0000035402-26-002584.txt : 20260424 0000035402-26-002584.hdr.sgml : 20260424 20260424165840 ACCESSION NUMBER: 0000035402-26-002584 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20260228 FILED AS OF DATE: 20260424 DATE AS OF CHANGE: 20260424 PERIOD START: 20260831 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIDELITY SALEM STREET TRUST CENTRAL INDEX KEY: 0000035315 ORGANIZATION NAME: EIN: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 0430 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-02105 FILM NUMBER: 26895380 BUSINESS ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 BUSINESS PHONE: 617-563-7000 MAIL ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 FORMER COMPANY: FORMER CONFORMED NAME: FIDELITY FIXED INCOME TRUST DATE OF NAME CHANGE: 19920703 FORMER COMPANY: FORMER CONFORMED NAME: FIDELITY FLEXIBLE BOND FUND DATE OF NAME CHANGE: 19860904 FORMER COMPANY: FORMER CONFORMED NAME: FIDELITY CORPORATE BOND FUND INC DATE OF NAME CHANGE: 19851225 0000035315 S000017674 Fidelity Intermediate Bond Fund C000048836 Fidelity Intermediate Bond Fund FTHRX NPORT-P 1 primary_doc.xml NPORT-P false 0000035315 XXXXXXXX S000017674 C000048836 Fidelity Salem Street Trust 811-02105 0000035315 S4W85DGKOEJ24DPRB829 245 Summer Street Boston 02210 1-800-FIDELITY Fidelity Intermediate Bond Fund S000017674 VW34W3RS5HO0SXCVMN92 2026-08-31 2026-02-28 N 5021741673.32 33643825.57 4988097847.75 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3846536.64000000 0.00000000 0.00000000 5450191.59000000 USD N Bloomberg US Intermediate Government/Credit Bond Index 19808148 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFL8 3730000.00000000 PA USD 3735674.64000000 0.074891767443 Long DBT CORP US N 2 2026-10-22 Fixed 0.04250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31283HZ65 76330.56320000 PA USD 79480.21000000 0.001593397171 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M7YL4 48421.46260000 PA USD 50382.68000000 0.001010057972 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31292GST4 3.73980000 PA USD 3.80000000 0.000000076181 Long ABS-MBS USGSE US N 2 2027-07-01 Fixed 0.07500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31292HMA9 132.24220000 PA USD 140.14000000 0.000002809487 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 0.07500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31298AER0 974.19370000 PA USD 1028.78000000 0.000020624695 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 0.07500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132FCBK0 535918.50040000 PA USD 556376.60000000 0.011154083520 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31368HKF9 107.78800000 PA USD 113.16000000 0.000002268600 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 0.07000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136ACSD4 216550.83030000 PA USD 214266.74000000 0.004295560082 Long ABS-CBDO USGSE US N 2 2033-03-25 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371FWL2 36.55980000 PA USD 37.04000000 0.000000742567 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374CNW2 389123.84390000 PA USD 403542.13000000 0.008090100521 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374TD71 1.38850000 PA USD 1.39000000 0.000000027866 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374TP60 17.37240000 PA USD 17.77000000 0.000000356248 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374TRH4 38.96060000 PA USD 39.57000000 0.000000793288 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374TW54 112.42880000 PA USD 115.25000000 0.000002310499 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31376ML83 23.29990000 PA USD 23.38000000 0.000000468715 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31376WGZ7 45.52070000 PA USD 45.68000000 0.000000915779 Long ABS-MBS USGSE US N 2 2027-07-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31378CGB2 397.82430000 PA USD 405.44000000 0.000008128148 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31379HZZ6 188.15770000 PA USD 191.99000000 0.000003848962 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 0.07500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137AFZS4 107064.40260000 PA USD 107919.80000000 0.002163546171 Long ABS-CBDO USGSE US N 2 2034-10-15 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31380TLZ2 428.43310000 PA USD 439.19000000 0.000008804759 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31385JJC3 19662.38940000 PA USD 20587.09000000 0.000412724261 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31385JJF6 3758.10120000 PA USD 3932.61000000 0.000078839872 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31386GRY1 180.30260000 PA USD 183.76000000 0.000003683969 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EKJU0 203320.23560000 PA USD 196054.02000000 0.003930436530 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EKJV8 270765.66990000 PA USD 261191.29000000 0.005236290425 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402RAQ2 6679.26880000 PA USD 6993.43000000 0.000140202341 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31403CXV8 8454.49590000 PA USD 8899.84000000 0.000178421520 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31410FSX4 10777.50700000 PA USD 11338.76000000 0.000227316310 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31410GER0 59788.97130000 PA USD 62773.62000000 0.001258468095 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31410KHB3 786.83600000 PA USD 817.81000000 0.000016395227 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418ALT3 2144156.74130000 PA USD 2099290.48000000 0.042085992377 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418MYV8 65445.93380000 PA USD 68786.53000000 0.001379013245 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419AZL4 46834.51630000 PA USD 49172.01000000 0.000985786796 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 0.06500000 N N N N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 31635A105 133797619.00500000 NS USD 133824378.53000000 2.682873965480 Long STIV RF US N 1 N N N GS MTG SECS TR 2013-GC13 N/A 36198EAP0 1126083.77000000 PA USD 1114822.93000000 0.022349660412 Long ABS-MBS CORP US N 2 2046-07-10 Variable 0.03858001 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200RBH4 891.25130000 PA USD 923.53000000 0.000018514672 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200RDB5 577.51500000 PA USD 598.97000000 0.000012007984 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200UBJ3 2813.21390000 PA USD 2920.30000000 0.000058545363 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200WBY6 461.38900000 PA USD 471.49000000 0.000009452300 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200WYF2 844.05330000 PA USD 877.31000000 0.000017588067 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201CZZ0 12155.08670000 PA USD 12660.22000000 0.000253808573 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201FPT8 3680.78510000 PA USD 3822.56000000 0.000076633621 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201FXF9 15062.64020000 PA USD 15694.91000000 0.000314647195 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201JJG5 6235.43310000 PA USD 6494.56000000 0.000130201134 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201JJJ9 2219.92990000 PA USD 2314.03000000 0.000046391030 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201MEE8 847.51160000 PA USD 876.86000000 0.000017579045 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201MFW7 1354.13330000 PA USD 1406.29000000 0.000028192911 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201QPH0 3965.24110000 PA USD 4134.96000000 0.000082896529 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201QU92 1454.69720000 PA USD 1508.74000000 0.000030246800 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201T6Z5 8578.69590000 PA USD 8927.92000000 0.000178984460 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201VZX3 1205.21550000 PA USD 1253.76000000 0.000025135032 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206F5Q1 139.37940000 PA USD 140.92000000 0.000002825125 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207J2F9 445.48560000 PA USD 450.40000000 0.000009029494 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207J3N1 578.80300000 PA USD 586.87000000 0.000011765406 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207J5J8 351.29360000 PA USD 355.42000000 0.000007125361 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207JT45 114.71680000 PA USD 115.65000000 0.000002318519 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207JTX1 85.89950000 PA USD 86.85000000 0.000001741144 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207MNJ1 144.81600000 PA USD 146.20000000 0.000002930976 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207MTT3 177.63750000 PA USD 179.86000000 0.000003605783 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207PT82 407.38110000 PA USD 413.06000000 0.000008280912 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207V3U8 565.13670000 PA USD 573.84000000 0.000011504184 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208CHB6 695.48250000 PA USD 706.70000000 0.000014167725 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208CHH3 184.03520000 PA USD 185.27000000 0.000003714241 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208EX32 498.33760000 PA USD 504.56000000 0.000010115278 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208FKL3 416.87970000 PA USD 421.48000000 0.000008449713 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208N5X7 3993.81500000 PA USD 4046.58000000 0.000081124711 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208PQP6 110.89540000 PA USD 112.28000000 0.000002250958 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208QSP2 74.10840000 PA USD 74.03000000 0.000001484132 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208QVQ6 248.89490000 PA USD 252.18000000 0.000005055634 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208RW91 470.29290000 PA USD 476.16000000 0.000009545923 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208S4S8 524.97910000 PA USD 532.68000000 0.000010679020 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208T5S5 1172.62460000 PA USD 1189.83000000 0.000023853381 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208TAY6 2738.14770000 PA USD 2778.31000000 0.000055698787 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208UAM9 152.20360000 PA USD 154.10000000 0.000003089353 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208VZG3 1208.77020000 PA USD 1222.98000000 0.000024517963 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208XM81 811.57810000 PA USD 824.07000000 0.000016520726 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208YQG7 904.37010000 PA USD 916.32000000 0.000018370128 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209ARZ5 35.13680000 PA USD 35.55000000 0.000000712696 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209BUM8 324.75530000 PA USD 329.99000000 0.000006615547 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209C5E2 667.93020000 PA USD 679.14000000 0.000013615210 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209DAX2 404.24100000 PA USD 410.47000000 0.000008228988 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209G6H5 32.39690000 PA USD 32.45000000 0.000000650548 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209LLL8 683.16330000 PA USD 697.69000000 0.000013987095 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209MEW0 67.33340000 PA USD 67.41000000 0.000001351416 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209NC75 1229.00800000 PA USD 1245.25000000 0.000024964426 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209NDK5 129.73980000 PA USD 131.74000000 0.000002641086 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209NMZ2 147.52480000 PA USD 150.19000000 0.000003010967 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209TXF1 524.72060000 PA USD 534.55000000 0.000010716509 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209UH66 278.21750000 PA USD 283.07000000 0.000005674908 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209VFH2 496.33870000 PA USD 503.26000000 0.000010089216 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209VM35 4559.69230000 PA USD 4650.93000000 0.000093240552 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209XDH0 75.78020000 PA USD 76.13000000 0.000001526233 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210APQ4 1144.25640000 PA USD 1162.71000000 0.000023309687 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210ARU3 33.22920000 PA USD 33.31000000 0.000000667789 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210ENY1 745.92480000 PA USD 761.32000000 0.000015262731 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210FK88 392.46220000 PA USD 397.93000000 0.000007977590 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210G5P5 1174.53780000 PA USD 1181.55000000 0.000023687386 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211HU41 18.13760000 PA USD 18.29000000 0.000000366672 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211R4G1 826.71910000 PA USD 854.45000000 0.000017129776 Long ABS-MBS USGA US N 2 2030-10-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212DL98 6697.76720000 PA USD 6880.83000000 0.000137944968 Long ABS-MBS USGA US N 2 2031-01-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212HGQ7 6058.05180000 PA USD 6307.25000000 0.000126445995 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212MWL9 2239.66880000 PA USD 2314.80000000 0.000046406467 Long ABS-MBS USGA US N 2 2030-09-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212R3V8 44.04640000 PA USD 44.37000000 0.000000889517 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212VT90 7732.91690000 PA USD 7996.53000000 0.000160312212 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212VTQ2 2446.16590000 PA USD 2533.62000000 0.000050793309 