NPORT-P false 0000742212 XXXXXXXX S000018233 C000050281 NORTHWESTERN MUTUAL SERIES FUND INC 811-03990 0000742212 549300T1UBX7MDSNZA55 720 E WISCONSIN AVE MILWAUKEE 53202 414-271-1444 Short-Term Bond Portfolio S000018233 BEEDB5U9NNUVQYFFEL15 2025-12-31 2025-03-31 N 398380476.25 3048962.20 395331514.05 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1896240.24000000 0.00000000 0.00000000 4021536.93000000 USD N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9XM0 123213.94000000 PA USD 119926.75000000 0.030335742468 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.50000000 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EXV6 690000.00000000 PA USD 690486.02000000 0.174659999382 Long DBT CORP US N 2 2027-07-15 Fixed 4.20000000 N N N N N N Hilton Grand Vacations Trust N/A 432917AB8 427110.36000000 PA USD 436872.14000000 0.110507795223 Long ABS-O CORP US N 2 2038-01-25 Fixed 6.11000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371LDG1 46815.66000000 PA USD 47115.68000000 0.011918017745 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.00000000 N N N N N N COCA-COLA EUROPACIFIC 549300LTH67W4GWMRF57 19123MAF0 200000.00000000 PA USD 189750.10000000 0.047997716664 Long DBT CORP GB N 2 2027-01-15 Fixed 1.50000000 N N N N N N GMRF Mortgage Acquisition Co., LLC N/A 36418XAD9 260000.00000000 PA USD 248192.67000000 0.062780896837 Long ABS-MBS CORP US N 2 2059-10-25 Variable 3.34000000 N N N N N N SBA TOWER TRUST N/A 78403DAR1 225000.00000000 PA USD 209526.50000000 0.053000201742 Long DBT US N 2 2028-01-15 Fixed 2.33000000 N N N N N N Santander Bank Auto Credit-Linked Notes N/A 80280BAC2 250000.00000000 PA USD 250460.55000000 0.063354562208 Long ABS-O CORP US N 2 2033-01-18 Fixed 5.14000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425YBE6 24021.28000000 PA USD 24770.18000000 0.006265673016 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 6.50000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397A60 605000.00000000 PA USD 604597.61000000 0.152934331949 Long DBT CORP US N 2 2025-06-16 Fixed 5.13000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AT2 770000.00000000 PA USD 772595.93000000 0.195429886700 Long DBT CORP US N 2 2028-04-20 Fixed 4.55000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEA0 375000.00000000 PA USD 378254.95000000 0.095680444527 Long DBT CORP US N 2 2028-01-23 Fixed 5.04000000 N N N N N N Bank N/A 06540GAQ1 88610.78000000 PA USD 90276.72000000 0.022835700365 Long ABS-MBS CORP US N 2 2057-06-15 Fixed 5.52000000 N N N N N N CarMax Auto Owner Trust N/A 14318WAG2 290000.00000000 PA USD 293218.22000000 0.074170211475 Long ABS-O CORP US N 2 2029-08-15 Fixed 5.47000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CM4 255000.00000000 PA USD 260174.56000000 0.065811742993 Long DBT CORP US N 2 2026-11-10 Fixed 6.15000000 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607AC1 655000.00000000 PA USD 659308.75000000 0.166773638470 Long DBT CORP US N 2 2030-04-01 Fixed 4.85000000 N N N N N N KNDR Trust 2021-KIND N/A 482606AL4 575275.77000000 PA USD 562332.07000000 0.142243168079 Long ABS-MBS CORP US N 2 2038-08-15 Floating 6.19000000 N N N N N N BSREP Commercial Mortgage Trust 2021-DC N/A 05591UAG2 170424.03000000 PA USD 124835.55000000 0.031577434523 Long ABS-MBS CORP US N 2 2038-08-15 Floating 6.33000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EB7 491000.00000000 PA USD 491766.15000000 0.124393359123 Long DBT CORP US N 2 2025-09-01 Fixed 5.88000000 N N N N N N Starwood Mortgage Residential Trust N/A 85573PAA0 467783.80000000 PA USD 418476.91000000 0.105854680218 Long ABS-MBS CORP US N 2 2056-08-25 Variable 1.16000000 N N N N N N Onslow Bay Financial LLC N/A 67448TBF1 51980.09000000 PA USD 51326.74000000 0.012983214890 Long ABS-MBS CORP US N 2 2060-02-25 Floating 5.38000000 N N N N N N FIRSTENERGY TRANSMISSION 549300AINIIPOLYX2R63 33767BAG4 155000.00000000 PA USD 152858.71000000 0.038665956182 Long DBT CORP US N 2 2030-01-15 Fixed 4.55000000 N N N N N N Frontier Issuer LLC N/A 35910EAK0 110000.00000000 PA USD 113505.27000000 0.028711414589 Long ABS-O CORP US N 2 2054-06-20 Fixed 6.19000000 N N N N N N Octane Receivables Trust N/A 67571GAB8 170000.00000000 PA USD 170398.04000000 0.043102569348 Long ABS-O CORP US N 2 2030-05-20 Fixed 4.94000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CWG73 24938.66000000 PA USD 23872.91000000 0.006038706541 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 3.00000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAV3 615000.00000000 PA USD 586225.87000000 0.148287158793 Long DBT US N 2 2026-07-15 Fixed 1.05000000 N N N N N N NATIONAL RURAL UTIL COOP 4NYF266XZC35SCTGX023 63743HFR8 316000.00000000 PA USD 320545.18000000 0.081082627771 Long DBT CORP US N 2 2027-05-06 Fixed 5.10000000 N N N N N N FORTIVE CORPORATION 549300MU9YQJYHDQEF63 34959JAG3 538000.00000000 PA USD 528083.13000000 0.133579821297 Long DBT CORP US N 2 2026-06-15 Fixed 3.15000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668CA8 380000.00000000 PA USD 386573.98000000 0.097784761968 Long DBT CORP US N 2 2026-11-16 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNDB6 273294.12000000 PA USD 229628.14000000 0.058084957014 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAU5 390000.00000000 PA USD 397189.39000000 0.100469953920 Long DBT CORP KY N 2 2029-03-01 Fixed 5.75000000 N N N N N N Bank5 N/A 06644XBP0 225000.00000000 PA USD 231697.67000000 0.058608449305 Long ABS-MBS CORP US N 2 2057-12-15 Variable 6.12000000 N N N N N N Navient Student Loan Trust N/A 63941UAA1 68757.06000000 PA USD 63596.75000000 0.016086941652 Long ABS-O CORP US N 2 2069-09-16 Fixed 1.17000000 N N N N N N 6297782 LLC 254900Z1WAY7QFQ7O850 83007CAA0 560000.00000000 PA USD 560231.98000000 0.141711945567 Long DBT CORP US N 2 2027-09-01 Fixed 4.91000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QS3D1 294245.65000000 PA USD 290097.03000000 0.073380699410 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DTQ5 193584.19000000 PA USD 155301.81000000 0.039283943849 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.00000000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 23311VAG2 662000.00000000 PA USD 662367.67000000 0.167547399197 Long DBT CORP US N 2 2025-07-15 Fixed 5.38000000 N N N N N N Verus Securitization Trust N/A 92538CAC5 46448.50000000 PA USD 44652.29000000 0.011294897677 Long ABS-MBS CORP US N 2 2065-05-25 Variable 2.73000000 N N N N N N HPEFS Equipment Trust N/A 40444MAL5 205000.00000000 PA USD 208151.73000000 0.052652450564 Long ABS-O CORP US N 2 2032-04-20 Fixed 5.82000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZU1 390000.00000000 PA USD 389053.38000000 0.098411931802 Long DBT CORP US N 2 2028-08-23 Fixed 4.48000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TJZ9 325000.00000000 PA USD 317175.99000000 0.080230383545 Long DBT CORP US N 2 2027-03-22 Fixed 3.05000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXJ8 490000.00000000 PA USD 490000.00000000 0.123946607489 Long DBT CORP US N 2 2025-04-01 Fixed 3.50000000 N N N N N N STELLANTIS FIN US INC 549300QZ0AI8Q7LNON33 85855CAM2 200000.00000000 PA USD 200231.42000000 0.050648990248 Long DBT CORP US N 2 2028-03-17 Fixed 5.35000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAL6 234000.00000000 PA USD 233757.20000000 0.059129412073 Long DBT CORP US N 2 2025-05-13 Fixed 5.13000000 N N N N N N Credit Suisse Mortgage Trust N/A 126438AA8 79105.17000000 PA USD 77761.59000000 0.019669969945 Long ABS-MBS CORP US N 2 2037-08-15 Fixed 2.26000000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KBC9 410000.00000000 PA USD 392962.57000000 0.099400770248 Long DBT CORP US N 2 2028-01-06 Fixed 2.49000000 N N N N N N Fortress Credit BSL Limited N/A 34962DAN6 309878.15000000 PA USD 309576.19000000 0.078307996958 Long ABS-CBDO CORP KY N 2 2032-10-20 Floating 5.34000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BS7 390000.00000000 PA USD 391533.22000000 0.099039212935 Long DBT CORP US N 2 2026-02-15 Fixed 5.88000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MFF6 894000.00000000 PA USD 879797.58000000 0.222546786363 Long DBT CORP US N 2 2028-04-01 Fixed 3.80000000 N N N N N N LGENERGYSOLUTION 988400QX6P286XA6ZS85 000000000 775000.00000000 PA USD 780372.28000000 0.197396932009 Long DBT CORP KR N 2 2027-07-02 Fixed 5.38000000 N N N N N N Verus Securitization Trust 213800DTJD5UKJR53O34 92540DAB1 150777.86000000 PA USD 152521.18000000 0.038580577206 Long ABS-MBS CORP US N 2 2068-12-25 Variable 6.66000000 N N N N N N ELARA HGV TIMESHARE ISSUER N/A 28416TAA3 70955.58000000 PA USD 69476.87000000 0.017574331296 Long ABS-O CORP US N 2 2034-01-25 Fixed 2.61000000 N N N N N N Angel Oak Mortgage Trust N/A 03465CAA3 218264.55000000 PA USD 185869.22000000 0.047016039297 Long ABS-MBS CORP US N 2 2066-01-25 Variable 0.91000000 N N N N N N BENCHMARK Mortgage Trust N/A 081921BC1 275000.00000000 PA USD 284396.50000000 0.071938737462 Long ABS-MBS CORP US N 2 2057-11-15 Variable 6.20000000 N N N N N N MVW Owner Trust N/A 55389TAB7 27977.20000000 PA USD 26355.71000000 0.006666736413 Long ABS-O CORP US N 2 2041-01-22 Fixed 1.44000000 N N N N N N Fortress Credit BSL Limited N/A 34956NAN2 460000.00000000 PA USD 460358.92000000 0.116448829308 Long ABS-CBDO CORP KY N 2 2032-07-23 Floating 5.69000000 N N N N N N Toorak Mortgage Corp. N/A 89688WAB7 83392.41000000 PA USD 73554.54000000 0.018605787139 Long ABS-MBS CORP US N 2 2056-07-25 Variable 1.41000000 N N N N N N HPEFS Equipment Trust N/A 403963AE1 680000.00000000 PA USD 685114.96000000 0.173301377616 Long ABS-O CORP US N 2 2031-05-20 Fixed 5.33000000 N N N N N N CATERPILLAR FINL SERVICE EDBQKYOPJUCJKLOJDE72 14913UAS9 1035000.00000000 PA USD 1042492.82000000 0.263700915042 Long DBT CORP US N 2 2027-11-15 Fixed 4.60000000 N N N N N N SBA TOWER TRUST N/A 78403DAZ3 619000.00000000 PA USD 634531.70000000 0.160506227671 Long DBT US N 2 2028-01-15 Fixed 6.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C7G3 19486.92000000 PA USD 19394.61000000 0.004905910434 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 5.00000000 N N N N N N AMPHENOL CORP 549300D3L3G0R4U4VT04 032095AN1 205000.00000000 PA USD 207943.34000000 0.052599737842 Long DBT CORP US N 2 2027-04-05 Fixed 5.05000000 N N N N N N Carvana Auto Receivables Trust N/A 14687VAD4 405000.00000000 PA USD 410931.83000000 0.103946135179 Long ABS-O CORP US N 2 2030-09-10 Fixed 5.67000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BQ5 575000.00000000 PA USD 577086.61000000 0.145975362320 Long DBT CORP NL N 2 2029-03-25 Fixed 4.86000000 N N N N N N KOREA HYDRO & NUCLEAR PO 9884008CRY5MLCN8OQ43 50064YAS2 250000.00000000 PA USD 253915.92000000 0.064228605860 Long DBT NUSS KR N 2 2028-07-18 Fixed 5.00000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397F81 385000.00000000 PA USD 382499.32000000 0.096754067511 Long DBT CORP US N 2 2026-11-05 Fixed 5.13000000 N N N N N N Trinitas CLO Ltd 549300F3XEPDOX3FOP69 89641CAU5 250000.00000000 PA USD 249724.45000000 0.063168364050 Long ABS-CBDO CORP KY N 2 2035-01-25 Floating 5.37000000 N N N N N N Neuberger Berman CLO Ltd 549300N83MM16HCONB28 64134AAJ1 1205000.00000000 PA USD 1203500.20000000 0.304428095719 Long ABS-CBDO CORP KY N 2 2036-07-17 Floating 5.37000000 N N N N N N MVW Owner Trust N/A 55400WAB5 71405.13000000 PA USD 73429.20000000 0.018574082103 Long ABS-O CORP US N 2 2040-11-20 Fixed 6.33000000 N N N N N N Wheels Fleet Lease Funding LLC 549300BSFY0E0XXREF43 96328GBM8 597088.68000000 PA USD 602217.67000000 0.152332320747 Long ABS-O CORP US N 2 2039-02-18 Fixed 5.49000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BL8 575000.00000000 PA USD 575205.67000000 0.145499574295 Long DBT CORP US N 2 2027-01-26 Fixed 4.76000000 N N N N N N POSCO 9884000N94NH7G6LQ816 000000000 1000000.00000000 PA USD 998087.80000000 0.252468564869 Long DBT CORP KR N 2 2025-08-04 Fixed 4.38000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335CHG2 21845.68000000 PA USD 22892.83000000 0.005790793090 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 7.50000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RDU5 208333.34000000 PA USD 207281.53000000 0.052432331507 Long ABS-O CORP US N 2 2026-08-20 Fixed 2.33000000 N N N N N N Nelnet Student Loan Trust N/A 64034GAA8 66868.91000000 PA USD 67067.79000000 0.016964949065 Long ABS-O CORP US N 2 2068-03-26 Floating 5.17000000 N N N N N N World OMNI Select Auto Trust N/A 98163UAE0 445000.00000000 PA USD 449668.09000000 0.113744559697 Long ABS-O CORP US N 2 2028-08-15 Fixed 5.87000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBV0 1120000.00000000 PA USD 1096336.58000000 0.277320815830 Long DBT CORP US N 2 2026-11-21 Fixed 2.95000000 N N N N N N Octane Receivables Trust N/A 67571EAC1 395000.00000000 PA USD 394997.87000000 0.099915603983 Long ABS-O CORP US N 2 2028-05-22 Fixed 4.90000000 N N N N N N CarMax Auto Owner Trust N/A 14319BAG7 210000.00000000 PA USD 216979.33000000 0.054885411936 Long ABS-O CORP US N 2 2030-12-16 Fixed 6.44000000 N N N N N N AMPHENOL CORP 549300D3L3G0R4U4VT04 032095AM3 205000.00000000 PA USD 205697.05000000 0.052031533710 Long DBT CORP US N 2 2026-03-30 Fixed 4.75000000 N N N N N N VITERRA FINANCE BV 213800HBZGEIZLKJBI17 92852LAC3 600000.00000000 PA USD 599758.22000000 0.151710197311 Long DBT CORP NL N 2 2027-04-21 Fixed 4.90000000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17328PAX1 312450.53000000 PA USD 266677.12000000 0.067456580242 Long ABS-MBS CORP US N 2 2050-08-25 Variable 2.50000000 N N N N N N Wellfleet CLO Ltd 254900QO5AI38SSR4719 94949JAJ4 346688.34000000 PA USD 346509.97000000 0.087650480086 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 5.37000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABR5 470000.00000000 PA USD 460395.13000000 0.116457988710 Long DBT CORP US N 2 2026-02-15 Fixed 2.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179NNA2 35923.34000000 PA USD 33505.42000000 0.008475271717 Long ABS-MBS USGA US N 2 2043-09-20 Fixed 3.50000000 N N N N N N NBN CO LTD 2549007CRZ2NT7S96A24 62878U2A9 1000000.00000000 PA USD 968683.80000000 0.245030756611 Long DBT CORP AU N 2 2026-05-05 Fixed 1.45000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RKH6 105000.00000000 PA USD 105054.80000000 0.026573849102 Long ABS-O CORP US N 2 2028-02-20 Fixed 7.32000000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109BQ6 140000.00000000 PA USD 140013.65000000 0.035416769223 Long DBT US N 2 2026-01-13 Fixed 5.05000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3R2 730000.00000000 PA USD 734116.06000000 0.185696316612 Long DBT CORP US N 2 2028-01-24 Fixed 4.90000000 N N N N N N Navient Student Loan Trust N/A 63941HAA0 107161.61000000 PA USD 101070.30000000 0.025565960822 Long ABS-O CORP US N 2 2069-05-15 Fixed 1.69000000 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759AY6 120000.00000000 PA USD 117226.51000000 0.029652710657 Long DBT CORP US N 2 2025-11-15 Fixed 0.88000000 N N N N N N Verus Securitization Trust N/A 92538FAA2 119230.84000000 PA USD 105694.61000000 0.026735690488 Long ABS-MBS CORP US N 2 2066-02-25 Variable 1.03000000 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607AB3 1030000.00000000 PA USD 1035890.23000000 0.262030774978 Long DBT CORP US N 2 2028-04-01 Fixed 4.65000000 N N N N N N Starwood Mortgage Residential Trust N/A 85573HAA8 95389.60000000 PA USD 88752.54000000 0.022450155589 Long ABS-MBS CORP US N 2 2065-05-25 Variable 0.94000000 N N N N N N Hilton Grand Vacations Trust N/A 43283BAA1 79389.54000000 PA USD 77973.00000000 0.019723446583 Long ABS-O CORP US N 2 2034-06-20 Fixed 3.61000000 N N N N N N Navient Student Loan Trust N/A 63941FAB2 158806.15000000 PA USD 152680.97000000 0.038620996448 Long ABS-O CORP US N 2 2068-11-15 Fixed 2.46000000 N N N N N N CNO GLOBAL FUNDING 6354008GTNR4833ULD48 18977W2A7 830000.00000000 PA USD 795176.20000000 0.201141617032 Long DBT CORP US N 2 2026-10-07 Fixed 1.75000000 N N N N N N BX Trust N/A 05606GAA9 255000.00000000 PA USD 254370.18000000 0.064343511953 Long ABS-MBS CORP US N 2 2036-06-15 Floating 5.71000000 N N N N N N U.S. Bank National Association N/A 90357PAV6 110813.68000000 PA USD 112228.57000000 0.028388470438 Long ABS-O CORP US N 2 2032-08-25 Fixed 6.79000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HBE7 80000.00000000 PA USD 79785.02000000 0.020181801137 Long DBT CORP XX N 2 2027-06-01 Fixed 4.40000000 N N N N N N CENCORA INC AI8GXW8LG5WK7E9UD086 03073EAV7 330000.00000000 PA USD 331042.67000000 0.083737991593 Long DBT CORP US N 2 2027-12-15 Fixed 4.63000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BJ6 480000.00000000 PA USD 484691.02000000 0.122603688998 Long DBT CORP US N 2 2027-03-15 Fixed 5.15000000 N N N N N N Trinitas CLO Ltd 549300IUAXGLQ814UD95 89640YBN3 460000.00000000 PA USD 459571.05000000 0.116249535811 Long ABS-CBDO CORP KY N 2 2034-01-25 Floating 5.63000000 N N N N N N SBA TOWER TRUST N/A 78403DBD1 1125000.00000000 PA USD 1115407.46000000 0.282144838030 Long DBT US N 2 2029-10-15 Fixed 4.83000000 N N N N N N FORTINET INC 549300O0QJWDBAS0QX03 34959EAA7 675000.00000000 PA USD 652345.08000000 0.165012162404 Long DBT CORP US N 2 2026-03-15 Fixed 1.