NPORT-P false 0000756913 XXXXXXXX S000008236 C000022431 C000022432 C000022430 John Hancock Variable Insurance Trust 811-04146 0000756913 Z5DUWKEPW78QKD87GA06 200 Berkeley Street Boston 02116 617-663-4497 Active Bond Trust S000008236 EZWYQR34P3DMTNKY7C97 2019-12-31 2019-12-31 N 794435456.600000000000 76147110.350000000000 718288346.250000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 76045306.080000000000 0.000000000000 0.000000000000 82.250000000000 USD EUR GBP MXN N ATandT Inc. 549300Z40J86GGSTL398 00206RHZ8 451000 PA USD 614862.42 0.0856010575 Long DBT CORP US N 2 2031-04-15 Fixed 7.625000000000 N N N N N N AccessLex Institute N/A 00432CDC2 609067.82 PA USD 580089.77 0.0807600141 Long ABS-O CORP US N 2 2037-08-25 Floating 2.109500000000 N N N N N N Advance Auto Parts Inc. N/A 00751YAC0 650000 PA USD 696243.16 0.0969308723 Long DBT CORP US N 2 2023-12-01 Fixed 4.500000000000 N N N N N N Agilent Technologies Inc. QUIX8Y7A2WP0XRMW7G29 00846UAJ0 670000 PA USD 702676.11 0.0978264667 Long DBT CORP US N 2 2023-07-15 Fixed 3.875000000000 N N N N N N Ally Financial Inc. 549300JBN1OSM8YNAI90 02005NAV2 615000 PA USD 678215.85 0.0944211128 Long DBT CORP US N 2 2024-09-30 Fixed 5.125000000000 N N N N N N American Tower Corporation 5493006ORUSIL88JOE18 03027XAP5 662000 PA USD 693443.42 0.0965410929 Long DBT CORP US N 2 2027-07-15 Fixed 3.550000000000 N N N N N N APPLEBEE'S FUNDING LLC / IHOP DIN 2019 1A A2I 144A N/A 03789XAD0 575000 PA USD 582912 0.0811529246 Long ABS-O CORP US N 2 2049-06-07 Fixed 4.194000000000 N N N N N N ARROYO MORTGAGE TRUST 2018-1 ARRW 2018 1 A1 144A N/A 042856AA2 561932.12 PA USD 568448.79 0.0791393586 Long ABS-MBS CORP US N 2 2048-04-25 Variable 3.763000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GFU8 594000 PA USD 651867.6 0.0907529133 Long DBT CORP US N 2 2026-03-03 Fixed 4.450000000000 N N N N N N Brighthouse Financial Inc. N/A 10922NAC7 630000 PA USD 627806.23 0.0874030928 Long DBT CORP US N 2 2027-06-22 Fixed 3.700000000000 N N N N N N Broadcom Inc. N/A 11135FAB7 547000 PA USD 598100.26 0.0832674320 Long DBT CORP US N 2 2029-04-15 Fixed 4.750000000000 N N N N N N CNOOC Finance (2003) Limited N/A 12615TAB4 545000 PA USD 671694.74 0.0935132449 Long DBT CORP VG N 2 2033-05-21 Fixed 5.500000000000 N N N N N N COMM 2013-300P MORTGAGE TRUST COMM 2013 300P E 144A 549300NMFC2YLCA2NF13 12625XAN7 700000 PA USD 709230.76 0.0987390041 Long ABS-MBS CORP US N 2 2030-08-10 Variable 4.393500000000 N N N N N N Cantor Fitzgerald L.P. N/A 138616AE7 520000 PA USD 554145.11 0.0771480023 Long DBT CORP US N 2 2024-05-01 Fixed 4.875000000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A 161175BT0 641000 PA USD 673585.97 0.0937765416 Long DBT CORP US N 2 2050-03-01 Fixed 4.800000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967KM2 550000 PA USD 624965 0.0870075372 Long DBT CORP US N 2 2026-08-15 Variable 6.250000000000 N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967KY6 613000 PA USD 635373.79 0.0884566474 Long DBT CORP US N 2 2026-10-21 Fixed 3.200000000000 N N N N N N Columbia Property Trust Operating Partnership L.P. 549300WBDIMT4TVGZ316 19828JAA6 600000 PA USD 631383.86 0.0879011700 Long DBT CORP US N 2 2025-04-01 Fixed 4.150000000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NCC3 633000 PA USD 696179.79 0.0969220500 Long DBT CORP US N 2 2047-11-01 Fixed 3.969000000000 N N N N N N Credit Agricole S.A. N/A 225313AF2 600000 PA USD 642906.46 0.0895053447 Long DBT CORP FR N 2 2025-03-17 Fixed 4.375000000000 N N N N N N Cronos Containers Program I Ltd. 549300MPYH4CSGCW6113 227170AE7 600000 PA USD 599679 0.0834872239 Long ABS-O CORP BM N 2 2028-04-18 Fixed 3.080000000000 N N N N N N DaVita Inc. M2XHYMU3TZNEZURC6H66 23918KAR9 545000 PA USD 560668.75 0.0780562225 Long DBT CORP US N 2 2025-05-01 Fixed 5.000000000000 N N N N N N DELL INTERNATIONAL LLC / EMC C SR SECURED 144A 10/26 4.9 N/A 24703DAZ4 597000 PA USD 656724.08 0.0914290317 Long DBT CORP US N 2 2026-10-01 Fixed 4.900000000000 N N N N N N DELL INTERNATIONAL LLC / EMC C SR SECURED 144A 10/29 5.3 N/A 24703DBA8 609000 PA USD 685775.53 0.0954735704 Long DBT CORP US N 2 2029-10-01 Fixed 5.300000000000 N N N N N N Delta Air Lines Inc. Q2CCMS6R0AS67HJMBN42 247361ZU5 662000 PA USD 662284.66 0.0922031749 Long DBT CORP US N 2 2024-10-28 Fixed 2.900000000000 N N N N N N Devon Energy Corporation 54930042348RKR3ZPN35 25179MAU7 600000 PA USD 694442.19 0.0966801416 Long DBT CORP US N 2 2045-06-15 Fixed 5.000000000000 N N N N N N Discover Financial Services Z1YLO2USPORE63VVUL20 254709AK4 580000 PA USD 615347.76 0.0856686264 Long DBT CORP US N 2 2024-11-06 Fixed 3.950000000000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DAY5 600000 PA USD 601556.35 0.0837485883 Long DBT CORP US N 2 2020-06-15 Fixed 2.800000000000 N N N N N N Domino's Pizza Master Issuer LLC N/A 25755TAH3 607600 PA USD 629376.38 0.0876216889 Long ABS-O CORP US N 2 2047-07-25 Fixed 4.118000000000 N N N N N N DRIVEN BRANDS FUNDING LLC HONK 2015 1A A2 144A N/A 26208LAA6 556800 PA USD 568158.72 0.0790989751 Long ABS-O CORP US N 2 2045-07-20 Fixed 5.216000000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 293791AF6 471000 PA USD 640681.26 0.0891955526 Long DBT CORP US N 2 2033-03-01 Fixed 6.875000000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBN2 609000 PA USD 616295.82 0.0858006152 Long DBT CORP US N 2 2077-08-16 Variable 5.250000000000 N N N N N N Telefonaktiebolaget LM Ericsson 549300W9JLPW15XIFM52 294829AA4 640000 PA USD 665203.2 0.0926094936 Long DBT CORP SE N 2 2022-05-15 Fixed 4.125000000000 N N N N N N Expedia Group Inc. CI7MUJI4USF3V0NJ1H64 30212PAM7 645000 PA USD 710939.03 0.0989768293 Long DBT CORP US N 2 2026-02-15 Fixed 5.000000000000 N N N N N N AIR CANADA 2017-1 CLASS B PASS PASS THRU CE 144A 07/27 3.7 N/A 00908PAC1 315740.74 PA USD 315178.18 0.0438790608 Long DBT CORP CA N 2 2027-07-15 Fixed 3.700000000000 N N N N N N FREDDIE MAC GOLD POOL FG 01/41 FIXED 4 N/A 3128M9T51 659680.29 PA USD 707401.83 0.0984843808 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 04/47 FIXED 3.5 N/A 3132XCRY3 569754.93 PA USD 600373.28 0.0835838815 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K043 A2 N/A 3137BGK24 585000 PA USD 610260.42 0.0849603677 Long ABS-MBS USGSE US N 2 2024-12-25 Fixed 3.062000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138ANL68 623708.92 PA USD 676292.95 0.0941534070 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.500000000000 N N N N N N Aircastle Limited 549300PNK8AKY3OIKP58 00928QAN1 299000 PA USD 317961.84 0.0442666015 Long DBT CORP US N 2 2022-02-15 Fixed 5.500000000000 N N N N N N Alimentation Couche-Tard Inc. 549300OSW32RVX8CCZ87 01626PAJ5 315000 PA USD 318309.39 0.0443149874 Long DBT CORP CA N 2 2022-07-26 Fixed 2.700000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J7TQ8 539685.62 PA USD 556564.07 0.0774847696 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140Q8WW1 531755.74 PA USD 569441.85 0.0792776123 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.500000000000 N N N N N N AMERICAN AIRLINES 2017-1 CLASS PASS THRU CE 02/29 3.65 N/A 023761AA7 328593.75 PA USD 347541.75 0.0483847123 Long DBT CORP US N 2 2030-08-15 Fixed 3.650000000000 N N N N N N AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.15 N/A 02377LAA2 335000 PA USD 342983.82 0.0477501580 Long DBT CORP US N 2 2033-08-15 Fixed 3.150000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31410FUZ6 563602.05 PA USD 631140.63 0.0878673075 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31410FXB6 518323.18 PA USD 581738.57 0.0809895598 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.500000000000 N N N N N N American Tower Corporation 5493006ORUSIL88JOE18 03027XAV2 341000 PA USD 348387.62 0.0485024742 Long DBT CORP US N 2 2025-01-15 Fixed 2.950000000000 N N N N N N Apache Corporation 72ZZ1XRHOOU9P9X16K08 037411AW5 325000 PA USD 330101.09 0.0459566262 Long DBT CORP US N 2 2040-09-01 Fixed 5.100000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31410GFF5 499715.29 PA USD 562325.62 0.0782868917 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31419GW83 592079.34 PA USD 617308.61 0.0859416157 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 4.000000000000 N N N N N N Fiserv Inc. GI7UBEJLXYLGR2C7GV83 337738AP3 614000 PA USD 654520.02 0.0911221828 Long DBT CORP US N 2 2025-06-01 Fixed 3.850000000000 N N N N N N Fiserv Inc. GI7UBEJLXYLGR2C7GV83 337738AT5 570000 PA USD 589588.59 0.0820824385 Long DBT CORP US N 2 2026-07-01 Fixed 3.200000000000 N N N N N N Ford Credit Floorplan Master Owner Trust A 5493001DTG5N7T8BG747 34528QGW8 688000 PA USD 710099.87 0.0988600015 Long ABS-O CORP US N 2 2026-04-15 Fixed 3.060000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397ZR7 667000 PA USD 686522.04 0.0955774994 Long DBT CORP US N 2 2029-05-03 Fixed 5.113000000000 N N N N N N GCAT 2019-NQM1 LLC 02/59 1 N/A 36166PAA6 559262 PA USD 562207.97 0.0782705125 Long ABS-MBS CORP US N 2 2059-02-25 Variable 2.985000000000 N N N N N N GMF Floorplan Owner Revolving Trust N/A 361886CD4 580000 PA USD 592468.61 0.0824833945 Long ABS-O CORP US N 2 2026-04-15 Fixed 2.900000000000 N N N N N N ARROYO MORTGAGE TRUST 2019-3 10/48 1 N/A 04285AAA3 307936.68 PA USD 309256.62 0.0430546620 Long ABS-MBS CORP US N 2 2048-10-25 Variable 2.962000000000 N N N N N N Avolon Holdings Funding Limited N/A 05401AAB7 295000 PA USD 317974.6 0.0442683780 Long DBT CORP IE N 2 2023-10-01 Fixed 5.125000000000 N N N N N N BARCLAYS COMMERCIAL MORTGAGE T BBCMS 2019 C5 A2 N/A 05492JAT9 312000 PA USD 319456.86 0.0444747380 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 3.043000000000 N N N N N N Azul Investments LLP N/A 05502FAA6 315000 PA USD 326658.15 0.0454773005 Long DBT CORP US N 2 2024-10-26 Fixed 5.875000000000 N N N N N General Electric Company 3C7474T6CDKPR9K6YT90 36962GT95 588000 PA USD 674463.99 0.0938987794 Long DBT CORP US N 2 2026-01-05 Fixed 5.550000000000 N N N N N N General Motors Company 54930070NSV60J38I987 37045VAE0 656000 PA USD 703733.37 0.0979736583 Long DBT CORP US N 2 2023-10-02 Fixed 4.875000000000 N N N N N N BBCMS TRUST 2015-SRCH BBCMS 2015 SRCH D 144A N/A 05547HAN1 329000 PA USD 355717.23 0.0495229015 Long ABS-MBS CORP US N 2 2035-08-10 Variable 4.956550000000 N N N N N N Barclays PLC N/A 06738EAN5 300000 PA USD 323379.6 0.0450208613 Long DBT CORP GB N 2 2026-01-12 Fixed 4.375000000000 N N N N N N Goal Capital Funding Trust N/A 38021AAD4 718471 PA USD 691161.92 0.0962234628 Long ABS-O CORP US N 2 2044-08-25 Floating 2.109500000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280BS7 570000 PA USD 599360.76 0.0834429186 Long DBT CORP GB N 2 2024-05-18 Variable 3.950000000000 N N N N N N The Hartford Financial Services Group Inc. IU7C3FTM7Y3BQM112U94 416515BA1 500000 PA USD 699306.8 0.0973573919 Long DBT CORP US N 2 2040-03-30 Fixed 6.625000000000 N N N N N N Hess Corporation UASVRYNXNK17ULIGK870 42809HAH0 500000 PA USD 610666.89 0.0850169564 Long DBT CORP US N 2 2047-04-01 Fixed 5.800000000000 N N N N N N Hyatt Hotels Corporation T27JQIMTYSH41TCD5186 448579AE2 660000 PA USD 675780.19 0.0940820206 Long DBT CORP US N 2 2023-07-15 Fixed 3.375000000000 N N N N N N Voya Financial Inc. 549300T065Z4KJ686G75 45685EAG1 630000 PA USD 669822.3 0.0932525640 Long DBT CORP US N 2 2053-05-15 Variable 5.650000000000 N N N N N N Sotheby's N/A 088830AA2 330000 PA USD 334125 0.0465168343 Long DBT CORP US N 2 2027-10-15 Fixed 7.375000000000 N N N N N Bristol-Myers Squibb Company HLYYNH7UQUORYSJQCN42 110122BK3 341000 PA USD 352967 0.0491400148 Long DBT CORP US N 2 2023-02-20 Fixed 3.250000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46625HJQ4 560000 PA USD 632380 0.0880398524 Long DBT CORP US N 2 2024-02-01 Variable 6.750000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46625HJZ4 600000 PA USD 656610.68 0.0914132442 Long DBT CORP US N 2 2026-12-15 Fixed 4.125000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PBA3 539000 PA USD 584432.58 0.0813646195 Long DBT CORP US N 2 2027-01-29 Variable 3.960000000000 N N N N N N Legg Mason Inc. OWUNCC6U1ZJXMZKFBJ36 524901AT2 660000 PA USD 695067.65 0.0967672180 Long DBT CORP US N 2 2024-07-15 Fixed 3.950000000000 N N N N N N Liberty Mutual Group Inc. QUR0DG15Z6FFGYCHH861 53079EBJ2 551000 PA USD 571207.09 0.0795233687 Long DBT CORP US N 2 2050-10-15 Fixed 3.951000000000 N N N N N N Loews Corporation R8V1FN4M5ITGZOG7BS19 540424AQ1 630000 PA USD 641604.7 0.0893241138 Long DBT CORP US N 2 2023-05-15 Fixed 2.625000000000 N N N N N N The Mosaic Company 2YD5STGSJNMUB7H76907 61945CAC7 600000 PA USD 639647.89 0.0890516870 Long DBT CORP US N 2 2023-11-15 Fixed 4.250000000000 N N N N N N Motorola Solutions Inc. 6S552MUG6KGJVEBSEC55 620076BL2 618000 PA USD 669681.8 0.0932330036 Long DBT CORP US N 2 2028-02-23 Fixed 4.600000000000 N N N N N N National Retail Properties Inc. 5493008JKH5SOTI0JS97 637417AF3 660000 PA USD 679039.34 0.0945357590 Long DBT CORP US N 2 2023-04-15 Fixed 3.300000000000 N N N N N N NextEra Energy Capital Holdings Inc. UMI46YPGBLUE4VGNNT48 65339KAT7 660000 PA USD 700465.29 0.0975186767 Long DBT CORP US N 2 2027-05-01 Fixed 3.550000000000 N N N N N N The PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 693475AK1 595000 PA USD 631949.5 0.0879799183 Long DBT CORP US N 2 2021-08-01 Variable 6.750000000000 N N N N N N The PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 693475AY1 629000 PA USD 630734.72 0.0878107968 Long DBT CORP US N 2 2024-11-01 Fixed 2.200000000000 N N N N N N Broadcom Corp / Broadcom Cayman Finance Ltd N/A 11134LAP4 310000 PA USD 313604.44 0.0436599649 Long DBT CORP US N 2 2025-01-15 Fixed 3.125000000000 N N N N N N CHT 2017-COSMO MORTGAGE TRUST CHT 2017 CSMO D 144A N/A 12546DAL1 358000 PA USD 358219.35 0.0498712463 Long ABS-MBS CORP US N 2 2036-11-15 Floating 3.989750000000 N N N N N N COMM 2012-CCRE2 Mortgage Trust N/A 12624KAE6 9370024.38 PA USD 313791.81 0.0436860505 Long ABS-MBS CORP US N 2 2045-08-15 Variable 1.635232000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AY3 280000 PA USD 316400 0.0440491624 Long DBT CORP US N 2 2028-04-01 Fixed 7.500000000000 N N N N N N CSI COMPRESSCO LP / CSI COMPRE SR SECURED 144A 04/25 7.5 N/A 12652HAA6 323000 PA USD 317347.5 0.0441810732 Long DBT CORP US N 2 2025-04-01 Fixed 7.500000000000 N N N N N N CandW Senior Financing Designated Activity Company N/A 12674TAA4 315000 PA USD 336838.95 0.0468946701 Long DBT CORP IE N 2 2027-09-15 Fixed 6.875000000000 N N N N N N Capital One Financial Corporation ZUE8T73ROZOF6FLBAR73 14040HCA1 300000 PA USD 317957.27 0.0442659653 Long DBT CORP US N 2 2024-01-29 Fixed 3.900000000000 N N N N N N CEMEX S.A.B. de C.V. 549300RIG2CXWN6IV731 151290BS1 335000 PA USD 347565.85 0.0483880675 Long DBT CORP MX N 2 2025-05-05 Fixed 6.125000000000 N N N N N N Raymond James Financial Inc. RGUZHJ05YTITL6D76949 754730AF6 500000 PA USD 582904.21 0.0811518401 Long DBT CORP US N 2 2046-07-15 Fixed 4.950000000000 N N N N N N SBA Tower Trust N/A 78403DAF7 543000 PA USD 554641.43 0.0772170999 Long DBT CORP US N 2 2048-04-09 Fixed 3.722000000000 N N N N N N Credit Agricole S.A. N/A 225313AD7 310000 PA USD 353381.48 0.0491977187 Long DBT CORP FR N 2 2024-01-23 Variable 7.875000000000 N N N N N N Cydsa S.A.B. de C.V. N/A 232553AA5 350000 PA USD 359628.5 0.0500674279 Long DBT CORP MX N 2 2027-10-04 Fixed 6.250000000000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AV8 555000 PA USD 636832.11 0.0886596745 Long DBT CORP US N 2 2026-06-30 Fixed 5.875000000000 N N N N N N Sinopec Group Overseas Development (2015) Limited N/A 82938BAC4 550000 PA USD 567056.37 0.0789455061 Long DBT CORP VG N 2 2025-04-28 Fixed 3.250000000000 N N N N N N Sirius XM Radio Inc. WP5O65E6BMU84LNO4227 82967NBA5 577000 PA USD 608735 0.0847479989 Long DBT CORP US N 2 2027-08-01 Fixed 5.000000000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRU SMB 2019 B A2A 144A N/A 83192CAB3 591000 PA USD 593050.95 0.0825644678 Long ABS-O CORP US N 2 2037-06-15 Fixed 2.840000000000 N N N N N N Daimler Finance North America LLC 549300423Z16BB673J12 233851CB8 305000 PA USD 318147.88 0.0442925020 Long DBT CORP US N 2 2025-08-03 Fixed 3.500000000000 N N N N N N DIAMOND SPORTS GROUP LLC / DIA COMPANY GUAR 144A 08/27 6.625 N/A 25277LAC0 375000 PA USD 364687.5 0.0507717412 Long DBT CORP US N 2 2027-08-15 Fixed 6.625000000000 N N N N N SunTrust Student Loan Trust N/A 86800NAD2 669145.13 PA USD 644888.22 0.0897812450 Long ABS-O CORP US N 2 2037-10-28 Floating 2.125630000000 N N N N N N Syngenta Finance N.V. N/A 87164KAH7 535000 PA USD 558386.68 0.0777385131 Long DBT CORP NL N 2 2023-04-24 Fixed 4.441000000000 N N N N N N Taco Bell Funding LLC N/A 87342RAB0 682500 PA USD 687004.5 0.0956446674 Long ABS-O CORP US N 2 2046-05-25 Fixed 4.377000000000 N N N N N N Targa Resources Partners LP / Targa Resources Partners Finance Corp N/A 87612BBJ0 528000 PA USD 561000 0.0781023391 Long DBT CORP US N 2 2026-04-15 Fixed 5.875000000000 N N N N N N ERP Operating Limited Partnership DX5HQV5MLU50FEWZ5072 26884ABD4 300000 PA USD 315011.42 0.0438558445 Long DBT CORP US N 2 2025-06-01 Fixed 3.375000000000 N N N N N N Empresa de Transporte de Pasajeros Metro S.A. N/A 29246QAA3 340000 PA USD 363086.41 0.0505488376 Long DBT CORP CL N 2 2024-02-04 Fixed 4.750000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 6 A1A 144A N/A 89176LAA2 616289.33 PA USD 633929.07 0.0882555137 Long ABS-MBS CORP US N 2 2058-03-25 Variable 3.750000000000 N N N N N N TransDigm Inc. 88Q84GB3X55CF5OC7582 893647BJ5 705000 PA USD 712917.15 0.0992522228 Long DBT CORP US N 2 2027-11-15 Fixed 5.500000000000 N N N N N N ViacomCBS Inc. 5KYC8KF17ROCY24M3H09 92553PAP7 642000 PA USD 678954.43 0.0945239379 Long DBT CORP US N 2 2043-03-15 Fixed 4.375000000000 N N N N N N Vodafone Group Public Limited Company N/A 92857WBQ2 605000 PA USD 709874.78 0.0988286645 Long DBT CORP GB N 2 2079-04-04 Variable 7.000000000000 N N N N N N WaMu Mortgage Pass-Through Certificates Series 2005-AR2 Trust N/A 92922FD39 598844.77 PA USD 589848.27 0.0821185911 Long ABS-MBS CORP US N 2 2045-01-25 Floating 2.162000000000 N N N N N N YUM! Brands Inc. 549300JE8XHZZ7OHN517 988498AK7 600000 PA USD 594000 0.0826965944 Long DBT CORP US N 2 2043-11-01 Fixed 5.350000000000 N N N N N N Zimmer Biomet Holdings Inc. 2P2YLDVPES3BXQ1FRB91 98956PAF9 550000 PA USD 579483.11 0.0806755550 Long DBT CORP US N 2 2025-04-01 Fixed 3.550000000000 N N N N N N MEXICAN BONOS SR UNSECURED 12/23 8 N/A ED2028832 11861100 PA 653412.83 0.0909680400 Long DBT NUSS MX N 2 2023-12-07 Fixed 8.000000000000 N N N N N N Energy Transfer Operating L.P. 5493008K8W3OKZE54J59 29273RAZ2 300000 PA USD 334306.11 0.0465420484 Long DBT CORP US N 2 2043-10-01 Fixed 5.950000000000 N N N N N N Energy Transfer Operating L.P. 5493008K8W3OKZE54J59 29273RBF5 340000 PA USD 357011.63 0.0497031077 Long DBT CORP US N 2 2045-03-15 Fixed 5.150000000000 N N N N N N Enova International Inc. 549300O8XOCQSB49UO63 29357KAF0 345000 PA USD 326025 0.0453891535 Long DBT CORP US N 2 2025-09-15 Fixed 8.500000000000 N N N N N N ARCHROCK PARTNERS LP / ARCHROC COMPANY GUAR 10/22 6 N/A 30227CAD9 342000 PA USD 344565 0.0479702896 Long DBT CORP US N 2 2022-10-01 Fixed 6.000000000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS KAIV X1 N/A 3137ABFJ5 29065850.25 PA USD 327682.58 0.0456199215 Long ABS-MBS USGSE US N 2 2021-06-25 Variable 1.241471000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K021 X1 N/A 3137AUPF0 11736381.57 PA USD 351571.52 0.0489457363 Long ABS-MBS USGSE US N 2 2022-06-25 Variable 1.425081000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138W7GB4 343296.81 PA USD 