NPORT-P false 0001485894 XXXXXXXX S000063265 C000205212 J.P. Morgan Exchange-Traded Fund Trust 811-22903 0001485894 5493001E1K1DVWDV2464 390 Madison Avenue New York 10017 844-457-6383 JPMorgan Core Plus Bond ETF S000063265 549300A4I21YDY6YQ739 2026-02-28 2026-02-28 N 10697558866.23 208901629.91 10488657236.32 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 718000.00000000 0.00000000 0.00000000 5197764.47000000 EUR USD N U.S. Aggregate 1TRUSD0 ACCO Brands Corp. JCT8P4Y190IH4I1NX328 00081TAK4 1697000.00000000 PA USD 1561179.25000000 0.014884452936 Long DBT CORP US Y 2 2029-03-15 Fixed 4.25000000 N N N N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 00084DAV2 200000.00000000 PA USD 183500.90000000 0.001749517558 Long DBT CORP NL Y 2 2037-03-13 Variable 3.32400000 N N N N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 00084DAW0 1700000.00000000 PA USD 1626200.40000000 0.015504371659 Long DBT CORP NL Y 2 2029-12-13 Variable 2.47000000 N N N N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 00084DBA7 200000.00000000 PA USD 202500.76000000 0.001930664292 Long DBT CORP NL Y 2 2027-09-18 Variable 6.33900000 N N N N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 00084DBD1 2900000.00000000 PA USD 2948905.89000000 0.028115189805 Long DBT CORP NL Y 2 2028-12-03 Variable 4.98800000 N N N N N N ACC Trust N/A 00091HAC6 765359.84000000 PA USD 96416.97000000 0.000919249888 Long ABS-O CORP US Y 2 2025-10-20 Fixed 3.24000000 N N N N N N ABL N/A 00092EAA6 9525000.00000000 PA USD 9568960.73000000 0.091231513380 Long ABS-MBS CORP US Y 2 2029-09-25 Variable 6.07500000 N N N N N N ABL 254900C9FQN3N2YOSF41 00092RAA7 13045000.00000000 PA USD 13235462.22000000 0.126188337761 Long ABS-MBS CORP US Y 2 2030-06-25 Variable 6.04000080 N N N N N N ACHD Trust N/A 00092TAB1 2800000.00000000 PA USD 2843988.28000000 0.027114893888 Long ABS-O CORP US Y 2 2034-01-09 Fixed 9.38000000 N N N N N N ADT Security Corp. (The) 5493009JEEDYLVRA0J13 00109LAA1 2225000.00000000 PA USD 2170777.86000000 0.020696432451 Long DBT CORP US Y 2 2029-08-01 Fixed 4.12500000 N N N N N N AIB Group plc 635400AKJBGNS5WNQL34 00135TAD6 3200000.00000000 PA USD 3387040.32000000 0.032292411160 Long DBT CORP IE Y 2 2029-09-13 Variable 6.60800000 N N N N N N AIB Group plc 635400AKJBGNS5WNQL34 00135TAF1 540000.00000000 PA USD 560951.24000000 0.005348170193 Long DBT CORP IE Y 2 2031-05-15 Variable 5.32000000 N N N N N N Corebridge Global Funding 54930057MDZ7KOVOTV71 00138CBH0 1473000.00000000 PA USD 1483914.11000000 0.014147798679 Long DBT CORP US Y 2 2032-08-21 Fixed 4.90000000 N N N N N N AMSR Trust N/A 00178YAE1 3300000.00000000 PA USD 3198642.81000000 0.030496208789 Long ABS-O CORP US Y 2 2040-06-17 Fixed 3.95000000 N N N N N N AMSR Trust N/A 00179DAG1 4000000.00000000 PA USD 3860263.20000000 0.036804169618 Long ABS-O CORP US Y 2 2038-06-17 Fixed 3.59600000 N N N N N N AMSR Trust N/A 00179WAG9 750000.00000000 PA USD 747152.10000000 0.007123429464 Long ABS-O CORP US Y 2 2039-03-17 Fixed 6.02100000 N N N N N N AMSR Trust N/A 00180BAE7 6580000.00000000 PA USD 6286189.84000000 0.059933218317 Long ABS-O CORP US Y 2 2042-11-17 Fixed 4.27500000 N N N N N N AMSR Trust N/A 00180UAC9 1900000.00000000 PA USD 1867387.45000000 0.017803875252 Long ABS-O CORP US Y 2 2038-10-17 Fixed 1.79600000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RJZ6 260000.00000000 PA USD 208656.52000000 0.001989353978 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RKA9 1015000.00000000 PA USD 727291.93000000 0.006934080441 Long DBT CORP US N 2 2051-06-01 Fixed 3.65000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RKG6 450000.00000000 PA USD 431529.82000000 0.004114252284 Long DBT CORP US N 2 2028-02-01 Fixed 1.65000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RKJ0 1990000.00000000 PA USD 1357514.44000000 0.012942690464 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RLJ9 15540000.00000000 PA USD 10520900.28000000 0.100307408688 Long DBT CORP US N 2 2055-09-15 Fixed 3.55000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RNC2 20317000.00000000 PA USD 20356874.96000000 0.194084662138 Long DBT CORP US N 2 2035-11-01 Fixed 4.90000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RNE8 6075000.00000000 PA USD 5894155.09000000 0.056195516329 Long DBT CORP US N 2 2054-11-01 Fixed 5.70000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RNH1 9185000.00000000 PA USD 9320330.14000000 0.088861042266 Long DBT CORP US N 2 2036-04-30 Fixed 5.12500000 N N N N N N ASB Bank Ltd. 549300IBZWZL1KTPF918 00216LAE3 200000.00000000 PA USD 181709.35000000 0.001732436725 Long DBT CORP NZ Y 2 2031-10-22 Fixed 2.37500000 N N N N N N American Airlines, Inc. N/A 00253XAA9 243750.01180000 PA USD 244080.05000000 0.002327085769 Long DBT CORP US Y 2 2026-04-20 Fixed 5.50000000 N N N N N N American Airlines, Inc. N/A 00253XAB7 7190000.00000000 PA USD 7271295.24000000 0.069325320450 Long DBT CORP US Y 2 2029-04-20 Fixed 5.75000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824BU3 10310000.00000000 PA USD 10313107.12000000 0.098326286078 Long DBT CORP US N 2 2036-03-15 Fixed 4.65000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YCA5 9507000.00000000 PA USD 8605591.04000000 0.082046641873 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YCB3 1647000.00000000 PA USD 1385743.36000000 0.013211828061 Long DBT CORP US N 2 2049-11-21 Fixed 4.25000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YCY3 5000000.00000000 PA USD 4978136.10000000 0.047462091551 Long DBT CORP US N 2 2035-03-15 Fixed 4.55000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YCZ0 4000000.00000000 PA USD 3740976.76000000 0.035666879713 Long DBT CORP US N 2 2042-10-01 Fixed 4.62500000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YDU0 5620000.00000000 PA USD 5834524.90000000 0.055626995606 Long DBT CORP US N 2 2034-03-15 Fixed 5.05000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YDX4 720000.00000000 PA USD 708325.19000000 0.006753249477 Long DBT CORP US N 2 2064-03-15 Fixed 5.50000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YEG0 2420000.00000000 PA USD 2432677.15000000 0.023193408795 Long DBT CORP US N 2 2036-03-15 Fixed 4.75000000 N N N N N N ACREC LLC N/A 004970AA7 1000000.00000000 PA USD 1000854.00000000 0.009542250999 Long ABS-CBDO CORP KY Y 2 2043-01-18 Floating 5.11405920 N N N N N N ACREC LLC N/A 004970AB5 5000000.00000000 PA USD 5004820.00000000 0.047716498758 Long ABS-CBDO CORP KY Y 2 2043-01-18 Floating 5.26406040 N N N N N N Acushnet Co. 549300H805O14KEFES79 005095AB0 685000.00000000 PA USD 697169.71000000 0.006646891916 Long DBT CORP US Y 2 2033-12-01 Fixed 5.62500000 N N N N N N AdaptHealth LLC N/A 00653VAC5 140000.00000000 PA USD 134327.93000000 0.001280697109 Long DBT CORP US Y 2 2029-08-01 Fixed 4.62500000 N N N N N N Adient Global Holdings Ltd. 213800VA38VCKE6M8790 00687YAB1 710000.00000000 PA USD 723946.53000000 0.006902185033 Long DBT CORP JE Y 2 2028-04-15 Fixed 7.00000000 N N N N N N Adient Global Holdings Ltd. 213800VA38VCKE6M8790 00687YAD7 2652000.00000000 PA USD 2783305.82000000 0.026536340708 Long DBT CORP JE Y 2 2033-02-15 Fixed 7.50000000 N N N N N N AECOM 0EEB8GF0W0NPCIHZX097 00766TAE0 1698000.00000000 PA USD 1734951.88000000 0.016541220109 Long DBT CORP US Y 2 2033-08-01 Fixed 6.00000000 N N N N N N AerCap Ireland Capital DAC N/A 00774MAV7 1260000.00000000 PA USD 1247806.00000000 0.011896718253 Long DBT CORP IE N 2 2026-10-29 Fixed 2.45000000 N N N N N N AerCap Ireland Capital DAC N/A 00774MAW5 4747000.00000000 PA USD 4617972.60000000 0.044028253530 Long DBT CORP IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N AerCap Ireland Capital DAC N/A 00774MAX3 1990000.00000000 PA USD 1859656.03000000 0.017730163052 Long DBT CORP IE N 2 2032-01-30 Fixed 3.30000000 N N N N N N AerCap Ireland Capital DAC N/A 00774MBK0 760000.00000000 PA USD 803224.86000000 0.007658033263 Long DBT CORP IE N 2 2055-03-10 Variable 6.95000000 N N N N N N AerCap Ireland Capital DAC N/A 00774MBS3 1421000.00000000 PA USD 1418916.43000000 0.013528103722 Long DBT CORP IE N 2 2035-11-15 Fixed 5.00000000 N N N N N N AerCap Ireland Capital DAC N/A 00774MBU8 1758000.00000000 PA USD 1761442.30000000 0.016793782657 Long DBT CORP IE N 2 2033-01-15 Fixed 4.75000000 N N N N N N Aetna, Inc. 549300QKBENKLBXQ8968 00817YAP3 200000.00000000 PA USD 176133.55000000 0.001679276441 Long DBT CORP US N 2 2044-03-15 Fixed 4.75000000 N N N N N N Air Canada Pass-Through Trust N/A 00908PAA5 308000.00000000 PA USD 298268.52000000 0.002843724542 Long ABS-O CORP CA Y 2 2030-01-15 Fixed 3.30000000 N N N N N N Ajax Mortgage Loan Trust N/A 009703AA7 3634685.69000000 PA USD 3637446.96000000 0.034679815328 Long ABS-O CORP US Y 2 2061-06-25 Variable 5.87499840 N N N N N N Aker BP ASA 549300NFTY73920OYK69 00973RAP8 475000.00000000 PA USD 446135.89000000 0.004253508146 Long DBT CORP NO Y 2 2054-10-01 Fixed 5.80000000 N N N N N N Alabama Power Co. 0RL818ELFOHP5JHOFU19 010392FX1 200000.00000000 PA USD 187755.67000000 0.001790082998 Long DBT CORP US N 2 2032-03-15 Fixed 3.05000000 N N N N N N Alabama Power Co. 0RL818ELFOHP5JHOFU19 010392GB8 275000.00000000 PA USD 297660.31000000 0.002837925802 Long DBT CORP US N 2 2033-11-15 Fixed 5.85000000 N N N N N N Albertsons Cos., Inc. N/A 013092AE1 775000.00000000 PA USD 768604.47000000 0.007327958695 Long DBT CORP US Y 2 2030-02-15 Fixed 4.87500000 N N N N N N Albertsons Cos., Inc. N/A 013092AG6 1590000.00000000 PA USD 1533113.30000000 0.014616869113 Long DBT CORP US Y 2 2029-03-15 Fixed 3.50000000 N N N N N N Albertsons Cos., Inc. N/A 01309QAC2 791000.00000000 PA USD 796323.43000000 0.007592234278 Long DBT CORP US Y 2 2031-03-31 Fixed 5.50000000 N N N N N N Albertsons Cos., Inc. N/A 01309QAD0 630000.00000000 PA USD 626867.51000000 0.005976623087 Long DBT CORP US Y 2 2034-03-31 Fixed 5.75000000 N N N N N N Albertsons Cos., Inc. 549300YKWOC0AOR16R51 01309QAE8 1429000.00000000 PA USD 1434625.39000000 0.013677874657 Long DBT CORP US Y 2 2032-03-31 Fixed 5.62500000 N N N N N N Alexandria Real Estate Equities, Inc. MGCJBT4MKTQBVLNUIS88 015271AR0 450000.00000000 PA USD 423756.68000000 0.004040142321 Long DBT CORP US N 2 2031-08-15 Fixed 3.37500000 N N N N N N Alexandria Real Estate Equities, Inc. MGCJBT4MKTQBVLNUIS88 015271AV1 317000.00000000 PA USD 263791.05000000 0.002515012589 Long DBT CORP US N 2 2033-02-01 Fixed 1.87500000 N N N N N N Alexandria Real Estate Equities, Inc. MGCJBT4MKTQBVLNUIS88 015271BB4 30000.00000000 PA USD 27222.58000000 0.000259543041 Long DBT CORP US N 2 2053-04-15 Fixed 5.15000000 N N N N N N ATI, Inc. ZW1LRE7C3H17O2ZN9B45 01741RAH5 960000.00000000 PA USD 960368.02000000 0.009156253258 Long DBT CORP US N 2 2027-12-01 Fixed 5.87500000 N N N N N N ATI, Inc. ZW1LRE7C3H17O2ZN9B45 01741RAN2 780000.00000000 PA USD 817028.16000000 0.007789635427 Long DBT CORP US N 2 2030-08-15 Fixed 7.25000000 N N N N N N Allianz SE 529900K9B0N5BT694847 018820AD2 1800000.00000000 PA USD 1840516.20000000 0.017547681829 Long DBT CORP DE Y 2 2054-09-03 Variable 5.60000000 N N N N N N Alliant Energy Finance LLC 54930033ER6EOI5DL570 01882YAF3 330000.00000000 PA USD 334281.44000000 0.003187075642 Long DBT CORP US Y 2 2027-06-06 Fixed 5.40000000 N N N N N N Allied Universal Holdco LLC N/A 019579AA9 450000.00000000 PA USD 446639.76000000 0.004258312097 Long DBT CORP US Y 2 2028-06-01 Fixed 4.62500000 N N N N N N Allison Transmission, Inc. MWKQ3I0U1GXP2YDSZW75 019736AF4 1686000.00000000 PA USD 1703537.77000000 0.016241714564 Long DBT CORP US Y 2 2029-06-01 Fixed 5.87500000 N N N N N N Allison Transmission, Inc. MWKQ3I0U1GXP2YDSZW75 019736AG2 545000.00000000 PA USD 518434.92000000 0.004942814969 Long DBT CORP US Y 2 2031-01-30 Fixed 3.75000000 N N N N N N Allison Transmission, Inc. MWKQ3I0U1GXP2YDSZW75 019736AH0 1037000.00000000 PA USD 1059004.40000000 0.010096663244 Long DBT CORP US Y 2 2033-12-01 Fixed 5.87500000 N N N N N N FNMA/FHLMC N/A 01F052631 105000000.00000000 PA USD 106683442.95000000 1.017131559801 Long ABS-MBS USGSE US N 2 2056-03-25 Fixed 5.50000000 N N N N N N FNMA/FHLMC N/A 01F060634 49000000.00000000 PA USD 50258725.23000000 0.479172158052 Long ABS-MBS USGSE US N 2 2056-03-25 Fixed 6.00000000 N N N N N N Ally Financial, Inc. 549300JBN1OSM8YNAI90 02005NBS8 975000.00000000 PA USD 1016715.37000000 0.009693475028 Long DBT CORP US N 2 2033-02-14 Fixed 6.70000000 N N N N N N Alphabet, Inc. 5493006MHB84DD0ZWV18 02079KBM8 14325000.00000000 PA USD 14560292.28000000 0.138819411788 Long DBT CORP US N 2 2036-02-15 Fixed 4.80000000 N N N N N N Alphabet, Inc. 5493006MHB84DD0ZWV18 02079KBP1 2635000.00000000 PA USD 2696284.51000000 0.025706670065 Long DBT CORP US N 2 2056-02-15 Fixed 5.65000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBL6 480000.00000000 PA USD 430782.62000000 0.004107128398 Long DBT CORP US N 2 2032-02-04 Fixed 2.45000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBT9 7885000.00000000 PA USD 8289209.15000000 0.079030222489 Long DBT CORP US N 2 2035-02-06 Fixed 5.62500000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBU6 2000000.00000000 PA USD 2034853.34000000 0.019400513279 Long DBT CORP US N 2 2030-08-06 Fixed 4.50000000 N N N N N N Alumina Pty. Ltd. N/A 02220AAA5 465000.00000000 PA USD 481969.25000000 0.004595147301 Long DBT CORP AU Y 2 2030-03-15 Fixed 6.12500000 N N N N N N Alumina Pty. Ltd. N/A 02220AAB3 762000.00000000 PA USD 791138.12000000 0.007542796967 Long DBT CORP AU Y 2 2032-09-15 Fixed 6.37500000 N N N N N N Amcor Flexibles North America, Inc. PTVU09TE3QPJPL7K4E13 02344AAG3 7210000.00000000 PA USD 7462286.48000000 0.071146251725 Long DBT CORP US N 2 2030-03-17 Fixed 5.10000000 N N N N N N Amer Sports Co. 549300NRKH9WF70VFC95 02352NAA7 895000.00000000 PA USD 934402.38000000 0.008908694020 Long DBT CORP US Y 2 2031-02-16 Fixed 6.75000000 N N N N N N Ameren Corp. XRZQ5S7HYJFPHJ78L959 023608AJ1 1541000.00000000 PA USD 1495158.86000000 0.014255007350 Long DBT CORP US N 2 2031-01-15 Fixed 3.50000000 N N N N N N Ameren Corp. XRZQ5S7HYJFPHJ78L959 023608AL6 20000.00000000 PA USD 19595.03000000 0.000186821149 Long DBT CORP US N 2 2027-03-15 Fixed 1.95000000 N N N N N N Ameren Illinois Co. RC71E2BZ6UOMFPDJSE79 02361DBA7 750000.00000000 PA USD 774201.02000000 0.007381316812 Long DBT CORP US N 2 2033-06-01 Fixed 4.95000000 N N N N N N Ameren Illinois Co. RC71E2BZ6UOMFPDJSE79 02361DBB5 650000.00000000 PA USD 648319.34000000 0.006181147170 Long DBT CORP US N 2 2054-07-01 Fixed 5.55000000 N N N N N N American Airlines, Inc. IWUQB36BXD6OWD6X4T14 023771T32 340000.00000000 PA USD 346517.59000000 0.003303736428 Long DBT CORP US Y 2 2028-02-15 Fixed 7.25000000 N N N N N N American Airlines Pass-Through Trust N/A 02377BAA4 148477.69000000 PA USD 146188.62000000 0.001393778218 Long ABS-O CORP US N 2 2027-09-22 Fixed 4.00000000 N N N N N N American Axle & Manufacturing, Inc. RY5TAKFOBLDUGX31MS24 02406PBA7 428000.00000000 PA USD 428391.62000000 0.004084332344 Long DBT CORP US N 2 2028-07-01 Fixed 6.87500000 N N N N N N American Builders & Contractors Supply Co., Inc. 549300H5GQ4C1BEKG397 024747AF4 1700000.00000000 PA USD 1675237.12000000 0.015971893086 Long DBT CORP US Y 2 2028-01-15 Fixed 4.00000000 N N N N N N American Builders & Contractors Supply Co., Inc. 549300H5GQ4C1BEKG397 024747AG2 255000.00000000 PA USD 246155.94000000 0.002346877531 Long DBT CORP US Y 2 2029-11-15 Fixed 3.87500000 N N N N N N American Credit Acceptance Receivables Trust N/A 024945AJ6 5000000.00000000 PA USD 5159763.00000000 0.049193742189 Long ABS-O CORP US Y 2 2032-04-12 Fixed 7.19000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02530EAG9 1955000.00000000 PA USD 2001091.47000000 0.019078623935 Long ABS-O CORP US Y 2 2029-10-12 Fixed 6.82000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02531FAG5 15410000.00000000 PA USD 15559401.49000000 0.148345027770 Long ABS-O CORP US Y 2 2033-01-12 Fixed 5.10000000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816CM9 480000.00000000 PA USD 473161.05000000 0.004511168964 Long DBT CORP US N 2 2026-11-04 Fixed 1.65000000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816DB2 270000.00000000 PA USD 278607.80000000 0.002656277097 Long DBT CORP US N 2 2027-11-05 Fixed 5.85000000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816EF2 4142000.00000000 PA USD 4279624.16000000 0.040802402667 Long DBT CORP US N 2 2031-04-25 Variable 5.01600000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816EH8 1240000.00000000 PA USD 1313183.37000000 0.012520033216 Long DBT CORP US N 2 2036-04-25 Variable 5.66700000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816EK1 1590000.00000000 PA USD 1628751.00000000 0.015528689357 Long DBT CORP US N 2 2033-07-20 Variable 4.91800000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XBR0 85000.00000000 PA USD 83848.49000000 0.000799420632 Long DBT CORP US N 2 2026-09-15 Fixed 1.45000000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XCF5 100000.00000000 PA USD 107904.83000000 0.001028776396 Long DBT CORP US N 2 2033-11-15 Fixed 5.90000000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XCG3 600000.00000000 PA USD 619543.94000000 0.005906799374 Long DBT CORP US N 2 2029-02-15 Fixed 5.20000000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XCL2 2500000.00000000 PA USD 2574622.93000000 0.024546735315 Long DBT CORP US N 2 2030-01-31 Fixed 5.00000000 N N N N N N American Water Capital Corp. 5IDHQUFVC8Q2KIBBFF06 03040WBC8 420000.00000000 PA USD 412248.59000000 0.003930422938 Long DBT CORP US N 2 2054-03-01 Fixed 5.45000000 N N N N N N American Water Capital Corp. 5IDHQUFVC8Q2KIBBFF06 03040WBD6 500000.00000000 PA USD 519920.85000000 0.004956981988 Long DBT CORP US N 2 2034-03-01 Fixed 5.15000000 N N N N N N Cencora, Inc. AI8GXW8LG5WK7E9UD086 03073EAU9 770000.00000000 PA USD 798729.05000000 0.007615169721 Long DBT CORP US N 2 2034-02-15 Fixed 5.12500000 N N N N N N Cencora, Inc. AI8GXW8LG5WK7E9UD086 03073EBD6 10490000.00000000 PA USD 10566798.34000000 0.100745005789 Long DBT CORP US N 2 2033-02-13 Fixed 4.60000000 N N N N N N Cencora, Inc. AI8GXW8LG5WK7E9UD086 03073EBE4 1815000.00000000 PA USD 1827741.37000000 0.017425885209 Long DBT CORP US N 2 2036-02-13 Fixed 4.90000000 N N N N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 031162CF5 960000.00000000 PA USD 838119.90000000 0.007990726373 Long DBT CORP US N 2 2051-06-15 Fixed 4.66300000 N N N N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 031162CR9 977000.00000000 PA USD 786147.58000000 0.007495216616 Long DBT CORP US N 2 2040-02-21 Fixed 3.15000000 N N N N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 031162DK3 6684000.00000000 PA USD 5973638.18000000 0.056953316763 Long DBT CORP US N 2 2053-03-01 Fixed 4.87500000 N N N N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 031162DQ0 175000.00000000 PA USD 182621.76000000 0.001741135742 Long DBT CORP US N 2 2030-03-02 Fixed 5.25000000 N N N N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 031162DS6 7800000.00000000 PA USD 7971823.70000000 0.076004235054 Long DBT CORP US N 2 2043-03-02 Fixed 5.60000000 N N N N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 031162DT4 800000.00000000 PA USD 798574.72000000 0.007613698321 Long DBT CORP US N 2 2053-03-02 Fixed 5.65000000 N N N N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 031162DU1 6000.00000000 PA USD 5947.20000000 0.000056701252 Long DBT CORP US N 2 2063-03-02 Fixed 5.75000000 N N N N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 031162DW7 5000000.00000000 PA USD 5027045.80000000 0.047928401955 Long DBT CORP US N 2 2036-02-19 Fixed 4.85000000 N N N N N N Amkor Technology, Inc. 529900VHLRTKPWZJBM84 031652BL3 1757000.00000000 PA USD 1792911.32000000 0.017093811720 Long DBT CORP US Y 2 2033-10-01 Fixed 5.87500000 N N N N N N AMSR Trust N/A 031928AB0 3000000.00000000 PA USD 2624733.00000000 0.025024490178 Long ABS-O CORP US N 3 2028-08-19 Fixed 4.50000000 N N N N N N ams-OSRAM AG 5299001JPPT2QFTV5D76 03217CAB2 1050000.00000000 PA USD 1118586.00000000 0.010664720705 Long DBT CORP AT Y 2 2029-03-30 Fixed 12.25000000 N N N N N N Anchor Mortgage Trust N/A 03332JAB7 5000000.00000000 PA USD 5092032.50000000 0.048547992228 Long ABS-MBS CORP US N 3 2031-03-25 Variable 10.13900040 N N N N N N Anglo American Capital plc TINT358G1SSHR3L3PW36 034863AX8 4811000.00000000 PA USD 4479041.00000000 0.042703664530 Long DBT CORP GB Y 2 2030-09-10 Fixed 2.62500000 N N N N N N Anheuser-Busch Cos. LLC N/A 03522AAH3 540000.00000000 PA USD 541394.40000000 0.005161713151 Long DBT CORP US N 2 2036-02-01 Fixed 4.70000000 N N N N N N Antero Midstream Partners LP N/A 03690AAF3 785000.00000000 PA USD 784716.77000000 0.007481575117 Long DBT CORP US Y 2 2028-01-15 Fixed 5.75000000 N N N N N N Antero Midstream Partners LP N/A 03690AAH9 3415000.00000000 PA USD 3415679.59000000 0.032565461078 Long DBT CORP US Y 2 2029-06-15 Fixed 5.37500000 N N N N N N Antero Midstream Partners LP N/A 03690AAM8 970000.00000000 PA USD 984696.38000000 0.009388202491 Long DBT CORP US Y 2 2033-10-15 Fixed 5.75000000 N N N N N N Aon Corp. N/A 03740LAG7 165000.00000000 PA USD 172659.73000000 0.001646156663 Long DBT CORP US N 2 2033-02-28 Fixed 5.35000000 N N N N N N Aon North America, Inc. N/A 03740MAF7 350000.00000000 PA USD 346430.42000000 0.003302905340 Long DBT CORP US N 2 2054-03-01 Fixed 5.75000000 N N N N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833BH2 429000.00000000 PA USD 388215.85000000 0.003701292179 Long DBT CORP US N 2 2045-05-13 Fixed 4.37500000 N N N N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833EK2 670000.00000000 PA USD 426113.42000000 0.004062611737 Long DBT CORP US N 2 2051-08-05 Fixed 2.70000000 N N N N N N Aqua Finance Trust N/A 038370AB8 94782.14000000 PA USD 93173.00000000 0.000888321525 Long ABS-O CORP US Y 2 2040-07-16 Fixed 3.47000000 N N N N N N Aqua Finance Trust N/A 038413AD2 2257203.13000000 PA USD 2307662.68000000 0.022001507228 Long ABS-O CORP US Y 2 2046-07-17 Fixed 7.15000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 03846JAG5 2058000.00000000 PA USD 2308829.04000000 0.022012627431 Long DBT NUSS EG Y 2 2033-02-04 Fixed 9.45000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 03846JAH3 382000.00000000 PA USD 413417.59000000 0.003941568312 Long DBT NUSS EG Y 2 2030-02-04 Fixed 8.62500000 N N N N N N Arbor Realty SR, Inc. 549300TW7RTL2CI3CN08 03881NAA5 1925000.00000000 PA USD 1731487.03000000 0.016508185852 Long DBT CORP US Y 2 2028-12-30 Fixed 5.00000000 N N N N N N Arbor Realty SR, Inc. 549300TW7RTL2CI3CN08 03881NAG2 10000000.00000000 PA USD 9993369.50000000 0.095277872799 Long DBT CORP US Y 2 2027-10-15 Fixed 9.00000000 N N N N N N Arbor Realty Trust, Inc. 549300ASFUWYQO0RW077 038923AQ1 1489000.00000000 PA USD 1427026.12000000 0.013605422389 Long DBT CORP US Y 2 2027-03-15 Fixed 4.50000000 N N N N N N Archrock Services LP N/A 03958CAA7 214000.00000000 PA USD 216671.58000000 0.002065770432 Long DBT CORP US Y 2 2034-02-01 Fixed 6.00000000 N N N N N N Archrock Partners LP N/A 03959KAC4 935000.00000000 PA USD 935729.30000000 0.008921345019 Long DBT CORP US Y 2 2028-04-01 Fixed 6.25000000 N N N N N N Archrock Partners LP N/A 03959KAD2 680000.00000000 PA USD 707636.56000000 0.006746684004 Long DBT CORP US Y 2 2032-09-01 Fixed 6.62500000 N N N N N N Ardagh Group SA 6354006L1NWUUOPYX274 03969UAA4 1275000.00000000 PA USD 1231968.75000000 0.011745724187 Long DBT CORP LU Y 2 2030-12-01 Variable 12.00000000 N N Y N N N Ardagh Group SA 6354006L1NWUUOPYX274 039959AA9 398000.00000000 PA USD 431001.04000000 0.004109210838 Long DBT CORP LU Y 2 2030-12-01 Fixed 9.50000000 N N N N N N Argentine Republic (The) 549300KPBYGYF7HCHO27 040114HT0 11785000.00000000 PA USD 8863793.13000000 0.084508368710 Long DBT NUSS AR N 2 2035-07-09 Variable 4.12499880 N N N N N N Argentine Republic (The) 549300KPBYGYF7HCHO27 040114HV5 3500000.00000000 PA USD 2444872.50000000 0.023309680590 Long DBT NUSS AR N 2 2041-07-09 Variable 3.49999920 N N N N N N Asbury Automotive Group, Inc. 549300JH4DTA7U42GL91 043436AU8 442000.00000000 PA USD 439384.60000000 0.004189140612 Long DBT CORP US N 2 2028-03-01 Fixed 4.50000000 N N N N N N Asbury Automotive Group, Inc. 549300JH4DTA7U42GL91 043436AW4 1145000.00000000 PA USD 1127164.34000000 0.010746507532 Long DBT CORP US Y 2 2029-11-15 Fixed 4.62500000 N N N N N N Ascent Resources Utica Holdings LLC N/A 04364VAX1 530000.00000000 PA USD 550615.41000000 0.005249627264 Long DBT CORP US Y 2 2032-10-15 Fixed 6.62500000 N N N N N N Ascent Resources Utica Holdings LLC N/A 04364VBA0 1307000.00000000 PA USD 1356256.91000000 0.012930701036 Long DBT CORP US Y 2 2033-07-15 Fixed 6.62500000 N N N N N N Asurion LLC and Asurion Co-Issuer, Inc. N/A 045941AA9 1277000.00000000 PA USD 1341243.32000000 0.012787559835 Long DBT CORP US Y 2 2032-12-31 Fixed 8.00000000 N N N N N N Atmos Energy Corp. QVLWEGTD2S8GJMO8D383 049560AK1 52000.00000000 PA USD 53793.84000000 0.000512876327 Long DBT CORP US N 2 2041-06-15 Fixed 5.50000000 N N N N N N Atmos Energy Corp. QVLWEGTD2S8GJMO8D383 049560AY1 185000.00000000 PA USD 189920.81000000 0.001810725679 Long DBT CORP US N 2 2052-10-15 Fixed 5.75000000 N N N N N N Atmos Energy Corp. QVLWEGTD2S8GJMO8D383 049560BB0 1048000.00000000 PA USD 968992.21000000 0.009238477225 Long DBT CORP US N 2 2054-12-15 Fixed 5.00000000 N N N N N N AutoNation Finance Trust N/A 05330QAG7 1491000.00000000 PA USD 1531957.17000000 0.014605846444 Long ABS-O CORP US Y 2 2032-09-10 Fixed 5.63000000 N N N N N N Avantor Funding, Inc. 5493003VM0XB4U8YD238 05352TAA7 2326000.00000000 PA USD 2304796.32000000 0.021974179039 Long DBT CORP US Y 2 2028-07-15 Fixed 4.62500000 N N N N N N Avient Corp. SM8L9RZYIB34LNTWO040 05368VAA4 1070000.00000000 PA USD 1102602.90000000 0.010512336089 Long DBT CORP US Y 2 2030-08-01 Fixed 7.12500000 N N N N N N Avient Corp. SM8L9RZYIB34LNTWO040 05368VAB2 775000.00000000 PA USD 800333.98000000 0.007630471298 Long DBT CORP US Y 2 2031-11-01 Fixed 6.25000000 N N N N N N Avis Budget Car Rental LLC N/A 053773BC0 1323000.00000000 PA USD 1321234.19000000 0.012596790611 Long DBT CORP US Y 2 2027-07-15 Fixed 5.75000000 N N N N N N Avis Budget Car Rental LLC N/A 053773BF3 1170000.00000000 PA USD 1120079.49000000 0.010678959801 Long DBT CORP US Y 2 2029-03-01 Fixed 5.37500000 N N N N N N Avis Budget Car Rental LLC N/A 053773BG1 145000.00000000 PA USD 141682.95000000 0.001350820670 Long DBT CORP US Y 2 2028-04-01 Fixed 4.75000000 N N N N N N Avis Budget Car Rental LLC N/A 053773BH9 920000.00000000 PA USD 911950.00000000 0.008694630584 Long DBT CORP US Y 2 2031-02-15 Fixed 8.00000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RJJ4 1200000.00000000 PA USD 1221082.56000000 0.011641934067 Long ABS-O CORP US Y 2 2028-10-20 Fixed 6.01000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RJS4 3000000.00000000 PA USD 3085090.20000000 0.029413585843 Long ABS-O CORP US Y 2 2029-06-20 Fixed 7.31000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RLC6 8265000.00000000 PA USD 8304429.01000000 0.079175330291 Long ABS-O CORP US Y 2 2032-02-20 Fixed 5.26000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAS0 975000.00000000 PA USD 1015823.25000000 0.009684969459 Long DBT CORP KY Y 2 2028-05-04 Fixed 6.37500000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAU5 6680000.00000000 PA USD 6949003.60000000 0.066252556866 Long DBT CORP KY Y 2 2029-03-01 Fixed 5.75000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAV3 9701000.00000000 PA USD 10128814.10000000 0.096569216361 Long DBT CORP KY Y 2 2029-11-15 Fixed 5.75000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAX9 3938000.00000000 PA USD 4031488.12000000 0.038436646647 Long DBT CORP KY Y 2 2030-01-15 Fixed 5.15000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401ABA8 10900000.00000000 PA USD 11058000.95000000 0.105428184951 Long DBT CORP KY Y 2 2030-10-10 Fixed 4.90000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401ABC4 400000.00000000 PA USD 400876.68000000 0.003822001910 Long DBT CORP KY Y 2 2032-10-15 Fixed 4.95000000 N N N N N N Axalta Coating Systems LLC 549300G80QONCHILSF69 05453GAC9 950000.00000000 PA USD 916339.98000000 0.008736485132 Long DBT CORP US Y 2 2029-02-15 Fixed 3.37500000 N N N N N N Axalta Coating Systems LLC N/A 05454NAA7 1300000.00000000 PA USD 1299334.79000000 0.012387999347 Long DBT CORP US Y 2 2027-06-15 Fixed 4.75000000 N N N N N N Axalta Coating Systems Dutch Holding B BV 5493007DMEBZH3CQ5E51 05455JAA5 1460000.00000000 PA USD 1534855.09000000 0.014633475529 Long DBT CORP NL Y 2 2031-02-15 Fixed 7.25000000 N N N N N N Axon Enterprise, Inc. 549300QP2IEEGFE16681 05464CAC5 185000.00000000 PA USD 190665.81000000 0.001817828590 Long DBT CORP US Y 2 2030-03-15 Fixed 6.12500000 N N N N N N Axon Enterprise, Inc. 549300QP2IEEGFE16681 05464CAD3 492000.00000000 PA USD 509967.35000000 0.004862084235 Long DBT CORP US Y 2 2033-03-15 Fixed 6.25000000 N N N N N N BBCMS Mortgage Trust N/A 05491LAJ7 8413000.00000000 PA USD 8049234.50000000 0.076742278049 Long ABS-MBS CORP US Y 2 2036-08-14 Variable 3.60889920 N N N N N N BAMLL Re-REMIC Trust N/A 05493UAG1 7830000.00000000 PA USD 7270992.03000000 0.069322429613 Long ABS-MBS CORP US Y 3 2050-07-27 Variable 1.21521960 N N N N N N BAMLL Re-REMIC Trust N/A 05494BAE7 4000000.00000000 PA USD 3918377.60000000 0.037358238635 Long ABS-MBS CORP US Y 3 2052-09-27 Variable 1.73568600 N N N N N N BAMLL Re-REMIC Trust N/A 05494BAG2 4000000.00000000 PA USD 3882480.00000000 0.037015987008 Long ABS-MBS CORP US Y 3 2052-09-27 Variable 1.73580480 N N N N N N BAMLL Re-REMIC Trust N/A 05494BAS6 4000000.00000000 PA USD 3651026.40000000 0.034809283187 Long ABS-MBS CORP US Y 3 2051-02-27 Variable 1.01941920 N N N N N N BAMLL Re-REMIC Trust N/A 05494BAU1 4000000.00000000 PA USD 3579282.00000000 0.034125264267 Long ABS-MBS CORP US Y 3 2051-02-27 Variable 1.00591200 N N N N N N BAMLL Re-REMIC Trust N/A 05494BBE6 4000000.00000000 PA USD 3395104.00000000 0.032369291163 Long ABS-MBS CORP US Y 2 2051-11-27 None 0.00000000 N N N N N N BAMLL Re-REMIC Trust N/A 05494BBG1 4000000.00000000 PA USD 3287516.00000000 0.031343535458 Long ABS-MBS CORP US Y 2 2051-11-27 None 0.00000000 N N N N N N BAMLL Re-REMIC Trust N/A 054988AE0 11000000.00000000 PA USD 10475549.70000000 0.099875031321 Long ABS-MBS CORP US Y 3 2050-01-27 Variable 0.67586760 N N N N N N BAMLL Re-REMIC Trust N/A 054988AG5 11563000.00000000 PA USD 10871347.59000000 0.103648611495 Long ABS-MBS CORP US Y 3 2050-01-27 Variable 0.60127560 N N N N N N BAE Systems plc 8SVCSVKSGDWMW2QHOH83 05523RAF4 400000.00000000 PA USD 360360.48000000 0.003435716049 Long DBT CORP GB Y 2 2031-02-15 Fixed 1.90000000 N N N N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 05526DBD6 7529000.00000000 PA USD 7032087.13000000 0.067044684286 Long DBT CORP US N 2 2037-08-15 Fixed 4.39000000 N N N N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 05526DBR5 1045000.00000000 PA USD 1010856.68000000 0.009637617639 Long DBT CORP US N 2 2028-03-25 Fixed 2.25900000 N N N N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 05526DBT1 2874000.00000000 PA USD 2382158.84000000 0.022711761728 Long DBT CORP US N 2 2040-09-25 Fixed 3.73400000 N N N N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 05526DBV6 1080000.00000000 PA USD 1036808.39000000 0.009885044068 Long DBT CORP US N 2 2052-03-16 Fixed 5.65000000 N N N N N N BHP Billiton Finance USA Ltd. 5493003NUVITP3TMY274 055451BA5 100000.00000000 PA USD 102904.87000000 0.000981106233 Long DBT CORP AU N 2 2033-02-28 Fixed 4.90000000 N N N N N N BMD2 Re-Remic Trust N/A 055631BL8 14786000.00000000 PA USD 12522214.61000000 0.119388157395 Long ABS-MBS CORP US Y 3 2052-05-25 None 0.00000000 N N N N N N BMD2 Re-REMIC Trust N/A 055631BM6 9786000.00000000 PA USD 7340378.78000000 0.069983970441 Long ABS-MBS CORP US Y 3 2052-05-25 None 0.00000000 N N N N N N BMD2 Re-REMIC Trust N/A 055631BX2 6619500.00000000 PA USD 5643441.49000000 0.053805185571 Long ABS-MBS CORP US Y 3 2052-05-25 None 0.00000000 N N N N N N BMD2 Re-Remic Trust N/A 055631BY0 2500000.00000000 PA USD 1951063.00000000 0.018601647055 Long ABS-MBS CORP US Y 3 2052-05-25 None 0.00000000 N N N N N N BMD2 Re-Remic Trust N/A 055631CJ2 2500000.00000000 PA USD 1998648.75000000 0.019055334777 Long ABS-MBS CORP US Y 3 2052-05-25 None 0.00000000 N N N N N N BMD2 Re-REMIC Trust N/A 055631GM1 8169000.00000000 PA USD 7420213.94000000 0.070745127548 Long ABS-MBS CORP US Y 3 2052-05-25 Variable 2.15780400 N N N N N N BMD2 Re-Remic Trust N/A 055631HH1 11219000.00000000 PA USD 9983138.52000000 0.095180329522 Long ABS-MBS CORP US Y 3 2052-05-25 Variable 2.34660600 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 05565AM34 700000.00000000 PA USD 745084.20000000 0.007103713880 Long DBT CORP FR Y 2 2029-08-16 Variable 7.75000000 N N N N Y N/A USD XXXX N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAQ8 1480000.00000000 PA USD 1503700.91000000 0.014336448185 Long DBT CORP FR Y 2 2027-10-19 Variable 6.61200000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAR6 5680000.00000000 PA USD 6031987.78000000 0.057509628202 Long DBT CORP FR Y 2 2029-10-19 Variable 6.71400000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAS4 890000.00000000 PA USD 1000223.81000000 0.009536242699 Long DBT CORP FR Y 2 2034-10-19 Variable 7.00300000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAY1 1065000.00000000 PA USD 1123911.48000000 0.010715494411 Long DBT CORP FR Y 2 2035-05-30 Variable 5.93600000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAZ8 3830000.00000000 PA USD 4026782.68000000 0.038391784470 Long DBT CORP FR Y 2 2031-01-14 Variable 5.87600000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571ABA2 9365000.00000000 PA USD 10087539.16000000 0.096175696590 Long DBT CORP FR Y 2 2036-01-14 Variable 6.29300000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578AAY4 5745000.00000000 PA USD 5867238.43000000 0.055938889962 Long DBT CORP FR Y 2 2028-01-18 Fixed 5.12500000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578AE46 450000.00000000 PA USD 455260.19000000 0.004340500216 Long DBT CORP FR Y 2 2027-07-19 Fixed 4.75000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAF0 3750000.00000000 PA USD 3405471.60000000 0.032468136990 Long DBT CORP FR Y 2 2032-10-19 Variable 3.11600000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 05581KAH4 9260000.00000000 PA USD 9524255.40000000 0.090805287897 Long DBT CORP FR Y 2 2030-01-09 Variable 5.17600000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAJ1 1275000.00000000 PA USD 1148206.52000000 0.010947125967 Long DBT CORP FR Y 2 2032-01-20 Variable 2.27700000 N N N N N N BG Beta I Ltd. 254900Z3OU5JTNX05R08 05593PAD8 3783000.00000000 PA USD 3895411.85000000 0.037139280674 Long ABS-O CORP KY N 3 2054-07-16 Fixed 6.28000000 N N N N N N BG Beta I Ltd. 254900Z3OU5JTNX05R08 05593PAE6 3975476.09000000 PA USD 4066912.04000000 0.038774382157 Long ABS-O CORP KY N 3 2054-07-16 Fixed 7.12000000 N N N N N N BG Beta I Ltd. 254900Z3OU5JTNX05R08 05593PAH9 7392330.00000000 PA USD 7392330.00000000 0.070479279029 Long DBT CORP KY N 3 2054-07-16 Variable 0.00000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 05602XJC3 710000.00000000 PA USD 745808.14000000 0.007110616003 Long DBT CORP FR Y 2 2034-09-10 Variable 7.37500000 N N N N Y N/A USD XXXX N N N BWX Technologies, Inc. 549300NP85N265KWMS58 05605HAC4 580000.00000000 PA USD 567784.68000000 0.005413320954 Long DBT CORP US Y 2 2029-04-15 Fixed 4.12500000 N N N N N N BXP Trust N/A 056083AA6 2000000.00000000 PA USD 1971955.20000000 0.018800835565 Long ABS-MBS CORP US Y 2 2039-06-13 Fixed 3.37900000 N N N N N N BXG Receivables Note Trust N/A 05608TAC5 843838.99000000 PA USD 835978.12000000 0.007970306409 Long ABS-O CORP US Y 2 2036-02-28 Fixed 4.22000000 N N N N N N BX Commercial Mortgage Trust N/A 05618XAA8 6105000.00000000 PA USD 6117341.87000000 0.058323403388 Long ABS-MBS CORP US Y 2 2042-08-15 Floating 5.40965160 N N N N N N BOFAS Re-REMIC Trust N/A 05620CAA0 5885000.00000000 PA USD 5701285.60000000 0.054356677614 Long ABS-MBS CORP US Y 2 2037-10-27 Variable 3.59496000 N N N N N N BOFAS Re-REMIC Trust N/A 05620CAS1 14535000.00000000 PA USD 13102181.85000000 0.124917628203 Long ABS-MBS CORP US Y 3 2051-05-27 Variable 1.27891800 N N N N N N BOFAS Re-REMIC Trust N/A 05620CBG6 19598000.00000000 PA USD 16687975.29000000 0.159104973248 Long ABS-MBS CORP US Y 3 2052-07-27 Variable 1.37571120 N N N N N N Commonwealth of the Bahamas 549300W13SXC7EKNJC20 056732AP5 2025000.00000000 PA USD 2266238.25000000 0.021606562202 Long DBT NUSS BS Y 2 2036-06-24 Fixed 8.25000000 N N N N N N Baker Hughes Holdings LLC N/A 05723KAF7 350000.00000000 PA USD 284425.21000000 0.002711740917 Long DBT CORP US N 2 2047-12-15 Fixed 4.08000000 N N N N N N Baker Hughes Holdings LLC N/A 05724BAD1 400000.00000000 PA USD 394402.61000000 0.003760277422 Long DBT CORP US N 2 2026-12-15 Fixed 2.06100000 N N N N N N Ball Corp. 0BGI85ALH27ZJP15DY16 058498AX4 630000.00000000 PA USD 584861.19000000 0.005576130259 Long DBT CORP US N 2 2031-09-15 Fixed 3.12500000 N N N N N N Ball Corp. 0BGI85ALH27ZJP15DY16 058498AZ9 1000000.00000000 PA USD 1031038.00000000 0.009830028541 Long DBT CORP US N 2 2029-06-15 Fixed 6.00000000 N N N N N N Ball Corp. 0BGI85ALH27ZJP15DY16 058498BA3 1405000.00000000 PA USD 1445853.19000000 0.013784921724 Long DBT CORP US N 2 2033-09-15 Fixed 5.50000000 N N N N N N Baltimore Gas and Electric Co. 88V8C2WYSOD1SPSSLH72 059165EL0 295000.00000000 PA USD 204272.18000000 0.001947553203 Long DBT CORP US N 2 2049-09-15 Fixed 3.20000000 N N N N N N Baltimore Gas and Electric Co. 88V8C2WYSOD1SPSSLH72 059165EM8 550000.00000000 PA USD 358529.18000000 0.003418256235 Long DBT CORP US N 2 2050-06-15 Fixed 2.90000000 N N N N N N Baltimore Gas and Electric Co. 88V8C2WYSOD1SPSSLH72 059165EQ9 305000.00000000 PA USD 297517.69000000 0.002836566047 Long DBT CORP US N 2 2053-06-01 Fixed 5.40000000 N N N N N N Baltimore Gas and Electric Co. 88V8C2WYSOD1SPSSLH72 059165ET3 2096000.00000000 PA USD 2199714.98000000 0.020972322104 Long DBT CORP US N 2 2035-06-01 Fixed 5.45000000 N N N N N N Banc of America Re-REMIC Trust N/A 05942XAA5 3000000.00000000 PA USD 2467242.00000000 0.023522953838 Long ABS-MBS CORP US Y 3 2049-04-27 Variable 2.07000000 N N N N N N Banc of America Re-REMIC Trust N/A 05942XAC1 5000000.00000000 PA USD 3764869.50000000 0.035894675697 Long ABS-MBS CORP US Y 3 2049-04-27 Fixed 0.00000000 N N N N N N Banc of America Re-REMIC Trust N/A 05942XAE7 7128000.00000000 PA USD 4908759.93000000 0.046800651593 Long ABS-MBS CORP US Y 3 2049-04-27 Fixed 0.00000000 N N N N N N Banco Bilbao Vizcaya Argentaria SA K8MS7FD7N5Z2WQ51AZ71 05946KAQ4 4800000.00000000 PA USD 4994294.50000000 0.047616147496 Long DBT CORP ES N 2 2029-03-13 Fixed 5.38100000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAU9 3200000.00000000 PA USD 3316888.64000000 0.031623577406 Long DBT CORP ES N 2 2028-08-08 Fixed 5.58800000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAY1 600000.00000000 PA USD 639481.04000000 0.006096881856 Long DBT CORP ES N 2 2028-11-07 Fixed 6.60700000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05971KAP4 4400000.00000000 PA USD 4886714.80000000 0.046590470923 Long DBT CORP ES N 2 2028-11-21 Variable 9.62500000 N N N N Y N/A USD XXXX N N N Banco Santander SA 5493006QMFDDMYWIAM13 05971KAR0 4000000.00000000 PA USD 4031945.52000000 0.038441007548 Long DBT CORP ES N 2 2030-11-06 Fixed 4.55100000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05971KAS8 4000000.00000000 PA USD 4025156.04000000 0.038376275907 Long DBT CORP ES N 2 2035-11-06 Fixed 5.12700000 N N N N N N Banco Nacional de Comercio Exterior SNC 4469000001BL6VG3DH44 05973JAA8 1000000.00000000 PA USD 985660.00000000 0.009397389749 Long DBT CORP MX Y 2 2031-08-11 Variable 2.72000000 N N N N N N FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple N/A 05974EAA8 1496656.65000000 PA USD 1559272.27000000 0.014866271581 Long DBT CORP MX Y 2 2041-01-31 Fixed 7.25000000 N N N N N N Banco Nacional de Comercio Exterior SNC 4469000001BL6VG3DH44 05974TAA5 670000.00000000 PA USD 694096.55000000 0.006617592074 Long DBT CORP MX Y 2 2030-05-07 Fixed 5.87500000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505GR9 14170000.00000000 PA USD 14374378.73000000 0.137046891762 Long DBT CORP US N 2 2037-02-06 Variable 5.04500000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GGF0 3436000.00000000 PA USD 3431658.44000000 0.032717805174 Long DBT CORP US N 2 2028-01-20 Variable 3.82400000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GGL7 1205000.00000000 PA USD 1201150.78000000 0.011451902306 Long DBT CORP US N 2 2028-04-24 Variable 3.70500000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GGR4 261000.00000000 PA USD 259473.11000000 0.002473844879 Long DBT CORP US N 2 2028-07-21 Variable 3.59300000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GHD4 454000.00000000 PA USD 449304.69000000 0.004283719830 Long DBT CORP US N 2 2028-12-20 Variable 3.41900000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GHU6 112000.00000000 PA USD 100649.40000000 0.000959602337 Long DBT CORP US N 2 2040-04-23 Variable 4.07800000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJF7 660000.00000000 PA USD 599325.68000000 0.005714036282 Long DBT CORP US N 2 2031-07-23 Variable 1.89800000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJL4 7500000.00000000 PA USD 6767381.78000000 0.064520954661 Long DBT CORP US N 2 2031-10-24 Variable 1.92200000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJP5 2660000.00000000 PA USD 2466262.07000000 0.023513611079 Long DBT CORP US N 2 2032-03-11 Variable 2.65100000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJT7 5013000.00000000 PA USD 4641644.83000000 0.044253947148 Long DBT CORP US N 2 2032-04-22 Variable 2.68700000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJZ3 635000.00000000 PA USD 608560.65000000 0.005802083491 Long DBT CORP US N 2 2029-06-14 Variable 2.08700000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKA6 20150000.00000000 PA USD 18179162.96000000 0.173322118841 Long DBT CORP US N 2 2032-07-21 Variable 2.29900000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKD0 640000.00000000 PA USD 583058.31000000 0.005558941405 Long DBT CORP US N 2 2032-10-20 Variable 2.57200000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKL2 5550000.00000000 PA USD 5252445.35000000 0.050077385805 Long DBT CORP US N 2 2037-03-08 Variable 3.84600000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKQ1 4049000.00000000 PA USD 4065474.00000000 0.038760671727 Long DBT CORP US N 2 2033-04-27 Variable 4.57100000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKW8 390000.00000000 PA USD 394895.93000000 0.003764980789 Long DBT CORP US N 2 2028-07-22 Variable 4.94800000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GLG2 1190000.00000000 PA USD 1219210.01000000 0.011624080971 Long DBT CORP US N 2 2029-04-25 Variable 5.20200000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GLS6 3543000.00000000 PA USD 3695045.61000000 0.035228967128 Long DBT CORP US N 2 2029-09-15 Variable 5.81900000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GMA4 2437000.00000000 PA USD 2553966.86000000 0.024349798095 Long DBT CORP US N 2 2035-01-23 Variable 5.46800000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GMB2 3700000.00000000 PA USD 3790333.76000000 0.036137454724 Long DBT CORP US N 2 2035-08-15 Variable 5.42500000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GMD8 2155000.00000000 PA USD 2211501.84000000 0.021084699310 Long DBT CORP US N 2 2035-10-25 Variable 5.51800000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GML0 12435000.00000000 PA USD 12906795.46000000 0.123054793089 Long DBT CORP US N 2 2031-01-24 Variable 5.16200000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06055HAH6 7363000.00000000 PA USD 7708390.97000000 0.073492638726 Long DBT CORP US N 2 2030-05-01 Variable 6.62500000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06055HAK9 5821000.00000000 PA USD 5989588.62000000 0.057105389994 Long DBT CORP US N 2 2030-07-26 Variable 6.25000000 N N N N N N Bank of Ireland Group plc 635400C8EK6DRI12LJ39 06279JAD1 1935000.00000000 PA USD 2013327.08000000 0.019195279573 Long DBT CORP IE Y 2 2030-03-20 Variable 5.60100000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368L3L8 550000.00000000 PA USD 582903.51000000 0.005557465525 Long DBT CORP CA N 2 2031-06-04 Fixed 5.51100000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368LNT9 300000.00000000 PA USD 301018.33000000 0.002869941530 Long DBT CORP CA N 2 2026-06-05 Fixed 5.30000000 N N N N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 06406RBH9 180000.00000000 PA USD 178629.44000000 0.001703072528 Long DBT CORP US N 2 2033-06-13 Variable 4.28900000 N N N N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 06406RBT3 400000.00000000 PA USD 423337.70000000 0.004036147720 Long DBT CORP US N 2 2029-10-25 Variable 6.31700000 N N N N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 06406RBU0 1760000.00000000 PA USD 1973025.21000000 0.018811037157 Long DBT CORP US N 2 2034-10-25 Variable 6.47400000 N N N N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 0641594B9 650000.00000000 PA USD 587736.51000000 0.005603543873 Long DBT CORP CA N 2 2031-08-01 Fixed 2.15000000 N N N N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 06418GAN7 685000.00000000 PA USD 697291.19000000 0.006648050120 Long DBT CORP CA N 2 2032-11-10 Variable 4.74000000 N N N N N N Banque Federative du Credit Mutuel SA VBHFXSYT7OG62HNT8T76 06675FAY3 200000.00000000 PA USD 197271.24000000 0.001880805479 Long DBT CORP FR Y 2 2026-10-04 Fixed 1.60400000 N N N N N N Banque Federative du Credit Mutuel SA VBHFXSYT7OG62HNT8T76 06675FBB2 1005000.00000000 PA USD 1043813.30000000 0.009951829643 Long DBT CORP FR Y 2 2028-07-13 Fixed 5.79000000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738ECD5 1400000.00000000 PA USD 1474339.89000000 0.014056517023 Long DBT CORP GB N 2 2028-11-02 Variable 7.38500000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738ECE3 1335000.00000000 PA USD 1532262.32000000 0.014608755777 Long DBT CORP GB N 2 2033-11-02 Variable 7.43700000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738ECU7 5540000.00000000 PA USD 5668609.33000000 0.054045138498 Long DBT CORP GB N 2 2030-09-10 Variable 4.94200000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738EDJ1 6650000.00000000 PA USD 6664719.31000000 0.063542159495 Long DBT CORP GB N 2 2032-02-24 Variable 4.52100000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738EDK8 7185000.00000000 PA USD 7178218.51000000 0.068437916773 Long DBT CORP GB N 2 2037-02-24 Variable 5.20700000 N N N N N N Bastion Funding I LLC 549300NX3WVP5ASDEU57 07030UAA0 1725573.46000000 PA USD 1741234.76000000 0.016601121771 Long ABS-O CORP US Y 3 2038-04-25 Fixed 7.11900000 N N N N N N Bausch + Lomb Corp. 549300NY6OZM39SO6475 071705AA5 331000.00000000 PA USD 342998.75000000 0.003270187425 Long DBT CORP CA Y 2 2028-10-01 Fixed 8.37500000 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 071734AN7 280000.00000000 PA USD 260576.40000000 0.002484363766 Long DBT CORP CA Y 2 2028-06-01 Fixed 4.87500000 N N N N N N Benin Government International Bond 635400Q11P6AE5A5Y230 08205QAA6 1225000.00000000 PA USD 1284424.26000000 0.012245840731 Long DBT NUSS BJ Y 2 2038-02-13 Fixed 7.96000000 N N N N N N Benin Government International Bond 635400Q11P6AE5A5Y230 08205QAC2 400000.00000000 PA USD 425220.00000000 0.004054093774 Long DBT NUSS BJ Y 2 2041-01-23 Fixed 8.37500000 N N N N N N Berkshire Hathaway Finance Corp. 549300RLHFT5RU20WM87 084664CX7 200000.00000000 PA USD 120677.46000000 0.001150552041 Long DBT CORP US N 2 2051-01-15 Fixed 2.50000000 N N N N N N Berkshire Hathaway Finance Corp. 549300RLHFT5RU20WM87 084664DB4 715000.00000000 PA USD 555682.14000000 0.005297934020 Long DBT CORP US N 2 2052-03-15 Fixed 3.85000000 N N N N N N Berry Global, Inc. 549300AP2Q7ERHX6RI89 08576BAB8 15630000.00000000 PA USD 16644373.40000000 0.158689268082 Long DBT CORP US N 2 2031-06-15 Fixed 5.80000000 N N N N N N Big River Steel LLC N/A 08949LAB6 635000.00000000 PA USD 638401.70000000 0.006086591311 Long DBT CORP US Y 2 2029-01-31 Fixed 6.62500000 N N N N N N Biogen, Inc. W8J5WZB5IY3K0NDQT671 09062XAH6 3960000.00000000 PA USD 3673243.77000000 0.035021106012 Long DBT CORP US N 2 2030-05-01 Fixed 2.25000000 N N N N N N Bioceanico Sovereign Certificate Ltd. N/A 09076AAA5 689096.53000000 PA USD 569152.39000000 0.005426360850 Long DBT CORP KY Y 2 2034-06-05 None 0.00000000 N N N N N N Blue Racer Midstream LLC N/A 095796AE8 850000.00000000 PA USD 851606.50000000 0.008119309086 Long DBT CORP US Y 2 2026-07-15 Fixed 6.62500000 N N N N N N Blue Racer Midstream LLC N/A 095796AJ7 361000.00000000 PA USD 376126.62000000 0.003586032144 Long DBT CORP US Y 2 2029-07-15 Fixed 7.00000000 N N N N N N Blue Racer Midstream LLC N/A 095796AK4 1105000.00000000 PA USD 1168770.66000000 0.011143186717 Long DBT CORP US Y 2 2032-07-15 Fixed 7.25000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659T2D2 3825000.00000000 PA USD 3995654.21000000 0.038095002248 Long DBT CORP FR Y 2 2035-11-19 Variable 5.90600000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2M5 450000.00000000 PA USD 434991.75000000 0.004147258702 Long DBT CORP FR Y 2 2028-09-30 Variable 1.90400000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2R4 1500000.00000000 PA USD 1426853.42000000 0.013603775849 Long DBT CORP FR Y 2 2029-09-15 Variable 2.15900000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2W3 535000.00000000 PA USD 555499.38000000 0.005296191566 Long DBT CORP FR Y 2 2030-05-20 Variable 5.49700000 N N N N N N BOFAS Re-REMIC Trust N/A 09711PAC9 7636000.00000000 PA USD 6848539.03000000 0.065294716718 Long ABS-MBS CORP US Y 3 2051-11-27 Variable 1.50294960 N N N N N N BOFAS Re-REMIC Trust N/A 09711PAE5 8000000.00000000 PA USD 6983636.00000000 0.066582745938 Long ABS-MBS CORP US Y 3 2051-11-27 Variable 1.49809320 N N N N N N Bombardier, Inc. W7L3VLU8EHQY34Z36697 097751BX8 679000.00000000 PA USD 678448.61000000 0.006468402911 Long DBT CORP CA Y 2 2028-02-15 Fixed 6.00000000 N N N N N N Bombardier, Inc. W7L3VLU8EHQY34Z36697 097751CA7 1845000.00000000 PA USD 1976625.99000000 0.018845367385 Long DBT CORP CA Y 2 2030-11-15 Fixed 8.75000000 N N N N N N Boston Gas Co. FN7P4E7K9JOBORDEUX61 100743AL7 37000.00000000 PA USD 35723.63000000 0.000340592977 Long DBT CORP US Y 2 2029-08-01 Fixed 3.00100000 N N N N N N Boyne USA, Inc. N/A 103557AC8 1877000.00000000 PA USD 1863625.62000000 0.017768009555 Long DBT CORP US Y 2 2029-05-15 Fixed 4.75000000 N N N N N N BP Capital Markets America, Inc. 5493009NTB34VXE1T760 10373QBG4 174000.00000000 PA USD 116371.07000000 0.001109494450 Long DBT CORP US N 2 2050-02-24 Fixed 3.00000000 N N N N N N BP Capital Markets America, Inc. 5493009NTB34VXE1T760 10373QBP4 567000.00000000 PA USD 370550.69000000 0.003532870620 Long DBT CORP US N 2 2051-06-04 Fixed 2.93900000 N N N N N N BP Capital Markets America, Inc. 5493009NTB34VXE1T760 10373QBR0 630000.00000000 PA USD 490376.32000000 0.004675301222 Long DBT CORP US N 2 2041-06-17 Fixed 3.06000000 N N N N N N BP Capital Markets America, Inc. 5493009NTB34VXE1T760 10373QBS8 1085000.00000000 PA USD 711893.49000000 0.006787270038 Long DBT CORP US N 2 2052-03-17 Fixed 3.00100000 N N N N N N BP Capital Markets America, Inc. 5493009NTB34VXE1T760 10373QBU3 3760000.00000000 PA USD 3853995.79000000 0.036744415449 Long DBT CORP US N 2 2033-02-13 Fixed 4.81200000 N N N N N N BP Capital Markets America, Inc. 5493009NTB34VXE1T760 10373QBV1 710000.00000000 PA USD 729778.65000000 0.006957789100 Long DBT CORP US N 2 2033-09-11 Fixed 4.89300000 N N N N N N BP Capital Markets America, Inc. 5493009NTB34VXE1T760 10373QCA6 7680000.00000000 PA USD 8038968.50000000 0.076644400888 Long DBT CORP US N 2 2034-11-17 Fixed 5.22700000 N N N N N N Braskem Netherlands Finance BV 2549000TLMHFQ74DS330 10554TAD7 2500000.00000000 PA USD 1053000.00000000 0.010039416640 Long DBT CORP NL Y 2 2030-01-31 Fixed 4.50000000 N N N N N N Federative Republic of Brazil 254900ZFY40OYEADAP90 105756CJ7 2215000.00000000 PA USD 2255888.90000000 0.021507890373 Long DBT NUSS BR N 2 2054-05-13 Fixed 7.12500000 N N N N N N Federative Republic