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QTEF2 306963.08000000 PA USD 309503.34000000 0.078289569386 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 5.50000000 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565ECQ6 970000.00000000 PA USD 971234.33000000 0.245675918939 Long DBT CORP US N 2 2027-08-13 Fixed 4.60000000 N N N N N N Blue Owl Asset Leasing Trust N/A 095921AC6 110000.00000000 PA USD 110729.77000000 0.028009345590 Long ABS-O CORP US N 2 2030-03-15 Fixed 5.41000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TSK2 113669.28000000 PA USD 113811.07000000 0.028788767390 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 5.00000000 N N N N N N Exeter Automobile Receivables Trust N/A 30168BAF7 80000.00000000 PA USD 81663.71000000 0.020657020019 Long ABS-O CORP US N 2 2029-06-15 Fixed 6.69000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERYP9 46357.51000000 PA USD 43720.92000000 0.011059305531 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 4.00000000 N N N N N N Corp. Nacional del Cobre de Chile 549300UVMBCBCIPSUI70 000000000 650000.00000000 PA USD 594155.11000000 0.150292877973 Long DBT CORP CL N 2 2029-09-30 Fixed 3.00000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECC7 390000.00000000 PA USD 395613.85000000 0.100071417516 Long DBT CORP GB N 2 2026-11-02 Fixed 7.33000000 N N N N N N FirstKey Homes 2020-SFR1 Trust N/A 33767MAG0 1080000.00000000 PA USD 1064575.66000000 0.269286819331 Long ABS-O CORP US N 2 2037-08-17 Fixed 2.24000000 N N N N N N SMB Private Education Loan Trust N/A 78449DAB2 524486.55000000 PA USD 492145.50000000 0.124489316563 Long ABS-O CORP US N 2 2054-09-15 Fixed 1.60000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SAU7 424000.00000000 PA USD 412389.67000000 0.104314899102 Long DBT CORP US N 2 2026-09-16 Fixed 2.63000000 N N N N N N Tricon Residential 549300Z2X1L1L3MID765 89616VAD2 510000.00000000 PA USD 503326.65000000 0.127317613727 Long ABS-O CORP US N 2 2040-06-17 Fixed 6.00000000 N N N N N N Verus Securitization Trust 213800W65K5FH3AI2J91 92539YAB8 232941.91000000 PA USD 237126.64000000 0.059981719537 Long ABS-MBS CORP US N 2 2068-10-25 Variable 7.27000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335APZ5 27234.21000000 PA USD 25206.03000000 0.006375922258 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N SDR Commercial Mortgage Trust N/A 811304AE4 400000.00000000 PA USD 398999.92000000 0.100927931576 Long ABS-MBS CORP US N 2 2039-05-15 Floating 6.06000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H052645 1045000.00000000 PA USD 1047147.65000000 0.264878364811 Long ABS-MBS USGA US N 2 2055-04-20 Fixed 5.50000000 N N N N N N SMB Private Education Loan Trust 549300INMCHM7L5O6M41 78449LAC2 116750.47000000 PA USD 116520.18000000 0.029474042887 Long ABS-O CORP US N 2 2037-01-15 Floating 5.15000000 N N N N N N MERCEDES-BENZ FIN NA 549300423Z16BB673J12 58769JAF4 410000.00000000 PA USD 411160.80000000 0.104004053658 Long DBT CORP US N 2 2026-03-30 Fixed 4.80000000 N N N N N N ADVANCE AUTO PARTS 529900UCNQ5H9FSL0Y70 00751YAH9 475000.00000000 PA USD 474132.82000000 0.119932968445 Long DBT CORP US N 2 2026-03-09 Fixed 5.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402QVG3 887.05000000 PA USD 920.55000000 0.000232855203 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 6.00000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGH1 436000.00000000 PA USD 407552.27000000 0.103091267838 Long DBT CORP US N 2 2028-03-22 Fixed 2.10000000 N N N N N N Voya CLO Ltd 54930068MLVF3BECCK93 92917KAU8 575000.00000000 PA USD 575171.95000000 0.145491044745 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 6.10000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MBG9 842000.00000000 PA USD 869172.60000000 0.219859173658 Long DBT CORP IE N 2 2027-04-15 Fixed 6.45000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CME8 38260000.00000000 PA USD 38457278.13000000 9.727855423419 Long DBT UST US N 2 2026-12-31 Fixed 4.25000000 N N N N N N Cross Mortgage Trust N/A 227919AB3 383419.06000000 PA USD 381151.33000000 0.096413090394 Long ABS-MBS CORP US N 2 2069-09-25 Variable 5.38000000 N N N N N N GMRF Mortgage Acquisition Co., LLC N/A 36418WAG4 22676.81000000 PA USD 22042.26000000 0.005575639486 Long ABS-MBS CORP US N 2 2059-02-25 Variable 4.50000000 N N N N N N BPR Trust N/A 05592AAG5 450000.00000000 PA USD 446652.50000000 0.112981759390 Long ABS-MBS CORP US N 2 2038-09-15 Floating 5.58000000 N N N N N N World OMNI Select Auto Trust N/A 98163HAF6 180000.00000000 PA USD 176516.91000000 0.044650351344 Long ABS-O CORP US N 2 2027-11-15 Fixed 1.44000000 N N N N N N ONE Park Mortgage Trust N/A 682413AE9 405000.00000000 PA USD 392088.60000000 0.099179697561 Long ABS-MBS CORP US N 2 2036-03-15 Floating 5.53000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BY5 325000.00000000 PA USD 318254.68000000 0.080503240619 Long DBT CORP US N 2 2027-08-05 Fixed 3.75000000 N N N N N N Santander Bank Auto Credit-Linked Notes N/A 80290CCD4 212243.83000000 PA USD 216320.95000000 0.054718873227 Long ABS-O CORP US N 2 2033-12-15 Fixed 6.66000000 N N N N N N MFRA TRUST N/A 55283WAB7 92155.51000000 PA USD 80408.47000000 0.020339504224 Long ABS-MBS CORP US N 2 2064-11-25 Variable 1.32000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEF9 300000.00000000 PA USD 301253.18000000 0.076202672767 Long DBT CORP US N 2 2026-04-06 Fixed 5.40000000 N N N N N N ELARA HGV TIMESHARE ISSUER N/A 28415AAA5 118247.31000000 PA USD 121820.85000000 0.030814859344 Long ABS-O CORP US N 2 2038-02-25 Fixed 6.16000000 N N N N N N Chase Auto Credit Linked Notes N/A 46591HCD0 33854.57000000 PA USD 33730.61000000 0.008532234036 Long ABS-O CORP US N 2 2029-02-26 Fixed 0.76000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418UEL4 29317.29000000 PA USD 29574.26000000 0.007480875910 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5.00000000 N N N N N N Imperial Fund LLC N/A 45276NAA9 631267.90000000 PA USD 628526.37000000 0.158987165875 Long ABS-MBS CORP US N 2 2067-06-25 Variable 4.77000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDZ3 458087.93000000 PA USD 397405.01000000 0.100524495487 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N CSAIL Commercial Mortgage Trust 549300ZAGI6FKGY8O078 12635FAT1 278111.58000000 PA USD 276896.15000000 0.070041506978 Long ABS-MBS CORP US N 2 2048-08-15 Fixed 3.72000000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBK4 160000.00000000 PA USD 159724.61000000 0.040402701106 Long DBT CORP US N 2 2030-03-01 Fixed 5.10000000 N N N N N N Starwood Mortgage Residential Trust N/A 85573AAB1 134511.13000000 PA USD 127800.53000000 0.032327432915 Long ABS-MBS CORP US N 2 2050-02-25 Variable 2.41000000 N N N N N N KOREA HOUSING FINANCE CO 9884002AAOBT56QW9B80 50065RAK3 960000.00000000 PA USD 965695.52000000 0.244274864431 Long DBT NUSS KR N 2 2028-02-24 Fixed 4.63000000 N N N N N N Ford Credit Floorplan Master Owner Trust 5493001DTG5N7T8BG747 34528QJC9 280000.00000000 PA USD 284757.62000000 0.072030083582 Long ABS-O CORP US N 2 2029-04-15 Fixed 5.48000000 N N N N N N CANADIAN NATL RESOURCES 549300T15RIMIKZC5Q38 136385AX9 440000.00000000 PA USD 432972.03000000 0.109521253583 Long DBT CORP CA N 2 2027-06-01 Fixed 3.85000000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428XBF2 913000.00000000 PA USD 901787.12000000 0.228109090206 Long DBT CORP US N 2 2026-04-01 Fixed 3.25000000 N N N N N N MVW Owner Trust N/A 55389TAC5 41406.26000000 PA USD 39057.53000000 0.009879690490 Long ABS-O CORP US N 2 2041-01-22 Fixed 1.94000000 N N N N N N DELL INT LLC / EMC CORP N/A 24703TAL0 540000.00000000 PA USD 542468.67000000 0.137218676154 Long DBT CORP US N 2 2028-04-01 Fixed 4.75000000 N N N N N N Clarus Capital Funding LLC N/A 18271JAC6 155000.00000000 PA USD 154354.84000000 0.039044405647 Long ABS-O CORP US N 2 2032-08-20 Fixed 4.79000000 N N N N N N NUCOR CORP 549300GGJCRSI2TIEJ46 670346AX3 275000.00000000 PA USD 274657.71000000 0.069475288520 Long DBT CORP US N 2 2025-05-23 Fixed 3.95000000 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BN8 385000.00000000 PA USD 385000.00000000 0.097386620169 Long DBT CORP US N 2 2025-04-01 Fixed 3.30000000 N N N N N N Romark CLO Ltd N/A 77587EAN8 1075000.00000000 PA USD 1075521.02000000 0.272055472881 Long ABS-CBDO CORP KY N 2 2031-07-25 Floating 5.95000000 N N N N N N Navient Student Loan Trust N/A 63941CAB9 121467.91000000 PA USD 117814.20000000 0.029801368171 Long ABS-O CORP US N 2 2059-12-15 Fixed 3.01000000 N N N N N N MVW 2020-1 LLC N/A 55400EAB5 90954.41000000 PA USD 88626.35000000 0.022418235544 Long ABS-O CORP US N 2 2037-10-20 Fixed 2.73000000 N N N N N N DLLST LLC N/A 23346HAC1 140000.00000000 PA USD 140581.50000000 0.035560408164 Long ABS-O CORP US N 2 2027-08-20 Fixed 5.05000000 N N N N N N REINSURANCE GRP OF AMER LORM1GNEU1DKEW527V90 759351AM1 428000.00000000 PA USD 424650.55000000 0.107416316409 Long DBT CORP US N 2 2026-09-15 Fixed 3.95000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617G1SL3 56018.44000000 PA USD 52677.23000000 0.013324824388 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 4.00000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAS0 185000.00000000 PA USD 191447.10000000 0.048426976650 Long DBT CORP KY N 2 2028-05-04 Fixed 6.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QCXQ4 17469.45000000 PA USD 16931.52000000 0.004282866252 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CUA0 252737.38000000 PA USD 230824.55000000 0.058387591627 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBK1 890000.00000000 PA USD 888546.75000000 0.224759908689 Long DBT CORP US N 2 2026-04-22 Fixed 2.08000000 N N N N N N STRYKER CORP 5493002F0SC4JTBU5137 863667BE0 390000.00000000 PA USD 385268.90000000 0.097454639032 Long DBT CORP US N 2 2029-09-11 Fixed 4.25000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CD5 420000.00000000 PA USD 394335.49000000 0.099748053465 Long DBT CORP US N 2 2029-03-01 Fixed 3.20000000 N N N N N N Tricon Residential N/A 89616VAA8 279825.95000000 PA USD 278051.15000000 0.070333666838 Long ABS-O CORP US N 2 2040-06-17 Fixed 4.75000000 N N N N N N Extended Stay America Trust N/A 30227FAG5 415752.21000000 PA USD 415232.52000000 0.105034004434 Long ABS-MBS CORP US N 2 2038-07-15 Floating 6.13000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AV8 978000.00000000 PA USD 986427.37000000 0.249519032746 Long DBT CORP US N 2 2026-06-30 Fixed 5.88000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DM9 1070000.00000000 PA USD 988155.58000000 0.249956187372 Long DBT CORP US N 2 2027-08-21 Fixed 1.30000000 N N N N N N Navient Student Loan Trust N/A 63941MAB7 139061.42000000 PA USD 135650.19000000 0.034313022154 Long ABS-O CORP US N 2 2068-05-15 Fixed 2.64000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4GD2 228005.65000000 PA USD 238222.69000000 0.060258967862 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X6M85 78941.49000000 PA USD 77348.69000000 0.019565525957 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 3.00000000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAH7 190000.00000000 PA USD 200871.72000000 0.050810955580 Long DBT CORP US N 2 2028-11-17 Fixed 6.75000000 N N N N N N Securitized Term Auto Receivables Trust N/A 81378RAB0 176070.20000000 PA USD 176929.51000000 0.044754719447 Long ABS-O CORP CA N 2 2031-07-25 Fixed 5.04000000 N N N N N N Dell Equipment Finance Trust N/A 24702EAF7 100000.00000000 PA USD 101939.00000000 0.025785700450 Long ABS-O CORP US N 2 2029-10-22 Fixed 6.75000000 N N N N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 45866FBB9 309000.00000000 PA USD 300743.52000000 0.076073753118 Long DBT CORP US N 2 2028-09-01 Fixed 3.63000000 N N N N N N STRYKER CORP 5493002F0SC4JTBU5137 863667BK6 855000.00000000 PA USD 860549.35000000 0.217677903080 Long DBT CORP US N 2 2028-02-10 Fixed 4.70000000 N N N N N N SFS Auto Receivables Securitization Trust N/A 78397XAD6 145000.00000000 PA USD 148243.43000000 0.037498510675 Long ABS-O CORP US N 2 2030-08-20 Fixed 5.26000000 N N N N N N MORGAN STANLEY BANK NA G1MLHIS0N32I3QPILB75 61690U4T4 475000.00000000 PA USD 476495.53000000 0.120530621279 Long DBT CORP US N 2 2026-04-21 Fixed 4.75000000 N N N N N N The Huntington National Bank N/A 44644NAA7 449036.29000000 PA USD 454488.31000000 0.114963845240 Long ABS-O CORP US N 2 2032-05-20 Fixed 6.15000000 N N N N N N Verdant Receivables LLC N/A 92339GAB9 383206.51000000 PA USD 389482.59000000 0.098520501441 Long ABS-O CORP US N 2 2031-01-13 Fixed 6.24000000 N N N N N N Owens Corning JO5M6676RDJIZ2U8X907 690742AF8 257000.00000000 PA USD 252807.57000000 0.063948246222 Long DBT CORP US N 2 2026-08-15 Fixed 3.40000000 N N N N N N DLLAA LLC N/A 23292HAC5 395000.00000000 PA USD 400738.17000000 0.101367625842 Long ABS-O CORP US N 2 2028-02-22 Fixed 5.64000000 N N N N N N OVINTIV INC 2549003MEX7YMKLGI239 69047QAA0 465000.00000000 PA USD 465298.07000000 0.117698198464 Long DBT CORP US N 2 2025-05-15 Fixed 5.65000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GAM0 645000.00000000 PA USD 621036.69000000 0.157092634391 Long DBT CORP NL N 2 2026-07-12 Fixed 1.63000000 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 68902VAH0 485000.00000000 PA USD 484724.34000000 0.122612117368 Long DBT CORP US N 2 2025-04-05 Fixed 2.06000000 N N N N N N DTE ENERGY CO 549300IX8SD6XXD71I78 233331BM8 295000.00000000 PA USD 297226.97000000 0.075184233848 Long DBT CORP US N 2 2027-07-01 Fixed 4.95000000 N N N N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 855244BE8 465000.00000000 PA USD 465778.14000000 0.117819633256 Long DBT CORP US N 2 2026-02-15 Fixed 4.75000000 N N N N N N CKE Restaurants Holdings Inc N/A 411707AK8 139562.50000000 PA USD 126478.71000000 0.031993075559 Long ABS-O CORP US N 2 2051-06-20 Fixed 2.87000000 N N N N N N CAMB Commercial Mortgage Trust N/A 12482HAA2 470000.00000000 PA USD 469118.75000000 0.118664648106 Long ABS-MBS CORP US N 2 2037-12-15 Floating 5.69000000 N N N N N N Verus Securitization Trust N/A 92538DAA7 125507.26000000 PA USD 115656.82000000 0.029255654024 Long ABS-MBS CORP US N 2 2064-02-25 Variable 0.92000000 N N N N N N HUNTINGTON INGALLS INDUS 5TZLZ6WJTBVJ0QWBG121 446413BA3 155000.00000000 PA USD 157109.12000000 0.039741106999 Long DBT CORP US N 2 2030-01-15 Fixed 5.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137A0UA1 5461.63000000 PA USD 5426.82000000 0.001372726384 Long ABS-MBS USGSE US N 2 2040-02-15 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AABW3 94072.67000000 PA USD 96681.39000000 0.024455776118 Long ABS-MBS USGA US N 2 2045-09-15 Fixed 5.50000000 N N N N N N BP Capital Markets PLC 549300CRVT18MXX0AG93 05565QDH8 465000.00000000 PA USD 453710.75000000 0.114767159681 Long DBT CORP GB N 2 2028-11-28 Fixed 3.72000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLY5 14760000.00000000 PA USD 14830917.22000000 3.751514031366 Long DBT UST US N 2 2026-11-30 Fixed 4.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FVG8 146034.63000000 PA USD 143599.67000000 0.036323861087 Long ABS-MBS USGA US N 2 2041-07-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QUM94 44142.52000000 PA USD 44488.04000000 0.011253350269 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 5.50000000 N N N N N N CyrusOne Data Centers Issuer I LLC N/A 23284BAG9 755000.00000000 PA USD 726173.27000000 0.183687169930 Long ABS-O CORP US N 2 2049-05-20 Fixed 4.50000000 N N N N N N Ally Bank Auto Credit-Linked Notes N/A 02007GZ63 174442.33000000 PA USD 176870.06000000 0.044739681435 Long ABS-O CORP US N 2 2032-05-17 Fixed 6.02000000 N N N N N N VITERRA FINANCE BV 213800HBZGEIZLKJBI17 92852LAA7 200000.00000000 PA USD 193977.39000000 0.049067019224 Long DBT CORP NL N 2 2026-04-21 Fixed 2.00000000 N N N N N N Ally Auto Receivables Trust N/A 02008NAD9 165680.00000000 PA USD 167949.10000000 0.042483104440 Long ABS-O CORP US N 2 2034-01-17 Fixed 6.08000000 N N N N N N SBNA Auto Lease Trust N/A 78437VAG5 540000.00000000 PA USD 548236.03000000 0.138677542901 Long ABS-O CORP US N 2 2028-12-20 Fixed 5.55000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBZ7 385000.00000000 PA USD 385732.80000000 0.097571983586 Long DBT CORP GB N 2 2026-08-09 Fixed 5.30000000 N N N N N N Ford Credit Auto Owner Trust/Ford Credit N/A 34532JAC8 310000.00000000 PA USD 304142.58000000 0.076933553028 Long ABS-O CORP US N 2 2033-04-15 Fixed 1.74000000 N N N N N N HPEFS Equipment Trust N/A 40443DAE2 355000.00000000 PA USD 357101.99000000 0.090329755485 Long ABS-O CORP US N 2 2028-04-20 Fixed 5.91000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AY1 515000.00000000 PA USD 517945.68000000 0.131015530407 Long DBT CORP US N 2 2030-03-01 Fixed 4.80000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VBB6 395000.00000000 PA USD 394241.58000000 0.099724298718 Long DBT US N 2 2028-09-01 Fixed 4.