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 2026-12-31 2026-03-31 N 897942202.99 231590190.03 666352012.96 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 173796424.25000000 0.00000000 0.00000000 1028877.76000000 USD N Barc Capital US Corp Inv Grade BCF2T AB BSL CLO Ltd N/A 00037QAN9 1000000.00000000 PA USD 994111.00000000 0.149187063393 Long ABS-CBDO CORP KY N 2 2038-04-20 Floating 5.21800000 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 00084DAV2 800000.00000000 PA USD 714388.87000000 0.107208931031 Long DBT CORP NL N 2 2037-03-13 Fixed 3.32400000 N N N N N N AEP TEXAS INC 5493001L78U618KXNZ75 00108WAV2 663000.00000000 PA USD 652286.95000000 0.097889244320 Long DBT CORP US N 2 2036-04-15 Fixed 5.20000000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCC7 1193000.00000000 PA USD 1141231.78000000 0.171265601034 Long DBT CORP US N 2 2030-07-15 Fixed 3.95000000 N N N N N N AS MILEAGE PLAN IP LTD N/A 00218QAB6 1693000.00000000 PA USD 1656716.44000000 0.248624812078 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 1160125.94000000 0.174101063317 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 968094.80000000 0.145282790652 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 644557.00000000 0.096729204304 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 644913.90000000 0.096782764583 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 1006551.76000000 0.151054058579 Long ABS-O CORP US N 2 2034-10-16 Fixed 4.45000000 N N N N N N Affirm Master Trust N/A 00833BAU2 1005000.00000000 PA USD 1001602.30000000 0.150311289006 Long ABS-O CORP US N 2 2034-02-15 Fixed 4.37000000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAU5 1114000.00000000 PA USD 1079820.19000000 0.162049512719 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 1035233.17000000 0.155358301598 Long DBT CORP BM N 2 2028-07-18 Fixed 6.50000000 N N N N N N ATI INC ZW1LRE7C3H17O2ZN9B45 01741RAN2 626000.00000000 PA USD 649571.40000000 0.097481719476 Long DBT CORP US N 2 2030-08-15 Fixed 7.25000000 N N N N N N ALLIED UNIVERSAL HOLDCO 98450038B4549046D794 019576AD9 633000.00000000 PA USD 653183.21000000 0.098023746802 Long DBT CORP US N 2 2031-02-15 Fixed 7.87500000 N N N N N N UMBS, TBA N/A 01F020448 1828000.00000000 PA USD 1682000.24000000 0.252419172942 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 2.00000000 N N N N N N UMBS, TBA N/A 01F020653 5076000.00000000 PA USD 4087567.93000000 0.613424714040 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 2.00000000 N N N N N N UMBS, TBA N/A 01F022659 10400000.00000000 PA USD 8741281.33000000 1.311811348955 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 2.50000000 N N N N N N UMBS, TBA N/A 01F030652 1028000.00000000 PA USD 902206.29000000 0.135394847235 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 3.00000000 N N N N N N UMBS, TBA N/A 01F032658 2059000.00000000 PA USD 1885600.59000000 0.282973646560 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 3.50000000 N N N N N N UMBS, TBA N/A 01F040453 1716000.00000000 PA USD 1675060.75000000 0.251377757914 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.00000000 N N N N N N UMBS, TBA N/A 01F040644 3682000.00000000 PA USD 3474917.03000000 0.521483684661 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 4.00000000 N N N N N N UMBS, TBA N/A 01F042442 3014000.00000000 PA USD 2992761.37000000 0.449126184327 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 4.50000000 N N N N N N UMBS, TBA N/A 01F042459 8340000.00000000 PA USD 8274063.63000000 1.241695600684 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N UMBS, TBA N/A 01F042657 1075000.00000000 PA USD 1036499.25000000 0.155548303275 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 4.50000000 N N N N N N UMBS, TBA N/A 01F050445 833000.00000000 PA USD 839212.73000000 0.125941351369 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5.00000000 N N N N N N UMBS, TBA N/A 01F050452 5762000.00000000 PA USD 5799572.62000000 0.870346679713 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 5.00000000 N N N N N N UMBS, TBA N/A 01F050643 636000.00000000 PA USD 627325.61000000 0.094143275295 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 5.00000000 N N N N N N UMBS, TBA N/A 01F050650 5297000.00000000 PA USD 5217926.17000000 0.783058513895 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 5.00000000 N N N N N N UMBS, TBA N/A 01F052441 1396000.00000000 PA USD 1423346.30000000 0.213602761350 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5.50000000 N N N N N N UMBS, TBA N/A 01F052458 3710000.00000000 PA USD 3779487.04000000 0.567190759012 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 5.50000000 N N N N N N UMBS, TBA N/A 01F052649 646000.00000000 PA USD 649076.36000000 0.097407428412 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 5.50000000 N N N N N N UMBS, TBA N/A 01F052656 2402000.00000000 PA USD 2409967.07000000 0.361665759707 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 5.50000000 N N N N N N UMBS, TBA N/A 01F060451 1536000.00000000 PA USD 1583848.77000000 0.237689500323 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 6.00000000 N N N N N N UMBS, TBA N/A 01F062648 154000.00000000 PA USD 159337.64000000 0.023911931967 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 6.50000000 N N N N N N UMBS, TBA N/A 01F062655 874000.00000000 PA USD 903507.63000000 0.135590140410 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 6.50000000 N N N N N N UMBS, TBA N/A 01F070658 737000.00000000 PA USD 775423.30000000 0.116368418631 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 7.00000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02090DAA6 670738.00000000 PA USD 678257.64000000 0.101786687337 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 1145925.04000000 0.171969922460 Long DBT CORP US N 2 2028-02-04 Fixed 4.87500000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135DF0 1115000.00000000 PA USD 1105268.94000000 0.165868627767 Long DBT CORP US N 2 2036-03-13 Fixed 4.87500000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135DH6 1014000.00000000 PA USD 1013901.11000000 0.152156981637 Long DBT CORP US N 2 2056-03-13 Fixed 5.80000000 N N N N N N American Airlines, Inc. IWUQB36BXD6OWD6X4T14 02376CBS3 439131.22000000 PA USD 435837.74000000 0.065406531611 Long LON CORP KY N 2 2028-04-20 Floating 5.91800000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03065WAF2 721842.11000000 PA USD 724764.99000000 0.108766083977 Long ABS-O CORP US N 2 2028-04-18 Fixed 5.32000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DP2 1618000.00000000 PA USD 1642427.76000000 0.246480498003 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 1061546.68000000 0.159307191897 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 1194332.29000000 0.179234438670 Long DBT CORP GB N 2 2034-04-05 Fixed 5.75000000 N N N N N N ANTOFAGASTA PLC 213800MY6QVH4FVLD628 03718NAC0 975000.00000000 PA USD 1018784.33000000 0.152889810518 Long DBT CORP GB N 2 2034-05-02 Fixed 6.25000000 N N N N N N APPALACHIAN POWER CO 3SCHO1ABYYIG382BEI70 037735DB0 1003000.00000000 PA USD 1032353.41000000 0.154926133623 Long DBT CORP US N 2 2034-04-01 Fixed 5.65000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3V1 1510000.00000000 PA USD 1511310.73000000 0.226803656416 Long DBT CORP US N 2 2026-05-08 Fixed 5.62000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A4R9 2047000.00000000 PA USD 2026689.60000000 0.304146991467 Long DBT CORP US N 2 2030-07-17 Fixed 5.03300000 N N N N N N ATLAS WAREHOUSE LEND 25490068J12A1HV7YM70 049463AG7 1135000.00000000 PA USD 1114526.92000000 0.167257980515 Long DBT CORP US N 2 2030-11-15 Fixed 4.95000000 N N N N N N AUGUSTA SPINCO CORPORATI N/A 051473AE6 1194000.00000000 PA USD 1190216.62000000 0.178616796655 Long DBT CORP US N 2 2033-03-23 Fixed 4.94500000 N N N N N N Avant Loans Funding Trust N/A 05352UAA4 1240000.00000000 PA USD 1241965.03000000 0.186382723522 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 1549936.85000000 0.232600310324 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 622018.34000000 0.093346808879 Long DBT CORP US N 2 2028-10-25 Fixed 6.75000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAU5 426000.00000000 PA USD 411615.29000000 0.061771448422 Long DBT CORP US N 2 2033-01-28 Fixed 4.87500000 N N N N N N Avolon TLB Borrower 1 (US) LLC 635400O84AGITYFZQB55 05400KAJ9 1876757.66000000 PA USD 1882622.53000000 0.282526726622 Long LON CORP US N 2 2030-06-24 Floating 5.42500000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAR2 133000.00000000 PA USD 128535.30000000 0.019289399221 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 483929.30000000 0.072623671961 Long DBT CORP KY N 2 2028-05-04 Fixed 6.37500000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DCC7 643000.00000000 PA USD 