NPORT-P false 0000855396 XXXXXXXX S000028721 C000087852 LORD ABBETT SERIES FUND INC 811-05876 0000855396 549300MNKALF1QZZNY95 30 HUDSON STREET JERSEY CITY 07302 201-827-2000 Total Return Portfolio S000028721 549300WNI7Z4R98NYC03 2025-12-31 2025-12-31 N 920808417.97 260815301.51 659993116.46 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 184866742.10000000 0.00000000 0.00000000 506574.88000000 USD N Barc Capital US Corp Inv Grade BCF2T AB Bsl CLO 1 Ltd N/A 00037QAN9 1000000.00000000 PA USD 1000967.00000000 0.151663248454 Long ABS-CBDO CORP KY N 2 2038-04-20 Floating 5.43400000 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 00084DAV2 800000.00000000 PA USD 732833.10000000 0.111036476248 Long DBT CORP NL N 2 2037-03-13 Fixed 3.32400000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCC7 1193000.00000000 PA USD 1166101.75000000 0.176683926077 Long DBT CORP US N 2 2030-07-15 Fixed 3.95000000 N N N N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 00135TAD6 1224000.00000000 PA USD 1300206.56000000 0.197003048603 Long DBT CORP IE N 2 2029-09-13 Fixed 6.60800000 N N N N N N COREBRIDGE GLOB FUNDING 54930057MDZ7KOVOTV71 00138CBH0 796000.00000000 PA USD 801265.02000000 0.121405057116 Long DBT CORP US N 2 2032-08-21 Fixed 4.90000000 N N N N N N AS MILEAGE PLAN IP LTD N/A 00218QAB6 1693000.00000000 PA USD 1708866.34000000 0.258921842877 Long DBT CORP KY N 2 2031-10-20 Fixed 5.30800000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDR7 1154000.00000000 PA USD 1166478.42000000 0.176740997884 Long DBT CORP US N 2 2027-03-15 Fixed 4.80000000 N N N N N N ADVANCE AUTO PARTS 529900UCNQ5H9FSL0Y70 00751YAK2 955000.00000000 PA USD 963757.35000000 0.146025363896 Long DBT CORP US N 2 2030-08-01 Fixed 7.00000000 N N N N N N OSAIC HOLDINGS INC 549300XL60BDV6UW5C86 00791GAB3 644000.00000000 PA USD 673095.80000000 0.101985275787 Long DBT CORP US N 2 2032-08-01 Fixed 6.75000000 N N N N N N AETHON UN/AETHIN UN FIN N/A 00810GAD6 618000.00000000 PA USD 647778.95000000 0.098149349416 Long DBT CORP US N 2 2029-10-01 Fixed 7.50000000 N N N N N N Affirm Master Trust N/A 00833BAN8 1010000.00000000 PA USD 1014187.86000000 0.153666429953 Long ABS-O CORP US N 2 2034-10-16 Fixed 4.45000000 N N N N N N Affirm Inc N/A 00834BAA5 485000.00000000 PA USD 485771.34000000 0.073602485826 Long ABS-O CORP US N 2 2029-02-15 Fixed 5.61000000 N N N N N N Affirm Inc N/A 00834BAF4 1130000.00000000 PA USD 1131811.16000000 0.171488327949 Long ABS-O CORP US N 2 2029-02-15 Fixed 5.61000000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAU5 1114000.00000000 PA USD 1083437.87000000 0.164158965143 Long DBT CORP BM N 2 2028-01-26 Fixed 2.85000000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAX9 998000.00000000 PA USD 1049511.42000000 0.159018540318 Long DBT CORP BM N 2 2028-07-18 Fixed 6.50000000 N N N N N N ALA Trust N/A 009920AA7 600000.00000000 PA USD 603222.72000000 0.091398335066 Long ABS-MBS CORP US N 2 2040-06-15 Floating 5.49400000 N N N N N N ALBERTSONS COS/SAFEWAY 549300YKWOC0AOR16R51 01309QAD0 687000.00000000 PA USD 690637.67000000 0.104643162599 Long DBT CORP US N 2 2034-03-31 Fixed 5.75000000 N N N N N N ATI INC ZW1LRE7C3H17O2ZN9B45 01741RAN2 626000.00000000 PA USD 661723.94000000 0.100262248726 Long DBT CORP US N 2 2030-08-15 Fixed 7.25000000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAE3 631000.00000000 PA USD 644648.82000000 0.097675082348 Long DBT CORP US N 2 2028-04-15 Fixed 6.75000000 N N N N N N ALLIED UNIVERSAL N/A 019576AC1 749000.00000000 PA USD 741863.90000000 0.112404793549 Long DBT CORP US N 2 2029-06-01 Fixed 6.00000000 N N N N N N ALLIED UNIVERSAL HOLDCO 98450038B4549046D794 019576AD9 633000.00000000 PA USD 667481.88000000 0.101134672976 Long DBT CORP US N 2 2031-02-15 Fixed 7.87500000 N N N N N N UMBS, TBA N/A 01F020620 5076000.00000000 PA USD 4103410.28000000 0.621735314757 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 2.00000000 N N N N N N UMBS, TBA N/A 01F022626 9096000.00000000 PA USD 7689673.17000000 1.165114147136 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 2.50000000 N N N N N N UMBS, TBA N/A 01F030611 1028000.00000000 PA USD 909418.60000000 0.137792134087 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 3.00000000 N N N N N N UMBS, TBA N/A 01F032625 2059000.00000000 PA USD 1897255.89000000 0.287466011793 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 3.50000000 N N N N N N UMBS, TBA N/A 01F040610 1699000.00000000 PA USD 1611771.54000000 0.244210356108 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 4.00000000 N N N N N N UMBS, TBA N/A 01F040628 1983000.00000000 PA USD 1879951.28000000 0.284844073841 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 4.00000000 N N N N N N UMBS, TBA N/A 01F042418 909000.00000000 PA USD 909461.60000000 0.137798649306 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 4.50000000 N N N N N N UMBS, TBA N/A 01F042426 3729000.00000000 PA USD 3729291.31000000 0.565050031128 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 4.50000000 N N N N N N UMBS, TBA N/A 01F042624 2367000.00000000 PA USD 2308864.23000000 0.349831562241 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 4.50000000 N N N N N N UMBS, TBA N/A 01F050411 489000.00000000 PA USD 495300.45000000 0.075046305430 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 5.00000000 N N N N N N UMBS, TBA N/A 01F050429 6106000.00000000 PA USD 6182525.28000000 0.936756024541 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 5.00000000 N N N N N N UMBS, TBA N/A 01F050627 11549000.00000000 PA USD 11507044.56000000 1.743509784120 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.00000000 N N N N N N UMBS, TBA N/A 01F052425 2366000.00000000 PA USD 2425361.97000000 0.367482919065 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 5.50000000 N N N N N N UMBS, TBA N/A 01F052615 228000.00000000 PA USD 231223.66000000 0.035034253272 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.50000000 N N N N N N UMBS, TBA N/A 01F052623 2820000.00000000 PA USD 2857007.48000000 0.432884436026 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N UMBS, TBA N/A 01F060626 3270000.00000000 PA USD 3355993.74000000 0.508489203342 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.00000000 N N N N N N UMBS, TBA N/A 01F062614 271000.00000000 PA USD 281676.54000000 0.042678708758 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 6.50000000 N N N N N N UMBS, TBA N/A 01F062622 757000.00000000 PA USD 786912.11000000 0.119230351101 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.50000000 N N N N N N UMBS, TBA N/A 01F070625 737000.00000000 PA USD 775775.02000000 0.117542895623 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 7.00000000 N N N N N N Alpha Generation LLC 254900K5V62L4YGVKF49 02072UAC6 1409296.48000000 PA USD 1415532.62000000 0.214476876303 Long LON CORP US N 2 2031-09-30 Floating 5.71600000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02090DAA6 677694.00000000 PA USD 700125.74000000 0.106080763956 Long DBT CORP FR N 2 2029-11-01 Fixed 9.50000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBS1 1136000.00000000 PA USD 1155116.29000000 0.175019445080 Long DBT CORP US N 2 2028-02-04 Fixed 4.87500000 N N N N N N American Airlines, Inc. IWUQB36BXD6OWD6X4T14 02376CBS3 440237.34000000 PA USD 441833.20000000 0.066945122453 Long LON CORP KY N 2 2028-04-20 Floating 6.13400000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03065WAF2 770000.00000000 PA USD 774618.08000000 0.117367599855 Long ABS-O CORP US N 2 2028-04-18 Fixed 5.32000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03067FAD2 1205000.00000000 PA USD 1209249.31000000 0.183221503352 Long ABS-O CORP US N 2 2030-05-20 Fixed 4.12000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DP2 1618000.00000000 PA USD 1656185.29000000 0.250939782354 Long DBT CORP US N 2 2028-03-02 Fixed 5.15000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863BB5 1083000.00000000 PA USD 1070267.47000000 0.162163429179 Long DBT CORP GB N 2 2029-03-16 Fixed 3.87500000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863BE9 1160000.00000000 PA USD 1219253.64000000 0.184737326737 Long DBT CORP GB N 2 2034-04-05 Fixed 5.75000000 N N N N N N ANTERO RESOURCES CORP APVBKPOULHUX7YZLKU17 03674XAQ9 1160000.00000000 PA USD 1181930.96000000 0.179082316242 Long DBT CORP US N 2 2029-02-01 Fixed 7.62500000 N N N N N N ANTOFAGASTA PLC 213800MY6QVH4FVLD628 03718NAC0 975000.00000000 PA USD 1051189.43000000 0.159272786909 Long DBT CORP GB N 2 2034-05-02 Fixed 6.25000000 N N N N N N Prime Security Services Borrower, LLC 549300O6QPZVWXV2DC15 03765VAQ3 936283.21000000 PA USD 935052.00000000 0.141676023079 Long LON CORP US N 2 2032-03-07 Floating 5.58500000 N N N N N N APPALACHIAN POWER CO 3SCHO1ABYYIG382BEI70 037735DB0 1003000.00000000 PA USD 1050996.44000000 0.159243545695 Long DBT CORP US N 2 2034-04-01 Fixed 5.65000000 N N N N N N APPLOVIN CORP 549300LLVXMUAOL3SQ07 03831WAC2 636000.00000000 PA USD 660409.43000000 0.100063078466 Long DBT CORP US N 2 2031-12-01 Fixed 5.37500000 N N N N N N ASSURANT INC H3F39CAXWQRVWURFXL38 04621XAN8 595000.00000000 PA USD 527950.43000000 0.079993323692 Long DBT CORP US N 2 2032-01-15 Fixed 2.65000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2V2 447000.00000000 PA USD 429580.38000000 0.065088615212 Long DBT CORP US N 2 2028-03-24 Fixed 2.50000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3C3 231000.00000000 PA USD 217096.77000000 0.032893793069 Long DBT CORP US N 2 2028-08-19 Fixed 1.98500000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3V1 1510000.00000000 PA USD 1517413.69000000 0.229913563059 Long DBT CORP US N 2 2026-05-08 Fixed 5.62000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A4R9 2709000.00000000 PA USD 2730887.04000000 0.413775079147 Long DBT CORP US N 2 2030-07-17 Fixed 5.03300000 N N N N N N ATLAS WAREHOUSE LEND 25490068J12A1HV7YM70 049463AG7 1385000.00000000 PA USD 1390344.69000000 0.210660483469 Long DBT CORP US N 2 2030-11-15 Fixed 4.95000000 N N N N N N ATLASSIAN CORPORATION 549300V7ZY5P02D2MY38 049468AB7 835000.00000000 PA USD 864423.62000000 0.130974641771 Long DBT CORP US N 2 2034-05-15 Fixed 5.50000000 N N N N N N Avant Loans Funding Trust N/A 05352UAA4 1240000.00000000 PA USD 1251726.43000000 0.189657497749 Long ABS-O CORP US N 2 2033-10-15 Fixed 5.92000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05366DAA6 1471000.00000000 PA USD 1572874.06000000 0.238316737064 Long DBT CORP US N 2 2030-07-15 Fixed 6.37500000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAP6 594000.00000000 PA USD 630766.75000000 0.095571716472 Long DBT CORP US N 2 2028-10-25 Fixed 6.75000000 N N N N N N AVILEASE CAPITAL LTD 635400SXOPVAVBWNE366 05370HAA1 932000.00000000 PA USD 925299.15000000 0.140198303122 Long DBT CORP KY N 2 2030-11-12 Fixed 4.75000000 