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GYJX8 44783.14000000 PA USD 40903.96000000 0.010346749132 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Symphony CLO Ltd N/A 87190GAC5 241178.05000000 PA USD 241214.50000000 0.061015752963 Long ABS-CBDO CORP KY N 2 2033-04-20 Floating 5.63000000 N N N N N N Sierra Receivables Funding Co LLC N/A 826525AC1 44662.36000000 PA USD 44449.76000000 0.011243667256 Long ABS-O CORP US N 2 2037-07-20 Fixed 3.51000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668CP5 320000.00000000 PA USD 319884.42000000 0.080915487035 Long DBT CORP US N 2 2028-03-27 Fixed 5.05000000 N N N N N N Auxilior Term Funding LLC N/A 05335JAB9 428594.84000000 PA USD 432451.89000000 0.109389682995 Long ABS-O CORP US N 2 2028-12-15 Fixed 6.18000000 N N N N N N SAMMONS FINANCIAL GLOBAL 635400IPRNPM6HDHRS48 79587J2B8 275000.00000000 PA USD 278242.42000000 0.070382049017 Long DBT CORP US N 2 2028-01-10 Fixed 5.05000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMP3 3370000.00000000 PA USD 3382769.13000000 0.855679097106 Long DBT UST US N 2 2027-02-28 Fixed 4.13000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CN0 275000.00000000 PA USD 269280.99000000 0.068115235044 Long DBT CORP US N 2 2025-12-02 Fixed 2.00000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAK6 921000.00000000 PA USD 904738.46000000 0.228855638330 Long DBT CORP US N 2 2029-08-15 Fixed 4.50000000 N N N N N N COLT Funding LLC 2138008UGM66WOAUY633 19688QAC5 543892.81000000 PA USD 545697.45000000 0.138035403352 Long ABS-MBS CORP US N 2 2069-05-25 Variable 6.11000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ3A6 248815.99000000 PA USD 227583.27000000 0.057567702526 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80287GAE0 260000.00000000 PA USD 261281.36000000 0.066091710555 Long ABS-O CORP US N 2 2030-05-15 Fixed 5.09000000 N N N N N N Western Digital Corp 549300QQXOOYEF89IC56 958102AM7 990000.00000000 PA USD 984298.79000000 0.248980603624 Long DBT CORP US N 2 2026-02-15 Fixed 4.75000000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAB5 455000.00000000 PA USD 454945.91000000 0.115079596194 Long DBT CORP US N 2 2025-04-04 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31368HNV1 34296.03000000 PA USD 33859.06000000 0.008564725754 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 4.50000000 N N N N N N BHP BILLITON FIN USA LTD 5493003NUVITP3TMY274 055451BJ6 810000.00000000 PA USD 823121.68000000 0.208210489360 Long DBT CORP AU N 2 2030-02-21 Fixed 5.00000000 N N N N N N Dollar General Corp OPX52SQVOZI8IVSWYU66 256677AF2 632000.00000000 PA USD 622299.96000000 0.157412181392 Long DBT CORP US N 2 2028-05-01 Fixed 4.13000000 N N N N N N COMM Mortgage Trust N/A 12592GAG8 70394.98000000 PA USD 67228.61000000 0.017005628848 Long ABS-MBS CORP US N 2 2047-08-10 Variable 4.51000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668BV3 555000.00000000 PA USD 561640.87000000 0.142068327476 Long DBT CORP US N 2 2026-09-12 Fixed 5.70000000 N N N N N N BANK OF NEW YORK MELLON HPFHU0OQ28E4N0NFVK49 06405LAD3 410000.00000000 PA USD 410268.53000000 0.103778351944 Long DBT CORP US N 2 2026-05-22 Fixed 5.15000000 N N N N N N BRIGHTHSE FIN GLBL FUND 549300BLFX3KJ2IFOA78 10921U2C1 145000.00000000 PA USD 139837.02000000 0.035372090266 Long DBT CORP US N 2 2026-05-24 Fixed 1.55000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05555FAA2 19402.97000000 PA USD 19419.11000000 0.004912107765 Long ABS-MBS CORP US N 2 2057-07-15 Fixed 5.50000000 N N N N N N EQUITABLE FINANCIAL LIFE 635400B4JJBON4TCHF02 29449WAA5 75000.00000000 PA USD 74385.07000000 0.018815871580 Long DBT CORP US N 2 2025-07-07 Fixed 1.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140APFF6 41507.05000000 PA USD 42801.06000000 0.010826624865 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 6.50000000 N N N N N N MATTEL INC 549300VELLG24KHTJ564 577081BD3 485000.00000000 PA USD 486253.24000000 0.122998856078 Long DBT CORP US N 2 2027-12-15 Fixed 5.88000000 N N N N N N MMAF Equipment Finance LLC N/A 55317JAE0 100000.00000000 PA USD 96933.76000000 0.024519613679 Long ABS-O CORP US N 2 2043-11-13 Fixed 1.19000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617N3MD5 42508.80000000 PA USD 39917.16000000 0.010097135842 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 4.00000000 N N N N N N Sierra Receivables Funding Co LLC N/A 82652RAB5 67486.01000000 PA USD 65727.43000000 0.016625901974 Long ABS-O CORP US N 2 2038-09-20 Fixed 1.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425VMB6 204814.71000000 PA USD 209636.91000000 0.053028130202 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 6.00000000 N N N N N N KT CORP 9884005ACF8449EANY26 48268KAH4 200000.00000000 PA USD 197897.29000000 0.050058566789 Long DBT CORP KR N 2 2028-02-02 Fixed 4.13000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAM1 400000.00000000 PA USD 392916.04000000 0.099389000379 Long DBT CORP US N 2 2026-05-15 Fixed 3.13000000 N N N N N N Arbys Funding LLC N/A 038779AB0 1002750.00000000 PA USD 954632.54000000 0.241476458635 Long ABS-O CORP US N 2 2050-07-30 Fixed 3.24000000 N N N N N N PEAC Solutions Receivables LLC N/A 69392HAB9 295000.00000000 PA USD 295789.98000000 0.074820743980 Long ABS-O CORP US N 2 2028-10-20 Fixed 4.94000000 N N N N N N Northern Trust Corp 549300GLF98S992BC502 665859AP9 330000.00000000 PA USD 328876.08000000 0.083189947755 Long DBT CORP US N 2 2025-10-30 Fixed 3.95000000 N N N N N N BANQUE FED CRED MUTUEL VBHFXSYT7OG62HNT8T76 06675FAZ0 400000.00000000 PA USD 401448.97000000 0.101547424309 Long DBT CORP FR N 2 2026-01-26 Fixed 4.94000000 N N N N N N PIONEER NATURAL RESOURCE FY8JBF7CCL2VE4F1B628 723787AV9 505000.00000000 PA USD 508372.95000000 0.128594086717 Long DBT CORP US N 2 2026-03-29 Fixed 5.10000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BM4 195000.00000000 PA USD 197156.13000000 0.049871088692 Long DBT CORP US N 2 2026-09-15 Fixed 5.45000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAT8 1680000.00000000 PA USD 1609571.71000000 0.407144801969 Long DBT CORP US N 2 2029-12-15 Fixed 4.63000000 N N N N N N TAKE-TWO INTERACTIVE SOF BOMSTHHJK882EWYX3334 874054AJ8 585000.00000000 PA USD 587496.29000000 0.148608514403 Long DBT CORP US N 2 2026-03-28 Fixed 5.00000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DP7 807000.00000000 PA USD 830291.03000000 0.210023992647 Long DBT CORP US N 2 2027-05-01 Fixed 6.26000000 N N N N N N Woodside Finance Ltd 254900AIZKU6TGRRNZ98 980236AN3 229000.00000000 PA USD 226128.69000000 0.057199763227 Long DBT CORP AU N 2 2026-09-15 Fixed 3.70000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BU5 140000.00000000 PA USD 143906.38000000 0.036401444075 Long DBT CORP US N 2 2028-03-01 Fixed 5.75000000 N N N N N N AMERICAN ELECTRIC POWER 1B4S6S7G0TW5EE83BO58 025537AY7 675000.00000000 PA USD 686157.37000000 0.173565057581 Long DBT CORP US N 2 2029-01-15 Fixed 5.20000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H050649 310000.00000000 PA USD 304898.03000000 0.077124645813 Long ABS-MBS USGA US N 2 2055-04-20 Fixed 5.00000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397D83 485000.00000000 PA USD 487099.04000000 0.123212803100 Long DBT CORP US N 2 2027-03-05 Fixed 5.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6C66 44470.60000000 PA USD 44859.58000000 0.011347332151 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QT2T5 390200.47000000 PA USD 393427.81000000 0.099518453757 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 5.50000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066RAF2 575000.00000000 PA USD 559760.78000000 0.141592754462 Long ABS-O CORP US N 2 2027-06-18 Fixed 1.29000000 N N N N N N Navistar Financial Dealer Note Master Trust N/A 63938PBX6 50000.00000000 PA USD 50448.64000000 0.012761097511 Long ABS-O CORP US N 2 2029-04-25 Fixed 5.79000000 N N N N N N Battalion CLO LTD 549300JIE0P78OIZGS60 07133RBA2 250000.00000000 PA USD 249988.47000000 0.063235148505 Long ABS-CBDO CORP KY N 2 2031-05-17 Floating 5.87000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBV3 565000.00000000 PA USD 570559.99000000 0.144324439039 Long DBT CORP FR N 2 2028-01-19 Fixed 5.52000000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAJ3 679000.00000000 PA USD 690181.65000000 0.174583008303 Long DBT CORP US N 2 2027-05-20 Fixed 5.70000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -87.00000000 NC USD -114990.77000000 -0.02908717517 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 10 Year U.S. Treasury Notes TYM5 Comdty 2025-06-18 -9561040.48000000 USD -114990.77000000 N N N GRAY OAK PIPELINE LLC N/A 38937LAC5 205000.00000000 PA USD 202025.07000000 0.051102698069 Long DBT CORP US N 2 2025-10-15 Fixed 2.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AXVY0 45176.39000000 PA USD 46585.82000000 0.011783988461 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 6.50000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADP9 455000.00000000 PA USD 454914.99000000 0.115071774911 Long DBT CORP US N 2 2027-03-25 Fixed 4.85000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175AY0 482000.00000000 PA USD 481882.43000000 0.121893249810 Long DBT CORP US N 2 2025-07-23 Fixed 4.91000000 N N N N N N Wind River CLO Ltd 549300QKM4OHZM4I5C40 97314JAJ4 364897.77000000 PA USD 364651.57000000 0.092239438810 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 5.36000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22535WAP2 580000.00000000 PA USD 586280.43000000 0.148300959868 Long DBT CORP FR N 2 2029-01-09 Fixed 5.23000000 N N N N N N Flagstar Mortgage Trust N/A 33851YAL0 88374.65000000 PA USD 85108.84000000 0.021528473439 Long ABS-MBS CORP US N 2 2050-03-25 Floating 5.28000000 N N N N N N Firstkey Homes Trust N/A 33767JAG7 655000.00000000 PA USD 641599.55000000 0.162294056304 Long ABS-O CORP US N 2 2037-10-19 Fixed 1.97000000 N N N N N N BAT INTL FINANCE PLC 21380041YBGOQDFAC823 05530QAN0 475000.00000000 PA USD 461318.24000000 0.116691491471 Long DBT CORP GB N 2 2026-03-25 Fixed 1.67000000 N N N N N N Octane Receivables Trust N/A 67571CAC5 135000.00000000 PA USD 137755.88000000 0.034845661199 Long ABS-O CORP US N 2 2029-07-20 Fixed 6.48000000 N N N N N N COLT Funding LLC N/A 19688EAB4 203771.25000000 PA USD 171471.67000000 0.043374146483 Long ABS-MBS CORP US N 2 2066-06-25 Variable 1.17000000 N N N N N N Dryden Senior Loan Fund 54930046L20VLJKPVV31 26244MBA9 515000.00000000 PA USD 515108.40000000 0.130297834018 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 5.95000000 N N N N N N COREBRIDGE GLOB FUNDING 54930057MDZ7KOVOTV71 00138CBB3 205000.00000000 PA USD 205677.08000000 0.052026482253 Long DBT CORP US N 2 2027-08-20 Fixed 4.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385JJC3 7282.84000000 PA USD 7620.70000000 0.001927673289 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N Ally Auto Receivables Trust N/A 02008NAC1 56658.20000000 PA USD 56872.41000000 0.014386004651 Long ABS-O CORP US N 2 2034-01-17 Fixed 6.01000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAL5 80000.00000000 PA USD 78205.42000000 0.019782237747 Long DBT US N 2 2029-02-15 Fixed 4.30000000 N N N N N N CarMax Auto Owner Trust N/A 14319GAH4 125000.00000000 PA USD 126885.89000000 0.032096072660 Long ABS-O CORP US N 2 2031-01-15 Fixed 5.67000000 N N N N N N MVW Owner Trust N/A 55400DAB7 32314.96000000 PA USD 31625.90000000 0.007999842885 Long ABS-O CORP US N 2 2038-10-20 Fixed 2.44000000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AF0 200000.00000000 PA USD 203220.85000000 0.051405173323 Long DBT CORP US N 2 2031-01-25 Fixed 5.50000000 N N N N N N Ford Credit Floorplan Master Owner Trust 5493001DTG5N7T8BG747 34528QHZ0 440000.00000000 PA USD 445513.29000000 0.112693593646 Long ABS-O CORP US N 2 2028-05-15 Fixed 6.62000000 N N N N N N Enterprise Fleet Financing LLC N/A 29375QAD0 100000.00000000 PA USD 101767.29000000 0.025742266018 Long ABS-O CORP US N 2 2031-03-20 Fixed 5.06000000 N N N N N N MA'ADEN SUKUK LTD 254900QDNU6I6VA8UL14 55407NAA0 710000.00000000 PA USD 718372.32000000 0.181713901995 Long DBT CORP KY N 2 2030-02-13 Fixed 5.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202ENN5 32726.50000000 PA USD 33613.17000000 0.008502527323 Long ABS-MBS USGA US N 2 2037-06-20 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EHJ2 886973.29000000 PA USD 827732.70000000 0.209376857291 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402CVW9 23735.58000000 PA USD 24495.38000000 0.006196161735 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 6.00000000 N N N N N N Jack in the Box Funding, LLC N/A 466365AD5 390100.00000000 PA USD 374919.96000000 0.094836851269 Long ABS-O CORP US N 2 2052-02-26 Fixed 3.45000000 N N N N N N ATLASSIAN CORPORATION 549300V7ZY5P02D2MY38 049468AA9 215000.00000000 PA USD 218801.46000000 0.055346323838 Long DBT CORP US N 2 2029-05-15 Fixed 5.25000000 N N N N N N OVINTIV INC 2549003MEX7YMKLGI239 651290AR9 210000.00000000 PA USD 210285.18000000 0.053192111563 Long DBT CORP US N 2 2026-01-01 Fixed 5.38000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RGL0 205000.00000000 PA USD 202805.41000000 0.051300086836 Long DBT CORP US N 2 2028-02-15 Fixed 4.10000000 N N N N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348BS4 440000.00000000 PA USD 440641.28000000 0.111461207705 Long DBT CORP US N 2 2028-03-01 Fixed 4.55000000 N N N N N N BX Trust N/A 123910AC5 309445.62000000 PA USD 308672.01000000 0.078079282584 Long ABS-MBS CORP US N 2 2039-12-15 Floating 5.96000000 N N N N N N NXP BV/NXP FUNDING LLC 724500RKKW4NOJ9YQF60 62947QBB3 75000.00000000 PA USD 75358.87000000 0.019062196491 Long DBT CORP XX N 2 2026-03-01 Fixed 5.35000000 N N N N N N NMEF Funding LLC N/A 62919VAB7 280000.00000000 PA USD 279817.61000000 0.070780496888 Long ABS-O CORP US N 2 2032-07-15 Fixed 4.72000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAT9 253000.00000000 PA USD 253719.28000000 0.064178865327 Long DBT CORP US N 2 2026-12-30 Fixed 5.