NPORT-P false 0000855396 XXXXXXXX S000045029 C000139705 LORD ABBETT SERIES FUND INC 811-05876 0000855396 549300MNKALF1QZZNY95 90 HUDSON STREET JERSEY CITY 07302 201-827-2000 Short Duration Income Portfolio S000045029 5493002ZQZTU4MLER510 2020-12-31 2020-12-31 N 108579354.30 462945.78 108116408.52 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 261559.26000000 0.00000000 0.00000000 30056.26000000 USD N D.R. HORTON INC 529900ZIUEYVSB8QDD25 23331ABH1 35000.00000000 PA USD 39301.61000000 0.036351198248 Long DBT CORP US N 2 2023-08-15 Fixed 5.75000000 N N N N N N ACRISURE LLC / FIN INC N/A 00489LAC7 25000.00000000 PA USD 26524.00000000 0.024532816399 Long DBT CORP US N 2 2024-02-15 Fixed 8.13000000 N N N N N N Bausch Health Cos Inc B3BS7ACMDUWISF18KY76 91831AAC5 70000.00000000 PA USD 72216.20000000 0.066794856570 Long DBT CORP CA N 2 2025-04-15 Fixed 6.13000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46646JAC5 1000000.00000000 PA USD 1770.00000000 0.001637124303 Long ABS-MBS CORP US N 2 2031-10-05 Variable 0.66000000 N N N N N N Wyndham Destinations Inc T4VNTWMFQ7JQB65L7T35 98310WAM0 10000.00000000 PA USD 11336.45000000 0.010485411192 Long DBT CORP US N 2 2025-10-01 Fixed 6.60000000 N N N N N N NXP BV/NXP FUNDING LLC N/A 62947QAW8 225000.00000000 PA USD 237185.10000000 0.219379373812 Long DBT CORP NL N 2 2022-09-01 Fixed 3.88000000 N N N N N N Helmerich & Payne Inc 254900NAOGHJ88RZ4C73 423452AC5 146000.00000000 PA USD 162048.96000000 0.149883780101 Long DBT CORP US N 2 2025-03-15 Fixed 4.65000000 N N N N N N GS Mortgage Securities Trust 549300ITVQSU1IHX4H03 36198FAE2 100000.00000000 PA USD 108449.46000000 0.100308048967 Long ABS-MBS CORP US N 2 2046-08-10 Fixed 4.24000000 N N N N N N GRACE Mortgage Trust N/A 38406HAA0 100000.00000000 PA USD 99993.81000000 0.092487173194 Long ABS-MBS CORP US N 2 2028-06-10 Fixed 3.37000000 N N N N N N BAE Systems PLC 8SVCSVKSGDWMW2QHOH83 05523RAB3 400000.00000000 PA USD 412949.81000000 0.381949248641 Long DBT CORP GB N 2 2021-10-11 Fixed 4.75000000 N N N N N N Calpine Corp 43R4VPJBXTU2O15HEF41 131347CK0 101000.00000000 PA USD 104636.00000000 0.096780869280 Long DBT CORP US N 2 2026-06-01 Fixed 5.25000000 N N N N N N Lennar Corp 529900G61XVRLX5TJX09 526057BW3 12000.00000000 PA USD 13275.00000000 0.012278432276 Long DBT CORP US N 2 2023-12-15 Fixed 4.88000000 N N N N N N SG Commercial Mortgage Securities Trust N/A 78426RAB8 4149000.00000000 PA USD 102384.87000000 0.094698733893 Long ABS-MBS CORP US N 2 2041-02-15 Variable 0.31000000 N N N N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671DAZ8 17000.00000000 PA USD 17770.10000000 0.016436080557 Long DBT CORP US N 2 2023-03-15 Fixed 3.88000000 N N N N N N PFP III N/A 69346WAA5 114000.00000000 PA USD 112795.66000000 0.104327975322 Long ABS-CBDO CORP KY N 2 2037-04-14 Floating 1.20000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAD3 152000.00000000 PA USD 165420.33000000 0.153002057934 Long DBT CORP KY N 2 2024-05-15 Fixed 5.25000000 N N N N N N Drive Auto Receivables Trust N/A 26209AAF8 107000.00000000 PA USD 109407.11000000 0.101193807209 Long ABS-O CORP US N 2 2025-11-17 Fixed 2.51000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066FAF8 29903.88000000 PA USD 30013.44000000 0.027760300597 Long ABS-O CORP US N 2 2022-12-19 Fixed 2.36000000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 233851DY7 150000.00000000 PA USD 154041.77000000 0.142477697981 Long DBT CORP US N 2 2023-03-10 Fixed 1.75000000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAN4 190000.00000000 PA USD 201314.07000000 0.186201218442 Long DBT CORP US N 2 2025-02-15 Fixed 2.24000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XBW5 47000.00000000 PA USD 51208.30000000 0.047364040945 Long DBT CORP US N 2 2024-04-13 Fixed 3.95000000 N N N N N N DELL INT LLC / EMC CORP N/A 25272KAG8 507000.00000000 PA USD 560902.61000000 0.518795081780 Long DBT CORP US N 2 2023-06-15 Fixed 5.45000000 N N N N N N West Town Mall Trust N/A 95630LAG6 25000.00000000 PA USD 24615.64000000 0.022767718921 Long ABS-MBS CORP US N 2 2030-07-05 Variable 4.35000000 N N N N N N Verizon Owner Trust 549300ESLK4DH2NBDS67 92290BAA9 136000.00000000 PA USD 136571.55000000 0.126318985128 Long ABS-O CORP US N 2 2025-02-20 Fixed 0.47000000 N N N N N N Phillips 66 5493005JBO5YSIGK1814 718546AS3 97000.00000000 PA USD 97011.60000000 0.089728840726 Long DBT CORP US N 2 2021-02-26 Floating 0.83000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AH4 191000.00000000 PA USD 191477.50000000 0.177103089735 Long DBT CORP US N 2 2022-09-15 Fixed 5.00000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46649VAG6 54400.00000000 PA USD 53220.09000000 0.049224803828 Long ABS-MBS CORP US N 2 2032-06-15 Floating 1.46000000 N N N N N N Slide 2018-Fun N/A 831350AC7 1563060.45000000 PA USD 15.63000000 0.000014456640 Long ABS-MBS CORP US N 3 2020-12-15 Variable 0.98000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BV1 200000.00000000 PA USD 202270.00000000 0.187085385806 Long DBT CORP GB N 2 2023-10-14 Fixed 1.32000000 N N N N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671DBL8 234000.00000000 PA USD 256083.75000000 0.236859282976 Long DBT CORP US N 2 2024-11-14 Fixed 4.55000000 N N N N N N SCF Equipment Trust LLC N/A 78411KAB0 33074.99000000 PA USD 33183.40000000 0.030692288482 Long ABS-O CORP US N 2 2024-10-20 Fixed 3.63000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46646JAA9 225000.00000000 PA USD 224253.47000000 0.207418534401 Long ABS-MBS CORP US N 2 2031-10-05 Fixed 2.80000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379RYY3 14973.53000000 PA USD 15669.51000000 0.014493183980 Long ABS-MBS USGA US N 2 2057-10-16 Fixed 2.60000000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 02005NBF6 21000.00000000 PA USD 24464.89000000 0.022628285877 Long DBT CORP US N 2 2025-11-20 Fixed 5.75000000 N N N N N N Credit Suisse Mortgage Trust N/A 12595KAA9 50000.00000000 PA USD 49152.44000000 0.045462516442 Long ABS-MBS CORP US N 2 2030-12-15 Floating 1.11000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAP4 47000.00000000 PA USD 52954.23000000 0.048978902208 Long DBT CORP US N 2 2025-05-31 Fixed 4.75000000 N N N N N N Seminole Tribe of Florida 549300EWYRB8UULZD884 81683UAN7 34772.34000000 PA USD 34517.81000000 0.031926522969 Long LON CORP US N 2 2024-07-08 Floating 1.90000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CW3 85000.00000000 PA USD 81940.00000000 0.075788681035 Long DBT CORP US N 2 2024-08-15 Fixed 2.90000000 N N N N N N ZIMMER BIOMET HOLDINGS 2P2YLDVPES3BXQ1FRB91 98956PAF9 24000.00000000 PA USD 26530.32000000 0.024538661950 Long DBT CORP US N 2 2025-04-01 Fixed 3.55000000 N N N N N N PFS Financing Corp. N/A 69335PDP7 151000.00000000 PA USD 153338.58000000 0.141827297168 Long ABS-O CORP US N 2 2025-06-15 Fixed 1.27000000 N N N N N N NEXTEER AUTO GROUP LTD 529900O9GGNBKMJ9UO48 65341EAA8 200000.00000000 PA USD 200236.14000000 0.185204209741 Long DBT CORP KY N 2 2021-11-15 Fixed 5.88000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CS2 251000.00000000 PA USD 271390.03000000 0.251016505001 Long DBT CORP US N 2 2023-05-01 Fixed 4.51000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXJ8 176000.00000000 PA USD 195868.59000000 0.181164536152 Long DBT CORP US N 2 2025-04-01 Fixed 3.50000000 N N N N N N CENTURY COMMUNITIES 5299002QMB2O7ZL1CA26 156504AH5 114000.00000000 PA USD 118975.53000000 0.110043916209 Long DBT CORP US N 2 2025-07-15 Fixed 5.88000000 N N N N N N Palisades Center Trust N/A 69640GAL9 77000.00000000 PA USD 18044.91000000 0.016690260291 Long ABS-MBS CORP US N 2 2033-04-13 Fixed 4.74000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AF5 211000.00000000 PA USD 228344.07000000 0.211202048908 Long DBT CORP US N 2 2023-05-30 Fixed 4.13000000 N N N N N N TechnipFMC PLC 549300D5I93QWCJTCK36 87854XAD3 26000.00000000 PA USD 26890.04000000 0.024871377405 Long DBT CORP GB N 2 2022-10-01 Fixed 3.45000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWU4 240000.00000000 PA USD 242312.00000000 0.224121392226 Long DBT CORP US N 2 2023-02-23 Floating 0.96000000 N N N N N N Toyota Auto Receivables Owner Trust N/A 89236XAC0 161000.00000000 PA USD 161357.13000000 0.149243886481 Long ABS-O CORP US N 2 2025-01-15 Fixed 0.35000000 N N N N N N ReadyCap Commercial Mortgage Trust N/A 75575QAA7 80356.02000000 PA USD 82189.95000000 0.076019867035 Long ABS-MBS CORP US N 2 2052-10-25 Fixed 2.83000000 N N N N N N Flagship Credit Auto Trust N/A 33844PAA3 27885.31000000 PA USD 28005.62000000 0.025903209682 Long ABS-O CORP US N 2 2023-02-15 Fixed 3.07000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599BG8 57000.00000000 PA USD 61088.70000000 0.056502709289 Long DBT CORP US N 2 2024-11-01 Fixed 2.70000000 N N N N N N OneMain Financial Issuance Trust N/A 68267DAB2 100000.00000000 PA USD 102924.26000000 0.095197631339 Long ABS-O CORP US N 2 2031-02-14 Fixed 3.79000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 038461AK5 200000.00000000 PA USD 209128.40000000 0.193428918757 Long DBT NUSS EG N 2 2022-01-31 Fixed 6.13000000 N N N N N N HP ENTERPRISE CO 549300BX44RGX6ANDV88 42824CBD0 106000.00000000 PA USD 106096.21000000 0.098131459833 Long DBT CORP US N 2 2021-03-12 Floating 0.90000000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 233851DV3 150000.00000000 PA USD 151153.75000000 0.139806484574 Long DBT CORP US N 2 2022-02-15 Floating 1.12000000 N N N N N N IHS Markit Ltd 549300HLPTRASHS0E726 44962LAG2 71000.00000000 PA USD 77309.42000000 0.071505723375 Long DBT CORP BM N 2 2023-08-01 Fixed 4.13000000 N N N N N N CPS Auto Trust N/A 12595PAC4 70880.43000000 PA USD 71348.35000000 0.065992156950 Long ABS-O CORP US N 2 2023-03-15 Fixed 3.58000000 N N N N N N Master Credit Card Trust N/A 576339CA1 100000.00000000 PA USD 99861.38000000 0.092364684849 Long ABS-O CORP CA N 2 2022-07-21 Fixed 3.57000000 N N N N N N HAT HOLDINGS I LLC/HAT N/A 418751AB9 24000.00000000 PA USD 25710.00000000 0.023779924205 Long DBT US N 2 2025-04-15 Fixed 6.00000000 N N N N N N Itron Inc 24F6LSZD18II6ICG6S41 465740AA6 9000.00000000 PA USD 9213.75000000 0.008522064436 Long DBT CORP US N 2 2026-01-15 Fixed 5.00000000 N N N N N N HAT HOLDINGS I LLC/HAT N/A 418751AA1 89000.00000000 PA USD 92736.22000000 0.085774417842 Long DBT US N 2 2024-07-15 Fixed 5.25000000 N N N N N N Bombardier Inc W7L3VLU8EHQY34Z36697 097751BP5 36000.00000000 PA USD 37499.94000000 0.034684781443 Long DBT CORP CA N 2 2021-12-01 Fixed 8.75000000 N N N N N N Halcyon Loan Advisors Funding Ltd 5493006GMMSBMRMTK635 40538KAL6 113502.57000000 PA USD 113251.32000000 0.104749428463 Long ABS-CBDO CORP KY N 2 2027-07-25 Floating 1.29000000 N N N N N N GM Financial Automobile Leasing Trust N/A 36257AAD3 56245.79000000 PA USD 56558.43000000 0.052312531256 Long ABS-O CORP US N 2 2022-03-21 Fixed 2.67000000 N N N N N N ILLINOIS ST 54930048FV8RWPR02D67 452152FZ9 32500.00000000 PA USD 33045.03000000 0.030564306058 Long DBT MUN US N 2 2021-07-01 Fixed 6.13000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BQ1 237000.00000000 PA USD 276850.43000000 0.256066987231 Long DBT CORP US N 2 2025-04-15 Fixed 5.25000000 N N N N N N UTEX N/A 000000000 15.00000000 NS USD 22.50000000 0.000020810902 N/A DE US N 3 N/A N/A Call Purchased UTEX UTEX 1.00000000 1.00000000 USD 2025-12-03 XXXX 0.00000000 N N N CSN Resources SA 222100ZEX458NMOXZP08 000000000 200000.00000000 PA USD 207802.00000000 0.192202092952 Long DBT CORP LU Y 2 2023-02-13 Fixed 7.63000000 N N N N N N Atrium Hotel Portfolio Trust N/A 04965KAJ9 100000.00000000 PA USD 95651.83000000 0.088471150040 Long ABS-MBS CORP US N 2 2035-06-15 Floating 1.59000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46649VAA9 10365.89000000 PA USD 10241.01000000 0.009472206985 Long ABS-MBS CORP US N 2 2032-06-15 Floating 1.16000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBC3 200000.00000000 PA USD 201474.06000000 0.186349197830 Long DBT CORP US N 2 2022-02-25 Floating 0.93000000 N N N N N N Freddie Mac N/A 31300MAU7 5888.89000000 PA USD 6216.38000000 0.005749710044 Long ABS-MBS USGSE US N 2 2041-06-01 Floating 2.77000000 N N N N N N Kemper Corp 549300FNI1JKTRY2PV09 488401AB6 44000.00000000 PA USD 48913.43000000 0.045241449165 Long DBT CORP US N 2 2025-02-15 Fixed 4.35000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379RRQ8 71175.32000000 PA USD 75064.45000000 0.069429285552 Long ABS-MBS USGA US N 2 2050-03-16 Fixed 2.75000000 N N N N N N West Town Mall Trust N/A 95630LAJ0 25000.00000000 PA USD 24362.22000000 0.022533323418 Long ABS-MBS CORP US N 2 2030-07-05 Variable 4.35000000 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 65412AAA0 200000.00000000 PA USD 200713.80000000 0.185646011320 Long DBT NUSS NG N 2 2021-01-28 Fixed 6.75000000 N N N N N N DLL Securitization Trust 549300L4WVT3M77GS330 23342AAC0 19144.53000000 PA USD 19184.37000000 0.017744179872 Long ABS-O CORP US N 2 2022-04-18 Fixed 3.10000000 N N N N N N ASSOCIATED BK GREEN BAY ZF85QS7OXKPBG52R7N18 04550KAA9 47000.00000000 PA USD 47779.42000000 0.044192570447 Long DBT CORP US N 2 2021-08-13 Fixed 3.50000000 N N N N N N Hyundai Floorplan Master Owner Trust N/A 44921QAG1 180000.00000000 PA USD 185153.78000000 0.171254097814 Long ABS-O CORP US N 2 2024-04-15 Fixed 2.68000000 N N N N N N DBWF Mortgage Trust N/A 23306PAC1 100000.00000000 PA USD 98233.09000000 0.090858632232 Long ABS-MBS CORP US N 2 2035-05-05 Variable 4.00000000 N N N N N N GS Mortgage Securities Trust N/A 36192KAX5 20000.00000000 PA USD 20576.04000000 0.019031375793 Long ABS-MBS CORP US N 2 2045-05-10 Fixed 4.74000000 N N N N N N TopBuild Corp 5493007YSKHOL4RWII46 89055FAA1 27000.00000000 PA USD 28063.13000000 0.025956402348 Long DBT CORP US N 2 2026-05-01 Fixed 5.63000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03065GAF7 59867.42000000 PA USD 60475.18000000 0.055935246858 Long ABS-O CORP US N 2 2023-03-20 Fixed 2.97000000 N N N N N N JABIL INC N/A 46652LN45 500000.00000000 PA USD 500000.00000000 0.462464492526 Long STIV CORP US N 2 2021-01-04 None 0.00000000 N N N N N N Waikiki Beach Hotel Trust N/A 93065PAA9 48000.00000000 PA USD 46855.88000000 0.043338361532 Long ABS-MBS CORP US N 2 2033-12-15 Floating 1.21000000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 233851DP6 150000.00000000 PA USD 150669.00000000 0.139358125248 Long DBT CORP US N 2 2021-11-05 Floating 0.89000000 N N N N N N Assurant Inc H3F39CAXWQRVWURFXL38 04621XAH1 45000.00000000 PA USD 49268.57000000 0.045569928445 Long DBT CORP US N 2 2023-09-27 Fixed 4.20000000 N N N N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 59217GEH8 150000.00000000 PA USD 151928.33000000 0.140522916067 Long DBT CORP US N 2 2023-06-08 Fixed 0.90000000 N N N N N N Grand Avenue CRE 2019-FL1 Ltd. N/A 38521VAC5 100000.00000000 PA USD 99576.97000000 0.092101625796 Long ABS-CBDO CORP KY N 2 2037-06-15 Floating 1.66000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAV3 200000.00000000 PA USD 214219.65000000 0.198137963452 Long DBT CORP DK N 2 2025-12-20 Fixed 3.24000000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 02005NBG4 20000.00000000 PA USD 20207.21000000 0.018690234236 Long DBT CORP US N 2 2021-04-15 Fixed 4.25000000 N N N N N N HASBRO INC 549300NUB6D2R1ITYR45 418056AX5 69000.00000000 PA USD 74781.10000000 0.069167206924 Long DBT CORP US N 2 2024-11-19 Fixed 3.00000000 N N N N N N Drive Auto Receivables Trust N/A 26208RAF2 76000.00000000 PA USD 78102.76000000 0.072239506536 Long ABS-O CORP US N 2 2025-06-16 Fixed 3.42000000 N N N N N N PRIMA CAPITAL LTD N/A 74165KAA9 69545.68000000 PA USD 69176.84000000 0.063983664410 Long ABS-CBDO CORP KY N 2 2050-12-24 Fixed 4.50000000 N N N N N N AREIT CRE Trust 549300OWSY03BGZ1QD23 04002QAA0 71638.38000000 PA USD 71240.24000000 0.065892162878 Long ABS-CBDO CORP US N 2 2035-11-14 Floating 1.13000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05367AAJ2 16000.00000000 PA USD 16203.11000000 0.014986726087 Long DBT CORP US N 2 2022-01-20 Fixed 2.88000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BEE2 59000.00000000 PA USD 59030.34000000 0.054598872463 Long DBT CORP US N 2 2022-01-20 Floating 1.40000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XBY1 79000.00000000 PA USD 81811.13000000 0.075669485436 Long DBT CORP US N 2 2022-06-30 Fixed 3.15000000 N N N N N N Drive Auto Receivables Trust N/A 26208KAF7 28682.26000000 PA USD 28819.05000000 0.026655574666 Long ABS-O CORP US N 2 2024-09-16 Fixed 3.72000000 N N N N N N DLL Securitization Trust 549300L4WVT3M77GS330 23342AAD8 109000.00000000 PA USD 111041.81000000 0.102705788621 Long ABS-O CORP US N 2 2026-04-17 Fixed 3.27000000 N N N N N N DBUBS Mortgage Trust N/A 23305XAD3 77979.70000000 PA USD 78392.40000000 0.072507402967 Long ABS-MBS CORP US N 2 2044-07-10 Fixed 4.54000000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAA1 51000.00000000 PA USD 54692.87000000 0.050587020738 Long DBT CORP US N 2 2024-10-01 Fixed 2.76000000 N N N N N N SL GREEN OPERATING PARTN 2K1OXW4LY7IS2U150Y32 78444FAF3 99000.00000000 PA USD 102255.40000000 0.094578983338 Long DBT US N 2 2022-10-15 Fixed 3.25000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 06739FFU0 160000.00000000 PA USD 166421.65000000 0.153928207825 Long DBT CORP GB N 2 2021-06-12 Fixed 10.18000000 N N N N N N New Residential Mortgage Loan Trust N/A 64830VAA1 77958.74000000 PA USD 79805.43000000 0.073814355371 Long ABS-MBS CORP US N 2 2060-01-26 Variable 2.46000000 N N N N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 14149YBG2 97000.00000000 PA USD 97707.86000000 0.090372831781 Long DBT CORP US N 2 2022-06-15 Floating 0.99000000 N N N N N N Banc of America Merrill Lynch Large Loan Inc N/A 05524VAA5 100000.00000000 PA USD 100211.01000000 0.092688067770 Long ABS-MBS CORP US N 2 2033-07-11 Fixed 4.42000000 N N N N N N BSPRT Issuer, Ltd. N/A 05587TAA4 100000.00000000 PA USD 99645.40000000 0.092164918687 Long ABS-O