NPORT-P false 0000911507 XXXXXXXX S000031962 C000099493 C000099496 C000099494 C000188254 C000156650 C000156651 C000099497 C000099498 C000156652 C000099495 LORD ABBETT INVESTMENT TRUST 811-07988 0000911507 54930085JIVNI3FPKR71 30 HUDSON STREET JERSEY CITY 07302-3973 201-827-2000 Lord Abbett Inflation Focused Fund S000031962 XER1ATGF2H4CFV3O1571 2025-11-30 2025-05-31 N 853983764.09 95854229.37 758129534.72 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 72088409.71000000 0.00000000 0.00000000 0.00000000 USD N Bloomberg Barclay US TIPS Index BC304T UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAG2 1450000.00000000 PA USD 1433723.37000000 0.189113245737 Long DBT CORP US N 2 2026-04-15 Fixed 4.37500000 N N N N N N AGL CLO 14, LTD. 254900G6P36ERQHAIS15 00851WAL3 2000000.00000000 PA USD 1997164.00000000 0.263433082149 Long ABS-CBDO CORP KY N 2 2034-12-02 Floating 5.39900000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 8200000.00000000 OU Notional Amount USD -24871.50000000 -0.00328063989 N/A DIR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2044-07-26 0.00000000 USD 0.00000000 USD 8200000.00000000 USD -24871.50000000 N N N Nelnet Student Loan Trust N/A 64035DAB2 2029398.77000000 PA USD 1891905.99000000 0.249549173769 Long ABS-O CORP US N 2 2062-04-20 Fixed 1.36000000 N N N N N N SYNCHRONY BANK 549300UATVPGSLE43Z27 87166FAE3 250000.00000000 PA USD 253453.35000000 0.033431404317 Long DBT CORP US N 2 2027-08-23 Fixed 5.62500000 N N N N N N Verdant Receivables LLC N/A 92340GAC4 1935000.00000000 PA USD 1940513.30000000 0.255960651990 Long ABS-O CORP US N 2 2033-05-12 Fixed 4.96000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 20000000.00000000 OU Notional Amount USD -47573.40000000 -0.00627510178 N/A DIR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2027-04-04 0.00000000 USD 0.00000000 USD 20000000.00000000 USD -47573.40000000 N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAL8 296000.00000000 PA USD 297466.51000000 0.039236897703 Long DBT CORP US N 2 2030-03-15 Fixed 5.20000000 N N N N N N Wells Fargo Commercial Mortgage Trust 54930012YCNUERXJ1I74 95003VAC2 1080000.00000000 PA USD 1121404.07000000 0.147917211854 Long ABS-MBS CORP US N 2 2057-07-15 Fixed 5.92800000 N N N N N N WHISTLER PIPELINE LLC 549300NG57SGLTNW5C85 96337RAA0 690000.00000000 PA USD 692828.66000000 0.091386580824 Long DBT CORP US N 2 2029-09-30 Fixed 5.40000000 N N N N N N ENLINK MIDSTREAM PARTNER 2T3D6M0JSY48PSZI1Q41 29336UAE7 1013000.00000000 PA USD 1013000.00000000 0.133618326896 Long DBT CORP US N 2 2025-06-01 Fixed 4.15000000 N N N N N N NAVOI MINING METALLURGIC N/A 63890CAA2 293000.00000000 PA USD 296276.79000000 0.039079969376 Long DBT CORP UZ N 2 2028-10-17 Fixed 6.70000000 N N N N N N BX Trust N/A 05612HAA9 1132979.15000000 PA USD 1135787.35000000 0.149814417983 Long ABS-MBS CORP US N 2 2041-04-15 Floating 5.77100000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDB5 2700000.00000000 PA USD 2650907.79000000 0.349664228683 Long DBT CORP MX N 2 2027-01-23 Fixed 6.49000000 N N N N N N JACKSON NATL LIFE GLOBAL 635400PQXLYXWJI5QD78 46849LVB4 449000.00000000 PA USD 444403.43000000 0.058618403537 Long DBT CORP US N 2 2029-10-01 Fixed 4.60000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCB9 524000.00000000 PA USD 535732.09000000 0.070664980780 Long DBT CORP CA N 2 2029-04-05 Fixed 5.30000000 N N N N N N Fannie Mae - CAS N/A 20755RAA3 629905.68000000 PA USD 631377.20000000 0.083280913232 Long ABS-MBS USGSE US N 2 2044-09-25 Floating 5.47200000 N N N N N N Greystone Commercial Real Estate Notes N/A 39809PAA3 1275564.69000000 PA USD 1275657.17000000 0.168263748024 Long ABS-CBDO CORP KY N 2 2039-07-15 Floating 5.46300000 N N N N N N Mercedes-Benz Auto Lease Trust N/A 58770JAE4 2175000.00000000 PA USD 2209966.82000000 0.291502536016 Long ABS-O CORP US N 2 2030-02-15 Fixed 5.32000000 N N N N N N EXPAND ENERGY CORP X2MT1W32SPAZ9WSKLE78 92735LAA0 1195000.00000000 PA USD 1209778.57000000 0.159574124815 Long DBT CORP US N 2 2029-04-15 Fixed 6.75000000 N N N N N N EVERI HOLDINGS INC 5299006DK5S7BG10K532 30034TAA1 2000000.00000000 PA USD 2016392.00000000 0.265969324192 Long DBT CORP US N 2 2029-07-15 Fixed 5.00000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 15000000.00000000 OU Notional Amount USD -2646978.45000000 -0.34914593466 N/A DIR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2025-10-01 0.00000000 USD 0.00000000 USD 15000000.00000000 USD -2646978.45000000 N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607AC1 681000.00000000 PA USD 687895.73000000 0.090735909695 Long DBT CORP US N 2 2030-04-01 Fixed 4.85000000 N N N N N N FIRSTENERGY TRANSMISSION 549300AINIIPOLYX2R63 33767BAG4 228000.00000000 PA USD 225994.88000000 0.029809533813 Long DBT CORP US N 2 2030-01-15 Fixed 4.55000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 20000000.00000000 OU Notional Amount USD -46463.60000000 -0.00612871519 N/A DIR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2028-04-04 0.00000000 USD 0.00000000 USD 20000000.00000000 USD -46463.60000000 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEB8 215000.00000000 PA USD 217603.24000000 0.028702646452 Long DBT CORP US N 2 2030-01-23 Fixed 5.01200000 N N N N N N Aqua Finance Trust N/A 03842VAA5 262834.15000000 PA USD 241058.92000000 0.031796534623 Long ABS-O CORP US N 2 2046-07-17 Fixed 1.54000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397E58 1429000.00000000 PA USD 1409932.57000000 0.185975154037 Long DBT CORP US N 2 2029-03-08 Fixed 5.80000000 N N N N N N Octane Receivables Trust N/A 67571GAB8 570000.00000000 PA USD 570707.54000000 0.075278367859 Long ABS-O CORP US N 2 2030-05-20 Fixed 4.94000000 N N N N N N Madison Park Funding Ltd N/A 55822GAQ7 2450000.00000000 PA USD 2451107.40000000 0.323309841886 Long ABS-CBDO CORP KY N 2 2034-07-27 Floating 5.56300000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3C3 1615000.00000000 PA USD 1477640.29000000 0.194906044723 Long DBT CORP US N 2 2028-08-19 Fixed 1.98500000 N N N N N N CANADIAN NATL RESOURCES 549300T15RIMIKZC5Q38 136385BB6 211000.00000000 PA USD 210261.54000000 0.027734249936 Long DBT CORP CA N 2 2029-12-15 Fixed 5.00000000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 02005NBF6 5002000.00000000 PA USD 5010955.58000000 0.660962981985 Long DBT CORP US N 2 2025-11-20 Fixed 5.75000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAW3 1680000.00000000 PA USD 1682660.57000000 0.221948953699 Long DBT CORP US N 2 2029-03-04 Fixed 4.78600000 N N N N N N 6297782 LLC 254900Z1WAY7QFQ7O850 83007CAA0 756000.00000000 PA USD 756684.72000000 0.099809423765 Long DBT CORP US N 2 2027-09-01 Fixed 4.91100000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KQ9 642000.00000000 PA USD 650490.52000000 0.085802028572 Long DBT CORP US N 2 2029-05-15 Fixed 5.55000000 N N N N N N STELLANTIS FIN US INC 549300QZ0AI8Q7LNON33 85855CAM2 500000.00000000 PA USD 501573.11000000 0.066159289017 Long DBT CORP US N 2 2028-03-17 Fixed 5.35000000 N N N N N N CAPITAL ONE NA 207ALC1P1YM0OVDV0K75 25466AAN1 510000.00000000 PA USD 520437.05000000 0.068647510242 Long DBT CORP US N 2 2028-08-09 Fixed 5.97400000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KBC9 2232000.00000000 PA USD 2145486.65000000 0.282997370731 Long DBT CORP US N 2 2028-01-06 Fixed 2.49000000 N N N N N N DTE ENERGY CO 549300IX8SD6XXD71I78 233331BK2 509000.00000000 PA USD 516196.16000000 0.068088121667 Long DBT CORP US N 2 2029-03-01 Fixed 5.10000000 N N N N N N AG TTMT ESCROW ISSUER N/A 00840KAA7 1329000.00000000 PA USD 1380571.85000000 0.182102369947 Long DBT CORP US N 2 2027-09-30 Fixed 8.62500000 N N N N N N Octane Receivables Trust N/A 67578YAB2 599522.87000000 PA USD 604813.42000000 0.079777055542 Long ABS-O CORP US N 2 2032-07-20 Fixed 5.80000000 N N N N N N CROWDSTRIKE HOLDINGS INC 549300YBY08K9KM4HX32 22788CAA3 948000.00000000 PA USD 887953.30000000 0.117124219455 Long DBT CORP US N 2 2029-02-15 Fixed 3.00000000 N N N N N N Freddie Mac - STACR 529900P3PHNE8PW64Z68 35564NEZ2 138781.18000000 PA USD 138740.43000000 0.018300359456 Long ABS-MBS USGSE US N 2 2044-10-25 Floating 5.32200000 N N N N N N KKR Financial CLO Ltd N/A 48255UAJ3 3000000.00000000 PA USD 3016872.00000000 0.397936218263 Long ABS-CBDO CORP JE N 2 2036-01-15 Floating 6.00600000 N N N N N N PROTECTIVE LIFE GLOBAL 635400EVYITCJYWL2I50 74368CCC6 442000.00000000 PA USD 442717.53000000 0.058396027291 Long DBT CORP US N 2 2030-06-05 Fixed 4.80300000 N N N N N N MATADOR RESOURCES CO 549300CI3Q2UUK5R4G79 576485AF3 1666000.00000000 PA USD 1690163.66000000 0.222938638134 Long DBT CORP US N 2 2028-04-15 Fixed 6.87500000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017BL7 498000.00000000 PA USD 499613.17000000 0.065900765913 Long DBT CORP US N 2 2030-02-15 Fixed 5.05000000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAP9 508000.00000000 PA USD 509344.09000000 0.067184309102 Long DBT CORP US N 2 2030-06-15 Fixed 5.15000000 N N N N N N First National Master Note Trust N/A 32113CCE8 1230000.00000000 PA USD 1247131.93000000 0.164501166738 Long ABS-O CORP US N 2 2030-02-15 Fixed 4.85000000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 28470RAK8 167000.00000000 PA USD 167349.70000000 0.022074024600 Long DBT CORP US N 2 2027-07-01 Fixed 8.12500000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397F81 2471000.00000000 PA USD 2449787.65000000 0.323135762136 Long DBT CORP US N 2 2026-11-05 Fixed 5.12500000 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74762EAK8 546000.00000000 PA USD 548430.85000000 0.072339992690 Long DBT CORP US N 2 2027-08-09 Fixed 4.75000000 N N N N N N LADDER CAP FIN LLLP/CORP N/A 505742AP1 538000.00000000 PA USD 521508.26000000 0.068788806677 Long DBT US N 2 2029-06-15 Fixed 4.75000000 N N N N N N Dominican Republic International Bonds 254900EHU7Q8FGVPI369 000000000 129000.00000000 PA USD 130562.19000000 0.017221620319 Long DBT NUSS DO Y 2 2026-01-29 Fixed 6.87500000 N N N N N N Fannie Mae - CAS N/A 20755AAB8 675777.11000000 PA USD 691492.31000000 0.091210311474 Long ABS-MBS USGSE US N 2 2043-01-25 Floating 6.62200000 N N N N N N BOOST NEWCO BORROWER LLC 254900S8RE1OL7TTCU64 92943EAG1 1750000.00000000 PA USD 1755197.50000000 0.231516834474 Long LON CORP US N 2 2031-01-31 Floating 6.29900000 N N N N N N Cedar Funding Ltd 549300G87EGFMLOYN341 15032FAM8 720000.00000000 PA USD 720406.80000000 0.095024236229 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 5.81900000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 5700000.00000000 OU Notional Amount USD -234.95000000 -0.00003099074 N/A DIR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2045-05-29 0.00000000 USD 0.00000000 USD 5700000.00000000 USD -234.95000000 N N N FIRST CITIZENS BANCSHARE 549300N3Z00ZHE2XC526 31946MAA1 313000.00000000 PA USD 312953.70000000 0.041279713514 Long DBT CORP US N 2 2030-03-15 Variable 6.76400000 N N N N N N PSEG POWER LLC N/A 69362BBD3 426000.00000000 PA USD 430273.85000000 0.056754661346 Long DBT CORP US N 2 2030-05-15 Fixed 5.20000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816EF2 646000.00000000 PA USD 653501.18000000 0.086199145406 Long DBT CORP US N 2 2031-04-25 Fixed 5.01600000 N N N N N N Freddie Mac - STACR 529900GRKKKHILZX4347 35564NCW1 2018626.55000000 PA USD 2028869.46000000 0.267615145840 Long ABS-MBS USGSE US N 2 2044-05-25 Floating 5.57200000 N N N N N N RANGE RESOURCES CORP H3Y3WLYCX0BTO1TRW162 75281ABJ7 1282000.00000000 PA USD 1317775.49000000 0.173819305230 Long DBT CORP US N 2 2029-01-15 Fixed 8.25000000 N N N N N N OSAIC HOLDINGS INC 549300XL60BDV6UW5C86 00791GAA5 829000.00000000 PA USD 834349.09000000 0.110053632234 Long DBT CORP US N 2 2027-08-01 Fixed 10.75000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05555PAB8 1200000.00000000 PA USD 1195811.76000000 0.157731852570 Long ABS-MBS CORP US N 2 2057-09-15 Fixed 4.73800000 N N N N N N M&T Equipment Notes N/A 55376YAC9 395000.00000000 PA USD 396913.46000000 0.052354306463 Long ABS-O CORP US N 2 2031-08-18 Fixed 4.76000000 N N N N N N VITERRA FINANCE BV 213800HBZGEIZLKJBI17 92852LAC3 4414000.00000000 PA USD 4415637.02000000 0.582438332471 Long DBT CORP NL N 2 2027-04-21 Fixed 4.90000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAR2 3407000.00000000 PA USD 3329665.53000000 0.439194804780 Long DBT CORP US N 2 2027-12-15 Fixed 4.25000000 N N N N N N RR Ltd N/A 74980FAQ8 2750000.00000000 PA USD 2751694.00000000 0.362958290632 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 5.60600000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017BK9 427000.00000000 PA USD 428656.28000000 0.056541298072 Long DBT CORP US N 2 2028-03-15 Fixed 4.90000000 N N N N N N Regatta XIV Funding Ltd N/A 75888MAN0 1578732.36000000 PA USD 1579453.84000000 0.208335616496 Long ABS-CBDO CORP KY N 2 2031-10-25 Floating 5.38200000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EAW5 1142000.00000000 PA USD 1144389.12000000 0.150949022243 Long DBT CORP GB N 2 2028-05-09 Fixed 4.83600000 N N N N N N AIR CANADA 4B4HI3CGXMBDC0G6BM51 008911BK4 995000.00000000 PA USD 983070.85000000 0.129670564854 Long DBT CORP CA N 2 2026-08-15 Fixed 3.87500000 N N N N N N Exeter Automobile Receivables Trust N/A 30165AAF2 705000.00000000 PA USD 714201.59000000 0.094205746813 Long ABS-O CORP US N 2 2030-09-16 Fixed 5.98000000 N N N N N N GS Mortgage Securities Trust 549300WZ62L3Y22NOZ64 36252AAE6 849009.97000000 PA USD 1843.37000000 0.000243147102 Long ABS-MBS CORP US N 2 2048-11-10 Variable 0.70500000 N N N N N N CLECO CORPORATE HOLDINGS 5493002H80P81B3HXL31 18551PAC3 283000.00000000 PA USD 279771.23000000 0.036902826916 Long DBT CORP US N 2 2026-05-01 Fixed 3.74300000 N N N N N N F&G ANNUITIES & LIFE INC N/A 30190AAC8 1120000.00000000 PA USD 1166379.57000000 0.153849641332 Long DBT CORP US N 2 2028-01-13 Fixed 7.40000000 N N N N N N STUDIO CITY FINANCE LTD 254900D6R731QAUIG324 000000000 746000.00000000 PA USD 744841.32000000 0.098247236901 Long DBT CORP VG Y 2 2025-07-15 Fixed 6.00000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 10000000.00000000 OU Notional Amount USD 1102492.00000000 0.145422642109 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2028-08-14 0.00000000 USD 0.00000000 USD 10000000.00000000 USD 1102492.00000000 N N N LAD Auto Receivables Trust N/A 50571AAD3 2070000.00000000 PA USD 2096897.58000000 0.276588298432 Long ABS-O CORP US N 2 2028-06-15 Fixed 6.24000000 N N N N N N CNO GLOBAL FUNDING 6354008GTNR4833ULD48 18977W2A7 1313000.00000000 PA USD 1260931.62000000 0.166321395256 Long DBT CORP US N 2 2026-10-07 Fixed 1.75000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFS9 476000.00000000 PA USD 480888.97000000 0.063430976894 Long DBT CORP US N 2 2030-07-19 Fixed 5.04200000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABX4 910000.00000000 PA USD 834205.30000000 0.110034665818 Long DBT CORP US N 2 2028-06-15 Fixed 2.00000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80288DAD8 560000.00000000 PA USD 563269.45000000 0.074297257157 Long ABS-O CORP US N 2 2031-03-17 Fixed 4.88000000 N N N N N N Gen Digital Inc YF6ZV0M6AU4FY94MK914 66877AAC2 2218750.00000000 PA USD 2220369.69000000 0.292874711815 Long LON CORP US N 2 2027-09-10 Floating 5.92700000 N N N N N N ARCELORMITTAL SA 2EULGUTUI56JI9SAL165 03938LBE3 604000.00000000 PA USD 626595.58000000 0.082650200434 Long DBT CORP LU N 2 2027-11-29 Fixed 6.55000000 N N N N N N UMBS, TBA N/A 01F050478 9064000.00000000 PA USD 9064328.03000000 1.195617320640 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 5.00000000 N N N N N N EQT Corp 4NT01YGM4X7ZX86ISY52 26884LAF6 2239000.00000000 PA USD 2202395.87000000 0.290503900604 Long DBT CORP US N 2 2027-10-01 Fixed 3.90000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFY6 692000.00000000 PA USD 698634.04000000 0.092152331231 Long DBT CORP US N 2 2029-04-12 Fixed 4.99400000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 10000000.00000000 OU Notional Amount USD 1061335.90000000 0.139994005165 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2028-10-09 0.00000000 USD 0.00000000 USD 10000000.00000000 USD 