of Brazil 254900ZFY40OYEADAP90 105756CN8 1000000.00000000 PA USD 1016000.00000000 0.009686654612 Long DBT NUSS BR N 2 2056-01-12 Fixed 7.25000000 N N N N N N Brean Asset-Backed Securities Trust N/A 10638FAA3 5178519.07000000 PA USD 5203667.51000000 0.049612332567 Long ABS-MBS CORP US Y 3 2065-01-25 Fixed 5.00000000 N N N N N N Brean Asset-Backed Securities Trust N/A 10638PAA1 8764656.90000000 PA USD 8607775.68000000 0.082067470468 Long ABS-MBS CORP US Y 3 2065-10-25 Fixed 4.25000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 107927AF2 7500000.00000000 PA USD 7584924.00000000 0.072315491193 Long ABS-O CORP US N 2 2031-11-17 Fixed 4.99000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 107933AG8 6990000.00000000 PA USD 7291869.44000000 0.069521477112 Long ABS-O CORP US Y 2 2030-10-15 Fixed 8.43000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 108056AE2 5000000.00000000 PA USD 5069552.00000000 0.048333660694 Long ABS-O CORP US N 2 2029-08-15 Fixed 7.10000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10805MAG2 6000000.00000000 PA USD 6259695.60000000 0.059680619348 Long ABS-O CORP US Y 2 2031-01-15 Fixed 8.21000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10805NAF2 3937000.00000000 PA USD 4020029.76000000 0.038327401395 Long ABS-O CORP US N 2 2030-05-15 Fixed 5.83000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10805NAG0 12000000.00000000 PA USD 12435800.40000000 0.118564274909 Long ABS-O CORP US Y 2 2031-04-15 Fixed 7.70000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10806EAG9 6600000.00000000 PA USD 6827349.54000000 0.065092693813 Long ABS-O CORP US Y 2 2031-08-15 Fixed 7.47000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10806HAF4 12700000.00000000 PA USD 12981619.96000000 0.123768178018 Long ABS-O CORP US N 2 2030-11-15 Fixed 5.64000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10806HAJ6 14550000.00000000 PA USD 15027577.56000000 0.143274560522 Long ABS-O CORP US Y 2 2032-02-17 Fixed 7.46000000 N N N N N N Bridge Trust N/A 10807GAE8 6015701.22000000 PA USD 5701714.70000000 0.054360768700 Long ABS-O CORP US Y 2 2042-09-17 Fixed 4.35000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10807HAF3 5000000.00000000 PA USD 5121492.50000000 0.048828867076 Long ABS-O CORP US N 2 2031-03-17 Fixed 5.62000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10807UAF4 11111000.00000000 PA USD 11362527.48000000 0.108331574042 Long ABS-O CORP US N 2 2031-08-15 Fixed 5.41000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10807UAG2 12000000.00000000 PA USD 12347506.80000000 0.117722474114 Long ABS-O CORP US Y 2 2032-11-15 Fixed 7.18000000 N N N N N N Brink's Co. (The) XFP140TFNOQMIVFTVQ13 109696AD6 1760000.00000000 PA USD 1821424.00000000 0.017365654715 Long DBT CORP US Y 2 2032-06-15 Fixed 6.75000000 N N N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122CQ9 629000.00000000 PA USD 578176.16000000 0.005512394455 Long DBT CORP US N 2 2039-06-15 Fixed 4.12500000 N N N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122DR6 480000.00000000 PA USD 346991.70000000 0.003308256645 Long DBT CORP US N 2 2040-11-13 Fixed 2.35000000 N N N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122DX3 180000.00000000 PA USD 132883.18000000 0.001266922705 Long DBT CORP US N 2 2062-03-15 Fixed 3.90000000 N N N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122DY1 500000.00000000 PA USD 537427.71000000 0.005123894297 Long DBT CORP US N 2 2031-02-01 Fixed 5.75000000 N N N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122EK0 8022000.00000000 PA USD 7958384.82000000 0.075876107309 Long DBT CORP US N 2 2054-02-22 Fixed 5.55000000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FBP5 9775000.00000000 PA USD 8546814.55000000 0.081486260418 Long DBT CORP US Y 2 2035-11-15 Fixed 3.13700000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FCL3 3270000.00000000 PA USD 3368006.51000000 0.032110940744 Long DBT CORP US N 2 2032-07-15 Fixed 4.90000000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FCQ2 7150000.00000000 PA USD 6609054.09000000 0.063011441227 Long DBT CORP US N 2 2031-02-15 Fixed 2.45000000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FCT6 5000000.00000000 PA USD 4626548.85000000 0.044110020432 Long DBT CORP US N 2 2034-04-15 Fixed 3.46900000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FCY5 3532000.00000000 PA USD 3540719.84000000 0.033757608435 Long DBT CORP US N 2 2036-02-15 Fixed 4.80000000 N N N N N N Buckeye Partners LP 549300C1PQJLVEIUBK50 118230AQ4 1510000.00000000 PA USD 1499067.75000000 0.014292275133 Long DBT CORP US N 2 2026-12-01 Fixed 3.95000000 N N N N N N Buckeye Partners LP 549300C1PQJLVEIUBK50 118230AR2 235000.00000000 PA USD 233572.45000000 0.002226905167 Long DBT CORP US N 2 2027-12-01 Fixed 4.12500000 N N N N N N Buckeye Partners LP 549300C1PQJLVEIUBK50 118230AV3 1920000.00000000 PA USD 1992051.84000000 0.018992439118 Long DBT CORP US Y 2 2029-07-01 Fixed 6.87500000 N N N N N N Builders FirstSource, Inc. 549300W0SKP6L3H7DP63 12008RAP2 4955000.00000000 PA USD 4725680.12000000 0.045055148752 Long DBT CORP US Y 2 2032-02-01 Fixed 4.25000000 N N N N N N Builders FirstSource, Inc. 549300W0SKP6L3H7DP63 12008RAS6 415000.00000000 PA USD 427456.64000000 0.004075418143 Long DBT CORP US Y 2 2034-03-01 Fixed 6.37500000 N N N N N N Bunge Ltd. Finance Corp. 549300QHC068L40NNM71 120568BC3 385000.00000000 PA USD 358208.92000000 0.003415202841 Long DBT CORP US N 2 2031-05-14 Fixed 2.75000000 N N N N N N Bunge Ltd. Finance Corp. 549300QHC068L40NNM71 120568BN9 805000.00000000 PA USD 765447.23000000 0.007297857225 Long DBT CORP US N 2 2031-04-21 Fixed 3.20000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LBE0 708000.00000000 PA USD 528813.47000000 0.005041765195 Long DBT CORP US N 2 2050-02-15 Fixed 3.55000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LBK6 2850000.00000000 PA USD 2724875.82000000 0.025979262727 Long DBT CORP US N 2 2054-04-15 Fixed 5.20000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LBL4 6280000.00000000 PA USD 6272111.63000000 0.059798995130 Long DBT CORP US N 2 2055-03-15 Fixed 5.50000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189TAZ7 250000.00000000 PA USD 280371.85000000 0.002673095742 Long DBT CORP US N 2 2037-05-01 Fixed 6.15000000 N N N N N N Business Jet Securities LLC N/A 12326TAB4 11572791.32000000 PA USD 11629141.56000000 0.110873501707 Long ABS-O CORP US Y 3 2039-09-15 Fixed 5.75400000 N N N N N N Business Jet Securities LLC N/A 12326TAC2 1074458.31000000 PA USD 1084399.84000000 0.010338786134 Long ABS-O CORP US Y 3 2039-09-15 Fixed 7.97400000 N N N N N N BXG Receivables Note Trust N/A 123919AC6 897686.45000000 PA USD 920622.52000000 0.008777315334 Long ABS-O CORP US Y 2 2038-11-15 Fixed 7.38000000 N N N N N N BXG Receivables Note Trust N/A 12434KAA4 1935964.94000000 PA USD 1927435.66000000 0.018376381423 Long ABS-O CORP US Y 2 2037-09-28 Fixed 4.12000000 N N N N N N CCO Holdings LLC N/A 1248EPCB7 1795000.00000000 PA USD 1790729.66000000 0.017073011536 Long DBT CORP US Y 2 2029-06-01 Fixed 5.37500000 N N N N N N CCO Holdings LLC N/A 1248EPCD3 10499000.00000000 PA USD 10150046.84000000 0.096771651616 Long DBT CORP US Y 2 2030-03-01 Fixed 4.75000000 N N N N N N CCO Holdings LLC N/A 1248EPCE1 6714000.00000000 PA USD 6403997.16000000 0.061056406131 Long DBT CORP US Y 2 2030-08-15 Fixed 4.50000000 N N N N N N CCO Holdings LLC N/A 1248EPCK7 7355000.00000000 PA USD 6855597.93000000 0.065362017039 Long DBT CORP US Y 2 2031-02-01 Fixed 4.25000000 N N N N N N CCO Holdings LLC N/A 1248EPCL5 200000.00000000 PA USD 178623.52000000 0.001703016086 Long DBT CORP US Y 2 2033-06-01 Fixed 4.50000000 N N N N N N CCO Holdings LLC N/A 1248EPCQ4 3730000.00000000 PA USD 3468625.10000000 0.033070249335 Long DBT CORP US Y 2 2032-02-01 Fixed 4.75000000 N N N N N N Cascade Funding Mortgage Trust N/A 12529YBY7 7150000.00000000 PA USD 5718269.70000000 0.054518605872 Long ABS-MBS CORP US Y 2 2029-08-29 Fixed 0.00000000 N N N N N N Cascade Funding Mortgage Trust N/A 12529YCG5 3000000.00000000 PA USD 2442912.00000000 0.023290988969 Long ABS-MBS CORP US Y 2 2029-09-29 Fixed 0.00000000 N N N N N N Cascade Funding Mortgage Trust N/A 12529YCJ9 400000.00000000 PA USD 306346.40000000 0.002920739929 Long ABS-MBS CORP US Y 2 2029-09-29 Fixed 0.00000000 N N N N N N CFIN 2022-RTL1 Issuer LLC N/A N/A 6498856.74000000 PA USD 6490733.17000000 0.061883356694 Long DBT CORP US N 3 2027-08-17 Fixed 0.00000000 N N N N N N CFIN 2022-RTL1 Issuer LLC N/A N/A 14105851.70000000 PA USD 14088219.39000000 0.134318617460 Long DBT CORP US N 3 2027-08-17 Fixed 0.00000000 N N N N N N CFMT LLC 9845005986F840FBE847 12530XAA9 8629800.94000000 PA USD 8538421.70000000 0.081406242072 Long ABS-MBS CORP US Y 3 2034-06-25 Variable 2.99999880 N N N N N N CGI, Inc. 549300WSRCZY73ZG3090 12532HAC8 170000.00000000 PA USD 167660.45000000 0.001598492983 Long DBT CORP CA N 2 2026-09-14 Fixed 1.45000000 N N N N N N Cigna Group (The) 549300VIWYMSIGT1U456 125523CM0 135000.00000000 PA USD 123734.41000000 0.001179697336 Long DBT CORP US N 2 2031-03-15 Fixed 2.37500000 N N N N N N Cigna Group (The) 549300VIWYMSIGT1U456 125523CU2 470000.00000000 PA USD 489168.79000000 0.004663788500 Long DBT CORP US N 2 2031-05-15 Fixed 5.12500000 N N N N N N CPS Auto Receivables Trust N/A 12598VAC8 3697015.54000000 PA USD 3734233.40000000 0.035602587784 Long ABS-O CORP US Y 2 2030-01-15 Fixed 7.17000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AZ0 1570000.00000000 PA USD 991847.97000000 0.009456386529 Long DBT CORP US Y 2 2029-02-01 Fixed 6.50000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307BH9 200000.00000000 PA USD 120030.26000000 0.001144381566 Long DBT CORP US Y 2 2031-11-15 Fixed 4.50000000 N N N N N N CSMC OA LLC 549300818AKCJ4Q9TD76 12649AAL3 10325000.00000000 PA USD 9089923.50000000 0.086664320276 Long ABS-MBS CORP US Y 2 2037-09-15 Fixed 4.33550000 N N N N N N CSMC OA LLC 549300818AKCJ4Q9TD76 12649AAN9 8974000.00000000 PA USD 7737652.02000000 0.073771616763 Long ABS-MBS CORP US Y 2 2037-09-15 Fixed 4.37330000 N N N N N N CNX Resources Corp. 549300JK3KH8PWM3B226 12653CAM0 1035000.00000000 PA USD 1036892.40000000 0.009885845028 Long DBT CORP US Y 2 2034-03-01 Fixed 5.87500000 N N N N N N CSL Finance plc 2549007CCNBNAF4HBC02 12661PAG4 1370000.00000000 PA USD 1418535.62000000 0.013524473038 Long DBT CORP GB Y 2 2034-04-03 Fixed 5.10600000 N N N N N N CPS Auto Receivables Trust N/A 12663UAD8 1000000.00000000 PA USD 1032312.90000000 0.009842183577 Long ABS-O CORP US Y 2 2029-01-16 Fixed 8.73000000 N N N N N N CPS Auto Receivables Trust N/A 12664LAD7 723000.00000000 PA USD 734114.97000000 0.006999132047 Long ABS-O CORP US Y 2 2029-04-16 Fixed 6.44000000 N N N N N N CSTL Commercial Mortgage Trust N/A 12676JAJ5 9500000.00000000 PA USD 9629107.85000000 0.091804962570 Long ABS-MBS CORP US Y 2 2042-11-10 Variable 6.35478840 N N N N N N Coterra Energy, Inc. FCNMH6O7VWU7LHXMK351 127097AG8 30000.00000000 PA USD 29965.29000000 0.000285692337 Long DBT CORP US N 2 2027-05-15 Fixed 3.90000000 N N N N N N Coterra Energy, Inc. FCNMH6O7VWU7LHXMK351 127097AM5 4260000.00000000 PA USD 4393061.01000000 0.041883921945 Long DBT CORP US N 2 2035-02-15 Fixed 5.40000000 N N N N N N Coterra Energy, Inc. FCNMH6O7VWU7LHXMK351 127097AN3 7513000.00000000 PA USD 7472916.42000000 0.071247598730 Long DBT CORP US N 2 2055-02-15 Fixed 5.90000000 N N N N N N Caesars Entertainment, Inc. 549300FA4CTCW903Y781 12769GAB6 2705000.00000000 PA USD 2773271.50000000 0.026440672409 Long DBT CORP US Y 2 2030-02-15 Fixed 7.00000000 N N N N N N Caesars Entertainment, Inc. 549300FA4CTCW903Y781 12769GAC4 5558000.00000000 PA USD 5648022.93000000 0.053848865519 Long DBT CORP US Y 2 2032-02-15 Fixed 6.50000000 N N N N N N CaixaBank SA 7CUNS533WID6K7DGFI87 12803RAB0 820000.00000000 PA USD 831649.12000000 0.007929033252 Long DBT CORP ES Y 2 2027-09-13 Variable 6.68400000 N N N N N N CaixaBank SA 7CUNS533WID6K7DGFI87 12803RAG9 11000000.00000000 PA USD 11470979.52000000 0.109365567598 Long DBT CORP ES Y 2 2030-03-15 Variable 5.67300000 N N N N N N CaixaBank SA 7CUNS533WID6K7DGFI87 12803RAM6 800000.00000000 PA USD 830029.46000000 0.007913591237 Long DBT CORP ES Y 2 2036-07-03 Variable 5.58100000 N N N N N N Calpine LLC 43R4VPJBXTU2O15HEF41 131347CN4 8755000.00000000 PA USD 8751756.27000000 0.083440197089 Long DBT CORP US Y 2 2028-03-15 Fixed 5.12500000 N N N N N N Camden Property Trust 5493002MYX22OHYJBD89 133131AX0 130000.00000000 PA USD 126554.70000000 0.001206586287 Long DBT CORP US N 2 2029-07-01 Fixed 3.15000000 N N N N N N Camden Property Trust 5493002MYX22OHYJBD89 133131BA9 400000.00000000 PA USD 404550.08000000 0.003857024506 Long DBT CORP US N 2 2026-11-03 Fixed 5.85000000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13607LWV1 500000.00000000 PA USD 524710.11000000 0.005002643314 Long DBT CORP CA N 2 2028-10-03 Fixed 5.98600000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13607PHS6 965000.00000000 PA USD 982322.16000000 0.009365566419 Long DBT CORP CA N 2 2030-09-11 Variable 4.63100000 N N N N N N Canadian Pacific Railway Co. 54930036474DURYNB481 13645RBH6 601000.00000000 PA USD 410350.30000000 0.003912324435 Long DBT CORP CA N 2 2051-12-02 Fixed 3.10000000 N N N N N N Canadian Pacific Railway Co. 54930036474DURYNB481 13648TAC1 1125000.00000000 PA USD 1086014.51000000 0.010354180573 Long DBT CORP CA N 2 2029-11-15 Fixed 2.87500000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HCJ2 100000.00000000 PA USD 90553.04000000 0.000863342541 Long DBT CORP US N 2 2032-11-02 Variable 2.61800000 N N N N N N CarMax Auto Owner Trust N/A 14318XAC9 456715.83000000 PA USD 461963.31000000 0.004404408491 Long ABS-O CORP US N 2 2028-07-17 Fixed 6.00000000 N N N N N N Carnival Corp. F1OF2ZSX47CR0BCWA982 143658BX9 6545000.00000000 PA USD 6775750.52000000 0.064600743139 Long DBT CORP PA Y 2 2033-02-15 Fixed 6.12500000 N N N N N N Carnival Corp. F1OF2ZSX47CR0BCWA982 143658CA8 2036000.00000000 PA USD 2112958.76000000 0.020145178857 Long DBT CORP PA Y 2 2032-08-01 Fixed 5.75000000 N N N N N N Carvana Auto Receivables Trust N/A 14686RAC6 3489000.00000000 PA USD 3536184.89000000 0.033714371728 Long ABS-O CORP US Y 2 2029-12-10 Fixed 6.55000000 N N N N N N Carvana Auto Receivables Trust N/A 14686TAD0 2000000.00000000 PA USD 2028508.80000000 0.019340023744 Long ABS-O CORP US Y 2 2029-03-12 Fixed 5.38000000 N N N N N N Carvana Auto Receivables Trust N/A 14688DAD3 1781246.42000000 PA USD 1778685.52000000 0.016958181394 Long ABS-O CORP US N 2 2028-02-10 Fixed 3.52000000 N N N N N N Carvana Auto Receivables Trust N/A 14688GAD6 709000.00000000 PA USD 726624.89000000 0.006927720809 Long ABS-O CORP US Y 2 2029-07-10 Fixed 5.71000000 N N N N N N Cascade MH Asset Trust N/A 14731QAA7 581924.58000000 PA USD 534578.61000000 0.005096730667 Long ABS-O CORP US Y 2 2046-02-25 Fixed 1.75300000 N N N N N N Cascade MH Asset Trust N/A 14731QAE9 2485000.00000000 PA USD 2180046.02000000 0.020784796098 Long ABS-O CORP US Y 2 2046-02-25 Fixed 4.57300000 N N N N N N Cascade MH Asset Trust N/A 14731VAE8 2402000.00000000 PA USD 2568573.42000000 0.024489058629 Long ABS-O CORP US Y 2 2056-11-25 Variable 7.50399840 N N N N N N Cascade MH Asset Trust N/A 14731VAF5 2414000.00000000 PA USD 2475411.68000000 0.023600844457 Long ABS-O CORP US Y 2 2056-11-25 Variable 8.34594120 N N N N N N Cascade MH Asset Trust N/A 14732FAB8 401843.00000000 PA USD 382031.74000000 0.003642332201 Long ABS-O CORP US Y 2 2044-11-25 Variable 5.00000040 N N N N N N Cascade MH Asset Trust N/A 14732KAB7 830982.10940000 PA USD 674410.12000000 0.006429899507 Long ABS-O CORP US Y 2 2054-08-25 Variable 4.25000160 N N N N N N N/A N/A N/A 1.00000000 NC N/A -5201.24000000 -0.00004958918 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 3451178.24000000 EUR 4079114.25000000 USD 2026-03-31 -5201.24000000 N N N Six Flags Entertainment Corp. N/A 150190AE6 1600000.00000000 PA USD 1538922.72000000 0.014672256756 Long DBT CORP US N 2 2029-07-15 Fixed 5.25000000 N N N N N N Six Flags Entertainment Corp. N/A 150190AK2 933000.00000000 PA USD 933777.19000000 0.008902733390 Long DBT CORP US N 2 2028-10-01 Fixed 6.50000000 N N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 15089QAP9 300000.00000000 PA USD 316265.10000000 0.003015305895 Long DBT CORP US N 2 2032-07-15 Fixed 7.37899920 N N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 15089QBC7 2179000.00000000 PA USD 2244350.39000000 0.021397880962 Long DBT CORP US N 2 2031-02-15 Fixed 7.00000000 N N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 15089QBD5 5119000.00000000 PA USD 5258825.49000000 0.050138214754 Long DBT CORP US N 2 2034-02-15 Fixed 7.37500000 N N N N N N Center Street Lending Resi-Investor ABS Mortgage Trust N/A 15169CAB4 1835000.00000000 PA USD 1859677.08000000 0.017730363745 Long ABS-MBS CORP US Y 3 2029-10-25 Variable 8.33500080 N N N N N N Center Street Lending Resi-Investor ABS Mortgage Trust N/A 151704AB9 3000000.00000000 PA USD 3013425.30000000 0.028730324884 Long ABS-MBS CORP US Y 3 2030-12-25 Variable 6.41000160 N N N N N N Central Garden & Pet Co. 5493004DVZLD37DJ0H83 153527AM8 145000.00000000 PA USD 144850.68000000 0.001381022153 Long DBT CORP US N 2 2028-02-01 Fixed 5.12500000 N N N N N N Central Garden & Pet Co. 5493004DVZLD37DJ0H83 153527AN6 1660000.00000000 PA USD 1601944.16000000 0.015273110026 Long DBT CORP US N 2 2030-10-15 Fixed 4.12500000 N N N N N N Charles River Laboratories International, Inc. 549300BSQ0R4UZ5KX287 159864AJ6 1760000.00000000 PA USD 1661707.17000000 0.015842897070 Long DBT CORP US Y 2 2031-03-15 Fixed 4.00000000 N N N N N N Chart Industries, Inc. EM7QGKC1GYOF3LSZSL80 16115QAF7 2465000.00000000 PA USD 2560671.36000000 0.024413719528 Long DBT CORP US Y 2 2030-01-01 Fixed 7.50000000 N N N N N N Charter Communications Operating LLC N/A 161175BA1 2203000.00000000 PA USD 2091810.36000000 0.019943547709 Long DBT CORP US N 2 2045-10-23 Fixed 6.48400000 N N N N N N Charter Communications Operating LLC N/A 161175BS2 19000.00000000 PA USD 15079.78000000 0.000143772264 Long DBT CORP US N 2 2049-07-01 Fixed 5.12500000 N N N N N N Charter Communications Operating LLC N/A 161175BZ6 44000.00000000 PA USD 31697.34000000 0.000302205890 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N Charter Communications Operating LLC N/A 161175CD4 2315000.00000000 PA USD 2185403.38000000 0.020835873751 Long DBT CORP US N 2 2029-01-15 Fixed 2.25000000 N N N N N N Charter Communications Operating LLC N/A 161175CE2 985000.00000000 PA USD 695567.39000000 0.006631615223 Long DBT CORP US N 2 2042-03-01 Fixed 3.50000000 N N N N N N Charter Communications Operating LLC N/A 161175CP7 3670000.00000000 PA USD 3897795.65000000 0.037162008083 Long DBT CORP US N 2 2034-02-01 Fixed 6.65000000 N N N N N N Charter Communications Operating LLC N/A 161175CR3 9565000.00000000 PA USD 10172628.96000000 0.096986952007 Long DBT CORP US N 2 2034-06-01 Fixed 6.55000000 N N N N N N Charter Communications Operating LLC N/A 161175CS1 12580000.00000000 PA USD 12660400.92000000 0.120705640719 Long DBT CORP US N 2 2035-12-01 Fixed 5.85000000 N N N N N N Chemours Co. (The) 549300M1BOLNXL8DOV14 163851AF5 1140000.00000000 PA USD 1146627.96000000 0.010932075804 Long DBT CORP US Y 2 2028-11-15 Fixed 5.75000000 N N N N N N Chemours Co. (The) 549300M1BOLNXL8DOV14 163851AL2 420000.00000000 PA USD 419475.13000000 0.003999321558 Long DBT CORP US Y 2 2034-03-15 Fixed 7.87500000 N N N N N N Cheniere Energy Partners LP 5493005UEC8AZ34LDV29 16411QAG6 2794000.00000000 PA USD 2810608.09000000 0.026796643523 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N Cheniere Energy Partners LP 5493005UEC8AZ34LDV29 16411QAK7 3000000.00000000 PA USD 2940559.71000000 0.028035616416 Long DBT CORP US N 2 2031-03-01 Fixed 4.00000000 N N N N N N Cheniere Energy Partners LP 5493005UEC8AZ34LDV29 16411QAS0 19445000.00000000 PA USD 20547975.23000000 0.195906632918 Long DBT CORP US N 2 2034-08-15 Fixed 5.75000000 N N N N N N Cheniere Energy, Inc. MIHC87W9WTYSYZWV1J40 16411RAK5 5625000.00000000 PA USD 5622990.64000000 0.053610204941 Long DBT CORP US N 2 2028-10-15 Fixed 4.62500000 N N N N N N Cheniere Corpus Christi Holdings LLC 549300I7CIEWU1BBLQ53 16412XAJ4 6500000.00000000 PA USD 6410692.67000000 0.061120241853 Long DBT CORP US N 2 2029-11-15 Fixed 3.70000000 N N N N N N Expand Energy Corp. X2MT1W32SPAZ9WSKLE78 165167DG9 650000.00000000 PA USD 650320.59000000 0.006200227306 Long DBT CORP US Y 2 2029-02-01 Fixed 5.87500000 N N N N N N Churchill Downs, Inc. 529900FODTBQC8MIS994 171484AJ7 940000.00000000 PA USD 968299.64000000 0.009231874187 Long DBT CORP US Y 2 2031-05-01 Fixed 6.75000000 N N N N N N Cinemark USA, Inc. 54930008H2137JSCPQ09 172441BF3 700000.00000000 PA USD 700126.00000000 0.006675077507 Long DBT CORP US Y 2 2028-07-15 Fixed 5.25000000 N N N N N N Cinemark USA, Inc. 54930008H2137JSCPQ09 172441BH9 705000.00000000 PA USD 734273.59000000 0.007000644348 Long DBT CORP US Y 2 2032-08-01 Fixed 7.00000000 N N N N N N Cipher Compute LLC N/A 17253NAA5 2079000.00000000 PA USD 2167033.18000000 0.020660730264 Long DBT CORP US Y 2 2030-11-15 Fixed 7.12500000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967LD1 1115000.00000000 PA USD 1113452.55000000 0.010615777834 Long DBT CORP US N 2 2028-01-10 Variable 3.88700000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967LP4 1200000.00000000 PA USD 1194315.61000000 0.011386735051 Long DBT CORP US N 2 2028-07-24 Variable 3.66800000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967LW9 1295000.00000000 PA USD 1296920.65000000 0.012364982673 Long DBT CORP US N 2 2029-04-23 Variable 4.07500000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967ME8 500000.00000000 PA USD 498301.19000000 0.004750857795 Long DBT CORP US N 2 2030-03-20 Variable 3.98000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967MP3 155000.00000000 PA USD 155807.93000000 0.001485489767 Long DBT CORP US N 2 2031-03-31 Variable 4.41200000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967MS7 620000.00000000 PA USD 579526.31000000 0.005525266933 Long DBT CORP US N 2 2031-06-03 Variable 2.57200000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967MY4 13540000.00000000 PA USD 12393678.01000000 0.118162675457 Long DBT CORP US N 2 2032-05-01 Variable 2.56100000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967NA5 650000.00000000 PA USD 645415.60000000 0.006153462597 Long DBT CORP US N 2 2027-06-09 Variable 1.46200000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967NE7 1665000.00000000 PA USD 1506185.99000000 0.014360141208 Long DBT CORP US N 2 2032-11-03 Variable 2.52000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967NF4 55000.00000000 PA USD 41004.70000000 0.000390943274 Long DBT CORP US N 2 2042-11-03 Variable 2.90400000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967NN7 840000.00000000 PA USD 808309.45000000 0.007706510297 Long DBT CORP US N 2 2033-03-17 Variable 3.78500000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967PA3 2500000.00000000 PA USD 2743355.03000000 0.026155445527 Long DBT CORP US N 2 2033-11-17 Variable 6.27000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967PF2 645000.00000000 PA USD 664596.31000000 0.006336333574 Long DBT CORP US N 2 2030-02-13 Variable 5.17400000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967PG0 9140000.00000000 PA USD 9509833.92000000 0.090667791936 Long DBT CORP US N 2 2035-02-13 Variable 5.82700000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967PK1 11135000.00000000 PA USD 11509091.46000000 0.109728930984 Long DBT CORP US N 2 2029-08-15 Variable 7.12500000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967PR6 5520000.00000000 PA USD 5646656.40000000 0.053835836873 Long DBT CORP US N 2 2030-02-15 Variable 6.75000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967QF1 19823000.00000000 PA USD 19974321.05000000 0.190437351511 Long DBT CORP US N 2 2031-09-11 Variable 4.50300000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967QH7 13507000.00000000 PA USD 13742789.40000000 0.131025250328 Long DBT CORP US N 2 2036-09-11 Variable 5.17400000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 17325FBB3 500000.00000000 PA USD 523660.34000000 0.004992634692 Long DBT CORP US N 2 2028-09-29 Fixed 5.80300000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 17325FBK3 840000.00000000 PA USD 862827.29000000 0.008226289319 Long DBT CORP US N 2 2029-08-06 Fixed 4.83800000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 17327CAT0 10543000.00000000 PA USD 10667406.56000000 0.101704215512 Long DBT CORP US N 2 2030-09-19 Variable 4.54200000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 17327CAV5 1965000.00000000 PA USD 2020188.99000000 0.019260701770 Long DBT CORP US N 2 2030-02-15 Variable 6.95000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 17327CBA0 5450000.00000000 PA USD 5617956.36000000 0.053562207567 Long DBT CORP US N 2 2036-03-27 Variable 5.33300000 N N N N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 17888HAA1 455000.00000000 PA USD 470271.62000000 0.004483620823 Long DBT CORP US Y 2 2028-07-01 Fixed 8.37500000 N N N N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 17888HAB9 3502000.00000000 PA USD 3676676.26000000 0.035053831745 Long DBT CORP US Y 2 2031-07-01 Fixed 8.75000000 N N N N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 17888HAC7 2795000.00000000 PA USD 2958082.66000000 0.028202682129 Long DBT CORP US Y 2 2030-11-01 Fixed 8.62500000 N N N N N N Clarios Global LP N/A 18060TAC9 1215000.00000000 PA USD 1242772.47000000 0.011848728030 Long DBT CORP US Y 2 2028-05-15 Fixed 6.75000000 N N N N N N Clarios Global LP N/A 18060TAD7 1683000.00000000 PA USD 1762875.18000000 0.016807443891 Long DBT CORP US Y 2 2030-02-15 Fixed 6.75000000 N N N N N N Clarivate Science Holdings Corp. N/A 18064PAC3 415000.00000000 PA USD 388155.14000000 0.003700713363 Long DBT CORP US Y 2 2028-07-01 Fixed 3.87500000 N N N N N N Clear Channel Outdoor Holdings, Inc. 254900XBEE6V1ENYS150 18453HAG1 2695000.00000000 PA USD 2848644.51000000 0.027159286892 Long DBT CORP US Y 2 2031-02-15 Fixed 7.12500000 N N N N N N Clear Channel Outdoor Holdings, Inc. 254900XBEE6V1ENYS150 18453HAH9 1260000.00000000 PA USD 1360196.46000000 0.012968261135 Long DBT CORP US Y 2 2033-03-15 Fixed 7.50000000 N N N N N N Cleveland-Cliffs, Inc. 549300TM2WLI2BJMDD86 185899AK7 310000.00000000 PA USD 303395.23000000 0.002892603153 Long DBT CORP US Y 2 2029-03-01 Fixed 4.62500000 N N N N N N Cleveland-Cliffs, Inc. 549300TM2WLI2BJMDD86 185899AN1 2880000.00000000 PA USD 2922724.80000000 0.027865576442 Long DBT CORP US Y 2 2030-04-15 Fixed 6.75000000 N N N N N N Cleveland-Cliffs, Inc. 549300TM2WLI2BJMDD86 185899AS0 380000.00000000 PA USD 396623.86000000 0.003781455062 Long DBT CORP US Y 2 2031-09-15 Fixed 7.50000000 N N N N N N Cleveland-Cliffs, Inc. 549300TM2WLI2BJMDD86 18589GAA3 525000.00000000 PA USD 538792.36000000 0.005136905019 Long DBT CORP US Y 2 2034-01-15 Fixed 7.62500000 N N N N N N Clydesdale Acquisition Holdings, Inc. 254900QKSDYFR3K5YD98 18972EAD7 1435000.00000000 PA USD 1445835.10000000 0.013784749252 Long DBT CORP US Y 2 2032-04-15 Fixed 6.75000000 N N N N N N CNO Global Funding 6354008GTNR4833ULD48 18977W2D1 1000000.00000000 PA USD 1019478.61000000 0.009719820059 Long DBT CORP US Y 2 2027-06-04 Fixed 5.87500000 N N N N N N CNO Global Funding 6354008GTNR4833ULD48 18977W2F6 850000.00000000 PA USD 865232.93000000 0.008249224953 Long DBT CORP US Y 2 2029-09-09 Fixed 4.95000000 N N N N N N Permian Resources Operating LLC 5493004CTVUMQLRPOE23 19416MAB5 3500000.00000000 PA USD 3511872.00000000 0.033482569988 Long DBT CORP US Y 2 2029-07-01 Fixed 5.87500000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325EL5 1000000.00000000 PA USD 1067250.00000000 0.010175277692 Long DBT NUSS CO N 2 2035-11-14 Fixed 8.00000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325EM3 3400000.00000000 PA USD 3734220.00000000 0.035602460027 Long DBT NUSS CO N 2 2053-11-14 Fixed 8.75000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325EP6 2211000.00000000 PA USD 2302093.20000000 0.021948407199 Long DBT NUSS CO N 2 2036-11-07 Fixed 7.75000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325EU5 1014000.00000000 PA USD 1011465.00000000 0.009643417429 Long DBT NUSS CO N 2 2031-01-21 Fixed 6.12500000 N N N N N N Columbia Pipelines Holding Co. LLC N/A 19828AAD9 667000.00000000 PA USD 686173.80000000 0.006542055713 Long DBT CORP US Y 2 2031-10-01 Fixed 5.09700000 N N N N N N Columbia Pipelines Operating Co. LLC N/A 19828TAB2 5910000.00000000 PA USD 6403242.63000000 0.061049212360 Long DBT CORP US Y 2 2033-11-15 Fixed 6.03600000 N N N N N N Columbia Pipelines Operating Co. LLC N/A 19828TAE6 210000.00000000 PA USD 226906.33000000 0.002163349653 Long DBT CORP US Y 2 2043-08-15 Fixed 6.49700000 N N N N N N Columbia Pipelines Operating Co. LLC N/A 19828TAH9 1200000.00000000 PA USD 1218673.01000000 0.011618961155 Long DBT CORP US Y 2 2055-02-15 Fixed 5.96200000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NCG4 500000.00000000 PA USD 375261.88000000 0.003577787618 Long DBT CORP US N 2 2052-11-01 Fixed 4.04900000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NCJ8 515000.00000000 PA USD 457991.23000000 0.004366538248 Long DBT CORP US N 2 2038-03-01 Fixed 3.90000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NCU3 1344000.00000000 PA USD 1355782.83000000 0.012926181106 Long DBT CORP US N 2 2030-10-15 Fixed 4.25000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NCY5 813000.00000000 PA USD 649018.67000000 0.006187814658 Long DBT CORP US N 2 2039-11-01 Fixed 3.25000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NDA6 2230000.00000000 PA USD 2122671.64000000 0.020237782512 Long DBT CORP US N 2 2030-02-01 Fixed 2.65000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NDM0 7000000.00000000 PA USD 6328540.26000000 0.060336991832 Long DBT CORP US N 2 2031-01-15 Fixed 1.95000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NDN8 450000.00000000 PA USD 397359.57000000 0.003788469401 Long DBT CORP US N 2 2031-02-15 Fixed 1.50000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NDS7 5520000.00000000 PA USD 3332086.40000000 0.031768474504 Long DBT CORP US N 2 2051-11-01 Fixed 2.88700000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NDU2 16059000.00000000 PA USD 9365151.92000000 0.089288377997 Long DBT CORP US N 2 2056-11-01 Fixed 2.93700000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NDW8 2200000.00000000 PA USD 1225932.07000000 0.011688169823 Long DBT CORP US N 2 2063-11-01 Fixed 2.98700000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NEF4 2585000.00000000 PA USD 2381030.08000000 0.022701000007 Long DBT CORP US N 2 2053-05-15 Fixed 5.35000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NEJ6 540000.00000000 PA USD 564193.68000000 0.005379083969 Long DBT CORP US N 2 2034-06-01 Fixed 5.30000000 N N N N N N Comision Ejecutiva Hidroelectrica del Rio Lempa 254900YU43PQQ27Q0E71 200444AA5 1078000.00000000 PA USD 1143758.00000000 0.010904713293 Long DBT NUSS SV Y 2 2033-01-24 Fixed 8.65000000 N N N N N N Comision Federal de Electricidad 4469000001BFPONMPF32 200447AR1 928000.00000000 PA USD 938904.00000000 0.008951612955 Long DBT NUSS MX Y 2 2051-01-28 Fixed 6.50000000 N N N N N N Commercial Credit, Inc. N/A 201616AA7 7000000.00000000 PA USD 6901579.37000000 0.065800409094 Long DBT CORP US Y 2 2030-08-30 Fixed 8.75000000 N N N N N N Commercial Metals Co. 549300OQS2LO07ZJ7N73 201723AS2 1725000.00000000 PA USD 1759991.63000000 0.016779951812 Long DBT CORP US Y 2 2033-11-15 Fixed 5.75000000 N N N N N N Commonwealth Edison Co. D8YOXB8L2ZDC8P7Q0771 202795JY7 450000.00000000 PA USD 430276.51000000 0.004102303090 Long DBT CORP US N 2 2053-02-01 Fixed 5.30000000 N N N N N N Comstock Resources, Inc. I03QQGEA4SS774AURI46 205768AS3 2265000.00000000 PA USD 2256243.51000000 0.021511271263 Long DBT CORP US Y 2 2029-03-01 Fixed 6.75000000 N N N N N N Connecticut Avenue Securities Trust N/A 20754EAB1 1500000.00000000 PA USD 1539641.10000000 0.014679105869 Long ABS-MBS CORP US Y 2 2043-07-25 Floating 6.36720840 N N N N N N Connecticut Avenue Securities N/A 20755JAA1 5391598.47000000 PA USD 5393257.46000000 0.051419903792 Long ABS-MBS CORP US Y 2 2045-01-25 Floating 4.61720880 N N N N N N Connecticut Light and Power Co. (The) 549300O45IUXEDS1VZ32 207597EL5 46000.00000000 PA USD 37333.74000000 0.000355943941 Long DBT CORP US N 2 2048-04-01 Fixed 4.00000000 N N N N N N ConocoPhillips Co. 6VJJ5GQWIRDQ06DUXG89 20826FAV8 990000.00000000 PA USD 748262.63000000 0.007134017378 Long DBT CORP US N 2 2052-03-15 Fixed 3.80000000 N N N N N N ConocoPhillips Co. 6VJJ5GQWIRDQ06DUXG89 20826FBG0 5840000.00000000 PA USD 5760823.27000000 0.054924316241 Long DBT CORP US N 2 2054-03-15 Fixed 5.55000000 N N N N N N Consolidated Edison Co. of New York, Inc. VZFZPMWDHTQCFKYOBP05 209111FT5 225000.00000000 PA USD 197740.06000000 0.001885275260 Long DBT CORP US N 2 2048-12-01 Fixed 4.65000000 N N N N N N Consolidated Edison Co. of New York, Inc. VZFZPMWDHTQCFKYOBP05 209111FV0 491000.00000000 PA USD 396678.01000000 0.003781971334 Long DBT CORP US N 2 2049-05-15 Fixed 4.12500000 N N N N N N Constellation Brands, Inc. 5493005GKEG8QCVY7037 21036PBC1 345000.00000000 PA USD 350252.53000000 0.003339345753 Long DBT CORP US N 2 2028-11-15 Fixed 4.65000000 N N N N N N Constellation Energy Generation LLC S2PEWKCZFFECR4533P43 210385AG5 4280000.00000000 PA USD 4280791.67000000 0.040813533835 Long DBT CORP US Y 2 2029-02-01 Fixed 4.62500000 N N N N N N Constellation Energy Generation LLC S2PEWKCZFFECR4533P43 210385AJ9 343000.00000000 PA USD 348191.06000000 0.003319691473 Long DBT CORP US Y 2 2031-02-01 Fixed 5.00000000 N N N N N N Consumers Energy Co. 7NKTFWJ1G6MELP9TU740 210518CU8 1610000.00000000 PA USD 1363346.74000000 0.012998296247 Long DBT CORP US N 2 2043-05-15 Fixed 3.95000000 N N N N N N Consumers Energy Co. 7NKTFWJ1G6MELP9TU740 210518DU7 365000.00000000 PA USD 369944.31000000 0.003527089327 Long DBT CORP US N 2 2033-05-15 Fixed 4.62500000 N N N N N N Consumers 2023 Securitization Funding LLC N/A 21071BAB1 771000.00000000 PA USD 798147.91000000 0.007609629068 Long DBT CORP US N 2 2030-09-01 Fixed 5.21000000 N N N N N N Cooper-Standard Automotive, Inc. ITCH5B3Q4RTX2PH9UN62 216762AH7 46263.00000000 PA USD 47294.48000000 0.000450910721 Long DBT CORP US Y 2 2027-03-31 Fixed 13.50000000 N N N N N N Cooper-Standard Automotive, Inc. ITCH5B3Q4RTX2PH9UN62 216762AJ3 32879.00000000 PA USD 33315.40000000 0.000317632650 Long DBT CORP US Y 2 2027-05-15 Fixed 5.62500000 N N N N N N Cooper-Standard Automotive, Inc. ITCH5B3Q4RTX2PH9UN62 216762AK0 3328000.00000000 PA USD 3337384.96000000 0.031818991552 Long DBT CORP US Y 2 2031-03-01 Fixed 9.25000000 N N N N N N Corebridge Financial, Inc. 549300XY1661QCIA7J65 21871XAP4 1700000.00000000 PA USD 1737024.57000000 0.016560981361 Long DBT CORP US N 2 2052-12-15 Variable 6.87500000 N N N N N N CoreVest American Finance Trust N/A 21872FAG2 551000.00000000 PA USD 557661.59000000 0.005316806312 Long ABS-O CORP US Y 2 2052-03-15 Variable 5.57087040 N N N N N N CoreVest American Finance Trust N/A 21872GAN5 1043000.00000000 PA USD 985138.11000000 0.009392413993 Long ABS-O CORP US Y 2 2052-06-15 Variable 5.13520200 N N N N N N CoreVest American Finance Trust N/A 21872NAN0 570000.00000000 PA USD 532644.65000000 0.005078292082 Long ABS-O CORP US Y 2 2052-10-15 Variable 4.70619000 N N N N N N CoreWeave, Inc. 984500511DP2B6186053 21873SAB4 785000.00000000 PA USD 768868.09000000 0.007330472077 Long DBT CORP US Y 2 2030-06-01 Fixed 9.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H050631 31025000.00000000 PA USD 31130261.31000000 0.296799300507 Long ABS-MBS USGA US N 2 2056-03-15 Fixed 5.00000000 N N N N N N COPT Defense Properties LP H0TWO5VRNEP6CQAWPX27 22003BAL0 94000.00000000 PA USD 93930.63000000 0.000895544852 Long DBT CORP US N 2 2026-03-15 Fixed 2.25000000 N N N N N N Republic of Costa Rica 549300S1EK2VN6XVJP58 221597CV7 800000.00000000 PA USD 913832.48000000 0.008712578354 Long DBT NUSS CR Y 2 2054-11-13 Fixed 7.30000000 N N N N N N Republic of Cote d'Ivoire 254900ICW11T82O6H590 221625AU0 1402000.00000000 PA USD 1530984.00000000 0.014596568135 Long DBT NUSS CI Y 2 2037-01-30 Fixed 8.25000000 N N N N N N Republic of Cote d'Ivoire 254900ICW11T82O6H590 221625AV8 2100000.00000000 PA USD 2264094.00000000 0.021586118689 Long DBT NUSS CI Y 2 2036-04-01 Fixed 8.07500000 N N N N N N Republic of Cote d'Ivoire 254900ICW11T82O6H590 221625AX4 3990000.00000000 PA USD 3806460.00000000 0.036291204052 Long DBT NUSS CI Y 2 2041-02-25 Fixed 6.75000000 N N N N N N Consumer Portfolio Services Auto Trust N/A 223936AC9 8000000.00000000 PA USD 8098363.20000000 0.077210676424 Long ABS-O CORP US Y 2 2032-02-17 Fixed 4.85000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 224927AE3 1675000.00000000 PA USD 1703059.77000000 0.016237157260 Long ABS-O CORP US Y 2 2033-07-15 Fixed 7.71000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 224936AE4 2700000.00000000 PA USD 2778430.68000000 0.026489860593 Long ABS-O CORP US Y 2 2033-12-15 Fixed 7.62000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22530BAB4 5000000.00000000 PA USD 5084000.00000000 0.048471409499 Long ABS-O CORP US N 2 2034-04-17 Fixed 7.68000000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 22534PAC7 990000.00000000 PA USD 1020046.16000000 0.009725231142 Long DBT CORP FR Y 2 2028-07-12 Fixed 5.30100000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22534QAG6 1000000.00000000 PA USD 1009036.00000000 0.009620259078 Long ABS-O CORP US Y 2 2033-04-18 Fixed 9.00000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22535PAC6 4820000.00000000 PA USD 4975554.90000000 0.047437482109 Long ABS-O CORP US Y 2 2034-04-17 Fixed 7.30000000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 22535WAJ6 3245000.00000000 PA USD 3415486.36000000 0.032563618803 Long DBT CORP FR Y 2 2029-10-03 Variable 6.31600000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 22535WAL1 670000.00000000 PA USD 675720.06000000 0.006442388618 Long DBT CORP FR Y 2 2028-09-11 Variable 4.63100000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 22535WAN7 8090000.00000000 PA USD 8598702.03000000 0.081980961301 Long DBT CORP FR Y 2 2036-01-09 Variable 5.86200000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22537EAE5 1500000.00000000 PA USD 1525356.60000000 0.014542915891 Long ABS-O CORP US Y 2 2033-09-15 Fixed 7.15000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401AP3 10000000.00000000 PA USD 9971459.00000000 0.095068975707 Long DBT CORP CH Y 2 2031-04-01 Variable 4.19400000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401BP2 2520000.00000000 PA USD 2511801.05000000 0.023947784672 Long DBT CORP CH Y 2 2037-03-23 Variable 5.01000000 N N N N N N UBS Americas, Inc. T2E64KWP8B9GCLM28W20 22541LAE3 53000.00000000 PA USD 61144.54000000 0.000582958701 Long DBT CORP US N 2 2032-07-15 Fixed 7.12500000 N N N N N N Crown Castle, Inc. 54930012H97VSM0I2R19 22822VAZ4 270000.00000000 PA USD 267056.77000000 0.002546148319 Long DBT CORP US N 2 2027-03-15 Fixed 2.90000000 N N N N N N CSTL Commercial Mortgage Trust N/A 228920AJ3 4124000.00000000 PA USD 4178291.22000000 0.039836283385 Long ABS-MBS CORP US Y 2 2043-02-10 Variable 6.34275000 N N N N N N DLLAA LLC N/A 23292HAC5 840590.90000000 PA USD 849282.61000000 0.008097152865 Long ABS-O CORP US Y 2 2028-02-22 Fixed 5.64000000 N N N N N N DTE Energy Co. 549300IX8SD6XXD71I78 233331BJ5 500000.00000000 PA USD 509629.20000000 0.004858860276 Long DBT CORP US N 2 2028-06-01 Fixed 4.87500000 N N N N N N DTE Energy Co. 549300IX8SD6XXD71I78 233331BK2 7790000.00000000 PA USD 8014890.91000000 0.076414842523 Long DBT CORP US N 2 2029-03-01 Fixed 5.10000000 N N N N N N DTE Energy Co. 549300IX8SD6XXD71I78 233331BM8 450000.00000000 PA USD 455360.00000000 0.004341451815 Long DBT CORP US N 2 2027-07-01 Fixed 4.95000000 N N N N N N DTE Electric Co. 9N0FWODEJVKHC2DYLO03 23338VAP1 2000000.00000000 PA USD 1407269.86000000 0.013417064055 Long DBT CORP US N 2 2051-04-01 Fixed 3.25000000 N N N N N N DTE Electric Co. 9N0FWODEJVKHC2DYLO03 23338VAR7 50000.00000000 PA USD 37646.00000000 0.000358921062 Long DBT CORP US N 2 2052-03-01 Fixed 3.65000000 N N N N N N DTE Electric Co. 9N0FWODEJVKHC2DYLO03 23338VAV8 500000.00000000 PA USD 522514.89000000 0.004981713847 Long DBT CORP US N 2 2034-03-01 Fixed 5.20000000 N N N N N N DNB Bank ASA 549300GKFG0RYRRQ1414 23341CAE3 2500000.00000000 PA USD 2568247.95000000 0.024485955562 Long DBT CORP NO Y 2 2030-11-05 Variable 4.85300000 N N N N N N DT Midstream, Inc. N/A 23345MAA5 790000.00000000 PA USD 784447.31000000 0.007479006056 Long DBT CORP US Y 2 2029-06-15 Fixed 4.12500000 N N N N N N DT Midstream, Inc. N/A 23345MAB3 1090000.00000000 PA USD 1074513.99000000 0.010244533363 Long DBT CORP US Y 2 2031-06-15 Fixed 4.37500000 N N N N N N DT Auto Owner Trust N/A 23345WAE5 3300000.00000000 PA USD 3507053.88000000 0.033436633507 Long ABS-O CORP US Y 2 2030-05-15 Fixed 10.21000000 N N N N N N DT Auto Owner Trust N/A 23346CAG3 1600000.00000000 PA USD 1634137.44000000 0.015580044262 Long ABS-O CORP US Y 2 2029-02-15 Fixed 6.62000000 N N N N N N DT Auto Owner Trust N/A 23346CAJ7 3000000.00000000 PA USD 3171023.40000000 0.030232882327 Long ABS-O CORP US Y 2 2030-04-15 Fixed 11.06000000 N N N N N N DT Auto Owner Trust N/A 23346KAG5 1440000.00000000 PA USD 1462725.36000000 0.013945782830 Long ABS-O CORP US Y 2 2028-11-15 Fixed 6.44000000 N N N N N N DTE Electric Securitization Funding II LLC N/A 23346TAB7 400000.00000000 PA USD 442443.59000000 0.004218305356 Long DBT CORP US N 2 2037-09-01 Fixed 6.09000000 N N N N N N DP Lion Holdco LLC 254900327YUW2NAXPW14 23359MAC4 1059027.96000000 PA USD 1087198.10000000 0.010365465049 Long ABS-O CORP US N 2 2043-11-30 Fixed 12.72500000 N N N N N N Dana, Inc. KVWHW7YLZPFJM8QYNJ51 235825AJ5 22000.00000000 PA USD 20953.31000000 0.000199771138 Long DBT CORP US N 2 2032-02-15 Fixed 4.50000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636ABH3 845000.00000000 PA USD 881882.06000000 0.008407959571 Long DBT CORP DK Y 2 2030-03-01 Variable 5.70500000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636ABJ9 1113000.00000000 PA USD 1127585.90000000 0.010750526731 Long DBT CORP DK Y 2 2030-10-02 Variable 4.61300000 N N N N N N Darling Ingredients, Inc. L1N0SPPKS7EXZYUMZ898 237266AH4 70000.00000000 PA USD 69980.03000000 0.000667197224 Long DBT CORP US Y 2 2027-04-15 Fixed 5.25000000 N N N N N N Darling Ingredients, Inc. L1N0SPPKS7EXZYUMZ898 237266AJ0 1330000.00000000 PA USD 1346970.80000000 0.012842166253 Long DBT CORP US Y 2 2030-06-15 Fixed 6.00000000 N N N N N N DaVita, Inc. M2XHYMU3TZNEZURC6H66 23918KAS7 2020000.00000000 PA USD 1977431.53000000 0.018853047491 Long DBT CORP US Y 2 2030-06-01 Fixed 4.62500000 N N N N N N Deephaven Residential Mortgage Trust N/A 24380WAA7 13671486.01000000 PA USD 13813177.29000000 0.131696336135 Long ABS-O CORP US Y 2 2055-10-25 Variable 5.22399960 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526CS6 195000.00000000 PA USD 203943.02000000 0.001944414956 Long DBT CORP DE N 2 2029-01-18 Variable 6.72000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526CT4 3355000.00000000 PA USD 3690303.56000000 0.035183755907 Long DBT CORP DE N 2 2034-02-10 Variable 7.07900000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526CU1 825000.00000000 PA USD 878628.70000000 0.008376941682 Long DBT CORP DE N 2 2029-11-20 Variable 6.81900000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526CV9 167000.00000000 PA USD 169474.11000000 0.001615784615 Long DBT CORP DE N 2 2028-02-08 Variable 5.70600000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526CW7 325000.00000000 PA USD 338867.98000000 0.003230804214 Long DBT CORP DE N 2 2029-05-10 Fixed 5.41400000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526DD8 10775000.00000000 PA USD 10836776.52000000 0.103319007150 Long DBT CORP DE N 2 2031-12-10 Variable 4.46900000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 25160PAG2 3170000.00000000 PA USD 2973578.78000000 0.028350423824 Long DBT CORP DE N 2 2033-01-07 Variable 3.74200000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 25160PAH0 1300000.00000000 PA USD 1283706.32000000 0.012238995813 Long DBT CORP DE N 2 2028-01-07 Variable 2.55200000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 25160PAN7 315000.00000000 PA USD 318561.65000000 0.003037201453 Long DBT CORP DE N 2 2027-07-13 Variable 7.14600000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 25160PAQ0 4550000.00000000 PA USD 4650069.92000000 0.044334272874 Long DBT CORP DE N 2 2029-01-10 Variable 5.37300000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 25160PAR8 8900000.00000000 PA USD 8976051.39000000 0.085578651182 Long DBT CORP DE N 2 2032-02-06 Variable 4.72500000 N N N N N N Diamond Foreign Asset Co. N/A 25260WAD3 740000.00000000 PA USD 786603.72000000 0.007499565504 Long DBT CORP KY Y 2 2030-10-01 Fixed 8.50000000 N N N N N N Digicel International Finance Ltd. N/A 25381MAA5 2153000.00000000 PA USD 2240772.43000000 0.021363768302 Long DBT CORP US Y 2 2032-08-01 Fixed 8.62500000 N N N N N N DISH Network Corp. 529900U350CWHH15G169 25470MAG4 2615000.00000000 PA USD 2707246.74000000 0.025811185159 Long DBT CORP US Y 2 2027-11-15 Fixed 11.75000000 N N N N N N DISH DBS Corp. N/A 25470XBE4 175000.00000000 PA USD 169982.98000000 0.001620636237 Long DBT CORP US Y 2 2026-12-01 Fixed 5.25000000 N N N N N N DLIC Re-REMIC Trust N/A 255928AG8 8410000.00000000 PA USD 8087311.66000000 0.077105309838 Long ABS-MBS CORP US Y 3 2049-08-27 Variable 1.09962360 N N N N N N DLIC Re-REMIC Trust N/A 255928AN3 6195000.00000000 PA USD 6034547.64000000 0.057534034186 Long ABS-MBS CORP US Y 3 2037-10-27 Variable 3.59496360 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 25714PEE4 1300000.00000000 PA USD 1172600.00000000 0.011179696061 Long DBT NUSS DO Y 2 2060-01-30 Fixed 5.87500000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 25714PEN4 900000.00000000 PA USD 918000.00000000 0.008752311943 Long DBT NUSS DO Y 2 2033-02-22 Fixed 6.00000000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 25714PFC7 1000000.00000000 PA USD 1084000.00000000 0.010334974015 Long DBT NUSS DO Y 2 2055-02-24 Fixed 7.15000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDT3 630000.00000000 PA USD 659676.15000000 0.006289424233 Long DBT CORP US N 2 2055-02-01 Variable 6.87500000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDU0 410000.00000000 PA USD 445088.21000000 0.004243519451 Long DBT CORP US N 2 2054-06-01 Variable 7.00000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDV8 5450000.00000000 PA USD 5657356.15000000 0.053937849455 Long DBT CORP US N 2 2055-05-15 Variable 6.62500000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDZ9 7661000.00000000 PA USD 7774022.73000000 0.074118379072 Long DBT CORP US N 2 2056-02-15 Variable 6.00000000 N N N N N N Drive Auto Receivables Trust N/A 26207AAG8 5800000.00000000 PA USD 5863552.34000000 0.055903746379 Long ABS-O CORP US N 2 2032-05-17 Fixed 4.94000000 N N N N N N Drive Auto Receivables Trust N/A 262103AG9 10865000.00000000 PA USD 10970301.41000000 0.104592047988 Long ABS-O CORP US N 2 2032-12-15 Fixed 4.90000000 N N N N N N EIDP, Inc. GLU7INWNWH88J9XBXD45 263534CR8 320000.00000000 PA USD 323918.47000000 0.003088273958 Long DBT CORP US N 2 2033-05-15 Fixed 4.80000000 N N N N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 26441CCF0 550000.00000000 PA USD 545357.44000000 0.005199497206 Long DBT CORP US N 2 2054-06-15 Fixed 5.80000000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CAZ7 634000.00000000 PA USD 445372.10000000 0.004246226089 Long DBT CORP US N 2 2049-08-15 Fixed 3.20000000 N N N N N N Duke Energy Ohio, Inc. L6KC0HABGHNFU1Z6QY21 26442EAJ9 624000.00000000 PA USD 653636.81000000 0.006231844508 Long DBT CORP US N 2 2033-04-01 Fixed 5.25000000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 26442UAV6 3232000.00000000 PA USD 3223175.99000000 0.030730110798 Long DBT CORP US N 2 2055-03-15 Fixed 5.55000000 N N N N N N Duke Energy Indiana LLC 6URPHM2EAWGJ2C6ISB97 26443TAB2 125000.00000000 PA USD 87856.82000000 0.000837636486 Long DBT CORP US N 2 2049-10-01 Fixed 3.25000000 N N N N N N Duke Energy Indiana LLC 6URPHM2EAWGJ2C6ISB97 26443TAC0 395000.00000000 PA USD 249904.86000000 0.002382620142 Long DBT CORP US N 2 2050-04-01 Fixed 2.75000000 N N N N N N Duke Energy Indiana LLC 6URPHM2EAWGJ2C6ISB97 26443TAD8 770000.00000000 PA USD 745269.49000000 0.007105480455 Long DBT CORP US N 2 2053-04-01 Fixed 5.40000000 N N N N N N Duke Energy Florida LLC 7MOHLM3DKE63RX2ZCN83 26444HAQ4 230000.00000000 PA USD 249594.71000000 0.002379663138 Long DBT CORP US N 2 2033-11-15 Fixed 5.87500000 N N N N N N Duke Energy Florida LLC 7MOHLM3DKE63RX2ZCN83 26444HAR2 1740000.00000000 PA USD 1888673.41000000 0.018006817912 Long DBT CORP US N 2 2053-11-15 Fixed 6.20000000 N N N N N N Duquesne Light Holdings, Inc. 4CUJ1D8WDXK9X7QI6B93 266233AH8 148000.00000000 PA USD 136995.42000000 0.001306129249 Long DBT CORP US Y 2 2030-10-01 Fixed 2.53200000 N N N N N N Dycom Industries, Inc. 549300F56EKTHQI3WT60 267475AD3 1010000.00000000 PA USD 994499.23000000 0.009481663930 Long DBT CORP US Y 2 2029-04-15 Fixed 4.50000000 N N N N N N Eni SpA BUCRF72VH5RBN7X3VL35 26874RAP3 5255000.00000000 PA USD 5391062.20000000 0.051398973944 Long DBT CORP IT Y 2 2054-05-15 Fixed 5.95000000 N N N N N N EQT Corp. 4NT01YGM4X7ZX86ISY52 26884LAX7 199000.00000000 PA USD 200726.79000000 0.001913751069 Long DBT CORP US N 2 2029-01-15 Fixed 4.50000000 N N N N N N EQT Corp. 4NT01YGM4X7ZX86ISY52 26884LBD0 8711000.00000000 PA USD 8834409.70000000 0.084228223889 Long DBT CORP US N 2 2031-01-15 Fixed 4.75000000 N N N N N N Permian Resources Operating LLC 5493004CTVUMQLRPOE23 27034RAC7 179000.00000000 PA USD 191519.44000000 0.001825967191 Long DBT CORP US Y 2 2031-07-15 Fixed 9.87500000 N N N N N N Eastern Energy Gas Holdings LLC 549300BFOD6TDMVV4O24 27636AAA0 5420000.00000000 PA USD 5354166.57000000 0.051047206990 Long DBT CORP US N 2 2054-10-15 Fixed 5.65000000 N N N N N N Eaton Corp. 0NZWDMRCE180888QQE14 278062AH7 400000.00000000 PA USD 399220.12000000 0.003806208087 Long DBT CORP US N 2 2033-03-15 Fixed 4.15000000 N N N N N N EchoStar Corp. 549300EE20907QZ9GT38 278768AC0 2270000.00000000 PA USD 2478712.88000000 0.023632318457 Long DBT CORP US N 2 2029-11-30 Fixed 10.75000000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AS8 600000.00000000 PA USD 637140.00000000 0.006074562125 Long DBT NUSS CO N 2 2033-01-13 Fixed 8.87500000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AV1 757000.00000000 PA USD 777817.50000000 0.007415796726 Long DBT NUSS CO N 2 2036-01-19 Fixed 8.37500000 N N N N N N Republic of Ecuador 5299003Y2U5XK0A35H71 27927WAQ5 859000.00000000 PA USD 866731.00000000 0.008263507715 Long DBT NUSS EC Y 2 2034-01-29 Fixed 8.75000000 N N N N N N Republic of Ecuador 5299003Y2U5XK0A35H71 27927WAR3 3039000.00000000 PA USD 3090663.00000000 0.029466717525 Long DBT NUSS EC Y 2 2039-01-29 Fixed 9.25000000 N N N N N N Edgewell Personal Care Co. 549300CY8QZDL4Z3RU59 28035QAA0 1230000.00000000 PA USD 1228857.33000000 0.011716059570 Long DBT CORP US Y 2 2028-06-01 Fixed 5.50000000 N N N N N N Edison International 549300I7ROF15MAEVP56 281020AW7 245000.00000000 PA USD 263616.45000000 0.002513347934 Long DBT CORP US N 2 2029-11-15 Fixed 6.95000000 N N N N N N Edison International 549300I7ROF15MAEVP56 281020AX5 1101000.00000000 PA USD 1144472.99000000 0.010911530086 Long DBT CORP US N 2 2053-06-15 Variable 8.12500000 N N N N N N Edison International 549300I7ROF15MAEVP56 281020AY3 100000.00000000 PA USD 101918.26000000 0.000971699786 Long DBT CORP US N 2 2028-11-15 Fixed 5.25000000 N N N N N N Edison International 549300I7ROF15MAEVP56 281020BA4 278000.00000000 PA USD 285739.12000000 0.002724267878 Long DBT CORP US N 2 2029-06-15 Fixed 5.45000000 N N N N N N Republic of El Salvador 529900AKDMUSFSDOM949 283875CG5 2908000.00000000 PA USD 3304614.85000000 0.031506557756 Long DBT NUSS SV Y 2 2054-11-21 Fixed 9.65000000 N N N N N N Elastic NV 2549003I48WHHH937I59 28415LAA1 1005000.00000000 PA USD 949501.89000000 0.009052654392 