NPORT-P false 0000855396 XXXXXXXX S000007299 C000020055 LORD ABBETT SERIES FUND INC 811-05876 0000855396 549300MNKALF1QZZNY95 90 HUDSON STREET JERSEY CITY 07302 201-827-2000 Bond-Debenture Portfolio S000007299 549300AH5T7DR842HG66 2023-12-31 2023-03-31 N 1373375888.68 285334770.37 1088041118.31 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 199541985.69000000 0.00000000 0.00000000 7304437.61000000 USD N BoFAML U.S. High Yield Constrained VWA Freddie Mac - STACR N/A 35564KE47 1350000.00000000 PA USD 1322602.43000000 0.121558129352 Long ABS-MBS USGSE US N 2 2042-08-25 Floating 8.11000000 N N N N N N Fannie Mae - CAS N/A 20754BAA9 913586.35000000 PA USD 906474.90000000 0.083312559125 Long ABS-MBS USGSE US N 2 2042-01-25 Floating 5.76000000 N N N N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 69331CAH1 1547000.00000000 PA USD 1462379.10000000 0.134404764249 Long DBT CORP US N 2 2028-07-01 Fixed 5.00000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCK6 1589000.00000000 PA USD 1347015.00000000 0.123801846946 Long DBT CORP MX N 2 2028-02-12 Fixed 5.35000000 N N N N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 115236AC5 2120000.00000000 PA USD 1696242.85000000 0.155898781898 Long DBT CORP US N 2 2031-03-15 Fixed 2.37500000 N N N N N N TELEDYNE FLIR LLC 5493000HDPX16EHNN346 302445AE1 1603000.00000000 PA USD 1349988.80000000 0.124075163822 Long DBT CORP US N 2 2030-08-01 Fixed 2.50000000 N N N N N N FERGUSON FINANCE PLC 2138003A7ZEU931DZL61 314890AB0 2229000.00000000 PA USD 1937324.92000000 0.178056223004 Long DBT CORP GB N 2 2030-06-02 Fixed 3.25000000 N N N N N N AIRPORT AUTHORITY HK 254900748HGC4RBR4O84 00946AAJ3 884000.00000000 PA USD 912568.96000000 0.083872653766 Long DBT NUSS HK N 2 2033-01-12 Fixed 4.87500000 N N N N N N SKYWORKS SOLUTIONS INC 549300WZ3ORQ2BVKBD96 83088MAL6 569000.00000000 PA USD 473811.56000000 0.043547210856 Long DBT CORP US N 2 2031-06-01 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFR7 13577022.92000000 PA USD 13847182.32000000 1.272670865739 Long DBT UST US N 2 2027-10-15 Fixed 1.62500000 N N N N N N RITCHIE BROS HLDGS INC 5493002H8U24DJXQ4886 76774LAC1 1087000.00000000 PA USD 1140556.49000000 0.104826598076 Long DBT CORP US N 2 2031-03-15 Fixed 7.75000000 N N N N N N Madison Park Funding Ltd N/A 55818MBA4 694256.06000000 PA USD 690858.28000000 0.063495604014 Long ABS-CBDO CORP KY N 2 2030-04-19 Floating 5.74800000 N N N N N N Azul Investments LLP 549300C6XNC8IDH04C74 05502FAA6 2396000.00000000 PA USD 1906216.10000000 0.175197064515 Long DBT CORP US N 2 2024-10-26 Fixed 5.87500000 N N N N N N EATON CORP 0NZWDMRCE180888QQE14 278062AH7 1342000.00000000 PA USD 1298942.92000000 0.119383624216 Long DBT CORP US N 2 2033-03-15 Fixed 4.15000000 N N N N N N CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 92735LAA0 2643000.00000000 PA USD 2626415.18000000 0.241389331322 Long DBT CORP US N 2 2029-04-15 Fixed 6.75000000 N N N N N N OHIO EDISON CO N/A 677347CH7 461000.00000000 PA USD 472154.58000000 0.043394920656 Long DBT CORP US N 2 2033-01-15 Fixed 5.50000000 N N N N N N UMBS, TBA N/A 01F040651 2908000.00000000 PA USD 2782830.78000000 0.255765221844 Long ABS-MBS USGSE US N 2 2053-05-15 Fixed 4.00000000 N N N N N N ITR Concession Co LLC 5493007GBY3OBTILCX44 450636AC9 785000.00000000 PA USD 756455.34000000 0.069524517710 Long DBT CORP US N 2 2035-07-15 Fixed 5.18300000 N N N N N N NMG HLDCO/NEIMAN MARCUS N/A 62929RAC2 681000.00000000 PA USD 639983.37000000 0.058819777968 Long DBT CORP US N 2 2026-04-01 Fixed 7.12500000 N N N N N N Hyatt Hotels Corp T27JQIMTYSH41TCD5186 448579102 10641.00000000 NS USD 1189557.39000000 0.109330187065 Long EC CORP US N 1 N N N GS Mortgage Securities Trust N/A 36260XAW6 98974.53000000 PA USD 85194.87000000 0.007830114925 Long ABS-MBS CORP US N 2 2035-11-21 Floating 10.47800000 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AP4 1608000.00000000 PA USD 1692050.16000000 0.155513438924 Long DBT CORP US N 2 2028-09-15 Fixed 8.37500000 N N N N N N RITCHIE BROS HLDGS INC 5493002H8U24DJXQ4886 76774LAB3 753000.00000000 PA USD 776403.24000000 0.071357895113 Long DBT CORP US N 2 2028-03-15 Fixed 6.75000000 N N N N N N Allied Universal N/A 019576AA5 672000.00000000 PA USD 646464.00000000 0.059415401598 Long DBT CORP US N 2 2026-07-15 Fixed 6.62500000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CP9 3814000.00000000 PA USD 3298303.72000000 0.303141458948 Long DBT CORP US N 2 2029-02-01 Fixed 4.62500000 N N N N N N Boston Scientific Corp Y6ZDD9FP4P8JSSJMW954 101137AE7 701000.00000000 PA USD 793808.14000000 0.072957549732 Long DBT CORP US N 2 2035-11-15 Fixed 6.75000000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAG4 2371000.00000000 PA USD 2302371.41000000 0.211607022129 Long DBT CORP US N 2 2027-11-15 Fixed 11.75000000 N N N N N N HUGHES SATELLITE SYSTEMS N/A 444454AD4 1111000.00000000 PA USD 1055155.59000000 0.096977547285 Long DBT CORP US N 2 2026-08-01 Fixed 5.25000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HHW3 1090000.00000000 PA USD 949864.49000000 0.087300422200 Long DBT CORP US N 2 2029-07-30 Fixed 3.00000000 N N N N N N NEUBERGER BERMAN GRP/FIN N/A 64128XAE0 1377000.00000000 PA USD 1145257.79000000 0.105258686526 Long DBT CORP US N 2 2045-04-15 Fixed 4.87500000 N N N N N N BAFFINLAND IRON CORP/LP N/A 056623AA9 1124000.00000000 PA USD 1073654.35000000 0.098677736707 Long DBT CORP CA N 2 2026-07-15 Fixed 8.75000000 N N N N N N CROWNROCK LP/CROWNROCK F N/A 228701AG3 1840000.00000000 PA USD 1716352.00000000 0.157746979513 Long DBT CORP US N 2 2029-05-01 Fixed 5.00000000 N N N N N N PIKE CORP 549300P4EKEP6HK0NC58 721283AA7 1283000.00000000 PA USD 1123984.98000000 0.103303538909 Long DBT CORP US N 2 2028-09-01 Fixed 5.50000000 N N N N N N BX Trust N/A 05608MAA4 829000.00000000 PA USD 677699.54000000 0.062286206706 Long ABS-MBS CORP US N 2 2044-03-09 Fixed 2.84300000 N N N N N N ABU DHABI CRUDE OIL 549300DONDFW2383FV66 00401MAB2 827000.00000000 PA USD 773550.99000000 0.071095749690 Long DBT CORP AE N 2 2047-11-02 Fixed 4.60000000 N N N N N N PETSMART INC/PETSMART FI N/A 71677KAB4 897000.00000000 PA USD 881463.96000000 0.081013846367 Long DBT CORP US N 2 2029-02-15 Fixed 7.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMT53 4208266.07000000 PA USD 3673017.00000000 0.337580716223 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N GS Mortgage-Backed Securities Trust N/A 36262CAB6 741328.39000000 PA USD 603482.38000000 0.055465034348 Long ABS-MBS CORP US N 2 2052-01-25 Variable 2.50000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAB1 2948000.00000000 PA USD 2686319.66000000 0.246895049717 Long DBT US N 2 2029-12-01 Fixed 4.62500000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAL6 2220000.00000000 PA USD 2166066.21000000 0.199079444108 Long DBT CORP US N 2 2025-05-13 Fixed 5.12500000 N N N N N N UMBS, TBA N/A 01F060659 8852000.00000000 PA USD 9030077.28000000 0.829938972713 Long ABS-MBS USGSE US N 2 2053-05-15 Fixed 6.00000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBK5 4046000.00000000 PA USD 2991207.80000000 0.274916797689 Long DBT CORP US N 2 2031-02-15 Fixed 4.75000000 N N N N N N ROCHE HOLDINGS INC PVJRP0EQNV6OGDPZGY95 771196BV3 1268000.00000000 PA USD 1181259.04000000 0.108567499896 Long DBT CORP US N 2 2027-03-10 Fixed 2.31400000 N N N N N N CROWDSTRIKE HOLDINGS INC 549300YBY08K9KM4HX32 22788CAA3 6407000.00000000 PA USD 5597322.42000000 0.514440339230 Long DBT CORP US N 2 2029-02-15 Fixed 3.00000000 N N N N N N CLEVELAND CLINIC FOUND 5493005LGDPOFHUC6Z36 18600TAA0 700000.00000000 PA USD 652750.84000000 0.059993214320 Long DBT CORP US N 2 2114-01-01 Fixed 4.85800000 N N N N N N LAMB WESTON HLD 5493005SMYID1D2OY946 513272AD6 1243000.00000000 PA USD 1138519.64000000 0.104639394673 Long DBT CORP US N 2 2030-01-31 Fixed 4.12500000 N N N N N N BX Trust N/A 05606DAS7 603023.42000000 PA USD 600766.30000000 0.055215404077 Long ABS-MBS CORP US N 2 2039-08-15 Floating 7.27800000 N N N N N N Oaktree CLO Ltd N/A 67402CAU0 1460000.00000000 PA USD 1408057.96000000 0.129412201092 Long ABS-CBDO CORP KY N 2 2032-10-20 Floating 6.50800000 N N N N N N Callon Petroleum Co 549300EFOWPEB0WLZW21 13123XAZ5 2011000.00000000 PA USD 1912913.48000000 0.175812609267 Long DBT CORP US N 2 2026-07-01 Fixed 6.37500000 N N N N N N CALIFORNIA ST UNIV REVENUE N/A 13077DBY7 1655000.00000000 PA USD 1431496.39000000 0.131566387143 Long DBT MUN US N 2 2047-11-01 Fixed 3.89900000 N N N N N N Progressive Corp/The 529900TACNVLY9DCR586 743315103 8368.00000000 NS USD 1197126.08000000 0.110025812430 Long EC CORP US N 1 N N N GS Mortgage-Backed Securities Trust N/A 36262LAB6 1166450.07000000 PA USD 949554.98000000 0.087271975665 Long ABS-MBS CORP US N 2 2051-11-25 Variable 2.50000000 N N N N N N APACHE CORP 72ZZ1XRHOOU9P9X16K08 037411BF1 2793000.00000000 PA USD 2551307.75000000 0.234486335770 Long DBT CORP US N 2 2030-01-15 Fixed 4.25000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AR5 1666000.00000000 PA USD 1467746.00000000 0.134898026857 Long DBT CORP US N 2 2031-09-15 Fixed 4.50000000 N N N N N N Toro Co/The YJKE4YIT6BWQHVEW0D14 891092108 9885.00000000 NS USD 1098816.60000000 0.100990356109 Long EC CORP US N 1 N N N HAWAIIAN BRAND INTELLECT N/A 41984LAA5 2367596.00000000 PA USD 2250684.11000000 0.206856530706 Long DBT CORP KY N 2 2026-01-20 Fixed 5.75000000 N N N N N N ALASKA AIRLINES 2020 TR N/A 01166VAA7 1598410.26000000 PA USD 1554000.67000000 0.142825546190 Long DBT CORP US N 2 2027-08-15 Fixed 4.80000000 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 00084DAV2 1400000.00000000 PA USD 1075547.84000000 0.098851764138 Long DBT CORP NL N 2 2037-03-13 Fixed 3.32400000 N N N N N N Greywolf CLO Ltd 5493002TWMA4NNPZ2B66 39809CAN4 1398603.00000000 PA USD 1382176.17000000 0.127033449999 Long ABS-CBDO CORP KY N 2 2033-04-15 Floating 6.20300000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VAQ6 626000.00000000 PA USD 507902.61000000 0.046680461009 Long DBT CORP US N 2 2052-03-15 Fixed 5.14100000 N N N N N N CARNIVAL HLDGS BM LTD N/A 14366RAA7 1174000.00000000 PA USD 1264039.93000000 0.116175750045 Long DBT CORP US N 2 2028-05-01 Fixed 10.37500000 N N N N N N Cloud Software Group, Inc. 04EEB871XLHVNY4RZJ65 88632NAV2 1183737.00000000 PA USD 1080160.01000000 0.099275660802 Long LON CORP US N 2 2029-03-30 Variable 9.49800000 N N N N N N UMBS, TBA N/A 01F020653 4580000.00000000 PA USD 3790360.73000000 0.348365577937 Long ABS-MBS USGSE US N 2 2053-05-15 Fixed 2.00000000 N N N N N N Generation Bridge Acquisition, LLC 25490066N7XDZZBNGZ02 000000000 14476.00000000 PA USD 14472.96000000 0.001330185023 Long LON CORP US N 2 2028-12-01 Floating 10.15900000 N N N N N N STONEGATE PUB FIN 254900L5266ML3505282 000000000 1006000.00000000 PA 1149119.67000000 0.105613625318 Long DBT CORP GB Y 2 2025-07-13 Fixed 8.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H040657 2513000.00000000 PA USD 2420735.38000000 0.222485652358 Long ABS-MBS USGA US N 2 2053-05-18 Fixed 4.00000000 N N N N N N RANGE RESOURCES CORP H3Y3WLYCX0BTO1TRW162 75281ABJ7 2791000.00000000 PA USD 2944365.45000000 0.270611597342 Long DBT CORP US N 2 2029-01-15 Fixed 8.25000000 N N N N N N Clorox Co/The 54930044KVSC06Z79I06 189054109 10752.00000000 NS USD 1701396.48000000 0.156372443225 Long EC CORP US N 1 N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBX0 1746000.00000000 PA USD 1612806.39000000 0.148230279431 Long DBT CORP US N 2 2028-02-01 Fixed 5.00000000 N N N N N N Frontier Communications Corp. N/A 35906EAQ3 1110211.83000000 PA USD 1057476.77000000 0.097190882973 Long LON CORP US N 2 2028-05-01 Floating 8.62500000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAL4 2065000.00000000 PA USD 1737286.90000000 0.159671070400 Long DBT CORP US N 2 2032-05-15 Fixed 3.87500000 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAQ3 1483000.00000000 PA USD 1215836.60000000 0.111745464352 Long DBT CORP US N 2 2033-08-15 Fixed 3.25000000 N N N N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 000000000 1.00000000 NC 5759.35000000 0.000529332017 N/A DFE AU N 2 Toronto-Dominion Bank PT3QB789TSUIDF371261 420232.74000000 USD 636000.00000000 AUD 2023-05-30 5759.35000000 N N N FRONTERA GENERATION N/A 000000000 9472.00000000 NS USD 142.08000000 0.000013058330 Long EC CORP US N 2 N N N BECLE SA DE CV 529900JY55CZKMJLCE09 07586PAA9 1270000.00000000 PA USD 1032952.58000000 0.094936906576 Long DBT CORP MX N 2 2031-10-14 Fixed 2.50000000 N N N N N N AIR CANADA 4B4HI3CGXMBDC0G6BM51 008911BK4 1815000.00000000 PA USD 1649946.62000000 0.151643774507 Long DBT CORP CA N 2 2026-08-15 Fixed 3.87500000 N N N N N N Pentair PLC 549300EVR9D56WPSRP15 000000000 21855.00000000 NS USD 1207925.85000000 0.111018400837 Long EC CORP IE N 1 N N N SUNCOKE ENERGY INC 1KF1J2NXQE2PI0QOB943 86722AAD5 1212000.00000000 PA USD 1056656.54000000 0.097115497035 Long DBT CORP US N 2 2029-06-30 Fixed 4.87500000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 000000000 957161.00000000 OU Notional Amount 37688.06000000 0.003463845195 N/A DCR US N 2 Credit Suisse Group AG 549300506SI9CRFV9Z86 Credit Suisse Group AG Credit Suisse Group AG Y buy protection 2027-12-20 52108.24000000 EUR 0.00000000 EUR 957161.00000000 EUR -11803.31000000 N N N OLEODUCTO CENTRAL SA 254900W4CPYCQFVH5E92 000000000 1056000.00000000 PA USD 912952.87000000 0.083907938278 Long DBT CORP CO Y 2 2027-07-14 Fixed 4.00000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599ED3 837000.00000000 PA USD 882269.15000000 0.081087850004 Long DBT CORP US N 2 2030-09-01 Fixed 6.62500000 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAQ6 1309000.00000000 PA USD 1174193.42000000 0.107918110836 Long DBT CORP KY N 2 2030-07-08 Fixed 3.75000000 N N N N N N BOYD GAMING CORP 254900787YGRYS2A1Z35 103304BU4 1201000.00000000 PA USD 1152960.00000000 0.105966583486 Long DBT CORP US N 2 2027-12-01 Fixed 4.75000000 N N N N N N Hardee's Funding N/A 411707AD4 566514.61000000 PA USD 539694.56000000 0.049602404809 Long ABS-O CORP US N 2 2048-06-20 Fixed 4.95900000 N N N N N N MET TRANSPRTN AUTH NY REVENUE 5493000TKYODLXADQD60 59259YBY4 525000.00000000 PA USD 566954.17000000 0.052107788985 Long DBT MUN US N 2 2039-11-15 Fixed 6.66800000 N N N N N N COMMERCIAL METALS CO 549300OQS2LO07ZJ7N73 201723AR4 633000.00000000 PA USD 545494.36000000 0.050135454517 Long DBT CORP US N 2 2032-03-15 Fixed 4.37500000 N N N N N N COLONIAL ENTERPRISES INC N/A 19565CAA8 1241000.00000000 PA USD 1111252.40000000 0.102133309237 Long DBT CORP US N 2 2030-05-15 Fixed 3.25000000 N N N N N N TERRAFORM POWER OPERATIN 5493000S2OLR3UT5BE13 88104LAE3 1000000.00000000 PA USD 951253.46000000 0.087428080059 Long DBT CORP US N 2 2028-01-31 Fixed 5.00000000 N N N N N N ARCELORMITTAL SA 2EULGUTUI56JI9SAL165 03938LBE3 2065000.00000000 PA USD 2149747.97000000 0.197579662553 Long DBT CORP LU N 2 2027-11-29 Fixed 6.55000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H032654 3025000.00000000 PA USD 2837946.25000000 0.260830790513 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 3.50000000 N N N N N N FIRST REPUBLIC BANK YWC0TIKBQM2JV8L4IV08 33616CAC4 500000.00000000 PA USD 275625.00000000 0.025332222777 Long DBT CORP US N 2 2047-02-13 Fixed 4.62500000 N N N N N N SOUTHWEST GAS CORP OQQR1IQTGBKH0UR88X59 845011AE5 1247000.00000000 PA USD 1148047.74000000 0.105515106063 Long DBT CORP US N 2 2032-03-15 Fixed 4.05000000 N N N N N N TSMC ARIZONA CORP 2549005GOBWLCSY63Q97 872898AE1 3072000.00000000 PA USD 2392106.19000000 0.219854392425 Long DBT CORP US N 2 2051-10-25 Fixed 3.25000000 N N N N N N CIM Trust N/A 12564KAA6 472179.94000000 PA USD 386144.41000000 0.035489872901 Long ABS-MBS CORP US N 2 2051-03-25 Variable 2.50000000 N N N N N N OCEANEERING INTL INC 549300L6PH74701W0R30 675232AA0 1301000.00000000 PA USD 1274980.00000000 0.117181233185 Long DBT CORP US N 2 2024-11-15 Fixed 4.65000000 N N N N N N BX Trust N/A 05609VAA3 2630000.00000000 PA USD 2532412.01000000 0.232749660594 Long ABS-MBS CORP US N 2 2036-09-15 Floating 5.38400000 N N N N N N CAMPBELL SOUP CO 5493007JDSMX8Z5Z1902 134429BJ7 1676000.00000000 PA USD 1439863.78000000 0.132335419661 Long DBT CORP US N 2 2030-04-24 Fixed 2.37500000 N N N N N N UTEX N/A 000000000 8205.00000000 NS USD 534695.24000000 0.049142925851 Long EC CORP US N 2 N N N CQP HOLDCO LP/BIP-V CHIN N/A 12657NAA8 2373000.00000000 PA USD 2135747.46000000 0.196292899602 Long DBT CORP US N 2 2031-06-15 Fixed 5.50000000 N N N N N N CarMax Auto Owner Trust N/A 14318DAD1 820000.00000000 PA USD 821654.43000000 0.075516854664 Long ABS-O CORP US N 2 2029-01-16 Fixed 4.65000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -19330.99000000 -0.00177667825 N/A DFE CA N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 1694171.06000000 USD 2263000.00000000 CAD 2023-04-20 -19330.99000000 N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671DBJ3 1782000.00000000 PA USD 1748464.49000000 0.160698383597 Long DBT CORP US N 2 2034-11-14 Fixed 5.40000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CGK1 9460663.54000000 PA USD 9444629.70000000 0.868039777271 Long DBT UST US N 2 2033-01-15 Fixed 1.12500000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 