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XRDC6 822437.82000000 PA USD 807231.81000000 0.204191110830 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 5.00000000 N N N N N N TAKE-TWO INTERACTIVE SOF BOMSTHHJK882EWYX3334 874054AF6 295000.00000000 PA USD 294865.45000000 0.074586882026 Long DBT CORP US N 2 2025-04-14 Fixed 3.55000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLE7 395000.00000000 PA USD 396417.94000000 0.100274813899 Long DBT CORP US N 2 2027-01-20 Fixed 5.08000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EAQ3 112638.98000000 PA USD 102249.42000000 0.025864221891 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.50000000 N N N N N N Galton Funding Mortgage Trust 2020-H1 N/A 36418HAD4 285000.00000000 PA USD 237326.00000000 0.060032148099 Long ABS-MBS CORP US N 2 2060-01-25 Variable 2.83000000 N N N N N N General Motors N/A 361886DS0 525000.00000000 PA USD 526789.83000000 0.133252678139 Long ABS-O CORP US N 2 2029-11-15 Fixed 4.98000000 N N N N N N CROWN CASTLE TOWERS LLC N/A 22822RBH2 175000.00000000 PA USD 170860.08000000 0.043219443410 Long DBT CORP US N 2 2028-07-15 Fixed 4.24000000 N N N N N N Madison Park Funding Ltd 549300YWZ8HFDYP0MR16 55822RAA8 307967.53000000 PA USD 307817.14000000 0.077863041285 Long ABS-CBDO CORP KY N 2 2030-11-21 Floating 5.44000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EJ4B1 55813.92000000 PA USD 58195.95000000 0.014720797085 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JLY73 9430.46000000 PA USD 8864.95000000 0.002242409138 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4.00000000 N N N N N N ELEMENT FLEET MANAGEMENT 5493000PGBS1C22ELQ16 286181AM4 355000.00000000 PA USD 360858.44000000 0.091279958003 Long DBT CORP CA N 2 2027-03-13 Fixed 5.64000000 N N N N N N KOREA ELECTRIC POWER CO 988400QG33WS7JEIV602 500631AX4 1000000.00000000 PA USD 1009493.58000000 0.255353682699 Long DBT NUSS KR N 2 2026-04-06 Fixed 5.38000000 N N N N N N HPEFS Equipment Trust N/A 44328UAE6 125000.00000000 PA USD 126567.95000000 0.032015649019 Long ABS-O CORP US N 2 2031-01-21 Fixed 6.48000000 N N N N N N Rockford Tower CLO Ltd 549300IG5M07NI4QKK80 77341GAS9 933429.01000000 PA USD 933463.39000000 0.236121674297 Long ABS-CBDO CORP KY N 2 2032-08-20 Floating 5.45000000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112CA9 1085000.00000000 PA USD 1103561.62000000 0.279148406028 Long DBT CORP US N 2 2028-04-15 Fixed 5.38000000 N N N N N N Exeter Automobile Receivables Trust N/A 30167FAE2 887240.36000000 PA USD 891057.00000000 0.225394882100 Long ABS-O CORP US N 2 2027-12-15 Fixed 6.51000000 N N N N N N Marble Point CLO Ltd. 254900N4UCG37B1HFL93 56608KAW3 1034582.73000000 PA USD 1033533.16000000 0.261434548794 Long ABS-CBDO CORP KY N 2 2032-01-20 Floating 5.49000000 N N N N N N BECTON DICKINSON & CO ICE2EP6D98PQUILVRZ91 075887CQ0 805000.00000000 PA USD 808033.19000000 0.204393821712 Long DBT CORP US N 2 2028-02-13 Fixed 4.69000000 N N N N N N Kilroy Realty LP 5493008CT3N3JR7P1552 49427RAL6 180000.00000000 PA USD 179531.55000000 0.045412911346 Long DBT US N 2 2025-10-01 Fixed 4.38000000 N N N N N N World Omni Auto Receivables Trust N/A 98164GAF7 325000.00000000 PA USD 318343.12000000 0.080525611717 Long ABS-O CORP US N 2 2028-09-15 Fixed 2.55000000 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26884TAY8 280000.00000000 PA USD 283135.19000000 0.071619686247 Long DBT CORP US N 2 2029-02-15 Fixed 5.00000000 N N N N N N Finance of America HECM Buyout N/A 31737DAA4 516793.42000000 PA USD 512985.01000000 0.129760717718 Long ABS-O CORP US N 2 2034-10-01 Variable 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EU4G1 170736.05000000 PA USD 157093.07000000 0.039737047115 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XQ2C0 2245099.41000000 PA USD 2204481.27000000 0.557628519774 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.00000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661EK9 660000.00000000 PA USD 659357.34000000 0.166785929420 Long DBT CORP US N 2 2025-09-08 Fixed 4.40000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAW8 445000.00000000 PA USD 444212.60000000 0.112364581171 Long DBT CORP XX N 2 2025-05-01 Fixed 2.70000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636ABG5 390000.00000000 PA USD 396499.85000000 0.100295533219 Long DBT CORP DK N 2 2028-03-01 Fixed 5.43000000 N N N N N N The Huntington National Bank N/A 44644NAG4 517897.51000000 PA USD 520226.39000000 0.131592441156 Long ABS-O CORP US N 2 2032-10-20 Fixed 5.44000000 N N N N N N Hardee's Funding LLC and Carls' Jr Funding LLC N/A 411707AH5 1077187.50000000 PA USD 1025332.12000000 0.259360077190 Long ABS-O CORP US N 2 2050-12-20 Fixed 3.98000000 N N N N N N ELARA HGV TIMESHARE ISSUER N/A 28415AAC1 162360.30000000 PA USD 167188.29000000 0.042290655831 Long ABS-O CORP US N 2 2038-02-25 Fixed 7.30000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172CY3 490000.00000000 PA USD 491200.71000000 0.124250329797 Long DBT CORP US N 2 2026-02-13 Fixed 4.88000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404121AJ4 870000.00000000 PA USD 889835.70000000 0.225085951505 Long DBT CORP US N 2 2028-09-01 Fixed 5.63000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DP1 215000.00000000 PA USD 217569.65000000 0.055034734714 Long DBT CORP US N 2 2028-02-16 Fixed 5.10000000 N N N N N N CarMax Auto Owner Trust N/A 14319EAJ5 100000.00000000 PA USD 103285.90000000 0.026126401849 Long ABS-O CORP US N 2 2030-10-15 Fixed 6.42000000 N N N N N N Blue Owl Asset Leasing Trust N/A 095921AB8 448953.72000000 PA USD 449675.64000000 0.113746469486 Long ABS-O CORP US N 2 2029-03-15 Fixed 5.05000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAN5 130000.00000000 PA USD 132267.94000000 0.033457474372 Long DBT CORP US N 2 2028-03-30 Fixed 5.25000000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAD4 880000.00000000 PA USD 879670.50000000 0.222514641190 Long DBT CORP NO N 2 2025-04-06 Fixed 2.88000000 N N N N N N Applebees/IHOP Funding LLC N/A 03789XAE8 737550.00000000 PA USD 723681.70000000 0.183056921667 Long ABS-O CORP US N 2 2049-06-05 Fixed 4.72000000 N N N N N N ANALOG DEVICES INC GYVOE5EZ4GDAVTU4CQ61 032654AU9 230000.00000000 PA USD 210298.22000000 0.053195410061 Long DBT CORP US N 2 2028-10-01 Fixed 1.70000000 N N N N N N AXIS Equipment Finance Receivables LLC 549300K5Y88MV8B4M421 03236VAF8 415000.00000000 PA USD 414038.28000000 0.104731918727 Long ABS-O CORP US N 2 2028-12-20 Fixed 5.02000000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 02665WEV9 675000.00000000 PA USD 698317.13000000 0.176640896357 Long DBT CORP US N 2 2028-11-15 Fixed 5.65000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XBS4 940989.73000000 PA USD 862806.44000000 0.218248839097 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C4X9 128636.36000000 PA USD 125098.29000000 0.031643895200 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.50000000 N N N N N N SOLVENTUM CORP 254900I70403OSGY4M28 83444MAN1 985000.00000000 PA USD 999186.12000000 0.252746387396 Long DBT CORP US N 2 2027-02-25 Fixed 5.45000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACT2 200000.00000000 PA USD 201546.10000000 0.050981541525 Long DBT CORP US N 2 2027-01-08 Fixed 5.25000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAX6 105000.00000000 PA USD 102004.26000000 0.025802208115 Long DBT CORP XX N 2 2027-05-01 Fixed 3.15000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACD7 350000.00000000 PA USD 356538.09000000 0.090187115706 Long DBT CORP US N 2 2028-03-30 Fixed 5.60000000 N N N N N N WESTERN UNION CO/THE 28ID94QU1140NC23S047 959802AZ2 1401000.00000000 PA USD 1355034.73000000 0.342759097578 Long DBT CORP US N 2 2026-03-15 Fixed 1.35000000 N N N N N N ROGERS COMMUNICATIONS IN 5493000M6Z4XFIP6PF03 775109CG4 815000.00000000 PA USD 792917.93000000 0.200570382532 Long DBT CORP CA N 2 2027-03-15 Fixed 3.20000000 N N N N N N Northwoods Capital Ltd 549300QQDSTCZ860F679 66860CAL7 603503.85000000 PA USD 602611.01000000 0.152431816989 Long ABS-CBDO CORP KY N 2 2031-11-13 Floating 5.57000000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368D3S1 775000.00000000 PA USD 773868.05000000 0.195751672329 Long DBT CORP CA N 2 2025-06-07 Fixed 3.70000000 N N N N N N OZLM Ltd 5493002HF6D1C4B1AK86 67112AAJ0 503364.49000000 PA USD 503302.33000000 0.127311461928 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 5.44000000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17328PAQ6 224964.38000000 PA USD 193547.11000000 0.048958178926 Long ABS-MBS CORP US N 2 2050-08-25 Variable 2.50000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457CH1 1060000.00000000 PA USD 1067443.91000000 0.270012349651 Long DBT CORP US N 2 2026-03-02 Fixed 5.40000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BQ7 215000.00000000 PA USD 215343.18000000 0.054471544095 Long DBT CORP US N 2 2026-06-12 Fixed 5.81000000 N N N N N N SFS Auto Receivables Securitization Trust N/A 78435VAF9 55000.00000000 PA USD 55736.34000000 0.014098633177 Long ABS-O CORP US N 2 2032-01-20 Fixed 5.51000000 N N N N N N Ellington Financial Mortgage Trust N/A 26845DAB1 875221.03000000 PA USD 876885.09000000 0.221810065435 Long ABS-MBS CORP US N 2 2069-11-25 Variable 5.81000000 N N N N N N Madison Park Funding Ltd N/A 55820TAJ7 452742.69000000 PA USD 453456.53000000 0.114702854157 Long ABS-CBDO CORP KY N 2 2031-07-27 Floating 5.53000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KCG3 540000.00000000 PA USD 539520.93000000 0.136473038658 Long DBT CORP US N 2 2025-06-20 Fixed 4.45000000 N N N N N N Santander Consumer Auto Receivables Trust N/A 80282YAG1 450000.00000000 PA USD 442787.72000000 0.112004154554 Long ABS-O CORP US N 2 2027-01-15 Fixed 1.57000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJH4 320000.00000000 PA USD 321869.68000000 0.081417663039 Long DBT CORP US N 2 2026-10-21 Fixed 5.73000000 N N N N N N Ellington Financial Mortgage Trust N/A 31573JAC4 138517.99000000 PA USD 114894.83000000 0.029062906931 Long ABS-MBS CORP US N 2 2066-09-25 Variable 1.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CWHU9 71857.63000000 PA USD 74319.28000000 0.018799229851 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 6.50000000 N N N N N N Ellington Financial Mortgage Trust N/A 31573TAC2 28044.95000000 PA USD 26530.03000000 0.006710831051 Long ABS-MBS CORP US N 2 2059-11-25 Variable 3.05000000 N N N N N N SCF Equipment Trust Llc N/A 78437DAC4 300000.00000000 PA USD 303303.69000000 0.076721353906 Long ABS-O CORP US N 2 2033-11-21 Fixed 5.11000000 N N N N N N ARI Fleet Lease Trust N/A 04033HAB1 419181.66000000 PA USD 421905.50000000 0.106721949808 Long ABS-O CORP US N 2 2033-04-15 Fixed 5.54000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335CHF4 25467.95000000 PA USD 26633.43000000 0.006736986314 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 7.00000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457CL2 330000.00000000 PA USD 330875.56000000 0.083695720740 Long DBT CORP US N 2 2029-11-15 Fixed 4.80000000 N N N N N N Dryden Senior Loan Fund 25490017VKY7XEFZL303 26245XAL1 610000.00000000 PA USD 610001.98000000 0.154301379556 Long ABS-CBDO CORP KY N 2 2034-07-17 Floating 5.66000000 N N N N N N IQVIA INC 549300PLWY28YB00C717 46266TAF5 255000.00000000 PA USD 265526.40000000 0.067165503017 Long DBT CORP US N 2 2029-02-01 Fixed 6.25000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397G72 300000.00000000 PA USD 301340.15000000 0.076224672025 Long DBT CORP US N 2 2028-03-20 Fixed 5.92000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DV8 350000.00000000 PA USD 354404.89000000 0.089647517944 Long DBT CORP US N 2 2028-07-26 Fixed 5.04000000 N N N N N N Fannie Mae - CAS N/A 20755JAB9 439954.61000000 PA USD 438991.11000000 0.111043793474 Long ABS-MBS USGSE US N 2 2045-01-25 Floating 5.44000000 N N N N N N General Motors N/A 361886DQ4 215000.00000000 PA USD 216076.78000000 0.054657109873 Long ABS-O CORP US N 2 2029-11-15 Fixed 4.73000000 N N N N N N MVW Owner Trust N/A 55400WAA7 93475.82000000 PA USD 96395.76000000 0.024383525363 Long ABS-O CORP US N 2 2040-11-20 Fixed 6.18000000 N N N N N N Sierra Receivables Funding Co LLC N/A 82652RAC3 140970.78000000 PA USD 136861.44000000 0.034619410579 Long ABS-O CORP US N 2 2038-09-20 Fixed 1.95000000 N N N N N N SFS Auto Receivables Securitization Trust N/A 78435VAC6 160000.00000000 PA USD 160882.98000000 0.040695713415 Long ABS-O CORP US N 2 2029-05-21 Fixed 4.95000000 N N N N N N MASSMUTUAL GLOBAL FUNDIN 549300K1IE3K7YU6VG29 57629W4S6 1020000.00000000 PA USD 1035611.33000000 0.261960226593 Long DBT CORP US N 2 2027-04-09 Fixed 5.10000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200LF6 1376000.00000000 PA USD 1384784.44000000 0.350284353962 Long DBT CORP US N 2 2028-02-10 Fixed 4.65000000 N N N N N N Progress Residential Trust N/A 74333TAE9 460000.00000000 PA USD 439874.49000000 0.111267246441 Long ABS-O CORP US N 2 2038-10-17 Fixed 1.93000000 N N N N N N Ford Credit Floorplan Master Owner Trust 5493001DTG5N7T8BG747 34528QHX5 155000.00000000 PA USD 155980.81000000 0.039455698434 Long ABS-O CORP US N 2 2028-05-15 Fixed 5.31000000 N N N N N N DOLLAR GENERAL CORP OPX52SQVOZI8IVSWYU66 256677AK1 310000.00000000 PA USD 310624.98000000 0.078573290759 Long DBT CORP US N 2 2027-11-01 Fixed 4.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617MHSU1 16586.77000000 PA USD 15603.68000000 0.003946986123 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 4.00000000 N N N N N N DAIMLER TRUCK FINAN NA 5493003HSDTSCZRXBA58 233853AP5 165000.00000000 PA USD 165671.67000000 0.041907023374 Long DBT CORP US N 2 2026-01-16 Fixed 5.15000000 N N N N N N HIGHMARK INC 549300B6868ZXXEB2Y57 431116AD4 205000.00000000 PA USD 197145.15000000 0.049868311276 Long DBT CORP US N 2 2026-05-10 Fixed 1.45000000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DD6 350000.00000000 PA USD 353790.44000000 0.089492091428 Long DBT CORP US N 2 2027-08-01 Fixed 5.11000000 N N N N N N HYUNDAI CAPITAL SERVICES 549300MALMDAGL2ZJJ27 44920UAS7 200000.00000000 PA USD 199643.07000000 0.050500165786 Long DBT CORP KR N 2 2025-04-24 Fixed 2.13000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38145GAM2 625000.00000000 PA USD 627534.46000000 0.158736259998 Long DBT CORP US N 2 2026-08-10 Fixed 5.80000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCZ6 255000.00000000 PA USD 265165.75000000 0.067074275785 Long DBT CORP US N 2 2029-06-08 Fixed 6.31000000 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759BL3 195000.00000000 PA USD 195985.30000000 0.049574924597 Long DBT CORP US N 2 2030-07-15 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4T22 15675.81000000 PA USD 15633.49000000 0.003954526630 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 5.00000000 N N N N N N Harley-Davidson Financial Services Inc RLUFFFFW4GRYU77BTS24 41282JR29 1045000.00000000 PA USD 1044732.06000000 0.264267335861 Long STIV CORP US N 2 2025-04-02 Fixed 0.00000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599BY9 275000.00000000 PA USD 277760.41000000 0.070260123498 Long DBT CORP US N 2 2027-01-12 Fixed 5.35000000 N N N N N N Verus Securitization Trust 984500915DDB7T2ACA27 92539XAB0 195091.04000000 PA USD 197622.15000000 0.049988969504 Long ABS-MBS CORP US N 2 2068-09-25 Variable 6.94000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46652RAG9 540000.00000000 PA USD 533875.05000000 0.135044900552 Long ABS-MBS CORP US N 2 2033-10-15 Floating 6.45000000 N N N N N N BAT INTL FINANCE PLC 21380041YBGOQDFAC823 05530QAP5 1010000.00000000 PA USD 1005101.84000000 0.254242782140 Long DBT CORP GB N 2 2028-03-16 Fixed 4.45000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BH5 410000.00000000 PA USD 415441.50000000 0.105086866398 Long DBT CORP US N 2 2026-11-01 Fixed 5.55000000 N N N N N N Towd Point Mortgage Trust N/A 89176EAA8 20720.47000000 PA USD 20393.01000000 0.005158457971 Long ABS-MBS CORP US N 2 2058-01-25 Variable 3.00000000 N N N N N N CarMax Select Receivables Trust N/A 14319FAE3 135000.00000000 PA USD 136646.50000000 0.034565041020 Long ABS-O CORP US N 2 2030-01-15 Fixed 5.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AFC24 62275.17000000 PA USD 61391.71000000 0.015529171800 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402DGM6 65830.25000000 PA USD 68066.23000000 0.017217506720 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N Fortress Credit BSL Limited N/A 34962DAQ9 570000.00000000 PA USD 566570.30000000 0.143315237936 Long ABS-CBDO CORP KY N 2 2032-10-20 Floating 5.69000000 N N N N N N BINOM Securitization Trust N/A 05552UAC8 142711.79000000 PA USD 129570.72000000 0.032775206477 Long ABS-MBS CORP US N 2 2056-06-25 Variable 2.63000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CH0 580000.00000000 PA USD 563277.02000000 0.142482195317 Long DBT CORP US N 2 2027-03-15 Fixed 3.13000000 N N N N N N WASTE MANAGEMENT INC 549300YX8JIID70NFS41 94106LBZ1 815000.00000000 PA USD 796518.13000000 0.201481061259 Long DBT CORP US N 2 2029-01-15 Fixed 3.88000000 N N N N N N DARDEN RESTAURANTS INC CY1NFSCCB5GUXC7WZC70 237194AP0 560000.00000000 PA USD 555870.90000000 0.140608800524 Long DBT CORP US N 2 2027-10-15 Fixed 4.35000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202D4N8 134667.84000000 PA USD 134953.67000000 0.034136835846 Long ABS-MBS USGA US N 2 2034-03-20 Fixed 5.00000000 N N N N N N JP Morgan Mortgage Trust N/A 46591VBH1 59691.49000000 PA USD 53690.07000000 0.013581024555 Long ABS-MBS CORP US N 2 2050-08-25 Variable 3.50000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VBD2 295000.00000000 PA USD 301465.98000000 0.076256501008 Long DBT US N 2 2029-06-01 Fixed 5.60000000 N N N N N N HEALTH CARE SERVICE CORP 549300TMJ1FKCKECR148 42218SAD0 780000.00000000 PA USD 775567.00000000 0.196181425572 Long DBT CORP US N 2 2025-06-01 Fixed 1.50000000 N N N N N N DLLST LLC N/A 23346HAD9 40000.00000000 PA USD 40251.48000000 0.010181702841 Long ABS-O CORP US N 2 2030-04-22 Fixed 4.93000000 N N N N N N MVW Owner Trust N/A 62848PAA8 420251.67000000 PA USD 423200.16000000 0.107049436981 Long ABS-O CORP US N 2 2040-10-20 Fixed 4.93000000 N N N N N N Bayview Opportunity Master Fund VII 254900S53K9VTUR1UX42 07336QAA0 165819.18000000 PA USD 166297.83000000 0.042065411961 Long ABS-O CORP US N 2 2031-12-26 Floating 5.44000000 N N N N N N FORTITUDE GROUP HOLDINGS 2549006R9ZUL08JFIH12 34966XAA6 1010000.00000000 PA USD 1021056.99000000 0.258278673394 Long DBT CORP US N 2 2030-04-01 Fixed 6.25000000 N N N N N N JACKSON NATL LIFE GLOBAL 635400PQXLYXWJI5QD78 46849LVA6 355000.00000000 PA USD 361700.09000000 0.091492855273 Long DBT CORP US N 2 2027-07-02 Fixed 5.55000000 N N N N N N Octane Receivables Trust N/A 67571CAD3 100000.00000000 PA USD 102650.33000000 0.025965632981 Long ABS-O CORP US N 2 2029-08-20 Fixed 6.74000000 N N N N N N AMCOR FLEXIBLES NORTH AM PTVU09TE3QPJPL7K4E13 02343JAA8 450000.00000000 PA USD 449373.92000000 0.113670148730 Long DBT CORP US N 2 2025-05-17 Fixed 4.