NPORT-P false 0000759866 XXXXXXXX John Hancock Income Securities Trust 811-04186 0000759866 549300RB36J7QSFLWG11 200 Berkeley Street Boston 02116 617-543-9634 John Hancock Income Securities Trust 549300RB36J7QSFLWG11 2025-10-31 2025-07-31 N 234779195.940000000000 92858597.170000000000 141920598.770000000000 0.000000000000 0.000000000000 91300000.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 219000.000000000000 0.000000000000 0.000000000000 955108.340000000000 USD N Fund's Designated Reference Portfolio is the Fund's Securities Portfolio N/A FREDDIE MAC POOL FR 08/52 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 3132DNTK9 121299.53 PA USD 116227.06 0.0818958354 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC POOL FR 07/52 FIXED 5 S6XOOCT0IEG5ABCC6L87 3132DNUY7 801747.25 PA USD 789547.38 0.5563303614 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XLQK7 462696.3 PA USD 479493.7 0.3378605390 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 6.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XM7J9 540970.6 PA USD 550138.48 0.3876382180 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.000000000000 N N N N N N WMG Acquisition Corp. 549300NAS11NXI33CP80 92933BAQ7 114000 PA USD 106400.42 0.0749717947 Long DBT CORP US N 2 2030-07-15 Fixed 3.875000000000 N N N N N N WHARF COMMERCIAL MORTGAGE TRUS WHARF 2025 DC A 144A N/A 92987LAA5 100000 PA USD 101589.87 0.0715821881 Long ABS-MBS CORP US N 2 2040-07-15 Variable 5.349480000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 949746804 192 NS USD 227431.68 0.1602527624 Long EP CORP US N 1 N N N WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 5C4 A3 N/A 949931AC3 135000 PA USD 139998.97 0.0986459832 Long ABS-MBS CORP US N 2 2058-05-15 Fixed 5.673000000000 N N N N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958667AC1 234000 PA USD 224745.44 0.1583599858 Long DBT CORP US N 2 2030-02-01 Fixed 4.050000000000 N N N N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958667AG2 118000 PA USD 115691.47 0.0815184483 Long DBT CORP US N 2 2034-11-15 Fixed 5.450000000000 N N N N N N Whistler Pipeline LLC N/A 96337RAA0 96000 PA USD 97341.4 0.0685886340 Long DBT CORP US N 2 2029-09-30 Fixed 5.400000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XPYE3 553219.09 PA USD 554116.19 0.3904409894 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XQSL2 538099.25 PA USD 551792.32 0.3888035456 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31416Y3S5 231836.52 PA USD 222088.93 0.1564881574 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418EXT2 460012.8 PA USD 448664.42 0.3161376318 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 5.000000000000 N N N N N N Sunoco LP and Sunoco Finance Corp. N/A 86765LAZ0 238000 PA USD 228199.64 0.1607938819 Long DBT CORP US N 2 2030-04-30 Fixed 4.500000000000 N N N N N N SWITCH ABS ISSUER LLC SWTCH 2024 2A A2 144A N/A 871044AE3 370000 PA USD 369828.88 0.2605885849 Long ABS-O CORP US N 2 2054-06-25 Fixed 5.436000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 87264ADE2 230000 PA USD 232811.81 0.1640437061 Long DBT CORP US N 2 2029-01-15 Fixed 4.850000000000 N N N N N N Targa Resources Partners LP / Targa Resources Partners Finance Corp N/A 87612BBU5 267000 PA USD 248765.73 0.1752851469 Long DBT CORP US N 2 2032-01-15 Fixed 4.000000000000 N N N N N N Targa Resources Corp. 5493003QENHHS261UR94 87612GAE1 222000 PA USD 232407.63 0.1637589131 Long DBT CORP US N 2 2029-03-01 Fixed 6.150000000000 N N N N N N Targa Resources Corp. 5493003QENHHS261UR94 87612GAK7 237000 PA USD 236862.75 0.1668980768 Long DBT CORP US N 2 2035-02-15 Fixed 5.500000000000 N N N N N N Telephone and Data Systems Inc. N/A 879433787 5825 NS USD 123490 0.0870134435 Long EP CORP US N 1 N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XLA40 1065245.61 PA USD 1072965.02 0.7560319145 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XLER5 912671.47 PA USD 917003.56 0.6461384520 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XLFY9 657365.74 PA USD 660485.99 0.4653912087 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.500000000000 N N N N N N GLP Capital L.P. / GLP Financing II Inc. N/A 361841AP4 121000 PA USD 115733.38 0.0815479789 Long DBT CORP US N 2 2030-01-15 Fixed 4.000000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380JMW5 1147336.78 PA USD 33995.82 0.0239541126 Long ABS-MBS USGA US N 2 2060-01-16 Variable 0.4436 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380JQ50 604950.67 PA USD 27001.91 0.0190260683 Long ABS-MBS USGA US N 2 2060-04-16 Variable 0.608160000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380JUL0 1434355.21 PA USD 45879.14 0.0323273298 Long ABS-MBS USGA US N 2 2060-03-16 Variable 0.542310000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380JWY0 1552535.41 PA USD 49223.76 0.0346840138 Long ABS-MBS USGA US N 2 2060-05-16 Variable 0.45473 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380MFV8 594119.85 PA USD 23249.1 0.0163817657 Long ABS-MBS USGA US N 2 2060-04-16 Variable 0.59121 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380MUV1 1178640.94 PA USD 69079.67 0.0486748721 Long ABS-MBS USGA US N 2 2061-05-16 Variable 0.795630000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380NPW3 889610.55 PA USD 50318.6 0.0354554592 Long ABS-MBS USGA US N 2 2061-07-16 Variable 0.80288 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380P2F0 1792701.62 PA USD 93605.92 0.0659565425 Long ABS-MBS USGA US N 2 2062-06-16 Variable 0.88385 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380P4X9 2862231.63 PA USD 164144.12 0.1156591231 Long ABS-MBS USGA US N 2 2062-09-16 Variable 0.797530000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380PT20 2414543.47 PA USD 129185.08 0.0910263070 Long ABS-MBS USGA US N 2 2062-09-16 Variable 0.80013 N N N N N N Gray Media Inc. N/A 389375AM8 191000 PA USD 206700.09 0.1456448830 Long DBT CORP US N 2 2029-07-15 Fixed 10.500000000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119CQ0 230000 PA USD 234801.15 0.1654454336 Long DBT CORP US N 2 2033-06-01 Fixed 5.500000000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119CT4 193000 PA USD 198369.34 0.1397748753 Long DBT CORP US N 2 2031-04-01 Fixed 5.450000000000 N N N N N N NEIGHBORLY ISSUER 2022-1 NBLY 2022 1A A2 144A N/A 64016NAC1 205545 PA USD 190069.99 0.1339269927 Long ABS-O CORP US N 2 2052-01-30 Fixed 3.695000000000 N N N N N N New Economy Assets - Phase 1 Sponsor LLC N/A 643821AB7 162000 PA USD 126400.71 0.0890643861 Long ABS-O CORP US N 2 2061-10-20 Fixed 2.410000000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN NRZT 2023 NQM1 A1A 144A N/A 64831HAM5 329767.67 PA USD 332386.03 0.2342056283 Long ABS-MBS CORP US N 2 2063-10-25 Variable 6.864000000000 N N N N N N New Residential Mortgage Loan Trust 2022-NQM4 N/A 64831UAA2 464173.18 PA USD 460480.68 0.3244635972 Long ABS-MBS CORP US N 2 2062-06-25 Variable 5.000000000000 N N N N N N Newell Brands Inc. 549300LWGYFM1TVO1Z12 651229BF2 125000 PA USD 121129.94 0.0853504995 Long DBT CORP US N 2 2030-05-15 Fixed 6.375000000000 N N N N N N SWITCH ABS ISSUER LLC SWTCH 2025 1A A2 144A N/A 871044AL7 238000 PA USD 233354.43 0.1644260467 Long ABS-O CORP US N 2 2055-03-25 Fixed 5.036000000000 N N N N N N TCI Communications Inc. N/A 872287AF4 415000 PA USD 421650.78 0.2971032984 Long DBT CORP US N 2 2026-02-15 Fixed 7.875000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 87264AAT2 135000 PA USD 134842.28 0.0950124796 Long DBT CORP US N 2 2027-04-15 Fixed 5.375000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 87264ABF1 696000 PA USD 674586.14 0.4753264472 Long DBT CORP US N 2 2030-04-15 Fixed 3.875000000000 N N N N N N Aker BP ASA 549300NFTY73920OYK69 00973RAP8 150000 PA USD 136346.08 0.0960720862 Long DBT CORP NO N 2 2054-10-01 Fixed 5.800000000000 N N N N N N Alcoa Nederland Holding B.V. N/A 013822AH4 231000 PA USD 240834.59 0.1696967122 Long DBT CORP NL N 2 2031-03-15 Fixed 7.125000000000 N N N N N N ALIGNED DATA CENTERS ISSUER LL ADC 2023 2A A2 144A N/A 01627AAE8 164000 PA USD 166314.12 0.1171881471 Long ABS-O CORP US N 2 2048-11-16 Fixed 6.500000000000 N N N N N N Allied Universal Holdco LLC N/A 019576AD9 291000 PA USD 305153.37 0.2150169691 Long DBT CORP US N 2 2031-02-15 Fixed 7.875000000000 N N N N N N Allied Universal Holdco LLC / Allied Universal Finance Corp N/A 019576AF4 112000 PA USD 114661.79 0.0807929159 Long DBT CORP US N 2 2030-06-15 Fixed 6.875000000000 N N N N N N Ally Financial Inc. 549300JBN1OSM8YNAI90 02005NBV1 150000 PA USD 153494.35 0.1081550891 Long DBT CORP US N 2 2035-07-26 Variable 6.184000000000 N N N N N N Ally Financial Inc. 549300JBN1OSM8YNAI90 02005NBZ2 108000 PA USD 109992.33 0.0775027240 Long DBT CORP US N 2 2029-05-15 Variable 5.737000000000 N N N N N N Ally Financial Inc. 549300JBN1OSM8YNAI90 02005NCA6 229000 PA USD 229317.55 0.1615815829 Long DBT CORP US N 2 2033-07-31 Variable 5.548000000000 N N N N N N Ally Auto Receivables Trust 2022-3 N/A 02008DAD1 500000 PA USD 501865.4 0.3536240717 Long ABS-O CORP US N 2 2028-10-16 Fixed 5.070000000000 N N N N N N Alpha Generation LLC N/A 02073LAA9 80000 PA USD 81865.84 0.0576842549 Long DBT CORP US N 2 2032-10-15 Fixed 6.750000000000 N N N N N N AltaGas Ltd. N/A 021361AD2 86000 PA USD 86659.02 0.0610616223 Long DBT CORP CA N 2 2054-10-15 Variable 7.200000000000 N N N N N N Newell Brands Inc. 549300LWGYFM1TVO1Z12 651229BG0 113000 PA USD 118409.71 0.0834337728 Long DBT CORP US N 2 2028-06-01 Fixed 8.500000000000 N N N N N N News Corporation 549300ITS31QK8VRBQ14 65249BAA7 166000 PA USD 158495.32 0.1116788693 Long DBT CORP US N 2 2029-05-15 Fixed 3.875000000000 N N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 91159HJN1 287000 PA USD 300991.59 0.2120844984 Long DBT CORP US N 2 2034-06-12 Variable 5.836000000000 N N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 91159HJP6 272000 PA USD 279141.81 0.1966887206 Long DBT CORP US N 2 2027-10-26 Variable 6.787000000000 N N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 91159HJQ4 153000 PA USD 157155.76 0.1107349894 Long DBT CORP US N 2 2030-01-23 Variable 5.384000000000 N N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 91159HJV3 165000 PA USD 167960.02 0.1183478801 Long DBT CORP US N 2 2031-05-15 Variable 5.083000000000 N N N N N N United States Treasury Note/Bond N/A 912810SE9 412000 PA USD 321923.28 0.2268333722 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 912810SS8 537000 PA USD 278841.44 0.1964770741 Long DBT UST US N 2 2050-11-15 Fixed 1.625000000000 N N N N N N United States Treasury Note/Bond N/A 912810UF3 816000 PA USD 789352.5 0.5561930452 Long DBT UST US N 2 2044-11-15 Fixed 4.625000000000 N N N N N N United States Treasury Note/Bond N/A 912810UG1 2763000 PA USD 2646867.66 1.8650341691 Long DBT UST US N 2 2055-02-15 Fixed 4.625000000000 N N N N N N United States Treasury Note/Bond N/A 91282CFP1 3300000 PA USD 3299484.38 2.3248805378 Long DBT UST US N 2 2025-10-15 Fixed 4.250000000000 N N N N N N United States Treasury Note/Bond N/A 91282CGV7 205000 PA USD 204346.56 0.1439865402 Long DBT UST US N 2 2026-04-15 Fixed 3.750000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XHTL1 709965.73 PA USD 662573.32 0.4668619818 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.000000000000 N N N N N N GLOBAL AUTO HOLDINGS LTD/AAG F SR UNSECURED 144A 01/32 8.75 N/A 00033GAB1 192000 PA USD 170012.16 0.1197938576 Long DBT CORP GB N 2 2032-01-15 Fixed 8.750000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XHVH7 98801.53 PA USD 94669.88 0.0667062293 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XJGE7 595076.68 PA USD 571493.67 0.4026854981 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.500000000000 N N N N N N GLOBAL AUTO HOLDINGS LTD/AAG F SR UNSECURED 144A 08/29 11.5 N/A 00033YAA4 132000 PA USD 131021.54 0.0923203123 Long DBT CORP GB N 2 2029-08-15 Fixed 11.500000000000 N N N N N N Sixth Street Lending Partners N/A 829932AE2 90000 PA USD 91700.18 0.0646137212 Long DBT CORP US N 2 2030-07-15 Fixed 6.125000000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRU SMB 2024 A A1A 144A N/A 831943AA3 208098.48 PA USD 210869.31 0.1485825961 Long ABS-O CORP US N 2 2056-03-15 Fixed 5.240000000000 N N N N N N Societe Generale O2RNE8IBXP4R0TD8PU41 83370RAA6 269000 PA USD 249176.13 0.1755743227 Long DBT CORP FR N 2 2030-11-18 Variable 5.375000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XLGP7 624553.24 PA USD 641227 0.4518209517 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 6.000000000000 N N N N N N Solventum Corporation N/A 83444MAQ4 392000 PA USD 406015.19 0.2860861591 Long DBT CORP US N 2 2031-03-13 Fixed 5.450000000000 N N N N N N AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/32 3.95 N/A 02376LAA3 202210 PA USD 191720.72 0.1350901290 Long DBT CORP US N 2 2030-07-11 Fixed 3.950000000000 N N N N N N BAMLL COMMERCIAL MORTGAGE SECU BAMLL 2019 BPR ENM 144A N/A 05492PAL2 175000 PA USD 137267.1 0.0967210547 Long ABS-MBS CORP US N 2 2032-11-05 Variable 3.718550000000 N N N N N N BBCMS MORTGAGE TRUST 2020-C6 BBCMS 2020 C6 A2 N/A 05492TAB6 110845.62 PA USD 103799.68 0.0731392630 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 2.690000000000 N N N N N N BAHA TRUST 2024-MAR BAHA 2024 MAR A 144A N/A 05493XAA8 231000 PA USD 237215.98 0.1671469695 Long ABS-MBS CORP US N 2 2041-12-10 Variable 5.971670000000 N N N N N N BBCMS MORTGAGE TRUST 2024-5C29 BBCMS 2024 5C29 A3 N/A 05555PAC6 63000 PA USD 64035.68 0.0451207792 Long ABS-MBS CORP US N 2 2057-09-15 Fixed 5.208000000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 05565AS20 206000 PA USD 221716.98 0.1562260742 Long DBT CORP FR N 2 2027-11-17 Variable 9.250000000000 N N N N N N BX TRUST 2019-OC11 BX 2019 OC11 A 144A N/A 05606FAA1 96000 PA USD 89458.01 0.0630338448 Long ABS-MBS CORP US N 2 2041-12-09 Fixed 3.202000000000 N N N N N N BX TRUST 2022-CLS BX 2022 CLS A 144A N/A 05609XAA9 221000 PA USD 222548.5 0.1568119793 Long ABS-MBS CORP US N 2 2027-10-13 Fixed 5.760000000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05971KAQ2 287000 PA USD 338967.66 0.2388431721 Long DBT CORP ES N 2 2033-05-21 Variable 9.625000000000 N N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 68389XCZ6 159000 PA USD 162356.98 0.1143998697 Long DBT CORP US N 2 2032-02-03 Fixed 5.250000000000 N N N N N N American Airlines 2017-1 Class A Pass Through Trust N/A 02378AAA5 135915 PA USD 129559.78 0.0912903279 Long DBT CORP US N 2 2029-02-15 Fixed 4.000000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 17327CAR4 288000 PA USD 301179.37 0.2122168118 Long DBT CORP US N 2 2034-05-25 Variable 6.174000000000 N N N N N N Citizens Financial Group Inc. N/A 174610BH7 199000 PA USD 205315.09 0.1446689852 Long DBT CORP US N 2 2032-07-23 Variable 5.718000000000 N N N N N N Citizens Financial Group Inc. N/A 174610BJ3 168000 PA USD 170161.88 0.1198993532 Long DBT CORP US N 2 2031-03-05 Variable 5.253000000000 N N N N N N Civitas Resources Inc. IIVIHPH28S64K95M2381 17888HAC7 111000 PA USD 113246.09 0.0797953863 Long DBT CORP US N 2 2030-11-01 Fixed 8.625000000000 N N N N N N Clearwater Analytics LLC N/A 18512EAF9 43000 PA USD 43027.09 0.0303177202 Long LON CORP US N 2 2032-04-21 Floating 6.46 N N N N N N Cloud Software Group Inc. 04EEB871XLHVNY4RZJ65 