355642.48 0.0495124948 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31405RM94 349333.41 PA USD 364309.68 0.0507191411 Long ABS-MBS USGSE US N 2 2034-08-01 Floating 4.022000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J8A60 331990.98 PA USD 350451.6 0.0487898212 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.500000000000 N N N N N N GLP Capital L.P. / GLP Financing II Inc. N/A 361841AH2 292000 PA USD 322776.8 0.0449369396 Long DBT CORP US N 2 2026-04-15 Fixed 5.375000000000 N N N N N N NRZ EXCESS SPREAD-COLLATERALIZ NZES 2018 PLS2 A 144A N/A 40423XAF9 317120.07 PA USD 317354.33 0.0441820241 Long ABS-O CORP US N 2 2023-02-25 Fixed 3.265000000000 N N N N N N Hilton Grand Vacations Trust 2017-A N/A 43283AAA3 339074.72 PA USD 340353.81 0.0473840084 Long ABS-O CORP US N 2 2028-12-26 Fixed 2.660000000000 N N N N N N Ing Bank N.V. 3TK20IVIUJ8J3ZU0QE75 449786AY8 280000 PA USD 310732.76 0.0432601700 Long DBT CORP NL N 2 2023-09-25 Fixed 5.800000000000 N N N N N N IRVINE CORE OFFICE TRUST 2013- ICOT 2013 IRV A2 144A N/A 46361TAC6 325000 PA USD 333700.64 0.0464577550 Long ABS-MBS CORP US N 2 2048-05-15 Variable 3.173100000000 N N N N N N J.P. Morgan Chase Commercial Mortgage Securities Trust 2012-HSBC N/A 46637YAC3 10179431.01 PA USD 321196.68 0.0447169555 Long ABS-MBS CORP US N 2 2032-07-05 Variable 1.430733000000 N N N N N N Kinder Morgan Energy Partners L.P. 549300PDHUGWPWGOT525 494550AL0 260000 PA USD 353859.25 0.0492642338 Long DBT CORP US N 2 2032-03-15 Fixed 7.750000000000 N N N N N N Lazard Group LLC FI94J2CJ1D7BIGVMS874 52107QAK1 295000 PA USD 321104.69 0.0447041486 Long DBT CORP US N 2 2029-03-11 Fixed 4.375000000000 N N N N N N MetLife Inc. C4BXATY60WC6XEOZDX54 59156RBM9 300000 PA USD 311868.05 0.0434182250 Long DBT CORP US N 2 2025-03-01 Fixed 3.000000000000 N N N N N N MMAF EQUIPMENT FINANCE LLC 201 MMAF 2019 A A3 144A N/A 60700FAE3 324000 PA USD 328569.08 0.0457433399 Long ABS-O CORP US N 2 2023-11-13 Fixed 2.840000000000 N N N N N N MORGAN STANLEY CAPITAL I TRUST MSC 2017 CLS D 144A N/A 61691LAL3 368000 PA USD 367999.34 0.0512328151 Long ABS-MBS CORP US N 2 2034-11-15 Floating 3.139750000000 N N N N N N MVW OWNER TRUST 2018-1 MVWOT 2018 1A A 144A N/A 62848BAA9 310471.95 PA USD 319012.72 0.0444129049 Long ABS-O CORP US N 2 2036-01-21 Fixed 3.450000000000 N N N N N N NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 144A 06/26 3.875 N/A 62954HAA6 325000 PA USD 344382.33 0.0479448583 Long DBT CORP NL N 2 2026-06-18 Fixed 3.875000000000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAD9 359000 PA USD 369126.84 0.0513897854 Long DBT CORP GB N 2 2023-04-26 Variable 3.622000000000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAE7 290000 PA USD 311118.2 0.0433138309 Long DBT CORP GB N 2 2030-07-18 Variable 3.960000000000 N N N N N N NEXTGEAR FLOORPLAN MASTER OWNE NFMOT 2018 2A A2 144A N/A 65341KBD7 350000 PA USD 359060.84 0.0499883984 Long ABS-O CORP US N 2 2023-10-15 Fixed 3.690000000000 N N N N N N NextEra Energy Operating Partners LP N/A 65342QAL6 323000 PA USD 324211.25 0.0451366435 Long DBT CORP US N 2 2026-10-15 Fixed 3.875000000000 N N N N N N Nippon Life Insurance Company 549300Y0HHMFW3EVWY08 654579AD3 315000 PA USD 344137.5 0.0479107731 Long DBT CORP JP N 2 2044-10-16 Variable 5.100000000000 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599CH6 310000 PA USD 318005.46 0.0442726743 Long DBT CORP US N 2 2026-04-15 Fixed 3.400000000000 N N N N N N Owens Corning JO5M6676RDJIZ2U8X907 690742AJ0 311000 PA USD 323282.34 0.0450073208 Long DBT CORP US N 2 2029-08-15 Fixed 3.950000000000 N N N N N N PFS Financing Corp. N/A 69335PCQ6 350000 PA USD 352674.53 0.0490992972 Long ABS-O CORP US N 2 2023-02-15 Fixed 2.890000000000 N N N N N N The PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 693475AM7 315000 PA USD 326812.5 0.0454987891 Long DBT CORP US N 2 2023-06-01 Variable 4.850000000000 N N N N N N PARSLEY ENERGY LLC / PARSLEY F COMPANY GUAR 144A 10/27 5.625 N/A 701885AH8 310000 PA USD 327825 0.0456397492 Long DBT CORP US N 2 2027-10-15 Fixed 5.625000000000 N N N N N N QVC Inc. 549300WBLU5NKPX5X472 747262AK9 315000 PA USD 324957.71 0.0452405655 Long DBT CORP US N 2 2023-03-15 Fixed 4.375000000000 N N N N N N QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 04/48 5.103 N/A 74727PAY7 255000 PA USD 327621.45 0.0456114110 Long DBT NUSS QA N 2 2048-04-23 Fixed 5.103000000000 N N N N N N Quicken Loans Inc. 549300FGXN1K3HLB1R50 74840LAA0 345000 PA USD 356643.75 0.0496518915 Long DBT CORP US N 2 2025-05-01 Fixed 5.750000000000 N N N N N N RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/29 4.625 N/A 76120HAA5 300000 PA USD 316264.46 0.0440302925 Long DBT CORP US N 2 2029-04-16 Fixed 4.625000000000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AS5 336000 PA USD 369487.37 0.0514399784 Long DBT CORP US N 2 2027-03-15 Fixed 5.000000000000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AU0 293000 PA USD 310229.78 0.0431901452 Long DBT CORP US N 2 2028-03-15 Fixed 4.200000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 00206RCN0 700000 PA USD 733199.19 0.1020758855 Long DBT CORP US N 2 2025-05-15 Fixed 3.400000000000 N N N N N N Santander UK Group Holdings plc 549300F5XIFGNNW4CF72 80281LAA3 345000 PA USD 370179.54 0.0515363422 Long DBT CORP GB N 2 2025-09-15 Fixed 4.750000000000 N N N N N N Santander Holdings USA Inc. 549300SMVCQN2P0O6I58 80282KAS5 360000 PA USD 368902.71 0.0513585821 Long DBT CORP US N 2 2023-01-18 Fixed 3.400000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 00206RHQ8 716000 PA USD 851879.87 0.1185985927 Long DBT CORP US N 2 2024-02-01 Fixed 7.570000000000 N N N N N N ARL First LLC N/A 00213RAB9 900000 PA USD 921519 0.1282937423 Long ABS-O CORP US N 2 2042-12-15 Fixed 3.810000000000 N N N N N N Select Medical Corporation N/A 816196AT6 299000 PA USD 323673.48 0.0450617752 Long DBT CORP US N 2 2026-08-15 Fixed 6.250000000000 N N N N N N Sprint Corporation 549300ZTTY7CXOLJ6539 85207UAF2 305000 PA USD 336515.65 0.0468496603 Long DBT CORP US N 2 2023-09-15 Fixed 7.875000000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824BF6 680000 PA USD 742516.05 0.1033729774 Long DBT CORP US N 2 2026-11-30 Fixed 3.750000000000 N N N N N N Amazon.com Inc. ZXTILKJKG63JELOEG630 023135BC9 760000 PA USD 803587.16 0.1118752886 Long DBT CORP US N 2 2027-08-22 Fixed 3.150000000000 N N N N N N American International Group Inc. ODVCVCQG2BP6VHV36M30 026874DH7 830000 PA USD 888804.35 0.1237392135 Long DBT CORP US N 2 2026-04-01 Fixed 3.900000000000 N N N N N N American Tower Corporation 5493006ORUSIL88JOE18 029912BE1 800000 PA USD 854315.34 0.1189376585 Long DBT CORP US N 2 2021-11-01 Fixed 5.900000000000 N N N N N N Sunoco Logistics Partners Operations L.P. 5493006LL0CKP8WQW329 86765BAV1 324000 PA USD 351330.9 0.0489122372 Long DBT CORP US N 2 2047-10-01 Fixed 5.400000000000 N N N N N N Teekay Offshore Partners L.P./Teekay Offshore Finance Corp. N/A 87901BAB8 347000 PA USD 343464.07 0.0478170183 Long DBT CORP BM N 2 2023-07-15 Fixed 8.500000000000 N N N N N N TIM S.p.A. 549300W384M3RI3VXU42 87927YAA0 335000 PA USD 360125 0.0501365506 Long DBT CORP IT N 2 2024-05-30 Fixed 5.303000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 1 A1 144A N/A 89177BAA3 306918.96 PA USD 318468.57 0.0443371484 Long ABS-MBS CORP US N 2 2058-03-25 Variable 3.750000000000 N N N N N N American Tower Corporation 5493006ORUSIL88JOE18 03027XAD2 670000 PA USD 737470.21 0.1026704963 Long DBT CORP US N 2 2024-02-15 Fixed 5.000000000000 N N N N N N Anadarko Petroleum Corporation B78FQ7XBQFLP4AYJ6F79 032511BN6 800000 PA USD 853596.33 0.1188375580 Long DBT CORP US N 2 2026-03-15 Fixed 5.550000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 4 A1 144A N/A 89178BAA2 354086.47 PA USD 355908.88 0.0495495830 Long ABS-MBS CORP US N 2 2059-10-25 Variable 2.900000000000 N N N N N N Twin River Worldwide Holdings Inc. N/A 90171VAA3 353000 PA USD 368885 0.0513561165 Long DBT CORP US N 2 2027-06-01 Fixed 6.750000000000 N N N N N N Anheuser-Busch InBev Worldwide Inc. 549300CRGMZK3K53BF92 03523TBT4 730000 PA USD 818021.6 0.1138848492 Long DBT CORP US N 2 2048-10-06 Fixed 4.439000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 060505EU4 680000 PA USD 785400 0.1093432748 Long DBT CORP US N 2 2026-03-10 Variable 6.300000000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 90352JAF0 323000 PA USD 352877.5 0.0491275547 Long DBT CORP CH N 2 2024-01-31 Variable 7.000000000000 N N N N N N UNITED AIRLINES 2019-1 CLASS A PASS THRU CE 08/31 4.55 N/A 90931EAA2 308663.74 PA USD 333436.63 0.0464209996 Long DBT CORP US N 2 2033-02-25 Fixed 4.550000000000 N N N N N N Boardwalk Pipelines LP 549300W6AQ2GHHCGL606 096630AC2 850000 PA USD 866784.77 0.1206736507 Long DBT CORP US N 2 2023-02-01 Fixed 3.375000000000 N N N N N N Brinker International Inc. N/A 109641AG5 740000 PA USD 749250 0.1043104770 Long DBT CORP US N 2 2023-05-15 Fixed 3.875000000000 N N N N N N Bristol-Myers Squibb Company HLYYNH7UQUORYSJQCN42 110122BZ0 845000 PA USD 871808.06 0.1213729924 Long DBT CORP US N 2 2024-07-26 Fixed 2.900000000000 N N N N N N COMM 2014-CCRE15 MORTGAGE TRUS COMM 2014 CR15 C N/A 12591RBF6 800000 PA USD 856852.64 0.1192909010 Long ABS-MBS CORP US N 2 2047-02-10 Variable 4.747147000000 N N N N N N Universal Health Services Inc. 549300YGMGQDO0NMJD09 913903AR1 310000 PA USD 313100 0.0435897369 Long DBT CORP US N 2 2022-08-01 Fixed 4.750000000000 N N N N N N VNDO 2013-PENN MORTGAGE TRUST VNDO 2013 PENN D 144A N/A 91830MAL0 347000 PA USD 348953.16 0.0485812086 Long ABS-MBS CORP US N 2 2029-12-13 Variable 3.947160000000 N N N N N N Ventas Realty Limited Partnership 32SXKSJ72K64GM3HOU64 92277GAE7 343000 PA USD 357886.19 0.0498248638 Long DBT CORP US N 2 2025-02-01 Fixed 3.500000000000 N N N N N N VERUS SECURITIZATION TR 10/58 1 N/A 92537BAA2 364121.84 PA USD 367715.8 0.0511933407 Long ABS-MBS CORP US N 2 2058-10-25 Variable 4.108000000000 N N N N N N COMM 2014-CCRE20 MORTGAGE TRUS COMM 2014 CR20 A3 N/A 12592LBH4 730000 PA USD 760770.52 0.1059143621 Long ABS-MBS CORP US N 2 2047-11-10 Fixed 3.326000000000 N N N N N N CREDIT SUISSE MORTGAGE CAPITAL CSMC 2019 ICE4 D 144A N/A 12653VAG1 760000 PA USD 760681.57 0.1059019785 Long ABS-MBS CORP US N 2 2036-05-15 Floating 3.339750000000 N N N N N N WaMu Mortgage Pass-Through Certificates Series 2005-AR8 N/A 92922FS25 357294.68 PA USD 354001.57 0.0492840475 Long ABS-MBS CORP US N 2 2045-07-25 Floating 2.512000000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAG WFCM 2013 120B C 144A N/A 94988LAJ1 344000 PA USD 343279.77 0.0477913601 Long ABS-MBS CORP US N 2 2028-03-18 Variable 2.709600000000 N N N N N N CenterPoint Energy Houston Electric LLC 549300S8SEQBOJLKHW63 15189XAD0 535000 PA USD 753377.1 0.1048850512 Long DBT CORP US N 2 2033-03-15 Fixed 6.950000000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A 161175BA1 675000 PA USD 841779.21 0.1171923802 Long DBT CORP US N 2 2045-10-23 Fixed 6.484000000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A 161175BK9 712000 PA USD 758121.96 0.1055456300 Long DBT CORP US N 2 2028-03-15 Fixed 4.200000000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A 161175BN3 775000 PA USD 902620.86 0.1256627460 Long DBT CORP US N 2 2048-04-01 Fixed 5.750000000000 N N N N N N WPX Energy Inc. ZXZE9GCS2BB547GJW219 98212BAJ2 341000 PA USD 359755 0.0500850392 Long DBT CORP US N 2 2027-10-15 Fixed 5.250000000000 N N N N N YUM! Brands Inc. 549300JE8XHZZ7OHN517 988498AD3 292000 PA USD 338720 0.0471565496 Long DBT CORP US N 2 2037-11-15 Fixed 6.875000000000 N N N N N N Cimarex Energy Co. 11KYOFXPU1C4CQL1CL44 171798AC5 745000 PA USD 786376.25 0.1094791881 Long DBT CORP US N 2 2024-06-01 Fixed 4.375000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967KJ9 701000 PA USD 771060.05 0.1073468690 Long DBT CORP US N 2 2026-03-09 Fixed 4.600000000000 N N N N N N COMUNICACIONES CELULARES SA VI SR UNSECURED 144A 02/24 6.875 N/A 200303AA3 700000 PA USD 717507 0.0998912211 Long DBT CORP KY N 2 2024-02-06 Fixed 6.875000000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NCE9 761000 PA USD 845221.74 0.1176716488 Long DBT CORP US N 2 2049-11-01 Fixed 3.999000000000 N N N N N N ConocoPhillips Company 6VJJ5GQWIRDQ06DUXG89 20826FAR7 575000 PA USD 820711.9 0.1142593924 Long DBT CORP US N 2 2046-03-15 Fixed 5.950000000000 N N N N N N DELL INTERNATIONAL LLC / EMC C SR SECURED 144A 07/46 8.35 N/A 25272KAR4 663000 PA USD 911403.45 0.1268854569 Long DBT CORP US N 2 2046-07-15 Fixed 8.350000000000 N N N N N N Dollar Tree Inc. 549300PMSTQITB1WHR43 256746AH1 841000 PA USD 901068.9 0.1254466823 Long DBT CORP US N 2 2028-05-15 Fixed 4.200000000000 N N N N N N Domino's Pizza Master Issuer LLC N/A 25755TAG5 980000 PA USD 980784 0.1365446071 Long ABS-O CORP US N 2 2047-07-25 Fixed 3.082000000000 N N N N N N Edison International N/A 281020AQ0 700000 PA USD 716409.97 0.0997384927 Long DBT CORP US N 2 2024-11-15 Fixed 3.550000000000 N N N N N N Enbridge Energy Partners L.P. CZ6VG2MNE1J6YDI02G48 29250RAP1 600000 PA USD 859178.69 0.1196147333 Long DBT CORP US N 2 2038-04-15 Fixed 7.500000000000 N N N N N N Energy Transfer Operating L.P. 5493008K8W3OKZE54J59 29273RAX7 1000000 PA USD 1010626.12 0.1406992227 Long DBT CORP US N 2 2020-10-01 Fixed 4.150000000000 N N N N N N Equinix Inc. 549300EVUN2BTLJ3GT74 29444UBD7 1000000 PA USD 1001750 0.1394634906 Long DBT CORP US N 2 2026-11-18 Fixed 2.900000000000 N N N N N N Expedia Group Inc. CI7MUJI4USF3V0NJ1H64 30212PAP0 743000 PA USD 757155.75 0.1054111143 Long DBT CORP US N 2 2028-02-15 Fixed 3.800000000000 N N N N N N FREMF 2011-K10 MORTGAGE TRUST FREMF 2011 K10 B 144A N/A 30261YAL0 1000000 PA USD 1016162.1 0.1414699410 Long ABS-MBS CORP US N 2 2049-11-25 Variable 4.621896000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YBW8 1651000 PA USD 1678529.43 0.2336846252 Long DBT CORP US N 2 2029-11-21 Fixed 3.200000000000 N N N N N N FREMF 2011-K11 MORTGAGE TRUST FREMF 2011 K11 B 144A N/A 30262BAL9 875000 PA USD 888472.55 0.1236930203 Long ABS-MBS CORP US N 2 2048-12-25 Variable 4.417849000000 N N N N N N FREDDIE MAC GOLD POOL FG 12/45 FIXED 3 N/A 31335AMG0 719995.17 PA USD 743405.74 0.1034968399 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 10/46 FIXED 3.5 N/A 31335AZ84 972275.33 PA USD 1024828.76 0.1426765122 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.500000000000 N N N N N N FANNIE MAE REMICS FNR 2012 38 PA N/A 3136A42X6 836864.66 PA USD 831217.33 0.1157219568 Long ABS-MBS USGSE US N 2 2041-09-25 Fixed 2.000000000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K021 A2 N/A 3137AUPE3 1000000 PA USD 1008000.1 0.1403336286 Long ABS-MBS USGSE US N 2 2022-06-25 Fixed 2.396000000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS KIR3 A1 N/A 3137FBAB2 695000 PA USD 721162.3 0.1004001114 Long ABS-MBS USGSE US N 2 2027-08-25 Fixed 3.038000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138ARZ23 912024.64 PA USD 977403.76 0.1360740105 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EHB76 922092.27 PA USD 990210.18 0.1378569185 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.000000000000 N N N N N N AMERICOLD 2010 LLC ACRE 2010 ARTA C 144A N/A 03063NAN7 1350000 PA USD 1382793.26 0.1925122783 Long ABS-MBS CORP US N 2 2029-01-14 Fixed 6.811000000000 N N N N N N AMERICOLD 2010 LLC ACRE 2010 ARTA D 144A N/A 03063NAR8 1789000 PA USD 1837515.89 0.2558186973 Long ABS-MBS CORP US N 2 2029-01-14 Fixed 7.443000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WASP3 705597.08 PA USD 760147.28 0.1058275947 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31403C6L0 810665.96 PA USD 892770.37 0.1242913622 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 5.000000000000 N N N N N N Arizona Public Service Company YG6VT0TPHRH4TFVAQV64 040555CH5 1118000 PA USD 1370326.03 0.1907765923 Long DBT CORP US N 2 2035-09-01 Fixed 5.500000000000 N N N N N N Assurant Inc. H3F39CAXWQRVWURFXL38 04621XAF5 1260000 PA USD 1316931.03 0.1833429481 Long DBT CORP US N 2 2023-03-15 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JATG3 756527.07 PA USD 774986.03 0.1078934434 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JVS52 820031.34 PA USD 833889.54 0.1160939815 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140Q75R4 777316.36 PA USD 812523.58 0.1131194157 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140Q7NZ6 967712.36 PA USD 1003982.99 0.1397743671 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QBTF5 740332.07 PA USD 758627.23 0.1056159736 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X47C4 707263.14 PA USD 724741.1 0.1008983514 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.000000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GHC6 1149000 PA USD 1176689.29 0.1638185133 Long DBT CORP US N 2 2023-12-20 Variable 3.004000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GHD4 1087000 PA USD 1139928.16 0.1587006341 Long DBT CORP US N 2 2028-12-20 Variable 3.419000000000 N N N N N N Broadcom Corp / Broadcom Cayman Finance Ltd N/A 11134LAH2 1750000 PA USD 1815899.77 0.2528093042 Long DBT CORP US N 2 2027-01-15 Fixed 3.875000000000 N N N N N N CD 2017-CD3 MORTGAGE TRUST CD 2017 CD3 A4 N/A 12515GAD9 1800000 PA USD 1925412.12 0.2680555977 Long ABS-MBS CORP US N 2 2050-02-10 Fixed 3.631000000000 N N N N N N Cigna Holding Company 45RS2W538ZOGNWLVIX82 125509BP3 1100000 PA USD 1124086.59 0.1564951730 Long DBT CORP US N 2 2021-03-15 Fixed 4.500000000000 N N N N N N COMM 2013-WWP Mortgage Trust 549300CJNWCNIHR7IT87 12625CAC7 1400000 PA USD 1454785.78 0.2025350665 Long ABS-MBS CORP US N 2 2031-03-10 Fixed 3.424400000000 N N N N N N COMM 2013-CCRE8 Mortgage Trust 549300NGGFIEJ2ER3D22 12625KAL9 1000000 PA USD 1039088.7 0.1446617790 Long ABS-MBS CORP US N 2 2046-06-10 Variable 3.816706000000 N N N N N N CVS PASS-THROUGH TRUST SERIES PASS THRU CE 144A 07/31 8.353 N/A 126659AA9 968671.59 PA USD 1234367.97 0.1718485308 Long DBT CORP US N 2 2031-07-10 Fixed 8.353000000000 N N N N N N Cameron International Corporation P2PV5Z2Z2UKRY3P3V155 13342BAF2 1178000 PA USD 1431886.21 0.1993469917 Long DBT CORP US N 2 2041-06-01 Fixed 5.950000000000 N N N N N N Capital One Financial Corporation ZUE8T73ROZOF6FLBAR73 14040HBD6 1338000 PA USD 1389600.6 0.1934599952 Long DBT CORP US N 2 2023-06-15 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X5CA9 778722.9 PA USD 793829.81 0.1105168717 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31410KSS4 803492.32 PA USD 880083.7 0.1225251258 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31416WPV8 679130.31 PA USD 738084.66 0.1027560399 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.500000000000 N N N N N N Foothill/Eastern Transportation Corridor Agency N/A 345105JE1 1000000 PA USD 998350 0.1389901431 Long DBT MUN US N 2 2049-01-15 Fixed 4.094000000000 N N N N N N CenturyLink Inc. 8M3THTGWLTYZVE6BBY25 156700AM8 1000000 PA USD 1045000 0.1454847493 Long DBT CORP US N 2 2039-09-15 Fixed 7.600000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967FT3 1000000 PA USD 1048231.77 0.1459346759 Long DBT CORP US N 2 2022-01-14 Fixed 4.500000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397VU4 794000 PA USD 831054.15 0.1156992389 Long DBT CORP US N 2 2021-08-02 Fixed 5.875000000000 N N N N N N Fortive Corporation 549300MU9YQJYHDQEF63 34959JAG3 700000 PA USD 715651.61 0.0996329140 Long DBT CORP US N 2 2026-06-15 Fixed 3.150000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967GT2 1060000 PA USD 1102690.86 0.1535164625 Long DBT CORP US N 2 2023-05-15 Fixed 3.500000000000 N N N N N N DB Master Finance LLC N/A 233046AJ0 1039775 PA USD 1061974.2 0.1478478950 Long ABS-O CORP US N 2 2049-05-20 Fixed 3.787000000000 N N N N N N BARCLAYS REPO REPO N/A 977HDM000 355000 PA USD 355000 0.0494230488 Long RA CORP US N 2 Repurchase Y 1.500000000000000 2020-01-02 360241.68 USD 362133.661429224 USD UST N N N GATX Corporation 549300IHYHCQP2PIR591 361448AZ6 800000 PA USD 836244.18 0.1164217942 Long DBT CORP US N 2 2027-03-30 Fixed 3.850000000000 N N N N N N GE Capital International Funding Company Unlimited Company 549300G6UZOB126GBY72 36164QNA2 677000 PA USD 720853.26 0.1003570869 Long DBT CORP IE N 2 2035-11-15 Fixed 4.418000000000 N N N N N N Deutsche Telekom International Finance B.V. N/A 25156PAC7 758000 PA USD 1112503.36 0.1548825574 Long DBT CORP NL N 2 2030-06-15 Fixed 8.750000000000 N N N N N N Devon Energy Corporation 54930042348RKR3ZPN35 25179SAD2 874000 PA USD 1216105.29 0.1693060031 Long DBT CORP US N 2 2031-09-30 Fixed 7.875000000000 N N N N N N GS Mortgage Securities Corporation II N/A 36192CAN5 859800 PA USD 886703.57 0.1234467432 Long ABS-MBS CORP US N 2 2046-02-10 Variable 4.285000000000 N N N N N N General Motors Financial Company Inc. 5493008B6JBRUJ90QL97 37045XAS5 929000 PA USD 975925.39 0.1358681921 Long DBT CORP US N 2 2025-01-15 Fixed 4.