1061335.90000000 N N N Santander Drive Auto Receivables Trust N/A 80287LAC3 3632000.00000000 PA USD 3656096.14000000 0.482252170976 Long ABS-O CORP US N 2 2029-01-16 Fixed 5.63000000 N N N N N N OHIO EDISON CO N/A 677347CJ3 147000.00000000 PA USD 148251.71000000 0.019554931342 Long DBT CORP US N 2 2029-12-15 Fixed 4.95000000 N N N N N N ATLAS WAREHOUSE LEND 25490068J12A1HV7YM70 049463AD4 464000.00000000 PA USD 466947.66000000 0.061592068190 Long DBT CORP US N 2 2028-01-15 Fixed 6.05000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 10000000.00000000 OU Notional Amount USD 1562449.80000000 0.206092722739 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2028-12-02 0.00000000 USD 0.00000000 USD 10000000.00000000 USD 1562449.80000000 N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHG7 541000.00000000 PA USD 531405.88000000 0.070094338191 Long DBT CORP US N 2 2029-03-05 Fixed 3.97000000 N N N N N N Exeter Automobile Receivables Trust N/A 30168BAF7 1250000.00000000 PA USD 1271633.25000000 0.167732978569 Long ABS-O CORP US N 2 2029-06-15 Fixed 6.69000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJS0 802000.00000000 PA USD 812172.05000000 0.107128401256 Long DBT CORP US N 2 2030-07-23 Fixed 5.10000000 N N N N N N HOLCIM FINANCE US LLC 529900FB2F1WKLFNGY62 43475RAB2 560000.00000000 PA USD 563027.06000000 0.074265285048 Long DBT CORP US N 2 2028-04-07 Fixed 4.70000000 N N N N N N TRITON CONTAINER 549300O4LZFLCX53XZ54 89680YAA3 3872000.00000000 PA USD 3777393.45000000 0.498251720452 Long DBT CORP BM N 2 2026-04-15 Fixed 2.05000000 N N N N N N BMO Mortgage Trust N/A 05610QAC7 800000.00000000 PA USD 854532.64000000 0.112715914743 Long ABS-MBS CORP US N 2 2056-11-15 Variable 7.05500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 226373AR9 2000000.00000000 PA USD 2026059.24000000 0.267244467760 Long DBT CORP US N 2 2029-02-01 Fixed 6.00000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 10000000.00000000 OU Notional Amount USD 1070168.50000000 0.141159056729 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2028-08-09 0.00000000 USD 0.00000000 USD 10000000.00000000 USD 1070168.50000000 N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBB8 1865000.00000000 PA USD 1737059.94000000 0.229124425371 Long DBT CORP US N 2 2029-03-15 Fixed 4.05400000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439AM1 5156000.00000000 PA USD 5146791.18000000 0.678880183964 Long DBT CORP GB N 2 2025-12-10 Fixed 4.58200000 N N N N N N LBA Trust N/A 52109XAA6 550000.00000000 PA USD 551108.86000000 0.072693231797 Long ABS-MBS CORP US N 2 2041-10-15 Floating 5.77200000 N N N N N N AEGON FUNDING CO LLC KEIOKM01PSK5VZ5CCI74 00775VAA2 1714000.00000000 PA USD 1731995.89000000 0.228456459045 Long DBT CORP US N 2 2027-04-16 Fixed 5.50000000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 000000000 296000.00000000 PA USD 307048.20000000 0.040500756920 Long DBT NUSS DO Y 2 2027-04-20 Fixed 8.62500000 N N N N N N RGA GLOBAL FUNDING 549300Y22K5FOEBMSK42 76209PAE3 660000.00000000 PA USD 677905.53000000 0.089418166547 Long DBT CORP US N 2 2029-05-24 Fixed 5.44800000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AU4 788000.00000000 PA USD 783248.36000000 0.103313262988 Long DBT CORP GB N 2 2028-03-15 Fixed 4.50000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MBG9 974000.00000000 PA USD 1002782.40000000 0.132270588873 Long DBT CORP IE N 2 2027-04-15 Fixed 6.45000000 N N N N N N JAGUAR LAND ROVER AUTOMO 529900L73GEWN1O5NH84 47010BAJ3 1424000.00000000 PA USD 1428887.17000000 0.188475333641 Long DBT CORP GB N 2 2025-10-15 Fixed 7.75000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 8000000.00000000 OU Notional Amount USD 55258.24000000 0.007288759699 N/A DIR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2034-12-10 0.00000000 USD 0.00000000 USD 8000000.00000000 USD 55258.24000000 N N N Romania Government International Bonds 315700IASY927EDWBK92 000000000 1206000.00000000 PA USD 1196256.88000000 0.157790565492 Long DBT NUSS RO Y 2 2027-11-25 Fixed 5.25000000 N N N N N N Carlyle Global Market Strategies N/A 14315LAA2 205540.28000000 PA USD 205759.59000000 0.027140426612 Long ABS-CBDO CORP KY N 2 2031-07-27 Floating 5.59400000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BY5 428000.00000000 PA USD 420176.75000000 0.055422817705 Long DBT CORP US N 2 2027-08-05 Fixed 3.75000000 N N N N N N HELMERICH & PAYNE INC 254900NAOGHJ88RZ4C73 423452AJ0 913000.00000000 PA USD 862391.22000000 0.113752489581 Long DBT CORP US N 2 2029-12-01 Fixed 4.85000000 N N N N N N BMO Mortgage Trust N/A 05593RAC6 1110000.00000000 PA USD 1151390.79000000 0.151872567585 Long ABS-MBS CORP US N 2 2057-02-15 Fixed 5.85700000 N N N N N N GREENKO DUTCH BV 724500PT585P4JPVRP08 39530LAD2 1378960.00000000 PA USD 1350739.58000000 0.178167386724 Long DBT CORP NL N 2 2026-03-29 Fixed 3.85000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 63938CAH1 800000.00000000 PA USD 800188.70000000 0.105547754487 Long DBT CORP US N 2 2025-06-25 Fixed 6.75000000 N N N N N N F&G GLOBAL FUNDING 6354009CCUKJIZ7KFX73 30321L2A9 1080000.00000000 PA USD 1045982.81000000 0.137968877625 Long DBT CORP US N 2 2026-06-30 Fixed 1.75000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAZ4 608000.00000000 PA USD 602309.78000000 0.079446816462 Long DBT CORP DK N 2 2026-09-11 Fixed 1.62100000 N N N N N N Morgan Stanley Capital I Trust N/A 61767FBB6 3246840.76000000 PA USD 36065.91000000 0.004757222657 Long ABS-MBS CORP US N 2 2049-08-15 Variable 1.42900000 N N N N N N PERMIAN RESOURC OPTG LLC 5493004CTVUMQLRPOE23 15138AAA8 1001000.00000000 PA USD 999011.91000000 0.131773247743 Long DBT CORP US N 2 2026-01-15 Fixed 5.37500000 N N N N N N American Money Management Corporation N/A 00177GAL5 1980000.00000000 PA USD 1980845.46000000 0.261280608297 Long ABS-CBDO CORP KY N 2 2035-04-15 Floating 5.60600000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJP6 909000.00000000 PA USD 936246.23000000 0.123494229827 Long DBT CORP US N 2 2027-10-26 Fixed 6.78700000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECY9 476000.00000000 PA USD 480303.62000000 0.063353767133 Long DBT CORP GB N 2 2031-02-25 Fixed 5.36700000 N N N N N N Morgan Stanley BAML Trust N/A 61766RBA3 3687234.33000000 PA USD 41092.01000000 0.005420183242 Long ABS-MBS CORP US N 2 2049-11-15 Variable 1.25600000 N N N N N N DELL INT LLC / EMC CORP 254900ZARLSVK41DKO78 24703TAL0 344000.00000000 PA USD 345654.29000000 0.045593038414 Long DBT CORP US N 2 2028-04-01 Fixed 4.75000000 N N N N N N KKR Financial CLO Ltd 549300ULSPVDFXMNXZ65 48252YAQ2 1600000.00000000 PA USD 1601529.60000000 0.211247488279 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 5.81900000 N N N N N N NMI HOLDINGS 529900KNNGFXJX1C3Z08 629209AC1 273000.00000000 PA USD 277415.84000000 0.036592142542 Long DBT CORP US N 2 2029-08-15 Fixed 6.00000000 N N N N N N HAT HOLDINGS I LLC/HAT N/A 418751AL7 158000.00000000 PA USD 162819.00000000 0.021476409049 Long DBT CORP US N 2 2027-06-15 Fixed 8.00000000 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2N4 1140000.00000000 PA USD 1130292.41000000 0.149089615723 Long DBT CORP US N 2 2027-09-23 Fixed 4.40000000 N N N N N N MACQUARIE AIRFINANCE HLD 549300MCGUSL5B852H65 55609NAE8 1034000.00000000 PA USD 1019212.97000000 0.134437839883 Long DBT CORP GB N 2 2030-03-17 Fixed 5.15000000 N N N N N N Cent CLO LP 5493007YZPNOMQEILE23 19737LAS2 1670000.00000000 PA USD 1662643.65000000 0.219308650284 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 5.36900000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95001XBB1 150000.00000000 PA USD 143009.39000000 0.018863450564 Long ABS-MBS CORP US N 2 2052-05-15 Fixed 3.72900000 N N N N N N PERMIAN RESOURC OPTG LLC 5493004CTVUMQLRPOE23 27034RAA1 983000.00000000 PA USD 1001403.73000000 0.132088737364 Long DBT CORP US N 2 2027-04-15 Fixed 8.00000000 N N N N N N FLUTTER TREASURY DAC 635400JE8VLL9UFVIC38 344045AA7 961000.00000000 PA USD 984758.80000000 0.129893211502 Long DBT CORP IE N 2 2029-04-29 Fixed 6.37500000 N N N N N N TCI-Flatiron CLO Ltd N/A 87232AAL8 149924.20000000 PA USD 150093.31000000 0.019797844975 Long ABS-CBDO CORP KY N 2 2032-01-29 Floating 5.60200000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAS0 3000000.00000000 PA USD 3106475.73000000 0.409755271062 Long DBT CORP KY N 2 2028-05-04 Fixed 6.37500000 N N N N N N MUTUAL OF OMAHA GLOBAL 635400AL5J3F1ZPTAN95 62829D2F6 420000.00000000 PA USD 424850.13000000 0.056039253259 Long DBT CORP US N 2 2030-04-01 Fixed 5.00000000 N N N N N N GGAM FINANCE LTD 254900X2QXEN0FVXRF65 36170JAB2 799000.00000000 PA USD 807179.36000000 0.106469847570 Long DBT CORP KY N 2 2026-05-15 Fixed 7.75000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BN7 969000.00000000 PA USD 1008144.11000000 0.132977817619 Long DBT CORP US N 2 2028-10-06 Fixed 6.12500000 N N N N N N LADDER CAP FIN LLLP/CORP N/A 505742AG1 1741000.00000000 PA USD 1739912.22000000 0.229500651315 Long DBT US N 2 2025-10-01 Fixed 5.25000000 N N N N N N DT MIDSTREAM INC N/A 23345MAA5 993000.00000000 PA USD 946453.65000000 0.124840625072 Long DBT CORP US N 2 2029-06-15 Fixed 4.12500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CD5 403000.00000000 PA USD 381408.07000000 0.050309090008 Long DBT CORP US N 2 2029-03-01 Fixed 3.20000000 N N N N N N Honda Auto Receivables Owner Trust N/A 438123AC5 1000000.00000000 PA USD 1011787.60000000 0.133458406995 Long ABS-O CORP US N 2 2028-06-21 Fixed 5.67000000 N N N N N N VERALTO CORP 635400FJE6GSOJUSNY27 92338CAD5 706000.00000000 PA USD 724902.39000000 0.095617220646 Long DBT CORP US N 2 2028-09-18 Fixed 5.35000000 N N N N N N SODEXO INC 549300WSZGQGJQXRFU84 833794AC4 281000.00000000 PA USD 283333.24000000 0.037372668788 Long DBT CORP US N 2 2030-08-15 Fixed 5.15000000 N N N N N N SWEDBANK AB M312WZV08Y7LYUC71685 870195AD6 696000.00000000 PA USD 699794.52000000 0.092305402698 Long DBT CORP SE N 2 2029-11-20 Floating 5.37700000 N N N N N N GM Financial Automobile Leasing Trust N/A 36271VAD9 785000.00000000 PA USD 788482.73000000 0.104003695132 Long ABS-O CORP US N 2 2028-02-21 Fixed 4.66000000 N N N N N N GE HEALTHCARE TECH INC 549300OI9J7XOWZMUN85 36266GAA5 232000.00000000 PA USD 233320.75000000 0.030775842295 Long DBT CORP US N 2 2029-08-14 Fixed 4.80000000 N N N N N N World Omni Auto Receivables Trust N/A 98164DAD9 2405000.00000000 PA USD 2432638.74000000 0.320873759508 Long ABS-O CORP US N 2 2029-02-15 Fixed 5.79000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285XAE5 875000.00000000 PA USD 887871.43000000 0.117113420509 Long ABS-O CORP US N 2 2030-11-15 Fixed 5.77000000 N N N N N N Romark CLO Ltd N/A 77587UAL6 1739945.67000000 PA USD 1741142.75000000 0.229662962628 Long ABS-CBDO CORP KY N 2 2030-10-23 Floating 5.57100000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 19000000.00000000 OU Notional Amount USD 94227.65000000 0.012428964403 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2051-11-15 26347.59000000 USD 0.00000000 USD 19000000.00000000 USD 67880.06000000 N N N RAKUTEN GROUP INC 529900IMXUCQKUL1H943 75102WAG3 1825000.00000000 PA USD 1971405.93000000 0.260035500493 Long DBT CORP JP N 2 2027-02-15 Fixed 11.25000000 N N N N N N Freddie Mac - STACR 5493000IRJ8RDHSNEL96 35564KE39 331860.43000000 PA USD 338122.04000000 0.044599507671 Long ABS-MBS USGSE US N 2 2042-08-25 Floating 6.62200000 N N N N N N COMM Mortgage Trust N/A 12624QAS2 861122.83000000 PA USD 13943.13000000 0.001839148768 Long ABS-MBS CORP US N 2 2045-10-15 Variable 1.14400000 N N N N N N MACQUARIE AIRFINANCE HLD 549300MCGUSL5B852H65 55609NAB4 1902000.00000000 PA USD 1991749.67000000 0.262718912637 Long DBT CORP GB N 2 2029-03-30 Fixed 8.12500000 N N N N N N FED CAISSES DESJARDINS 549300B2Q47IR0CR5B54 31429KAK9 439000.00000000 PA USD 452436.76000000 0.059678028526 Long DBT CORP CA N 2 2028-03-14 Fixed 5.70000000 N N N N N N Wells Fargo Commercial Mortgage Trust 5493007OD9MH69ES1S63 95000HBK7 7056835.00000000 PA USD 77806.55000000 0.010262962519 Long ABS-MBS CORP US N 2 2049-10-15 Variable 0.97300000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BH2 377000.00000000 PA USD 341114.24000000 0.044994189564 Long DBT CORP US N 2 2029-11-15 Fixed 2.45000000 N N N N N N XPO INC 54930096DB9LCLPN7H13 98379KAA0 1109000.00000000 PA USD 1122159.39000000 0.148016841266 Long DBT CORP US N 2 2028-06-01 Fixed 6.25000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACN5 1497000.00000000 PA USD 1545799.31000000 0.203896463494 Long DBT CORP US N 2 2028-09-21 Fixed 6.10000000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AE7 1587000.00000000 PA USD 1553282.28000000 0.204883494028 Long DBT CORP US N 2 2026-08-18 Fixed 3.50000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2L7 446000.00000000 PA USD 445773.69000000 0.058799145737 Long DBT CORP FR N 2 2026-06-09 Fixed 2.21900000 N N N N N N Aon Corp LTS3U8DGK38SETRUWX71 037389AK9 1183000.00000000 PA USD 1243658.15000000 0.164042962718 Long DBT CORP US N 2 2027-01-01 Fixed 8.20500000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95004JAC8 1600000.00000000 PA USD 1681209.12000000 0.221757502248 Long ABS-MBS CORP US N 2 2058-01-15 Fixed 6.09600000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AF4 448000.00000000 PA USD 465301.14000000 0.061374886307 Long DBT CORP US N 2 2029-01-15 Fixed 6.35000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12649AAE9 39135267.03000000 PA USD 62373.79000000 0.008227326221 Long ABS-MBS CORP US N 2 2037-09-15 Variable 0.54000000 N N N N N N Octane Receivables Trust N/A 67578XAA6 208942.60000000 PA USD 209005.45000000 0.027568567168 Long ABS-O CORP US N 2 2028-02-22 Fixed 5.11000000 N N N N N N Corpay Technologies Operating Company LLC 549300FKKKZCXLK48427 33903RAZ2 1598869.94000000 PA USD 1600500.79000000 0.211111784556 Long LON CORP US N 2 2028-04-28 Floating 6.07700000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 85000000.00000000 OU Notional Amount USD 329583.25000000 0.043473210698 N/A DIR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2025-07-18 0.00000000 USD -3904.20000000 USD 85000000.00000000 USD 333487.45000000 N N N Elanco Animal Health Incorporated 549300SHPNDCE059M934 28414BAF3 1987024.56000000 PA USD 1986984.82000000 0.262090411862 Long LON CORP US N 2 2027-08-01 Floating 6.17400000 N N N N N N Bank5 N/A 065923AY0 830000.00000000 PA USD 862692.37000000 0.113792212345 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 5.88400000 N N N N N N The Huntington National Bank N/A 44644NAA7 792677.25000000 PA USD 803601.85000000 0.105997961192 Long ABS-O CORP US N 2 2032-05-20 Fixed 6.15300000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAK7 346000.00000000 PA USD 339291.98000000 0.044753826946 Long DBT CORP US N 2 2026-01-30 Fixed 1.95000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CU7 510000.00000000 PA USD 513248.03000000 0.067699252765 Long DBT CORP US N 2 2027-05-01 Fixed 5.04000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GC36 293000.00000000 PA USD 297214.79000000 0.039203694934 Long DBT CORP US N 2 2031-01-28 Fixed 5.20700000 N N N N N N ENLINK MIDSTREAM LLC 2T3D6M0JSY48PSZI1Q41 29336TAC4 1810000.00000000 PA USD 1846728.52000000 0.243590103725 Long DBT CORP US N 2 2028-01-15 Fixed 5.62500000 N N N N N N Affirm Inc N/A 00835AAA6 790000.00000000 PA USD 788878.75000000 0.104055931588 Long ABS-O CORP US N 2 2029-09-15 Fixed 4.62000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GBD9 858000.00000000 PA USD 868913.47000000 0.114612797708 Long DBT CORP NL N 2 2029-06-26 Fixed 5.12500000 N N N N N N COTERRA ENERGY INC FCNMH6O7VWU7LHXMK351 127097AK9 548000.00000000 PA USD 539604.05000000 0.071175706167 Long DBT CORP US N 2 2029-03-15 Fixed 4.37500000 N N N N N N HAT HOLDINGS I LLC/HAT N/A 418751AE3 2067000.00000000 PA USD 2013510.38000000 0.265589228197 Long DBT CORP US N 2 2026-06-15 Fixed 3.37500000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B77 1357000.00000000 PA USD 1313141.71000000 0.173208093058 Long DBT CORP US N 2 2026-08-10 Fixed 2.70000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBZ4 1252000.00000000 PA USD 