NPORT-P false 0000914036 XXXXXXXX S000028581 C000087495 C000087494 LINCOLN VARIABLE INSURANCE PRODUCTS TRUST 811-08090 0000914036 3EICVM5HD7FVBIM8WO57 1301 S. Harrison Street FORT WAYNE 46802 260-455-2000 LVIP Macquarie Diversified Floating Rate Fund S000028581 QZP45OZ911ZCPRF1PX25 2024-12-31 2024-09-30 N 819921473.84 6639407.34 813282066.50 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1990000.00000000 0.00000000 0.00000000 3307400.31000000 USD N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXD1 4925000.00000000 PA USD 4952693.03000000 0.608976053205 Long DBT CORP US N 2 2026-05-15 Floating 6.55000000 N N N N N N Ballyrock Ltd N/A 05874UAA3 1250000.00000000 PA USD 1250702.50000000 0.153784591043 Long ABS-CBDO CORP KY N 2 2037-10-25 Floating 6.21000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEF8 135000.00000000 PA USD 112961.06000000 0.013889530416 Long DBT CORP US N 2 2036-09-16 Fixed 2.48000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22534PAG8 1645000.00000000 PA USD 1744898.51000000 0.214550225791 Long DBT CORP FR N 2 2033-07-05 Fixed 5.51000000 N N N N N N Iron Mountain Inc SQL3F6CKNNBM3SQGHX24 46284NAV1 1935375.00000000 PA USD 1920859.69000000 0.236186160880 Long LON US N 2 2031-01-31 Floating 6.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EP38 4418306.94000000 PA USD 4471316.37000000 0.549786667403 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.50000000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318AV6 425000.00000000 PA USD 412554.22000000 0.050727076987 Long DBT CORP US N 2 2031-02-01 Fixed 6.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEB8 735000.00000000 PA USD 753818.41000000 0.092688433822 Long DBT CORP US N 2 2030-01-23 Fixed 5.01000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397E58 645000.00000000 PA USD 655598.56000000 0.080611461509 Long DBT CORP US N 2 2029-03-08 Fixed 5.80000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114DD7 350000.00000000 PA USD 363778.13000000 0.044729638705 Long DBT CORP US N 2 2034-02-15 Fixed 5.45000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAV3 3025000.00000000 PA USD 2853317.94000000 0.350839893996 Long DBT US N 2 2026-07-15 Fixed 1.05000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAH5 400000.00000000 PA USD 395306.86000000 0.048606366263 Long DBT CORP US N 2 2025-07-01 Fixed 3.38000000 N N N N N N WORKDAY INC 549300J0DYC0N31V7G13 98138HAH4 185000.00000000 PA USD 180644.16000000 0.022211747613 Long DBT CORP US N 2 2029-04-01 Fixed 3.70000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDS5 5695000.00000000 PA USD 5861044.96000000 0.720665707682 Long DBT CORP US N 2 2029-03-15 Fixed 4.80000000 N N N N N N BENCHMARK Mortgage Trust N/A 08160KAE4 5185000.00000000 PA USD 4714102.45000000 0.579639296644 Long ABS-MBS CORP US N 2 2072-12-15 Fixed 2.93000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFJ9 960000.00000000 PA USD 1085803.66000000 0.133508865463 Long DBT CORP US N 2 2034-11-01 Fixed 6.63000000 N N N N N N Magnetite CLO Ltd 5299008V4F49IY3SSP69 55955RAA7 2000000.00000000 PA USD 2005990.00000000 0.246653662072 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 6.78000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAL8 375000.00000000 PA USD 375906.92000000 0.046220977380 Long DBT CORP US N 2 2025-03-15 Fixed 6.05000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAL6 846000.00000000 PA USD 844204.28000000 0.103802151156 Long DBT CORP US N 2 2025-05-13 Fixed 5.13000000 N N N N N N AmWINS Group Inc 549300SJE7MUB8NMRG61 03234TAW8 1939581.83000000 PA USD 1935722.06000000 0.238013616644 Long LON CORP US N 2 2028-02-19 Floating 7.21000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05492VAF2 2000000.00000000 PA USD 1754722.20000000 0.215758132667 Long ABS-MBS CORP US N 2 2053-04-15 Fixed 2.04000000 N N N N N N DTE ENERGY CO 549300IX8SD6XXD71I78 233331BK2 835000.00000000 PA USD 859849.77000000 0.105725898236 Long DBT CORP US N 2 2029-03-01 Fixed 5.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYZJ1 3200600.04000000 PA USD 3284467.60000000 0.403853439697 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 5.50000000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FBC1 505000.00000000 PA USD 519570.01000000 0.063885585506 Long DBT CORP US N 2 2026-12-04 Fixed 5.49000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLC1 1315000.00000000 PA USD 1388064.79000000 0.170674461810 Long DBT CORP US N 2 2028-11-10 Fixed 6.20000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46645JAD4 8000000.00000000 PA USD 7905432.00000000 0.972040614890 Long ABS-MBS CORP US N 2 2048-12-15 Fixed 3.77000000 N N N N N N AMPHENOL CORP 549300D3L3G0R4U4VT04 032095AN1 425000.00000000 PA USD 434976.87000000 0.053484133969 Long DBT CORP US N 2 2027-04-05 Fixed 5.05000000 N N N N N N Mercedes-Benz Auto Lease Trust N/A 58770JAC8 8000000.00000000 PA USD 8001865.60000000 0.983897952457 Long ABS-O CORP US N 2 2027-02-16 Floating 5.76000000 N N N N N N COMM Mortgage Trust N/A 12592TAA3 3280000.00000000 PA USD 3089367.06000000 0.379864156269 Long ABS-MBS CORP US N 2 2035-02-10 Fixed 3.18000000 N N N N N N FMG RESOURCES AUG 2006 549300EFD6S2NFE9D745 30251GBD8 415000.00000000 PA USD 420329.85000000 0.051683157334 Long DBT CORP AU N 2 2030-04-15 Fixed 5.88000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 19545000.00000000 OU Notional Amount USD 661689.33000000 0.081360373879 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2025-08-24 0.00000000 USD 0.00000000 USD 19545000.00000000 USD 661689.33000000 N N N World Omni Auto Receivables Trust N/A 98164FAC6 2990409.56000000 PA USD 2990393.71000000 0.367694534673 Long ABS-O CORP US N 2 2026-12-15 Floating 5.75000000 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 459058KD4 7000000.00000000 PA USD 6979280.00000000 0.858162289257 Long DBT NUSS XX N 2 2028-11-22 Floating 5.35000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GA46 1085000.00000000 PA USD 1168369.79000000 0.143661078748 Long DBT CORP US N 2 2029-10-24 Fixed 6.48000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEY8 360000.00000000 PA USD 369648.66000000 0.045451470679 Long DBT CORP US N 2 2031-06-18 Fixed 5.60000000 N N N N N N SWEDISH EXPORT CREDIT 1FOLRR5RWTWWI397R131 87031CAC7 6000000.00000000 PA USD 5995737.72000000 0.737227336857 Long DBT NUSS SE N 2 2024-10-07 Fixed 0.63000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AY9 1280000.00000000 PA USD 1328089.45000000 0.163299979761 Long DBT CORP US N 2 2029-06-15 Fixed 5.15000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DL6 1115000.00000000 PA USD 1196690.60000000 0.147143365050 Long DBT CORP US N 2 2034-05-01 Fixed 6.53000000 N N N N N N DEVELOPMENT BK OF JAPAN 5493001HGBABMWFZUI25 25159MAZ0 3000000.00000000 PA USD 2901144.00000000 0.356720517948 Long DBT NUSS JP N 2 2025-08-27 Fixed 0.50000000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NBN0 415000.00000000 PA USD 435316.54000000 0.053525899307 Long DBT CORP US N 2 2034-03-15 Fixed 5.45000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLH2 980000.00000000 PA USD 981416.40000000 0.120673557235 Long