NPORT-P false 0000763852 XXXXXXXX S000003478 C000009620 C000009621 C000009623 C000009624 C000070639 C000173236 C000173237 C000173238 JPMorgan Trust II 811-04236 0000763852 549300IMXLYKELY96B40 390 Madison Avenue New York 10017 800-480-4111 JPMorgan Core Plus Bond Fund S000003478 JW89OQCNJOLWVS3KT374 2026-02-28 2025-11-30 N 25862156656.63 404168976.24 25457987680.39 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 8260297.12999999 USD N U.S. Aggregate 1TRUSD0 ACCO Brands Corp. JCT8P4Y190IH4I1NX328 00081TAK4 6668000.00000000 PA USD 6044856.73000000 0.023744440471 Long DBT CORP US Y 2 2029-03-15 Fixed 4.25000000 N N N N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 00084DAV2 5000000.00000000 PA USD 4587619.95000000 0.018020355762 Long DBT CORP NL Y 2 2037-03-13 Variable 3.32400000 N N N N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 00084DAW0 6900000.00000000 PA USD 6574016.33000000 0.025823000672 Long DBT CORP NL Y 2 2029-12-13 Variable 2.47000000 N N N N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 00084DBD1 14600000.00000000 PA USD 14836837.40000000 0.058279694319 Long DBT CORP NL Y 2 2028-12-03 Variable 4.98800000 N N N N N N ACC Claims Holdings LLC N/A 00084K104 1551096.00000000 NS USD 3102.19000000 0.000012185527 Long EC CORP US N 3 N N N ACC Trust N/A 00091HAC6 8027452.27000000 PA USD 1443177.78000000 0.005668860391 Long ABS-O CORP US Y 2 2025-10-20 Fixed 3.24000000 N N N N N N ACC Trust N/A 00091KAD7 2813549.28000000 PA USD 585835.82000000 0.002301186674 Long ABS-O CORP US Y 2 2027-03-22 Fixed 5.25000000 N N N N N N ABL N/A 00092EAA6 9350000.00000000 PA USD 9383591.75000000 0.036859125975 Long ABS-MBS CORP US Y 2 2029-09-25 Variable 6.07500000 N N N N N N ABL 254900C9FQN3N2YOSF41 00092RAA7 39010000.00000000 PA USD 39346207.69000000 0.154553487038 Long ABS-MBS CORP US Y 2 2030-06-25 Variable 6.04000080 N N N N N N ABL 254900C9FQN3N2YOSF41 00092RAB5 12000000.00000000 PA USD 12099462.00000000 0.047527173600 Long ABS-MBS CORP US Y 2 2030-06-25 Variable 8.02400040 N N N N N N ADT Security Corp. (The) 5493009JEEDYLVRA0J13 00109LAA1 4891000.00000000 PA USD 4758713.12000000 0.018692416618 Long DBT CORP US Y 2 2029-08-01 Fixed 4.12500000 N N N N N N AEP Transmission Co. LLC 549300X123Z1I0LA3Y84 00115AAL3 471000.00000000 PA USD 325268.29000000 0.001277666931 Long DBT CORP US N 2 2049-09-15 Fixed 3.15000000 N N N N N N AEP Transmission Co. LLC 549300X123Z1I0LA3Y84 00115AAM1 1942000.00000000 PA USD 1469523.73000000 0.005772348342 Long DBT CORP US N 2 2050-04-01 Fixed 3.65000000 N N N N N N AEP Transmission Co. LLC 549300X123Z1I0LA3Y84 00115AAN9 2427000.00000000 PA USD 1527864.31000000 0.006001512488 Long DBT CORP US N 2 2051-08-15 Fixed 2.75000000 N N N N N N AIB Group plc 635400AKJBGNS5WNQL34 00135TAD6 5408000.00000000 PA USD 5753008.82000000 0.022598050137 Long DBT CORP IE Y 2 2029-09-13 Variable 6.60800000 N N N N N N AIB Group plc 635400AKJBGNS5WNQL34 00135TAE4 1400000.00000000 PA USD 1488925.31000000 0.005848558529 Long DBT CORP IE Y 2 2035-03-28 Variable 5.87100000 N N N N N N AIB Group plc 635400AKJBGNS5WNQL34 00135TAF1 2205000.00000000 PA USD 2279807.45000000 0.008955175399 Long DBT CORP IE Y 2 2031-05-15 Variable 5.32000000 N N N N N N Corebridge Global Funding 54930057MDZ7KOVOTV71 00138CBH0 4775000.00000000 PA USD 4822486.09000000 0.018942919411 Long DBT CORP US Y 2 2032-08-21 Fixed 4.90000000 N N N N N N AMSR Trust N/A 00179CAG3 20175000.00000000 PA USD 19645690.72000000 0.077169063661 Long ABS-O CORP US Y 2 2041-07-17 Variable 4.29000120 N N N N N N AMSR Trust N/A 00179UAG3 6534000.00000000 PA USD 6080885.40000000 0.023885962536 Long ABS-O CORP US Y 2 2041-11-17 Fixed 4.15000000 N N N N N N AMSR Trust N/A 00179VAG1 12619682.00000000 PA USD 12410019.87000000 0.048747057410 Long ABS-O CORP US Y 2 2038-08-17 Fixed 3.27500000 N N N N N N AMSR Trust N/A 00179WAG9 12376995.00000000 PA USD 12323155.07000000 0.048405848980 Long ABS-O CORP US Y 2 2039-03-17 Fixed 6.02100000 N N N N N N AMSR Trust N/A 00180UAF2 5936104.00000000 PA USD 5776219.19000000 0.022689221404 Long ABS-O CORP US Y 2 2038-10-17 Fixed 2.42700000 N N N N N N ANZ New Zealand Int'l Ltd. 213800VD256NU2D97H12 00182EBM0 397000.00000000 PA USD 373232.77000000 0.001466073338 Long DBT CORP NZ Y 2 2030-02-13 Fixed 2.55000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RJZ6 5594000.00000000 PA USD 4461353.28000000 0.017524375202 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RKG6 8737000.00000000 PA USD 8308863.41000000 0.032637549810 Long DBT CORP US N 2 2028-02-01 Fixed 1.65000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RKJ0 13080000.00000000 PA USD 8999132.61000000 0.035348955003 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RLJ9 28665000.00000000 PA USD 19644284.74000000 0.077163540915 Long DBT CORP US N 2 2055-09-15 Fixed 3.55000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RMZ2 8370000.00000000 PA USD 8631529.69000000 0.033904995942 Long DBT CORP US N 2 2056-08-15 Fixed 6.05000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RNC2 20400000.00000000 PA USD 20331956.82000000 0.079864744516 Long DBT CORP US N 2 2035-11-01 Fixed 4.90000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RNE8 16780000.00000000 PA USD 16470777.15000000 0.064697875404 Long DBT CORP US N 2 2054-11-01 Fixed 5.70000000 N N N N N N American Airlines, Inc. N/A 00253XAA9 1405496.03640000 PA USD 1407959.87000000 0.005530523023 Long DBT CORP US Y 2 2026-04-20 Fixed 5.50000000 N N N N N N American Airlines, Inc. N/A 00253XAB7 12916730.00000000 PA USD 13068759.91000000 0.051334614793 Long DBT CORP US Y 2 2029-04-20 Fixed 5.75000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YCA5 24345000.00000000 PA USD 22027009.57000000 0.086522979924 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YCB3 8158000.00000000 PA USD 6886906.02000000 0.027052043965 Long DBT CORP US N 2 2049-11-21 Fixed 4.25000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YCY3 10000000.00000000 PA USD 9960099.20000000 0.039123670437 Long DBT CORP US N 2 2035-03-15 Fixed 4.55000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YDU0 3800000.00000000 PA USD 3941175.78000000 0.015481097050 Long DBT CORP US N 2 2034-03-15 Fixed 5.05000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YDX4 3030000.00000000 PA USD 3020059.75000000 0.011862916220 Long DBT CORP US N 2 2064-03-15 Fixed 5.50000000 N N N N N N Acadia Healthcare Co., Inc. 5493005CW985Y9D0NC11 00404AAN9 1971000.00000000 PA USD 1952607.81000000 0.007669922047 Long DBT CORP US Y 2 2028-07-01 Fixed 5.50000000 N N N N N N Acadia Healthcare Co., Inc. 5493005CW985Y9D0NC11 00404AAP4 2427000.00000000 PA USD 2357948.21000000 0.009262115449 Long DBT CORP US Y 2 2029-04-15 Fixed 5.00000000 N N N N N N Accelerated Assets LLC N/A 00436MAC9 426045.50000000 PA USD 420212.55000000 0.001650611805 Long ABS-O CORP US Y 2 2033-12-02 Fixed 6.65000000 N N N N N N Accelerated LLC N/A 00439KAD8 2164516.54150000 PA USD 2001034.07000000 0.007860142345 Long ABS-O CORP US Y 2 2040-10-20 Fixed 3.58000000 N N N N N N Accelerated LLC N/A 00440MAD1 9018145.48000000 PA USD 9093711.23000000 0.035720463628 Long ABS-O CORP US Y 2 2044-08-22 Fixed 7.85000000 N N N N N N ACRE Commercial Mortgage Ltd. N/A 00489TAG1 7671025.94000000 PA USD 7544093.47000000 0.029633502713 Long ABS-MBS CORP KY Y 2 2037-12-18 Floating 6.32329920 N N N N N N Acushnet Co. 549300H805O14KEFES79 005095AB0 369000.00000000 PA USD 371866.98000000 0.001460708460 Long DBT CORP US Y 2 2033-12-01 Fixed 5.62500000 N N N N N N AdaptHealth LLC N/A 00653VAC5 2171000.00000000 PA USD 2094907.32000000 0.008228880248 Long DBT CORP US Y 2 2029-08-01 Fixed 4.62500000 N N N N N N Adient Global Holdings Ltd. 213800VA38VCKE6M8790 00687YAB1 2782000.00000000 PA USD 2854448.84000000 0.011212389902 Long DBT CORP JE Y 2 2028-04-15 Fixed 7.00000000 N N N N N N Adient Global Holdings Ltd. 213800VA38VCKE6M8790 00687YAD7 2102000.00000000 PA USD 2176164.87000000 0.008548063174 Long DBT CORP JE Y 2 2033-02-15 Fixed 7.50000000 N N N N N N AECOM 0EEB8GF0W0NPCIHZX097 00766TAE0 2096000.00000000 PA USD 2154562.24000000 0.008463207175 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 5020000.00000000 PA USD 4944445.03000000 0.019421979034 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 10510000.00000000 PA USD 10174580.60000000 0.039966162006 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 5938000.00000000 PA USD 5500578.71000000 0.021606494507 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 2238000.00000000 PA USD 2347027.75000000 0.009219219442 Long DBT CORP IE N 2 2055-03-10 Variable 6.95000000 N N N N N N AerCap Ireland Capital DAC N/A 00774MBL8 10000000.00000000 PA USD 10119344.90000000 0.039749193954 Long DBT CORP IE N 2 2029-09-10 Fixed 4.62500000 N N N N N N AerCap Ireland Capital DAC N/A 00774MBS3 1729000.00000000 PA USD 1718568.68000000 0.006750606927 Long DBT CORP IE N 2 2035-11-15 Fixed 5.00000000 N N N N N N Aetna, Inc. 549300QKBENKLBXQ8968 00817YAJ7 218000.00000000 PA USD 189193.55000000 0.000743159877 Long DBT CORP US N 2 2042-05-15 Fixed 4.50000000 N N N N N N Air Canada Pass-Through Trust N/A 009088AA3 604496.43110000 PA USD 594356.55000000 0.002334656444 Long ABS-O CORP CA Y 2 2027-12-15 Fixed 3.75000000 N N N N N N Air Canada Pass-Through Trust N/A 00908PAA5 5863582.40000000 PA USD 5608145.40000000 0.022029020794 Long ABS-O CORP CA Y 2 2030-01-15 Fixed 3.30000000 N N N N N N Air Canada Pass-Through Trust N/A 00908PAB3 748747.19000000 PA USD 710609.45000000 0.002791302513 Long ABS-O CORP CA Y 2 2030-01-15 Fixed 3.55000000 N N N N N N Air Canada Pass-Through Trust N/A 00908PAC1 1222425.87480000 PA USD 1219146.84000000 0.004788857844 Long ABS-O CORP CA Y 2 2026-01-15 Fixed 3.70000000 N N N N N N Air Canada Pass-Through Trust N/A 009090AA9 2124523.27520000 PA USD 2097076.98000000 0.008237402760 Long ABS-O CORP CA Y 2 2027-03-15 Fixed 3.60000000 N N N N N N Aker BP ASA 549300NFTY73920OYK69 00973RAP8 2560000.00000000 PA USD 2370042.44000000 0.009309622071 Long DBT CORP NO Y 2 2054-10-01 Fixed 5.80000000 N N N N N N Alabama Power Co. 0RL818ELFOHP5JHOFU19 010392EZ7 865000.00000000 PA USD 953978.03000000 0.003747264088 Long DBT CORP US N 2 2038-05-15 Fixed 6.12500000 N N N N N N Alabama Power Co. 0RL818ELFOHP5JHOFU19 010392FD5 1214000.00000000 PA USD 1226119.92000000 0.004816248382 Long DBT CORP US N 2 2041-03-15 Fixed 5.50000000 N N N N N N Alabama Power Co. 0RL818ELFOHP5JHOFU19 010392FS2 340000.00000000 PA USD 287936.35000000 0.001131025568 Long DBT CORP US N 2 2048-07-15 Fixed 4.30000000 N N N N N N Albertsons Cos., Inc. N/A 013092AB7 4253000.00000000 PA USD 4259613.42000000 0.016731932914 Long DBT CORP US Y 2 2028-02-15 Fixed 5.87500000 N N N N N N Albertsons Cos., Inc. N/A 013092AC5 12488000.00000000 PA USD 12478706.43000000 0.049016860981 Long DBT CORP US Y 2 2027-01-15 Fixed 4.62500000 N N N N N N Albertsons Cos., Inc. N/A 013092AE1 1116000.00000000 PA USD 1107593.51000000 0.004350671875 Long DBT CORP US Y 2 2030-02-15 Fixed 4.87500000 N N N N N N Albertsons Cos., Inc. N/A 013092AG6 2350000.00000000 PA USD 2252998.58000000 0.008849869079 Long DBT CORP US Y 2 2029-03-15 Fixed 3.50000000 N N N N N N Albertsons Cos., Inc. N/A 01309QAC2 565000.00000000 PA USD 572721.29000000 0.002249672272 Long DBT CORP US Y 2 2031-03-31 Fixed 5.50000000 N N N N N N Albertsons Cos., Inc. N/A 01309QAD0 1625000.00000000 PA USD 1638104.00000000 0.006434538426 Long DBT CORP US Y 2 2034-03-31 Fixed 5.75000000 N N N N N N Alexandria Real Estate Equities, Inc. MGCJBT4MKTQBVLNUIS88 015271AR0 2890000.00000000 PA USD 2712227.20000000 0.010653737577 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 2801000.00000000 PA USD 2303895.38000000 0.009049793757 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 1059000.00000000 PA USD 936179.89000000 0.003677352278 Long DBT CORP US N 2 2053-04-15 Fixed 5.15000000 N N N N N N ATI, Inc. ZW1LRE7C3H17O2ZN9B45 01741RAH5 6088000.00000000 PA USD 6097606.86000000 0.023951645104 Long DBT CORP US N 2 2027-12-01 Fixed 5.87500000 N N N N N N Allianz SE 529900K9B0N5BT694847 018820AD2 12000000.00000000 PA USD 12294924.00000000 0.048294956201 Long DBT CORP DE Y 2 2054-09-03 Variable 5.60000000 N N N N N N Alliant Energy Finance LLC 54930033ER6EOI5DL570 01882YAF3 1850000.00000000 PA USD 1873851.50000000 0.007360564092 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 2807000.00000000 PA USD 2755372.53000000 0.010823214169 Long DBT CORP US Y 2 2028-06-01 Fixed 4.62500000 N N N N N N Allison Transmission, Inc. MWKQ3I0U1GXP2YDSZW75 019736AE7 243000.00000000 PA USD 242574.56000000 0.000952842632 Long DBT CORP US Y 2 2027-10-01 Fixed 4.75000000 N N N N N N Allison Transmission, Inc. MWKQ3I0U1GXP2YDSZW75 019736AF4 3939000.00000000 PA USD 3997450.82000000 0.015702147672 Long DBT CORP US Y 2 2029-06-01 Fixed 5.87500000 N N N N N N Allison Transmission, Inc. MWKQ3I0U1GXP2YDSZW75 019736AG2 3368000.00000000 PA USD 3140953.02000000 0.012337789849 Long DBT CORP US Y 2 2031-01-30 Fixed 3.75000000 N N N N N N Allison Transmission, Inc. MWKQ3I0U1GXP2YDSZW75 019736AH0 686000.00000000 PA USD 692249.12000000 0.002719182398 Long DBT CORP US Y 2 2033-12-01 Fixed 5.87500000 N N N N N N FNMA/FHLMC N/A 01F0426C2 63205000.00000000 PA USD 61868194.02000000 0.243020755594 Long ABS-MBS USGSE US N 2 2055-12-25 Fixed 4.50000000 N N N N N N Ally Financial, Inc. 549300JBN1OSM8YNAI90 02005NBS8 1195000.00000000 PA USD 1251052.40000000 0.004914184167 Long DBT CORP US N 2 2033-02-14 Fixed 6.70000000 N N N N N N Alternative Loan Trust N/A 02147WAJ8 112458.04000000 PA USD 54069.74000000 0.000212388114 Long ABS-MBS CORP US N 2 2036-09-25 Fixed 6.50000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBL6 3883000.00000000 PA USD 3441785.70000000 0.013519472721 Long DBT CORP US N 2 2032-02-04 Fixed 2.45000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBM4 9538000.00000000 PA USD 7434041.29000000 0.029201213321 Long DBT CORP US N 2 2041-02-04 Fixed 3.40000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBT9 7990000.00000000 PA USD 8334155.27000000 0.032736897254 Long DBT CORP US N 2 2035-02-06 Fixed 5.62500000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBU6 5590000.00000000 PA USD 5632249.22000000 0.022123701569 Long DBT CORP US N 2 2030-08-06 Fixed 4.50000000 N N N N N N Alumina Pty. Ltd. N/A 02220AAA5 1423000.00000000 PA USD 1463206.65000000 0.005747534598 Long DBT CORP AU Y 2 2030-03-15 Fixed 6.12500000 N N N N N N Alumina Pty. Ltd. N/A 02220AAB3 2069000.00000000 PA USD 2153924.17000000 0.008460700810 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 6660000.00000000 PA USD 6834908.92000000 0.026847797264 Long DBT CORP US N 2 2030-03-17 Fixed 5.10000000 N N N N N N Amer Sports Co. 549300NRKH9WF70VFC95 02352NAA7 3855000.00000000 PA USD 4020880.65000000 0.015794180987 Long DBT CORP US Y 2 2031-02-16 Fixed 6.75000000 N N N N N N Ameren Corp. XRZQ5S7HYJFPHJ78L959 023608AJ1 2321000.00000000 PA USD 2231980.23000000 0.008767308154 Long DBT CORP US N 2 2031-01-15 Fixed 3.50000000 N N N N N N Ameren Illinois Co. RC71E2BZ6UOMFPDJSE79 02361DAU4 3835000.00000000 PA USD 2697434.27000000 0.010595630353 Long DBT CORP US N 2 2050-03-15 Fixed 3.25000000 N N N N N N Ameren Illinois Co. RC71E2BZ6UOMFPDJSE79 02361DBA7 6416000.00000000 PA USD 6602896.99000000 0.025936445067 Long DBT CORP US N 2 2033-06-01 Fixed 4.95000000 N N N N N N Ameren Illinois Co. RC71E2BZ6UOMFPDJSE79 02361DBB5 3600000.00000000 PA USD 3629477.77000000 0.014256734725 Long DBT CORP US N 2 2054-07-01 Fixed 5.55000000 N N N N N N American Airlines Pass-Through Trust N/A 023765AA8 589397.00000000 PA USD 573360.33000000 0.002252182447 Long ABS-O CORP US N 2 2028-06-15 Fixed 3.20000000 N N N N N N American Airlines Pass-Through Trust N/A 023771R91 754388.04120000 PA USD 728480.39000000 0.002861500284 Long ABS-O CORP US N 2 2028-10-15 Fixed 3.00000000 N N N N N N American Airlines, Inc. IWUQB36BXD6OWD6X4T14 023771T32 880000.00000000 PA USD 900870.12000000 0.003538654081 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 1601909.29680000 PA USD 1570970.34000000 0.006170834709 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 861000.00000000 PA USD 864638.59000000 0.003396335173 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 4143000.00000000 PA USD 4098330.17000000 0.016098405818 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 1790000.00000000 PA USD 1713369.56000000 0.006730184575 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 02530CAE8 8385551.62000000 PA USD 8453856.97000000 0.033207090348 Long ABS-O CORP US Y 2 2030-09-12 Fixed 6.99000000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816DP1 2500000.00000000 PA USD 2531989.73000000 0.009945757542 Long DBT CORP US N 2 2028-02-16 Variable 5.09800000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816EF2 15218000.00000000 PA USD 15726824.63000000 0.061775599970 Long DBT CORP US N 2 2031-04-25 Variable 5.01600000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816EH8 4570000.00000000 PA USD 4851769.98000000 0.019057947709 Long DBT CORP US N 2 2036-04-25 Variable 5.66700000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816EK1 5300000.00000000 PA USD 5429410.31000000 0.021326942169 Long DBT CORP US N 2 2033-07-20 Variable 4.91800000 N N N N N N American General Mortgage Loan Trust N/A 02639MAL0 503.75000000 PA USD 571.08000000 0.000002243225 Long ABS-MBS CORP US Y 2 2035-12-25 Variable 5.74999920 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XBR0 1403000.00000000 PA USD 1374348.87000000 0.005398497663 Long DBT CORP US N 2 2026-09-15 Fixed 1.45000000 N N N N N N American Water Capital Corp. 5IDHQUFVC8Q2KIBBFF06 03040WAU9 602000.00000000 PA USD 591189.36000000 0.002322215594 Long DBT CORP US N 2 2029-06-01 Fixed 3.45000000 N N N N N N American Water Capital Corp. 5IDHQUFVC8Q2KIBBFF06 03040WBD6 3400000.00000000 PA USD 3522626.27000000 0.013837017733 Long DBT CORP US N 2 2034-03-01 Fixed 5.15000000 N N N N N N Cencora, Inc. AI8GXW8LG5WK7E9UD086 03073EAT2 2900000.00000000 PA USD 2683170.54000000 0.010539601847 Long DBT CORP US N 2 2031-03-15 Fixed 2.70000000 N N N N N N Cencora, Inc. AI8GXW8LG5WK7E9UD086 03073EAU9 1512000.00000000 PA USD 1562362.50000000 0.006137022767 Long DBT CORP US N 2 2034-02-15 Fixed 5.12500000 N N N N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 031162CF5 4015000.00000000 PA USD 3518989.87000000 0.013822733808 Long DBT CORP US N 2 2051-06-15 Fixed 4.66300000 N N N N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 031162DK3 14977000.00000000 PA USD 13465127.56000000 0.052891562872 Long DBT CORP US N 2 2053-03-01 Fixed 4.87500000 N N N N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 031162DQ0 3893000.00000000 PA USD 4045970.84000000 0.015892736263 Long DBT CORP US N 2 2030-03-02 Fixed 5.25000000 N N N N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 031162DS6 3883000.00000000 PA USD 3967384.93000000 0.015584047646 Long DBT CORP US N 2 2043-03-02 Fixed 5.60000000 N N N N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 031162DU1 297000.00000000 PA USD 297557.21000000 0.001168816694 Long DBT CORP US N 2 2063-03-02 Fixed 5.75000000 N N N N N N Amkor Technology, Inc. 529900VHLRTKPWZJBM84 031652BL3 2134000.00000000 PA USD 2172454.68000000 0.008533489399 Long DBT CORP US Y 2 2033-10-01 Fixed 5.87500000 N N N N N N AMSR Trust N/A 031928AB0 15078000.00000000 PA USD 13007760.44000000 0.051095006421 Long ABS-O CORP US N 3 2028-08-19 Fixed 4.50000000 N N N N N N Amphenol Corp. 549300D3L3G0R4U4VT04 032095BB6 6059000.00000000 PA USD 5902342.13000000 0.023184637388 Long DBT CORP US N 2 2055-11-15 Fixed 5.30000000 N N N N N N ams-OSRAM AG 5299001JPPT2QFTV5D76 03217CAB2 1900000.00000000 PA USD 2032551.60000000 0.007983944471 Long DBT CORP AT Y 2 2029-03-30 Fixed 12.25000000 N N N N N N Anchor Mortgage Trust 254900S7O2LYCU17JI96 03290CAC0 7600000.00000000 PA USD 7689681.52000000 0.030205378431 Long ABS-MBS CORP US Y 2 2040-05-25 Variable 7.96399920 N N N N N N Anchor Mortgage Trust N/A 03332JAA9 12500000.00000000 PA USD 12661987.50000000 0.049736796399 Long ABS-MBS CORP US N 3 2031-03-25 Variable 8.22999960 N N N N N N Anchor Mortgage Trust N/A 03332JAB7 7500000.00000000 PA USD 7694846.25000000 0.030225665699 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 14390000.00000000 PA USD 13319384.00000000 0.052319076304 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 7757000.00000000 PA USD 7751378.42000000 0.030447726337 Long DBT CORP US N 2 2036-02-01 Fixed 4.70000000 N N N N N N Anheuser-Busch InBev Worldwide, Inc. 549300CRGMZK3K53BF92 03523TBW7 1038000.00000000 PA USD 1082238.81000000 0.004251077593 Long DBT CORP US N 2 2059-01-23 Fixed 5.80000000 N N N N N N Antero Resources Corp. APVBKPOULHUX7YZLKU17 03674XAQ9 5289000.00000000 PA USD 5373624.00000000 0.021107811298 Long DBT CORP US Y 2 2029-02-01 Fixed 7.62500000 N N N N N N Antero Midstream Partners LP N/A 03690AAF3 3690000.00000000 PA USD 3694376.34000000 0.014511658919 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 5991000.00000000 PA USD 6010755.86000000 0.023610490881 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 1844000.00000000 PA USD 1853116.74000000 0.007279117121 Long DBT CORP US Y 2 2033-10-15 Fixed 5.75000000 N N N N N N Aon Corp. N/A 03740LAG7 864000.00000000 PA USD 903205.33000000 0.003547826879 Long DBT CORP US N 2 2033-02-28 Fixed 5.35000000 N N N N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833DG2 971000.00000000 PA USD 787131.22000000 0.003091883105 Long DBT CORP US N 2 2047-11-13 Fixed 3.75000000 N N N N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833EF3 4385000.00000000 PA USD 2801587.16000000 0.011004747096 Long DBT CORP US N 2 2051-02-08 Fixed 2.65000000 N N N N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833EK2 11155000.00000000 PA USD 7159938.93000000 0.028124528222 Long DBT CORP US N 2 2051-08-05 Fixed 2.70000000 N N N N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833EL0 5325000.00000000 PA USD 3255223.03000000 0.012786647047 Long DBT CORP US N 2 2061-08-05 Fixed 2.85000000 N N N N N N Aqua Finance Trust N/A 038370AB8 7729157.83080000 PA USD 7566694.80000000 0.029722281646 Long ABS-O CORP US Y 2 2040-07-16 Fixed 3.47000000 N N N N N N Aqua Finance Trust N/A 038370AD4 2095190.52000000 PA USD 2082837.91000000 0.008181471120 Long ABS-O CORP US Y 2 2040-07-16 Fixed 6.07000000 N N N N N N Aqua Finance Trust N/A 038413AC4 2896933.14000000 PA USD 2810502.27000000 0.011039766006 Long ABS-O CORP US Y 2 2046-07-17 Fixed 3.97000000 N N N N N N Aqua Finance Trust N/A 038413AD2 3398244.36000000 PA USD 3435382.75000000 0.013494321676 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 1938000.00000000 PA USD 2135288.40000000 0.008387498756 Long DBT NUSS EG Y 2 2033-02-04 Fixed 9.45000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 03846JAH3 1613000.00000000 PA USD 1746572.53000000 0.006860607177 Long DBT NUSS EG Y 2 2030-02-04 Fixed 8.62500000 N N N N N N Arbor Realty SR, Inc. 549300TW7RTL2CI3CN08 03881NAG2 17715000.00000000 PA USD 18084864.75000000 0.071038076445 Long DBT CORP US Y 2 2027-10-15 Fixed 9.00000000 N N N N N N Arbor Realty Trust, Inc. 549300ASFUWYQO0RW077 038923AQ1 29123000.00000000 PA USD 28118232.33000000 0.110449548027 Long DBT CORP US Y 2 2027-03-15 Fixed 4.50000000 N N N N N N Arbor Realty Trust, Inc. 549300ASFUWYQO0RW077 038923AW8 4854000.00000000 PA USD 4803387.97000000 0.018867901227 Long DBT CORP US N 2 2026-04-30 Fixed 5.00000000 N N N N N N Arbor Realty Trust, Inc. 549300ASFUWYQO0RW077 038923AX6 18930000.00000000 PA USD 18588719.93000000 0.073017239867 Long DBT CORP US Y 2 2026-09-01 Fixed 4.50000000 N N N N N N Archrock Partners LP N/A 03959KAD2 5645000.00000000 PA USD 5812791.98000000 0.022832880795 Long DBT CORP US Y 2 2032-09-01 Fixed 6.62500000 N N N N N N Ardagh Group SA 6354006L1NWUUOPYX274 03969UAA4 9786000.00000000 PA USD 8856330.00000000 0.034788020605 Long DBT CORP LU Y 2 2030-12-01 Variable 12.00000000 N N Y N N N Ardagh Group SA 6354006L1NWUUOPYX274 039959AA9 3436000.00000000 PA USD 3703554.45000000 0.014547710905 Long DBT CORP LU Y 2 2030-12-01 Fixed 9.50000000 N N N N N N Argentine Republic (The) 549300KPBYGYF7HCHO27 040114HT0 26140000.00000000 PA USD 18588807.50000000 0.073017583845 Long DBT NUSS AR N 2 2035-07-09 Variable 4.12499880 N N N N N N Arizona Public Service Co. YG6VT0TPHRH4TFVAQV64 040555CP7 146000.00000000 PA USD 127067.08000000 0.000499124603 Long DBT CORP US N 2 2044-01-15 Fixed 4.70000000 N N N N N N Arizona Public Service Co. YG6VT0TPHRH4TFVAQV64 040555CY8 971000.00000000 PA USD 800457.58000000 0.003144229583 Long DBT CORP US N 2 2049-03-01 Fixed 4.25000000 N N N N N N Asbury Automotive Group, Inc. 549300JH4DTA7U42GL91 043436AU8 3812000.00000000 PA USD 3792933.90000000 0.014898796981 Long DBT CORP US N 2 2028-03-01 Fixed 4.50000000 N N N N N N Asbury Automotive Group, Inc. 549300JH4DTA7U42GL91 043436AV6 1424000.00000000 PA USD 1398001.18000000 0.005491404888 Long DBT CORP US N 2 2030-03-01 Fixed 4.75000000 N N N N N N Ascent Resources Utica Holdings LLC N/A 04364VAX1 1385000.00000000 PA USD 1416659.72000000 0.005564696384 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 1415000.00000000 PA USD 1442160.29000000 0.005664863649 Long DBT CORP US Y 2 2033-07-15 Fixed 6.62500000 N N N N N N Atmos Energy Corp. QVLWEGTD2S8GJMO8D383 049560AK1 1078000.00000000 PA USD 1119928.90000000 0.004399125783 Long DBT CORP US N 2 2041-06-15 Fixed 5.50000000 N N N N N N Atmos Energy Corp. QVLWEGTD2S8GJMO8D383 049560AW5 928000.00000000 PA USD 589645.81000000 0.002316152468 Long DBT CORP US N 2 2052-02-15 Fixed 2.85000000 N N N N N N Atmos Energy Corp. QVLWEGTD2S8GJMO8D383 049560AY1 2083000.00000000 PA USD 2159396.94000000 0.008482198071 Long DBT CORP US N 2 2052-10-15 Fixed 5.75000000 N N N N N N AutoZone, Inc. GA3JGKJ41LJKXDN23E90 053332BK7 1920000.00000000 PA USD 2000063.08000000 0.007856328257 Long DBT CORP US N 2 2034-07-15 Fixed 5.40000000 N N N N N N Avantor Funding, Inc. 5493003VM0XB4U8YD238 05352TAA7 4178000.00000000 PA USD 4138540.04000000 0.016256351805 Long DBT CORP US Y 2 2028-07-15 Fixed 4.62500000 N N N N N N Avient Corp. SM8L9RZYIB34LNTWO040 05368VAA4 4618000.00000000 PA USD 4767927.99000000 0.018728612999 Long DBT CORP US Y 2 2030-08-01 Fixed 7.12500000 N N N N N N Avient Corp. SM8L9RZYIB34LNTWO040 05368VAB2 285000.00000000 PA USD 290662.10000000 0.001141732424 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 3593000.00000000 PA USD 3587038.85000000 0.014090032939 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 2047000.00000000 PA USD 1984186.78000000 0.007793965512 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 053773BH9 2975000.00000000 PA USD 3038114.63000000 0.011933836515 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 05377RJU9 3250000.00000000 PA USD 3335826.33000000 0.013103260052 Long ABS-O CORP US Y 2 2029-12-20 Fixed 7.37000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RJY1 6750000.00000000 PA USD 6894585.00000000 0.027082207307 Long ABS-O CORP US Y 2 2030-02-20 Fixed 7.52000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAK7 2112000.00000000 PA USD 2113520.64000000 0.008301994118 Long DBT CORP KY Y 2 2026-01-15 Fixed 5.50000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAM3 1010000.00000000 PA USD 1002354.30000000 0.003937288023 Long DBT CORP KY Y 2 2026-02-21 Fixed 2.12500000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAS0 3660000.00000000 PA USD 3813720.00000000 0.014980445618 Long DBT CORP KY Y 2 2028-05-04 Fixed 6.37500000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAU5 11663000.00000000 PA USD 12070038.70000000 0.047411597693 Long DBT CORP KY Y 2 2029-03-01 Fixed 5.75000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAV3 34030000.00000000 PA USD 35340155.00000000 0.138817550875 Long DBT CORP KY Y 2 2029-11-15 Fixed 5.75000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAX9 19980000.00000000 PA USD 20315064.60000000 0.079798391196 Long DBT CORP KY Y 2 2030-01-15 Fixed 5.15000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAZ4 865000.00000000 PA USD 887922.50000000 0.003487795308 Long DBT CORP KY Y 2 2030-05-30 Fixed 5.37500000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401ABA8 14910000.00000000 PA USD 15007511.40000000 0.058950108659 Long DBT CORP KY Y 2 2030-10-10 Fixed 4.90000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401ABC4 2070000.00000000 PA USD 2050490.25000000 0.008054408210 Long DBT CORP KY Y 2 2032-10-15 Fixed 4.95000000 N N N N N N Axalta Coating Systems LLC N/A 05454NAA7 3121000.00000000 PA USD 3120843.01000000 0.012258796921 Long DBT CORP US Y 2 2027-06-15 Fixed 4.75000000 N N N N N N Axon Enterprise, Inc. 549300QP2IEEGFE16681 05464CAC5 436000.00000000 PA USD 449415.72000000 0.001765323031 Long DBT CORP US Y 2 2030-03-15 Fixed 6.12500000 N N N N N N BBCCRE Trust N/A 05490TAA0 9126000.00000000 PA USD 8444042.31000000 0.033168537969 Long ABS-MBS CORP US Y 2 2033-08-10 Fixed 3.96600000 N N N N N N BAMLL Re-REMIC Trust N/A 05494BAE7 10609000.00000000 PA USD 10286306.05000000 0.040405024070 Long ABS-MBS CORP US Y 3 2052-09-27 Variable 1.74105360 N N N N N N BAMLL Re-REMIC Trust N/A 05494BAG2 10608000.00000000 PA USD 10167030.74000000 0.039936505852 Long ABS-MBS CORP US Y 3 2052-09-27 Variable 1.74117240 N N N N N N BAMLL Re-REMIC Trust N/A 05494BAS6 7519000.00000000 PA USD 6771167.03000000 0.026597416555 Long ABS-MBS CORP US Y 3 2051-02-27 Variable 1.02088440 N N N N N N BAMLL Re-REMIC Trust N/A 05494BAU1 7518000.00000000 PA USD 6620747.75000000 0.026006563571 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 8773000.00000000 PA USD 7332201.44000000 0.028801182293 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 7496000.00000000 PA USD 6048874.71000000 0.023760223258 Long ABS-MBS CORP US Y 2 2051-11-27 None 0.00000000 N N N N N N BAE Systems plc 8SVCSVKSGDWMW2QHOH83 05523RAE7 1494000.00000000 PA USD 1021159.98000000 0.004011157491 Long DBT CORP GB Y 2 2050-09-15 Fixed 3.00000000 N N N N N N BAE Systems plc 8SVCSVKSGDWMW2QHOH83 05523RAF4 764000.00000000 PA USD 679909.55000000 0.002670712070 Long DBT CORP GB Y 2 2031-02-15 Fixed 1.90000000 N N N N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 05526DBB0 1875000.00000000 PA USD 1856899.67000000 0.007293976622 Long DBT CORP US N 2 2027-08-15 Fixed 3.55700000 N N N N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 05526DBD6 24553000.00000000 PA USD 22743898.38000000 0.089338948017 Long DBT CORP US N 2 2037-08-15 Fixed 4.39000000 N N N N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 05526DBR5 267000.00000000 PA USD 256286.87000000 0.001006705137 Long DBT CORP US N 2 2028-03-25 Fixed 2.25900000 N N N N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 05526DBV6 6410000.00000000 PA USD 6159382.97000000 0.024194304150 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 1942000.00000000 PA USD 1989503.09000000 0.007814848192 Long DBT CORP AU N 2 2033-02-28 Fixed 4.90000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 05565AM34 3800000.00000000 PA USD 4005564.80000000 0.015734019712 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 6380000.00000000 PA USD 6508359.54000000 0.025565098159 Long DBT CORP FR Y 2 2027-10-19 Variable 6.61200000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAR6 10690000.00000000 PA USD 11371366.28000000 0.044667184314 Long DBT CORP FR Y 2 2029-10-19 Variable 6.71400000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAS4 11360000.00000000 PA USD 12769306.04000000 0.050158347942 Long DBT CORP FR Y 2 2034-10-19 Variable 7.00300000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAY1 8035000.00000000 PA USD 8478190.43000000 0.033302673158 Long DBT CORP FR Y 2 2035-05-30 Variable 5.93600000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571ABA2 6090000.00000000 PA USD 6573344.54000000 0.025820361854 Long DBT CORP FR Y 2 2036-01-14 Variable 6.29300000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578AAY4 17959000.00000000 PA USD 18338862.66000000 0.072035790456 Long DBT CORP FR Y 2 2028-01-18 Fixed 5.12500000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578AE46 1625000.00000000 PA USD 1642467.06000000 0.006451676702 Long DBT CORP FR Y 2 2027-07-19 Fixed 4.75000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAF0 6550000.00000000 PA USD 5895601.62000000 0.023158160393 Long DBT CORP FR Y 2 2032-10-19 Variable 3.11600000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 05581KAH4 21495000.00000000 PA USD 22066495.52000000 0.086678082325 Long DBT CORP FR Y 2 2030-01-09 Variable 5.17600000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAJ1 2015000.00000000 PA USD 1791960.88000000 0.007038894442 Long DBT CORP FR Y 2 2032-01-20 Variable 2.27700000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAN2 3190000.00000000 PA USD 3196052.93000000 0.012554224513 Long DBT CORP FR Y 2 2027-01-18 Variable 5.97500000 N N N N N N BG Beta I Ltd. 254900Z3OU5JTNX05R08 05593PAD8 23887500.00000000 PA USD 24549255.41000000 0.096430463075 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 30213837.24000000 PA USD 30839263.67000000 0.121137868621 Long ABS-O CORP KY N 3 2054-07-16 Fixed 7.12000000 N N N N N N BG Beta I Ltd. 254900Z3OU5JTNX05R08 05593PAG1 23880000.00000000 PA USD 23880000.00000000 0.093801600895 Long DBT CORP KY N 3 2054-07-16 Variable 0.00000000 N N N N N N BWAY Mortgage Trust N/A 05604FAS4 4853724.00000000 PA USD 4096205.24000000 0.016090059007 Long ABS-MBS CORP US Y 2 2033-03-10 Variable 4.05784800 N N N N N N BWX Technologies, Inc. 549300NP85N265KWMS58 05605HAB6 675000.00000000 PA USD 662219.96000000 0.002601226649 Long DBT CORP US Y 2 2028-06-30 Fixed 4.12500000 N N N N N N BWX Technologies, Inc. 549300NP85N265KWMS58 05605HAC4 1633000.00000000 PA USD 1602553.04000000 0.006294892825 Long DBT CORP US Y 2 2029-04-15 Fixed 4.12500000 N N N N N N BX N/A 05608VAL0 2208444.71300000 PA USD 2207117.88000000 0.008669647843 Long ABS-MBS CORP US Y 2 2034-01-15 Floating 6.32347920 N N N N N N BX N/A 05608VAN6 1359043.00870000 PA USD 1357917.72000000 0.005333955444 Long ABS-MBS CORP US Y 2 2034-01-15 Floating 7.07348160 N N N N N N Commonwealth of the Bahamas 549300W13SXC7EKNJC20 056732AP5 4943000.00000000 PA USD 5355740.50000000 0.021037564191 Long DBT NUSS BS Y 2 2036-06-24 Fixed 8.25000000 N N N N N N Baker Hughes Holdings LLC 549300XU3XH6F05YEQ93 057224AZ0 877000.00000000 PA USD 868429.19000000 0.003411224802 Long DBT CORP US N 2 2040-09-15 Fixed 5.12500000 N N N N N N Baker Hughes Holdings LLC N/A 05723KAF7 1864000.00000000 PA USD 1507011.03000000 0.005919599965 Long DBT CORP US N 2 2047-12-15 Fixed 4.08000000 N N N N N N Ball Corp. 0BGI85ALH27ZJP15DY16 058498AZ9 5521000.00000000 PA USD 5682246.33000000 0.022320092229 Long DBT CORP US N 2 2029-06-15 Fixed 6.00000000 N N N N N N Ball Corp. 0BGI85ALH27ZJP15DY16 058498BA3 2765000.00000000 PA USD 2817064.95000000 0.011065544478 Long DBT CORP US N 2 2033-09-15 Fixed 5.50000000 N N N N N N Baltimore Gas and Electric Co. 88V8C2WYSOD1SPSSLH72 059165EK2 1360000.00000000 PA USD 1137268.64000000 0.004467236979 Long DBT CORP US N 2 2048-09-15 Fixed 4.25000000 N N N N N N Baltimore Gas and Electric Co. 88V8C2WYSOD1SPSSLH72 059165EL0 1432000.00000000 PA USD 994011.73000000 0.003904518072 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 816000.00000000 PA USD 533536.66000000 0.002095753469 Long DBT CORP US N 2 2050-06-15 Fixed 2.90000000 N N N N N N Baltimore Gas and Electric Co. 88V8C2WYSOD1SPSSLH72 059165ET3 7576000.00000000 PA USD 7922031.91000000 0.031118060113 Long DBT CORP US N 2 2035-06-01 Fixed 5.45000000 N N N N N N Banco Bilbao Vizcaya Argentaria SA K8MS7FD7N5Z2WQ51AZ71 05946KAQ4 24600000.00000000 PA USD 25517533.01000000 0.100233896450 Long DBT CORP ES N 2 2029-03-13 Fixed 5.38100000 N N N N N N Banc of America Funding Trust N/A 05946XF57 439346.47480000 PA USD 414851.06000000 0.001629551656 Long ABS-MBS CORP US N 2 2035-08-25 Fixed 5.50000000 N N N N N N Banc of America Funding Trust N/A 05946XV83 17431.92560000 PA USD 17370.51000000 0.000068232062 Long ABS-MBS CORP US N 2 2035-11-25 None 0.00000000 N N N N N N Banc of America Alternative Loan Trust N/A 05948KSN0 8778.88860000 PA USD 7753.74000000 0.000030457002 Long ABS-MBS CORP US N 2 2019-07-25 Fixed 5.00000000 N N N N N N Banc of America Mortgage Trust N/A 05949AHR4 34532.58170000 PA USD 33301.82000000 0.000130810888 Long ABS-MBS CORP US N 2 2034-07-25 Variable 5.82526080 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAN5 3000000.00000000 PA USD 2942549.31000000 0.011558452093 Long DBT CORP ES N 2 2027-09-14 Variable 1.72200000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAU9 23000000.00000000 PA USD 23859229.86000000 0.093720014949 Long DBT CORP ES N 2 2028-08-08 Fixed 5.58800000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAZ8 3600000.00000000 PA USD 4148204.33000000 0.016294313525 Long DBT CORP ES N 2 2033-11-07 Fixed 6.93800000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HBG9 2600000.00000000 PA USD 2741340.29000000 0.010768094966 Long DBT CORP ES N 2 2031-07-15 Fixed 5.43900000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05971KAP4 15000000.00000000 PA USD 16693740.00000000 0.065573682451 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 12000000.00000000 PA USD 12060158.28000000 0.047372787006 Long DBT CORP ES N 2 2030-11-06 Fixed 4.55100000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05971KAS8 12400000.00000000 PA USD 12500823.16000000 0.049103736386 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 2850000.00000000 PA USD 2777866.50000000 0.010911571389 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 5614195.87000000 PA USD 5877613.94000000 0.023087504062 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 2450000.00000000 PA USD 2538959.50000000 0.009973135079 Long DBT CORP MX Y 2 2030-05-07 Fixed 5.87500000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GGL7 971000.00000000 PA USD 965991.22000000 0.003794452382 Long DBT CORP US N 2 2028-04-24 Variable 3.70500000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GHG7 266000.00000000 PA USD 265579.17000000 0.001043205666 Long DBT CORP US N 2 2029-03-05 Variable 3.97000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GHQ5 11190000.00000000 PA USD 11141081.35000000 0.043762615843 Long DBT CORP US N 2 2030-02-07 Variable 3.97400000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GHT9 8019000.00000000 PA USD 8000534.73000000 0.031426422349 Long DBT CORP US N 2 2027-04-23 Variable 3.55900000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GHU6 1491000.00000000 PA USD 1349257.56000000 0.005299937987 Long DBT CORP US N 2 2040-04-23 Variable 4.07800000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GHZ5 13198000.00000000 PA USD 12333147.07000000 0.048445097958 Long DBT CORP US N 2 2031-02-13 Variable 2.49600000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJA8 3398000.00000000 PA USD 2799749.41000000 0.010997528340 Long DBT CORP US N 2 2051-03-20 Variable 4.08300000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJE0 8412000.00000000 PA USD 6328848.96000000 0.024859973378 Long DBT CORP US N 2 2041-06-19 Variable 2.67600000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJF7 14562000.00000000 PA USD 13128003.56000000 0.051567326234 Long DBT CORP US N 2 2031-07-23 Variable 1.89800000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJL4 7165000.00000000 PA USD 6426649.90000000 0.025244139406 Long DBT CORP US N 2 2031-10-24 Variable 1.92200000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJP5 4854000.00000000 PA USD 4474158.34000000 0.017574673992 Long DBT CORP US N 2 2032-03-11 Variable 2.65100000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJQ3 3083000.00000000 PA USD 3060836.65000000 0.012023089524 Long DBT CORP US N 2 2027-03-11 Variable 1.65800000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJT7 724000.00000000 PA USD 666558.16000000 0.002618267273 Long DBT CORP US N 2 2032-04-22 Variable 2.68700000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJZ3 12355000.00000000 PA USD 11780821.14000000 0.046275539480 Long DBT CORP US N 2 2029-06-14 Variable 2.08700000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKA6 21357000.00000000 PA USD 19158060.86000000 0.075253633949 Long DBT CORP US N 2 2032-07-21 Variable 2.29900000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKL2 15030000.00000000 PA USD 14211731.63000000 0.055824253701 Long DBT CORP US N 2 2037-03-08 Variable 3.84600000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKQ1 16731000.00000000 PA USD 16800202.76000000 0.065991872456 Long DBT CORP US N 2 2033-04-27 Variable 4.57100000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GLC1 3223000.00000000 PA USD 3351748.76000000 0.013165803998 Long DBT CORP US N 2 2028-11-10 Variable 6.20400000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GLG2 2369000.00000000 PA USD 2429500.02000000 0.009543173838 Long DBT CORP US N 2 2029-04-25 Variable 5.20200000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GLS6 22241000.00000000 PA USD 23249558.18000000 0.091325200058 Long DBT CORP US N 2 2029-09-15 Variable 5.81900000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GMA4 10662000.00000000 PA USD 11213673.31000000 0.044047759983 Long DBT CORP US N 2 2035-01-23 Variable 5.46800000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GMB2 10000000.00000000 PA USD 10306416.90000000 0.040484020298 Long DBT CORP US N 2 2035-08-15 Variable 5.42500000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GML0 16910000.00000000 PA USD 17540219.64000000 0.068898688538 Long DBT CORP US N 2 2031-01-24 Variable 5.16200000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06055HAH6 8600000.00000000 PA USD 8918578.40000000 0.035032534825 Long DBT CORP US N 2 2030-05-01 Variable 6.62500000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06055HAK9 15805000.00000000 PA USD 15981810.54000000 0.062777194885 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 4145000.00000000 PA USD 4316686.81000000 0.016956119486 Long DBT CORP IE Y 2 2030-03-20 Variable 5.60100000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368L3L8 3500000.00000000 PA USD 3702650.77000000 0.014544161213 Long DBT CORP CA N 2 2031-06-04 Fixed 5.51100000 N N N N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 06406RBT3 2500000.00000000 PA USD 2657647.20000000 0.010439345141 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 8610000.00000000 PA USD 9661803.54000000 0.037951953081 Long DBT CORP US N 2 2034-10-25 Variable 6.47400000 N N N N N N Bank of New Zealand N7LGVZM7X4UQ66T7LT74 06407EAE5 889000.00000000 PA USD 872810.98000000 0.003428436650 Long DBT CORP NZ Y 2 2027-01-27 Fixed 2.28500000 N N N N N N Bank of New Zealand N7LGVZM7X4UQ66T7LT74 06407EAH8 1340000.00000000 PA USD 1381057.39000000 0.005424848999 Long DBT CORP NZ Y 2 2029-01-30 Fixed 5.07600000 N N N N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 06418GAN7 7050000.00000000 PA USD 7156153.75000000 0.028109659882 Long DBT CORP CA N 2 2032-11-10 Variable 4.74000000 N N N N N N BANK N/A 06540WBD4 9707447.00000000 PA USD 9205547.72000000 0.036159761861 Long ABS-MBS CORP US N 2 2061-08-15 Fixed 3.18300000 N N N N N N BankBoston Home Equity Loan Trust N/A 06606WAF1 5.54000000 PA USD 5.52000000 0.000000021682 Long ABS-O CORP US N 2 2028-07-25 Fixed 6.35000000 N N N N N N Banque Federative du Credit Mutuel SA VBHFXSYT7OG62HNT8T76 06675FAY3 6030000.00000000 PA USD 5914989.99000000 0.023234318691 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 6790000.00000000 PA USD 7064243.08000000 0.027748631072 Long DBT CORP FR Y 2 2028-07-13 Fixed 5.79000000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738ECE3 17880000.00000000 PA USD 20578381.48000000 0.080832710496 Long DBT CORP GB N 2 2033-11-02 Variable 7.43700000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738ECU7 26660000.00000000 PA USD 27192138.13000000 0.106811812745 Long DBT CORP GB N 2 2030-09-10 Variable 4.94200000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738EDD4 5030000.00000000 PA USD 5059733.79000000 0.019874837923 Long DBT CORP GB N 2 2029-11-11 Variable 4.47600000 N N N N N N Bastion Funding I LLC 549300NX3WVP5ASDEU57 07030UAA0 14146880.42000000 PA USD 14263082.90000000 0.056025963556 Long ABS-O CORP US Y 3 2038-04-25 Fixed 7.11900000 N N N N N N Bastion Funding LLC 549300NX3WVP5ASDEU57 07030UAC6 8641818.17000000 PA USD 8781815.62000000 0.034495325122 Long ABS-O CORP US Y 3 2038-04-25 Fixed 8.05700000 N N N N N N Bastion Funding I LLC 549300NX3WVP5ASDEU57 07030UAE2 6637999.37000000 PA USD 6641982.17000000 0.026089973227 Long ABS-O CORP US Y 3 2038-04-25 Fixed 11.73500000 N N N N N N Bausch + Lomb Corp. 549300NY6OZM39SO6475 071705AA5 1051000.00000000 PA USD 1095667.50000000 0.004303826028 Long DBT CORP CA Y 2 2028-10-01 Fixed 8.37500000 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 071734AN7 2228000.00000000 PA USD 2016329.68000000 0.007920224117 Long DBT CORP CA Y 2 2028-06-01 Fixed 4.87500000 N N N N N N Bayview Opportunity Master Fund VII Trust N/A 072926AG3 8000000.00000000 PA USD 8192879.20000000 0.032181959166 Long ABS-O CORP US Y 2 2029-10-15 Fixed 8.00000000 N N N N N N Baytex Energy Corp. 549300R5LTV2H7I1I079 07317QAJ4 5621000.00000000 PA USD 5928647.95000000 0.023287967707 Long DBT CORP CA Y 2 2030-04-30 Fixed 8.50000000 N N N N N N Bear Stearns ARM Trust N/A 07384MYS5 8014.60670000 PA USD 8041.26000000 0.000031586392 Long ABS-MBS CORP US N 2 2033-10-25 Variable 6.86457000 N N N N N N Bear Stearns Asset-Backed Securities Trust N/A 07384YLJ3 89237.57750000 PA USD 87805.30000000 0.000344902751 Long ABS-O CORP US N 2 2043-06-25 Variable 6.13461960 N N N N N N SACO I, Inc. N/A 073919AK8 8138.91760000 PA USD 7682.54000000 0.000030177326 Long ABS-MBS CORP US Y 3 2036-08-25 Fixed 7.00000000 N N N N N N Benin Government International Bond 635400Q11P6AE5A5Y230 08205QAA6 2340000.00000000 PA USD 2377697.40000000 0.009339691062 Long DBT NUSS BJ Y 2 2038-02-13 Fixed 7.96000000 N N N N N N Berkshire Hathaway Energy Co. 549300JD0S5IZJE9LY15 084659BC4 7514000.00000000 PA USD 4752003.88000000 0.018666062454 Long DBT CORP US N 2 2051-05-15 Fixed 2.85000000 N N N N N N Berkshire Hathaway Energy Co. 549300JD0S5IZJE9LY15 084659BF7 1160000.00000000 PA USD 994385.20000000 0.003905985078 Long DBT CORP US N 2 2053-05-01 Fixed 4.60000000 N N N N N N Berkshire Hathaway Finance Corp. 549300RLHFT5RU20WM87 084664CX7 2190000.00000000 PA USD 1346856.68000000 0.005290507234 Long DBT CORP US N 2 2051-01-15 Fixed 2.50000000 N N N N N N Berkshire Hathaway Finance Corp. 549300RLHFT5RU20WM87 084664DB4 4281000.00000000 PA USD 3374633.91000000 0.013255697788 Long DBT CORP US N 2 2052-03-15 Fixed 3.85000000 N N N N N N Berry Global, Inc. 549300AP2Q7ERHX6RI89 08576BAB8 25745000.00000000 PA USD 27260130.84000000 0.107078890846 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 2778000.00000000 PA USD 2784039.37000000 0.010935818670 Long DBT CORP US Y 2 2029-01-31 Fixed 6.62500000 N N N N N N Biogen, Inc. W8J5WZB5IY3K0NDQT671 09062XAH6 10000000.00000000 PA USD 9203522.90000000 0.036151808287 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 1391069.34070000 PA USD 1131954.85000000 0.004446364198 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 3170000.00000000 PA USD 3179712.88000000 0.012490040139 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 1596000.00000000 PA USD 1664546.60000000 0.006538406023 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 1116000.00000000 PA USD 1186640.57000000 0.004661171907 Long DBT CORP US Y 2 2032-07-15 Fixed 7.25000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659T2D2 25125000.00000000 PA USD 26279928.16000000 0.103228615277 Long DBT CORP FR Y 2 2035-11-19 Variable 5.90600000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2M5 1000000.00000000 PA USD 958164.42000000 0.003763708396 Long DBT CORP FR Y 2 2028-09-30 Variable 1.90400000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2N3 442000.00000000 PA USD 440392.82000000 0.001729880717 Long DBT CORP FR Y 2 2027-01-13 Variable 1.32300000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2R4 832000.00000000 PA USD 785146.50000000 0.003084087045 Long DBT CORP FR Y 2 2029-09-15 Variable 2.15900000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2U7 2128000.00000000 PA USD 1946887.30000000 0.007647451654 Long DBT CORP FR Y 2 2033-01-20 Variable 3.13200000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2W3 4215000.00000000 PA USD 4370434.91000000 0.017167244186 Long DBT CORP FR Y 2 2030-05-20 Variable 5.49700000 N N N N N N Bombardier, Inc. W7L3VLU8EHQY34Z36697 097751BX8 6040000.00000000 PA USD 6058319.32000000 0.023797322066 Long DBT CORP CA Y 2 2028-02-15 Fixed 6.00000000 N N N N N N Bombardier, Inc. W7L3VLU8EHQY34Z36697 097751CA7 1935000.00000000 PA USD 2089014.39000000 0.008205732582 Long DBT CORP CA Y 2 2030-11-15 Fixed 8.75000000 N N N N N N Boyne USA, Inc. N/A 103557AC8 4500000.00000000 PA USD 4428392.85000000 0.017394905306 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 5102000.00000000 PA USD 3407203.25000000 0.013383631466 Long DBT CORP US N 2 2050-02-24 Fixed 3.00000000 N N N N N N BP Capital Markets America, Inc. 5493009NTB34VXE1T760 10373QBN9 3971000.00000000 PA USD 2515557.62000000 0.009881211553 Long DBT CORP US N 2 2050-11-10 Fixed 2.77200000 N N N N N N BP Capital Markets America, Inc. 5493009NTB34VXE1T760 10373QBP4 5194000.00000000 PA USD 3388132.89000000 0.013308722325 Long DBT CORP US N 2 2051-06-04 Fixed 2.93900000 N N N N N N BP Capital Markets America, Inc. 5493009NTB34VXE1T760 10373QBS8 2952000.00000000 PA USD 1938099.02000000 0.007612930936 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 4476000.00000000 PA USD 4554622.86000000 0.017890741865 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 3466000.00000000 PA USD 3548921.55000000 0.013940306651 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 11245000.00000000 PA USD 11709683.99000000 0.045996109892 Long DBT CORP US N 2 2034-11-17 Fixed 5.22700000 N N N N N N Braskem Netherlands Finance BV 2549000TLMHFQ74DS330 10554TAD7 8200000.00000000 PA USD 2911000.00000000 0.011434525134 Long DBT CORP NL Y 2 2030-01-31 Fixed 4.50000000 N N N N N N Federative Republic of Brazil 254900ZFY40OYEADAP90 105756CJ7 6690000.00000000 PA USD 6703380.00000000 0.026331146374 Long DBT NUSS BR N 2 2054-05-13 Fixed 7.12500000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 107933AF0 10000000.00000000 PA USD 10127809.00000000 0.039782441279 Long ABS-O CORP US N 2 2029-11-15 Fixed 6.03000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 107933AG8 26250000.00000000 PA USD 26999109.38000000 0.106053588048 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 10805MAF4 6000000.00000000 PA USD 6128940.60000000 0.024074725296 Long ABS-O CORP US N 2 2030-02-15 Fixed 6.30000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10805MAG2 13900000.00000000 PA USD 14275158.22000000 0.056073395899 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 10805NAG0 32500000.00000000 PA USD 33109264.50000000 0.130054523223 Long ABS-O CORP US Y 2 2031-04-15 Fixed 7.70000000 N N N N N N Bridge Trust N/A 10806DAL0 5900000.00000000 PA USD 5717338.95000000 0.022457937452 Long ABS-O CORP US Y 2 2040-08-17 Fixed 5.50000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10806EAG9 17950000.00000000 PA USD 18364298.57000000 0.072135703734 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 10807UAF4 19555000.00000000 PA USD 19610960.54000000 0.077032642116 Long ABS-O CORP US N 2 2031-08-15 Fixed 5.41000000 N N N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122CQ9 5823000.00000000 PA USD 5366404.42000000 0.021079452497 Long DBT CORP US N 2 2039-06-15 Fixed 4.12500000 N N N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122DR6 3883000.00000000 PA USD 2789690.41000000 0.010958016183 Long DBT CORP US N 2 2040-11-13 Fixed 2.35000000 N N N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122DW5 6576000.00000000 PA USD 4969117.90000000 0.019518895061 Long DBT CORP US N 2 2052-03-15 Fixed 3.70000000 N N N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122DX3 3680000.00000000 PA USD 2728745.28000000 0.010718621260 Long DBT CORP US N 2 2062-03-15 Fixed 3.90000000 N N N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122EH7 12910000.00000000 PA USD 13548392.79000000 0.053218632046 Long DBT CORP US N 2 2034-02-22 Fixed 5.20000000 N N N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122EK0 30105000.00000000 PA USD 30415553.85000000 0.119473519399 Long DBT CORP US N 2 2054-02-22 Fixed 5.55000000 N N N N N N British Airways Pass-Through Trust N/A 11042TAA1 381590.55160000 PA USD 375646.10000000 0.001475552996 Long ABS-O CORP US Y 2 2031-09-20 Fixed 3.80000000 N N N N N N British Airways Pass-Through Trust N/A 11043HAA6 1146846.05390000 PA USD 1110598.49000000 0.004362475557 Long ABS-O CORP US Y 2 2031-09-20 Fixed 4.12500000 N N N N N N British Airways Pass-Through Trust N/A 11043XAA1 402637.39390000 PA USD 383425.95000000 0.001506112560 Long ABS-O CORP US Y 2 2032-12-15 Fixed 3.30000000 N N N N N N British Airways Pass-Through Trust 635400GSHSFIWYIDXC76 11043XAB9 636049.56380000 PA USD 617252.71000000 0.002424593482 Long ABS-O CORP US Y 2 2029-06-15 Fixed 3.35000000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FBP5 31220000.00000000 PA USD 27343681.72000000 0.107407082065 Long DBT CORP US Y 2 2035-11-15 Fixed 3.13700000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FCL3 10510000.00000000 PA USD 10814228.03000000 0.042478722850 Long DBT CORP US N 2 2032-07-15 Fixed 4.90000000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FCT6 674000.00000000 PA USD 621775.82000000 0.002442360440 Long DBT CORP US N 2 2034-04-15 Fixed 3.46900000 N N N N N N Brooklyn Union Gas Co. (The) 83BQ1DXS6VA5GZFK8S35 114259AQ7 971000.00000000 PA USD 794492.23000000 0.003120797448 Long DBT CORP US Y 2 2048-03-15 Fixed 4.27300000 N N N N N N Brooklyn Union Gas Co. (The) 83BQ1DXS6VA5GZFK8S35 114259AT1 1000000.00000000 PA USD 987448.78000000 0.003878738541 Long DBT CORP US Y 2 2029-03-04 Fixed 3.86500000 N N N N N N Buckeye Partners LP 549300C1PQJLVEIUBK50 118230AR2 2156000.00000000 PA USD 2132426.08000000 0.008376255447 Long DBT CORP US N 2 2027-12-01 Fixed 4.12500000 N N N N N N Builders FirstSource, Inc. 549300W0SKP6L3H7DP63 12008RAP2 10763000.00000000 PA USD 10229763.31000000 0.040182921912 Long DBT CORP US Y 2 2032-02-01 Fixed 4.25000000 N N N N N N Builders FirstSource, Inc. 549300W0SKP6L3H7DP63 12008RAS6 1920000.00000000 PA USD 1997024.64000000 0.007844393143 Long DBT CORP US Y 2 2034-03-01 Fixed 6.37500000 N N N N N N Bunge Ltd. Finance Corp. 549300QHC068L40NNM71 120568BN9 6574000.00000000 PA USD 6194876.17000000 0.024333722868 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 12189LAK7 2437000.00000000 PA USD 2200031.19000000 0.008641811040 Long DBT CORP US N 2 2042-09-01 Fixed 4.37500000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LBE0 1873000.00000000 PA USD 1401103.76000000 0.005503591947 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 12708000.00000000 PA USD 12236978.36000000 0.048067343395 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 16045000.00000000 PA USD 16113851.98000000 0.063295858974 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 12189TAK0 98000.00000000 PA USD 106976.97000000 0.000420209842 Long DBT CORP US N 2 2029-05-13 Fixed 7.08200000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189TAZ7 1629000.00000000 PA USD 1833338.27000000 0.007201426495 Long DBT CORP US N 2 2037-05-01 Fixed 6.15000000 N N N N N N Business Jet Securities LLC N/A 12326TAC2 11077397.47000000 PA USD 11160991.94000000 0.043840825441 Long ABS-O CORP US Y 3 2039-09-15 Fixed 7.97400000 N N N N N N Business Jet Securities LLC N/A 12327AAC2 6640529.15180000 PA USD 6635639.07000000 0.026065057275 Long ABS-O CORP US Y 3 2037-06-15 Fixed 6.41300000 N N N N N N BXG Receivables Note Trust N/A 123919AC6 12495631.15920000 PA USD 12819430.45000000 0.050355238642 Long ABS-O CORP US Y 2 2038-11-15 Fixed 7.38000000 N N N N N N CCO Holdings LLC N/A 1248EPCD3 31486000.00000000 PA USD 29989693.97000000 0.117800724654 Long DBT CORP US Y 2 2030-03-01 Fixed 4.75000000 N N N N N N CCO Holdings LLC N/A 1248EPCE1 16536000.00000000 PA USD 15472609.53000000 0.060777032828 Long DBT CORP US Y 2 2030-08-15 Fixed 4.50000000 N N N N N N CCO Holdings LLC N/A 1248EPCK7 15310000.00000000 PA USD 14104054.27000000 0.055401292698 Long DBT CORP US Y 2 2031-02-01 Fixed 4.25000000 N N N N N N CCO Holdings LLC N/A 1248EPCN1 2525000.00000000 PA USD 2274692.46000000 0.008935083513 Long DBT CORP US N 2 2032-05-01 