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -31.00000000 NC USD -15207.63000000 -0.00384680438 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra 10 Year U.S. Treasury Notes Futures UXYM5 Comdty 2025-06-18 -3522667.37000000 USD -15207.63000000 N N N Post Road Equipment Finance N/A 737473AB4 77300.74000000 PA USD 77687.85000000 0.019651317246 Long ABS-O CORP US N 2 2029-11-15 Fixed 5.59000000 N N N N N N BANK MANDIRI PT 549300RSKQN4Z5ZSGH94 000000000 970000.00000000 PA USD 976197.57000000 0.246931381715 Long DBT CORP ID N 2 2026-04-04 Fixed 5.50000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HBA2 400000.00000000 PA USD 406316.69000000 0.102778725085 Long DBT CORP ES N 2 2028-03-14 Fixed 5.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVE92 359545.08000000 PA USD 366401.82000000 0.092682168503 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 6.00000000 N N N N N N Bank5 N/A 06644WBL1 325000.00000000 PA USD 334907.69000000 0.084715657137 Long ABS-MBS CORP US N 2 2057-11-15 Fixed 6.14000000 N N N N N N Fortress Credit BSL Limited 254900VHYDP7XYPMH337 34964WAN2 460000.00000000 PA USD 460266.08000000 0.116425345220 Long ABS-CBDO CORP JE N 2 2033-10-18 Floating 5.69000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAZ3 320000.00000000 PA USD 324658.78000000 0.082123172188 Long DBT CORP US N 2 2029-07-01 Fixed 5.25000000 N N N N N N Angel Oak Mortgage Trust N/A 03465CAC9 63946.14000000 PA USD 54483.08000000 0.013781618227 Long ABS-MBS CORP US N 2 2066-01-25 Variable 1.12000000 N N N N N N COMM Mortgage Trust N/A 12591RBD1 222044.53000000 PA USD 216002.25000000 0.054638257341 Long ABS-MBS CORP US N 2 2047-02-10 Variable 3.92000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAP8 115000.00000000 PA USD 114731.86000000 0.029021683301 Long DBT CORP US N 2 2025-05-15 Fixed 2.90000000 N N N N N N Freddie Mac - STACR 5493000ISOMSKCX2AW62 35564KMA4 85802.64000000 PA USD 85689.62000000 0.021675383053 Long ABS-MBS USGSE US N 2 2041-11-25 Floating 5.19000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617MLYN1 48507.64000000 PA USD 45670.11000000 0.011552357547 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 4.00000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DG7 330000.00000000 PA USD 322872.41000000 0.081671305859 Long DBT CORP US N 2 2026-02-04 Fixed 2.20000000 N N N N N N Ally Bank Auto Credit-Linked Notes N/A 02007G4D2 209241.18000000 PA USD 210130.92000000 0.053153091148 Long ABS-O CORP US N 2 2032-09-15 Fixed 5.22000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAM3 610000.00000000 PA USD 595582.88000000 0.150654035621 Long DBT CORP KY N 2 2026-02-21 Fixed 2.13000000 N N N N N N Angel Oak Mortgage Trust N/A 03465DAB9 67059.15000000 PA USD 57923.58000000 0.014651900478 Long ABS-MBS CORP US N 2 2066-04-25 Variable 1.19000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAM6 275000.00000000 PA USD 279548.54000000 0.070712435023 Long DBT CORP US N 2 2027-07-15 Fixed 6.42000000 N N N N N N BX Trust N/A 12433JAC4 190000.00000000 PA USD 189286.84000000 0.047880534000 Long ABS-MBS CORP US N 2 2042-01-15 Floating 6.11000000 N N N N N N Santander Bank Auto Credit-Linked Notes N/A 80290CBF0 101629.77000000 PA USD 101882.21000000 0.025771335291 Long ABS-O CORP US N 2 2032-12-15 Fixed 6.45000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TQS7 22830.12000000 PA USD 22819.90000000 0.005772345282 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 5.00000000 N N N N N N Corp. Nacional del Cobre de Chile 549300UVMBCBCIPSUI70 000000000 200000.00000000 PA USD 195094.83000000 0.049349678198 Long DBT CORP CL N 2 2027-08-01 Fixed 3.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179MVS6 2629.73000000 PA USD 2452.77000000 0.000620433715 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 3.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAR1 875000.00000000 PA USD 894063.55000000 0.226155395718 Long DBT CORP US N 2 2026-12-01 Fixed 6.05000000 N N N N N N COREBRIDGE GLOB FUNDING 54930057MDZ7KOVOTV71 00138CAX6 185000.00000000 PA USD 187965.25000000 0.047546234823 Long DBT CORP US N 2 2029-01-12 Fixed 5.20000000 N N N N N N NATIONAL RURAL UTIL COOP 4NYF266XZC35SCTGX023 63743HFT4 241000.00000000 PA USD 239615.09000000 0.060611178589 Long DBT CORP US N 2 2027-09-16 Fixed 4.12000000 N N N N N N Octane Receivables Trust N/A 67571GAD4 140000.00000000 PA USD 141132.25000000 0.035699721622 Long ABS-O CORP US N 2 2031-10-20 Fixed 5.51000000 N N N N N N MFRA Trust N/A 552747AA5 50189.35000000 PA USD 48105.00000000 0.012168268476 Long ABS-MBS CORP US N 2 2056-01-25 Variable 0.85000000 N N N N N N EQUITABLE FINANCIAL LIFE 635400B4JJBON4TCHF02 29449WAL1 305000.00000000 PA USD 291702.65000000 0.073786844618 Long DBT CORP US N 2 2026-11-12 Fixed 1.70000000 N N N N N N Sequoia Mortgage Trust 549300FECQ7XLTBL1027 81746WAU2 1539.18000000 PA USD 1517.26000000 0.000383794346 Long ABS-MBS CORP US N 2 2048-08-25 Variable 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418E2F6 4905903.02000000 PA USD 5059648.48000000 1.279849518740 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.50000000 N N N N N N Ally Bank Auto Credit-Linked Notes N/A 02007GZ55 174442.33000000 PA USD 176646.15000000 0.044683042894 Long ABS-O CORP US N 2 2032-05-17 Fixed 5.83000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617MRJ39 16518.35000000 PA USD 15541.81000000 0.003931335966 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 4.00000000 N N N N N N Ellington Financial Mortgage Trust 254900QTMZ2ZHRYMFA85 26844LAA6 462345.91000000 PA USD 458070.09000000 0.115869864587 Long ABS-MBS CORP US N 2 2069-10-25 Variable 5.04000000 N N N N N N Enterprise Fleet Financing LLC N/A 29375QAC2 150000.00000000 PA USD 151943.06000000 0.038434340445 Long ABS-O CORP US N 2 2028-08-21 Fixed 4.98000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VV31 128939.83000000 PA USD 121715.96000000 0.030788327182 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 4.00000000 N N N N N N Credit Suisse Mortgage Trust N/A 126438AJ9 445000.00000000 PA USD 433970.19000000 0.109773740411 Long ABS-MBS CORP US N 2 2037-08-15 Variable 3.72000000 N N N N N N Towd Point Mortgage Trust N/A 89180YAA8 700425.73000000 PA USD 663671.17000000 0.167877122468 Long ABS-MBS CORP US N 2 2062-09-25 Fixed 3.75000000 N N N N N N Driven Brands Funding, LLC N/A 26208LAD0 357729.10000000 PA USD 355810.96000000 0.090003186529 Long ABS-O CORP US N 2 2049-04-20 Fixed 4.64000000 N N N N N N Navistar Financial Dealer Note Master Trust 549300S28N49H5RT4J50 63938PBU2 360000.00000000 PA USD 361500.88000000 0.091442464653 Long ABS-O CORP US N 2 2028-08-25 Fixed 6.18000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RFX7 165000.00000000 PA USD 165525.34000000 0.041870008870 Long ABS-O CORP US N 2 2027-04-20 Fixed 6.24000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140AX8 188000.00000000 PA USD 182240.92000000 0.046098252611 Long DBT CORP US N 2 2027-05-11 Fixed 3.15000000 N N N N N N FirstEnergy Corp 549300SVYJS666PQJH88 337932AH0 400000.00000000 PA USD 393309.84000000 0.099488612979 Long DBT CORP US N 2 2027-07-15 Fixed 3.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BQ27 28241.35000000 PA USD 28765.19000000 0.007276219825 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BP7 95000.00000000 PA USD 94260.49000000 0.023843403991 Long DBT CORP US N 2 2027-02-15 Fixed 4.19000000 N N N N N N COLT Funding LLC 213800U2X2TO1PQH1O75 19688XAB2 577514.18000000 PA USD 575670.81000000 0.145617232510 Long ABS-MBS CORP US N 2 2069-11-25 Variable 5.64000000 N N N N N N NATIONAL RURAL UTIL COOP 4NYF266XZC35SCTGX023 63743HFG2 421000.00000000 PA USD 426283.65000000 0.107829412746 Long DBT CORP US N 2 2028-03-15 Fixed 4.80000000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244AR0 155000.00000000 PA USD 152558.80000000 0.038590093270 Long DBT CORP US N 2 2028-11-15 Fixed 4.00000000 N N N N N N Dollar General Corp OPX52SQVOZI8IVSWYU66 256677AE5 188000.00000000 PA USD 185486.33000000 0.046919186406 Long DBT CORP US N 2 2027-04-15 Fixed 3.88000000 N N N N N N Santander Bank Auto Credit-Linked Notes N/A 80290CCA0 151938.37000000 PA USD 153819.44000000 0.038908975007 Long ABS-O CORP US N 2 2033-12-15 Fixed 5.64000000 N N N N N N SMB Private Education Loan Trust N/A 78449YAA8 364042.42000000 PA USD 338627.71000000 0.085656644604 Long ABS-O CORP US N 2 2051-07-17 Fixed 1.31000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BM3 565000.00000000 PA USD 565000.00000000 0.142918027002 Long DBT CORP US N 2 2025-04-01 Fixed 4.50000000 N N N N N N Navient Student Loan Trust N/A 63935BAA1 32292.49000000 PA USD 30342.45000000 0.007675191306 Long ABS-O CORP US N 2 2069-01-15 Fixed 1.31000000 N N N N N N Appalachian Power Co 3SCHO1ABYYIG382BEI70 037735CW5 854000.00000000 PA USD 832004.87000000 0.210457512348 Long DBT CORP US N 2 2027-06-01 Fixed 3.30000000 N N N N N N Alinea CLO LTD N/A 016269AG7 250000.00000000 PA USD 249729.94000000 0.063169752758 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 5.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0A77 513886.47000000 PA USD 517732.69000000 0.130961654105 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.50000000 N N N N N N Santander Bank Auto Credit-Linked Notes N/A 80290CCK8 240921.81000000 PA USD 243448.28000000 0.061580792663 Long ABS-O CORP US N 2 2032-06-15 Fixed 5.82000000 N N N N N N TENGIZCHEVROIL FIN CO IN 5493001VEV2XTJIBZH31 000000000 800000.00000000 PA USD 781984.00000000 0.197804620225 Long DBT CORP BM N 2 2026-08-15 Fixed 4.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKM0 580000.00000000 PA USD 579970.82000000 0.146704929758 Long DBT CORP US N 2 2026-04-02 Fixed 3.38000000 N N N N N N NASDAQ INC 549300L8X1Q78ERXFD06 63111XAG6 76000.00000000 PA USD 76179.10000000 0.019269675523 Long DBT CORP US N 2 2025-06-28 Fixed 5.65000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668BU5 395000.00000000 PA USD 396662.16000000 0.100336589900 Long DBT CORP US N 2 2025-09-12 Fixed 5.80000000 N N N N N N Alinea CLO LTD N/A 016269AE2 250000.00000000 PA USD 249676.21000000 0.063156161633 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 5.20000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PF2 375000.00000000 PA USD 379879.88000000 0.096091474243 Long DBT CORP US N 2 2030-02-13 Fixed 5.17000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3X7 430000.00000000 PA USD 435837.08000000 0.110245974456 Long DBT CORP US N 2 2027-07-09 Fixed 5.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XPHC6 556382.98000000 PA USD 560984.66000000 0.141902337674 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 5.50000000 N N N N N N SOUTHERN CALIF GAS CO XY0N0J73VHV5F4CUJV89 842434CW0 410000.00000000 PA USD 398098.65000000 0.100699953292 Long DBT CORP US N 2 2027-04-15 Fixed 2.95000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EH4 320000.00000000 PA USD 321068.48000000 0.081214997689 Long DBT CORP US N 2 2027-08-01 Fixed 5.00000000 N N N N N N Marble Point CLO XII Ltd. 6354001RDKFQVFWCL963 56606LAA1 167954.75000000 PA USD 167954.75000000 0.042484533620 Long ABS-CBDO CORP KY N 2 2031-07-16 Floating 5.58000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QTBD0 1795161.89000000 PA USD 1763182.70000000 0.446001049078 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 5.00000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 80413TBJ7 560000.00000000 PA USD 566658.40000000 0.143337523030 Long DBT NUSS SA N 2 2028-01-13 Fixed 5.13000000 N N N N N N DTE ENERGY CO 549300IX8SD6XXD71I78 233331BN6 410000.00000000 PA USD 415194.47000000 0.105024379601 Long DBT CORP US N 2 2030-04-01 Fixed 5.20000000 N N N N N N SBA TOWER TRUST N/A 78403DAP5 290000.00000000 PA USD 282847.90000000 0.071547015592 Long DBT US N 2 2026-01-15 Fixed 1.88000000 N N N N N N Angel Oak Mortgage Trust N/A 03465LAC9 34731.39000000 PA USD 33070.98000000 0.008365379137 Long ABS-MBS CORP US N 2 2065-04-25 Variable 2.87000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2N2 400000.00000000 PA USD 399164.97000000 0.100969681346 Long DBT CORP US N 2 2026-04-30 Fixed 2.19000000 N N N N N N VF CORP CWAJJ9DJ5Z7P057HV541 918204BB3 455000.00000000 PA USD 430560.31000000 0.108911203559 Long DBT CORP US N 2 2027-04-23 Fixed 2.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128LXDC1 5070.15000000 PA USD 5271.72000000 0.001333493489 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QCNB8 59201.98000000 PA USD 56671.63000000 0.014335216896 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 3.00000000 N N N N N N TX Trust 24-HOU N/A 90216DAC6 535000.00000000 PA USD 533993.56000000 0.135074877924 Long ABS-MBS CORP US N 2 2039-06-15 Floating 6.41000000 N N N N N N Nelnet Student Loan Trust N/A 64034YAB7 143187.80000000 PA USD 134433.44000000 0.034005242492 Long ABS-O CORP US N 2 2062-04-20 Fixed 1.63000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCU7 460000.00000000 PA USD 460123.07000000 0.116389170518 Long DBT CORP US N 2 2026-07-24 Fixed 4.99000000 N N N N N N Morgan Stanley Residential Mortgage Loan Trust N/A 61772LAQ4 113893.96000000 PA USD 102426.85000000 0.025909103210 Long ABS-MBS CORP US N 2 2051-05-25 Variable 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297EJ72 798.55000000 PA USD 831.87000000 0.000210423396 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6.00000000 N N N N N N Onslow Bay Financial LLC N/A 67448TBE4 87347.98000000 PA USD 86897.92000000 0.021981025269 Long ABS-MBS CORP US N 2 2060-02-25 Floating 5.18000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46652RAJ3 440000.00000000 PA USD 435366.01000000 0.110126816235 Long ABS-MBS CORP US N 2 2033-10-15 Floating 6.85000000 N N N N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748AZ5 105000.00000000 PA USD 104356.47000000 0.026397204951 Long DBT CORP US N 2 2026-03-14 Fixed 3.75000000 N N N N N N ENLINK MIDSTREAM PARTNER 2T3D6M0JSY48PSZI1Q41 29336UAF4 944000.00000000 PA USD 945039.82000000 0.239049958430 Long DBT CORP US N 2 2026-07-15 Fixed 4.85000000 N N N N N N S&P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VBH6 1120000.00000000 PA USD 1084537.84000000 0.274336297880 Long DBT CORP US N 2 2027-03-01 Fixed 2.45000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EM7 565000.00000000 PA USD 569561.23000000 0.144071800440 Long DBT CORP GB N 2 2028-11-19 Fixed 5.13000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -47.00000000 NC USD -25129.26000000 -0.00635650311 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 5 Year U.S. Treasury Notes FVM5 Comdty 2025-06-30 -5058214.49000000 USD -25129.26000000 N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RGN8 120000.00000000 PA USD 120584.42000000 0.030502101581 Long ABS-O CORP US N 2 2027-10-20 Fixed 6.18000000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KBK1 80000.00000000 PA USD 81007.60000000 0.020491055511 Long DBT CORP US N 2 2027-05-31 Fixed 6.12000000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AB9 200000.00000000 PA USD 207156.12000000 0.052400608764 Long DBT CORP US N 2 2030-01-25 Fixed 5.90000000 N N N N N N PUBLIC SERVICE ENTERPRIS PUSS41EMO3E6XXNV3U28 744573BA3 690000.00000000 PA USD 693262.30000000 0.175362265683 Long DBT CORP US N 2 2030-03-15 Fixed 4.90000000 N N N N N N Ellington Financial Mortgage Trust 254900QTMZ2ZHRYMFA85 26844LAB4 262807.12000000 PA USD 260027.17000000 0.065774460360 Long ABS-MBS CORP US N 2 2069-10-25 Variable 5.29000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477CD3 685000.00000000 PA USD 692736.10000000 0.175229162204 Long DBT CORP US N 2 2026-08-03 Fixed 5.27000000 N N N N N N Dell Equipment Finance Trust N/A 24704EAG3 100000.00000000 PA USD 100356.02000000 0.025385282081 Long ABS-O CORP US N 2 2030-08-22 Fixed 4.82000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJF8 590000.00000000 PA USD 590081.40000000 0.149262423821 Long DBT CORP US N 2 2028-07-22 Fixed 4.55000000 N N N N N N JACKSON NATL LIFE GLOBAL 635400PQXLYXWJI5QD78 46849LVC2 435000.00000000 PA USD 436892.12000000 0.110512849209 Long DBT CORP US N 2 2027-01-13 Fixed 4.90000000 N N N N N N MARVELL TECHNOLOGY INC N/A 573874AC8 255000.00000000 PA USD 247447.25000000 0.062592341163 Long DBT CORP US N 2 2026-04-15 Fixed 1.