N N N N N N Avolon TLB Borrower 1 (US) LLC 635400O84AGITYFZQB55 05400KAJ9 1881496.95000000 PA USD 1894799.13000000 0.287093771547 Long LON CORP US N 2 2030-06-24 Floating 5.48400000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAM3 878000.00000000 PA USD 875196.05000000 0.132606845158 Long DBT CORP KY N 2 2026-02-21 Fixed 2.12500000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAR2 133000.00000000 PA USD 129049.59000000 0.019553172113 Long DBT CORP KY N 2 2027-11-18 Fixed 2.52800000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAS0 470000.00000000 PA USD 489885.65000000 0.074225872631 Long DBT CORP KY N 2 2028-05-04 Fixed 6.37500000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05553WAE9 1200000.00000000 PA USD 1292164.68000000 0.195784569228 Long ABS-MBS CORP US N 2 2056-09-15 Variable 6.00000000 N N N N N N BMO Mortgage Trust N/A 05593RAC6 1050000.00000000 PA USD 1097474.91000000 0.166285811568 Long ABS-MBS CORP US N 2 2057-02-15 Fixed 5.85700000 N N N N N N BX Trust N/A 05593VAG8 1165454.55000000 PA USD 1162709.90000000 0.176170004050 Long ABS-MBS CORP US N 2 2030-03-15 Floating 5.14400000 N N N N N N BX Trust N/A 05618XAA8 1190000.00000000 PA USD 1194291.50000000 0.180955144866 Long ABS-MBS CORP US N 2 2042-08-15 Floating 5.50000000 N N N N N N BX Trust N/A 05619PAG1 760000.00000000 PA USD 762148.22000000 0.115478207422 Long ABS-MBS CORP US N 2 2044-12-15 Floating 6.50000000 N N N N N N BX Trust N/A 05619TAA6 1560000.00000000 PA USD 1576137.11000000 0.238811143736 Long ABS-MBS CORP US N 2 2042-12-13 Variable 5.03100000 N N N N N N BANCO DE CREDITO DEL PER 549300EQYQ8SCQZ4BY14 05971U2K2 1080000.00000000 PA USD 1086750.00000000 0.164660808256 Long DBT CORP PE N 2 2037-01-15 Fixed 5.65000000 N N N N N N FIEMEX ENERGIA - BANC AC N/A 05974EAA8 568551.24000000 PA USD 598559.37000000 0.090691759515 Long DBT CORP MX N 2 2041-01-31 Fixed 7.25000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHG7 3996000.00000000 PA USD 3990376.11000000 0.604608746740 Long DBT CORP US N 2 2029-03-05 Fixed 3.97000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJZ3 2750000.00000000 PA USD 2624108.74000000 0.397596380106 Long DBT CORP US N 2 2029-06-14 Fixed 2.08700000 N N N N N N Bank N/A 06540BBD0 950000.00000000 PA USD 900590.98000000 0.136454601955 Long ABS-MBS CORP US N 2 2052-10-17 Fixed 2.85100000 N N N N N N Bank5 N/A 06604MAC2 2370000.00000000 PA USD 2480391.76000000 0.375820852996 Long ABS-MBS CORP US N 2 2058-04-15 Fixed 5.64600000 N N N N N N BANKUNITED INC 96OVUWEW5D4YX6PFXD91 06652KAB9 1140000.00000000 PA USD 1146012.67000000 0.173640094331 Long DBT CORP US N 2 2030-06-11 Fixed 5.12500000 N N N N N N BAXTER INTERNATIONAL INC J5OIVXX3P24RJRW5CK77 071813CS6 2007000.00000000 PA USD 1749407.37000000 0.265064487245 Long DBT CORP US N 2 2032-02-01 Fixed 2.53900000 N N N N N N BAXTER INTERNATIONAL INC J5OIVXX3P24RJRW5CK77 071813DE6 1952000.00000000 PA USD 1976192.07000000 0.299426163806 Long DBT CORP US N 2 2035-12-15 Fixed 5.65000000 N N N N N N BAYER CORP/NJ 54930050NR9YMICYZM28 072732AC4 670000.00000000 PA USD 702082.38000000 0.106377227654 Long DBT CORP US N 2 2028-02-15 Fixed 6.65000000 N N N N N N BAYER US FINANCE LLC 54930093Q75GSEM74I71 07274EAK9 1065000.00000000 PA USD 1139057.29000000 0.172586237885 Long DBT CORP US N 2 2030-11-21 Fixed 6.37500000 N N N N N N BAYER US FINANCE LLC 54930093Q75GSEM74I71 07274EAL7 909000.00000000 PA USD 984400.30000000 0.149153116214 Long DBT CORP US N 2 2033-11-21 Fixed 6.50000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 072924AD5 1220000.00000000 PA USD 1285328.07000000 0.194748708425 Long ABS-MBS CORP US N 2 2058-03-15 Fixed 5.83900000 N N N N N N Oceanview Mortgage Trust N/A 07335UAB0 1168168.99000000 PA USD 979966.92000000 0.148481384965 Long ABS-MBS CORP US N 2 2051-10-25 Variable 2.50000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 07337BAC8 2180000.00000000 PA USD 2284096.31000000 0.346078807950 Long ABS-MBS CORP US N 2 2058-05-15 Fixed 5.65900000 N N N N N N BEACON FUNDING TRUST 984500A80A2EBF5A7C93 073952AB9 986000.00000000 PA USD 1002294.30000000 0.151864356612 Long DBT CORP US N 2 2054-08-15 Fixed 6.26600000 N N N N N N BELROSE FUNDING TRUST II N/A 08079KAA2 620000.00000000 PA USD 646222.49000000 0.097913519684 Long DBT CORP US N 2 2055-05-15 Fixed 6.79200000 N N N N N N BENCHMARK Mortgage Trust N/A 08163YAC5 2210000.00000000 PA USD 2333893.48000000 0.353623912400 Long ABS-MBS CORP US N 2 2056-05-15 Variable 6.22800000 N N N N N N BENCHMARK Mortgage Trust N/A 08164EAC8 2430000.00000000 PA USD 2504537.33000000 0.379479310850 Long ABS-MBS CORP US N 2 2058-10-15 Fixed 5.18400000 N N N N N N BENCHMARK Mortgage Trust N/A 081915AB6 1460000.00000000 PA USD 1528509.92000000 0.231594827564 Long ABS-MBS CORP US N 2 2057-12-15 Fixed 5.73800000 N N N N N N BENCHMARK Mortgage Trust N/A 081919AN2 2290000.00000000 PA USD 2381081.54000000 0.360773693030 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 5.60200000 N N N N N N BENCHMARK Mortgage Trust N/A 081921AZ1 880000.00000000 PA USD 925527.50000000 0.140232901967 Long ABS-MBS CORP US N 2 2057-11-15 Variable 5.90900000 N N N N N N Birch Grove CLO Ltd. N/A 09076VAU5 370000.00000000 PA USD 370357.79000000 0.056115401928 Long ABS-CBDO CORP KY N 2 2038-01-19 Floating 5.48400000 N N N N N N BMO Mortgage Trust N/A 09661XAC2 1070000.00000000 PA USD 1114690.69000000 0.168894290288 Long ABS-MBS CORP US N 2 2057-12-15 Variable 5.62500000 N N N N N N BOARDWALK PIPELINES LP 549300W6AQ2GHHCGL606 096630AH1 881000.00000000 PA USD 834076.05000000 0.126376477147 Long DBT CORP US N 2 2031-02-15 Fixed 3.40000000 N N N N N N BMO Mortgage Trust N/A 09663VAC4 840000.00000000 PA USD 863075.81000000 0.130770426005 Long ABS-MBS CORP US N 2 2058-10-15 Fixed 5.18000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DS1 647000.00000000 PA USD 716041.44000000 0.108492258804 Long DBT CORP US N 2 2034-05-01 Fixed 6.52800000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DT9 568000.00000000 PA USD 638362.91000000 0.096722661809 Long DBT CORP US N 2 2054-05-01 Fixed 6.85800000 N N N N N N BofA Auto Trust N/A 09709AAC6 1028882.76000000 PA USD 1039517.50000000 0.157504294222 Long ABS-O CORP US N 2 2028-11-15 Fixed 5.35000000 N N N N N N BRANDYWINE OPER PARTNERS IXBXSCONLDQ1ZI73YU71 105340AP8 678000.00000000 PA USD 647710.15000000 0.098138925065 Long DBT US N 2 2029-10-01 Fixed 4.55000000 N N N N N N BRIGHTHSE FIN GLBL FUND 549300BLFX3KJ2IFOA78 10921U2L1 1292000.00000000 PA USD 1322260.78000000 0.200344631939 Long DBT CORP US N 2 2029-06-10 Fixed 5.65000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBT7 983000.00000000 PA USD 962789.92000000 0.145878782064 Long DBT CORP US N 2 2032-04-15 Fixed 4.15000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBY6 1344000.00000000 PA USD 1395018.00000000 0.211368568127 Long DBT CORP US N 2 2031-11-15 Fixed 5.15000000 N N N N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 115236AC5 2445000.00000000 PA USD 2194347.43000000 0.332480350972 Long DBT CORP US N 2 2031-03-15 Fixed 2.37500000 N N N N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 115236AL5 161000.00000000 PA USD 165008.36000000 0.025001527422 Long DBT CORP US N 2 2032-06-23 Fixed 5.25000000 N N N N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 115236AM3 326000.00000000 PA USD 334478.34000000 0.050679064926 Long DBT CORP US N 2 2035-06-23 Fixed 5.55000000 N N N N N N BX Trust N/A 12433HAA2 594136.60000000 PA USD 595697.28000000 0.090258104992 Long ABS-MBS CORP US N 2 2042-08-15 Floating 5.13000000 N N N N N N BX Trust N/A 12433KAC1 490000.00000000 PA USD 489974.91000000 0.074239397014 Long ABS-MBS CORP US N 2 2042-03-15 Floating 5.64300000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 124857AK9 449000.00000000 PA USD 322541.45000000 0.048870426365 Long DBT CORP US N 2 2044-08-15 Fixed 4.90000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 124857AT0 1174000.00000000 PA USD 1140453.16000000 0.172797735545 Long DBT CORP US N 2 2028-02-15 Fixed 3.37500000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCD3 684000.00000000 PA USD 653677.25000000 0.099043040555 Long DBT CORP US N 2 2030-03-01 Fixed 4.75000000 N N N N N N CFE FIBRA E N/A 125276AA3 867710.38000000 PA USD 868203.57000000 0.131547367441 Long DBT MX N 2 2040-09-23 Fixed 5.87500000 N N N N N N CIM Trust N/A 12565VAA1 1836406.94000000 PA USD 1539445.98000000 0.233251823633 Long ABS-MBS CORP US N 2 2051-06-25 Variable 2.50000000 N N N N N N CIM Trust N/A 12566PAB1 1722730.59000000 PA USD 1443034.08000000 0.218643807641 Long ABS-MBS CORP US N 2 2051-07-01 Variable 2.50000000 N N N N N N CPS Auto Trust N/A 12663BAE8 1200000.00000000 PA USD 1213249.44000000 0.183827589976 Long ABS-O CORP US N 2 2029-10-15 Fixed 7.14000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650EH9 994000.00000000 PA USD 1043399.89000000 0.158092541267 Long DBT CORP US N 2 2055-03-10 Fixed 7.00000000 N N N N N N CACI INTERNATIONAL INC SYRPI2D1O9WRTS2WX210 127190AE6 548000.00000000 PA USD 567688.92000000 0.086014369823 Long DBT CORP US N 2 2033-06-15 Fixed 6.37500000 N N N N N N CAJUN GLOBAL LLC N/A 12803VAC9 550000.00000000 PA USD 553402.52000000 0.083849741186 Long ABS-O CORP US N 2 2055-11-20 Fixed 5.91200000 N N N N N N Calpine Corporation 43R4VPJBXTU2O15HEF41 13134MBW2 633000.00000000 PA USD 633667.82000000 0.096011277117 Long LON CORP US N 2 2031-01-31 Floating 5.46600000 N N N N N N Capital One Multi-Asset Execution Trust R42WS16M9R97TJJKGU15 14041NGH8 631000.00000000 PA USD 632795.45000000 0.095879098466 Long ABS-O CORP US N 2 2037-10-15 Fixed 4.65000000 N N N N N N CAPITAL POWER US HOLDING N/A 14041TAB4 820000.00000000 PA USD 858608.63000000 0.130093573491 Long DBT CORP US N 2 2035-06-01 Fixed 6.18900000 N N N N N N CarMax Auto Owner Trust N/A 14318DAE9 2130000.00000000 PA USD 2156296.13000000 0.326714942356 Long ABS-O CORP US N 2 2029-01-16 Fixed 4.98000000 N N N N N N CarMax Auto Owner Trust N/A 14318MAF6 1700000.00000000 PA USD 1705010.58000000 0.258337630723 Long ABS-O CORP US N 2 2028-02-15 Fixed 4.69000000 N N N N N N CarMax Select Receivables Trust N/A 14319FAD5 1215000.00000000 PA USD 1226345.43000000 0.185811851580 Long ABS-O CORP US N 2 2028-11-15 Fixed 5.40000000 N N N N N N CarMax Auto Owner Trust N/A 14319GAD3 1415000.00000000 PA USD 1432834.66000000 0.217098424857 Long ABS-O CORP US N 2 2029-07-16 Fixed 4.89000000 N N N N N N CarMax Select Receivables Trust N/A 14320BAC3 1515000.00000000 PA USD 1519615.90000000 0.230247234721 Long ABS-O CORP US N 2 2030-03-15 Fixed 4.12000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BX9 978000.00000000 PA USD 1010386.40000000 0.153090445157 Long DBT CORP PA N 2 2033-02-15 Fixed 6.12500000 N N N N N N CARPENTER TECHNOLOGY DX6I6ZD3X5WNNCDJKP85 144285AN3 652000.00000000 PA USD 