Long DBT CORP NL Y 2 2029-07-15 Fixed 4.12500000 N N N N N N Elara HGV Timeshare Issuer LLC N/A 28416LAC6 154400.37730000 PA USD 148358.71000000 0.001414468093 Long ABS-O CORP US Y 2 2035-08-27 Fixed 2.09000000 N N N N N N Elara HGV Timeshare Issuer LLC N/A 28416LAD4 55142.99470000 PA USD 52844.41000000 0.000503824358 Long ABS-O CORP US Y 2 2035-08-27 Fixed 3.32000000 N N N N N N Elara Hgv Timeshare Issuer LLC N/A 28416VAA8 5593556.01000000 PA USD 5637756.85000000 0.053750987595 Long ABS-O CORP US Y 2 2040-01-25 Fixed 4.54000000 N N N N N N Electricite de France SA 549300X3UK4GG3FNMO06 28504DAD5 316000.00000000 PA USD 354097.39000000 0.003376003067 Long DBT NUSS FR Y 2 2053-05-23 Fixed 6.90000000 N N N N N N Element Solutions, Inc. 549300FLGN6P5CU20J91 28618MAA4 625000.00000000 PA USD 614371.00000000 0.005857480001 Long DBT CORP US Y 2 2028-09-01 Fixed 3.87500000 N N N N N N Emera, Inc. NQZVQT2P5IUF2PGA1Q48 290876AD3 4976000.00000000 PA USD 5000914.83000000 0.047679266443 Long DBT CORP CA N 2 2076-06-15 Variable 6.75000000 N N N N N N EMRLD Borrower LP N/A 29103CAA6 4185000.00000000 PA USD 4331454.08000000 0.041296554767 Long DBT CORP US Y 2 2030-12-15 Fixed 6.62500000 N N N N N N Emera US Finance LP N/A 29103DAT3 1570000.00000000 PA USD 1440549.72000000 0.013734357864 Long DBT CORP US N 2 2031-06-15 Fixed 2.63900000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 292480AM2 1150000.00000000 PA USD 1153227.39000000 0.010994995489 Long DBT CORP US N 2 2029-09-15 Fixed 4.15000000 N N N N N N Enbridge, Inc. 98TPTUM4IVMFCZBCUR27 29250NBS3 3000000.00000000 PA USD 3231576.00000000 0.030810197408 Long DBT CORP CA N 2 2084-01-15 Variable 8.25000000 N N N N N N Enbridge, Inc. 98TPTUM4IVMFCZBCUR27 29250NBT1 3275000.00000000 PA USD 3779739.73000000 0.036036450089 Long DBT CORP CA N 2 2084-01-15 Variable 8.50000000 N N N N N N Encompass Health Corp. 549300FVRPM9DRQZRG64 29261AAA8 235000.00000000 PA USD 233908.40000000 0.002230108151 Long DBT CORP US N 2 2028-02-01 Fixed 4.50000000 N N N N N N Encompass Health Corp. 549300FVRPM9DRQZRG64 29261AAB6 1800000.00000000 PA USD 1790538.12000000 0.017071185373 Long DBT CORP US N 2 2030-02-01 Fixed 4.75000000 N N N N N N Encompass Health Corp. 549300FVRPM9DRQZRG64 29261AAE0 125000.00000000 PA USD 122718.63000000 0.001170012778 Long DBT CORP US N 2 2031-04-01 Fixed 4.62500000 N N N N N N Energizer Holdings, Inc. 5493000D6NN0V57UME20 29272WAC3 1475000.00000000 PA USD 1460891.63000000 0.013928299848 Long DBT CORP US Y 2 2028-06-15 Fixed 4.75000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VAW0 1000000.00000000 PA USD 965414.93000000 0.009204371048 Long DBT CORP US N 2 2054-05-15 Fixed 5.95000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VAZ3 1050000.00000000 PA USD 1088749.69000000 0.010380258077 Long DBT CORP US N 2 2029-07-01 Fixed 5.25000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VBG4 5215000.00000000 PA USD 5269423.74000000 0.050239259623 Long DBT CORP US N 2 2056-02-15 Variable 6.50000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VBL3 6820000.00000000 PA USD 6901537.06000000 0.065800005706 Long DBT CORP US N 2 2056-01-15 Fixed 6.30000000 N N N N N N EnerSys 7ZS3DE5PN30BYUJFWP05 29275YAC6 630000.00000000 PA USD 627385.82000000 0.005981564711 Long DBT CORP US Y 2 2027-12-15 Fixed 4.37500000 N N N N N N EnerSys 7ZS3DE5PN30BYUJFWP05 29275YAF9 500000.00000000 PA USD 515740.50000000 0.004917126076 Long DBT CORP US Y 2 2032-01-15 Fixed 6.62500000 N N N N N N Enel Finance International NV 0YQH6LCEF474UTUV4B96 29278GBD9 1085000.00000000 PA USD 1117801.47000000 0.010657240910 Long DBT CORP NL Y 2 2029-06-26 Fixed 5.12500000 N N N N N N Enel Finance International NV 0YQH6LCEF474UTUV4B96 29278GBE7 3260000.00000000 PA USD 3401017.43000000 0.032425670449 Long DBT CORP NL Y 2 2034-06-26 Fixed 5.50000000 N N N N N N Enel Finance International NV 0YQH6LCEF474UTUV4B96 29278GBH0 6485000.00000000 PA USD 6478263.71000000 0.061764471505 Long DBT CORP NL Y 2 2035-09-30 Fixed 5.00000000 N N N N N N Enel Finance International NV 0YQH6LCEF474UTUV4B96 29278GBJ6 2700000.00000000 PA USD 2646681.59000000 0.025233750425 Long DBT CORP NL Y 2 2055-09-30 Fixed 5.75000000 N N N N N N Engie SA LAXUQCHT4FH58LRZDY46 29286DAA3 715000.00000000 PA USD 741491.45000000 0.007069460211 Long DBT CORP FR Y 2 2029-04-10 Fixed 5.25000000 N N N N N N Entegris, Inc. IYX6OWO7BT5DKO3BYG52 29362UAC8 810000.00000000 PA USD 803074.99000000 0.007656604386 Long DBT CORP US Y 2 2028-04-15 Fixed 4.37500000 N N N N N N Entergy Arkansas LLC 549300A0I5ONUIFMLP35 29364DAV2 13000.00000000 PA USD 13052.33000000 0.000124442335 Long DBT CORP US N 2 2028-06-01 Fixed 4.00000000 N N N N N N Entergy Corp. 4XM3TW50JULSLG8BNC79 29364GAQ6 8418000.00000000 PA USD 8806953.69000000 0.083966455300 Long DBT CORP US N 2 2054-12-01 Variable 7.12500000 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 29364WAY4 69000.00000000 PA USD 68421.19000000 0.000652335074 Long DBT CORP US N 2 2026-10-01 Fixed 2.40000000 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 29364WBD9 823000.00000000 PA USD 526506.70000000 0.005019772199 Long DBT CORP US N 2 2051-03-15 Fixed 2.90000000 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 29364WBE7 500000.00000000 PA USD 445778.03000000 0.004250096270 Long DBT CORP US N 2 2030-12-15 Fixed 1.60000000 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 29364WBN7 1230000.00000000 PA USD 1234059.64000000 0.011765658960 Long DBT CORP US N 2 2054-03-15 Fixed 5.70000000 N N N N N N Entegris, Inc. IYX6OWO7BT5DKO3BYG52 29365BAB9 3095000.00000000 PA USD 3156079.83000000 0.030090408704 Long DBT CORP US Y 2 2030-06-15 Fixed 5.95000000 N N N N N N Entergy Texas, Inc. LWXX58X12AJXISQ28573 29365TAK0 535000.00000000 PA USD 478092.25000000 0.004558183561 Long DBT CORP US N 2 2031-03-15 Fixed 1.75000000 N N N N N N Entergy Texas, Inc. LWXX58X12AJXISQ28573 29365TAP9 4039000.00000000 PA USD 3937738.39000000 0.037542826515 Long DBT CORP US N 2 2054-09-15 Fixed 5.55000000 N N N N N N Entergy Arkansas LLC 549300A0I5ONUIFMLP35 29366MAB4 274000.00000000 PA USD 165718.08000000 0.001579974216 Long DBT CORP US N 2 2051-06-15 Fixed 2.65000000 N N N N N N Entergy Texas Restoration Funding II LLC N/A 29366NAB2 215000.00000000 PA USD 208143.22000000 0.001984460120 Long DBT CORP US N 2 2035-12-15 Fixed 3.69700000 N N N N N N Entergy Mississippi LLC 54930043I78H35DVVW89 29366WAB2 20000.00000000 PA USD 14307.21000000 0.000136406497 Long DBT CORP US N 2 2051-06-01 Fixed 3.50000000 N N N N N N Entergy Mississippi LLC 54930043I78H35DVVW89 29366WAD8 535000.00000000 PA USD 550975.67000000 0.005253062022 Long DBT CORP US N 2 2033-09-01 Fixed 5.00000000 N N N N N N Entergy Mississippi LLC 54930043I78H35DVVW89 29366WAE6 3215000.00000000 PA USD 3244486.28000000 0.030933285423 Long DBT CORP US N 2 2054-06-01 Fixed 5.85000000 N N N N N N Enterprise Fleet Financing LLC N/A 29375TAD4 6720000.00000000 PA USD 6868589.95000000 0.065485884372 Long ABS-O CORP US Y 2 2031-12-22 Fixed 4.58000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 293791AP4 530000.00000000 PA USD 603350.72000000 0.005752411451 Long DBT CORP US N 2 2034-10-15 Fixed 6.65000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VCH4 2285000.00000000 PA USD 2261316.25000000 0.021559635318 Long DBT CORP US N 2 2055-02-16 Fixed 5.55000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VCL5 1580000.00000000 PA USD 1628912.68000000 0.015530230832 Long DBT CORP US N 2 2036-01-15 Fixed 5.20000000 N N N N N N Equinix, Inc. 549300EVUN2BTLJ3GT74 29444UBU9 280000.00000000 PA USD 271179.24000000 0.002585452397 Long DBT CORP US N 2 2032-04-15 Fixed 3.90000000 N N N N N N Equify Financial LLC 2549009ZFXYPJZ4F2U27 29446PAC9 13000000.00000000 PA USD 13053067.30000000 0.124449364736 Long DBT CORP US Y 2 2030-12-15 Fixed 9.12500000 N N N N N N EQV Abs Issuer I LLC 254900AKBSYT3UNVVC48 29476QAD8 5272534.71000000 PA USD 5298897.38000000 0.050520264516 Long ABS-O CORP US N 3 2040-12-15 Fixed 10.75600000 N N N N N N Esab Corp. 549300ZNV0SWBXEIWT04 29605JAA4 727000.00000000 PA USD 745217.17000000 0.007104981631 Long DBT CORP US Y 2 2029-04-15 Fixed 6.25000000 N N N N N N Essex Portfolio LP 5493003GN3O58H286O74 29717PBA4 2160000.00000000 PA USD 2252902.14000000 0.021479414278 Long DBT CORP US N 2 2034-04-01 Fixed 5.50000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAP3 365000.00000000 PA USD 342238.47000000 0.003262938832 Long DBT CORP US N 2 2032-03-01 Fixed 3.37500000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAR9 31000.00000000 PA USD 31220.01000000 0.000297654974 Long DBT CORP US N 2 2027-07-01 Fixed 4.60000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAT5 100000.00000000 PA USD 102619.05000000 0.000978381194 Long DBT CORP US N 2 2028-03-01 Fixed 5.45000000 N N N N N N Constellation Energy Generation LLC S2PEWKCZFFECR4533P43 30161MAG8 585000.00000000 PA USD 641437.75000000 0.006115537342 Long DBT CORP US N 2 2039-10-01 Fixed 6.25000000 N N N N N N Constellation Energy Generation LLC S2PEWKCZFFECR4533P43 30161MAJ2 1120000.00000000 PA USD 1164543.99000000 0.011102889185 Long DBT CORP US N 2 2041-10-01 Fixed 5.75000000 N N N N N N Constellation Energy Generation LLC S2PEWKCZFFECR4533P43 30161MAN3 4923000.00000000 PA USD 5000057.80000000 0.047671095425 Long DBT CORP US N 2 2042-06-15 Fixed 5.60000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166BAG7 1000000.00000000 PA USD 1021237.40000000 0.009736588554 Long ABS-O CORP US Y 2 2030-03-15 Fixed 8.23000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166DAF5 5370000.00000000 PA USD 5487024.65000000 0.052313890390 Long ABS-O CORP US N 2 2030-02-15 Fixed 5.92000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166TAF0 1205000.00000000 PA USD 1236291.20000000 0.011786934896 Long ABS-O CORP US N 2 2029-12-17 Fixed 6.95000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166TAG8 1120000.00000000 PA USD 1207916.86000000 0.011516410850 Long ABS-O CORP US Y 2 2031-02-18 Fixed 9.57000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166VAN8 2132000.00000000 PA USD 2203246.11000000 0.021005988281 Long ABS-O CORP US Y 2 2033-06-15 Fixed 7.15000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166YAF9 753470.98000000 PA USD 761395.38000000 0.007259226446 Long ABS-O CORP US N 2 2028-09-15 Fixed 6.76000000 N N N N N N Exeter Automobile Receivables Trust N/A 30167FAF9 857004.48000000 PA USD 867491.22000000 0.008270755735 Long ABS-O CORP US N 2 2029-02-15 Fixed 7.40000000 N N N N N N Exeter Automobile Receivables Trust N/A 30167PAF7 9486000.00000000 PA USD 9689206.25000000 0.092377947259 Long ABS-O CORP US N 2 2030-06-17 Fixed 5.84000000 N N N N N N Exeter Automobile Receivables Trust N/A 30168AAF9 1291000.00000000 PA USD 1323764.55000000 0.012620915339 Long ABS-O CORP US N 2 2029-04-06 Fixed 8.03000000 N N N N N N Exeter Automobile Receivables Trust N/A 30168CAE8 404707.57000000 PA USD 406190.54000000 0.003872664830 Long ABS-O CORP US N 2 2028-07-17 Fixed 5.75000000 N N N N N N Exeter Automobile Receivables Trust N/A 30168HAF4 7701000.00000000 PA USD 7781913.64000000 0.074193611867 Long ABS-O CORP US N 2 2032-05-17 Fixed 5.00000000 N N N N N N Exeter Select Automobile Receivables Trust N/A 30185AAD3 3500000.00000000 PA USD 3549240.10000000 0.033838841522 Long ABS-O CORP US N 2 2031-08-15 Fixed 4.87000000 N N N N N N Exeter Select Automobile Receivables Trust N/A 30185AAE1 1800000.00000000 PA USD 1843974.90000000 0.017580657451 Long ABS-O CORP US N 2 2031-08-15 Fixed 5.40000000 N N N N N N Exeter Select Automobile Receivables Trust N/A 30185FAE0 5000000.00000000 PA USD 5098648.50000000 0.048611069893 Long ABS-O CORP US N 2 2032-03-15 Fixed 5.00000000 N N N N N N Extra Space Storage LP 549300YNKSKNZFR8UC42 30225VAP2 88000.00000000 PA USD 80444.48000000 0.000766966430 Long DBT CORP US N 2 2030-10-15 Fixed 2.20000000 N N N N N N Exxon Mobil Corp. J3WHBG0MTS7O8ZVMDC91 30231GBF8 750000.00000000 PA USD 699504.02000000 0.006669147482 Long DBT CORP US N 2 2040-03-19 Fixed 4.22700000 N N N N N N FMC GMSR Issuer Trust N/A 30259RAJ4 1900000.00000000 PA USD 1865005.42000000 0.017781164718 Long ABS-O CORP US Y 2 2026-07-25 Variable 4.35999960 N N N N N N FMC GMSR Issuer Trust N/A 30259RAM7 7000000.00000000 PA USD 7052471.30000000 0.067239029182 Long ABS-O CORP US Y 2 2027-04-25 Fixed 6.19000000 N N N N N N FMC GMSR Issuer Trust N/A 30259RAN5 600000.00000000 PA USD 605578.32000000 0.005773649632 Long ABS-O CORP US Y 2 2027-04-25 Fixed 7.17000000 N N N N N N FMC GMSR Issuer Trust N/A 30259RAR6 6900000.00000000 PA USD 7026528.75000000 0.066991690086 Long ABS-O CORP US Y 2 2027-03-26 Variable 6.50000160 N N N N N N FREMF Mortgage Trust N/A 30265DAG3 10000000.00000000 PA USD 5482726.00000000 0.052272906592 Long ABS-MBS USGSE US Y 2 2034-01-25 Fixed 0.00000000 N N N N N N FREMF Mortgage Trust N/A 302673AG3 12000000.00000000 PA USD 8954277.60000000 0.085371057498 Long ABS-MBS USGSE US Y 2 2053-09-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 302673AJ7 128152605.09000000 PA USD 442152.12000000 0.004215526449 Long ABS-MBS USGSE US Y 2 2053-09-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 302673AL2 29200000.00000000 PA USD 106144.92000000 0.001011997223 Long ABS-MBS USGSE US Y 2 2053-09-25 Fixed 0.10000000 N N N N N N FW Energy Asset Issuer LLC 254900YOL2L2C8PFZR08 302704AA9 4324280.62000000 PA USD 4446558.30000000 0.042393970932 Long ABS-O CORP US N 3 2044-06-26 Fixed 7.15100000 N N N N N N Energy Assets N/A 302704AB7 1383872.00000000 PA USD 1424628.41000000 0.013582562361 Long ABS-O CORP GB N 3 2044-06-26 Fixed 8.10600000 N N N N N N FREMF Mortgage Trust N/A 30289SAN7 129563272.94000000 PA USD 129822.40000000 0.001237740895 Long ABS-MBS USGSE US Y 2 2053-11-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30289SAQ0 34000000.00000000 PA USD 41741.80000000 0.000397970865 Long ABS-MBS USGSE US Y 2 2053-11-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30289SAS6 13500000.00000000 PA USD 11593354.50000000 0.110532303981 Long ABS-MBS USGSE US Y 2 2053-11-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 302958AS2 6800000.00000000 PA USD 5502703.48000000 0.052463374062 Long ABS-MBS USGSE US Y 2 2051-11-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 30295DAG7 1000000.00000000 PA USD 994842.10000000 0.009484932890 Long ABS-MBS USGSE US Y 2 2049-08-25 Variable 3.93597000 N N N N N N FREMF Mortgage Trust N/A 302967AN4 7657071.00000000 PA USD 44279.31000000 0.000422163762 Long ABS-MBS USGSE US Y 2 2033-11-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 302967AS3 11533464.00000000 PA USD 6764914.10000000 0.064497427531 Long ABS-MBS USGSE US Y 2 2033-11-25 None 0.00000000 N N N N N N FREMF Trust N/A 30296MAG6 5000000.00000000 PA USD 3533526.50000000 0.033689026348 Long ABS-MBS USGSE US Y 2 2032-12-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 30296QAL6 91071531.86000000 PA USD 410122.43000000 0.003910151897 Long ABS-MBS USGSE US Y 2 2033-04-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30296QAN2 10500000.00000000 PA USD 58088.10000000 0.000553818269 Long ABS-MBS USGSE US Y 2 2033-05-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30296QAS1 8000000.00000000 PA USD 4633271.20000000 0.044174112048 Long ABS-MBS USGSE US Y 2 2033-05-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 302971AT3 1975000.00000000 PA USD 1950974.72000000 0.018600805384 Long ABS-MBS USGSE US Y 2 2052-02-25 Variable 4.38519600 N N N N N N FREMF Mortgage Trust N/A 302973AL6 12000000.00000000 PA USD 9483664.80000000 0.090418292697 Long ABS-MBS USGSE US Y 2 2052-05-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 302973AU6 126303935.86000000 PA USD 300994.91000000 0.002869718241 Long ABS-MBS USGSE US Y 2 2029-04-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 302973AW2 28380000.00000000 PA USD 78192.58000000 0.000745496570 Long ABS-MBS USGSE US Y 2 2029-07-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 302975BA4 99205183.65000000 PA USD 294073.93000000 0.002803732864 Long ABS-MBS USGSE US Y 2 2053-03-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 302975BC0 23000000.00000000 PA USD 76249.60000000 0.000726971987 Long ABS-MBS USGSE US Y 2 2053-03-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 302975BJ5 9500000.00000000 PA USD 6728378.80000000 0.064149096003 Long ABS-MBS USGSE US Y 2 2053-03-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 30297EAS7 10448587.00000000 PA USD 5897896.14000000 0.056231183907 Long ABS-MBS USGSE US Y 2 2033-09-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 30297HAL5 9500000.00000000 PA USD 7720767.80000000 0.073610640771 Long ABS-MBS USGSE US Y 2 2051-09-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 30297LAA0 86895562.99000000 PA USD 171992.39000000 0.001639794171 Long ABS-MBS USGSE US Y 2 2028-09-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30297LAC6 22000000.00000000 PA USD 50710.00000000 0.000483474660 Long ABS-MBS USGSE US Y 2 2028-10-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30297LAJ1 8500000.00000000 PA USD 7028565.85000000 0.067011112019 Long ABS-MBS USGSE US Y 2 2028-10-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 30297RAJ8 9500000.00000000 PA USD 7676786.60000000 0.073191319222 Long ABS-MBS USGSE US Y 2 2028-11-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 302982AA1 9000000.00000000 PA USD 7530205.50000000 0.071793799056 Long ABS-MBS USGSE US Y 2 2030-02-25 Variable 3.50531640 N N N N N N FREMF Mortgage Trust N/A 302988AN0 5000000.00000000 PA USD 4278574.00000000 0.040792390327 Long ABS-MBS USGSE US Y 2 2029-10-25 Variable 3.63577680 N N N N N N FREMF Mortgage Trust N/A 30298CAN1 99965472.32000000 PA USD 169551.44000000 0.001616521888 Long ABS-MBS USGSE US Y 2 2029-04-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30298CAQ4 16000000.00000000 PA USD 41684.80000000 0.000397427421 Long ABS-MBS USGSE US Y 2 2029-05-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30298CAU5 12278000.00000000 PA USD 10005154.35000000 0.095390230842 Long ABS-MBS USGSE US Y 2 2029-05-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 30298XAE5 35053782.20000000 PA USD 94599.64000000 0.000901923266 Long ABS-MBS USGSE US Y 2 2032-10-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30298XAF2 4200000.00000000 PA USD 12024.18000000 0.000114639841 Long ABS-MBS USGSE US Y 2 2032-10-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30298XAH8 3200000.00000000 PA USD 2420340.48000000 0.023075789640 Long ABS-MBS USGSE US Y 2 2032-10-25 None 0.00000000 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303M8Q8 2355000.00000000 PA USD 2292875.36000000 0.021860523309 Long DBT CORP US N 2 2053-05-15 Fixed 5.60000000 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303M8V7 3640000.00000000 PA USD 3436650.89000000 0.032765403736 Long DBT CORP US N 2 2054-08-15 Fixed 5.40000000 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303M8X3 12420000.00000000 PA USD 12270468.29000000 0.116987980573 Long DBT CORP US N 2 2045-11-15 Fixed 5.50000000 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303MAD4 7280000.00000000 PA USD 7352488.78000000 0.070099428500 Long DBT CORP US N 2 2035-11-15 Fixed 4.87500000 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303MAE2 8754000.00000000 PA USD 8568636.15000000 0.081694309928 Long DBT CORP US N 2 2055-11-15 Fixed 5.62500000 N N N N N N FREMF Mortgage Trust N/A 30305EAJ7 8282198.00000000 PA USD 7352317.53000000 0.070097795784 Long ABS-MBS USGSE US Y 2 2049-10-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 30305KAL8 14343050.00000000 PA USD 12533865.01000000 0.119499233577 Long ABS-MBS USGSE US Y 2 2049-10-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 30305KAW4 23685560.00000000 PA USD 32925.30000000 0.000313913394 Long ABS-MBS USGSE US Y 2 2049-10-25 Fixed 0.10000000 N N N N N N FHLMC Multifamily ML Certificates S6XOOCT0IEG5ABCC6L87 30306CAA9 8000000.00000000 PA USD 4867248.00000000 0.046404872333 Long DBT MUN US Y 2 2033-05-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 30307RAE7 1000000.00000000 PA USD 988066.30000000 0.009420331675 Long ABS-MBS USGSE US Y 2 2050-08-25 Variable 4.23449280 N N N N N N FREMF Mortgage Trust N/A 30309KAN0 12000000.00000000 PA USD 6470284.80000000 0.061688399708 Long ABS-MBS USGSE US Y 2 2034-04-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 30311XAA6 9841107.05000000 PA USD 9842478.90000000 0.093839265391 Long ABS-MBS USGSE US Y 2 2029-08-25 Floating 6.59372040 N N N N N N FREMF Mortgage Trust N/A 30313PAU7 5249999.99000000 PA USD 5041809.67000000 0.048069162299 Long ABS-MBS USGSE US Y 2 2052-11-25 Variable 3.49473960 N N N N N N FREMF Mortgage Trust N/A 30314RAN8 119964014.81000000 PA USD 387039.90000000 0.003690080543 Long ABS-MBS USGSE US Y 2 2053-05-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30314RAQ1 30000000.00000000 PA USD 102792.00000000 0.000980030119 Long ABS-MBS USGSE US Y 2 2053-05-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30314RAS7 11000000.00000000 PA USD 7608275.40000000 0.072538125982 Long ABS-MBS USGSE US Y 2 2053-05-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 30315AAB0 12000000.00000000 PA USD 6393454.80000000 0.060955894123 Long ABS-MBS USGSE US Y 2 2034-10-25 Fixed 0.00000000 N N N N N N FREMF Mortgage Trust N/A 30315KAE2 9500000.00000000 PA USD 6770077.15000000 0.064546652612 Long ABS-MBS USGSE US Y 2 2053-05-25 None 0.00000000 N N N N N N FREMF N/A 30315VAN8 10000000.00000000 PA USD 5144212.00000000 0.049045477262 Long ABS-MBS USGSE US Y 2 2035-08-25 None 0.00000000 N N N N N N FS Luxembourg Sarl 222100EKR3JUJPGGOY81 30315XAC8 773000.00000000 PA USD 800055.00000000 0.007627811472 Long DBT CORP LU Y 2 2031-02-12 Fixed 8.87500000 N N N N N N FS Luxembourg Sarl 222100EKR3JUJPGGOY81 30315XAD6 1050000.00000000 PA USD 1039657.50000000 0.009912207793 Long DBT CORP LU Y 2 2033-06-25 Fixed 8.62500000 N N N N N N FREMF Mortgage Trust N/A 30316JAJ3 50227115.97000000 PA USD 173087.66000000 0.001650236594 Long ABS-MBS USGSE US Y 2 2030-09-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30316JAL8 5500000.00000000 PA USD 20473.20000000 0.000195193717 Long ABS-MBS USGSE US Y 2 2030-09-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30316JAN4 5500000.00000000 PA USD 3924560.20000000 0.037417184216 Long ABS-MBS USGSE US Y 2 2030-09-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 30316LAN9 124998442.91000000 PA USD 402619.98000000 0.003838622722 Long ABS-MBS USGSE US Y 2 2052-09-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30316LAQ2 31000000.00000000 PA USD 108850.30000000 0.001037790610 Long ABS-MBS USGSE US Y 2 2052-09-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30316LAS8 12000000.00000000 PA USD 8238370.80000000 0.078545524125 Long ABS-MBS USGSE US Y 2 2052-09-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 30316TAN2 150687711.80000000 PA USD 532213.93000000 0.005074185551 Long ABS-MBS USGSE US Y 2 2053-10-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30316TAQ5 31043000.00000000 PA USD 115362.00000000 0.001099873867 Long ABS-MBS USGSE US Y 2 2053-10-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30316TAS1 13900000.00000000 PA USD 10027453.05000000 0.095602829075 Long ABS-MBS USGSE US Y 2 2053-10-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 30317GAN9 3350000.00000000 PA USD 2932408.77000000 0.027957904466 Long ABS-MBS USGSE US Y 2 2029-12-25 Variable 3.40572960 N N N N N N FREMF Mortgage Trust N/A 30318BAC3 27000000.00000000 PA USD 101781.90000000 0.000970399715 Long ABS-MBS USGSE US Y 2 2054-01-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30318BAE9 11000000.00000000 PA USD 7454821.00000000 0.071075075026 Long ABS-MBS USGSE US Y 2 2054-01-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 30319DAA2 131114247.25000000 PA USD 492097.99000000 0.004691715811 Long ABS-MBS USGSE US Y 2 2054-01-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30319DAC8 33500000.00000000 PA USD 135537.65000000 0.001292230711 Long ABS-MBS USGSE US Y 2 2054-01-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30319DAE4 13000000.00000000 PA USD 8989350.50000000 0.085705446345 Long ABS-MBS USGSE US Y 2 2054-01-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 30320AAL1 12601391.00000000 PA USD 87995.51000000 0.000838958772 Long ABS-MBS USGSE US Y 2 2035-12-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30320AAN7 12601391.00000000 PA USD 6324982.16000000 0.060303068519 Long ABS-MBS USGSE US Y 2 2035-12-25 None 0.00000000 N N N N N N FRTKL N/A 30322DAG4 1000000.00000000 PA USD 983037.50000000 0.009372386549 Long ABS-O CORP US Y 2 2038-09-17 Fixed 2.17200000 N N N N N N FREMF Mortgage Trust N/A 30323AAN4 1000000.00000000 PA USD 925586.50000000 0.008824642460 Long ABS-MBS USGSE US Y 2 2028-09-25 Variable 2.40093000 N N N N N N FREMF Mortgage Trust N/A 30323AAQ7 10216000.00000000 PA USD 9364268.58000000 0.089279956137 Long ABS-MBS USGSE US Y 2 2028-09-25 Variable 2.40093000 N N N N N N FREMF Mortgage Trust N/A 30323AAU8 5973562.96000000 PA USD 6003625.51000000 0.057239219232 Long ABS-MBS USGSE US Y 2 2028-09-25 Floating 9.07923960 N N N N N N Fair Isaac Corp. RI6HET5SJUEY30V1PS26 303250AG9 935000.00000000 PA USD 945075.74000000 0.009010454996 Long DBT CORP US Y 2 2033-05-15 Fixed 6.00000000 N N N N N N FHF Issuer Trust N/A 30333LAC2 4550000.00000000 PA USD 4681998.69000000 0.044638685243 Long ABS-O CORP US Y 2 2029-11-15 Fixed 7.49000000 N N N N N N FREMF Mortgage Trust N/A 30333RAG0 5300000.00000000 PA USD 3765186.25000000 0.035897695626 Long ABS-MBS USGSE US Y 2 2030-08-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 30333RAQ8 87464576.14000000 PA USD 292936.36000000 0.002792887148 Long ABS-MBS USGSE US Y 2 2060-09-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30333RAS4 18100000.00000000 PA USD 64785.33000000 0.000617670389 Long ABS-MBS USGSE US Y 2 2030-08-25 Fixed 0.10000000 N N N N N N Forvia SE 969500F0VMZLK2IULV85 31209DAC9 200000.00000000 PA USD 205988.13000000 0.001963913257 Long DBT CORP FR Y 2 2033-09-15 Fixed 6.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31281BMU1 10733.77000000 PA USD 10836.70000000 0.000103318277 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132CXQ62 11497829.58000000 PA USD 10200616.62000000 0.097253789404 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 1.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132D9KX1 754271.03000000 PA USD 669419.66000000 0.006382319918 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 2.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DM2N4 8171395.96000000 PA USD 7455903.30000000 0.071085393792 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DMWZ4 18754366.82000000 PA USD 16978849.28000000 0.161878197537 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DN4J9 1636327.64000000 PA USD 1591143.76000000 0.015170137836 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DNKA0 7320815.56000000 PA USD 7392856.48000000 0.070484298546 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DNNU3 1188628.03000000 PA USD 1182007.76000000 0.011269390670 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DNNW9 11948205.97000000 PA USD 12062862.15000000 0.115008641032 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DNTV5 870214.19000000 PA USD 794219.57000000 0.007572175847 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DPBM9 13875980.45000000 PA USD 12634003.88000000 0.120453968466 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DPRW0 1097185.97000000 PA USD 1041638.03000000 0.009931090382 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DQ6C5 3056835.92000000 PA USD 3058291.55000000 0.029158084596 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DQJM9 5805904.03000000 PA USD 4882676.58000000 0.046551970094 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DUPN1 9041439.10000000 PA USD 8985493.75000000 0.085668675670 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DV7A7 3659885.19000000 PA USD 3205457.08000000 0.030561176781 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DVGU3 14633465.41000000 PA USD 14916250.98000000 0.142213160788 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DVMB8 5840444.24000000 PA USD 5166296.95000000 0.049256037580 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132E0FK3 1982514.41000000 PA USD 1748986.37000000 0.016675026465 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132E0FW7 4329392.96000000 PA USD 4226482.42000000 0.040295743532 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132E0JY9 7782382.94000000 PA USD 7882888.68000000 0.075156318891 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132E0UE0 4628253.42000000 PA USD 4395607.27000000 0.041908198265 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132XFJC3 4000000.00000000 PA USD 3807269.20000000 0.036298919053 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 1.80000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132XGNV4 1200000.00000000 PA USD 1180674.18000000 0.011256676173 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 3.75000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132XHSX3 3961021.32000000 PA USD 3748961.03000000 0.035743002612 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 3.19000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31335A5Q7 50397.33000000 PA USD 50982.60000000 0.000486073658 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133A72T5 2607354.27000000 PA USD 2296084.25000000 0.021891117216 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133A7RS0 1816086.82000000 PA USD 1577301.24000000 0.015038161744 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133A9CH6 1932435.06000000 PA USD 1700515.01000000 0.016212895241 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133ASZ97 3348780.30000000 PA USD 2953665.25000000 0.028160566061 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133AWKG8 3773571.64000000 PA USD 3426843.31000000 0.032671897200 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133B6YE4 8321690.90000000 PA USD 7610992.78000000 0.072564033779 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BAFQ9 1317599.36000000 PA USD 1193593.15000000 0.011379847039 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BH7C4 1488839.51000000 PA USD 1453835.57000000 0.013861026604 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BJPD8 10940222.43000000 PA USD 10323574.28000000 0.098426081121 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BQY67 1763766.40000000 PA USD 1796250.36000000 0.017125646491 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KHFY7 3394259.51000000 PA USD 3109768.97000000 0.029648875923 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KM4F9 2820401.60000000 PA USD 2559607.64000000 0.024403577906 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KM4M4 4339193.28000000 PA USD 3806085.72000000 0.036287635626 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KMAX3 7113236.23000000 PA USD 6468442.85000000 0.061670838356 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KMSC0 8674220.55000000 PA USD 7936204.33000000 0.075664636103 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KNB44 4150486.63100000 PA USD 3619998.28000000 0.034513457713 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KNK69 5749017.12000000 PA USD 5044469.04000000 0.048094517022 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KNSC8 1283177.90000000 PA USD 1126914.05000000 0.010744121240 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KPJM1 8188130.83000000 PA USD 8038074.08000000 0.076635873390 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KPLB2 4748714.27000000 PA USD 4718040.61000000 0.044982312832 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KQW36 1564066.62000000 PA USD 1584024.34000000 0.015102260511 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KRVT8 5552867.62000000 PA USD 5692409.52000000 0.054272052101 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KRW67 3478450.16000000 PA USD 3504834.24000000 0.033415471218 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133LWAC6 1740130.48000000 PA USD 1676463.77000000 0.015983588101 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133N3WQ3 11866991.32000000 PA USD 10108174.33000000 0.096372434547 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133Q3G96 2299667.48000000 PA USD 2054308.97000000 0.019586005374 Long ABS-MBS USGSE US N 2 2053-10-25 None 0.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133USHS3 12069755.25000000 PA USD 11040461.97000000 0.105260966406 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133USJH5 3925299.36000000 PA USD 3585263.08000000 0.034182288535 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31346YTA1 40800.17000000 PA USD 40183.44000000 0.000383113291 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A1G82 83097.02000000 PA USD 82579.92000000 0.000787325947 Long ABS-MBS USGSE US N 2 2041-11-25 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AGMM1 240129.94000000 PA USD 233931.03000000 0.002230323908 Long ABS-MBS USGSE US N 2 2033-10-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AKQ48 1129000.00000000 PA USD 975043.12000000 0.009296167259 Long ABS-MBS USGSE US N 2 2044-09-25 Fixed 3.00000000 N N N N N N FNMA, Grantor Trust N/A 3136AV6R5 1086040.71000000 PA USD 1071513.29000000 0.010215924363 Long ABS-MBS USGSE US N 2 2027-06-25 Fixed 2.89800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AVYL7 199032.64000000 PA USD 196920.72000000 0.001877463583 Long ABS-MBS USGSE US N 2 2026-12-25 Variable 2.47044960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B4B23 5259815.22000000 PA USD 4783834.03000000 0.045609594462 Long ABS-MBS USGSE US N 2 2048-05-25 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BC7H7 1250000.00000000 PA USD 1092530.13000000 0.010416301204 Long ABS-MBS USGSE US N 2 2032-11-25 Variable 1.68366960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BDXR4 388178.21000000 PA USD 23129.33000000 0.000220517550 Long ABS-MBS USGSE US N 2 2033-11-25 Variable 1.82989080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BF4D2 300000.00000000 PA USD 267631.29000000 0.002551625856 Long ABS-MBS USGSE US N 2 2031-03-25 Variable 1.45695960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BFDK6 3114246.30000000 PA USD 2507607.31000000 0.023907801098 Long ABS-MBS USGSE US N 2 2049-11-25 Fixed 1.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BFHD8 18464780.28000000 PA USD 16871583.64000000 0.160855515247 Long ABS-MBS USGSE US N 2 2035-11-25 Fixed 2.10000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BHG29 1367684.27000000 PA USD 1247557.14000000 0.011894345595 Long ABS-MBS USGSE US N 2 2031-11-25 Variable 1.82925000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BK3E0 21812887.04000000 PA USD 18872003.81000000 0.179927738935 Long ABS-MBS USGSE US N 2 2049-07-25 Fixed 1.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BK6X5 17125000.00000000 PA USD 15899541.85000000 0.151587962994 Long ABS-MBS USGSE US N 2 2031-11-25 Fixed 2.39900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BKF64 385898.17000000 PA USD 365385.14000000 0.003483621704 Long ABS-MBS USGSE US N 2 2031-10-25 Variable 1.66843080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BKUK6 18024830.96000000 PA USD 15343431.87000000 0.146285949900 Long ABS-MBS USGSE US N 2 2051-03-25 Fixed 1.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BKYY2 18868229.20000000 PA USD 17547134.28000000 0.167296288596 Long ABS-MBS USGSE US N 2 2047-11-25 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BLRM4 2700000.00000000 PA USD 2415152.16000000 0.023026323633 Long ABS-MBS USGSE US N 2 2031-09-25 Variable 1.53135000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BLW22 1400000.00000000 PA USD 1243862.90000000 0.011859124308 Long ABS-MBS USGSE US N 2 2031-11-25 Variable 1.70723160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BMST6 2500000.00000000 PA USD 2250314.00000000 0.021454738669 Long ABS-MBS USGSE US N 2 2031-12-25 Variable 1.93611960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BNX43 1372000.00000000 PA USD 1272093.57000000 0.012128278590 Long ABS-MBS USGSE US N 2 2032-06-25 Variable 2.58631560 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BPWF4 3904387.75000000 PA USD 3792498.54000000 0.036158093972 Long ABS-MBS USGSE US N 2 2031-04-25 Variable 3.23231040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BQSN0 2980000.00000000 PA USD 3059814.83000000 0.029172607713 Long ABS-MBS USGSE US N 2 2033-03-25 Variable 4.47590160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BVLQ9 18345415.27000000 PA USD 15750881.89000000 0.150170622751 Long ABS-MBS USGSE US N 2 2054-09-25 Fixed 0.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B6MM0 62911.54000000 PA USD 63862.05000000 0.000608867737 Long ABS-MBS USGSE US N 2 2043-12-15 Variable 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B8F51 39283.41000000 PA USD 39460.10000000 0.000376216889 Long ABS-MBS USGSE US N 2 2043-12-15 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F72J3 1718990.45000000 PA USD 247894.07000000 0.002363449051 Long ABS-MBS USGSE US N 2 2055-10-25 Variable 2.76953040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FGZH1 1661907.63000000 PA USD 1657135.63000000 0.015799311510 Long ABS-MBS USGSE US N 2 2028-06-25 Variable 3.80000160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FKUH7 4624648.66000000 PA USD 2984642.34000000 0.028455905010 Long ABS-MBS USGSE US N 2 2057-08-15 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FKZZ2 350000.00000000 PA USD 349979.53000000 0.003336742941 Long ABS-MBS USGSE US N 2 2029-01-25 Fixed 3.69000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FNNK2 5100141.90000000 PA USD 4693034.29000000 0.044743899855 Long ABS-MBS USGSE US N 2 2049-03-15 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FNQZ6 4280030.88000000 PA USD 3964048.61000000 0.037793671017 Long ABS-MBS USGSE US N 2 2049-09-25 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FWSA9 2375570.56000000 PA USD 1958386.16000000 0.018671466860 Long ABS-MBS USGSE US N 2 2050-08-25 Fixed 1.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FYTY2 4442170.22240000 PA USD 148010.45000000 0.001411147744 Long ABS-MBS USGSE US N 2 2036-02-25 Variable 0.46871280 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FYTZ9 550000.00000000 PA USD 126141.24000000 0.001202644315 Long ABS-MBS USGSE US N 2 2039-04-25 Variable 3.09264480 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FYUM6 550000.00000000 PA USD 64916.78000000 0.000618923648 Long ABS-MBS USGSE US N 2 2031-04-25 Variable 2.78032680 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H23D4 982703.88000000 PA USD 902595.63000000 0.008605445002 Long ABS-MBS USGSE US N 2 2047-11-25 Fixed 2.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H35S7 1186756.50000000 PA USD 960577.09000000 0.009158246554 Long ABS-MBS USGSE US N 2 2051-10-25 Fixed 1.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H4SH4 3500000.00000000 PA USD 3189323.90000000 0.030407361286 Long ABS-MBS USGSE US N 2 2031-11-25 Fixed 2.12700000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H6EQ4 2473638.16000000 PA USD 2316783.03000000 0.022088461638 Long ABS-MBS USGSE US N 2 2048-08-25 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H6G90 3122520.17000000 PA USD 2953624.62000000 0.028160178690 Long ABS-MBS USGSE US N 2 2033-07-25 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H73P6 1250000.00000000 PA USD 1149254.50000000 0.010957117523 Long ABS-MBS USGSE US N 2 2032-03-25 Fixed 2.40000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H9JG5 1050000.00000000 PA USD 1038004.28000000 0.009896445813 Long ABS-MBS USGSE US N 2 2032-10-25 Variable 3.80000160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H9PB9 1000000.00000000 PA USD 989685.50000000 0.009435769304 Long ABS-MBS USGSE US N 2 2032-12-25 Variable 3.81999960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H9QU6 5000000.00000000 PA USD 5123070.00000000 0.048843907132 Long ABS-MBS USGSE US N 2 2033-02-25 Fixed 4.61400000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HANP7 3751856.40000000 PA USD 3148002.62000000 0.030013399704 Long ABS-MBS USGSE US N 2 2053-10-25 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HASK3 6000000.00000000 PA USD 6158508.00000000 0.058715885753 Long ABS-MBS USGSE US N 2 2033-08-25 Variable 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HB2L7 3125000.00000000 PA USD 3200734.38000000 0.030516150045 Long ABS-MBS USGSE US N 2 2030-10-25 Fixed 4.40000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HBC77 2000000.00000000 PA USD 2078289.80000000 0.019814641218 Long ABS-MBS USGSE US N 2 2031-10-25 Fixed 5.02800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EJT81 68949.23000000 PA USD 68838.12000000 0.000656310130 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ELWE9 77268.56000000 PA USD 77048.69000000 0.000734590598 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138L0N80 380492.87000000 PA USD 376366.92000000 0.003588323190 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 2.87000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LJU24 923625.24000000 PA USD 879112.17000000 0.008381551138 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 3.21000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LKPQ4 1916339.55000000 PA USD 1873930.46000000 0.017866257022 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 3.01000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LLET8 585132.69000000 PA USD 535863.48000000 0.005108980758 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 3.21000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LLMJ1 172223.50000000 PA USD 169615.21000000 0.001617129878 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 2.90000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LME74 912344.73000000 PA USD 871205.35000000 0.008306166655 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 3.26000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LNYX3 95867.44000000 PA USD 94296.80000000 0.000899035957 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 3.76000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31392HY23 41610.27620000 PA USD 41870.96000000 0.000399202291 Long ABS-MBS USGSE US N 2 2033-02-25 Floating 4.53169080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31394MC57 49605.90000000 PA USD 52014.64000000 0.000495913240 Long ABS-MBS USGSE US N 2 2033-11-15 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394UV58 25739.45000000 PA USD 27115.38000000 0.000258520984 Long ABS-MBS USGSE US N 2 2035-12-25 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396XQJ6 46700.58500000 PA USD 46752.32000000 0.000445741708 Long ABS-MBS USGSE US N 2 2037-09-25 Floating 4.36169160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140ADA84 1798520.07000000 PA USD 1850867.35000000 0.017646370820 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140AEL31 14724234.15000000 PA USD 14921227.91000000 0.142260611380 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140AELG2 7506281.62000000 PA USD 7630683.83000000 0.072751770394 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140AUPL1 6637490.23000000 PA USD 6726201.15000000 0.064128334051 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FX2C5 9868674.00000000 PA USD 9761821.92000000 0.093070272963 Long ABS-MBS USGSE US N 2 2063-09-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FX2V3 13150701.77000000 PA USD 13057096.52000000 0.124487779758 Long ABS-MBS USGSE US N 2 2063-12-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FX3N0 9196626.00000000 PA USD 8231051.18000000 0.078475738071 Long ABS-MBS USGSE US N 2 2064-04-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FX3S9 16109817.66000000 PA USD 15724578.92000000 0.149919847371 Long ABS-MBS USGSE US N 2 2064-04-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXFD9 6137622.00000000 PA USD 6349925.72000000 0.060540883136 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXHG0 316585.90000000 PA USD 331784.19000000 0.003163266589 Long ABS-MBS USGSE US N 2 2058-01-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXKN1 4520067.36000000 PA USD 4428852.31000000 0.042225160096 Long ABS-MBS USGSE US N 2 2058-08-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXNS7 492892.06500000 PA USD 478061.83000000 0.004557893534 Long ABS-MBS USGSE US N 2 2059-08-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXP22 4107819.26000000 PA USD 3689409.20000000 0.035175228981 Long ABS-MBS USGSE US N 2 2060-01-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXRT1 56968.97000000 PA USD 50708.41000000 0.000483459501 Long ABS-MBS USGSE US N 2 2060-07-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXSJ2 2452092.05000000 PA USD 2176457.43000000 0.020750582090 Long ABS-MBS USGSE US N 2 2061-01-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXSX1 991132.89000000 PA USD 879230.18000000 0.008382676258 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXTS1 1463655.44000000 PA USD 1236543.95000000 0.011789344642 Long ABS-MBS USGSE US N 2 2061-09-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXTU6 694826.14000000 PA USD 643894.93000000 0.006138964364 Long ABS-MBS USGSE US N 2 2061-09-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXUH3 722129.96000000 PA USD 693455.46000000 0.006611479852 Long ABS-MBS USGSE US N 2 2061-12-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXUL4 654118.32000000 PA USD 660513.49000000 0.006297407524 Long ABS-MBS USGSE US N 2 2061-12-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXVK5 2664527.35000000 PA USD 2251076.34000000 0.021462006902 Long ABS-MBS USGSE US N 2 2062-03-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXXF4 2355516.77000000 PA USD 2261979.08000000 0.021565954812 Long ABS-MBS USGSE US N 2 2062-09-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXZA3 16355360.80000000 PA USD 15705883.86000000 0.149741606634 Long ABS-MBS USGSE US N 2 2063-06-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXZZ8 6822000.26000000 PA USD 5763420.04000000 0.054949074129 Long ABS-MBS USGSE US N 2 2062-05-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HJJP7 246958.22000000 PA USD 253325.32000000 0.002415231180 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HTTZ2 507457.02000000 PA USD 503841.09000000 0.004803675805 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 3.48000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HVA38 2107000.00000000 PA USD 1937435.38000000 0.018471719843 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 2.89000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HVE67 4888418.50000000 PA USD 4507030.59000000 0.042970520329 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 2.92000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HVFN9 669217.36000000 PA USD 619555.83000000 0.005906912734 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 2.92000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HYCD8 311927.29000000 PA USD 278220.58000000 0.002652585299 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 1.82000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J1VA3 200000.00000000 PA USD 169789.61000000 0.001618792626 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 1.40000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J2VV5 500000.00000000 PA USD 450465.66000000 0.004294788645 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 1.56000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J2WF9 100000.00000000 PA USD 89949.89000000 0.000857592044 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 1.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J5JJ9 60701.58000000 PA USD 58539.65000000 0.000558123396 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JBF92 13644414.12000000 PA USD 11740186.86000000 0.111932219687 Long ABS-MBS USGSE US N 2 2032-11-01 Variable 1.45566720 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JBFG6 11373363.96000000 PA USD 9709147.15000000 0.092568065971 Long ABS-MBS USGSE US N 2 2032-10-01 Variable 1.33323840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JBH66 18909850.05000000 PA USD 16335983.84000000 0.155749048442 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 1.56501000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JBTP1 23210697.65000000 PA USD 20814866.69000000 0.198451205154 Long ABS-MBS USGSE US N 2 2031-12-01 Variable 1.82874960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JBZB5 1093062.06000000 PA USD 972514.65000000 0.009272060551 Long ABS-MBS USGSE US N 2 2032-03-01 Variable 1.75465800 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JMSB9 92810.21000000 PA USD 95456.58000000 0.000910093426 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JPFR1 7314.95000000 PA USD 7204.37000000 0.000068687247 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JVFP2 12559.33000000 PA USD 12500.25000000 0.000119178744 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JWNV8 187684.44000000 PA USD 178727.38000000 0.001704006299 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JWZ45 65786.77000000 PA USD 64917.82000000 0.000618933563 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JXLV8 146951.34000000 PA USD 133229.99000000 0.001270229229 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140K0AV0 3281.51000000 PA USD 3237.99000000 0.000030871349 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KK3D4 3835545.67000000 PA USD 3380752.78000000 0.032232465069 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KQAS0 6964299.00000000 PA USD 5819133.55000000 0.055480252799 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LB4R1 924113.52000000 PA USD 844125.14000000 0.008047980985 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 1.81500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LBNW9 1500000.00000000 PA USD 1346436.08000000 0.012837068174 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 1.54000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LBXF5 819172.61000000 PA USD 763244.36000000 0.007276854823 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 1.82000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LBZA4 1138043.00000000 PA USD 1025465.04000000 0.009776895334 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 2.