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213BQQ8 334.97200000 PA USD 341.25000000 0.000006841285 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213DCE6 1190.13660000 PA USD 1235.98000000 0.000024778583 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213E6D3 1905.05270000 PA USD 1986.59000000 0.000039826604 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213FZF3 3939.65220000 PA USD 4051.92000000 0.000081231766 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213LN48 478.35840000 PA USD 491.99000000 0.000009863278 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213PRW3 870.99840000 PA USD 903.36000000 0.000018110310 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213TDS9 205.69770000 PA USD 213.80000000 0.000004286203 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213UXV7 23782.55630000 PA USD 24750.71000000 0.000496195358 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213VFX1 234.93920000 PA USD 243.88000000 0.000004889238 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213VWV6 4834.58780000 PA USD 5006.95000000 0.000100377942 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213WBX3 109.71480000 PA USD 113.99000000 0.000002285239 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213XDW1 334.27290000 PA USD 347.45000000 0.000006965581 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36216K4H9 2759.83950000 PA USD 2807.96000000 0.000056293202 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BD88 105.61300000 PA USD 107.45000000 0.000002154127 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BKH0 1002.88720000 PA USD 1024.85000000 0.000020545908 Long ABS-MBS USGA US N 2 2030-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BV88 1442.13870000 PA USD 1494.38000000 0.000029958915 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BW61 2620.55690000 PA USD 2713.99000000 0.000054409317 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BWH7 764.25020000 PA USD 790.72000000 0.000015852134 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BXM5 419.44840000 PA USD 434.84000000 0.000008717551 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BYA0 2157.86920000 PA USD 2236.03000000 0.000044827308 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 0.07000000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46625HNJ5 2524000.00000000 PA USD 2542024.69000000 0.050961804832 Long DBT CORP US N 2 2027-10-01 Fixed 0.04250000 N N N N N N MORGAN STANLEY ABS CAP I INC N/A 61744CGL4 86650.26760000 PA USD 138431.05000000 0.002775227235 Long ABS-CBDO CORP US N 3 2034-08-25 Variable 0.09038210 N N N N N N SEQUOIA MTG TR N/A 81744FCU9 878.11550000 PA USD 825.42000000 0.000016547790 Long ABS-CBDO CORP US N 2 2034-07-20 Variable 0.04927650 N N N N N N TEACHERS INS and ANNUITY ASSN AMER O06XD7BJ4EPXNABVFN69 878091BD8 2715000.00000000 PA USD 2509543.30000000 0.050310626948 Long DBT CORP US N 2 2044-09-15 Fixed 0.04900000 N N N N N N TERWIN MORTGAGE TRUST N/A 881561BU7 67880.01930000 PA USD 73032.57000000 0.001464136675 Long ABS-CBDO CORP US N 2 2034-09-25 Variable 0.04648210 N N N N N N TRAPEZA CDO XII LTD / TRAPEZA CDO XII INC 5493000R4ICCD2N68609 89413GAG3 1143000.00040000 PA USD 904662.78000000 0.018136428105 Long ABS-CBDO CORP KY N 2 2042-04-06 Variable 0.04471380 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 94974BGL8 6170000.00000000 PA USD 6192036.09000000 0.124136219436 Long DBT CORP US N 2 2027-07-22 Fixed 0.04300000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBK4 5070000.00000000 PA USD 5083287.81000000 0.101908341920 Long DBT CORP US N 2 2027-04-15 Fixed 0.04200000 N N N N N N TOLL BROTHERS FINANCE CORP N/A 88947EAS9 1352000.00000000 PA USD 1359750.19000000 0.027259894081 Long DBT CORP US N 2 2027-03-15 Fixed 0.04875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EKJW6 157024.58880000 PA USD 151352.97000000 0.003034282297 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EKJ48 167940.68320000 PA USD 162130.25000000 0.003250342213 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 0.02500000 N N N N N N CLECO CORPORATE HLDGS LLC 5493002H80P81B3HXL31 18551PAC3 3786000.00000000 PA USD 3780139.76000000 0.075783191817 Long DBT CORP US N 2 2026-05-01 Fixed 0.03743000 N N N N N N DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC N/A 25755TAH3 7226720.00000000 PA USD 7208992.13000000 0.144523871624 Long ABS-CBDO CORP US N 2 2047-07-25 Fixed 0.04118000 N N N N N N CD 2017-CD5 MTG TR N/A 12515HBA2 336611.69040000 PA USD 334545.70000000 0.006706879259 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 0.03220000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAF6 1412000.00000000 PA USD 1409342.95000000 0.028254115957 Long DBT CORP US N 2 2027-10-01 Fixed 0.03900000 N N N N N N CLEVELAND ELECTRIC ILLUM CO N/A 186108CK0 5961000.00000000 PA USD 5872721.05000000 0.117734680217 Long DBT CORP US N 2 2028-04-01 Fixed 0.03500000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BK9 3155000.00000000 PA USD 3153247.52000000 0.063215430335 Long DBT CORP US N 2 2028-03-15 Fixed 0.04200000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BJ2 10200000.00000000 PA USD 10109953.89000000 0.202681547126 Long DBT CORP US N 2 2028-02-15 Fixed 0.03750000 N N N N N N WELLS FARGO COML MTG TR 2017-C41 N/A 95001ABB1 80235.35880000 PA USD 79779.46000000 0.001599396452 Long ABS-MBS CORP US N 2 2050-11-15 Fixed 0.03390000 N N N N N N UBS COML MTG TR 2017-C7 N/A 90276WAT4 43122291.22220000 PA USD 614712.57000000 0.012323586841 Long ABS-MBS CORP US N 2 2050-12-15 Variable 0.00963509 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAP3 5000000.00000000 PA USD 4980283.20000000 0.099843334112 Long DBT CORP US N 2 2029-01-24 Variable 0.03772000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAR1 3155000.00000000 PA USD 3158757.04000000 0.063325883661 Long DBT CORP US N 2 2028-03-15 Fixed 0.04000000 N N N N N N VENTAS RLTY LTD PARTNERSHIP 32SXKSJ72K64GM3HOU64 92277GAM9 737000.00000000 PA USD 736672.46000000 0.014768604836 Long DBT CORP US N 2 2028-03-01 Fixed 0.04000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHG7 8155000.00000000 PA USD 8149137.53000000 0.163371645439 Long DBT CORP US N 2 2029-03-05 Variable 0.03970000 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2018-C8 N/A 90276VAC3 2500181.40960000 PA USD 2492582.36000000 0.049970598734 Long ABS-MBS CORP US N 2 2051-02-15 Fixed 0.03903000 N N N N N N AIA GROUP LTD ZP5ILWVSYE4LJGMMVD57 00131LAF2 5569000.00000000 PA USD 5586558.72000000 0.111997777319 Long DBT CORP HK N 2 2028-04-06 Fixed 0.03900000 N N N N N N MOODYS CORP 549300GCEDD8YCF5WU84 615369AM7 4416000.00000000 PA USD 4363877.16000000 0.087485797055 Long DBT CORP US N 2 2028-01-15 Fixed 0.03250000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LW9 5190000.00000000 PA USD 5197697.44000000 0.104201994400 Long DBT CORP US N 2 2029-04-23 Variable 0.04075000 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 084659AM3 3786000.00000000 PA USD 3748141.25000000 0.075141694577 Long DBT CORP US N 2 2028-04-15 Fixed 0.03250000 N N N N N N UNITED AIRLS INC 2018-1B PASS THRU TR N/A 90932NAA1 1164554.89550000 PA USD 1164496.32000000 0.023345498736 Long DBT CORP US N 2 2027-09-01 Fixed 0.04600000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAF0 6355000.00000000 PA USD 6481982.43000000 0.129948983116 Long DBT CORP US N 2 2028-06-15 Fixed 0.04950000 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2018-AON N/A 46649XAL1 3378000.00000000 PA USD 1038735.00000000 0.020824270728 Long ABS-MBS CORP US N 2 2031-07-05 Variable 0.04613200 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAL7 8615000.00000000 PA USD 8645881.33000000 0.173330227150 Long DBT CORP US N 2 2028-12-15 Fixed 0.04375000 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2018-WPT N/A 46645WAU7 2057853.00000000 PA USD 1962677.30000000 0.039347209295 Long ABS-MBS CORP US N 2 2033-07-05 Fixed 0.04247500 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHM4 7208000.00000000 PA USD 7248766.72000000 0.145321261556 Long DBT CORP US N 2 2029-07-23 Variable 0.04271000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404121AJ4 3155000.00000000 PA USD 3255645.76000000 0.065268281805 Long DBT CORP US N 2 2028-09-01 Fixed 0.05625000 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YAT6 1965000.00000000 PA USD 1975171.37000000 0.039597686939 Long DBT CORP JP N 2 2029-09-11 Variable 0.04254000 N N N N N N WILLIS NORTH AMERICA INC 5493004KVU1HWZCP0C66 970648AG6 3470000.00000000 PA USD 3490847.41000000 0.069983539147 Long DBT CORP US N 2 2028-09-15 Fixed 0.04500000 N N N N N N CITIBANK CR CARD ISSUANCE TR R8AG6FXVDQAMDKCSJJ64 17305EGS8 10727000.00000000 PA USD 10811166.19000000 0.216739256525 Long ABS-CBDO CORP US N 2 2030-10-13 Fixed 0.03960000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128285M8 69863400.00000000 PA USD 69391276.42000000 1.391137033354 Long DBT UST US N 2 2028-11-15 Fixed 0.03125000 N N N N N N BENCHMARK 2018-B7 MTG TR N/A 08162TAY9 1448755.97440000 PA USD 1446711.63000000 0.029003272873 Long ABS-MBS CORP US N 2 2053-05-15 Fixed 0.04377000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RGQ9 11310000.00000000 PA USD 11417333.03000000 0.228891520946 Long DBT CORP US N 2 2030-02-15 Fixed 0.04300000 N N N N N N FORD CR FLOORPLAN MAST OWN TR N/A 34528PAK2 4365000.00000000 PA USD 4400851.93000000 0.088227056972 Long ABS-CBDO CORP US N 2 2030-11-15 Fixed 0.04060000 N N N N N N BANK 2018-BNK15 N/A 06036FBA8 1186120.79000000 PA USD 1189460.19000000 0.023845967467 Long ABS-MBS CORP US N 2 2061-11-15 Fixed 0.04285000 N N N N N N MYLAN INC 30ZMPDNA1RHIBH89C294 628530BK2 965000.00000000 PA USD 969910.36000000 0.019444493464 Long DBT CORP US N 2 2028-04-15 Fixed 0.04550000 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 054561AJ4 3884000.00000000 PA USD 3903514.77000000 0.078256579745 Long DBT CORP US N 2 2028-04-20 Fixed 0.04350000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J9VB4 2610641.91050000 PA USD 2567037.14000000 0.051463247481 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 0.03000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BW8 1739000.00000000 PA USD 1812528.92000000 0.036337076282 Long DBT CORP US N 2 2029-02-01 Fixed 0.05875000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHQ5 4290000.00000000 PA USD 4286185.46000000 0.085928255435 Long DBT CORP US N 2 2030-02-07 Variable 0.03974000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBD4 964000.00000000 PA USD 984922.14000000 0.019745445459 Long DBT CORP US N 2 2029-02-14 Fixed 0.04800000 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401AAG6 645000.00000000 PA USD 645039.98000000 0.012931582332 Long DBT CORP KY N 2 2026-05-01 Fixed 0.04375000 N N N N N N CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1 N/A 14855MAA6 387130.17530000 PA USD 383265.38000000 0.007683597870 Long ABS-CBDO CORP US N 2 2039-04-15 Fixed 0.03967000 N N N N N N METLIFE SECURITIZATION TRUST 2019-1 N/A 59166EAB1 93203.05450000 PA USD 92350.34000000 0.001851413962 Long ABS-CBDO CORP US N 2 2058-04-25 Fixed 0.03750000 N N N N N N OREILLY AUTOMOTIVE INC 549300K2RLMQL149Q332 67103HAH0 3155000.00000000 PA USD 3144071.27000000 0.063031467424 Long DBT CORP US N 2 2029-06-01 Fixed 0.03900000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAF9 6060000.00000000 PA USD 6051261.48000000 0.121314009161 Long DBT CORP US N 2 2027-07-31 Fixed 0.05000000 N N N N N N WP CAREY INC 54930042CRNE713E3Q67 92936UAF6 400000.00000000 PA USD 396817.94000000 0.007955295828 Long DBT CORP US N 2 2029-07-15 Fixed 0.03850000 N N N N N N HORIZON AIRCRAFT FINANCE LTD N/A 44040HAA0 217344.63560000 PA USD 215710.01000000 0.004324494358 Long ABS-CBDO CORP KY N 2 2039-07-15 Fixed 0.03721000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EF6 1134000.00000000 PA USD 1124249.38000000 0.022538639263 Long DBT CORP AU N 2 2034-07-24 Variable 0.04110000 N N N N N N BENCHMARK 2019-B12 MTG TR N/A 08162FAK9 14380445.31170000 PA USD 343537.33000000 0.006887140960 Long ABS-MBS CORP US N 2 2052-08-15 Variable 0.01015733 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CM5 3155000.00000000 PA USD 3120991.12000000 0.062568762988 Long DBT CORP US N 2 2027-02-01 Fixed 0.02700000 N N N N N N AMER AIRLINE 19-1B PTT N/A 02379DAA8 1617833.23970000 PA USD 1588532.18000000 0.031846451863 Long DBT CORP US N 2 2029-08-15 Fixed 0.03850000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAH8 3786000.00000000 PA USD 3655902.14000000 0.073292510523 Long DBT CORP US N 2 2029-09-01 Fixed 0.02950000 N N N N N N VENTAS RLTY LTD PARTNERSHIP 32SXKSJ72K64GM3HOU64 92277GAU1 1315000.00000000 PA USD 1260675.56000000 0.025273673421 Long DBT CORP US N 2 2030-01-15 Fixed 0.03000000 N N N N N N UNITED AIR 2019-2 B PTT N/A 90932KAA7 941957.46890000 PA USD 922394.05000000 0.018491899681 Long DBT CORP US N 2 2029-11-01 Fixed 0.03500000 N N N N N N PLAINS ALL AM PIPELN/PAA FIN C N/A 72650RBM3 9751000.00000000 PA USD 9562556.56000000 0.191707477516 Long DBT CORP US N 2 2029-12-15 Fixed 0.03550000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WH3U4 508319.42360000 PA USD 494608.88000000 0.009915781428 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 0.02500000 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2019-BROOK N/A 46591JAA4 634968.24610000 PA USD 622454.04000000 0.012478785681 Long ABS-MBS CORP US N 2 2029-09-15 Variable 0.05274480 N N N N N N SABRA HEALTH CARE LP 549300OVKLRFSIQG0H81 78572XAG6 852000.00000000 PA USD 839136.44000000 0.016822774244 Long DBT CORP US N 2 2029-10-15 Fixed 0.03900000 N N N N N N NEW RESIDENTIAL MTG LN TR 2019-NQM4 N/A 64830MAG8 484656.94450000 PA USD 467749.01000000 0.009377302215 Long ABS-CBDO CORP US N 2 2059-08-25 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X4XF8 1016849.83100000 PA USD 1006860.30000000 0.020185255597 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X4XH4 284635.19200000 PA USD 281394.19000000 0.005641312552 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X4XG6 