Fixed 4.50000000 N N N N N N CCO Holdings LLC N/A 1248EPCQ4 1060000.00000000 PA USD 973965.31000000 0.003825774928 Long DBT CORP US Y 2 2032-02-01 Fixed 4.75000000 N N N N N N CARS-DB4 LP N/A 12510HAF7 4508250.54120000 PA USD 4281705.09000000 0.016818709882 Long ABS-O CORP US Y 2 2050-02-15 Fixed 3.81000000 N N N N N N CARS-DB4 LP N/A 12510HAH3 8697873.00000000 PA USD 8495720.51000000 0.033371532018 Long ABS-O CORP US Y 2 2050-02-15 Fixed 4.52000000 N N N N N N CARS-DB4 LP N/A 12510HAJ9 9697740.00000000 PA USD 8895787.33000000 0.034943010585 Long ABS-O CORP US Y 2 2050-02-15 Fixed 4.95000000 N N N N N N CFCRE Commercial Mortgage Trust N/A 12527DAF7 919002.71810000 PA USD 906106.63000000 0.003559223303 Long ABS-MBS CORP US Y 2 2047-12-15 Variable 5.07983400 N N N N N N CF Industries, Inc. 5FVKT86LAD2F40NPC183 12527GAD5 2063000.00000000 PA USD 1871211.60000000 0.007350194459 Long DBT CORP US N 2 2043-06-01 Fixed 4.95000000 N N N N N N Cascade Funding Mortgage Trust N/A 12529YAQ5 21870878.00000000 PA USD 21506312.33000000 0.084477660214 Long ABS-MBS CORP US Y 2 2026-02-28 Fixed 0.00000000 N N N N N N Cascade Funding Mortgage Trust N/A 12529YAS1 6795213.00000000 PA USD 6657847.77000000 0.026152293942 Long ABS-MBS CORP US Y 2 2026-02-28 Fixed 0.00000000 N N N N N N Cascade Funding Mortgage Trust N/A 12529YBA9 10862634.00000000 PA USD 10453080.11000000 0.041060119288 Long ABS-MBS CORP US Y 2 2029-09-29 Variable 2.38683960 N N N N N N Cascade Funding Mortgage Trust N/A 12529YBN1 8736703.00000000 PA USD 8612781.60000000 0.033831352690 Long ABS-MBS CORP US Y 2 2026-01-29 Fixed 0.00000000 N N N N N N Cascade Funding Mortgage Trust N/A 12529YBQ4 2800000.00000000 PA USD 2737422.80000000 0.010752706908 Long ABS-MBS CORP US Y 2 2026-02-28 Fixed 0.00000000 N N N N N N Cascade Funding Mortgage Trust N/A 12529YBY7 17231384.00000000 PA USD 13551656.41000000 0.053231451676 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 11736304.00000000 PA USD 9413196.51000000 0.036975414664 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 14852394.00000000 PA USD 11159182.86000000 0.043833719302 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 10806374.03000000 PA USD 10806374.03000000 0.042447872022 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 5307201.74000000 PA USD 5307201.74000000 0.020846901988 Long DBT CORP US N 3 2027-08-17 Fixed 0.00000000 N N N N N N CFIN LLC N/A N/A 15076756.28000000 PA USD 15076756.28000000 0.059222105334 Long DBT CORP US N 3 2027-08-17 Fixed 0.00000000 N N N N N N CFIN Issuer LLC N/A 12531CAA4 2825617.20000000 PA USD 2812941.48000000 0.011049347322 Long ABS-O CORP US Y 3 2026-02-16 Variable 4.74999840 N N N N N N CFIN Issuer LLC N/A 12531CAB2 2910673.53000000 PA USD 2885932.80000000 0.011336060164 Long ABS-O CORP US Y 3 2026-02-16 Variable 6.50000160 N N N N N N CGI, Inc. 549300WSRCZY73ZG3090 12532HAC8 3626000.00000000 PA USD 3553410.96000000 0.013957941234 Long DBT CORP CA N 2 2026-09-14 Fixed 1.45000000 N N N N N N Cigna Group (The) 549300VIWYMSIGT1U456 125523CU2 3480000.00000000 PA USD 3604155.30000000 0.014157267044 Long DBT CORP US N 2 2031-05-15 Fixed 5.12500000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AS6 2039000.00000000 PA USD 1477910.43000000 0.005805291637 Long DBT CORP US Y 2 2028-02-01 Fixed 5.37500000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307BH9 2571000.00000000 PA USD 1453606.12000000 0.005709823330 Long DBT CORP US Y 2 2031-11-15 Fixed 4.50000000 N N N N N N COOF Securitization Trust Ltd. N/A 12631UAA3 836623.97080000 PA USD 54516.09000000 0.000214141395 Long ABS-MBS CORP US Y 2 2040-06-25 Variable 3.51033120 N N N N N N CSMC OA LLC 549300818AKCJ4Q9TD76 12649AAN9 14756000.00000000 PA USD 12236978.15000000 0.048067342570 Long ABS-MBS CORP US Y 2 2037-09-15 Fixed 4.37330000 N N N N N N CSL Finance plc 2549007CCNBNAF4HBC02 12661PAG4 9560000.00000000 PA USD 9863305.72000000 0.038743461752 Long DBT CORP GB Y 2 2034-04-03 Fixed 5.10600000 N N N N N N CVS Pass-Through Trust N/A 126650BV1 228438.48050000 PA USD 234460.99000000 0.000920972203 Long ABS-MBS CORP US Y 2 2033-01-10 Fixed 5.77300000 N N N N N N CVS Pass-Through Trust N/A 126659AA9 170595.90280000 PA USD 186181.90000000 0.000731329994 Long ABS-MBS CORP US Y 2 2031-07-10 Fixed 8.35300000 N N N N N N CWABS, Inc. Asset-Backed Certificates N/A 126671Y91 287869.04150000 PA USD 278641.60000000 0.001094515416 Long ABS-O CORP US N 2 2034-04-25 Floating 4.62876120 N N N N N N CWABS, Inc. Asset-Backed Certificates N/A 126671Z25 19613.96000000 PA USD 20162.66000000 0.000079199739 Long ABS-O CORP US N 2 2034-03-25 Floating 4.81875840 N N N N N N CWABS, Inc. Asset-Backed Certificates Trust N/A 126673BC5 76519.31770000 PA USD 76218.77000000 0.000299390395 Long ABS-O CORP US N 2 2034-10-25 Floating 4.96875960 N N N N N N Alternative Loan Trust N/A 12667FRY3 163979.01770000 PA USD 167453.93000000 0.000657765775 Long ABS-MBS CORP US N 2 2034-10-25 Fixed 6.00000000 N N N N N N Alternative Loan Trust N/A 12667GLC5 110057.88100000 PA USD 89552.04000000 0.000351764016 Long ABS-MBS CORP US N 2 2035-07-25 Fixed 5.50000000 N N N N N N Alternative Loan Trust N/A 12667GVN0 367.76000000 PA USD 358.24000000 0.000001407181 Long ABS-MBS CORP US N 2 2025-07-25 Fixed 5.50000000 N N N N N N Alternative Loan Trust N/A 12668APD1 437074.80360000 PA USD 336737.99000000 0.001322720374 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.50000000 N N N N N N Alternative Loan Trust N/A 12668BFL2 276574.33200000 PA USD 155459.86000000 0.000610652585 Long ABS-MBS CORP US N 2 2036-02-25 Fixed 5.50000000 N N N N N N CHL Mortgage Pass-Through Trust N/A 126694LU0 121826.11040000 PA USD 100344.27000000 0.000394156330 Long ABS-MBS CORP US N 2 2035-11-25 Variable 4.88395440 N N N N N N Alternative Loan Trust N/A 12669FFD0 9067.99640000 PA USD 9580.53000000 0.000037632707 Long ABS-MBS CORP US N 2 2033-12-25 Fixed 6.25000000 N N N N N N CHL Mortgage Pass-Through Trust N/A 12669FPZ0 50577.77470000 PA USD 50432.03000000 0.000198099043 Long ABS-MBS CORP US N 2 2034-04-25 Fixed 5.75000000 N N N N N N CHL Mortgage Pass-Through Trust N/A 12669FWD1 55221.24690000 PA USD 54470.73000000 0.000213963219 Long ABS-MBS CORP US N 2 2034-05-25 Fixed 5.25000000 N N N N N N CSTL Commercial Mortgage Trust N/A 12676JAJ5 28800000.00000000 PA USD 28807686.72000000 0.113157752614 Long ABS-MBS CORP US Y 2 2042-11-10 Variable 6.35478840 N N N N N N Coterra Energy, Inc. FCNMH6O7VWU7LHXMK351 127097AG8 2825000.00000000 PA USD 2813300.23000000 0.011050756506 Long DBT CORP US N 2 2027-05-15 Fixed 3.90000000 N N N N N N Coterra Energy, Inc. FCNMH6O7VWU7LHXMK351 127097AM5 10510000.00000000 PA USD 10721323.83000000 0.042113791414 Long DBT CORP US N 2 2035-02-15 Fixed 5.40000000 N N N N N N Coterra Energy, Inc. FCNMH6O7VWU7LHXMK351 127097AN3 11397000.00000000 PA USD 11100760.06000000 0.043604232193 Long DBT CORP US N 2 2055-02-15 Fixed 5.90000000 N N N N N N Koda Gnb ABS LLC 549300KYPQ0HIKDTZK59 127656AB2 17421790.61000000 PA USD 17766512.10000000 0.069787574426 Long ABS-O CORP US Y 3 2040-04-28 Fixed 7.85000000 N N N N N N Caesars Entertainment, Inc. 549300FA4CTCW903Y781 12769GAB6 7230000.00000000 PA USD 7484517.69000000 0.029399486652 Long DBT CORP US Y 2 2030-02-15 Fixed 7.00000000 N N N N N N Caesars Entertainment, Inc. 549300FA4CTCW903Y781 12769GAC4 9042000.00000000 PA USD 9197088.38000000 0.036126533233 Long DBT CORP US Y 2 2032-02-15 Fixed 6.50000000 N N N N N N CaixaBank SA 7CUNS533WID6K7DGFI87 12803RAB0 3445000.00000000 PA USD 3510588.39000000 0.013789732456 Long DBT CORP ES Y 2 2027-09-13 Variable 6.68400000 N N N N N N CaixaBank SA 7CUNS533WID6K7DGFI87 12803RAM6 3600000.00000000 PA USD 3735393.37000000 0.014672775464 Long DBT CORP ES Y 2 2036-07-03 Variable 5.58100000 N N N N N N Calpine Corp. 43R4VPJBXTU2O15HEF41 131347CM6 3103000.00000000 PA USD 3096749.94000000 0.012164158372 Long DBT CORP US Y 2 2028-02-15 Fixed 4.50000000 N N N N N N Calpine Corp. 43R4VPJBXTU2O15HEF41 131347CN4 20650000.00000000 PA USD 20707923.25000000 0.081341555781 Long DBT CORP US Y 2 2028-03-15 Fixed 5.12500000 N N N N N N Calpine Corp. 43R4VPJBXTU2O15HEF41 131347CP9 14080000.00000000 PA USD 13976457.09000000 0.054900085841 Long DBT CORP US Y 2 2029-02-01 Fixed 4.62500000 N N N N N N Calpine Corp. 43R4VPJBXTU2O15HEF41 131347CQ7 1223000.00000000 PA USD 1225635.57000000 0.004814345836 Long DBT CORP US Y 2 2031-02-01 Fixed 5.00000000 N N N N N N Camden Property Trust 5493002MYX22OHYJBD89 133131AX0 2869000.00000000 PA USD 2773309.64000000 0.010893671859 Long DBT CORP US N 2 2029-07-01 Fixed 3.15000000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13607PHS6 4300000.00000000 PA USD 4365935.38000000 0.017149569851 Long DBT CORP CA N 2 2030-09-11 Variable 4.63100000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13608JAA5 1540000.00000000 PA USD 1597367.17000000 0.006274522519 Long DBT CORP CA N 2 2029-04-08 Fixed 5.26000000 N N N N N N Canadian Pacific Railway Co. 54930036474DURYNB481 13645RBH6 1752000.00000000 PA USD 1182402.67000000 0.004644525265 Long DBT CORP CA N 2 2051-12-02 Fixed 3.10000000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HCH6 2093000.00000000 PA USD 2048153.27000000 0.008045228459 Long DBT CORP US N 2 2027-11-02 Variable 1.87800000 N N N N N N Carnival Corp. F1OF2ZSX47CR0BCWA982 143658BX9 16746000.00000000 PA USD 17249870.39000000 0.067758185000 Long DBT CORP PA Y 2 2033-02-15 Fixed 6.12500000 N N N N N N Carnival Corp. F1OF2ZSX47CR0BCWA982 143658BZ4 2600000.00000000 PA USD 2677092.60000000 0.010515727455 Long DBT CORP PA Y 2 2031-06-15 Fixed 5.87500000 N N N N N N Carnival Corp. F1OF2ZSX47CR0BCWA982 143658CA8 4208000.00000000 PA USD 4313675.50000000 0.016944290939 Long DBT CORP PA Y 2 2032-08-01 Fixed 5.75000000 N N N N N N CarNow Auto Receivables Trust N/A 14367LAJ0 11649000.00000000 PA USD 2593673.15000000 0.010188052498 Long ABS-O CORP US Y 2 2028-08-15 Fixed 8.29000000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 144141DB1 297000.00000000 PA USD 257170.07000000 0.001010174383 Long DBT CORP US N 2 2042-05-15 Fixed 4.10000000 N N N N N N Cars Net Lease Mortgage Notes N/A 14576AAC6 5491908.29060000 PA USD 5287167.20000000 0.020768205509 Long ABS-O CORP US Y 2 2050-12-15 Fixed 3.10000000 N N N N N N Carvana Auto Receivables Trust N/A 14686GAF3 7558607.63000000 PA USD 7218929.09000000 0.028356243944 Long ABS-O CORP US Y 2 2028-12-11 Fixed 6.01000000 N N N N N N Carvana Auto Receivables Trust N/A 14687WAF7 19000000.00000000 PA USD 18953258.10000000 0.074449160467 Long ABS-O CORP US Y 2 2030-12-10 Fixed 5.38000000 N N N N N N Carvana Auto Receivables Trust N/A 14688LAD5 7860000.00000000 PA USD 8188086.62000000 0.032163133719 Long ABS-O CORP US Y 2 2030-02-11 Fixed 7.22000000 N N N N N N Cascade MH Asset Trust N/A 14731QAE9 2500000.00000000 PA USD 2114228.50000000 0.008304774621 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 14731QAF6 2550000.00000000 PA USD 2212851.50000000 0.008692169733 Long ABS-O CORP US Y 2 2046-02-25 Fixed 5.57300000 N N N N N N Cascade MH Asset Trust N/A 14732FAB8 16502660.00000000 PA USD 15539977.33000000 0.061041656257 Long ABS-O CORP US Y 3 2044-11-25 Variable 5.00000040 N N N N N N Cascade MH Asset Trust N/A 14732KAB7 13325082.05310000 PA USD 10830853.22000000 0.042544027265 Long ABS-O CORP US Y 3 2054-08-25 Variable 4.25000160 N N N N N N Six Flags Entertainment Corp. N/A 150190AE6 1871000.00000000 PA USD 1735686.10000000 0.006817844842 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 4805000.00000000 PA USD 4661544.80000000 0.018310735548 Long DBT CORP US N 2 2028-10-01 Fixed 6.50000000 N N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 15089QAP9 1950000.00000000 PA USD 1989415.35000000 0.007814503545 Long DBT CORP US N 2 2032-07-15 Fixed 6.87899880 N N N N N N Cemex SAB de CV 549300RIG2CXWN6IV731 151290CC5 2405000.00000000 PA USD 2490690.15000000 0.009783531130 Long DBT CORP MX Y 2 2030-06-10 Variable 7.20000000 N N N N N N Center Street Lending Resi-Investor ABS Mortgage Trust N/A 15169CAB4 8691000.00000000 PA USD 8786725.28000000 0.034514610464 Long ABS-MBS CORP US Y 3 2029-10-25 Variable 8.33500080 N N N N N N CenterPoint Energy Houston Electric LLC 549300S8SEQBOJLKHW63 15189XAU2 1942000.00000000 PA USD 1284474.14000000 0.005045466107 Long DBT CORP US N 2 2050-07-01 Fixed 2.90000000 N N N N N N Centex Home Equity Loan Trust N/A 152314DQ0 9283.46070000 PA USD 8963.15000000 0.000035207613 Long ABS-O CORP US N 2 2032-07-25 Fixed 6.36000000 N N N N N N Central Garden & Pet Co. 5493004DVZLD37DJ0H83 153527AM8 520000.00000000 PA USD 519478.54000000 0.002040532608 Long DBT CORP US N 2 2028-02-01 Fixed 5.12500000 N N N N N N Central Garden & Pet Co. 5493004DVZLD37DJ0H83 153527AN6 2864000.00000000 PA USD 2744975.02000000 0.010782372332 Long DBT CORP US N 2 2030-10-15 Fixed 4.12500000 N N N N N N Central Garden & Pet Co. 5493004DVZLD37DJ0H83 153527AP1 874000.00000000 PA USD 825089.56000000 0.003240984992 Long DBT CORP US Y 2 2031-04-30 Fixed 4.12500000 N N N N N N Chart Industries, Inc. EM7QGKC1GYOF3LSZSL80 16115QAF7 8624000.00000000 PA USD 8985681.94000000 0.035296120230 Long DBT CORP US Y 2 2030-01-01 Fixed 7.50000000 N N N N N N Charter Communications Operating LLC N/A 161175BV5 3107000.00000000 PA USD 1999446.72000000 0.007853907170 Long DBT CORP US N 2 2051-04-01 Fixed 3.70000000 N N N N N N Charter Communications Operating LLC N/A 161175BZ6 3466000.00000000 PA USD 2472913.47000000 0.009713703616 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N Charter Communications Operating LLC N/A 161175CA0 1651000.00000000 PA USD 1083873.08000000 0.004257497071 Long DBT CORP US N 2 2052-06-01 Fixed 3.90000000 N N N N N N Charter Communications Operating LLC N/A 161175CD4 2277000.00000000 PA USD 2117605.15000000 0.008318038238 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 5772000.00000000 PA USD 4051105.39000000 0.015912904982 Long DBT CORP US N 2 2042-03-01 Fixed 3.50000000 N N N N N N Charter Communications Operating LLC N/A 161175CR3 18400000.00000000 PA USD 19405315.10000000 0.076224858553 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 27805000.00000000 PA USD 27868209.94000000 0.109467450019 Long DBT CORP US N 2 2035-12-01 Fixed 5.85000000 N N N N N N Chase Mortgage Finance Trust N/A 16163LAD4 176583.57520000 PA USD 177087.12000000 0.000695605333 Long ABS-MBS CORP US N 2 2035-06-25 Variable 5.99540760 N N N N N N Chemours Co. (The) 549300M1BOLNXL8DOV14 163851AF5 3308000.00000000 PA USD 3210573.45000000 0.012611261700 Long DBT CORP US Y 2 2028-11-15 Fixed 5.75000000 N N N N N N Cheniere Energy Partners LP 5493005UEC8AZ34LDV29 16411QAG6 20222000.00000000 PA USD 20216248.66000000 0.079410238208 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N Cheniere Energy Partners LP 5493005UEC8AZ34LDV29 16411QAK7 8788000.00000000 PA USD 8537328.54000000 0.033534970034 Long DBT CORP US N 2 2031-03-01 Fixed 4.00000000 N N N N N N Cheniere Energy Partners LP 5493005UEC8AZ34LDV29 16411QAS0 29095000.00000000 PA USD 30466200.22000000 0.119672460378 Long DBT CORP US N 2 2034-08-15 Fixed 5.75000000 N N N N N N Cheniere Energy, Inc. MIHC87W9WTYSYZWV1J40 16411RAK5 11386000.00000000 PA USD 11386026.19000000 0.044724769031 Long DBT CORP US N 2 2028-10-15 Fixed 4.62500000 N N N N N N Cinemark USA, Inc. 54930008H2137JSCPQ09 172441BF3 3166000.00000000 PA USD 3157752.57000000 0.012403779158 Long DBT CORP US Y 2 2028-07-15 Fixed 5.25000000 N N N N N N Cipher Compute LLC N/A 17253NAA5 1232000.00000000 PA USD 1251637.85000000 0.004916483838 Long DBT CORP US Y 2 2030-11-15 Fixed 7.12500000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967AR2 814000.00000000 PA USD 860205.46000000 0.003378921660 Long DBT CORP US N 2 2028-01-15 Fixed 6.62500000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967JC6 2427000.00000000 PA USD 2431227.47000000 0.009549959331 Long DBT CORP US N 2 2026-11-20 Fixed 4.30000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967LP4 780000.00000000 PA USD 774520.16000000 0.003042346354 Long DBT CORP US N 2 2028-07-24 Variable 3.66800000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967LS8 6742000.00000000 PA USD 6672258.59000000 0.026208900223 Long DBT CORP US N 2 2028-10-27 Variable 3.52000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967ME8 3495000.00000000 PA USD 3468835.77000000 0.013625726485 Long DBT CORP US N 2 2030-03-20 Variable 3.98000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967MM0 6796000.00000000 PA USD 6883399.14000000 0.027038268799 Long DBT CORP US N 2 2041-03-26 Variable 5.31600000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967MP3 16707000.00000000 PA USD 16760944.06000000 0.065837662703 Long DBT CORP US N 2 2031-03-31 Variable 4.41200000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967MS7 4854000.00000000 PA USD 4503092.69000000 0.017688329284 Long DBT CORP US N 2 2031-06-03 Variable 2.57200000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967MY4 18009000.00000000 PA USD 16386625.74000000 0.064367325280 Long DBT CORP US N 2 2032-05-01 Variable 2.56100000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967NE7 2345000.00000000 PA USD 2105279.87000000 0.008269624042 Long DBT CORP US N 2 2032-11-03 Variable 2.52000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967PA3 10460000.00000000 PA USD 11460594.29000000 0.045017675528 Long DBT CORP US N 2 2033-11-17 Variable 6.27000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967PF2 12100000.00000000 PA USD 12447464.21000000 0.048894140284 Long DBT CORP US N 2 2030-02-13 Variable 5.17400000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967PG0 23450000.00000000 PA USD 24523837.88000000 0.096330621995 Long DBT CORP US N 2 2035-02-13 Variable 5.82700000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967PK1 19925000.00000000 PA USD 20422507.33000000 0.080220430563 Long DBT CORP US N 2 2029-08-15 Variable 7.12500000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967PR6 14790000.00000000 PA USD 14903505.56000000 0.058541569534 Long DBT CORP US N 2 2030-02-15 Variable 6.75000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967QF1 12098000.00000000 PA USD 12182844.73000000 0.047854704318 Long DBT CORP US N 2 2031-09-11 Variable 4.50300000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967QH7 29677000.00000000 PA USD 30285672.90000000 0.118963341801 Long DBT CORP US N 2 2036-09-11 Variable 5.17400000 N N N N N N Citibank Credit Card Issuance Trust R8AG6FXVDQAMDKCSJJ64 17305EDT9 1372000.00000000 PA USD 1532645.56000000 0.006020293431 Long ABS-O CORP US N 2 2039-06-15 Fixed 6.15000000 N N N N N N Citigroup Mortgage Loan Trust 549300R1KUK063S4I339 17307GLA4 22790.93100000 PA USD 22438.10000000 0.000088137759 Long ABS-MBS CORP US N 2 2034-08-25 Variable 6.40930680 N N N N N N Citigroup Mortgage Loan Trust 549300R1KUK063S4I339 17307GMC9 14135.10120000 PA USD 13640.37000000 0.000053579922 Long ABS-MBS CORP US N 2 2034-12-25 Floating 4.39876080 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 17325FBB3 4000000.00000000 PA USD 4198499.44000000 0.016491874741 Long DBT CORP US N 2 2028-09-29 Fixed 5.80300000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 17325FBK3 4843000.00000000 PA USD 4969746.78000000 0.019521365327 Long DBT CORP US N 2 2029-08-06 Fixed 4.83800000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 17327CAT0 53407000.00000000 PA USD 53894343.68000000 0.211699150602 Long DBT CORP US N 2 2030-09-19 Variable 4.54200000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 17327CAV5 8296000.00000000 PA USD 8492034.48000000 0.033357053144 Long DBT CORP US N 2 2030-02-15 Variable 6.95000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 17327CBA0 3000000.00000000 PA USD 3095840.76000000 0.012160587077 Long DBT CORP US N 2 2036-03-27 Variable 5.33300000 N N N N N N Civitas Resources, Inc. IIVIHPH28S64K95M2381 17888HAA1 4541000.00000000 PA USD 4683328.56000000 0.018396303033 Long DBT CORP US Y 2 2028-07-01 Fixed 8.37500000 N N N N N N Civitas Resources, Inc. IIVIHPH28S64K95M2381 17888HAB9 7965000.00000000 PA USD 8294297.00000000 0.032580332366 Long DBT CORP US Y 2 2031-07-01 Fixed 8.75000000 N N N N N N Civitas Resources, Inc. IIVIHPH28S64K95M2381 17888HAC7 4430000.00000000 PA USD 4640686.37000000 0.018228802795 Long DBT CORP US Y 2 2030-11-01 Fixed 8.62500000 N N N N N N Clarios Global LP N/A 18060TAC9 748000.00000000 PA USD 767303.64000000 0.003013999573 Long DBT CORP US Y 2 2028-05-15 Fixed 6.75000000 N N N N N N Clarios Global LP N/A 18060TAD7 4636000.00000000 PA USD 4819029.28000000 0.018929340922 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 2482000.00000000 PA USD 2403551.67000000 0.009441247675 Long DBT CORP US Y 2 2028-07-01 Fixed 3.87500000 N N N N N N Clear Channel Outdoor Holdings, Inc. 254900XBEE6V1ENYS150 18453H106 502441.00000000 NS USD 999857.59000000 0.003927480846 Long EC CORP US N 1 N N N Clear Channel Outdoor Holdings, Inc. 254900XBEE6V1ENYS150 18453HAG1 6422000.00000000 PA USD 6684062.55000000 0.026255266653 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 3073000.00000000 PA USD 3229925.82000000 0.012687278588 Long DBT CORP US Y 2 2033-03-15 Fixed 7.50000000 N N N N N N Cleveland-Cliffs, Inc. 549300TM2WLI2BJMDD86 185899AK7 2799000.00000000 PA USD 2734434.63000000 0.010740969256 Long DBT CORP US Y 2 2029-03-01 Fixed 4.62500000 N N N N N N Cleveland-Cliffs, Inc. 549300TM2WLI2BJMDD86 185899AN1 3140000.00000000 PA USD 3207758.06000000 0.012600202735 Long DBT CORP US Y 2 2030-04-15 Fixed 6.75000000 N N N N N N Cleveland-Cliffs, Inc. 549300TM2WLI2BJMDD86 185899AQ4 1490000.00000000 PA USD 1532990.97000000 0.006021650215 Long DBT CORP US Y 2 2029-11-01 Fixed 6.87500000 N N N N N N Cleveland-Cliffs, Inc. 549300TM2WLI2BJMDD86 185899AS0 1090000.00000000 PA USD 1139966.69000000 0.004477835028 Long DBT CORP US Y 2 2031-09-15 Fixed 7.50000000 N N N N N N Cleveland-Cliffs, Inc. 549300TM2WLI2BJMDD86 18589GAA3 885000.00000000 PA USD 918298.13000000 0.003607112005 Long DBT CORP US Y 2 2034-01-15 Fixed 7.62500000 N N N N N N Clydesdale Acquisition Holdings, Inc. 254900QKSDYFR3K5YD98 18972EAD7 1970000.00000000 PA USD 1987757.58000000 0.007807991758 Long DBT CORP US Y 2 2032-04-15 Fixed 6.75000000 N N N N N N CNO Global Funding 6354008GTNR4833ULD48 18977W2D1 6500000.00000000 PA USD 6657240.14000000 0.026149907147 Long DBT CORP US Y 2 2027-06-04 Fixed 5.87500000 N N N N N N CNO Global Funding 6354008GTNR4833ULD48 18977W2F6 1705000.00000000 PA USD 1738070.18000000 0.006827209604 Long DBT CORP US Y 2 2029-09-09 Fixed 4.95000000 N N N N N N Permian Resources Operating LLC 5493004CTVUMQLRPOE23 19416MAB5 6820000.00000000 PA USD 6842008.14000000 0.026875683286 Long DBT CORP US Y 2 2029-07-01 Fixed 5.87500000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325EG6 1491000.00000000 PA USD 1568532.00000000 0.006161256811 Long DBT NUSS CO N 2 2034-02-02 Fixed 7.50000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325EM3 10824000.00000000 PA USD 12101232.00000000 0.047534126231 Long DBT NUSS CO N 2 2053-11-14 Fixed 8.75000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325EP6 2090000.00000000 PA USD 2195022.50000000 0.008622136704 Long DBT NUSS CO N 2 2036-11-07 Fixed 7.75000000 N N N N N N Columbia Pipelines Holding Co. LLC N/A 19828AAD9 3700000.00000000 PA USD 3772695.45000000 0.014819299535 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 17257000.00000000 PA USD 18531507.97000000 0.072792508986 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 2890000.00000000 PA USD 3099441.02000000 0.012174729043 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 830000.00000000 PA USD 826993.42000000 0.003248463430 Long DBT CORP US Y 2 2055-02-15 Fixed 5.96200000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NBP5 3738000.00000000 PA USD 3593114.75000000 0.014113899319 Long DBT CORP US N 2 2035-08-15 Fixed 4.40000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NCC3 1083000.00000000 PA USD 831762.81000000 0.003267197786 Long DBT CORP US N 2 2047-11-01 Fixed 3.96900000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NCE9 132000.00000000 PA USD 99757.83000000 0.000391852770 Long DBT CORP US N 2 2049-11-01 Fixed 3.99900000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NCJ8 12124000.00000000 PA USD 10646524.14000000 0.041819975222 Long DBT CORP US N 2 2038-03-01 Fixed 3.90000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NCK5 4990000.00000000 PA USD 3841832.44000000 0.015090872413 Long DBT CORP US N 2 2048-03-01 Fixed 4.00000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NCY5 10222000.00000000 PA USD 8119706.07000000 0.031894532167 Long DBT CORP US N 2 2039-11-01 Fixed 3.25000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NCZ2 4085000.00000000 PA USD 2804466.55000000 0.011016057455 Long DBT CORP US N 2 2050-02-01 Fixed 3.45000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NDL2 11050000.00000000 PA USD 6600447.55000000 0.025926823568 Long DBT CORP US N 2 2051-01-15 Fixed 2.80000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NDM0 3951000.00000000 PA USD 3519871.11000000 0.013826195354 Long DBT CORP US N 2 2031-01-15 Fixed 1.95000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NDS7 1968000.00000000 PA USD 1190715.79000000 0.004677179535 Long DBT CORP US N 2 2051-11-01 Fixed 2.88700000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NDU2 36233000.00000000 PA USD 21029919.44000000 0.082606369772 Long DBT CORP US N 2 2056-11-01 Fixed 2.93700000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NDW8 1152000.00000000 PA USD 642875.14000000 0.002525239418 Long DBT CORP US N 2 2063-11-01 Fixed 2.98700000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NEF4 15813000.00000000 PA USD 14577074.58000000 0.057259335509 Long DBT CORP US N 2 2053-05-15 Fixed 5.35000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NEJ6 3540000.00000000 PA USD 3656138.02000000 0.014361457260 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 1258000.00000000 PA USD 1339770.00000000 0.005262670470 Long DBT NUSS SV Y 2 2033-01-24 Fixed 8.65000000 N N N N N N Commercial Mortgage Trust N/A 20048JAA8 23200799.00000000 PA USD 22805385.46000000 0.089580471741 Long ABS-MBS CORP US Y 2 2033-04-10 Variable 3.94223760 N N N N N N Commercial Credit, Inc. N/A 201616AA7 23000000.00000000 PA USD 23064177.59000000 0.090597017641 Long DBT CORP US Y 2 2030-08-30 Fixed 8.75000000 N N N N N N Commercial Metals Co. 549300OQS2LO07ZJ7N73 201723AS2 1181000.00000000 PA USD 1207724.71000000 0.004743991257 Long DBT CORP US Y 2 2033-11-15 Fixed 5.75000000 N N N N N N Commonwealth Edison Co. D8YOXB8L2ZDC8P7Q0771 202795JM3 292000.00000000 PA USD 236463.09000000 0.000928836532 Long DBT CORP US N 2 2048-03-01 Fixed 4.00000000 N N N N N N Commonwealth Edison Co. D8YOXB8L2ZDC8P7Q0771 202795KB5 3106000.00000000 PA USD 3297557.05000000 0.012952936781 Long DBT CORP US N 2 2055-06-01 Fixed 5.95000000 N N N N N N CommScope LLC 549300Z6K4JXMFE8QY54 203372AX5 2124000.00000000 PA USD 2120325.48000000 0.008328723804 Long DBT CORP US Y 2 2029-09-01 Fixed 4.75000000 N N N N N N CommScope Technologies LLC M4TWC4QDOKW45N7T6Y12 20338HAB9 1457000.00000000 PA USD 1455129.79000000 0.005715808367 Long DBT CORP US Y 2 2027-03-15 Fixed 5.00000000 N N N N N N CommScope LLC 549300Z6K4JXMFE8QY54 20338MAA0 1270000.00000000 PA USD 1288364.20000000 0.005060746419 Long DBT CORP US Y 2 2031-12-15 Fixed 9.50000000 N N N N N N Comstock Resources, Inc. I03QQGEA4SS774AURI46 205768AS3 5683000.00000000 PA USD 5700230.86000000 0.022390736186 Long DBT CORP US Y 2 2029-03-01 Fixed 6.75000000 N N N N N N Connecticut Light and Power Co. (The) 549300O45IUXEDS1VZ32 207597EL5 1637000.00000000 PA USD 1326398.52000000 0.005210146758 Long DBT CORP US N 2 2048-04-01 Fixed 4.00000000 N N N N N N ConocoPhillips Co. 6VJJ5GQWIRDQ06DUXG89 20826FBG0 17910000.00000000 PA USD 17584757.27000000 0.069073634140 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 209111EQ2 389000.00000000 PA USD 413378.40000000 0.001623766988 Long DBT CORP US N 2 2036-12-01 Fixed 5.70000000 N N N N N N Consolidated Edison Co. of New York, Inc. VZFZPMWDHTQCFKYOBP05 209111FL2 1238000.00000000 PA USD 983566.56000000 0.003863489024 Long DBT CORP US N 2 2047-06-15 Fixed 3.87500000 N N N N N N Consolidated Edison Co. of New York, Inc. VZFZPMWDHTQCFKYOBP05 209111FQ1 785000.00000000 PA USD 655893.62000000 0.002576376531 Long DBT CORP US N 2 2058-05-15 Fixed 4.50000000 N N N N N N Consolidated Edison Co. of New York, Inc. VZFZPMWDHTQCFKYOBP05 209111FT5 1651000.00000000 PA USD 1463965.72000000 0.005750516255 Long DBT CORP US N 2 2048-12-01 Fixed 4.65000000 N N N N N N Constellation Brands, Inc. 5493005GKEG8QCVY7037 21036PBC1 2913000.00000000 PA USD 2955439.29000000 0.011609084453 Long DBT CORP US N 2 2028-11-15 Fixed 4.65000000 N N N N N N Consumers Energy Co. 7NKTFWJ1G6MELP9TU740 210518CX2 477000.00000000 PA USD 381201.39000000 0.001497374398 Long DBT CORP US N 2 2064-08-31 Fixed 4.35000000 N N N N N N Consumers Energy Co. 7NKTFWJ1G6MELP9TU740 210518DD5 486000.00000000 PA USD 415447.68000000 0.001631895204 Long DBT CORP US N 2 2049-04-15 Fixed 4.35000000 N N N N N N Consumers Energy Co. 7NKTFWJ1G6MELP9TU740 210518DU7 4626000.00000000 PA USD 4667520.94000000 0.018334210066 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 3826000.00000000 PA USD 3955563.66000000 0.015537613222 Long DBT CORP US N 2 2030-09-01 Fixed 5.21000000 N N N N N N Cooper-Standard Automotive, Inc. ITCH5B3Q4RTX2PH9UN62 216762AH7 6721615.00000000 PA USD 7046127.85000000 0.027677473720 Long DBT CORP US Y 2 2027-03-31 Fixed 13.50000000 N N N N N N Cooper-Standard Automotive, Inc. ITCH5B3Q4RTX2PH9UN62 216762AJ3 4777150.00000000 PA USD 4688989.13000000 0.018418537980 Long DBT CORP US Y 2 2027-05-15 Fixed 5.62500000 N N N N N N CoreVest American Finance Trust N/A 21872VAA0 74455.24610000 PA USD 74244.37000000 0.000291634872 Long ABS-O CORP US Y 2 2052-05-15 Fixed 3.37600000 N N N N N N CoreVest American Finance Trust N/A 21872VAD4 8100865.00000000 PA USD 8063398.50000000 0.031673353767 Long ABS-O CORP US Y 2 2052-05-15 Variable 4.24400040 N N N N N N CoreWeave, Inc. 984500511DP2B6186053 21873SAB4 1995000.00000000 PA USD 1840597.71000000 0.007229941867 Long DBT CORP US Y 2 2030-06-01 Fixed 9.25000000 N N N N N N Corning, Inc. 549300X2937PB0CJ7I56 219350BK0 4854000.00000000 PA USD 4777319.47000000 0.018765503110 Long DBT CORP US N 2 2048-11-15 Fixed 5.35000000 N N N N N N Corp. Nacional del Cobre de Chile 549300UVMBCBCIPSUI70 21987BBK3 2062000.00000000 PA USD 2234032.66000000 0.008775370182 Long DBT NUSS CL Y 2 2036-01-26 Fixed 6.44000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H0506C1 260500000.00000000 PA USD 260186748.75000000 1.022024018616 Long ABS-MBS USGA US N 2 2055-12-15 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H0526C7 45000000.00000000 PA USD 45444494.25000000 0.178507802032 Long ABS-MBS USGA US N 2 2055-12-15 Fixed 5.50000000 N N N N N N COPT Defense Properties LP H0TWO5VRNEP6CQAWPX27 22003BAL0 1505000.00000000 PA USD 1495459.31000000 0.005874224344 Long DBT CORP US N 2 2026-03-15 Fixed 2.25000000 N N N N N N Republic of Costa Rica 549300S1EK2VN6XVJP58 221597CV7 3925000.00000000 PA USD 4353806.25000000 0.017101926140 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 1468000.00000000 PA USD 1532051.34000000 0.006017959310 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 6350000.00000000 PA USD 6592633.50000000 0.025896129665 Long DBT NUSS CI Y 2 2036-04-01 Fixed 8.07500000 N N N N N N Credit Acceptance Auto Loan Trust N/A 224927AE3 33457000.00000000 PA USD 34138803.47000000 0.134098593724 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 224936AA2 6790809.94000000 PA USD 6828617.77000000 0.026823085373 Long ABS-O CORP US Y 2 2033-08-15 Fixed 6.39000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 224936AE4 26700000.00000000 PA USD 27544197.93000000 0.108194717806 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 38893000.00000000 PA USD 39157472.40000000 0.153812127225 Long ABS-O CORP US N 2 2034-04-17 Fixed 7.68000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22534QAG6 9708000.00000000 PA USD 9844440.12000000 0.038669356916 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 22535PAB8 17250000.00000000 PA USD 17607758.10000000 0.069163982326 Long ABS-O CORP US Y 2 2034-02-15 Fixed 6.71000000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 22535WAJ6 12130000.00000000 PA USD 12787427.08000000 0.050229528117 Long DBT CORP FR Y 2 2029-10-03 Variable 6.31600000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 22535WAL1 3030000.00000000 PA USD 3053692.87000000 0.011995028469 Long DBT CORP FR Y 2 2028-09-11 Variable 4.63100000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 22535WAN7 13215000.00000000 PA USD 14014525.87000000 0.055049621540 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 22536VAE8 42168000.00000000 PA USD 43550123.67000000 0.171066638167 Long ABS-O CORP US Y 2 2034-10-16 Fixed 6.70000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22537EAE5 21842000.00000000 PA USD 22281987.43000000 0.087524543218 Long ABS-O CORP US Y 2 2033-09-15 Fixed 7.15000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401AC2 9976000.00000000 PA USD 9990974.47000000 0.039244949740 Long DBT CORP CH Y 2 2028-01-09 Fixed 4.28200000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401AF5 831000.00000000 PA USD 825972.96000000 0.003244455022 Long DBT CORP CH Y 2 2029-01-12 Variable 3.86900000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401AT5 1890000.00000000 PA USD 1880059.62000000 0.007384949838 Long DBT CORP CH Y 2 2027-02-02 Variable 1.30500000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401BP2 7900000.00000000 PA USD 7901376.34000000 0.031036924203 Long DBT CORP CH Y 2 2037-03-23 Variable 5.01000000 N N N N N N Credit Suisse First Boston Mortgage Securities Corp. N/A 225458G69 560.16000000 PA USD 0.01000000 0.000000000039 Long ABS-MBS CORP US N 2 2020-08-25 Fixed 4.75000000 N N N N N N Credit Suisse Commercial Mortgage Trust N/A 22545YBS9 8812913.77040000 PA USD 2123.91000000 0.000008342803 Long ABS-MBS CORP US Y 2 2049-01-15 Variable 0.02935440 N N N N N N CSFB Mortgage-Backed Pass-Through Certificates N/A 225470FA6 166131.04340000 PA USD 57932.17000000 0.000227559894 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.50000000 N N N N N N CSFB Mortgage-Backed Pass-Through Certificates N/A 225470FN8 194141.58520000 PA USD 41585.21000000 0.000163348378 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 6.00000000 N N N N N N DH Europe Finance II SARL 222100KDGL314CKTZ511 23291KAJ4 1360000.00000000 PA USD 1129475.32000000 0.004436624505 Long DBT CORP LU N 2 2039-11-15 Fixed 3.25000000 N N N N N N DLLAA LLC N/A 23292HAC5 9623045.42000000 PA USD 9724762.93000000 0.038199260098 Long ABS-O CORP US Y 2 2028-02-22 Fixed 5.64000000 N N N N N N DTE Energy Co. 549300IX8SD6XXD71I78 233331BK2 2800000.00000000 PA USD 2874925.06000000 0.011292821318 Long DBT CORP US N 2 2029-03-01 Fixed 5.10000000 N N N N N N DTE Electric Co. 9N0FWODEJVKHC2DYLO03 23338VAA4 4728000.00000000 PA USD 4023011.23000000 0.015802549991 Long DBT CORP US N 2 2043-04-01 Fixed 4.00000000 N N N N N N DTE Electric Co. 9N0FWODEJVKHC2DYLO03 23338VAR7 636000.00000000 PA USD 479588.18000000 0.001883841668 Long DBT CORP US N 2 2052-03-01 Fixed 3.65000000 N N N N N N DTE Electric Co. 9N0FWODEJVKHC2DYLO03 23338VAV8 3400000.00000000 PA USD 3538796.23000000 0.013900533987 Long DBT CORP US N 2 2034-03-01 Fixed 5.20000000 N N N N N N DNB Bank ASA 549300GKFG0RYRRQ1414 23341CAE3 12100000.00000000 PA USD 12378760.77000000 0.048624270407 Long DBT CORP NO Y 2 2030-11-05 Variable 4.85300000 N N N N N N DT Auto Owner Trust N/A 23344QAE9 1475000.00000000 PA USD 1467725.60000000 0.005765285215 Long ABS-O CORP US Y 2 2028-09-15 Fixed 2.65000000 N N N N N N DT Midstream, Inc. N/A 23345MAA5 4061000.00000000 PA USD 3986913.23000000 0.015660755594 Long DBT CORP US Y 2 2029-06-15 Fixed 4.12500000 N N N N N N DT Midstream, Inc. N/A 23345MAB3 2602000.00000000 PA USD 2544994.89000000 0.009996842334 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 12880000.00000000 PA USD 13664797.72000000 0.053675875295 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 23346CAJ7 11500000.00000000 PA USD 12202857.00000000 0.047933313320 Long ABS-O CORP US Y 2 2030-04-15 Fixed 11.06000000 N N N N N N DTE Electric Securitization Funding II LLC N/A 23346TAB7 3700000.00000000 PA USD 4031500.35000000 0.015835895596 Long DBT CORP US N 2 2037-09-01 Fixed 6.09000000 N N N N N N DP Lion Holdco LLC 254900327YUW2NAXPW14 23359MAA8 4643538.99000000 PA USD 4772949.78000000 0.018748338792 Long ABS-O CORP US N 3 2043-11-30 Fixed 8.24300000 N N N N N N DP Lion Holdco LLC 254900327YUW2NAXPW14 23359MAC4 5560365.59000000 PA USD 5713831.68000000 0.022444160755 Long ABS-O CORP US N 3 2043-11-30 Fixed 12.72500000 N N N N N N Dana, Inc. KVWHW7YLZPFJM8QYNJ51 235825AG1 2008000.00000000 PA USD 2008923.68000000 0.007891133051 Long DBT CORP US N 2 2028-06-15 Fixed 5.62500000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636ABH3 2560000.00000000 PA USD 2668843.11000000 0.010483323126 Long DBT CORP DK Y 2 2030-03-01 Variable 5.70500000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636ABJ9 6157000.00000000 PA USD 6214047.01000000 0.024409026699 Long DBT CORP DK Y 2 2030-10-02 Variable 4.61300000 N N N N N N Darling Ingredients, Inc. L1N0SPPKS7EXZYUMZ898 237266AH4 5111000.00000000 PA USD 5112165.31000000 0.020080791043 Long DBT CORP US Y 2 2027-04-15 Fixed 5.25000000 N N N N N N DataBank Issuer N/A 23802WAA9 18735373.00000000 PA USD 18594037.09000000 0.073038125885 Long ABS-O CORP US Y 2 2051-02-27 Fixed 2.06000000 N N N N N N DaVita, Inc. M2XHYMU3TZNEZURC6H66 23918KAS7 2323000.00000000 PA USD 2253165.28000000 0.008850523883 Long DBT CORP US Y 2 2030-06-01 Fixed 4.62500000 N N N N N N DaVita, Inc. M2XHYMU3TZNEZURC6H66 23918KAT5 662000.00000000 PA USD 613877.70000000 0.002411336307 Long DBT CORP US Y 2 2031-02-15 Fixed 3.75000000 N N N N N N Delta Air Lines Pass-Through Trust N/A 247361ZV3 3683213.40000000 PA USD 3536540.51000000 0.013891673428 Long ABS-O CORP US N 2 2028-06-10 Fixed 2.00000000 N N N N N N Delta Air Lines Pass-Through Trust N/A 24736XAA6 2331303.42360000 PA USD 2303782.85000000 0.009049351735 Long ABS-O CORP US N 2 2027-07-30 Fixed 3.62500000 N N N N N N DTE Electric Co. 9N0FWODEJVKHC2DYLO03 250847EK2 370000.00000000 PA USD 311493.20000000 0.001223557823 Long DBT CORP US N 2 2042-06-15 Fixed 3.95000000 N N N N N N Deutsche Alt-A Securities, Inc., Mortgage Loan Trust N/A 251510EN9 2735.56000000 PA USD 2215.29000000 0.000008701748 Long ABS-MBS CORP US N 2 2035-06-25 None 0.00000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526CS6 2523000.00000000 PA USD 2645049.24000000 0.010389859847 Long DBT CORP DE N 2 2029-01-18 Variable 6.72000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526CT4 12570000.00000000 PA USD 13824976.23000000 0.054305062927 Long DBT CORP DE N 2 2034-02-10 Variable 7.07900000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526CU1 1955000.00000000 PA USD 2089162.01000000 0.008206312440 Long DBT CORP DE N 2 2029-11-20 Variable 6.81900000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526CV9 2141000.00000000 PA USD 2176468.60000000 0.008549256238 Long DBT CORP DE N 2 2028-02-08 Variable 5.70600000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526CW7 3270000.00000000 PA USD 3405805.55000000 0.013378141244 Long DBT CORP DE N 2 2029-05-10 Fixed 5.41400000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 25160PAG2 6515000.00000000 PA USD 6079701.06000000 0.023881310401 Long DBT CORP DE N 2 2033-01-07 Variable 3.74200000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 25160PAH0 3050000.00000000 PA USD 2992529.09000000 0.011754774680 Long DBT CORP DE N 2 2028-01-07 Variable 2.55200000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 25160PAN7 3980000.00000000 PA USD 4048395.34000000 0.015902259796 Long DBT CORP DE N 2 2027-07-13 Variable 7.14600000 N N N N N N Diamond Foreign Asset Co. N/A 25260WAD3 3570000.00000000 PA USD 3797469.69000000 0.014916613746 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 7286000.00000000 PA USD 7438459.55000000 0.029218568424 Long DBT CORP US Y 2 2032-08-01 Fixed 8.62500000 N N N N N N Directv Financing LLC N/A 25461LAA0 4422000.00000000 PA USD 4423304.49000000 0.017374918023 Long DBT CORP US Y 2 2027-08-15 Fixed 5.87500000 N N N N N N DISH Network Corp. 529900U350CWHH15G169 25470MAG4 4607000.00000000 PA USD 4810675.47000000 0.018896526820 Long DBT CORP US Y 2 2027-11-15 Fixed 11.75000000 N N N N N N DISH DBS Corp. N/A 25470XBE4 6014000.00000000 PA USD 5875272.66000000 0.023078307420 Long DBT CORP US Y 2 2026-12-01 Fixed 5.25000000 N N N N N N DISH DBS Corp. N/A 25470XBF1 1782000.00000000 PA USD 1722018.24000000 0.006764156938 Long DBT CORP US Y 2 2028-12-01 Fixed 5.75000000 N N N N N N Diversified ABS Phase VIII LLC N/A 255123AB7 20382175.00000000 PA USD 20608111.41000000 0.080949490858 Long ABS-O CORP US Y 3 2044-05-30 Fixed 7.67000000 N N N N N N Diversified ABS LLC 2549000V3WDZQQ691H02 255126AE4 29170953.50000000 PA USD 29493467.56000000 0.115851527348 Long ABS-O CORP US Y 3 2045-02-28 Fixed 10.39800000 N N N N N N Diversified Abs Phase VI LLC 549300N7EGAMCATEDO05 25512VAA7 11806934.04860000 PA USD 11813439.67000000 0.046403666378 Long ABS-O CORP US N 3 2039-11-28 Fixed 7.50000000 N N N N N N DLIC Re-REMIC Trust N/A 255928AQ6 9390000.00000000 PA USD 8976800.56000000 0.035261233812 Long ABS-MBS CORP US Y 3 2037-10-27 Variable 3.59486640 N N N N N N DNB Bank ASA 549300GKFG0RYRRQ1414 25601B2B0 1115000.00000000 PA USD 1080300.82000000 0.004243465090 Long DBT CORP NO Y 2 2028-03-30 Variable 1.60500000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 25714PEE4 3545000.00000000 PA USD 3158595.00000000 0.012407088257 Long DBT NUSS DO Y 2 2060-01-30 Fixed 5.87500000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 25714PEN4 4043000.00000000 PA USD 4099602.00000000 0.016103401617 Long DBT NUSS DO Y 2 2033-02-22 Fixed 6.00000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 257469AJ5 763000.00000000 PA USD 787274.28000000 0.003092445050 Long DBT CORP US N 2 2033-08-01 Fixed 5.25000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UBD0 389000.00000000 PA USD 448714.65000000 0.001762569200 Long DBT CORP US N 2 2038-06-15 Fixed 7.00000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UBM0 45000.00000000 PA USD 42037.98000000 0.000165126876 Long DBT CORP US N 2 2041-08-01 Fixed 4.90000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDT3 4220000.00000000 PA USD 4400623.55000000 0.017285826378 Long DBT CORP US N 2 2055-02-01 Variable 6.87500000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDU0 2750000.00000000 PA USD 2993006.50000000 0.011756649966 Long DBT CORP US N 2 2054-06-01 Variable 7.00000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDV8 13230000.00000000 PA USD 13691925.45000000 0.053782434110 Long DBT CORP US N 2 2055-05-15 Variable 6.62500000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDZ9 8893000.00000000 PA USD 8997765.23000000 0.035343583880 Long DBT CORP US N 2 2056-02-15 Variable 6.00000000 N N N N N N Diversified ABS IX Holdings LLC N/A 260968AC6 3991315.34000000 PA USD 4018057.15000000 0.015783090165 Long ABS-O CORP US Y 3 2044-09-30 Fixed 11.50000000 N N N N N N Drive Auto Receivables Trust N/A 26207AAG8 14500000.00000000 PA USD 14619281.35000000 0.057425125400 Long ABS-O CORP US N 2 2032-05-17 Fixed 4.94000000 N N N N N N EIDP, Inc. GLU7INWNWH88J9XBXD45 263534CR8 3680000.00000000 PA USD 3698160.95000000 0.014526525020 Long DBT CORP US N 2 2033-05-15 Fixed 4.80000000 N N N N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 26441CCF0 3300000.00000000 PA USD 3340601.95000000 0.013122018880 Long DBT CORP US N 2 2054-06-15 Fixed 5.80000000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CAT1 971000.00000000 PA USD 750773.98000000 0.002949070403 Long DBT CORP US N 2 2047-12-01 Fixed 3.70000000 N N N N N N Duke Energy Ohio, Inc. L6KC0HABGHNFU1Z6QY21 26442EAG5 1427000.00000000 PA USD 1189743.21000000 0.004673359202 Long DBT CORP US N 2 2049-02-01 Fixed 4.30000000 N N N N N N Duke Energy Ohio, Inc. L6KC0HABGHNFU1Z6QY21 26442EAJ9 9542000.00000000 PA USD 9971252.40000000 0.039167480655 Long DBT CORP US N 2 2033-04-01 Fixed 5.25000000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 26442UAC8 195000.00000000 PA USD 151654.82000000 0.000595706235 Long DBT CORP US N 2 2046-10-15 Fixed 3.70000000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 26442UAU8 9659000.00000000 PA USD 9896039.78000000 0.038872042457 Long DBT CORP US N 2 2035-03-15 Fixed 5.05000000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 26442UAV6 888000.00000000 PA USD 891065.30000000 0.003500140353 Long DBT CORP US N 2 2055-03-15 Fixed 5.55000000 N N N N N N Duke Energy Indiana LLC 6URPHM2EAWGJ2C6ISB97 26443TAB2 2170000.00000000 PA USD 1515361.43000000 0.005952400672 Long DBT CORP US N 2 2049-10-01 Fixed 3.25000000 N N N N N N Duke Energy Indiana LLC 6URPHM2EAWGJ2C6ISB97 26443TAC0 9897000.00000000 PA USD 6280776.84000000 0.024671144156 Long DBT CORP US N 2 2050-04-01 Fixed 2.75000000 N N N N N N Duke Energy Indiana LLC 6URPHM2EAWGJ2C6ISB97 26443TAD8 5189000.00000000 PA USD 5048137.69000000 0.019829287975 Long DBT CORP US N 2 2053-04-01 Fixed 5.40000000 N N N N N N Duke Energy Florida LLC 7MOHLM3DKE63RX2ZCN83 26444HAJ0 4223000.00000000 PA USD 3811236.60000000 0.014970690723 Long DBT CORP US N 2 2030-06-15 Fixed 1.75000000 N N N N N N Duke Energy Florida LLC 7MOHLM3DKE63RX2ZCN83 26444HAR2 1985000.00000000 PA USD 2171094.64000000 0.008528147107 Long DBT CORP US N 2 2053-11-15 Fixed 6.20000000 N N N N N N Dycom Industries, Inc. 549300F56EKTHQI3WT60 267475AD3 2438000.00000000 PA USD 2405431.00000000 0.009448629758 Long DBT CORP US Y 2 2029-04-15 Fixed 4.50000000 N N N N N N Eni SpA BUCRF72VH5RBN7X3VL35 26874RAP3 18688000.00000000 PA USD 18782627.62000000 0.073778917076 Long DBT CORP IT Y 2 2054-05-15 Fixed 5.95000000 N N N N N N ERP Operating LP DX5HQV5MLU50FEWZ5072 26884ABF9 2913000.00000000 PA USD 2885828.70000000 0.011335651255 Long DBT CORP US N 2 2026-11-01 Fixed 2.85000000 N N N N N N EQT Corp. 4NT01YGM4X7ZX86ISY52 26884LBD0 32267000.00000000 PA USD 32486245.88000000 0.127607281014 Long DBT CORP US N 2 2031-01-15 Fixed 4.75000000 N N N N N N E3 N/A 269330AA4 3697299.66130000 PA USD 3256194.43000000 0.012790462745 Long ABS-O CORP KY Y 3 2055-09-20 Fixed 3.10000000 N Y N N N N Permian Resources Operating LLC 5493004CTVUMQLRPOE23 27034RAC7 1222000.00000000 PA USD 1316687.89000000 0.005172003013 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 11180000.00000000 PA USD 11019160.50000000 0.043283705838 Long DBT CORP US N 2 2054-10-15 Fixed 5.65000000 N N N N N N Eaton Corp. 0NZWDMRCE180888QQE14 278062AE4 2427000.00000000 PA USD 2146176.64000000 0.008430268200 Long DBT CORP US N 2 2042-11-02 Fixed 4.15000000 N N N N N N EchoStar Corp. 549300EE20907QZ9GT38 278768AC0 1330000.00000000 PA USD 1466325.00000000 0.005759783602 Long DBT CORP US N 2 2029-11-30 Fixed 10.75000000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AT6 2100000.00000000 PA USD 2257164.00000000 0.008866231016 Long DBT NUSS CO N 2 2029-01-19 Fixed 8.62500000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AV1 1912000.00000000 PA USD 1957410.00000000 0.007688785243 Long DBT NUSS CO N 2 2036-01-19 Fixed 8.37500000 N N N N N N Edgewell Personal Care Co. 549300CY8QZDL4Z3RU59 28035QAA0 5672000.00000000 PA USD 5660104.11000000 0.022233116698 Long DBT CORP US Y 2 2028-06-01 Fixed 5.50000000 N N N N N N Edison International 549300I7ROF15MAEVP56 281020AX5 13212000.00000000 PA USD 13643094.35000000 0.053590623584 Long DBT CORP US N 2 2053-06-15 Variable 8.12500000 N N N N N N Republic of El Salvador 529900AKDMUSFSDOM949 283875CG5 10925000.00000000 PA USD 12325311.88000000 0.048414321016 Long DBT NUSS SV Y 2 2054-11-21 Fixed 9.65000000 N N N N N N Elastic NV 2549003I48WHHH937I59 28415LAA1 4440000.00000000 PA USD 4281972.41000000 0.016819759926 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 28416LAD4 916347.90350000 PA USD 873254.35000000 0.003430178225 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 28416TAC9 483764.28770000 PA USD 480218.78000000 0.001886318691 Long ABS-O CORP US Y 2 2034-01-25 Fixed 3.45000000 N N N N N N Electricite de France SA 549300X3UK4GG3FNMO06 28504DAD5 5450000.00000000 PA USD 6137230.07000000 0.024107286667 Long DBT NUSS FR Y 2 2053-05-23 Fixed 6.90000000 N N N N N N Element Solutions, Inc. 549300FLGN6P5CU20J91 28618MAA4 2779000.00000000 PA USD 2717363.45000000 0.010673912974 Long DBT CORP US Y 2 2028-09-01 Fixed 3.87500000 N N N N N N Embarq LLC N/A 29078EAA3 3973000.00000000 PA USD 1570606.36000000 0.006169404980 Long DBT CORP US N 2 2036-06-01 Fixed 7.99500000 N N N N N N Emera, Inc. NQZVQT2P5IUF2PGA1Q48 290876AD3 1891000.00000000 PA USD 1904836.45000000 0.007482274223 Long DBT CORP CA N 2 2076-06-15 Variable 6.75000000 N N N N N N EMRLD Borrower LP N/A 29103CAA6 10118000.00000000 PA USD 10485819.65000000 0.041188721518 Long DBT CORP US Y 2 2030-12-15 Fixed 6.62500000 N N N N N N Emera US Finance LP N/A 29103DAM8 4950000.00000000 PA USD 4277089.03000000 0.016800577813 Long DBT CORP US N 2 2046-06-15 Fixed 4.75000000 N N N N N N Emera US Finance LP N/A 29103DAT3 18635000.00000000 PA USD 16763003.74000000 0.065845753208 Long DBT CORP US N 2 2031-06-15 Fixed 2.63900000 N N N N N N Enbridge, Inc. 98TPTUM4IVMFCZBCUR27 29250NBT1 9057000.00000000 PA USD 10390833.45000000 0.040815611903 Long DBT CORP CA N 2 2084-01-15 Variable 8.50000000 N N N N N N Encompass Health Corp. 549300FVRPM9DRQZRG64 29261AAA8 1064000.00000000 PA USD 1062037.13000000 0.004171724581 Long DBT CORP US N 2 2028-02-01 Fixed 4.50000000 N N N N N N Encompass Health Corp. 549300FVRPM9DRQZRG64 29261AAB6 3349000.00000000 PA USD 3336686.06000000 0.013106637106 Long DBT CORP US N 2 2030-02-01 Fixed 4.75000000 N N N N N N Encompass Health Corp. 549300FVRPM9DRQZRG64 29261AAE0 1556000.00000000 PA USD 1534395.72000000 0.006027168129 Long DBT CORP US N 2 2031-04-01 Fixed 4.62500000 N N N N N N Energizer Holdings, Inc. 5493000D6NN0V57UME20 29272WAC3 5560000.00000000 PA USD 5490824.70000000 0.021568180364 Long DBT CORP US Y 2 2028-06-15 Fixed 4.75000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VAZ3 6650000.00000000 PA USD 6863150.46000000 0.026958731169 Long DBT CORP US N 2 2029-07-01 Fixed 5.25000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VBG4 17040000.00000000 PA USD 16799022.02000000 0.065987234462 Long DBT CORP US N 2 2056-02-15 Variable 6.50000000 N N N N N N EnerSys 7ZS3DE5PN30BYUJFWP05 29275YAF9 2000000.00000000 PA USD 2078446.00000000 0.008164219521 Long DBT CORP US Y 2 2032-01-15 Fixed 6.62500000 N N N N N N Enel Finance International NV 0YQH6LCEF474UTUV4B96 29278GAP3 4904000.00000000 PA USD 4423652.61000000 0.017376285453 Long DBT CORP NL Y 2 2031-07-12 Fixed 2.49999840 N N N N N N Enel Finance International NV 0YQH6LCEF474UTUV4B96 29278GBD9 6590000.00000000 PA USD 6774854.84000000 0.026611902421 Long DBT CORP NL Y 2 2029-06-26 Fixed 5.12500000 N N N N N N Enel Finance International NV 0YQH6LCEF474UTUV4B96 29278GBE7 9365000.00000000 PA USD 9786084.30000000 0.038440132907 Long DBT CORP NL Y 2 2034-06-26 Fixed 5.50000000 N N N N N N Enel Finance International NV 0YQH6LCEF474UTUV4B96 29278GBH0 20200000.00000000 PA USD 20154328.41000000 0.079167012974 Long DBT CORP NL Y 2 2035-09-30 Fixed 5.00000000 N N N N N N Enel Finance International NV 0YQH6LCEF474UTUV4B96 29278GBJ6 6445000.00000000 PA USD 6350361.56000000 0.024944475736 Long DBT CORP NL Y 2 2055-09-30 Fixed 5.75000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29278NAR4 4854000.00000000 PA USD 4127502.40000000 0.016212995511 Long DBT CORP US N 2 2050-05-15 Fixed 5.00000000 N N N N N N Entegris, Inc. IYX6OWO7BT5DKO3BYG52 29362UAC8 2547000.00000000 PA USD 2522262.26000000 0.009907547649 Long DBT CORP US Y 2 2028-04-15 Fixed 4.37500000 N N N N N N Entergy Corp. 4XM3TW50JULSLG8BNC79 29364GAQ6 17928000.00000000 PA USD 18854967.24000000 0.074063070014 Long DBT CORP US N 2 2054-12-01 Variable 7.12500000 N N N N N N Entergy Corp. 4XM3TW50JULSLG8BNC79 29364GAR4 372000.00000000 PA USD 371532.30000000 0.001459393824 Long DBT CORP US N 2 2056-06-15 Variable 5.87500000 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 29364WAZ1 729000.00000000 PA USD 718878.87000000 0.002823785127 Long DBT CORP US N 2 2027-09-01 Fixed 3.12000000 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 29364WBC1 1360000.00000000 PA USD 1109450.75000000 0.004357967188 Long DBT CORP US N 2 2050-04-01 Fixed 4.20000000 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 29364WBD9 3920000.00000000 PA USD 2517839.87000000 0.009890176323 Long DBT CORP US N 2 2051-03-15 Fixed 2.90000000 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 29364WBE7 7252000.00000000 PA USD 6448161.27000000 0.025328636932 Long DBT CORP US N 2 2030-12-15 Fixed 1.60000000 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 29364WBN7 6300000.00000000 PA USD 6377339.12000000 0.025050444677 Long DBT CORP US N 2 2054-03-15 Fixed 5.70000000 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 29364WBP2 2400000.00000000 PA USD 2469596.76000000 0.009700675446 Long DBT CORP US N 2 2034-09-15 Fixed 5.15000000 N N N N N N Entegris, Inc. IYX6OWO7BT5DKO3BYG52 29365BAB9 7202000.00000000 PA USD 7372795.43000000 0.028960637119 Long DBT CORP US Y 2 2030-06-15 Fixed 5.95000000 N N N N N N Entergy Texas, Inc. LWXX58X12AJXISQ28573 29365TAJ3 753000.00000000 PA USD 548649.59000000 0.002155117666 Long DBT CORP US N 2 2049-09-30 Fixed 3.55000000 N N N N N N Entergy Texas, Inc. LWXX58X12AJXISQ28573 29365TAK0 17722000.00000000 PA USD 15638748.95000000 0.061429635155 Long DBT CORP US N 2 2031-03-15 Fixed 1.75000000 N N N N N N Entergy Texas, Inc. LWXX58X12AJXISQ28573 29365TAP9 4283000.00000000 PA USD 4230304.49000000 0.016616806257 Long DBT CORP US N 2 2054-09-15 Fixed 5.55000000 N N N N N N Entergy Arkansas LLC 549300A0I5ONUIFMLP35 29366MAG3 840000.00000000 PA USD 866826.94000000 0.003404931100 Long DBT CORP US N 2 2054-06-01 Fixed 5.75000000 N N N N N N Entergy Texas Restoration Funding II LLC N/A 29366NAB2 2825000.00000000 PA USD 2705544.88000000 0.010627489155 Long DBT CORP US N 2 2035-12-15 Fixed 3.69700000 N N N N N N Entergy Mississippi LLC 54930043I78H35DVVW89 29366WAA4 486000.00000000 PA USD 378332.85000000 0.001486106658 Long DBT CORP US N 2 2049-06-01 Fixed 3.85000000 N N N N N N Entergy Mississippi LLC 54930043I78H35DVVW89 29366WAB2 1534000.00000000 PA USD 1102512.60000000 0.004330713856 Long DBT CORP US N 2 2051-06-01 Fixed 3.50000000 N N N N N N Entergy Mississippi LLC 54930043I78H35DVVW89 29366WAD8 3252000.00000000 PA USD 3326031.03000000 0.013064783720 Long DBT CORP US N 2 2033-09-01 Fixed 5.00000000 N N N N N N Entergy Mississippi LLC 54930043I78H35DVVW89 29366WAE6 2885000.00000000 PA USD 2975037.53000000 0.011686067128 Long DBT CORP US N 2 2054-06-01 Fixed 5.85000000 N N N N N N Entergy Mississippi LLC 54930043I78H35DVVW89 29366WAG1 2980000.00000000 PA USD 3065602.79000000 0.012041811114 Long DBT CORP US N 2 2055-04-15 Fixed 5.80000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 293791AP4 4610000.00000000 PA USD 5249908.57000000 0.020621852111 Long DBT CORP US N 2 2034-10-15 Fixed 6.65000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 293791AT6 777000.00000000 PA USD 832546.81000000 0.003270277370 Long DBT CORP US N 2 2035-03-01 Fixed 5.75000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBN2 1457000.00000000 PA USD 1454064.44000000 0.005711623629 Long DBT CORP US N 2 2077-08-16 Variable 5.25000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VCL5 4680000.00000000 PA USD 4801970.49000000 0.018862333308 Long DBT CORP US N 2 2036-01-15 Fixed 5.20000000 N N N N N N EQV Abs Issuer I LLC 254900AKBSYT3UNVVC48 29476QAD8 14858961.48000000 PA USD 14858961.48000000 0.058366598595 Long ABS-O CORP US N 3 2040-12-15 Fixed 10.75600000 N N N N N N Esab Corp. 549300ZNV0SWBXEIWT04 29605JAA4 2335000.00000000 PA USD 2405505.33000000 0.009448921730 Long DBT CORP US Y 2 2029-04-15 Fixed 6.25000000 N N N N N N Essex Portfolio LP 5493003GN3O58H286O74 29717PAV9 3160000.00000000 PA USD 2832588.77000000 0.011126522667 Long DBT CORP US N 2 2032-03-15 Fixed 2.65000000 N N N N N N Essex Portfolio LP 5493003GN3O58H286O74 29717PBA4 6395000.00000000 PA USD 6672106.86000000 0.026208304221 Long DBT CORP US N 2 2034-04-01 Fixed 5.50000000 N N N N N N Evergy Missouri West Storm Funding I LLC N/A 30037HAA4 1957359.37000000 PA USD 2027140.29000000 0.007962688628 Long DBT CORP