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LCVQ1 1200000.00000000 PA USD 1073550.96000000 0.010235351731 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 1.67000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LCX22 25000000.00000000 PA USD 21548346.50000000 0.205444281517 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 1.88000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LDGG8 1000000.00000000 PA USD 885479.51000000 0.008442258051 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 1.56000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LEAN7 1500000.00000000 PA USD 1351047.54000000 0.012881034336 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 1.93000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LER82 12182133.45000000 PA USD 10728454.69000000 0.102286255030 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 2.13000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LESE8 744339.50000000 PA USD 682256.75000000 0.006504710132 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 2.28000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LEUX3 479048.25000000 PA USD 422548.23000000 0.004028620828 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 2.14000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LFAF1 8000000.00000000 PA USD 7221200.56000000 0.068847712317 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 1.93000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LFB94 1100000.00000000 PA USD 994143.49000000 0.009478272266 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 2.01000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LFE42 1385697.73000000 PA USD 1282891.14000000 0.012231223798 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 2.39000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LFGT5 2000000.00000000 PA USD 1814373.34000000 0.017298432955 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 2.22000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LFM43 568675.39000000 PA USD 540013.13000000 0.005148543973 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 2.44000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LFSG0 750000.00000000 PA USD 662565.55000000 0.006316972087 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 2.88000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LFVY7 464361.88000000 PA USD 432136.75000000 0.004120038821 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 2.55000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LFW91 1925000.00000000 PA USD 1822987.99000000 0.017380565966 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 2.51000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LFXZ2 1995653.19000000 PA USD 1868315.19000000 0.017812720426 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 2.80000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LGB92 1682859.32000000 PA USD 1630014.21000000 0.015540732939 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 3.34000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LGGF3 1162023.35000000 PA USD 1143506.79000000 0.010902318230 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 3.59000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LGQ54 2047193.97000000 PA USD 1998356.19000000 0.019052545478 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 3.66000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LGV82 2085000.00000000 PA USD 2049116.00000000 0.019536495032 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 3.98000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LGXH0 2479052.17000000 PA USD 2464792.39000000 0.023499598990 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 3.51500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LGXS6 4594579.36000000 PA USD 4633583.53000000 0.044177089837 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 4.04000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LH3D0 1023597.00000000 PA USD 1068314.49000000 0.010185426655 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 4.80000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LHAB6 945000.00000000 PA USD 926930.54000000 0.008837456684 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 3.67000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LHBD1 1007322.89000000 PA USD 996513.99000000 0.009500872871 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 3.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LHBH2 1056986.00000000 PA USD 1045689.99000000 0.009969722209 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 3.80000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LHBR0 350000.00000000 PA USD 346762.65000000 0.003306072857 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 4.03000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LHCX6 2360977.01000000 PA USD 2351386.56000000 0.022418375460 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 3.89000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LHD98 1010000.00000000 PA USD 977789.01000000 0.009322346874 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 3.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LHDX5 2524663.83000000 PA USD 2496818.78000000 0.023804942079 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 3.83000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LHEW6 1550000.00000000 PA USD 1542209.16000000 0.014703590033 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 3.93000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LHGL8 2845785.75000000 PA USD 2745632.99000000 0.026177163846 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 3.41000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LHLB4 4000000.00000000 PA USD 3968228.60000000 0.037833523496 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LHQM5 859919.32000000 PA USD 853958.43000000 0.008141732642 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 3.97000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LHSD3 1283000.00000000 PA USD 1334236.16000000 0.012720752808 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 4.70500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LHSR2 884915.37000000 PA USD 898398.73000000 0.008565431301 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 4.19000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LHTF7 762137.38000000 PA USD 772356.15000000 0.007363727621 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 4.23000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LHWM8 13290000.00000000 PA USD 13176441.07000000 0.125625623691 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 3.90000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LHXY1 661000.00000000 PA USD 693063.38000000 0.006607741719 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 4.85000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LHXZ8 1015000.00000000 PA USD 1026082.35000000 0.009782780835 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 4.18000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LHYH7 2914187.16000000 PA USD 2986437.26000000 0.028473017972 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 4.81000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LJ4T0 3055455.68000000 PA USD 3123757.95000000 0.029782248381 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 4.43000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LJ5R3 1500000.00000000 PA USD 1554504.23000000 0.014820812569 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 4.71000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LJ6M3 1483432.40000000 PA USD 1536782.40000000 0.014651850712 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LJQR0 1951290.76000000 PA USD 2026168.34000000 0.019317709544 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 4.71000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LJQZ2 2177000.00000000 PA USD 2267039.98000000 0.021614205983 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 4.76000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LJS64 2000000.00000000 PA USD 2002242.86000000 0.019089601413 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 4.11000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LK2R3 2558000.00000000 PA USD 2622831.59000000 0.025006361928 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 4.58000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LK3F8 3115000.00000000 PA USD 3217637.01000000 0.030677301560 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 4.55000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LK6T5 3781919.60000000 PA USD 3904233.38000000 0.037223386102 Long ABS-MBS USGSE US N 2 2029-02-01 Fixed 5.03500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LKB36 2750000.00000000 PA USD 2836008.48000000 0.027038813606 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 4.51000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LKBW2 2000000.00000000 PA USD 2059871.90000000 0.019639042954 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 4.55000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LKE66 2000000.00000000 PA USD 2046210.46000000 0.019508793298 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 4.53000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LKEY5 1698003.94000000 PA USD 1746677.19000000 0.016653010491 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 4.51000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LKFT5 3014000.00000000 PA USD 3085721.72000000 0.029419606823 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 4.39000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LKGQ0 2917275.98000000 PA USD 2993855.87000000 0.028543747808 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 4.52000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LKHL0 2368369.00000000 PA USD 2450057.46000000 0.023359114563 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 4.71000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LKU50 3000000.00000000 PA USD 3080703.66000000 0.029371764093 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 4.48000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LKZL0 2500000.00000000 PA USD 2529040.38000000 0.024112146321 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 4.09000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LLAY7 2640000.00000000 PA USD 2700778.66000000 0.025749517780 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 4.46000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LLEU1 2000000.00000000 PA USD 2041159.86000000 0.019460640328 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 4.35000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LLFY2 1216000.00000000 PA USD 1254165.18000000 0.011957347368 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 4.52000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LLKJ9 2481409.07000000 PA USD 2572236.43000000 0.024523982165 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 4.80000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LLKY6 1718898.00000000 PA USD 1778519.52000000 0.016956598732 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 4.64000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LLQY0 3000000.00000000 PA USD 3080296.89000000 0.029367885903 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 4.45000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LLVJ7 1203000.00000000 PA USD 1248788.95000000 0.011906089806 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 4.79000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LQVH0 5708617.01000000 PA USD 4987857.42000000 0.047554775674 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140M1CG7 775121.55000000 PA USD 676452.72000000 0.006449373878 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MDJT6 254483.07000000 PA USD 230334.86000000 0.002196037631 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MDKH0 451360.46000000 PA USD 432783.73000000 0.004126207199 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MDRN0 3012501.20000000 PA USD 2748716.32000000 0.026206560649 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MGK42 12376454.06000000 PA USD 11281157.93000000 0.107555787893 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MHLL1 507696.92000000 PA USD 461588.85000000 0.004400838349 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MMAD0 4992555.12000000 PA USD 4708820.62000000 0.044894408444 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MPSU6 6201681.36000000 PA USD 6041826.45000000 0.057603431153 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MSPN9 7775062.16000000 PA USD 7849578.36000000 0.074838734674 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MXVK7 419065.87000000 PA USD 398603.71000000 0.003800331167 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140N0HV0 7913483.50000000 PA USD 7856369.44000000 0.074903481570 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140N4VV6 1563942.56000000 PA USD 1590360.77000000 0.015162672725 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140N8GS1 685696.94000000 PA USD 695738.81000000 0.006633249560 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140N8GV4 1454077.80000000 PA USD 1475075.89000000 0.014063534128 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140N8HA9 317305.07000000 PA USD 326141.54000000 0.003109468949 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NMGY7 2958895.55000000 PA USD 2982432.41000000 0.028434835296 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NMHN0 2553942.42000000 PA USD 2625069.84000000 0.025027701648 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NMJW8 2764323.90000000 PA USD 2779392.67000000 0.026499032310 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NQAU2 1503246.13000000 PA USD 1512798.03000000 0.014423181117 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NUN47 10440000.00000000 PA USD 10725471.36000000 0.102257811637 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 4.52000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NUNT2 15000000.00000000 PA USD 15362226.45000000 0.146465139472 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 4.52000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NUPD5 5000000.00000000 PA USD 5033260.25000000 0.047987651198 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 4.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NUPE3 20000000.00000000 PA USD 20596258.80000000 0.196366973731 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 4.60000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NUPQ6 3625000.00000000 PA USD 3677786.42000000 0.035064416131 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 4.32000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NUTZ2 6240000.00000000 PA USD 6533272.45000000 0.062288930821 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 4.94000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NV5W3 5488674.66000000 PA USD 5667401.11000000 0.054033619197 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 4.82000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NVJU2 9881905.92000000 PA USD 10544505.70000000 0.100532465332 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 5.33000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NWHG3 9572000.00000000 PA USD 9673014.18000000 0.092223570301 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 4.38500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NWLV5 11300000.00000000 PA USD 11325713.49000000 0.107980585453 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NWPK5 2000000.00000000 PA USD 2082522.60000000 0.019854997194 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 4.83000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NWPL3 9253965.59000000 PA USD 9495831.21000000 0.090534288575 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 4.46000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NWQE8 8583252.17000000 PA USD 8861051.79000000 0.084482232476 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 4.65000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NXF73 5914843.05000000 PA USD 6040821.34000000 0.057593848324 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 4.37000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NXVA8 9946581.00000000 PA USD 10611417.64000000 0.101170411053 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.22000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NY7A3 11990000.00000000 PA USD 12246779.16000000 0.116762125828 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 4.42000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NYEV9 4961000.00000000 PA USD 5070150.04000000 0.048339362472 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 4.33000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NYVH1 4620000.00000000 PA USD 4895439.55000000 0.046673653640 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.09000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NYVM0 10919750.47000000 PA USD 11629837.82000000 0.110880139926 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.20000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NYZ46 2050000.00000000 PA USD 2116090.46000000 0.020175036826 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 4.64000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140Q0AU6 5098000.00000000 PA USD 5311691.69000000 0.050642246860 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 4.81000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140Q0C75 5541000.00000000 PA USD 5741706.77000000 0.054742057449 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 4.72000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140Q0UG5 4798791.40000000 PA USD 4944259.66000000 0.047139109884 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 4.71000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140Q0ZC9 10812000.00000000 PA USD 10935030.50000000 0.104255771292 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 4.13000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140Q16P0 4600000.00000000 PA USD 4656074.51000000 0.044391521289 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 4.23000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140Q16R6 23390000.00000000 PA USD 23521315.44000000 0.224254782190 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 4.19500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140Q1N55 5459000.00000000 PA USD 5571405.94000000 0.053118390795 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 4.33000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140Q1QL7 9530000.00000000 PA USD 9523803.31000000 0.090800977622 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 4.09000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QDKQ6 1065796.19000000 PA USD 940618.03000000 0.008967954703 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QEDX7 3392973.30000000 PA USD 3120102.04000000 0.029747392537 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QEJ94 1769201.55000000 PA USD 1487907.65000000 0.014185873524 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QEXT4 3768173.44000000 PA USD 3333431.02000000 0.031781294258 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QKGB8 10260362.94000000 PA USD 9387522.07000000 0.089501657442 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QKNP9 871300.35000000 PA USD 795014.17000000 0.007579751650 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QKXC7 27509684.18000000 PA USD 24164103.57000000 0.230383194202 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QL2S4 7929952.12000000 PA USD 7206170.72000000 0.068704416186 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QLR40 11575079.33000000 PA USD 10561564.92000000 0.100695109793 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QLR99 2985603.70000000 PA USD 2724208.63000000 0.025972901665 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QLRX6 4734685.44000000 PA USD 4346746.48000000 0.041442354174 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QM4X9 386212.63000000 PA USD 340877.61000000 0.003249964245 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QMMP6 4810341.70000000 PA USD 4419572.53000000 0.042136685663 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QN3N0 12146085.34000000 PA USD 11508236.46000000 0.109720779321 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QNFK3 7552896.54000000 PA USD 6631962.65000000 0.063229853932 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QNLB6 19301573.25000000 PA USD 17593998.77000000 0.167743099746 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QNPS5 2443687.38000000 PA USD 2308183.20000000 0.022006469922 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QNXG2 2582300.84000000 PA USD 2520189.74000000 0.024027763356 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QNXN7 6150004.50000000 PA USD 6002082.38000000 0.057224506862 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QPAJ6 4199710.84000000 PA USD 3969307.61000000 0.037843810895 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QQD69 6849388.44000000 PA USD 6923993.35000000 0.066014106419 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QQEA9 1881148.15000000 PA USD 1904773.90000000 0.018160321736 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QQLL7 1221074.42000000 PA USD 1215782.19000000 0.011591399762 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QQLT0 1124041.58000000 PA USD 1149723.68000000 0.010961590736 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QRA60 1878526.62000000 PA USD 1869297.12000000 0.017822082254 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QRAP8 1706978.54000000 PA USD 1664382.03000000 0.015868399476 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QRR54 885627.16000000 PA USD 906842.70000000 0.008645937030 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QRRS4 1669440.42000000 PA USD 1684157.24000000 0.016056938481 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140W0L37 9753673.95000000 PA USD 10004429.01000000 0.095383315371 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140W13T8 17213159.51000000 PA USD 15743106.97000000 0.150096495817 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140W1D26 13619961.30000000 PA USD 12439288.80000000 0.118597533695 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140W2KA8 13468361.66000000 PA USD 13394874.64000000 0.127708193129 Long ABS-MBS USGSE US N 2 2055-06-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140W2MY4 14146317.75000000 PA USD 12484310.45000000 0.119026775007 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X6W31 2348783.29000000 PA USD 2151186.52000000 0.020509646483 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X8XH5 12705319.80000000 PA USD 10685125.93000000 0.101873153915 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XBZX1 12706580.60000000 PA USD 11209096.10000000 0.106868742561 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XCL30 1012750.60000000 PA USD 1003285.18000000 0.009565430134 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XDGG5 5287259.48000000 PA USD 4676464.80000000 0.044585924533 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XEB78 396122.06000000 PA USD 359230.40000000 0.003424941743 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XFAK7 2592565.20000000 PA USD 2453425.88000000 0.023391229446 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XFMY4 15199047.64000000 PA USD 13406882.03000000 0.127822672892 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XGB32 226366.71000000 PA USD 205178.50000000 0.001956194156 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XGJ83 1362814.64000000 PA USD 1285824.27000000 0.012259188578 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XGV89 7237073.10000000 PA USD 6612246.35000000 0.063041876581 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XH2W6 1356572.70000000 PA USD 1349016.81000000 0.012861673135 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XHE45 1394224.92000000 PA USD 1288321.41000000 0.012282996583 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XJ4W0 1462145.76000000 PA USD 1458553.57000000 0.013906008530 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XJJ46 2516927.13000000 PA USD 2545440.49000000 0.024268506755 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XK3B4 2555850.22000000 PA USD 2318582.29000000 0.022105615978 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XKHF0 1189781.15000000 PA USD 1183154.30000000 0.011280321907 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XKR69 3136680.32000000 PA USD 3067228.48000000 0.029243290260 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XL6W3 4963386.78000000 PA USD 4390049.64000000 0.041855211216 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XL7B8 2336342.79000000 PA USD 2052226.78000000 0.019566153548 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XN4D3 5563775.70000000 PA USD 4874780.25000000 0.046476685624 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XN5L4 7623807.57000000 PA USD 6696663.22000000 0.063846716210 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XPG60 3009251.56000000 PA USD 3109980.33000000 0.029650891052 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XPZG7 7313577.40000000 PA USD 6462880.00000000 0.061617801539 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XQYS0 38731560.67000000 PA USD 35255731.93000000 0.336131986541 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XRQ24 5504306.66000000 PA USD 4815650.14000000 0.045912932718 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140Y66N5 11478336.12000000 PA USD 11904759.18000000 0.113501270103 Long ABS-MBS USGSE US N 2 2055-08-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140Y6W89 19430115.61000000 PA USD 18937663.22000000 0.180553742898 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140Y6YH7 24228345.94000000 PA USD 24933582.94000000 0.237719494290 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418AFN3 7002.73000000 PA USD 6794.35000000 0.000064778072 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418CKS2 233468.62000000 PA USD 232665.43000000 0.002218257540 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418CMX9 13589.64000000 PA USD 13697.91000000 0.000130597365 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418D3Z3 3899924.65000000 PA USD 3542763.47000000 0.033777092626 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418D7G1 3282389.35000000 PA USD 2989896.49000000 0.028505998648 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EBS8 5452542.65000000 PA USD 4755638.67000000 0.045340776830 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31427NUB3 37779831.26000000 PA USD 38461447.42000000 0.366695627032 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31427NW62 7754028.58000000 PA USD 6818650.96000000 0.065009760604 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31427PGG3 14138344.35000000 PA USD 13807463.83000000 0.131641863385 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 4.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142FFGX9 17000000.00000000 PA USD 16984575.90000000 0.161932795755 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 4.25000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142GR5S5 5581148.28000000 PA USD 5536263.90000000 0.052783342760 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142GRMK3 5070981.98000000 PA USD 5106209.13000000 0.048683153762 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142GTGW0 6062132.16000000 PA USD 6225838.10000000 0.059357818257 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142GTGY6 9787268.92000000 PA USD 10004528.58000000 0.095384264683 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.50000000 N N N N N N Fells Point Funding Trust N/A 314382AA0 1570000.00000000 PA USD 1555860.93000000 0.014833747494 Long DBT CORP US Y 2 2027-01-31 Fixed 3.04600000 N N N N N N FHF Trust N/A 31568EAA6 45372.77970000 PA USD 45414.86000000 0.000432990219 Long ABS-O CORP US Y 2 2027-12-15 Fixed 6.14000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DN7 2775000.00000000 PA USD 2791441.99000000 0.026613911839 Long DBT CORP US N 2 2032-04-29 Variable 4.56600000 N N N N N N First Investors Auto Owner Trust N/A 32057JAE3 441664.92000000 PA USD 441103.08000000 0.004205524787 Long ABS-O CORP US Y 2 2027-11-15 Fixed 1.47000000 N N N N N N First Investors Auto Owner Trust N/A 320986AE2 1300000.00000000 PA USD 1338321.53000000 0.012759703171 Long ABS-O CORP US Y 2 2029-12-17 Fixed 6.81000000 N N N N N N FirstEnergy Transmission LLC 549300AINIIPOLYX2R63 33767BAC3 350000.00000000 PA USD 303023.39000000 0.002889057990 Long DBT CORP US Y 2 2049-04-01 Fixed 4.55000000 N N N N N N FirstEnergy Transmission LLC 549300AINIIPOLYX2R63 33767BAD1 965000.00000000 PA USD 938632.34000000 0.008949022919 Long DBT CORP US Y 2 2028-09-15 Fixed 2.86600000 N N N N N N FirstKey Homes Trust N/A 33767TAJ9 635000.00000000 PA USD 625819.11000000 0.005966627528 Long ABS-O CORP US Y 2 2038-09-17 Fixed 2.25800000 N N N N N N FirstKey Homes Trust N/A 33767TAL4 814000.00000000 PA USD 802466.92000000 0.007650806980 Long ABS-O CORP US Y 2 2038-09-17 Fixed 2.35800000 N N N N N N FirstKey Homes Trust N/A 33767TAQ3 7886000.00000000 PA USD 7768233.63000000 0.074063185162 Long ABS-O CORP US Y 2 2038-09-17 Fixed 3.15700000 N N N N N N FirstKey Homes Trust N/A 33767WAJ2 500000.00000000 PA USD 493364.85000000 0.004703794192 Long ABS-O CORP US Y 2 2038-08-17 Fixed 2.38900000 N N N N N N FirstKey Homes Trust N/A 33767WAN3 1668000.00000000 PA USD 1650544.38000000 0.015736469815 Long ABS-O CORP US Y 2 2038-08-17 Fixed 3.23800000 N N N N N N FirstKey Homes Trust N/A 33767WAQ6 4712000.00000000 PA USD 4664798.48000000 0.044474696568 Long ABS-O CORP US Y 2 2038-08-17 Fixed 3.45200000 N N N N N N FirstKey Homes Trust N/A 33767WAS2 5000000.00000000 PA USD 4950309.00000000 0.047196784950 Long ABS-O CORP US Y 2 2038-08-17 Fixed 3.68600000 N N N N N N FirstKey Homes Trust N/A 33768EAG7 1250000.00000000 PA USD 1241962.88000000 0.011841009311 Long ABS-O CORP US Y 2 2038-07-17 Fixed 3.50000000 N N N N N N FirstKey Homes Trust N/A 33768EAJ1 4500000.00000000 PA USD 4470559.20000000 0.042622798126 Long ABS-O CORP US Y 2 2038-07-17 Fixed 3.50000000 N N N N N N FirstKey Homes Trust N/A 33768EAQ5 7000000.00000000 PA USD 6852757.10000000 0.065334932256 Long ABS-O CORP US Y 3 2038-07-17 None 0.00000000 N N N N N N FirstKey Homes Trust N/A 33768EAS1 3000000.00000000 PA USD 2935719.00000000 0.027989464560 Long ABS-O CORP US Y 3 2038-07-17 None 0.00000000 N N N N N N FirstKey Homes Trust N/A 33768NAJ1 3165000.00000000 PA USD 3141253.32000000 0.029949051143 Long ABS-O CORP US Y 2 2039-05-19 Fixed 5.00000000 N N N N N N FirstKey Homes Trust N/A 33768NAL6 3094000.00000000 PA USD 3060534.06000000 0.029179464930 Long ABS-O CORP US Y 2 2039-05-19 Fixed 5.00000000 N N N N N N FirstKey Homes Trust N/A 33768NAN2 6000000.00000000 PA USD 5617549.20000000 0.053558325660 Long ABS-O CORP US Y 3 2039-05-19 None 0.00000000 N N N N N N FirstKey Homes Trust N/A 33768NAQ5 2600000.00000000 PA USD 2429983.14000000 0.023167723811 Long ABS-O CORP US Y 3 2039-05-19 None 0.00000000 N N N N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 337738AT5 170000.00000000 PA USD 169440.07000000 0.001615460074 Long DBT CORP US N 2 2026-07-01 Fixed 3.20000000 N N N N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 337738BK3 300000.00000000 PA USD 308823.25000000 0.002944354487 Long DBT CORP US N 2 2031-03-15 Fixed 5.35000000 N N N N N N FirstEnergy Corp. 549300SVYJS666PQJH88 337932AH0 2330000.00000000 PA USD 2339619.29000000 0.022306185027 Long DBT CORP US N 2 2027-07-15 Fixed 3.89999880 N N N N N N Flagship Credit Auto Trust N/A 33845AAC1 105249.68000000 PA USD 104959.44000000 0.001000694727 Long ABS-O CORP US Y 2 2027-12-15 Fixed 1.96000000 N N N N N N Flagship Credit Auto Trust N/A 33845XAD9 634.89000000 PA USD 634.19000000 0.000006046436 Long ABS-O CORP US Y 2 2027-02-16 Fixed 2.18000000 N N N N N N Flash Compute LLC N/A 33853QAA9 948000.00000000 PA USD 970390.66000000 0.009251810199 Long DBT CORP US Y 2 2030-12-31 Fixed 7.25000000 N N N N N N Florida Power & Light Co. A89MY1K3YLIGJMYWVX50 341081FP7 60000.00000000 PA USD 46673.39000000 0.000444989181 Long DBT CORP US N 2 2047-12-01 Fixed 3.70000000 N N N N N N Florida Power & Light Co. A89MY1K3YLIGJMYWVX50 341081GM3 390000.00000000 PA USD 379662.93000000 0.003619747708 Long DBT CORP US N 2 2053-04-01 Fixed 5.30000000 N N N N N N Florida Power & Light Co. A89MY1K3YLIGJMYWVX50 341081GY7 2350000.00000000 PA USD 2418149.91000000 0.023054904507 Long DBT CORP US N 2 2055-03-15 Fixed 5.70000000 N N N N N N Ford Motor Co. 20S05OYHG0MQM4VUIC57 345370CQ1 380000.00000000 PA USD 305660.11000000 0.002914196766 Long DBT CORP US N 2 2043-01-15 Fixed 4.75000000 N N N N N N Ford Motor Co. 20S05OYHG0MQM4VUIC57 345370CX6 810000.00000000 PA USD 946315.01000000 0.009022270331 Long DBT CORP US N 2 2030-04-22 Fixed 9.62500000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397B36 1600000.00000000 PA USD 1533369.04000000 0.014619307366 Long DBT CORP US N 2 2030-11-13 Fixed 4.00000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397C92 1090000.00000000 PA USD 1140196.00000000 0.010870752798 Long DBT CORP US N 2 2028-05-12 Fixed 6.80000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397D42 550000.00000000 PA USD 593828.95000000 0.005661629859 Long DBT CORP US N 2 2030-06-10 Fixed 7.20000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397J38 11616000.00000000 PA USD 11836925.52000000 0.112854536603 Long DBT CORP US N 2 2033-04-06 Fixed 5.75300000 N N N N N N Fortiva Retail Credit Master Note Business Trust N/A 34962ABD3 6910000.00000000 PA USD 6927275.00000000 0.066045394028 Long ABS-O CORP US Y 3 2031-05-15 Fixed 5.92000000 N N N N N N Fortiva Retail Credit Master Note Business Trust N/A 34962ABE1 5000000.00000000 PA USD 5012500.00000000 0.047789720715 Long ABS-O CORP US Y 3 2031-05-15 Fixed 6.90000000 N N N N N N Foundation Finance Trust N/A 349941AC8 461515.23000000 PA USD 476358.53000000 0.004541654086 Long ABS-O CORP US Y 2 2049-12-15 Fixed 6.53000000 N N N N N N Foundation Finance Trust N/A 349941AD6 4161202.93000000 PA USD 4403272.59000000 0.041981280261 Long ABS-O CORP US Y 2 2049-12-15 Fixed 8.13000000 N N N N N N Foundation Finance Trust 549300MQ65NOVQXYNB21 35041LAC4 256369.82000000 PA USD 249001.37000000 0.002374006170 Long ABS-O CORP US Y 2 2041-05-15 Fixed 2.99000000 N N N N N N Foundation Finance Trust N/A 35042AAD5 1294527.40000000 PA USD 1394563.95000000 0.013295924526 Long ABS-O CORP US Y 2 2043-12-15 Fixed 9.18000000 N N N N N N Foundry JV Holdco LLC 21380048QROAMGM6EP30 350930AD5 6105000.00000000 PA USD 6573159.30000000 0.062669216391 Long DBT CORP US Y 2 2035-01-25 Fixed 6.25000000 N N N N N N Foundry JV Holdco LLC 21380048QROAMGM6EP30 350930AF0 1235000.00000000 PA USD 1288757.66000000 0.012287155838 Long DBT CORP US Y 2 2031-01-25 Fixed 5.50000000 N N N N N N FHLMC 549300XWC4JMK6CH6K84 35563FAA9 483232.27030000 PA USD 482251.70000000 0.004597840210 Long ABS-MBS USGSE US Y 2 2051-01-25 Floating 5.66721000 N N N N N N FHLMC 549300XWC4JMK6CH6K84 35563FAB7 26991000.00000000 PA USD 28007562.03000000 0.267027145600 Long ABS-MBS USGSE US Y 2 2051-01-25 Floating 7.41720960 N N N N N N FHLMC 549300XWC4JMK6CH6K84 35563FAC5 10680000.00000000 PA USD 11855995.09000000 0.113036347960 Long ABS-MBS USGSE US Y 2 2051-01-25 Floating 11.41720920 N N N N N N FHLMC 549300FK6HM4FW58SP67 35563GAA7 220405.69000000 PA USD 220585.45000000 0.002103085695 Long ABS-MBS USGSE US Y 2 2051-11-25 Floating 5.96720880 N N N N N N FHLMC 549300FK6HM4FW58SP67 35563GAB5 13462000.00000000 PA USD 13932129.39000000 0.132830438406 Long ABS-MBS USGSE US Y 2 2051-11-25 Floating 7.66721160 N N N N N N FHLMC N/A 35563HAA5 892147.90000000 PA USD 910333.62000000 0.008679219841 Long ABS-MBS USGSE US Y 2 2052-05-25 Floating 7.91721000 N N N N N N FHLMC N/A 35563HAB3 750000.00000000 PA USD 825314.25000000 0.007868635912 Long ABS-MBS USGSE US Y 2 2052-05-25 Floating 10.16721000 N N N N N N FHLMC Seasoned Credit Risk Transfer Trust N/A 35563P7E3 14652152.09340000 PA USD 13042720.15000000 0.124350713882 Long ABS-MBS USGSE US N 2 2061-11-25 Fixed 3.25000000 N N N N N N FHLMC N/A 35563P7F0 7947546.59000000 PA USD 7518754.20000000 0.071684621115 Long ABS-MBS USGSE US N 2 2061-11-25 Fixed 3.25000000 N N N N N N FHLMC Seasoned Credit Risk Transfer Trust N/A 35563PDZ9 286348.02720000 PA USD 272033.23000000 0.002593594431 Long ABS-MBS USGSE US N 2 2057-05-25 Fixed 3.00000000 N N N N N N FHLMC Seasoned Credit Risk Transfer Trust N/A 35563PEL9 110071.30860000 PA USD 104078.48000000 0.000992295559 Long ABS-MBS USGSE US N 2 2057-05-25 Fixed 3.50000000 N N N N N N FHLMC Seasoned Credit Risk Transfer Trust N/A 35563PFF1 495981.12600000 PA USD 459102.25000000 0.004377130834 Long ABS-MBS USGSE US N 2 2057-11-25 Fixed 3.50000000 N N N N N N FHLMC Seasoned Credit Risk Transfer Trust N/A 35563PFP9 228792.56000000 PA USD 219304.26000000 0.002090870690 Long ABS-MBS USGSE US N 2 2057-11-25 Fixed 4.00000000 N N N N N N FHLMC Seasoned Credit Risk Transfer Trust N/A 35563PGG8 6194549.47000000 PA USD 6114688.72000000 0.058298107967 Long ABS-MBS USGSE US N 2 2057-08-25 Variable 3.49999920 N N N N N N FHLMC Seasoned Credit Risk Transfer Trust N/A 35563PGL7 198110.75000000 PA USD 188959.96000000 0.001801564830 Long ABS-MBS USGSE US N 2 2057-08-25 Variable 3.99999960 N N N N N N FHLMC Seasoned Credit Risk Transfer Trust N/A 35563PJF7 2489947.82150000 PA USD 2452617.53000000 0.023383522549 Long ABS-MBS USGSE US N 2 2058-07-25 Fixed 3.50000000 N N N N N N FHLMC Seasoned Credit Risk Transfer Trust N/A 35563PK73 2638047.91000000 PA USD 2280484.26000000 0.021742385213 Long ABS-MBS USGSE US N 2 2062-10-25 Fixed 3.00000000 N N N N N N FHLMC Seasoned Credit Risk Transfer Trust N/A 35563PKG3 1071050.01910000 PA USD 1051842.77000000 0.010028383484 Long ABS-MBS USGSE US N 2 2058-08-26 Fixed 3.50000000 N N N N N N FHLMC Seasoned Credit Risk Transfer Trust N/A 35563PLG2 3789614.95000000 PA USD 3514723.48000000 0.033509756309 Long ABS-MBS USGSE US N 2 2058-10-25 Fixed 3.50000000 N N N N N N FHLMC Seasoned Credit Risk Transfer Trust N/A 35563PNP0 3092990.33460000 PA USD 2887445.66000000 0.027529221281 Long ABS-MBS USGSE US N 2 2059-08-25 Fixed 2.50000000 N N N N N N FHLMC Seasoned Credit Risk Transfer Trust N/A 35563PSE0 13468331.81000000 PA USD 11578012.38000000 0.110386030538 Long ABS-MBS USGSE US N 2 2060-05-25 Fixed 2.50000000 N N N N N N FHLMC Seasoned Credit Risk Transfer Trust N/A 35563PSX8 282900.26340000 PA USD 267703.85000000 0.002552317651 Long ABS-MBS USGSE US N 2 2060-05-25 Fixed 3.00000000 N N N N N N FHLMC Seasoned Credit Risk Transfer Trust N/A 35563PTN9 366601.93710000 PA USD 333108.52000000 0.003175892895 Long ABS-MBS USGSE US N 2 2060-05-25 Fixed 3.00000000 N N N N N N FHLMC Seasoned Credit Risk Transfer Trust N/A 35563PWX3 147460.93000000 PA USD 119837.21000000 0.001142541006 Long ABS-MBS CORP US Y 2 2060-09-25 Variable 13.26535560 N N N N N N FHLMC N/A 35563PX46 6724790.94000000 PA USD 6123115.15000000 0.058378446468 Long ABS-MBS USGSE US N 2 2064-05-25 Fixed 3.50000000 N N N N N N Seasoned Credit Risk Transfer Trust N/A 35563PYZ6 26878939.28000000 PA USD 23754044.87000000 0.226473649913 Long ABS-MBS USGSE US N 2 2064-11-25 Fixed 3.25000000 N N N N N N FHLMC 529900NYZHC090WEXH18 35563QAB3 1240000.00000000 PA USD 1329439.34000000 0.012675019404 Long ABS-MBS USGSE US Y 2 2043-09-25 Floating 9.36721080 N N N N N N FHLMC 529900XKEN78GROIG538 35563RAB1 4761000.00000000 PA USD 4956976.57000000 0.047260354288 Long ABS-MBS USGSE US Y 2 2044-05-25 Floating 7.91721000 N N N N N N FHLMC 529900M14O2Z3FO2N217 35563UAA6 6334287.83000000 PA USD 6277502.21000000 0.059850389507 Long ABS-MBS USGSE US Y 2 2045-02-25 Floating 5.71721040 N N N N N N FHLMC 529900M14O2Z3FO2N217 35563UAB4 6700000.00000000 PA USD 6733579.73000000 0.064198682236 Long ABS-MBS USGSE US Y 2 2045-02-25 Floating 6.51720960 N N N N N N Seasoned Credit Risk Transfer Trust N/A 35563VAY2 10563622.49000000 PA USD 9204050.47000000 0.087752419233 Long ABS-MBS USGSE US N 2 2065-06-25 Fixed 3.25000000 N N N N N N Seasoned Credit Risk Transfer Trust N/A 35563VCB0 13681515.46000000 PA USD 13550241.32000000 0.129189475971 Long ABS-MBS USGSE US N 2 2065-06-25 Fixed 4.25000000 N N N N N N FHLMC 529900E2V0BG2KXC9E18 35563YAB6 5000000.00000000 PA USD 4997347.00000000 0.047645250363 Long ABS-MBS USGSE US Y 2 2045-07-25 Floating 6.31721160 N N N N N N Seasoned Loans Structured Transaction Trust N/A 35564C2J5 8707388.13000000 PA USD 8296008.45000000 0.079095047755 Long ABS-MBS USGSE US N 2 2035-10-25 Fixed 3.00000000 N N N N N N Seasoned Loans Structured Transaction Trust N/A 35564CSK4 7775970.52000000 PA USD 7899683.10000000 0.075316438720 Long ABS-MBS USGSE US Y 2 2034-10-25 Floating 4.91721120 N N N N N N Seasoned Loans Structured Transaction Trust N/A 35564CTW7 13961777.44000000 PA USD 13254278.33000000 0.126367732602 Long ABS-MBS USGSE US N 2 2035-05-25 Fixed 3.00000000 N N N N N N FHLMC 529900KABSM46L5D1T20 355913AB0 5000000.00000000 PA USD 5000516.50000000 0.047675468721 Long ABS-MBS CORP US Y 2 2045-11-25 Floating 6.41720880 N N N N N N FHLMC 529900KWKEUIIIV9P337 355917AB1 3999999.99000000 PA USD 4061201.59000000 0.038719938105 Long ABS-MBS USGSE US Y 2 2044-10-25 Floating 6.91755120 N N N N N N Freeport-McMoRan, Inc. 549300IRDTHJQ1PVET45 35671DBC8 1815000.00000000 PA USD 1795733.67000000 0.017120720312 Long DBT CORP US N 2 2043-03-15 Fixed 5.45000000 N N N N N N Freeport-McMoRan, Inc. 549300IRDTHJQ1PVET45 35671DCH6 231000.00000000 PA USD 233687.79000000 0.002228004831 Long DBT CORP US N 2 2030-08-01 Fixed 4.62500000 N N N N N N FREMF 2020-K740 Mortgage Trust N/A 35709FAN6 137897341.10000000 PA USD 164318.47000000 0.001566630182 Long ABS-MBS USGSE US Y 2 2052-11-25 Fixed 0.10000000 N N N N N N FREMF 2020-K740 Mortgage Trust N/A 35709FAQ9 32600000.00000000 PA USD 43048.30000000 0.000410427178 Long ABS-MBS USGSE US Y 2 2052-11-25 Fixed 0.10000000 N N N N N N FREMF 2020-K740 Mortgage Trust N/A 35709FAS5 13300000.00000000 PA USD 11758706.89000000 0.112108791669 Long ABS-MBS USGSE US Y 2 2052-11-25 None 0.00000000 N N N N N N GFL Environmental, Inc. 894500E7NLBY9VZRT696 36168QAL8 975000.00000000 PA USD 959911.12000000 0.009151897124 Long DBT CORP CA Y 2 2028-08-01 Fixed 4.00000000 N N N N N N GFL Environmental, Inc. 894500E7NLBY9VZRT696 36168QAN4 2920000.00000000 PA USD 2901074.02000000 0.027659155549 Long DBT CORP CA Y 2 2029-06-15 Fixed 4.75000000 N N N N N N GFL Environmental, Inc. 894500E7NLBY9VZRT696 36168QAQ7 2633000.00000000 PA USD 2761622.05000000 0.026329605284 Long DBT CORP CA Y 2 2031-01-15 Fixed 6.75000000 N N N N N N GGAM Master Trust International Ltd. N/A 36173XAB8 10671367.93000000 PA USD 11022103.78000000 0.105085937424 Long ABS-O CORP KY Y 3 2060-09-30 Fixed 9.70200000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WLP1 3488755.82000000 PA USD 3080681.81000000 0.029371555772 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WR26 4831093.19000000 PA USD 4265983.21000000 0.040672348365 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WR34 8998011.16000000 PA USD 8258197.47000000 0.078734553755 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WY93 25072588.80000000 PA USD 22139710.44000000 0.211082409703 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179X2E5 14477773.80000000 PA USD 12798627.99000000 0.122023512654 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XBR6 23025244.48000000 PA USD 21157343.63000000 0.201716417586 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XDD5 1497882.54000000 PA USD 1453559.94000000 0.013858398718 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XFD3 8414227.60000000 PA USD 7441257.73000000 0.070945761333 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XLC8 13937785.40000000 PA USD 12324230.42000000 0.117500554573 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XX27 15118246.40000000 PA USD 14467676.96000000 0.137936407244 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179YAL8 16227008.47000000 PA USD 14349954.13000000 0.136814024966 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179YKL7 7746680.90000000 PA USD 6852667.21000000 0.065334075235 Long ABS-MBS USGA US N 2 2053-10-20 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179YPC2 6344705.54000000 PA USD 6103121.36000000 0.058187823498 Long ABS-MBS USGA US N 2 2054-01-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617AT4J9 18489.38000000 PA USD 17908.20000000 0.000170738728 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617FBML8 771049.80000000 PA USD 818629.43000000 0.007804902110 Long ABS-MBS USGA US N 2 2072-07-20 Variable 5.40200160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617FDD59 1141817.33000000 PA USD 1177159.73000000 0.011223169024 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617FDD67 948861.96000000 PA USD 990257.21000000 0.009441220050 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617FDD91 1153975.38000000 PA USD 1224964.33000000 0.011678943285 Long ABS-MBS USGA US N 2 2052-10-15 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617FGL46 755114.79000000 PA USD 760217.18000000 0.007247993359 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617FGLF1 500376.67000000 PA USD 503757.74000000 0.004802881137 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617FL5S0 5842723.98000000 PA USD 5824760.64000000 0.055533902088 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617FYPA9 945487.67000000 PA USD 925923.61000000 0.008827856503 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617HX4D6 816538.25000000 PA USD 785466.63000000 0.007488724364 Long ABS-MBS USGA US N 2 2049-01-20 Fixed 4.20000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617JSVK9 12912.27000000 PA USD 12661.87000000 0.000120719647 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617KAZN6 109860.00000000 PA USD 110044.03000000 0.001049171762 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617LD5V4 62588.60000000 PA USD 64138.68000000 0.000611505157 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617U2BL3 2921436.79000000 PA USD 2439198.40000000 0.023255583103 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 2.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617UUNH7 1549042.16000000 PA USD 1518817.96000000 0.014480575785 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617UUPQ5 680666.77000000 PA USD 656862.80000000 0.006262601448 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617V83L8 204562.50000000 PA USD 197859.26000000 0.001886411725 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617VUE60 105214.30000000 PA USD 110219.93000000 0.001050848812 Long ABS-MBS USGA US N 2 2071-11-20 Variable 5.26100040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617VYM97 719815.24000000 PA USD 751807.86000000 0.007167817987 Long ABS-MBS USGA US N 2 2071-11-20 Variable 5.14599840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617VYMP1 4538346.84000000 PA USD 4702544.68000000 0.044834572949 Long ABS-MBS USGA US N 2 2071-10-20 Variable 4.97099880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617WR6M0 90787.90000000 PA USD 83461.77000000 0.000795733601 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617WR6N8 241350.62000000 PA USD 221798.69000000 0.002114652857 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617WR6P3 225024.11000000 PA USD 206514.32000000 0.001968930010 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617WSJF9 208561.07000000 PA USD 202909.90000000 0.001934565077 Long ABS-MBS USGA US N 2 2050-06-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617WSNG2 691316.40000000 PA USD 654221.18000000 0.006237415955 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617WSNH0 988224.61000000 PA USD 942138.14000000 0.008982447598 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617WSNJ6 2451703.84000000 PA USD 2362534.12000000 0.022524657511 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617WWP63 6516277.08000000 PA USD 6750900.20000000 0.064363817482 Long ABS-MBS USGA US N 2 2071-10-20 Variable 4.99500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617X0T92 5921809.14000000 PA USD 6167094.03000000 0.058797745898 Long ABS-MBS USGA US N 2 2071-10-20 Variable 5.09500080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617X0WY3 626473.51000000 PA USD 591504.11000000 0.005639464582 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617X6JZ2 708137.47000000 PA USD 656440.23000000 0.006258572620 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617XLK53 630673.42000000 PA USD 592443.61000000 0.005648421877 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617XP4J2 457627.58000000 PA USD 476911.41000000 0.004546925304 Long ABS-MBS USGA US N 2 2071-10-20 Variable 5.14699920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617XP5A0 400812.64000000 PA USD 417410.81000000 0.003979640106 Long ABS-MBS USGA US N 2 2071-11-20 Variable 5.08600080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617XRCV2 555426.94000000 PA USD 521647.96000000 0.004973448442 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617XW3R0 419722.20000000 PA USD 385974.34000000 0.003679921378 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617XW6C0 533277.39000000 PA USD 489412.17000000 0.004666108911 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617XW6H9 553044.53000000 PA USD 521759.23000000 0.004974509303 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617XXC56 874258.52000000 PA USD 918900.35000000 0.008760895978 Long ABS-MBS USGA US N 2 2072-03-20 Variable 5.25600000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617Y0N22 91445.90000000 PA USD 83923.87000000 0.000800139313 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617Y0N97 177785.74000000 PA USD 163161.80000000 0.001555602364 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617Y0PB0 61232.89000000 PA USD 57816.72000000 0.000551230903 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617Y24W3 377469.16000000 PA USD 358782.06000000 0.003420667220 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617Y3BB9 6519535.20000000 PA USD 6777123.34000000 0.064613831754 Long ABS-MBS USGA US N 2 2072-02-20 Variable 5.03600040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617YMMB5 672805.14000000 PA USD 616198.73000000 0.005874905777 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617YMQ70 762790.41000000 PA USD 718990.13000000 0.006854930176 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617YYCU8 12283049.21000000 PA USD 11414008.49000000 0.108822399596 Long ABS-MBS USGA US N 2 2062-04-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36180AB51 16984361.47000000 PA USD 15648618.04000000 0.149195628071 Long ABS-MBS USGA US N 2 2054-10-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36183FAV1 30727.34000000 PA USD 30472.68000000 0.000290529848 Long ABS-MBS USGA US N 2 2044-10-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618AGT25 1619985.94000000 PA USD 1743203.46000000 0.016619891571 Long ABS-MBS USGA US N 2 2053-01-15 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618AW2Y9 2624976.82000000 PA USD 2680172.21000000 0.025553053642 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618AWYA6 2138879.58000000 PA USD 2183853.14000000 0.020821093594 Long ABS-MBS USGA US N 2 2053-06-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618BVFQ3 972385.82000000 PA USD 1037751.77000000 0.009894038356 Long ABS-MBS USGA US N 2 2053-06-20 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618FGCZ5 1091082.47000000 PA USD 1143336.70000000 0.010900696573 Long ABS-MBS USGA US N 2 2053-09-20 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618HUVA6 864201.79000000 PA USD 894083.36000000 0.008524288093 Long ABS-MBS USGA US N 2 2054-06-20 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618LEJ37 5966072.16000000 PA USD 6392378.14000000 0.060945629130 Long ABS-MBS USGA US N 2 2055-09-20 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618LLXM3 4970350.00000000 PA USD 5220534.70000000 0.049773146193 Long ABS-MBS USGA US N 2 2055-08-20 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618LLXN1 5012480.26000000 PA USD 5264788.52000000 0.050195066931 Long ABS-MBS USGA US N 2 2055-08-20 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618M8U28 7136239.06000000 PA USD 7646178.08000000 0.072899494260 Long ABS-MBS USGA US N 2 2055-10-20 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618N5EQ8 9161618.40000000 PA USD 8410771.73000000 0.080189213361 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618NJD63 1251014.00000000 PA USD 1281330.72000000 0.012216346584 Long ABS-MBS USGA US N 2 2055-08-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618NJD71 1485155.53000000 PA USD 1520240.15000000 0.014494135099 Long ABS-MBS USGA US N 2 2055-08-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618NJEA3 2465714.51000000 PA USD 2539144.23000000 0.024208477527 Long ABS-MBS USGA US N 2 2055-08-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36196RVE5 1417951.44000000 PA USD 1388091.72000000 0.013234217581 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 4.