CORP KY N 2 2029-05-15 Floating 1.31000000 N N N N N N COMM Mortgage Trust N/A 12598EAA0 42000.00000000 PA USD 43511.27000000 0.040244834799 Long ABS-MBS CORP US N 2 2038-01-10 Fixed 1.67000000 N N N N N N COMM Mortgage Trust N/A 12591TAD8 99506.54000000 PA USD 107630.45000000 0.099550522879 Long ABS-MBS CORP US N 2 2047-04-10 Fixed 3.73000000 N N N N N N Hudsons Bay Simon JV Trust N/A 44422PAY8 1000000.00000000 PA USD 18150.00000000 0.016787461078 Long ABS-MBS CORP US N 2 2034-08-05 Variable 1.24000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFP9 136000.00000000 PA USD 153365.70000000 0.141852381242 Long DBT CORP US N 2 2025-04-21 Fixed 3.95000000 N N N N N N REYNOLDS GRP ISS/REYNOLD N/A 761735AT6 2000.00000000 PA USD 2025.60000000 0.001873536152 Long DBT CORP US N 2 2023-07-15 Fixed 5.13000000 N N N N N N UBS-Barclays Commercial Mortgage Trust N/A 90270YAC3 718549.56000000 PA USD 10449.58000000 0.009665119423 Long ABS-MBS CORP US N 2 2046-03-10 Variable 0.94000000 N N N N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAB9 97750.00000000 PA USD 97827.95000000 0.090483906503 Long ABS-O CORP US N 2 2048-09-05 Fixed 4.67000000 N N N N N N OCEANEERING INTL INC 549300L6PH74701W0R30 675232AA0 38000.00000000 PA USD 34675.00000000 0.032071912556 Long DBT CORP US N 2 2024-11-15 Fixed 4.65000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBV3 76000.00000000 PA USD 77320.50000000 0.071515971588 Long DBT CORP MX N 2 2025-01-15 Fixed 4.25000000 N N N N N N UTEX N/A 000000000 6.00000000 NS USD 218.25000000 0.000201865750 Long EC CORP US N 2 N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 552953CG4 33000.00000000 PA USD 35771.18000000 0.033085801211 Long DBT CORP US N 2 2025-05-01 Fixed 6.75000000 N N N N N N Aircastle Ltd 549300PNK8AKY3OIKP58 00928QAR2 184000.00000000 PA USD 195061.86000000 0.180418368192 Long DBT CORP BM N 2 2023-09-25 Fixed 4.40000000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92936TAD4 25000.00000000 PA USD 23215.34000000 0.021472540863 Long ABS-MBS CORP US N 2 2045-06-15 Variable 4.74000000 N N N N N N GS Mortgage Securities Trust 5493001UQE7OCP3UT106 36252CAE2 1590000.00000000 PA USD 14007.90000000 0.012956312729 Long ABS-MBS CORP US N 2 2037-02-10 Variable 0.11000000 N N N N N N Freddie Mac N/A 31300LKM6 6234.61000000 PA USD 6541.11000000 0.006050062233 Long ABS-MBS USGSE US N 2 2040-12-01 Floating 2.46000000 N N N N N N retl N/A 74952PAJ6 50000.00000000 PA USD 48321.71000000 0.044694150186 Long ABS-MBS CORP US N 2 2036-03-15 Floating 2.26000000 N N N N N N National Fuel Gas Co 8JB38FFW1Y3C1HM8E841 636180BK6 90000.00000000 PA USD 92489.20000000 0.085545941884 Long DBT CORP US N 2 2021-12-01 Fixed 4.90000000 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913YAX8 58000.00000000 PA USD 60559.54000000 0.056013273867 Long DBT CORP US N 2 2023-04-15 Fixed 2.70000000 N N N N N N Westlake Automobile Receivables Trust N/A 96041LAB8 54653.89000000 PA USD 54896.67000000 0.050775521265 Long ABS-O CORP US N 2 2023-02-15 Fixed 2.57000000 N N N N N N Simmons Foods Inc 5493002Z1TVWRIL6NM97 82873LAB1 44000.00000000 PA USD 45975.38000000 0.042523961560 Long DBT CORP US N 2 2024-01-15 Fixed 7.75000000 N N N N N N Ford Credit Floorplan Master Owner Trust 5493001DTG5N7T8BG747 34528QGW8 305000.00000000 PA USD 330948.73000000 0.306104072943 Long ABS-O CORP US N 2 2026-04-15 Fixed 3.06000000 N N N N N N GCAT N/A 36167FAA7 76654.45000000 PA USD 78615.30000000 0.072713569638 Long ABS-MBS CORP US N 2 2060-01-25 Variable 2.25000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46649GAJ3 18000.00000000 PA USD 17710.14000000 0.016380621815 Long ABS-MBS CORP US N 2 2031-04-15 Floating 2.46000000 N N N N N N CSAIL Commercial Mortgage Trust 549300C2HE5FJAWYZL57 12636MAG3 698736.05000000 PA USD 52389.55000000 0.048456613308 Long ABS-MBS CORP US N 2 2049-01-15 Variable 1.92000000 N N N N N N Orix Credit Alliance Owner Trust N/A 685785AA5 136000.00000000 PA USD 135340.13000000 0.125180009077 Long ABS-CBDO CORP KY N 2 2036-06-15 Floating 1.34000000 N N N N N N E*TRADE Financial Corp 549300LYE2HSVYJFJD24 269246BP8 36000.00000000 PA USD 37411.79000000 0.034603248953 Long DBT CORP US N 2 2022-08-24 Fixed 2.95000000 N N N N N N The Bancorp Commercial Mortgage Trust N/A 05972MAA2 36613.29000000 PA USD 36487.80000000 0.033748623820 Long ABS-MBS CORP US N 2 2036-03-15 Floating 1.16000000 N N N N N N GS Mortgage Securities Trust N/A 36252RAM1 151000.00000000 PA USD 164031.63000000 0.151717609052 Long ABS-MBS CORP US N 2 2047-01-10 Fixed 4.07000000 N N N N N N Cox Communications Inc 5493001NEDZNIFRP2R92 224044CA3 69000.00000000 PA USD 72611.90000000 0.067160850969 Long DBT CORP US N 2 2023-06-30 Fixed 2.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419AZ42 1117.40000000 PA USD 1167.12000000 0.001079503117 Long ABS-MBS USGSE US N 2 2040-12-01 Floating 2.47000000 N N N N N N FLOWSERVE CORPORATION 6Y0GK87T6V7NJKZJVM41 34354PAD7 191000.00000000 PA USD 202387.54000000 0.187194101959 Long DBT CORP US N 2 2023-11-15 Fixed 4.00000000 N N N N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 000000000 4375758.85000000 PA USD 4375758.85000000 4.047266191968 Long RA CORP US N 2 Repurchase N 0.00000000 2021-01-04 4463300.00000000 USD 4463300.00000000 USD UST N N N CPS Auto Trust N/A 12597TAB6 260000.00000000 PA USD 260826.12000000 0.241245638446 Long ABS-O CORP US N 2 2025-01-15 Fixed 1.01000000 N N N N N N Irvine Core Office Trust N/A 46361TAA0 13297.39000000 PA USD 13496.20000000 0.012483026568 Long ABS-MBS CORP US N 2 2048-05-15 Fixed 2.07000000 N N N N N N Murphy Oil Corp QBKYQD0ODE7DC7PDIN91 626717AH5 53000.00000000 PA USD 54004.35000000 0.049950188633 Long DBT CORP US N 2 2024-08-15 Fixed 6.88000000 N N N N N N Core & Main LP 549300ZSLF8Q660SCD17 14987KAA1 75000.00000000 PA USD 77671.88000000 0.071840973135 Long DBT CORP US N 2 2025-08-15 Fixed 6.13000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CV0 300000.00000000 PA USD 338752.50000000 0.313322006009 Long DBT CORP US N 2 2023-04-21 Fixed 8.50000000 N N N N N N Flagship Credit Auto Trust N/A 33844RAA9 26231.95000000 PA USD 26552.55000000 0.024559223122 Long ABS-O CORP US N 2 2023-08-15 Fixed 3.11000000 N N N N N N COMM Mortgage Trust N/A 12624XAD0 10000.00000000 PA USD 10380.12000000 0.009600873856 Long ABS-MBS CORP US N 2 2046-03-10 Fixed 3.10000000 N N N N N N MAGNOLIA OIL GAS/MAG FIN N/A 559665AA2 103000.00000000 PA USD 105317.50000000 0.097411208383 Long DBT CORP US N 2 2026-08-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379RMC4 27021.14000000 PA USD 28389.46000000 0.026258234424 Long ABS-MBS USGA US N 2 2057-12-16 Fixed 2.60000000 N N N N N N Ford Credit Auto Owner Trust/Ford Credit N/A 34528HAA2 200000.00000000 PA USD 214631.16000000 0.198518580979 Long ABS-O CORP US N 2 2030-01-15 Fixed 3.47000000 N N N N N N Credit Suisse Mortgage Trust N/A 12651PAA9 364000.00000000 PA USD 363444.50000000 0.336160352508 Long ABS-MBS CORP US N 2 2033-04-05 Fixed 2.76000000 N N N N N N Newell Brands Inc 549300LWGYFM1TVO1Z12 651229AV8 116000.00000000 PA USD 121816.24000000 0.112671371226 Long DBT CORP US N 2 2023-04-01 Fixed 4.35000000 N N N N N N DISH DBS Corp N/A 25470XAJ4 55000.00000000 PA USD 57530.00000000 0.053211164510 Long DBT CORP US N 2 2022-07-15 Fixed 5.88000000 N N N N N N Vulcan Materials Co 549300Q8LSNHAVWBNI21 929160AX7 400000.00000000 PA USD 400176.69000000 0.370135019723 Long DBT CORP US N 2 2021-03-01 Floating 0.88000000 N N N N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 527288BE3 195000.00000000 PA USD 214781.82000000 0.198657930780 Long DBT CORP US N 2 2023-10-18 Fixed 5.50000000 N N N N N N BDS Ltd N/A 05492EAA1 100000.00000000 PA USD 99823.99000000 0.092330101754 Long ABS-CBDO CORP KY N 2 2035-12-15 Floating 1.55000000 N N N N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 14149YBH0 84000.00000000 PA USD 90448.04000000 0.083658013837 Long DBT CORP US N 2 2024-06-15 Fixed 3.08000000 N N N N N N RECKITT BENCKISER TSY 213800LAXWIUOOBZ3908 75625QAF6 250000.00000000 PA USD 251201.12000000 0.232343196965 Long DBT CORP GB N 2 2022-06-24 Floating 0.80000000 N N N N N N Diamondback Energy Inc 549300R22LSX6OHWEN64 25278XAH2 440000.00000000 PA USD 458075.02000000 0.423686863326 Long DBT CORP US N 2 2025-05-31 Fixed 5.38000000 N N N N N N Morgan Stanley BAML Trust N/A 61766RBA3 931966.59000000 PA USD 53779.13000000 0.049741876127 Long ABS-MBS CORP US N 2 2049-11-15 Variable 1.36000000 N N N N N N Baidu Inc 254900AL64IANZYI1E02 056752AK4 200000.00000000 PA USD 215872.50000000 0.199666732325 Long DBT CORP KY N 2 2023-09-29 Fixed 3.88000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 200000.00000000 PA USD 220950.00000000 0.204363059247 Long DBT CORP CH Y 2 2024-05-15 Fixed 5.13000000 N N N N N N BANCO DE CREDITO DEL PER 549300EQYQ8SCQZ4BY14 05971U2A4 31000.00000000 PA USD 32403.06000000 0.029970529398 Long DBT CORP PE N 2 2025-01-11 Fixed 2.70000000 N N N N N N Great Wolf Trust N/A 39152TAJ9 30000.00000000 PA USD 28065.90000000 0.025958964401 Long ABS-MBS CORP US N 2 2036-12-15 Floating 1.79000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00914AAA0 33000.00000000 PA USD 35828.32000000 0.033138651653 Long DBT CORP US N 2 2024-02-01 Fixed 4.25000000 N N N N N N Walgreen Co E1OI0SEUGJMPPTKRDD35 931422AH2 37000.00000000 PA USD 38634.39000000 0.035734067130 Long DBT CORP US N 2 2022-09-15 Fixed 3.10000000 N N N N N N D.R. HORTON INC 529900ZIUEYVSB8QDD25 23331ABG3 7000.00000000 PA USD 7535.84000000 0.006970116842 Long DBT CORP US N 2 2023-02-15 Fixed 4.75000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397YG2 200000.00000000 PA USD 205250.00000000 0.189841674182 Long DBT CORP US N 2 2024-01-09 Fixed 3.81000000 N N N N N N PetSmart Inc N/A 716768AD8 75000.00000000 PA USD 77126.25000000 0.071336304133 Long DBT CORP US N 2 2025-06-01 Fixed 8.88000000 N N N N N N ALLIANCE DATA SYSTEMS CO 549300G8S4PO686J7H97 018581AK4 19000.00000000 PA USD 19225.63000000 0.017782342442 Long DBT CORP US N 2 2024-12-15 Fixed 4.75000000 N N N N N N Core & Main LP 549300ZSLF8Q660SCD17 40416VAB1 39410.93000000 PA USD 39353.59000000 0.036399276056 Long LON CORP US N 2 2024-08-01 Floating 3.75000000 N N N N N N SEVEN GENERATIONS ENERGY 549300XZHTA2VXQWAL67 699320AH0 42000.00000000 PA USD 42678.09000000 0.039474202467 Long DBT CORP CA N 2 2023-06-30 Fixed 6.88000000 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913YBA7 74000.00000000 PA USD 74730.92000000 0.069120793987 Long DBT CORP US N 2 2024-03-15 Fixed 1.20000000 N N N N N N Mattel Inc 549300VELLG24KHTJ564 577081BB7 60000.00000000 PA USD 63388.20000000 0.058629583490 Long DBT CORP US N 2 2025-12-31 Fixed 6.75000000 N N N N N N COMM Mortgage Trust N/A 12632QAX1 170000.00000000 PA USD 187622.80000000 0.173537765976 Long ABS-MBS CORP US N 2 2047-07-15 Fixed 3.83000000 N N N N N N Honda Auto Receivables Owner Trust N/A 43813KAC6 156000.00000000 PA USD 156324.67000000 0.144589218361 Long ABS-O CORP US N 2 2024-10-18 Fixed 0.37000000 N N N N N N BX Commercial Mortgage Trust 2019-XL N/A 056054AH2 94929.78000000 PA USD 94492.63000000 0.087398972360 Long ABS-MBS CORP US N 2 2036-10-15 Floating 1.96000000 N N N N N N HMH Trust N/A 40390AAE1 100000.00000000 PA USD 95346.46000000 0.088188704476 Long ABS-MBS CORP US N 2 2031-07-05 Fixed 3.79000000 N N N N N N FRESENIUS MED CARE II 5493008GJ5TVVTY4UM62 35802XAJ2 24000.00000000 PA USD 26893.30000000 0.024874392673 Long DBT CORP US N 2 2024-10-15 Fixed 4.75000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599BB9 9000.00000000 PA USD 9832.28000000 0.009094160761 Long DBT CORP US N 2 2024-02-01 Fixed 3.90000000 N N N N N N Nissan Auto Lease Trust N/A 65480EAD3 178000.00000000 PA USD 178324.46000000 0.164937461797 Long ABS-O CORP US N 2 2023-10-16 Fixed 0.43000000 N N N N N N Toyota Auto Receivables Owner Trust N/A 89236XAB2 180000.00000000 PA USD 180022.12000000 0.166507676738 Long ABS-O CORP US N 2 2023-05-15 Fixed 0.23000000 N N N N N N Volkswagen Auto Loan Enhanced Trust N/A 92868JAD8 141000.00000000 PA USD 142538.56000000 0.131838045631 Long ABS-O CORP US N 2 2024-11-20 Fixed 0.98000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023BW4 316000.00000000 PA USD 328147.39000000 0.303513032380 Long DBT CORP US N 2 2023-03-01 Fixed 2.80000000 N N N N N N CHENIERE CORP CHRISTI HD 549300I7CIEWU1BBLQ53 16412XAC9 152000.00000000 PA USD 177016.14000000 0.163727358708 Long DBT CORP US N 2 2025-03-31 Fixed 5.88000000 N N N N N N Pentair Finance Sarl 549300H2U8U8TZPV3T89 709629AL3 137000.00000000 PA USD 140226.33000000 0.129699397084 Long DBT CORP LU N 2 2022-09-15 Fixed 3.15000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AD8 500000.00000000 PA USD 549606.38000000 0.508346871232 Long DBT CORP US N 2 2023-04-15 Fixed 5.63000000 N N N N N N Morgan Stanley BAML Trust N/A 553514AC4 100000.00000000 PA USD 94157.03000000 0.087088566193 Long ABS-MBS CORP US N 2 2030-10-15 Fixed 3.28000000 N N N N N N CenturyLink, Inc. 8M3THTGWLTYZVE6BBY25 15669GAF1 148962.58000000 PA USD 146802.62000000 0.135781998319 Long LON CORP US N 2 2025-01-31 Floating 2.15000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CQ6 236000.00000000 PA USD 231371.90000000 0.214002576636 Long DBT CORP US N 2 2022-08-15 Floating 1.67000000 N N N N N N AMERICAN ELECTRIC POWER 1B4S6S7G0TW5EE83BO58 025537AQ4 24000.00000000 PA USD 24058.53000000 0.022252431734 Long DBT CORP US N 2 2023-11-01 Fixed 0.75000000 N N N N N N American Money Management Corporation 549300MYS7FLQJZMYD18 00176PAL6 250000.00000000 PA USD 247958.58000000 0.229344077734 Long ABS-CBDO CORP KY N 2 2028-10-16 Floating 2.04000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AJ5 250000.00000000 PA USD 285907.32000000 0.264443967306 Long DBT CORP US N 2 2024-05-15 Fixed 5.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378NZ22 124300.49000000 PA USD 5128.92000000 0.004743886770 Long ABS-MBS USGA US N 2 2054-12-16 Variable 1.02000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAL3 133000.00000000 PA USD 139905.29000000 0.129402457883 Long DBT CORP US N 2 2024-12-01 Fixed 2.88000000 N N N N N N Westlake Automobile Receivables Trust N/A 96041LAF9 86000.00000000 PA USD 89060.00000000 0.082374175408 Long ABS-O CORP US N 2 2024-11-15 Fixed 3.20000000 N N N N N N Tesla Inc 54930043XZGB27CTOV49 88160RAE1 139000.00000000 PA USD 145081.25000000 0.134189853312 Long DBT CORP US N 2 2025-08-15 Fixed 5.30000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AQ1 250000.00000000 PA USD 261485.41000000 0.241855434877 Long DBT CORP CH N 2 2026-06-05 Fixed 2.19000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397YQ0 300000.00000000 PA USD 305385.00000000 0.282459438100 Long DBT CORP US N 2 2022-08-03 Fixed 2.98000000 N N N N N N Barclays Dryrock Issuance Trust 213800R4G3N2G68CHU37 06742LAQ6 100000.00000000 PA USD 100196.80000000 0.092674924529 Long ABS-O CORP US N 2 2024-07-15 Floating 0.49000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46649GAA2 90000.00000000 PA USD 88194.72000000 0.081573852856 Long ABS-MBS CORP US N 2 2031-04-15 Floating 1.36000000 N N N N N N Cimarex Energy Co 11KYOFXPU1C4CQL1CL44 171798AC5 112000.00000000 PA USD 122264.71000000 0.113086174128 Long DBT CORP US N 2 2024-06-01 Fixed 4.38000000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 233851AF1 158000.00000000 PA USD 161845.03000000 0.149695159333 Long DBT CORP US N 2 2021-09-15 Fixed 3.88000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12649AAE9 978381.68000000 PA USD 19404.34000000 0.017947636501 Long ABS-MBS CORP US N 2 2037-09-15 Variable 0.54000000 N N N N N N CPUK Finance Ltd 6354003CVDDPNXREIR29 000000000 52083.34000000 PA 71790.50000000 0.066401114301 Long DBT CORP JE Y 2 2022-08-28 Fixed 4.25000000 N N N N N N GS Mortgage Securities Trust 549300WZ62L3Y22NOZ64 36252AAF3 1082000.00000000 PA USD 11220.34000000 0.010378017688 Long ABS-MBS CORP US N 2 2048-11-10 Variable 0.18000000 N N N N N N GATX Corp 549300IHYHCQP2PIR591 361448BD4 36000.00000000 PA USD 39774.49000000 0.036788578666 Long DBT CORP US N 2 2024-02-15 Fixed 4.35000000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92930RBB7 273169.66000000 PA USD 280411.99000000 0.259361177307 Long ABS-MBS CORP US N 2 2045-11-15 Fixed 2.87000000 N N N N N N GM Financial Automobile Leasing Trust N/A 36259PAD8 73000.00000000 PA USD 73589.96000000 0.068065487012 Long ABS-O CORP US N 2 2023-07-20 Fixed 0.80000000 N N N N N N MVW Owner Trust N/A 553896AA9 30106.23000000 PA USD 30874.71000000 0.028556914184 Long ABS-O CORP US N 2 2034-12-20 Fixed 2.42000000 N N N N N N Wyndham Destinations Inc T4VNTWMFQ7JQB65L7T35 98310WAG3 20000.00000000 PA USD 20172.50000000 0.018658129950 Long DBT CORP US N 2 2021-03-01 Fixed 5.63000000 N N N N N N Altice Financing SA 549300DIYGW8HVDF7Q17 02154CAE3 200000.00000000 PA USD 211310.00000000 0.195446743831 Long DBT CORP LU N 2 2026-05-15 Fixed 7.50000000 N N N N N N OneMain Financial Issuance Trust N/A 68269CAA4 100000.00000000 PA USD 105846.22000000 0.097900236836 Long ABS-O CORP US N 2 2033-03-14 Fixed 3.57000000 N N N N N N PFS Financing Corp. N/A 69335PDT9 136000.00000000 PA USD 137221.01000000 0.126919689507 Long ABS-O CORP US N 2 2025-10-15 Fixed 1.00000000 N N N N N N LADDER CAP FIN LLLP/CORP N/A 505742AF3 15000.00000000 PA USD 15103.13000000 0.013969322702 Long DBT CORP US N 2 2022-03-15 Fixed 5.25000000 N N N N N N GS Mortgage Securities Trust N/A 36257MAA3 252888.00000000 PA USD 247232.84000000 0.228672819773 Long ABS-MBS CORP US N 2 2036-10-15 Floating 1.16000000 N N N N N N FirstEnergy Corp 549300SVYJS666PQJH88 337932AG2 278000.00000000 PA USD 282678.42000000 0.261457464107 Long DBT CORP US N 2 2022-07-15 Fixed 2.85000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DAZ8 511000.00000000 PA USD 553483.46000000 0.511932894901 Long DBT CORP US N 2 2024-08-15 Fixed 3.22000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46637TAA8 