1940.58000000 0.000178355391 N/A DFE AU N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 145415.18000000 USD 220000.00000000 AUD 2023-05-30 1940.58000000 N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JN8 683736.00000000 PA USD 564580.55000000 0.051889633626 Long DBT CORP US N 2 2050-07-01 Fixed 4.95000000 N N N N N N DCP RIGHTS, LLC N/A 82539LAA9 3850000.00000000 PA USD 3858091.74000000 0.354590619331 Long ABS-MBS CORP US N 2 2024-01-15 Variable 7.55000000 N N N N N N CITGO PETROLEUM CORP YX52P86PXMLYDOTUQ225 17302XAK2 1160000.00000000 PA USD 1145587.00000000 0.105288943654 Long DBT CORP US N 2 2025-06-15 Fixed 7.00000000 N N N N N N MIAMI-DADE CNTY FL SPL OBLIG 549300QG0NBD9HULR263 59333NV67 660000.00000000 PA USD 511081.89000000 0.046972663201 Long DBT MUN US N 2 2037-10-01 Fixed 2.78600000 N N N N N N WESTINGHOUSE AIR BRAKE 06BTX5UWZD0GQ5N5Y745 960386AL4 1421000.00000000 PA USD 1332110.57000000 0.122432006252 Long DBT CORP US N 2 2026-11-15 Fixed 3.45000000 N N N N N N nVent Electric PLC N/A 000000000 24380.00000000 NS USD 1046877.20000000 0.096216694606 Long EC CORP IE N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H052645 1896000.00000000 PA USD 1917589.20000000 0.176242346702 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 5.50000000 N N N N N N HILLENBRAND INC U246OE781574J2BUD366 431571AE8 1275000.00000000 PA USD 1066550.25000000 0.098024811016 Long DBT CORP US N 2 2031-03-01 Fixed 3.75000000 N N N N N N Freddie Mac - STACR 5493007ZK0X40BI7UF30 35565KBD9 692000.00000000 PA USD 659371.72000000 0.060601728087 Long ABS-MBS USGSE US N 2 2050-02-25 Floating 7.34500000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17324TAM1 480000.00000000 PA USD 389444.78000000 0.035793204268 Long ABS-MBS CORP US N 2 2049-02-10 Variable 4.74800000 N N N N N N SEATTLE CHILDREN HOSP 549300WXE9O4DQMMXS47 81257VAB7 1672000.00000000 PA USD 1126547.67000000 0.103539071367 Long DBT CORP US N 2 2050-10-01 Fixed 2.71900000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 35564KRF8 800000.00000000 PA USD 778155.04000000 0.071518900058 Long ABS-MBS USGSE US N 2 2042-02-25 Floating 6.96000000 N N N N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 62957HAJ4 1307000.00000000 PA USD 1281252.10000000 0.117757691178 Long DBT CORP US N 2 2027-05-15 Fixed 7.37500000 N N N N N N Tradeweb Markets Inc N/A 892672106 4392.00000000 NS USD 347055.84000000 0.031897309224 Long EC CORP US N 1 N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAL2 445000.00000000 PA USD 374799.03000000 0.034447138411 Long DBT CORP US N 2 2028-03-15 Fixed 4.87500000 N N N N N N KOSMOS ENERGY LTD 213800YDFJ3OT9B5P157 500688AF3 2079000.00000000 PA USD 1748709.27000000 0.160720880909 Long DBT CORP US N 2 2027-05-01 Fixed 7.75000000 N N N N N N Sealed Air Corp Q0M0CZB4YN6JZ65WXI09 81211KAK6 1060000.00000000 PA USD 1064714.73000000 0.097856111509 Long DBT CORP US N 2 2033-07-15 Fixed 6.87500000 N N N N N N ADANI PORTS AND SPECIAL 335800QOAXP5TM7OYP69 00652MAK8 807000.00000000 PA USD 525591.03000000 0.048306173466 Long DBT CORP IN N 2 2032-02-02 Fixed 3.82800000 N N N N N N Life Financial Services Trust N/A 53218DAA6 1400000.00000000 PA USD 1371019.58000000 0.126008066876 Long ABS-MBS CORP US N 2 2039-05-15 Floating 6.12200000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AX7 1102000.00000000 PA USD 1111934.19000000 0.102195971391 Long DBT CORP GB N 2 2029-03-06 Fixed 5.87100000 N N N N N N Sands China Ltd 549300EVO6UZDGY05787 80007RAE5 1442000.00000000 PA USD 1370075.20000000 0.125921270524 Long DBT CORP KY N 2 2028-08-08 Fixed 5.90000000 N N N N N N ROLLER BEARING CO OF AME 254900U9XW6S76H2P167 775631AD6 2799000.00000000 PA USD 2502753.84000000 0.230023828868 Long DBT CORP US N 2 2029-10-15 Fixed 4.37500000 N N N N N N Texas Debt Capital CLO, Ltd N/A 88238CAA0 1830000.00000000 PA USD 1820125.32000000 0.167284608032 Long ABS-CBDO CORP KY N 2 2036-04-20 Floating 0.00000000 N N N N N N CATALENT PHARMA SOLUTION 549300HALRZ339MSTH85 14879EAH1 1365000.00000000 PA USD 1201211.06000000 0.110401255962 Long DBT CORP US N 2 2029-02-15 Fixed 3.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132AAP73 1971387.60000000 PA USD 1862992.98000000 0.171224501413 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.50000000 N N N N N N ALIBABA GROUP HOLDING 5493001NTNQJDH60PM02 01609WAX0 2100000.00000000 PA USD 1738908.44000000 0.159820103370 Long DBT CORP KY N 2 2031-02-09 Fixed 2.12500000 N N N N N N PERMIAN RESOURC OPTG LLC 5493004CTVUMQLRPOE23 15138AAC4 1204000.00000000 PA USD 1179355.01000000 0.108392503753 Long DBT CORP US N 2 2027-04-01 Fixed 6.87500000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AQ2 1278000.00000000 PA USD 1097431.83000000 0.100863084265 Long DBT US N 2 2031-01-15 Fixed 4.00000000 N N N N N N CABOT CORP K05C0SER542GQ6VLRO68 127055AM3 1611000.00000000 PA USD 1569339.85000000 0.144235344013 Long DBT CORP US N 2 2032-06-30 Fixed 5.00000000 N N N N N N PERMIAN RESOURC OPTG LLC 5493004CTVUMQLRPOE23 15138AAA8 1659000.00000000 PA USD 1574287.00000000 0.144690028116 Long DBT CORP US N 2 2026-01-15 Fixed 5.37500000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAE3 2668000.00000000 PA USD 2640733.04000000 0.242705261369 Long DBT CORP US N 2 2028-04-15 Fixed 6.75000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 2062460.00000000 OU Notional Amount 81207.64000000 0.007463655429 N/A DCR US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 Credit Suisse Group AG Credit Suisse Group AG Y buy protection 2027-12-20 108628.86000000 EUR 0.00000000 EUR 2062460.00000000 EUR -22199.58000000 N N N VITERRA FINANCE BV 213800HBZGEIZLKJBI17 92852LAB5 1518000.00000000 PA USD 1201647.31000000 0.110441350954 Long DBT CORP NL N 2 2031-04-21 Fixed 3.20000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBL4 621000.00000000 PA USD 623687.38000000 0.057322041373 Long DBT CORP BM N 2 2028-02-01 Fixed 8.37500000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135BC9 2880000.00000000 PA USD 2775941.28000000 0.255132019671 Long DBT CORP US N 2 2027-08-22 Fixed 3.15000000 N N N N N N Bausch & Lomb, Inc. 549300NY6OZM39SO6475 000000000 1133654.45000000 PA USD 1103737.31000000 0.101442610157 Long LON CORP CA N 2 2027-05-10 Variable 8.45700000 N N N N N N Signal Peak CLO, LLC N/A 82671CAC3 1180000.00000000 PA USD 1129552.85000000 0.103815272326 Long ABS-CBDO CORP KY N 2 2035-01-24 Floating 6.56600000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BP1 2531000.00000000 PA USD 2252691.24000000 0.207041002595 Long DBT CORP US N 2 2029-01-15 Fixed 4.62500000 N N N N N N GEN DIGITAL INC YF6ZV0M6AU4FY94MK914 668771AK4 1126000.00000000 PA USD 1133037.50000000 0.104135540553 Long DBT CORP US N 2 2027-09-30 Fixed 6.75000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CN4 1328000.00000000 PA USD 1217656.88000000 0.111912763176 Long DBT CORP US N 2 2028-03-15 Fixed 5.12500000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDN9 839000.00000000 PA USD 804847.58000000 0.073972165799 Long DBT CORP MX N 2 2033-02-07 Fixed 10.00000000 N N N N N N HADRIAN MERGER SUB N/A 42239PAA7 1187000.00000000 PA USD 975001.80000000 0.089610749409 Long DBT CORP US N 2 2026-05-01 Fixed 8.50000000 N N N N N N AMERIPRISE FINANCIAL INC 6ZLKQF7QB6JAEKQS5388 03076CAM8 1342000.00000000 PA USD 1339343.98000000 0.123096816605 Long DBT CORP US N 2 2033-05-15 Fixed 5.15000000 N N N N N N American Express Credit Account Master Trust 549300Y4SA5G3GIJTP18 02582JJR2 3677000.00000000 PA USD 3457935.74000000 0.317812965136 Long ABS-O CORP US N 2 2026-11-15 Fixed 0.90000000 N N N N N N Snap-on Inc HHWAT5TDOYZMM26KKQ73 833034101 4631.00000000 NS USD 1143347.59000000 0.105083123308 Long EC CORP US N 1 N N N PIONEER NATURAL RESOURCE FY8JBF7CCL2VE4F1B628 723787AR8 1344000.00000000 PA USD 1104613.98000000 0.101523183399 Long DBT CORP US N 2 2031-01-15 Fixed 2.15000000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAA2 2796000.00000000 PA USD 2815667.46000000 0.258783184993 Long DBT CORP ES N 2 2029-01-18 Fixed 6.20800000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 42809HAD9 1617000.00000000 PA USD 1561099.45000000 0.143477982929 Long DBT CORP US N 2 2041-02-15 Fixed 5.60000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DQ0 907000.00000000 PA USD 927980.01000000 0.085289057038 Long DBT CORP US N 2 2030-03-02 Fixed 5.25000000 N N N N N N JACOBS ENGINEERING GROUP 549300CZ8QS1GE53O776 469814AA5 1407000.00000000 PA USD 1410082.48000000 0.129598271266 Long DBT CORP US N 2 2033-03-01 Fixed 5.90000000 N N N N N N MEG ENERGY CORP 5493002WXPTG5ZC1T326 552704AF5 2312000.00000000 PA USD 2229715.92000000 0.204929380193 Long DBT CORP CA N 2 2029-02-01 Fixed 5.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFJT9 2616404.40000000 PA USD 2295332.99000000 0.210960132974 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Minejesa Capital BV 549300KS7ERCP10BKC35 602736AA8 1254000.00000000 PA USD 1108018.99000000 0.101836132049 Long DBT CORP NL N 2 2030-08-10 Fixed 4.62500000 N N N N N N Citibank N.A. E57ODZWZ7FF32TWEFA76 000000000 1000000.00000000 OU Notional Amount USD -15403.89000000 -0.00141574520 N/A DCR US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 CMBX.NA.AA.8 137BEPAH4 Y sell protection 2057-10-17 4833.97000000 USD 0.00000000 USD 1000000.00000000 USD -20237.86000000 N N N Fannie Mae - CAS N/A 207932AA2 2668976.83000000 PA USD 2676707.79000000 0.246011639170 Long ABS-MBS USGSE US N 2 2042-12-25 Floating 6.96800000 N N N N N N WORKDAY INC 549300J0DYC0N31V7G13 98138HAJ0 1079000.00000000 PA USD 990232.70000000 0.091010595402 Long DBT CORP US N 2 2032-04-01 Fixed 3.80000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BF9 1250000.00000000 PA USD 1096750.00000000 0.100800418434 Long DBT CORP US N 2 2032-10-15 Fixed 3.50000000 N N N N N N ARCELORMITTAL SA 2EULGUTUI56JI9SAL165 03938LBF0 455000.00000000 PA USD 477671.80000000 0.043901998919 Long DBT CORP LU N 2 2032-11-29 Fixed 6.80000000 N N N N N N CNTL AMR BOTTLING CORP N/A 15239XAA6 1196000.00000000 PA USD 1112776.34000000 0.102273371959 Long DBT CORP VG N 2 2029-04-27 Fixed 5.25000000 N N N N N N ACBL HLDG CORP N/A 00085Q605 16904.00000000 NS USD 693064.00000000 0.063698327970 Long EP CORP US N 2 N N N Generation Bridge Acquisition, LLC 25490066N7XDZZBNGZ02 37147PAB6 636639.01000000 PA USD 636505.32000000 0.058500116336 Long LON CORP US N 2 2028-12-01 Floating 10.15900000 N N N N N N MERCEDES-BENZ FIN NA 549300423Z16BB673J12 58769JAG2 1781000.00000000 PA USD 1787859.59000000 0.164319119922 Long DBT CORP US N 2 2028-03-30 Fixed 4.80000000 N N N N N N Freddie Mac - STACR B1V7KEBTPIMZEU4LTD58 35564KE39 1657540.69000000 PA USD 1662715.53000000 0.152817343206 Long ABS-MBS USGSE US N 2 2042-08-25 Floating 6.86000000 N N N N N N NEW JERSEY ST TRANSPRTN TRUST FUND AUTH 549300YUVD5TEXR6L889 6461366S5 1075000.00000000 PA USD 952405.93000000 0.087534001608 Long DBT MUN US N 2 2042-06-15 Fixed 4.13100000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 52.00000000 NC USD 63197.42000000 0.005808366883 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CME Ultra Long Term U.S. Treasury Bond Futures WNM3 Comdty 2023-06-21 7275302.58000000 USD 63197.42000000 N N N Wynn Macau Ltd 254900NMDQ8ENTHU1I31 98313RAD8 943000.00000000 PA USD 823804.44000000 0.075714458409 Long DBT CORP KY N 2 2027-10-01 Fixed 5.50000000 N N N N N N DALLAS TX CONVENTION CENTER HOTEL DEV CORP HOTEL REVENUE N/A 235417AA0 1210000.00000000 PA USD 1400479.89000000 0.128715713628 Long DBT MUN US N 2 2042-01-01 Fixed 7.08800000 N N N N N N UNITED OVERSEAS BANK LTD IO66REGK3RCBAMA8HR66 91127KAE2 1420000.00000000 PA USD 1259111.61000000 0.115722796575 Long DBT CORP SG N 2 2031-10-14 Fixed 2.00000000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AE7 1835000.00000000 PA USD 1714353.19000000 0.157563272301 Long DBT CORP US N 2 2026-08-18 Fixed 3.50000000 N N N N N N Chassix Holdings Inc N/A 000000000 59475.00000000 NS USD 654225.00000000 0.060128701846 Long EC CORP US N 2 N N N GS Mortgage-Backed Securities Trust N/A 36261HAB6 340961.93000000 PA USD 277561.90000000 0.025510239946 Long ABS-MBS CORP US N 2 2051-10-25 Variable 2.50000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AF5 3800000.00000000 PA USD 3392649.46000000 0.311812614698 Long DBT CORP CH N 2 2029-01-12 Fixed 3.86900000 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 62482BAA0 1682000.00000000 PA USD 1461086.12000000 0.134285928666 Long DBT CORP US N 2 2029-04-01 Fixed 3.87500000 N N N N N N Octane Receivables Trust N/A 67578XAA6 700615.02000000 PA USD 695147.49000000 0.063889817976 Long ABS-O CORP US N 2 2028-02-22 Fixed 5.11000000 N N N N N N Monongahela Power Co N/A 610202BR3 1188000.00000000 PA USD 1128585.90000000 0.103726401604 Long DBT CORP US N 2 2027-05-15 Fixed 3.55000000 N N N N N N CIM Trust N/A 12559YAB1 472097.91000000 PA USD 390192.09000000 0.035861888253 Long ABS-MBS CORP US N 2 2050-07-25 Variable 2.50000000 N N N N N N Credit Suisse Mortgage Trust N/A 12659XAA4 2420000.00000000 PA USD 2315983.56000000 0.212858091576 Long ABS-MBS CORP US N 2 2023-08-15 Floating 8.39900000 N N N N N N RAYONIER LP 5493004X96PV3VY6KB95 75508XAA4 2532000.00000000 PA USD 2092422.09000000 0.192310938877 Long DBT US N 2 2031-05-17 Fixed 2.75000000 N N N N N N Kraft Heinz Foods Co 5493003STKEZ2S0RNU91 50077LAB2 4002000.00000000 PA USD 3490085.25000000 0.320767771664 Long DBT CORP US N 2 2046-06-01 Fixed 4.37500000 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XBL4 1106000.00000000 PA USD 1081941.59000000 0.099439402775 Long DBT US N 2 2029-02-01 Fixed 4.37500000 N N N N N N Citibank N.A. E57ODZWZ7FF32TWEFA76 000000000 500000.00000000 OU Notional Amount USD -28591.47000000 -0.00262779315 N/A DCR US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 CMBX.NA.AA.7 137BEPAG6 Y sell protection 2047-01-17 0.00000000 USD -5771.18000000 USD 500000.00000000 USD -22820.29000000 N N N BANK LEUMI LE-ISRAEL 7JDSZWRGUQY2DSTWCR57 000000000 1109000.00000000 PA USD 1079057.00000000 0.099174285037 Long DBT CORP IL Y 2 2033-07-18 Fixed 7.12900000 N N N N N N INTUIT INC VI90HBPH7XSFMB9E4M29 46124HAD8 1337000.00000000 PA USD 1114358.33000000 0.102418769957 Long DBT CORP US N 2 2030-07-15 Fixed 1.65000000 N N N N N N Genesis Sales Finance Master Trust N/A 37186XAK1 1298000.00000000 PA USD 1228074.27000000 0.112870207691 Long ABS-O CORP US N 2 2026-12-21 Fixed 1.20000000 N N N N N N PETSMART INC/PETSMART FI N/A 71677KAA6 985000.00000000 PA USD 925555.25000000 0.085066201490 Long DBT CORP US N 2 2028-02-15 Fixed 4.75000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636ABC4 1084000.00000000 PA USD 1024322.08000000 0.094143692068 Long DBT CORP DK N 2 2028-04-01 Fixed 4.29800000 N N N N N N Fannie Mae - CAS N/A 20754HAD0 1030610.83000000 PA USD 1042485.12000000 0.095813026038 Long ABS-MBS USGSE US N 2 2039-07-25 Floating 8.94500000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCG8 2495000.00000000 PA USD 2033632.46000000 0.186907684441 Long DBT CORP US N 2 2031-01-15 Fixed 2.45000000 N N N N N N HECLA MINING CO 5493009Y6HOBZD1QD537 422704AH9 1194000.00000000 PA USD 1207378.77000000 0.110968119649 Long DBT CORP US N 2 2028-02-15 Fixed 7.25000000 N N N N N N Nucor Corp 549300GGJCRSI2TIEJ46 670346105 6969.00000000 NS USD 1076501.43000000 0.098939406965 Long EC CORP US N 1 N N N UMBS, TBA N/A 01F060642 557000.00000000 PA USD 568553.39000000 0.052254770562 Long ABS-MBS USGSE US N 2 2053-04-15 Fixed 6.00000000 N N N N N N MOHEGAN TRIBAL GAMING AU 549300UB083Z2NRDHC48 608328BH2 2032000.00000000 PA USD 1861261.20000000 0.171065336472 Long DBT CORP US N 2 2026-02-01 Fixed 8.00000000 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759BA7 1433000.00000000 PA USD 1184107.55000000 0.108829301583 Long DBT CORP US N 2 2033-03-15 Fixed 2.37500000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AP4 1272000.00000000 PA USD 1129510.56000000 0.103811385525 Long DBT US N 2 2030-01-15 Fixed 4.00000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 836205AU8 2688000.00000000 PA USD 2417654.40000000 0.222202484751 Long DBT NUSS ZA N 2 2028-10-12 Fixed 4.30000000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 12769GAA8 1956000.00000000 PA USD 1712546.46000000 0.157397218834 Long DBT CORP US N 2 2029-10-15 Fixed 4.62500000 N N N N N N SABAL TRAIL TRANS 5493002DWITGSZFUI977 78516FAA7 1125000.00000000 PA USD 1091838.27000000 0.100348989723 Long DBT CORP US N 2 2028-05-01 Fixed 4.24600000 N N N N N N NVR INC 529900RWXR4JI3JYTV70 62944TAF2 1297000.00000000 PA USD 1141845.60000000 0.104945077974 Long DBT CORP US N 2 2030-05-15 Fixed 3.