0000940400-26-014648.txt : 20260424 0000940400-26-014648.hdr.sgml : 20260424 20260424095730 ACCESSION NUMBER: 0000940400-26-014648 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20260227 FILED AS OF DATE: 20260424 DATE AS OF CHANGE: 20260424 PERIOD START: 20260831 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BNY Mellon ETF Trust II CENTRAL INDEX KEY: 0002025968 ORGANIZATION NAME: EIN: 000000000 STATE OF INCORPORATION: MA FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-23977 FILM NUMBER: 26890935 BUSINESS ADDRESS: STREET 1: 240 GREENWICH STREET CITY: NEW YORK STATE: NY ZIP: 10286 BUSINESS PHONE: 212-922-6400 MAIL ADDRESS: STREET 1: 240 GREENWICH STREET CITY: NEW YORK STATE: NY ZIP: 10286 0002025968 S000095602 BNY Mellon Active Core Bond ETF C000264329 BNY Mellon Active Core Bond ETF NPORT-P 1 primary_doc.xml NPORT-P false 0002025968 XXXXXXXX S000095602 C000264329 BNY Mellon ETF Trust II 811-23977 0002025968 2549008HP0U9LCUPA319 240 Greenwich Street New York 10286 212-922-6400 BNY Mellon Active Core Bond ETF S000095602 254900C8OSHYLRS6PR44 2026-08-31 2026-02-27 N 380580594.93 11600015.13 368980579.80 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 7974313.40000000 0.00000000 0.00000000 9219.56000000 USD N Bloomberg US Aggregate LEH:LHMN0001 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 000000000 128.00000000 NC USD 234748.52000000 0.063620833412 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long United States Treasury Bonds T 4.75 11/15/53 2026-06-18 15329251.48000000 USD 234748.52000000 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133L94W0 3232080.80000000 PA USD 3352163.91000000 0.908493317403 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5.50000000 N N N N N N CENTERPOINT ENERGY RESOURCES CORP 2JADVB0458J06WCD4N56 15189XBL1 331000.00000000 PA USD 332152.09000000 0.090018854157 Long DBT CORP US N 2 2036-04-01 Fixed 4.85000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CLK5 2214000.00000000 PA USD 2228226.68000000 0.603887250978 Long DBT UST US N 2 2029-08-31 Fixed 3.62500000 N N N N N N NiSource Inc. 549300D8GOWWH0SJB189 65473PAY1 900000.00000000 PA USD 905759.10000000 0.245476089958 Long DBT CORP US N 2 2056-07-15 Fixed 5.75000000 N N N N N N Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GB60 2000000.00000000 PA USD 2032897.94000000 0.550949847035 Long DBT CORP US N 2 2030-10-23 Fixed 4.69200000 N N N N N N Jabil Inc 5493000CGCQY2OQU7669 46656PAD6 209000.00000000 PA USD 208298.09000000 0.056452317927 Long DBT CORP US N 2 2033-02-01 Fixed 4.75000000 N N N N N N Colombia (Republic Of) 549300MHDRBVRF6B9117 195325EV3 1000000.00000000 PA USD 994310.00000000 0.269474886873 Long DBT NUSS CO N 2 2033-01-21 Fixed 6.50000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3P6 1540000.00000000 PA USD 1597982.80000000 0.433080462084 Long DBT CORP US N 2 2031-01-24 Fixed 5.24400000 N N N N N N Mexico (United Mexican States) 254900EGTWEU67VP6075 91087BBR0 1400000.00000000 PA USD 1419040.00000000 0.384583926007 Long DBT NUSS MX N 2 2038-02-09 Fixed 6.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W1F73 5513163.21000000 PA USD 4863578.83000000 1.318112414652 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Federal Farm Credit Banks 254900C5LP6DN9OP9V83 3133ETNZ6 4320000.00000000 PA USD 4331320.21000000 1.173861294366 Long DBT USGSE US N 2 2032-07-07 Fixed 5.00000000 N N N N N N EFMT 2025-RTL1 254900NFBGFOBK1G2B84 26846FAA7 1500000.00000000 PA USD 1508380.20000000 0.408796636619 Long ABS-O CORP US N 2 2040-11-25 Variable 5.22100000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST 2013-2 N/A 30168HAE7 758000.00000000 PA USD 763918.16000000 0.207034787688 Long ABS-O CORP US N 2 2032-05-17 Fixed 4.40000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132E0N65 2985481.64000000 PA USD 2917494.61000000 0.790690559265 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378BT82 2326627.04000000 PA USD 1999528.87000000 0.541906262677 Long ABS-O USGA US N 2 2052-12-16 Variable 1.82799000 N N N N N N CHURCHILL NCDLC CLO-II LLC 254900966GVHITXUEY28 17151LAN4 1500000.00000000 PA USD 1501477.50000000 0.406925887756 Long ABS-CBDO CORP US N 2 2039-01-20 Floating 5.04000000 N N N N N N Equinix Asia Financing Corporation Pte Ltd. 2549002E9B0F5FQ3X427 29447KAA3 372000.00000000 PA USD 371807.59000000 0.100766167748 Long DBT CORP SG N 2 2031-03-15 Fixed 4.40000000 N N N N N N Cousins Properties LP 254900ZQIHJ5FQH4C329 222793AD3 726000.00000000 PA USD 719298.34000000 0.194942059115 Long DBT CORP US N 2 2033-03-01 Fixed 4.87500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5TJ8 2222177.00000000 PA USD 2087183.21000000 0.565662076614 Long ABS-MBS USGA US N 2 2055-08-20 Fixed 3.50000000 N N N N N N Sunoco LP 54930001NJU8E40NQ561 86765KAF6 500000.00000000 PA USD 504533.38000000 0.136737109653 Long DBT CORP US N 2 2031-03-15 Fixed 5.62500000 N N N N N N Black Hills Corporation 3MGELCRSTNSAMJ962671 092113AR0 2750000.00000000 PA USD 2655047.31000000 0.719562886328 Long DBT CORP US N 2 2029-10-15 Fixed 3.05000000 N N N N N N SOFI CONSUMER LOAN PROGRAM TRUST 2026-1 N/A 83408AAC5 504000.00000000 PA USD 509356.41000000 0.138044232646 Long ABS-O CORP US N 2 2035-12-26 Fixed 4.74000000 N N N N N N Meta Platforms Inc BQ4BKCS1HXDV9HN80Z93 30303MAE2 800000.00000000 PA USD 783677.74000000 0.212389969256 Long DBT CORP US N 2 2055-11-15 Fixed 5.62500000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST 2026-1 N/A 80288FAC5 