661535.41000000 0.099277168393 Long DBT CORP US N 2 2035-08-15 Fixed 5.62500000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05553WAE9 1200000.00000000 PA USD 1273092.24000000 0.191054009778 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 1084798.89000000 0.162796670363 Long ABS-MBS CORP US N 2 2057-02-15 Fixed 5.85700000 N N N N N N BX Trust N/A 05593VAG8 1141938.33000000 PA USD 1134286.32000000 0.170223290083 Long ABS-MBS CORP US N 2 2030-03-15 Floating 5.06600000 N N N N N N BSPDF Issuer Ltd N/A 05594VAA0 680000.00000000 PA USD 678295.17000000 0.101792319495 Long ABS-CBDO CORP US N 2 2043-09-18 Floating 5.10000000 N N N N N N BSPRT Issuer, Ltd. N/A 05619BAA5 710000.00000000 PA USD 709797.33000000 0.106519874810 Long ABS-CBDO CORP US N 2 2043-01-17 Floating 5.06400000 N N N N N N BX Trust N/A 05619PAG1 760000.00000000 PA USD 756700.84000000 0.113558723509 Long ABS-MBS CORP US N 2 2044-12-15 Floating 6.42300000 N N N N N N BX Trust N/A 05619TAA6 1020000.00000000 PA USD 1026486.28000000 0.154045648551 Long ABS-MBS CORP US N 2 2042-12-13 Variable 5.03100000 N N N N N N BAKER HUGHES LLC/CO-OBL N/A 05724BAN9 537000.00000000 PA USD 528688.75000000 0.079340759796 Long DBT CORP US N 2 2033-06-15 Fixed 4.65000000 N N N N N N BAKER HUGHES LLC/CO-OBL N/A 05724BAP4 1015000.00000000 PA USD 996922.56000000 0.149608996537 Long DBT CORP US N 2 2036-06-15 Fixed 5.00000000 N N N N N N BANCO DE CREDITO DEL PER 549300EQYQ8SCQZ4BY14 05971U2K2 1080000.00000000 PA USD 1055160.00000000 0.158348737525 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 570114.76000000 0.085557595521 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 3961047.87000000 0.594437743559 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 2616858.72000000 0.392714161449 Long DBT CORP US N 2 2029-06-14 Fixed 2.08700000 N N N N N N Bank 549300664283JRAXM588 06540BBD0 950000.00000000 PA USD 895912.89000000 0.134450391471 Long ABS-MBS CORP US N 2 2052-10-17 Fixed 2.85100000 N N N N N N BANKUNITED INC 96OVUWEW5D4YX6PFXD91 06652KAB9 1140000.00000000 PA USD 1136521.46000000 0.170558719399 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 1692305.99000000 0.253965765404 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 1907330.61000000 0.286234688708 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 694954.88000000 0.104292456011 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 1120269.56000000 0.168119783269 Long DBT CORP US N 2 2030-11-21 Fixed 6.37500000 N N N N N N BAYER US FINANCE LLC 54930093Q75GSEM74I71 07274EAL7 650000.00000000 PA USD 691503.27000000 0.103774470032 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 1269099.88000000 0.190454872997 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 1141209.15000000 PA USD 951609.57000000 0.142808838495 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 2254118.04000000 0.338277366340 Long ABS-MBS CORP US N 2 2058-05-15 Fixed 5.65900000 N N N N N N BEIGNET INVESTOR LLC N/A 076912AA2 1259000.00000000 PA USD 1295423.44000000 0.194405271508 Long DBT CORP US N 2 2049-05-30 Fixed 6.58100000 N N N N N N BENCHMARK Mortgage Trust N/A 08164EAC8 2430000.00000000 PA USD 2476510.69000000 0.371652016026 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 1507986.99000000 0.226304859994 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 1330000.00000000 PA USD 1365289.16000000 0.204890078133 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 914637.94000000 0.137260475275 Long ABS-MBS CORP US N 2 2057-11-15 Variable 5.90900000 N N N N N N BMO Mortgage Trust N/A 09661XAC2 1070000.00000000 PA USD 1101742.83000000 0.165339461511 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 822283.55000000 0.123400775267 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 853572.72000000 0.128096366995 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 705074.51000000 0.105811117290 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 625638.04000000 0.093890020264 Long DBT CORP US N 2 2054-05-01 Fixed 6.85800000 N N N N N N BofA Auto Trust N/A 09709AAC6 806224.58000000 PA USD 811756.57000000 0.121820982635 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 618964.78000000 0.092888558593 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 1301812.86000000 0.195364137074 Long DBT CORP US N 2 2029-06-10 Fixed 5.65000000 N N N N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 115236AC5 2445000.00000000 PA USD 2153243.06000000 0.323138974314 Long DBT CORP US N 2 2031-03-15 Fixed 2.37500000 N N N N N N BX Trust N/A 12433HAA2 306651.16000000 PA USD 307063.05000000 0.046081206933 Long ABS-MBS CORP US N 2 2042-08-15 Floating 5.05300000 N N N N N N BX Trust N/A 12433KAC1 490000.00000000 PA USD 487221.31000000 0.073117706636 Long ABS-MBS CORP US N 2 2042-03-15 Floating 5.56500000 N N N N N N BX Trust N/A 12433LAC9 660000.00000000 PA USD 661196.25000000 0.099226270370 Long ABS-MBS CORP US N 2 2043-02-15 Floating 5.37300000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 124857AK9 907000.00000000 PA USD 564321.23000000 0.084688155663 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 1138088.76000000 0.170793925412 Long DBT CORP US N 2 2028-02-15 Fixed 3.37500000 N N N N N N CFE FIBRA E N/A 125276AA3 862574.13000000 PA USD 839983.31000000 0.126056992950 Long DBT MX N 2 2040-09-23 Fixed 5.87500000 N N N N N N CIM Trust N/A 12565VAA1 1812343.43000000 PA USD 1511287.45000000 0.226800162767 Long ABS-MBS CORP US N 2 2051-06-25 Variable 2.50000000 N N N N N N CIM Trust N/A 12566PAB1 1691106.91000000 PA USD 1410147.76000000 0.211622045491 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 1213468.32000000 0.182106198585 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 1025080.39000000 0.153834665471 Long DBT CORP US N 2 2055-03-10 Fixed 7.00000000 N N N N N N CAJUN GLOBAL LLC N/A 12803VAC9 550000.00000000 PA USD 547413.79000000 0.082150842100 Long ABS-O CORP US N 2 2055-11-20 Fixed 5.91200000 N N N N N N Capital One Multi-Asset Execution Trust R42WS16M9R97TJJKGU15 14041NGH8 328000.00000000 PA USD 324746.50000000 0.048734976961 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 1259000.00000000 PA USD 1291634.78000000 0.193836704156 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 2145139.61000000 0.321922882842 Long ABS-O CORP US N 2 2029-01-16 Fixed 4.98000000 N N N N N N CarMax Select Receivables Trust N/A 14319FAD5 1215000.00000000 PA USD 1222571.64000000 0.183472341378 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 1424965.56000000 0.213845765043 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 1510790.27000000 0.226725550552 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 988298.34000000 0.148314752680 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 646809.40000000 0.097067223842 Long DBT CORP US N 2 2034-03-01 Fixed 5.62500000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QBC7 1286000.00000000 PA USD 1321440.87000000 0.198309728836 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 2241191.84000000 0.336337520771 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 1416960.36000000 0.212644418031 Long DBT CORP US N 2 2032-07-01 Fixed 4.40000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAK7 272000.00000000 PA USD 261256.14000000 0.039206925906 Long DBT CORP US N 2 2031-03-01 Fixed 4.00000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAN1 215000.00000000 PA USD 196017.39000000 0.029416492512 Long DBT CORP US N 2 2032-01-31 Fixed 3.25000000 N N N N N N Cherry Securitization Trust N/A 16473RAA2 920000.00000000 PA USD 929518.32000000 0.139493586260 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 2350584.21000000 0.352754124589 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 1000974.24000000 0.150217035520 Long DBT CORP US N 2 2030-11-15 Fixed 7.12500000 N N N N N N Citadel Securities LP 549300NV5RXBUS3X7L47 17288YAN2 736675.00000000 PA USD 738365.67000000 0.110807149320 Long LON CORP US N 2 2031-10-31 Floating 5.70000000 N N N N N N CITADEL SECURITIES GLOBA 549300NV5RXBUS3X7L47 17289RAB2 1656000.00000000 PA USD 1695289.94000000 0.254413569258 Long DBT CORP US N 2 2035-06-18 Fixed 6.20000000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17290FBA6 365515.65000000 PA USD 317884.94000000 0.047705256953 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 1180448.95000000 0.177150954306 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 2138456.47000000 0.320919938472 Long DBT CORP US N 2 2030-03-20 Fixed 3.98000000 N N N N N N Citizens Auto Receivables Trust N/A 17331XAE1 1675000.00000000 PA USD 1698760.21000000 0.254934355559 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 2011190.30000000 0.301820998643 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 640480.05000000 0.096117373031 Long DBT CORP XX N 2 2032-09-15 Fixed 6.75000000 N N N N N N