NPORT-P false 0000820892 XXXXXXXX S000005573 C000151934 C000015187 C000015185 C000015189 Nuveen Investment Funds, Inc. 811-05309 0000820892 549300L93TESPETT4366 333 W. Wacker Dr Chicago 60606 312-917-7700 Nuveen Strategic Income Fund S000005573 D1SNQQOZ05OZW7FW7N26 2021-06-30 2021-06-30 N 719091156.00 56541350.00 662549806.00 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 44901655.00000000 0.00000000 0.00000000 320133.00000000 USD N M&T BANK CORPORATION 549300WYXDDBYRASEG81 55261FAH7 1000000.00000000 PA USD 1101240.00000000 0.166212409999 Long DBT CORP US N 2 N/A Fixed 5.12500000 N N N N N N ACRE COMMERCIAL MORTGAGE TRUST N/A 00489TAJ5 600000.00000000 PA USD 595512.66000000 0.089881946173 Long ABS-MBS CORP KY Y 2 2037-12-18 Variable 2.68250000 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851BK4 1500000.00000000 PA USD 1627500.00000000 0.245641910277 Long DBT CORP US N 2 N/A Fixed 4.87500000 N N N N N N Verus Securitization Trust N/A 92536PAE4 1424700.91000000 PA USD 1441104.92000000 0.217508918869 Long ABS-CBDO USGSE US Y 2 2060-01-25 Fixed 2.72400000 N N N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 69370PAL5 1500000.00000000 PA USD 1434212.40000000 0.216468616700 Long DBT CORP ID Y 2 2031-02-09 Fixed 2.30000000 N N N N N N BANCO BILBAO VIZCAYA ARG K8MS7FD7N5Z2WQ51AZ71 05946KAG6 1100000.00000000 PA USD 1197625.00000000 0.180759995573 Long DBT CORP ES N 2 N/A Fixed 6.50000000 N N N N Y Banco Bilbao Vizcaya Argentaria SA USD XXXX N N N DELEK US HOLDINGS INC 5493003O53JMENV1N385 24664GAE1 246875.00000000 PA USD 248417.97000000 0.037494233301 Long LON CORP US N 2 2025-03-30 Variable 6.50000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFU3 350000.00000000 PA USD 332471.02000000 0.050180532390 Long DBT CORP US N 2 2050-11-20 Fixed 2.87500000 N N N N N N GENM CAPITAL LABUAN 254900DWSHIWTSE0YG58 37231BAA6 1500000.00000000 PA USD 1493190.00000000 0.225370226732 Long DBT CORP MY Y 2 2031-04-19 Fixed 3.88200000 N N N N N N SPIN HOLDCO INC 549300QAS44U2GUXGK45 84850XAK8 770000.00000000 PA USD 772167.55000000 0.116544830744 Long LON CORP US N 2 2028-03-04 Variable 4.75000000 N N N N N N AZURE POWER SOLAR ENERGY 549300N77HEXIINE3X94 05502TAA6 600000.00000000 PA USD 636000.00000000 0.095992783371 Long DBT CORP MU Y 2 2024-12-24 Fixed 5.65000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BK0 3500000.00000000 PA USD 3648750.00000000 0.550713314977 Long DBT CORP US N 2 N/A Fixed 4.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHD4 3662000.00000000 PA USD 3988318.66000000 0.601965108718 Long DBT CORP US N 2 2028-12-20 Fixed 3.41900000 N N N N N N BENCHMARK Mortgage Trust N/A 08162QBA6 1000000.00000000 PA USD 1052194.50000000 0.158809872174 Long ABS-MBS USGSE US Y 2 2048-09-15 Variable 3.65417700 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967HQ7 1000000.00000000 PA USD 1075700.00000000 0.162357605459 Long DBT CORP US N 2 N/A Fixed 6.30000000 N N N N N N Wingstop Funding LLC N/A 974153AB4 1496250.00000000 PA USD 1551775.84000000 0.234212707625 Long ABS-O CORP US Y 2 2050-12-05 Fixed 2.84100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHKM3 2605362.11000000 PA USD 2828241.88000000 0.426872342937 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N PITNEY BOWES INC 549300N2O26NW4ST6W55 724479AQ3 250000.00000000 PA USD 265625.00000000 0.040091325602 Long DBT CORP US Y 2 2029-03-15 Fixed 7.25000000 N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMG4 722000.00000000 PA USD 752239.13000000 0.113536993473 Long DBT CORP US Y 2 2057-12-01 Fixed 3.80000000 N N N N N N VR Funding LLC N/A 91835CAC7 227062.50000000 PA USD 228987.58000000 0.034561564719 Long ABS-O CORP US Y 2 2050-11-15 Fixed 6.42000000 N N N N N N GS Mortgage-Backed Securities N/A 36257TAD2 156345.54000000 PA USD 158276.75000000 0.023889034238 Long ABS-CBDO USGSE US Y 2 2049-08-25 Variable 4.00000000 N N N N N N MVW Owner Trust N/A 55389TAC5 489959.93000000 PA USD 490635.24000000 0.074052582244 Long ABS-O CORP US Y 2 2041-01-22 Fixed 1.94000000 N N N N N N REPUBLIC OF UZBEKISTAN 213800L6VDKUM3TCM927 91822Q2A4 500000.00000000 PA USD 558750.00000000 0.084333282560 Long DBT NUSS UZ Y 2 2029-02-20 Fixed 5.37500000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 89364MBQ6 1440220.55000000 PA USD 1421576.89000000 0.214561513281 Long LON CORP US N 2 2025-05-30 Variable 2.35430000 N N N N N N RAYONIER AM PROD INC 549300ZGRDDK1QM6MM16 75508EAB4 100000.00000000 PA USD 104250.00000000 0.015734666142 Long DBT CORP US Y 2 2026-01-15 Fixed 7.62500000 N N N N N N Capital Automotive LP N/A 14576AAC6 498750.00000000 PA USD 511499.40000000 0.077201652670 Long ABS-O CORP US Y 2 2050-12-15 Fixed 3.10000000 N N N N N N SESAC Finance, LLC N/A 78396YAA1 1473750.00000000 PA USD 1572461.78000000 0.237334878941 Long ABS-O CORP US Y 2 2049-07-25 Fixed 5.21600000 N N N N N N ENCOMPASS HEALTH CORP 549300FVRPM9DRQZRG64 29261AAA8 275000.00000000 PA USD 285304.25000000 0.043061555133 Long DBT CORP US N 2 2028-02-01 Fixed 4.50000000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAB7 1200000.00000000 PA USD 1200360.00000000 0.181172794728 Long DBT CORP US Y 2 2026-01-15 Fixed 1.57000000 N N N N N N JSM GLOBAL SARL 222100JFIJNVE1XMFY68 46592BAA0 750000.00000000 PA USD 777855.00000000 0.117403249228 Long DBT CORP LU Y 2 2030-10-20 Fixed 4.75000000 N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAV9 1075000.00000000 PA USD 1090645.44000000 0.164613351347 Long DBT CORP US N 2 2032-03-15 Fixed 2.65000000 N N N N N N Cantor Commercial Real Estate N/A 12529WAN6 49641.24000000 PA USD 52228.09000000 0.007882892656 Long ABS-MBS CORP US Y 2 2025-04-15 Variable 2.84000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CW8 250000.00000000 PA USD 308217.50000000 0.046519898913 Long DBT CORP US N 2 2025-04-22 Fixed 9.00000000 N N N N N N TULLOW OIL PLC 2138003EYHWO75RKS857 899415AG8 1325000.00000000 PA USD 1390322.50000000 0.209844224148 Long DBT CORP GB Y 2 2026-05-15 Fixed 10.25000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162NAK2 1000000.00000000 PA USD 1038631.30000000 0.156762750602 Long ABS-MBS USGSE US Y 2 2048-09-15 Variable 2.79100000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKE1 550000.00000000 PA USD 535098.59000000 0.080763526780 Long DBT CORP US N 2 2052-02-01 Fixed 3.30000000 N N N N N N SAMSONITE IP HOLDINGS 222100XV7DJLCY8IA009 L8030PAF5 1366762.47000000 PA USD 1349438.76000000 0.203673557486 Long LON CORP LU N 2 2025-04-25 Variable 1.85430000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBF1 1025000.00000000 PA USD 1025097.03000000 0.154719995495 Long DBT CORP CA N 2 2033-08-01 Fixed 2.50000000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 35565TBD0 900000.00000000 PA USD 941844.42000000 0.142154508456 Long ABS-CBDO USGSE US Y 2 2050-11-25 Variable 4.01800000 N N N N N N LCM INVESTMENTS HOLDINGS 549300P5V78NNQTG4428 50190EAA2 400000.00000000 PA USD 410000.00000000 0.061882140223 Long DBT CORP US Y 2 2029-05-01 Fixed 4.87500000 N N N N N N J.P. Morgan Alternative Loan T N/A 466275AA2 283427.07000000 PA USD 280136.60000000 0.042281591129 Long ABS-CBDO USGSE US N 2 2047-04-25 Variable 0.37150000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCC3 665000.00000000 PA USD 774216.18000000 0.116854034668 Long DBT CORP US N 2 2047-11-01 Fixed 3.96900000 N N N N N N DISH DBS CORP N/A 25470XBC8 225000.00000000 PA USD 222171.75000000 0.033532837529 Long DBT CORP US Y 2 2029-06-01 Fixed 5.12500000 N N N N N N STATE OF ISRAEL 213800T8ZHTFZIBYPE21 BJ1411179 550000.00000000 PA USD 622679.25000000 0.093982255275 Long DBT NUSS IL N 2 2060-05-13 Fixed 3.80000000 N N N N N N FILTRATION GROUP CORP 549300ZA0D9WN5ECE978 31732FAM8 1874655.18000000 PA USD 1861963.76000000 0.281030006067 Long LON CORP US N 2 2025-03-28 Variable 3.10430000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZX9 175000.00000000 PA USD 204222.95000000 0.030823788362 Long DBT CORP US Y 2 2025-05-01 Fixed 7.00000000 N N N N N N REYNOLDS CONSUMER PRODUC 549300DWNZYMOSR1X343 76171JAB7 303200.77000000 PA USD 301249.67000000 0.045468230051 Long LON CORP US N 2 2027-02-04 Variable 1.85430000 N N N N N N KENNEDY-WILSON INC 5EA4464UK7FM5QNNKL62 489399AM7 300000.00000000 PA USD 308625.00000000 0.046581403723 Long DBT CORP US N 2 2031-03-01 Fixed 5.00000000 N N N N N N Natixis Commercial Mortgage Se N/A 63875FAN6 1500000.00000000 PA USD 1473639.75000000 0.222419467435 Long ABS-MBS USGSE US Y 2 2036-07-15 Variable 4.32300000 N N N N N N GS Mortgage Securities Trust N/A 36255MAN7 1200000.00000000 PA USD 1197006.60000000 0.180666659194 Long ABS-MBS USGSE US Y 2 2032-10-10 Variable 4.74434300 N N N N N N Citigroup Commercial Mortgage N/A 17324TAD1 325000.00000000 PA USD 348636.73000000 0.052620456129 Long ABS-MBS USGSE US N 2 2049-02-10 Fixed 3.34900000 N N N N N N Cayuga Park CLO, Ltd. 549300SVH2QJEV4A2G21 149791AC9 1000000.00000000 PA USD 1000000.00000000 0.150932049325 Long ABS-O CORP KY Y 2 2031-07-17 Variable 2.28975000 N N N N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 98919VAA3 500000.00000000 PA USD 496560.00000000 0.074946818413 Long DBT CORP US Y 2 2027-03-01 Fixed 4.00000000 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 65412JAC7 500000.00000000 PA USD 530000.00000000 0.079993986142 Long DBT NUSS NG Y 2 2027-11-28 Fixed 6.50000000 N N N N N N OMAN SOVEREIGN SUKUK 549300KM6RUZQLK8LU36 68204LAB0 275000.00000000 PA USD 282139.00000000 0.042583817464 Long DBT CORP OM Y 2 2030-06-15 Fixed 4.87500000 N N N N N N SBA TOWER TRUST N/A 78403DAN0 240000.00000000 PA USD 251776.27000000 0.038001108402 Long DBT CORP US Y 2 2025-01-15 Fixed 2.83600000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAM1 275000.00000000 PA USD 281795.25000000 0.042531934572 Long DBT CORP US Y 2 2026-05-15 Fixed 3.12500000 N N N N N N Cayuga Park CLO, Ltd. 549300SVH2QJEV4A2G21 149791BB0 500000.00000000 PA USD 500000.00000000 0.075466024662 Long ABS-O CORP KY Y 2 2034-07-17 Variable 1.00000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BW2 450000.00000000 PA USD 507960.00000000 0.076667443775 Long DBT CORP MX Y 2 2027-06-05 Fixed 7.37500000 N N N N N N CD Commercial Mortgage Trust N/A 12514MBG9 705000.00000000 PA USD 703200.14000000 0.106135438216 Long ABS-MBS USGSE US N 2 2049-08-10 Variable 3.63100000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CX6 658000.00000000 PA USD 755980.62000000 0.114101704227 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAN1 2125000.00000000 PA USD 2127975.00000000 0.321179627664 Long DBT CORP US N 2 N/A Fixed 3.65000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBC8 2115000.00000000 PA USD 2358225.00000000 0.355931732021 Long DBT CORP CA N 2 2080-07-15 Fixed 5.75000000 N N N N N N TOTALENERGIES CAPITAL 549300U37G2I8G4RUG09 89153VAX7 1850000.00000000 PA USD 1883989.03000000 0.284354325205 Long DBT CORP FR N 2 2041-06-29 Fixed 2.98600000 N N N N N N BANCO BTG PACTUAL/CAYMAN ZXLTQRYIK6IJH3R0IK66 05971AAG6 2000000.00000000 PA USD 1949000.00000000 0.294166564136 Long DBT CORP BR Y 2 2026-01-11 Fixed 2.75000000 N N N N N N FERRELLGAS LP/FERRELLGAS N/A 315289AA6 800000.00000000 PA USD 793000.00000000 0.119689115115 Long DBT CORP US Y 2 2026-04-01 Fixed 5.37500000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 03846JX21 1225000.00000000 PA USD 1255012.50000000 0.189421608554 Long DBT NUSS EG Y 2 2032-01-15 Fixed 7.05290000 N N N N N N SUTTER RE LTD N/A 86944RAC2 250000.00000000 PA USD 255725.00000000 0.038597098313 Long DBT CORP BM Y 2 2022-06-06 Variable 5.00000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BH1 815000.00000000 PA USD 918993.93000000 0.138705637172 Long DBT CORP GB N 2 2026-11-23 Fixed 4.37500000 N N N N N N AMENTUM GOVERNMENT SERVI 5493008CT6B5L54YSE94 57776DAB9 990000.00000000 PA USD 990123.75000000 0.149441406673 Long LON CORP US N 2 2027-01-31 Variable 3.60430000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AK7 649432.50000000 PA USD 685365.60000000 0.103443634545 Long ABS-O CORP US Y 2 2049-05-20 Fixed 4.02100000 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 817477AF9 600000.00000000 PA USD 568500.00000000 0.085804870041 Long DBT NUSS RS Y 2 2030-12-01 Fixed 2.12500000 N N N N N N ENFRAGEN ENERGIA SUR SA N/A 29280LAA1 1000000.00000000 PA USD 995000.00000000 0.150177389079 Long DBT CORP ES Y 2 2030-12-30 Fixed 5.37500000 N N N N N N CD Commercial Mortgage Trust N/A 12514MBE4 500000.00000000 PA USD 525671.25000000 0.079340639034 Long ABS-MBS USGSE US N 2 2049-08-10 Fixed 2.92600000 N N N N N N Cantor Commercial Real Estate N/A 12529WAC0 750000.00000000 PA USD 800427.53000000 0.120810167439 Long ABS-MBS CORP US Y 2 2052-04-15 Variable 10.01000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAK0 400000.00000000 PA USD 411000.00000000 0.062033072272 Long DBT CORP CA Y 2 2025-08-01 Fixed 3.75000000 N N N N N N STAPLES INC XQM2JINI1UL7642TU573 855030AN2 100000.00000000 PA USD 103573.50000000 0.015632560610 Long DBT CORP US Y 2 2026-04-15 Fixed 7.50000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 C7052BAH7 248750.00000000 PA USD 249181.58000000 0.037609486523 Long LON CORP CA N 2 2025-05-30 Variable 3.50000000 N N N N N N ARDAGH METAL PACKAGING N/A 03969YAA6 200000.00000000 PA USD 199420.66000000 0.030098968891 Long DBT CORP N/A Y 2 2028-09-01 Fixed 3.25000000 N N N N N N BERKSHIRE HATHAWAY ENERG 549300JD0S5IZJE9LY15 084659AV3 1025000.00000000 PA USD 1161844.79000000 0.175359615153 Long DBT CORP US N 2 2030-07-15 Fixed 3.70000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XDS0 255146.75000000 PA USD 265227.06000000 0.040031263702 Long ABS-CBDO USGSE US N 2 2029-04-25 Variable 4.34150000 N N N N N N ZIONS BANCORP NA 8WH0EE09O9V05QJZ3V89 98971DAB6 1500000.00000000 PA USD 1572057.48000000 0.237273857114 Long DBT CORP US N 2 2029-10-29 Fixed 3.25000000 N N N N N N ULTRA CLEAN HOLDINGS INC 5493007L6LS7QX18PE75 90385YAD3 897785.74000000 PA USD 900775.37000000 0.135955872576 Long LON CORP US N 2 2025-08-27 Variable 3.85430000 N N N N N N Hertz Vehicle Financing LLC 5493004IHDYOZ9K9WF47 42806MAC3 750000.00000000 PA USD 749501.40000000 0.113123782274 Long ABS-O CORP US Y 2 2025-12-26 Fixed 2.05000000 N N N N N N URSA RE II LTD N/A 91734PAA4 500000.00000000 PA USD 518550.00000000 0.078265814177 Long ABS-O CORP BM Y 2 2023-12-07 Variable 3.79056000 N N N N N N AHEAD DB HOLDINGS LLC 254900L07WFL833JX193 00867FAA6 325000.00000000 PA USD 336225.50000000 0.050747203750 Long DBT CORP US Y 2 2028-05-01 Fixed 6.62500000 N N N N N N Driven Brands Funding, LLC N/A 26209XAA9 1985000.00000000 PA USD 2078314.85000000 0.313684319454 Long ABS-O CORP US Y 2 2050-07-20 Fixed 3.78600000 N N N N N N AFRICAN EXPORT-IMPORT BA 21380068LJCDYA42GJ76 00831TAB7 375000.00000000 PA USD 379578.00000000 0.057290485418 Long DBT NUSS N/A Y 2 2026-05-17 Fixed 2.63400000 N N N N N N CAMELOT FINANCE SA N/A L2000AAC4 320125.00000000 PA USD 319164.63000000 0.048172171678 Long LON CORP LU N 2 2026-10-31 Variable 3.10430000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746TD3 3500000.00000000 PA USD 3623550.00000000 0.546909827334 Long DBT CORP US N 2 N/A Fixed 3.90000000 N N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 BO3321847 326000.00000000 PA USD 333711.01000000 0.050367686621 Long DBT CORP IL Y 2 2026-03-30 Fixed 4.87500000 N N N N N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 67091TAD7 325000.00000000 PA USD 328087.50000000 0.049518918733 Long DBT CORP MA Y 2 2031-06-23 Fixed 3.75000000 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 75915TAD4 1153066.53000000 PA USD 1151740.50000000 0.173834553956 Long LON CORP US N 2 2025-11-16 Variable 3.85430000 N N N N N N STATE OF QATAR 52990074F6OJOAXK4P65 74727PBB6 850000.00000000 PA USD 1093312.50000000 0.165015896178 Long DBT NUSS QA Y 2 2049-03-14 Fixed 4.81700000 N N N N N N Start Ltd. 549300VIQYFIDJQCKZ43 85572RAA7 1023731.40000000 PA USD 1028830.61000000 0.155283512376 Long ABS-O CORP US Y 2 2043-05-15 Fixed 4.08900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9VU2 1438523.08000000 PA USD 1558790.49000000 0.235271443125 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 74839XAF6 980050.24000000 PA USD 972699.86000000 0.146811583248 Long LON CORP US N 2 2027-01-31 Variable 2.60430000 N N N N N N LUNAR AIRCRAFT 2020-1 LIMITED N/A 55037LAB0 308365.08000000 PA USD 286649.89000000 0.043264655336 Long ABS-O CORP US Y 2 2045-02-15 Fixed 4.33500000 N N N N N N NEUSTAR INC N/A 64127UAY3 1770324.43000000 PA USD 1736582.05000000 0.262105887628 Long LON CORP US N 2 2024-08-08 Variable 5.50000000 N N N N N N ANHEUSER-BUSCH CO/INBEV N/A 03522AAJ9 500000.00000000 PA USD 632875.02000000 0.095521123735 Long DBT CORP US N 2 2046-02-01 Fixed 4.