487000.00000000 PA USD 488246.62000000 0.132323121250 Long ABS-O CORP US N 2 2030-07-15 Fixed 3.93000000 N N N N N N Venture Global Plaquemines Lng LLC 549300TKP4I6OJ02BF90 922966AC0 400000.00000000 PA USD 421179.60000000 0.114146820471 Long DBT CORP US N 2 2034-01-15 Fixed 6.50000000 N N N N N N AFFIRM MASTER TRUST N/A 00833BAV0 1080000.00000000 PA USD 1085983.63000000 0.294319996621 Long ABS-O CORP US N 2 2034-02-15 Fixed 4.57000000 N N N N N N Cooperatieve Rabobank U.A. DG3RU1DBUFHT4ZF9WN62 21684AAF3 3685000.00000000 PA USD 3680398.69000000 0.997450514060 Long DBT CORP NL N 2 2026-07-21 Fixed 3.75000000 N N N N N N DOMINO'S PIZZA INC 25490005ZWM1IF9UXU57 25755TAP5 145875.00000000 PA USD 136804.08000000 0.037076227717 Long ABS-O CORP US N 2 2051-04-25 Fixed 3.15100000 N N N N N N Pfizer Investment Enterprises Pte Ltd. 5493000FQO8XF9C0RT95 716973AE2 1820000.00000000 PA USD 1858388.75000000 0.503654894522 Long DBT CORP SG N 2 2033-05-19 Fixed 4.75000000 N N N N N N DAE Funding LLC 635400SZTPQL3Y1P2C76 23371DAM6 750000.00000000 PA USD 746103.80000000 0.202206793757 Long DBT CORP US N 2 2033-01-15 Fixed 4.95000000 N N N N N N MCF CLO 11 LTD 2549003B9E1FHXFQM826 579922AC9 1500000.00000000 PA USD 1500817.50000000 0.406747016553 Long ABS-CBDO CORP US N 2 2038-04-20 Floating 5.00957000 N N N N N N National Bank of Canada BSGEFEIOM18Y80CKCV46 63307A2X2 1670000.00000000 PA USD 1744839.26000000 0.472881055405 Long DBT CORP CA N 2 2028-12-18 Fixed 5.60000000 N N N N N N Federal Farm Credit Banks 254900C5LP6DN9OP9V83 3133ER5H0 4035000.00000000 PA USD 4035317.51000000 1.093639538478 Long DBT USGSE US N 2 2029-03-05 Fixed 4.70000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967MP3 2125000.00000000 PA USD 2136471.92000000 0.579020153623 Long DBT CORP US N 2 2031-03-31 Fixed 4.41200000 N N N N N N Bbcms Mortgage Trust 2017 N/A 05492JAW2 225000.00000000 PA USD 216878.06000000 0.058777635429 Long ABS-O CORP US N 2 2052-11-18 Fixed 3.06300000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 912810UN6 22567000.00000000 PA USD 23480258.28000000 6.363548534919 Long DBT UST US N 2 2045-08-15 Fixed 4.87500000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LBM7 1750000.00000000 PA USD 1814782.73000000 0.491836922957 Long DBT CORP US N 2 2032-03-15 Fixed 5.20000000 N N N N N N Pacific Gas and Electric Company 1HNPXZSMMB7HMBMVBS46 694308LA3 140000.00000000 PA USD 140518.33000000 0.038082852511 Long DBT CORP US N 2 2036-05-01 Fixed 5.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGQ69 3038919.56000000 PA USD 2777567.46000000 0.752767926568 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N Takeda US Financing Inc. 254900ZGPIBGBZ2N3A33 87406BAB8 550000.00000000 PA USD 567824.45000000 0.153890063891 Long DBT CORP US N 2 2055-07-07 Fixed 5.90000000 N N N N N N FORTRESS CREDIT OPPORTUNITIES XXXIII CLO LLC 254900EIAMUDSPJ37T25 34967LAE3 1500000.00000000 PA USD 1500742.50000000 0.406726690280 Long ABS-CBDO CORP US N 2 2038-04-20 Floating 0.01000000 N N N N N N American Express Company R4PP93JZOLY261QX3811 025816DP1 1345000.00000000 PA USD 1359024.54000000 0.368318717677 Long DBT CORP US N 2 2028-02-16 Fixed 5.09800000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162DY3 923000.00000000 PA USD 921887.05000000 0.249847038155 Long DBT CORP US N 2 2056-02-19 Fixed 5.65000000 N N N N N N Phillips 66 Co. RVJMT2IZVVSKIRJJBH76 718547BA9 760000.00000000 PA USD 770630.12000000 0.208853842773 Long DBT CORP US N 2 2056-03-15 Fixed 6.20000000 N N N N N N Amur Equipment Finance Receivables VI LLC 254900UXD59DZRJ7U848 03237FAB1 294675.47000000 PA USD 298038.42000000 0.080773470560 Long ABS-O CORP US N 2 2031-09-22 Fixed 4.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XQER4 1564160.97000000 PA USD 1627452.01000000 0.441067118188 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.00000000 N N N N N N Saudi Arabia (Kingdom of) 635400FMICXSM3SI3H65 80413TBS7 500000.00000000 PA USD 503207.61000000 0.136377803480 Long DBT NUSS SA N 2 2056-01-12 Fixed 5.87500000 N N N N N N Hawaiian Electric Company, Inc. 549300PQE8D806LWQV52 419866AV0 500000.00000000 PA USD 509868.50000000 0.138183017728 Long DBT CORP US N 2 2033-10-01 Fixed 6.00000000 N N N N N N Foundry JV Holdco LLC. 21380048QROAMGM6EP30 350930AA1 2000000.00000000 PA USD 2090129.52000000 0.566460576633 Long DBT CORP US N 2 2034-01-25 Fixed 5.87500000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YBX6 3925000.00000000 PA USD 3834525.73000000 1.039221557968 Long DBT CORP US N 2 2029-11-21 Fixed 3.20000000 N N N N N N JERSEY MIKE'S FUNDING LLC N/A 476681AD3 544500.00000000 PA USD 560757.79000000 0.151974879085 Long ABS-O CORP US N 2 2055-02-15 Fixed 5.63600000 N N N N N N NMEF FUNDING 2026-A LLC N/A 62919FAC0 148000.00000000 PA USD 148682.71000000 0.040295538068 Long ABS-O CORP US N 2 2034-02-15 Fixed 4.20000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427NS42 2996496.24000000 PA USD 3074134.08000000 0.833142514347 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133AYJL5 7744437.84000000 PA USD 6522122.99000000 1.767606033232 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N Takeda Pharmaceutical Co Ltd. 549300ZLMVP4X0OGR454 874060BK1 1150000.00000000 PA USD 1199527.31000000 0.325092261129 Long DBT CORP JP N 2 2034-07-05 Fixed 5.30000000 N N N N N N NISSAN AUTO LEASE TRUST 2026-A N/A 65481HAD5 747000.00000000 PA USD 748671.49000000 0.202902681329 Long ABS-O CORP US N 2 2029-03-15 Fixed 3.87000000 N N N