NPORT-P false 0000770540 XXXXXXXX S000006660 C000018170 C000125481 C000018171 C000018168 Natixis Funds Trust I 811-04323 0000770540 01YA4M3ZQ45K0V190G80 888 BOYLSTON STREET Suite 800 BOSTON 02199-8197 617-449-2822 Loomis Sayles Core Plus Bond Fund S000006660 ZG5PZ780OFPQSQX3BT09 2021-09-30 2021-06-30 N 9581217395.32 717692033.21 8863525362.11 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 617373162.50000000 0.00000000 0.00000000 310000.00000000 MXN USD UYU N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAG2 4381000.00000000 PA USD 4535123.58000000 0.051166137566 Long DBT CORP US N 2 2026-04-15 Fixed 4.37500000 N N N N N N Textainer Marine Containers Limited N/A 88315LAG3 9499967.46000000 PA USD 9565843.08000000 0.107923683739 Long ABS-O CORP BM N 2 2045-09-20 Fixed 2.10000000 N N N N N N CLI Funding LLC N/A 12565KAA5 21725815.02000000 PA USD 21535900.98000000 0.242972182062 Long ABS-O CORP US N 2 2046-02-18 Fixed 1.64000000 N N N N N N BAYVIEW OPPORTUNITY MASTER FUND TRUST N/A 07333BAA6 1079782.04000000 PA USD 1106041.48000000 0.012478572969 Long ABS-O CORP US N 2 2054-06-28 Variable 4.00000000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102CA3 12588000.00000000 PA USD 12525060.00000000 0.141310138892 Long DBT CORP US N 2 2029-02-01 Fixed 4.37500000 N N N N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 69331CAH1 11619000.00000000 PA USD 11748203.28000000 0.132545491777 Long DBT CORP US N 2 2028-07-01 Fixed 5.00000000 N N N N N N FRONTDOOR INC N/A 000000000 431453.51000000 PA USD 431453.51000000 0.004867741585 Long LON CORP US N 2 2028-05-20 Floating 2.35400000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAJ7 7162000.00000000 PA USD 9756296.27000000 0.110072413305 Long DBT CORP US N 2 2037-05-01 Fixed 6.55000000 N N N N N N EXPEDIA GROUP INC N/A 30212PAS4 1791000.00000000 PA USD 2083389.60000000 0.023505202669 Long DBT CORP US N 2 2025-05-01 Fixed 6.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JJED7 25637.92000000 PA USD 27316.26000000 0.000308187305 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.00000000 N N N N N N Change Healthcare Holdings LLC 549300GHXFJ3EKF50583 15911AAC7 6572104.65000000 PA USD 6563560.91000000 0.074051358143 Long LON CORP US N 2 2024-03-01 Floating 3.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MX6 8154000.00000000 PA USD 8173405.30000000 0.092213932561 Long DBT CORP US N 2 2025-05-01 Fixed 0.98100000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176PG91 5326851.65000000 PA USD 5768700.14000000 0.065083585868 Long ABS-MBS USGA US N 2 2064-12-20 Variable 4.58500000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 89364MBS2 6344623.79000000 PA USD 6261065.09000000 0.070638542049 Long LON CORP US N 2 2024-08-22 Floating 2.35400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CYM0 2535711.43000000 PA USD 2702579.96000000 0.030491027549 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KUWK4 2084632.41000000 PA USD 2158788.06000000 0.024355862614 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GUVD6 2406700.37000000 PA USD 2599112.55000000 0.029323688304 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DT9 13213000.00000000 PA USD 12517203.42000000 0.141221499444 Long DBT NUSS CO N 2 2051-05-15 Fixed 4.12500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179LAF9 2083.62000000 PA USD 2240.34000000 0.000025275947 Long ABS-MBS USGA US N 2 2063-05-20 Variable 4.42200000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828T91 180555000.00000000 PA USD 186042178.39000000 2.098963683065 Long DBT UST US N 2 2023-10-31 Fixed 1.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133JLRW1 11609365.70000000 PA USD 11298634.53000000 0.127473370565 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 1.50000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EB7 17482000.00000000 PA USD 19448725.00000000 0.219424260725 Long DBT CORP US N 2 2025-09-01 Fixed 5.87500000 N N N N N N OUTFRONT MEDIA CAP LLC/C N/A 69007TAE4 12633000.00000000 PA USD 12711956.25000000 0.143418738376 Long DBT CORP US N 2 2029-01-15 Fixed 4.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128286B1 20372800.00000000 PA USD 22340048.50000000 0.252044729239 Long DBT UST US N 2 2029-02-15 Fixed 2.62500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36193EKX7 3087060.20000000 PA USD 3412612.00000000 0.038501745756 Long ABS-MBS USGA US N 2 2066-02-20 Variable 4.45800000 N N N N N N MERCADOLIBRE INC 549300DKPDN9M5S8GB14 58733RAE2 3523000.00000000 PA USD 3545934.73000000 0.040005918470 Long DBT CORP US N 2 2026-01-14 Fixed 2.37500000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63861VAD9 14159000.00000000 PA USD 14519083.05000000 0.163807090935 Long DBT CORP GB N 2 2023-04-26 Fixed 3.62200000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 62856RAD7 13256000.00000000 PA USD 15097390.96000000 0.170331672141 Long DBT CORP NL N 2 2027-07-06 Fixed 4.85000000 N N N N N N Transelec SA 549300DPF7MAL5F6CR86 89366LAA2 3713000.00000000 PA USD 3961399.70000000 0.044693274269 Long DBT CORP CL N 2 2023-07-26 Fixed 4.62500000 N N N N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 043436AU8 1942000.00000000 PA USD 1995405.00000000 0.022512543468 Long DBT CORP US N 2 2028-03-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BUL4 266428.08000000 PA USD 267830.80000000 0.003021718662 Long ABS-MBS USGA US N 2 2062-08-20 Floating 0.62700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJGT9 1963476.75000000 PA USD 2069655.29000000 0.023350249538 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133JLR68 2325988.09000000 PA USD 2263789.24000000 0.025540506147 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 1.50000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAP4 8296000.00000000 PA USD 9340836.15000000 0.105385112225 Long DBT CORP US N 2 2025-05-31 Fixed 4.75000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHT9 51890000.00000000 PA USD 56831156.76000000 0.641180054642 Long DBT CORP US N 2 2027-04-23 Fixed 3.55900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DV4M4 4151369.83000000 PA USD 4545072.79000000 0.051278386469 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 5.00000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AS9 12823000.00000000 PA USD 15262447.14000000 0.172193867749 Long DBT CORP US N 2 2040-06-01 Fixed 4.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138Y9PB8 1789394.76000000 PA USD 1965692.23000000 0.022177318275 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.00000000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCB9 3587000.00000000 PA USD 3827687.70000000 0.043184709735 Long DBT CORP US N 2 2025-07-15 Fixed 3.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H87H2 2173297.90000000 PA USD 2359846.38000000 0.026624241298 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N DPL INC N/A 233293AR0 3408000.00000000 PA USD 3655080.00000000 0.041237316425 Long DBT CORP US N 2 2025-07-01 Fixed 4.12500000 N N N N N N MILLICOM INTL CELLULAR 549300CTHC1CP86P2G96 600814AP2 3021300.00000000 PA USD 3195024.75000000 0.036046884501 Long DBT CORP LU N 2 2026-10-15 Fixed 6.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F03X0 1911487.96000000 PA USD 2034672.92000000 0.022955571703 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36193U5B6 1810912.39000000 PA USD 1990843.74000000 0.022461082454 Long ABS-MBS USGA US N 2 2066-04-20 Variable 4.57400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KEWW4 1026662.04000000 PA USD 1086210.60000000 0.012254837162 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131Y0QS4 783519.71000000 PA USD 844993.36000000 0.009533377809 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.50000000 N N N N N N KENBOURNE INVEST SA 222100QGH6Y9KFYZ4B27 48855KAC4 7180000.00000000 PA USD 7217982.20000000 0.081434665159 Long DBT CORP LU N 2 2028-01-22 Fixed 4.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KUMF6 6016115.06000000 PA USD 6088964.20000000 0.068696866666 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N J2 GLOBAL 5493008OJYGLHD7MXA18 48123VAF9 21206000.00000000 PA USD 21954571.80000000 0.247695706878 Long DBT CORP US N 2 2030-10-15 Fixed 4.62500000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CQ7 14879000.00000000 PA USD 14804605.00000000 0.167028404558 Long DBT CORP US N 2 2031-02-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CWM2 1049787.49000000 PA USD 1078028.19000000 0.012162521637 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H3PZ3 378199.81000000 PA USD 395738.16000000 0.004464794129 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.00000000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 03846JAB6 16076000.00000000 PA USD 15609796.00000000 0.176112724477 Long DBT NUSS EG N 2 2031-02-16 Fixed 5.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F3A81 1770451.91000000 PA USD 1892343.15000000 0.021349779830 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 3.50000000 N N N N N N Bayview Opportunity Master Fund IVa Trust N/A 07332HAA4 1345998.12000000 PA USD 1376906.27000000 0.015534521691 Long ABS-O CORP US N 2 2055-04-28 Fixed 4.00000000 N N N N N N Quikrete Holdings, Inc. 5493007KIN86DIZWZT22 74839XAF6 10158434.34000000 PA USD 10059999.11000000 0.113498847230 Long LON CORP US N 2 2027-02-01 Floating 2.60400000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AR5 21099000.00000000 PA USD 21064186.65000000 0.237650210152 Long DBT CORP US N 2 2031-09-15 Fixed 4.50000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEF1 23769000.00000000 PA USD 24482070.00000000 0.276211428295 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.87500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796J59 88350000.00000000 PA USD 88329585.85000000 0.996551397343 Long STIV UST US N 2 2021-12-09 None 0.00000000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 05533UAH1 7864000.00000000 PA USD 7953256.40000000 0.089730170277 Long DBT CORP MX N 2 2025-09-18 Fixed 1.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ADJY3 7325976.41000000 PA USD 7405481.42000000 0.083550067467 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 95040QAL8 5434000.00000000 PA USD 5599635.28000000 0.063176163560 Long DBT US N 2 2031-01-15 Fixed 2.75000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MP3 9645000.00000000 PA USD 11262151.98000000 0.127061767410 Long DBT CORP US N 2 2031-03-31 Fixed 4.41200000 N N N N N N DOLPHIN ENERGY LTD N/A 256853AB8 15245000.00000000 PA USD 15569108.70000000 0.175653682524 Long DBT CORP AE N 2 2021-12-15 Fixed 5.50000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DE9 2980000.00000000 PA USD 3075538.80000000 0.034698821003 Long DBT NUSS PE N 2 2026-01-23 Fixed 2.39200000 N N N N N N RE/MAX International, Inc. 549300GN7WEUE9HKXH55 75523KAG0 4345686.57000000 PA USD 4340254.46000000 0.048967586628 Long LON CORP US N 2 2023-12-15 Floating 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J8UW8 740726.16000000 PA USD 804371.69000000 0.009075076305 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AJQ30 3131612.89000000 PA USD 3164857.81000000 0.035706535274 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36181PFU8 4033357.02000000 PA USD 4347691.86000000 0.049051496807 Long ABS-MBS USGA US N 2 2064-06-20 Variable 4.67100000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GRD8 10768000.00000000 PA USD 11304338.25000000 0.127537721032 Long DBT CORP US N 2 2023-01-22 Fixed 3.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YR3U0 709970.51000000 PA USD 771431.51000000 0.008703438851 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FUFW3 723160.74000000 PA USD 788743.60000000 0.008898757184 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132ACYJ3 4466256.46000000 PA USD 4816317.58000000 0.054338622424 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GPL97 1176367.74000000 PA USD 1280217.38000000 0.014443659014 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.00000000 N N N N N N NBN CO LTD 2549007CRZ2NT7S96A24 62878U2A9 19956000.00000000 PA USD 20000901.00000000 0.225654016690 Long DBT CORP AU N 2 2026-05-05 Fixed 1.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WJYS4 1403066.46000000 PA USD 1533081.22000000 0.017296517552 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4.00000000 N N N N N N SUNCOKE ENERGY INC 1KF1J2NXQE2PI0QOB943 86722AAD5 6210000.00000000 PA USD 6202237.50000000 0.069974837850 Long DBT CORP US N 2 2029-06-30 Fixed 4.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HEAS1 3789950.43000000 PA USD 4164771.98000000 0.046987759495 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 5.00000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AZ3 1835000.00000000 PA USD 1855322.20000000 0.020932102343 Long DBT CORP GB N 2 2028-03-17 Fixed 2.