Clean Harbors Inc 5493000SJVZVZJKHJF48 18449EAJ9 946627.50000000 PA USD 954555.51000000 0.143250938158 Long LON CORP US N 2 2032-10-08 Floating 5.16800000 N N N N N N CLYDESDALE ACQUISITION 254900QKSDYFR3K5YD98 18972EAD7 923000.00000000 PA USD 874388.92000000 0.131220271417 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 1161082.93000000 0.174244679601 Long DBT CORP US N 2 2027-06-04 Fixed 5.87500000 N N N N N N COLONIAL ENTERPRISES INC N/A 19565CAB6 1020000.00000000 PA USD 1019813.42000000 0.153044246909 Long DBT CORP US N 2 2035-11-15 Fixed 5.62700000 N N N N N N Colossus Acquireco LLC 2549009FT92RXWA46910 19682LAB4 988035.00000000 PA USD 985950.25000000 0.147962372863 Long LON CORP US N 2 2032-07-30 Floating 5.38000000 N N N N N N COLUMBIA PIPELINE HOLDCO N/A 19828AAD9 479000.00000000 PA USD 481956.68000000 0.072327639239 Long DBT CORP US N 2 2031-10-01 Fixed 5.09700000 N N N N N N COLUMBIA PIPELINE HOLDCO N/A 19828AAF4 1511000.00000000 PA USD 1501642.69000000 0.225352765624 Long DBT CORP US N 2 2032-11-17 Fixed 4.99900000 N N N N N N COMISION FEDERAL DE ELEC 4469000001BFPONMPF32 200447AQ3 357000.00000000 PA USD 346414.95000000 0.051986779249 Long DBT CORP MX N 2 2034-01-28 Fixed 6.04500000 N N N N N N COMMERCIAL METALS CO 549300OQS2LO07ZJ7N73 201723AS2 656000.00000000 PA USD 649716.50000000 0.097503494754 Long DBT CORP US N 2 2033-11-15 Fixed 5.75000000 N N N N N N COMPOSECURE HOLDINGS LLC N/A 20459XAC5 661000.00000000 PA USD 646239.87000000 0.096981754002 Long DBT CORP US N 2 2033-02-01 Fixed 5.62500000 N N N N N N CART N/A 20682AAA8 700000.00000000 PA USD 695963.87000000 0.104443875979 Long ABS-MBS CORP US N 2 2041-08-15 Floating 5.31400000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754QAA6 515963.77000000 PA USD 525803.10000000 0.078907707904 Long ABS-MBS USGSE US N 2 2043-05-25 Floating 5.96200000 N N N N N N CONSTELLATION EN GEN LLC S2PEWKCZFFECR4533P43 210385AJ9 1548000.00000000 PA USD 1552722.19000000 0.233018308611 Long DBT CORP US N 2 2031-02-01 Fixed 5.00000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AT8 1016000.00000000 PA USD 1035851.75000000 0.155451132412 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 1443775.40000000 0.216668573354 Long DBT CORP CL N 2 2035-01-13 Fixed 6.33000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H020659 1644000.00000000 PA USD 1357648.59000000 0.203743451448 Long ABS-MBS USGA US N 2 2056-05-20 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H022648 1923000.00000000 PA USD 1654681.41000000 0.248319413435 Long ABS-MBS USGA US N 2 2056-04-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H022655 3095000.00000000 PA USD 2661458.22000000 0.399407245455 Long ABS-MBS USGA US N 2 2056-05-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H030641 2183000.00000000 PA USD 1949213.82000000 0.292520136817 Long ABS-MBS USGA US N 2 2056-04-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H030658 7893000.00000000 PA USD 7041540.73000000 1.056729865453 Long ABS-MBS USGA US N 2 2056-05-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H042646 6601000.00000000 PA USD 6377976.37000000 0.957148210848 Long ABS-MBS USGA US N 2 2056-04-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H042653 2368000.00000000 PA USD 2285126.44000000 0.342930822681 Long ABS-MBS USGA US N 2 2056-05-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H050649 6918000.00000000 PA USD 6852533.03000000 1.028365322941 Long ABS-MBS USGA US N 2 2056-04-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H050656 3775000.00000000 PA USD 3731460.66000000 0.559983400278 Long ABS-MBS USGA US N 2 2056-05-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H052645 7089000.00000000 PA USD 7135255.65000000 1.070793741329 Long ABS-MBS USGA US N 2 2056-04-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H052652 7247000.00000000 PA USD 7279566.13000000 1.092450534915 Long ABS-MBS USGA US N 2 2056-05-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H060648 4305000.00000000 PA USD 4378023.35000000 0.657013600146 Long ABS-MBS USGA US N 2 2056-04-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H060655 6049000.00000000 PA USD 6144280.88000000 0.922077334576 Long ABS-MBS USGA US N 2 2056-05-20 Fixed 6.00000000 N N N N N N CPS Auto Trust N/A 22411CAD2 1005000.00000000 PA USD 1020438.81000000 0.153138099706 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 1557186.33000000 0.233688245809 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 670861.77000000 0.100676782984 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 3202796.44000000 0.480646321720 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 880680.77000000 0.132164494572 Long ABS-MBS CORP US N 2 2042-11-15 Floating 5.02300000 N N N N N N DLLAD LLC N/A 233258AD4 1780000.00000000 PA USD 1792466.05000000 0.268996868792 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 1268129.44000000 0.190309238260 Long DBT CORP US N 2 2029-06-15 Fixed 4.12500000 N N N N N N DIRECTV FINANCING LLC N/A 254945AA6 710000.00000000 PA USD 709307.96000000 0.106446434647 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 461386.48000000 0.069240652241 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 1056407.30000000 0.158535920872 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 548625.00000000 PA USD 492514.54000000 0.073912066058 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 1134415.70000000 0.170242706247 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 1056746.65000000 PA USD 1053016.12000000 0.158027003673 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 670022.87000000 0.100550888564 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 1260718.97000000 0.189197142873 Long DBT CORP US N 2 2030-02-01 Fixed 7.00000000 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAD1 522000.00000000 PA USD 519934.23000000 0.078026961709 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 510416.46000000 0.076598622060 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 732732.00000000 0.109961699784 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 461844.90000000 0.069309447711 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 898521.15000000 0.134841815215 Long DBT CORP US N 2 2035-01-15 Fixed 5.80000000 N N N N N N EATON CORP 0NZWDMRCE180888QQE14 278058DZ2 345000.00000000 PA USD 340748.95000000 0.051136477923 Long DBT CORP US N 2 2036-03-06 Fixed 4.80000000 N N N N N N Ellington Financial Mortgage Trust 254900ZO1GLQXE3JWX68 281914AA9 1034332.75000000 PA USD 1037358.79000000 0.155677295156 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 1631019.03000000 0.244768380417 Long DBT CORP CA N 2 2084-01-15 Fixed 8.50000000 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WBR8 341000.00000000 PA USD 332789.60000000 0.049942011658 Long DBT CORP US N 2 2036-04-15 Fixed 4.90000000 N N N N N N ENTERGY MISSISSIPPI LLC 54930043I78H35DVVW89 29366WAH9 1009000.00000000 PA USD 994644.74000000 0.149267162198 Long DBT CORP US N 2 2036-04-15 Fixed 5.05000000 N N N N N N EQUIPMENTSHARE.COM INC 254900PWJK48CGPKPI80 29450YAA7 883000.00000000 PA USD 913181.82000000 0.137041954138 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 1068576.95000000 PA USD 1071569.61000000 0.160811341326 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 688000.00000000 PA USD 695743.16000000 0.104410753846 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 749680.76000000 0.112505214274 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 886317.02000000 0.133010331290 Long ABS-O CORP US N 2 2029-04-16 Fixed 6.68000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAE2 1237000.00000000 PA USD 1160380.12000000 0.174139208321 Long DBT CORP US N 2 2055-11-15 Fixed 5.