N N N Ontario Teachers Finance Trust 635400ZZE5J8OXXBBY26 68329AAJ7 1670000.00000000 PA USD 1537545.14000000 0.416700830388 Long DBT MUN CA N 2 2031-04-16 Fixed 2.00000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397E58 710000.00000000 PA USD 731533.90000000 0.198258103555 Long DBT CORP US N 2 2029-03-08 Fixed 5.80000000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC 549300TPZNMN50BJ3745 161175BA1 1200000.00000000 PA USD 1140238.72000000 0.309024046907 Long DBT CORP US N 2 2045-10-23 Fixed 6.48400000 N N N N N N HPEFS EQUIP TR 2024-2 N/A 40444MAL5 235000.00000000 PA USD 239911.74000000 0.065020153670 Long ABS-O CORP US N 2 2032-04-20 Fixed 5.82000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RGC2 1000000.00000000 PA USD 1024925.30000000 0.277772152820 Long ABS-O CORP US N 2 2029-04-20 Fixed 5.25000000 N N N N N N ALBERTSONS COMPANIES INC 549300YKWOC0AOR16R51 01309QAD0 1200000.00000000 PA USD 1195533.36000000 0.324009832888 Long DBT CORP US N 2 2034-03-31 Fixed 5.75000000 N N N N N N Pacific Gas and Electric Company 1HNPXZSMMB7HMBMVBS46 694308LB1 683000.00000000 PA USD 675076.97000000 0.182957317256 Long DBT CORP US N 2 2056-05-01 Fixed 6.00000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CX6 3000000.00000000 PA USD 3019044.06000000 0.818212183859 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XDP7 1000000.00000000 PA USD 906603.26000000 0.245704871647 Long DBT CORP US N 2 2045-09-26 Fixed 5.87500000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CCK9 700000.00000000 PA USD 686834.73000000 0.186143869786 Long DBT CORP US N 2 2055-09-15 Fixed 5.70000000 N N N N N N FMC Corp. CKDHZ2X64EEBQCSP7013 302491AX3 500000.00000000 PA USD 439140.99000000 0.119014662028 Long DBT CORP US N 2 2033-05-18 Fixed 5.65000000 N N N N N N Las Vegas Sands Corp 549300DUOO1KXOHPM605 517834AL1 900000.00000000 PA USD 950722.92000000 0.257662048369 Long DBT CORP US N 2 2034-08-15 Fixed 6.20000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132D93S1 397589.20000000 PA USD 410189.31000000 0.111168265338 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 5.50000000 N N N N N N Brazil (Federative Republic) 254900ZFY40OYEADAP90 105756CQ1 698000.00000000 PA USD 704072.60000000 0.190815625142 Long DBT NUSS BR N 2 2036-05-22 Fixed 6.25000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119DF3 1000000.00000000 PA USD 996215.16000000 0.269991217570 Long DBT CORP US N 2 2035-11-15 Fixed 4.90000000 N N N N N N CROSS 2024-H3 MORTGAGE TRUST N/A 22758DAB5 271456.42000000 PA USD 275010.49000000 0.074532510667 Long ABS-O CORP US N 2 2069-06-25 Variable 6.57600000 N N N N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236TLE3 2250000.00000000 PA USD 2398413.20000000 0.650010686551 Long DBT CORP US N 2 2030-11-20 Fixed 5.55000000 N N N N N N Carvana Auto Receivables Trust 2022- P2 N/A 14686MAE3 250000.00000000 PA USD 252532.35000000 0.068440553195 Long ABS-O CORP US N 2 2028-10-10 Fixed 5.04000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X6ZY0 6143244.95000000 PA USD 5656900.47000000 1.533116044499 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.00000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 48128AAJ2 3935000.00000000 PA USD 4124228.84000000 1.117736018040 Long DBT CORP US N 2 N/A Fixed 6.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3133KPTC2 4961239.26000000 PA USD 4324111.41000000 1.171907587207 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 2.50000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22535WAJ6 2245000.00000000 PA USD 2363367.67000000 0.640512753077 Long DBT CORP FR N 2 2029-10-03 Fixed 6.31600000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 92553PAU6 700000.00000000 PA USD 518904.75000000 0.140631994854 Long DBT CORP US N 2 2043-09-01 Fixed 5.85000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2026-CSMO N/A 12433LAA3 450000.00000000 PA USD 450694.44000000 0.122145843080 Long ABS-O CORP US N 2 2042-02-15 Floating 5.06724000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128MFXD5 87403.12000000 PA USD 89102.67000000 0.024148335949 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 4.50000000 N N N N N N Brazil (Federative Republic) 254900ZFY40OYEADAP90 105756CN8 1100000.00000000 PA USD 1120625.00000000 0.303708395874 Long DBT NUSS BR N 2 2056-01-12 Fixed 7.25000000 N N N N N N BBCMS MORTGAGE TRUST 2026-5C40 N/A 05557AAC7 1190000.00000000 PA USD 1245311.44000000 0.337500537474 Long ABS-O CORP US N 2 2059-02-18 Variable 5.24793000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162CT5 2900000.00000000 PA USD 2854281.01000000 0.773558600712 Long DBT CORP US N 2 2027-02-21 Fixed 2.20000000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZV3 2684533.52000000 PA USD 2575310.67000000 0.697952903482 Long ABS-O CORP US N 2 2028-06-10 Fixed 2.00000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RKX1 625000.00000000 PA USD 628698.63000000 0.170387999916 Long ABS-O CORP US N 2 2030-02-20 Fixed 4.46000000 N N N N N N FEDEX FREIGHT HOLDING COMPANY INC 984500Y1DA5A58ICE336 314352AG0 254000.00000000 PA USD 253312.12000000 0.068651884101 Long DBT CORP US N 2 2036-03-15 Fixed 5.25000000 N N N N N N South Africa (Republic of) 378900AAFB4F17004C49 836205BJ2 600000.00000000 PA USD 600895.50000000 0.162852879770 Long DBT NUSS ZA N 2 2055-12-11 Fixed 7.25000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824BW9 907000.00000000 PA USD 910781.51000000 0.246837248316 Long DBT CORP US N 2 