Netflix Inc. 549300Y7VHGU0I7CE873 64110LAV8 13241000 PA USD 13340307.5 0.0744179748 Long DBT CORP US N 2 2030-06-15 Fixed 4.875000000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380MFV8 186586243.3 PA USD 10954011.88 0.0611061912 Long ABS-MBS USGA US N 2 2060-04-16 Variable 0.540410000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380MUV1 149433070.36 PA USD 11037036.92 0.0615693405 Long ABS-MBS USGA US N 2 2061-05-16 Variable 0.726820000000 N N N N N N QVC Inc. 549300WBLU5NKPX5X472 747262AH6 8874000 PA USD 9332385.23 0.0520600600 Long DBT CORP US N 2 2022-07-02 Fixed 5.125000000000 N N N N N N QVC Inc. 549300WBLU5NKPX5X472 747262AK9 18108000 PA USD 18747561.7 0.1045819652 Long DBT CORP US N 2 2023-03-15 Fixed 4.375000000000 N N N N N N International Game Technology PLC 549300UQ6KHRCZDRGZ76 460599AC7 11430000 PA USD 12773025 0.0712534290 Long DBT CORP US N 2 2025-02-15 Fixed 6.500000000000 N N N N N N Israel Electric Corporation Ltd N/A 46507MAE2 6630000 PA USD 7527192.09 0.0419899160 Long DBT CORP IL N 2 2023-06-21 Fixed 6.875000000000 N N N N N N CWABS Asset-Backed Certificates Trust 2004-10 N/A 126673FV9 1067349.65 PA USD 1068435.89 0.0059601951 Long ABS-MBS CORP US N 2 2035-02-25 Variable 4.561370000000 N N N N N N CandW Senior Financing Designated Activity Company N/A 12674TAA4 15850000 PA USD 16731656.25 0.0933363772 Long DBT CORP IE N 2 2027-09-15 Fixed 6.875000000000 N N N N N QVC Inc. 549300WBLU5NKPX5X472 747262AW3 10129000 PA USD 10038397.92 0.0559985026 Long DBT CORP US N 2 2034-08-15 Fixed 5.450000000000 N N N N N N Qorvo Inc. N/A 74736KAF8 7029000 PA USD 7477098.75 0.0417104738 Long DBT CORP US N 2 2026-07-15 Fixed 5.500000000000 N N N N N N Newmont Goldcorp Corporation 549300VSP3RIX7FGDZ51 651639AX4 10482000 PA USD 10373485.3 0.0578677641 Long DBT CORP US N 2 2029-10-01 Fixed 2.800000000000 N N N N N N Telecom Argentina S.A. N/A 879273AR1 10858000 PA USD 9500750 0.0529992711 Long DBT CORP AR N 2 2026-07-18 Fixed 8.000000000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAG WFCM 2017 SMP D 144A N/A 95001CAG7 5170000 PA USD 5152595.2 0.0287433929 Long ABS-MBS CORP US N 2 2034-12-15 Floating 3.415380000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46625HJQ4 27445000 PA USD 30909931.25 0.1724288953 Long DBT CORP US N 2 2024-02-01 Variable 6.750000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46625HRV4 34327000 PA USD 35414233.58 0.1975558316 Long DBT CORP US N 2 2026-10-01 Fixed 2.950000000000 N N N N N N Cablevision Systems Corporation N/A 12686CBB4 11420000 PA USD 12305050 0.0686428631 Long DBT CORP US N 2 2022-09-15 Fixed 5.875000000000 N N N N N N Telecom Argentina S.A. N/A 12686NAT2 9120000 PA USD 8641200 0.0482043314 Long DBT CORP AR N 2 2021-06-15 Fixed 6.500000000000 N N N N N Cantor Fitzgerald L.P. N/A 138616AE7 25325000 PA USD 26943794.01 0.1503040754 Long DBT CORP US N 2 2024-05-01 Fixed 4.875000000000 N N N N N N Capital One Financial Corporation ZUE8T73ROZOF6FLBAR73 14040HBD6 15740000 PA USD 16340143.53 0.0911523508 Long DBT CORP US N 2 2023-06-15 Fixed 3.500000000000 N N N N N N Capital One Financial Corporation ZUE8T73ROZOF6FLBAR73 14040HCA1 15290000 PA USD 16146516.29 0.0900722148 Long DBT CORP US N 2 2024-01-29 Fixed 3.900000000000 N N N N N N Catalent Pharma Solutions Inc. N/A 14879EAE8 3705000 PA USD 3843937.5 0.0214431372 Long DBT CORP US N 2 2027-07-15 Fixed 5.000000000000 N N N N N N Quicken Loans Inc. 549300FGXN1K3HLB1R50 74840LAA0 15960000 PA USD 16576455 0.0924705979 Long DBT CORP US N 2 2025-05-01 Fixed 5.750000000000 N N N N N N Radian Group Inc. 54930005OUP720S5U385 750236AU5 7901000 PA USD 8315802.5 0.0463891242 Long DBT CORP US N 2 2024-10-01 Fixed 4.500000000000 N N N N N N AccessLex Institute N/A 00432CCG4 8006240.47 PA USD 7630189.76 0.0425644813 Long ABS-O CORP US N 2 2037-06-22 Floating 2.368880000000 N N N N N N AccessLex Institute N/A 00432CDC2 30759793.05 PA USD 29393403.05 0.1639690485 Long ABS-O CORP US N 2 2037-08-25 Floating 2.109500000000 N N N N N N AccessLex Institute N/A 00432CDJ7 10322628.45 PA USD 10111747.47 0.0564076779 Long ABS-O CORP US N 2 2036-05-25 Floating 2.209500000000 N N N N N N CCM Merger Inc. N/A 14985VAD3 10710000 PA USD 10924200 0.0609398877 Long DBT CORP US N 2 2022-03-15 Fixed 6.000000000000 N N N N N N CC Holdings GS V LLC / Crown Castle GS III Corp N/A 14987BAE3 15526000 PA USD 16291804.58 0.0908826954 Long DBT CORP US N 2 2023-04-15 Fixed 3.849000000000 N N N N N N RADIATE HOLDCO LLC / RADIATE F SR UNSECURED 144A 02/25 6.625 N/A 75026JAA8 13365000 PA USD 13498650 0.0753012774 Long DBT CORP US N 2 2025-02-15 Fixed 6.625000000000 N N N N N RADIATE HOLDCO LLC / RADIATE F SR UNSECURED 144A 02/23 6.875 N/A 75026JAB6 4594000 PA USD 4685880 0.0261398547 Long DBT CORP US N 2 2023-02-15 Fixed 6.875000000000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2018 2 C N/A 03066LAF5 9055000 PA USD 9345646.48 0.0521340370 Long ABS-O CORP US N 2 2024-06-18 Fixed 3.590000000000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2018 3 C N/A 03066MAF3 8303000 PA USD 8648682.12 0.0482460699 Long ABS-O CORP US N 2 2024-10-18 Fixed 3.740000000000 N N N N N N Amresco Residential Securities Corporation Mortgage Loan Trust 1998-1 N/A 03215PDN6 2.27 PA USD 2.33 0.0000000130 Long ABS-MBS CORP US N 2 2027-08-25 Variable 6.510000000000 N N N N N N APPLEBEE'S FUNDING LLC / IHOP DIN 2019 1A A2I 144A N/A 03789XAD0 26903000 PA USD 27227988.24 0.1518894331 Long ABS-O CORP US N 2 2049-06-07 Fixed 4.194000000000 N N N N N N ARBYS FUNDING 2015-1A LLC ARBYS 2015 1A A2 144A N/A 038779AA2 21052800 PA USD 21558488.26 0.1202625229 Long ABS-O CORP US N 2 2045-10-30 Fixed 4.969000000000 N N N N N N Avis Budget Rental Car Funding (AESOP) LLC IHXLB8SL0QWSSG2VG640 05377RDG6 17091000 PA USD 17513836.47 0.0976997150 Long ABS-O CORP US N 2 2023-03-20 Fixed 3.450000000000 N N N N N N CEMEX S.A.B. de C.V. 549300RIG2CXWN6IV731 151290BS1 15185000 PA USD 15716475 0.0876732595 Long DBT CORP MX N 2 2025-05-05 Fixed 6.125000000000 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 15135BAQ4 5858000 PA USD 6026417.5 0.0336179496 Long DBT CORP US N 2 2027-12-15 Fixed 4.250000000000 N N N N N N Avis Budget Rental Car Funding (AESOP) LLC