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 11/43 FIXED 4 N/A 3128M9YE6 1107441.52 PA USD 1192745.41 0.1660538440 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC POOL FR 06/49 FIXED 3.5 N/A 31329QZD6 1061758.37 PA USD 1103544.72 0.1536353368 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.500000000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 38141GWB6 962000 PA USD 1023107.14 0.1424368285 Long DBT CORP US N 2 2027-01-26 Fixed 3.850000000000 N N N N N N Healthpeak Properties Inc. PZ9HF5U52KPF0MH0QN75 40414LAL3 800000 PA USD 850421.5 0.1183955586 Long DBT CORP US N 2 2024-08-15 Fixed 3.875000000000 N N N N N N FREDDIE MAC GOLD POOL FG 09/41 FIXED 4.5 N/A 3132GJCZ0 1078230.14 PA USD 1169196.54 0.1627753737 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 10/41 FIXED 4.5 N/A 3132GJWK1 1307604.8 PA USD 1417922.71 0.1974029952 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.500000000000 N N N N N N HILTON ORLANDO TRUST 2018-ORL HILT 2018 ORL B 144A N/A 432885AG6 1000000 PA USD 999434.1 0.1391410713 Long ABS-MBS CORP US N 2 2034-12-15 Floating 2.789750000000 N N N N N N J.B. Hunt Transport Services Inc. 549300XCD1MPI1C5GK90 445658CD7 700000 PA USD 737831.4 0.1027207811 Long DBT CORP US N 2 2024-03-15 Fixed 3.850000000000 N N N N N N FREDDIE MAC GOLD POOL FG 03/43 FIXED 3 N/A 3132J7YK2 1217475.28 PA USD 1262007.36 0.1756964827 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 11/47 FIXED 4 N/A 3132XUSA4 1281215.81 PA USD 1345872.88 0.1873722283 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 04/47 FIXED 3 N/A 31335BD45 1279299.39 PA USD 1316498.09 0.1832826743 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 11/47 FIXED 3.5 N/A 31335BKF2 1454865.97 PA USD 1515318.56 0.2109624314 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.500000000000 N N N N N N InSite Issuer LLC N/A 45780KAD8 750000 PA USD 753134.63 0.1048512946 Long ABS-O CORP US N 2 2046-11-15 Fixed 2.883000000000 N N N N N N Invesco Finance PLC 549300OYQ3LAJYXXO449 46132FAA8 850000 PA USD 873449.46 0.1216015079 Long DBT CORP GB N 2 2022-11-30 Fixed 3.125000000000 N N N N N N FREDDIE MAC GOLD POOL FG 08/48 FIXED 4 N/A 31335BXJ0 1092640.51 PA USD 1158024.56 0.1612200123 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 12/48 FIXED 4 N/A 31335CEV2 1489175.27 PA USD 1557346.59 0.2168135677 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.000000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46625HRV4 725000 PA USD 746514.46 0.1039296355 Long DBT CORP US N 2 2026-10-01 Fixed 2.950000000000 N N N N N N Kinder Morgan Energy Partners L.P. 549300PDHUGWPWGOT525 494550AQ9 603000 PA USD 805893.68 0.1121964019 Long DBT CORP US N 2 2033-08-15 Fixed 7.300000000000 N N N N N N Legg Mason Inc. OWUNCC6U1ZJXMZKFBJ36 524901AV7 825000 PA USD 902313.34 0.1256199331 Long DBT CORP US N 2 2026-03-15 Fixed 4.750000000000 N N N N N N Lennox International Inc. S7DWAC87RDMPBF77GJ92 526107AD9 800000 PA USD 813613.59 0.1132711667 Long DBT CORP US N 2 2023-11-15 Fixed 3.000000000000 N N N N N N Lincoln National Corporation EFQMQROEDSNBRIP7LE47 534187AY5 1000000 PA USD 1004613.94 0.1398622079 Long DBT CORP US N 2 2020-02-15 Fixed 6.250000000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 53944YAF0 935000 PA USD 1020472.4 0.1420700204 Long DBT CORP GB N 2 2025-05-08 Fixed 4.450000000000 N N N N N N Loews Corporation R8V1FN4M5ITGZOG7BS19 540424AS7 825000 PA USD 885424.02 0.1232686044 Long DBT CORP US N 2 2026-04-01 Fixed 3.750000000000 N N N N N N M.D.C. Holdings Inc. N/A 552676AR9 670000 PA USD 728625 0.1014390674 Long DBT CORP US N 2 2024-01-15 Fixed 5.500000000000 N N N N N N Federal Home Loan Bank Discount Notes N/A 313384RG6 1708000 PA USD 1708000 0.2377875137 Long DBT USGSE US N 2 2020-01-02 None 0.000000000000 N N N N N N Freddie Mac Discount Notes S6XOOCT0IEG5ABCC6L87 313396RG0 1841000 PA USD 1841000 0.2563037546 Long DBT USGSE US N 2 2020-01-02 None 0.000000000000 N N N N N N FREDDIE MAC POOL FR 12/49 FIXED 3.5 N/A 3133KHCR5 1037835.36 PA USD 1075436.97 0.1497221799 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EGNK6 1512097.83 PA USD 1639580.68 0.2282621859 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138MPDV4 1357280.34 PA USD 1403546.09 0.1954014843 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WJTD0 1057912.61 PA USD 1088023.02 0.1514744080 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC REMICS FHR 3632 AP N/A 31398WR63 1042158.98 PA USD 1066752.06 0.1485130680 Long ABS-MBS USGSE US N 2 2040-02-15 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31403C5R8 1283111.65 PA USD 1467731.66 0.2043373901 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.000000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAU4 927000 PA USD 933952.5 0.1300247324 Long DBT CORP US N 2 2023-02-15 Variable 6.875000000000 N N N N N N Marathon Oil Corporation 1FRVQX2CRLGC1XLP5727 565849AB2 785000 PA USD 995495.14 0.1385926899 Long DBT CORP US N 2 2032-03-15 Fixed 6.800000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J7LP8 1247369.46 PA USD 1282872.21 0.1786012841 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JVC26 1361389.36 PA USD 1407310.11 0.1959255106 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JVSJ2 1400639.62 PA USD 1449197.41 0.2017570545 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140Q9WT6 1121306.04 PA USD 1190474.59 0.1657377008 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.000000000000 N N N N N N Microchip Technology Incorporated 5493007PTFULNYZJ1R12 595017AP9 972000 PA USD 1026206.55 0.1428683279 Long DBT CORP US N 2 2023-06-01 Fixed 4.333000000000 N N N N N N Micron Technology Inc. B3DXGBC8GAIYWI2Z0172 595112BP7 970000 PA USD 1037504.07 0.1444411670 Long DBT CORP US N 2 2027-02-15 Fixed 4.185000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QCBQ8 1594235.62 PA USD 1625661.35 0.2263243388 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X43Z7 1019052.17 PA USD 1043916.64 0.1453339241 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.000000000000 N N N N N N Mid-America Apartments L.P. 549300FXWGE3QSYCUJ38 59523UAQ0 700000 PA USD 763639.73 0.1063138131 Long DBT CORP US N 2 2029-03-15 Fixed 3.950000000000 N N N N N N MORGAN STANLEY BANK OF AMERICA MSBAM 2013 C7 AS N/A 61690KAG7 1000000 PA USD 1014394.2 0.1412238143 Long ABS-MBS CORP US N 2 2046-02-15 Fixed 3.214000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YDU6 900000 PA USD 950095.94 0.1322722198 Long DBT CORP US N 2 2023-05-22 Fixed 4.100000000000 N N N N N N Mylan N.V. 549300A0CD4KNFGIIS89 62854AAN4 800000 PA USD 833203.64 0.1159984906 Long DBT CORP US N 2 2026-06-15 Fixed 3.950000000000 N N N N N N NXP B.V. N/A 62947QAV0 710000 PA USD 758562.51 0.1056069633 Long DBT CORP NL N 2 2023-06-01 Fixed 4.625000000000 N N N N N N Newfield Exploration Company T8W3X1PFLPW2YE0UIP44 651290AQ1 842000 PA USD 924493.06 0.1287077905 Long DBT CORP US N 2 2024-07-01 Fixed 5.625000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X44J2 1089328.17 PA USD 1107737.38 0.1542190383 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X4PP5 1639302.13 PA USD 1662395.14 0.2314384117 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 3.000000000000 N N N N N N Oncor Electric Delivery Company LLC 549300SP2X2BS1KERD24 68233JAR5 750000 PA USD 783820.02 0.1091233102 Long DBT CORP US N 2 2022-06-01 Fixed 4.100000000000 N N N N N N Petrobras Global Finance B.V. 549300FNENFFSMO3GT38 71647NBF5 849000 PA USD 909711.99 0.1266499721 Long DBT CORP NL N 2 2030-01-15 Fixed 5.093000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X4XS0 1286483.85 PA USD 1319481.65 0.1836980451 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417BZ91 1562255.46 PA USD 1672782.22 0.2328844995 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.000000000000 N N N N N N Plains All American Pipeline L.P. and PAA Finance Corp. N/A 72650RBH4 750000 PA USD 745395.61 0.1037738694 Long DBT CORP US N 2 2045-02-15 Fixed 4.900000000000 N N N N N N Prudential Financial Inc. 5PRBRS5FEH7NREC8OR45 744320AL6 732000 PA USD 786900 0.1095521045 Long DBT CORP US N 2 2042-09-15 Variable 5.875000000000 N N N N N N Fomento Economico Mexicano S.A.B. de C.V. 549300A8MDWDJNMLV153 344419AB2 1000000 PA USD 1102486.92 0.1534880700 Long DBT CORP MX N 2 2043-05-10 Fixed 4.375000000000 N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397XL2 1179000 PA USD 1194352.03 0.1662775174 Long DBT CORP US N 2 2025-08-04 Fixed 4.134000000000 N N N N N N Reckson Operating Partnership L.P. N/A 75625AAB0 775000 PA USD 783537.17 0.1090839318 Long DBT CORP US N 2 2020-03-15 Fixed 7.750000000000 N N N N N N The Royal Bank Of Scotland Group Public Limited Company N/A 780097BB6 740000 PA USD 800162 0.1113984383 Long DBT CORP GB N 2 2021-08-15 Variable 8.625000000000 N N N N N N The Royal Bank Of Scotland Group Public Limited Company N/A 780097BD2 915000 PA USD 958265.46 0.1334095792 Long DBT CORP GB N 2 2023-09-12 Fixed 3.875000000000 N N N N N N Santander Holdings USA Inc. 549300SMVCQN2P0O6I58 80282KAW6 745000 PA USD 765874.77 0.1066249751 Long DBT CORP US N 2 2024-06-07 Fixed 3.500000000000 N N N N N N General Electric Company 3C7474T6CDKPR9K6YT90 369604BD4 1100000 PA USD 1114613.94 0.1551763920 Long DBT CORP US N 2 2022-10-09 Fixed 2.700000000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 38141GRD8 1200000 PA USD 1249226.87 0.1739171847 Long DBT CORP US N 2 2023-01-22 Fixed 3.625000000000 N N N N N N Santander Holdings USA Inc. 549300SMVCQN2P0O6I58 80282KAY2 786000 PA USD 793793.8 0.1105118584 Long DBT CORP US N 2 2026-10-05 Fixed 3.244000000000 N N N N N N SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED 144A 04/29 4.375 N/A 80413TAK5 640000 PA USD 717561.6 0.0998988225 Long DBT NUSS SA N 2 2029-04-16 Fixed 4.375000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46625HJD3 1300000 PA USD 1364580.78 0.1899767394 Long DBT CORP US N 2 2022-01-24 Fixed 4.500000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46625HJJ0 1250000 PA USD 1298289.11 0.1807476227 Long DBT CORP US N 2 2023-05-01 Fixed 3.375000000000 N N N N N N TTX Company 549300I8CNSYS1OGX775 87305QCM1 700000 PA USD 787410.36 0.1096231568 Long DBT CORP US N 2 2046-07-01 Fixed 4.200000000000 N N N N N N Unitedhealth Group Incorporated 549300GHBMY8T5GXDE41 91324PAR3 540000 PA USD 715625.69 0.0996293054 Long DBT CORP US N 2 2036-03-15 Fixed 5.800000000000 N N N N N N USB Capital IX N/A 91731KAA8 1045000 PA USD 914375 0.1272991557 Long DBT CORP US N 2 2020-01-31 Variable 3.500000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VCK8 760000 PA USD 940600.24 0.1309502298 Long DBT CORP US N 2 2046-08-21 Fixed 4.862000000000 N N N N N N Jefferies Financial Group Inc. 549300HOF34RGOJ5YL07 527288BE3 1330000 PA USD 1445450 0.2012353406 Long DBT CORP US N 2 2023-10-18 Fixed 5.500000000000 N N N N N N Liberty Mutual Group Inc. QUR0DG15Z6FFGYCHH861 53079EBE3 1000000 PA USD 1061988.08 0.1478498274 Long DBT CORP US N 2 2023-06-15 Fixed 4.250000000000 N N N N N N Voya Financial Inc. 549300T065Z4KJ686G75 929089AC4 700000 PA USD 799947.71 0.1113686048 Long DBT CORP US N 2 2046-06-15 Fixed 4.800000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 94974BFJ4 900000 PA USD 931849 0.1297318834 Long DBT CORP US N 2 2023-02-13 Fixed 3.450000000000 N N N N N N Markel Corporation 549300SCNO12JLWIK605 570535AP9 1270000 PA USD 1374349.68 0.1913367643 Long DBT CORP US N 2 2043-03-30 Fixed 5.000000000000 N N N N N N Micron Technology Inc. B3DXGBC8GAIYWI2Z0172 595112BN2 1658000 PA USD 1900243.91 0.2645516832 Long DBT CORP US N 2 2029-02-06 Fixed 5.327000000000 N N N N N N The Williams Companies Inc. D71FAKCBLFS2O0RBPG08 969457BW9 908000 PA USD 979547.65 0.1363724826 Long DBT CORP US N 2 2024-06-24 Fixed 4.550000000000 N N N N N N The Williams Companies Inc. D71FAKCBLFS2O0RBPG08 96950FAM6 700000 PA USD 746506.45 0.1039285203 Long DBT CORP US N 2 2024-03-04 Fixed 4.300000000000 N N N N N N Micron Technology Inc. B3DXGBC8GAIYWI2Z0172 595112BQ5 1000000 PA USD 1100226.81 0.1531734179 Long DBT CORP US N 2 2030-02-15 Fixed 4.663000000000 N N N N N Sompo International Holdings Ltd. N/A 614810AB5 1080000 PA USD 1138999.78 0.1585713851 Long DBT CORP BM N 2 2022-10-15 Fixed 4.700000000000 N N N N N N Nationwide Mutual Insurance Company Z7LVXXWM8HZPKF5T2355 638671AJ6 1130000 PA USD 1128481.65 0.1571070526 Long DBT CORP US N 2 2024-12-15 Variable 4.183630000000 N N N N N N Nexen Inc N/A 65334HAG7 775000 PA USD 1054507.11 0.1468083278 Long DBT CORP CA N 2 2037-05-15 Fixed 6.400000000000 N N N N N N Wyndham Destinations Inc. T4VNTWMFQ7JQB65L7T35 98310WAN8 700000 PA USD 759500 0.1057374805 Long DBT CORP US N 2 2027-04-01 Fixed 5.750000000000 N N N N N N ONEOK Partners L.P. T4DHW82NMF6BXJT50795 68268NAC7 835000 PA USD 1063795.89 0.1481015104 Long DBT CORP US N 2 2036-10-01 Fixed 6.650000000000 N N N N N N PPL Capital Funding Inc. N/A 69352PAF0 1160000 PA USD 1196949.31 0.1666391104 Long DBT CORP US N 2 2023-06-01 Fixed 3.400000000000 N N N N N N PayPal Holdings Inc. 5493005X2GO78EFZ3E94 70450YAE3 1818000 PA USD 1827124.96 0.2543720735 Long DBT CORP US N 2 2029-10-01 Fixed 2.850000000000 N N N N N PHILADELPHIA SCH DIST PA PHISCD 06/40 FIXED 6.765000000 N/A 717883KL5 1010000 PA USD 1346178.5 0.1874147767 Long DBT MUN US N 2 2040-06-01 Fixed 6.765000000000 N N N N N N Reynolds American Inc. 02S2RPPVO9RP4NEU2740 761713AY2 1000000 PA USD 1083501.93 0.1508449825 Long DBT CORP US N 2 2023-09-15 Fixed 4.850000000000 N N N N N N The Charles Schwab Corporation N/A 808513AE5 1000000 PA USD 1085000 0.1510535436 Long DBT CORP US N 2 2022-02-01 Variable 7.000000000000 N N N N N The Sherwin-Williams Company Z15BMIOX8DDH0X2OBP21 824348BB1 1000000 PA USD 1037885.51 0.1444942711 Long DBT CORP US N 2 2022-01-15 Fixed 4.200000000000 N N N N N N Shire Acquisitions Investments Ireland Designated Activity Company N/A 82481LAD1 1015000 PA USD 1044967.27 0.1454801927 Long DBT CORP IE N 2 2026-09-23 Fixed 3.200000000000 N N N N N N FIXED INC CLEARING CORP.REPO N/A 85748R009 100000 PA USD 100000 0.0139219856 Long RA CORP US N 2 Repurchase N 0.550000000000000 2020-01-02 105000 USD 105939.54 USD UST N N N Stifel Financial Corp. 549300E5F07FE5GHJX84 860630AD4 1592000 PA USD 1693591.53 0.2357815686 Long DBT CORP US N 2 2024-07-18 Fixed 4.250000000000 N N N N N N Sunoco Logistics Partners Operations L.P. 5493006LL0CKP8WQW329 86765BAL3 1080000 PA USD 1097815.51 0.1528377170 Long DBT CORP US N 2 2023-01-15 Fixed 3.450000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2015 TPMT 2015 6 M2 144A N/A 89172RAD7 1000000 PA USD 1054007 0.1467387026 Long ABS-MBS CORP US N 2 2055-04-25 Variable 3.750000000000 N N N N N N Toyota Auto Loan Extended Note Trust 2019-1 N/A 89231XAA9 1200000 PA USD 1217766 0.1695372069 Long ABS-O CORP US N 2 2031-11-25 Fixed 2.560000000000 N N N N N N Union Pacific Corporation 549300LMMRSZZCZ8CL11 907818DK1 1137000 PA USD 1194485.06 0.1662960378 Long DBT CORP US N 2 2022-07-15 Fixed 4.163000000000 N N N N N N UNITED STATES TREASURY INFLATI 07/29 0.25 N/A 9128287D6 1780602.3 PA USD 1797685.42 0.2502735050 Long DBT UST US N 2 2029-07-15 Fixed 0.250000000000 N N N N N N United States Treasury Note/Bond N/A 912828J27 1500000 PA USD 1520165.01 0.2116371535 Long DBT UST US N 2 2025-02-15 Fixed 2.000000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VCV4 1311000 PA USD 1480264.82 0.2060822548 Long DBT CORP US N 2 2036-01-15 Fixed 4.272000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VCX0 978000 PA USD 1169763.12 0.1628542529 Long DBT CORP US N 2 2048-09-15 Fixed 4.522000000000 N N N N N N Weingarten Realty Investors 549300JMKTJNB8GWHU88 948741AH6 1050000 PA USD 1074725.4 0.1496231152 Long DBT CORP US N 2 2022-10-15 Fixed 3.375000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 949746RN3 1025000 PA USD 1140312.5 0.1587541418 Long DBT CORP US N 2 2025-06-15 Variable 5.875000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 00206RBK7 285000 PA USD 306791.23 0.0427114308 Long DBT CORP US N 2 2045-06-15 Fixed 4.350000000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YBS7 254000 PA USD 267320.59 0.0372163340 Long DBT CORP US N 2 2049-11-21 Fixed 4.250000000000 N N N N N N ABY Transmision Sur S.A. 549300PQCSQSSZTVDH16 00289LAA3 215490 PA USD 272327.64 0.0379134148 Long DBT CORP PE N 2 2043-04-30 Fixed 6.875000000000 N N N N N N AIR CANADA 2013-1 CLASS A PASS PASS THRU CE 144A 11/26 4.125 N/A 009089AA1 264118.58 PA USD 279792.41 0.0389526590 Long DBT CORP CA N 2 2026-11-15 Fixed 4.125000000000 N N N N N N Aircastle Limited 549300PNK8AKY3OIKP58 00928QAR2 235000 PA USD 248303.87 0.0345688290 Long DBT CORP US N 2 2023-09-25 Fixed 4.400000000000 N N N N N N Willis Towers Watson Public Limited Company 549300WHC56FF48KL350 97063PAB0 1350000 PA USD 1406798.46 0.1958542788 Long DBT CORP GB N 2 2021-03-15 Fixed 5.750000000000 N N N N N N Bundesrepublik Deutschland N/A EC2153012 725000 PA 1342896.26 0.1869578237 Long DBT NUSS DE N 2 2030-01-04 Fixed 6.250000000000 N N N N N N AECOM 0EEB8GF0W0NPCIHZX097 00774CAB3 475000 PA USD 510625 0.0710891389 Long DBT CORP US N 2 2027-03-15 Fixed 5.125000000000 N N N N N N AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust N/A 00774MAM7 503000 PA USD 506219.84 0.0704758531 Long DBT CORP IE N 2 2024-08-14 Fixed 2.875000000000 N N N N N N Air Lease Corporation N/A 00912XAJ3 500000 PA USD 501999.26 0.0698882646 Long DBT CORP US N 2 2020-03-01 Fixed 4.750000000000 N N N N N N Amazon.com Inc. ZXTILKJKG63JELOEG630 023135BJ4 440000 PA USD 516129.13 0.0718554231 Long DBT CORP US N 2 2047-08-22 Fixed 4.050000000000 N N N N N N American Airlines 2016-1 Class A Pass Through Trust N/A 02376WAA9 478127.62 PA USD 506731.8 0.0705471281 Long DBT CORP US N 2 2029-07-15 Fixed 4.100000000000 N N N N N N Altice Financing S.A. 549300DIYGW8HVDF7Q17 02154CAD5 275000 PA USD 279812.5 0.0389554559 Long DBT CORP LU N 2 2023-02-15 Fixed 6.625000000000 N N N N N N American Tower Corporation 5493006ORUSIL88JOE18 03027XAW0 280000 PA USD 298934.72 0.0416176486 Long DBT CORP US N 2 2029-08-15 Fixed 3.800000000000 N N N N N N Ameriprise Financial Inc. 6ZLKQF7QB6JAEKQS5388 03076CAH9 500000 PA USD 510583.18 0.0710833167 Long DBT CORP US N 2 2026-09-15 Fixed 2.875000000000 N N N N N N Anheuser-Busch InBev Worldwide Inc. 549300CRGMZK3K53BF92 035240AN0 438000 PA USD 498328.6 0.0693772358 Long DBT CORP US N 2 