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QBMJ4 252285.15000000 PA USD 269117.10000000 0.040618395411 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.00000000 N N N N N N BRITISH AIR 20-1 A PPT N/A 11044MAA4 444511.53000000 PA USD 478367.97000000 0.072201058043 Long ABS-O CORP US Y 2 2032-11-15 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DAZ2 107126.24000000 PA USD 117638.33000000 0.017755394226 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 6.00000000 N N N N N N Colony American Finance Ltd N/A 21872UAA2 430935.36000000 PA USD 437773.70000000 0.066074081681 Long ABS-O CORP US Y 2 2050-03-15 Fixed 1.83200000 N N N N N N J2 GLOBAL 5493008OJYGLHD7MXA18 48123VAF9 325000.00000000 PA USD 336472.50000000 0.050784483966 Long DBT CORP US Y 2 2030-10-15 Fixed 4.62500000 N N N N N N Fannie Mae or Freddie Mac N/A 01F022683 7000000.00000000 PA USD 7226406.25000000 1.090696304573 Long ABS-O USGSE US N 2 2051-08-25 Fixed 2.50000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCB3 1200000.00000000 PA USD 1438217.20000000 0.217073069371 Long DBT CORP US N 2 2049-11-21 Fixed 4.25000000 N N N N N N Capital Automotive LP N/A 14576AAE2 1250000.00000000 PA USD 1358773.25000000 0.205082431191 Long ABS-O CORP US Y 2 2050-12-15 Fixed 4.69000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MG3 3000000.00000000 PA USD 3139800.00000000 0.473896448473 Long DBT CORP US N 2 N/A Fixed 5.00000000 N N N N N N Tricon American Homes N/A 89613GAD8 500000.00000000 PA USD 506416.25000000 0.076434442424 Long ABS-O CORP US Y 2 2038-07-17 Fixed 2.54800000 N N N N N N UKG INC 529900FKHWSTQ1GXK240 90385KAG6 124064.06000000 PA USD 124368.64000000 0.018771213707 Long LON CORP US N 2 2026-05-03 Variable 4.00000000 N N N N N N CHOBANI LLC 549300ISVDMZ91KNTR38 17026YAH2 198500.00000000 PA USD 199306.90000000 0.030081798861 Long LON CORP US N 2 2027-10-23 Variable 4.50000000 N N N N N N AgriBank FCB I0JS1G88CFNZT8P31C22 00850L203 14600.00000000 NS USD 1591400.00000000 0.240193263297 Long EP CORP US N 2 N N N UNITI GROUP/CSL CAPITAL N/A 91327BAB6 375000.00000000 PA USD 374062.50000000 0.056458019700 Long DBT CORP US Y 2 2028-04-15 Fixed 4.75000000 N N N N N N Fannie Mae - CAS N/A 20753QCB3 394618.06000000 PA USD 394991.49000000 0.059616875051 Long ABS-CBDO USGSE US Y 2 2031-04-25 Variable 2.61617000 N N N N N N GOVT OF BERMUDA 549300FP5PUZXX9FVJ40 085209AG9 200000.00000000 PA USD 199500.00000000 0.030110943840 Long DBT NUSS BM Y 2 2030-08-20 Fixed 2.37500000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GVR2 2295000.00000000 PA USD 2565600.24000000 0.387231301973 Long DBT CORP US N 2 2025-10-21 Fixed 4.25000000 N N N N N N GOVT OF BERMUDA 549300FP5PUZXX9FVJ40 085209AF1 230000.00000000 PA USD 267536.00000000 0.040379756748 Long DBT NUSS BM Y 2 2029-02-15 Fixed 4.75000000 N N N N N N Bank N/A 06540BAJ8 1000000.00000000 PA USD 908785.00000000 0.137164782446 Long ABS-MBS USGSE US Y 2 2052-10-17 Fixed 2.50000000 N N N N N N ISLAMIC REP OF PAKISTAN 529900LOP29R5WKHOD86 695847AR4 665000.00000000 PA USD 735549.85000000 0.111018046241 Long DBT NUSS PK Y 2 2025-09-30 Fixed 8.25000000 N N N N N Apidos CLO 549300AVJUID3QNR9M59 03767MAG3 1000000.00000000 PA USD 999454.00000000 0.150849640426 Long ABS-O CORP KY Y 2 2030-07-25 Variable 1.72575000 N N N N N N COMM Mortgage Trust N/A 12593JBJ4 1000000.00000000 PA USD 1097311.90000000 0.165619533816 Long ABS-MBS USGSE US N 2 2048-08-10 Variable 4.52539000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAR4 1420000.00000000 PA USD 1641255.81000000 0.247718102871 Long DBT CORP US N 2 2050-05-15 Fixed 5.00000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290CA9 625000.00000000 PA USD 645125.00000000 0.097370038321 Long DBT CORP MX Y 2 N/A Fixed 5.12500000 N N N N N N CME Group Inc N/A N/A 50.00000000 NC USD 9634375.00000000 1.454135962723 N/A DIR US N 1 N/A N/A Long CME Group Inc US ULTRA BOND CBT Sep21 2021-09-21 9284475.00000000 USD 349900.00000000 N N N DT Auto Owner Trust N/A 23344GAJ0 1250000.00000000 PA USD 1244064.00000000 0.187769129012 Long ABS-O CORP US Y 2 2028-01-18 Fixed 2.38000000 N N N N N N New Residential Mortgage Loan N/A 64829EAK0 130475.86000000 PA USD 138467.36000000 0.020899162409 Long ABS-CBDO CORP US Y 2 2055-08-25 Variable 5.49031900 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XBJ2 750000.00000000 PA USD 777187.50000000 0.117302502085 Long DBT CORP US N 2 N/A Fixed 4.65000000 N N N N N N AMER AIRLINE 16-1 AA PTT N/A 02376UAA3 785620.19000000 PA USD 800030.51000000 0.120750244397 Long ABS-O CORP US N 2 2028-01-15 Fixed 3.57500000 N N N N N N DELL INTERNATIONAL LLC N/A 24702NBF6 330855.24000000 PA USD 331164.59000000 0.049983350232 Long LON CORP US N 2 2025-09-19 Variable 2.00000000 N N N N N N Sonic Capital LLC N/A 83546DAG3 1909091.67000000 PA USD 2015790.80000000 0.304247436456 Long ABS-O CORP US Y 2 2050-01-20 Fixed 3.84500000 N N N N N N ULKER BISKUVI SANAYI AS 7890009HEU9BS7J3DA93 903742AA2 575000.00000000 PA USD 623668.00000000 0.094131489338 Long DBT CORP TR Y 2 2025-10-30 Fixed 6.95000000 N N N N N Dormitory Authority of the State of New York, Revenue Bonds, New York University, Series 2020A 549300C8XO7EXTX2XU71 64990GY48 2540000.00000000 PA USD 2602788.80000000 0.392844247546 Long DBT MUN US N 2 2033-07-01 Fixed 2.51200000 N N N N N N ADIENT GLOBAL HOLDINGS 213800VA38VCKE6M8790 00687YAA3 600000.00000000 PA USD 617538.00000000 0.093206275876 Long DBT CORP JE Y 2 2026-08-15 Fixed 4.87500000 N N N N N N BENCHMARK Mortgage Trust N/A 08163ABR3 1500000.00000000 PA USD 1521479.10000000 0.229639958569 Long ABS-MBS USGSE US Y 2 2053-07-15 Fixed 4.13900000 N N N N N N INVEST ENERGY RES LTD 254900A71Y7WHN7L5K89 46143NAB6 550000.00000000 PA USD 594687.50000000 0.089757403083 Long DBT CORP BM Y 2 2029-04-26 Fixed 6.25000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AV8 1345000.00000000 PA USD 1592152.73000000 0.240306874378 Long DBT CORP US N 2 2026-06-30 Fixed 5.87500000 N N N N N N VIVINT SOLAR FINANCING LLC N/A 92854VAB1 1345906.78000000 PA USD 1428187.58000000 0.215559278271 Long ABS-O CORP US Y 2 2048-04-30 Fixed 7.37000000 N N N N N N SANDERS RE LTD 549300R7FVCRRNP5EE19 80000RAJ1 250000.00000000 PA USD 218750.00000000 0.033016385790 Long ABS-O CORP BM Y 2 2022-04-07 Variable 5.54056000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XCT9 282288.41000000 PA USD 298202.45000000 0.045008306892 Long ABS-CBDO USGSE US N 2 2028-10-25 Variable 5.99150000 N N N N N N Octagon Credit Partners 46, LT N/A 67577VAC7 1000000.00000000 PA USD 1000120.00000000 0.150950161171 Long ABS-O CORP KY Y 2 2033-07-15 Variable 2.38375000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJF7 1225000.00000000 PA USD 1191003.56000000 0.179760608065 Long DBT CORP US N 2 2031-07-23 Fixed 1.89800000 N N N N N N AKBANK TAS 789000TUMN63Z28TJ497 00971YAG5 750000.00000000 PA USD 790485.00000000 0.119309521011 Long DBT CORP TR Y 2 2026-02-06 Fixed 6.80000000 N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 914906AV4 250000.00000000 PA USD 251875.00000000 0.038016009923 Long DBT CORP US Y 2 2029-05-01 Fixed 4.50000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCE1 375000.00000000 PA USD 390455.21000000 0.058932205015 Long DBT CORP US Y 2 2030-08-15 Fixed 4.50000000 N N N N N N CIFC Funding Ltd N/A 12547LAE8 700000.00000000 PA USD 700884.10000000 0.105785873552 Long ABS-O CORP KY Y 2 2032-08-24 Variable 2.38825000 N N N N N N LG CHEM LTD 988400IES4EIG7O06940 501955AC2 1000000.00000000 PA USD 991415.12000000 0.149636315794 Long DBT CORP KR Y 2 2026-07-07 Fixed 1.37500000 N N N N N N Assurant Inc H3F39CAXWQRVWURFXL38 04621X306 49000.00000000 NS USD 1324960.00000000 0.199978928074 Long EP CORP US N 1 N N N GRUPO TELEVISA SAB 549300O4AF0C816ILN62 40049JBE6 500000.00000000 PA USD 632263.79000000 0.095428869539 Long DBT CORP MX N 2 2049-05-24 Fixed 5.25000000 N N N N N NOVA CHEMICALS CORP 5493007M1XGU5E55ZJ25 66977WAP4 1350000.00000000 PA USD 1444500.00000000 0.218021345251 Long DBT CORP CA Y 2 2025-05-01 Fixed 5.00000000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46642NBK1 1600000.00000000 PA USD 1582108.48000000 0.238790875142 Long ABS-MBS USGSE US N 2 2047-09-15 Variable 4.70473900 N N N N N N USA COM PART/USA COM FIN N/A 91740PAF5 975000.00000000 PA USD 1041573.00000000 0.157206747412 Long DBT CORP US N 2 2027-09-01 Fixed 6.87500000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBM1 1500000.00000000 PA USD 1553550.00000000 0.234480485230 Long DBT CORP US N 2 N/A Fixed 4.70000000 N N N N N N INDIA GREEN ENERGY HLDNG 2549005BFUXXT5HWAG36 45410FAA3 750000.00000000 PA USD 784875.00000000 0.118462792214 Long DBT CORP MU Y 2 2024-04-29 Fixed 5.37500000 N N N N N N WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 95810DAR2 1291357.23000000 PA USD 1292855.20000000 0.195133284817 Long LON CORP US N 2 2023-04-29 Variable 1.84250000 N N N N N N UNITED AIR 2020-1 A PTT N/A 90931GAA7 1284727.50000000 PA USD 1425510.38000000 0.215155202988 Long ABS-O CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N Fanniemae Strip B1V7KEBTPIMZEU4LTD58 3136FCC79 275.77000000 PA USD 9.63000000 0.000001453475 Long ABS-CBDO USGSE US N 2 2024-09-25 Fixed 5.00000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAH2 2600000.00000000 PA USD 2631200.00000000 0.397132408186 Long DBT CORP ES N 2 N/A Fixed 4.75000000 N N N N Y Banco Santander SA USD XXXX N N PACTIV EVERGREEN GROUP 5493002QNV81KCX40V06 76173FAW7 248750.00000000 PA USD 247483.86000000 0.037353246164 Long LON CORP US N 2 2026-02-05 Variable 3.35430000 N N N N N N COTY INC 549300BO9IWPF3S48F93 222070AE4 675000.00000000 PA USD 684436.50000000 0.103303403578 Long DBT CORP US Y 2 2026-04-15 Fixed 5.00000000 N N N N N N BRITISH AIR 20-1 B PPT N/A 11042WAA4 431624.81000000 PA USD 498966.91000000 0.075310098272 Long ABS-O CORP US Y 2 2028-11-15 Fixed 8.37500000 N N N N N N CITY BREWING CO LLC N/A 17776EAB1 400000.00000000 PA USD 402500.00000000 0.060750149853 Long LON CORP US N 2 2028-04-05 Variable 4.25000000 N N N N N N UNIVAR USA INC 5493008FTB9VZW6CVA82 91335PAJ8 456303.50000000 PA USD 456018.31000000 0.068827778058 Long LON CORP US N 2 2028-06-03 Variable 0.00000000 N N N N N N MACQUARIE BANK LONDON 4ZHCHI4KYZG2WVRT8631 556079AB7 2000000.00000000 PA USD 2187500.00000000 0.330163857900 Long DBT CORP AU Y 2 N/A Fixed 6.12500000 N N N N Y Macquarie Bank Ltd/London USD XXXX N N PRIME SECSRVC BRW/FINANC N/A 74166MAE6 375000.00000000 PA USD 398906.25000000 0.060207737801 Long DBT CORP US Y 2 2028-01-15 Fixed 6.25000000 N N N N N N Applebees/IHOP Funding LLC N/A 03789XAD0 1339875.00000000 PA USD 1373278.08000000 0.207271674908 Long ABS-O CORP US Y 2 2049-06-07 Fixed 4.19400000 N N N N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 92858RAB6 1285000.00000000 PA USD 1304275.00000000 0.196856898634 Long DBT CORP GB Y 2 2031-07-15 Fixed 4.75000000 N N N N N N ARCHROCK PARTNERS LP/FIN N/A 03959KAC4 550000.00000000 PA USD 574150.50000000 0.086657711586 Long DBT CORP US Y 2 2028-04-01 Fixed 6.25000000 N N N N N N REPUBLIC OF IRAQ N/A 462652AA6 437500.00000000 PA USD 423189.38000000 0.063872840376 Long DBT NUSS IQ Y 2 2028-01-15 Fixed 5.80000000 N N N N N N ADAMS OUTDOOR ADVERTISING 549300BTFXNHDCUHER30 006346AS9 1413138.35000000 PA USD 1514374.45000000 0.228567639185 Long ABS-O CORP US Y 2 2048-11-15 Fixed 4.81000000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAN4 145000.00000000 PA USD 156701.50000000 0.023651278527 Long DBT CORP US Y 2 2025-06-15 Fixed 7.12500000 N N N N N N Natixis Commercial Mortgage Se N/A 63875BAJ4 1000000.00000000 PA USD 1002118.00000000 0.151251723406 Long ABS-MBS USGSE US Y 2 2036-10-15 Fixed 3.90170000 N N N N N N ULTRATECH CEMENT LTD 335800PC9O9B4BQHG814 90403YAA7 750000.00000000 PA USD 725047.50000000 0.109432905033 Long DBT CORP IN Y 2 2031-02-16 Fixed 2.80000000 N N N N N N DT MIDSTREAM INC N/A 23345MAB3 225000.00000000 PA USD 229902.75000000 0.034699693203 Long DBT CORP US Y 2 2031-06-15 Fixed 4.37500000 N N N N N N STATE STR NAVIGATOR SECS L TR N/A 857509301 7602983.06000000 NS USD 7602983.06000000 1.147533814235 Long STIV RF US N 1 N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4HN9 238114.44000000 PA USD 275335.93000000 0.041557016167 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 5.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KA8 1210000.00000000 PA USD 1382420.23000000 0.208651518343 Long DBT CORP US N 2 2027-09-29 Fixed 4.45000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AN9 575000.00000000 PA USD 694030.75000000 0.104751483392 Long DBT CORP CO N 2 2030-04-29 Fixed 6.