DBT UST US N 2 2026-08-31 Fixed 3.75000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADD6 510000.00000000 PA USD 528899.38000000 0.065032711501 Long DBT CORP US N 2 2031-06-24 Fixed 5.40000000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 12769GAC4 810000.00000000 PA USD 837875.34000000 0.103023953744 Long DBT CORP US N 2 2032-02-15 Fixed 6.50000000 N N N N N N JANNEY MONTGOMERY SCOTT LLC N/A 000000000 1285714.29000000 PA USD 1279285.72000000 0.157299142904 Long LON CORP US N 2 2031-09-11 None 0.00000000 N N N N N N Fannie Mae - CAS N/A 20753BAA0 3413977.57000000 PA USD 3437824.54000000 0.422709989757 Long ABS-MBS USGSE US N 2 2043-09-25 Floating 7.21000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163DAE7 4300000.00000000 PA USD 3675580.66000000 0.451944142309 Long ABS-MBS CORP US N 2 2054-04-15 Fixed 2.58000000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 3137G0QC6 22603.10000000 PA USD 22639.14000000 0.002783676283 Long ABS-MBS USGSE US N 2 2029-12-25 Floating 6.44000000 N N N N N N Ford Credit Auto Lease Trust N/A 345287AE6 7617000.00000000 PA USD 7618144.84000000 0.936716196483 Long ABS-O CORP US N 2 2026-05-15 Fixed 4.83000000 N N N N N N AON NORTH AMERICA INC N/A 03740MAA8 695000.00000000 PA USD 711003.49000000 0.087423972479 Long DBT CORP US N 2 2027-03-01 Fixed 5.13000000 N N N N N N INTER-AMERICAN DEVEL BK VKU1UKDS9E7LYLMACP54 4581X0EC8 10000000.00000000 PA USD 9985300.00000000 1.227778210205 Long DBT NUSS XX N 2 2029-02-15 Floating 5.40000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RBL0 150000.00000000 PA USD 157231.38000000 0.019332945662 Long DBT CORP US N 2 2028-10-25 Fixed 5.80000000 N N N N N N JAZZ FINANCING LUX SARL 635400WUEO2NSG5OIU34 000000000 1171202.98000000 PA USD 1169633.57000000 0.143816471329 Long LON CORP LU N 2 2028-05-05 Floating 7.10000000 N N N N N N BUNGE LTD FINANCE CORP 549300QHC068L40NNM71 120568BE9 1445000.00000000 PA USD 1441313.07000000 0.177221794180 Long DBT CORP US N 2 2029-09-17 Fixed 4.20000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAV7 630000.00000000 PA USD 604987.70000000 0.074388422531 Long DBT CORP IE N 2 2026-10-29 Fixed 2.45000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397D59 315000.00000000 PA USD 332579.28000000 0.040893472719 Long DBT CORP US N 2 2028-11-07 Fixed 6.80000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114DB1 205000.00000000 PA USD 211754.95000000 0.026037085867 Long DBT CORP US N 2 2029-02-15 Fixed 5.10000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCS2 525000.00000000 PA USD 523938.11000000 0.064422680836 Long DBT CORP US N 2 2029-09-27 Fixed 4.20000000 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 459058KG7 12000000.00000000 PA USD 11987880.00000000 1.474012583554 Long DBT NUSS XX N 2 2026-06-15 Floating 5.10000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAA9 1945000.00000000 PA USD 1876511.18000000 0.230733131504 Long DBT CORP US N 2 2027-11-01 Fixed 3.50000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 17655000.00000000 OU Notional Amount USD 173580.25000000 0.021343179340 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2025-08-08 0.00000000 USD 0.00000000 USD 17655000.00000000 USD 173580.25000000 N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAZ2 350000.00000000 PA USD 357297.02000000 0.043932730686 Long DBT CORP US N 2 2034-04-18 Fixed 5.40000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADC6 435000.00000000 PA USD 467137.87000000 0.057438604543 Long DBT CORP US N 2 2034-01-15 Fixed 5.75000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 9500000.00000000 OU Notional Amount USD 825364.08000000 0.101485587104 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-10-05 0.00000000 USD 0.00000000 USD 9500000.00000000 USD 825364.08000000 N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJP6 435000.00000000 PA USD 456826.38000000 0.056170718477 Long DBT CORP US N 2 2027-10-26 Fixed 6.79000000 N N N N N N Castlelake Aviation Limited 2138003EQK2PETKID103 14855NAF3 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP IE N 2 2027-10-22 Floating 7.70000000 N N N N N N NUCOR CORP 549300GGJCRSI2TIEJ46 670346AX3 890000.00000000 PA USD 885099.56000000 0.108830576310 Long DBT CORP US N 2 2025-05-23 Fixed 3.95000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AZ6 985000.00000000 PA USD 1035439.99000000 0.127316220614 Long DBT CORP US N 2 2034-06-15 Fixed 5.38000000 N N N N N N AEP TEXAS INC 5493001L78U618KXNZ75 00108WAR1 330000.00000000 PA USD 338959.41000000 0.041677964381 Long DBT CORP US N 2 2033-06-01 Fixed 5.40000000 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BN8 2845000.00000000 PA USD 2820510.15000000 0.346805895049 Long DBT CORP US N 2 2025-04-01 Fixed 3.30000000 N N N N N N SPRINT SPECTRUM / SPEC I N/A 85208NAD2 331250.00000000 PA USD 330383.83000000 0.040623523327 Long DBT CORP US N 2 2025-03-20 Fixed 4.74000000 N N N N N N ONTARIO TEACHERS' FINANC 635400ZZE5J8OXXBBY26 68329AAL2 10000000.00000000 PA USD 9793927.90000000 1.204247370429 Long DBT NUSS CA N 2 2027-04-13 Fixed 3.00000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EK7 475000.00000000 PA USD 481523.18000000 0.059207401691 Long DBT CORP US N 2 2032-01-01 Fixed 5.38000000 N N N N N N EXPORT FIN & INS CORP 213800XAAULSUYWPBB61 30220L2B9 3900000.00000000 PA USD 3999664.50000000 0.491793027874 Long DBT NUSS AU N 2 2027-10-26 Fixed 4.63000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 30245000.00000000 OU Notional Amount USD -596614.99000000 -0.07335892608 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-06-12 0.00000000 USD 0.00000000 USD 30245000.00000000 USD -596614.99000000 N N N AT&T INC 549300Z40J86GGSTL398 00206RML3 3790000.00000000 PA USD 3648134.24000000 0.448569369751 Long DBT CORP US N 2 2026-03-25 Fixed 1.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWFH1 2357462.02000000 PA USD 2385020.59000000 0.293258721449 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BU8 1070000.00000000 PA USD 1225127.41000000 0.150639914546 Long DBT CORP US N 2 2034-10-20 Fixed 6.88000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163BBA8 3500000.00000000 PA USD 2969023.40000000 0.365066871912 Long ABS-MBS CORP US N 2 2054-01-15 Fixed 1.97000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GAN8 380000.00000000 PA USD 348892.36000000 0.042899305710 Long DBT CORP NL N 2 2028-07-12 Fixed 2.13000000 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 459058JU8 10000000.00000000 PA USD 9948800.00000000 1.223290222396 Long DBT NUSS XX N 2 2031-02-11 Floating 5.49000000 N N N N N N Zekelman Industries Inc 549300S5LMRAKDWWI425 98931YAD5 997500.00000000 PA USD 998278.05000000 0.122746841608 Long LON CORP US N 2 2031-01-24 Floating 7.17000000 N N N N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 045167FM0 4500000.00000000 PA USD 4460076.27000000 0.548404600779 Long DBT NUSS XX N 2 2025-05-06 Fixed 2.88000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAK7 1255000.00000000 PA USD 1209060.88000000 0.148664396991 Long DBT CORP US N 2 2026-01-30 Fixed 1.95000000 N N N N N N GS Mortgage Securities Trust N/A 36258RBA0 