176107.02000000 PA USD 144163.99000000 0.133341452951 Long ABS-MBS CORP US N 2 2030-05-05 Fixed 3.91000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAM5 200000.00000000 PA USD 202256.05000000 0.187072483047 Long DBT CORP GB N 2 2023-06-15 Fixed 1.33000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 63938CAB4 104000.00000000 PA USD 110760.00000000 0.102445134384 Long DBT CORP US N 2 2024-10-25 Fixed 5.88000000 N N N N N N Drive Auto Receivables Trust N/A 26208RAG0 44000.00000000 PA USD 46301.32000000 0.042825432914 Long ABS-O CORP US N 2 2026-08-17 Fixed 3.69000000 N N N N N N Panera Bread Company 5493008627EIK5RECQ92 69840VAP5 128255.29000000 PA USD 123125.08000000 0.113881955278 Long LON CORP US N 2 2022-07-18 Floating 2.44000000 N N N N N N DELL INT LLC / EMC CORP N/A 24703DBB6 23000.00000000 PA USD 27645.66000000 0.025570272244 Long DBT CORP US N 2 2025-07-15 Fixed 5.85000000 N N N N N N PARK AEROSPACE HOLDINGS 635400CPI3EOIFF6OC33 70014LAC4 145000.00000000 PA USD 152015.93000000 0.140603939846 Long DBT CORP KY N 2 2023-03-15 Fixed 4.50000000 N N N N N N Credit Suisse Mortgage Trust N/A 12653VAA4 434000.00000000 PA USD 435451.47000000 0.402761686187 Long ABS-MBS CORP US N 2 2036-05-15 Floating 1.14000000 N N N N N N Norbord Inc 549300VL705RQ5PHI407 65548PAE6 92000.00000000 PA USD 100155.34000000 0.092636576973 Long DBT CORP CA N 2 2023-04-15 Fixed 6.25000000 N N N N N N Angel Oak Mortgage Trust N/A 03465AAA7 65512.98000000 PA USD 65739.42000000 0.060804295018 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.26000000 N N N N N N SEVEN GENERATIONS ENERGY 549300XZHTA2VXQWAL67 81783QAB1 106000.00000000 PA USD 107523.75000000 0.099451832956 Long DBT CORP CA N 2 2023-05-01 Fixed 6.75000000 N N N N N N Morgan Stanley Capital Barclays Bank Trust N/A 61691BAG6 50000.00000000 PA USD 49610.04000000 0.045885763945 Long ABS-MBS CORP US N 2 2031-09-13 Fixed 2.48000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAR2 1020000.00000000 PA USD 1020199.22000000 0.943611829106 Long DBT UST US N 2 2022-10-31 Fixed 0.13000000 N N N N N N CFCRE Commercial Mortgage Trust N/A 12528DAA7 134000.00000000 PA USD 139180.84000000 0.128732393080 Long ABS-MBS CORP US N 2 2033-02-15 Fixed 4.24000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174467X1 106000.00000000 PA USD 126889.49000000 0.117363767199 Long DBT CORP US N 2 2025-11-24 Fixed 5.00000000 N N N N N N US AIRWAYS 2012-2B PTT N/A 90345WAE4 8762.06000000 PA USD 8524.39000000 0.007884455390 Long DBT CORP US N 2 2021-06-03 Fixed 6.75000000 N N N N N N SCF Equipment Trust Llc N/A 784034AB6 177000.00000000 PA USD 183103.81000000 0.169358021142 Long ABS-O CORP US N 2 2026-04-20 Fixed 2.47000000 N N N N N N LAREDO PETROLEUM INC 549300X0PTWU2QSLSL14 516806AF3 69000.00000000 PA USD 60094.86000000 0.055583477866 Long DBT CORP US N 2 2025-01-15 Fixed 9.50000000 N N N N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 871829BP1 167000.00000000 PA USD 198714.86000000 0.183797133774 Long DBT CORP US N 2 2025-04-01 Fixed 5.65000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABG9 204000.00000000 PA USD 209251.98000000 0.193543221481 Long DBT CORP US N 2 2026-02-15 Fixed 1.50000000 N N N N N N Elm CLO Ltd N/A 289247AY4 200000.00000000 PA USD 201257.16000000 0.186148580733 Long ABS-CBDO CORP KY N 2 2029-01-17 Floating 1.97000000 N N N N N N PARSLEY ENERGY LLC/FINAN N/A 701885AF2 51000.00000000 PA USD 53244.00000000 0.049246918880 Long DBT CORP US N 2 2025-08-15 Fixed 5.25000000 N N N N N N LoanCore 2018-CRE1 Issuer, Ltd. N/A 53947DAC0 41373.47000000 PA USD 40620.38000000 0.037570966845 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 1.53000000 N N N N N N Foursight Capital Automobile Receivables Trust N/A 35105FAC0 100000.00000000 PA USD 102256.14000000 0.094579667785 Long ABS-O CORP US N 2 2024-10-15 Fixed 2.05000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05548WAA5 200000.00000000 PA USD 197017.72000000 0.182227399797 Long ABS-MBS CORP US N 2 2037-03-15 Floating 0.88000000 N N N N N N HPEFS Equipment Trust N/A 40438FAD6 100000.00000000 PA USD 101951.46000000 0.094297860422 Long ABS-O CORP US N 2 2030-02-20 Fixed 1.89000000 N N N N N N D.R. HORTON INC 529900ZIUEYVSB8QDD25 23331ABN8 478000.00000000 PA USD 516044.86000000 0.477304848601 Long DBT CORP US N 2 2025-10-15 Fixed 2.60000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46642MAA6 200000.00000000 PA USD 123261.84000000 0.114008448566 Long ABS-MBS CORP US N 2 2027-06-10 Fixed 3.43000000 N N N N N N SCF Equipment Trust Llc N/A 784034AA8 66483.03000000 PA USD 67064.74000000 0.062030121901 Long ABS-O CORP US N 2 2024-06-20 Fixed 2.22000000 N N N N N N COMM Mortgage Trust N/A 12592KAA2 2000000.00000000 PA USD 10008.40000000 0.009257059254 Long ABS-MBS CORP US N 2 2047-09-10 Variable 0.10000000 N N N N N N COMISION FEDERAL DE ELEC 4469000001BFPONMPF32 200447AD2 200000.00000000 PA USD 222231.00000000 0.205547893277 Long DBT CORP MX N 2 2024-01-15 Fixed 4.88000000 N N N N N N World OMNI Select Auto Trust N/A 98163BAF9 45000.00000000 PA USD 46176.44000000 0.042709927782 Long ABS-O CORP US N 2 2025-12-15 Fixed 2.59000000 N N N N N N Fontainebleau Miami Beach Trust N/A 34461LAA2 100000.00000000 PA USD 105065.16000000 0.097177811803 Long ABS-MBS CORP US N 2 2036-12-10 Fixed 3.14000000 N N N N N N Conn Funding II, L.P N/A 20824LAA3 12284.59000000 PA USD 12294.37000000 0.011371419165 Long ABS-O CORP US N 2 2024-06-17 Fixed 2.66000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAD1 127000.00000000 PA USD 133826.25000000 0.123779777585 Long DBT CORP US N 2 2021-10-01 Fixed 7.75000000 N N N N N N Trimble Inc 549300E2MI7NSZFQWS19 896239AB6 53000.00000000 PA USD 57446.66000000 0.053134080928 Long DBT CORP US N 2 2023-06-15 Fixed 4.15000000 N N N N N N Drive Auto Receivables Trust N/A 26208RAE5 32813.49000000 PA USD 33032.08000000 0.030552328228 Long ABS-O CORP US N 2 2023-11-15 Fixed 3.17000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCE0 51000.00000000 PA USD 52862.78000000 0.048894317452 Long DBT CORP MX N 2 2022-03-13 Fixed 5.38000000 N N N N N N HOWMET AEROSPACE INC 549300HO5WFZUT5N2T22 013817AW1 58000.00000000 PA USD 63920.64000000 0.059122052679 Long DBT CORP US N 2 2024-10-01 Fixed 5.13000000 N N N N N N American Woodmark Corp 5299007PFSDWMA74RB56 030506AA7 29000.00000000 PA USD 29828.24000000 0.027589003749 Long DBT CORP US N 2 2026-03-15 Fixed 4.88000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AH1 28000.00000000 PA USD 31289.52000000 0.028940583976 Long DBT CORP US N 2 2024-04-29 Fixed 4.63000000 N N N N N N Credit Suisse Mortgage Trust N/A 126401AA6 98390.60000000 PA USD 98863.92000000 0.091442105183 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.21000000 N N N N N N CNH INDUSTRIAL CAP LLC 549300PNSJ5B81UMVO28 12592BAF1 78000.00000000 PA USD 78767.83000000 0.072854649056 Long DBT CORP US N 2 2021-04-01 Fixed 4.88000000 N N N N N N MUTHOOT FINANCE LTD 335800HAMJMBFL4RRF02 62828L2B8 200000.00000000 PA USD 204179.60000000 0.188851630196 Long DBT CORP IN N 2 2023-09-02 Fixed 4.40000000 N N N N N N WPX Energy Inc ZXZE9GCS2BB547GJW219 98212BAH6 49000.00000000 PA USD 51584.75000000 0.047712230461 Long DBT CORP US N 2 2026-06-01 Fixed 5.75000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHW2 157000.00000000 PA USD 167428.62000000 0.154859583565 Long DBT CORP US N 2 2025-10-22 Fixed 2.46000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GGZ6 152000.00000000 PA USD 167401.91000000 0.154834878712 Long DBT CORP US N 2 2026-01-23 Fixed 3.37000000 N N N N N N GAZPROM (GAZ CAPITAL SA) 213800568PRHV2JR9650 368266AF9 100000.00000000 PA USD 106280.50000000 0.098301914995 Long DBT CORP LU N 2 2022-03-07 Fixed 6.51000000 N N N N N N Ingles Markets Inc 549300XH5RYBMYP8TF26 457030AJ3 19000.00000000 PA USD 19249.19000000 0.017804133769 Long DBT CORP US N 2 2023-06-15 Fixed 5.75000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46649VAC5 17346020.29000000 PA USD 173.46000000 0.000160438181 Long ABS-MBS CORP US N 2 2032-06-15 None 0.00000000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAE3 32000.00000000 PA USD 32898.50000000 0.030428776214 Long DBT CORP US N 2 2025-10-01 Fixed 1.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419AWS2 627.53000000 PA USD 655.49000000 0.000606281700 Long ABS-MBS USGSE US N 2 2040-12-01 Floating 2.30000000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29278NAL7 85000.00000000 PA USD 90405.10000000 0.083618297386 Long DBT CORP US N 2 2023-03-15 Fixed 4.25000000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318AN4 164000.00000000 PA USD 163367.78000000 0.151103594945 Long DBT CORP US N 2 2024-12-01 Fixed 5.00000000 N N N N N N VIPER ENERGY PARTNERS LP 5299009LINL232255G03 92763MAA3 109000.00000000 PA USD 114089.21000000 0.105524417210 Long DBT CORP US N 2 2027-11-01 Fixed 5.38000000 N N N N N N Reynolds American Inc 02S2RPPVO9RP4NEU2740 761713BG0 14000.00000000 PA USD 15949.12000000 0.014751803374 Long DBT CORP US N 2 2025-06-12 Fixed 4.45000000 N N N N N N PROTECTIVE LIFE GLOBAL 635400EVYITCJYWL2I50 74368CAR5 150000.00000000 PA USD 152642.13000000 0.141183130377 Long DBT CORP US N 2 2023-06-09 Fixed 1.08000000 N N N N N N Benefit Street Partners CLO Ltd 5493002BNZCV0YE1MG83 08180FAW1 250000.00000000 PA USD 250312.03000000 0.231520851854 Long ABS-CBDO CORP KY N 2 2029-01-20 Floating 1.47000000 N N N N N N Motel 6 Trust N/A 61975FAN9 151662.65000000 PA USD 149684.09000000 0.138447153442 Long ABS-MBS CORP US N 2 2034-08-15 Floating 3.41000000 N N N N N N Acadia Healthcare Co Inc 5493005CW985Y9D0NC11 00404AAJ8 156000.00000000 PA USD 156780.00000000 0.145010366276 Long DBT CORP US N 2 2023-02-15 Fixed 5.63000000 N N N N N N VEREIT OPERATING PARTNER 5493005TQOUJE1LCS698 92340LAD1 100000.00000000 PA USD 115150.51000000 0.106506044342 Long DBT US N 2 2025-11-01 Fixed 4.63000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 67054KAA7 200000.00000000 PA USD 210750.00000000 0.194928783599 Long DBT CORP FR N 2 2026-05-01 Fixed 7.38000000 N N N N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887BU2 291000.00000000 PA USD 293411.37000000 0.271384680657 Long DBT CORP US N 2 2022-06-06 Floating 1.26000000 N N N N N N Ausgrid Finance Pty Ltd 549300DN8D7YR73BKB57 052113AA5 225000.00000000 PA USD 237733.71000000 0.219886799103 Long DBT CORP AU N 2 2023-05-01 Fixed 3.85000000 N N N N N N World Omni Select Auto Trust N/A 98162DAG4 17000.00000000 PA USD 17175.44000000 0.015886062287 Long ABS-O CORP US N 2 2023-07-15 Fixed 3.68000000 N N N N N N Centene Corp 549300Z7JJ4TQSQGT333 15137TAA8 23000.00000000 PA USD 24287.08000000 0.022463824254 Long DBT CORP US N 2 2026-06-01 Fixed 5.38000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXM1 70000.00000000 PA USD 70787.64000000 0.065473540019 Long DBT CORP US N 2 2026-12-09 Fixed 1.09000000 N N N N N N PPL WEM LTD/WESTERN PWR N/A 69353UAA9 96000.00000000 PA USD 96347.25000000 0.089114364155 Long DBT CORP GB N 2 2021-05-01 Fixed 5.38000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46591PAA0 240000.00000000 PA USD 242540.59000000 0.224332821742 Long ABS-MBS CORP US N 2 2037-01-10 Fixed 3.29000000 N N N N N N Ford Credit Auto Owner Trust/Ford Credit N/A 34530UAA9 100000.00000000 PA USD 100236.52000000 0.092711662708 Long ABS-O CORP US N 2 2027-08-15 Fixed 2.31000000 N N N N N N Dupont De Nemours Inc 5493004JF0SDFLM8GD76 26078JAB6 93000.00000000 PA USD 102621.32000000 0.094917433352 Long DBT CORP US N 2 2023-11-15 Fixed 4.21000000 N N N N N N CAESARS RESORT / FINCO N/A 12770RAA1 21000.00000000 PA USD 22277.38000000 0.020604994473 Long DBT CORP US N 2 2025-07-01 Fixed 5.75000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042HAJ9 94000.00000000 PA USD 96259.00000000 0.089032739172 Long ABS-O CORP US N 2 2024-10-15 Fixed 2.49000000 N N N N N N PERUSAHAAN PENERBIT SBSN 254900G208H6Q0L5B953 71567PAD2 200000.00000000 PA USD 227302.00000000 0.210238208160 Long DBT NUSS ID N 2 2025-05-28 Fixed 4.33000000 N N N N N N Hudsons Bay Simon JV Trust N/A 44422PAU6 100000.00000000 PA USD 90249.97000000 0.083474813153 Long ABS-MBS CORP US N 2 2034-08-05 Fixed 3.91000000 N N N N N N SL Green Realty Corp 549300VQZPJU97H3GT17 75625AAD6 195000.00000000 PA USD 205195.66000000 0.189791413541 Long DBT US N 2 2022-12-01 Fixed 4.50000000 N N N N N N GM Financial Automobile Leasing Trust N/A 362569AD7 363000.00000000 PA USD 364624.43000000 0.337251703965 Long ABS-O CORP US N 2 2024-10-21 Fixed 0.51000000 N N N N N N Slide 2018-Fun N/A 831350AJ2 12248.22000000 PA USD 11580.39000000 0.010711038369 Long ABS-MBS CORP US N 2 2031-06-15 Floating 1.71000000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 05533UAC2 150000.00000000 PA USD 162300.00000000 0.150115974274 Long DBT CORP MX N 2 2022-09-30 Fixed 6.75000000 N N N N N N PARK AEROSPACE HOLDINGS 635400CPI3EOIFF6OC33 70014LAD2 22000.00000000 PA USD 22060.60000000 0.020404488367 Long DBT CORP KY N 2 2021-03-15 Fixed 3.63000000 N N N N N N LTF Merger Sub Inc N/A 54910HAA6 164000.00000000 PA USD 158670.00000000 0.146758482058 Long DBT CORP US N 2 2023-06-15 Fixed 8.50000000 N N N N N N iHeartCommunications Inc 54930076J6KDZL504O62 45174HBC0 115490.00000000 PA USD 123790.84000000 0.114497736000 Long DBT CORP US N 2 2026-05-01 Fixed 6.38000000 N N N N N N BAT INTL FINANCE PLC 21380041YBGOQDFAC823 05530QAN0 82000.00000000 PA USD 83978.80000000 0.077674426249 Long DBT CORP GB N 2 2026-03-25 Fixed 1.67000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCW4 50000.00000000 PA USD 54844.55000000 0.050727313967 Long DBT CORP US N 2 2023-03-20 Fixed 5.20000000 N N N N N N Navient Student Loan Trust N/A 63941XAA5 75149.25000000 PA USD 75956.07000000 0.070253970733 Long ABS-O CORP US N 2 2069-07-15 Fixed 1.22000000 N N N N N N ALCOA NEDERLAND HOLDING 5493000UL1QLQLT1VQ42 013822AA9 200000.00000000 PA USD 208685.00000000 0.193018805245 Long DBT CORP NL N 2 2024-09-30 Fixed 6.75000000 N N N N N N DBWF Mortgage Trust N/A 23307GAJ5 100000.00000000 PA USD 96838.12000000 0.089568384046 Long ABS-MBS CORP US N 2 2030-12-19 Floating 1.90000000 N N N N N N SUMMIT MATERIALS LLC/FIN N/A 86614RAL1 31000.00000000 PA USD 31655.50000000 0.029279089486 Long DBT CORP US N 2 2025-06-01 Fixed 5.13000000 N N N N N N Avenue of Americas N/A 00183HAA9 100000.00000000 PA USD 100966.84000000 0.093387156845 Long ABS-MBS CORP US N 2 2029-12-13 Fixed 2.96000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LURV9 8697.18000000 PA USD 9102.37000000 0.008419045845 Long ABS-MBS USGSE US N 2 2042-06-01 Floating 2.96000000 N N N N N N SLC Student Loan Trust 5493007QNQ56NU0MGE13 78444LAD5 45186.93000000 PA USD 46183.94000000 0.042716864749 Long ABS-O CORP US N 2 2032-12-15 Floating 1.82000000 N N N N N N LSTAR Commercial Mortgage Trust N/A 54910TAC6 95262.79000000 PA USD 96553.45000000 0.089305084511 Long ABS-MBS CORP US N 2 2050-03-10 Fixed 2.78000000 N N N N N N Stars Group Holdings B.V. (The) 549300RNFXC8F8RT6R13 000000000 75075.47000000 PA USD 75430.20000000 0.069767578328 Long LON CORP NL N 2 2025-07-10 Floating 3.75000000 N N N N N N Slide 2018-Fun N/A 831350AA1 65951.92000000 PA USD 64746.81000000 0.059886201258 Long ABS-MBS CORP US N 2 2031-06-15 Floating 1.06000000 N N N N N N Credit Suisse Mortgage Trust N/A 12651PAL5 50000.00000000 PA USD 49531.49000000 0.045813110773 Long ABS-MBS CORP US N 2 2033-04-05 Fixed 3.23000000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92936YAK7 311523.93000000 PA USD 5761.48000000 0.005328959848 Long ABS-MBS CORP US N 2 2045-08-15 Variable 1.79000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2H5 174000.00000000 PA USD 184017.30000000 0.170202934521 Long DBT CORP US N 2 2025-10-30 Fixed 2.41000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJK6 122000.00000000 PA USD 123654.25000000 0.114371399950 Long DBT CORP US N 2 2026-10-24 Fixed 1.20000000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 02005NAV2 295000.00000000 PA USD 340323.77000000 0.314775319175 Long DBT CORP US N 2 2024-09-30 Fixed 5.13000000 N N N N N N Marvell Technology Group Ltd 8DF36O58U3QIHUCGZB18 000000000 25777.80000000 PA USD 25842.24000000 0.023902236814 Long LON CORP BM N 3 2021-06-04 Floating 1.54000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EL2T9 16997.91000000 PA USD 17687.53000000 0.016359709170 Long ABS-MBS USGSE US N 2 2042-01-01 Floating 3.68000000 N N N N N N CNO Financial Group Inc 11XPYHB76MPM4Y4P2897 12621EAK9 205000.00000000 PA USD 238366.88000000 0.220472436388 Long DBT CORP US N 2 2025-05-30 Fixed 5.25000000 N N N N N N FREED ABS Trust 549300S83C1QQOPJBY76 35634BAA3 6164.98000000 PA USD 6178.12000000 0.005714322261 Long ABS-O CORP US N 2 2025-10-20 Fixed 3.99000000 N N N N N N WPX ENERGY INC ZXZE9GCS2BB547GJW219 98212BAJ2 15000.00000000 PA USD 15919.65000000 0.014724545716 Long DBT CORP US N 2 2027-10-15 Fixed 5.25000000 N N N N N N XPO Logistics Inc 54930096DB9LCLPN7H13 983793AD2 97000.00000000 PA USD 97497.13000000 0.090177921496 Long DBT CORP US N 2 2022-06-15 Fixed 6.50000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAK5 2000.00000000 PA USD 2125.00000000 0.001965474093 Long DBT CORP US N 2 2022-05-15 Fixed 6.13000000 N N N N N N Synchrony Credit Card Master Note Trust 549300G1V1M796QIYC04 87165LBB6 179000.00000000 PA USD 180272.15000000 0.166738936732 Long ABS-O CORP US N 2 2024-05-15 Fixed 2.21000000 N N N N N N Golden Credit Card Trust 549300BEDPMEONLTJX58 380881EK4 268000.00000000 PA USD 268232.14000000 0.248095681008 Long ABS-O CORP CA N 2 2023-01-15 Fixed 2.62000000 N N N N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 000000000 400000.00000000 PA USD 429045.66000000 0.396836766845 Long DBT CORP NL Y 2 2022-04-27 Fixed 6.25000000 N N N N N N Charter Communications Operating, LLC 549300TPZNMN50BJ3745 16117LBR9 135689.55000000 PA USD 135011.10000000 0.124875679693 Long LON CORP US N 3 2023-03-31 Floating 1.65000000 N N N N N N CFCRE Commercial