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622ABRP9 7280785.93000000 PA USD 7049652.28000000 0.067212152339 Long ABS-MBS USGA US N 2 2052-02-15 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622ACP38 6956265.10000000 PA USD 6623946.51000000 0.063153427180 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622AD2U1 11415592.16000000 PA USD 10814896.17000000 0.103110397511 Long ABS-MBS USGA US N 2 2065-07-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622ADGD4 2717273.99000000 PA USD 2782640.46000000 0.026529997094 Long ABS-MBS USGA US N 2 2064-07-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622ADZ76 18108286.77000000 PA USD 17589309.25000000 0.167698389352 Long ABS-MBS USGA US N 2 2065-07-20 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36241L2E5 3492678.00000000 PA USD 3368195.78000000 0.032112745264 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 3.50000000 N N N N N N GS Mortgage-Backed Securities Corp. Trust N/A 36261WAA5 1861093.22000000 PA USD 1763314.17000000 0.016811629270 Long ABS-MBS CORP US Y 2 2060-12-25 Variable 1.74999960 N N N N N N GLS Auto Receivables Issuer Trust N/A 36261XAJ4 1333239.94000000 PA USD 1331698.85000000 0.012696561819 Long ABS-O CORP US Y 2 2028-05-15 Fixed 2.87000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 36263XAG8 1554682.63000000 PA USD 1554085.79000000 0.014816823116 Long ABS-O CORP US Y 2 2028-01-18 Fixed 3.97000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 36266XAF7 1500000.00000000 PA USD 1626383.85000000 0.015506120691 Long ABS-O CORP US Y 2 2030-03-15 Fixed 11.42000000 N N N N N N GS Mortgage Securities Corp. Trust N/A 36270GAA9 4140000.00000000 PA USD 4134805.96000000 0.039421690182 Long ABS-MBS CORP US Y 2 2038-09-10 Variable 4.32232920 N N N N N N GLS Auto Receivables Issuer Trust N/A 36271KAL5 1700000.00000000 PA USD 1746102.64000000 0.016647532669 Long ABS-O CORP US Y 2 2030-11-15 Fixed 5.61000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 36271KAN1 1200000.00000000 PA USD 1259100.48000000 0.012004401055 Long ABS-O CORP US Y 2 2032-03-15 Fixed 7.19000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 36274AAF7 17463000.00000000 PA USD 17607733.34000000 0.167874046632 Long ABS-O CORP US Y 2 2031-12-15 Fixed 5.02000000 N N N N N N GS Mortgage-Backed Securities Trust 2549005U12N6A8G3H936 36277LAA1 10701056.86000000 PA USD 10755438.56000000 0.102543522184 Long ABS-O CORP US Y 2 2056-05-25 Variable 4.89899880 N N N N N N GS Mortgage-Backed Securities Trust N/A 362948AA9 6810708.98000000 PA USD 6736730.38000000 0.064228720876 Long ABS-MBS CORP US Y 2 2061-09-25 Variable 3.89999880 N N N N N N GS Mortgage-Backed Securities Trust N/A 362960AA4 13595042.62000000 PA USD 13772031.04000000 0.131304043307 Long ABS-MBS CORP US Y 2 2067-11-25 Variable 5.84700120 N N N N N N GS Mortgage-Backed Securities Trust N/A 362963AA8 6825653.24000000 PA USD 6725576.19000000 0.064122375614 Long ABS-MBS CORP US Y 2 2065-07-25 Variable 4.10000040 N N N N N N GAM Re-REMIC Trust N/A 36459DCE9 7500000.00000000 PA USD 7024422.00000000 0.066971604102 Long ABS-MBS CORP US Y 2 2050-11-27 Variable 1.94398200 N N N N N N GAM Re-REMIC Trust N/A 36459DCQ2 4000000.00000000 PA USD 3384388.00000000 0.032267123653 Long ABS-MBS CORP US Y 3 2052-01-27 None 0.00000000 N N N N N N GAM Re-REMIC TRUST N/A 36459TBY1 5734000.00000000 PA USD 5140236.85000000 0.049007577749 Long ABS-MBS CORP US Y 2 2051-09-27 Variable 2.35000080 N N N N N N GAM Re-REMIC TRUST N/A 36459TCA2 5000000.00000000 PA USD 4009994.50000000 0.038231724134 Long ABS-MBS CORP US Y 3 2051-09-27 None 0.00000000 N N N N N N GAM Re-REMIC Trust N/A 364614AC1 10000000.00000000 PA USD 9268491.00000000 0.088366802262 Long ABS-MBS CORP US Y 3 2050-11-29 None 0.00000000 N N N N N N GAM Re-REMIC Trust N/A 364614AQ0 13207000.00000000 PA USD 12057405.93000000 0.114956620836 Long ABS-MBS CORP US Y 3 2050-11-29 None 0.00000000 N N N N N N GAM Re-REMIC Trust N/A 364614AS6 2200000.00000000 PA USD 1975448.20000000 0.018834138207 Long ABS-MBS CORP US Y 3 2050-11-29 None 0.00000000 N N N N N N Gap, Inc. (The) T2ZG1WRWZ4BUCMQL9224 364760AP3 1675000.00000000 PA USD 1593336.88000000 0.015191047281 Long DBT CORP US Y 2 2029-10-01 Fixed 3.62500000 N N N N N N General Motors Co. 54930070NSV60J38I987 37045VAT7 25000.00000000 PA USD 24631.09000000 0.000234835493 Long DBT CORP US N 2 2049-04-01 Fixed 5.95000000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XEV4 5570000.00000000 PA USD 5909178.97000000 0.056338755637 Long DBT CORP US N 2 2034-04-04 Fixed 5.95000000 N N N N N N Genesee & Wyoming, Inc. G617XSG94Z7G0RMW3L02 371559AB1 500000.00000000 PA USD 515368.00000000 0.004913574620 Long DBT CORP US Y 2 2032-04-15 Fixed 6.25000000 N N N N N N Genesis Energy LP N/A 37185LAL6 1680000.00000000 PA USD 1682642.64000000 0.016042498120 Long DBT CORP US N 2 2028-02-01 Fixed 7.75000000 N N N N N N Georgia Power Co. D981X4Z4RWS7PDMJUZ03 373334KW0 3515000.00000000 PA USD 3671341.44000000 0.035002968990 Long DBT CORP US N 2 2034-03-15 Fixed 5.25000000 N N N N N N Wrangler Holdco Corp. N/A 37441QAA9 2220000.00000000 PA USD 2312598.42000000 0.022048565110 Long DBT CORP US Y 2 2032-04-01 Fixed 6.62500000 N N N N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 375558BK8 330000.00000000 PA USD 277729.95000000 0.002647907579 Long DBT CORP US N 2 2047-03-01 Fixed 4.15000000 N N N N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 375558BY8 518000.00000000 PA USD 468309.92000000 0.004464917762 Long DBT CORP US N 2 2030-10-01 Fixed 1.65000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AQ1 40000.00000000 PA USD 39914.63000000 0.000380550427 Long DBT CORP US Y 2 2027-10-27 Fixed 3.87500000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AY4 37000.00000000 PA USD 34302.62000000 0.000327044913 Long DBT CORP US Y 2 2030-09-01 Fixed 2.50000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272BE7 435000.00000000 PA USD 405939.48000000 0.003870271197 Long DBT CORP US Y 2 2031-04-27 Fixed 2.85000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272BN7 2000000.00000000 PA USD 2095257.90000000 0.019976416931 Long DBT CORP US Y 2 2028-10-06 Fixed 6.12500000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272BU1 14770000.00000000 PA USD 15620911.37000000 0.148931469663 Long DBT CORP US Y 2 2034-04-04 Fixed 5.63400000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272BZ0 360000.00000000 PA USD 372509.90000000 0.003551549942 Long DBT CORP US Y 2 2030-04-01 Fixed 5.18600000 N N N N N N Global Payments, Inc. 549300NOMHGVQBX6S778 37940XAB8 72000.00000000 PA USD 69046.87000000 0.000658300375 Long DBT CORP US N 2 2029-08-15 Fixed 3.20000000 N N N N N N Global Payments, Inc. 549300NOMHGVQBX6S778 37940XAW2 17985000.00000000 PA USD 17963910.97000000 0.171269882934 Long DBT CORP US N 2 2030-11-15 Fixed 4.87500000 N N N N N N Global Payments, Inc. 549300NOMHGVQBX6S778 37940XAY8 1945000.00000000 PA USD 1934711.11000000 0.018445746356 Long DBT CORP US N 2 2035-11-15 Fixed 5.55000000 N N N N N N Global Infrastructure Solutions, Inc. 2549003BGLQITAJ6ZT28 37960XAA5 2113000.00000000 PA USD 2112495.42000000 0.020140761323 Long DBT CORP US Y 2 2029-06-01 Fixed 5.62500000 N N N N N N GLS Auto Select Receivables Trust N/A 37988XAC9 1000000.00000000 PA USD 1016065.80000000 0.009687281957 Long ABS-O CORP US Y 2 2030-03-15 Fixed 5.32000000 N N N N N N GLS Auto Select Receivables Trust N/A 37988XAD7 300000.00000000 PA USD 308930.37000000 0.002945375781 Long ABS-O CORP US Y 2 2030-03-15 Fixed 5.69000000 N N N N N N GLS Auto Select Receivables Trust N/A 37988XAE5 705000.00000000 PA USD 736629.33000000 0.007023104229 Long ABS-O CORP US Y 2 2031-01-15 Fixed 6.43000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 37989BAL6 14300000.00000000 PA USD 14715476.49000000 0.140298954941 Long ABS-O CORP US Y 2 2031-01-15 Fixed 5.59000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 379928AL8 2000000.00000000 PA USD 2129853.00000000 0.020306250380 Long ABS-O CORP US Y 2 2030-01-15 Fixed 9.37000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GA46 4915000.00000000 PA USD 5203080.93000000 0.049606740050 Long DBT CORP US N 2 2029-10-24 Variable 6.48400000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GA87 2045000.00000000 PA USD 2136596.08000000 0.020370539639 Long DBT CORP US N 2 2030-04-25 Variable 5.72700000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GB29 290000.00000000 PA USD 297506.94000000 0.002836463555 Long DBT CORP US N 2 2030-07-23 Variable 5.04900000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GB37 4040000.00000000 PA USD 4170235.06000000 0.039759475079 Long DBT CORP US N 2 2035-07-23 Variable 5.33000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GB60 1620000.00000000 PA USD 1646373.71000000 0.015696706193 Long DBT CORP US N 2 2030-10-23 Variable 4.69200000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GB78 11912000.00000000 PA USD 12035479.91000000 0.114747575774 Long DBT CORP US N 2 2035-10-23 Variable 5.01600000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GC28 3341000.00000000 PA USD 3498655.11000000 0.033356558720 Long DBT CORP US N 2 2030-02-10 Variable 6.85000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GC36 12660000.00000000 PA USD 13118484.56000000 0.125073060015 Long DBT CORP US N 2 2031-01-28 Variable 5.20700000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GC93 10835000.00000000 PA USD 11216486.70000000 0.106939205346 Long DBT CORP US N 2 2031-04-23 Variable 5.21800000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GD35 9550000.00000000 PA USD 9556168.15000000 0.091109547530 Long DBT CORP US N 2 2031-10-21 Variable 4.36900000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GD43 24920000.00000000 PA USD 24831369.53000000 0.236744980511 Long DBT CORP US N 2 2036-10-21 Variable 4.93900000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GWL4 1620000.00000000 PA USD 1612396.76000000 0.015372766252 Long DBT CORP US N 2 2028-06-05 Variable 3.69100000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GWV2 2205000.00000000 PA USD 2192240.94000000 0.020901063793 Long DBT CORP US N 2 2029-04-23 Variable 3.81400000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GWZ3 1500000.00000000 PA USD 1504436.12000000 0.014343457757 Long DBT CORP US N 2 2029-05-01 Variable 4.22300000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GYA6 1835000.00000000 PA USD 1833879.48000000 0.017484406618 Long DBT CORP US N 2 2027-03-09 Variable 1.43100000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GYB4 4335000.00000000 PA USD 3981220.61000000 0.037957390734 Long DBT CORP US N 2 2032-04-22 Variable 2.61500000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GYC2 160000.00000000 PA USD 123503.38000000 0.001177494670 Long DBT CORP US N 2 2042-04-22 Variable 3.21000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GZK3 150000.00000000 PA USD 147946.96000000 0.001410542423 Long DBT CORP US N 2 2028-02-24 Variable 2.64000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GZN7 18000.00000000 PA USD 14129.45000000 0.000134711714 Long DBT CORP US N 2 2043-02-24 Variable 3.43600000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GZT4 117000.00000000 PA USD 117100.62000000 0.001116450059 Long DBT CORP US N 2 2027-06-15 Variable 4.38700000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38145GAH3 726000.00000000 PA USD 724519.81000000 0.006907650747 Long DBT CORP US N 2 2026-11-16 Fixed 3.50000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38145GAS9 7600000.00000000 PA USD 7653455.06000000 0.072968873780 Long DBT CORP US N 2 2037-01-21 Variable 5.06500000 N N N N N N Goodleap LLC 549300YN94MOAVYW0F52 N/A 9958242.14000000 PA USD 10431258.64000000 0.099452755533 Long DBT CORP US N 3 2042-07-15 Fixed 0.00100000 N N N N N N GoodLeap Home Improvement Solutions Trust N/A 38237EAA2 5806618.39000000 PA USD 5920802.64000000 0.056449576972 Long ABS-O CORP US Y 2 2049-02-20 Fixed 5.38000000 N N N N N N GoodLeap Home Improvement Solutions Trust N/A 38237FAA9 9622701.61000000 PA USD 9699910.32000000 0.092480001028 Long ABS-O CORP US Y 2 2049-10-20 Fixed 5.00000000 N N N N N N Goodyear Tire & Rubber Co. (The) 5493002BI0S2ZQUY3437 382550BG5 150000.00000000 PA USD 149594.75000000 0.001426252633 Long DBT CORP US N 2 2027-03-15 Fixed 4.87500000 N N N N N N Goodyear Tire & Rubber Co. (The) 5493002BI0S2ZQUY3437 382550BN0 2396000.00000000 PA USD 2348644.02000000 0.022392227785 Long DBT CORP US N 2 2029-07-15 Fixed 5.00000000 N N N N N N Goodyear Tire & Rubber Co. (The) 5493002BI0S2ZQUY3437 382550BR1 885000.00000000 PA USD 844381.86000000 0.008050428581 Long DBT CORP US N 2 2031-07-15 Fixed 5.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BGP1 10035.70000000 PA USD 10008.28000000 0.000095420031 Long ABS-MBS USGA US N 2 2060-10-20 Floating 4.14690840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UEJ5 5252.03000000 PA USD 5261.97000000 0.000050168194 Long ABS-MBS USGA US N 2 2064-01-20 Floating 4.39691040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UTZ3 1101317.13000000 PA USD 1102943.78000000 0.010515586076 Long ABS-MBS USGA US N 2 2065-01-20 Floating 4.44691080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UUV0 54177.16630000 PA USD 54174.95000000 0.000516509871 Long ABS-MBS USGA US N 2 2065-02-20 Floating 4.27691160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376WKB0 1789049.20000000 PA USD 1787394.51000000 0.017041213853 Long ABS-MBS USGA US N 2 2040-02-16 Floating 4.27412880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38377FHC8 1164695.14000000 PA USD 1163643.54000000 0.011094304197 Long ABS-MBS USGA US N 2 2040-05-16 Floating 4.27412880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378CMS3 1616488.77000000 PA USD 1615795.78000000 0.015405172879 Long ABS-MBS USGA US N 2 2038-01-20 Floating 4.10172120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378EJ87 276661.80000000 PA USD 275548.46000000 0.002627109016 Long ABS-MBS USGA US N 2 2042-05-16 Floating 4.17413160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381NJN9 7562772.38000000 PA USD 7443813.75000000 0.070970130706 Long ABS-MBS USGA US N 2 2055-06-20 Floating 5.39615160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382K4T7 622431.42000000 PA USD 498586.68000000 0.004753579688 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 1.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382PMS8 5989370.64000000 PA USD 4905834.20000000 0.046772757365 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 1.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382UX97 5768594.82000000 PA USD 5054528.73000000 0.048190427202 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 1.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382YDZ3 3067437.12000000 PA USD 3138077.44000000 0.029918771958 Long ABS-MBS USGA US N 2 2071-09-20 Floating 5.06153880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383RYV3 7976258.30000000 PA USD 8157239.60000000 0.077772010431 Long ABS-MBS USGA US N 2 2052-05-20 Floating 5.66538120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384CPJ2 9962722.13000000 PA USD 10573949.08000000 0.100813181723 Long ABS-MBS USGA US N 2 2053-08-20 Floating 7.42016160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384DAX5 10787241.56000000 PA USD 8633539.66000000 0.082313107059 Long ABS-MBS USGA US N 2 2053-10-20 None 0.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384KG54 19144434.12000000 PA USD 18930433.81000000 0.180484816916 Long ABS-MBS USGA US N 2 2048-07-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385B5S5 19356212.02000000 PA USD 18937000.99000000 0.180547429125 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385BGR5 34466350.25000000 PA USD 32646750.99000000 0.311257678217 Long ABS-MBS USGA US N 2 2051-05-20 Fixed 3.00000000 N N N N N N Graphic Packaging International LLC SO75N4VY5NXGQSK8YQ65 38869AAA5 108000.00000000 PA USD 107861.11000000 0.001028359565 Long DBT CORP US Y 2 2027-07-15 Fixed 4.75000000 N N N N N N Graphic Packaging International LLC SO75N4VY5NXGQSK8YQ65 38869AAE7 1625000.00000000 PA USD 1646099.00000000 0.015694087078 Long DBT CORP US Y 2 2032-07-15 Fixed 6.37500000 N N N N N N Gray Media, Inc. 529900TM5726KDN7UU35 389286AA3 155000.00000000 PA USD 122028.96000000 0.001163437390 Long DBT CORP US Y 2 2031-11-15 Fixed 5.37500000 N N N N N N Gray Media, Inc. 529900TM5726KDN7UU35 389375AL0 110000.00000000 PA USD 89288.22000000 0.000851283610 Long DBT CORP US Y 2 2030-10-15 Fixed 4.75000000 N N N N N N Gray Media, Inc. 529900TM5726KDN7UU35 389375AM8 1185000.00000000 PA USD 1270404.14000000 0.012112171380 Long DBT CORP US Y 2 2029-07-15 Fixed 10.50000000 N N N N N N Gray Media, Inc. 529900TM5726KDN7UU35 389375AP1 1985000.00000000 PA USD 2049714.97000000 0.019542205678 Long DBT CORP US Y 2 2033-08-15 Fixed 7.25000000 N N N N N N Great Ajax Operating Partnership LP 549300IMX0KE8QJMZ613 38982GAA4 1000000.00000000 PA USD 976461.45000000 0.009309689772 Long DBT CORP US Y 2 2027-09-01 Fixed 9.87500160 N N N N N N Griffon Corp. 5493000C2SGNC7ZN3242 398433AP7 1805000.00000000 PA USD 1804059.60000000 0.017200100635 Long DBT CORP US N 2 2028-03-01 Fixed 5.75000000 N N N N N N Grupo Nutresa SA 254900KKAX7B7RJUE255 40055CAB9 1250000.00000000 PA USD 1432515.13000000 0.013657755208 Long DBT CORP CO Y 2 2035-05-12 Fixed 9.00000000 N N N N N N Guardian Life Global Funding 635400NHILJ5JEKILC36 40139LBH5 500000.00000000 PA USD 522670.19000000 0.004983194495 Long DBT CORP US Y 2 2028-10-02 Fixed 5.73700000 N N N N N N Guardian Life Global Funding 635400NHILJ5JEKILC36 40139LBJ1 490000.00000000 PA USD 492412.04000000 0.004694709998 Long DBT CORP US Y 2 2029-09-26 Fixed 4.17900000 N N N N N N Republic of Guatemala 529900QKDFFU9UWW5315 401494BA6 2435000.00000000 PA USD 2580339.06000000 0.024601233521 Long DBT NUSS GT Y 2 2036-08-15 Fixed 6.25000000 N N N N N N Gulfport Energy Operating Corp. 549300FJX18IDUFPHD40 402635AT3 1426000.00000000 PA USD 1476712.84000000 0.014079140987 Long DBT CORP US Y 2 2029-09-01 Fixed 6.75000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119BU2 580000.00000000 PA USD 580972.28000000 0.005539052968 Long DBT CORP US N 2 2027-02-15 Fixed 4.50000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119BZ1 1685000.00000000 PA USD 1544769.77000000 0.014728003167 Long DBT CORP US N 2 2049-06-15 Fixed 5.25000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119CA5 4512000.00000000 PA USD 4371066.73000000 0.041674226085 Long DBT CORP US N 2 2030-09-01 Fixed 3.50000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119CB3 30000.00000000 PA USD 20708.58000000 0.000197437856 Long DBT CORP US N 2 2051-07-15 Fixed 3.50000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119CC1 8130000.00000000 PA USD 7342499.83000000 0.070004192763 Long DBT CORP US N 2 2031-07-15 Fixed 2.37500000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119CR8 885000.00000000 PA USD 871476.55000000 0.008308752306 Long DBT CORP US N 2 2053-06-01 Fixed 5.90000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119CU1 4410000.00000000 PA USD 4630878.16000000 0.044151296545 Long DBT CORP US N 2 2034-04-01 Fixed 5.60000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119CV9 4590000.00000000 PA USD 4593538.02000000 0.043795291585 Long DBT CORP US N 2 2054-04-01 Fixed 6.00000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119DD8 2908000.00000000 PA USD 2913574.55000000 0.027778336963 Long DBT CORP US N 2 2030-11-15 Fixed 4.30000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119DE6 3966000.00000000 PA USD 3972451.57000000 0.037873785752 Long DBT CORP US N 2 2032-11-15 Fixed 4.60000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404121AJ4 3750000.00000000 PA USD 3868370.48000000 0.036881465309 Long DBT CORP US N 2 2028-09-01 Fixed 5.62500000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404121AL9 4441000.00000000 PA USD 4420150.88000000 0.042142199715 Long DBT CORP US N 2 2054-09-15 Fixed 5.95000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280CC1 11750000.00000000 PA USD 11686484.44000000 0.111420214968 Long DBT CORP GB N 2 2030-05-22 Variable 3.97300000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280CL1 5370000.00000000 PA USD 5209168.23000000 0.049664777031 Long DBT CORP GB N 2 2028-09-22 Variable 2.01300000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280CT4 500000.00000000 PA USD 461815.50000000 0.004402999255 Long DBT CORP GB N 2 2032-05-24 Variable 2.80400000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280DG1 305000.00000000 PA USD 309799.40000000 0.002953661207 Long DBT CORP GB N 2 2028-08-11 Variable 5.21000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280DZ9 1015000.00000000 PA USD 1023630.52000000 0.009759404821 Long DBT CORP GB N 2 2027-08-14 Variable 5.88700000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280EG0 1475000.00000000 PA USD 1563954.88000000 0.014910916095 Long DBT CORP GB N 2 2032-05-17 Variable 5.73300000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280EN5 17600000.00000000 PA USD 18244715.46000000 0.173947103513 Long DBT CORP GB N 2 2030-11-19 Variable 5.28600000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280ER6 18540000.00000000 PA USD 19130063.12000000 0.182388104492 Long DBT CORP GB N 2 2031-03-03 Variable 5.13000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280FE4 14075000.00000000 PA USD 14236265.16000000 0.135730101949 Long DBT CORP GB N 2 2031-11-06 Variable 4.61900000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280FG9 4220000.00000000 PA USD 4262517.05000000 0.040639301618 Long DBT CORP GB N 2 2036-11-06 Variable 5.13300000 N N N N N N HINNT LLC N/A 40472QAD9 1086473.61000000 PA USD 1095570.22000000 0.010445285753 Long ABS-O CORP US Y 2 2043-03-15 Fixed 7.00000000 N N N N N N HINNT LLC N/A 40472QAE7 1177737.40000000 PA USD 1166633.57000000 0.011122811468 Long ABS-O CORP US Y 2 2043-03-15 Fixed 8.00000000 N N N N N N HINNT LLC N/A 40486JAD9 245298.68000000 PA USD 245039.72000000 0.002336235368 Long ABS-O CORP US Y 2 2041-05-15 Fixed 6.50000000 N N N N N N HINNT LLC N/A 40486JAE7 960527.63000000 PA USD 955574.48000000 0.009110551126 Long ABS-O CORP US Y 2 2041-05-15 Fixed 8.00000000 N N N N N N Harvest Midstream I LP 549300DW5M17KJOXCY66 417558AB9 1570000.00000000 PA USD 1629633.31000000 0.015537101397 Long DBT CORP US Y 2 2032-05-15 Fixed 7.50000000 N N N N N N Hashemite Kingdom of Jordan 5493000JZ4MYPVMBVN50 418097AP6 3977000.00000000 PA USD 3909391.00000000 0.037272559412 Long DBT NUSS JO Y 2 2032-11-12 Fixed 5.75000000 N N N N N N Healthpeak OP LLC PZ9HF5U52KPF0MH0QN75 42250PAA1 87000.00000000 PA USD 83236.78000000 0.000793588522 Long DBT CORP US N 2 2030-01-15 Fixed 3.00000000 N N N N N N Healthpeak OP LLC PZ9HF5U52KPF0MH0QN75 42250PAD5 64000.00000000 PA USD 60876.60000000 0.000580404132 Long DBT CORP US N 2 2028-12-01 Fixed 2.12500000 N N N N N N Herc Holdings, Inc. 549300TP80QLITMSBP82 42704LAF1 2574000.00000000 PA USD 2697338.49000000 0.025716718825 Long DBT CORP US Y 2 2030-06-15 Fixed 7.00000000 N N N N N N HERO Funding N/A 42790AAF0 3982324.46000000 PA USD 3850708.64000000 0.036713075403 Long ABS-O CORP KY N 3 2049-09-20 Fixed 4.02000000 N Y N N N N Hertz Corp. (The) 549300PD0C69OJ0NLB27 428040DA4 360000.00000000 PA USD 327944.88000000 0.003126662189 Long DBT CORP US Y 2 2026-12-01 Fixed 4.62500000 N N N N N N Hertz Vehicle Financing III LLC 549300MNOMKDMDFI8J66 42806MCA5 1397000.00000000 PA USD 1416367.87000000 0.013503805473 Long ABS-O CORP US Y 2 2028-02-25 Fixed 5.94000000 N N N N N N Hess Corp. UASVRYNXNK17ULIGK870 42809HAD9 7670000.00000000 PA USD 8068740.75000000 0.076928252761 Long DBT CORP US N 2 2041-02-15 Fixed 5.60000000 N N N N N N Hess Corp. UASVRYNXNK17ULIGK870 42809HAG2 1350000.00000000 PA USD 1355394.55000000 0.012922479202 Long DBT CORP US N 2 2027-04-01 Fixed 4.30000000 N N N N N N Hess Midstream Operations LP N/A 428102AF4 2430000.00000000 PA USD 2448327.06000000 0.023342616741 Long DBT CORP US Y 2 2030-10-15 Fixed 5.50000000 N N N N N N Hess Midstream Operations LP N/A 428102AH0 255000.00000000 PA USD 259230.20000000 0.002471528949 Long DBT CORP US Y 2 2028-03-01 Fixed 5.87500000 N N N N N N Hess Midstream Operations LP N/A 428104AA1 75000.00000000 PA USD 75060.45000000 0.000715634502 Long DBT CORP US Y 2 2028-06-15 Fixed 5.12500000 N N N N N N Hilcorp Energy I LP N/A 431318AU8 3419000.00000000 PA USD 3427294.49000000 0.032676198800 Long DBT CORP US Y 2 2029-02-01 Fixed 5.75000000 N N N N N N Hilton Domestic Operating Co., Inc. 5493003EG7H0N1E4XV50 432833AF8 1925000.00000000 PA USD 1926488.03000000 0.018367346616 Long DBT CORP US N 2 2030-01-15 Fixed 4.87500000 N N N N N N Hilton Domestic Operating Co., Inc. 5493003EG7H0N1E4XV50 432833AJ0 535000.00000000 PA USD 520894.62000000 0.004966266017 Long DBT CORP US Y 2 2029-05-01 Fixed 3.75000000 N N N N N N Hilton Domestic Operating Co., Inc. 5493003EG7H0N1E4XV50 432833AR2 3184000.00000000 PA USD 3277077.87000000 0.031244017190 Long DBT CORP US Y 2 2033-03-15 Fixed 5.87500000 N N N N N N Hilton Domestic Operating Co., Inc. 5493003EG7H0N1E4XV50 432833AS0 1597000.00000000 PA USD 1634785.02000000 0.015586218361 Long DBT CORP US Y 2 2033-09-15 Fixed 5.75000000 N N N N N N Hilton Domestic Operating Co., Inc. 5493003EG7H0N1E4XV50 432833AT8 1339000.00000000 PA USD 1353291.15000000 0.012902425158 Long DBT CORP US Y 2 2034-03-31 Fixed 5.50000000 N N N N N N Hilton Grand Vacations Trust N/A 43283BAD5 88022.96750000 PA USD 88139.00000000 0.000840326821 Long ABS-O CORP US Y 2 2034-06-20 Fixed 6.79000000 N N N N N N Hilton Grand Vacations Trust N/A 43283DAD1 3685175.99000000 PA USD 3771244.01000000 0.035955450969 Long ABS-O CORP US Y 2 2044-10-25 Fixed 7.38000000 N N N N N N Hilton Grand Vacations Trust N/A 43283GAD4 176518.17570000 PA USD 182307.53000000 0.001738139838 Long ABS-O CORP US Y 2 2037-01-25 Fixed 8.73000000 N N N N N N Hilton Grand Vacations Trust N/A 43283YAD5 1638211.86630000 PA USD 1700028.81000000 0.016208259758 Long ABS-O CORP US Y 2 2039-09-15 Fixed 8.85000000 N N N N N N Hilton Grand Vacations Trust N/A 43285HAC2 72114.07820000 PA USD 72668.83000000 0.000692832536 Long ABS-O CORP US Y 2 2039-02-25 Fixed 6.42000000 N N N N N N Hilton Worldwide Finance LLC N/A 432891AK5 1005000.00000000 PA USD 1005182.91000000 0.009583523299 Long DBT CORP US N 2 2027-04-01 Fixed 4.87500000 N N N N N N HINNT LLC N/A 433403AD4 2122141.49000000 PA USD 2185006.96000000 0.020832094240 Long ABS-O CORP US Y 2 2044-03-15 Fixed 8.22000000 N N N N N N Hologic, Inc. 549300DYP6F5ZJL0LB74 436440AP6 605000.00000000 PA USD 601861.26000000 0.005738210777 Long DBT CORP US Y 2 2029-02-15 Fixed 3.25000000 N N N N N N Home Depot, Inc. (The) QEKMOTMBBKA8I816DO57 437076CQ3 805000.00000000 PA USD 598617.17000000 0.005707281270 Long DBT CORP US N 2 2052-04-15 Fixed 3.62500000 N N N N N N Home Depot, Inc. (The) QEKMOTMBBKA8I816DO57 437076DE9 6110000.00000000 PA USD 6315069.38000000 0.060208558995 Long DBT CORP US N 2 2034-06-25 Fixed 4.95000000 N N N N N N Home RE Ltd. N/A 43730GAC5 509479.37000000 PA USD 523194.50000000 0.004988193323 Long ABS-MBS CORP BM Y 2 2034-10-25 Floating 9.16720920 N N N N N N Home Partners of America Trust N/A 43730NAG1 3328937.27000000 PA USD 3304269.18000000 0.031503262100 Long ABS-O CORP US Y 2 2039-04-17 Fixed 4.73000000 N N N N N N Home Partners of America Trust N/A 43730XAD6 3771749.48000000 PA USD 3570737.49000000 0.034043799978 Long ABS-O CORP US Y 2 2041-01-17 Fixed 2.99900000 N N N N N N Home Partners of America Trust N/A 43732TAA9 831696.51000000 PA USD 826822.02000000 0.007883011155 Long ABS-O CORP US Y 2 2039-10-19 Fixed 2.70300000 N N N N N N Home Partners of America Trust N/A 43732VAE6 9594956.32000000 PA USD 9423026.22000000 0.089840157874 Long ABS-O CORP US Y 2 2026-12-17 Fixed 2.65200000 N N N N N N Home Partners of America Trust N/A 43732VAL0 10266603.26000000 PA USD 10111773.64000000 0.096406750761 Long ABS-O CORP US Y 2 2026-12-17 Fixed 3.79900000 N N N N N N Republic of Honduras 5493002DW1JNBNG17615 438180AK7 1900000.00000000 PA USD 2206964.00000000 0.021041435050 Long DBT NUSS HN Y 2 2034-11-27 Fixed 8.62500000 N N N N N N Honeywell International, Inc. ISRPG12PN4EIEOEMW547 438516CT1 650000.00000000 PA USD 625393.96000000 0.005962574101 Long DBT CORP US N 2 2054-03-01 Fixed 5.25000000 N N N N N N Howard Midstream Energy Partners LLC N/A 442722AC8 1890000.00000000 PA USD 1994545.35000000 0.019016212514 Long DBT CORP US Y 2 2032-07-15 Fixed 7.37500000 N N N N N N Howard Midstream Energy Partners LLC N/A 442722AD6 970000.00000000 PA USD 1002475.84000000 0.009557713798 Long DBT CORP US Y 2 2034-01-15 Fixed 6.62500000 N N N N N N HUB International Ltd. 549300JQT6ATTUNS5E06 44332PAH4 615000.00000000 PA USD 634344.37000000 0.006047908285 Long DBT CORP US Y 2 2030-06-15 Fixed 7.25000000 N N N N N N Hudson Yards Mortgage Trust N/A 44421GAA1 3000000.00000000 PA USD 2892980.70000000 0.027581992955 Long ABS-MBS CORP US Y 2 2039-07-10 Fixed 3.22800000 N N N N N N Hughes Satellite Systems Corp. N/A 444454AD4 185000.00000000 PA USD 176322.50000000 0.001681077911 Long DBT CORP US N 2 2026-08-01 Fixed 5.25000000 N N N N N N Huntington Bancshares, Inc. 549300XTVCVV9I7B5T19 446150BD5 1226000.00000000 PA USD 1291430.77000000 0.012312641560 Long DBT CORP US N 2 2035-02-02 Variable 5.70900000 N N N N N N Huntington Bank Auto Credit-Linked Notes N/A 44644NAN9 14326431.96000000 PA USD 14439232.55000000 0.137665215143 Long ABS-O CORP US Y 2 2033-09-20 Fixed 4.83500000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ABG1 200000.00000000 PA USD 198244.22000000 0.001890081976 Long DBT CORP US Y 2 2027-02-10 Fixed 3.00000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ABT3 350000.00000000 PA USD 336354.13000000 0.003206836894 Long DBT CORP US Y 2 2028-01-10 Fixed 1.80000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ABW6 940000.00000000 PA USD 932957.99000000 0.008894923048 Long DBT CORP US Y 2 2026-06-15 Fixed 1.50000000 N N N N N N IHO Verwaltungs GmbH 529900JL0HDVGZMUJF32 44963BAG3 434783.00000000 PA USD 463790.42000000 0.004421828357 Long DBT CORP DE Y 2 2032-11-15 Fixed 7.99999920 N N Y N N N INEOS Finance plc 2138002D68XDR4LZCG32 44984WAH0 1000000.00000000 PA USD 926036.70000000 0.008828934716 Long DBT CORP GB Y 2 2028-05-15 Fixed 6.75000000 N N N N N N IQVIA, Inc. 549300PLWY28YB00C717 449934AD0 400000.00000000 PA USD 399567.00000000 0.003809515279 Long DBT CORP US Y 2 2026-10-15 Fixed 5.00000000 N N N N N N Icahn Enterprises LP N/A 451102BZ9 815000.00000000 PA USD 802734.41000000 0.007653357259 Long DBT CORP US N 2 2027-05-15 Fixed 5.25000000 N N N N N N ICAP Trust N/A 45115QAA7 9000000.00000000 PA USD 9162891.90000000 0.087360008946 Long ABS-MBS CORP US Y 2 2030-07-25 Variable 6.47200080 N N N N N N iHeartCommunications, Inc. 54930076J6KDZL504O62 45174HBJ5 2030000.00000000 PA USD 1803594.10000000 0.017195662508 Long DBT CORP US Y 2 2029-05-01 Fixed 9.12500000 N N N N N N iHeartCommunications, Inc. 54930076J6KDZL504O62 45174HBL0 20000.00000000 PA USD 14836.40000000 0.000141451852 Long DBT CORP US Y 2 2030-05-01 Fixed 10.87500000 N N N N N N iHeartCommunications, Inc. 54930076J6KDZL504O62 45174HBM8 266400.00000000 PA USD 211865.73000000 0.002019950935 Long DBT CORP US Y 2 2030-08-15 Fixed 7.75000000 N N N N N N Identity Digital Capital LLC N/A 45175XAF8 6000000.00000000 PA USD 6096600.00000000 0.058125648141 Long ABS-O CORP US N 3 2065-03-20 Fixed 6.79300000 N N N N N N Imola Merger Corp. N/A 45258LAA5 2510000.00000000 PA USD 2467468.80000000 0.023525116174 Long DBT CORP US Y 2 2029-05-15 Fixed 4.75000000 N N N N N N Imperial Brands Finance plc 2138008L3B3MCG1DFS50 45262BAH6 8860000.00000000 PA USD 9377324.50000000 0.089404432700 Long DBT CORP GB Y 2 2034-07-01 Fixed 5.87500000 N N N N N N Crescent Energy Finance LLC 54930061FUL6DBLFUW14 45344LAC7 1845000.00000000 PA USD 1898637.84000000 0.018101819872 Long DBT CORP US Y 2 2028-02-15 Fixed 9.25000000 N N N N N N Crescent Energy Finance LLC 54930061FUL6DBLFUW14 45344LAE3 785000.00000000 PA USD 779869.71000000 0.007435362720 Long DBT CORP US Y 2 2033-01-15 Fixed 7.37500000 N N N N N N Crescent Energy Finance LLC 54930061FUL6DBLFUW14 45344LAG8 956000.00000000 PA USD 988169.40000000 0.009421314642 Long DBT CORP US Y 2 2034-01-15 Fixed 8.37500000 N N N N N N Crescent Energy Finance LLC 54930061FUL6DBLFUW14 45344LAH6 410000.00000000 PA USD 412050.00000000 0.003928529560 Long DBT CORP US Y 2 2029-07-31 Fixed 7.75000000 N N N N N N Insight Enterprises, Inc. 529900S8991TYW6YP792 45765UAC7 1245000.00000000 PA USD 1248117.48000000 0.011899687937 Long DBT CORP US Y 2 2032-05-15 Fixed 6.62500000 N N N N N N Installed Building Products, Inc. 549300I95Y9P9YM5FI86 45780RAB7 268000.00000000 PA USD 271556.63000000 0.002589050475 Long DBT CORP US Y 2 2034-02-01 Fixed 5.62500000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 46115HBS5 10700000.00000000 PA USD 9485268.48000000 0.090433582357 Long DBT CORP IT Y 2 2042-06-01 Variable 4.95000000 N N N N N N Invitation Homes Trust N/A 46188DAC2 4195000.00000000 PA USD 4114555.84000000 0.039228623333 Long ABS-O CORP US Y 2 2041-09-17 Fixed 4.00000000 N N N N N N Invitation Homes Trust N/A 46188DAJ7 5580000.00000000 PA USD 5439312.02000000 0.051858992981 Long ABS-O CORP US Y 2 2041-09-17 Fixed 4.50000000 N N N N N N IQVIA, Inc. 549300PLWY28YB00C717 46266TAA6 200000.00000000 PA USD 199562.62000000 0.001902651745 Long DBT CORP US Y 2 2027-05-15 Fixed 5.00000000 N N N N N N IQVIA, Inc. 549300PLWY28YB00C717 46266TAG3 6046000.00000000 PA USD 6219375.10000000 0.059296199311 Long DBT CORP US Y 2 2032-06-01 Fixed 6.25000000 N N N N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284VAC5 690000.00000000 PA USD 689757.74000000 0.006576225387 Long DBT CORP US Y 2 2027-09-15 Fixed 4.87500000 N N N N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284VAE1 770000.00000000 PA USD 769179.41000000 0.007333440236 Long DBT CORP US Y 2 2028-03-15 Fixed 5.25000000 N N N N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284VAG6 2580000.00000000 PA USD 2575005.64000000 0.024550384114 Long DBT CORP US Y 2 2028-07-15 Fixed 5.00000000 N N N N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284VAQ4 731000.00000000 PA USD 746941.65000000 0.007121423011 Long DBT CORP US Y 2 2033-01-15 Fixed 6.25000000 N N N N N N Istanbul Metropolitan Municipality 213800T1VDQSNKA2MD76 46522TAC2 1800000.00000000 PA USD 1980792.00000000 0.018885086578 Long DBT NUSS TR Y 2 2028-12-06 Fixed 10.50000000 N N N N N N ITC Holdings Corp. 549300HTO5U9D3SLE207 465685AQ8 3053000.00000000 PA USD 2905262.70000000 0.027699090880 Long DBT CORP US Y 2 2030-05-14 Fixed 2.95000000 N N N N N N ITC Holdings Corp. 549300HTO5U9D3SLE207 465685AR6 432000.00000000 PA USD 437400.43000000 0.004170223319 Long DBT CORP US Y 2 2027-09-22 Fixed 4.95000000 N N N N N N ITC Holdings Corp. 549300HTO5U9D3SLE207 465685AS4 300000.00000000 PA USD 311229.38000000 0.002967294792 Long DBT CORP US Y 2 2033-06-01 Fixed 5.40000000 N N N N N N ITC Holdings Corp. 549300HTO5U9D3SLE207 465685AT2 7615000.00000000 PA USD 8025774.73000000 0.076518610048 Long DBT CORP US Y 2 2034-05-09 Fixed 5.65000000 N N N N N N JBS NV N/A 46590XAM8 305000.00000000 PA USD 290896.10000000 0.002773435087 Long DBT CORP NL N 2 2031-12-01 Fixed 3.75000000 N N N N N N JBS NV N/A 46590XAP1 910000.00000000 PA USD 828604.50000000 0.007900005513 Long DBT CORP NL N 2 2032-05-15 Fixed 3.00000000 N N N N N N JBS NV N/A 46590XAU0 3045000.00000000 PA USD 2881783.13000000 0.027475234103 Long DBT CORP NL N 2 2032-01-15 Fixed 3.62500000 N N N N N N JBS NV N/A 46590XAX4 2360000.00000000 PA USD 2493694.00000000 0.023775150086 Long DBT CORP NL N 2 2052-12-01 Fixed 6.50000000 N N N N N N Japan Tobacco, Inc. 353800Z0ENYBQO0XRJ31 471105AD8 5140000.00000000 PA USD 5367547.23000000 0.051174779660 Long DBT CORP JP Y 2 2030-06-15 Fixed 5.25000000 N N N N N N Japan Tobacco, Inc. 353800Z0ENYBQO0XRJ31 471105AE6 1490000.00000000 PA USD 1612466.30000000 0.015373429254 Long DBT CORP JP Y 2 2035-06-15 Fixed 5.85000000 N N N N N N JBS NV N/A 472140AB8 2619000.00000000 PA USD 2776851.01000000 0.026474799847 Long DBT CORP NL N 2 2035-04-20 Fixed 5.95000000 N N N N N N JBS NV N/A 472140AF9 10330000.00000000 PA USD 10600538.57000000 0.101066688815 Long DBT CORP NL N 2 2036-01-15 Fixed 5.50000000 N N N N N N JBS NV N/A 472140AK8 520000.00000000 PA USD 529287.20000000 0.005046281788 Long DBT CORP NL N 2 2066-04-15 Fixed 6.37500000 N N N N N N Jersey Central Power & Light Co. 549300W9UGH9ZPLNPF79 476556DD4 8920000.00000000 PA USD 8150495.51000000 0.077707711543 Long DBT CORP US Y 2 2032-03-01 Fixed 2.75000000 N N N N N N JetBlue Airways Corp. N/A 476920AA1 1075000.00000000 PA USD 1092464.25000000 0.010415673097 Long DBT CORP US Y 2 2031-09-20 Fixed 9.87500000 N N N N N N John Deere Owner Trust N/A 477920AD4 2200000.00000000 PA USD 2225201.44000000 0.021215312788 Long ABS-O CORP US N 2 2030-05-15 Fixed 5.11000000 N N N N N N Jonah Energy Abs I LLC 2549003KXV9PPFRCPA79 47987EAE7 8000000.00000000 PA USD 8125600.00000000 0.077470355040 Long ABS-O CORP US Y 3 2039-08-10 Fixed 12.66200000 N N N N N N Jonah Energy Abs LLC 254900MMTK6TS4MGMV20 479913AC9 4424805.36000000 PA USD 4447814.35000000 0.042405946250 Long ABS-O CORP US Y 3 2039-08-10 Fixed 11.23600000 N N N N N N Jonah Energy ABS II LLC 254900MMTK6TS4MGMV20 479913AE5 7361952.39000000 PA USD 7543056.42000000 0.071916321127 Long ABS-O CORP US Y 2 2040-12-10 Fixed 7.36200000 N N N N N N Jonah Energy ABS II LLC 254900MMTK6TS4MGMV20 479913AF2 4358459.95000000 PA USD 4350614.72000000 0.041479234395 Long ABS-O CORP US Y 2 2040-12-10 Fixed 11.24700000 N N N N N N JPMorgan U.S. Government Money Market Fund 549300NQ5E5B7ZV4T516 4812C2270 746585253.59000000 NS USD 746585253.59000000 7.118025089090 Long STIV RF US N 1 N N N KBC Group NV 213800X3Q9LSAKRUWY91 48241FAD6 1425000.00000000 PA USD 1461477.02000000 0.013933881020 Long DBT CORP BE Y 2 2030-10-16 Variable 4.93200000 N N N N N N KLA Corp. 549300H0BF5JCG96TJ81 482480AJ9 280000.00000000 PA USD 198826.84000000 0.001895636739 Long DBT CORP US N 2 2050-03-01 Fixed 3.30000000 N N N N N N KLA Corp. 549300H0BF5JCG96TJ81 482480AL4 440000.00000000 PA USD 451242.55000000 0.004302195598 Long DBT CORP US N 2 2032-07-15 Fixed 4.65000000 N N N N N N Kentucky Utilities Co. AGX0G2MXE54NFNNICD28 491674BG1 404000.00000000 PA USD 403091.92000000 0.003843122250 Long DBT CORP US N 2 2040-11-01 Fixed 5.12500000 N N N N N N Kenvue, Inc. 5493008HSF8L4M2LIJ82 49177JAM4 300000.00000000 PA USD 294921.38000000 0.002811812545 Long DBT CORP US N 2 2043-03-22 Fixed 5.10000000 N N N N N N Republic of Kenya 549300VVURQQYU45PR87 491798AN4 2773000.00000000 PA USD 2913729.75000000 0.027779816656 Long DBT NUSS KE Y 2 2036-03-05 Fixed 9.50000000 N N N N N N Republic of Kenya 549300VVURQQYU45PR87 491798AP9 1320000.00000000 PA USD 1315050.00000000 0.012537829870 Long DBT NUSS KE Y 2 2033-10-09 Fixed 7.87500000 N N N N N N Republic of Kenya 549300VVURQQYU45PR87 491798AQ7 2857000.00000000 PA USD 2827001.50000000 0.026952940079 Long DBT NUSS KE Y 2 2038-10-09 Fixed 8.80000000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 49326EEN9 4855000.00000000 PA USD 4879529.11000000 0.046521961773 Long DBT CORP US N 2 2033-06-01 Variable 4.78900000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 49326EEQ2 3430000.00000000 PA USD 3518703.88000000 0.033547705876 Long DBT CORP US N 2 2031-04-04 Variable 5.12100000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 49456BAJ0 550000.00000000 PA USD 506444.77000000 0.004828499574 Long DBT CORP US N 2 2046-02-15 Fixed 5.05000000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 49456BAS0 1000000.00000000 PA USD 673735.86000000 0.006423471039 Long DBT CORP US N 2 2050-08-01 Fixed 3.25000000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 49456BBB6 4660000.00000000 PA USD 4849800.59000000 0.046238526826 Long DBT CORP US N 2 2030-06-01 Fixed 5.15000000 N N N N N N Kinetik Holdings LP 549300RD6AJIMYC0HY12 49461MAA8 11829000.00000000 PA USD 11962194.54000000 0.114048865078 Long DBT CORP US Y 2 2030-06-15 Fixed 5.87500000 N N N N N N Kinetik Holdings LP 549300RD6AJIMYC0HY12 49461MAB6 1090000.00000000 PA USD 1123702.80000000 0.010713504833 Long DBT CORP US Y 2 2028-12-15 Fixed 6.62500000 N N N N N N Kioxia Holdings Corp. 35380080RTKRARNH4R73 49726JAA6 3183000.00000000 PA USD 3304921.25000000 0.031509479007 Long DBT CORP JP Y 2 2030-07-24 Fixed 6.25000000 N N N N N N Knife River Corp. N/A 498894AA2 1742000.00000000 PA USD 1816078.55000000 0.017314690613 Long DBT CORP US Y 2 2031-05-01 Fixed 7.75000000 N N N N N N Kodiak Gas Services LLC 549300ZQBRWEUOVOM131 50012LAD6 1607000.00000000 PA USD 1657172.15000000 0.015799659695 Long DBT CORP US Y 2 2033-10-01 Fixed 6.50000000 N N N N N N Bath & Body Works, Inc. GR3KVMWVCR54YWQNXU90 501797AL8 950000.00000000 PA USD 967973.54000000 0.009228765114 Long DBT CORP US N 2 2035-11-01 Fixed 6.87500000 N N N N N N Bath & Body Works, Inc. GR3KVMWVCR54YWQNXU90 501797AR5 1378000.00000000 PA USD 1403894.00000000 0.013384878239 Long DBT CORP US N 2 2029-06-15 Fixed 7.50000000 N N N N N N Bath & Body Works, Inc. GR3KVMWVCR54YWQNXU90 501797AW4 2035000.00000000 PA USD 2084312.12000000 0.019872058672 Long DBT CORP US Y 2 2030-10-01 Fixed 6.62500000 N N N N N N LHOME Mortgage Trust N/A 50204VAA8 2627220.83000000 PA USD 2629168.91000000 0.025066782627 Long ABS-MBS CORP US Y 2 2028-11-25 Variable 7.62800040 N N N N N N LHOME Mortgage Trust N/A 50205UAA9 5400000.00000000 PA USD 5443734.60000000 0.051901158340 Long ABS-MBS CORP US Y 2 2040-01-25 Variable 5.65200000 N N N N N N LHOME Mortgage Trust 52990026MRD22HI0T740 50206JAA3 11415000.00000000 PA USD 11462825.43000000 0.109287825617 Long ABS-MBS CORP US Y 3 2041-01-25 Variable 4.90799880 N N N N N N L3Harris Technologies, Inc. 549300UTE50ZMDBG8A20 502431AR0 617000.00000000 PA USD 621095.22000000 0.005921589446 Long DBT CORP US N 2 2053-07-31 Fixed 5.60000000 N N N N N N L3Harris Technologies, Inc. 549300UTE50ZMDBG8A20 502431AT6 300000.00000000 PA USD 314361.14000000 0.002997153333 Long DBT CORP US N 2 2031-06-01 Fixed 5.25000000 N N N N N N Lamar Media Corp. N/A 513075BR1 310000.00000000 PA USD 304828.15000000 0.002906264768 Long DBT CORP US N 2 2028-02-15 Fixed 3.75000000 N N N N N N Lamar Media Corp. N/A 513075BT7 1730000.00000000 PA USD 1675564.34000000 0.015975012837 Long DBT CORP US N 2 2030-02-15 Fixed 4.00000000 N N N N N N Lamar Media Corp. N/A 513075BW0 645000.00000000 PA USD 644488.58000000 0.006144624287 Long DBT CORP US N 2 2029-01-15 Fixed 4.87500000 N N N N N N Lamar Media Corp. N/A 513075CA7 1055000.00000000 PA USD 1057755.66000000 0.010084757621 Long DBT CORP US Y 2 2033-11-01 Fixed 5.37500000 N N N N N N Lamb Weston Holdings, Inc. 5493005SMYID1D2OY946 513272AD6 1300000.00000000 PA USD 1260124.71000000 0.012014166175 Long DBT CORP US Y 2 2030-01-31 Fixed 4.12500000 N N N N N N Lending Funding Trust N/A 51507KAA4 2328197.70000000 PA USD 2304426.10000000 0.021970649322 Long ABS-O CORP US Y 2 2031-04-21 Fixed 2.32000000 N N N N N N Lending Funding Trust N/A 51507KAD8 4000000.00000000 PA USD 4042788.00000000 0.038544380933 Long ABS-O CORP US Y 2 2031-04-21 Fixed 6.77000000 N N N N N N Crescent Energy Finance LLC 54930061FUL6DBLFUW14 516806AK2 1130000.00000000 PA USD 1151170.55000000 0.010975385352 Long DBT CORP US Y 2 2032-04-15 Fixed 7.87500000 N N N N N N Eni USA, Inc. N/A 51808BAE2 140000.00000000 PA USD 147553.94000000 0.001406795328 Long DBT CORP US N 2 2027-11-15 Fixed 7.30000000 N N N N N N Leidos, Inc. 5493006I78VIN6J1BQ95 52532XAK1 3248000.00000000 PA USD 3388491.40000000 0.032306245915 Long DBT CORP US N 2 2032-03-15 Fixed 5.40000000 N N N N N N Lendmark Funding Trust N/A 52590AAE4 7303000.00000000 PA USD 7498709.45000000 0.071493512287 Long ABS-O CORP US Y 2 2034-02-21 Fixed 8.47000000 N N N N N N Lendmark Funding Trust N/A 52604DAB8 1545000.00000000 PA USD 1466664.17000000 0.013983335873 Long ABS-O CORP US Y 2 2032-04-20 Fixed 2.37000000 N N N N N N Lendmark Funding Trust N/A 52604DAD4 8300000.00000000 PA USD 7790089.50000000 0.074271561406 Long ABS-O CORP US Y 2 2032-04-20 Fixed 4.46000000 N N N N N N Lendmark Funding Trust N/A 52604QAE3 4745000.00000000 PA USD 4943838.28000000 0.047135092401 Long ABS-O CORP US Y 2 2034-09-20 Fixed 8.91000000 N N N N N N Lendingpoint Asset Securitization Trust N/A 52605AAD9 365226.46000000 PA USD 176390.54000000 0.001681726612 Long ABS-O CORP US Y 2 2029-06-15 Fixed 4.54000000 N N N N N N Lendmark Funding Trust N/A 52607MAA7 844000.00000000 PA USD 827041.93000000 0.007885107801 Long ABS-O CORP US Y 2 2031-11-20 Fixed 1.90000000 N N N N N N Lendmark Funding Trust N/A 52607MAD1 4370000.00000000 PA USD 4193183.25000000 0.039978265620 Long ABS-O CORP US Y 2 2031-11-20 Fixed 5.05000000 N N N N N N Level 3 Financing, Inc. 254900AE5FEFIJOXWL19 527298CM3 1550000.00000000 PA USD 1605296.25000000 0.015305069217 Long DBT CORP US Y 2 2033-06-30 Fixed 6.87500000 N N N N N N Level 3 Financing, Inc. 254900AE5FEFIJOXWL19 527298CN1 990000.00000000 PA USD 1029149.03000000 0.009812018896 Long DBT CORP US Y 2 2034-03-31 Fixed 7.00000000 N N N N N N Eli Lilly & Co. FRDRIPF3EKNDJ2CQJL29 532457CH9 740000.00000000 PA USD 672668.61000000 0.006413295761 Long DBT CORP US N 2 2063-02-27 Fixed 4.95000000 N N N N N N Lithia Motors, Inc. SE8N1EZEHPZQBCBVKD53 536797AG8 850000.00000000 PA USD 821634.06000000 0.007833548580 Long DBT CORP US Y 2 2029-06-01 Fixed 3.87500000 N N N N N N Lithia Motors, Inc. SE8N1EZEHPZQBCBVKD53 536797AJ2 1160000.00000000 PA USD 1167284.80000000 0.011129020366 Long DBT CORP US Y 2 2030-10-01 Fixed 5.50000000 N N N N N N Live Nation Entertainment, Inc. 5493007B9BM9ZXJINO78 538034AR0 525000.00000000 PA USD 524663.84000000 0.005002202171 Long DBT CORP US Y 2 2027-10-15 Fixed 4.75000000 N N N N N N Live Nation Entertainment, Inc. 5493007B9BM9ZXJINO78 538034AV1 1760000.00000000 PA USD 1768342.40000000 0.016859568962 Long DBT CORP US Y 2 2027-05-15 Fixed 6.50000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 53944YAU7 1160000.00000000 PA USD 1188955.99000000 0.011335635851 Long DBT CORP GB N 2 2033-08-11 Variable 4.97600000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 53944YAX1 380000.00000000 PA USD 402664.87000000 0.003839050709 Long DBT CORP GB N 2 2035-01-05 Variable 5.67900000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 53944YAZ6 350000.00000000 PA USD 354313.30000000 0.003378061576 Long DBT CORP GB N 2 2028-01-05 Variable 5.46200000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 53944YBE2 4870000.00000000 PA USD 4842232.53000000 0.046166372118 Long DBT CORP GB N 2 2036-11-04 Variable 4.94300000 N N N N N N LOANDEPOT GMSR Master Trust N/A 53946TAF9 7000000.00000000 PA USD 7053736.90000000 0.067251095550 Long ABS-MBS CORP US Y 2 2030-07-16 Floating 6.81405840 N N N N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 539830BL2 100000.00000000 PA USD 92218.67000000 0.000879222839 Long DBT CORP US N 2 2046-05-15 Fixed 4.70000000 N N N N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 539830BS7 650000.00000000 PA USD 531451.39000000 0.005066915411 Long DBT CORP US N 2 2053-06-15 Fixed 4.15000000 N N N N N N M&T Bank Corp. 549300WYXDDBYRASEG81 55261FAT1 2902000.00000000 PA USD 3104807.55000000 0.029601573204 Long DBT CORP US N 2 2032-03-13 Variable 6.08200000 N N N N N N M&T Bank Corp. 549300WYXDDBYRASEG81 55261FAV6 3562000.00000000 PA USD 3662415.95000000 0.034917872397 Long DBT CORP US N 2 2036-01-16 Variable 5.38500000 N N N N N N MFA Trust N/A 55287AAA3 5898337.15000000 PA USD 5768845.06000000 0.055000796861 Long ABS-MBS CORP US Y 2 2066-02-25 Variable 4.25000160 N N N N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953CH2 1085000.00000000 PA USD 1085631.47000000 0.010350528628 Long DBT CORP US N 2 2028-10-15 Fixed 4.75000000 N N N N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953CJ8 1195000.00000000 PA USD 1226593.68000000 0.011694477685 Long DBT CORP US N 2 2032-04-15 Fixed 6.50000000 N N N N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953CK5 2235000.00000000 PA USD 2297095.01000000 0.021900753912 Long DBT CORP US N 2 2029-09-15 Fixed 6.12500000 N N N N N N MHC Commercial Mortgage Trust N/A 55316VAL8 480000.00000000 PA USD 479999.90000000 0.004576371304 Long ABS-MBS CORP US Y 2 2038-04-15 Floating 6.37544160 N N N N N N MNR ABS Issuer I LLC 254900P5PAYARXBH9O74 55317XAC3 2111957.91000000 PA USD 2138779.78000000 0.020391359273 Long ABS-O CORP US N 3 2038-12-15 Fixed 12.43600000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBT6 55000.00000000 PA USD 47228.57000000 0.000450282328 Long DBT CORP US N 2 2052-03-14 Fixed 4.95000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VCA6 8015000.00000000 PA USD 8182241.39000000 0.078010380219 Long DBT CORP US N 2 2031-02-15 Fixed 4.80000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VCE8 9100000.00000000 PA USD 9181954.96000000 0.087541758235 Long DBT CORP US N 2 2036-04-01 Fixed 5.30000000 N N N N N N MRCD MARK Mortgage Trust N/A 55348UAS7 670000.00000000 PA USD 505012.50000000 0.004814844156 Long ABS-MBS CORP US Y 2 2036-12-15 Fixed 2.71752000 N N N N N N MV24 Capital BV N/A 55388RAA4 1110448.00000000 PA USD 1130288.04000000 0.010776289228 Long DBT CORP NL Y 2 2034-06-01 Fixed 6.74800000 N N N N N N MVW LLC N/A 55400DAB7 18607.71940000 PA USD 18578.06000000 0.000177125246 Long ABS-O CORP US Y 2 2038-10-20 Fixed 2.44000000 N N N N N N MVW LLC N/A 55400EAC3 42033.86000000 PA USD 41841.61000000 0.000398922465 Long ABS-O CORP US Y 2 2037-10-20 Fixed 4.21000000 N N N N N N MVW LLC N/A 55400EAD1 420338.58520000 PA USD 421606.20000000 0.004019639411 Long ABS-O CORP US Y 2 2037-10-20 Fixed 7.14000000 N N N N N N MVW LLC N/A 55400VAC5 299150.07810000 PA USD 307910.99000000 0.002935656901 Long ABS-O CORP US Y 2 2041-10-21 Fixed 7.62000000 N N N N N N MVW LLC N/A 55400VAD3 726336.40040000 PA USD 740117.54000000 0.007056361203 Long ABS-O CORP US Y 2 2041-10-21 Fixed 9.00000000 N N N N N N MYT Holding LLC N/A 55406N202 2868.00000000 NS USD 3656.70000000 0.000034863375 Long EP CORP US N 3 N N N Macquarie Group Ltd. ACMHD8HWFMFUIQQ8Y590 55608JAP3 200000.00000000 PA USD 205123.90000000 0.001955673594 Long DBT CORP AU Y 2 2030-01-15 Variable 5.03300000 N N N N N N Madison IAQ LLC 549300IXDNBXNHUPBU73 55760LAA5 1245000.00000000 PA USD 1228672.70000000 0.011714299288 Long DBT CORP US Y 2 2028-06-30 Fixed 4.12500000 N N N N N N Discovery Global Holdings, Inc. 549300DXR29GD4N0A520 55903VBQ5 800000.00000000 PA USD 735000.00000000 0.007007570020 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N N Discovery Global Holdings, Inc. 549300DXR29GD4N0A520 55903VBW2 445000.00000000 PA USD 312612.50000000 0.002980481609 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N Manulife Financial Corp. 5493007GBX87QOZACS27 56501RAC0 42000.00000000 PA USD 41999.73000000 0.000400429998 Long DBT CORP CA N 2 2026-03-04 Fixed 4.15000000 N N N N N N Mariner Finance issuance Trust N/A 56847GAE3 6480000.00000000 PA USD 6879953.38000000 0.065594224551 Long ABS-O CORP US Y 2 2038-11-20 Fixed 8.80000000 N N N N N N Mariner Finance Issuance Trust N/A 56847JAE7 7815000.00000000 PA USD 7426930.55000000 0.070809164439 Long ABS-O CORP US Y 2 2036-11-20 Fixed 4.68000000 N N N N N N Mariner Finance Issuance Trust N/A 56847TAE5 3155000.00000000 PA USD 3217675.97000000 0.030677673009 Long ABS-O CORP US Y 2 2038-11-22 Fixed 7.51000000 N N N N N N Mariner Finance Issuance Trust N/A 56848DAB5 1300000.00000000 PA USD 1262803.23000000 0.012039703477 Long ABS-O CORP US Y 2 2036-03-20 Fixed 2.33000000 N N N N N N Mariner Finance Issuance Trust N/A 56848DAC3 370000.00000000 PA USD 358857.27000000 0.003421384281 Long ABS-O CORP US Y 2 2036-03-20 Fixed 2.96000000 N N N N N N Mariner Finance Issuance Trust N/A 56848DAD1 651000.00000000 PA USD 634997.96000000 0.006054139683 Long ABS-O CORP US Y 2 2036-03-20 Fixed 3.83000000 N N N N N N Mariner Finance Issuance Trust N/A 56848DAE9 6040000.00000000 PA USD 5912199.04000000 0.056367549313 Long ABS-O CORP US Y 2 2036-03-20 Fixed 5.40000000 N N N N N N Marlette Funding Trust N/A 57109LAC7 117625.38000000 PA USD 117978.51000000 0.001124819958 Long ABS-O CORP US Y 2 2033-06-15 Fixed 6.96000000 N N N N N N Marlette Funding Trust N/A 57110PAC5 78090.63000000 PA USD 78181.31000000 0.000745389121 Long ABS-MBS CORP US Y 2 2033-04-15 Fixed 7.20000000 N N N N N N Mars, Inc. 54930073HKEO6GZBSS03 571676AY1 18370000.00000000 PA USD 18884261.35000000 0.180044603656 Long DBT CORP US Y 2 2030-03-01 Fixed 4.80000000 N N N N N N Mars, Inc. 54930073HKEO6GZBSS03 571676AZ8 18010000.00000000 PA USD 18655913.16000000 0.177867507152 Long DBT CORP US Y 2 2032-03-01 Fixed 5.00000000 N N N N N N Mars, Inc. 54930073HKEO6GZBSS03 571676BA2 9510000.00000000 PA USD 9847247.99000000 0.093884734414 Long DBT CORP US Y 2 2035-03-01 Fixed 5.20000000 N N N N N N Mars, Inc. 54930073HKEO6GZBSS03 571676BB0 1030000.00000000 PA USD 1054085.56000000 0.010049766488 Long DBT CORP US Y 2 2045-05-01 Fixed 5.65000000 N N N N N N Marvell Technology, Inc. 254900WVU0BM7ZCJ9E93 573874AJ3 8340000.00000000 PA USD 7795160.48000000 0.074319908681 Long DBT CORP US N 2 2031-04-15 Fixed 2.95000000 N N N N N N Marvell Technology, Inc. 254900WVU0BM7ZCJ9E93 573874AP9 550000.00000000 PA USD 574748.69000000 0.005479716583 Long DBT CORP US N 2 2029-02-15 Fixed 5.75000000 N N N N N N Marvell Technology, Inc. 254900WVU0BM7ZCJ9E93 573874AR5 630000.00000000 PA USD 642278.13000000 0.006123549616 Long DBT CORP US N 2 2030-07-15 Fixed 4.75000000 N N N N N N Marvell Technology, Inc. 254900WVU0BM7ZCJ9E93 573874AS3 2259000.00000000 PA USD 2351697.77000000 0.022421342570 Long DBT CORP US N 2 2035-07-15 Fixed 5.45000000 N N N N N N Masterbrand, Inc. 549300E0Y4BR5Z9RDZ64 57638PAA2 1110000.00000000 PA USD 1117140.63000000 0.010650940390 Long DBT CORP US Y 2 2032-07-15 Fixed 7.00000000 N N N N N N Matador Resources Co. 549300CI3Q2UUK5R4G79 576485AG1 2440000.00000000 PA USD 2491875.99000000 0.023757816981 Long DBT CORP US Y 2 2032-04-15 Fixed 6.50000000 N N N N N N Matador Resources Co. 549300CI3Q2UUK5R4G79 576485AH9 774000.00000000 PA USD 787731.53000000 0.007510318168 Long DBT CORP US Y 2 2033-04-15 Fixed 6.25000000 N N N N N N Matador Resources Co. 549300CI3Q2UUK5R4G79 576485AJ5 430000.00000000 PA USD 429481.25000000 0.004094720995 Long DBT CORP US Y 2 2034-04-15 Fixed 6.00000000 N N N N N N Mauser Packaging Solutions Holding Co. 549300DNGHXL0OMHW304 57763RAE7 1410000.00000000 PA USD 1443487.50000000 0.013762366978 Long DBT CORP US Y 2 2030-04-15 Fixed 7.87500000 N N N N N N MFA Trust N/A 58004YAA7 2002570.53000000 PA USD 2005987.72000000 0.019125305316 Long ABS-MBS CORP US Y 2 2054-09-25 Variable 6.32999880 N N N N N N McDonald's Corp. UE2136O97NLB5BYP9H04 58013MFT6 1247000.00000000 PA USD 1175481.43000000 0.011207167929 Long DBT CORP US N 2 2052-09-09 Fixed 5.15000000 N N N N N N Medline Borrower LP N/A 58506DAA6 973000.00000000 PA USD 1004108.76000000 0.009573282236 Long DBT CORP US Y 2 2029-04-01 Fixed 6.25000000 N N N N N N Merchants Fleet Funding LLC 254900Z2OOQUA5IN2X83 588926AA3 1012394.74000000 PA USD 1015682.90000000 0.009683631346 Long ABS-O CORP US Y 2 2036-05-20 Fixed 7.21000000 N N N N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933YAW5 240000.00000000 PA USD 195421.06000000 0.001863165661 Long DBT CORP US N 2 2049-03-07 Fixed 4.00000000 N N N N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933YBG9 605000.00000000 PA USD 358810.69000000 0.003420940182 Long DBT CORP US N 2 2061-12-10 Fixed 2.90000000 N N N N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933YCB9 10430000.00000000 PA USD 10458919.89000000 0.099716480902 Long DBT CORP US N 2 2055-12-04 Fixed 5.55000000 N N N N N N Mercury Financial Credit Card Master Trust N/A 58940BAZ9 5785000.00000000 PA USD 5801556.09000000 0.055312667382 Long ABS-O CORP US Y 2 2029-07-20 Fixed 6.56000000 N N N N N N Mercury Financial Credit Card Master Trust N/A 58940BBH8 7500000.00000000 PA USD 7528942.50000000 0.071781757477 Long ABS-O CORP US Y 2 2031-12-22 Fixed 8.29000000 N N N N N N Mercury Financial Credit Card Master Trust N/A 58940BBM7 12000000.00000000 PA USD 12046783.20000000 0.114855342572 Long ABS-O CORP US Y 2 2032-02-20 Fixed 8.45000000 N N N N N N Mercury Financial Credit Card Master Trust N/A 58940BBN5 12000000.00000000 PA USD 12042536.40000000 0.114814853118 Long ABS-O CORP US Y 2 2032-02-20 Fixed 11.85000000 N N N N N N MetLife, Inc. C4BXATY60WC6XEOZDX54 59156RCC0 350000.00000000 PA USD 315831.61000000 0.003011172954 Long DBT CORP US N 2 2052-07-15 Fixed 5.00000000 N N N N N N MetLife, Inc. C4BXATY60WC6XEOZDX54 59156RCR7 1395000.00000000 PA USD 1385157.86000000 0.013206245840 Long DBT CORP US N 2 2056-03-15 Variable 5.85000000 N N N N N N Metropolitan Life Global Funding I 635400MMSOCXNNNZDZ82 59217GET2 5200000.00000000 PA USD 4676237.96000000 0.044583761816 Long DBT CORP US Y 2 2032-01-11 Fixed 2.40000000 N N N N N N Metropolitan Life Global Funding I 635400MMSOCXNNNZDZ82 59217GFP9 880000.00000000 PA USD 914974.17000000 0.008723463350 Long DBT CORP US Y 2 2033-03-28 Fixed 5.15000000 N N N N N N Micron Technology, Inc. B3DXGBC8GAIYWI2Z0172 595112CH4 5560000.00000000 PA USD 6039723.58000000 0.057583382161 Long DBT CORP US N 2 2035-11-01 Fixed 6.05000000 N N N N N N Mid-America Apartments LP 549300FXWGE3QSYCUJ38 59523UAP2 100000.00000000 PA USD 100690.36000000 0.000959992854 Long DBT CORP US N 2 2028-06-15 Fixed 4.20000000 N N N N N N Mid-Atlantic Interstate Transmission LLC N/A 59524QAA3 430000.00000000 PA USD 431392.14000000 0.004112939628 Long DBT CORP US Y 2 2028-05-15 Fixed 4.10000000 N N N N N N MidAmerican Energy Co. NINLOILYRTLIMK26MZ18 595620AT2 46000.00000000 PA USD 45786.85000000 0.000436536812 Long DBT CORP US N 2 2029-04-15 Fixed 3.65000000 N N N N N N MidAmerican Energy Co. NINLOILYRTLIMK26MZ18 595620AY1 110000.00000000 PA USD 114609.20000000 0.001092696590 Long DBT CORP US N 2 2054-09-15 Fixed 5.85000000 N N N N N N Berkshire Hathaway Energy Co. 549300JD0S5IZJE9LY15 59562VBD8 194000.00000000 PA USD 188516.65000000 0.001797338265 Long DBT CORP US N 2 2043-11-15 Fixed 5.15000000 N N N N N N Midcon Energy Asset Issuer LLC 254900A8Q2V7V8S0V807 595641AD3 10000000.00000000 PA USD 10000000.00000000 0.095341088708 Long ABS-O CORP US N 3 2051-02-27 Variable 5.31400000 N N N N N N Midcon Energy Asset Issuer LLC 254900A8Q2V7V8S0V807 595641AE1 5000000.00000000 PA USD 5000000.00000000 0.047670544354 Long ABS-O CORP US N 3 2051-02-27 Fixed 6.53100000 N N N N N N Stagwell Global LLC 984500904E015Z0C1F82 59565JAA9 2545000.00000000 PA USD 2345830.08000000 0.022365399375 Long DBT CORP US Y 2 2029-08-15 Fixed 5.62500000 N N N N N N Millrose Properties, Inc. N/A 601137AA0 910000.00000000 PA USD 933569.00000000 0.008900748484 Long DBT CORP US Y 2 2030-08-01 Fixed 6.37500000 N N N N N N Millrose Properties, Inc. N/A 601137AB8 387000.00000000 PA USD 391854.14000000 0.003735980032 Long DBT CORP US Y 2 2032-09-15 Fixed 6.25000000 N N N N N N Mission Lane Credit Card Master Trust N/A 60510MBU1 5825000.00000000 PA USD 5865495.40000000 0.055922271725 Long ABS-O CORP US Y 2 2031-09-15 Fixed 5.06000000 N N N N N N Mississippi Power Co. LNZ0J6YZ5SC6ILIRU850 605417BZ6 240000.00000000 PA USD 210515.68000000 0.002007079412 Long DBT CORP US N 2 2042-03-15 Fixed 4.25000000 N N N N N N Miter Brands Acquisition Holdco, Inc. N/A 60672JAA7 1620000.00000000 PA USD 1633447.62000000 0.015573467443 Long DBT CORP US Y 2 2032-04-01 Fixed 6.75000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822BY9 1060000.00000000 PA USD 1050231.99000000 0.010013026132 Long DBT CORP JP N 2 2027-07-20 Variable 1.53800000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822CT9 200000.00000000 PA USD 209660.65000000 0.001998927463 Long DBT CORP JP N 2 2031-02-22 Variable 5.47500000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YBH1 450000.00000000 PA USD 413911.81000000 0.003946280259 Long DBT CORP JP N 2 2031-07-10 Variable 2.20100000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YCZ0 580000.00000000 PA USD 603195.68000000 0.005750933283 Long DBT CORP JP N 2 2029-07-06 Variable 5.77800000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YDB2 270000.00000000 PA USD 288566.94000000 0.002751228622 Long DBT CORP JP N 2 2034-07-06 Variable 5.74800000 N N N N N N Monongahela Power Co. N/A 609935AA9 210000.00000000 PA USD 226124.81000000 0.002155898556 Long DBT CORP US Y 2 2034-02-15 Fixed 5.85000000 N N N N N N MOO Securitization Trust N/A 614872AA7 6900000.00000000 PA USD 6781409.01000000 0.064654691799 Long ABS-MBS CORP US Y 3 2065-12-25 Variable 4.50000000 N N N N N N MOO Securitization Trust N/A 614872AB5 8270000.00000000 PA USD 7972099.71000000 0.076006866564 Long ABS-MBS CORP US Y 3 2065-12-25 Variable 4.