663067.70000000 0.100465850849 Long DBT CORP US N 2 2034-03-01 Fixed 5.62500000 N N N N N N Carvana Auto Receivables Trust N/A 14687PAJ4 147565.11000000 PA USD 147545.07000000 0.022355546795 Long ABS-O CORP US N 2 2027-07-15 Fixed 5.20000000 N N N N N N Six Flags Entertainment Corporation 529900AS2CYWYFHRS781 15018LAN1 324933.45000000 PA USD 321750.73000000 0.048750619055 Long LON CORP US N 2 2031-05-01 Floating 5.71600000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QBC7 982000.00000000 PA USD 1006013.60000000 0.152427892793 Long DBT CORP US N 2 2031-02-15 Fixed 7.00000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAY7 2405000.00000000 PA USD 2253783.70000000 0.341485940351 Long DBT CORP US N 2 2028-07-15 Fixed 2.45000000 N N N N N N CENTERPOINT ENERGY RES 2JADVB0458J06WCD4N56 15189WAP5 1443000.00000000 PA USD 1430498.66000000 0.216744481771 Long DBT CORP US N 2 2032-07-01 Fixed 4.40000000 N N N N N N Cherry Securitization Trust N/A 16473RAA2 920000.00000000 PA USD 934625.79000000 0.141611445133 Long ABS-O CORP US N 2 2032-11-15 Fixed 6.13000000 N N N N N N EXPAND ENERGY CORP X2MT1W32SPAZ9WSKLE78 165167DG9 2349000.00000000 PA USD 2349268.28000000 0.355953451848 Long DBT CORP US N 2 2029-02-01 Fixed 5.87500000 N N N N N N CIPHER COMPUTE LLC N/A 17253NAA5 965000.00000000 PA USD 984042.26000000 0.149098867163 Long DBT CORP US N 2 2030-11-15 Fixed 7.12500000 N N N N N N Citadel Securities LP 549300NV5RXBUS3X7L47 17288YAN2 738540.00000000 PA USD 743251.89000000 0.112615097258 Long LON CORP US N 2 2031-10-31 Floating 5.67200000 N N N N N N CITADEL SECURITIES GLOBA 549300NV5RXBUS3X7L47 17289RAB2 1656000.00000000 PA USD 1744748.80000000 0.264358635944 Long DBT CORP US N 2 2035-06-18 Fixed 6.20000000 N N N N N N Citigroup Mortgage Loan Trust Inc N/A 17290FBA6 371186.35000000 PA USD 326453.79000000 0.049463211336 Long ABS-MBS CORP US N 2 2051-11-27 Variable 3.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LD1 1186000.00000000 PA USD 1184089.71000000 0.179409402987 Long DBT CORP US N 2 2028-01-10 Fixed 3.88700000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967ME8 2173000.00000000 PA USD 2153965.19000000 0.326361765945 Long DBT CORP US N 2 2030-03-20 Fixed 3.98000000 N N N N N N Citibank Credit Card Issuance Trust R8AG6FXVDQAMDKCSJJ64 17305EHA6 1365000.00000000 PA USD 1381879.86000000 0.209377920092 Long ABS-O CORP US N 2 2030-06-21 Fixed 4.30000000 N N N N N N Citizens Auto Receivables Trust N/A 17331XAE1 1675000.00000000 PA USD 1705407.28000000 0.258397737410 Long ABS-O CORP US N 2 2031-04-15 Fixed 5.26000000 N N N N N N CITIZENS FINANCIAL GROUP 2138004JDDA4ZQUPFW65 174610BH7 1956000.00000000 PA USD 2051563.96000000 0.310846266246 Long DBT CORP US N 2 2032-07-23 Fixed 5.71800000 N N N N N N CLARIOS GLOBAL LP/US FIN N/A 18060TAE5 635000.00000000 PA USD 658868.06000000 0.099829535122 Long DBT CORP XX N 2 2032-09-15 Fixed 6.75000000 N N N N N N Clean Harbors Inc 5493000SJVZVZJKHJF48 18449EAJ9 949000.00000000 PA USD 958684.55000000 0.145256749819 Long LON CORP US N 2 2032-10-08 Floating 5.21600000 N N N N N N CLYDESDALE ACQUISITION 254900QKSDYFR3K5YD98 18972EAD7 923000.00000000 PA USD 949715.71000000 0.143897820494 Long DBT CORP US N 2 2032-04-15 Fixed 6.75000000 N N N N N N CNO GLOBAL FUNDING 6354008GTNR4833ULD48 18977W2D1 1145000.00000000 PA USD 1171073.26000000 0.177437193024 Long DBT CORP US N 2 2027-06-04 Fixed 5.87500000 N N N N N N COLONIAL ENTERPRISES INC N/A 19565CAB6 677000.00000000 PA USD 684197.58000000 0.103667381209 Long DBT CORP US N 2 2035-11-15 Fixed 5.62700000 N N N N N N Colossus Acquireco LLC 2549009FT92RXWA46910 19682LAB4 990517.50000000 PA USD 990963.23000000 0.150147509918 Long LON CORP US N 2 2032-07-30 Floating 5.41000000 N N N N N N COLUMBIA PIPELINE HOLDCO N/A 19828AAF4 1511000.00000000 PA USD 1511479.02000000 0.229014361256 Long DBT CORP US N 2 2032-11-17 Fixed 4.99900000 N N N N N N COMMERCIAL METALS CO 549300OQS2LO07ZJ7N73 201723AS2 656000.00000000 PA USD 671161.50000000 0.101692196973 Long DBT CORP US N 2 2033-11-15 Fixed 5.75000000 N N N N N N CART N/A 20682AAA8 700000.00000000 PA USD 699879.95000000 0.106043522658 Long ABS-MBS CORP US N 2 2041-08-15 Floating 5.39200000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20753AAA2 360000.00000000 PA USD 378764.50000000 0.057389159152 Long ABS-MBS USGSE US N 2 2043-04-25 Floating 7.77400000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754QAA6 554457.93000000 PA USD 565119.82000000 0.085625108187 Long ABS-MBS USGSE US N 2 2043-05-25 Floating 6.17400000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 207932AB0 790000.00000000 PA USD 825944.61000000 0.125144427934 Long ABS-MBS USGSE US N 2 2042-12-25 Floating 7.62400000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AT8 1016000.00000000 PA USD 1042398.47000000 0.157940809381 Long DBT CORP US N 2 2031-01-15 Fixed 5.75000000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 21987BBL1 1382000.00000000 PA USD 1478049.00000000 0.223949153883 Long DBT CORP CL N 2 2035-01-13 Fixed 6.33000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H020618 1644000.00000000 PA USD 1361944.71000000 0.206357411317 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H022614 5018000.00000000 PA USD 4329201.12000000 0.655946404898 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H030617 2661000.00000000 PA USD 2391469.81000000 0.362347689749 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H030625 7415000.00000000 PA USD 6655252.20000000 1.008382062482 Long ABS-MBS USGA US N 2 2056-02-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H042620 5640000.00000000 PA USD 5490407.80000000 0.831888645967 Long ABS-MBS USGA US N 2 2056-02-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H050615 2563000.00000000 PA USD 2557542.86000000 0.387510535521 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H050623 4982000.00000000 PA USD 4965164.83000000 0.752305547765 Long ABS-MBS USGA US N 2 2056-02-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H052611 5670000.00000000 PA USD 5725864.47000000 0.867564271080 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H052629 8666000.00000000 PA USD 8744612.67000000 1.324955132396 Long ABS-MBS USGA US N 2 2056-02-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H060622 10354000.00000000 PA USD 10545306.30000000 1.597790346142 Long ABS-MBS USGA US N 2 2056-02-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H062610 2964000.00000000 PA USD 3064266.58000000 0.464287657488 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H062628 3513000.00000000 PA USD 3627858.66000000 0.549681287504 Long ABS-MBS USGA US N 2 2055-02-20 Fixed 6.50000000 N N N N N N CPS Auto Trust N/A 22411CAD2 1005000.00000000 PA USD 1025917.07000000 0.155443601518 Long ABS-O CORP US N 2 2030-04-15 Fixed 6.13000000 N N N N N N CPS Auto Trust N/A 22411JAC9 1555000.00000000 PA USD 1558900.10000000 0.236199448315 Long ABS-O CORP US N 2 2031-01-15 Fixed 4.76000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401BC1 662000.00000000 PA USD 675949.53000000 0.102417663630 Long DBT CORP CH N 2 2027-12-22 Fixed 6.32700000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAR2 3417000.00000000 PA USD 3243384.55000000 0.491427026905 Long DBT US N 2 2030-07-01 Fixed 3.30000000 N N N N N N DBC 2025-DBC Mortgage Trust N/A 23306HAA3 880000.00000000 PA USD 881937.41000000 0.133628273993 Long ABS-MBS CORP US N 2 2042-11-15 Floating 5.10100000 N N N N N N DLLAD LLC N/A 233258AD4 1780000.00000000 PA USD 1804136.98000000 0.273356938883 Long ABS-O CORP US N 2 2030-06-20 Fixed 4.80000000 N N N N N N DT MIDSTREAM INC N/A 23345MAA5 1295000.00000000 PA USD 1278537.65000000 0.193719846179 Long DBT CORP US N 2 2029-06-15 Fixed 4.12500000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAW8 618000.00000000 PA USD 643687.79000000 0.097529470224 Long DBT CORP US N 2 2032-09-01 Fixed 6.87500000 N N N N N N DIRECTV FINANCING LLC N/A 254945AA6 710000.00000000 PA USD 719261.25000000 0.108980113892 Long DBT CORP US N 2 2030-02-01 Fixed 8.87500000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDT3 448000.00000000 PA USD 465927.48000000 0.070595809013 Long DBT CORP US N 2 2055-02-01 Fixed 6.87500000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDX4 1048000.00000000 PA USD 1074206.13000000 0.162760202070 Long DBT CORP US N 2 2035-03-15 Fixed 5.45000000 N N N N N N Driven Brands Funding, LLC N/A 26209XAK7 550000.00000000 PA USD 549300.29000000 0.083228184703 Long ABS-O CORP US N 2 2055-10-20 Fixed 5.29600000 N N N N N N Drive Auto Receivables Trust N/A 262103AD6 1135000.00000000 PA USD 1138205.24000000 0.172457138053 Long ABS-O CORP US N 2 2032-09-15 Fixed 4.14000000 N N N N N N Ellington Financial Mortgage Trust 254900KQZEY4W9F3MX66 26846DAC8 1087051.24000000 PA USD 1090873.86000000 0.165285642045 Long ABS-MBS CORP US N 2 2070-10-25 Variable 5.10000000 N N N N N N EMRLD BOR / EMRLD CO-ISS 98450099EE3A0ZD5F786 26873CAB8 651000.00000000 PA USD 686695.63000000 0.104045877581 Long DBT CORP US N 2 2031-07-15 Fixed 6.75000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAG4 1178000.00000000 PA USD 1280026.86000000 0.193945486411 Long DBT CORP US N 2 2030-02-01 Fixed 7.00000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAZ2 616000.00000000 PA USD 637623.98000000 0.096610701550 Long DBT CORP US N 2 2029-04-01 Fixed 6.37500000 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAD1 522000.00000000 PA USD 523083.00000000 0.079255826607 Long DBT US N 2 2027-06-01 Fixed 4.50000000 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAE9 511000.00000000 PA USD 515183.37000000 0.078058900487 Long DBT US N 2 2028-04-15 Fixed 4.95000000 N N N N N N EAGLE FUNDING LUXCO SARL 894500VDP08MVIZ6OA60 26951TAA8 728000.00000000 PA USD 742443.52000000 0.112492615677 Long DBT NUSS LU N 2 2030-08-17 Fixed 5.50000000 N N N N N N EASTERN ENERGY GAS 549300BFOD6TDMVV4O24 27636AAA0 490000.00000000 PA USD 474411.17000000 0.071881229995 Long DBT CORP US N 2 2054-10-15 Fixed 5.65000000 N N N N N N EASTERN ENERGY GAS 549300BFOD6TDMVV4O24 27636AAB8 866000.00000000 PA USD 914994.04000000 0.138636906534 Long DBT CORP US N 2 2035-01-15 Fixed 5.80000000 N N N N N N Ellington Financial Mortgage Trust 254900ZO1GLQXE3JWX68 281914AA9 1068389.64000000 PA USD 1077298.09000000 0.163228685744 Long ABS-MBS CORP US N 2 2070-05-26 Variable 5.38700000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBT1 1449000.00000000 PA USD 1662333.89000000 0.251871398131 Long DBT CORP CA N 2 2084-01-15 Fixed 8.50000000 N N N N N N EQUIPMENTSHARE.COM INC 254900PWJK48CGPKPI80 29450YAA7 883000.00000000 PA USD 918700.57000000 0.139198507846 Long DBT CORP US N 2 2028-05-15 Fixed 9.00000000 N N N N N N Exeter Automobile Receivables Trust N/A 30165AAD7 1817869.22000000 PA USD 1824622.79000000 0.276460881862 Long ABS-O CORP US