2048-04-15 Fixed 4.600000000000 N N N N N N AMERIGAS PARTNERS LP / AMERIGA SR UNSECURED 05/25 5.5 N/A 030981AK0 275000 PA USD 297000 0.0413482972 Long DBT CORP US N 2 2025-05-20 Fixed 5.500000000000 N N N N N N Ashtead Capital Inc. N/A 045054AF0 285000 PA USD 295331.25 0.0411159740 Long DBT CORP US N 2 2027-08-15 Fixed 4.375000000000 N N N N N N Australia and New Zealand Banking Group Limited JHE42UYNWWTJB8YTTU19 05254HAA2 235000 PA USD 268193.75 0.0373378952 Long DBT CORP GB N 2 2026-06-15 Variable 6.750000000000 N N N N N N Avis Budget Rental Car Funding (AESOP) LLC IHXLB8SL0QWSSG2VG640 05377RDG6 280000 PA USD 286383.5 0.0398702696 Long ABS-O CORP US N 2 2023-03-20 Fixed 3.450000000000 N N N N N N ARROYO MORTGAGE TRUST 2019-2 ARRW 2019 2 A1 144A N/A 042858AA8 499173.5 PA USD 505095.49 0.0703193213 Long ABS-MBS CORP US N 2 2049-04-25 Variable 3.347000000000 N N N N N N AutoZone Inc. GA3JGKJ41LJKXDN23E90 053332AT9 535000 PA USD 551315.53 0.0767540686 Long DBT CORP US N 2 2026-04-21 Fixed 3.125000000000 N N N N N N BRE GRAND ISLANDER TIMESHARE I HGVGI 2019 A A 144A N/A 05588UAA0 258621.17 PA USD 263770.71 0.0367221202 Long ABS-O CORP US N 2 2033-09-26 Fixed 3.280000000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2 BX 2018 BIOA D 144A N/A 056057AL6 260000 PA USD 260170.07 0.0362208396 Long ABS-MBS CORP US N 2 2037-03-15 Floating 3.060800000000 N N N N N N BP Capital Markets P.L.C. 549300CRVT18MXX0AG93 05565QCD8 530000 PA USD 541225.92 0.0753493945 Long DBT CORP GB N 2 2023-05-10 Fixed 2.750000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GFP9 517000 PA USD 551288.61 0.0767503208 Long DBT CORP US N 2 2025-04-21 Fixed 3.950000000000 N N N N N N Banff Merger Sub Inc. N/A 05988LAA6 290000 PA USD 293625 0.0408784302 Long DBT CORP US N 2 2026-09-01 Fixed 9.750000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GFH7 260000 PA USD 279080.1 0.0388534913 Long DBT CORP US N 2 2024-08-26 Fixed 4.200000000000 N N N N N N Baxter International Inc. J5OIVXX3P24RJRW5CK77 071813BP3 500000 PA USD 487520.13 0.0678724822 Long DBT CORP US N 2 2046-08-15 Fixed 3.500000000000 N N N N N N Bemis Company Inc. PTVU09TE3QPJPL7K4E13 081437AJ4 500000 PA USD 489237.15 0.0681115255 Long DBT CORP US N 2 2026-09-15 Fixed 3.100000000000 N N N N N N BENCHMARK 2019-B12 MORTGAGE TR BMARK 2019 B12 A2 N/A 08162FAB9 475000 PA USD 487615.15 0.0678857109 Long ABS-MBS CORP US N 2 2052-08-15 Fixed 3.000800000000 N N N N N N Buckeye Partners L.P. 549300C1PQJLVEIUBK50 118230AQ4 500000 PA USD 482497.6 0.0671732463 Long DBT CORP US N 2 2026-12-01 Fixed 3.950000000000 N N N N N N BAYVIEW COMMERCIAL ASSET TRUST BAYC 2005 1A A2 144A N/A 07324SBF8 289881.1 PA USD 284466.85 0.0396034338 Long ABS-MBS CORP US N 2 2035-04-25 Floating 2.317000000000 N N N N N N BRITISH AIRWAYS 2013-1 CLASS A PASS THRU CE 144A 12/25 4.625 N/A 11042AAA2 251318.68 PA USD 265352.34 0.0369423145 Long DBT CORP GB N 2 2024-06-20 Fixed 4.625000000000 N N N N N N Bunge Limited Finance Corp. N/A 120568AX8 500000 PA USD 499585.26 0.0695521879 Long DBT CORP US N 2 2026-08-15 Fixed 3.250000000000 N N N N N N CSMC 2019-AFC1 TRUST CSMC 2019 AFC1 A1 144A N/A 12596XAA0 524142.06 PA USD 521909.06 0.0726601041 Long ABS-MBS CORP US N 2 2049-07-25 Variable 2.573000000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 126650CW8 500000 PA USD 536320.93 0.0746665225 Long DBT CORP US N 2 2025-03-25 Fixed 4.100000000000 N N N N N N CHL Mortgage Pass-Through Trust 2004-HYB2 N/A 12669FTK9 523818.44 PA USD 535718.97 0.0745827178 Long ABS-MBS CORP US N 2 2034-07-20 Variable 4.957505000000 N N N N N N ViacomCBS Inc. 5KYC8KF17ROCY24M3H09 124857AM5 280000 PA USD 296207.23 0.0412379279 Long DBT CORP US N 2 2024-08-15 Fixed 3.700000000000 N N N N N N COMM 2014-CCRE15 MORTGAGE TRUS COMM 2014 CR15 XA N/A 12591RBB5 9185606.2 PA USD 281694.99 0.0392175359 Long ABS-MBS CORP US N 2 2047-02-10 Variable 0.940930000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AQ0 230000 PA USD 246985.5 0.0343852857 Long DBT CORP US N 2 2027-04-15 Fixed 5.500000000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307BA4 243000 PA USD 259402.5 0.0361139786 Long DBT CORP US N 2 2030-01-15 Fixed 5.750000000000 N N N N N N Telecom Argentina S.A. N/A 12686NAT2 272000 PA USD 263840 0.0367317668 Long DBT CORP AR N 2 2021-06-15 Fixed 6.500000000000 N N N N N CCM Merger Inc. N/A 14985VAD3 260000 PA USD 265200 0.0369211058 Long DBT CORP US N 2 2022-03-15 Fixed 6.000000000000 N N N N N Capital One Financial Corporation ZUE8T73ROZOF6FLBAR73 14040HBK0 500000 PA USD 526262.83 0.0732662353 Long DBT CORP US N 2 2026-07-28 Fixed 3.750000000000 N N N N N N Cheniere Energy Partners L.P. 5493005UEC8AZ34LDV29 16411QAE1 526000 PA USD 540517.6 0.0752507823 Long DBT CORP US N 2 2029-10-01 Fixed 4.500000000000 N N N N N N Cincinnati Bell Inc. N/A 171871AP1 482000 PA USD 505497.5 0.0703752891 Long DBT CORP US N 2 2024-07-15 Fixed 7.000000000000 N N N N N N CommScope Inc. 549300Z6K4JXMFE8QY54 20338QAA1 501000 PA USD 527302.5 0.0734109780 Long DBT CORP US N 2 2027-03-01 Fixed 8.250000000000 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 15137TAA8 278000 PA USD 295027.5 0.0410736860 Long DBT CORP US N 2 2026-06-01 Fixed 5.375000000000 N N N N N N Credit Suisse Group AG N/A 22546DAB2 245000 PA USD 275318.75 0.0383298367 Long DBT CORP CH N 2 2023-12-11 Variable 7.500000000000 N N N N N N CYRUSONE LP / CYRUSONE FINANCE COMPANY GUAR 11/29 3.45 N/A 23283PAR5 282000 PA USD 282772.68 0.0393675717 Long DBT CORP US N 2 2029-11-15 Fixed 3.450000000000 N N N N N N Daimler Finance North America LLC 549300423Z16BB673J12 233851DX9 300000 PA USD 302424.91 0.0421035524 Long DBT CORP US N 2 2024-06-14 Fixed 2.700000000000 N N N N N N CONNECT FINCO SARL / CONNECT U SR SECURED 144A 10/26 6.75 N/A 20752TAA2 490000 PA USD 521850 0.0726518818 Long DBT CORP LU N 2 2026-10-01 Fixed 6.750000000000 N N N N N N DCP Midstream LP N/A 23311PAA8 541000 PA USD 508540 0.0707988655 Long DBT CORP US N 2 2022-12-15 Variable 7.375000000000 N N N N N The Dow Chemical Company ZQUIP1CSZO8LXRBSOU78 260543CH4 270000 PA USD 275962.36 0.0384194400 Long DBT CORP US N 2 2022-11-15 Fixed 3.000000000000 N N N N N N Emera US Finance LP N/A 29103DAJ5 248000 PA USD 257384.63 0.0358330511 Long DBT CORP US N 2 2026-06-15 Fixed 3.550000000000 N N N N N N Equinix Inc. 549300EVUN2BTLJ3GT74 29444UAR7 275000 PA USD 298658.25 0.0415791585 Long DBT CORP US N 2 2027-05-15 Fixed 5.375000000000 N N N N N N FREDDIE MAC GOLD POOL FG 03/48 FIXED 4 N/A 3132XXQK8 271339.47 PA USD 284863.14 0.0396586053 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.000000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 00206RHW5 372000 PA USD 396136.6 0.0551500803 Long DBT CORP US N 2 2027-02-15 Fixed 3.800000000000 N N N N N N AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust N/A 00772BAM3 382000 PA USD 400430.6 0.0557478904 Long DBT CORP IE N 2 2021-10-01 Fixed 5.000000000000 N N N N N N Ahern Rentals Inc. N/A 008674AH6 472000 PA USD 374060 0.0520765793 Long DBT CORP US N 2 2023-05-15 Fixed 7.375000000000 N N N N N N Air Lease Corporation N/A 00912XAT1 400000 PA USD 409433.11 0.0570012185 Long DBT CORP US N 2 2023-09-15 Fixed 3.000000000000 N N N N N N Arconic Inc. N/A 013817AW1 402000 PA USD 438180 0.0610033564 Long DBT CORP US N 2 2024-10-01 Fixed 5.125000000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K040 A2 N/A 3137BEVH4 270000 PA USD 283167.2 0.0394224968 Long ABS-MBS USGSE US N 2 2024-09-25 Fixed 3.241000000000 N N N N N N FANNIE MAE REMICS FNR 2011 41 KA N/A 31397SU28 289817.55 PA USD 299357.74 0.0416765414 Long ABS-MBS USGSE US N 2 2041-01-25 Fixed 4.000000000000 N N N N N N DCP Midstream Operating LP 549300Y6CTBSE0QIPL28 23311RAH9 545000 PA USD 506850 0.0705635839 Long DBT CORP US N 2 2043-05-21 Variable 5.850000000000 N N N N N N DSLA Mortgage Loan Trust 2004-AR3 N/A 23332UBH6 550967.06 PA USD 552828.28 0.0769646734 Long ABS-MBS CORP US N 2 2044-07-19 Floating 2.663880000000 N N N N N N AMERICAN AIRLINES 2015-1 CLASS PASS THRU CE 11/28 3.375 N/A 023770AA8 405083.66 PA USD 420135.96 0.0584912678 Long DBT CORP US N 2 2028-11-01 Fixed 3.375000000000 N N N N N N American Airlines 2013-2 Class A Pass Through Trust N/A 02377UAB0 396790.73 PA USD 413743.42 0.0576012993 Long DBT CORP US N 2 2024-07-15 Fixed 4.950000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31402QSZ5 252611.44 PA USD 282896.42 0.0393847988 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31403DBZ1 234303.93 PA USD 256939.89 0.0357711344 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.000000000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773CM0 297000 PA USD 305538.75 0.0425370607 Long DBT CORP US N 2 2023-06-30 Variable 5.100000000000 N N N N N N Freedom Mortgage Corporation 549300LYRWPSYPK6S325 35640YAA5 280000 PA USD 275105.6 0.0383001620 Long DBT CORP US N 2 2024-11-15 Fixed 8.125000000000 N N N N N N GS MORTGAGE SECURITIES CORP TR GSMS 2016 RENT D 144A 5493006UCJFJVDKIY756 36251GAL8 249000 PA USD 251203.72 0.0349725457 Long ABS-MBS CORP US N 2 2029-02-10 Variable 4.066669000000 N N N N N N GOGO INTERMEDIATE HOLDINGS LLC SR SECURED 144A 05/24 9.875 N/A 38046XAE3 248000 PA USD 261950 0.0364686412 Long DBT CORP US N 2 2024-05-01 Fixed 9.875000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380JWY0 4664718.78 PA USD 259535.16 0.0361324476 Long ABS-MBS USGA US N 2 2060-05-16 Variable 0.576120000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380MUV1 3484499.2 PA USD 254508.17 0.0354325907 Long ABS-MBS USGA US N 2 2061-05-16 Variable 0.726870000000 N N N N N N Delta Air Lines Inc. Q2CCMS6R0AS67HJMBN42 247361ZN1 510000 PA USD 537361.82 0.0748114351 Long DBT CORP US N 2 2028-04-19 Fixed 4.375000000000 N N N N N N eBay Inc. OML71K8X303XQONU6T67 278642AN3 520000 PA USD 537356.8 0.0748107362 Long DBT CORP US N 2 2022-03-09 Fixed 3.800000000000 N N N N N N American Homes 4 Rent L.P. N/A 02666TAA5 415000 PA USD 441580.02 0.0614767067 Long DBT CORP US N 2 2028-02-15 Fixed 4.250000000000 N N N N N N Anadarko Petroleum Corporation B78FQ7XBQFLP4AYJ6F79 032511BK2 400000 PA USD 392802.86 0.0546859575 Long DBT CORP US N 2 2044-07-15 Fixed 4.500000000000 N N N N N Anglo American Capital PLC TINT358G1SSHR3L3PW36 034863AG5 400000 PA USD 415874.33 0.0578979643 Long DBT CORP GB N 2 2022-09-27 Fixed 4.125000000000 N N N N N N ARBYS FUNDING 2015-1A LLC ARBYS 2015 1A A2 144A N/A 038779AA2 460800 PA USD 472522.75 0.0657845491 Long ABS-O CORP US N 2 2045-10-30 Fixed 4.969000000000 N N N N N N Greenko Dutch B.V. N/A 39530LAC4 285000 PA USD 285695.4 0.0397744724 Long DBT CORP NL N 2 2022-07-24 Fixed 4.875000000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 423074AS2 272000 PA USD 279465.71 0.0389071759 Long DBT CORP US N 2 2025-02-15 Fixed 4.875000000000 N N N N N N VEREIT Operating Partnership L.P. 5493005TQOUJE1LCS698 03879QAF1 397000 PA USD 428638.71 0.0596750194 Long DBT CORP US N 2 2024-02-06 Fixed 4.600000000000 N N N N N N Ares Capital Corporation WEQ82666OJYSI5GUAB47 04010LAR4 381000 PA USD 387609.17 0.0539628928 Long DBT CORP US N 2 2022-01-19 Fixed 3.625000000000 N N N N N N Avis Budget Rental Car Funding (AESOP) LLC IHXLB8SL0QWSSG2VG640 05377RDQ4 439000 PA USD 434753.99 0.0605263878 Long ABS-O CORP US N 2 2026-03-20 Fixed 2.360000000000 N N N N N N BPCE N/A 05578QAA1 340000 PA USD 375341.46 0.0522549839 Long DBT CORP FR N 2 2023-10-22 Fixed 5.700000000000 N N N N N N IHS Markit Ltd. 549300HLPTRASHS0E726 44962LAF4 273000 PA USD 304057.85 0.0423308900 Long DBT CORP GB N 2 2028-08-01 Fixed 4.750000000000 N N N N N N JP MORGAN CHASE COMMERCIAL MOR JPMCC 2015 JP1 A4 N/A 46590KAD6 255000 PA USD 271334.71 0.0377751792 Long ABS-MBS CORP US N 2 2049-01-15 Fixed 3.649800000000 N N N N N N Kinder Morgan Energy Partners L.P. 549300PDHUGWPWGOT525 28370TAE9 500000 PA USD 521075.56 0.0725440643 Long DBT CORP US N 2 2021-10-01 Fixed 5.000000000000 N N N N N N Energen Corporation 5493002ES6YDYGYRKG86 29265NAS7 500000 PA USD 511745 0.0712450651 Long DBT CORP US N 2 2021-09-01 Fixed 4.625000000000 N N N N N N JETBLUE 2019-1 CLASS AA PASS T PASS THRU CE 11/33 2.75 N/A 477143AH4 300000 PA USD 303473.85 0.0422495856 Long DBT CORP US N 2 2033-11-15 Fixed 2.750000000000 N N N N N N Kratos Defense and Security Solutions Inc. 5493000EKBN0UY1F3F88 50077BAM0 270000 PA USD 288900 0.0402206163 Long DBT CORP US N 2 2025-11-30 Fixed 6.500000000000 N N N N N N Energy Transfer Operating L.P. 5493008K8W3OKZE54J59 29278NAL7 490000 PA USD 511517.64 0.0712134121 Long DBT CORP US N 2 2023-03-15 Fixed 4.250000000000 N N N N N N Equinix Inc. 549300EVUN2BTLJ3GT74 29444UBE5 551000 PA USD 553049.72 0.0769955023 Long DBT CORP US N 2 2029-11-18 Fixed 3.200000000000 N N N N N N BPCE N/A 05578QAD5 405000 PA USD 436140.9 0.0607194732 Long DBT CORP FR N 2 2025-03-15 Fixed 4.500000000000 N N N N N N Banco Santander S.A. 5493006QMFDDMYWIAM13 05964HAJ4 400000 PA USD 437392.02 0.0608936540 Long DBT CORP ES N 2 2028-04-12 Fixed 4.379000000000 N N N N N N Bear Stearns Asset Backed Securities Trust 2003-AC4 N/A 07384YKF2 460330.04 PA USD 470222.12 0.0654642557 Long ABS-MBS CORP US N 2 2033-09-25 Variable 5.500000000000 N N N N N N BENCHMARK 2019-B11 MORTGAGE TR BMARK 2019 B11 A2 N/A 08162BBB7 380000 PA USD 396214.87 0.0551609771 Long ABS-MBS CORP US N 2 2052-05-15 Fixed 3.409700000000 N N N N N N Essex Portfolio L.P. 5493003GN3O58H286O74 29717PAR8 500000 PA USD 526970.19 0.0733647139 Long DBT CORP US N 2 2027-05-01 Fixed 3.625000000000 N N N N N N Expedia Group Inc. CI7MUJI4USF3V0NJ1H64 30212PAQ8 570000 PA USD 547771.61 0.0762606846 Long DBT CORP US N 2 2030-02-15 Fixed 3.250000000000 N N N N N N Liquid Telecommunications Financing Plc N/A 536333AA5 280000 PA USD 283867.96 0.0395200565 Long DBT CORP GB N 2 2022-07-13 Fixed 8.500000000000 N N N N N N MandT Bank Corporation N/A 55261FAH7 250000 PA USD 270937.5 0.0377198797 Long DBT CORP US N 2 2026-11-01 Variable 5.125000000000 N N N N N N BENCHMARK 2019-B13 MORTGAGE TR BMARK 2019 B13 A2 N/A 08162DAB4 418000 PA USD 427158.88 0.0594689977 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 2.889000000000 N N N N N N BENCHMARK 2019-B10 MORTGAGE TR BMARK 2019 B10 A2 N/A 08162VAB4 410000 PA USD 429785.49 0.0598346740 Long ABS-MBS CORP US N 2 2062-03-15 Fixed 3.614000000000 N N N N N N Farmer Mac Discount Notes N/A 31315KRG7 508000 PA USD 508000 0.0707236868 Long DBT USGSE US N 2 2020-01-02 None 0.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 12/46 FIXED 3 N/A 3132L8EV5 521511.48 PA USD 538142.43 0.0749201115 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.000000000000 N N N N N N BENCHMARK 2019-B14 MORTGAGE TR BMARK 2019 B14 A2 N/A 08162YAB8 386000 PA USD 395222.39 0.0550228042 Long ABS-MBS CORP US N 2 2062-12-15 Fixed 2.914700000000 N N N N N N Broadcom Inc. N/A 11135F200 332 NS USD 391086.04 0.0544469421 Long EP CORP US N 1 N N FREDDIE MAC GOLD POOL FG 12/46 FIXED 3.5 N/A 31335A2V9 520492.05 PA USD 546511.19 0.0760852091 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WTT97 486931.01 PA USD 504442.07 0.0702283523 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.000000000000 N N N N N N CLI Funding LLC N/A 12563LAJ6 387507.68 PA USD 390107.9 0.0543107656 Long ABS-O CORP US N 2 2043-04-18 Fixed 4.030000000000 N N N N N N COMM 2014-LC15 Mortgage Trust N/A 12591TAK2 400000 PA USD 426288.28 0.0593477929 Long ABS-MBS CORP US N 2 2047-04-10 Variable 4.983598000000 N N N N N N MMAF EQUIPMENT FINANCE LLC 201 MMAF 2017 B A3 144A N/A 55316AAC4 264653.7 PA USD 264817.97 0.0368679196 Long ABS-O CORP US N 2 2022-10-17 Fixed 2.210000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBA7 240000 PA USD 250944.47 0.0349364529 Long DBT CORP US N 2 2024-05-01 Fixed 6.375000000000 N N N N N N COMM 2014-CCRE16 Mortgage Trust N/A 12591VAK7 400000 PA USD 424830.96 0.0591449050 Long ABS-MBS CORP US N 2 2047-04-10 Variable 4.928186000000 N N N N N N CNH Equipment Trust 2018-B N/A 12596EAC8 455000 PA USD 461955.22 0.0643133391 Long ABS-O CORP US N 2 2023-11-15 Fixed 3.190000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417ETX9 488231.47 PA USD 504873.86 0.0702884660 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.000000000000 N N N N N N SEASONED CREDIT RISK TRANSFER SCRT 2019 2 MA N/A 35563PKG3 486484.32 PA USD 505177.67 0.0703307624 Long ABS-MBS CORP US N 2 2058-08-25 Fixed 3.500000000000 N N N N N N CNO Financial Group Inc. 11XPYHB76MPM4Y4P2897 12621EAK9 398000 PA USD 440785 0.0613660241 Long DBT CORP US N 2 2025-05-30 Fixed 5.250000000000 N N N N N N COMMERCIAL MORTGAGE PASS THROU COMM 2012 CR3 XA N/A 12624PAF2 9265855.51 PA USD 384965.72 0.0535948720 Long ABS-MBS CORP US N 2 2045-10-15 Variable 1.859391000000 N N N N N N MASTR Adjustable Rate Mortgages Trust 2004-8 N/A 576433QU3 251847.38 PA USD 258056.48 0.0359265859 Long ABS-MBS CORP US N 2 2034-08-25 Variable 4.550079000000 N N N N N N MASTR Alternative Loan Trust 2004-4 N/A 576434QE7 280100.16 PA USD 289207.03 0.0402633610 Long ABS-MBS CORP US N 2 2034-05-25 Fixed 6.500000000000 N N N N N N Freeport-McMoRan Inc. N/A 35671DBC8 500000 PA USD 517500 0.0720462754 Long DBT CORP US N 2 2043-03-15 Fixed 5.450000000000 N N N N N N GS MORTGAGE SECURITIES TRUST 2 GSMS 2019 GC39 A2 N/A 36260JAB3 474000 PA USD 493690.91 0.0687315773 Long ABS-MBS CORP US N 2 2052-05-10 Fixed 3.457000000000 N N N N N N General Motors Financial Company Inc. 5493008B6JBRUJ90QL97 37045XAZ9 460000 PA USD 491339.88 0.0684042673 Long DBT CORP US N 2 2025-07-13 Fixed 4.300000000000 N N N N N N GlaxoSmithKline Capital plc 549300U0LV41VX7LEP38 377373AG0 502000 PA USD 523180.58 0.0728371249 Long DBT CORP GB N 2 2024-06-01 Fixed 3.000000000000 N N N N N N Allied Universal Holdco LLC / Allied Universal Finance Corp N/A 019576AA5 81000 PA USD 87050.7 0.0121191859 Long DBT CORP US N 2 2026-07-15 Fixed 6.625000000000 N N N N N N Golden Credit Card Trust 549300BEDPMEONLTJX58 380881ER9 480000 PA USD 500193.6 0.0696368809 Long ABS-O CORP CA N 2 2025-10-15 Fixed 3.440000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38373M4J6 2628964 PA USD 542814.82 0.0755706010 Long ABS-MBS USGA US N 2 2050-12-16 Variable 1.877150000000 N N N N N N American Airlines Pass Through Trust 2001-01 N/A 02378JAR9 72849.35 PA USD 74270.17 0.0103398824 Long DBT CORP US N 2 2022-11-23 Fixed 6.977000000000 N N N N N N American International Group Inc. ODVCVCQG2BP6VHV36M30 026874BE6 100000 PA USD 109000 0.0151749643 Long DBT CORP US N 2 2087-03-15 Fixed 6.250000000000 N N N N N N COMM 2013-300P MORTGAGE TRUST COMM 2013 300P D 144A 549300NMFC2YLCA2NF13 12625XAL1 377000 PA USD 391127.7 0.0544527420 Long ABS-MBS CORP US N 2 2030-08-10 Variable 4.393500000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 126650CZ1 371000 PA USD 438329.49 0.0610241684 Long DBT CORP US N 2 2048-03-25 Fixed 5.050000000000 N N N N N N The Hartford Financial Services Group Inc. IU7C3FTM7Y3BQM112U94 416515AZ7 500000 PA USD 504207.79 0.0701957358 Long DBT CORP US N 2 2020-03-30 Fixed 5.500000000000 N N N N N N Healthcare Trust of America Holdings LP 549300IYGAS4GE6VDL07 42225UAD6 500000 PA USD 521429.96 0.0725934038 Long DBT CORP US N 2 2026-08-01 Fixed 3.500000000000 N N N N N N Huntington Ingalls Industries Inc. 5TZLZ6WJTBVJ0QWBG121 446413AH9 460000 PA USD 480700 0.0669229847 Long DBT CORP US N 2 2025-11-15 Fixed 5.000000000000 N N N N N N Huntsman International LLC N/A 44701QBE1 500000 PA USD 530659.01 0.0738782709 Long DBT CORP US N 2 2029-05-01 Fixed 4.500000000000 N N N N N N CC Holdings GS V LLC / Crown Castle GS III Corp N/A 14987BAE3 365000 PA USD 382413.82 0.0532395969 Long DBT CORP US N 2 2023-04-15 Fixed 