US N 2 2038-12-01 Fixed 5.10400000 N N N N N N Constellation Energy Generation LLC S2PEWKCZFFECR4533P43 30161MAG8 195000.00000000 PA USD 213659.87000000 0.000839264566 Long DBT CORP US N 2 2039-10-01 Fixed 6.25000000 N N N N N N Constellation Energy Generation LLC S2PEWKCZFFECR4533P43 30161MAJ2 6850000.00000000 PA USD 7050043.98000000 0.027692856436 Long DBT CORP US N 2 2041-10-01 Fixed 5.75000000 N N N N N N Constellation Energy Generation LLC S2PEWKCZFFECR4533P43 30161MAN3 1482000.00000000 PA USD 1501327.33000000 0.005897274163 Long DBT CORP US N 2 2042-06-15 Fixed 5.60000000 N N N N N N Exelon Corp. 3SOUA6IRML7435B56G12 30161NAQ4 120000.00000000 PA USD 119956.98000000 0.000471195844 Long DBT CORP US N 2 2035-06-15 Fixed 4.95000000 N N N N N N Exeter Automobile Receivables Trust N/A 30165JAG1 9500000.00000000 PA USD 9430679.45000000 0.037044088356 Long ABS-O CORP US Y 2 2028-01-17 Fixed 4.02000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166BAG7 12000000.00000000 PA USD 12166281.60000000 0.047789643677 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 30166QAG4 33750000.00000000 PA USD 32745529.13000000 0.128625756053 Long ABS-O CORP US Y 2 2029-10-15 Fixed 6.34000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166TAG8 11565000.00000000 PA USD 12524682.20000000 0.049197455656 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 6368000.00000000 PA USD 6423470.37000000 0.025231650084 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 30166YAG7 34500000.00000000 PA USD 35251827.45000000 0.138470596704 Long ABS-O CORP US Y 2 2030-01-15 Fixed 9.09000000 N N N N N N Exeter Automobile Receivables Trust N/A 30168CAG3 6137000.00000000 PA USD 6711056.21000000 0.026361298835 Long ABS-O CORP US Y 2 2030-11-15 Fixed 9.75000000 N N N N N N Exeter Automobile Receivables Trust N/A 30168DAF3 20049000.00000000 PA USD 20723582.69000000 0.081403066692 Long ABS-O CORP US N 2 2030-02-15 Fixed 7.13000000 N N N N N N Exeter Automobile Receivables Trust N/A 301989AG4 10500000.00000000 PA USD 11432337.00000000 0.044906679756 Long ABS-O CORP US Y 2 2031-01-15 Fixed 9.98000000 N N N N N N Extra Space Storage LP 549300YNKSKNZFR8UC42 30225VAP2 1427000.00000000 PA USD 1289345.56000000 0.005064601241 Long DBT CORP US N 2 2030-10-15 Fixed 2.20000000 N N N N N N FMC GMSR Issuer Trust N/A 30259RAE5 14562000.00000000 PA USD 14471240.88000000 0.056843616477 Long ABS-O CORP US Y 2 2026-01-25 Variable 4.44999960 N N N N N N FMC GMSR Issuer Trust N/A 30259RAJ4 7765958.00000000 PA USD 7487564.71000000 0.029411455469 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 30259RAL9 21941743.00000000 PA USD 21124641.27000000 0.082978440932 Long ABS-O CORP US Y 2 2026-10-25 Variable 4.43999880 N N N N N N FMC GMSR Issuer Trust N/A 30259RAM7 9707447.00000000 PA USD 9737521.64000000 0.038249376825 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 22424203.00000000 PA USD 22534767.78000000 0.088517474605 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 30259RAP0 12376995.00000000 PA USD 12462869.07000000 0.048954651194 Long ABS-O CORP US Y 2 2027-07-25 Fixed 7.90000000 N N N N N N FMC GMSR Issuer Trust N/A 30259RAQ8 22327128.00000000 PA USD 22803720.64000000 0.089573932261 Long ABS-O CORP US Y 2 2027-07-25 Fixed 10.07000000 N N N N N N FMC GMSR Issuer Trust N/A 30259RAR6 40000000.00000000 PA USD 40632300.00000000 0.159605309383 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 51057434.00000000 PA USD 26434955.82000000 0.103837570164 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 46661052.00000000 PA USD 33469585.31000000 0.131469877863 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 498650330.28000000 PA USD 1810250.29000000 0.007110735980 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 113645052.00000000 PA USD 434442.30000000 0.001706506835 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 28285100.75000000 PA USD 28969260.77000000 0.113792421984 Long ABS-O CORP US N 3 2044-08-25 Fixed 7.15100000 N N N N N N Energy Assets N/A 302704AB7 8688719.20000000 PA USD 8924148.74000000 0.035054415345 Long ABS-O CORP GB N 3 2044-08-25 Fixed 8.10600000 N N N N N N FREMF Mortgage Trust N/A 30289HAE1 9707447.00000000 PA USD 9667658.12000000 0.037974950107 Long ABS-MBS USGSE US Y 2 2049-04-25 Variable 4.31161560 N N N N N N FREMF Mortgage Trust N/A 30289SAN7 386147191.44000000 PA USD 477046.24000000 0.001873856826 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 99553170.00000000 PA USD 145337.67000000 0.000570892215 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 40021170.00000000 PA USD 33651112.43000000 0.132182923695 Long ABS-MBS USGSE US Y 2 2053-11-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 30289UAS1 3445173.00000000 PA USD 3422599.19000000 0.013444107338 Long ABS-MBS USGSE US Y 2 2049-06-25 Variable 4.08895200 N N N N N N FREMF Mortgage Trust N/A 302958AS2 33400000.00000000 PA USD 26125349.74000000 0.102621425023 Long ABS-MBS USGSE US Y 2 2051-11-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 30295RAS0 4576091.00000000 PA USD 4532527.99000000 0.017803952326 Long ABS-MBS USGSE US Y 2 2049-11-25 Variable 3.68628480 N N N N N N FREMF Mortgage Trust N/A 302967AN4 22000000.00000000 PA USD 130809.80000000 0.000513826157 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 32952488.00000000 PA USD 18283450.71000000 0.071818130087 Long ABS-MBS USGSE US Y 2 2033-11-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 30296AAU1 5188631.00000000 PA USD 5103987.82000000 0.020048669533 Long ABS-MBS USGSE US Y 2 2049-12-25 Variable 3.82595040 N N N N N N FREMF Mortgage Trust N/A 30296LAG8 9707447.00000000 PA USD 9594628.02000000 0.037688084936 Long ABS-MBS USGSE US Y 2 2051-02-25 Variable 4.22985960 N N N N N N FREMF Trust N/A 30296MAG6 23362340.00000000 PA USD 15830300.56000000 0.062182057587 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 430249058.21000000 PA USD 2002594.24000000 0.007866270756 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 49743688.00000000 PA USD 282330.25000000 0.001109004582 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 36870688.00000000 PA USD 20229711.34000000 0.079463120156 Long ABS-MBS USGSE US Y 2 2033-05-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 302973AL6 76851516.00000000 PA USD 58618209.48000000 0.230254685546 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 812932462.19000000 PA USD 2087204.10000000 0.008198621690 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 180000000.00000000 PA USD 529182.00000000 0.002078648189 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 666087634.45000000 PA USD 2087118.99000000 0.008198287375 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 153315382.00000000 PA USD 535637.95000000 0.002104007420 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 63425382.00000000 PA USD 43066608.17000000 0.169167369827 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 50000000.00000000 PA USD 26698095.00000000 0.104871191451 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 56700313.00000000 PA USD 44548284.91000000 0.174987455682 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 564776860.98000000 PA USD 1237539.06000000 0.004861103224 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 144000000.00000000 PA USD 363772.80000000 0.001428914196 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 55000000.00000000 PA USD 44035596.00000000 0.172973593014 Long ABS-MBS USGSE US Y 2 2028-10-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 30297NAG3 12619682.00000000 PA USD 9944189.53000000 0.039061176613 Long ABS-MBS USGSE US Y 2 2031-10-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 30297NAN8 97240599.15820000 PA USD 203796.85000000 0.000800522227 Long ABS-MBS USGSE US Y 2 2031-10-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30297NAQ1 16456509.00000000 PA USD 38560.89000000 0.000151468727 Long ABS-MBS USGSE US Y 2 2031-10-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30297RAJ8 63509473.00000000 PA USD 49602810.05000000 0.194841833819 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 41998565.00000000 PA USD 34644246.68000000 0.136083994991 Long ABS-MBS USGSE US Y 2 2030-02-25 Variable 3.62228400 N N N N N N FREMF Mortgage Trust N/A 302988AN0 27300000.00000000 PA USD 23078614.65000000 0.090653726994 Long ABS-MBS USGSE US Y 2 2029-10-25 Variable 3.75691320 N N N N N N FREMF Mortgage Trust N/A 30298CAN1 203149413.69000000 PA USD 363617.14000000 0.001428302757 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 32370000.00000000 PA USD 90826.98000000 0.000356772032 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 24000000.00000000 PA USD 18913596.00000000 0.074293366142 Long ABS-MBS USGSE US Y 2 2029-05-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 30298KAC7 21859300.00000000 PA USD 19710963.62000000 0.077425458239 Long ABS-MBS USGSE US Y 2 2029-06-25 Variable 4.97808360 N N N N N N FREMF Mortgage Trust N/A 30298XAE5 267907757.11000000 PA USD 769457.87000000 0.003022461475 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 32000000.00000000 PA USD 97388.80000000 0.000382547125 Long ABS-MBS USGSE US Y 2 2032-10-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30298XAG0 8901729.00000000 PA USD 8322904.75000000 0.032692704759 Long ABS-MBS USGSE US Y 2 2032-10-25 Variable 3.75526800 N N N N N N FREMF Mortgage Trust N/A 30298XAH8 24000000.00000000 PA USD 17466321.60000000 0.068608414063 Long ABS-MBS USGSE US Y 2 2032-10-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 30300HAG1 11547009.00000000 PA USD 11438501.76000000 0.044930895181 Long ABS-MBS USGSE US Y 2 2050-02-25 Variable 4.01262840 N N N N N N FREMF Mortgage Trust N/A 30300HAJ5 4853724.00000000 PA USD 4791053.69000000 0.018819451679 Long ABS-MBS USGSE US Y 2 2050-02-25 Variable 4.01262840 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303M8Q8 13747000.00000000 PA USD 13693783.85000000 0.053789733980 Long DBT CORP US N 2 2053-05-15 Fixed 5.60000000 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303M8V7 9370000.00000000 PA USD 9087886.17000000 0.035697582558 Long DBT CORP US N 2 2054-08-15 Fixed 5.40000000 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303M8X3 16255000.00000000 PA USD 16260302.87000000 0.063871123963 Long DBT CORP US N 2 2045-11-15 Fixed 5.50000000 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303MAC6 5024000.00000000 PA USD 5099102.52000000 0.020029479878 Long DBT CORP US N 2 2032-11-15 Fixed 4.60000000 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303MAD4 17486000.00000000 PA USD 17675516.24000000 0.069430139027 Long DBT CORP US N 2 2035-11-15 Fixed 4.87500000 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303MAE2 20025000.00000000 PA USD 19974269.67000000 0.078459734998 Long DBT CORP US N 2 2055-11-15 Fixed 5.62500000 N N N N N N FREMF Mortgage Trust N/A 30305EAE8 9147328.00000000 PA USD 9035736.09000000 0.035492734946 Long ABS-MBS USGSE US Y 2 2049-10-25 Variable 3.97149120 N N N N N N FREMF Mortgage Trust N/A 30305EAJ7 53000000.00000000 PA USD 45776995.70000000 0.179813881107 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 61000000.00000000 PA USD 51766875.30000000 0.203342369200 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 228309476.00000000 PA USD 361025.77000000 0.001418123751 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 23056703.00000000 PA USD 13302627.05000000 0.052253254330 Long DBT MUN US Y 2 2033-05-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 30306WAJ6 100853990.93040000 PA USD 186055.44000000 0.000730833254 Long ABS-MBS USGSE US Y 2 2028-06-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30306WAL1 16149080.00000000 PA USD 34095.55000000 0.000133928692 Long ABS-MBS USGSE US Y 2 2028-06-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30306WAQ0 12111763.00000000 PA USD 10052912.26000000 0.039488243871 Long ABS-MBS USGSE US Y 2 2028-06-25 Fixed 0.00000000 N N N N N N FREMF Mortgage Trust N/A 30307LAC4 7280586.00000000 PA USD 7203359.37000000 0.028295085457 Long ABS-MBS USGSE US Y 2 2026-01-25 Variable 3.62465640 N N N N N N FREMF Mortgage Trust N/A 30309FAL5 32247169.00000000 PA USD 30698708.32000000 0.120585761551 Long ABS-MBS USGSE US Y 2 2027-12-25 Variable 4.02985800 N N N N N N FREMF Mortgage Trust N/A 30309KAN0 30000000.00000000 PA USD 15260322.00000000 0.059943158868 Long ABS-MBS USGSE US Y 2 2034-04-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 30311NAE0 3499535.00000000 PA USD 3280709.78000000 0.012886760026 Long ABS-MBS USGSE US Y 2 2029-02-25 Variable 4.51627560 N N N N N N FREMF Mortgage Trust N/A 30311NAG5 11274229.00000000 PA USD 10226791.12000000 0.040171247030 Long ABS-MBS USGSE US Y 2 2029-02-25 Fixed 4.37000000 N N N N N N FREMF Mortgage Trust N/A 30311TAE7 8405786.01000000 PA USD 8113672.34000000 0.031870831433 Long ABS-MBS USGSE US Y 2 2029-01-25 Floating 9.06633000 N N N N N N FREMF Mortgage Trust N/A 30311XAA6 9377462.42000000 PA USD 9378829.65000000 0.036840420255 Long ABS-MBS USGSE US N 2 2029-08-25 Floating 7.11632880 N N N N N N FREMF Mortgage Trust N/A 30312DAG6 10678192.00000000 PA USD 10427849.26000000 0.040961011494 Long ABS-MBS USGSE US Y 2 2052-10-25 Variable 3.86232480 N N N N N N FREMF Mortgage Trust N/A 30314RAN8 369247900.65000000 PA USD 1256439.83000000 0.004935346209 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 90000000.00000000 PA USD 322245.00000000 0.001265791326 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 37171399.00000000 PA USD 24470177.29000000 0.096119841038 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 22974739.00000000 PA USD 11528882.56000000 0.045285914600 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 58000000.00000000 PA USD 39628030.20000000 0.155660497198 Long ABS-MBS USGSE US Y 2 2053-05-25 None 0.00000000 N N N N N N FREMF N/A 30315VAN8 37985811.00000000 PA USD 18334345.49000000 0.072018046831 Long ABS-MBS USGSE US Y 2 2035-08-25 None 0.00000000 N N N N N N FS Luxembourg Sarl 222100EKR3JUJPGGOY81 30315XAC8 2997000.00000000 PA USD 3093443.46000000 0.012151170386 Long DBT CORP LU Y 2 2031-02-12 Fixed 8.87500000 N N N N N N FS Luxembourg Sarl 222100EKR3JUJPGGOY81 30315XAD6 3420000.00000000 PA USD 3493837.80000000 0.013723935465 Long DBT CORP LU Y 2 2033-06-25 Fixed 8.62500000 N N N N N N FREMF Mortgage Trust N/A 30316JAJ3 224227842.10000000 PA USD 811906.59000000 0.003189201755 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 19200000.00000000 PA USD 75066.24000000 0.000294863211 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 19200000.00000000 PA USD 13145746.56000000 0.051637021452 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 905757368.68000000 PA USD 3056025.36000000 0.012004190583 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 223000000.00000000 PA USD 819614.20000000 0.003219477557 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 87436420.00000000 PA USD 57460391.03000000 0.225706728086 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 482051179.02000000 PA USD 1782818.08000000 0.007002981156 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 98937000.00000000 PA USD 385132.06000000 0.001512814228 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 44300000.00000000 PA USD 30658045.36000000 0.120426035808 Long ABS-MBS USGSE US Y 2 2053-10-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 30318BAC3 200000000.00000000 PA USD 787400.00000000 0.003092938883 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 82131469.00000000 PA USD 53234390.44000000 0.209106827720 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 435550183.02000000 PA USD 1705309.63000000 0.006698524845 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 111000000.00000000 PA USD 468164.70000000 0.001838969779 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 42427360.00000000 PA USD 28070548.09000000 0.110262242414 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 52000000.00000000 PA USD 368435.60000000 0.001447229862 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 52000000.00000000 PA USD 24453676.00000000 0.096055023307 Long ABS-MBS USGSE US Y 2 2035-12-25 None 0.00000000 N N N N N N FRTKL N/A 30322DAL3 4272000.00000000 PA USD 4162292.90000000 0.016349653995 Long ABS-O CORP US Y 2 2038-09-17 Fixed 3.17100000 N N N N N N FREMF Mortgage Trust N/A 30323AAQ7 26000000.00000000 PA USD 23577145.80000000 0.092611977411 Long ABS-MBS USGSE US Y 2 2028-09-25 Variable 2.48096160 N N N N N N FREMF Mortgage Trust N/A 30323AAU8 18113189.94000000 PA USD 18211540.94000000 0.071535665617 Long ABS-MBS USGSE US Y 2 2028-09-25 Floating 9.60185160 N N N N N N Fair Isaac Corp. RI6HET5SJUEY30V1PS26 303250AG9 2346000.00000000 PA USD 2411336.10000000 0.009471825229 Long DBT CORP US Y 2 2033-05-15 Fixed 6.00000000 N N N N N N FREMF Mortgage Trust N/A 30333RAG0 26400000.00000000 PA USD 17977053.60000000 0.070614589910 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 435835020.97000000 PA USD 1537974.62000000 0.006041226193 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 90300000.00000000 PA USD 339076.50000000 0.001331906135 Long ABS-MBS USGSE US Y 2 2030-08-25 Fixed 0.10000000 N N N N N N Forvia SE 969500F0VMZLK2IULV85 31209DAC9 587000.00000000 PA USD 597578.91000000 0.002347314004 Long DBT CORP FR Y 2 2033-09-15 Fixed 6.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31283GZL4 2755.45000000 PA USD 2794.63000000 0.000010977419 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 8.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31283LA48 280.27000000 PA USD 281.03000000 0.000001103897 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 10.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31283LA55 42951.27000000 PA USD 44182.39000000 0.000173550205 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 7.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128CUUQ7 41705.14000000 PA USD 42705.87000000 0.000167750375 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128E53X5 883941.74000000 PA USD 882544.35000000 0.003466669719 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128FVU66 1004.35000000 PA USD 1052.31000000 0.000004133516 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 7.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128HX7J8 351576.69410000 PA USD 334654.92000000 0.001314537991 Long ABS-MBS USGSE US N 2 2042-09-15 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128HXKY0 1331656.70970000 PA USD 1268487.55000000 0.004982670138 Long ABS-MBS USGSE US N 2 2042-07-15 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128LXN30 5412.88000000 PA USD 5671.34000000 0.000022277251 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 7.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M8FM1 505940.46000000 PA USD 526741.53000000 0.002069061925 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M8RN6 196179.70000000 PA USD 198227.45000000 0.000778645399 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M8T95 1918635.08000000 PA USD 1978965.35000000 0.007773455525 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M9LU4 1913711.88000000 PA USD 1780116.46000000 0.006992369084 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128NHQ97 2330.88000000 PA USD 2422.55000000 0.000009515873 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 7.36999920 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128NHRN5 6264.20000000 PA USD 6397.57000000 0.000025129912 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 6.26000040 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128P7D67 4765.67000000 PA USD 4992.80000000 0.000019611919 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 7.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128PT7F6 4902.88000000 PA USD 4892.93000000 0.000019219625 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128QSB62 10441.59000000 PA USD 10756.62000000 0.000042252436 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 6.91499880 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S4Q59 35929.04000000 PA USD 36837.17000000 0.000144697886 Long ABS-MBS USGSE US N 2 2037-10-01 Variable 6.55599960 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31292G2S4 2767.47000000 PA USD 2865.37000000 0.000011255288 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31292GRR9 49.54000000 PA USD 49.90000000 0.000000196009 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 7.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31292J5A4 11864.06000000 PA USD 12430.55000000 0.000048827700 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 7.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31292J5V8 20285.42000000 PA USD 21449.25000000 0.000084253517 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31293KEB8 2775.51000000 PA USD 2842.36000000 0.000011164904 Long ABS-MBS USGSE US N 2 2029-02-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312945PS1 4281267.10000000 PA USD 4326392.30000000 0.016994243041 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31296MMQ9 12934.12000000 PA USD 12682.72000000 0.000049818234 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31297FAA1 10497.66000000 PA USD 10869.03000000 0.000042693987 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DN7F4 15785116.53000000 PA USD 15534583.68000000 0.061020469783 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DNNJ8 19078216.83000000 PA USD 18769501.33000000 0.073727356480 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DNNU3 10067717.92000000 PA USD 9907930.75000000 0.038918750666 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DPRW0 19505277.71000000 PA USD 18174289.44000000 0.071389340226 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DQJM9 12720714.84000000 PA USD 10537482.72000000 0.041391656136 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DQK47 30722369.38000000 PA USD 27352691.37000000 0.107442472332 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DU5E3 27307083.06000000 PA USD 23654956.22000000 0.092917619872 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DV7A7 32739481.50000000 PA USD 28117722.56000000 0.110447545630 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DVMB8 14897596.40000000 PA USD 12940167.84000000 0.050829499968 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWC35 9921794.45000000 PA USD 8840613.43000000 0.034726285286 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132E0L91 21333130.44000000 PA USD 18385904.50000000 0.072220572697 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132FCFU4 4257009.21000000 PA USD 4139455.94000000 0.016259949497 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132G7CK9 540938.74000000 PA USD 533349.17000000 0.002095017000 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132GMH96 703328.64000000 PA USD 708647.27000000 0.002783594991 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132H1AK3 174620.99000000 PA USD 172145.97000000 0.000676196297 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132H3HF3 528087.35000000 PA USD 530773.60000000 0.002084900058 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132H3J20 453285.67000000 PA USD 444741.72000000 0.001746963371 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132H3XT5 735815.53000000 PA USD 704520.75000000 0.002767385854 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132H4CL3 168621.77000000 PA USD 165442.62000000 0.000649865268 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132H7CN2 1721984.95000000 PA USD 1743943.74000000 0.006850281184 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132H7CW2 1352715.86000000 PA USD 1359601.58000000 0.005340569714 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132H7EG5 1940777.93000000 PA USD 1894568.53000000 0.007441941420 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132HCD26 766081.53000000 PA USD 775730.35000000 0.003047100029 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132HDGD7 175412.32000000 PA USD 165989.25000000 0.000652012453 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132HMNA5 1709171.08000000 PA USD 1655010.59000000 0.006500948192 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132HNMX4 1840678.59000000 PA USD 1779501.83000000 0.006989954792 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132HQGD8 2760820.99000000 PA USD 2673341.84000000 0.010500994318 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132HTZ66 1309932.11890000 PA USD 1215325.07000000 0.004773845777 Long ABS-MBS USGSE US N 2 2044-01-15 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132J0AF4 1298425.03360000 PA USD 1204270.79000000 0.004730424121 Long ABS-MBS USGSE US N 2 2044-08-15 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132J4NR6 4883835.73000000 PA USD 4855566.48000000 0.019072860514 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132J6Z98 1577680.70000000 PA USD 1475228.69000000 0.005794757655 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132QDA35 427245.04000000 PA USD 406429.02000000 0.001596469544 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132QDE49 393715.38000000 PA USD 372566.28000000 0.001463455339 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132QDE72 295171.81000000 PA USD 279315.45000000 0.001097162326 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132QDFG1 501010.78000000 PA USD 469137.74000000 0.001842791920 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132QDFM8 464523.73000000 PA USD 439571.44000000 0.001726654304 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132QQJP8 1676117.93000000 PA USD 1619122.03000000 0.006359976484 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132QUUJ0 1417458.36000000 PA USD 1345261.12000000 0.005284239810 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132QWC64 1937533.91000000 PA USD 1887850.97000000 0.007415554574 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132QWN62 639750.16000000 PA USD 605679.79000000 0.002379134586 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132WD3F9 2789974.94000000 PA USD 2642265.97000000 0.010378927050 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132WEAY8 755710.40000000 PA USD 715583.67000000 0.002810841449 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132WEX80 349323.14000000 PA USD 331099.91000000 0.001300573769 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132WF5S4 420626.19000000 PA USD 409045.69000000 0.001606747929 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132WF5T2 4009632.02000000 PA USD 3796102.68000000 0.014911244076 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132WFJZ3 309667.75000000 PA USD 294090.49000000 0.001155199278 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132WGS32 815951.54000000 PA USD 793487.54000000 0.003116850985 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132WGS73 3402909.27000000 PA USD 3220634.17000000 0.012650780613 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132WWZB1 14294692.75000000 PA USD 13698329.18000000 0.053807588219 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 3.55000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132XFJM1 19414894.00000000 PA USD 19151435.83000000 0.075227610565 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 4.17000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132XFJZ2 16890958.00000000 PA USD 16502026.80000000 0.064820625287 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 3.85000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31335AE38 3823117.93000000 PA USD 3891892.42000000 0.015287510029 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31335AGX0 3790678.52000000 PA USD 3861102.01000000 0.015166564060 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31335BTT3 7155972.57000000 PA USD 7038755.02000000 0.027648512947 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31335BW28 10691179.95000000 PA USD 10666339.31000000 0.041897810007 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31335CB94 1795372.22000000 PA USD 1875720.73000000 0.007367906503 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31339NHY5 83620.66380000 PA USD 85306.58000000 0.000335087678 Long ABS-MBS USGSE US N 2 2032-02-15 Fixed 6.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31339NW36 129349.72340000 PA USD 136027.34000000 0.000534320865 Long ABS-MBS USGSE US N 2 2032-03-15 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31339W2W5 188846.01770000 PA USD 197050.53000000 0.000774022410 Long ABS-MBS USGSE US N 2 2032-03-15 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133AUP44 17131996.01000000 PA USD 14767016.82000000 0.058005436271 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133B1ZP9 19143137.43000000 PA USD 17152274.87000000 0.067374825871 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BGQW1 3771857.56000000 PA USD 3725068.23000000 0.014632217898 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BH7C4 27210663.01000000 PA USD 26081519.27000000 0.102449257173 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BHYL4 13025484.12000000 PA USD 12798572.63000000 0.050273308286 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BPBS6 12054241.03000000 PA USD 11843496.73000000 0.046521731720 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BQXF8 12040990.05000000 PA USD 12159948.65000000 0.047764767595 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BQY67 15450214.08000000 PA USD 15634683.30000000 0.061413665118 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BS6E7 15624323.20000000 PA USD 15810875.59000000 0.062105755523 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KHGR1 6285883.05000000 PA USD 6072665.90000000 0.023853676010 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KKAE9 59234683.20000000 PA USD 50982098.25000000 0.200259733369 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KL2H9 10941122.27000000 PA USD 9424917.30000000 0.037021454399 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KMNS0 7603388.78000000 PA USD 6580078.95000000 0.025846814888 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KMY82 13904137.20000000 PA USD 11985417.71000000 0.047079203040 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KN7D9 20700120.86000000 PA USD 19180791.61000000 0.075342921250 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KNBT9 7163544.74000000 PA USD 6418565.31000000 0.025212382811 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KNE82 11547785.30000000 PA USD 9830190.12000000 0.038613382343 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KNXR9 22250360.98000000 PA USD 19887979.86000000 0.078120785152 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KPJM1 45724147.20000000 PA USD 44082788.86000000 0.173158968467 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KQW36 31617360.38000000 PA USD 31803364.05000000 0.124924893708 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133Q3G96 12646310.00000000 PA USD 10906562.44000000 0.042841416128 Long ABS-MBS USGSE US N 2 2053-10-25 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TCLJ5 1417.94380000 PA USD 1432.77000000 0.000005627978 Long ABS-MBS USGSE US N 2 2028-01-15 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TD6D3 11002.48180000 PA USD 11121.63000000 0.000043686210 Long ABS-MBS USGSE US N 2 2028-01-15 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TGKG3 2837.16000000 PA USD 144.53000000 0.000000567719 Long ABS-MBS USGSE US N 2 2028-10-15 Fixed 7.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TGT74 39138.58500000 PA USD 39877.91000000 0.000156642035 Long ABS-MBS USGSE US N 2 2028-11-15 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133THTM9 9935.07920000 PA USD 10133.39000000 0.000039804363 Long ABS-MBS USGSE US N 2 2029-01-15 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TKCT5 2882.56920000 PA USD 2930.92000000 0.000011512771 Long ABS-MBS USGSE US N 2 2029-04-15 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TMGW0 4369.02600000 PA USD 4469.55000000 0.000017556572 Long ABS-MBS USGSE US N 2 2029-11-15 Fixed 8.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TSBX0 13567.10920000 PA USD 13976.48000000 0.000054900175 Long ABS-MBS USGSE US N 2 2031-03-15 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TSQF3 2478.99840000 PA USD 2550.14000000 0.000010017052 Long ABS-MBS USGSE US N 2 2031-04-15 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TTK67 814.54000000 PA USD 833.60000000 0.000003274414 Long ABS-MBS USGSE US N 2 2031-05-15 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TTTB7 36020.37750000 PA USD 37582.03000000 0.000147623726 Long ABS-MBS USGSE US N 2 2031-06-15 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TUBN7 17234.38890000 PA USD 15862.76000000 0.000062309559 Long ABS-MBS USGSE US N 2 2031-06-15 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31351BFA8 11813.77590000 PA USD 11516.33000000 0.000045236607 Long ABS-MBS USGSE US N 2 2027-08-01 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359N4Q1 5.50040000 PA USD 5.49000000 0.000000021564 Long ABS-MBS USGSE US N 2 2027-03-17 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359NR78 531.59000000 PA USD 536.22000000 0.000002106293 Long ABS-MBS USGSE US N 2 2027-04-18 Fixed 7.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359NTJ0 596.51690000 PA USD 597.94000000 0.000002348732 Long ABS-MBS USGSE US N 2 2027-03-18 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359PW77 3557.03670000 PA USD 3564.64000000 0.000014002049 Long ABS-MBS USGSE US N 2 2027-07-18 Fixed 8.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359QLQ5 287.60870000 PA USD 287.25000000 0.000001128329 Long ABS-MBS USGSE US N 2 2027-09-18 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359SWU0 14159.39850000 PA USD 14593.48000000 0.000057323776 Long ABS-MBS USGSE US N 2 2031-05-25 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359SYL8 15428.11720000 PA USD 15911.84000000 0.000062502347 Long ABS-MBS USGSE US N 2 2031-05-25 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359WXR7 20298.40670000 PA USD 20656.38000000 0.000081139091 Long ABS-MBS USGSE US N 2 2029-09-18 Fixed 8.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359XYK9 23348.54570000 PA USD 24345.27000000 0.000095629200 Long ABS-MBS USGSE US N 2 2030-02-20 Fixed 7.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A2WC3 4787594.08000000 PA USD 4773544.89000000 0.018750676408 Long ABS-MBS USGSE US N 2 2041-12-25 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A5L87 87422.64970000 PA USD 1075.80000000 0.000004225785 Long ABS-MBS USGSE US N 2 2027-05-25 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ABMM2 1592668.14500000 PA USD 117926.25000000 0.000463219055 Long ABS-MBS USGSE US N 2 2033-01-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ACE56 692829.42830000 PA USD 13958.50000000 0.000054829549 Long ABS-MBS USGSE US N 2 2028-03-25 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AN6U6 3719947.40340000 PA USD 3684266.78000000 0.014471948161 Long ABS-MBS USGSE US N 2 2027-04-25 Variable 3.09200040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AR6G8 5594462.09000000 PA USD 5359153.42000000 0.021050970278 Long ABS-MBS USGSE US N 2 2045-07-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AS4R4 5028074.64790000 PA USD 4980011.28000000 0.019561684696 Long ABS-MBS USGSE US N 2 2026-09-25 Fixed 2.49935000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ASMM5 4577355.40000000 PA USD 4341362.06000000 0.017053044861 Long ABS-MBS USGSE US N 2 2046-01-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ASVZ6 5033124.49910000 PA USD 4988540.08000000 0.019595186165 Long ABS-MBS USGSE US N 2 2026-05-25 Fixed 2.48800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AUG21 6635831.54780000 PA USD 6542282.91000000 0.025698350522 Long ABS-MBS USGSE US N 2 2026-10-25 Variable 2.50051680 N N N N N N FNMA, Grantor Trust N/A 3136AV6R5 95491786.52560000 PA USD 93954750.73000000 0.369058041466 Long ABS-MBS USGSE US N 2 2027-06-25 Fixed 2.89800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AVYL7 9785329.21200000 PA USD 9643152.29000000 0.037878690221 Long ABS-MBS USGSE US N 2 2026-12-25 Variable 2.56025520 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AW7J0 6346910.12040000 PA USD 6276565.41000000 0.024654601490 Long ABS-MBS USGSE US N 2 2027-05-25 Variable 3.06100080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AWWF0 13053066.14340000 PA USD 12735731.75000000 0.050026466780 Long ABS-MBS USGSE US N 2 2029-04-25 Variable 3.11992200 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B0YM2 22374743.37060000 PA USD 21955682.33000000 0.086242803656 Long ABS-MBS USGSE US N 2 2028-01-25 Variable 3.02556960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B1K86 25871360.42390000 PA USD 25471275.36000000 0.100052194540 Long ABS-MBS USGSE US N 2 2028-03-25 Variable 3.12701040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B1LF9 4189996.88780000 PA USD 4056794.79000000 0.015935253174 Long ABS-MBS USGSE US N 2 2030-02-25 Variable 3.17666880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B1XJ8 6658524.86220000 PA USD 6557885.92000000 0.025759639773 Long ABS-MBS USGSE US N 2 2028-03-25 Variable 3.15955440 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B27L0 31995837.39410000 PA USD 31712683.83000000 0.124568698155 Long ABS-MBS USGSE US N 2 2028-08-25 Variable 3.69653760 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B2HA3 9890784.31000000 PA USD 9810797.54000000 0.038537207508 Long ABS-MBS USGSE US N 2 2028-07-25 Variable 3.46602960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B4NV6 5154193.45000000 PA USD 4787492.69000000 0.018805463927 Long ABS-MBS USGSE US N 2 2049-05-25 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B4QB7 15382242.88500000 PA USD 15007925.23000000 0.058951734199 Long ABS-MBS USGSE US N 2 2029-04-25 Fixed 3.14300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B5NV3 25844090.59830000 PA USD 24966334.83000000 0.098068767820 Long ABS-MBS USGSE US N 2 2029-06-25 Variable 2.88500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BBHB1 4153292.31020000 PA USD 3933072.29000000 0.015449266216 Long ABS-MBS USGSE US N 2 2028-11-25 Fixed 1.59400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BBSN3 33716753.05540000 PA USD 1316025.56000000 0.005169401354 Long ABS-MBS USGSE US N 2 2028-11-25 Variable 2.09524680 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BCGS3 4666664.70950000 PA USD 4483151.85000000 0.017610000862 Long ABS-MBS USGSE US N 2 2030-10-25 Fixed 1.20000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BCGU8 75697348.47860000 PA USD 2679163.82000000 0.010523863290 Long ABS-MBS USGSE US N 2 2030-10-25 Variable 1.92749760 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BPHK0 13687501.00000000 PA USD 13312415.57000000 0.052291704030 Long ABS-MBS USGSE US N 2 2032-08-25 Variable 3.88437480 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BQCX5 6868000.00000000 PA USD 6975357.14000000 0.027399483523 Long ABS-MBS USGSE US N 2 2033-04-25 Variable 4.64817960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BQSN0 32285000.00000000 PA USD 32800139.46000000 0.128840267627 Long ABS-MBS USGSE US N 2 2033-03-25 Variable 4.62521880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BQT41 56000000.00000000 PA USD 53615396.80000000 0.210603436033 Long ABS-MBS USGSE US N 2 2033-08-25 Fixed 3.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BVLQ9 80687439.83000000 PA USD 68911850.31000000 0.270688520927 Long ABS-MBS USGSE US N 2 2054-09-25 Fixed 0.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136FAAA8 157744.06620000 PA USD 146300.40000000 0.000574673858 Long ABS-MBS USGSE US N 2 2031-06-25 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136FFGZ6 54713.96800000 PA USD 7573.45000000 0.000029748816 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 3.71372040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136FFQR3 32842.62020000 PA USD 6553.54000000 0.000025742568 Long ABS-MBS USGSE US N 2 2037-09-25 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136FFQS1 45004.86260000 PA USD 7571.98000000 0.000029743042 Long ABS-MBS USGSE US N 2 2037-10-25 Variable 6.50000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136FFRK7 19954.51000000 PA USD 3381.05000000 0.000013280900 Long ABS-MBS USGSE US N 2 2037-09-25 Variable 6.99999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371FTK8 23.96000000 PA USD 24.03000000 0.000000094390 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 7.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371GMS6 161.28000000 PA USD 168.82000000 0.000000663131 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371HQX9 3643.85000000 PA USD 3769.06000000 0.000014805019 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31374TW39 2891.50000000 PA USD 2990.86000000 0.000011748218 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31377UYC1 6871163.53000000 PA USD 6814641.75000000 0.026768187005 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 3.55000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31379HW22 7685.00000000 PA USD 7949.07000000 0.000031224266 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137A05F8 493573.64290000 PA USD 498988.34000000 0.001960046278 Long ABS-MBS USGSE US N 2 2040-05-15 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AAZB2 36242.25830000 PA USD 37312.03000000 0.000146563155 Long ABS-MBS USGSE US N 2 2036-11-15 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137ABB59 70599.59000000 PA USD 71827.18000000 0.000282140053 Long ABS-MBS USGSE US N 2 2041-05-15 Floating 5.50000080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137APLG3 14563.73390000 PA USD 112.49000000 0.000000441865 Long ABS-MBS USGSE US N 2 2027-04-15 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137ARA30 1134325.03000000 PA USD 1122889.90000000 0.004410756710 Long ABS-MBS USGSE US N 2 2027-06-15 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AXFX6 1532294.16060000 PA USD 109238.63000000 0.000429093734 Long ABS-MBS USGSE US N 2 2032-12-15 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BPVN6 8584296.00000000 PA USD 8242225.54000000 0.032375793575 Long ABS-MBS USGSE US N 2 2031-01-25 Fixed 3.08000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BS5N9 9785107.00000000 PA USD 9717453.75000000 0.038170549345 Long ABS-MBS USGSE US N 2 2026-07-25 Fixed 2.72000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F1G44 6438950.00000000 PA USD 6384414.03000000 0.025078235209 Long ABS-MBS USGSE US N 2 2027-04-25 Fixed 3.24300000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F72J3 20382026.89000000 PA USD 2942253.61000000 0.011557290571 Long ABS-MBS USGSE US N 2 2055-10-25 Variable 2.77177320 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FCJK1 5868152.00000000 PA USD 5812361.13000000 0.022831188399 Long ABS-MBS USGSE US N 2 2027-11-25 Variable 3.30300000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FG4P7 9372843.82000000 PA USD 8995956.15000000 0.035336477741 Long ABS-MBS USGSE US N 2 2048-05-15 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FG6Q3 9620080.00000000 PA USD 9498617.83000000 0.037310953046 Long ABS-MBS USGSE US N 2 2028-04-25 Variable 3.21398280 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FHWW9 9496937.67000000 PA USD 9106230.81000000 0.035769641042 Long ABS-MBS USGSE US N 2 2048-09-15 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FNAQ3 170656918.00000000 PA USD 4910738.14000000 0.019289577014 Long ABS-MBS USGSE US N 2 2029-06-25 Variable 0.89240040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FNAY6 48537235.00000000 PA USD 46453133.50000000 0.182469777592 Long ABS-MBS USGSE US N 2 2029-06-25 Fixed 2.65400000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FPJ55 7238853.66000000 PA USD 7151857.12000000 0.028092782547 Long ABS-MBS USGSE US N 2 2027-07-25 Fixed 2.60600000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FTZL4 34946810.00000000 PA USD 28847777.39000000 0.113315230379 Long ABS-MBS USGSE US N 2 2035-02-25 Fixed 1.94000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FUXT6 30353508.90000000 PA USD 23988520.75000000 0.094227874768 Long ABS-MBS USGSE US N 2 2050-07-25 Fixed 1.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FWHN3 131107867.64990000 PA USD 4356032.68000000 0.017110671647 Long ABS-MBS USGSE US N 2 2034-01-25 Variable 1.54747080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FYTZ9 4319814.00000000 PA USD 1005178.38000000 0.003948381123 Long ABS-MBS USGSE US N 2 2039-04-25 Variable 3.19926960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FYUM6 12474070.00000000 PA USD 1533679.42000000 0.006024354474 Long ABS-MBS USGSE US N 2 2031-04-25 Variable 2.78050680 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H73Q4 21356384.00000000 PA USD 19302267.19000000 0.075820082216 Long ABS-MBS USGSE US N 2 2032-03-25 Fixed 2.40000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H7QH9 18118950.00000000 PA USD 16565938.56000000 0.065071673252 Long ABS-MBS USGSE US N 2 2032-05-25 Fixed 2.58000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H7ZB2 13105054.00000000 PA USD 12213033.60000000 0.047973287415 Long ABS-MBS USGSE US N 2 2032-06-25 Fixed 2.92000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H7ZC0 12619682.00000000 PA USD 11708063.94000000 0.045989746271 Long ABS-MBS USGSE US N 2 2032-07-25 Fixed 2.92000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H9M89 34000000.00000000 PA USD 33277238.20000000 0.130714330675 Long ABS-MBS USGSE US N 2 2032-11-25 Variable 3.78000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HASK3 34000000.00000000 PA USD 34606655.20000000 0.135936334145 Long ABS-MBS USGSE US N 2 2033-08-25 Variable 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HAT71 3501420.63000000 PA USD 2685402.30000000 0.010548368290 Long ABS-MBS USGSE US N 2 2053-10-25 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HB2L7 23410000.00000000 PA USD 23823099.88000000 0.093578094934 Long ABS-MBS USGSE US N 2 2030-10-25 Fixed 4.40000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384ACQ9 15467.83000000 PA USD 15999.34000000 0.000062846051 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EGBG8 1795940.92000000 PA USD 1850333.00000000 0.007268182478 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EGM50 218627.14000000 PA USD 228611.96000000 0.000897996977 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 8.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EJJD1 5787505.77000000 PA USD 5687381.75000000 0.022340264365 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EN2A6 1939287.42000000 PA USD 1963603.23000000 0.007713112499 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ENZ93 7782340.97000000 PA USD 7433015.58000000 0.029197184291 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EPTE4 701136.42000000 PA USD 722347.60000000 0.002837410438 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EPV76 1165853.65000000 PA USD 1162450.41000000 0.004566151985 Long ABS-MBS USGSE US N 2 2026-12-01 Variable 3.78500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LCYD1 7475527.90000000 PA USD 7446513.96000000 0.029250206471 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 3.13000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LDLB7 3882979.00000000 PA USD 3856304.06000000 0.015147717519 Long ABS-MBS USGSE US N 2 2026-05-01 Fixed 2.81000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LDLC5 6795213.00000000 PA USD 6753365.02000000 0.026527489543 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 2.78000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LDTF0 5725245.18000000 PA USD 5610725.22000000 0.022039154431 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 2.97000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LDU50 4761482.92000000 PA USD 4723772.07000000 0.018555166768 Long ABS-MBS USGSE US N 2 2026-05-01 Fixed 2.62000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LDUX9 9825878.00000000 PA USD 9736395.69000000 0.038244954048 Long ABS-MBS USGSE US N 2 2026-06-01 Fixed 2.61000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LE4K4 10611106.22000000 PA USD 9804516.56000000 0.038512535566 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LE7B1 5429327.24000000 PA USD 5337249.76000000 0.020964931820 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 2.20000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LECJ8 3236895.52000000 PA USD 3132698.62000000 0.012305366234 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 2.90000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LEGP0 9256040.77000000 PA USD 8986075.10000000 0.035297664579 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 2.73000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LER60 7184521.44000000 PA USD 6808153.82000000 0.026742702154 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 2.87000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LGCX2 14634948.00000000 PA USD 14148703.32000000 0.055576675963 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 2.69000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LGNW2 8006717.36000000 PA USD 7871165.00000000 0.030918252843 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 3.27000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LGTL0 16343458.00000000 PA USD 15945670.82000000 0.062635236610 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 3.17000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LGZP4 7968032.11000000 PA USD 7799661.62000000 0.030637384690 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 3.35000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LHPB4 12257190.21000000 PA USD 12133653.05000000 0.047661477420 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 3.13000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LNKF7 24331716.00000000 PA USD 23979018.53000000 0.094190549665 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 3.71000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LVY49 337071.83000000 PA USD 331350.29000000 0.001301557272 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LXQK8 1122487.23000000 PA USD 1104007.91000000 0.004336587494 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LXZX0 319014.93000000 PA USD 312553.28000000 0.001227721860 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LY4Y0 642109.55000000 PA USD 628480.15000000 0.002468695318 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LYQG5 643098.40000000 PA USD 630559.58000000 0.002476863403 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LYTC1 76929.52000000 PA USD 75278.00000000 0.000295695013 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138M3WF7 771167.55000000 PA USD 760229.01000000 0.002986210141 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138M3XL3 787961.62000000 PA USD 771995.98000000 0.003032431273 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138M4N81 985873.89000000 PA USD 970049.94000000 0.003810395197 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138MGV44 237624.36000000 PA USD 233980.92000000 0.000919086468 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138MGYD1 199141.55000000 PA USD 196002.79000000 0.000769906845 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138W4CS8 1882724.62000000 PA USD 1750096.10000000 0.006874447902 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138W5Z35 238245.56000000 PA USD 233773.94000000 0.000918273443 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138W9GY0 4025780.94000000 PA USD 3845389.56000000 0.015104844924 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WJHM3 3571817.66000000 PA USD 3574098.94000000 0.014039204452 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WK3V5 1115870.81000000 PA USD 1135912.43000000 0.004461909732 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WTR57 3332448.04000000 PA USD 3272714.71000000 0.012855355070 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138X8ZE4 577600.76000000 PA USD 579869.84000000 0.002277752064 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138XD3X6 1485944.74000000 PA USD 1491790.52000000 0.005859813189 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138Y63A0 7647691.16000000 PA USD 7879296.44000000 0.030950193467 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390MLR3 6469.95000000 PA USD 6496.37000000 0.000025518002 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 313920LZ1 32775.73790000 PA USD 2703.24000000 0.000010618435 Long ABS-MBS USGSE US N 2 2030-11-25 Floating 4.31372160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3139216F0 77528.13250000 PA USD 77879.71000000 0.000305914634 Long ABS-MBS USGSE US N 2 2041-09-25 Variable 6.99999840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 313929RL7 38404.35000000 PA USD 39438.94000000 0.000154917743 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 7.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31392A5R5 4724945.09340000 PA USD 18057.32000000 0.000070929879 Long ABS-MBS USGSE US N 2 2041-08-25 Variable 0.49714920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31392B6U5 143879.97210000 PA USD 150207.32000000 0.000590020397 Long ABS-MBS USGSE US N 2 2041-12-25 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31392B6W1 247050.91800000 PA USD 267631.27000000 0.001051266397 Long ABS-MBS USGSE US N 2 2041-12-25 Fixed 9.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31392B6Y7 12113525.96430000 PA USD 206340.59000000 0.000810514140 Long ABS-MBS USGSE US N 2 2041-12-25 Variable 0.39867120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31392BGE0 83362.18420000 PA USD 5100.15000000 0.000020033594 Long ABS-MBS USGSE US N 2 2031-12-25 Floating 3.31372080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31392BQR0 152343.66350000 PA USD 159660.17000000 0.000627151572 Long ABS-MBS USGSE US N 2 2032-01-25 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31392CGR9 451.70610000 PA USD 457.30000000 0.000001796292 Long ABS-MBS USGSE US N 2 2032-03-17 Floating 6.72612480 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31392DD66 1820710.15200000 PA USD 33690.42000000 0.000132337325 Long ABS-MBS USGSE US N 2 2029-06-25 Variable 0.86325120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31392ERB8 204422.16600000 PA USD 212991.87000000 0.000836640635 Long ABS-MBS USGSE US N 2 2032-09-25 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31392ET34 1020938.07010000 PA USD 41530.94000000 0.000163135203 Long ABS-MBS USGSE US N 2 2042-08-25 Variable 0.89759160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31392FDC8 266103.17780000 PA USD 284035.74000000 0.001115703815 Long ABS-MBS USGSE US N 2 2042-07-25 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31392FWH6 146012.61750000 PA USD 151680.07000000 0.000595805418 Long ABS-MBS USGSE US N 2 2032-12-25 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31392GVP7 216710.82860000 PA USD 228555.12000000 0.000897773708 Long ABS-MBS USGSE US N 2 2042-07-25 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31392JYQ6 5152.76970000 PA USD 5307.84000000 0.000020849409 Long ABS-MBS USGSE US N 2 2042-06-25 Fixed 5.35600000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31392MM82 14003.04840000 PA USD 14743.78000000 0.000057914161 Long ABS-MBS USGSE US N 2 2032-06-15 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393AP68 40240.17970000 PA USD 40913.37000000 0.000160709363 Long ABS-MBS USGSE US N 2 2042-10-25 Variable 5.05338120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393APN1 107119.89860000 PA USD 111531.60000000 0.000438100612 Long ABS-MBS USGSE US N 2 2033-04-25 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393APU5 396720.86790000 PA USD 397590.64000000 0.001561752032 Long ABS-MBS USGSE US N 2 2033-04-25 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393BT47 57769.03850000 PA USD 59522.23000000 0.000233805714 Long ABS-MBS USGSE US N 2 2042-10-25 Fixed 5.39800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393CRH8 121250.04880000 PA USD 126609.25000000 0.000497326228 Long ABS-MBS USGSE US N 2 2033-06-25 Fixed 5.