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XAJC7 25369554.60000000 PA USD 25679724.80000000 0.289723600383 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAQ6 8882000.00000000 PA USD 9456665.40000000 0.106691920129 Long DBT CORP KY N 2 2030-07-08 Fixed 3.75000000 N N N N N N ENTERGY CORP 4XM3TW50JULSLG8BNC79 29364GAL7 6711000.00000000 PA USD 6984506.13000000 0.078800543177 Long DBT CORP US N 2 2030-06-15 Fixed 2.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X53P0 134302.39000000 PA USD 147375.18000000 0.001662715161 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHFU1 1641998.33000000 PA USD 1728883.21000000 0.019505593309 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.00000000 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EUX5 4061000.00000000 PA USD 4280888.04000000 0.048297803245 Long DBT CORP US N 2 2024-03-07 Fixed 2.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EXKG7 620934.13000000 PA USD 653351.17000000 0.007371233716 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JMXL8 857587.26000000 PA USD 931423.93000000 0.010508504144 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N UNITED AIR 2020-1 B PTT N/A 90932VAA3 4770978.00000000 PA USD 5059765.30000000 0.057085246482 Long DBT CORP US N 2 2027-07-15 Fixed 4.87500000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWL4 5359000.00000000 PA USD 5916917.56000000 0.066755803343 Long DBT CORP US N 2 2028-06-05 Fixed 3.69100000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213TET6 2491.54000000 PA USD 2793.77000000 0.000031519851 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AJT78 6573602.33000000 PA USD 6645007.63000000 0.074970255722 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCB9 17571000.00000000 PA USD 19480853.31000000 0.219786738505 Long DBT CORP US N 2 2061-03-25 Fixed 4.10000000 N N N N N N ULTRAPAR INTERNATIONL SA 222100CXHWBP3H3SK244 90401CAA7 12089000.00000000 PA USD 13297900.00000000 0.150029468600 Long DBT CORP LU N 2 2026-10-06 Fixed 5.25000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBH5 3362000.00000000 PA USD 3514890.65000000 0.039655673181 Long DBT CORP US N 2 2025-05-06 Fixed 2.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FB4A5 235473.45000000 PA USD 248136.14000000 0.002799519715 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SW9 15614000.00000000 PA USD 15284642.19000000 0.172444276578 Long DBT UST US N 2 2041-02-15 Fixed 1.87500000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAN1 7588000.00000000 PA USD 8365770.00000000 0.094384228151 Long DBT CORP NL N 2 2025-01-31 Fixed 7.12500000 N N N N N N MOHAWK INDUSTRIES INC 549300JI1115MG3Q6322 608190AL8 19521000.00000000 PA USD 21438743.04000000 0.241876027473 Long DBT CORP US N 2 2030-05-15 Fixed 3.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HBJG4 424313.52000000 PA USD 458271.20000000 0.005170303928 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.50000000 N N N N N N Bank N/A 065405AE2 1531640.00000000 PA USD 1754527.62000000 0.019794918481 Long ABS-MBS CORP US N 2 2052-02-15 Fixed 4.00500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QNQJ1 563532.93000000 PA USD 608268.94000000 0.006862607316 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.50000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBD9 6180000.00000000 PA USD 6869358.36000000 0.077501423861 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CF4 2326000.00000000 PA USD 2807042.99000000 0.031669599570 Long DBT CORP GB N 2 2030-03-31 Fixed 4.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128LXBL3 6026.80000000 PA USD 7152.32000000 0.000080693851 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AJVL4 12096763.37000000 PA USD 12228162.89000000 0.137960488523 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ4C1 1003037.97000000 PA USD 1082864.22000000 0.012217082659 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.50000000 N N N N N N Sabre GLBL Inc. F2TJC7HPPHLHU1AQMP98 78571YBE9 2527300.00000000 PA USD 2539936.50000000 0.028656052713 Long LON CORP US N 2 2027-12-17 Floating 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9NL3 715039.22000000 PA USD 762004.08000000 0.008597076771 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMKC8 44734896.71000000 PA USD 49037364.87000000 0.553248993674 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FDB96 924858.12000000 PA USD 1000471.27000000 0.011287509530 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225BKL1 1088.04000000 PA USD 1247.36000000 0.000014072955 Long ABS-MBS USGA US N 2 2030-07-15 Fixed 7.50000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABP1 7091000.00000000 PA USD 7249452.86000000 0.081789723206 Long DBT CORP US N 2 2027-10-15 Fixed 2.37500000 N N N N N N QUIKRETE HOLDINGS INC N/A 74839XAG4 7323510.00000000 PA USD 7261699.58000000 0.081927893059 Long LON CORP US N 2 2028-05-12 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XSFS4 3160250.57000000 PA USD 3378484.45000000 0.038116712165 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.50000000 N N N N N N Churchill Downs Incorporated 529900FODTBQC8MIS994 17148PAD3 4374345.00000000 PA USD 4337425.53000000 0.048935670095 Long LON CORP US N 2 2024-12-27 Floating 2.11000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ5H9 726827.83000000 PA USD 773971.95000000 0.008732100585 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ADFV3 8656858.65000000 PA USD 8750808.77000000 0.098728309701 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013092AF8 15901000.00000000 PA USD 16127589.25000000 0.181954567636 Long DBT CORP US N 2 2026-03-15 Fixed 3.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBT7 35580500.00000000 PA USD 35420665.63000000 0.399622770657 Long DBT UST US N 2 2026-03-31 Fixed 0.75000000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 91533BAF7 2903000.00000000 PA USD 3070006.89000000 0.034636408929 Long DBT CORP US N 2 2050-06-22 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RCN4 17528.02000000 PA USD 17441.95000000 0.000196783438 Long ABS-MBS USGA US N 3 2063-05-20 Floating 0.38700000 N N N N N N COMM Mortgage Trust N/A 12622DAK0 915412.00000000 PA USD 931858.93000000 0.010513411897 Long ABS-MBS CORP US N 2 2046-07-10 Variable 5.93700000 N N N N N N JAZZ SECURITIES DAC 6354009DV8VV7K6KOO02 47216FAA5 3863000.00000000 PA USD 4005158.40000000 0.045186968349 Long DBT CORP IE N 2 2029-01-15 Fixed 4.37500000 N N N N N N Sequoia Mortgage Trust 549300ZUG1L9OO3W6B29 81747DAA7 1401343.83000000 PA USD 1420691.90000000 0.016028519600 Long ABS-MBS CORP US N 2 2048-02-25 Variable 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J82H2 938896.37000000 PA USD 1019702.14000000 0.011504475909 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.50000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAB1 9780000.00000000 PA USD 12657344.07000000 0.142802593244 Long DBT CORP GB N 2 2045-09-15 Fixed 5.62500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176PHD1 4578872.08000000 PA USD 5011225.21000000 0.056537607839 Long ABS-MBS USGA US N 2 2065-02-20 Variable 4.59600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ADVC7 485112.92000000 PA USD 490348.26000000 0.005532203496 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.00000000 N N N N N N SOCIEDAD QUIMICA Y MINER TJ88LXZZW5PWIN93ZC81 833636AJ2 11424000.00000000 PA USD 12391270.08000000 0.139800695251 Long DBT CORP CL N 2 2050-01-22 Fixed 4.25000000 N N N N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAA1 11938410.00000000 PA USD 11982582.12000000 0.135189798984 Long ABS-O CORP US N 2 2048-09-05 Fixed 4.26200000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 455780BZ8 6795000.00000000 PA USD 6907389.30000000 0.077930496250 Long DBT NUSS ID N 2 2022-01-08 Fixed 3.70000000 N N N N N N REPUBLIC OF KENYA 549300VVURQQYU45PR87 491798AL8 8600000.00000000 PA USD 8612900.00000000 0.097172396401 Long DBT NUSS KE N 2 2034-01-23 Fixed 6.30000000 N N N N N N HP ENTERPRISE CO 549300BX44RGX6ANDV88 42824CBF5 4916000.00000000 PA USD 5465504.29000000 0.061662871901 Long DBT CORP US N 2 2024-10-01 Fixed 4.65000000 N N N N N N CLEARWAY ENERGY OP LLC 549300Z3NFMM54NWBB87 18539UAD7 18219000.00000000 PA USD 18127905.00000000 0.204522515132 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N JABIL INC 5493000CGCQY2OQU7669 466313AK9 6975000.00000000 PA USD 7179696.09000000 0.081002713894 Long DBT CORP US N 2 2031-01-15 Fixed 3.00000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MCA6 14566000.00000000 PA USD 14709119.54000000 0.165951119211 Long DBT CORP JP N 2 2025-07-08 Fixed 1.47400000 N N N N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 69331CAJ7 8950000.00000000 PA USD 9035025.00000000 0.101934891940 Long DBT CORP US N 2 2030-07-01 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L1VM4 16761775.84000000 PA USD 16943842.75000000 0.191163696811 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36194NND7 2310335.74000000 PA USD 2584141.95000000 0.029154787112 Long ABS-MBS USGA US N 2 2066-06-20 Variable 4.59100000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BR3 13101000.00000000 PA USD 13541457.45000000 0.152777330653 Long DBT CORP US N 2 2023-04-24 Fixed 2.49700000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 369604BX0 14817000.00000000 PA USD 17315137.46000000 0.195352715230 Long DBT CORP US N 2 2040-05-01 Fixed 4.25000000 N N N N N N VALVOLINE INC 549300CMHPBEY6VPOT75 92047WAG6 7940000.00000000 PA USD 7940000.00000000 0.089580609019 Long DBT CORP US N 2 2031-06-15 Fixed 3.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WEEA3 2958213.24000000 PA USD 3157762.74000000 0.035626487328 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.50000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12649AAC3 10077000.00000000 PA USD 10856631.29000000 0.122486604894 Long ABS-MBS CORP US N 2 2037-09-15 Fixed 3.95300000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMG4 7539000.00000000 PA USD 7854751.79000000 0.088618822298 Long DBT CORP US N 2 2057-12-01 Fixed 3.80000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BGP1 321401.66000000 PA USD 321965.21000000 0.003632473500 Long ABS-MBS USGA US N 2 2060-10-20 Floating 0.45700000 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 28370TAG4 10503000.00000000 PA USD 11444453.00000000 0.129118522624 Long DBT CORP US N 2 2024-05-01 Fixed 4.30000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36183HGJ8 4219237.30000000 PA USD 4603155.41000000 0.051933685773 Long ABS-MBS USGA US N 2 2064-10-20 Variable 4.61400000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAE8 15950000.00000000 PA USD 14842777.96000000 0.167459079244 Long DBT CORP NL N 2 2051-02-08 Fixed 3.83200000 N N N N N N TEXTRON INC 3PPKBHUG1HD6BO7RNR87 883203CB5 29847000.00000000 PA USD 31394241.62000000 0.354195879601 Long DBT CORP US N 2 2030-06-01 Fixed 3.00000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668BB7 7096000.00000000 PA USD 7672439.59000000 0.086561940949 Long DBT CORP US N 2 2026-09-26 Fixed 3.20000000 N N N N N N UMBS, TBA N/A 01F022675 397235000.00000000 PA USD 410858921.13000000 4.635389468014 Long ABS-MBS USGSE US N 2 2051-07-14 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176HLZ5 3360.02000000 PA USD 3492.55000000 0.000039403621 Long ABS-MBS USGA US N 2 2062-12-20 Variable 3.89000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9UB9 39239039.71000000 PA USD 38482469.04000000 0.434166626346 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 1.50000000 N N N N N N GS Mortgage Securities Trust N/A 36258YBG2 6596065.00000000 PA USD 7059761.77000000 0.079649591799 Long ABS-MBS CORP US N 2 2053-02-13 Fixed 2.91100000 N N N N N N AMERICA MOVIL SAB DE CV 5493000FNR3UCEAONM59 02364WBJ3 13487000.00000000 PA USD 14215251.20000000 0.160379201494 Long DBT CORP MX N 2 2030-05-07 Fixed 2.87500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176PGH3 630286.11000000 PA USD 667155.77000000 0.007526979872 Long ABS-MBS USGA US N 2 2064-01-20 Variable 4.63600000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAH3 5575000.00000000 PA USD 6216125.00000000 0.070131519300 Long DBT CORP US N 2 2027-07-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L1UH6 2456770.65000000 PA USD 2483456.07000000 0.028018829625 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017AZ7 13294000.00000000 PA USD 13845961.43000000 0.156212803194 Long DBT CORP US N 2 2023-09-01 Fixed 2.67000000 N N N N N N Mill City Mortgage Trust N/A 59980TAA4 556433.42000000 PA USD 559361.09000000 0.006310819534 Long ABS-O CORP US N 2 2057-04-25 Variable 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36295NGV3 125434.30000000 PA USD 145821.56000000 0.001645186921 Long ABS-MBS USGA US N 2 2038-04-15 Fixed 5.50000000 N N N N N N Banco Santander Chile 3YJP8HORPAEXJ80D6368 05967BAB1 13578000.00000000 PA USD 14134019.10000000 0.159462725299 Long DBT CORP CL N 2 2022-09-20 Fixed 3.