IHXLB8SL0QWSSG2VG640 05377RDQ4 20570000 PA USD 20495252.73 0.1143313377 Long ABS-O CORP US N 2 2026-03-20 Fixed 2.360000000000 N N N N N N BRE GRAND ISLANDER TIMESHARE I HGVGI 2019 A A 144A N/A 05588UAA0 11435797.51 PA USD 11702472.3 0.0652814254 Long ABS-O CORP US N 2 2033-09-26 Fixed 3.280000000000 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 15135BAS0 6105000 PA USD 6402618.75 0.0357165621 Long DBT CORP US N 2 2029-12-15 Fixed 4.625000000000 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 15137TAA8 14365000 PA USD 15244856.25 0.0850423672 Long DBT CORP US N 2 2026-06-01 Fixed 5.375000000000 N N N N N N AMERIGAS PARTNERS LP / AMERIGA SR UNSECURED 05/25 5.5 N/A 030981AK0 12441000 PA USD 13314607.02 0.0742746065 Long DBT CORP US N 2 2025-05-20 Fixed 5.500000000000 N N N N N N COINSTAR FUNDING LLC SERIES 20 COIN 2017 1A A2 144A N/A 19260MAA4 19851000 PA USD 20413194.22 0.1138735800 Long ABS-O CORP US N 2 2047-04-25 Fixed 5.216000000000 N N N N N N ContiMortgage Home Equity Loan Trust 1995-2 N/A 21075WBF1 86619.04 PA USD 50356.2 0.0002809085 Long ABS-MBS CORP US N 2 2025-08-15 Fixed 8.100000000000 N N N N N N Anglo American Capital PLC TINT358G1SSHR3L3PW36 034863AR1 13375000 PA USD 14550075.34 0.0811665803 Long DBT CORP GB N 2 2027-04-10 Fixed 4.750000000000 N N N N N N Anheuser-Busch InBev Worldwide Inc. 549300CRGMZK3K53BF92 035240AN0 21469000 PA USD 24909500.43 0.1389559105 Long DBT CORP US N 2 2048-04-15 Fixed 4.600000000000 N N N N N N COREVEST AMERICAN FINANCE 2019 CAFL 2019 3 A 144A N/A 21872NAA8 5177000 PA USD 5200741.72 0.0290119749 Long ABS-O CORP US N 2 2052-10-15 Fixed 2.705000000000 N N N N N N DB Master Finance LLC N/A 233046AE1 9310980 PA USD 9459676.35 0.0527701446 Long ABS-O CORP US N 2 2047-11-20 Fixed 3.629000000000 N N N N N N VEREIT Operating Partnership L.P. 5493005TQOUJE1LCS698 03879QAF1 17864000 PA USD 19241105.21 0.1073351632 Long DBT CORP US N 2 2024-02-06 Fixed 4.600000000000 N N N N N N ARDAGH PACKAGING FINANCE PLC / COMPANY GUAR 144A 02/25 6 N/A 03969AAL4 14410000 PA USD 15130500 0.0844044388 Long DBT CORP IE N 2 2025-02-15 Fixed 6.000000000000 N N N N N N CenterPoint Energy Inc. 21TPXMRRHFKOBHDC8J74 15189TAW7 10639000 PA USD 10639963.89 0.0593542964 Long DBT CORP US N 2 2024-09-01 Fixed 2.500000000000 N N N N N N Charles River Laboratories International Inc. 549300BSQ0R4UZ5KX287 159864AE7 3981000 PA USD 4010857.5 0.0223742888 Long DBT CORP US N 2 2028-05-01 Fixed 4.250000000000 N N N N N N Ares Capital Corporation WEQ82666OJYSI5GUAB47 04010LAR4 18302000 PA USD 18588524.76 0.1036947887 Long DBT CORP US N 2 2022-01-19 Fixed 3.625000000000 N N N N N N Ashtead Capital Inc. N/A 045054AF0 14640000 PA USD 15097500 0.0842203506 Long DBT CORP US N 2 2027-08-15 Fixed 4.375000000000 N N N N N N DB Master Finance LLC N/A 233046AF8 8687700 PA USD 8981604.89 0.0501032564 Long ABS-O CORP US N 2 2047-11-20 Fixed 4.030000000000 N N N N N N DB Master Finance LLC N/A 233046AJ0 51287275 PA USD 52594587.64 0.2933952383 Long ABS-O CORP US N 2 2049-05-20 Fixed 3.787000000000 N N N N N N Ashtead Capital Inc. N/A 045054AL7 8614000 PA USD 8700140 0.0485331241 Long DBT CORP US N 2 2029-11-01 Fixed 4.250000000000 N N N N N N Australia and New Zealand Banking Group Limited JHE42UYNWWTJB8YTTU19 05254HAA2 10920000 PA USD 12380550 0.0690640345 Long DBT CORP GB N 2 2026-06-15 Variable 6.750000000000 N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A 161175BA1 31930000 PA USD 39581845.69 0.2208045651 Long DBT CORP US N 2 2045-10-23 Fixed 6.484000000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A 161175BK9 33590000 PA USD 35606556.84 0.1986286935 Long DBT CORP US N 2 2028-03-15 Fixed 4.200000000000 N N N N N N Avolon Holdings Funding Limited N/A 05401AAB7 12797000 PA USD 13755495.3 0.0767340710 Long DBT CORP IE N 2 2023-10-01 Fixed 5.125000000000 N N N N N N AXA SA F5WCUMTUM4RKZ1MAIE39 054536AA5 9222000 PA USD 13499440.26 0.0753056858 Long DBT CORP FR N 2 2030-12-15 Fixed 8.600000000000 N N N N N N Dominion Energy Inc. ILUL7B6Z54MRYCF6H308 25746U133 24838 NS USD 2621650.9 0.0146246967 Long EP CORP US N 1 N N N Domino's Pizza Master Issuer LLC N/A 25755TAH3 32638900 PA USD 33924872.66 0.1892475356 Long ABS-O CORP US N 2 2047-07-25 Fixed 4.118000000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AY3 11570000 PA USD 13030712.5 0.0726909207 Long DBT CORP US N 2 2028-04-01 Fixed 7.500000000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307BA4 11119000 PA USD 11716646.25 0.0653604938 Long DBT CORP US N 2 2030-01-15 Fixed 5.750000000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 126650CW8 24300000 PA USD 26094251.25 0.1455649603 Long DBT CORP US N 2 2025-03-25 Fixed 4.100000000000 N N N N N N MEDNAX Inc. N/A 58502BAA4 13806000 PA USD 14116635 0.0787486636 Long DBT CORP US N 2 2023-12-01 Fixed 5.250000000000 N N N N N N Sunoco Logistics Partners Operations L.P. 5493006LL0CKP8WQW329 86765BAT6 24214000 PA USD 24854531.97 0.1386492728 Long DBT CORP US N 2 2026-07-15 Fixed 3.900000000000 N N N N N N Sunoco Logistics Partners Operations L.P. 5493006LL0CKP8WQW329 86765BAV1 15951000 PA USD 16796698.73 0.0936992122 Long DBT CORP US N 2 2047-10-01 Fixed 5.400000000000 N N N N N N DRIVEN BRANDS FUNDING LLC HONK 2015 1A A2 144A N/A 26208LAA6 27984000 PA USD 28742926.08 0.1603404081 Long ABS-O CORP US N 2 2045-07-20 Fixed 5.216000000000 N N N N N N Federal Home Loan Bank Discount Notes N/A 313384PZ6 123871000 PA USD 123871000 0.6910057327 Long DBT USGSE US N 2 2019-12-02 None 0.000000000000 N N N N N N Suzano Austria GmbH N/A 86964WAF9 6460000 PA USD 7154450 0.0399106003 Long DBT CORP BR N 2 2029-01-15 Fixed 6.000000000000 N N N N N Syngenta Finance N.V. N/A 87164KAH7 25935000 PA USD 27037686.18 0.1508278463 Long DBT CORP NL N 2 2023-04-24 Fixed 4.441000000000 N N N N N N Ford Credit Floorplan Master Owner Trust A 5493001DTG5N7T8BG747 34528QGH1 39255000 PA USD 40327548.66 0.2249644171 Long ABS-O CORP US N 2 2023-10-15 Fixed 3.520000000000 N N N N N N Ford Credit Floorplan Master Owner Trust A 5493001DTG5N7T8BG747 34528QGW8 32163000 PA USD 33261025.52 0.1855443107 Long ABS-O CORP US N 2 2026-04-15 Fixed 3.060000000000 N N N N N N DTE Energy Company 549300IX8SD6XXD71I78 