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393DJU6 7689.76430000 PA USD 7630.87000000 0.000029974364 Long ABS-MBS USGSE US N 2 2033-07-25 Floating 2.94244920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393EQX0 1896.49000000 PA USD 1998.39000000 0.000007849756 Long ABS-MBS USGSE US N 2 2033-09-25 Floating 5.52286800 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31393FAM8 58105.51570000 PA USD 3162.39000000 0.000012421995 Long ABS-MBS USGSE US N 2 2029-06-15 Floating 3.84350040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31393FVT0 10709.98610000 PA USD 12217.62000000 0.000047991302 Long ABS-MBS USGSE US N 2 2032-02-15 Floating 9.99309960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31393HGW6 80257.50690000 PA USD 83760.84000000 0.000329015949 Long ABS-MBS USGSE US N 2 2032-12-15 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31393JLU0 44459.51970000 PA USD 45059.70000000 0.000176996314 Long ABS-MBS USGSE US N 2 2033-01-15 Fixed 5.30000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31393MS28 93353.70360000 PA USD 7361.29000000 0.000028915443 Long ABS-MBS USGSE US N 2 2033-03-15 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31393PVX9 21436.92800000 PA USD 1939.41000000 0.000007618080 Long ABS-MBS USGSE US N 2 2032-03-15 Fixed 7.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31393QXU1 65387.48490000 PA USD 9243.33000000 0.000036308172 Long ABS-MBS USGSE US N 2 2033-05-15 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393UVK6 3656686.44000000 PA USD 3858462.03000000 0.015156194112 Long ABS-MBS USGSE US N 2 2034-01-25 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31393WDL0 2503.72180000 PA USD 3031.61000000 0.000011908286 Long ABS-MBS USGSE US N 2 2032-03-15 Floating 17.83274760 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393X7C5 71789.76260000 PA USD 74210.76000000 0.000291502851 Long ABS-MBS USGSE US N 2 2043-11-25 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393X7D3 75862.74080000 PA USD 76768.89000000 0.000301551288 Long ABS-MBS USGSE US N 2 2043-11-25 Fixed 7.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393XFS1 95153.14240000 PA USD 98992.54000000 0.000388846680 Long ABS-MBS USGSE US N 2 2044-01-25 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393XGH4 57997.49820000 PA USD 58866.91000000 0.000231231591 Long ABS-MBS USGSE US N 2 2044-02-25 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393XGQ4 13818.06640000 PA USD 14351.97000000 0.000056375115 Long ABS-MBS USGSE US N 2 2044-02-25 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393YV51 1688502.46900000 PA USD 8999.38000000 0.000035349926 Long ABS-MBS USGSE US N 2 2044-02-25 Variable 0.61417080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394AB21 16160.65030000 PA USD 16132.26000000 0.000063368166 Long ABS-MBS USGSE US N 2 2034-09-25 Floating 4.68627840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394AB88 6030212.91900000 PA USD 160971.71000000 0.000632303354 Long ABS-MBS USGSE US N 2 2044-05-25 Variable 0.34535160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394ACG9 127390.99660000 PA USD 133163.15000000 0.000523070211 Long ABS-MBS USGSE US N 2 2044-02-25 Fixed 6.05000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394ALN4 27644.89390000 PA USD 28436.99000000 0.000111701640 Long ABS-MBS USGSE US N 2 2044-06-25 Fixed 7.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394CJS2 690852.49790000 PA USD 715355.65000000 0.002809945778 Long ABS-MBS USGSE US N 2 2035-03-25 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394DJ68 90128.72950000 PA USD 4306.01000000 0.000016914180 Long ABS-MBS USGSE US N 2 2035-06-25 Floating 2.51372160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394DRU6 982.68000000 PA USD 1019.40000000 0.000004004244 Long ABS-MBS USGSE US N 2 2035-05-25 Floating 6.53429880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394EBS6 15566.43550000 PA USD 10771.02000000 0.000042308999 Long ABS-MBS USGSE US N 2 2035-06-25 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394EWV6 34589.45510000 PA USD 2376.57000000 0.000009335262 Long ABS-MBS USGSE US N 2 2035-08-25 Floating 2.56371840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394EYR3 21264.40000000 PA USD 19598.34000000 0.000076983068 Long ABS-MBS USGSE US N 2 2035-08-25 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394FN50 20804.78320000 PA USD 21471.20000000 0.000084339737 Long ABS-MBS USGSE US N 2 2035-10-25 Fixed 5.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394FVU6 10989.09000000 PA USD 11639.89000000 0.000045721956 Long ABS-MBS USGSE US N 2 2035-10-25 Floating 6.40929960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31394HR86 30262.79310000 PA USD 31453.03000000 0.000123548767 Long ABS-MBS USGSE US N 2 2033-08-15 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31394LX98 73929.98120000 PA USD 77186.37000000 0.000303191167 Long ABS-MBS USGSE US N 2 2033-11-15 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31394NUY2 87685.71130000 PA USD 87523.46000000 0.000343795672 Long ABS-MBS USGSE US N 2 2033-10-15 Floating 4.17915000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31394TW76 10251.07100000 PA USD 9969.88000000 0.000039162089 Long ABS-MBS USGSE US N 2 2033-07-15 Floating 3.10875120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394UN81 6479.79000000 PA USD 6857.28000000 0.000026935671 Long ABS-MBS USGSE US N 2 2035-11-25 Floating 9.21697560 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394VPT1 53089.60100000 PA USD 54576.84000000 0.000214380023 Long ABS-MBS USGSE US N 2 2045-08-25 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31395BA52 43186.08000000 PA USD 38814.36000000 0.000152464367 Long ABS-MBS USGSE US N 2 2036-04-25 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31395BCF8 88193.70700000 PA USD 93181.90000000 0.000366022252 Long ABS-MBS USGSE US N 2 2036-03-25 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31395BX32 85824.07630000 PA USD 8387.81000000 0.000032947655 Long ABS-MBS USGSE US N 2 2036-04-25 Floating 2.40372000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31395BZK2 369556.70360000 PA USD 311689.22000000 0.001224327798 Long ABS-MBS USGSE US N 2 2036-04-25 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31395BZL0 8896.06000000 PA USD 7855.56000000 0.000030856955 Long ABS-MBS USGSE US N 2 2036-04-25 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31395EDY0 57271.38670000 PA USD 58835.94000000 0.000231109939 Long ABS-MBS USGSE US N 2 2034-08-15 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31395LFN6 308940.28470000 PA USD 324008.23000000 0.001272717365 Long ABS-MBS USGSE US N 2 2035-01-15 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31395UEH0 12121.41720000 PA USD 12940.68000000 0.000050831511 Long ABS-MBS USGSE US N 2 2035-05-15 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31395VM48 16925.55150000 PA USD 16841.06000000 0.000066152361 Long ABS-MBS USGSE US N 2 2029-05-15 Floating 4.50650160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31395WJG3 264.65000000 PA USD 277.13000000 0.000001088577 Long ABS-MBS USGSE US N 2 2033-10-15 Floating 6.03978480 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31396AAM6 154308.91000000 PA USD 172509.88000000 0.000677625750 Long ABS-MBS USGSE US N 2 2035-08-15 Floating 4.94925480 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31396CDL1 257.06000000 PA USD 252.02000000 0.000000989944 Long ABS-MBS USGSE US N 2 2035-02-15 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31396HUN7 39459.84000000 PA USD 35445.48000000 0.000139231271 Long ABS-MBS USGSE US N 2 2036-02-15 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31396J5T8 12038.41000000 PA USD 10092.59000000 0.000039644099 Long ABS-MBS USGSE US N 2 2036-03-15 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396KGX4 39146.91440000 PA USD 40510.93000000 0.000159128563 Long ABS-MBS USGSE US N 2 2036-08-25 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396LVP2 44394.09000000 PA USD 38895.96000000 0.000152784895 Long ABS-MBS USGSE US N 2 2036-11-25 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31396N7B6 15363.35000000 PA USD 13549.89000000 0.000053224513 Long ABS-MBS USGSE US N 2 2036-04-15 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396PEM9 48781.72000000 PA USD 42632.25000000 0.000167461193 Long ABS-MBS USGSE US N 2 2037-01-25 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396PND9 15326.41300000 PA USD 16231.12000000 0.000063756492 Long ABS-MBS USGSE US N 2 2037-02-25 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396PU90 4463.64000000 PA USD 150.92000000 0.000000592819 Long ABS-MBS USGSE US N 2 2037-03-25 Floating 1.89371880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396QKF5 88793.37640000 PA USD 13162.67000000 0.000051703497 Long ABS-MBS USGSE US N 2 2039-07-25 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31396R2P1 77316.56000000 PA USD 68823.17000000 0.000270340181 Long ABS-MBS USGSE US N 2 2036-03-15 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31396UUY4 365240.97540000 PA USD 374759.30000000 0.001472069610 Long ABS-MBS USGSE US N 2 2036-07-15 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31396UYQ7 181586.60500000 PA USD 159042.25000000 0.000624724357 Long ABS-MBS USGSE US N 2 2036-03-15 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396WEC6 1453182.49500000 PA USD 167802.76000000 0.000659135993 Long ABS-MBS USGSE US N 2 2037-06-25 Floating 2.22372000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396WMD5 52229.23230000 PA USD 55952.65000000 0.000219784260 Long ABS-MBS USGSE US N 2 2047-07-25 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396X2N3 692397.92180000 PA USD 85919.24000000 0.000337494231 Long ABS-MBS USGSE US N 2 2037-12-25 Floating 2.26371960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397ABD4 270140.80010000 PA USD 26512.16000000 0.000104140831 Long ABS-MBS USGSE US N 2 2036-08-15 Floating 2.39349960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397APP2 79093.06680000 PA USD 5655.27000000 0.000022214128 Long ABS-MBS USGSE US N 2 2036-08-15 Floating 1.99350000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397F5S7 44138.20070000 PA USD 46802.31000000 0.000183841356 Long ABS-MBS USGSE US N 2 2037-02-15 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397FRF1 23175.06000000 PA USD 20896.66000000 0.000082082921 Long ABS-MBS USGSE US N 2 2037-03-15 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397GJD3 8350.12000000 PA USD 8304.28000000 0.000032619545 Long ABS-MBS USGSE US N 2 2037-04-15 Floating 7.00650000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397GJE1 7354.90000000 PA USD 7271.36000000 0.000028562194 Long ABS-MBS USGSE US N 2 2037-04-15 Floating 6.46650000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397GTK6 100314.37700000 PA USD 5524.66000000 0.000021701086 Long ABS-MBS USGSE US N 2 2037-04-15 Floating 2.19350160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397J5M2 17956.70000000 PA USD 15695.37000000 0.000061652044 Long ABS-MBS USGSE US N 2 2037-06-15 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397KYA3 166716.50010000 PA USD 153679.47000000 0.000603659141 Long ABS-MBS USGSE US N 2 2037-10-25 Variable 2.19908160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397LX61 285818.85530000 PA USD 18652.77000000 0.000073268831 Long ABS-MBS USGSE US N 2 2038-07-25 Floating 2.01372120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397MB30 146861.21070000 PA USD 5750.37000000 0.000022587684 Long ABS-MBS USGSE US N 2 2038-03-25 Floating 1.81371960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397NF67 147663.78000000 PA USD 135143.24000000 0.000530848084 Long ABS-MBS USGSE US N 2 2039-05-25 Variable 1.08312840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397P4H0 30311.08000000 PA USD 26412.94000000 0.000103751091 Long ABS-MBS USGSE US N 2 2037-11-15 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397PRY8 136984.69840000 PA USD 145537.50000000 0.000571677156 Long ABS-MBS USGSE US N 2 2038-01-15 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397QP69 73062.68820000 PA USD 78832.46000000 0.000309657074 Long ABS-MBS USGSE US N 2 2036-07-25 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31398CVX3 9319.36000000 PA USD 631.22000000 0.000002479457 Long ABS-MBS USGSE US N 2 2039-05-15 Floating 1.84349880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31398E3W2 26176.99930000 PA USD 26659.22000000 0.000104718488 Long ABS-MBS USGSE US N 2 2039-02-15 Variable 6.10132680 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31398EDW1 7934.49000000 PA USD 8259.71000000 0.000032444473 Long ABS-MBS USGSE US N 2 2036-07-15 Floating 6.00000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398GKG3 102679.05240000 PA USD 10074.16000000 0.000039571705 Long ABS-MBS USGSE US N 2 2040-01-25 Floating 2.06372160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398GKH1 156193.01620000 PA USD 16985.43000000 0.000066719452 Long ABS-MBS USGSE US N 2 2040-01-25 Floating 2.06372160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398GX38 378565.15570000 PA USD 389524.81000000 0.001530069127 Long ABS-MBS USGSE US N 2 2040-02-25 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31398JSS3 20232.11720000 PA USD 1013.70000000 0.000003981854 Long ABS-MBS USGSE US N 2 2039-09-15 Floating 2.54350080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31398KFF2 882165.51090000 PA USD 912061.92000000 0.003582615921 Long ABS-MBS USGSE US N 2 2039-10-15 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31398KP61 228965.63780000 PA USD 239404.25000000 0.000940389527 Long ABS-MBS USGSE US N 2 2037-06-15 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31398LLE6 75510.07920000 PA USD 76449.29000000 0.000300295887 Long ABS-MBS USGSE US N 2 2039-12-15 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31398LNT1 145980.98810000 PA USD 10216.41000000 0.000040130469 Long ABS-MBS USGSE US N 2 2039-12-15 Floating 2.08350000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31398LSE9 20530.25000000 PA USD 18416.93000000 0.000072342442 Long ABS-MBS USGSE US N 2 2034-07-15 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398P5R6 55520.16000000 PA USD 55713.92000000 0.000218846519 Long ABS-MBS USGSE US N 2 2040-03-25 Floating 4.28744160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398PKD0 147662.55790000 PA USD 9996.09000000 0.000039265043 Long ABS-MBS USGSE US N 2 2040-04-25 Floating 2.23372080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398SHA4 1218577.33280000 PA USD 1177900.00000000 0.004626838596 Long ABS-MBS USGSE US N 2 2040-11-25 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398TJZ5 305611.73330000 PA USD 41126.63000000 0.000161547057 Long ABS-MBS USGSE US N 2 2038-04-25 Floating 6.00000120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31398VDG8 95912.24060000 PA USD 96477.78000000 0.000378968601 Long ABS-MBS USGSE US N 2 2030-03-15 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31398VXZ4 35145.10820000 PA USD 36261.04000000 0.000142434824 Long ABS-MBS USGSE US N 2 2040-04-15 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CVW9 310128.13000000 PA USD 322889.63000000 0.001268323459 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RDG1 32112.85000000 PA USD 33647.10000000 0.000132167162 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DWH8 5290.39000000 PA USD 5616.55000000 0.000022062034 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404EVB9 8440.78000000 PA USD 8584.53000000 0.000033720379 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 6.34899960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406YB58 34991.01000000 PA USD 35681.06000000 0.000140156639 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 6.58500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140E5KY9 532076.07000000 PA USD 503071.39000000 0.001976084662 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140E6S94 1897411.24000000 PA USD 1844017.71000000 0.007243375765 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140ECJ75 501316.86000000 PA USD 473912.28000000 0.001861546505 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140ECKE8 557740.01000000 PA USD 541988.66000000 0.002128953265 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140EU2S7 146312.55000000 PA USD 138290.88000000 0.000543212141 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140EXJP9 399282.01000000 PA USD 377269.14000000 0.001481928362 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140F5MS9 2288671.11000000 PA USD 2218833.94000000 0.008715668998 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140F8Q26 755419.78000000 PA USD 733772.18000000 0.002882286648 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140F8QZ3 166117.55000000 PA USD 156959.66000000 0.000616543860 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FAJA1 4024771.84000000 PA USD 3805382.77000000 0.014947696643 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FDB21 1381668.39000000 PA USD 1306353.16000000 0.005131407778 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FKJ27 1369595.54000000 PA USD 1295788.52000000 0.005089909447 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FNC36 807364.78000000 PA USD 777949.71000000 0.003055817764 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FQUE5 4257760.33000000 PA USD 4016778.25000000 0.015778066595 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FUHZ4 488468.30000000 PA USD 474541.60000000 0.001864018499 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FX2C5 18548434.47000000 PA USD 18156134.15000000 0.071318025516 Long ABS-MBS USGSE US N 2 2063-09-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FX3T7 13676690.70000000 PA USD 13004247.89000000 0.051081208983 Long ABS-MBS USGSE US N 2 2064-04-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FX3U4 21487459.57000000 PA USD 21112905.00000000 0.082932340391 Long ABS-MBS USGSE US N 2 2064-04-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FX3W0 17989846.01000000 PA USD 17609315.97000000 0.069170101702 Long ABS-MBS USGSE US N 2 2064-04-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXC42 17203028.86000000 PA USD 15864619.80000000 0.062316864943 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXED0 23744597.85000000 PA USD 21912284.93000000 0.086072336922 Long ABS-MBS USGSE US N 2 2056-08-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXP22 25952494.86000000 PA USD 23013096.87000000 0.090396370518 Long ABS-MBS USGSE US N 2 2060-01-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXSX1 15867890.22000000 PA USD 13823220.69000000 0.054298167096 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXUJ9 6373237.40000000 PA USD 6262164.24000000 0.024598033114 Long ABS-MBS USGSE US N 2 2061-12-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXVK5 32314222.91000000 PA USD 26781940.05000000 0.105200538181 Long ABS-MBS USGSE US N 2 2062-03-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXWQ1 19354421.03000000 PA USD 16788114.61000000 0.065944389716 Long ABS-MBS USGSE US N 2 2062-06-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXWR9 15144426.48000000 PA USD 13767523.70000000 0.054079387078 Long ABS-MBS USGSE US N 2 2062-06-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXX64 20462054.94000000 PA USD 16958600.41000000 0.066614064799 Long ABS-MBS USGSE US N 2 2062-12-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXXB3 15970551.20000000 PA USD 13236222.75000000 0.051992415567 Long ABS-MBS USGSE US N 2 2062-06-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXXC1 29938849.85000000 PA USD 24812880.45000000 0.097465992840 Long ABS-MBS USGSE US N 2 2062-04-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXXF4 40344673.31000000 PA USD 38161132.85000000 0.149898465381 Long ABS-MBS USGSE US N 2 2062-09-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXXY3 24271589.70000000 PA USD 20645866.38000000 0.081097793899 Long ABS-MBS USGSE US N 2 2062-12-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXY63 13284949.95000000 PA USD 11109240.09000000 0.043637542092 Long ABS-MBS USGSE US N 2 2063-06-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXY71 50622938.13000000 PA USD 43910149.23000000 0.172480833054 Long ABS-MBS USGSE US N 2 2063-06-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXZA3 52543457.79000000 PA USD 49699671.87000000 0.195222310945 Long ABS-MBS USGSE US N 2 2063-06-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXZZ8 44853531.84000000 PA USD 37174341.21000000 0.146022308112 Long ABS-MBS USGSE US N 2 2062-05-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140GVND3 947222.31000000 PA USD 919969.92000000 0.003613678863 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140GVNF8 771006.30000000 PA USD 748185.22000000 0.002938901650 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140GWMP5 7797928.67000000 PA USD 7574005.38000000 0.029750997899 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140H6DX4 2704678.61000000 PA USD 2642016.67000000 0.010377947790 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140H6ZU6 2315154.90000000 PA USD 2247597.38000000 0.008828652948 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140H7MW4 2992866.47000000 PA USD 2883548.61000000 0.011326694969 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140H7NF0 857146.61000000 PA USD 845655.86000000 0.003321770246 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140H7NV5 2240950.04000000 PA USD 2158677.46000000 0.008479371924 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140H9DR1 12840707.82000000 PA USD 12471281.30000000 0.048987694772 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HAEL0 4476759.78000000 PA USD 4346578.20000000 0.017073534069 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HAFF2 2224471.34000000 PA USD 2158288.31000000 0.008477843327 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HEDN9 919891.83000000 PA USD 893046.50000000 0.003507922586 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HEJW3 1297203.39000000 PA USD 1315937.65000000 0.005169056040 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HEXK3 497646.14000000 PA USD 483381.92000000 0.001898743632 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HFFD6 1941605.26000000 PA USD 1897079.55000000 0.007451804808 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HHSU0 43896.39000000 PA USD 43693.99000000 0.000171631750 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HKS90 588582.90000000 PA USD 604559.84000000 0.002374735378 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HLJG2 1052791.33000000 PA USD 1043017.05000000 0.004097012941 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HLKB1 1139914.13000000 PA USD 1127888.50000000 0.004430391412 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HNWJ7 3783497.27000000 PA USD 3742804.85000000 0.014701888055 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HPKE6 2228716.34000000 PA USD 2290566.25000000 0.008997436398 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HPTN7 2152797.52000000 PA USD 2085741.82000000 0.008192877796 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HRRT2 4363834.04000000 PA USD 4358547.04000000 0.017120548154 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 3.84000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HSAH4 281516.00000000 PA USD 280134.58000000 0.001100379902 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 3.88000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HSEN7 15531916.00000000 PA USD 15511047.16000000 0.060928017385 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 3.81000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HU2Z8 15434841.00000000 PA USD 14834790.41000000 0.058271653660 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 2.83500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HU3T1 21266107.76000000 PA USD 20324782.43000000 0.079836563223 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 2.66000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HU4K9 10211831.65000000 PA USD 9974502.45000000 0.039180246982 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 2.60000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HUW69 4344083.00000000 PA USD 4046538.77000000 0.015894967115 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.84000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HUZT6 14260240.00000000 PA USD 13181578.19000000 0.051777769537 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 3.16000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HYAC2 14714549.00000000 PA USD 12906791.17000000 0.050698395065 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 2.07000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HYCD8 33207996.82000000 PA USD 29107810.77000000 0.114336651959 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 1.82000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J1VA3 8000000.00000000 PA USD 6658172.32000000 0.026153568787 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 1.40000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J5FF1 2839287.56000000 PA USD 2963093.33000000 0.011639149830 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J5JP5 6394567.34000000 PA USD 6278253.42000000 0.024661232061 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J6DL8 3725899.93000000 PA USD 3639964.25000000 0.014297926040 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J73H6 27923898.95000000 PA USD 27113351.94000000 0.106502337421 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J73J2 3181421.53000000 PA USD 3145219.75000000 0.012354549736 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J76C4 3983867.96000000 PA USD 3967823.65000000 0.015585770956 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J7L29 2841047.10000000 PA USD 2759172.16000000 0.010838139269 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J7TL9 3799363.77000000 PA USD 3768520.53000000 0.014802900281 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J8CB7 11185931.37000000 PA USD 10875667.86000000 0.042720060974 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JB2H8 9971499.86000000 PA USD 8809999.81000000 0.034606033754 Long ABS-MBS USGSE US N 2 2061-03-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JBF92 65705389.29000000 PA USD 55476936.07000000 0.217915637192 Long ABS-MBS USGSE US N 2 2032-11-01 Variable 1.45564200 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JBFG6 61821816.68000000 PA USD 51757985.33000000 0.203307449040 Long ABS-MBS USGSE US N 2 2032-10-01 Variable 1.33335000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JBGA8 29212526.75000000 PA USD 24740118.99000000 0.097180182898 Long ABS-MBS USGSE US N 2 2032-11-01 Variable 1.50762240 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JBH66 61668073.73000000 PA USD 52288185.20000000 0.205390095464 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 1.56497040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JBPU4 9493163.17000000 PA USD 9044799.08000000 0.035528334735 Long ABS-MBS USGSE US N 2 2059-08-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JBTP1 34620258.77000000 PA USD 30502331.32000000 0.119814384793 Long ABS-MBS USGSE US N 2 2031-12-01 Variable 1.82882520 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JG5X9 792329.55000000 PA USD 803059.13000000 0.003154448576 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JGEF8 1394732.80000000 PA USD 1353452.42000000 0.005316415566 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JGHL2 1054728.20000000 PA USD 1083357.64000000 0.004255472402 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JHN66 5257212.25000000 PA USD 5098352.54000000 0.020026533927 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JUUS1 518956.81000000 PA USD 502231.42000000 0.001972785226 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JWVW7 2375608.80000000 PA USD 2222110.79000000 0.008728540597 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KEEM6 37652084.92000000 PA USD 32107764.21000000 0.126120589785 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140L3PN5 75138576.44000000 PA USD 61582789.80000000 0.241899676333 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140L5B47 8196714.45000000 PA USD 6736647.80000000 0.026461823631 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LBZA4 42227395.00000000 PA USD 37374880.35000000 0.146810033924 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 2.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LDEB1 11789557.19000000 PA USD 9737401.32000000 0.038248904203 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 2.14000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LDLA5 8251330.00000000 PA USD 7003085.30000000 0.027508400852 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 1.96000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LEC96 24318000.00000000 PA USD 21158290.28000000 0.083110615597 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 1.66500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LF2D5 1405238.78000000 PA USD 1289796.49000000 0.005066372512 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 2.98000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LF4S0 6067155.00000000 PA USD 5697036.82000000 0.022378189869 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 3.09000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LFE42 7304301.96000000 PA USD 6600906.37000000 0.025928625831 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 2.39000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LFES9 11321080.10000000 PA USD 10132691.04000000 0.039801618129 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 1.99000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LFLE2 24627793.00000000 PA USD 21538231.94000000 0.084603041726 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LFW91 24457913.00000000 PA USD 22820440.32000000 0.089639607837 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 2.51000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LFXA7 9143579.84000000 PA USD 8607734.97000000 0.033811529324 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 2.59000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LFXN9 19414894.00000000 PA USD 17182137.31000000 0.067492126737 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 2.67000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LGA28 12480691.84000000 PA USD 12188135.31000000 0.047875485930 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 3.42000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LGBJ0 14265094.00000000 PA USD 13527887.64000000 0.053138086991 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 3.26000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LGBW1 23025094.00000000 PA USD 21592011.23000000 0.084814288941 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 3.09000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LGDE9 11163564.00000000 PA USD 10507993.08000000 0.041275819644 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 3.13000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LGSS2 5740000.00000000 PA USD 5501793.56000000 0.021611266487 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 3.63000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LHD98 12917700.00000000 PA USD 12335136.79000000 0.048452913658 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 3.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LHLB4 10000000.00000000 PA USD 9847532.50000000 0.038681503910 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LJD29 7765958.00000000 PA USD 8045807.25000000 0.031604254629 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 4.88000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LJKJ4 24268618.00000000 PA USD 24372497.15000000 0.095736149518 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 4.33000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LJS64 31063831.00000000 PA USD 30677030.08000000 0.120500608552 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 4.11000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LJWD4 18570347.00000000 PA USD 18156998.19000000 0.071321419500 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 3.89500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LK5V1 17812195.00000000 PA USD 18235548.66000000 0.071629968907 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 4.73000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LKBK8 14802886.00000000 PA USD 14988909.13000000 0.058877038193 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 4.48000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LKP80 16162900.00000000 PA USD 16247068.14000000 0.063819137411 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 4.37000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LLAH4 16834808.40000000 PA USD 16880654.47000000 0.066307890010 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 4.32000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LLC33 14561171.00000000 PA USD 14795617.36000000 0.058117780343 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 4.51000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LLEU1 31048000.00000000 PA USD 31254161.82000000 0.122767605249 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 4.35000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LLFY2 13955000.00000000 PA USD 14198039.72000000 0.055770471328 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 4.52000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LLQZ7 10000000.00000000 PA USD 10127060.50000000 0.039779501141 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 4.45000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LS3A2 18518761.60000000 PA USD 15823686.78000000 0.062156078393 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LV6B0 5215212.00000000 PA USD 4672865.52000000 0.018355203791 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LV7A1 6944767.08000000 PA USD 6218409.10000000 0.024426161164 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140M2PG1 10742487.49000000 PA USD 9264323.25000000 0.036390634508 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MGCW9 14935118.63000000 PA USD 12772463.72000000 0.050170751437 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MJ5W1 31065870.00000000 PA USD 26572806.70000000 0.104379053967 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MSPN9 40664350.00000000 PA USD 40773781.83000000 0.160161055704 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140N4DC8 11402586.57000000 PA USD 11515244.92000000 0.045232345402 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NMGY7 47516371.49000000 PA USD 47568100.19000000 0.186849411615 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NMJW8 40952770.48000000 PA USD 40888611.82000000 0.160612112525 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NP4Q0 18175872.16000000 PA USD 18809231.69000000 0.073883418933 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NS5K6 10782145.61000000 PA USD 11157878.69000000 0.043828596470 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NUNT2 10500000.00000000 PA USD 10631190.47000000 0.041759743949 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 4.52000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NUPE3 50000000.00000000 PA USD 50914650.00000000 0.199994793929 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 4.60000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NUPQ6 23000000.00000000 PA USD 23058816.29000000 0.090575958239 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 4.32000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NWN50 20000000.00000000 PA USD 19764894.20000000 0.077637299727 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 3.90000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140Q7L47 4380166.72000000 PA USD 4368978.46000000 0.017161523192 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140Q83U7 2186142.69000000 PA USD 2173777.04000000 0.008538683682 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140Q8LQ6 1513484.05000000 PA USD 1497895.30000000 0.005883793011 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140Q8LU7 1533560.23000000 PA USD 1519538.98000000 0.005968810257 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140Q9MV2 8663358.11000000 PA USD 8360154.35000000 0.032839022686 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QCFC5 4445876.87000000 PA USD 4161318.08000000 0.016345824863 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QCG91 3183761.43000000 PA USD 3146841.58000000 0.012360920350 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QDKQ6 20145409.03000000 PA USD 17464884.88000000 0.068602770569 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QEB76 19496322.97000000 PA USD 16964785.68000000 0.066638360788 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QEN24 11751152.04000000 PA USD 10247685.32000000 0.040253320288 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QEXT4 23015769.70000000 PA USD 20016270.35000000 0.078624715359 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QFLJ6 84854231.88000000 PA USD 72357766.97000000 0.284224220226 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QGZ42 19805254.97000000 PA USD 17133725.91000000 0.067301964810 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QKF78 5008507.15000000 PA USD 4506352.27000000 0.017701133045 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QKQL5 28618150.32000000 PA USD 24556993.82000000 0.096460859861 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QKXC7 19046542.50000000 PA USD 16366937.00000000 0.064289987117 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QL7B6 30633781.79000000 PA USD 26359068.83000000 0.103539483013 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QLR99 20928698.95000000 PA USD 18752421.70000000 0.073660267007 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QM4X9 24376349.02000000 PA USD 21017237.18000000 0.082556553345 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QMAQ7 15491068.82000000 PA USD 13270106.38000000 0.052125511829 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QMDF8 17274202.88000000 PA USD 15066436.76000000 0.059181569844 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QMKF0 44094074.40000000 PA USD 39508717.49000000 0.155191832072 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QMUA0 16337967.88000000 PA USD 14120456.34000000 0.055465720689 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QMVC5 7789863.77000000 PA USD 6670601.97000000 0.026202392953 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QMVD3 14700165.36000000 PA USD 12586480.77000000 0.049440202925 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QNBU5 20290533.42000000 PA USD 17373478.68000000 0.068243723337 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QNFK3 30159273.18000000 PA USD 26009307.13000000 0.102165604982 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QNLM2 36079983.16000000 PA USD 30877003.16000000 0.121286110857 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QNW73 18304325.52000000 PA USD 16961665.90000000 0.066626106167 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QNXG2 10655745.06000000 PA USD 10211374.17000000 0.040110688630 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QPAJ6 77374266.90000000 PA USD 71810878.38000000 0.282076019839 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QPCP0 23899256.59000000 PA USD 22905145.50000000 0.089972333192 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QQD69 19888569.42000000 PA USD 19968237.86000000 0.078436041806 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QQEA9 31669070.25000000 PA USD 31848985.40000000 0.125104096206 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QRR54 16066530.74000000 PA USD 16401245.10000000 0.064424750714 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QSAQ4 14336765.70000000 PA USD 14396015.54000000 0.056548128315 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140W04Z5 15542215.78000000 PA USD 13322041.03000000 0.052329513224 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140W0HF5 55878253.00000000 PA USD 53332998.58000000 0.209494164462 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140W2BY6 7671289.12000000 PA USD 7564466.96000000 0.029713530601 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140W2JT9 3901662.26000000 PA USD 3352772.75000000 0.013169826272 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X3BD9 4781888.58000000 PA USD 4513949.99000000 0.017730977195 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X8XB8 21222522.91000000 PA USD 18335834.07000000 0.072023894033 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X8XH5 21145137.24000000 PA USD 17516331.01000000 0.068804853038 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X9M44 22099858.63000000 PA USD 19103046.42000000 0.075037535015 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XBZX1 10524782.68000000 PA USD 9077907.86000000 0.035658387355 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XCHN1 16961476.79000000 PA USD 14655932.08000000 0.057569090943 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XDGD2 9831277.48000000 PA USD 8475567.42000000 0.033292369869 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XDGG5 10622458.79000000 PA USD 9198961.36000000 0.036133890374 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XF3D1 9581931.25000000 PA USD 8957621.38000000 0.035185897221 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XGB32 22717289.31000000 PA USD 20206929.34000000 0.079373631544 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XGCN7 5281029.32000000 PA USD 4584536.81000000 0.018008245064 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XGMD8 7250309.89000000 PA USD 7052608.66000000 0.027702930602 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XGV89 59441834.82000000 PA USD 53219484.36000000 0.209048276038 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XH2W6 40668152.72000000 PA USD 40022668.21000000 0.157210651181 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XHE45 22413281.27000000 PA USD 20396157.68000000 0.080116928077 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XHZZ3 6457702.77000000 PA USD 5786156.64000000 0.022728256108 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XJ4W0 17291205.29000000 PA USD 17079657.08000000 0.067089580270 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XJ6P3 22716613.03000000 PA USD 20406867.78000000 0.080158997781 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XJAH6 15453519.13000000 PA USD 14413313.70000000 0.056616076183 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XJJ46 15000150.54000000 PA USD 15083052.32000000 0.059246836432 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XJY23 21805402.37000000 PA USD 20986005.28000000 0.082433873185 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XJZX4 23426693.20000000 PA USD 23101314.24000000 0.090742891897 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XKAR1 7934753.30000000 PA USD 6836971.14000000 0.026855897747 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XKHF0 5248799.11000000 PA USD 5165491.38000000 0.020290257992 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XKR69 8058954.00000000 PA USD 7729139.78000000 0.030360372064 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XKUV0 37678996.17000000 PA USD 33760709.13000000 0.132613423943 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XL3E6 10791533.48000000 PA USD 10606882.90000000 0.041664262836 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XLBB3 6684017.97000000 PA USD 5760949.41000000 0.022629241094 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XMDD5 18456354.75000000 PA USD 15907459.44000000 0.062485140772 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XMJQ0 11918406.17000000 PA USD 10270005.50000000 0.040340994853 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XMUL8 8327838.40000000 PA USD 7179485.11000000 0.028201306403 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XN5L4 48526663.20000000 PA USD 41699809.93000000 0.163798531343 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XPGT0 40154325.78000000 PA USD 33404118.60000000 0.131212721992 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XPGU7 47716140.42000000 PA USD 39334752.16000000 0.154508489256 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XQYD3 17610065.97000000 PA USD 15835418.26000000 0.062202160118 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140Y66N5 44650166.40000000 PA USD 46128559.31000000 0.181194837114 Long ABS-MBS USGSE US N 2 2055-08-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410DVM9 11944.18000000 PA USD 12284.84000000 0.000048255345 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410F3M5 709.85000000 PA USD 716.89000000 0.000002815972 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 6.04100160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GL76 12367.06000000 PA USD 12689.52000000 0.000049844945 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 6.74600040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410LMM1 2434937.09000000 PA USD 2260594.77000000 0.008879707219 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410LWY4 10671605.79000000 PA USD 11207344.95000000 0.044022901930 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411KFW8 9307.01000000 PA USD 9560.85000000 0.000037555403 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 6.59000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413K3R0 7934.09000000 PA USD 8014.38000000 0.000031480807 Long ABS-MBS USGSE US N 2 2037-07-01 Variable 5.81699880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416B3M8 25522.72000000 PA USD 26948.42000000 0.000105854478 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 7.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BQA9 16930.90000000 PA USD 17979.61000000 0.000070624631 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416CBZ8 41444.54000000 PA USD 43381.42000000 0.000170403963 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416JAU5 63410.75000000 PA USD 65192.76000000 0.000256079784 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417EMZ1 1391111.47000000 PA USD 1291492.29000000 0.005073033682 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417MS38 218018.08000000 PA USD 224615.73000000 0.000882299625 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417N6D8 365669.58000000 PA USD 370038.03000000 0.001453524271 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417YU47 46638.76000000 PA USD 46056.40000000 0.000180911392 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418A3V8 1032809.15000000 PA USD 1036870.37000000 0.004072868535 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418AHB7 738224.75000000 PA USD 723473.93000000 0.002841834708 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418AK31 3491272.24000000 PA USD 3334631.39000000 0.013098566280 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418AM96 547116.09000000 PA USD 522566.47000000 0.002052662121 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418APN2 1858609.17000000 PA USD 1775207.06000000 0.006973084763 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418AR26 994713.52000000 PA USD 950077.56000000 0.003731942885 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ATU2 501799.10000000 PA USD 478040.25000000 0.001877761337 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ATV0 1400589.32000000 PA USD 1330807.18000000 0.005227464152 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418AVC9 1073999.08000000 PA USD 1051205.35000000 0.004129176913 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418AWG9 2243029.66000000 PA USD 2131282.93000000 0.008371765108 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418B3B0 4599432.58000000 PA USD 4461941.33000000 0.017526685086 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418B4R4 5064675.53000000 PA USD 4925814.38000000 0.019348797092 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418B5U6 1722774.14000000 PA USD 1628357.99000000 0.006396255707 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418B7C4 3341248.04000000 PA USD 3158108.82000000 0.012405178522 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418BTC0 226557.65000000 PA USD 214702.41000000 0.000843359705 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418BWY8 1784677.40000000 PA USD 1731337.14000000 0.006800761952 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418BXL5 1888429.19000000 PA USD 1831990.39000000 0.007196131968 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418BYR1 1981190.51000000 PA USD 1921974.92000000 0.007549594823 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418C3E2 1394755.78000000 PA USD 1386806.26000000 0.005447430792 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EBS8 82403423.42000000 PA USD 70571354.82000000 0.277207121418 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419AXK8 1601341.02000000 PA USD 1616530.19000000 0.006349795633 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419BVU6 616007.58000000 PA USD 622102.63000000 0.002443644163 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419DNM9 395064.96000000 PA USD 398731.04000000 0.001566231569 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31427M2S9 25862532.45000000 PA USD 25592815.20000000 0.100529607922 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31427NW62 30071580.89000000 PA USD 25852946.46000000 0.101551413978 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31427PE67 38363991.14000000 PA USD 38032818.97000000 0.149394443298 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31427PGG3 48263709.00000000 PA USD 46240968.27000000 0.181636384032 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 4.00000000 N N N N N N Federation des Caisses Desjardins du Quebec 549300B2Q47IR0CR5B54 31429KAL7 4886000.00000000 PA USD 5062147.38000000 0.019884318601 Long DBT CORP CA Y 2 2029-04-26 Fixed 5.25000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142GR6T2 9493808.81000000 PA USD 9844970.18000000 0.038671439013 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142GTGW0 29086622.73000000 PA USD 29728688.11000000 0.116775483134 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142GTGY6 50725005.65000000 PA USD 51586054.50000000 0.202632097821 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.50000000 N N N N N N Fidelity National Information Services, Inc. 6WQI0GK1PRFVBA061U48 31620MAU0 1942000.00000000 PA USD 1649555.02000000 0.006479518494 Long DBT CORP US N 2 2046-08-15 Fixed 4.50000000 N N N N N N First Horizon Alternative Mortgage Securities Trust N/A 32051D6B3 22787.12200000 PA USD 23283.64000000 0.000091459074 Long ABS-MBS CORP US N 2 2034-09-25 Variable 5.05603440 N N N N N N First Horizon Mortgage Pass-Through Trust N/A 32051GBD6 34591.31060000 PA USD 33478.82000000 0.000131506152 Long ABS-MBS CORP US N 2 2034-12-25 Variable 4.34007720 N N N N N N FirstEnergy Transmission LLC 549300AINIIPOLYX2R63 33767BAA7 777000.00000000 PA USD 760075.26000000 0.002985606205 Long DBT CORP US Y 2 2044-07-15 Fixed 5.45000000 N N N N N N FirstKey Homes Trust N/A 33767PAL2 16525000.00000000 PA USD 16167326.29000000 0.063505908216 Long ABS-O CORP US Y 2 2039-07-17 Fixed 4.50000000 N N N N N N FirstKey Homes Trust N/A 33767PAQ1 32750000.00000000 PA USD 31844822.75000000 0.125087745150 Long ABS-O CORP US Y 2 2039-07-17 Fixed 4.50000000 N N N N N N FirstKey Homes Trust N/A 33767PAS7 13000000.00000000 PA USD 12592310.90000000 0.049463103910 Long ABS-O CORP US Y 2 2039-07-17 Fixed 4.50000000 N N N N N N FirstKey Homes Trust N/A 33767PAW8 23000000.00000000 PA USD 22024519.40000000 0.086513198436 Long ABS-O CORP US Y 2 2039-07-17 Fixed 4.50000000 N N N N N N FirstKey Homes Trust N/A 33767TAQ3 10577000.00000000 PA USD 10316999.36000000 0.040525588626 Long ABS-O CORP US Y 2 2038-09-17 Fixed 3.15700000 N N N N N N FirstKey Homes Trust N/A 33767WAL7 9708000.00000000 PA USD 9514247.74000000 0.037372347961 Long ABS-O CORP US Y 2 2038-08-17 Fixed 2.48900000 N N N N N N FirstKey Homes Trust N/A 33767WAN3 19967000.00000000 PA USD 19657679.22000000 0.077216154971 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 16851000.00000000 PA USD 16602227.00000000 0.065214215704 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 14566000.00000000 PA USD 14353534.50000000 0.056381261080 Long ABS-O CORP US Y 2 2038-08-17 Fixed 3.68600000 N N N N N N FirstKey Homes Trust N/A 33768EAQ5 31898000.00000000 PA USD 30605062.42000000 0.120217916687 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 6469000.00000000 PA USD 6194744.80000000 0.024333206841 Long ABS-O CORP US Y 3 2038-07-17 None 0.00000000 N N N N N N FirstKey Homes Trust N/A 33768JAS0 9294000.00000000 PA USD 9071767.45000000 0.035634267577 Long ABS-O CORP US Y 2 2038-12-17 Fixed 3.83200000 N N N N N N FirstKey Homes Trust N/A 33768NAN2 28086000.00000000 PA USD 25835025.06000000 0.101481017998 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 11500000.00000000 PA USD 10555824.70000000 0.041463704172 Long ABS-O CORP US Y 3 2039-05-19 None 0.00000000 N N N N N N FirstEnergy Corp. 549300SVYJS666PQJH88 337932AH0 7920000.00000000 PA USD 7878570.16000000 0.030947340610 Long DBT CORP US N 2 2027-07-15 Fixed 3.89999880 N N N N N N Florida Power & Light Co. A89MY1K3YLIGJMYWVX50 341081EU7 583000.00000000 PA USD 614063.24000000 0.002412065115 Long DBT CORP US N 2 2035-09-01 Fixed 5.40000000 N N N N N N Florida Power & Light Co. A89MY1K3YLIGJMYWVX50 341081FP7 4466000.00000000 PA USD 3494040.17000000 0.013724730382 Long DBT CORP US N 2 2047-12-01 Fixed 3.70000000 N N N N N N Florida Power & Light Co. A89MY1K3YLIGJMYWVX50 341081FQ5 646000.00000000 PA USD 526797.38000000 0.002069281306 Long DBT CORP US N 2 2048-03-01 Fixed 3.95000000 N N N N N N Duke Energy Florida LLC 7MOHLM3DKE63RX2ZCN83 341099CB3 400000.00000000 PA USD 428691.60000000 0.001683917854 Long DBT CORP US N 2 2033-03-01 Fixed 5.90000000 N N N N N N Ford Foundation (The) 54930013YZ3DULPNNT44 34531XAC8 2915000.00000000 PA USD 1706092.07000000 0.006701598301 Long DBT CORP US N 2 2070-06-01 Fixed 2.81500000 N N N N N N Ford Motor Co. 20S05OYHG0MQM4VUIC57 345370CX6 3537000.00000000 PA USD 4105208.76000000 0.016125425196 Long DBT CORP US N 2 2030-04-22 Fixed 9.62500000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397A86 1841000.00000000 PA USD 1822273.53000000 0.007157963751 Long DBT CORP US N 2 2027-08-17 Fixed 4.12500000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397B36 6651000.00000000 PA USD 6266189.24000000 0.024613843476 Long DBT CORP US N 2 2030-11-13 Fixed 4.00000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397D42 920000.00000000 PA USD 987889.68000000 0.003880470414 Long DBT CORP US N 2 2030-06-10 Fixed 7.20000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397G23 1000000.00000000 PA USD 1004698.20000000 0.003946494957 Long DBT CORP US N 2 2029-09-06 Fixed 5.30300000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397ZR7 870000.00000000 PA USD 867511.25000000 0.003407619097 Long DBT CORP US N 2 2029-05-03 Fixed 5.11300000 N N N N N N Fortiva Retail Credit Master Note Business Trust N/A 34962ABE1 6875000.00000000 PA USD 6874574.44000000 0.027003605022 Long ABS-O CORP US Y 2 2031-05-15 Fixed 6.90000000 N N N N N N Fortiva Retail Credit Master Note Business Trust N/A 34962ABF8 7700000.00000000 PA USD 7699163.78000000 0.030242625130 Long ABS-O CORP US Y 2 2031-05-15 Fixed 12.52000000 N N N N N N Foundry JV Holdco LLC 21380048QROAMGM6EP30 350930AD5 5200000.00000000 PA USD 5567726.48000000 0.021870253650 Long DBT CORP US Y 2 2035-01-25 Fixed 6.25000000 N N N N N N Foundry JV Holdco LLC 21380048QROAMGM6EP30 350930AF0 4720000.00000000 PA USD 4908402.20000000 0.019280401348 Long DBT CORP US Y 2 2031-01-25 Fixed 5.50000000 N N N N N N FHLMC 549300XWC4JMK6CH6K84 35563FAB7 43140719.00000000 PA USD 44552300.58000000 0.175003229396 Long ABS-MBS USGSE US Y 2 2051-01-25 Floating 7.82179920 N N N N N N FHLMC 549300FK6HM4FW58SP67 35563GAA7 1858895.43000000 PA USD 1862522.13000000 0.007316061871 Long ABS-MBS USGSE US Y 2 2051-11-25 Floating 6.37179840 N N N N N N FHLMC 549300FK6HM4FW58SP67 35563GAB5 9418272.00000000 PA USD 9756288.13000000 0.038323092353 Long ABS-MBS USGSE US Y 2 2051-11-25 Floating 8.07180120 N N N N N N FHLMC N/A 35563HAB3 6067155.00000000 PA USD 6847885.61000000 0.026898770224 Long ABS-MBS USGSE US Y 2 2052-05-25 Floating 10.57179960 N N N N N N FHLMC Seasoned Credit Risk Transfer Trust N/A 35563P4Q9 4730656.79700000 PA USD 3518846.55000000 0.013822170841 Long ABS-MBS CORP US Y 2 2060-11-25 Variable 12.28099320 N N N N N N FHLMC Seasoned Credit Risk Transfer Trust N/A 35563P7E3 25307235.10850000 PA USD 22253818.49000000 0.087413894489 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 35563PBG3 12000000.00000000 PA USD 9901302.00000000 0.038892712669 Long ABS-MBS USGSE US N 2 2056-08-25 Variable 2.99999880 N N N N N N FHLMC Seasoned Credit Risk Transfer Trust N/A 35563PCM9 7644741.82770000 PA USD 7010315.41000000 0.027536801015 Long ABS-MBS USGSE US N 2 2057-06-25 Fixed 3.50000000 N N N N N N FHLMC N/A 35563PHD4 12858957.17000000 PA USD 9200447.55000000 0.036139728188 Long ABS-MBS USGSE US N 2 2058-03-25 Fixed 3.00000000 N N N N N N FHLMC Seasoned Credit Risk Transfer Trust N/A 35563PK73 21585631.77000000 PA USD 18377914.07000000 0.072189185966 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 35563PLG2 32647541.64000000 PA USD 29548685.96000000 0.116068427445 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 35563PLQ0 11874288.30000000 PA USD 11269173.38000000 0.044265766491 Long ABS-MBS USGSE US N 2 2058-10-25 Fixed 4.00000000 N N N N N N FHLMC Seasoned Credit Risk Transfer Trust N/A 35563PMM8 41681320.55000000 PA USD 32696661.82000000 0.128433803293 Long ABS-MBS USGSE US N 2 2059-02-25 Fixed 3.00000000 N N N N N N FHLMC Seasoned Credit Risk Transfer Trust N/A 35563PNQ8 31961599.33000000 PA USD 23869063.01000000 0.093758639958 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 35563PWX3 10097499.40000000 PA USD 7592953.01000000 0.029825424952 Long ABS-MBS CORP US Y 2 2060-09-25 Variable 13.46979240 N N N N N N FHLMC N/A 35563PX46 36839648.25000000 PA USD 32608725.17000000 0.128088384594 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 23840023.74000000 PA USD 20902286.75000000 0.082105023430 Long ABS-MBS USGSE US N 2 2064-11-25 Fixed 3.25000000 N N N N N N FHLMC 529900NYZHC090WEXH18 35563QAB3 11110000.00000000 PA USD 11971263.87000000 0.047023606187 Long ABS-MBS USGSE US Y 2 2043-09-25 Floating 9.77180040 N N N N N N Seasoned Credit Risk Transfer Trust N/A 35563VAY2 34167633.88000000 PA USD 29514811.92000000 0.115935368853 Long ABS-MBS USGSE US N 2 2065-06-25 Fixed 3.25000000 N N N N N N FHLMC 529900E2V0BG2KXC9E18 35563YAB6 15955000.00000000 PA USD 15942705.08000000 0.062623587064 Long ABS-MBS USGSE US Y 2 2045-07-25 Floating 6.72180120 N N N N N N Seasoned Loans Structured Transaction Trust N/A 35564CSK4 32680478.27000000 PA USD 33140936.40000000 0.130178931721 Long ABS-MBS USGSE US Y 2 2034-10-25 Floating 5.32180080 N N N N N N FHLMC 529900KABSM46L5D1T20 355913AB0 18100000.00000000 PA USD 18099945.70000000 0.071097315024 Long ABS-MBS CORP US Y 2 2045-11-25 Floating 6.83250120 N N N N N N Freeport-McMoRan, Inc. 549300IRDTHJQ1PVET45 35671DCH6 8251000.00000000 PA USD 8295521.08000000 0.032585140601 Long DBT CORP US N 2 2030-08-01 Fixed 4.62500000 N N N N N N Frontier Communications Holdings LLC N/A 35906ABE7 3520000.00000000 PA USD 3524755.13000000 0.013845379981 Long DBT CORP US Y 2 2027-10-15 Fixed 5.87500000 N N N N N N GE Capital Mortgage Services, Inc. Trust N/A 36157RD77 59039.96630000 PA USD 59564.45000000 0.000233971556 Long ABS-O CORP US N 2 2029-04-25 Variable 6.69999960 N N N N N N GFL Environmental, Inc. 894500E7NLBY9VZRT696 36168QAL8 5495000.00000000 PA USD 5387421.64000000 0.021162008983 Long DBT CORP CA Y 2 2028-08-01 Fixed 4.00000000 N N N N N N GFL Environmental, Inc. 894500E7NLBY9VZRT696 36168QAN4 4997000.00000000 PA USD 4991344.40000000 0.019606201647 Long DBT CORP CA Y 2 2029-06-15 Fixed 4.75000000 N N N N N N GFL Environmental, Inc. 894500E7NLBY9VZRT696 36168QAQ7 8539000.00000000 PA USD 8964438.60000000 0.035212675536 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 35510000.00000000 PA USD 35753509.83000000 0.140441225280 Long ABS-O CORP KY Y 3 2060-09-30 Fixed 9.70200000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179W7J1 6439230.75000000 PA USD 5590701.50000000 0.021960500453 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WLP1 26950943.07000000 PA USD 23399707.32000000 0.091914991922 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WXL7 7144306.59000000 PA USD 6602985.69000000 0.025936793484 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WY93 77885034.71000000 PA USD 67621879.91000000 0.265621465290 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XBR6 66582336.01000000 PA USD 60092249.44000000 0.236044773822 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XC95 18309099.13000000 PA USD 15267165.53000000 0.059970040529 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 2.