18912UAC6 66000 PA USD 70278.85 0.0495198376 Long DBT CORP US N 2 2032-06-30 Fixed 8.250000000000 N N N N N N Clydesdale Acquisition Holdings Inc. N/A 18972EAC9 163000 PA USD 166688.69 0.1174520763 Long DBT CORP US N 2 2030-01-15 Fixed 6.875000000000 N N N N N N Columbia Pipelines Holding Company LLC N/A 19828AAC1 173000 PA USD 175458.36 0.1236313555 Long DBT CORP US N 2 2034-01-15 Fixed 5.681000000000 N N N N N N Columbia Pipelines Operating Company LLC N/A 19828TAA4 87000 PA USD 91560.02 0.0645149617 Long DBT CORP US N 2 2030-08-15 Fixed 5.927000000000 N N N N N N Columbia Pipelines Operating Company LLC N/A 19828TAB2 280000 PA USD 294324.84 0.2073869773 Long DBT CORP US N 2 2033-11-15 Fixed 6.036000000000 N N N N N N FREDDIE MAC POOL FR 09/52 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 3132DNVJ9 361869.73 PA USD 346737.17 0.2443177192 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.500000000000 N N N N N N Ovintiv Inc. N/A 69047QAC6 132000 PA USD 136500.81 0.0961811120 Long DBT CORP US N 2 2033-07-15 Fixed 6.250000000000 N N N N N N PROGRESS RESIDENTIAL 2025-SFR1 PROG 2025 SFR1 A 144A N/A 74334NAA9 160801.31 PA USD 151918.03 0.1070443835 Long ABS-O CORP US N 2 2042-02-17 Variable 3.400000000000 N N N N N N FREDDIE MAC POOL FR 09/52 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 3132DNYB3 325956.21 PA USD 311714.3 0.2196399273 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC POOL FR 03/53 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 3132DP2D9 650090.65 PA USD 653176.37 0.4602407090 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.500000000000 N N N N N N Quanta Services Inc. SHVRXXEACT60MMH07S24 74762EAL6 102000 PA USD 103071.32 0.0726260465 Long DBT CORP US N 2 2034-08-09 Fixed 5.250000000000 N N N N N N Quikrete Holdings Inc. 5493007KIN86DIZWZT22 74839XAL3 117705 PA USD 117557.87 0.0828335499 Long LON CORP US N 2 2032-02-10 Floating 6.606 N N N N N N FREDDIE MAC POOL FR 04/53 FIXED 6 S6XOOCT0IEG5ABCC6L87 3132DP6A1 771479.79 PA USD 790870.63 0.5572627489 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 6.000000000000 N N N N N N FREDDIE MAC POOL FR 07/52 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 3132DPAG3 1759804.87 PA USD 1683464.18 1.1862014356 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC POOL FR 09/53 FIXED 6.5 S6XOOCT0IEG5ABCC6L87 3133KR5Y6 618699.47 PA USD 643606.08 0.4534972975 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138MLXJ8 867565.86 PA USD 810207.61 0.5708879592 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.500000000000 N N N N N N Quikrete Holdings Inc. 5493007KIN86DIZWZT22 74843PAA8 129000 PA USD 132301.76 0.0932223801 Long DBT CORP US N 2 2032-03-01 Fixed 6.375000000000 N N N N N N ROCK TRUST 2024-CNTR ROCC 2024 CNTR A 144A N/A 74970WAA8 375000 PA USD 381910.46 0.2691014999 Long ABS-MBS CORP US N 2 2041-11-13 Fixed 5.388340000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138W0U49 965634.7 PA USD 902014.15 0.6355766237 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WEHE2 320826.66 PA USD 295552.55 0.2082520456 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.500000000000 N N N N N N ROCK TRUST 2024-CNTR ROCC 2024 CNTR D 144A N/A 74970WAG5 234000 PA USD 242704.45 0.1710142517 Long ABS-MBS CORP US N 2 2041-11-13 Fixed 7.109140000000 N N N N N N Regeneron Pharmaceuticals Inc. 549300RCBFWIRX3HYQ56 75886FAE7 284000 PA USD 246595.28 0.1737558058 Long DBT CORP US N 2 2030-09-15 Fixed 1.750000000000 N N N N N N Regions Financial Corporation CW05CS5KW59QTC0DG824 7591EPAU4 98000 PA USD 101280.47 0.0713641789 Long DBT CORP US N 2 2030-06-06 Variable 5.722000000000 N N N N N N Regions Financial Corporation CW05CS5KW59QTC0DG824 7591EPAV2 375000 PA USD 377706.1 0.2661390265 Long DBT CORP US N 2 2035-09-06 Variable 5.502000000000 N N N N N N Reinsurance Group of America Incorporated LORM1GNEU1DKEW527V90 759351AT6 94000 PA USD 94045.78 0.0662664763 Long DBT CORP US N 2 2055-09-15 Variable 6.650000000000 N N N N N N Sonic Capital LLC N/A 83546DAG3 301414.17 PA USD 294685.34 0.2076409926 Long ABS-O CORP US N 2 2050-01-20 Fixed 3.845000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WLAL7 666812.88 PA USD 609428.9 0.4294153951 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140F5AQ6 657740.3 PA USD 601959.25 0.4241521352 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.500000000000 N N N N N N Dominion Energy South Carolina Inc. 3QRVFYR22IUIEOORTK28 837004BX7 160000 PA USD 164010.77 0.1155651621 Long DBT CORP US N 2 2033-05-15 Fixed 5.300000000000 N N N N N N The Southern Company 549300FC3G3YU2FBZD92 842587DR5 83000 PA USD 84413.93 0.0594796885 Long DBT CORP US N 2 2033-06-15 Fixed 5.200000000000 N N N N N N The Southern Company 549300FC3G3YU2FBZD92 842587DT1 209000 PA USD 217555.81 0.1532940333 Long DBT CORP US N 2 2034-03-15 Fixed 5.700000000000 N N N N N N The Southern Company 549300FC3G3YU2FBZD92 842587EB9 225000 PA USD 232810.22 0.1640425858 Long DBT CORP US N 2 2055-03-15 Variable 6.375000000000 N N N N N N Expand Energy Corporation X2MT1W32SPAZ9WSKLE78 845467AT6 171000 PA USD 166091.89 0.1170315595 Long DBT CORP US N 2 2032-02-01 Fixed 4.750000000000 N N N N N N Standard Building Solutions Inc. 54930064UHXCIUWVI755 853191AC8 92000 PA USD 92876.42 0.0654425227 Long DBT CORP US N 2 2033-08-01 Fixed 6.250000000000 N N N N N N Star Parent Inc. N/A 855170AA4 172000 PA USD 180875 0.1274480249 Long DBT CORP US N 2 2030-10-01 Fixed 9.000000000000 N N N N N N Starwood Property Trust Inc. BUGSFQZERKRBFWIG5267 85571BBC8 158000 PA USD 159551.29 0.1124229262 Long DBT CORP US N 2 2030-04-15 Fixed 6.000000000000 N N N N N N Teachers Insurance and Annuity Association of America O06XD7BJ4EPXNABVFN69 878091BF3 430000 PA USD 347608.87 0.2449319359 Long DBT CORP US N 2 2047-05-15 Fixed 4.270000000000 N N N N N N Teva Pharmaceutical Finance Netherlands IV B.V. N/A 881937AA4 200000 PA USD 202917.4 0.1429795264 Long DBT CORP NL N 2 2030-12-01 Fixed 5.750000000000 N N N N N N Trust Fibra Uno N/A 89834JAA1 233000 PA USD 241165.72 0.1699300328 Long DBT CORP MX N 2 2034-02-13 Fixed 7.375000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J5W96 611810.37 PA USD 562601.18 0.3964196775 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JVSJ2 135954.71 PA USD 123065.24 0.0867141494 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140MYAG7 1104415.71 PA USD 1081915.67 0.7623387157 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140N3AR0 1277432.22 PA USD 1253403.34 0.8831722462 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140Q7WR4 280984.25 PA USD 256540.14 0.1807631466 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X5WX7 347873.5 PA USD 314349.07 0.2214964373 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.500000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397E66 502000 PA USD 489585.82 0.3449716421 Long DBT CORP US N 2 2034-03-08 Fixed 6.125000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397G31 245000 PA USD 245140.34 0.1727306269 Long DBT CORP US N 2 2031-11-05 Fixed 6.054000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397ZR7 440000 PA USD 430439.87 0.3032962612 Long DBT CORP US N 2 2029-05-03 Fixed 5.113000000000 N N N N N N Freeport-McMoRan Inc. N/A 35671DBJ3 196000 PA USD 198386.3 0.1397868257 Long DBT CORP US N 2 2034-11-14 Fixed 5.400000000000 N N N N N N Frontier Issuer LLC N/A 35910EAP9 81000 PA USD 90403.42 0.0636999990 Long ABS-O CORP US N 2 2054-06-20 Fixed 11.160000000000 N N N N N N Full House Resorts Inc. N/A 359678AC3 167000 PA USD 161662.63 0.1139106172 Long DBT CORP US N 2 2028-02-15 Fixed 8.250000000000 N N N N N N GA Global Funding Trust N/A 36143L2Q7 158000 PA USD 157988.33 0.1113216343 Long DBT CORP US N 2 2031-12-09 Fixed 5.200000000000 N N N N N N GCI LLC N/A 36166TAB6 208000 PA USD 200764.78 0.1414627487 Long DBT CORP US N 2 2028-10-15 Fixed 4.750000000000 N N N N N N GCAT 2023-NQM2 TRUST GCAT 2023 NQM2 A1 144A N/A 36169DAA0 341986.34 PA USD 341146.08 0.2403781290 Long ABS-MBS CORP US N 2 2067-11-25 Variable 5.837000000000 N N N N N N GCAT 2023-NQM3 TRUST GCAT 2023 NQM3 A1 144A N/A 36169GAA3 304190.4 PA USD 306933.74 0.2162714522 Long ABS-MBS CORP US N 2 2068-08-25 Variable 6.889000000000 N N N N N N FREDDIE MAC POOL FR 09/52 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 3133KPZF8 885021.92 PA USD 889222.77 0.6265635698 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.500000000000 N N N N N N FREDDIE MAC POOL FR 04/53 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 3133KQ2Q8 502354.09 PA USD 501912.82 0.3536574848 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.500000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 95000U3P6 140000 PA USD 143334.06 0.1009959521 Long DBT CORP US N 2 2031-01-24 Variable 5.244000000000 N N N N N N ALTERA INFRA/TEEKAY OFC EQUITY N/A N/A 742.8 NS USD 18570 0.0130847813 Long EC CORP US N 2 N N N American Airlines 2016-1 Class A Pass Through Trust N/A 02376WAA9 236162.49 PA USD 227510.51 0.1603083076 Long DBT CORP US N 2 2028-01-15 Fixed 4.100000000000 N N N N N N American Airlines 2016-3 Class A Pass Through Trust N/A 023771S25 28698.82 PA USD 26910.63 0.0189617506 Long DBT CORP US N 2 2028-10-15 Fixed 3.250000000000 N N N N N N American Airlines Inc. IWUQB36BXD6OWD6X4T14 023771T32 166000 PA USD 169388.64 0.1193545133 Long DBT CORP US N 2 2028-02-15 Fixed 7.250000000000 N N N N N N AMERICAN AIRLINES 2017-2 CLASS PASS THRU CE 04/31 3.6 N/A 02377CAA2 148452.97 PA USD 138750.81 0.0977665055 Long DBT CORP US N 2 2029-10-15 Fixed 3.600000000000 N N N N N N AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.15 N/A 02377LAA2 188736.21 PA USD 173199.37 0.1220396274 Long DBT CORP US N 2 2032-02-15 Fixed 3.150000000000 N N N N N N Ares Capital Corporation WEQ82666OJYSI5GUAB47 04010LBE2 325000 PA USD 334555.2 0.2357340674 Long DBT CORP US N 2 2027-01-15 Fixed 7.000000000000 N N N N N N Constellation Energy Generation LLC S2PEWKCZFFECR4533P43 210385AE0 138000 PA USD 149271.51 0.1051795943 Long DBT CORP US N 2 2053-10-01 Fixed 6.500000000000 N N N N N N ContiMortgage Home Equity Loan Trust 1995-2 N/A 21075WBF1 14517.65 PA USD 9674.38 0.0068167553 Long ABS-MBS CORP US N 2 2025-08-15 Fixed 8.100000000000 N N N N N N Continental Resources Inc. XXRTID9RYWOZ0UPIVR53 212015AQ4 162000 PA USD 127100.25 0.0895572955 Long DBT CORP US N 2 2044-06-01 Fixed 4.900000000000 N N N N N N Continental Resources Inc. XXRTID9RYWOZ0UPIVR53 212015AT8 259000 PA USD 260356.26 0.1834520586 Long DBT CORP US N 2 2031-01-15 Fixed 5.750000000000 N N N N N N Credit Agricole SA N/A 22535WAK3 440000 PA USD 449368.61 0.3166338177 Long DBT CORP FR N 2 2030-01-10 Variable 5.335000000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401BH0 200000 PA USD 204007.17 0.1437473994 Long DBT CORP CH N 2 2030-02-10 Variable 7.000000000000 N N N N N N CYRUSONE DATA CENTERS ISSUER I CYRUS 2023 1A A2 144A N/A 23284BAA2 262000 PA USD 254748.31 0.1795005885 Long ABS-O CORP US N 2 2048-04-20 Fixed 4.300000000000 N N N N N N CYRUSONE DATA CENTERS ISSUER I CYRUS 2024 2A A2 144A N/A 23284BAG9 243000 PA USD 236132.7 0.1663836695 Long ABS-O CORP US N 2 2049-05-20 Fixed 4.500000000000 N N N N N N DB Master Finance LLC N/A 233046AF8 157675 PA USD 154403.53 0.1087957149 Long ABS-O CORP US N 2 2047-11-20 Fixed 4.030000000000 N N N N N N DT Midstream Inc. N/A 23345MAB3 457000 PA USD 434973.32 0.3064906178 Long DBT CORP US N 2 2031-06-15 Fixed 4.375000000000 N N N N N N DT Midstream Inc. N/A 23345MAD9 91000 PA USD 92564.02 0.0652223996 Long DBT CORP US N 2 2034-12-15 Fixed 5.800000000000 N N N N N N Electricite de France 549300X3UK4GG3FNMO06 28504KAA5 398000 PA USD 456058.25 0.3213474675 Long DBT CORP FR N 2 2033-03-15 Variable 9.125000000000 N N N N N N Embraer Netherlands Finance B.V. N/A 29082HAD4 225000 PA USD 241097.4 0.1698818932 Long DBT CORP NL N 2 2030-07-28 Fixed 7.000000000000 N N N N N N EMRLD BORROWER LP / EMERALD CO SR SECURED 144A 12/30 6.625 N/A 29103CAA6 242000 PA USD 246745.38 0.1738615692 Long DBT CORP US N 2 2030-12-15 Fixed 6.625000000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NAW5 306000 PA USD 307026.02 0.2163364745 Long DBT CORP CA N 2 2078-03-01 Variable 6.250000000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NBC8 347000 PA USD 343529.55 0.2420575681 Long DBT CORP CA N 2 2080-07-15 Variable 5.750000000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VAN0 488000 PA USD 488931.1 0.3445103137 Long DBT CORP US N 2 2026-11-15 Variable 6.500000000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VBA7 129000 PA USD 130455.15 0.0919212229 Long DBT CORP US N 2 2034-09-01 Fixed 5.600000000000 N N N N N N Endo Finance Holdings Inc. N/A 29280UAD5 80392.5 PA USD 80533.19 0.0567452440 Long LON CORP US N 2 2031-04-23 Floating 8.356 N N N N N N Endo Finance Holdings Inc. N/A 29281RAA7 104000 PA USD 110638.53 0.0779580490 Long DBT CORP US N 2 2031-04-15 Fixed 8.500000000000 N N N N N N Enova International Inc. 549300O8XOCQSB49UO63 29357KAK9 58000 PA USD 60727.83 0.0427900041 Long DBT CORP US N 2 2029-08-01 Fixed 9.125000000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBN2 580000 PA USD 573554.4 0.4041375283 Long DBT CORP US N 2 2077-08-16 Variable 5.250000000000 N N N N N N Exelon Corporation 3SOUA6IRML7435B56G12 30161NBQ3 54000 PA USD 55178.62 0.0388799233 Long DBT CORP US N 2 2055-03-15 Variable 6.500000000000 N N N N N N Exelon Corporation 3SOUA6IRML7435B56G12 30161NBR1 136000 PA USD 138760.76 0.0977735165 Long DBT CORP US N 2 2031-03-15 Fixed 5.125000000000 N N N N N N FREDDIE MAC POOL FR 01/38 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 3132D6DJ6 1394219.66 PA USD 1383740.98 0.9750106693 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC POOL FR 11/52 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 3132DN7K3 1687981.25 PA USD 1695993.42 1.1950297805 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.500000000000 N N N N N N FREDDIE MAC POOL FR 11/52 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 3132DN7L1 1806861.51 PA USD 1814308.67 1.2783969950 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.500000000000 N N N N N N FREDDIE MAC POOL FR 07/52 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 3132DNEX7 211552.95 PA USD 202375.74 0.1425978623 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC POOL FR 08/52 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 3132DNT86 610896.27 PA USD 584968.18 0.4121798985 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.500000000000 N N N N N N Retained Vantage Data Centers Issuer LLC N/A 76134KAA2 275000 PA USD 271200 0.1910927676 Long ABS-O CORP US N 2 2048-09-15 Fixed 5.000000000000 N N N N N N RIVERS ENTERPRISE BORROWER LLC SR SECURED 144A 02/33 6.625 N/A 76883NAA9 140000 PA USD 141347.64 0.0995962822 Long DBT CORP US N 2 2033-02-01 Fixed 6.625000000000 N N N N N N Rocket Companies Inc. N/A 77311WAA9 117000 PA USD 118632.44 0.0835907127 Long DBT CORP US N 2 2030-08-01 Fixed 6.125000000000 N N N N N N Rocket Companies Inc. N/A 77311WAB7 147000 PA USD 149937.53 0.1056488849 Long DBT CORP US N 2 2033-08-01 Fixed 6.375000000000 N N N N N N United States Treasury Note/Bond N/A 91282CKE0 102000 PA USD 102378.52 0.0721378862 Long DBT UST US N 2 2027-03-15 Fixed 4.250000000000 N N N N N N United