8000000.00000000 PA USD 7107988.00000000 0.873988040900 Long ABS-MBS CORP US N 2 2053-05-12 Fixed 2.38000000 N N N N N N TENNESSEE GAS PIPELINE N/A 880451AZ2 230000.00000000 PA USD 210639.20000000 0.025899894842 Long DBT CORP US N 2 2030-03-01 Fixed 2.90000000 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 68902VAH0 570000.00000000 PA USD 562091.83000000 0.069114007692 Long DBT CORP US N 2 2025-04-05 Fixed 2.06000000 N N N N N N Parkway Generation LLC 254900ATQHHVKF65MT32 000000000 262068.65000000 PA USD 262115.82000000 0.032229386432 Long LON CORP US N 2 2029-02-18 None 0.00000000 N N N N N N LYB INT FINANCE III 984500A51LA0B8EB4053 50249AAM5 1855000.00000000 PA USD 1929387.97000000 0.237234785995 Long DBT CORP US N 2 2034-03-01 Fixed 5.50000000 N N N N N N INTER-AMERICAN DEVEL BK VKU1UKDS9E7LYLMACP54 4581X0DW5 7000000.00000000 PA USD 6959470.00000000 0.855726479983 Long DBT NUSS XX N 2 2031-06-10 Floating 5.32000000 N N N N N N NEWMONT / NEWCREST FIN N/A 65163LAQ2 2475000.00000000 PA USD 2507618.42000000 0.308333175326 Long DBT CORP US N 2 2026-03-15 Fixed 5.30000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JF5 2455000.00000000 PA USD 2300695.66000000 0.282890248631 Long DBT CORP US N 2 2027-08-01 Fixed 2.10000000 N N N N N N Setanta Aircraft Leasing Designated Activity Company N/A 000000000 1225000.00000000 PA USD 1230463.50000000 0.151296032543 Long LON CORP IE N 2 2028-11-05 Floating 6.35000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 6795000.00000000 OU Notional Amount USD -484643.73000000 -0.05959110005 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2030-10-24 0.00000000 USD 0.00000000 USD 6795000.00000000 USD -484643.73000000 N N N PNC BANK NA AD6GFRVSDT01YPT1CS68 20453KAA3 970000.00000000 PA USD 964917.02000000 0.118644817062 Long DBT CORP US N 2 2025-04-10 Fixed 3.88000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 45030000.00000000 OU Notional Amount USD -65085.91000000 -0.00800287042 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-09-06 0.00000000 USD 0.00000000 USD 45030000.00000000 USD -65085.91000000 N N N Lamar Media Corporation N/A 513076BB4 1000434.67000000 PA USD 997313.31000000 0.122628218557 Long LON CORP US N 2 2027-02-05 Floating 6.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EJ68 5245792.86000000 PA USD 5159047.49000000 0.634349102544 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BV8 405000.00000000 PA USD 421743.51000000 0.051856978946 Long DBT CORP US N 2 2032-03-01 Fixed 6.63000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBL8 3820000.00000000 PA USD 3784546.66000000 0.465342445861 Long DBT CORP CA N 2 2025-02-14 Fixed 2.50000000 N N N N N N BLUE OWL CREDIT INCOME 5493003I42XBWPE05N35 09581CAC5 1855000.00000000 PA USD 1837353.16000000 0.225918317356 Long DBT CORP US N 2 2030-03-15 Fixed 5.80000000 N N N N N N Dell Equipment Finance Trust N/A 24702HAE3 5000000.00000000 PA USD 5027590.00000000 0.618185277542 Long ABS-O CORP US N 2 2028-09-22 Fixed 5.65000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076DD1 280000.00000000 PA USD 290244.61000000 0.035688062230 Long DBT CORP US N 2 2031-06-25 Fixed 4.85000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBR0 405000.00000000 PA USD 390022.68000000 0.047956631046 Long DBT CORP US N 2 2026-03-01 Fixed 1.75000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKC2 2020000.00000000 PA USD 1704477.92000000 0.209580167842 Long DBT CORP US N 2 2036-09-21 Fixed 2.48000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBG2 930000.00000000 PA USD 843395.98000000 0.103702763744 Long DBT CORP US N 2 2030-07-01 Fixed 4.13000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFA5 2445000.00000000 PA USD 2529427.78000000 0.311014823047 Long DBT CORP US N 2 2031-04-15 Fixed 4.90000000 N N N N N N Ford Credit Auto Lease Trust N/A 345290AD2 100000.00000000 PA USD 100762.96000000 0.012389669482 Long ABS-O CORP US N 2 2027-05-15 Fixed 5.06000000 N N N N N N APOLLO DEBT SOLUTIONS BD 549300UMUGX092P8DW87 03770DAC7 750000.00000000 PA USD 772659.59000000 0.095005118374 Long DBT CORP US N 2 2031-07-29 Fixed 6.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EM23 6290286.15000000 PA USD 6450925.91000000 0.793196625835 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 6.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CKM2 32930000.00000000 PA USD 32887652.68000000 4.043818748092 Long DBT UST US N 2 2026-04-30 Floating 4.70000000 N N N N N N MORGAN STANLEY BANK NA G1MLHIS0N32I3QPILB75 61690U8B9 895000.00000000 PA USD 923212.14000000 0.113516844650 Long DBT CORP US N 2 2028-05-26 Fixed 5.50000000 N N N N N N Hyundai Auto Lease Securitization Trust N/A 448988AD7 5100000.00000000 PA USD 5141362.53000000 0.632174585150 Long ABS-O CORP US N 2 2027-03-15 Fixed 5.02000000 N N N N N N Apex Credit CLO LLC N/A 03755HAE3 425676.44000000 PA USD 425727.52000000 0.052346847119 Long ABS-CBDO CORP KY N 2 2031-04-25 Floating 6.58000000 N N N N N N Fannie Mae - CAS N/A 20755CAA6 1909092.65000000 PA USD 1914643.91000000 0.235421877460 Long ABS-MBS USGSE US N 2 2043-10-25 Floating 6.78000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 29290000.00000000 OU Notional Amount USD -853085.60000000 -0.10489418556 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-06-12 0.00000000 USD 0.00000000 USD 29290000.00000000 USD -853085.60000000 N N N MET TOWER GLOBAL FUNDING 635400OFJCY9IOGBGY57 58989V2E3 4375000.00000000 PA USD 4348039.81000000 0.534628757856 Long DBT CORP US N 2 2025-06-13 Fixed 3.70000000 N N N N N N INSTRUCTURE HOLDINGS INC N/A 000000000 1000000.00000000 PA USD 992080.00000000 0.121984738243 Long LON CORP US N 2 2031-09-11 None 0.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLS6 984000.00000000 PA USD 1035545.82000000 0.127329233319 Long DBT CORP US N 2 2029-09-15 Fixed 5.82000000 N N N N N N Signal Peak CLO, LLC N/A 82666VAA2 500000.00000000 PA USD 502077.00000000 0.061734670009 Long ABS-CBDO CORP KY N 2 2037-04-25 Floating 6.83000000 N N N N N N ENGIE SA LAXUQCHT4FH58LRZDY46 29286DAB1 555000.00000000 PA USD 583354.95000000 0.071728490523 Long DBT CORP FR N 2 2034-04-10 Fixed 5.63000000 N N N N N N MidOcean Credit CLO 549300XXQYQPW7OQNX23 59802MAA5 930536.93000000 PA USD 930938.92000000 0.114466918471 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 6.69000000 N N N N N N Chase Issuance Trust 5493008SHVCX2Y068L12 161571HV9 6880000.00000000 PA USD 6967865.86000000 0.856758822924 Long ABS-O CORP US N 2 2029-01-16 Fixed 4.60000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEV0 1230000.00000000 PA USD 1235473.60000000 0.151912067275 Long DBT CORP US N 2 2033-04-15 Fixed 4.50000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163NBJ3 5000000.00000000 PA USD 4391693.50000000 0.539996353159 Long ABS-MBS CORP US N 2 2055-01-15 Variable 3.00000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GAP3 210000.00000000 PA USD 182617.93000000 0.022454439550 Long DBT CORP NL N 2 2031-07-12 Fixed 2.50000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YBA0 550000.00000000 PA USD 576338.81000000 0.070865795981 Long DBT CORP GB N 2 2030-06-05 Fixed 