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XDD5 22193443.70000000 PA USD 21252695.58000000 0.083481443414 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XXZ4 15799020.44000000 PA USD 14376647.74000000 0.056472050817 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179YDD3 23716122.90000000 PA USD 20647594.08000000 0.081104580374 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179YPC2 21931751.78000000 PA USD 20426968.01000000 0.080237952293 Long ABS-MBS USGA US N 2 2054-01-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617ALMR8 3922955.41000000 PA USD 3866060.71000000 0.015186042033 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617B0XU4 3003991.77000000 PA USD 2849427.95000000 0.011192667644 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617BFR95 1395922.35000000 PA USD 1397098.78000000 0.005487860225 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617BFSV5 2636193.00000000 PA USD 2638414.97000000 0.010363800168 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617BFTE2 2114866.90000000 PA USD 2095835.45000000 0.008232525980 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617BM3C9 3026903.82000000 PA USD 2871122.55000000 0.011277884906 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617G4R46 1597466.07000000 PA USD 1581201.21000000 0.006211021978 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617GLUF9 1196560.82000000 PA USD 1178468.28000000 0.004629070823 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617GNHJ2 6013724.73000000 PA USD 5926501.19000000 0.023279535147 Long ABS-MBS USGA US N 2 2048-07-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617H7DN1 3400074.59000000 PA USD 3335130.92000000 0.013100528454 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617HNN39 4203667.79000000 PA USD 4236817.16000000 0.016642388287 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617HU2S1 2241703.78000000 PA USD 2294627.90000000 0.009013390723 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617J76Z0 1835729.89000000 PA USD 1817177.25000000 0.007137945358 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617J77A4 2180716.77000000 PA USD 2216002.38000000 0.008704546517 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617JMJW0 19468710.57740000 PA USD 20460898.37000000 0.080371232113 Long ABS-MBS USGA US N 2 2072-04-20 Variable 5.37800040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617JSAU0 2132439.63000000 PA USD 2195486.27000000 0.008623958411 Long ABS-MBS USGA US N 2 2049-04-15 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617K1X65 7866672.37000000 PA USD 7696727.62000000 0.030233055796 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617K1XE8 3681492.78000000 PA USD 3667811.32000000 0.014407310452 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617K1XL2 3642485.73000000 PA USD 3714875.22000000 0.014592179345 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617K1XT5 848925.08000000 PA USD 866563.71000000 0.003403897122 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617K54F8 5922067.92000000 PA USD 5710971.90000000 0.022432927424 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617KJAS3 4941926.86000000 PA USD 5031819.03000000 0.019765187622 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617KJP73 2457192.56000000 PA USD 2445943.39000000 0.009607764057 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617KJP81 2240662.41000000 PA USD 2206848.66000000 0.008668590336 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617KJQJ6 2399518.97000000 PA USD 2393818.26000000 0.009403014448 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617KJQK3 1473132.00000000 PA USD 1465889.49000000 0.005758072901 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617KJQL1 638242.32000000 PA USD 624453.60000000 0.002452878867 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617WUFF8 13605226.87000000 PA USD 12697941.36000000 0.049878024608 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617WUGQ3 8580779.82000000 PA USD 8008557.05000000 0.031457934344 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617WUGR1 3139820.04000000 PA USD 2906192.44000000 0.011415640845 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617WUJH0 7583597.11000000 PA USD 7115348.51000000 0.027949375258 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617XLD93 965944.91000000 PA USD 894467.34000000 0.003513503703 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617XXC56 28580958.25160000 PA USD 30005553.25000000 0.117863020544 Long ABS-MBS USGA US N 2 2072-03-20 Variable 5.38599960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617XXC80 43266954.75770000 PA USD 45288040.75000000 0.177893246389 Long ABS-MBS USGA US N 2 2072-03-20 Variable 5.32900080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617XXCU1 34445630.44790000 PA USD 36045805.65000000 0.141589375022 Long ABS-MBS USGA US N 2 2072-02-20 Variable 5.33999880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617XXDF3 18508263.15140000 PA USD 19348512.39000000 0.076001735223 Long ABS-MBS USGA US N 2 2072-03-20 Variable 5.29499880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617XXDH9 31398165.97330000 PA USD 32819881.21000000 0.128917814015 Long ABS-MBS USGA US N 2 2072-04-20 Variable 5.29200000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617YCC51 18583522.06760000 PA USD 19349269.10000000 0.076004707610 Long ABS-MBS USGA US N 2 2072-03-20 Variable 5.19900120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617YCTV6 12222679.14000000 PA USD 11210316.43000000 0.044034574023 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617YCV68 8035303.87000000 PA USD 7658738.84000000 0.030083834339 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617YGAX3 31322820.23850000 PA USD 32902987.61000000 0.129244259299 Long ABS-MBS USGA US N 2 2072-03-20 Variable 5.38499880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617YMMZ2 4978010.27000000 PA USD 4656488.35000000 0.018290873608 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617YWBB5 13105003.78000000 PA USD 13705412.15000000 0.053835410410 Long ABS-MBS USGA US N 2 2072-03-20 Variable 5.37000120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617YWBP4 11651950.04740000 PA USD 12196639.10000000 0.047908889159 Long ABS-MBS USGA US N 2 2072-03-20 Variable 5.34499920 N N N N N N GMACM Mortgage Loan Trust N/A 36185N7E4 17881.43000000 PA USD 17531.31000000 0.000068863691 Long ABS-MBS CORP US N 2 2035-06-19 Variable 4.38168240 N N N N N N GMACM Mortgage Loan Trust N/A 36185NM72 10578.76850000 PA USD 6951.21000000 0.000027304632 Long ABS-MBS CORP US N 2 2019-01-25 Fixed 4.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618AW2Y9 17753889.75000000 PA USD 18048883.06000000 0.070896738919 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618LEU75 30793392.63000000 PA USD 32098597.37000000 0.126084582069 Long ABS-MBS USGA US N 2 2055-08-20 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36193PPT6 449433.61000000 PA USD 447222.46000000 0.001756707818 Long ABS-MBS USGA US N 2 2046-05-15 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36193UAC8 1043889.58000000 PA USD 965882.55000000 0.003794025522 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36193UAD6 949596.37000000 PA USD 892316.95000000 0.003505056885 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 3.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36193UAE4 769783.53000000 PA USD 733040.13000000 0.002879411127 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36193UAF1 1497483.92000000 PA USD 1384639.45000000 0.005438919475 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36193UAG9 1719169.90000000 PA USD 1617589.81000000 0.006353957863 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36194GLT9 3074213.27000000 PA USD 2955491.61000000 0.011609289968 Long ABS-MBS USGA US N 2 2046-07-15 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36194GQD9 1828420.24000000 PA USD 1757802.61000000 0.006904719383 Long ABS-MBS USGA US N 2 2046-08-15 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36196PT44 3165629.01000000 PA USD 3105081.20000000 0.012196883897 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202CQX4 50.66000000 PA USD 50.84000000 0.000000199701 Long ABS-MBS USGA US N 2 2026-08-20 Fixed 8.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202CRE5 799.20000000 PA USD 802.38000000 0.000003151780 Long ABS-MBS USGA US N 2 2026-09-20 Fixed 8.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202CUC5 108.38000000 PA USD 109.22000000 0.000000429020 Long ABS-MBS USGA US N 2 2027-02-20 Fixed 8.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202CUW1 68.84000000 PA USD 69.31000000 0.000000272252 Long ABS-MBS USGA US N 2 2027-03-20 Fixed 8.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202CWE9 963.50000000 PA USD 977.80000000 0.000003840837 Long ABS-MBS USGA US N 2 2027-06-20 Fixed 8.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202CWS8 2894.25000000 PA USD 2928.16000000 0.000011501930 Long ABS-MBS USGA US N 2 2027-07-20 Fixed 7.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202CZB2 420.58000000 PA USD 426.39000000 0.000001674877 Long ABS-MBS USGA US N 2 2028-01-20 Fixed 8.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202DAP6 707.69000000 PA USD 730.23000000 0.000002868372 Long ABS-MBS USGA US N 2 2029-02-20 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202EWE5 34243.08000000 PA USD 36768.17000000 0.000144426851 Long ABS-MBS USGA US N 2 2038-09-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202FMV5 92538.12000000 PA USD 95490.24000000 0.000375089505 Long ABS-MBS USGA US N 2 2039-01-20 Fixed 7.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202FNS1 96582.80000000 PA USD 100923.70000000 0.000396432354 Long ABS-MBS USGA US N 2 2031-09-20 Fixed 8.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202FPP5 101536.46000000 PA USD 106351.92000000 0.000417754621 Long ABS-MBS USGA US N 2 2038-10-20 Fixed 7.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202FQR0 8151.48000000 PA USD 8402.71000000 0.000033006182 Long ABS-MBS USGA US N 2 2038-12-20 Fixed 7.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202FSH0 35963.40000000 PA USD 37039.04000000 0.000145490839 Long ABS-MBS USGA US N 2 2032-05-20 Fixed 7.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202FSX5 8149.52000000 PA USD 8400.69000000 0.000032998248 Long ABS-MBS USGA US N 2 2038-08-20 Fixed 7.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202FT55 34911.30000000 PA USD 37371.47000000 0.000146796637 Long ABS-MBS USGA US N 2 2039-10-20 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202FYP5 79000.76000000 PA USD 84313.98000000 0.000331188706 Long ABS-MBS USGA US N 2 2039-10-20 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36208TZY9 2711.41000000 PA USD 2749.95000000 0.000010801914 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36208UCT2 199.87000000 PA USD 200.60000000 0.000000787964 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 7.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3620AR2G5 7757.15000000 PA USD 8008.81000000 0.000031458927 Long ABS-MBS USGA US N 2 2036-09-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3620AR2U4 10161.93000000 PA USD 10393.01000000 0.000040824161 Long ABS-MBS USGA US N 2 2036-04-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3620AR5J6 89455.96000000 PA USD 92703.49000000 0.000364143038 Long ABS-MBS USGA US N 2 2035-03-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3620AR5U1 83693.49000000 PA USD 85224.39000000 0.000334764833 Long ABS-MBS USGA US N 2 2033-10-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3620AR5X5 119375.97000000 PA USD 123927.06000000 0.000486790478 Long ABS-MBS USGA US N 2 2032-11-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3620ASDP1 88363.00000000 PA USD 90291.62000000 0.000354669116 Long ABS-MBS USGA US N 2 2032-06-20 Fixed 7.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225ARA0 22.87000000 PA USD 22.86000000 0.000000089794 Long ABS-MBS USGA US N 2 2026-12-15 Fixed 7.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225BG36 6292.35000000 PA USD 6473.63000000 0.000025428679 Long ABS-MBS USGA US N 2 2029-10-15 Fixed 6.50000000 N N N N N N GSR Mortgage Loan Trust N/A 36228F2K1 29010.11950000 PA USD 29576.90000000 0.000116179253 Long ABS-MBS CORP US N 2 2034-05-25 Fixed 5.50000000 N N N N N N GSR Mortgage Loan Trust N/A 36228F2R6 39337.40500000 PA USD 41223.25000000 0.000161926584 Long ABS-MBS CORP US N 2 2034-05-25 Fixed 6.50000000 N N N N N N GSR Mortgage Loan Trust N/A 36228FTW6 27691.78740000 PA USD 27868.55000000 0.000109468785 Long ABS-MBS CORP US N 2 2033-06-25 Fixed 5.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622A2JL7 1106191.72000000 PA USD 1173295.91000000 0.004608753546 Long ABS-MBS USGA US N 2 2036-08-15 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622AB5X6 9714160.29000000 PA USD 8641134.05000000 0.033942722254 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622ACP38 36114755.50000000 PA USD 33874561.19000000 0.133060639416 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 4.00000000 N N N N N N GSR Mortgage Loan Trust N/A 36242D7K3 6721.14030000 PA USD 6494.72000000 0.000025511521 Long ABS-MBS CORP US N 2 2035-06-25 Floating 4.56876000 N N N N N N GSR Mortgage Loan Trust N/A 36242D7M9 3901.73500000 PA USD 3780.08000000 0.000014848306 Long ABS-MBS CORP US N 2 2035-06-25 Floating 4.56876000 N N N N N N GSR Mortgage Loan Trust N/A 36242DCH4 12424.17890000 PA USD 12869.05000000 0.000050550146 Long ABS-MBS CORP US N 2 2034-09-25 Fixed 6.00000000 N N N N N N GS Mortgage Securities Trust N/A 36252SAV9 30190161.00000000 PA USD 29731614.72000000 0.116786978975 Long ABS-MBS CORP US N 2 2052-02-10 Fixed 3.96800000 N N N N N N GLS Auto Receivables Issuer Trust N/A 36263XAG8 11843310.08000000 PA USD 11832441.47000000 0.046478306213 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 36263XAJ2 14000000.00000000 PA USD 14116055.80000000 0.055448435191 Long ABS-O CORP US Y 2 2029-05-15 Fixed 5.64000000 N N N N N N Haleon US Capital LLC 549300N8C3A3L0UVQB07 36264FAK7 2616000.00000000 PA USD 2592315.36000000 0.010182719044 Long DBT CORP US N 2 2027-03-24 Fixed 3.37500000 N N N N N N GLS Auto Select Receivables Trust N/A 36267FAG3 5825000.00000000 PA USD 5943460.11000000 0.023346150468 Long ABS-O CORP US Y 2 2029-03-15 Fixed 6.09000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 36267PAL0 4900000.00000000 PA USD 5241002.27000000 0.020586867806 Long ABS-O CORP US Y 2 2030-08-15 Fixed 9.27000000 N N N N N N Boost Newco Borrower LLC 254900S8RE1OL7TTCU64 36268NAA8 2620000.00000000 PA USD 2782309.00000000 0.010929021707 Long DBT CORP US Y 2 2031-01-15 Fixed 7.50000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 36270YAN2 3500000.00000000 PA USD 3632603.45000000 0.014269012522 Long ABS-O CORP US Y 2 2031-08-15 Fixed 7.51000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 362929AF8 18943000.00000000 PA USD 19615910.29000000 0.077052084934 Long ABS-O CORP US Y 2 2029-08-15 Fixed 7.18000000 N N N N N N GS Mortgage-Backed Securities Trust N/A 362963AA8 19802178.84000000 PA USD 19375982.49000000 0.076109638881 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 36459DCS8 8540000.00000000 PA USD 6814708.21000000 0.026768448062 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 5073241.94000000 0.019927898480 Long ABS-MBS CORP US Y 2 2051-09-27 Variable 2.36000160 N N N N N N GAM Re-REMIC TRUST N/A 36459TCA2 14300000.00000000 PA USD 11070665.32000000 0.043486018844 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 364614AG2 2134000.00000000 PA USD 1918723.36000000 0.007536822564 Long ABS-MBS CORP US Y 3 2050-11-29 None 0.00000000 N N N N N N Gap, Inc. (The) T2ZG1WRWZ4BUCMQL9224 364760AP3 5942000.00000000 PA USD 5636445.13000000 0.022140183272 Long DBT CORP US Y 2 2029-10-01 Fixed 3.62500000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XEV4 3935000.00000000 PA USD 4141896.91000000 0.016269537726 Long DBT CORP US N 2 2034-04-04 Fixed 5.95000000 N N N N N N Genesis Energy LP N/A 37185LAL6 4881000.00000000 PA USD 4913775.92000000 0.019301509536 Long DBT CORP US N 2 2028-02-01 Fixed 7.75000000 N N N N N N Georgia Power Co. D981X4Z4RWS7PDMJUZ03 373334KW0 3400000.00000000 PA USD 3529113.13000000 0.013862498380 Long DBT CORP US N 2 2034-03-15 Fixed 5.25000000 N N N N N N Wrangler Holdco Corp. N/A 37441QAA9 2275000.00000000 PA USD 2387705.78000000 0.009379004381 Long DBT CORP US Y 2 2032-04-01 Fixed 6.62500000 N N N N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 375558BA0 6310000.00000000 PA USD 5684015.57000000 0.022327041875 Long DBT CORP US N 2 2045-02-01 Fixed 4.50000000 N N N N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 375558BY8 3883000.00000000 PA USD 3477451.48000000 0.013659569340 Long DBT CORP US N 2 2030-10-01 Fixed 1.65000000 N N N N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 375558BZ5 7120000.00000000 PA USD 7517824.45000000 0.029530316945 Long DBT CORP US N 2 2033-10-15 Fixed 5.25000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AQ1 3883000.00000000 PA USD 3863974.66000000 0.015177847945 Long DBT CORP US Y 2 2027-10-27 Fixed 3.87500000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AY4 850000.00000000 PA USD 780148.23000000 0.003064453639 Long DBT CORP US Y 2 2030-09-01 Fixed 2.50000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272BE7 8941000.00000000 PA USD 8252527.89000000 0.032416261621 Long DBT CORP US Y 2 2031-04-27 Fixed 2.85000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272BG2 8632000.00000000 PA USD 7793028.38000000 0.030611329056 Long DBT CORP US Y 2 2031-09-23 Fixed 2.62500000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272BU1 28840000.00000000 PA USD 30259028.65000000 0.118858682115 Long DBT CORP US Y 2 2034-04-04 Fixed 5.63400000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272BZ0 3770000.00000000 PA USD 3883757.04000000 0.015255553929 Long DBT CORP US Y 2 2030-04-01 Fixed 5.18600000 N N N N N N Global Payments, Inc. 549300NOMHGVQBX6S778 37940XAW2 23870000.00000000 PA USD 23925973.00000000 0.093982184689 Long DBT CORP US N 2 2030-11-15 Fixed 4.87500000 N N N N N N Global Payments, Inc. 549300NOMHGVQBX6S778 37940XAY8 5820000.00000000 PA USD 5815230.10000000 0.022842457828 Long DBT CORP US N 2 2035-11-15 Fixed 5.55000000 N N N N N N Global Infrastructure Solutions, Inc. 2549003BGLQITAJ6ZT28 37960XAA5 7860000.00000000 PA USD 7886417.46000000 0.030978165120 Long DBT CORP US Y 2 2029-06-01 Fixed 5.62500000 N N N N N N GLS Auto Receivables Issuer Trust N/A 37989YAG7 3400000.00000000 PA USD 3376322.74000000 0.013262331580 Long ABS-O CORP US Y 2 2032-08-16 Fixed 6.52000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 379928AG9 11317000.00000000 PA USD 11369901.32000000 0.044661429892 Long ABS-O CORP US Y 2 2029-03-15 Fixed 5.69000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GA46 26145000.00000000 PA USD 27796594.55000000 0.109186141885 Long DBT CORP US N 2 2029-10-24 Variable 6.48400000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GA79 7601000.00000000 PA USD 8022847.90000000 0.031514069378 Long DBT CORP US N 2 2029-05-10 Variable 7.50000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GA87 3695000.00000000 PA USD 3869798.26000000 0.015200723280 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 2050000.00000000 PA USD 2105955.88000000 0.008272279437 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 23360000.00000000 PA USD 24242822.52000000 0.095226782353 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 7010000.00000000 PA USD 7124958.46000000 0.027987123528 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 27120000.00000000 PA USD 27541816.07000000 0.108185361764 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 11366000.00000000 PA USD 11789247.11000000 0.046308637029 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 13385000.00000000 PA USD 13867692.01000000 0.054472852230 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 14210000.00000000 PA USD 14721990.71000000 0.057828571899 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 37535000.00000000 PA USD 37579242.13000000 0.147612775219 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 32310000.00000000 PA USD 32430329.87000000 0.127387640677 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 5902000.00000000 PA USD 5861943.78000000 0.023025951043 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 1615000.00000000 PA USD 1603976.41000000 0.006300483880 Long DBT CORP US N 2 2029-04-23 Variable 3.81400000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GXM1 3049000.00000000 PA USD 3046705.78000000 0.011967582898 Long DBT CORP US N 2 2026-12-09 Variable 1.09300000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GYA6 4730000.00000000 PA USD 4694252.22000000 0.018439211609 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 16408000.00000000 PA USD 15006648.84000000 0.058946720488 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 2194000.00000000 PA USD 1711699.85000000 0.006723625887 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 8572000.00000000 PA USD 8417978.22000000 0.033066157175 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 1064000.00000000 PA USD 842383.13000000 0.003308914830 Long DBT CORP US N 2 2043-02-24 Variable 3.43600000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GZR8 7466000.00000000 PA USD 7416651.08000000 0.029132903877 Long DBT CORP US N 2 2028-03-15 Variable 3.61500000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38145GAH3 9708000.00000000 PA USD 9666629.94000000 0.037970911375 Long DBT CORP US N 2 2026-11-16 Fixed 3.50000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38148YAA6 1262000.00000000 PA USD 1146766.63000000 0.004504545466 Long DBT CORP US N 2 2038-10-31 Variable 4.01700000 N N N N N N Goodleap LLC 549300YN94MOAVYW0F52 N/A 12260918.88000000 PA USD 12708261.57000000 0.049918562808 Long DBT CORP US N 3 2042-07-15 Fixed 0.00100000 N N N N N N Goodleap LLC 549300YN94MOAVYW0F52 N/A 8205684.92000000 PA USD 8505071.39000000 0.033408262651 Long DBT CORP US N 3 2042-07-15 Fixed 0.00100000 N N N N N N Goodgreen N/A 38217DAA8 18425547.79990000 PA USD 18253396.06000000 0.071700074213 Long ABS-O CORP JE Y 3 2061-01-17 Fixed 5.90000000 N Y N N N N Goodgreen Trust N/A 38217KAB0 418401.34000000 PA USD 376505.22000000 0.001478927654 Long ABS-O CORP US Y 3 2052-10-15 Fixed 5.24000000 N Y N N N N Goodgreen Trust N/A 38217VAA8 550953.41000000 PA USD 510795.85000000 0.002006426652 Long ABS-O CORP US Y 3 2052-10-15 Fixed 3.74000000 N N N N N N Goodgreen Ltd. N/A 38217YAA2 20779664.62000000 PA USD 20956291.77000000 0.082317157322 Long ABS-O CORP US Y 3 2056-07-15 Fixed 6.28700000 N Y N N N N Goodgreen 549300X0P2BXCQULUH20 38218GAA0 3126807.32850000 PA USD 2907351.11000000 0.011420192147 Long ABS-O CORP KY Y 3 2053-10-15 Variable 3.93000120 N Y N N N N Goodgreen Trust N/A 38218QAA8 3544621.86280000 PA USD 3235106.55000000 0.012707628704 Long ABS-O CORP US Y 3 2053-10-15 Fixed 3.26000000 N N N N N N GoodLeap Home Improvement Solutions Trust N/A 38237FAA9 20875000.00000000 PA USD 20919177.76000000 0.082171371997 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 382550BJ9 3420000.00000000 PA USD 3264440.96000000 0.012822855447 Long DBT CORP US N 2 2031-04-30 Fixed 5.25000000 N N N N N N Goodyear Tire & Rubber Co. (The) 5493002BI0S2ZQUY3437 382550BN0 2150000.00000000 PA USD 2088801.33000000 0.008204895674 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 4073000.00000000 PA USD 3848145.96000000 0.015115672174 Long DBT CORP US N 2 2031-07-15 Fixed 5.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38373AGM2 122031.80730000 PA USD 9755.74000000 0.000038320939 Long ABS-MBS USGA US N 2 2039-08-16 Floating 2.17656000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38373MC57 218581.96040000 PA USD 6558.49000000 0.000025762012 Long ABS-MBS USGA US N 2 2037-04-20 Floating 2.57568120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38373QS44 19937.22750000 PA USD 19898.64000000 0.000078162658 Long ABS-MBS USGA US N 2 2033-06-16 Floating 4.42148040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38373SM61 165372.26830000 PA USD 164952.50000000 0.000647940057 Long ABS-MBS USGA US N 2 2033-03-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 383742P64 73025.48870000 PA USD 56095.25000000 0.000220344399 Long ABS-MBS USGA US N 2 2037-06-20 None 0.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38374DFX2 71576.81730000 PA USD 73058.49000000 0.000286976688 Long ABS-MBS USGA US N 2 2036-07-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38374EQY6 255011.35000000 PA USD 1413.55000000 0.000005552481 Long ABS-MBS USGA US N 2 2033-10-17 Floating 2.48655960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38374FCV4 84121.70000000 PA USD 84041.66000000 0.000330119022 Long ABS-MBS USGA US N 2 2034-01-16 Floating 5.50550160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38374FTH7 700182.51510000 PA USD 699349.86000000 0.002747074390 Long ABS-MBS USGA US N 2 2034-03-16 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38374JXC5 129692.82620000 PA USD 6362.79000000 0.000024993295 Long ABS-MBS USGA US N 2 2034-10-20 Floating 2.02568040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38374JXM3 30728.60000000 PA USD 286.68000000 0.000001126090 Long ABS-MBS USGA US N 2 2034-09-20 Floating 2.02568040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38374KGQ0 301947.84050000 PA USD 1884.03000000 0.000007400545 Long ABS-MBS USGA US N 2 2034-12-20 Floating 2.02568040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38374LRT0 20558.92000000 PA USD 2103.92000000 0.000008264282 Long ABS-MBS USGA US N 2 2035-07-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38374NEG8 235708.77250000 PA USD 2036.26000000 0.000007998511 Long ABS-MBS USGA US N 2 2036-06-20 Floating 2.42568000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38374XPH2 145884.63000000 PA USD 1967.50000000 0.000007728419 Long ABS-MBS USGA US N 2 2039-03-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38374XPV1 348937.17420000 PA USD 15318.06000000 0.000060169956 Long ABS-MBS USGA US N 2 2037-05-20 Floating 2.72567880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375B6F4 149475.51540000 PA USD 150907.34000000 0.000592770103 Long ABS-MBS USGA US N 2 2063-08-20 Floating 5.22038880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375B8G0 212583.38550000 PA USD 214409.29000000 0.000842208318 Long ABS-MBS USGA US N 2 2063-09-20 Floating 5.52039120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BK84 5428.14750000 PA USD 5188.42000000 0.000020380322 Long ABS-MBS USGA US N 2 2063-02-20 Fixed 1.65000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BSK9 567316.76180000 PA USD 569103.98000000 0.002235463333 Long ABS-MBS USGA US N 2 2062-02-20 Floating 4.92039000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BUJ9 56112.44000000 PA USD 56130.76000000 0.000220483883 Long ABS-MBS USGA US N 2 2062-08-20 Floating 4.77038880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375J4W2 331191.91110000 PA USD 17773.08000000 0.000069813373 Long ABS-MBS USGA US N 2 2037-05-20 Floating 2.43568080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375JJL0 349086.16650000 PA USD 22576.83000000 0.000088682696 Long ABS-MBS USGA US N 2 2037-02-20 Floating 2.12568120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375JMV4 221271.80500000 PA USD 15073.72000000 0.000059210178 Long ABS-MBS USGA US N 2 2037-03-20 Floating 2.12568120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375JTE5 25369.03000000 PA USD 20949.79000000 0.000082291618 Long ABS-MBS USGA US N 2 2037-04-16 None 0.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375JYC3 359108.79700000 PA USD 364812.67000000 0.001432998847 Long ABS-MBS USGA US N 2 2037-04-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375KBN1 73606.93000000 PA USD 1496.39000000 0.000005877880 Long ABS-MBS USGA US N 2 2037-05-20 Floating 2.12568120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375LG53 71871.72000000 PA USD 429.51000000 0.000001687132 Long ABS-MBS USGA US N 2 2037-11-20 Floating 2.43568080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375QA58 538964.37390000 PA USD 32857.37000000 0.000129065071 Long ABS-MBS USGA US N 2 2038-06-20 Floating 2.15568000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375QK65 357639.16300000 PA USD 357616.45000000 0.001404731805 Long ABS-MBS USGA US N 2 2038-06-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375QKS7 200598.70700000 PA USD 10338.82000000 0.000040611300 Long ABS-MBS USGA US N 2 2038-05-16 Floating 2.32656120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375QLL1 92179.68000000 PA USD 5756.87000000 0.000022613217 Long ABS-MBS USGA US N 2 2038-05-16 Floating 2.42655840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UR93 6614705.93000000 PA USD 6613306.26000000 0.025977333098 Long ABS-MBS USGA US N 2 2067-10-20 Floating 4.70039040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UUB4 168587.75350000 PA USD 165167.66000000 0.000648785214 Long ABS-MBS USGA US N 2 2065-01-20 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375XGS7 378442.98110000 PA USD 378251.34000000 0.001485786483 Long ABS-MBS USGA US N 2 2038-06-20 Fixed 5.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376CJS9 70290.61000000 PA USD 1528.26000000 0.000006003066 Long ABS-MBS USGA US N 2 2039-06-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376CXX2 51474.65000000 PA USD 43213.72000000 0.000169745231 Long ABS-MBS USGA US N 2 2037-11-16 None 0.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376F6M9 37080.17780000 PA USD 37829.45000000 0.000148595601 Long ABS-MBS USGA US N 2 2036-09-20 Fixed 5.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376JDC5 103075.75350000 PA USD 4591.15000000 0.000018034221 Long ABS-MBS USGA US N 2 2037-06-20 Floating 2.67567840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376R2M7 5461789.95000000 PA USD 221679.31000000 0.000870765249 Long ABS-MBS USGA US N 2 2067-03-20 Variable 2.27102040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376R4N3 17723766.41000000 PA USD 587418.79000000 0.002307404643 Long ABS-MBS USGA US N 2 2067-05-20 Variable 2.24177040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376R5Q5 7386647.82800000 PA USD 367663.01000000 0.001444195097 Long ABS-MBS USGA US N 2 2067-06-20 Variable 2.28700080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376R5T9 7063034.35280000 PA USD 182582.26000000 0.000717190464 Long ABS-MBS USGA US N 2 2067-06-20 Variable 1.86841080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RHF6 1248555.78000000 PA USD 1249009.13000000 0.004906158120 Long ABS-MBS USGA US N 2 2065-09-20 Floating 4.74039000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RMJ2 123664.95000000 PA USD 123936.74000000 0.000486828501 Long ABS-MBS USGA US N 2 2065-12-20 Floating 4.88039040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RWL6 1753390.05000000 PA USD 1768499.19000000 0.006946735980 Long ABS-MBS USGA US N 2 2066-06-20 Floating 5.16070080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RXT8 1276759.49000000 PA USD 1280577.00000000 0.005030157984 Long ABS-MBS USGA US N 2 2066-08-20 Floating 5.05038960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376XA29 88490.60000000 PA USD 759.13000000 0.000002981893 Long ABS-MBS USGA US N 2 2034-11-20 Floating 2.02568040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38377NF41 117936.97000000 PA USD 102476.15000000 0.000402530440 Long ABS-MBS USGA US N 2 2040-12-20 None 0.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378U8R1 1125275.31000000 PA USD 1125028.65000000 0.004419157806 Long ABS-MBS USGA US N 2 2065-02-20 Floating 4.85704080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379BNP9 71846.55840000 PA USD 71532.83000000 0.000280983834 Long ABS-MBS USGA US N 2 2029-02-20 Variable 4.05513000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379FBV0 184200.42060000 PA USD 178723.46000000 0.000702032942 Long ABS-MBS USGA US N 2 2045-01-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380LTJ2 5017601.92000000 PA USD 5017368.10000000 0.019708423788 Long ABS-MBS USGA US N 2 2069-05-20 Floating 4.72038840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380Q3N0 22316965.33000000 PA USD 22860222.75000000 0.089795874823 Long ABS-MBS USGA US N 2 2071-06-20 Floating 5.59887840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383RZD2 16038225.63000000 PA USD 13324081.52000000 0.052337528351 Long ABS-MBS USGA US N 2 2052-05-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385B5S5 53954906.08000000 PA USD 52281775.23000000 0.205364916844 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 3.50000000 N N N N N N Granite Park Equipment Leasing LLC N/A 387422AG3 9428000.00000000 PA USD 9342521.04000000 0.036697798574 Long ABS-O CORP US Y 2 2035-06-20 Fixed 7.00000000 N N N N N N Graphic Packaging International LLC SO75N4VY5NXGQSK8YQ65 38869AAA5 2157000.00000000 PA USD 2152032.64000000 0.008453270804 Long DBT CORP US Y 2 2027-07-15 Fixed 4.75000000 N N N N N N Graphic Packaging International LLC SO75N4VY5NXGQSK8YQ65 38869AAE7 2170000.00000000 PA USD 2206682.50000000 0.008667937653 Long DBT CORP US Y 2 2032-07-15 Fixed 6.37500000 N N N N N N Gray Media, Inc. 529900TM5726KDN7UU35 389286AA3 2179000.00000000 PA USD 1638726.97000000 0.006436985478 Long DBT CORP US Y 2 2031-11-15 Fixed 5.37500000 N N N N N N Gray Media, Inc. 529900TM5726KDN7UU35 389375AL0 2049000.00000000 PA USD 1581124.78000000 0.006210721757 Long DBT CORP US Y 2 2030-10-15 Fixed 4.75000000 N N N N N N Gray Media, Inc. 529900TM5726KDN7UU35 389375AM8 1920000.00000000 PA USD 2069199.36000000 0.008127898347 Long DBT CORP US Y 2 2029-07-15 Fixed 10.50000000 N N N N N N Gray Media, Inc. 529900TM5726KDN7UU35 389375AP1 2990000.00000000 PA USD 2995172.70000000 0.011765158886 Long DBT CORP US Y 2 2033-08-15 Fixed 7.25000000 N N N N N N Gray Oak Pipeline LLC N/A 38937LAB7 1423000.00000000 PA USD 1404942.54000000 0.005518670829 Long DBT CORP US Y 2 2027-10-15 Fixed 3.45000000 N N N N N N Great Ajax Operating Partnership LP 549300IMX0KE8QJMZ613 38982GAA4 28328000.00000000 PA USD 27689193.69000000 0.108764266986 Long DBT CORP US Y 2 2027-09-01 Fixed 9.87500160 N N N N N N Greenko Dutch BV 724500PT585P4JPVRP08 39530LAD2 1883105.00000000 PA USD 1861920.07000000 0.007313696955 Long DBT CORP NL Y 2 2026-03-29 Fixed 3.85000000 N N N N N N Griffon Corp. 5493000C2SGNC7ZN3242 398433AP7 5514000.00000000 PA USD 5520727.08000000 0.021685638116 Long DBT CORP US N 2 2028-03-01 Fixed 5.75000000 N N N N N N Grupo Nutresa SA 254900KKAX7B7RJUE255 40055CAB9 4300000.00000000 PA USD 4845562.50000000 0.019033564478 Long DBT CORP CO Y 2 2035-05-12 Fixed 9.00000000 N N N N N N Guardian Life Global Funding 635400NHILJ5JEKILC36 40139LBH5 2000000.00000000 PA USD 2091458.02000000 0.008215331259 Long DBT CORP US Y 2 2028-10-02 Fixed 5.73700000 N N N N N N Guardian Life Global Funding 635400NHILJ5JEKILC36 40139LBJ1 2620000.00000000 PA USD 2622161.84000000 0.010299957219 Long DBT CORP US Y 2 2029-09-26 Fixed 4.17900000 N N N N N N Republic of Guatemala 529900QKDFFU9UWW5315 401494BA6 8246000.00000000 PA USD 8577901.50000000 0.033694342253 Long DBT NUSS GT Y 2 2036-08-15 Fixed 6.25000000 N N N N N N Gulfport Energy Corp. 254900DJRGZBUZ3F5038 402635502 21972.00000000 NS USD 4888550.28000000 0.019202422207 Long EC CORP US N 1 N N N Gulfport Energy Operating Corp. 549300FJX18IDUFPHD40 402635AT3 2054000.00000000 PA USD 2120332.35000000 0.008328750789 Long DBT CORP US Y 2 2029-09-01 Fixed 6.75000000 N N N N N N HGI CRE CLO Ltd. N/A 403950AG3 10651500.00000000 PA USD 10672834.95000000 0.041923325142 Long ABS-CBDO CORP KY Y 2 2037-04-20 Floating 7.89202080 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119BU2 19711000.00000000 PA USD 19752719.32000000 0.077589476308 Long DBT CORP US N 2 2027-02-15 Fixed 4.50000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119BZ1 6985000.00000000 PA USD 6437450.39000000 0.025286564165 Long DBT CORP US N 2 2049-06-15 Fixed 5.25000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119CA5 1095000.00000000 PA USD 1054008.68000000 0.004140188506 Long DBT CORP US N 2 2030-09-01 Fixed 3.50000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119CB3 1273000.00000000 PA USD 885405.09000000 0.003477906820 Long DBT CORP US N 2 2051-07-15 Fixed 3.50000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119CC1 4819000.00000000 PA USD 4322119.95000000 0.016977461079 Long DBT CORP US N 2 2031-07-15 Fixed 2.37500000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119CR8 3930000.00000000 PA USD 3926071.81000000 0.015421768048 Long DBT CORP US N 2 2053-06-01 Fixed 5.90000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119CU1 5000000.00000000 PA USD 5241978.70000000 0.020590703262 Long DBT CORP US N 2 2034-04-01 Fixed 5.60000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119CV9 15000000.00000000 PA USD 15227354.25000000 0.059813660220 Long DBT CORP US N 2 2054-04-01 Fixed 6.00000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119DE6 11936000.00000000 PA USD 11931807.36000000 0.046868619428 Long DBT CORP US N 2 2032-11-15 Fixed 4.60000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119DF3 3683000.00000000 PA USD 3668987.14000000 0.014411929120 Long DBT CORP US N 2 2035-11-15 Fixed 4.90000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404121AJ4 4916000.00000000 PA USD 5076835.54000000 0.019942014285 Long DBT CORP US N 2 2028-09-01 Fixed 5.62500000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404121AL9 13461000.00000000 PA USD 13551197.32000000 0.053229648352 Long DBT CORP US N 2 2054-09-15 Fixed 5.95000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280CC1 28351000.00000000 PA USD 28062845.54000000 0.110231986488 Long DBT CORP GB N 2 2030-05-22 Variable 3.97300000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280CL1 28997000.00000000 PA USD 27921439.51000000 0.109676537912 Long DBT CORP GB N 2 2028-09-22 Variable 2.01300000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280CT4 5629000.00000000 PA USD 5156013.03000000 0.020253026652 Long DBT CORP GB N 2 2032-05-24 Variable 2.80400000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280DG1 11902000.00000000 PA USD 12093485.68000000 0.047503698374 Long DBT CORP GB N 2 2028-08-11 Variable 5.21000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280DS5 1250000.00000000 PA USD 1469801.35000000 0.005773438845 Long DBT CORP GB N 2 2033-11-03 Variable 8.11300000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280DZ9 16045000.00000000 PA USD 16232790.84000000 0.063763055602 Long DBT CORP GB N 2 2027-08-14 Variable 5.88700000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280EG0 9495000.00000000 PA USD 10047069.40000000 0.039465292882 Long DBT CORP GB N 2 2032-05-17 Variable 5.73300000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280EN5 32560000.00000000 PA USD 33678970.31000000 0.132292350569 Long DBT CORP GB N 2 2030-11-19 Variable 5.28600000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280ER6 4520000.00000000 PA USD 4645009.96000000 0.018245786031 Long DBT CORP GB N 2 2031-03-03 Variable 5.13000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280FE4 12135000.00000000 PA USD 12213932.47000000 0.047976818212 Long DBT CORP GB N 2 2031-11-06 Variable 4.61900000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280FG9 12810000.00000000 PA USD 12925279.11000000 0.050771016438 Long DBT CORP GB N 2 2036-11-06 Variable 5.13300000 N N N N N N HINNT LLC N/A 40472QAD9 2623569.08000000 PA USD 2623378.61000000 0.010304736740 Long ABS-O CORP US Y 2 2043-03-15 Fixed 7.00000000 N N N N N N HINNT LLC N/A 40486JAD9 5427142.99000000 PA USD 5397583.51000000 0.021201925217 Long ABS-O CORP US Y 2 2041-05-15 Fixed 6.50000000 N N N N N N HINNT LLC N/A 40486JAE7 864573.02000000 PA USD 854697.78000000 0.003357287271 Long ABS-O CORP US Y 2 2041-05-15 Fixed 8.00000000 N N N N N N Halliburton Co. ENYF8GB5SMQZ25S06U51 406216BE0 263000.00000000 PA USD 235140.16000000 0.000923640010 Long DBT CORP US N 2 2043-08-01 Fixed 4.75000000 N N N N N N Harvest Midstream I LP 549300DW5M17KJOXCY66 417558AB9 3850000.00000000 PA USD 4000646.65000000 0.015714701021 Long DBT CORP US Y 2 2032-05-15 Fixed 7.50000000 N N N N N N Hashemite Kingdom of Jordan 5493000JZ4MYPVMBVN50 418097AP6 11892000.00000000 PA USD 11698755.00000000 0.045953180380 Long DBT NUSS JO Y 2 2032-11-12 Fixed 5.75000000 N N N N N N Healthpeak OP LLC PZ9HF5U52KPF0MH0QN75 42250PAA1 486000.00000000 PA USD 460898.15000000 0.001810426479 Long DBT CORP US N 2 2030-01-15 Fixed 3.00000000 N N N N N N Herc Holdings, Inc. 549300TP80QLITMSBP82 42704LAA2 5103000.00000000 PA USD 5102329.47000000 0.020042155468 Long DBT CORP US Y 2 2027-07-15 Fixed 5.50000000 N N N N N N Herc Holdings, Inc. 549300TP80QLITMSBP82 42704LAF1 6418000.00000000 PA USD 6737179.98000000 0.026463914055 Long DBT CORP US Y 2 2030-06-15 Fixed 7.00000000 N N N N N N HERO Funding Trust N/A 42770XAA5 373410.02100000 PA USD 349809.42000000 0.001374065477 Long ABS-O CORP US Y 3 2042-09-20 Fixed 3.08000000 N N N N N N HERO Funding 549300Z5C0ID42MSJA91 42771AAA4 1517798.90660000 PA USD 1398233.24000000 0.005492316429 Long ABS-O CORP KY Y 3 2048-09-20 Fixed 3.19000000 N Y N N N N HERO Funding 549300Z5C0ID42MSJA91 42771AAB2 1249813.67060000 PA USD 1179310.68000000 0.004632379804 Long ABS-O CORP KY Y 3 2048-09-20 Fixed 3.95000000 N Y N N N N HERO Funding III N/A 42771BAA2 1558441.30830000 PA USD 1406401.33000000 0.005524401015 Long ABS-O CORP KY Y 3 2043-09-21 Fixed 3.50000000 N Y N N N N HERO Funding Trust N/A 42771LAC6 1428733.35110000 PA USD 1365261.16000000 0.005362800772 Long ABS-O CORP KY Y 3 2048-09-20 Fixed 4.07000000 N N N N N N HERO Funding Trust N/A 42771TAA3 824258.40400000 PA USD 808302.24000000 0.003175043723 Long ABS-O CORP US Y 3 2041-09-20 Fixed 4.28000000 N Y N N N N HERO Funding Trust N/A 42771XAC0 1384082.01100000 PA USD 1327861.43000000 0.005215893128 Long ABS-O CORP KY Y 3 2047-09-20 Fixed 4.46000000 N Y N N N N Hertz Corp. (The) 549300PD0C69OJ0NLB27 428040DA4 6743000.00000000 PA USD 6567113.57000000 0.025795886353 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 12360000.00000000 PA USD 12545531.02000000 0.049279350660 Long ABS-O CORP US Y 2 2028-02-25 Fixed 5.94000000 N N N N N N Hess Corp. UASVRYNXNK17ULIGK870 42809HAD9 9900000.00000000 PA USD 10366571.36000000 0.040720309437 Long DBT CORP US N 2 2041-02-15 Fixed 5.60000000 N N N N N N Hess Corp. UASVRYNXNK17ULIGK870 42809HAG2 11740000.00000000 PA USD 11782383.51000000 0.046281676532 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 2715000.00000000 PA USD 2743303.88000000 0.010775808027 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 1461000.00000000 PA USD 1485585.71000000 0.005835440446 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 2630000.00000000 PA USD 2630512.85000000 0.010332760322 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 10385000.00000000 PA USD 10199993.30000000 0.040065984114 Long DBT CORP US Y 2 2029-02-01 Fixed 5.75000000 N N N N N N Hillenbrand, Inc. U246OE781574J2BUD366 431571AE8 4565000.00000000 PA USD 4566962.95000000 0.017939214235 Long DBT CORP US N 2 2031-03-01 Fixed 3.75000000 N N N N N N Hillenbrand, Inc. U246OE781574J2BUD366 431571AF5 1255000.00000000 PA USD 1285078.59000000 0.005047840411 Long DBT CORP US N 2 2029-02-15 Fixed 6.25000000 N N N N N N Hilton Domestic Operating Co., Inc. 5493003EG7H0N1E4XV50 432833AF8 2212000.00000000 PA USD 2216844.28000000 0.008707853534 Long DBT CORP US N 2 2030-01-15 Fixed 4.87500000 N N N N N N Hilton Domestic Operating Co., Inc. 5493003EG7H0N1E4XV50 432833AH4 855000.00000000 PA USD 857442.74000000 0.003368069584 Long DBT CORP US Y 2 2028-05-01 Fixed 5.75000000 N N N N N N Hilton Domestic Operating Co., Inc. 5493003EG7H0N1E4XV50 432833AJ0 3659000.00000000 PA USD 3550006.07000000 0.013944566689 Long DBT CORP US Y 2 2029-05-01 Fixed 3.75000000 N N N N N N Hilton Domestic Operating Co., Inc. 5493003EG7H0N1E4XV50 432833AL5 417000.00000000 PA USD 398267.94000000 0.001564412494 Long DBT CORP US Y 2 2031-05-01 Fixed 4.00000000 N N N N N N Hilton Domestic Operating Co., Inc. 5493003EG7H0N1E4XV50 432833AN1 1808000.00000000 PA USD 1680143.84000000 0.006599672610 Long DBT CORP US Y 2 2032-02-15 Fixed 3.62500000 N N N N N N Hilton Domestic Operating Co., Inc. 5493003EG7H0N1E4XV50 432833AR2 9821000.00000000 PA USD 10126875.05000000 0.039778772686 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 4100000.00000000 PA USD 4202459.00000000 0.016507428052 Long DBT CORP US Y 2 2033-09-15 Fixed 5.75000000 N N N N N N Hilton Grand Vacations Trust N/A 43283BAD5 1484108.99000000 PA USD 1481053.21000000 0.005817636604 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 43283GAD4 1980234.58000000 PA USD 2031925.04000000 0.007981483318 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 43285HAC2 1477428.87420000 PA USD 1497056.37000000 0.005880497660 Long ABS-O CORP US Y 2 2039-02-25 Fixed 6.42000000 N N N N N N Hologic, Inc. 549300DYP6F5ZJL0LB74 436440AM3 1170000.00000000 PA USD 1170988.65000000 0.004599690536 Long DBT CORP US Y 2 2028-02-01 Fixed 4.62500000 N N N N N N Hologic, Inc. 549300DYP6F5ZJL0LB74 436440AP6 2313000.00000000 PA USD 2285163.97000000 0.008976216025 Long DBT CORP US Y 2 2029-02-15 Fixed 3.25000000 N N N N N N Home Depot, Inc. (The) QEKMOTMBBKA8I816DO57 437076BP6 5048000.00000000 PA USD 3603152.20000000 0.014153326827 Long DBT CORP US N 2 2056-09-15 Fixed 3.50000000 N N N N N N Home Depot, Inc. (The) QEKMOTMBBKA8I816DO57 437076CQ3 2585000.00000000 PA USD 1930240.80000000 0.007582063532 Long DBT CORP US N 2 2052-04-15 Fixed 3.62500000 N N N N N N Home Depot, Inc. (The) QEKMOTMBBKA8I816DO57 437076DE9 11760000.00000000 PA USD 12102916.78000000 0.047540744115 Long DBT CORP US N 2 2034-06-25 Fixed 4.95000000 N N N N N N Home RE Ltd. N/A 43730GAC5 14716067.77000000 PA USD 15233829.07000000 0.059839093573 Long ABS-MBS CORP BM Y 2 2034-10-25 Floating 9.57179880 N N N N N N Home Partners of America Trust N/A 43730XAF1 12865072.40020000 PA USD 11954814.49000000 0.046958992360 Long ABS-O CORP US Y 2 2041-01-17 Fixed 3.34700000 N N N N N N Home Partners of America Trust N/A 43732TAJ0 8957252.91700000 PA USD 8679948.91000000 0.034095188586 Long ABS-O CORP US Y 2 2039-10-19 Fixed 3.32000000 N N N N N N Home Partners of America Trust N/A 43732VAL0 7196217.27000000 PA USD 7034657.87000000 0.027632419177 Long ABS-O CORP US Y 2 2026-12-17 Fixed 3.79900000 N N N N N N Honeywell International, Inc. ISRPG12PN4EIEOEMW547 438516CT1 4740000.00000000 PA USD 4590669.19000000 0.018032333299 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 3130000.00000000 PA USD 3303675.44000000 0.012976970063 Long DBT CORP US Y 2 2032-07-15 Fixed 7.37500000 N N N N N N Huntington Bancshares, Inc. 549300XTVCVV9I7B5T19 446150BD5 4207000.00000000 PA USD 4424602.99000000 0.017380018584 Long DBT CORP US N 2 2035-02-02 Variable 5.70900000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ABG1 3883000.00000000 PA USD 3828820.42000000 0.015039760675 Long DBT CORP US Y 2 2027-02-10 Fixed 3.00000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ABP1 1088000.00000000 PA USD 1052624.37000000 0.004134750881 Long DBT CORP US Y 2 2027-10-15 Fixed 2.37500000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ABW6 3398000.00000000 PA USD 3349326.67000000 0.013156289931 Long DBT CORP US Y 2 2026-06-15 Fixed 1.50000000 N N N N N N ILFC E-Capital Trust I N/A 44965TAA5 5178000.00000000 PA USD 4346793.78000000 0.017074380876 Long DBT CORP US Y 2 2065-12-21 Floating 6.27000120 N N N N N N ILFC E-Capital Trust II N/A 44965UAA2 1015000.00000000 PA USD 861875.07000000 0.003385479955 Long SN CORP US Y 2 2065-12-21 Floating 6.51999960 N N N N N N INEOS Finance plc 2138002D68XDR4LZCG32 44984WAH0 1000000.00000000 PA USD 937553.60000000 0.003682748266 Long DBT CORP GB Y 2 2028-05-15 Fixed 6.75000000 N N N N N N ICAP Trust N/A 45115QAA7 20000000.00000000 PA USD 20306264.00000000 0.079763822085 Long ABS-MBS CORP US Y 2 2030-07-25 Variable 6.47200080 N N N N N N iHeartCommunications, Inc. 54930076J6KDZL504O62 45174HBJ5 3659056.00000000 PA USD 3385797.70000000 0.013299549605 Long DBT CORP US Y 2 2029-05-01 Fixed 9.12500000 N N N N N N iHeartCommunications, Inc. 54930076J6KDZL504O62 45174HBL0 1522128.00000000 PA USD 1252613.30000000 0.004920315445 Long DBT CORP US Y 2 2030-05-01 Fixed 10.87500000 N N N N N N iHeartCommunications, Inc. 54930076J6KDZL504O62 45174HBM8 3885590.00000000 PA USD 3317191.25000000 0.013030060708 Long DBT CORP US Y 2 2030-08-15 Fixed 7.75000000 N N N N N N iHeartMedia, Inc. N/A 45174J509 126491.00000000 NS USD 497109.63000000 0.001952666629 Long EC CORP US N 1 N N N Identity Digital Ltd. 5493005BN677T7KORE19 N/A 23800000.00000000 PA USD 24149860.00000000 0.094861621834 Long DBT CORP IE N 3 2065-03-20 Fixed 6.79300000 N N N N N N Impac CMB Trust N/A 45254NLM7 89933.64330000 PA USD 88128.36000000 0.000346171744 Long ABS-MBS CORP US N 2 2035-03-25 Floating 4.76876160 N N N N N N Impac CMB Trust N/A 45254NLN5 58756.78250000 PA USD 57476.24000000 0.000225768983 Long ABS-MBS CORP US N 2 2035-03-25 Floating 4.86875880 N N N N N N Impac Secured Assets CMN Owner Trust N/A 45254TMS0 3454.12220000 PA USD 2627.89000000 0.000010322457 Long ABS-MBS CORP US N 2 2033-08-25 Fixed 5.50000000 N N N N N N Imola Merger Corp. N/A 45258LAA5 5829000.00000000 PA USD 5757573.77000000 0.022615981444 Long DBT CORP US Y 2 2029-05-15 Fixed 4.75000000 N N N N N N Imperial Brands Finance plc 2138008L3B3MCG1DFS50 45262BAH6 27669000.00000000 PA USD 28975197.32000000 0.113815740991 Long DBT CORP GB Y 2 2034-07-01 Fixed 5.87500000 N N N N N N Crescent Energy Finance LLC 54930061FUL6DBLFUW14 45344LAC7 6039000.00000000 PA USD 6244694.38000000 0.024529410801 Long DBT CORP US Y 2 2028-02-15 Fixed 9.25000000 N N N N N N Crescent Energy Finance LLC 54930061FUL6DBLFUW14 45344LAG8 1787000.00000000 PA USD 1762339.40000000 0.006922540077 Long DBT CORP US Y 2 2034-01-15 Fixed 8.37500000 N N N N N N Residential Asset Securitization Trust N/A 45660NRL1 7697.05710000 PA USD 7632.77000000 0.000029981827 Long ABS-MBS CORP US N 2 2018-10-25 Fixed 3.75000000 N N N N N N INEOS Quattro Finance 2 plc 213800V48W4Y5MT5Q131 45674GAB0 1181000.00000000 PA USD 1004440.50000000 0.003945482701 Long DBT CORP GB Y 2 2029-03-15 Fixed 9.62500000 N N N N N N Interstate Power and Light Co. EF9UQIIO4KY2BWOK3P26 461070AP9 777000.00000000 PA USD 776956.57000000 0.003051916670 Long DBT CORP US N 2 2028-09-26 Fixed 4.10000000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 46115HBS5 15549000.00000000 PA USD 13261717.69000000 0.052092560718 Long DBT CORP IT Y 2 2042-06-01 Variable 4.95000000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 46115HCD7 11840000.00000000 PA USD 13580125.39000000 0.053343278975 Long DBT CORP IT Y 2 2033-11-28 Fixed 7.20000000 N N N N N N Intuit, Inc. VI90HBPH7XSFMB9E4M29 46124HAG1 7430000.00000000 PA USD 7803341.97000000 0.030651841252 Long DBT CORP US N 2 2033-09-15 Fixed 5.20000000 N N N N N N IQVIA, Inc. 549300PLWY28YB00C717 46266TAA6 5637000.00000000 PA USD 5630608.77000000 0.022117257815 Long DBT CORP US Y 2 2027-05-15 Fixed 5.00000000 N N N N N N IQVIA, Inc. 549300PLWY28YB00C717 46266TAG3 9803000.00000000 PA USD 10253594.90000000 0.040276533356 Long DBT CORP US Y 2 2032-06-01 Fixed 6.25000000 N N N N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284VAC5 6969000.00000000 PA USD 6944437.76000000 0.027278030955 Long DBT CORP US Y 2 2027-09-15 Fixed 4.87500000 N N N N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284VAE1 1007000.00000000 PA USD 1005225.87000000 0.003948567666 Long DBT CORP US Y 2 2028-03-15 Fixed 5.25000000 N N N N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284VAF8 1612000.00000000 PA USD 1592648.58000000 0.006255987708 Long DBT CORP US Y 2 2029-09-15 Fixed 4.87500000 N N N N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284VAJ0 2825000.00000000 PA USD 2800379.00000000 0.011000001395 Long DBT CORP US Y 2 2030-07-15 Fixed 5.25000000 N N N N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284VAQ4 2285000.00000000 PA USD 2336373.84000000 0.009177370455 Long DBT CORP US Y 2 2033-01-15 Fixed 6.25000000 N N N N N N Istanbul Metropolitan Municipality 213800T1VDQSNKA2MD76 46522TAC2 5450000.00000000 PA USD 5966769.00000000 0.023437708725 Long DBT NUSS TR