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31283H6N0 14921.39000000 PA USD 15490.08000000 0.003918250746 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 6.00000000 N N N N N N Deephaven Residential Mortgage Trust N/A 24381WAC2 89694.60000000 PA USD 79031.56000000 0.019991211727 Long ABS-MBS CORP US N 2 2066-04-25 Variable 1.26000000 N N N N N N Freddie Mac - STACR 529900WZAMS87JCAOC53 35564NFY4 159750.00000000 PA USD 159370.19000000 0.040313049766 Long ABS-MBS USGSE US N 2 2045-01-25 Floating 5.29000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SNV5 458.31000000 PA USD 424.21000000 0.000107304878 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EJ76 579759.13000000 PA USD 569886.00000000 0.144153951745 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.00000000 N N N N N N Benchmark 2024-V8 Mortgage Trust N/A 08190AAA8 213098.41000000 PA USD 216241.70000000 0.054698826760 Long ABS-MBS CORP US N 2 2057-07-15 Fixed 5.51000000 N N N N N N MED Trust N/A 55287BAA1 440000.00000000 PA USD 434498.59000000 0.109907400386 Long ABS-MBS CORP US N 2 2041-05-15 Floating 5.91000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2RW4 68247.97000000 PA USD 63516.14000000 0.016066551171 Long ABS-MBS USGA US N 2 2044-08-20 Fixed 3.50000000 N N N N N N Ally Bank Auto Credit-Linked Notes N/A 02007G4B6 209241.18000000 PA USD 210559.71000000 0.053261554547 Long ABS-O CORP US N 2 2032-09-15 Fixed 4.97000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VBA8 285000.00000000 PA USD 286068.50000000 0.072361673641 Long DBT US N 2 2028-01-11 Fixed 5.00000000 N N N N N N Neuberger Berman CLO Ltd 5493007YBEOXQIHH3C54 64132DAJ7 225905.67000000 PA USD 225818.48000000 0.057121294906 Long ABS-CBDO CORP KY N 2 2032-01-20 Floating 5.54000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GAZ1 400000.00000000 PA USD 403736.31000000 0.102126012131 Long DBT CORP NL N 2 2025-10-14 Fixed 7.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C4G6 24389.21000000 PA USD 23728.47000000 0.006002170117 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TUE3 16764.70000000 PA USD 17178.51000000 0.004345342931 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 5.50000000 N N N N N N Sequoia Mortgage Trust N/A 81747EAC1 34681.98000000 PA USD 32453.61000000 0.008209214000 Long ABS-MBS CORP US N 2 2048-06-25 Variable 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5ZM8 24529.99000000 PA USD 23481.50000000 0.005939698497 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 3.00000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3S8 550000.00000000 PA USD 555564.03000000 0.140531177064 Long DBT CORP US N 2 2026-02-23 Fixed 5.68000000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCE3 815000.00000000 PA USD 792623.83000000 0.200495989272 Long DBT CORP US N 2 2026-01-15 Fixed 1.38000000 N N N N N N Brambles USA Inc 549300ELM3HO6HFZSW59 10510KAC1 395000.00000000 PA USD 393804.59000000 0.099613761110 Long DBT CORP US N 2 2025-10-23 Fixed 4.13000000 N N N N N N EQUATE PETROCHEMICAL CO 635400J73BDO4TTGXD45 000000000 960000.00000000 PA USD 960480.00000000 0.242955586859 Long DBT CORP KW N 2 2025-05-18 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNLC5 502462.63000000 PA USD 422490.02000000 0.106869805463 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Arrow Electronics Inc 549300YNNLBXT8N8R512 04273LR15 1145000.00000000 PA USD 1144847.72000000 0.289591818337 Long STIV CORP US N 2 2025-04-01 None 0.00000000 N N N N N N Freddie Mac - STACR 5493000ISOMSKCX2AW62 35564KMH9 375000.00000000 PA USD 376629.79000000 0.095269356632 Long ABS-MBS USGSE US N 2 2041-11-25 Floating 6.14000000 N N N N N N BX Trust N/A 12433BAC1 398330.14000000 PA USD 397458.79000000 0.100538099259 Long ABS-MBS CORP US N 2 2041-05-15 Floating 6.16000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAS5 225000.00000000 PA USD 228243.48000000 0.057734704137 Long DBT CORP US N 2 2028-04-15 Fixed 4.88000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EJ0 230000.00000000 PA USD 229846.41000000 0.058140168904 Long DBT CORP US N 2 2029-08-01 Fixed 5.20000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TMJ1 605000.00000000 PA USD 606928.92000000 0.153524042083 Long DBT CORP US N 2 2026-08-07 Fixed 4.55000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254DB3 390000.00000000 PA USD 396705.08000000 0.100347446611 Long DBT CORP GB N 2 2028-05-14 Fixed 5.69000000 N N N N N N GS Mortgage-Backed Securities Trust N/A 36250BAE6 2271.22000000 PA USD 2248.69000000 0.000568811217 Long ABS-MBS CORP US N 2 2044-07-25 Variable 6.22000000 N N N N N N Morgan Stanley Capital I Trust N/A 61764BAA1 610000.00000000 PA USD 547399.85000000 0.138466029280 Long ABS-MBS CORP US N 2 2032-09-09 Fixed 3.91000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BQ4 75000.00000000 PA USD 70642.92000000 0.017869286279 Long DBT CORP US N 2 2027-02-03 Fixed 1.35000000 N N N N N N Fortress Credit BSL Limited N/A 34956NAQ5 585000.00000000 PA USD 586160.55000000 0.148270635951 Long ABS-CBDO CORP KY N 2 2032-07-23 Floating 5.94000000 N N N N N N Octane Receivables Trust N/A 67571BAB9 225000.00000000 PA USD 227054.30000000 0.057433898368 Long ABS-O CORP US N 2 2029-07-20 Fixed 5.96000000 N N N N N N LSTAR Commercial Mortgage Trust N/A 54910TAL6 340000.00000000 PA USD 322416.02000000 0.081555860977 Long ABS-MBS CORP US N 2 2050-03-10 Fixed 4.02000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416CA63 6861.50000000 PA USD 7113.69000000 0.001799423963 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 6.50000000 N N N N N N ADVANCED MICRO DEVICES R2I72C950HOYXII45366 007903BJ5 950000.00000000 PA USD 955276.51000000 0.241639352302 Long DBT CORP US N 2 2028-03-24 Fixed 4.32000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46591JAJ5 250000.00000000 PA USD 216250.10000000 0.054700951559 Long ABS-MBS CORP US N 2 2029-09-15 Floating 6.53000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBY5 685000.00000000 PA USD 654466.95000000 0.165548894216 Long DBT CORP US N 2 2027-01-15 Fixed 1.88000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477CB7 385000.00000000 PA USD 385293.82000000 0.097460942603 Long DBT CORP US N 2 2026-05-18 Fixed 5.10000000 N N N N N N SBA TOWER TRUST N/A 78403DAT7 575000.00000000 PA USD 546042.20000000 0.138122608644 Long DBT US N 2 2026-11-15 Fixed 1.63000000 N N N N N N STATE BANK INDIA/LONDON 5493001JZ37UBBZF6L49 000000000 1050000.00000000 PA USD 1013250.06000000 0.256303892806 Long DBT CORP IN N 2 2026-07-13 Fixed 1.80000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CB7 785000.00000000 PA USD 778046.42000000 0.196808600465 Long DBT CORP US N 2 2027-09-24 Fixed 4.25000000 N N N N N N O'REILLY AUTOMOTIVE INC 549300K2RLMQL149Q332 67103HAM9 1133000.00000000 PA USD 1153769.83000000 0.291848686227 Long DBT CORP US N 2 2026-11-20 Fixed 5.75000000 N N N N N N GM Financial Securitized Term Auto Receivables Tr N/A 38013JAF0 155000.00000000 PA USD 156535.43000000 0.039595990817 Long ABS-O CORP US N 2 2028-09-18 Fixed 5.03000000 N N N N N N COLT Funding LLC 213800M5KYYIOHI7KW93 12673UAA2 428992.18000000 PA USD 430459.59000000 0.108885726207 Long ABS-MBS CORP US N 2 2070-02-25 Variable 5.60000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172CU1 295000.00000000 PA USD 295943.96000000 0.074859693569 Long DBT CORP US N 2 2025-11-17 Fixed 5.00000000 N N N N N N GATX Corp 549300IHYHCQP2PIR591 361448AZ6 164000.00000000 PA USD 161457.78000000 0.040841110374 Long DBT CORP US N 2 2027-03-30 Fixed 3.85000000 N N N N N N Ford Credit Floorplan Master Owner Trust 5493001DTG5N7T8BG747 34528QHY3 245000.00000000 PA USD 247471.17000000 0.062598391781 Long ABS-O CORP US N 2 2028-05-15 Fixed 5.75000000 N N N N N N Wheels Fleet Lease Funding LLC 549300BSFY0E0XXREF43 96328GBG1 557068.76000000 PA USD 564956.97000000 0.142907142466 Long ABS-O CORP US N 2 2038-08-18 Fixed 6.46000000 N N N N N N Onslow Bay Financial LLC N/A 67113KAL2 29293.49000000 PA USD 28941.58000000 0.007320838074 Long ABS-MBS CORP US N 2 2059-06-25 Floating 5.63000000 N N N N N N MATTEL INC 549300VELLG24KHTJ564 577081BE1 673000.00000000 PA USD 662461.09000000 0.167571029997 Long DBT CORP US N 2 2026-04-01 Fixed 3.38000000 N N N N N N HYT Commercial Mortgage Trust 2024-RGCY N/A 449173AA1 345000.00000000 PA USD 344892.02000000 0.087241215977 Long ABS-MBS CORP US N 2 2041-09-15 Floating 6.16000000 N N N N N N The Huntington National Bank N/A 446438SX2 650000.00000000 PA USD 648799.97000000 0.164115418817 Long ABS-O CORP US N 2 2033-03-21 Fixed 4.96000000 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913YBF6 180000.00000000 PA USD 181571.59000000 0.045928944075 Long DBT CORP US N 2 2030-02-15 Fixed 5.15000000 N N N N N N Vista Point Securitization Trust N/A 92838TAC5 30906.28000000 PA USD 29918.97000000 0.007568071083 Long ABS-MBS CORP US N 2 2065-04-25 Variable 2.50000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599BU7 1020000.00000000 PA USD 1031422.59000000 0.260900675342 Long DBT CORP US N 2 2026-05-24 Fixed 5.75000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AH1 215000.00000000 PA USD 205985.24000000 0.052104432022 Long DBT CORP CH N 2 2027-08-10 Fixed 1.49000000 N N N N N N LYB INT FINANCE III 984500A51LA0B8EB4053 50249AAF0 373000.00000000 PA USD 366494.78000000 0.092705682945 Long DBT CORP US N 2 2025-10-01 Fixed 1.25000000 N N N N N N COLUMBIA PIPELINE HOLDCO N/A 19828AAA5 90000.00000000 PA USD 91300.04000000 0.023094551472 Long DBT CORP US N 2 2026-08-15 Fixed 6.06000000 N N N N N N SMB Private Education Loan Trust 549300INMCHM7L5O6M41 78449LAB4 48791.24000000 PA USD 48126.00000000 0.012173580473 Long ABS-O CORP US N 2 2037-01-15 Fixed 3.60000000 N N N N N N NUTRIEN LTD 5493002QQ7GD21OWF963 67077MBA5 240000.00000000 PA USD 242172.61000000 0.061258109053 Long DBT CORP CA N 2 2028-03-27 Fixed 4.90000000 N N N N N N UMBS, TBA N/A 01F050445 445000.00000000 PA USD 447201.77000000 0.113120698478 Long ABS-MBS USGSE US N 2 2040-04-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617MLYC5 9774.23000000 PA USD 9196.40000000 0.002326250165 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 4.00000000 N N N N N N Sequoia Mortgage Trust N/A 81747EAW7 15035.54000000 PA USD 14069.54000000 0.003558921942 Long ABS-MBS CORP US N 2 2048-06-25 Variable 4.00000000 N N N N N N OMNICOM GP/OMNICOM CAP N/A 68217FAA0 185000.00000000 PA USD 183176.25000000 0.046334846449 Long DBT CORP US N 2 2026-04-15 Fixed 3.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A4LW6 95410.26000000 PA USD 96246.59000000 0.024345792475 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C2A1 16923.14000000 PA USD 16437.24000000 0.004157837009 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.50000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAX7 265000.00000000 PA USD 268246.44000000 0.067853543283 Long DBT CORP US N 2 2027-04-18 Fixed 5.20000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TMS1 600000.00000000 PA USD 600215.05000000 0.151825753492 Long DBT CORP US N 2 2027-10-08 Fixed 4.35000000 N N N N N N AXIS Equipment Finance Receivables LLC 254900O8ABFLU3FOSN14 03237CAD4 125000.00000000 PA USD 127049.24000000 0.032137392412 Long ABS-O CORP US N 2 2031-01-21 Fixed 5.55000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668CL4 680000.00000000 PA USD 679736.43000000 0.171940866296 Long DBT CORP US N 2 2027-08-15 Fixed 4.85000000 N N N N N N Ford Credit Auto Owner Trust N/A 344928AF3 905000.00000000 PA USD 912732.68000000 0.230877794347 Long ABS-O CORP US N 2 2029-01-15 Fixed 5.07000000 N N N N N N Verus Securitization Trust N/A 92537QAE1 87632.33000000 PA USD 76952.86000000 0.019465399864 Long ABS-MBS CORP US N 2 2066-01-25 Variable 1.05000000 N N N N N N Zoetis Inc 549300HD9Q1LOC9KLJ48 98978VAL7 612000.00000000 PA USD 591853.43000000 0.149710662814 Long DBT CORP US N 2 2027-09-12 Fixed 3.00000000 N N N N N N CADENCE DESIGN SYS INC GCT7RXJOGLXPV0NXZY22 127387AM0 50000.00000000 PA USD 49855.77000000 0.012611129704 Long DBT CORP US N 2 2027-09-10 Fixed 4.20000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAZ1 405000.00000000 PA USD 401413.88000000 0.101538548214 Long DBT CORP XX N 2 2026-06-18 Fixed 3.88000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCZ7 865000.00000000 PA USD 864330.39000000 0.218634325694 Long DBT CORP US N 2 2026-04-26 Fixed 4.08000000 N N N N N N QNB FINANCE LTD 549300MY0DXTHQEX5O57 000000000 820000.00000000 PA USD 797450.00000000 0.201716779881 Long DBT CORP KY N 2 2026-01-26 Fixed 1.38000000 N N N N N N Marble Point CLO Ltd. 549300CO8XB55W8SS394 56606YAW5 683687.88000000 PA USD 683026.06000000 0.172772985639 Long ABS-CBDO CORP KY N 2 2032-07-23 Floating 5.33000000 N N N N N N Imperial Fund LLC N/A 452761AC3 199468.73000000 PA USD 167814.88000000 0.042449153188 Long ABS-MBS CORP US N 2 2056-09-25 Variable 1.52000000 N N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 758750AL7 1164000.00000000 PA USD 1172812.05000000 0.296665458815 Long DBT CORP US N 2 2026-02-15 Fixed 6.05000000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776743AM8 115000.00000000 PA USD 113231.06000000 0.028642052549 Long DBT CORP US N 2 2025-09-15 Fixed 1.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEX9 525000.00000000 PA USD 529094.01000000 0.133835525678 Long DBT CORP US N 2 2026-10-16 Fixed 6.14000000 N N N N N N GATX CORP 549300IHYHCQP2PIR591 361448BP7 390000.00000000 PA USD 394954.49000000 0.099904630914 Long DBT CORP US N 2 2027-03-15 Fixed 5.40000000 N N N N N N BRE Grand Islander Timeshare Issuer N/A 05588UAA0 148828.35000000 PA USD 146456.76000000 0.037046568460 Long ABS-O CORP US N 2 2033-09-26 Fixed 3.28000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBT1 1250000.00000000 PA USD 1250000.00000000 0.316190325227 Long DBT CORP US N 2 2025-04-01 Fixed 2.50000000 N N N N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348BR6 230000.00000000 PA USD 229573.72000000 0.058071191352 Long DBT CORP US N 2 2025-08-08 Fixed 4.25000000 N N N N N N Bank5 N/A 06644XBG0 185000.00000000 PA USD 192651.54000000 0.048731642470 Long ABS-MBS CORP US N 2 2057-12-15 Variable 5.90000000 N N N N N N Octagon Investment Partners XXI Ltd 549300XIS9D4AHDX5A35 67590QCA3 570000.00000000 PA USD 569803.92000000 0.144133189424 Long ABS-CBDO CORP KY N 2 2031-02-14 Floating 5.45000000 N N N N N N GATX Corp 549300IHYHCQP2PIR591 361448AY9 360000.00000000 PA USD 352945.47000000 0.089278354357 Long DBT CORP US N 2 2026-09-15 Fixed 3.25000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADL8 465000.00000000 PA USD 466075.62000000 0.117894881494 Long DBT CORP US N 2 2028-01-07 Fixed 5.00000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAZ6 460000.00000000 PA USD 465877.17000000 0.117844683118 Long DBT CORP GB N 2 2028-01-05 Fixed 5.46000000 N N N N N N PEACEHEALTH OBLIGATED GR N/A 70462GAB4 105000.00000000 PA USD 102799.56000000 0.026003381047 Long DBT CORP US N 2 2025-11-15 Fixed 1.38000000 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BQ1 270000.00000000 PA USD 272152.93000000 0.068841698758 Long DBT CORP US N 2 2026-08-01 Fixed 5.40000000 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2R5 535000.00000000 PA USD 545093.52000000 0.137882637894 Long DBT CORP US N 2 2030-01-13 Fixed 5.40000000 N N N N N N Onslow Bay Financial LLC N/A 67113ABB5 33354.09000000 PA USD 33321.77000000 0.008428817034 Long ABS-MBS CORP US N 2 2059-10-25 Floating 5.33000000 N N N N N N OZLM Funding Ltd N/A 67108BBU8 295963.30000000 PA USD 295939.38000000 0.074858535047 Long ABS-CBDO CORP KY N 2 2031-07-30 Floating 5.49000000 N N N N N N OWENS CORNING JO5M6676RDJIZ2U8X907 690742AN1 340000.00000000 PA USD 346590.94000000 0.087670961631 Long DBT CORP US N 2 2027-06-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TG33 407071.20000000 PA USD 364794.21000000 0.092275519920 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617N3ME3 29757.91000000 PA USD 27934.35000000 0.007066056969 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 4.00000000 N N N N N N Battalion CLO LTD 549300CJP8HGT746II19 07131AAM6 1560000.00000000 PA USD 1554851.34000000 0.393303160699 Long ABS-CBDO CORP KY N 2 2033-01-17 Floating 5.28000000 N N N N N N Navistar Financial Dealer Note Master Trust N/A 63938PBY4 75000.00000000 PA USD 75638.21000000 0.019132856175 Long ABS-O CORP US N 2 2029-04-25 Fixed 6.13000000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NBM2 200000.00000000 PA USD 203378.95000000 0.051445165075 Long DBT CORP US N 2 2029-03-15 Fixed 5.15000000 N N N N N N Onslow Bay Financial LLC N/A 67113CAE6 34492.75000000 PA USD 31043.03000000 0.007852404601 Long ABS-MBS CORP US N 2 2049-12-25 Variable 3.50000000 N N N N N N PEAC Solutions Receivables LLC N/A 69392HAC7 240000.00000000 PA USD 241486.58000000 0.061084576214 Long ABS-O CORP US N 2 2032-07-20 Fixed 5.04000000 N N N N N N MOHAWK INDUSTRIES INC 549300JI1115MG3Q6322 608190AM6 248000.00000000 PA USD 256981.37000000 0.065004018366 Long DBT CORP US N 2 2028-09-18 Fixed 5.85000000 N N N N N N GMRF Mortgage Acquisition Co., LLC N/A 36418WAQ2 9865.90000000 PA USD 9364.53000000 0.002368779029 Long ABS-MBS CORP US N 2 2059-02-25 Variable 4.00000000 N N N N N N Home Partners of America Trust N/A 43730NAA4 417781.56000000 PA USD 412832.60000000 0.104426939246 Long ABS-O CORP US N 2 2039-04-17 