5.72000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3134GXS47 4220000.00000000 PA USD 4215761.05000000 0.518363950669 Long DBT USGSE US N 2 2025-08-28 Fixed 4.20000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 5700000.00000000 OU Notional Amount USD 227802.21000000 0.028010234011 N/A DIR AU N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2027-02-22 0.00000000 USD 0.00000000 USD 5700000.00000000 USD 227802.21000000 N N N Citigroup Commercial Mortgage Trust N/A 17328CAD4 8000000.00000000 PA USD 7484328.00000000 0.920262269179 Long ABS-MBS CORP US N 2 2072-12-15 Fixed 3.10000000 N N N N N N Steele Creek CLO Ltd N/A 85816VAA4 661560.57000000 PA USD 661560.57000000 0.081344541734 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 6.81000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MBJ3 3845000.00000000 PA USD 3929209.15000000 0.483129938781 Long DBT CORP IE N 2 2029-01-19 Fixed 5.10000000 N N N N N N FMG RESOURCES AUG 2006 549300EFD6S2NFE9D745 30251GBE6 415000.00000000 PA USD 424486.49000000 0.052194251845 Long DBT CORP AU N 2 2032-04-15 Fixed 6.13000000 N N N N N N Radnor Re LTD N/A 75049AAB8 150000.00000000 PA USD 149995.64000000 0.018443249418 Long ABS-MBS CORP US N 2 2034-09-25 Floating 8.50000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAZ4 450000.00000000 PA USD 461718.13000000 0.056772201062 Long DBT CORP US N 2 2029-08-01 Fixed 5.10000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3134GWH82 8165000.00000000 PA USD 7910208.40000000 0.972627914204 Long DBT USGSE US N 2 2025-09-08 Fixed 0.63000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWHE6 8748126.58000000 PA USD 8747951.88000000 1.075635654631 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWE66 3721916.07000000 PA USD 3658712.13000000 0.449870011980 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBH1 965000.00000000 PA USD 912851.50000000 0.112242915170 Long DBT CORP US N 2 2028-12-01 Fixed 3.28000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFH3 1005000.00000000 PA USD 1079975.87000000 0.132792288737 Long DBT CORP US N 2 2029-11-01 Fixed 6.41000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 19415000.00000000 OU Notional Amount USD -286393.58000000 -0.03521454508 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2030-12-28 0.00000000 USD 0.00000000 USD 19415000.00000000 USD -286393.58000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XFJ0 3433496.16000000 PA USD 3444318.71000000 0.423508503614 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 5.00000000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 64953BBF4 1215000.00000000 PA USD 1248775.24000000 0.153547617910 Long DBT CORP US N 2 2026-09-18 Fixed 5.45000000 N N N N N N State Street Institutional US Government Money Market Fund 549300BZ5TGIFZUZDZ37 857492706 24815600.47000000 NS USD 24815600.47000000 3.051290750427 Long STIV RF US N 1 N N N Truist Bank JJKC32MCHWDI71265Z06 07330MAC1 653000.00000000 PA USD 649452.78000000 0.079855785188 Long DBT CORP US N 2 2029-09-17 Fixed 4.63000000 N N N N N N Enterprise Fleet Financing LLC RKWYUSIDZTWNAX1D9U96 29373MAB5 750309.12000000 PA USD 744825.41000000 0.091582667401 Long ABS-O CORP US N 2 2027-08-20 Fixed 0.77000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAN0 1405000.00000000 PA USD 1401638.82000000 0.172343505130 Long DBT CORP US N 2 2026-11-15 Fixed 6.50000000 N N N N N N OMERS FINANCE TRUST 529900M039WCPES03P17 682142AF1 5000000.00000000 PA USD 4792885.85000000 0.589326390858 Long DBT NUSS CA N 2 2026-03-26 Fixed 1.10000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CT4 895000.00000000 PA USD 932502.76000000 0.114659206001 Long DBT CORP US N 2 2031-04-01 Fixed 5.45000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8S4 525000.00000000 PA USD 533093.24000000 0.065548382530 Long DBT CORP US N 2 2029-08-15 Fixed 4.30000000 N N N N N N AVANGRID INC 549300OX0Q38NLSKPB49 05351WAC7 765000.00000000 PA USD 757193.38000000 0.093103415308 Long DBT CORP US N 2 2025-04-15 Fixed 3.20000000 N N N N N N JAPAN FIN ORG MUNICIPAL 5493007YYYNZ4NMEOD64 471068AS5 2500000.00000000 PA USD 2416900.00000000 0.297178568119 Long DBT NUSS JP N 2 2025-09-02 Fixed 0.63000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95003QAS8 8780000.00000000 PA USD 7743929.27000000 0.952182470139 Long ABS-MBS CORP US N 2 2054-11-15 Fixed 2.66000000 N N N N N N Huntington Auto Trust N/A 446144AE7 10000000.00000000 PA USD 10203244.00000000 1.254576292811 Long ABS-O CORP US N 2 2029-01-16 Fixed 5.23000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLU1 485000.00000000 PA USD 523246.47000000 0.064337637770 Long DBT CORP US N 2 2034-09-15 Fixed 5.87000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XBK9 400000.00000000 PA USD 375391.72000000 0.046157629125 Long DBT CORP US N 2 2026-12-15 Fixed 4.13000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBY6 475000.00000000 PA USD 492932.72000000 0.060610302415 Long DBT CORP US N 2 2031-11-15 Fixed 5.15000000 N N N N N N Fannie Mae - CAS N/A 20753GAA9 1959801.52000000 PA USD 1958085.91000000 0.240763443663 Long ABS-MBS USGSE US N 2 2044-05-25 Floating 6.28000000 N N N N N N PFS Financing Corp. N/A 69335PFE0 5000000.00000000 PA USD 5081352.50000000 0.624795837668 Long ABS-O CORP US N 2 2029-02-15 Fixed 4.95000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJH4 175000.00000000 PA USD 177171.86000000 0.021784798570 Long DBT CORP US N 2 2026-10-21 Fixed 5.73000000 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BT5 312000.00000000 PA USD 312587.15000000 0.038435269001 Long DBT CORP US N 2 2054-10-01 Fixed 6.40000000 N N N N N N ARI Fleet Lease Trust N/A 04033HAB1 8000000.00000000 PA USD 8094024.80000000 0.995229715913 Long ABS-O CORP US N 2 2033-04-15 Fixed 5.54000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEU2 4130000.00000000 PA USD 4165575.78000000 0.512193241629 Long DBT CORP US N 2 2029-01-15 Fixed 4.25000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 20315000.00000000 OU Notional Amount USD -101232.69000000 -0.01244742681 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2025-12-28 0.00000000 USD 0.00000000 USD 20315000.00000000 USD -101232.69000000 N N N TARGA RESOURCES PARTNERS N/A 87612BBG6 1645000.00000000 PA USD 1644841.09000000 0.202247308498 Long DBT CORP US N 2 2028-01-15 Fixed 5.00000000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AP6 810000.00000000 PA USD 818902.48000000 0.100691078007 Long DBT CORP US N 2 2032-03-15 Fixed 7.00000000 N N N N N N Standard Industries Inc 54930064UHXCIUWVI755 85350EAB2 1176337.48000000 PA USD 1178301.96000000 0.144882324169 Long LON CORP US N 2 2028-09-22 Floating 6.92000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCN3 285000.00000000 PA USD 290621.89000000 0.035734452039 Long DBT CORP US N 2 2030-05-06 Fixed 4.65000000 N N N N N N CITIZENS FINANCIAL GROUP 2138004JDDA4ZQUPFW65 174610BA2 750000.00000000 PA USD 697819.66000000 0.085802907594 Long DBT CORP US N 2 2031-02-11 Fixed 4.30000000 N N N N N N AON NORTH AMERICA INC N/A 03740MAC4 625000.00000000 PA USD 652042.16000000 0.080174171650 Long DBT CORP US N 2 2031-03-01 Fixed 5.30000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CU1 752000.00000000 PA USD 809501.61000000 0.099535160474 Long DBT CORP DE N 2 2029-11-20 Fixed 6.82000000 N N N N N N BRITISH COLUMBIA PROV OF 54930058TO7MEKUHWL16 11070TAM0 8500000.00000000 PA USD 8539712.09000000 1.050030787811 Long DBT NUSS CA N 2 2033-07-06 Fixed 4.20000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00912XBF0 24000.00000000 PA USD 24083.89000000 0.002961320677 Long DBT CORP US N 2 2028-10-01 Fixed 4.63000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162MAX6 8000000.00000000 PA USD 6948899.20000000 0.854426709530 Long ABS-MBS CORP US N 2 2053-03-15 Fixed 2.29000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAX0 135000.00000000 PA USD 138002.06000000 0.016968535971 Long DBT CORP US N 2 2031-07-15 Fixed 5.