2056-03-15 Fixed 5.50000000 N N N N N N GBX LEASING LLC 2022-1 5493001GAGGFR30BP390 361528AE2 197000.00000000 PA USD 201174.90000000 0.054521812532 Long ABS-O CORP US N 2 2056-02-20 Fixed 5.13000000 N N N N N N FHLMC Super 30Y Fixed S6XOOCT0IEG5ABCC6L87 31427PWU4 1670879.81000000 PA USD 1732194.80000000 0.469454192125 Long ABS-MBS USGSE US N 2 2055-09-01 Fixed 6.00000000 N N N N N N VERUS SECURITIZATION TRUST 2026-2 213800OKSLL73WD2H386 92490GAM0 734127.00000000 PA USD 733760.74000000 0.198861614992 Long ABS-O CORP US N 2 2071-02-25 Variable 5.04700000 N N N N N N RIN XIII LTD N/A 74990KAL6 1000000.00000000 PA USD 1001847.00000000 0.271517541802 Long ABS-CBDO CORP US N 2 2039-04-15 Variable 0.01000000 N N N N N N BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2026-1 N/A 107927AE5 504000.00000000 PA USD 507617.31000000 0.137572907028 Long ABS-O CORP US N 2 2031-11-15 Fixed 4.44000000 N N N N N N DTE Electric Co. 9N0FWODEJVKHC2DYLO03 23338VBA3 379000.00000000 PA USD 378604.78000000 0.102608321610 Long DBT CORP US N 2 2056-03-01 Fixed 5.55000000 N N N N N N Boeing Co. RVHJWBXLJ1RFUBSY1F30 097023CY9 2375000.00000000 PA USD 2460315.61000000 0.666787290359 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N Bravo Residential Funding Trust 2025-NQM8 254900Z6C8GAQR4M4U49 10571JAA4 1300165.78000000 PA USD 1307446.58000000 0.354340215061 Long ABS-O CORP US N 2 2065-06-25 Variable 5.08200000 N N N N N N Verizon Master Trust 5493007MUBNP1GFMEB89 92348KET6 155000.00000000 PA USD 156344.89000000 0.042372118902 Long ABS-O CORP US N 2 2033-08-22 Fixed 4.41000000 N N N N N N Corebridge Financial Inc. 549300XY1661QCIA7J65 21871XAT6 564000.00000000 PA USD 564424.69000000 0.152968671225 Long DBT CORP US N 2 2054-09-15 Fixed 6.37500000 N N N N N N VERUS SECURITIZATION TRUST 2025-5 213800Z7TIVJRAYLRV98 92540XAA9 884065.84000000 PA USD 893493.87000000 0.242152004445 Long ABS-O CORP US N 2 2070-06-25 Variable 5.42700000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78017DAQ1 855000.00000000 PA USD 860696.35000000 0.233263319838 Long DBT CORP CA N 2 2031-11-03 Fixed 4.30500000 N N N N N N Corporacion Nacional del Cobre de Chile 549300UVMBCBCIPSUI70 21987BBQ0 920000.00000000 PA USD 943230.00000000 0.255631339869 Long DBT CORP CL N 2 2037-01-30 Fixed 5.52900000 N N N N N N CDP Financial Inc. 549300OXMGVYFCBFV096 125094BG6 1350000.00000000 PA USD 1405552.53000000 0.380928592708 Long DBT CORP CA N 2 2029-06-05 Fixed 4.87500000 N N N N N N Perusahaan Listrik Negara PT 254900OYVDRYS9J51J61 71568PAX7 200000.00000000 PA USD 200351.95000000 0.054298779114 Long DBT CORP ID N 2 2036-02-03 Fixed 5.45000000 N N N N N N Regional Management Issuance Trust N/A 758983AB6 325000.00000000 PA USD 333539.90000000 0.090394974223 Long ABS-O CORP US N 2 2036-07-15 Fixed 6.45000000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 912810UP1 913000.00000000 PA USD 911644.76000000 0.247071203718 Long DBT UST US N 2 2055-11-15 Fixed 4.62500000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAW2 209000.00000000 PA USD 211257.15000000 0.057254273413 Long DBT CORP US N 2 2032-01-27 Fixed 4.59700000 N N N N N N Vornado Realty Lp 549300BMOJ05INE4YK86 929043AN7 500000.00000000 PA USD 507499.24000000 0.137540908054 Long DBT CORP US N 2 2033-02-01 Fixed 5.75000000 N N N N N N Israel (State Of) 213800T8ZHTFZIBYPE21 46514BRM1 450000.00000000 PA USD 441196.11000000 0.119571634431 Long DBT NUSS IL N 2 2054-03-12 Fixed 5.75000000 N N N N N N Marsh & McLennan Companies, Inc. 549300XMP3KDCKJXIU47 571748CF7 454000.00000000 PA USD 458212.60000000 0.124183392049 Long DBT CORP US N 2 2036-03-15 Fixed 4.95000000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 000000000 6.00000000 NC USD -669.14000000 -0.00018134829 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long United States Treasury Notes T 4 11/15/35 2026-06-18 701075.39000000 USD -669.14000000 N N N Mars Inc. 54930073HKEO6GZBSS03 571676BC8 900000.00000000 PA USD 913293.96000000 0.247518164911 Long DBT CORP US N 2 2055-05-01 Fixed 5.70000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KNGN7 8060299.36000000 PA USD 6764545.14000000 1.833306550622 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599CJ2 750000.00000000 PA USD 614217.15000000 0.166463273035 Long DBT CORP US N 2 2046-04-15 Fixed 4.40000000 N N N N N N Meta Platforms Inc BQ4BKCS1HXDV9HN80Z93 30303M8X3 700000.00000000 PA USD 691983.59000000 0.187539298240 Long DBT CORP US N 2 2045-11-15 Fixed 5.50000000 N N N N N N Romania (Republic Of) 315700IASY927EDWBK92 000000000 658000.00000000 PA 778634.46000000 0.211023154774 Long DBT NUSS RO N 2 2044-09-24 Fixed 6.00000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XCT0 1390000.00000000 PA USD 1306995.71000000 0.354218021639 Long DBT CORP US N 2 2034-09-27 Fixed 4.70000000 N N N N N N FLORIDA ST BRD ADMIN FIN CORP 549300S34SOJ0RULXM35 341271AE4 5315000.00000000 PA USD 5184473.70000000 1.405080371116 Long DBT MUN US N 2 2027-07-01 Fixed 1.70500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMAZ9 2130138.49000000 PA USD 2122728.68000000 0.575295502313 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 4.50000000 N N N N N N Home Depot Inc. QEKMOTMBBKA8I816DO57 437076DD1 1855000.00000000 PA USD 1933703.24000000 0.524066399659 Long DBT CORP US N 2 2031-06-25 Fixed 4.85000000 N N N N N N Vistra Operations Co LLC 549300ZH5GKBTJZ7NM23 92840VAZ5 345000.00000000 PA USD 347559.21000000 0.094194445189 Long DBT CORP US N 2 2036-01-31 