States Treasury Note/Bond N/A 91282CKX8 943000 PA USD 954198.13 0.6723464657 Long DBT UST US N 2 2029-06-30 Fixed 4.250000000000 N N N N N N United States Treasury Note/Bond N/A 91282CMV0 1152000 PA USD 1149705 0.8101043893 Long DBT UST US N 2 2027-03-31 Fixed 3.875000000000 N N N N N N United States Treasury Note/Bond N/A 91282CNC1 50000 PA USD 49562.5 0.0349226965 Long DBT UST US N 2 2035-05-15 Fixed 4.250000000000 N N N N N N United States Treasury Note/Bond N/A 91282CNJ6 25000 PA USD 24796.88 0.0174723615 Long DBT UST US N 2 2032-06-30 Fixed 4.000000000000 N N N N N N United States Treasury Note/Bond N/A 91282CNK3 1058000 PA USD 1054197.81 0.7428081752 Long DBT UST US N 2 2030-06-30 Fixed 3.875000000000 N N N N N N Uniti Fiber ABS Issuer LLC N/A 91326EAA3 93000 PA USD 94713 0.0667366125 Long ABS-O CORP US N 2 2055-04-20 Fixed 5.877000000000 N N N N N N UNITI GROUP LP / UNITI GROUP F COMPANY GUAR 144A 02/29 6.5 N/A 91327BAA8 75000 PA USD 72961.31 0.0514099508 Long DBT CORP US N 2 2029-02-15 Fixed 6.500000000000 N N N N N N VDCM COMMERCIAL MORTGAGE TRUST VDCM 2025 AZ A 144A N/A 91825CAA3 137000 PA USD 136654.6 0.0962894754 Long ABS-MBS CORP US N 2 2044-07-13 Variable 5.229460000000 N N N N N N Var Energi ASA N/A 92212WAE0 715000 PA USD 811557.12 0.5718388501 Long DBT CORP NO N 2 2032-11-15 Fixed 8.000000000000 N N N N N N Var Energi ASA N/A 92212WAF7 215000 PA USD 221253.22 0.1558993000 Long DBT CORP NO N 2 2030-05-22 Fixed 5.875000000000 N N N N N N FREDDIE MAC POOL FR 04/54 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 3132DSYD8 675976.67 PA USD 676354.61 0.4765725454 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 5.500000000000 N N N N N N FREDDIE MAC POOL FR 08/54 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 3132DT3Z1 661899.98 PA USD 666165.93 0.4693934043 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 5.500000000000 N N N N N N AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.5 N/A 02378MAA9 268165.7 PA USD 240957.31 0.1697831831 Long DBT CORP US N 2 2032-02-15 Fixed 3.500000000000 N N N N N N AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/29 3.85 N/A 02379DAA8 66392.05 PA USD 64258.34 0.0452776697 Long DBT CORP US N 2 2028-02-15 Fixed 3.850000000000 N N N N N N AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/36 2.875 N/A 02379KAA2 307121.73 PA USD 270788.83 0.1908030493 Long DBT CORP US N 2 2034-07-11 Fixed 2.875000000000 N N N N N N American Electric Power Company Inc. 1B4S6S7G0TW5EE83BO58 025537AX9 94000 PA USD 97483.96 0.0686890845 Long DBT CORP US N 2 2033-03-01 Fixed 5.625000000000 N N N N N N American Express Credit Account Master Trust 549300Y4SA5G3GIJTP18 02589BAC4 670000 PA USD 689674.48 0.4859579835 Long ABS-O CORP US N 2 2030-09-15 Fixed 5.150000000000 N N N N N N American Tower Trust #1 N/A 03027WAM4 300000 PA USD 304124.4 0.2142919369 Long DBT CORP US N 2 2028-03-15 Fixed 5.490000000000 N N N N N N American Tower Corporation 5493006ORUSIL88JOE18 03027XCG3 830000 PA USD 846718.41 0.5966141753 Long DBT CORP US N 2 2029-02-15 Fixed 5.200000000000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162DQ0 276000 PA USD 283557.71 0.1998002492 Long DBT CORP US N 2 2030-03-02 Fixed 5.250000000000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162DR8 537000 PA USD 547758.01 0.3859608927 Long DBT CORP US N 2 2033-03-02 Fixed 5.250000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QP3D7 735000.8 PA USD 701967.88 0.4946201510 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QPJ24 588573.13 PA USD 579433.12 0.4082797882 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QPJK4 379611.4 PA USD 363618.3 0.2562124900 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QPRJ8 373503.69 PA USD 347870.84 0.2451165250 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QPYA9 444859.38 PA USD 424866.2 0.2993689455 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QQB87 292679.13 PA USD 287310.93 0.2024448406 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QQLV5 525412.41 PA USD 527413.76 0.3716259405 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QR4G5 900679.55 PA USD 904110.33 0.6370536327 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QRYA5 638023.22 PA USD 664953.92 0.4685393986 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 6.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XMGA8 671549.54 PA USD 682710.02 0.4810506903 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XMTJ5 494996.5 PA USD 514002.93 0.3621764102 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.500000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381E3Q9 2394501.37 PA USD 110412.61 0.0777988614 Long ABS-MBS USGA US N 2 2064-06-16 Variable 0.707850000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381EEL8 1714002.83 PA USD 110520.79 0.0778750872 Long ABS-MBS USGA US N 2 2063-07-16 Variable 0.86989 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381ERF7 635412.49 PA USD 35258.91 0.0248441102 Long ABS-MBS USGA US N 2 2063-10-16 Variable 0.78461 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381EVR6 1444139.24 PA USD 83025.3 0.0585012329 Long ABS-MBS USGA US N 2 2064-06-16 Variable 0.80203 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381HPE5 249506.63 PA USD 14310.33 0.0100833354 Long ABS-MBS USGA US N 2 2064-06-16 Variable 0.82233 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381LYJ5 1889258.3 PA USD 136222.7 0.0959851503 Long ABS-MBS USGA US N 2 2066-12-16 Variable 0.830670000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383Y3A8 770982.9 PA USD 46660.42 0.0328778348 Long ABS-MBS USGA US N 2 2064-07-16 Variable 0.719200000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384GVP2 508203.67 PA USD 42822.41 0.0301734987 Long ABS-MBS USGA US N 2 2065-09-16 Variable 1.24048 N N N N N N Graphic Packaging International LLC SO75N4VY5NXGQSK8YQ65 38869AAC1 165000 PA USD 154693.46 0.1090000052 Long DBT CORP US N 2 2029-03-01 Fixed 3.500000000000 N N N N N N Group 1 Automotive Inc. 549300US8QAZJLWYAF63 398905AN9 107000 PA USD 103166.3 0.0726929712 Long DBT CORP US N 2 2028-08-15 Fixed 4.000000000000 N N N N N N BLUE RACER MIDSTREAM LLC / BLU SR UNSECURED 144A 07/29 7 N/A 095796AJ7 131000 PA USD 135847 0.0957204248 Long DBT CORP US N 2 2029-07-15 Fixed 7.000000000000 N N N N N N BLUE RACER MIDSTREAM LLC / BLU SR UNSECURED 144A 07/32 7.25 N/A 095796AK4 183000 PA USD 192937.08 0.1359471998 Long DBT CORP US N 2 2032-07-15 Fixed 7.250000000000 N N N N N N BMO 2024-5C8 MORTGAGE TRUST BMO 2024 5C8 A3 N/A 09661XAC2 68000 PA USD 70073.49 0.0493751369 Long ABS-MBS CORP US N 2 2057-12-15 Variable 5.625300000000 N N N N N N Booking Holdings Inc. FXM8FAOHMYDIPD38UZ17 09857LAR9 73000 PA USD 73560.35 0.0518320460 Long DBT CORP US N 2 2030-04-13 Fixed 4.625000000000 N N N N N N BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2023 NQM7 A2 144A N/A 10569HAB0 484095.87 PA USD 490034.61 0.3452878682 Long ABS-MBS CORP US N 2 2063-09-25 Variable 7.383000000000 N N N N N N BRITISH AIRWAYS 2020-1 CLASS B PASS THRU CE 144A 11/28 8.375 N/A 11042WAA4 41762.47 PA USD 43789.42 0.0308548726 Long DBT CORP GB N 2 2028-11-15 Fixed 8.375000000000 N N N N N N BRITISH AIRWAYS 2018-1 CLASS A PASS THRU CE 144A 03/33 4.125 N/A 11043HAA6 76748.75 PA USD 73379.99 0.0517049608 Long DBT CORP GB N 2 2031-09-20 Fixed 4.125000000000 N N N N N N BRITISH AIRWAYS 2020-1 CLASS A PASS THRU CE 144A 05/34 4.25 N/A 11044MAA4 84944.36 PA USD 81971.46 0.0577586768 Long DBT CORP GB N 2 2032-11-15 Fixed 4.250000000000 N N N N N N Broadcom Inc. N/A 11135FCC3 93000 PA USD 91760.79 0.0646564282 Long DBT CORP US N 2 2032-02-15 Fixed 4.550000000000 N N N N N N Broadcom Inc. N/A 11135FCL3 330000 PA USD 331017.46 0.2332413074 Long DBT CORP US N 2 2032-07-15 Fixed 4.900000000000 N N N N N N Brookfield Finance Inc. N/A 11271LAN2 226000 PA USD 217888.25 0.1535282770 Long DBT CORP CA N 2 2055-01-15 Variable 6.300000000000 N N N N N N BROOKFIELD RESIDENTIAL PROPERT SR UNSECURED 144A 06/29 5 N/A 11283YAG5 117000 PA USD 108951.79 0.0767695394 Long DBT CORP CA N 2 2029-06-15 Fixed 5.000000000000 N N N N N N Builders FirstSource Inc. 549300W0SKP6L3H7DP63 12008RAP2 225000 PA USD 207652.21 0.1463157652 Long DBT CORP US N 2 2032-02-01 Fixed 4.250000000000 N N N N N N Builders FirstSource Inc. 549300W0SKP6L3H7DP63 12008RAR8 135000 PA USD 138051.95 0.0972740752 Long DBT CORP US N 2 2032-06-15 Fixed 6.375000000000 N N N N N N Builders FirstSource Inc. 549300W0SKP6L3H7DP63 12008RAS6 199000 PA USD 201927.09 0.1422817348 Long DBT CORP US N 2 2034-03-01 Fixed 6.375000000000 N N N N N N Carmax Auto Owner Trust 2023-3 N/A 14319BAD4 100000 PA USD 101241.76 0.0713369031 Long ABS-O CORP US N 2 2029-02-15 Fixed 5.260000000000 N N N N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 143658BZ4 192000 PA USD 194880 0.1373162188 Long DBT CORP US N 2 2031-06-15 Fixed 5.875000000000 N N N N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 143658CA8 316000 PA USD 318139.32 0.2241671207 Long DBT CORP US N 2 2032-08-01 Fixed 5.750000000000 N N N N N N MIDWEST GAMING BORROWER LLC / SR SECURED 144A 05/29 4.875 N/A 59833DAB6 210000 PA USD 202321.43 0.1425595944 Long DBT CORP US N 2 2029-05-01 Fixed 4.875000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFB6 531000 PA USD 547814.05 0.3860003796 Long DBT CORP US N 2 2038-01-19 Variable 5.948000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFK6 394000 PA USD 401920.47 0.2832009402 Long DBT CORP US N 2 2030-01-16 Variable 5.173000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFT7 189000 PA USD 191378.76 0.1348491774 Long DBT CORP US N 2 2035-07-19 Variable 5.320000000000 N N N N N N NBM US Holdings Inc. N/A 62877VAB7 298000 PA USD 300228.15 0.2115465638 Long DBT CORP US N 2 2029-08-06 Fixed 6.625000000000 N N N N N N NCL Corporation Ltd. UNZWILHE4KMRP9K2L524 62886HBR1 160000 PA USD 164339.28 0.1157966366 Long DBT CORP US N 2 2032-02-01 Fixed 6.750000000000 N N N N N N NRG Energy Inc. 5E2UPK5SW04M13XY7I38 629377CE0 250000 PA USD 250766 0.1766945758 Long DBT CORP US N 2 2028-01-15 Fixed 5.750000000000 N N N N N N NRG Energy Inc. 5E2UPK5SW04M13XY7I38 629377CL4 194000 PA USD 190803.4 0.1344437676 Long DBT CORP US N 2 2029-06-15 Fixed 4.450000000000 N N N N N N NRG Energy Inc. 5E2UPK5SW04M13XY7I38 629377CR1 132000 PA USD 120834.11 0.0851420520 Long DBT CORP US N 2 2031-02-15 Fixed 3.625000000000 N N N N N N NRG Energy Inc. 5E2UPK5SW04M13XY7I38 629377CS9 291000 PA USD 265855.71 0.1873270775 Long DBT CORP US N 2 2032-02-15 Fixed 3.875000000000 N N N N N N NRG Energy Inc. 5E2UPK5SW04M13XY7I38 629377CT7 240000 PA USD 263276.4 0.1855096457 Long DBT CORP US N 2 2033-03-15 Fixed 7.000000000000 N N N N N N Whistler Pipeline LLC N/A 96337RAB8 120000 PA USD 122514.2 0.0863258759 Long DBT CORP US N 2 2031-09-30 Fixed 5.700000000000 N N N N N N Williams Scotsman Inc. N/A 96949VAM5 80000 PA USD 81985.04 0.0577682456 Long DBT CORP US N 2 2029-06-15 Fixed 6.625000000000 N N N N N N Willis Engine Structured Trust V N/A 97064FAA3 89147.12 PA USD 84665.83 0.0596571821 Long ABS-O CORP US N 2 2045-03-15 Fixed 3.228000000000 N N N N N N WINDSTREAM SERVICES LLC / WIND SR SECURED 144A 10/31 8.25 N/A 97381AAA0 92000 PA USD 96313.88 0.0678646235 Long DBT CORP US N 2 2031-10-01 Fixed 8.250000000000 N N N N N N Wingstop Funding LLC N/A 974153AE8 104000 PA USD 106235.06 0.0748552789 Long ABS-O CORP US N 2 2054-12-05 Fixed 5.858000000000 N N N N N N Travel + Leisure Co. T4VNTWMFQ7JQB65L7T35 98310WAQ1 91000 PA USD 87209.53 0.0614495223 Long DBT CORP US N 2 2030-03-01 Fixed 4.625000000000 N N N N N N FREDDIE MAC POOL FR 03/54 FIXED 6 S6XOOCT0IEG5ABCC6L87 3132DSSZ6 584421.17 PA USD 596279.54 0.4201501017 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.000000000000 N N N N N N Hilton Grand Vacations Borrower LLC N/A 43283QAC4 191000 PA USD 193143.78 0.1360928446 Long DBT CORP US N 2 2032-01-15 Fixed 6.625000000000 N N N N N N Horizon Mutual Holdings Inc. N/A 43990FAA6 238000 PA USD 231204.68 0.1629112912 Long DBT CORP US N 2 2034-11-15 Fixed 6.200000000000 N N N N N N Hotwire Funding LLC N/A 44148HAA1 700000 PA USD 703346.42 0.4955914970 Long ABS-O CORP US N 2 2053-05-20 Fixed 5.687000000000 N N N N N N Hotwire Funding LLC N/A 44148JAH2 51000 PA USD 51514.46 0.0362980853 Long ABS-O CORP US N 2 2054-06-20 Fixed 5.893000000000 N N N N N N Verus Securitization Trust 2024-1 N/A 92540EAC7 468300.08 PA USD 468365.55 0.3300194292 Long ABS-MBS CORP US N 2 2069-01-25 Variable 6.118000000000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 92553PAP7 161000 PA USD 121856.22 0.0858622505 Long DBT CORP US N 2 2043-03-15 Fixed 4.375000000000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 92556HAC1 328000 PA USD 253181.29 0.1783964359 Long DBT CORP US N 2 2050-05-19 Fixed 4.950000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XHJ32 926174.76 PA USD 861166 0.6067942268 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.000000000000 N N N N N N CEMEX S.A.B de C.V 549300RIG2CXWN6IV731 151290BZ5 255000 PA USD 235703.18 0.1660810214 Long DBT CORP MX N 2 2031-07-11 Fixed 3.875000000000 N N N N N N CenterPoint Energy Inc. 21TPXMRRHFKOBHDC8J74 15189TBH9 266000 PA USD 277552.38 0.1955687775 Long DBT CORP US N 2 2055-02-15 Variable 7.000000000000 N N N N N N CenterPoint Energy Inc. 21TPXMRRHFKOBHDC8J74 15189TBJ5 74000 PA USD 77173.86 0.0543781950 Long DBT CORP US N 2 2055-02-15 Variable 6.850000000000 N N N N N N FREDDIE MAC POOL FR 08/52 FIXED 5 S6XOOCT0IEG5ABCC6L87 3133KPUP1 616261.52 PA USD 604958.3 0.4262653239 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.000000000000 N N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 68389XCJ2 595000 PA USD 640486.46 0.4512991529 Long DBT CORP US N 2 2032-11-09 Fixed 6.250000000000 N N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 68389XCQ6 371000 PA USD 342758.08 0.2415139754 Long DBT CORP US N 2 2053-02-06 Fixed 5.550000000000 N N N N N N Parkland Corporation N/A 70137WAN8 67000 PA USD 68482.91 0.0482543835 Long DBT CORP CA N 2 2032-08-15 Fixed 6.625000000000 N N N N N N Popular Inc. N/A 733174AL0 218000 PA USD 227986.26 0.1606435302 Long DBT CORP PR N 2 2028-03-13 Fixed 7.250000000000 N N N N N N United Airlines Inc. N/A 90932LAH0 64000 PA USD 62496.96 0.0440365673 Long DBT CORP US N 2 2029-04-15 Fixed 4.625000000000 N N N N N N UNITED AIRLINES 2023-1 CLASS A PASS THRU CE 07/37 5.8 N/A 90932LAJ6 256567.03 PA USD 261572.09 0.1843087559 Long DBT CORP US N 2 2036-01-15 Fixed 5.800000000000 N N N N N N Qorvo Inc. N/A 74736KAH4 129000 PA USD 125115.91 0.0881590911 Long DBT CORP US N 2 2029-10-15 Fixed 4.375000000000 N N N N N N Qorvo Inc. N/A 74736KAJ0 95000 PA USD 85282.53 0.0600917208 Long DBT CORP US N 2 2031-04-01 Fixed 3.375000000000 N N N N N N UNITED AIRLINES 2024-1 CLASS A PASS THRU CE 08/38 5.45 N/A 90932WAA1 207181.17 PA USD 209753.99 0.1477967200 Long DBT CORP US N 2 2037-02-15 Fixed 5.450000000000 N N N N N N UNITED AIRLINES 2024-1 CLASS A PASS THRU CE 08/38 5.875 N/A 90932WAB9 190329.1 PA USD 190722.61 0.1343868414 Long DBT CORP US N 2 2037-02-15 Fixed 5.875000000000 N N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 91159HJL5 276000 PA USD 272481.87 0.1919959980 Long DBT CORP US N 2 2034-02-01 Variable 4.839000000000 N N N N N N Viatris Inc. N/A 92556VAF3 