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31374CRV0 170102.19000000 PA USD 176500.18000000 0.026639533873 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.00000000 N N N N N N VOLCAN CIA MINERA SAA-CM 549300XKJ91C4SZLG750 92863UAB2 450000.00000000 PA USD 445500.00000000 0.067240227974 Long DBT CORP PE Y 2 2026-02-11 Fixed 4.37500000 N N N N N KRONOS ACQ / KIK CUSTOM N/A 50106GAE2 100000.00000000 PA USD 101500.00000000 0.015319603006 Long DBT CORP US Y 2 2026-12-31 Fixed 5.00000000 N N N N N N Apollo Aviation Securitization N/A 00255UAB1 651371.60000000 PA USD 457051.30000000 0.068983689356 Long ABS-O CORP US Y 2 2040-01-16 Fixed 4.33500000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 3137G1CF2 187494.52000000 PA USD 187565.88000000 0.028309702651 Long ABS-CBDO USGSE US Y 2 2047-09-25 Variable 4.03591500 N N N N N N OQ SAOC 549300YK417GKI6EQ392 67624L2A5 500000.00000000 PA USD 502532.00000000 0.075848184611 Long DBT CORP OM Y 2 2028-05-06 Fixed 5.12500000 N N N N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 23371DAJ3 250000.00000000 PA USD 249492.50000000 0.037656414316 Long DBT CORP US Y 2 2024-08-01 Fixed 1.55000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCY0 2845000.00000000 PA USD 3080427.53000000 0.464935239902 Long DBT CORP US N 2 2030-06-21 Fixed 3.60000000 N N N N N N One Bryant Park Trust N/A 68236JAA9 1150000.00000000 PA USD 1190780.27000000 0.179726906447 Long ABS-MBS USGSE US Y 2 2054-09-15 Fixed 2.51641000 N N N N N N BANCO MERCANTIL DE NORTE 549300QTVYRPFHS0J362 05971PAA6 980000.00000000 PA USD 1053500.00000000 0.159006913964 Long DBT CORP MX Y 2 N/A Fixed 6.75000000 N N N N Y Banco Mercantil del Norte SA/Grand Cayman USD XXXX N N N IVORY COAST 254900ICW11T82O6H590 221625AK2 1505672.01000000 PA USD 1506515.19000000 0.227381424967 Long DBT NUSS CI Y 2 2032-12-31 Fixed 5.75000000 N Y N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BZ5 500000.00000000 PA USD 508250.00000000 0.076711214069 Long DBT CORP MX Y 2 2031-07-11 Fixed 3.87500000 N N N N N N BLOUNT INTERNATIONAL INC N/A 09518DAH0 750000.00000000 PA USD 753281.25000000 0.113694282781 Long LON CORP US N 2 2023-04-12 Variable 4.75000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAK9 540000.00000000 PA USD 539354.64000000 0.081405901128 Long DBT CORP US N 2 2028-04-01 Fixed 2.25000000 N N N N N N GOVERNMENT OF JAMAICA 529900Y93KNSXZI8KK56 470160CA8 420000.00000000 PA USD 489825.00000000 0.073930291061 Long DBT NUSS JM N 2 2028-04-28 Fixed 6.75000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 1010000.00000000 PA USD 1128998.20000000 0.170402012011 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N CHANGE HEALTHCARE HOLDINGS 549300GHXFJ3EKF50583 15911AAC7 1169538.18000000 PA USD 1169602.50000000 0.176530502221 Long LON CORP US N 2 2024-03-01 Variable 3.50000000 N N N N N N Oportun Funding LLC N/A 68377BAC1 500000.00000000 PA USD 499221.65000000 0.075348546702 Long ABS-O CORP US Y 2 2028-03-08 Fixed 3.44000000 N N N N N N TK ELEVATOR MIDCO GMBH 549300C2AFWPAYWS5574 N/A 422877.65000000 PA USD 424023.65000000 0.063998758457 Long LON CORP US N 2 2027-07-31 Variable 4.47760000 N N N N N N INGRAM MICRO INC 549300KJMEWPKRQZHX63 N/A 400000.00000000 PA USD 401188.00000000 0.060552127004 Long LON CORP US N 2 2028-04-01 Variable 0.00000000 N N N N N N Capital Automotive Reit N/A 12510HAH3 1150000.00000000 PA USD 1185299.48000000 0.178899679581 Long ABS-O CORP US Y 2 2050-02-15 Fixed 4.52000000 N N N N N N MEG ENERGY CORP 5493002WXPTG5ZC1T326 552704AF5 1000000.00000000 PA USD 1042500.00000000 0.157346661422 Long DBT CORP CA Y 2 2029-02-01 Fixed 5.87500000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBL4 1502000.00000000 PA USD 1588747.30000000 0.239792885849 Long DBT CORP US Y 2 2034-04-15 Fixed 3.46900000 N N N N N N PRIME SECSRVC BRW/FINANC N/A 74166MAF3 125000.00000000 PA USD 121250.00000000 0.018300510980 Long DBT CORP US Y 2 2027-08-31 Fixed 3.37500000 N N N N N N AVIENT CORP SM8L9RZYIB34LNTWO040 73179YAK3 2442010.87000000 PA USD 2447358.87000000 0.369384889684 Long LON CORP US N 2 2026-01-30 Variable 1.85430000 N N N N N N Purchasing Power Funding N/A 74615JAD2 250000.00000000 PA USD 249794.98000000 0.037702068242 Long ABS-O CORP US Y 2 2025-10-15 Fixed 4.37000000 N N N N N N SBA TOWER TRUST N/A 78403DAT7 500000.00000000 PA USD 499879.25000000 0.075447799617 Long DBT CORP US Y 2 2026-11-15 Fixed 1.63100000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XBU7 171142.86000000 PA USD 181435.63000000 0.027384451456 Long ABS-CBDO USGSE US N 2 2028-08-25 Variable 7.04150000 N N N N N N DT MIDSTREAM INC N/A 23345MAA5 270000.00000000 PA USD 274139.10000000 0.041376376163 Long DBT CORP US Y 2 2029-06-15 Fixed 4.12500000 N N N N N N PROMETRIC HOLDINGS INC 54930034OH1XQT27TX40 80358TAC0 244987.56000000 PA USD 242170.20000000 0.036551244571 Long LON CORP US N 2 2025-01-29 Variable 4.00000000 N N N N N N RACKSPACE TECHNOLOGY 549300QTYCKLMFSE8I97 75009XAB6 748125.00000000 PA USD 744997.84000000 0.112444050734 Long LON CORP US N 2 2028-02-09 Variable 3.50000000 N N N N N N Credit Suisse Mortgage Trust N/A 126407AD7 1000000.00000000 PA USD 1001348.40000000 0.151135566101 Long ABS-CBDO USGSE US Y 2 2065-05-25 Variable 2.13000000 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 37443GAB7 2200000.00000000 PA USD 2228850.80000000 0.336405018885 Long DBT NUSS GH Y 2 2032-03-26 Fixed 8.12500000 N N N N N N HOWARD HUGHES CORP 549300BVHY25JZC1KI49 44267DAE7 250000.00000000 PA USD 250005.00000000 0.037733766991 Long DBT CORP US Y 2 2029-02-01 Fixed 4.12500000 N N N N N N Bojangles Issuer, LLC N/A 09748RAA6 1000000.00000000 PA USD 1042680.00000000 0.157373829191 Long ABS-O CORP US Y 2 2050-10-20 Fixed 3.83200000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GGA1 1105000.00000000 PA USD 1198637.24000000 0.180912775031 Long DBT CORP US N 2 2027-10-21 Fixed 3.24800000 N N N N N N SIERRACOL ENRGY ANDINA N/A 82653LAA9 1000000.00000000 PA USD 1012200.00000000 0.152773420327 Long DBT CORP US Y 2 2028-06-15 Fixed 6.00000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DG7 2625000.00000000 PA USD 2650090.35000000 0.399983567424 Long DBT CORP US N 2 2026-02-04 Fixed 2.19600000 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAD7 715784.14000000 PA USD 724996.57000000 0.109425218064 Long ABS-O CORP US Y 2 2060-07-15 Fixed 2.60000000 N N N N N N Hardee's Funding LLC and Carls N/A 411707AH5 1492500.00000000 PA USD 1579393.35000000 0.238381075007 Long ABS-O CORP US Y 2 2050-12-20 Fixed 3.98100000 N N N N N N SIERRA LTD 549300GLWBBA2QVWUQ65 826359AA9 500000.00000000 PA USD 505200.00000000 0.076250871319 Long ABS-O CORP BM Y 2 2022-12-28 Variable 3.29056000 N N N N N N GATES GLOBAL/GATES CORP N/A 36740LAA0 750000.00000000 PA USD 785636.25000000 0.118577689237 Long DBT CORP US Y 2 2026-01-15 Fixed 6.25000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAT8 350000.00000000 PA USD 384919.50000000 0.058096688960 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38144GAE1 2000000.00000000 PA USD 2035600.00000000 0.307237279607 Long DBT CORP US N 2 N/A Fixed 3.80000000 N N N N N PANAMA BONOS DEL 549300SHS4T08CL0LP14 BQ2336940 600000.00000000 PA USD 598687.50000000 0.090361131280 Long DBT NUSS PA N 2 2031-06-30 Fixed 3.36200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EHJ94 202.58000000 PA USD 204.11000000 0.000030806740 Long ABS-MBS USGSE US N 2 2024-07-01 Fixed 5.50000000 N N N N N N SUPERIOR PLUS/GEN PRTNR N/A 86828LAC6 275000.00000000 PA USD 283255.50000000 0.042752333097 Long DBT CORP CA Y 2 2029-03-15 Fixed 4.50000000 N N N N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 05352TAA7 300000.00000000 PA USD 316731.00000000 0.047804858915 Long DBT CORP US Y 2 2028-07-15 Fixed 4.62500000 N N N N N N PERUSAHAAN PENERBIT SBSN 254900G208H6Q0L5B953 71567PAK6 850000.00000000 PA USD 969246.50000000 0.146290360546 Long DBT NUSS ID Y 2 2028-03-01 Fixed 4.40000000 N N N N N N ARTERRA WINES CANADA INC 5493000SZ7NOM4G34E58 N/A 223875.00000000 PA USD 224645.13000000 0.033906149841 Long LON CORP CA N 2 2027-11-25 Variable 4.25000000 N N N N N N NSTAR ELECTRIC CO 54930080R72Y2Z31UR68 67021CAP2 430000.00000000 PA USD 494680.31000000 0.074663112949 Long DBT CORP US N 2 2030-04-01 Fixed 3.95000000 N N N N N N GOPHER RESOURCE LLC 549300BTDNOXC3JSII89 26828KAB6 1480476.79000000 PA USD 1326262.93000000 0.200175581969 Long LON CORP US N 2 2025-01-28 Variable 4.25000000 N N N N N N EQUATE PETROCHEMICAL BV 635400Y3Z5R4NJSMQ630 29441WAD7 500000.00000000 PA USD 505000.00000000 0.076220684909 Long DBT CORP NL Y 2 2028-04-28 Fixed 2.62500000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90352JAF0 1000000.00000000 PA USD 1101250.00000000 0.166213919320 Long DBT CORP CH Y 2 N/A Fixed 7.00000000 N N N N Y UBS Group AG USD XXXX N N N PETSMART INC/PETSMART FI N/A 71677KAA6 100000.00000000 PA USD 103875.00000000 0.015678066623 Long DBT CORP US Y 2 2028-02-15 Fixed 4.75000000 N N N N N N CAELUS RE VI LTD N/A 12765MAA9 750000.00000000 PA USD 767550.00000000 0.115847894460 Long ABS-O CORP KY Y 2 2023-06-07 Variable 5.54056000 N N N N N N MAGIC MERGECO INC N/A 55916AAA2 375000.00000000 PA USD 384723.75000000 0.058067144011 Long DBT CORP US Y 2 2028-05-01 Fixed 5.25000000 N N N N N N CALRIV SCI HLD CORP N/A 18064PAA7 470000.00000000 PA USD 474281.70000000 0.071584308938 Long DBT CORP US Y 2 2028-06-30 Fixed 3.87500000 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAC9 1431568.26000000 PA USD 1455140.61000000 0.219627354324 Long ABS-O CORP US Y 2 2060-07-15 Fixed 2.28000000 N N N N N N UEP PENONOME II SA 549300DS6G5XB230S845 90363PAA4 670460.06000000 PA USD 683875.97000000 0.103218801636 Long DBT CORP PA Y 2 2038-10-01 Fixed 6.50000000 N N N N N N Settlement Fee Finance LLC N/A 81784RAA0 2359078.70000000 PA USD 2337846.99000000 0.352856037210 Long ABS-O CORP US Y 3 2049-11-01 Fixed 3.84000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05565AAR4 2010000.00000000 PA USD 2236756.10000000 0.337598182015 Long DBT CORP FR Y 2 2026-05-12 Fixed 4.37500000 N N N N N N CURO GROUP HOLDINGS CORP 54930007KH8KCGJ4YE72 23131LAA5 1000000.00000000 PA USD 1035000.00000000 0.156214671052 Long DBT CORP US Y 2 2025-09-01 Fixed 8.25000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CP8 670000.00000000 PA USD 677452.90000000 0.102249354518 Long DBT CORP US N 2 2035-02-01 Fixed 3.25000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89832QAD1 3000000.00000000 PA USD 3150000.00000000 0.475435955376 Long DBT CORP US N 2 N/A Fixed 4.80000000 N N N N N N COMM Mortgage Trust N/A 12593JBK1 500000.00000000 PA USD 534445.25000000 0.080664916834 Long ABS-MBS USGSE US N 2 2048-08-10 Variable 4.52539000 N N N N N N Morgan Stanley Capital I Trust N/A 61767YAZ3 1500000.00000000 PA USD 1732688.40000000 0.261518211055 Long ABS-MBS USGSE US N 2 2051-07-15 Fixed 4.17700000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AB6 1345000.00000000 PA USD 1355087.50000000 0.204526133390 Long DBT CORP US N 2 2027-01-15 Fixed 3.50000000 N N N N N N HAT HOLDINGS I LLC/HAT N/A 418751AE3 1495000.00000000 PA USD 1506212.50000000 0.227335739345 Long DBT CORP US Y 2 2026-06-15 Fixed 3.37500000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XAK0 3149954.30000000 PA USD 3173785.28000000 0.479025916430 Long ABS-CBDO USGSE US N 2 2024-07-25 Variable 3.09150000 N N N N N N ZEKELMAN INDUSTRIES INC 549300S5LMRAKDWWI425 98931YAC7 485387.28000000 PA USD 480938.71000000 0.072589065100 Long LON CORP US N 2 2027-01-24 Variable 2.09150000 N N N N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 85748R009 25474816.74000000 PA USD 25474816.74000000 3.844966296767 Long RA CORP US N 2 Repurchase N 0.00000000 2021-07-01 23077100.00000000 USD 25984326.75000000 USD UST N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 80414L2K0 1050000.00000000 PA USD 1030438.50000000 0.155526194509 Long DBT CORP SA Y 2 2030-11-24 Fixed 2.25000000 N N N N N N IGT HOLDING IV AB 549300S0NZ6VQU5JU607 N/A 498750.00000000 PA USD 501243.75000000 0.075653746399 Long LON CORP SE N 2 2028-03-29 Variable 4.25000000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAF1 850000.00000000 PA USD 859562.50000000 0.129735529648 Long DBT CORP US Y 2 2031-05-15 Fixed 4.37500000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKA9 75000.00000000 PA USD 77861.37000000 0.011751776137 Long DBT CORP US N 2 2051-06-01 Fixed 3.65000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAE5 2865000.00000000 PA USD 3102164.70000000 0.468216075517 Long DBT CORP GB N 2 2025-03-16 Fixed 3.65000000 N N N N N N S-JETS Limited 635400FR77IW5YEET913 784309AA4 316880.89000000 PA USD 313391.08000000 0.047300757944 Long ABS-O CORP BM Y 2 2042-08-15 Fixed 3.96700000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAF2 2435000.00000000 PA USD 2691975.24000000 0.406305339707 Long DBT CORP ES N 2 2028-02-23 Fixed 3.80000000 N N N N N N CLARIOS GLOBAL LP 549300474L1ZLXZY2P98 C8000CAG8 911503.74000000 PA USD 904954.59000000 0.136586650815 Long LON CORP CA N 2 2026-04-30 Variable 3.35430000 N N N N N N MPH ACQUISITION HOLDINGS 5493002WXOPRPTXWTU06 553283AC6 750000.00000000 PA USD 753682.50000000 0.113754844266 Long DBT CORP US Y 2 2028-11-01 Fixed 5.75000000 N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCG5 2200000.00000000 PA USD 2322100.00000000 0.350479311739 Long DBT CORP MX N 2 2027-03-13 Fixed 6.50000000 N N N N N N Sierra Receivables Funding Co N/A 82652KAB0 591087.34000000 PA USD 596082.26000000 0.089967917068 Long ABS-O CORP US Y 2 2034-03-20 Fixed 3.20000000 N N N N N N CORNERSTONE BUILDING 549300IW41QEWQ6T0H29 72431HAD2 498750.00000000 PA USD 499435.78000000 0.075380865782 Long LON CORP US N 2 2028-04-12 Variable 3.75000000 N N N N N N Sequoia Mortgage Trust 5493003EWUCLH0O45S72 81747LAK7 0.01000000 PA USD 0.01000000 0.000000001509 Long ABS-CBDO USGSE US Y 2 2048-10-25 Variable 4.50000000 N N N N N N Ellington Financial Mortgage T N/A 31572LAD8 680000.00000000 PA USD 676923.75000000 0.102169488824 Long ABS-CBDO USGSE US Y 2 2066-06-25 Variable 2.29600000 N N N N N N JP Morgan Mortgage Trust N/A 46650HAC2 267769.06000000 PA USD 271895.62000000 0.041037763129 Long ABS-CBDO USGSE US Y 2 2049-05-25 Variable 4.00000000 N N N N N N BANCO DE CREDITO DEL PER 549300EQYQ8SCQZ4BY14 05971U2D8 600000.00000000 PA USD 594000.00000000 0.089653637299 Long DBT CORP PE Y 2 2031-09-30 Fixed 3.25000000 N N N N N N ARCHROCK PARTNERS LP/FIN N/A 03959KAA8 1100000.00000000 PA USD 1167375.00000000 0.176194301081 Long DBT CORP US Y 2 2027-04-01 Fixed 6.87500000 N N N N N N ORGANON & CO 549300AMCKY57OK2CO56 68621XAE3 500000.00000000 PA USD 501147.50000000 0.075639219189 Long LON CORP US N 2 2028-06-02 Variable 3.50000000 N N N N N N Diamond Resorts Owner Trust N/A 25273CAC4 467001.22000000 PA USD 472706.99000000 0.071346634731 Long ABS-O CORP US Y 2 2033-11-21 Fixed 2.70000000 N N N N N N GS Mortgage Securities Trust N/A 36252SAZ0 1425000.00000000 PA USD 1614225.75000000 