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131Y8KD6 14009827.49000000 PA USD 15313259.81000000 0.172767146077 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FB4E7 539224.07000000 PA USD 583312.66000000 0.006581045759 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4.00000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RML3 22028000.00000000 PA USD 22260763.93000000 0.251150225452 Long DBT CORP US N 2 2026-03-25 Fixed 1.70000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GFD1 15206000.00000000 PA USD 22142559.80000000 0.249816623695 Long DBT CORP US N 2 2037-10-01 Fixed 6.75000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAM7 3200000.00000000 PA USD 3297184.03000000 0.037199465170 Long DBT CORP ES N 2 2031-03-25 Fixed 2.95800000 N N N N N N Aramark Services, Inc. 42YMHYH0XMHJEXDUB065 03852JAS0 10173001.69000000 PA USD 10117050.18000000 0.114142508388 Long LON CORP US N 2 2028-04-06 Floating 2.60400000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761JVL0 2867000.00000000 PA USD 3127895.97000000 0.035289524677 Long DBT CORP US N 2 2024-10-23 Fixed 3.70000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BF9 21403000.00000000 PA USD 22736451.85000000 0.256517028170 Long DBT CORP US N 2 2032-10-15 Fixed 3.50000000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRUST 549300UVB571ELWL8972 92890FBB1 5245978.00000000 PA USD 5611492.57000000 0.063309939789 Long ABS-MBS CORP US N 2 2047-05-15 Fixed 4.17600000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 917288BJ0 250098000.00000000 PA 5882433.36000000 0.066366745958 Long DBT NUSS UY N 2 2022-06-20 Fixed 9.87500000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 80413TAB5 27253000.00000000 PA USD 29686365.86000000 0.334927296388 Long DBT NUSS SA N 2 2026-10-26 Fixed 3.25000000 N N N N N N SACI Falabella 5493004CKJQ7H391LM41 78386FAC0 6409000.00000000 PA USD 6889675.00000000 0.077730640106 Long DBT CORP CL N 2 2025-01-27 Fixed 4.37500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128286T2 4267700.00000000 PA USD 4605281.73000000 0.051957675325 Long DBT UST US N 2 2029-05-15 Fixed 2.37500000 N N N N N N SMB Private Education Loan Trust N/A 78448YAJ0 5691580.19000000 PA USD 5605943.54000000 0.063247334564 Long ABS-O CORP US N 2 2053-01-15 Fixed 1.07000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286NAF3 8181000.00000000 PA USD 8176653.43000000 0.092250578589 Long ABS-O CORP US N 2 2026-02-17 Fixed 0.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GY6W4 2258428.17000000 PA USD 2387493.46000000 0.026936160979 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QCDT0 24481820.71000000 PA USD 25324611.79000000 0.285717147019 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.50000000 N N N N N N Elanco Animal Health Incorporated 549300SHPNDCE059M934 28414BAF3 19674968.21000000 PA USD 19363513.46000000 0.218462887721 Long LON CORP US N 2 2027-08-02 Floating 1.84200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JPPV8 1421923.97000000 PA USD 1539591.69000000 0.017369969928 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 3.50000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BZ5 10762000.00000000 PA USD 10939573.00000000 0.123422369238 Long DBT CORP MX N 2 2031-07-11 Fixed 3.87500000 N N N N N N GS Mortgage Securities Trust N/A 36191YAJ7 5627003.00000000 PA USD 4671205.33000000 0.052701438075 Long ABS-MBS CORP US N 2 2044-08-10 Variable 5.42800000 N N N N N N Coty Inc. 549300BO9IWPF3S48F93 22207EBG8 6915603.21000000 PA USD 6648176.83000000 0.075006011247 Long LON CORP US N 2 2025-04-07 Floating 2.33100000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36181PEL9 3036099.08000000 PA USD 3262802.78000000 0.036811569287 Long ABS-MBS USGA US N 2 2064-01-20 Variable 4.71400000 N N N N N N BRASKEM AMERICA FINANCE 254900QMQAJ26H49CL75 10554CAA0 25853000.00000000 PA USD 32148464.03000000 0.362705162072 Long DBT CORP US N 2 2041-07-22 Fixed 7.12500000 N N N N N N CORNING INC 549300X2937PB0CJ7I56 219350BQ7 18789000.00000000 PA USD 26305414.88000000 0.296782756356 Long DBT CORP US N 2 2079-11-15 Fixed 5.45000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 63938CAB4 907000.00000000 PA USD 978426.25000000 0.011038793369 Long DBT CORP US N 2 2024-10-25 Fixed 5.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A4QD1 2291798.31000000 PA USD 2424516.58000000 0.027353862948 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CX74 2904358.75000000 PA USD 3034121.78000000 0.034231546208 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 3.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747WAL3 10640000.00000000 PA USD 10680790.04000000 0.120502730049 Long DBT CORP US N 2 2021-07-28 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133JLN96 2297653.92000000 PA USD 2366115.97000000 0.026694976020 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133JLN88 1222043.90000000 PA USD 1189334.59000000 0.013418301876 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 1.50000000 N N N N N N Venator Materials Corporation 2221000BJZTBBAJL7429 92260UAB1 4091600.00000000 PA USD 4050684.00000000 0.045700596935 Long LON CORP US N 2 2024-08-08 Floating 3.10400000 N N N N N N Towd Point Mortgage Trust N/A 89171DAE7 1298545.00000000 PA USD 1367942.23000000 0.015433387665 Long ABS-MBS CORP US N 2 2053-10-25 Variable 3.24100000 N N N N N N NVR INC 529900RWXR4JI3JYTV70 62944TAF2 13255000.00000000 PA USD 14053167.72000000 0.158550544460 Long DBT CORP US N 2 2030-05-15 Fixed 3.00000000 N N N N N N Towd Point Mortgage Trust N/A 89172PAD1 5101352.00000000 PA USD 5396128.52000000 0.060880161104 Long ABS-O CORP US N 2 2055-08-25 Variable 3.00000000 N N N N N N CREDIT SUISSE NEW YORK 549300D0YARF5HYP1809 22550L2A8 5227000.00000000 PA USD 5262763.60000000 0.059375512394 Long DBT CORP CH N 2 2021-11-12 Fixed 2.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FP4V8 2387994.93000000 PA USD 2514259.59000000 0.028366360869 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9N66 10270605.49000000 PA USD 11068681.04000000 0.124878991008 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N Lamar Media Corporation N/A 513076BB4 3468382.61000000 PA USD 3407685.91000000 0.038446168660 Long LON CORP US N 2 2027-02-05 Floating 1.57700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WEKH1 106601.14000000 PA USD 115167.55000000 0.001299342477 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.50000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286XAE4 8315000.00000000 PA USD 8328390.48000000 0.093962505208 Long ABS-O CORP US N 2 2026-06-15 Fixed 0.90000000 N N N N N N Navient Student Loan Trust N/A 63942JAA5 14725000.00000000 PA USD 14762519.30000000 0.166553585586 Long ABS-O CORP US N 2 2069-10-15 Fixed 1.06000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MBA0 10277000.00000000 PA USD 11298502.46000000 0.127471880526 Long DBT CORP US N 2 2030-01-15 Fixed 4.50000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJH4 9258000.00000000 PA USD 9670524.17000000 0.109104715955 Long DBT CORP US N 2 2023-01-25 Fixed 3.20000000 N N N N N N Meredith Corporation 549300YC8BC386CCTS24 58943PAQ5 12965920.44000000 PA USD 12904332.32000000 0.145589162244 Long LON CORP US N 2 2025-01-31 Floating 2.60400000 N N N N N N WestRock RKT LLC PQQ60KVT5SJX0ETQT497 772739AL2 1686000.00000000 PA USD 1734574.10000000 0.019569799026 Long DBT CORP US N 2 2022-03-01 Fixed 4.90000000 N N N N N N Grifols Worldwide Operations USA, Inc. N/A 39843PAG8 4937805.00000000 PA USD 4887192.50000000 0.055138246920 Long LON CORP US N 2 2027-11-15 Floating 2.08800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FKH37 648118.72000000 PA USD 709578.47000000 0.008005600943 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4.50000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAU2 1707000.00000000 PA USD 2376341.81000000 0.026810345916 Long DBT CORP US N 2 2039-06-15 Fixed 6.75000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJD3 20006000.00000000 PA USD 20486966.25000000 0.231137898443 Long DBT CORP US N 2 2022-01-24 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C4F8 873270.03000000 PA USD 929875.07000000 0.010491029607 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C2E3 954189.49000000 PA USD 1046663.67000000 0.011808661082 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176PHE9 2164452.57000000 PA USD 2357263.52000000 0.026595100975 Long ABS-MBS USGA US N 2 2065-03-20 Variable 4.63000000 N N N N N N Invitation Homes Trust N/A 46185HAA0 20212776.10000000 PA USD 20259388.78000000 0.228570325602 Long ABS-O CORP US N 2 2037-06-17 Floating 0.97300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CZN7 1646466.51000000 PA USD 1807075.79000000 0.020387777054 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36182HLR5 3209782.28000000 PA USD 3606471.57000000 0.040688906757 Long ABS-MBS USGA US N 2 2066-03-20 Variable 4.62200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FTYK1 805329.38000000 PA USD 858070.34000000 0.009680914815 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GSVS8 1559044.16000000 PA USD 1658353.15000000 0.018709859590 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138XURG9 136800.67000000 PA USD 151779.43000000 0.001712404757 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 4.50000000 N N N N N N Virgin Media Bristol LLC N/A 000000000 12405000.00000000 PA USD 12287896.80000000 0.138634417999 Long LON CORP US N 2 2028-01-31 Floating 2.57300000 N N N N N N Summit Materials Companies I, LLC 549300C97P3BW8QROE16 86614DAH1 18007826.04000000 PA USD 17932733.41000000 0.202320551669 Long LON CORP US N 2 2024-11-21 Floating 2.10400000 N N N N N N HP ENTERPRISE CO 549300BX44RGX6ANDV88 42824CAX7 17421000.00000000 PA USD 23627591.52000000 0.266571037535 Long DBT CORP US N 2 2035-10-15 Fixed 6.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QB4M7 2316830.27000000 PA USD 2419667.14000000 0.027299150633 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.00000000 N N N N N N GROUP 1 AUTOMOTIVE INC 549300US8QAZJLWYAF63 398905AN9 5300000.00000000 PA USD 5392750.00000000 0.060842043991 Long DBT CORP US N 2 2028-08-15 Fixed 4.00000000 N N N N N N Bacardi Ltd 549300R32WTQNHNN5055 067316AH2 16995000.00000000 PA USD 22088571.45000000 0.249207516733 Long DBT CORP BM N 2 2048-05-15 Fixed 5.30000000 N N N N N N SUZANO AUSTRIA G 254900287ZNSGVP1R341 86964WAK8 8445000.00000000 PA USD 8363674.65000000 0.094360588008 Long DBT CORP AT N 2 2032-01-15 Fixed 3.12500000 N N N N N N TOYOTA MOTOR CORP 5493006W3QUS5LMH6R84 892331AF6 9825000.00000000 PA USD 10349261.31000000 0.116762359074 Long DBT CORP JP N 2 2024-07-02 Fixed 2.35800000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCH2 38655000.00000000 PA USD 38715398.44000000 0.436794580692 Long DBT UST US N 2 2028-06-30 Fixed 1.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133SKAK7 1767951.77000000 PA USD 1859980.06000000 0.020984653216 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 3.50000000 N N N N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591EH1 9290000.00000000 PA USD 13296313.24000000 0.150011566468 Long DBT USGA US N 2 2039-09-15 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371JMC5 5379.36000000 PA USD 6140.68000000 0.000069280334 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 7.50000000 N N N N N N Calpine Corporation 43R4VPJBXTU2O15HEF41 13134MBQ5 8743749.82000000 PA USD 8624485.07000000 0.097303101392 Long LON CORP US N 2 2026-04-05 Floating 2.11000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61772BAA1 23028000.00000000 PA USD 23076245.04000000 0.260350640374 Long DBT CORP US N 2 2024-04-05 Fixed 0.73100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBLH1 17333357.46000000 PA USD 17983640.55000000 0.202894895826 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967HV6 5935000.00000000 PA USD 6464319.33000000 0.072931695526 Long DBT CORP US N 2 2024-08-05 Fixed 4.00000000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 89364MBR4 12850028.20000000 PA USD 12650338.76000000 0.142723557988 Long LON CORP US N 2 2025-12-09 Floating 2.35400000 N N N N N N PNC BANK NA AD6GFRVSDT01YPT1CS68 69353RFS2 15693000.00000000 PA USD 15806509.67000000 0.178332085984 Long DBT CORP US N 2 2022-12-09 Fixed 2.02800000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAM1 1765000.00000000 PA USD 1808613.15000000 0.020405121846 Long DBT CORP US N 2 2026-05-15 Fixed 3.