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 353.00000000 NC USD -156432.06000000 -0.01437740333 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVM3 Comdty 2023-06-30 38812690.05000000 USD -156432.06000000 N N N VITERRA FINANCE BV 213800HBZGEIZLKJBI17 92852LAA7 1707000.00000000 PA USD 1521367.32000000 0.139826270753 Long DBT CORP NL N 2 2026-04-21 Fixed 2.00000000 N N N N N N Churchill Downs Inc 529900FODTBQC8MIS994 171484108 4432.00000000 NS USD 1139245.60000000 0.104706116416 Long EC CORP US N 1 N N N KAISER ALUMINUM CORP N/A 483007AL4 1528000.00000000 PA USD 1256780.00000000 0.115508502284 Long DBT CORP US N 2 2031-06-01 Fixed 4.50000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEN4 3570000.00000000 PA USD 3280889.08000000 0.301540909142 Long DBT NUSS DO N 2 2033-02-22 Fixed 6.00000000 N N N N N N TRIMBLE INC 549300E2MI7NSZFQWS19 896239AE0 1598000.00000000 PA USD 1615008.11000000 0.148432635754 Long DBT CORP US N 2 2033-03-15 Fixed 6.10000000 N N N N N N EFS Cogen Holdings I LLC 549300KDKPYR8NXXKI52 26844HAJ6 1218701.37000000 PA USD 1190061.89000000 0.109376554798 Long LON CORP US N 2 2027-10-01 Floating 8.66000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TP3 3957062.53000000 PA USD 4015078.84000000 0.369019035442 Long DBT UST US N 2 2053-02-15 Fixed 1.50000000 N N N N N N CME Group Inc LCZ7XYGSLJUHFXXNXD88 12572Q105 5979.00000000 NS USD 1145098.08000000 0.105244007853 Long EC CORP US N 1 N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DD4 1013000.00000000 PA USD 1118341.87000000 0.102784890311 Long DBT CORP US N 2 2031-05-01 Fixed 7.50000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KK2 746000.00000000 PA USD 768294.13000000 0.070612600670 Long DBT CORP US N 2 2053-04-01 Fixed 6.70000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BQ4 2072000.00000000 PA USD 1785805.00000000 0.164130286066 Long DBT CORP PA N 2 2028-08-01 Fixed 4.00000000 N N N N N N Arch Capital Finance LLC 549300XG4URFY0200M65 03939CAA1 1183000.00000000 PA USD 1153529.04000000 0.106018882980 Long DBT CORP US N 2 2026-12-15 Fixed 4.01100000 N N N N N N NOVA CHEMICALS CORP 549300ZOD6N7RI2FJP09 66977WAS8 1196000.00000000 PA USD 979039.62000000 0.089981858545 Long DBT CORP CA N 2 2029-05-15 Fixed 4.25000000 N N N N N N Electricite de France SA 549300X3UK4GG3FNMO06 268317AS3 1000000.00000000 PA USD 974821.90000000 0.089594215107 Long DBT CORP FR N 2 2025-10-13 Fixed 3.62500000 N N N N N N BROOKLYN UNION GAS CO 83BQ1DXS6VA5GZFK8S35 114259AN4 1368000.00000000 PA USD 1297895.43000000 0.119287351200 Long DBT CORP US N 2 2026-03-10 Fixed 3.40700000 N N N N N N TD Securities USA LLC SUVUFHICNZMP2WKHG940 000000000 2499700.37000000 PA USD 2499700.37000000 0.229743189658 Long RA CORP US N 2 Repurchase N 4.87000000 2023-04-03 2502000.00000000 USD 2555116.51000000 USD UST N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4499180.00000000 PA USD 4499180.00000000 0.413511945852 Long RA CORP US N 2 Repurchase N 4.86000000 2023-04-03 4591000.00000000 USD 4589163.60000000 USD UST N N N THE MET 549300LS1O4XQ1SY7T11 592189AA2 1975000.00000000 PA USD 1612899.71000000 0.148238856313 Long DBT CORP US N 2 2045-07-01 Fixed 3.40000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AJ7 490000.00000000 PA USD 491711.75000000 0.045192386732 Long DBT CORP GB N 2 2027-03-02 Fixed 5.84700000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BJ0 2000000.00000000 PA USD 1873410.00000000 0.172181911921 Long DBT CORP LR N 2 2026-08-31 Fixed 5.50000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AK5 1000000.00000000 PA USD 976715.54000000 0.089768256324 Long DBT US N 2 2028-06-01 Fixed 5.75000000 N N N N N N OneMain Financial Issuance Trust N/A 682696AA7 1300000.00000000 PA USD 1168595.87000000 0.107403649580 Long ABS-O CORP US N 2 2035-09-14 Fixed 1.75000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBE0 1378000.00000000 PA USD 1286562.81000000 0.118245789460 Long DBT CORP BM N 2 2027-02-15 Fixed 5.87500000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BR2 2250000.00000000 PA USD 2392796.25000000 0.219917814660 Long DBT CORP LR N 2 2029-01-15 Fixed 9.25000000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAD6 202000.00000000 PA USD 181997.96000000 0.016727121515 Long DBT CORP US N 2 2029-03-15 Fixed 4.00000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BJ0 2073000.00000000 PA USD 2137304.46000000 0.196436000812 Long DBT CORP PA N 2 2027-08-01 Fixed 9.87500000 N N N N N N MCCORMICK & CO 549300JQQA6MQ4OJP259 579780AQ0 1266000.00000000 PA USD 1081381.82000000 0.099387955271 Long DBT CORP US N 2 2030-04-15 Fixed 2.50000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80287GAE0 1740000.00000000 PA USD 1721718.69000000 0.158240222821 Long ABS-O CORP US N 2 2030-05-15 Fixed 5.09000000 N N N N N N ENDEAVOR ENERGY RESOURCE N/A 29260FAE0 2818000.00000000 PA USD 2799654.82000000 0.257311490612 Long DBT CORP US N 2 2028-01-30 Fixed 5.75000000 N N N N N N TRIUMPH GROUP INC 5493007L6S47Q14SL582 896818AU5 1855000.00000000 PA USD 1859266.50000000 0.170882007004 Long DBT CORP US N 2 2028-03-15 Fixed 9.00000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VAL7 1249000.00000000 PA USD 1116005.08000000 0.102570119935 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N N Cenovus Energy Inc 549300F4XPHJ7NOSP309 15135UAR0 3346000.00000000 PA USD 3117401.08000000 0.286515006422 Long DBT CORP CA N 2 2047-06-15 Fixed 5.40000000 N N N N N N TRANSATLANTIC HOLDINGS RN37QJVS1BV19MNIC295 893521AB0 934000.00000000 PA USD 1195205.57000000 0.109849301638 Long DBT CORP US N 2 2039-11-30 Fixed 8.00000000 N N N N N N Bank of America N.A. B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -9746.27000000 -0.00089576302 N/A DFE US N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 4925000.00000000 DKK 707206.57000000 USD 2023-04-03 -9746.27000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -229717.25000000 -0.02111291991 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 9240000.00000000 EUR 9830620.80000000 USD 2023-06-13 -229717.25000000 N N N GS Mortgage Securities Trust N/A 36260XAS5 643334.42000000 PA USD 588771.10000000 0.054112945741 Long ABS-MBS CORP US N 2 2035-11-21 Floating 7.52800000 N N N N N N TOLL BROS FINANCE CORP N/A 88947EAT7 874000.00000000 PA USD 825391.27000000 0.075860301243 Long DBT CORP US N 2 2028-02-15 Fixed 4.35000000 N N N N N N VZ SECURED FINANCING BV 549300MG611MYCOWY949 91845AAA3 2961000.00000000 PA USD 2418766.88000000 0.222304730887 Long DBT CORP NL N 2 2032-01-15 Fixed 5.00000000 N N N N N N Tencent Holdings Ltd 254900N4SLUMW4XUYY11 88032WAG1 3150000.00000000 PA USD 2976178.94000000 0.273535520847 Long DBT CORP KY N 2 2028-01-19 Fixed 3.59500000 N N N N N N MAUSER PACKAGING SOLUT 549300DNGHXL0OMHW304 57763RAB3 448000.00000000 PA USD 448405.44000000 0.041212177780 Long DBT CORP US N 2 2026-08-15 Fixed 7.87500000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818EP9 241000.00000000 PA USD 230169.12000000 0.021154450519 Long DBT CORP US N 2 2027-04-15 Fixed 3.00000000 N N N N N N UMBS, TBA N/A 01F062655 7063000.00000000 PA USD 7276545.43000000 0.668774856717 Long ABS-MBS USGSE US N 2 2053-05-15 Fixed 6.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DA4 3268000.00000000 PA USD 3084938.44000000 0.283531420649 Long DBT CORP GB N 2 2026-03-10 Fixed 2.99900000 N N N N N N LOUISVILLE GAS & ELEC KO3GRIB3RPH1XDX50U72 546676AX5 259000.00000000 PA USD 219947.00000000 0.020214952936 Long DBT CORP US N 2 2045-10-01 Fixed 4.37500000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 81761LAA0 672000.00000000 PA USD 663746.16000000 0.061003775393 Long DBT US N 2 2025-09-15 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H042646 2594000.00000000 PA USD 2555168.31000000 0.234841153243 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 4.50000000 N N N N N N SELECTIVE INSURANCE GROU 549300R3WGJWLE40R258 816300AH0 721000.00000000 PA USD 673601.78000000 0.061909588586 Long DBT CORP US N 2 2049-03-01 Fixed 5.37500000 N N N N N N Santander Drive Auto Receivables Trust N/A 80287GAD2 1390000.00000000 PA USD 1381606.49000000 0.126981091683 Long ABS-O CORP US N 2 2028-02-15 Fixed 4.98000000 N N N N N N KLA CORP 549300H0BF5JCG96TJ81 482480AG5 1114000.00000000 PA USD 1097572.40000000 0.100876003813 Long DBT CORP US N 2 2029-03-15 Fixed 4.10000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CM6 1198000.00000000 PA USD 1112724.63000000 0.102268619381 Long DBT CORP US N 2 2028-02-15 Fixed 4.50000000 N N N N N N Churchill Downs Inc 529900FODTBQC8MIS994 171484AE8 1787000.00000000 PA USD 1675133.80000000 0.153958685182 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N INDIANAPOLIS PWR & LIGHT 2T85JNP2R2B2GTSFND21 455434BV1 969000.00000000 PA USD 1018985.24000000 0.093653192223 Long DBT CORP US N 2 2032-12-01 Fixed 5.65000000 N N N N N N GAP INC/THE T2ZG1WRWZ4BUCMQL9224 364760AQ1 1579000.00000000 PA USD 1097041.83000000 0.100827240031 Long DBT CORP US N 2 2031-10-01 Fixed 3.87500000 N N N N N N NEXTERA ENERGY OPERATING 549300KJEC5IUVJWR786 65342QAL6 2267000.00000000 PA USD 2113642.53000000 0.194261273258 Long DBT CORP US N 2 2026-10-15 Fixed 3.87500000 N N N N N N DT MIDSTREAM INC N/A 23345MAC1 1293000.00000000 PA USD 1160406.97000000 0.106651021774 Long DBT CORP US N 2 2032-04-15 Fixed 4.30000000 N N N N N N Perimeter Master Note Business Trust 5493005H6EB040833X54 71384PAE1 1656020.03000000 PA USD 1626271.29000000 0.149467815382 Long ABS-O CORP US N 2 2024-05-15 Fixed 4.23000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPAL1 2513277.55000000 PA USD 2448042.54000000 0.224995406773 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N VIPER ENERGY PARTNERS LP 5299009LINL232255G03 92763MAA3 1751000.00000000 PA USD 1685549.07000000 0.154915934851 Long DBT CORP US N 2 2027-11-01 Fixed 5.37500000 N N N N N N BELLIS ACQUISITION CO PL 259400CYE2267UB4A481 000000000 1350000.00000000 PA 1369011.74000000 0.125823529732 Long DBT CORP GB Y 2 2026-02-16 Fixed 3.25000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAT8 1807000.00000000 PA USD 1700639.98000000 0.156302914603 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N FRONTIER COMMUNICATIONS N/A 35908MAD2 1156000.00000000 PA USD 1152630.26000000 0.105936277646 Long DBT CORP US N 2 2030-05-15 Fixed 8.75000000 N N N N N N CALIFORNIA RESOURCES CRP 5493003Q8F0T4F4YMR48 13057QAH0 2160000.00000000 PA USD 2188609.20000000 0.201151331798 Long DBT CORP US N 2 2026-02-01 Fixed 7.12500000 N N N N N N NSG HOLDINGS LLC/NSG HLD N/A 62940QAA3 496891.50000000 PA USD 491880.35000000 0.045207882470 Long DBT CORP US N 2 2025-12-15 Fixed 7.75000000 N N N N N N Elmwood CLO 21 Ltd N/A 289907AA5 2000000.00000000 PA USD 2001297.48000000 0.183935831681 Long ABS-CBDO CORP KY N 2 2035-11-20 Floating 6.81600000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AC1 3702000.00000000 PA USD 3373447.50000000 0.310047795366 Long DBT CORP US N 2 2030-02-01 Fixed 4.30000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H050649 2428000.00000000 PA USD 2431224.70000000 0.223449707836 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 5.00000000 N N N N N N MT SINAI HOSPITAL 549300IJEDK5LH7YPT15 623115AE2 1566000.00000000 PA USD 1242737.71000000 0.114217899405 Long DBT CORP US N 2 2049-07-01 Fixed 3.73700000 N N N N N N Benefit Street Partners CLO Ltd N/A 08182RAC7 578133.00000000 PA USD 562537.11000000 0.051701824548 Long ABS-CBDO CORP KY N 2 2033-01-15 Floating 6.79200000 N N N N N N Ausgrid Finance Pty Ltd 549300DN8D7YR73BKB57 052113AB3 1217000.00000000 PA USD 1152788.27000000 0.105950800075 Long DBT CORP AU N 2 2028-08-01 Fixed 4.35000000 N N N N N N MERCEDES-BENZ AUTO RECEIVABLES TRUST N/A 58768PAC8 3815000.00000000 PA USD 3856187.88000000 0.354415638812 Long ABS-O CORP US N 2 2027-08-16 Fixed 5.21000000 N N N N N N Sprint Capital Corp 549300L17W0GQBR1PO80 852060AD4 5646000.00000000 PA USD 6072273.00000000 0.558092235469 Long DBT CORP US N 2 2028-11-15 Fixed 6.87500000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285UAE1 1120000.00000000 PA USD 1098284.99000000 0.100941496742 Long ABS-O CORP US N 2 2027-08-16 Fixed 4.13000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CR5 1352000.00000000 PA USD 1141660.84000000 0.104928096998 Long DBT CORP US N 2 2031-03-01 Fixed 3.75000000 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 90290MAD3 1241000.00000000 PA USD 1147881.57000000 0.105499833662 Long DBT CORP US N 2 2029-02-15 Fixed 4.75000000 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AS8 1746000.00000000 PA USD 1643544.72000000 0.151055386817 Long DBT CORP US N 2 2030-03-15 Fixed 5.37500000 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAP2 1153000.00000000 PA USD 1005749.45000000 0.092436713381 Long DBT CORP US N 2 2032-02-01 Fixed 4.25000000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAU7 1830000.00000000 PA USD 1616706.22000000 0.148588706142 Long DBT CORP US N 2 2033-02-02 Fixed 7.25000000 N N N N N N CONNECT FINCO SARL/CONNE N/A 20752TAA2 1264000.00000000 PA USD 1189297.60000000 0.109306310210 Long DBT CORP XX N 2 2026-10-01 Fixed 6.75000000 N N N N N N Citigroup Mortgage Loan Trust Inc N/A 17290FBA6 3198876.94000000 PA USD 2716333.71000000 0.249653589766 Long ABS-MBS CORP US N 2 2051-11-27 Variable 3.00000000 N N N N N N ASSURANT INC H3F39CAXWQRVWURFXL38 04621XAM0 1191000.00000000 PA USD 1037963.12000000 0.095397416745 Long DBT CORP US N 2 2030-02-22 Fixed 3.70000000 N N N N N N Arbor Realty Collateralized Loan Obligation Ltd N/A 03881JAA4 1410000.00000000 PA USD 1387087.50000000 0.127484841947 Long ABS-CBDO CORP US N 2 2037-05-15 Floating 6.67700000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8J4 374000.00000000 PA USD 329451.22000000 0.030279298682 Long DBT CORP US N 2 2052-08-15 Fixed 4.45000000 N N N N N N SCIH SALT HOLDINGS INC N/A 78433BAB4 1462000.00000000 PA USD 1211661.74000000 0.111361760103 Long DBT CORP US N 2 2029-05-01 Fixed 6.62500000 N N N N N N VERISIGN INC LMPL4N8ZOJRMF0KOF759 92343EAM4 1384000.00000000 PA USD 1174367.24000000 0.107934086335 Long DBT CORP US N 2 2031-06-15 Fixed 2.70000000 N N N N N N A O Smith Corp 549300XG4US7UJNECY36 831865209 16808.00000000 NS USD 1162273.20000000 0.106822543784 Long EC CORP US N 1 N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 12769GAB6 1549000.00000000 PA USD 1577524.84000000 0.144987612458 Long DBT CORP US N 2 2030-02-15 Fixed 7.00000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BG8 1715000.00000000 PA USD 1641769.50000000 0.150892229381 Long DBT CORP US N 2 2028-01-15 Fixed 4.87500000 N N N N N N Entergy Arkansas LLC 549300A0I5ONUIFMLP35 29364DAT7 661000.00000000 PA USD 616950.73000000 0.056702887383 Long DBT CORP US N 2 2044-12-15 Fixed 4.95000000 N N N N N N Fluor Corp CQ7WZ4NOFWT7FAE6Q943 343412AF9 2391000.00000000 PA USD 2190692.11000000 0.201342768497 Long DBT CORP US N 2 2028-09-15 Fixed 4.25000000 N N N N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 04273WAD3 894000.00000000 PA USD 896340.25000000 0.082381100761 Long DBT CORP US N 2 2026-03-01 Fixed 6.12500000 N N N N N N UMBS, TBA N/A 01F052649 3005000.00000000 PA USD 3035578.19000000 0.278994804416 Long ABS-MBS USGSE US N 2 2053-04-15 Fixed 5.50000000 N N N N N N Fannie Mae - CAS N/A 20755DAA4 1146510.93000000 PA USD 1154549.35000000 0.106112657929 Long ABS-MBS USGSE US N 2 2042-07-25 Floating 7.11000000 N N N N N N Tencent Holdings Ltd 254900N4SLUMW4XUYY11 88032WAH9 1239000.00000000 PA USD 1033270.55000000 0.094966130655 Long DBT CORP KY N 2 2038-01-19 Fixed 3.92500000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AS0 4075000.00000000 PA USD 3843917.59000000 0.353287897425 Long DBT CORP US N 2 2028-01-15 Fixed 4.37500000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AJ0 1268000.00000000 PA USD 1136115.32000000 0.104418417730 Long DBT CORP US N 2 2029-05-01 Fixed 3.75000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 2411.93000000 0.000221676364 N/A DFE AU N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 175084.78000000 USD 265000.00000000 AUD 2023-05-30 2411.93000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 4373000.00000000 OU Notional Amount USD -185812.66000000 -0.01707772407 N/A DIR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A N/A Y Inflation based on US CPI Urban Consumers NSA 2052-05-12 0.00000000 USD 0.00000000 USD 4373000.00000000 USD -185812.66000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H030658 7324000.00000000 PA USD 6676239.44000000 0.613601758945 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 3.00000000 N N N N N N Mirabela Nickel Ltd N/A 000000000 15172.36000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 3 2044-09-10 None 0.00000000 N N N N N N Rockwell Automation Inc VH3R4HHBHH12O0EXZJ88 773903109 3897.00000000 NS USD 1143574.65000000 0.105103992005 Long EC CORP US N 1 N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAN8 1439000.00000000 PA USD 1428927.00000000 0.131330238899 Long DBT CORP US N 2 2027-04-01 Fixed 6.00000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 6000000.00000000 OU Notional Amount USD -367079.16000000 -0.03373761835 N/A DIR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A N/A Y Inflation based on US CPI Urban Consumers NSA 2052-04-20 0.00000000 USD 0.00000000 USD 6000000.00000000 USD -367079.16000000 N N N COMM Mortgage Trust N/A 12592KBE3 1161000.00000000 PA USD 1119461.74000000 0.102887815649 Long ABS-MBS CORP US N 2 2047-09-10 Variable 4.19300000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAN9 2292000.00000000 PA USD 2097003.17000000 0.192731978112 Long DBT CORP US N 2 2029-12-01 Fixed 3.50000000 N N N N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 92858RAA8 3935000.00000000 