233331842 33037 NS USD 1648546.3 0.0091963005 Long EP CORP US N 1 N N N Delta Air Lines 2002-1 Class G-1 Pass Through Trust N/A 247367AX3 5031054.16 PA USD 5279743.7 0.0294526819 Long DBT CORP US N 2 2024-07-02 Fixed 6.718000000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A 161175BN3 37447000 PA USD 43362174.18 0.2418928639 Long DBT CORP US N 2 2048-04-01 Fixed 5.750000000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A 161175BT0 21312000 PA USD 22216760.25 0.1239346473 Long DBT CORP US N 2 2050-03-01 Fixed 4.800000000000 N N N N N N Syngenta Finance N.V. N/A 87164KAJ3 8210000 PA USD 8553309.85 0.0477140423 Long DBT CORP NL N 2 2048-04-24 Fixed 5.676000000000 N N N N N N Tech Data Corporation 549300EK847TAWPJWF34 878237AG1 10760000 PA USD 10959087.01 0.0611345024 Long DBT CORP US N 2 2022-02-15 Fixed 3.700000000000 N N N N N N DELL INTERNATIONAL LLC / EMC C SR SECURED 144A 07/46 8.35 N/A 25272KAR4 31996000 PA USD 42930122.66 0.2394826946 Long DBT CORP US N 2 2046-07-15 Fixed 8.350000000000 N N N N N N DIAMOND SPORTS GROUP LLC / DIA COMPANY GUAR 144A 08/27 6.625 N/A 25277LAC0 8665000 PA USD 8445862.15 0.0471146528 Long DBT CORP US N 2 2027-08-15 Fixed 6.625000000000 N N N N N GMF Floorplan Owner Revolving Trust N/A 361886CD4 28785000 PA USD 29525733.04 0.1647072421 Long ABS-O CORP US N 2 2026-04-15 Fixed 2.900000000000 N N N N N N NRZ EXCESS SPREAD-COLLATERALIZ NZES 2018 PLS1 A 144A N/A 40423XAB8 4680021.9 PA USD 4697196.18 0.0262029812 Long ABS-O CORP US N 2 2023-01-25 Fixed 3.193000000000 N N N N N N NRZ EXCESS SPREAD-COLLATERALIZ NZES 2018 PLS2 A 144A N/A 40423XAF9 16794240.06 PA USD 16812225.01 0.0937858245 Long ABS-O CORP US N 2 2023-02-25 Fixed 3.265000000000 N N N N N N JACK IN THE BOX FUNDING LLC JACK 2019 1A A2I 144A N/A 466365AA1 12305000 PA USD 12467426 0.0695486663 Long ABS-O CORP US N 2 2049-08-25 Fixed 3.982000000000 N N N N N N Cheniere Energy Partners L.P. 5493005UEC8AZ34LDV29 16411QAE1 18715000 PA USD 18814189.5 0.1049536437 Long DBT CORP US N 2 2029-10-01 Fixed 4.500000000000 N N N N N N Cheniere Corpus Christi Holdings LLC 549300I7CIEWU1BBLQ53 16412XAG0 7135000 PA USD 7847001.65 0.0437739513 Long DBT CORP US N 2 2027-06-30 Fixed 5.125000000000 N N N N N N Diamondback Energy Inc. 549300R22LSX6OHWEN64 25278XAE9 13514000 PA USD 14005909.6 0.0781309897 Long DBT CORP US N 2 2024-11-01 Fixed 4.750000000000 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 25466AAQ4 19370000 PA USD 19337582.56 0.1078733554 Long DBT CORP US N 2 2024-09-12 Fixed 2.450000000000 N N N N N N Cimarex Energy Co. 11KYOFXPU1C4CQL1CL44 171798AC5 12404000 PA USD 13000260.4 0.0725210458 Long DBT CORP US N 2 2024-06-01 Fixed 4.375000000000 N N N N N N Cincinnati Bell Inc. N/A 171871AP1 22599000 PA USD 21158313.75 0.1180301773 Long DBT CORP US N 2 2024-07-15 Fixed 7.000000000000 N N N N N JACK IN THE BOX FUNDING LLC JACK 2019 1A A23 144A N/A 466365AC7 10650000 PA USD 10822636.5 0.0603733228 Long ABS-O CORP US N 2 2049-08-25 Fixed 4.970000000000 N N N N N N KeyCorp Student Loan Trust 2004-A N/A 493268BV7 8713372.72 PA USD 8413865.35 0.0469361609 Long ABS-O CORP US N 2 2042-10-27 Floating 2.175630000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967HB0 10611000 PA USD 12130962.3 0.0676717270 Long DBT CORP US N 2 2025-09-13 Fixed 5.500000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967KJ9 34598000 PA USD 38079616.46 0.2124244841 Long DBT CORP US N 2 2026-03-09 Fixed 4.600000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967KM2 24848000 PA USD 28202480 0.1573255674 Long DBT CORP US N 2 2026-08-15 Variable 6.250000000000 N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967KY6 29535000 PA USD 30646998.07 0.1709621409 Long DBT CORP US N 2 2026-10-21 Fixed 3.200000000000 N N N N N N Discover Financial Services Z1YLO2USPORE63VVUL20 254709AK4 28628000 PA USD 30390405.24 0.1695307557 Long DBT CORP US N 2 2024-11-06 Fixed 3.950000000000 N N N N N N Discover Financial Services Z1YLO2USPORE63VVUL20 254709AM0 6489000 PA USD 6956898.49 0.0388085729 Long DBT CORP US N 2 2027-02-09 Fixed 4.100000000000 N N N N N N Telecom Italia Capital S.A. 549300777DJZOR5C4L39 87927VAR9 19715000 PA USD 23077393.25 0.1287356284 Long DBT CORP LU N 2 2036-07-18 Fixed 7.200000000000 N N N N N N LADDER CAPITAL FINANCE HOLDING COMPANY GUAR 144A 03/22 5.25 N/A 505742AF3 3415000 PA USD 3543062.5 0.0197647270 Long DBT CORP US N 2 2022-03-15 Fixed 5.250000000000 N N N N N N LAUREL ROAD PRIME STUDENT LOAN LRK 2019 A A2FX 144A N/A 51889RAB5 6880000 PA USD 6910347.68 0.0385488925 Long ABS-O CORP US N 2 2048-10-25 Fixed 2.730000000000 N N N N N N Dollar Tree Inc. 549300PMSTQITB1WHR43 256746AH1 40219000 PA USD 43016034.38 0.2399619471 Long DBT CORP US N 2 2028-05-15 Fixed 4.200000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397VU4 41355000 PA USD 43298036.14 0.2415350743 Long DBT CORP US N 2 2021-08-02 Fixed 5.875000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397XL2 58761000 PA USD 58736017.76 0.3276547778 Long DBT CORP US N 2 2025-08-04 Fixed 4.134000000000 N N N N N N Freedom Mortgage Corporation 549300LYRWPSYPK6S325 35640YAA5 14529000 PA USD 14320218.27 0.0798843387 Long DBT CORP US N 2 2024-11-15 Fixed 8.125000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PBA3 25533000 PA USD 27595091.04 0.1539372904 Long DBT CORP US N 2 2027-01-29 Variable 3.960000000000 N N N N N N JBS Investments II GmbH N/A 46650CAB5 25669000 PA USD 27016622.5 0.1507103440 Long DBT CORP AT N 2 2028-01-15 Fixed 5.750000000000 N N N N N Clean Harbors Inc. N/A 184496AN7 2960000 PA USD 3101488 0.0173014345 Long DBT CORP US N 2 2027-07-15 Fixed 4.875000000000 N N N N N N COLORADO INTERSTATE GAS CO LLC COMPANY GUAR 144A 08/26 4.15 N/A 196500AA0 9460000 PA USD 9871487.96 0.0550674070 Long DBT CORP US N 2 2026-08-15 Fixed 4.150000000000 N N N N N N Electricite de France SA 549300X3UK4GG3FNMO06 268317AF1 27115000 PA USD 28199600 0.1573095015 Long DBT CORP FR N 2 2023-01-29 Variable 5.250000000000 N N N N N N Eldorado Resorts Inc. N/A 28470RAC6 4535000 PA USD 4739075 0.0264365993 Long DBT CORP US N 2 2023-08-01 Fixed 7.000000000000 N N N N N N Eldorado Resorts Inc. N/A 28470RAG7 6670000 PA USD 7342336 0.0409587092 Long DBT CORP