Y 2 2028-12-06 Fixed 10.50000000 N N N N N N ITC Holdings Corp. 549300HTO5U9D3SLE207 465685AQ8 3883000.00000000 PA USD 3668755.36000000 0.014411018679 Long DBT CORP US Y 2 2030-05-14 Fixed 2.95000000 N N N N N N ITC Holdings Corp. 549300HTO5U9D3SLE207 465685AR6 5867000.00000000 PA USD 5939176.30000000 0.023329323489 Long DBT CORP US Y 2 2027-09-22 Fixed 4.95000000 N N N N N N ITC Holdings Corp. 549300HTO5U9D3SLE207 465685AS4 5973000.00000000 PA USD 6196581.99000000 0.024340423397 Long DBT CORP US Y 2 2033-06-01 Fixed 5.40000000 N N N N N N ITC Holdings Corp. 549300HTO5U9D3SLE207 465685AT2 9145000.00000000 PA USD 9584592.19000000 0.037648663792 Long DBT CORP US Y 2 2034-05-09 Fixed 5.65000000 N N N N N N JBS USA Holding Lux SARL N/A 46590XAM8 2040000.00000000 PA USD 1938360.26000000 0.007613957098 Long DBT CORP LU N 2 2031-12-01 Fixed 3.75000000 N N N N N N JBS USA Holding Lux SARL N/A 46590XAP1 5910000.00000000 PA USD 5344970.90000000 0.020995260768 Long DBT CORP LU N 2 2032-05-15 Fixed 3.00000000 N N N N N N JBS USA Holding Lux SARL N/A 46590XAU0 12930000.00000000 PA USD 12115583.26000000 0.047590498558 Long DBT CORP LU N 2 2032-01-15 Fixed 3.62500000 N N N N N N JPMorgan Mortgage Trust N/A 466247EY5 15715.57500000 PA USD 15663.47000000 0.000061526740 Long ABS-MBS CORP US N 2 2034-09-25 Fixed 5.50000000 N N N N N N JPMorgan Mortgage Trust N/A 466247JV6 159647.50750000 PA USD 147022.69000000 0.000577511042 Long ABS-MBS CORP US N 2 2034-11-25 Fixed 6.00000000 N N N N N N JPMorgan Mortgage Trust N/A 466247JX2 15924.34070000 PA USD 15450.70000000 0.000060690971 Long ABS-MBS CORP US N 2 2019-12-25 Fixed 5.50000000 N N N N N N JPMorgan Mortgage Trust N/A 466247K51 42136.46110000 PA USD 43273.47000000 0.000169979931 Long ABS-MBS CORP US N 2 2034-08-25 Variable 6.45361920 N N N N N N JPMorgan Mortgage Trust N/A 466247K93 16889.01350000 PA USD 16890.86000000 0.000066347977 Long ABS-MBS CORP US N 2 2033-11-25 Variable 6.30464040 N N N N N N JPMorgan Mortgage Trust N/A 46630GAS4 9659.40000000 PA USD 9616.87000000 0.000037775452 Long ABS-MBS CORP US N 2 2035-07-25 Variable 6.05057040 N N N N N N Moran Foods Backstop Equity N/A N/A 7629209501.04000000 NS USD 7629.21000000 0.000029967843 Long EC CORP US N 3 N N N Japan Tobacco, Inc. 353800Z0ENYBQO0XRJ31 471105AD8 17171000.00000000 PA USD 17870022.14000000 0.070194166028 Long DBT CORP JP Y 2 2030-06-15 Fixed 5.25000000 N N N N N N Japan Tobacco, Inc. 353800Z0ENYBQO0XRJ31 471105AE6 5490000.00000000 PA USD 5895487.50000000 0.023157712125 Long DBT CORP JP Y 2 2035-06-15 Fixed 5.85000000 N N N N N N JBS USA Holding Lux SARL N/A 472140AE2 26040000.00000000 PA USD 26654611.70000000 0.104700387299 Long DBT CORP US Y 2 2036-01-15 Fixed 5.50000000 N N N N N N JBS USA Holding Lux SARL N/A 472140AJ1 2540000.00000000 PA USD 2584619.67000000 0.010152490064 Long DBT CORP US Y 2 2066-04-15 Fixed 6.37500000 N N N N N N Jersey Central Power & Light Co. 549300W9UGH9ZPLNPF79 476556CX1 777000.00000000 PA USD 851758.94000000 0.003345743389 Long DBT CORP US N 2 2037-06-01 Fixed 6.15000000 N N N N N N JetBlue Airways Corp. N/A 476920AA1 4545000.00000000 PA USD 4489322.20000000 0.017634238245 Long DBT CORP US Y 2 2031-09-20 Fixed 9.87500000 N N N N N N Jonah Energy Abs I LLC 2549003KXV9PPFRCPA79 47987EAC1 9398608.28110000 PA USD 9582943.19000000 0.037642186453 Long ABS-O CORP US Y 3 2037-12-10 Fixed 7.20000000 N N N N N N Jonah Energy Abs I LLC 2549003KXV9PPFRCPA79 47987EAE7 39000000.00000000 PA USD 39549900.00000000 0.155353598628 Long ABS-O CORP US Y 3 2039-08-10 Fixed 12.66200000 N N N N N N Jonah Energy ABS II LLC 254900MMTK6TS4MGMV20 479913AE5 33979188.58000000 PA USD 34726730.73000000 0.136407995659 Long ABS-O CORP US Y 3 2040-12-10 Fixed 7.36200000 N N N N N N Jonah Energy ABS II LLC 254900MMTK6TS4MGMV20 479913AF2 15747954.45000000 PA USD 15716458.54000000 0.061734881551 Long ABS-O CORP US Y 3 2040-12-10 Fixed 11.24700000 N N N N N N Jonah Energy ABS II LLC 254900MMTK6TS4MGMV20 479915AB6 13895742.04000000 PA USD 13973558.20000000 0.054888698884 Long ABS-O CORP US Y 3 2041-01-10 Fixed 6.61700000 N N N N N N JPMorgan Prime Money Market Fund 549300YD7H8SEEU7VG41 4812A2603 1641495968.55600000 NS USD 1642152566.94000000 6.450441360708 Long STIV RF US N 1 N N N KBC Group NV 213800X3Q9LSAKRUWY91 48241FAD6 7455000.00000000 PA USD 7605415.58000000 0.029874378428 Long DBT CORP BE Y 2 2030-10-16 Variable 4.93200000 N N N N N N KGS-Alpha SBA COOF Trust N/A 48247KAA5 1089427.07990000 PA USD 17780.54000000 0.000069842676 Long ABS-O CORP US Y 2 2038-08-25 Variable 0.99605520 N N N N N N KGS-Alpha SBA COOF Trust N/A 48247QAA2 1151556.67810000 PA USD 16687.21000000 0.000065548032 Long ABS-O CORP US Y 3 2037-09-25 Variable 0.83095200 N N N N N N KLA Corp. 549300H0BF5JCG96TJ81 482480AJ9 761000.00000000 PA USD 541793.97000000 0.002128188515 Long DBT CORP US N 2 2050-03-01 Fixed 3.30000000 N N N N N N KGS-Alpha SBA COOF Trust N/A 48248XAA6 1004565.91810000 PA USD 27197.62000000 0.000106833345 Long ABS-O CORP US Y 2 2039-03-25 Variable 1.90148400 N N N N N N Evergy Metro, Inc. 1128SIJQ26096WL7IO82 485134BQ2 714000.00000000 PA USD 591984.33000000 0.002325338268 Long DBT CORP US N 2 2047-06-15 Fixed 4.20000000 N N N N N N Republic of Kenya 549300VVURQQYU45PR87 491798AN4 7034000.00000000 PA USD 7118408.00000000 0.027961393058 Long DBT NUSS KE Y 2 2036-03-05 Fixed 9.50000000 N N N N N N Republic of Kenya 549300VVURQQYU45PR87 491798AP9 4080000.00000000 PA USD 3911700.00000000 0.015365315000 Long DBT NUSS KE Y 2 2033-10-09 Fixed 7.87500000 N N N N N N Republic of Kenya 549300VVURQQYU45PR87 491798AQ7 5750000.00000000 PA USD 5561342.50000000 0.021845177120 Long DBT NUSS KE Y 2 2038-10-09 Fixed 8.80000000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 49326EEN9 7090000.00000000 PA USD 7102433.31000000 0.027898643832 Long DBT CORP US N 2 2033-06-01 Variable 4.78900000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 49326EEQ2 12620000.00000000 PA USD 12977691.56000000 0.050976894650 Long DBT CORP US N 2 2031-04-04 Variable 5.12100000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 49456BAJ0 3350000.00000000 PA USD 3060304.29000000 0.012020998393 Long DBT CORP US N 2 2046-02-15 Fixed 5.05000000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 49456BAS0 5524000.00000000 PA USD 3685811.11000000 0.014478014351 Long DBT CORP US N 2 2050-08-01 Fixed 3.25000000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 49456BBB6 5160000.00000000 PA USD 5346738.75000000 0.021002204954 Long DBT CORP US N 2 2030-06-01 Fixed 5.15000000 N N N N N N Kinetik Holdings LP 549300RD6AJIMYC0HY12 49461MAA8 21836000.00000000 PA USD 22010054.76000000 0.086456380749 Long DBT CORP US Y 2 2030-06-15 Fixed 5.87500000 N N N N N N Kinetik Holdings LP 549300RD6AJIMYC0HY12 49461MAB6 7264000.00000000 PA USD 7472724.14000000 0.029353161113 Long DBT CORP US Y 2 2028-12-15 Fixed 6.62500000 N N N N N N Kioxia Holdings Corp. 35380080RTKRARNH4R73 49726JAA6 3804000.00000000 PA USD 3914357.84000000 0.015375755103 Long DBT CORP JP Y 2 2030-07-24 Fixed 6.25000000 N N N N N N Knife River Corp. N/A 498894AA2 5384000.00000000 PA USD 5662530.47000000 0.022242647537 Long DBT CORP US Y 2 2031-05-01 Fixed 7.75000000 N N N N N N Kodiak Gas Services LLC 549300ZQBRWEUOVOM131 50012LAD6 4126000.00000000 PA USD 4208742.80000000 0.016532111071 Long DBT CORP US Y 2 2033-10-01 Fixed 6.50000000 N N N N N N Kroger Co. (The) 6CPEOKI6OYJ13Q6O7870 501044BT7 874000.00000000 PA USD 971426.75000000 0.003815803362 Long DBT CORP US N 2 2029-06-01 Fixed 7.70000000 N N N N N N Bath & Body Works, Inc. GR3KVMWVCR54YWQNXU90 501797AL8 1753000.00000000 PA USD 1754726.71000000 0.006892637124 Long DBT CORP US N 2 2035-11-01 Fixed 6.87500000 N N N N N N Bath & Body Works, Inc. GR3KVMWVCR54YWQNXU90 501797AM6 2170000.00000000 PA USD 2146734.78000000 0.008432460597 Long DBT CORP US N 2 2036-07-01 Fixed 6.75000000 N N N N N N Bath & Body Works, Inc. GR3KVMWVCR54YWQNXU90 501797AR5 6888000.00000000 PA USD 7007233.35000000 0.027524694559 Long DBT CORP US N 2 2029-06-15 Fixed 7.50000000 N N N N N N LHOME Mortgage Trust N/A 50204VAA8 29890000.00000000 PA USD 29998216.75000000 0.117834202477 Long ABS-MBS CORP US Y 2 2028-11-25 Variable 7.62800040 N N N N N N LP LMS Asset Securitization Trust N/A 50214JAC9 3212245.84000000 PA USD 3191292.36000000 0.012535524802 Long ABS-O CORP US Y 2 2029-01-15 Fixed 3.85000000 N N N N N N L3Harris Technologies, Inc. 549300UTE50ZMDBG8A20 502431AR0 2166000.00000000 PA USD 2183971.19000000 0.008578726714 Long DBT CORP US N 2 2053-07-31 Fixed 5.60000000 N N N N N N Lamar Media Corp. N/A 513075BT7 5968000.00000000 PA USD 5773939.74000000 0.022680267633 Long DBT CORP US N 2 2030-02-15 Fixed 4.00000000 N N N N N N Lamar Media Corp. N/A 513075BW0 990000.00000000 PA USD 987988.32000000 0.003880857876 Long DBT CORP US N 2 2029-01-15 Fixed 4.87500000 N N N N N N Lamar Media Corp. N/A 513075CA7 2075000.00000000 PA USD 2077261.27000000 0.008159565854 Long DBT CORP US Y 2 2033-11-01 Fixed 5.37500000 N N N N N N Lamb Weston Holdings, Inc. 5493005SMYID1D2OY946 513272AD6 3101000.00000000 PA USD 3008368.79000000 0.011816993659 Long DBT CORP US Y 2 2030-01-31 Fixed 4.12500000 N N N N N N Lamb Weston Holdings, Inc. 5493005SMYID1D2OY946 513272AE4 1066000.00000000 PA USD 1020304.95000000 0.004007798899 Long DBT CORP US Y 2 2032-01-31 Fixed 4.37500000 N N N N N N Vital Energy, Inc. 549300X0PTWU2QSLSL14 516806AK2 4240000.00000000 PA USD 4109038.70000000 0.016140469355 Long DBT CORP US Y 2 2032-04-15 Fixed 7.87500000 N N N N N N Eni USA, Inc. N/A 51808BAE2 486000.00000000 PA USD 513683.60000000 0.002017769850 Long DBT CORP US N 2 2027-11-15 Fixed 7.30000000 N N N N N N Lehman Brothers Holdings, Inc. 549300FDK6ZP3YIHRJ47 524ESCB90 295000.00000000 PA USD 147.50000000 0.000000579385 Long DBT CORP US N 2 2015-08-01 Fixed 8.00000000 Y N N N N N Leidos, Inc. 5493006I78VIN6J1BQ95 52532XAK1 13163000.00000000 PA USD 13749380.59000000 0.054008120212 Long DBT CORP US N 2 2032-03-15 Fixed 5.40000000 N N N N N N Lendmark Funding Trust N/A 52590AAE4 11827000.00000000 PA USD 12149626.37000000 0.047724221264 Long ABS-O CORP US Y 2 2034-02-21 Fixed 8.47000000 N N N N N N Lendbuzz Securitization Trust N/A 525935AB8 3009702.83000000 PA USD 3026989.66000000 0.011890137186 Long ABS-O CORP US Y 2 2029-08-15 Fixed 6.19000000 N N N N N N Lehman Brothers Holdings, Inc. 549300FDK6ZP3YIHRJ47 N/A 1000000.00000000 PA USD 500.00000000 0.000001964020 Long DBT CORP US N 2 2049-05-17 Fixed 5.75000000 Y N N N N N Lehman Brothers Holdings, Inc. 549300FDK6ZP3YIHRJ47 525ESC4I7 235000.00000000 PA USD 117.50000000 0.000000461544 Long DBT CORP US N 2 2009-03-13 Fixed 3.60000000 Y N N N N N Lendmark Funding Trust N/A 52604DAD4 14200000.00000000 PA USD 13185769.26000000 0.051794232228 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 9420000.00000000 PA USD 9798591.68000000 0.038489262399 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 52606WAC2 9627000.00000000 PA USD 2780094.69000000 0.010920323809 Long ABS-O CORP US Y 2 2029-10-15 Fixed 8.45000000 N N N N N N LendingPoint Asset Securitization Trust N/A 52606YAC8 1675009.83000000 PA USD 1673579.87000000 0.006573889071 Long ABS-O CORP US Y 2 2028-10-15 Fixed 7.69900000 N N N N N N LendingPoint Asset Securitization Trust N/A 52606YAD6 7000000.00000000 PA USD 1287999.30000000 0.005059313077 Long ABS-O CORP US Y 3 2028-10-15 Fixed 10.00000000 N N N N N N Lendingpoint SPE Trust N/A 52607AAA3 6712.09000000 PA USD 6668.46000000 0.000026193979 Long ABS-O CORP US Y 3 2026-12-15 Floating 9.21017880 N N N N N N Lendingpoint SPE Trust N/A 52607AAB1 1037.35000000 PA USD 1023.45000000 0.000004020152 Long ABS-O CORP US Y 3 2026-12-15 Floating 9.21017880 N N N N N N Lendingpoint Asset Securitization Trust N/A 52607HAC4 566957.03000000 PA USD 561807.13000000 0.002206801012 Long ABS-O CORP US Y 2 2029-02-15 Fixed 3.21000000 N N N N N N Lendmark Funding Trust N/A 52607MAD1 18000000.00000000 PA USD 17097876.00000000 0.067161144921 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 900000.00000000 PA USD 916548.30000000 0.003600238602 Long DBT CORP US Y 2 2033-06-30 Fixed 6.87500000 N N N N N N Level 3 Financing, Inc. 254900AE5FEFIJOXWL19 527298CN1 2878750.00000000 PA USD 2948530.90000000 0.011581948019 Long DBT CORP US Y 2 2034-03-31 Fixed 7.00000000 N N N N N N Eli Lilly & Co. FRDRIPF3EKNDJ2CQJL29 532457CH9 2400000.00000000 PA USD 2234680.49000000 0.008777914884 Long DBT CORP US N 2 2063-02-27 Fixed 4.95000000 N N N N N N Lithia Motors, Inc. SE8N1EZEHPZQBCBVKD53 536797AE3 434000.00000000 PA USD 433501.94000000 0.001702813063 Long DBT CORP US Y 2 2027-12-15 Fixed 4.62500000 N N N N N N Lithia Motors, Inc. SE8N1EZEHPZQBCBVKD53 536797AF0 1832000.00000000 PA USD 1758276.84000000 0.006906582177 Long DBT CORP US Y 2 2031-01-15 Fixed 4.37500000 N N N N N N Lithia Motors, Inc. SE8N1EZEHPZQBCBVKD53 536797AG8 3470000.00000000 PA USD 3343047.27000000 0.013131624195 Long DBT CORP US Y 2 2029-06-01 Fixed 3.87500000 N N N N N N Lithia Motors, Inc. SE8N1EZEHPZQBCBVKD53 536797AJ2 793000.00000000 PA USD 796962.84000000 0.003130502104 Long DBT CORP US Y 2 2030-10-01 Fixed 5.50000000 N N N N N N Live Nation Entertainment, Inc. 5493007B9BM9ZXJINO78 538034AR0 4143000.00000000 PA USD 4135954.00000000 0.016246193736 Long DBT CORP US Y 2 2027-10-15 Fixed 4.75000000 N N N N N N Live Nation Entertainment, Inc. 5493007B9BM9ZXJINO78 538034AV1 3646000.00000000 PA USD 3682368.85000000 0.014464493015 Long DBT CORP US Y 2 2027-05-15 Fixed 6.50000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 539439AQ2 7000000.00000000 PA USD 6928420.73000000 0.027215115416 Long DBT CORP GB N 2 2028-11-07 Variable 3.57400000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 539439AR0 633000.00000000 PA USD 637180.88000000 0.002502872135 Long DBT CORP GB N 2 2028-03-22 Fixed 4.37500000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 53944YAP8 3060000.00000000 PA USD 3025072.06000000 0.011882604776 Long DBT CORP GB N 2 2027-05-11 Variable 1.62700000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 53944YAX1 1205000.00000000 PA USD 1274378.14000000 0.005005808612 Long DBT CORP GB N 2 2035-01-05 Variable 5.67900000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 53944YAZ6 1110000.00000000 PA USD 1125481.81000000 0.004420937837 Long DBT CORP GB N 2 2028-01-05 Variable 5.46200000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 53944YBE2 14620000.00000000 PA USD 14571526.51000000 0.057237542467 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 20000000.00000000 PA USD 20124948.00000000 0.079051605541 Long ABS-MBS CORP US Y 2 2030-07-16 Floating 7.11255960 N N N N N N Lumen Technologies, Inc. 8M3THTGWLTYZVE6BBY25 550241AH6 5900334.89000000 PA USD 5849887.03000000 0.022978591644 Long DBT CORP US Y 2 2030-04-15 Fixed 4.12500000 N N N N N N M&T Bank Corp. 549300WYXDDBYRASEG81 55261FAT1 9047000.00000000 PA USD 9626271.00000000 0.037812379834 Long DBT CORP US N 2 2032-03-13 Variable 6.08200000 N N N N N N M&T Bank Corp. 549300WYXDDBYRASEG81 55261FAV6 11089000.00000000 PA USD 11308630.62000000 0.044420756117 Long DBT CORP US N 2 2036-01-16 Variable 5.38500000 N N N N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953CD1 2015000.00000000 PA USD 2012235.42000000 0.007904141699 Long DBT CORP US N 2 2026-09-01 Fixed 4.62500000 N N N N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953CH2 3500000.00000000 PA USD 3481723.00000000 0.013676348043 Long DBT CORP US N 2 2028-10-15 Fixed 4.75000000 N N N N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953CJ8 1905000.00000000 PA USD 1955343.44000000 0.007680667712 Long DBT CORP US N 2 2032-04-15 Fixed 6.50000000 N N N N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953CK5 2350000.00000000 PA USD 2402318.05000000 0.009436401966 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 18948936.79000000 PA USD 18972526.32000000 0.074524846811 Long ABS-MBS CORP US Y 2 2038-04-15 Floating 6.67444320 N N N N N N MNR ABS Issuer I LLC 254900P5PAYARXBH9O74 55317XAB5 6127442.35000000 PA USD 6305322.00000000 0.024767558532 Long ABS-O CORP US N 3 2038-12-15 Fixed 8.94600000 N N N N N N MNR ABS Issuer I LLC 254900P5PAYARXBH9O74 55317XAC3 15226120.24000000 PA USD 15414924.13000000 0.060550442256 Long ABS-O CORP US N 3 2038-12-15 Fixed 12.43600000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAL4 314000.00000000 PA USD 282884.10000000 0.001111180127 Long DBT CORP US N 2 2047-03-01 Fixed 5.20000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBT6 1219000.00000000 PA USD 1039419.97000000 0.004082883466 Long DBT CORP US N 2 2052-03-14 Fixed 4.95000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VCA6 23010000.00000000 PA USD 23304347.14000000 0.091540413298 Long DBT CORP US N 2 2031-02-15 Fixed 4.80000000 N N N N N N MRCD MARK Mortgage Trust N/A 55348UAU2 40772000.00000000 PA USD 24785706.52000000 0.097359252550 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 1955294.40000000 PA USD 1921076.75000000 0.007546066775 Long DBT CORP NL Y 2 2034-06-01 Fixed 6.74800000 N N N N N N MVW LLC N/A 55400UAD5 3273069.87660000 PA USD 3281509.16000000 0.012889900023 Long ABS-O CORP US Y 2 2039-11-21 Fixed 7.35000000 N N N N N N MVW LLC N/A 55400VAD3 6071742.51910000 PA USD 6160491.36000000 0.024198657951 Long ABS-O CORP US Y 2 2041-10-21 Fixed 9.00000000 N N N N N N MVW LLC N/A 55400WAD1 3630117.14000000 PA USD 3742846.43000000 0.014702051383 Long ABS-O CORP US Y 2 2040-11-20 Fixed 9.33000000 N N N N N N MYT Holding LLC N/A 55406N103 934967.00000000 NS USD 233741.75000000 0.000918146999 Long EC CORP US N 3 N N N MYT Holding LLC N/A 55406N202 2070208.00000000 NS USD 2536004.80000000 0.009961528899 Long EP CORP US N 3 N N N Macquarie Group Ltd. ACMHD8HWFMFUIQQ8Y590 55607PAG0 389000.00000000 PA USD 354569.73000000 0.001392764166 Long DBT CORP AU Y 2 2032-06-23 Variable 2.69100000 N N N N N N Macquarie Group Ltd. ACMHD8HWFMFUIQQ8Y590 55608JAP3 777000.00000000 PA USD 793740.00000000 0.003117842658 Long DBT CORP AU Y 2 2030-01-15 Variable 5.03300000 N N N N N N Madison IAQ LLC 549300IXDNBXNHUPBU73 55760LAA5 2126000.00000000 PA USD 2085623.65000000 0.008192413619 Long DBT CORP US Y 2 2028-06-30 Fixed 4.12500000 N N N N N N Warnermedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBQ5 2040000.00000000 PA USD 1864050.00000000 0.007322063406 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N N Warnermedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBW2 1140000.00000000 PA USD 911851.80000000 0.003581790561 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N Mariner Finance Issuance Trust N/A 567920AE3 10000000.00000000 PA USD 10394685.00000000 0.040830740946 Long ABS-O CORP US Y 2 2038-05-20 Fixed 8.64000000 N N N N N N Mariner Finance Issuance Trust N/A 567928AE6 10516000.00000000 PA USD 10825585.78000000 0.042523336549 Long ABS-O CORP US Y 2 2036-09-22 Fixed 9.02000000 N N N N N N Mariner Finance Issuance Trust N/A 56847JAE7 8500000.00000000 PA USD 7927212.20000000 0.031138408500 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 9845000.00000000 PA USD 9952106.71000000 0.039092275614 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 56848DAE9 13100000.00000000 PA USD 12695576.80000000 0.049868736521 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 4968091.75000000 PA USD 4993737.54000000 0.019615601997 Long ABS-O CORP US Y 2 2033-06-15 Fixed 6.96000000 N N N N N N Mars, Inc. 54930073HKEO6GZBSS03 571676AY1 48750000.00000000 PA USD 49938584.48000000 0.196160769291 Long DBT CORP US Y 2 2030-03-01 Fixed 4.80000000 N N N N N N Mars, Inc. 54930073HKEO6GZBSS03 571676AZ8 24690000.00000000 PA USD 25516293.81000000 0.100229028823 Long DBT CORP US Y 2 2032-03-01 Fixed 5.00000000 N N N N N N Mars, Inc. 54930073HKEO6GZBSS03 571676BA2 33640000.00000000 PA USD 34804523.62000000 0.136713569261 Long DBT CORP US Y 2 2035-03-01 Fixed 5.20000000 N N N N N N Mars, Inc. 54930073HKEO6GZBSS03 571676BB0 4058000.00000000 PA USD 4152267.22000000 0.016310272721 Long DBT CORP US Y 2 2045-05-01 Fixed 5.65000000 N N N N N N Marvell Technology, Inc. N/A 573874AJ3 6485000.00000000 PA USD 6018141.54000000 0.023639502130 Long DBT CORP US N 2 2031-04-15 Fixed 2.95000000 N N N N N N Marvell Technology, Inc. N/A 573874AR5 1805000.00000000 PA USD 1831826.52000000 0.007195488280 Long DBT CORP US N 2 2030-07-15 Fixed 4.75000000 N N N N N N Marvell Technology, Inc. N/A 573874AS3 7768000.00000000 PA USD 8027594.91000000 0.031532715824 Long DBT CORP US N 2 2035-07-15 Fixed 5.45000000 N N N N N N Massachusetts Electric Co. 549300XN8GZY5U5O1B96 575634AS9 960000.00000000 PA USD 1019132.95000000 0.004003195235 Long DBT CORP US Y 2 2039-11-15 Fixed 5.90000000 N N N N N N MasTec, Inc. 549300TMDIT8WREDOF45 576323AQ2 1457000.00000000 PA USD 1465232.05000000 0.005755490451 Long DBT CORP US Y 2 2029-08-15 Fixed 6.62500000 N N N N N N Masterbrand, Inc. 549300E0Y4BR5Z9RDZ64 57638PAA2 4690000.00000000 PA USD 4838461.95000000 0.019005673232 Long DBT CORP US Y 2 2032-07-15 Fixed 7.00000000 N N N N N N MASTR Adjustable Rate Mortgages Trust N/A 576433UE4 11144.04980000 PA USD 10968.16000000 0.000043083373 Long ABS-MBS CORP US N 2 2034-04-21 Variable 6.29181000 N N N N N N MASTR Alternative Loan Trust N/A 576434SJ4 195792.96000000 PA USD 197561.66000000 0.000776030150 Long ABS-MBS CORP US N 2 2034-07-25 Fixed 6.50000000 N N N N N N MASTR Alternative Loan Trust N/A 576434SK1 145763.56380000 PA USD 143779.88000000 0.000564773154 Long ABS-MBS CORP US N 2 2034-07-25 Fixed 6.00000000 N N N N N N MASTR Alternative Loan Trust N/A 576434TE4 8027.27000000 PA USD 8230.26000000 0.000032328792 Long ABS-MBS CORP US N 2 2034-08-25 Fixed 6.50000000 N N N N N N MASTR Alternative Loan Trust N/A 576434TQ7 12676.43000000 PA USD 8988.42000000 0.000035306875 Long ABS-MBS CORP US N 2 2034-08-25 None 0.00000000 N N N N N N MASTR Alternative Loan Trust N/A 576434UW2 122.84000000 PA USD 122.29000000 0.000000480360 Long ABS-MBS CORP US N 2 2019-09-25 Fixed 5.50000000 N N N N N N MASTR Resecuritization Trust N/A 576435BB6 7139.49820000 PA USD 5410.33000000 0.000021251993 Long ABS-MBS CORP US Y 2 2035-05-28 None 0.00000000 N N N N N N MASTR Asset Securitization Trust N/A 57643MCH5 22221.64000000 PA USD 18913.70000000 0.000074293774 Long ABS-MBS CORP US Y 2 2033-12-27 Fixed 5.50000000 N N N N N N MASTR Asset Securitization Trust N/A 57643MDD3 2.19000000 PA USD 2.17000000 0.000000008523 Long ABS-MBS CORP US N 3 2019-07-25 Fixed 5.25000000 N N N N N N MASTR Asset Securitization Trust N/A 57643MDJ0 84.26000000 PA USD 83.78000000 0.000000329091 Long ABS-MBS CORP US N 3 2019-07-25 None 0.00000000 N N N N N N Matador Resources Co. 549300CI3Q2UUK5R4G79 576485AF3 245000.00000000 PA USD 250948.11000000 0.000985734273 Long DBT CORP US Y 2 2028-04-15 Fixed 6.87500000 N N N N N N Matador Resources Co. 549300CI3Q2UUK5R4G79 576485AG1 4045000.00000000 PA USD 4107988.74000000 0.016136345070 Long DBT CORP US Y 2 2032-04-15 Fixed 6.50000000 N N N N N N Matador Resources Co. 549300CI3Q2UUK5R4G79 576485AH9 2672000.00000000 PA USD 2668403.22000000 0.010481595220 Long DBT CORP US Y 2 2033-04-15 Fixed 6.25000000 N N N N N N Mauser Packaging Solutions Holding Co. 549300DNGHXL0OMHW304 57763RAE7 4473000.00000000 PA USD 4312758.35000000 0.016940688337 Long DBT CORP US Y 2 2030-04-15 Fixed 7.87500000 N N N N N N MFA Trust N/A 58004YAA7 10862251.15000000 PA USD 10877894.96000000 0.042728809113 Long ABS-MBS CORP US N 2 2054-09-25 Variable 6.32999880 N N N N N N McDonald's Corp. UE2136O97NLB5BYP9H04 58013MFK5 1570000.00000000 PA USD 1177281.97000000 0.004624410950 Long DBT CORP US N 2 2049-09-01 Fixed 3.62500000 N N N N N N McDonald's Corp. UE2136O97NLB5BYP9H04 58013MFT6 7371000.00000000 PA USD 6977708.21000000 0.027408718621 Long DBT CORP US N 2 2052-09-09 Fixed 5.15000000 N N N N N N Medline Borrower LP N/A 58506DAA6 2024000.00000000 PA USD 2093463.68000000 0.008223209572 Long DBT CORP US Y 2 2029-04-01 Fixed 6.25000000 N N N N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933YAW5 2110000.00000000 PA USD 1726907.07000000 0.006783360459 Long DBT CORP US N 2 2049-03-07 Fixed 4.00000000 N N N N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933YBG9 2340000.00000000 PA USD 1406661.42000000 0.005525422659 Long DBT CORP US N 2 2061-12-10 Fixed 2.90000000 N N N N N N Mercury Financial Credit Card Master Trust N/A 58940BAZ9 29950000.00000000 PA USD 30125051.76000000 0.118332415500 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 25000000.00000000 PA USD 24993880.00000000 0.098176966356 Long ABS-O CORP US Y 2 2031-12-22 Fixed 8.29000000 N N N N N N Merrill Lynch Mortgage Investors Trust N/A 59020UDP7 15692.09940000 PA USD 15626.09000000 0.000061379910 Long ABS-MBS CORP US N 2 2029-07-25 Floating 5.25535920 N N N N N N Merrill Lynch Mortgage Investors Trust N/A 59020UGH2 9198.64170000 PA USD 8989.77000000 0.000035312178 Long ABS-MBS CORP US N 2 2029-09-25 Variable 6.23514240 N N N N N N MetLife, Inc. C4BXATY60WC6XEOZDX54 59156RAE8 680000.00000000 PA USD 765023.09000000 0.003005041480 Long DBT CORP US N 2 2032-12-15 Fixed 6.50000000 N N N N N N Metropolitan Life Global Funding I 635400MMSOCXNNNZDZ82 59217GDC0 1500000.00000000 PA USD 1446444.26000000 0.005681691256 Long DBT CORP US Y 2 2029-06-17 Fixed 3.05000000 N N N N N N Metropolitan Life Global Funding I 635400MMSOCXNNNZDZ82 59217GFP9 8975000.00000000 PA USD 9319057.07000000 0.036605631155 Long DBT CORP US Y 2 2033-03-28 Fixed 5.15000000 N N N N N N Mid-America Apartments LP 549300FXWGE3QSYCUJ38 59523UAP2 1258000.00000000 PA USD 1262819.12000000 0.004960404317 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 7631000.00000000 PA USD 7632339.93000000 0.029980138359 Long DBT CORP US Y 2 2028-05-15 Fixed 4.10000000 N N N N N N Mid-State Capital Corp. Trust N/A 595481AA0 10314.90000000 PA USD 10309.18000000 0.000040494873 Long ABS-O CORP US N 2 2040-01-15 Fixed 5.74500000 N N N N N N Mid-State Capital Corp. Trust N/A 595481AB8 237972.33800000 PA USD 237982.14000000 0.000934803421 Long ABS-O CORP US N 2 2040-01-15 Fixed 6.10600000 N N N N N N Mid-State Capital Corp. Trust N/A 59548PAA7 430917.42470000 PA USD 433268.42000000 0.001701895787 Long ABS-O CORP US Y 2 2040-10-15 Fixed 5.78700000 N N N N N N Mid-State Capital Corp. Trust N/A 59548PAB5 522846.52590000 PA USD 525987.32000000 0.002066099357 Long ABS-O CORP US Y 2 2040-10-15 Fixed 6.08300000 N N N N N N Mid-State Capital Corp. Trust N/A 59548PAC3 215225.28000000 PA USD 218324.70000000 0.000857588206 Long ABS-O CORP US Y 2 2040-10-15 Fixed 6.74200000 N N N N N N MidAmerican Energy Co. NINLOILYRTLIMK26MZ18 595620AS4 1942000.00000000 PA USD 1471413.05000000 0.005779769667 Long DBT CORP US N 2 2048-08-01 Fixed 3.65000000 N N N N N N Berkshire Hathaway Energy Co. 549300JD0S5IZJE9LY15 59562VAM9 1310000.00000000 PA USD 1431012.40000000 0.005621074289 Long DBT CORP US N 2 2036-04-01 Fixed 6.12500000 N N N N N N Stagwell Global LLC 984500904E015Z0C1F82 59565JAA9 6165000.00000000 PA USD 5990808.54000000 0.023532137006 Long DBT CORP US Y 2 2029-08-15 Fixed 5.62500000 N N N N N N Millrose Properties, Inc. N/A 601137AA0 2156000.00000000 PA USD 2199395.97000000 0.008639315870 Long DBT CORP US Y 2 2030-08-01 Fixed 6.37500000 N N N N N N Millrose Properties, Inc. N/A 601137AB8 1045000.00000000 PA USD 1056804.32000000 0.004151169893 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 10830000.00000000 PA USD 10911685.28000000 0.042861538849 Long ABS-O CORP US Y 2 2031-09-15 Fixed 5.06000000 N N N N N N Miter Brands Acquisition Holdco, Inc. N/A 60672JAA7 4345000.00000000 PA USD 4438647.79000000 0.017435187123 Long DBT CORP US Y 2 2032-04-01 Fixed 6.75000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822BK9 3145000.00000000 PA USD 2779624.50000000 0.010918476883 Long DBT CORP JP N 2 2039-07-18 Fixed 3.75100000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822BM5 2605000.00000000 PA USD 2521963.57000000 0.009906374383 Long DBT CORP JP N 2 2029-07-18 Fixed 3.19500000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822BY9 3760000.00000000 PA USD 3697948.72000000 0.014525691372 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 2070000.00000000 PA USD 2166197.39000000 0.008508910512 Long DBT CORP JP N 2 2031-02-22 Variable 5.47500000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YCZ0 3490000.00000000 PA USD 3636439.91000000 0.014284082291 Long DBT CORP JP N 2 2029-07-06 Variable 5.77800000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YDB2 1900000.00000000 PA USD 2028348.80000000 0.007967435704 Long DBT CORP JP N 2 2034-07-06 Variable 5.74800000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YDF3 2000000.00000000 PA USD 2075467.34000000 0.008152519225 Long DBT CORP JP N 2 2030-07-10 Variable 5.38200000 N N N N N N Monongahela Power Co. N/A 609935AA9 9250000.00000000 PA USD 9854834.10000000 0.038710184888 Long DBT CORP US Y 2 2034-02-15 Fixed 5.85000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468G7 3186000.00000000 PA USD 3209863.55000000 0.012608473184 Long DBT CORP US N 2 2030-01-23 Variable 4.43100000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468L6 15193000.00000000 PA USD 14273876.52000000 0.056068361330 Long DBT CORP US N 2 2031-01-22 Variable 2.69900000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468U6 4918000.00000000 PA USD 4334469.61000000 0.017025971040 Long DBT CORP US N 2 2032-02-13 Variable 1.79400000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468Y8 3495000.00000000 PA USD 2270081.87000000 0.008916972930 Long DBT CORP US N 2 2052-01-25 Variable 2.80200000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAP3 1348000.00000000 PA USD 1339081.85000000 0.005259967389 Long DBT CORP US N 2 2029-01-24 Variable 3.77200000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAR9 5267000.00000000 PA USD 4997107.28000000 0.019628838471 Long DBT CORP US N 2 2039-04-22 Variable 4.45700000 N N N N N N Morgan Stanley Mortgage Loan Trust N/A 61745MA52 78914.83900000 PA USD 78239.61000000 0.000307328336 Long ABS-MBS CORP US N 2 2034-04-25 Variable 5.63052960 N N N N N N Morgan Stanley ABS Capital I, Inc. Trust N/A 61746RCF6 12536.37680000 PA USD 12051.16000000 0.000047337441 Long ABS-O CORP US N 2 2033-03-25 Floating 6.31875960 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YEF8 3160000.00000000 PA USD 2782042.32000000 0.010927974178 Long DBT CORP US N 2 2036-09-16 Variable 2.48400000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YEL5 2273000.00000000 PA USD 2086373.97000000 0.008195360906 Long DBT CORP US N 2 2033-01-21 Variable 2.94300000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFA8 6014000.00000000 PA USD 6142356.62000000 0.024127423962 Long DBT CORP US N 2 2029-02-01 Variable 5.12300000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFB6 14630000.00000000 PA USD 15462229.16000000 0.060736258317 Long DBT CORP US N 2 2038-01-19 Variable 5.94800000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFF7 6097000.00000000 PA USD 6301098.11000000 0.024750966922 Long DBT CORP US N 2 2029-07-20 Variable 5.44900000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFG5 4890000.00000000 PA USD 5125912.96000000 0.020134792365 Long DBT CORP US N 2 2034-07-21 Variable 5.42400000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFK6 13950000.00000000 PA USD 14358499.11000000 0.056400762268 Long DBT CORP US N 2 2030-01-16 Variable 5.17300000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFR1 4110000.00000000 PA USD 4408323.03000000 0.017316070246 Long DBT CORP US N 2 2035-04-19 Variable 5.83100000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFS9 23575000.00000000 PA USD 24234987.55000000 0.095196006276 Long DBT CORP US N 2 2030-07-19 Variable 5.04200000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFT7 8520000.00000000 PA USD 8848374.43000000 0.034756770806 Long DBT CORP US N 2 2035-07-19 Variable 5.32000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFU4 26420000.00000000 PA USD 26809875.98000000 0.105310271638 Long DBT CORP US N 2 2030-10-18 Variable 4.65400000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFZ3 27916000.00000000 PA USD 28893061.67000000 0.113493108853 Long DBT CORP US N 2 2031-04-17 Variable 5.19200000 N N N N N N Morgan Stanley Mortgage Loan Trust N/A 61748HCK5 19624.95840000 PA USD 19416.46000000 0.000076268636 Long ABS-MBS CORP US N 2 2034-09-25 Variable 5.50422000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61748UAE2 7505000.00000000 PA USD 7762588.79000000 0.030491761122 Long DBT CORP US N 2 2031-01-15 Variable 5.23000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61748UAN2 15114000.00000000 PA USD 15162973.89000000 0.059560771575 Long DBT CORP US N 2 2036-10-22 Variable 4.89200000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761J3R8 752000.00000000 PA USD 747757.91000000 0.002937223159 Long DBT CORP US N 2 2026-07-27 Fixed 3.12500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61772BAC7 5340000.00000000 PA USD 4220659.85000000 0.016578921723 Long DBT CORP US N 2 2042-04-22 Variable 3.21700000 N N N N N N Medline Borrower LP 254900QT3R363TVK6F09 62482BAA0 8718000.00000000 PA USD 8463089.17000000 0.033243354801 Long DBT CORP US Y 2 2029-04-01 Fixed 3.87500000 N N N N N N Medline Borrower LP 254900QT3R363TVK6F09 62482BAB8 3758000.00000000 PA USD 3766778.69000000 0.014796058263 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 29093018.27330000 PA USD 29519367.73000000 0.115953264258 Long ABS-MBS CORP US Y 2 2049-10-25 Floating 7.43627880 N N N N N N Multi-Family Connecticut Avenue Securities Trust 254900JAK6X5OPMD5925 62548NAB4 53430000.00000000 PA USD 60559757.97000000 0.237881166140 Long ABS-MBS CORP US Y 2 2053-11-25 Floating 10.57179960 N N N N N N Multi-Family Connecticut Avenue Securities Trust 5493002KQF9IH3CTQZ40 62548QAD3 43769044.95000000 PA USD 44493851.58000000 0.174773639372 Long ABS-MBS CORP US Y 2 2050-03-25 Floating 7.93627920 N N N N N N Multifamily Connecticut Avenue Securities Trust N/A 62549CAA9 13993916.68000000 PA USD 13973338.63000000 0.054887836404 Long ABS-MBS CORP US Y 2 2055-05-25 Floating 6.47179920 N N N N N N MVW LLC N/A 62848PAD2 4145023.13000000 PA USD 4280204.35000000 0.016812814915 Long ABS-O CORP US Y 2 2040-10-20 Fixed 8.83000000 N N N N N N NCR Voyix Corp. 549300YKTY8JX1DV2R67 62886EAY4 5992000.00000000 PA USD 5947970.18000000 0.023363866204 Long DBT CORP US Y 2 2028-10-01 Fixed 5.00000000 N N N N N N NCR Voyix Corp. 549300YKTY8JX1DV2R67 62886EBA5 1105000.00000000 PA USD 1094688.91000000 0.004299982087 Long DBT CORP US Y 2 2029-04-15 Fixed 5.12500000 N N N N N N NCL Corp. Ltd. UNZWILHE4KMRP9K2L524 62886HBY6 1900000.00000000 PA USD 1875011.58000000 0.007365120933 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 1995000.00000000 PA USD 2052300.39000000 0.008061518513 Long DBT CORP US Y 2 2029-02-15 Fixed 8.12500000 N N N N N N NGPL PipeCo LLC 549300K3NT1HSQFEM073 62928CAA0 3030000.00000000 PA USD 2784474.83000000 0.010937529175 Long DBT CORP US Y 2 2031-07-15 Fixed 3.25000000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377CH3 11513000.00000000 PA USD 11561536.04000000 0.045414178784 Long DBT CORP US Y 2 2029-06-15 Fixed 5.25000000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377CP5 2549000.00000000 PA USD 2452278.50000000 0.009632648624 Long DBT CORP US Y 2 2027-12-02 Fixed 2.45000000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377CQ3 4641000.00000000 PA USD 4446342.54000000 0.017465412411 Long DBT CORP US Y 2 2029-02-15 Fixed 3.37500000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377CR1 699000.00000000 PA USD 654158.52000000 0.002569560988 Long DBT CORP US Y 2 2031-02-15 Fixed 3.62500000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377CS9 143000.00000000 PA USD 133646.97000000 0.000524970675 Long DBT CORP US Y 2 2032-02-15 Fixed 3.87500000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377CW0 2049000.00000000 PA USD 2092432.65000000 0.008219159645 Long DBT CORP US Y 2 2033-02-01 Fixed 6.00000000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377DA7 2650000.00000000 PA USD 2645113.40000000 0.010390111870 Long DBT CORP US Y 2 2030-10-15 Fixed 4.73400000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377DB5 8627000.00000000 PA USD 8637964.92000000 0.033930273784 Long DBT CORP US Y 2 2035-10-15 Fixed 5.40700000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377DC3 6799000.00000000 PA USD 6853507.58000000 0.026920853549 Long DBT CORP US Y 2 2034-01-15 Fixed 5.75000000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377DD1 2002000.00000000 PA USD 2033215.18000000 0.007986551040 Long DBT CORP US Y 2 2036-01-15 Fixed 6.00000000 N N N N N N NACC Reperforming Loan REMIC Trust N/A 62951MAM2 53374.88610000 PA USD 47980.09000000 0.000188467724 Long ABS-MBS CORP US Y 2 2034-10-25 Variable 6.50000160 N N N N N N NTT Finance Corp. 3538007PR116187GD960 62954WAN5 3500000.00000000 PA USD 3613217.76000000 0.014192864751 Long DBT CORP JP Y 2 2031-07-02 Fixed 5.13600000 N N N N N N NW Re-REMIC TRUST N/A 62955LAC2 8882314.00000000 PA USD 7680428.55000000 0.030169032393 Long ABS-MBS CORP US Y 3 2051-12-18 Variable 2.61096120 N N N N N N NMG Parent LLC N/A 629ESC039 9033.00000000 NS USD 112912.50000000 0.000443524843 Long EC CORP US N 3 N N N National Australia Bank Ltd. F8SB4JFBSYQFRQEH3Z21 632525AU5 4616000.00000000 PA USD 4201970.05000000 0.016505507437 Long DBT CORP AU Y 2 2030-08-21 Fixed 2.33200000 N N N N Y N/A USD XXXX N N N National Grid plc 8R95QZMKZLJX5Q2XR704 636274AF9 1800000.00000000 PA USD 1879477.09000000 0.007382661636 Long DBT CORP GB N 2 2034-01-11 Fixed 5.41800000 N N N N N N NNN REIT, Inc. 5493008JKH5SOTI0JS97 637417AJ5 921000.00000000 PA USD 915873.90000000 0.003597589532 Long DBT CORP US N 2 2026-12-15 Fixed 3.60000000 N N N N N N NNN REIT, Inc. 5493008JKH5SOTI0JS97 637417AL0 777000.00000000 PA USD 781708.34000000 0.003070581814 Long DBT CORP US N 2 2028-10-15 Fixed 4.30000000 N N N N N N NNN REIT, Inc. 5493008JKH5SOTI0JS97 637417AQ9 4170000.00000000 PA USD 2968222.64000000 0.011659297966 Long DBT CORP US N 2 2051-04-15 Fixed 3.50000000 N N N N N N NNN REIT, Inc. 5493008JKH5SOTI0JS97 637417AT3 1200000.00000000 PA USD 1252061.51000000 0.004918147992 Long DBT CORP US N 2 2034-06-15 Fixed 5.50000000 N N N N N N National Rural Utilities Cooperative Finance Corp. 4NYF266XZC35SCTGX023 63743HFP2 1210000.00000000 PA USD 1251179.43000000 0.004914683146 Long DBT CORP US N 2 2031-02-07 Fixed 5.00000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 63858SBC2 1457000.00000000 PA USD 1665004.85000000 0.006540206048 Long DBT CORP US N 2 2037-03-07 Fixed 6.97500000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAF4 2120000.00000000 PA USD 2089867.51000000 0.008209083672 Long DBT CORP GB Y 2 2028-02-16 Variable 2.97200000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAJ6 2650000.00000000 PA USD 2701838.43000000 0.010612930070 Long DBT CORP GB Y 2 2027-10-18 Variable 6.55700000 N N N N N N NCR Atleos Corp. 9845005FC3S0VA714741 638962AA8 3996000.00000000 PA USD 4318948.73000000 0.016965004399 Long DBT CORP US Y 2 2029-04-01 Fixed 9.50000000 N N N N N N NatWest Group plc 2138005O9XJIJN4JPN90 639057AK4 9980000.00000000 PA USD 10404126.65000000 0.040867828127 Long DBT CORP GB N 2 2029-09-13 Variable 5.80800000 N N N N N N NatWest Group plc 2138005O9XJIJN4JPN90 639057AV0 6505000.00000000 PA USD 6696159.64000000 0.026302784509 Long DBT CORP GB N 2 2031-05-23 Variable 5.11500000 N N N N N N NatWest Markets plc RR3QWICWWIPCS8A4S074 63906YAD0 3000000.00000000 PA USD 2942404.98000000 0.011557885159 Long DBT CORP GB Y 2 2026-09-29 Fixed 1.60000000 N N N N N N NatWest Markets plc RR3QWICWWIPCS8A4S074 63906YAJ7 17115000.00000000 PA USD 17823889.78000000 0.070012956262 Long DBT CORP GB Y 2 2029-05-17 Fixed 5.41000000 N N N N N N NatWest Markets plc RR3QWICWWIPCS8A4S074 63906YAP3 16190000.00000000 PA USD 16706222.52000000 0.065622714292 Long DBT CORP GB Y 2 2030-03-21 Fixed 5.02200000 N N N N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110LAU0 8086000.00000000 PA USD 8474612.67000000 0.033288619573 Long DBT CORP US Y 2 2029-11-15 Fixed 5.37500000 N N N N N N Nevada Power Co. MJZFGXRJ52U8U4MKJ519 641423BZ0 608000.00000000 PA USD 617919.14000000 0.002427211246 Long DBT CORP US N 2 2040-09-15 Fixed 5.37500000 N N N N N N Nevada Power Co. MJZFGXRJ52U8U4MKJ519 641423CG1 1510000.00000000 PA USD 1571999.62000000 0.006174877762 Long DBT CORP US N 2 2054-03-15 Fixed 6.00000000 N N N N N N New Century Home Equity Loan Trust N/A 64352VED9 151782.14310000 PA USD 150959.00000000 0.000592973026 Long ABS-O CORP US N 2 2033-11-25 Variable 4.85392680 N N N N N N Petco Health & Wellness Co., Inc. 2549007TYGV6RVSE9M61 71601HAB2 6222934.43100000 PA USD 6113161.87000000 0.024012745809 Long LON CORP US N 2 2028-03-03 Variable 7.51311000 N N N N N N New Residential Mortgage Loan Trust 213800CVLC5IFCJL6C96 64831PAA3 12965000.00000000 PA USD 13037317.47000000 0.051211107624 Long ABS-MBS CORP US Y 2 2039-03-25 Variable 6.66399960 N N N N N N New Residential Mortgage Loan Trust 213800H34ZKQ2LAZZL53 64831WAA8 15200000.00000000 PA USD 15313925.52000000 0.060153715652 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 54369652.68000000 PA USD 55006092.96000000 0.216066146509 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 64952GAF5 295000.00000000 PA USD 340219.93000000 0.001336397574 Long DBT CORP US Y 2 2039-11-15 Fixed 6.75000000 N N N N N N New York Life Global Funding 635400DPNHEAUHB7ZI15 64952WCX9 2749000.00000000 PA USD 2697607.31000000 0.010596310061 Long DBT CORP US Y 2 2028-01-10 Fixed 3.00000000 N N N N N N Newell Brands, Inc. 549300LWGYFM1TVO1Z12 651229AX4 4374000.00000000 PA USD 4060448.94000000 0.015949606822 Long DBT CORP US N 2 2036-04-01 Fixed 7.37499960 N N N N N N Newell Brands, Inc. 549300LWGYFM1TVO1Z12 651229BD7 5039000.00000000 PA USD 4959255.31000000 0.019480154410 Long DBT CORP US N 2 2029-09-15 Fixed 6.62500000 N N N N N N Newell Brands, Inc. 549300LWGYFM1TVO1Z12 651229BE5 778000.00000000 PA USD 732597.79000000 0.002877673597 Long DBT CORP US N 2 2032-05-15 Fixed 6.62500000 N N N N N N Newell Brands, Inc. 549300LWGYFM1TVO1Z12 651229BF2 1170000.00000000 PA USD 1124338.64000000 0.004416447419 Long DBT CORP US N 2 2030-05-15 Fixed 6.37500000 N N N N N N Newell Brands, Inc. 549300LWGYFM1TVO1Z12 651229BG0 1667000.00000000 PA USD 1735306.99000000 0.006816355682 Long DBT CORP US Y 2 2028-06-01 Fixed 8.50000000 N N N N N N NRZ Excess Spread-Collateralized Notes N/A 65246QAA7 5401259.73300000 PA USD 5299211.57000000 0.020815516279 Long ABS-O CORP US Y 2 2026-11-25 Fixed 3.47400000 N N N N N N Nexstar Media, Inc. 5493006PK6I4I2OOT688 65336YAN3 1559000.00000000 PA USD 1546057.65000000 0.006072976660 Long DBT CORP US Y 2 2028-11-01 Fixed 4.75000000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KCQ1 1379000.00000000 PA USD 1298994.82000000 0.005102503922 Long DBT CORP US N 2 2053-02-28 Fixed 5.25000000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KCV0 2650000.00000000 PA USD 2595701.50000000 0.010196019939 Long DBT CORP US N 2 2054-03-15 Fixed 5.55000000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KDB3 3930000.00000000 PA USD 4217318.37000000 0.016565796255 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 11405000.00000000 PA USD 11837557.44000000 0.046498401949 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 3545000.00000000 PA USD 3750897.15000000 0.014733674935 Long DBT CORP US N 2 2055-08-15 Variable 6.50000000 N N N N N N Nexstar Media, Inc. 5493006PK6I4I2OOT688 65343HAA9 7946000.00000000 PA USD 7952189.93000000 0.031236522029 Long DBT CORP US Y 2 2027-07-15 Fixed 5.62500000 N N N N N N Nexgen, Inc. N/A 65346DAE7 3431578.00000000 PA USD 3431578.00000000 0.013479376465 Long ABS-O CORP US N 3 2033-11-16 Variable 0.00000000 N N N N N N Niagara Mohawk Power Corp. 3T97Y9RR5EN5Y18QHB56 65364UAL0 631000.00000000 PA USD 632239.20000000 0.002483461017 Long DBT CORP US Y 2 2028-12-15 Fixed 4.27800000 N N N N N N Federal Republic of Nigeria 549300GSBZD84TNEQ285 65412AFG2 6870000.00000000 PA USD 7285635.00000000 0.028618267443 Long DBT NUSS NG Y 2 2046-01-13 Fixed 9.12970000 N N N N N N Federal Republic of Nigeria 549300GSBZD84TNEQ285 65412JAR4 4080000.00000000 PA USD 4041464.40000000 0.015875034785 Long DBT NUSS NG Y 2 2028-09-28 Fixed 6.12500000 N N N N N N NiSource, Inc. 549300D8GOWWH0SJB189 65473PAR6 657000.00000000 PA USD 684484.28000000 0.002688681794 Long DBT CORP US N 2 2054-11-30 Variable 6.95000000 N N N N N N NiSource, Inc. 549300D8GOWWH0SJB189 65473PAS4 4050000.00000000 PA USD 4182567.48000000 0.016429293361 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 3220000.00000000 PA USD 3345193.60000000 0.013140055066 Long DBT CORP US Y 2 2030-04-15 Fixed 8.00000000 N N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 65558RAD1 610000.00000000 PA USD 624585.61000000 0.002453397408 Long DBT CORP FI Y 2 2027-09-22 Fixed 5.37500000 N N N N N N Nordstrom, Inc. 549300S3IZB5P35KNV16 655664AT7 3512000.00000000 PA USD 3301223.46000000 0.012967338587 Long DBT CORP US N 2 2030-04-01 Fixed 4.37500000 N N N N N N Norfolk Southern Corp. 54930036C8MWP850MI84 655844BV9 971000.00000000 PA USD 773109.24000000 0.003036804203 Long DBT CORP US N 2 2052-08-15 Fixed 4.05000000 N N N N N N Conair Holdings LLC 549300804G00T34FLV17 20600RAB8 3675825.70080000 PA USD 1810344.16000000 0.007111104706 Long LON CORP US N 2 2028-05-17 Variable 7.78020000 N N N N N N Madison IAQ LLC 549300IXDNBXNHUPBU73 55759VAB4 3486545.73930000 PA USD 3497214.57000000 0.013737199553 Long LON CORP US N 2 2028-06-21 Variable 6.70190000 N N N N N N Northern States Power Co. 3S1GHB0TEH85KX44SB51 665772CC1 168000.00000000 PA USD 186538.91000000 0.000732732344 Long DBT CORP US N 2 2037-07-01 Fixed 6.20000000 N N N N N N Northern States Power Co. 3S1GHB0TEH85KX44SB51 665772CS6 702000.00000000 PA USD 439341.50000000 0.001725751090 Long DBT CORP US N 2 2051-06-01 Fixed 2.60000000 N N N N N N Northern States Power Co. 3S1GHB0TEH85KX44SB51 665772CV9 2602000.00000000 PA USD 2261565.61000000 0.008883520718 Long DBT CORP US N 2 2052-06-01 Fixed 4.50000000 N N N N N N Northrop Grumman Corp. RIMU48P07456QXSO0R61 666807CJ9 2476000.00000000 PA USD 2276463.37000000 0.008942039718 Long DBT CORP US N 2 2053-03-15 Fixed 4.95000000 N N N N N N Northwestern Mutual Global Funding 635400LZXFVELZDVP257 66815L2S7 4140000.00000000 PA USD 4311756.01000000 0.016936751105 Long DBT CORP US Y 2 2031-05-28 Fixed 5.16000000 N N N N N N NOVA Chemicals Corp. 549300ZOD6N7RI2FJP09 66977WAS8 1043000.00000000 PA USD 1010239.56000000 0.003968261642 Long DBT CORP CA Y 2 2029-05-15 Fixed 4.25000000 N N N N N N NOVA Chemicals Corp. 549300ZOD6N7RI2FJP09 66977WAT6 2405000.00000000 PA USD 2519223.07000000 0.009895609588 Long DBT CORP CA Y 2 2028-11-15 Fixed 8.50000000 N N N N N N NOVA Chemicals Corp. 549300ZOD6N7RI2FJP09 66977WAU3 4600000.00000000 PA USD 4921717.93000000 0.019332706071 Long DBT CORP CA Y 2 2030-02-15 Fixed 9.00000000 N N N N N N AMSR Trust N/A 66981XAG6 22105054.00000000 PA USD 21007347.97000000 0.082517708130 Long ABS-O CORP US Y 2 2040-04-17 Fixed 4.00000000 N N N N N N AMSR Trust N/A 66981YAG4 27165000.00000000 PA USD 26113347.77000000 0.102574280802 Long ABS-O CORP US Y 2 2039-10-17 Fixed 4.00000000 N N N N N N AMSR Trust N/A 66982FAG4 34734000.00000000 PA USD 33601119.33000000 0.131986548787 Long ABS-O CORP US Y 2 2038-12-17 Fixed 3.15800000 N N N N N N Novelis Corp. 549300G5F3W3B52WYL23 670001AN6 1033000.00000000 PA USD 1042388.94000000 0.004094545700 Long DBT CORP US Y 2 2033-08-15 Fixed 6.37500000 N N N N N N NuStar Logistics LP N62BF2PKP51FIIOIUN20 67059TAE5 3876000.00000000 PA USD 3915628.22000000 0.015380745207 Long DBT CORP US N 2 2027-04-28 Fixed 5.62500000 N N N N N N NuStar Logistics LP N62BF2PKP51FIIOIUN20 67059TAH8 732000.00000000 PA USD 766829.29000000 0.003012136307 Long DBT CORP US N 2 2030-10-01 Fixed 6.37500000 N N N N N N OGE Energy Corp. CE5OG6JPOZMDSA0LAQ19 670837AD5 3085000.00000000 PA USD 3204980.62000000 0.012589292838 Long DBT CORP US N 2 2029-05-15 Fixed 5.45000000 N N N N N N OCP SA 213800D26TAPVTCVWG40 67091TAG0 4366000.00000000 PA USD 4829363.58000000 0.018969934468 Long DBT NUSS MA Y 2 2054-05-02 Fixed 7.50000000 N N N N N N OCP SA 213800D26TAPVTCVWG40 67091TAJ4 2010000.00000000 PA USD 2143665.00000000 0.008420402377 Long DBT NUSS MA Y 2 2036-03-01 Fixed 6.70000000 N N N N N N O'Reilly Automotive, Inc. 549300K2RLMQL149Q332 67103HAF4 180000.00000000 PA USD 178713.87000000 0.000701995272 Long DBT CORP US N 2 2027-09-01 Fixed 3.60000000 N N N N N N O'Reilly Automotive, Inc. 549300K2RLMQL149Q332 67103HAK3 1212000.00000000 PA USD 1062630.10000000 0.004174053791 Long DBT CORP US N 2 2031-03-15 Fixed 1.75000000 N N N N N N NYMT Loan Trust 254900Q6RDCV3HGA6340 67119RAA5 24500000.00000000 PA USD 24538575.25000000 0.096388510977 Long ABS-MBS CORP US Y 2 2039-09-25 Variable 5.26799880 N N N N N N Chord Energy Corp. 529900FA4V2YNIKZ0M71 674215AN8 3090000.00000000 PA USD 3189658.68000000 0.012529107642 Long DBT CORP US Y 2 2033-03-15 Fixed 6.75000000 N N N N N N Chord Energy Corp. 529900FA4V2YNIKZ0M71 674215AQ1 2137000.00000000 PA USD 2154713.59000000 0.008463801683 Long DBT CORP US Y 2 2030-10-01 Fixed 6.00000000 N N N N N N Octane Receivables Trust N/A 67571CAE1 4640000.00000000 PA USD 4837237.12000000 0.019000862050 Long ABS-O CORP US Y 2 2029-09-20 Fixed 7.58000000 N N N N N N Octane Receivables Trust N/A 67571EAF4 2000000.00000000 PA USD 2028540.40000000 0.007968188316 Long ABS-O CORP US Y 2 2029-12-20 Fixed 7.33000000 N N N N N N Octane Receivables Trust N/A 67571FAD6 3500000.00000000 PA USD 3564656.55000000 0.014002114364 Long ABS-O CORP US Y 2 2030-05-20 Fixed 5.82000000 N N N N N N Ohio Power Co. 06ZODLC132CY1O2Y7D77 677415CU3 6567000.00000000 PA USD 4113854.46000000 0.016159385854 Long DBT CORP US N 2 2051-10-01 Fixed 2.90000000 N N N N N N ON Semiconductor Corp. ZV20P4CNJVT8V1ZGJ064 682189AQ8 2750000.00000000 PA USD 2680793.78000000 0.010530265838 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 971000.00000000 PA USD 660046.88000000 0.002592690703 Long DBT CORP US N 2 2049-09-15 Fixed 3.10000000 N N N N N N Oncor Electric Delivery Co. LLC 549300SP2X2BS1KERD24 68233JBX1 534000.00000000 PA USD 520473.15000000 0.002044439476 Long DBT CORP US N 2 2052-10-01 Fixed 5.35000000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680CD3 7170000.00000000 PA USD 7203253.17000000 0.028294668299 Long DBT CORP US N 2 2031-10-15 Fixed 4.75000000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680CR2 10152000.00000000 PA USD 10888869.11000000 0.042771916015 Long DBT CORP US Y 2 2030-09-01 Fixed 6.50000000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680CW1 9205000.00000000 PA USD 8777553.40000000 0.034478582950 Long DBT CORP US N 2 2044-04-01 Fixed 5.60000000 N N N N N N ONEOK Partners LP T4DHW82NMF6BXJT50795 68268NAC7 1423000.00000000 PA USD 1560562.98000000 0.006129954180 Long DBT CORP US N 2 2036-10-01 Fixed 6.65000000 N N N N N N OneMain Finance Corp. 5493008I795YYBFWFU90 682691AC4 1705000.00000000 PA USD 1654655.10000000 0.006499551813 Long DBT CORP US N 2 2028-09-15 Fixed 3.87500000 N N N N N N OneMain Finance Corp. 5493008I795YYBFWFU90 682691AH3 7445000.00000000 PA USD 7703862.65000000 0.030261082481 Long DBT CORP US N 2 2029-05-15 Fixed 6.62500000 N N N N N N Altar Bidco, Inc. N/A 02090CAE0 10204521.00220000 PA USD 10043493.66000000 0.039451247231 Long LON CORP US N 2 2029-02-01 Variable 6.78250000 N N N N N N 1261229 BC Ltd. N/A 68288AAA5 2639000.00000000 PA USD 2728237.79000000 0.010716627819 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 603000.00000000 PA USD 600181.51000000 0.002357537121 Long DBT CORP CA Y 2 2027-03-20 Fixed 3.87500000 N N N N N N Oportun Issuance Trust N/A 68377GAB2 1344765.49000000 PA USD 1319995.85000000 0.005184996813 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 2019339.84000000 PA USD 1998880.70000000 0.007851683821 Long ABS-O CORP US Y 2 2031-05-08 Fixed 3.65000000 N N N N N N Oportun Issuance Trust N/A 68379HAC6 10910000.00000000 PA USD 10904243.88000000 0.042832308731 Long ABS-O CORP US Y 2 2033-02-08 Fixed 5.80000000 N N N N N N Fibercop SpA 8156007022402E114A31 683879AB6 881000.00000000 PA USD 862757.24000000 0.003388945154 Long DBT CORP IT Y 2 2033-11-15 Fixed 6.37500000 N N N N N N Fibercop SpA 8156007022402E114A31 683879AD2 2780000.00000000 PA USD 2608902.95000000 0.010247875765 Long DBT CORP IT Y 2 2034-09-30 Fixed 6.00000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBE4 1500000.00000000 PA USD 1325864.49000000 0.005208049067 Long DBT CORP US N 2 2035-05-15 Fixed 3.90000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBF1 5145000.00000000 PA USD 3880229.29000000 0.015241696785 Long DBT CORP US N 2 2045-05-15 Fixed 4.12500000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBG9 7026000.00000000 PA USD 5146297.68000000 0.020214864366 Long DBT CORP US N 2 2055-05-15 Fixed 4.37500000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBH7 1705000.00000000 PA USD 1468181.42000000 0.005767075695 Long DBT CORP US N 2 2036-07-15 Fixed 3.85000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBZ7 3350000.00000000 PA USD 2548755.27000000 0.010011613258 Long DBT CORP US N 2 2041-03-25 Fixed 3.65000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 1418000.00000000 PA USD 986767.21000000 0.003876061306 Long DBT CORP US N 2 2051-03-25 Fixed 3.95000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XCU7 428000.00000000 PA USD 365595.61000000 0.001436074267 Long DBT CORP US N 2 2054-09-27 Fixed 5.37500000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XDB8 34666000.00000000 PA USD 32207873.46000000 0.126513822947 Long DBT CORP US N 2 2055-08-03 Fixed 6.00000000 N N N N N N Organon & Co. N/A 68622TAA9 4616000.00000000 PA USD 4498598.04000000 0.017670674117 Long DBT CORP US Y 2 2028-04-30 Fixed 4.12500000 N N N N N N Organon & Co. N/A 68622TAB7 4095000.00000000 PA USD 3429377.41000000 0.013470732459 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 3255000.00000000 PA USD 3449505.78000000 0.013549797506 Long DBT CORP US Y 2 2031-02-15 Fixed 7.37500000 N N N N N N Ovintiv, Inc. 2549003MEX7YMKLGI239 69047QAC6 5620000.00000000 PA USD 5961986.50000000 0.023418922873 Long DBT CORP US N 2 2033-07-15 Fixed 6.25000000 N N N N N N Owens & Minor, Inc. 549300LMT5KQQXCEZ733 690732AG7 4466000.00000000 PA USD 2864073.04000000 0.011250194147 Long DBT CORP US Y 2 2030-04-01 Fixed 6.62500000 N N N N N N Owens-Brockway Glass Container, Inc. V2UQUCDZJ9WY98W8QU33 69073TAT0 3634000.00000000 PA USD 3640951.84000000 0.014301805333 Long DBT CORP US Y 2 2027-05-13 Fixed 6.62500000 N N N N N N AthenaHealth Group, Inc. 254900AA3KZN4Q7A5Z33 04686RAB9 4193690.56130000 PA USD 4184967.68000000 0.016438721443 Long LON CORP US N 2 2029-02-15 Variable 6.66572000 N N N N N N PECO Energy Co. YH65D4JBECK76IFEJ279 693304AY3 729000.00000000 PA USD 468770.38000000 0.001841348915 Long DBT CORP US N 2 2050-06-15 Fixed 2.80000000 N N N N N N PG&E Corp. 8YQ2GSDWYZXO2EDN3511 69331CAH1 3733000.00000000 PA USD 3705778.59000000 0.014556447416 Long DBT CORP US N 2 2028-07-01 Fixed 5.00000000 N N N N N N PG&E Corp. 8YQ2GSDWYZXO2EDN3511 69331CAJ7 2296000.00000000 PA USD 2274153.10000000 0.008932964885 Long DBT CORP US N 2 2030-07-01 Fixed 5.25000000 N N N N N N PG&E Corp. 8YQ2GSDWYZXO2EDN3511 69331CAM0 20535000.00000000 PA USD 21230191.89000000 0.083393048015 Long DBT CORP US N 2 2055-03-15 Variable 7.37500000 N N N N N N PG&E Wildfire Recovery Funding LLC N/A 693342AB3 1059000.00000000 PA USD 1033327.01000000 0.004058950074 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 777000.00000000 PA USD 761554.82000000 0.002991417976 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 2850000.00000000 PA USD 2715860.87000000 0.010668010779 Long DBT CORP US N 2 2052-06-01 Fixed 5.09900000 N N N N N N PHH Mortgage Trust N/A 69338AAJ4 37967.50220000 PA USD 42535.73000000 0.000167082059 Long ABS-MBS CORP US N 2 2038-07-25 Fixed 6.00000000 N N N N N N Performance Food Group, Inc. 549300OMUOGBYK0FFO76 69346VAA7 5552000.00000000 PA USD 5551660.22000000 0.021807144734 Long DBT CORP US Y 2 2027-10-15 Fixed 5.50000000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475AZ8 1918000.00000000 PA USD 1807991.25000000 0.007101862380 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 971000.00000000 PA USD 875317.31000000 0.003438281615 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 2100000.00000000 PA USD 2267862.32000000 0.008908254448 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 11680000.00000000 PA USD 13280797.14000000 0.052167505565 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 3790000.00000000 