N 2 2028-09-15 Fixed 5.57000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166UAE0 630000.00000000 PA USD 637293.38000000 0.096560610119 Long ABS-O CORP US N 2 2030-08-15 Fixed 5.48000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166XAD6 745000.00000000 PA USD 754741.62000000 0.114355983596 Long ABS-O CORP US N 2 2030-02-15 Fixed 4.86000000 N N N N N N Exeter Automobile Receivables Trust N/A 301989AF6 870000.00000000 PA USD 890718.01000000 0.134958681808 Long ABS-O CORP US N 2 2029-04-16 Fixed 6.68000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8X3 695000.00000000 PA USD 675278.85000000 0.102316044388 Long DBT CORP US N 2 2045-11-15 Fixed 5.50000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAD4 955000.00000000 PA USD 954090.50000000 0.144560674377 Long DBT CORP US N 2 2035-11-15 Fixed 4.87500000 N N N N N N FAIR ISAAC CORP RI6HET5SJUEY30V1PS26 303250AG9 649000.00000000 PA USD 668685.47000000 0.101317036999 Long DBT CORP US N 2 2033-05-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288RGS1 1254187.36000000 PA USD 1272972.89000000 0.192876691930 Long ABS-MBS USGSE US N 2 2055-09-01 Floating 5.44700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132AAVU5 787072.85000000 PA USD 749223.25000000 0.113519858209 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CXMF6 1058505.16000000 PA USD 1109647.36000000 0.168130141409 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CXMH2 612480.02000000 PA USD 640991.31000000 0.097120908387 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNNR0 921509.58000000 PA USD 934224.09000000 0.141550580862 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNQ55 1784432.20000000 PA USD 1609442.59000000 0.243857481216 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNQK2 1424751.53000000 PA USD 1440448.99000000 0.218252123253 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNTX1 2127229.21000000 PA USD 2148984.30000000 0.325607077771 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DT4V9 619270.18000000 PA USD 638375.67000000 0.096724595163 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DUPT8 456416.12000000 PA USD 471244.33000000 0.071401400749 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DUWS2 3809231.80000000 PA USD 3932995.84000000 0.595914675761 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0Y63 1908525.09000000 PA USD 1997821.35000000 0.302703361622 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KJQ39 2039435.44000000 PA USD 1821398.15000000 0.275972294948 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133USJU6 1663859.43000000 PA USD 1360570.88000000 0.206149253085 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.00000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BXNE0 1530000.00000000 PA USD 1516418.96000000 0.229762844820 Long ABS-MBS USGSE US N 2 2035-08-25 Fixed 4.38900000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H74A8 2080000.00000000 PA USD 1870705.20000000 0.283443138018 Long ABS-MBS USGSE US N 2 2032-03-25 Fixed 2.35000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H7ZB2 1640000.00000000 PA USD 1519442.45000000 0.230220954144 Long ABS-MBS USGSE US N 2 2032-06-25 Fixed 2.92000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H8TZ4 2510000.00000000 PA USD 2352392.33000000 0.356426797694 Long ABS-MBS USGSE US N 2 2032-08-25 Variable 3.12300000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H9PB9 1600000.00000000 PA USD 1554511.20000000 0.235534456531 Long ABS-MBS USGSE US N 2 2032-12-25 Variable 3.82000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H9UD9 880000.00000000 PA USD 881889.36000000 0.133620993614 Long ABS-MBS USGSE US N 2 2033-01-25 Variable 4.35000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HAD86 2260000.00000000 PA USD 2226508.61000000 0.337353307856 Long ABS-MBS USGSE US N 2 2033-05-25 Variable 4.13400000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HB2X1 960000.00000000 PA USD 992068.42000000 0.150314964695 Long ABS-MBS USGSE US N 2 2033-10-25 Variable 4.90000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HK2C7 1030000.00000000 PA USD 1044331.21000000 0.158233651829 Long ABS-MBS USGSE US N 2 2034-12-25 Variable 4.66000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JCV84 3042536.02000000 PA USD 3138552.92000000 0.475543280941 Long ABS-MBS USGSE US N 2 2054-11-01 Floating 6.25900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JCV92 4918780.97000000 PA USD 5001107.25000000 0.757751425776 Long ABS-MBS USGSE US N 2 2055-10-01 Floating 5.47600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LRB72 389513.20000000 PA USD 335721.77000000 0.050867465376 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKBP2 3005235.36000000 PA USD 2683662.07000000 0.406619706034 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQ7F6 401493.95000000 PA USD 402724.68000000 0.061019527318 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W06Q3 178736.21000000 PA USD 166560.31000000 0.025236673814 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W0N84 990134.81000000 PA USD 1036918.53000000 0.157110506782 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W0T96 449285.97000000 PA USD 471878.45000000 0.071497480539 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W3BQ1 2893875.17000000 PA USD 2991697.73000000 0.453292262508 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7TQ2 3032415.02000000 PA USD 2634614.63000000 0.399188198224 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7YL7 706634.37000000 PA USD 615577.13000000 0.093270234893 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBK82 1406359.48000000 PA USD 1214747.88000000 0.184054628708 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCYM4 375320.81000000 PA USD 354103.43000000 0.053652594423 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XH3N5 1894474.13000000 PA USD 1912142.34000000 0.289721558045 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHPS0 1710900.95000000 PA USD 1599672.35000000 0.242377126382 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHVB0 529672.20000000 PA USD 537621.44000000 0.081458643520 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHWU7 694717.72000000 PA USD 705558.03000000 0.106903846783 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHXH5 2004685.28000000 PA USD 1731370.94000000 0.262331666318 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJU50 947404.38000000 PA USD 812764.40000000 0.123147405591 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XRR23 1966915.91000000 PA USD 2030145.29000000 0.307600979369 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XRRZ0 551885.34000000 PA USD 568349.56000000 0.086114467836 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427MU74 1965897.39000000 PA USD 1836262.52000000 0.278224495711 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427MUZ2 511343.51000000 PA USD 537057.89000000 0.081373256266 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427NPS2 680019.74000000 PA USD 685395.52000000 0.103848889163 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 5.00000000 N N N N N N FIRST CITIZENS BANCSHARE 549300N3Z00ZHE2XC526 319626AA5 1324000.00000000 PA USD 1322162.20000000 0.200329695420 Long DBT CORP US N 2 2035-09-05 Fixed 5.60000000 N N N N N N First National Master Note Trust N/A 32113CCB4 2530000.00000000 PA USD 2581117.64000000 0.391082509139 Long ABS-O CORP US N 2 2030-05-15 Fixed 5.34000000 N N N N N N Flagstar Mortgage Trust 549300H3PON1KOB2RF56 33852CAB9 1271846.13000000 PA USD 1066940.78000000 0.161659379983 Long ABS-MBS CORP US N 2 2051-06-25 Variable 2.50000000 N N N N N N Flagstar Mortgage Trust 549300H3PON1KOB2RF56 33852FAA4 422399.01000000 PA USD 354599.91000000 0.053727819450 Long ABS-MBS CORP US N 2 2051-06-01 Variable 2.50000000 N N N N N N Flagstar Mortgage Trust 549300H3PON1KOB2RF56 33852JAA6 687754.18000000 PA USD 577363.03000000 0.087480159353 Long ABS-MBS CORP US N 2 2051-08-25 Variable 2.50000000 N N N N N N FLEX LTD 549300EAQH74YHD07T53 33938XAG0 859000.00000000 PA USD 857304.97000000 0.129896047188 Long DBT CORP SG N 2 2035-11-13 Fixed 5.37500000 N N N N N N FLORIDA GAS TRANSMISSION 549300Q0UQF87NXNOC32 340711BC3 923000.00000000 PA USD 960341.44000000 0.145507796376 Long DBT CORP US N 2 2035-07-15 Fixed 5.75000000 N N N N N N FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 341081GZ4 405000.00000000 PA USD 411810.74000000 0.062396217434 Long DBT CORP US N 2 2065-03-15 Fixed 5.80000000 N N N N N N FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 341081HB6 658000.00000000 PA USD 648353.88000000 0.098236460931 Long DBT CORP US N 2 2066-02-15 Fixed 5.60000000 N N N N N N FLUTTER TREASURY DAC 635400JE8VLL9UFVIC38 344045AB5 1039000.00000000 PA USD 1054008.36000000 0.159699901970 Long DBT CORP IE N 2 2031-06-04 Fixed 5.87500000 N N N N N N Ford Credit Auto Owner Trust/Ford Credit N/A 345340AA1 3285000.00000000 PA USD 3259264.00000000 0.493833029271 Long ABS-O CORP US N 2 2033-10-17 Fixed 1.37000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B93 901000.00000000 PA USD 847082.59000000 0.128347185580 Long DBT CORP US N 2 2029-02-10 Fixed 2.90000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397D42 831000.00000000 PA USD 891357.42000000 0.135055563121 Long DBT CORP US N 2 2030-06-10 Fixed 7.20000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397G23 754000.00000000 PA USD 760271.77000000 0.115193893851 Long DBT CORP US N 2 2029-09-06 Fixed 5.30300000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397G31 668000.00000000 PA USD 685207.61000000 0.103820417654 Long DBT CORP US N 2 2031-11-05 Fixed 6.05400000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AC7 605000.00000000 PA USD 641586.67000000 0.097211115388 Long DBT CORP US N 2 2032-01-25 Fixed 6.15000000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AD5 1208000.00000000 PA USD 1282258.13000000 0.194283561149 Long DBT CORP US N 2 2035-01-25 Fixed 6.25000000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AF0 1021000.00000000 PA USD 1054555.59000000 0.159782816471 Long DBT CORP US N 2 2031-01-25 Fixed 5.50000000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AG8 1154000.00000000 PA USD 1208508.68000000 0.183109285515 Long DBT CORP US N 2 2033-01-25 Fixed 5.90000000 N N N N N N Freddie Mac - STACR 5493000ISBDRXIMCHZ70 35564KQC6 950000.00000000 PA USD 964040.15000000 0.146068212827 Long ABS-MBS USGSE US N 2 2042-01-25 Floating 6.37400000 N N N N N N Freddie Mac - STACR 5493000IRODEKU3J3Q16 35564KTJ8 540000.00000000 PA USD 566733.13000000 0.085869551646 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 9.12400000 N N N N N N Freddie Mac - STACR 5493000IS4M3TZMRB410 35564KVE6 750000.00000000 PA USD 781612.95000000 0.118427439696 Long ABS-MBS USGSE US N 2 2042-04-25 Floating 8.22400000 N N N