1260021.66000000 0.166201368274 Long DBT CORP FR N 2 2027-02-19 Fixed 5.25000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80287LAD1 740000.00000000 PA USD 748261.43000000 0.098698361656 Long ABS-O CORP US N 2 2029-09-17 Fixed 5.55000000 N N N N N N Venture CDO Ltd 549300NQPL9XHZ20E278 92330YAN3 1470442.33000000 PA USD 1471373.12000000 0.194079382561 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 5.57800000 N N N N N N LINCOLN FIN GLBL FUNDING 984500OC010458395923 53359KAA9 553000.00000000 PA USD 565484.77000000 0.074589465797 Long DBT CORP US N 2 2030-01-13 Fixed 5.30000000 N N N N N N IQVIA Inc 549300PLWY28YB00C717 46266TAA6 237000.00000000 PA USD 235711.93000000 0.031091247498 Long DBT CORP US N 2 2027-05-15 Fixed 5.00000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17324TAE9 190000.00000000 PA USD 187426.74000000 0.024722258059 Long ABS-MBS CORP US N 2 2049-02-10 Fixed 3.61600000 N N N N N N SYNOVUS BANK GA DX0JX77PRMOELF7VG772 87164DSE1 250000.00000000 PA USD 246307.69000000 0.032488866179 Long DBT CORP US N 2 2030-10-29 Fixed 4.00000000 N N N N N N BAYER US FINANCE LLC 54930093Q75GSEM74I71 07274EAJ2 1799000.00000000 PA USD 1870844.63000000 0.246771104978 Long DBT CORP US N 2 2029-01-21 Fixed 6.25000000 N N N N N N VITERRA FINANCE BV 213800HBZGEIZLKJBI17 92852LAA7 4352000.00000000 PA USD 4240108.95000000 0.559285551586 Long DBT CORP NL N 2 2026-04-21 Fixed 2.00000000 N N N N N N Affirm Inc N/A 00792FAA6 2240000.00000000 PA USD 2250902.08000000 0.296902043373 Long ABS-O CORP US N 2 2028-09-15 Fixed 6.82000000 N N N N N N CFCRE Commercial Mortgage Trust N/A 12531YAQ1 694224.87000000 PA USD 4076.63000000 0.000537722092 Long ABS-MBS CORP US N 2 2058-05-10 Variable 1.56400000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BQ4 2638000.00000000 PA USD 2550616.25000000 0.336435415478 Long DBT CORP PA N 2 2028-08-01 Fixed 4.00000000 N N N N N N Potomac Energy Center LLC 549300BHYFK6M9HVNA29 000000000 858000.00000000 PA USD 861217.50000000 0.113597671711 Long LON CORP US N 2 2026-11-12 Floating 10.56100000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAD7 2599000.00000000 PA USD 2552541.84000000 0.336689407693 Long DBT US N 2 2027-02-15 Fixed 3.75000000 N N N N N N DIRECTV FIN LLC/COINC N/A 25461LAA0 2712000.00000000 PA USD 2671397.62000000 0.352366910621 Long DBT CORP US N 2 2027-08-15 Fixed 5.87500000 N N N N N N Morgan Stanley BAML Trust N/A 61778GAE6 1140000.00000000 PA USD 1177592.64000000 0.155328685411 Long ABS-MBS CORP US N 2 2058-03-15 Fixed 5.63500000 N N N N N N Navient Student Loan Trust N/A 63942JAA5 1914725.34000000 PA USD 1715531.68000000 0.226284770798 Long ABS-O CORP US N 2 2069-10-15 Fixed 1.06000000 N N N N N N HERBALIFE/HLF FINANCING N/A 42704MAA0 1675000.00000000 PA USD 1678480.82000000 0.221397629709 Long DBT CORP XX N 2 2025-09-01 Fixed 7.87500000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AY1 1020000.00000000 PA USD 1026730.36000000 0.135429410539 Long DBT CORP US N 2 2030-03-01 Fixed 4.80000000 N N N N N N Fannie Mae - CAS N/A 20754XAA1 953400.77000000 PA USD 952093.37000000 0.125584524332 Long ABS-MBS USGSE US N 2 2044-07-25 Floating 5.32200000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863BB5 201000.00000000 PA USD 193987.41000000 0.025587633922 Long DBT CORP GB N 2 2029-03-16 Fixed 3.87500000 N N N N N N Verizon Master Trust 5493007MUBNP1GFMEB89 92348KDJ9 410000.00000000 PA USD 408762.83000000 0.053917280791 Long ABS-O CORP US N 2 2032-08-20 Fixed 4.35000000 N N N N N N FIRSTENERGY PENN ELECTRI O1PLQWO3TX952VMBJ146 708696CA5 1081000.00000000 PA USD 1084981.90000000 0.143112997226 Long DBT CORP US N 2 2026-03-30 Fixed 5.15000000 N N N N N N First National Master Note Trust N/A 32113CBV1 1515000.00000000 PA USD 1522576.36000000 0.200833273242 Long ABS-O CORP US N 2 2029-04-15 Fixed 5.13000000 N N N N N N Affirm Master Trust N/A 00833BAA6 1430000.00000000 PA USD 1434002.00000000 0.189149998031 Long ABS-O CORP US N 2 2033-02-15 Fixed 4.99000000 N N N N N N SAMMONS FINANCIAL GLOBAL 635400IPRNPM6HDHRS48 79587J2B8 336000.00000000 PA USD 340334.05000000 0.044891279710 Long DBT CORP US N 2 2028-01-10 Fixed 5.05000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMP3 1880000.00000000 PA USD 1885434.37000000 0.248695543921 Long DBT UST US N 2 2027-02-28 Fixed 4.12500000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAK6 3271000.00000000 PA USD 3224070.96000000 0.425266502932 Long DBT CORP US N 2 2029-08-15 Fixed 4.50000000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAD6 1478000.00000000 PA USD 1422094.30000000 0.187579329767 Long DBT CORP US N 2 2029-03-15 Fixed 4.00000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACG0 1665000.00000000 PA USD 1680284.00000000 0.221635475607 Long DBT CORP US N 2 2026-06-26 Fixed 5.65000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80287GAE0 1165000.00000000 PA USD 1170824.53000000 0.154435947470 Long ABS-O CORP US N 2 2030-05-15 Fixed 5.09000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BG5 871000.00000000 PA USD 874105.15000000 0.115297598888 Long DBT CORP GB N 2 2029-05-18 Fixed 4.89200000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46642MAA6 5000000.00000000 PA USD 1312500.00000000 0.173123449211 Long ABS-MBS CORP US N 2 2027-06-10 Fixed 3.42900000 N N N N N N TRIUMPH GROUP INC 5493007L6S47Q14SL582 896818AU5 2137000.00000000 PA USD 2240535.51000000 0.295534655674 Long DBT CORP US N 2 2028-03-15 Fixed 9.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3A9 2747000.00000000 PA USD 2755026.27000000 0.363397828976 Long DBT CORP US N 2 2028-07-25 Fixed 4.80800000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GC77 1056000.00000000 PA USD 1061663.18000000 0.140037174569 Long DBT CORP US N 2 2028-04-23 Fixed 4.93700000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AU3 2520000.00000000 PA USD 2501774.50000000 0.329993013782 Long DBT CORP IT N 2 2026-09-22 Fixed 2.56900000 N N N N N N ALEXANDER FUND TRUST II N/A 014916AA8 182000.00000000 PA USD 193022.11000000 0.025460307396 Long DBT CORP US N 2 2028-07-31 Fixed 7.46700000 N N N N N N Mariner Finance Issuance Trust N/A 56847JAA5 1460000.00000000 PA USD 1387225.13000000 0.182979961400 Long ABS-O CORP US N 2 2036-11-20 Fixed 2.10000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKW8 1272000.00000000 PA USD 1280194.17000000 0.168862194568 Long DBT CORP US N 2 2028-07-22 Fixed 4.94800000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668BV3 990000.00000000 PA USD 998820.83000000 0.131748043606 Long DBT CORP US N 2 2026-09-12 Fixed 5.70000000 N N N N N N LAD Auto Receivables Trust N/A 505709AC9 740000.00000000 PA USD 740469.38000000 0.097670562362 Long ABS-O CORP US N 2 2029-03-15 Fixed 4.52000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2T0 1357000.00000000 PA USD 1310287.87000000 0.172831661344 Long DBT CORP FR N 2 2028-01-20 Fixed 2.59100000 N N N N N N TRANS-ALLEGHENY INTERSTA N/A 893045AF1 146000.00000000 PA USD 147187.93000000 0.019414614951 Long DBT CORP US N 2 2031-01-15 Fixed 5.00000000 N N N N N N VERTIV GROUP CORPORATION 549300ZT8RQ5VK10E643 92537EAF5 555814.15000000 PA USD 555925.31000000 0.073328538797 Long LON CORP US N 2 2027-03-02 None 0.00000000 N N N N N N JACKSON NATL LIFE GLOBAL 635400PQXLYXWJI5QD78 46849CJP7 1008000.00000000 PA USD 1009676.81000000 0.133179986237 Long DBT CORP US N 2 2028-06-05 Fixed 4.70000000 N N N N N N MATTEL INC 549300VELLG24KHTJ564 577081BD3 670000.00000000 PA USD 672850.85000000 0.088751436157 Long DBT CORP US N 2 2027-12-15 Fixed 5.87500000 N N N N N N CITIZENS FINANCIAL GROUP 2138004JDDA4ZQUPFW65 174610BJ3 629000.00000000 PA USD 629899.44000000 0.083085991397 Long DBT CORP US N 2 2031-03-05 Fixed 5.25300000 N N N N N N FIRST CITIZENS BANCSHARE 549300N3Z00ZHE2XC526 31959XAC7 1016000.00000000 PA USD 1012254.85000000 0.133520038943 Long DBT CORP US N 2 2031-03-12 Fixed 5.23100000 N N N N N N NSTAR ELECTRIC CO 54930080R72Y2Z31UR68 67021CAX5 466000.00000000 PA USD 468992.51000000 0.061861791227 Long DBT CORP US N 2 2030-03-01 Fixed 4.85000000 N N N N N N ANTERO MIDSTREAM PART/FI N/A 03690AAD8 294000.00000000 PA USD 293927.85000000 0.038770135780 Long DBT CORP US N 2 2027-03-01 Fixed 5.75000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAR3 563000.00000000 PA USD 575780.75000000 0.075947542422 Long DBT CORP US N 2 2030-01-24 Fixed 5.43500000 N N N N N N VIPER ENERGY INC 5299009LINL232255G03 92763MAA3 2857000.00000000 PA USD 2844652.33000000 0.375219827183 Long DBT CORP US N 2 2027-11-01 Fixed 5.37500000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DP7 1489000.00000000 PA USD 1531084.25000000 0.201955494395 Long DBT CORP US N 2 2027-05-01 Fixed 6.25900000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 77313LAA1 1878000.00000000 PA USD 1819904.26000000 0.240051887791 Long DBT CORP US N 2 2026-10-15 Fixed 2.87500000 N N N N N N GULFPORT ENERGY OP CORP 549300FJX18IDUFPHD40 402635AT3 1133000.00000000 PA USD 1150794.39000000 0.151793900289 Long DBT CORP US N 2 2029-09-01 Fixed 6.75000000 N N N N N N CAPITAL POWER US HOLDING N/A 14041TAA6 663000.00000000 PA USD 667335.50000000 0.088023941745 Long DBT CORP US N 2 2028-06-01 Fixed 5.25700000 N N N N N N Bank5 N/A 06604MAC2 3730000.00000000 PA USD 3858405.25000000 0.508937466923 Long ABS-MBS CORP US N 2 2058-04-15 Fixed 5.64600000 N N N N N N CNH INDUSTRIAL CAP LLC 549300PNSJ5B81UMVO28 12592BAU8 341000.00000000 PA USD 341760.72000000 0.045079462591 Long DBT CORP US N 2 2028-03-21 Fixed 4.75000000 N N N N N N GS Mortgage Securities Trust N/A 36264YAA8 1000000.00000000 PA USD 939994.30000000 0.123988613680 Long ABS-MBS CORP US N 2 2026-05-15 Floating 5.74400000 N N N N N N Lumen Technologies Inc 8M3THTGWLTYZVE6BBY25 55024EAG0 1187000.00000000 PA USD 1176946.11000000 0.155243405790 Long LON CORP US N 2 2030-04-15 None 0.00000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAQ6 413000.00000000 PA USD 417730.36000000 0.055100130105 Long DBT CORP GB N 2 2029-09-02 Fixed 5.15000000 N N N N N N UNITED WHOLESALE MTGE LL 549300HW662MN1WU8550 91153LAA5 804000.00000000 PA USD 803852.39000000 0.106031008315 Long DBT CORP US N 2 2025-11-15 Fixed 5.50000000 N N N N N N Sprint Capital Corp 549300L17W0GQBR1PO80 852060AD4 1664000.00000000 PA USD 1780487.82000000 0.234852718230 Long DBT CORP US N 2 2028-11-15 Fixed 6.87500000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAJ3 334000.00000000 PA USD 339688.52000000 0.044806131992 Long DBT CORP US N 2 2027-05-20 Fixed 5.70000000 N N N N N N Towd Point Mortgage Trust N/A 89177EAD1 900000.00000000 PA USD 935882.55000000 0.123446259133 Long ABS-MBS CORP US N 2 2048-10-25 Floating 6.43900000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACU9 584000.00000000 PA USD 588877.73000000 0.077675080976 Long DBT CORP US N 2 2029-01-08 Fixed 5.30000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3T6 1038000.00000000 PA USD 1052855.89000000 0.138875461485 Long DBT CORP US N 2 2027-03-25 Fixed 5.51600000 N N N N N N CRESCENT ENERGY FINANCE 54930061FUL6DBLFUW14 45344LAC7 2192000.00000000 PA USD 2265189.94000000 0.298786663262 Long DBT CORP US N 2 2028-02-15 Fixed 9.25000000 N N N N N N TRINITY INDUSTRIES INC R1JB4KXN77XFCXOQKV49 896522AJ8 1157000.00000000 PA USD 1203042.82000000 0.158685655274 Long DBT CORP US N 2 2028-07-15 Fixed 7.75000000 N N N N N N Nissan Auto Receivables Owner Trust N/A 65481GAD7 500000.00000000 PA USD 501506.05000000 0.066150443563 Long ABS-O CORP US N 2 2029-12-17 Fixed 4.49000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 978.00000000 NC USD 226659.01000000 0.029897134937 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUU5 Comdty 2025-09-30 202647215.99000000 USD 226659.01000000 N N N NATIONAL FUEL GAS CO 8JB38FFW1Y3C1HM8E841 636180BT7 578000.00000000 PA USD 589682.24000000 0.077781198725 Long DBT CORP US N 2 2030-03-15 Fixed 5.50000000 N N N N N N HESS MIDSTREAM OPERATION N/A 428102AH0 252000.00000000 PA USD 254638.19000000 0.033587688955 Long DBT CORP US N 2 2028-03-01 Fixed 5.87500000 N N N N N N HOLCIM FINANCE US LLC 529900FB2F1WKLFNGY62 43475RAC0 362000.00000000 PA USD 364526.93000000 0.048082407201 Long DBT CORP US N 2 2030-04-07 Fixed 4.95000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042YAG8 855000.00000000 PA USD 869420.77000000 0.114679712395 Long ABS-O CORP US N 2 2030-04-15 Fixed 5.91000000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAA1 1231000.00000000 PA USD 1231456.38000000 0.162433505569 Long DBT CORP US N 2 2027-10-15 Fixed 6.75000000 N N N N N N OGE ENERGY CORP CE5OG6JPOZMDSA0LAQ19 670837AD5 344000.00000000 PA USD 354370.97000000 0.046742799715 Long DBT CORP US N 2 2029-05-15 Fixed 5.45000000 N N N N N N HF SINCLAIR CORP 2549009G116AM01XHN24 403949AQ3 1500000.00000000 PA USD 1493103.62000000 0.196945713314 Long DBT CORP US N 2 2028-02-01 Fixed 5.00000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AS0 3076000.00000000 PA USD 3009910.36000000 0.397017953021 Long DBT CORP US N 2 2028-01-15 Fixed 4.37500000 N N N N N N UMBS, TBA N/A 01F060469 508000.00000000 PA USD 520211.60000000 0.068617772580 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 6.00000000 N N N N N N HELMERICH & PAYNE INC 254900NAOGHJ88RZ4C73 423452AH4 599000.00000000 PA USD 593178.46000000 0.078242362661 Long DBT CORP US N 2 2027-12-01 Fixed 4.65000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CM5 609000.00000000 PA USD 589962.43000000 0.077818156790 Long DBT CORP US N 2 2027-02-01 Fixed 2.70000000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 46115HAW7 1102000.00000000 PA USD 1104657.14000000 0.145708231827 Long DBT CORP IT N 2 2026-01-15 Fixed 5.71000000 N N N N N N BUCKEYE PARTNERS LP 549300C1PQJLVEIUBK50 11823LAP0 328563.61000000 PA USD 329255.24000000 0.043429945005 Long LON CORP US N 2 2026-11-01 Floating 6.07700000 N N N N N N DTE ENERGY CO 549300IX8SD6XXD71I78 233331BJ5 720000.00000000 PA USD 726697.02000000 0.095853938768 Long DBT CORP US N 2 2028-06-01 Fixed 4.87500000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBW1 319000.00000000 PA USD 313112.82000000 0.041300702012 Long DBT CORP MX N 2 2026-01-23 Fixed 4.50000000 N N N N N N DBWF Mortgage Trust N/A 23306NAE2 134826.93000000 PA USD 297.46000000 0.000039236039 Long ABS-MBS CORP US N 2 2034-06-10 Variable 0.42300000 N N N N N N Canyon Capital CLO Ltd 2549001ZLWJBJYTM8I33 13876NAW3 2250000.00000000 PA USD 2237028.75000000 0.295072101474 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 5.28600000 N N N N N N SITIO ROYAL OP / SIT FIN N/A 82983MAB6 1336000.00000000 PA USD 1378971.10000000 0.181891225291 Long DBT CORP US N 2 2028-11-01 Fixed 7.87500000 N N N N N N MA'ADEN SUKUK LTD 254900QDNU6I6VA8UL14 55407NAA0 416000.00000000 PA USD 421325.84000000 0.055574386790 Long DBT CORP KY N 2 2030-02-13 Fixed 5.25000000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AN3 842000.00000000 PA USD 821585.58000000 0.108370079567 Long DBT CORP US N 2 2026-06-01 Fixed 2.75000000 N N N N N N RR Ltd 549300RLLUH00ZYECJ34 74989HAL6 1300000.00000000 PA USD 1300458.90000000 0.171535185010 Long ABS-CBDO CORP KY N 2 2036-01-15 Floating 5.50600000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 15000000.00000000 OU Notional Amount USD 140864.70000000 0.018580558275 N/A DIR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2029-12-24 0.00000000 USD 0.00000000 USD 15000000.00000000 USD 140864.70000000 N N N AMCOR FLEXIBLES NORTH AM PTVU09TE3QPJPL7K4E13 02344AAC2 411000.00000000 PA USD 412173.16000000 0.054367115528 Long DBT CORP US N 2 2028-03-17 Fixed 4.80000000 N N N N N N APA CORP 549300VCIWLRHYVSHC79 03743QAD0 2530000.00000000 PA USD 2431012.13000000 0.320659203825 Long DBT CORP US N 2 2028-10-15 Fixed 4.37500000 N N N N N N BACARDI-MARTINI BV 5493002XXBV8B88K2408 05634WAA0 692000.00000000 PA USD 705188.74000000 0.093016919629 Long DBT CORP NL N 2 2030-02-01 Fixed 5.55000000 N N N N N N ATLASSIAN CORPORATION 549300V7ZY5P02D2MY38 049468AA9 961000.00000000 PA USD 980564.17000000 0.129339924787 Long DBT CORP US N 2 2029-05-15 Fixed 5.25000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VBC3 292000.00000000 PA USD 