PA USD 3352620.00000000 0.308133575430 Long DBT CORP GB N 2 2031-01-31 Fixed 4.25000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GAF5 1329000.00000000 PA USD 1223647.02000000 0.112463306708 Long DBT CORP NL N 2 2028-04-06 Fixed 3.50000000 N N N N N N Freddie Mac - STACR 5493003FQV7GR462GO02 35565HBD6 546756.00000000 PA USD 529343.46000000 0.048651052896 Long ABS-MBS USGSE US N 2 2050-01-25 Floating 7.14500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M7PW5 1618393.64000000 PA USD 1345134.56000000 0.123629018918 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.00000000 N N N N N N CONSTELLATION EN GEN LLC S2PEWKCZFFECR4533P43 30161MAG8 2067000.00000000 PA USD 2181455.18000000 0.200493818045 Long DBT CORP US N 2 2039-10-01 Fixed 6.25000000 N N N N N N GS Mortgage Securities Trust 5493005BBCF84ICNQ550 36266CAJ5 1340000.00000000 PA USD 1268861.16000000 0.116618861056 Long ABS-MBS CORP US N 2 2036-11-15 Floating 7.43400000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H062644 329000.00000000 PA USD 338484.45000000 0.031109527416 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 6.50000000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 913017CY3 1625000.00000000 PA USD 1603251.60000000 0.147352115009 Long DBT CORP US N 2 2028-11-16 Fixed 4.12500000 N N N N N N Bacardi Ltd 549300R32WTQNHNN5055 067316AD1 1149000.00000000 PA USD 1064631.79000000 0.097848488635 Long DBT CORP BM N 2 2026-07-15 Fixed 2.75000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAH5 2555000.00000000 PA USD 2265736.44000000 0.208239964636 Long DBT CORP US N 2 2029-05-01 Fixed 4.37500000 N N N N N N Olin Corp 549300GKK294V7W57P06 680665AK2 1347000.00000000 PA USD 1264334.61000000 0.116202833580 Long DBT CORP US N 2 2030-02-01 Fixed 5.00000000 N N N N N N Carvana Auto Receivables Trust N/A 14687PAJ4 1250000.00000000 PA USD 1169828.00000000 0.107516892543 Long ABS-O CORP US N 2 2027-07-15 Fixed 5.20000000 N N N N N N FMG RESOURCES AUG 2006 549300EFD6S2NFE9D745 30251GBE6 1346000.00000000 PA USD 1297402.67000000 0.119242062470 Long DBT CORP AU N 2 2032-04-15 Fixed 6.12500000 N N N N N N TEXAS ST A & M UNIV PERM UNIV FUND N/A 8821175V2 1070000.00000000 PA USD 935959.60000000 0.086022447520 Long DBT MUN US N 2 2047-07-01 Fixed 3.66000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAN1 1350000.00000000 PA USD 1116571.50000000 0.102622178630 Long DBT CORP US N 2 2032-01-31 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCWV6 1730861.93000000 PA USD 1512223.80000000 0.138985905454 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.50000000 N N N N N N VITAL ENERGY INC 549300X0PTWU2QSLSL14 516806AG1 3500000.00000000 PA USD 3364165.00000000 0.309194656652 Long DBT CORP US N 2 2028-01-15 Fixed 10.12500000 N N N N N N Astoria Energy LLC 549300BXD26J7I0IPB62 04626LAE9 1802542.90000000 PA USD 1792178.28000000 0.164716043340 Long LON CORP US N 2 2027-12-10 Floating 8.35000000 N N N N N N NESCO HOLDINGS II INC 254900FAHT0HW9T6L409 64083YAA9 672000.00000000 PA USD 608627.04000000 0.055937871258 Long DBT CORP US N 2 2029-04-15 Fixed 5.50000000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAH0 1197000.00000000 PA USD 1084268.22000000 0.099653239363 Long DBT CORP US N 2 2029-04-15 Fixed 4.62500000 N N N N N N Marble Point CLO LTD 2549003LUS5LG1CTZP23 56606CAC7 651646.00000000 PA USD 626328.88000000 0.057564817125 Long ABS-CBDO CORP KY N 2 2033-04-20 Floating 6.57800000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AK8 1000000.00000000 PA USD 924650.32000000 0.084983030920 Long DBT CORP US N 2 2030-06-15 Fixed 4.10000000 N N N N N N JP Morgan Mortgage Trust N/A 46655GAC9 943628.90000000 PA USD 805984.49000000 0.074076657254 Long ABS-MBS CORP US N 2 2052-10-25 Variable 3.00000000 N N N N N N GXO LOGISTICS INC 5493007CNWMXN78JRN66 36262GAD3 770000.00000000 PA USD 599564.61000000 0.055104958802 Long DBT CORP US N 2 2031-07-15 Fixed 2.65000000 N N N N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 867224AB3 921000.00000000 PA USD 738090.27000000 0.067836615508 Long DBT CORP CA N 2 2047-11-15 Fixed 4.00000000 N N N N N N Elmwood CLO 23 Ltd N/A 29003YAC5 750000.00000000 PA USD 750000.00000000 0.068931218441 Long ABS-CBDO CORP KY N 2 2036-04-16 Floating 0.00000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAZ9 939000.00000000 PA USD 873465.08000000 0.080278682974 Long DBT CORP US N 2 2049-10-01 Fixed 4.87500000 N N N N N N AI CANDELARIA SPAIN SLU 213800L5KA2MJ5FKRZ02 00870WAA4 1646000.00000000 PA USD 1168660.00000000 0.107409543659 Long DBT CORP ES N 2 2033-06-15 Fixed 5.75000000 N N N N N N Cie Financiere Richemont SA 549300YIPGJ6UX2QPS51 000000000 10578.00000000 NS 1696246.31000000 0.155899099901 Long EC CORP CH N 2 N N N FRONTIER COMMUNICATIONS N/A 35906ABE7 2402000.00000000 PA USD 2185820.00000000 0.200894981192 Long DBT CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N SMYRNA READY MIX CONCRET 549300S7RFWHQFOIOY93 85236FAA1 1190000.00000000 PA USD 1118832.05000000 0.102829941917 Long DBT CORP US N 2 2028-11-01 Fixed 6.00000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GCZ1 1154000.00000000 PA USD 1132599.07000000 0.104095245201 Long DBT CORP US N 2 2026-01-01 Fixed 4.87500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H062651 4406000.00000000 PA USD 4530262.99000000 0.416368730350 Long ABS-MBS USGA US N 2 2053-05-18 Fixed 6.50000000 N N N N N N MILEAGE PLUS HLDINGS LLC N/A 599191AA1 1274999.99000000 PA USD 1272150.37000000 0.116921166727 Long DBT CORP US N 2 2027-06-20 Fixed 6.50000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AG3 2111000.00000000 PA USD 2183611.05000000 0.200691960372 Long DBT CORP GB N 2 2026-11-10 Fixed 7.47200000 N N N N N N MAGELLAN MIDSTREAM PARTN MZF5TI8NFVZZNUSKDL39 559080AP1 467000.00000000 PA USD 353840.38000000 0.032520864703 Long DBT CORP US N 2 2050-03-01 Fixed 3.95000000 N N N N N N OCP CLO Ltd 254900U8BS6KLMI9K654 67092RAL2 2000000.00000000 PA USD 1962093.24000000 0.180332636973 Long ABS-CBDO CORP KY N 2 2033-04-18 Floating 5.90200000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 914906AV4 2508000.00000000 PA USD 2109641.82000000 0.193893574838 Long DBT CORP US N 2 2029-05-01 Fixed 4.50000000 N N N N N N Smithfield Foods Inc CVTIPZRZJC0JQEZLL598 832248BB3 2021000.00000000 PA USD 1889358.08000000 0.173647672703 Long DBT CORP US N 2 2029-04-01 Fixed 5.20000000 N N N N N N Alloy Finco Limited N/A 25769EAC1 656227.59000000 PA USD 631894.67000000 0.058076359373 Long LON CORP US N 2 2024-03-06 Floating 11.32500000 N N N N N N Ballyrock Ltd N/A 05875JAJ8 450000.00000000 PA USD 440066.64000000 0.040445772921 Long ABS-CBDO CORP KY N 2 2032-07-15 Floating 5.82200000 N N N N N N Linde PLC 5299003QR1WT0EF88V51 000000000 3279.00000000 NS USD 1165487.76000000 0.107117988501 Long EC CORP IE N 1 N N N MADISON IAQ LLC 549300IXDNBXNHUPBU73 55760LAB3 1372000.00000000 PA USD 1061228.28000000 0.097535677847 Long DBT CORP US N 2 2029-06-30 Fixed 5.87500000 N N N N N N Flatiron CLO Ltd 5493008L4GGS612L9S27 33883GAA5 2500000.00000000 PA USD 2469260.95000000 0.226945554579 Long ABS-CBDO CORP KY N 2 2031-04-17 Floating 5.86900000 N N N N N N Patterson-UTI Energy Inc 254900XGFBKIXD6G0697 703481AB7 1394000.00000000 PA USD 1239245.10000000 0.113896899588 Long DBT CORP US N 2 2028-02-01 Fixed 3.95000000 N N N N N N Dick's Sporting Goods Inc 529900SSBV5I4LWSK313 253393102 7823.00000000 NS USD 1110005.47000000 0.102018706032 Long EC CORP US N 1 N N N ILLINOIS ST 54930048FV8RWPR02D67 452151LF8 2235000.00000000 PA USD 2231989.68000000 0.205138357589 Long DBT MUN US N 2 2033-06-01 Fixed 5.10000000 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 718547AT9 1119000.00000000 PA USD 1124510.25000000 0.103351815577 Long DBT CORP US N 2 2027-12-01 Fixed 4.95000000 N N N N N N LCPR SR SECURED FIN DAC 549300LE5FM8IKMXSP90 50201DAA1 708000.00000000 PA USD 669346.74000000 0.061518515131 Long DBT CORP IE N 2 2027-10-15 Fixed 6.75000000 N N N N N N Universal Display Corp N/A 91347P105 3829.00000000 NS USD 593992.77000000 0.054592860509 Long EC CORP US N 1 N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 000000000 9898687.69000000 PA USD 9898687.69000000 0.909771471263 Long RA CORP US N 2 Repurchase N 2.40000000 2023-04-03 10141500.00000000 USD 10096735.39000000 USD UST N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B36 2916000.00000000 PA USD 2481828.36000000 0.228100603757 Long DBT CORP US N 2 2030-11-13 Fixed 4.00000000 N N N N N N BANK OZK 549300VYK2WBD7SST478 06417NA94 2069000.00000000 PA USD 1690607.96000000 0.155380888787 Long DBT CORP US N 2 2031-10-01 Fixed 2.75000000 N N N N N N EDP FINANCE BV 5299007L43AQDFOW5739 26835PAJ9 1544000.00000000 PA USD 1602902.09000000 0.147319992142 Long DBT CORP NL N 2 2027-10-11 Fixed 6.30000000 N N N N N N Fortinet Inc 549300O0QJWDBAS0QX03 34959E109 16888.00000000 NS USD 1122376.48000000 0.103155704422 Long EC CORP US N 1 N N N JOHNSON (S.C.) & SON INC PH5ZFDENRYXEVLP50443 478165AH6 1300000.00000000 PA USD 1225870.62000000 0.112667673984 Long DBT CORP US N 2 2046-10-15 Fixed 4.75000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 466317AG9 1791660.23000000 PA USD 1636972.59000000 0.150451353579 Long ABS-MBS CORP US N 2 2037-04-15 Floating 5.93400000 N N N N N N NORTHWESTERN MUTUAL LIFE 1DU7IM20QESYGDO4HO54 668138AA8 1456000.00000000 PA USD 1167135.50000000 0.107269429469 Long DBT CORP US N 2 2047-09-30 Fixed 3.85000000 N N N N N N GS Mortgage Securities Trust N/A 36267CAA3 1680000.00000000 PA USD 1679520.53000000 0.154361862041 Long ABS-MBS CORP US N 2 2028-03-15 Floating 6.75000000 N N N N N N MERLIN ENTERTAINMENTS 549300ZTI0VEFO6WV007 59010QAB2 1360000.00000000 PA USD 1291524.54000000 0.118701813586 Long DBT CORP GB N 2 2026-06-15 Fixed 5.75000000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAK6 1553000.00000000 PA USD 1356417.38000000 0.124666003625 Long DBT CORP US N 2 2030-11-15 Fixed 3.87500000 N N N N N N Airbnb Inc 549300HMUDNO0RY56D37 009066101 9137.00000000 NS USD 1136642.80000000 0.104466897516 Long EC CORP US N 1 N N N Rad CLO Ltd N/A 48661CAA0 316336.00000000 PA USD 311820.72000000 0.028658909553 Long ABS-CBDO CORP KY N 2 2033-04-17 Floating 5.99200000 N N N N N N MC BRAZIL DWNSTRM 213800T2A7R9TYNXZI63 55292WAA8 1482088.95000000 PA USD 1166033.48000000 0.107168144693 Long DBT CORP LU N 2 2031-06-30 Fixed 7.25000000 N N N N N N Bath & Body Works Inc GR3KVMWVCR54YWQNXU90 501797AN4 1060000.00000000 PA USD 1013847.60000000 0.093181000509 Long DBT CORP US N 2 2028-02-01 Fixed 5.25000000 N N N N N N CONSTELLATION EN GEN LLC S2PEWKCZFFECR4533P43 210385AC4 1600000.00000000 PA USD 1651547.55000000 0.151790913248 Long DBT CORP US N 2 2033-03-01 Fixed 5.80000000 N N N N N N USA COM PART/USA COM FIN N/A 91740PAF5 1271000.00000000 PA USD 1215781.41000000 0.111740391933 Long DBT CORP US N 2 2027-09-01 Fixed 6.87500000 N N N N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -4438.01000000 -0.00040788991 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 1750000.00000000 SGD 1312537.24000000 USD 2023-05-22 -4438.01000000 N N N UMBS, TBA N/A 01F042657 3697000.00000000 PA USD 3623460.46000000 0.333026059311 Long ABS-MBS USGSE US N 2 2053-05-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H060655 8283000.00000000 PA USD 8430217.32000000 0.774806868796 Long ABS-MBS USGA US N 2 2053-05-18 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H052652 7096000.00000000 PA USD 7170979.17000000 0.659072442146 Long ABS-MBS USGA US N 2 2053-05-18 Fixed 5.50000000 N N N N N N Flagship Credit Auto Trust N/A 337955AG3 425000.00000000 PA USD 421032.84000000 0.038696408887 Long ABS-O CORP US N 2 2028-01-18 Fixed 5.05000000 N N N N N N VITAL ENERGY INC 549300X0PTWU2QSLSL14 516806AH9 1921000.00000000 PA USD 1604150.26000000 0.147434709314 Long DBT CORP US N 2 2029-07-31 Fixed 7.75000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAF3 1746000.00000000 PA USD 1652531.59000000 0.151881354683 Long DBT CORP US N 2 2028-05-01 Fixed 3.54000000 N N N N N N NGPL PipeCo LLC 549300K3NT1HSQFEM073 62912XAF1 852000.00000000 PA USD 826737.26000000 0.075984008884 Long DBT CORP US N 2 2027-08-15 Fixed 4.87500000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAL5 1760000.00000000 PA USD 1656740.25000000 0.152268165432 Long DBT CORP KY N 2 2026-04-15 Fixed 4.25000000 N N N N N N Fidelity Investments E57ODZWZ7FF32TWEFA76 31607A703 574209.00000000 NS USD 574209.00000000 0.052774568013 Long STIV RF US N 1 N N ALBEMARLE CORP HDBLS2Q6GV1LSKQPBS54 012653AD3 1332000.00000000 PA USD 1311612.91000000 0.120548101347 Long DBT CORP US N 2 2027-06-01 Fixed 4.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNNR0 2303392.72000000 PA USD 2336163.92000000 0.214712833980 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5.00000000 N N N N N N Republic of Sri Lanka 254900HXCCIOHM74FA02 85227SAK2 2340000.00000000 PA USD 917481.15000000 0.084324124755 Long DBT NUSS LK N 2 2022-07-25 Fixed 5.87500000 N Y N N N N ALLISON TRANSMISSION INC MWKQ3I0U1GXP2YDSZW75 019736AG2 1355000.00000000 PA USD 1157529.08000000 0.106386519821 Long DBT CORP US N 2 2031-01-30 Fixed 3.75000000 N N N N N N GARDA WORLD SECURITY 549300ZF1NDXLMCHNO20 36485MAK5 224000.00000000 PA USD 201346.12000000 0.018505377840 Long DBT CORP CA N 2 2027-02-15 Fixed 4.62500000 N N N N N N HUNT COS INC 549300ODPWDNCH5TKM49 445587AE8 1866000.00000000 PA USD 1460718.03000000 0.134252098143 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776743AL0 1352000.00000000 PA USD 1081585.74000000 0.099406697210 Long DBT CORP US N 2 2031-02-15 Fixed 1.75000000 N N N N N N CABLE ONE INC 549300648QS85T0XSH18 12685JAC9 1514000.00000000 PA USD 1234107.80000000 0.113424739123 Long DBT CORP US N 2 2030-11-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCYM4 1029260.59000000 PA USD 973750.50000000 0.089495744564 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 3.50000000 N N N N N N BANK OF IRELAND GROUP 635400C8EK6DRI12LJ39 06279JAB5 1201000.00000000 PA USD 1040488.26000000 0.095629498048 Long DBT CORP IE N 2 2027-09-30 Fixed 2.02900000 N N N N N N Churchill Downs Inc 529900FODTBQC8MIS994 171484AG3 2671000.00000000 PA USD 2617580.00000000 0.240577305025 Long DBT CORP US N 2 2027-04-01 Fixed 5.50000000 N N N N N N Bank of America N.A. B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -2212.55000000 -0.00020335168 N/A DFE US N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 1328000.00000000 DKK 191109.96000000 USD 2023-04-03 -2212.55000000 N N N SRS DISTRIBUTION INC 549300ZQ3XP75BCYM468 78471RAB2 1478000.00000000 PA USD 1314636.66000000 0.120826009042 Long DBT CORP US N 2 2028-07-01 Fixed 4.62500000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AQ7 2303000.00000000 PA USD 2066136.45000000 0.189895070620 Long DBT CORP US N 2 2030-04-15 Fixed 4.62500000 N N N N N N ESC GCB144A HERTZ CORP N/A 428ESCAB3 987000.00000000 PA USD 44415.00000000 0.004082106756 Long DBT CORP US N 2 2024-10-15 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QGKS5 619766.28000000 PA USD 564572.28000000 0.051888873545 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 3.00000000 N N N N N N BankUnited Inc 96OVUWEW5D4YX6PFXD91 06652KAA1 1178000.00000000 PA USD 1056879.50000000 0.097135988908 Long DBT CORP US N 2 2025-11-17 Fixed 4.87500000 N N N N N N Halcyon Loan Advisors Funding Ltd 549300IKIM3YK4H3N895 40490BAC2 679855.00000000 PA USD 669717.89000000 0.061552626893 Long ABS-CBDO CORP KY N 2 2030-01-17 Floating 6.49200000 N N N N N N Lamb Weston Holdings Inc 5493005SMYID1D2OY946 513272104 10605.00000000 NS USD 1108434.60000000 0.101874330054 Long EC CORP US N 1 N N N El Paso Electric Co OZ8GM8L4AHPKSWZMW205 283677AZ5 754000.00000000 PA USD 683661.99000000 0.062834205297 Long DBT CORP US N 2 2044-12-01 Fixed 5.00000000 N N N N N N HUNTINGTON INGALLS INDUS 5TZLZ6WJTBVJ0QWBG121 446413AT3 2251000.00000000 PA USD 2108963.54000000 0.193831235282 Long DBT CORP US N 2 2030-05-01 Fixed 4.20000000 N N N N N N HONEYWELL INTERNATIONAL ISRPG12PN4EIEOEMW547 000000000 1284000.00000000 PA 1415094.76000000 0.130058941356 Long DBT CORP US N 2 2034-11-02 Fixed 4.12500000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBS8 2277000.00000000 PA USD 2025768.84000000 0.186184952563 Long DBT CORP US N 2 2033-02-14 Fixed 6.70000000 N N N N N N SM Energy Co 84BUTVXV5ODI6BXNMH43 78454LAN0 1112000.00000000 PA USD 1091516.96000000 0.100319458670 Long DBT CORP US N 2 2026-09-15 Fixed 6.75000000 N N N N N N UMBS, TBA N/A 01F052441 1397000.00000000 PA USD 1419614.78000000 0.130474368671 Long ABS-MBS USGSE US N 2 2038-04-15 Fixed 5.50000000 N N N N N N CRESCENT ENERGY FINANCE 54930061FUL6DBLFUW14 45344LAA1 1716000.00000000 PA USD 1614618.72000000 0.148396847584 Long DBT CORP US N 2 2026-05-01 Fixed 7.25000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 2010031.00000000 PA USD 944395.64000000 0.086797789541 Long DBT NUSS EC N 2 2030-07-31 Variable 5.50000000 N N N N N N Texas Roadhouse Inc 5299002Y1CNRPDGXTQ75 882681109 10089.00000000 NS USD 1090217.34000000 0.100200012816 Long EC CORP US N 1 N N N SVB FINANCIAL GROUP 549300D2KJ20JMXE7542 78486QAP6 3922000.00000000 PA USD 258969.66000000 0.023801458937 Long DBT CORP US