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288RGS1 1208448.56000000 PA USD 1224166.20000000 0.183711638321 Long ABS-MBS USGSE US N 2 2055-09-01 Floating 5.43800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132AAVU5 769311.44000000 PA USD 726488.40000000 0.109024717547 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CXMH2 0.01000000 PA USD 0.01000000 0.000000001500 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNNR0 899684.82000000 PA USD 901651.73000000 0.135311623956 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNQ55 1731565.82000000 PA USD 1552079.45000000 0.232921852086 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNQK2 1400595.19000000 PA USD 1400891.49000000 0.210232949365 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNTX1 2099437.20000000 PA USD 2098556.84000000 0.314932167860 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DT4V9 603501.26000000 PA USD 616965.22000000 0.092588482964 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DUPT8 444328.89000000 PA USD 455467.54000000 0.068352392000 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DUWS2 3683947.84000000 PA USD 3775418.53000000 0.566580194337 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0Y63 1764982.15000000 PA USD 1838630.87000000 0.275924861670 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WVBP8 2076178.63000000 PA USD 1925130.66000000 0.288905956995 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KJQ39 2012545.22000000 PA USD 1785311.64000000 0.267923200542 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133USJU6 1639860.52000000 PA USD 1337378.42000000 0.200701490201 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.00000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BXNE0 2170000.00000000 PA USD 2136863.88000000 0.320680937168 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 1865315.71000000 0.279929477771 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 1512354.21000000 0.226960252326 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 2335416.20000000 0.350477848731 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 1544535.20000000 0.231789680223 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 876429.49000000 0.131526501451 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 2212610.74000000 0.332048331357 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 983653.73000000 0.147617732199 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 1037085.37000000 0.155636262790 Long ABS-MBS USGSE US N 2 2034-12-25 Variable 4.66000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JCV84 2827281.48000000 PA USD 2926928.05000000 0.439246523320 Long ABS-MBS USGSE US N 2 2054-11-01 Floating 6.24400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JCV92 4392962.16000000 PA USD 4458025.18000000 0.669019541217 Long ABS-MBS USGSE US N 2 2055-10-01 Floating 5.46800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LRB72 383281.61000000 PA USD 328713.08000000 0.049330244916 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKBP2 2961933.99000000 PA USD 2627493.02000000 0.394310059682 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQ7F6 394766.30000000 PA USD 392093.93000000 0.058841861714 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QTEM7 3042693.04000000 PA USD 3116038.01000000 0.467626412075 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W06Q3 175194.12000000 PA USD 161967.64000000 0.024306618251 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W0N84 949392.39000000 PA USD 987993.20000000 0.148268960066 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W0T96 421775.80000000 PA USD 439440.47000000 0.065947196294 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7TQ2 2965187.23000000 PA USD 2560094.44000000 0.384195498806 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7YL7 688325.92000000 PA USD 596473.43000000 0.089513263020 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBK82 1363927.20000000 PA USD 1172265.37000000 0.175922837659 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCYM4 366151.39000000 PA USD 342747.37000000 0.051436382472 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XH3N5 1861480.72000000 PA USD 1860108.21000000 0.279147983921 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHPS0 1670695.28000000 PA USD 1546983.47000000 0.232157094135 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHVB0 516788.80000000 PA USD 518220.81000000 0.077769827346 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHWU7 677667.17000000 PA USD 680500.97000000 0.102123345733 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XRR23 1906377.64000000 PA USD 1952942.88000000 0.293079759949 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XRRZ0 536221.39000000 PA USD 548505.04000000 0.082314606894 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EB90 3861101.28000000 PA USD 3269858.49000000 0.490710379259 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427MU74 1913979.14000000 PA USD 1773641.62000000 0.266171870948 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427MUZ2 487863.10000000 PA USD 508296.54000000 0.076280483905 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427NPS2 661470.67000000 PA USD 658139.66000000 0.098767565370 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 5.00000000 N N N N N N Fidelity Investments E57ODZWZ7FF32TWEFA76 31607A703 722632.82000000 NS USD 722632.82000000 0.108446107454 Long STIV RF US N 1 N N FIRST CITIZENS BANCSHARE 549300N3Z00ZHE2XC526 319626AA5 1324000.00000000 PA USD 1295705.31000000 0.194447571973 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 2562624.86000000 0.384575241037 Long ABS-O CORP US N 2 2030-05-15 Fixed 5.34000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BL1 479000.00000000 PA USD 476780.73000000 0.071550880124 Long DBT CORP US N 2 2034-03-15 Fixed 5.45000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BN7 547000.00000000 PA USD 531566.20000000 0.079772581107 Long DBT CORP US N 2 2034-08-12 Fixed 5.15000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BP2 446000.00000000 PA USD 436912.21000000 0.065567778216 Long DBT CORP US N 2 2031-02-15 Fixed 4.55000000 N N N N N N Flagstar Mortgage Trust 549300H3PON1KOB2RF56 33852CAB9 1243922.24000000 PA USD 1037195.92000000 0.155652853120 Long ABS-MBS CORP US N 2 2051-06-25 Variable 2.50000000 N N N N N N Flagstar Mortgage Trust 549300H3PON1KOB2RF56 33852FAA4 417989.25000000 PA USD 349535.94000000 0.052455148810 Long ABS-MBS CORP US N 2 2051-06-01 Variable 2.50000000 N N N N N N Flagstar Mortgage Trust 549300H3PON1KOB2RF56 33852JAA6 1393405.23000000 PA USD 1167713.85000000 0.175239787272 Long ABS-MBS CORP US N 2 2051-08-25 Variable 2.50000000 N N N N N N FLEX LTD 549300EAQH74YHD07T53 33938XAG0 658000.00000000 PA USD 646896.44000000 0.097080286007 Long DBT CORP SG N 2 2035-11-13 Fixed 5.37500000 N N N N N N FLORIDA GAS TRANSMISSION 549300Q0UQF87NXNOC32 340711BC3 1306000.00000000 PA USD 1340592.90000000 0.201183889885 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 403779.38000000 0.060595506901 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 634374.37000000 0.095201088563 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 1030168.50000000 0.154598242365 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 3281312.26000000 0.492429256036 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 842890.60000000 0.126493292374 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 875879.88000000 0.131444021022 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 750322.57000000 0.112601531233 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 671277.67000000 0.100739197442 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 632062.42000000 0.094854132306 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 1266498.69000000 0.190064510253 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 1043164.53000000 0.156548567380 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 1187414.36000000 0.178196259170 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 957581.57000000 0.143705061495 Long ABS-MBS USGSE US N 2 2042-01-25 Floating 6.16200000 N N N N N N Freddie Mac - STACR 5493000IS4M3TZMRB410 35564KVE6 750000.00000000 PA USD 772266.00000000 0.115894599998 Long ABS-MBS USGSE US N 2 2042-04-25 Floating 8.01200000 N N N N N N Freddie Mac - STACR 529900PGKDI4ZEXFQ523 35564NBW2 593928.93000000 PA USD 594985.17000000 0.089289918605 Long ABS-MBS USGSE US N 2 2044-03-25 Floating 4.91200000 N N N N N N Freddie Mac - STACR 529900GRKKKHILZX4347 35564NCW1 439494.79000000 PA USD 439868.36000000 0.066011410102 Long ABS-MBS USGSE US N 2 2044-05-25 Floating 4.91200000 N N N N N N FRESENIUS MED CARE III 5299006ZHLMXOOUVTU44 35805BAB4 1106000.00000000 PA USD 981404.10000000 0.147280128357 Long DBT CORP US N 2 2031-02-16 Fixed 2.37500000 N N N N N N GXO LOGISTICS INC 5493007CNWMXN78JRN66 36262GAG6 1267000.00000000 PA USD 1330365.39000000 0.199649038965 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 1434778.97000000 PA USD 1193654.32000000 0.179132695149 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 611642.60000000 PA USD 508851.78000000 0.076363809233 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 1714567.92000000 PA USD 1430695.14000000 0.214705607873 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 2049294.66000000 PA USD 1704896.35000000 0.255855211185 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 1910635.26000000 PA USD 1666236.35000000 0.250053472878 Long ABS-MBS CORP US N 2 2053-01-25 Variable 3.00000000 N N N N N N GM Financial Automobile Leasing Trust N/A 36273VAE5 1270000.00000000 PA USD 1266365.26000000 0.190044486303 Long ABS-O CORP US N 2 2030-01-22 Fixed 3.98000000 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 366651AC1 1188000.00000000 PA USD 1168364.69000000 0.175337459372 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 