563000 PA USD 369947.26 0.2606719977 Long DBT CORP US N 2 2050-06-22 Fixed 4.000000000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YDU0 83000 PA USD 84047.73 0.0592216568 Long DBT CORP US N 2 2034-03-15 Fixed 5.050000000000 N N N N N N Atlantica Transmision Sur S.A. 549300PQCSQSSZTVDH16 00289LAA3 224150 PA USD 236883.51 0.1669127047 Long DBT CORP PE N 2 2043-04-30 Fixed 6.875000000000 N N N N N N AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust N/A 00774MAX3 672000 PA USD 607954.13 0.4283762437 Long DBT CORP IE N 2 2032-01-30 Fixed 3.300000000000 N N N N N N AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust N/A 00774MBG9 405000 PA USD 416589.38 0.2935369380 Long DBT CORP IE N 2 2027-04-15 Fixed 6.450000000000 N N N N N N AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust N/A 00774MBQ7 150000 PA USD 151832.1 0.1069838356 Long DBT CORP IE N 2 2056-01-31 Variable 6.500000000000 N N N N N N AIR CANADA 2020-1 CLASS C PASS PASS THRU CE 144A 07/26 10.5 N/A 008911BD0 233000 PA USD 244184.07 0.1720568206 Long DBT CORP CA N 2 2026-07-15 Fixed 10.500000000000 N N N N N N Air Lease Corporation N/A 00914AAT9 290000 PA USD 298476 0.2103119650 Long DBT CORP US N 2 2027-12-15 Fixed 5.850000000000 N N N N N N Air Lease Corporation N/A 00914AAV4 165000 PA USD 168041.12 0.1184050247 Long DBT CORP US N 2 2029-03-01 Fixed 5.100000000000 N N N N N N Aker BP ASA 549300NFTY73920OYK69 00973RAM5 245000 PA USD 251992.78 0.1775589887 Long DBT CORP NO N 2 2033-06-13 Fixed 6.000000000000 N N N N N N AMERICAN AIRLINES 2017-1 CLASS PASS THRU CE 02/29 3.65 N/A 023761AA7 184500 PA USD 177518.43 0.1250829207 Long DBT CORP US N 2 2029-02-15 Fixed 3.650000000000 N N N N N N ANGEL OAK MORTGAGE TRUST AOMT 2024 3 A1 144A N/A 03466HAA1 157538.71 PA USD 155410.46 0.1095052172 Long ABS-MBS CORP US N 2 2068-11-26 Variable 4.800000000000 N N N N N N Antero Resources Corporation APVBKPOULHUX7YZLKU17 03674XAS5 69000 PA USD 68683.94 0.0483960331 Long DBT CORP US N 2 2030-03-01 Fixed 5.375000000000 N N N N N N ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 06/29 5.375 N/A 03690AAH9 182000 PA USD 180469.93 0.1271626047 Long DBT CORP US N 2 2029-06-15 Fixed 5.375000000000 N N N N N N ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 02/32 6.625 N/A 03690AAK2 214000 PA USD 219983.65 0.1550047364 Long DBT CORP US N 2 2032-02-01 Fixed 6.625000000000 N N N N N N Apollo Debt Solutions BDC N/A 03770DAB9 328000 PA USD 342621.85 0.2414179851 Long DBT CORP US N 2 2029-04-13 Fixed 6.900000000000 N N N N N N Apollo Debt Solutions BDC N/A 03770DAD5 191000 PA USD 198895.14 0.1401453642 Long DBT CORP US N 2 2031-07-29 Fixed 6.700000000000 N N N N N N AQUA FINANCE TRUST 2021-A AQFIT 2021 A A 144A N/A 03842VAA5 46159.36 PA USD 42336.68 0.0298312439 Long ABS-O CORP US N 2 2046-07-17 Fixed 1.540000000000 N N N N N N Ares Strategic Income Fund N/A 04020EAB3 74000 PA USD 75702.13 0.0533411856 Long DBT CORP US N 2 2029-08-15 Fixed 6.350000000000 N N N N N N XHR LP N/A 98372MAE5 90000 PA USD 91473.93 0.0644543011 Long DBT CORP US N 2 2030-05-15 Fixed 6.625000000000 N N N N N N Zayo Issuer LLC N/A 98919WAA1 163000 PA USD 164605.39 0.1159841428 Long ABS-O CORP US N 2 2055-03-20 Fixed 5.648000000000 N N N N N N Leviathan Bond Ltd. N/A BK6709046 327000 PA USD 324547.5 0.2286824484 Long DBT CORP IL N 2 2027-06-30 Fixed 6.500000000000 N N N N N N Leviathan Bond Ltd. N/A BK6709079 64000 PA USD 63168 0.0445093951 Long DBT CORP IL N 2 2030-06-30 Fixed 6.750000000000 N N N N N N Energean Israel Finance Ltd. N/A BO3321904 79000 PA USD 75885.43 0.0534703423 Long DBT CORP IL N 2 2028-03-30 Fixed 5.375000000000 N N N N N N Energean Israel Finance Ltd. N/A BO3322191 138000 PA USD 128626.11 0.0906324460 Long DBT CORP IL N 2 2031-03-30 Fixed 5.875000000000 N N N N N N ONEOK Inc. 2T3D6M0JSY48PSZI1Q41 682680BL6 242000 PA USD 253944.69 0.1789343423 Long DBT CORP US N 2 2033-09-01 Fixed 6.050000000000 N N N N N N ONEOK Inc. 2T3D6M0JSY48PSZI1Q41 682680BN2 260000 PA USD 268899.57 0.1894718401 Long DBT CORP US N 2 2053-09-01 Fixed 6.625000000000 N N N N N N OneMain Finance Corporation 5493008I795YYBFWFU90 682691AL4 219000 PA USD 219367.92 0.1545708811 Long DBT CORP US N 2 2030-05-15 Fixed 6.125000000000 N N N N N N OneMain Finance Corporation 5493008I795YYBFWFU90 682695AA9 96000 PA USD 100733.57 0.0709788226 Long DBT CORP US N 2 2029-01-15 Fixed 9.000000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GKQ1 198000 PA USD 194930.9 0.1373520840 Long DBT CORP US N 2 2033-04-27 Variable 4.571000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GKY4 965000 PA USD 975081.42 0.6870612360 Long DBT CORP US N 2 2033-07-22 Variable 5.015000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GLC1 309000 PA USD 320685.95 0.2259615255 Long DBT CORP US N 2 2028-11-10 Variable 6.204000000000 N N N N N N FREDDIE MAC POOL FR 08/52 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 3132DNTB9 507409.89 PA USD 485874.04 0.3423562501 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.500000000000 N N N N N N HI-FI MUSIC IP ISSUER LP HIFI 2022 1A A2 144A N/A 428357AA5 245000 PA USD 239432.77 0.1687089627 Long ABS-O CORP CA N 2 2062-02-01 Fixed 3.939000000000 N N N N N N Gulfstream Natural Gas System L.L.C. N/A 402740AG9 94000 PA USD 94538.37 0.0666135648 Long DBT CORP US N 2 2035-07-23 Fixed 5.600000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 00206RJY9 491000 PA USD 443871.17 0.3127602151 Long DBT CORP US N 2 2031-06-01 Fixed 2.750000000000 N N N N N N HarborView Mortgage Loan Trust 2007-3 N/A 41164UAR0 1957916.99 PA USD 30911.2 0.0217806296 Long ABS-MBS CORP US N 2 2037-05-19 Variable 0.000000000000 N N N N N N HarborView Mortgage Loan Trust 2007-4 N/A 41164YAQ4 2030292.42 PA USD 32060.96 0.0225907728 Long ABS-MBS CORP US N 2 2037-07-19 Variable 0.000000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 00206RLJ9 432000 PA USD 289640.37 0.2040862091 Long DBT CORP US N 2 2055-09-15 Fixed 3.550000000000 N N N N N N CARS-DB7 LP CAUTO 2023 1A A1 144A N/A 12510HAS9 412866.67 PA USD 414765.15 0.2922515502 Long ABS-O CORP US N 2 2053-09-15 Fixed 5.750000000000 N N N N N N CDW LLC / CDW FINANCE CORP COMPANY GUAR 03/30 5.1 N/A 12513GBK4 75000 PA USD 75540 0.0532269457 Long DBT CORP US N 2 2030-03-01 Fixed 5.100000000000 N N N N N N CDW LLC / CDW FINANCE CORP COMPANY GUAR 08/34 5.55 N/A 12513GBL2 100000 PA USD 100742 0.0709847625 Long DBT CORP US N 2 2034-08-22 Fixed 5.550000000000 N N N N N N HarborView Mortgage Loan Trust 2007-6 N/A 41165BAS9 2224626.81 PA USD 36629.59 0.0258099179 Long ABS-MBS CORP US N 2 2037-08-19 Variable 0.000000000000 N N N N N N Hess Midstream Operations LP N/A 428102AE7 59000 PA USD 57087.7 0.0402250980 Long DBT CORP US N 2 2030-02-15 Fixed 4.250000000000 N N N N N N CENT 2025-CITY CENT 2025 CITY A 144A N/A 12517TAA5 117000 PA USD 117399.12 0.0827216916 Long ABS-MBS CORP US N 2 2040-07-10 Variable 5.090927000000 N N N N N N CLI Funding IX LLC N/A 12571WAG8 149678.75 PA USD 149906.92 0.1056273165 Long ABS-O CORP US N 2 2050-06-20 Fixed 5.350000000000 N N N N N N Hess Midstream Operations LP N/A 428102AF4 25000 PA USD 25108.75 0.0176921111 Long DBT CORP US N 2 2030-10-15 Fixed 5.500000000000 N N N N N N MandT Bank Corporation N/A 55261FAH7 141000 PA USD 139441.46 0.0982531509 Long DBT CORP US N 2 2026-11-01 Variable 5.125000000000 N N N N N N MandT Bank Corporation N/A 55261FAV6 181000 PA USD 180342.79 0.1270730194 Long DBT CORP US N 2 2036-01-16 Variable 5.385000000000 N N N N N N MandT Bank Corporation N/A 55261FAY0 117000 PA USD 118339.25 0.0833841254 Long DBT CORP US N 2 2031-07-08 Variable 5.179000000000 N N N N N N COMM 2018-COR3 MORTGAGE TRUST COMM 2018 COR3 XA N/A 12595VAE7 3779825.38 PA USD 38274.51 0.0269689603 Long ABS-MBS CORP US N 2 2051-05-10 Variable 0.436019000000 N N N N N N CNA Financial Corporation 549300YX2GSZD7YG1R84 126117AV2 150000 PA USD 146445.74 0.1031885021 Long DBT CORP US N 2 2029-05-01 Fixed 3.900000000000 N N N N N N CNO Financial Group Inc. 11XPYHB76MPM4Y4P2897 12621EAL7 384000 PA USD 387307.65 0.2729044644 Long DBT CORP US N 2 2029-05-30 Fixed 5.250000000000 N N N N N N CNO Financial Group Inc. 11XPYHB76MPM4Y4P2897 12621EAM5 121000 PA USD 126060.41 0.0888246041 Long DBT CORP US N 2 2034-06-15 Fixed 6.450000000000 N N N N N N MandT Bank Corporation N/A 55261FAZ7 208000 PA USD 208316.15 0.1467835901 Long DBT CORP US N 2 2035-07-30 Variable 5.400000000000 N N N N N N PGandE Corporation 8YQ2GSDWYZXO2EDN3511 69331CAM0 292000 PA USD 281774.87 0.1985440256 Long DBT CORP US N 2 2055-03-15 Variable 7.375000000000 N N N N N N CSN Resources S.A. N/A 12644VAD0 188000 PA USD 148038.27 0.1043106295 Long DBT CORP BR N 2 2031-06-10 Fixed 4.625000000000 N N N N N N Caesars Entertainment Inc. N/A 12769GAC4 99000 PA USD 100961.82 0.0711396519 Long DBT CORP US N 2 2032-02-15 Fixed 6.500000000000 N N N N N N FREDDIE MAC POOL FR 10/53 FIXED 6 S6XOOCT0IEG5ABCC6L87 3132DSFH0 551236.93 PA USD 563713.96 0.3972037639 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.000000000000 N N N N N N FREDDIE MAC POOL FR 08/53 FIXED 6 S6XOOCT0IEG5ABCC6L87 3132E0BJ0 610194.71 PA USD 625913.08 0.4410304673 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.000000000000 N N N N N N FREDDIE MAC POOL FR 09/53 FIXED 6 S6XOOCT0IEG5ABCC6L87 3132E0EY4 826893.77 PA USD 847677.41 0.5972899053 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.000000000000 N N N N N N FREDDIE MAC POOL FR 10/53 FIXED 6.5 S6XOOCT0IEG5ABCC6L87 3132E0LR1 655305.34 PA USD 679965.4 0.4791167779 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.500000000000 N N N N N N PFS Financing Corp. N/A 69335PEV3 335000 PA USD 336738.99 0.2372728081 Long ABS-O CORP US N 2 2028-05-15 Fixed 5.270000000000 N N N N N N The PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 693475BF1 355000 PA USD 358836.84 0.2528433808 Long DBT CORP US N 2 2027-09-15 Variable 6.200000000000 N N N N N N FREDDIE MAC POOL FR 11/53 FIXED 6 S6XOOCT0IEG5ABCC6L87 3132E0T69 593937.94 PA USD 605989.42 0.4269918710 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.000000000000 N N N N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953CH2 332000 PA USD 327605.75 0.2308373505 Long DBT CORP US N 2 2028-10-15 Fixed 4.750000000000 N N N N N N The PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 693475BP9 216000 PA USD 218459.38 0.1539307062 Long DBT CORP US N 2 2030-03-15 Variable 6.250000000000 N N N N N N The PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 693475BS3 158000 PA USD 166600.94 0.1173902460 Long DBT CORP US N 2 2034-08-18 Variable 5.939000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBU3 149000 PA USD 147186.13 0.1037101952 Long DBT CORP US N 2 2032-09-01 Fixed 4.950000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBV1 152000 PA USD 149688.09 0.1054731246 Long DBT CORP US N 2 2033-03-01 Fixed 5.000000000000 N N N N N N MSCI Inc. 549300HTIN2PD78UB763 55354GAM2 305000 PA USD 280569.23 0.1976945084 Long DBT CORP US N 2 2031-11-01 Fixed 3.625000000000 N N N N N N MVW 2020-1 LLC N/A 55400EAD1 425851.63 PA USD 422230.19 0.2975115619 Long ABS-O CORP US N 2 2037-10-20 Fixed 7.140000000000 N N N N N N Macquarie Group Limited ACMHD8HWFMFUIQQ8Y590 55608JAP3 230000 PA USD 232722.71 0.1639809246 Long DBT CORP AU N 2 2030-01-15 Variable 5.033000000000 N N N N N N Macquarie Airfinance Holdings Limited N/A 55609NAE8 54000 PA USD 53954.51 0.0380173917 Long DBT CORP GB N 2 2030-03-17 Fixed 5.150000000000 N N N N N N The PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 693475CA1 236000 PA USD 235823.89 0.1661660760 Long DBT CORP US N 2 2032-10-21 Variable 4.812000000000 N N N N N N The PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 693475CC7 158000 PA USD 162026.12 0.1141667393 Long DBT CORP US N 2 2036-01-29 Variable 5.575000000000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 694308JN8 117000 PA USD 96691.15 0.0681304552 Long DBT CORP US N 2 2050-07-01 Fixed 4.950000000000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 694308KR7 179000 PA USD 181650.06 0.1279941471 Long DBT CORP US N 2 2034-05-15 Fixed 5.800000000000 N N N N N N SBA Tower Trust N/A 78403DAZ3 96000 PA USD 98428.87 0.0693548864 Long DBT CORP US N 2 2028-01-15 Fixed 6.599000000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRU SMB 2024 E A1A 144A N/A 78450XAA6 154964.85 PA USD 156030.74 0.1099422785 Long ABS-O CORP US N 2 2056-10-16 Fixed 5.090000000000 N N N N N N S and S Holdings L.L.C. N/A 78525CAA3 51000 PA USD 48863.02 0.0344298294 Long DBT CORP US N 2 2031-10-01 Fixed 8.375000000000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AX4 416000 PA USD 413949.28 0.2916766724 Long DBT CORP US N 2 2030-05-15 Fixed 4.500000000000 N N N N N N Sabre GLBL Inc. F2TJC7HPPHLHU1AQMP98 78573NAM4 139000 PA USD 146540.75 0.1032554480 Long DBT CORP US N 2 2030-07-15 Fixed 11.125000000000 N N N N N N SAKS GLOBAL ENTERPRISES LLC SR SECURED 144A 12/29 11 N/A 79380MAA3 168000 PA USD 37800 0.0266346114 Long DBT CORP US N 2 2029-12-15 Fixed 11.000000000000 N N N N N N Santander Holdings USA Inc. 549300SMVCQN2P0O6I58 80282KAP1 395000 PA USD 394460.2 0.2779442896 Long DBT CORP US N 2 2027-07-13 Fixed 4.400000000000 N N N N N N Sasol Financing USA LLC N/A 80386WAD7 68000 PA USD 56595.26 0.0398781153 Long DBT CORP US N 2 2031-03-18 Fixed 5.500000000000 N N N N N N SCALELOGIX ABS US ISSUER LLC SCLGX 2025 1A A2 144A N/A 80587FAA7 139000 PA USD 137651.32 0.0969917836 Long ABS-O CORP US N 2 2055-07-25 Fixed 5.673000000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A 161175BU7 396000 PA USD 350819.56 0.2471942502 Long DBT CORP US N 2 2031-04-01 Fixed 2.800000000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636ABK6 234000 PA USD 236286.25 0.1664918638 Long DBT CORP DK N 2 2031-03-04 Variable 5.019000000000 N N N N N N DaVita Inc. M2XHYMU3TZNEZURC6H66 23918KAS7 123000 PA USD 117293.66 0.0826473824 Long DBT CORP US N 2 2030-06-01 Fixed 4.625000000000 N N N N N N DEALER TIRE LLC / DT ISSUER LL SR UNSECURED 144A 02/28 8 N/A 24229JAA1 117000 PA USD 114550.27 0.0807143367 Long DBT CORP US N 2 2028-02-01 Fixed 8.000000000000 N N N N N N DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 04/34 5.4 N/A 24703DBN0 365000 PA USD 372742.58 0.2626416343 Long DBT CORP US N 2 2034-04-15 Fixed 5.400000000000 N N N N N N DELL EQUIPMENT FINANCE TRUST 2 DEFT 2023 2 A3 144A N/A 24703GAC8 233942.79 PA USD 234843.73 0.1654754363 Long ABS-O CORP US N 2 2029-01-22 Fixed 5.650000000000 N N N N N N DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 04/32 5.3 N/A 24703TAN6 240000 PA USD 244870.39 0.1725404149 Long DBT CORP US N 2 2032-04-01 Fixed 5.300000000000 N N N N N N Delta Air Lines Inc. Q2CCMS6R0AS67HJMBN42 247361ZN1 143000 PA USD 141920.68 0.1000000572 Long DBT CORP US N 2 2028-04-19 Fixed 4.375000000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 251526CS6 205000 PA USD 214684.23 0.1512706625 Long DBT CORP US N 2 2029-01-18 Variable 6.720000000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NBT1 352000 PA USD 396445.28 0.2793430153 Long DBT CORP CA N 2 2084-01-15 Variable 8.500000000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273RBF5 345000 PA USD 302064.23 0.2128403013 Long DBT CORP US N 2 2045-03-15 Fixed 5.150000000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VAM2 