294431.47000000 0.038836565061 Long DBT CORP US N 2 2028-04-15 Fixed 5.35000000 N N N N N N Venture CDO Ltd 549300NQLVRN86RJ6081 92331DBJ6 2000000.00000000 PA USD 2002684.00000000 0.264161189913 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 5.37900000 N N N N N N CORP FINANCIERA DE DESAR 254900BOM7T4MG6T0J30 21987DAH7 200000.00000000 PA USD 200946.02000000 0.026505499495 Long DBT NUSS PE N 2 2030-05-06 Fixed 5.50000000 N N N N N N UMBS, TBA N/A 01F060477 5171000.00000000 PA USD 5292677.61000000 0.698123126406 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 6.00000000 N N N N N N RENTOKIL TERMINIX LLC 984500D5BAA7560EKJ44 760130AA2 695000.00000000 PA USD 693086.64000000 0.091420609309 Long DBT CORP US N 2 2030-04-28 Fixed 5.00000000 N N N N N N DBGS Mortgage Trust N/A 23307DBA0 2190000.00000000 PA USD 2150486.27000000 0.283656838510 Long ABS-MBS CORP US N 2 2051-10-15 Fixed 4.46600000 N N N N N N LINCOLN FIN GLBL FUNDING 984500OC010458395923 53359KAB7 516000.00000000 PA USD 517240.78000000 0.068225910785 Long DBT CORP US N 2 2028-05-28 Fixed 4.62500000 N N N N N N BRIGHTHSE FIN GLBL FUND 549300BLFX3KJ2IFOA78 10921U2L1 1068000.00000000 PA USD 1089101.46000000 0.143656381940 Long DBT CORP US N 2 2029-06-10 Fixed 5.65000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAT9 194000.00000000 PA USD 194627.20000000 0.025672024513 Long DBT CORP US N 2 2026-12-30 Fixed 5.05000000 N N N N N N Allegheny Ludlum LLC KCBRRAMO64UL0JAYG446 016900AC6 939000.00000000 PA USD 947868.86000000 0.125027296337 Long DBT CORP US N 2 2025-12-15 Fixed 6.95000000 N N N N N N Kosmos Energy Ltd 213800YDFJ3OT9B5P157 000000000 1086000.00000000 PA USD 1048413.54000000 0.138289499615 Long DBT CORP US Y 2 2026-04-04 Fixed 7.12500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DB8 540000.00000000 PA USD 521157.86000000 0.068742587662 Long DBT CORP US N 2 2028-02-01 Fixed 3.25000000 N N N N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 71644EAE2 1240000.00000000 PA USD 1280013.86000000 0.168838411033 Long DBT CORP CA N 2 2026-06-15 Fixed 7.87500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAE2 334000.00000000 PA USD 339053.00000000 0.044722304629 Long DBT CORP US N 2 2031-01-15 Fixed 5.23000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BN1 1984000.00000000 PA USD 1990202.78000000 0.262514872308 Long DBT CORP PA N 2 2027-03-01 Fixed 5.75000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 15000000.00000000 OU Notional Amount USD 751903.95000000 0.099178823085 N/A DIR US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2026-04-17 0.00000000 USD 0.00000000 USD 15000000.00000000 USD 751903.95000000 N N N ELEMENT FLEET MANAGEMENT 5493000PGBS1C22ELQ16 286181AM4 439000.00000000 PA USD 445592.27000000 0.058775215790 Long DBT CORP CA N 2 2027-03-13 Fixed 5.64300000 N N N N N N SCF Equipment Trust Llc N/A 784033AS1 1557671.00000000 PA USD 1551393.74000000 0.204634388841 Long ABS-O CORP US N 2 2029-07-20 Fixed 2.92000000 N N N N N N CFCRE Commercial Mortgage Trust N/A 12532ABD0 2461877.80000000 PA USD 23631.57000000 0.003117088692 Long ABS-MBS CORP US N 2 2049-11-10 Variable 1.06400000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DAR0 845000.00000000 PA USD 807024.45000000 0.106449414386 Long DBT CORP US N 2 2028-03-20 Fixed 3.95000000 N N N N N N RADIAN GROUP INC 54930005OUP720S5U385 750236AY7 188000.00000000 PA USD 193621.81000000 0.025539409973 Long DBT CORP US N 2 2029-05-15 Fixed 6.20000000 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAW0 734000.00000000 PA USD 730605.03000000 0.096369419280 Long DBT CORP US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 5000000.00000000 OU Notional Amount USD 584214.70000000 0.077060010624 N/A DIR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2029-03-28 0.00000000 USD 0.00000000 USD 5000000.00000000 USD 584214.70000000 N N N JBS USA HOLD/FOOD/LUX CO N/A 46590XAL0 162000.00000000 PA USD 164055.62000000 0.021639523654 Long DBT CORP LU N 2 2030-01-15 Fixed 5.50000000 N N N N N N BLACKSTONE PRIVATE CRE 549300ORP3TTCNXSYO43 09261HAD9 338000.00000000 PA USD 325773.43000000 0.042970681800 Long DBT CORP US N 2 2026-12-15 Fixed 2.62500000 N N N N N N FRONTIER COMMUNICATIONS N/A 35906ABE7 306000.00000000 PA USD 306988.99000000 0.040492946909 Long DBT CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636ABG5 1087000.00000000 PA USD 1103937.61000000 0.145613323243 Long DBT CORP DK N 2 2028-03-01 Fixed 5.42700000 N N N N N N COMISION FEDERAL DE ELEC 4469000001BFPONMPF32 200447AL4 1003000.00000000 PA USD 971121.55000000 0.128094409401 Long DBT CORP MX N 2 2029-05-15 Fixed 4.68800000 N N N N N N Bank5 N/A 06644WBD9 800000.00000000 PA USD 831785.44000000 0.109715477620 Long ABS-MBS CORP US N 2 2057-11-15 Fixed 5.89300000 N N N N N N MILEAGE PLUS HLDINGS LLC N/A 599191AA1 837324.00000000 PA USD 839768.99000000 0.110768536449 Long DBT CORP US N 2 2027-06-20 Fixed 6.50000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 10000000.00000000 OU Notional Amount USD 1072130.60000000 0.141417864744 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2028-10-01 0.00000000 USD 0.00000000 USD 10000000.00000000 USD 1072130.60000000 N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XFD3 415000.00000000 PA USD 404330.06000000 0.053332582557 Long DBT CORP US N 2 2030-01-07 Floating 5.63700000 N N N N N N The Huntington National Bank N/A 44644NAG4 745581.75000000 PA USD 750192.13000000 0.098953027898 Long ABS-O CORP US N 2 2032-10-20 Fixed 5.44200000 N N N N N N Post CLO LTD N/A 73742FAL0 1500000.00000000 PA USD 1500736.50000000 0.197952517514 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 5.85600000 N N N N N N Starwood Mortgage Residential Trust N/A 85573AAA3 17997.65000000 PA USD 17155.95000000 0.002262931229 Long ABS-MBS CORP US N 2 2050-02-25 Variable 2.27500000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 8000000.00000000 OU Notional Amount USD -589876.32000000 -0.07780679857 N/A DIR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2032-03-22 0.00000000 USD -456035.58000000 USD 8000000.00000000 USD -133840.74000000 N N N GS Mortgage Securities Trust N/A 36261PAT9 300000.00000000 PA USD 280099.92000000 0.036946182304 Long ABS-MBS CORP US N 2 2052-11-10 Fixed 3.04800000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECJ2 1872000.00000000 PA USD 1911727.10000000 0.252163649145 Long DBT CORP GB N 2 2027-09-13 Fixed 6.49600000 N N N N N N Live Nation Entertainment Inc 5493007B9BM9ZXJINO78 53803HAM2 1500000.00000000 PA USD 1500157.50000000 0.197876145341 Long LON CORP US N 2 2026-10-19 Floating 6.17300000 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 366651AC1 529000.00000000 PA USD 523054.36000000 0.068992742802 Long DBT CORP US N 2 2028-07-01 Fixed 4.50000000 N N N N N N ATLAS WAREHOUSE LEND 25490068J12A1HV7YM70 000000000 250000.00000000 PA USD 251208.77000000 0.033135336178 Long DBT CORP US N 2 2030-01-15 Fixed 6.25000000 N N N N N N KEYCORP RKPI3RZGV1V1FJTH5T61 49326EEQ2 273000.00000000 PA USD 272523.31000000 0.035946800318 Long DBT CORP US N 2 2031-04-04 Fixed 5.12100000 N N N N N N OneMain Financial Issuance Trust N/A 68269PAA5 3666212.47000000 PA USD 3687105.48000000 0.486342413946 Long ABS-O CORP US N 2 2034-05-15 Fixed 5.94000000 N N N N N N SOLVENTUM CORP 254900I70403OSGY4M28 83444MAN1 1088000.00000000 PA USD 1101802.90000000 0.145331747351 Long DBT CORP US N 2 2027-02-25 Fixed 5.45000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAV7 705000.00000000 PA USD 720682.58000000 0.095060612599 Long DBT CORP FR N 2 2030-01-18 Fixed 5.71600000 N N N N N N ACREC 2021-FL1 Ltd. N/A 00500RAA3 608721.01000000 PA USD 607306.92000000 0.080105957120 Long ABS-CBDO CORP KY N 2 2036-10-16 Floating 5.59300000 N N N N N N Voya CLO Ltd 5493003QPCHR7P2XIW55 92916XAL1 466000.00000000 PA USD 466899.38000000 0.061585699886 Long ABS-CBDO CORP KY N 2 2031-10-18 Floating 6.23100000 N N N N N N Bain Capital Credit CLO Limited 549300434Q955VK1W392 05683TBA6 2000000.00000000 PA USD 1994992.00000000 0.263146587573 Long ABS-CBDO CORP KY N 2 2034-10-21 Floating 5.29900000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 000000000 1435000.00000000 PA USD 1476471.50000000 0.194751877137 Long DBT NUSS MX N 2 2030-05-13 Fixed 6.00000000 N N N N N N HOLCIM FINANCE US LLC 529900FB2F1WKLFNGY62 43475RAA4 745000.00000000 PA USD 746044.59000000 0.098405952523 Long DBT CORP US N 2 2027-04-07 Fixed 4.60000000 N N N N N N APPLOVIN CORP 549300LLVXMUAOL3SQ07 03831WAB4 3151000.00000000 PA USD 3173148.13000000 0.418549599333 Long DBT CORP US N 2 2029-12-01 Fixed 5.12500000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 60000000.00000000 OU Notional Amount USD 319648.80000000 0.042162821175 N/A DIR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2028-09-19 0.00000000 USD 0.00000000 USD 60000000.00000000 USD 319648.80000000 N N N Deutsche Bank Securities, Inc. 9J6MBOOO7BECTDTUZW19 000000000 5000000.00000000 OU Notional Amount USD 118532.30000000 0.015634834757 N/A DIR US N 2 Deutsche Bank Securities, Inc. 9J6MBOOO7BECTDTUZW19 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2031-11-30 0.00000000 USD 0.00000000 USD 5000000.00000000 USD 118532.30000000 N N N BAITEREK NATIONAL MANAGI 984500B4F78F04253804 05709VAA2 556000.00000000 PA USD 559104.14000000 0.073747837855 Long DBT NUSS KZ N 2 2028-05-08 Fixed 5.45000000 N N N N N N Fannie Mae - CAS N/A 20753GAA9 779952.88000000 PA USD 779281.73000000 0.102790050289 Long ABS-MBS USGSE US N 2 2044-05-25 Floating 5.32200000 N N N N N N BLACK HILLS CORP 3MGELCRSTNSAMJ962671 092113AV1 1010000.00000000 PA USD 1045844.91000000 0.137950688121 Long DBT CORP US N 2 2028-03-15 Fixed 5.95000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 10000000.00000000 OU Notional Amount USD 1196047.80000000 0.157762987091 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2030-10-30 0.00000000 USD 0.00000000 USD 10000000.00000000 USD 1196047.80000000 N N N Credit Suisse Mortgage Trust N/A 12594PAY7 20135000.00000000 PA USD 63560.15000000 0.008383811352 Long ABS-MBS CORP US N 2 2049-12-15 Variable 0.16000000 N N N N N N ALGONQUIN PWR & UTILITY 549300K5VIUTJXQL7X75 015857AF2 722000.00000000 PA USD 725595.46000000 0.095708639060 Long DBT CORP CA N 2 2026-06-15 Fixed 5.36500000 N N N N N N Trinitas CLO Ltd 5493007IXHTJ7TQMIW41 89640EAN8 2000000.00000000 PA USD 1985870.00000000 0.261943363113 Long ABS-CBDO CORP BM N 2 2035-07-20 Floating 5.30900000 N N N N N N Fannie Mae - CAS N/A 20755JAB9 1154592.32000000 PA USD 1155948.27000000 0.152473715514 Long ABS-MBS USGSE US N 2 2045-01-25 Floating 5.42100000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 5000000.00000000 OU Notional Amount USD 712863.45000000 0.094029241356 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2031-02-21 0.00000000 USD 0.00000000 USD 5000000.00000000 USD 712863.45000000 N N N CNO GLOBAL FUNDING 6354008GTNR4833ULD48 18977W2F6 301000.00000000 PA USD 300878.37000000 0.039686934253 Long DBT CORP US N 2 2029-09-09 Fixed 4.95000000 N N N N N N TENGIZCHEVROIL FIN CO IN 5493001VEV2XTJIBZH31 88034QAB3 2000000.00000000 PA USD 1987612.00000000 0.262173139150 Long DBT CORP BM N 2 2025-08-15 Fixed 2.62500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3G6 949000.00000000 PA USD 996071.35000000 0.131385377350 Long DBT CORP US N 2 2029-10-23 Fixed 6.30300000 N N N N N N SONOCO PRODUCTS CO GKOMIK4RDJGHEF0VNP11 835495AQ5 183000.00000000 PA USD 182140.86000000 0.024025031562 Long DBT CORP US N 2 2026-09-01 Fixed 4.45000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAL5 2247000.00000000 PA USD 2231233.65000000 0.294307707036 Long DBT CORP KY N 2 2026-04-15 Fixed 4.25000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAV3 614000.00000000 PA USD 624795.35000000 0.082412743652 Long DBT CORP KY N 2 2029-11-15 Fixed 5.75000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10000000.00000000 OU Notional Amount USD 1208251.60000000 0.159372712005 N/A DIR GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2025-06-22 0.00000000 USD 0.00000000 USD 10000000.00000000 USD 1208251.60000000 N N N LFT CRE LLC N/A 50203JAA6 518952.21000000 PA USD 517419.77000000 0.068249520207 Long ABS-CBDO CORP KY N 2 2039-06-15 Floating 5.61300000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 55284AAA6 165214.37000000 PA USD 165203.29000000 0.021790905436 Long ABS-CBDO CORP KY N 2 2036-10-16 Floating 5.52100000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 5000000.00000000 OU Notional Amount USD 585135.00000000 0.077181401489 N/A DIR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2029-04-05 0.00000000 USD 0.00000000 USD 5000000.00000000 USD 585135.00000000 N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AS7 205000.00000000 PA USD 205479.52000000 0.027103484376 Long DBT CORP GB N 2 2030-08-15 Fixed 4.96400000 N N N N N N BANK OF IRELAND GROUP 635400C8EK6DRI12LJ39 06279JAB5 1533000.00000000 PA USD 1478179.69000000 0.194977193514 Long DBT CORP IE N 2 2027-09-30 Fixed 2.02900000 N N N N N N KRATON CORP N/A 50077CAA4 380000.00000000 PA USD 383720.65000000 0.050614127589 Long DBT CORP US N 2 2027-07-15 Fixed 5.00000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A4G3 840000.00000000 PA USD 851719.02000000 0.112344788191 Long DBT CORP US N 2 2030-01-07 Fixed 5.38000000 N N N N N N MAUSER PACKAGING SOLUT 549300DNGHXL0OMHW304 57763RAD9 333000.00000000 PA USD 336575.09000000 0.044395459428 Long DBT CORP US N 2 2027-04-15 Fixed 7.87500000 N N N N N N BankUnited Inc 96OVUWEW5D4YX6PFXD91 06652KAA1 4100000.00000000 PA USD 4090164.14000000 0.539507294292 Long DBT CORP US N 2 2025-11-17 Fixed 4.87500000 N N N N N N SWCH Commercial Mortgage Trust N/A 78489CAA7 910000.00000000 PA USD 903583.77000000 0.119185934410 Long ABS-MBS CORP US N 2 2042-02-15 Floating 5.77200000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BY3 206000.00000000 PA USD 207048.23000000 0.027310402842 Long DBT CORP US N 2 2028-04-01 Fixed 4.90700000 N N N N N N SIZZLING PLATT/FIN CO N/A 830146AB2 1305000.00000000 PA USD 1310572.35000000 0.172869185275 Long DBT CORP US N 2 2025-11-28 Fixed 8.50000000 N N N N N N SM Energy Co 84BUTVXV5ODI6BXNMH43 78454LAN0 862000.00000000 PA USD 861289.02000000 0.113607105455 Long DBT CORP US N 2 2026-09-15 Fixed 6.75000000 N N N N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 097793AE3 2250000.00000000 PA USD 2210860.58000000 0.291620426160 Long DBT CORP US N 2 2026-10-15 Fixed 5.00000000 N N N N N N JAPAN TOBACCO INC 353800Z0ENYBQO0XRJ31 471105AC0 1173000.00000000 PA USD 1184253.56000000 0.156207284608 Long DBT CORP JP N 2 2028-05-15 Fixed 4.85000000 N N N N N N PVH CORP 123WALMHY1GZXG2YDL90 693656AC4 1561000.00000000 PA USD 1560416.47000000 0.205824519232 Long DBT CORP US N 2 2025-07-10 Fixed 4.62500000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GC93 697000.00000000 PA USD 707345.00000000 0.093301338043 Long DBT CORP US N 2 2031-04-23 Fixed 5.21800000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 10000000.00000000 OU Notional Amount USD 1082208.60000000 0.142747189027 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2028-07-06 0.00000000 USD 0.00000000 USD 10000000.00000000 USD 1082208.60000000 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEV4 1756000.00000000 PA USD 1783798.48000000 0.235289406138 Long DBT CORP US N 2 2031-01-24 Fixed 5.14000000 N N N N N N Merchants Fleet Funding LLC 254900Z2OOQUA5IN2X83 588926AF2 1888305.66000000 PA USD 1900397.61000000 0.250669248850 Long ABS-O CORP US N 2 2037-04-20 Fixed 5.82000000 N N N N N N HGI CRE CLO Ltd N/A 40390JAA0 1026103.63000000 PA USD 1022714.41000000 0.134899692356 Long ABS-CBDO CORP KY N 2 2036-09-17 Floating 5.44300000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599AW4 380000.00000000 PA USD 372872.74000000 0.049183249421 Long DBT CORP US N 2 2026-11-15 Fixed 3.40000000 N N N N N N KKR Financial CLO Ltd N/A 48254UAE5 2390000.00000000 PA USD 2394330.68000000 0.315820789238 Long ABS-CBDO CORP JE N 2 2034-10-20 Floating 5.56900000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300ZJL46M82UL2Z22 94989QAV2 231088.63000000 PA USD 