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HJJQ5 33870364.13000000 PA USD 36564428.81000000 0.412526927110 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N TENCENT HOLDINGS LTD 254900N4SLUMW4XUYY11 88032WAW6 16293000.00000000 PA USD 15861340.59000000 0.178950698982 Long DBT CORP KY N 2 2060-06-03 Fixed 3.29000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L6S96 7078958.48000000 PA USD 7155854.16000000 0.080733724648 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 617726AM6 14611000.00000000 PA USD 13515175.00000000 0.152480806991 Long DBT NUSS MA N 2 2050-12-15 Fixed 4.00000000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAA6 13803000.00000000 PA USD 14740347.24000000 0.166303436136 Long DBT CORP NL N 2 2030-01-21 Fixed 3.68000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BDQ6 18457000.00000000 PA USD 20074265.83000000 0.226481732830 Long DBT CORP US N 2 2024-04-29 Fixed 3.87500000 N N N N N N KIMBERLY-CLARK DE MEXICO 549300JGHL56QT00KT54 494386AD7 2157000.00000000 PA USD 2135624.13000000 0.024094522695 Long DBT CORP MX N 2 2031-07-01 Fixed 2.43100000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 2556243100.00000000 PA 141071688.29000000 1.591597953711 Long DBT NUSS MX N 2 2029-05-31 Fixed 8.50000000 N N N N N N LAMAR MEDIA CORP N/A 513075BT7 4899000.00000000 PA USD 4958326.89000000 0.055940798806 Long DBT CORP US N 2 2030-02-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FSA45 1364644.82000000 PA USD 1480512.13000000 0.016703422955 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.50000000 N N N N N N Sequoia Mortgage Trust N/A 81746HAA9 590261.14000000 PA USD 598927.65000000 0.006757217083 Long ABS-MBS CORP US N 2 2047-08-25 Variable 4.00000000 N N N N N N Extended Stay America Trust N/A 30227FAA8 6400000.00000000 PA USD 6412595.20000000 0.072348133931 Long ABS-MBS CORP US N 2 2038-07-15 Floating 1.15500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36230RPB6 40097.51000000 PA USD 41684.20000000 0.000470289171 Long ABS-MBS USGA US N 2 2062-04-20 Variable 4.70000000 N N N N N N Bank N/A 06540VBB0 6138240.00000000 PA USD 6607326.14000000 0.074545125895 Long ABS-MBS CORP US N 2 2062-11-15 Fixed 2.96000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CR5 13678000.00000000 PA USD 13026243.30000000 0.146964585397 Long DBT CORP US N 2 2031-03-01 Fixed 3.75000000 N N N N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 000000000 732758334.97000000 PA USD 732758334.97000000 8.267120643693 Long RA CORP US N 2 Repurchase N 0.00000000 2021-07-01 537557000.00000000 USD 747413651.11433600 USD UST N N N GRAY OAK PIPELINE LLC N/A 38937LAC5 2014000.00000000 PA USD 2068879.47000000 0.023341496588 Long DBT CORP US N 2 2025-10-15 Fixed 2.60000000 N N N N N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 67091TAA3 19460000.00000000 PA USD 21369026.00000000 0.241089466402 Long DBT CORP MA N 2 2024-04-25 Fixed 5.62500000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 25160PAF4 10038000.00000000 PA USD 10133222.38000000 0.114324966263 Long DBT CORP DE N 2 2026-03-19 Fixed 1.68600000 N N N N N N OOREDOO INTL FINANCE 549300BHXCDJ03WU7N77 74735K2B7 9288000.00000000 PA USD 10425780.00000000 0.117625657670 Long DBT CORP BM N 2 2028-01-31 Fixed 3.87500000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457BX7 19358000.00000000 PA USD 21128005.31000000 0.238370224564 Long DBT CORP US N 2 2030-11-15 Fixed 3.50000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAP6 21425000.00000000 PA USD 21198946.97000000 0.239170602034 Long DBT CORP KY N 2 2028-02-21 Fixed 2.75000000 N N N N N N RE MAX INTNL INC N/A 000000000 4355000.00000000 PA USD 4344112.50000000 0.049011113778 Long LON CORP US N 2 2028-06-24 None 0.00000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AU4 15493000.00000000 PA USD 19071426.42000000 0.215167505488 Long DBT CORP US N 2 2060-06-01 Fixed 4.60000000 N N N N N N Towd Point Mortgage Trust N/A 89175MAA1 7366410.93000000 PA USD 7764604.48000000 0.087601762986 Long ABS-MBS CORP US N 2 2058-05-25 Variable 3.75000000 N N N N N N Enel Generacion Chile SA 549300PVHXUFEIE6LY50 29246RAA1 2853000.00000000 PA USD 3051921.06000000 0.034432361112 Long DBT CORP CL N 2 2024-04-15 Fixed 4.25000000 N N N N N N ON Semiconductor Corporation ZV20P4CNJVT8V1ZGJ064 68218EAH7 19773767.61000000 PA USD 19690322.31000000 0.222150008101 Long LON CORP US N 2 2026-09-19 Floating 2.10400000 N N N N N N ANHEUSER-BUSCH CO/INBEV N/A 03522AAJ9 22778000.00000000 PA USD 28831254.18000000 0.325279761744 Long DBT CORP US N 2 2046-02-01 Fixed 4.90000000 N N N N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BK3 15602000.00000000 PA USD 18355308.19000000 0.207088121713 Long DBT CORP US N 2 2027-06-15 Fixed 5.12500000 N N N N N N BOSTON GAS COMPANY FN7P4E7K9JOBORDEUX61 100743AL7 2701000.00000000 PA USD 2842567.76000000 0.032070396866 Long DBT CORP US N 2 2029-08-01 Fixed 3.00100000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SX7 50200000.00000000 PA USD 53596343.75000000 0.604684271329 Long DBT UST US N 2 2051-05-15 Fixed 2.37500000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017AP9 6371000.00000000 PA USD 6794047.97000000 0.076651757539 Long DBT CORP US N 2 2023-06-01 Fixed 4.33300000 N N N N N N FRESNILLO PLC 549300JXWH1UV5J0XV81 358070AB6 16183000.00000000 PA USD 16368457.18000000 0.184672086007 Long DBT CORP GB N 2 2050-10-02 Fixed 4.25000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724BY7 18089000.00000000 PA USD 18814911.57000000 0.212273455553 Long DBT NUSS UA N 2 2033-03-15 Fixed 7.25300000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36196RNZ7 6991576.90000000 PA USD 7855324.70000000 0.088625285979 Long ABS-MBS USGA US N 2 2066-12-20 Variable 4.64900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5J71 5837879.78000000 PA USD 6287361.03000000 0.070935217908 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17328CAD4 14179842.00000000 PA USD 15416310.04000000 0.173929778617 Long ABS-MBS CORP US N 2 2072-12-15 Fixed 3.10200000 N N N N N N AECOM TECHNOLOGY CORPORATION 0EEB8GF0W0NPCIHZX097 00766WAV5 7810000.00000000 PA USD 7800237.50000000 0.088003781580 Long LON CORP US N 2 2028-04-13 Floating 1.85400000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225BB31 18729.07000000 PA USD 21929.68000000 0.000247414872 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N LAMAR MEDIA CORP N/A 513075BX8 9132000.00000000 PA USD 8926530.00000000 0.100710830457 Long DBT CORP US N 2 2031-01-15 Fixed 3.62500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179ACZ7 14072.43000000 PA USD 14854.67000000 0.000167593247 Long ABS-MBS USGA US N 2 2063-07-20 Variable 3.79600000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CV5 16774000.00000000 PA USD 21602949.27000000 0.243728633782 Long DBT CORP US N 2 2040-05-01 Fixed 5.70500000 N N N N N N DXC TECHNOLOGY CO 549300DOVZ3EDJB7O259 23355LAK2 6803000.00000000 PA USD 7476801.98000000 0.084354719759 Long DBT CORP US N 2 2025-04-15 Fixed 4.12500000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MBP4 12213000.00000000 PA USD 13106861.17000000 0.147874131731 Long DBT CORP JP N 2 2029-07-16 Fixed 3.04000000 N N N N N N GATX CORP 549300IHYHCQP2PIR591 361448BF9 4133000.00000000 PA USD 4657915.10000000 0.052551495141 Long DBT CORP US N 2 2030-06-30 Fixed 4.00000000 N N N N N N TRANSPRTDRA DE GAS INTL 529900780HCVLCEM2440 89387YAC5 9267000.00000000 PA USD 10332797.67000000 0.116576613117 Long DBT CORP CO N 2 2028-11-01 Fixed 5.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CZJ6 666455.82000000 PA USD 716900.41000000 0.008088208480 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KULJ9 15262382.32000000 PA USD 15428016.71000000 0.174061855522 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBB3 783000.00000000 PA USD 970512.53000000 0.010949509256 Long DBT CORP US N 2 2041-09-01 Fixed 5.50000000 N N N N N N OMAN SOVEREIGN SUKUK 549300KM6RUZQLK8LU36 68204LAB0 6285000.00000000 PA USD 6446964.45000000 0.072735894428 Long DBT NUSS OM N 2 2030-06-15 Fixed 4.87500000 N N N N N N Bank N/A 06540XBG5 12696152.00000000 PA USD 13699043.90000000 0.154555251328 Long ABS-MBS CORP US N 2 2062-11-15 Fixed 2.97800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5KC6 5495287.53000000 PA USD 6191905.35000000 0.069858268544 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 6.00000000 N N N N N N SACI Falabella 5493004CKJQ7H391LM41 78386FAA4 8418000.00000000 PA USD 8760612.60000000 0.098838918399 Long DBT CORP CL N 2 2023-04-30 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YF4T8 2029878.85000000 PA USD 2195922.37000000 0.024774819050 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 3.50000000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAH0 6533000.00000000 PA USD 6761655.00000000 0.076286293813 Long DBT CORP US N 2 2029-04-15 Fixed 4.62500000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89114QCA4 21438000.00000000 PA USD 22691545.67000000 0.256010387999 Long DBT CORP CA N 2 2024-06-12 Fixed 2.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ABNB2 9629185.61000000 PA USD 9733685.29000000 0.109817311874 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.00000000 N N N N N N INTL LEASE FINANCE CORP N/A 459745GN9 3315000.00000000 PA USD 3508015.28000000 0.039578103933 Long DBT CORP US N 2 2022-08-15 Fixed 5.87500000 N N N N N N BAIDU INC 254900AL64IANZYI1E02 056752AQ1 4515000.00000000 PA USD 4781339.85000000 0.053943996938 Long DBT CORP KY N 2 2025-04-07 Fixed 3.07500000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 22822VAQ4 983000.00000000 PA USD 1121907.73000000 0.012657579057 Long DBT US N 2 2050-07-01 Fixed 4.15000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBL5 3310000.00000000 PA USD 3587113.20000000 0.040470501899 Long DBT CORP US N 2 2027-07-15 Fixed 6.50000000 N N N N N N NATURA COSMETICOS SA N/A 63883KAB1 11615000.00000000 PA USD 11905375.00000000 0.134318733389 Long DBT CORP BR N 2 2028-05-03 Fixed 4.12500000 N N N N N N GOODYEAR TIRE & RUBBER 5493002BI0S2ZQUY3437 382550BK6 23341000.00000000 PA USD 24617752.70000000 0.277742226645 Long DBT CORP US N 2 2033-04-30 Fixed 5.62500000 N N N N N N SA GLOBAL SUKUK LTD 5493007DFAVKU7UOGR47 78397PAA9 8035000.00000000 PA USD 8024715.20000000 0.090536382219 Long DBT CORP KY N 2 2024-06-17 Fixed 0.94600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QCHN9 34835245.28000000 PA USD 36409402.99000000 0.410777895955 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.00000000 N N N N N N ANTARES HOLDINGS N/A 03666HAC5 6872000.00000000 PA USD 7151158.44000000 0.080680746631 Long DBT CORP US N 2 2026-07-15 Fixed 3.95000000 N N N N N N Sequoia Mortgage Trust 549300FECQ7XLTBL1027 81746WAB4 2750788.64000000 PA USD 2806221.43000000 0.031660330572 Long ABS-MBS CORP US N 2 2048-08-25 Variable 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KVLP3 10272872.60000000 PA USD 10384359.98000000 0.117158349028 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ACBY3 8850451.79000000 PA USD 8946502.82000000 0.100936167659 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7PY5 1550805.73000000 PA USD 1662038.47000000 0.018751438080 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.00000000 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAC6 1475000.00000000 PA USD 1753524.25000000 0.019783598267 Long DBT CORP US N 2 2025-04-15 Fixed 9.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FHNN3 475458.71000000 PA USD 517684.95000000 0.005840621297 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4.50000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AJ6 9325000.00000000 PA USD 8672250.00000000 0.097841994530 Long DBT CORP CA N 2 2030-01-30 Fixed 5.25000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CJ6 9780000.00000000 PA USD 9735468.43000000 0.109837429603 Long DBT CORP DE N 2 2024-05-28 Fixed 0.89800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AGEG0 14070290.47000000 PA USD 14223123.09000000 0.160468013673 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C4W1 50902411.77000000 PA USD 54231555.74000000 0.611850855324 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.00000000 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 682051AD9 9432000.00000000 PA USD 9555559.20000000 0.107807659025 Long DBT NUSS OM N 2 2022-03-08 Fixed 3.87500000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHC6 8624000.00000000 PA USD 8937466.19000000 0.100834214659 Long DBT CORP US N 2 2023-12-20 Fixed 3.00400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131Y2S58 6936139.70000000 PA USD 7475933.40000000 0.084344920272 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N WEX Inc. T9M5IGROL1TL1G5OV478 96208UAT8 4684934.99000000 PA USD 4646893.32000000 0.052427145296 Long LON CORP US N 2 2028-03-31 Floating 2.35400000 N N N N N N BANGKOK BANK PCL/HK 549300CCL2BKJGMYXV60 059895AR3 28476000.00000000 PA USD 30837799.44000000 0.347917991771 Long DBT CORP TH N 2 2024-03-19 Fixed 4.