N 2 2026-11-15 Fixed 4.25000000 Y N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CT4 2717000.00000000 PA USD 2522099.40000000 0.231801846231 Long DBT CORP DE N 2 2034-02-10 Fixed 7.07900000 N N N N N N Hershey Co/The 21X2CX66SU2BR6QTAD08 427866108 8947.00000000 NS USD 2276206.27000000 0.209202228821 Long EC CORP US N 1 N N N MIAMI-DADE CNTY FL AVIATION REVENUE N/A 59333P3W6 950000.00000000 PA USD 863980.54000000 0.079406975109 Long DBT MUN US N 2 2041-10-01 Fixed 4.28000000 N N N N N N PDC Energy Inc 5493008W8H2T511J5Y59 69327RAJ0 2868000.00000000 PA USD 2795798.10000000 0.256957026067 Long DBT CORP US N 2 2026-05-15 Fixed 5.75000000 N N N N N N STEEL DYNAMICS INC 549300HGGKEL4FYTTQ83 858119BK5 1212000.00000000 PA USD 1103279.43000000 0.101400527189 Long DBT CORP US N 2 2030-04-15 Fixed 3.45000000 N N N N N N FOOTHILL ESTRN TRANSPRTN CORRIDOR AGY CA TOLL ROAD REVENUE N/A 345105JE1 1292000.00000000 PA USD 1139128.36000000 0.104695341088 Long DBT MUN US N 2 2049-01-15 Fixed 4.09400000 N N N N N N LIVE NATION ENTERTAINMEN 5493007B9BM9ZXJINO78 538034AX7 2128000.00000000 PA USD 1909880.00000000 0.175533807303 Long DBT CORP US N 2 2028-01-15 Fixed 3.75000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 2807089.00000000 OU Notional Amount USD 6032.21000000 0.000554410113 N/A DIR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A N/A Y Inflation based on US CPI Urban Consumers NSA 2052-03-02 0.00000000 USD 0.00000000 USD 2807089.00000000 USD 6032.21000000 N N N ASSURANT INC H3F39CAXWQRVWURFXL38 04621XAN8 1291000.00000000 PA USD 976959.32000000 0.089790661727 Long DBT CORP US N 2 2032-01-15 Fixed 2.65000000 N N N N N N TRANE TECH FIN LTD 549300A5OEF3CJI2CO89 892938AA9 1123000.00000000 PA USD 1161647.34000000 0.106765022061 Long DBT CORP IE N 2 2033-03-03 Fixed 5.25000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 17216.79000000 0.001582365749 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 2152000.00000000 CHF 2381714.98000000 USD 2023-05-23 17216.79000000 N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 92858RAB6 2413000.00000000 PA USD 2071331.27000000 0.190372517650 Long DBT CORP GB N 2 2031-07-15 Fixed 4.75000000 N N N N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 043436AW4 1710000.00000000 PA USD 1532775.60000000 0.140874786274 Long DBT CORP US N 2 2029-11-15 Fixed 4.62500000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110L106 3517.00000000 NS USD 1215053.16000000 0.111673459720 Long EC CORP US N 1 N N N MET TRANSPRTN AUTH NY REVENUE 5493000TKYODLXADQD60 59261AG76 1000000.00000000 PA USD 912250.60000000 0.083843393843 Long DBT MUN US N 2 2049-11-15 Fixed 5.17500000 N N N N N N SBA COMMUNICATIONS CORP 5299001HX8ZN8Y8QIT49 78410GAD6 2607000.00000000 PA USD 2463441.37000000 0.226410686925 Long DBT US N 2 2027-02-15 Fixed 3.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHVB0 1415452.50000000 PA USD 1435591.02000000 0.131942717590 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5.00000000 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAA2 448000.00000000 PA USD 432913.60000000 0.039788349237 Long DBT CORP US N 2 2027-07-15 Fixed 5.50000000 N N N N N N NEW YORK CITY NY INDL DEV AGY RENTAL REVENUE 549300XR20ZR5DHL9534 64943QAA6 935000.00000000 PA USD 1111100.52000000 0.102119350206 Long DBT MUN US N 2 2029-03-01 Fixed 11.00000000 N N N N N N JT INTL FIN SERVICES BV 549300U2F0PG10VZUN93 480914AA8 1573000.00000000 PA USD 1737920.43000000 0.159729297059 Long DBT CORP NL N 2 2032-10-24 Fixed 6.87500000 N N N N N N Bath & Body Works Inc GR3KVMWVCR54YWQNXU90 501797AW4 876000.00000000 PA USD 854783.28000000 0.078561670658 Long DBT CORP US N 2 2030-10-01 Fixed 6.62500000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254CN8 2548000.00000000 PA USD 2734618.02000000 0.251334069455 Long DBT CORP GB N 2 2028-11-16 Fixed 7.76700000 N N N N N N CarMax Auto Owner Trust N/A 14318DAE9 750000.00000000 PA USD 747854.78000000 0.068734054937 Long ABS-O CORP US N 2 2029-01-16 Fixed 4.98000000 N N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 878091BF3 514000.00000000 PA USD 434349.58000000 0.039920327705 Long DBT CORP US N 2 2047-05-15 Fixed 4.27000000 N N N N N N HALEON US CAPITAL LLC 549300N8C3A3L0UVQB07 36264FAM3 2389000.00000000 PA USD 2171006.33000000 0.199533482095 Long DBT CORP US N 2 2032-03-24 Fixed 3.62500000 N N N N N N WMG ACQUISITION CORP 549300NAS11NXI33CP80 92933BAR5 1417000.00000000 PA USD 1185986.49000000 0.109001991748 Long DBT CORP US N 2 2031-02-15 Fixed 3.00000000 N N N N N N Sunrun Demeter Issuer LLC N/A 86772HAA5 1359567.16000000 PA USD 1091284.86000000 0.100298126756 Long ABS-O CORP US N 2 2057-01-30 Fixed 2.27000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H060648 3518000.00000000 PA USD 3583825.05000000 0.329383236505 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 6.00000000 N N N N N N Pernod Ricard SA 52990097YFPX9J0H5D87 000000000 5075.00000000 NS 1149136.65000000 0.105615185920 Long EC CORP FR N 2 N N N Brink's Co/The XFP140TFNOQMIVFTVQ13 109696AA2 314000.00000000 PA USD 296259.00000000 0.027228658459 Long DBT CORP US N 2 2027-10-15 Fixed 4.62500000 N N N N N N NEXTERA ENERGY OPERATING 549300KJEC5IUVJWR786 65342QAB8 1774000.00000000 PA USD 1695819.82000000 0.155859901934 Long DBT CORP US N 2 2027-09-15 Fixed 4.50000000 N N N N N N SM Energy Co 84BUTVXV5ODI6BXNMH43 78454LAP5 4388000.00000000 PA USD 4219611.07000000 0.387817243208 Long DBT CORP US N 2 2027-01-15 Fixed 6.62500000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAM6 3391000.00000000 PA USD 3415158.54000000 0.313881385779 Long DBT CORP US N 2 2027-07-15 Fixed 6.16500000 N N N N N N IPG Photonics Corp 5493002KZ51CADQ94G15 44980X109 9321.00000000 NS USD 1149372.51000000 0.105636863410 Long EC CORP US N 1 N N N Alloy Finco Limited N/A 000000000 1346546.81000000 PA USD 1149614.34000000 0.105659089592 Long LON CORP JE N 2 2025-03-06 Floating 13.50000000 N N Y N N N ENTEGRIS ESCROW CORP IYX6OWO7BT5DKO3BYG52 29365BAA1 1215000.00000000 PA USD 1149769.82000000 0.105673379493 Long DBT CORP US N 2 2029-04-15 Fixed 4.75000000 N N N N N N BRITISH AIR 19-1 AA PTT N/A 11043XAA1 675618.33000000 PA USD 585049.06000000 0.053770859405 Long DBT CORP US N 2 2032-12-15 Fixed 3.30000000 N N N N N N American Express Credit Account Master Trust 549300Y4SA5G3GIJTP18 02582JJV3 1207000.00000000 PA USD 1186467.12000000 0.109046165630 Long ABS-O CORP US N 2 2027-08-15 Fixed 3.75000000 N N N N N N JP Morgan Mortgage Trust N/A 46592WAC0 603401.37000000 PA USD 489699.43000000 0.045007437840 Long ABS-MBS CORP US N 2 2052-02-25 Variable 2.50000000 N N N N N N BHMS Mortgage Trust N/A 05549GAA9 2120000.00000000 PA USD 2042211.90000000 0.187696206111 Long ABS-MBS CORP US N 2 2035-07-15 Floating 5.93400000 N N N N N N PFS Financing Corp. N/A 69335PEK7 3432000.00000000 PA USD 3355992.87000000 0.308443570148 Long ABS-O CORP US N 2 2027-05-15 Fixed 3.89000000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAB9 1293000.00000000 PA USD 1137309.87000000 0.104528206780 Long DBT CORP US N 2 2031-08-15 Fixed 4.12500000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HS2 5764869.00000000 PA USD 1684375.68000000 0.154808090581 Long DBT NUSS AR N 2 2030-07-09 Variable 0.50000000 N N N N N N GENUINE PARTS CO 549300D46DQVEU651W04 372460AC9 1448000.00000000 PA USD 1203989.35000000 0.110656603848 Long DBT CORP US N 2 2032-02-01 Fixed 2.75000000 N N N N N N Bank of America Credit Card Trust 5493006DQ60M1CRKHH19 05522RDF2 2150000.00000000 PA USD 2177771.77000000 0.200155282125 Long ABS-O CORP US N 2 2028-04-15 Fixed 5.00000000 N N N N N N SOCIEDAD QUIMICA Y MINER TJ88LXZZW5PWIN93ZC81 833636AL7 1563000.00000000 PA USD 1094820.65000000 0.100623095173 Long DBT CORP CL N 2 2051-09-10 Fixed 3.50000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 15.98000000 0.000001468694 N/A DFE XX N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 303753.97000000 USD 279000.00000000 EUR 2023-06-13 15.98000000 N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 75513ECR0 1790000.00000000 PA USD 1863890.38000000 0.171306979914 Long DBT CORP US N 2 2033-02-27 Fixed 5.15000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AF8 3480000.00000000 PA USD 3336676.20000000 0.306668208016 Long DBT CORP US N 2 2030-01-15 Fixed 4.87500000 N N N N N N Campbell Soup Co 5493007JDSMX8Z5Z1902 134429109 30227.00000000 NS USD 1661880.46000000 0.152740593350 Long EC CORP US N 1 N N N BERKLEY (WR) CORPORATION SQOAGCLKBDWNVYV1OV80 084423AW2 1036000.00000000 PA USD 662186.71000000 0.060860449008 Long DBT CORP US N 2 2061-09-30 Fixed 3.15000000 N N N N N N Claires Holdings LLC N/A 000000000 1067.23000000 NS USD 529167.39000000 0.048634870603 Long EC CORP US N 3 N N N JETBLUE 2019-1 CLASS A N/A 477143AJ0 876269.13000000 PA USD 758647.17000000 0.069725965060 Long DBT CORP US N 2 2028-05-15 Fixed 2.95000000 N N N N N N AXIS SPECIALTY FINAN PLC N/A 05464HAB6 1595000.00000000 PA USD 1389921.09000000 0.127745272362 Long DBT CORP GB N 2 2045-04-01 Fixed 5.15000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370DB3 2144000.00000000 PA USD 2080668.51000000 0.191230687424 Long DBT CORP US N 2 2032-08-19 Fixed 6.10000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05492NAA1 1750000.00000000 PA USD 1624723.98000000 0.149325604764 Long ABS-MBS CORP US N 2 2034-11-15 Floating 5.89700000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAX9 1513000.00000000 PA USD 1226589.10000000 0.112733708254 Long DBT CORP US N 2 2031-03-01 Fixed 2.50000000 N N N N N N FirstEnergy Corp 549300SVYJS666PQJH88 337932AH0 2518000.00000000 PA USD 2401378.83000000 0.220706624923 Long DBT CORP US N 2 2027-07-15 Fixed 4.15000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -135.00000000 NC USD -1592449.80000000 -0.14635934002 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short CME E-Mini Standard & Poor's 500 Index Futures ESM3 Index 2023-06-16 -26337362.70000000 USD -1592449.80000000 N N N ROBLOX CORP N/A 771049AA1 3295000.00000000 PA USD 2828675.13000000 0.259978697716 Long DBT CORP US N 2 2030-05-01 Fixed 3.87500000 N N N N N N Central Japan Railway Co 353800YAR3OVUITHTG64 153766AA8 1524000.00000000 PA USD 1362595.63000000 0.125233836026 Long DBT CORP JP N 2 2045-11-24 Fixed 4.25000000 N N N N N N MONTEFIORE OBLIGATED GRP N/A 61237WAE6 1553000.00000000 PA USD 1138179.13000000 0.104608098981 Long DBT CORP US N 2 2048-11-01 Fixed 5.24600000 N N N N N N Bank of America N.A. B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -5883.12000000 -0.00054070750 N/A DFE US N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 1860000.00000000 DKK 264884.86000000 USD 2023-04-03 -5883.12000000 N N N GOVT OF BERMUDA 549300FP5PUZXX9FVJ40 085209AH7 1444000.00000000 PA USD 1033962.09000000 0.095029688915 Long DBT NUSS BM N 2 2050-08-20 Fixed 3.37500000 N N N N N N JANE STREET GRP/JSG FIN N/A 47077WAA6 896000.00000000 PA USD 803228.16000000 0.073823327674 Long DBT CORP US N 2 2029-11-15 Fixed 4.50000000 N N N N N N AMERICAN AIRLINES/AADVAN N/A 00253XAB7 6185487.00000000 PA USD 5939928.73000000 0.545928699755 Long DBT CORP XX N 2 2029-04-20 Fixed 5.75000000 N N N N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 36321PAC4 2117000.00000000 PA USD 1674185.33000000 0.153871512925 Long DBT CORP JE N 2 2040-09-30 Fixed 3.25000000 N N N N N N PERFORMANCE FOOD GROUP I 549300OMUOGBYK0FFO76 71376LAE0 672000.00000000 PA USD 604166.42000000 0.055527903296 Long DBT CORP US N 2 2029-08-01 Fixed 4.25000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 000000000 2500000.00000000 PA 2691333.71000000 0.247355882485 Long DBT CORP US N 2 2027-05-15 Fixed 3.62500000 N N N N N N WYNN LAS VEGAS LLC/CORP N/A 983130AX3 2424000.00000000 PA USD 2293540.32000000 0.210795371737 Long DBT CORP US N 2 2027-05-15 Fixed 5.25000000 N N N N N N AMN HEALTHCARE INC 549300H27NUKBFFQEE84 00175PAB9 882000.00000000 PA USD 818644.16000000 0.075240185892 Long DBT CORP US N 2 2027-10-01 Fixed 4.62500000 N N N N N N JP Morgan Mortgage Trust N/A 46591XAC9 484292.55000000 PA USD 417268.25000000 0.038350411852 Long ABS-MBS CORP US N 2 2051-01-25 Variable 3.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKM0 1129000.00000000 PA USD 1083249.15000000 0.099559578380 Long DBT CORP US N 2 2026-04-02 Fixed 3.38400000 N N N N N N SCIH SALT HOLDINGS INC N/A 78433BAA6 2328000.00000000 PA USD 2078252.16000000 0.191008604824 Long DBT CORP US N 2 2028-05-01 Fixed 4.87500000 N N N N N N STONEGATE PUB FIN 254900L5266ML3505282 000000000 1860000.00000000 PA 2148064.63000000 0.197424949650 Long DBT CORP GB Y 2 2025-07-31 Fixed 8.25000000 N N N N N N REGENERON PHARMACEUTICAL 549300RCBFWIRX3HYQ56 75886FAF4 2603000.00000000 PA USD 1739283.86000000 0.159854607581 Long DBT CORP US N 2 2050-09-15 Fixed 2.80000000 N N N N N N NGPL PIPECO LLC 549300K3NT1HSQFEM073 62928CAA0 1530000.00000000 PA USD 1299904.83000000 0.119472031720 Long DBT CORP US N 2 2031-07-15 Fixed 3.25000000 N N N N N N Matador Resources Co 549300CI3Q2UUK5R4G79 576485AE6 1088000.00000000 PA USD 1074813.44000000 0.098784266689 Long DBT CORP US N 2 2026-09-15 Fixed 5.87500000 N N N N N N Elmwood CLO 23 Ltd N/A 29003YAA9 2550000.00000000 PA USD 2550000.00000000 0.234366142702 Long ABS-CBDO CORP KY N 2 2036-04-16 Floating 0.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -287.00000000 NC USD -1117197.56000000 -0.10267971873 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT U.S. Long Bond Futures USM3 Comdty 2023-06-21 -36524646.19000000 USD -1117197.56000000 N N N Arista Networks Inc 635400H1WKBLOQERUU95 040413106 6565.00000000 NS USD 1102000.90000000 0.101283019681 Long EC CORP US N 1 N N N COSTA RICA GOVERNMENT 549300S1EK2VN6XVJP58 221597BV8 2596000.00000000 PA USD 2571478.55000000 0.236340199531 Long DBT NUSS CR N 2 2045-03-12 Fixed 7.15800000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AP8 1196000.00000000 PA USD 983369.14000000 0.090379777331 Long DBT CORP US N 2 2031-06-01 Fixed 3.50000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370DA5 4013000.00000000 PA USD 3159702.17000000 0.290402827322 Long DBT CORP US N 2 2032-02-12 Fixed 3.25000000 N N N N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 023771T32 838000.00000000 PA USD 815763.67000000 0.074975444978 Long DBT CORP US N 2 2028-02-15 Fixed 7.25000000 N N N N N N CLEARWAY ENERGY OP LLC 549300Z3NFMM54NWBB87 18539UAC9 1731000.00000000 PA USD 1655026.41000000 0.152110649326 Long DBT CORP US N 2 2028-03-15 Fixed 4.75000000 N N N N N N CLEVELAND ELECTRIC ILLUM N/A 186108CK0 1118000.00000000 PA USD 1050880.78000000 0.096584656803 Long DBT CORP US N 2 2028-04-01 Fixed 3.50000000 N N N N N N Texaco Capital Inc N/A 881685AX9 722000.00000000 PA USD 912629.26000000 0.083878195836 Long DBT CORP US N 2 2031-11-15 Fixed 8.62500000 N N N N N N Vue International Bidco p.l.c. 9845009F4EIBBC5BB612 000000000 638063.15000000 PA 395293.24000000 0.036330726233 Long LON CORP JE N 2 2027-12-31 Floating 4.85900000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 63801.00000000 NS USD 63801.00000000 0.005863840890 Long STIV RF US N 1 N N Littelfuse Inc 549300MY7HLQFYTPCX75 537008104 4068.00000000 NS USD 1090590.12000000 0.100234274389 Long EC CORP US N 1 N N N Black Hills Corp 3MGELCRSTNSAMJ962671 092113AQ2 1166000.00000000 PA USD 1072472.96000000 0.098569157171 Long DBT CORP US N 2 2033-05-01 Fixed 4.35000000 N N N N N N Revlon Consumer Products Corporation 2MKZBE7NMX7EJWQLHS95 761520BJ3 16.37000000 PA USD 8.92000000 0.000000819821 Long LON CORP US N 2 2025-06-30 Floating 8.14400000 N N N N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 701094104 3109.00000000 NS USD 1044965.99000000 0.096041038561 Long EC CORP US N 1 N N N FIRST REPUBLIC BANK YWC0TIKBQM2JV8L4IV08 33616CAB6 1248000.00000000 PA USD 678600.00000000 0.062368966446 Long DBT CORP US N 2 2046-08-01 Fixed 4.37500000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBX6 1000000.00000000 PA USD 928406.34000000 0.085328240300 Long DBT CORP US N 2 2029-11-21 Fixed 3.20000000 N N N N N N CERAMTEC ACQUICO GMBH 9845001D9F4A861EIB39 000000000 1162111.00000000 PA 1201736.38000000 0.110449537225 Long LON CORP DE N 2 2029-03-16 Floating 6.44800000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JJ7 910000.00000000 PA USD 601947.43000000 0.055323959717 Long DBT CORP US N 2 2050-08-01 Fixed 3.50000000 N N N N N N Ferrari NV 549300RIVY5EX8RCON76 000000000 8374.00000000 NS USD 2268851.56000000 0.208526269992 Long EC CORP NL N 1 N N N Drive Auto Receivables Trust N/A 262081AC6 520851.71000000 PA USD 518621.53000000 0.047665618630 Long ABS-O CORP US N 2 2025-10-15 Fixed 0.79000000 N N N N N N KLA CORP 549300H0BF5JCG96TJ81 482480AL4 166000.00000000 PA USD 167682.48000000 0.015411410210 Long DBT CORP US N 2 2032-07-15 Fixed 4.65000000 N N N N N N Wynn Resorts Ltd 254900CEKKWIHTEAB172 983134107 11628.00000000 NS USD 1301289.48000000 0.119599292536 Long EC CORP US N 1 N N N Hilton USA Trust N/A 432885AA9 557000.00000000 PA USD 545581.83000000 0.050143493735 Long ABS-MBS CORP US N 2 2034-12-15 Floating 5.70400000 N N N N N N GS Mortgage Securities Trust 5493005BBCF84ICNQ550 36265XAC5 1180000.00000000 PA USD 1175120.35000000 0.108003303388 