0.243638400521 Long ABS-MBS USGSE US N 2 2052-02-10 Variable 4.15800000 N N N N N N SPRUCE HILL MORTGAGE LOAN TRUS N/A 85209FAE6 1500000.00000000 PA USD 1526188.50000000 0.230350757962 Long ABS-CBDO USGSE US Y 2 2050-01-28 Variable 3.82700000 N N N N N N BONANZA RE LTD 5493003F0CXUQ2C83105 09785EAD3 500000.00000000 PA USD 502600.00000000 0.075858447991 Long ABS-O CORP BM Y 2 2024-12-23 Variable 4.79056000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NKB0 26140.73000000 PA USD 29746.59000000 0.004489713789 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N MASTR Reperforming Loan Trust N/A 576436AU3 1435308.27000000 PA USD 1304715.60000000 0.196923399295 Long ABS-CBDO USGSE US Y 2 2034-08-25 Fixed 7.50000000 N N N N N N SUNCOKE ENERGY INC 1KF1J2NXQE2PI0QOB943 86722AAD5 1000000.00000000 PA USD 998750.00000000 0.150743384264 Long DBT CORP US Y 2 2029-06-30 Fixed 4.87500000 N N N N N N Zaxby's Funding LLC N/A 98920MAA0 660000.00000000 PA USD 668236.67000000 0.100858330037 Long ABS-O CORP US Y 2 2051-07-30 Fixed 3.23800000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DF1 1500000.00000000 PA USD 1586250.00000000 0.239415963243 Long DBT CORP US N 2 2051-01-15 Fixed 4.00000000 N N N N N N JP Morgan Mortgage Trust N/A 46650JAV6 927022.48000000 PA USD 941695.67000000 0.142132057314 Long ABS-CBDO USGSE US Y 2 2048-12-25 Variable 3.92973400 N N N N N N PPD INC N/A 69355HAB4 2453009.47000000 PA USD 2453205.71000000 0.370267365228 Long LON CORP US N 2 2028-01-13 Variable 2.75000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 225313AJ4 1500000.00000000 PA USD 1822500.00000000 0.275073659896 Long DBT CORP FR Y 2 N/A Fixed 8.12500000 N N N N Y Credit Agricole SA USD XXXX N N N FERRELLGAS LP/FERRELLGAS N/A 315289AC2 875000.00000000 PA USD 864062.50000000 0.130414723870 Long DBT CORP US Y 2 2029-04-01 Fixed 5.87500000 N N N N N N New York Transportation Development Corporation, New York, Lease Revenue Bonds, Fuller Road Management Corporarion - Nanotechnology Facilities Project N/A 650117AA2 870000.00000000 PA USD 964255.80000000 0.145537103968 Long DBT MUN US N 2 2035-09-01 Fixed 4.24800000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AG4 1500000.00000000 PA USD 1706250.00000000 0.257527809162 Long DBT CORP GB N 2 N/A Fixed 7.50000000 N N N N Y Lloyds Banking Group PLC USD XXXX N N N LUKOIL SECURITIES BV 724500IVNQ6LF8OFIO42 54988LAB2 500000.00000000 PA USD 528580.00000000 0.079779662632 Long DBT CORP NL Y 2 2030-05-06 Fixed 3.87500000 N N N N N N Sequoia Mortgage Trust N/A 81747WBN6 57865.19000000 PA USD 58768.14000000 0.008869995805 Long ABS-CBDO USGSE US Y 2 2048-09-25 Variable 4.00000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFR0 800000.00000000 PA USD 766670.50000000 0.115715149722 Long DBT CORP US N 2 2031-01-20 Fixed 1.75000000 N N N N N N MVW Owner Trust N/A 55389PAC3 928836.06000000 PA USD 950612.06000000 0.143477826329 Long ABS-O CORP US Y 2 2036-11-20 Fixed 3.33000000 N N N N N N Aimco 5493004I93856WYBB035 00901AAG2 1150000.00000000 PA USD 1151024.65000000 0.173726509249 Long ABS-O CORP KY Y 2 2032-07-22 Variable 3.73375000 N N N N N N COMM Mortgage Trust N/A 12655TAG4 450000.00000000 PA USD 400082.00000000 0.060385196158 Long ABS-MBS USGSE US Y 2 2057-08-15 Fixed 2.50000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BL5 300000.00000000 PA USD 325875.00000000 0.049184981574 Long DBT CORP PA Y 2 2026-03-01 Fixed 7.62500000 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 699149AK6 500000.00000000 PA USD 486250.00000000 0.073390708984 Long DBT NUSS PY Y 2 2033-01-29 Fixed 2.73900000 N N N N N N GOVT OF BERMUDA 549300FP5PUZXX9FVJ40 085209AD6 850000.00000000 PA USD 928625.00000000 0.140159274305 Long DBT NUSS BM Y 2 2027-01-25 Fixed 3.71700000 N N N N N N MONGOLIA INTL BOND N/A 60937LAC9 450000.00000000 PA USD 479307.17000000 0.072342813424 Long DBT NUSS MN Y 2 2026-04-07 Fixed 5.12500000 N N N N N N SUBURBAN PROPANE PARTNRS N/A 864486AL9 100000.00000000 PA USD 102375.00000000 0.015451668549 Long DBT CORP US Y 2 2031-06-01 Fixed 5.00000000 N N N N N N Sequoia Mortgage Trust N/A 81746YAU8 18681.73000000 PA USD 18996.71000000 0.002867212370 Long ABS-CBDO USGSE US Y 2 2049-06-25 Variable 4.00000000 N N N N N N Sequoia Mortgage Trust N/A 81748AAU8 488702.24000000 PA USD 498932.73000000 0.075304939414 Long ABS-CBDO USGSE US Y 2 2050-04-25 Variable 3.00000000 N N N N N N IRB HOLDING CORP 549300HVW4WNWYBXN830 44988LAG2 498750.00000000 PA USD 499336.03000000 0.075365810310 Long LON CORP US N 2 2027-12-15 Variable 4.25000000 N N N N N N PRIMO WATER HOLDINGS INC 9845008F9A5F2E1D4832 74168LAA4 375000.00000000 PA USD 375000.00000000 0.056599518497 Long DBT CORP US Y 2 2029-04-30 Fixed 4.37500000 N N N N N N ESSENTIAL PROPER 254900XX9FNFCDE1NX02 29670VAA7 940000.00000000 PA USD 939183.92000000 0.141752953739 Long DBT CORP US N 2 2031-07-15 Fixed 2.95000000 N N N N N N JAZZ FINANCING LUX SARL 635400WUEO2NSG5OIU34 N/A 2250000.00000000 PA USD 2259663.75000000 0.341055680574 Long LON CORP LU N 2 2028-04-22 Variable 4.00000000 N N N N N N MIZRAHI TEFAHOT BANK LTD YZO9YEGEO4VYDZMDWF93 BO7663400 1450000.00000000 PA USD 1464500.00000000 0.221039986237 Long DBT CORP IL Y 2 2031-04-07 Fixed 3.07700000 N N N N Y Mizrahi Tefahot Bank Ltd USD XXXX N N N ROMANIA 315700IASY927EDWBK92 77586RAB6 274000.00000000 PA USD 295510.10000000 0.044601944989 Long DBT NUSS RO Y 2 2023-08-22 Fixed 4.37500000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBR5 510000.00000000 PA USD 506174.32000000 0.076397927433 Long DBT CORP US N 2 2028-03-25 Fixed 2.25900000 N N N N N N LS GROUP OPCO ACQUISITIO N/A 50220KAB0 448875.00000000 PA USD 449716.64000000 0.067876654091 Long LON CORP US N 2 2027-11-02 Variable 4.25000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAG4 200000.00000000 PA USD 198123.59000000 0.029903199458 Long DBT CORP ES N 2 2030-12-03 Fixed 2.74900000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404121AJ4 100000.00000000 PA USD 118500.00000000 0.017885447845 Long DBT CORP US N 2 2028-09-01 Fixed 5.62500000 N N N N N N AMSR Trust N/A 00178XAD5 265000.00000000 PA USD 275254.49000000 0.041544724261 Long ABS-O CORP US Y 2 2039-01-19 Fixed 3.24700000 N N N N N N DT MIDSTREAM INC N/A 23345NAB1 485000.00000000 PA USD 486428.33000000 0.073417624697 Long LON CORP US N 2 2028-06-10 Variable 0.00000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DC6 500000.00000000 PA USD 537764.07000000 0.081165833138 Long DBT CORP US N 2 2031-02-01 Fixed 3.62500000 N N N N N N MPT OPER PARTNERSP/FINL N/A 55342UAM6 325000.00000000 PA USD 328246.75000000 0.049542954662 Long DBT CORP US N 2 2031-03-15 Fixed 3.50000000 N N N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 69370PAK7 500000.00000000 PA USD 489805.97000000 0.073927418824 Long DBT CORP ID Y 2 2026-02-09 Fixed 1.40000000 N N N N N N ARCHES BUYER INC N/A 039524AA1 100000.00000000 PA USD 98875.00000000 0.014923406377 Long DBT CORP US Y 2 2028-06-01 Fixed 4.25000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAM1 725000.00000000 PA USD 777128.57000000 0.117293607659 Long DBT CORP US N 2 2026-12-01 Fixed 3.25000000 N N N N N N Neuberger Berman CLO Ltd 549300IWMW28G8CR9G28 64131WAE7 1000000.00000000 PA USD 1000014.00000000 0.150934162374 Long ABS-O CORP KY Y 2 2030-01-15 Variable 1.58375000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AJ0 1395150.00000000 PA USD 1413245.10000000 0.213303979142 Long ABS-O CORP US Y 2 2049-05-20 Fixed 3.78700000 N N N N N N Diamond Resorts Owner Trust N/A 25273CAD2 467001.22000000 PA USD 474917.59000000 0.071680285119 Long ABS-O CORP US Y 2 2033-11-21 Fixed 3.83000000 N N N N N N SBA TOWER TRUST N/A 78403DAP5 270000.00000000 PA USD 273344.68000000 0.041256472724 Long DBT CORP US Y 2 2026-01-15 Fixed 1.88400000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 80413TAR0 975000.00000000 PA USD 1029116.40000000 0.155326647246 Long DBT NUSS SA Y 2 2055-01-21 Fixed 3.75000000 N N N N N N Hilton Grand Vacations Trust N/A 43284HAC3 917942.43000000 PA USD 939710.24000000 0.141832392295 Long ABS-O CORP US Y 2 2033-07-25 Fixed 2.84000000 N N N N N N TEAM HEALTH HOLDINGS INC 549300PVTQ4UDTTMQT11 88047PAA2 750000.00000000 PA USD 713295.00000000 0.107659076123 Long DBT CORP US Y 2 2025-02-01 Fixed 6.37500000 N N N N N N MELCO RESORTS FINANCE 529900NRV6LBR3T6B421 58547DAE9 325000.00000000 PA USD 342875.00000000 0.051750826412 Long DBT CORP KY Y 2 2028-07-21 Fixed 5.75000000 N N N N N N REPUBLIC OF UZBEKISTAN 213800L6VDKUM3TCM927 91822Q2C0 450000.00000000 PA USD 447579.00000000 0.067554015705 Long DBT NUSS UZ Y 2 2030-11-25 Fixed 3.70000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AH6 2100000.00000000 PA USD 2362479.78000000 0.356573914686 Long DBT CORP NL N 2 2027-03-29 Fixed 3.95000000 N N N N N N DANA INC KVWHW7YLZPFJM8QYNJ51 235825AH9 150000.00000000 PA USD 154312.50000000 0.023290701861 Long DBT CORP US N 2 2030-09-01 Fixed 4.25000000 N N N N N N STAPLES INC XQM2JINI1UL7642TU573 855030AP7 1550000.00000000 PA USD 1575807.50000000 0.237839855317 Long DBT CORP US Y 2 2027-04-15 Fixed 10.75000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HAU1 595000.00000000 PA USD 681643.90000000 0.102881910737 Long DBT CORP IT Y 2 N/A Fixed 7.70000000 N N N N Y Intesa Sanpaolo SpA USD XXXX N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 56585AAJ1 1325000.00000000 PA USD 1589648.74000000 0.239928942036 Long DBT CORP US N 2 2054-09-15 Fixed 5.00000000 N N N N N N TANK HOLDING CORP N/A 87583FAJ7 197000.00000000 PA USD 195983.48000000 0.029580188270 Long LON CORP US N 2 2026-03-26 Variable 3.60430000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NBJ7 300000.00000000 PA USD 300105.00000000 0.045295462662 Long DBT CORP NL N 2 2051-06-10 Fixed 5.50000000 N N N N N N LAMAR MEDIA CORP N/A 513075BR1 500000.00000000 PA USD 508750.00000000 0.076786680094 Long DBT CORP US N 2 2028-02-15 Fixed 3.75000000 N N N N N N Verus Securitization Trust N/A 92537JAE7 200000.00000000 PA USD 203512.14000000 0.030716504352 Long ABS-CBDO USGSE US Y 2 2059-07-25 Variable 4.04300000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBD3 400000.00000000 PA USD 404768.00000000 0.061092463741 Long DBT CORP FR Y 2 2032-06-09 Fixed 2.88900000 N N N N N N COMPASS GROUP DIVERSIFIE 549300I6PTUQPX21TE93 20451RAB8 300000.00000000 PA USD 312000.00000000 0.047090799389 Long DBT CORP US Y 2 2029-04-15 Fixed 5.25000000 N N N N N N CAMELOT FINANCE SA N/A 13323AAB6 100000.00000000 PA USD 104625.00000000 0.015791265660 Long DBT CORP LU Y 2 2026-11-01 Fixed 4.50000000 N N N N N N NETWORK I2I LTD 2549003L8M1FGHLHOX45 64132NAA4 800000.00000000 PA USD 857000.00000000 0.129348766272 Long DBT CORP MU Y 2 N/A Fixed 5.65000000 N N N N N N DOLP Trust N/A 23345LAC3 30450000.00000000 PA USD 1511745.06000000 0.228170779963 Long ABS-MBS USGSE US Y 2 2041-05-10 Variable 0.66526200 N N N N N N GE CAPITAL INTL FUNDING 549300G6UZOB126GBY72 36164QNA2 4460000.00000000 PA USD 5345227.40000000 0.806766125594 Long DBT CORP IE N 2 2035-11-15 Fixed 4.41800000 N N N N N N JAZZ SECURITIES DAC 6354009DV8VV7K6KOO02 47216FAA5 200000.00000000 PA USD 207360.00000000 0.031297269748 Long DBT CORP IE Y 2 2029-01-15 Fixed 4.37500000 N N N N N N HORIZON THERAPEUTICS USA N/A 44055PAA4 200000.00000000 PA USD 212250.00000000 0.032035327469 Long DBT CORP US Y 2 2027-08-01 Fixed 5.50000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B36 200000.00000000 PA USD 209500.00000000 0.031620264333 Long DBT CORP US N 2 2030-11-13 Fixed 4.00000000 N N N N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 05350NAG9 323375.00000000 PA USD 323879.47000000 0.048883792141 Long LON CORP US N 2 2027-11-06 Variable 3.25000000 N N N N N N HUNTINGTON BANCSHARES 549300XTVCVV9I7B5T19 446150AT1 750000.00000000 PA USD 870937.50000000 0.131452381709 Long DBT CORP US N 2 N/A Fixed 5.62500000 N N N N N N AMSR Trust N/A 00180AAD1 346000.00000000 PA USD 350434.58000000 0.052891809314 Long ABS-O CORP US Y 2 2037-04-17 Fixed 2.61900000 N N N N N N Invitation Homes Trust N/A 46187BAB9 1229792.73000000 PA USD 1231399.09000000 0.185857588191 Long ABS-O CORP US Y 2 2036-12-17 Variable 1.23200000 N N N N N N COSAN SA INDUSTRIA E COM 549300PGFCX2JMKKLC96 22113AAB1 1100000.00000000 PA USD 1184931.00000000 0.178844064139 Long DBT CORP BR Y 2 2029-09-20 Fixed 5.50000000 N N N N N CME Group Inc N/A N/A -200.00000000 NC USD -24685937.60000000 -3.72589915149 N/A DIR US N 1 N/A N/A Short CME Group Inc US 5YR NOTE (CBT) Sep21 2021-09-30 -24773053.40000000 USD 87115.80000000 N N N CLI Funding LLC 549300NQLBWJD5AREU05 12563LAN7 228750.01000000 PA USD 230473.21000000 0.034785793899 Long ABS-O CORP US Y 2 2045-09-18 Fixed 2.08000000 N N N N N N JP Morgan Mortgage Trust N/A 46592NBP0 348526.38000000 PA USD 351235.48000000 0.053012690792 Long ABS-CBDO USGSE US Y 2 2051-11-25 Variable 2.50000000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAA6 725000.00000000 PA USD 774233.99000000 0.116856722768 Long DBT CORP NL Y 2 2030-01-21 Fixed 3.68000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AB4 1705000.00000000 PA USD 1707728.00000000 0.257750886731 Long DBT CORP GB N 2 2035-11-28 Fixed 3.03200000 N N N N N N INDIAN RAILWAY FINANCE 335800F2JHSOGXQEBY56 45434L2A1 375000.00000000 PA USD 379839.99000000 0.057330028106 Long DBT CORP IN Y 2 2030-02-13 Fixed 3.24900000 N N N N N N GS Mortgage Securities Trust 549300WF5YRKNHB1FX69 36198EAE5 100000.00000000 PA USD 105967.79000000 0.015993935707 Long ABS-MBS USGSE US N 2 2046-07-10 Variable 4.18759400 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAN0 1400000.00000000 PA USD 1427300.00000000 0.215425314002 Long DBT CORP US N 2 N/A Fixed 6.50000000 N N N N N N MVW Owner Trust N/A 55400DAC5 1244947.94000000 PA USD 1252978.85000000 0.189114665592 Long ABS-O CORP US Y 2 2038-10-20 Fixed 2.68000000 N N N N N N RESIDENTIAL RE 2020 LTD N/A 76120AAC6 550000.00000000 PA USD 557150.00000000 0.084091791281 Long ABS-O CORP KY Y 2 2024-12-06 Variable 6.55056000 N N N N N N ASPLUNDH TREE EXPERT LLC N/A 04538FAD1 868437.50000000 PA USD 866566.02000000 0.130792585274 Long LON CORP US N 2 2027-09-04 Variable 1.85430000 N N N N N N C&W SENIOR FINANCING DAC 5493009O8OIWZPZRY516 12674TAA4 900000.00000000 PA USD 960435.00000000 0.144960422794 Long DBT CORP IE Y 2 2027-09-15 Fixed 6.87500000 N N N N N N INTERNATIONAL GAME TECH 549300UQ6KHRCZDRGZ76 460599AF0 200000.00000000 PA USD 208250.00000000 0.031431599272 Long DBT CORP GB Y 2 2026-04-15 Fixed 4.12500000 N N N N N N ServiceMaster Brands N/A 81761TAA3 498750.00000000 PA USD 515752.39000000 0.077843565167 Long ABS-O CORP US Y 2 2051-10-30 Fixed 2.84100000 N N N N N N Washington Mutual MSC Mortgage N/A 939336T29 67820.01000000 PA USD 70741.64000000 0.010677180697 Long