Fixed 5.35000000 N N N N N N Santander Holdings USA Inc. 549300SMVCQN2P0O6I58 80282KBH8 1000000.00000000 PA USD 1129134.31000000 0.306014563317 Long DBT CORP US N 2 2031-11-09 Fixed 7.66000000 N N N N N N Retained Vantage Data Centers Issuer LLC / Vantage Data Centers Cda Qc4 Ltd. 254900N4NW6XZ9B4HM15 76134KAH7 1213000.00000000 PA USD 1216549.97000000 0.329705690922 Long ABS-O CORP US N 2 2049-09-15 Fixed 4.99200000 N N N N N N Commercial Metals Company 549300OQS2LO07ZJ7N73 201723AS2 755000.00000000 PA USD 770771.95000000 0.208892281110 Long DBT CORP US N 2 2033-11-15 Fixed 5.75000000 N N N N N N DLLMT 2026-1 LLC N/A 23347JAC6 314000.00000000 PA USD 316483.74000000 0.085772465361 Long ABS-O CORP US N 2 2029-12-20 Fixed 4.20000000 N N N N N N Panama (Republic of) 549300SHS4T08CL0LP14 698299CC6 200000.00000000 PA USD 201250.00000000 0.054542165907 Long DBT NUSS PA N 2 2038-02-23 Fixed 5.66200000 N N N N N N Highbridge Loan Management 7-2015 Ltd. 254900IU43NDZ7HEB142 403970AA4 1300000.00000000 PA USD 1300643.50000000 0.352496464910 Long DBT CORP KY N 2 2039-04-15 Variable 0.01000000 N N N N N N GLS Auto Receivables Issuer Trust 2025-1 N/A 36271KAG6 800000.00000000 PA USD 808526.32000000 0.219124356202 Long ABS-O CORP US N 2 2029-07-16 Fixed 4.98000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CY3 3460000.00000000 PA USD 3184194.33000000 0.862970710199 Long DBT CORP GB N 2 2032-11-22 Fixed 2.87100000 N N N N N N American Electric Power Co, Inc. 1B4S6S7G0TW5EE83BO58 02557TAF6 1000000.00000000 PA USD 1003915.00000000 0.272078004903 Long DBT CORP US N 2 2056-03-15 Fixed 6.05000000 N N N N N N FORD CREDIT AUTO OWNER TRUST 2025-REV2 N/A 34536BAB3 575000.00000000 PA USD 589747.20000000 0.159831501245 Long ABS-O CORP US N 2 2038-02-15 Fixed 4.67000000 N N N N N N Retained Vantage Data Centers Issuer LLC / Vantage Data Centers Cda Qc4 Ltd. 254900N4NW6XZ9B4HM15 76134KAE4 429500.00000000 PA USD 432308.41000000 0.117162916876 Long ABS-O CORP US N 2 2048-09-15 Fixed 5.05000000 N N N N N N Apidos Clo LV / Apidos Clo LV LLC 254900Z4DQDC7AU0J989 03771VAA0 1500000.00000000 PA USD 1504768.50000000 0.407817804616 Long ABS-CBDO CORP KY N 2 2039-01-20 Floating 4.93231000 N N N N N N Constellation Energy Generation LLC S2PEWKCZFFECR4533P43 210385AR1 400000.00000000 PA USD 399576.76000000 0.108292084156 Long DBT CORP US N 2 2066-01-15 Fixed 5.87500000 N N N N N N FORD CR AUT OWNER TR 2020-REV2 N/A 34528EAC5 250000.00000000 PA USD 251174.80000000 0.068072634103 Long ABS-O CORP US N 2 2034-11-15 Fixed 4.67000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RGQ9 4250000.00000000 PA USD 4291192.36000000 1.162985965908 Long DBT CORP US N 2 2030-02-15 Fixed 4.30000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GMA4 4500000.00000000 PA USD 4717492.97000000 1.278520667010 Long DBT CORP US N 2 2035-01-23 Fixed 5.46800000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U4F7 1300000.00000000 PA USD 1287807.11000000 0.349017585342 Long DBT CORP US N 2 2047-01-23 Fixed 5.43300000 N N N N N N VB-S1 ISSUER LLC N/A 91825HAA2 361000.00000000 PA USD 363457.69000000 0.098503203121 Long ABS-O CORP US N 2 2056-03-15 Fixed 4.69300000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397J38 800000.00000000 PA USD 815490.23000000 0.221011694014 Long DBT CORP US N 2 2033-04-06 Fixed 5.75300000 N N N N N N DLLMT 2026-1 LLC N/A 23347JAB8 875000.00000000 PA USD 876623.30000000 0.237579793623 Long ABS-O CORP US N 2 2028-07-20 Fixed 4.03000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132CW5R1 3199832.43000000 PA USD 3171808.11000000 0.859613834343 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 3.50000000 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135CY0 800000.00000000 PA USD 783979.05000000 0.212471629380 Long DBT CORP US N 2 2065-11-20 Fixed 5.55000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM2 213800CZKHCTHKMD9W65 64832MAE1 641240.82000000 PA USD 644550.52000000 0.174684131167 Long ABS-O CORP US N 2 2065-12-28 Variable 4.74300000 N N N N N N Mexico (United Mexican States) 254900EGTWEU67VP6075 91087BBK5 400000.00000000 PA USD 401020.00000000 0.108683226693 Long DBT NUSS MX N 2 2033-03-22 Fixed 5.37500000 N N N N N N NEW YORK ST DORM AUTH 549300C8XO7EXTX2XU71 64990FD76 4155000.00000000 PA USD 4005540.50000000 1.085569463349 Long DBT MUN US N 2 2028-03-15 Fixed 1.74800000 N N N N N N Israel (State Of) 213800T8ZHTFZIBYPE21 46515CKR4 500000.00000000 PA USD 498331.92000000 0.135056408732 Long DBT NUSS IL N 2 2056-01-13 Fixed 5.87500000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FBR1 3325000.00000000 PA USD 3335765.92000000 0.904049183783 Long DBT CORP US N 2 2029-04-15 Fixed 4.00000000 N N N N N N Phantom 2026-1 Aviation Ltd. / Phantom 2026-1 Aviation LLC N/A 71711GAA3 353000.00000000 PA USD 360097.70000000 0.097592588801 Long ABS-O CORP KY N 2 2051-01-15 Fixed 5.24000000 N N N N N N American Airlines Pass Through Trust 2015-1A N/A 023770AA8 2605101.68000000 PA USD 2577433.16000000 0.698528134298 Long ABS-O CORP US N 2 2027-05-01 Fixed 3.37500000 N N N N N N Ameren Corp. XRZQ5S7HYJFPHJ78L959 023608AS1 852000.00000000 PA USD 853257.01000000 0.231247132426 Long DBT CORP US N 2 2036-05-15 Fixed 5.00000000 N N N N N N Kilroy Realty L.P. 5493008CT3N3JR7P1552 49427RAT9 1000000.00000000 PA USD 986215.53000000 0.267281148112 Long DBT CORP US N 2 2035-10-15 Fixed 5.87500000 N N N N N N GFL Environmental Holdings (US) Inc. N/A 36273TAA8 206000.00000000 PA USD 206998.48000000 