Long ABS-MBS CORP US N 2 2039-08-15 Floating 7.77100000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AQ6 902000.00000000 PA USD 892148.80000000 0.081995871753 Long DBT CORP US N 2 2033-05-30 Fixed 5.55000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAV3 2631000.00000000 PA USD 2297768.14000000 0.211183943449 Long DBT CORP US N 2 2030-02-15 Fixed 3.37500000 N N N N N N FGI Operating Company, LLC N/A 30252KAF4 80004.15000000 PA USD 10040.52000000 0.000922807036 Long LON CORP US N 3 2023-05-16 None 0.00000000 N N N N N N TOPAZ SOLAR FARMS LLC N/A 89054XAC9 2588944.00000000 PA USD 2460713.60000000 0.226159982246 Long DBT CORP US N 2 2039-09-30 Fixed 5.75000000 N N N N N N Regatta XVIII Funding Ltd N/A 75884EAC6 1060000.00000000 PA USD 1008598.62000000 0.092698575727 Long ABS-CBDO CORP KY N 2 2034-01-15 Floating 6.24200000 N N N N N N MURPHY OIL CORP QBKYQD0ODE7DC7PDIN91 626717AN2 1241000.00000000 PA USD 1223958.65000000 0.112491948089 Long DBT CORP US N 2 2028-07-15 Fixed 6.37500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABV6 4433000.00000000 PA USD 4045499.94000000 0.371814986761 Long DBT CORP US N 2 2029-04-15 Fixed 3.37500000 N N N N N N HELMERICH & PAYNE INC 254900NAOGHJ88RZ4C73 423452AG6 1462000.00000000 PA USD 1214613.23000000 0.111633026506 Long DBT CORP US N 2 2031-09-29 Fixed 2.90000000 N N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 758750AF0 2245000.00000000 PA USD 2249061.14000000 0.206707366307 Long DBT CORP US N 2 2033-04-15 Fixed 6.40000000 N N N N N N MEG ENERGY CORP 5493002WXPTG5ZC1T326 552704AE8 2420000.00000000 PA USD 2470829.34000000 0.227089702624 Long DBT CORP CA N 2 2027-02-01 Fixed 7.12500000 N N N N N N FIRST-CITIZENS BANK/TRST L9VVX1KT5TFTKS0MLF66 125581GX0 2543000.00000000 PA USD 2479183.92000000 0.227857557796 Long DBT CORP US N 2 2028-03-09 Fixed 6.12500000 N N N N N N FIRSTENERGY TRANSMISSION 549300AINIIPOLYX2R63 33767BAD1 1356000.00000000 PA USD 1224996.22000000 0.112587309375 Long DBT CORP US N 2 2028-09-15 Fixed 2.86600000 N N N N N N Gibson Brands N/A 000000000 9449.00000000 NS USD 1110257.50000000 0.102041869679 Long EC CORP US N 2 N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 603051AD5 1798000.00000000 PA USD 1847085.40000000 0.169762462917 Long DBT CORP AU N 2 2030-05-01 Fixed 8.50000000 N N N N N N UNITED AIR 2020-1 A PTT N/A 90931GAA7 2094584.53000000 PA USD 2091059.97000000 0.192185748756 Long DBT CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N Flagstar Mortgage Trust N/A 33852HAB8 560830.19000000 PA USD 456546.84000000 0.041960439942 Long ABS-MBS CORP US N 2 2051-09-25 Variable 2.50000000 N N N N N N GS Mortgage Securities Trust N/A 36260XAU0 494872.63000000 PA USD 447408.26000000 0.041120528670 Long ABS-MBS CORP US N 2 2035-11-21 Floating 8.42800000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -121013.43000000 -0.01112213757 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 3892000.00000000 GBP 4686427.26000000 USD 2023-06-08 -121013.43000000 N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AR0 2333000.00000000 PA USD 2201547.12000000 0.202340433918 Long DBT CORP US N 2 2029-02-01 Fixed 5.37500000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AX4 1141000.00000000 PA USD 1101160.02000000 0.101205735837 Long DBT CORP US N 2 2030-05-15 Fixed 4.50000000 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 62482BAB8 1293000.00000000 PA USD 1123057.78000000 0.103218321541 Long DBT CORP US N 2 2029-10-01 Fixed 5.25000000 N N N N N N ESC 144A HERTZ CORP N/A 428ESCAD9 1887000.00000000 PA USD 179265.00000000 0.016475939831 Long DBT CORP US N 2 2028-01-15 None 0.00000000 N N N N N N Carlsberg AS 5299001O0WJQYB5GYZ19 000000000 8518.00000000 NS 1321711.49000000 0.121476244579 Long EC CORP DK N 2 N N N NVENT FINANCE SARL 549300KO1OQ4MVFB6X02 67078AAE3 1086000.00000000 PA USD 882089.77000000 0.081071363494 Long DBT CORP LU N 2 2031-11-15 Fixed 2.75000000 N N N N N N FREEPORT LNG INVESTMENTS, LLLP 549300LR5YVRZH4YPQ33 35670CAB4 877789.60000000 PA USD 852395.15000000 0.078342181711 Long LON CORP US N 2 2028-12-21 Floating 8.30800000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457CJ7 1485000.00000000 PA USD 1534520.21000000 0.141035130398 Long DBT CORP US N 2 2033-03-15 Fixed 5.65000000 N N N N N N ROCKCLIFF ENERGY II LLC 5493007AZNVKZ5HEMT23 77289KAA3 1194000.00000000 PA USD 1059400.38000000 0.097367678681 Long DBT CORP US N 2 2029-10-15 Fixed 5.50000000 N N N N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 45866FAU8 1839000.00000000 PA USD 1818595.38000000 0.167143993861 Long DBT CORP US N 2 2027-09-15 Fixed 4.00000000 N N N N N N PATTERSON-UTI ENERGY INC 254900XGFBKIXD6G0697 703481AC5 1562000.00000000 PA USD 1440275.68000000 0.132373276686 Long DBT CORP US N 2 2029-11-15 Fixed 5.15000000 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAL9 2240000.00000000 PA USD 1986611.87000000 0.182586102360 Long DBT CORP KY N 2 2030-06-18 Fixed 4.87500000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAD4 1538000.00000000 PA USD 1303668.94000000 0.119817984638 Long DBT CORP US N 2 2030-05-15 Fixed 2.90000000 N N N N N N CARGILL INC QXZYQNMR4JZ5RIRN4T31 141781BY9 1378000.00000000 PA USD 1390050.02000000 0.127757122098 Long DBT CORP US N 2 2025-10-10 Fixed 4.87500000 N N N N N N MURPHY OIL USA INC N32S6DTR2ZZ5222WHV58 626738AF5 1934000.00000000 PA USD 1631377.35000000 0.149937104632 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 2607.22000000 0.000239625135 N/A DFE AU N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 176229.08000000 USD 267000.00000000 AUD 2023-05-30 2607.22000000 N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAS5 3733000.00000000 PA USD 3717694.70000000 0.341686967288 Long DBT CORP US N 2 2028-04-15 Fixed 4.87500000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CS9 2781000.00000000 PA USD 2227831.29000000 0.204756167070 Long DBT CORP US N 2 2032-02-15 Fixed 3.87500000 N N N N N N OCP CLO Ltd 25490025Q5WQX513IQ05 67097QAE5 1000000.00000000 PA USD 976560.60000000 0.089754016053 Long ABS-CBDO CORP KY N 2 2030-11-20 Floating 6.41500000 N N N N N N WYNN LAS VEGAS LLC/CORP N/A 983130AV7 2000000.00000000 PA USD 1964860.00000000 0.180586925157 Long DBT CORP US N 2 2025-03-01 Fixed 5.50000000 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 68902VAK3 1342000.00000000 PA USD 1177555.13000000 0.108227079857 Long DBT CORP US N 2 2030-02-15 Fixed 2.56500000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZX9 1703000.00000000 PA USD 1747144.23000000 0.160577040756 Long DBT CORP US N 2 2025-05-01 Fixed 7.00000000 N N N N N N Vue International Bidco p.l.c. 9845009F4EIBBC5BB612 000000000 113307.45000000 PA 105064.04000000 0.009656256388 Long LON CORP JE N 2 2027-06-30 Floating 11.08600000 N N N N N N FEDEX 2020-1 CLASS AA N/A 314353AA1 1226706.93000000 PA USD 1036032.14000000 0.095219943673 Long DBT CORP US N 2 2034-02-20 Fixed 1.87500000 N N N N N N Autodesk Inc FRKKVKAIQEF3FCSTPG55 052769AE6 550000.00000000 PA USD 526429.64000000 0.048383248678 Long DBT CORP US N 2 2027-06-15 Fixed 3.50000000 N N N N N N VITERRA FINANCE BV 213800HBZGEIZLKJBI17 92852LAD1 1306000.00000000 PA USD 1184437.72000000 0.108859646944 Long DBT CORP NL N 2 2032-04-21 Fixed 5.25000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEJ7 1130000.00000000 PA USD 1108265.83000000 0.101858818692 Long DBT CORP US N 2 2032-05-15 Fixed 4.20000000 N N N N N N NEWMONT CORP 549300VSP3RIX7FGDZ51 651639AY2 1318000.00000000 PA USD 1107835.52000000 0.101819269635 Long DBT CORP US N 2 2030-10-01 Fixed 2.25000000 N N N N N N Helix Gen Funding, LLC 549300WDTXL9N4J1KT74 42330EAB8 1127322.02000000 PA USD 1119413.86000000 0.102883415080 Long LON CORP US N 2 2024-06-03 Floating 8.59000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BV2 1828000.00000000 PA USD 1836226.00000000 0.168764394019 Long DBT CORP CA N 2 2026-06-15 Fixed 7.12500000 N N N N N N Flagship Credit Auto Trust N/A 337955AC2 2100000.00000000 PA USD 2094821.82000000 0.192531493961 Long ABS-O CORP US N 2 2026-12-15 Fixed 5.38000000 N N N N N N SERVICENOW INC 549300HJTQM36M0E1G39 81762PAE2 1547000.00000000 PA USD 1246935.71000000 0.114603730412 Long DBT CORP US N 2 2030-09-01 Fixed 1.40000000 N N N N N N GE HEALTHCARE TECH INC 549300OI9J7XOWZMUN85 36267VAL7 699000.00000000 PA USD 782448.16000000 0.071913473381 Long DBT CORP US N 2 2052-11-22 Fixed 6.37700000 N N N N N N Apache Corp 72ZZ1XRHOOU9P9X16K08 037411BA2 1641000.00000000 PA USD 1234354.74000000 0.113447434956 Long DBT CORP US N 2 2043-04-15 Fixed 4.75000000 N N N N N N SELECT MEDICAL CORP 549300X05KS0JKR8CB50 816196AT6 448000.00000000 PA USD 435010.24000000 0.039981047837 Long DBT CORP US N 2 2026-08-15 Fixed 6.25000000 N N N N N N Voya CLO Ltd N/A 92891LAA0 650000.00000000 PA USD 649350.00000000 0.059680648927 Long ABS-CBDO CORP JE N 2 2034-10-20 Floating 6.01200000 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 822582AD4 577000.00000000 PA USD 666866.72000000 0.061290580730 Long DBT CORP NL N 2 2038-12-15 Fixed 6.37500000 N N N N N N H&E EQUIPMENT SERVICES 254900KVLRCDMQRYY541 404030AJ7 2211000.00000000 PA USD 1940152.50000000 0.178316101050 Long DBT CORP US N 2 2028-12-15 Fixed 3.87500000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAW1 1327000.00000000 PA USD 1118635.83000000 0.102811907672 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N FORTRESS TRANS & INFRAST 529900E7PUVK6BC8PE80 34960PAD3 1006000.00000000 PA USD 919041.36000000 0.084467520991 Long DBT CORP US N 2 2028-05-01 Fixed 5.50000000 N N N N N N Cantor Commercial Real Estate Lending N/A 15725PAA4 1340000.00000000 PA USD 1252049.23000000 0.115073705297 Long ABS-MBS CORP US N 2 2024-12-15 Floating 7.93400000 N N N N N N HESS MIDSTREAM OPERATION N/A 428104AA1 918000.00000000 PA USD 872432.47000000 0.080183777553 Long DBT CORP US N 2 2028-06-15 Fixed 5.12500000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 144.00000000 NC USD -85708.80000000 -0.00787734935 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year U.S. Treasury Notes TYM3 Comdty 2023-06-21 16634458.80000000 USD -85708.80000000 N N N Credit Suisse Mortgage Trust N/A 12658RAA8 3950261.78000000 PA USD 3714205.20000000 0.341366253305 Long ABS-MBS CORP US N 2 2023-05-15 Floating 8.40100000 N N N N N N QORVO INC 254900YAUJV2EUEVBR11 74736KAH4 1083000.00000000 PA USD 998905.05000000 0.091807656272 Long DBT CORP US N 2 2029-10-15 Fixed 4.37500000 N N N N N N Tiffany & Co 549300EJG9IEYQL5XT21 886546AD2 1816000.00000000 PA USD 1691219.93000000 0.155437133904 Long DBT CORP US N 2 2044-10-01 Fixed 4.90000000 N N N N N N NEXSTAR BROADCASTING INC 5493006PK6I4I2OOT688 65336YAN3 1280000.00000000 PA USD 1139891.20000000 0.104765452409 Long DBT CORP US N 2 2028-11-01 Fixed 4.75000000 N N N N N N ASTON MARTIN CAPITAL HOL 213800H4GKEF3CJ8C774 04625HAG4 1000000.00000000 PA USD 985357.73000000 0.090562545240 Long DBT CORP JE N 2 2025-11-30 Fixed 10.50000000 N N N N N N Moncler SpA 815600EBD7FB00525B20 000000000 24808.00000000 NS 1713525.10000000 0.157487163965 Long EC CORP IT N 2 N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDE9 1633000.00000000 PA USD 1250962.92000000 0.114973864401 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95000000 N N N N N N OQ SAOC 549300YK417GKI6EQ392 67624L2A5 1782000.00000000 PA USD 1699894.35000000 0.156234385024 Long DBT CORP OM N 2 2028-05-06 Fixed 5.12500000 N N N N N N Olin Corp 549300GKK294V7W57P06 680665AJ5 1304000.00000000 PA USD 1251848.88000000 0.115055291471 Long DBT CORP US N 2 2027-09-15 Fixed 5.12500000 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565EBL8 1500000.00000000 PA USD 1467693.00000000 0.134893155718 Long DBT CORP US N 2 2030-04-09 Fixed 4.15000000 N N N N N N UMBS, TBA N/A 01F052656 7255000.00000000 PA USD 7326558.02000000 0.673371428405 Long ABS-MBS USGSE US N 2 2053-05-15 Fixed 5.50000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDK3 2221000.00000000 PA USD 2130705.25000000 0.195829478697 Long DBT CORP US N 2 2028-10-01 Fixed 6.12500000 N N N N N N ACBL HLDG CORP N/A 00085Q407 12368.00000000 NS USD 265912.00000000 0.024439517544 Long EP CORP US N 2 N N N PRECISION DRILLING CORP 549300WF2OE8T5BP4B84 740212AM7 1295000.00000000 PA USD 1176378.00000000 0.108118891851 Long DBT CORP CA N 2 2029-01-15 Fixed 6.87500000 N N N N N N OCP CLO Ltd 254900PS626FB00CVF06 67117TAC9 1860000.00000000 PA USD 1797041.38000000 0.165163002551 Long ABS-CBDO CORP KY N 2 2034-12-02 Floating 6.50800000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAS7 1153000.00000000 PA USD 985238.50000000 0.090551587014 Long DBT CORP US N 2 2030-06-01 Fixed 4.62500000 N N N N N N HOME BANCSHARES INC N/A 436893AC5 1058000.00000000 PA USD 889833.98000000 0.081783120603 Long DBT CORP US N 2 2032-01-30 Fixed 3.12500000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AP9 672000.00000000 PA USD 634011.16000000 0.058270882352 Long DBT CORP US N 2 2029-12-15 Fixed 5.50000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AT8 972000.00000000 PA USD 934694.38000000 0.085906163312 Long DBT CORP US N 2 2031-01-15 Fixed 5.75000000 N N N N N N WARRIOR MET COAL INC 549300152B1S9YKBYV79 93627CAB7 2683000.00000000 PA USD 2700789.39000000 0.248224937876 Long DBT CORP US N 2 2028-12-01 Fixed 7.87500000 N N N N N N BENCHMARK Mortgage Trust N/A 08162FAU7 2892000.00000000 PA USD 2562737.73000000 0.235536845701 Long ABS-MBS CORP US N 3 2052-08-15 Variable 4.24600000 N N N N N N Spirit AeroSystems Inc ZD2NBKV6GCC3UMGBM518 85205TAK6 224000.00000000 PA USD 190102.08000000 0.017471957336 Long DBT CORP US N 2 2028-06-15 Fixed 4.60000000 N N N N N N Hermes International 969500Y4IJGHJE2MTJ13 000000000 555.00000000 NS 1124016.90000000 0.103306472621 Long EC CORP FR N 2 N N N Ford Credit Auto Lease Trust N/A 345287AG1 1385000.00000000 PA USD 1370296.15000000 0.125941577660 Long ABS-O CORP US N 2 2026-12-15 Fixed 5.54000000 N N N N N N IMOLA MERGER CORP N/A 45258LAA5 886000.00000000 PA USD 793607.92000000 0.072939147854 Long DBT CORP US N 2 2029-05-15 Fixed 4.75000000 N N N N N N Vulcan Materials Co 549300Q8LSNHAVWBNI21 929160AV1 1186000.00000000 PA USD 1056517.37000000 0.097102706158 Long DBT CORP US N 2 2047-06-15 Fixed 4.50000000 N N N N N N WESTERN ALLIANCE BANCORP 5493003VJXZ5JXT9S762 957638AD1 1159000.00000000 PA USD 801437.41000000 0.073658742901 Long DBT CORP US N 2 2031-06-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPAM9 1861180.34000000 PA USD 1808726.64000000 0.166236974831 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N ATLANTIC CITY ELECTRIC 549300S5TW3VP5V06B73 048303CH2 1149000.00000000 PA USD 1116903.77000000 0.102652716997 Long DBT CORP US N 2 2028-10-15 Fixed 4.00000000 N N N N N N AMPHENOL CORP 549300D3L3G0R4U4VT04 032095AJ0 1245000.00000000 PA USD 1117746.92000000 0.102730209473 Long DBT CORP US N 2 2030-02-15 Fixed 2.80000000 N N N N N N American Express Credit Account Master Trust 549300Y4SA5G3GIJTP18 02582JJT8 1604000.00000000 PA USD 1567519.11000000 0.144068002911 Long ABS-O CORP US N 2 2027-05-15 Fixed 3.39000000 N N N N N N GS Mortgage-Backed Securities Trust N/A 36261MAB5 1013608.14000000 PA USD 832428.02000000 0.076507036911 Long ABS-MBS CORP US N 2 2051-06-25 Variable 2.50000000 N N N N N N JP Morgan Mortgage Trust N/A 46653XAD2 432557.48000000 PA USD 367307.18000000 0.033758575279 Long ABS-MBS CORP US N 2 2051-12-25 Variable 3.00000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDP2 1770000.00000000 PA USD 1747698.00000000 0.160627936811 Long DBT CORP US N 2 2030-06-15 Fixed 6.12500000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448DY1 943000.00000000 PA USD 903810.25000000 0.083067655697 Long DBT CORP US N 2 2027-10-15 Fixed 3.00000000 N N N N N N CNX Resources Corp 549300JK3KH8PWM3B226 12653CAC2 1068000.00000000 PA USD 1063825.20000000 0.097774356326 Long DBT CORP US N 2 2027-03-14 Fixed 7.25000000 N N N N N N MADISON IAQ LLC 549300IXDNBXNHUPBU73 55760LAA5 1677000.00000000 PA USD 1452474.86000000 0.133494482474 Long DBT CORP US N 2 2028-06-30 Fixed 4.12500000 N N N N N N Citigroup Mortgage Loan Trust Inc N/A 17329RAY4 2227824.41000000 PA USD 1813572.49000000 0.166682348624 Long ABS-MBS CORP US N 2 2051-05-25 Variable 2.50000000 N N N N N N REVLON ROLL UP RIGHTS N/A 000000000 148511.75000000 NS USD 0.15000000 0.000000013786 N/A DE US N 3 N/A N/A Revlon Inc Revlon Inc 2099-12-31 XXXX -48885.46000000 N N N Flagship Credit Auto Trust N/A 337955AJ7 400000.00000000 PA USD 398206.32000000 0.036598462438 Long ABS-O CORP US N 2 2029-05-15 Fixed 5.43000000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAM0 1390000.00000000 PA USD 1176336.15000000 0.108115045489 Long DBT CORP US N 2 2029-03-15 Fixed 5.50000000 N N N N N N GS Mortgage Securities Trust 5493005BBCF84ICNQ550 36266CAG1 770000.00000000 PA USD 730969.15000000 0.067182125537 Long ABS-MBS CORP US N 2 2036-11-15 Floating 6.73400000 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74762EAF9 344000.00000000 PA USD 296941.86000000 0.027291418954 Long DBT CORP US N 2 2030-10-01 Fixed 2.90000000 N N N N N N Bacardi Ltd 549300R32WTQNHNN5055 067316AF6 1500000.00000000 PA USD 1488759.21000000 0.136829315082 Long DBT CORP BM N 2 