501297.50450000 PA USD 495589.48000000 0.009935440224 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X4QF6 234852.90960000 PA USD 239344.89000000 0.004798319866 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X4ET9 91725.29660000 PA USD 93479.71000000 0.001874055258 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X46L5 173296.01560000 PA USD 176610.61000000 0.003540640448 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 0.04500000 N N N N N N THUNDERBOLT III AIRCRAFT LEASE LTD N/A 88607AAA7 897748.44140000 PA USD 891158.07000000 0.017865689431 Long ABS-CBDO CORP KY N 2 2039-11-15 Fixed 0.03671000 N N N N N N BARCLAYS COMMERCIAL MORTGAGE N/A 05492JAU6 2381325.48000000 PA USD 2349468.82000000 0.047101498240 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 0.02990000 N N N N N N BENCHMARK 2019-B14 MTG TR N/A 08162YAK8 13987309.99980000 PA USD 265879.18000000 0.005330271941 Long ABS-MBS CORP US N 2 2062-12-15 Variable 0.00759759 N N N N N N BAMLL COML MTG SECS TR 2019 N/A 05492PAA6 849753.07000000 PA USD 822159.21000000 0.016482419453 Long ABS-MBS CORP US N 2 2032-11-05 Fixed 0.03112000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAH3 2368000.00000000 PA USD 2254040.00000000 0.045188367766 Long DBT NUSS MX N 2 2030-04-16 Fixed 0.03250000 N N N N N N NEW RESIDENTIAL MTG LN TR 2020-1 N/A 64830TAD0 467519.68590000 PA USD 447045.22000000 0.008962238385 Long ABS-CBDO CORP US N 2 2059-10-25 Fixed 0.03500000 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401AAJ0 1761000.00000000 PA USD 1744875.16000000 0.034980772496 Long DBT CORP KY N 2 2027-02-15 Fixed 0.03250000 N N N N N N ALIMENTATION COUCHE-TARD INC 549300OSW32RVX8CCZ87 01626PAM8 5819000.00000000 PA USD 5569414.25000000 0.111654069747 Long DBT CORP CA N 2 2030-01-25 Fixed 0.02950000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967ML2 5530000.00000000 PA USD 5217506.06000000 0.104599112111 Long DBT CORP US N 2 2031-01-29 Variable 0.02666000 N N N N N N APOLLO AVIATION SECURITIZATION EQUITY TRUST N/A 00255UAA3 123702.80850000 PA USD 122862.67000000 0.002463116677 Long ABS-CBDO CORP US N 2 2040-01-16 Fixed 0.03351000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHZ5 3155000.00000000 PA USD 2963272.64000000 0.059406866714 Long DBT CORP US N 2 2031-02-13 Variable 0.02496000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CA5 1577000.00000000 PA USD 1527742.07000000 0.030627748625 Long DBT CORP US N 2 2030-09-01 Fixed 0.03500000 N N N N N N BENCHMARK 2020-B17 MORTGAGE TRUST N/A 08162MAZ1 25111890.41370000 PA USD 1008963.11000000 0.020227412147 Long ABS-MBS CORP US N 2 2053-03-15 Variable 0.01375055 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GXH2 4330000.00000000 PA USD 4288030.05000000 0.085965235263 Long DBT CORP US N 2 2030-03-15 Fixed 0.03800000 N N N N N N OREILLY AUTOMOTIVE INC 549300K2RLMQL149Q332 67103HAJ6 5353000.00000000 PA USD 5375114.69000000 0.107758806143 Long DBT CORP US N 2 2030-04-01 Fixed 0.04200000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332AZ5 3155000.00000000 PA USD 3141355.35000000 0.062977019414 Long DBT CORP US N 2 2030-04-15 Fixed 0.04000000 N N N N N N AFLAC INC 549300N0B7DOGLXWPP39 001055BJ0 708000.00000000 PA USD 697322.71000000 0.013979731979 Long DBT CORP US N 2 2030-04-01 Fixed 0.03600000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBP9 3990000.00000000 PA USD 4017052.80000000 0.080532758630 Long DBT CORP US N 2 2027-04-02 Fixed 0.04700000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAD9 6006000.00000000 PA USD 5866717.68000000 0.117614326323 Long DBT CORP GB N 2 2030-04-15 Fixed 0.03400000 N N N N N N CSAIL 2020-C19 COMMERCIAL MORTGAGE TRUST N/A 12597NAT0 10102941.56000000 PA USD 9790822.29000000 0.196283685461 Long ABS-MBS CORP US N 2 2053-03-15 Fixed 0.02550100 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PBL9 6955000.00000000 PA USD 6526138.43000000 0.130834210338 Long DBT CORP US N 2 2031-04-22 Variable 0.02522000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJB6 7000000.00000000 PA USD 6581763.79000000 0.131949372103 Long DBT CORP US N 2 2031-04-29 Variable 0.02592000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CY9 14720000.00000000 PA USD 15246087.35000000 0.305649323957 Long DBT CORP US N 2 2030-05-01 Fixed 0.05150000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CU7 5804000.00000000 PA USD 5865027.61000000 0.117580444269 Long DBT CORP US N 2 2027-05-01 Fixed 0.05040000 N N N N N N CENTENE CORP DEL 549300Z7JJ4TQSQGT333 15135BAR2 3155000.00000000 PA USD 3135894.90000000 0.062867549829 Long DBT CORP US N 2 2027-12-15 Fixed 0.04250000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PBP0 4445000.00000000 PA USD 4229724.38000000 0.084796339388 Long DBT CORP US N 2 2031-05-13 Variable 0.02956000 N N N N N N AES CORP 2NUNNB7D43COUIRE5295 00130HCC7 4133000.00000000 PA USD 4061457.19000000 0.081422965506 Long DBT CORP US N 2 2030-07-15 Fixed 0.03950000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BP5 2293000.00000000 PA USD 2269651.57000000 0.045501344185 Long DBT CORP GB N 2 2028-05-22 Variable 0.03073000 N N N N N N FIVE CORNERS FND TR II N/A 33834DAA2 2963000.00000000 PA USD 2810322.89000000 0.056340572614 Long DBT CORP US N 2 2030-05-15 Fixed 0.02850000 N N N N N N PLAINS ALL AM PIPELN/PAA FIN C N/A 72650RBN1 3580000.00000000 PA USD 3512879.40000000 0.070425230362 Long DBT CORP US N 2 2030-09-15 Fixed 0.03800000 N N N N N N CANADIAN NATURAL RESOURCES LTD 549300T15RIMIKZC5Q38 136385BA8 9591000.00000000 PA USD 9167077.80000000 0.183779029197 Long DBT CORP CA N 2 2030-07-15 Fixed 0.02950000 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBH1 5300000.00000000 PA USD 4874961.31000000 0.097731870119 Long DBT CORP JP N 2 2031-07-10 Variable 0.02201000 N N N N N N CF HIPPOLYTA ISSUER LLC N/A 12530MAA3 3914755.85860000 PA USD 3317525.79000000 0.066508835457 Long ABS-MBS CORP US N 2 2060-07-15 Fixed 0.01690000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RKG6 4123000.00000000 PA USD 3953772.12000000 0.079264125137 Long DBT CORP US N 2 2028-02-01 Fixed 0.01650000 N N N N N N OCEANVIEW MTG LN TR 2020-1 N/A 676477AA0 46496.81430000 PA USD 44341.22000000 0.000888940460 Long ABS-CBDO CORP US N 2 2050-05-28 Fixed 0.01732910 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAQ4 3155000.00000000 PA USD 3164909.22000000 0.063449220857 Long DBT CORP US N 2 2030-11-15 Fixed 0.04150000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599ED3 3066000.00000000 PA USD 3318104.92000000 0.066520445694 Long DBT CORP US N 2 2030-09-01 Fixed 0.06625000 N N N N N N EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 635400B4JJBON4TCHF02 29449WAB3 3155000.00000000 PA USD 3041220.70000000 0.060969547768 Long DBT CORP US N 2 2027-08-27 Fixed 0.01400000 N N N N N N INTERNATIONAL FLAVORS and FRAGRANCES INC BZLRL03D3GPGMOGFO832 459506AP6 822000.00000000 PA USD 793553.66000000 0.015908943333 Long DBT CORP US N 2 2027-10-15 Fixed 0.01832000 N N N N N N BAT INTERNATIONAL FINANCE PLC 21380041YBGOQDFAC823 05530QAN0 7824000.00000000 PA USD 7811929.13000000 0.156611385109 Long DBT CORP GB N 2 2026-03-25 Fixed 0.01668000 N N N N N N CSMC 2020-RPL4 TR N/A 126405AA7 353431.70980000 PA USD 324216.20000000 0.006499796313 Long ABS-CBDO CORP US N 2 2060-01-25 Fixed 0.02000000 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 548661DY0 9316000.00000000 PA USD 8374993.73000000 0.167899547796 Long DBT CORP US N 2 2030-10-15 Fixed 0.01700000 N N N N N N VLS COMMERCIAL MORTGAGE TRUST 2020 N/A 92858TAA4 1920006.00000000 PA USD 1668055.13000000 0.033440705874 Long ABS-MBS CORP US N 2 2042-10-10 Fixed 0.02130000 N N N N N N VLS COMMERCIAL MORTGAGE TRUST 2020 N/A 92858TAL0 57900875.00000000 PA USD 980400.78000000 0.019654802490 Long ABS-MBS CORP US N 2 2042-10-10 Variable 0.00429415 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDE9 14000000.00000000 PA USD 13706000.00000000 0.274774080588 Long DBT CORP MX N 2 2031-01-28 Fixed 0.05950000 N N N N N N BRAVO RESIDENTIAL FDG TR 2020-RPL2 N/A 10569BAA5 1085705.00610000 PA USD 1028712.01000000 0.020623332608 Long ABS-CBDO CORP US N 2 2059-05-25 Fixed 0.02000000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PBU9 4010000.00000000 PA USD 3591871.93000000 0.072008850660 Long DBT CORP US N 2 2031-11-19 Variable 0.01764000 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBP3 6310000.00000000 PA USD 6272547.44000000 0.125750288616 Long DBT CORP JP N 2 2027-05-22 Variable 0.01234000 N N N N N N NTT FINANCE CORP 3538007PR116187GD960 62954WAD7 6562000.00000000 PA USD 6259803.36000000 0.125494798840 Long DBT CORP JP N 2 2028-04-03 Fixed 0.01591000 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 084659AV3 295000.00000000 PA USD 292119.80000000 0.005856336601 Long DBT CORP US N 2 2030-07-15 Fixed 0.03700000 N N N N N N CF HIPPOLYTA ISSUER LLC N/A 12530MAE5 2813543.14620000 PA USD 2300869.72000000 0.046127196984 Long ABS-MBS CORP US N 2 2061-03-15 Fixed 0.01530000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGH1 4944000.00000000 PA USD 4777374.05000000 0.095775467840 Long DBT CORP US N 2 2028-03-22 Fixed 0.02100000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AV5 2376000.00000000 PA USD 2371498.55000000 0.047543144148 Long DBT CORP NL N 2 2027-04-01 Variable 0.01726000 N N N N N N AJAXM 2021-C N/A 009733AA4 671595.01970000 PA USD 672231.36000000 0.013476707565 Long ABS-CBDO CORP US N 2 2061-01-25 Fixed 0.06115000 N N N N N N SBA TOWER TR N/A 78403DAT7 9464000.00000000 PA USD 9302507.25000000 0.186494081189 Long ABS-CBDO CORP US N 2 2051-05-15 Fixed 0.01631000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAN9 7000000.00000000 PA USD 6696976.23000000 0.134259119095 Long DBT CORP US N 2 2031-05-15 Fixed 0.03625000 N N N N N N BANK 2021-BNK33 N/A 06541CBR6 12144204.59670000 PA USD 436355.84000000 0.008747940664 Long ABS-MBS CORP US N 2 2064-05-15 Variable 0.01023855 N N N N N N VORNADO REALTY L P 549300BMOJ05INE4YK86 929043AK3 590000.00000000 PA USD 585389.63000000 0.011735728685 Long DBT CORP US N 2 2026-06-01 Fixed 0.02150000 N N N N N N BENCHMARK 2020-B19 MTG TR N/A 08162WBF2 17980981.59660000 PA USD 793132.11000000 0.015900492215 Long ABS-MBS CORP US N 2 2053-09-15 Variable 0.01658760 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 23329PAG5 2813000.00000000 PA USD 2796706.54000000 0.056067595812 Long DBT CORP NO N 2 2027-05-25 Variable 0.01535000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PCJ3 8532000.00000000 PA USD 8183677.94000000 0.164064101984 Long DBT CORP US N 2 2029-06-01 Variable 0.02069000 N N N N N N SLAM 2021-1 LTD / SLAM 2021-1 LLC N/A 78449AAA0 3550579.20000000 PA USD 3405491.53000000 0.068272348176 Long ABS-CBDO CORP KY N 2 2046-06-15 Fixed 0.02434000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBC5 4104000.00000000 PA USD 4078601.49000000 0.081766669670 Long DBT CORP FR N 2 2027-06-09 Variable 0.01792000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GYG3 5971000.00000000 PA USD 5892517.95000000 0.118131562969 Long DBT CORP US N 2 2027-09-10 Variable 0.01542000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AC2 2293000.00000000 PA USD 2277546.74000000 0.045659624360 Long DBT CORP GB N 2 2027-06-14 Variable 0.01642000 N N N N N N BCP TR 2021-330N N/A 05553BAA3 7697319.00000000 PA USD 6943291.94000000 0.139197188024 Long ABS-MBS CORP US N 2 2038-06-15 Variable 0.04573480 N N N N N N BLACKBIRD CAP II AIRCRAFT LEASE LTD / BLACKBIRD CAP II AIRCRAFT LEASE US L N/A 09229CAA7 2032671.53230000 PA USD 1950071.28000000 0.039094487308 Long ABS-CBDO CORP US N 2 2046-07-15 Fixed 0.02443000 N N N N N N DUQUESNE LIGHT HLDGS INC 4CUJ1D8WDXK9X7QI6B93 266233AJ4 7007000.00000000 PA USD 6353931.06000000 0.127381844822 Long DBT CORP US N 2 2032-01-07 Fixed 0.02775000 N N N N N N CENTENE CORP DEL 549300Z7JJ4TQSQGT333 15135BAY7 6671000.00000000 PA USD 6287606.96000000 0.126052197689 Long DBT CORP US N 2 2028-07-15 Fixed 0.02450000 N N N N N N MSC 2021-L6 N/A 61692CBK3 3939479.22540000 PA USD 145190.69000000 0.002910742620 Long ABS-MBS CORP US N 2 2054-06-15 Variable 0.01140608 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBS7 6800000.00000000 PA USD 6744013.63000000 0.135202111823 Long DBT CORP JP N 2 2027-07-09 Variable 0.01554000 N N N N N N MHP COML MTG TR 2021-STOR N/A 55293BAB1 1379764.00000000 PA USD 1378727.11000000 0.027640338102 Long ABS-MBS CORP US N 2 2038-07-15 Variable 0.04474480 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEC5 5874000.00000000 PA USD 5819484.52000000 0.116667409053 Long DBT CORP US N 2 2027-07-20 Variable 0.01512000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HCG8 6310000.00000000 PA USD 5560265.87000000 0.111470665566 Long DBT CORP US N 2 2032-07-29 Variable 0.02359000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BQ4 3786000.00000000 PA USD 3692506.70000000 0.074026348574 Long DBT CORP US N 2 2027-02-03 Fixed 0.01350000 N N N N N N COPT DEFENSE PROPERTIES LP H0TWO5VRNEP6CQAWPX27 22003BAN6 2288000.00000000 PA USD 2160013.28000000 0.043303346203 Long DBT CORP US N 2 2029-01-15 Fixed 0.02000000 N N N N N N BLOX 2021-BLOX N/A 055522AA4 3041072.00000000 PA USD 3022291.86000000 0.060590067641 Long ABS-MBS CORP US N 2 2026-09-15 Variable 0.04774480 N N N N N N AES CORP 2NUNNB7D43COUIRE5295 00130HCG8 1834000.00000000 PA USD 1700657.71000000 0.034094313341 Long DBT CORP US N 2 2031-01-15 Fixed 0.02450000 N N N N N N CENOVUS ENERGY INC 549300F4XPHJ7NOSP309 15135UAW9 5000000.00000000 PA USD 4544649.85000000 0.091109877727 Long DBT CORP CA N 2 2032-01-15 Fixed 0.02650000 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 548661ED5 3155000.00000000 PA USD 2989703.78000000 0.059936750866 Long DBT CORP US N 2 2028-09-15 Fixed 0.01700000 N N N N N N PIEDMONT OPERATING PARTNERSHIP LP 549300WKGDPAS39FBD10 720198AF7 475000.00000000 PA USD 413820.70000000 0.008296162437 Long DBT CORP US N 2 2032-04-01 Fixed 0.02750000 N N N N N N JDE PEETS BV 724500EHG519SE5ZRT89 47216QAB9 1001000.00000000 PA USD 977815.86000000 0.019602980732 Long DBT