381000 PA USD 390080.75 0.2748584444 Long DBT CORP US N 2 2030-05-15 Variable 7.125000000000 N N N N N N FREDDIE MAC POOL FR 02/55 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 31427MLM1 415062.05 PA USD 416383.65 0.2933919766 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 5.500000000000 N N N N N N FREDDIE MAC POOL FR 03/55 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 31427MW56 674408.71 PA USD 675618.26 0.4760536989 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 5.500000000000 N N N N N N FREDDIE MAC POOL FR 02/54 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 31427MZ79 296572.58 PA USD 283429.17 0.1997096774 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 4.500000000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773CM0 173000 PA USD 172759.89 0.1217299613 Long DBT CORP US N 2 2025-08-30 Variable 7.590220000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DG2 95000 PA USD 95389.04 0.0672129633 Long DBT CORP US N 2 2030-07-28 Variable 4.772000000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DL1 167000 PA USD 172992.68 0.1218939897 Long DBT CORP US N 2 2032-01-29 Variable 5.631000000000 N N N N N N First Citizens BancShares Inc. 549300N3Z00ZHE2XC526 31959XAC7 225000 PA USD 226203.9 0.1593876449 Long DBT CORP US N 2 2031-03-12 Variable 5.231000000000 N N N N N N First Horizon Corporation TF3RXI1ZB1TQ30H9JV10 320517AE5 134000 PA USD 136332.48 0.0960625034 Long DBT CORP US N 2 2031-03-07 Variable 5.514000000000 N N N N N N Wachovia Corporation N/A 337358BH7 465000 PA USD 478075.42 0.3368611915 Long DBT CORP US N 2 2026-08-01 Variable 7.574000000000 N N N N N N Flowserve Corporation 6Y0GK87T6V7NJKZJVM41 34354PAF2 184000 PA USD 173172.48 0.1220206802 Long DBT CORP US N 2 2030-10-01 Fixed 3.500000000000 N N N N N N Ford Credit Auto Owner Trust 2022-D N/A 345295AD1 179600.82 PA USD 180087.48 0.1268931230 Long ABS-O CORP US N 2 2027-05-17 Fixed 5.270000000000 N N N N N N Ford Credit Auto Lease Trust 2023-B N/A 34529NAE0 175000 PA USD 175644.75 0.1237626895 Long ABS-O CORP US N 2 2027-01-15 Fixed 5.870000000000 N N N N N N FORD CREDIT AUTO OWNER TRUST 2 FORDR 2023 2 A 144A N/A 34535CAA4 512000 PA USD 524794.32 0.3697802324 Long ABS-O CORP US N 2 2036-02-15 Fixed 5.280000000000 N N N N N N Ford Motor Company 20S05OYHG0MQM4VUIC57 345370CX6 390000 PA USD 451975.97 0.3184710140 Long DBT CORP US N 2 2030-04-22 Fixed 9.625000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397B36 624000 PA USD 572752.08 0.4035721981 Long DBT CORP US N 2 2030-11-13 Fixed 4.000000000000 N N N N N N Foundry JV Holdco LLC N/A 350930AA1 239000 PA USD 241324.79 0.1700421166 Long DBT CORP US N 2 2034-01-25 Fixed 5.875000000000 N N N N N N Ares Strategic Income Fund N/A 04020EAD9 180000 PA USD 179352.72 0.1263753969 Long DBT CORP US N 2 2030-02-15 Fixed 5.600000000000 N N N N N N Ares Strategic Income Fund N/A 04020EAG2 45000 PA USD 45236.15 0.0318742666 Long DBT CORP US N 2 2028-03-15 Fixed 5.700000000000 N N N N N N Ares Strategic Income Fund N/A 04020EAJ6 160000 PA USD 161871.86 0.1140580447 Long DBT CORP US N 2 2032-03-21 Fixed 6.200000000000 N N N N N N Ares Strategic Income Fund N/A 04020EAK3 226000 PA USD 226149.44 0.1593492713 Long DBT CORP US N 2 2030-09-09 Fixed 5.800000000000 N N N N N N Ares Strategic Income Fund N/A 04020EAL1 114000 PA USD 113811.62 0.0801938697 Long DBT CORP US N 2 2028-09-09 Fixed 5.450000000000 N N N N N N ARI FLEET LEASE TRUST 2023-B ARIFL 2023 B A2 144A N/A 04033GAB3 217809.17 PA USD 219406.58 0.1545981217 Long ABS-O CORP US N 2 2032-07-15 Fixed 6.050000000000 N N N N N N Arsenal AIC Parent LLC N/A 04288BAB6 201000 PA USD 213061.61 0.1501273331 Long DBT CORP US N 2 2030-10-01 Fixed 8.000000000000 N N N N N N Asbury Automotive Group Inc. 549300JH4DTA7U42GL91 043436AV6 145000 PA USD 139261.06 0.0981260375 Long DBT CORP US N 2 2030-03-01 Fixed 4.750000000000 N N N N N N Asbury Automotive Group Inc. 549300JH4DTA7U42GL91 043436AW4 55000 PA USD 52847.06 0.0372370610 Long DBT CORP US N 2 2029-11-15 Fixed 4.625000000000 N N N N N N CEMEX S.A.B de C.V 549300RIG2CXWN6IV731 151290BX0 256000 PA USD 253915.44 0.1789137322 Long DBT CORP MX N 2 2030-09-17 Fixed 5.200000000000 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 15135BAR2 70000 PA USD 67878.05 0.0478281874 Long DBT CORP US N 2 2027-12-15 Fixed 4.250000000000 N N N N N N Cheniere Energy Inc. MIHC87W9WTYSYZWV1J40 16411RAN9 107000 PA USD 108841.09 0.0766915380 Long DBT CORP US N 2 2034-04-15 Fixed 5.650000000000 N N N N N N TOUCAN FINCO LTD/TOUCAN FINCO SR SECURED 144A 05/30 9.5 N/A 89157UAA5 161000 PA USD 164848.71 0.1161555908 Long DBT CORP JE N 2 2030-05-15 Fixed 9.500000000000 N N N N N N Towd Point Mortgage Trust 2019-1 N/A 89177BAA3 95719.82 PA USD 92633.37 0.0652712649 Long ABS-MBS CORP US N 2 2058-03-25 Variable 3.750000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2024 TPMT 2024 4 A1A 144A N/A 89183GAA4 87813.75 PA USD 87604.82 0.0617280513 Long ABS-MBS CORP US N 2 2064-10-27 Variable 4.498268000000 N N N N N N TrueNoord Capital Designated Activity Company N/A 89785GAA6 98000 PA USD 101639.13 0.0716168977 Long DBT CORP IE N 2 2030-03-01 Fixed 8.750000000000 N N N N N N Truist Financial Corporation 549300DRQQI75D2JP341 89788MAP7 504000 PA USD 526956.27 0.3713035842 Long DBT CORP US N 2 2034-06-08 Variable 5.867000000000 N N N N N N Truist Financial Corporation 549300DRQQI75D2JP341 89788MAQ5 683000 PA USD 737254.49 0.5194837792 Long DBT CORP US N 2 2029-10-30 Variable 7.161000000000 N N N N N N Truist Financial Corporation 549300DRQQI75D2JP341 89788MAT9 234000 PA USD 237993.8 0.1676950366 Long DBT CORP US N 2 2032-08-05 Variable 5.153000000000 N N N N N N UNITED AIRLINES 2019-1 CLASS A PASS THRU CE 08/31 4.55 N/A 90931EAA2 192357.91 PA USD 180232.28 0.1269951519 Long DBT CORP US N 2 2031-08-25 Fixed 4.550000000000 N N N N N N FREDDIE MAC POOL FR 04/53 FIXED 5 S6XOOCT0IEG5ABCC6L87 3133KQUT1 580657.92 PA USD 571822.28 0.4029170430 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QS4W8 618228.25 PA USD 643115.89 0.4531519001 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QSQF1 603634.61 PA USD 617674.91 0.4352256933 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.000000000000 N N N N N N IHS Holding Limited N/A 44963HAC9 200000 PA USD 202546.18 0.1427179576 Long DBT CORP GB N 2 2030-05-29 Fixed 7.875000000000 N N N N N N IHS Holding Limited N/A 44963HAD7 228000 PA USD 232371.15 0.1637332086 Long DBT CORP GB N 2 2031-11-29 Fixed 8.250000000000 N N N N N N Iliad Holding N/A 449691AG9 200000 PA USD 205277.74 0.1446426676 Long DBT CORP FR N 2 2032-04-15 Fixed 7.000000000000 N N N N N N IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2023 NQM1 A1 144A N/A 45290BAA7 309698.92 PA USD 309199.87 0.2178682113 Long ABS-MBS CORP US N 2 2068-02-25 Variable 5.941000000000 N N N N N N INVITATION HOMES 2024-SFR1 TRU IHSFR 2024 SFR1 A 144A N/A 46188DAA6 244581.04 PA USD 237007.15 0.1669998239 Long ABS-O CORP US N 2 2041-09-17 Fixed 4.000000000000 N N N N N N IQVIA Inc. N/A 46266TAF5 224000 PA USD 234070.37 0.1649305119 Long DBT CORP US N 2 2029-02-01 Fixed 6.250000000000 N N N N N N Iron Mountain Incorporated SQL3F6CKNNBM3SQGHX24 46284VAJ0 130000 PA USD 127755.14 0.0900187437 Long DBT CORP US N 2 2030-07-15 Fixed 5.250000000000 N N N N N N Iron Mountain Incorporated SQL3F6CKNNBM3SQGHX24 46284VAQ4 129000 PA USD 131203.06 0.0924482148 Long DBT CORP US N 2 2033-01-15 Fixed 6.250000000000 N N N N N N Iron Mountain Information Management Services Inc. N/A 46285MAA8 54000 PA USD 51532.23 0.0363106064 Long DBT CORP US N 2 2032-07-15 Fixed 5.000000000000 N N N N N N JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 04/33 5.75 N/A 46590XAY2 384000 PA USD 393782.2 0.2774665576 Long DBT CORP LU N 2 2033-04-01 Fixed 5.750000000000 N N N N N N JH North America Holdings Inc. N/A 46593WAA3 45000 PA USD 45154.08 0.0318164385 Long DBT CORP US N 2 2031-01-31 Fixed 5.875000000000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162DT4 277000 PA USD 267854.75 0.1887356397 Long DBT CORP US N 2 2053-03-02 Fixed 5.650000000000 N N N N N N Amneal Pharmaceuticals LLC N/A 03168LAA3 51000 PA USD 51764.02 0.0364739301 Long DBT CORP US N 2 2032-08-01 Fixed 6.875000000000 N N N N N N AmWINS Group Inc. N/A 031921AC3 86000 PA USD 87575.95 0.0617077089 Long DBT CORP US N 2 2029-02-15 Fixed 6.375000000000 N N N N N N AmWINS Group Inc. N/A 03234TBA5 153230 PA USD 153291.29 0.1080120091 Long LON CORP US N 2 2032-01-30 Floating 6.606 N N N N N N Builders FirstSource Inc. 549300W0SKP6L3H7DP63 12008RAT4 61000 PA USD 62543.29 0.0440692123 Long DBT CORP US N 2 2035-05-15 Fixed 6.750000000000 N N N N N N CCO Holdings LLC/CCO Holdings Capital Corp. N/A 1248EPCN1 91000 PA USD 82570.16 0.0581805324 Long DBT CORP US N 2 2032-05-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XJJK0 680493.87 PA USD 669713.76 0.4718932740 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XJLW1 745785.2 PA USD 646324.97 0.4554130800 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XJVZ3 2441701.86 PA USD 2403021.4 1.6932153759 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.000000000000 N N N N N N FREDDIE MAC POOL FR 07/53 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 3132DQUC8 671487.8 PA USD 671989.13 0.4734965437 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.500000000000 N N N N N N FREDDIE MAC POOL FR 07/53 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 3132DQXA9 670187.86 PA USD 672531.24 0.4738785249 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.500000000000 N N N N N N FREDDIE MAC POOL FR 06/53 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 3132DQXB7 818601.96 PA USD 822487.54 0.5795406355 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.500000000000 N N N N N N FREDDIE MAC POOL FR 07/53 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 3132DQXL5 559158.2 PA USD 560414.4 0.3948788300 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.500000000000 N N N N N N NextEra Energy Capital Holdings Inc. UMI46YPGBLUE4VGNNT48 65339KDE7 125000 PA USD 128246.33 0.0903648456 Long DBT CORP US N 2 2055-08-15 Variable 6.375000000000 N N N N N N NextEra Energy Capital Holdings Inc. UMI46YPGBLUE4VGNNT48 65339KDF4 45000 PA USD 46442.97 0.0327246153 Long DBT CORP US N 2 2055-08-15 Variable 6.500000000000 N N N N N N NiSource Inc. N/A 65473PAQ8 165000 PA USD 167557.61 0.1180643342 Long DBT CORP US N 2 2034-04-01 Fixed 5.350000000000 N N N N N N Brundage-Bone Concrete Pumping Holdings Inc. N/A 66981QAB2 55000 PA USD 54747.59 0.0385762113 Long DBT CORP US N 2 2032-02-01 Fixed 7.500000000000 N N N N N N Novelis Corporation 549300G5F3W3B52WYL23 670001AE6 193000 PA USD 184875.82 0.1302670800 Long DBT CORP US N 2 2030-01-30 Fixed 4.750000000000 N N N N N N OBX 2022-NQM7 TRUST OBX 2022 NQM7 A1 144A N/A 67117DAA8 427736.2 PA USD 425061.05 0.2995062406 Long ABS-MBS CORP US N 2 2062-08-25 Variable 5.110000000000 N N N N N N OBX 2024-NQM11 Trust N/A 67119EAB2 460112.54 PA USD 461657.92 0.3252931033 Long ABS-MBS CORP US N 2 2064-06-25 Variable 6.128000000000 N N N N N N NXPT COMMERCIAL MORTGAGE TRUST NXPT 2024 STOR A 144A N/A 67119YAA0 115000 PA USD 112576.59 0.0793236436 Long ABS-MBS CORP US N 2 2041-11-05 Variable 4.311580000000 N N N N N N OBX 2023-NQM5 TRUST OBX 2023 NQM5 A1A 144A N/A 673919AL0 280434.07 PA USD 282023.6 0.1987192856 Long ABS-MBS CORP US N 2 2063-06-25 Variable 6.567000000000 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599DF9 262000 PA USD 266647.36 0.1878848894 Long DBT CORP US N 2 2036-09-15 Fixed 6.450000000000 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599DL6 126000 PA USD 124490.17 0.0877181826 Long DBT CORP US N 2 2046-03-15 Fixed 6.600000000000 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599DZ5 405000 PA USD 426078.23 0.3002229653 Long DBT CORP US N 2 2027-07-15 Fixed 8.500000000000 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599ED3 678000 PA USD 715684.08 0.5042848510 Long DBT CORP US N 2 2030-09-01 Fixed 6.625000000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613BE7 298000 PA USD 349316.49 0.2461351580 Long DBT CORP CH N 2 2033-11-13 Variable 9.250000000000 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599EK7 96000 PA USD 95189.8 0.0670725750 Long DBT CORP US N 2 2032-01-01 Fixed 5.375000000000 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599EM3 241000 PA USD 220330.83 0.1552493661 Long DBT CORP US N 2 2054-10-01 Fixed 6.050000000000 N N N N N N VICI Properties LP / VICI Note Co Inc N/A 92564RAB1 279000 PA USD 273417.16 0.1926550214 Long DBT CORP US N 2 2029-12-01 Fixed 4.625000000000 N N N N N N VICI Properties LP / VICI Note Co Inc N/A 92564RAL9 151000 PA USD 146070.21 0.1029238964 Long DBT CORP US N 2 2029-02-15 Fixed 3.875000000000 N N N N N N VICI Properties L.P. N/A 925650AD5 253000 PA USD 252394.65 0.1778421541 Long DBT CORP US N 2 2032-05-15 Fixed 5.125000000000 N N N N N N VICI Properties L.P. N/A 925650AH6 274000 PA USD 273838.52 0.1929519199 Long DBT CORP US N 2 2031-11-15 Fixed 5.125000000000 N N N N N N Vistra Operations Company LLC 549300ZH5GKBTJZ7NM23 92840VAQ5 213000 PA USD 234158.36 0.1649925113 Long DBT CORP US N 2 2033-10-15 Fixed 6.950000000000 N N N N N N Vistra Operations Company LLC 549300ZH5GKBTJZ7NM23 92840VAR3 96000 PA USD 99748.51 0.0702847302 Long DBT CORP US N 2 2032-04-15 Fixed 6.875000000000 N N N N N N Vodafone Group Public Limited Company N/A 92857WBQ2 228000 PA USD 238258.4 0.1678814788 Long DBT CORP GB N 2 2079-04-04 Variable 7.000000000000 N N N N N N Viper Energy Partners LLC N/A 92764MAA2 70000 PA USD 69704.6 0.0491152099 Long DBT CORP US N 2 2030-08-01 Fixed 4.900000000000 N N N N N N Virtusa Corporation C77OMXDER63WLJCSKT03 92837TAA0 48000 PA USD 45858.7 0.0323129274 Long DBT CORP US N 2 2028-12-15 Fixed 7.125000000000 N N N N N N Vistra Corp. N/A 92840MAB8 141000 PA USD 143920.96 0.1014094932 Long DBT CORP US N 2 2026-10-15 Variable 8.000000000000 N N N N N N Vistra Operations Company LLC 549300ZH5GKBTJZ7NM23 92840VAE2 441000 PA USD 434106.94 0.3058801497 Long DBT CORP US N 2 2029-07-15 Fixed 4.300000000000 N N N N N N Vistra Operations Company LLC 549300ZH5GKBTJZ7NM23 92840VAG7 486000 PA USD 479230.26 0.3376749141 Long DBT CORP US N 2 2027-01-30 Fixed 3.700000000000 N N N N N N Howard Midstream Energy Partners LLC N/A 442722AC8 27000 PA USD 27915.87 0.0196700622 Long DBT CORP US N 2 2032-07-15 Fixed 7.375000000000 N N N N N N Humana Inc. N/A 444859BV3 195000 PA USD 201642.35 0.1420811015 Long DBT CORP US N 2 2033-03-01 Fixed 5.875000000000 N N N N N N NRG Energy Inc. 5E2UPK5SW04M13XY7I38 629377CU4 289000 PA USD 318107 0.2241443474 Long DBT CORP US N 2 2028-03-15 Variable 10.250000000000 N N N N N N NRG Energy Inc. 5E2UPK5SW04M13XY7I38 629377CW0 126000 PA USD 126341.84 0.0890229051 Long DBT CORP US N 2 2033-02-01 Fixed 6.000000000000 N N N N N N NRG Energy Inc. 5E2UPK5SW04M13XY7I38 629377CX8 126000 PA USD 127670.89 0.0899593795 Long DBT CORP US N 2 2034-11-01 Fixed 6.250000000000 N N N N N N NRG Energy Inc. 5E2UPK5SW04M13XY7I38 629377CY6 201000 PA USD 199218.14 0.1403729562 Long DBT CORP US N 2 2029-07-15 Fixed 5.750000000000 N N N N N N NRZ EXCESS SPREAD-COLLATERALIZ NZES 2021 FHT1 A 144A N/A 62955MAB2 27213.18 PA USD 26567.46 