ABS-CBDO USGSE US N 2 2038-08-25 Variable 5.93635700 N N N N N N 10 RENEW POWER SUBSIDIAR N/A 75973PAA7 1000000.00000000 PA USD 1016615.62000000 0.153439878903 Long DBT CORP IN Y 2 2028-07-14 Fixed 4.50000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DR3 750000.00000000 PA USD 734730.00000000 0.110894304601 Long DBT NUSS CO N 2 2030-01-30 Fixed 3.00000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAF1 100000.00000000 PA USD 105792.00000000 0.015967403362 Long DBT CORP CA Y 2 2026-12-15 Fixed 5.12500000 N N N N N N RETAIL PPTYS OF AMERICA 549300OVTYLM7DH6CM14 76131VAB9 1236000.00000000 PA USD 1369222.03000000 0.206659486969 Long DBT CORP US N 2 2030-09-15 Fixed 4.75000000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 03846JW30 3175000.00000000 PA USD 3333661.10000000 0.503156301580 Long DBT NUSS EG Y 2 2023-02-21 Fixed 5.57700000 N N N N N N GRUPO AVAL LTD 549300J4FW1ELLQ80113 40053FAC2 675000.00000000 PA USD 667203.75000000 0.100702429305 Long DBT CORP KY Y 2 2030-02-04 Fixed 4.37500000 N N N N N N AUTONATION INC N/A 05329WAP7 1645000.00000000 PA USD 1808711.37000000 0.272992513712 Long DBT CORP US N 2 2027-11-15 Fixed 3.80000000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46642EBC9 175000.00000000 PA USD 188277.81000000 0.028417155705 Long ABS-MBS USGSE US N 2 2047-08-15 Fixed 3.99650000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBP0 600000.00000000 PA USD 630303.98000000 0.095133071399 Long DBT CORP US N 2 2031-05-13 Fixed 2.95600000 N N N N N N DISH DBS CORP N/A 25470XAY1 1500000.00000000 PA USD 1698750.00000000 0.256395818792 Long DBT CORP US N 2 2026-07-01 Fixed 7.75000000 N N N N N N ITAU UNIBANCO HLDG SA/KY 5493002W2IVG62O3ZJ94 46556L2A1 1000000.00000000 PA USD 992510.00000000 0.149801568276 Long DBT CORP BR Y 2 2031-04-15 Fixed 3.87500000 N N N N Y Itau Unibanco Holding SA/Cayman Island USD XXXX N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CBL4 1000000.00000000 PA USD 970781.25000000 0.146522003509 Long DBT UST US N 2 2031-02-15 Fixed 1.12500000 N N N N N N Enstar Group Ltd 213800AMAL5QFXVUCN04 29359U109 70000.00000000 NS USD 2070600.00000000 0.312519901334 Long EP CORP BM N 1 N N GENESIS ENERGY LP/FIN N/A 37185LAL6 425000.00000000 PA USD 439212.00000000 0.066291167248 Long DBT CORP US N 2 2028-02-01 Fixed 7.75000000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RCA4 1185000.00000000 PA USD 1245731.25000000 0.188020770471 Long DBT CORP US N 2 N/A Fixed 3.85000000 N N N N N N KEYCORP RKPI3RZGV1V1FJTH5T61 493267AK4 1797000.00000000 PA USD 2000779.80000000 0.301981795463 Long DBT CORP US N 2 N/A Fixed 5.00000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AZ0 1200000.00000000 PA USD 1329120.00000000 0.200606805399 Long DBT CORP US Y 2 2029-02-01 Fixed 6.50000000 N N N N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 20825CAZ7 1560000.00000000 PA USD 1596721.25000000 0.240996410464 Long DBT CORP US Y 2 2031-02-15 Fixed 2.40000000 N N N N N N H&E EQUIPMENT SERVICES 254900KVLRCDMQRYY541 404030AJ7 625000.00000000 PA USD 615000.00000000 0.092823210335 Long DBT CORP US Y 2 2028-12-15 Fixed 3.87500000 N N N N N N HEALTHCARE REALTY TRUST 549300CB86LH2IOKHH22 421946AL8 595000.00000000 PA USD 598028.65000000 0.090261689700 Long DBT CORP US N 2 2030-03-15 Fixed 2.40000000 N N N N N N O'REILLY AUTOMOTIVE INC 549300K2RLMQL149Q332 67103HAH0 1525000.00000000 PA USD 1721937.49000000 0.259895554176 Long DBT CORP US N 2 2029-06-01 Fixed 3.90000000 N N N N N N GRAY TELEVISION INC 529900TM5726KDN7UU35 389375AL0 650000.00000000 PA USD 647744.50000000 0.097765404824 Long DBT CORP US Y 2 2030-10-15 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403CX63 27071.88000000 PA USD 30231.98000000 0.004562974696 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 6.00000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBX6 925000.00000000 PA USD 1004591.05000000 0.151624985910 Long DBT CORP US N 2 2029-11-21 Fixed 3.20000000 N N N N N N TURK IHRACAT KR 789000JVRVYLAXGDWR11 90016LAA4 750000.00000000 PA USD 743203.13000000 0.112173171476 Long DBT NUSS TR Y 2 2026-07-06 Fixed 5.75000000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAB9 275000.00000000 PA USD 279122.25000000 0.042128493204 Long DBT CORP US Y 2 2027-10-15 Fixed 4.25000000 N N N N N N Hudson Yards N/A 44421MAN0 1700000.00000000 PA USD 1628524.01000000 0.245796466205 Long ABS-MBS CORP US Y 2 2041-12-10 Variable 3.04089300 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325CU7 850000.00000000 PA USD 902870.00000000 0.136272019374 Long DBT NUSS CO N 2 2045-06-15 Fixed 5.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967JC6 1575000.00000000 PA USD 1777951.68000000 0.268349890664 Long DBT CORP US N 2 2026-11-20 Fixed 4.30000000 N N N N N N COBANK ACB P0J8I7M2E0A77CKF1705 19075QAC6 2000000.00000000 PA USD 2230000.00000000 0.336578469996 Long DBT CORP US N 2 N/A Fixed 6.25000000 N N N N N N LAND O'LAKES INC 4ONCJWH5BBCYSJIJYX61 514666AK2 2780000.00000000 PA USD 2985025.00000000 0.450535940538 Long DBT CORP US Y 2 N/A Fixed 8.00000000 N N N N N N LAMAR MEDIA CORP N/A 513075BT7 200000.00000000 PA USD 202422.00000000 0.030551967288 Long DBT CORP US N 2 2030-02-15 Fixed 4.00000000 N N N N N N Taco Bell Funding, LLC N/A 87342RAD6 731250.00000000 PA USD 732814.88000000 0.110605251614 Long ABS-O CORP US Y 2 2048-11-25 Fixed 4.31800000 N N N N N N PARKLAND CORP/CANADA 549300Q72GWZCL8MQC95 70137WAG3 325000.00000000 PA USD 330261.75000000 0.049847082741 Long DBT CORP CA Y 2 2029-10-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335AEK0 2020323.00000000 PA USD 2210499.42000000 0.333635207494 Long ABS-MBS MUN US N 2 2045-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411EDA2 804.23000000 PA USD 805.18000000 0.000121527467 Long ABS-MBS USGSE US N 2 2036-12-01 Variable 2.25000000 N N N N N N GOGO INTERMEDIATE HOLDIN N/A 38046JAB0 1000000.00000000 PA USD 999750.00000000 0.150894316313 Long LON CORP US N 2 2028-04-30 Variable 4.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJL4 1660000.00000000 PA USD 1617761.90000000 0.244172118888 Long DBT CORP US N 2 2031-10-24 Fixed 1.92200000 N N N N N N REPUBLIC OF KENYA 549300VVURQQYU45PR87 491798AJ3 1000000.00000000 PA USD 1097220.00000000 0.165605663161 Long DBT NUSS KE Y 2 2027-05-22 Fixed 7.00000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAN5 1120000.00000000 PA USD 1313662.59000000 0.198273786831 Long DBT CORP IE N 2 2025-07-15 Fixed 6.50000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBW9 2500000.00000000 PA USD 2496250.00000000 0.376764128129 Long DBT CORP GB N 2 2081-06-04 Fixed 4.12500000 N N N N N N BANIJAY GROUP US HOLDING 5493008PW5N0VVCH7279 N/A 298500.00000000 PA USD 297877.63000000 0.044959281144 Long LON CORP US N 2 2025-03-01 Variable 3.83590000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AU2 250000.00000000 PA USD 257562.91000000 0.038874497836 Long DBT CORP CH Y 2 2032-05-14 Fixed 3.09100000 N N N N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 617726AG9 850000.00000000 PA USD 964852.00000000 0.145627089656 Long DBT NUSS MA Y 2 2042-12-11 Fixed 5.50000000 N N N N N N AERCAP GLOBAL AVIATION T 635400FBSV8LXXNRV758 00773HAA5 825000.00000000 PA USD 880687.50000000 0.132923969190 Long DBT CORP US Y 2 2045-06-15 Fixed 6.50000000 N N N N N N Cleveland, Ohio, Airport System Revenue Bonds, Taxable Series 2019A N/A 186352SN1 1500000.00000000 PA USD 1575045.00000000 0.237724769630 Long DBT MUN US N 2 2030-01-01 Fixed 2.83200000 N N N N N N New Residential Mortgage Loan N/A 64829JAA1 34557.40000000 PA USD 36754.00000000 0.005547356540 Long ABS-CBDO CORP US Y 2 2057-02-25 Variable 4.00000000 N N N N N N VOYA FINANCIAL INC 549300T065Z4KJ686G75 929089AG5 1710000.00000000 PA USD 1846800.00000000 0.278741308694 Long DBT CORP US N 2 N/A Fixed 6.12500000 N N N N N Maps LTD N/A 55292RAA9 1000000.00000000 PA USD 1002434.00000000 0.151299417933 Long ABS-O CORP US Y 2 2046-06-15 Fixed 2.52100000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BV4 600000.00000000 PA USD 659700.00000000 0.099569872940 Long DBT CORP MX Y 2 2029-11-19 Fixed 5.45000000 N N N N N N NETWORK I2I LTD 2549003L8M1FGHLHOX45 64132NAC0 1000000.00000000 PA USD 1000500.00000000 0.151007515350 Long DBT CORP MU Y 2 N/A Fixed 3.97500000 N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505EN0 2000000.00000000 PA USD 2245740.00000000 0.338954140452 Long DBT CORP US N 2 N/A Fixed 6.10000000 N N N N N N Bear Stearns Commercial Mortga N/A 07383F4C9 216607.99000000 PA USD 215336.05000000 0.032501111320 Long ABS-MBS USGSE US N 2 2041-02-11 Variable 5.11659300 N N N N N N TEGNA INC 549300YC5EDBGX85AO10 87901JAJ4 625000.00000000 PA USD 648437.50000000 0.097870000734 Long DBT CORP US N 2 2028-03-15 Fixed 4.62500000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBN4 1725000.00000000 PA USD 1911507.00000000 0.288507668810 Long DBT CORP GB N 2 N/A Fixed 6.12500000 N N N N Y Barclays PLC USD XXXX N N N Horizon Aircraft Finance II LL 549300KSCDSEIWTVMM32 44040HAA0 2223319.93000000 PA USD 2185494.37000000 0.329861144054 Long ABS-O CORP KY Y 2 2039-07-15 Fixed 3.72100000 N N N N N N Verus Securitization Trust N/A 92538LAC5 716055.71000000 PA USD 726397.27000000 0.109636628585 Long ABS-CBDO USGSE US Y 2 2065-05-25 Fixed 2.32100000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BG8 1000000.00000000 PA USD 1060500.00000000 0.160063438310 Long DBT CORP US N 2 2028-01-15 Fixed 4.87500000 N N N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 401494AQ2 425000.00000000 PA USD 478125.00000000 0.072164386083 Long DBT NUSS GT Y 2 2030-06-01 Fixed 4.90000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAF8 1275000.00000000 PA USD 1347611.25000000 0.203397727657 Long DBT CORP US N 2 N/A Fixed 5.00000000 N N N N N N Dominos Pizza Master Issuer LL N/A 25755TAN0 1000000.00000000 PA USD 1034690.00000000 0.156167882116 Long ABS-O CORP US Y 2 2051-04-25 Fixed 2.66200000 N N N N N N BOOZ ALLEN HAMILTON INC 549300D7XCH2480XU542 09951LAB9 95000.00000000 PA USD 97137.50000000 0.014661161941 Long DBT CORP US Y 2 2029-07-01 Fixed 4.00000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AJ8 100000.00000000 PA USD 107150.00000000 0.016172369085 Long DBT CORP CO N 2 2045-05-28 Fixed 5.87500000 N N N N N N Imperial Fund LLC N/A 452764AD5 450000.00000000 PA USD 449517.24000000 0.067846558240 Long ABS-CBDO USGSE US Y 2 2056-06-25 Variable 2.38300000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAE5 1000000.00000000 PA USD 1026820.00000000 0.154980046888 Long DBT CORP US Y 2 2030-08-15 Fixed 4.12500000 N N N N N N HUGHES SATELLITE SYSTEMS N/A 444454AF9 1000000.00000000 PA USD 1121250.00000000 0.169232560306 Long DBT CORP US N 2 2026-08-01 Fixed 6.62500000 N N N N N N Wachovia Mortgage Loan Trust, N/A 92977YBN0 48290.72000000 PA USD 46615.61000000 0.007035789547 Long ABS-CBDO CORP US N 2 2035-10-20 Variable 2.43827300 N N N N N N VR Funding LLC N/A 91835CAA1 1362419.98000000 PA USD 1337134.28000000 0.201816417104 Long ABS-O CORP US Y 2 2050-11-15 Fixed 2.79000000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377RCS1 2100000.00000000 PA USD 2158422.63000000 0.325775150857 Long ABS-O CORP US Y 2 2023-09-20 Fixed 4.15000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBJ8 200000.00000000 PA USD 209294.00000000 0.031589172331 Long DBT CORP US Y 2 2029-04-15 Fixed 6.87500000 N N N N N N AVAYA INC J6LB5QIFSP2MFEFG4U76 053499AL3 1000000.00000000 PA USD 1070300.00000000 0.161542572393 Long DBT CORP US Y 2 2028-09-15 Fixed 6.12500000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAD5 710000.00000000 PA USD 696130.14000000 0.105068348627 Long DBT CORP GB Y 2 2030-09-02 Fixed 2.20000000 N N N N N N GS Mortgage-Backed Securities N/A 36261HAD2 199073.02000000 PA USD 200376.55000000 0.030243243328 Long ABS-CBDO USGSE US Y 2 2051-10-25 Variable 2.50000000 N N N N N N PBF HOLDING CO LLC N/A 69318FAK4 115000.00000000 PA USD 115849.85000000 0.017485455274 Long DBT CORP US Y 2 2025-05-15 Fixed 9.25000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4GS9 34086.00000000 PA USD 38815.45000000 0.005858495414 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 5.00000000 N N N N N N DIEBOLD NIXDORF INC 549300XZK6EWDBAZSY16 253651AC7 500000.00000000 PA USD 511875.00000000 0.077258342748 Long DBT CORP US N 2 2024-04-15 Fixed 8.50000000 N N N N N ASSUREDPARTNERS INC 549300HNDSDQWQ3L2P80 04621HAP8 987500.00000000 PA USD 990832.81000000 0.149548426552 Long LON CORP US N 2 2027-02-13 Variable 5.50000000 N N N N N N NGL ENRGY OP/FIN CORP N/A 62922LAA6 350000.00000000 PA USD 367500.00000000 0.055467528127 Long DBT CORP US Y 2 2026-02-01 Fixed 7.50000000 N N N N N N PUTNAM RE PTE LTD N/A 74686TAA0 250000.00000000 PA USD 249525.00000000 0.037661319608 Long DBT CORP SG Y 2 2024-06-07 Variable 5.54056000 N N N N N N GS Mortgage-Backed Securities N/A 36257LAA5 23118.22000000 PA USD 23230.14000000 0.003506172636 Long ABS-CBDO USGSE US Y 2 2049-11-25 Variable 4.00000000 N N N N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 80386WAC9 725000.00000000 PA USD 748925.00000000 0.113036785041 Long DBT CORP US N 2 2026-09-18 Fixed 4.37500000 N N N N N N MGM CHINA HOLDINGS LTD 529900VZFN87OS7WJM66 55300RAG6 700000.00000000 PA USD 713461.00000000 0.107684130844 Long DBT CORP KY Y 2 2027-02-01 Fixed 4.75000000 N N N N N N Horizon Aircraft Finance III L N/A 44040JAA6 933178.78000000 PA USD 917059.14000000 0.138413615353 Long ABS-O CORP KY Y 2 2039-11-15 Fixed 3.42500000 N N N N N N CME Group Inc N/A N/A -200.00000000 NC USD -29440625.00000000 -4.44353386468 N/A DIR US N 1 N/A N/A Short CME Group Inc US 10yr Ultra Fut Sep21 2021-09-21 -29054786.21000000 USD -385838.79000000 N N N ROLLS-ROYCE PLC X57JK1U580XATGR67572 77578JAC2 200000.00000000 PA USD 220298.00000000 0.033250028602 Long DBT CORP GB Y 2 2027-10-15 Fixed 5.75000000 N N N N N N Onslow Bay Financial LLC N/A 67112FAD2 76601.59000000 PA USD 76660.76000000 0.011570565609 Long ABS-CBDO USGSE US Y 2 2057-06-25 Variable 0.74150000 N N N N N N Neuberger Berman CLO Ltd 5493006JG853WBZS5J73 64133GAX8 500000.00000000 PA USD 500753.00000000 0.075579676496 Long ABS-O CORP KY Y 2 2031-07-20 Variable 2.94203000 N N N N N N MRCD Mortgage Trust N/A 55348UAS7 1500000.00000000 PA USD 1494135.00000000 0.225512857519 Long ABS-MBS CORP US Y 2 2036-12-15 Fixed 2.71752000 N N N N N N AECOM TECHNOLOGY 0EEB8GF0W0NPCIHZX097 00766WAV5 500000.00000000 PA USD 500470.00000000 0.075536962726 Long LON CORP US N 2 2028-04-13 Variable 1.85430000 N N N N N N REPUBLIC OF KAZAKHSTAN 5493007OEK8EF02UO833 486661AF8 850000.00000000 PA USD 1066325.00000000 0.160942617497 Long DBT NUSS KZ Y 2 2044-10-14 Fixed 4.87500000 N N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 BO3321904 326000.00000000 PA USD 