N N N Freddie Mac - STACR 529900PGKDI4ZEXFQ523 35564NBW2 615933.20000000 PA USD 618053.12000000 0.093645388805 Long ABS-MBS USGSE US N 2 2044-03-25 Floating 5.12400000 N N N N N N Freddie Mac - STACR 529900GRKKKHILZX4347 35564NCW1 458713.22000000 PA USD 460559.59000000 0.069782483864 Long ABS-MBS USGSE US N 2 2044-05-25 Floating 5.12400000 N N N N N N FREEDOM MORTGAGE CORP 549300LYRWPSYPK6S325 35640YAL1 1100000.00000000 PA USD 1220767.09000000 0.184966639735 Long DBT CORP US N 2 2030-10-01 Fixed 12.25000000 N N N N N N FRESENIUS MED CARE III 5299006ZHLMXOOUVTU44 35805BAB4 1106000.00000000 PA USD 982939.73000000 0.148931815421 Long DBT CORP US N 2 2031-02-16 Fixed 2.37500000 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2H7 2366000.00000000 PA USD 2105145.73000000 0.318964800919 Long DBT CORP US N 2 2032-01-06 Fixed 2.90000000 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2Q7 1353000.00000000 PA USD 1373913.35000000 0.208170860534 Long DBT CORP US N 2 2031-12-09 Fixed 5.20000000 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2T1 1336000.00000000 PA USD 1368052.66000000 0.207282867939 Long DBT CORP US N 2 2032-04-01 Fixed 5.50000000 N N N N N N GXO LOGISTICS INC 5493007CNWMXN78JRN66 36262GAG6 2279000.00000000 PA USD 2467509.49000000 0.373868973548 Long DBT CORP US N 2 2034-05-06 Fixed 6.50000000 N N N N N N GS Mortgage-Backed Securities Trust 25490038RWR4AJZ5B524 36262WAB2 1450641.20000000 PA USD 1217799.36000000 0.184516978984 Long ABS-MBS CORP US N 2 2052-01-25 Variable 2.50000000 N N N N N N GS Mortgage-Backed Securities Trust 25490038RWR4AJZ5B524 36263CAB5 624169.04000000 PA USD 523610.04000000 0.079335681985 Long ABS-MBS CORP US N 2 2052-02-26 Variable 2.50000000 N N N N N N GS Mortgage-Backed Securities Trust 25490038RWR4AJZ5B524 36264DAB2 1766573.38000000 PA USD 1481963.22000000 0.224542223705 Long ABS-MBS CORP US N 2 2051-07-25 Variable 2.50000000 N N N N N N GS Mortgage-Backed Securities Trust 25490038RWR4AJZ5B524 36264JAB9 2085210.06000000 PA USD 1749264.79000000 0.265042883989 Long ABS-MBS CORP US N 2 2052-04-25 Variable 2.50000000 N N N N N N GS Mortgage-Backed Securities Trust 25490038RWR4AJZ5B524 36267JAF7 1955747.44000000 PA USD 1715076.88000000 0.259862843600 Long ABS-MBS CORP US N 2 2053-01-25 Variable 3.00000000 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 366651AC1 1188000.00000000 PA USD 1184448.20000000 0.179463720220 Long DBT CORP US N 2 2028-07-01 Fixed 4.50000000 N N N N N N GENMAB A/S/GENMAB FIN N/A 37230JAA0 641000.00000000 PA USD 657372.13000000 0.099602876697 Long DBT CORP DK N 2 2032-12-15 Fixed 6.25000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BP2 570000.00000000 PA USD 613923.13000000 0.093019626218 Long DBT CORP US N 2 2030-10-06 Fixed 6.37500000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BS6 1115000.00000000 PA USD 1151328.06000000 0.174445464852 Long DBT CORP US N 2 2029-04-04 Fixed 5.37100000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BU1 824000.00000000 PA USD 862610.31000000 0.130699894966 Long DBT CORP US N 2 2034-04-04 Fixed 5.63400000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAH5 1102000.00000000 PA USD 988340.59000000 0.149750136077 Long DBT CORP US N 2 2031-11-15 Fixed 2.90000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAY8 1411000.00000000 PA USD 1402991.59000000 0.212576700424 Long DBT CORP US N 2 2035-11-15 Fixed 5.55000000 N N N N N N GM Financial Securitized Term Auto Receivables Tr N/A 379930AF7 660000.00000000 PA USD 679315.96000000 0.102927734101 Long ABS-O CORP US N 2 2029-04-16 Fixed 6.16000000 N N N N N N GM Financial Securitized Term Auto Receivables Tr N/A 379931AG3 395000.00000000 PA USD 402619.95000000 0.061003658971 Long ABS-O CORP US N 2 2029-12-17 Fixed 5.43000000 N N N N N N GM Financial Automobile Leasing Trust N/A 38012QAD0 1630000.00000000 PA USD 1632810.61000000 0.247398127234 Long ABS-O CORP US N 2 2027-10-20 Fixed 4.21000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYJ7 1193000.00000000 PA USD 1068883.95000000 0.161953802750 Long DBT CORP US N 2 2032-07-21 Fixed 2.38300000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119DA4 1727000.00000000 PA USD 1800403.13000000 0.272791198135 Long DBT CORP US N 2 2032-03-01 Fixed 5.50000000 N N N N N N HECLA MINING CO 5493009Y6HOBZD1QD537 422704AH9 346000.00000000 PA USD 348583.93000000 0.052816297822 Long DBT CORP US N 2 2028-02-15 Fixed 7.25000000 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAG9 562000.00000000 PA USD 596267.46000000 0.090344496802 Long DBT CORP US N 2 2033-06-15 Fixed 7.25000000 N N N N N N HEXCEL CORP S6Q7LW43WUBUHXY2QP69 428291AP3 1077000.00000000 PA USD 1129705.24000000 0.171169245833 Long DBT CORP US N 2 2035-02-26 Fixed 5.87500000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AT8 944000.00000000 PA USD 950959.95000000 0.144086343672 Long DBT CORP US N 2 2034-03-31 Fixed 5.50000000 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 44107TBD7 919000.00000000 PA USD 960145.35000000 0.145478085460 Long DBT US N 2 2032-06-15 Fixed 5.70000000 N N N N N N Hudson River Trading LLC 549300SMOBUC8O5UOE10 44413EAJ7 756864.80000000 PA USD 761016.20000000 0.115306687451 Long LON CORP US N 2 2030-03-18 Floating 6.48600000 N N N N N N Huntington Auto Trust N/A 446144AE7 1326943.43000000 PA USD 1340222.68000000 0.203066160324 Long ABS-O CORP US N 2 2029-01-16 Fixed 5.23000000 N N N N N N Hyundai Auto Lease Securitization Trust N/A 44935DAF6 730000.00000000 PA USD 740279.13000000 0.112164674378 Long ABS-O CORP US N 2 2029-08-15 Fixed 4.94000000 N N N N N N ICON INVESTMENTS SIX DAC 635400FQ1M7J2CHLAS59 45115AAC8 1043000.00000000 PA USD 1103485.95000000 0.167196584703 Long DBT CORP IE N 2 2034-05-08 Fixed 6.00000000 N N N N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 45262BAH6 1318000.00000000 PA USD 1378804.27000000 0.208911916747 Long DBT CORP GB N 2 2034-07-01 Fixed 5.87500000 N N N N N N CRESCENT ENERGY FINANCE 54930061FUL6DBLFUW14 45344LAE3 684000.00000000 PA USD 649534.48000000 0.098415341584 Long DBT CORP US N 2 2033-01-15 Fixed 7.37500000 N N N N N N INDIANAPOLIS PWR & LIGHT 2T85JNP2R2B2GTSFND21 455434BV1 1762000.00000000 PA USD 1842894.30000000 0.279229321342 Long DBT CORP US N 2 2032-12-01 Fixed 5.65000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200AS0 342000.00000000 PA USD 359215.62000000 0.054427176744 Long DBT CORP US N 2 2028-01-15 Fixed 6.50000000 N N N N N N IRON MOUNTAIN INFO MGMT N/A 46285MAA8 697000.00000000 PA USD 665816.21000000 0.100882296102 Long DBT US N 2 2032-07-15 Fixed 5.00000000 N N N N N N IVANHOE MINES LTD 5299006XZISURYIA4G32 46579RAE4 921000.00000000 PA USD 953537.09000000 0.144476823503 Long DBT CORP CA N 2 2030-01-23 Fixed 7.87500000 N N N N N N JBS USA HOLD/FOOD/LUX CO N/A 46590XAU0 834000.00000000 PA USD 781426.60000000 0.118399204554 Long DBT CORP LU N 2 2032-01-15 Fixed 3.62500000 N N N N N N JBS USA HOLD/FOOD/LUX CO N/A 46590XAY2 865000.00000000 PA USD 904217.37000000 0.137004060716 Long DBT CORP LU N 2 2033-04-01 Fixed 5.75000000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 46592TAC7 493889.14000000 PA USD 413678.38000000 0.062679196143 Long ABS-MBS CORP US N 2 2051-12-25 Variable 2.50000000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 46592XAC8 992794.30000000 PA USD 832846.60000000 0.126190194901 Long ABS-MBS CORP US N 2 2052-04-25 Variable 2.50000000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 46593FAD4 1005729.24000000 PA USD 880138.70000000 0.133355739332 Long ABS-MBS CORP US N 2 2052-09-25 Variable 3.00000000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 46594EAC8 914628.48000000 PA USD 918444.95000000 0.139159777139 Long ABS-MBS CORP US N 2 2066-02-25 Variable 5.06200000 N N N N N N JB POINDEXTER & CO INC 549300W6P81HOZZGPQ16 465965AC5 618000.00000000 PA USD 648112.74000000 0.098199924186 Long DBT CORP US N 2 2031-12-15 Fixed 8.75000000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 465973AC9 936024.77000000 PA USD 821446.73000000 0.124462923856 Long ABS-MBS CORP US N 2 2052-03-25 Variable 3.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAF3 1436000.00000000 PA USD 1428373.40000000 0.216422469322 Long DBT CORP US N 2 2028-05-01 Fixed 3.54000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEK8 739000.00000000 PA USD 762674.30000000 0.115557917344 Long DBT CORP US N 2 2035-07-22 Fixed 5.29400000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PFC5 759000.00000000 PA USD 785436.82000000 0.119006819982 Long DBT CORP US N 2 2036-07-23 Fixed 5.57600000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 46653QAC9 109454.29000000 PA USD 91683.67000000 0.013891610035 Long ABS-MBS CORP US N 2 2052-05-25 Variable 2.50000000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 46654FAD0 1692361.21000000 PA USD 1487312.53000000 0.225352733673 Long ABS-MBS CORP US N 2 2052-04-25 Variable 3.00000000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 46654RAG7 977482.05000000 PA USD 858463.54000000 0.130071589928 Long ABS-MBS CORP US N 2 2052-05-25 Variable 3.00000000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 46654TAB4 1792322.26000000 PA USD 1574088.56000000 0.238500754135 Long ABS-MBS CORP US N 2 2052-06-25 Variable 3.00000000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 46654UAB1 100657.97000000 PA USD 88401.83000000 0.013394356364 Long ABS-MBS CORP US N 2 2052-08-25 Variable 3.00000000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 46654WAE1 156991.95000000 PA USD 131699.20000000 0.019954632361 Long ABS-MBS CORP US N 2 2052-07-25 Variable 2.50000000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 46655GAD7 893768.10000000 PA USD 781596.63000000 0.118424966943 Long ABS-MBS CORP US N 2 2052-10-25 Variable 3.00000000 N N N N N N JACKSON NATL LIFE GLOBAL 635400PQXLYXWJI5QD78 46849LVB4 1025000.00000000 PA USD 1028822.61000000 0.155883839443 Long DBT CORP US N 2 2029-10-01 Fixed 4.60000000 N N N N N N JANE STREET GRP/JSG FIN N/A 47077WAE8 798000.00000000 PA USD 833476.17000000 0.126285585290 Long DBT CORP US N 2 2033-05-01 Fixed 6.75000000 N N N N N N JAPAN TOBACCO INC 353800Z0ENYBQO0XRJ31 471105AE6 697000.00000000 PA USD 744319.42000000 0.112776845915 Long DBT CORP JP N 2 2035-06-15 Fixed 5.85000000 N N N N N N JBS USA HOLD/FOOD GRP/CO N/A 472140AJ1 894000.00000000 PA USD 892369.79000000 0.135208954115 Long DBT CORP US N 2 2066-04-15 Fixed 6.37500000 N N N N N N JETBLUE AIRWAYS/LOYALTY N/A 476920AA1 974000.00000000 PA USD 982119.47000000 0.148807532306 Long DBT CORP XX N 2 2031-09-20 Fixed 9.87500000 N N N N N N KKR Financial CLO Ltd N/A 481954AC9 900000.00000000 PA USD 904913.10000000 0.137109475452 Long ABS-CBDO CORP KY N 2 2038-07-15 Floating 5.97800000 N N N N N N KKR Financial CLO Ltd N/A 48254LAQ8 1280000.00000000 PA USD 1281410.56000000 0.194155140113 Long