657638.44000000 0.098692346869 Long DBT CORP DK N 2 2032-12-15 Fixed 6.25000000 N N N N N N MAGNERA CORP 549300LDQLQBT38QDY28 377320AA4 725000.00000000 PA USD 655273.34000000 0.098337414347 Long DBT CORP US N 2 2029-11-15 Fixed 4.75000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BP2 570000.00000000 PA USD 604922.19000000 0.090781175450 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 1138506.33000000 0.170856590489 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 843649.35000000 0.126607158617 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 967111.05000000 0.145135158473 Long DBT CORP US N 2 2031-11-15 Fixed 2.90000000 N N N N N N GM Financial Securitized Term Auto Receivables Tr N/A 379930AF7 660000.00000000 PA USD 675051.04000000 0.101305470212 Long ABS-O CORP US N 2 2029-04-16 Fixed 6.16000000 N N N N N N GM Financial Automobile Leasing Trust N/A 38012QAD0 1584318.80000000 PA USD 1585024.46000000 0.237865937098 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 1053551.95000000 0.158107416126 Long DBT CORP US N 2 2032-07-21 Fixed 2.38300000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38145GAS9 570000.00000000 PA USD 557485.48000000 0.083662308983 Long DBT CORP US N 2 2037-01-21 Fixed 5.06500000 N N N N N N GULFSTREAM NATURAL GAS N/A 402740AG9 1297000.00000000 PA USD 1315277.67000000 0.197384812294 Long DBT CORP US N 2 2035-07-23 Fixed 5.60000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119DA4 1727000.00000000 PA USD 1771036.81000000 0.265780964948 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 345962.90000000 0.051918939730 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 576382.70000000 0.086498230483 Long DBT CORP US N 2 2033-06-15 Fixed 7.25000000 N N N N N HEXCEL CORP S6Q7LW43WUBUHXY2QP69 428291AP3 1077000.00000000 PA USD 1106291.79000000 0.166022127716 Long DBT CORP US N 2 2035-02-26 Fixed 5.87500000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318BC7 1239000.00000000 PA USD 1293611.40000000 0.194133337161 Long DBT CORP US N 2 2033-11-01 Fixed 8.37500000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AT8 944000.00000000 PA USD 923007.23000000 0.138516461577 Long DBT CORP US N 2 2034-03-31 Fixed 5.50000000 N N N N N N HONEYWELL AEROSPACE INC 213800ZUAQRBYL67JS90 43849RAF2 452000.00000000 PA USD 446946.25000000 0.067073594932 Long DBT CORP US N 2 2033-03-16 Fixed 4.60000000 N N N N N N HONEYWELL AEROSPACE INC 213800ZUAQRBYL67JS90 43849RAG0 466000.00000000 PA USD 462546.40000000 0.069414722399 Long DBT CORP US N 2 2036-03-16 Fixed 4.95000000 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 44107TBD7 919000.00000000 PA USD 940952.36000000 0.141209502139 Long DBT US N 2 2032-06-15 Fixed 5.70000000 N N N N N N HUDSON RIVER TRADING LLC 549300SMOBUC8O5UOE10 44413EAK4 1329532.63000000 PA USD 1325657.04000000 0.198942452970 Long LON CORP US N 2 2030-03-18 Floating 6.17500000 N N N N N N Huntington Auto Trust N/A 446144AE7 1091186.24000000 PA USD 1099179.62000000 0.164954798458 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 735508.87000000 0.110378426971 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 1243000.00000000 PA USD 1260868.03000000 0.189219512431 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 1356206.83000000 0.203527085327 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 684338.10000000 0.102699187019 Long DBT CORP US N 2 2033-01-15 Fixed 7.37500000 N N N N N N INDIANA MICHIGAN POWER JHR9V15J0ZRG02MIRD06 454889AW6 305000.00000000 PA USD 294434.75000000 0.044186067464 Long DBT CORP US N 2 2056-03-15 Fixed 5.60000000 N N N N N N INDIANAPOLIS PWR & LIGHT 2T85JNP2R2B2GTSFND21 455434BV1 1762000.00000000 PA USD 1823703.67000000 0.273684724369 Long DBT CORP US N 2 2032-12-01 Fixed 5.65000000 N N N N N N IRON MOUNTAIN INFO MGMT N/A 46285MAA8 697000.00000000 PA USD 658484.48000000 0.098819312794 Long DBT US N 2 2032-07-15 Fixed 5.00000000 N N N N N N ITC HOLDINGS CORP 549300HTO5U9D3SLE207 465685AV7 649000.00000000 PA USD 651163.60000000 0.097720662252 Long DBT CORP US N 2 2036-04-15 Fixed 5.50000000 N N N N N N IVANHOE MINES LTD 5299006XZISURYIA4G32 46579RAE4 921000.00000000 PA USD 931702.94000000 0.139821433998 Long DBT CORP CA N 2 2030-01-23 Fixed 7.87500000 N N N N N N JBS NV/USA FOODS/FOOD CO N/A 46590XAU0 834000.00000000 PA USD 773518.40000000 0.116082548706 Long DBT CORP NL N 2 2032-01-15 Fixed 3.62500000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 46592TAC7 485099.01000000 PA USD 404807.75000000 0.060749835241 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 983600.63000000 PA USD 818299.66000000 0.122802909586 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 987350.92000000 PA USD 859378.29000000 0.128967613706 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 891280.26000000 PA USD 887897.85000000 0.133247567761 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 627158.76000000 0.094118235977 Long DBT CORP US N 2 2031-12-15 Fixed 8.75000000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 465973AC9 918376.09000000 PA USD 801727.17000000 0.120315862248 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 1422983.03000000 0.213548245120 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 748400.34000000 0.112313060581 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 768921.22000000 0.115392646085 Long DBT CORP US N 2 2036-07-23 Fixed 5.57600000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PFK7 1669000.00000000 PA USD 1640693.33000000 0.246220210652 Long DBT CORP US N 2 2037-02-05 Fixed 5.19300000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 46653QAC9 107416.16000000 PA USD 89771.20000000 0.013472038540 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 1663947.34000000 PA USD 1447116.70000000 0.217170005020 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 960820.63000000 PA USD 836286.65000000 0.125502232113 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 1766911.29000000 PA USD 1534546.55000000 0.230290675221 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 98491.50000000 PA USD 85907.70000000 0.012892239886 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 154450.56000000 PA USD 128216.51000000 0.019241558141 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 880789.25000000 PA USD 763858.40000000 0.114632864483 Long ABS-MBS CORP US N 2 2052-10-25 Variable 3.00000000 N N N N N N JP Morgan Mortgage Trust 529900PEVYDPZXGGUW77 46660DAA3 779867.27000000 PA USD 774916.52000000 0.116292365735 Long ABS-MBS CORP US N 2 2066-06-25 Variable 4.60100000 N N N N N N JACKSON NATL LIFE GLOBAL 635400PQXLYXWJI5QD78 46849LVB4 1025000.00000000 PA USD 1016107.60000000 0.152488111424 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 810191.84000000 0.121586162304 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 731680.34000000 0.109803876295 Long DBT CORP JP N 2 2035-06-15 Fixed 5.85000000 N N N N N N JBS NV/USA FOODS/FOOD CO N/A 472140AK8 894000.00000000 PA USD 878365.65000000 0.131817062591 Long DBT CORP NL N 2 2066-04-15 Fixed 6.37500000 N N N N N N JETBLUE AIRWAYS/LOYALTY N/A 476920AA1 974000.00000000 PA USD 921811.46000000 0.138337011380 Long DBT CORP XX N 2 2031-09-20 Fixed 9.87500000 N N N N N N KKR Financial CLO Ltd N/A 48254LAQ8 1280000.00000000 PA USD 1279685.12000000 0.192043408755 Long ABS-CBDO CORP KY N 2 2038-01-20 Floating 5.26800000 N N N N N N KENNEDY-WILSON INC 5EA4464UK7FM5QNNKL62 489399AL9 1011000.00000000 PA USD 997104.03000000 0.149636229891 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 983774.08000000 0.147635793224 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 1315570.45000000 0.197428750032 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 430000.00000000 PA USD 430357.50000000 0.064584107443 Long ABS-MBS CORP US N 2 2041-08-15 Floating 5.56300000 N N N N N N KODIAK GAS SERVICES LLC 549300ZQBRWEUOVOM131 50012LAD6 659000.00000000 PA USD 666573.23000000 0.100033198224 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 1254558.19000000 0.188272589502 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 744398.92000000 0.111712564158 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 642551.85000000 0.096428289778 Long DBT CORP US N 2 2028-10-15 Fixed 6.25000000 N N N N N N LAD Auto Receivables Trust N/A 505713AF4 1575000.00000000 PA USD 1598686.43000000 0.239916200282 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 1026633.09000000 PA USD 1014039.69000000 0.152177778453 Long ABS-O CORP US N 2 2031-04-21 Fixed 2.32000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CQ4 1287941.00000000 PA USD 1345076.27000000 0.201856712944 Long DBT CORP US N 2 2036-01-15 Fixed 8.50000000 N N N N N N LIGHTNING POWER LLC 254900BWCHJ03XRL8K59 53229KAA7 613000.00000000 PA USD 637671.87000000 0.095695947126 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 