Mortgage Trust N/A 12532ABD0 186244.38000000 PA USD 9912.06000000 0.009167951595 Long ABS-MBS CORP US N 2 2049-11-10 Variable 1.12000000 N N N N N N Kinross Gold Corp 549300UEBMAQDN0K0R06 496902AN7 92000.00000000 PA USD 104734.87000000 0.096872317008 Long DBT CORP CA N 2 2024-03-15 Fixed 5.95000000 N N N N N N Credit Suisse Mortgage Trust N/A 12651XAG9 109000.00000000 PA USD 109482.46000000 0.101263500608 Long ABS-MBS CORP US N 2 2034-07-10 Variable 3.20000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJG5 115000.00000000 PA USD 116315.54000000 0.107583614358 Long DBT CORP US N 2 2025-09-25 Fixed 0.98000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCX2 134000.00000000 PA USD 143376.75000000 0.132613311857 Long DBT CORP US N 2 2025-06-20 Fixed 2.75000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AN1 75000.00000000 PA USD 77390.63000000 0.071580836858 Long DBT CORP US N 2 2024-06-01 Fixed 3.80000000 N N N N N N MIDWEST CONNECTOR CAPIT N/A 59833CAA0 85000.00000000 PA USD 87202.80000000 0.080656397297 Long DBT CORP US N 2 2024-04-01 Fixed 3.90000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46643TBC5 715367.06000000 PA USD 22494.79000000 0.020806083283 Long ABS-MBS CORP US N 2 2048-01-15 Variable 0.96000000 N N N N N N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 31740MAC5 109999.05000000 PA USD 109976.50000000 0.101720452524 Long LON CORP US N 2 2025-10-01 Floating 3.40000000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183AL8 3417.46000000 PA USD 3420.53000000 0.003163747341 Long ABS-O CORP US N 2 2029-05-15 Fixed 1.99000000 N N N N N N HMH Trust N/A 40390AAA9 100000.00000000 PA USD 95660.58000000 0.088479243168 Long ABS-MBS CORP US N 2 2031-07-05 Fixed 3.06000000 N N N N N N BANK OF THE WEST AUTO TRUST 549300N8XX93UD1PEO56 064229AD9 100000.00000000 PA USD 101501.64000000 0.093881808866 Long ABS-O CORP US N 2 2023-09-15 Fixed 2.33000000 N N N N N N WEIBO CORP 549300Q9ID4640FE0422 948596AD3 200000.00000000 PA USD 209939.00000000 0.194178666193 Long DBT CORP KY N 2 2024-07-05 Fixed 3.50000000 N N N N N N HUNTINGTON INGALLS INDUS 5TZLZ6WJTBVJ0QWBG121 446413AS5 36000.00000000 PA USD 40118.24000000 0.037106523005 Long DBT CORP US N 2 2025-05-01 Fixed 3.84000000 N N N N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 13607GRK2 122000.00000000 PA USD 123650.34000000 0.114367783477 Long DBT CORP CA N 2 2023-06-23 Fixed 0.95000000 N N N N N N Diamond Resorts Owner Trust N/A 252724AB5 36944.35000000 PA USD 38474.67000000 0.035586337473 Long ABS-O CORP US N 2 2031-01-21 Fixed 4.19000000 N N N N N N Exeter Automobile Receivables Trust N/A 30167GAC4 75000.00000000 PA USD 75757.22000000 0.070070048605 Long ABS-O CORP US N 2 2023-12-15 Fixed 2.30000000 N N N N N N JACKSON NATL LIFE GLOBAL 635400PQXLYXWJI5QD78 46849LTG6 247000.00000000 PA USD 247128.42000000 0.228576238688 Long DBT CORP US N 2 2021-03-16 Floating 0.53000000 N N N N N N GS Mortgage Securities Trust N/A 36192BAA5 276096.98000000 PA USD 2443.38000000 0.002259952983 Long ABS-MBS CORP US N 2 2045-01-10 Variable 1.92000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAN1 110000.00000000 PA USD 111127.67000000 0.102785203024 Long DBT CORP US N 2 2023-01-15 Floating 1.52000000 N N N N N N LoanCore 2019-CRE2 Issuer, Ltd. N/A 53946JAA2 101000.00000000 PA USD 100532.99000000 0.092985876405 Long ABS-CBDO CORP KY N 2 2036-05-15 Floating 1.29000000 N N N N N N Starwood Mortgage Residential Trust N/A 85573AAA3 70942.61000000 PA USD 72592.71000000 0.067143101582 Long ABS-MBS CORP US N 2 2050-02-25 Variable 2.28000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAB9 153000.00000000 PA USD 155479.18000000 0.143807200154 Long DBT CORP GB N 2 2025-09-02 Fixed 1.20000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWD2 102000.00000000 PA USD 102285.51000000 0.094606832949 Long DBT CORP US N 2 2022-04-26 Floating 1.32000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379RTW3 68961.40000000 PA USD 72498.62000000 0.067056075014 Long ABS-MBS USGA US N 2 2058-04-16 Fixed 2.75000000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92936TAF9 69206.98000000 PA USD 794.15000000 0.000734532353 Long ABS-MBS CORP US N 2 2045-06-15 Variable 1.31000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162FAY9 203000.00000000 PA USD 208151.73000000 0.192525568365 Long ABS-MBS CORP US N 2 2052-08-15 Variable 3.44000000 N N N N N N World Financial Network Credit Card Master Trust N/A 981464GV6 173000.00000000 PA USD 177387.63000000 0.164070960576 Long ABS-O CORP US N 2 2025-08-15 Fixed 3.55000000 N N N N N N Hyundai Auto Receivables Trust N/A 44891EAF6 72000.00000000 PA USD 72195.81000000 0.066775997268 Long ABS-O CORP US N 2 2022-11-15 Fixed 2.19000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDB2 104000.00000000 PA USD 112311.70000000 0.103880346690 Long DBT CORP US N 2 2024-08-15 Variable 3.07000000 N N N N N N Welbilt Inc 549300UR3W71YLZWI068 563568AB0 29000.00000000 PA USD 30027.04000000 0.027772879631 Long DBT CORP US N 2 2024-02-15 Fixed 9.50000000 N N N N N N Slide 2018-Fun N/A 831350AG8 14132.56000000 PA USD 13532.12000000 0.012516250017 Long ABS-MBS CORP US N 2 2031-06-15 Floating 1.41000000 N N N N N N DTE ENERGY CO 549300IX8SD6XXD71I78 233331AW7 84000.00000000 PA USD 89582.63000000 0.082857571044 Long DBT CORP US N 2 2024-10-01 Fixed 2.53000000 N N N N N N Greystone Commercial Real Estate Notes N/A 39809FAC1 38000.00000000 PA USD 37344.38000000 0.034540899490 Long ABS-CBDO CORP KY N 2 2028-09-15 Floating 2.31000000 N N N N N N UBS AG LONDON BFM8T61CT2L1QCEMIK50 902674YA2 200000.00000000 PA USD 203590.25000000 0.188306523299 Long DBT CORP CH N 2 2022-04-21 Fixed 1.75000000 N N N N N N Morgan Stanley BAML Trust N/A 553514AA8 20238.71000000 PA USD 20147.49000000 0.018634997477 Long ABS-MBS CORP US N 2 2030-10-15 Fixed 2.12000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46634SAG0 11000.00000000 PA USD 11335.01000000 0.010484079294 Long ABS-MBS CORP US N 2 2045-05-15 Variable 4.82000000 N N N N N N Bain Capital Credit CLO, Limited N/A 05683FAJ8 250000.00000000 PA USD 250008.08000000 0.231239719689 Long ABS-CBDO CORP KY N 2 2032-01-20 Variable 1.45000000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 02005NBH2 266000.00000000 PA USD 291651.70000000 0.269757110870 Long DBT CORP US N 2 2024-05-21 Fixed 3.88000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAC5 92000.00000000 PA USD 95918.06000000 0.088717393884 Long DBT CORP US N 2 2023-05-01 Fixed 3.88000000 N N N N N N TransAlta Corp GJZNVO2UY6DNFNIYH321 89346DAF4 105000.00000000 PA USD 109200.00000000 0.101002245167 Long DBT CORP CA N 2 2022-11-15 Fixed 4.50000000 N N N N N N ReadyCap Commercial Mortgage Trust N/A 75575KAA0 48862.79000000 PA USD 51026.54000000 0.047195925852 Long ABS-MBS CORP US N 2 2051-02-27 Fixed 3.39000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46648GAG0 20000.00000000 PA USD 19650.63000000 0.018175437261 Long ABS-MBS CORP US N 2 2032-06-05 Variable 4.04000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285LAF8 64597.40000000 PA USD 65389.03000000 0.060480209151 Long ABS-O CORP US N 2 2023-07-17 Fixed 3.49000000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AG2 191000.00000000 PA USD 202404.46000000 0.187209751758 Long DBT CORP US N 2 2024-08-08 Fixed 3.20000000 N N N N N N US AIRWAYS 2013-1B PTT N/A 90346WAB9 29653.69000000 PA USD 28275.22000000 0.026152570536 Long DBT CORP US N 2 2021-11-15 Fixed 5.38000000 N N N N N N Blue Cube Spinco LLC N/A 095370AB8 5000.00000000 PA USD 5140.00000000 0.004754134983 Long DBT CORP US N 2 2023-10-15 Fixed 9.75000000 N N N N N N Arbor Realty Collateralized Loan Obligation Ltd N/A 03879XAA7 100000.00000000 PA USD 99753.48000000 0.092264885011 Long ABS-CBDO CORP KY N 2 2028-06-15 Floating 1.31000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379RRV7 59034.85000000 PA USD 62127.40000000 0.057463433025 Long ABS-MBS USGA US N 2 2057-01-16 Fixed 2.75000000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 28470RAH5 75000.00000000 PA USD 79969.13000000 0.073965766246 Long DBT CORP US N 2 2025-07-01 Fixed 6.25000000 N N N N N N World Financial Network Credit Card Master Trust N/A 981464HA1 97000.00000000 PA USD 100057.91000000 0.092546461142 Long ABS-O CORP US N 2 2025-12-15 Fixed 3.14000000 N N N N N N Synchrony Credit Card Master Note Trust 549300G1V1M796QIYC04 87165LBV2 100000.00000000 PA USD 103480.78000000 0.095712372817 Long ABS-O CORP US N 2 2025-10-15 Fixed 2.82000000 N N N N N N Drive Auto Receivables Trust N/A 26209AAG6 82000.00000000 PA USD 84674.33000000 0.078317742106 Long ABS-O CORP US N 2 2027-02-16 Fixed 2.70000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBD1 225000.00000000 PA USD 225471.80000000 0.208545403132 Long DBT CORP US N 2 2022-09-19 Floating 0.89000000 N N N N N N Mattel Inc 549300VELLG24KHTJ564 577081AY8 200000.00000000 PA USD 202729.00000000 0.187509928210 Long DBT CORP US N 2 2023-03-15 Fixed 3.15000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03065HAE8 9590.35000000 PA USD 9608.56000000 0.008887235648 Long ABS-O CORP US N 2 2023-06-19 Fixed 2.24000000 N N N N N N Suncor Energy Ventures N/A 13643EAG0 35000.00000000 PA USD 36251.48000000 0.033530044603 Long DBT CORP CA N 2 2022-04-01 Fixed 4.50000000 N N N N N N West CLO Ltd 635400BJ6LOP8GMN7K23 95168WAQ0 46720.30000000 PA USD 46727.67000000 0.043219776387 Long ABS-CBDO CORP KY N 2 2027-01-16 Floating 1.10000000 N N N N N N NextGear Floorplan Master Owner Trust N/A 65341KBM7 530000.00000000 PA USD 535281.77000000 0.495097624243 Long ABS-O CORP US N 2 2025-02-15 Floating 0.96000000 N N N N N N BX Commercial Mortgage Trust 2019-XL N/A 056054AF6 94929.78000000 PA USD 94925.19000000 0.087799059642 Long ABS-MBS CORP US N 2 2036-10-15 Floating 1.41000000 N N N N N N First Investors Auto Owner Trust N/A 32059RAE3 40346.29000000 PA USD 40446.75000000 0.037410371426 Long ABS-O CORP US N 2 2023-05-15 Fixed 3.51000000 N N N N N N COMM Mortgage Trust N/A 12624NAC4 100000.00000000 PA USD 97020.00000000 0.089736610129 Long ABS-MBS CORP US N 2 2030-10-05 Fixed 3.40000000 N N N N N N WESTINGHOUSE AIR BRAKE 06BTX5UWZD0GQ5N5Y745 960386AQ3 17000.00000000 PA USD 18355.75000000 0.016977765217 Long DBT CORP US N 2 2025-06-15 Fixed 3.20000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBR3 16000.00000000 PA USD 16602.48000000 0.015356114975 Long DBT CORP US N 2 2026-05-01 Fixed 5.50000000 N N N N N N RYDER SYSTEM INC ZXJ6Y2OSPZXIVGRILD15 78355HKR9 51000.00000000 PA USD 56870.77000000 0.052601423575 Long DBT CORP US N 2 2025-09-01 Fixed 3.35000000 N N N N N N BB-UBS Trust N/A 05490AAA1 200000.00000000 PA USD 195585.98000000 0.180903141972 Long ABS-MBS CORP US N 2 2030-06-05 Fixed 2.89000000 N N N N N N GLENCORE FINANCE CANADA 5493005TTO0UJ33KCK70 98417EAT7 142000.00000000 PA USD 151307.42000000 0.139948618411 Long DBT CORP CA N 2 2022-10-25 Fixed 4.25000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46649VAJ0 41600.00000000 PA USD 40509.18000000 0.037468114742 Long ABS-MBS CORP US N 2 2032-06-15 Floating 1.76000000 N N N N N N DUQUESNE LIGHT HOLDINGS 4CUJ1D8WDXK9X7QI6B93 266233AD7 119000.00000000 PA USD 124119.85000000 0.114802046885 Long DBT CORP US N 2 2021-12-01 Fixed 5.90000000 N N N N N N CPS Auto Trust N/A 12655KAB4 100000.00000000 PA USD 101084.53000000 0.093496011737 Long ABS-O CORP US N 2 2023-11-15 Fixed 2.35000000 N N N N N N FIRSTENERGY TRANSMISSION 549300AINIIPOLYX2R63 33767BAB5 150000.00000000 PA USD 163591.28000000 0.151310316573 Long DBT CORP US N 2 2025-01-15 Fixed 4.35000000 N N N N N N Ford Credit Auto Owner Trust/Ford Credit N/A 34532PAA8 100000.00000000 PA USD 109163.47000000 0.100968457511 Long ABS-O CORP US N 2 2030-07-15 Fixed 3.52000000 N N N N N N BY CROWN PARENT LLC 549300B1M4J69ECRY452 47215YAA5 29000.00000000 PA USD 29613.21000000 0.027390116269 Long DBT CORP US N 2 2024-10-15 Fixed 7.38000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -36.00000000 NC USD -6952.79000000 -0.00643083699 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short 5 Year US Treasury Note FVH1 Comdty 2021-03-31 -4534953.48000000 USD -6952.79000000 N N N WPX Energy Inc ZXZE9GCS2BB547GJW219 98212BAE3 34000.00000000 PA USD 37120.18000000 0.034333530412 Long DBT CORP US N 2 2024-09-15 Fixed 5.25000000 N N N N N N MIDWEST CONNECTOR CAPIT N/A 59833CAB8 77000.00000000 PA USD 78373.65000000 0.072490060549 Long DBT CORP US N 2 2022-04-01 Fixed 3.63000000 N N N N N N ORIGIN ENERGY FINANCE LT 5493002W5C9Z753C7Q57 68620YAA0 110000.00000000 PA USD 113885.97000000 0.105336434643 Long DBT CORP AU N 2 2021-10-14 Fixed 5.45000000 N N N N N N Suncor Energy Ventures N/A 13643EAA3 63000.00000000 PA USD 65622.10000000 0.060695782350 Long DBT CORP CA N 2 2021-09-01 Fixed 9.40000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAL5 42000.00000000 PA USD 45281.60000000 0.041882264329 Long DBT CORP KY N 2 2026-04-15 Fixed 4.25000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285MAG4 42506.11000000 PA USD 43108.47000000 0.039872273404 Long ABS-O CORP US N 2 2024-07-15 Fixed 3.56000000 N N N N N N Ascentium Equipment Receivables LLC N/A 04365JAC3 669.13000000 PA USD 669.46000000 0.000619202958 Long ABS-O CORP US N 2 2021-06-10 Fixed 2.29000000 N N N N N N COMM Mortgage Trust N/A 12592GBC6 25940.26000000 PA USD 28152.53000000 0.026039090999 Long ABS-MBS CORP US N 2 2047-08-10 Fixed 3.53000000 N N N N N N RBSCF Trust N/A 74932BAA1 100000.00000000 PA USD 99857.03000000 0.092360661408 Long ABS-MBS CORP US N 2 2031-03-11 Fixed 3.26000000 N N N N N N CAPITOL INV MERGER SUB 2 N/A 14065HAA3 50000.00000000 PA USD 54876.00000000 0.050756402983 Long DBT CORP US N 2 2024-08-01 Fixed 10.00000000 N N N N N N Popular Inc 5493008CARDZMVQ3LO89 733174AK2 23000.00000000 PA USD 24923.84000000 0.023052782034 Long DBT CORP PR N 2 2023-09-14 Fixed 6.13000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAV2 24000.00000000 PA USD 29129.60000000 0.026942811363 Long DBT CORP US N 2 2025-10-01 Fixed 6.13000000 N N N N N N NextGear Floorplan Master Owner Trust N/A 65341KBE5 100000.00000000 PA USD 102622.44000000 0.094918469272 Long ABS-O CORP US N 2 2023-10-15 Fixed 4.01000000 N N N N N N Boral Finance Pty Ltd 549300X2TYFVNPM0UT91 09952AAA4 22000.00000000 PA USD 22495.97000000 0.020807174699 Long DBT CORP AU N 2 2022-11-01 Fixed 3.00000000 N N N N N N SAN DIEGO G & E KNIRVXKVNJJ4P8OTMS63 797440BT0 6428.76000000 PA USD 6463.89000000 0.005978639217 Long DBT CORP US N 2 2022-02-01 Fixed 1.91000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46645WAE3 16000.00000000 PA USD 15613.66000000 0.014441526696 Long ABS-MBS CORP US N 2 2033-07-05 Floating 1.80000000 N N N N N N Drive Auto Receivables Trust N/A 26209BAG4 34000.00000000 PA USD 35321.26000000 0.032669657162 Long ABS-O CORP US N 2 2026-01-15 Fixed 4.09000000 N N N N N N BankUnited Inc 96OVUWEW5D4YX6PFXD91 06652KAA1 211000.00000000 PA USD 242950.27000000 0.224711746649 Long DBT CORP US N 2 2025-11-17 Fixed 4.88000000 N N N N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377CK6 235000.00000000 PA USD 257384.26000000 0.238062162370 Long DBT CORP US N 2 2024-06-15 Fixed 3.75000000 N N N N N N COMM Mortgage Trust N/A 12594JAC9 4000000.00000000 PA USD 9260.00000000 0.008564842401 Long ABS-MBS CORP US N 2 2029-08-10 Fixed 0.78000000 N N N N N N UBS AG STAMFORD CT 254900R882POXXVAK772 90261AAB8 613000.00000000 PA USD 678667.07000000 0.627718844244 Long DBT CORP CH N 2 2022-08-17 Fixed 7.63000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03067DAE5 64000.00000000 PA USD 65190.11000000 0.060296222277 Long ABS-O CORP US N 2 2025-01-21 Fixed 1.48000000 N N N N N N LoanCore 2018-CRE1 Issuer, Ltd. N/A 53947DAA4 197464.29000000 PA USD 195858.45000000 0.181155157372 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 1.21000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AB4 200000.00000000 PA USD 202048.21000000 0.186880245807 Long DBT CORP CH N 2 2024-07-30 Fixed 1.01000000 N N N N N N Ford Credit Auto Owner Trust N/A 34533YAD2 155000.00000000 PA USD 155626.46000000 0.143943423695 Long ABS-O CORP US N 2 2025-07-15 Fixed 0.41000000 N N N N N N Octagon Investment Partners XVII Ltd 54930007Y57X4ONHQV20 67590GBG3 250000.00000000 PA USD 249379.58000000 0.230658401822 Long ABS-CBDO CORP KY N 2 2031-01-25 Floating 1.21000000 N N N N N N GS Mortgage Securities Trust N/A 36255WAA3 99828.05000000 PA USD 96106.30000000 0.088891502516 Long ABS-MBS CORP US N 2 2035-07-15 Floating 1.11000000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183AR5 16645.11000000 PA USD 16671.14000000 0.015419620599 Long ABS-O CORP US N 2 2029-08-15 Fixed 1.91000000 N N N N N N ROMANIA 315700IASY927EDWBK92 77586RAD2 36000.00000000 PA USD 40263.88000000 0.037241229662 Long DBT NUSS RO N 2 2024-01-22 Fixed 4.88000000 N N N N N N Equinix Inc 549300EVUN2BTLJ3GT74 29444UAR7 346000.00000000 PA USD 377251.14000000 0.348930514030 Long DBT US N 2 2027-05-15 Fixed 5.38000000 N N N N N N NAVISTAR INTL CORP WNDD3CRVXJGC8I7GX671 63934EAT5 19000.00000000 PA USD 19929.10000000 0.018433002236 Long DBT CORP US N 2 2025-11-01 Fixed 6.63000000 N N N N N N GS Mortgage Securities Trust N/A 36253VAA7 100000.00000000 PA USD 99321.14000000 0.091865001214 Long ABS-MBS CORP US N 2 2032-07-15 Floating 1.26000000 N N N N N N Morgan Stanley BAML Trust N/A 61690KAE2 10000.00000000 PA USD 10400.71000000 0.009619918144 Long ABS-MBS CORP US N 2 2046-02-15 Fixed 2.92000000 N N N N N N Morgan Stanley Capital Barclays Bank Trust N/A 61691BAC5 9863000.00000000 PA USD 98.63000000 0.000091225745 Long ABS-MBS CORP US N 2 2031-09-13 None 0.00000000 N N N N N N Cox Communications Inc 5493001NEDZNIFRP2R92 224044CH8 72000.00000000 PA USD 78089.43000000 0.072227177233 Long DBT CORP US N 2 2024-08-15 Fixed 3.15000000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 42809HAF4 93000.00000000 PA USD 97917.95000000 0.090567150111 Long DBT CORP US N 2 