0.0187199464 Long ABS-O CORP US N 2 2026-07-25 Fixed 3.104000000000 N N N N N N NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 ALXA C 144A N/A 63874GAG0 175000 PA USD 160915.79 0.1133843793 Long ABS-MBS CORP US N 2 2043-01-15 Variable 4.315902000000 N N N N N N NatWest Group plc N/A 639057AF5 342000 PA USD 348489.44 0.2455524026 Long DBT CORP GB N 2 2028-09-30 Variable 5.516000000000 N N N N N N NatWest Group plc N/A 639057AQ1 308000 PA USD 337442.14 0.2377682612 Long DBT CORP GB N 2 2033-11-10 Variable 8.125000000000 N N N N N N NatWest Group plc N/A 639057AT5 236000 PA USD 243842.52 0.1718161578 Long DBT CORP GB N 2 2034-11-19 Variable 7.300000000000 N N N N N N NEIGHBORLY ISSUER LLC NBLY 2021 1A A2 144A N/A 64016NAA5 455770 PA USD 425252.83 0.2996413725 Long ABS-O CORP US N 2 2051-04-30 Fixed 3.584000000000 N N N N N N News Corporation 549300ITS31QK8VRBQ14 65249BAB5 48000 PA USD 46783.08 0.0329642634 Long DBT CORP US N 2 2032-02-15 Fixed 5.125000000000 N N N N N N NextEra Energy Capital Holdings Inc. UMI46YPGBLUE4VGNNT48 65339KCJ7 90000 PA USD 90895.85 0.0640469747 Long DBT CORP US N 2 2032-07-15 Fixed 5.000000000000 N N N N N N NextEra Energy Capital Holdings Inc. UMI46YPGBLUE4VGNNT48 65339KCW8 109000 PA USD 112423.36 0.0792156748 Long DBT CORP US N 2 2054-09-01 Variable 6.700000000000 N N N N N N Novelis Corporation 549300G5F3W3B52WYL23 670001AL0 41000 PA USD 42248.29 0.0297689626 Long DBT CORP US N 2 2030-01-30 Fixed 6.875000000000 N N N N N N Huntington Bancshares Incorporated 549300XTVCVV9I7B5T19 446150BC7 106000 PA USD 110900.89 0.0781429130 Long DBT CORP US N 2 2029-08-21 Variable 6.208000000000 N N N N N N Huntington Bancshares Incorporated 549300XTVCVV9I7B5T19 446150BE3 137000 PA USD 139855.96 0.0985452156 Long DBT CORP US N 2 2031-01-15 Variable 5.272000000000 N N N N N N Huntington Bancshares Incorporated 549300XTVCVV9I7B5T19 446150BF0 71000 PA USD 72578.05 0.0511398984 Long DBT CORP US N 2 2039-11-18 Variable 6.141000000000 N N N N N N HUDSON YARDS 2025-SPRL MORTGAG HY 2025 SPRL A 144A N/A 44855PAA6 200000 PA USD 205028.28 0.1444668933 Long ABS-MBS CORP US N 2 2040-01-13 Variable 5.466840000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GMB2 535000 PA USD 535964.88 0.3776512252 Long DBT CORP US N 2 2035-08-15 Variable 5.425000000000 N N N N N N NiSource Inc. N/A 65473PAP0 115000 PA USD 117390.13 0.0827153570 Long DBT CORP US N 2 2033-06-30 Fixed 5.400000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GMD8 70000 PA USD 70067.25 0.0493707401 Long DBT CORP US N 2 2035-10-25 Variable 5.518000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06055HAH6 344000 PA USD 352274.23 0.2482192388 Long DBT CORP US N 2 2030-05-01 Variable 6.625000000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368LQ58 548000 PA USD 573292.39 0.4039529110 Long DBT CORP CA N 2 2084-05-26 Variable 7.700000000000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 06406RCB1 140000 PA USD 142583.13 0.1004668323 Long DBT CORP US N 2 2031-02-11 Variable 4.942000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 06423AAJ2 375000 PA USD 442361.21 0.3116962681 Long DBT CORP US N 2 2030-09-01 Fixed 8.750000000000 N N N N N N Barclays PLC N/A 06738EBX2 274000 PA USD 290396.71 0.2046191409 Long DBT CORP GB N 2 2029-03-15 Variable 8.000000000000 N N N N N N Barclays PLC N/A 06738ECD5 435000 PA USD 460044.44 0.3241562141 Long DBT CORP GB N 2 2028-11-02 Variable 7.385000000000 N N N N N N Barclays PLC N/A 06738ECY9 227000 PA USD 231902.14 0.1634027351 Long DBT CORP GB N 2 2031-02-25 Variable 5.367000000000 N N N N N N BBCMS MORTGAGE TRUST 2024-5C31 BBCMS 2024 5C31 A3 N/A 07336YAC9 66000 PA USD 68169.66 0.0480336615 Long ABS-MBS CORP US N 2 2057-12-15 Fixed 5.609000000000 N N N N N N BENCHMARK 2019-B12 MORTGAGE TR BMARK 2019 B12 A2 N/A 08162FAB9 87915.45 PA USD 86281.05 0.0607952973 Long ABS-MBS CORP US N 2 2052-08-15 Fixed 3.000800000000 N N N N N N BENCHMARK 2024-V12 MORTGAGE TR BMARK 2024 V12 A3 N/A 081915AB6 218000 PA USD 226485.26 0.1595858966 Long ABS-MBS CORP US N 2 2057-12-15 Fixed 5.738450000000 N N N N N N Blackstone Private Credit Fund N/A 09261HBA4 445000 PA USD 446424.3 0.3145591999 Long DBT CORP US N 2 2025-09-29 Fixed 7.050000000000 N N N N N N Blackstone Private Credit Fund N/A 09261HBC0 139000 PA USD 147557.65 0.1039719754 Long DBT CORP US N 2 2028-11-27 Fixed 7.300000000000 N N N N N N Blackstone Private Credit Fund N/A 09261HBN6 142000 PA USD 144847.37 0.1020622596 Long DBT CORP US N 2 2029-07-16 Fixed 5.950000000000 N N N N N N Blackstone Private Credit Fund N/A 09261HBS5 187000 PA USD 185180.42 0.1304817071 Long DBT CORP US N 2 2030-04-01 Fixed 5.250000000000 N N N N N N Blackstone Private Credit Fund N/A 09261HBX4 181000 PA USD 183326.4 0.1291753287 Long DBT CORP US N 2 2032-01-29 Fixed 6.000000000000 N N N N N N Blackstone Secured Lending Fund N/A 09261XAJ1 179000 PA USD 180434.7 0.1271377810 Long DBT CORP US N 2 2028-04-13 Fixed 5.350000000000 N N N N N N BlueLinx Holdings Inc. N/A 09624HAA7 161000 PA USD 156712.31 0.1104225259 Long DBT CORP US N 2 2029-11-15 Fixed 6.000000000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 09659W2W3 201000 PA USD 206413.31 0.1454428122 Long DBT CORP FR N 2 2030-05-20 Variable 5.497000000000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023DS1 628000 PA USD 683520.34 0.4816216574 Long DBT CORP US N 2 2034-05-01 Fixed 6.528000000000 N N N N N N Broadcom Inc. N/A 11135FBK6 588000 PA USD 531914.4 0.3747971786 Long DBT CORP US N 2 2033-04-15 Fixed 3.419000000000 N N N N N N Cheniere Energy Partners L.P. 5493005UEC8AZ34LDV29 16411QAK7 362000 PA USD 345770.62 0.2436366694 Long DBT CORP US N 2 2031-03-01 Fixed 4.000000000000 N N N N N N Cheniere Energy Partners L.P. 5493005UEC8AZ34LDV29 16411QAQ4 232000 PA USD 242168.72 0.1706367660 Long DBT CORP US N 2 2033-06-30 Fixed 5.950000000000 N N N N N N Cheniere Energy Partners L.P. 5493005UEC8AZ34LDV29 16411QAV3 114000 PA USD 114574.73 0.0807315717 Long DBT CORP US N 2 2035-10-30 Fixed 5.550000000000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183CZ5 336387.92 PA USD 340197.61 0.2397098187 Long ABS-O CORP US N 2 2035-10-15 Fixed 6.160000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QSV24 615828.23 PA USD 642206.99 0.4525114716 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QSV32 649743.18 PA USD 676559.45 0.4767168796 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QTHN2 668302.83 PA USD 667089.26 0.4700440005 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 5.500000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PEW2 222000 PA USD 227763.08 0.1604862733 Long DBT CORP US N 2 2036-01-24 Variable 5.502000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PFC5 571000 PA USD 578397.31 0.4075499364 Long DBT CORP US N 2 2036-07-23 Variable 5.576000000000 N N N N N N JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 NNN AFX 144A N/A 46652BAY5 195000 PA USD 174528.9 0.1229764400 Long ABS-MBS CORP US N 2 2037-01-16 Fixed 2.812300000000 N N N N N N Jacobs Entertainment Inc. 5493004U9JIWY3HSUO63 469815AK0 77000 PA USD 75075 0.0528992977 Long DBT CORP US N 2 2029-02-15 Fixed 6.750000000000 N N N N N N JBS USA LUX SARL / JBS USA FOO COMPANY GUAR 144A 04/35 5.95 N/A 472140AA0 55000 PA USD 56751.31 0.0399880711 Long DBT CORP US N 2 2035-04-20 Fixed 5.950000000000 N N N N N N Jefferies Financial Group Inc. 549300HOF34RGOJ5YL07 47233WEJ4 199000 PA USD 207890.94 0.1464839789 Long DBT CORP US N 2 2034-04-14 Fixed 6.200000000000 N N N N N N Cimpress Public Limited Company N/A 17186HAH5 197000 PA USD 192563.68 0.1356840950 Long DBT CORP IE N 2 2032-09-15 Fixed 7.375000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XHMR5 887040.17 PA USD 848560.19 0.5979119292 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XHNB9 960033.61 PA USD 892648.27 0.6289772434 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XHPY7 691572.69 PA USD 647569.23 0.4562898097 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 4.000000000000 N N N N N N Hess Midstream Operations LP N/A 428102AG2 44000 PA USD 45324.44 0.0319364774 Long DBT CORP US N 2 2029-06-01 Fixed 6.500000000000 N N N N N N Match Group Holdings II LLC N/A 57665RAL0 186000 PA USD 173467.56 0.1222285993 Long DBT CORP US N 2 2030-08-01 Fixed 4.125000000000 N N N N N N Match Group Holdings II LLC N/A 57667JAA0 67000 PA USD 59950.89 0.0422425571 Long DBT CORP US N 2 2031-10-01 Fixed 3.625000000000 N N N N N N Mercedes-Benz Auto Receivables Trust 2022-1 N/A 58768PAD6 500000 PA USD 504461.6 0.3554534045 Long ABS-O CORP US N 2 2029-02-15 Fixed 5.250000000000 N N N N N N MERCEDES-BENZ AUTO RECEIVABLES MBART 2023 1 A4 N/A 58770AAD5 290000 PA USD 289613.29 0.2040671280 Long ABS-O CORP US N 2 2029-04-16 Fixed 4.310000000000 N N N N N N MetLife Inc. C4BXATY60WC6XEOZDX54 59156RAP3 355000 PA USD 369579.85 0.2604131135 Long DBT CORP US N 2 2036-12-15 Fixed 6.400000000000 N N N N N N Micron Technology Inc. B3DXGBC8GAIYWI2Z0172 595112BZ5 140000 PA USD 145607.97 0.1025981931 Long DBT CORP US N 2 2033-02-09 Fixed 5.875000000000 N N N N N N Micron Technology Inc. B3DXGBC8GAIYWI2Z0172 595112CB7 164000 PA USD 171037.36 0.1205162334 Long DBT CORP US N 2 2033-09-15 Fixed 5.875000000000 N N N N N N Micron Technology Inc. B3DXGBC8GAIYWI2Z0172 595112CD3 179000 PA USD 182685.31 0.1287236043 Long DBT CORP US N 2 2031-01-15 Fixed 5.300000000000 N N N N N N Micron Technology Inc. B3DXGBC8GAIYWI2Z0172 595112CG6 178000 PA USD 184001.01 0.1296506720 Long DBT CORP US N 2 2032-11-01 Fixed 5.650000000000 N N N N N N Midcontinent Communications N/A 59565XAD2 216000 PA USD 227912.83 0.1605917900 Long DBT CORP US N 2 2032-08-15 Fixed 8.000000000000 N N N N N N CIMIC Finance (USA) Pty Ltd N/A 171873AB8 177000 PA USD 188154.13 0.1325770407 Long DBT CORP AU N 2 2034-03-25 Fixed 7.000000000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE CGCMT 2023 SMRT A 144A N/A 17291NAA9 177000 PA USD 181622.76 0.1279749110 Long ABS-MBS CORP US N 2 2040-10-12 Variable 5.819605000000 N N N N N N Monongahela Power Company N/A 610202BP7 50000 PA USD 48465.05 0.0341494120 Long DBT CORP US N 2 2043-12-15 Fixed 5.400000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967PA3 150000 PA USD 161565.75 0.1138423537 Long DBT CORP US N 2 2033-11-17 Variable 6.270000000000 N N N N N N Citibank N.A. E57ODZWZ7FF32TWEFA76 17325FBC1 430000 PA USD 435641.78 0.3069616277 Long DBT CORP US N 2 2026-12-04 Fixed 5.488000000000 N N N N N N FREDDIE MAC POOL FR 06/53 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 3132DQP42 644818.02 PA USD 647233.9 0.4560535297 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.500000000000 N N N N N N FREDDIE MAC POOL FR 07/53 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 3132DQPW0 927252.7 PA USD 930103.72 0.6553690782 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.500000000000 N N N N N N GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 05/32 7.875 N/A 37185LAQ5 100000 PA USD 103420.2 0.0728718741 Long DBT CORP US N 2 2032-05-15 Fixed 7.875000000000 N N N N N N GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 05/33 8 N/A 37185LAR3 197000 PA USD 204241.13 0.1439122522 Long DBT CORP US N 2 2033-05-15 Fixed 8.000000000000 N N N N N N Georgia Power Company D981X4Z4RWS7PDMJUZ03 373334KT7 144000 PA USD 144656.32 0.1019276421 Long DBT CORP US N 2 2033-05-17 Fixed 4.950000000000 N N N N N N GLOBAL PARTNERS LP / GLP FINAN COMPANY GUAR 144A 01/32 8.25 N/A 37954FAK0 227000 PA USD 238011.77 0.1677076986 Long DBT CORP US N 2 2032-01-15 Fixed 8.250000000000 N N N N N N GLOBAL PARTNERS LP / GLP FINAN COMPANY GUAR 144A 07/33 7.125 N/A 37954FAL8 33000 PA USD 33511.7 0.0236129923 Long DBT CORP US N 2 2033-07-01 Fixed 7.125000000000 N N N N N N Global Atlantic (Fin) Company N/A 37959GAC1 163000 PA USD 159556.02 0.1124262590 Long DBT CORP US N 2 2051-10-15 Variable 4.700000000000 N N N N N N Global Atlantic (Fin) Company N/A 37959GAG2 68000 PA USD 71060.34 0.0500704906 Long DBT CORP US N 2 2054-10-15 Variable 7.950000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379RJU8 602738.11 PA USD 24954.14 0.0175831699 Long ABS-MBS USGA US N 2 2056-11-16 Variable 0.888180000000 N N N N N N Athene Global Funding N/A 04685A4C2 135000 PA USD 134213.17 0.0945691966 Long DBT CORP US N 2 2029-10-08 Fixed 4.721000000000 N N N N N N Athene Global Funding N/A 04685A4D0 162000 PA USD 162958.38 0.1148236277 Long DBT CORP US N 2 2031-11-13 Fixed 5.322000000000 N N N N N N Athene Holding Ltd. 549300H316CT32FQXI76 04686JAG6 135000 PA USD 139198.18 0.0980817311 Long DBT CORP US N 2 2034-01-15 Fixed 5.875000000000 N N N N N N Athene Holding Ltd. 549300H316CT32FQXI76 04686JAJ0 95000 PA USD 93503.1 0.0658840935 Long DBT CORP US N 2 2054-10-15 Variable 6.625000000000 N N N N N N AutoNation Inc. N/A 05329WAQ5 189000 PA USD 187327.41 0.1319945178 Long DBT CORP US N 2 2030-06-01 Fixed 4.750000000000 N N N N N N Avis Budget Rental Car Funding (AESOP) LLC IHXLB8SL0QWSSG2VG640 05377RGC2 580000 PA USD 589377.44 0.4152867484 Long ABS-O CORP US N 2 2029-04-20 Fixed 5.250000000000 N N N N N N Lithia Motors Inc. SE8N1EZEHPZQBCBVKD53 536797AG8 80000 PA USD 75378.29 0.0531130017 Long DBT CORP US N 2 2029-06-01 Fixed 3.875000000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 539439BE8 238000 PA USD 243526.65 0.1715935897 Long DBT CORP GB N 2 2036-06-13 Variable 6.068000000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 53944YBB8 200000 PA USD 198753.96 0.1400458860 Long DBT CORP GB N 2 2031-09-27 Variable 6.750000000000 N N N N N N LONG RIDGE ENERGY LLC SR SECURED 144A 02/32 8.75 N/A 54288CAA1 247000 PA USD 256143.75 0.1804838425 Long DBT CORP US N 2 2032-02-15 Fixed 8.750000000000 N N N N N N MC Brazil Downstream Trading S.a r.l. N/A 55292WAA8 190651.65 PA USD 155323.9 0.1094442254 Long DBT CORP LU N 2 2031-06-30 Fixed 7.250000000000 N N N N N N Panther Escrow Issuer LLC N/A 69867RAA5 233000 PA USD 240944.69 0.1697742908 Long DBT CORP US N 2 2031-06-01 Fixed 7.125000000000 N N N N N N Ovintiv Inc. N/A 698900AG2 84000 PA USD 91355.26 0.0643706839 Long DBT CORP US N 2 2031-11-01 Fixed 7.200000000000 N N N N N N Parkland Corporation N/A 70137WAG3 157000 PA USD 151261.89 0.1065820546 Long DBT CORP CA N 2 2029-10-01 Fixed 4.500000000000 N N N N N N Parkland Corporation N/A 70137WAL2 132000 PA USD 126584.66 0.0891940008 Long DBT CORP CA N 2 2030-05-01 Fixed 4.625000000000 N N N N N N Pilgrim's Pride Corporation 549300ZSLGV64ZL3HD75 72147KAK4 154000 PA USD 161864.32 0.1140527319 Long DBT CORP US N 2 2033-07-01 Fixed 6.250000000000 N N N N N N Progress Energy Inc. 549300FBMTW0JYWMNB26 743263AE5 470000 PA USD 536975.48 0.3783633135 Long DBT CORP US N 2 2031-03-01 Fixed 7.750000000000 N N N N N N PROGRESS RESIDENTIAL 2025-SFR2 PROG 2025 SFR2 A 144A N/A 74334GAA4 109000 PA USD 102111.92 0.0719500347 Long ABS-O CORP US N 2 2042-04-17 Fixed 3.305000000000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 92556HAD9 78000 PA USD 71514.52 0.0503905146 Long DBT CORP US N 2 2032-05-19 Fixed 4.200000000000 N N N N N N Viatris Inc. N/A 92556VAD8 380000 PA USD 336892.17 0.2373807417 Long DBT CORP US N 2 2030-06-22 Fixed 2.700000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379RNC3 327122.4 PA USD 11906.31 0.0083894164 Long ABS-MBS USGA US N 2 2057-12-16 Variable 