3.849000000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE 06/51 1 N/A 17291DAU7 9959667.87 PA USD 475743.46 0.0662329359 Long ABS-MBS CORP US N 2 2051-06-10 Variable 0.599525000000 N N N N N N ANGEL OAK MORTGAGE TRUST I LLC AOMT 2018 1 A1 144A N/A 03463TAA8 70534.84 PA USD 70717.73 0.0098453122 Long ABS-MBS CORP US N 2 2048-04-27 Variable 3.258000000000 N N N N N N BWAY 2015-1740 MORTGAGE TRUST BWAY 2015 1740 XA 144A N/A 05604LAC6 3705000 PA USD 68612.52 0.0095522251 Long ABS-MBS CORP US N 2 2035-01-10 Variable 0.895563000000 N N N N N N InSite Issuer LLC N/A 45780KAE6 500000 PA USD 509571.25 0.0709424360 Long ABS-O CORP US N 2 2046-11-15 Fixed 4.557000000000 N N N N N N JBS Investments II GmbH N/A 46650CAB5 490000 PA USD 516705 0.0719355956 Long DBT CORP AT N 2 2028-01-15 Fixed 5.750000000000 N N N N N N COINSTAR FUNDING LLC SERIES 20 COIN 2017 1A A2 144A N/A 19260MAA4 448500 PA USD 459902.17 0.0640275138 Long ABS-O CORP US N 2 2047-04-25 Fixed 5.216000000000 N N N N N N CSI COMPRESSCO LP / CSI COMPRE COMPANY GUAR 08/22 7.25 N/A 20467BAB5 495000 PA USD 455400 0.0634007223 Long DBT CORP US N 2 2022-08-15 Fixed 7.250000000000 N N N N N N COMM 2012-LC4 Mortgage Trust N/A 126192AF0 108000 PA USD 112081.76 0.0156040065 Long ABS-MBS CORP US N 2 2044-12-10 Variable 4.934000000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 126650DF4 108000 PA USD 110060.04 0.0153225429 Long DBT CORP US N 2 2026-08-15 Fixed 3.000000000000 N N N N N N MEDNAX Inc. N/A 58502BAA4 290000 PA USD 296525 0.0412821677 Long DBT CORP US N 2 2023-12-01 Fixed 5.250000000000 N N N N N N MEDNAX Inc. N/A 58502BAC0 292000 PA USD 299300 0.0416685028 Long DBT CORP US N 2 2027-01-15 Fixed 6.250000000000 N N N N N N MelTel Land Funding LLC N/A 58571LAA8 257000 PA USD 261291.82 0.0363770095 Long ABS-O CORP US N 2 2049-04-15 Fixed 3.768000000000 N N N N N N Methanex Corporation 549300TSJHRXT9QXRD13 59151KAK4 293000 PA USD 301902.59 0.0420308351 Long DBT CORP CA N 2 2024-12-01 Fixed 4.250000000000 N N N N N N CWABS Asset-Backed Certificates Trust 2004-10 N/A 126673FV9 51471.75 PA USD 51425.03 0.0071593853 Long ABS-MBS CORP US N 2 2035-02-25 Variable 4.535388000000 N N N N N N Catalent Pharma Solutions Inc. N/A 14879EAE8 81000 PA USD 84847.5 0.0118124567 Long DBT CORP US N 2 2027-07-15 Fixed 5.000000000000 N N N N N N Continental Resources Inc. XXRTID9RYWOZ0UPIVR53 212015AH4 448000 PA USD 450985.46 0.0627861307 Long DBT CORP US N 2 2022-09-15 Fixed 5.000000000000 N N N N N N Continental Resources Inc. XXRTID9RYWOZ0UPIVR53 212015AQ4 400000 PA USD 423560.6 0.0589680457 Long DBT CORP US N 2 2044-06-01 Fixed 4.900000000000 N N N N N N Credit Suisse Group AG N/A 225401AJ7 410000 PA USD 448683.5 0.0624656522 Long DBT CORP CH N 2 2023-07-17 Variable 7.500000000000 N N N N N N Credit Suisse Group Funding (Guernsey) Limited 549300PXR5FKNXF0OH19 225433AR2 405000 PA USD 449202.8 0.0625379490 Long DBT CORP GG N 2 2026-04-17 Fixed 4.550000000000 N N N N N N Kansas City Southern 5493008C12PZMWP3WY03 485170BD5 500000 PA USD 498070.94 0.0693413645 Long DBT CORP US N 2 2029-11-15 Fixed 2.875000000000 N N N N N N Marriott International Inc. 225YDZ14ZO8E1TXUSU86 571903AS2 500000 PA USD 517944.74 0.0721081920 Long DBT CORP US N 2 2026-06-15 Fixed 3.125000000000 N N N N N N Micron Technology Inc. B3DXGBC8GAIYWI2Z0172 595112BM4 225000 PA USD 249582.04 0.0347467756 Long DBT CORP US N 2 2026-02-06 Fixed 4.975000000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5 N/A 61761AAA6 10068149.27 PA USD 294200.38 0.0409585345 Long ABS-MBS CORP US N 2 2045-08-15 Variable 1.440029000000 N N N N N N Marvell Technology Group Ltd. 8DF36O58U3QIHUCGZB18 57385LAB4 465000 PA USD 513212.46 0.0714493647 Long DBT CORP US N 2 2028-06-22 Fixed 4.875000000000 N N N N N N MetLife Inc. C4BXATY60WC6XEOZDX54 59156RAP3 402000 PA USD 492450 0.0685588180 Long DBT CORP US N 2 2066-12-15 Fixed 6.400000000000 N N N N N N Charles River Laboratories International Inc. 549300BSQ0R4UZ5KX287 159864AE7 81000 PA USD 82518.75 0.0114882485 Long DBT CORP US N 2 2028-05-01 Fixed 4.250000000000 N N N N N N Clean Harbors Inc. N/A 184496AN7 65000 PA USD 68412.5 0.0095243784 Long DBT CORP US N 2 2027-07-15 Fixed 4.875000000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636AAS0 375000 PA USD 393607.33 0.0547979557 Long DBT CORP DK N 2 2022-01-12 Fixed 5.000000000000 N N N N N N Delta Air Lines Inc. Q2CCMS6R0AS67HJMBN42 247361ZP6 411000 PA USD 426208.39 0.0593366706 Long DBT CORP US N 2 2023-04-19 Fixed 3.800000000000 N N N N N N Microsoft Corporation INR2EJN1ERAN0W5ZP974 594918BL7 405000 PA USD 505584.96 0.0703874652 Long DBT CORP US N 2 2045-11-03 Fixed 4.450000000000 N N N N N N NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 FA A2 144A N/A 63935CAB7 553000 PA USD 551731.53 0.0768119841 Long ABS-O CORP US N 2 2068-08-15 Fixed 2.600000000000 N N N N N N Netflix Inc. 549300Y7VHGU0I7CE873 64110LAT3 480000 PA USD 532108.8 0.0740801104 Long DBT CORP US N 2 2028-11-15 Fixed 5.875000000000 N N N N N N Panama Government International Bond N/A 698299AD6 344000 PA USD 491493.44 0.0684256459 Long DBT NUSS PA N 2 2027-09-30 Fixed 8.875000000000 N N N N N N PayPal Holdings Inc. 5493005X2GO78EFZ3E94 70450YAC7 539000 PA USD 544011.66 0.0757372249 Long DBT CORP US N 2 2024-10-01 Fixed 2.400000000000 N N N N N N Piedmont Operating Partnership LP 549300WKGDPAS39FBD10 720198AD2 500000 PA USD 532774.61 0.0741728044 Long DBT CORP US N 2 2024-03-15 Fixed 4.450000000000 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 25466AAQ4 411000 PA USD 409712.18 0.0570400706 Long DBT CORP US N 2 2024-09-12 Fixed 2.450000000000 N N N N N N Enable Midstream Partners LP 549300TLGDBYE711G509 292480AH3 421000 PA USD 430974.2 0.0600001660 Long DBT CORP US N 2 2024-05-15 Fixed 3.900000000000 N N N N N N COLT 2018-2 MORTGAGE LOAN TRUS COLT 2018 2 A1 144A N/A 19687VAA9 51424.12 PA USD 51550.08 0.0071767947 Long ABS-MBS CORP US N 2 2048-07-27 Variable 3.470000000000 N N N N N N Continental Airlines 2012-1 Class B Pass Through Trust N/A 210795QA1 58005.24 PA USD 58486.76 0.0081425183 Long DBT CORP US N 2 2021-10-11 Fixed 6.250000000000 N N N N N N COREVEST AMERICAN FINANCE 2019 CAFL 2019 3 A 144A N/A 21872NAA8 103870.84 PA USD 103775.51 0.0144476115 Long ABS-O CORP US N 2 2052-10-15 Fixed 2.705000000000 N N N N N N DTE Energy Company 549300IX8SD6XXD71I78 233331842 669 NS USD 34292.94 0.0047742582 Long EP CORP US N 1 N N N Enable Midstream Partners LP 549300TLGDBYE711G509 292480AL4 406000 PA USD 410770.4 0.0571873959 Long DBT CORP US N 2 2028-05-15 Fixed 4.950000000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NAS4 462000 PA USD 476650.02 0.0663591471 Long DBT CORP CA N 2 2077-07-15 Variable 5.500000000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NAW5 394000 PA USD 427328.46 0.0594926066 Long DBT CORP CA N 2 2078-03-01 Variable 6.250000000000 N N N N N N Energy Transfer Operating L.P. 5493008K8W3OKZE54J59 29278NAM5 365000 PA USD 403811.88 0.0562186317 Long DBT CORP US N 2 2024-01-15 Fixed 5.875000000000 N N N N N N QUALCOMM Incorporated H1J8DDZKZP6H7RWC0H53 747525AF0 500000 PA USD 528327.42 0.0735536672 Long DBT CORP US N 2 2025-05-20 Fixed 3.450000000000 N N N N N N Raymond James Financial Inc. RGUZHJ05YTITL6D76949 754730AE9 500000 PA USD 527998.54 0.0735078806 Long DBT CORP US N 2 2026-09-15 Fixed 3.625000000000 N N N N N N Dominion Energy Inc. ILUL7B6Z54MRYCF6H308 25746U133 550 NS USD 58844.5 0.0081923228 Long EP CORP US N 1 N N N Eastman Chemical Company FDPVHDGJ1IQZFK9KH630 277432AK6 68000 PA USD 69234.33 0.0096387934 Long DBT CORP US N 2 2021-01-15 Fixed 4.500000000000 N N N N N N FREMF 2017-K67 MORTGAGE TRUST FREMF 2017 K67 B 144A N/A 30300YAS8 445000 PA USD 466427.55 0.0649359763 Long ABS-MBS CORP US N 2 2049-09-25 Variable 3.944060000000 N N N N N N FANNIE MAE REMICS FNR 2011 86 NA N/A 3136A0J81 436734.08 PA USD 444963.98 0.0619478211 Long ABS-MBS USGSE US N 2 2041-01-25 Fixed 4.000000000000 N N N N N N Mylan N.V. 549300A0CD4KNFGIIS89 62854AAP9 250000 PA USD 280408.85 0.0390384797 Long DBT CORP US N 2 2046-06-15 Fixed 5.250000000000 N N N N N N NRG Energy Inc. 5E2UPK5SW04M13XY7I38 629377CK6 270000 PA USD 278960.63 0.0388368587 Long DBT CORP US N 2 2024-06-15 Fixed 3.750000000000 N N N N N N Netflix Inc. 549300Y7VHGU0I7CE873 64110LAS5 290000 PA USD 301223 0.0419362226 Long DBT CORP US N 2 2028-04-15 Fixed 4.875000000000 N N N N N Netflix Inc. 549300Y7VHGU0I7CE873 64110LAV8 270000 PA USD 274218.75 0.0381766948 Long DBT CORP US N 2 2030-06-15 Fixed 4.875000000000 N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31402DJS0 406092.85 PA USD 454197.88 0.0632333634 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31403C4P3 381785.71 PA USD 436183.11 0.0607253497 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 6.000000000000 N N N N N N Newfield Exploration Company T8W3X1PFLPW2YE0UIP44 651290AP3 250000 PA USD 265661.53 0.0369853599 Long DBT CORP US N 2 2022-01-30 Fixed 5.750000000000 N N N N N N NextEra Energy Operating Partners LP N/A 65342QAB8 245000 PA USD 255412.5 0.0355584914 Long DBT CORP US N 2 2027-09-15 Fixed 4.500000000000 N N N N N N SBA Tower Trust N/A 78403DAN0 477000 PA USD 481652.61 0.0670556069 Long DBT CORP US N 2 2025-01-15 Fixed 2.836000000000 N N N N N N SL Green Operating Partnership L.P. N/A 78444FAF3 500000 PA USD 512068.75 0.0712901375 Long DBT CORP US N 2 2022-10-15 Fixed 3.250000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140Q9HR7 397149.07 PA USD 414356.07 0.0576865923 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X4P91 466211.42 PA USD 477149.72 0.0664287152 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 3.000000000000 N N N N N N Fiserv Inc. GI7UBEJLXYLGR2C7GV83 337738AS7 388000 PA USD 394553.7 0.0549297092 Long DBT CORP US N 2 2024-07-01 Fixed 2.750000000000 N N N N N N GS Mortgage Securities Trust 2015-GC30 N/A 36250GAN5 425000 PA USD 438796.35 0.0610891646 Long ABS-MBS CORP US N 2 2050-05-10 Fixed 3.119000000000 N N N N N N SALES TAX SECURITIZATION CORP STSGEN 01/40 FIXED 4.637 N/A 79467BCM5 465000 PA USD 521260.35 0.0725697908 Long DBT MUN US N 2 2040-01-01 Fixed 4.637000000000 N N N N N N Seagate HDD Cayman N/A 81180WAL5 475000 PA USD 507360.04 0.0706345916 Long DBT CORP KY N 2 2025-01-01 Fixed 4.750000000000 N N N N N N Nissan Motor Acceptance Corporation 7D6DIU2QXTUJRFNNJA49 654740BH1 285000 PA USD 291065.55 0.0405221039 Long DBT CORP US N 2 2023-03-15 Fixed 3.450000000000 N N N N N N Option One Mortgage Loan Trust 2004-1 N/A 68389FES9 289564.97 PA USD 285253.81 0.0397129943 Long ABS-MBS CORP US N 2 2034-01-25 Floating 2.692000000000 N N N N N N GS MORTGAGE SECURITIES TRUST 2 GSMS 2019 GC40 A2 N/A 36257HBM7 445000 PA USD 455322.04 0.0633898688 Long ABS-MBS CORP US N 2 2052-07-10 Fixed 2.971000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378BM71 8788702.4 PA USD 420825.04 0.0585872014 Long ABS-MBS USGA US N 2 2053-02-16 Variable 0.795240000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379KEL8 9133584 PA USD 372182.59 0.0518152065 Long ABS-MBS USGA US N 2 2056-09-16 Variable 0.592150000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119BQ1 355000 PA USD 396828.59 0.0552464191 Long DBT CORP US N 2 2025-04-15 Fixed 5.250000000000 N N N N N N Sunoco Logistics Partners Operations L.P. 5493006LL0CKP8WQW329 86765BAT6 475000 PA USD 492936.51 0.0686265498 Long DBT CORP US N 2 2026-07-15 Fixed 3.900000000000 N N N N N N Taco Bell Funding LLC N/A 87342RAD6 497970 PA USD 509512.94 0.0709343180 Long ABS-O CORP US N 2 2048-11-25 Fixed 4.318000000000 N N N N N N Oztel Holdings SPC Limited N/A 692733AB4 250000 PA USD 264767.56 0.0368609015 Long DBT CORP AE N 2 2028-04-24 Fixed 6.625000000000 N N N N N N Petrobras Global Finance B.V. 549300FNENFFSMO3GT38 71647NBD0 235000 PA USD 275655 0.0383766494 Long DBT CORP NL N 2 2049-03-19 Fixed 6.900000000000 N N N N N N Teachers Insurance and Annuity Association of America O06XD7BJ4EPXNABVFN69 878091BF3 441000 PA USD 500044.4 0.0696161093 Long DBT CORP US N 2 2047-05-15 Fixed 4.270000000000 N N N N N N Telecom Italia Capital S.A. 549300777DJZOR5C4L39 87927VAR9 405000 PA USD 479844 0.0668038125 Long DBT CORP LU N 2 2036-07-18 Fixed 7.200000000000 N N N N N N RADIATE HOLDCO LLC / RADIATE F SR UNSECURED 144A 02/25 6.625 N/A 75026JAA8 270000 PA USD 272700 0.0379652547 Long DBT CORP US N 2 2025-02-15 Fixed 6.625000000000 N N N N N N Tervita Corp N/A 88158UAA6 265000 PA USD 266656.25 0.0371238447 Long DBT CORP CA N 2 2021-12-01 Fixed 7.625000000000 N N N N N N AccessLex Institute N/A 00432CCG4 160198.51 PA USD 151843.32 0.0211396051 Long ABS-O CORP US N 2 2037-06-22 Floating 2.137750000000 N N N N N N American Airlines 2015-1 Class B Pass Through Trust N/A 023770AB6 168586.58 PA USD 171031.84 0.0238110281 Long DBT CORP US N 2 2024-11-01 Fixed 3.700000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2015 TPMT 2015 2 1M2 144A N/A 89171YAF8 245000 PA USD 254844.35 0.0354793937 Long ABS-MBS CORP US N 2 2060-11-25 Variable 3.798741000000 N N N N N N TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 3 A1 144A N/A 89175MAA1 261226.57 PA USD 270134.32 0.0376080611 Long ABS-MBS CORP US N 2 2058-05-25 Variable 3.750000000000 N N N N N N Eldorado Resorts Inc. N/A 28470RAC6 95000 PA USD 99156.25 0.0138045188 Long DBT CORP US N 2 2023-08-01 Fixed 7.000000000000 N N N N N N Encompass Health Corporation 549300FVRPM9DRQZRG64 29261AAA8 62000 PA USD 64247.5 0.0089445277 Long DBT CORP US N 2 2028-02-01 Fixed 4.500000000000 N N N N N N TransCanada Pipelines Limited 5BV01I6231JPDAPMGH09 89352HAW9 270000 PA USD 299544.78 0.0417025811 Long DBT CORP CA N 2 2028-05-15 Fixed 4.250000000000 N N N N N N TRITON CONTAINER FINANCE V LLC TCF 2018 1A A 144A N/A 89679HAJ4 276375 PA USD 277614.27 0.0386494186 Long ABS-O CORP US N 2 2043-03-20 Fixed 3.950000000000 N N N N N N American Airlines 2017-1 Class A Pass Through Trust N/A 02378AAA5 166487.5 PA USD 176366.2 0.0245536769 Long DBT CORP US N 2 2030-08-15 Fixed 4.000000000000 N N N N N N Ameriquest Mortgage Securities Inc. Asset-Backed Pass-Through Certificates Ser N/A 03072SS63 152933.77 PA USD 152898.09 0.0212864500 Long ABS-MBS CORP US N 2 2036-01-25 Floating 2.202000000000 N N N N N N United Airlines 2014-2 Class B Pass Through Trust N/A 90932QAB2 244384.38 PA USD 255672.4 0.0355946747 Long DBT CORP US N 2 2024-03-03 Fixed 4.625000000000 N N N N N N Universal Health Services Inc. 549300YGMGQDO0NMJD09 913903AT7 288000 PA USD 302040 0.0420499653 Long DBT CORP US N 2 2026-06-01 Fixed 5.000000000000 N N N N N N 3M Company LUZQVYP4VS22CLWDAR65 88579YBB6 485000 PA USD 507247.51 0.0706189252 Long DBT CORP US N 2 2024-02-14 Fixed 3.250000000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBB3 450000 PA USD 501476.56 0.0698154944 Long DBT CORP US N 2 2041-09-01 Fixed 5.500000000000 N N N N N N ANGEL OAK MORTGAGE TRUST I LLC AOMT 2018 3 A1 144A N/A 03464NAA0 140146.85 PA USD 141755.34 0.0197351580 Long ABS-MBS CORP US N 2 2048-09-25 Variable 3.649000000000 N N N N N N BBCMS TRUST 2015-MSQ BBCMS 2015 MSQ D 144A N/A 05490VAG2 140000 PA USD 141814.75 0.0197434290 Long ABS-MBS CORP US N 2 2032-09-15 Variable 3.989799000000 N N N N N N Enova International Inc. 549300O8XOCQSB49UO63 29357KAD5 77000 PA USD 73342.5 0.0102107323 Long DBT CORP US N 2 2024-09-01 Fixed 8.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 09/23 FIXED 4.5 N/A 3128MB2J5 68729.64 PA USD 70873.36 0.0098669790 Long ABS-MBS USGSE US N 2 2023-09-01 Fixed 4.500000000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119BT5 383000 PA USD 428692.85 0.0596825568 Long DBT CORP US N 2 2026-06-15 Fixed 5.250000000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280BC2 395000 PA USD 414256.25 0.0576726954 Long DBT CORP GB N 2 2021-06-01 Variable 6.875000000000 N N N N N N Bausch Health Companies Inc. B3BS7ACMDUWISF18KY76 071734AJ6 159000 PA USD 164883 0.0229549875 Long DBT CORP US N 2 2030-01-30 Fixed 5.250000000000 N N N N N N BAYVIEW COMMERCIAL ASSET TRUST BAYC 2005 4A A2 144A N/A 07324SCS9 159844.81 PA USD 154532.74 0.0215140258 Long ABS-MBS CORP US N 2 2036-01-25 Floating 2.182000000000 N N N N N N CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE D 144A N/A 12482HAL8 121000 PA USD 121339.48 0.0168928649 Long ABS-MBS CORP US N 2 2037-12-15 Floating 3.489750000000 N N N N N N CGBAM COMMERCIAL MORTGAGE TRUS CGBAM 2015 SMRT F 144A N/A 12528RAN8 120000 PA USD 119931.77 0.0166968837 Long ABS-MBS CORP US N 2 2028-04-10 Variable 3.785880000000 N N N N N N Hess Corporation UASVRYNXNK17ULIGK870 42809HAD9 400000 PA USD 467302.26 0.0650577533 Long DBT CORP US N 2 2041-02-15 Fixed 5.600000000000 N N N N N N Husky Energy Inc. N/A 448055AJ2 392000 PA USD 405348.2 0.0564325180 Long DBT CORP CA N 2 2022-04-15 Fixed 3.950000000000 N N N N N N COMM 2014-UBS2 Mortgage Trust N/A 12591UAG8 4387218.37 PA USD 167768.11 0.0233566521 Long ABS-MBS CORP US N 2 2047-03-10 Variable 1.196131000000 N N N N N N COMM 2017-PANW MORTGAGE TRUST COMM 2017 PANW A 144A N/A 12595HAA6 159000 PA USD 163733.49 0.0227949529 Long ABS-MBS CORP US N 2 2029-10-10 Fixed 3.244000000000 N N N N N N VB-S1 ISSUER LLC VBTOW 2016 1A F 144A N/A 91823AAE1 250000 PA USD 255014 0.0355030123 Long ABS-O CORP US N 2 2046-06-15 Fixed 6.901000000000 N N N N N N VANTAGE DATA CENTERS ISSUER LL VDC 2018 1A A2 144A N/A 92211MAC7 265050 PA USD 273185.13 0.0380327944 Long ABS-O CORP US N 2 2043-02-16 Fixed 4.072000000000 N N N N N N FANNIE MAE-ACES FNA 2012 M5 X N/A 3136A6JD7 11945354.13 PA USD 102730.05 0.0143020627 Long ABS-MBS USGSE US N 2 2022-02-25 Variable 0.523542000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K011 X1 N/A 3137A7NV8 45362195.29 PA USD 52293.54 0.0072802991 Long ABS-MBS USGSE US N 2 2020-11-25 Variable 0.173849000000 N N N N N N IHS Markit Ltd. 549300HLPTRASHS0E726 44962LAC1 447000 PA USD 471343.62 0.0656203908 Long DBT CORP GB N 2 2026-03-01 Fixed 4.000000000000 N N N N N ING Groep N.V. 549300NYKK9MWM7GGW15 456837AP8 357000 PA USD 373607.1 0.0520135266 Long DBT CORP NL N 2 2024-04-09 Fixed 3.550000000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K014 X1 N/A 3137ADTK3 8868254.91 PA USD 104078.73 0.0144898258 Long ABS-MBS USGSE US N 2 2021-04-25 Variable 1.149217000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K018 X1 N/A 3137APPA2 3320914.04 PA USD 68679.49 0.0095615487 Long ABS-MBS USGSE US N 2 2022-01-25 Variable 1.299646000000 N N N N N N COMM 2018-COR3 MORTGAGE TRUST COMM 2018 COR3 XA N/A 12595VAE7 5045833.56 PA USD 168789.69 0.0234988763 Long ABS-MBS CORP US N 2 2051-05-10 Variable 0.446179000000 N N N N N N COMM 2012-LC4 Mortgage Trust N/A 126192AH6 4085863.67 PA USD 135879.48 0.0189171216 Long ABS-MBS CORP US N 2 2044-12-10 Variable 2.102536000000 N N N N N N The Toronto-Dominion Bank PT3QB789TSUIDF371261 89114QCB2 479000 PA USD 501160.33 0.0697714689 Long DBT CORP CA N 2 2024-03-11 Fixed 3.250000000000 N N N N N N Tyco Electronics Group S.A. C33G1C5SYE2YM95EE712 902133AK3 500000 PA USD 514936.26 0.0716893519 Long DBT CORP LU N 2 2021-01-15 Fixed 4.875000000000 N N N N N N JEFFERIES GROUP LLC / JEFFERIE SR UNSECURED 01/27 4.85 N/A 47233JAG3 414000 PA USD 456784.83 0.0635935182 Long DBT CORP US N 2 2027-01-15 Fixed 4.850000000000 N N N N N N JEFFERIES GROUP LLC / JEFFERIE SR UNSECURED 01/30 4.15 N/A 47233JBH0 420000 PA USD 444747.89 0.0619177371 Long DBT CORP US N 2 2030-01-23 Fixed 4.150000000000 N N N N N N COMM 2013-LC13 Mortgage Trust N/A 12626GAP8 114000 PA USD 122121.76 0.0170017738 Long ABS-MBS CORP US N 2 2046-08-10 Variable 5.009000000000 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 15135BAQ4 117000 PA USD 120363.75 0.0167570239 