CORP NL N 2 2027-01-15 Fixed 0.01375000 N N N N N N SABRA HEALTH CARE LP 549300OVKLRFSIQG0H81 78574MAA1 2504000.00000000 PA USD 2315716.98000000 0.046424850728 Long DBT CORP US N 2 2031-12-01 Fixed 0.03200000 N N N N N N TCI-SYMPHONY CLO 2017-1 LTD / TCI-SYMPHONY CLO 2017-1 LLC N/A 87232BAF9 359814.35470000 PA USD 359983.11000000 0.007216841388 Long ABS-CBDO CORP KY N 2 2030-07-15 Variable 0.04863800 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 25601B2B0 6094000.00000000 PA USD 5946044.08000000 0.119204639954 Long DBT CORP NO N 2 2028-03-30 Variable 0.01605000 N N N N N N SUN CMNTYS OPER LTD PRTNRSHP 549300PUNBPJCGT6X741 866677AF4 540000.00000000 PA USD 515779.33000000 0.010340200728 Long DBT CORP US N 2 2028-11-01 Fixed 0.02300000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3E9 6246000.00000000 PA USD 5562797.84000000 0.111521425797 Long DBT CORP US N 2 2031-10-04 Fixed 0.02646000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3D1 4287000.00000000 PA USD 4228210.01000000 0.084765979719 Long DBT CORP US N 2 2026-10-02 Fixed 0.01730000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822BZ6 7703000.00000000 PA USD 7596972.29000000 0.152301990094 Long DBT CORP JP N 2 2027-10-13 Variable 0.01640000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEH4 5000000.00000000 PA USD 4531404.20000000 0.090844332615 Long DBT CORP US N 2 2032-10-20 Variable 0.02511000 N N N N N N DB MASTER FIN LLC 549300F17UZJL70BPB08 233046AN1 7188910.00000000 PA USD 7080028.93000000 0.141938453216 Long ABS-CBDO CORP US N 2 2051-11-20 Fixed 0.02045000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021-PAC N/A 05609PAA6 5672488.00000000 PA USD 5661852.09000000 0.113507237885 Long ABS-MBS CORP US N 2 2036-10-15 Variable 0.04463580 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAX3 5000000.00000000 PA USD 4672502.60000000 0.093673034142 Long DBT CORP IE N 2 2032-01-30 Fixed 0.03300000 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAW5 1456000.00000000 PA USD 1416424.71000000 0.028396089115 Long DBT CORP IE N 2 2028-10-29 Fixed 0.03000000 N N N N N N BANK 2021-BNK36 N/A 06540DBB0 10250000.00000000 PA USD 9783637.30000000 0.196139642778 Long ABS-MBS CORP US N 2 2064-09-15 Fixed 0.02283000 N N N N N N BX 2021-BXMF N/A 05609RAA2 1974567.76000000 PA USD 1973950.71000000 0.039573215487 Long ABS-MBS CORP US N 2 2026-10-15 Variable 0.04410410 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016EYH4 6190000.00000000 PA USD 5650510.24000000 0.113279859627 Long DBT CORP CA N 2 2031-11-03 Fixed 0.02300000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HCH6 10852000.00000000 PA USD 10682383.46000000 0.214157456129 Long DBT CORP US N 2 2027-11-02 Variable 0.01878000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92556VAD8 968000.00000000 PA USD 893818.86000000 0.017919032209 Long DBT CORP US N 2 2030-06-22 Fixed 0.02700000 N N N N N N AASET 2021-1 TR N/A 00038PAA8 1291731.45500000 PA USD 1257485.46000000 0.025209719183 Long ABS-CBDO CORP US N 2 2041-11-16 Fixed 0.02950000 N N N N N N BX TR 2021-ACNT N/A 05609QAA4 2200024.60000000 PA USD 2199337.09000000 0.044091699022 Long ABS-MBS CORP US N 2 2038-11-15 Variable 0.04624480 N N N N N N PUBLIC SERVICE ENTERPRISE GROUP INC PUSS41EMO3E6XXNV3U28 744573AU0 12500000.00000000 PA USD 11328859.88000000 0.227117835812 Long DBT CORP US N 2 2031-11-15 Fixed 0.02450000 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 251526CP2 4598000.00000000 PA USD 4542150.44000000 0.091059770249 Long DBT CORP US N 2 2027-11-16 Variable 0.02311000 N N N N N N SREIT TR 2021-MFP N/A 78472UAA6 2314256.31000000 PA USD 2313533.10000000 0.046381068908 Long ABS-MBS CORP US N 2 2038-11-15 Variable 0.04504930 N N N N N N LEGACY MORTGAGE ASSET TRUST 21-GS5 N/A 52475XAA2 3171848.44300000 PA USD 3186134.13000000 0.063874731956 Long ABS-CBDO CORP US N 2 2067-07-25 Variable 0.06250000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBU8 8259000.00000000 PA USD 8148163.89000000 0.163352126175 Long DBT CORP GB N 2 2027-11-24 Variable 0.02279000 N N N N N N AASET 2021-2 TR N/A 00258BAA2 2595082.60490000 PA USD 2490062.21000000 0.049920075467 Long ABS-CBDO CORP US N 2 2047-01-15 Fixed 0.02798000 N N N N N N CSMC 2021-RPL9 TR N/A 12658XAC1 4720453.99660000 PA USD 4730983.44000000 0.094845441777 Long ABS-CBDO CORP US N 2 2061-02-25 Variable 0.03875230 N N N N N N DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 233853AF7 4559000.00000000 PA USD 4494514.68000000 0.090104781766 Long DBT CORP US N 2 2026-12-14 Fixed 0.02000000 N N N N N N GCAT 2021-NQM7 TR N/A 36167YAA6 1237280.45920000 PA USD 1167881.65000000 0.023413366891 Long ABS-CBDO CORP US N 2 2066-08-25 Fixed 0.01915000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 74977RDL5 2686000.00000000 PA USD 2645280.32000000 0.053031845018 Long DBT CORP NL N 2 2027-12-15 Variable 0.01980000 N N N N N N ANGEL OAK MTG TR 2021-8 N/A 03465MAA1 2624557.50430000 PA USD 2383210.02000000 0.047777932445 Long ABS-CBDO CORP US N 2 2066-11-25 Fixed 0.01820000 N N N N N N SANTANDER HLDGS USA INC 549300SMVCQN2P0O6I58 80282KBC9 5673000.00000000 PA USD 5591225.80000000 0.112091341642 Long DBT CORP US N 2 2028-01-06 Variable 0.02490000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAR1 1965000.00000000 PA USD 1720357.50000000 0.034489249259 Long DBT NUSS MX N 2 2034-02-12 Fixed 0.03500000 N N N N N N VIRGINIA ELECTRIC AND POWER CO CQKUMNNZVDJLRYV2PT43 927804GG3 3155000.00000000 PA USD 2841046.61000000 0.056956513218 Long DBT CORP US N 2 2032-03-30 Fixed 0.02400000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAR3 2431000.00000000 PA USD 2394136.58000000 0.047996985084 Long DBT CORP US N 2 2027-01-15 Fixed 0.02200000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XDR4 2587000.00000000 PA USD 2546289.67000000 0.051047307966 Long DBT CORP US N 2 2027-02-26 Fixed 0.02350000 N N N N N N BENCHMARK 2021-B31 MORTGAGE TRUST N/A 08163MAF4 8000000.00000000 PA USD 7636280.80000000 0.153090036183 Long ABS-MBS CORP US N 2 2054-12-15 Fixed 0.02615000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEK7 5778000.00000000 PA USD 5701103.37000000 0.114294136643 Long DBT CORP US N 2 2028-01-21 Variable 0.02475000 N N N N N N BRAVO RESIDENTIAL FDG TR 2022-RPL1 N/A 10569XAA7 5840922.83530000 PA USD 5458250.69000000 0.109425493576 Long ABS-CBDO CORP US N 2 2061-09-25 Fixed 0.02750000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKJ7 4110000.00000000 PA USD 4056638.88000000 0.081326369366 Long DBT CORP US N 2 2028-02-04 Variable 0.02551000 N N N N N N BINOM SECURITIZATION TRUST 2021 N/A 05552CAA2 1440541.54310000 PA USD 1371669.40000000 0.027498847092 Long ABS-CBDO CORP US N 2 2061-02-25 Variable 0.03000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NG2 5682000.00000000 PA USD 5627120.18000000 0.112810942201 Long DBT CORP US N 2 2028-02-24 Variable 0.03070000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PCW4 11415000.00000000 PA USD 11299709.18000000 0.226533430676 Long DBT CORP US N 2 2028-02-24 Variable 0.02947000 N N N N N N BBCMS Mortgage Trust 2022-C14 N/A 07336AAF4 1300000.00000000 PA USD 1252188.99000000 0.025103537023 Long ABS-MBS CORP US N 2 2055-02-15 Fixed 0.02901000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GZR8 2500000.00000000 PA USD 2488541.68000000 0.049889592304 Long DBT CORP US N 2 2028-03-15 Variable 0.03615000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AN2 3155000.00000000 PA USD 3083633.55000000 0.061819828802 Long DBT CORP US N 2 2032-03-15 Fixed 0.04224000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71643VAB1 4595000.00000000 PA USD 4608325.50000000 0.092386429469 Long DBT CORP MX N 2 2032-02-16 Fixed 0.06700000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U2V4 6680000.00000000 PA USD 6645475.29000000 0.133226642556 Long DBT CORP US N 2 2028-03-24 Variable 0.03526000 N N N N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 02666TAE7 1201000.00000000 PA USD 1139974.58000000 0.022853893704 Long DBT CORP US N 2 2032-04-15 Fixed 0.03625000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YER2 12636000.00000000 PA USD 12660206.79000000 0.253808308826 Long DBT CORP US N 2 2028-04-20 Variable 0.04210000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AD5 556000.00000000 PA USD 563968.79000000 0.011306289636 Long DBT CORP US N 2 2032-05-15 Fixed 0.05125000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKP3 5400000.00000000 PA USD 5424706.08000000 0.108753000554 Long DBT CORP US N 2 2028-04-27 Variable 0.04376000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGN8 7604000.00000000 PA USD 6790304.48000000 0.136130137925 Long DBT CORP US N 2 2032-03-15 Fixed 0.02355000 N N N N N N SOUTHERN COMPANY 549300FC3G3YU2FBZD92 842587DD6 3155000.00000000 PA USD 3207032.73000000 0.064293701284 Long DBT CORP US N 2 2027-08-01 Variable 0.05113000 N N N N N N BANK 2022-BNK41 N/A 06540MBB0 6700000.00000000 PA USD 6631497.19000000 0.132946413490 Long ABS-MBS CORP US N 2 2065-04-15 Variable 0.03789241 N N N N N N NXP B V/NXP FDG LLC/NXP USA INC N/A 62954HBB3 6356000.00000000 PA USD 6504944.15000000 0.130409313300 Long DBT CORP NL N 2 2033-01-15 Fixed 0.05000000 N N N N N N NXP B V/NXP FDG LLC/NXP USA INC N/A 62954HAJ7 5400000.00000000 PA USD 4878181.21000000 0.097796421780 Long DBT CORP NL N 2 2032-02-15 Fixed 0.02650000 N N N N N N VOLKSWAGEN GROUP AMER FIN LLC 5493002SQ1AVQBY41K40 928668BS0 7639000.00000000 PA USD 7660118.47000000 0.153567927169 Long DBT CORP US N 2 2027-06-08 Fixed 0.04350000 N N N N N N JACKSON FINANCIAL INC 213800WXW2KG1N4CO374 46817MAR8 1211000.00000000 PA USD 1225727.03000000 0.024573035000 Long DBT CORP US N 2 2027-06-08 Fixed 0.05170000 N N N N N N JACKSON FINANCIAL INC 213800WXW2KG1N4CO374 46817MAS6 4044000.00000000 PA USD 4135535.70000000 0.082908070896 Long DBT CORP US N 2 2032-06-08 Fixed 0.05670000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBQ2 6877000.00000000 PA USD 6930768.72000000 0.138946125989 Long DBT CORP US N 2 2027-06-09 Fixed 0.04750000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBM3 5569000.00000000 PA USD 5628956.97000000 0.112847765657 Long DBT CORP FR N 2 2027-06-15 Fixed 0.04677000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACS2 2211000.00000000 PA USD 2112199.70000000 0.042344792834 Long DBT CORP US N 2 2029-03-15 Fixed 0.02400000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822CL6 8580000.00000000 PA USD 8707804.42000000 0.174571644057 Long DBT CORP JP N 2 2028-07-20 Variable 0.05017000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PDH6 7000000.00000000 PA USD 7177209.20000000 0.143886696273 Long DBT CORP US N 2 2033-07-25 Variable 0.04912000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKW8 5489000.00000000 PA USD 5557907.04000000 0.111423376398 Long DBT CORP US N 2 2028-07-22 Variable 0.04948000 N N N N N N HUNTINGTON BANCSHARES INC/OH 549300XTVCVV9I7B5T19 446150BB9 3163000.00000000 PA USD 3183723.44000000 0.063826403113 Long DBT CORP US N 2 2028-08-04 Variable 0.04443000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214FG3 4101000.00000000 PA USD 4275393.22000000 0.085711895606 Long DBT CORP AU N 2 2033-08-10 Variable 0.05405000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CFF3 248090200.00000000 PA USD 234842570.34000000 4.708058612882 Long DBT UST US N 2 2032-08-15 Fixed 0.02750000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DG1 9616000.00000000 PA USD 9767314.78000000 0.195812413431 Long DBT CORP GB N 2 2028-08-11 Variable 0.05210000 N N N N N N DUKE ENERGY CORP NEW I1BZKREC126H0VB1BL91 26441CBT1 9500000.00000000 PA USD 9579974.90000000 0.192056675558 Long DBT CORP US N 2 2032-08-15 Fixed 0.04500000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GZU1 3334000.00000000 PA USD 3356728.91000000 0.067294768716 Long DBT CORP US N 2 2028-08-23 Variable 0.04482000 N N N N N N EASTERN GAS TRANSMISSION and STORAGE INC H2VQBNB3NSKRM5QWBI71 276480AH3 3470000.00000000 PA USD 3357487.92000000 0.067309985138 Long DBT CORP US N 2 2029-11-15 Fixed 0.03000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAQ2 339000.00000000 PA USD 350501.63000000 0.007026759311 Long DBT CORP US N 2 2028-04-01 Fixed 0.05700000 N N N N N N JACKSON FINANCIAL INC 213800WXW2KG1N4CO374 46817MAL1 642000.00000000 PA USD 584798.12000000 0.011723870257 Long DBT CORP US N 2 2031-11-23 Fixed 0.03125000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172CV9 10015000.00000000 PA USD 10225276.24000000 0.204993497563 Long DBT CORP US N 2 2027-11-17 Fixed 0.05125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CGC9 132778900.00000000 PA USD 133859096.19000000 2.683569975484 Long DBT UST US N 2 2027-12-31 Fixed 0.03875000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NBE0 5013000.00000000 PA USD 4737375.43000000 0.094973586617 Long DBT CORP US N 2 2032-03-15 Fixed 0.03350000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NBB6 491000.00000000 PA USD 485213.97000000 0.009727434882 Long DBT CORP US N 2 2027-03-15 Fixed 0.02750000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XEB8 6100000.00000000 PA USD 6301623.91000000 0.126333205609 Long DBT CORP US N 2 2028-01-09 Fixed 0.06000000 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703DBJ9 1935000.00000000 PA USD 1979303.37000000 0.039680524127 Long DBT CORP US N 2 2028-02-01 Fixed 0.05250000 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 251526CS6 13200000.00000000 PA USD 13805373.91000000 0.276766301130 Long DBT CORP US N 2 2029-01-18 Variable 0.06720000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CGM7 59782400.00000000 PA USD 58962727.10000000 1.182068373550 Long DBT UST US N 2 2033-02-15 Fixed 0.03500000 N N N N N N FORD CREDIT AUTO OWNER TRUST 2023-REV1 N/A 34535QAA3 11603000.00000000 PA USD 11843784.30000000 0.237440897542 Long ABS-CBDO CORP US N 2 2035-08-15 Fixed 0.04850000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DQ0 1247000.00000000 PA USD 1301310.45000000 0.026088310408 Long DBT CORP US N 2 2030-03-02 Fixed 