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWJG9 7266667.68000000 PA USD 7428978.08000000 0.913456522159 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.00000000 N N N N N N POPULAR INC 5493008CARDZMVQ3LO89 733174AL0 555000.00000000 PA USD 585976.77000000 0.072050865761 Long DBT CORP PR N 2 2028-03-13 Fixed 7.25000000 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26884TAW2 445000.00000000 PA USD 453639.85000000 0.055778907304 Long DBT CORP US N 2 2033-05-01 Fixed 4.90000000 N N N N N N UKG Inc 529900FKHWSTQ1GXK240 89841EAB1 2774701.57000000 PA USD 2774701.57000000 0.341173337553 Long LON CORP US N 2 2031-02-10 Floating 8.55000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAR6 440000.00000000 PA USD 442421.87000000 0.054399560524 Long DBT CORP IE N 2 2027-10-15 Fixed 4.63000000 N N N N N N Benefit Street Partners CLO Ltd N/A 08181BAQ2 653997.89000000 PA USD 654956.65000000 0.080532533173 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 6.65000000 N N N N N N SWAP CCPC JP MORGAN COC N/A 000000000 6466664.20000000 NS USD 6466664.20000000 0.795131783469 Long STIV CORP US N 1 N N N AT&T INC 549300Z40J86GGSTL398 00206RJX1 510000.00000000 PA USD 487017.67000000 0.059882996325 Long DBT CORP US N 2 2027-06-01 Fixed 2.30000000 N N N N N N Marathon CLO LTD 549300VP041FQCCCOP44 56580KAA3 2000000.00000000 PA USD 1998328.00000000 0.245711553508 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 6.76000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400HZ9 770000.00000000 PA USD 798114.07000000 0.098134964838 Long DBT CORP US N 2 2034-06-01 Fixed 5.20000000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CBJ2 630000.00000000 PA USD 649440.94000000 0.079854329358 Long DBT CORP US N 2 2033-01-15 Fixed 4.95000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DG7 910000.00000000 PA USD 876319.92000000 0.107751044329 Long DBT CORP US N 2 2026-02-04 Fixed 2.20000000 N N N N N N Toyota Auto Receivables Owner Trust N/A 89237NAD9 3500000.00000000 PA USD 3578704.85000000 0.440032431232 Long ABS-O CORP US N 2 2029-01-16 Fixed 5.33000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAM6 345000.00000000 PA USD 357491.09000000 0.043956593256 Long DBT CORP US N 2 2027-07-15 Fixed 6.17000000 N N N N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29365BAA1 740000.00000000 PA USD 729233.15000000 0.089665465407 Long DBT CORP US N 2 2029-04-15 Fixed 4.75000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXX7 2705000.00000000 PA USD 2709192.75000000 0.333118466715 Long DBT CORP US N 2 2027-03-09 Floating 5.76000000 N N N N N N MEDTRONIC GLOBAL HLDINGS 549300JXMTTP8GKYIX14 58507LBB4 1615000.00000000 PA USD 1628626.13000000 0.200253540202 Long DBT CORP LU N 2 2028-03-30 Fixed 4.25000000 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978VAU7 280000.00000000 PA USD 282641.57000000 0.034753203303 Long DBT CORP US N 2 2025-11-14 Fixed 5.40000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLF6 695000.00000000 PA USD 699886.72000000 0.086057070336 Long DBT UST US N 2 2034-08-15 Fixed 3.88000000 N N N N N N Hyundai Auto Receivables Trust N/A 44933XAC1 2675872.73000000 PA USD 2677210.67000000 0.329185995889 Long ABS-O CORP US N 2 2026-05-15 Floating 5.82000000 N N N N N N United Rentals Inc NGIZXNT70J2LYT3FBI09 91136EAL9 995000.00000000 PA USD 1000970.00000000 0.123077839931 Long LON CORP US N 2 2031-02-14 Floating 6.60000000 N N N N N N INTER-AMERICAN DEVEL BK VKU1UKDS9E7LYLMACP54 4581X0DT2 6000000.00000000 PA USD 5996880.66000000 0.737367871125 Long DBT NUSS XX N 2 2026-02-10 Floating 5.32000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADB0 475000.00000000 PA USD 485684.24000000 0.059719039679 Long DBT CORP US N 2 2027-06-24 Fixed 5.28000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJK7 717000.00000000 PA USD 723939.70000000 0.089014590364 Long DBT CORP US N 2 2029-02-01 Fixed 4.65000000 N N N N N N PROVINCE OF QUEBEC 549300WN65YFEQH74Y36 748148M91 5000000.00000000 PA USD 5141390.30000000 0.632177999710 Long DBT NUSS CA N 2 2029-04-03 Fixed 4.50000000 N N N N N N RESIDEO FUNDING INC 5493000IFJ6XJKH66598 76119LAD3 306000.00000000 PA USD 314112.67000000 0.038622844759 Long DBT CORP US N 2 2032-07-15 Fixed 6.50000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECG8 501000.00000000 PA USD 539759.97000000 0.066368114118 Long DBT CORP GB N 2 2034-05-09 Fixed 6.22000000 N N N N N N COCA-COLA CONSOLIDATED 57VG5X0E00X0QJU7CQ58 191098AM4 1970000.00000000 PA USD 2048370.09000000 0.251864657340 Long DBT CORP US N 2 2029-06-01 Fixed 5.25000000 N N N N N N Medline Borrower LP 254900QT3R363TVK6F09 58503UAE3 1301212.91000000 PA USD 1301082.79000000 0.159979279464 Long LON CORP US N 2 2028-10-23 Floating 7.60000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163AAE3 8250000.00000000 PA USD 7062207.90000000 0.868358985264 Long ABS-MBS CORP US N 2 2053-07-15 Fixed 1.93000000 N N N N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 47233WBM0 2048000.00000000 PA USD 2136373.27000000 0.262685402518 Long DBT CORP US N 2 2028-07-21 Fixed 5.88000000 N N N N N N CNH Equipment Trust N/A 18978JAC2 8000000.00000000 PA USD 7998581.60000000 0.983494156513 Long ABS-O CORP US N 2 2027-10-15 Floating 5.74000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAB1 1530000.00000000 PA USD 1500749.06000000 0.184529958524 Long DBT CORP IE N 2 2027-07-21 Fixed 3.65000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163CBC2 2500000.00000000 PA USD 2169159.50000000 0.266716750479 Long ABS-MBS CORP US N 2 2054-03-15 Fixed 2.58000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8T2 225000.00000000 PA USD 230041.10000000 0.028285524724 Long DBT CORP US N 2 2031-08-15 Fixed 4.55000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C92 820000.00000000 PA USD 859079.04000000 0.105631130377 Long DBT CORP US N 2 2028-05-12 Fixed 6.80000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBK6 737000.00000000 PA USD 669639.81000000 0.082337953532 Long DBT CORP US N 2 2033-04-15 Fixed 3.42000000 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 298785JS6 6000000.00000000 PA USD 5929005.18000000 0.729021999159 Long DBT NUSS XX N 2 2025-08-15 Fixed 2.75000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BW4 625000.00000000 PA USD 662573.03000000 0.081469032367 Long DBT CORP US N 2 2035-01-22 