Long DBT CORP US N 2 2027-12-15 Fixed 4.250000000000 N N N N N N UNITED AIRLINES 2014-2 CLASS A PASS THRU CE 03/28 3.75 N/A 90932QAA4 465707.66 PA USD 489257.1 0.0681143029 Long DBT CORP US N 2 2028-03-03 Fixed 3.750000000000 N N N N N N United Airlines 2016-1 Class B Pass Through Trust N/A 90933HAA3 544704.86 PA USD 550599.6 0.0766543969 Long DBT CORP US N 2 2026-01-07 Fixed 3.650000000000 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 15135BAS0 122000 PA USD 128569.7 0.0178994551 Long DBT CORP US N 2 2029-12-15 Fixed 4.625000000000 N N N N N N Centex Home Equity Loan Trust 2005-A N/A 152314ML1 156735.62 PA USD 149392.68 0.0207984274 Long ABS-MBS CORP US N 2 2035-01-25 Floating 2.992000000000 N N N N N N KLA Corporation 549300H0BF5JCG96TJ81 482480AG5 340000 PA USD 372022.29 0.0517928896 Long DBT CORP US N 2 2029-03-15 Fixed 4.100000000000 N N N N N N Lam Research Corporation 549300I4GMO6D34U1T02 512807AS7 435000 PA USD 465913.84 0.0648644576 Long DBT CORP US N 2 2026-03-15 Fixed 3.750000000000 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUS WFRBS 2012 C9 XA 144A N/A 92930RAF9 7095338.2 PA USD 303704.6 0.0422817106 Long ABS-MBS CORP US N 2 2045-11-15 Variable 1.896399000000 N N N N N N Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-1 Trust N/A 9393362Q5 259813.64 PA USD 259847.68 0.0361759565 Long ABS-MBS CORP US N 2 2035-03-25 Fixed 6.500000000000 N N N N N N Commercial Metals Company 549300OQS2LO07ZJ7N73 201723AL7 122000 PA USD 128100 0.0178340635 Long DBT CORP US N 2 2027-07-15 Fixed 5.375000000000 N N N N N N Commercial Mortgage Trust 2006-GG7 N/A 20173MAG5 116081.78 PA USD 116726.94 0.0162507078 Long ABS-MBS CORP US N 2 2038-07-10 Variable 5.619314000000 N N N N N N VB-S1 ISSUER LLC VBTOW 2016 1A D 144A N/A 91823AAC5 500000 PA USD 504006.9 0.0701677679 Long ABS-O CORP US N 2 2046-06-15 Fixed 4.459000000000 N N N N N N Bausch Health Companies Inc. B3BS7ACMDUWISF18KY76 91831AAC5 490000 PA USD 506282.7 0.0704846045 Long DBT CORP US N 2 2025-04-15 Fixed 6.125000000000 N N N N N N Lam Research Corporation 549300I4GMO6D34U1T02 512807AT5 359000 PA USD 449395.93 0.0625648366 Long DBT CORP US N 2 2049-03-15 Fixed 4.875000000000 N N N N N N Level 3 Financing Inc. N/A 527298BP7 432000 PA USD 435036.96 0.0605657828 Long DBT CORP US N 2 2027-03-01 Fixed 3.400000000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 539439AG4 405000 PA USD 447525 0.0623043660 Long DBT CORP GB N 2 2024-06-27 Variable 7.500000000000 N N N N N N MDC Partners Inc. N/A 552697AQ7 492000 PA USD 445260 0.0619890330 Long DBT CORP US N 2 2024-05-01 Fixed 6.500000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAR1 380000 PA USD 393098.31 0.0547270900 Long DBT CORP US N 2 2028-03-15 Fixed 4.000000000000 N N N N N N Macquarie Bank Limited 4ZHCHI4KYZG2WVRT8631 55608XAB3 420000 PA USD 454358.24 0.0632556887 Long DBT CORP AU N 2 2025-06-10 Fixed 4.875000000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2019 1A C 144A N/A 96042JAJ5 260000 PA USD 263096.18 0.0366282122 Long ABS-O CORP US N 2 2024-03-15 Fixed 3.450000000000 N N N N N N XPO Logistics Inc. 54930096DB9LCLPN7H13 983793AD2 254000 PA USD 258826 0.0360337184 Long DBT CORP US N 2 2022-06-15 Fixed 6.500000000000 N N N N N N Masco Corporation 5GCSNMQXHEYA1JO8QN11 574599BL9 400000 PA USD 431874.46 0.0601255001 Long DBT CORP US N 2 2026-04-01 Fixed 4.375000000000 N N N N N N Methanex Corporation 549300TSJHRXT9QXRD13 59151KAJ7 450000 PA USD 430598.45 0.0599478541 Long DBT CORP CA N 2 2044-12-01 Fixed 5.650000000000 N N N N N N DCP Midstream Operating LP 549300Y6CTBSE0QIPL28 23311VAH0 130000 PA USD 134875 0.0187772781 Long DBT CORP US N 2 2029-05-15 Fixed 5.125000000000 N N N N N N Delta Air Lines 2002-1 Class G-1 Pass Through Trust N/A 247367AX3 130080.11 PA USD 138342.95 0.0192600856 Long DBT CORP US N 2 2024-07-02 Fixed 6.718000000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K022 X1 N/A 3137AVXP7 2515904.83 PA USD 63882.35 0.0088936916 Long ABS-MBS USGSE US N 2 2022-07-25 Variable 1.213921000000 N N N N N N Fannie Mae REMIC Trust 2002-W3 N/A 31392CT20 63859.31 PA USD 75356.51 0.0104911225 Long ABS-MBS USGSE US N 2 2041-11-25 Fixed 7.500000000000 N N N N N N Discover Financial Services Z1YLO2USPORE63VVUL20 254709AM0 167000 PA USD 179760.54 0.0250262365 Long DBT CORP US N 2 2027-02-09 Fixed 4.100000000000 N N N N N N Eldorado Resorts Inc. N/A 28470RAG7 160000 PA USD 176200 0.0245305386 Long DBT CORP US N 2 2026-09-15 Fixed 6.000000000000 N N N N N N Methanex Corporation 549300TSJHRXT9QXRD13 59151KAL2 387000 PA USD 399375.8 0.0556010413 Long DBT CORP CA N 2 2029-12-15 Fixed 5.250000000000 N N N N N N Orbia Advance Corporation S.A.B. de CV 549300MVHZ20SBIOEQ79 59284BAG3 380000 PA USD 388078.8 0.0540282746 Long DBT CORP MX N 2 2048-01-15 Fixed 5.500000000000 N N N N N N YUM! Brands Inc. 549300JE8XHZZ7OHN517 988498AL5 241000 PA USD 252447.5 0.0351457046 Long DBT CORP US N 2 2030-01-15 Fixed 4.750000000000 N N N N N N Energy Transfer Operating L.P. 5493008K8W3OKZE54J59 29273RBK4 141000 PA USD 147506.82 0.0205358782 Long DBT CORP US N 2 2027-04-15 Fixed 4.200000000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE CGCMT 2019 PRM A 144A N/A 29429JAA8 170000 PA USD 175947.6 0.0244953995 Long ABS-MBS CORP US N 2 2036-05-10 Fixed 3.341000000000 N N N N N N FREDDIE MAC STRUCTURED PASS-TH FSPC T 41 3A N/A 31392MEN8 55595.25 PA USD 61120.73 0.0085092192 Long ABS-MBS USGSE US N 2 2032-07-25 Variable 5.415656000000 N N N N N N Refinitiv US Holdings Inc. N/A 31740LAA1 57000 PA USD 62201.25 0.0086596491 Long DBT CORP US N 2 2026-05-15 Fixed 6.250000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VCZ5 397000 PA USD 489677.67 0.0681728546 Long DBT CORP US N 2 2055-03-15 Fixed 4.672000000000 N N N N N Vistra Operations Company LLC 549300ZH5GKBTJZ7NM23 92840VAE2 520000 PA USD 529778.36 0.0737556669 Long DBT CORP US N 2 2029-07-15 Fixed 4.300000000000 N N N N N N MORGAN STANLEY BANK OF AMERICA MSBAM 2013 C7 XA N/A 61690KAF9 10863326.09 PA USD 372408.94 0.0518467189 Long ABS-MBS CORP US N 2 2046-02-15 Variable 1.346623000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BDZ6 360000 PA USD 386345.17 0.0537869189 Long DBT CORP US N 2 2026-01-27 Fixed 3.875000000000 N N N N N N Refinitiv US Holdings Inc. N/A 31740LAC7 92000 PA USD 103615 0.0144252654 Long DBT CORP US N 2 2026-11-15 Fixed 8.250000000000 N N N N N N First Quantum Minerals Ltd. 549300I7UVBGWRYMYZ18 335934AL9 100000 PA USD 102250 0.0142352303 Long DBT CORP CA N 2 2025-04-01 Fixed 7.500000000000 N N N N N N Vistra Operations Company LLC 549300ZH5GKBTJZ7NM23 92840VAG7 554000 PA USD 549886.46 0.0765551137 Long DBT CORP US N 2 2027-01-30 Fixed 3.700000000000 N N N N N N GE Commercial Mortgage Corporation Series 2007-C1 Trust 549300MEP395QRNT3X34 36159XAH3 100461.69 PA USD 85392.44 0.0118883232 Long ABS-MBS CORP US N 2 2049-12-10 Variable 5.606000000000 N N N N N N The GEO Group Inc. N/A 36162JAB2 96000 PA USD 85200 0.0118615317 Long DBT CORP US N 2 2026-04-15 Fixed 6.000000000000 N N N N N N GS Mortgage Securities Trust 2012-GCJ7 N/A 36192KAW7 2661674.92 PA USD 73891.82 0.0102872085 Long ABS-MBS CORP US N 2 2045-05-10 Variable 2.160830000000 N N N N N N GINNIE MAE GN 04/29 FIXED 7 549300M8ZYFG0OCMTT87 36209BFB9 35836.79 PA USD 40482.18 0.0056359233 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 7.000000000000 N N N N N N MORGAN STANLEY BANK OF AMERICA MSBAM 2014 C17 XA N/A 61763UBA9 12164600.65 PA USD 458205.23 0.0637912661 Long ABS-MBS CORP US N 2 2047-08-15 Variable 1.109103000000 N N N N N N Prosus N.V. N/A 62856RAC9 365000 PA USD 404848.64 0.0563629693 Long DBT CORP NL N 2 2025-07-21 Fixed 5.500000000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE CGCMT 2019 SMRT A 144A N/A 29429MAA1 158000 PA USD 167713.26 0.0233490159 Long ABS-MBS CORP US N 2 2036-01-10 Fixed 4.149000000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K015 X1 N/A 3137AH6D5 8646999.11 PA USD 167149.95 0.0232705919 Long ABS-MBS USGSE US N 2 2021-07-25 Variable 1.570732000000 N N N N N N GINNIE MAE GN 06/33 FIXED 6 549300M8ZYFG0OCMTT87 36225BZS0 44545.59 PA USD 49995.55 0.0069603733 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 6.000000000000 N N N N N N GINNIE MAE GN 04/35 FIXED 5 549300M8ZYFG0OCMTT87 36291XMY2 84007.19 PA USD 91997.95 0.0128079413 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 5.000000000000 N N N N N N GALTON FUNDING MORTGAGE TRUST GFMT 2018 1 A43 144A N/A 36417JAY5 92156.9 PA USD 92480.82 0.0128751664 Long ABS-MBS CORP US N 2 2057-11-25 Variable 3.500000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38377MF68 1461142.82 PA USD 101694.66 0.0141579159 Long ABS-MBS USGA US N 2 2040-05-20 Floating 4.405370000000 N N N N N N NXP B.V. N/A 62947QAZ1 354000 PA USD 385799.41 0.0537109382 Long DBT CORP NL N 2 2024-03-01 Fixed 4.875000000000 N N N N N N Natura Cosmeticos S.A. N/A 63883KAA3 410000 PA USD 427425 0.0595060469 Long DBT CORP BR N 2 2023-02-01 Fixed 5.375000000000 N N N N N PHILADELPHIA SCH DIST PA PHISCD 09/30 FIXED 5.995 N/A 717883LV2 315000 PA USD 390946.5 0.0544275154 Long DBT MUN US N 2 2030-09-01 Fixed 5.995000000000 N N N N N N QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 03/24 3.375 N/A 74727PAZ4 428000 PA USD 447795 0.0623419553 Long DBT NUSS QA N 2 2024-03-14 Fixed 3.375000000000 N N N N N N Sesac Finance LLC N/A 78396YAA1 384037.5 PA USD 396480.32 0.0551979330 Long ABS-O CORP US N 2 2049-07-25 Fixed 5.216000000000 N N N N N N SANTANDER REVOLVING AUTO LOAN SREV 2019 A A 144A N/A 80286JAA3 422000 PA USD 419954.57 0.0584660147 Long ABS-O CORP US N 2 2032-01-26 Fixed 2.510000000000 N N N N N N Sirius XM Radio Inc. WP5O65E6BMU84LNO4227 82967NAW8 350000 PA USD 371765.63 0.0517571574 Long DBT CORP US N 2 2026-07-15 Fixed 5.375000000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368JKG4 375000 PA USD 397500 0.0553398927 Long DBT CORP FR N 2 2021-09-13 Variable 7.375000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378BE47 690223.5 PA USD 30662.14 0.0042687787 Long ABS-MBS USGA US N 2 2053-01-16 Variable 0.786310000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378BUS6 5266230.65 PA USD 71629.69 0.0099722751 Long ABS-MBS USGA US N 2 2052-08-16 Variable 0.439960000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379R4C4 1708997.2 PA USD 109190.05 0.0152014230 Long ABS-MBS USGA US N 2 2058-10-16 Variable 0.838490000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379R4P5 1239154.7 PA USD 68910.63 0.0095937280 Long ABS-MBS USGA US N 2 2059-02-16 Variable 0.608630000000 N N N N N N Sprint Capital Corporation N/A 852060AD4 400000 PA USD 431000 0.0600037579 Long DBT CORP US N 2 2028-11-15 Fixed 6.875000000000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 86800XAA6 425000 PA USD 378250 0.0526599105 Long DBT CORP US N 2 2024-12-15 Variable 4.000000000000 N N N N N N TAL Advantage V LLC 549300DUZ8I1AWFHN784 87407PAJ9 372916.67 PA USD 371834.13 0.0517666940 Long ABS-O CORP US N 2 2039-02-22 Fixed 3.510000000000 N N N N N N Time Warner Entertainment Company L.P. N/A 88731EAJ9 300000 PA USD 420105.14 0.0584869770 Long DBT CORP US N 2 2033-07-15 Fixed 8.375000000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS KS01 X1 N/A 3137B1U83 5345731.7 PA USD 138039.62 0.0192178560 Long ABS-MBS USGSE US N 2 2023-01-25 Variable 1.196185000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31387XXY6 100451.53 PA USD 115992.11 0.0161484048 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 7.000000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379RG98 1943315.62 PA USD 97280.24 0.0135433410 Long ABS-MBS USGA US N 2 2057-04-16 Variable 0.599760000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379RJU8 879271.22 PA USD 62718.77 0.0087316981 Long ABS-MBS USGA US N 2 2056-11-16 Variable 0.891790000000 N N N N N N TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 4 A1 144A N/A 89175TAA6 441070.32 PA USD 447305.64 0.0622738267 Long ABS-MBS CORP US N 2 2058-06-25 Variable 3.000000000000 N N N N N N Uber Technologies Inc N/A 90353TAE0 407000 PA USD 417557.58 0.0581323061 Long DBT CORP US N 2 2027-09-15 Fixed 7.500000000000 N N N N N N FANNIE MAE REMICS FNR 2010 15 KA N/A 31398MRA6 167046.75 PA USD 169266.73 0.0235652897 Long ABS-MBS USGSE US N 2 2039-03-25 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31407HRF5 153356.4 PA USD 176561.45 0.0245808596 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.000000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379RNC3 640248.17 PA USD 47899.65 0.0066685824 Long ABS-MBS USGA US N 2 2057-12-16 Variable 0.932590000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379RSQ7 906639.07 PA USD 59821.5 0.0083283406 Long ABS-MBS USGA US N 2 2059-05-16 Variable 0.763990000000 N N N N N N United Airlines 2016-1 Class A Pass Through Trust N/A 90931MAA4 363155.05 PA USD 371834.13 0.0517666940 Long DBT CORP US N 2 2030-01-07 Fixed 3.450000000000 N N N N N N United Rentals (North America) Inc. NGIZXNT70J2LYT3FBI09 911365BG8 440000 PA USD 458141.2 0.0637823518 Long DBT CORP US N 2 2028-01-15 Fixed 4.875000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QBAP3 116958.51 PA USD 121918.9 0.0169735317 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31410FUP8 138261.99 PA USD 156131.72 0.0217366355 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 5.500000000000 N N N N N N First Quantum Minerals Ltd. 549300I7UVBGWRYMYZ18 335934AR6 175000 PA USD 177187.5 0.0246680182 Long DBT CORP CA N 2 2026-03-01 Fixed 6.875000000000 N N N N N N Freedom Mortgage Corporation 549300LYRWPSYPK6S325 35640YAB3 140000 PA USD 137243.4 0.0191070064 Long DBT CORP US N 2 2025-04-15 Fixed 8.250000000000 N N N N N N GINNIE MAE GN 03/33 FIXED 6 549300M8ZYFG0OCMTT87 36200MEN9 119527.51 PA USD 134740.55 0.0187585599 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.000000000000 N N N N N N GSRPM Mortgage Loan Trust 2006-1 N/A 362334NU4 137154.15 PA USD 136647.91 0.0190241023 Long ABS-MBS CORP US N 2 2035-03-25 Floating 2.092000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379U7Q3 1692025.64 PA USD 92427.24 0.0128677070 Long ABS-MBS USGA US N 2 2057-11-16 Variable 0.619800000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380J2B3 613724.67 PA USD 32753.01 0.0045598693 Long ABS-MBS USGA US N 2 2060-01-16 Variable 0.447950000000 N N N N N N GS MORTGAGE SECURITIES TRUST 2 GSMS 2015 590M C 144A N/A 36250WAJ9 150000 PA USD 154243.68 0.0214737829 Long ABS-MBS CORP US N 2 2035-10-10 Variable 3.805400000000 N N N N N N GS MORTGAGE SECURITIES CORP TR GSMS 2017 485L C 144A 5493001UQE7OCP3UT106 36252CAJ1 155000 PA USD 159469.94 0.0222013821 Long ABS-MBS CORP US N 2 2037-02-10 Variable 3.981807000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379RPH0 1923969.35 PA USD 114924.85 0.0159998210 Long ABS-MBS USGA US N 2 2058-07-16 Variable 0.791410000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379RW58 2691095.63 PA USD 163409.79 0.0227498874 Long ABS-MBS USGA US N 2 2059-01-16 Variable 0.708750000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VCM4 335000 PA USD 430645.73 0.0599544364 Long DBT CORP US N 2 2054-08-21 Fixed 5.012000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VCQ5 335000 PA USD 387596.91 0.0539611859 Long DBT CORP US N 2 2034-11-01 Fixed 4.400000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380JMW5 3051139.82 PA USD 162999.52 0.0226927697 Long ABS-MBS USGA US N 2 2060-01-16 Variable 0.558610000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380JQ50 2699920.18 PA USD 158066.56 0.0220060037 Long ABS-MBS USGA US N 2 2060-04-16 Variable 0.554450000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380JUL0 2818181.91 PA USD 149385.62 0.0207974445 Long ABS-MBS USGA US N 2 2060-03-16 Variable 0.526990000000 N N N N N N Greenko Dutch B.V. N/A 39530LAB6 145000 PA USD 147015.5 0.0204674767 Long DBT CORP NL N 2 2024-07-24 Fixed 5.250000000000 N N N N N N HarborView Mortgage Loan Trust 2007-6 N/A 41165BAS9 12411472.33 PA USD 176637.59 0.0245914598 Long ABS-MBS CORP US N 2 2037-08-19 Variable 0.000000000000 N N N N N N Harsco Corporation KAO98FK89NPNNPQGUZ43 415864AM9 110000 PA USD 117289.7 0.0163290551 Long DBT CORP US N 2 2027-07-31 Fixed 5.750000000000 N N N N N N Verisk Analytics Inc. 549300I1YSWNIRKBWP67 92345YAF3 400000 PA USD 438702.39 0.0610760835 Long DBT CORP US N 2 2029-03-15 Fixed 4.125000000000 N N N N N N WaMu Mortgage Pass-Through Certificates Series 2005-AR8 N/A 92922FR91 447284.21 PA USD 443481 0.0617413609 Long ABS-MBS CORP US N 2 2045-07-25 Floating 2.632000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380JAH1 1850880.74 PA USD 93655.68 0.0130387303 Long ABS-MBS USGA US N 2 2059-06-16 Variable 0.544320000000 N N N N N N NRZ EXCESS SPREAD-COLLATERALIZ NZES 2018 PLS1 A 144A N/A 40423XAB8 104403.37 PA USD 104723.05 0.0145795279 Long ABS-O CORP US N 2 2023-01-25 Fixed 3.193000000000 N N N N N N HILTON GRAND VACATIONS TRUST 2 HGVT 2018 AA A 144A N/A 43284BAA0 134628.65 PA USD 138400.96 0.0192681617 Long ABS-O CORP US N 2 2032-02-25 Fixed 3.540000000000 N N N N N N HILTON ORLANDO TRUST 2018-ORL HILT 2018 ORL D 144A N/A 432885AL5 145000 PA USD 144917.8 0.0201754352 Long ABS-MBS CORP US N 2 2034-12-15 Floating 3.439750000000 N N N N N N HUDSONS BAY SIMON JV TRUST 201 HBCT 2015 HBFL DFL 144A N/A 44422PAN2 100000 PA USD 99913.81 0.0139099862 Long ABS-MBS CORP US N 2 2034-08-05 Floating 5.675000000000 N N N N N N J.P. Morgan Chase Commercial Mortgage Securities Trust 2011-C3 N/A 46635TAN2 9303354.38 PA USD 71805.15 0.0099967026 Long ABS-MBS CORP US N 2 2046-02-15 Variable 0.946831000000 N N N N N N IMT TRUST 2017-APTS IMTT 2017 APTS AFX 144A N/A 44974AAS6 172000 PA USD 178374.42 0.0248332610 Long ABS-MBS CORP US N 2 2034-06-15 Fixed 3.478000000000 N N N N N N ING Groep N.V. 549300NYKK9MWM7GGW15 456837AF0 135000 PA USD 145921.5 0.0203151702 Long DBT CORP NL N 2 2025-04-16 Variable 6.500000000000 N N N N N N Instituto Costarricense de Electricidad 5493009VA6AFUB2Q0289 45777VAD9 210000 PA USD 180075 0.0250700155 Long DBT CORP CR N 2 2043-05-15 Fixed 6.375000000000 N N N N N N IRVINE CORE OFFICE TRUST 2013- ICOT 2013 IRV XA 144A N/A 46361TAE2 8532251.44 PA USD 158902.94 0.0221224444 Long ABS-MBS CORP US N 2 2048-05-15 Variable 1.105100000000 N N N N N N J.P. Morgan Chase Commercial Mortgage Securities Trust 2011-C4 N/A 46636DAN6 6569808.43 PA USD 75934.5 0.0105715901 Long ABS-MBS CORP US N 2 2046-07-15 Variable 1.175360000000 N N N N N N LADDER CAPITAL FINANCE HOLDING COMPANY GUAR 144A 03/22 5.25 N/A 505742AF3 65000 PA USD 67518.75 0.0093999506 Long DBT CORP US N 2 2022-03-15 Fixed 5.250000000000 N N N N N N The Williams Companies Inc. D71FAKCBLFS2O0RBPG08 96949LAD7 437000 PA USD 455305.69 0.0633875925 Long DBT CORP US N 2 2027-06-15 Fixed 3.750000000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2013-C14 N/A 46640LAF9 6301129.28 PA USD 112093.31 0.0156056145 Long ABS-MBS CORP US N 2 2046-08-15 Variable 0.572472000000 N N N N N N JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2016 C1 A4 N/A 46645LAX5 155000 PA USD 162188.28 0.0225798290 Long ABS-MBS CORP US N 2 2049-03-15 Fixed 3.310600000000 N N N N N N Long Beach Mortgage Loan Trust 2004-1 N/A 542514EW0 62902.26 PA USD 62771.84 0.0087390865 Long ABS-MBS CORP US N 2 2034-02-25 Floating 2.842000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBC3 100000 PA USD 104943.22 0.0146101800 Long DBT CORP US N 2 2025-01-15 Fixed 5.250000000000 N N N N N N KeyCorp Student Loan Trust 2004-A N/A 493268BV7 175718.34 PA USD 170310.78 0.0237106422 Long ABS-O CORP US N 2 2042-10-27 Floating 2.175630000000 N N N N N N LAUREL ROAD