230268.45000000 0.030373232997 Long ABS-MBS CORP US N 2 2048-09-15 Fixed 3.78900000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46645WAY9 95152000.00000000 PA USD 459070.34000000 0.060553021479 Long ABS-MBS CORP US N 2 2033-07-05 Variable 0.37600000 N N N N N N PFP III N/A 69382JAA9 1420000.00000000 PA USD 1416450.00000000 0.186834826389 Long ABS-CBDO CORP KY N 2 2042-12-18 Floating 0.00000000 N N N N N N JACKSON NATL LIFE GLOBAL 635400PQXLYXWJI5QD78 46849LVA6 1119000.00000000 PA USD 1138154.39000000 0.150126639034 Long DBT CORP US N 2 2027-07-02 Fixed 5.55000000 N N N N N N UNIVERSAL HEALTH SVCS 549300YGMGQDO0NMJD09 913903BB5 377000.00000000 PA USD 369565.68000000 0.048747036367 Long DBT CORP US N 2 2029-10-15 Fixed 4.62500000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 7718000.00000000 OU Notional Amount USD 176642.68000000 0.023299801934 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.IG.S42 2I65BYEE1 Y sell protection 2029-06-20 136001.62000000 USD 0.00000000 USD 7718000.00000000 USD 40641.06000000 N N N LSTAR Commercial Mortgage Trust N/A 54910TAE2 629497.05000000 PA USD 626713.07000000 0.082665697786 Long ABS-MBS CORP US N 2 2050-03-10 Fixed 4.50000000 N N N N N N VERTIV GROUP CORPORATION 549300ZT8RQ5VK10E643 92535UAB0 635000.00000000 PA USD 615653.84000000 0.081206945753 Long DBT CORP US N 2 2028-11-15 Fixed 4.12500000 N N N N N N CarMax Auto Owner Trust N/A 14318DAE9 2300000.00000000 PA USD 2312323.86000000 0.305003796066 Long ABS-O CORP US N 2 2029-01-16 Fixed 4.98000000 N N N N N N BX Trust N/A 05593VAA1 720000.00000000 PA USD 715582.66000000 0.094387914891 Long ABS-MBS CORP US N 2 2030-03-15 Floating 5.47300000 N N N N N N Cedar Funding Ltd 2549004YLPCISGLL7978 15033LAW2 1425298.27000000 PA USD 1423432.55000000 0.187755849734 Long ABS-CBDO CORP KY N 2 2032-05-29 Floating 5.38900000 N N N N N N FELLS POINT FUNDING TR N/A 314382AA0 2777000.00000000 PA USD 2701775.60000000 0.356373874947 Long DBT CORP US N 2 2027-01-31 Fixed 3.04600000 N N N N N N Westlake Flooring Master Trust N/A 96043GAA9 1800000.00000000 PA USD 1807616.16000000 0.238431043405 Long ABS-O CORP US N 2 2028-02-15 Fixed 5.43000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DG7 1298000.00000000 PA USD 1275255.73000000 0.168210796651 Long DBT CORP US N 2 2026-02-04 Fixed 2.19600000 N N N N N N SNAM SPA 8156002278562044AF79 83304JAA5 427000.00000000 PA USD 427071.76000000 0.056332294211 Long DBT CORP IT N 2 2030-05-28 Fixed 5.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 949931AC3 790000.00000000 PA USD 817304.30000000 0.107805363406 Long ABS-MBS CORP US N 2 2058-05-15 Fixed 5.67300000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAE1 3055000.00000000 PA USD 2989282.67000000 0.394297086856 Long DBT CORP NL N 2 2026-10-01 Fixed 3.15000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAJ6 443000.00000000 PA USD 451439.44000000 0.059546478448 Long DBT CORP GB N 2 2029-03-26 Fixed 5.12500000 N N N N N N OPEN TEXT CORP 549300HP7ONDQODZJV16 683715AF3 711000.00000000 PA USD 732739.54000000 0.096650968791 Long DBT CORP CA N 2 2027-12-01 Fixed 6.90000000 N N N N N N ILLUMINA INC SQ95QG8SR5Q56LSNF682 452327AP4 1087000.00000000 PA USD 1108996.22000000 0.146280572014 Long DBT CORP US N 2 2027-12-13 Fixed 5.75000000 N N N N N N SAMMONS FINANCIAL GLOBAL 635400IPRNPM6HDHRS48 79587J2A0 530000.00000000 PA USD 536809.32000000 0.070807071274 Long DBT CORP US N 2 2029-12-10 Fixed 5.10000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAM6 1554000.00000000 PA USD 1594287.65000000 0.210292249145 Long DBT CORP US N 2 2027-07-15 Fixed 6.41500000 N N N N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29365BAA1 1315000.00000000 PA USD 1277718.70000000 0.168535671212 Long DBT CORP US N 2 2029-04-15 Fixed 4.75000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MBE2 4163000.00000000 PA USD 4162998.25000000 0.549114374173 Long DBT CORP US N 2 2028-06-15 Fixed 5.87500000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17323YAL3 2824018.67000000 PA USD 30.22000000 0.000003986126 Long ABS-MBS CORP US N 2 2048-06-10 Variable 0.14800000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46649XAC1 129394000.00000000 PA USD 2872.55000000 0.000378899629 Long ABS-MBS CORP US N 2 2031-07-05 Variable 0.48500000 N N N N N N CNO GLOBAL FUNDING 6354008GTNR4833ULD48 18977W2G4 545000.00000000 PA USD 546704.22000000 0.072112244011 Long DBT CORP US N 2 2027-12-10 Fixed 4.87500000 N N N N N N Fannie Mae - CAS N/A 20755JAA1 721791.55000000 PA USD 720692.91000000 0.095061975163 Long ABS-MBS USGSE US N 2 2045-01-25 Floating 5.27100000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LBG3 400000.00000000 PA USD 407561.69000000 0.053758846125 Long DBT CORP US N 2 2027-06-01 Fixed 7.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3T8 564000.00000000 PA USD 568309.81000000 0.074962098688 Long DBT CORP US N 2 2029-04-23 Fixed 4.97000000 N N N N N N SYSTEM ENERGY RESOURCES N/A 871911AU7 2633000.00000000 PA USD 2731528.31000000 0.360298363921 Long DBT CORP US N 2 2028-04-15 Fixed 6.00000000 N N N N N N UMBS, TBA N/A 01F052466 732000.00000000 PA USD 742504.99000000 0.097939066610 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 5.50000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 10000000.00000000 OU Notional Amount USD 1053227.10000000 0.138924425413 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2028-08-03 0.00000000 USD 0.00000000 USD 10000000.00000000 USD 1053227.10000000 N N N BENCHMARK Mortgage Trust N/A 08161CAE1 360000.00000000 PA USD 351562.25000000 0.046372319491 Long ABS-MBS CORP US N 2 2051-02-15 Variable 3.88200000 N N N N N N FRONTIER COMMUNICATIONS N/A 35906ABF4 148000.00000000 PA USD 147790.51000000 0.019494097411 Long DBT CORP US N 2 2028-05-01 Fixed 5.00000000 N N N N N N DBWF Mortgage Trust N/A 23307CAC9 61529000.00000000 PA USD 39806.80000000 0.005250659442 Long ABS-MBS CORP US N 2 2036-12-10 Variable 0.01400000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 67460TAR9 2688444.45000000 PA USD 2688444.45000000 0.354615448531 Long LON CORP US N 2 2025-12-29 Floating 6.06700000 N N N N N N Sands China Ltd 549300EVO6UZDGY05787 80007RAF2 611000.00000000 PA USD 611093.30000000 0.080605394198 Long DBT CORP KY N 2 2025-08-08 Fixed 5.12500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3L5 526000.00000000 PA USD 535885.35000000 0.070685196323 Long DBT CORP US N 2 2028-04-22 Fixed 5.70700000 N N N N N N Lendmark Funding Trust N/A 52608JAA3 5810000.00000000 PA USD 5804020.35000000 0.765571064599 Long ABS-O CORP US N 2 2032-07-20 Fixed 5.12000000 N N N N N N OVINTIV INC 2549003MEX7YMKLGI239 69047QAB8 2374000.00000000 PA USD 2420628.73000000 0.319289596189 Long DBT CORP US N 2 2028-05-15 Fixed 5.65000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140AX8 151000.00000000 PA USD 146928.53000000 0.019380399162 Long DBT CORP US N 2 2027-05-11 Fixed 3.15000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBA0 2306000.00000000 PA USD 2235942.17000000 0.294928777682 Long DBT CORP US N 2 2027-03-15 Fixed 3.75500000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDH2 750000.00000000 PA USD 748462.05000000 0.098724824152 Long DBT CORP MX N 2 2025-10-16 Fixed 6.87500000 N N N N N N DEVELOPMENT BANK OF KAZA 213800LCDPGJ1BI7KX98 48129VAD8 724000.00000000 PA USD 720323.78000000 0.095013285594 Long DBT NUSS KZ N 2 2030-04-07 Fixed 5.62500000 N N N N N N JANE STREET GRP/JSG FIN N/A 47077WAA6 883000.00000000 PA USD 851204.23000000 0.112276885547 Long DBT CORP US N 2 2029-11-15 Fixed 4.50000000 N N N N N N Dryden Senior Loan Fund N/A 26253BAN4 1810000.00000000 PA USD 1810892.33000000 0.238863181958 Long ABS-CBDO CORP KY N 2 2034-08-20 Floating 5.61200000 N N N N N N F-BRASILE SPA/F-BRASILE N/A 30191BAB7 1000000.00000000 PA USD 1001725.00000000 0.132131114027 Long DBT CORP IT N 2 2026-08-15 Fixed 7.37500000 N N N N N N NATIONSTAR MTG HLD INC 549300DQF6YN0E43PM71 43734LAA4 928000.00000000 PA USD 925352.42000000 0.122057297285 Long DBT CORP US N 2 2026-02-01 Fixed 5.00000000 N N N N N N Freddie Mac - STACR 529900PGKDI4ZEXFQ523 35564NBX0 1348490.13000000 PA USD 1351026.77000000 0.178205268114 Long ABS-MBS USGSE US N 2 2044-03-25 Floating 5.57200000 N N N N N N OneMain Direct Auto Receivables Trust N/A 68267EAA2 2181417.99000000 PA USD 2172474.61000000 0.286557179282 Long ABS-O CORP US N 2 2027-09-14 Fixed 3.63000000 N N N N N N ROCC Trust N/A 74970WAA8 1480000.00000000 PA USD 1500352.07000000 0.197901809821 Long ABS-MBS CORP US N 2 2041-11-13 Fixed 5.38800000 N N N N N N AMERICAN NATIONAL GF N/A 02771D2A1 304000.00000000 PA USD 308366.03000000 0.040674583415 Long DBT CORP US N 2 2030-01-28 Fixed 5.55000000 N N N N N N EQUITABLE FINANCIAL LIFE 635400B4JJBON4TCHF02 29449WAQ0 2416000.00000000 PA USD 2478714.94000000 0.326951375257 Long DBT CORP US N 2 2028-03-03 Fixed 5.45000000 N N N N N N TENGIZCHEVROIL FIN CO IN 5493001VEV2XTJIBZH31 000000000 1515000.00000000 PA USD 1489816.91000000 0.196512184497 Long DBT CORP BM Y 2 2026-08-15 Fixed 4.00000000 N N N N N N FIRST HORIZON CORP TF3RXI1ZB1TQ30H9JV10 320517AE5 554000.00000000 PA USD 557404.77000000 0.073523684868 Long DBT CORP US N 2 2031-03-07 Fixed 5.51400000 N N N N N N BSPRT Issuer, Ltd. N/A 05602CAA2 548249.92000000 PA USD 548758.72000000 0.072383239917 Long ABS-CBDO CORP KY N 2 2038-12-15 Floating 5.76300000 N N N N N N U.S. Bank National Association N/A 90357PBC7 653472.45000000 PA USD 653578.12000000 0.086209294067 Long ABS-O CORP US N 2 2032-02-25 Fixed 5.58200000 N N N N N N CD Commercial Mortgage Trust N/A 12514MBD6 748021.82000000 PA USD 5061.64000000 0.000667648438 Long ABS-MBS CORP US N 2 2049-08-10 Variable 1.34100000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AN8 1097000.00000000 PA USD 1084685.18000000 0.143073858796 Long DBT CORP US N 2 2027-03-27 Fixed 4.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PF2 1811000.00000000 PA USD 1834778.99000000 0.242013917935 Long DBT CORP US N 2 2030-02-13 Fixed 5.17400000 N N N N N N SIRIUS XM RADIO LLC WP5O65E6BMU84LNO4227 82967NBL1 292000.00000000 PA USD 285473.00000000 0.037654910793 Long DBT CORP US N 2 2026-09-01 Fixed 3.12500000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FBP2 733000.00000000 PA USD 739413.90000000 0.097531340771 Long DBT CORP US N 2 2030-05-29 Fixed 4.91400000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 80413TBJ7 677000.00000000 PA USD 687909.43000000 0.090737716774 Long DBT NUSS SA N 2 2028-01-13 Fixed 5.12500000 N N N N N N CAPITAL ONE NA 207ALC1P1YM0OVDV0K75 25466AAE1 1275000.00000000 PA USD 1270978.01000000 0.167646550067 Long DBT CORP US N 2 2026-03-13 Fixed 4.25000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300NYO16WLNMVJJ46 94989KAY9 888065.78000000 PA USD 12.88000000 0.000001698918 Long ABS-MBS CORP US N 2 2048-06-15 Variable 0.49900000 N N N N N N COLUMBIA PIPELINE HOLDCO N/A 19828AAB3 569000.00000000 PA USD 586576.86000000 0.077371587985 Long DBT CORP US N 2 2028-08-15 Fixed 6.04200000 N N N N N N HUSKY INJECTION / TITAN N/A 44805RAA3 912000.00000000 PA USD 933212.21000000 0.123094031727 Long DBT CORP CA N 2 2029-02-15 Fixed 9.00000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AU5 4431000.00000000 PA USD 4253128.41000000 0.561002864974 Long DBT CORP US N 2 2026-11-15 Fixed 2.26800000 N N N N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 000000000 611000.00000000 PA USD 610724.29000000 0.080556720458 Long DBT CORP IL Y 2 2025-06-30 Fixed 6.12500000 N N N N N N Rolls-Royce PLC X57JK1U580XATGR67572 77578JAB4 249000.00000000 PA USD 247749.35000000 0.032679026294 Long DBT CORP GB N 2 2025-10-14 Fixed 3.62500000 N N N N N N HUNTINGTON BANCSHARES 549300XTVCVV9I7B5T19 446150BB9 487000.00000000 PA USD 486329.81000000 0.064148643170 Long DBT CORP US N 2 2028-08-04 Fixed 4.44300000 N N N N N N Residential Mortgage Loan Trust N/A 76119CAA9 9753.99000000 PA USD 9653.74000000 0.001273362869 Long ABS-MBS CORP US N 2 2060-01-26 Variable 2.37600000 N N N N N N MASTEC INC 549300TMDIT8WREDOF45 576323AP4 1275000.00000000 PA USD 1252151.20000000 0.165163226421 Long DBT CORP US N 2 2028-08-15 Fixed 4.50000000 N N N N N N JEFFERSON CAPITAL HOLDIN N/A 472481AA8 725000.00000000 PA USD 721987.63000000 0.095232753366 Long DBT CORP US N 2 2026-08-15 Fixed 6.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCB6 750000.00000000 PA USD 743333.85000000 0.098048396211 Long DBT CORP MX N 2 2026-08-04 Fixed 6.87500000 N N N N N N OneMain Financial Issuance Trust N/A 68269BAA6 2282000.00000000 PA USD 2214371.79000000 0.292083567330 Long ABS-O CORP US N 2 2036-10-14 Fixed 3.14000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397G23 1202000.00000000 PA USD 1163565.77000000 0.153478491037 Long DBT CORP US N 2 2029-09-06 Fixed 5.30300000 N N N N N N JBS USA HOLD/FOOD/LUX CO N/A 46590XAZ9 445000.00000000 PA USD 450138.42000000 0.059374869251 Long DBT CORP LU N 2 2028-02-01 Fixed 5.12500000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397E74 823000.00000000 PA USD 822257.51000000 0.108458709540 Long DBT CORP US N 2 2027-05-17 Fixed 5.85000000 N N N N N N BLACKSTONE PRIVATE CRE 549300ORP3TTCNXSYO43 09261HBR7 194000.00000000 PA USD 192001.22000000 0.025325648349 Long DBT CORP US N 2 2027-09-26 Fixed 4.95000000 N N N N N N Lendmark Funding Trust N/A 52607MAB5 4700000.00000000 PA USD 4388120.69000000 0.578808830026 Long ABS-O CORP US N 2 2031-11-20 Fixed 2.47000000 N N N N N N Republic of Panama 549300SHS4T08CL0LP14 698299AD6 217000.00000000 PA USD 234642.10000000 0.030950133091 Long DBT NUSS PA N 2 2027-09-30 Fixed 8.87500000 N N N N N N Carvana Auto Receivables Trust N/A 14687DAA0 60839.10000000 PA USD 59547.83000000 0.007854571979 Long ABS-O CORP US N 2 2028-01-10 Fixed 0.70000000 N N N N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 15189TBG1 799000.00000000 PA USD 821642.16000000 0.108377542671 Long DBT CORP US N 2 2029-06-01 Fixed 5.40000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300NYO16WLNMVJJ46 94989KAZ6 58000000.00000000 PA USD 435.00000000 0.000057378057 Long ABS-MBS CORP US N 2 2048-06-15 Variable 0.01600000 N N N N N N Fannie Mae - CAS N/A 20754TAB8 414888.45000000 PA USD 414643.79000000 0.054693000471 Long ABS-MBS USGSE US N 2 2045-02-25 Floating 5.32100000 N N N N N N BANCO NACIONAL COM EXT 4469000001BL6VG3DH44 05974TAA5 436000.00000000 PA USD 438454.68000000 0.057833742113 Long DBT CORP MX N 2 2030-05-07 Fixed 5.87500000 N N N N N N AMEREN CORP XRZQ5S7HYJFPHJ78L959 023608AQ5 803000.00000000 PA USD 812412.40000000 0.107160104282 Long DBT CORP US N 2 2029-01-15 Fixed 5.00000000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AN1 816000.00000000 PA USD 805929.02000000 0.106304923247 Long DBT CORP US N 2 2025-10-01 Fixed 1.23000000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AB9 1826000.00000000 PA USD 1890414.34000000 0.249352419794 Long DBT CORP US N 2 2030-01-25 Fixed 5.90000000 N N N N N N JBS USA HOLD/FOOD/LUX CO N/A 46590XAN6 579000.00000000 PA USD 544993.36000000 0.071886575451 Long DBT CORP LU N 2 2029-02-02 Fixed 3.00000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAE0 151000.00000000 PA USD 152552.13000000 0.020122172137 Long DBT CORP US N 2 2027-09-15 Fixed 7.50000000 N N N N N N Drive Auto Receivables Trust N/A 262102AB2 670000.00000000 PA USD 670130.25000000 0.088392579277 Long ABS-O CORP US N 2 2028-08-15 Fixed 4.87000000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAK4 165000.00000000 PA USD 163425.59000000 0.021556420442 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N Fannie Mae - CAS N/A 20754AAB9 718227.00000000 PA USD 722447.88000000 0.095293461989 Long ABS-MBS USGSE US N 2 2041-12-25 Floating 5.97200000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJF8 1128000.00000000 PA USD 1127181.38000000 0.148679259727 Long DBT CORP US N 2 2028-07-22 Fixed 4.54800000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBS1 270000.00000000 PA USD 272570.67000000 0.035953047271 Long DBT CORP US N 2 2028-02-04 Fixed 4.87500000 N N N N N N JACKSON NATL LIFE GLOBAL 635400PQXLYXWJI5QD78 46849LVC2 689000.00000000 PA USD 691894.46000000 0.091263356499 