0.05250000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DP2 1367000.00000000 PA USD 1399919.04000000 0.028065188028 Long DBT CORP US N 2 2028-03-02 Fixed 0.05150000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AJ7 5364000.00000000 PA USD 5364000.00000000 0.107535981925 Long DBT CORP GB N 2 2027-03-02 Variable 0.05847000 N N N N N N ADVANCE AUTO PARTS INC 529900UCNQ5H9FSL0Y70 00751YAJ5 5890000.00000000 PA USD 6055232.17000000 0.121393612451 Long DBT CORP US N 2 2028-03-09 Fixed 0.05950000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAN5 4191000.00000000 PA USD 4297229.36000000 0.086149660475 Long DBT CORP US N 2 2028-03-30 Fixed 0.05250000 N N N N N N MERCEDES-BENZ FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 58769JAG2 7608000.00000000 PA USD 7734400.76000000 0.155057117884 Long DBT CORP US N 2 2028-03-30 Fixed 0.04800000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112CB7 5000000.00000000 PA USD 5378976.55000000 0.107836227639 Long DBT CORP US N 2 2033-09-15 Fixed 0.05875000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U3D3 11251000.00000000 PA USD 11724720.54000000 0.235053940357 Long DBT CORP US N 2 2034-04-24 Variable 0.05389000 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401AAS0 2418000.00000000 PA USD 2520147.39000000 0.050523214798 Long DBT CORP KY N 2 2028-05-04 Fixed 0.06375000 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334KS9 3548000.00000000 PA USD 3605681.33000000 0.072285697675 Long DBT CORP US N 2 2028-05-16 Fixed 0.04650000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAH2 1306000.00000000 PA USD 1240271.31000000 0.024864614685 Long DBT CORP US N 2 2032-04-05 Fixed 0.03900000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECF0 5000000.00000000 PA USD 5016104.50000000 0.100561469584 Long DBT CORP GB N 2 2027-05-09 Variable 0.05829000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAF6 6197000.00000000 PA USD 6126098.39000000 0.122814318744 Long DBT CORP US N 2 2029-04-05 Fixed 0.03850000 N N N N N N SOUTHERN COMPANY 549300FC3G3YU2FBZD92 842587DR5 3560000.00000000 PA USD 3687256.76000000 0.073921099235 Long DBT CORP US N 2 2033-06-15 Fixed 0.05200000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHF1 111573800.00000000 PA USD 112737480.15000000 2.260129684521 Long DBT UST US N 2 2030-05-31 Fixed 0.03750000 N N N N N N GM FINANCIAL REVOLVING RECEIVABLES TRUST 2023-1 N/A 38012RAA4 7253000.00000000 PA USD 7462809.71000000 0.149612335960 Long ABS-CBDO CORP US N 2 2035-04-11 Fixed 0.05120000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAD1 1748000.00000000 PA USD 1738826.15000000 0.034859503623 Long DBT CORP US N 2 2027-04-05 Fixed 0.03650000 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MBC8 7897000.00000000 PA USD 8178248.81000000 0.163955260294 Long DBT CORP IE N 2 2028-06-06 Fixed 0.05750000 N N N N N N VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1 N/A 92867WAD0 1522027.19000000 PA USD 1531610.94000000 0.030705310656 Long ABS-CBDO CORP US N 2 2028-06-20 Fixed 0.05020000 N N N N N N OCWEN LN INVT TR 2023-HB1 N/A 67578KAA4 19262.69000000 PA USD 19236.88000000 0.000385655626 Long ABS-CBDO CORP US N 2 2036-06-25 Fixed 0.03000000 N N N N N N GMF FLOORPLAN OWNER REVOLVING TR N/A 361886CT9 4517000.00000000 PA USD 4536337.73000000 0.090943238654 Long ABS-CBDO CORP US N 2 2028-06-15 Fixed 0.05730000 N N N N N N VERIZON MASTER TRUST N/A 92348KBS1 6694000.00000000 PA USD 6719417.79000000 0.134709021256 Long ABS-CBDO CORP US N 2 2029-06-20 Fixed 0.05160000 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 25160PAN7 2700000.00000000 PA USD 2730528.41000000 0.054740875045 Long DBT CORP US N 2 2027-07-13 Variable 0.07146000 N N N N N N GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-3 N/A 36267KAD9 518628.63000000 PA USD 522314.47000000 0.010471215399 Long ABS-CBDO CORP US N 2 2028-06-16 Fixed 0.05450000 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST 2023-B N/A 44933XAD9 479865.84000000 PA USD 482887.27000000 0.009680789846 Long ABS-CBDO CORP US N 2 2028-04-17 Fixed 0.05480000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U3E1 10500000.00000000 PA USD 10862798.42000000 0.217774365129 Long DBT CORP US N 2 2029-07-25 Variable 0.05574000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFF7 7193000.00000000 PA USD 7417228.97000000 0.148698545946 Long DBT CORP US N 2 2029-07-20 Variable 0.05449000 N N N N N N DLLAA 2023-1A N/A 23292HAC5 351519.84000000 PA USD 355165.28000000 0.007120254871 Long ABS-CBDO CORP US N 2 2028-02-22 Fixed 0.05640000 N N N N N N ROGERS COMMUNICATIONS INC 5493000M6Z4XFIP6PF03 775109CG4 1601000.00000000 PA USD 1589277.25000000 0.031861388820 Long DBT CORP CA N 2 2027-03-15 Fixed 0.03200000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AY5 3450000.00000000 PA USD 3479273.94000000 0.069751517436 Long DBT CORP GB N 2 2027-08-07 Variable 0.05985000 N N N N N N BAT INTERNATIONAL FINANCE PLC 21380041YBGOQDFAC823 05530QAQ3 7000000.00000000 PA USD 7374045.14000000 0.147832808518 Long DBT CORP GB N 2 2029-02-02 Fixed 0.05931000 N N N N N N FORD CR AUTO OWNER TR 2023-REV2 N/A 34535CAA4 7988000.00000000 PA USD 8273067.76000000 0.165856164263 Long ABS-CBDO CORP US N 2 2036-02-15 Fixed 0.05280000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHT1 61043400.00000000 PA USD 61486918.15000000 1.232672654521 Long DBT UST US N 2 2033-08-15 Fixed 0.03875000 N N N N N N COLUMBIA PIPELINES OPERATING CO LLC N/A 19828TAA4 2000000.00000000 PA USD 2136464.14000000 0.042831239586 Long DBT CORP US N 2 2030-08-15 Fixed 0.05927000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CH0 8266000.00000000 PA USD 8197293.17000000 0.164337056332 Long DBT CORP US N 2 2027-03-15 Fixed 0.03125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHW4 151622500.00000000 PA USD 155501904.19000000 3.117458978078 Long DBT UST US N 2 2030-08-31 Fixed 0.04125000 N N N N N N VOLKSWAGEN GROUP AMER FIN LLC 5493002SQ1AVQBY41K40 928668BV3 9700000.00000000 PA USD 9783670.36000000 0.196140305555 Long DBT CORP US N 2 2026-09-12 Fixed 0.05700000 N N N N N N SOUTHERN COMPANY 549300FC3G3YU2FBZD92 842587DS3 3579000.00000000 PA USD 3730378.24000000 0.074785586687 Long DBT CORP US N 2 2029-03-15 Fixed 0.05500000 N N N N N N CHASE ISSUANCE TR 5493008SHVCX2Y068L12 161571HU1 8477000.00000000 PA USD 8780285.87000000 0.176024732032 Long ABS-CBDO CORP US N 2 2030-09-15 Fixed 0.05080000 N N N N N N MONONGAHELA PWR CO N/A 609935AA9 6085000.00000000 PA USD 6552235.63000000 0.131357399754 Long DBT CORP US N 2 2034-02-15 Fixed 0.05850000 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MBD6 5500000.00000000 PA USD 5593301.95000000 0.112132963721 Long DBT CORP IE N 2 2027-01-15 Fixed 0.06100000 N N N N N N WESTERN GAS PARTNERS LP L6D8A6MLSY454J2JXJ60 958667AF4 8000000.00000000 PA USD 8453777.68000000 0.169478986540 Long DBT CORP US N 2 2029-01-15 Fixed 0.06350000 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 63861VAJ6 6900000.00000000 PA USD 7009355.06000000 0.140521603102 Long DBT CORP GB N 2 2027-10-18 Variable 0.06557000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U3G6 8500000.00000000 PA USD 8964284.62000000 0.179713487858 Long DBT CORP US N 2 2029-10-23 Variable 0.06303000 N N N N N N WHEELS FLEET LEASE FUNDING 1 LLC 549300BSFY0E0XXREF43 96328GBG1 2182817.08000000 PA USD 2206772.41000000 0.044240760252 Long ABS-CBDO CORP US N 2 2038-08-18 Fixed 0.06460000 N N N N N N ENTERPRISE FLEET FING 2023-3 LLC N/A 29374LAB6 774398.19000000 PA USD 783418.30000000 0.015705752451 Long ABS-CBDO CORP US N 2 2030-03-20 Fixed 0.06400000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332BG6 4041000.00000000 PA USD 4268197.63000000 0.085567640416 Long DBT CORP US N 2 2028-11-01 Fixed 0.06250000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFH3 8500000.00000000 PA USD 8999878.80000000 0.180427070091 Long DBT CORP US N 2 2029-11-01 Variable 0.06407000 N N N N N N GM FINANCIAL REVOLVING RECEIVABLES TRUST 2023-2 N/A 36268DAA0 11424000.00000000 PA USD 12014787.59000000 0.240869123997 Long ABS-CBDO CORP US N 2 2036-08-11 Fixed 0.05770000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECU3 1653000.00000000 PA USD 1736787.41000000 0.034818631530 Long DBT CORP US N 2 2029-01-15 Fixed 0.05750000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECV1 7900000.00000000 PA USD 8573620.99000000 0.171881571927 Long DBT CORP US N 2 2031-03-15 Fixed 0.06000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBX2 7927000.00000000 PA USD 8350807.94000000 0.167414677796 Long DBT CORP CA N 2 2028-11-15 Fixed 0.06000000 N N N N N N VERIZON MASTER TRUST N/A 92348KCD3 10000000.00000000 PA USD 10133463.00000000 0.203152851233 Long ABS-CBDO CORP US N 2 2029-11-20 Fixed 0.05670000 N N N N N N VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2 N/A 92867YAD6 4287671.43000000 PA USD 4338340.99000000 0.086973855012 Long ABS-CBDO CORP US N 2 2028-12-20 Fixed 0.05480000 N N N N N N VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2 N/A 92867YAE4 4900000.00000000 PA USD 5014670.78000000 0.100532726764 Long ABS-CBDO CORP US N 2 2030-04-22 Fixed 0.05570000 N N N N N N BX COML MTG TR 2023-XL3 N/A 12434GAA3 871288.73000000 PA USD 871288.73000000 0.017467354422 Long ABS-MBS CORP US N 2 2040-12-09 Variable 0.05421070 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAZ6 10500000.00000000 PA USD 10629398.96000000 0.213095237592 Long DBT CORP GB N 2 2028-01-05 Variable 0.05462000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 225313AQ8 10500000.00000000 PA USD 11166270.26000000 0.223858284276 Long DBT CORP FR N 2 2035-01-10 Variable 0.06251000 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MBJ3 4311000.00000000 PA USD 4426385.08000000 0.088738938471 Long DBT CORP IE N 2 2029-01-19 Fixed 0.05100000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3Q2 2486000.00000000 PA USD 2541303.08000000 0.050947338195 Long DBT CORP US N 2 2029-01-09 Fixed 0.05583000 N N N N N N VERIZON MASTER TRUST N/A 92348KCH4 7262000.00000000 PA USD 7463742.72000000 0.149631040685 Long ABS-CBDO CORP US N 2 2031-12-22 Fixed 0.04830000 N N N N N N MASSMUTUAL GLOBAL FDG II 549300K1IE3K7YU6VG29 57629W5B2 10400000.00000000 PA USD 10669392.34000000 0.213897013764 Long DBT CORP US N 2 2029-01-17 Fixed 0.04850000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBW1 10410000.00000000 PA USD 10807640.24000000 0.216668569259 Long DBT CORP FR N 2 2030-01-19 Variable 0.05634000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFL4 6160000.00000000 PA USD 6448385.64000000 0.129275444003 Long DBT CORP US N 2 2035-01-18 Variable 0.05466000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAR0 5000000.00000000 PA USD 5296847.85000000 0.106189734276 Long DBT CORP US N 2 2034-02-01 Fixed 0.05750000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GMA4 4089000.00000000 PA USD 4285256.67000000 0.085909635311 Long DBT CORP US N 2 2035-01-23 Variable 0.05468000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAR3 7000000.00000000 PA USD 7264322.52000000 0.145633119913 Long DBT CORP US N 2 2030-01-24 Variable 0.05435000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAS1 6098000.00000000 PA USD 6470243.87000000 0.129713651726 Long DBT CORP US N 2 2035-01-24 Variable 0.05711000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109CA0 2984000.00000000 PA USD 2879568.59000000 0.057728791172 Long DBT CORP US N 2 2028-03-15 Fixed 0.02100000 N N N N N N CHASE ISSUANCE TR 5493008SHVCX2Y068L12 161571HW7 13000000.00000000 PA USD 13362204.70000000 0.267881767917 Long ABS-CBDO CORP US N 2 2031-01-15 Fixed 0.04630000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJZ5 25312100.00000000 PA USD 25645310.00000000 0.514130050828 Long DBT UST US N 2 2034-02-15 Fixed 0.04000000 N N N N N N FORD CR AUTO OWNER TR 2024-REV1 N/A 34533BAA8 7176000.00000000 PA USD 7394075.05000000 0.148234362590 Long ABS-CBDO CORP US N 2 2036-08-15 Fixed 0.04870000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172DH9 5374000.00000000 PA USD 5606234.72000000 0.112392236301 Long DBT CORP US N 2 2031-02-13 Fixed 0.05125000 N N N N N N BLP COML MTG 2024-INDS N/A 05625AAA9 2875793.63900000 PA USD 2875793.64000000 0.057653112023 Long ABS-MBS CORP US N 2 2041-03-15 Variable 0.05001800 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122EG9 3569000.00000000 PA USD 3732677.12000000 0.074831673995 Long DBT CORP US N 2 2031-02-22 Fixed 0.05100000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NBM2 2001000.00000000 PA USD 2068393.56000000 0.041466579508 Long DBT CORP US N 2 2029-03-15 Fixed 0.05150000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280ED7 7000000.00000000 PA USD 7280984.97000000 0.145967164082 Long DBT CORP GB N 2 2030-03-04 Variable 0.05546000 N N N N N N GM FINANCIAL REVOLVING RECEIVABLES TRUST 2024-1 N/A 36269KAA3 5692000.00000000 PA USD 5885868.95000000 0.117998265664 Long ABS-CBDO CORP US N 2 2036-12-11 Fixed 0.04980000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECR4 8029000.00000000 PA USD 8370243.34000000 0.167804313297 Long DBT CORP GB N 2 2030-03-12 Variable 0.05690000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AF0 450000.00000000 PA USD 467492.39000000 0.009372157569 Long DBT CORP US N 2 2034-04-01 Fixed 0.05750000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BL6 5470000.00000000 PA USD 5666627.14000000 0.113602966761 Long DBT CORP NL N 2 2030-03-19 Variable 0.05335000 N N N N N N NISSAN MASTER OWNER TR RECEIVABLE N/A 65479VAB2 3127000.00000000 PA USD 3160679.04000000 0.063364415383 Long ABS-CBDO CORP US N 2 2029-02-15 Fixed 0.05050000 N N N N N N BANK OF IRELAND GROUP PLC 635400C8EK6DRI12LJ39 06279JAD1 6702000.00000000 PA USD 6973291.00000000 0.139798600846 Long DBT CORP IE N 2 2030-03-20 Variable 0.05601000 N N N N N N GMF FLOORPLAN OWNER REVOLVING TR N/A 361886DF8 12352000.00000000 PA USD 12796058.11000000 0.256531818351 Long ABS-CBDO CORP US N 2 2031-03-15 Fixed 0.05060000 N N N N N N BX 2024-CNYN N/A 05612HAA9 5534721.60800000 PA USD 5536451.21000000 0.110993235878 