0.056100101558 Long DBT CORP US N 2 2034-02-01 Fixed 5.50000000 N N N N N N PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 693475CF0 669000.00000000 PA USD 676589.49000000 0.183367235849 Long DBT CORP US N 2 2041-01-25 Fixed 5.42300000 N N N N N N Japan Finance Organization for Municipalities 5493007YYYNZ4NMEOD64 471068AT3 1670000.00000000 PA USD 1488637.73000000 0.403446092151 Long DBT NUSS JP N 2 2031-02-10 Fixed 1.37500000 N N N N N N Goldman Sachs BDC, Inc. 6D01AGSGBNZIJSN77043 38147UAG2 444000.00000000 PA USD 438198.90000000 0.118759339648 Long DBT CORP US N 2 2029-01-28 Fixed 5.10000000 N N N N N N Louisville Gas and Electric Company KO3GRIB3RPH1XDX50U72 546676BA4 350000.00000000 PA USD 359290.76000000 0.097373894364 Long DBT CORP US N 2 2055-08-15 Fixed 5.85000000 N N N N N N FOUNDATION FINANCE TR 2021-1 549300MQ65NOVQXYNB21 35041LAC4 191320.77000000 PA USD 185921.37000000 0.050387846997 Long ABS-O CORP US N 2 2041-05-15 Fixed 2.99000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L8ZM5 5305563.53000000 PA USD 4432997.13000000 1.201417465494 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PFH0 2735000.00000000 PA USD 2824629.12000000 0.765522435227 Long DBT CORP US N 2 2032-01-15 Fixed 4.95000000 N N N N N N ELDRIDGE MMPC CLO 2026-1 LTD N/A 284919AA5 1250000.00000000 PA USD 1250895.00000000 0.339013777006 Long ABS-CBDO CORP KY N 2 2037-01-15 Floating 5.01835000 N N N N N N CMS Energy Corporation 549300IA9XFBAGNIBW29 125896BY5 750000.00000000 PA USD 784168.50000000 0.212522973546 Long DBT CORP US N 2 2055-06-01 Fixed 6.50000000 N N N N N N FHLMC Super 30Y Fixed S6XOOCT0IEG5ABCC6L87 31427PB60 5938380.06000000 PA USD 6056288.85000000 1.641357074478 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.00000000 N N N N N N Ontario Teachers Finance Trust 635400ZZE5J8OXXBBY26 68329AAQ1 1350000.00000000 PA USD 1392917.03000000 0.377504157740 Long DBT MUN CA N 2 2029-04-10 Fixed 4.62500000 N N N N N N COLT 2025-8 MORTGAGE LOAN TRUST 2138009IZ4NQZAKAEN75 19689DAA7 1165735.61000000 PA USD 1179217.69000000 0.319588009384 Long ABS-O CORP US N 2 2070-08-25 Variable 5.48000000 N N N N N N Eagle Funding Luxco S.a.r.l. 894500VDP08MVIZ6OA60 26951TAA8 500000.00000000 PA USD 509320.00000000 0.138034364918 Long DBT CORP LU N 2 2030-08-17 Fixed 5.50000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VHH0 1000000.00000000 PA USD 1011460.54000000 0.274122974317 Long DBT CORP US N 2 2045-11-30 Fixed 5.75000000 N N N N N N Carvana Auto Receivables Trust 2023-P3 N/A 14686TAF5 190000.00000000 PA USD 196690.36000000 0.053306426074 Long ABS-O CORP US N 2 2029-07-10 Fixed 5.84000000 N N N N N N Verizon Master Trust 5493007MUBNP1GFMEB89 92348KEY5 325000.00000000 PA USD 326426.07000000 0.088467005547 Long ABS-O CORP US N 2 2030-10-21 Fixed 4.41000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DSFA5 5286079.83000000 PA USD 4659714.26000000 1.262861655896 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13607QUM2 600000.00000000 PA USD 601935.23000000 0.163134664248 Long DBT CORP CA N 2 2086-07-28 Fixed 6.50000000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 000000000 18.00000000 NC USD 10850.26000000 0.002940604626 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long United States Treasury Notes T 4 01/31/33 2026-06-18 2037774.74000000 USD 10850.26000000 N N N AGL CLO 45 LTD 254900MVCHR9RPZJKC22 00122PAA5 1000000.00000000 PA USD 1000256.00000000 0.271086353797 Long ABS-CBDO CORP KY N 2 2039-01-20 Floating 5.08201000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CNT4 1603000.00000000 PA USD 1643075.00000000 0.445301213654 Long DBT UST US N 2 2035-08-15 Fixed 4.25000000 N N N N N N U.S. Bancorp. N1GZ7BBF3NP8GI976H15 91159HJW1 1900000.00000000 PA USD 1921466.75000000 0.520750103173 Long DBT CORP US N 2 2032-01-26 Fixed 4.48100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XR6X8 3647780.64000000 PA USD 3715797.60000000 1.007044219512 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DSQH8 2072358.84000000 PA USD 1983476.22000000 0.537555722058 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 3.50000000 N N N N N N Pacific Gas and Electric Company 1HNPXZSMMB7HMBMVBS46 694308KY2 750000.00000000 PA USD 764796.23000000 0.207272759562 Long DBT CORP US N 2 2032-10-15 Fixed 5.05000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61748UAP7 623000.00000000 PA USD 620069.93000000 0.168049475757 Long DBT CORP US N 2 2041-01-18 Fixed 5.31400000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 25714PFG8 1200000.00000000 PA USD 1200900.00000000 0.325464283418 Long DBT NUSS DO N 2 2034-03-17 Fixed 5.75000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CHX2 10300000.00000000 PA USD 10542613.31000000 2.857227151552 Long DBT UST US N 2 2028-08-31 Fixed 4.37500000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PFR8 700000.00000000 PA USD 725427.49000000 0.196603162798 Long DBT CORP US N 2 2055-06-15 Fixed 5.95000000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 000000000 41.00000000 NC USD 9246.09000000 0.002505847328 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long United States Treasury Notes T 3.875 03/15/28 2026-06-30 8570964.87000000 USD 9246.09000000 N N N Wendys Funding Llc 5493009DRVSTWJOXUL48 95058XAR9 1000000.00000000 PA USD 1022849.00000000 0.277209440278 Long ABS-O CORP US N 2 2055-12-15 Fixed 5.42200000 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 29364WBR8 530000.00000000 PA USD 530871.46000000 