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468G7 1573000.00000000 PA USD 1587700.91000000 0.015137313330 Long DBT CORP US N 2 2030-01-23 Variable 4.43100000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468U6 3200000.00000000 PA USD 2833238.98000000 0.027012408892 Long DBT CORP US N 2 2032-02-13 Variable 1.79400000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAK4 330000.00000000 PA USD 327962.57000000 0.003126830847 Long DBT CORP US N 2 2028-07-22 Variable 3.59100000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YEF8 420000.00000000 PA USD 371846.00000000 0.003545220247 Long DBT CORP US N 2 2036-09-16 Variable 2.48400000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YEK7 914000.00000000 PA USD 901836.01000000 0.008598202702 Long DBT CORP US N 2 2028-01-21 Variable 2.47500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YEL5 1265000.00000000 PA USD 1165163.43000000 0.011108794993 Long DBT CORP US N 2 2033-01-21 Variable 2.94300000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFA8 260000.00000000 PA USD 265390.34000000 0.002530260394 Long DBT CORP US N 2 2029-02-01 Variable 5.12300000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFB6 4718000.00000000 PA USD 4971523.00000000 0.047399041535 Long DBT CORP US N 2 2038-01-19 Variable 5.94800000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFF7 2440000.00000000 PA USD 2516062.66000000 0.023988415326 Long DBT CORP US N 2 2029-07-20 Variable 5.44900000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFG5 1326000.00000000 PA USD 1384912.36000000 0.013203905216 Long DBT CORP US N 2 2034-07-21 Variable 5.42400000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFH3 300000.00000000 PA USD 317642.78000000 0.003028440846 Long DBT CORP US N 2 2029-11-01 Variable 6.40700000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFK6 2070000.00000000 PA USD 2127896.87000000 0.020287600424 Long DBT CORP US N 2 2030-01-16 Variable 5.17300000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFM2 2000000.00000000 PA USD 2107874.18000000 0.020096701918 Long DBT CORP US N 2 2039-02-07 Variable 5.94200000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFR1 7196000.00000000 PA USD 7689734.69000000 0.073314767722 Long DBT CORP US N 2 2035-04-19 Variable 5.83100000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFS9 3510000.00000000 PA USD 3611593.97000000 0.034433330107 Long DBT CORP US N 2 2030-07-19 Variable 5.04200000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFT7 3910000.00000000 PA USD 4048610.44000000 0.038599892710 Long DBT CORP US N 2 2035-07-19 Variable 5.32000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFU4 13380000.00000000 PA USD 13598402.81000000 0.129648652860 Long DBT CORP US N 2 2030-10-18 Variable 4.65400000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFZ3 14905000.00000000 PA USD 15440296.53000000 0.147209468115 Long DBT CORP US N 2 2031-04-17 Variable 5.19200000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61748UAE2 5380000.00000000 PA USD 5571435.57000000 0.053118673291 Long DBT CORP US N 2 2031-01-15 Variable 5.23000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61748UAP7 1435000.00000000 PA USD 1427708.19000000 0.013611925319 Long DBT CORP US N 2 2041-01-18 Variable 5.31400000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61748UAS1 11180000.00000000 PA USD 11244829.24000000 0.107209426208 Long DBT CORP US N 2 2032-01-16 Variable 4.49300000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61748UAT9 8431000.00000000 PA USD 8502867.61000000 0.081067265508 Long DBT CORP US N 2 2037-01-30 Variable 5.07300000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61772BAC7 285000.00000000 PA USD 225428.37000000 0.002149258622 Long DBT CORP US N 2 2042-04-22 Variable 3.21700000 N N N N N N Morgan Stanley Private Bank NA 549300GS0W0TEUQS8571 61776NZW6 8010000.00000000 PA USD 8059300.35000000 0.076838246959 Long DBT CORP US N 2 2031-11-19 Variable 4.46500000 N N N N N N Medline Borrower LP 254900QT3R363TVK6F09 62482BAA0 5805000.00000000 PA USD 5709283.68000000 0.054432932179 Long DBT CORP US Y 2 2029-04-01 Fixed 3.87500000 N N N N N N Medline Borrower LP 254900QT3R363TVK6F09 62482BAB8 1520000.00000000 PA USD 1519879.31000000 0.014490694812 Long DBT CORP US Y 2 2029-10-01 Fixed 5.25000000 N N N N N N Multi-Family Connecticut Avenue Securities Trust 549300HG8ZEWVWVSN227 62547NAB5 13995682.04830000 PA USD 14209754.40000000 0.135477345477 Long ABS-MBS CORP US Y 2 2049-10-25 Floating 7.03168920 N N N N N N Multifamily Connecticut Avenue Securities Trust 549300HG8ZEWVWVSN227 62547NAC3 6560000.00000000 PA USD 6686058.93000000 0.063745613755 Long ABS-MBS CORP US Y 2 2049-10-25 Floating 9.28168920 N N N N N N Multi-Family Connecticut Avenue Securities Trust 254900JAK6X5OPMD5925 62548NAB4 23685000.00000000 PA USD 27208619.82000000 0.259409943589 Long ABS-MBS CORP US Y 2 2053-11-25 Floating 10.16721000 N N N N N N Multi-Family Connecticut Avenue Securities Trust 5493002KQF9IH3CTQZ40 62548QAD3 16950478.04000000 PA USD 17201545.13000000 0.164001404016 Long ABS-MBS CORP US Y 2 2050-03-25 Floating 7.53168960 N N N N N N Multi-Family Connecticut Avenue Securities Trust 254900QY3MMJFMNKXA93 62548RAB5 2737000.00000000 PA USD 2827037.45000000 0.026953282830 Long ABS-MBS CORP US Y 2 2054-07-25 Floating 7.51721040 N N N N N N MVW LLC N/A 62848PAC4 1050508.27000000 PA USD 1082129.20000000 0.010317137605 Long ABS-O CORP US Y 2 2040-10-20 Fixed 6.54000000 N N N N N N NCR Voyix Corp. 549300YKTY8JX1DV2R67 62886EAY4 1905000.00000000 PA USD 1871861.95000000 0.017846535622 Long DBT CORP US Y 2 2028-10-01 Fixed 5.00000000 N N N N N N NCR Voyix Corp. 549300YKTY8JX1DV2R67 62886EBA5 1709000.00000000 PA USD 1676807.57000000 0.015986865927 Long DBT CORP US Y 2 2029-04-15 Fixed 5.12500000 N N N N N N NCL Corp. Ltd. UNZWILHE4KMRP9K2L524 62886HBY6 670000.00000000 PA USD 677055.10000000 0.006455117034 Long DBT CORP BM Y 2 2031-01-15 Fixed 5.87500000 N N N N N N NGL Energy Operating LLC N/A 62922LAC2 383000.00000000 PA USD 396928.94000000 0.003784363727 Long DBT CORP US Y 2 2029-02-15 Fixed 8.12500000 N N N N N N NGPL PipeCo LLC 549300K3NT1HSQFEM073 62928CAA0 710000.00000000 PA USD 665909.80000000 0.006348856531 Long DBT CORP US Y 2 2031-07-15 Fixed 3.25000000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377CH3 3705000.00000000 PA USD 3717926.75000000 0.035447118408 Long DBT CORP US Y 2 2029-06-15 Fixed 5.25000000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377CP5 60000.00000000 PA USD 58130.21000000 0.000554219750 Long DBT CORP US Y 2 2027-12-02 Fixed 2.45000000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377CQ3 1285000.00000000 PA USD 1238472.98000000 0.011807736224 Long DBT CORP US Y 2 2029-02-15 Fixed 3.37500000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377CW0 2605000.00000000 PA USD 2668076.19000000 0.025437728871 Long DBT CORP US Y 2 2033-02-01 Fixed 6.00000000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377DA7 670000.00000000 PA USD 676280.58000000 0.006447732676 Long DBT CORP US Y 2 2030-10-15 Fixed 4.73400000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377DB5 2539000.00000000 PA USD 2566078.44000000 0.024465271218 Long DBT CORP US Y 2 2035-10-15 Fixed 5.40700000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377DC3 2997000.00000000 PA USD 3038076.88000000 0.028965355731 Long DBT CORP US Y 2 2034-01-15 Fixed 5.75000000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377DD1 830000.00000000 PA USD 844742.46000000 0.008053866581 Long DBT CORP US Y 2 2036-01-15 Fixed 6.00000000 N N N N N N NTT Finance Corp. 3538007PR116187GD960 62954WAN5 1000000.00000000 PA USD 1038893.59000000 0.009904924592 Long DBT CORP JP Y 2 2031-07-02 Fixed 5.13600000 N N N N N N NALP Business Loan Trust N/A 62986BAA1 8961621.92000000 PA USD 9071454.66000000 0.086488236345 Long ABS-O CORP US Y 2 2051-06-26 Fixed 5.72000000 N N N N N N NALP Business Loan Trust N/A 62986BAB9 2023439.90000000 PA USD 2062615.72000000 0.019665202833 Long ABS-O CORP US Y 2 2051-06-26 Fixed 7.18000000 N N N N N N NMG Parent LLC N/A 629ESC039 1.00000000 NS USD 0.50000000 0.000000004767 Long EC CORP US N 3 N N N National Australia Bank Ltd. 549300E2IPL06NDXMZ63 63253QAE4 250000.00000000 PA USD 256586.53000000 0.002446323911 Long DBT CORP AU N 2 2028-06-13 Fixed 4.90000000 N N N N N N NNN REIT, Inc. 5493008JKH5SOTI0JS97 637417AJ5 39000.00000000 PA USD 38885.65000000 0.000370740020 Long DBT CORP US N 2 2026-12-15 Fixed 3.60000000 N N N N N N NNN REIT, Inc. 5493008JKH5SOTI0JS97 637417AQ9 1145000.00000000 PA USD 825484.80000000 0.007870261954 Long DBT CORP US N 2 2051-04-15 Fixed 3.50000000 N N N N N N NNN REIT, Inc. 5493008JKH5SOTI0JS97 637417AS5 100000.00000000 PA USD 105432.41000000 0.001005204075 Long DBT CORP US N 2 2033-10-15 Fixed 5.60000000 N N N N N N NNN REIT, Inc. 5493008JKH5SOTI0JS97 637417AT3 220000.00000000 PA USD 229982.76000000 0.002192680672 Long DBT CORP US N 2 2034-06-15 Fixed 5.50000000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAB3 350000.00000000 PA USD 351176.54000000 0.003348155365 Long DBT CORP GB Y 2 2029-03-08 Variable 4.30200000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAF4 320000.00000000 PA USD 316830.68000000 0.003020698196 Long DBT CORP GB Y 2 2028-02-16 Variable 2.97200000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAK3 771000.00000000 PA USD 796719.94000000 0.007596014647 Long DBT CORP GB Y 2 2029-07-29 Fixed 5.12700000 N N N N N N NCR Atleos Corp. 9845005FC3S0VA714741 638962AA8 1762000.00000000 PA USD 1892215.32000000 0.018040586867 Long DBT CORP US Y 2 2029-04-01 Fixed 9.50000000 N N N N N N NatWest Group plc 2138005O9XJIJN4JPN90 639057AJ7 800000.00000000 PA USD 800000.00000000 0.007627287096 Long DBT CORP GB N 2 2027-03-02 Variable 5.84700000 N N N N N N NatWest Group plc 2138005O9XJIJN4JPN90 639057AN8 415000.00000000 PA USD 441427.54000000 0.004208618224 Long DBT CORP GB N 2 2035-03-01 Variable 5.77800000 N N N N N N NatWest Group plc 2138005O9XJIJN4JPN90 639057AV0 1825000.00000000 PA USD 1882158.96000000 0.017944708436 Long DBT CORP GB N 2 2031-05-23 Variable 5.11500000 N N N N N N NatWest Markets plc RR3QWICWWIPCS8A4S074 63906YAJ7 2295000.00000000 PA USD 2389922.21000000 0.022785778542 Long DBT CORP GB Y 2 2029-05-17 Fixed 5.41000000 N N N N N N NatWest Markets plc RR3QWICWWIPCS8A4S074 63906YAP3 6660000.00000000 PA USD 6889197.37000000 0.065682357758 Long DBT CORP GB Y 2 2030-03-21 Fixed 5.02200000 N N N N N N Nevada Power Co. MJZFGXRJ52U8U4MKJ519 641423CG1 600000.00000000 PA USD 620760.63000000 0.005918399429 Long DBT CORP US N 2 2054-03-15 Fixed 6.00000000 N N N N N N New Residential Mortgage Loan Trust N/A 64831KAG1 340000.00000000 PA USD 332650.49000000 0.003171525987 Long ABS-O CORP US Y 2 2039-02-17 Fixed 3.29900000 N N N N N N New Residential Mortgage Loan Trust N/A 64831KAJ5 420000.00000000 PA USD 411103.10000000 0.003919501712 Long ABS-O CORP US Y 2 2039-02-17 Fixed 3.55000000 N N N N N N New Residential Mortgage Loan Trust N/A 64831KAN6 5650000.00000000 PA USD 5552470.83000000 0.052937861395 Long ABS-O CORP US Y 2 2039-02-17 Fixed 4.44300000 N N N N N N New Residential Mortgage Loan Trust 213800CVLC5IFCJL6C96 64831PAA3 4225000.00000000 PA USD 4235509.69000000 0.040381810507 Long ABS-MBS CORP US Y 2 2039-03-25 Variable 6.66399960 N N N N N N New Residential Mortgage Loan Trust 213800CVLC5IFCJL6C96 64831PAC9 3250000.00000000 PA USD 3259143.23000000 0.031073026380 Long ABS-MBS CORP US Y 2 2039-03-25 Variable 9.29832840 N N N N N N New Residential Mortgage Loan Trust 213800H34ZKQ2LAZZL53 64831WAA8 5400000.00000000 PA USD 5464248.12000000 0.052096736473 Long ABS-MBS CORP US Y 2 2039-09-25 Variable 5.44299840 N N N N N N NRM FHT1 Excess Owner LLC N/A 64832EAA7 20544548.81000000 PA USD 20928670.24000000 0.199536220590 Long ABS-MBS CORP US Y 2 2032-03-25 Variable 6.54500160 N N N N N N New York Life Insurance Co. TAE73CY392TBWJ3O3305 64952GAE8 2919000.00000000 PA USD 3124910.67000000 0.029793238539 Long DBT CORP US Y 2 2033-05-15 Fixed 5.87500000 N N N N N N New York Life Insurance Co. TAE73CY392TBWJ3O3305 64952GAQ1 50000.00000000 PA USD 39677.53000000 0.000378289890 Long DBT CORP US Y 2 2069-05-15 Fixed 4.45000000 N N N N N N New York Life Global Funding 635400DPNHEAUHB7ZI15 64952WCX9 51000.00000000 PA USD 50338.76000000 0.000479935218 Long DBT CORP US Y 2 2028-01-10 Fixed 3.00000000 N N N N N N Newell Brands, Inc. 549300LWGYFM1TVO1Z12 651229AX4 310000.00000000 PA USD 312865.33000000 0.002982892118 Long DBT CORP US N 2 2036-04-01 Fixed 7.37499960 N N N N N N Newell Brands, Inc. 549300LWGYFM1TVO1Z12 651229BD7 1475000.00000000 PA USD 1497984.93000000 0.014281951409 Long DBT CORP US N 2 2029-09-15 Fixed 6.62500000 N N N N N N Newell Brands, Inc. 549300LWGYFM1TVO1Z12 651229BE5 2640000.00000000 PA USD 2639875.39000000 0.025168859373 Long DBT CORP US N 2 2032-05-15 Fixed 6.62500000 N N N N N N Newell Brands, Inc. 549300LWGYFM1TVO1Z12 651229BF2 362000.00000000 PA USD 363110.25000000 0.003461932655 Long DBT CORP US N 2 2030-05-15 Fixed 6.37500000 N N N N N N Newell Brands, Inc. 549300LWGYFM1TVO1Z12 651229BG0 640000.00000000 PA USD 673664.91000000 0.006422794594 Long DBT CORP US Y 2 2028-06-01 Fixed 8.50000000 N N N N N N Newmont Corp. N/A 65163LAD1 300000.00000000 PA USD 307968.96000000 0.002936209593 Long DBT CORP US N 2 2041-11-15 Fixed 5.75000000 N N N N N N NRZ Excess Spread-Collateralized Notes N/A 65246QAA7 796147.00580000 PA USD 785020.53000000 0.007484471198 Long ABS-O CORP US Y 2 2026-11-25 Fixed 3.47400000 N N N N N N Nexstar Media, Inc. 5493006PK6I4I2OOT688 65336YAN3 925000.00000000 PA USD 920468.33000000 0.008775845270 Long DBT CORP US Y 2 2028-11-01 Fixed 4.75000000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KCJ7 60000.00000000 PA USD 61921.29000000 0.000590364320 Long DBT CORP US N 2 2032-07-15 Fixed 5.00000000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KCQ1 80000.00000000 PA USD 74662.52000000 0.000711840594 Long DBT CORP US N 2 2053-02-28 Fixed 5.25000000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KDB3 620000.00000000 PA USD 659625.35000000 0.006288939900 Long DBT CORP US N 2 2054-06-15 Variable 6.75000000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KDE7 1110000.00000000 PA USD 1152941.46000000 0.010992269401 Long DBT CORP US N 2 2055-08-15 Variable 6.37500000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KDF4 3835000.00000000 PA USD 4065583.21000000 0.038761712947 Long DBT CORP US N 2 2055-08-15 Variable 6.50000000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KDM9 3780000.00000000 PA USD 3843434.67000000 0.036643724581 Long DBT CORP US N 2 2055-03-15 Fixed 5.90000000 N N N N N N Nexstar Media, Inc. 5493006PK6I4I2OOT688 65343HAA9 3210000.00000000 PA USD 3210301.74000000 0.030607366297 Long DBT CORP US Y 2 2027-07-15 Fixed 5.62500000 N N N N N N Nexgen, Inc. N/A 65346DAA5 3798799.00000000 PA USD 3794050.50000000 0.036172890528 Long ABS-O CORP US N 3 2033-11-16 Variable 0.00000000 N N N N N N Nexgen, Inc. N/A 65346DAC1 1562891.00000000 PA USD 1560937.39000000 0.014882147016 Long ABS-O CORP US N 3 2033-11-16 Variable 0.00000000 N N N N N N NGF Holdings LLC N/A 65346FAA0 18000000.00000000 PA USD 18079200.00000000 0.172369061097 Long DBT CORP US N 2 2029-12-23 Fixed 9.62500000 N N N N N N Federal Republic of Nigeria 549300GSBZD84TNEQ285 65412AFG2 3360000.00000000 PA USD 3655680.00000000 0.034853651116 Long DBT NUSS NG Y 2 2046-01-13 Fixed 9.12970000 N N N N N N Federal Republic of Nigeria 549300GSBZD84TNEQ285 65412JAR4 1500000.00000000 PA USD 1512195.00000000 0.014417431763 Long DBT NUSS NG Y 2 2028-09-28 Fixed 6.12500000 N N N N N N NiSource, Inc. 549300D8GOWWH0SJB189 65473PAN5 275000.00000000 PA USD 281970.43000000 0.002688336777 Long DBT CORP US N 2 2028-03-30 Fixed 5.25000000 N N N N N N NiSource, Inc. 549300D8GOWWH0SJB189 65473PAR6 1725000.00000000 PA USD 1802331.75000000 0.017183627125 Long DBT CORP US N 2 2054-11-30 Variable 6.95000000 N N N N N N NiSource, Inc. 549300D8GOWWH0SJB189 65473PAS4 650000.00000000 PA USD 673084.15000000 0.006417257565 Long DBT CORP US N 2 2029-07-01 Fixed 5.20000000 N N N N N N Noble Finance II LLC N/A 65505PAA5 1125000.00000000 PA USD 1170922.50000000 0.011163702594 Long DBT CORP US Y 2 2030-04-15 Fixed 8.00000000 N N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 65558RAD1 400000.00000000 PA USD 409404.53000000 0.003903307361 Long DBT CORP FI Y 2 2027-09-22 Fixed 5.37500000 N N N N N N Nordstrom, Inc. 549300S3IZB5P35KNV16 655664AT7 550000.00000000 PA USD 529561.40000000 0.005048896041 Long DBT CORP US N 2 2030-04-01 Fixed 4.37500000 N N N N N N Conair Holdings LLC 549300804G00T34FLV17 20600RAB8 928198.22290000 PA USD 501227.04000000 0.004778753168 Long LON CORP US N 2 2028-05-17 Variable 7.53748000 N N N N N N Madison IAQ LLC 549300IXDNBXNHUPBU73 55759VAB4 677288.87020000 PA USD 677417.56000000 0.006458572768 Long LON CORP US N 2 2028-06-21 Variable 6.12759000 N N N N N N Northriver Midstream Finance LP 549300SOLNLY3BL6GF18 66679NAB6 1155000.00000000 PA USD 1187676.11000000 0.011323433336 Long DBT CORP CA Y 2 2032-07-15 Fixed 6.75000000 N N N N N N Northwestern Mutual Global Funding 635400LZXFVELZDVP257 66815L2S7 630000.00000000 PA USD 657288.92000000 0.006266664122 Long DBT CORP US Y 2 2031-05-28 Fixed 5.16000000 N N N N N N NOVA Chemicals Corp. 549300ZOD6N7RI2FJP09 66977WAT6 1045000.00000000 PA USD 1093989.60000000 0.010430215949 Long DBT CORP CA Y 2 2028-11-15 Fixed 8.50000000 N N N N N N NOVA Chemicals Corp. 549300ZOD6N7RI2FJP09 66977WAU3 3340000.00000000 PA USD 3548272.38000000 0.033829615174 Long DBT CORP CA Y 2 2030-02-15 Fixed 9.00000000 N N N N N N Continental Finance Credit Card ABS Master Trust N/A 66981PAH1 268039.60000000 PA USD 268699.49000000 0.002561810191 Long ABS-O CORP US Y 2 2030-10-15 Fixed 6.19000000 N N N N N N Continental Finance Credit Card ABS Master Trust N/A 66981PAV0 5000000.00000000 PA USD 5032256.50000000 0.047978081336 Long ABS-O CORP US Y 2 2035-12-17 Fixed 5.40000000 N N N N N N AMSR Trust N/A 66981XAF8 2505000.00000000 PA USD 2440939.89000000 0.023272186658 Long ABS-O CORP US Y 2 2040-04-17 Fixed 4.00000000 N N N N N N AMSR Trust N/A 66981XAG6 7750000.00000000 PA USD 7416660.88000000 0.070711252288 Long ABS-O CORP US Y 2 2040-04-17 Fixed 4.00000000 N N N N N N AMSR Trust N/A 66981YAD1 2120000.00000000 PA USD 2089907.02000000 0.019925401058 Long ABS-O CORP US Y 2 2039-10-17 Fixed 4.00000000 N N N N N N AMSR Trust N/A 66981YAE9 1400000.00000000 PA USD 1376060.42000000 0.013119509857 Long ABS-O CORP US Y 2 2039-10-17 Fixed 4.00000000 N N N N N N AMSR Trust N/A 66981YAF6 3504000.00000000 PA USD 3433411.57000000 0.032734519706 Long ABS-O CORP US Y 2 2039-10-17 Fixed 4.00000000 N N N N N N AMSR Trust N/A 66981YAG4 7000000.00000000 PA USD 6774585.30000000 0.064589633804 Long ABS-O CORP US Y 2 2039-10-17 Fixed 4.00000000 N N N N N N AMSR Trust N/A 66982FAG4 6000000.00000000 PA USD 5854829.40000000 0.055820580919 Long ABS-O CORP US Y 2 2038-12-17 Fixed 3.15800000 N N N N N N Novelis Corp. 549300G5F3W3B52WYL23 670001AN6 424000.00000000 PA USD 428614.82000000 0.004086460357 Long DBT CORP US Y 2 2033-08-15 Fixed 6.37500000 N N N N N N NuStar Logistics LP N62BF2PKP51FIIOIUN20 67059TAE5 580000.00000000 PA USD 585552.92000000 0.005582725288 Long DBT CORP US N 2 2027-04-28 Fixed 5.62500000 N N N N N N NuStar Logistics LP N62BF2PKP51FIIOIUN20 67059TAH8 1635000.00000000 PA USD 1721396.67000000 0.016411983261 Long DBT CORP US N 2 2030-10-01 Fixed 6.37500000 N N N N N N OGE Energy Corp. CE5OG6JPOZMDSA0LAQ19 670837AD5 330000.00000000 PA USD 343796.53000000 0.003277793546 Long DBT CORP US N 2 2029-05-15 Fixed 5.45000000 N N N N N N OCP SA 213800D26TAPVTCVWG40 67091TAG0 2658000.00000000 PA USD 2982174.20000000 0.028432373494 Long DBT NUSS MA Y 2 2054-05-02 Fixed 7.50000000 N N N N N N NYMT Loan Trust 254900Q6RDCV3HGA6340 67119RAA5 3922844.20000000 PA USD 3923653.88000000 0.037408543263 Long ABS-MBS CORP US Y 2 2039-09-25 Variable 5.26799880 N N N N N N Chord Energy Corp. 529900FA4V2YNIKZ0M71 674215AN8 1020000.00000000 PA USD 1059366.90000000 0.010100119358 Long DBT CORP US Y 2 2033-03-15 Fixed 6.75000000 N N N N N N Chord Energy Corp. 529900FA4V2YNIKZ0M71 674215AQ1 1145000.00000000 PA USD 1169617.91000000 0.011151264491 Long DBT CORP US Y 2 2030-10-01 Fixed 6.00000000 N N N N N N Octane Receivables Trust N/A 67571FAE4 3000000.00000000 PA USD 3099654.90000000 0.029552447278 Long ABS-O CORP US Y 2 2030-10-21 Fixed 6.43000000 N N N N N N Octane Receivables Trust N/A 67578XAC2 1390000.00000000 PA USD 1396926.65000000 0.013318450765 Long ABS-O CORP US Y 2 2028-07-20 Fixed 6.29000000 N N N N N N Octane Receivables Trust N/A 67578XAD0 2000000.00000000 PA USD 2047916.00000000 0.019525054102 Long ABS-O CORP US Y 2 2030-02-20 Fixed 7.70000000 N N N N N N Ohio Power Co. 06ZODLC132CY1O2Y7D77 677415CU3 225000.00000000 PA USD 141363.04000000 0.001347770613 Long DBT CORP US N 2 2051-10-01 Fixed 2.90000000 N N N N N N Oklahoma Gas and Electric Co. 549300VJ8YXGPO8EV472 678858BX8 100000.00000000 PA USD 105310.79000000 0.001004044537 Long DBT CORP US N 2 2033-01-15 Fixed 5.40000000 N N N N N N ON Semiconductor Corp. ZV20P4CNJVT8V1ZGJ064 682189AQ8 750000.00000000 PA USD 734181.45000000 0.006999765875 Long DBT CORP US Y 2 2028-09-01 Fixed 3.87500000 N N N N N N Oncor Electric Delivery Co. LLC 549300SP2X2BS1KERD24 68233JBR4 290000.00000000 PA USD 195542.74000000 0.001864325772 Long DBT CORP US N 2 2049-09-15 Fixed 3.10000000 N N N N N N Oncor Electric Delivery Co. LLC 549300SP2X2BS1KERD24 68233JCM4 400000.00000000 PA USD 365172.16000000 0.003481591130 Long DBT CORP US N 2 2052-09-15 Fixed 4.95000000 N N N N N N OneMain Direct Auto Receivables Trust N/A 68267EAB0 688884.28000000 PA USD 688455.24000000 0.006563807210 Long ABS-O CORP US Y 2 2028-11-14 Fixed 3.95000000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680CD3 1410000.00000000 PA USD 1430236.49000000 0.013636030406 Long DBT CORP US N 2 2031-10-15 Fixed 4.75000000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680CR2 1550000.00000000 PA USD 1673130.54000000 0.015951808723 Long DBT CORP US Y 2 2030-09-01 Fixed 6.50000000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680CW1 1975000.00000000 PA USD 1896248.08000000 0.018079035640 Long DBT CORP US N 2 2044-04-01 Fixed 5.60000000 N N N N N N ONEOK Partners LP T4DHW82NMF6BXJT50795 68268NAC7 300000.00000000 PA USD 333487.05000000 0.003179501841 Long DBT CORP US N 2 2036-10-01 Fixed 6.65000000 N N N N N N OneMain Finance Corp. 5493008I795YYBFWFU90 682691AC4 2840000.00000000 PA USD 2748066.64000000 0.026200366530 Long DBT CORP US N 2 2028-09-15 Fixed 3.87500000 N N N N N N OneMain Finance Corp. 5493008I795YYBFWFU90 682691AH3 2310000.00000000 PA USD 2358223.56000000 0.022483560162 Long DBT CORP US N 2 2029-05-15 Fixed 6.62500000 N N N N N N Altar Bidco, Inc. N/A 02090CAE0 2131336.84170000 PA USD 2115884.65000000 0.020173074611 Long LON CORP US N 2 2029-02-01 Variable 6.78250000 N N N N N N 1261229 BC Ltd. N/A 68288AAA5 754000.00000000 PA USD 779736.02000000 0.007434088105 Long DBT CORP CA Y 2 2032-04-15 Fixed 10.00000000 N N N N N N Ontario Teachers' Cadillac Fairview Properties Trust N/A 68327LAB2 200000.00000000 PA USD 199880.27000000 0.001905680255 Long DBT CORP CA Y 2 2027-03-20 Fixed 3.87500000 N N N N N N Oportun Issuance Trust N/A 68377GAB2 62242.37000000 PA USD 61268.66000000 0.000584142074 Long ABS-O CORP US Y 2 2031-05-08 Fixed 1.96000000 N N N N N N Oportun Issuance Trust N/A 68377GAC0 811484.90000000 PA USD 804836.32000000 0.007673397098 Long ABS-O CORP US Y 2 2031-05-08 Fixed 3.65000000 N N N N N N Oportun Issuance Trust N/A 68377KAD9 7500000.00000000 PA USD 7696903.50000000 0.073383115937 Long ABS-O CORP US Y 2 2032-02-09 Fixed 10.47000000 N N N N N N Oportun Funding Trust N/A 68377NAB7 3617000.00000000 PA USD 3621859.08000000 0.034531198783 Long ABS-O CORP US Y 2 2029-08-15 Fixed 5.48000000 N N N N N N Oportun Issuance Trust N/A 68377WAA9 1029624.97000000 PA USD 1013670.11000000 0.009664441187 Long ABS-O CORP US Y 2 2031-10-08 Fixed 2.18000000 N N N N N N Fibercop SpA 8156007022402E114A31 683879AH3 1000000.00000000 PA USD 1032007.00000000 0.009839267093 Long DBT CORP IT Y 2 2038-06-04 Fixed 7.72100000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBG9 2888000.00000000 PA USD 1996205.47000000 0.019032040279 Long DBT CORP US N 2 2055-05-15 Fixed 4.37500000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBJ3 530000.00000000 PA USD 369729.51000000 0.003525041401 Long DBT CORP US N 2 2046-07-15 Fixed 4.00000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBM6 583000.00000000 PA USD 579508.96000000 0.005525101516 Long DBT CORP US N 2 2026-07-15 Fixed 2.65000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBZ7 9470000.00000000 PA USD 7033460.76000000 0.067057780624 Long DBT CORP US N 2 2041-03-25 Fixed 3.65000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 1380000.00000000 PA USD 913497.94000000 0.008709388813 Long DBT CORP US N 2 2051-03-25 Fixed 3.95000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XCE3 750000.00000000 PA USD 681653.93000000 0.006498962780 Long DBT CORP US N 2 2031-03-25 Fixed 2.87500000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XCU7 2871000.00000000 PA USD 2324382.70000000 0.022160917719 Long DBT CORP US N 2 2054-09-27 Fixed 5.37500000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XDB8 5459000.00000000 PA USD 4808879.01000000 0.045848376028 Long DBT CORP US N 2 2055-08-03 Fixed 6.00000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XDZ5 8854000.00000000 PA USD 8858959.04000000 0.084462279969 Long DBT CORP US N 2 2036-02-04 Fixed 5.70000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XEA9 4095000.00000000 PA USD 3990379.02000000 0.038044708012 Long DBT CORP US N 2 2046-02-04 Fixed 6.55000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XEB7 8455000.00000000 PA USD 8199322.41000000 0.078173232524 Long DBT CORP US N 2 2056-02-04 Fixed 6.70000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XEC5 7725000.00000000 PA USD 7400652.97000000 0.070558631131 Long DBT CORP US N 2 2066-02-04 Fixed 6.85000000 N N N N N N Oportun Issuance Trust N/A 68390VAC0 8108000.00000000 PA USD 8162223.06000000 0.077819523282 Long ABS-O CORP US Y 2 2034-01-09 Fixed 5.45000000 N N N N N N Organon & Co. N/A 68622TAA9 1300000.00000000 PA USD 1276165.22000000 0.012167098144 Long DBT CORP US Y 2 2028-04-30 Fixed 4.12500000 N N N N N N Organon & Co. N/A 68622TAB7 1475000.00000000 PA USD 1310693.11000000 0.012496290807 Long DBT CORP US Y 2 2031-04-30 Fixed 5.12500000 N N N N N N Outfront Media Capital LLC N/A 69007TAG9 1950000.00000000 PA USD 2050020.39000000 0.019545117585 Long DBT CORP US Y 2 2031-02-15 Fixed 7.37500000 N N N N N N Ovintiv, Inc. 2549003MEX7YMKLGI239 69047QAC6 1324000.00000000 PA USD 1428804.00000000 0.013622372891 Long DBT CORP US N 2 2033-07-15 Fixed 6.25000000 N N N N N N Accendra Health, Inc. 549300LMT5KQQXCEZ733 690732AF9 1235000.00000000 PA USD 783033.10000000 0.007465522824 Long DBT CORP US Y 2 2029-03-31 Fixed 4.50000000 N N N N N N Owens-Brockway Glass Container, Inc. V2UQUCDZJ9WY98W8QU33 69073TAT0 1160000.00000000 PA USD 1160828.24000000 0.011067462820 Long DBT CORP US Y 2 2027-05-13 Fixed 6.62500000 N N N N N N AthenaHealth Group, Inc. 254900AA3KZN4Q7A5Z33 04686RAB9 1728663.96610000 PA USD 1681125.71000000 0.016028035544 Long LON CORP US N 2 2029-02-15 Variable 6.42300000 N N N N N N PG&E Corp. 8YQ2GSDWYZXO2EDN3511 69331CAH1 1116000.00000000 PA USD 1113049.97000000 0.010611939592 Long DBT CORP US N 2 2028-07-01 Fixed 5.00000000 N N N N N N PG&E Corp. 8YQ2GSDWYZXO2EDN3511 69331CAJ7 910000.00000000 PA USD 910753.48000000 0.008683222832 Long DBT CORP US N 2 2030-07-01 Fixed 5.25000000 N N N N N N PG&E Corp. 8YQ2GSDWYZXO2EDN3511 69331CAM0 5980000.00000000 PA USD 6186327.94000000 0.058981124090 Long DBT CORP US N 2 2055-03-15 Variable 7.37500000 N N N N N N PG&E Corp. 8YQ2GSDWYZXO2EDN3511 69331CAN8 3746000.00000000 PA USD 3739935.56000000 0.035656952798 Long DBT CORP US N 2 2056-09-15 Variable 6.85000000 N N N N N N PG&E Wildfire Recovery Funding LLC N/A 693342AB3 25000.00000000 PA USD 24790.27000000 0.000236353133 Long DBT CORP US N 2 2036-06-01 Fixed 4.26300000 N N N N N N PG&E Wildfire Recovery Funding LLC N/A 693342AJ6 40000.00000000 PA USD 39745.13000000 0.000378934396 Long DBT CORP US N 2 2047-12-01 Fixed 5.21200000 N N N N N N PG&E Wildfire Recovery Funding LLC N/A 693342AK3 70000.00000000 PA USD 67050.90000000 0.000639270580 Long DBT CORP US N 2 2052-06-01 Fixed 5.09900000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475AZ8 639000.00000000 PA USD 606057.93000000 0.005778222286 Long DBT CORP US N 2 2030-01-22 Fixed 2.55000000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475BA2 50000.00000000 PA USD 45602.53000000 0.000434779485 Long DBT CORP US N 2 2032-04-23 Variable 2.30700000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475BS3 680000.00000000 PA USD 734706.37000000 0.007004770519 Long DBT CORP US N 2 2034-08-18 Variable 5.93900000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475BU8 4765000.00000000 PA USD 5418946.36000000 0.051664824561 Long DBT CORP US N 2 2034-10-20 Variable 6.87500000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475BW4 400000.00000000 PA USD 424540.72000000 0.004047617444 Long DBT CORP US N 2 2035-01-22 Variable 5.67600000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475CA1 2015000.00000000 PA USD 2060243.56000000 0.019642586401 Long DBT CORP US N 2 2032-10-21 Variable 4.81200000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475CE3 1745000.00000000 PA USD 1809180.40000000 0.017248922900 Long DBT CORP US N 2 2036-07-21 Variable 5.37300000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475CF0 3700000.00000000 PA USD 3740552.74000000 0.035662837060 Long DBT CORP US N 2 2041-01-25 Variable 5.42300000 N N N N N N PPL Electric Utilities Corp. 549300GCZLSGYEYPIR35 69351UAM5 382000.00000000 PA USD 424863.65000000 0.004050696294 Long DBT CORP US N 2 2039-05-15 Fixed 6.25000000 N N N N N N PPL Electric Utilities Corp. 549300GCZLSGYEYPIR35 69351UBB8 70000.00000000 PA USD 67434.89000000 0.000642931582 Long DBT CORP US N 2 2053-05-15 Fixed 5.25000000 N N N N N N PRET LLC 2549002NGM9N1GT2FK83 69383TAA6 9931035.63000000 PA USD 9933057.59000000 0.094702852483 Long ABS-MBS CORP US Y 2 2056-01-25 Variable 5.17960080 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308HA8 3165000.00000000 PA USD 2459782.68000000 0.023451835869 Long DBT CORP US N 2 2042-08-15 Fixed 3.75000000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308HP5 110000.00000000 PA USD 110000.00000000 0.001048751975 Long DBT CORP US N 2 2026-03-01 Fixed 2.95000000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308JC2 2200000.00000000 PA USD 2225829.80000000 0.021221303641 Long DBT CORP US N 2 2028-08-01 Fixed 4.65000000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308JM0 16624000.00000000 PA USD 16702573.50000000 0.159244154172 Long DBT CORP US N 2 2030-07-01 Fixed 4.55000000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308JU2 30000.00000000 PA USD 25304.83000000 0.000241259004 Long DBT CORP US N 2 2041-06-01 Fixed 4.20000000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308KL0 605000.00000000 PA USD 635395.35000000 0.006057928442 Long DBT CORP US N 2 2029-01-15 Fixed 6.10000000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308KM8 5860000.00000000 PA USD 6384676.39000000 0.060872199807 Long DBT CORP US N 2 2033-06-15 Fixed 6.40000000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308KT3 2000000.00000000 PA USD 1946300.74000000 0.018556243150 Long DBT CORP US N 2 2054-10-01 Fixed 5.90000000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308KU0 4460000.00000000 PA USD 4650281.62000000 0.044336291245 Long DBT CORP US N 2 2035-03-01 Fixed 5.70000000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308KW6 1559000.00000000 PA USD 1588145.75000000 0.015141554483 Long DBT CORP US N 2 2028-06-04 Fixed 5.00000000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308KY2 4040000.00000000 PA USD 4117301.00000000 0.039254795988 Long DBT CORP US N 2 2032-10-15 Fixed 5.05000000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308LB1 1110000.00000000 PA USD 1096322.47000000 0.010452457786 Long DBT CORP US N 2 2056-05-01 Fixed 6.00000000 N N N N N N Packaging Corp. of America 549300XZP8MFZFY8TJ84 695156AV1 285000.00000000 PA USD 230133.37000000 0.002194116604 Long DBT CORP US N 2 2049-12-15 Fixed 4.05000000 N N N N N N Packaging Corp. of America 549300XZP8MFZFY8TJ84 695156AW9 85000.00000000 PA USD 56121.79000000 0.000535071255 Long DBT CORP US N 2 2051-10-01 Fixed 3.05000000 N N N N N N Pagaya AI Technology in Housing Trust N/A 69547YAL4 8159000.00000000 PA USD 7572168.82000000 0.072193881918 Long ABS-O CORP US Y 2 2040-10-25 Fixed 3.60000000 N N N N N N Islamic Republic of Pakistan 529900LOP29R5WKHOD86 695847AT0 4100000.00000000 PA USD 4048750.00000000 0.038601223290 Long DBT NUSS PK Y 2 2031-04-08 Fixed 7.37500000 N N N N N N Islamic Republic of Pakistan 529900LOP29R5WKHOD86 695847AU7 2800000.00000000 PA USD 2765000.00000000 0.026361811027 Long DBT NUSS PK Y 2 2051-04-08 Fixed 8.87500000 N N N N N N Palomino Funding Trust I N/A 69754AAA8 2100000.00000000 PA USD 2219968.53000000 0.021165421654 Long DBT CORP US Y 2 2028-05-17 Fixed 7.23300000 N N N N N N Republic of Panama 549300SHS4T08CL0LP14 698299CC6 1083000.00000000 PA USD 1087629.83000000 0.010369581210 Long DBT NUSS PA N 2 2038-02-23 Fixed 5.66200000 N N N N N N Penske Truck Leasing Co. LP N/A 709599CA0 1200000.00000000 PA USD 1238519.38000000 0.011808178607 Long DBT CORP US Y 2 2029-07-01 Fixed 5.25000000 N N N N N N Penske Automotive Group, Inc. 549300W7UTQ0M4C7LB15 70959WAK9 989000.00000000 PA USD 956487.32000000 0.009119254242 Long DBT CORP US N 2 2029-06-15 Fixed 3.75000000 N N N N N N PepsiCo, Inc. FJSUNZKFNQ5YPJ5OT455 713448CC0 1640000.00000000 PA USD 1363800.93000000 0.013002626544 Long DBT CORP US N 2 2042-08-13 Fixed 3.60000000 N N N N N N Performance Food Group, Inc. 549300OMUOGBYK0FFO76 71376LAF7 1113000.00000000 PA USD 1142491.16000000 0.010892635103 Long DBT CORP US Y 2 2032-09-15 Fixed 6.12500000 N N N N N N Performance Food Group, Inc. 549300OMUOGBYK0FFO76 71376LAH3 474000.00000000 PA USD 475585.78000000 0.004534286603 Long DBT CORP US Y 2 2034-03-01 Fixed 5.62500000 N N N N N N Permian Resources Operating LLC 5493004CTVUMQLRPOE23 71424VAA8 665000.00000000 PA USD 697948.76000000 0.006654319464 Long DBT CORP US Y 2 2032-01-15 Fixed 7.00000000 N N N N N N Permian Resources Operating LLC 5493004CTVUMQLRPOE23 71424VAB6 458000.00000000 PA USD 474250.56000000 0.004521556471 Long DBT CORP US Y 2 2033-02-01 Fixed 6.25000000 N N N N N N Perrigo Finance Unlimited Co. 549300E86RB6YCTMRM83 71429MAC9 765000.00000000 PA USD 740237.87000000 0.007057508442 Long DBT CORP IE N 2 2030-06-15 Fixed 5.15000160 N N N N N N Perrigo Finance Unlimited Co. 549300E86RB6YCTMRM83 71429MAD7 1148000.00000000 PA USD 1123290.10000000 0.010709570106 Long DBT CORP IE N 2 2032-09-30 Fixed 6.12500000 N N N N N N Peru LNG Srl 254900F70J1LOALV5K70 715604AA2 675090.00000000 PA USD 656013.10000000 0.006254500316 Long DBT CORP PE Y 2 2030-03-22 Fixed 5.37500000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71643VAB1 5250000.00000000 PA USD 5265225.00000000 0.050199228379 Long DBT NUSS MX N 2 2032-02-16 Fixed 6.70000000 N N N N N N Suncor Energy, Inc. 894500XO86FKXQGPYV71 71644EAJ1 46000.00000000 PA USD 52076.25000000 0.000496500637 Long DBT CORP CA N 2 2038-05-15 Fixed 6.80000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDC3 1950000.00000000 PA USD 1998750.00000000 0.019056300105 Long DBT NUSS MX N 2 2030-01-23 Fixed 6.84000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDD1 9530000.00000000 PA USD 8655146.00000000 0.082519104257 Long DBT NUSS MX N 2 2050-01-23 Fixed 7.69000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDE9 500000.00000000 PA USD 489500.00000000 0.004666946292 Long DBT NUSS MX N 2 2031-01-28 Fixed 5.95000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDP4 3700000.00000000 PA USD 4334386.46000000 0.041324512397 Long DBT NUSS MX N 2 2033-02-07 Fixed 10.00000000 N N N N N N PetSmart LLC N/A 71677KAC2 1344000.00000000 PA USD 1359966.72000000 0.012966070769 Long DBT CORP US Y 2 2032-09-15 Fixed 7.50000000 N N N N N N Pfizer Investment Enterprises Pte. Ltd. 5493000FQO8XF9C0RT95 716973AG7 3275000.00000000 PA USD 3135734.49000000 0.029896434017 Long DBT CORP SG N 2 2053-05-19 Fixed 5.30000000 N N N N N N Pfizer, Inc. 765LHXWGK1KXCLTFYQ30 717081DK6 500000.00000000 PA USD 454425.35000000 0.004332540760 Long DBT CORP US N 2 2044-05-15 Fixed 4.40000000 N N N N N N Pfizer, Inc. 765LHXWGK1KXCLTFYQ30 717081FF5 2570000.00000000 PA USD 2618428.95000000 0.024964386679 Long DBT CORP US N 2 2035-11-15 Fixed 4.87500000 N N N N N N PG&E Energy Recovery Funding LLC N/A 71710TAC2 70000.00000000 PA USD 52983.79000000 0.000505153222 Long DBT CORP US N 2 2046-07-15 Fixed 2.82200000 N N N N N N PG&E Recovery Funding LLC N/A 71710TAF5 185000.00000000 PA USD 189784.33000000 0.001809424464 Long DBT CORP US N 2 2047-07-15 Fixed 5.53600000 N N N N N N PG&E Recovery Funding LLC N/A 71710TAH1 965000.00000000 PA USD 994238.56000000 0.009479178674 Long DBT CORP US N 2 2042-06-01 Fixed 5.23100000 N N N N N N PG&E Recovery Funding LLC N/A 71710TAJ7 1145000.00000000 PA USD 1183902.76000000 0.011287457806 Long DBT CORP US N 2 2049-06-01 Fixed 5.52900000 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172AM1 345000.00000000 PA USD 311661.29000000 0.002971412669 Long DBT CORP US N 2 2041-11-15 Fixed 4.37500000 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172CE7 459000.00000000 PA USD 452841.05000000 0.004317435871 Long DBT CORP US N 2 2028-03-02 Fixed 3.12500000 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172CX5 820000.00000000 PA USD 884461.55000000 0.008432552709 Long DBT CORP US N 2 2032-11-17 Fixed 5.75000000 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172DB2 1545000.00000000 PA USD 1631368.45000000 0.015553644410 Long DBT CORP US N 2 2033-02-15 Fixed 5.37500000 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172DE6 6640000.00000000 PA USD 7118848.78000000 0.067871879303 Long DBT CORP US N 2 2033-09-07 Fixed 5.62500000 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172DH9 7000000.00000000 PA USD 7302501.50000000 0.069622844330 Long DBT CORP US N 2 2031-02-13 Fixed 5.12500000 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172DJ5 3618000.00000000 PA USD 3789715.67000000 0.036131561787 Long DBT CORP US N 2 2034-02-13 Fixed 5.25000000 N N N N N N Piedmont Natural Gas Co., Inc. VXB4M3BDPKF3I2AZ3G89 720186AM7 768000.00000000 PA USD 535219.08000000 0.005102836978 Long DBT CORP US N 2 2050-06-01 Fixed 3.35000000 N N N N N N Piedmont Natural Gas Co., Inc. VXB4M3BDPKF3I2AZ3G89 720186AP0 100000.00000000 PA USD 91546.64000000 0.000872815632 Long DBT CORP US N 2 2052-05-15 Fixed 5.05000000 N N N N N N Pine Street Trust III N/A 72284KAB7 450000.00000000 PA USD 458252.51000000 0.004369029320 Long DBT CORP US Y 2 2054-05-15 Fixed 6.22300000 N N N N N N Pioneer Natural Resources Co. FY8JBF7CCL2VE4F1B628 723787AQ0 2330000.00000000 PA USD 2136828.95000000 0.020372759847 Long DBT CORP US N 2 2030-08-15 Fixed 1.90000000 N N N N N N Piper Abs Issuer I LLC N/A N/A 7750000.00000000 PA USD 7750000.00000000 0.073889343749 Long ABS-O CORP US N 3 2046-01-15 Fixed 9.80800000 N N N N N N Porsche Financial Auto Securitization Trust N/A 732916AD3 200249.33000000 PA USD 201668.74000000 0.001922731723 Long ABS-O CORP US Y 2 2029-01-22 Fixed 5.79000000 N N N N N N Porsche Financial Auto Securitization Trust N/A 73328QAC8 368531.67000000 PA USD 369637.49000000 0.003524164072 Long ABS-O CORP US Y 2 2028-09-22 Fixed 4.81000000 N N N N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446AU8 2128000.00000000 PA USD 2189067.22000000 0.020870805201 Long DBT CORP US Y 2 2032-02-15 Fixed 6.25000000 N N N N N N Prestige Auto Receivables Trust N/A 74113RAJ8 95238.23000000 PA USD 95358.54000000 0.000909158702 Long ABS-O CORP US Y 2 2028-08-15 Fixed 7.09000000 N N N N N N PRET LLC N/A 74143HAA3 17753839.28000000 PA USD 17810326.67000000 0.169805593497 Long ABS-O CORP US Y 2 2055-04-25 Variable 6.70759920 N N N N N N Pricoa Global Funding I 635400IBXEBMD9ADYA79 74153WCT4 175000.00000000 PA USD 176345.24000000 0.001681294717 Long DBT CORP US Y 2 2026-08-28 Fixed 5.55000000 N N N N N N ADT Security Corp. (The) 5493009JEEDYLVRA0J13 74166NAA2 1035000.00000000 PA USD 1004030.42000000 0.009572535333 Long DBT CORP US Y 2 2032-07-15 Fixed 4.87500000 N N N N N N Principal Financial Group, Inc. CUMYEZJOAF02RYZ1JJ85 74251VAP7 641000.00000000 PA USD 641045.09000000 0.006111793679 Long DBT CORP US Y 2 2028-02-15 Fixed 4.11100000 N N N N N N Principal Life Global Funding II 635400WSLKBQWSOIIT41 74256LEY1 400000.00000000 PA USD 410114.93000000 0.003910080392 Long DBT CORP US Y 2 2029-01-25 Fixed 5.10000000 N N N N N N Progress Residential Trust N/A 74290XAG6 3434000.00000000 PA USD 3307383.96000000 0.031532958752 Long ABS-O CORP US Y 2 2041-04-17 Variable 3.39999840 N N N N N N Progress Residential Trust N/A 74290XAJ0 4136000.00000000 PA USD 3944256.69000000 0.037604972696 Long ABS-O CORP US Y 2 2041-04-17 Variable 3.39999840 N N N N N N Progress Residential Trust N/A 74331GAJ8 3769000.00000000 PA USD 3730068.11000000 0.035562875456 Long ABS-O CORP US Y 2 2040-10-17 Fixed 4.75000000 N N N N N N Progress Residential Trust N/A 74331UAG3 1090000.00000000 PA USD 1082758.48000000 0.010323137229 Long ABS-O CORP US Y 2 2039-04-17 Fixed 4.45000000 N N N N N N Progress Residential Trust N/A 74331UAL2 4160000.00000000 PA USD 4161032.51000000 0.039671736965 Long ABS-O CORP US Y 2 2039-04-17 Fixed 5.60000000 N N N N N N Progress Residential Trust N/A 74331UAN8 665000.00000000 PA USD 667088.83000000 0.006360097531 Long ABS-O CORP US Y 2 2039-04-17 Fixed 6.60000000 N N N N N N Progress Residential Trust N/A 74332HAJ5 9905000.00000000 PA USD 9307598.74000000 0.088739659713 Long ABS-O CORP US Y 2 2029-08-09 Variable 3.37500000 N N N N N N Progress Residential Trust N/A 74332VAL9 651000.00000000 PA USD 641390.13000000 0.006115083328 Long ABS-O CORP US Y 2 2027-04-17 Fixed 4.80000000 N N N N N N Progress Residential Trust N/A 74333FAE9 950000.00000000 PA USD 941188.66000000 0.008973395152 Long ABS-O CORP US Y 2 2038-07-17 Fixed 2.20900000 N N N N N N Progress Residential Trust N/A 74333FAF6 270000.00000000 PA USD 267547.27000000 0.002550824800 Long ABS-O CORP US Y 2 2038-07-17 Fixed 2.35900000 N N N N N N Progress Residential Trust N/A 74333PAJ6 793000.00000000 PA USD 749409.82000000 0.007144954812 Long ABS-O CORP US Y 2 2040-08-17 Fixed 2.59100000 N N N N N N Progress Residential Trust N/A 74333QAN5 10450000.00000000 PA USD 10242488.08000000 0.097652996463 Long ABS-O CORP US Y 2 2040-11-17 Fixed 4.05300000 N N N N N N Progress Residential Trust N/A 74333TAJ8 2650000.00000000 PA USD 2612777.04000000 0.024910500754 Long ABS-O CORP US Y 2 2038-10-17 Fixed 2.38200000 N N N N N N Progress Residential Trust N/A 74333TAN9 3880000.00000000 PA USD 3830539.70000000 0.036520782533 Long ABS-O CORP US Y 2 2038-10-17 Fixed 3.18100000 N N N N N N Progress Residential N/A 74333VAJ3 450000.00000000 PA USD 447565.68000000 0.004267139919 Long ABS-O CORP US Y 2 2026-05-17 Fixed 2.53800000 N N N N N N Progress Residential N/A 74333VAL8 645000.00000000 PA USD 641472.37000000 0.006115867413 Long ABS-O CORP US Y 2 2026-05-17 Fixed 2.68800000 N N N N N N Progress Residential Trust N/A 74333YAL2 5750000.00000000 PA USD 5601883.45000000 0.053408966694 Long ABS-O CORP US Y 2 2041-02-17 Fixed 3.99000000 N N N N N N Progress Residential Trust N/A 74333YAN8 10750000.00000000 PA USD 10689202.30000000 0.101912018470 Long ABS-O CORP US Y 2 2041-02-17 Fixed 4.88000000 N N N N N N Progress Residential Trust N/A 74334BAE7 963000.00000000 PA USD 910468.25000000 0.008680503418 Long ABS-O CORP US Y 2 2042-07-17 Fixed 3.39000000 N N N N N N Progress Residential Trust N/A 74334GAJ5 4877777.18000000 PA USD 4592883.29000000 0.043789049317 Long ABS-O CORP US Y 2 2042-04-17 Variable 3.72499920 N N N N N N Progress Residential Trust N/A 74334HAC8 8000000.00000000 PA USD 7763782.40000000 0.074020746651 Long ABS-O CORP US Y 2 2043-02-17 Fixed 4.00000000 N N N N N N Progress Residential Trust N/A 74334HAG9 5925000.00000000 PA USD 