0.773850000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379RSQ7 404389.57 PA USD 14432.62 0.0101695033 Long ABS-MBS USGA US N 2 2059-05-16 Variable 0.70014 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 95000U3A9 621000 PA USD 624405.99 0.4399685426 Long DBT CORP US N 2 2028-07-25 Variable 4.808000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 95000U3B7 438000 PA USD 437611.48 0.3083495164 Long DBT CORP US N 2 2033-07-25 Variable 4.897000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379RW58 614980.32 PA USD 21202.12 0.0149394240 Long ABS-MBS USGA US N 2 2059-01-16 Variable 0.62566 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379RZB2 1070534.1 PA USD 17578.92 0.0123864472 Long ABS-MBS USGA US N 2 2058-09-16 Variable 0.397700000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 95000U3H4 901000 PA USD 985076.68 0.6941040896 Long DBT CORP US N 2 2034-10-23 Variable 6.491000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 95000U3N1 176000 PA USD 176477.24 0.1243492781 Long DBT CORP US N 2 2035-12-03 Variable 5.211000000000 N N N N N N Caesars Entertainment Inc. N/A 12769GAD2 244000 PA USD 235505.24 0.1659415490 Long DBT CORP US N 2 2032-10-15 Fixed 6.000000000000 N N N N N N Capital Power (US Holdings) Inc. N/A 14041TAA6 91000 PA USD 91962.03 0.0647982258 Long DBT CORP US N 2 2028-06-01 Fixed 5.257000000000 N N N N N N Capital Power (US Holdings) Inc. N/A 14041TAB4 155000 PA USD 159391.98 0.1123106733 Long DBT CORP US N 2 2035-06-01 Fixed 6.189000000000 N N N N N N Capstone Copper Corp. N/A 14071LAA6 47000 PA USD 47899.96 0.0337512387 Long DBT CORP CA N 2 2033-03-31 Fixed 6.750000000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 251526CT4 265000 PA USD 285622.15 0.2012548936 Long DBT CORP US N 2 2034-02-10 Variable 7.079000000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 251526CU1 171000 PA USD 182009 0.1282470632 Long DBT CORP US N 2 2029-11-20 Variable 6.819000000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 251526DA4 154000 PA USD 156563.56 0.1103177138 Long DBT CORP US N 2 2031-05-09 Variable 5.297000000000 N N N N N N DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A C 144A N/A 25265LAE0 80000 PA USD 75573.92 0.0532508464 Long ABS-O CORP US N 2 2049-04-15 Fixed 3.475000000000 N N N N N N Dominion Energy Inc. ILUL7B6Z54MRYCF6H308 25746UDT3 171000 PA USD 178941.47 0.1260856222 Long DBT CORP US N 2 2055-02-01 Variable 6.875000000000 N N N N N N Dominion Energy Inc. ILUL7B6Z54MRYCF6H308 25746UDU0 120000 PA USD 128017.08 0.0902033116 Long DBT CORP US N 2 2054-06-01 Variable 7.000000000000 N N N N N N EQT Corporation 4NT01YGM4X7ZX86ISY52 26884LBA6 90000 PA USD 98624.69 0.0694928649 Long DBT CORP US N 2 2030-06-01 Fixed 7.500000000000 N N N N N N Enact Holdings Inc. N/A 29249EAA7 242000 PA USD 250036.19 0.1761803376 Long DBT CORP US N 2 2029-05-28 Fixed 6.250000000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NAS4 340000 PA USD 336621.52 0.2371900365 Long DBT CORP CA N 2 2077-07-15 Variable 5.500000000000 N N N N N N Global Infrastructure Solutions Inc. N/A 37960XAA5 141000 PA USD 140268.51 0.0988359063 Long DBT CORP US N 2 2029-06-01 Fixed 5.625000000000 N N N N N N Gloves Buyer Inc. N/A 37987UAG7 232000 PA USD 226954 0.1599161799 Long LON CORP US N 2 2032-01-17 Floating 8.356 N N N N N N GM Financial Consumer Automobile Receivables Trust 2023-1 N/A 38013JAE3 290000 PA USD 290552.13 0.2047286529 Long ABS-O CORP US N 2 2028-07-17 Fixed 4.590000000000 N N N N N N Macy's Retail Holdings LLC N/A 55617LAQ5 91000 PA USD 89845.6 0.0633069482 Long DBT CORP US N 2 2030-03-15 Fixed 5.875000000000 N N N N N N Macy's Retail Holdings LLC N/A 55617LAR3 89000 PA USD 85214.97 0.0600441167 Long DBT CORP US N 2 2032-03-15 Fixed 6.125000000000 N N N N N N Macy's Retail Holdings LLC N/A 55617LAS1 157000 PA USD 157598.04 0.1110466284 Long DBT CORP US N 2 2033-08-01 Fixed 7.375000000000 N N N N N N The Michaels Companies Inc. 549300H9LWMBP7HYLR98 55916AAA2 191000 PA USD 151457.82 0.1067201106 Long DBT CORP US N 2 2028-05-01 Fixed 5.250000000000 N N N N N N The Michaels Companies Inc. 549300H9LWMBP7HYLR98 55916AAB0 149000 PA USD 98827.71 0.0696359167 Long DBT CORP US N 2 2029-05-01 Fixed 7.875000000000 N N N N N N Magnera Corporation 549300LDQLQBT38QDY28 55939AAA5 267000 PA USD 251313.75 0.1770805311 Long DBT CORP US N 2 2031-11-15 Fixed 7.250000000000 N N N N N N MARB Bondco PLC N/A 566007AC4 299000 PA USD 265322.22 0.1869511701 Long DBT CORP GB N 2 2031-01-29 Fixed 3.950000000000 N N N N N N Mars Incorporated N/A 571676AZ8 135000 PA USD 136242.97 0.0959994329 Long DBT CORP US N 2 2032-03-01 Fixed 5.000000000000 N N N N N N MassMutual Global Funding II N/A 57629W3S7 200000 PA USD 196415.49 0.1383981548 Long DBT CORP US N 2 2031-09-17 Fixed 4.350000000000 N N N N N N MasTec Inc. 549300TMDIT8WREDOF45 576323AT6 131000 PA USD 135362.17 0.0953788042 Long DBT CORP US N 2 2029-06-15 Fixed 5.900000000000 N N N N N N Matador Resources Company N/A 576485AH9 98000 PA USD 97087.35 0.0684096254 Long DBT CORP US N 2 2033-04-15 Fixed 6.250000000000 N N N N N N Service Corporation International 549300RKVM2ME20JHZ15 817565CH5 43000 PA USD 43101.91 0.0303704398 Long DBT CORP US N 2 2032-10-15 Fixed 5.750000000000 N N N N N N Sirius XM Radio LLC WP5O65E6BMU84LNO4227 82967NBJ6 179000 PA USD 170369.96 0.1200459704 Long DBT CORP US N 2 2028-07-15 Fixed 4.000000000000 N N N N N N Sixth Street Lending Partners N/A 829932AD4 113000 PA USD 113135.98 0.0797178006 Long DBT CORP US N 2 2030-01-15 Fixed 5.750000000000 N N N N N N Solventum Corporation N/A 83444MAP6 204000 PA USD 209883.4 0.1478879048 Long DBT CORP US N 2 2029-03-01 Fixed 5.400000000000 N N N N N N STARWOOD MORTGAGE RESIDENTIAL STAR 2022 4 A1 144A N/A 85571YAL9 340993.99 PA USD 339206.4 0.2390113929 Long ABS-MBS CORP US N 2 2067-05-25 Variable 5.192000000000 N N N N N N SUBWAY FUNDING LLC SUBWAY 2024 1A A2I 144A N/A 864300AA6 112152.5 PA USD 113557.17 0.0800145793 Long ABS-O CORP US N 2 2054-07-30 Fixed 6.028000000000 N N N N N N SUBWAY FUNDING LLC SUBWAY 2024 1A A2II 144A N/A 864300AC2 100242.5 PA USD 101990.71 0.0718646277 Long ABS-O CORP US N 2 2054-07-30 Fixed 6.268000000000 N N N N N N SUBWAY FUNDING LLC SUBWAY 2024 3A A23 144A N/A 864300AL2 242170 PA USD 236533.2 0.1666658695 Long ABS-O CORP US N 2 2054-07-30 Fixed 5.914000000000 N N N N N N SUNBIRD ENGINE FINANCE LLC SUNBD 2020 1A A 144A N/A 86709LAA4 106701.06 PA USD 103900.71 0.0732104507 Long ABS-O CORP KY N 2 2045-02-15 Fixed 3.671000000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 86765BAV1 250000 PA USD 222500.9 0.1567784394 Long DBT CORP US N 2 2047-10-01 Fixed 5.400000000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613BJ6 209000 PA USD 214276.59 0.1509834315 Long DBT CORP CH N 2 2030-02-08 Variable 5.428000000000 N N N N N N Under Armour Inc. 549300D4549QKWETZ406 904311AD9 43000 PA USD 43871.63 0.0309127994 Long DBT CORP US N 2 2030-07-15 Fixed 7.250000000000 N N N N N N The Charles Schwab Corporation N/A 808513CE3 139000 PA USD 147331.13 0.1038123650 Long DBT CORP US N 2 2034-05-19 Variable 5.853000000000 N N N N N N Sempra PBBKGKLRK5S5C0Y4T545 816851BR9 224000 PA USD 228967.11 0.1613346561 Long DBT CORP US N 2 2033-08-01 Fixed 5.500000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379U6A9 1238115.25 PA USD 27638.2 0.0194744105 Long ABS-MBS USGA US N 2 2058-12-16 Variable 0.516580000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379U7Q3 916199 PA USD 34197.68 0.0240963470 Long ABS-MBS USGA US N 2 2057-11-16 Variable 0.65161 N N N N N N Kioxia Holdings Corporation N/A 49726JAB4 308000 PA USD 304773.09 0.2147490165 Long DBT CORP JP N 2 2033-07-24 Fixed 6.625000000000 N N N N N N Lazard Group LLC FI94J2CJ1D7BIGVMS874 52107QAK1 230000 PA USD 227668.84 0.1604198700 Long DBT CORP US N 2 2029-03-11 Fixed 4.375000000000 N N N N N N Level 3 Financing Inc. N/A 527298CM3 279000 PA USD 282725.88 0.1992141257 Long DBT CORP US N 2 2033-06-30 Fixed 6.875000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QTHW2 523626.84 PA USD 546056.19 0.3847617574 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QVLE2 672843.22 PA USD 674985.62 0.4756079286 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QVPP3 536229.06 PA USD 523293.71 0.3687228736 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.000000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397D67 195000 PA USD 202760.13 0.1428687109 Long DBT CORP US N 2 2033-11-07 Fixed 7.122000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397E58 287000 PA USD 287538.29 0.2026050429 Long DBT CORP US N 2 2029-03-08 Fixed 5.800000000000 N N N N N N GLP Capital L.P. / GLP Financing II Inc. N/A 361841AS8 90000 PA USD 96406.02 0.0679295471 Long DBT CORP US N 2 2033-12-01 Fixed 6.750000000000 N N N N N N Ally Financial Inc. 549300JBN1OSM8YNAI90 36186CBY8 296000 PA USD 334399.17 0.2356241257 Long DBT CORP US N 2 2031-11-01 Fixed 8.000000000000 N N N N N N GMF Floorplan Owner Revolving Trust N/A 361886CW2 675000 PA USD 692413.99 0.4878882953 Long ABS-O CORP US N 2 2030-06-15 Fixed 5.340000000000 N N N N N N GFL ES US LLC N/A 36257SAB8 96000 PA USD 96029.76 0.0676644270 Long LON CORP US N 2 2032-03-03 Floating 6.824 N N N N N N GM FINANCIAL REVOLVING RECEIVA GMREV 2024 1 A 144A N/A 36269KAA3 127000 PA USD 129470.24 0.0912272363 Long ABS-O CORP US N 2 2036-12-11 Fixed 4.980000000000 N N N N N N GS MORTGAGE-BACKED SECURITIES GSMBS 2023 CCM1 A1 144A N/A 362918AA2 297847.08 PA USD 298323.49 0.2102045035 Long ABS-MBS CORP US N 2 2053-08-25 Variable 6.650000000000 N N N N N N General Motors Financial Company Inc. 5493008B6JBRUJ90QL97 37045XEG7 670000 PA USD 692402.09 0.4878799103 Long DBT CORP US N 2 2030-04-06 Fixed 5.850000000000 N N N N N N General Motors Financial Company Inc. 5493008B6JBRUJ90QL97 37045XEV4 174000 PA USD 176852.12 0.1246134258 Long DBT CORP US N 2 2034-04-04 Fixed 5.950000000000 N N N N N N Golden State Tobacco Securitization Corporation N/A 38122ND66 176000 PA USD 127811.76 0.0900586392 Long DBT MUN US N 2 2050-06-01 Fixed 4.214000000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 38141GA46 345000 PA USD 364734.6 0.2569990566 Long DBT CORP US N 2 2029-10-24 Variable 6.484000000000 N N N N N N GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2020 1A A2 144A N/A 38177UAA8 90002.01 PA USD 89413.23 0.0630022920 Long ABS-O CORP KY N 2 2029-01-22 Fixed 3.208000000000 N N N N N N GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2021 1A A2 144A N/A 38178HAA6 147196.95 PA USD 145643.21 0.1026230239 Long ABS-O CORP KY N 2 2029-04-20 Fixed 2.773000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378BE47 382715.88 PA USD 5945.61 0.0041893919 Long ABS-MBS USGA US N 2 2053-01-16 Variable 0.63089 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379R4C4 987396.38 PA USD 31866.05 0.0224534354 Long ABS-MBS USGA US N 2 2058-10-16 Variable 0.696670000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379R4P5 545346.79 PA USD 14671.36 0.0103377241 Long ABS-MBS USGA US N 2 2059-02-16 Variable 0.48499 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379RG98 730923.88 PA USD 9165.42 0.0064581323 Long ABS-MBS USGA US N 2 2057-04-16 Variable 0.22898 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380PV76 544426.7 PA USD 31558.24 0.0222365465 Long ABS-MBS USGA US N 2 2062-05-16 Variable 0.757420000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380PWY6 1162380.15 PA USD 66513.95 0.0468670162 Long ABS-MBS USGA US N 2 2062-06-16 Variable 0.846990000000 N N N N N N Comerica Incorporated I9Q57JVPWHHZ3ZGBW498 200340AW7 151000 PA USD 155266.65 0.1094038859 Long DBT CORP US N 2 2030-01-30 Variable 5.982000000000 N N N N N N COMPASS DATACENTERS ISSUER II CMPDC 2024 1A A1 144A N/A 20469AAA7 160000 PA USD 161275.54 0.1136378661 Long ABS-O CORP US N 2 2049-02-25 Fixed 5.250000000000 N N N N N N COMPASS DATACENTERS ISSUER III CMDC 2025 2A A2 144A N/A 20469BAB3 73000 PA USD 73198.35 0.0515769738 Long ABS-O CORP US N 2 2050-02-25 Fixed 5.835000000000 N N N N N N COMPASS DATACENTERS ISSUER II CMPDC 2025 1A A1 144A N/A 20469CAA3 136000 PA USD 137176.93 0.0966575192 Long ABS-O CORP US N 2 2050-05-25 Fixed 5.316000000000 N N N N N N CONCORD MUSIC ROYALTIES LLC TUNES 2025 2A A 144A N/A 20633KAL2 128000 PA USD 128314.2 0.0904126681 Long ABS-O CORP US N 2 2075-07-20 Fixed 5.785000000000 N N N N N N Consensus Cloud Solutions Inc. N/A 20848VAB1 119000 PA USD 118343.18 0.0833868945 Long DBT CORP US N 2 2028-10-15 Fixed 6.500000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380PXL3 1039195.32 PA USD 61746.39 0.0435077012 Long ABS-MBS USGA US N 2 2062-05-16 Variable 0.786050000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380PY57 994889.59 PA USD 45776.76 0.0322551909 Long ABS-MBS USGA US N 2 2062-08-16 Variable 0.607290000000 N N N N N N BARCLAYS COMMERCIAL MORTGAGE T BBCMS 2019 C5 A2 N/A 05492JAT9 64968.13 PA USD 63341.1 0.0446313647 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 3.043000000000 N N N N N N CONSOLIDATED COMMUNICATIONS LL CNSL 2025 1A A2 144A N/A 209031AA1 166000 PA USD 169322.87 0.1193081705 Long ABS-O CORP US N 2 2055-05-20 Fixed 6.000000000000 N N N N N N Constellation Energy Generation LLC S2PEWKCZFFECR4533P43 210385AD2 54000 PA USD 58082.13 0.0409257927 Long DBT CORP US N 2 2034-01-15 Fixed 6.125000000000 N N N N N N CoreWeave Inc. N/A 21873SAB4 118000 PA USD 118596.01 0.0835650434 Long DBT CORP US N 2 2030-06-01 Fixed 9.250000000000 N N N N N N CoreWeave Inc. N/A 21873SAC2 153000 PA USD 152347.67 0.1073471161 Long DBT CORP US N 2 2031-02-01 Fixed 9.000000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380RBL3 1590705.87 PA USD 110742.87 0.0780315690 Long ABS-MBS USGA US N 2 2062-12-16 Variable 0.965440000000 N N N N N N HPS Corporate Lending Fund N/A 40440VAK1 91000 PA USD 90284.18 0.0636159802 Long DBT CORP US N 2 2032-04-14 Fixed 5.950000000000 N N N N N N Credit Agricole SA N/A 22535WAJ6 281000 PA USD 294652.83 0.2076180854 Long DBT CORP FR N 2 2029-10-03 Variable 6.316000000000 N N N N N N FREDDIE MAC POOL FR 05/53 FIXED 6 S6XOOCT0IEG5ABCC6L87 3132DQH33 652709.99 PA USD 669115.59 0.4714717918 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 6.000000000000 N N N N N N FREDDIE MAC POOL FR 09/52 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 3132DPAJ7 3093803.29 PA USD 2963460.74 2.0881117792 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC POOL FR 11/52 FIXED 5 S6XOOCT0IEG5ABCC6L87 3132DPE79 1547141.35 PA USD 1528917.42 1.0773047981 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.000000000000 N N N N N N FREDDIE MAC POOL FR 12/52 FIXED 5 S6XOOCT0IEG5ABCC6L87 3132DPGG7 923435.13 PA USD 903612.12 0.6367025843 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.000000000000 N N N N N N FREDDIE MAC POOL FR 02/53 FIXED 5 S6XOOCT0IEG5ABCC6L87 3132DPSF6 358288.29 PA USD 351380.81 0.2475897178 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.000000000000 N N N N N N FREDDIE MAC POOL FR 06/53 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 3132DQKW5 849721.41 PA USD 851311.75 0.5998507316 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XKSG6 989955.94 PA USD 973654.73 0.6860559626 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.000000000000 N N N N N N Harbour Energy