US N 2 2026-09-15 Fixed 6.000000000000 N N N N N N Emera US Finance LP N/A 29103DAJ5 11506000 PA USD 11999099.64 0.0669361403 Long DBT CORP US N 2 2026-06-15 Fixed 3.550000000000 N N N N N N MMAF EQUIPMENT FINANCE LLC 201 MMAF 2017 B A3 144A N/A 55316AAC4 13988200.97 PA USD 13999683.88 0.0780962600 Long ABS-O CORP US N 2 2022-10-17 Fixed 2.210000000000 N N N N N N MILL CITY MORTGAGE TRUST 08/58 1 N/A 59980XAC1 7930003.56 PA USD 8136167.79 0.0453870445 Long ABS-MBS CORP US N 2 2058-08-25 Variable 3.500000000000 N N N N N N MMAF EQUIPMENT FINANCE LLC 201 MMAF 2019 A A3 144A N/A 60700FAE3 14642000 PA USD 14861870.13 0.0829059058 Long ABS-O CORP US N 2 2023-11-13 Fixed 2.840000000000 N N N N N N MVW OWNER TRUST 2018-1 MVWOT 2018 1A A 144A N/A 62848BAA9 14642591.2 PA USD 15055712.88 0.0839872441 Long ABS-O CORP US N 2 2036-01-21 Fixed 3.450000000000 N N N N N N Jacobs Entertainment Inc. 5493004U9JIWY3HSUO63 469815AH7 11775000 PA USD 12481500 0.0696271771 Long DBT CORP US N 2 2024-02-01 Fixed 7.875000000000 N N N N N N JEFFERIES GROUP LLC / JEFFERIE SR UNSECURED 01/27 4.85 N/A 47233JAG3 22235000 PA USD 24139944.27 0.1346629952 Long DBT CORP US N 2 2027-01-15 Fixed 4.850000000000 N N N N N N NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 FA A2 144A N/A 63935CAB7 26997000 PA USD 27029606.98 0.1507827770 Long ABS-O CORP US N 2 2068-08-15 Fixed 2.600000000000 N N N N N N Navient Private Education Loan Trust 2016-A 549300JSCKIU587G1R13 63939NAB9 8327355.9 PA USD 8624527.59 0.0481113255 Long ABS-O CORP US N 2 2045-12-15 Fixed 3.910000000000 N N N N N N Empresa Electrica Angamos S.A. N/A 29246TAA7 9234680 PA USD 9402025.05 0.0524485409 Long DBT CORP CL N 2 2029-05-25 Fixed 4.875000000000 N N N N N N Hilton Grand Vacations Trust 2017-A N/A 43283AAA3 17542868.93 PA USD 17591436.36 0.0981326006 Long ABS-O CORP US N 2 2028-12-26 Fixed 2.660000000000 N N N N N N HILTON GRAND VACATIONS TRUST 2 HGVT 2018 AA A 144A N/A 43284BAA0 6182763.81 PA USD 6377504.18 0.0355764622 Long ABS-O CORP US N 2 2032-02-25 Fixed 3.540000000000 N N N N N N LSF9 Atlantis Holdings LLC N/A 50226BAD0 4482812.5 PA USD 4122304.72 0.0229959893 Long LON CORP US N 2 2023-05-01 Floating 7.76 N N N N N N Renaissance Home Equity Loan Trust 2005-2 N/A 75970NAL1 5588419.49 PA USD 5737544.23 0.0320064903 Long ABS-MBS CORP US N 2 2035-08-25 Variable 4.934000000000 N N N N N N Sesac Finance LLC N/A 78396YAA1 17969962.5 PA USD 18483544.03 0.1031091610 Long ABS-O CORP US N 2 2049-07-25 Fixed 5.216000000000 N N N N N N NEW RESIDENTIAL MORTGAGE LLC 2 NZES 2018 FNT2 A 144A N/A 64829TAH4 6197509.33 PA USD 6295236 0.0351175349 Long ABS-MBS CORP US N 2 2054-07-25 Fixed 3.790000000000 N N N N N N OXFORD FINANCE FUNDING 2019-1 OXFIN 2019 1A A2 144A N/A 69145AAB4 7463000 PA USD 7638790.22 0.0426124584 Long ABS-O CORP US N 2 2027-02-15 Fixed 4.459000000000 N N N N N N JEFFERIES GROUP LLC / JEFFERIE SR UNSECURED 01/30 4.15 N/A 47233JBH0 21760000 PA USD 22421024.84 0.1250741231 Long DBT CORP US N 2 2030-01-23 Fixed 4.150000000000 N N N N N N JETBLUE 2019-1 CLASS AA PASS T PASS THRU CE 11/33 2.75 N/A 477143AH4 14832000 PA USD 15060961.58 0.0840165236 Long DBT CORP US N 2 2033-11-15 Fixed 2.750000000000 N N N N N N PFS Financing Corp. N/A 69335PCQ6 16720000 PA USD 16870866.23 0.0941129504 Long ABS-O CORP US N 2 2023-02-15 Fixed 2.890000000000 N N N N N N SANTANDER REVOLVING AUTO LOAN SREV 2019 A A 144A N/A 80286JAA3 21072000 PA USD 21040278.21 0.1173717243 Long ABS-O CORP US N 2 2032-01-26 Fixed 2.510000000000 N N N N N N SCF EQUIPMENT LEASING 2019-1 L SCFET 2019 1A A2 144A N/A 78397AAB0 8135000 PA USD 8200564.03 0.0457462744 Long ABS-O CORP US N 2 2024-10-20 Fixed 3.230000000000 N N N N N N SMB Private Education Loan Trust 2015-C N/A 78448RAB2 6460229.75 PA USD 6497457.47 0.0362456133 Long ABS-O CORP US N 2 2027-07-15 Fixed 2.750000000000 N N N N N N Broadcom Inc. N/A 11135F200 15892 NS USD 18387044 0.1025708423 Long EP CORP US N 1 N N N CVS Health Corporation 549300EJG376EN5NQE29 126650CZ1 17559000 PA USD 20774570.71 0.1158894935 Long DBT CORP US N 2 2048-03-25 Fixed 5.050000000000 N N N N N N GMAC Capital Trust I N/A 361860208 377982 NS USD 9801073.26 0.0546746035 Long EP CORP US N 1 N N N TOWD POINT MORTGAGE TRUST 2015 TPMT 2015 1 A5 144A N/A 89171DAE7 4950000 PA USD 5142244.14 0.0286856502 Long ABS-MBS CORP US N 2 2053-10-25 Variable 3.955120000000 N N N N N N TOWD POINT MORTGAGE TRUST 2015 TPMT 2015 2 1M2 144A N/A 89171YAF8 10860000 PA USD 11408434.34 0.0636411551 Long ABS-MBS CORP US N 2 2060-11-25 Variable 3.792488000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBE9 7928000 PA USD 8312826.86 0.0463725248 Long DBT CORP US N 2 2027-12-01 Fixed 4.250000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2016 TPMT 2016 5 A1 144A N/A 89173CAA5 7746131.97 PA USD 7763445.35 0.0433078383 Long ABS-MBS CORP US N 2 2056-10-25 Variable 2.500000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2017 TPMT 2017 1 A1 144A N/A 89173FAA8 2813485.7 PA USD 2825145.35 0.0157598763 Long ABS-MBS CORP US N 2 2056-10-25 Variable 2.750000000000 N N N N N N SIERRA TIMESHARE 2018-2 RECEIV SRFC 2018 2A A 144A N/A 82653DAA7 8526665.36 PA USD 8709390.95 0.0485847299 Long ABS-O CORP US N 2 2035-06-20 Fixed 3.500000000000 N N N N N N SIERRA TIMESHARE 2019-1 RECEIV SRFC 2019 1A A 144A N/A 82653EAA5 8805930.2 PA USD 8912338.42 0.0497168582 Long ABS-O CORP US N 2 2036-01-20 Fixed 3.200000000000 N N N N N N SIERRA TIMESHARE 2018-3 RECEIV SRFC 2018 3A D 144A N/A 82653GAD4 3926985.61 PA USD 4011708.36 0.0223790352 Long ABS-O CORP US N 2 2035-09-20 Fixed 5.200000000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRU SMB 2019 B A2A 144A N/A 83192CAB3 26747000 PA USD 27141376.49 0.1514062755 Long ABS-O CORP US N 2 2037-06-15 Fixed 2.840000000000 N N N N N N Sonic Capital LLC N/A 83546DAD0 3532814.6 PA USD 3562878.85 0.0198752711 Long ABS-O CORP US N 2 2046-05-20 Fixed 4.472000000000 N N N N N N United States Treasury Note/Bond N/A 912810QY7 317145000 PA USD 349367426.75 1.9489218194 Long DBT UST US N 2 2042-11-15 Fixed 2.750000000000 N N N N N N United States Treasury Note/Bond N/A 912810RV2 197535000 PA USD 229981666.5 1.2829366838 Long DBT UST US N 2 2047-02-15 Fixed 3.000000000000 