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L2EL3 2586126.86000000 PA USD 2510517.51000000 0.028324142002 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 1.50000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2J2 26613000.00000000 PA USD 28000639.34000000 0.315908605166 Long DBT CORP FR N 2 2025-11-19 Fixed 2.81900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HLUZ7 331276.30000000 PA USD 357367.32000000 0.004031886923 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.50000000 N N N N N N E.W. Scripps Company (The) 549300U1OW41QPKYW028 26928BAM1 5394950.00000000 PA USD 5388206.31000000 0.060790781205 Long LON CORP US N 2 2028-01-07 Floating 3.75000000 N N N N N N ATMOS ENERGY CORP QVLWEGTD2S8GJMO8D383 049560AU9 11262000.00000000 PA USD 11265462.28000000 0.127099114852 Long DBT CORP US N 2 2023-03-09 Fixed 0.62500000 N N N N N N FORESTAR GROUP INC 549300BC2UB0GHV60V70 346232AF8 7881000.00000000 PA USD 7952323.05000000 0.089719640042 Long DBT CORP US N 2 2026-05-15 Fixed 3.85000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180SRH9 2731170.79000000 PA USD 2932980.55000000 0.033090451374 Long ABS-MBS USGA US N 2 2064-06-20 Variable 4.59100000 N N N N N N Bharti Airtel Ltd 335800KQ1FPKOQ84OR26 08860HAA2 19567000.00000000 PA USD 21346178.98000000 0.240831701923 Long DBT CORP IN N 2 2025-06-10 Fixed 4.37500000 N N N N N N RYDER SYSTEM INC ZXJ6Y2OSPZXIVGRILD15 78355HKN8 9293000.00000000 PA USD 9727010.33000000 0.109742003690 Long DBT CORP US N 2 2024-09-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AFGD7 6609920.10000000 PA USD 6681714.54000000 0.075384390149 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N CK HUTCHISON INTL 16 LTD 254900OULDVPV9SGEO05 12563TAB6 9330000.00000000 PA USD 9898507.78000000 0.111676870947 Long DBT CORP KY N 2 2026-10-03 Fixed 2.75000000 N N N N N N ISTAR INC QFFLKWYYS3UPWD86E794 45031UCG4 16503000.00000000 PA USD 16977461.25000000 0.191542987202 Long DBT US N 2 2025-08-01 Fixed 4.25000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBJ6 14725000.00000000 PA USD 15166750.00000000 0.171114194187 Long DBT CORP US N 2 2028-07-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36193QUD3 2299431.33000000 PA USD 2562721.05000000 0.028913112393 Long ABS-MBS USGA US N 2 2066-10-20 Variable 4.44300000 N N N N N N Exeter Automobile Receivables Trust N/A 30167HAC2 2380501.92000000 PA USD 2392014.03000000 0.026987162920 Long ABS-O CORP US N 2 2024-04-15 Fixed 2.26000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C4X9 20787676.71000000 PA USD 22380364.47000000 0.252499581776 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BR20 231594.96000000 PA USD 231260.34000000 0.002609123690 Long ABS-MBS USGA US N 3 2063-03-20 Fixed 2.50000000 N N N N N N EXPEDIA GROUP INC CI7MUJI4USF3V0NJ1H64 30212PBJ3 7466000.00000000 PA USD 7934594.83000000 0.089519626850 Long DBT CORP US N 2 2023-12-15 Fixed 3.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JBB54 4939826.35000000 PA USD 5212185.26000000 0.058804877823 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.50000000 N N N N N N Colony American Finance Ltd N/A 21872NAA8 3927265.41000000 PA USD 4109749.72000000 0.046366987762 Long ABS-O CORP US N 2 2052-10-15 Fixed 2.70500000 N N N N N N KAR Auction Services, Inc. 5493004HKD20LBSG7D03 48562RAL3 2731350.00000000 PA USD 2690379.75000000 0.030353382430 Long LON CORP US N 2 2026-09-19 Floating 2.37500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36193DJP8 3528634.64000000 PA USD 3907080.00000000 0.044080428953 Long ABS-MBS USGA US N 2 2066-06-20 Variable 4.53100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJFD5 202943.40000000 PA USD 212547.07000000 0.002397996974 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KLMY5 7532489.81000000 PA USD 7816931.09000000 0.088192121877 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N Sabre GLBL Inc. F2TJC7HPPHLHU1AQMP98 78571YBB5 1929855.69000000 PA USD 1898495.54000000 0.021419192278 Long LON CORP US N 2 2024-02-22 Floating 2.10400000 N N N N N N ASCOT GROUP LTD 213800DJV7WRJBE2II28 04365XAA6 2585000.00000000 PA USD 2720712.50000000 0.030695602357 Long DBT CORP BM N 2 2030-12-15 Fixed 4.25000000 N N N N N N UPC Broadband Holding B.V. 213800DXWIS9KORQ3X94 000000000 9994764.03000000 PA USD 9865631.68000000 0.111305956455 Long LON CORP NL N 2 2028-04-30 Floating 2.32300000 N N N N N N ALPEK SA DE CV 549300PWKJTP62D4IQ66 020564AE0 1610000.00000000 PA USD 1629336.10000000 0.018382483644 Long DBT CORP MX N 2 2031-02-25 Fixed 3.25000000 N N N N N N HCL AMERICA INC 549300CBM0L7W7N2EB94 40480HAA5 13320000.00000000 PA USD 13214772.00000000 0.149091602495 Long DBT CORP US N 2 2026-03-10 Fixed 1.37500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36177TPF8 2694978.06000000 PA USD 2871871.57000000 0.032401008094 Long ABS-MBS USGA US N 2 2063-12-20 Variable 4.54300000 N N N N N N American Builders & Contractors Supply Co., Inc. 549300H5GQ4C1BEKG397 02474RAH6 19640050.64000000 PA USD 19487840.25000000 0.219865566508 Long LON CORP US N 2 2027-01-15 Floating 2.10400000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36183SWC1 3553143.75000000 PA USD 3891567.55000000 0.043905414505 Long ABS-MBS USGA US N 2 2065-01-20 Variable 4.64900000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AN1 14012000.00000000 PA USD 13836850.00000000 0.156110006286 Long DBT CORP US N 2 2032-02-15 Fixed 3.62500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DE2 22001000.00000000 PA USD 22059223.45000000 0.248876406946 Long DBT CORP US N 2 2024-02-04 Fixed 1.43300000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36184EG96 3153802.43000000 PA USD 3420654.48000000 0.038592482564 Long ABS-MBS USGA US N 2 2065-02-20 Variable 4.54100000 N N N N N N Koppers Inc LTO4ZL5EBDR1NE6FGJ36 500605AH3 8792000.00000000 PA USD 9073344.00000000 0.102367214277 Long DBT CORP US N 2 2025-02-15 Fixed 6.00000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAB7 15243000.00000000 PA USD 16791672.49000000 0.189446882634 Long DBT CORP US N 2 2023-11-15 Fixed 5.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XUS30 4042750.94000000 PA USD 4377872.03000000 0.049391995296 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BD4 5675000.00000000 PA USD 6709333.39000000 0.075695991334 Long DBT CORP US N 2 2026-01-15 Fixed 5.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C3E2 84882.40000000 PA USD 91465.07000000 0.001031926533 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.50000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CZ1 18009000.00000000 PA USD 23391452.48000000 0.263906871412 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N RATTLER MIDSTREAM LP 549300I45NRVEEN9M219 75419TAA1 6694000.00000000 PA USD 7037067.50000000 0.079393550675 Long DBT CORP US N 2 2025-07-15 Fixed 5.62500000 N N N N N N Transelec SA 549300DPF7MAL5F6CR86 89366LAD6 7133000.00000000 PA USD 7742942.83000000 0.087357372080 Long DBT CORP CL N 2 2025-01-14 Fixed 4.25000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2P5 24716000.00000000 PA USD 25502940.63000000 0.287729087333 Long DBT CORP US N 2 2027-08-20 Fixed 2.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FPYG8 1307065.42000000 PA USD 1375596.34000000 0.015519742808 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Exeter Automobile Receivables Trust N/A 30165XAE5 3525000.00000000 PA USD 3532002.06000000 0.039848727404 Long ABS-O CORP US N 2 2026-06-15 Fixed 0.98000000 N N N N N N DANA INC KVWHW7YLZPFJM8QYNJ51 235825AH9 9280000.00000000 PA USD 9546800.00000000 0.107708836044 Long DBT CORP US N 2 2030-09-01 Fixed 4.25000000 N N N N N N OneMain Financial Issuance Trust N/A 68269MAB0 13500000.00000000 PA USD 13613521.50000000 0.153590371142 Long ABS-O CORP US N 2 2036-06-16 Floating 0.77000000 N N N N N N USI, Inc. N/A 90351NAE5 2666125.00000000 PA USD 2639890.33000000 0.029783751071 Long LON CORP US N 2 2024-05-16 Floating 3.14700000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 760942BC5 468727000.00000000 PA 11140941.41000000 0.125694246418 Long DBT NUSS UY N 2 2028-03-15 Fixed 8.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128285M8 81104600.00000000 PA USD 91752746.70000000 1.035172157257 Long DBT UST US N 2 2028-11-15 Fixed 3.12500000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAD2 3485000.00000000 PA USD 3637468.75000000 0.041038622911 Long DBT CORP US N 2 2023-07-15 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385V7E5 13344.97000000 PA USD 14689.99000000 0.000165735296 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A4V52 2449929.65000000 PA USD 2562272.13000000 0.028908047591 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BE73 77955.64000000 PA USD 77329.13000000 0.000872442136 Long ABS-MBS USGA US N 3 2063-01-20 Fixed 1.65000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RAT6 568000.00000000 PA USD 640910.01000000 0.007230870153 Long DBT CORP US N 2 2043-02-01 Fixed 5.15000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBG5 15446000.00000000 PA USD 16124216.41000000 0.181916514606 Long DBT CORP US N 2 2051-02-15 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EX2F9 1687885.00000000 PA USD 1802349.75000000 0.020334456961 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.50000000 N N N N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591ES7 39731000.00000000 PA USD 55727734.80000000 0.628731035601 Long DBT USGA US N 2 2065-09-15 Fixed 4.25000000 N N N N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 536797AF0 10257000.00000000 PA USD 10986375.27000000 0.123950401461 Long DBT CORP US N 2 2031-01-15 Fixed 4.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YNM79 154348.03000000 PA USD 166549.68000000 0.001879045562 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BV41 1033704.18000000 PA USD 1047341.22000000 0.011816305332 Long ABS-MBS USGA US N 2 2063-04-20 Fixed 2.50000000 N N N N N N BRIGHTHOUSE FINANCIAL IN 5493003T8SZSHOGGAW52 10922NAG8 15491000.00000000 PA USD 18848478.91000000 0.212652168747 Long DBT CORP US N 2 2030-05-15 Fixed 5.62500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RAZ2 5900000.00000000 PA USD 7360669.79000000 0.083044494027 Long DBT CORP US N 2 2043-10-01 Fixed 5.95000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AQ7 18264000.00000000 PA USD 18571383.12000000 0.209525920683 Long DBT CORP US N 2 2030-04-15 Fixed 4.62500000 N N N N N N MILLICOM INTL CELLULAR 549300CTHC1CP86P2G96 600814AR8 2376000.00000000 PA USD 2459160.00000000 0.027744716684 Long DBT CORP LU N 2 2031-04-27 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36230KSC6 5017.07000000 PA USD 5514.59000000 0.000062216666 Long ABS-MBS USGA US N 2 2061-08-20 Variable 4.32700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JLL77 989243.40000000 PA USD 1083661.52000000 0.012226077951 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132ADWF1 2274844.57000000 PA USD 2445032.68000000 0.027585329540 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.50000000 N N N N N N Hanesbrands Inc GX5LWVWZLL5S4W1L2F20 410345AJ1 856000.00000000 PA USD 907360.00000000 0.010237010251 Long DBT CORP US N 2 2024-05-15 Fixed 4.62500000 N N N N N N Pacific Gas & Electric Company 8YQ2GSDWYZXO2EDN3511 69338CAH4 9929700.00000000 PA USD 9787010.21000000 0.110418933890 Long LON CORP US N 2 2025-06-23 Floating 3.50000000 N N N N N N Extended Stay America Trust N/A 30227FAJ9 1485000.00000000 PA USD 1491391.44000000 0.016826165425 Long ABS-MBS CORP US N 2 2038-07-15 Floating 2.32500000 N N N N N N SRAM, LLC N/A 85232BAT3 5091111.37000000 PA USD 5065655.81000000 0.057151704350 Long LON CORP US N 2 2028-05-12 Floating 3.25000000 N N N N N N CarMax Auto Owner Trust N/A 14315WAB6 1408359.78000000 PA USD 1411181.57000000 0.015921222226 Long ABS-O CORP US N 2 2023-03-15 Fixed 2.01000000 N N N N N N UBS-Barclays Commercial Mortgage Trust N/A 90270YBF5 6909759.00000000 PA USD 7123006.60000000 0.080363132151 Long ABS-MBS CORP US N 2 2046-03-10 Fixed 3.18500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GFK63 828289.27000000 PA USD 924416.60000000 0.010429446097 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YDML0 1103750.58000000 PA USD 1194053.12000000 0.013471537240 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 3.50000000 N N N N N N Sprint Corp 549300ZTTY7CXOLJ6539 85207UAE5 3350000.00000000 PA USD 3399513.00000000 0.038353960316 Long DBT CORP US N 2 2021-09-15 Fixed 7.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JNAD2 11378529.63000000 PA USD 12258020.33000000 0.138297345911 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XWC90 1565301.42000000 PA USD 1655713.40000000 0.018680077422 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WAY7 2060000.00000000 PA USD 2101200.00000000 0.023706143031 Long DBT CORP KY N 2 2031-01-15 Fixed 4.