Long DBT CORP US N 2 2027-01-13 Fixed 4.90000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 25000000.00000000 OU Notional Amount USD 2417746.25000000 0.318909386757 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2030-06-28 0.00000000 USD 0.00000000 USD 25000000.00000000 USD 2417746.25000000 N N N Freddie Mac - STACR 529900WZAMS87JCAOC53 35564NFY4 288437.50000000 PA USD 288139.34000000 0.038006610586 Long ABS-MBS USGSE US N 2 2045-01-25 Floating 5.27200000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153AW2 1646000.00000000 PA USD 1589304.76000000 0.209634988114 Long DBT CORP LR N 2 2028-03-15 Fixed 3.70000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBP0 633000.00000000 PA USD 576558.68000000 0.076050154174 Long DBT CORP US N 2 2031-05-13 Fixed 2.95600000 N N N N N N UNITED AIR 2020-1 A PTT N/A 90931GAA7 214647.75000000 PA USD 218662.26000000 0.028842334981 Long DBT CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N Hudson Yards N/A 44855PAA6 1730000.00000000 PA USD 1766852.81000000 0.233054211593 Long ABS-MBS CORP US N 2 2040-01-13 Variable 5.46700000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACR6 2000000.00000000 PA USD 2090115.46000000 0.275693712522 Long DBT CORP US N 2 2029-01-16 Fixed 6.50000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46649XAE7 50413000.00000000 PA USD 418.43000000 0.000055192415 Long ABS-MBS CORP US N 2 2031-07-05 Variable 0.15400000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A4E8 475000.00000000 PA USD 476415.78000000 0.062840947118 Long DBT CORP US N 2 2027-01-07 Fixed 4.95000000 N N N N N N HEICO CORP 529900O1DTDLCJ7L0I14 422806AA7 772000.00000000 PA USD 788735.39000000 0.104037021891 Long DBT CORP US N 2 2028-08-01 Fixed 5.25000000 N N N N N N EXPAND ENERGY CORP X2MT1W32SPAZ9WSKLE78 845467AR0 583000.00000000 PA USD 581483.27000000 0.076699725227 Long DBT CORP US N 2 2029-02-01 Fixed 5.37500000 N N N N N N ALLIED UNIVERSAL N/A 019576AB3 1116000.00000000 PA USD 1125918.86000000 0.148512728819 Long DBT CORP US N 2 2027-07-15 Fixed 9.75000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAN2 2788000.00000000 PA USD 2805673.24000000 0.370078345653 Long DBT CORP FR N 2 2027-01-18 Fixed 5.97500000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VBA8 1464000.00000000 PA USD 1473506.54000000 0.194360788297 Long DBT US N 2 2028-01-11 Fixed 5.00000000 N N N N N N BREAD FINANCIAL HLDGS 549300G8S4PO686J7H97 018581AP3 1058000.00000000 PA USD 1129024.60000000 0.148922387045 Long DBT CORP US N 2 2029-03-15 Fixed 9.75000000 N N N N N N NISSAN MOTOR CO 353800DRBDH1LUTNAY26 654744AB7 369000.00000000 PA USD 366002.48000000 0.048277037529 Long DBT CORP JP N 2 2025-09-17 Fixed 3.52200000 N N N N N N TGNR INTERMEDIATE HOLDIN 5493007AZNVKZ5HEMT23 77289KAA3 1052000.00000000 PA USD 994367.34000000 0.131160612330 Long DBT CORP US N 2 2029-10-15 Fixed 5.50000000 N N N N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 00080QAF2 5620000.00000000 PA USD 5618571.96000000 0.741109757988 Long DBT CORP NL N 2 2025-07-28 Fixed 4.75000000 N N N N N N IQVIA Inc 549300PLWY28YB00C717 449934AD0 750000.00000000 PA USD 748090.28000000 0.098675786358 Long DBT CORP US N 2 2026-10-15 Fixed 5.00000000 N N N N N N AIRCASTLE / IRELAND DAC N/A 00929JAB2 180000.00000000 PA USD 179284.23000000 0.023648231837 Long DBT CORP BM N 2 2030-03-15 Fixed 5.25000000 N N N N N N LSTAR Commercial Mortgage Trust N/A 50219QBA1 19753000.00000000 PA USD 69446.61000000 0.009160256502 Long ABS-MBS CORP US N 2 2049-03-10 Variable 0.58900000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46644RBB0 143827.73000000 PA USD 1.83000000 0.000000241383 Long ABS-MBS CORP US N 2 2048-05-15 Variable 0.48200000 N N N N N N Exeter Automobile Receivables Trust N/A 30165AAD7 1285000.00000000 PA USD 1293300.84000000 0.170591011267 Long ABS-O CORP US N 2 2028-09-15 Fixed 5.57000000 N N N N N N EXPAND ENERGY CORP X2MT1W32SPAZ9WSKLE78 165167DG9 970000.00000000 PA USD 973764.57000000 0.128443033202 Long DBT CORP US N 2 2029-02-01 Fixed 5.87500000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAL9 145000.00000000 PA USD 138974.26000000 0.018331202470 Long DBT US N 2 2029-02-15 Fixed 3.87500000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EJ0 329000.00000000 PA USD 327019.42000000 0.043135032342 Long DBT CORP US N 2 2029-08-01 Fixed 5.20000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 55416AAA7 1990000.00000000 PA USD 1996844.01000000 0.263390874323 Long ABS-CBDO CORP US N 2 2039-03-19 Floating 6.06400000 N N N N N N LoanCore Issuer, Ltd. N/A 53947FAA9 820000.00000000 PA USD 820104.39000000 0.108174705303 Long ABS-CBDO CORP US N 2 2042-08-17 Floating 5.71200000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254DB3 613000.00000000 PA USD 622435.27000000 0.082101440650 Long DBT CORP GB N 2 2028-05-14 Fixed 5.68800000 N N N N N N Fortiva Retail Prime Master Note Business Trust N/A 34990DAA0 1600000.00000000 PA USD 1602240.00000000 0.211341192582 Long ABS-O CORP US N 3 2029-09-17 Fixed 6.60000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EA9 178000.00000000 PA USD 200235.94000000 0.026411837401 Long DBT CORP US N 2 2030-07-15 Fixed 8.87500000 N N N N N N COTERRA ENERGY INC FCNMH6O7VWU7LHXMK351 127097AG8 351000.00000000 PA USD 345845.39000000 0.045618245189 Long DBT CORP US N 2 2027-05-15 Fixed 3.90000000 N N N N N N HASBRO INC 549300NUB6D2R1ITYR45 418056AZ0 535000.00000000 PA USD 510126.71000000 0.067287539482 Long DBT CORP US N 2 2029-11-19 Fixed 3.90000000 N N N N N N BACARDI LTD / MARTINI BV N/A 05635JAA8 1208000.00000000 PA USD 1215896.08000000 0.160381046287 Long DBT CORP XX N 2 2029-01-15 Fixed 5.25000000 N N N N N N Hyundai Auto Lease Securitization Trust N/A 44935WAD9 1135000.00000000 PA USD 1141568.93000000 0.150577029085 Long ABS-O CORP US N 2 2028-01-18 Fixed 4.83000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJQ4 434000.00000000 PA USD 443984.20000000 0.058563105599 Long DBT CORP US N 2 2030-01-23 Fixed 5.38400000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 5000000.00000000 OU Notional Amount USD 501821.30000000 0.066192026166 N/A DIR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2033-02-12 0.00000000 USD 0.00000000 USD 5000000.00000000 USD 501821.30000000 N N N Barclays Commercial Mortgage Securities LLC N/A 05546JAA6 49061.40000000 PA USD 48311.74000000 0.006372491479 Long ABS-MBS CORP US N 2 2036-03-10 Fixed 2.46600000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AT6 1753000.00000000 PA USD 1846226.29000000 0.243523857790 Long DBT CORP CO N 2 2029-01-19 Fixed 8.62500000 N N N N N N UBS Commercial Mortgage Trust N/A 90278PBA7 80000.00000000 PA USD 73038.80000000 0.009634079224 Long ABS-MBS CORP US N 2 2052-12-15 Fixed 3.03500000 N N N N N N BENCHMARK Mortgage Trust N/A 081915AB6 860000.00000000 PA USD 890516.24000000 0.117462280417 Long ABS-MBS CORP US N 2 2057-12-15 Fixed 5.73800000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAL7 275000.00000000 PA USD 271014.87000000 0.035747831681 Long DBT CORP US N 2 2026-08-04 Fixed 3.70000000 N N N N N N FORTRESS TRANS & INFRAST 529900E7PUVK6BC8PE80 34960PAD3 644000.00000000 PA USD 639100.77000000 0.084299679768 Long DBT CORP US N 2 2028-05-01 Fixed 5.50000000 N N N N N N Fannie Mae - CAS N/A 207941AA3 921134.09000000 PA USD 922210.71000000 0.121642894487 Long ABS-MBS USGSE US N 2 2044-03-25 Floating 5.47100000 N N N N N N Affirm Inc N/A 00834BAF4 1495000.00000000 PA USD 1501595.34000000 0.198065801585 Long ABS-O CORP US N 2 2029-02-15 Fixed 5.61000000 N N N N N N WESTERN-SOUTHERN GLOBAL 635400PFYEGVSGK4VB37 95954A2A0 441000.00000000 PA USD 442507.07000000 0.058368266863 Long DBT CORP US N 2 2030-05-01 Fixed 4.90000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379KAP3 12822.48000000 PA USD 12555.16000000 0.001656070555 Long ABS-MBS USGA US N 2 2055-10-16 Fixed 2.90000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAB8 216000.00000000 PA USD 215991.90000000 0.028490104936 Long DBT CORP US N 2 2027-02-15 Fixed 5.62500000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MBL8 610000.00000000 PA USD 605523.69000000 0.079870742698 Long DBT CORP IE N 2 2029-09-10 Fixed 4.62500000 N N N N N N Morgan Stanley BAML Trust N/A 61690QAF6 981731.83000000 PA USD 15.02000000 0.000001981191 Long ABS-MBS CORP US N 2 2050-07-15 Variable 0.46700000 N N N N N N DEVELOPMENT BANK OF KAZA 213800LCDPGJ1BI7KX98 25159XAE3 250000.00000000 PA USD 248047.27000000 0.032718323009 Long DBT NUSS KZ N 2 2029-10-23 Fixed 5.25000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 5000000.00000000 OU Notional Amount USD -892414.70000000 -0.11771269408 N/A DIR PH N 2 Bank of America NA B4TYDEB6GKMZO031MB27 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2026-03-31 0.00000000 USD 0.00000000 USD 5000000.00000000 USD -892414.70000000 N N N BROADCOM INC 549300WV6GIDOZJTV909 11134NAV7 1384615.38000000 PA USD 1384615.38000000 0.182635726032 Long LON CORP US N 2 2028-08-15 Floating 5.45200000 N N N N N N BWAY Mortgage Trust N/A 05604FAG0 47800000.00000000 PA USD 551578.54000000 0.072755184271 Long ABS-MBS CORP US N 2 2033-03-10 Variable 0.40300000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AH1 1277000.00000000 PA USD 1228923.75000000 0.162099442604 Long DBT CORP CH N 2 2027-08-10 Fixed 1.49400000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAG3 2000000.00000000 PA USD 1945843.84000000 0.256663769301 Long DBT CORP NL N 2 2027-01-19 Fixed 3.25700000 N N N N N N NEXSTAR MEDIA INC 5493006PK6I4I2OOT688 65343HAA9 564000.00000000 PA USD 562097.23000000 0.074142637142 Long DBT CORP US N 2 2027-07-15 Fixed 5.62500000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VAY6 2307331.14000000 PA USD 2297075.05000000 0.302992423431 Long LON CORP US N 2 2027-07-31 Floating 7.69100000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183DE1 1980089.34000000 PA USD 1999146.71000000 0.263694608697 Long ABS-O CORP US N 2 2036-05-15 Fixed 5.52000000 N N N N N N Republic of Panama 549300SHS4T08CL0LP14 698299AV6 1000000.00000000 PA USD 1016550.00000000 0.134086584606 Long DBT NUSS PA N 2 2026-01-29 Fixed 7.12500000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AJ6 337000.00000000 PA USD 341233.74000000 0.045009952042 Long DBT CORP US N 2 2027-06-01 Fixed 5.90000000 N N N N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29362UAC8 955000.00000000 PA USD 922847.35000000 0.121726869583 Long DBT CORP US N 2 2028-04-15 Fixed 4.37500000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 45000000.00000000 OU Notional Amount USD 343383.75000000 0.045293546059 N/A DIR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2026-05-08 0.00000000 USD 0.00000000 USD 45000000.00000000 USD 343383.75000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 25000000.00000000 OU Notional Amount USD 101724.00000000 0.013417759807 N/A DIR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2028-02-04 0.00000000 USD 0.00000000 USD 25000000.00000000 USD 101724.00000000 N N N Westlake Automobile Receivables Trust N/A 96043CAF7 1035000.00000000 PA USD 1034587.76000000 0.136465829732 Long ABS-O CORP US N 2 2029-11-15 Fixed 4.92000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BR7 760000.00000000 PA USD 774137.52000000 0.102111510572 Long DBT CORP US N 2 2028-08-15 Fixed 6.75000000 N N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 758750AL7 1497000.00000000 PA USD 1505079.47000000 0.198525370806 Long DBT CORP US N 2 2026-02-15 Fixed 6.05000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJT8 1779000.00000000 PA USD 1792156.31000000 0.236391833839 Long DBT CORP US N 2 2031-02-12 Fixed 5.04600000 N N N N N N GATX CORP 549300IHYHCQP2PIR591 361448BP7 380000.00000000 PA USD 384038.36000000 0.050656034676 Long DBT CORP US N 2 2027-03-15 Fixed 5.40000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BJ6 769000.00000000 PA USD 784571.23000000 0.103487754278 Long DBT CORP CH N 2 2030-02-08 Fixed 5.42800000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAN4 552000.00000000 PA USD 552884.41000000 0.072927433199 Long DBT CORP US N 2 2028-04-03 Fixed 4.90000000 N N N N N N BAT INTL FINANCE PLC 21380041YBGOQDFAC823 05530QAQ3 2000000.00000000 PA USD 2089494.76000000 0.275611839970 Long DBT CORP GB N 2 2029-02-02 Fixed 5.93100000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 465968AG0 5888370.28000000 PA USD 95865.61000000 0.012645017191 Long ABS-MBS CORP US N 2 2050-09-15 Variable 1.01800000 N N N N N N VISTRA CORP 549300ZH5GKBTJZ7NM23 92840VAA0 381000.00000000 PA USD 381585.60000000 0.050332506850 Long DBT CORP US N 2 2026-09-01 Fixed 5.50000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013092AC5 3792000.00000000 PA USD 3757468.53000000 0.495623552166 Long DBT CORP US N 2 2027-01-15 Fixed 4.62500000 N N N N N N CSAIL Commercial Mortgage Trust 549300D5DIOOMKWXVZ20 12634NAW8 82732000.00000000 PA USD 827.32000000 0.000109126470 Long ABS-MBS CORP US N 2 2057-06-15 Variable 0.00000000 N N N N N N SCF Equipment Trust Llc N/A 783896AC7 565000.00000000 PA USD 579272.58000000 0.076408127301 Long ABS-O CORP US N 2 2032-01-20 Fixed 5.52000000 N N N N N N Apidos CLO Ltd 549300IG6PHVJ3WBR394 03767VAG3 3466505.33000000 PA USD 3470325.42000000 0.457748347883 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 5.61800000 N N N N N N CROSBY US ACQUISITION CORP 549300V5HSWHDNVOWE35 22739PAP1 970555.28000000 PA USD 973229.16000000 0.128372410706 Long LON CORP US N 2 2029-08-16 Floating 7.82700000 N N N N N N TYSON FOODS INC WD6L6041MNRW1JE49D58 902494BL6 273000.00000000 PA USD 280275.70000000 0.036969368315 Long DBT CORP US N 2 2029-03-15 Fixed 5.40000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAZ6 759000.00000000 PA USD 767894.08000000 0.101287978482 Long DBT CORP GB N 2 2028-01-05 Fixed 5.46200000 N N N N N N Exeter Automobile Receivables Trust N/A 30166DAE8 1000000.00000000 PA USD 1010883.40000000 0.133339139778 Long ABS-O CORP US N 2 2029-05-15 Fixed 5.74000000 N N N N N N GXO LOGISTICS INC 5493007CNWMXN78JRN66 36262GAF8 1116000.00000000 PA USD 1143146.68000000 0.150785139959 Long DBT CORP US N 2 2029-05-06 Fixed 6.25000000 N N N N N N DLLMT LLC N/A 23347AAG6 1350000.00000000 PA USD 1368249.71000000 0.180477035564 Long ABS-O CORP US N 2 2032-04-20 Fixed 4.98000000 N N N N N N KKR Financial CLO Ltd 549300K434Q30JZAS486 48251MBE5 1630000.00000000 PA USD 1631046.46000000 0.215140867794 Long ABS-CBDO CORP KY N 2 2032-01-18 Floating 5.81900000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 10000000.00000000 OU Notional Amount USD 1196990.30000000 0.157887306216 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2028-05-31 0.00000000 USD 0.00000000 USD 10000000.00000000 USD 1196990.30000000 N N N Bacardi Ltd 549300R32WTQNHNN5055 067316AF6 1083000.00000000 PA USD 1080781.77000000 0.142558985041 Long DBT CORP BM N 2 2028-05-15 Fixed 4.70000000 N N N N N N KODIT GLOBAL 2024-1 N/A 000000000 1060000.00000000 PA USD 1073246.74000000 0.141565087606 Long DBT CORP KR N 2 2027-05-29 Fixed 5.35700000 N N N N N N UMBS, TBA N/A 01F052474 19031000.00000000 PA USD 19283300.25000000 2.543536343973 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5.50000000 N N N N N N FRONTIER COMMUNICATIONS N/A 35906ABG2 44000.00000000 PA USD 44639.19000000 0.005888068985 Long DBT CORP US N 2 2029-05-01 Fixed 6.75000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAA3 3337000.00000000 PA USD 3329344.92000000 0.439152515174 Long DBT CORP GB N 2 2025-09-15 Fixed 4.75000000 N N N N N N TK ELEVATOR HOLDCO GMBH 2549008GCHWX9EEMIS56 92537VAA8 1054000.00000000 PA USD 1056272.42000000 0.139326114024 Long DBT CORP DE N 2 2028-07-15 Fixed 7.62500000 N N N N N N F&G GLOBAL FUNDING 6354009CCUKJIZ7KFX73 30321L2D3 3750000.00000000 PA USD 3587055.49000000 0.473145462051 Long DBT CORP US N 2 2027-04-11 Fixed 2.30000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 5000000.00000000 OU Notional Amount USD 718622.45000000 0.094788874076 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2027-12-29 0.00000000 USD 0.00000000 USD 5000000.00000000 USD 718622.45000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 