PRIME STUDENT LOAN LRK 2019 A A2FX 144A N/A 51889RAB5 140000 PA USD 139072.57 0.0193616631 Long ABS-O CORP US N 2 2048-10-25 Fixed 2.730000000000 N N N N N N MVW Owner Trust 2015-1 549300Y5CF8WQOLGBR17 55388PAA8 35473.6 PA USD 35449.9 0.0049353300 Long ABS-O CORP US N 2 2032-12-20 Fixed 2.520000000000 N N N N N N Morgan Stanley Capital I Trust 2011-C3 N/A 61760RAA0 6741367.89 PA USD 45856.13 0.0063840838 Long ABS-MBS CORP US N 2 2049-07-15 Variable 0.627852000000 N N N N N N MGIC Investment Corporation N/A 552848AF0 161000 PA USD 177905 0.0247679084 Long DBT CORP US N 2 2023-08-15 Fixed 5.750000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBE9 156000 PA USD 164063.22 0.0228408578 Long DBT CORP US N 2 2027-12-01 Fixed 4.250000000000 N N N N N N ONE MARKET PLAZA TRUST 2017-1M OMPT 2017 1MKT D 144A N/A 68245HAG9 90000 PA USD 91699.11 0.0127663369 Long ABS-MBS CORP US N 2 2032-02-10 Fixed 4.145500000000 N N N N N N The PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 693475AT2 97000 PA USD 101628.67 0.0141487288 Long DBT CORP US N 2 2027-05-19 Fixed 3.150000000000 N N N N N N MTN (Mauritius) Investment Limited N/A 55377XAA4 140000 PA USD 143500.63 0.0199781370 Long DBT CORP MU N 2 2024-11-11 Fixed 4.755000000000 N N N N N N MASTR Adjustable Rate Mortgages Trust 2004-13 N/A 576433UE4 123640.98 PA USD 126105.31 0.0175563631 Long ABS-MBS CORP US N 2 2034-04-21 Variable 4.606424000000 N N N N N N J.B. Poindexter and Co. Inc. N/A 730481AJ7 106000 PA USD 111830 0.0155689565 Long DBT CORP US N 2 2026-04-15 Fixed 7.125000000000 N N N N N N Prime Security Services Borrrower LLC / Prime Finance Inc. N/A 74166MAA4 54000 PA USD 56632.5 0.0078843685 Long DBT CORP US N 2 2023-05-15 Fixed 9.250000000000 N N N N N N MetLife Inc. C4BXATY60WC6XEOZDX54 59156RBS6 120000 PA USD 176700 0.0246001485 Long DBT CORP US N 2 2068-04-08 Fixed 9.250000000000 N N N N N N MILL CITY MORTGAGE TRUST 08/58 1 N/A 59980XAC1 150900.08 PA USD 154517 0.0215118345 Long ABS-MBS CORP US N 2 2058-08-25 Variable 3.500000000000 N N N N N N National Oilwell Varco Inc. 549300EHF3IW1AR6U008 637071AJ0 171000 PA USD 172549.9 0.0240223722 Long DBT CORP US N 2 2022-12-01 Fixed 2.600000000000 N N N N N N NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 285M D 144A N/A 63874FAJ6 135000 PA USD 137291.58 0.0191137140 Long ABS-MBS CORP US N 2 2032-11-15 Variable 3.790400000000 N N N N N N Navient Private Education Loan Trust 2016-A 549300JSCKIU587G1R13 63939NAB9 165531.87 PA USD 171349.16 0.0238552053 Long ABS-O CORP US N 2 2045-12-15 Fixed 3.910000000000 N N N N N N Netflix Inc. 549300Y7VHGU0I7CE873 64110LAU0 120000 PA USD 127797.6 0.0177919634 Long DBT CORP US N 2 2029-11-15 Fixed 5.375000000000 N N N N N N Sequoia Mortgage Trust 2005-3 N/A 81744FHK6 65034.19 PA USD 64695.8 0.0090069399 Long ABS-MBS CORP US N 2 2035-05-20 Floating 1.964630000000 N N N N N N Sonic Capital LLC N/A 83546DAD0 97401.47 PA USD 98047.24 0.0136501226 Long ABS-O CORP US N 2 2046-05-20 Fixed 4.472000000000 N N N N N N The Southern Company 549300FC3G3YU2FBZD92 842587602 831 NS USD 44790.9 0.0062357826 Long EP CORP US N 1 N N N Structured Asset Securities Corporation N/A 863572TZ6 53615.96 PA USD 52364.98 0.0072902450 Long ABS-MBS CORP US N 2 2027-07-15 Variable 4.738960000000 N N N N N N NEW RESIDENTIAL MORTGAGE LLC 2 NZES 2018 FNT2 A 144A N/A 64829TAH4 131449.82 PA USD 131915.53 0.0183652611 Long ABS-MBS CORP US N 2 2054-07-25 Fixed 3.790000000000 N N N N N N Noble Holding International Limited 549300GNEZBJHMST9U32 65504LAK3 500000 PA USD 180000 0.0250595740 Long DBT CORP KY N 2 2042-03-15 Fixed 5.250000000000 N N N N N N Team Health Holdings Inc. 549300PVTQ4UDTTMQT11 88047PAA2 89000 PA USD 59407.5 0.0082707036 Long DBT CORP US N 2 2025-02-01 Fixed 6.375000000000 N N N N N Teva Pharmaceutical Finance Company LLC 5493006PITD7MU7WW480 88163VAD1 49000 PA USD 45692.5 0.0063613033 Long DBT CORP US N 2 2036-02-01 Fixed 6.150000000000 N N N N N N Qorvo Inc. N/A 74736KAF8 150000 PA USD 159750 0.0222403720 Long DBT CORP US N 2 2026-07-15 Fixed 5.500000000000 N N N N N N RADIATE HOLDCO LLC / RADIATE F SR UNSECURED 144A 02/23 6.875 N/A 75026JAB6 120000 PA USD 122100 0.0169987444 Long DBT CORP US N 2 2023-02-15 Fixed 6.875000000000 N N N N N N Renaissance Home Equity Loan Trust 2005-2 N/A 75970NAL1 128908.6 PA USD 131889.46 0.0183616316 Long ABS-MBS CORP US N 2 2035-08-25 Variable 4.934000000000 N N N N N N SMB Private Education Loan Trust 2015-C N/A 78448RAB2 160831.49 PA USD 161561.18 0.0224925242 Long ABS-O CORP US N 2 2027-07-15 Fixed 2.750000000000 N N N N N N SIERRA TIMESHARE 2018-2 RECEIV SRFC 2018 2A A 144A N/A 82653DAA7 171190.53 PA USD 173841.21 0.0242021482 Long ABS-O CORP US N 2 2035-06-20 Fixed 3.500000000000 N N N N N N Springleaf Finance Corporation 5493008I795YYBFWFU90 85172FAM1 140000 PA USD 159250 0.0221707620 Long DBT CORP US N 2 2025-03-15 Fixed 6.875000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2015 TPMT 2015 1 A5 144A N/A 89171DAE7 105000 PA USD 108081.08 0.0150470324 Long ABS-MBS CORP US N 2 2053-10-25 Variable 3.952295000000 N N N N N N TOWD POINT MORTGAGE TRUST 2017 TPMT 2017 1 A1 144A N/A 89173FAA8 66848.76 PA USD 67287.92 0.0093678145 Long ABS-MBS CORP US N 2 2056-10-25 Variable 2.750000000000 N N N N N N STARWOOD MORTGAGE RESIDENTIAL STAR 2018 IMC1 A1 144A N/A 85572KAA2 126114.96 PA USD 126988.95 0.0176793833 Long ABS-MBS CORP US N 2 2048-03-25 Variable 3.793000000000 N N N N N N TEMPO ACQUISITION LLC / TEMPO SR UNSECURED 144A 06/25 6.75 N/A 88023JAA4 136000 PA USD 140420 0.0195492522 Long DBT CORP US N 2 2025-06-01 Fixed 6.750000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2015 TPMT 2018 1 A1 144A N/A 89176EAA8 150828.11 PA USD 152369.53 0.0212128640 Long ABS-MBS CORP US N 2 2058-01-25 Variable 3.000000000000 N N N N N N UBS-Barclays Commercial Mortgage Trust 2012-C2 N/A 90269CAH3 6070214.58 PA USD 166154.52 0.0231320083 Long ABS-MBS CORP US N 2 2063-05-10 Variable 1.308475000000 N N N N N N UNITED AIRLINES 2018-1 CLASS B PASS THRU CE 09/27 4.6 N/A 90932NAA1 147931.89 PA USD 152728.32 0.0212628147 Long DBT CORP US N 2 2026-03-01 Fixed 4.600000000000 N N N N N N WMG Acquisition Corp. 549300NAS11NXI33CP80 92933BAM6 135000 PA USD 139725 0.0194524944 Long DBT CORP US N 2 2024-11-01 Fixed 4.875000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2017 TPMT 2017 2 A1 144A N/A 89173HAA4 57461.09 PA USD 57829.08 0.0080509562 Long ABS-MBS CORP US N 2 2057-04-25 Variable 2.750000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 5 A1A 144A N/A 89176VAK8 79349.25 PA USD 80819.09 0.0112516221 Long ABS-MBS CORP US N 2 2058-07-25 Variable 3.250000000000 N N N N N N Trident TPI Holdings Inc. N/A 89616RAA7 115000 PA USD 103500 0.0144092551 Long DBT CORP US N 2 2025-11-01 Fixed 6.625000000000 N N N N N N Tutor Perini Corporation 549300FHXYVPW8LJ6D98 901109AF5 115000 PA USD 110975 0.0154499235 Long DBT CORP US N 2 2025-05-01 Fixed 6.875000000000 N N N N N WFRBS Commercial Mortgage Trust 2011-C3 N/A 92935VAJ7 12531461.61 PA USD 164904.01 0.0229579125 Long ABS-MBS CORP US N 2 2044-03-15 Variable 1.316264000000 N N N N N N Westgate Resorts 2017-1 LLC 5493001B6N5F6HQT6Z27 96033DAA8 174390 PA USD 175057.09 0.0243714228 Long ABS-O CORP US N 2 2030-12-20 Fixed 3.050000000000 N N N N N N UBS Commercial Mortgage Trust 2012-C1 N/A 90269GAF8 55000 PA USD 57425.8 0.0079948116 Long ABS-MBS CORP US N 2 2045-05-10 Fixed 4.822000000000 N N N N N N UPCB Finance IV Limited 549300EGTRJCEFDLJ069 90320MAA3 65000 PA USD 66820 0.0093026708 Long DBT CORP KY N 2 2025-01-15 Fixed 5.375000000000 N N N N N N US Airways 2010-1 Class A Pass Through Trust N/A 90345KAA8 85736.98 PA USD 92224.34 0.0128394593 Long DBT CORP US N 2 2024-10-22 Fixed 6.250000000000 N N N N N N VICI Properties LP / VICI Note Co Inc N/A 92564RAB1 55000 PA USD 57475 0.0080016612 Long DBT CORP US N 2 2029-12-01 Fixed 4.625000000000 N N N N N N WFRBS Commercial Mortgage Trust 2013-C15 5493003CHVRASC16O965 92938CAH0 58000 PA USD 61229.06 0.0085243009 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.493638000000 N N N N N N WFRBS Commercial Mortgage Trust 2013-C16 N/A 92938EBF9 74000 PA USD 79595.99 0.0110813423 Long ABS-MBS CORP US N 2 2046-09-15 Variable 5.023785000000 N N N N N N The Williams Companies Inc. D71FAKCBLFS2O0RBPG08 969457BV1 149000 PA USD 176135.73 0.0245215909 Long DBT CORP US N 2 2044-06-24 Fixed 5.750000000000 N N N N N N WPX Energy Inc. ZXZE9GCS2BB547GJW219 98212BAE3 135000 PA USD 143437.5 0.0199693481 Long DBT CORP US N 2 2024-09-15 Fixed 5.250000000000 N N N N N N Wyndham Destinations Inc. T4VNTWMFQ7JQB65L7T35 98310WAQ1 177000 PA USD 177442.5 0.0247035193 Long DBT CORP US N 2 2030-03-01 Fixed 4.625000000000 N N N N N N The United Kingdom N/A GG7375726 85000 PA 163473.82 0.0227588017 Long DBT NUSS GB N 2 2028-12-07 Fixed 6.000000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 949746804 55 NS USD 79750 0.0111027835 Long EP CORP US N 1 N N N WELLS FARGO COMMERCIAL MORTGAG WFCM 2017 SMP D 144A N/A 95001CAG7 95000 PA USD 94704 0.0131846772 Long ABS-MBS CORP US N 2 2034-12-15 Floating 3.389750000000 N N N N N N Ambac Assurance Corporation N/A 023138AA8 131.32 PA USD 194.35 0.0000270574 Long DBT CORP US N 2 2020-06-07 Fixed 5.100000000000 N N N N N N Ambac LSNI LLC N/A 02315QAA6 561.66 PA USD 568.68 0.0000791715 Long DBT CORP KY N 2 2023-02-12 Floating 6.944630000000 N N N N N N Amresco Residential Securities Corporation Mortgage Loan Trust 1998-1 N/A 03215PDN6 73.28 PA USD 75.09 0.0000104540 Long ABS-MBS CORP US N 2 2027-08-25 Variable 6.510000000000 N N N N N N British Airways 2013-1 Pass Through Trust Certificates N/A 11042BAA0 25844.34 PA USD 26042.52 0.0036256359 Long DBT CORP GB N 2 2021-12-20 Fixed 5.625000000000 N N N N N N ContiMortgage Home Equity Loan Trust 1995-2 N/A 21075WBF1 6650.6 PA USD 3190.66 0.0004442032 Long ABS-MBS CORP US N 2 2025-08-15 Fixed 8.100000000000 N N N N N N Credit Suisse First Boston Mortgage Securities Corp. N/A 225458EC8 248456.58 PA USD 2.48 0.0000003453 Long ABS-MBS CORP US N 2 2038-02-15 Variable 0.682823000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31371HVJ4 2790.88 PA USD 3219.02 0.0004481515 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 7.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31384VL75 3262.25 PA USD 3757.21 0.0005230782 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 7.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31384WB66 1409.63 PA USD 1635.03 0.0002276286 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 7.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31385HNT5 16578.45 PA USD 19238.13 0.0026783297 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 7.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31386EQK7 727.62 PA USD 842.44 0.0001172844 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 7.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31386XBH8 6430.81 PA USD 7440.47 0.0010358612 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 7.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31387QYP9 5914.82 PA USD 6675.14 0.0009293120 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 7.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31387XQ24 6392.29 PA USD 7373.28 0.0010265070 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 7.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31389GSH4 4159.01 PA USD 4820.5 0.0006711093 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 7.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31389X5U3 5848.94 PA USD 6818.65 0.0009492915 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 7.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31390BKV9 5150.55 PA USD 5945.19 0.0008276885 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 7.000000000000 N N N N N N FANNIE MAE REMICS FNR 2001 50 BA N/A 31392AJW9 8265.58 PA USD 9315.21 0.0012968622 Long ABS-MBS USGSE US N 2 2041-10-25 Fixed 7.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31402DSC5 19205.6 PA USD 20045.29 0.0027907024 Long ABS-MBS USGSE US N 2 2033-07-01 Floating 4.747000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31410GGC1 12266.27 PA USD 12482.69 0.0017378383 Long ABS-MBS USGSE US N 2 2022-01-01 Fixed 5.000000000000 N N N N N N GINNIE MAE GN 10/26 FIXED 8 549300M8ZYFG0OCMTT87 36207JJE4 17650.15 PA USD 19665.22 0.0027377891 Long ABS-MBS USGA US N 2 2026-10-15 Fixed 8.000000000000 N N N N N N GINNIE MAE GN 09/28 FIXED 6.5 549300M8ZYFG0OCMTT87 36207KC81 17279.75 PA USD 19204.4 0.0026736338 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.500000000000 N N N N N N GINNIE MAE GN 09/28 FIXED 6.5 549300M8ZYFG0OCMTT87 36209DE83 3635.62 PA USD 4020.88 0.0005597863 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.500000000000 N N N N N N GINNIE MAE GN 08/31 FIXED 6.5 549300M8ZYFG0OCMTT87 36213UMA5 10981.33 PA USD 12402.62 0.0017266910 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 6.500000000000 N N N N N N GINNIE MAE GN 09/29 FIXED 6.5 549300M8ZYFG0OCMTT87 36225BKX5 8045.92 PA USD 8959.96 0.0012474043 Long ABS-MBS USGA US N 2 2029-09-15 Fixed 6.500000000000 N N N N N N GS MORTGAGE SECURITIES CORP II GSMS 2005 GG4 XC 144A N/A 36228CWD1 356736.65 PA USD 3.57 0.0000004970 Long ABS-MBS CORP US N 2 2039-07-10 Variable 1.368283000000 N N N N N N GE Capital Commercial Mortgage Corporation N/A 36828QKZ8 3787364.45 PA USD 37.87 0.0000052723 Long ABS-MBS CORP US N 2 2048-06-10 Variable 0.011283000000 N N N N N N J.P. Morgan Chase Commercial Mortgage Securities Trust 2006-LDP8 N/A 46629MAJ4 655964.62 PA USD 208.33 0.0000290037 Long ABS-MBS CORP US N 2 2045-05-15 Variable 0.299668000000 N N N N N N Lb-UBS Commercial Mortgage Trust 2005-C1 N/A 52108HY81 1052.69 PA USD 0.01 0.0000000014 Long ABS-MBS CORP US N 2 2040-02-15 Variable 0.000000000000 N N N N N N MSCI Inc. 549300HTIN2PD78UB763 55354GAA8 19000 PA USD 19520.22 0.0027176022 Long DBT CORP US N 2 2024-11-15 Fixed 5.250000000000 N N N N N N Merrill Lynch Mortgage Investors Trust Series MLCC 2005-A N/A 59020UTB1 24575.21 PA USD 24146.75 0.0033617071 Long ABS-MBS CORP US N 2 2030-03-25 Floating 2.252000000000 N N N N N N Merrill Lynch Mortgage Trust 2005-CIP1 N/A 59022HKF8 3841584.89 PA USD 139.07 0.0000193613 Long ABS-MBS CORP US N 2 2038-07-12 Variable 0.010000000000 N N N N N N Merrill Lynch Mortgage Trust 2008-C1 N/A 59025WBG0 4945710.16 PA USD 49.46 0.0000068858 Long ABS-MBS CORP US N 2 2051-02-12 Variable 0.000000000000 N N N N N N Morgan Stanley Capital I Trust 2005-IQ9 N/A 61745M2R3 307845.08 PA USD 3.08 0.0000004288 Long ABS-MBS CORP US N 2 2056-07-15 Variable 0.639523000000 N N N N N N STEARNS HOLDINGS LLC / STEARNS COMPANY GUAR 144A 11/24 5 N/A 85801HAA2 1194 PA USD 794.01 0.0001105420 Long DBT CORP US N 2 2024-11-05 Fixed 5.000000000000 N N N N N N ESC CB144A STEARNS HLD 08/20 9.375 N/A N/A 46000 PA USD 5303.8 0.0007383943 Long DBT CORP US N 3 2020-08-15 Fixed 9.375 N N N N N N Wachovia Bank Commercial Mortgage Trust Series 2005-C17 N/A 929766C84 231282.77 PA USD 789.09 0.0001098570 Long ABS-MBS CORP US N 2 2042-03-15 Variable 0.169374000000 N N N N N N WATERFORD GAMING LLC / WATERFO SR UNSECURED 144A 09/49 8.625 N/A 941388AH3 343849.01 PA USD 0 0.0000000000 Long DBT CORP US N 3 2014-09-15 None 0.00 Y N N N N N Westgate Resorts 2016-1 LLC 549300K8T4A858DBUE44 96033CAA0 24143.14 PA USD 24214.93 0.0033711991 Long ABS-O CORP US N 2 2028-12-20 Fixed 3.500000000000 N N N N N N Argentine Republic Government International Bond N/A EF0162372 19532033 PA 9786.93 0.0013625350 Long DBT NUSS AR N 2 2035-12-15 Variable 0.000000000000 N N N N N N FANNIE MAE POOL MBS 30YR TBA N/A 01F030611 31250000 PA USD 31689681.25 4.4118328545 Long ABS-MBS USGSE US N 2 N/A Fixed 3.000000000000 N N N N N N FANNIE MAE POOL MBS 30YR TBA N/A 01F032617 25000000 PA USD 25717752.5 3.5804217950 Long ABS-MBS USGSE US N 2 N/A Fixed 3.500000000000 N N N N N N FANNIE MAE POOL MBS 30YR TBA N/A 01F040610 16000000 PA USD 16643614.4 2.3171215970 Long ABS-MBS USGSE US N 2 N/A Fixed 4.000000000000 N N N N N N BA Credit Card Trust 5493006DQ60M1CRKHH19 05522RCW6 3730000 PA USD 3730373 0.5193419912 Long ABS-O CORP US N 2 2022-08-15 Fixed 1.950000000000 N N N N N N Credit-Based Asset Servicing and Securitization LLC N/A 1248P8AK5 2560000 PA USD 2618939.14 0.3646083295 Long ABS-MBS CORP US N 2 2036-10-25 Variable 6.250000000000 N N N N N N Capital One Multi-Asset Execution Trust R42WS16M9R97TJJKGU15 14041NFB2 3500000 PA USD 3505253.5 0.4880008869 Long ABS-O CORP US N 2 2023-08-15 Fixed 2.050000000000 N N N N N N Capital One Multi-Asset Execution Trust R42WS16M9R97TJJKGU15 14041NFJ5 3123000 PA USD 3140369.19 0.4372017458 Long ABS-O CORP US N 2 2024-09-16 Floating 2.249750000000 N N N N N N Chase Issuance Trust 5493008SHVCX2Y068L12 161571HD9 4500000 PA USD 4527853.65 0.6303671323 Long ABS-O CORP US N 2 2023-06-15 Floating 2.289750000000 N N N N N N Citibank Credit Card Issuance Trust R8AG6FXVDQAMDKCSJJ64 17305EGB5 3000000 PA USD 2999838.9 0.4176371391 Long ABS-O CORP US N 2 2022-04-07 Fixed 1.920000000000 N N N N N N Citibank Credit Card Issuance Trust R8AG6FXVDQAMDKCSJJ64 17305EGF6 3000000 PA USD 3007715.7 0.4187337461 Long ABS-O CORP US N 2 2024-08-08 Floating 2.080130000000 N N N N N N FREDDIE MAC GOLD POOL FG 10/31 FIXED 3 N/A 3128MFSX7 2918302.2 PA USD 3004794.26 0.4183270236 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC POOL FR 04/47 FIXED 3 N/A 3132AEKM7 3301924.72 PA USD 3379394.81 0.4704788582 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 10/46 FIXED 3.5 N/A 3132WGYF8 4509117.38 PA USD 4695775.9 0.6537452437 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 10/46 FIXED 3.5 N/A 3132WHBR5 2170044.54 PA USD 2262587.83 0.3149971515 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 01/47 FIXED 3.5 N/A 3132WKLX4 2663411.49 PA USD 2806541.89 0.3907263573 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 11/48 FIXED 3.5 N/A 31335B5H5 1929933.31 PA USD 2033646.96 0.2831240366 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 12/46 FIXED 3 N/A 31335BC20 2350585.42 PA USD 2413057.87 0.3359455687 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC POOL FR 12/49 FIXED 3 N/A 3133KG6M5 2081408.62 PA USD 2128941.96 0.2963909927 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC POOL FR 12/49 FIXED 3 N/A 3133KHB54 5249992.53 PA USD 5338715.3 0.7432551743 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.000000000000 N N N N N N FANNIE MAE REMICS FNR 2012 21 PA N/A 3136A35Y3 2433485.24 PA USD 2419925.37 0.3369016611 Long ABS-MBS USGSE US N 2 2041-03-25 Fixed 2.