ABS-CBDO CORP KY N 2 2038-01-20 Floating 5.48400000 N N N N N N KENNEDY-WILSON INC 5EA4464UK7FM5QNNKL62 489399AL9 1011000.00000000 PA USD 986820.82000000 0.149519865493 Long DBT CORP US N 2 2029-03-01 Fixed 4.75000000 N N N N N N KENVUE INC 5493008HSF8L4M2LIJ82 49177JAM4 1041000.00000000 PA USD 1002947.89000000 0.151963386433 Long DBT CORP US N 2 2043-03-22 Fixed 5.10000000 N N N N N N CATURUS ENERGY LLC 254900LM244SIFQ1QY31 49446BAA2 1267000.00000000 PA USD 1320485.14000000 0.200075592770 Long DBT CORP US N 2 2030-02-15 Fixed 8.50000000 N N N N N N KKR Industrial Portfolio Trust N/A 494925AA8 690000.00000000 PA USD 691489.09000000 0.104772166974 Long ABS-MBS CORP US N 2 2041-08-15 Floating 5.64000000 N N N N N N KODIAK GAS SERVICES LLC 549300ZQBRWEUOVOM131 50012LAD6 659000.00000000 PA USD 673321.95000000 0.102019541296 Long DBT CORP US N 2 2033-10-01 Fixed 6.50000000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAD6 1291000.00000000 PA USD 1270075.59000000 0.192437702503 Long DBT CORP US N 2 2029-03-15 Fixed 4.00000000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAQ7 747000.00000000 PA USD 769365.02000000 0.116571673372 Long DBT CORP US N 2 2035-06-15 Fixed 5.75000000 N N N N N N LSB INDUSTRIES 5493001H215A0HG0MI71 502160AN4 646000.00000000 PA USD 647368.94000000 0.098087226041 Long DBT CORP US N 2 2028-10-15 Fixed 6.25000000 N N N N N N LAD Auto Receivables Trust N/A 505709AD7 965000.00000000 PA USD 974487.49000000 0.147651159640 Long ABS-O CORP US N 2 2029-12-17 Fixed 4.60000000 N N N N N N LAD Auto Receivables Trust N/A 505713AF4 1100000.00000000 PA USD 1120268.38000000 0.169739403648 Long ABS-O CORP US N 2 2031-02-15 Fixed 6.30000000 N N N N N N Lendmark Funding Trust N/A 51507KAA4 1414359.64000000 PA USD 1393295.86000000 0.211107635102 Long ABS-O CORP US N 2 2031-04-21 Fixed 2.32000000 N N N N N N LIGHTNING POWER LLC 254900BWCHJ03XRL8K59 53229KAA7 613000.00000000 PA USD 652180.51000000 0.098816259402 Long DBT CORP US N 2 2032-08-15 Fixed 7.25000000 N N N N N N LoanCore 2022-CRE7 Issuer Ltd. N/A 53946PAA8 346907.19000000 PA USD 346546.86000000 0.052507647634 Long ABS-CBDO CORP KY N 2 2037-01-17 Floating 5.49300000 N N N N N N LoanCore 2018-CRE1 Issuer, Ltd. N/A 53947FAA9 1080000.00000000 PA USD 1080870.80000000 0.163770011087 Long ABS-CBDO CORP US N 2 2042-08-17 Floating 5.12100000 N N N N N N LOUISVILLE GAS & ELEC KO3GRIB3RPH1XDX50U72 546676BA4 669000.00000000 PA USD 674778.82000000 0.102240281477 Long DBT CORP US N 2 2055-08-15 Fixed 5.85000000 N N N N N N M&T Equipment Notes N/A 55340QAC9 1475000.00000000 PA USD 1494827.25000000 0.226491339488 Long ABS-O CORP US N 2 2029-09-17 Fixed 4.78000000 N N N N N N MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 55608JAN8 1500000.00000000 PA USD 1514201.18000000 0.229426814043 Long DBT CORP AU N 2 2029-03-27 Fixed 4.65400000 N N N N N N Madison Avenue Trust N/A 55616AAA5 830000.00000000 PA USD 834039.11000000 0.126370880119 Long ABS-MBS CORP US N 2 2042-10-15 Variable 4.75400000 N N N N N N Madison Park Funding Ltd 549300XQII222AK58E79 55817GAS0 1250000.00000000 PA USD 1255463.75000000 0.190223764261 Long ABS-CBDO CORP KY N 2 2038-07-21 Floating 5.62000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBQ5 760000.00000000 PA USD 668093.20000000 0.101227298185 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N N Mariner Finance Issuance Trust N/A 56848DAA7 1495000.00000000 PA USD 1472229.95000000 0.223067470445 Long ABS-O CORP US N 2 2036-03-20 Fixed 1.86000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676BA2 758000.00000000 PA USD 779371.58000000 0.118087834639 Long DBT CORP US N 2 2035-03-01 Fixed 5.20000000 N N N N N N MASTEC INC 549300TMDIT8WREDOF45 576323AP4 1319000.00000000 PA USD 1312301.13000000 0.198835578322 Long DBT CORP US N 2 2028-08-15 Fixed 4.50000000 N N N N N N MAUSER PACKAGING SOLUT 549300DNGHXL0OMHW304 57763RAF4 632000.00000000 PA USD 609880.00000000 0.092407024374 Long DBT CORP US N 2 2030-04-15 Fixed 9.25000000 N N N N N N Mercury Financial Credit Card Master Trust N/A 58940BAZ9 1250000.00000000 PA USD 1257083.38000000 0.190469165306 Long ABS-O CORP US N 2 2029-07-20 Fixed 6.56000000 N N N N N N MILLROSE PROPERTIES INC N/A 601137AA0 747000.00000000 PA USD 764830.14000000 0.115884563175 Long DBT US N 2 2030-08-01 Fixed 6.37500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YED3 1171000.00000000 PA USD 1040831.91000000 0.157703449330 Long DBT CORP US N 2 2032-07-21 Fixed 2.23900000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YES0 907000.00000000 PA USD 923189.23000000 0.139878614939 Long DBT CORP US N 2 2037-04-20 Fixed 5.29700000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFT7 713000.00000000 PA USD 734214.43000000 0.111245770855 Long DBT CORP US N 2 2035-07-19 Fixed 5.32000000 N N N N N N Morgan Stanley BAML Trust N/A 61778GAE6 540000.00000000 PA USD 564567.19000000 0.085541375496 Long ABS-MBS CORP US N 2 2058-03-15 Fixed 5.63500000 N N N N N N Morgan Stanley Residential Mortgage Loan Trust N/A 61778XAA7 1289660.55000000 PA USD 1303113.26000000 0.197443462287 Long ABS-MBS CORP US N 2 2070-07-25 Variable 5.44300000 N N N N N N MUTHOOT FINANCE LTD 335800HAMJMBFL4RRF02 62828M2D2 750000.00000000 PA USD 761923.97000000 0.115444229795 Long DBT CORP IN Y 2 2029-04-23 Fixed 6.37500000 N N N N N N NGPL PIPECO LLC 549300K3NT1HSQFEM073 62928CAA0 750000.00000000 PA USD 691158.43000000 0.104722066452 Long DBT CORP US N 2 2031-07-15 Fixed 3.25000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CL4 537000.00000000 PA USD 535428.08000000 0.081126312782 Long DBT CORP US N 2 2029-06-15 Fixed 4.45000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CW0 796000.00000000 PA USD 813340.06000000 0.123234627712 Long DBT CORP US N 2 2033-02-01 Fixed 6.00000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377DB5 747000.00000000 PA USD 746612.16000000 0.113124234386 Long DBT CORP US N 2 2035-10-15 Fixed 5.40700000 N N N N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 62937NBC0 722804.00000000 PA USD 725821.71000000 0.109974133350 Long LON CORP US N 2 2031-04-16 Floating 5.59300000 N N N N N N New York Mortgage Trust 254900EYRFLK2LMLVT67 62957JAC5 692330.79000000 PA USD 696279.98000000 0.105498066969 Long ABS-MBS CORP US N 2 2060-10-25 Variable 5.00000000 N N N N N N NARRAGANSETT ELECTRIC VAI0KZ806W8MCH0BCZ61 631005BK0 1005000.00000000 PA USD 1037972.04000000 0.157270131174 Long DBT CORP US N 2 2034-05-01 Fixed 5.35000000 N N N N N N NATIONAL FUEL GAS CO 8JB38FFW1Y3C1HM8E841 636180BU4 1234000.00000000 PA USD 1293292.86000000 0.195955507375 Long DBT CORP US N 2 2035-03-15 Fixed 5.95000000 N N N N N N NAVOI MINING METALLURGIC N/A 63890CAC8 741000.00000000 PA USD 775923.72000000 0.117565426161 Long DBT CORP UZ N 2 2030-05-14 Fixed 6.75000000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAP3 814000.00000000 PA USD 912345.04000000 0.138235538711 Long DBT CORP US N 2 2031-03-15 Fixed 11.50000000 N N N N N N NEUBERGER BERMAN GRP/FIN N/A 64128XAG5 913000.00000000 PA USD 914827.65000000 0.138611695665 Long DBT CORP US N 2 2027-03-15 Fixed 4.50000000 N N N N N N Neuberger Berman CLO Ltd 549300LCOEVXWN75LP18 64134QAN7 1380000.00000000 PA USD 1382027.22000000 0.209400247598 Long ABS-CBDO CORP KY N 2 2037-01-20 Floating 5.63400000 N N N N N N New Residential Mortgage Loan Trust 2138001CG5SYL78G3648 64828XAG8 900000.00000000 PA USD 713002.77000000 0.108031849456 Long ABS-MBS CORP US N 2 2059-11-25 Variable 3.83200000 N N N N N N New Residential Mortgage Loan Trust 2138002D8CMDYG7QOU84 64832CAC7 1025836.55000000 PA USD 1037814.94000000 0.157246327896 Long ABS-MBS CORP US N 2 2065-05-25 Variable 5.53000000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 64952WEZ2 1027000.00000000 PA USD 1024090.68000000 0.155166872874 Long DBT CORP US N 2 2033-01-28 Fixed 4.55000000 N N N N N N Nissan Auto Lease Trust N/A 65479XAD4 1555000.00000000 PA USD 1574579.78000000 0.238575182184 Long ABS-O CORP US N 2 2028-03-15 Fixed 4.75000000 N N N N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 65480CAF2 918000.00000000 PA USD 952796.16000000 0.144364560210 Long DBT CORP US N 2 2028-09-15 Fixed 7.05000000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807BN1 1315000.00000000 PA USD 1298619.78000000 0.196762624883 Long DBT CORP US N 2 2028-01-15 Fixed 3.25000000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AL0 934000.00000000 PA USD 970277.49000000 0.147013274199 Long DBT CORP US N 2 2030-01-30 Fixed 6.87500000 N N N N N N NVENT FINANCE SARL 549300KO1OQ4MVFB6X02 67078AAD5 2361000.00000000 PA USD 2376484.93000000 0.360077229706 Long DBT CORP LU N 2 2028-04-15 Fixed 4.55000000 N N N N N N NUVEEN LLC N/A 67080LAD7 936000.00000000 PA USD 984822.56000000 0.149217095669 Long DBT CORP US N 2 2034-04-15 Fixed 5.85000000 N N N N N N Onslow Bay Financial LLC 254900WI6P4MRT24JH23 67122DAC7 574375.62000000 PA USD 575173.60000000 0.087148424075 Long ABS-MBS CORP US N 2 2065-08-25 Variable 4.90500000 N N N N N N Onslow Bay Financial LLC 254900I0YTADJGNQ3O02 67122JAA8 988756.39000000 PA USD 988624.59000000 0.149793166829 Long ABS-MBS CORP US N 2 2065-08-25 Variable 4.84800000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599ED3 1022000.00000000 PA USD 1100968.92000000 0.166815212544 Long DBT CORP US N 2 2030-09-01 Fixed 6.62500000 N N N N N N Octane Receivables Trust N/A 67571BAA1 707.12000000 PA USD 707.77000000 0.000107238997 Long ABS-O CORP US N 2 2029-05-21 Fixed 5.87000000 N N N N N N OGLETHORPE POWER CORP 3EERXCUSWMS9GV5D9M98 677050AW6 620000.00000000 PA USD 608300.16000000 0.092167652181 Long DBT CORP US N 2 2054-06-01 Fixed 5.80000000 N N N N N N OGLETHORPE POWER CORP 3EERXCUSWMS9GV5D9M98 677050AY2 455000.00000000 PA USD 451792.47000000 0.068454118494 Long DBT CORP US N 2 2055-02-01 Fixed 5.90000000 N N N N N N 180 MEDICAL INC 254900ZB648OPWVFVX59 682357AB4 1037000.00000000 PA USD 1035981.35000000 0.156968508331 Long DBT CORP US N 2 2035-10-08 Fixed 5.30000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AF7 643000.00000000 PA USD 677001.49000000 0.102577053171 Long DBT CORP US N 2 2031-05-15 Fixed 7.50000000 N N N N N N OPAL BIDCO 969500R96XT7XY2UJ564 68348BAA1 901000.00000000 PA USD 923451.80000000 0.139918398687 Long DBT CORP FR N 2 2032-03-31 Fixed 6.50000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCK9 688000.00000000 PA USD 680277.34000000 0.103073399257 Long DBT CORP US N 2 2052-11-09 Fixed 6.90000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDR3 2947000.00000000 PA USD 2612978.92000000 0.395910026155 Long DBT CORP US N 2 2055-09-26 Fixed 5.95000000 N N N N N N ORLEN SA 259400VVMM70CQREJT74 68666UAA3 300000.00000000 PA USD 316661.28000000 0.047979482225 Long DBT CORP PL N 2 2035-01-30 Fixed 6.00000000 N N N N N N PFS Financing Corp. N/A 69335PEV3 865000.00000000 PA USD 869071.56000000 