5637123.80000000 0.053744952027 Long ABS-O CORP US Y 2 2043-02-17 Fixed 4.00000000 N N N N N N Prologis LP GL16H1DHB0QSHP25F723 74340XBZ3 149000.00000000 PA USD 135468.67000000 0.001291573048 Long DBT CORP US N 2 2030-07-01 Fixed 1.75000000 N N N N N N Prologis LP GL16H1DHB0QSHP25F723 74340XCE9 640000.00000000 PA USD 653773.03000000 0.006233143244 Long DBT CORP US N 2 2033-06-15 Fixed 4.75000000 N N N N N N Prologis LP GL16H1DHB0QSHP25F723 74340XCK5 596000.00000000 PA USD 574203.03000000 0.005474514201 Long DBT CORP US N 2 2054-03-15 Fixed 5.25000000 N N N N N N Protective Life Global Funding 635400EVYITCJYWL2I50 74368CBV5 543000.00000000 PA USD 562359.83000000 0.005361599843 Long DBT CORP US Y 2 2028-12-08 Fixed 5.46700000 N N N N N N Public Service Co. of Oklahoma F3TJNSIZRGXRH8GEIK79 744533BJ8 725000.00000000 PA USD 824106.82000000 0.007857124143 Long DBT CORP US N 2 2037-11-15 Fixed 6.62500000 N N N N N N Public Service Co. of Oklahoma F3TJNSIZRGXRH8GEIK79 744533BP4 150000.00000000 PA USD 100525.68000000 0.000958422777 Long DBT CORP US N 2 2051-08-15 Fixed 3.15000000 N N N N N N Public Service Co. of Oklahoma F3TJNSIZRGXRH8GEIK79 744533BQ2 155000.00000000 PA USD 160547.43000000 0.001530676676 Long DBT CORP US N 2 2033-01-15 Fixed 5.25000000 N N N N N N Public Service Electric and Gas Co. 549300RUHPVD434XUK18 74456QCL8 520000.00000000 PA USD 526154.21000000 0.005016411520 Long DBT CORP US N 2 2033-03-15 Fixed 4.65000000 N N N N N N Public Storage Operating Co. 549300LMZF40TKJ6DM64 74460DAJ8 90000.00000000 PA USD 81533.19000000 0.000777346310 Long DBT CORP US N 2 2031-11-09 Fixed 2.25000000 N N N N N N Public Storage Operating Co. 549300LMZF40TKJ6DM64 74460WAG2 304000.00000000 PA USD 317349.79000000 0.003025647447 Long DBT CORP US N 2 2033-08-01 Fixed 5.10000000 N N N N N N Puget Sound Energy, Inc. 8MNFJR7KOMBQ7X62LK44 745332CC8 140000.00000000 PA USD 144504.63000000 0.001377722874 Long DBT CORP US N 2 2040-07-15 Fixed 5.76400000 N N N N N N Puget Sound Energy, Inc. 8MNFJR7KOMBQ7X62LK44 745332CL8 30000.00000000 PA USD 29360.75000000 0.000279928587 Long DBT CORP US N 2 2053-06-01 Fixed 5.44800000 N N N N N N Puget Sound Energy, Inc. 8MNFJR7KOMBQ7X62LK44 745332CN4 3377000.00000000 PA USD 3412679.29000000 0.032536855892 Long DBT CORP US N 2 2054-06-15 Fixed 5.68500000 N N N N N N Purchasing Power Funding LLC N/A 74614AAC4 6998000.00000000 PA USD 7009903.60000000 0.066833184096 Long ABS-O CORP US Y 2 2030-08-15 Fixed 5.25000000 N N N N N N Purewest ABS Issuer LLC 254900N011GHBESCKS35 74628AAB0 5941395.35000000 PA USD 6092306.79000000 0.058084716210 Long ABS-O CORP US Y 3 2040-04-05 Fixed 6.53100000 N N N N N N Purewest ABS Issuer LLC 254900N011GHBESCKS35 74628AAC8 10210272.51000000 PA USD 10223545.86000000 0.097472399275 Long ABS-O CORP US Y 3 2040-04-05 Fixed 10.27900000 N N N N N N Qnity Electronics, Inc. 254900RSUG4J9TFFZX53 74743LAA8 3519000.00000000 PA USD 3600522.98000000 0.034327778083 Long DBT CORP US Y 2 2032-08-15 Fixed 5.75000000 N N N N N N Qnity Electronics, Inc. 254900RSUG4J9TFFZX53 74743LAB6 356000.00000000 PA USD 369634.63000000 0.003524136804 Long DBT CORP US Y 2 2033-08-15 Fixed 6.25000000 N N N N N N Quanta Services, Inc. SHVRXXEACT60MMH07S24 74762EAL6 2876000.00000000 PA USD 2979941.60000000 0.028411087643 Long DBT CORP US N 2 2034-08-09 Fixed 5.25000000 N N N N N N QXO Building Products, Inc. 549300HDXQWWCBOYXP31 74825NAA5 1210000.00000000 PA USD 1253216.36000000 0.011948301214 Long DBT CORP US Y 2 2032-04-30 Fixed 6.75000000 N N N N N N Quest Diagnostics, Inc. 8MCWUBXQ0WE04KMXBX50 74834LBB5 55000.00000000 PA USD 52443.67000000 0.000500003659 Long DBT CORP US N 2 2030-06-30 Fixed 2.95000000 N N N N N N Quest Diagnostics, Inc. 8MCWUBXQ0WE04KMXBX50 74834LBD1 580000.00000000 PA USD 648457.46000000 0.006182464021 Long DBT CORP US N 2 2033-11-30 Fixed 6.40000000 N N N N N N Quest Diagnostics, Inc. 8MCWUBXQ0WE04KMXBX50 74834LBF6 800000.00000000 PA USD 818030.38000000 0.007799190702 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N Quest Diagnostics, Inc. 8MCWUBXQ0WE04KMXBX50 74834LBG4 3055000.00000000 PA USD 3129332.85000000 0.029835400084 Long DBT CORP US N 2 2034-12-15 Fixed 5.00000000 N N N N N N Rocket Mortgage LLC N/A 74841CAA9 1220000.00000000 PA USD 1175434.50000000 0.011206720493 Long DBT CORP US Y 2 2029-03-01 Fixed 3.62500000 N N N N N N Quikrete Holdings, Inc. 5493007KIN86DIZWZT22 74843PAA8 2946000.00000000 PA USD 3061771.91000000 0.029191266727 Long DBT CORP US Y 2 2032-03-01 Fixed 6.37500000 N N N N N N RCKT Mortgage Trust N/A 74940EAA5 16900000.00000000 PA USD 16915181.27000000 0.161271179798 Long ABS-O CORP US Y 2 2056-02-01 Variable 4.76200080 N N N N N N RHP Hotel Properties LP N/A 749571AF2 480000.00000000 PA USD 479890.71000000 0.004575330275 Long DBT CORP US N 2 2027-10-15 Fixed 4.75000000 N N N N N N RHP Hotel Properties LP N/A 749571AJ4 1735000.00000000 PA USD 1781565.67000000 0.016985641058 Long DBT CORP US Y 2 2028-07-15 Fixed 7.25000000 N N N N N N RHP Hotel Properties LP N/A 749571AK1 3660000.00000000 PA USD 3787283.82000000 0.036108376264 Long DBT CORP US Y 2 2032-04-01 Fixed 6.50000000 N N N N N N RHP Hotel Properties LP N/A 749571AL9 635000.00000000 PA USD 659631.65000000 0.006288999965 Long DBT CORP US Y 2 2033-06-15 Fixed 6.50000000 N N N N N N RFM Reremic Trust N/A 74971BAC9 14068032.00000000 PA USD 13927533.16000000 0.132786617449 Long ABS-MBS CORP US Y 3 2049-03-28 None 0.00000000 N N N N N N RFM Re-REMIC Trust N/A 74971BAS4 6350000.00000000 PA USD 6023365.53000000 0.057427422731 Long ABS-MBS CORP US Y 3 2049-11-08 None 0.00000000 N N N N N N RFM Re-REMIC Trust N/A 74971BBA2 10328481.00000000 PA USD 9850623.50000000 0.093916916894 Long ABS-MBS CORP US Y 3 2050-03-01 Variable 1.64960640 N N N N N N RFM Reremic Trust N/A 74971BBC8 13190000.00000000 PA USD 12263111.00000000 0.116917835369 Long ABS-MBS CORP US Y 3 2050-03-01 None 0.00000000 N N N N N N RFM Re-REMIC Trust N/A 74971BBR5 3670000.00000000 PA USD 3524081.53000000 0.033598976976 Long ABS-MBS CORP US Y 3 2050-03-01 Variable 2.17489680 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 74977RDN1 890000.00000000 PA USD 887350.14000000 0.008460092841 Long DBT CORP NL Y 2 2028-04-06 Variable 3.64900000 N N N N N N RHP Hotel Properties LP N/A 74984CAA6 298000.00000000 PA USD 300174.21000000 0.002861893598 Long DBT CORP US Y 2 2034-03-15 Fixed 5.75000000 N N N N N N RKTL N/A 74990JAC9 5200000.00000000 PA USD 5199313.08000000 0.049570816958 Long ABS-O CORP US Y 2 2035-02-26 Fixed 4.64000000 N N N N N N RWE Finance US LLC 529900J7MYLKI84UP772 749983AA0 660000.00000000 PA USD 700650.99000000 0.006680082819 Long DBT CORP US Y 2 2034-04-16 Fixed 5.87500000 N N N N N N Radnor RE Ltd. 254900E0VCENS5C16U77 75049XAB8 263157.19000000 PA USD 272635.82000000 0.002599339589 Long ABS-MBS CORP BM Y 2 2032-09-25 Floating 10.41720840 N N N N N N Rain City Mortgage Trust N/A 75079KAA1 5789000.00000000 PA USD 5860437.42000000 0.055874048393 Long ABS-MBS CORP US Y 2 2029-09-25 Variable 6.53000040 N N N N N N INEOS US Finance LLC 5493008MHJ4R367SNK31 G4768PAN1 1477537.59250000 PA USD 1237437.73000000 0.011797866038 Long LON CORP US N 2 2030-02-18 Variable 6.92192000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VBC3 1183302.72200000 PA USD 1182190.42000000 0.011271132170 Long LON CORP US N 2 2028-08-21 Variable 8.02192000 N N N N N N RCO Mortgage LLC N/A 754930AA3 6840583.66000000 PA USD 6859259.82000000 0.065396929897 Long ABS-MBS CORP US Y 2 2030-04-25 Variable 6.51309840 N N N N N N RTX Corp. I07WOS4YJ0N7YRFE7309 75513ECM1 450000.00000000 PA USD 400531.15000000 0.003818707590 Long DBT CORP US N 2 2031-09-01 Fixed 1.90000000 N N N N N N RTX Corp. I07WOS4YJ0N7YRFE7309 75513ECP4 650000.00000000 PA USD 432171.18000000 0.004120367080 Long DBT CORP US N 2 2052-03-15 Fixed 3.03000000 N N N N N N RTX Corp. I07WOS4YJ0N7YRFE7309 75513ECR0 365000.00000000 PA USD 381975.85000000 0.003641799339 Long DBT CORP US N 2 2033-02-27 Fixed 5.15000000 N N N N N N RTX Corp. I07WOS4YJ0N7YRFE7309 75513ECS8 144000.00000000 PA USD 140466.63000000 0.001339224143 Long DBT CORP US N 2 2053-02-27 Fixed 5.37500000 N N N N N N RTX Corp. I07WOS4YJ0N7YRFE7309 75513ECX7 1935000.00000000 PA USD 2162293.61000000 0.020615542688 Long DBT CORP US N 2 2054-03-15 Fixed 6.40000000 N N N N N N Reach ABS Trust N/A 75525QAC4 10563000.00000000 PA USD 10752432.62000000 0.102514863225 Long ABS-O CORP US Y 2 2032-08-18 Fixed 5.69000000 N N N N N N Reach ABS Trust N/A 75525QAD2 1000000.00000000 PA USD 1038256.40000000 0.009898849553 Long ABS-O CORP US Y 2 2032-08-18 Fixed 7.31000000 N N N N N N Reach ABS Trust N/A 75526XAD6 10910000.00000000 PA USD 11007286.65000000 0.104944669293 Long ABS-O CORP US Y 2 2033-02-15 Fixed 5.16000000 N N N N N N ReadyCap Holdings LLC 549300W908MAGNC9E420 755763AC3 11500000.00000000 PA USD 11277120.11000000 0.107517290878 Long DBT CORP US Y 2 2026-10-20 Fixed 4.50000000 N N N N N N ReadyCap Holdings LLC 549300W908MAGNC9E420 755763AE9 12000000.00000000 PA USD 11901958.32000000 0.113474566399 Long DBT CORP US Y 2 2028-03-01 Fixed 9.37500000 N N N N N N ReadyCap Lending Small Business Loan Trust N/A 75576QAA6 8587.97210000 PA USD 8581.97000000 0.000081821436 Long ABS-O CORP US Y 2 2044-12-27 Floating 6.24999960 N N N N N N Realty Income Corp. 549300CUWDAUZSH43859 756109AR5 44000.00000000 PA USD 44040.62000000 0.000419888065 Long DBT CORP US N 2 2026-10-15 Fixed 4.12500000 N N N N N N Realty Income Corp. 549300CUWDAUZSH43859 756109CE2 780000.00000000 PA USD 714279.13000000 0.006810014989 Long DBT CORP US N 2 2032-02-15 Fixed 2.70000000 N N N N N N Regency Centers LP 5493008PTR2GAOYBXW28 75884RBA0 685000.00000000 PA USD 675921.47000000 0.006444308883 Long DBT CORP US N 2 2030-06-15 Fixed 3.70000000 N N N N N N Regional Management Issuance Trust N/A 75907DAB3 1358000.00000000 PA USD 1354632.97000000 0.012915218216 Long ABS-O CORP US Y 2 2032-03-15 Fixed 3.71000000 N N N N N N Callaway Golf Co. 5493005UB0KFRKBPCU72 89071LAB6 40998.19710000 PA USD 41151.94000000 0.000392347076 Long LON CORP US N 2 2030-03-18 Variable 6.42300000 N N N N N N Renew N/A 75973HAA5 2574256.86000000 PA USD 2698036.40000000 0.025723372775 Long ABS-O CORP JE Y 2 2058-11-20 Fixed 5.90000000 N Y N N N N Renew N/A 75975DAC8 1624129.69000000 PA USD 1633421.50000000 0.015573218412 Long ABS-O CORP US Y 2 2060-11-20 Fixed 8.22300000 N Y N N N N Research-Driven Pagaya Motor Trust N/A 76089KAC3 16000000.00000000 PA USD 16074062.40000000 0.153251860918 Long ABS-O CORP US Y 2 2034-06-26 Fixed 4.83800000 N N N N N N Resideo Funding, Inc. 5493000IFJ6XJKH66598 76119LAD3 1350000.00000000 PA USD 1378243.35000000 0.013140322149 Long DBT CORP US Y 2 2032-07-15 Fixed 6.50000000 N N N N N N RFT TRUST N/A 76201AAC8 4444752.30000000 PA USD 4446023.50000000 0.042388872091 Long ABS-MBS CORP US Y 2 2028-09-27 Variable 7.11200160 N N N N N N RFT TRUST N/A 76201AAD6 7805180.42000000 PA USD 7797960.63000000 0.074346605616 Long ABS-MBS CORP US Y 2 2028-09-27 Variable 8.80599960 N N N N N N MH Sub I LLC 2549005VFKP807SR8N49 45567YAN5 879727.53280000 PA USD 711849.13000000 0.006786847105 Long LON CORP US N 2 2028-05-03 Variable 7.92192000 N N N N N N RingCentral, Inc. 549300C8EH0H1614VE84 76680RAJ6 1205000.00000000 PA USD 1265293.38000000 0.012063444838 Long DBT CORP US Y 2 2030-08-15 Fixed 8.50000000 N N N N N N RB Global Holdings, Inc. 254900LH3N0EGB1LQ203 76774LAC1 2842000.00000000 PA USD 2954727.93000000 0.028170697768 Long DBT CORP US Y 2 2031-03-15 Fixed 7.75000000 N N N N N N EMRLD Borrower LP 5493000GJYE7GAQCUC61 26872NAC3 1340756.44390000 PA USD 1334535.33000000 0.012723605128 Long LON CORP US N 2 2030-05-31 Variable 5.92274000 N N N N N N Roc Mortgage Trust N/A 77119RAA4 6000000.00000000 PA USD 6031672.80000000 0.057506625148 Long ABS-MBS CORP US Y 2 2040-02-25 Variable 5.62500000 N N N N N N Rocket Cos., Inc. N/A 77311WAA9 1479000.00000000 PA USD 1517385.97000000 0.014466923037 Long DBT CORP US Y 2 2030-08-01 Fixed 6.12500000 N N N N N N Rocket Cos., Inc. N/A 77311WAB7 2196000.00000000 PA USD 2269609.61000000 0.021638705116 Long DBT CORP US Y 2 2033-08-01 Fixed 6.37500000 N N N N N N Rocket Mortgage LLC N/A 77313LAA1 1440000.00000000 PA USD 1422342.58000000 0.013560769009 Long DBT CORP US Y 2 2026-10-15 Fixed 2.87500000 N N N N N N Rockies Express Pipeline LLC W2ZGZGZKY5GGNY6F3V51 77340RAR8 820000.00000000 PA USD 820064.78000000 0.007818586893 Long DBT CORP US Y 2 2029-07-15 Fixed 4.95000000 N N N N N N Rockies Express Pipeline LLC W2ZGZGZKY5GGNY6F3V51 77340RAT4 440000.00000000 PA USD 433063.36000000 0.004128873222 Long DBT CORP US Y 2 2030-05-15 Fixed 4.80000000 N N N N N N Roper Technologies, Inc. 54930003T4SXCIWVXY35 776696AH9 440000.00000000 PA USD 443900.95000000 0.004232199985 Long DBT CORP US N 2 2032-02-15 Fixed 4.75000000 N N N N N N Roper Technologies, Inc. 54930003T4SXCIWVXY35 776696AJ5 1720000.00000000 PA USD 1709625.56000000 0.016299756217 Long DBT CORP US N 2 2034-10-15 Fixed 4.90000000 N N N N N N Roper Technologies, Inc. 54930003T4SXCIWVXY35 776696AL0 1105000.00000000 PA USD 1111601.55000000 0.010598130198 Long DBT CORP US N 2 2030-09-15 Fixed 4.45000000 N N N N N N Roper Technologies, Inc. 54930003T4SXCIWVXY35 776743AL0 5355000.00000000 PA USD 4704131.88000000 0.044849705486 Long DBT CORP US N 2 2031-02-15 Fixed 1.75000000 N N N N N N NatWest Group plc 2138005O9XJIJN4JPN90 780097BP5 600000.00000000 PA USD 593890.51000000 0.005662216779 Long DBT CORP GB N 2 2028-05-22 Variable 3.07300000 N N N N N N NatWest Group plc 2138005O9XJIJN4JPN90 78009PEH0 1015000.00000000 PA USD 1041568.46000000 0.009930427094 Long DBT CORP GB N 2 2030-01-27 Variable 5.07600000 N N N N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 780153BU5 1205000.00000000 PA USD 1256630.27000000 0.011980849804 Long DBT CORP LR Y 2 2032-03-15 Fixed 6.25000000 N N N N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 780153BV3 3149000.00000000 PA USD 3262175.69000000 0.031101938184 Long DBT CORP LR Y 2 2033-02-01 Fixed 6.00000000 N N N N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 780153BW1 2655000.00000000 PA USD 2736765.21000000 0.026092617466 Long DBT CORP LR Y 2 2031-09-30 Fixed 5.62500000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78017FZT3 8845000.00000000 PA USD 9023082.84000000 0.086027054147 Long DBT CORP CA N 2 2030-10-18 Variable 4.65000000 N N N N N N RWC Commercial Mortgage Trust N/A 78348LAJ9 5568000.00000000 PA USD 5621032.97000000 0.053591540302 Long ABS-MBS CORP US Y 2 2040-06-25 Fixed 6.76000000 N N N N N N SCF Equipment Leasing LLC N/A 783896AF0 3322000.00000000 PA USD 3502432.77000000 0.033392575341 Long ABS-O CORP US Y 2 2033-06-21 Fixed 6.58000000 N N N N N N SCF Equipment Leasing LLC N/A 783896AG8 4300000.00000000 PA USD 4669116.30000000 0.044515863134 Long ABS-O CORP US Y 2 2034-12-20 Fixed 9.00000000 N N N N N N SCF Equipment Leasing LLC N/A 784024AD3 4000000.00000000 PA USD 4102228.80000000 0.039111095992 Long ABS-O CORP US Y 2 2032-05-20 Fixed 6.37000000 N N N N N N SCF Equipment Leasing LLC N/A 784024AG6 5400000.00000000 PA USD 5562982.80000000 0.053038083661 Long ABS-O CORP US Y 2 2036-07-21 Fixed 7.00000000 N N N N N N S&P Global, Inc. Y6X4K52KMJMZE7I7MY94 78409VAQ7 563000.00000000 PA USD 400020.38000000 0.003813837853 Long DBT CORP US N 2 2049-12-01 Fixed 3.25000000 N N N N N N S&P Global, Inc. Y6X4K52KMJMZE7I7MY94 78409VBJ2 456000.00000000 PA USD 440792.43000000 0.004202563017 Long DBT CORP US N 2 2029-03-01 Fixed 2.70000000 N N N N N N SBA Communications Corp. 5299001HX8ZN8Y8QIT49 78410GAG9 3245000.00000000 PA USD 3119975.34000000 0.029746184565 Long DBT CORP US N 2 2029-02-01 Fixed 3.12500000 N N N N N N SCE Recovery Funding LLC N/A 78433LAG1 43968.56000000 PA USD 44312.35000000 0.000422478769 Long DBT CORP US N 2 2040-06-15 Fixed 4.69700000 N N N N N N SCF Equipment Leasing LLC N/A 78439XAG9 9235000.00000000 PA USD 9601596.25000000 0.091542663981 Long ABS-O CORP US Y 2 2036-06-20 Fixed 6.21000000 N N N N N N SMBC Aviation Capital Finance DAC 549300OD7VKRVNWB2J98 78448TAL6 980000.00000000 PA USD 1011710.19000000 0.009645755097 Long DBT CORP IE Y 2 2029-04-03 Fixed 5.30000000 N N N N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 78454LAN0 305000.00000000 PA USD 305267.18000000 0.002910450528 Long DBT CORP US N 2 2026-09-15 Fixed 6.75000000 N N N N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 78454LAP5 790000.00000000 PA USD 790573.54000000 0.007537414200 Long DBT CORP US N 2 2027-01-15 Fixed 6.62500000 N N N N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 78454LAX8 2335000.00000000 PA USD 2387437.10000000 0.022762085233 Long DBT CORP US Y 2 2029-08-01 Fixed 6.75000000 N N N N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 78454LAY6 667000.00000000 PA USD 679218.77000000 0.006475745700 Long DBT CORP US Y 2 2032-08-01 Fixed 7.00000000 N N N N N N SMRT N/A 78457JAQ5 7400000.00000000 PA USD 7390988.28000000 0.070466486924 Long ABS-MBS CORP US Y 2 2039-01-15 Floating 7.00999920 N N N N N N SS&C Technologies, Inc. 549300KY09TR3J12JU49 78466CAC0 2895000.00000000 PA USD 2890646.21000000 0.027559735673 Long DBT CORP US Y 2 2027-09-30 Fixed 5.50000000 N N N N N N SS&C Technologies, Inc. 549300KY09TR3J12JU49 78466CAD8 785000.00000000 PA USD 800112.82000000 0.007628362734 Long DBT CORP US Y 2 2032-06-01 Fixed 6.50000000 N N N N N N SRT Issuer II LLC 2549005TCDBHPK8XA750 78475DAE3 15000000.00000000 PA USD 15006565.20000000 0.143074226394 Long ABS-O CORP US N 3 2031-12-07 Variable 0.00000000 N N N N N N SRT Issuer I LLC 2549007PUYUQCDX9UC96 78475KAC1 15000000.00000000 PA USD 14981250.00000000 0.142832868521 Long ABS-O CORP US N 3 2031-07-07 Variable 0.00000000 N N N N N N Saavi Energia Sarl 254900A2V0IO8K56UH35 78518PAA3 1883000.00000000 PA USD 2068501.86000000 0.019721321932 Long DBT CORP LU Y 2 2035-02-10 Fixed 8.87500000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AS5 1225000.00000000 PA USD 1230752.50000000 0.011734128328 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AX4 4394000.00000000 PA USD 4443012.21000000 0.042360162124 Long DBT CORP US N 2 2030-05-15 Fixed 4.50000000 N N N N N N Sabra Health Care LP 549300OVKLRFSIQG0H81 78574MAA1 120000.00000000 PA USD 110976.85000000 0.001058065370 Long DBT CORP US N 2 2031-12-01 Fixed 3.20000000 N N N N N N NorthRiver Midstream Finance LP 549300SOLNLY3BL6GF18 66679PAB1 1011380.17620000 PA USD 1011238.58000000 0.009641258716 Long LON CORP CA N 2 2030-08-16 Variable 5.91078000 N N N N N N Star Parent, Inc. 254900GRGCJYRMDRWT73 87169DAB1 1041288.04010000 PA USD 1006706.86000000 0.009598052804 Long LON CORP US N 2 2030-09-27 Variable 7.67194000 N N N N N N Salesforce, Inc. RCGZFPDMRW58VJ54VR07 79466LAK0 1820000.00000000 PA USD 1292680.28000000 0.012324554524 Long DBT CORP US N 2 2041-07-15 Fixed 2.70000000 N N N N N N San Diego Gas & Electric Co. KNIRVXKVNJJ4P8OTMS63 797440CA0 170000.00000000 PA USD 111352.29000000 0.001061644855 Long DBT CORP US N 2 2051-08-15 Fixed 2.95000000 N N N N N N San Diego Gas & Electric Co. KNIRVXKVNJJ4P8OTMS63 797440CD4 4070000.00000000 PA USD 3871642.65000000 0.036912662534 Long DBT CORP US N 2 2053-04-01 Fixed 5.35000000 N N N N N N San Diego Gas & Electric Co. KNIRVXKVNJJ4P8OTMS63 797440CE2 350000.00000000 PA USD 359159.12000000 0.003424262152 Long DBT CORP US N 2 2028-08-15 Fixed 4.95000000 N N N N N N Santander Bank Auto Credit-Linked Notes N/A 80280BAF5 3679198.14000000 PA USD 3774147.21000000 0.035983130394 Long ABS-O CORP US Y 2 2033-01-18 Fixed 8.88100000 N N N N N N Santander UK Group Holdings plc 549300F5XIFGNNW4CF72 80281LAP0 869000.00000000 PA USD 806721.62000000 0.007691371753 Long DBT CORP GB N 2 2032-03-15 Variable 2.89600000 N N N N N N Santander UK Group Holdings plc 549300F5XIFGNNW4CF72 80281LAR6 4200000.00000000 PA USD 4143905.85000000 0.039508449524 Long DBT CORP GB N 2 2028-01-11 Variable 2.46900000 N N N N N N Santander UK Group Holdings plc 549300F5XIFGNNW4CF72 80281LAU9 5560000.00000000 PA USD 5667826.91000000 0.054037678821 Long DBT CORP GB N 2 2030-09-11 Variable 4.85800000 N N N N N N Santander UK Group Holdings plc 549300F5XIFGNNW4CF72 80281LAV7 9771000.00000000 PA USD 10259121.64000000 0.097811582634 Long DBT CORP GB N 2 2031-04-15 Variable 5.69400000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286FAE3 3755907.56000000 PA USD 3774346.44000000 0.035985029875 Long ABS-O CORP US N 2 2029-11-15 Fixed 5.00000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80287HAF5 6000000.00000000 PA USD 6051969.60000000 0.057700137049 Long ABS-O CORP US N 2 2030-12-16 Fixed 5.67000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80287JAE4 1500000.00000000 PA USD 1522627.05000000 0.014516892064 Long ABS-O CORP US N 2 2030-12-16 Fixed 5.47000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80288FAF8 17119000.00000000 PA USD 17191882.43000000 0.163909278782 Long ABS-O CORP US N 2 2032-04-15 Fixed 4.75000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80288JAF0 4800000.00000000 PA USD 4886889.60000000 0.046592137486 Long ABS-O CORP US N 2 2031-09-15 Fixed 5.11000000 N N N N N N Santander Drive Auto Receivables Trust N/A 802918AF9 6200000.00000000 PA USD 6270516.32000000 0.059783785271 Long ABS-O CORP US N 2 2031-02-18 Fixed 5.69000000 N N N N N N Santander Drive Auto Receivables Trust N/A 802919AF7 2230000.00000000 PA USD 2276609.01000000 0.021705438157 Long ABS-O CORP US N 2 2031-12-15 Fixed 5.32000000 N N N N N N Charter Communications Operating LLC 549300TPZNMN50BJ3745 16117LCB3 2033499.99970000 PA USD 2029697.36000000 0.019351355605 Long LON CORP US N 2 2030-12-09 Variable 5.66078000 N N N N N N Schlumberger Holdings Corp. 529900IKZG65COT1D505 806851AK7 214000.00000000 PA USD 214122.22000000 0.002041464557 Long DBT CORP US Y 2 2028-05-17 Fixed 3.90000000 N N N N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513CL7 5575000.00000000 PA USD 5576672.78000000 0.053168605421 Long DBT CORP US N 2 2036-11-14 Variable 4.91400000 N N N N N N Science Applications International Corp. 549300LZPNZIXQGZPZ48 808625AB3 722000.00000000 PA USD 717548.73000000 0.006841187711 Long DBT CORP US Y 2 2033-11-01 Fixed 5.87500000 N N N N N N Scotts Miracle-Gro Co. (The) 2TH9E0JTOUXOEGI2R879 810186AS5 2360000.00000000 PA USD 2334292.05000000 0.022255394541 Long DBT CORP US N 2 2029-10-15 Fixed 4.50000000 N N N N N N Scotts Miracle-Gro Co. (The) 2TH9E0JTOUXOEGI2R879 810186AW6 1880000.00000000 PA USD 1786627.73000000 0.017033903289 Long DBT CORP US N 2 2032-02-01 Fixed 4.37500000 N N N N N N Scripps Escrow II, Inc. N/A 81105DAA3 300000.00000000 PA USD 282986.20000000 0.002698021239 Long DBT CORP US Y 2 2029-01-15 Fixed 3.87500000 N N N N N N Seagate Data Storage Technology Pte. Ltd. N/A 81180LAK1 230000.00000000 PA USD 225581.91000000 0.002150722489 Long DBT CORP SG Y 2 2029-06-01 Fixed 4.09100000 N N N N N N Seagate Data Storage Technology Pte. Ltd. N/A 81180LAL9 335000.00000000 PA USD 298568.75000000 0.002846586967 Long DBT CORP SG Y 2 2029-07-15 Fixed 3.12500000 N N N N N N Seagate Data Storage Technology Pte. Ltd. N/A 81180LAM7 1369000.00000000 PA USD 1444512.67000000 0.013772141061 Long DBT CORP SG Y 2 2029-12-15 Fixed 8.25000000 N N N N N N Seagate Data Storage Technology Pte. Ltd. N/A 81180LAN5 114000.00000000 PA USD 109274.70000000 0.001041836886 Long DBT CORP SG Y 2 2031-01-15 Fixed 4.12500000 N N N N N N Seagate Data Storage Technology Pte. Ltd. N/A 81180LAQ8 995000.00000000 PA USD 1046668.36000000 0.009979050095 Long DBT CORP SG Y 2 2031-07-15 Fixed 8.50000000 N N N N N N Seagate Data Storage Technology Pte. Ltd. N/A 81180LAR6 210000.00000000 PA USD 235538.31000000 0.002245647890 Long DBT CORP SG Y 2 2032-12-01 Fixed 9.62500000 N N N N N N Sealed Air Corp. Q0M0CZB4YN6JZ65WXI09 81211KAY6 735000.00000000 PA USD 732945.53000000 0.006987982479 Long DBT CORP US Y 2 2027-12-01 Fixed 4.00000000 N N N N N N Sealed Air Corp. Q0M0CZB4YN6JZ65WXI09 81211KBA7 735000.00000000 PA USD 741007.16000000 0.007064842937 Long DBT CORP US Y 2 2029-04-15 Fixed 5.00000000 N N N N N N Sealed Air Corp. N/A 812127AA6 280000.00000000 PA USD 283890.04000000 0.002706638548 Long DBT CORP US Y 2 2028-02-01 Fixed 6.12500000 N N N N N N WEC US Holdings, Inc. 5493002M6GRSU1IWMG57 92943LAC4 3076903.00760000 PA USD 3066749.23000000 0.029238721038 Long LON CORP US N 2 2031-01-27 Variable 5.67134000 N N N N N N Adient US LLC N/A 00687MAH4 1957937.50000000 PA USD 1954276.16000000 0.018632281673 Long LON CORP US N 2 2031-01-31 Variable 5.67300000 N N N N N N UKG, Inc. 529900FKHWSTQ1GXK240 89841EAB1 2434763.58080000 PA USD 2299634.20000000 0.021924962825 Long LON CORP US N 2 2031-02-10 Variable 6.16684000 N N N N N N Sempra PBBKGKLRK5S5C0Y4T545 816851BW8 2356000.00000000 PA USD 2412360.23000000 0.022999705068 Long DBT CORP US N 2 2056-04-01 Variable 6.37500000 N N N N N N Sensata Technologies BV PUCKW5P5O3XMOZVH7T53 81725WAK9 433000.00000000 PA USD 423824.99000000 0.004040793596 Long DBT CORP NL Y 2 2029-04-15 Fixed 4.00000000 N N N N N N Sensata Technologies BV PUCKW5P5O3XMOZVH7T53 81725WAL7 400000.00000000 PA USD 404622.40000000 0.003857714013 Long DBT CORP NL Y 2 2030-09-01 Fixed 5.87500000 N N N N N N Sensata Technologies, Inc. 5493002MMDDCUNV7NY90 81728UAA2 420000.00000000 PA USD 412005.01000000 0.003928100620 Long DBT CORP US Y 2 2030-02-15 Fixed 4.37500000 N N N N N N Sensata Technologies, Inc. 5493002MMDDCUNV7NY90 81728UAB0 840000.00000000 PA USD 791915.29000000 0.007550206591 Long DBT CORP US Y 2 2031-02-15 Fixed 3.75000000 N N N N N N Sensata Technologies, Inc. 5493002MMDDCUNV7NY90 81728UAC8 2470000.00000000 PA USD 2585566.36000000 0.024651071169 Long DBT CORP US Y 2 2032-07-15 Fixed 6.62500000 N N N N N N Service Corp. International 549300RKVM2ME20JHZ15 817565CE2 1960000.00000000 PA USD 1965932.92000000 0.018743418492 Long DBT CORP US N 2 2029-06-01 Fixed 5.12500000 N N N N N N Service Corp. International 549300RKVM2ME20JHZ15 817565CG7 1110000.00000000 PA USD 1060949.10000000 0.010115204225 Long DBT CORP US N 2 2031-05-15 Fixed 4.00000000 N N N N N N Service Corp. International 549300RKVM2ME20JHZ15 817565CH5 810000.00000000 PA USD 825802.29000000 0.007873288938 Long DBT CORP US N 2 2032-10-15 Fixed 5.75000000 N N N N N N Clear Channel Outdoor Holdings, Inc. 254900XBEE6V1ENYS150 18452RAF2 1169280.08000000 PA USD 1172448.83000000 0.011178254790 Long LON CORP US N 2 2028-08-23 Variable 7.78748000 N N N N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582AT9 200000.00000000 PA USD 163432.29000000 0.001558181245 Long DBT CORP NL N 2 2042-08-21 Fixed 3.62500000 N N N N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582CK6 620000.00000000 PA USD 467176.90000000 0.004454115426 Long DBT CORP NL N 2 2041-11-26 Fixed 2.87500000 N N N N N N Shell Finance US, Inc. N/A 822905AH8 141000.00000000 PA USD 111886.92000000 0.001066742076 Long DBT CORP US N 2 2046-09-12 Fixed 3.75000000 N N N N N N Shell Finance US, Inc. N/A 822905AX3 2383000.00000000 PA USD 2374724.91000000 0.022640885830 Long DBT CORP US Y 2 2041-10-15 Fixed 5.12500000 N N N N N N Sherwin-Williams Co. (The) Z15BMIOX8DDH0X2OBP21 824348AX4 15000.00000000 PA USD 13007.34000000 0.000124013395 Long DBT CORP US N 2 2047-06-01 Fixed 4.50000000 N N N N N N Shift4 Payments LLC N/A 82453AAB3 4366000.00000000 PA USD 4273451.28000000 0.040743549757 Long DBT CORP US Y 2 2032-08-15 Fixed 6.75000000 N N N N N N Station Casinos LLC 5493004E7Q60TX54WL62 85769EBB6 348227.84820000 PA USD 348109.45000000 0.003318913395 Long LON CORP US N 2 2031-03-14 Variable 5.67300000 N N N N N N Shutterfly Finance LLC N/A 82568NAC5 12713.00000000 PA USD 11890.98000000 0.000113369897 Long DBT CORP US Y 2 2027-10-01 Fixed 8.49999960 N N N N N N Siemens Financieringsmaatschappij NV TAFO772JB70PDRN5VS48 82620KAM5 350000.00000000 PA USD 264161.59000000 0.002518545358 Long DBT CORP NL Y 2 2046-09-15 Fixed 3.30000000 N N N N N N MIWD Holdco II LLC 254900X3SPV5RVFJEY72 55336CAK8 1677547.55640000 PA USD 1663707.79000000 0.015861971199 Long LON CORP US N 2 2031-03-28 Variable 6.42300000 N N N N N N Sierra Timeshare Receivables Funding LLC N/A 82650BAD8 336755.97000000 PA USD 355549.31000000 0.003389845830 Long ABS-O CORP US Y 2 2040-04-20 Fixed 9.72000000 N N N N N N Sierra Timeshare Receivables Funding LLC N/A 82650DAD4 1163093.70000000 PA USD 1192430.88000000 0.011368765830 Long ABS-O CORP US Y 2 2041-06-20 Fixed 7.48000000 N N N N N N Sierra Timeshare Receivables Funding LLC N/A 82650FAD9 2017250.48000000 PA USD 2040268.11000000 0.019452138286 Long ABS-O CORP US Y 2 2044-08-22 Fixed 6.54000000 N N N N N N Sierra Timeshare Receivables Funding LLC N/A 82650TAD9 114306.71980000 PA USD 117354.09000000 0.001118866670 Long ABS-O CORP US Y 2 2040-06-20 Fixed 9.22000000 N N N N N N Sierra Timeshare Receivables Funding LLC N/A 82652TAD7 109162.46020000 PA USD 109187.98000000 0.001041010088 Long ABS-O CORP US Y 2 2038-10-20 Fixed 6.00000000 N N N N N N Sierra Timeshare Receivables Funding LLC N/A 82653BAD5 932318.69000000 PA USD 953137.55000000 0.009087317170 Long ABS-O CORP US Y 2 2041-08-20 Fixed 6.93000000 N N N N N N Sierra Timeshare Receivables Funding LLC N/A 82653HAD2 2805236.20000000 PA USD 2860115.60000000 0.027268653513 Long ABS-O CORP US Y 2 2044-04-20 Fixed 6.79000000 N N N N N N Sigeco Securitization I LLC N/A 82655KAA9 45630.47000000 PA USD 47024.46000000 0.000448336321 Long DBT CORP US N 2 2036-11-15 Fixed 5.02600000 N N N N N N Sigeco Securitization I LLC N/A 82655KAB7 49000.00000000 PA USD 49771.22000000 0.000474524230 Long DBT CORP US N 2 2041-05-15 Fixed 5.17200000 N N N N N N Sierra Timeshare Receivables Funding LLC N/A 826934AD3 182509.73620000 PA USD 189725.33000000 0.001808861951 Long ABS-O CORP US Y 2 2039-07-20 Fixed 10.52000000 N N N N N N Sierra Timeshare Receivables Funding LLC N/A 826943AD4 679291.26370000 PA USD 717642.69000000 0.006842083536 Long ABS-O CORP US Y 2 2040-01-20 Fixed 9.80000000 N N N N N N Quikrete Holdings, Inc. N/A 74839XAK5 686000.00030000 PA USD 685643.28000000 0.006536997678 Long LON CORP US N 2 2029-03-19 Variable 5.92300000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807DF1 500000.00000000 PA USD 475351.08000000 0.004532048948 Long DBT CORP US N 2 2029-09-13 Fixed 2.45000000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807DH7 31000.00000000 PA USD 21798.96000000 0.000207833657 Long DBT CORP US N 2 2049-09-13 Fixed 3.25000000 N N N N N N Sinclair Television Group, Inc. 549300CQGEN0CH65UD62 829259BF6 119000.00000000 PA USD 95391.59000000 0.000909473804 Long DBT CORP US Y 2 2032-12-31 Fixed 4.37500000 N N N N N N Sinclair Television Group, Inc. 549300CQGEN0CH65UD62 829259BH2 1050000.00000000 PA USD 1093312.50000000 0.010423760404 Long DBT CORP US Y 2 2033-02-15 Fixed 8.12500000 N N N N N N Sirius XM Radio LLC WP5O65E6BMU84LNO4227 82966BAA3 990000.00000000 PA USD 987651.25000000 0.009416374543 Long DBT CORP US Y 2 2032-04-15 Fixed 5.87500000 N N N N N N Sirius XM Radio LLC WP5O65E6BMU84LNO4227 82967NBC1 4650000.00000000 PA USD 4654697.80000000 0.044378395586 Long DBT CORP US Y 2 2029-07-01 Fixed 5.50000000 N N N N N N Sirius XM Radio LLC WP5O65E6BMU84LNO4227 82967NBG2 1297000.00000000 PA USD 1222526.65000000 0.011655702178 Long DBT CORP US Y 2 2030-07-01 Fixed 4.12500000 N N N N N N Sirius XM Radio LLC WP5O65E6BMU84LNO4227 82967NBJ6 7805000.00000000 PA USD 7619581.30000000 0.072645917664 Long DBT CORP US Y 2 2028-07-15 Fixed 4.00000000 N N N N N N Six Flags Entertainment Corp. 529900AS2CYWYFHRS781 83001AAD4 1565000.00000000 PA USD 1536024.49000000 0.014644624715 Long DBT CORP US Y 2 2031-05-15 Fixed 7.25000000 N N N N N N Six Flags Entertainment Corp. N/A 83002YAA7 1636000.00000000 PA USD 1663303.20000000 0.015858113794 Long DBT CORP US Y 2 2032-05-01 Fixed 6.62500000 N N N N N N South Bow USA Infrastructure Holdings LLC 254900Z1WAY7QFQ7O850 83007CAB8 2715000.00000000 PA USD 2744325.12000000 0.026164694471 Long DBT CORP US N 2 2027-09-01 Fixed 4.91100000 N N N N N N South Bow USA Infrastructure Holdings LLC 254900Z1WAY7QFQ7O850 83007CAD4 250000.00000000 PA USD 255625.85000000 0.002437164684 Long DBT CORP US N 2 2029-10-01 Fixed 5.02600000 N N N N N N Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 830505BB8 410000.00000000 PA USD 426311.60000000 0.004064501207 Long DBT CORP SE Y 2 2029-03-05 Fixed 5.37500000 N N N N N N Genesee & Wyoming, Inc. G617XSG94Z7G0RMW3L02 37156QAZ9 1894935.01000000 PA USD 1891732.57000000 0.018035984276 Long LON CORP US N 2 2031-04-10 Variable 5.42194000 N N N N N N Smyrna Ready Mix Concrete LLC 549300S7RFWHQFOIOY93 83283WAE3 3335000.00000000 PA USD 3543050.64000000 0.033779830536 Long DBT CORP US Y 2 2031-11-15 Fixed 8.87500000 N N N N N N Snap, Inc. 549300JNC0L6VP8A2Q35 83304AAL0 1148000.00000000 PA USD 1143430.50000000 0.010901590873 Long DBT CORP US Y 2 2033-03-01 Fixed 6.87500000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RAW2 550000.00000000 PA USD 523828.17000000 0.004994234802 Long DBT CORP FR Y 2 2030-01-22 Fixed 3.00000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RBC5 200000.00000000 PA USD 198762.26000000 0.001895021026 Long DBT CORP FR Y 2 2027-06-09 Variable 1.79200000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RBH4 1200000.00000000 PA USD 1187064.04000000 0.011317597794 Long DBT CORP FR Y 2 2028-01-19 Variable 2.79700000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RBR2 1800000.00000000 PA USD 1872461.29000000 0.017852249795 Long DBT CORP FR Y 2 2029-01-10 Variable 6.44600000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RBX9 2078000.00000000 PA USD 2216762.90000000 0.021134858829 Long DBT CORP FR Y 2 2035-01-19 Variable 6.06600000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RBZ4 4650000.00000000 PA USD 4701681.36000000 0.044826341962 Long DBT CORP FR Y 2 2027-02-19 Fixed 5.25000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RCF7 3860000.00000000 PA USD 4119022.33000000 0.039271207335 Long DBT CORP FR Y 2 2033-04-13 Variable 6.10000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RCG5 2070000.00000000 PA USD 2154616.63000000 0.020542349525 Long DBT CORP FR Y 2 2031-05-22 Variable 5.51200000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RCN0 14035000.00000000 PA USD 14119708.66000000 0.134618839588 Long DBT CORP FR Y 2 2037-04-10 Variable 5.40000000 N N N N N N Solstice Advanced Materials, Inc. 2138004GZ4H9TW6HK435 83443QAA1 2552000.00000000 PA USD 2579615.19000000 0.024594332066 Long DBT CORP US Y 2 2033-09-30 Fixed 5.62500000 N N N N N N Sonic Automotive, Inc. 549300NTLRGJ2JCBZU03 83545GBD3 2550000.00000000 PA USD 2507386.95000000 0.023905700162 Long DBT CORP US Y 2 2029-11-15 Fixed 4.62500000 N N N N N N Sonoco Products Co. GKOMIK4RDJGHEF0VNP11 835495AL6 3495000.00000000 PA USD 3340518.69000000 0.031848868875 Long DBT CORP US N 2 2030-05-01 Fixed 3.12500000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 836205BE3 2000000.00000000 PA USD 2019000.00000000 0.019249365810 Long DBT NUSS ZA N 2 2052-04-20 Fixed 7.30000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 836205BF0 2330000.00000000 PA USD 2505332.50000000 0.023886112812 Long DBT NUSS ZA Y 2 2036-11-19 Fixed 7.10000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 836205BG8 1795000.00000000 PA USD 1938600.00000000 0.018482823457 Long DBT NUSS ZA Y 2 2054-11-19 Fixed 7.95000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 836205BJ2 2755000.00000000 PA USD 2755000.00000000 0.026266469939 Long DBT NUSS ZA Y 2 2055-12-11 Fixed 7.25000000 N N N N N N Central Parent LLC N/A 15477BAE7 814687.50000000 PA USD 509179.69000000 0.004854574599 Long LON CORP US N 2 2029-07-06 Variable 6.92194000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400GK3 238000.00000000 PA USD 186275.17000000 0.001775967750 Long DBT CORP US N 2 2048-03-01 Fixed 4.12500000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400GY3 430000.00000000 PA USD 269660.97000000 0.002570977046 Long DBT CORP US N 2 2051-02-01 Fixed 2.95000000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400HD8 775000.00000000 PA USD 708352.17000000 0.006753506707 Long DBT CORP US N 2 2031-06-01 Fixed 2.50000000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400HT3 2000000.00000000 PA USD 2142810.82000000 0.020429791647 Long DBT CORP US N 2 2032-11-01 Fixed 5.95000000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400HU0 719000.00000000 PA USD 735693.18000000 0.007014178873 Long DBT CORP US N 2 2028-03-01 Fixed 5.30000000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400HV8 1430000.00000000 PA USD 1361857.78000000 0.012984100341 Long DBT CORP US N 2 2053-03-01 Fixed 5.70000000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400HX4 1967000.00000000 PA USD 1932546.93000000 0.018425112828 Long DBT CORP US N 2 2053-12-01 Fixed 5.87500000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400HY2 600000.00000000 PA USD 622436.93000000 0.005934381455 Long DBT CORP US N 2 2028-10-01 Fixed 5.65000000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400HZ9 7538000.00000000 PA USD 7663055.12000000 0.073060401797 Long DBT CORP US N 2 2034-06-01 Fixed 5.20000000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400JD6 390000.00000000 PA USD 375356.25000000 0.003578687352 Long DBT CORP US N 2 2054-04-15 Fixed 5.75000000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400JE4 530000.00000000 PA USD 555230.22000000 0.005293625365 Long DBT CORP US N 2 2031-06-01 Fixed 5.45000000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400JG9 5645000.00000000 PA USD 5808287.04000000 0.055376840992 Long DBT CORP US N 2 2035-03-01 Fixed 5.45000000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400JJ3 7950000.00000000 PA USD 8216392.65000000 0.078335982050 Long DBT CORP US N 2 2030-03-15 Fixed 5.25000000 N N N N N N Iridium Satellite LLC 254900615BJ7139TFM33 46269KAT1 964701.77510000 PA USD 927165.23000000 0.008839694244 Long LON CORP US N 2 2030-09-20 Variable 5.92300000 N N N N N N Southern California Gas Co. XY0N0J73VHV5F4CUJV89 842434CU4 393000.00000000 PA USD 373075.87000000 0.003556945961 Long DBT CORP US N 2 2030-02-01 Fixed 2.55000000 N N N N N N Southern Co. (The) 549300FC3G3YU2FBZD92 842587DR5 109000.00000000 PA USD 112896.34000000 0.001076365996 Long DBT CORP US N 2 2033-06-15 Fixed 5.20000000 N N N N N N Southern Co. (The) 549300FC3G3YU2FBZD92 842587DS3 390000.00000000 PA USD 406495.53000000 0.003875572638 Long DBT CORP US N 2 2029-03-15 Fixed 5.50000000 N N N N N N Southern Co. Gas Capital Corp. E8CD46SWUD2TSN8PA636 8426EPAE8 710000.00000000 PA USD 471151.06000000 0.004492005500 Long DBT CORP US N 2 2051-09-30 Fixed 3.15000000 N N N N N N Southern Co. Gas Capital Corp. E8CD46SWUD2TSN8PA636 8426EPAG3 13145000.00000000 PA USD 14035489.23000000 0.133815882374 Long DBT CORP US N 2 2033-09-15 Fixed 5.75000000 N N N N N N Ecovyst Catalyst Technologies LLC 254900NH3N3I82Z6Q744 27922JAC0 618984.75000000 PA USD 618792.86000000 0.005899638495 Long LON CORP US N 2 2031-06-12 Variable 5.66680000 N N N N N N White Cap Supply Holdings LLC 254900L2N0T6GULCL366 96350TAH3 982500.01100000 PA USD 970012.44000000 0.009248204209 Long LON CORP US N 2 2029-10-19 Variable 6.92300000 N N N N N N EMRLD Borrower LP 5493000GJYE7GAQCUC61 26872NAD1 987537.50000000 PA USD 982886.20000000 0.009370944038 Long LON CORP US N 2 2031-08-04 Variable 6.12187000 N N N N N N Southwestern Electric Power Co. R64UBJHEC74EB3HGQ410 845437BT8 210000.00000000 PA USD 139655.47000000 0.001331490455 Long DBT CORP US N 2 2051-11-01 Fixed 3.25000000 N N N N N N Southwestern Electric Power Co. R64UBJHEC74EB3HGQ410 845437BU5 130000.00000000 PA USD 134792.99000000 0.001285131041 Long DBT CORP US N 2 2033-04-01 Fixed 5.30000000 N N N N N N Expand Energy Corp. X2MT1W32SPAZ9WSKLE78 845467AR0 1215000.00000000 PA USD 1213492.96000000 0.011569573994 Long DBT CORP US N 2 2029-02-01 Fixed 5.37500000 N N N N N N Expand Energy Corp. X2MT1W32SPAZ9WSKLE78 845467AS8 4586000.00000000 PA USD 4655628.69000000 0.044387270792 Long DBT CORP US N 2 2030-03-15 Fixed 5.37500000 N N N N N N Expand Energy Corp. X2MT1W32SPAZ9WSKLE78 845467AT6 14890000.00000000 PA USD 14865428.97000000 0.141728618211 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N Southwestern Public Service Co. OL6FE7QD5EQ3DOYEO258 845743BN2 74000.00000000 PA USD 66735.38000000 0.000636262378 Long DBT CORP US N 2 2041-08-15 Fixed 4.50000000 N N N N N N SpringCastle America Funding LLC N/A 85022WAP9 248337.88370000 PA USD 235581.71000000 0.002246061671 Long ABS-O CORP US Y 2 2037-09-25 Fixed 1.97000000 N N N N N N OneMain Finance Corp. 5493008I795YYBFWFU90 85172FAR0 1060000.00000000 PA USD 1047978.99000000 0.009991545785 Long DBT CORP US N 2 2029-11-15 Fixed 5.37500000 N N N N N N Sprint Capital Corp. 549300L17W0GQBR1PO80 852060AD4 258000.00000000 PA USD 276769.16000000 0.002638747303 Long DBT CORP US N 2 2028-11-15 Fixed 6.87500000 N N N N N N Block, Inc. 549300OHIIUWSTIZME52 852234AS2 4969000.00000000 PA USD 5111903.47000000 0.048737444220 Long DBT CORP US N 2 2032-05-15 Fixed 6.50000000 N N N N N N Block, Inc. 549300OHIIUWSTIZME52 852234AT0 328000.00000000 PA USD 332300.41000000 0.003168188286 Long DBT CORP US Y 2 2030-08-15 Fixed 5.62500000 N N N N N N Block, Inc. 549300OHIIUWSTIZME52 852234AU7 284000.00000000 PA USD 288596.82000000 0.002751513501 Long DBT CORP US Y 2 2033-08-15 Fixed 6.00000000 N N N N N N Standard Building Solutions, Inc. 54930064UHXCIUWVI755 853191AA2 820000.00000000 PA USD 844055.52000000 0.008047317220 Long DBT CORP US Y 2 2032-08-15 Fixed 6.50000000 N N N N N N Standard Building Solutions, Inc. 54930064UHXCIUWVI755 853191AC8 1434000.00000000 PA USD 1460746.97000000 0.013926920644 Long DBT CORP US Y 2 2033-08-01 Fixed 6.25000000 N N N N N N Standard Building Solutions, Inc. 54930064UHXCIUWVI755 853192AA0 406000.00000000 PA USD 405010.37000000 0.003861412961 Long DBT CORP US Y 2 2034-03-15 Fixed 5.87500000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 853254CN8 1400000.00000000 PA USD 1481550.00000000 0.014125258997 Long DBT CORP GB Y 2 2028-11-16 Variable 7.76700000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 853254CS7 200000.00000000 PA USD 207410.00000000 0.001977469520 Long DBT CORP GB Y 2 2029-01-09 Fixed 6.30100000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 853254DB3 555000.00000000 PA USD 565344.26000000 0.005390053724 Long DBT CORP GB Y 2 2028-05-14 Variable 5.68800000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 853254DC1 1615000.00000000 PA USD 1717417.97000000 0.016374049902 Long DBT CORP GB Y 2 2035-05-14 Variable 5.90500000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 85325C2D3 8000000.00000000 PA USD 8208960.00000000 0.078265118356 Long DBT CORP GB Y 2 2029-01-21 Variable 5.54500000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 85325C2J0 9265000.00000000 PA USD 9494002.08000000 0.090516849450 Long DBT CORP GB Y 2 2036-08-12 Variable 5.40000000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 85325C2L5 1850000.00000000 PA USD 1860489.50000000 0.017738109446 Long DBT CORP GB Y 2 2037-01-13 Variable 5.24300000 N N N N N N Standard Industries, Inc. N/A 853496AD9 915000.00000000 PA USD 912141.91000000 0.008696460275 Long DBT CORP US Y 2 2028-01-15 Fixed 4.75000000 N N N N N N Standard Industries, Inc. N/A 853496AG2 4105000.00000000 PA USD 3960257.29000000 0.037757524159 Long DBT CORP US Y 2 2030-07-15 Fixed 4.37500000 N N N N N N Ahead DB Holdings LLC 254900L07WFL833JX193 00866HAH8 1513614.82250000 PA USD 1470567.62000000 0.014020551791 Long LON CORP US N 2 2031-02-03 Variable 6.17194000 N N N N N N STAR Trust N/A 85520CAA3 6482444.56000000 PA USD 6496444.70000000 0.061937811043 Long ABS-O CORP US Y 2 2042-02-17 Floating 5.10964920 N N N N N N STAR Trust N/A 85520CAC9 4000000.00000000 PA USD 4005000.00000000 0.038184106027 Long ABS-O CORP US Y 2 2042-02-17 Floating 5.40965160 N N N N N N STAR Trust N/A 85520CAE5 1000000.00000000 PA USD 1000960.60000000 0.009543267335 Long ABS-O CORP US Y 2 2042-02-17 Floating 5.60964960 N N N N N N Starbucks Corp. OQSJ1DU9TAOC51A47K68 855244AX7 5000.00000000 PA USD 3519.35000000 0.000033553866 Long DBT CORP US N 2 2050-03-12 Fixed 3.35000000 N N N N N N Starwood Property Trust, Inc. BUGSFQZERKRBFWIG5267 85571BBB0 2605000.00000000 PA USD 2729664.88000000 0.026024922146 Long DBT CORP US Y 2 2029-04-01 Fixed 7.25000000 N N N N N N Republic of Montenegro 747800V014106FYLL014 857305AA4 600000.00000000 PA USD 642564.00000000 0.006126275132 Long DBT NUSS ME Y 2 2031-03-12 Fixed 7.25000000 N N N N N N State Street Corp. 549300ZFEEJ2IP5VME73 857477CH4 337000.00000000 PA USD 352821.48000000 0.003363838402 Long DBT CORP US N 2 2029-03-15 Variable 6.70000000 N N N N N N Station Casinos LLC 5493004E7Q60TX54WL62 857691AG4 1890000.00000000 PA USD 1882361.57000000 0.017946640142 Long DBT CORP US Y 2 2028-02-15 Fixed 4.50000000 N N N N N N Jetblue Airways Corp. N/A G5112TAB9 987500.00010000 PA USD 951090.88000000 0.009067803995 Long LON CORP US N 2 2029-08-27 Variable 8.44458000 N N N N N N Street Capital Group, Inc. N/A N/A 4397543.44000000 PA USD 4397543.44000000 0.041926657921 Long DBT CORP CA N 3 2030-02-15 Fixed 0.00000000 N N N N N N STReAM 2008 BV N/A N/A 3589512.72000000 PA USD 3679250.54000000 0.035078375211 Long DBT CORP NL N 3 2030-02-15 Fixed 0.00000000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MCR9 255000.00000000 PA USD 262892.80000000 0.002506448576 Long DBT CORP JP N 2 2028-01-13 Fixed 5.52000000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MCS7 200000.00000000 PA USD 214911.62000000 0.002048990782 Long DBT CORP JP N 2 2033-01-13 Fixed 5.76600000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MDG2 680000.00000000 PA USD 708993.79000000 0.006759623982 Long DBT CORP JP N 2 2028-09-14 Fixed 5.71600000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MDN7 950000.00000000 PA USD 1001974.12000000 0.009552930345 Long DBT CORP JP N 2 2031-07-09 Fixed 5.42400000 N N N N N N Sumitomo Mitsui Trust Bank Ltd. 5493006GGLR4BTEL8O61 86563VBE8 200000.00000000 PA USD 203437.48000000 0.001939595082 Long DBT CORP JP Y 2 2027-09-15 Fixed 4.95000000 N N N N N N BCPE Pequod Buyer, Inc. 254900HEEOS2IWC84V94 05624AAB8 1920362.06250000 PA USD 1854359.22000000 0.017679662689 Long LON CORP US N 2 2031-11-25 Variable 6.41684000 N N N N N N Sunoco LP 54930001NJU8E40NQ561 86765KAB5 310000.00000000 PA USD 321507.51000000 0.003065287603 Long DBT CORP US Y 2 2029-05-01 Fixed 7.00000000 N N N N N N Sunoco LP 54930001NJU8E40NQ561 86765KAC3 2140000.00000000 PA USD 2261089.76000000 0.021557475938 Long DBT CORP US Y 2 2032-05-01 Fixed 7.25000000 N N N N N N Sunoco LP 54930001NJU8E40NQ561 86765KAF6 3550000.00000000 PA USD 3580518.46000000 0.034137052811 Long DBT CORP US Y 2 2031-03-15 Fixed 5.62500000 N N N N N N Sunoco LP N/A 86765LAN7 670000.00000000 PA USD 670253.93000000 0.006390273939 Long DBT CORP US N 2 2028-03-15 Fixed 5.87500000 N N N N N N Sunoco LP N/A 86765LAQ0 200000.00000000 PA USD 200089.80000000 0.001907677937 Long DBT CORP US N 2 2027-04-15 Fixed 6.00000000 N N N N N N Sunoco LP N/A 86765LAT4 290000.00000000 PA USD 285733.23000000 0.002724211722 Long DBT CORP US N 2 2029-05-15 Fixed 4.50000000 N N N N N N Sunoco LP N/A 86765LAZ0 1390000.00000000 PA USD 1360430.11000000 0.012970488779 Long DBT CORP US N 2 2030-04-30 Fixed 4.50000000 N N N N N N Superior Plus LP N/A 86828LAC6 925000.00000000 PA USD 898739.81000000 0.008568683195 Long DBT CORP CA Y 2 2029-03-15 Fixed 4.50000000 N N N N N N Suriname Government International Bond 254900SYU4G5JM13TN77 86886PAE2 2065000.00000000 PA USD 2126309.85000000 0.020272469603 Long DBT NUSS SR Y 2 2030-11-06 Fixed 7.70000000 N N N N N N Suriname Government International Bond 254900SYU4G5JM13TN77 86886PAF9 2839000.00000000 PA USD 3032052.00000000 0.028907913870 Long DBT NUSS SR Y 2 2035-11-06 Fixed 8.50000000 N N N N N N Svenska Handelsbanken AB NHBDILHZTYCNBV5UYZ31 86959LAP8 970000.00000000 PA USD 1002941.32000000 0.009562151735 Long DBT CORP SE Y 2 2028-06-15 Fixed 5.50000000 N N N N N N Swedbank AB M312WZV08Y7LYUC71685 87020PAT4 200000.00000000 PA USD 204410.37000000 0.001948870721 Long DBT CORP SE Y 2 2027-09-20 Fixed 5.33700000 N N N N N N Synaptics, Inc. 549300AJ3LI4FWNRQX29 87157DAG4 1280000.00000000 PA USD 1234873.98000000 0.011773422967 Long DBT CORP US Y 2 2029-06-15 Fixed 4.00000000 N N N N N N Synopsys, Inc. QG7T915N9S0NY5UKNE63 871607AD9 12490000.00000000 PA USD 12878009.34000000 0.122780343087 Long DBT CORP US N 2 2032-04-01 Fixed 5.00000000 N N N N N N Synopsys, Inc. QG7T915N9S0NY5UKNE63 871607AG2 1196000.00000000 PA USD 1195308.66000000 0.011396202898 Long DBT CORP US N 2 2055-04-01 Fixed 5.70000000 N N N N N N Sysco Corp. 5RGWIFLMGH3YS7KWI652 871829BU0 250000.00000000 PA USD 259524.70000000 0.002474336744 Long DBT CORP US N 2 2030-09-23 Fixed 5.10000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABS3 1493000.00000000 PA USD 1436782.88000000 0.013698444401 Long DBT CORP US N 2 2029-02-15 Fixed 2.62500000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABV6 3835000.00000000 PA USD 3765465.31000000 0.035900356214 Long DBT CORP US N 2 2029-04-15 Fixed 3.37500000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ACT0 1505000.00000000 PA USD 1026384.84000000 0.009785664807 Long DBT CORP US N 2 2052-10-15 Fixed 3.40000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ACV5 11550000.00000000 PA USD 12024695.07000000 0.114644751936 Long DBT CORP US N 2 2033-01-15 Fixed 5.20000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ACY9 355000.00000000 PA USD 366192.57000000 0.003491319830 Long DBT CORP US N 2 2033-07-15 Fixed 5.05000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ADA0 2140000.00000000 PA USD 2181562.65000000 0.020799255813 Long DBT CORP US N 2 2028-07-15 Fixed 4.80000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ADF9 5000000.00000000 PA USD 5166864.85000000 0.049261452000 Long DBT CORP US N 2 2034-04-15 Fixed 5.15000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ADG7 1500000.00000000 PA USD 1430616.02000000 0.013639648887 Long DBT CORP US N 2 2055-01-15 Fixed 5.50000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ADV4 455000.00000000 PA USD 514910.48000000 0.004909212575 Long DBT CORP US N 2 2033-12-15 Fixed 6.70000000 N N N N N N TSMC Global Ltd. 549300N2ZLI21P85T117 872882AF2 380000.00000000 PA USD 363743.60000000 0.003467971083 Long DBT CORP VG Y 2 2027-09-28 Fixed 1.00000000 N N N N N N TSMC Arizona Corp. 2549005GOBWLCSY63Q97 872898AC5 960000.00000000 PA USD 889497.60000000 0.008480566958 Long DBT CORP US N 2 2031-10-25 Fixed 2.50000000 N N N N N N TVC Mortgage Trust N/A 87306XAA3 12716000.00000000 PA USD 12749820.75000000 0.121558179114 Long ABS-MBS CORP US Y 2 2040-04-25 Variable 4.96400040 N N N N N N TVC Mortgage Trust N/A 87306XAB1 3400000.00000000 PA USD 3410292.48000000 0.032514099785 Long ABS-MBS CORP US Y 2 2040-04-25 Variable 5.31500040 N N N N N N Take-Two Interactive Software, Inc. BOMSTHHJK882EWYX3334 874054AG4 115000.00000000 PA USD 114692.38000000 0.001093489637 Long DBT CORP US N 2 2027-04-14 Fixed 3.70000000 N N N N N N Take-Two Interactive Software, Inc. BOMSTHHJK882EWYX3334 874054AM1 616000.00000000 PA USD 638477.21000000 0.006087311231 Long DBT CORP US N 2 2029-06-12 Fixed 5.40000000 N N N N N N Take-Two Interactive Software, Inc. BOMSTHHJK882EWYX3334 874054AN9 2459000.00000000 PA USD 2562342.75000000 0.024429654742 Long DBT CORP US N 2 2034-06-12 Fixed 5.60000000 N N N N N N Takeda Pharmaceutical Co. Ltd. 549300ZLMVP4X0OGR454 874060AW6 1000000.00000000 PA USD 1024631.21000000 0.009768945508 Long DBT CORP JP N 2 2028-11-26 Fixed 5.00000000 N N N N N N Takeda Pharmaceutical Co. Ltd. 549300ZLMVP4X0OGR454 874060AZ9 743000.00000000 PA USD 509671.00000000 0.004859258802 Long DBT CORP JP N 2 2050-07-09 Fixed 3.17500000 N N N N N N Takeda Pharmaceutical Co. Ltd. 549300ZLMVP4X0OGR454 874060BL9 236000.00000000 PA USD 241249.29000000 0.002300096995 Long DBT CORP JP N 2 2044-07-05 Fixed 5.65000000 N N N N N N Talen Energy Supply LLC K5K33XN0PQAU1XF7NN66 87422VAM0 415000.00000000 PA USD 422301.78000000 0.004026271146 Long DBT CORP US Y 2 2034-02-01 Fixed 6.25000000 N N N N N N Tallgrass Energy Partners LP N/A 87470LAD3 85000.00000000 PA USD 84917.16000000 0.000809609448 Long DBT CORP US Y 2 2028-01-15 Fixed 5.50000000 N N N N N N Tallgrass Energy