N N N N N N United States Treasury Note/Bond N/A 912810SJ8 872308000 PA USD 880622185.63 4.9124894331 Long DBT UST US N 2 2049-08-15 Fixed 2.250000000000 N N N N N N KLA Corporation 549300H0BF5JCG96TJ81 482480AG5 17241000 PA USD 18907081.1 0.1054718330 Long DBT CORP US N 2 2029-03-15 Fixed 4.100000000000 N N N N N N Kinder Morgan Energy Partners L.P. 549300PDHUGWPWGOT525 494550AL0 12590000 PA USD 16924337.65 0.0944112370 Long DBT CORP US N 2 2032-03-15 Fixed 7.750000000000 N N N N N N UNITED STATES TREASURY INFLATI 07/29 0.25 N/A 9128287D6 87682581.25 PA USD 88354529.7 0.4928795806 Long DBT UST US N 2 2029-07-15 Fixed 0.250000000000 N N N N N N United States Treasury Note/Bond N/A 912828YM6 410905000 PA USD 408336843.75 2.2778785986 Long DBT UST US N 2 2024-10-31 Fixed 1.500000000000 N N N N N Klabin Finance S.A. N/A 49835LAB7 1453000 PA USD 1494773.75 0.0083384911 Long DBT CORP LU N 2 2027-09-19 Fixed 4.875000000000 N N N N N N Kratos Defense and Security Solutions Inc. 5493000EKBN0UY1F3F88 50077BAM0 11995000 PA USD 12714700 0.0709280670 Long DBT CORP US N 2 2025-11-30 Fixed 6.500000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2017 TPMT 2017 2 A1 144A N/A 89173HAA4 2933544.88 PA USD 2957641.31 0.0164989957 Long ABS-MBS CORP US N 2 2057-04-25 Variable 2.750000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 3 A1 144A N/A 89175MAA1 10986989.87 PA USD 11427916.45 0.0637498347 Long ABS-MBS CORP US N 2 2058-05-25 Variable 3.750000000000 N N N N N N New Residential Mortgage LLC N/A 64829TAA9 10419324.88 PA USD 10552319.23 0.0588653767 Long ABS-MBS CORP US N 2 2023-05-25 Fixed 3.610000000000 N N N N N N NEXTGEAR FLOORPLAN MASTER OWNE NFMOT 2018 2A A2 144A N/A 65341KBD7 16070000 PA USD 16526619.41 0.0921925935 Long ABS-O CORP US N 2 2023-10-15 Fixed 3.690000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 4 A1 144A N/A 89175TAA6 24349984.87 PA USD 24853664.31 0.1386444326 Long ABS-MBS CORP US N 2 2058-06-25 Variable 3.000000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2015 TPMT 2018 1 A1 144A N/A 89176EAA8 7028274.97 PA USD 7102685.43 0.0396218352 Long ABS-MBS CORP US N 2 2058-01-25 Variable 3.000000000000 N N N N N N United States Treasury Note/Bond N/A 912828YS3 653766000 PA USD 652054970.16 3.6374431658 Long DBT UST US N 2 2029-11-15 Fixed 1.75 N N N N N VSE 2017-A VOI Mortgage LLC N/A 918288AA9 9337744.11 PA USD 9325260.48 0.0520203151 Long ABS-MBS CORP US N 2 2035-03-20 Fixed 2.330000000000 N N N N N N VANTAGE DATA CENTERS ISSUER LL VDC 2018 1A A2 144A N/A 92211MAC7 12472837.51 PA USD 12898609.04 0.0719539908 Long ABS-O CORP US N 2 2043-02-16 Fixed 4.072000000000 N N N N N N Westgate Resorts 2016-1 LLC 549300K8T4A858DBUE44 96033CAA0 1101787.91 PA USD 1105744.43 0.0061683182 Long ABS-O CORP US N 2 2028-12-20 Fixed 3.500000000000 N N N N N N NextEra Energy Operating Partners LP N/A 65342QAB8 5100000 PA USD 5202000 0.0290189941 Long DBT CORP US N 2 2027-09-15 Fixed 4.500000000000 N N N N N NextEra Energy Operating Partners LP N/A 65342QAL6 15359000 PA USD 15267613.95 0.0851693194 Long DBT CORP US N 2 2026-10-15 Fixed 3.875000000000 N N N N N N Nippon Life Insurance Company 549300Y0HHMFW3EVWY08 654579AD3 18215000 PA USD 19990962.5 0.1115181898 Long DBT CORP JP N 2 2044-10-16 Variable 5.100000000000 N N N N N N Nissan Motor Acceptance Corporation 7D6DIU2QXTUJRFNNJA49 654740BH1 13440000 PA USD 13810182.36 0.0770391389 Long DBT CORP US N 2 2023-03-15 Fixed 3.450000000000 N N N N N N Westgate Resorts 2017-1 LLC 5493001B6N5F6HQT6Z27 96033DAA8 3662805.37 PA USD 3679204.48 0.0205241855 Long ABS-O CORP US N 2 2030-12-20 Fixed 3.050000000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2019 1A C 144A N/A 96042JAJ5 10588000 PA USD 10730461.54 0.0598591312 Long ABS-O CORP US N 2 2024-03-15 Fixed 3.450000000000 N N N N N N UNITED STATES TREASURY NOTE/BO 09/26 1.625 N/A 912828YG9 225430000 PA USD 223941810.33 1.2492437675 Long DBT UST US N 2 2026-09-30 Fixed 1.625 N N N N N N Mclaren Finance PLC N/A 65489DAA2 3425000 PA USD 3281151.2 0.0183036731 Long DBT CORP GB N 2 2022-08-01 Fixed 5.750000000000 N N N N N N Norbord Inc. 549300VL705RQ5PHI407 65548PAE6 7025000 PA USD 7490406.25 0.0417847088 Long DBT CORP CA N 2 2023-04-15 Fixed 6.250000000000 N N N N N TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 6 A1A 144A N/A 89176LAA2 30321133.04 PA USD 31202868.56 0.1740630256 Long ABS-MBS CORP US N 2 2058-03-25 Variable 3.750000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 5 A1A 144A N/A 89176VAK8 4500132.35 PA USD 4587900.68 0.0255932839 Long ABS-MBS CORP US N 2 2058-07-25 Variable 3.250000000000 N N N N N N Ocean Spray Cranberries Inc. F58I6BK23LKYT8F1SB71 675022404 28284 NS USD 2404140 0.0134113273 Long EP CORP US N 2 N N N ONEOK Partners L.P. T4DHW82NMF6BXJT50795 68268NAP8 8673000 PA USD 9478596.55 0.0528756897 Long DBT CORP US N 2 2025-03-15 Fixed 4.900000000000 N N N N N N Owens Corning JO5M6676RDJIZ2U8X907 690742AJ0 14998000 PA USD 15483074.91 0.0863712533 Long DBT CORP US N 2 2029-08-15 Fixed 3.950000000000 N N N N N N Oztel Holdings SPC Limited N/A 692733AB4 12515000 PA USD 13081036.43 0.0729716492 Long DBT CORP AE N 2 2028-04-24 Fixed 6.625000000000 N N N N N N The PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 693475AK1 29319000 PA USD 30922749.3 0.1725003999 Long DBT CORP US N 2 2021-08-01 Variable 6.750000000000 N N N N N N The PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 693475AM7 15854000 PA USD 16408890 0.0915358482 Long DBT CORP US N 2 2023-06-01 Variable 4.850000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 1 A1 144A N/A 89177BAA3 16259599.04 PA USD 16958106.54 0.0945996144 Long ABS-MBS CORP US N 2 2058-03-25 Variable 3.750000000000 N N N N N N Toyota Auto Loan Extended Note Trust 2019-1 N/A 89231XAA9 58504000 PA USD 59619677.13 0.3325842100 Long ABS-O CORP US N 2 2031-11-25 Fixed 2.560000000000 N N N N N N The Southern Company 549300FC3G3YU2FBZD92 842587602 38814 NS USD 2044721.52 0.0114063364 Long EP CORP US N 1 N N N UPCB Finance IV Limited 549300EGTRJCEFDLJ069 90320MAA3 11781000 PA USD 12104977.5 0.0675267726 Long DBT CORP KY N 2 2025-01-15 Fixed 5.375000000000 N N N N N N US Airways 2010-1 Class A Pass Through Trust N/A 