205160.48000000 PA USD 205077.88000000 0.030776207771 Long ABS-CBDO CORP KY N 2 2037-01-17 Floating 5.22200000 N N N N N N LoanCore 2018-CRE1 Issuer, Ltd. N/A 53947FAA9 1080000.00000000 PA USD 1080072.14000000 0.162087323065 Long ABS-CBDO CORP US N 2 2042-08-17 Floating 5.06300000 N N N N N N LOUISVILLE GAS & ELEC KO3GRIB3RPH1XDX50U72 546676BA4 669000.00000000 PA USD 664458.12000000 0.099715781910 Long DBT CORP US N 2 2055-08-15 Fixed 5.85000000 N N N N N N MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 55608JAN8 1500000.00000000 PA USD 1502404.02000000 0.225467019049 Long DBT CORP AU N 2 2029-03-27 Fixed 4.65400000 N N N N N N DISCOVERY HOLDINGS INC 549300DXR29GD4N0A520 55903VBQ5 760000.00000000 PA USD 673550.00000000 0.101080207893 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 1464931.38000000 PA USD 1448321.84000000 0.217350861381 Long ABS-O CORP US N 2 2036-03-20 Fixed 1.86000000 N N N N N N MASTEC INC 549300TMDIT8WREDOF45 576323AP4 1319000.00000000 PA USD 1305093.45000000 0.195856457940 Long DBT CORP US N 2 2028-08-15 Fixed 4.50000000 N N N N N N MEDLINE BORROWER/MEDL CO N/A 58506DAA6 888000.00000000 PA USD 905966.80000000 0.135959190094 Long DBT CORP US N 2 2029-04-01 Fixed 6.25000000 N N N N N N Mercury Financial Credit Card Master Trust N/A 58940BAZ9 1250000.00000000 PA USD 1252193.25000000 0.187917680992 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 747271.83000000 0.112143704148 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 1025591.12000000 0.153911311146 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 905291.51000000 0.135857848763 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 715710.67000000 0.107407294655 Long DBT CORP US N 2 2035-07-19 Fixed 5.32000000 N N N N N N Morgan Stanley BAML Trust 549300PFVBG5704L7K74 61778GAE6 540000.00000000 PA USD 557645.04000000 0.083686254285 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 1260239.46000000 PA USD 1264425.85000000 0.189753437433 Long ABS-MBS CORP US N 2 2070-07-25 Variable 5.44300000 N N N N N N Morgan Stanley Residential Mortgage Loan Trust N/A 617950AA8 603996.32000000 PA USD 601913.98000000 0.090329730876 Long ABS-MBS CORP US N 2 2071-01-25 Variable 4.61700000 N N N N N N MUTHOOT FINANCE LTD 335800HAMJMBFL4RRF02 62828M2D2 750000.00000000 PA USD 746076.00000000 0.111964244947 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 689929.49000000 0.103538291560 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 531105.42000000 0.079703431470 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 796712.42000000 0.119563294550 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 733210.22000000 0.110033466657 Long DBT CORP US N 2 2035-10-15 Fixed 5.40700000 N N N N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 62937NBC0 720964.80000000 PA USD 723271.89000000 0.108542013220 Long LON CORP US N 2 2031-04-16 Floating 5.52100000 N N N N N N New York Mortgage Trust 254900Y31NJCJWYHMA05 62957GAA5 263780.03000000 PA USD 262901.80000000 0.039453891469 Long ABS-MBS CORP US N 2 2061-02-25 Variable 4.61400000 N N N N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 62957HAQ8 661000.00000000 PA USD 689034.33000000 0.103403954156 Long DBT CORP US N 2 2031-08-15 Fixed 8.87500000 N N N N N New York Mortgage Trust 254900EYRFLK2LMLVT67 62957JAC5 1304871.91000000 PA USD 1299079.06000000 0.194953873438 Long ABS-MBS CORP US N 2 2060-10-25 Variable 5.00000000 N N N N N N NYC Commercial Mortgage Trust 2021-909 N/A 62979QAC3 530000.00000000 PA USD 528822.71000000 0.079360863284 Long ABS-MBS CORP US N 2 2043-02-15 Floating 5.52800000 N N N N N N NARRAGANSETT ELECTRIC VAI0KZ806W8MCH0BCZ61 631005BK0 1005000.00000000 PA USD 1021691.04000000 0.153326022902 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 1277348.61000000 0.191692766759 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 763886.71000000 0.114637112988 Long DBT CORP UZ N 2 2030-05-14 Fixed 6.75000000 N N N N N N NEUBERGER BERMAN GRP/FIN N/A 64128XAG5 913000.00000000 PA USD 910679.19000000 0.136666382375 Long DBT CORP US N 2 2027-03-15 Fixed 4.50000000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 64952WEZ2 1027000.00000000 PA USD 1012177.29000000 0.151898286538 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 1566048.28000000 0.235018166005 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 932866.76000000 0.139996089432 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 1291988.83000000 0.193889836733 Long DBT CORP US N 2 2028-01-15 Fixed 3.25000000 N N N N N N NOVA SECURITISATION SARL 636700QG9R13IDZO4Y16 66984FAA5 1347000.00000000 PA USD 1304880.12000000 0.195824443330 Long DBT CORP LU N 2 2031-02-03 Fixed 5.75000000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AL0 934000.00000000 PA USD 942827.23000000 0.141490865437 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 2356636.66000000 0.353662420787 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 967409.46000000 0.145179941109 Long DBT CORP US N 2 2034-04-15 Fixed 5.85000000 N N N N N N Onslow Bay Financial LLC 254900WI6P4MRT24JH23 67122DAC7 503030.33000000 PA USD 500889.03000000 0.075168832727 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 1622788.21000000 PA USD 1618418.37000000 0.242877388906 Long ABS-MBS CORP US N 2 2065-08-25 Variable 4.84800000 N N N N N N OGLETHORPE POWER CORP 3EERXCUSWMS9GV5D9M98 677050AW6 620000.00000000 PA USD 597650.46000000 0.089689900889 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 443764.27000000 0.066596072551 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 1019167.54000000 0.152947319161 Long DBT CORP US N 2 2035-10-08 Fixed 5.30000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AF7 458000.00000000 PA USD 460736.55000000 0.069143116706 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 902413.67000000 0.135425968924 Long DBT CORP FR N 2 2032-03-31 Fixed 6.50000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDR3 2947000.00000000 PA USD 2481056.90000000 0.372334269537 Long DBT CORP US N 2 2055-09-26 Fixed 5.95000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XEA9 971000.00000000 PA USD 906525.35000000 0.136043012157 Long DBT CORP US N 2 2046-02-04 Fixed 6.55000000 N N N N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 69331CAN8 356000.00000000 PA USD 351928.53000000 0.052814206778 Long DBT CORP US N 2 2056-09-15 Fixed 6.85000000 N N N N N N PFS Financing Corp. N/A 69335PEV3 865000.00000000 PA USD 866200.36000000 0.129991407417 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 942594.92000000 0.141456002483 Long DBT CORP US N 2 2035-01-22 Fixed 5.67600000 N N N N N N PSEG POWER LLC N/A 69362BBE1 983000.00000000 PA USD 998946.75000000 0.149912768412 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 383621.32000000 PA USD 384272.48000000 0.057668090217 Long ABS-O CORP US N 2 2027-04-20 Fixed 4.74000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KR7 1611000.00000000 PA USD 1651293.28000000 0.247810953952 Long DBT CORP US N 2 2034-05-15 Fixed 5.80000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308LA3 556000.00000000 PA USD 542102.88000000 0.081353829425 Long DBT CORP US N 2 2036-05-01 Fixed 5.20000000 N N N N N N PEAC Solutions Receivables LLC N/A 69433BAC1 1400000.00000000 PA USD 1426867.96000000 0.214131259791 Long ABS-O CORP US N 2 2030-11-20 Fixed 5.64000000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299CB8 1503000.00000000 PA USD 1450770.75000000 0.217718371338 Long DBT NUSS PA N 2 2034-02-23 Fixed 5.22700000 N N N N N N PANERA BREAD COMPANY 5493000FBB6F76YHEI41 69841UAC5 406785.71000000 PA USD 406785.71000000 0.061046669341 Long LON CORP US N 2 2027-06-15 Floating 5.26800000 N N N N N N PANERA BREAD COMPANY 5493000FBB6F76YHEI41 69841UAD3 400714.28000000 PA USD 402717.85000000 0.060436202212 Long LON CORP US N 2 2027-06-15 Floating 5.26800000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71643VAB1 1683000.00000000 PA USD 1648515.80000000 0.247394135222 Long DBT CORP MX N 2 2032-02-16 Fixed 6.70000000 N N N N N N PFP III N/A 716966AA4 1070000.00000000 PA USD 1071505.33000000 0.160801694773 Long ABS-CBDO CORP KY N 2 2043-08-18 Floating 5.18000000 N N N N N N PFIZER INVESTMENT ENTER 5493000FQO8XF9C0RT95 716973AC6 1160000.00000000 PA USD 1167064.90000000 0.175142398807 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 458929.34000000 0.068871907201 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 754232.79000000 0.113188341196 Long DBT CORP US N 2 2032-03-01 Fixed 3.50000000 N N N N N N QXO BUILDING PRODUCTS 549300HDXQWWCBOYXP31 74825NAA5 631000.00000000 PA USD 644166.45000000 0.096670594141 Long DBT CORP US N 2 2032-04-30 Fixed 6.75000000 N N N N N N Woodward Capital Management 2549002LEW4WNQBOMB89 749384AA1 2648881.77000000 PA USD 2213757.11000000 0.332220368055 Long ABS-MBS CORP US N 2 2051-11-25 