Fixed 3.93000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KJY1 1139.70000000 PA USD 1188.36000000 0.000300598347 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 6.00000000 N N N N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748BY7 720000.00000000 PA USD 723395.96000000 0.182984643088 Long DBT CORP US N 2 2027-11-08 Fixed 4.55000000 N N N N N N Woodward Capital Management N/A 749421AA1 629408.12000000 PA USD 629273.87000000 0.159176247689 Long ABS-MBS CORP US N 2 2044-11-25 Variable 5.49000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CJ6 1220000.00000000 PA USD 1218265.40000000 0.308162986431 Long DBT CORP GB N 2 2026-04-18 Fixed 1.65000000 N N N N N N Madison Park Funding Ltd N/A 55819JAN3 1025000.00000000 PA USD 1025011.28000000 0.259278919987 Long ABS-CBDO CORP KY N 2 2032-10-15 Floating 5.59000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166BAF9 890000.00000000 PA USD 897767.65000000 0.227092356185 Long ABS-O CORP US N 2 2028-12-15 Fixed 5.98000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RBJ5 515000.00000000 PA USD 514586.43000000 0.130165800527 Long DBT CORP US N 2 2026-07-24 Fixed 4.41000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KHDK9 76753.46000000 PA USD 72302.73000000 0.018289138970 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 4.00000000 N N N N N N CONSTELLATION EN GEN LLC S2PEWKCZFFECR4533P43 210385AB6 315000.00000000 PA USD 323538.28000000 0.081839739181 Long DBT CORP US N 2 2028-03-01 Fixed 5.60000000 N N N N N N WORKDAY INC 549300J0DYC0N31V7G13 98138HAG6 265000.00000000 PA USD 259827.28000000 0.065723897732 Long DBT CORP US N 2 2027-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AYQK2 140367.96000000 PA USD 131387.23000000 0.033234696787 Long ABS-MBS USGSE US N 2 2047-11-25 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HMPA6 41466.87000000 PA USD 41379.88000000 0.010467134172 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 5.00000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CX6 345000.00000000 PA USD 340840.41000000 0.086216352070 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAB0 615000.00000000 PA USD 632333.51000000 0.159950190543 Long DBT CORP ES N 2 2027-09-13 Fixed 6.68000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECX1 555000.00000000 PA USD 558934.94000000 0.141383856367 Long DBT CORP GB N 2 2029-02-25 Fixed 5.09000000 N N N N N N Towd Point Mortgage Trust N/A 89169DAA9 1129.68000000 PA USD 1125.30000000 0.000284647178 Long ABS-MBS CORP US N 2 2057-07-25 Variable 2.75000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308HM2 555000.00000000 PA USD 553370.46000000 0.139976308574 Long DBT CORP US N 2 2025-06-15 Fixed 3.50000000 N N N N N N Fortress Credit BSL Limited N/A 34956NAL6 225249.52000000 PA USD 224663.87000000 0.056829233697 Long ABS-CBDO CORP KY N 2 2032-07-23 Floating 5.38000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668BR2 390000.00000000 PA USD 389291.23000000 0.098472096497 Long DBT CORP US N 2 2025-06-06 Fixed 3.95000000 N N N N N N CNH Equipment Trust N/A 18978JAD0 245000.00000000 PA USD 248994.04000000 0.062983605189 Long ABS-O CORP US N 2 2029-09-17 Fixed 5.19000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AX3 560000.00000000 PA USD 562252.32000000 0.142222995136 Long DBT CORP US N 2 2028-03-01 Fixed 4.60000000 N N N N N N Dell Equipment Finance Trust N/A 24702GAL9 100000.00000000 PA USD 101636.79000000 0.025709255748 Long ABS-O CORP US N 2 2030-09-23 Fixed 6.12000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABB0 595000.00000000 PA USD 594692.78000000 0.150428882814 Long DBT CORP US N 2 2025-04-15 Fixed 3.50000000 N N N N N N SMB Private Education Loan Trust N/A 78449XAA0 73951.94000000 PA USD 69399.19000000 0.017554681965 Long ABS-O CORP US N 2 2053-07-15 Fixed 1.29000000 N N N N N N Starwood Mortgage Residential Trust N/A 85572JAC1 170252.20000000 PA USD 168258.41000000 0.042561345104 Long ABS-MBS CORP US N 2 2049-09-27 Variable 2.92000000 N N N N N N Cox Communications Inc 5493001NEDZNIFRP2R92 224044CJ4 215000.00000000 PA USD 209659.05000000 0.053033730565 Long DBT CORP US N 2 2027-08-15 Fixed 3.50000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBS8 280000.00000000 PA USD 281139.52000000 0.071114877010 Long DBT CORP US N 2 2025-09-01 Fixed 5.75000000 N N N N N N Hardee's Funding N/A 411707AF9 266475.00000000 PA USD 262777.66000000 0.066470203022 Long ABS-O CORP US N 2 2048-06-20 Fixed 5.71000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBW4 230000.00000000 PA USD 234628.76000000 0.059349875145 Long DBT CORP CA N 2 2026-11-15 Fixed 5.90000000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92556VAC0 429000.00000000 PA USD 403921.89000000 0.102172955012 Long DBT CORP US N 2 2027-06-22 Fixed 2.30000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DF4 220000.00000000 PA USD 215059.56000000 0.054399801775 Long DBT CORP US N 2 2026-08-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EGJ3 175424.33000000 PA USD 163752.01000000 0.041421441038 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.00000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AM0 200000.00000000 PA USD 199929.66000000 0.050572659374 Long DBT CORP CH N 2 2026-05-12 Fixed 4.49000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QVAM6 206547.65000000 PA USD 211620.44000000 0.053529868598 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.00000000 N N N N N N AMSR Trust N/A 001807AB2 650000.00000000 PA USD 641728.04000000 0.162326558139 Long ABS-O CORP US N 2 2037-09-17 Fixed 1.81000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QCCH7 26627.26000000 PA USD 25045.27000000 0.006335257653 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 4.00000000 N N N N N N CarMax Select Receivables Trust N/A 14319FAF0 570000.00000000 PA USD 577570.46000000 0.146097753271 Long ABS-O CORP US N 2 2030-01-15 Fixed 5.62000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W0BS3 24593.10000000 PA USD 24796.49000000 0.006272328190 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.50000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CU2 386000.00000000 PA USD 378246.96000000 0.095678423438 Long DBT CORP US N 2 2026-06-01 Fixed 2.88000000 N N N N N N WPP CP LLC 549300QW2DOKKBOQBP57 92939ARE2 1130000.00000000 PA USD 1128001.26000000 0.285330468204 Long STIV CORP US N 2 2025-04-14 None 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UMP4 120160.88000000 PA USD 122244.38000000 0.030921992215 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 5.50000000 N N N N N N Navient Student Loan Trust 549300ZUZB9UCBWEBN39 63941BAB1 62348.62000000 PA USD 61739.39000000 0.015617118242 Long ABS-O CORP US N 2 2043-01-15 Fixed 3.42000000 N N N N N N Heineken NV 724500K5PTPSST86UQ23 423012AF0 1972000.00000000 PA USD 1923945.50000000 0.486666362691 Long DBT CORP NL N 2 2028-01-29 Fixed 3.50000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RBQ9 560000.00000000 PA USD 562902.64000000 0.142387495050 Long DBT CORP US N 2 2027-04-26 Fixed 4.95000000 N N N N N N Hilton Grand Vacations Trust N/A 43285HAA6 118748.07000000 PA USD 115524.36000000 0.029222147968 Long ABS-O CORP US N 2 2039-02-25 Fixed 2.74000000 N N N N N N Auxilior Term Funding LLC N/A 05335FAC5 240000.00000000 PA USD 244682.64000000 0.061893026815 Long ABS-O CORP US N 2 2031-07-15 Fixed 5.49000000 N N N N N N JP Morgan Mortgage Trust N/A 46591VBC2 36667.63000000 PA USD 34649.70000000 0.008764719929 Long ABS-MBS CORP US N 2 2050-08-25 Floating 5.26000000 N N N N N N Verus Securitization Trust N/A 92538BAB9 27443.09000000 PA USD 26393.18000000 0.006676214534 Long ABS-MBS CORP US N 2 2063-10-25 Variable 1.06000000 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26884TAV4 735000.00000000 PA USD 738044.63000000 0.186690057273 Long DBT CORP US N 2 2028-05-01 Fixed 4.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9NZ2 18642.20000000 PA USD 18121.21000000 0.004583801026 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N CENCORA INC AI8GXW8LG5WK7E9UD086 03073EAP0 124000.00000000 PA USD 120685.29000000 0.030527616876 Long DBT CORP US N 2 2027-12-15 Fixed 3.45000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A4A6 440000.00000000 PA USD 441365.86000000 0.111644491854 Long DBT CORP US N 2 2026-08-27 Fixed 4.86000000 N N N N N N NXP BV/NXP FDG/NXP USA 724500RKKW4NOJ9YQF60 62954HAV0 470000.00000000 PA USD 460511.34000000 0.116487384292 Long DBT CORP XX N 2 2029-06-18 Fixed 4.30000000 N N N N N N SCHLUMBERGER HLDGS CORP 529900IKZG65COT1D505 806851AK7 740000.00000000 PA USD 728576.66000000 0.184295112862 Long DBT CORP US N 2 2028-05-17 Fixed 3.90000000 N N N N N N ONE Park Mortgage Trust N/A 682413AC3 755000.00000000 PA USD 735838.78000000 0.186132082530 Long ABS-MBS CORP US N 2 2036-03-15 Floating 5.38000000 N N N N N N Onslow Bay Financial LLC N/A 67448VAG5 37250.87000000 PA USD 32569.65000000 0.008238566580 Long ABS-MBS CORP US N 2 2060-05-25 Variable 3.00000000 N N N N N N GMRF Mortgage Acquisition Co., LLC N/A 36417JAS8 18862.11000000 PA USD 17167.06000000 0.004342446627 Long ABS-MBS CORP US N 2 2057-11-25 Variable 3.50000000 N N N N N N Angel Oak Mortgage Trust N/A 03465DAA1 212604.42000000 PA USD 182835.17000000 0.046248569492 Long ABS-MBS CORP US N 2 2066-04-25 Variable 0.99000000 N N N N N N Freddie Mac - STACR 529900ZTXRUUVE8G8W08 35564K3F4 157311.76000000 PA USD 158884.88000000 0.040190289504 Long ABS-MBS USGSE US N 2 2043-11-25 Floating 6.19000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XFE1 780000.00000000 PA USD 780805.26000000 0.197506455278 Long DBT CORP US N 2 2028-04-04 Fixed 5.05000000 N N N N N N Verus Securitization Trust N/A 92539AAA2 185979.72000000 PA USD 185057.91000000 0.046810816599 Long ABS-MBS CORP US N 2 2067-06-25 Variable 4.91000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMH1 30040000.00000000 PA USD 30142089.14000000 7.624509574561 Long DBT UST US N 2 2027-01-31 Fixed 4.13000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285VAF6 311471.04000000 PA USD 307459.64000000 0.077772610852 Long ABS-O CORP US N 2 2027-10-15 Fixed 1.67000000 N N N N N N MVW 2020-1 LLC N/A 55400EAA7 163031.49000000 PA USD 157607.12000000 0.039867077224 Long ABS-O CORP US N 2 2037-10-20 Fixed 1.74000000 N N N N N N NTT FINANCE CORP 3538007PR116187GD960 62954WAJ4 200000.00000000 PA USD 199769.28000000 0.050532090890 Long DBT CORP JP N 2 2025-07-25 Fixed 4.24000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402QTS0 2496.07000000 PA USD 2593.46000000 0.000656021568 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.00000000 N N N N N N Freddie Mac Whole Loan Securities Trust N/A 3137G1BY2 6500.59000000 PA USD 6403.72000000 0.001619835447 Long ABS-MBS USGSE US N 2 2047-05-25 Variable 3.86000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AV5 180000.00000000 PA USD 180498.56000000 0.045657518711 Long DBT CORP US N 2 2025-10-15 Fixed 5.35000000 N N N N N N CENCORA INC AI8GXW8LG5WK7E9UD086 03073EAW5 175000.00000000 PA USD 175865.30000000 0.044485525122 Long DBT CORP US N 2 2029-12-15 Fixed 4.85000000 N N N N N N Nelnet Student Loan Trust N/A 64035GAB5 413843.84000000 PA USD 384373.44000000 0.097228130401 Long ABS-O CORP US N 2 2062-04-20 Fixed 1.32000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GS4H8 99841.94000000 PA USD 100623.50000000 0.025452941752 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EQ8 500000.00000000 PA USD 501173.84000000 0.126773055571 Long DBT CORP GB N 2 2029-03-03 Fixed 4.90000000 N N N N N N SCHLUMBERGER INVESTMENT 529900EZ29I5KXPV2J32 806854AK1 409000.00000000 PA USD 409291.81000000 0.103531288413 Long DBT CORP LU N 2 2028-05-15 Fixed 4.50000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166YAE2 137618.83000000 PA USD 137802.87000000 0.034857547426 Long ABS-O CORP US N 2 2027-09-15 Fixed 5.30000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SQW0 27514.94000000 PA USD 25466.16000000 0.006441722730 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 3.50000000 N N N N N N HF SINCLAIR CORP 2549009G116AM01XHN24 403949AR1 580000.00000000 PA USD 587363.15000000 0.148574836339 Long DBT CORP US N 2 2031-01-15 Fixed 5.75000000 N N N N N N SCF Equipment Trust Llc N/A 78437DAB6 305000.00000000 PA USD 305306.16000000 0.077227883219 Long ABS-O CORP US N 2 2030-07-22 Fixed 4.82000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEX0 575000.00000000 PA USD 579875.33000000 0.146680775347 Long DBT CORP US N 2 2027-07-15 Fixed 5.35000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CE8 108000.00000000 PA USD 108571.53000000 0.027463413904 Long DBT CORP US N 2 2028-02-10 Fixed 4.88000000 N N N N N N Cox Communications Inc 5493001NEDZNIFRP2R92 224044CG0 175000.00000000 PA USD 171885.24000000 0.043478759949 Long DBT CORP US N 2 2026-09-15 Fixed 3.35000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599BM5 147000.00000000 PA USD 141953.89000000 0.035907557317 Long DBT CORP US N 2 2026-06-15 Fixed 1.70000000 N N N N N N Verus Securitization Trust N/A 92537QAF8 51548.43000000 PA USD 45220.71000000 0.011438680801 Long ABS-MBS CORP US N 2 2066-01-25 Variable 1.16000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425UTP0 50028.29000000 PA USD 51587.98000000 0.013049296139 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 6.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCF1 350000.00000000 PA USD 351468.36000000 0.088904716044 Long DBT CORP US N 2 2027-04-22 Floating 5.24000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BY0 906000.00000000 PA USD 874111.08000000 0.221108373335 Long DBT CORP US N 2 2027-03-03 Fixed 2.45000000 N N N N N N Woodward Capital Management N/A 749426AA0 121033.92000000 PA USD 121409.40000000 0.030710782137 Long ABS-MBS CORP US N 2 2044-12-25 Variable 5.58000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HDB8 240000.00000000 PA USD 248740.92000000 0.062919577913 Long DBT CORP US N 2 2027-10-29 Fixed 7.15000000 N N N N N N Verdant Receivables LLC N/A 92339MAB6 115213.47000000 PA USD 117004.79000000 0.029596626082 Long ABS-O CORP US N 2 2031-12-12 Fixed 5.68000000 N N N N N N MFRA Trust N/A 552751AA7 177050.54000000 PA USD 170079.23000000 0.043021925638 Long ABS-MBS CORP US N 2 2065-04-25 Variable 1.38000000 N N N N N N BX Trust N/A 12433BAA5 398330.14000000 PA USD 398081.18000000 0.100695534216 Long ABS-MBS CORP US N 2 2041-05-15 Floating 5.96000000 N N N N N N Frontier Issuer LLC N/A 35910EAC8 475000.00000000 PA USD 502706.13000000 0.127160651790 Long ABS-O CORP US N 2 2053-08-20 Fixed 11.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MQ1 650000.00000000 PA USD 649784.30000000 0.164364407315 Long DBT CORP US N 2 2026-04-08 Fixed 3.11000000 N N N N N N Pernod Ricard SA 52990097YFPX9J0H5D87 714264AM0 835000.00000000 PA USD 821889.82000000 0.207898887589 Long DBT CORP FR N 2 2026-06-08 Fixed 3.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UH70 9399.82000000 PA USD 9590.55000000 0.002425951298 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 5.50000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAZ4 580000.00000000 PA USD 560194.65000000 0.141702502859 Long DBT US N 2 2027-03-15 Fixed 2.90000000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DJ7 103000.00000000 PA USD 101267.24000000 0.025615777240 Long DBT CORP US N 2 2027-08-01 Fixed 3.70000000 N N N N N N Freddie Mac - STACR 5493000IS349P4O9HR58 35564KYN3 345264.46000000 PA USD 352276.78000000 0.089109207710 Long ABS-MBS USGSE US N 2 2042-06-25 Floating 7.29000000 N N N N N N BANK5 2024-5YR9 N/A 06644VBA7 347288.42000000 PA USD 348382.03000000 0.088124021895 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 4.89000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HAZH2 324310.83000000 PA USD 327713.30000000 0.082895819926 Long ABS-MBS USGSE US N 2 2030-06-25 Fixed 4.60000000 N N N N N N Verus Securitization Trust N/A 92537QAA9 63143.79000000 PA USD 55555.83000000 0.014052972764 Long ABS-MBS CORP US N 2 2066-01-25 Variable 0.82000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAH0 450000.00000000 PA USD 453894.88000000 0.114813735780 Long DBT CORP GB N 2 2027-03-26 Fixed 5.00000000 N N N N N N Octane Receivables Trust N/A 67578AAA6 8079.98000000 PA USD 8058.26000000 0.002038355080 Long ABS-O CORP US N 2 2028-09-20 Fixed 1.21000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419DL74 30710.01000000 PA USD 30306.05000000 0.007665983844 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.50000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QAE0 315000.00000000 PA USD 312333.38000000 0.079005434401 Long DBT CORP US N 2 2028-11-06 Fixed 4.23000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03063FAF1 270000.00000000 PA USD 267806.52000000 0.067742264525 Long ABS-O CORP US N 2 2026-12-18 Fixed 1.21000000 N N N N N N CarMax Auto Owner Trust N/A 142921AH8 390000.00000000 PA USD 402653.75000000 0.101852176133 Long ABS-O CORP US N 2 2029-10-15 Fixed 6.55000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAK0 445000.00000000 PA USD 424519.85000000 0.107383255549 Long DBT CORP US N 2 2026-08-05 Fixed 1.40000000 N N N N N N CarMax Auto Owner Trust N/A 142921AG0 585000.00000000 PA USD 595571.18000000 0.150651076080 Long ABS-O CORP US N 2 2028-11-15 Fixed 5.57000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BD4 120000.00000000 PA USD 120020.29000000 0.030359403623 Long DBT CORP US N 2 2025-05-01 Fixed 5.75000000 N N N N N N Ford Credit Auto Lease Trust N/A 34529NAG5 285000.00000000 PA USD 289736.13000000 0.073289408939 Long ABS-O CORP US N 2 2027-04-15 Fixed 6.43000000 N N N N N N CSL FINANCE PLC 2549007CCNBNAF4HBC02 12661PAA7 200000.00000000 PA USD 197354.62000000 0.049921297186 Long DBT CORP GB N 2 2027-04-27 Fixed 3.85000000 N N N N N N Dell Equipment Finance Trust N/A 24704EAL2 410000.00000000 PA USD 411696.70000000 0.104139610774 Long ABS-O CORP US N 2 2031-02-24 Fixed 5.29000000 N N N N N N ROSS STORES INC 549300ENZFLPGRDFZQ60 778296AB9 1355000.00000000 PA USD 1354791.14000000 0.342697480937 Long DBT CORP US N 2 2025-04-15 Fixed 4.60000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EF2 520000.00000000 PA USD 528622.96000000 0.133716372515 Long DBT CORP GB N 2 2028-05-17 Fixed 5.