334546.11000000 0.050493729976 Long DBT CORP IL Y 2 2028-03-30 Fixed 5.37500000 N N N N N N TIF Funding II LLC N/A 872480AF5 967708.34000000 PA USD 956810.98000000 0.144413442028 Long ABS-O CORP US Y 2 2046-02-20 Fixed 2.54000000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NBH1 1000000.00000000 PA USD 1120000.00000000 0.169043895244 Long DBT CORP NL N 2 2031-01-03 Fixed 5.60000000 N N N N N N Pioneer Aircraft Finance Limit N/A 72353PAA4 1341871.88000000 PA USD 1338150.60000000 0.201969812364 Long ABS-O CORP KY Y 2 2044-06-15 Fixed 3.96700000 N N N N N N Tesla Auto Lease Trust N/A 88165GAH3 1440000.00000000 PA USD 1511280.86000000 0.228100717306 Long ABS-O CORP US Y 2 2023-05-22 Fixed 5.48000000 N N N N N N ASGN INCORPORATED LZBNYYCBUKY537072438 00191UAA0 250000.00000000 PA USD 261867.50000000 0.039524198426 Long DBT CORP US Y 2 2028-05-15 Fixed 4.62500000 N N N N N CLARIOS GLOBAL LP 549300474L1ZLXZY2P98 18060TAA3 90000.00000000 PA USD 95848.20000000 0.014466565250 Long DBT CORP CA Y 2 2025-05-15 Fixed 6.75000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505EU4 1195000.00000000 PA USD 1378922.45000000 0.208123591239 Long DBT CORP US N 2 N/A Fixed 6.30000000 N N N N N N ALEN 2021-ACEN Mortgage Trust N/A 01449NAJ5 1500000.00000000 PA USD 1512432.30000000 0.228274506505 Long ABS-MBS USGSE US Y 2 2034-04-15 Variable 4.07300000 N N N N N N IG INVESTMENT HOLDINGS 549300E2BEZMEPIYGU19 44958AAJ6 568578.20000000 PA USD 570551.17000000 0.086114457333 Long LON CORP US N 2 2025-05-23 Variable 4.75000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAM6 625000.00000000 PA USD 623437.50000000 0.094096699501 Long DBT CORP CA Y 2 2028-09-01 Fixed 3.50000000 N N N N N N EMPRESAS PUBLIC MEDELLIN 549300SU25TO8EMXB434 29246BAF5 800000.00000000 PA USD 789536.00000000 0.119166286496 Long DBT CORP CO Y 2 2031-02-15 Fixed 4.37500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBD7 695000.00000000 PA USD 776094.20000000 0.117137488075 Long DBT CORP US N 2 2030-05-06 Fixed 3.70200000 N N N N N N MILEAGE PLUS HOLDINGS IN N/A 59921PAB2 350000.00000000 PA USD 374262.00000000 0.056488130644 Long LON CORP US N 2 2027-06-20 Variable 5.38450000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SAQ6 1070000.00000000 PA USD 1149998.48000000 0.173571627307 Long DBT CORP US N 2 2043-05-02 Fixed 4.50000000 N N N N N N Wells Fargo Mortgage Backed Se N/A 95003AAS3 481955.10000000 PA USD 486327.88000000 0.073402463572 Long ABS-CBDO USGSE US Y 2 2050-12-25 Variable 2.50000000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 75513EAD3 515000.00000000 PA USD 523348.24000000 0.078990022374 Long DBT CORP US N 2 2030-07-01 Fixed 2.25000000 N N N N N N PETSMART INC N/A N/A 1000000.00000000 PA USD 1002000.00000000 0.151233913424 Long LON CORP US N 2 2028-02-12 Variable 4.50000000 N N N N N N Morgan Stanley Capital Inc N/A 61744CFB7 176128.81000000 PA USD 174458.26000000 0.026331342703 Long ABS-O CORP US N 2 2034-08-25 Variable 0.91650000 N N N N N N MFT Trust N/A 55317BAC1 34356000.00000000 PA USD 420105.17000000 0.063407334240 Long ABS-MBS USGSE US Y 2 2042-02-10 Variable 0.23459000 N N N N N N BANQUE OUEST AFRICAINE D 529900LIZJABE4JJS826 06675QAB9 850000.00000000 PA USD 945601.20000000 0.142721526960 Long DBT NUSS N/A Y 2 2027-07-27 Fixed 5.00000000 N N N N N N ENN CLEAN ENERGY 3003009YZ3S5V395NR77 268733AA0 1250000.00000000 PA USD 1274262.50000000 0.192327050504 Long DBT CORP VG Y 2 2026-05-12 Fixed 3.37500000 N N N N N N JP Morgan Chase Commercial Mor N/A 46647TAS7 1500000.00000000 PA USD 1665403.95000000 0.251362831128 Long ABS-MBS USGSE US N 2 2050-03-15 Fixed 3.72320000 N N N N N N CAESARS RESORT COLLECTIO 549300V3UCT773B1KR38 12769LAD1 297750.00000000 PA USD 299052.66000000 0.045136630830 Long LON CORP US N 2 2025-07-20 Variable 4.60430000 N N N N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 23371DAG9 450000.00000000 PA USD 459936.00000000 0.069419083038 Long DBT CORP US Y 2 2028-03-20 Fixed 3.37500000 N N N N N N IMOLA MERGER CORP N/A 45258LAA5 1650000.00000000 PA USD 1697437.50000000 0.256197720477 Long DBT CORP US Y 2 2029-05-15 Fixed 4.75000000 N N N N N N BANCOLOMBIA SA 54930052NWJRPNMP1W58 05968LAM4 425000.00000000 PA USD 436475.00000000 0.065878066229 Long DBT CORP CO N 2 2025-01-29 Fixed 3.00000000 N N N N N N Countrywide Home Loans N/A 126694RG5 355099.96000000 PA USD 330010.76000000 0.049809200306 Long ABS-CBDO USGSE US N 2 2035-12-25 Fixed 5.50000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680AY9 1340000.00000000 PA USD 1426384.57000000 0.215287146276 Long DBT CORP US N 2 2029-09-01 Fixed 3.40000000 N N N N N N Angel Oak Mortgage Trust N/A 03464KAE8 1000000.00000000 PA USD 1003117.20000000 0.151402534709 Long ABS-CBDO USGSE US Y 2 2049-10-25 Variable 3.95700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BCHU7 1231874.45000000 PA USD 175508.85000000 0.026489910405 Long ABS-CBDO USGSE US N 2 2050-11-25 Fixed 2.50000000 N N N N N N GOODYEAR TIRE & RUBBER 5493002BI0S2ZQUY3437 382550BJ9 1000000.00000000 PA USD 1043750.00000000 0.157535326483 Long DBT CORP US N 2 2031-04-30 Fixed 5.25000000 N N N N N N LIFE TIME INC 549300PALKE96VYH4X17 53190FAA3 600000.00000000 PA USD 621750.00000000 0.093842001668 Long DBT CORP US Y 2 2026-01-15 Fixed 5.75000000 N N N N N N SUZANO AUSTRIA G 254900287ZNSGVP1R341 86964WAK8 1000000.00000000 PA USD 990370.00000000 0.149478573690 Long DBT CORP AT N 2 2032-01-15 Fixed 3.12500000 N N N N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 44332EAU0 493762.50000000 PA USD 494419.20000000 0.074623703082 Long LON CORP US N 2 2025-04-25 Variable 4.00000000 N N N N N N SANDERS RE II LTD 254900VRQU0N0MF3CT92 80001PAA3 300000.00000000 PA USD 299550.00000000 0.045211695375 Long DBT CORP BM Y 2 2025-04-07 Variable 3.54056000 N N N N N N Verus Securitization Trust N/A 92537KAC8 193621.42000000 PA USD 196722.29000000 0.029691698377 Long ABS-CBDO USGSE US Y 2 2059-11-25 Fixed 3.00000000 N N N N N N HOSTESS BRANDS LLC 549300SW7FLS4O41LD19 44108HAJ0 1753071.57000000 PA USD 1748276.92000000 0.263871018324 Long LON CORP US N 2 2025-08-03 Variable 3.00000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBF4 825000.00000000 PA USD 865139.08000000 0.130577214296 Long DBT CORP US N 2 2030-05-01 Fixed 2.87500000 N N N N N N WEBER-STEPHEN PRODUCTS L 549300XU8TJBBGLK8V26 94767KAN1 547873.43000000 PA USD 549585.53000000 0.082950070322 Long LON CORP US N 2 2027-10-30 Variable 4.00000000 N N N N N N OCI NV 549300NCMRGIBJYUOE57 67091GAE3 720000.00000000 PA USD 750826.80000000 0.113323827612 Long DBT CORP NL Y 2 2025-10-15 Fixed 4.62500000 N N N N N N COMM Mortgage Trust 549300YJIXJB9DCDOI21 12626BAD6 400000.00000000 PA USD 426916.32000000 0.064435355068 Long ABS-MBS USGSE US N 2 2046-08-10 Variable 4.21000000 N N N N N N ORGANON & CO/ORG 549300SH15FO4Y2G3V63 68622TAB7 975000.00000000 PA USD 1004445.00000000 0.151602942285 Long DBT CORP US Y 2 2031-04-30 Fixed 5.12500000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU 549300GADFYEKC4OLM57 92890PAE4 350000.00000000 PA USD 366614.92000000 0.055333941189 Long ABS-MBS USGSE US N 2 2046-06-15 Fixed 3.33700000 N N N N N N JP Morgan Chase Commercial Mor N/A 465968AM7 1000000.00000000 PA USD 1015770.90000000 0.153312383582 Long ABS-MBS USGSE US Y 2 2050-09-15 Variable 4.54475400 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RJZ6 1130000.00000000 PA USD 1173806.30000000 0.177164990370 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N AES ANDRES BV 7245003VZ59682IZLJ86 00109YAA3 675000.00000000 PA USD 698095.13000000 0.105364928595 Long DBT CORP NL Y 2 2028-05-04 Fixed 5.70000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDB9 340000.00000000 PA USD 380800.00000000 0.057474924383 Long DBT CORP US N 2 N/A Fixed 5.70000000 N N N N N N HOWARD HUGHES CORP 549300BVHY25JZC1KI49 44267DAF4 250000.00000000 PA USD 249095.00000000 0.037596418826 Long DBT CORP US Y 2 2031-02-01 Fixed 4.37500000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCF0 2015000.00000000 PA USD 2057818.75000000 0.310590801078 Long DBT CORP US N 2 N/A Fixed 3.95000000 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 251525AX9 1500000.00000000 PA USD 1584375.00000000 0.239132965650 Long DBT CORP DE N 2 N/A Fixed 6.00000000 N N N N Y Deutsche Bank AG USD XXXX N N N Sierra Receivables Funding Co N/A 82652QAC5 430389.23000000 PA USD 431860.69000000 0.065181618964 Long ABS-O CORP US Y 2 2037-11-20 Fixed 1.79000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CSS4 389998.05000000 PA USD 400320.34000000 0.060421169303 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.00000000 N N N N N N New Residential Mortgage Loan N/A 64830BAA5 1560100.37000000 PA USD 1668827.04000000 0.251879485117 Long ABS-CBDO CORP US Y 2 2057-08-27 Variable 4.00000000 N N N N N N THAIOIL TRSRY CENTER 549300NH03B9E8VGJR89 88322YAK7 500000.00000000 PA USD 489955.00000000 0.073949912227 Long DBT CORP TH Y 2 2030-06-18 Fixed 2.50000000 N N N N N N Neuberger Berman CLO Ltd 549300Y2YE54ON4DJE28 64134KAA8 660000.00000000 PA USD 657920.34000000 0.099301265209 Long ABS-O CORP KY Y 2 2033-04-16 Variable 6.03788000 N N N N N N ATP TOW / AND TELECOM N/A 00216DAA9 400000.00000000 PA USD 411200.00000000 0.062063258682 Long DBT CORP N/A Y 2 2026-04-27 Fixed 4.05000000 N N N N N AT&T INC 549300Z40J86GGSTL398 00206RHJ4 3950000.00000000 PA USD 4573535.11000000 0.690293026815 Long DBT CORP US N 2 2029-03-01 Fixed 4.35000000 N N N N N N Horizon Aircraft Finance III L N/A 44040JAB4 976190.50000000 PA USD 946644.63000000 0.142879013989 Long ABS-O CORP KY Y 2 2039-11-15 Fixed 4.45800000 N N N N N N MEDCO OAK TREE PTE LTD 254900AU06KP3JTGZL51 58405FAA3 750000.00000000 PA USD 819375.00000000 0.123669947916 Long DBT CORP SG Y 2 2026-05-14 Fixed 7.37500000 N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05565AHN6 2500000.00000000 PA USD 2738675.00000000 0.413353830187 Long DBT CORP FR Y 2 N/A Fixed 6.62500000 N N N N Y BNP Paribas SA USD XXXX N N N ENDO LUX FIN CO I SARL N/A 29280BAA3 225000.00000000 PA USD 220500.00000000 0.033280516876 Long DBT CORP LU Y 2 2029-04-01 Fixed 6.12500000 N N N N N N REPUBLIC OF EL SALVADOR 529900AKDMUSFSDOM949 283875AS1 975000.00000000 PA USD 879937.50000000 0.132810770153 Long DBT NUSS SV Y 2 2027-01-18 Fixed 6.37500000 N N N N N Ladder Capital Commercial Mort N/A 50184BAC2 190000.00000000 PA USD 212608.04000000 0.032089367180 Long ABS-MBS USGSE US Y 2 2036-02-15 Fixed 3.98510000 N N N N N N SUNOCO LP/FINANCE CORP N/A 86765LAR8 125000.00000000 PA USD 127187.50000000 0.019196670023 Long DBT CORP US Y 2 2029-05-15 Fixed 4.50000000 N N N N N N CINEMARK USA INC 54930008H2137JSCPQ09 172441BF3 740000.00000000 PA USD 758500.00000000 0.114481959413 Long DBT CORP US Y 2 2028-07-15 Fixed 5.25000000 N N N N N N LCPR SR SECURED FIN DAC 549300LE5FM8IKMXSP90 50201DAD5 425000.00000000 PA USD 439343.75000000 0.066311052545 Long DBT CORP IE Y 2 2029-07-15 Fixed 5.12500000 N N N N N N PQ CORP 2H1FRGMQKKSWC9PFJY28 69353FAX2 669970.66000000 PA USD 668717.81000000 0.100930949483 Long LON CORP US N 2 2027-02-07 Variable 2.43550000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 31325VDB7 236632.38000000 PA USD 46446.09000000 0.007010203546 Long ABS-CBDO USGSE US N 2 2044-03-15 Variable 5.84712000 N N N N N N Flagstar Mortgage Trust N/A 33850RBA9 92140.65000000 PA USD 93579.71000000 0.014124177405 Long ABS-CBDO USGSE US Y 2 2047-10-25 Variable 4.10584700 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAE0 850000.00000000 PA USD 925386.50000000 0.139670480863 Long DBT NUSS MX N 2 2028-01-11 Fixed 3.75000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBL5 150000.00000000 PA USD 162558.00000000 0.024535212074 Long DBT CORP US N 2 2027-07-15 Fixed 6.50000000 N N N N N N Impac Secured Assets Corp. N/A 45254TDY7 835699.62000000 PA USD 818790.66000000 0.123581752282 Long ABS-CBDO CORP US N 2 2030-10-25 Variable 8.00000000 N N N N N N Dryden Senior Loan Fund 549300VCB8LYR1RGV869 26244QAU7 1500000.00000000 PA USD 1500018.00000000 0.226400790765 Long ABS-O CORP KY Y 2 2030-07-18 Variable 3.58975000 N N N N N N CPT MORTGAGE TRUST N/A 12654YAL3 180000.00000000 PA USD 178338.56000000 0.026917004334 Long ABS-MBS CORP US Y 2 2039-11-13 Variable 3.09669300 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AGEJ7 293988.78000000 PA USD 69552.78000000 0.010497743621 Long ABS-CBDO USGSE US N 2 2043-09-25 Variable 5.85850000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102BZ9 500000.00000000 PA USD 516247.50000000 0.077918293134 Long DBT CORP US N 2 2027-05-15 Fixed 5.25000000 N N N N N N Cantor Commercial Real Estate N/A 12529WAQ9 750000.00000000 PA USD 752776.95000000 0.113618167748 Long ABS-MBS CORP US Y 2 2052-04-15 Variable 3.60300000 N N N N N N JP Morgan Mortgage Trust N/A 46649TAN6 407715.73000000 PA USD 412511.81000000 0.062261252854 Long ABS-CBDO USGSE US Y 2 2048-09-25 Variable 3.50000000 N N N N N N Verus Securitization Trust N/A 92537KAD6 600000.00000000 PA USD 611350.44000000 0.092272374765 Long ABS-CBDO USGSE US Y 2 2059-11-25 Variable 3.20700000 N N N N N N Castlelake Aircraft Securitiza N/A 14856GAA8 890498.48000000 PA USD 905429.56000000 0.136658339010 Long ABS-O CORP US Y 2 2046-01-15 Fixed 3.47400000 N N N N N N Ameriquest Mortgage Securities N/A 03072SNR2 752409.78000000 PA USD 714668.60000000 0.107866396386 Long ABS-O CORP US N 2 2034-02-25 Variable 0.70613000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAC9 625000.00000000 PA USD 662354.21000000 0.099970478294 Long DBT CORP IE N 2 2025-01-15 Fixed 3.50000000 N N N N N N SK HYNIX INC 988400XAIK6XISWQV045 78392BAB3 500000.00000000 PA USD 493210.00000000 0.074441196047 Long DBT CORP KR Y 2 2026-01-19 Fixed 1.50000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DQ0 1130000.00000000 PA USD 1096052.10000000 0.165429389620 Long DBT CORP US N 2 2031-02-28 Fixed 1.87500000 N N N N N N BANCOLOMBIA SA 54930052NWJRPNMP1W58 05968LAL6 675000.00000000 PA USD 685975.50000000 0.103535688002 Long DBT CORP CO N 2 2029-12-18 Fixed 4.62500000 N N N N Y Bancolombia SA USD XXXX N N N BX Commercial Mortgage Trust 2 N/A 056054AF6 905265.64000000 PA USD 906147.37000000 0.136766679545 Long ABS-MBS USGSE US Y 2 2036-10-15 Variable 1.32300000 N N N N N N COMM Mortgage Trust N/A 12592XAJ5 1000000.00000000 PA USD 842933.60000000 0.127225695693 Long ABS-MBS USGSE US Y 2 2048-03-10 Fixed 3.00000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDA6 1030000.00000000 PA USD 1084249.22000000 0.163647956754 Long DBT CORP US N 2 2030-02-01 Fixed 2.65000000 N N N N N N LIQUID TELECOM FINANCE 635400MXAVJRJJCWVI87 536333AB3 425000.00000000 PA USD 435178.75000000 0.065682420560 Long DBT CORP GB Y 2 2026-09-04 Fixed 5.50000000 N N N N N N Sequoia Mortgage Trust N/A 81748WAU0 199452.94000000 PA USD 200753.97000000 0.030300208102 Long ABS-CBDO CORP US Y 2 2051-06-25 Variable 2.50000000 N N N N N N MESSER INDUSTRIES USA 529900HNC1EZT3TC1260 D6000EAB8 2219030.90000000 PA USD 2206826.23000000 0.333080805399 Long LON CORP US N 2 2026-03-01 Variable 2.64600000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCA2 2470000.00000000 PA USD 2688323.30000000 0.405754144919 Long DBT CORP US N 2 N/A Fixed 5.75000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205AS3 1260000.00000000 PA USD 1264253.76000000 0.190816410864 Long DBT NUSS ZA N 2 2044-07-24 Fixed 5.