0.143875176381 Long DBT CORP US N 2 2036-04-15 Fixed 4.90000000 N N N N N N NatWest Group PLC 2138005O9XJIJN4JPN90 639057AS7 2375000.00000000 PA USD 2435457.91000000 0.660050431738 Long DBT CORP GB N 2 2030-08-15 Fixed 4.96400000 N N N N N N Air Lease Corporation 5493004NW4M4P8TMMK63 00914AAV4 1750000.00000000 PA USD 1790270.65000000 0.485193733223 Long DBT CORP US N 2 2029-03-01 Fixed 5.10000000 N N N N N N Hertz Vehicle Financing LLC 5493004IHDYOZ9K9WF47 42806MCT4 150000.00000000 PA USD 152888.51000000 0.041435381255 Long ABS-O CORP US N 2 2029-09-25 Fixed 4.91000000 N N N N N N VERUS SECURITIZATION TRUST 2025-11 213800H1O4C5SRNN4B66 924935AC3 1221075.26000000 PA USD 1226560.45000000 0.332418700915 Long ABS-O CORP US N 2 2070-11-25 Variable 4.91400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AEDK0 1862546.75000000 PA USD 1840202.52000000 0.498726117509 Long ABS-O USGSE US N 2 2028-05-25 Fixed 2.50000000 N N N N N N Regency Centers, L.P. 5493008PTR2GAOYBXW28 75884RBF9 250000.00000000 PA USD 250161.67000000 0.067798058677 Long DBT CORP US N 2 2033-03-15 Fixed 4.50000000 N N N N N N BENEFIT STREET PARTNERS CLO 47 LTD N/A 08186BAA2 1125000.00000000 PA USD 1125821.25000000 0.305116667823 Long ABS-CBDO CORP US N 2 2039-04-15 Floating 0.01000000 N N N N N N Kuwait (State Of) 549300FSC1YD0D9XX589 501499AF4 1000000.00000000 PA USD 1008077.46000000 0.273206102214 Long DBT NUSS KW N 2 2035-10-09 Fixed 4.65200000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 000000000 196.00000000 NC USD 100319.04000000 0.027188162600 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long United States Treasury Notes T 3.625 08/31/30 2026-06-30 21487243.46000000 USD 100319.04000000 N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CKQ3 5168000.00000000 PA USD 5366443.14000000 1.454397178005 Long DBT UST US N 2 2034-05-15 Fixed 4.37500000 N N N N N N AERCAP IRELAND CAPITAL DAC 549300TI38531ODB1G63 00774MBL8 2590000.00000000 PA USD 2626939.49000000 0.711945190021 Long DBT CORP IE N 2 2029-09-10 Fixed 4.62500000 N N N N N N Verizon Master Trust 5493007MUBNP1GFMEB89 92348KDH3 145000.00000000 PA USD 146081.73000000 0.039590628341 Long ABS-O CORP US N 2 2030-08-20 Fixed 4.67000000 N N N N N N Citizens Financial Group Inc 2138004JDDA4ZQUPFW65 174610BK0 60000.00000000 PA USD 60841.57000000 0.016489098161 Long DBT CORP US N 2 2036-01-29 Fixed 5.29900000 N N N N N N LAD AUTO RECEIVABLES TRUST 2026-1 N/A 505708AC1 574000.00000000 PA USD 576348.06000000 0.156200106876 Long ABS-O CORP US N 2 2031-04-15 Fixed 3.92000000 N N N N N N Databank Issuer LLC / Databank Co-Issuer LLC N/A 23802WAQ4 367000.00000000 PA USD 372121.41000000 0.100851218294 Long ABS-O CORP US N 2 2056-02-25 Fixed 5.81100000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 912810UH9 1634000.00000000 PA USD 1654560.40000000 0.448413952001 Long DBT UST US N 2 2055-02-15 Fixed 2.37500000 N N N N N N CubeSmart LP 549300MPHKO3I3FJRA97 22966RAK2 1000000.00000000 PA USD 1019117.62000000 0.276198172964 Long DBT CORP US N 2 2035-11-01 Fixed 5.12500000 N N N N N N Metronet Infrastructure Issuer LLC. 5493000BIROCAEATAQ61 59170JBD9 1099000.00000000 PA USD 1119385.35000000 0.303372429683 Long ABS-O CORP US N 2 2055-12-22 Fixed 5.16300000 N N N N N N Apollo Debt Solutions BDC 549300UMUGX092P8DW87 03770DAL7 223000.00000000 PA USD 221312.52000000 0.059979449357 Long DBT CORP US N 2 2031-01-23 Fixed 5.70000000 N N N N N N BENEFIT STR PAR 41 LTD/LLC 2549009YX7JH1CA3SZ28 08186GAA1 250000.00000000 PA USD 250698.00000000 0.067943413210 Long ABS-CBDO CORP KY N 2 2038-07-26 Floating 4.96802000 N N N N N N Alphabet Inc. 5493006MHB84DD0ZWV18 02079KBP1 509000.00000000 PA USD 521214.50000000 0.141257976309 Long DBT CORP US N 2 2056-02-15 Fixed 5.65000000 N N N N N N PK ALIFT LOAN FUNDING 8 LP N/A 72585CAA3 273000.00000000 PA USD 275626.26000000 0.074699394789 Long ABS-O CORP US N 2 2043-09-15 Fixed 4.61400000 N N N N N N Ares Capital Corp. WEQ82666OJYSI5GUAB47 04010LBB8 1725000.00000000 PA USD 1645907.68000000 0.446068918015 Long DBT CORP US N 2 2028-06-15 Fixed 2.87500000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CPJ4 855000.00000000 PA USD 858206.25000000 0.232588460472 Long DBT UST US N 2 2035-11-15 Fixed 4.00000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CFF3 241000.00000000 PA USD 228182.75000000 0.061841398298 Long DBT UST US N 2 2032-08-15 Fixed 2.75000000 N N N N N N Cimarex Energy Corporation 11KYOFXPU1C4CQL1CL44 171798AE1 3000000.00000000 PA USD 2934302.19000000 0.795245698727 Long DBT CORP US N 2 2029-03-15 Fixed 4.37500000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U4E0 668000.00000000 PA USD 670800.01000000 0.181798188501 Long DBT CORP US N 2 2037-01-23 Fixed 4.96000000 N N N N N N Compass Datacenters Issuer II LLC N/A 20469BAF4 478885.00000000 PA USD 483801.90000000 0.131118526688 Long ABS-O CORP US N 2 2056-02-25 Fixed 4.89700000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PFK7 1187000.00000000 PA USD 1199553.70000000 0.325099413267 Long DBT CORP US N 2 2037-02-05 Fixed 5.19300000 N N N N N N Citizens Financial Group Inc 2138004JDDA4ZQUPFW65 174610BJ3 2500000.00000000 PA USD 2579452.93000000 0.699075526250 Long DBT CORP US N 2 2031-03-05 Fixed 5.25300000 N N N N N N Stack Infrastructure Issuer Llc 254900AV7V87H3A2WM57 85236KAP7 1000000.00000000 PA USD 995726.90000000 0.269858890822 Long ABS-O CORP US N 2 2050-05-25 Fixed 5.00000000 N N N N N N RR Ltd N/A 78109WAA3 1500000.00000000 PA