plc N/A 411618AD3 339000 PA USD 339164.08 0.2389815735 Long DBT CORP GB N 2 2035-04-01 Fixed 6.327000000000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 49326EEQ2 233000 PA USD 235502.32 0.1659394915 Long DBT CORP US N 2 2031-04-04 Variable 5.121000000000 N N N N N N Lightning Power LLC N/A 53229KAA7 158000 PA USD 165183.94 0.1163918004 Long DBT CORP US N 2 2032-08-15 Fixed 7.250000000000 N N N N N N Lithia Motors Inc. SE8N1EZEHPZQBCBVKD53 536797AF0 144000 PA USD 135452.16 0.0954422129 Long DBT CORP US N 2 2031-01-15 Fixed 4.375000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XKX62 1513014.35 PA USD 1516886.31 1.0688274452 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XL5C8 565559.57 PA USD 567713.84 0.4000221567 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.500000000000 N N N N N N JH North America Holdings Inc. N/A 46593WAB1 68000 PA USD 68704.82 0.0484107456 Long DBT CORP US N 2 2032-07-31 Fixed 6.125000000000 N N N N N N J.B. Poindexter and Co. Inc. N/A 465965AC5 162000 PA USD 165683.48 0.1167437859 Long DBT CORP US N 2 2031-12-15 Fixed 8.750000000000 N N N N N N Lyra Music Assets (Delaware) L.P. N/A 552339AD5 116000 PA USD 115999.04 0.0817351681 Long ABS-O CORP US N 2 2065-09-20 Fixed 5.604000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PDH6 345000 PA USD 347081.12 0.2445600730 Long DBT CORP US N 2 2033-07-25 Variable 4.912000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PDK9 355000 PA USD 369922.02 0.2606542131 Long DBT CORP US N 2 2033-09-14 Variable 5.717000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PEB8 260000 PA USD 264383.59 0.1862897932 Long DBT CORP US N 2 2030-01-23 Variable 5.012000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PEG7 169000 PA USD 175190.52 0.1234426303 Long DBT CORP US N 2 2030-04-22 Variable 5.581000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PEJ1 244000 PA USD 248141.17 0.1748450698 Long DBT CORP US N 2 2030-07-22 Variable 4.995000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PEK8 342000 PA USD 346512.4 0.2441593419 Long DBT CORP US N 2 2035-07-22 Variable 5.294000000000 N N N N N N FREDDIE MAC POOL FR 02/53 FIXED 5 S6XOOCT0IEG5ABCC6L87 3132DPTB4 1355309.9 PA USD 1332569.02 0.9389539162 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.000000000000 N N N N N N FREDDIE MAC POOL FR 02/53 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 3132DPTC2 791129.99 PA USD 797357.45 0.5618334878 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.500000000000 N N N N N N Jersey Mike's Funding LLC N/A 476681AD3 113715 PA USD 114872.14 0.0809411326 Long ABS-O CORP US N 2 2055-02-15 Fixed 5.636000000000 N N N N N N JERSEY MIKE'S FUNDING JMIKE 2025 1A A2 144A N/A 476681AE1 183000 PA USD 184000.79 0.1296505170 Long ABS-O CORP US N 2 2055-08-16 Fixed 5.610000000000 N N N N N N FREDDIE MAC POOL FR 02/53 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 3132DPVL9 820850.64 PA USD 824233.86 0.5807711264 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.500000000000 N N N N N N FREDDIE MAC POOL FR 05/53 FIXED 5 S6XOOCT0IEG5ABCC6L87 3132DQBY1 1312141.66 PA USD 1287008.77 0.9068512824 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.000000000000 N N N N N N FREDDIE MAC POOL FR 04/53 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 3132DQDZ6 730095.81 PA USD 735842.83 0.5184890963 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.500000000000 N N N N N N FREDDIE MAC POOL FR 12/54 FIXED 5 S6XOOCT0IEG5ABCC6L87 3132DU6F9 341318.73 PA USD 334818.42 0.2359195373 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.000000000000 N N N N N N KB Home 549300LGUCWQURMWLG09 48666KAZ2 178000 PA USD 163388.16 0.1151264590 Long DBT CORP US N 2 2031-06-15 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XGHK8 928196.76 PA USD 867977.12 0.6115934738 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 4.000000000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114DF2 189000 PA USD 193490.49 0.1363371432 Long DBT CORP US N 2 2055-09-15 Variable 7.375000000000 N N N N N N Sunoco LP N/A 86765KAB5 137000 PA USD 141804.32 0.0999180677 Long DBT CORP US N 2 2029-05-01 Fixed 7.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XGZB8 90468.69 PA USD 84203.45 0.0593313802 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XHFS1 470405.23 PA USD 441356.25 0.3109881538 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 4.000000000000 N N N N N N RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/29 4.625 N/A 76120HAA5 200000 PA USD 177888.44 0.1253436369 Long DBT CORP US N 2 2029-04-16 Fixed 4.625000000000 N N N N N N Sunoco LP N/A 86765KAC3 137000 PA USD 143575.32 0.1011659486 Long DBT CORP US N 2 2032-05-01 Fixed 7.250000000000 N N N N N N Sunoco LP N/A 86765KAD1 92000 PA USD 93177.69 0.0656548033 Long DBT CORP US N 2 2033-07-01 Fixed 6.250000000000 N N N N N N Varex Imaging Corporation 549300CWYWPVCT8E9W67 92214XAC0 119000 PA USD 120732.88 0.0850707234 Long DBT CORP US N 2 2027-10-15 Fixed 7.875000000000 N N N N N N Venture Global Calcasieu Pass LLC N/A 92328MAB9 119000 PA USD 109918.72 0.0774508570 Long DBT CORP US N 2 2031-08-15 Fixed 4.125000000000 N N N N N N Venture Global LNG Inc. N/A 92332YAC5 333000 PA USD 363162.81 0.2558915430 Long DBT CORP US N 2 2029-02-01 Fixed 9.500000000000 N N N N N N Venture Global LNG Inc. N/A 92332YAE1 132000 PA USD 133849.98 0.0943132859 Long DBT CORP US N 2 2030-01-15 Fixed 7.000000000000 N N N N N N Venture Global LNG Inc. N/A 92332YAF8 439000 PA USD 439111.95 0.3094067766 Long DBT CORP US N 2 2029-09-30 Variable 9.000000000000 N N N N N N VERUS SECURITIZATION TRUST 202 VERUS 2023 5 A1 144A N/A 924934AA0 242483.21 PA USD 243462.33 0.1715482686 Long ABS-MBS CORP US N 2 2068-06-25 Variable 6.476000000000 N N N N N N VERUS SECURITIZATION TRUST 202 VERUS 2023 2 A1 144A N/A 92539DAA6 285959.74 PA USD 285873.64 0.2014320983 Long ABS-MBS CORP US N 2 2068-03-25 Variable 6.193000000000 N N N N N N VERUS SECURITIZATION TRUST 202 VERUS 2023 INV1 A1 144A N/A 92539FAA1 1245538.35 PA USD 1243733.07 0.8763583869 Long ABS-MBS CORP US N 2 2068-02-25 Variable 5.999000000000 N N N N N N Rocket Software Inc. N/A 77314EAB4 109000 PA USD 112482.99 0.0792576913 Long DBT CORP US N 2 2028-11-28 Fixed 9.000000000000 N N N N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 780153BU5 50000 PA USD 51319 0.0361603604 Long DBT CORP US N 2 2032-03-15 Fixed 6.250000000000 N N N N N N Verus Securitization Trust 2023-6 N/A 92539XAA2 322332.66 PA USD 324805.69 0.2288643740 Long ABS-MBS CORP US N 2 2068-09-25 Variable 6.665000000000 N N N N N N Verus Securitization Trust 2023-8 N/A 92540DAB1 296816.52 PA USD 299229.1 0.2108426138 Long ABS-MBS CORP US N 2 2068-12-25 Variable 6.664200000000 N N N N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 780153BW1 87000 PA USD 87624.83 0.0617421507 Long DBT CORP US N 2 2031-09-30 Fixed 5.625000000000 N N N N N N Royalty Pharma plc N/A 78081BAQ6 113000 PA USD 115077.3 0.0810856923 Long DBT CORP US N 2 2029-09-02 Fixed 5.150000000000 N N N N N N Sesac Finance LLC N/A 78396YAE3 156000 PA USD 153204.64 0.1079509538 Long ABS-O CORP US N 2 2055-07-25 Fixed 5.500000000000 N N N N N N SBL Holdings LLC N/A 78397DAB4 76000 PA USD 69859.24 0.0492241723 Long DBT CORP US N 2 2031-02-18 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XGX87 128132.17 PA USD 120219.61 0.0847090634 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.000000000000 N N N N N N UNITED AIRLINES 2020-1 CLASS A PASS THRU CE 04/29 5.875 N/A 90931GAA7 221266.25 PA USD 225478.47 0.1588764929 Long DBT CORP US N 2 2027-10-15 Fixed 5.875000000000 N N N N N N United Airlines 2016-1 Class A Pass Through Trust N/A 90931MAA4 237506.74 PA USD 225438.67 0.1588484490 Long DBT CORP US N 2 2028-07-07 Fixed 3.450000000000 N N N N N N United States Treasury Note/Bond N/A 91282CHU8 268000 PA USD 268584.16 0.1892495961 Long DBT UST US N 2 2026-08-15 Fixed 4.375000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X5Q48 266975.01 PA USD 250571.91 0.1765578163 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XJZV8 620575.31 PA USD 610744.4 0.4303423219 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XKF54 754166.25 PA USD 760102.75 0.5355831053 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XKF62 1724802.32 PA USD 1731911.27 1.2203381926 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.500000000000 N N N N N N Century Communities Inc. N/A 156504AM4 124000 PA USD 114308.61 0.0805440584 Long DBT CORP US N 2 2029-08-15 Fixed 3.875000000000 N N N N N N Champion Iron Canada Inc. N/A 15853BAA9 173000 PA USD 176693.74 0.1245018282 Long DBT CORP CA N 2 2032-07-15 Fixed 7.875000000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A 161175AZ7 338000 PA USD 349426.06 0.2462123631 Long DBT CORP US N 2 2035-10-23 Fixed 6.384000000000 N N N N N N Duke Energy Corporation I1BZKREC126H0VB1BL91 26441CBZ7 278000 PA USD 291438.54 0.2053532345 Long DBT CORP US N 2 2033-09-15 Fixed 5.750000000000 N N N N N N Electricite de France 549300X3UK4GG3FNMO06 268317AY0 319000 PA USD 328770.84 0.2316582954 Long DBT CORP FR N 2 2029-04-22 Fixed 5.650000000000 N N N N N N ELLINGTON FINANCIAL MORTGAGE T EFMT 2022 4 A1 144A N/A 268432AA9 321878.32 PA USD 322403.98 0.2271720827 Long ABS-MBS CORP US N 2 2067-09-25 Variable 5.900000000000 N N N N N N EFMT 2023-1 EFMT 2023 1 A1 144A N/A 26844QAA5 339617.33 PA USD 338499.89 0.2385135723 Long ABS-MBS CORP US N 2 2068-02-25 Variable 5.732000000000 N N N N N N EQT Corporation 4NT01YGM4X7ZX86ISY52 26884LAY5 108000 PA USD 111192.77 0.0783485773 Long DBT CORP US N 2 2029-04-01 Fixed 6.375000000000 N N N N N N Sempra PBBKGKLRK5S5C0Y4T545 816851BS7 170000 PA USD 171594.43 0.1209087557 Long DBT CORP US N 2 2054-10-01 Variable 6.875000000000 N N N N N N Sempra PBBKGKLRK5S5C0Y4T545 816851BT5 176000 PA USD 170255.36 0.1199652210 Long DBT CORP US N 2 2054-10-01 Variable 6.400000000000 N N N N N N SERVPRO Master Issuer LLC N/A 817743AJ6 102440 PA USD 105066.53 0.0740319100 Long ABS-O CORP US N 2 2054-01-25 Fixed 6.174000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XKRW2 600164.35 PA USD 603013.09 0.4248946913 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.500000000000 N N N N N N ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 06/29 5.875 N/A 04364VAU7 237000 PA USD 236152.2 0.1663974096 Long DBT CORP US N 2 2029-06-30 Fixed 5.875000000000 N N N N N N ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 10/32 6.625 N/A 04364VAX1 60000 PA USD 61032.42 0.0430046241 Long DBT CORP US N 2 2032-10-15 Fixed 6.625000000000 N N N N N N ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 07/33 6.625 N/A 04364VBA0 73000 PA USD 74011.34 0.0521498223 Long DBT CORP US N 2 2033-07-15 Fixed 6.625000000000 N N N N N N Ashtead Capital Inc. N/A 045054AQ6 200000 PA USD 202141.29 0.1424326643 Long DBT CORP US N 2 2033-05-30 Fixed 5.550000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XECP7 218750.87 PA USD 204422.01 0.1440397037 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XFX97 623754.52 PA USD 582506.82 0.4104455766 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.000000000000 N N N N N N JETBLUE 2019-1 CLASS AA PASS T PASS THRU CE 11/33 2.75 N/A 477143AH4 201610.45 PA USD 175703.41 0.1238040225 Long DBT CORP US N 2 2032-05-15 Fixed 2.750000000000 N N N N N N Liberty Mutual Group Inc. QUR0DG15Z6FFGYCHH861 53079EBM5 203000 PA USD 197542.01 0.1391919226 Long DBT CORP US N 2 2051-12-15 Variable 4.125000000000 N N N N N N Lithia Motors Inc. SE8N1EZEHPZQBCBVKD53 536797AE3 40000 PA USD 39379.53 0.0277475788 Long DBT CORP US N 2 2027-12-15 Fixed 4.625000000000 N N N N N N ABPCI DIRECT LENDING FUND ABS ABDLF 2020 1A A 144A N/A 00090TAA5 64966.38 PA USD 64038.03 0.0451224350 Long ABS-O CORP US N 2 2030-12-29 Fixed 3.199000000000 N N N N N N AES Panama Generation Holdings S.R.L. N/A 00109AAB3 219215.28 PA USD 200179.85 0.1410505957 Long DBT CORP PA N 2 2030-05-31 Fixed 4.375000000000 N N N N N N AMSR 2025-SFR1 TRUST AMSR 2025 SFR1 A 144A N/A 00182MAA9 100000 PA USD 94843.6 0.0668286357 Long ABS-O CORP US N 2 2042-06-17 Variable 3.655000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 00206RCP5 136000 PA USD 129043.26 0.0909263779 Long DBT CORP US N 2 2035-05-15 Fixed 4.500000000000 N N N N N N FREDDIE MAC POOL FR 11/53 FIXED 6 S6XOOCT0IEG5ABCC6L87 3132E0UL4 626135.94 PA USD 640210.41 0.4511046427 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.000000000000 N N N N N N FREDDIE MAC POOL FR 12/53 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 3132E0YU0 508819.66 PA USD 509104.14 0.3587246280 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 5.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 02/47 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 3132L8G27 662429.71 PA USD 607037.01 0.4277300232 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 07/46 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 3132WFDY2 301244.86 PA USD 277090.14 0.1952430742 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 12/46 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 31335A2V9 114507.11 PA USD 105110.89 0.0740631669 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 10/46 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 31335AZ84 269123.15 PA USD 244348.21 0.1721724768 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 11/48 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 31335B5H5 1218930.76 PA USD 1116622.24 0.7867936365 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC POOL FR 05/52 FIXED 4 S6XOOCT0IEG5ABCC6L87 3133BAUW9 708256.64 PA USD 661863.63 0.4663619205 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC POOL FR 08/52 FIXED 5 S6XOOCT0IEG5ABCC6L87 3133BJNT5 787920.17 PA USD 770409.12 0.5428451731 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.000000000000 N N N N N N FREDDIE MAC POOL FR 10/52 FIXED 5 S6XOOCT0IEG5ABCC6L87 3133KP6W3 704544.09 PA USD 693162.81 0.4884159283 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.000000000000 N N N N N N FREDDIE MAC POOL FR 07/52 FIXED 5 S6XOOCT0IEG5ABCC6L87 3133KPN95 918098.33 PA USD 903554.18 0.6366617586 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5.000000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380RE71 666326.48 PA USD 40656.44 0.0286473143 Long ABS-MBS USGA US N 2 2063-02-16 Variable 0.822 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380RGN4 2141423.41 PA USD 137126.26 0.0966218161 Long ABS-MBS USGA US N 2 2062-11-16 Variable 0.83535 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380RQC7 2744016.41 PA USD 173747.28 0.1224256954 Long ABS-MBS USGA US N 2 2062-09-16 Variable 0.86986 N N N N N N JH COLLATERAL N/A N/A 139998 NS USD 1400246 0.9866404258 Long STIV RF US N 1 N N N IRS USD P 3.91 20240108-20270108 N/A N/A 25000000 PA USD -16847.5 -0.0118710745 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Y 2027-01-08 0.000000000000 USD 0.000000000000 USD 25000000 USD -16847.5 N N N IRS USD P 4.19 20230623-20260623 N/A N/A 25000000 PA USD -20902.5 -0.0147283060 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Y 2026-06-23 0.000000000000 USD 0.000000000000 USD 25000000 USD -20902.5 N N N 2025-08-29 John Hancock Income Securities Trust /s/Salvatore Schiavone Salvatore Schiavone Treasurer XXXX