10000000.00000000 OU Notional Amount USD 1106964.60000000 0.146012594062 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2028-08-27 0.00000000 USD 0.00000000 USD 10000000.00000000 USD 1106964.60000000 N N N BX Trust N/A 05611VAA9 568181.73000000 PA USD 569563.09000000 0.075127410807 Long ABS-MBS CORP US N 2 2039-02-15 Floating 5.77100000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWZ3 2099000.00000000 PA USD 2077700.31000000 0.274056109787 Long DBT CORP US N 2 2029-05-01 Fixed 4.22300000 N N N N N N Freddie Mac - STACR 5299002OYNAPMJKK2A73 35564NDY6 323750.02000000 PA USD 324892.53000000 0.042854487936 Long ABS-MBS USGSE US N 2 2044-08-25 Floating 5.57200000 N N N N N N AEP TEXAS INC 5493001L78U618KXNZ75 00108WAS9 422000.00000000 PA USD 432237.16000000 0.057013628965 Long DBT CORP US N 2 2029-05-15 Fixed 5.45000000 N N N N N N ABU DHABI DEVELOPMENT HO 254900G082ZFKTCR2Q75 00402AAA9 539000.00000000 PA USD 532717.28000000 0.070267316547 Long DBT CORP AE N 2 2030-05-06 Fixed 4.50000000 N N N N N N AMERICAN HOMES 4 RENT 549300N4PXZ37U8QKI55 02666TAK3 221000.00000000 PA USD 220926.79000000 0.029141034596 Long DBT US N 2 2030-06-15 Fixed 4.95000000 N N N N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 00135TAD6 1327000.00000000 PA USD 1396312.33000000 0.184178595616 Long DBT CORP IE N 2 2029-09-13 Fixed 6.60800000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAM5 236000.00000000 PA USD 229574.81000000 0.030281739397 Long DBT CORP US N 2 2027-12-01 Fixed 3.95000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAG7 259000.00000000 PA USD 254226.62000000 0.033533401398 Long DBT CORP US N 2 2027-01-30 Fixed 3.70000000 N N N N N N MORGAN STANLEY BANK NA G1MLHIS0N32I3QPILB75 61690DK72 423000.00000000 PA USD 427366.57000000 0.056371180705 Long DBT CORP US N 2 2029-01-12 Fixed 5.01600000 N N N N N N CITIZENS FINANCIAL GROUP 2138004JDDA4ZQUPFW65 174610BF1 646000.00000000 PA USD 662790.13000000 0.087424391168 Long DBT CORP US N 2 2030-01-23 Fixed 5.84100000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECX1 456000.00000000 PA USD 458711.06000000 0.060505631160 Long DBT CORP GB N 2 2029-02-25 Fixed 5.08600000 N N N N N N CSAIL Commercial Mortgage Trust 5493006MX7HG5PC85C29 12637UAY5 3610285.53000000 PA USD 22145.85000000 0.002921116904 Long ABS-MBS CORP US N 2 2049-11-15 Variable 0.34600000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PZ8 1411000.00000000 PA USD 1409056.57000000 0.185859606501 Long DBT CORP US N 2 2028-05-07 Fixed 4.64300000 N N N N N N PINNACLE WEST CAPITAL TWSEY0NEDUDCKS27AH81 723484AM3 169000.00000000 PA USD 170350.95000000 0.022469900221 Long DBT CORP US N 2 2028-05-15 Fixed 4.90000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CY9 357000.00000000 PA USD 360290.34000000 0.047523585812 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CNB3 16073920.00000000 PA USD 16126163.13000000 2.127098654183 Long DBT UST US N 2 2030-04-15 Fixed 1.62500000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECD5 951000.00000000 PA USD 1006511.94000000 0.132762528552 Long DBT CORP GB N 2 2028-11-02 Fixed 7.38500000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAY7 2880000.00000000 PA USD 2654254.37000000 0.350105654567 Long DBT CORP US N 2 2028-07-15 Fixed 2.45000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AX3 474000.00000000 PA USD 476341.70000000 0.062831175700 Long DBT CORP US N 2 2028-03-01 Fixed 4.60000000 N N N N N N LBM Acquisition LLC 549300FAEB3VWZL4NI86 50179JAB4 1098288.68000000 PA USD 1062341.69000000 0.140126672467 Long LON CORP US N 2 2027-12-17 Floating 8.17700000 N N N N N N FREEDOM MORTGAGE CORP 549300LYRWPSYPK6S325 35640YAK3 759000.00000000 PA USD 814857.19000000 0.107482580836 Long DBT CORP US N 2 2028-10-01 Fixed 12.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 081927AB1 460000.00000000 PA USD 477534.88000000 0.062988560414 Long ABS-MBS CORP US N 2 2057-03-15 Fixed 5.92600000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475CD5 588000.00000000 PA USD 588732.21000000 0.077655886367 Long DBT CORP US N 2 2031-05-13 Fixed 4.89900000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91087BAE0 301000.00000000 PA USD 294227.50000000 0.038809660687 Long DBT NUSS MX N 2 2028-01-11 Fixed 3.75000000 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2L8 1386000.00000000 PA USD 1415357.86000000 0.186690769213 Long DBT CORP US N 2 2029-01-08 Fixed 5.50000000 N N N N N N SOUTHWEST GAS CORP OQQR1IQTGBKH0UR88X59 845011AF2 1252000.00000000 PA USD 1282853.09000000 0.169212915636 Long DBT CORP US N 2 2027-12-01 Fixed 5.80000000 N N N N N N Deutsche Bank Securities, Inc. 9J6MBOOO7BECTDTUZW19 000000000 5000000.00000000 OU Notional Amount USD 70923.90000000 0.009355116342 N/A DIR US N 2 Deutsche Bank Securities, Inc. 9J6MBOOO7BECTDTUZW19 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2031-12-07 0.00000000 USD 0.00000000 USD 5000000.00000000 USD 70923.90000000 N N N ALA Trust N/A 009920AA7 1260000.00000000 PA USD 1267498.13000000 0.167187541436 Long ABS-MBS CORP US N 2 2030-06-15 Floating 6.04300000 N N N N N N CFCRE Commercial Mortgage Trust N/A 12532BAH0 3274474.75000000 PA USD 23281.52000000 0.003070915844 Long ABS-MBS CORP US N 2 2054-12-10 Variable 0.63100000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286PAD3 2518000.00000000 PA USD 2564188.68000000 0.338225667589 Long ABS-O CORP US N 2 2029-12-17 Fixed 6.16000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EAP0 3750000.00000000 PA USD 3760329.15000000 0.496000878186 Long DBT CORP GB N 2 2026-05-12 Fixed 5.20000000 N N N N N N Citizens Auto Receivables Trust N/A 17331KAE9 875000.00000000 PA USD 889004.90000000 0.117262929260 Long ABS-O CORP US N 2 2030-10-15 Fixed 5.78000000 N N N N N N Citizens Auto Receivables Trust N/A 17295FAD6 1832000.00000000 PA USD 1845453.29000000 0.243421896322 Long ABS-O CORP US N 2 2028-02-15 Fixed 5.83000000 N N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AR3 502000.00000000 PA USD 506002.86000000 0.066743588902 Long DBT CORP US N 2 2029-06-30 Fixed 5.25000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668CK6 376000.00000000 PA USD 376180.96000000 0.049619615484 Long DBT CORP US N 2 2026-08-14 Fixed 4.90000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAQ4 439000.00000000 PA USD 443852.95000000 0.058545793254 Long DBT CORP US N 2 2029-07-15 Fixed 5.37500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023BR5 223000.00000000 PA USD 217466.23000000 0.028684574342 Long DBT CORP US N 2 2026-06-15 Fixed 2.25000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DQ5 1333000.00000000 PA USD 1402433.56000000 0.184986007769 Long DBT CORP US N 2 2029-05-01 Fixed 6.29800000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 494553AD2 500000.00000000 PA USD 505748.70000000 0.066710064288 Long DBT CORP US N 2 2029-02-01 Fixed 5.00000000 N N N N N N Calpine Corporation 43R4VPJBXTU2O15HEF41 13134MBX0 1750000.00000000 PA USD 1750691.25000000 0.230922443965 Long LON CORP US N 2 2032-02-15 None 0.00000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46642MAE8 1292000.00000000 PA USD 1.29000000 0.000000170155 Long ABS-MBS CORP US N 2 2027-06-10 Variable 0.03400000 N N N N N N AMERICAN AIRLINES INC N/A 02376CBS3 536302.52000000 PA USD 531542.84000000 0.070112403706 Long LON CORP KY N 2 2028-04-20 Floating 6.52200000 N N N N N N KKR Industrial Portfolio Trust N/A 494925AA8 670000.00000000 PA USD 671996.73000000 0.088638774671 Long ABS-MBS CORP US N 2 2041-08-15 Floating 6.21900000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 10000000.00000000 OU Notional Amount USD 1064173.20000000 0.140368255194 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2028-05-11 0.00000000 USD 0.00000000 USD 10000000.00000000 USD 1064173.20000000 N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAW1 428000.00000000 PA USD 426969.53000000 0.056318809708 Long DBT CORP KY N 2 2028-01-15 Fixed 4.95000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C35 639000.00000000 PA USD 657906.15000000 0.086780176720 Long DBT CORP US N 2 2027-11-04 Fixed 7.35000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137BTUP4 13052045.30000000 PA USD 31985.34000000 0.004218980864 Long ABS-MBS USGSE US N 2 2026-11-25 Variable 0.15100000 N N N N N N Trysail CLO Ltd N/A 89855AAC0 3781373.08000000 PA USD 3775825.81000000 0.498044943123 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 5.85100000 N N N N N N CONCENTRIX CORP 5493000EAJN1KMPVA737 20602DAA9 367000.00000000 PA USD 373611.79000000 0.049280732762 Long DBT CORP US N 2 2026-08-02 Fixed 6.65000000 N N N N N N ANTERO RESOURCES CORP APVBKPOULHUX7YZLKU17 03674XAQ9 695000.00000000 PA USD 711871.82000000 0.093898441809 Long DBT CORP US N 2 2029-02-01 Fixed 7.62500000 N N N N N N BENCHMARK Mortgage Trust N/A 08162BBE1 560000.00000000 PA USD 529605.72000000 0.069856890642 Long ABS-MBS CORP US N 2 2052-05-15 Fixed 3.54200000 N N N N N N Cedar Funding Ltd 635400NWFWJ92O7QGD64 15032AAN7 1928434.92000000 PA USD 1930050.95000000 0.254580630566 Long ABS-CBDO CORP KY N 2 2031-07-17 Floating 5.64100000 N N N N N N ROLLS-ROYCE PLC X57JK1U580XATGR67572 77578JAC2 400000.00000000 PA USD 409204.40000000 0.053975525455 Long DBT CORP GB N 2 2027-10-15 Fixed 5.75000000 N N N N N N GM Financial Automobile Leasing Trust N/A 362962AE2 1265000.00000000 PA USD 1266352.54000000 0.167036434013 Long ABS-O CORP US N 2 2029-04-20 Fixed 4.64000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 20000000.00000000 OU Notional Amount USD 1892690.80000000 0.249652693018 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2030-06-30 0.00000000 USD 0.00000000 USD 20000000.00000000 USD 1892690.80000000 N N N BROOKLYN UNION GAS CO 83BQ1DXS6VA5GZFK8S35 114259AV6 3505000.00000000 PA USD 3505529.85000000 0.462391938245 Long DBT CORP US N 2 2027-08-05 Fixed 4.63200000 N N N N N N MACQUARIE AIRFINANCE HLD 549300MCGUSL5B852H65 55609NAC2 313000.00000000 PA USD 323844.51000000 0.042716250346 Long DBT CORP GB N 2 2029-03-26 Fixed 6.40000000 N N N N N N Citizens Auto Receivables Trust N/A 17295FAE4 1325000.00000000 PA USD 1346715.43000000 0.177636586931 Long ABS-O CORP US N 2 2030-10-15 Fixed 5.74000000 N N N N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 45262BAG8 1337000.00000000 PA USD 1366398.49000000 0.180232853018 Long DBT CORP GB N 2 2030-02-01 Fixed 5.50000000 N N N N N N CLARIOS GLOBAL LP/US FIN N/A 69867DAC2 2153000.00000000 PA USD 2166335.68000000 0.285747432435 Long DBT CORP XX N 2 2027-05-15 Fixed 8.50000000 N N N N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 00135TAF1 200000.00000000 PA USD 201834.11000000 0.026622641746 Long DBT CORP IE N 2 2031-05-15 Fixed 5.32000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BZ0 605000.00000000 PA USD 612270.06000000 0.080760613056 Long DBT CORP US N 2 2030-04-01 Fixed 5.18600000 N N N N N N BLACKSTONE SECURED LEND 549300KM7KWQHVBNH962 09261XAD4 211000.00000000 PA USD 200652.05000000 0.026466723799 Long DBT CORP US N 2 2027-02-15 Fixed 2.12500000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EQ8 729000.00000000 PA USD 730801.75000000 0.096395367352 Long DBT CORP GB N 2 2029-03-03 Fixed 4.89900000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 5000000.00000000 OU Notional Amount USD 675566.80000000 0.089109679686 N/A DIR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2032-10-25 0.00000000 USD 0.00000000 USD 5000000.00000000 USD 675566.80000000 N N N F&G GLOBAL FUNDING 6354009CCUKJIZ7KFX73 30321L2G6 842000.00000000 PA USD 858809.36000000 0.113280029423 Long DBT CORP US N 2 2027-06-10 Fixed 5.87500000 N N N N N N WF-RBS Commercial Mortgage Trust 5493000F7E2NMQ4HIO61 92939FBB4 13391713.90000000 PA USD 29128.32000000 0.003842129697 Long ABS-MBS CORP US N 2 2047-08-15 Variable 0.44900000 N N N N N N FRONTIER COMMUNICATIONS N/A 35908MAB6 74000.00000000 PA USD 75036.22000000 0.009897546074 Long DBT CORP US N 2 2030-01-15 Fixed 6.00000000 N N N N N N Iron Mountain Inc SQL3F6CKNNBM3SQGHX24 46284VAC5 1098000.00000000 PA USD 1085674.29000000 0.143204325946 Long DBT US N 2 2027-09-15 Fixed 4.87500000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46643GAG5 331515.95000000 PA USD 9.08000000 0.000001197684 Long ABS-MBS CORP US N 2 2047-11-15 Variable 0.70900000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BL0 714000.00000000 PA USD 713887.70000000 0.094164343599 Long DBT CORP US N 2 2027-11-15 Fixed 5.50000000 N N N N N N US BANK NA CINCINNATI 6BYL5QZYBDK8S7L73M02 90331HPS6 694000.00000000 PA USD 694915.71000000 0.091661870191 Long DBT CORP US N 2 2028-05-15 Fixed 4.73000000 N N N N N N PAYCHEX INC 529900K900DW6SUBM174 704326AA5 513000.00000000 PA USD 519882.12000000 0.068574312988 Long DBT CORP US N 2 2030-04-15 Fixed 5.10000000 N N N N N N Bombardier Inc W7L3VLU8EHQY34Z36697 097751BT7 154000.00000000 PA USD 154804.03000000 0.020419205809 Long DBT CORP CA N 2 2027-04-15 Fixed 7.87500000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CZ0 2201000.00000000 PA USD 2234804.48000000 0.294778712298 Long DBT CORP US N 2 2030-03-01 Fixed 5.25000000 N N N N N N JACKSON NATL LIFE GLOBAL 635400PQXLYXWJI5QD78 46849LVE8 671000.00000000 PA USD 684864.70000000 0.090336105986 Long DBT CORP US N 2 2030-01-13 Fixed 5.35000000 N N N N N N Morgan Stanley Capital I Trust N/A 61690BAA0 1573580.41000000 PA USD 1519056.48000000 0.200368988468 Long ABS-MBS CORP US N 2 2057-09-24 Variable 3.90000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10000000.00000000 OU Notional Amount USD 1002786.00000000 0.132271063726 N/A DIR US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2032-02-01 0.00000000 USD 0.00000000 USD 10000000.00000000 USD 1002786.00000000 N N N WASH MULTIFAM ACQ INC 549300AS7PRY5PHG6L12 93710WAA3 1405000.00000000 PA USD 1403062.93000000 0.185069023925 Long DBT CORP US N 2 2026-04-15 Fixed 5.75000000 N N N N N N NextGear Floorplan Master Owner Trust N/A 65341KCF1 1980000.00000000 PA USD 1981331.35000000 0.261344698928 Long ABS-O CORP US N 2 2030-02-15 Fixed 4.55000000 N N N N N N MGIC INVESTMENT CORP 254900S8483WM4M98R28 552848AG8 750000.00000000 PA USD 745494.75000000 0.098333426658 Long DBT CORP US N 2 2028-08-15 Fixed 5.25000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46642MAC2 2906000.00000000 PA USD 1453.00000000 0.000191655902 Long ABS-MBS CORP US N 2 2027-06-10 Variable 0.37600000 N N N N N N HSBC USA INC 549300LBOHZ4QSIWU288 40428HR95 625000.00000000 PA USD 626845.60000000 0.082683178967 Long DBT CORP US N 2 2028-06-03 Fixed 4.65000000 N N N N N N CROWN AMER/CAP CORP VI N/A 228187AB6 900000.00000000 PA USD 900000.18000000 0.118713246059 Long DBT CORP US N 2 2026-02-01 Fixed 4.75000000 N N N N N N CART N/A 20682AAA8 650000.00000000 PA USD 648694.67000000 0.085565149528 Long ABS-MBS CORP US N 2 2041-08-15 Floating 5.97000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397D26 273000.00000000 PA USD 276175.85000000 0.036428583421 Long DBT CORP US N 2 2026-06-10 Fixed 6.95000000 N N N N N N MOLEX ELECTRONICS TECH 549300WTBVUFUPSIWI20 60856BAE4 692000.00000000 PA USD 693029.05000000 0.091413012982 Long DBT CORP US N 2 2028-04-30 Fixed 4.75000000 N N N N N N Parallel Ltd N/A 69916HAN0 1500000.00000000 PA USD 1498503.00000000 0.197657910867 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 5.90600000 N N N N N N JPMorgan Securities LLC ZBUT11V806EZRVTWT807 000000000 914000.00000000 PA USD 914000.00000000 0.120559872441 Long RA CORP US N 2 Repurchase N 4.12000000 2025-06-02 971100.00000000 USD 932653.06120000 USD UST N N N Republic of South Africa 378900AAFB4F17004C49 836205AR5 1443000.00000000 PA USD 1448898.94000000 0.191114957753 Long DBT NUSS ZA N 2 2025-09-16 Fixed 5.87500000 N N N N N N BENCHMARK Mortgage Trust N/A 08163YAC5 990000.00000000 PA USD 1039781.06000000 0.137150844595 Long ABS-MBS CORP US N 2 2056-05-15 Variable 6.22800000 N N N N N N SOLVENTUM CORP 254900I70403OSGY4M28 83444MAP6 1796000.00000000 PA USD 1833163.32000000 0.241800805277 Long DBT CORP US N 2 2029-03-01 Fixed 5.40000000 N N N N N N Freddie Mac - STACR 5493000IRHY5YZIPQD14 35564KX79 988682.79000000 PA USD 999043.79000000 0.131777452829 Long ABS-MBS USGSE US N 2 2043-05-25 Floating 6.32200000 N N N N N N CEC ENTERTAINMENT LLC N/A 125137AC3 1284000.00000000 PA USD 1264519.60000000 0.166794662665 Long DBT CORP US N 2 2026-05-01 Fixed 6.