USD 1500448.50000000 0.406647011290 Long ABS-CBDO CORP KY N 2 2041-04-15 Floating 0.00001080 N N N N N N MAPS TRUST 2026-1 N/A 55293WAA7 993939.02000000 PA USD 1009429.96000000 0.273572652671 Long ABS-O CORP US N 2 2051-01-15 Fixed 5.20100000 N N N N N N CARVANA AUTO RECEIVABLES TRUST 2021 N/A 14687KAG1 175000.00000000 PA USD 170357.36000000 0.046169736112 Long ABS-O CORP US N 2 2028-09-10 Fixed 2.61000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VEA8 1165000.00000000 PA USD 1162414.78000000 0.315034135571 Long DBT CORP US N 2 2033-08-10 Fixed 4.50000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EAW5 3800000.00000000 PA USD 3829486.02000000 1.037855711017 Long DBT CORP GB N 2 2028-05-09 Fixed 4.83600000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-3 N/A 96043QAD1 975000.00000000 PA USD 979310.48000000 0.265409762359 Long ABS-O CORP US N 2 2029-06-15 Fixed 4.22000000 N N N N N N Oneok Inc. 2T3D6M0JSY48PSZI1Q41 682680AS2 1250000.00000000 PA USD 1251568.80000000 0.339196388243 Long DBT CORP US N 2 2027-07-13 Fixed 4.00000000 N N N N N N New Residential Mortgage Loan Trust 2025-Nqm2 2138006ZAYPD4ZHQYX81 64831XAC2 1055383.87000000 PA USD 1073056.17000000 0.290816435537 Long ABS-O CORP US N 2 2065-04-25 Variable 5.56600000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CJM4 1000000.00000000 PA USD 1037324.22000000 0.281132470592 Long DBT UST US N 2 2030-11-30 Fixed 4.37500000 N N N N N N Romania (Republic Of) 315700IASY927EDWBK92 000000000 639000.00000000 PA 753684.78000000 0.204261368012 Long DBT NUSS RO N 2 2033-03-04 Fixed 4.62500000 N N N N N N General Motors Financial Company Inc 5493008B6JBRUJ90QL97 37045XEY8 3200000.00000000 PA USD 3363127.81000000 0.911464720398 Long DBT CORP US N 2 2031-06-18 Fixed 5.60000000 N N N N N N SOFI CONSUMER LOAN PROGRAM TRUST 2026-1 N/A 83408AAB7 1000000.00000000 PA USD 1008078.00000000 0.273206248563 Long ABS-O CORP US N 2 2035-12-26 Fixed 4.44000000 N N N N N N Anheuser-Busch InBev Worldwide Inc. 549300CRGMZK3K53BF92 035240AQ3 3225000.00000000 PA USD 3301879.55000000 0.894865402344 Long DBT CORP US N 2 2029-01-23 Fixed 4.75000000 N N N N N N AFFIRM MASTER TRUST N/A 00833BAW8 1010000.00000000 PA USD 1015645.50000000 0.275257169510 Long ABS-O CORP US N 2 2034-02-15 Fixed 4.72000000 N N N N N N CONSOLIDATED COMMUNICATIONS INC 549300WW675Y48HDVX34 315961AA0 1250000.00000000 PA USD 1277135.50000000 0.346125397898 Long ABS-O CORP US N 2 2055-12-20 Fixed 5.52200000 N N N N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130B1QE0 1650000.00000000 PA USD 1656197.93000000 0.448857750426 Long DBT USGSE US N 2 2029-06-18 Fixed 5.00000000 N N N N N N American Homes 4 Rent L P 549300N4PXZ37U8QKI55 02666TAG2 1000000.00000000 PA USD 1033235.26000000 0.280024293029 Long DBT CORP US N 2 2034-02-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HTSR1 2000000.00000000 PA USD 1992619.98000000 0.540033836219 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 2.91000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-4 N/A 802923AE2 750000.00000000 PA USD 760105.80000000 0.206001573419 Long ABS-O CORP US N 2 2032-01-15 Fixed 4.52000000 N N N N N N Exelon Corp. 3SOUA6IRML7435B56G12 30161NBQ3 700000.00000000 PA USD 732908.16000000 0.198630551341 Long DBT CORP US N 2 2055-03-15 Fixed 6.50000000 N N N N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130ARDV0 6800000.00000000 PA USD 6759793.78000000 1.832018851415 Long DBT USGSE US N 2 2027-03-25 Fixed 3.00000000 N N N N N N Blackstone Secured Lending Fund 549300KM7KWQHVBNH962 09261XAM4 964000.00000000 PA USD 957063.74000000 0.259380518215 Long DBT CORP US N 2 2029-09-04 Fixed 5.25000000 N N N N N N Ares Capital Corp. WEQ82666OJYSI5GUAB47 04010LBD4 1250000.00000000 PA USD 1227300.49000000 0.332619264316 Long DBT CORP US N 2 2027-06-15 Fixed 2.87500000 N N N N N N DATABANK ISSUER II LLC N/A 23802YAA5 1000000.00000000 PA USD 999967.60000000 0.271008192502 Long ABS-O CORP US N 2 2055-09-27 Fixed 5.18000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 780082BA0 1265000.00000000 PA USD 1263957.51000000 0.342553938932 Long DBT CORP CA N 2 2086-05-24 Fixed 6.50000000 N N N N N N Ventas Realty Limited Partnership 32SXKSJ72K64GM3HOU64 92277GAX5 1200000.00000000 PA USD 1265524.51000000 0.342978622529 Long DBT CORP US N 2 2034-07-01 Fixed 5.62500000 N N N N N N Saudi Arabian Oil Company 5586006WD91QHB7J4X50 80415RAB7 250000.00000000 PA USD 250185.63000000 0.067804552243 Long DBT CORP SA N 2 2029-02-02 Fixed 4.00000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RCQ3 1000000.00000000 PA USD 880606.59000000 0.238659332823 Long DBT CORP US N 2 2046-05-15 Fixed 4.75000000 N N N N N N B.A.T. Capital Corporation 2138005GYEXN7XRHFA84 05526DCC7 1000000.00000000 PA USD 1054966.86000000 0.285913925489 Long DBT CORP US N 2 2035-08-15 Fixed 5.62500000 N N N N N N Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38145GAS9 1954000.00000000 PA USD 1968502.84000000 0.533497681928 Long DBT CORP US N 2 2037-01-21 Fixed 5.06500000 N N N N N N Blackstone Private Credit Fund 549300ORP3TTCNXSYO43 09261HBZ9 1000000.00000000 PA USD 969325.45000000 0.262703649749 Long DBT CORP US N 2 2031-03-12 Fixed 5.35000000 N N N N N N DREYFUS INSTITUTIONAL PREFERRED MONEY MARKET FUNDS 5493006CKAQEE1JHBZ16 26200X100 2767652.01000000 PA USD 2767652.01000000 0.750080671318 Long STIV RF US N 1 2023-03-03 Variable 4.79000085 N N N N N N 2026-04-23 BNY Mellon ETF Trust II James Windels James Windels Treasurer