Fixed 5.68000000 N N N N N N BMW Vehicle Owner Trust N/A 05592XAC4 2219936.13000000 PA USD 2220664.27000000 0.273049703352 Long ABS-O CORP US N 2 2026-04-27 Floating 5.71000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBD3 310000.00000000 PA USD 301338.05000000 0.037052095750 Long DBT CORP US N 2 2026-08-16 Fixed 2.28000000 N N N N N N BANFF MERGER SUB INC 5493006T045HLTF7YX04 05988HAJ6 1790000.00000000 PA USD 1785220.70000000 0.219508184618 Long LON CORP US N 2 2031-07-30 Floating 9.01000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBU3 430000.00000000 PA USD 435750.76000000 0.053579290377 Long DBT CORP US N 2 2033-02-13 Fixed 4.81000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCR5 1165000.00000000 PA USD 1024785.17000000 0.126006119182 Long DBT CORP US N 2 2032-11-08 Fixed 2.55000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 19725000.00000000 OU Notional Amount USD -160318.29000000 -0.01971250770 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-02-05 0.00000000 USD 0.00000000 USD 19725000.00000000 USD -160318.29000000 N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAV4 18000.00000000 PA USD 18432.91000000 0.002266484256 Long DBT CORP US N 2 2029-03-01 Fixed 5.10000000 N N N N N N Caesars Entertainment Inc 549300FA4CTCW903Y781 12768EAH9 1243750.00000000 PA USD 1242195.31000000 0.152738559125 Long LON CORP US N 2 2031-02-06 Floating 7.60000000 N N N N N N Asplundh Tree Expert LLC N/A 04538FAD1 1277866.41000000 PA USD 1278045.31000000 0.157146623864 Long LON CORP US N 2 2027-09-07 Floating 6.70000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076DB5 325000.00000000 PA USD 333443.11000000 0.040999688021 Long DBT CORP US N 2 2027-06-25 Fixed 4.88000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3134GXS88 4220000.00000000 PA USD 4209642.47000000 0.517611618822 Long DBT USGSE US N 2 2025-02-28 Fixed 4.00000000 N N N N N N Avantor Funding Inc 5493003VM0XB4U8YD238 05350NAP9 729527.91000000 PA USD 732971.28000000 0.090125100526 Long LON CORP US N 2 2027-11-08 Floating 6.95000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAN5 365000.00000000 PA USD 368729.27000000 0.045338423800 Long DBT CORP IE N 2 2025-07-15 Fixed 6.50000000 N N N N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 47233JGT9 405000.00000000 PA USD 351292.11000000 0.043194375539 Long DBT CORP US N 2 2031-10-15 Fixed 2.63000000 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BK4 340000.00000000 PA USD 336350.64000000 0.041357193752 Long DBT CORP US N 2 2025-10-15 Fixed 4.88000000 N N N N N N Aramark Services Inc 42YMHYH0XMHJEXDUB065 03852JAU5 903715.25000000 PA USD 904167.11000000 0.111175094993 Long LON CORP US N 2 2028-04-06 Floating 6.85000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EJ0 2425000.00000000 PA USD 2465257.43000000 0.303124528567 Long DBT CORP US N 2 2029-08-01 Fixed 5.20000000 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 68902VAK3 75000.00000000 PA USD 68718.44000000 0.008449521123 Long DBT CORP US N 2 2030-02-15 Fixed 2.57000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 16255000.00000000 OU Notional Amount USD -177457.79000000 -0.02181995611 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2025-11-13 0.00000000 USD 0.00000000 USD 16255000.00000000 USD -177457.79000000 N N N Ford Credit Auto Owner Trust N/A 34532NAE5 1900000.00000000 PA USD 1863490.74000000 0.229132156819 Long ABS-O CORP US N 2 2026-10-15 Fixed 0.70000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3605000.00000000 OU Notional Amount USD -49596.18000000 -0.00609827537 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-06-13 0.00000000 USD 0.00000000 USD 3605000.00000000 USD -49596.18000000 N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAG5 4190000.00000000 PA USD 4185373.11000000 0.514627493018 Long DBT CORP US N 2 2024-12-01 Fixed 4.88000000 N N N N N N SVB FINANCIAL GROUP 549300D2KJ20JMXE7542 78486QAS0 690000.00000000 PA USD 400200.00000000 0.049208019761 Long DBT CORP US N 2 2033-04-29 None 0.00000000 Y N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJQ4 285000.00000000 PA USD 295974.54000000 0.036392606229 Long DBT CORP US N 2 2030-01-23 Fixed 5.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLA7 102195000.00000000 PA USD 102069920.47000000 12.55037147311 Long DBT UST US N 2 2026-07-31 Floating 4.73000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GAV0 765000.00000000 PA USD 761615.87000000 0.093647198354 Long DBT CORP NL N 2 2025-06-15 Fixed 4.50000000 N N N N N N Enterprise Fleet Financing LLC N/A 29374GAB7 2805557.95000000 PA USD 2829668.07000000 0.347931939797 Long ABS-O CORP US N 2 2029-10-22 Fixed 5.76000000 N N N N N N CNH Equipment Trust N/A 18978FAB2 4770482.43000000 PA USD 4780567.23000000 0.587811710956 Long ABS-O CORP US N 2 2027-07-15 Fixed 5.19000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B85 200000.00000000 PA USD 197761.74000000 0.024316500774 Long DBT CORP US N 2 2025-02-10 Fixed 2.30000000 N N N N N N Trans Union LLC X8NPN6PWJOM1QCTYFV34 89334GBF0 1995000.00000000 PA USD 1990471.35000000 0.244745511058 Long LON CORP US N 2 2031-06-24 Floating 6.60000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEV4 350000.00000000 PA USD 362226.56000000 0.044538859876 Long DBT CORP US N 2 2034-04-04 Fixed 5.95000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAX7 415000.00000000 PA USD 423547.40000000 0.052078782681 Long DBT CORP US N 2 2027-04-18 Fixed 5.20000000 N N N N N N Bank N/A 06539WBB1 4000000.00000000 PA USD 3614493.20000000 0.444432915575 Long ABS-MBS CORP US N 2 2063-01-15 Fixed 2.65000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397E66 525000.00000000 PA USD 531560.37000000 0.065359903026 Long DBT CORP US N 2 2034-03-08 Fixed 6.13000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WKN51 7030776.72000000 PA USD 7049718.12000000 0.866823259774 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 4.50000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 13075000.00000000 OU Notional Amount USD -1271.41000000 -0.00015633075 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-09-30 0.00000000 USD 0.00000000 USD 13075000.00000000 USD -1271.41000000 N N N Toyota Auto Receivables Owner Trust N/A 89238DAD0 5000000.00000000 PA USD 5055713.50000000 0.621643302889 Long ABS-O CORP US N 2 2028-10-16 Fixed 4.83000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCZ7 1040000.00000000 PA USD 1034821.49000000 0.127240170738 Long DBT CORP US N 2 2026-04-26 Fixed 4.08000000 N N N N N N PEER HOLDING III BV 7245002S0K5Q59JCVQ03 000000000 1500000.00000000 PA USD 1502505.00000000 0.184745866396 Long LON CORP NL N 2 2031-07-01 Floating 7.60000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEX9 4755000.00000000 PA USD 4829315.99000000 0.593805788781 Long DBT CORP US N 2 2026-10-16 Fixed 6.14000000 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 459058LG6 8000000.00000000 PA USD 8001360.96000000 0.983835902644 Long DBT NUSS XX N 2 2028-05-15 Floating 5.40000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAJ1 3580000.00000000 PA USD 3506490.79000000 0.431153093672 Long DBT CORP US N 2 