2028-05-15 Fixed 4.70000000 N N N N N N Ford Credit Auto Lease Trust N/A 345287AF3 1150000.00000000 PA USD 1148934.07000000 0.105596567139 Long ABS-O CORP US N 2 2026-06-15 Fixed 5.29000000 N N N N N N CENTRAL JAPAN RAILWAY CO 353800YAR3OVUITHTG64 000000000 1137000.00000000 PA USD 1087836.12000000 0.099981158955 Long DBT CORP JP Y 2 2024-10-02 Fixed 2.20000000 N N N N N N ACBL HLDG CORP N/A 00085Q209 3684.00000000 NS USD 108678.00000000 0.009988409277 Long EC CORP US N 2 N N N UNITED STATES STEEL CORP JNLUVFYJT1OZSIQ24U47 912909AU2 1102000.00000000 PA USD 1103090.98000000 0.101383207071 Long DBT CORP US N 2 2029-03-01 Fixed 6.87500000 N N N N N N TK ELEVATOR US NEWCO INC 549300C2AFWPAYWS5574 92537RAA7 1240000.00000000 PA USD 1172302.20000000 0.107744292037 Long DBT CORP US N 2 2027-07-15 Fixed 5.25000000 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAQ8 2326000.00000000 PA USD 1934030.62000000 0.177753449520 Long DBT CORP KY N 2 2029-03-08 Fixed 3.35000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H040640 3111000.00000000 PA USD 2995321.57000000 0.275294887260 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 4.00000000 N N N N N N TERRAFORM POWER OPERATIN 5493000S2OLR3UT5BE13 88104LAG8 1484000.00000000 PA USD 1333025.94000000 0.122516136345 Long DBT CORP US N 2 2030-01-15 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M7PU9 884960.47000000 PA USD 734039.08000000 0.067464277557 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 45.00000000 NC USD -11857.41000000 -0.00108979429 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT Ultra 10-Year U.S. Treasury Notes Futures UXYM3 Comdty 2023-06-21 5463185.54000000 USD -11857.41000000 N N N EDWARDS LIFESCIENCES COR YA13X31F3V31L8TMPR58 28176EAD0 1411000.00000000 PA USD 1405587.19000000 0.129185116844 Long DBT CORP US N 2 2028-06-15 Fixed 4.30000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AN3 1299000.00000000 PA USD 1116072.98000000 0.102576360508 Long DBT CORP US N 2 2030-05-15 Fixed 2.25000000 N N N N N N ORGANON & CO/ORG N/A 68622TAA9 1285000.00000000 PA USD 1175787.85000000 0.108064652172 Long DBT CORP US N 2 2028-04-30 Fixed 4.12500000 N N N N N N Freddie Mac - STACR 549300KB1O80CETXGJ21 35564TBD1 500000.00000000 PA USD 506642.90000000 0.046564683215 Long ABS-MBS USGSE US N 2 2049-07-25 Floating 8.09500000 N N N N N N AMER AIRLINE 16-3 AA PTT N/A 023771R91 629716.46000000 PA USD 558113.61000000 0.051295268221 Long DBT CORP US N 2 2028-10-15 Fixed 3.00000000 N N N N N N XIAOMI BEST TIME INTL 254900IGJCVEY8WNJT74 98422HAE6 1765000.00000000 PA USD 1082634.99000000 0.099503131984 Long DBT CORP HK N 2 2051-07-14 Fixed 4.10000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAY7 2750000.00000000 PA USD 2312776.07000000 0.212563296651 Long DBT US N 2 2031-07-15 Fixed 2.50000000 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 85205TAN0 312000.00000000 PA USD 340860.00000000 0.031327860157 Long DBT CORP US N 2 2029-11-30 Fixed 9.37500000 N N N N N N ASHLAND LLC 6O4MRU8C1MS0K34UQF79 04433LAA0 1306000.00000000 PA USD 1069601.41000000 0.098305237917 Long DBT CORP US N 2 2031-09-01 Fixed 3.37500000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCS0 1484000.00000000 PA USD 1418555.60000000 0.130377021247 Long DBT CORP US N 2 2029-09-01 Fixed 6.37500000 N N N N N N JP Morgan Mortgage Trust N/A 46654RAG7 2121319.20000000 PA USD 1801323.08000000 0.165556526282 Long ABS-MBS CORP US N 2 2052-05-25 Variable 3.00000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EF8 2933000.00000000 PA USD 3045964.50000000 0.279949392421 Long DBT CORP US N 2 2031-01-01 Fixed 6.12500000 N N N N N N OVINTIV INC 2549003MEX7YMKLGI239 292505AG9 1948000.00000000 PA USD 1945896.76000000 0.178844046171 Long DBT CORP US N 2 2038-02-01 Fixed 6.50000000 N N N N N N Lam Research Corp 549300I4GMO6D34U1T02 512807AT5 636000.00000000 PA USD 630586.16000000 0.057956096455 Long DBT CORP US N 2 2049-03-15 Fixed 4.87500000 N N N N N N CALLON PETROLEUM 549300EFOWPEB0WLZW21 13123XBD3 1951000.00000000 PA USD 1934611.60000000 0.177806846399 Long DBT CORP US N 2 2028-08-01 Fixed 8.00000000 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 718286CW5 927000.00000000 PA USD 943190.06000000 0.086686986744 Long DBT NUSS PH N 2 2033-07-17 Fixed 5.00000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAH4 1383000.00000000 PA USD 1058763.84000000 0.097309175377 Long DBT CORP FR N 2 2029-10-15 Fixed 5.50000000 N N N N N N ADIENT GLOBAL HOLDINGS 213800VA38VCKE6M8790 00687YAB1 448000.00000000 PA USD 460938.24000000 0.042364046012 Long DBT CORP JE N 2 2028-04-15 Fixed 7.00000000 N N N N N N Saudi Arabian Oil Co 5586006WD91QHB7J4X50 80414L2F1 1092000.00000000 PA USD 941189.34000000 0.086503103987 Long DBT CORP SA N 2 2049-04-16 Fixed 4.37500000 N N N N N N GENTING NY LLC/GENNY CAP N/A 37255JAA0 1306000.00000000 PA USD 1175648.49000000 0.108051843833 Long DBT CORP US N 2 2026-02-15 Fixed 3.30000000 N N N N N N QATAR ENERGY 254900QTESJKJ3P87J26 74730DAD5 1987000.00000000 PA USD 1485580.55000000 0.136537169873 Long DBT CORP QA N 2 2051-07-12 Fixed 3.30000000 N N N N N N Tank Holding Corp. 549300WQKU58ILVYFJ26 87583FAN8 1045446.50000000 PA USD 1007549.06000000 0.092602112461 Long LON CORP US N 2 2028-03-31 Variable 10.65700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBK82 459180.96000000 PA USD 400132.92000000 0.036775532952 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.50000000 N N N N N N DexKo Global Inc. 549300SMZ4OV1KBH1M19 25213YAU9 1154650.22000000 PA USD 1084649.55000000 0.099688286751 Long LON CORP US N 2 2028-10-04 Floating 8.90900000 N N N N N N NTT FINANCE CORP 3538007PR116187GD960 62954WAK1 1148000.00000000 PA USD 1138409.86000000 0.104629304981 Long DBT CORP JP N 2 2027-07-27 Fixed 4.37200000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAJ8 448000.00000000 PA USD 414023.68000000 0.038052208968 Long DBT CORP CA N 2 2028-01-15 Fixed 4.37500000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B93 1452000.00000000 PA USD 1203992.01000000 0.110656848324 Long DBT CORP US N 2 2029-02-10 Fixed 2.90000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CS6 2168000.00000000 PA USD 2154594.19000000 0.198025070352 Long DBT CORP DE N 2 2029-01-18 Fixed 6.72000000 N N N N N N Lam Research Corp 549300I4GMO6D34U1T02 512807108 2204.00000000 NS USD 1168384.48000000 0.107384221086 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DZV7 840761.42000000 PA USD 697861.81000000 0.064139286489 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.00000000 N N N N N N GS Mortgage-Backed Securities Trust N/A 36262LAJ9 794154.63000000 PA USD 688851.39000000 0.063311154184 Long ABS-MBS CORP US N 2 2051-11-25 Variable 2.50000000 N N N N N N USAA CAPITAL CORP 5493007XLF4LU3U2W757 90327QD55 1129000.00000000 PA USD 942093.79000000 0.086586230441 Long DBT CORP US N 2 2030-05-01 Fixed 2.12500000 N N N N N N DELTA AIR LINES/SKYMILES N/A 830867AB3 1723000.00000000 PA USD 1664156.16000000 0.152949749048 Long DBT CORP XX N 2 2028-10-20 Fixed 4.75000000 N N N N N N LEVI STRAUSS & CO MB0UERO0RDFKU8258G77 52736RBJ0 1907000.00000000 PA USD 1627805.67000000 0.149608837626 Long DBT CORP US N 2 2031-03-01 Fixed 3.50000000 N N N N N N Genting Singapore Ltd 254900Y2N3AK93K1O866 000000000 1750862.00000000 NS 1477737.79000000 0.135816355203 Long EC CORP SG N 2 N N N AIA GROUP LTD ZP5ILWVSYE4LJGMMVD57 00131LAK1 1940000.00000000 PA USD 1452129.58000000 0.133462748379 Long DBT CORP HK N 2 2040-09-16 Fixed 3.20000000 N N N N N N PARTNERRE FINANCE B LLC 549300O0FAGHK2F79881 70213BAB7 1806000.00000000 PA USD 1688646.59000000 0.155200622621 Long DBT CORP US N 2 2029-07-02 Fixed 3.70000000 N N N N N N AUST & NZ BANKING GROUP JHE42UYNWWTJB8YTTU19 052528AP1 2525000.00000000 PA USD 2648743.13000000 0.243441455054 Long DBT CORP AU N 2 2032-12-08 Fixed 6.74200000 N N N N N N MODIVCARE ESCROW ISSUER N/A 60783XAA2 1864000.00000000 PA USD 1584596.48000000 0.145637554806 Long DBT CORP US N 2 2029-10-01 Fixed 5.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YET8 1379000.00000000 PA USD 1362078.21000000 0.125186280837 Long DBT CORP US N 2 2026-07-17 Fixed 4.67900000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680AZ6 392000.00000000 PA USD 304974.80000000 0.028029712744 Long DBT CORP US N 2 2049-09-01 Fixed 4.45000000 N N N N N N GO DADDY OPCO/FINCO N/A 38016LAA3 1235000.00000000 PA USD 1202951.75000000 0.110561239805 Long DBT CORP US N 2 2027-12-01 Fixed 5.25000000 N N N N N N SEB Funding LLC N/A 78433DAA2 1858342.50000000 PA USD 1632379.95000000 0.150029251884 Long ABS-O CORP US N 2 2052-01-30 Fixed 4.96900000 N N N N N N ON SEMICONDUCTOR CORP ZV20P4CNJVT8V1ZGJ064 682189AQ8 3036000.00000000 PA USD 2736245.70000000 0.251483666743 Long DBT CORP US N 2 2028-09-01 Fixed 3.87500000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAM1 1294000.00000000 PA USD 1110769.60000000 0.102088935914 Long DBT CORP CA N 2 2030-10-15 Fixed 4.00000000 N N N N N N NEWS CORP 549300ITS31QK8VRBQ14 65249BAA7 1559000.00000000 PA USD 1387042.30000000 0.127480687692 Long DBT CORP US N 2 2029-05-15 Fixed 3.87500000 N N N N N N MURPHY OIL USA INC N32S6DTR2ZZ5222WHV58 626738AE8 1500000.00000000 PA USD 1368300.30000000 0.125758142497 Long DBT CORP US N 2 2029-09-15 Fixed 4.75000000 N N N N N N Marble Point CLO LTD 2549003LUS5LG1CTZP23 56606CAA1 2050466.00000000 PA USD 2014415.67000000 0.185141502108 Long ABS-CBDO CORP KY N 2 2033-04-20 Floating 6.10800000 N N N N N N MIDWEST GMNG BOR/MWG FIN N/A 59833DAB6 1984000.00000000 PA USD 1727029.68000000 0.158728346836 Long DBT CORP US N 2 2029-05-01 Fixed 4.87500000 N N N N N N CONSTELLATION EN GEN LLC S2PEWKCZFFECR4533P43 30161MAN3 499000.00000000 PA USD 492695.80000000 0.045282829086 Long DBT CORP US N 2 2042-06-15 Fixed 5.60000000 N N N N N N ADANI PORTS AND SPECIAL 335800QOAXP5TM7OYP69 00652MAE2 2280000.00000000 PA USD 1724952.90000000 0.158537473535 Long DBT CORP IN N 2 2029-07-03 Fixed 4.37500000 N N N N N N ALCON FINANCE CORP 549300CUZUI9VU7XNK42 01400EAD5 1552000.00000000 PA USD 1338158.91000000 0.122987898846 Long DBT CORP US N 2 2030-05-27 Fixed 2.60000000 N N N N N N BANK OF IRELAND GROUP 635400C8EK6DRI12LJ39 06279JAC3 1666000.00000000 PA USD 1657697.29000000 0.152356125343 Long DBT CORP IE N 2 2026-09-16 Fixed 6.25300000 N N N N N N SEAWORLD PARKS & ENTERTA 549300UZV72O3371JJ53 81282UAG7 2044000.00000000 PA USD 1847224.12000000 0.169775212435 Long DBT CORP US N 2 2029-08-15 Fixed 5.25000000 N N N N N N LABL INC 5493004FUZN8R6Y3VB98 50168AAB6 448000.00000000 PA USD 432453.31000000 0.039746044770 Long DBT CORP US N 2 2026-07-15 Fixed 6.75000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -173.46000000 -0.00001594241 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 8925000.00000000 DKK 1306559.94000000 USD 2023-06-30 -173.46000000 N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAX9 1059000.00000000 PA USD 1052917.23000000 0.096771823443 Long DBT CORP US N 2 2033-06-01 Fixed 5.20000000 N N N N N N Pinterest Inc N/A 72352L106 40999.00000000 NS USD 1118042.73000000 0.102757396865 Long EC CORP US N 1 N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C35 1096000.00000000 PA USD 1131630.96000000 0.104006267865 Long DBT CORP US N 2 2027-11-04 Fixed 7.35000000 N N N N N N ROBLOX Corp N/A 771049103 24599.00000000 NS USD 1106463.02000000 0.101693125506 Long EC CORP US N 1 N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272AY4 1404000.00000000 PA USD 1176903.27000000 0.108167168519 Long DBT CORP US N 2 2030-09-01 Fixed 2.50000000 N N N N N N BX Trust N/A 05608VAE6 361698.11000000 PA USD 348044.30000000 0.031988156894 Long ABS-MBS CORP US N 2 2034-01-15 Floating 5.89100000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 7168.83000000 0.000658874915 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 2263000.00000000 CAD 1682008.90000000 USD 2023-04-20 7168.83000000 N N N Avant Loans Funding Trust N/A 05353LAA3 1367000.00000000 PA USD 1327550.84000000 0.122012929259 Long ABS-O CORP US N 2 2030-07-15 Fixed 1.21000000 N N N N N N MEMPHIS-SHELBY CNTY TN INDL DEV BRD ECON DEV GROWTH ENGINE T N/A 58611YAD6 1415000.00000000 PA USD 904037.56000000 0.083088547370 Long DBT MUN US N 3 2045-07-01 Fixed 7.00000000 Y N N N N N ANTERO RESOURCES CORP APVBKPOULHUX7YZLKU17 03674XAS5 4893000.00000000 PA USD 4557217.88000000 0.418846108231 Long DBT CORP US N 2 2030-03-01 Fixed 5.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMFR1 487390.48000000 PA USD 424351.04000000 0.039001378979 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N AVIS BUDGET CAR/FINANCE N/A 053773BC0 1381000.00000000 PA USD 1336946.10000000 0.122876431552 Long DBT CORP US N 2 2027-07-15 Fixed 5.75000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636ABF7 1454000.00000000 PA USD 1456335.23000000 0.133849282485 Long DBT CORP DK N 2 2026-01-09 Fixed 6.46600000 N N N N N N DARLING INGREDIENTS INC L1N0SPPKS7EXZYUMZ898 237266AJ0 1091000.00000000 PA USD 1088272.50000000 0.100021265895 Long DBT CORP US N 2 2030-06-15 Fixed 6.00000000 N N N N N N PORT OF SEATTLE WA REVENUE 549300T9UCDUJ3GZL429 735389ZE1 1105000.00000000 PA USD 1012834.38000000 0.093087877191 Long DBT MUN US N 2 2036-05-01 Fixed 3.75500000 N N N N N N BRITISH AIR 20-1 A PTT N/A 11044MAA4 512116.45000000 PA USD 479848.61000000 0.044102065806 Long DBT CORP US N 2 2032-11-15 Fixed 4.25000000 N N N N N N NORINCHUKIN BANK 5493007VSMFZCPV1NB83 656029AL9 885000.00000000 PA USD 907355.65000000 0.083393507352 Long DBT CORP JP N 2 2028-03-09 Fixed 5.43000000 N N N N N N BELLRING BRANDS INC 549300S3BOK5CMTS8054 07831CAA1 874000.00000000 PA USD 886122.38000000 0.081441993789 Long DBT CORP US N 2 2030-03-15 Fixed 7.00000000 N N N N N N FMG RESOURCES AUG 2006 549300EFD6S2NFE9D745 30251GBC0 4005000.00000000 PA USD 3518452.58000000 0.323374964492 Long DBT CORP AU N 2 2031-04-01 Fixed 4.37500000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDR8 1319000.00000000 PA USD 1184989.60000000 0.108910369291 Long DBT CORP US N 2 2030-01-15 Fixed 4.37500000 N N N N N N Fannie Mae - CAS N/A 20754LAJ8 1100000.00000000 PA USD 993215.52000000 0.091284741292 Long ABS-MBS USGSE US N 2 2041-12-25 Floating 10.56000000 N N N N N N ANSYS Inc 549300VJV8H15Z5FJ571 03662Q105 3519.00000000 NS USD 1171123.20000000 0.107635932162 Long EC CORP US N 1 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 22185000.00000000 OU Notional Amount USD 57552.77000000 0.005289576747 N/A DIR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A N/A Y Inflation based on US CPI Urban Consumers NSA 2028-02-10 0.00000000 USD 0.00000000 USD 22185000.00000000 USD 57552.77000000 N N N Freddie Mac - STACR N/A 35564KJG5 709653.97000000 PA USD 685152.60000000 0.062971204715 Long ABS-MBS USGSE US N 2 2041-09-25 Floating 5.41000000 N N N N N N PULTEGROUP INC N/A 745867AP6 1215000.00000000 PA USD 1270085.09000000 0.116731350371 Long DBT CORP US N 2 2033-05-15 Fixed 6.37500000 N N N N N N Northern Natural Gas Co 5493007M02M6CT9EXE41 665501AL6 139000.00000000 PA USD 116318.98000000 0.010690678692 Long DBT CORP US N 2 2049-01-15 Fixed 4.30000000 N N N N N N Cboe Global Markets Inc 529900RLNSGA90UPEH54 12503M108 8445.00000000 NS USD 1133656.80000000 0.104192459358 Long EC CORP US N 1 N N N OCI NV 549300NCMRGIBJYUOE57 67116NAA7 1111000.00000000 PA USD 1109463.61000000 0.101968904605 Long DBT CORP NL N 2 2033-03-16 Fixed 6.70000000 N N N N N N GS Mortgage Securities Trust N/A 36261TAA2 4000000.00000000 PA USD 3832756.80000000 0.352262128287 Long ABS-MBS CORP US N 2 2026-06-15 Floating 14.18400000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H042653 3213000.00000000 PA USD 3165655.06000000 0.290949947270 Long ABS-MBS USGA US N 2 2053-05-18 Fixed 4.50000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BL0 4532000.00000000 PA USD 4278221.01000000 0.393203982644 Long DBT CORP US N 2 2027-11-15 Fixed 5.50000000 N N N N N N Leggett & Platt Inc DKOVQUCDW4ZLYCUD4T55 524660AZ0 828000.00000000 PA USD 802530.00000000 0.073759160981 Long DBT CORP US N 2 2029-03-15 Fixed 4.40000000 N N N N N N MURPHY OIL CORP QBKYQD0ODE7DC7PDIN91 626717AM4 2000000.00000000 PA USD 1950416.54000000 0.179259451428 Long DBT CORP US N 2 2027-12-01 Fixed 5.87500000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 23396.22000000 0.002150306602 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 1752000.00000000 AUD 1196883.88000000 USD 2023-05-30 23396.22000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -1562.59000000 -0.00014361497 N/A DFE AU N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 199153.26000000 USD 295000.00000000 AUD 2023-05-30 -1562.59000000 N N N Frontera Generation Holdings LLC 549300Z0VKX5FIRQMN80 64440DAB1 133293.23000000 PA USD 133959.70000000 0.012312007124 Long LON CORP US N 2 2026-07-28 Floating 18.15900000 N N N N N N Apache Corp 72ZZ1XRHOOU9P9X16K08 037411AW5 3080000.00000000 PA USD 2614997.00000000 0.240339905909 Long DBT CORP US N 2 2040-09-01 Fixed 5.10000000 N N N N N N ENCINO ACQUISITION PARTN 549300BUKUEKT2UE4T49 29254BAA5 1734000.00000000 PA USD 1518888.63000000 0.139598458591 Long DBT CORP US N 2 2028-05-01 Fixed 8.50000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 