90345KAA8 4198855.47 PA USD 4554397.76 0.0254063902 Long DBT CORP US N 2 2024-10-22 Fixed 6.250000000000 N N N N N N US Airways 2012-1 Class A Pass Through Trust N/A 90345WAA2 6354499.67 PA USD 7070749.64 0.0394436836 Long DBT CORP US N 2 2026-04-01 Fixed 5.900000000000 N N N N N N TRITON CONTAINER FINANCE V LLC TCF 2018 1A A 144A N/A 89679HAJ4 16420833.35 PA USD 16501855.38 0.0920544491 Long ABS-O CORP US N 2 2043-03-20 Fixed 3.950000000000 N N N N N N Nationstar Mortgage Holdings Inc. N/A 93369KAB1 7037000 PA USD 7775885 0.0433772321 Long DBT CORP US N 2 2026-07-15 Fixed 9.125000000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 90352JAF0 16288000 PA USD 17652120 0.0984711201 Long DBT CORP CH N 2 2024-01-31 Variable 7.000000000000 N N N N N N Uber Technologies Inc N/A 90353TAE0 20585000 PA USD 20404881.25 0.1138272067 Long DBT CORP US N 2 2027-09-15 Fixed 7.500000000000 N N N N N N UNITED AIRLINES 2019-1 CLASS A PASS THRU CE 08/31 4.55 N/A 90931EAA2 17175000 PA USD 18790351.69 0.1048206661 Long DBT CORP US N 2 2033-02-25 Fixed 4.550000000000 N N N N N N United Airlines 2016-1 Class A Pass Through Trust N/A 90931MAA4 19623788.93 PA USD 20210930.73 0.1127452672 Long DBT CORP US N 2 2030-01-07 Fixed 3.450000000000 N N N N N N UNITED AIRLINES 2018-1 CLASS B PASS THRU CE 09/27 4.6 N/A 90932NAA1 7088785.44 PA USD 7372889.07 0.0411291474 Long DBT CORP US N 2 2026-03-01 Fixed 4.600000000000 N N N N N N UNITED AIRLINES 2014-2 CLASS A PASS THRU CE 03/28 3.75 N/A 90932QAA4 23236645.7 PA USD 24475312.28 0.1365338222 Long DBT CORP US N 2 2028-03-03 Fixed 3.750000000000 N N N N N N United Airlines 2014-2 Class B Pass Through Trust N/A 90932QAB2 9909473.27 PA USD 10222961.44 0.0570280773 Long DBT CORP US N 2 2024-03-03 Fixed 4.625000000000 N N N N N N United Airlines 2016-1 Class B Pass Through Trust N/A 90933HAA3 26581597.29 PA USD 26894693.95 0.1500301741 Long DBT CORP US N 2 2026-01-07 Fixed 3.650000000000 N N N N N N United Rentals (North America) Inc. NGIZXNT70J2LYT3FBI09 911365BG8 19515000 PA USD 20361560.7 0.1135855460 Long DBT CORP US N 2 2028-01-15 Fixed 4.875000000000 N N N N N N United Rentals (North America) Inc. NGIZXNT70J2LYT3FBI09 911365BM5 10861000 PA USD 10956033.75 0.0611174700 Long DBT CORP US N 2 2027-11-15 Fixed 3.875000000000 N N N N N N Universal Health Services Inc. 549300YGMGQDO0NMJD09 913903AR1 15230000 PA USD 15391818.75 0.0858621872 Long DBT CORP US N 2 2022-08-01 Fixed 4.750000000000 N N N N N N Universal Health Services Inc. 549300YGMGQDO0NMJD09 913903AT7 13991000 PA USD 14760505 0.0823404475 Long DBT CORP US N 2 2026-06-01 Fixed 5.000000000000 N N N N N N Bausch Health Companies Inc. B3BS7ACMDUWISF18KY76 91831AAC5 21865000 PA USD 22738944.05 0.1268476132 Long DBT CORP US N 2 2025-04-15 Fixed 6.125000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 949746804 2139 NS USD 3122940 0.0174211029 Long EP CORP US N 1 N N N FANNIE MAE OR FREDDIE MAC MBS 30YR TBA N/A 01F0306C7 263405000 PA USD 267129704.74 1.4901644238 Long ABS-MBS USGSE US N 2 N/A Fixed 3.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 05/45 FIXED 3.5 N/A 3132QQAG7 14932013.2 PA USD 15686557.69 0.0875063678 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 07/45 FIXED 4 N/A 3132QRQT0 21752807.86 PA USD 23339211.86 0.1301961653 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 09/46 FIXED 3.5 N/A 3132WGG84 10802564.78 PA USD 11273497.19 0.0628884177 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 11/46 FIXED 3.5 N/A 3132WH3H6 9990272.13 PA USD 10460759 0.0583546144 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 11/46 FIXED 3.5 N/A 3132WH5R2 9576019.15 PA USD 10050937.03 0.0560684511 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 10/46 FIXED 3 N/A 3132WHBN4 8225308.6 PA USD 8433232.89 0.0470442014 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 10/46 FIXED 3.5 N/A 3132WHBR5 4525951.07 PA USD 4723257.64 0.0263483633 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 10/46 FIXED 3 N/A 3132WHMA0 7917475.7 PA USD 8157205.78 0.0455044034 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 11/46 FIXED 3 N/A 3132WJAA9 17493283.02 PA USD 17984688.58 0.1003263307 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 01/47 FIXED 3.5 N/A 3132WKLX4 9328544.19 PA USD 9826170.72 0.0548146079 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 10/47 FIXED 4 N/A 3132XTHV3 31845532.42 PA USD 33455441.91 0.1866288490 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 11/47 FIXED 3.5 N/A 3132XUPA7 24676255.83 PA USD 25583897.87 0.1427179896 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 11/47 FIXED 4 N/A 3132XUSA4 24805328.3 PA USD 25955457.11 0.1447907069 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 11/47 FIXED 3.5 N/A 3132XUVN2 15484115.7 PA USD 16159137.98 0.0901426240 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 03/48 FIXED 4 N/A 3132XXQK8 12711202.81 PA USD 13323612.04 0.0743248404 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 07/48 FIXED 4 N/A 3132Y4BK7 56587681.9 PA USD 60060252.91 0.3350419312 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 12/46 FIXED 3.5 N/A 31335A2V9 16144914.71 PA USD 16950658.97 0.0945580686 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 12/45 FIXED 3 N/A 31335AMG0 23234251.29 PA USD 23959534 0.1336565891 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 01/46 FIXED 3.5 N/A 31335ANJ3 1858252.68 PA USD 1951573.2 0.0108867150 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 05/46 FIXED 3 N/A 31335AUC0 4246079.7 PA USD 4379952.65 0.0244332603 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 10/46 FIXED 3 N/A 31335AYT9 13995987.21 PA USD 14389149.89 0.0802688689 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 10/46 FIXED 3.5 N/A 31335AZ84 29151236.7 PA USD 30742733.89 0.1714961965 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 09/47 FIXED 3.5 N/A 31335B2H8 52985576.7 PA USD 55613369.88 0.3102353045 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 12/46 FIXED 3 N/A 31335BC20 82204941.03 PA USD 84437101.12 0.4710264785 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 04/47 FIXED 3 N/A 31335BD45 48339836.05 PA USD 49667542.82 0.2770669230 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 