Long ABS-MBS CORP US N 2 2041-04-15 Variable 0.05101528 N N N N N N BRUNSWICK CORP YM4O38W15AX4YLLQKU27 117043AW9 8511000.00000000 PA USD 8848849.25000000 0.177399271627 Long DBT CORP US N 2 2029-03-18 Fixed 0.05850000 N N N N N N GMF FLOORPLAN OWNER REVOLVING TR N/A 361886DG6 1275000.00000000 PA USD 1316157.51000000 0.026385960142 Long ABS-CBDO CORP US N 2 2031-03-15 Fixed 0.05350000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAJ6 2932000.00000000 PA USD 3037272.70000000 0.060890399360 Long DBT CORP GB N 2 2029-03-26 Fixed 0.05125000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAK3 774000.00000000 PA USD 810872.90000000 0.016256154645 Long DBT CORP GB N 2 2031-03-26 Fixed 0.05250000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAL1 9000000.00000000 PA USD 9475914.33000000 0.189970498158 Long DBT CORP GB N 2 2034-03-26 Fixed 0.05300000 N N N N N N GMF FLOORPLAN OWNER REVOLVING TR N/A 361886DC5 5100000.00000000 PA USD 5162472.45000000 0.103495813586 Long ABS-CBDO CORP US N 2 2029-03-15 Fixed 0.05330000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3T6 10900000.00000000 PA USD 11060468.27000000 0.221737195371 Long DBT CORP US N 2 2027-03-25 Fixed 0.05516000 N N N N N N CITIZENS AUTO RECEIVABLES TRUST 2024-2 N/A 17331XAD3 1388289.22000000 PA USD 1395437.94000000 0.027975352180 Long ABS-CBDO CORP US N 2 2028-08-15 Fixed 0.05330000 N N N N N N FORD CRDT AUTO OWNER TRUST 2024 N/A 34535EAE2 2800000.00000000 PA USD 2860390.12000000 0.057344306533 Long ABS-CBDO CORP US N 2 2029-09-15 Fixed 0.05010000 N N N N N N AMPHENOL CORPORATION NEW 549300D3L3G0R4U4VT04 032095AP6 2329000.00000000 PA USD 2407632.82000000 0.048267553955 Long DBT CORP US N 2 2029-04-05 Fixed 0.05050000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCA1 4591000.00000000 PA USD 4652302.75000000 0.093268073161 Long DBT CORP CA N 2 2027-04-05 Fixed 0.05250000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCB9 3837000.00000000 PA USD 3976923.27000000 0.079728252961 Long DBT CORP CA N 2 2029-04-05 Fixed 0.05300000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822DE1 8500000.00000000 PA USD 8801674.78000000 0.176453530958 Long DBT CORP JP N 2 2030-04-17 Variable 0.05258000 N N N N N N NUVEEN LLC N/A 67080LAC9 1891000.00000000 PA USD 1973813.40000000 0.039570462734 Long DBT CORP US N 2 2030-01-15 Fixed 0.05550000 N N N N N N WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2024-A N/A 981946AD8 3694312.51000000 PA USD 3712107.27000000 0.074419295356 Long ABS-CBDO CORP US N 2 2027-10-15 Fixed 0.05260000 N N N N N N AMERICAN EXPRESS CR ACC MST TR N/A 02582JKF6 10741000.00000000 PA USD 11243218.01000000 0.225400911392 Long ABS-CBDO CORP US N 2 2031-04-15 Fixed 0.05240000 N N N N N N CARMAX AUTO OWNER TR 2024-2 N/A 14319EAE6 1122482.02000000 PA USD 1136369.48000000 0.022781619661 Long ABS-CBDO CORP US N 2 2029-01-16 Fixed 0.05500000 N N N N N N CHASE AUTO OWNER TRUST 2024-2 N/A 16144CAD8 1500000.00000000 PA USD 1552604.40000000 0.031126181710 Long ABS-CBDO CORP US N 2 2029-11-26 Fixed 0.05480000 N N N N N N ENTERPRISE FLEET FINANCING 2024-2 N/A 29375RAC0 1144000.00000000 PA USD 1160990.23000000 0.023275209617 Long ABS-CBDO CORP US N 2 2028-04-20 Fixed 0.05610000 N N N N N N ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO 635400FQ1M7J2CHLAS59 45115AAB0 3472000.00000000 PA USD 3555091.35000000 0.071271483810 Long DBT CORP IE N 2 2029-05-08 Fixed 0.05849000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKQ3 108406400.00000000 PA USD 112552098.15000000 2.256413197683 Long DBT UST US N 2 2034-05-15 Fixed 0.04375000 N N N N N N BX COML MTG TR 2024-MDHS N/A 12433BAA5 425373.42600000 PA USD 425639.28000000 0.008533098046 Long ABS-MBS CORP US N 2 2041-05-15 Floating 0.05300950 N N N N N N DLLAD 2024-1 LLC N/A 23346MAC0 546000.00000000 PA USD 557323.44000000 0.011173065505 Long ABS-CBDO CORP US N 2 2029-07-20 Fixed 0.05300000 N N N N N N FORD CR FLOORPLN MAST OWN TR A 5493001DTG5N7T8BG747 34528QJC9 5501000.00000000 PA USD 5589246.49000000 0.112051660985 Long ABS-CBDO CORP US N 2 2029-04-15 Fixed 0.05480000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650EC0 15617000.00000000 PA USD 16477601.80000000 0.330338383546 Long DBT CORP US N 2 2031-06-01 Fixed 0.05550000 N N N N N N INGERSOLL RAND INC 5299004C02FMZCUOIR50 45687VAD8 11100000.00000000 PA USD 11512767.71000000 0.230804768899 Long DBT CORP US N 2 2029-06-15 Fixed 0.05176000 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401AAV3 11100000.00000000 PA USD 11599756.41000000 0.232548694192 Long DBT CORP KY N 2 2029-11-15 Fixed 0.05750000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397E74 9300000.00000000 PA USD 9452401.05000000 0.189499110452 Long DBT CORP US N 2 2027-05-17 Fixed 0.05850000 N N N N N N MERCEDES-BENZ AUTO LEASE TRUST 2024-A N/A 58770JAE4 6065000.00000000 PA USD 6165144.07000000 0.123597095690 Long ABS-CBDO CORP US N 2 2030-02-15 Fixed 0.05320000 N N N N N N RGA GLOBAL FUNDING 549300Y22K5FOEBMSK42 76209PAE3 5525000.00000000 PA USD 5735338.52000000 0.114980473420 Long DBT CORP US N 2 2029-05-24 Fixed 0.05448000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKU4 30761900.00000000 PA USD 32319221.19000000 0.647926768408 Long DBT UST US N 2 2031-05-31 Fixed 0.04625000 N N N N N N CFMT 2024-HB13 LLC N/A 12530VAA3 733043.05000000 PA USD 726330.28000000 0.014561267684 Long ABS-CBDO CORP US N 2 2034-05-25 Variable 0.03000000 N N N N N N PRPM 2024-RPL2 LLC N/A 69381DAA3 3293946.95000000 PA USD 3226890.75000000 0.064691809352 Long ABS-CBDO CORP US N 2 2054-05-25 Variable 0.03500000 N N N N N N SUBWAY FDG LLC ISSUER N/A 864300AA6 2649462.50000000 PA USD 2679286.70000000 0.053713595478 Long ABS-CBDO CORP US N 2 2054-07-30 Fixed 0.06028000 N N N N N N SUBWAY FDG LLC ISSUER N/A 864300AC2 2807462.50000000 PA USD 2876009.79000000 0.057657445338 Long ABS-CBDO CORP US N 2 2054-07-30 Fixed 0.06268000 N N N N N N ARI FLEET LEASE TRUST 2024-B N/A 04033HAC9 861000.00000000 PA USD 877692.38000000 0.017595733018 Long ABS-CBDO CORP US N 2 2033-04-15 Fixed 0.05260000 N N N N N N AASET 2024-1 US LTD / AASET 2024-1 INTL LTD N/A 00255JAA8 1916412.34000000 PA USD 1974751.57000000 0.039589270905 Long ABS-CBDO CORP US N 2 2049-05-16 Fixed 0.06261000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAZ3 1087000.00000000 PA USD 1127115.16000000 0.022596091624 Long DBT CORP US N 2 2029-07-01 Fixed 0.05250000 N N N N N N KUBOTA CREDIT OWNER TRUST 2024-2 N/A 50117DAC0 1492000.00000000 PA USD 1513992.68000000 0.030352104674 Long ABS-CBDO CORP US N 2 2028-11-15 Fixed 0.05260000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GBD9 12900000.00000000 PA USD 13289989.83000000 0.266434024264 Long DBT CORP NL N 2 2029-06-26 Fixed 0.05125000 N N N N N N PK ALIFT LOAN FUNDING 3 LP N/A 69291VAB0 418336.00000000 PA USD 429337.61000000 0.008607241138 Long ABS-CBDO CORP US N 2 2039-09-15 Fixed 0.05842000 N N N N N N IMPERIAL BRANDS FINANCE PLC 2138008L3B3MCG1DFS50 45262BAG8 11100000.00000000 PA USD 11594765.63000000 0.232448640421 Long DBT CORP GB N 2 2030-02-01 Fixed 0.05500000 N N N N N N JACKSON NATL LIFE GLOBAL FDG 635400PQXLYXWJI5QD78 46849LVA6 2992000.00000000 PA USD 3046108.38000000 0.061067534618 Long DBT CORP US N 2 2027-07-02 Fixed 0.05550000 N N N N N N AASET 2024-1 US LTD / AASET 2024-1 INTL LTD N/A 00255JAB6 1698638.22000000 PA USD 1750347.99000000 0.035090490271 Long ABS-CBDO CORP US N 2 2049-05-16 Fixed 0.06261000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBX8 6867000.00000000 PA USD 7105185.53000000 0.142442785744 Long DBT CORP US N 2 2029-07-12 Fixed 0.05050000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBY6 9100000.00000000 PA USD 9528613.82000000 0.191027002894 Long DBT CORP US N 2 2031-11-15 Fixed 0.05150000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PEJ1 12200000.00000000 PA USD 12567579.29000000 0.251951338437 Long DBT CORP US N 2 2030-07-22 Variable 0.04995000 N N N N N N ENTERPRISE FLEET FINANCING 2024-3 LLC N/A 29375QAC2 5914000.00000000 PA USD 5991545.55000000 0.120116840785 Long ABS-CBDO CORP US N 2 2028-08-21 Fixed 0.04980000 N N N N N N CITIZENS FINANCIAL GRP INC 2138004JDDA4ZQUPFW65 174610BH7 5236000.00000000 PA USD 5515811.42000000 0.110579455102 Long DBT CORP US N 2 2032-07-23 Variable 0.05718000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599EK7 3535000.00000000 PA USD 3679887.49000000 0.073773362157 Long DBT CORP US N 2 2032-01-01 Fixed 0.05375000 N N N N N N MAGNETITE XXII LTD / MAGNETITE XXII LLC N/A 55954HAW2 8952000.00000000 PA USD 8957424.91000000 0.179575966298 Long ABS-CBDO CORP KY N 2 2036-07-15 Variable 0.04922190 N N N N N N EQT TR 2024-EXTR N/A 29439DAA9 10131000.00000000 PA USD 10386838.14000000 0.208232445654 Long ABS-MBS CORP US N 2 2041-07-05 Variable 0.05330800 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 969457CL2 4930000.00000000 PA USD 5053066.11000000 0.101302465673 Long DBT CORP US N 2 2029-11-15 Fixed 0.04800000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AS7 12000000.00000000 PA USD 12302483.64000000 0.246636774488 Long DBT CORP GB N 2 2030-08-15 Variable 0.04964000 N N N N N N CDW LLC / CDW FIN CORP N/A 12513GBK4 3794000.00000000 PA USD 3853105.32000000 0.077245985095 Long DBT CORP US N 2 2030-03-01 Fixed 0.05100000 N N N N N N VOYA CLO 2022-1 LTD / VOYA CLO 2022-1 LLC N/A 92918UAL5 7174000.00000000 PA USD 7186977.77000000 0.144082533850 Long ABS-CBDO CORP KY N 2 2035-04-20 Variable 0.04917630 N N N N N N DRYDEN 104 CLO LTD / DRYDEN 104 CLO LLC N/A 26253BAN4 5695000.00000000 PA USD 5705695.21000000 0.114386192575 Long ABS-CBDO CORP KY N 2 2034-08-20 Variable 0.04945570 N N N N N N COLUMBIA PIPELINES HOLDING CO LLC N/A 19828AAD9 9253000.00000000 PA USD 9518989.79000000 0.190834063014 Long DBT CORP US N 2 2031-10-01 Fixed 0.05097000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CC5 965000.00000000 PA USD 973148.09000000 0.019509402575 Long DBT CORP US N 2 2029-10-15 Fixed 0.04400000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CD3 6165000.00000000 PA USD 6253480.82000000 0.125368046314 Long DBT CORP US N 2 2031-10-15 Fixed 0.04750000 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FBB9 9500000.00000000 PA USD 9436196.10000000 0.189174238116 Long DBT CORP US N 2 2028-09-01 Fixed 0.03625000 N N N N N N JACKSON NATL LIFE GLOBAL FDG 635400PQXLYXWJI5QD78 46849LVB4 3187000.00000000 PA USD 3197801.60000000 0.064108638154 Long DBT CORP US N 2 2029-10-01 Fixed 0.04600000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A4C2 3800000.00000000 PA USD 3802018.48000000 0.076221810318 Long DBT CORP US N 2 2029-10-08 Fixed 0.04721000 N N N N N N ENTERPRISE FLEET FINANCING 2024-4 LLC N/A 29374MAC2 2139000.00000000 PA USD 2162685.57000000 0.043356919531 Long ABS-CBDO CORP US N 2 2028-11-20 Fixed 0.04560000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFU4 9500000.00000000 PA USD 9655069.26000000 0.193562146427 Long DBT CORP US N 2 2030-10-18 Variable 0.04654000 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 23341CAE3 4700000.00000000 PA USD 4828306.15000000 0.096796540432 Long DBT CORP NO N 2 2030-11-05 Variable 0.04853000 N N N N N N PALMER SQUARE LOAN FUNDING 2024-2 LTD N/A 69703RAA3 1085962.75000000 PA USD 1085962.75000000 0.021771079540 Long ABS-CBDO CORP KY N 2 2033-01-15 Variable 0.04672190 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLW9 71862500.00000000 PA USD 73830297.18000000 1.480129288428 Long DBT UST US N 2 2034-11-15 Fixed 0.04250000 N N N N N N FLATIRON CLO 26 LTD / FLATIRON CLO 26 LLC N/A 33888AAA3 1705900.00000000 PA USD 1705842.00000000 0.034198246547 Long ABS-CBDO CORP JE N 2 2038-01-15 Variable 0.04672190 N N N N N N VALLEY STREAM PK CLO LTD / VY STREAM PK CLO LLC N/A 92013AAT6 19121000.00000000 PA USD 19136927.79000000 0.383651812256 Long ABS-CBDO CORP JE N 2 2037-01-20 Variable 0.04857630 N N N N N N BUCKHORN PARK CLO LTD N/A 118382BA7 8750000.00000000 PA USD 8758076.25000000 0.175579479739 Long ABS-CBDO CORP KY N 2 2034-07-18 Variable 0.04737630 N N N N N N AIMCO CLO SER 2018-A / AIMCO CLO SER 2018-A LLC N/A 00900GAL9 1360000.00000000 PA USD 1360167.28000000 0.027268255786 Long ABS-CBDO CORP KY N 2 2037-10-17 Variable 0.04881630 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DQ5 1046000.00000000 PA USD 1114667.63000000 0.022346547000 Long DBT CORP US N 2 2029-05-01 Fixed 0.06298000 N N N N N N HARTWICK PARK CLO LTD N/A 417403AN2 14022000.00000000 PA USD 14040088.38000000 0.281471791623 Long ABS-CBDO CORP JE N 2 2037-01-20 Variable 0.04827630 N N N N N N DRYDEN 68 CLO LTD N/A 26252QAS1 8184000.00000000 PA USD 8177460.98000000 0.163939466097 Long ABS-CBDO CORP KY N 2 2035-07-15 Variable 0.04772190 N N N N N N MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC N/A 55820BAS6 8203000.00000000 PA USD 8208938.97000000 0.164570528096 Long ABS-CBDO CORP KY N 2 2034-07-15 Variable 0.04752190 N N N N N N SAMMONS FINANCIAL GROUP GLOBAL FUNDING 635400IPRNPM6HDHRS48 79587J2A0 6566000.00000000 PA USD 6734996.69000000 0.135021342715 Long DBT CORP US N 2 2029-12-10 Fixed 0.05100000 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401AAX9 307000.00000000 PA USD 314384.44000000 0.006302691919 Long DBT CORP KY N 2 2030-01-15 Fixed 0.05150000 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401AAW1 6243000.00000000 PA USD 6325913.47000000 0.126820155960 Long DBT CORP KY N 2 2028-01-15 Fixed 0.04950000 N N N N N N BX COML MTG TR 2024-GPA3 N/A 123910AA9 774715.57000000 PA USD 774957.67000000 0.015536136091 Long ABS-MBS CORP US N 2 2039-12-15 Variable 0.04952470 N N N N N N TCO COML MTG TR 2024-DPM N/A 87231EAA5 4674000.00000000 PA USD 4679846.24000000 0.093820257397 Long ABS-MBS CORP US N 2 2039-12-15 Variable 0.04902560 N N N N N N GALLAGHER (ARTHUR J.) and CO 54930049QLLMPART6V29 04316JAM1 1104000.00000000 PA USD 1128277.77000000 0.022619399306 Long DBT CORP US N 2 2032-02-15 Fixed 0.05000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397G49 15700000.00000000 PA USD 16237673.66000000 0.325528370846 Long DBT CORP US N 2 2029-11-07 Fixed 