Variable 2.50000000 N N N N N N Woodward Capital Management 2549002LEW4WNQBOMB89 74938VAA1 936787.08000000 PA USD 779353.45000000 0.116958219505 Long ABS-MBS CORP US N 2 2051-09-25 Variable 2.50000000 N N N N N N ROCC Trust N/A 74970WAA8 1130000.00000000 PA USD 1149690.36000000 0.172534987159 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 890425.42000000 0.133626882290 Long ABS-CBDO CORP KY N 2 2038-01-15 Floating 4.99200000 N N N N N N RAIN CARBON INC 25490038N6JQH7QXUK52 75079LAB7 645000.00000000 PA USD 664413.86000000 0.099709139775 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 960530.18000000 0.144147561846 Long DBT CORP US N 2 2030-02-15 Fixed 8.50000000 N N N N N N Rate Mortgage Trust N/A 75409XAA4 1413297.47000000 PA USD 1178493.36000000 0.176857477291 Long ABS-MBS CORP US N 2 2051-12-25 Variable 2.50000000 N N N N N N REGENERON PHARMACEUTICAL 549300RCBFWIRX3HYQ56 75886FAF4 1309000.00000000 PA USD 793044.19000000 0.119012800228 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 867607.50000000 0.130202578085 Long ABS-CBDO CORP KY N 2 2037-04-25 Floating 5.41800000 N N N N N N RENTOKIL TERMINIX LLC 984500D5BAA7560EKJ44 760130AB0 956000.00000000 PA USD 963158.29000000 0.144541964497 Long DBT CORP US N 2 2035-04-28 Fixed 5.62500000 N N N N N N Residential Mortgage Loan Trust N/A 76119CAA9 1040.73000000 PA USD 1038.00000000 0.000155773522 Long ABS-MBS CORP US N 2 2060-01-26 Variable 2.37600000 N N N N N N RGA GLOBAL FUNDING 549300Y22K5FOEBMSK42 76209PAJ2 483000.00000000 PA USD 478032.33000000 0.071738708775 Long DBT CORP US N 2 2032-08-25 Fixed 5.00000000 N N N N N N ROMANIA 315700IASY927EDWBK92 77586RAX8 946000.00000000 PA USD 940900.27000000 0.141201684950 Long DBT NUSS RO N 2 2036-05-16 Fixed 6.62500000 N N N N N N ROMANIA 315700IASY927EDWBK92 775921AA7 482000.00000000 PA USD 448191.27000000 0.067260436118 Long DBT NUSS RO N 2 2036-07-04 Fixed 5.75000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BK7 947000.00000000 PA USD 950681.77000000 0.142669602779 Long DBT CORP LR N 2 2027-07-15 Fixed 5.37500000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BV3 963000.00000000 PA USD 972858.36000000 0.145997662058 Long DBT CORP LR N 2 2033-02-01 Fixed 6.00000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 78017TAB9 1217000.00000000 PA USD 1196136.64000000 0.179505218973 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 1598818.97000000 0.239936090670 Long DBT CORP GB N 2 2034-09-02 Fixed 5.40000000 N N N N N N SEB Funding LLC N/A 78433DAD6 1310000.00000000 PA USD 1302779.28000000 0.195509168526 Long ABS-O CORP US N 2 2056-01-30 Fixed 6.66500000 N N N N N N SBNA Auto Receivables Trust N/A 78437PAC7 520816.00000000 PA USD 522079.50000000 0.078348904159 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 653151.04000000 0.098018919024 Long DBT CORP US N 2 2029-08-01 Fixed 6.75000000 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAZ3 675000.00000000 PA USD 673632.87000000 0.101092644262 Long DBT CORP US N 2 2034-04-15 Fixed 6.62500000 N N N N N N SV RNO PROPERTY OWNER 1 N/A 78488XAA2 676000.00000000 PA USD 668623.19000000 0.100340837424 Long DBT CORP US N 2 2031-03-01 Fixed 5.87500000 N N N N N N SWCH Commercial Mortgage Trust N/A 78489CAA7 1580000.00000000 PA USD 1562694.89000000 0.234514919983 Long ABS-MBS CORP US N 2 2042-02-15 Floating 5.11500000 N N N N N N SAMMONS FINANCIAL GLOBAL 635400IPRNPM6HDHRS48 79587J2A0 667000.00000000 PA USD 674234.97000000 0.101183001909 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 626227.93000000 0.093978545546 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 80287NAD7 1010000.00000000 PA USD 1017071.41000000 0.152632751191 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 802923AE2 1995000.00000000 PA USD 1988161.94000000 0.298365113533 Long ABS-O CORP US N 2 2032-01-15 Fixed 4.52000000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 80415RAA9 857000.00000000 PA USD 833691.74000000 0.125112811814 Long DBT CORP SA N 2 2031-02-02 Fixed 4.37500000 N N N N N N Sequoia Mortgage Trust 549300671OK77JNRLK28 816942AB2 1267087.74000000 PA USD 1217291.83000000 0.182679995906 Long ABS-MBS CORP US N 2 2056-01-25 Variable 4.50000000 N N N N N N Silver Point CLO, Ltd 254900DVAEEJOXQ8PL85 82809EAJ9 1620000.00000000 PA USD 1620409.86000000 0.243176253464 Long ABS-CBDO CORP JE N 2 2037-04-15 Floating 5.50200000 N N N N N N SOLVENTUM CORP 254900I70403OSGY4M28 83444MAR2 716000.00000000 PA USD 732202.44000000 0.109882228275 Long DBT CORP US N 2 2034-03-23 Fixed 5.60000000 N N N N N N SOUTHERN NATURAL GAS 254900KDLS1X42SY7037 84346LAD2 932000.00000000 PA USD 949434.05000000 0.142482356402 Long DBT CORP US N 2 2035-08-01 Fixed 5.45000000 N N N N N N EXPAND ENERGY CORP X2MT1W32SPAZ9WSKLE78 845467AS8 353000.00000000 PA USD 356095.59000000 0.053439560933 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 626635.56000000 0.094039718919 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 10611.14000000 PA USD 10231.28000000 0.001535416686 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 4596607.38000000 PA USD 4596607.38000000 0.689816687066 Long RA CORP US N 2 Repurchase N 3.25000000 2026-04-01 4617000.00000000 USD 4688539.53000000 USD UST N N N SUNCOKE ENERGY INC 1KF1J2NXQE2PI0QOB943 86722AAD5 709000.00000000 PA USD 640484.65000000 0.096118063357 Long DBT CORP US N 2 2029-06-30 Fixed 4.87500000 N N N N N N TAKEOFF MERGER SUB INC 984500DF5ACB4A114F45 873923AG1 451000.00000000 PA USD 444508.01000000 0.066707686231 Long DBT CORP US N 2 2036-03-24 Fixed 5.50000000 N N N N N N TALEN ENERGY SUPPLY LLC K5K33XN0PQAU1XF7NN66 87422VAM0 773000.00000000 PA USD 764932.51000000 0.114794057063 Long DBT CORP US N 2 2034-02-01 Fixed 6.25000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBQ4 817000.00000000 PA USD 824877.50000000 0.123790051497 Long DBT CORP US N 2 2030-03-01 Fixed 5.50000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAE1 380000.00000000 PA USD 376452.24000000 0.056494500305 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 1164506.27000000 0.174758423078 Long ABS-MBS CORP US N 2 2042-04-15 Floating 5.26500000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TKJ3 504000.00000000 PA USD 507070.14000000 0.076096437038 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 702601.52000000 0.105439993627 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 719564.87000000 0.107985697650 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 1374446.80000000 0.206264372774 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 1698593.30000000 0.254909307237 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 869287.35000000 0.130454674570 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 753714.07000000 0.113110496455 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 2484126.00000000 0.372794851922 Long DBT CORP US N 2 2029-08-15 Fixed 4.50000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAU4 817000.00000000 PA USD 793179.71000000 0.119033137827 Long DBT CORP US N 2 2035-09-15 Fixed 4.80000000 N N N N N N U.S. Bank National Association N/A 90355PAB2 526435.86000000 PA USD 522806.51000000 0.078458007154 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 549570.46000000 0.082474495358 Long DBT CORP US N 2 2055-03-15 Fixed 5.12500000 N N N N N N UNITED AIRLINES HOLDINGS 98450079DA0B78DD6764 910047AM1 674000.00000000 PA USD 660912.07000000 0.099183623242 Long DBT CORP US N 2 2029-03-01 Fixed 4.87500000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJL5 1407000.00000000 PA USD 1391237.62000000 0.208784185076 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 1393764.99000000 0.209163469591 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 6673861.03000000 1.001551867511 Long DBT UST US N 2 2042-11-15 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UE6 28384400.00000000 PA USD 26523891.14000000 3.980462371859 Long DBT UST US N 2 2054-11-15 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UF3 15260000.00000000 PA USD 14769414.81000000 2.216458346751 Long DBT UST US N 2 2044-11-15 Fixed 4.62500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UJ5 19058000.00000000 PA USD 18731185.03000000 2.811004493975 Long DBT UST US N 2 2045-02-15 Fixed 4.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UK2 18957000.00000000 PA USD 18464562.35000000 2.770992206953 Long DBT UST US N 2 2055-05-15 Fixed 4.