PA USD 4013838.23000000 0.015766518078 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 6840000.00000000 PA USD 6978948.65000000 0.027413591119 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 3880000.00000000 PA USD 4019407.24000000 0.015788393373 Long DBT CORP US N 2 2036-07-21 Variable 5.37300000 N N N N N N PNC Bank NA AD6GFRVSDT01YPT1CS68 69349LAS7 4150000.00000000 PA USD 3929319.89000000 0.015434526637 Long DBT CORP US N 2 2029-10-22 Fixed 2.70000000 N N N N N N PPL Electric Utilities Corp. 549300GCZLSGYEYPIR35 69351UBB8 1384000.00000000 PA USD 1355804.35000000 0.005325654042 Long DBT CORP US N 2 2053-05-15 Fixed 5.25000000 N N N N N N PRPM LLC N/A 693581AA8 2811074.36000000 PA USD 2778323.66000000 0.010913367132 Long ABS-MBS CORP US Y 2 2054-01-25 Variable 3.99999960 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308HD2 1894000.00000000 PA USD 1609134.26000000 0.006320744122 Long DBT CORP US N 2 2043-06-15 Fixed 4.60000000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308HP5 1000000.00000000 PA USD 996041.67000000 0.003912491758 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 11889000.00000000 PA USD 11954309.49000000 0.046957008700 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 19196000.00000000 PA USD 19128985.80000000 0.075139425944 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 1622000.00000000 PA USD 1349497.89000000 0.005300882013 Long DBT CORP US N 2 2041-06-01 Fixed 4.20000000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308KH9 3032000.00000000 PA USD 3290897.23000000 0.012926776740 Long DBT CORP US N 2 2053-01-15 Fixed 6.75000000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308KL0 1282000.00000000 PA USD 1340044.60000000 0.005263749110 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 11604000.00000000 PA USD 12593013.45000000 0.049465863555 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 1020000.00000000 PA USD 997403.99000000 0.003917843006 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 16035000.00000000 PA USD 16584072.71000000 0.065142904923 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 5433000.00000000 PA USD 5521230.18000000 0.021687614313 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 31035000.00000000 PA USD 31241788.07000000 0.122719000661 Long DBT CORP US N 2 2032-10-15 Fixed 5.05000000 N N N N N N Packaging Corp. of America 549300XZP8MFZFY8TJ84 695156AW9 2277000.00000000 PA USD 1503327.36000000 0.005905130361 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 69547YAJ9 26822000.00000000 PA USD 24865611.37000000 0.097673122016 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 5300000.00000000 PA USD 5204600.00000000 0.020443878225 Long DBT NUSS PK Y 2 2031-04-08 Fixed 7.37500000 N N N N N N Islamic Republic of Pakistan 529900LOP29R5WKHOD86 695847AU7 8000000.00000000 PA USD 7660000.00000000 0.030088788226 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 2000000.00000000 PA USD 2116292.20000000 0.008312880918 Long DBT CORP US Y 2 2028-05-17 Fixed 7.23300000 N N N N N N Par Pharmaceutical, Inc. 549300KK5WR4MGN4YT97 698ESCAA8 4135000.00000000 PA USD 0.04000000 0.000000000157 Long DBT CORP US N 3 2027-04-01 Fixed 0.00000000 Y N N N N N Paraguay Government International Bond 529900UXKJTJPCU0HK83 699149AL4 503000.00000000 PA USD 469990.63000000 0.001846142106 Long DBT NUSS PY Y 2 2033-06-28 Fixed 3.84900000 N N N N N N Paraguay Government International Bond 529900UXKJTJPCU0HK83 699149AN0 7140000.00000000 PA USD 7563973.20000000 0.029711591092 Long DBT NUSS PY Y 2 2036-02-09 Fixed 6.00000000 N N N N N N Parker-Hannifin Corp. 5493002CONDB4N2HKI23 701094AR5 680000.00000000 PA USD 684606.68000000 0.002689162586 Long DBT CORP US N 2 2027-09-15 Fixed 4.25000000 N N N N N N Parker-Hannifin Corp. 5493002CONDB4N2HKI23 70109HAJ4 428000.00000000 PA USD 482485.64000000 0.001895223008 Long DBT CORP US N 2 2038-05-15 Fixed 6.25000000 N N N N N N Penske Truck Leasing Co. LP N/A 709599CA0 4600000.00000000 PA USD 4742320.87000000 0.018628027201 Long DBT CORP US Y 2 2029-07-01 Fixed 5.25000000 N N N N N N Penske Automotive Group, Inc. 549300W7UTQ0M4C7LB15 70959WAK9 5058000.00000000 PA USD 4890342.98000000 0.019209464005 Long DBT CORP US N 2 2029-06-15 Fixed 3.75000000 N N N N N N Pepco Holdings LLC 0IYTXJPU5BH89F2Z1F31 713291AH5 971000.00000000 PA USD 1123798.16000000 0.004414324392 Long DBT CORP US N 2 2032-08-15 Fixed 7.45000000 N N N N N N PepsiCo, Inc. FJSUNZKFNQ5YPJ5OT455 713448CC0 8057000.00000000 PA USD 6653617.40000000 0.026135676878 Long DBT CORP US N 2 2042-08-13 Fixed 3.60000000 N N N N N N Performance Food Group, Inc. 549300OMUOGBYK0FFO76 71376LAF7 1058000.00000000 PA USD 1088461.94000000 0.004275522298 Long DBT CORP US Y 2 2032-09-15 Fixed 6.12500000 N N N N N N Permian Resources Operating LLC 5493004CTVUMQLRPOE23 71424VAA8 2220000.00000000 PA USD 2311743.72000000 0.009080622353 Long DBT CORP US Y 2 2032-01-15 Fixed 7.00000000 N N N N N N Permian Resources Operating LLC 5493004CTVUMQLRPOE23 71424VAB6 1885000.00000000 PA USD 1931979.86000000 0.007588894630 Long DBT CORP US Y 2 2033-02-01 Fixed 6.25000000 N N N N N N Perrigo Finance Unlimited Co. 549300E86RB6YCTMRM83 71429MAD7 3658000.00000000 PA USD 3571275.77000000 0.014028114927 Long DBT CORP IE N 2 2032-09-30 Fixed 6.12500000 N N N N N N Peru LNG Srl 254900F70J1LOALV5K70 715604AA2 2175290.00000000 PA USD 2098480.51000000 0.008242915883 Long DBT CORP PE Y 2 2030-03-22 Fixed 5.37500000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71643VAB1 9785000.00000000 PA USD 9695467.25000000 0.038084185489 Long DBT NUSS MX N 2 2032-02-16 Fixed 6.70000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDC3 4300000.00000000 PA USD 4353535.00000000 0.017100860659 Long DBT NUSS MX N 2 2030-01-23 Fixed 6.84000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDD1 23785000.00000000 PA USD 21209084.50000000 0.083310137337 Long DBT NUSS MX N 2 2050-01-23 Fixed 7.69000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDP4 7907000.00000000 PA USD 9125468.70000000 0.035845208248 Long DBT NUSS MX N 2 2033-02-07 Fixed 10.00000000 N N N N N N PetSmart LLC N/A 71677KAC2 4313000.00000000 PA USD 4346028.95000000 0.017071376593 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 5170000.00000000 PA USD 5011012.52000000 0.019683458814 Long DBT CORP SG N 2 2053-05-19 Fixed 5.30000000 N N N N N N Pfizer, Inc. 765LHXWGK1KXCLTFYQ30 717081EJ8 2913000.00000000 PA USD 2690676.37000000 0.010569085050 Long DBT CORP US N 2 2038-09-15 Fixed 4.10000000 N N N N N N Pfizer, Inc. 765LHXWGK1KXCLTFYQ30 717081EU3 2874000.00000000 PA USD 2579876.65000000 0.010133859291 Long DBT CORP US N 2 2039-03-15 Fixed 3.90000000 N N N N N N PG&E Recovery Funding LLC N/A 71710TAF5 3951000.00000000 PA USD 4020706.74000000 0.015793497861 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 3830000.00000000 PA USD 3947750.29000000 0.015506921990 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 4550000.00000000 PA USD 4650445.03000000 0.018267135204 Long DBT CORP US N 2 2049-06-01 Fixed 5.52900000 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172AM1 11926000.00000000 PA USD 10701882.80000000 0.042037426266 Long DBT CORP US N 2 2041-11-15 Fixed 4.37500000 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172DB2 9368000.00000000 PA USD 9819296.66000000 0.038570592394 Long DBT CORP US N 2 2033-02-15 Fixed 5.37500000 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172DE6 13190000.00000000 PA USD 14062767.00000000 0.055239114640 Long DBT CORP US N 2 2033-09-07 Fixed 5.62500000 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172DJ5 13569000.00000000 PA USD 14089981.62000000 0.055346014763 Long DBT CORP US N 2 2034-02-13 Fixed 5.25000000 N N N N N N Piedmont Natural Gas Co., Inc. VXB4M3BDPKF3I2AZ3G89 720186AL9 777000.00000000 PA USD 762548.49000000 0.002995321152 Long DBT CORP US N 2 2029-06-01 Fixed 3.50000000 N N N N N N Piedmont Natural Gas Co., Inc. VXB4M3BDPKF3I2AZ3G89 720186AM7 2800000.00000000 PA USD 1968033.59000000 0.007730515132 Long DBT CORP US N 2 2050-06-01 Fixed 3.35000000 N N N N N N Pine Street Trust III N/A 72284KAB7 1600000.00000000 PA USD 1640968.21000000 0.006445789158 Long DBT CORP US Y 2 2054-05-15 Fixed 6.22300000 N N N N N N Pioneer Natural Resources Co. FY8JBF7CCL2VE4F1B628 723787AQ0 23833000.00000000 PA USD 21567892.14000000 0.084719548185 Long DBT CORP US N 2 2030-08-15 Fixed 1.90000000 N N N N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446AP9 1690000.00000000 PA USD 1690292.67000000 0.006639537622 Long DBT CORP US Y 2 2029-12-15 Fixed 5.50000000 N N N N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446AQ7 3119000.00000000 PA USD 3037950.91000000 0.011933193417 Long DBT CORP US Y 2 2030-04-15 Fixed 4.62500000 N N N N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446AU8 2377000.00000000 PA USD 2454411.76000000 0.009641028155 Long DBT CORP US Y 2 2032-02-15 Fixed 6.25000000 N N N N N N Post Road Equipment Finance LLC N/A 737473AF5 3250000.00000000 PA USD 3328092.95000000 0.013072883025 Long ABS-O CORP US Y 2 2031-12-15 Fixed 8.50000000 N N N N N N Potomac Electric Power Co. 549300BXF2DWUNN57U06 737679DB3 350000.00000000 PA USD 397802.27000000 0.001562583323 Long DBT CORP US N 2 2037-11-15 Fixed 6.50000000 N N N N N N Islamic Republic of Pakistan 529900LOP29R5WKHOD86 740840AC7 3700000.00000000 PA USD 3702968.14000000 0.014545407855 Long DBT NUSS PK Y 2 2027-12-05 Fixed 6.87500000 N N N N N N PRET Trust N/A 74143VAA2 32115713.52000000 PA USD 32203331.61000000 0.126495982378 Long ABS-MBS CORP US Y 2 2055-02-25 Variable 6.06300120 N N N N N N Prime Mortgage Trust N/A 74160MDK5 21371.65770000 PA USD 21443.00000000 0.000084228966 Long ABS-MBS CORP US N 2 2034-02-25 Fixed 6.00000000 N N N N N N ADT Security Corp. (The) 5493009JEEDYLVRA0J13 74166NAA2 7112000.00000000 PA USD 6893867.14000000 0.027079387524 Long DBT CORP US Y 2 2032-07-15 Fixed 4.87500000 N N N N N N Principal Financial Group, Inc. CUMYEZJOAF02RYZ1JJ85 74251VAP7 2000000.00000000 PA USD 1994617.22000000 0.007834936700 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 2650000.00000000 PA USD 2719313.64000000 0.010681573399 Long DBT CORP US Y 2 2029-01-25 Fixed 5.10000000 N N N N N N PRM7 Trust N/A 74290HAJ5 13390000.00000000 PA USD 13264293.34000000 0.052102677974 Long ABS-MBS CORP US Y 2 2042-11-10 Variable 6.83905680 N N N N N N Progress Residential Trust N/A 74331UAL2 19522000.00000000 PA USD 19501587.80000000 0.076603021593 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 11918000.00000000 PA USD 11957454.54000000 0.046969362583 Long ABS-O CORP US Y 2 2039-04-17 Fixed 6.60000000 N N N N N N Progress Residential Trust N/A 74332VAL9 21356384.00000000 PA USD 20920805.60000000 0.082177766218 Long ABS-O CORP US Y 2 2027-04-17 Fixed 4.80000000 N N N N N N Progress Residential Trust N/A 74333TAJ8 23973000.00000000 PA USD 23509112.86000000 0.092344741285 Long ABS-O CORP US Y 2 2038-10-17 Fixed 2.38200000 N N N N N N Progress Residential N/A 74333VAL8 9348272.00000000 PA USD 9234292.26000000 0.036272671571 Long ABS-O CORP US Y 2 2026-05-17 Fixed 2.68800000 N N N N N N Progress Residential Trust N/A 74333YAJ7 12578000.00000000 PA USD 12152651.03000000 0.047736102250 Long ABS-O CORP US Y 2 2041-02-17 Fixed 3.93000000 N N N N N N Progress Residential Trust N/A 74333YAN8 14250000.00000000 PA USD 13979305.58000000 0.054911274824 Long ABS-O CORP US Y 2 2041-02-17 Fixed 4.88000000 N N N N N N Progress Residential Trust N/A 74334JAJ9 13000000.00000000 PA USD 12158711.50000000 0.047759908020 Long ABS-O CORP US Y 2 2041-07-17 Fixed 3.32500000 N N N N N N Prologis LP GL16H1DHB0QSHP25F723 74340XBP5 4989000.00000000 PA USD 3349930.75000000 0.013158662782 Long DBT CORP US N 2 2050-04-15 Fixed 3.00000000 N N N N N N Prologis LP GL16H1DHB0QSHP25F723 74340XBQ3 1457000.00000000 PA USD 801576.52000000 0.003148624824 Long DBT CORP US N 2 2050-10-15 Fixed 2.12500000 N N N N N N Prologis LP GL16H1DHB0QSHP25F723 74340XBZ3 2427000.00000000 PA USD 2182585.23000000 0.008573282607 Long DBT CORP US N 2 2030-07-01 Fixed 1.75000000 N N N N N N Protective Life Global Funding 635400EVYITCJYWL2I50 74368CBH6 1500000.00000000 PA USD 1468115.85000000 0.005766818133 Long DBT CORP US Y 2 2026-09-20 Fixed 1.30300000 N N N N N N Public Service Co. of Colorado 5BANEF6PGSEK0SNMQF44 744448CR0 2573000.00000000 PA USD 2037678.76000000 0.008004084162 Long DBT CORP US N 2 2049-09-15 Fixed 4.05000000 N N N N N N Public Service Co. of Colorado 5BANEF6PGSEK0SNMQF44 744448CU3 3097000.00000000 PA USD 1913802.36000000 0.007517492678 Long DBT CORP US N 2 2051-01-15 Fixed 2.70000000 N N N N N N Public Service Co. of Oklahoma F3TJNSIZRGXRH8GEIK79 744533BJ8 1068000.00000000 PA USD 1195890.40000000 0.004697505612 Long DBT CORP US N 2 2037-11-15 Fixed 6.62500000 N N N N N N Public Service Co. of Oklahoma F3TJNSIZRGXRH8GEIK79 744533BQ2 1292000.00000000 PA USD 1335099.93000000 0.005244326247 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 74456QAR7 826000.00000000 PA USD 895795.19000000 0.003518719551 Long DBT CORP US N 2 2037-05-01 Fixed 5.80000000 N N N N N N Public Service Electric and Gas Co. 549300RUHPVD434XUK18 74456QCE4 2950000.00000000 PA USD 1636201.04000000 0.006427063523 Long DBT CORP US N 2 2050-08-01 Fixed 2.05000000 N N N N N N Public Storage Operating Co. 549300LMZF40TKJ6DM64 74460WAG2 4280000.00000000 PA USD 4463967.63000000 0.017534644474 Long DBT CORP US N 2 2033-08-01 Fixed 5.10000000 N N N N N N Puget Sound Energy, Inc. 8MNFJR7KOMBQ7X62LK44 745332CC8 874000.00000000 PA USD 902077.51000000 0.003543396757 Long DBT CORP US N 2 2040-07-15 Fixed 5.76400000 N N N N N N Puget Sound Energy, Inc. 8MNFJR7KOMBQ7X62LK44 745332CK0 1282000.00000000 PA USD 831253.04000000 0.003265195389 Long DBT CORP US N 2 2051-09-15 Fixed 2.89300000 N N N N N N Puget Sound Energy, Inc. 8MNFJR7KOMBQ7X62LK44 745332CN4 14682000.00000000 PA USD 14893839.82000000 0.058503602118 Long DBT CORP US N 2 2054-06-15 Fixed 5.68500000 N N N N N N Purewest ABS Issuer LLC 254900N011GHBESCKS35 74628AAB0 9927000.94000000 PA USD 10124548.26000000 0.039769632961 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 33281982.78000000 PA USD 33281982.78000000 0.130732967577 Long ABS-O CORP US Y 3 2040-04-05 Fixed 10.27900000 N N N N N N Qnity Electronics, Inc. 254900RSUG4J9TFFZX53 74743LAA8 5303000.00000000 PA USD 5442580.26000000 0.021378674262 Long DBT CORP US Y 2 2032-08-15 Fixed 5.75000000 N N N N N N Qnity Electronics, Inc. 254900RSUG4J9TFFZX53 74743LAB6 495000.00000000 PA USD 512984.34000000 0.002015023129 Long DBT CORP US Y 2 2033-08-15 Fixed 6.25000000 N N N N N N Quanta Services, Inc. SHVRXXEACT60MMH07S24 74762EAL6 7380000.00000000 PA USD 7634276.20000000 0.029987744105 Long DBT CORP US N 2 2034-08-09 Fixed 5.25000000 N N N N N N Quanta Services, Inc. SHVRXXEACT60MMH07S24 74762EAN2 4780000.00000000 PA USD 4800143.45000000 0.018855156622 Long DBT CORP US N 2 2031-01-15 Fixed 4.50000000 N N N N N N QXO Building Products, Inc. 549300HDXQWWCBOYXP31 74825NAA5 3192000.00000000 PA USD 3333456.67000000 0.013093951933 Long DBT CORP US Y 2 2032-04-30 Fixed 6.75000000 N N N N N N Quest Diagnostics, Inc. 8MCWUBXQ0WE04KMXBX50 74834LBB5 971000.00000000 PA USD 920806.44000000 0.003616964748 Long DBT CORP US N 2 2030-06-30 Fixed 2.95000000 N N N N N N Quest Diagnostics, Inc. 8MCWUBXQ0WE04KMXBX50 74834LBF6 6580000.00000000 PA USD 6696720.71000000 0.026304988414 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N Rocket Mortgage LLC N/A 74841CAA9 3051000.00000000 PA USD 2946902.93000000 0.011575553288 Long DBT CORP US Y 2 2029-03-01 Fixed 3.62500000 N N N N N N Rocket Mortgage LLC N/A 74841CAB7 2695000.00000000 PA USD 2548828.05000000 0.010011899141 Long DBT CORP US Y 2 2031-03-01 Fixed 3.87500000 N N N N N N Quikrete Holdings, Inc. 5493007KIN86DIZWZT22 74843PAA8 5818000.00000000 PA USD 6041382.11000000 0.023730792024 Long DBT CORP US Y 2 2032-03-01 Fixed 6.37500000 N N N N N N RHP Hotel Properties LP N/A 749571AF2 7423000.00000000 PA USD 7405837.28000000 0.029090426835 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 1106000.00000000 PA USD 1141004.90000000 0.004481913159 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 3712000.00000000 PA USD 3847142.78000000 0.015111731643 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 2012000.00000000 PA USD 2090806.02000000 0.008212770177 Long DBT CORP US Y 2 2033-06-15 Fixed 6.50000000 N N N N N N ROCK Trust N/A 74970WAA8 15550000.00000000 PA USD 16037973.00000000 0.062997803288 Long ABS-MBS CORP US Y 2 2041-11-13 Fixed 5.38834000 N N N N N N RFM Reremic Trust N/A 74971BAC9 10551968.00000000 PA USD 10276527.87000000 0.040366614985 Long ABS-MBS CORP US Y 3 2049-03-28 None 0.00000000 N N N N N N RT Fin LLC 2549000QL0MZ8X7VL058 74983KAB7 9967539.58000000 PA USD 9984484.40000000 0.039219456483 Long ABS-O CORP US N 3 2043-10-15 Fixed 11.71100000 N N N N N N Radnor RE Ltd. 254900E0VCENS5C16U77 75049XAB8 9385579.11000000 PA USD 9746750.27000000 0.038285627255 Long ABS-MBS CORP BM Y 2 2032-09-25 Floating 10.82180160 N N N N N N Raizen Fuels Finance SA 52990010NH26VC32Q522 75102XAD8 4526000.00000000 PA USD 3697198.88000000 0.014522745970 Long DBT CORP LU Y 2 2035-01-17 Fixed 5.70000000 N N N N N N Raisa Funding I LLC 549300MYI60JNGZB7107 75102YAB0 7321644.42000000 PA USD 7539097.26000000 0.029613877399 Long ABS-O CORP US N 3 2038-06-15 Fixed 11.71000000 N N N N N N Range Resources Corp. H3Y3WLYCX0BTO1TRW162 75281ABJ7 5936000.00000000 PA USD 6054553.79000000 0.023782530913 Long DBT CORP US N 2 2029-01-15 Fixed 8.25000000 N N N N N N INEOS US Finance LLC 5493008MHJ4R367SNK31 G4768PAN1 5097569.55840000 PA USD 4294702.35000000 0.016869763643 Long LON CORP US N 2 2030-02-18 Variable 7.16572000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VBC3 3505098.00960000 PA USD 3496825.98000000 0.013735673156 Long LON CORP US N 2 2028-08-21 Variable 8.26572000 N N N N N N RTX Corp. I07WOS4YJ0N7YRFE7309 75513ECR0 3712000.00000000 PA USD 3872957.15000000 0.015213131527 Long DBT CORP US N 2 2033-02-27 Fixed 5.15000000 N N N N N N RTX Corp. I07WOS4YJ0N7YRFE7309 75513ECS8 1882000.00000000 PA USD 1843810.63000000 0.007242562346 Long DBT CORP US N 2 2053-02-27 Fixed 5.37500000 N N N N N N RTX Corp. I07WOS4YJ0N7YRFE7309 75513ECX7 6210000.00000000 PA USD 6954470.51000000 0.027317440000 Long DBT CORP US N 2 2054-03-15 Fixed 6.40000000 N N N N N N ReadyCap Holdings LLC 549300W908MAGNC9E420 755763AC3 25000000.00000000 PA USD 24362073.50000000 0.095695205001 Long DBT CORP US Y 2 2026-10-20 Fixed 4.50000000 N N N N N N ReadyCap Holdings LLC 549300W908MAGNC9E420 755763AE9 37000000.00000000 PA USD 37523341.69000000 0.147393196041 Long DBT CORP US Y 2 2028-03-01 Fixed 9.37500000 N N N N N N Realty Income Corp. 549300CUWDAUZSH43859 756109AX2 539000.00000000 PA USD 512716.14000000 0.002013969628 Long DBT CORP US N 2 2031-01-15 Fixed 3.25000000 N N N N N N Realty Income Corp. 549300CUWDAUZSH43859 756109BA1 1068000.00000000 PA USD 891086.94000000 0.003500225356 Long DBT CORP US N 2 2033-03-15 Fixed 1.80000000 N N N N N N Realty Income Corp. 549300CUWDAUZSH43859 756109CE2 4675000.00000000 PA USD 4230950.74000000 0.016619344753 Long DBT CORP US N 2 2032-02-15 Fixed 2.70000000 N N N N N N Regency Centers LP 5493008PTR2GAOYBXW28 75884RBA0 3743000.00000000 PA USD 3670722.67000000 0.014418746352 Long DBT CORP US N 2 2030-06-15 Fixed 3.70000000 N N N N N N Topgolf Callaway Brands Corp. 5493005UB0KFRKBPCU72 89071LAB6 3212443.32680000 PA USD 3215559.40000000 0.012630846712 Long LON CORP US N 2 2030-03-18 Variable 6.96461000 N N N N N N Renew N/A 75973HAA5 9143460.15000000 PA USD 9138625.09000000 0.035896887078 Long ABS-O CORP JE Y 3 2058-11-20 Fixed 5.90000000 N N N N N N Renew N/A 75973KAA8 7856355.33850000 PA USD 7232273.18000000 0.028408660066 Long ABS-O CORP KY Y 3 2053-09-22 Fixed 3.22000000 N Y N N N N Renew N/A 75973LAA6 719616.21460000 PA USD 676399.66000000 0.002656925081 Long ABS-O CORP KY Y 3 2052-09-20 Fixed 3.67000000 N Y N N N N Renew N/A 75973LAB4 71307.02750000 PA USD 71010.59000000 0.000278932454 Long ABS-O CORP KY Y 3 2052-09-20 Fixed 5.75000000 N Y N N N N RALI Trust N/A 76110H3A5 529378.18860000 PA USD 480863.59000000 0.001888851530 Long ABS-MBS CORP US N 2 2035-04-25 Fixed 5.75000000 N N N N N N Residential Asset Securitization Trust N/A 76113FBC3 81906.04980000 PA USD 39503.77000000 0.000155172398 Long ABS-MBS CORP US N 2 2036-07-25 Fixed 6.00000000 N N N N N N Resideo Funding, Inc. 5493000IFJ6XJKH66598 76119LAD3 4015000.00000000 PA USD 4110380.34000000 0.016145739371 Long DBT CORP US Y 2 2032-07-15 Fixed 6.50000000 N N N N N N RFT TRUST N/A 76201AAC8 20509210.95000000 PA USD 20528612.66000000 0.080637216569 Long ABS-O CORP US Y 2 2028-09-27 Variable 7.11200160 N N N N N N RFT TRUST N/A 76201AAD6 33537326.60000000 PA USD 33568851.69000000 0.131859800198 Long ABS-O CORP US Y 2 2028-09-27 Variable 8.80599960 N N N N N N MH Sub I LLC 2549005VFKP807SR8N49 45567YAN5 3601327.24650000 PA USD 3246920.63000000 0.012754034885 Long LON CORP US N 2 2028-05-03 Variable 8.25150000 N N N N N N RingCentral, Inc. 549300C8EH0H1614VE84 76680RAJ6 4715000.00000000 PA USD 5017094.77000000 0.019707350136 Long DBT CORP US Y 2 2030-08-15 Fixed 8.50000000 N N N N N N Rio Tinto Finance USA Ltd. 213800RX94ZKEZXPKH58 767201AL0 1942000.00000000 PA USD 1960582.32000000 0.007701246243 Long DBT CORP AU N 2 2040-11-02 Fixed 5.20000000 N N N N N N RB Global Holdings, Inc. 254900LH3N0EGB1LQ203 76774LAC1 3051000.00000000 PA USD 3197731.74000000 0.012560818946 Long DBT CORP US Y 2 2031-03-15 Fixed 7.75000000 N N N N N N Rite Aid Corp. 529900W353T1JY1DKT44 767754CR3 375791.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US Y 3 2031-08-30 Variable 11.31678000 Y N N N N N Rite Aid Corp. 529900W353T1JY1DKT44 767754CS1 1087944.00000000 PA USD 0.01000000 0.000000000039 Long DBT CORP US N 3 2031-08-30 Fixed 15.00000000 N N Y N N N Rite Aid Corp. 529900W353T1JY1DKT44 767754CT9 512398.00000000 PA USD 0.01000000 0.000000000039 Long DBT CORP US N 3 2031-08-30 Fixed 15.00000000 Y N Y N N N Rite Aid Corp. 529900W353T1JY1DKT44 767ESCAC0 3597000.00000000 PA USD 0.04000000 0.000000000157 Long DBT USGA US N 3 2026-11-15 Fixed 8.00000000 Y N N N N N Rite Aid Corp. 529900W353T1JY1DKT44 767ESCAG1 1011212.00000000 PA USD 0.01000000 0.000000000039 Long DBT USGA US N 3 2025-10-18 Fixed 8.00000000 Y N N N N N EMRLD Borrower LP 5493000GJYE7GAQCUC61 26872NAC3 8802992.08320000 PA USD 8802639.96000000 0.034577123967 Long LON CORP US N 2 2030-05-31 Variable 6.07237000 N N N N N N Rocket Cos., Inc. N/A 77311WAA9 2902000.00000000 PA USD 3012455.92000000 0.011833048070 Long DBT CORP US Y 2 2030-08-01 Fixed 6.12500000 N N N N N N Rocket Cos., Inc. N/A 77311WAB7 2308000.00000000 PA USD 2416863.74000000 0.009493538021 Long DBT CORP US Y 2 2033-08-01 Fixed 6.37500000 N N N N N N Rocket Mortgage LLC N/A 77313LAA1 3127000.00000000 PA USD 3076338.69000000 0.012083982161 Long DBT CORP US Y 2 2026-10-15 Fixed 2.87500000 N N N N N N Rocket Mortgage LLC N/A 77313LAB9 645000.00000000 PA USD 597587.08000000 0.002347346096 Long DBT CORP US Y 2 2033-10-15 Fixed 4.00000000 N N N N N N Rockies Express Pipeline LLC W2ZGZGZKY5GGNY6F3V51 77340RAR8 3545000.00000000 PA USD 3546162.76000000 0.013929470013 Long DBT CORP US Y 2 2029-07-15 Fixed 4.95000000 N N N N N N Rockies Express Pipeline LLC W2ZGZGZKY5GGNY6F3V51 77340RAT4 2250000.00000000 PA USD 2205152.10000000 0.008661926180 Long DBT CORP US Y 2 2030-05-15 Fixed 4.80000000 N N N N N N Roper Technologies, Inc. 54930003T4SXCIWVXY35 776696AH9 2620000.00000000 PA USD 2657259.33000000 0.010437821572 Long DBT CORP US N 2 2032-02-15 Fixed 4.75000000 N N N N N N Roper Technologies, Inc. 54930003T4SXCIWVXY35 776696AJ5 10280000.00000000 PA USD 10323698.22000000 0.040551902018 Long DBT CORP US N 2 2034-10-15 Fixed 4.90000000 N N N N N N Roper Technologies, Inc. 54930003T4SXCIWVXY35 776696AL0 3630000.00000000 PA USD 3650265.85000000 0.014338391140 Long DBT CORP US N 2 2030-09-15 Fixed 4.45000000 N N N N N N Roper Technologies, Inc. 54930003T4SXCIWVXY35 776743AL0 1165000.00000000 PA USD 1021752.30000000 0.004013484148 Long DBT CORP US N 2 2031-02-15 Fixed 1.75000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 780082AD5 411000.00000000 PA USD 411184.14000000 0.001615147847 Long DBT CORP CA N 2 2026-01-27 Fixed 4.65000000 N N N N Y N/A USD XXXX N N N NatWest Group plc 2138005O9XJIJN4JPN90 780097BA8 7263000.00000000 PA USD 7278913.52000000 0.028591865199 Long DBT CORP GB N 2 2026-04-05 Fixed 4.80000000 N N N N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 780153BU5 6965000.00000000 PA USD 7207027.27000000 0.028309493116 Long DBT CORP LR Y 2 2032-03-15 Fixed 6.25000000 N N N N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 780153BV3 3504000.00000000 PA USD 3607777.16000000 0.014171493856 Long DBT CORP LR Y 2 2033-02-01 Fixed 6.00000000 N N N N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 780153BW1 9205000.00000000 PA USD 9408067.55000000 0.036955267902 Long DBT CORP LR Y 2 2031-09-30 Fixed 5.62500000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78017FZT3 39065000.00000000 PA USD 39647581.81000000 0.155737296709 Long DBT CORP CA N 2 2030-10-18 Variable 4.65000000 N N N N N N SBALR Commercial Mortgage Trust N/A 78397EAE6 31667746.68610000 PA USD 28034303.44000000 0.110119871970 Long ABS-MBS CORP US Y 2 2053-02-13 Fixed 2.82500000 N N N N N N SBALR Commercial Mortgage Trust N/A 78397EAJ5 52588708.04560000 PA USD 2020163.67000000 0.007935284184 Long ABS-MBS CORP US Y 2 2053-02-13 Variable 1.34106480 N N N N N N SCF Equipment Leasing LLC N/A 78397WAG1 10909000.00000000 PA USD 10921446.08000000 0.042899879664 Long ABS-O CORP US Y 2 2035-06-20 Fixed 6.50000000 N N N N N N SCF Equipment Leasing LLC N/A 78397WAH9 5000000.00000000 PA USD 4993717.50000000 0.019615523279 Long ABS-O CORP US Y 2 2035-06-20 Fixed 6.50000000 N N N N N N SCF Equipment Leasing LLC N/A 784024AC5 10066762.77000000 PA USD 10197218.96000000 0.040055086395 Long ABS-O CORP US Y 2 2032-05-20 Fixed 6.17000000 N N N N N N SCF Equipment Leasing LLC N/A 784024AG6 19500000.00000000 PA USD 19545548.10000000 0.076775699420 Long ABS-O CORP US Y 2 2036-07-21 Fixed 7.00000000 N N N N N N SCF Equipment Leasing LLC N/A 784033AL6 3646000.00000000 PA USD 3626822.40000000 0.014246304325 Long ABS-O CORP US Y 2 2032-07-20 Fixed 5.26000000 N N N N N N SCF Equipment Leasing LLC N/A 784033AN2 7056000.00000000 PA USD 7011322.82000000 0.027540758162 Long ABS-O CORP US Y 2 2032-07-20 Fixed 6.00000000 N N N N N N S&P Global, Inc. Y6X4K52KMJMZE7I7MY94 78409VAQ7 5340000.00000000 PA USD 3843409.57000000 0.015097067444 Long DBT CORP US N 2 2049-12-01 Fixed 3.25000000 N N N N N N S&P Global, Inc. Y6X4K52KMJMZE7I7MY94 78409VBK9 6500000.00000000 PA USD 6018993.50000000 0.023642848663 Long DBT CORP US N 2 2032-03-01 Fixed 2.90000000 N N N N N N SBA Communications Corp. 5299001HX8ZN8Y8QIT49 78410GAG9 5906000.00000000 PA USD 5645124.89000000 0.022174277719 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 954379.72000000 PA USD 971616.54000000 0.003816548865 Long DBT CORP US N 2 2040-06-15 Fixed 4.69700000 N N N N N N SCE Recovery Funding LLC N/A 78433LAH9 311000.00000000 PA USD 304047.58000000 0.001194311128 Long DBT CORP US N 2 2047-12-15 Fixed 5.11200000 N N N N N N SMBC Aviation Capital Finance DAC 549300OD7VKRVNWB2J98 78448TAL6 6840000.00000000 PA USD 7043133.23000000 0.027665710732 Long DBT CORP IE Y 2 2029-04-03 Fixed 5.30000000 N N N N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 78454LAN0 4864000.00000000 PA USD 4869257.98000000 0.019126641277 Long DBT CORP US N 2 2026-09-15 Fixed 6.75000000 N N N N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 78454LAP5 1316000.00000000 PA USD 1317519.98000000 0.005175271496 Long DBT CORP US N 2 2027-01-15 Fixed 6.62500000 N N N N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 78454LAX8 1922000.00000000 PA USD 1919570.02000000 0.007540148279 Long DBT CORP US Y 2 2029-08-01 Fixed 6.75000000 N N N N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 78454LAY6 2176000.00000000 PA USD 2128984.26000000 0.008362735840 Long DBT CORP US Y 2 2032-08-01 Fixed 7.00000000 N N N N N N SMRT N/A 78457JAN2 3000000.00000000 PA USD 2979468.60000000 0.011703472550 Long ABS-MBS CORP US Y 2 2039-01-15 Floating 6.65899920 N N N N N N SS&C Technologies, Inc. 549300KY09TR3J12JU49 78466CAC0 3359000.00000000 PA USD 3358461.22000000 0.013192170811 Long DBT CORP US Y 2 2027-09-30 Fixed 5.50000000 N N N N N N SS&C Technologies, Inc. 549300KY09TR3J12JU49 78466CAD8 2530000.00000000 PA USD 2632948.23000000 0.010342326593 Long DBT CORP US Y 2 2032-06-01 Fixed 6.50000000 N N N N N N SRT Issuer I LLC 2549007PUYUQCDX9UC96 78475KAC1 43000000.00000000 PA USD 43039623.64000000 0.169061373508 Long ABS-O CORP US N 3 2031-07-07 Variable 0.00000000 N N N N N N Saavi Energia Sarl 254900A2V0IO8K56UH35 78518PAA3 6259000.00000000 PA USD 6701073.17000000 0.026322085052 Long DBT CORP LU Y 2 2035-02-10 Fixed 8.87500000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AX4 14148000.00000000 PA USD 14231856.89000000 0.055903306532 Long DBT CORP US N 2 2030-05-15 Fixed 4.50000000 N N N N N N Sabra Health Care LP 549300OVKLRFSIQG0H81 78574MAA1 2194000.00000000 PA USD 2007024.80000000 0.007883674174 Long DBT CORP US N 2 2031-12-01 Fixed 3.20000000 N N N N N N Safehold GL Holdings LLC 54930012UY5Z4Q8NL108 78646UAA7 4854000.00000000 PA USD 4472062.57000000 0.017566441724 Long DBT CORP US N 2 2031-06-15 Fixed 2.80000000 N N N N N N NorthRiver Midstream Finance LP 549300SOLNLY3BL6GF18 66679PAB1 4423467.61520000 PA USD 4428377.66000000 0.017394845639 Long LON CORP CA N 2 2030-08-16 Variable 6.23525000 N N N N N N Star Parent, Inc. 254900GRGCJYRMDRWT73 87169DAB1 3289416.13920000 PA USD 3293231.86000000 0.012935947260 Long LON CORP US N 2 2030-09-27 Variable 8.00150000 N N N N N N San Diego Gas & Electric Co. KNIRVXKVNJJ4P8OTMS63 797440BK9 486000.00000000 PA USD 526550.97000000 0.002068313397 Long DBT CORP US N 2 2039-06-01 Fixed 6.00000000 N N N N N N San Diego Gas & Electric Co. KNIRVXKVNJJ4P8OTMS63 797440BM5 242000.00000000 PA USD 223273.84000000 0.000877028627 Long DBT CORP US N 2 2040-08-15 Fixed 4.50000000 N N N N N N San Diego Gas & Electric Co. KNIRVXKVNJJ4P8OTMS63 797440BY9 4641000.00000000 PA USD 3267105.88000000 0.012833323360 Long DBT CORP US N 2 2050-04-15 Fixed 3.32000000 N N N N N N San Diego Gas & Electric Co. KNIRVXKVNJJ4P8OTMS63 797440CB8 4854000.00000000 PA USD 4464537.66000000 0.017536883574 Long DBT CORP US N 2 2032-03-15 Fixed 3.00000000 N N N N N N San Diego Gas & Electric Co. KNIRVXKVNJJ4P8OTMS63 797440CD4 1059000.00000000 PA USD 1018442.40000000 0.004000482727 Long DBT CORP US N 2 2053-04-01 Fixed 5.35000000 N N N N N N Santander UK Group Holdings plc 549300F5XIFGNNW4CF72 80281LAP0 4900000.00000000 PA USD 4507636.47000000 0.017706177434 Long DBT CORP GB N 2 2032-03-15 Variable 2.89600000 N N N N N N Santander UK Group Holdings plc 549300F5XIFGNNW4CF72 80281LAU9 32065000.00000000 PA USD 32517474.02000000 0.127729946405 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 6098000.00000000 PA USD 6385582.84000000 0.025082826341 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 80286YAF9 7941000.00000000 PA USD 8171215.94000000 0.032096865009 Long ABS-O CORP US N 2 2031-08-15 Fixed 6.28000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80287HAF5 35600000.00000000 PA USD 35916192.08000000 0.141080247704 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 24560000.00000000 PA USD 24993093.50000000 0.098173876952 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 802918AF9 27300000.00000000 PA USD 27495257.79000000 0.108002478967 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 802919AE0 7500000.00000000 PA USD 7551040.50000000 0.029660790926 Long ABS-O CORP US N 2 2030-04-15 Fixed 4.95000000 N N N N N N Moran Foods LLC N/A 61647DAU6 1398724.58910000 PA USD 0.01000000 0.000000000039 Long LON CORP US N 3 2026-06-30 Variable 2.00000000 N N Y N N N Charter Communications Operating LLC 549300TPZNMN50BJ3745 16117LCB3 13386562.50000000 PA USD 13325653.65000000 0.052343703741 Long LON CORP US N 2 2030-12-09 Variable 5.98525000 N N N N N N Schlumberger Holdings Corp. 529900IKZG65COT1D505 806851AK7 754000.00000000 PA USD 753055.39000000 0.002958031873 Long DBT CORP US Y 2 2028-05-17 Fixed 3.90000000 N N N N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513CL7 16385000.00000000 PA USD 16414691.26000000 0.064477567771 Long DBT CORP US N 2 2036-11-14 Variable 4.91400000 N N N N N N Science Applications International Corp. 549300LZPNZIXQGZPZ48 808625AB3 1916000.00000000 PA USD 1908589.30000000 0.007497015569 Long DBT CORP US Y 2 2033-11-01 Fixed 5.87500000 N N N N N N Scotts Miracle-Gro Co. (The) 2TH9E0JTOUXOEGI2R879 810186AP1 1961000.00000000 PA USD 1958066.93000000 0.007691365690 Long DBT CORP US N 2 2026-12-15 Fixed 5.25000000 N N N N N N Scotts Miracle-Gro Co. (The) 2TH9E0JTOUXOEGI2R879 810186AS5 8003000.00000000 PA USD 7836335.92000000 0.030781442816 Long DBT CORP US N 2 2029-10-15 Fixed 4.50000000 N N N N N N Scripps Escrow II, Inc. N/A 81105DAA3 3118000.00000000 PA USD 2901652.27000000 0.011397806874 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 3589000.00000000 PA USD 3501114.00000000 0.013752516671 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 2141000.00000000 PA USD 1858259.54000000 0.007299318246 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 81180LAN5 3545000.00000000 PA USD 3363701.61000000 0.013212755274 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 2716000.00000000 PA USD 2893257.02000000 0.011364829994 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 800000.00000000 PA USD 909848.00000000 0.003573919554 Long DBT CORP SG Y 2 2032-12-01 Fixed 9.62500000 N N N N N N Securitized Asset-Backed Receivables LLC Trust N/A 81375WHH2 120592.10000000 PA USD 104706.72000000 0.000411292209 Long ABS-O CORP US N 2 2036-01-25 Variable 2.80377720 N N N N N N Moran Foods LLC N/A 61647DAT9 1133696.44000000 PA USD 281723.57000000 0.001106621519 Long LON CORP US N 3 2026-06-30 Variable 2.00000000 N N Y N N N WEC US Holdings, Inc. 5493002M6GRSU1IWMG57 92943LAC4 12704807.78880000 PA USD 12715988.02000000 0.049948912614 Long LON CORP US N 2 2031-01-27 Variable 5.98402000 N N N N N N Adient US LLC N/A 00687MAH4 6380583.75000000 PA USD 6397364.69000000 0.025129105922 Long LON CORP US N 2 2031-01-31 Variable 6.16572000 N N N N N N UKG, Inc. 529900FKHWSTQ1GXK240 89841EAB1 9264360.30160000 PA USD 9256485.60000000 0.036359847903 Long LON CORP US N 2 2031-02-10 Variable 6.33833000 N N N N N N Sempra PBBKGKLRK5S5C0Y4T545 816851BS7 149000.00000000 PA USD 152737.07000000 0.000599957356 Long DBT CORP US N 2 2054-10-01 Variable 6.87500000 N N N N N N Sempra PBBKGKLRK5S5C0Y4T545 816851BW8 2745000.00000000 PA USD 2796309.07000000 0.010984014546 Long DBT CORP US N 2 2056-04-01 Variable 6.37500000 N N N N N N Sensata Technologies BV PUCKW5P5O3XMOZVH7T53 81725WAL7 2180000.00000000 PA USD 2209961.92000000 0.008680819347 Long DBT CORP NL Y 2 2030-09-01 Fixed 5.87500000 N N N N N N Sensata Technologies, Inc. 5493002MMDDCUNV7NY90 81728UAB0 3549000.00000000 PA USD 3318861.19000000 0.013036620300 Long DBT CORP US Y 2 2031-02-15 Fixed 3.75000000 N N N N N N Sensata Technologies, Inc. 5493002MMDDCUNV7NY90 81728UAC8 6825000.00000000 PA USD 7134704.85000000 0.028025407740 Long DBT CORP US Y 2 2032-07-15 Fixed 6.62500000 N N N N N N Sequoia Mortgage Trust N/A 81744FDK0 98576.13910000 PA USD 92041.92000000 0.000361544365 Long ABS-MBS CORP US N 2 2034-09-20 Floating 5.21809920 N N N N N N Service Corp. International 549300RKVM2ME20JHZ15 817565CE2 5735000.00000000 PA USD 5750048.64000000 0.022586422431 Long DBT CORP US N 2 2029-06-01 Fixed 5.12500000 N N N N N N Service Corp. International 549300RKVM2ME20JHZ15 817565CH5 905000.00000000 PA USD 923474.67000000 0.003627445663 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 1096290.04000000 PA USD 1097068.41000000 0.004309328858 Long LON CORP US N 2 2028-08-23 Variable 8.03020000 N N N N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582AT9 6407000.00000000 PA USD 5235705.45000000 0.020566061684 Long DBT CORP NL N 2 2042-08-21 Fixed 3.62500000 N N N N N N Shell Finance US, Inc. N/A 822905AE5 2913000.00000000 PA USD 2408367.03000000 0.009460162602 Long DBT CORP US N 2 2046-05-10 Fixed 4.00000000 N N N N N N Shift4 Payments LLC N/A 82453AAB3 7123000.00000000 PA USD 7403731.68000000 0.029082155954 Long DBT CORP US Y 2 2032-08-15 Fixed 6.75000000 N N N N N N Station Casinos LLC 5493004E7Q60TX54WL62 85769EBB6 1172025.31650000 PA USD 1172916.06000000 0.004607261480 Long LON CORP US N 2 2031-03-14 Variable 5.91572000 N N N N N N Shutterfly Finance LLC N/A 82568NAC5 1386201.00000000 PA USD 1320356.45000000 0.005186413264 Long DBT CORP US Y 2 2027-10-01 Fixed 8.49999960 N N N N N N Shutterfly Finance LLC N/A 82568NAE1 154640.00000000 PA USD 154640.00000000 0.000607432142 Long DBT CORP US Y 2 2027-10-01 Fixed 9.75000000 N N N N N N Siemens Financieringsmaatschappij NV TAFO772JB70PDRN5VS48 82620KAM5 2000000.00000000 PA USD 1505908.56000000 0.005915269419 Long DBT CORP NL Y 2 2046-09-15 Fixed 3.30000000 N N N N N N MIWD Holdco II LLC 254900X3SPV5RVFJEY72 55336CAK8 3258832.50000000 PA USD 3251858.60000000 0.012773431430 Long LON CORP US N 2 2031-03-28 Variable 6.66572000 N N N N N N Sierra Timeshare Receivables Funding LLC N/A 82650BAD8 2004964.00000000 PA USD 2111934.04000000 0.008295761890 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 82650TAD9 1325911.41000000 PA USD 1361402.74000000 0.005347644743 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 82652QAD3 951654.42000000 PA USD 949807.83000000 0.003730883375 Long ABS-O CORP US Y 2 2037-11-20 Fixed 3.17000000 N N N N N N Sierra Timeshare Receivables Funding LLC N/A 82652RAD1 452077.19000000 PA USD 449106.91000000 0.001764110013 Long ABS-O CORP US Y 2 2038-09-20 Fixed 3.23000000 N N N N N N Sierra Timeshare Receivables Funding LLC N/A 82652TAD7 2767872.38280000 PA USD 2761209.84000000 0.010846143358 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 2492983.64000000 PA USD 2517373.50000000 0.009888344403 Long ABS-O CORP US Y 2 2041-08-20 Fixed 6.93000000 N N N N N N Sigeco Securitization I LLC N/A 82655KAA9 640548.55000000 PA USD 663082.21000000 0.002604613602 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 298000.00000000 PA USD 300523.49000000 0.001180468361 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 2298066.72000000 PA USD 2395580.81000000 0.009409937816 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 826935AD0 886703.13000000 PA USD 908310.22000000 0.003567879093 Long ABS-O CORP US Y 2 2043-01-20 Fixed 8.02000000 N N N N N N Sierra Timeshare Receivables Funding LLC N/A 826943AD4 1678481.13000000 PA USD 1763056.44000000 0.006925356639 Long ABS-O CORP US Y 2 2040-01-20 Fixed 9.80000000 N N N N N N Sierra Timeshare Receivables Funding LLC N/A 826944AD2 1653547.18000000 PA USD 1734507.83000000 0.006813216550 Long ABS-O CORP US Y 2 2040-09-20 Fixed 9.44000000 N N N N N N Quikrete Holdings, Inc. N/A 74839XAK5 5108966.92340000 PA USD 5113616.08000000 0.020086489726 Long LON CORP US N 2 2029-03-19 Variable 6.16572000 N N N N N N Lumen Technologies, Inc. 8M3THTGWLTYZVE6BBY25 55024EAF2 1472475.31240000 PA USD 1462727.53000000 0.005745652595 Long LON CORP US N 2 2029-04-16 Variable 6.38020000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807DH7 5086000.00000000 PA USD 3564639.26000000 0.014002046449 Long DBT CORP US N 2 2049-09-13 Fixed 3.25000000 N N N N N N Sinclair Television Group, Inc. 549300CQGEN0CH65UD62 829259BF6 3440000.00000000 PA USD 2666000.00000000 0.010472155275 Long DBT CORP US Y 2 2032-12-31 Fixed 4.37500000 N N N N N N Sirius XM Radio LLC WP5O65E6BMU84LNO4227 82967NBC1 15049000.00000000 PA USD 15126427.11000000 0.059417214352 Long DBT CORP US Y 2 2029-07-01 Fixed 5.50000000 N N N N N N Sirius XM Radio LLC WP5O65E6BMU84LNO4227 82967NBG2 3002000.00000000 PA USD 2842489.03000000 0.011165411287 Long DBT CORP US Y 2 2030-07-01 Fixed 4.12500000 N N N N N N Sirius XM Radio LLC WP5O65E6BMU84LNO4227 82967NBJ6 12073000.00000000 PA USD 11769160.02000000 0.046229734131 Long DBT CORP US Y 2 2028-07-15 Fixed 4.00000000 N N N N N N Six Flags Entertainment Corp. 529900AS2CYWYFHRS781 83001AAD4 2410000.00000000 PA USD 2298019.28000000 0.009026712200 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 2751000.00000000 PA USD 2744280.88000000 0.010779645722 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 8250000.00000000 PA USD 8312909.55000000 0.032653443211 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 4925000.00000000 PA USD 4999525.99000000 0.019638339262 Long DBT CORP US N 2 2029-10-01 Fixed 5.02600000 N N N N N N Genesee & Wyoming, Inc. G617XSG94Z7G0RMW3L02 37156QAZ9 7135462.35720000 PA USD 7122832.59000000 0.027978773025 Long LON CORP US N 2 2031-04-10 Variable 5.75150000 N N N N N N Smyrna Ready Mix Concrete LLC 549300S7RFWHQFOIOY93 83283WAE3 6960000.00000000 PA USD 7387023.84000000 0.029016526886 Long DBT CORP US Y 2 2031-11-15 Fixed 8.87500000 N N N N N N Snap, Inc. 549300JNC0L6VP8A2Q35 83304AAL0 943000.00000000 PA USD 971417.31000000 0.003815766282 Long DBT CORP US Y 2 2033-03-01 Fixed 6.87500000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RAW2 3734000.00000000 PA USD 3516461.16000000 0.013812800933 Long DBT CORP FR Y 2 2030-01-22 Fixed 3.00000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RAZ5 11251000.00000000 PA USD 11235962.48000000 0.044135312739 Long DBT CORP FR Y 2 2026-12-14 Variable 1.48800000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RBD3 3095000.00000000 PA USD 2802854.25000000 0.011009724276 Long DBT CORP FR Y 2 2032-06-09 Variable 2.88900000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RBH4 10679000.00000000 PA USD 10491344.66000000 0.041210423980 Long DBT CORP FR Y 2 2028-01-19 Variable 2.79700000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RBQ4 3000000.00000000 PA USD 3006170.58000000 0.011808359002 Long DBT CORP FR Y 2 2027-01-12 Variable 6.44700000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RBR2 3000000.00000000 PA USD 3125664.12000000 0.012277734435 Long DBT CORP FR Y 2 2029-01-10 Variable 6.44600000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RBX9 13063000.00000000 PA USD 13838532.41000000 0.054358312148 Long DBT CORP FR Y 2 2035-01-19 Variable 6.06600000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RCF7 19245000.00000000 PA USD 20414024.05000000 0.080187107898 Long DBT CORP FR Y 2 2033-04-13 Variable 6.10000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RCG5 13035000.00000000 PA USD 13498798.20000000 0.053023822501 Long DBT CORP FR Y 2 2031-05-22 Variable 5.51200000 N N N N N N Solstice Advanced Materials, Inc. 2138004GZ4H9TW6HK435 83443QAA1 4322000.00000000 PA USD 4345649.98000000 0.017069887983 Long DBT CORP US Y 2 2033-09-30 Fixed 5.62500000 N N N N N N Sonic Automotive, Inc. 549300NTLRGJ2JCBZU03 83545GBD3 3417000.00000000 PA USD 3340930.06000000 0.013123307709 Long DBT CORP US Y 2 2029-11-15 Fixed 4.62500000 N N N N N N Sonoco Products Co. GKOMIK4RDJGHEF0VNP11 835495AL6 10589000.00000000 PA USD 10039630.71000000 0.039436073408 Long DBT CORP US N 2 2030-05-01 Fixed 3.12500000 N N N N N N Soundview Home Loan Trust N/A 83612TAB8 639774.46650000 PA USD 431520.01000000 0.001695027963 Long ABS-O CORP US N 2 2037-06-25 Floating 4.14875880 N N N N N N Republic of South Africa 378900AAFB4F17004C49 836205BE3 2000000.00000000 PA USD 2015140.00000000 0.007915551006 Long DBT NUSS ZA N 2 2052-04-20 Fixed 7.30000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 836205BF0 7049000.00000000 PA USD 7590010.75000000 0.029813867636 Long DBT NUSS ZA Y 2 2036-11-19 Fixed 7.10000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 836205BG8 6371000.00000000 PA USD 6829712.00000000 0.026827383553 Long DBT NUSS ZA Y 2 2054-11-19 Fixed 7.95000000 N N N N N N Central Parent LLC N/A 15477BAE7 5256900.00000000 PA USD 4358285.51000000 0.017119520854 Long LON CORP US N 2 2029-07-06 Variable 7.25150000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400FF5 437000.00000000 PA USD 441433.19000000 0.001733967332 Long DBT CORP US N 2 2037-01-15 Fixed 5.55000000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400FH1 277000.00000000 PA USD 285415.09000000 0.001121121958 Long DBT CORP US N 2 2038-02-01 Fixed 5.95000000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400GE7 1233000.00000000 PA USD 903537.11000000 0.003549130125 Long DBT CORP US N 2 2045-02-01 Fixed 3.60000000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400GK3 971000.00000000 PA USD 754433.25000000 0.002963444163 Long DBT CORP US N 2 2048-03-01 Fixed 4.12500000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400GY3 8553000.00000000 PA USD 5333607.86000000 0.020950626290 Long DBT CORP US N 2 2051-02-01 Fixed 2.95000000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400HX4 11757000.00000000 PA USD 11487029.89000000 0.045121515628 Long DBT CORP US N 2 2053-12-01 Fixed 5.87500000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400HZ9 2399000.00000000 PA USD 2419174.53000000 0.009502614897 Long DBT CORP US N 2 2034-06-01 Fixed 5.20000000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400JD6 2060000.00000000 PA USD 1979585.24000000 0.007775890478 Long DBT CORP US N 2 2054-04-15 Fixed 5.75000000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400JE4 3540000.00000000 PA USD 3660828.45000000 0.014379881457 Long DBT CORP US N 2 2031-06-01 Fixed 5.45000000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400JG9 11696000.00000000 PA USD 11945983.75000000 0.046924304858 Long DBT CORP US N 2 2035-03-01 Fixed 5.45000000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400JJ3 4400000.00000000 PA USD 4518546.78000000 0.017749033571 Long DBT CORP US N 2 2030-03-15 Fixed 5.25000000 N N N N N N Iridium Satellite LLC 254900615BJ7139TFM33 46269KAT1 4396828.18410000 PA USD 4198970.92000000 0.016493726734 Long LON CORP US N 2 2030-09-20 Variable 6.16572000 N N N N N N Southern California Gas Co. XY0N0J73VHV5F4CUJV89 842434CU4 695000.00000000 PA USD 654277.95000000 0.002570030114 Long DBT CORP US N 2 2030-02-01 Fixed 2.55000000 N N N N N N Southern Co. (The) 549300FC3G3YU2FBZD92 842587DT1 1995000.00000000 PA USD 2107098.05000000 0.008276765926 Long DBT CORP US N 2 2034-03-15 Fixed 5.70000000 N N N N N N Southern Co. Gas Capital Corp. E8CD46SWUD2TSN8PA636 8426EPAE8 9888000.00000000 PA USD 6530045.98000000 0.025650283368 Long DBT CORP US N 2 2051-09-30 Fixed 3.15000000 N N N N N N White Cap Supply Holdings LLC 254900L2N0T6GULCL366 96350TAH3 5652469.22170000 PA USD 5666826.49000000 0.022259522477 Long LON CORP US N 2 2029-10-19 Variable 7.21461000 N N N N N N Southwestern Electric Power Co. R64UBJHEC74EB3HGQ410 845437BN1 1206000.00000000 PA USD 952415.07000000 0.003741124718 Long DBT CORP US N 2 2045-04-01 Fixed 3.90000000 N N N N N N Southwestern Electric Power Co. R64UBJHEC74EB3HGQ410 845437BU5 2214000.00000000 PA USD 2278613.31000000 0.008950484769 Long DBT CORP US N 2 2033-04-01 Fixed 5.30000000 N N N N N N Expand Energy Corp. X2MT1W32SPAZ9WSKLE78 845467AR0 2501000.00000000 PA USD 2506672.54000000 0.009846310601 Long DBT CORP US N 2 2029-02-01 Fixed 5.37500000 N N N N N N Expand Energy Corp. X2MT1W32SPAZ9WSKLE78 845467AS8 2938000.00000000 PA USD 2979094.86000000 0.011702004484 Long DBT CORP US N 2 2030-03-15 Fixed 5.37500000 N N N N N N Expand Energy Corp. X2MT1W32SPAZ9WSKLE78 845467AT6 34614000.00000000 PA USD 34232322.50000000 0.134465940237 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N OneMain Finance Corp. 5493008I795YYBFWFU90 85172FAN9 633000.00000000 PA USD 637036.64000000 0.002502305555 Long DBT CORP US N 2 2026-03-15 Fixed 7.12500000 N N N N N N OneMain Finance Corp. 5493008I795YYBFWFU90 85172FAR0 7094000.00000000 PA USD 7070804.75000000 0.027774405576 Long DBT CORP US N 2 2029-11-15 Fixed 5.37500000 N N N N N N Spirit AeroSystems, Inc. ZD2NBKV6GCC3UMGBM518 85205TAN0 2885000.00000000 PA USD 3029742.99000000 0.011900952377 Long DBT CORP US Y 2 2029-11-30 Fixed 9.37500000 N N N N N N Sprint Capital Corp. 549300L17W0GQBR1PO80 852060AD4 4475000.00000000 PA USD 4819866.64000000 0.018932630106 Long DBT CORP US N 2 2028-11-15 Fixed 6.87500000 N N N N N N Block, Inc. 549300OHIIUWSTIZME52 852234AS2 12484000.00000000 PA USD 13046691.33000000 0.051247928523 Long DBT CORP US N 2 2032-05-15 Fixed 6.50000000 N N N N N N Block, Inc. 549300OHIIUWSTIZME52 852234AT0 881000.00000000 PA USD 897680.85000000 0.003526126500 Long DBT CORP US Y 2 2030-08-15 Fixed 5.62500000 N N N N N N Block, Inc. 549300OHIIUWSTIZME52 852234AU7 706000.00000000 PA USD 725596.00000000 0.002850170284 Long DBT CORP US Y 2 2033-08-15 Fixed 6.00000000 N N N N N N Standard Building Solutions, Inc. 54930064UHXCIUWVI755 853191AC8 2735000.00000000 PA USD 2805139.08000000 0.011018699180 Long DBT CORP US Y 2 2033-08-01 Fixed 6.25000000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 853254BZ2 2520000.00000000 PA USD 2511079.20000000 0.009863620139 Long DBT CORP GB Y 2 2027-01-14 Variable 1.45600000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 853254CN8 9999000.00000000 PA USD 10669341.96000000 0.041909604537 Long DBT CORP GB Y 2 2028-11-16 Variable 7.76700000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 853254CS7 2916000.00000000 PA USD 3033631.44000000 0.011916226365 Long DBT CORP GB Y 2 2029-01-09 Fixed 6.30100000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 853254CT5 1400000.00000000 PA USD 1415806.00000000 0.005561342937 Long DBT CORP GB Y 2 2027-07-06 Variable 6.18700000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 853254DB3 4030000.00000000 PA USD 4110358.20000000 0.016145652404 Long DBT CORP GB Y 2 2028-05-14 Variable 5.68800000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 853254DC1 9918000.00000000 PA USD 10542437.28000000 0.041411117847 Long DBT CORP GB Y 2 2035-05-14 Variable 5.90500000 N N N N N N Standard Industries, Inc. N/A 853496AD9 3312000.00000000 PA USD 3302871.80000000 0.012973813333 Long DBT CORP US Y 2 2028-01-15 Fixed 4.75000000 N N N N N N Standard Industries, Inc. N/A 853496AG2 7169000.00000000 PA USD 6951298.98000000 0.027304982103 Long DBT CORP US Y 2 2030-07-15 Fixed 4.37500000 N N N N N N Standard Industries, Inc. N/A 853496AH0 3539000.00000000 PA USD 3246936.59000000 0.012754097577 Long DBT CORP US Y 2 2031-01-15 Fixed 3.37500000 N N N N N N Ahead DB Holdings LLC 254900L07WFL833JX193 00866HAH8 3561626.51000000 PA USD 3539117.03000000 0.013901794102 Long LON CORP US N 2 2031-02-03 Variable 7.00150000 N N N N N N Graham Packaging Co., Inc. 549300YS0ZFT826HIK72 38469EAE3 4736004.42300000 PA USD 4744671.31000000 0.018637259824 Long LON CORP US N 2 2027-08-04 Variable 6.41572000 N N N N N N Staples, Inc. XQM2JINI1UL7642TU573 855030AS1 5102243.00000000 PA USD 4021554.26000000 0.015796826954 Long DBT CORP US Y 2 2030-01-15 Fixed 12.75000000 N N N N N N Starwood Property Trust, Inc. BUGSFQZERKRBFWIG5267 85571BBB0 5310000.00000000 PA USD 5627484.90000000 0.022104987128 Long DBT CORP US Y 2 2029-04-01 Fixed 7.25000000 N N N N N N Republic of Montenegro 747800V014106FYLL014 857305AA4 2200000.00000000 PA USD 2358246.00000000 0.009263285180 Long DBT NUSS ME Y 2 2031-03-12 Fixed 7.25000000 N N N N N N State Street Corp. 549300ZFEEJ2IP5VME73 857477CH4 2625000.00000000 PA USD 2724348.38000000 0.010701350060 Long DBT CORP US N 2 2029-03-15 Variable 6.70000000 N N N N N N Station Casinos LLC 5493004E7Q60TX54WL62 857691AG4 3463000.00000000 PA USD 3425367.93000000 0.013454983060 Long DBT CORP US Y 2 2028-02-15 Fixed 4.50000000 N N N N N N Street Capital Group, Inc. N/A N/A 7195901.27000000 PA USD 7195901.27000000 0.028265789740 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 9471983.01000000 PA USD 9471983.01000000 0.037206330401 Long DBT CORP NL N 3 2030-02-15 Fixed 0.00000000 N N N N N N Stream Innovations Issuer Trust N/A 86324XAD7 2698141.26000000 PA USD 2755946.24000000 0.010825467725 Long ABS-O CORP US Y 2 2045-09-15 Fixed 8.40000000 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A 863579CB2 15038.12040000 PA USD 14365.21000000 0.000056427122 Long ABS-MBS CORP US N 2 2034-10-25 Variable 5.24277360 N N N N N N Structured Asset Securities Corp. Mortgage Pass-Through Certificates N/A 86359AS95 182425.70900000 PA USD 176562.20000000 0.000693543426 Long ABS-MBS CORP US N 2 2033-09-25 Variable 5.51274840 N N N N N N Structured Asset Securities Corp. Mortgage Pass-Through Certificates N/A 86359BBR1 337204.14350000 PA USD 335297.25000000 0.001317061089 Long ABS-MBS CORP US N 2 2033-12-25 Variable 5.73845040 N N N N N N Structured Asset Securities Corp. Mortgage Pass-Through Certificates N/A 86359BBS9 26094.08610000 PA USD 25651.25000000 0.000100759142 Long ABS-MBS CORP US N 2 2033-12-25 Variable 5.50240920 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MBP4 1395000.00000000 PA USD 1342661.69000000 0.005274029145 Long DBT CORP JP N 2 2029-07-16 Fixed 3.04000000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MBW9 3500000.00000000 PA USD 3306473.84000000 0.012987962291 Long DBT CORP JP N 2 2030-01-15 Fixed 2.75000000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MCR9 3000000.00000000 PA USD 3095435.79000000 0.012158996338 Long DBT CORP JP N 2 2028-01-13 Fixed 5.52000000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MDN7 5000000.00000000 PA USD 5257665.75000000 0.020652322626 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 1642000.00000000 PA USD 1669612.63000000 0.006558305593 Long DBT CORP JP Y 2 2027-09-15 Fixed 4.95000000 N N N N N N BCPE Pequod Buyer, Inc. N/A 05624AAB8 8069775.00000000 PA USD 8089949.44000000 0.031777646927 Long LON CORP US N 2 2031-11-25 Variable 6.91572000 N N N N N N Sunoco LP 54930001NJU8E40NQ561 86765KAB5 1392000.00000000 PA USD 1448975.98000000 0.005691635954 Long DBT CORP US Y 2 2029-05-01 Fixed 7.00000000 N N N N N N Sunoco LP 54930001NJU8E40NQ561 86765KAC3 4085000.00000000 PA USD 4311123.70000000 0.016934267366 Long DBT CORP US Y 2 2032-05-01 Fixed 7.25000000 N N N N N N Sunoco LP N/A 86765LAQ0 1491000.00000000 PA USD 1493345.34000000 0.005865920585 Long DBT CORP US N 2 2027-04-15 Fixed 6.00000000 N N N N N N Sunoco LP N/A 86765LAT4 4227000.00000000 PA USD 4142814.22000000 0.016273140956 Long DBT CORP US N 2 2029-05-15 Fixed 4.50000000 N N N N N N Superior Plus LP N/A 86828LAC6 3859000.00000000 PA USD 3732441.39000000 0.014661179967 Long DBT CORP CA Y 2 2029-03-15 Fixed 4.50000000 N N N N N N Suriname Government International Bond 254900SYU4G5JM13TN77 86886PAE2 6190000.00000000 PA USD 6358677.50000000 0.024977141083 Long DBT NUSS SR Y 2 2030-11-06 Fixed 7.70000000 N N N N N N Suriname Government International Bond 254900SYU4G5JM13TN77 86886PAF9 8515000.00000000 PA USD 9166908.40000000 0.036007985057 Long DBT NUSS SR Y 2 2035-11-06 Fixed 8.50000000 N N N N N N Svenska Handelsbanken AB NHBDILHZTYCNBV5UYZ31 86959LAP8 14707000.00000000 PA USD 15222152.53000000 0.059793227654 Long DBT CORP SE Y 2 2028-06-15 Fixed 5.50000000 N N N N N N Synopsys, Inc. QG7T915N9S0NY5UKNE63 871607AD9 9252000.00000000 PA USD 9491952.66000000 0.037284771990 Long DBT CORP US N 2 2032-04-01 Fixed 5.00000000 N N N N N N Synopsys, Inc. QG7T915N9S0NY5UKNE63 871607AG2 6004000.00000000 PA USD 6018604.91000000 0.023641322266 Long DBT CORP US N 2 2055-04-01 Fixed 5.70000000 N N N N N N Sysco Corp. 5RGWIFLMGH3YS7KWI652 871829BU0 3885000.00000000 PA USD 4012952.36000000 0.015763038345 Long DBT CORP US N 2 2030-09-23 Fixed 5.10000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABS3 11295000.00000000 PA USD 10776035.75000000 0.042328702037 Long DBT CORP US N 2 2029-02-15 Fixed 2.62500000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABV6 14785000.00000000 PA USD 14410911.41000000 0.056606639892 Long DBT CORP US N 2 2029-04-15 Fixed 3.37500000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ACT0 8020000.00000000 PA USD 5514937.04000000 0.021662894605 Long DBT CORP US N 2 2052-10-15 Fixed 3.40000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ACY9 2300000.00000000 PA USD 2361435.32000000 0.009275812957 Long DBT CORP US N 2 2033-07-15 Fixed 5.05000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ADG7 1890000.00000000 PA USD 1826807.49000000 0.007175773328 Long DBT CORP US N 2 2055-01-15 Fixed 5.50000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ADV4 2918000.00000000 PA USD 3291932.57000000 0.012930843597 Long DBT CORP US N 2 2033-12-15 Fixed 6.70000000 N N N N N N TSMC Arizona Corp. 2549005GOBWLCSY63Q97 872898AC5 6873000.00000000 PA USD 6290375.79000000 0.024708849218 Long DBT CORP US N 2 2031-10-25 Fixed 2.50000000 N N N