0.05875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMF5 64859100.00000000 PA USD 65842120.73000000 1.319984546006 Long DBT UST US N 2 2028-01-15 Fixed 0.04250000 N N N N N N SAMMONS FINANCIAL GROUP GLOBAL FUNDING 635400IPRNPM6HDHRS48 79587J2B8 8249000.00000000 PA USD 8390645.72000000 0.168213334543 Long DBT CORP US N 2 2028-01-10 Fixed 0.05050000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBB5 4380000.00000000 PA USD 4607760.00000000 0.092375092482 Long DBT NUSS MX N 2 2030-05-13 Fixed 0.06000000 N N N N N N JACKSON NATL LIFE GLOBAL FDG 635400PQXLYXWJI5QD78 46849LVE8 5621000.00000000 PA USD 5792577.65000000 0.116127987597 Long DBT CORP US N 2 2030-01-13 Fixed 0.05350000 N N N N N N LINCOLN FINANCIAL GLOBAL FUNDING 984500OC010458395923 53359KAA9 8879000.00000000 PA USD 9122198.92000000 0.182879309877 Long DBT CORP US N 2 2030-01-13 Fixed 0.05300000 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2R5 6601000.00000000 PA USD 6763975.92000000 0.135602310268 Long DBT CORP US N 2 2030-01-13 Fixed 0.05400000 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 25160PAQ0 4500000.00000000 PA USD 4598970.26000000 0.092198878217 Long DBT CORP US N 2 2029-01-10 Variable 0.05373000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U3P6 5343000.00000000 PA USD 5543197.94000000 0.111128492447 Long DBT CORP US N 2 2031-01-24 Variable 0.05244000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GML0 4600000.00000000 PA USD 4774528.28000000 0.095718416633 Long DBT CORP US N 2 2031-01-24 Variable 0.05162000 N N N N N N BX TRUST 2025-DIME N/A 05613UAA9 3377000.00000000 PA USD 3372435.65000000 0.067609653076 Long ABS-MBS CORP US N 2 2035-02-15 Variable 0.04809650 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMG3 72516100.00000000 PA USD 74600937.88000000 1.495578879104 Long DBT UST US N 2 2030-01-31 Fixed 0.04250000 N N N N N N ENTERPRISE FLEET FINANCING 2025-1 LLC N/A 29390HAC3 5650000.00000000 PA USD 5749184.62000000 0.115258056186 Long ABS-CBDO CORP US N 2 2029-02-20 Fixed 0.04820000 N N N N N N AASET 2025-1 LTD / AASET 2025-1 LLC N/A 00258PAA1 1578764.01000000 PA USD 1624836.29000000 0.032574266576 Long ABS-CBDO CORP US N 2 2050-02-16 Fixed 0.05943000 N N N N N N FIRSTENERGY TRANSMISSION LLC 549300AINIIPOLYX2R63 33767BAG4 5600000.00000000 PA USD 5683478.42000000 0.113940796541 Long DBT CORP US N 2 2030-01-15 Fixed 0.04550000 N N N N N N AIRCASTLE LTD / AIRCASTLE IRELAND DAC N/A 00929JAB2 7177000.00000000 PA USD 7408568.27000000 0.148524918638 Long DBT CORP BM N 2 2030-03-15 Fixed 0.05250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMM0 71057100.00000000 PA USD 74976339.62000000 1.503104828904 Long DBT UST US N 2 2035-02-15 Fixed 0.04625000 N N N N N N FLATIRON RR CLO 22 LLC N/A 33883QAQ8 7600000.00000000 PA USD 7596200.00000000 0.152286507439 Long ABS-CBDO CORP US N 2 2034-10-15 Variable 0.04582190 N N N N N N GILEAD AVIATION LLC N/A 37556TAA4 3763380.18000000 PA USD 3868483.86000000 0.077554289792 Long ABS-CBDO CORP US N 2 2050-03-15 Fixed 0.05789000 N N N N N N BX TRUST 2025-ROIC N/A 05593VAA1 8971535.93000000 PA USD 8960321.51000000 0.179634036530 Long ABS-MBS CORP US N 2 2030-03-15 Variable 0.04803480 N N N N N N DTE ENERGY CO 549300IX8SD6XXD71I78 233331BN6 13298000.00000000 PA USD 13827315.99000000 0.277206189855 Long DBT CORP US N 2 2030-04-01 Fixed 0.05200000 N N N N N N ALTDE 2025-1 TR N/A 00166NAA7 2190751.12000000 PA USD 2252793.41000000 0.045163376476 Long ABS-CBDO CORP US N 2 2050-08-15 Fixed 0.05900000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECY9 10565000.00000000 PA USD 10966772.58000000 0.219858810206 Long DBT CORP GB N 2 2031-02-25 Variable 0.05367000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EQ8 8453000.00000000 PA USD 8590930.31000000 0.172228584366 Long DBT CORP GB N 2 2029-03-03 Variable 0.04899000 N N N N N N CHEVRON PHIL CHEM LLC /CHEV LP N/A 166754AX9 8802000.00000000 PA USD 8992389.72000000 0.180276931096 Long DBT CORP US N 2 2030-05-15 Fixed 0.04750000 N N N N N N BENEFIT STREET PARTNERS CLO XXV LTD N/A 08186YAL8 7613000.00000000 PA USD 7614469.31000000 0.152652765491 Long ABS-CBDO CORP KY N 2 2035-01-15 Variable 0.04672190 N N N N N N WELLS FARGO COML MTG TR 2025-VTT N/A 94990GAA7 2183000.00000000 PA USD 2203804.43000000 0.044181259014 Long ABS-MBS CORP US N 2 2038-03-15 Variable 0.05270382 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AZ8 2070000.00000000 PA USD 2144238.77000000 0.042987103209 Long DBT CORP US N 2 2032-03-01 Fixed 0.05000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AY1 2757000.00000000 PA USD 2834181.19000000 0.056818877185 Long DBT CORP US N 2 2030-03-01 Fixed 0.04800000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDW6 4700000.00000000 PA USD 4845423.64000000 0.097139707116 Long DBT CORP US N 2 2030-06-15 Fixed 0.05000000 N N N N N N PUBLIC SERVICE ENTERPRISE GROUP INC PUSS41EMO3E6XXNV3U28 744573BA3 2951000.00000000 PA USD 3038238.41000000 0.060909759646 Long DBT CORP US N 2 2030-03-15 Fixed 0.04900000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMS7 83249500.00000000 PA USD 84042971.80000000 1.684870152214 Long DBT UST US N 2 2028-03-15 Fixed 0.03875000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XCN8 9900000.00000000 PA USD 10173508.09000000 0.203955664073 Long DBT CORP US N 2 2030-03-15 Fixed 0.04900000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BQ5 4000000.00000000 PA USD 4069516.08000000 0.081584527894 Long DBT CORP NL N 2 2029-03-25 Variable 0.04858000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2025-SPOT N/A 12433FAA6 5689179.22000000 PA USD 5696290.69000000 0.114197653371 Long ABS-MBS CORP US N 2 2040-04-15 Variable 0.05103010 N N N N N N EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 635400B4JJBON4TCHF02 29449WAT4 5316000.00000000 PA USD 5445263.27000000 0.109165125388 Long DBT CORP US N 2 2030-03-27 Fixed 0.05000000 N N N N N N GLENCORE FDG LLC 213800STG1QDNBY87K49 378272BZ0 6052000.00000000 PA USD 6262305.31000000 0.125544957239 Long DBT CORP US N 2 2030-04-01 Fixed 0.05186000 N N N N N N FLATIRON CLO LTD N/A 33883JAW1 4708139.65000000 PA USD 4711152.86000000 0.094447883818 Long ABS-CBDO CORP KY N 2 2034-11-16 Variable 0.04832530 N N N N N N TOWD PT MTG TR 2018-1 N/A 89176EAB6 3281112.00000000 PA USD 3226513.64000000 0.064684249156 Long ABS-CBDO CORP US N 2 2058-01-25 Fixed 0.03250000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AJ2 674000.00000000 PA USD 680621.91000000 0.013644918980 Long DBT CORP US N 2 2028-04-01 Fixed 0.04750000 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703TAM8 4396000.00000000 PA USD 4521108.67000000 0.090637930690 Long DBT CORP US N 2 2030-04-01 Fixed 0.05000000 N N N N N N FORTITUDE GROUP HOLDINGS LLC 2549006R9ZUL08JFIH12 34966XAA6 6558000.00000000 PA USD 6811514.84000000 0.136555357330 Long DBT CORP US N 2 2030-04-01 Fixed 0.06250000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAN4 4287000.00000000 PA USD 4336608.91000000 0.086939130754 Long DBT CORP US N 2 2028-04-03 Fixed 0.04900000 N N N N N N PAYCHEX INC 529900K900DW6SUBM174 704326AA5 5074000.00000000 PA USD 5181848.58000000 0.103884260857 Long DBT CORP US N 2 2030-04-15 Fixed 0.05100000 N N N N N N PAYCHEX INC 529900K900DW6SUBM174 704326AB3 341000.00000000 PA USD 349713.57000000 0.007010960503 Long DBT CORP US N 2 2032-04-15 Fixed 0.05350000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332BM3 2040000.00000000 PA USD 2114415.24000000 0.042389209364 Long DBT CORP US N 2 2030-06-15 Fixed 0.05165000 N N N N N N JAPAN TOBACCO INC 353800Z0ENYBQO0XRJ31 471105AC0 5679000.00000000 PA USD 5794563.50000000 0.116167799366 Long DBT CORP JP N 2 2028-05-15 Fixed 0.04850000 N N N N N N JAPAN TOBACCO INC 353800Z0ENYBQO0XRJ31 471105AD8 4267000.00000000 PA USD 4455899.62000000 0.089330637770 Long DBT CORP JP N 2 2030-06-15 Fixed 0.05210000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFY6 7389000.00000000 PA USD 7523658.54000000 0.150832216400 Long DBT CORP US N 2 2029-04-12 Variable 0.04994000 N N N N N N TRANS-ALLEGHENY INTST LINE CO N/A 893045AF1 4713000.00000000 PA USD 4871305.48000000 0.097658579055 Long DBT CORP US N 2 2031-01-15 Fixed 0.05200000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U3T8 10000000.00000000 PA USD 10195156.00000000 0.204389655359 Long DBT CORP US N 2 2029-04-23 Variable 0.04970000 N N N N N N WESTERN-SOUTHERN GLOBAL FUNDING 635400PFYEGVSGK4VB37 95954A2A0 1228000.00000000 PA USD 1259272.40000000 0.025245543259 Long DBT CORP US N 2 2030-05-01 Fixed 0.04900000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CNC1 59661000.00000000 PA USD 61192143.48000000 1.226763093823 Long DBT UST US N 2 2035-05-15 Fixed 0.04250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CND9 42391800.00000000 PA USD 42711887.76000000 0.856276060808 Long DBT UST US N 2 2028-05-15 Fixed 0.03750000 N N N N N N PNC FINANCIAL SERVICES GRP INC CFGNEKW0P8842LEUIA51 693475CD5 7000000.00000000 PA USD 7189948.92000000 0.144142098640 Long DBT CORP US N 2 2031-05-13 Variable 0.04899000 N N N N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 02666TAK3 3527000.00000000 PA USD 3599039.68000000 0.072152547721 Long DBT CORP US N 2 2030-06-15 Fixed 0.04950000 N N N N N N OHA CREDIT FUNDING 22 LTD N/A 67121HAA3 8783000.00000000 PA USD 8800653.83000000 0.176433063236 Long ABS-CBDO CORP KY N 2 2038-07-20 Variable 0.04997630 N N N N N N PINNACLE WEST CAPITAL CORP TWSEY0NEDUDCKS27AH81 723484AN1 2082000.00000000 PA USD 2157049.33000000 0.043243925757 Long DBT CORP US N 2 2030-05-15 Fixed 0.05150000 N N N N N N AGREE LP 549300DXY3G299V1BO77 008513AF0 2853000.00000000 PA USD 3010842.31000000 0.060360530244 Long DBT CORP US N 2 2035-06-15 Fixed 0.05600000 N N N N N N ALA TRUST 2025-OANA N/A 009920AA7 9085000.00000000 PA USD 9130579.45000000 0.183047320415 Long ABS-MBS CORP US N 2 2040-06-15 Variable 0.05402630 N N N N N N SLAM 2025-1 N/A 78450TAA5 1986726.00000000 PA USD 2053203.84000000 0.041162060221 Long ABS-CBDO CORP US N 2 2050-05-15 Fixed 0.05807000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAU6 9922000.00000000 PA USD 10240588.08000000 0.205300465078 Long DBT CORP US N 2 2031-05-20 Variable 0.05071000 N N N N N N FORDF 2025-1 A1 N/A 34529BAA4 6710000.00000000 PA USD 6831194.01000000 0.136949879864 Long ABS-CBDO CORP US N 2 2030-04-15 Fixed 0.04630000 N N N N N N FORDF 2025-1 A1 N/A 34529BAC0 3385000.00000000 PA USD 3435615.23000000 0.068876259745 Long ABS-CBDO CORP US N 2 2030-04-15 Fixed 0.04840000 N N N N N N AVIS BUDGET RENT CAR FDG AESOP LLC IHXLB8SL0QWSSG2VG640 05377RKL7 1600000.00000000 PA USD 1628146.24000000 0.032640623534 Long ABS-CBDO CORP US N 2 2029-08-20 Fixed 0.04800000 N N N N N N TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV 549300GKSD1RG56QRY33 881937AA4 200000.00000000 PA USD 207532.20000000 0.004160547894 Long DBT CORP NL N 2 2030-12-01 Fixed 0.05750000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AV0 12530000.00000000 PA USD 12922439.35000000 0.259065474343 Long DBT CORP GB N 2 2031-05-23 Variable 0.05115000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XFJ0 12600000.00000000 PA USD 13168599.95000000 0.264000433671 Long DBT CORP US N 2 2030-07-15 Fixed 0.05450000 N N N N N N FLATIRON CLO 23 LLC N/A 33883DAQ7 10932000.00000000 PA USD 10950278.30000000 0.219528137463 Long ABS-CBDO CORP US N 2 2036-04-17 Variable 0.04907630 N N N N N N VENTAS RLTY LTD PARTNERSHIP 32SXKSJ72K64GM3HOU64 92277GBB2 11621000.00000000 PA USD 12014406.53000000 0.240861484612 Long DBT CORP US N 2 2032-07-15 Fixed 0.05100000 N N N N N N EQUITABLE AMERICA GLOBAL FUNDING 98450066CCBIACF06694 29446Q2B8 6539000.00000000 PA USD 6680720.99000000 0.133933238559 Long DBT CORP US N 2 2030-06-09 Fixed 0.04950000 N N N N N N EQUITABLE AMERICA GLOBAL FUNDING 98450066CCBIACF06694 29446Q2A0 4832000.00000000 PA USD 4887163.32000000 0.097976492626 Long DBT CORP US N 2 2028-06-09 Fixed 0.04650000 N N N N N N TARGA RES CORP 5493003QENHHS261UR94 87612GAP6 1552000.00000000 PA USD 1593802.61000000 0.031952111980 Long DBT CORP US N 2 2030-09-15 Fixed 0.04900000 N N N N N N BROWN and BROWN INC 549300PC8KTJ71XKFY89 115236AK7 4446000.00000000 PA USD 4519638.34000000 0.090608453922 Long DBT CORP US N 2 2030-06-23 Fixed 0.04900000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCJ2 9819000.00000000 PA USD 10115144.28000000 0.202785602623 Long DBT CORP CA N 2 2030-06-20 Fixed 0.04900000 N N N N N N ARES CLO N/A 04017WAW2 5627000.00000000 PA USD 5647758.00000000 0.113224683484 Long ABS-CBDO CORP KY N 2 2038-07-15 Variable 0.04982190 N N N N N N PALMER SQUARE LN FDG 2025-2 LTD / PALMER SQUARE LN FDG 2025-2 LLC N/A 69704AAA9 11306638.04000000 PA USD 11313546.40000000 0.226810835419 Long ABS-CBDO CORP KY N 2 2033-07-15 Variable 0.04612190 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YDL0 8338000.00000000 PA USD 8502139.20000000 0.170448524858 Long DBT CORP JP N 2 2031-07-08 Variable 0.04711000 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 969457CR9 2406000.00000000 PA USD 2447474.92000000 0.049066297308 Long DBT CORP US N 2 2030-06-30 Fixed 0.04625000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBL6 1831000.00000000 PA USD 1825305.59000000 0.036593219413 Long DBT CORP US N 2 2027-03-15 Fixed 0.03755000 N N N N N N CENT TRUST 2025-CITY N/A 12517TAA5 2474000.00000000 PA USD 2536196.61000000 0.050844965103 Long ABS-MBS CORP US N 2 2040-07-10 Variable 0.04919988 N N N N N N CENT TRUST 2025-CITY N/A 12517TAC1 86588000.00000000 PA USD 566077.71000000 0.011348568678 Long ABS-MBS CORP US N 2 2040-07-10 Fixed 0.00208179 N N N N N N NTT FINANCE CORP 3538007PR116187GD960 62954WAQ8 590000.00000000 PA USD 598913.31000000 0.012006847665 Long DBT CORP JP N 2 2028-07-16 Fixed 0.04620000 N N N N N N NTT FINANCE CORP 3538007PR116187GD960 62954WAS4 6253000.00000000 PA USD 6415099.71000000 0.128608136925 Long DBT CORP JP N 2 2030-07-16 Fixed 0.04876000 N N N N N N BENEFIT STREET PARTNERS CLO XXII LTD N/A 08186UAU6 13300000.00000000 PA USD 13316571.80000000 0.266966932214 Long ABS-CBDO CORP