2024-07-15 Fixed 3.50000000 N N N N N N HEALTH CARE SERVICE CORP 549300TMJ1FKCKECR148 42218SAD0 50000.00000000 PA USD 51342.23000000 0.047487916684 Long DBT CORP US N 2 2025-06-01 Fixed 1.50000000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BB1 20000.00000000 PA USD 22031.00000000 0.020377110469 Long DBT CORP US N 2 2025-06-01 Fixed 4.88000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2C6 49000.00000000 PA USD 53515.78000000 0.049498296079 Long DBT CORP US N 2 2024-01-24 Fixed 3.75000000 N N N N N N Molina Healthcare Inc 549300NQQCEQ46YHZ591 60855RAG5 4000.00000000 PA USD 4242.50000000 0.003924011219 Long DBT CORP US N 2 2022-11-15 Fixed 5.38000000 N N N N N N BX Commercial Mortgage Trust 2019-XL N/A 056054AA7 189859.57000000 PA USD 190641.05000000 0.176329432885 Long ABS-MBS CORP US N 2 2036-10-15 Floating 1.08000000 N N N N N N AIR CANADA 2015-1B PTT N/A 009090AB7 12483.06000000 PA USD 12175.59000000 0.011261556101 Long DBT CORP CA N 2 2023-03-15 Fixed 3.88000000 N N N N N N DELL INT LLC / EMC CORP N/A 25272KAU7 23000.00000000 PA USD 23070.15000000 0.021338250424 Long DBT CORP US N 2 2021-06-15 Fixed 5.88000000 N N N N N N GS Mortgage Securities Trust N/A 36259NAC5 500000.00000000 PA USD 487000.05000000 0.450440461967 Long ABS-MBS CORP US N 2 2032-08-15 Floating 1.66000000 N N N N N N AMERICAN AIRLINES GROUP N/A 02376RAE2 92000.00000000 PA USD 71300.00000000 0.065947436634 Long DBT CORP US N 2 2025-03-01 Fixed 3.75000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFH7 175000.00000000 PA USD 196414.24000000 0.181669223653 Long DBT CORP US N 2 2024-08-26 Fixed 4.20000000 N N N N N N Bausch Health Cos Inc B3BS7ACMDUWISF18KY76 91911KAN2 36000.00000000 PA USD 37342.44000000 0.034539105128 Long DBT CORP CA N 2 2025-11-01 Fixed 5.50000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691ABJ1 11779.18000000 PA USD 12553.62000000 0.011611207005 Long ABS-MBS CORP US N 2 2048-12-15 Fixed 3.63000000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017AV6 165000.00000000 PA USD 165506.00000000 0.153081296600 Long DBT CORP US N 2 2024-02-15 Fixed 0.97000000 N N N N N N SOLERA LLC / SOLERA FINA N/A 83422AAA1 170000.00000000 PA USD 176375.00000000 0.163134349738 Long DBT CORP US N 2 2024-03-01 Fixed 10.50000000 N N N N N N Hudsons Bay Simon JV Trust N/A 44422PBC5 179000.00000000 PA USD 148854.06000000 0.137679434636 Long ABS-MBS CORP US N 2 2034-08-05 Fixed 4.67000000 N N N N N N LSTAR Commercial Mortgage Trust N/A 54910TAE2 100000.00000000 PA USD 107056.50000000 0.099019659888 Long ABS-MBS CORP US N 2 2050-03-10 Fixed 4.50000000 N N N N N N Exelon Generation Co LLC S2PEWKCZFFECR4533P43 3016E2ND1 250000.00000000 PA USD 249984.37000000 0.231217789623 Long STIV CORP US N 2 2021-01-13 None 0.00000000 N N N N N N Drive Auto Receivables Trust N/A 26208MAF3 84000.00000000 PA USD 85964.49000000 0.079511048486 Long ABS-O CORP US N 2 2025-01-15 Fixed 3.99000000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29278NAM5 201000.00000000 PA USD 226024.19000000 0.209056324654 Long DBT CORP US N 2 2024-01-15 Fixed 5.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EUEM7 4420.72000000 PA USD 4588.92000000 0.004244425118 Long ABS-MBS USGSE US N 2 2045-12-01 Floating 2.67000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46650RAC0 3332000.00000000 PA USD 116643.99000000 0.107887407283 Long ABS-MBS CORP US N 2 2034-01-05 Variable 1.34000000 N N N N N N REPUBLIC OF SENEGAL 549300NP14ZLQGWIUZ97 81720TAA3 200000.00000000 PA USD 205483.60000000 0.190057737593 Long DBT NUSS SN N 2 2021-05-13 Fixed 8.75000000 N N N N N N Greystone Commercial Real Estate Notes N/A 39809FAA5 124000.00000000 PA USD 123861.98000000 0.114563535448 Long ABS-CBDO CORP KY N 2 2028-09-15 Floating 1.71000000 N N N N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 45262BAA1 200000.00000000 PA USD 214403.61000000 0.198308113389 Long DBT CORP GB N 2 2024-07-26 Fixed 3.13000000 N N N N N N Diamond Resorts Owner Trust N/A 25273BAA0 13029.20000000 PA USD 13040.95000000 0.012061952647 Long ABS-O CORP US N 2 2028-11-20 Fixed 3.08000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AD9 51000.00000000 PA USD 50008.14000000 0.046253978174 Long DBT CORP US N 2 2023-01-13 Floating 2.07000000 N N N N N N CIT Group Inc N8O96ZZJQRFYQUJY7K79 125581GY8 49000.00000000 PA USD 53670.44000000 0.049641345596 Long DBT CORP US N 2 2024-02-16 Fixed 4.75000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967GK1 55000.00000000 PA USD 58176.36000000 0.053809001608 Long DBT CORP US N 2 2022-07-30 Fixed 4.05000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBH2 373000.00000000 PA USD 373068.16000000 0.345061554584 Long DBT CORP US N 2 2022-09-09 Floating 1.33000000 N N N N N N Bausch Health Cos Inc B3BS7ACMDUWISF18KY76 91911KAK8 211000.00000000 PA USD 217277.25000000 0.200966026317 Long DBT CORP CA N 2 2024-03-15 Fixed 7.00000000 N N N N N N CIT Group Inc N8O96ZZJQRFYQUJY7K79 125581GV4 180000.00000000 PA USD 180630.00000000 0.167069922570 Long DBT CORP US N 2 2021-03-09 Fixed 4.13000000 N N N N N N AIB Group PLC 635400AKJBGNS5WNQL34 00135TAB0 200000.00000000 PA USD 218842.68000000 0.202413937898 Long DBT CORP IE N 2 2025-04-10 Fixed 4.26000000 N N N N N N Drive Auto Receivables Trust N/A 26208BAN0 13049.33000000 PA USD 13178.59000000 0.012189259873 Long ABS-O CORP US N 2 2024-03-15 Fixed 4.18000000 N N N N N N Capital Auto Receivables Asset Trust / Ally N/A 13976CAC0 12487.27000000 PA USD 12517.16000000 0.011577484094 Long ABS-O CORP US N 2 2023-06-20 Fixed 3.27000000 N N N N N N Alloy Finco Limited N/A 000000000 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP JE N 2 2025-03-06 Floating 13.50000000 N N Y N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565EBK0 152000.00000000 PA USD 171190.19000000 0.158338768687 Long DBT CORP US N 2 2025-04-09 Fixed 3.90000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17323YAL3 934145.92000000 PA USD 13771.83000000 0.012737964744 Long ABS-MBS CORP US N 2 2048-06-10 Variable 0.37000000 N N N N N N Macquarie Group Ltd ACMHD8HWFMFUIQQ8Y590 55608JAL2 75000.00000000 PA USD 80640.12000000 0.074586384346 Long DBT CORP AU N 2 2024-03-27 Fixed 4.15000000 N N N N N N Grand Avenue CRE 2019-FL1 Ltd. N/A 38521VAA9 216000.00000000 PA USD 215240.35000000 0.199082038467 Long ABS-CBDO CORP KY N 2 2037-06-15 Floating 1.28000000 N N N N N N RELIANCE INDUSTRIES LTD 5493003UOETFYRONLG31 759470AY3 350000.00000000 PA USD 366643.22000000 0.339118941351 Long DBT CORP IN N 2 2022-02-14 Fixed 5.40000000 N N N N N N Aircastle Ltd 549300PNK8AKY3OIKP58 00928QAN1 133000.00000000 PA USD 138561.03000000 0.128159112845 Long DBT CORP BM N 2 2022-02-15 Fixed 5.50000000 N N N N N N Drive Auto Receivables Trust N/A 26208DAF3 9597.12000000 PA USD 9616.52000000 0.008894598083 Long ABS-O CORP US N 2 2022-10-17 Fixed 3.72000000 N N N N N N Shops at Crystals Trust 2016-CSTL N/A 82510WAE0 1000000.00000000 PA USD 11880.00000000 0.010988156342 Long ABS-MBS CORP US N 2 2036-07-05 Variable 0.20000000 N N N N N N Shelter Growth CRE N/A 82286LAC0 34861.33000000 PA USD 34537.59000000 0.031944818064 Long ABS-CBDO CORP KY N 2 2036-05-15 Floating 1.61000000 N N N N N N TCF Auto Receivables Owner Trust N/A 872295AE0 2242.27000000 PA USD 2243.79000000 0.002075346407 Long ABS-O CORP US N 2 2022-06-15 Fixed 2.32000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286HAF6 121000.00000000 PA USD 123555.65000000 0.114280201952 Long ABS-O CORP US N 2 2025-10-15 Fixed 2.49000000 N N N N N N Towd Point Asset Trust 2018-SL1 54930022FYEFQVX02P24 89174UAA4 67446.02000000 PA USD 66875.35000000 0.061854949600 Long ABS-O CORP US N 2 2046-01-25 Floating 0.75000000 N N N N N N Baidu Inc 254900AL64IANZYI1E02 056752AM0 200000.00000000 PA USD 220292.21000000 0.203754650210 Long DBT CORP KY N 2 2024-05-14 Fixed 4.38000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAB7 68000.00000000 PA USD 72831.06000000 0.067363558406 Long DBT CORP KY N 2 2023-10-01 Fixed 5.13000000 N N N N N N DBWF Mortgage Trust N/A 23307CAC9 3140000.00000000 PA USD 9231.60000000 0.008538574418 Long ABS-MBS CORP US N 2 2036-12-10 Variable 0.01000000 N N N N N N Santander Retail Auto Lease Trust N/A 80281GAH9 72000.00000000 PA USD 74596.90000000 0.068996835005 Long ABS-O CORP US N 2 2024-06-20 Fixed 3.31000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153AZ5 41000.00000000 PA USD 47982.30000000 0.044380220039 Long DBT CORP LR N 2 2025-06-01 Fixed 11.50000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCE4 64000.00000000 PA USD 63960.66000000 0.059159068337 Long DBT CORP US N 2 2023-01-05 Floating 1.23000000 N N N N N N Synchrony Credit Card Master Note Trust 549300G1V1M796QIYC04 87165LBH3 100000.00000000 PA USD 100450.46000000 0.092909542015 Long ABS-O CORP US N 2 2024-05-15 Fixed 2.55000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UBT5 78000.00000000 PA USD 78696.42000000 0.072788599877 Long DBT CORP US N 2 2021-04-01 Variable 4.10000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379KGZ5 19200.28000000 PA USD 20188.63000000 0.018673049055 Long ABS-MBS USGA US N 2 2049-02-16 Variable 2.90000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBM1 201000.00000000 PA USD 206277.64000000 0.190792168204 Long DBT CORP US N 2 2025-01-15 Fixed 5.25000000 N N N N N N Angel Oak Mortgage Trust N/A 03464RAA1 45346.32000000 PA USD 45835.86000000 0.042394915468 Long ABS-MBS CORP US N 2 2059-12-25 Variable 2.47000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285RAG3 216000.00000000 PA USD 222319.08000000 0.205629361022 Long ABS-O CORP US N 2 2026-09-15 Fixed 2.22000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CL7 48000.00000000 PA USD 48445.15000000 0.044808323420 Long DBT CORP US N 2 2021-08-01 Fixed 2.30000000 N N N N N N CD Commercial Mortgage Trust N/A 12514MBD6 54485.51000000 PA USD 3161.67000000 0.002924320224 Long ABS-MBS CORP US N 2 2049-08-10 Variable 1.39000000 N N N N N N PACIFIC LIFE GF II 6354003EUPCHXTWUU869 6944PL2B4 32000.00000000 PA USD 32451.96000000 0.030015758425 Long DBT CORP US N 2 2025-06-24 Fixed 1.20000000 N N N N N N VeriSign Inc LMPL4N8ZOJRMF0KOF759 92343EAH5 19000.00000000 PA USD 21624.38000000 0.020001015845 Long DBT CORP US N 2 2025-04-01 Fixed 5.25000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DB8 149000.00000000 PA USD 161292.50000000 0.149184108321 Long DBT CORP US N 2 2024-07-01 Fixed 6.95000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891AAR8 31000.00000000 PA USD 32292.50000000 0.029868269249 Long DBT CORP US N 2 2022-09-20 Fixed 3.25000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468J1 48000.00000000 PA USD 51357.46000000 0.047502003352 Long DBT CORP US N 2 2025-07-22 Fixed 2.72000000 N N N N N N Matador Resources Co 549300CI3Q2UUK5R4G79 576485AE6 196000.00000000 PA USD 192325.00000000 0.177886967050 Long DBT CORP US N 2 2026-09-15 Fixed 5.88000000 N N N N N N One New York Plaza Trust 2020-1NYP N/A 68249DAA7 215000.00000000 PA USD 215802.25000000 0.199601756064 Long ABS-MBS CORP US N 2 2026-01-15 Floating 1.11000000 N N N N N N Kennedy-Wilson Inc 5EA4464UK7FM5QNNKL62 489399AG0 8000.00000000 PA USD 8130.00000000 0.007519672648 Long DBT CORP US N 2 2024-04-01 Fixed 5.88000000 N N N N N N National Fuel Gas Co 8JB38FFW1Y3C1HM8E841 636180BL4 25000.00000000 PA USD 26256.83000000 0.024285703122 Long DBT CORP US N 2 2023-03-01 Fixed 3.75000000 N N N N N N VEREIT OPERATING PARTNER 5493005TQOUJE1LCS698 03879QAF1 246000.00000000 PA USD 270765.35000000 0.250438720363 Long DBT US N 2 2024-02-06 Fixed 4.60000000 N N N N N N West Town Mall Trust N/A 95630LAA9 72182.51000000 PA USD 72825.92000000 0.067358804271 Long ABS-MBS CORP US N 2 2030-07-05 Fixed 3.82000000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AH0 262000.00000000 PA USD 274336.97000000 0.253742215224 Long DBT CORP US N 2 2025-06-25 Fixed 2.90000000 N N N N N N Acadia Healthcare Co Inc 5493005CW985Y9D0NC11 00404AAM1 71000.00000000 PA USD 72767.55000000 0.067304816166 Long DBT CORP US N 2 2024-03-01 Fixed 6.50000000 N N N N N N POTOMAC ELECTRIC PWR 549300BXF2DWUNN57U06 73768AN51 202000.00000000 PA USD 201998.77000000 0.186834517318 Long STIV CORP US N 2 2021-01-05 None 0.00000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46649GAG9 24000.00000000 PA USD 23574.57000000 0.021804803103 Long ABS-MBS CORP US N 2 2031-04-15 Floating 2.06000000 N N N N N N MARB BondCo PLC 254900PVA1EU6QM1JN57 566007AB6 200000.00000000 PA USD 207002.00000000 0.191462149763 Long DBT CORP GB N 2 2025-01-19 Fixed 6.88000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967JL6 20000.00000000 PA USD 22335.14000000 0.020658418371 Long DBT CORP US N 2 2025-03-26 Fixed 3.88000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2N2 396000.00000000 PA USD 417291.20000000 0.385964726087 Long DBT CORP US N 2 2026-04-30 Fixed 2.19000000 N N N N N N CarMax Auto Owner Trust N/A 14312QAD8 8480.84000000 PA USD 8487.42000000 0.007850260766 Long ABS-O CORP US N 2 2022-06-15 Fixed 1.60000000 N N N N N N Residential Mortgage Loan Trust N/A 76119CAA9 82763.66000000 PA USD 84524.90000000 0.078179529968 Long ABS-MBS CORP US N 2 2024-02-25 Variable 2.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EUEP0 15234.59000000 PA USD 15816.17000000 0.014628834065 Long ABS-MBS USGSE US N 2 2045-12-01 Floating 2.71000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAU5 200000.00000000 PA USD 203217.63000000 0.187961876260 Long DBT CORP DK N 2 2022-09-20 Fixed 3.00000000 N N N N N N DELL INT LLC / EMC CORP N/A 25272KAK9 155000.00000000 PA USD 189342.08000000 0.175127977882 Long DBT CORP US N 2 2026-06-15 Fixed 6.02000000 N N N N N N CarMax Auto Owner Trust N/A 14315VAD4 29000.00000000 PA USD 29579.57000000 0.027359001658 Long ABS-O CORP US N 2 2024-11-15 Fixed 1.70000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XBK1 139000.00000000 PA USD 147413.03000000 0.136346584221 Long DBT CORP US N 2 2023-05-09 Fixed 3.70000000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92936TAB8 50000.00000000 PA USD 51621.64000000 0.047746351091 Long ABS-MBS CORP US N 2 2045-06-15 Fixed 3.43000000 N N N N N N Avery Point CLO Ltd 549300V091GOUE8M6G49 05363XAN7 72726.98000000 PA USD 72630.68000000 0.067178221136 Long ABS-CBDO CORP KY N 2 2026-07-17 Floating 1.20000000 N N N N N N MMC NORILSK (MMC FIN) 635400IPHIGSTULPX313 55315NAA1 200000.00000000 PA USD 210286.60000000 0.194500171508 Long DBT CORP IE N 2 2023-04-11 Fixed 4.10000000 N N N N N N Delos Finance Sarl 549300HX549YWOJQT076 000000000 25635.40000000 PA USD 25646.04000000 0.023720765747 Long LON CORP LU N 2 2023-10-06 Floating 2.00000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46591PAE2 50000.00000000 PA USD 48486.34000000 0.044846421245 Long ABS-MBS CORP US N 2 2037-01-10 Fixed 3.64000000 N N N N N N BX Trust N/A 056057AA0 120000.00000000 PA USD 120301.10000000 0.111269974323 Long ABS-MBS CORP US N 2 2037-03-15 Floating 0.83000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 78442FET1 53000.00000000 PA USD 56742.60000000 0.052482875427 Long DBT CORP US N 2 2024-03-25 Fixed 6.13000000 N N N N N N AIR CANADA 2015-2B PTT N/A 009088AC9 6380.17000000 PA USD 6317.61000000 0.005843340605 Long DBT CORP CA N 2 2023-12-15 Fixed 5.00000000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92557MQN8 250000.00000000 PA USD 249636.63000000 0.230896154817 Long STIV CORP US N 2 2021-03-22 None 0.00000000 N N N N N N GS Mortgage Securities Trust N/A 36257MAJ4 55675.00000000 PA USD 53627.66000000 0.049601777134 Long ABS-MBS CORP US N 2 2036-10-15 Floating 1.48000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46644UBC1 830813.89000000 PA USD 16587.37000000 0.015342139298 Long ABS-MBS CORP US N 2 2048-07-15 Variable 0.51000000 N N N N N N NEW YORK ST TRANSPRTN DEV CORPSPL FAC REVENUE N/A 650116DZ6 20000.00000000 PA USD 20053.40000000 0.018547970908 Long DBT MUN US N 2 2022-12-01 Fixed 1.61000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BT5 81000.00000000 PA USD 95949.53000000 0.088746501399 Long DBT CORP US N 2 2026-06-15 Fixed 5.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378N4W0 29071.58000000 PA USD 498.19000000 0.000460790371 Long ABS-MBS USGA US N 2 2056-03-16 Variable 0.18000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300NYO16WLNMVJJ46 94989KAZ6 2000000.00000000 PA USD 3948.00000000 0.003651619632 Long ABS-MBS CORP US N 2 2048-06-15 Variable 0.01000000 N N N N N N MPH Acquisition Holdings LLC 5493002WXOPRPTXWTU06 55328HAE1 38551.35000000 PA USD 38446.10000000 0.035559912252 Long LON CORP US N 2 2023-06-07 Floating 3.75000000 N N N N N N ESH Hospitality Inc 54930042FMK7X7SQ2896 26907YAA2 63000.00000000 PA USD 64667.93000000 0.059813242860 Long DBT US N 2 2025-05-01 Fixed 5.25000000 N N N N N N M/I Homes Inc 5299005M71FH9CCSFB69 55305BAQ4 20000.00000000 PA USD 20872.90000000 0.019305950212 Long DBT CORP US N 2 2025-08-01 Fixed 5.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379RPP2 36806.37000000 PA USD 38683.05000000 0.035779074175 Long ABS-MBS USGA US N 2 2048-11-17 Fixed 2.