N N N Take-Two Interactive Software, Inc. BOMSTHHJK882EWYX3334 874054AG4 831000.00000000 PA USD 826635.23000000 0.003247056446 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 3301000.00000000 PA USD 3421020.50000000 0.013437906180 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 13544000.00000000 PA USD 14218606.87000000 0.055851259920 Long DBT CORP US N 2 2034-06-12 Fixed 5.60000000 N N N N N N Takeda Pharmaceutical Co. Ltd. 549300ZLMVP4X0OGR454 874060AZ9 5254000.00000000 PA USD 3591231.79000000 0.014106502976 Long DBT CORP JP N 2 2050-07-09 Fixed 3.17500000 N N N N N N Tallgrass Energy Partners LP N/A 87470LAD3 5540000.00000000 PA USD 5536848.85000000 0.021748965077 Long DBT CORP US Y 2 2028-01-15 Fixed 5.50000000 N N N N N N Moran Foods LLC N/A 61647DAX0 287866.91440000 PA USD 273473.57000000 0.001074215187 Long LON CORP US N 3 2029-01-02 Variable 6.34094000 N N Y N N N Moran Foods LLC N/A 61647DAY8 263098.83030000 PA USD 249943.89000000 0.000981789657 Long LON CORP US N 3 2029-01-02 Variable 12.34094000 N N Y N N N Teachers Insurance & Annuity Association of America O06XD7BJ4EPXNABVFN69 878091BF3 777000.00000000 PA USD 650104.98000000 0.002553638520 Long DBT CORP US Y 2 2047-05-15 Fixed 4.27000000 N N N N N N TEGNA, Inc. 549300YC5EDBGX85AO10 87901JAH8 5704000.00000000 PA USD 5651293.90000000 0.022198509838 Long DBT CORP US N 2 2029-09-15 Fixed 5.00000000 N N N N N N TEGNA, Inc. 549300YC5EDBGX85AO10 87901JAJ4 4371000.00000000 PA USD 4318201.82000000 0.016962070506 Long DBT CORP US N 2 2028-03-15 Fixed 4.62500000 N N N N N N Somnigroup International, Inc. 549300HFEKVR3US71V91 88023UAH4 9283000.00000000 PA USD 9038872.88000000 0.035505056383 Long DBT CORP US Y 2 2029-04-15 Fixed 4.00000000 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GDB3 1502000.00000000 PA USD 1502145.69000000 0.005900488714 Long DBT CORP US N 2 2027-11-01 Fixed 5.12500000 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GDH0 6081000.00000000 PA USD 6083572.26000000 0.023896516631 Long DBT CORP US N 2 2028-06-15 Fixed 4.62500000 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GDM9 4810000.00000000 PA USD 4714685.52000000 0.018519474434 Long DBT CORP US N 2 2029-06-01 Fixed 4.25000000 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GDQ0 12958000.00000000 PA USD 13244903.08000000 0.052026512253 Long DBT CORP US N 2 2030-06-15 Fixed 6.12500000 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GDU1 5480000.00000000 PA USD 5709513.36000000 0.022427198220 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 4689851.78440000 PA USD 4697074.16000000 0.018450296303 Long LON CORP US N 2 2029-12-20 Variable 5.75150000 N N N N N N Terex Corp. YAWJZJYEQ7M1SYMOS462 880779BA0 1085000.00000000 PA USD 1077928.30000000 0.004234145736 Long DBT CORP US Y 2 2029-05-15 Fixed 5.00000000 N N N N N N Terex Corp. YAWJZJYEQ7M1SYMOS462 880779BB8 2042000.00000000 PA USD 2084806.45000000 0.008189203625 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 855000.00000000 PA USD 881532.70000000 0.003462695917 Long DBT MUN US N 2 2041-04-01 Fixed 5.16900000 N N N N N N MH Sub I LLC 2549005VFKP807SR8N49 45567YAP0 2437532.86610000 PA USD 1981519.22000000 0.007783487229 Long LON CORP US N 2 2031-12-31 Variable 8.16572000 N N N N N N USI, Inc. N/A 90351NAQ8 5222419.08100000 PA USD 5226753.69000000 0.020530898811 Long LON CORP US N 2 2030-09-27 Variable 6.25150000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBB3 7750000.00000000 PA USD 6869000.23000000 0.026981709301 Long DBT CORP US N 2 2041-09-01 Fixed 5.50000000 N N N N N N TopBuild Corp. 5493007YSKHOL4RWII46 89055FAD5 1275000.00000000 PA USD 1292405.60000000 0.005076621201 Long DBT CORP US Y 2 2034-01-31 Fixed 5.62500000 N N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 89115A2U5 1694000.00000000 PA USD 1757028.96000000 0.006901680455 Long DBT CORP CA N 2 2028-07-17 Fixed 5.52300000 N N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 89115A2Y7 6990000.00000000 PA USD 7183056.81000000 0.028215336185 Long DBT CORP CA N 2 2029-04-05 Fixed 4.99400000 N N N N N N TotalEnergies Capital International SA 549300U37G2I8G4RUG09 89153VAU3 4998000.00000000 PA USD 3635043.10000000 0.014278595565 Long DBT CORP FR N 2 2049-07-12 Fixed 3.46100000 N N N N N N TotalEnergies Capital International SA 549300U37G2I8G4RUG09 89153VAV1 6549000.00000000 PA USD 4485870.04000000 0.017620678021 Long DBT CORP FR N 2 2050-05-29 Fixed 3.12700000 N N N N N N TotalEnergies Capital SA 529900QI55ZLJVCMPA71 89157XAB7 5910000.00000000 PA USD 5833181.88000000 0.022912973143 Long DBT CORP FR N 2 2054-04-05 Fixed 5.48800000 N N N N N N TotalEnergies Capital SA 529900QI55ZLJVCMPA71 89157XAC5 14350000.00000000 PA USD 14286200.19000000 0.056116769201 Long DBT CORP FR N 2 2064-04-05 Fixed 5.63800000 N N N N N N TotalEnergies Capital SA 529900QI55ZLJVCMPA71 89157XAE1 6340000.00000000 PA USD 6097020.45000000 0.023949341662 Long DBT CORP FR N 2 2054-09-10 Fixed 5.27500000 N N N N N N Towd Point Mortgage Trust N/A 89175GAK2 1290687.80000000 PA USD 1275932.53000000 0.005011914319 Long ABS-MBS CORP US Y 2 2047-11-25 Variable 3.99999960 N N N N N N Towd Point Mortgage Trust N/A 89179TAA2 33006943.12640000 PA USD 30251807.37000000 0.118830316636 Long ABS-MBS CORP US Y 2 2060-11-30 Variable 2.91808080 N N N N N N Towd Point Mortgage Trust N/A 89179TAU8 29122341.00000000 PA USD 24644810.19000000 0.096805806096 Long ABS-MBS CORP US Y 2 2060-11-30 Fixed 3.30716000 N N N N N N Wand NewCo 3, Inc. N/A 93369PAM6 3484025.23890000 PA USD 3483676.84000000 0.013684022805 Long LON CORP US N 2 2031-01-30 Variable 6.41572000 N N N N N N Phoenix Newco, Inc. 254900PHGVI5379Z9791 71911KAE4 8178253.36960000 PA USD 8208594.69000000 0.032243690243 Long LON CORP US N 2 2028-11-15 Variable 6.16572000 N N N N N N TransCanada PipeLines Ltd. 5BV01I6231JPDAPMGH09 89352HAB5 800000.00000000 PA USD 842246.90000000 0.003308379713 Long DBT CORP CA N 2 2036-03-15 Fixed 5.85000000 N N N N N N TransCanada PipeLines Ltd. 5BV01I6231JPDAPMGH09 89352HAM1 11000000.00000000 PA USD 10797760.05000000 0.042414035962 Long DBT CORP CA N 2 2034-03-01 Fixed 4.62500000 N N N N N N Transcanada Trust 549300Y0MFCAXLBWUV51 89356BAE8 16507000.00000000 PA USD 16364131.92000000 0.064278968650 Long DBT CORP CA N 2 2079-09-15 Variable 5.50000000 N N N N N N Boost Newco Borrower LLC 254900S8RE1OL7TTCU64 92943EAG1 6016437.96870000 PA USD 6025462.63000000 0.023668259666 Long LON CORP US N 2 2031-01-31 Variable 6.00150000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 893647BS5 6390000.00000000 PA USD 6661472.76000000 0.026166533049 Long DBT CORP US Y 2 2030-12-15 Fixed 6.87500000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 893647BU0 3139000.00000000 PA USD 3233066.41000000 0.012699614952 Long DBT CORP US Y 2 2029-03-01 Fixed 6.37500000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 893647BV8 4277000.00000000 PA USD 4445398.32000000 0.017461703477 Long DBT CORP US Y 2 2032-03-01 Fixed 6.62500000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 893647BZ9 948000.00000000 PA USD 982923.37000000 0.003860962548 Long DBT CORP US Y 2 2034-01-31 Fixed 6.25000000 N N N N N N Genesys Cloud Services, Inc. 254900CRMBG6WX4HX396 39479UAY9 9905217.05600000 PA USD 9750497.57000000 0.038300346800 Long LON CORP US N 2 2032-01-30 Variable 6.41572000 N N N N N N HUB International Ltd. N/A 44332EAZ9 4360340.53390000 PA USD 4375340.10000000 0.017186511969 Long LON CORP US N 2 2030-06-20 Variable 6.11996000 N N N N N N Quikrete Holdings, Inc. N/A 74839XAL3 3582000.00000000 PA USD 3585223.80000000 0.014082903350 Long LON CORP US N 2 2032-02-10 Variable 6.16572000 N N N N N N Triad Holdings III LLC N/A N/A 23561403.54000000 PA USD 23561403.54000000 0.092550141180 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 28545546.61000000 PA USD 28545546.61000000 0.112128055714 Long DBT CORP US N 3 2052-04-01 Fixed 0.00000000 N N N N N N Tricon American Homes Trust N/A 89612LAF3 6796000.00000000 PA USD 6762689.41000000 0.026564116123 Long ABS-O CORP US Y 2 2038-03-17 Fixed 3.74500000 N N N N N N Tricolor Auto Securitization Trust N/A 89616BAE4 1043955.18000000 PA USD 1023149.15000000 0.004018971031 Long ABS-O CORP US Y 2 2027-08-16 Fixed 7.79000000 N N N N N N TriMas Corp. 75G1WUQ8QK4P5MZOYD78 896215AH3 3262000.00000000 PA USD 3200823.15000000 0.012572962129 Long DBT CORP US Y 2 2029-04-15 Fixed 4.12500000 N N N N N N Trinidad Generation UnLtd N/A 89636DAB2 3473000.00000000 PA USD 3576321.75000000 0.014047935739 Long DBT CORP TT Y 2 2033-06-16 Fixed 7.75000000 N N N N N N Trinity Industries, Inc. R1JB4KXN77XFCXOQKV49 896522AJ8 3520000.00000000 PA USD 3665428.80000000 0.014397951817 Long DBT CORP US Y 2 2028-07-15 Fixed 7.75000000 N N N N N N Primo Brands Corp. 254900J0WS4AXV2LAX55 89678QAD8 7581286.86690000 PA USD 7594023.43000000 0.029829629605 Long LON CORP US N 2 2028-03-31 Variable 6.25150000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAM4 17311000.00000000 PA USD 17678956.21000000 0.069443651367 Long DBT CORP US N 2 2034-01-26 Variable 5.12200000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAN2 7816000.00000000 PA USD 7887011.17000000 0.030980497237 Long DBT CORP US N 2 2027-06-08 Variable 6.04700000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAP7 4385000.00000000 PA USD 4676472.05000000 0.018369370386 Long DBT CORP US N 2 2034-06-08 Variable 5.86700000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAQ5 6330000.00000000 PA USD 6854051.58000000 0.026922990403 Long DBT CORP US N 2 2029-10-30 Variable 7.16100000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAS1 3680000.00000000 PA USD 3891569.93000000 0.015286243276 Long DBT CORP US N 2 2035-01-24 Variable 5.71100000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAV4 3240000.00000000 PA USD 3223561.08000000 0.012662277633 Long DBT CORP US N 2 2036-10-23 Variable 4.96400000 N N N N N N Tucson Electric Power Co. YLF139GXSRKPBBTNZL03 898813AV2 1230000.00000000 PA USD 1198868.33000000 0.004709203040 Long DBT CORP US N 2 2053-04-15 Fixed 5.50000000 N N N N N N Republic of Turkiye (The) 5493000PCHOG3B6S3Q85 900123DK3 5575000.00000000 PA USD 5988776.50000000 0.023524155071 Long DBT NUSS TR N 2 2034-05-15 Fixed 7.62500000 N N N N N N Republic of Turkiye (The) 5493000PCHOG3B6S3Q85 900123DP2 2400000.00000000 PA USD 2529600.00000000 0.009936370587 Long DBT NUSS TR N 2 2032-02-12 Fixed 7.12500000 N N N N N N TC Ziraat Bankasi A/S 213800K5KTZFSUS8MR51 90014TAM3 2641000.00000000 PA USD 2730714.77000000 0.010726357496 Long DBT CORP TR Y 2 2030-02-04 Fixed 7.25000000 N N N N N N 20 Times Square Trust N/A 90137LAL4 23414363.00000000 PA USD 21014390.79000000 0.082545372610 Long ABS-MBS CORP US Y 2 2035-05-15 Variable 3.20322960 N N N N N N Coherent Corp. 549300O5C25A0MMHHU33 902104AC2 6307000.00000000 PA USD 6250436.30000000 0.024551965294 Long DBT CORP US Y 2 2029-12-15 Fixed 5.00000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AA6 27883000.00000000 PA USD 26766909.87000000 0.105141499029 Long DBT CORP CH Y 2 2030-08-13 Variable 3.12600000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AP3 11213000.00000000 PA USD 11300288.27000000 0.044387987031 Long DBT CORP CH Y 2 2028-05-12 Variable 4.75100000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613BE7 2250000.00000000 PA USD 2636298.00000000 0.010355484624 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 2230000.00000000 PA USD 2443495.74000000 0.009598149589 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 1107000.00000000 PA USD 1146784.23000000 0.004504614600 Long DBT CORP CH Y 2 2030-02-08 Variable 5.42800000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613BL1 8480000.00000000 PA USD 8879105.01000000 0.034877481761 Long DBT CORP CH Y 2 2030-09-13 Variable 5.61700000 N N N N N N UDR, Inc. P3CH2EG5X6Z1XWU1OO74 90265EAT7 923000.00000000 PA USD 792655.05000000 0.003113580931 Long DBT CORP US N 2 2032-08-01 Fixed 2.10000000 N N N N N N UDR, Inc. P3CH2EG5X6Z1XWU1OO74 90265EAW0 4430000.00000000 PA USD 4523200.87000000 0.017767315024 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 13864992.48000000 PA USD 14315604.74000000 0.056232271457 Long ABS-O CORP US Y 3 2040-06-05 Fixed 8.35000000 N N N N N N UPG HI Issuer Trust N/A 90321EAA0 13125000.00000000 PA USD 13150751.25000000 0.051656680076 Long ABS-O CORP US Y 3 2047-09-25 Fixed 5.00000000 N N N N N N Uber Technologies, Inc. 549300B2FTG34FILDR98 90353TAP5 21125000.00000000 PA USD 21243300.00000000 0.083444537198 Long DBT CORP US N 2 2034-09-15 Fixed 4.80000000 N N N N N N Uber Technologies, Inc. 549300B2FTG34FILDR98 90353TAQ3 1440000.00000000 PA USD 1393978.03000000 0.005475601793 Long DBT CORP US N 2 2054-09-15 Fixed 5.35000000 N N N N N N Uber Technologies, Inc. 549300B2FTG34FILDR98 90353TAU4 15220000.00000000 PA USD 15213093.16000000 0.059757642084 Long DBT CORP US N 2 2035-09-15 Fixed 4.80000000 N N N N N N US Auto Funding N/A 90355EAD3 10500000.00000000 PA USD 90343.05000000 0.000354871135 Long ABS-O CORP US Y 2 2027-03-15 Fixed 4.36000000 N N N N N N US Auto Funding Trust N/A 90355FAD0 16000000.00000000 PA USD 160.00000000 0.000000628486 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 7826520.42340000 PA USD 7819633.09000000 0.030715833427 Long LON CORP US N 2 2028-04-20 Variable 6.13444000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 904678AQ2 4300000.00000000 PA USD 4611628.57000000 0.018114662588 Long DBT CORP IT Y 2 2034-04-02 Variable 7.29600000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 904678AW9 690000.00000000 PA USD 682227.58000000 0.002679817386 Long DBT CORP IT Y 2 2027-06-03 Variable 1.98200000 N N N N N N Union Electric Co. QMPJLLDULY5C1M8PNY21 906548CN0 1991000.00000000 PA USD 1606262.45000000 0.006309463537 Long DBT CORP US N 2 2048-04-01 Fixed 4.00000000 N N N N N N Union Electric Co. QMPJLLDULY5C1M8PNY21 906548CU4 1262000.00000000 PA USD 988009.79000000 0.003880942211 Long DBT CORP US N 2 2052-04-01 Fixed 3.90000000 N N N N N N Union Electric Co. QMPJLLDULY5C1M8PNY21 906548CX8 3765000.00000000 PA USD 3599941.12000000 0.014140713575 Long DBT CORP US N 2 2054-01-15 Fixed 5.25000000 N N N N N N Union Electric Co. QMPJLLDULY5C1M8PNY21 906548CY6 2310000.00000000 PA USD 2394106.48000000 0.009404146588 Long DBT CORP US N 2 2034-04-01 Fixed 5.20000000 N N N N N N 1261229 BC Ltd. N/A C6903HAB0 2349112.50000000 PA USD 2317399.48000000 0.009102838406 Long LON CORP CA N 2 2030-10-08 Variable 10.16572000 N N N N N N United Airlines Pass-Through Trust N/A 909318AA5 7810404.16450000 PA USD 7549743.64000000 0.029655696808 Long ABS-O CORP US N 2 2030-03-01 Fixed 3.50000000 N N N N N N United Airlines Pass-Through Trust N/A 90931CAA6 1034802.93670000 PA USD 1021264.82000000 0.004011569307 Long ABS-O CORP US N 2 2031-08-25 Fixed 4.15000000 N N N N N N United Airlines Pass-Through Trust N/A 90931EAA2 1234509.93000000 PA USD 1201199.40000000 0.004718359577 Long ABS-O CORP US N 2 2031-08-25 Fixed 4.55000000 N N N N N N United Airlines Pass-Through Trust N/A 90931LAA6 763369.84270000 PA USD 744880.57000000 0.002925920851 Long ABS-O CORP US N 2 2028-07-07 Fixed 3.10000000 N N N N N N United Airlines Pass-Through Trust N/A 90931VAA4 808690.77370000 PA USD 773148.01000000 0.003036956493 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 3598829.69170000 PA USD 3436159.71000000 0.013497373606 Long DBT CORP US N 2 2028-10-07 Fixed 3.10000000 N N N N N N United Airlines Pass-Through Trust N/A 90932EAA1 1052669.81900000 PA USD 1006782.89000000 0.003954683703 Long ABS-O CORP US N 2 2028-10-07 Fixed 2.87500000 N N N N N N United Airlines Pass-Through Trust N/A 90932JAA0 1321572.33880000 PA USD 1216153.69000000 0.004777100630 Long ABS-O CORP US N 2 2032-05-01 Fixed 2.70000000 N N N N N N United Airlines, Inc. K1OQBWM7XEOO08LDNP29 90932LAH0 4915000.00000000 PA USD 4890133.64000000 0.019208641709 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 1558649.78430000 PA USD 1557735.32000000 0.006118847017 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 704932.25460000 PA USD 701308.20000000 0.002754766829 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 6596442.63000000 PA USD 6836235.19000000 0.026853006906 Long ABS-O CORP US N 2 2037-02-15 Fixed 5.45000000 N N N N N N United Rentals North America, Inc. NGIZXNT70J2LYT3FBI09 911365BG8 3244000.00000000 PA USD 3243551.68000000 0.012740801514 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 4495000.00000000 PA USD 4554738.55000000 0.017891196300 Long DBT CORP US N 2 2030-01-15 Fixed 5.25000000 N N N N N N United Rentals North America, Inc. NGIZXNT70J2LYT3FBI09 911365BN3 6480000.00000000 PA USD 6259539.38000000 0.024587722559 Long DBT CORP US N 2 2030-07-15 Fixed 4.00000000 N N N N N N United Rentals North America, Inc. NGIZXNT70J2LYT3FBI09 911365BR4 4355000.00000000 PA USD 4548362.00000000 0.017866148955 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 1012000.00000000 PA USD 1014324.08000000 0.003984305801 Long DBT CORP US Y 2 2033-11-15 Fixed 5.37500000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HJQ4 2740000.00000000 PA USD 2842440.16000000 0.011165219324 Long DBT CORP US N 2 2030-01-23 Variable 5.38400000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HJR2 1830000.00000000 PA USD 1945571.07000000 0.007642281449 Long DBT CORP US N 2 2035-01-23 Variable 5.67800000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HJS0 6000000.00000000 PA USD 6189314.70000000 0.024311877190 Long DBT CORP US N 2 2030-07-23 Variable 5.10000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HJV3 6720000.00000000 PA USD 6940523.65000000 0.027262656173 Long DBT CORP US N 2 2031-05-15 Variable 5.08300000 N N N N N N Vendee Mortgage Trust N/A 911760HH2 13135.33160000 PA USD 13183.48000000 0.000051785239 Long ABS-MBS USGSE US N 2 2026-06-15 Fixed 6.75000000 N N N N N N Vendee Mortgage Trust N/A 911760LH7 108735.05520000 PA USD 109937.21000000 0.000431837784 Long ABS-MBS USGSE US N 2 2028-03-15 Fixed 7.00000000 N N N N N N Vendee Mortgage Trust N/A 911760MJ2 20327.53710000 PA USD 20511.71000000 0.000080570822 Long ABS-MBS USGSE US N 2 2029-01-15 Fixed 6.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810QD3 24335000.00000000 PA USD 24375875.26000000 0.095749418870 Long DBT UST US N 2 2039-11-15 Fixed 4.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810QQ4 47554400.00000000 PA USD 47130868.63000000 0.185131948454 Long DBT UST US N 2 2041-05-15 Fixed 4.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810QT8 40952900.00000000 PA USD 34504417.87000000 0.135534741799 Long DBT UST US N 2 2041-11-15 Fixed 3.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RC4 11820800.00000000 PA USD 10418003.44000000 0.040922336717 Long DBT UST US N 2 2043-08-15 Fixed 3.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RD2 63896200.00000000 PA USD 57174619.43000000 0.224584205742 Long DBT UST US N 2 2043-11-15 Fixed 3.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RG5 47111000.00000000 PA USD 39735184.06000000 0.156081401872 Long DBT UST US N 2 2044-05-15 Fixed 3.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RK6 66978500.00000000 PA USD 48543714.08000000 0.190681662232 Long DBT UST US N 2 2045-02-15 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RV2 141111000.00000000 PA USD 108925564.92000000 0.427864002007 Long DBT UST US N 2 2047-02-15 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SD1 93565600.00000000 PA USD 71102546.66000000 0.279293664340 Long DBT UST US N 2 2048-08-15 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SE9 101186000.00000000 PA USD 82126667.78000000 0.322596855694 Long DBT UST US N 2 2048-11-15 Fixed 3.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SQ2 109110800.00000000 PA USD 69877795.82000000 0.274482793759 Long DBT UST US N 2 2040-08-15 Fixed 1.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SR0 96228000.00000000 PA USD 62258764.46000000 0.244554931998 Long DBT UST US N 2 2040-05-15 Fixed 1.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SU3 30232000.00000000 PA USD 17458980.00000000 0.068579575963 Long DBT UST US N 2 2051-02-15 Fixed 1.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SX7 174542400.00000000 PA USD 113534376.75000000 0.445967600327 Long DBT UST US N 2 2051-05-15 Fixed 2.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SY5 46602700.00000000 PA USD 34972049.71000000 0.137371618483 Long DBT UST US N 2 2041-05-15 Fixed 2.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TC2 45879000.00000000 PA USD 32669073.75000000 0.128325436244 Long DBT UST US N 2 2041-11-15 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TD0 28956400.00000000 PA USD 18144125.41000000 0.071270854703 Long DBT UST US N 2 2052-02-15 Fixed 2.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TM0 136621300.00000000 PA USD 127682210.69000000 0.501540861331 Long DBT UST US N 2 2042-11-15 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TU2 25275000.00000000 PA USD 24638188.54000000 0.096779795989 Long DBT UST US N 2 2043-08-15 Fixed 4.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TW8 110957200.00000000 PA USD 113237024.27000000 0.444799587821 Long DBT UST US N 2 2043-11-15 Fixed 4.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UE6 136687900.00000000 PA USD 132758122.88000000 0.521479248661 Long DBT UST US N 2 2054-11-15 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UN6 47320000.00000000 PA USD 48798750.00000000 0.191683453588 Long DBT UST US N 2 2045-08-15 Fixed 4.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CAH4 183364000.00000000 PA USD 174031058.45000000 0.683601000341 Long DBT UST US N 2 2027-08-31 Fixed 0.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CDG3 165946500.00000000 PA USD 162182884.82000000 0.637060897570 Long DBT UST US N 2 2026-10-31 Fixed 1.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKT7 175230600.00000000 PA USD 180781851.09000000 0.710118385473 Long DBT UST US N 2 2029-05-31 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKU4 90150000.00000000 PA USD 94456775.62000000 0.371030015435 Long DBT UST US N 2 2031-05-31 Fixed 4.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CLK5 226110000.00000000 PA USD 226692938.71000000 0.890458985038 Long DBT UST US N 2 2029-08-31 Fixed 3.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CLW9 153229300.00000000 PA USD 156664988.98000000 0.615386380678 Long DBT UST US N 2 2034-11-15 Fixed 4.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CMM0 46970000.00000000 PA USD 49331343.48000000 0.193775502209 Long DBT UST US N 2 2035-02-15 Fixed 4.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CNX5 245935000.00000000 PA USD 246184776.50000000 0.967023708199 Long DBT UST US N 2 2030-08-31 Fixed 3.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128337P9 141586000.00000000 PA USD 115460671.63000000 0.453534164127 Long DBT UST US N 2 2031-05-15 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128337U8 30160067.00000000 PA USD 21948064.96000000 0.086212882320 Long DBT UST US N 2 2033-11-15 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912834HV3 63558000.00000000 PA USD 32534672.84000000 0.127797504062 Long DBT UST US N 2 2040-05-15 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912834JB5 37080506.00000000 PA USD 18688879.83000000 0.073410671984 Long DBT UST US N 2 2040-08-15 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912834KP2 129382795.00000000 PA USD 61712838.66000000 0.242410513489 Long DBT UST US N 2 2041-08-15 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912834LB2 10407354.00000000 PA USD 4823870.50000000 0.018948357429 Long DBT UST US N 2 2042-02-15 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912834LK2 18491716.00000000 PA USD 8445394.88000000 0.033173850918 Long DBT UST US N 2 2042-05-15 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912834LX4 7625200.00000000 PA USD 3383854.07000000 0.013291914948 Long DBT UST US N 2 2042-11-15 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912834MZ8 24977262.00000000 PA USD 10459354.35000000 0.041084764755 Long DBT UST US N 2 2043-11-15 None 0.00000000 N N N N N N United States Steel Corp. JNLUVFYJT1OZSIQ24U47 912909AU2 2578000.00000000 PA USD 2599508.25000000 0.010210973006 Long DBT CORP US N 2 2029-03-01 Fixed 6.87500000 N N N N N N RTX Corp. I07WOS4YJ0N7YRFE7309 913017BT5 3088000.00000000 PA USD 2817766.16000000 0.011068298859 Long DBT CORP US N 2 2042-06-01 Fixed 4.50000000 N N N N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 91324PCA8 598000.00000000 PA USD 504471.18000000 0.001981583094 Long DBT CORP US N 2 2042-10-15 Fixed 3.95000000 N N N N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 91324PDF6 1088000.00000000 PA USD 845797.97000000 0.003322328459 Long DBT CORP US N 2 2047-10-15 Fixed 3.75000000 N N N N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 91324PDV1 782000.00000000 PA USD 578082.71000000 0.002270732146 Long DBT CORP US N 2 2059-08-15 Fixed 3.87500000 N N N N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 91324PEF5 1898000.00000000 PA USD 1309832.78000000 0.005145075865 Long DBT CORP US N 2 2051-05-15 Fixed 3.25000000 N N N N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 91324PER9 21410000.00000000 PA USD 22446864.68000000 0.088172187691 Long DBT CORP US N 2 2033-02-15 Fixed 5.35000000 N N N N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 91324PES7 89000.00000000 PA USD 91775.35000000 0.000360497267 Long DBT CORP US N 2 2053-02-15 Fixed 5.87500000 N N N N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 91324PEW8 5042000.00000000 PA USD 4650945.35000000 0.018269100481 Long DBT CORP US N 2 2053-04-15 Fixed 5.05000000 N N N N N N Uzbekneftegaz JSC 213800LUZJZFLJD4MJ51 91825MAB9 2500000.00000000 PA USD 2367187.50000000 0.009298407752 Long DBT NUSS UZ Y 2 2028-11-16 Fixed 4.75000000 N N N N N N vMobo, Inc. N/A 91834VAD4 55000000.00000000 PA USD 53229000.00000000 0.209085653855 Long ABS-O CORP US N 3 2027-07-18 Fixed 9.46000000 N N N N N N Vail Resorts, Inc. 529900PSZHRNU9HKH870 91879QAP4 5375000.00000000 PA USD 5587334.00000000 0.021947272777 Long DBT CORP US Y 2 2032-05-15 Fixed 6.50000000 N N N N N N Valaris Ltd. N/A 91889FAC5 3470000.00000000 PA USD 3620122.61000000 0.014219987280 Long DBT CORP BM Y 2 2030-04-30 Fixed 8.37500000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAL1 600000.00000000 PA USD 598136.59000000 0.002349504593 Long DBT CORP US N 2 2027-04-01 Fixed 3.85000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAX5 3311000.00000000 PA USD 3471442.98000000 0.013635967711 Long DBT CORP US N 2 2034-07-01 Fixed 5.62500000 N N N N N N Venture Global Plaquemines LNG LLC 549300TKP4I6OJ02BF90 922966AC0 8986000.00000000 PA USD 9294246.76000000 0.036508175259 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 1915000.00000000 PA USD 2007192.77000000 0.007884333967 Long DBT CORP US Y 2 2036-01-15 Fixed 6.75000000 N N N N N N Venture Global Calcasieu Pass LLC 549300GKHS6RS20NLH85 92328MAA1 3416000.00000000 PA USD 3211868.58000000 0.012616349023 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 8383000.00000000 PA USD 7339488.77000000 0.028829807218 Long DBT CORP US Y 2 2033-11-01 Fixed 3.87500000 N N N N N N Venture Global LNG, Inc. 54930011XLBUWMQUC829 92332YAA9 6507000.00000000 PA USD 6664950.92000000 0.026180195401 Long DBT CORP US Y 2 2028-06-01 Fixed 8.12500000 N N N N N N Venture Global LNG, Inc. 54930011XLBUWMQUC829 92332YAB7 5119000.00000000 PA USD 5131643.93000000 0.020157303846 Long DBT CORP US Y 2 2031-06-01 Fixed 8.37500000 N N N N N N Venture Global LNG, Inc. 54930011XLBUWMQUC829 92332YAC5 4225000.00000000 PA USD 4455961.78000000 0.017503197173 Long DBT CORP US Y 2 2029-02-01 Fixed 9.50000000 N N N N N N Venture Global LNG, Inc. 54930011XLBUWMQUC829 92332YAD3 3320000.00000000 PA USD 3456558.24000000 0.013577499853 Long DBT CORP US Y 2 2032-02-01 Fixed 9.87500000 N N N N N N Venture Global LNG, Inc. 54930011XLBUWMQUC829 92332YAE1 2435000.00000000 PA USD 2388723.21000000 0.009383000887 Long DBT CORP US Y 2 2030-01-15 Fixed 7.00000000 N N N N N N Verdant Receivables LLC N/A 92339GAB9 8101869.07000000 PA USD 8242792.98000000 0.032378022503 Long ABS-O CORP US Y 2 2031-01-13 Fixed 6.24000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VBE9 1052362.50000000 PA USD 1031841.43000000 0.004053114656 Long LON CORP US N 2 2030-09-19 Variable 8.16572000 N N N N N N Viking Cruises Ltd. 549300IJP90T4MV2GL84 92676XAH0 7276000.00000000 PA USD 7393958.88000000 0.029043768002 Long DBT CORP BM Y 2 2033-10-15 Fixed 5.87500000 N N N N N N Expand Energy Corp. X2MT1W32SPAZ9WSKLE78 92735LAA0 10284000.00000000 PA USD 10358803.25000000 0.040689795988 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 2423000.00000000 PA USD 2379022.79000000 0.009344897247 Long DBT CORP GB Y 2 2029-05-15 Fixed 5.50000000 N N N N N N Virginia Electric and Power Co. CQKUMNNZVDJLRYV2PT43 927804FE9 229000.00000000 PA USD 255094.67000000 0.001002022128 Long DBT CORP US N 2 2037-11-30 Fixed 6.35000000 N N N N N N Virginia Electric and Power Co. CQKUMNNZVDJLRYV2PT43 927804FG4 651000.00000000 PA USD 879431.13000000 0.003454440865 Long DBT CORP US N 2 2038-11-15 Fixed 8.87500000 N N N N N N Virginia Power Fuel Securitization LLC 254900BELJ95ONW6U791 92808VAB8 1085000.00000000 PA USD 1113975.68000000 0.004375741295 Long DBT CORP US N 2 2031-05-01 Fixed 4.87700000 N N N N N N Visa, Inc. 549300JZ4OKEHW3DPJ59 92826CAK8 1457000.00000000 PA USD 1133359.26000000 0.004451880777 Long DBT CORP US N 2 2040-04-15 Fixed 2.70000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAB8 4561000.00000000 PA USD 4566514.25000000 0.017937451723 Long DBT CORP US Y 2 2027-02-15 Fixed 5.62500000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAE2 4854000.00000000 PA USD 4822562.15000000 0.018943218177 Long DBT CORP US Y 2 2029-07-15 Fixed 4.30000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAF9 6294000.00000000 PA USD 6314153.39000000 0.024802248588 Long DBT CORP US Y 2 2027-07-31 Fixed 5.00000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAH5 3403000.00000000 PA USD 3359720.31000000 0.013197116567 Long DBT CORP US Y 2 2029-05-01 Fixed 4.37500000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAP7 4605000.00000000 PA USD 4891389.56000000 0.019213575013 Long DBT CORP US Y 2 2031-10-15 Fixed 7.75000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAS1 28434000.00000000 PA USD 30012513.51000000 0.117890360726 Long DBT CORP US Y 2 2034-04-15 Fixed 6.00000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAT9 15150000.00000000 PA USD 15281062.65000000 0.060024628976 Long DBT CORP US Y 2 2026-12-30 Fixed 5.05000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAV4 1152000.00000000 PA USD 1149547.16000000 0.004515467500 Long DBT CORP US Y 2 2030-10-15 Fixed 4.60000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAX0 30163000.00000000 PA USD 30085631.91000000 0.118177572743 Long DBT CORP US Y 2 2028-10-15 Fixed 4.30000000 N N N N N N VistaJet Pass Through Trust N/A 92841QAA0 25252500.00000000 PA USD 25535314.05000000 0.100303741091 Long ABS-O CORP US Y 2 2031-08-15 Fixed 9.50000000 N N N N N N Vodafone Group plc 213800TB53ELEUKM7Q61 92857WCA6 5200000.00000000 PA USD 5128395.90000000 0.020144545454 Long DBT CORP GB N 2 2054-06-28 Fixed 5.75000000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 928668AU6 9214000.00000000 PA USD 9315796.09000000 0.036592821895 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 11216000.00000000 PA USD 11387338.08000000 0.044729922187 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 18911000.00000000 PA USD 19469792.63000000 0.076478128886 Long DBT CORP US Y 2 2030-03-27 Fixed 5.35000000 N N N N N N VOLT XCV LLC N/A 92873BAA4 614308.47990000 PA USD 614275.98000000 0.002412900766 Long ABS-O CORP US Y 2 2051-03-27 Variable 6.23959920 N N N N N N WaMu Mortgage Pass-Through Certificates Trust N/A 92922FAS7 43715.60370000 PA USD 43036.13000000 0.000169047650 Long ABS-MBS CORP US N 2 2033-08-25 Variable 5.26147920 N N N N N N WaMu Mortgage Pass-Through Certificates Trust N/A 92922FBV9 32637.87440000 PA USD 32375.47000000 0.000127172148 Long ABS-MBS CORP US N 2 2033-09-25 Variable 5.66962200 N N N N N N WaMu Mortgage Pass-Through Certificates Trust N/A 92922FD47 10395.94870000 PA USD 10465.90000000 0.000041110476 Long ABS-MBS CORP US N 2 2045-01-25 Floating 4.72875840 N N N N N N WaMu Mortgage Pass-Through Certificates Trust N/A 92922FNH7 12257.80560000 PA USD 11753.11000000 0.000046166689 Long ABS-MBS CORP US N 2 2034-06-25 Variable 5.36604840 N N N N N N WaMu Mortgage Pass-Through Certificates Trust N/A 92922FNJ3 113200.34780000 PA USD 108539.48000000 0.000426347444 Long ABS-MBS CORP US N 2 2034-06-25 Variable 5.36604840 N N N N N N WaMu Mortgage Pass-Through Certificates Trust N/A 92922FQK7 92217.43470000 PA USD 93399.41000000 0.000366876640 Long ABS-MBS CORP US N 2 2034-06-25 Fixed 5.50000000 N N N N N N WaMu Mortgage Pass-Through Certificates Trust N/A 92922FYA0 88528.54040000 PA USD 86513.50000000 0.000339828509 Long ABS-MBS CORP US N 2 2034-10-25 Variable 5.97534840 N N N N N N WP Carey, Inc. 54930042CRNE713E3Q67 92936UAE9 2092000.00000000 PA USD 2094305.70000000 0.008226517061 Long DBT CORP US N 2 2026-10-01 Fixed 4.25000000 N N N N N N WP Carey, Inc. 54930042CRNE713E3Q67 92936UAH2 2796000.00000000 PA USD 2364172.31000000 0.009286563964 Long DBT CORP US N 2 2033-04-01 Fixed 2.25000000 N N N N N N WFRBS Commercial Mortgage Trust N/A 92937EAJ3 6445745.00000000 PA USD 5653350.87000000 0.022206589699 Long ABS-MBS CORP US Y 2 2045-03-15 Variable 4.20216840 N N N N N N WR Grace Holdings LLC 549300WNOVFRGYOAEB12 92943GAD3 4167000.00000000 PA USD 4128860.28000000 0.016218329319 Long DBT CORP US Y 2 2027-06-15 Fixed 4.87500000 N N N N N N WR Grace Holdings LLC 549300WNOVFRGYOAEB12 92943GAF8 3210000.00000000 PA USD 3186381.14000000 0.012516233333 Long DBT CORP US Y 2 2032-08-15 Fixed 6.62500000 N N N N N N WHARF Commercial Mortgage Trust N/A 92987LAJ6 6095000.00000000 PA USD 6312133.77000000 0.024794315439 Long ABS-MBS CORP US Y 2 2040-07-15 Variable 6.83250480 N N N N N N Wand NewCo 3, Inc. 549300Y3VZEWMSQW8494 933940AA6 2284000.00000000 PA USD 2406714.75000000 0.009453672380 Long DBT CORP US Y 2 2032-01-30 Fixed 7.62500000 N N N N N N SPX FLOW, Inc. N/A 78470DAW8 3081632.78000000 PA USD 3097195.03000000 0.012165906704 Long LON CORP US N 2 2029-04-05 Variable 6.66572000 N N N N N N Vertiv Group Corp. 549300ZT8RQ5VK10E643 92537EAG3 9301965.39620000 PA USD 9330522.43000000 0.036650667551 Long LON CORP US N 2 2032-08-12 Variable 5.73402000 N N N N N N First Student Bidco, Inc. 2549006DRO2F06AA1391 33718FAN0 2990043.05480000 PA USD 2994528.12000000 0.011762626950 Long LON CORP US N 2 2030-08-15 Variable 6.41572000 N N N N N N Washington Mutual Mortgage Pass-Through Certificates WMALT Trust N/A 9393366B4 192108.06870000 PA USD 179031.25000000 0.000703241953 Long ABS-MBS CORP US N 2 2035-06-25 Fixed 5.50000000 N N N N N N Washington Mutual MSC Mortgage Pass-Through Certificates Trust N/A 939336P80 65323.13120000 PA USD 67998.74000000 0.000267101786 Long ABS-MBS CORP US N 2 2034-03-25 Fixed 7.00000000 N N N N N N First Student Bidco, Inc. 2549006DRO2F06AA1391 33718FAP5 916681.97000000 PA USD 918056.99000000 0.003606164797 Long LON CORP US N 2 2030-08-15 Variable 6.41572000 N N N N N N Terex Corp. N/A 88078FBQ0 2611891.40620000 PA USD 2619074.11000000 0.010287828491 Long LON CORP US N 2 2031-10-08 Variable 5.66572000 N N N N N N Knowlton Development Corporation, Inc. N/A C4953EAH8 3507397.03170000 PA USD 3511149.95000000 0.013791938287 Long LON CORP CA N 2 2028-08-15 Variable 7.41572000 N N N N N N ICON PARENT I, Inc. N/A 45115DAC2 6558562.50000000 PA USD 6569974.40000000 0.025807123809 Long LON CORP US N 2 2031-11-13 Variable 6.75330000 N N N N N N Wayfair LLC 549300CTUWTZGOXMYI40 94419NAA5 5468000.00000000 PA USD 5688070.60000000 0.022342970196 Long DBT CORP US Y 2 2029-10-31 Fixed 7.25000000 N N N N N N NCR Atleos LLC N/A 63001PAG6 1482666.66660000 PA USD 1484060.37000000 0.005829448849 Long LON CORP US N 2 2029-04-16 Variable 7.02570000 N N N N N N VARSITY BRANDS, Inc. N/A 92227QAG1 3984679.99300000 PA USD 3994641.69000000 0.015691113296 Long LON CORP US N 2 2031-08-26 Variable 7.02570000 N N N N N N BUCKEYE PARTNERS LP N/A 11823LAR6 8512680.46150000 PA USD 8532344.75000000 0.033515393506 Long LON CORP US N 2 2032-11-22 Variable 5.66572000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 949746SH5 4854000.00000000 PA USD 4808141.93000000 0.018886574973 Long DBT CORP US N 2 2026-10-23 Fixed 3.00000000 N N N N N N Wells Fargo Mortgage-Backed Securities Trust N/A 949803AA8 47250.38340000 PA USD 46677.49000000 0.000183351058 Long ABS-MBS CORP US N 2 2034-10-25 Variable 6.68940840 N N N N N N Wells Fargo Mortgage-Backed Securities Trust N/A 94981VAB3 19835.06880000 PA USD 20227.53000000 0.000079454551 Long ABS-MBS CORP US N 2 2034-07-25 Variable 6.48999720 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2A0 8228000.00000000 PA USD 8167811.85000000 0.032083493607 Long DBT CORP US N 2 2028-05-22 Variable 3.58400000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2J1 6796000.00000000 PA USD 6363409.93000000 0.024995730259 Long DBT CORP US N 2 2031-02-11 Variable 2.57200000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2Q5 11450000.00000000 PA USD 9041932.98000000 0.035517076579 Long DBT CORP US N 2 2041-04-30 Variable 3.06800000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2S1 1942000.00000000 PA USD 1894696.55000000 0.007442444288 Long DBT CORP US N 2 2028-06-02 Variable 2.39300000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3D3 7786000.00000000 PA USD 8162128.19000000 0.032061167962 Long DBT CORP US N 2 2034-04-24 Variable 5.38900000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3E1 8999000.00000000 PA USD 9326634.15000000 0.036635394231 Long DBT CORP US N 2 2029-07-25 Variable 5.57400000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3F8 26791000.00000000 PA USD 28376708.39000000 0.111464852392 Long DBT CORP US N 2 2034-07-25 Variable 5.55700000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3G6 17050000.00000000 PA USD 18054037.67000000 0.070916986435 Long DBT CORP US N 2 2029-10-23 Variable 6.30300000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3H4 11435000.00000000 PA USD 12787183.38000000 0.050228570853 Long DBT CORP US N 2 2034-10-23 Variable 6.49100000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3N1 17119000.00000000 PA USD 17679915.50000000 0.069447419497 Long DBT CORP US N 2 2035-12-03 Variable 5.21100000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3P6 10875000.00000000 PA USD 11300127.24000000 0.044387354498 Long DBT CORP US N 2 2031-01-24 Variable 5.24400000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3V3 25625000.00000000 PA USD 27178052.33000000 0.106756483156 Long DBT CORP US N 2 2036-04-23 Variable 5.60500000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3W1 40850000.00000000 PA USD 42306071.29000000 0.166179950360 Long DBT CORP US N 2 2031-04-23 Variable 5.15000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U4B6 25300000.00000000 PA USD 25517401.89000000 0.100233381406 Long DBT CORP US N 2 2036-09-15 Variable 4.89200000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95002YAC7 14430000.00000000 PA USD 15115367.28000000 0.059373770895 Long DBT CORP US N 2 2029-09-15 Variable 6.85000000 N N N N N N WESCO Distribution, Inc. 549300I2CEZJG9N4AH67 95081QAP9 3142000.00000000 PA USD 3189155.14000000 0.012527129716 Long DBT CORP US Y 2 2028-06-15 Fixed 7.25000000 N N N N N N WESCO Distribution, Inc. 549300I2CEZJG9N4AH67 95081QAQ7 4467000.00000000 PA USD 4615201.66000000 0.018128697829 Long DBT CORP US Y 2 2029-03-15 Fixed 6.37500000 N N N N N N WESCO Distribution, Inc. 549300I2CEZJG9N4AH67 95081QAR5 2400000.00000000 PA USD 2517336.00000000 0.009888197101 Long DBT CORP US Y 2 2032-03-15 Fixed 6.62500000 N N N N N N WESCO Distribution, Inc. 549300I2CEZJG9N4AH67 95081QAS3 1055000.00000000 PA USD 1103388.63000000 0.004334154937 Long DBT CORP US Y 2 2033-03-15 Fixed 6.37500000 N N N N N N Talen Energy Supply LLC N/A 87422LBA7 1177500.00000000 PA USD 1177500.00000000 0.004625267380 Long LON CORP US N 2 2032-10-12 Variable 5.75904000 N N N N N N Elanco Animal Health, Inc. N/A 28414BAJ5 1514789.92950000 PA USD 1511472.54000000 0.005937124956 Long LON CORP US N 2 2032-10-29 Variable 5.73402000 N N N N N N Westgate Resorts LLC N/A 96033EAC2 1996315.10000000 PA USD 2039557.08000000 0.008011462278 Long ABS-O CORP US Y 2 2037-12-20 Fixed 7.49000000 N N N N N N Westgate Resorts LLC N/A 96034KAD5 4820042.75000000 PA USD 4909728.32000000 0.019285610401 Long ABS-O CORP US Y 2 2038-01-20 Fixed 9.26000000 N N N N N N Westlake Automobile Receivables Trust N/A 96041AAN6 15900000.00000000 PA USD 16456223.34000000 0.064640707453 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 96041CAN2 18976000.00000000 PA USD 19417666.40000000 0.076273374957 Long ABS-O CORP US Y 2 2029-03-15 Fixed 6.47000000 N N N N N N AWS Claire's LLC N/A 05455VAB6 132385.28000000 PA USD 132385.28000000 0.000520014706 Long LON CORP US N 3 2030-09-18 Variable 10.00000000 N N N N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 969457BZ2 6850000.00000000 PA USD 6892349.44000000 0.027073425938 Long DBT CORP US N 2 2032-08-15 Fixed 4.65000000 N N N N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 969457CL2 3410000.00000000 PA USD 3477515.99000000 0.013659822738 Long DBT CORP US N 2 2029-11-15 Fixed 4.80000000 N N N N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 969457CN8 11000000.00000000 PA USD 11084118.32000000 0.043538862769 Long DBT CORP US N 2 2054-11-15 Fixed 5.80000000 N N N N N N Williams Scotsman, Inc. 549300DAKDS8SCO1OT57 96949VAL7 2200000.00000000 PA USD 2291872.00000000 0.009002565437 Long DBT CORP US Y 2 2031-10-01 Fixed 7.37500000 N N N N N N Williams Scotsman, Inc. 549300DAKDS8SCO1OT57 96950GAE2 2210000.00000000 PA USD 2183095.02000000 0.008575285083 Long DBT CORP US Y 2 2028-08-15 Fixed 4.62500000 N N N N N N Wolf Energy Asset Issuer LLC 254900JUY1UOGKD5MA90 977701AE1 7558339.24000000 PA USD 7558339.24000000 0.029689460671 Long ABS-O CORP US N 3 2050-07-25 Fixed 5.69800000 N N N N N N Wolf Energy Asset Issuer LLC 254900JUY1UOGKD5MA90 977701AG6 4352500.66000000 PA USD 4352500.66000000 0.017096797730 Long ABS-O CORP US N 3 2050-07-25 Fixed 6.61300000 N N N N N N Workday, Inc. 549300J0DYC0N31V7G13 98138HAH4 5484000.00000000 PA USD 5413749.03000000 0.021265424031 Long DBT CORP US N 2 2029-04-01 Fixed 3.70000000 N N N N N N Worldwide Plaza Trust N/A 98162JAA4 4681049.00000000 PA USD 3757758.90000000 0.014760628165 Long ABS-MBS CORP US Y 2 2036-11-10 Fixed 3.52630000 N N N N N N WULF Compute LLC N/A 982911AA7 3967000.00000000 PA USD 4101562.46000000 0.016111102383 Long DBT CORP US Y 2 2030-10-15 Fixed 7.75000000 N N N N N N Wyeth LLC 549300Q9GR3WRH4N4836 983024AN0 1068000.00000000 PA USD 1165561.15000000 0.004578371097 Long DBT CORP US N 2 2037-04-01 Fixed 5.95000000 N N N N N N Wynn Las Vegas LLC N/A 983130AX3 2801000.00000000 PA USD 2811615.79000000 0.011044139958 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 13421000.00000000 PA USD 13488346.58000000 0.052982768117 Long DBT CORP US Y 2 2029-10-01 Fixed 5.12500000 N N N N N N Wynn Resorts Finance LLC N/A 983133AD1 1804000.00000000 PA USD 1844680.20000000 0.007245978052 Long DBT CORP US Y 2 2033-03-15 Fixed 6.25000000 N N N N N N Wynn Macau Ltd. 254900NMDQ8ENTHU1I31 98313RAH9 4185000.00000000 PA USD 4152984.75000000 0.016313091207 Long DBT CORP KY Y 2 2028-08-26 Fixed 5.62500000 N N N N N N XPO, Inc. 54930096DB9LCLPN7H13 98379KAB8 6935000.00000000 PA USD 7254752.05000000 0.028496957972 Long DBT CORP US Y 2 2031-06-01 Fixed 7.12500000 N N N N N N Xcel Energy, Inc. LGJNMI9GH8XIDG5RCM61 98389BAY6 2185000.00000000 PA USD 2105584.75000000 0.008270821623 Long DBT CORP US N 2 2030-06-01 Fixed 3.40000000 N N N N N N Glencore Finance Canada Ltd. 5493005TTO0UJ33KCK70 98417EAC4 98000.00000000 PA USD 111776.47000000 0.000439062471 Long DBT CORP CA Y 2 2037-11-15 Fixed 6.90000000 N N N N N N Xerox Holdings Corp. 5493000Y33XDVO2CXC18 98421MAC0 3235000.00000000 PA USD 1187202.62000000 0.004663379662 Long DBT CORP US Y 2 2029-11-30 Fixed 8.87500000 N N N N N N Yinson Bergenia Production BV 549300JDIAWKPMZD5256 98585VAA6 6022000.00000000 PA USD 6302023.00000000 0.024754599927 Long DBT CORP NL Y 2 2045-01-31 Fixed 8.49800000 N N N N N N Zimmer Biomet Holdings, Inc. 2P2YLDVPES3BXQ1FRB91 98956PBC5 11450000.00000000 PA USD 11967750.79000000 0.047009806667 Long DBT CORP US N 2 2035-02-19 Fixed 5.50000000 N N N N N N Zoetis, Inc. 549300HD9Q1LOC9KLJ48 98978VAS2 1942000.00000000 PA USD 1780226.80000000 0.006992802504 Long DBT CORP US N 2 2030-05-15 Fixed 2.00000000 N N N N N N Zoetis, Inc. 549300HD9Q1LOC9KLJ48 98978VAV5 1870000.00000000 PA USD 1998904.95000000 0.007851779076 Long DBT CORP US N 2 2032-11-16 Fixed 5.60000000 N N N N N N Zoetis, Inc. 549300HD9Q1LOC9KLJ48 98978VAX1 6230000.00000000 PA USD 6338935.16000000 0.024899592377 Long DBT CORP US N 2 2035-08-17 Fixed 5.00000000 N N N N N N FGI Operating Co. LLC N/A N/A 122458.26860000 PA USD 1224.58000000 0.000004810199 Long LON CORP US N 3 2025-12-31 Variable 0.00000000 N N Y N N N Moran Foods LLC N/A N/A 34307.69540000 PA USD 32592.31000000 0.000128023905 Long LON CORP US N 3 2026-06-30 Variable 15.44094000 N N Y N N N Medline Borrower LP N/A N/A 2215629.13140000 PA USD 2218465.14000000 0.008714220337 Long LON CORP US N 2 2028-10-23 Variable 5.96461000 N N N N N N Upstart Frn N/A N/A 24000000.00000000 PA USD 24000000.00000000 0.094272965724 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 39968000.00000000 PA USD 39968000.00000000 0.156995912252 Long ABS-O CORP US N 3 2032-04-05 Fixed 6.97000000 N N N N N N Mpire N/A N/A 11000000.00000000 PA USD 11031119.00000000 0.043330679307 Long ABS-O CORP US N 3 2030-09-13 Floating 8.29000000 N N N N N N Mpire N/A N/A 4646029.00000000 PA USD 4659172.62000000 0.018301417529 Long ABS-O CORP US N 3 2030-09-19 Fixed 11.16000000 N N N N N N P4 SFR N/A N/A 14227980.03000000 PA USD 14121270.18000000 0.055468917485 Long ABS-MBS CORP US N 3 2026-10-11 Fixed 0.00000000 N N N N N N Jonah N/A N/A 15914397.03000000 PA USD 16122875.63000000 0.063331304235 Long ABS-MBS CORP US N 3 2037-11-10 Fixed 0.00000000 N N N N N N Camden N/A N/A 19746715.86000000 PA USD 19586767.46000000 0.076937610725 Long ABS-MBS CORP US N 3 2031-09-15 Fixed 0.00000000 N N N N N N Areit Frn N/A N/A 30000000.00000000 PA USD 29748000.00000000 0.116851341015 Long ABS-MBS CORP US N 3 2026-10-17 Fixed 0.00000000 N N N N N N ICITII N/A N/A 2435851.82000000 PA USD 1142219.64000000 0.004486684707 Long DBT CORP US N 3 2033-01-31 Fixed 6.00000000 N N N N N N Oneslt N/A N/A 19805269.12000000 PA USD 19805269.12000000 0.077795894037 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 3921.00000000 NS USD 59060.06000000 0.000231990292 Long EC CORP US N 2 N N N P2 N/A N/A 35000000.00000000 PA USD 35000000.00000000 0.137481408347 Long ABS-MBS CORP US N 3 2031-12-20 Fixed 0.00000000 N N N N N N Neiman Marcus N/A 62929P102 1620.00000000 NS USD 201690.00000000 0.000792246435 Long EC CORP US N 3 N N N FTF 549300881VLD4ANNI662 N/A 5054250.33000000 PA USD 3740145.24000000 0.014691441000 Long ABS-MBS CORP US N 3 2026-08-15 Fixed 3.00000000 N N N N N N Mallinckrodt plc N/A N/A 15944.00000000 NS USD 1625299.47000000 0.006384241717 Long EC CORP US N 3 N N N Mallinckrodt plc N/A N/A 726472416.00000000 NS USD 726.47000000 0.000002853603 Long EP CORP US N 3 N N N Rite Aid N/A N/A 3545.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N Escrow Rite Aid N/A N/A 354078.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 3 2049-12-31 Fixed 0.00000000 N N N N N N HCFT N/A N/A 26750000.00000000 PA USD 26570775.00000000 0.104371073368 Long ABS-MBS CORP US N 3 2026-01-13 Fixed 7.25000000 N N N N N N Grene Energy Senio N/A N/A 1435626.53000000 PA USD 1186688.89000000 0.004661361710 Long ABS-MBS CORP US N 3 2027-01-25 Fixed 0.00000000 N N N N N N Renew N/A N/A 133729160.00000000 PA USD 4747187.26000000 0.018647142577 Long ABS-MBS CORP US N 3 2049-12-20 Fixed 12.50000000 N N N N N N Incora Intermediate LLC N/A N/A 112567.00000000 NS USD 1318159.57000000 0.005177783831 Long EC CORP US N 3 N N N Rcfii Baml Frn N/A N/A 2428042.20000000 PA USD 2418937.04000000 0.009501682027 Long ABS-MBS CORP US N 3 2025-12-17 Fixed 0.00000000 N N N N N N Renew N/A N/A 160625201.00000000 PA USD 3060337.34000000 0.012021128214 Long ABS-MBS CORP JE N 3 2049-12-20 Fixed 12.50000000 N N N N N N Acrc 549300VGHLH24T0B8529 N/A 23999999.99000000 PA USD 23519999.99000000 0.092387506370 Long DBT CORP GB N 3 2026-11-15 Fixed 5.25000000 N N N N N N Grene Energy Senio N/A N/A 3483318.52000000 PA USD 2875479.44000000 0.011294998945 Long ABS-MBS CORP US N 3 2027-01-25 Fixed 0.00000000 N N N N N N Credit One Ltd. 984500DAE0FFZ45C8093 N/A 30000000.00000000 PA USD 30462000.00000000 0.119655961745 Long ABS-MBS CORP NG N 3 2029-02-25 Fixed 6.47400000 N N N N N N Retium-rcaf N/A N/A 3878710.16000000 PA USD 3864165.00000000 0.015178595608 Long ABS-MBS CORP US N 3 2025-12-17 Fixed 0.00000000 N N N N N N Renew N/A N/A 134406248.00000000 PA USD 3906559.26000000 0.015345121967 Long ABS-MBS CORP US N 3 2049-12-20 Fixed 12.50000000 N N N N N N Ygrene Energy Fund, Inc. 549300U6Y2YJ14NVVY40 N/A 12215132.02000000 PA USD 11476116.53000000 0.045078647511 Long ABS-MBS CORP US N 3 2026-03-29 Fixed 11.00000000 N N N N N N HPA 254900GWIIN37QSW7Z86 N/A 5645647.08000000 PA USD 5601611.03000000 0.022003353526 Long ABS-MBS CORP US N 3 2026-04-15 Fixed 3.95000000 N N N N N N Argentine Peso N/A N/A 111.72000000 OU Currencies 0.08000000 0.000000000314 Long STIV AR N 1 N N N Australian Dollar N/A N/A 588.59000000 OU Currencies 385.61000000 0.000001514691 Long STIV AU N 1 N N N Republic of Iraq N/A N/A 1187500.00000000 PA USD 1183417.97000000 0.004648513405 Long DBT NUSS IQ Y 2 2028-01-15 Fixed 5.80000000 N N N N N N Constellation Energy Generation LLC S2PEWKCZFFECR4533P43 30161MAN3 1870000.00000000 PA USD 1894387.38000000 0.007441229855 Long DBT CORP US N 2 2042-06-15 Fixed 5.60000000 N N N N N N Republic of Paraguay 529900UXKJTJPCU0HK83 N/A 4589000.00000000 PA USD 4365859.88000000 0.017149273284 Long DBT NUSS PY Y 2 2048-03-13 Fixed 5.60000000 N N N N N N Republic of Paraguay 529900UXKJTJPCU0HK83 N/A 129000.00000000 PA USD 129043.86000000 0.000506889474 Long DBT NUSS PY Y 2 2026-04-15 Fixed 5.00000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 5800000.00000000 PA USD 5415750.00000000 0.021273283921 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 4000000.00000000 PA USD 3993000.00000000 0.015684664672 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 4150000.00000000 PA USD 4175937.50000000 0.016403250533 Long DBT NUSS NG Y 2 2027-11-28 Fixed 6.50000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 1400000.00000000 PA USD 1469160.00000000 0.005770919596 Long DBT NUSS EG Y 2 2029-03-01 Fixed 7.60030000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 2500000.00000000 PA USD 2367200.00000000 0.009298456852 Long DBT NUSS EG Y 2 2049-03-01 Fixed 8.70020000 N N N N N N Paraguay Government International Bond 529900UXKJTJPCU0HK83 N/A 14281000.00000000 PA USD 13195644.00000000 0.051833020605 Long DBT NUSS PY Y 2 2050-03-30 Fixed 5.40000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDE9 3398000.00000000 PA USD 3275875.88000000 0.012867772272 Long DBT NUSS MX N 2 2031-01-28 Fixed 5.95000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 1600000.00000000 PA USD 1549008.00000000 0.006084565753 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 2500000.00000000 PA USD 2471100.00000000 0.009706580233 Long DBT NUSS EG Y 2 2033-09-30 Fixed 7.30000000 N N N N N N Republic of Ecuador 5299003Y2U5XK0A35H71 27927IAE3 5490000.00000000 PA USD 5339025.00000000 0.020971905034 Long DBT NUSS EC Y 2 2030-07-31 Variable 6.90000120 N N N N N N Republic of Ecuador 5299003Y2U5XK0A35H71 27927IAF0 4110000.00000000 PA USD 3509940.00000000 0.013787185554 Long DBT NUSS EC Y 2 2035-07-31 Variable 6.90000120 N N N N N N Hashemite Kingdom of Jordan 5493000JZ4MYPVMBVN50 N/A 2500000.00000000 PA USD 2511250.00000000 0.009864291048 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 4900000.00000000 PA USD 5012700.00000000 0.019690087303 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 3600000.00000000 PA USD 3460914.00000000 0.013594609454 Long DBT NUSS EG Y 2 2050-05-29 Fixed 8.87500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468X0 3922000.00000000 PA USD 3454907.88000000 0.013571017172 Long DBT CORP US N 2 2032-04-28 Variable 1.92800000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 N/A 5243000.00000000 PA USD 5316402.00000000 0.020883040980 Long DBT NUSS DO Y 2 2033-02-22 Fixed 6.00000000 N N N N N N Republic of Paraguay 529900UXKJTJPCU0HK83 N/A 1400000.00000000 PA USD 1443400.00000000 0.005669733280 Long DBT NUSS PY Y 2 2044-08-11 Fixed 6.10000000 N N N N N N Turkiye Varlik Fonu Yonetimi A/S 789000MAPAG7J8DI3112 N/A 2000000.00000000 PA USD 2133750.00000000 0.008381455858 Long DBT NUSS TR Y 2 2029-02-14 Fixed 8.25000000 N N N N N N Brazilian Real N/A N/A 2.55000000 OU Currencies 0.48000000 0.000000001885 Long STIV BR N 1 N N N Republic of Cote d'Ivoire 254900ICW11T82O6H590 N/A 8166000.00000000 PA USD 7886314.50000000 0.030977760689 Long DBT NUSS CI Y 2 2033-06-15 Fixed 6.12500000 N N N N N N Colombian Peso N/A N/A 18718.07000000 OU Currencies 4.98000000 0.000000019561 Long STIV CO N 1 N N N EURO N/A N/A 3147.52000000 OU Currencies 3652.22000000 0.000014346067 Long STIV XX N 1 N N N N/A N/A N/A 13372.00000000 NC USD 1659179.02000000 0.006517321953 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 5 Year Note 2026-03-31 1467785937.50000000 USD 1659179.02000000 N N N Hungarian Forint N/A N/A 135245.82000000 OU Currencies 411.52000000 0.000001616467 Long STIV HU N 1 N N N Japanese Yen N/A N/A 240415.00000000 OU Currencies 1539.10000000 0.000006045646 Long STIV JP N 1 N N N SES SA 5493008JPA4HYMH1HX51 N/A 70043.00000000 NS USD 1094421.88000000 0.004298933182 Long EC CORP LU N 3 N N N New Mexican Pesos N/A N/A 18402.04000000 OU Currencies 1005.52000000 0.000003949723 Long STIV MX N 1 N N N Norwegian Krone N/A N/A 6182.50000000 OU Currencies 611.03000000 0.000002400150 Long STIV NO N 1 N N N New Zealand Dollar N/A N/A 535.27000000 OU Currencies 307.22000000 0.000001206772 Long STIV NZ N 1 N N N Diversified Gas & Oil Corp. 5493008O08WU7K5XC271 N/A 54000000.00000000 PA USD 52916100.12000000 0.207856570536 Long DBT CORP US Y 2 2029-04-09 Fixed 9.75000000 N N N N N N Peruvian New Sol N/A N/A 79959.37000000 OU Currencies 23779.74000000 0.000093407775 Long STIV PE N 1 N N N Romanian Leu N/A N/A 26.18000000 OU Currencies 5.97000000 0.000000023450 Long STIV RO N 1 N N N Russian Roubles N/A N/A 0.10000000 OU Currencies 0.00000000 0.000000 Long STIV RU N 1 N N N Turkish Lira N/A N/A 4760.14000000 OU Currencies 112.00000000 0.000000439940 Long STIV TR N 1 N N N N/A N/A N/A 8395.00000000 NC USD -190456.65000000 -0.00074812138 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 2 Year Note 2026-03-31 1753374461.52000000 USD -190456.65000000 N N N N/A N/A N/A 8985.00000000 NC USD 2232217.73000000 0.008768241064 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 10 Year Note 2026-03-20 1018393593.75000000 USD 2232217.73000000 N N N N/A N/A N/A 1102.00000000 NC USD 790200.12000000 0.003103937867 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury Long Bond 2026-03-20 129416125.00000000 USD 790200.12000000 N N N N/A N/A N/A -22.00000000 NC USD -20146.54000000 -0.00007913641 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury Long Bond 2026-03-20 -2583625.00000000 USD -20146.54000000 N N N N/A N/A N/A 2673.00000000 NC USD 2021301.22000000 0.007939752526 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 10 Year Ultra Note 2026-03-20 310569187.50000000 USD 2021301.22000000 N N N N/A N/A N/A 7664.00000000 NC USD 6194683.52000000 0.024332966131 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury Ultra Bond 2026-03-20 926865000.00000000 USD 6194683.52000000 N N N N/A N/A N/A -3.00000000 NC USD -2692.81000000 -0.00001057746 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury Ultra Bond 2026-03-20 -362812.50000000 USD -2692.81000000 N N N Yeoman Capital SA 549300ORV6YW6ESSNQ21 985923101 68529.00000000 NS 437346.94000000 0.001717916378 Long EC CORP LU N 3 N N N South African Rand N/A N/A 1301.77000000 OU Currencies 76.08000000 0.000000298845 Long STIV ZA N 1 N N N 2025-12-30 JPMorgan Trust II Timothy J. Clemens Timothy J. Clemens Treasurer and Principal Financial Officer XXXX