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385RAB6 7903.61000000 PA USD 8343.45000000 0.000094132409 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36195QB34 4505677.66000000 PA USD 4971465.15000000 0.056089027186 Long ABS-MBS USGA US N 2 2066-11-20 Variable 4.40700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H7H75 990710.47000000 PA USD 1062469.93000000 0.011986990351 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.00000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816CG2 17876000.00000000 PA USD 18834932.99000000 0.212499341069 Long DBT CORP US N 2 2024-07-30 Fixed 2.50000000 N N N N N N NEW FORTRESS ENERGY INC N/A 644393AB6 5653000.00000000 PA USD 5776235.40000000 0.065168600122 Long DBT CORP US N 2 2026-09-30 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GRDJ0 310855.69000000 PA USD 327788.00000000 0.003698167338 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.50000000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BB1 2823000.00000000 PA USD 3122943.75000000 0.035233652778 Long DBT CORP US N 2 2025-06-01 Fixed 4.87500000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMD1 2128000.00000000 PA USD 2135134.84000000 0.024089002431 Long DBT CORP US N 2 2055-09-15 Fixed 3.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KPP31 3570493.28000000 PA USD 3677267.42000000 0.041487639170 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N Bacardi Ltd 549300R32WTQNHNN5055 067316AG4 6257000.00000000 PA USD 7743117.40000000 0.087359341612 Long DBT CORP BM N 2 2038-05-15 Fixed 5.15000000 N N N N N N CLARK EQUIPMENT CO 549300X1FKNY520VPF71 181396AE2 2755000.00000000 PA USD 2913412.50000000 0.032869680865 Long DBT CORP US N 2 2025-06-01 Fixed 5.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KURF1 926241.73000000 PA USD 901467.51000000 0.010170530045 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHM66 1699622.82000000 PA USD 1789659.40000000 0.020191281988 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.00000000 N N N N N N NISSAN MOTOR CO 353800DRBDH1LUTNAY26 654744AA9 7676000.00000000 PA USD 8005834.80000000 0.090323369911 Long DBT CORP JP N 2 2023-09-15 Fixed 3.04300000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397VU4 13914000.00000000 PA USD 13984961.40000000 0.157781027623 Long DBT CORP US N 2 2021-08-02 Fixed 5.87500000 N N N N N N Hanesbrands Inc GX5LWVWZLL5S4W1L2F20 410345AL6 4042000.00000000 PA USD 4365360.00000000 0.049250832165 Long DBT CORP US N 2 2026-05-15 Fixed 4.87500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176F4N5 58868.63000000 PA USD 59702.91000000 0.000673579727 Long ABS-MBS USGA US N 2 2062-11-20 Variable 3.89100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CYN8 17675224.56000000 PA USD 19017546.33000000 0.214559619937 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.50000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EAQ8 5984000.00000000 PA USD 6002537.18000000 0.067721780383 Long DBT CORP GB N 2 2021-08-10 Fixed 3.20000000 N N N N N N USI, Inc. N/A 90351NAF2 2098446.11000000 PA USD 2077839.37000000 0.023442583905 Long LON CORP US N 2 2026-12-02 Floating 3.39700000 N N N N N N Lennar Corp 529900G61XVRLX5TJX09 526057BN3 1153000.00000000 PA USD 1206326.25000000 0.013610005056 Long DBT CORP US N 2 2022-11-15 Fixed 4.75000000 N N N N N N Textainer Marine Containers Limited 549300X48KLHDDGPK024 88315LAL2 10874079.96000000 PA USD 10755712.34000000 0.121348017866 Long ABS-O CORP BM N 2 2046-02-20 Fixed 1.68000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KXHJ8 1279033.48000000 PA USD 1317105.19000000 0.014859834390 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KUNP3 7871277.50000000 PA USD 7956701.80000000 0.089769041943 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAY4 2245000.00000000 PA USD 2904016.97000000 0.032763678687 Long DBT CORP US N 2 2040-11-15 Fixed 5.87500000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAE1 12284000.00000000 PA USD 11685155.00000000 0.131834168940 Long DBT CORP NL N 2 2026-10-01 Fixed 3.15000000 N N N N N N STATE OF QATAR 52990074F6OJOAXK4P65 74727PBE0 7473000.00000000 PA USD 9095747.00000000 0.102619969238 Long DBT NUSS QA N 2 2050-04-16 Fixed 4.40000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967GK1 25481000.00000000 PA USD 26473494.38000000 0.298679061642 Long DBT CORP US N 2 2022-07-30 Fixed 4.05000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132ACYK0 5760241.69000000 PA USD 6318511.18000000 0.071286659899 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 5.00000000 N N N N N N Enel Americas SA 549300LKH11TFCJLZK20 29274FAF1 2811000.00000000 PA USD 3061179.00000000 0.034536810974 Long DBT CORP CL N 2 2026-10-25 Fixed 4.00000000 N N N N N N OWL ROCK CAPITAL CORP 2549000BD79OOCPF2L94 69121KAF1 4537000.00000000 PA USD 4548683.64000000 0.051319124774 Long DBT CORP US N 2 2027-01-15 Fixed 2.62500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAK7 250425000.00000000 PA USD 249505469.45000000 2.814968754042 Long DBT UST US N 2 2023-09-15 Fixed 0.12500000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 85325WAA6 24346000.00000000 PA USD 25552014.17000000 0.288282744462 Long DBT CORP GB N 2 2026-01-30 Fixed 2.81900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402DF70 26515.76000000 PA USD 30655.72000000 0.000345863736 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N ORBIA ADVANCE CORP SAB 549300MVHZ20SBIOEQ79 59284BAD0 9466000.00000000 PA USD 12424219.66000000 0.140172438757 Long DBT CORP MX N 2 2042-09-19 Fixed 6.75000000 N N N N N N Equifax Inc 5493004MCF8JDC86VS77 294429AG0 4324000.00000000 PA USD 6098711.69000000 0.068806839726 Long DBT CORP US N 2 2037-07-01 Fixed 7.00000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBQ9 4740000.00000000 PA USD 4867458.60000000 0.054915605260 Long DBT CORP IT N 2 2032-06-01 Fixed 4.19800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140K8ZC8 915584.41000000 PA USD 984161.37000000 0.011103498098 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 4.00000000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAJ1 8529000.00000000 PA USD 8944788.75000000 0.100916829191 Long DBT CORP AT N 2 2031-01-15 Fixed 3.75000000 N N N N N N Bayview Koitere Fund Trust N/A 500274AA3 1175603.79000000 PA USD 1201476.95000000 0.013555294320 Long ABS-O CORP US N 2 2053-11-28 Variable 4.00000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CE7 11985000.00000000 PA USD 12161264.71000000 0.137205730374 Long DBT CORP DE N 2 2026-11-24 Fixed 2.12900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7CA5 88421448.51000000 PA USD 93985195.74000000 1.060359077233 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4.00000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAX9 21336000.00000000 PA USD 21042630.00000000 0.237407003876 Long DBT CORP US N 2 2031-03-01 Fixed 2.50000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAN1 16919000.00000000 PA USD 17130487.50000000 0.193269458823 Long DBT US N 2 2031-02-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BG22 78444.33000000 PA USD 77674.28000000 0.000876336184 Long ABS-MBS USGA US N 3 2062-12-20 Fixed 1.75000000 N N N N N N 1011778 B.C. Unlimited Liability Company 549300RHSHNRWI5LLA86 000000000 18217575.00000000 PA USD 17952873.64000000 0.202547777622 Long LON CORP CA N 2 2026-11-19 Floating 1.85400000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RDG6 4226000.00000000 PA USD 4293700.52000000 0.048442356112 Long ABS-O CORP US N 2 2023-03-20 Fixed 3.45000000 N N N N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591EJ7 7669000.00000000 PA USD 11272768.63000000 0.127181546500 Long DBT USGA US N 2 2060-09-15 Fixed 4.62500000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAN0 17866000.00000000 PA USD 16647717.46000000 0.187822754263 Long DBT NUSS MX N 2 2061-05-24 Fixed 3.77100000 N N N N N N SCIENCE APPLICATIONS INT 549300LZPNZIXQGZPZ48 808625AA5 1374000.00000000 PA USD 1440982.50000000 0.016257442057 Long DBT CORP US N 2 2028-04-01 Fixed 4.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9XD2 693315.02000000 PA USD 743908.05000000 0.008392913875 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 4.50000000 N N N N N N AMERICAN AIRLINES/AADVAN N/A 00253XAB7 8850467.00000000 PA USD 9569567.44000000 0.107965702686 Long DBT CORP XX N 2 2029-04-20 Fixed 5.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AC4M7 21771682.98000000 PA USD 22007968.44000000 0.248298138053 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Grupo Televisa SAB 549300O4AF0C816ILN62 000000000 54020000.00000000 PA 1976307.09000000 0.022297077170 Long DBT CORP MX N 2 2043-05-14 Fixed 7.25000000 N N N N N N Navient Student Loan Trust N/A 63935BAA1 7652294.43000000 PA USD 7703175.30000000 0.086908707148 Long ABS-O CORP US N 2 2069-01-15 Fixed 1.31000000 N N N N N N VALVOLINE INC 549300CMHPBEY6VPOT75 92047WAD3 2535000.00000000 PA USD 2617336.80000000 0.029529297802 Long DBT CORP US N 2 2030-02-15 Fixed 4.25000000 N N N N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284NAQ2 9803068.88000000 PA USD 9607007.50000000 0.108388108653 Long LON CORP US N 2 2026-01-02 Floating 1.85400000 N N N N N N CELULOSA ARAUCO CONSTITU 549300QEKV8G0AMNQD28 151191AZ6 4915000.00000000 PA USD 5299893.65000000 0.059794420769 Long DBT CORP CL N 2 2024-08-01 Fixed 4.50000000 N N N N N N OOREDOO INTL FINANCE 549300BHXCDJ03WU7N77 74735KAA0 16491000.00000000 PA USD 16684274.52000000 0.188235198054 Long DBT CORP BM N 2 2031-04-08 Fixed 2.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7KF5 8645164.88000000 PA USD 9189145.02000000 0.103673703685 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AR3Q5 4142118.85000000 PA USD 4553603.48000000 0.051374631356 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210AZH3 4391.02000000 PA USD 4892.68000000 0.000055200157 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAU5 24287000.00000000 PA USD 24407055.01000000 0.275365094732 Long DBT CORP BM N 2 2028-01-26 Fixed 2.85000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133JLRZ4 1816759.34000000 PA USD 1871180.77000000 0.021111021783 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.50000000 N N N N N N Exeter Automobile Receivables Trust N/A 30165XAD7 2460000.00000000 PA USD 2461146.36000000 0.027767127180 Long ABS-O CORP US N 2 2025-09-15 Fixed 0.57000000 N N N N N N AMC NETWORKS INC 549300VGG9K75226LR46 00164VAF0 19514000.00000000 PA USD 19684747.50000000 0.222087112021 Long DBT CORP US N 2 2029-02-15 Fixed 4.25000000 N N N N N N Equifax Inc 5493004MCF8JDC86VS77 294429AJ4 2544000.00000000 PA USD 2631925.68000000 0.029693892356 Long DBT CORP US N 2 2022-12-15 Fixed 3.30000000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 917288BM3 4000460000.00000000 PA 93417113.50000000 1.053949864004 Long DBT NUSS UY N 2 2031-05-21 Fixed 8.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5T78 14807039.27000000 PA USD 16212768.79000000 0.182915579610 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5KC8 26970011.46000000 PA USD 28938084.67000000 0.326485043904 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A6ZX2 1319545.50000000 PA USD 1395974.91000000 0.015749657759 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138XMGX2 199712.69000000 PA USD 220698.16000000 0.002489959141 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 4.50000000 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 37443GAL5 2657000.00000000 PA USD 2713461.25000000 0.030613792358 Long DBT NUSS GH N 2 2029-04-07 Fixed 7.75000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBS3 22064000.00000000 PA USD 23277165.65000000 0.262617465388 Long DBT CORP GB N 2 2042-03-10 Fixed 3.81100000 N N N N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 000000000 9078204.00000000 PA USD 9966233.92000000 0.112440970300 Long DBT CORP IL N 2 2025-06-30 Fixed 6.