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EGFA7 2738267.07 PA USD 2975972.2 0.4143144206 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EJC97 2123452.15 PA USD 2239537.67 0.3117881115 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138ELB44 2219908.45 PA USD 2341267.07 0.3259508639 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WEHE2 2160863.19 PA USD 2269540.13 0.3159650497 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WF4G8 2839021.74 PA USD 3006164.03 0.4185177228 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J5XB0 2130566.13 PA USD 2243711.55 0.3123691985 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J8BK8 2218737.36 PA USD 2359068.5 0.3284291764 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JVEN8 3799279.84 PA USD 3863486.15 0.5378739848 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JVEQ1 1926298.21 PA USD 1958851.88 0.2727110763 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140Q7WR4 2029551.85 PA USD 2129087.77 0.2964112924 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140Q9JB0 2436645.25 PA USD 2583443.62 0.3596666483 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418B6V3 3483524.42 PA USD 3677724.64 0.5120122941 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4.000000000000 N N N N N N GINNIE MAE GN 02/41 FIXED 4 549300M8ZYFG0OCMTT87 3620AR4A6 1882136.82 PA USD 2012736.79 0.2802129257 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.000000000000 N N N N N N Morgan Stanley Capital I Trust 2012-C4 N/A 61760VAQ6 2371500 PA USD 2430931.69 0.3384339594 Long ABS-MBS CORP US N 2 2045-03-15 Fixed 3.773000000000 N N N N N N SSC GOVERNMENT MM GVMXX N/A 7839989D1 68658048.25 NS USD 68658048.25 9.5585635780 Long STIV RF US N 1 N N N United States Treasury Note/Bond N/A 912810QY7 6695000 PA USD 7136162.61 0.9934955297 Long DBT UST US N 2 2042-11-15 Fixed 2.750000000000 N N N N N N United States Treasury Note/Bond N/A 912810RK6 4501000 PA USD 4586738.78 0.6385651116 Long DBT UST US N 2 2045-02-15 Fixed 2.500000000000 N N N N N N United States Treasury Note/Bond N/A 912810RV2 11632000 PA USD 13053829.96 1.8173523249 Long DBT UST US N 2 2047-02-15 Fixed 3.000000000000 N N N N N N United States Treasury Note/Bond N/A 912810SE9 2300000 PA USD 2772101.59 0.3859315837 Long DBT UST US N 2 2048-11-15 Fixed 3.375000000000 N N N N N N United States Treasury Note/Bond N/A 912810SH2 5000000 PA USD 5504928.25 0.7663953172 Long DBT UST US N 2 2049-05-15 Fixed 2.875000000000 N N N N N N United States Treasury Note/Bond N/A 912810SJ8 16825000 PA USD 16301846.81 2.2695407624 Long DBT UST US N 2 2049-08-15 Fixed 2.250000000000 N N N N N N United States Treasury Note/Bond N/A 9128283W8 14040000 PA USD 14949163.99 2.0812204553 Long DBT UST US N 2 2028-02-15 Fixed 2.750000000000 N N N N N N United States Treasury Note/Bond N/A 9128284V9 10000000 PA USD 10770612.4 1.4994831054 Long DBT UST US N 2 2028-08-15 Fixed 2.875000000000 N N N N N N United States Treasury Note/Bond N/A 9128286T2 14000000 PA USD 14540058.96 2.0242649120 Long DBT UST US N 2 2029-05-15 Fixed 2.375000000000 N N N N N N United States Treasury Note/Bond N/A 912828A83 2500000 PA USD 2517453.85 0.3504795620 Long DBT UST US N 2 2020-12-31 Fixed 2.375000000000 N N N N N United States Treasury Note/Bond N/A 912828X88 6000000 PA USD 6216190.32 0.8654171201 Long DBT UST US N 2 2027-05-15 Fixed 2.375000000000 N N N N N N United States Treasury Note/Bond N/A 912828XQ8 2200000 PA USD 2221667.62 0.3093002457 Long DBT UST US N 2 2022-07-31 Fixed 2.000000000000 N N N N N N United States Treasury Note/Bond N/A 912828YS3 11301000 PA USD 11121552.55 1.5483409425 Long DBT UST US N 2 2029-11-15 Fixed 1.750000000000 N N N N N N United States Treasury Note/Bond N/A 912828YV6 2440000 PA USD 2417876.93 0.3366164776 Long DBT UST US N 2 2024-11-30 Fixed 1.500000000000 N N N N N N JH COLLATERAL N/A N/A 839579.74 NS USD 8400582.98 1.1695279513 Long EC RF US N 1 N N UNITED STATES TREASURY NOTE/BO 09/26 1.625 N/A 912828YG9 3910000 PA USD 3858779.04 0.5372186616 Long DBT UST US N 2 2026-09-30 Fixed 1.625 N N N N N N AOA 2015-1177 MORTGAGE TRUST AOA 2015 1177 C 144A N/A 00183HAG6 190000 PA USD 190764.92 0.0265582647 Long ABS-MBS CORP US N 2 2029-12-13 Variable 3.009900000000 N N N N N N AccessLex Institute N/A 00432CDJ7 248007.38 PA USD 242355.09 0.0337406407 Long ABS-O CORP US N 2 2036-05-25 Floating 2.209500000000 N N N N N N Activision Blizzard Inc. 549300TPQQDBP9GNOF40 00507VAK5 218000 PA USD 228707.15 0.0318405764 Long DBT CORP US N 2 2026-09-15 Fixed 3.400000000000 N N N N N N Air Lease Corporation N/A 00912XAY0 215000 PA USD 222463.97 0.0309714018 Long DBT CORP US N 2 2027-12-01 Fixed 3.625000000000 N N N N N N AMERICAN AIRLINES 2017-2 CLASS PASS THRU CE 04/31 3.6 N/A 02377CAA2 183763.24 PA USD 186532.86 0.0259690779 Long DBT CORP US N 2 2031-04-15 Fixed 3.600000000000 N N N N N N AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.5 N/A 02378MAA9 220000 PA USD 226908.55 0.0315901756 Long DBT CORP US N 2 2033-08-15 Fixed 3.500000000000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2018 2 C N/A 03066LAF5 200000 PA USD 205800.4 0.0286515020 Long ABS-O CORP US N 2 2024-06-18 Fixed 3.590000000000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2018 3 C N/A 03066MAF3 211000 PA USD 219015.3 0.0304912785 Long ABS-O CORP US N 2 2024-10-18 Fixed 3.740000000000 N N N N N N Anglo American Capital PLC TINT358G1SSHR3L3PW36 034863AR1 215000 PA USD 234925.2 0.0327062525 Long DBT CORP GB N 2 2027-04-10 Fixed 4.750000000000 N N N N N N ARDAGH PACKAGING FINANCE PLC / COMPANY GUAR 144A 02/25 6 N/A 03969AAL4 190000 PA USD 199262.5 0.0277412965 Long DBT CORP IE N 2 2025-02-15 Fixed 6.000000000000 N N N N N N AXA SA F5WCUMTUM4RKZ1MAIE39 054536AA5 170000 PA USD 246984.39 0.0343851312 Long DBT CORP FR N 2 2030-12-15 Fixed 8.600000000000 N N N N N N BAMLL COMMERCIAL MORTGAGE SECU 11/32 1 N/A 05492PAL2 231000 PA USD 217349.4 0.0302593521 Long ABS-MBS CORP US N 2 2032-11-05 Variable 3.842500000000 N N N N N N BBCMS 2018-TALL MORTGAGE TRUST BBCMS 2018 TALL E 144A N/A 05548WAJ6 223000 PA USD 223000.29 0.0310460682 Long ABS-MBS CORP US N 2 2037-03-15 Floating 4.176750000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 06739FFU0 175000 PA USD 194488.06 0.0270765997 Long DBT CORP GB N 2 2021-06-12 Fixed 10.179000000000 N N N N N N BAYVIEW COMMERCIAL ASSET TRUST BAYC 2006 2A A2 144A N/A 07324YAC3 241326.74 PA USD 232073.4 0.0323092253 Long ABS-MBS CORP US N 2 2036-07-25 Floating 2.072000000000 N N N N N N BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2019 NQM1 A1 144A N/A 10568HAA3 232344.45 PA USD 232201.09 0.0323270023 Long ABS-MBS CORP US N 2 2059-07-25 Variable 2.666000000000 N N N N N N BRITISH AIRWAYS 2018-1 CLASS A PASS THRU CE 144A 03/33 4.125 N/A 11043HAA6 187863.49 PA USD 198413.9 0.0276231546 Long DBT CORP GB N 2 2033-03-20 Fixed 4.125000000000 N N N N N N Business Loan Express SBA Loan Trust 2005-1 N/A 123281BA4 253326.86 PA USD 240406.66 0.0334693805 Long ABS-O CORP US N 2 2033-06-27 Floating 2.092000000000 N N N N N N CF Industries Inc. 5FVKT86LAD2F40NPC183 12527GAD5 175000 PA USD 182437.5 0.0253989224 Long DBT CORP US N 2 2043-06-01 Fixed 4.950000000000 N N N N N N CGDBB COMMERCIAL MORTGAGE TRUS CGDBB 2017 BIOC E 144A N/A 125282AN3 232040.02 PA USD 231459.25 0.0322237234 Long ABS-MBS CORP US N 2 2032-07-15 Floating 3.889750000000 N N N N N N CNO Financial Group Inc. 11XPYHB76MPM4Y4P2897 12621EAL7 170000 PA USD 189762.5 0.0264187079 Long DBT CORP US N 2 2029-05-30 Fixed 5.250000000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AS6 200000 PA USD 213250 0.0296886343 Long DBT CORP US N 2 2028-02-01 Fixed 5.375000000000 N N N N N N Cablevision Systems Corporation N/A 12686CBB4 215000 PA USD 231662.5 0.0322520198 Long DBT CORP US N 2 2022-09-15 Fixed 5.875000000000 N N N N N N CenterPoint Energy Inc. 21TPXMRRHFKOBHDC8J74 15189TAW7 230000 PA USD 230124.7 0.0320379276 Long DBT CORP US N 2 2024-09-01 Fixed 2.500000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967HB0 215000 PA USD 245603.14 0.0341928337 Long DBT CORP US N 2 2025-09-13 Fixed 5.500000000000 N N N N N N COLORADO INTERSTATE GAS CO LLC COMPANY GUAR 144A 08/26 4.15 N/A 196500AA0 235000 PA USD 246400.36 0.0343038226 Long DBT CORP US N 2 2026-08-15 Fixed 4.150000000000 N N N N N N COLT FUNDING LLC 05/49 1 N/A 19685TAA6 228417.28 PA USD 228700.84 0.0318396980 Long ABS-MBS CORP US N 2 2049-05-25 Variable 3.337000000000 N N N N N N Continental Airlines 2007-1 Class A Pass Through Trust N/A 21079NAA9 203870.98 PA USD 214614.59 0.0298786123 Long DBT CORP US N 2 2023-10-19 Fixed 5.983000000000 N N N N N N Credito Real S.A.B. de C.V. Sociedad Financiera de Objeto Multiple Entidad Re N/A 22548WAB8 195000 PA USD 204995.7 0.0285394718 Long DBT CORP MX N 2 2022-11-29 Variable 9.125000000000 N N N N N DB Master Finance LLC N/A 233046AE1 210700 PA USD 213464.38 0.0297184802 Long ABS-O CORP US N 2 2047-11-20 Fixed 3.629000000000 N N N N N N DB Master Finance LLC N/A 233046AF8 225400 PA USD 230647.31 0.0321106852 Long ABS-O CORP US N 2 2047-11-20 Fixed 4.030000000000 N N N N N N Empresa Electrica Angamos S.A. N/A 29246TAA7 231280 PA USD 238014.74 0.0331363778 Long DBT CORP CL N 2 2029-05-25 Fixed 4.875000000000 N N N N N N Freddie Mac Strips S6XOOCT0IEG5ABCC6L87 31283DAA2 1701084.47 PA USD 198077.42 0.0275763099 Long ABS-MBS USGSE US N 2 2032-11-15 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 02/44 FIXED 4 N/A 3132M5BQ4 215830.24 PA USD 230971.36 0.0321557994 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 4.000000000000 N N N N N N FANNIE MAE REMICS FNR 2012 137 WI N/A 3136AAM28 1761830.06 PA USD 207575.65 0.0288986521 Long ABS-MBS USGSE US N 2 2032-12-25 Fixed 3.500000000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K026 X1 N/A 3137B1BT8 10180775.55 PA USD 236385.39 0.0329095399 Long ABS-MBS USGSE US N 2 2022-11-25 Variable 0.978599000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138LWA50 225550.08 PA USD 231263.69 0.0321964976 Long ABS-MBS USGSE US N 2 2027-07-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC REMICS FHR 3387 SB N/A 31397PFN5 1292443.95 PA USD 187755.92 0.0261393521 Long ABS-MBS USGSE US N 2 2037-11-15 Floating 4.680250000000 N N N N N N FOCUS BRANDS FUNDING LLC FOCUS 2017 1A A2I 144A N/A 34417MAA5 195000 PA USD 195528.45 0.0272214426 Long ABS-O CORP US N 2 2047-04-30 Fixed 3.857000000000 N N N N N N GCI LLC N/A 36155WAK2 216000 PA USD 225720 0.0314247059 Long DBT CORP US N 2 2025-04-15 Fixed 6.875000000000 N N N N N N GCI LLC N/A 36166TAA8 177000 PA USD 191602.5 0.0266748724 Long DBT CORP US N 2 2024-06-15 Fixed 6.625000000000 N N N N N N GMAC Capital Trust I N/A 361860208 8934 NS USD 232730.7 0.0324007345 Long EP CORP US N 1 N N N GS MORTGAGE SECURITIES TRUST 2 GSMS 2015 GC34 A4 54930070360RBP384M53 36250VAD4 205000 PA USD 216193.27 0.0300983959 Long ABS-MBS CORP US N 2 2048-10-10 Fixed 3.506000000000 N N N N N N GINNIE MAE GN 03/35 FIXED 5.5 549300M8ZYFG0OCMTT87 36291AJH3 218109.45 PA USD 242622.68 0.0337778945 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 5.500000000000 N N N N N N GINNIE MAE GN 04/35 FIXED 5 549300M8ZYFG0OCMTT87 36291R2Z4 188357.64 PA USD 206506.75 0.0287498400 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 5.000000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374YUD3 1547890 PA USD 237066.47 0.0330043598 Long ABS-MBS USGA US N 2 2040-03-16 Floating 4.860250000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379U6A9 4211211.06 PA USD 239643.18 0.0333630890 Long ABS-MBS USGA US N 2 2058-12-16 Variable 0.743270000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380JFE3 3900875.38 PA USD 244787.34 0.0340792582 Long ABS-MBS USGA US N 2 2060-01-16 Variable 0.726930000000 N N N N N N Conseco Finance Corp. N/A 393505RJ3 185800.55 PA USD 193728.64 0.0269708733 Long ABS-O CORP US N 2 2028-11-15 Variable 7.240000000000 N N N N N N HandE Equipment Services Inc. N/A 404030AH1 175000 PA USD 183312.5 0.0255207398 Long DBT CORP US N 2 2025-09-01 Fixed 5.625000000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119BX6 186000 PA USD 197091.14 0.0274390001 Long DBT CORP US N 2 2029-06-15 Fixed 4.125000000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280AS8 185000 PA USD 199106.25 0.0277195434 Long DBT CORP GB N 2 2024-09-17 Variable 6.375000000000 N N N N N N HarborView Mortgage Loan Trust 2007-3 N/A 41164UAR0 13724566.11 PA USD 232641 0.0323882465 Long ABS-MBS CORP US N 2 2047-05-19 Variable 0.000000000000 N N N N N N HarborView Mortgage Loan Trust 2007-4 N/A 41164YAQ4 13842917.45 PA USD 201638.7 0.0280721107 Long ABS-MBS CORP US N 2 2047-07-19 Variable 0.000000000000 N N N N N N Hilton Domestic Operating Company Inc. 5493003EG7H0N1E4XV50 432833AF8 200000 PA USD 211881 0.0294980423 Long DBT CORP US N 2 2030-01-15 Fixed 4.875000000000 N N N N N N IHS Markit Ltd. 549300HLPTRASHS0E726 44962LAB3 175000 PA USD 191173.5 0.0266151471 Long DBT CORP GB N 2 2025-02-15 Fixed 4.750000000000 N N N N N IMT TRUST 2017-APTS IMTT 2017 APTS CFX 144A N/A 44974ABA4 188000 PA USD 190776.48 0.0265598740 Long ABS-MBS CORP US N 2 2034-06-15 Variable 3.496600000000 N N N N N N International Game Technology PLC 549300UQ6KHRCZDRGZ76 460599AC7 180000 PA USD 202050 0.0281293719 Long DBT CORP US N 2 2025-02-15 Fixed 6.500000000000 N N N N N N Israel Electric Corporation Ltd N/A 46507MAE2 170000 PA USD 192639.03 0.0268191780 Long DBT CORP IL N 2 2023-06-21 Fixed 6.875000000000 N N N N N N JACK IN THE BOX FUNDING LLC JACK 2019 1A A2I 144A N/A 466365AA1 230000 PA USD 231695.1 0.0322565584 Long ABS-O CORP US N 2 2049-08-25 Fixed 3.982000000000 N N N N N N JACK IN THE BOX FUNDING LLC JACK 2019 1A A23 144A N/A 466365AC7 230000 PA USD 231991.8 0.0322978649 Long ABS-O CORP US N 2 2049-08-25 Fixed 4.970000000000 N N N N N N JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2015 C31 A3 N/A 46644YAU4 225000 PA USD 240640.94 0.0335019970 Long ABS-MBS CORP US N 2 2048-08-15 Fixed 3.801400000000 N N N N N N Jacobs Entertainment Inc. 5493004U9JIWY3HSUO63 469815AH7 205000 PA USD 217300 0.0302524747 Long DBT CORP US N 2 2024-02-01 Fixed 7.875000000000 N N N N N N KNDL 2019-KNSQ MORTGAGE TRUST KNDL 2019 KNSQ D 144A N/A 482598AL3 185000 PA USD 184893.09 0.0257407893 Long ABS-MBS CORP US N 2 2036-05-15 Floating 3.089750000000 N N N N N N LSC Communications Inc. 5493000O7BCKOMYMHF87 50218PAA5 420000 PA USD 226800 0.0315750633 Long DBT CORP US N 2 2023-10-15 Fixed 8.750000000000 N N N N N N LSF9 Atlantis Holdings LLC N/A 50226BAD0 198187.5 PA USD 182415.74 0.0253958930 Long LON CORP US N 2 2023-05-01 Floating 7.74 N N N N N N LADDER CAPITAL FINANCE HOLDING COMPANY GUAR 144A 10/25 5.25 N/A 505742AG1 200000 PA USD 207500 0.0288881201 Long DBT CORP US N 2 2025-10-01 Fixed 5.250000000000 N N N N N Laureate Education Inc. 5JL7TMOH5TY3IUYSUP91 518613AJ3 209000 PA USD 224936.25 0.0313155923 Long DBT CORP US N 2 2025-05-01 Fixed 8.250000000000 N N N N N N Lions Gate Capital Holdings LLC N/A 53627NAA9 200000 PA USD 203000 0.0282616307 Long DBT CORP US N 2 2024-11-01 Fixed 5.875000000000 N N N N N N MSCG TRUST 2016-SNR MSCCG 2016 SNR D 144A N/A 61691CAL3 186150 PA USD 190416.91 0.0265098148 Long ABS-MBS CORP US N 2 2034-11-15 Fixed 6.550000000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2012-C6 N/A 61761DAJ1 5995785.42 PA USD 210390.31 0.0292905086 Long ABS-MBS CORP US N 2 2045-11-15 Variable 1.612626000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761JQK8 200000 PA USD 201760 0.0280889981 Long DBT CORP US N 2 2020-04-15 Variable 5.610880000000 N N N N N N Murphy Oil Corporation QBKYQD0ODE7DC7PDIN91 626717AJ1 222000 PA USD 232200.9 0.0323269758 Long DBT CORP US N 2 2025-08-15 Fixed 5.750000000000 N N N N N N National CineMedia LLC 7LJEQIVQVLNGS4X6T547 63530QAJ8 180000 PA USD 191250 0.0266257974 Long DBT CORP US N 2 2028-04-15 Fixed 5.875000000000 N N N N N N NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 ALXA C 144A N/A 63874GAG0 168000 PA USD 181279.14 0.0252376557 Long ABS-MBS CORP US N 2 2043-01-15 Variable 4.315902000000 N N N N N N New Residential Mortgage LLC N/A 64829TAA9 246298.76 PA USD 246750.87 0.0343526205 Long ABS-MBS CORP US N 2 2023-05-25 Fixed 3.610000000000 N N N N N N Newmont Goldcorp Corporation 549300VSP3RIX7FGDZ51 651639AX4 223000 PA USD 220607.23 0.0307129068 Long DBT CORP US N 2 2029-10-01 Fixed 2.800000000000 N N N N N N Norbord Inc. 549300VL705RQ5PHI407 65548PAE6 185000 PA USD 197950 0.0275585705 Long DBT CORP CA N 2 2023-04-15 Fixed 6.250000000000 N N N N N N Ocean Spray Cranberries Inc. F58I6BK23LKYT8F1SB71 675022404 2216 NS USD 188360 0.0262234520 Long EP CORP US N 2 N N N ONEOK Partners L.P. T4DHW82NMF6BXJT50795 68268NAP8 175000 PA USD 192572.2 0.0268098739 Long DBT CORP US N 2 2025-03-15 Fixed 4.900000000000 N N N N N N OXFORD FINANCE FUNDING 2019-1 OXFIN 2019 1A A2 144A N/A 69145AAB4 185000 PA USD 187668.81 0.0261272247 Long ABS-O CORP US N 2 2027-02-15 Fixed 4.459000000000 N N N N N N The PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 693475AV7 214000 PA USD 225210.93 0.0313538332 Long DBT CORP US N 2 2024-01-23 Fixed 3.500000000000 N N N N N N Panama Government International Bond N/A 698299AK0 130000 PA USD 198575 0.0276455829 Long DBT NUSS PA N 2 2029-04-01 Fixed 9.375000000000 N N N N N N Post Holdings Inc. JM1I5YUAURL6DC8N1468 737446AP9 177000 PA USD 188735.1 0.0262756734 Long DBT CORP US N 2 2029-12-15 Fixed 5.500000000000 N N N N N N QVC Inc. 549300WBLU5NKPX5X472 747262AH6 185000 PA USD 194568.08 0.0270877400 Long DBT CORP US N 2 2022-07-02 Fixed 5.125000000000 N N N N N N QVC Inc. 549300WBLU5NKPX5X472 747262AW3 245000 PA USD 234807.03 0.0326898009 Long DBT CORP US N 2 2034-08-15 Fixed 5.450000000000 N N N N N N Radian Group Inc. 54930005OUP720S5U385 750236AU5 190000 PA USD 200925 0.0279727495 Long DBT CORP US N 2 2024-10-01 Fixed 4.500000000000 N N N N N N SCF EQUIPMENT LEASING 2019-1 L SCFET 2019 1A A2 144A N/A 78397AAB0 186000 PA USD 187260.86 0.0260704299 Long ABS-O CORP US N 2 2024-10-20 Fixed 3.230000000000 N N N N N N Santander Holdings USA Inc. 549300SMVCQN2P0O6I58 80282KAP1 203000 PA USD 218971.24 0.0304851445 Long DBT CORP US N 2 2027-07-13 Fixed 4.400000000000 N N N N N N SIERRA TIMESHARE 2019-1 RECEIV SRFC 2019 1A A 144A N/A 82653EAA5 201452.54 PA USD 203207.15 0.0282904701 Long ABS-O CORP US N 2 2036-01-20 Fixed 3.200000000000 N N N N N N Simmons Foods Inc. 5493002Z1TVWRIL6NM97 82873LAA3 235000 PA USD 236175 0.0328802494 Long DBT CORP US N 2 2024-11-01 Fixed 5.750000000000 N N N N N Syngenta Finance N.V. N/A 87164KAJ3 205000 PA USD 213164.14 0.0296766808 Long DBT CORP NL N 2 2048-04-24 Fixed 5.676000000000 N N N N N N Tech Data Corporation 549300EK847TAWPJWF34 878237AG1 233000 PA USD 238084.05 0.0331460271 Long DBT CORP US N 2 2022-02-15 Fixed 3.700000000000 N N N N N N Telecom Argentina S.A. N/A 879273AR1 235000 PA USD 225602.35 0.0314083266 Long DBT CORP AR N 2 2026-07-18 Fixed 8.000000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2016 TPMT 2016 5 A1 144A N/A 89173CAA5 180660.25 PA USD 180627.28 0.0251469039 Long ABS-MBS CORP US N 2 2056-10-25 Variable 2.500000000000 N N N N N N United Rentals (North America) Inc. NGIZXNT70J2LYT3FBI09 911365BM5 222000 PA USD 226650.9 0.0315543056 Long DBT CORP US N 2 2027-11-15 Fixed 3.875000000000 N N N N N N VSE 2017-A VOI Mortgage LLC N/A 918288AA9 204343.18 PA USD 204227.91 0.0284325802 Long ABS-MBS CORP US N 2 2035-03-20 Fixed 2.330000000000 N N N N N N VeriSign Inc. LMPL4N8ZOJRMF0KOF759 92343EAH5 205000 PA USD 225973.55 0.0314600050 Long DBT CORP US N 2 2025-04-01 Fixed 5.250000000000 N N N N N N VeriSign Inc. LMPL4N8ZOJRMF0KOF759 92343EAL6 195000 PA USD 205725 0.0286410048 Long DBT CORP US N 2 2027-07-15 Fixed 4.750000000000 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUS WFRBS 2012 C10 XA 144A N/A 92890NAA7 5974931.08 PA USD 230675.96 0.0321146739 Long ABS-MBS CORP US N 2 2045-12-15 Variable 1.539339000000 N N N N N N WMG Acquisition Corp. 549300NAS11NXI33CP80 92933BAP9 234000 PA USD 246285 0.0342877622 Long DBT CORP US N 2 2026-04-15 Fixed 5.500000000000 N N N N N N Nationstar Mortgage Holdings Inc. N/A 93369KAA3 217000 PA USD 229698.84 0.0319786394 Long DBT CORP US N 2 2023-07-15 Fixed 8.125000000000 N N N N N N Nationstar Mortgage Holdings Inc. N/A 93369KAB1 174000 PA USD 192705 0.0268283623 Long DBT CORP US N 2 2026-07-15 Fixed 9.125000000000 N N N N N N YPF Sociedad Anonima 5493003N7447U18U5U53 984245AL4 262000 PA USD 246282.62 0.0342874308 Long DBT CORP AR N 2 2025-07-28 Fixed 8.500000000000 N N N N N N 2020-01-30 John Hancock Variable Insurance Trust /s/Salvatore Schiavone Salvatore Schiavone Treasurer