0.131678882449 Long ABS-O CORP US N 2 2028-05-15 Fixed 5.27000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BW4 916000.00000000 PA USD 966115.84000000 0.146382714592 Long DBT CORP US N 2 2035-01-22 Fixed 5.67600000 N N N N N N PSEG POWER LLC N/A 69362BBE1 508000.00000000 PA USD 527613.52000000 0.079942276190 Long DBT CORP US N 2 2035-05-15 Fixed 5.75000000 N N N N N N PEAC Solutions Receivables LLC N/A 69392BAB2 587241.83000000 PA USD 588659.67000000 0.089191789326 Long ABS-O CORP US N 2 2027-04-20 Fixed 4.74000000 N N N N N N PEAC Solutions Receivables LLC N/A 69433BAC1 1400000.00000000 PA USD 1436182.58000000 0.217605690753 Long ABS-O CORP US N 2 2030-11-20 Fixed 5.64000000 N N N N N N PANERA BREAD COMPANY 5493000FBB6F76YHEI41 69841UAC5 412857.14000000 PA USD 413373.21000000 0.062632957782 Long LON CORP US N 2 2027-06-15 Floating 5.51600000 N N N N N N PANERA BREAD COMPANY 5493000FBB6F76YHEI41 69841UAD3 412857.14000000 PA USD 415437.50000000 0.062945732256 Long LON CORP US N 2 2027-06-15 Floating 5.31600000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71643VAB1 1290000.00000000 PA USD 1287362.23000000 0.195056917700 Long DBT CORP MX N 2 2032-02-16 Fixed 6.70000000 N N N N N N PFIZER INVESTMENT ENTER 5493000FQO8XF9C0RT95 716973AC6 1160000.00000000 PA USD 1175530.06000000 0.178112472794 Long DBT CORP SG N 2 2028-05-19 Fixed 4.45000000 N N N N N N PIEDMONT OPERATING PARTN 549300WKGDPAS39FBD10 720198AK6 472000.00000000 PA USD 477086.10000000 0.072286526647 Long DBT US N 2 2033-01-15 Fixed 5.62500000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAH1 830000.00000000 PA USD 767451.41000000 0.116281729439 Long DBT CORP US N 2 2032-03-01 Fixed 3.50000000 N N N N N N PRICOA GLOBAL FUNDING 1 635400IBXEBMD9ADYA79 74153WCY3 802000.00000000 PA USD 809096.32000000 0.122591630097 Long DBT CORP US N 2 2032-08-26 Fixed 4.75000000 N N N N N N PRINCIPAL LFE GLB FND II 635400WSLKBQWSOIIT41 74256LEY1 1369000.00000000 PA USD 1402504.00000000 0.212502822381 Long DBT CORP US N 2 2029-01-25 Fixed 5.10000000 N N N N N N PUBLIC SERVICE ELECTRIC 549300RUHPVD434XUK18 74456QCS3 2181000.00000000 PA USD 2199780.57000000 0.333303562588 Long DBT CORP US N 2 2034-08-01 Fixed 4.85000000 N N N N N N QXO BUILDING PRODUCTS 549300HDXQWWCBOYXP31 74825NAA5 1239000.00000000 PA USD 1295025.94000000 0.196218097992 Long DBT CORP US N 2 2032-04-30 Fixed 6.75000000 N N N N N N ROCC Trust N/A 74970WAA8 1130000.00000000 PA USD 1161920.01000000 0.176050322499 Long ABS-MBS CORP US N 2 2041-11-13 Fixed 5.38800000 N N N N N N Rad CLO Ltd N/A 749972AA3 890000.00000000 PA USD 891969.57000000 0.135148314089 Long ABS-CBDO CORP KY N 2 2038-01-15 Floating 5.22500000 N N N N N N RAIN CARBON INC 25490038N6JQH7QXUK52 75079LAB7 645000.00000000 PA USD 672467.65000000 0.101890100552 Long DBT CORP US N 2 2029-09-01 Fixed 12.25000000 N N N N N N RAND PARENT LLC N/A 753272AA1 935000.00000000 PA USD 974791.75000000 0.147697260121 Long DBT CORP US N 2 2030-02-15 Fixed 8.50000000 N N N N N N Rate Mortgage Trust N/A 75409XAA4 1434210.44000000 PA USD 1199567.30000000 0.181754516840 Long ABS-MBS CORP US N 2 2051-12-25 Variable 2.50000000 N N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 758750AL7 1336000.00000000 PA USD 1338644.08000000 0.202826976011 Long DBT CORP US N 2 2026-02-15 Fixed 6.05000000 N N N N N N REGENERON PHARMACEUTICAL 549300RCBFWIRX3HYQ56 75886FAF4 942000.00000000 PA USD 575448.95000000 0.087190144207 Long DBT CORP US N 2 2050-09-15 Fixed 2.80000000 N N N N N N Regatta XXVIII Funding Ltd. N/A 75901PAC0 870000.00000000 PA USD 871212.78000000 0.132003313106 Long ABS-CBDO CORP KY N 2 2037-04-25 Floating 5.60800000 N N N N N N RENTOKIL TERMINIX LLC 984500D5BAA7560EKJ44 760130AB0 1393000.00000000 PA USD 1439197.06000000 0.218062434911 Long DBT CORP US N 2 2035-04-28 Fixed 5.62500000 N N N N N N Resideo Funding Inc 5493000IFJ6XJKH66598 76090LAM6 427000.00000000 PA USD 428601.25000000 0.064940260634 Long LON CORP US N 2 2032-08-13 Floating 5.72300000 N N N N N N Residential Mortgage Loan Trust N/A 76119CAA9 3071.26000000 PA USD 3057.75000000 0.000463300286 Long ABS-MBS CORP US N 2 2060-01-26 Variable 2.37600000 N N N N N N RGA GLOBAL FUNDING 549300Y22K5FOEBMSK42 76209PAJ2 1978000.00000000 PA USD 1994285.47000000 0.302167616640 Long DBT CORP US N 2 2032-08-25 Fixed 5.00000000 N N N N N N ROCKET COS INC N/A 77311WAB7 783000.00000000 PA USD 817349.43000000 0.123842114351 Long DBT CORP US N 2 2033-08-01 Fixed 6.37500000 N N N N N N ROLLINS INC 549300F2A0BXT4SGWD84 775711AC8 134000.00000000 PA USD 136783.59000000 0.020725002517 Long DBT CORP US N 2 2035-02-24 Fixed 5.25000000 N N N N N N ROMANIA 315700IASY927EDWBK92 77586RAX8 946000.00000000 PA USD 987728.06000000 0.149657327533 Long DBT NUSS RO N 2 2036-05-16 Fixed 6.62500000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BK7 947000.00000000 PA USD 954449.51000000 0.144615070399 Long DBT CORP LR N 2 2027-07-15 Fixed 5.37500000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BW1 963000.00000000 PA USD 984806.21000000 0.149214618370 Long DBT CORP LR N 2 2031-09-30 Fixed 5.62500000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 78017TAB9 1217000.00000000 PA USD 1222557.28000000 0.185237883473 Long DBT CORP LR N 2 2036-01-15 Fixed 5.37500000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAR4 1585000.00000000 PA USD 1624868.01000000 0.246194690440 Long DBT CORP GB N 2 2034-09-02 Fixed 5.40000000 N N N N N N SEB Funding LLC N/A 78433DAA2 1147125.00000000 PA USD 1146342.09000000 0.173690006972 Long ABS-O CORP US N 2 2052-01-30 Fixed 4.96900000 N N N N N N SBNA Auto Receivables Trust N/A 78437PAC7 863248.09000000 PA USD 866322.55000000 0.131262361438 Long ABS-O CORP US N 2 2028-12-15 Fixed 5.32000000 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAX8 643000.00000000 PA USD 648077.91000000 0.098194646858 Long DBT CORP US N 2 2029-08-01 Fixed 6.75000000 N N N N N N SeaWorld Parks & Entertainment Inc 549300UZV72O3371JJ53 78488CAL4 337673.01000000 PA USD 336264.91000000 0.050949760173 Long LON CORP US N 2 2031-12-04 Floating 5.71600000 N N N N N N SWCH Commercial Mortgage Trust N/A 78489CAA7 1580000.00000000 PA USD 1567746.63000000 0.237539845628 Long ABS-MBS CORP US N 2 2042-02-15 Floating 5.19300000 N N N N N N SAMMONS FINANCIAL GLOBAL 635400IPRNPM6HDHRS48 79587J2A0 667000.00000000 PA USD 684160.12000000 0.103661705393 Long DBT CORP US N 2 2029-12-10 Fixed 5.10000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286YAE2 615000.00000000 PA USD 628668.81000000 0.095253843460 Long ABS-O CORP US N 2 2030-06-17 Fixed 5.84000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80287FAE2 3670000.00000000 PA USD 3744545.41000000 0.567361282506 Long ABS-O CORP US N 2 2031-03-17 Fixed 6.69000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80287NAD7 1010000.00000000 PA USD 1021494.41000000 0.154773494529 Long ABS-O CORP US N 2 2031-05-15 Fixed 4.87000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80288AAC6 278313.63000000 PA USD 278494.90000000 0.042196637063 Long ABS-O CORP US N 2 2028-04-17 Fixed 5.25000000 N N N N N N Santander Drive Auto Receivables Trust N/A 802923AE2 1995000.00000000 PA USD 2001456.22000000 0.303254105245 Long ABS-O CORP US N 2 2032-01-15 Fixed 4.52000000 N N N N N N Sequoia Mortgage Trust N/A 81748UAA8 348211.94000000 PA USD 326408.65000000 0.049456371871 Long ABS-MBS CORP US N 2 2055-11-25 Variable 4.00000000 N N N N N N Silver Point CLO, Ltd 254900DVAEEJOXQ8PL85 82809EAJ9 1620000.00000000 PA USD 1622261.52000000 0.245799763594 Long ABS-CBDO CORP JE N 2 2037-04-15 Floating 5.73500000 N N N N N N SOLSTICE ADVANCED MATERI 2138004GZ4H9TW6HK435 83443QAA1 682000.00000000 PA USD 688420.41000000 0.104307210610 Long DBT CORP US N 2 2033-09-30 Fixed 5.62500000 N N N N N N SOLVENTUM CORP 254900I70403OSGY4M28 83444MAR2 716000.00000000 PA USD 745269.61000000 0.112920815598 Long DBT CORP US N 2 2034-03-23 Fixed 5.60000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BH6 664000.00000000 PA USD 655957.63000000 0.099388556280 Long DBT NUSS ZA N 2 2037-12-11 Fixed 6.12500000 N N N N N N EXPAND ENERGY CORP X2MT1W32SPAZ9WSKLE78 845467AS8 353000.00000000 PA USD 357863.49000000 0.054222306426 Long DBT CORP US N 2 2030-03-15 Fixed 5.37500000 N N N N N N SMYRNA READY MIX CONCRET 549300S7RFWHQFOIOY93 85236FAA1 631000.00000000 PA USD 634402.35000000 0.096122570702 Long DBT CORP US N 2 2028-11-01 Fixed 6.00000000 N N N N N N Starwood Mortgage Residential Trust N/A 85573AAA3 11360.28000000 PA USD 10971.01000000 0.001662291579 Long ABS-MBS CORP US N 2 2050-02-25 Variable 2.27500000 N N N N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 000000000 4794219.86000000 PA USD 4794219.86000000 0.726404524597 Long RA CORP US N 2 Repurchase N 3.25000000 2026-01-02 4797700.00000000 USD 4890104.26000000 USD UST N N N SUNCOKE ENERGY INC 1KF1J2NXQE2PI0QOB943 86722AAD5 709000.00000000 PA USD 658990.91000000 0.099848148952 Long DBT CORP US N 2 2029-06-30 Fixed 4.87500000 N N N N N N TALEN ENERGY SUPPLY LLC K5K33XN0PQAU1XF7NN66 87422VAM0 773000.00000000 PA USD 788756.75000000 0.119509844925 Long DBT CORP US N 2 2034-02-01 Fixed 6.25000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBN1 901000.00000000 PA USD 911754.09000000 0.138145999899 Long DBT CORP US N 2 2029-01-15 Fixed 6.87500000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBQ4 817000.00000000 PA USD 829866.22000000 0.125738617464 Long DBT CORP US N 2 2030-03-01 Fixed 5.50000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDV9 674000.00000000 PA USD 694367.61000000 0.105208310917 Long DBT CORP US N 2 2033-11-15 Fixed 6.00000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAE1 380000.00000000 PA USD 376464.52000000 0.057040673699 Long DBT CORP NL N 2 2026-10-01 Fixed 3.15000000 N N N N N N TEXAS Commercial Mortgage Trust N/A 88231WAC9 1170000.00000000 PA USD 1168889.44000000 0.177106307755 Long ABS-MBS CORP US N 2 2042-04-15 Floating 5.34300000 N N N N N N Towd Point Mortgage Trust 25490010CSYSAQU59J50 89177EAD1 670000.00000000 PA USD 697681.72000000 0.105710454033 Long ABS-MBS CORP US N 2 2048-10-25 Floating 5.84600000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TKJ3 504000.00000000 PA USD 510658.70000000 0.077373337276 Long DBT CORP US N 2 2027-09-20 Fixed 4.55000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647CA3 693000.00000000 PA USD 722327.21000000 0.109444658131 Long DBT CORP US N 2 2034-01-31 Fixed 6.75000000 N N N N N N TRANSOCEAN INTERNTNL LTD DOL4HJ22ADYSIWES4H94 893814AA1 673000.00000000 PA USD 706068.53000000 0.106981196074 Long DBT CORP BM N 2 2032-10-15 Fixed 7.87500000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAS1 1332000.00000000 PA USD 1401831.57000000 0.212400937985 Long DBT CORP US N 2 2035-01-24 Fixed 5.71100000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AH1 