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419APE1 295.56000000 PA USD 309.00000000 0.000285803056 Long ABS-MBS USGSE US N 2 2040-10-01 Floating 2.44000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAY7 300000.00000000 PA USD 329718.47000000 0.304966169810 Long DBT CORP US N 2 2024-10-15 Fixed 3.63000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300AGZIS1CJS4RM30 95001JAT4 35000.00000000 PA USD 37534.51000000 0.034716756238 Long ABS-MBS CORP US N 2 2051-05-15 Fixed 4.18000000 N N N N N N Salem Fields CLO Ltd N/A 79410UAN1 250000.00000000 PA USD 250008.83000000 0.231240413386 Long ABS-CBDO CORP KY N 2 2028-10-25 Floating 1.36000000 N N N N N N NGPL PipeCo LLC 549300K3NT1HSQFEM073 62912XAE4 156000.00000000 PA USD 162609.80000000 0.150402517273 Long DBT CORP US N 2 2022-08-15 Fixed 4.38000000 N N N N N N ARI Fleet Lease Trust N/A 00217TAB1 96274.55000000 PA USD 97212.70000000 0.089914843945 Long ABS-O CORP US N 2 2028-08-15 Fixed 1.77000000 N N N N N N Dryden Senior Loan Fund 549300KYL9TWDEEU3W90 26250JAU4 290000.00000000 PA USD 288446.38000000 0.266792417495 Long ABS-CBDO CORP KY N 2 2027-10-15 Floating 1.59000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397WF6 306000.00000000 PA USD 316342.80000000 0.292594624932 Long DBT CORP US N 2 2022-09-20 Fixed 4.25000000 N N N N N N WALGREENS BOOTS ALLIANCE 549300RPTUOIXG4LIH86 931427AH1 190000.00000000 PA USD 210180.07000000 0.194401638823 Long DBT CORP US N 2 2024-11-18 Fixed 3.80000000 N N N N N N World Omni Select Auto Trust N/A 98162DAL3 52000.00000000 PA USD 53831.37000000 0.049790194418 Long ABS-O CORP US N 2 2025-01-15 Fixed 4.13000000 N N N N N N Drive Auto Receivables Trust N/A 26209BAF6 47626.78000000 PA USD 47997.15000000 0.044393955234 Long ABS-O CORP US N 2 2024-11-15 Fixed 3.66000000 N N N N N N WEST FRASER TIMBER CO 5493005WD1ZK6WBVR988 952845AE5 25000.00000000 PA USD 26150.39000000 0.024187253681 Long DBT CORP CA N 2 2024-10-15 Fixed 4.35000000 N N N N N N Credit Suisse Mortgage Trust N/A 12651PAJ0 50000.00000000 PA USD 49752.46000000 0.046017492331 Long ABS-MBS CORP US N 2 2033-04-05 Fixed 3.03000000 N N N N N N CIT Group Inc N8O96ZZJQRFYQUJY7K79 125581GR3 489000.00000000 PA USD 535149.38000000 0.494975172895 Long DBT CORP US N 2 2023-08-01 Fixed 5.00000000 N N N N N N Valero Energy Corp 549300XTO5VR8SKV1V74 91913YAS9 27000.00000000 PA USD 29551.62000000 0.027333149893 Long DBT CORP US N 2 2025-03-15 Fixed 3.65000000 N N N N N N Latitude Management Real Estate Capital Inc N/A 50209TAA8 139000.00000000 PA USD 137915.27000000 0.127561830704 Long ABS-CBDO CORP US N 2 2035-12-22 Floating 1.55000000 N N N N N N Apidos CLO 5493003SQW0Q40KVFQ19 03765XAG1 250000.00000000 PA USD 248877.75000000 0.230194244709 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 1.28000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46590WAA6 243000.00000000 PA USD 253094.03000000 0.234094004290 Long ABS-MBS CORP US N 2 2031-01-05 Fixed 3.73000000 N N N N N N Jefferies Group LLC NY9Q8VBNB6D1L6YV0J84 472319AL6 58000.00000000 PA USD 63395.22000000 0.058636076491 Long DBT CORP US N 2 2023-01-20 Fixed 5.13000000 N N N N N N Credit Suisse Mortgage Trust N/A 12655GAA5 50000.00000000 PA USD 49633.76000000 0.045907703261 Long ABS-MBS CORP US N 2 2034-01-15 Floating 1.41000000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 233851DL5 150000.00000000 PA USD 160826.33000000 0.148752934176 Long DBT CORP US N 2 2023-05-04 Fixed 3.70000000 N N N N N N World Financial Network Credit Card Master Trust N/A 981464HF0 140000.00000000 PA USD 144398.49000000 0.133558348798 Long ABS-O CORP US N 2 2026-07-15 Fixed 2.21000000 N N N N N N Capital One Multi-Asset Execution Trust R42WS16M9R97TJJKGU15 14041NFU0 41000.00000000 PA USD 42003.85000000 0.038850578348 Long ABS-O CORP US N 2 2024-08-15 Fixed 1.72000000 N N N N N N SITE Centers Corp W2AVA6SODOQ1LCYJQR54 23317HAD4 6000.00000000 PA USD 6237.81000000 0.005769531272 Long DBT US N 2 2025-02-01 Fixed 3.63000000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAY2 83000.00000000 PA USD 89027.05000000 0.082343698998 Long DBT CORP US N 2 2025-06-15 Fixed 3.63000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -236.08000000 -0.00021835723 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 147000.00000000 CAD 115271.02000000 USD 2021-03-15 -236.08000000 N N N BX Commercial Mortgage Trust 2019-XL N/A 056054AG4 94929.78000000 PA USD 95142.99000000 0.088000509175 Long ABS-MBS CORP US N 2 2036-10-15 Floating 1.61000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636AAT8 200000.00000000 PA USD 225824.53000000 0.208871653333 Long DBT CORP DK N 2 2024-01-12 Fixed 5.38000000 N N N N N N NUTRITION & BIOSCIENCES N/A 67079BAB6 269000.00000000 PA USD 271980.27000000 0.251562435085 Long DBT CORP US N 2 2025-10-01 Fixed 1.23000000 N N N N N N WYNN LAS VEGAS LLC/CORP N/A 983130AV7 30522.00000000 PA USD 31946.46000000 0.029548206823 Long DBT CORP US N 2 2025-03-01 Fixed 5.50000000 N N N N N N PEOPLE'S UNITED FIN INC ROPY7PEPIPIDJNF0BO69 712704AA3 102000.00000000 PA USD 106921.58000000 0.098894868469 Long DBT CORP US N 2 2022-12-06 Fixed 3.65000000 N N N N N N DISCOVER FINANCIAL SVS Z1YLO2USPORE63VVUL20 254709AG3 144000.00000000 PA USD 152620.25000000 0.141162892931 Long DBT CORP US N 2 2022-04-27 Fixed 5.20000000 N N N N N N PetSmart Inc N/A 04021LAA8 39000.00000000 PA USD 39035.10000000 0.036104695424 Long DBT CORP US N 2 2023-03-15 Fixed 7.13000000 N N N N N N NEW YORK ST TRANSPRTN DEV CORPSPL FAC REVENUE N/A 650116DY9 20000.00000000 PA USD 20018.20000000 0.018515413408 Long DBT MUN US N 2 2021-12-01 Fixed 1.36000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJD2 89000.00000000 PA USD 90958.16000000 0.084129838611 Long DBT CORP US N 2 2026-06-19 Fixed 1.32000000 N N N N N N Fontainebleau Miami Beach Trust N/A 34461LAG9 100000.00000000 PA USD 103582.08000000 0.095806068124 Long ABS-MBS CORP US N 2 2036-12-10 Fixed 3.45000000 N N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 15089QAD6 160000.00000000 PA USD 171817.56000000 0.158919041385 Long DBT CORP US N 2 2022-11-15 Fixed 4.63000000 N N N N N N Morgan Stanley Capital I Trust N/A 61767FBC4 1000000.00000000 PA USD 46690.30000000 0.043185211790 Long ABS-MBS CORP US N 2 2049-08-15 Variable 0.92000000 N N N N N N Credit Suisse Mortgage Trust N/A 12651XAA2 60000.00000000 PA USD 61554.23000000 0.056933291479 Long ABS-MBS CORP US N 2 2034-07-10 Fixed 3.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GQH9 16933.48000000 PA USD 17863.89000000 0.016522829646 Long ABS-MBS USGSE US N 2 2036-10-01 Floating 3.15000000 N N N N N N Hawaii Hotel Trust 2019-MAUI N/A 41975AAC6 100000.00000000 PA USD 98054.20000000 0.090693171686 Long ABS-MBS CORP US N 2 2038-05-15 Floating 1.61000000 N N N N N N JBS USA LLC/JBS USA FINA N/A 466112AR0 25000.00000000 PA USD 25875.00000000 0.023932537488 Long DBT CORP XX N 2 2025-06-15 Fixed 5.75000000 N N N N N N Fifth Third Auto Trust 549300EMGYBMVWMPNI56 31680YAE7 50000.00000000 PA USD 52053.22000000 0.048145531943 Long ABS-O CORP US N 2 2026-11-16 Fixed 2.69000000 N N N N N N PARSLEY ENERGY LLC/FINAN N/A 701885AD7 146000.00000000 PA USD 150420.15000000 0.139127956671 Long DBT CORP US N 2 2025-01-15 Fixed 5.38000000 N N N N N N World OMNI Select Auto Trust N/A 98163BAE2 15000.00000000 PA USD 15522.31000000 0.014357034433 Long ABS-O CORP US N 2 2025-12-15 Fixed 2.38000000 N N N N N N CommScope Inc 549300Z6K4JXMFE8QY54 20338QAB9 21000.00000000 PA USD 21679.67000000 0.020052155169 Long DBT CORP US N 2 2024-03-01 Fixed 5.50000000 N N N N N N Blue Cube Spinco LLC N/A 095370AD4 18000.00000000 PA USD 19080.00000000 0.017647645034 Long DBT CORP US N 2 2025-10-15 Fixed 10.00000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAW0 25000.00000000 PA USD 28009.66000000 0.025906946395 Long DBT CORP US N 2 2023-10-02 Fixed 5.40000000 N N N N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 45866FAM6 48000.00000000 PA USD 48356.86000000 0.044726661440 Long DBT CORP US N 2 2023-06-15 Fixed 0.70000000 N N N N N N COMM Mortgage Trust N/A 12594JAG0 319000.00000000 PA USD 320358.62000000 0.296308973249 Long ABS-MBS CORP US N 2 2029-08-10 Variable 3.46000000 N N N N N N WRKCo Inc 549300JEB576INN13W07 96145DAB1 200000.00000000 PA USD 215537.09000000 0.199356501895 Long DBT CORP US N 2 2024-09-15 Fixed 3.00000000 N N N N N N CPS Auto Trust N/A 12655KAC2 100000.00000000 PA USD 102057.94000000 0.094396346860 Long ABS-O CORP US N 2 2024-08-15 Fixed 2.54000000 N N N N N N OZLM Funding Ltd 549300ZESL6JPBECIU07 67108EAU3 248483.32000000 PA USD 248752.60000000 0.230078489847 Long ABS-CBDO CORP KY N 2 2029-01-22 Floating 1.40000000 N N N N N N SELECT MEDICAL CORP 549300X05KS0JKR8CB50 816196AT6 36000.00000000 PA USD 38824.56000000 0.035909960875 Long DBT CORP US N 2 2026-08-15 Fixed 6.25000000 N N N N N N Exeter Automobile Receivables Trust N/A 30165YAC7 3529.19000000 PA USD 3533.22000000 0.003267977588 Long ABS-O CORP US N 2 2022-09-15 Fixed 2.81000000 N N N N N N WYNDHAM HOTELS & RESORTS 549300FE3MQ4RVXXC673 98311AAA3 103000.00000000 PA USD 106798.13000000 0.098780685986 Long DBT CORP US N 2 2026-04-15 Fixed 5.38000000 N N N N N N Honda Auto Receivables Owner Trust N/A 43813DAC2 75000.00000000 PA USD 75744.56000000 0.070058339004 Long ABS-O CORP US N 2 2024-07-15 Fixed 0.82000000 N N N N N N Fifth Third Auto Trust 549300EMGYBMVWMPNI56 31680YAB3 1550.52000000 PA USD 1551.92000000 0.001435415790 Long ABS-O CORP US N 2 2022-05-16 Fixed 2.66000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CL2 113000.00000000 PA USD 128124.29000000 0.118505869510 Long DBT CORP US N 2 2025-07-20 Fixed 3.88000000 N N N N N N West Town Mall Trust N/A 95630LAC5 1576245.20000000 PA USD 6765.87000000 0.006257949272 Long ABS-MBS CORP US N 2 2030-07-05 Variable 0.37000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AP3 11000.00000000 PA USD 11430.31000000 0.010572225027 Long DBT CORP US N 2 2022-10-27 Fixed 3.00000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBG9 54000.00000000 PA USD 57777.37000000 0.053439964193 Long DBT CORP US N 2 2024-09-06 Fixed 2.79000000 N N N N N N Morgan Stanley Capital Barclays Bank Trust N/A 61691BAJ0 100000.00000000 PA USD 99033.08000000 0.091598566171 Long ABS-MBS CORP US N 2 2031-09-13 Fixed 2.82000000 N N N N N N Irvine Core Office Trust N/A 46361TAC6 27000.00000000 PA USD 28355.60000000 0.026226916328 Long ABS-MBS CORP US N 2 2048-05-15 Variable 3.17000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWN0 109000.00000000 PA USD 110000.32000000 0.101742484333 Long DBT CORP US N 2 2023-07-24 Floating 1.21000000 N N N N N N Weibo Corp 549300Q9ID4640FE0422 948596AC5 110000.00000000 PA USD 107248.99000000 0.099197699468 Long DBT CORP KY N 2 2022-11-15 Fixed 1.25000000 N N N N N Weibo Corp USD XXXX N N N Cosmopolitan Hotel Trust N/A 12546DAA5 660000.00000000 PA USD 654225.40000000 0.605112035218 Long ABS-MBS CORP US N 2 2036-11-15 Floating 1.09000000 N N N N N N PPL Capital Funding Inc 549300MROK5WY0D2NU17 69352PAK9 15000.00000000 PA USD 16387.41000000 0.015157190498 Long DBT CORP US N 2 2024-03-15 Fixed 3.95000000 N N N N N N Equifax Inc 5493004MCF8JDC86VS77 294429AP0 450000.00000000 PA USD 451437.86000000 0.417547961664 Long DBT CORP US N 2 2021-08-15 Floating 1.09000000 N N N N N N AMERICAN ENERGY PERMIAN 5493006OY0UV1LRA5K84 02563LAJ7 11000.00000000 PA USD 82.50000000 0.000076306641 Long DBT CORP US N 2 2024-10-01 None 0.00000000 Y N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379RJ53 36864.94000000 PA USD 38818.38000000 0.035904244814 Long ABS-MBS USGA US N 2 2058-02-16 Fixed 2.75000000 N N N N N N Morgan Stanley BAML Trust N/A 61690QAF6 379362.24000000 PA USD 8375.98000000 0.007747186680 Long ABS-MBS CORP US N 2 2050-07-15 Variable 0.57000000 N N N N N N Macquarie Group Ltd ACMHD8HWFMFUIQQ8Y590 55608JAH1 12000.00000000 PA USD 12557.12000000 0.011614444256 Long DBT CORP AU N 2 2023-11-28 Fixed 3.19000000 N N N N N N UNITED AIR 2014-1 B PTT N/A 90932PAB4 7506.43000000 PA USD 7542.59000000 0.006976360113 Long DBT CORP US N 2 2022-04-11 Fixed 4.75000000 N N N N N N Ford Credit Auto Owner Trust/Ford Credit N/A 34531BAA0 300000.00000000 PA USD 302436.12000000 0.279731933515 Long ABS-O CORP US N 2 2027-12-15 Fixed 2.03000000 N N N N N N WESTINGHOUSE AIR BRAKE 06BTX5UWZD0GQ5N5Y745 960386AN0 92000.00000000 PA USD 100771.63000000 0.093206601458 Long DBT CORP US N 2 2024-03-15 Fixed 4.40000000 N N N N N N American Airlines, Inc. IWUQB36BXD6OWD6X4T14 02376CAT2 102458.72000000 PA USD 92871.66000000 0.085899690224 Long LON CORP US N 2 2023-04-28 Floating 2.15000000 N N N N N N Credit Suisse Mortgage Trust N/A 12651XAE4 50000.00000000 PA USD 50538.32000000 0.046744357023 Long ABS-MBS CORP US N 2 2034-07-10 Variable 3.20000000 N N N N N N GM Financial Securitized Term Auto Receivables Tr N/A 36256XAF9 26000.00000000 PA USD 27238.77000000 0.025193927890 Long ABS-O CORP US N 2 2024-08-16 Fixed 3.37000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162FAZ6 225000.00000000 PA USD 227415.11000000 0.210342826878 Long ABS-MBS CORP US N 2 2052-08-15 Variable 3.44000000 N N N N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 552953CC3 8000.00000000 PA USD 8600.00000000 0.007954389271 Long DBT CORP US N 2 2023-03-15 Fixed 6.00000000 N N N N N N GS Mortgage Securities Trust N/A 36191YAG3 107000.00000000 PA USD 106760.83000000 0.098746186135 Long ABS-MBS CORP US N 2 2044-08-10 Variable 5.39000000 N N N N N N Credit Suisse Mortgage Trust N/A 12597MAA3 102353.07000000 PA USD 104160.24000000 0.096340825066 Long ABS-MBS CORP US N 2 2050-02-25 Variable 2.24000000 N N N N N N SYNGENTA FINANCE NV 54930042S3BYCEGOCN86 87164KAE4 200000.00000000 PA USD 201353.90000000 0.186238058363 Long DBT CORP NL N 2 2021-04-23 Fixed 3.93000000 N N N N N N DBWF Mortgage Trust N/A 23306PAA5 325000.00000000 PA USD 331295.35000000 0.306424671828 Long ABS-MBS CORP US N 2 2035-05-05 Variable 3.75000000 N N N N N N Master Credit Card Trust N/A 576339BM6 100000.00000000 PA USD 100284.84000000 0.092756355277 Long ABS-O CORP CA N 2 2024-07-21 Floating 0.64000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GAH1 200000.00000000 PA USD 218856.96000000 0.202427145884 Long DBT CORP NL N 2 2023-09-14 Fixed 4.25000000 N N N N N N Mountain Hawk CLO Ltd 549300LQ6MVS0NGUT623 62405CAN4 31632.15000000 PA USD 31663.37000000 0.029286368677 Long ABS-CBDO CORP KY N 2 2025-04-18 Floating 1.42000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BC5 227000.00000000 PA USD 262814.93000000 0.243085146461 Long DBT CORP PA N 2 2023-04-01 Fixed 11.50000000 N N N N N N M360 2019-CRE2, LLC N/A 55379VAA6 155000.00000000 PA USD 153965.05000000 0.142406737430 Long ABS-CBDO CORP KY N 2 2034-09-15 Floating 1.56000000 N N N N N N CPS Auto Trust N/A 12596UAC2 100000.00000000 PA USD 102194.30000000 0.094522470177 Long ABS-O CORP US N 2 2025-06-16 Fixed 2.84000000 N N N N N N ZIMMER BIOMET HOLDINGS 2P2YLDVPES3BXQ1FRB91 98956PAP7 69000.00000000 PA USD 69001.60000000 0.063821579855 Long DBT CORP US N 2 2021-03-19 Floating 0.99000000 N N N N N N TCI-Flatiron CLO Ltd 549300EEOTVLW827QY91 87230AAL0 250000.00000000 PA USD 250000.00000000 0.231232246263 Long ABS-CBDO CORP KY N 2 2032-01-17 Variable 0.00000000 N N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 65557FAA4 200000.00000000 PA USD 203090.60000000 0.187844382531 Long DBT CORP FI N 2 2021-05-13 Fixed 4.88000000 N N N N N N Credit Suisse Mortgage Trust N/A 12651XAC8 28675000.00000000 PA USD 12665.75000000 0.011714919292 Long ABS-MBS CORP US N 2 2034-07-10 Variable 0.00000000 N N N N N N AXIS Equipment Finance Receivables LLC 549300NOANH9X4RIOF97 03237JAB3 48493.96000000 PA USD 49306.52000000 0.045605029500 Long ABS-O CORP US N 2 2022-07-20 Fixed 3.89000000 N N N N N N Laureate Education Inc 5JL7TMOH5TY3IUYSUP91 518613AJ3 15000.00000000 PA USD 15928.13000000 0.014732389114 Long DBT CORP US N 2 2025-05-01 Fixed 8.25000000 N N N N N N Mercedes-Benz Master Owner Trust N/A 58768UAM5 147000.00000000 PA USD 152065.77000000 0.140650038307 Long ABS-O CORP US N 2 2024-05-15 Fixed 2.61000000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017AN4 62000.00000000 PA USD 62886.51000000 0.058165555867 Long DBT CORP US N 2 2021-06-01 Fixed 3.92000000 N N N N N N California Republic Auto Receivables Trust N/A 13057FAC5 7406.47000000 PA USD 7417.00000000 0.006860198282 Long ABS-O CORP US N 2 2022-08-15 Fixed 3.14000000 N N N N N N GS Mortgage Securities Trust N/A 36256QAC1 100000.00000000 PA USD 98541.13000000 0.091143547356 Long ABS-MBS CORP US N 2 2038-06-15 Floating 1.66000000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAA3 98000.00000000 PA USD 103351.48000000 0.095592779500 Long DBT CORP US N 2 2023-05-15 Fixed 2.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140E7A91 4245.88000000 PA USD 4434.15000000 0.004101273859 Long ABS-MBS USGSE US N 2 2045-10-01 Floating 2.79000000 N N N N N N National Fuel Gas Co 8JB38FFW1Y3C1HM8E841 63618EAM3 25000.00000000 PA USD 27470.39000000 0.025408159941 Long DBT CORP US N 2 2023-03-30 Fixed 7.40000000 N N N N N N Great Wolf Trust N/A 39152TAN0 15000.00000000 PA USD 13604.56000000 0.012583251872 Long ABS-MBS CORP US N 2 2036-12-15 Floating 2.89000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 465968AG0 976972.23000000 PA USD 48656.15000000 0.045003483436 Long ABS-MBS CORP US N 2 2050-09-15 Variable 1.06000000 N N N N N N Atrium Hotel Portfolio Trust N/A 04965JAA1 100000.00000000 PA USD 97037.90000000 0.089753166358 Long ABS-MBS CORP US N 2 2036-12-15 Floating 1.09000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LV1 98000.00000000 PA USD 100785.81000000 0.093219716951 Long DBT CORP US N 2 2023-01-24 Fixed 3.14000000 N N N N N N Trimble Inc 549300E2MI7NSZFQWS19 896239AA8 16000.00000000 PA USD 18300.05000000 0.016926246672 Long DBT CORP US N 2 2024-12-01 Fixed 4.75000000 N N N N N N Morgan Stanley BAML Trust N/A 61762TAE6 139000.00000000 PA USD 149370.51000000 0.138157114211 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.15000000 N N N N N N West Town Mall Trust N/A 95630LAE1 31000.00000000 PA USD 31093.27000000 0.028759066663 Long ABS-MBS CORP US N 2 2030-07-05 Fixed 4.32000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780099CE5 91000.00000000 PA USD 100103.80000000 0.092588906133 Long DBT CORP GB N 2 2022-12-15 Fixed 6.13000000 N N N N N N Deephaven Residential Mortgage Trust N/A 24381RAA7 74226.38000000 PA USD 75227.03000000 0.069579660506 Long ABS-MBS CORP US N 2 2060-01-25 Variable 2.34000000 N N N N N N COMM Mortgage Trust N/A 12591YBC8 13000.00000000 PA USD 14288.09000000 0.013215468582 Long ABS-MBS CORP US N 2 2047-06-10 Fixed 3.82000000 N N N N N N Shelter Growth CRE N/A 82286LAA4 111386.20000000 PA USD 111221.27000000 0.102871776377 Long ABS-CBDO CORP KY N 2 2036-05-15 Floating 1.26000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CT0 488000.00000000 PA USD 556602.66000000 0.514817933391 Long DBT CORP US N 2 2025-05-01 Fixed 4.