1392911.00000000 OU Notional Amount USD 2993.25000000 0.000275104492 N/A DIR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A N/A Y Inflation based on US CPI Urban Consumers NSA 2052-03-02 6559.12000000 USD 0.00000000 USD 1392911.00000000 USD -3565.87000000 N N N COMSTOCK RESOURCES INC I03QQGEA4SS774AURI46 205768AS3 1713000.00000000 PA USD 1569005.22000000 0.144204588741 Long DBT CORP US N 2 2029-03-01 Fixed 6.75000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CW3 1869000.00000000 PA USD 1884055.41000000 0.173160313364 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AW0 1100000.00000000 PA USD 1107718.83000000 0.101808544857 Long DBT CORP GB N 2 2030-04-01 Fixed 5.62500000 N N N N N N OCEANEERING INTL INC 549300L6PH74701W0R30 675232AB8 1964000.00000000 PA USD 1847754.39000000 0.169823948645 Long DBT CORP US N 2 2028-02-01 Fixed 6.00000000 N N N N N N Frontera Generation Holdings LLC 549300Z0VKX5FIRQMN80 64440DAD7 129376.00000000 PA USD 48516.00000000 0.004459022658 Long LON CORP US N 2 2028-07-28 Floating 6.65900000 N N N N N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 67091TAD7 2847000.00000000 PA USD 2339806.95000000 0.215047658643 Long DBT CORP MA N 2 2031-06-23 Fixed 3.75000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 04505AAA7 1155000.00000000 PA USD 1136876.64000000 0.104488389351 Long DBT CORP US N 2 2032-08-11 Fixed 5.50000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAT6 824000.00000000 PA USD 647852.81000000 0.059543044752 Long DBT CORP US N 2 2052-03-15 Fixed 4.25000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CA5 2358000.00000000 PA USD 2101830.91000000 0.193175687446 Long DBT CORP US N 2 2030-09-01 Fixed 3.50000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BX8 1052000.00000000 PA USD 1025700.00000000 0.094270334341 Long DBT CORP CA N 2 2028-02-15 Fixed 6.00000000 N N N N N N UNIVERSITY OF MIAMI 5493008ZSVWUNRYQE312 914453AA3 992000.00000000 PA USD 852604.46000000 0.078361419035 Long DBT CORP US N 2 2052-04-01 Fixed 4.06300000 N N N N N N CHARLES RIVER LABORATORI 549300BSQ0R4UZ5KX287 159864AG2 1304000.00000000 PA USD 1158808.70000000 0.106504127509 Long DBT CORP US N 2 2029-03-15 Fixed 3.75000000 N N N N N N GOODMAN US FIN FIVE LLC N/A 38239PAA5 1095000.00000000 PA USD 1026110.67000000 0.094308078319 Long DBT US N 2 2032-05-04 Fixed 4.62500000 N N N N N N MEMORIAL SLOAN-KETTERING 549300IZ71UAMEHWL382 586054AC2 1478000.00000000 PA USD 1284446.34000000 0.118051268319 Long DBT CORP US N 2 2055-07-01 Fixed 4.20000000 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAH3 2299000.00000000 PA USD 2100136.50000000 0.193019957119 Long DBT CORP US N 2 2029-11-15 Fixed 4.00000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KJ5 1543000.00000000 PA USD 1585513.46000000 0.145721832871 Long DBT CORP US N 2 2033-01-15 Fixed 6.15000000 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAL4 3447000.00000000 PA USD 3071277.00000000 0.282275821043 Long DBT CORP US N 2 2031-02-15 Fixed 3.87500000 N N N N N N AEROPUERTO INTL TOCUMEN 254900FO1PHX49ZIGB14 00787CAE2 2690000.00000000 PA USD 2094855.82000000 0.192534618843 Long DBT CORP PA N 2 2061-08-11 Fixed 5.12500000 N N N N N N BALL CORP 0BGI85ALH27ZJP15DY16 058498AY2 1541000.00000000 PA USD 1596506.82000000 0.146732213804 Long DBT CORP US N 2 2028-03-15 Fixed 6.87500000 N N N N N N Republic of Turkey 5493000PCHOG3B6S3Q85 900123CP3 2981000.00000000 PA USD 2613800.42000000 0.240229930286 Long DBT NUSS TR N 2 2028-02-17 Fixed 5.12500000 N N N N N N Mobileye Global Inc N/A 60741F104 28271.00000000 NS USD 1223286.17000000 0.112430141601 Long EC CORP US N 1 N N Buckeye Partners LP 549300C1PQJLVEIUBK50 118230AS0 1532000.00000000 PA USD 1320461.44000000 0.121361354619 Long DBT CORP US N 2 2078-01-22 Variable 8.83500000 N N N N N N Westlake Automobile Receivables Trust N/A 96043FAH6 3118000.00000000 PA USD 2852974.99000000 0.262212056326 Long ABS-O CORP US N 2 2027-09-15 Fixed 3.91000000 N N N N N N FMC CORP CKDHZ2X64EEBQCSP7013 302491AU9 893000.00000000 PA USD 810222.46000000 0.074466161835 Long DBT CORP US N 2 2029-10-01 Fixed 3.45000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 63938CAJ7 448000.00000000 PA USD 437351.04000000 0.040196186765 Long DBT CORP US N 2 2026-06-15 Fixed 6.75000000 N N N N N N GREENSAIF PIPELINES BIDC 549300YWDGUXPB8GRP47 39541EAA1 1131000.00000000 PA USD 1164587.52000000 0.107035248981 Long DBT CORP LU N 2 2038-02-23 Fixed 6.12900000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 12215.79000000 0.001122732385 N/A DFE CH N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 634944.73000000 USD 589000.00000000 CHF 2023-05-23 12215.79000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -288716.66000000 PA USD -288716.66000000 -0.02653545487 Short RA CORP US N 2 Reverse repurchase N -5.50000000 2050-12-31 327000.00000000 USD 296523.60000000 USD CDS N N N BALL CORP 0BGI85ALH27ZJP15DY16 058498AW6 2897000.00000000 PA USD 2416098.00000000 0.222059438686 Long DBT CORP US N 2 2030-08-15 Fixed 2.87500000 N N N N N N EMPRESA DE TRANSMISION 254900RX1DOMC83TZ320 29247QAA2 793000.00000000 PA USD 637063.81000000 0.058551446198 Long DBT CORP PA N 2 2049-05-02 Fixed 5.12500000 N N N N N N AIA GROUP LTD ZP5ILWVSYE4LJGMMVD57 00131LAJ4 1304000.00000000 PA USD 1200087.34000000 0.110297976777 Long DBT CORP HK N 2 2030-04-07 Fixed 3.37500000 N N N N N N WMG ACQUISITION CORP 549300NAS11NXI33CP80 92933BAT1 1919000.00000000 PA USD 1702095.43000000 0.156436682525 Long DBT CORP US N 2 2029-12-01 Fixed 3.75000000 N N N N N N RANGE RESOURCES CORP H3Y3WLYCX0BTO1TRW162 75281ABK4 2643000.00000000 PA USD 2412636.12000000 0.221741263211 Long DBT CORP US N 2 2030-02-15 Fixed 4.75000000 N N N N N N CF Industries Inc 5FVKT86LAD2F40NPC183 12527GAH6 1047000.00000000 PA USD 1020784.59000000 0.093818567407 Long DBT CORP US N 2 2026-12-01 Fixed 4.50000000 N N N N N N WASHINGTON MUTUAL BANK F N/A 93933WAA4 1250000.00000000 PA USD 0.01000000 0.000000000919 Long DBT CORP US N 3 2011-06-15 None 0.00000000 Y N N N N N SK INVICTUS INTERMEDIATE N/A 29977LAA9 1402000.00000000 PA USD 1165510.64000000 0.107120091362 Long DBT CORP LU N 2 2029-10-30 Fixed 5.00000000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBJ7 1287000.00000000 PA USD 1108145.61000000 0.101847769477 Long DBT CORP US N 2 2031-12-01 Fixed 3.56900000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAG0 1328000.00000000 PA USD 1285635.74000000 0.118160584040 Long DBT US N 2 2025-06-15 Fixed 4.62500000 N N N N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 09857L108 499.00000000 NS USD 1323552.59000000 0.121645456934 Long EC CORP US N 1 N N N JOHNS HOPKINS UNIVERSITY 549300Z1XKWYKTIOM958 478115AF5 692000.00000000 PA USD 458127.92000000 0.042105754303 Long DBT CORP US N 2 2060-01-01 Fixed 2.81300000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBS3 1839000.00000000 PA USD 1804842.38000000 0.165879979131 Long DBT CORP US N 2 2028-03-15 Fixed 4.30000000 N N N N N N WEATHERFORD INTERNATIONA 549300A2JKMG5PGOGF82 947075AU1 2101000.00000000 PA USD 2151339.96000000 0.197725979634 Long DBT CORP BM N 2 2030-04-30 Fixed 8.62500000 N N N N N N ITC HOLDINGS CORP 549300HTO5U9D3SLE207 465685AR6 1129000.00000000 PA USD 1136523.13000000 0.104455898851 Long DBT CORP US N 2 2027-09-22 Fixed 4.95000000 N N N N N N JP Morgan Mortgage Trust N/A 46592NAC0 379357.83000000 PA USD 307873.54000000 0.028296130984 Long ABS-MBS CORP US N 2 2051-11-25 Variable 2.50000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2V5 2294000.00000000 PA USD 2300522.00000000 0.211437046016 Long DBT CORP FR N 2 2029-01-13 Fixed 5.12500000 N N N N N N UMBS, TBA N/A 01F050452 1361000.00000000 PA USD 1369953.64000000 0.125910098152 Long ABS-MBS USGSE US N 2 2038-05-15 Fixed 5.00000000 N N N N N N GRIFFON CORPORATION 5493000C2SGNC7ZN3242 398433AP7 224000.00000000 PA USD 207989.60000000 0.019115968734 Long DBT CORP US N 2 2028-03-01 Fixed 5.75000000 N N N N N N Capital One Multi-Asset Execution Trust R42WS16M9R97TJJKGU15 14041NGA3 865000.00000000 PA USD 845252.57000000 0.077685719388 Long ABS-O CORP US N 2 2027-05-15 Fixed 3.49000000 N N N N N N Lattice Semiconductor Corp 549300LRBBPZDQ2II567 518415104 18004.00000000 NS USD 1719382.00000000 0.158025461636 Long EC CORP US N 1 N N N BX Trust N/A 05608VAG1 226061.32000000 PA USD 215969.60000000 0.019849396899 Long ABS-MBS CORP US N 2 2034-01-15 Floating 6.14100000 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 370334CT9 1342000.00000000 PA USD 1363523.26000000 0.125319092914 Long DBT CORP US N 2 2033-03-29 Fixed 4.95000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46653HAJ4 2110000.00000000 PA USD 2074283.82000000 0.190643881475 Long ABS-MBS CORP US N 2 2033-08-15 Floating 11.38500000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 55285AAA5 2620000.00000000 PA USD 2597075.00000000 0.238692725513 Long ABS-CBDO CORP US N 2 2037-06-19 Floating 6.90600000 N N N N N N GLOBAL AIR LEASE CO LTD N/A 37960JAA6 1308996.00000000 PA USD 1182560.08000000 0.108687076260 Long DBT CORP KY N 2 2024-09-15 Fixed 6.50000000 N N Y N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AE6 2071000.00000000 PA USD 1905320.00000000 0.175114705495 Long DBT CORP US N 2 2030-01-30 Fixed 4.75000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 197677AG2 640000.00000000 PA USD 662388.67000000 0.060879010806 Long DBT CORP US N 2 2025-06-15 Fixed 7.69000000 N N N N N N AI CANDELARIA SPAIN SLU 213800L5KA2MJ5FKRZ02 001355AA4 1224171.00000000 PA USD 1118176.15000000 0.102769659269 Long DBT CORP ES N 2 2028-12-15 Fixed 7.50000000 N N N N N N Wix.com Ltd 5493008P6N29Q1AG9464 000000000 11724.00000000 NS USD 1170055.20000000 0.107537774107 Long EC CORP IL N 1 N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 1099000.00000000 PA USD 1032073.00000000 0.094856065881 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N WHITE CAP BUYER LLC N/A 96350RAA2 720000.00000000 PA USD 625218.15000000 0.057462731828 Long DBT CORP US N 2 2028-10-15 Fixed 6.87500000 N N N N N N Hospitality Mortgage Trust N/A 40443RAA9 981605.10000000 PA USD 960238.40000000 0.088253870542 Long ABS-MBS CORP US N 2 2036-11-15 Floating 5.68400000 N N N N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 45262BAF0 1436000.00000000 PA USD 1474793.81000000 0.135545779031 Long DBT CORP GB N 2 2027-07-27 Fixed 6.12500000 N N N N N N MGM China Holdings Ltd 529900VZFN87OS7WJM66 55300RAB7 600000.00000000 PA USD 565434.00000000 0.051968072757 Long DBT CORP KY N 2 2026-05-15 Fixed 5.87500000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAQ4 1065000.00000000 PA USD 965749.06000000 0.088760345886 Long DBT CORP NL N 2 2029-05-09 Fixed 5.12500000 N N N N N N LENNOX INTERNATIONAL INC S7DWAC87RDMPBF77GJ92 526107AF4 885000.00000000 PA USD 780137.23000000 0.071701079754 Long DBT CORP US N 2 2027-08-01 Fixed 1.70000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BZ3 1724000.00000000 PA USD 1762790.00000000 0.162015016742 Long DBT CORP CA N 2 2029-02-01 Fixed 7.50000000 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978VAS2 1387000.00000000 PA USD 1168229.28000000 0.107369956919 Long DBT CORP US N 2 2030-05-15 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHWU7 1734338.41000000 PA USD 1765436.80000000 0.162258279608 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5.00000000 N N N N N N Sunshine Investments B.V. 254900U303DPAFR7MA71 000000000 1089576.23000000 PA USD 1076408.70000000 0.098930884309 Long LON CORP NL N 2 2029-07-12 Variable 9.01100000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BT8 2068000.00000000 PA USD 2082786.20000000 0.191425320693 Long DBT CORP LR N 2 2030-01-15 Fixed 7.25000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCB7 2483000.00000000 PA USD 2282696.39000000 0.209798724660 Long DBT CORP US N 2 2029-06-01 Fixed 5.37500000 N N N N N N CLOUD SOFTWARE GRP HOLDG N/A 88632QAE3 1610000.00000000 PA USD 1425685.54000000 0.131032321849 Long DBT CORP US N 2 2029-03-31 Fixed 6.50000000 N N N N N N ALFA BANK (ALFA BOND) 54930015QM0G7XTNYR27 000000000 2645000.00000000 PA USD 0.03000000 0.000000002757 Long DBT CORP IE Y 3 2031-10-26 Fixed 5.50000000 N Y N N N N FACTSET RESEARCH SYSTEMS 549300ZSJE7NBK6K9P30 303075AB1 1066000.00000000 PA USD 930808.52000000 0.085549020559 Long DBT CORP US N 2 2032-03-01 Fixed 3.45000000 N N N N N N INGEVITY CORP 5493009UTFC4B5IMGF87 45688CAB3 1275000.00000000 PA USD 1093980.88000000 0.100545913347 Long DBT CORP US N 2 2028-11-01 Fixed 3.87500000 N N N N N N GLOBAL ATLANTIC N/A 37959GAC1 1000000.00000000 PA USD 804093.49000000 0.073902858675 Long DBT CORP US N 2 2051-10-15 Fixed 4.70000000 N N N N N N PTC Inc 54930050SSMU8SKDJ030 69370CAC4 1211000.00000000 PA USD 1132788.92000000 0.104112693990 Long DBT CORP US N 2 2028-02-15 Fixed 4.00000000 N N N N N N TECK RESOURCES LIMITED T8KI5SQ2JRWHL7XY0E11 878742BG9 1913000.00000000 PA USD 1758974.02000000 0.161664296541 Long DBT CORP CA N 2 2030-07-15 Fixed 3.90000000 N N N N N N Madison IAQ LLC 549300IXDNBXNHUPBU73 55759VAB4 1124174.00000000 PA USD 1072602.52000000 0.098581064809 Long LON CORP US N 2 2028-06-21 Floating 8.30200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHPS0 1622124.46000000 PA USD 1519965.04000000 0.139697389595 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 35564KYP8 587000.00000000 PA USD 609903.92000000 0.056055227117 Long ABS-MBS USGSE US N 2 2042-06-25 Floating 9.06000000 N N N N N N LIFE TIME INC 549300PALKE96VYH4X17 53190FAA3 895000.00000000 PA USD 870387.50000000 0.079995827855 Long DBT CORP US N 2 2026-01-15 Fixed 5.75000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 635.37000000 0.000058395771 N/A DFE CH N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 166373.80000000 USD 152000.00000000 CHF 2023-05-23 635.37000000 N N N Electricite de France SA 549300X3UK4GG3FNMO06 268317AU8 1250000.00000000 PA USD 1217455.56000000 0.111894260199 Long DBT CORP FR N 2 2028-09-21 Fixed 4.50000000 N N N N N N DOLLAR TREE INC 549300PMSTQITB1WHR43 256746AK4 1720000.00000000 PA USD 1215916.92000000 0.111752846426 Long DBT CORP US N 2 2051-12-01 Fixed 3.37500000 N N N N N N Webster Financial Corp KMRURHT0VWKYS6Z5KU67 947890AJ8 1622000.00000000 PA USD 1481203.43000000 0.136134876253 Long DBT CORP US N 2 2029-03-25 Fixed 4.10000000 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 817477AG7 1146000.00000000 PA USD 1160118.72000000 0.106624529209 Long DBT NUSS RS N 2 2028-05-26 Fixed 6.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H050656 18086000.00000000 PA USD 18093064.93000000 1.662902681297 Long ABS-MBS USGA US N 2 2053-05-18 Fixed 5.00000000 N N N N N N CHOBANI LLC/FINANCE CORP N/A 17027NAB8 583000.00000000 PA USD 531920.46000000 0.048887900562 Long DBT CORP US N 2 2028-11-15 Fixed 4.62500000 N N N N N N OHIO UNIV GEN RECPTS ATHENS 549300P1K3IH2L5SFY61 677704A65 500000.00000000 PA USD 481037.40000000 0.044211325464 Long DBT MUN US N 2 2114-12-01 Fixed 5.59000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBX2 1051000.00000000 PA USD 1165386.04000000 0.107108639589 Long DBT CORP US N 2 2032-10-19 Fixed 7.75000000 N N N N N N AG ISSUER LLC N/A 00119LAA9 1220000.00000000 PA USD 1100210.58000000 0.101118474429 Long DBT CORP US N 2 2028-03-01 Fixed 6.25000000 N N N N N N CENOVUS ENERGY INC 549300F4XPHJ7NOSP309 15135UAW9 1364000.00000000 PA USD 1126735.75000000 0.103556357479 Long DBT CORP CA N 2 2032-01-15 Fixed 2.65000000 N N N N N N PATTERN ENERGY OP LP/PAT N/A 70339PAA7 1173000.00000000 PA USD 1074959.12000000 0.098797655889 Long DBT CORP US N 2 2028-08-15 Fixed 4.50000000 N N N N N N GOVT OF BERMUDA 549300FP5PUZXX9FVJ40 085209AG9 1296000.00000000 PA USD 1111796.24000000 0.102183292643 Long DBT NUSS BM N 2 2030-08-20 Fixed 2.37500000 N N N N N N RESORTS WORLD/RWLV CAP N/A 76120HAA5 2000000.00000000 PA USD 1546224.74000000 0.142110873750 Long DBT CORP US N 2 2029-04-16 Fixed 4.62500000 N N N N N N CHART INDUSTRIES INC EM7QGKC1GYOF3LSZSL80 000000000 1063000.00000000 PA USD 1099641.61000000 0.101066181368 Long DBT CORP US N 2 2030-01-01 Fixed 7.50000000 N N N N N N JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 000000000 717871.00000000 OU Notional Amount 28266.07000000 0.002597886194 N/A DCR US N 2 JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 Credit Suisse Group AG Credit Suisse Group AG Y buy protection 2027-12-20 45930.62000000 EUR 0.00000000 EUR 717871.00000000 EUR -16426.74000000 N N N GOODMAN US FIN FOUR N/A 38239KAA6 1079000.00000000 PA USD 936440.44000000 0.086066640703 Long DBT US N 2 2037-10-15 Fixed 4.50000000 N N N N N N UPC BROADBAND FINCO BV 213800MNFBDEQRS6HZ22 90320BAA7 2867000.00000000 PA USD 2482721.66000000 0.228182705434 Long DBT CORP NL N 2 2031-07-15 Fixed 4.87500000 N N N N N N UMBS, TBA N/A 01F052458 2481000.00000000 PA USD 2520581.18000000 0.231662309225 Long ABS-MBS USGSE US N 2 2038-05-15 Fixed 5.50000000 N N N N N N UNION ELECTRIC CO QMPJLLDULY5C1M8PNY21 906548CS9 759000.00000000 PA USD 498365.71000000 0.045803940826 Long DBT CORP US N 2 2051-03-15 Fixed 2.62500000 N N N N N N 2023-04-28 LORD ABBETT SERIES FUND INC Michael Hebert Michael Hebert Chief Financial Officer XXXX