11/47 FIXED 3.5 N/A 31335BKF2 44504166.83 PA USD 46419270.14 0.2589466604 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 08/48 FIXED 4 N/A 31335BXJ0 34728777.76 PA USD 36773128.94 0.2051363346 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K043 A2 N/A 3137BGK24 22020000 PA USD 23095476.62 0.1288365053 Long ABS-MBS USGSE US N 2 2024-12-25 Fixed 3.062000000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K718 X1 N/A 3137BHXZ5 13119755.47 PA USD 136550.41 0.0007617369 Long ABS-MBS USGSE US N 2 2022-01-25 Variable 0.728558000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS KS03 X N/A 3137BLME5 37730794.07 PA USD 333823.2 0.0018622094 Long ABS-MBS USGSE US N 2 2025-08-25 Variable 0.415185000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS KIR3 A1 N/A 3137FBAB2 34200000 PA USD 35724742.02 0.1992879813 Long ABS-MBS USGSE US N 2 2027-08-25 Fixed 3.038000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31384VL75 67 PA USD 77.22 0.0000004308 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 7.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31384WB66 28.61 PA USD 33.21 0.0000001853 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 7.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31385HNT5 335.85 PA USD 390.01 0.0000021756 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 7.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31386EQK7 14.74 PA USD 17.08 0.0000000953 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 7.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31386XBH8 130.2 PA USD 150.77 0.0000008411 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 7.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31387QYP9 120.33 PA USD 135.85 0.0000007578 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 7.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31387XQ24 129.54 PA USD 149.54 0.0000008342 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 7.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31387XXY6 2241.46 PA USD 2591.79 0.0000144581 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 7.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31389GSH4 84.26 PA USD 97.75 0.0000005453 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 7.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31389X5U3 118.3 PA USD 138.05 0.0000007701 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 7.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138A2DW6 1473124.08 PA USD 1575033.33 0.0087862136 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138A4GE9 4532982.72 PA USD 4846569.93 0.0270362523 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138A7FQ6 1942376.03 PA USD 2081603.6 0.0116120805 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138AFVY3 4856421.7 PA USD 5258315.85 0.0293331482 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138ALM38 3714997.22 PA USD 3992893.87 0.0222740799 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138ANL68 2951243.64 PA USD 3191785.34 0.0178051519 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138ARZ23 8423930.52 PA USD 9006689.61 0.0502431897 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138E2LN3 3330751.87 PA USD 3578864.57 0.0199644464 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EGFA7 4099979.26 PA USD 4436711.38 0.0247498849 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC STRUCTURED PASS-TH FSPC T 41 3A N/A 31392MEN8 1130.26 PA USD 1246.79 0.0000069551 Long ABS-MBS USGSE US N 2 2032-07-25 Variable 5.415027000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K006 BX1 N/A 31398VJB3 4444655.04 PA USD 44.45 0.0000002480 Long ABS-MBS USGSE US N 2 2020-02-25 Variable 5.549564000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31402DSC5 388.95 PA USD 406.05 0.0000022651 Long ABS-MBS USGSE US N 2 2033-07-01 Floating 4.747000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140EVUV7 39528707.35 PA USD 41465519.14 0.2313125060 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140F0HF4 36006349.5 PA USD 36862069.2 0.2056324817 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140FECE2 5300776.12 PA USD 5431722.78 0.0303004866 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140FEEM2 4167238.62 PA USD 4270183.17 0.0238209189 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140FEZH0 27286476.46 PA USD 28943897.97 0.1614615158 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140FNJU9 17328874.38 PA USD 18230911.61 0.1016998687 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140FQT49 15686496.65 PA USD 16916007.39 0.0943647672 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140GPG69 23655707.2 PA USD 24887081.38 0.1388308474 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140H1WJ5 42937316.78 PA USD 44410500.41 0.2477408786 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140H2ZP6 8384076.88 PA USD 8783821.28 0.0489999343 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140HDKU7 23927610.73 PA USD 25022095.54 0.1395840145 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140HDKZ6 32455002.77 PA USD 33939543.28 0.1893293747 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J5DT3 50119523.22 PA USD 52763207.78 0.2943358740 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J5XB0 63686744.45 PA USD 67065969.48 0.3741228324 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J6FB8 8807781.53 PA USD 9123739.55 0.0508961446 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J6GP6 13526740.28 PA USD 14170836.31 0.0790510218 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J7LP8 38357449.07 PA USD 39412884.97 0.2198620295 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J7M36 44656954.07 PA USD 45885725.89 0.2559703210 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J7PF6 15215580.45 PA USD 16192101.19 0.0903265070 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J7TQ8 17279902.09 PA USD 17809372.11 0.0993483400 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J7V28 52264368.39 PA USD 54678203.47 0.3050185439 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J84L4 25738117.18 PA USD 26999223.15 0.1506132830 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J8A60 