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EGYN8 9504.83000000 PA USD 9959.33000000 0.009211672988 Long ABS-MBS USGSE US N 2 2040-04-01 Floating 3.52000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857LN42 250000.00000000 PA USD 250000.00000000 0.231232246263 Long STIV CORP US N 2 2021-01-04 None 0.00000000 N N N N N N World Financial Network Credit Card Master Trust N/A 981464GW4 36000.00000000 PA USD 36754.29000000 0.033995108146 Long ABS-O CORP US N 2 2025-08-15 Fixed 3.95000000 N N N N N N BX Trust N/A 05606JAA3 46000.00000000 PA USD 45209.97000000 0.041816011666 Long ABS-MBS CORP US N 2 2030-05-15 Floating 0.96000000 N N N N N N BB-UBS Trust N/A 05490AAC7 100000.00000000 PA USD 74279.36000000 0.068703133055 Long ABS-MBS CORP US N 2 2030-06-05 Variable 3.47000000 N N N N N N JFIN CLO Ltd 254900FKAMPTOJBLLD47 46616KAJ3 129194.00000000 PA USD 129146.53000000 0.119451368916 Long ABS-CBDO CORP KY N 2 2030-01-20 Floating 1.61000000 N N N N N N New Orleans Hotel Trust N/A 647622AA7 150000.00000000 PA USD 146235.26000000 0.135257230610 Long ABS-MBS CORP US N 2 2032-04-15 Floating 1.15000000 N N N N N N HP ENTERPRISE CO 549300BX44RGX6ANDV88 42824CBB4 350000.00000000 PA USD 350052.11000000 0.323773342818 Long DBT CORP US N 2 2021-10-05 Floating 0.96000000 N N N N N N Sirius XM Radio Inc WP5O65E6BMU84LNO4227 82967NAW8 61000.00000000 PA USD 63745.00000000 0.058959598152 Long DBT CORP US N 2 2026-07-15 Fixed 5.38000000 N N N N N N Colony American Finance Ltd N/A 21872BAA4 69046.78000000 PA USD 72255.90000000 0.066831576251 Long ABS-O CORP US N 2 2051-06-15 Fixed 3.80000000 N N N N N N Verus Securitization Trust N/A 92538LAA9 90151.54000000 PA USD 90945.11000000 0.084117768287 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379KLT3 25130.66000000 PA USD 26401.53000000 0.024419540346 Long ABS-MBS USGA US N 2 2053-02-16 Variable 2.90000000 N N N N N N Verus Securitization Trust N/A 92536PAA2 74512.75000000 PA USD 75994.64000000 0.070289645244 Long ABS-MBS CORP US N 2 2060-01-25 Variable 2.42000000 N N N N N N Northwoods Capital Ltd N/A 66860TAA4 250000.00000000 PA USD 250064.65000000 0.231292042922 Long ABS-CBDO CORP KY N 2 2030-01-25 Floating 1.53000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46648GAE5 27000.00000000 PA USD 26930.52000000 0.024908818530 Long ABS-MBS CORP US N 2 2032-06-05 Fixed 3.79000000 N N N N N N CONAGRA FOODS INC. N/A 20600GN51 250000.00000000 PA USD 249997.43000000 0.231229869195 Long STIV CORP US N 2 2021-01-05 None 0.00000000 N N N N N N Walgreens Boots Alliance Inc 549300RPTUOIXG4LIH86 93142WNN9 250000.00000000 PA USD 249956.25000000 0.231191780620 Long STIV CORP US N 2 2021-01-22 None 0.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GVR2 109000.00000000 PA USD 125071.54000000 0.115682292551 Long DBT CORP US N 2 2025-10-21 Fixed 4.25000000 N N N N N N ReadyCap Commercial Mortgage Trust N/A 75574XAA3 97454.05000000 PA USD 96573.77000000 0.089323879068 Long ABS-CBDO CORP US N 2 2034-03-25 Floating 1.15000000 N N N N N N One New York Plaza Trust 2020-1NYP N/A 68249DAC3 120000.00000000 PA USD 120470.14000000 0.111426324319 Long ABS-MBS CORP US N 2 2026-01-15 Floating 1.41000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857LN67 250000.00000000 PA USD 249995.56000000 0.231228139578 Long STIV CORP US N 2 2021-01-06 None 0.00000000 N N N N N N ENTERPRISE DEVELOP AUTH N/A 29390WAA4 38000.00000000 PA USD 42892.50000000 0.039672516491 Long DBT CORP US N 2 2024-07-15 Fixed 12.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9127963W7 1713000.00000000 PA USD 1712933.62000000 1.584341954610 Long DBT UST US N 2 2021-02-04 None 0.00000000 N N N N N N SPIRIT LOYALTY KY LTD/IP N/A 84859BAA9 40637.00000000 PA USD 45716.63000000 0.042284636185 Long DBT CORP KY N 2 2025-09-20 Fixed 8.00000000 N N N N N N OneMain Financial Issuance Trust N/A 68267DAA4 151000.00000000 PA USD 152397.87000000 0.140957207223 Long ABS-O CORP US N 2 2031-02-14 Fixed 3.48000000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017AQ7 229000.00000000 PA USD 239640.53000000 0.221650472190 Long DBT CORP US N 2 2023-09-01 Fixed 2.67000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300ZJL46M82UL2Z22 94989QAY6 889439.32000000 PA USD 23392.97000000 0.021636835999 Long ABS-MBS CORP US N 2 2048-09-15 Variable 0.68000000 N N N N N N HMH Trust N/A 40390AAC5 100000.00000000 PA USD 95011.90000000 0.087879260234 Long ABS-MBS CORP US N 2 2031-07-05 Fixed 3.34000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46648GAA3 67000.00000000 PA USD 67088.66000000 0.062052246202 Long ABS-MBS CORP US N 2 2032-06-05 Fixed 3.39000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636AAS0 200000.00000000 PA USD 208850.23000000 0.193171631262 Long DBT CORP DK N 2 2022-01-12 Fixed 5.00000000 N N N N N N Kinross Gold Corp 549300UEBMAQDN0K0R06 496902AJ6 116000.00000000 PA USD 118117.13000000 0.109249957168 Long DBT CORP CA N 2 2021-09-01 Fixed 5.13000000 N N N N N N Drive Auto Receivables Trust N/A 26208FAK7 77162.72000000 PA USD 77914.76000000 0.072065619887 Long ABS-O CORP US N 2 2023-09-15 Fixed 3.49000000 N N N N N N World Financial Network Credit Card Master Trust N/A 981464FJ4 134000.00000000 PA USD 135023.17000000 0.124886843586 Long ABS-O CORP US N 2 2025-04-15 Fixed 2.03000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379U5S1 46096.78000000 PA USD 48329.35000000 0.044701216643 Long ABS-MBS USGA US N 2 2057-02-16 Fixed 2.50000000 N N N N N N COMM Mortgage Trust N/A 12593FBD5 35000.00000000 PA USD 39246.14000000 0.036299892437 Long ABS-MBS CORP US N 2 2048-07-10 Fixed 3.71000000 N N N N N N NOVA GAS TRANSMISSION N/A 669771AS6 75000.00000000 PA USD 86546.60000000 0.080049458897 Long DBT CORP CA N 2 2023-04-01 Fixed 7.88000000 N N N N N N Verizon Owner Trust N/A 92348CAA9 205000.00000000 PA USD 205541.69000000 0.190111466717 Long ABS-O CORP US N 2 2025-04-21 Fixed 0.41000000 N N N N N N BORGWARNER INC 549300DSFX2IE88NSX47 099724AM8 87000.00000000 PA USD 102341.83000000 0.094658924950 Long DBT CORP US N 2 2025-10-01 Fixed 5.00000000 N N N N N N Owens Corning JO5M6676RDJIZ2U8X907 690742AE1 105000.00000000 PA USD 116808.20000000 0.108039289871 Long DBT CORP US N 2 2024-12-01 Fixed 4.20000000 N N N N N N WILLIAM CARTER TGI2A0HXEYNQPU7TYV27 96926JAE7 80000.00000000 PA USD 85108.80000000 0.078719596003 Long DBT CORP US N 2 2025-05-15 Fixed 5.50000000 N N N N N N OZLM Ltd N/A 67107FBC0 248047.77000000 PA USD 247445.51000000 0.228869524420 Long ABS-CBDO CORP KY N 2 2029-10-17 Floating 1.39000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XAL0 23000.00000000 PA USD 24804.11000000 0.022942040287 Long DBT CORP US N 2 2023-05-15 Fixed 4.25000000 N N N N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 71644EAB8 72000.00000000 PA USD 76822.91000000 0.071055736175 Long DBT CORP CA N 2 2021-10-15 Fixed 9.25000000 N N N N N N Great Wolf Trust N/A 39152TAA8 28000.00000000 PA USD 27446.10000000 0.025385693416 Long ABS-MBS CORP US N 2 2036-12-15 Floating 1.19000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AB6 175000.00000000 PA USD 175028.12000000 0.161888581387 Long DBT CORP US N 2 2021-09-17 Floating 0.88000000 N N N N N N WYNN LAS VEGAS LLC/CORP N/A 983130AU9 164000.00000000 PA USD 166693.70000000 0.154179834755 Long DBT CORP US N 2 2023-05-30 Fixed 4.25000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 78442FEL8 16000.00000000 PA USD 16750.00000000 0.015492560499 Long DBT CORP US N 2 2022-01-25 Fixed 7.25000000 N N N N N N Nvent Finance Sarl 549300KO1OQ4MVFB6X02 67078AAC7 169000.00000000 PA USD 178063.38000000 0.164695981338 Long DBT CORP LU N 2 2023-04-15 Fixed 3.95000000 N N N N N N CFCRE Commercial Mortgage Trust N/A 12532BAH0 184827.71000000 PA USD 6757.06000000 0.006249800647 Long ABS-MBS CORP US N 2 2054-12-10 Variable 0.71000000 N N N N N N JERSEY CENTRAL PWR & LT 549300W9UGH9ZPLNPF79 476556DB8 146000.00000000 PA USD 159810.84000000 0.147813678041 Long DBT CORP US N 2 2024-04-01 Fixed 4.70000000 N N N N N N Carvana Auto Receivables Trust N/A 14686UAE5 43000.00000000 PA USD 44192.78000000 0.040875183152 Long ABS-O CORP US N 2 2024-06-17 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ELS95 4603.35000000 PA USD 4814.62000000 0.004453181590 Long ABS-MBS USGSE US N 2 2042-03-01 Floating 2.81000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236THA6 136000.00000000 PA USD 139670.82000000 0.129185589784 Long DBT CORP US N 2 2023-08-25 Fixed 1.35000000 N N N N N N FRESENIUS MED CARE II 5493008GJ5TVVTY4UM62 35802XAF0 194000.00000000 PA USD 204342.28000000 0.189002097643 Long DBT CORP US N 2 2022-01-31 Fixed 5.88000000 N N N N N N Elmwood CLO VI Ltd. N/A 29001VAA7 250000.00000000 PA USD 249972.55000000 0.231206856962 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 1.56000000 N N N N N N CANADIAN PACIFIC RR CO 54930036474DURYNB481 136440AL8 91000.00000000 PA USD 95648.08000000 0.088467681556 Long DBT CORP CA N 2 2021-08-01 Fixed 9.45000000 N N N N N N Orange Lake Timeshare Trust N/A 68504UAA9 30106.76000000 PA USD 31348.74000000 0.028995358270 Long ABS-O CORP US N 2 2038-04-09 Fixed 3.06000000 N N N N N N Hyundai Auto Receivables Trust N/A 44891JAB4 32942.95000000 PA USD 33059.20000000 0.030577412302 Long ABS-O CORP US N 2 2022-07-15 Fixed 1.93000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAN1 757000.00000000 PA USD 757059.14000000 0.700225941985 Long DBT UST US N 2 2022-09-30 Fixed 0.13000000 N N N N N N PFS Financing Corp. N/A 69335PCQ6 122000.00000000 PA USD 122258.16000000 0.113080115843 Long ABS-O CORP US N 2 2023-02-15 Fixed 2.89000000 N N N N N N SM Energy Co 84BUTVXV5ODI6BXNMH43 78454LAK6 60000.00000000 PA USD 58410.90000000 0.054025934453 Long DBT CORP US N 2 2022-11-15 Fixed 6.13000000 N N N N N N Highbridge Loan Management Ltd 2549009NI8GVCM3ROT27 40436TAM8 250000.00000000 PA USD 250094.60000000 0.231319744545 Long ABS-CBDO CORP KY N 2 2028-01-20 Floating 1.97000000 N N N N N N Forestar Group Inc 549300BC2UB0GHV60V70 346232AD3 21000.00000000 PA USD 22179.05000000 0.020514046205 Long DBT CORP US N 2 2024-04-15 Fixed 8.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2K8 684000.00000000 PA USD 719542.15000000 0.665525390502 Long DBT CORP US N 2 2026-02-11 Fixed 2.16000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AT5 102000.00000000 PA USD 112339.78000000 0.103906318696 Long DBT CORP US N 2 2024-03-12 Fixed 4.13000000 N N N N N N DBWF Mortgage Trust N/A 23306PAE7 100000.00000000 PA USD 100600.50000000 0.093048318360 Long ABS-MBS CORP US N 2 2035-05-05 Variable 3.83000000 N N N N N N FRESENIUS MED CARE US B8RI7LM5Z25R6H3S2R89 35803QAA5 66000.00000000 PA USD 66368.36000000 0.061386019854 Long DBT CORP US N 2 2021-02-15 Fixed 5.75000000 N N N N N N BX Trust N/A 05607DAL1 42911.39000000 PA USD 42615.81000000 0.039416597890 Long ABS-MBS CORP US N 2 2034-07-15 Floating 2.21000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCD5 101000.00000000 PA USD 105932.00000000 0.097979577244 Long DBT CORP US N 2 2023-05-11 Fixed 2.60000000 N N N N N N Amur Equipment Finance Receivables VII LLC 5493008OAETJ1UTO4Q72 03237MAB6 77162.31000000 PA USD 78616.97000000 0.072715114270 Long ABS-O CORP US N 2 2024-06-20 Fixed 2.63000000 N N N N N N Husky Energy Inc N/A 448055AK9 60000.00000000 PA USD 64357.65000000 0.059526255894 Long DBT CORP CA N 2 2024-04-15 Fixed 4.00000000 N N N N N N Covanta Holding Corp 40XIFLS8XDQGGHGPGC04 22282EAG7 100000.00000000 PA USD 104364.50000000 0.096529751060 Long DBT CORP US N 2 2025-07-01 Fixed 5.88000000 N N N N N N SCF Equipment Trust Llc 549300YD39SF1PYUK378 784012AA4 13487.64000000 PA USD 13544.28000000 0.012527497153 Long ABS-O CORP US N 2 2023-12-20 Fixed 3.41000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAF0 113000.00000000 PA USD 122806.50000000 0.113587291402 Long DBT US N 2 2024-06-15 Fixed 3.65000000 N N N N N N ILLINOIS ST 54930048FV8RWPR02D67 452151LE1 58145.46000000 PA USD 59588.63000000 0.055115251066 Long DBT MUN US N 2 2023-06-01 Fixed 4.95000000 N N N N N N FLEX LTD 549300EAQH74YHD07T53 33938XAC9 92000.00000000 PA USD 102979.19000000 0.095248437688 Long DBT CORP SG N 2 2026-02-01 Fixed 3.75000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 78442FEQ7 37000.00000000 PA USD 38780.63000000 0.035869328745 Long DBT CORP US N 2 2023-01-25 Fixed 5.50000000 N N N N N N ALEXANDER FUNDING TRUST N/A 014621AA4 163000.00000000 PA USD 164885.71000000 0.152507572400 Long DBT CORP US N 2 2023-11-15 Fixed 1.84000000 N N N N N N CarMax Auto Owner Trust N/A 14315PAB1 76739.87000000 PA USD 77095.19000000 0.071307575839 Long ABS-O CORP US N 2 2022-12-15 Fixed 2.21000000 N N N N N N COMM Mortgage Trust 549300MGZ5FI5VFL1177 12591KAD7 44745.58000000 PA USD 47463.31000000 0.043900191145 Long ABS-MBS CORP US N 2 2046-10-10 Fixed 3.77000000 N N N N N N PARK AEROSPACE HOLDINGS 635400CPI3EOIFF6OC33 70014LAA8 16000.00000000 PA USD 16797.84000000 0.015536809102 Long DBT CORP KY N 2 2022-08-15 Fixed 5.25000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46641WAT4 226.31000000 PA USD 226.39000000 0.000209394672 Long ABS-MBS CORP US N 2 2047-04-15 Fixed 3.05000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967HB0 34000.00000000 PA USD 40903.60000000 0.037832925233 Long DBT CORP US N 2 2025-09-13 Fixed 5.50000000 N N N N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 14149YBA5 129000.00000000 PA USD 141566.34000000 0.130938811173 Long DBT CORP US N 2 2024-11-15 Fixed 3.50000000 N N N N N N Lennar Corp 529900G61XVRLX5TJX09 526057BZ6 67000.00000000 PA USD 74160.63000000 0.068593316236 Long DBT CORP US N 2 2024-04-30 Fixed 4.50000000 N N N N N N UBS-BAMLL Trust N/A 90269PAL5 100000.00000000 PA USD 61966.26000000 0.057314389969 Long ABS-MBS CORP US N 2 2030-06-10 Variable 4.24000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 140.00000000 NC USD 26401.48000000 0.024419494100 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long 2 Year US Treasury Note TUH1 Comdty 2021-03-31 30910317.20000000 USD 26401.48000000 N N N PENSKE TRUCK LEASING/PTL N/A 709599BF0 93000.00000000 PA USD 101377.88000000 0.093767339655 Long DBT CORP US N 2 2024-07-01 Fixed 3.45000000 N N N N N N Lennar Corp 529900G61XVRLX5TJX09 526057BV5 33000.00000000 PA USD 37764.38000000 0.034929369664 Long DBT CORP US N 2 2025-05-30 Fixed 4.75000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AG5 23000.00000000 PA USD 26499.46000000 0.024510118642 Long DBT CORP US N 2 2025-11-15 Fixed 4.13000000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183BB9 41963.68000000 PA USD 42208.13000000 0.039039522841 Long ABS-O CORP US N 2 2029-11-15 Fixed 2.12000000 N N N N N N Diamond Resorts Owner Trust N/A 252724AA7 45441.55000000 PA USD 47521.08000000 0.043953624293 Long ABS-O CORP US N 2 2031-01-21 Fixed 3.70000000 N N N N N N Synovus Financial Corp 549300EIUS8UN5JTLE54 87161CAL9 44000.00000000 PA USD 45703.94000000 0.042272898837 Long DBT CORP US N 2 2022-11-01 Fixed 3.13000000 N N N N N N World Omni Automobile Lease Securitization Trust N/A 98163GAD3 91000.00000000 PA USD 91279.30000000 0.084426870305 Long ABS-O CORP US N 2 2024-02-15 Fixed 0.45000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013093AD1 11000.00000000 PA USD 11370.10000000 0.010516535052 Long DBT CORP US N 2 2025-03-15 Fixed 5.75000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCR5 132000.00000000 PA USD 147776.54000000 0.136682805156 Long DBT CORP US N 2 2024-01-17 Fixed 5.10000000 N N N N N N GM Financial Securitized Term Auto Receivables Tr N/A 36260KAC8 195000.00000000 PA USD 195431.28000000 0.180760055458 Long ABS-O CORP US N 2 2025-08-18 Fixed 0.38000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFM6 248000.00000000 PA USD 278825.42000000 0.257893712727 Long DBT CORP US N 2 2025-01-22 Fixed 4.00000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAC4 69000.00000000 PA USD 75253.13000000 0.069603801152 Long DBT CORP US N 2 2026-11-01 Fixed 8.00000000 N N N N N N CHENIERE CORP CHRISTI HD 549300I7CIEWU1BBLQ53 16412XAD7 440000.00000000 PA USD 514106.21000000 0.475511735024 Long DBT CORP US N 2 2024-06-30 Fixed 7.00000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05491RAA3 68435.91000000 PA USD 65537.90000000 0.060617903329 Long ABS-MBS CORP US N 2 2037-10-15 Floating 1.16000000 N N N N N N Freddie Mac N/A 31300MQZ9 2839.59000000 PA USD 2979.65000000 0.002755964650 Long ABS-MBS USGSE US N 2 2042-06-01 Floating 3.32000000 N N N N N N Nielsen Finance LLC UJ76Y189LDMPCOCW7204 65409YBE4 150934.93000000 PA USD 150682.87000000 0.139370954014 Long LON CORP US N 2 2023-10-04 Floating 2.15000000 N N N N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 07274NAG8 425000.00000000 PA USD 429599.80000000 0.397349306993 Long DBT CORP US N 2 2023-12-15 Floating 1.23000000 N N N N N N VeriSign Inc LMPL4N8ZOJRMF0KOF759 92343EAF9 102000.00000000 PA USD 103083.75000000 0.095345148262 Long DBT CORP US N 2 2023-05-01 Fixed 4.63000000 N N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 15089QAC8 86000.00000000 PA USD 87900.72000000 0.081301923735 Long DBT CORP US N 2 2021-06-15 Fixed 5.88000000 N N N N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 07274NAE3 200000.00000000 PA USD 218056.80000000 0.201687054707 Long DBT CORP US N 2 2023-12-15 Fixed 3.88000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 197677AC1 46000.00000000 PA USD 54050.00000000 0.049992411642 Long DBT CORP US N 2 2024-04-15 Fixed 8.36000000 N N N N N N Arbor Realty Collateralized Loan Obligation Ltd N/A 03880GAA1 99907.79000000 PA USD 99838.46000000 0.092343485477 Long ABS-CBDO CORP KY N 2 2027-12-15 Floating 1.15000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668AQ5 700000.00000000 PA USD 705149.46000000 0.652213174348 Long DBT