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QA3Y4 69077.82000000 PA USD 67121.22000000 0.016978464305 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4.50000000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807BN1 120000.00000000 PA USD 116175.18000000 0.029386774358 Long DBT CORP US N 2 2028-01-15 Fixed 3.25000000 N N N N N N ELEMENT FLEET MANAGEMENT 5493000PGBS1C22ELQ16 286181AP7 375000.00000000 PA USD 375083.47000000 0.094878211493 Long DBT CORP CA N 2 2030-03-25 Fixed 5.04000000 N N N N N N Freddie Mac - STACR 5493000ISU5NYXNHD479 35564KHE2 100758.05000000 PA USD 100947.48000000 0.025534893225 Long ABS-MBS USGSE US N 2 2034-01-25 Floating 5.99000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 12665JR76 1120000.00000000 PA USD 1118963.33000000 0.283044303383 Long STIV CORP US N 2 2025-04-07 Fixed 0.00000000 N N N N N N AMER AIRLINE 17-2 CLAS B N/A 02377DAA0 131981.73000000 PA USD 130925.16000000 0.033117815136 Long DBT CORP US N 2 2025-10-15 Fixed 3.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QCLD6 8567.79000000 PA USD 8065.58000000 0.002040206690 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617MRJ47 19667.36000000 PA USD 18468.20000000 0.004671572931 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 4.00000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066PAE9 12024.19000000 PA USD 12002.24000000 0.003035993735 Long ABS-O CORP US N 2 2026-08-18 Fixed 1.06000000 N N N N N N FMC CORP CKDHZ2X64EEBQCSP7013 302491AU9 419000.00000000 PA USD 387257.24000000 0.097957594129 Long DBT CORP US N 2 2029-10-01 Fixed 3.45000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617MHSV9 20683.11000000 PA USD 19447.58000000 0.004919309316 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 4.00000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MBD6 270000.00000000 PA USD 276072.59000000 0.069833185614 Long DBT CORP IE N 2 2027-01-15 Fixed 6.10000000 N N N N N N APTIV SWISS HOLDINGS LTD N/A 03837AAA8 270000.00000000 PA USD 266066.39000000 0.067302094708 Long DBT CORP JE N 2 2029-09-13 Fixed 4.65000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SUV7 30288.97000000 PA USD 28030.45000000 0.007090365681 Long ABS-MBS USGA US N 2 2047-01-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EH4B5 60198.93000000 PA USD 59592.22000000 0.015073986738 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 3.50000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661EP8 385000.00000000 PA USD 386124.80000000 0.097671140872 Long DBT CORP US N 2 2026-04-01 Fixed 4.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425WYY1 73932.23000000 PA USD 76395.47000000 0.019324406804 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 6.50000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEQ5 235000.00000000 PA USD 237269.14000000 0.060017765234 Long DBT CORP US N 2 2027-05-08 Fixed 5.40000000 N N N N N N CHENIERE CORP CHRISTI HD 549300I7CIEWU1BBLQ53 16412XAG0 547000.00000000 PA USD 551496.03000000 0.139502167269 Long DBT CORP US N 2 2027-06-30 Fixed 5.13000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03063FAE4 91446.17000000 PA USD 91033.71000000 0.023027182697 Long ABS-O CORP US N 2 2026-10-19 Fixed 0.89000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636ABE0 265000.00000000 PA USD 266858.15000000 0.067502372190 Long DBT CORP DK N 2 2026-09-22 Fixed 6.26000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBX2 190000.00000000 PA USD 197741.53000000 0.050019166945 Long DBT CORP CA N 2 2028-11-15 Fixed 6.00000000 N N N N N N Octane Receivables Trust N/A 67579FAA4 352984.71000000 PA USD 354748.89000000 0.089734533522 Long ABS-O CORP US N 2 2046-01-22 Fixed 5.01000000 N N N N N N DAIMLER TRUCK FINAN NA 5493003HSDTSCZRXBA58 233853AY6 345000.00000000 PA USD 348647.77000000 0.088191241428 Long DBT CORP US N 2 2027-09-25 Fixed 5.13000000 N N N N N N CANADIAN NATL RESOURCES 549300T15RIMIKZC5Q38 136385AZ4 910000.00000000 PA USD 903042.15000000 0.228426552881 Long DBT CORP CA N 2 2025-07-15 Fixed 2.05000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401BC1 425000.00000000 PA USD 436426.97000000 0.110395188465 Long DBT CORP CH N 2 2027-12-22 Fixed 6.33000000 N N N N N N HEALTH CARE SERVICE CORP 549300TMJ1FKCKECR148 42218SAK4 290000.00000000 PA USD 294972.39000000 0.074613932741 Long DBT CORP US N 2 2029-06-15 Fixed 5.20000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DS6 1176000.00000000 PA USD 1178434.84000000 0.298087756254 Long DBT CORP US N 2 2026-02-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EHGN6 110876.19000000 PA USD 113114.99000000 0.028612692380 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.50000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBL3 931000.00000000 PA USD 903026.32000000 0.228422548647 Long DBT US N 2 2026-04-15 Fixed 1.60000000 N N N N N N HPEFS Equipment Trust N/A 44328UAF3 125000.00000000 PA USD 127816.85000000 0.032331561096 Long ABS-O CORP US N 2 2031-07-21 Fixed 6.97000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 471.00000000 NC USD 386611.75000000 0.097794315975 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUM5 Comdty 2025-06-30 97191341.85000000 USD 386611.75000000 N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967JT9 250000.00000000 PA USD 249949.09000000 0.063225187245 Long DBT CORP US N 2 2025-06-10 Fixed 4.40000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03067BAF6 380000.00000000 PA USD 387924.52000000 0.098126384113 Long ABS-O CORP US N 2 2028-12-18 Fixed 5.80000000 N N N N N N HERSHEY COMPANY 21X2CX66SU2BR6QTAD08 427866BK3 230000.00000000 PA USD 232152.23000000 0.058723431284 Long DBT CORP US N 2 2028-02-24 Fixed 4.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A2GS6 787.37000000 PA USD 784.42000000 0.000198420811 Long ABS-MBS USGSE US N 2 2026-11-25 Fixed 2.50000000 N N N N N N Santander Bank Auto Credit-Linked Notes N/A 80280BAB4 250000.00000000 PA USD 250951.03000000 0.063478630233 Long ABS-O CORP US N 2 2033-01-18 Fixed 4.97000000 N N N N N N SCF Equipment Trust Llc N/A 784024AC5 470000.00000000 PA USD 472160.17000000 0.119433982169 Long ABS-O CORP US N 2 2032-05-20 Fixed 6.17000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JP3 285000.00000000 PA USD 281328.66000000 0.071162720400 Long DBT CORP US N 2 2026-01-01 Fixed 3.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QM4V3 696310.39000000 PA USD 584524.20000000 0.147856717520 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N DOLLAR GENERAL CORP OPX52SQVOZI8IVSWYU66 256677AN5 347000.00000000 PA USD 352012.30000000 0.089042306896 Long DBT CORP US N 2 2028-07-05 Fixed 5.20000000 N N N N N N Clarus Capital Funding LLC N/A 18271JAB8 94684.44000000 PA USD 94722.54000000 0.023960280583 Long ABS-O CORP US N 2 2032-08-20 Fixed 4.71000000 N N N N N N Navient Student Loan Trust N/A 63941KAB1 589536.76000000 PA USD 562180.66000000 0.142204868577 Long ABS-O CORP US N 2 2068-11-15 Fixed 2.15000000 N N N N N N RIO TINTO FIN USA PLC 2138006TSNBEUA761G16 76720AAS5 395000.00000000 PA USD 399060.50000000 0.100943255424 Long DBT CORP GB N 2 2030-03-14 Fixed 4.88000000 N N N N N N JACKSON NATL LIFE GLOBAL 635400PQXLYXWJI5QD78 46849LUZ2 615000.00000000 PA USD 620732.16000000 0.157015602839 Long DBT CORP US N 2 2026-04-10 Fixed 5.60000000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DE8 404000.00000000 PA USD 392806.24000000 0.099361226221 Long DBT CORP US N 2 2026-10-15 Fixed 2.65000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAP5 379000.00000000 PA USD 370519.04000000 0.093723628608 Long DBT US N 2 2027-07-15 Fixed 3.55000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACQ8 260000.00000000 PA USD 262043.07000000 0.066284386821 Long DBT CORP US N 2 2025-11-03 Fixed 6.25000000 N N N N N N EQUITABLE FINANCIAL LIFE 635400B4JJBON4TCHF02 29449WAE7 210000.00000000 PA USD 204508.66000000 0.051730927773 Long DBT CORP US N 2 2026-01-09 Fixed 1.00000000 N N N N N N COLT Funding LLC N/A 12597QAA4 13240.25000000 PA USD 12840.34000000 0.003247993024 Long ABS-MBS CORP US N 2 2065-04-27 Variable 1.51000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BZ2 350000.00000000 PA USD 337621.88000000 0.085402217632 Long DBT CORP US N 2 2029-08-05 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KH3Q7 44837.26000000 PA USD 43364.13000000 0.010969054694 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 4.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3C5 590000.00000000 PA USD 589725.99000000 0.149172522058 Long DBT CORP US N 2 2026-08-15 Fixed 4.54000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636ABJ9 385000.00000000 PA USD 379730.68000000 0.096053733766 Long DBT CORP DK N 2 2030-10-02 Fixed 4.61000000 N N N N N N Navient Student Loan Trust N/A 63941JAA6 223891.09000000 PA USD 216046.73000000 0.054649508658 Long ABS-O CORP US N 2 2068-10-15 Fixed 2.40000000 N N N N N N ICON INVESTMENTS SIX DAC 635400FQ1M7J2CHLAS59 45115AAA2 735000.00000000 PA USD 750456.95000000 0.189829781671 Long DBT CORP IE N 2 2027-05-08 Fixed 5.81000000 N N N N N N Symphony CLO Ltd 54930001DQI1CFLYVB48 87167NDL6 820000.00000000 PA USD 812620.00000000 0.205554065668 Long ABS-CBDO CORP KY N 2 2034-01-15 Floating 5.22000000 N N N N N N BX Trust N/A 12433JAE0 500000.00000000 PA USD 497811.95000000 0.125922657897 Long ABS-MBS CORP US N 2 2042-01-15 Floating 6.71000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903AS2 809000.00000000 PA USD 795343.15000000 0.201183847412 Long DBT CORP US N 2 2026-06-15 Fixed 3.13000000 N N N N N N KT CORP 9884005ACF8449EANY26 48268KAG6 1020000.00000000 PA USD 1017230.06000000 0.257310642801 Long DBT CORP KR N 2 2025-08-08 Fixed 4.00000000 N N N N N N SEB Funding LLC N/A 78433DAC8 600000.00000000 PA USD 615436.62000000 0.155676084027 Long ABS-O CORP US N 2 2054-04-30 Fixed 7.39000000 N N N N N N HPEFS Equipment Trust N/A 40444MAG6 100000.00000000 PA USD 101217.59000000 0.025603218160 Long ABS-O CORP US N 2 2031-10-20 Fixed 5.35000000 N N N N N N CANADIAN PACIFIC RAILWAY 54930036474DURYNB481 13645RBE3 315000.00000000 PA USD 301401.94000000 0.076240301946 Long DBT CORP CA N 2 2026-12-02 Fixed 1.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QUXA9 578628.48000000 PA USD 589747.84000000 0.149178049065 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.00000000 N N N N N N Enterprise Fleet Financing LLC N/A 29375NAB1 351901.61000000 PA USD 354254.95000000 0.089609590283 Long ABS-O CORP US N 2 2030-04-22 Fixed 5.56000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWES8 1597730.95000000 PA USD 1530950.27000000 0.387257331022 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEL6 395000.00000000 PA USD 398524.90000000 0.100807774193 Long DBT CORP US N 2 2028-07-22 Fixed 4.98000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661EG8 175000.00000000 PA USD 171352.82000000 0.043344083107 Long DBT CORP US N 2 2027-04-01 Fixed 3.35000000 N N N N N N DAIMLER TRUCK FINAN NA 5493003HSDTSCZRXBA58 233853AV2 190000.00000000 PA USD 191213.68000000 0.048367932533 Long DBT CORP US N 2 2027-01-15 Fixed 5.00000000 N N N N N N Metlife Securitization Trust N/A 59166BAA9 53712.69000000 PA USD 51017.84000000 0.012905077937 Long ABS-MBS CORP US N 2 2055-04-25 Variable 3.00000000 N N N N N N UTAH ACQUISITION SUB 254900JOFV74IJ7H9933 62854AAN4 564000.00000000 PA USD 556430.92000000 0.140750458848 Long DBT CORP US N 2 2026-06-15 Fixed 3.95000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -16.00000000 NC USD 14477.09000000 0.003662012636 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT Ultra Long-Term U.S. Treasury Bond Futures WNM5 Comdty 2025-06-18 -1970477.09000000 USD 14477.09000000 N N N Madison Park Funding Ltd N/A 55820TAL2 710000.00000000 PA USD 710238.46000000 0.179656423724 Long ABS-CBDO CORP KY N 2 2031-07-27 Floating 6.11000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAB7 570000.00000000 PA USD 568343.10000000 0.143763671703 Long DBT US N 2 2026-02-15 Fixed 4.45000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJS9 415000.00000000 PA USD 399998.59000000 0.101180547409 Long DBT CORP US N 2 2027-07-22 Fixed 1.73000000 N N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 758750AM5 110000.00000000 PA USD 112846.32000000 0.028544731697 Long DBT CORP US N 2 2028-04-15 Fixed 6.05000000 N N N N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 855244AV1 165000.00000000 PA USD 157468.02000000 0.039831891565 Long DBT CORP US N 2 2027-03-12 Fixed 2.00000000 N N N N N N TERRAFORM GLOBAL OPERATI 549300LC7QMVR79H5O86 88104UAC7 441000.00000000 PA USD 438440.74000000 0.110904576138 Long DBT CORP US N 2 2026-03-01 Fixed 6.13000000 N N N N N N MERCEDES-BENZ FIN NA 549300423Z16BB673J12 58769JAQ0 1170000.00000000 PA USD 1174255.44000000 0.297030567578 Long DBT CORP US N 2 2027-01-11 Fixed 4.80000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACB1 270000.00000000 PA USD 272274.91000000 0.068872553875 Long DBT CORP US N 2 2026-03-30 Fixed 5.50000000 N N N N N N Hilton USA Trust N/A 403956AC9 485000.00000000 PA USD 483939.06000000 0.122413479017 Long ABS-MBS CORP US N 2 2037-05-15 Floating 6.26000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RDF3 1596.16000000 PA USD 1659.07000000 0.000419665506 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.00000000 N N N N N N CarMax Auto Owner Trust N/A 14319BAF9 655000.00000000 PA USD 668133.86000000 0.169005969990 Long ABS-O CORP US N 2 2029-02-15 Fixed 5.61000000 N N N N N N Hilton Grand Vacations Trust N/A 432917AC6 79761.57000000 PA USD 82298.16000000 0.020817505580 Long ABS-O CORP US N 2 2038-01-25 Fixed 6.94000000 N N N N N N Neuberger Berman CLO Ltd 549300Y2YE54ON4DJE28 64134JAA1 262541.98000000 PA USD 262567.05000000 0.066416928746 Long ABS-CBDO CORP KY N 2 2033-04-16 Floating 5.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617MHSW7 4157.20000000 PA USD 3906.94000000 0.000988269303 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QVLJ1 209467.64000000 PA USD 210983.02000000 0.053368631768 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.50000000 N N N N N N ROGERS COMMUNICATIONS IN 5493000M6Z4XFIP6PF03 775109DE8 990000.00000000 PA USD 990886.70000000 0.250647030348 Long DBT CORP CA N 2 2029-02-15 Fixed 5.00000000 N N N N N N SYDNEY AIRPORT FINANCE 549300MJAANHLHOVTO40 87124VAF6 117000.00000000 PA USD 115743.22000000 0.029277509099 Long DBT CORP AU N 2 2026-04-28 Fixed 3.63000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2X0 610000.00000000 PA USD 609591.67000000 0.154197590714 Long DBT CORP US N 2 2026-04-25 Fixed 3.91000000 N N N N N N CREDICORP LTD 529900UYAEYQCQ2BKB17 22530EAA0 200000.00000000 PA USD 198995.02000000 0.050336240073 Long DBT CORP BM N 2 2025-06-17 Fixed 2.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XFG6 173445.33000000 PA USD 162611.67000000 0.041132989458 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 4.00000000 N N N N N N Santander Bank Auto Credit-Linked Notes N/A 80290CCJ1 240921.81000000 PA USD 243614.47000000 0.061622830799 Long ABS-O CORP US N 2 2032-06-15 Fixed 5.62000000 N N N N N N ROSS STORES INC 549300ENZFLPGRDFZQ60 778296AF0 765000.00000000 PA USD 736961.64000000 0.186416112505 Long DBT CORP US N 2 2026-04-15 Fixed 0.88000000 N N N N N N 2025-04-25 NORTHWESTERN MUTUAL SERIES FUND INC Linda Wisniewski Linda Wisniewski Controller and Chief Accounting Officer XXXX