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UN6 5883000.00000000 PA USD 5865075.20000000 0.880176706294 Long DBT UST US N 2 2045-08-15 Fixed 4.87500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CPN5 32087000.00000000 PA USD 31499156.21000000 4.727104532944 Long DBT UST US N 2 2030-11-30 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CPR6 5000000.00000000 PA USD 4932519.55000000 0.740227305398 Long DBT UST US N 2 2030-12-31 Fixed 3.62500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CPS4 11525000.00000000 PA USD 11437436.97000000 1.716425665046 Long DBT UST US N 2 2027-12-31 Fixed 3.37500000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PCW0 686000.00000000 PA USD 682766.02000000 0.102463263668 Long DBT CORP US N 2 2027-01-15 Fixed 3.45000000 N N N N N N UNIVERSAL HEALTH SVCS 549300YGMGQDO0NMJD09 913903AW0 936000.00000000 PA USD 843097.81000000 0.126524388551 Long DBT CORP US N 2 2030-10-15 Fixed 2.65000000 N N N N N N UNIVERSAL HEALTH SVCS 549300YGMGQDO0NMJD09 913903BA7 507000.00000000 PA USD 441904.96000000 0.066317044355 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 951349.63000000 0.142769829083 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 1020858.67000000 0.153201108444 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 429460.00000000 0.064449418872 Long DBT CORP KY N 2 2056-02-25 Fixed 6.00000000 N N N N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 922966AA4 1168000.00000000 PA USD 1284553.55000000 0.192774018089 Long DBT CORP US N 2 2033-05-01 Fixed 7.50000000 N N N N N N Verdant Receivables LLC N/A 92340GAC4 2525000.00000000 PA USD 2551662.49000000 0.382930109067 Long ABS-O CORP US N 2 2033-05-12 Fixed 4.96000000 N N N N N N Verus Securitization Trust 2138002AFCEWDDRL8N22 92490EAA1 1371999.35000000 PA USD 1366308.30000000 0.205043021320 Long ABS-MBS CORP US N 2 2070-10-27 Variable 4.93500000 N N N N N N Verus Securitization Trust 213800OKSLL73WD2H386 92490GAC2 559913.65000000 PA USD 555566.76000000 0.083374365079 Long ABS-MBS CORP US N 2 2071-02-25 Variable 4.50700000 N N N N N N VERTIV HOLDINGS CO 549300KTTIRAOGXCRV69 92537NAA6 567000.00000000 PA USD 551570.43000000 0.082774632517 Long DBT CORP US N 2 2036-03-15 Fixed 4.85000000 N N N N N N VERTIV HOLDINGS CO 549300KTTIRAOGXCRV69 92537NAC2 136000.00000000 PA USD 130830.37000000 0.019633822282 Long DBT CORP US N 2 2056-03-15 Fixed 5.80000000 N N N N N N Verus Securitization Trust 2138009KJR7Q44BI8668 92541JAC5 359111.70000000 PA USD 357543.21000000 0.053656806469 Long ABS-MBS CORP US N 2 2071-01-25 Variable 4.74300000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAA3 2203000.00000000 PA USD 2197351.38000000 0.329758346529 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 894927.92000000 0.134302576205 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 1508883.65000000 0.226439422505 Long DBT US N 2 2027-02-01 Fixed 5.75000000 N N N N N N VIPER ENERGY PARTNERS LL 54930010ZZ02MRGRI973 92764MAB0 1302000.00000000 PA USD 1312943.31000000 0.197034492950 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 1791406.29000000 0.268837829729 Long DBT CORP US N 2 2034-08-15 Fixed 5.05000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804GX6 683000.00000000 PA USD 666077.65000000 0.099958826122 Long DBT CORP US N 2 2036-03-15 Fixed 4.95000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAP7 591000.00000000 PA USD 619345.33000000 0.092945668048 Long DBT CORP US N 2 2031-10-15 Fixed 7.75000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAU6 2292000.00000000 PA USD 2307569.56000000 0.346298880339 Long DBT CORP US N 2 2034-12-30 Fixed 5.70000000 N N N N N N VONTIER CORP 549300VVSQLG4P5K4639 928881AF8 1159000.00000000 PA USD 1054799.90000000 0.158294697019 Long DBT CORP US N 2 2031-04-01 Fixed 2.95000000 N N N N N N WBI OPERATING LLC 254900POBWB4RX0ODY78 92944BAA9 688000.00000000 PA USD 692564.88000000 0.103933786726 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 52080.88000000 0.007815820915 Long EC CORP FR N 2 N N N Warwick Capital CLO Ltd N/A 93656EAA9 1665000.00000000 PA USD 1665872.46000000 0.249998863603 Long ABS-CBDO CORP KY N 2 2038-07-20 Floating 5.09800000 N N N N N N WATCO COS LLC/FINANCE CO N/A 941130AD8 982000.00000000 PA USD 1009491.09000000 0.151495166273 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 668799.27000000 0.100367261896 Long DBT CORP US N 2 2028-09-15 Fixed 4.87500000 N N N N N N Wells Fargo Mortgage Backed Securities Trust 549300EZH20KSD9JD814 949930AB7 204613.31000000 PA USD 170619.02000000 0.025604938032 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 1855635.47000000 0.278476756115 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 3831681.04000000 0.575023555939 Long DBT CORP US N 2 2028-06-02 Fixed 2.39300000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300PX4QZK7CUM8D08 95001VAT7 1065504.27000000 PA USD 1019783.27000000 0.153039722273 Long ABS-MBS CORP US N 2 2052-06-15 Fixed 3.05500000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300PX4QZK7CUM8D08 95003QAS8 1120000.00000000 PA USD 1001084.00000000 0.150233507294 Long ABS-MBS CORP US N 2 2054-11-15 Fixed 2.65800000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300PX4QZK7CUM8D08 95004JAC8 820000.00000000 PA USD 858575.92000000 0.128847201374 Long ABS-MBS CORP US N 2 2058-01-15 Fixed 6.09600000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300PX4QZK7CUM8D08 95004WAD7 1710000.00000000 PA USD 1736181.81000000 0.260550246151 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 922450.86000000 PA USD 925154.75000000 0.138838741687 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 1555264.92000000 0.233399898214 Long ABS-O CORP US N 2 2030-03-15 Fixed 5.68000000 N N N N N N WHIRLPOOL CORP WHENKOULSSK7WUM60H03 963320BD7 863000.00000000 PA USD 843311.86000000 0.126556511213 Long DBT CORP US N 2 2030-06-15 Fixed 6.12500000 N N N N N N WILDFIRE INTERMEDIATE HO 5493003RHEMQJZEXIR02 96812HAA6 955000.00000000 PA USD 968344.22000000 0.145320221319 Long DBT CORP US N 2 2029-10-15 Fixed 7.50000000 N N N N N N WINDFALL MINING GROUP 984500E4L49391BFF948 973244AA4 954000.00000000 PA USD 970390.56000000 0.145627317262 Long DBT CORP CA N 2 2032-05-13 Fixed 5.85400000 N N N N N N World Omni Auto Receivables Trust N/A 98164HAD0 1577089.86000000 PA USD 1589835.27000000 0.238587899350 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 1420000.00000000 PA USD 1426057.86000000 0.214009687412 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 793425.33000000 PA USD 793783.96000000 0.119123818126 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 955333.44000000 0.143367682759 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 627317.33000000 0.094142032709 Long DBT CORP US N 2 2030-04-23 Fixed 6.75000000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 000000000 400000.00000000 PA USD 281850.26000000 0.042297502598 Long DBT CORP FR Y 2 2069-12-04 Fixed 4.50000000 N N N N N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 000000000 617000.00000000 PA USD 642492.63000000 0.096419402583 Long DBT CORP MA Y 2 2034-05-02 Fixed 6.75000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 13.00000000 NC USD -19979.34000000 -0.00299831614 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVM6 Comdty 2026-06-30 1426315.28000000 USD -19979.34000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 85.00000000 NC USD -128815.77000000 -0.01933148958 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUM6 Comdty 2026-06-30 17761667.29000000 USD -128815.77000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -42.00000000 NC USD -14437.06000000 -0.00216658158 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra 10 Year U.S. Treasury Notes Futures UXYM6 Comdty 2026-06-18 -4753219.19000000 USD -14437.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10000000.00000000 PA USD 10000000.00000000 1.500708305146 Long RA CORP US N 2 Repurchase N 3.65000000 2026-04-01 10191100.00000000 USD 10204082.00000000 USD UST N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10528095.00000000 PA USD 10528095.00000000 1.579959960386 Long RA CORP US N 2 Repurchase N 3.70000000 2026-04-01 10594400.00000000 USD 10742954.00000000 USD UST N N N MGM CHINA HOLDINGS LTD 529900VZFN87OS7WJM66 000000000 450000.00000000 PA USD 445052.36000000 0.066789377287 Long DBT CORP KY Y 2 2027-02-01 Fixed 4.75000000 N N N N N N Flutter Financing BV 635400VFWPBIKJK6GN11 000000000 1378841.34000000 PA USD 1367121.19000000 0.205165012397 Long LON CORP NL N 2 2030-11-30 Floating 5.45000000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 000000000 856000.00000000 PA USD 573878.00000000 0.086122348074 Long DBT CORP NL Y 2 2050-08-03 Fixed 4.02700000 N N N N N N Comision Federal de Electricidad 4469000001BFPONMPF32 000000000 666000.00000000 PA USD 664577.29000000 0.099733665851 Long DBT CORP MX Y 2 2035-01-24 Fixed 6.45000000 N N N N N N FREEPORT INDONESIA PT 549300T4HTQHRKLNE619 000000000 641000.00000000 PA USD 621750.58000000 0.093306625913 Long DBT CORP ID Y 2 2052-04-14 Fixed 6.20000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 80292.53000000 NS USD 80292.53000000 0.012049566661 Long STIV RF US N 1 N N 2026-04-29 LORD ABBETT SERIES FUND INC Michael Hebert Michael Hebert Chief Financial Officer XXXX