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132ADXY9 26437453.68000000 PA USD 28405323.17000000 0.320474326067 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBK6 29588000.00000000 PA USD 31072260.42000000 0.350563225698 Long DBT CORP US N 2 2033-04-15 Fixed 3.41900000 N N N N N N Towd Point Mortgage Trust N/A 89171UAG4 4254377.00000000 PA USD 4446575.29000000 0.050167118706 Long ABS-O CORP US N 2 2055-04-25 Variable 3.75000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TGT6 16490000.00000000 PA USD 17023918.99000000 0.192067132371 Long DBT CORP US N 2 2025-02-13 Fixed 1.80000000 N N N N N N SS&C Technologies Inc. 549300KY09TR3J12JU49 78466DBF0 9611857.44000000 PA USD 9496226.79000000 0.107138259349 Long LON CORP US N 2 2025-04-16 Floating 1.85400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WNT85 742361.28000000 PA USD 795371.78000000 0.008973537588 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.00000000 N N N N N N Beacon Roofing Supply, Inc. 549300HDXQWWCBOYXP31 000000000 15329230.77000000 PA USD 15235569.17000000 0.171890625316 Long LON CORP US N 2 2028-04-23 Floating 2.60400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DS29 6322078.09000000 PA USD 6332683.69000000 0.071446556886 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.00000000 N N N N N N EMBRAER NETHERLANDS FINA 724500PBR8LR26XBSP67 29082HAA0 12659000.00000000 PA USD 13369802.85000000 0.150840690400 Long DBT CORP NL N 2 2025-06-15 Fixed 5.05000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAD7 1370000.00000000 PA USD 1420900.42000000 0.016030872163 Long DBT CORP IE N 2 2023-01-23 Fixed 3.30000000 N N N N N N Bank N/A 06540AAD3 3409380.00000000 PA USD 3682637.72000000 0.041548227929 Long ABS-MBS CORP US N 2 2062-09-15 Fixed 3.01100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AEWT7 29807219.33000000 PA USD 30130992.50000000 0.339943659763 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36295NG92 8270.38000000 PA USD 9832.62000000 0.000110933512 Long ABS-MBS USGA US N 2 2038-04-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4NL6 4272326.40000000 PA USD 4694168.65000000 0.052960514673 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371E2L8 500.61000000 PA USD 514.91000000 0.000005809313 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 7.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KRHW2 2200853.61000000 PA USD 2266806.22000000 0.025574544296 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMEH4 6988883.91000000 PA USD 7297243.11000000 0.082328902009 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.00000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 78442FET1 7547000.00000000 PA USD 8145175.22000000 0.091895435362 Long DBT CORP US N 2 2024-03-25 Fixed 6.12500000 N N N N N N EQUIFAX INC 5493004MCF8JDC86VS77 294429AR6 3133000.00000000 PA USD 3297235.81000000 0.037200049362 Long DBT CORP US N 2 2025-12-15 Fixed 2.60000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKA9 3863000.00000000 PA USD 4010379.63000000 0.045245875271 Long DBT CORP US N 2 2051-06-01 Fixed 3.65000000 N N N N N N KEN GARFF AUTOMOTIVE LLC N/A 48850PAA2 3889000.00000000 PA USD 3966780.00000000 0.044753975849 Long DBT CORP US N 2 2028-09-15 Fixed 4.87500000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00914AAB8 19050000.00000000 PA USD 20845461.36000000 0.235182509310 Long DBT CORP US N 2 2026-06-01 Fixed 3.75000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RDL5 6444000.00000000 PA USD 6911012.15000000 0.077971369942 Long ABS-O CORP US N 2 2025-09-22 Fixed 3.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133N3XW9 42429170.65000000 PA USD 41015430.68000000 0.462743987345 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 1.50000000 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 832248BC1 1599000.00000000 PA USD 1612153.90000000 0.018188630755 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N OOREDOO INTL FINANCE 549300BHXCDJ03WU7N77 74735K2A9 6236000.00000000 PA USD 6495729.40000000 0.073286069984 Long DBT CORP BM N 2 2023-02-21 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FTBW0 3079824.74000000 PA USD 3335107.56000000 0.037627325739 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.50000000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 369604BY8 5319000.00000000 PA USD 6432202.13000000 0.072569343091 Long DBT CORP US N 2 2050-05-01 Fixed 4.35000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAV3 10179000.00000000 PA USD 10640312.28000000 0.120046052166 Long DBT CORP US N 2 2030-02-15 Fixed 3.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KHJK8 10882509.53000000 PA USD 11293437.01000000 0.127414731143 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36178TH58 1586191.11000000 PA USD 1713102.90000000 0.019327556813 Long ABS-MBS USGA US N 2 2065-01-20 Variable 4.57400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AJGL1 3410523.08000000 PA USD 3446729.94000000 0.038886670925 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013092AG6 12271000.00000000 PA USD 12132951.25000000 0.136886292466 Long DBT CORP US N 2 2029-03-15 Fixed 3.50000000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAK4 15720000.00000000 PA USD 16266270.00000000 0.183519190564 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FMYD2 250090.09000000 PA USD 269388.04000000 0.003039287743 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179LAK8 27826.09000000 PA USD 28610.22000000 0.000322786011 Long ABS-MBS USGA US N 2 2063-07-20 Variable 4.12600000 N N N N N N BAYVIEW OPPORTUNITY MASTER FUND TRUST N/A 07333NAA0 2723151.84000000 PA USD 2780533.55000000 0.031370514963 Long ABS-O CORP US N 2 2064-10-28 Variable 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FP5G0 1685830.31000000 PA USD 1788697.62000000 0.020180431001 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132Y2RJ7 251163.80000000 PA USD 270942.09000000 0.003056820835 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.50000000 N N N N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 15189TAZ0 13220000.00000000 PA USD 13275127.40000000 0.149772543741 Long DBT CORP US N 2 2024-05-13 Floating 0.68400000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBP0 12576000.00000000 PA USD 13211171.50000000 0.149050980961 Long DBT CORP US N 2 2031-05-13 Fixed 2.95600000 N N N N N N CSC Holdings, LLC 3HG2WD2W22M120IUNG49 64072UAE2 12277113.40000000 PA USD 12092956.70000000 0.136435066251 Long LON CORP US N 2 2025-07-17 Floating 2.32300000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCC7 3609000.00000000 PA USD 3946441.50000000 0.044524512976 Long DBT CORP US N 2 2030-07-15 Fixed 3.95000000 N N N N N N QUICKEN LOANS LLC/QUICKN N/A 74841CAB7 12169000.00000000 PA USD 12260145.81000000 0.138321325986 Long DBT CORP US N 2 2031-03-01 Fixed 3.87500000 N N N N N N Donlen Fleet Lease Funding 549300ZWUQETU54FDP26 257812AD9 11628000.00000000 PA USD 11641834.99000000 0.131345424245 Long ABS-O CORP US N 2 2034-12-11 Fixed 0.56000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140E0SN6 555579.93000000 PA USD 605375.40000000 0.006829961841 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.50000000 N N N N N N NISSAN MOTOR CO 353800DRBDH1LUTNAY26 654744AB7 15593000.00000000 PA USD 16650600.53000000 0.187855281614 Long DBT CORP JP N 2 2025-09-17 Fixed 3.52200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F0PC2 1036609.46000000 PA USD 1156094.36000000 0.013043279200 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JANW4 6379695.83000000 PA USD 6984796.84000000 0.078803823023 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 5.00000000 N N N N N N RPM International Inc 549300TJCKW4BRXPJ474 749685AS2 3732000.00000000 PA USD 3848743.94000000 0.043422270290 Long DBT CORP US N 2 2022-11-15 Fixed 3.45000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36206J5L4 2329.26000000 PA USD 2364.61000000 0.000026677985 Long ABS-MBS USGA US N 2 2025-10-15 Fixed 7.50000000 N N N N N N BAIDU INC 254900AL64IANZYI1E02 056752AT5 3425000.00000000 PA USD 3436336.75000000 0.038769412954 Long DBT CORP KY N 2 2030-10-09 Fixed 2.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YAN35 714122.59000000 PA USD 785180.05000000 0.008858552527 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CAF1 1667229.20000000 PA USD 1751261.82000000 0.019758073096 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.00000000 N N N N N N CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 165167DG9 2639000.00000000 PA USD 2856598.75000000 0.032228697197 Long DBT CORP US N 2 2029-02-01 Fixed 5.87500000 N N N N N N FOMENTO ECONOMICO MEX 549300A8MDWDJNMLV153 344419AC0 26218000.00000000 PA USD 27575043.68000000 0.311106952972 Long DBT CORP MX N 2 2050-01-16 Fixed 3.50000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17328HBD2 18570071.00000000 PA USD 20078636.72000000 0.226531046053 Long ABS-MBS CORP US N 2 2052-11-10 Fixed 3.03800000 N N N N N N Lanark Master Issuer PLC 213800KIOPB5OYXIVY33 513770BB2 4069499.99000000 PA USD 4071994.59000000 0.045941027115 Long ABS-MBS CORP GB N 2 2069-12-22 Floating 0.92000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RAC0 9239521.30000000 PA USD 9487923.06000000 0.107044575068 Long ABS-MBS USGA US N 2 2065-04-20 Fixed 2.25000000 N N N N N N HUNTINGTON BANCSHARES 549300XTVCVV9I7B5T19 446150AQ7 16885000.00000000 PA USD 17819239.28000000 0.201040089039 Long DBT CORP US N 2 2024-08-06 Fixed 2.62500000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285FAF1 253468.48000000 PA USD 253789.65000000 0.002863303704 Long ABS-O CORP US N 2 2023-07-17 Fixed 3.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J6GR2 15211527.59000000 PA USD 16200960.34000000 0.182782354403 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176HMP6 2134.87000000 PA USD 2182.44000000 0.000024622708 Long ABS-MBS USGA US N 2 2063-01-20 Variable 4.00400000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17328RAZ2 9877514.00000000 PA USD 10422476.20000000 0.117588383562 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 2.71700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KSB22 13354081.85000000 PA USD 13499010.76000000 0.152298438922 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.00000000 N N N N N N PARAGON LITIGATION CLASS B N/A 000000000 116806.00000000 NS USD 912254.86000000 0.010292235005 Long EC CORP US Y 3 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FVVE3 2008226.91000000 PA USD 2169268.35000000 0.024474103264 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 3.50000000 N N N N N N CK HUTCHISON INTL 20 LTD 254900SSPRZHBMNJF043 12564HAA3 8410000.00000000 PA USD 8590646.80000000 0.096921331513 Long DBT CORP KY N 2 2030-05-08 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCF6 47070000.00000000 PA USD 46801554.14000000 0.528024146465 Long DBT UST US N 2 2026-05-31 Fixed 0.75000000 N N N N N N HASBRO INC 549300NUB6D2R1ITYR45 418056AZ0 881000.00000000 PA USD 979566.61000000 0.011051659130 Long DBT CORP US N 2 2029-11-19 Fixed 3.90000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAK4 8931000.00000000 PA USD 9893328.20000000 0.111618433928 Long DBT CORP US N 2 2028-07-22 Fixed 3.59100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133JLNT2 2575868.56000000 PA USD 2652569.81000000 0.029926803406 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N SUMMIT MATERIALS LLC/FIN N/A 86614RAN7 1112000.00000000 PA USD 1181422.16000000 0.013329032317 Long DBT CORP US N 2 2029-01-15 Fixed 5.25000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAH3 20142000.00000000 PA USD 24328941.51000000 0.274483803182 Long DBT CORP US N 2 2035-04-01 Fixed 5.00000000 N N N N N N ALIBABA GROUP HOLDING 5493001NTNQJDH60PM02 01609WBA9 4081000.00000000 PA USD 3951188.45000000 0.044578068980 Long DBT CORP KY N 2 2061-02-09 Fixed 3.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCE9 56545000.00000000 PA USD 56686362.50000000 0.639546457917 Long DBT UST US N 2 2028-05-31 Fixed 1.25000000 N N N N N N FS KKR CAPITAL CORP 549300TYRSI1T21B1360 302635AG2 18929000.00000000 PA USD 19572937.32000000 0.220825648039 Long DBT CORP US N 2 2026-01-15 Fixed 3.