1717000.00000000 PA USD 1689927.99000000 0.256052365979 Long DBT CORP CH N 2 2027-08-10 Fixed 1.49400000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AS7 869000.00000000 PA USD 872172.13000000 0.132148670682 Long DBT CORP CH N 2 2027-08-05 Fixed 4.70300000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AT5 757000.00000000 PA USD 768631.09000000 0.116460470697 Long DBT CORP CH N 2 2033-08-05 Fixed 4.98800000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAK6 2504000.00000000 PA USD 2509002.99000000 0.380155933058 Long DBT CORP US N 2 2029-08-15 Fixed 4.50000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAQ3 817000.00000000 PA USD 779702.64000000 0.118137995769 Long DBT CORP US N 2 2054-09-15 Fixed 5.35000000 N N N N N N U.S. Bank National Association N/A 90355PAB2 588005.70000000 PA USD 584031.55000000 0.088490551709 Long ABS-O CORP US N 2 2032-09-25 Fixed 4.81800000 N N N N N N UNION ELECTRIC CO QMPJLLDULY5C1M8PNY21 906548CZ3 606000.00000000 PA USD 556481.82000000 0.084316306658 Long DBT CORP US N 2 2055-03-15 Fixed 5.12500000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJL5 1407000.00000000 PA USD 1417759.15000000 0.214814232852 Long DBT CORP US N 2 2034-02-01 Fixed 4.83900000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJR2 1349000.00000000 PA USD 1425187.55000000 0.215939759742 Long DBT CORP US N 2 2035-01-23 Fixed 5.67800000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TM0 7373000.00000000 PA USD 6760263.37000000 1.024293011760 Long DBT UST US N 2 2042-11-15 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UE6 22496400.00000000 PA USD 21225704.79000000 3.216049419401 Long DBT UST US N 2 2054-11-15 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UF3 22768000.00000000 PA USD 22317976.36000000 3.381546837898 Long DBT UST US N 2 2044-11-15 Fixed 4.62500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UJ5 16449000.00000000 PA USD 16370610.32000000 2.480421372848 Long DBT UST US N 2 2045-02-15 Fixed 4.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UK2 20187000.00000000 PA USD 19841612.95000000 3.006336347328 Long DBT UST US N 2 2055-05-15 Fixed 4.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CNV9 17560000.00000000 PA USD 17600470.36000000 2.666765746649 Long DBT UST US N 2 2027-08-31 Fixed 3.62500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CNX5 6847000.00000000 PA USD 6823864.60000000 1.033929662266 Long DBT UST US N 2 2030-08-31 Fixed 3.62500000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PCW0 686000.00000000 PA USD 683549.76000000 0.103569225640 Long DBT CORP US N 2 2027-01-15 Fixed 3.45000000 N N N N N N UNIVERSAL HEALTH SVCS 549300YGMGQDO0NMJD09 913903BA7 507000.00000000 PA USD 447872.40000000 0.067860162300 Long DBT CORP US N 2 2032-01-15 Fixed 2.65000000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 914906AZ5 946000.00000000 PA USD 988999.48000000 0.149849968936 Long DBT CORP US N 2 2031-07-31 Fixed 8.50000000 N N N N N N VSP OPTICAL GROUP INC 549300PHX8USLM2BT742 91836LAA0 1041000.00000000 PA USD 1048321.51000000 0.158838249044 Long DBT CORP US N 2 2035-12-01 Fixed 5.45000000 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAT0 436000.00000000 PA USD 436566.80000000 0.066147174737 Long DBT CORP KY N 2 2056-02-25 Fixed 6.00000000 N N N N N N Verdant Receivables LLC N/A 92340GAC4 2525000.00000000 PA USD 2575040.20000000 0.390161675293 Long ABS-O CORP US N 2 2033-05-12 Fixed 4.96000000 N N N N N N Verizon Master Trust 5493007MUBNP1GFMEB89 92348KCH4 1205000.00000000 PA USD 1235486.74000000 0.187196912996 Long ABS-O CORP US N 2 2031-12-22 Fixed 4.83000000 N N N N N N Verus Securitization Trust 2138002AFCEWDDRL8N22 92490EAA1 1414333.16000000 PA USD 1417049.53000000 0.214706713548 Long ABS-MBS CORP US N 2 2070-10-27 Variable 4.93500000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 925524AX8 1097000.00000000 PA USD 1081332.01000000 0.163839892118 Long DBT CORP US N 2 2036-04-30 Fixed 6.87500000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAA3 2203000.00000000 PA USD 2203261.36000000 0.333830960513 Long DBT US N 2 2026-12-01 Fixed 4.25000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAB1 910000.00000000 PA USD 908584.49000000 0.137665752466 Long DBT US N 2 2029-12-01 Fixed 4.62500000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAJ4 1500000.00000000 PA USD 1517452.64000000 0.229919464636 Long DBT US N 2 2027-02-01 Fixed 5.75000000 N N N N N N VIPER ENERGY PARTNERS LL 54930010ZZ02MRGRI973 92764MAB0 588000.00000000 PA USD 600436.20000000 0.090976130663 Long DBT CORP US N 2 2035-08-01 Fixed 5.70000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804GR9 1793000.00000000 PA USD 1819418.13000000 0.275672288789 Long DBT CORP US N 2 2034-08-15 Fixed 5.05000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAP7 591000.00000000 PA USD 626251.48000000 0.094887577518 Long DBT CORP US N 2 2031-10-15 Fixed 7.75000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAU6 1699000.00000000 PA USD 1754866.52000000 0.265891639811 Long DBT CORP US N 2 2034-12-30 Fixed 5.70000000 N N N N N N Volkswagen Auto Loan Enhanced Trust N/A 92867WAE8 2300000.00000000 PA USD 2328601.65000000 0.352822111613 Long ABS-O CORP US N 2 2030-01-22 Fixed 5.01000000 N N N N N N VOLTAGRID LLC 254900R5BEUGIKK1FM03 92874BAA3 680000.00000000 PA USD 674036.90000000 0.102127868183 Long DBT CORP US N 2 2030-11-01 Fixed 7.37500000 N N N N N N VONTIER CORP 549300VVSQLG4P5K4639 928881AF8 1030000.00000000 PA USD 945328.22000000 0.143233042349 Long DBT CORP US N 2 2031-04-01 Fixed 2.95000000 N N N N N N WBI OPERATING LLC N/A 92944BAA9 688000.00000000 PA USD 692616.48000000 0.104942985423 Long DBT CORP US N 2 2030-10-15 Fixed 6.25000000 N N N N N N LUXCO3 SHARES N/A 000000000 3060.00000000 NS 55110.42000000 0.008350150725 Long EC CORP FR N 2 N N N Warwick Capital CLO Ltd N/A 93656EAA9 1665000.00000000 PA USD 1670119.88000000 0.253051105890 Long ABS-CBDO CORP KY N 2 2038-07-20 Floating 5.53100000 N N N N N N WATCO COS LLC/FINANCE CO N/A 941130AD8 982000.00000000 PA USD 1029005.39000000 0.155911533671 Long DBT CORP US N 2 2032-08-01 Fixed 7.12500000 N N N N N N WEEKLEY HOMES LLC/ FINAN N/A 948565AD8 690000.00000000 PA USD 681019.65000000 0.103185871642 Long DBT CORP US N 2 2028-09-15 Fixed 4.87500000 N N N N N N WEIBO CORP 549300Q9ID4640FE0422 948596AE1 680000.00000000 PA USD 645928.74000000 0.097869011644 Long DBT CORP KY N 2 2030-07-08 Fixed 3.37500000 N N N N N N Wells Fargo Mortgage Backed Securities Trust N/A 949930AB7 208082.08000000 PA USD 174163.58000000 0.026388696435 Long ABS-MBS CORP US N 2 2051-12-25 Variable 2.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2A0 1873000.00000000 PA USD 1861270.99000000 0.282013697352 Long DBT CORP US N 2 2028-05-22 Fixed 3.58400000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2S1 3925000.00000000 PA USD 3836258.26000000 0.581257313799 Long DBT CORP US N 2 2028-06-02 Fixed 2.39300000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95001VAT7 1065504.27000000 PA USD 1026586.41000000 0.155545017727 Long ABS-MBS CORP US N 2 2052-06-15 Fixed 3.05500000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95003QAS8 1120000.00000000 PA USD 1008112.67000000 0.152745937019 Long ABS-MBS CORP US N 2 2054-11-15 Fixed 2.65800000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95004JAC8 820000.00000000 PA USD 868908.08000000 0.131654112494 Long ABS-MBS CORP US N 2 2058-01-15 Fixed 6.09600000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95004WAD7 1710000.00000000 PA USD 1760319.14000000 0.266717802973 Long ABS-MBS CORP US N 2 2058-10-15 Fixed 5.29200000 N N N N N N Westlake Automobile Receivables Trust N/A 96042XAF2 1489416.43000000 PA USD 1496866.19000000 0.226800273013 Long ABS-O CORP US N 2 2028-08-15 Fixed 5.74000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042YAF0 1535000.00000000 PA USD 1559750.19000000 0.236328251174 Long ABS-O CORP US N 2 2030-03-15 Fixed 5.68000000 N N N N N N WINDFALL MINING GROUP 984500E4L49391BFF948 973244AA4 462000.00000000 PA USD 482842.38000000 0.073158699380 Long DBT CORP CA N 2 2032-05-13 Fixed 5.85400000 N N N N N N WORKDAY INC 549300J0DYC0N31V7G13 98138HAJ0 1290000.00000000 PA USD 1234700.98000000 0.187077857208 Long DBT CORP US N 2 2032-04-01 Fixed 3.80000000 N N N N N N World Omni Auto Receivables Trust N/A 98164HAD0 1794370.23000000 PA USD 1811419.98000000 0.274460435241 Long ABS-O CORP US N 2 2029-09-17 Fixed 5.27000000 N N N N N N World Omni Automobile Lease Securitization Trust N/A 98164PAF7 1635000.00000000 PA USD 1652842.26000000 0.250433257374 Long ABS-O CORP US N 2 2030-05-15 Fixed 4.68000000 N N N N N N World OMNI Select Auto Trust N/A 98164UAC3 845000.00000000 PA USD 846938.77000000 0.128325394443 Long ABS-O CORP US N 2 2030-05-15 Fixed 4.14000000 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 98313RAL0 978000.00000000 PA USD 991466.39000000 0.150223747077 Long DBT CORP KY N 2 2034-02-15 Fixed 6.75000000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAF2 648000.00000000 PA USD 640775.77000000 0.097088250470 Long DBT CORP US N 2 2030-04-23 Fixed 6.75000000 N N N N N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 000000000 617000.00000000 PA USD 665224.34000000 0.100792617893 Long DBT CORP MA Y 2 2034-05-02 Fixed 6.75000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 183.00000000 NC USD -51456.88000000 -0.00779657828 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes Futures FVH6 Comdty 2026-03-31 20054214.78000000 USD -51456.88000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 81.00000000 NC USD 9660.90000000 0.001463787994 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUH6 Comdty 2026-03-31 16902253.12000000 USD 9660.90000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 49.00000000 NC USD -50534.58000000 -0.00765683440 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long Ultra 10 Year U.S. Treasury Notes Futures UXYH6 Comdty 2026-03-20 5686300.21000000 USD -50534.58000000 N N N JPMorgan Securities LLC ZBUT11V806EZRVTWT807 000000000 6000000.00000000 PA USD 6000000.00000000 0.909100390649 Long RA CORP US N 2 Repurchase N 3.75000000 2026-01-02 5804200.00000000 USD 6000000.00000000 USD UST N N N MGM CHINA HOLDINGS LTD 529900VZFN87OS7WJM66 000000000 450000.00000000 PA USD 448393.50000000 0.067939117669 Long DBT CORP KY Y 2 2027-02-01 Fixed 4.75000000 N N N N N N Flutter Financing BV 635400VFWPBIKJK6GN11 000000000 1382367.79000000 PA USD 1382941.47000000 0.209538771770 Long LON CORP NL N 2 2030-11-30 Floating 5.42200000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 000000000 856000.00000000 PA USD 594807.39000000 0.090123271768 Long DBT CORP NL Y 2 2050-08-03 Fixed 4.02700000 N N N N N N 2026-01-21 LORD ABBETT SERIES FUND INC Michael Hebert Michael Hebert Chief Financial Officer