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JAPZ5 886619.14000000 PA USD 961890.66000000 0.145180128541 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N SCIENTIFIC GAMES INTERNATIO RLTHESQ0RNFQJWPBJN60 80875AAP6 491116.71000000 PA USD 488184.74000000 0.073682723257 Long LON CORP US N 2 2024-08-14 Variable 2.85430000 N N N N N N DUN & BRADSTREET CORP RI37BMPWE56BCJ747E14 26483NAN0 1678813.74000000 PA USD 1672778.40000000 0.252475871979 Long LON CORP US N 2 2026-02-08 Variable 3.34500000 N N N N N N AMAGGI LUX INTL SARL N/A 02265WAA3 900000.00000000 PA USD 943659.00000000 0.142428386734 Long DBT CORP LU Y 2 2028-01-28 Fixed 5.25000000 N N N N N JP Morgan Mortgage Trust N/A 46649CAN3 131434.17000000 PA USD 134346.92000000 0.020277255956 Long ABS-CBDO USGSE US Y 2 2048-10-25 Variable 3.50000000 N N N N N N Sierra Receivables Funding Co N/A 82652MAD2 487998.98000000 PA USD 499387.75000000 0.075373616515 Long ABS-O CORP US Y 2 2036-05-20 Fixed 4.54000000 N N N N N N Bank N/A 06650AAK3 700000.00000000 PA USD 751147.95000000 0.113372299440 Long ABS-MBS CORP US N 2 2050-11-15 Variable 4.20599800 N N N N N N AXIS SPECIALTY FINANCE N/A 05463HAC5 2835000.00000000 PA USD 3006234.00000000 0.453737058372 Long DBT CORP US N 2 2040-01-15 Fixed 4.90000000 N N N N N N FORD MOTOR CREDI UDSQCVRUX5BONN0VY111 345397B69 795000.00000000 PA USD 810407.10000000 0.122316404391 Long DBT CORP US N 2 2031-06-17 Fixed 3.62500000 N N N N N N MILLICOM INTL CELLULAR 549300CTHC1CP86P2G96 600814AN7 936000.00000000 PA USD 973440.00000000 0.146923294095 Long DBT CORP LU Y 2 2028-01-15 Fixed 5.12500000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83370RAB4 900000.00000000 PA USD 932625.00000000 0.140763002502 Long DBT CORP FR Y 2 N/A Fixed 4.75000000 N N N N Y Societe Generale SA USD XXXX N N N PREGIS TOPCO LLC 549300LJXHJYHS1GM034 74045BAC1 246250.00000000 PA USD 246496.25000000 0.037204184163 Long LON CORP US N 2 2026-08-01 Variable 4.10430000 N N N N N N EMBRAER NETHERLANDS FINA 724500PBR8LR26XBSP67 29082HAC6 350000.00000000 PA USD 400312.50000000 0.060419985995 Long DBT CORP NL Y 2 2028-01-17 Fixed 6.95000000 N N N N N N ENLINK MIDSTREAM LLC 54930000GY1H533OBE23 29336TAA8 250000.00000000 PA USD 260905.00000000 0.039378926329 Long DBT CORP US N 2 2029-06-01 Fixed 5.37500000 N N N N N N MONGOLIA INTL BOND N/A 60937LAE5 200000.00000000 PA USD 196183.45000000 0.029610370152 Long DBT NUSS MN Y 2 2031-07-07 Fixed 4.45000000 N N N N N N BX Commercial Mortgage Trust 2 N/A 056054AH2 905265.64000000 PA USD 906138.86000000 0.136765395113 Long ABS-MBS USGSE US Y 2 2036-10-15 Variable 1.87300000 N N N N N N JP Morgan Chase Commercial Mor N/A 46641BAD5 335000.00000000 PA USD 358872.80000000 0.054165407151 Long ABS-MBS USGSE US N 2 2046-12-15 Fixed 4.16640000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137F72J3 1802662.20000000 PA USD 379783.25000000 0.057321464222 Long ABS-MBS USGSE US N 2 2055-10-25 Variable 2.80199500 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHT9 1060000.00000000 PA USD 1160937.10000000 0.175222615641 Long DBT CORP US N 2 2027-04-23 Fixed 3.55900000 N N N N N N BX Commercial Mortgage Trust 2 N/A 056054AA7 1448425.03000000 PA USD 1450317.11000000 0.218899333584 Long ABS-MBS USGSE US Y 2 2036-10-15 Variable 0.99300000 N N N N N N Flagstar Mortgage Trust N/A 33852FAW6 3000000.00000000 PA USD 3020625.00000000 0.455909121494 Long ABS-CBDO USGSE US Y 2 2051-06-01 Variable 2.50000000 N N N N N N KENNEDY-WILSON INC 5EA4464UK7FM5QNNKL62 489399AL9 275000.00000000 PA USD 283250.00000000 0.042751502971 Long DBT CORP US N 2 2029-03-01 Fixed 4.75000000 N N N N N N Neuberger Berman CLO Ltd 549300Y2YE54ON4DJE28 64134JAG8 1000000.00000000 PA USD 993448.00000000 0.149943142538 Long ABS-O CORP KY Y 2 2033-04-16 Variable 2.93788000 N N N N N N PETRONAS ENERGY CANADA 5493001PEB90YGTDC638 71675BAA8 500000.00000000 PA USD 505218.08000000 0.076253600170 Long DBT CORP CA Y 2 2028-03-23 Fixed 2.11200000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967ML2 2080000.00000000 PA USD 2146624.38000000 0.323994416806 Long DBT CORP US N 2 2031-01-29 Fixed 2.66600000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932RAJ3 1500000.00000000 PA USD 1521772.50000000 0.229684242032 Long LON CORP US N 2 2028-04-21 Variable 4.50000000 N N N N N N COMM Mortgage Trust N/A 12593JBL9 1240000.00000000 PA USD 1140004.91000000 0.172063277307 Long ABS-MBS USGSE US N 2 2048-08-10 Variable 3.46300000 N N N N N N JP Morgan Mortgage Trust N/A 46649KAN5 541277.14000000 PA USD 556915.07000000 0.084056332815 Long ABS-CBDO CORP US Y 2 2048-10-25 Variable 3.50000000 N N N N N N GS Mortgage Securities Trust N/A 36251XAY3 1000000.00000000 PA USD 1001209.90000000 0.151114662012 Long ABS-MBS USGSE US N 2 2049-11-10 Variable 3.93047600 N N N N N N Tricon American Homes N/A 89613DAE3 200000.00000000 PA USD 201621.02000000 0.030431073735 Long ABS-O CORP US Y 2 2034-09-17 Fixed 4.01100000 N N N N N N Extended Stay America Trust N/A 30227FAA8 1600000.00000000 PA USD 1604497.12000000 0.242170038458 Long ABS-MBS USGSE US Y 2 2038-07-15 Variable 1.15500000 N N N N N N BAUSCH HEALTH AMERICAS KOO0397YRO83WY5MGD97 C9413PAZ6 761403.43000000 PA USD 758978.36000000 0.114554159268 Long LON CORP US N 2 2025-06-02 Variable 3.10430000 N N N N N N OneDigital Borrower LLC N/A N/A 484375.01000000 PA USD 487000.32000000 0.073503956319 Long LON CORP US N 2 2027-10-29 Fixed 5.25000000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377REK6 700000.00000000 PA USD 698772.76000000 0.105467204679 Long ABS-O CORP US Y 2 2027-08-20 Fixed 2.13000000 N N N N N N ORBIA ADVANCE CORP SAB 549300MVHZ20SBIOEQ79 68560EAA6 1625000.00000000 PA USD 1643687.50000000 0.248085122826 Long DBT CORP MX Y 2 2026-05-11 Fixed 1.87500000 N N N N N N CEDAR FAIR/CAN/MAGNUM/MI N/A 150190AF3 375000.00000000 PA USD 391406.25000000 0.059075747431 Long DBT CORP US Y 2 2025-05-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335AHP6 2061974.95000000 PA USD 2239029.98000000 0.337941383383 Long ABS-MBS MUN US N 2 2045-10-01 Fixed 3.50000000 N N N N N N Tricon American Homes N/A 89612LAD8 305000.00000000 PA USD 315423.56000000 0.047607524316 Long ABS-O CORP US Y 2 2038-03-17 Fixed 3.19800000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAT5 450000.00000000 PA USD 432000.00000000 0.065202645308 Long DBT CORP US Y 2 2031-02-15 Fixed 3.75000000 N N N N N N MURPHY OIL CORP QBKYQD0ODE7DC7PDIN91 626717AM4 800000.00000000 PA USD 834960.00000000 0.126022223905 Long DBT CORP US N 2 2027-12-01 Fixed 5.87500000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780099CK1 2000000.00000000 PA USD 2365140.00000000 0.356975427142 Long DBT CORP GB N 2 N/A Fixed 8.00000000 N N N N Y Natwest Group PLC USD XXXX N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBJ6 275000.00000000 PA USD 283250.00000000 0.042751502971 Long DBT CORP US Y 2 2028-07-15 Fixed 4.00000000 N N N N N N FIRST COAST RE III PTE N/A 31971CAA1 500000.00000000 PA USD 500400.00000000 0.075526397482 Long DBT CORP SG Y 2 2025-04-07 Variable 6.04056000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 3132HT3C8 225696.64000000 PA USD 240205.58000000 0.036254720448 Long ABS-CBDO USGSE US N 2 2044-03-15 Fixed 3.50000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AP0 800000.00000000 PA USD 816000.00000000 0.123160552249 Long DBT CORP CA Y 2 2024-03-01 Fixed 6.50000000 N N N N N N Oak Street Investment Grade Ne N/A 67190AAE6 1000000.00000000 PA USD 1058089.20000000 0.159699571325 Long ABS-O CORP US Y 2 2051-01-20 Fixed 4.23000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAR0 555000.00000000 PA USD 575177.59000000 0.086812732384 Long DBT CORP US N 2 2031-03-24 Fixed 3.12500000 N N N N N N CHAMPIONX HOLDING INC N/A 15872EAB8 546250.00000000 PA USD 558199.22000000 0.084250152206 Long LON CORP US N 2 2027-06-03 Variable 6.00000000 N N N N N N JP Morgan Mortgage Trust N/A 46651XBT8 242851.45000000 PA USD 253846.94000000 0.038313638869 Long ABS-CBDO USGSE US Y 2 2050-06-25 Variable 3.88259900 N N N N N N OneDigital Borrower LLC N/A N/A 15624.99000000 PA USD 15709.68000000 0.002371094196 Long LON CORP US N 2 2027-10-29 Fixed 5.25000000 N N N N N N WASH MULTIFAM ACQ INC 549300AS7PRY5PHG6L12 93710WAA3 150000.00000000 PA USD 156615.00000000 0.023638222905 Long DBT CORP US Y 2 2026-04-15 Fixed 5.75000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAQ3 1000000.00000000 PA USD 1049640.00000000 0.158424316254 Long DBT NUSS MX N 2 2041-08-14 Fixed 4.28000000 N N N N N N BANISTMO SA 549300E94AMW3HSSMU17 06034LAB6 750000.00000000 PA USD 790312.50000000 0.119283485232 Long DBT CORP PA Y 2 2027-07-31 Fixed 4.25000000 N N N N N N ENLINK MIDSTREAM LLC 54930000GY1H533OBE23 29336TAC4 125000.00000000 PA USD 132048.75000000 0.019930388448 Long DBT CORP US Y 2 2028-01-15 Fixed 5.62500000 N N N N N N CNT HOLDINGS I CORP N/A 12656AAC3 475000.00000000 PA USD 475779.00000000 0.071810299496 Long LON CORP US N 2 2027-11-08 Variable 4.50000000 N N N N N N Navient Student Loan Trust N/A 63935BAB9 300000.00000000 PA USD 309030.87000000 0.046642662514 Long ABS-O CORP US Y 2 2069-01-15 Fixed 2.78000000 N N N N N N TRITON WATER HOLDINGS IN N/A 89680EAA7 175000.00000000 PA USD 175437.50000000 0.026479141403 Long DBT CORP US Y 2 2029-04-01 Fixed 6.25000000 N N N N N N COMM Mortgage Trust N/A 12591YAG0 1500000.00000000 PA USD 1515709.95000000 0.228769208937 Long ABS-MBS USGSE US Y 2 2047-06-10 Variable 4.92680900 N Y N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AL2 2000000.00000000 PA USD 2229260.00000000 0.336466780280 Long DBT CORP CH Y 2 N/A Fixed 6.37500000 N N N N Y Credit Suisse Group AG USD XXXX N N N COMM Mortgage Trust N/A 12592XBJ4 1615000.00000000 PA USD 1721337.74000000 0.259805032680 Long ABS-MBS USGSE US N 2 2048-03-10 Variable 4.24407000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CX1 2000000.00000000 PA USD 1910000.00000000 0.288280214212 Long DBT CORP US N 2 2039-08-15 Fixed 4.30000000 N N N N N N OGLETHORPE POWER CORP 3EERXCUSWMS9GV5D9M98 677050AJ5 2000000.00000000 PA USD 2218090.92000000 0.334781008146 Long DBT CORP US N 2 2042-12-01 Fixed 4.20000000 N N N N N N SELECT MEDICAL CORP 549300X05KS0JKR8CB50 816194AV6 1482456.29000000 PA USD 1471345.28000000 0.222073158376 Long LON CORP US N 2 2025-03-06 Variable 2.36000000 N N N N N N KENDALL RE LTD N/A 48878QAB6 250000.00000000 PA USD 250625.00000000 0.037827344862 Long DBT CORP BM Y 2 2024-05-02 Variable 4.04056000 N N N N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 36321PAB6 1000000.00000000 PA USD 980921.17000000 0.148052442415 Long DBT CORP JE Y 2 2036-03-31 Fixed 2.62500000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEA2 12000000.00000000 PA 236759.03000000 0.035734525594 Long DBT NUSS DO Y 2 2026-06-05 Fixed 9.75000000 N N N N N N Credit Suisse First Boston Mor N/A 22541QWN8 35526.34000000 PA USD 36276.13000000 0.005475230642 Long ABS-CBDO CORP US N 2 2033-09-25 Fixed 5.75000000 N N N N N N UBS-Barclays Commercial Mortga N/A 90270YAG4 1000000.00000000 PA USD 1015852.90000000 0.153324760010 Long ABS-MBS USGSE US Y 2 2046-03-10 Variable 3.64870000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAF8 775000.00000000 PA USD 778797.50000000 0.117545502684 Long DBT CORP FR Y 2 2029-07-15 Fixed 5.12500000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CT4 915000.00000000 PA USD 939017.96000000 0.141727905056 Long DBT CORP GB N 2 2032-05-24 Fixed 2.80400000 N N N N N N GENTIVA HEALTH SERVICES 549300STP29LPEN7S547 37249UAU0 1376490.52000000 PA USD 1375203.50000000 0.207562282495 Long LON CORP US N 2 2025-07-02 Variable 2.87500000 N N N N N N USI INC/NY N/A 90351NAE5 492327.37000000 PA USD 488327.21000000 0.073704226546 Long LON CORP US N 2 2024-05-16 Variable 3.14730000 N N N N N N JP Morgan Mortgage Trust N/A 46592TBP7 230000.00000000 PA USD 232012.50000000 0.035018122094 Long ABS-CBDO USGSE US Y 2 2051-12-25 Variable 2.50000000 N N N N N N ADT SEC CORP 5493009JEEDYLVRA0J13 74166NAA2 1275000.00000000 PA USD 1343518.50000000 0.202780000512 Long DBT CORP US Y 2 2032-07-15 Fixed 4.87500000 N N N N N N COMM Mortgage Trust N/A 12593QBJ8 2260000.00000000 PA USD 2449756.61000000 0.369746785496 Long ABS-MBS USGSE US N 2 2048-10-10 Variable 4.62451900 N N N N N N COMM Mortgage Trust N/A 12636FBP7 890000.00000000 PA USD 961785.09000000 0.145164194644 Long ABS-MBS USGSE US N 2 2048-10-10 Variable 4.77059400 N N N N N N CONSTELLIUM SE 724500KRJEMC79KAAU28 21039CAB0 300000.00000000 PA USD 297000.00000000 0.044826818649 Long DBT CORP FR Y 2 2029-04-15 Fixed 3.75000000 N N N N N N BROADCOM CRP / CAYMN FI N/A 11134LAH2 788000.00000000 PA USD 870722.55000000 0.131419938865 Long DBT CORP N/A N 2 2027-01-15 Fixed 3.87500000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAR0 425000.00000000 PA USD 462289.50000000 0.069774301616 Long DBT CORP US N 2 2029-11-15 Fixed 5.37500000 N N N N N N COMM Mortgage Trust N/A 12592GAG8 1500000.00000000 PA USD 1484490.90000000 0.224057253742 Long ABS-MBS USGSE US Y 2 2047-08-10 Variable 4.86490100 N N N N N N KINGDOM OF JORDAN 5493000JZ4MYPVMBVN50 418097AH4 450000.00000000 PA USD 483021.00000000 0.072903349397 Long DBT NUSS JO Y 2 2027-01-31 Fixed 5.75000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CG2 1465000.00000000 PA USD 1505531.94000000 0.227233021029 Long DBT CORP GB N 2 2026-06-04 Fixed 2.09900000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780BM7 250000.00000000 PA USD 289113.33000000 0.043636467384 Long DBT NUSS ID Y 2 2043-04-15 Fixed 4.62500000 N N N N N N LIVE NATION ENTERTAINMEN 5493007B9BM9ZXJINO78 538034AV1 225000.00000000 PA USD 249705.00000000 0.037688487376 Long DBT CORP US Y 2 2027-05-15 Fixed 6.50000000 N N N N N N ANGLOGOLD HOLDINGS PLC 213800745ZIXC4L6A131 03512TAE1 675000.00000000 PA USD 695776.50000000 0.105014973017 Long DBT CORP IM N 2 2030-10-01 Fixed 3.75000000 N N N N N N Start Ltd. N/A 85573LAB7 1294128.78000000 PA USD 1216576.30000000 0.183620354120 Long ABS-O CORP BM Y 2 2044-03-15 Fixed 5.09500000 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LAU3 275000.00000000 PA USD 268125.00000000 0.040468655725 Long DBT CORP US Y 2 2029-01-15 Fixed 5.37500000 N N