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378XFF3 106299.74000000 PA USD 95843.47000000 0.012642096846 Long ABS-MBS USGA US N 2 2048-01-16 Variable 3.00000000 N N N N N N Morgan Stanley BAML Trust N/A 61690AAE4 320000.00000000 PA USD 318117.89000000 0.041960888664 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 3.75300000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 165637.00000000 OU Notional Amount USD 3481.93000000 0.000459279033 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2025-10-21 0.00000000 USD 0.00000000 USD 165637.00000000 USD 3481.93000000 N N N FRESENIUS MED CARE III 5299006ZHLMXOOUVTU44 35805BAC2 173000.00000000 PA USD 165465.36000000 0.021825473408 Long DBT CORP US N 2 2026-12-01 Fixed 1.87500000 N N N N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 17888HAA1 1236000.00000000 PA USD 1246821.18000000 0.164460177700 Long DBT CORP US N 2 2028-07-01 Fixed 8.37500000 N N N N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 07274NAJ2 1750000.00000000 PA USD 1743717.75000000 0.230002614347 Long DBT CORP US N 2 2025-12-15 Fixed 4.25000000 N N N N N N HILCORP ENERGY I LP 549300ITPIHLG0LHEC09 431319AH5 1465600.00000000 PA USD 1466816.45000000 0.193478341473 Long LON CORP US N 2 2030-02-11 Floating 6.33300000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 5000000.00000000 OU Notional Amount USD 528156.80000000 0.069665772907 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2028-05-21 0.00000000 USD 0.00000000 USD 5000000.00000000 USD 528156.80000000 N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EF2 1164000.00000000 PA USD 1181706.16000000 0.155871273427 Long DBT CORP GB N 2 2028-05-17 Fixed 5.59700000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RAZ5 631000.00000000 PA USD 619239.42000000 0.081679896592 Long DBT CORP FR N 2 2026-12-14 Fixed 1.48800000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BS6 1214000.00000000 PA USD 1236717.51000000 0.163127467452 Long DBT CORP US N 2 2029-04-04 Fixed 5.37100000 N N N N N N BRIGHTHSE FIN GLBL FUND 549300BLFX3KJ2IFOA78 10921U2J6 1277000.00000000 PA USD 1293907.89000000 0.170671083336 Long DBT CORP US N 2 2027-04-09 Fixed 5.55000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668CN0 335000.00000000 PA USD 335101.11000000 0.044201036188 Long DBT CORP US N 2 2027-03-25 Fixed 4.95000000 N N N N N N BARDOT CLO LTD 549300KP12IHV6MTDK86 06744NBQ9 1573628.12000000 PA USD 1570545.38000000 0.207160558726 Long ABS-CBDO CORP KY N 2 2032-10-22 Floating 5.25200000 N N N N N N FS Rialto Issuer Ltd N/A 30340KAA9 310000.00000000 PA USD 309839.02000000 0.040868876070 Long ABS-CBDO CORP US N 2 2042-08-19 Floating 5.71200000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05565AAR4 436000.00000000 PA USD 434032.60000000 0.057250453929 Long DBT CORP FR N 2 2026-05-12 Fixed 4.37500000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEQ5 315000.00000000 PA USD 317716.70000000 0.041907970267 Long DBT CORP US N 2 2027-05-08 Fixed 5.40000000 N N N N N N LSTAR Commercial Mortgage Trust N/A 50219QAY0 586930.03000000 PA USD 1831.34000000 0.000241560302 Long ABS-MBS CORP US N 2 2049-03-10 Variable 1.52600000 N N N N N N ICON INVESTMENTS SIX DAC 635400FQ1M7J2CHLAS59 45115AAB0 520000.00000000 PA USD 533020.47000000 0.070307308393 Long DBT CORP IE N 2 2029-05-08 Fixed 5.84900000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 6540000.00000000 OU Notional Amount USD 147876.10000000 0.019505387038 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.IG.S41 2I65BYED3 Y sell protection 2028-12-20 43132.13000000 USD 0.00000000 USD 6540000.00000000 USD 104743.97000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 1364.00000000 NC USD 549947.45000000 0.072540037660 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVU5 Comdty 2025-09-30 147017802.55000000 USD 549947.45000000 N N N Colombia Government International Bonds 549300MHDRBVRF6B9117 195325DL6 809000.00000000 PA USD 792941.35000000 0.104591803073 Long DBT NUSS CO N 2 2027-04-25 Fixed 3.87500000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 60000000.00000000 OU Notional Amount USD 1733205.60000000 0.228616024125 N/A DIR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2027-03-02 0.00000000 USD 0.00000000 USD 60000000.00000000 USD 1733205.60000000 N N N UMBS, TBA N/A 01F050460 1131000.00000000 PA USD 1131659.45000000 0.149269933193 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 5.00000000 N N N N N N HEALTH CARE SERVICE CORP 549300TMJ1FKCKECR148 42218SAK4 405000.00000000 PA USD 410149.46000000 0.054100182253 Long DBT CORP US N 2 2029-06-15 Fixed 5.20000000 N N N N N N Deutsche Bank Commercial Mortgage Trust N/A 23312VAG1 7740302.14000000 PA USD 72625.71000000 0.009579591174 Long ABS-MBS CORP US N 2 2049-08-10 Variable 1.40200000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03067BAF6 600000.00000000 PA USD 612246.42000000 0.080757494855 Long ABS-O CORP US N 2 2028-12-18 Fixed 5.80000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378NMX8 16563.13000000 PA USD 53.25000000 0.000007023865 Long ABS-MBS USGA US N 2 2055-01-16 Variable 0.17500000 N N N N N N BX Trust N/A 05612GAA1 670575.18000000 PA USD 671783.15000000 0.088610602704 Long ABS-MBS CORP US N 2 2041-03-15 Floating 5.72000000 N N N N N N Wheels Fleet Lease Funding LLC 549300BSFY0E0XXREF43 96328GBZ9 995000.00000000 PA USD 997030.89000000 0.131511944112 Long ABS-O CORP US N 2 2039-09-19 Fixed 4.80000000 N N N N N N CITGO PETROLEUM CORP YX52P86PXMLYDOTUQ225 17302XAM8 1682000.00000000 PA USD 1685901.06000000 0.222376385932 Long DBT CORP US N 2 2026-06-15 Fixed 6.37500000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JP3 1640464.00000000 PA USD 1622758.14000000 0.214047608711 Long DBT CORP US N 2 2026-01-01 Fixed 3.15000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XFH4 417000.00000000 PA USD 417483.97000000 0.055067630382 Long DBT CORP US N 2 2027-07-15 Fixed 5.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300DNBJ7A0SEFVK31 95000GBB9 1537344.69000000 PA USD 21993.41000000 0.002901009523 Long ABS-MBS CORP US N 2 2049-08-15 Variable 1.70400000 N N N N N N DBWF Mortgage Trust N/A 23306NAA0 67413.47000000 PA USD 65852.11000000 0.008686129082 Long ABS-MBS CORP US N 2 2034-06-10 Fixed 2.99800000 N N N N N N ROMANIA 315700IASY927EDWBK92 77586RAT7 750000.00000000 PA USD 747563.51000000 0.098606303509 Long DBT NUSS RO N 2 2029-01-30 Fixed 5.87500000 N N N N N N RIO TINTO FIN USA PLC 2138006TSNBEUA761G16 76720AAS5 1316000.00000000 PA USD 1331224.66000000 0.175593298906 Long DBT CORP GB N 2 2030-03-14 Fixed 4.87500000 N N N N N N Deutsche Bank Securities, Inc. 9J6MBOOO7BECTDTUZW19 000000000 6000000.00000000 OU Notional Amount USD -265756.56000000 -0.03505424176 N/A DIR US N 2 Deutsche Bank Securities, Inc. 9J6MBOOO7BECTDTUZW19 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2032-03-30 0.00000000 USD 0.00000000 USD 6000000.00000000 USD -265756.56000000 N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEU6 699000.00000000 PA USD 706784.33000000 0.093227383663 Long DBT CORP US N 2 2029-07-15 Fixed 5.55000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 15000000.00000000 OU Notional Amount USD 2892968.10000000 0.381592850233 N/A DIR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2026-08-04 0.00000000 USD 0.00000000 USD 15000000.00000000 USD 2892968.10000000 N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816ED7 766000.00000000 PA USD 770430.97000000 0.101622603356 Long DBT CORP US N 2 2029-04-25 Fixed 4.73100000 N N N N N N 6297782 LLC 254900Z1WAY7QFQ7O850 83007CAC6 916000.00000000 PA USD 908626.13000000 0.119851039748 Long DBT CORP US N 2 2029-10-01 Fixed 5.02600000 N N N N N N Trestles CLO LTD N/A 89532UAN3 2250000.00000000 PA USD 2249246.25000000 0.296683633467 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 5.52200000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 30000000.00000000 OU Notional Amount USD 88375.80000000 0.011657084436 N/A DIR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2027-10-28 0.00000000 USD 0.00000000 USD 30000000.00000000 USD 88375.80000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 25000000.00000000 OU Notional Amount USD 2657328.50000000 0.350511143320 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2030-04-18 0.00000000 USD 0.00000000 USD 25000000.00000000 USD 2657328.50000000 N N N NUVEEN LLC N/A 67080LAC9 443000.00000000 PA USD 457689.45000000 0.060370877144 Long DBT CORP US N 2 2030-01-15 Fixed 5.55000000 N N N N N N ENGIE SA LAXUQCHT4FH58LRZDY46 29286DAA3 452000.00000000 PA USD 460338.93000000 0.060720353042 Long DBT CORP FR N 2 2029-04-10 Fixed 5.25000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 5000000.00000000 OU Notional Amount USD 541717.45000000 0.071454471194 N/A DIR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2032-03-10 0.00000000 USD 0.00000000 USD 5000000.00000000 USD 541717.45000000 N N N HONEYWELL INTERNATIONAL INC ISRPG12PN4EIEOEMW547 43852TCF0 1000000.00000000 PA USD 1001250.00000000 0.132068459827 Long LON CORP US N 2 2027-05-07 Floating 5.45800000 N N N N N N LIBERTY UTILITIES CO 549300UN1FEYPC5BKW09 531542AA6 678000.00000000 PA USD 693279.04000000 0.091445987558 Long DBT CORP US N 2 2029-01-31 Fixed 5.57700000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 10000000.00000000 OU Notional Amount USD 1123294.60000000 0.148166579529 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2028-06-06 0.00000000 USD 0.00000000 USD 10000000.00000000 USD 1123294.60000000 N N N IDEX CORP 549300U5Y5EL6PHYLF13 45167RAJ3 208000.00000000 PA USD 209520.62000000 0.027636519935 Long DBT CORP US N 2 2029-09-01 Fixed 4.95000000 N N N N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 45262BAF0 2954000.00000000 PA USD 3031489.95000000 0.399864378205 Long DBT CORP GB N 2 2027-07-27 Fixed 6.12500000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 22000000.00000000 OU Notional Amount USD -325355.14000000 -0.04291550785 N/A DIR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2052-03-09 600211.57000000 USD 0.00000000 USD 22000000.00000000 USD -925566.71000000 N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636ABJ9 887000.00000000 PA USD 877759.20000000 0.115779581166 Long DBT CORP DK N 2 2030-10-02 Fixed 4.61300000 N N N N N N BX Trust N/A 123912AA5 560000.00000000 PA USD 561602.38000000 0.074077364656 Long ABS-MBS CORP US N 2 2035-06-15 Floating 5.70000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBX8 449000.00000000 PA USD 457139.82000000 0.060298378979 Long DBT CORP US N 2 2029-07-12 Fixed 5.05000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 10000000.00000000 OU Notional Amount USD 1171557.00000000 0.154532562886 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2028-06-01 0.00000000 USD 0.00000000 USD 10000000.00000000 USD 1171557.00000000 N N N ICON INVESTMENTS SIX DAC 635400FQ1M7J2CHLAS59 45115AAA2 496000.00000000 PA USD 504423.68000000 0.066535289406 Long DBT CORP IE N 2 2027-05-08 Fixed 5.80900000 N N N N N N JAPAN TOBACCO INC 353800Z0ENYBQO0XRJ31 471105AD8 1102000.00000000 PA USD 1125019.83000000 0.148394143543 Long DBT CORP JP N 2 2030-06-15 Fixed 5.25000000 N N N N N N BLACKSTONE SECURED LEND 549300KM7KWQHVBNH962 09261LAC2 1080000.00000000 PA USD 1069468.76000000 0.141066758518 Long DBT CORP US N 2 2026-01-15 Fixed 3.62500000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286YAE2 1235000.00000000 PA USD 1260583.27000000 0.166275446644 Long ABS-O CORP US N 2 2030-06-17 Fixed 5.84000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -39.00000000 NC USD -38259.73000000 -0.00504659537 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra 10 Year U.S. Treasury Notes Futures UXYU5 Comdty 2025-09-19 -4351068.40000000 USD -38259.73000000 N N N MELCO RESORTS FINANCE 5493000FQDBWKDBZEF60 000000000 1106000.00000000 PA USD 1105041.43000000 0.145758921054 Long DBT CORP KY Y 2 2025-06-06 Fixed 4.87500000 N N N N N N PINNACLE WEST CAPITAL TWSEY0NEDUDCKS27AH81 723484AN1 175000.00000000 PA USD 177059.42000000 0.023354771433 Long DBT CORP US N 2 2030-05-15 Fixed 5.15000000 N N N N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 000000000 1537626.78000000 PA USD 1537626.78000000 0.202818477526 Long RA CORP US N 2 Repurchase N 4.00000000 2025-06-02 1611800.00000000 USD 1568379.32000000 USD UST N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46645UAV9 3140422.03000000 PA USD 17789.55000000 0.002346505337 Long ABS-MBS CORP US N 2 2049-12-15 Variable 0.56700000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CEJ6 11326500.00000000 PA USD 11084369.33000000 1.462068000568 Long DBT UST US N 2 2027-04-15 Fixed 0.12500000 N N N N N N AS MILEAGE PLAN IP LTD N/A 00218QAA8 270000.00000000 PA USD 264564.15000000 0.034896958617 Long DBT CORP KY N 2 2029-10-20 Fixed 5.02100000 N N N N N N EPR Properties 549300YSSXFHMPOWZ492 26884UAC3 3360000.00000000 PA USD 3342284.40000000 0.440859278913 Long DBT US N 2 2026-12-15 Fixed 4.75000000 N N N N N N Crestline Denali CLO XVII, LLC 254900BNO2GIP36AKL73 22616TAN6 1245481.53000000 PA USD 1245832.76000000 0.164329801563 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 5.38600000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBQ4 2079000.00000000 PA USD 2095588.30000000 0.276415599713 Long DBT CORP US N 2 2030-03-01 Fixed 5.50000000 N N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 758750AM5 2206000.00000000 PA USD 2265442.15000000 0.298819930664 Long DBT CORP US N 2 2028-04-15 Fixed 6.05000000 N N N N N N Chase Auto Owner Trust N/A 16144LAC0 1090000.00000000 PA USD 1102391.56000000 0.145409393713 Long ABS-O CORP US N 2 2029-07-25 Fixed 5.22000000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AJ2 770000.00000000 PA USD 734772.50000000 0.096919123494 Long DBT CORP US N 2 2026-05-01 None 0.00000000 N N N N Y Block Inc USD XXXX N N N MSCG Trust N/A 55352NAA5 5100.93000000 PA USD 5095.93000000 0.000672171412 Long ABS-MBS CORP US N 2 2035-06-07 Fixed 2.61200000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAT8 2446000.00000000 PA USD 2444577.46000000 0.322448519421 Long DBT CORP BM N 2 2025-08-11 Fixed 5.25000000 N N N N N N DELL INT LLC / EMC CORP 254900ZARLSVK41DKO78 24703TAM8 343000.00000000 PA USD 344944.92000000 0.045499469972 Long DBT CORP US N 2 2030-04-01 Fixed 5.00000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACB1 115000.00000000 PA USD 115642.88000000 0.015253709914 Long DBT CORP US N 2 2026-03-30 Fixed 5.50000000 N N N N N N OGX Austria GmbH N/A 670849AA6 225000.00000000 PA USD 4.50000000 0.000000593566 Long DBT CORP AT N 3 2018-06-01 None 8.50000000 Y N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 15000000.00000000 OU Notional Amount USD -1521970.20000000 -0.20075331856 N/A DIR US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2033-02-15 0.00000000 USD 0.00000000 USD 15000000.00000000 USD -1521970.20000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 165637.00000000 OU Notional Amount USD -3475.52000000 -0.00045843353 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2025-10-21 0.00000000 USD 0.00000000 USD 165637.00000000 USD -3475.52000000 N N N AMCOR FLEXIBLES NORTH AM PTVU09TE3QPJPL7K4E13 02344AAD0 204000.00000000 PA USD 205462.32000000 0.027101215635 Long DBT CORP US N 2 2030-03-17 Fixed 5.10000000 N N N N N N Freddie Mac - STACR 529900P3PHNE8PW64Z68 35564NEY5 560000.00000000 PA USD 560137.98000000 0.073884205053 Long ABS-MBS USGSE US N 2 2044-10-25 Floating 5.37200000 N N N N N N BMO Mortgage Trust N/A 09661XAC2 870000.00000000 PA USD 896753.89000000 0.118285048785 Long ABS-MBS CORP US N 2 2057-12-15 Variable 5.62500000 N N N N N N FRONTIER COMMUNICATIONS N/A 35908MAA8 195677.00000000 PA USD 197886.98000000 0.026102001167 Long DBT CORP US N 2 2029-11-01 Fixed 5.87500000 N N N N N N 2025-06-26 LORD ABBETT INVESTMENT TRUST Michael Hebert Michael Hebert Chief Financial Officer