KY N 2 2035-04-20 Variable 0.04817630 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HMCE8 12375000.00000000 PA USD 12605188.61000000 0.252705319637 Long ABS-MBS USGSE US N 2 2030-07-25 Variable 0.04266000 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 251526DB2 10800000.00000000 PA USD 10999472.65000000 0.220514372126 Long DBT CORP US N 2 2031-08-04 Variable 0.04950000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HMCK4 9451000.00000000 PA USD 9637799.02000000 0.193215917453 Long ABS-MBS USGSE US N 2 2030-07-25 Fixed 0.04290000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CNT4 139419200.00000000 PA USD 142882895.75000000 2.864476602327 Long DBT UST US N 2 2035-08-15 Fixed 0.04250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CNU1 164933500.00000000 PA USD 165874135.54000000 3.325398590864 Long DBT UST US N 2 2028-08-15 Fixed 0.03625000 N N N N N N BAIN CAPITAL CREDIT CLO 2020-5 LTD N/A 05683FBE8 12740000.00000000 PA USD 12752052.04000000 0.255649596884 Long ABS-CBDO CORP KY N 2 2034-04-20 Variable 0.04817630 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAR1 2582000.00000000 PA USD 2585257.40000000 0.051828522192 Long DBT CORP US N 2 2035-09-01 Fixed 0.05250000 N N N N N N HEALTHPEAK OP LLC PZ9HF5U52KPF0MH0QN75 42250GAB9 12645000.00000000 PA USD 12708648.23000000 0.254779449359 Long DBT CORP US N 2 2033-01-15 Fixed 0.04750000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAV9 5909000.00000000 PA USD 6003360.35000000 0.120353700613 Long DBT CORP US N 2 2033-01-15 Fixed 0.04950000 N N N N N N DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC N/A 25755TAQ3 13150000.00000000 PA USD 13389164.31000000 0.268422246689 Long ABS-CBDO CORP US N 2 2055-07-25 Fixed 0.04930000 N N N N N N SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC 254900Z1WAY7QFQ7O850 83007CAB8 2316000.00000000 PA USD 2341015.46000000 0.046932027627 Long DBT CORP US N 2 2027-09-01 Fixed 0.04911000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650EJ5 1267000.00000000 PA USD 1299920.63000000 0.026060447683 Long DBT CORP US N 2 2032-09-15 Fixed 0.05000000 N N N N N N NXP B V/NXP FDG LLC/NXP USA INC N/A 62954HBG2 1296000.00000000 PA USD 1318458.80000000 0.026432095765 Long DBT CORP NL N 2 2032-08-19 Fixed 0.04850000 N N N N N N INVITATION HOMES OPERATING PARTNERSHIP LP 549300147YMUQB3GW319 46188BAH5 5481000.00000000 PA USD 5519333.95000000 0.110650073804 Long DBT CORP US N 2 2033-01-15 Fixed 0.04950000 N N N N N N FLATIRON CLO 28 LTD / FLATIRON CLO 28 LLC N/A 33884EAQ4 17426000.00000000 PA USD 17458046.41000000 0.349994064729 Long ABS-CBDO CORP KY N 2 2036-07-15 Variable 0.04752190 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CNX5 156421200.00000000 PA USD 157233856.62000000 3.152180679272 Long DBT UST US N 2 2030-08-31 Fixed 0.03625000 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAP8 3708000.00000000 PA USD 3740679.27000000 0.074992098875 Long DBT CORP US N 2 2033-02-15 Fixed 0.04850000 N N N N N N PK ALIFT LOAN FUNDING 7 LP N/A 69291NAA0 3213811.03000000 PA USD 3234761.22000000 0.064849594349 Long ABS-CBDO CORP US N 2 2043-03-15 Fixed 0.04750000 N N N N N N AVIS BUDGET RENT CAR FDG AESOP LLC IHXLB8SL0QWSSG2VG640 05377RKW3 5800000.00000000 PA USD 5825752.58000000 0.116793069378 Long ABS-CBDO CORP US N 2 2030-02-20 Fixed 0.04170000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAT7 2110000.00000000 PA USD 2101737.03000000 0.042135040132 Long DBT CORP US N 2 2031-01-15 Fixed 0.04150000 N N N N N N STELLANTIS FINL SVC US CORP 5493000KNKFDOC1BOW59 85855FAA1 3146000.00000000 PA USD 3171893.15000000 0.063589232745 Long DBT CORP US N 2 2028-09-15 Fixed 0.04950000 N N N N N N INVESCO U S CLO 2021-3 LTD / INVESCO U S CLO 2021-3 LLC 5493000BVI47XOSBML18 46151VAA9 11000000.00000000 PA USD 11014014.00000000 0.220805893071 Long ABS-CBDO CORP KY N 2 2034-10-22 Variable 0.04749200 N N N N N N SOUTHERN POWER CO 5LADC78JBG2BMZD5XF57 843646AX8 4159000.00000000 PA USD 4179610.01000000 0.083791660419 Long DBT CORP US N 2 2030-10-01 Fixed 0.04250000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 254.00000000 NC USD 269441.93000000 0.005401696963 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UST NOTES $US 10YR NOTE ULTRA FUT CONTRACT UNDERLYING 2026-06-18 29373151.82000000 USD 269441.93000000 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 148.00000000 NC USD 130379.12000000 0.002613804379 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UST NOTES UST NOTES 0% 06/30/2040 2026-06-18 16709245.88000000 USD 130379.12000000 N N N UST NOTES 254900HROIFWPRGM1V77 91282CNZ0 104481800.00000000 PA USD 105591919.13000000 2.116877462169 Long DBT UST US N 2 2032-09-30 Fixed 0.03875000 N N N N N N JUNIPER VALLEY PARK CLO LLC N/A 48206KAY2 10000000.00000000 PA USD 10006680.00000000 0.200611140868 Long ABS-CBDO CORP JE N 2 2036-07-20 Variable 0.04747630 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703DBR1 8211000.00000000 PA USD 8240387.74000000 0.165201004301 Long DBT CORP US N 2 2029-02-15 Fixed 0.04150000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GBG2 8940000.00000000 PA USD 8985675.80000000 0.180142332293 Long DBT CORP NL N 2 2030-09-30 Fixed 0.04375000 N N N N N N COPT DEFENSE PROPERTIES LP H0TWO5VRNEP6CQAWPX27 12713UAA4 429000.00000000 PA USD 430872.89000000 0.008638020005 Long DBT CORP US N 2 2030-10-15 Fixed 0.04500000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDH5 1610000.00000000 PA USD 1579013.41000000 0.031655622207 Long DBT CORP US N 2 2030-09-26 Fixed 0.04450000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 1326.00000000 NC USD 865662.53000000 0.017354561927 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UST NOTES UST NOTES 0% 06/30/2040 2026-06-30 145149728.10000000 USD 865662.53000000 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 708.00000000 NC USD 208969.74000000 0.004189367297 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UST NOTES UST NOTES 0% 06/30/2040 2026-06-30 147928967.76000000 USD 208969.74000000 N N N EXTENDED STAY AMERICA TRUST 2025-ESH N/A 30227TAA8 6025000.00000000 PA USD 6032531.25000000 0.120938510713 Long ABS-MBS CORP US N 2 2042-10-15 Variable 0.04959650 N N N N N N DB MASTER FIN LLC 549300F17UZJL70BPB08 233046AU5 2468812.50000000 PA USD 2494383.47000000 0.050006706887 Long ABS-CBDO CORP US N 2 2055-08-20 Fixed 0.04891000 N N N N N N CRH AMERICA FINANCE INC 549300WEVUODRJ4CWK56 12636YAH5 11330000.00000000 PA USD 11414451.21000000 0.228833747019 Long DBT CORP US N 2 2031-02-09 Fixed 0.04400000 N N N N N N RR 16 LTD 549300FLUOZC8QYYKL96 74971CAJ2 8397000.00000000 PA USD 8397797.72000000 0.168356715852 Long ABS-CBDO CORP KY N 2 2036-07-15 Variable 0.04722190 N N N N N N INT COMMERCIAL MORTGAGE TRUST 2025-PLAZA N/A 44989YAA6 1776000.00000000 PA USD 1812771.55000000 0.036341940461 Long ABS-MBS CORP US N 2 2037-11-05 Variable 0.05041458 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XFL5 5178000.00000000 PA USD 5197776.96000000 0.104203588595 Long DBT CORP US N 2 2028-10-27 Fixed 0.04200000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YBD4 14687000.00000000 PA USD 14758011.50000000 0.295864514900 Long DBT CORP GB N 2 2031-11-04 Variable 0.04425000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAB8 6457000.00000000 PA USD 6513786.22000000 0.130586576663 Long DBT CORP US N 2 2030-11-15 Fixed 0.04200000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAC6 6985000.00000000 PA USD 7102158.43000000 0.142382099284 Long DBT CORP US N 2 2032-11-15 Fixed 0.04600000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280FE4 13685000.00000000 PA USD 13841796.71000000 0.277496495307 Long DBT CORP GB N 2 2031-11-06 Variable 0.04619000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CPK1 51372700.00000000 PA USD 51519192.34000000 1.032842456433 Long DBT UST US N 2 2028-11-15 Fixed 0.03500000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAV4 10540000.00000000 PA USD 10564242.42000000 0.211788997378 Long DBT CORP US N 2 2028-11-15 Fixed 0.04500000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VHF4 2495000.00000000 PA USD 2530291.05000000 0.050726572076 Long DBT CORP US N 2 2033-01-15 Fixed 0.04750000 N N N N N N CANADIAN NATURAL RESOURCES LTD 549300T15RIMIKZC5Q38 136385BD2 2867000.00000000 PA USD 2958875.08000000 0.059318705653 Long DBT CORP CA N 2 2029-12-15 Fixed 0.05000000 N N N N N N COLUMBIA PIPELINES HOLDING CO LLC N/A 19828AAF4 6902000.00000000 PA USD 7041134.31000000 0.141158704678 Long DBT CORP US N 2 2032-11-17 Fixed 0.04999000 N N N N N N CENOVUS ENERGY INC 549300F4XPHJ7NOSP309 15135UBA6 5811000.00000000 PA USD 5884737.23000000 0.117975577256 Long DBT CORP CA N 2 2031-03-20 Fixed 0.04650000 N N N N N N WESTERN GAS PARTNERS LP L6D8A6MLSY454J2JXJ60 958667AH0 2006000.00000000 PA USD 2022993.43000000 0.040556410314 Long DBT CORP US N 2 2031-03-01 Fixed 0.04800000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XCR9 6454000.00000000 PA USD 6528260.37000000 0.130876750401 Long DBT CORP US N 2 2032-12-15 Fixed 0.04700000 N N N N N N PLANET FITNESS MASTER ISSUER LLC 18-1A N/A 72703PAH6 2050000.00000000 PA USD 2082769.87000000 0.041754791777 Long ABS-CBDO CORP US N 2 2055-12-06 Fixed 0.05274000 N N N N N N SAMMONS FINANCIAL GROUP GLOBAL FUNDING 635400IPRNPM6HDHRS48 79587J2E2 7000000.00000000 PA USD 7077801.57000000 0.141893799721 Long DBT CORP US N 2 2030-12-12 Fixed 0.04800000 N N N N N N AMRIZE FINANCE US LLC 529900FB2F1WKLFNGY62 43475RAQ9 2674000.00000000 PA USD 2715396.43000000 0.054437513314 Long DBT CORP US N 2 2028-04-07 Fixed 0.04700000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XFM3 14300000.00000000 PA USD 14431016.31000000 0.289309006167 Long DBT CORP US N 2 2031-01-08 Fixed 0.04600000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397J20 925000.00000000 PA USD 930899.02000000 0.018662404957 Long DBT CORP US N 2 2029-04-06 Fixed 0.04970000 N N N N N N ORANGE 969500MCOONR8990S771 685218AD1 8306000.00000000 PA USD 8319534.38000000 0.166787714153 Long DBT CORP FR N 2 2031-01-13 Fixed 0.04250000 N N N N N N ORANGE 969500MCOONR8990S771 685218AE9 6837000.00000000 PA USD 6916727.83000000 0.138664638126 Long DBT CORP FR N 2 2033-01-13 Fixed 0.04750000 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MBT1 8161000.00000000 PA USD 8165268.28000000 0.163695030234 Long DBT CORP IE N 2 2029-02-28 Fixed 0.04125000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 85325C2K7 6644000.00000000 PA USD 6663028.62000000 0.133578546840 Long DBT CORP GB N 2 2030-01-13 Variable 0.04299000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VBJ8 6435000.00000000 PA USD 6496668.54000000 0.130243406169 Long DBT CORP US N 2 2031-01-15 Fixed 0.04550000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325EU5 2455000.00000000 PA USD 2448862.50000000 0.049094115126 Long DBT NUSS CO N 2 2031-01-21 Fixed 0.06125000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325ET8 8065000.00000000 PA USD 8048870.00000000 0.161361509851 Long DBT NUSS CO N 2 2029-01-21 Fixed 0.05375000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38145GAR1 6356000.00000000 PA USD 6395247.47000000 0.128210144732 Long DBT CORP US N 2 2032-01-21 Variable 0.04516000 N N N N N N EXTENDED STAY AMER TR 2026-ESH2 N/A 30227WAA1 5584000.00000000 PA USD 5585745.00000000 0.111981464086 Long ABS-MBS CORP US N 2 2043-02-15 Variable 0.04870000 N N N N N N WESTERN-SOUTHERN GLOBAL FUNDING 635400PFYEGVSGK4VB37 95954A2D4 11060000.00000000 PA USD 11109061.72000000 0.222711383358 Long DBT CORP US N 2 2029-01-29 Fixed 0.04250000 N N N N N N PHANTOM AVIATION N/A 71711GAA3 2250000.00000000 PA USD 2289711.60000000 0.045903502094 Long ABS-CBDO CORP US N 2 2051-01-15 Fixed 0.05240000 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06418GAY3 14610000.00000000 PA USD 14682092.31000000 0.294342508068 Long DBT CORP CA N 2 2030-02-02 Variable 0.04247000 N N N N N N MAGNETITE XXIII LTD N/A 55954NAS8 9540000.00000000 PA USD 9548223.48000000 0.191420131910 Long ABS-CBDO CORP KY N 2 2035-01-25 Variable 0.04637060 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RNF5 7250000.00000000 PA USD 7316922.00000000 0.146687619676 Long DBT CORP US N 2 2031-04-30 Fixed 0.04400000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDY8 9700000.00000000 PA USD 9732699.28000000 0.195118451503 Long DBT CORP US N 2 2033-05-04 Fixed 0.05350000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDX0 9700000.00000000 PA USD 9680131.20000000 0.194064581238 Long DBT CORP US N 2 2031-02-04 Fixed 0.04950000 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 25160PAR8 14550000.00000000 PA USD 14674331.21000000 0.294186915692 Long DBT CORP US N 2 2032-02-06 Variable 0.04725000 N N N N N N NEUBERGER BERMAN LN ADVISERS NBLA CLO 50 LTD / NEUBERGER BERMAN LN N/A 64134VAY2 12220000.00000000 PA USD 12221649.70000000 0.245016238113 Long ABS-CBDO CORP JE N 2 2036-07-23 Variable 0.04698910 N N N N N N PLYM COMMERCIAL MORTGAGE TRUST 2026-IND N/A 69292BAA5 7196000.00000000 PA USD 7196000.00000000 0.144263409011 Long ABS-MBS CORP US N 2 2043-03-15 Variable 0.04900000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2026-XL6 N/A 12433NAA9 5178000.00000000 PA USD 5181256.96000000 0.103872400224 Long ABS-MBS CORP US N 2 2043-03-15 Variable 0.05000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EDG7 3860000.00000000 PA USD 3860843.95000000 0.077401126999 Long DBT CORP GB N 2 2030-05-24 Variable 0.04219000 N N N N N N REGENCY CTRS LP 5493008PTR2GAOYBXW28 75884RBF9 939000.00000000 PA USD 939326.51000000 0.018831356935 Long DBT CORP US N 2 2033-03-15 Fixed 0.04500000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAM7 3849000.00000000 PA USD 3858857.02000000 0.077361293578 Long DBT CORP US N 2 2029-03-15 Fixed 0.04100000 N N N N N N TARGA RES CORP 5493003QENHHS261UR94 87612GAT8 1422000.00000000 PA USD 1422114.24000000 0.028510151232 Long DBT CORP US N 2 2031-04-15 Fixed 0.04350000 N N N N N N 2026-03-30 Laura M. Del Prato Laura M. Del Prato Laura M. Del Prato President and Treasurer