Partners LP N/A 87470LAJ0 3235000.00000000 PA USD 3278352.24000000 0.031256167173 Long DBT CORP US Y 2 2030-12-31 Fixed 6.00000000 N N N N N N Tallgrass Energy Partners LP N/A 87470LAK7 75000.00000000 PA USD 75797.33000000 0.000722659996 Long DBT CORP US Y 2 2031-09-01 Fixed 6.00000000 N N N N N N Tallgrass Energy Partners LP N/A 87470LAL5 600000.00000000 PA USD 622029.00000000 0.005930492206 Long DBT CORP US Y 2 2029-02-15 Fixed 7.37500000 N N N N N N Teachers Insurance & Annuity Association of America O06XD7BJ4EPXNABVFN69 878091BF3 800000.00000000 PA USD 670451.52000000 0.006392157784 Long DBT CORP US Y 2 2047-05-15 Fixed 4.27000000 N N N N N N TEGNA, Inc. 549300YC5EDBGX85AO10 87901JAH8 3322000.00000000 PA USD 3318855.06000000 0.031642325468 Long DBT CORP US N 2 2029-09-15 Fixed 5.00000000 N N N N N N TEGNA, Inc. 549300YC5EDBGX85AO10 87901JAJ4 1553000.00000000 PA USD 1548601.61000000 0.014764536347 Long DBT CORP US N 2 2028-03-15 Fixed 4.62500000 N N N N N N Somnigroup International, Inc. 549300HFEKVR3US71V91 88023UAH4 3170000.00000000 PA USD 3080710.93000000 0.029371833406 Long DBT CORP US Y 2 2029-04-15 Fixed 4.00000000 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GDH0 1595000.00000000 PA USD 1592815.49000000 0.015186076292 Long DBT CORP US N 2 2028-06-15 Fixed 4.62500000 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GDM9 5088000.00000000 PA USD 5009042.89000000 0.047756760251 Long DBT CORP US N 2 2029-06-01 Fixed 4.25000000 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GDQ0 1590000.00000000 PA USD 1621710.96000000 0.015461568849 Long DBT CORP US N 2 2030-06-15 Fixed 6.12500000 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GDR8 1555000.00000000 PA USD 1526665.10000000 0.014555391272 Long DBT CORP US N 2 2030-01-15 Fixed 4.37500000 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GDU1 1240000.00000000 PA USD 1287460.44000000 0.012274788001 Long DBT CORP US N 2 2031-05-15 Fixed 6.75000000 N N N N N N Axalta Coating Systems US Holdings, Inc. N/A 90347BAP3 485953.51380000 PA USD 485710.54000000 0.004630817168 Long LON CORP US N 2 2029-12-20 Variable 5.42194000 N N N N N N Terex Corp. YAWJZJYEQ7M1SYMOS462 880779BA0 410000.00000000 PA USD 409322.02000000 0.003902520701 Long DBT CORP US Y 2 2029-05-15 Fixed 5.00000000 N N N N N N Terex Corp. YAWJZJYEQ7M1SYMOS462 880779BB8 1966000.00000000 PA USD 2024720.49000000 0.019303905584 Long DBT CORP US Y 2 2032-10-15 Fixed 6.25000000 N N N N N N Texas Natural Gas Securitization Finance Corp. N/A 88258MAB1 45000.00000000 PA USD 46889.65000000 0.000447051028 Long DBT MUN US N 2 2041-04-01 Fixed 5.16900000 N N N N N N MH Sub I LLC 2549005VFKP807SR8N49 45567YAP0 595460.38660000 PA USD 403424.41000000 0.003846292246 Long LON CORP US N 2 2031-12-31 Variable 7.92192000 N N N N N N USI, Inc. N/A 90351NAQ8 1530337.61140000 PA USD 1520773.00000000 0.014499215349 Long LON CORP US N 2 2030-09-27 Variable 5.92194000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBB3 2140000.00000000 PA USD 1914187.84000000 0.018250075265 Long DBT CORP US N 2 2041-09-01 Fixed 5.50000000 N N N N N N Toorak Mortgage Trust N/A 89054YAA1 1717631.26000000 PA USD 1719684.52000000 0.016395659437 Long ABS-MBS CORP US Y 2 2039-02-25 Variable 6.59700000 N N N N N N TopBuild Corp. 5493007YSKHOL4RWII46 89055FAD5 957000.00000000 PA USD 965184.11000000 0.009202170385 Long DBT CORP US Y 2 2034-01-31 Fixed 5.62500000 N N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 89114TZJ4 385000.00000000 PA USD 347328.22000000 0.003311465063 Long DBT CORP CA N 2 2031-09-10 Fixed 2.00000000 N N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 89115A2E1 120000.00000000 PA USD 121120.32000000 0.001154774317 Long DBT CORP CA N 2 2032-06-08 Fixed 4.45600000 N N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 89115A2U5 100000.00000000 PA USD 103614.88000000 0.000987875546 Long DBT CORP CA N 2 2028-07-17 Fixed 5.52300000 N N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 89115A2Y7 1010000.00000000 PA USD 1040800.66000000 0.009923106805 Long DBT CORP CA N 2 2029-04-05 Fixed 4.99400000 N N N N N N TotalEnergies Capital International SA 549300U37G2I8G4RUG09 89153VAU3 924000.00000000 PA USD 678127.39000000 0.006465340364 Long DBT CORP FR N 2 2049-07-12 Fixed 3.46100000 N N N N N N TotalEnergies Capital International SA 549300U37G2I8G4RUG09 89153VAX7 270000.00000000 PA USD 208345.04000000 0.001986384294 Long DBT CORP FR N 2 2041-06-29 Fixed 2.98600000 N N N N N N TotalEnergies Capital SA 529900QI55ZLJVCMPA71 89157XAB7 5280000.00000000 PA USD 5218824.81000000 0.049756843916 Long DBT CORP FR N 2 2054-04-05 Fixed 5.48800000 N N N N N N TotalEnergies Capital SA 529900QI55ZLJVCMPA71 89157XAC5 2705000.00000000 PA USD 2679697.59000000 0.025548528563 Long DBT CORP FR N 2 2064-04-05 Fixed 5.63800000 N N N N N N Towd Point Mortgage Trust N/A 89179TAU8 754000.00000000 PA USD 637353.94000000 0.006076601853 Long ABS-MBS CORP US Y 2 2060-11-30 Fixed 3.30716000 N N N N N N Towd Point Mortgage Trust 254900HMDJT9KG22DU68 89183TAA6 18934662.48000000 PA USD 19057097.79000000 0.181692445092 Long ABS-O CORP US Y 2 2065-12-25 Variable 4.97999880 N N N N N N Towd Point Mortgage Trust N/A 89190LAA4 13938857.20000000 PA USD 14012617.45000000 0.133597820333 Long ABS-O CORP US Y 2 2066-01-25 Variable 4.96100160 N N N N N N Towd Point Mortgage Trust N/A 89190MAA2 9380000.00000000 PA USD 9378048.96000000 0.089411339780 Long ABS-O CORP US Y 2 2066-02-25 Variable 4.71999960 N N N N N N Wand NewCo 3, Inc. N/A 93369PAM6 470741.07300000 PA USD 467733.04000000 0.004459417725 Long LON CORP US N 2 2031-01-30 Variable 6.17300000 N N N N N N TransCanada PipeLines Ltd. 5BV01I6231JPDAPMGH09 89352HAB5 1000000.00000000 PA USD 1065813.59000000 0.010161582803 Long DBT CORP CA N 2 2036-03-15 Fixed 5.85000000 N N N N N N TransCanada PipeLines Ltd. 5BV01I6231JPDAPMGH09 89352HAM1 1650000.00000000 PA USD 1640623.40000000 0.015641882111 Long DBT CORP CA N 2 2034-03-01 Fixed 4.62500000 N N N N N N Transcanada Trust 549300Y0MFCAXLBWUV51 89356BAE8 6160000.00000000 PA USD 6226897.60000000 0.059367919645 Long DBT CORP CA N 2 2079-09-15 Variable 5.50000000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 893647BR7 565000.00000000 PA USD 575059.83000000 0.005482683026 Long DBT CORP US Y 2 2028-08-15 Fixed 6.75000000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 893647BS5 810000.00000000 PA USD 843009.93000000 0.008037348451 Long DBT CORP US Y 2 2030-12-15 Fixed 6.87500000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 893647BU0 2782000.00000000 PA USD 2857617.54000000 0.027244836737 Long DBT CORP US Y 2 2029-03-01 Fixed 6.37500000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 893647BV8 1830000.00000000 PA USD 1895865.36000000 0.018075386746 Long DBT CORP US Y 2 2032-03-01 Fixed 6.62500000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 893647BZ9 412000.00000000 PA USD 426213.18000000 0.004063562860 Long DBT CORP US Y 2 2034-01-31 Fixed 6.25000000 N N N N N N Genesys Cloud Services, Inc. 254900CRMBG6WX4HX396 39479UAY9 2633621.96240000 PA USD 2416348.15000000 0.023037726331 Long LON CORP US N 2 2032-01-30 Variable 6.17300000 N N N N N N HUB International Ltd. N/A 44332EAZ9 1069220.55810000 PA USD 1056304.38000000 0.010070920959 Long LON CORP US N 2 2030-06-20 Variable 5.91970000 N N N N N N Quikrete Holdings, Inc. N/A 74839XAL3 1677325.00000000 PA USD 1675614.13000000 0.015975487540 Long LON CORP US N 2 2032-02-10 Variable 5.92300000 N N N N N N Triad Holdings III LLC N/A N/A 8180046.48000000 PA USD 8261846.94000000 0.078769348200 Long DBT CORP US N 3 2052-04-01 Fixed 0.00000000 N N N N N N Triad Properties Corp. N/A N/A 8180046.49000000 PA USD 8466348.12000000 0.080719084714 Long DBT CORP US N 3 2052-04-01 Fixed 0.00000000 N N N N N N Tricon Residential Trust N/A 895974AC7 5750000.00000000 PA USD 5754140.00000000 0.054860597218 Long ABS-O CORP US Y 2 2042-03-17 Floating 5.25965040 N N N N N N Tricon American Homes N/A 89613GAE6 300000.00000000 PA USD 297856.83000000 0.002839799445 Long ABS-O CORP US Y 2 2038-07-17 Fixed 3.54400000 N N N N N N TriMas Corp. 75G1WUQ8QK4P5MZOYD78 896215AH3 637000.00000000 PA USD 614869.92000000 0.005862236758 Long DBT CORP US Y 2 2029-04-15 Fixed 4.12500000 N N N N N N Trinidad Generation UnLtd N/A 89636DAB2 997000.00000000 PA USD 1049083.28000000 0.010002074206 Long DBT CORP TT Y 2 2033-06-16 Fixed 7.75000000 N N N N N N Trinity Industries, Inc. R1JB4KXN77XFCXOQKV49 896522AJ8 765000.00000000 PA USD 787056.48000000 0.007503882167 Long DBT CORP US Y 2 2028-07-15 Fixed 7.75000000 N N N N N N Primo Brands Corp. 254900J0WS4AXV2LAX55 89678QAD8 884494.07590000 PA USD 883547.67000000 0.008423839678 Long LON CORP US N 2 2028-03-31 Variable 5.92194000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAM4 2090000.00000000 PA USD 2143723.41000000 0.020438492379 Long DBT CORP US N 2 2034-01-26 Variable 5.12200000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAN2 2300000.00000000 PA USD 2311491.88000000 0.022038015237 Long DBT CORP US N 2 2027-06-08 Variable 6.04700000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAP7 5588000.00000000 PA USD 5978309.12000000 0.056997850013 Long DBT CORP US N 2 2034-06-08 Variable 5.86700000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAS1 5758000.00000000 PA USD 6109489.05000000 0.058248533747 Long DBT CORP US N 2 2035-01-24 Variable 5.71100000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAV4 1500000.00000000 PA USD 1497857.12000000 0.014280732855 Long DBT CORP US N 2 2036-10-23 Variable 4.96400000 N N N N N N Truist Bank Auto Credit-Linked Notes N/A 897926CB5 4934936.34000000 PA USD 4962609.98000000 0.047314063832 Long ABS-O CORP US Y 2 2033-09-26 Fixed 4.72800000 N N N N N N Tucson Electric Power Co. YLF139GXSRKPBBTNZL03 898813AS9 448000.00000000 PA USD 400719.37000000 0.003820502100 Long DBT CORP US N 2 2030-08-01 Fixed 1.50000000 N N N N N N Tucson Electric Power Co. YLF139GXSRKPBBTNZL03 898813AV2 54000.00000000 PA USD 52495.73000000 0.000500500005 Long DBT CORP US N 2 2053-04-15 Fixed 5.50000000 N N N N N N Republic of Turkiye (The) 5493000PCHOG3B6S3Q85 900123DK3 1400000.00000000 PA USD 1499400.00000000 0.014295442840 Long DBT NUSS TR N 2 2034-05-15 Fixed 7.62500000 N N N N N N TC Ziraat Bankasi A/S 213800K5KTZFSUS8MR51 90014TAM3 627000.00000000 PA USD 650982.75000000 0.006206540411 Long DBT CORP TR Y 2 2030-02-04 Fixed 7.25000000 N N N N N N Coherent Corp. 549300O5C25A0MMHHU33 902104AC2 1625000.00000000 PA USD 1625875.88000000 0.015501277650 Long DBT CORP US Y 2 2029-12-15 Fixed 5.00000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AA6 2350000.00000000 PA USD 2271141.47000000 0.021653310036 Long DBT CORP CH Y 2 2030-08-13 Variable 3.12600000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AP3 200000.00000000 PA USD 201608.00000000 0.001922152621 Long DBT CORP CH Y 2 2028-05-12 Variable 4.75100000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613BE7 865000.00000000 PA USD 1011611.45000000 0.009644813699 Long DBT CORP CH Y 2 2033-11-13 Variable 9.25000000 N N N N Y N/A USD XXXX N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613BF4 260000.00000000 PA USD 283418.42000000 0.002702142072 Long DBT CORP CH Y 2 2028-11-13 Variable 9.25000000 N N N N Y N/A USD XXXX N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613BJ6 483000.00000000 PA USD 500630.07000000 0.004773061591 Long DBT CORP CH Y 2 2030-02-08 Variable 5.42800000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613BL1 8195000.00000000 PA USD 8579786.31000000 0.081800616768 Long DBT CORP CH Y 2 2030-09-13 Variable 5.61700000 N N N N N N UDR, Inc. P3CH2EG5X6Z1XWU1OO74 90265EAT7 45000.00000000 PA USD 39162.28000000 0.000373377441 Long DBT CORP US N 2 2032-08-01 Fixed 2.10000000 N N N N N N UDR, Inc. P3CH2EG5X6Z1XWU1OO74 90265EAW0 1740000.00000000 PA USD 1777271.29000000 0.016944697971 Long DBT CORP US N 2 2034-09-01 Fixed 5.12500000 N N N N N N UOG ABS Issuer I LLC 254900YID84NR2CXVT21 90319TAA1 666375.34000000 PA USD 693496.82000000 0.006611874183 Long ABS-O CORP US Y 3 2040-06-05 Fixed 8.35000000 N N N N N N Uber Technologies, Inc. 549300B2FTG34FILDR98 90353TAP5 6785000.00000000 PA USD 6804669.78000000 0.064876462512 Long DBT CORP US N 2 2034-09-15 Fixed 4.80000000 N N N N N N Uber Technologies, Inc. 549300B2FTG34FILDR98 90353TAQ3 3270000.00000000 PA USD 3118283.45000000 0.029730053902 Long DBT CORP US N 2 2054-09-15 Fixed 5.35000000 N N N N N N Uber Technologies, Inc. 549300B2FTG34FILDR98 90353TAU4 3750000.00000000 PA USD 3732866.03000000 0.035589551130 Long DBT CORP US N 2 2035-09-15 Fixed 4.80000000 N N N N N N US Auto Funding Trust N/A 90355FAB4 639940.19000000 PA USD 205206.87000000 0.001956464639 Long ABS-O CORP US Y 3 2026-12-15 Fixed 5.13000000 Y N N N N N US Auto Funding Trust N/A 90355FAD0 1000000.00000000 PA USD 10.00000000 0.000000095341 Long ABS-O CORP US Y 3 2027-07-15 Fixed 9.14000000 N N N N N N AAdvantage Loyalty IP Ltd. N/A 02376CBS3 1179355.96410000 PA USD 1176820.35000000 0.011219933338 Long LON CORP KY N 2 2028-04-20 Variable 5.91763000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 904678AQ2 3000000.00000000 PA USD 3218246.04000000 0.030683108118 Long DBT CORP IT Y 2 2034-04-02 Variable 7.29600000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 904678AW9 200000.00000000 PA USD 198914.85000000 0.001896475835 Long DBT CORP IT Y 2 2027-06-03 Variable 1.98200000 N N N N N N Union Electric Co. QMPJLLDULY5C1M8PNY21 906548CW0 555000.00000000 PA USD 546789.96000000 0.005213155008 Long DBT CORP US N 2 2053-03-15 Fixed 5.45000000 N N N N N N Union Electric Co. QMPJLLDULY5C1M8PNY21 906548CX8 1450000.00000000 PA USD 1381779.66000000 0.013174037713 Long DBT CORP US N 2 2054-01-15 Fixed 5.25000000 N N N N N N Union Electric Co. QMPJLLDULY5C1M8PNY21 906548CY6 400000.00000000 PA USD 417545.53000000 0.003980924541 Long DBT CORP US N 2 2034-04-01 Fixed 5.20000000 N N N N N N Union Electric Co. QMPJLLDULY5C1M8PNY21 906548CZ3 1365000.00000000 PA USD 1278588.95000000 0.012190206250 Long DBT CORP US N 2 2055-03-15 Fixed 5.12500000 N N N N N N 1261229 BC Ltd. N/A C6903HAB0 696500.00000000 PA USD 677541.27000000 0.006459752232 Long LON CORP CA N 2 2030-10-08 Variable 9.92300000 N N N N N N United Airlines Pass-Through Trust N/A 90931VAA4 9758.96000000 PA USD 9400.36000000 0.000089624055 Long ABS-O CORP US N 2 2030-03-01 Fixed 3.70000000 N N N N N N United Airlines Pass-Through Trust N/A 90932DAA3 6022.14000000 PA USD 5810.32000000 0.000055396223 Long DBT CORP US N 2 2028-10-07 Fixed 3.10000000 N N N N N N United Airlines, Inc. K1OQBWM7XEOO08LDNP29 90932LAH0 1680000.00000000 PA USD 1678731.94000000 0.016005213080 Long DBT CORP US Y 2 2029-04-15 Fixed 4.62500000 N N N N N N United Airlines Pass-Through Trust N/A 90932PAA6 85781.49000000 PA USD 85752.90000000 0.000817577484 Long ABS-O CORP US N 2 2026-04-11 Fixed 4.00000000 N N N N N N United Airlines Pass-Through Trust N/A 90932QAA4 489845.51000000 PA USD 488844.41000000 0.004660695825 Long ABS-O CORP US N 2 2026-09-03 Fixed 3.75000000 N N N N N N United Airlines Pass-Through Trust N/A 90932WAA1 1815588.21000000 PA USD 1898580.02000000 0.018101268610 Long ABS-O CORP US N 2 2037-02-15 Fixed 5.45000000 N N N N N N United Auto Credit Securitization Trust N/A 90944KAF2 1000000.00000000 PA USD 427023.20000000 0.004071285679 Long ABS-O CORP US Y 2 2029-04-10 Fixed 10.00000000 N N N N N N United Airlines Holdings, Inc. 98450079DA0B78DD6764 910047AM1 550000.00000000 PA USD 553967.26000000 0.005281584167 Long DBT CORP US N 2 2029-03-01 Fixed 4.87500000 N N N N N N United Rentals North America, Inc. NGIZXNT70J2LYT3FBI09 911365BG8 1850000.00000000 PA USD 1848924.23000000 0.017627844902 Long DBT CORP US N 2 2028-01-15 Fixed 4.87500000 N N N N N N United Rentals North America, Inc. NGIZXNT70J2LYT3FBI09 911365BL7 1825000.00000000 PA USD 1845217.35000000 0.017592503105 Long DBT CORP US N 2 2030-01-15 Fixed 5.25000000 N N N N N N United Rentals North America, Inc. NGIZXNT70J2LYT3FBI09 911365BR4 2715000.00000000 PA USD 2844185.13000000 0.027116770678 Long DBT CORP US Y 2 2034-03-15 Fixed 6.12500000 N N N N N N United Rentals North America, Inc. NGIZXNT70J2LYT3FBI09 911365BS2 3111000.00000000 PA USD 3136365.91000000 0.029902454044 Long DBT CORP US Y 2 2033-11-15 Fixed 5.37500000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HJC5 800000.00000000 PA USD 788074.24000000 0.007513585602 Long DBT CORP US N 2 2028-01-27 Variable 2.21500000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HJQ4 370000.00000000 PA USD 383822.83000000 0.003659408648 Long DBT CORP US N 2 2030-01-23 Variable 5.38400000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HJR2 250000.00000000 PA USD 265395.30000000 0.002530307684 Long DBT CORP US N 2 2035-01-23 Variable 5.67800000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HJS0 1145000.00000000 PA USD 1184896.12000000 0.011296928608 Long DBT CORP US N 2 2030-07-23 Variable 5.10000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HJV3 1865000.00000000 PA USD 1929342.22000000 0.018394558774 Long DBT CORP US N 2 2031-05-15 Variable 5.08300000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810QT8 6143000.00000000 PA USD 5235707.71000000 0.049917807323 Long DBT UST US N 2 2041-11-15 Fixed 3.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RC4 24654000.00000000 PA USD 21961320.94000000 0.209381624789 Long DBT UST US N 2 2043-08-15 Fixed 3.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RD2 15228000.00000000 PA USD 13764089.57000000 0.131228328468 Long DBT UST US N 2 2043-11-15 Fixed 3.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RG5 14050000.00000000 PA USD 11988601.56000000 0.114300632482 Long DBT UST US N 2 2044-05-15 Fixed 3.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RK6 11069000.00000000 PA USD 8124473.10000000 0.077459611053 Long DBT UST US N 2 2045-02-15 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RV2 39347900.00000000 PA USD 30717491.37000000 0.292863906960 Long DBT UST US N 2 2047-02-15 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SD1 27741200.00000000 PA USD 21308709.25000000 0.203159553886 Long DBT UST US N 2 2048-08-15 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SE9 54949000.00000000 PA USD 45053887.38000000 0.429548667335 Long DBT UST US N 2 2048-11-15 Fixed 3.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SQ2 36277100.00000000 PA USD 23578698.02000000 0.224801873955 Long DBT UST US N 2 2040-08-15 Fixed 1.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SR0 8454000.00000000 PA USD 5549258.44000000 0.052907234119 Long DBT UST US N 2 2040-05-15 Fixed 1.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810ST6 29720000.00000000 PA USD 19955354.61000000 0.190256523407 Long DBT UST US N 2 2040-11-15 Fixed 1.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SU3 2622000.00000000 PA USD 1530182.81000000 0.014588929502 Long DBT UST US N 2 2051-02-15 Fixed 1.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SX7 78487900.00000000 PA USD 51526080.37000000 0.491255259935 Long DBT UST US N 2 2051-05-15 Fixed 2.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SY5 4699000.00000000 PA USD 3569771.56000000 0.034034590697 Long DBT UST US N 2 2041-05-15 Fixed 2.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TC2 22600000.00000000 PA USD 16307312.50000000 0.155475692765 Long DBT UST US N 2 2041-11-15 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TD0 6775000.00000000 PA USD 4285981.46000000 0.040863013858 Long DBT UST US N 2 2052-02-15 Fixed 2.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TG3 8214000.00000000 PA USD 5968626.05000000 0.056905530570 Long DBT UST US N 2 2052-05-15 Fixed 2.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TL2 80090000.00000000 PA USD 71955859.38000000 0.686034997223 Long DBT UST US N 2 2052-11-15 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TM0 54417400.00000000 PA USD 51330913.09000000 0.489394513839 Long DBT UST US N 2 2042-11-15 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TN8 4682000.00000000 PA USD 3930319.51000000 0.037472094105 Long DBT UST US N 2 2053-02-15 Fixed 3.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TV0 70725000.00000000 PA USD 71868756.21000000 0.685204546118 Long DBT UST US N 2 2053-11-15 Fixed 4.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TW8 41540600.00000000 PA USD 42757609.97000000 0.407655708510 Long DBT UST US N 2 2043-11-15 Fixed 4.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UE6 51745000.00000000 PA USD 50552439.19000000 0.481972458923 Long DBT UST US N 2 2054-11-15 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UN6 21470000.00000000 PA USD 22332154.69000000 0.212917194134 Long DBT UST US N 2 2045-08-15 Fixed 4.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CAH4 95000000.00000000 PA USD 90973633.05000000 0.867352521874 Long DBT UST US N 2 2027-08-31 Fixed 0.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CDG3 36764000.00000000 PA USD 36158485.52000000 0.344738937552 Long DBT UST US N 2 2026-10-31 Fixed 1.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CLK5 399565000.00000000 PA USD 402062281.25000000 3.833305562295 Long DBT UST US N 2 2029-08-31 Fixed 3.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CLW9 99550400.00000000 PA USD 102276369.69000000 0.975114043538 Long DBT UST US N 2 2034-11-15 Fixed 4.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CMA6 143170000.00000000 PA USD 146542324.97000000 1.397150480450 Long DBT UST US N 2 2029-11-30 Fixed 4.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CMM0 15600000.00000000 PA USD 16456781.33000000 0.156900744863 Long DBT UST US N 2 2035-02-15 Fixed 4.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CNX5 82535000.00000000 PA USD 82963794.91000000 0.790985853009 Long DBT UST US N 2 2030-08-31 Fixed 3.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128334X5 4986000.00000000 PA USD 3665814.35000000 0.034950273113 Long DBT UST US N 2 2034-02-15 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128337P9 32559000.00000000 PA USD 27008624.94000000 0.257503170629 Long DBT UST US N 2 2031-05-15 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912834HV3 3436000.00000000 PA USD 1808621.00000000 0.017243589520 Long DBT UST US N 2 2040-05-15 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912834JB5 27517340.00000000 PA USD 14264420.00000000 0.135998533259 Long DBT UST US N 2 2040-08-15 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912834JH2 18060000.00000000 PA USD 9233900.65000000 0.088037014099 Long DBT UST US N 2 2040-11-15 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912834KH0 10019000.00000000 PA USD 4988358.81000000 0.047559555981 Long DBT UST US N 2 2041-05-15 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912834KP2 37157000.00000000 PA USD 18269588.22000000 0.174184243114 Long DBT UST US N 2 2041-08-15 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912834LB2 1065000.00000000 PA USD 507665.51000000 0.004840138242 Long DBT UST US N 2 2042-02-15 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912834MZ8 18035000.00000000 PA USD 7753900.81000000 0.073926534496 Long DBT UST US N 2 2043-11-15 None 0.00000000 N N N N N N United States Steel Corp. JNLUVFYJT1OZSIQ24U47 912909AU2 147000.00000000 PA USD 146740.47000000 0.001399039616 Long DBT CORP US N 2 2029-03-01 Fixed 6.87500000 N N N N N N RTX Corp. I07WOS4YJ0N7YRFE7309 913017BT5 520000.00000000 PA USD 479173.34000000 0.004568490791 Long DBT CORP US N 2 2042-06-01 Fixed 4.50000000 N N N N N N RTX Corp. I07WOS4YJ0N7YRFE7309 913017CY3 1735000.00000000 PA USD 1745494.60000000 0.016641735549 Long DBT CORP US N 2 2028-11-16 Fixed 4.12500000 N N N N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 91324PBN1 800000.00000000 PA USD 837280.29000000 0.007982721440 Long DBT CORP US N 2 2040-10-15 Fixed 5.70000000 N N N N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 91324PBU5 232000.00000000 PA USD 213701.52000000 0.002037453557 Long DBT CORP US N 2 2041-11-15 Fixed 4.62500000 N N N N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 91324PEF5 485000.00000000 PA USD 332125.24000000 0.003166518196 Long DBT CORP US N 2 2051-05-15 Fixed 3.25000000 N N N N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 91324PES7 395000.00000000 PA USD 401714.97000000 0.003829994259 Long DBT CORP US N 2 2053-02-15 Fixed 5.87500000 N N N N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 91324PFC1 2351000.00000000 PA USD 2232999.10000000 0.021289656527 Long DBT CORP US N 2 2054-04-15 Fixed 5.37500000 N N N N N N Univision Communications, Inc. 549300YQDE2JSGTL8V47 914906AX0 335000.00000000 PA USD 335006.44000000 0.003193987871 Long DBT CORP US Y 2 2030-06-30 Fixed 7.37500000 N N N N N N Univision Communications, Inc. 549300YQDE2JSGTL8V47 914906AY8 830000.00000000 PA USD 852578.49000000 0.008128576144 Long DBT CORP US Y 2 2028-08-15 Fixed 8.00000000 N N N N N N Upstart Securitization Trust N/A 91684PAA4 3302683.30000000 PA USD 3330625.98000000 0.031754550701 Long ABS-O CORP US Y 2 2035-04-20 Fixed 5.45000000 N N N N N N Uzbekneftegaz JSC 213800LUZJZFLJD4MJ51 91825MAC7 1000000.00000000 PA USD 1091562.50000000 0.010407075714 Long DBT NUSS UZ Y 2 2030-05-07 Fixed 8.75000000 N N N N N N Vail Resorts, Inc. 529900PSZHRNU9HKH870 91879QAP4 2503000.00000000 PA USD 2592332.07000000 0.024715576184 Long DBT CORP US Y 2 2032-05-15 Fixed 6.50000000 N N N N N N Valaris Ltd. 5299008BQ9IREYWBTS30 91889FAC5 1475000.00000000 PA USD 1546851.68000000 0.014747852324 Long DBT CORP BM Y 2 2030-04-30 Fixed 8.37500000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAX5 585000.00000000 PA USD 616712.88000000 0.005879807739 Long DBT CORP US N 2 2034-07-01 Fixed 5.62500000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GBA4 1000000.00000000 PA USD 1009607.33000000 0.009625706201 Long DBT CORP US N 2 2035-01-15 Fixed 5.00000000 N N N N N N Venture Global Plaquemines LNG LLC 549300TKP4I6OJ02BF90 922966AC0 3655000.00000000 PA USD 3846591.45000000 0.036673821665 Long DBT CORP US Y 2 2034-01-15 Fixed 6.50000000 N N N N N N Venture Global Plaquemines LNG LLC 549300TKP4I6OJ02BF90 922966AD8 805000.00000000 PA USD 857494.86000000 0.008175449351 Long DBT CORP US Y 2 2036-01-15 Fixed 6.75000000 N N N N N N Venture Global Plaquemines LNG LLC 549300TKP4I6OJ02BF90 922966AE6 627000.00000000 PA USD 651332.62000000 0.006209876110 Long DBT CORP US Y 2 2030-12-15 Fixed 6.12500000 N N N N N N Venture Global Plaquemines LNG LLC 549300TKP4I6OJ02BF90 922966AF3 441000.00000000 PA USD 463032.80000000 0.004414605125 Long DBT CORP US Y 2 2034-06-15 Fixed 6.50000000 N N N N N N Venture Global Calcasieu Pass LLC 549300GKHS6RS20NLH85 92328MAA1 747000.00000000 PA USD 715648.48000000 0.006823070521 Long DBT CORP US Y 2 2029-08-15 Fixed 3.87500000 N N N N N N Venture Global Calcasieu Pass LLC 549300GKHS6RS20NLH85 92328MAC7 2643000.00000000 PA USD 2352318.90000000 0.022427264491 Long DBT CORP US Y 2 2033-11-01 Fixed 3.87500000 N N N N N N Venture Global LNG, Inc. 54930011XLBUWMQUC829 92332YAA9 3480000.00000000 PA USD 3570775.80000000 0.034044165230 Long DBT CORP US Y 2 2028-06-01 Fixed 8.12500000 N N N N N N Venture Global LNG, Inc. 54930011XLBUWMQUC829 92332YAB7 1600000.00000000 PA USD 1638459.86000000 0.015621254685 Long DBT CORP US Y 2 2031-06-01 Fixed 8.37500000 N N N N N N Venture Global LNG, Inc. 54930011XLBUWMQUC829 92332YAC5 540000.00000000 PA USD 579178.62000000 0.005521952018 Long DBT CORP US Y 2 2029-02-01 Fixed 9.50000000 N N N N N N Venture Global LNG, Inc. 54930011XLBUWMQUC829 92332YAD3 750000.00000000 PA USD 794579.25000000 0.007575605076 Long DBT CORP US Y 2 2032-02-01 Fixed 9.87500000 N N N N N N Venture Global LNG, Inc. 54930011XLBUWMQUC829 92332YAE1 490000.00000000 PA USD 497033.46000000 0.004738771120 Long DBT CORP US Y 2 2030-01-15 Fixed 7.00000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VBE9 169150.00000000 PA USD 168600.26000000 0.001607453234 Long LON CORP US N 2 2030-09-19 Variable 7.92300000 N N N N N N Veros Auto Receivables Trust N/A 92511CAC6 4930000.00000000 PA USD 4970613.34000000 0.047390368738 Long ABS-O CORP US Y 2 2031-07-15 Fixed 5.22000000 N N N N N N Viking Cruises Ltd. 549300IJP90T4MV2GL84 92676XAH0 4165000.00000000 PA USD 4248966.40000000 0.040510108246 Long DBT CORP BM Y 2 2033-10-15 Fixed 5.87500000 N N N N N N Expand Energy Corp. X2MT1W32SPAZ9WSKLE78 92735LAA0 1175000.00000000 PA USD 1178418.71000000 0.011235172276 Long DBT CORP US Y 2 2029-04-15 Fixed 6.75000000 N N N N N N Virgin Media Secured Finance plc 213800X3RLP4NOTPY579 92769XAP0 580000.00000000 PA USD 563081.23000000 0.005368477749 Long DBT CORP GB Y 2 2029-05-15 Fixed 5.50000000 N N N N N N Virginia Electric and Power Co. CQKUMNNZVDJLRYV2PT43 927804GN8 730000.00000000 PA USD 724084.28000000 0.006903498357 Long DBT CORP US N 2 2053-08-15 Fixed 5.70000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAB8 2215000.00000000 PA USD 2214230.73000000 0.021110716844 Long DBT CORP US Y 2 2027-02-15 Fixed 5.62500000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAE2 3000000.00000000 PA USD 3001492.05000000 0.028616551979 Long DBT CORP US Y 2 2029-07-15 Fixed 4.30000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAF9 515000.00000000 PA USD 514257.37000000 0.004902985753 Long DBT CORP US Y 2 2027-07-31 Fixed 5.00000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAH5 430000.00000000 PA USD 425418.05000000 0.004055982004 Long DBT CORP US Y 2 2029-05-01 Fixed 4.37500000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAP7 4145000.00000000 PA USD 4380270.20000000 0.041761972970 Long DBT CORP US Y 2 2031-10-15 Fixed 7.75000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAS1 5943000.00000000 PA USD 6300281.27000000 0.060067567545 Long DBT CORP US Y 2 2034-04-15 Fixed 6.00000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAT9 3115000.00000000 PA USD 3148812.48000000 0.030021120998 Long DBT CORP US Y 2 2026-12-30 Fixed 5.05000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAU6 5370000.00000000 PA USD 5565081.36000000 0.053058091561 Long DBT CORP US Y 2 2034-12-30 Fixed 5.70000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAV4 374000.00000000 PA USD 376366.67000000 0.003588320807 Long DBT CORP US Y 2 2030-10-15 Fixed 4.60000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAX0 13331000.00000000 PA USD 13344744.26000000 0.127230244628 Long DBT CORP US Y 2 2028-10-15 Fixed 4.30000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAY8 3255000.00000000 PA USD 3273623.22000000 0.031211080181 Long DBT CORP US Y 2 2031-01-31 Fixed 4.70000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAZ5 2285000.00000000 PA USD 2300819.06000000 0.021936259410 Long DBT CORP US Y 2 2036-01-31 Fixed 5.35000000 N N N N N N VistaJet Pass Through Trust N/A 92841QAA0 5390000.00000000 PA USD 5453904.17000000 0.051998116127 Long ABS-O CORP US Y 3 2031-08-15 Fixed 9.50000000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 928668AU6 2664000.00000000 PA USD 2698056.28000000 0.025723562313 Long DBT CORP US Y 2 2028-11-13 Fixed 4.75000000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 928668CP5 2950000.00000000 PA USD 2997959.09000000 0.028582868354 Long DBT CORP US Y 2 2028-03-27 Fixed 5.05000000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 928668CQ3 7994000.00000000 PA USD 8286480.40000000 0.079004206289 Long DBT CORP US Y 2 2030-03-27 Fixed 5.35000000 N N N N N N VOLT CII LLC N/A 92873HAA1 381011.98000000 PA USD 381097.06000000 0.003633420860 Long ABS-O CORP US Y 2 2051-08-25 Variable 5.86779840 N N N N N N WP Carey, Inc. 54930042CRNE713E3Q67 92936UAG4 700000.00000000 PA USD 638749.32000000 0.006089905558 Long DBT CORP US N 2 2031-02-01 Fixed 2.40000000 N N N N N N WP Carey, Inc. 54930042CRNE713E3Q67 92936UAH2 145000.00000000 PA USD 123769.34000000 0.001180030362 Long DBT CORP US N 2 2033-04-01 Fixed 2.25000000 N N N N N N WEC Energy Group, Inc. 549300IGLYTZUK3PVP70 92939UAM8 113000.00000000 PA USD 113822.25000000 0.001085193723 Long DBT CORP US N 2 2026-09-12 Fixed 5.60000000 N N N N N N WR Grace Holdings LLC 549300WNOVFRGYOAEB12 92943GAF8 1995000.00000000 PA USD 2018195.87000000 0.019241699147 Long DBT CORP US Y 2 2032-08-15 Fixed 6.62500000 N N N N N N WR Grace Holdings LLC 549300WNOVFRGYOAEB12 92943GAH4 231000.00000000 PA USD 235192.65000000 0.002242352330 Long DBT CORP US Y 2 2033-08-01 Fixed 7.00000000 N N N N N N Wabash National Corp. 5299004ZAWHQZI5XO485 929566AL1 750000.00000000 PA USD 690876.75000000 0.006586894150 Long DBT CORP US Y 2 2028-10-15 Fixed 4.50000000 N N N N N N Wand NewCo 3, Inc. 549300Y3VZEWMSQW8494 933940AA6 1607000.00000000 PA USD 1676841.38000000 0.015987188276 Long DBT CORP US Y 2 2032-01-30 Fixed 7.62500000 N N N N N N SPX FLOW, Inc. N/A 78470DAW8 400212.05000000 PA USD 400031.95000000 0.003813948163 Long LON CORP US N 2 2029-04-05 Variable 8.50000000 N N N N N N Vertiv Group Corp. 549300ZT8RQ5VK10E643 92537EAG3 2212188.62140000 PA USD 2212188.62000000 0.021091247145 Long LON CORP US N 2 2032-08-12 Variable 5.42134000 N N N N N N Terex Corp. N/A 88078FBQ0 570694.68740000 PA USD 570694.69000000 0.005441065306 Long LON CORP US N 2 2031-10-08 Variable 5.42300000 N N N N N N Knowlton Development Corp., Inc. N/A C4953EAH8 1021377.63640000 PA USD 1010101.63000000 0.009630418911 Long LON CORP CA N 2 2028-08-15 Variable 7.17300000 N N N N N N Icon Parent I, Inc. N/A 45115DAC2 2487515.62500000 PA USD 2350179.89000000 0.022406870937 Long LON CORP US N 2 2031-11-13 Variable 6.44400000 N N N N N N Wayfair LLC 549300CTUWTZGOXMYI40 94419NAA5 2265000.00000000 PA USD 2340746.13000000 0.022316928442 Long DBT CORP US Y 2 2029-10-31 Fixed 7.25000000 N N N N N N Wayfair LLC 549300CTUWTZGOXMYI40 94419NAB3 115000.00000000 PA USD 120935.16000000 0.001153008981 Long DBT CORP US Y 2 2030-09-15 Fixed 7.75000000 N N N N N N NCR Atleos LLC N/A 63001PAG6 326400.00000000 PA USD 325584.00000000 0.003104153302 Long LON CORP US N 2 2029-04-16 Variable 6.73350000 N N N N N N Varsity Brands, Inc. N/A 92227QAG1 1797158.33660000 PA USD 1791551.20000000 0.017080844188 Long LON CORP US N 2 2031-08-26 Variable 6.67194000 N N N N N N Buckeye Partners LP 549300C1PQJLVEIUBK50 11823LAR6 995998.89000000 PA USD 998070.57000000 0.009515713475 Long LON CORP US N 2 2032-11-22 Variable 5.42300000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 949746SH5 360000.00000000 PA USD 357853.82000000 0.003411817279 Long DBT CORP US N 2 2026-10-23 Fixed 3.00000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2A0 1481000.00000000 PA USD 1473170.32000000 0.014045366216 Long DBT CORP US N 2 2028-05-22 Variable 3.58400000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2U6 2340000.00000000 PA USD 2197415.03000000 0.020950394130 Long DBT CORP US N 2 2033-03-02 Variable 3.35000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3A9 320000.00000000 PA USD 323513.06000000 0.003084408735 Long DBT CORP US N 2 2028-07-25 Variable 4.80800000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3E1 8360000.00000000 PA USD 8648856.64000000 0.082459140814 Long DBT CORP US N 2 2029-07-25 Variable 5.57400000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3F8 6914000.00000000 PA USD 7275408.68000000 0.069364538434 Long DBT CORP US N 2 2034-07-25 Variable 5.55700000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3G6 6840000.00000000 PA USD 7213612.56000000 0.068775367499 Long DBT CORP US N 2 2029-10-23 Variable 6.30300000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3H4 1820000.00000000 PA USD 2020922.30000000 0.019267693227 Long DBT CORP US N 2 2034-10-23 Variable 6.49100000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3L5 2110000.00000000 PA USD 2148630.83000000 0.020485280256 Long DBT CORP US N 2 2028-04-22 Variable 5.70700000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3N1 3515000.00000000 PA USD 3609218.94000000 0.034410686312 Long DBT CORP US N 2 2035-12-03 Variable 5.21100000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3P6 25360000.00000000 PA USD 26310218.91000000 0.250844491503 Long DBT CORP US N 2 2031-01-24 Variable 5.24400000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3V3 6330000.00000000 PA USD 6657449.32000000 0.063472846618 Long DBT CORP US N 2 2036-04-23 Variable 5.60500000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3W1 13976000.00000000 PA USD 14468444.08000000 0.137943721050 Long DBT CORP US N 2 2031-04-23 Variable 5.15000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U4B6 11883000.00000000 PA USD 11917550.65000000 0.113623225370 Long DBT CORP US N 2 2036-09-15 Variable 4.89200000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U4E0 3765000.00000000 PA USD 3779316.45000000 0.036032414491 Long DBT CORP US N 2 2037-01-23 Variable 4.96000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95002YAC7 4810000.00000000 PA USD 5072856.88000000 0.048365169780 Long DBT CORP US N 2 2029-09-15 Variable 6.85000000 N N N N N N WESCO Distribution, Inc. 549300I2CEZJG9N4AH67 95081QAP9 750000.00000000 PA USD 755471.25000000 0.007202745146 Long DBT CORP US Y 2 2028-06-15 Fixed 7.25000000 N N N N N N WESCO Distribution, Inc. 549300I2CEZJG9N4AH67 95081QAQ7 1440000.00000000 PA USD 1480361.76000000 0.014113930188 Long DBT CORP US Y 2 2029-03-15 Fixed 6.37500000 N N N N N N WESCO Distribution, Inc. 549300I2CEZJG9N4AH67 95081QAR5 2635000.00000000 PA USD 2741108.82000000 0.026134029916 Long DBT CORP US Y 2 2032-03-15 Fixed 6.62500000 N N N N N N WESCO Distribution, Inc. 549300I2CEZJG9N4AH67 95081QAS3 405000.00000000 PA USD 422261.51000000 0.004025887208 Long DBT CORP US Y 2 2033-03-15 Fixed 6.37500000 N N N N N N WESCO Distribution, Inc. 549300I2CEZJG9N4AH67 95081QAT1 342000.00000000 PA USD 341394.66000000 0.003254893856 Long DBT CORP US Y 2 2031-04-15 Fixed 5.25000000 N N N N N N Talen Energy Supply LLC K5K33XN0PQAU1XF7NN66 87422LBA7 375000.00000000 PA USD 375656.25000000 0.003581547585 Long LON CORP US N 2 2032-11-25 Variable 5.67194000 N N N N N N Elanco Animal Health, Inc. 549300SHPNDCE059M934 28414BAJ5 99977.08550000 PA USD 99956.09000000 0.000952992244 Long LON CORP US N 2 2032-10-29 Variable 5.42134000 N N N N N N Evergy Kansas Central, Inc. J75GNWGEO73W89ZV3S44 95709TAH3 240000.00000000 PA USD 208363.65000000 0.001986561723 Long DBT CORP US N 2 2042-03-01 Fixed 4.12500000 N N N N N N Westlake Automobile Receivables Trust N/A 959926AG1 1219000.00000000 PA USD 1240886.90000000 0.011830750800 Long ABS-O CORP US Y 2 2028-11-15 Fixed 7.01000000 N N N N N N Westgate Resorts LLC N/A 96033EAC2 1384918.55930000 PA USD 1413497.05000000 0.013476434763 Long ABS-O CORP US Y 2 2037-12-20 Fixed 7.49000000 N N N N N N Westgate Resorts LLC N/A 96034JAB2 16638.91730000 PA USD 16545.17000000 0.000157743452 Long ABS-O CORP US Y 2 2036-08-20 Fixed 2.28800000 N N N N N N Westgate Resorts LLC N/A 96034JAD8 66555.68570000 PA USD 66119.47000000 0.000630390225 Long ABS-O CORP US Y 2 2036-08-20 Fixed 3.83800000 N N N N N N Westlake Automobile Receivables Trust N/A 96041AAN6 3500000.00000000 PA USD 3633173.25000000 0.034639069312 Long ABS-O CORP US Y 2 2029-07-16 Fixed 7.19000000 N N N N N N Westlake Automobile Receivables Trust N/A 96041CAL6 2100000.00000000 PA USD 2118380.04000000 0.020196865931 Long ABS-O CORP US Y 2 2028-09-15 Fixed 6.02000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042VAG4 497672.39000000 PA USD 498872.88000000 0.004756308350 Long ABS-O CORP US Y 2 2027-09-15 Fixed 5.48000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042XAG0 905000.00000000 PA USD 924058.58000000 0.008810075104 Long ABS-O CORP US Y 2 2028-11-15 Fixed 6.79000000 N N N N N N Westlake Automobile Receivables Trust N/A 96043CAF7 7000000.00000000 PA USD 7065985.50000000 0.067367875036 Long ABS-O CORP US Y 2 2029-11-15 Fixed 4.92000000 N N N N N N Westlake Automobile Receivables Trust N/A 96043QAF6 5809000.00000000 PA USD 5873601.31000000 0.055999554353 Long ABS-O CORP US Y 2 2031-07-15 Fixed 4.68000000 N N N N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 969457BZ2 2635000.00000000 PA USD 2667250.95000000 0.025429860943 Long DBT CORP US N 2 2032-08-15 Fixed 4.65000000 N N N N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 969457CN8 2000000.00000000 PA USD 1989332.72000000 0.018966514732 Long DBT CORP US N 2 2054-11-15 Fixed 5.80000000 N N N N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 969457CQ1 3435000.00000000 PA USD 3523959.42000000 0.033597812766 Long DBT CORP US N 2 2055-03-15 Fixed 6.00000000 N N N N N N Williams Scotsman, Inc. 549300DAKDS8SCO1OT57 96949VAL7 1965000.00000000 PA USD 2057260.68000000 0.019614147298 Long DBT CORP US Y 2 2031-10-01 Fixed 7.37500000 N N N N N N Graham Packaging Co., Inc. N/A N/A 380000.00000000 PA USD 379069.00000000 0.003614085115 Long LON CORP US N 2 2033-01-26 Variable 5.92300000 N N N N N N Petco Health & Wellness Co., Inc. N/A 71601HAG1 990831.11000000 PA USD 949959.33000000 0.009057015675 Long LON CORP US N 2 2031-02-03 Variable 8.03748000 N N N N N N Wisconsin Public Service Corp. 549300BJRHJVYNUMQZ30 976843BJ0 69000.00000000 PA USD 63311.61000000 0.000603619782 Long DBT CORP US N 2 2044-11-01 Fixed 4.75200000 N N N N N N Wolf Energy Asset Issuer LLC 254900JUY1UOGKD5MA90 977701AE1 5548285.99000000 PA USD 5548285.99000000 0.052897962675 Long ABS-O CORP US N 3 2050-07-25 Fixed 5.69800000 N N N N N N WULF Compute LLC N/A 982911AA7 2707000.00000000 PA USD 2866750.90000000 0.027331915186 Long DBT CORP US Y 2 2030-10-15 Fixed 7.75000000 N N N N N N Wynn Las Vegas LLC N/A 983130AX3 125000.00000000 PA USD 125351.50000000 0.001195114848 Long DBT CORP US Y 2 2027-05-15 Fixed 5.25000000 N N N N N N Wynn Resorts Finance LLC N/A 983133AA7 3290000.00000000 PA USD 3308772.74000000 0.031546199532 Long DBT CORP US Y 2 2029-10-01 Fixed 5.12500000 N N N N N N Wynn Resorts Finance LLC N/A 983133AC3 1735000.00000000 PA USD 1873695.90000000 0.017864020701 Long DBT CORP US Y 2 2031-02-15 Fixed 7.12500000 N N N N N N Wynn Resorts Finance LLC N/A 983133AD1 2352000.00000000 PA USD 2401951.78000000 0.022900469773 Long DBT CORP US Y 2 2033-03-15 Fixed 6.25000000 N N N N N N XPO, Inc. 54930096DB9LCLPN7H13 98379KAA0 330000.00000000 PA USD 335305.41000000 0.003196838283 Long DBT CORP US Y 2 2028-06-01 Fixed 6.25000000 N N N N N N XPO, Inc. 54930096DB9LCLPN7H13 98379KAB8 3270000.00000000 PA USD 3397902.78000000 0.032395975037 Long DBT CORP US Y 2 2031-06-01 Fixed 7.12500000 N N N N N N Xerox Holdings Corp. 5493000Y33XDVO2CXC18 98421MAC0 480000.00000000 PA USD 136942.56000000 0.001305625276 Long DBT CORP US Y 2 2029-11-30 Fixed 8.87500000 N N N N N N Yinson Boronia Production BV 5493007X12FTT746N678 98584XAA3 485730.00000000 PA USD 534249.57000000 0.005093593564 Long DBT CORP NL Y 2 2042-07-31 Fixed 8.94700000 N N N N N N Yinson Bergenia Production BV 549300JDIAWKPMZD5256 98585VAA6 2063189.70000000 PA USD 2194975.94000000 0.020927139580 Long DBT CORP NL Y 2 2045-01-31 Fixed 8.49800000 N N N N N N ZF North America Capital, Inc. 529900JYGMS9CW9IQX78 98877DAD7 790000.00000000 PA USD 816551.11000000 0.007785087181 Long DBT CORP US Y 2 2028-04-14 Fixed 6.87500000 N N N N N N Zimmer Biomet Holdings, Inc. 2P2YLDVPES3BXQ1FRB91 98956PBC5 5809000.00000000 PA USD 6079360.74000000 0.057961287160 Long DBT CORP US N 2 2035-02-19 Fixed 5.50000000 N N N N N N Zoetis, Inc. 549300HD9Q1LOC9KLJ48 98978VAS2 435000.00000000 PA USD 401833.06000000 0.003831120141 Long DBT CORP US N 2 2030-05-15 Fixed 2.00000000 N N N N N N Zoetis, Inc. 549300HD9Q1LOC9KLJ48 98978VAV5 214000.00000000 PA USD 229492.60000000 0.002188007433 Long DBT CORP US N 2 2032-11-16 Fixed 5.60000000 N N N N N N Zoetis, Inc. 549300HD9Q1LOC9KLJ48 98978VAX1 2040000.00000000 PA USD 2081011.75000000 0.019840592585 Long DBT CORP US N 2 2035-08-17 Fixed 5.00000000 N N N N N N Medline Borrower LP N/A N/A 37308.59390000 PA USD 37348.89000000 0.000356088383 Long LON CORP US N 2 2028-10-23 Variable 5.42192000 N N N N N N Upstart Frn N/A N/A 7000000.00000000 PA USD 6991250.00000000 0.066655338643 Long ABS-O CORP US N 3 2027-09-15 Floating 6.80000000 N N N N N N Ista Jet Seri N/A N/A 13000000.00000000 PA USD 13000000.00000000 0.123943415320 Long ABS-O CORP US N 3 2032-04-05 Fixed 6.97000000 N N N N N N Mpire N/A N/A 5246506.00000000 PA USD 5261353.61000000 0.050162318125 Long ABS-O CORP US N 3 2030-09-13 Floating 8.29000000 N N N N N N Mpire N/A N/A 2098602.00000000 PA USD 2104541.04000000 0.020064923398 Long ABS-O CORP US N 3 2030-09-19 Fixed 11.16000000 N N N N N N Tucielo 2025-assiciation Condu N/A N/A 212500.00000000 PA USD 212500.00000000 0.002025998135 Long ABS-O CORP US N 3 2033-08-09 Fixed 10.51400000 N N N N N N Tucielo 2025-assiciation Condu N/A N/A 62500.00000000 PA USD 62500.00000000 0.000595881804 Long ABS-O CORP US N 3 2033-08-09 Fixed 8.01400000 N N N N N N Evolution 2026-pdp1 feb30 N/A N/A 5250000.00000000 PA USD 5250000.00000000 0.050054071571 Long ABS-MBS CORP US N 3 2030-02-15 Fixed 6.30000000 N N N N N N Evolution 2026-pd feb30 N/A N/A 5000000.00000000 PA USD 5000000.00000000 0.047670544354 Long ABS-MBS CORP US N 3 2030-02-15 Fixed 10.05000000 N N N N N N Gemini Corp. N/A N/A 9000000.00000000 PA USD 9000000.00000000 0.085806979837 Long DBT CORP CA N 3 2029-02-20 Fixed 10.50000000 N N N N N N ICITII N/A N/A 6259.21100000 PA USD 2803.19000000 0.000026725918 Long DBT CORP US N 3 2033-01-31 Fixed 6.00000000 N N N N N N Oneslt N/A N/A 5668198.01000000 PA USD 5668198.01000000 0.054041216928 Long ABS-O CORP US N 3 2030-12-15 Fixed 8.00000000 N N N N N N New Evhc Physical Equity N/A N/A 18.00000000 NS USD 276.75000000 0.000002638564 Long EC CORP US N 2 N N N Escrow Rite Aid N/A N/A 9606.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 3 2049-12-31 Fixed 0.00000000 N N N N N N Incora Intermediate LLC N/A N/A 285.00000000 NS USD 3189.15000000 0.000030405703 Long EC CORP US N 3 N N N Resurgent N/A N/A 5000000.00000000 PA USD 5000000.00000000 0.047670544354 Long DBT CORP US N 3 2030-07-01 Fixed 0.00000000 N N N N N N Ygrene Frn 549300U6Y2YJ14NVVY40 N/A 6626101.00000000 PA USD 6659231.51000000 0.063489838212 Long ABS-MBS CORP US N 3 2045-07-25 Fixed 8.50000000 N N N N N N Credit One Ltd. 984500DAE0FFZ45C8093 N/A 5000000.00000000 PA USD 5090000.00000000 0.048528614152 Long ABS-MBS CORP NG N 3 2029-02-25 Fixed 6.47400000 N N N N N N Republic of Iraq N/A N/A 575000.00000000 PA USD 572125.00000000 0.005454702037 Long DBT NUSS IQ Y 2 2028-01-15 Fixed 5.80000000 N N N N N N Republic of Paraguay 529900UXKJTJPCU0HK83 N/A 1600000.00000000 PA USD 1554704.00000000 0.014822717197 Long DBT NUSS PY Y 2 2048-03-13 Fixed 5.60000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 850000.00000000 PA USD 811750.00000000 0.007739312875 Long DBT NUSS EG Y 2 2047-01-31 Fixed 8.50000000 N N N N N N Hashemite Kingdom of Jordan 5493000JZ4MYPVMBVN50 N/A 1900000.00000000 PA USD 1877200.00000000 0.017897429172 Long DBT NUSS JO Y 2 2047-10-10 Fixed 7.37500000 N N N N N N Federal Republic of Nigeria 549300GSBZD84TNEQ285 N/A 1100000.00000000 PA USD 1116841.00000000 0.010648083685 Long DBT NUSS NG Y 2 2027-11-28 Fixed 6.50000000 N N N N N N Republic of Angola 549300QHR2R3J8JSGK83 N/A 1000000.00000000 PA USD 1008437.90000000 0.009614556728 Long DBT NUSS AO Y 2 2028-05-09 Fixed 8.25000000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 N/A 1500000.00000000 PA USD 1503000.00000000 0.014329765632 Long DBT NUSS DO Y 2 2049-06-05 Fixed 6.40000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 1500000.00000000 PA USD 1572660.00000000 0.014993911656 Long DBT NUSS EG Y 2 2029-03-01 Fixed 7.60030000 N N N N N N Paraguay Government International Bond 529900UXKJTJPCU0HK83 N/A 4100000.00000000 PA USD 3870400.00000000 0.036900814973 Long DBT NUSS PY Y 2 2050-03-30 Fixed 5.40000000 N N N N N N Republic of Angola 549300QHR2R3J8JSGK83 N/A 1000000.00000000 PA USD 995000.00000000 0.009486438326 Long DBT NUSS AO Y 2 2029-11-26 Fixed 8.00000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 1600000.00000000 PA USD 1554000.00000000 0.014816005185 Long DBT NUSS EG Y 2 2031-02-16 Fixed 5.87500000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 800000.00000000 PA USD 802800.00000000 0.007653982601 Long DBT NUSS EG Y 2 2033-09-30 Fixed 7.30000000 N N N N N N Republic of Ecuador 5299003Y2U5XK0A35H71 27927IAF0 4882354.00000000 PA USD 4429991.70000000 0.042236023164 Long DBT NUSS EC Y 2 2035-07-31 Variable 6.90000120 N N N N N N Republic of Ecuador 5299003Y2U5XK0A35H71 N/A 2073332.00000000 PA USD 1691858.82000000 0.016130366183 Long DBT NUSS EC Y 2 2040-07-31 Variable 5.00000040 N N N N N N Hashemite Kingdom of Jordan 5493000JZ4MYPVMBVN50 N/A 1000000.00000000 PA USD 1005500.00000000 0.009586546469 Long DBT NUSS JO Y 2 2030-07-07 Fixed 5.85000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 1100000.00000000 PA USD 1127775.00000000 0.010752329631 Long DBT NUSS EG Y 2 2032-05-29 Fixed 7.62500000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 1500000.00000000 PA USD 1466250.00000000 0.013979387131 Long DBT NUSS EG Y 2 2050-05-29 Fixed 8.87500000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 N/A 400000.00000000 PA USD 406700.00000000 0.003877522077 Long DBT NUSS DO Y 2 2029-02-22 Fixed 5.50000000 N N N N N N Republic of Paraguay 529900UXKJTJPCU0HK83 N/A 1200000.00000000 PA USD 1248225.00000000 0.011900713045 Long DBT NUSS PY Y 2 2044-08-11 Fixed 6.10000000 N N N N N N Romania 315700IASY927EDWBK92 N/A 3354000.00000000 PA 3957379.56000000 0.037730087568 Long DBT NUSS RO Y 2 2044-09-24 Fixed 6.00000000 N N N N N N NatWest Group plc 2138005O9XJIJN4JPN90 639057AQ1 605000.00000000 PA USD 682308.11000000 0.006505199804 Long DBT CORP GB N 2 2033-11-10 Variable 8.12500000 N N N N Y N/A USD XXXX N N N Diversified Gas & Oil Corp. 5493008O08WU7K5XC271 N/A 8000000.00000000 PA USD 7962757.44000000 0.075917796345 Long DBT CORP US Y 2 2029-04-09 Fixed 9.75000000 N N N N N N Republic of Ecuador 5299003Y2U5XK0A35H71 27927WAR3 1279000.00000000 PA USD 1300743.00000000 0.012401425374 Long DBT NUSS EC Y 2 2039-01-29 Fixed 9.25000000 N N N N N N Republic of Cote d'Ivoire 254900ICW11T82O6H590 N/A 3050000.00000000 PA USD 3021025.00000000 0.028802781251 Long DBT NUSS CI Y 2 2033-06-15 Fixed 6.12500000 N N N N N N EURO N/A N/A 697.07000000 OU Currencies 823.66000000 0.000007852864 Long STIV XX N 1 N N N N/A N/A N/A 1623.00000000 NC USD 454871.98000000 0.004336798979 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A U.S. Treasury 5 Year Note 2026-06-30 178732875.00000000 USD 454871.98000000 N N N Japanese Yen N/A N/A 1.00000000 OU Currencies 0.01000000 0.000000000095 Long STIV JP N 1 N N N SES SA 5493008JPA4HYMH1HX51 N/A 270.00000000 NS USD 4066.88000000 0.000038774076 Long EC CORP LU N 3 N N N Diversified Gas & Oil Corp. 5493008O08WU7K5XC271 N/A 21250000.00000000 PA USD 20613465.39000000 0.196531023233 Long DBT CORP US Y 2 2029-04-09 Fixed 9.75000000 N N N N N N N/A N/A N/A 2160.00000000 NC USD 453459.87000000 0.004323335769 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 2 Year Note 2026-06-30 451946252.16000000 USD 453459.87000000 N N N N/A N/A N/A 3276.00000000 NC USD 1607097.49000000 0.015322242435 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 10 Year Note 2026-06-18 372747375.00000000 USD 1607097.49000000 N N N N/A N/A N/A 2679.00000000 NC USD 2213956.86000000 0.021108105738 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury Long Bond 2026-06-18 317294062.50000000 USD 2213956.86000000 N N N N/A N/A N/A 1243.00000000 NC USD 1415653.84000000 0.013496997833 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 10 Year Ultra Note 2026-06-18 145100828.13000000 USD 1415653.84000000 N N N N/A N/A N/A 2412.00000000 NC USD 2631355.76000000 0.025087632293 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A U.S. Treasury Ultra Bond 2026-06-18 293208750.00000000 USD 2631355.76000000 N N N Sonangol Finance Ltd. N/A 83540CAA4 1610000.00000000 PA USD 1597361.50000000 0.015229418447 Long DBT CORP AO Y 2 2031-01-29 Fixed 10.00000000 N N N N N N Republic of Ecuador 5299003Y2U5XK0A35H71 27927WAR3 1619000.00000000 PA USD 1646523.00000000 0.015698129540 Long DBT NUSS EC Y 2 2039-01-29 Fixed 9.25000000 N N N N N N 2026-03-30 J.P. Morgan Exchange-Traded Fund Trust Timothy J. Clemens Timothy J. Clemens Treasurer and Principal Financial Officer