2026-01-15 Fixed 2.88000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCH6 405000.00000000 PA USD 438127.41000000 0.053871519863 Long DBT CORP US N 2 2029-11-09 Fixed 6.15000000 N N N N N N TELEDYNE TECHNOLOGIES IN 549300VSMO9KYQWDND94 879360AD7 1190000.00000000 PA USD 1110972.85000000 0.136603633076 Long DBT CORP US N 2 2028-04-01 Fixed 2.25000000 N N N N N N AMPHENOL CORP 549300D3L3G0R4U4VT04 032095AL5 420000.00000000 PA USD 362944.24000000 0.044627104783 Long DBT CORP US N 2 2031-09-15 Fixed 2.20000000 N N N N N N ICG US CLO Ltd 25490053S2JSJU63Y978 44928XAY0 2000000.00000000 PA USD 1999968.00000000 0.245913205563 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 6.74000000 N N N N N N Charter Communications Operating LLC 549300TPZNMN50BJ3745 16117LBX6 2197389.07000000 PA USD 2194752.20000000 0.269863592276 Long LON CORP US N 2 2027-02-01 Floating 7.08000000 N N N N N N Volkswagen Auto Loan Enhanced Trust N/A 92867YAC8 4833356.65000000 PA USD 4839187.61000000 0.595019589061 Long ABS-O CORP US N 2 2027-03-22 Floating 5.98000000 N N N N N N SWAP CCPC JP MORGAN COC N/A 000000000 -2495583.97000000 NS USD -2495583.97000000 -0.30685343656 Short STIV CORP US N 1 N N N AEP TEXAS INC 5493001L78U618KXNZ75 00108WAS9 745000.00000000 PA USD 777056.13000000 0.095545710646 Long DBT CORP US N 2 2029-05-15 Fixed 5.45000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EF8 1154000.00000000 PA USD 1217790.81000000 0.149737816701 Long DBT CORP US N 2 2031-01-01 Fixed 6.13000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFR1 56000.00000000 PA USD 60152.18000000 0.007396226042 Long DBT CORP US N 2 2035-04-19 Fixed 5.83000000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FBF4 595000.00000000 PA USD 606555.41000000 0.074581185911 Long DBT CORP US N 2 2026-04-30 Fixed 5.44000000 N N N N N N Park Avenue Institutional Advisers CLO N/A 70015QAA6 2750000.00000000 PA USD 2751974.50000000 0.338378849523 Long ABS-CBDO CORP KY N 2 2034-01-20 Floating 6.93000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477CL5 920000.00000000 PA USD 941751.05000000 0.115796362515 Long DBT CORP US N 2 2027-03-18 Fixed 4.99000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 6115000.00000000 OU Notional Amount USD -74646.91000000 -0.00917847731 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2025-11-02 0.00000000 USD 0.00000000 USD 6115000.00000000 USD -74646.91000000 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEE2 850000.00000000 PA USD 876408.76000000 0.107761967969 Long DBT CORP US N 2 2028-04-22 Fixed 5.57000000 N N N N N N WORKDAY INC 549300J0DYC0N31V7G13 98138HAG6 120000.00000000 PA USD 118064.52000000 0.014517044560 Long DBT CORP US N 2 2027-04-01 Fixed 3.50000000 N N N N N N Instructure Holdings Inc N/A 45783UAB7 1935114.51000000 PA USD 1935520.88000000 0.237988879839 Long LON CORP US N 2 2028-10-30 Floating 8.07000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GA87 650000.00000000 PA USD 683119.23000000 0.083995363741 Long DBT CORP US N 2 2030-04-25 Fixed 5.73000000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AC7 1585000.00000000 PA USD 1594381.62000000 0.196042884218 Long DBT US N 2 2030-02-15 Fixed 4.95000000 N N N N N N MIDCONTINENT COMMUNICATI 549300ZI9GDQBS28C408 59565XAD2 830000.00000000 PA USD 844788.11000000 0.103873938058 Long DBT CORP US N 2 2032-08-15 Fixed 8.00000000 N N N N N N Charter Communications Operating LLC 549300TPZNMN50BJ3745 16117LCB3 1985000.00000000 PA USD 1967075.45000000 0.241868784647 Long LON CORP US N 2 2030-12-07 Floating 7.33000000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FAU0 283000.00000000 PA USD 280212.20000000 0.034454491441 Long DBT CORP US N 2 2025-03-07 Fixed 2.40000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECD5 436000.00000000 PA USD 470910.63000000 0.057902497718 Long DBT CORP GB N 2 2028-11-02 Fixed 7.39000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B93 280000.00000000 PA USD 254160.49000000 0.031251210431 Long DBT CORP US N 2 2029-02-10 Fixed 2.90000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CS6 492000.00000000 PA USD 520848.89000000 0.064042834762 Long DBT CORP DE N 2 2029-01-18 Fixed 6.72000000 N N N N N N AMENTUM ESCROW CORP N/A 02352BAA3 810000.00000000 PA USD 845342.73000000 0.103942133341 Long DBT CORP US N 2 2032-08-01 Fixed 7.25000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 37820000.00000000 OU Notional Amount USD -1962832.66000000 -0.24134709725 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-06-12 0.00000000 USD 0.00000000 USD 37820000.00000000 USD -1962832.66000000 N N N JANNEY MONTGOMERY SCOTT LLC N/A 000000000 214285.71000000 PA USD 213214.28000000 0.026216522997 Long LON CORP US N 2 2031-09-11 None 0.00000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BH0 350000.00000000 PA USD 369453.60000000 0.045427486381 Long DBT CORP CH N 2 2035-02-08 Fixed 5.70000000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318AZ7 405000.00000000 PA USD 394195.82000000 0.048469754373 Long DBT CORP US N 2 2032-04-15 Fixed 6.25000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DP2 485000.00000000 PA USD 499409.66000000 0.061406697697 Long DBT CORP US N 2 2028-03-02 Fixed 5.15000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBS8 315000.00000000 PA USD 318188.41000000 0.039123991921 Long DBT CORP US N 2 2025-09-01 Fixed 5.75000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEV3 2105000.00000000 PA USD 2225325.99000000 0.273622901778 Long DBT CORP US N 2 2028-10-18 Fixed 6.30000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAQ4 825000.00000000 PA USD 842752.03000000 0.103623584573 Long DBT CORP US N 2 2029-07-15 Fixed 5.38000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833EH9 650000.00000000 PA USD 596346.00000000 0.073325851455 Long DBT CORP US N 2 2028-08-05 Fixed 1.40000000 N N N N N N Ford Credit Floorplan Master Owner Trust N/A 34528QJA3 8000000.00000000 PA USD 8195634.40000000 1.007723487039 Long ABS-O CORP US N 2 2029-04-15 Fixed 5.29000000 N N N N N N DaVita Inc M2XHYMU3TZNEZURC6H66 23918VBB9 3000000.00000000 PA USD 2997120.00000000 0.368521589674 Long LON CORP US N 2 2031-05-09 Floating 6.85000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 494553AD2 305000.00000000 PA USD 311516.53000000 0.038303627097 Long DBT CORP US N 2 2029-02-01 Fixed 5.00000000 N N N N N N Peer Holding III BV 7245002S0K5Q59JCVQ03 000000000 2487500.00000000 PA USD 2492176.50000000 0.306434458923 Long LON CORP NL N 2 2030-10-28 Floating 7.85000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BN7 1690000.00000000 PA USD 1710122.83000000 0.210274257904 Long DBT CORP CH N 2 2029-09-10 Fixed 6.85000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAX9 160000.00000000 PA USD 161969.49000000 0.019915536893 Long DBT CORP US N 2 2033-06-01 Fixed 5.20000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BS5 405000.00000000 PA USD 424106.28000000 0.052147501767 Long DBT CORP US N 2 2030-12-15 Fixed 6.88000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751CB5 405000.00000000 PA USD 428159.93000000 0.052645932774 Long DBT CORP CA N 2 2031-07-01 Fixed 7.25000000 