N N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 98919XAB7 311776.32000000 PA USD 308878.36000000 0.046619643867 Long LON CORP US N 2 2027-03-09 Variable 3.10430000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2G7 1560000.00000000 PA USD 1651989.66000000 0.249338184848 Long DBT CORP US N 2 2030-10-30 Fixed 2.87900000 N N N N N N GS Mortgage-Backed Securities N/A 36262LAD2 3000000.00000000 PA USD 3026250.00000000 0.456758114272 Long ABS-CBDO USGSE US Y 2 2051-11-25 Variable 2.50000000 N N N N N N GS Mortgage Securities Trust N/A 36264KAV2 1000000.00000000 PA USD 996620.20000000 0.150421929185 Long ABS-MBS USGSE US N 2 2053-12-12 Fixed 2.01200000 N N N N N N DEVELOPMENT BANK OF KAZA 213800LCDPGJ1BI7KX98 25159XAD5 675000.00000000 PA USD 671625.00000000 0.101369737628 Long DBT CORP KZ Y 2 2031-05-06 Fixed 2.95000000 N N N N N N JP Morgan Mortgage Trust N/A 46653PBM8 353220.42000000 PA USD 358064.13000000 0.054043352930 Long ABS-CBDO USGSE US Y 2 2051-10-25 Variable 2.50000000 N N N N N N Natixis Commercial Mortgage Se N/A 63875FAL0 1500000.00000000 PA USD 1484936.85000000 0.224124561889 Long ABS-MBS USGSE US Y 2 2036-07-15 Variable 3.57300000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 760942AY8 250000.00000000 PA USD 294492.50000000 0.044448356536 Long DBT NUSS UY N 2 2045-11-20 Fixed 4.12500000 N N N N N N QUICKEN LOANS INC 549300FGXN1K3HLB1R50 74840LAB8 2000000.00000000 PA USD 2100000.00000000 0.316957303584 Long DBT CORP US Y 2 2028-01-15 Fixed 5.25000000 N N N N N N Citigroup Commercial Mortgage N/A 17323VBE4 1690000.00000000 PA USD 1807838.46000000 0.272860763617 Long ABS-MBS USGSE US N 2 2048-04-10 Variable 4.28820300 N N N N N N SAKA ENERGI INDONESIA PT 25490049636XFM5KBR83 69371EAA3 665000.00000000 PA USD 630087.50000000 0.095100397629 Long DBT CORP ID Y 2 2024-05-05 Fixed 4.45000000 N N N N N N NCR CORP 549300YKTY8JX1DV2R67 62886EAY4 250000.00000000 PA USD 258517.50000000 0.039018576061 Long DBT CORP US Y 2 2028-10-01 Fixed 5.00000000 N N N N N N American Homes 4 Rent N/A 02665UAA3 2129846.91000000 PA USD 2263852.62000000 0.341687915308 Long ABS-O CORP US Y 2 2036-10-17 Fixed 3.78600000 N N N N N N PLAZE INC 54930069WJQSNERFIV02 72819QAM4 498734.18000000 PA USD 492500.00000000 0.074334034292 Long LON CORP US N 2 2026-08-03 Variable 3.60430000 N N N N N N BENCHMARK Mortgage Trust N/A 08160BAD6 1000000.00000000 PA USD 1156343.30000000 0.174529263993 Long ABS-MBS USGSE US N 2 2051-07-15 Fixed 4.20760000 N N N N N N AMSR Trust N/A 00180AAC3 1482000.00000000 PA USD 1510874.10000000 0.228039324186 Long ABS-O CORP US Y 2 2037-04-17 Fixed 2.41900000 N N N N N N REGENCY CENTERS LP 5493008PTR2GAOYBXW28 75884RAZ6 1335000.00000000 PA USD 1405842.82000000 0.212186737852 Long DBT CORP US N 2 2029-09-15 Fixed 2.95000000 N N N N N N NBM US HOLDINGS INC 5493008K1QMSP0J8UC24 62877VAB7 600000.00000000 PA USD 674100.00000000 0.101743294450 Long DBT CORP US Y 2 2029-08-06 Fixed 6.62500000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754PAC4 877236.98000000 PA USD 873813.47000000 0.131886457755 Long ABS-CBDO USGSE US Y 2 2039-11-25 Variable 2.24150000 N N N N N N SUNOCO LP/FINANCE CORP N/A 86765LAQ0 500000.00000000 PA USD 522875.00000000 0.078918595291 Long DBT CORP US N 2 2027-04-15 Fixed 6.00000000 N N N N N N SKYMILES IP LTD 2549008L7P4I8VB90936 24736CBS2 175000.00000000 PA USD 185073.88000000 0.027933579985 Long LON CORP KY N 2 2027-10-20 Variable 4.75000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AP4 745000.00000000 PA USD 799615.95000000 0.120687674007 Long DBT CORP US N 2 2030-01-15 Fixed 4.00000000 N N N N N N Sequoia Mortgage Trust 549300I3GDJZU6IW8K79 81748HAU3 33669.63000000 PA USD 34138.09000000 0.005152531883 Long ABS-CBDO USGSE US Y 2 2048-11-25 Variable 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413HVV7 15337.28000000 PA USD 15374.53000000 0.002320509320 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 2.15600000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAD6 350000.00000000 PA USD 351564.50000000 0.053062350455 Long DBT CORP US Y 2 2029-03-15 Fixed 4.00000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBU8 1025000.00000000 PA USD 998287.34000000 0.150673554042 Long DBT CORP US N 2 2050-09-25 Fixed 3.98400000 N N N N N N MOSS CREEK RESOURCES HLD 54930037SLMSPWKYIX36 61965RAB1 1000000.00000000 PA USD 989000.00000000 0.149271796783 Long DBT CORP US Y 2 2027-05-15 Fixed 10.50000000 N N N N N ENDO LUXEMBOURG FINANCE 222100B15VY0VVCTG251 L2968EAE2 1428295.38000000 PA USD 1382325.69000000 0.208637249227 Long LON CORP LU N 2 2028-03-25 Variable 5.75000000 N N N N N N MARRIOTT OWNERSHIP RESOR BW4532OH033VURR0IT68 57164PAH9 215000.00000000 PA USD 217956.25000000 0.032896583475 Long DBT CORP US Y 2 2029-06-15 Fixed 4.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61761JZN2 4635000.00000000 PA USD 5179001.65000000 0.781677332496 Long DBT CORP US N 2 2027-04-23 Fixed 3.95000000 N N N N N N ARCHES BUYER INC N/A 039524AB9 100000.00000000 PA USD 103000.00000000 0.015546001080 Long DBT CORP US Y 2 2028-12-01 Fixed 6.12500000 N N N N N N Bank N/A 06540VBA2 1250000.00000000 PA USD 1347134.88000000 0.203325828156 Long ABS-MBS USGSE US N 2 2062-11-15 Fixed 2.92900000 N N N N N N BANGKOK BANK PCL/HK 549300CCL2BKJGMYXV60 06000BAA0 750000.00000000 PA USD 789750.00000000 0.119198585955 Long DBT CORP TH Y 2 N/A Fixed 5.00000000 N N N N Y Bangkok Bank PCL/Hong Kong USD XXXX N N N REPUBLIC OF KENYA 549300VVURQQYU45PR87 491798AL8 225000.00000000 PA USD 224437.50000000 0.033874811820 Long DBT NUSS KE Y 2 2034-01-23 Fixed 6.30000000 N N N N N N Sierra Receivables Funding Co N/A 82652NAD0 881372.64000000 PA USD 895452.30000000 0.135152450712 Long ABS-O CORP US Y 2 2036-08-20 Fixed 4.18000000 N N N N N N COMM Mortgage Trust N/A 12592MBM1 750000.00000000 PA USD 812592.98000000 0.122646323739 Long ABS-MBS USGSE US N 2 2047-10-10 Variable 4.18800000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAJ9 1620000.00000000 PA USD 1828706.30000000 0.276010389474 Long DBT CORP US N 2 2025-06-01 Fixed 4.87500000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GG2 1575000.00000000 PA USD 1656745.21000000 0.250055949756 Long DBT CORP US N 2 2047-04-01 Fixed 4.00000000 N N N N N N DISCOVER FINANCIAL SVS Z1YLO2USPORE63VVUL20 254709AQ1 1500000.00000000 PA USD 1683300.00000000 0.254063918630 Long DBT CORP US N 2 N/A Fixed 6.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4HQ2 164101.45000000 PA USD 186536.35000000 0.028154313579 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.50000000 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 68205LAD5 250000.00000000 PA USD 280000.00000000 0.042260973811 Long DBT NUSS OM Y 2 2027-10-28 Fixed 6.75000000 N N N N N N SERVPRO MASTER ISSUER, LLC N/A 817743AA5 1797625.00000000 PA USD 1891245.31000000 0.285449530416 Long ABS-O CORP US Y 2 2049-10-25 Fixed 3.88200000 N N N N N N Myers Park CLO LTD N/A 62848FAE2 1000000.00000000 PA USD 1000068.00000000 0.150942312705 Long ABS-O CORP KY Y 2 2030-10-20 Variable 1.78825000 N N N N N N SLG Office Trust N/A 78449RAL9 1155000.00000000 PA USD 1130549.81000000 0.170636199688 Long ABS-MBS USGSE US Y 2 2041-07-15 Fixed 2.85061000 N N N N N N ANADOLU EFES BIR 7890006LGARYVIPOJX03 032523AB8 1000000.00000000 PA USD 1001300.00000000 0.151128260989 Long DBT CORP TR Y 2 2028-06-29 Fixed 3.37500000 N N N N N N ARDAGH METAL PACKAGING N/A 03969YAB4 200000.00000000 PA USD 198315.00000000 0.029932089362 Long DBT CORP N/A Y 2 2029-09-01 Fixed 4.00000000 N N N N N Taco Bell Funding, LLC N/A 87342RAB0 1776000.00000000 PA USD 1785803.52000000 0.269534984966 Long ABS-O CORP US Y 2 2046-05-25 Fixed 4.37700000 N N N N N N Hudson Yards N/A 44421GAJ2 500000.00000000 PA USD 526904.25000000 0.079526738250 Long ABS-MBS USGSE US Y 2 2039-07-10 Variable 3.55789700 N N N N N N SLG Office Trust N/A 78449RAC9 40180000.00000000 PA USD 862861.48000000 0.130233451460 Long ABS-MBS USGSE US Y 2 2041-07-15 Variable 0.25799000 N N N N N N GS Mortgage Securities Trust N/A 36257HBA3 1000000.00000000 PA USD 1038327.00000000 0.156716821980 Long ABS-MBS USGSE US Y 2 2052-07-10 Variable 3.66801300 N N N N N N Oportun Funding LLC N/A 68377BAD9 500000.00000000 PA USD 499998.55000000 0.075465805811 Long ABS-O CORP US Y 2 2028-03-08 Fixed 5.40000000 N N N N N N Servpro Master Issuer, LLC N/A 817743AE7 1000000.00000000 PA USD 1009040.00000000 0.152296475051 Long ABS-O CORP US Y 2 2051-04-25 Fixed 2.39400000 N N N N N N Neuberger Berman CLO Ltd 5493007OZE2103TZO049 64132JAU9 1500000.00000000 PA USD 1500582.00000000 0.226485916441 Long ABS-O CORP KY Y 2 2031-04-20 Variable 0.00000000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756CC2 500000.00000000 PA USD 504200.00000000 0.076099939270 Long DBT NUSS BR N 2 2030-06-12 Fixed 3.87500000 N N N N N N AHP HEALTH PARTN 549300QMM8MQ6SM5KX05 00150LAB7 370000.00000000 PA USD 375087.50000000 0.056612725051 Long DBT CORP US Y 2 2029-07-15 Fixed 5.75000000 N N N N N N ANTERO MIDSTREAM PART/FI N/A 03690EAA6 900000.00000000 PA USD 1005849.00000000 0.151814850882 Long DBT CORP US Y 2 2026-05-15 Fixed 7.87500000 N N N N N N BRF SA 254900MTXR9LUVQFU480 10552TAG2 750000.00000000 PA USD 787500.00000000 0.118858988844 Long DBT CORP BR Y 2 2030-01-24 Fixed 4.87500000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AS6 2000000.00000000 PA USD 2014600.00000000 0.304067706571 Long DBT CORP US N 2 N/A Fixed 5.37500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MS7 970000.00000000 PA USD 997181.58000000 0.150506659419 Long DBT CORP US N 2 2031-06-03 Fixed 2.57200000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746RN3 500000.00000000 PA USD 559955.00000000 0.084515155680 Long DBT CORP US N 2 N/A Fixed 5.87500000 N N N N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 536797AE3 450000.00000000 PA USD 475920.00000000 0.071831580915 Long DBT CORP US Y 2 2027-12-15 Fixed 4.62500000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89832QAF6 2000000.00000000 PA USD 2247500.00000000 0.339219780859 Long DBT CORP US N 2 N/A Fixed 5.10000000 N N N N N N PRIME SECURITY SERVICES BOR 549300O6QPZVWXV2DC15 03765VAK6 446768.49000000 PA USD 446873.48000000 0.067447530125 Long LON CORP US N 2 2026-09-23 Variable 3.50000000 N N N N N N JP Morgan Mortgage Trust N/A 46591DBF5 108883.70000000 PA USD 109589.43000000 0.016540557254 Long ABS-CBDO USGSE US Y 2 2049-10-25 Variable 1.04150000 N N N N N N CHURCHILL DOWNS INC 529900FODTBQC8MIS994 171484AE8 225000.00000000 PA USD 232809.75000000 0.035138452670 Long DBT CORP US Y 2 2028-01-15 Fixed 4.75000000 N N N N N N GS Mortgage-Backed Securities N/A 36257LAD9 60247.48000000 PA USD 60445.27000000 0.009123128473 Long ABS-CBDO USGSE US Y 2 2049-11-25 Variable 4.00000000 N N N N N N Citigroup Commercial Mortgage N/A 17323VBD6 2750000.00000000 PA USD 2930115.38000000 0.442248319064 Long ABS-MBS USGSE US N 2 2048-04-10 Variable 3.75800000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PDJ4 1000000.00000000 PA USD 1158600.00000000 0.174869872348 Long DBT NUSS DO Y 2 2026-01-29 Fixed 6.87500000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGJ7 725000.00000000 PA USD 741040.67000000 0.111846786956 Long DBT CORP US N 2 2031-03-21 Fixed 2.55000000 N N N N N N VITALITY RE XII LTD N/A 92849VAA1 500000.00000000 PA USD 498100.00000000 0.075179253769 Long DBT CORP KY Y 2 2025-01-07 Variable 2.29056000 N N N N N N NEWS CORP 549300ITS31QK8VRBQ14 65249BAA7 325000.00000000 PA USD 328250.00000000 0.049543445191 Long DBT CORP US Y 2 2029-05-15 Fixed 3.87500000 N N N N N N MADISON IAQ LLC 549300IXDNBXNHUPBU73 55760LAA5 565000.00000000 PA USD 570650.00000000 0.086129373947 Long DBT CORP US Y 2 2028-06-30 Fixed 4.12500000 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 98313RAH9 1000000.00000000 PA USD 1042500.00000000 0.157346661422 Long DBT CORP KY Y 2 2028-08-26 Fixed 5.62500000 N N N N N N CABLEVISION LIGHTPATH 5493002ZVBLRLGES1R71 12687HAB3 174125.00000000 PA USD 174429.72000000 0.026327035102 Long LON CORP US N 2 2027-12-01 Variable 3.75000000 N N N N N N AMCOR FLEXIBLES NORTH AM PTVU09TE3QPJPL7K4E13 02344AAA6 1910000.00000000 PA USD 1948038.74000000 0.294021479194 Long DBT CORP US N 2 2031-05-25 Fixed 2.69000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724AU6 450000.00000000 PA USD 495000.00000000 0.074711364416 Long DBT NUSS UA Y 2 2027-09-01 Fixed 7.75000000 N N N N N N ALPEK SA DE CV 549300PWKJTP62D4IQ66 020564AD2 500000.00000000 PA USD 542505.00000000 0.081881391419 Long DBT CORP MX Y 2 2029-09-18 Fixed 4.25000000 N N N N N N AGRIUM INC 549300PKXJDXRXJ9S290 008916AP3 2185000.00000000 PA USD 2303143.23000000 0.347618127594 Long DBT CORP CA N 2 2025-03-15 Fixed 3.37500000 N N N N N N AEGION CORP 549300AG3DVJURRIT691 00771PAJ0 500000.00000000 PA USD 506250.00000000 0.076409349971 Long LON CORP US N 2 2028-05-17 Variable 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4HP4 40062.97000000 PA USD 47435.59000000 0.007159550809 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 6.00000000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NBE8 593000.00000000 PA USD 647265.43000000 0.097693097807 Long DBT CORP NL N 2 2030-01-15 Fixed 5.09300000 N N N N N N STAPLES INC XQM2JINI1UL7642TU573 855031AQ3 1960000.00000000 PA USD 1913459.80000000 0.288802408916 Long LON CORP US N 2 2026-04-12 Variable 5.17560000 N N N N N N SANTOS FINANCE LTD 213800BKUBSWG53XNS94 803014AA7 665000.00000000 PA USD 680656.68000000 0.102732907599 Long DBT CORP AU Y 2 2031-04-29 Fixed 3.64900000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABX2 1100000.00000000 PA USD 1085117.00000000 0.163778932568 Long DBT CORP US N 2 2031-11-15 Fixed 2.25000000 N N N N N N WENDYS FUNDING LLC 5493009DRVSTWJOXUL48 95058XAK4 870000.00000000 PA USD 877560.30000000 0.132451974485 Long ABS-O CORP US Y 2 2051-06-15 Fixed 2.37000000 N N N N N N JP Morgan Mortgage Trust N/A 46650QAZ1 62434.49000000 PA USD 66448.56000000 0.010029217335 Long ABS-CBDO USGSE US Y 2 2049-09-25 Variable 4.72453300 N N N N N N CTR PARTNERSHIP/CARETRST N/A 126458AE8 375000.00000000 PA USD 382920.00000000 0.057794900327 Long DBT CORP US Y 2 2028-06-30 Fixed 3.87500000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEF1 600000.00000000 PA USD 618000.00000000 0.093276006483 Long DBT NUSS DO Y 2 2032-09-23 Fixed 4.87500000 N N N N N N CLEARWAY ENERGY OP LLC 549300Z3NFMM54NWBB87 18539UAC9 174000.00000000 PA USD 182482.50000000 0.027542457691 Long DBT CORP US Y 2 2028-03-15 Fixed 4.75000000 N N N N N N COMM Mortgage Trust N/A 12593PBB7 550000.00000000 PA USD 517984.01000000 0.078180388147 Long ABS-MBS USGSE US N 2 2048-08-10 Variable 3.93156200 N N N N N N 2021-06-30 Nuveen Investment Funds, Inc. E. Scott Wickerham E. Scott Wickerham Funds Treasurer