10179800.84 PA USD 10723123.28 0.0598181952 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J8BK8 78926168.77 PA USD 83942242.5 0.4682659442 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J8KK8 16380918.42 PA USD 17378192.01 0.0969430319 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J93M1 50333431.1 PA USD 51869058.78 0.2893479262 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J9AD3 50142404.39 PA USD 53172459.74 0.2966188575 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J9C90 33329772.23 PA USD 35119084.39 0.1959093625 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J9CU3 48730015.35 PA USD 51148125.41 0.2853262497 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J9FW6 48650505.94 PA USD 51499187.66 0.2872846259 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JAJ41 8066388.84 PA USD 8438935.82 0.0470760148 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JAPG7 153437533.06 PA USD 157084098.78 0.8762826874 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JAT57 56529574.76 PA USD 59016740.38 0.3292207694 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JATG3 38048303.63 PA USD 38988222.29 0.2174930784 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JHYR8 29040401.28 PA USD 30722682.69 0.1713843423 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JPM93 27856931.05 PA USD 28595072.87 0.1595156193 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JVC26 26886639.3 PA USD 27666287.31 0.1543344538 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JVS52 33241115.44 PA USD 33802584.47 0.1885653595 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JWNV8 21185877.79 PA USD 21760493.88 0.1213893972 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140Q7JJ7 35288740.03 PA USD 36980094.05 0.2062908750 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.000000000000 N N N N N N IHS Markit Ltd. 549300HLPTRASHS0E726 44962LAB3 6967000 PA USD 7603017.43 0.0424129024 Long DBT CORP GB N 2 2025-02-15 Fixed 4.750000000000 N N N N N IHS Markit Ltd. 549300HLPTRASHS0E726 44962LAC1 22669000 PA USD 24071304.34 0.1342800921 Long DBT CORP GB N 2 2026-03-01 Fixed 4.000000000000 N N N N N N IHS Markit Ltd. 549300HLPTRASHS0E726 44962LAF4 11465000 PA USD 12758997.23 0.0711751760 Long DBT CORP GB N 2 2028-08-01 Fixed 4.750000000000 N N N N N Ing Bank N.V. 3TK20IVIUJ8J3ZU0QE75 449786AY8 18634000 PA USD 20654915.07 0.1152220029 Long DBT CORP NL N 2 2023-09-25 Fixed 5.800000000000 N N N N N N ING Groep N.V. 549300NYKK9MWM7GGW15 456837AF0 7245000 PA USD 7752150 0.0432448280 Long DBT CORP NL N 2 2025-04-16 Variable 6.500000000000 N N N N N N ING Groep N.V. 549300NYKK9MWM7GGW15 456837AP8 17692000 PA USD 18445628.07 0.1028976495 Long DBT CORP NL N 2 2024-04-09 Fixed 3.550000000000 N N N N N N Voya Financial Inc. 549300T065Z4KJ686G75 45685EAG1 29467000 PA USD 30998105.32 0.1729207682 Long DBT CORP US N 2 2053-05-15 Variable 5.650000000000 N N N N N N Inkia Energy Limited N/A 45721RAC7 4600000 PA USD 4738046 0.0264308591 Long DBT CORP PE N 2 2027-11-09 Fixed 5.875000000000 N N N N N N Instituto Costarricense de Electricidad 5493009VA6AFUB2Q0289 45777VAD9 9810000 PA USD 8228137.5 0.0459000911 Long DBT CORP CR N 2 2043-05-15 Fixed 6.375000000000 N N N N N N RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/29 4.625 N/A 76120HAA5 16090000 PA USD 16762769.4 0.0935099398 Long DBT CORP US N 2 2029-04-16 Fixed 4.625000000000 N N N N N N The Royal Bank Of Scotland Group Public Limited Company N/A 780097BB6 37076000 PA USD 40019092.88 0.2232437180 Long DBT CORP GB N 2 2021-08-15 Variable 8.625000000000 N N N N N N The Royal Bank Of Scotland Group Public Limited Company N/A 780097BD2 24580000 PA USD 25570270.68 0.1426419713 Long DBT CORP GB N 2 2023-09-12 Fixed 3.875000000000 N N N N N N The Royal Bank Of Scotland Group Public Limited Company N/A 780097BM2 9658000 PA USD 9743882.7 0.0543555699 Long DBT CORP GB N 2 2029-11-01 Variable 3.754000000000 N N N N N N SBA Tower Trust N/A 78403DAF7 26799000 PA USD 27527951.56 0.1535627575 Long DBT CORP US N 2 2048-04-09 Fixed 3.722000000000 N N N N N N SBA Tower Trust N/A 78403DAN0 22481000 PA USD 22739023.43 0.1268480560 Long DBT CORP US N 2 2025-01-15 Fixed 2.836000000000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AS5 15534000 PA USD 17005416.83 0.0948635315 Long DBT CORP US N 2 2027-03-15 Fixed 5.000000000000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AU0 13415000 PA USD 14123302.34 0.0787858569 Long DBT CORP US N 2 2028-03-15 Fixed 4.200000000000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AV8 26740000 PA USD 30587027.11 0.1706275971 Long DBT CORP US N 2 2026-06-30 Fixed 5.875000000000 N N N N N N Santander UK Group Holdings plc 549300F5XIFGNNW4CF72 80281LAA3 14920000 PA USD 15910020.63 0.0887529403 Long DBT CORP GB N 2 2025-09-15 Fixed 4.750000000000 N N N N N N Santander Holdings USA Inc. 549300SMVCQN2P0O6I58 80282KAP1 9667000 PA USD 10382241.8 0.0579166116 Long DBT CORP US N 2 2027-07-13 Fixed 4.400000000000 N N N N N N Santander Holdings USA Inc. 549300SMVCQN2P0O6I58 80282KAS5 18107000 PA USD 18555914.9 0.1035128769 Long DBT CORP US N 2 2023-01-18 Fixed 3.400000000000 N N N N N N Santander Holdings USA Inc. 549300SMVCQN2P0O6I58 80282KAW6 38050000 PA USD 39068060.09 0.2179384479 Long DBT CORP US N 2 2024-06-07 Fixed 3.500000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBA7 13574000 PA USD 14199108.63 0.0792087370 Long DBT CORP US N 2 2024-05-01 Fixed 6.375000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBC3 10432000 PA USD 10951998.69 0.0610949607 Long DBT CORP US N 2 2025-01-15 Fixed 5.250000000000 N N N N N N STEARNS HOLDINGS LLC / STEARNS COMPANY GUAR 144A 11/24 5 N/A 85801HAA2 63051 PA USD 43505.19 0.0002426907 Long DBT CORP US N 2 2024-11-05 Fixed 5.000000000000 N N N N N N ESC CB144A STEARNS HLD 08/20 9.375 N/A N/A 2428000 PA USD 279948.4 0.0015616726 Long DBT CORP US N 3 2020-08-15 None 0 Y N N N N N Stifel Financial Corp. 549300E5F07FE5GHJX84 860630AD4 12983000 PA USD 13750301.01 0.0767050950 Long DBT CORP US N 2 2024-07-18 Fixed 4.250000000000 N N N N N N 2019-12-30 John Hancock Sovereign Bond Fund /s/Salvatore Schiavone Salvatore Schiavone Treasurer