N N N N N N Freddie Mac - STACR 529900ZTXRUUVE8G8W08 35564K3F4 2864913.93000000 PA USD 2895324.42000000 0.356004950712 Long ABS-MBS USGSE US N 2 2043-11-25 Floating 7.13000000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368LQ58 970000.00000000 PA USD 1023623.54000000 0.125863286818 Long DBT CORP CA N 2 2084-05-26 Fixed 7.70000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B51 450000.00000000 PA USD 417752.41000000 0.051366238997 Long DBT CORP US N 2 2028-02-16 Fixed 2.90000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751CC3 405000.00000000 PA USD 423604.08000000 0.052085751973 Long DBT CORP CA N 2 2032-06-01 Fixed 7.00000000 N N N N N N Flutter Financing BV 635400VFWPBIKJK6GN11 000000000 1985000.00000000 PA USD 1984285.40000000 0.243984895491 Long LON CORP NL N 2 2030-11-29 Floating 6.60000000 N N N N N N HUNTINGTON NATIONAL BANK 2WHM8VNJH63UN14OL754 44644MAF8 290000.00000000 PA USD 290217.02000000 0.035684669803 Long DBT CORP US N 2 2028-05-17 Fixed 4.55000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BJ1 310000.00000000 PA USD 324006.78000000 0.039839410377 Long DBT CORP US N 2 2028-11-01 Fixed 5.65000000 N N N N N N HUNTINGTON BANCSHARES 549300XTVCVV9I7B5T19 446150BC7 1020000.00000000 PA USD 1079056.40000000 0.132679232021 Long DBT CORP US N 2 2029-08-21 Fixed 6.21000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EL5 330000.00000000 PA USD 335011.00000000 0.041192473534 Long DBT CORP US N 2 2034-10-01 Fixed 5.55000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 18405000.00000000 OU Notional Amount USD -152076.65000000 -0.01869912743 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-05-26 0.00000000 USD 0.00000000 USD 18405000.00000000 USD -152076.65000000 N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAS1 365000.00000000 PA USD 390061.63000000 0.047961420282 Long DBT CORP US N 2 2034-04-15 Fixed 6.00000000 N N N N N N CITIZENS BANK NA/RI DRMSV1Q0EKMEXLAU1P80 75524KPT5 1410000.00000000 PA USD 1409974.63000000 0.173368464408 Long DBT CORP US N 2 2025-10-24 Fixed 6.06000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAG6 1035000.00000000 PA USD 1020847.82000000 0.125521988255 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 25160PAN7 640000.00000000 PA USD 666169.70000000 0.081911273768 Long DBT CORP DE N 2 2027-07-13 Fixed 7.15000000 N N N N N N INTER-AMERICAN INVEST CO 5493001X4LH60PFRL744 45828Q2A4 4000000.00000000 PA USD 3959205.68000000 0.486818269218 Long DBT NUSS XX N 2 2025-04-22 Fixed 2.63000000 N N N N N N Zais Matrix CDO I 549300AH84CSK4XX3T86 98875JAS3 3000000.00000000 PA USD 3001968.00000000 0.369117692822 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 6.96000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAE2 810000.00000000 PA USD 740995.85000000 0.091111790179 Long DBT CORP US N 2 2029-06-07 Fixed 1.89000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDT3 795000.00000000 PA USD 844346.29000000 0.103819612503 Long DBT CORP US N 2 2055-02-01 Fixed 6.88000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DM4 1070000.00000000 PA USD 1174442.84000000 0.144407812292 Long DBT CORP US N 2 2054-05-01 Fixed 6.86000000 N N N N N N SVB FINANCIAL GROUP 549300D2KJ20JMXE7542 78486QAL5 277000.00000000 PA USD 160660.00000000 0.019754523875 Long DBT CORP US N 2 2026-10-28 None 0.00000000 Y N N N N N KEYCORP RKPI3RZGV1V1FJTH5T61 49326EEL3 1885000.00000000 PA USD 1887978.30000000 0.232143112183 Long DBT CORP US N 2 2025-05-23 Variable 6.28000000 N N N N N N SkyMiles IP Ltd 2549008L7P4I8VB90936 24736CBS2 398612.91000000 PA USD 405688.29000000 0.049882852052 Long LON CORP KY N 2 2027-10-20 Floating 9.03000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VCD3 185000.00000000 PA USD 194176.61000000 0.023875678316 Long DBT CORP US N 2 2033-01-31 Fixed 5.35000000 N N N N N N Boost Newco Borrower, LLC 254900S8RE1OL7TTCU64 92943EAE6 2000000.00000000 PA USD 1999160.00000000 0.245813855038 Long LON CORP US N 2 2031-01-31 Floating 7.10000000 N N N N N N Parkway Generation LLC 254900ATQHHVKF65MT32 000000000 1967725.41000000 PA USD 1968079.60000000 0.241992253495 Long LON CORP US N 2 2029-02-18 None 0.00000000 N N N N N N Calpine Construction Finance Company LP V0Q3DOB0FIB2XI1KWU77 13134NAH4 1861274.15000000 PA USD 1848356.91000000 0.227271322722 Long LON CORP US N 2 2030-07-31 Floating 6.85000000 N N N N N N ENGIE SA LAXUQCHT4FH58LRZDY46 29286DAA3 590000.00000000 PA USD 609593.08000000 0.074954693471 Long DBT CORP FR N 2 2029-04-10 Fixed 5.25000000 N N N N N N MANITOBA (PROVINCE OF) 5493003QILFOB3JRKE30 563469VC6 8000000.00000000 PA USD 8062484.72000000 0.991351592774 Long DBT NUSS CA N 2 2033-07-27 Fixed 4.30000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 19825000.00000000 OU Notional Amount USD 819985.00000000 0.100824183118 N/A DIR AU N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-03-25 0.00000000 USD 0.00000000 USD 19825000.00000000 USD 819985.00000000 N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBX8 760000.00000000 PA USD 782862.91000000 0.096259704012 Long DBT CORP US N 2 2029-07-12 Fixed 5.05000000 N N N N N N GM Financial Automobile Leasing Trust N/A 362548AD1 8000000.00000000 PA USD 8019189.60000000 0.986028086726 Long ABS-O CORP US N 2 2026-07-20 Fixed 5.05000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCF0 190000.00000000 PA USD 192962.90000000 0.023726442269 Long DBT CORP US N 2 2025-11-10 Fixed 5.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ES68 1445473.85000000 PA USD 1480115.79000000 0.181992921148 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 6.00000000 N N N N N N Carlyle Global Market Strategies 549300K65HYRGER5BW54 14314LAC9 1053213.70000000 PA USD 1054139.47000000 0.129615481936 Long ABS-CBDO CORP KY N 2 2031-05-15 Floating 6.43000000 N N N N N N ARDONAGH MIDCO 3 PLC 254900YP2E642AGM4G32 000000000 1000000.00000000 PA USD 1000630.00000000 0.123036034017 Long LON CORP AU N 2 2031-02-15 None 0.00000000 N N N N N N AMPHENOL CORP 549300D3L3G0R4U4VT04 032095AK7 375000.00000000 PA USD 370367.82000000 0.045539897565 Long DBT CORP US N 2 2025-03-01 Fixed 2.05000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 8585000.00000000 OU Notional Amount USD -329806.17000000 -0.04055249507 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-11-13 0.00000000 USD 0.00000000 USD 8585000.00000000 USD -329806.17000000 N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAQ5 1265000.00000000 PA USD 1426155.94000000 0.175358095148 Long DBT CORP US N 2 2033-10-15 Fixed 6.95000000 N N N N N N ROGERS COMMUNICATIONS IN 5493000M6Z4XFIP6PF03 775109DE8 2000000.00000000 PA USD 2041003.38000000 0.250958857212 Long DBT CORP CA N 2 2029-02-15 Fixed 5.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2X0 2360000.00000000 PA USD 2345043.43000000 0.288343187018 Long DBT CORP US N 2 2026-04-25 Fixed 3.91000000 N N N N N N Venture CDO Ltd 5493005OM8P21GK6YE73 923260AC7 1500000.00000000 PA USD 1496674.50000000 0.184028956453 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 6.69000000 N N N N N N 2024-10-17 LINCOLN VARIABLE INSURANCE PRODUCTS TRUST James Hoffmayer James Hoffmayer VP XXXX