CORP US N 2 2021-11-12 Floating 1.15000000 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAF9 98000.00000000 PA USD 106477.00000000 0.098483663541 Long DBT CORP US N 2 2025-09-01 Fixed 7.38000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80284TAM7 8802.46000000 PA USD 8883.69000000 0.008216782375 Long ABS-O CORP US N 2 2023-04-17 Fixed 3.17000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MQ1 701000.00000000 PA USD 766815.17000000 0.709249576911 Long DBT CORP US N 2 2026-04-08 Fixed 3.11000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BN8 116000.00000000 PA USD 130536.66000000 0.120737140446 Long DBT CORP US N 2 2024-03-15 Fixed 5.00000000 N N N N N N GS Mortgage Securities Trust N/A 36257CAA5 100000.00000000 PA USD 99416.29000000 0.091953008207 Long ABS-MBS CORP US N 2 2034-05-10 Fixed 2.86000000 N N N N N N BB-UBS Trust N/A 05490AAE3 100000.00000000 PA USD 56688.64000000 0.052432966259 Long ABS-MBS CORP US N 2 2030-06-05 Variable 3.47000000 N N N N N N SWEDBANK AB M312WZV08Y7LYUC71685 87020PAK3 200000.00000000 PA USD 204011.95000000 0.188696565852 Long DBT CORP SE N 2 2023-06-02 Fixed 1.30000000 N N N N N N COMM Mortgage Trust N/A 12593GAG7 76009.99000000 PA USD 1121.17000000 0.001037002630 Long ABS-MBS CORP US N 2 2050-07-10 Variable 0.64000000 N N N N N N TICP CLO Ltd 254900JG2DPAYUCW8T83 87246MAG7 250000.00000000 PA USD 250141.48000000 0.231363105216 Long ABS-CBDO CORP KY N 2 2029-01-15 Floating 1.44000000 N N N N N N NATIONAL FUEL GAS CO 8JB38FFW1Y3C1HM8E841 636180BQ3 176000.00000000 PA USD 203185.53000000 0.187932186040 Long DBT CORP US N 2 2026-01-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379RVZ3 42724.85000000 PA USD 44984.43000000 0.041607403183 Long ABS-MBS USGA US N 2 2050-11-16 Fixed 2.65000000 N N N N N N World Financial Network Credit Card Master Trust N/A 981464HC7 8000.00000000 PA USD 8247.70000000 0.007628536790 Long ABS-O CORP US N 2 2026-04-15 Fixed 2.49000000 N N N N N N TEXAS EASTERN TRANSMISSI 549300SIOULUXXIDGA69 882384AC4 14000.00000000 PA USD 14478.15000000 0.013391260584 Long DBT CORP US N 2 2022-10-15 Fixed 2.80000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABM8 218000.00000000 PA USD 220714.72000000 0.204145441955 Long DBT CORP US N 2 2023-09-18 Fixed 1.25000000 N N N N N N CNH INDUSTRIAL CAP LLC 549300PNSJ5B81UMVO28 12592BAH7 79000.00000000 PA USD 82579.64000000 0.076380302611 Long DBT CORP US N 2 2022-04-05 Fixed 4.38000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397A29 200000.00000000 PA USD 203864.00000000 0.188559722608 Long DBT CORP US N 2 2023-01-09 Fixed 3.09000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAD4 261000.00000000 PA USD 282772.23000000 0.261544231695 Long DBT CORP US N 2 2024-07-15 Fixed 3.55000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378XFF3 4189.32000000 PA USD 4455.33000000 0.004120863854 Long ABS-MBS USGA US N 2 2048-01-16 Variable 3.00000000 N N N N N N MOUNTAIN VIEW CLO N/A 62432HAJ9 250000.00000000 PA USD 248629.05000000 0.229964214871 Long ABS-CBDO CORP KY N 2 2029-10-16 Floating 1.32000000 N N N N N N GS Mortgage Securities Trust 5493005BBCF84ICNQ550 36192RAA0 214000.00000000 PA USD 214150.81000000 0.198074291341 Long ABS-MBS CORP US N 2 2034-11-05 Fixed 2.95000000 N N N N N N PFS Financing Corp. N/A 69335PDX0 108000.00000000 PA USD 108787.80000000 0.100620989440 Long ABS-O CORP US N 2 2026-02-15 Fixed 0.97000000 N N N N N N American Airlines, Inc. IWUQB36BXD6OWD6X4T14 02376CBA2 18328.16000000 PA USD 16570.40000000 0.015326443253 Long LON CORP US N 2 2023-12-15 Floating 2.16000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -1316.36000000 -0.00121753951 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 55000.00000000 GBP 73926.07000000 USD 2021-03-08 -1316.36000000 N N N FNB CORP PCYSKIGYNYFDTBLVZU83 30260NAA9 53000.00000000 PA USD 54034.97000000 0.049978509959 Long DBT CORP US N 2 2023-02-24 Fixed 2.20000000 N N N N N N Palisades Center Trust N/A 69640GAA3 10000.00000000 PA USD 8600.00000000 0.007954389271 Long ABS-MBS CORP US N 2 2033-04-13 Fixed 2.71000000 N N N N N N Enterprise Fleet Financing LLC N/A 29375MAB3 175000.00000000 PA USD 175562.35000000 0.162382706199 Long ABS-O CORP US N 2 2026-07-20 Fixed 0.61000000 N N N N N N Verus Securitization Trust N/A 92538CAA9 93229.55000000 PA USD 93523.60000000 0.086502688426 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.22000000 N N N N N N Aircastle Ltd 549300PNK8AKY3OIKP58 00928QAP6 107000.00000000 PA USD 114118.21000000 0.105551240151 Long DBT CORP BM N 2 2023-04-01 Fixed 5.00000000 N N N N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 07274NAJ2 300000.00000000 PA USD 343302.53000000 0.317530460639 Long DBT CORP US N 2 2025-12-15 Fixed 4.25000000 N N N N N N GS Mortgage Securities Trust N/A 36197QAC3 100000.00000000 PA USD 99633.88000000 0.092154263505 Long ABS-MBS CORP US N 2 2031-04-10 Variable 3.56000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46591PAC6 9368548.00000000 PA USD 137764.50000000 0.127422379161 Long ABS-MBS CORP US N 2 2037-01-10 Variable 0.34000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AL5 26000.00000000 PA USD 26856.18000000 0.024840059309 Long DBT CORP US N 2 2023-04-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379RF81 39509.70000000 PA USD 41562.99000000 0.038442814156 Long ABS-MBS USGA US N 2 2058-06-16 Fixed 2.75000000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BW2 81000.00000000 PA USD 81251.37000000 0.075151747188 Long DBT CORP US N 2 2023-09-29 Fixed 0.75000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46645WAA1 43555.03000000 PA USD 42950.19000000 0.039725875644 Long ABS-MBS CORP US N 2 2033-07-05 Floating 1.10000000 N N N N N N Ford Credit Floorplan Master Owner Trust 5493001DTG5N7T8BG747 34528QGS7 239000.00000000 PA USD 246369.18000000 0.227873995605 Long ABS-O CORP US N 2 2024-03-15 Fixed 2.84000000 N N N N N N PARK AEROSPACE HOLDINGS 635400CPI3EOIFF6OC33 70014LAB6 228000.00000000 PA USD 248805.72000000 0.230127622075 Long DBT CORP KY N 2 2024-02-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379RSL8 46767.27000000 PA USD 48890.46000000 0.045220203546 Long ABS-MBS USGA US N 2 2058-08-16 Fixed 2.60000000 N N N N N N CPS Auto Trust N/A 12596UAD0 200000.00000000 PA USD 207231.88000000 0.191674772439 Long ABS-O CORP US N 2 2025-06-16 Fixed 3.17000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2B8 65000.00000000 PA USD 67301.12000000 0.062248756614 Long DBT CORP US N 2 2022-07-22 Fixed 2.63000000 N N N N N N LSTAR Commercial Mortgage Trust N/A 50219QAY0 745338.37000000 PA USD 37590.40000000 0.034768450519 Long ABS-MBS CORP US N 2 2049-03-10 Variable 1.77000000 N N N N N N MEG Energy Corp 5493002WXPTG5ZC1T326 552704AD0 161000.00000000 PA USD 165553.08000000 0.153124842256 Long DBT CORP CA N 2 2025-01-15 Fixed 6.50000000 N N N N N N COMM Mortgage Trust N/A 12624PAL9 200000.00000000 PA USD 197913.82000000 0.183056228660 Long ABS-MBS CORP US N 2 2045-10-15 Fixed 3.92000000 N N N N N N Credit Suisse Mortgage Trust N/A 12659LAA0 104037.10000000 PA USD 104692.00000000 0.096832665303 Long ABS-MBS CORP US N 2 2065-04-25 Variable 1.70000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHY8 57000.00000000 PA USD 59762.37000000 0.055275948228 Long DBT CORP US N 2 2026-02-13 Fixed 2.02000000 N N N N N N BANK OF THE WEST AUTO TRUST 549300N8XX93UD1PEO56 064229AC1 22922.23000000 PA USD 23018.59000000 0.021290561086 Long ABS-O CORP US N 2 2023-01-15 Fixed 2.11000000 N N N N N N DLL Securitization Trust 549300Y1OC411ERTRZ95 23291FAD8 98534.44000000 PA USD 99316.39000000 0.091860607801 Long ABS-O CORP US N 2 2025-11-17 Fixed 2.43000000 N N N N N N Macquarie Bank Ltd 4ZHCHI4KYZG2WVRT8631 55608XAA5 95000.00000000 PA USD 96485.03000000 0.089241800870 Long DBT CORP AU N 2 2021-04-07 Fixed 6.63000000 N N N N N N Deutsche Bank Commercial Mortgage Trust N/A 23312VAG1 192096.87000000 PA USD 12851.59000000 0.011886808095 Long ABS-MBS CORP US N 2 2049-08-10 Variable 1.47000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967JT9 347000.00000000 PA USD 396926.87000000 0.367129167009 Long DBT CORP US N 2 2025-06-10 Fixed 4.40000000 N N N N N N VNO Mortgage Trust N/A 91830CAA6 300000.00000000 PA USD 310559.22000000 0.287245224153 Long ABS-MBS CORP US N 2 2030-11-15 Fixed 3.00000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46641WAV9 76000.00000000 PA USD 83308.21000000 0.077054178121 Long ABS-MBS CORP US N 2 2047-04-15 Fixed 4.00000000 N N N N N N ACAM 2019-FL1, Ltd. N/A 000825AA7 168000.00000000 PA USD 167768.63000000 0.155174068669 Long ABS-CBDO CORP KY N 2 2034-11-17 Floating 1.55000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAE8 85000.00000000 PA USD 91541.42000000 0.084669312690 Long DBT CORP XX N 2 2025-05-01 Fixed 2.70000000 N N N N N N CENOVUS ENERGY INC 549300EIRQ0Z2B9C1W06 15135UAS8 27000.00000000 PA USD 30459.00000000 0.028172411955 Long DBT CORP CA N 2 2025-07-15 Fixed 5.38000000 N N N N N N HMH Trust N/A 40390AAG6 100000.00000000 PA USD 96260.61000000 0.089034228307 Long ABS-MBS CORP US N 3 2031-07-05 Fixed 4.72000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300DNBJ7A0SEFVK31 95000GBB9 948682.90000000 PA USD 74435.75000000 0.068847782699 Long ABS-MBS CORP US N 2 2049-08-15 Variable 1.74000000 N N N N N N DBWF Mortgage Trust N/A 23306NAA0 13692.67000000 PA USD 13539.35000000 0.012522937253 Long ABS-MBS CORP US N 2 2034-06-10 Fixed 3.00000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBB6 250000.00000000 PA USD 273083.28000000 0.252582641005 Long DBT CORP US N 2 2025-11-15 Fixed 3.15000000 N N N N N N Mercedes-Benz Auto Lease Trust N/A 58769LAC6 5851.07000000 PA USD 5862.04000000 0.005421970707 Long ABS-O CORP US N 2 2021-09-15 Fixed 3.21000000 N N N N N N CNH Industrial NV 549300WGC2HZ5J67V817 12594KAA0 150000.00000000 PA USD 163750.80000000 0.151457861245 Long DBT CORP NL N 2 2023-08-15 Fixed 4.50000000 N N N N N N KKR Financial CLO Ltd 549300OP87QBZ6KR1406 48253WAA0 250000.00000000 PA USD 249074.43000000 0.230376159742 Long ABS-CBDO CORP KY N 2 2031-03-15 Floating 1.36000000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBK1 88000.00000000 PA USD 88323.93000000 0.081693362930 Long DBT US N 2 2025-09-15 Fixed 1.00000000 N N N N N N GLOBAL AIR LEASE CO LTD N/A 37960JAA6 75428.00000000 PA USD 66064.45000000 0.061104924686 Long DBT CORP KY N 2 2024-09-15 Fixed 6.50000000 N N Y N N N BX Trust N/A 12433QAA2 43000.00000000 PA USD 42350.20000000 0.039170927502 Long ABS-MBS CORP US N 2 2034-11-15 Floating 1.01000000 N N N N N N NBCUNIVERSAL ENTERPRISE N/A 63946CAE8 400000.00000000 PA USD 408500.00000000 0.377833490394 Long DBT CORP US N 2 2021-03-19 Fixed 5.25000000 N N N N N N SCF Equipment Trust LLC N/A 78397AAB0 71999.26000000 PA USD 72255.39000000 0.066831104537 Long ABS-O CORP US N 2 2024-10-20 Fixed 3.23000000 N N N N N N Ford Credit Auto Owner Trust/Ford Credit N/A 34529SAA7 100000.00000000 PA USD 103474.69000000 0.095706740000 Long ABS-O CORP US N 2 2029-03-15 Fixed 2.36000000 N N N N N N NextGear Floorplan Master Owner Trust N/A 65341KBD7 374000.00000000 PA USD 383797.23000000 0.354985182410 Long ABS-O CORP US N 2 2023-10-15 Fixed 3.69000000 N N N N N N CarMax Auto Owner Trust N/A 14314WAE1 33000.00000000 PA USD 33321.93000000 0.030820418894 Long ABS-O CORP US N 2 2022-11-15 Fixed 2.22000000 N N N N N N ALBEMARLE CORP HDBLS2Q6GV1LSKQPBS54 012653AC5 200000.00000000 PA USD 199592.46000000 0.184608851452 Long DBT CORP US N 2 2022-11-15 Floating 1.27000000 N N N N N N Scientific Games International, Inc. RLTHESQ0RNFQJWPBJN60 80875AAP6 164374.80000000 PA USD 160984.57000000 0.148899294939 Long LON CORP US N 2 2024-08-14 Floating 2.90000000 N N N N N N GS Mortgage Securities Trust 5493005BBCF84ICNQ550 36192QAA2 100000.00000000 PA USD 100641.32000000 0.093086073962 Long ABS-MBS CORP US N 2 2030-12-10 Fixed 3.01000000 N N N N N N COMM Mortgage Trust N/A 12625EAA7 52306.50000000 PA USD 51933.80000000 0.048035076923 Long ABS-MBS CORP US N 2 2035-04-12 Fixed 1.87000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MR9 95000.00000000 PA USD 97911.30000000 0.090560999334 Long DBT CORP US N 2 2024-05-15 Fixed 1.68000000 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 054561AC9 23000.00000000 PA USD 24751.86000000 0.022893712747 Long DBT CORP US N 2 2023-04-20 Fixed 3.90000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QAX0 105000.00000000 PA USD 105420.00000000 0.097506013604 Long DBT CORP MX N 2 2021-01-21 Fixed 5.50000000 N N N N N N CIT Group Inc N8O96ZZJQRFYQUJY7K79 125581GQ5 18000.00000000 PA USD 19105.92000000 0.017671619194 Long DBT CORP US N 2 2022-08-15 Fixed 5.00000000 N N N N N N Atrium Hotel Portfolio Trust N/A 04965KAL4 100000.00000000 PA USD 93722.17000000 0.086686351575 Long ABS-MBS CORP US N 2 2035-06-15 Floating 1.81000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJH3 129000.00000000 PA USD 130249.92000000 0.120471926308 Long DBT CORP US N 2 2024-10-24 Fixed 0.81000000 N N N N N N UBS-Citigroup Commercial Mortgage Trust N/A 90268TAC8 81617.38000000 PA USD 82723.07000000 0.076512965175 Long ABS-MBS CORP US N 2 2045-01-10 Fixed 3.60000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042HAG5 97000.00000000 PA USD 98551.42000000 0.091153064876 Long ABS-O CORP US N 2 2024-10-15 Fixed 2.41000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80284YAF1 2198.77000000 PA USD 2202.38000000 0.002037045098 Long ABS-O CORP US N 2 2022-12-15 Fixed 2.76000000 N N N N N N Fairstone Financial Issuance Trust I 549300LY2ZF7LX6T3F37 30575PAE6 150000.00000000 PA 118979.50000000 0.110047588177 Long ABS-O CORP CA N 2 2033-03-21 Fixed 3.95000000 N N N N N N HPEFS Equipment Trust N/A 40438FAB0 81858.98000000 PA USD 82516.38000000 0.076321791603 Long ABS-O CORP US N 2 2030-02-20 Fixed 1.73000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967MF5 121000.00000000 PA USD 131590.49000000 0.121711858358 Long DBT CORP US N 2 2025-04-24 Fixed 3.35000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46645UAV9 893107.17000000 PA USD 23533.11000000 0.021766455547 Long ABS-MBS CORP US N 2 2049-12-15 Variable 0.68000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AS9 200000.00000000 PA USD 217763.20000000 0.201415495557 Long DBT CORP GB N 2 2024-09-11 Fixed 3.63000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GAB4 200000.00000000 PA USD 206419.11000000 0.190923017907 Long DBT CORP NL N 2 2022-05-25 Fixed 2.88000000 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913YAY6 52000.00000000 PA USD 55404.53000000 0.051245255700 Long DBT CORP US N 2 2025-04-15 Fixed 2.85000000 N N N N N N MARB BondCo PLC 254900PVA1EU6QM1JN57 566007AA8 200000.00000000 PA USD 205252.00000000 0.189843524040 Long DBT CORP GB N 2 2024-03-15 Fixed 7.00000000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAC9 450000.00000000 PA USD 485487.00000000 0.449040998166 Long DBT CORP US N 2 2025-04-29 Fixed 4.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379U6N1 49621.98000000 PA USD 52079.78000000 0.048170098057 Long ABS-MBS USGA US N 2 2051-10-16 Fixed 2.50000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17318UAD6 211855.17000000 PA USD 216999.14000000 0.200708794317 Long ABS-MBS CORP US N 2 2045-09-10 Fixed 3.02000000 N N N N N N CNH INDUSTRIAL CAP LLC 549300PNSJ5B81UMVO28 12592BAJ3 83000.00000000 PA USD 91097.75000000 0.084258949448 Long DBT CORP US N 2 2024-01-15 Fixed 4.20000000 N N N N N N Capital Auto Receivables Asset Trust / Ally N/A 13975WAD5 2934.94000000 PA USD 2939.29000000 0.002718634516 Long ABS-O CORP US N 2 2022-03-21 Fixed 2.22000000 N N N N N N MUTHOOT FINANCE LTD 335800HAMJMBFL4RRF02 62828L2A0 200000.00000000 PA USD 210150.00000000 0.194373826208 Long DBT CORP IN N 2 2022-10-31 Fixed 6.13000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17323CAF4 8104.47000000 PA USD 8459.94000000 0.007824843717 Long ABS-MBS CORP US N 2 2048-02-10 Fixed 2.94000000 N N N N N N MOUNTAIN VIEW CLO 549300IB1UGD5G8HYT10 62432MAA7 250000.00000000 PA USD 250112.60000000 0.231336393267 Long ABS-CBDO CORP KY N 2 2029-04-15 Floating 1.73000000 N N N N N N MSCG Trust N/A 55352NAA5 12328.16000000 PA USD 12158.92000000 0.011246137534 Long ABS-MBS CORP US N 2 2035-06-07 Fixed 2.61000000 N N N N N N CIT GROUP INC N8O96ZZJQRFYQUJY7K79 125581HA9 41000.00000000 PA USD 43408.75000000 0.040150011079 Long DBT CORP US N 2 2024-06-19 Fixed 3.93000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAY7 200000.00000000 PA USD 200988.34000000 0.185899941323 Long DBT CORP DK N 2 2023-12-08 Fixed 1.17000000 N N N N N N AMER AIRLN 14-1 B PTT N/A 02376XAA7 45824.98000000 PA USD 37276.32000000 0.034477948824 Long DBT CORP US N 2 2022-10-01 Fixed 4.38000000 N N N N N N ARES CLO Ltd 549300X38KZ67Q2FQG11 04016DAJ4 250000.00000000 PA USD 250125.35000000 0.231348186111 Long ABS-CBDO CORP KY N 2 2029-01-15 Floating 1.44000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286AAF1 59063.21000000 PA USD 59723.90000000 0.055240366210 Long ABS-O CORP US N 2 2024-12-16 Fixed 3.81000000 N N N N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680AR4 116000.00000000 PA USD 134313.84000000 0.124230763709 Long DBT CORP US N 2 2023-09-01 Fixed 7.50000000 N N N N N N CALLON PETROLEUM CO 549300EFOWPEB0WLZW21 144577AH6 146000.00000000 PA USD 93075.00000000 0.086087765283 Long DBT CORP US N 2 2023-04-15 Fixed 6.25000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCV6 54000.00000000 PA USD 57712.50000000 0.053379964049 Long DBT CORP US N 2 2025-02-26 Fixed 2.90000000 N N N N N N Flagship Credit Auto Trust N/A 33844KAB2 204.65000000 PA USD 204.82000000 0.000189443954 Long ABS-O CORP US N 2 2022-07-15 Fixed 2.59000000 N N N N N N FMG RESOURCES AUG 2006 549300EFD6S2NFE9D745 30251GAY3 98000.00000000 PA USD 103757.50000000 0.095968319166 Long DBT CORP AU N 2 2023-03-15 Fixed 5.13000000 N N N N N N 2021-01-21 LORD ABBETT SERIES FUND INC Vito Fronda Vito Fronda Treasurer