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L6SH8 6540700.80000000 PA USD 6611746.94000000 0.074595002212 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MBM1 18720000.00000000 PA USD 19789421.18000000 0.223268060636 Long DBT CORP JP N 2 2024-07-16 Fixed 2.69600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412EJ23 8007.23000000 PA USD 8188.20000000 0.000092380849 Long ABS-MBS USGSE US N 2 2037-02-01 Floating 1.71000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBG9 31751000.00000000 PA USD 33353277.70000000 0.376298101910 Long DBT CORP US N 2 2024-09-06 Fixed 2.78900000 N N N N N N Entercom Media Corp. 549300S5JUSXRHNCHD80 12506KAE9 9400341.57000000 PA USD 9299287.90000000 0.104916356868 Long LON CORP US N 2 2024-11-18 Floating 2.59500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YXGE9 536478.95000000 PA USD 587415.96000000 0.006627339980 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DH39 2738333.03000000 PA USD 2998009.81000000 0.033824124008 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H3U53 1007293.95000000 PA USD 1091313.27000000 0.012312406468 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131Y3GN0 1781720.52000000 PA USD 1954457.06000000 0.022050560924 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 5.00000000 N N N N N N OWL ROCK TECHNOLOGY FINA 254900G5EZJSOD3UKL16 691205AE8 11958000.00000000 PA USD 12573879.09000000 0.141860925267 Long DBT CORP US N 2 2026-06-17 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L5HW9 7039288.43000000 PA USD 7115750.73000000 0.080281270028 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KLM66 15437597.22000000 PA USD 16020567.67000000 0.180747129561 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36182HQ66 3664540.37000000 PA USD 3969435.99000000 0.044783941240 Long ABS-MBS USGA US N 2 2064-12-20 Variable 4.52800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HNWT2 1445479.93000000 PA USD 1541069.33000000 0.017386640947 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.00000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RDY7 7064000.00000000 PA USD 7272253.78000000 0.082046967576 Long ABS-O CORP US N 2 2027-02-20 Fixed 2.02000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FDDH6 373426.97000000 PA USD 396752.72000000 0.004476240590 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7HL6 26838281.93000000 PA USD 28796742.48000000 0.324890394098 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 4.50000000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAS7 15396000.00000000 PA USD 15830475.12000000 0.178602468806 Long DBT CORP US N 2 2030-06-01 Fixed 4.62500000 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 494550BS4 3060000.00000000 PA USD 3304093.60000000 0.037277420270 Long DBT CORP US N 2 2024-02-01 Fixed 4.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W6RR9 230847.23000000 PA USD 250088.86000000 0.002821550678 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.50000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAJ2 2026000.00000000 PA USD 2266806.19000000 0.025574543958 Long DBT US N 2 2030-07-01 Fixed 4.05000000 N N N N N N AMERICAN AIRLINES/AADVAN N/A 00253XAA9 7734112.00000000 PA USD 8188491.08000000 0.092384133236 Long DBT CORP XX N 2 2026-04-20 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HEJ60 1627100.01000000 PA USD 1784561.75000000 0.020133769319 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 5.00000000 N N N N N N Plastipak Packaging, Inc. N/A 72761JAD8 2474304.91000000 PA USD 2463690.14000000 0.027795826596 Long LON CORP US N 2 2024-10-14 Floating 2.61000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36177TPL5 2517944.57000000 PA USD 2671166.28000000 0.030136612362 Long ABS-MBS USGA US N 2 2064-01-20 Variable 4.66600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GTNN6 589511.66000000 PA USD 637756.33000000 0.007195289728 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMC60 125459518.22000000 PA USD 137722378.17000000 1.553810391954 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A9HN8 1364023.53000000 PA USD 1381530.51000000 0.015586693257 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.00000000 N N N N N N Churchill Downs Incorporated 529900FODTBQC8MIS994 17148PAF8 10087760.87000000 PA USD 9986883.26000000 0.112673940131 Long LON CORP US N 2 2028-03-10 Floating 2.11000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAL3 1371000.00000000 PA USD 1528623.87000000 0.017246228871 Long DBT CORP US N 2 2029-01-15 Fixed 5.00000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RCQ5 8775000.00000000 PA USD 9018594.00000000 0.101749514234 Long ABS-O CORP US N 2 2023-09-20 Fixed 3.07000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HBJA7 21811810.65000000 PA USD 23239766.42000000 0.262195520073 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FQ2H9 673979.49000000 PA USD 706938.73000000 0.007975818888 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCK7 24448000.00000000 PA USD 24917157.12000000 0.281120164968 Long DBT CORP US N 2 2031-02-01 Fixed 4.25000000 N N N N N N SENSATA TECHNOLOGIES INC N/A 81728UAB0 7989000.00000000 PA USD 7899762.87000000 0.089126645970 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36194QQA3 2260390.77000000 PA USD 2519677.48000000 0.028427486548 Long ABS-MBS USGA US N 2 2066-09-20 Variable 4.54700000 N N N N N N SBA COMMUNICATIONS CORP 5299001HX8ZN8Y8QIT49 78410GAE4 17920000.00000000 PA USD 17276064.51000000 0.194911886683 Long DBT US N 2 2029-02-01 Fixed 3.12500000 N N N N N N Morgan Stanley BAML Trust N/A 61762TAE6 775000.00000000 PA USD 811171.42000000 0.009151792169 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.29600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KED96 3000557.50000000 PA USD 3078717.28000000 0.034734681226 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9R21 1036663.13000000 PA USD 1104888.97000000 0.012465570129 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.00000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CF4 9382000.00000000 PA USD 9547421.83000000 0.107715851649 Long DBT CORP DE N 2 2032-01-14 Fixed 3.72900000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AW9 17630000.00000000 PA USD 17564082.14000000 0.198161357049 Long DBT CORP IT N 2 2027-06-03 Fixed 1.98200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QRCU2 818226.00000000 PA USD 885740.58000000 0.009993095792 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 4.00000000 N N N N N N UNIVAR SOLUTIONS USA INC 5493008FTB9VZW6CVA82 91337CAA4 5549000.00000000 PA USD 5833386.25000000 0.065813387017 Long DBT CORP US N 2 2027-12-01 Fixed 5.12500000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBK5 27986000.00000000 PA USD 29204554.38000000 0.329491406487 Long DBT CORP US N 2 2023-06-05 Fixed 3.05000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176HLJ1 4231.90000000 PA USD 4311.98000000 0.000048648588 Long ABS-MBS USGA US N 2 2062-06-20 Variable 4.70000000 N N N N N N ONEAMERICA FINL PARTNERS 5493009S1SVD6UNUDB08 682441AB6 3077000.00000000 PA USD 3213864.96000000 0.036259443378 Long DBT CORP US N 2 2050-10-15 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F9PB5 20728.82000000 PA USD 22411.27000000 0.000252848263 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4.50000000 N N N N N N OWL ROCK CAPITAL CORP 2549000BD79OOCPF2L94 69121KAE4 15397000.00000000 PA USD 16047208.84000000 0.181047700372 Long DBT CORP US N 2 2026-07-15 Fixed 3.40000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJR1 31146000.00000000 PA USD 31245808.60000000 0.352521229685 Long DBT CORP US N 2 2025-04-22 Fixed 0.97600000 N N N N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 536797AG8 3280000.00000000 PA USD 3397260.00000000 0.038328541536 Long DBT CORP US N 2 2029-06-01 Fixed 3.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KEX37 8309094.60000000 PA USD 8604665.21000000 0.097079489914 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36212DCE7 5866.64000000 PA USD 6536.89000000 0.000073750451 Long ABS-MBS USGA US N 2 2031-02-15 Fixed 6.50000000 N N N N N N HASBRO INC 549300NUB6D2R1ITYR45 418056AY3 6172000.00000000 PA USD 6765225.85000000 0.076326580831 Long DBT CORP US N 2 2026-11-19 Fixed 3.55000000 N N N N N N Bausch Health Companies Inc. KOO0397YRO83WY5MGD97 000000000 4848415.58000000 PA USD 4809773.71000000 0.054264793222 Long LON CORP CA N 2 2025-11-27 Floating 2.85400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H4ZC1 745399.00000000 PA USD 795176.19000000 0.008971330904 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9JZ9 6860397.40000000 PA USD 7632478.12000000 0.086111087949 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36193QU92 7358172.15000000 PA USD 8249711.83000000 0.093074837527 Long ABS-MBS USGA US N 2 2066-12-20 Variable 4.39200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JGLW3 2636519.23000000 PA USD 2839336.29000000 0.032033938799 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176VPD9 7462.07000000 PA USD 7467.87000000 0.000084253947 Long ABS-MBS USGA US N 2 2062-10-20 Variable 4.39000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WKN68 545957.34000000 PA USD 587624.84000000 0.006629696604 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.00000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VAX8 15737781.97000000 PA USD 15550974.50000000 0.175449088987 Long LON CORP US N 2 2026-12-23 Floating 3.35400000 N N N N N N Altra Industrial Motion Corp. NQ0NIXPGW4YKG4MWM571 02208HAB4 2493880.63000000 PA USD 2477520.77000000 0.027951866427 Long LON CORP US N 2 2025-10-01 Floating 2.10400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A7YH6 4970968.40000000 PA USD 5147747.92000000 0.058077883344 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138E4CS8 1973855.07000000 PA USD 2170176.57000000 0.024484349977 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FP5C9 1026405.09000000 PA USD 1075937.78000000 0.012138937229 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201MM58 13684.92000000 PA USD 15248.38000000 0.000172035159 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.50000000 N N N N N N ISTAR INC QFFLKWYYS3UPWD86E794 45031UCF6 1267000.00000000 PA USD 1333517.50000000 0.015045001232 Long DBT US N 2 2024-10-01 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CXP4 62810966.04000000 PA USD 67604614.17000000 0.762728275805 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.50000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 983810000.00000000 PA 47983316.66000000 0.541357018789 Long DBT NUSS MX N 2 2026-03-05 Fixed 5.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KTPC3 6680053.68000000 PA USD 6752549.16000000 0.076183559973 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.00000000 N N N N N N NEW FORTRESS ENERGY INC N/A 644393AA8 15687000.00000000 PA USD 16059566.25000000 0.181187119051 Long DBT CORP US N 2 2025-09-15 Fixed 6.75000000 N N N N N N ABC SUPPLY CO INC 549300H5GQ4C1BEKG397 024747AG2 19920000.00000000 PA USD 19790719.20000000 0.223282705148 Long DBT CORP US N 2 2029-11-15 Fixed 3.87500000 N N N N N N Saudi Arabian Oil Co 5586006WD91QHB7J4X50 80414L2F1 10431000.00000000 PA USD 12009210.30000000 0.135490223239 Long DBT CORP SA N 2 2049-04-16 Fixed 4.37500000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439AK5 3354000.00000000 PA USD 3355072.51000000 0.037852574150 Long DBT CORP GB N 2 2021-07-06 Fixed 3.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BZX7 2901652.92000000 PA USD 3191349.16000000 0.036005415786 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 5.00000000 N N N N N N Owens Corning JO5M6676RDJIZ2U8X907 690742AE1 7260000.00000000 PA USD 7953750.14000000 0.089735740747 Long DBT CORP US N 2 2024-12-01 Fixed 4.20000000 N N N N N N Uber Technologies, Inc. 549300B2FTG34FILDR98 90351JAF1 10416240.46000000 PA USD 10406449.19000000 0.117407563749 Long LON CORP US N 2 2027-02-16 Floating 3.60400000 N N N N N N SENSATA TECHNOLOGIES BV PUCKW5P5O3XMOZVH7T53 81725WAK9 5644000.00000000 PA USD 5729130.15000000 0.064637149620 Long DBT CORP NL N 2 2029-04-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176HLB8 4359.96000000 PA USD 4443.13000000 0.000050128248 Long ABS-MBS USGA US N 2 2062-11-20 Variable 3.85200000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBK9 7865000.00000000 PA USD 8641600.95000000 0.097496206046 Long DBT CORP US N 2 2060-05-15 Fixed 3.95000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CX1 3211000.00000000 PA USD 4433937.00000000 0.050024531085 Long DBT CORP US N 2 2060-05-01 Fixed 5.93000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AX8 2286000.00000000 PA USD 2294646.50000000 0.025888643697 Long DBT CORP GB N 2 2030-09-10 Fixed 2.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJW71 5299.66000000 PA USD 5751.82000000 0.000064893140 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.00000000 N N N N N N HP ENTERPRISE CO 549300BX44RGX6ANDV88 42824CBG3 7756000.00000000 PA USD 8387702.47000000 0.094631674501 Long DBT CORP US N 2 2023-10-02 Fixed 4.45000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RAR0 8548000.00000000 PA USD 11098087.06000000 0.125210755389 Long DBT CORP US N 2 2042-02-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176RA77 20210.36000000 PA USD 20347.35000000 0.000229562721 Long ABS-MBS USGA US N 2 2061-12-20 Variable 4.63000000 N N N N N N DELTA AIR LINES/SKYMILES N/A 830867AB3 16151433.00000000 PA USD 17956479.52000000 0.202588459855 Long DBT CORP XX N 2 2028-10-20 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C6A7 7911349.32000000 PA USD 8505125.04000000 0.095956458548 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.50000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMC3 7956000.00000000 PA USD 7993158.82000000 0.090180357063 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N GS Mortgage Securities Trust N/A 36252RBC2 2317554.00000000 PA USD 2271510.69000000 0.025627621033 Long ABS-MBS CORP US N 2 2047-01-10 Variable 4.88500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36178FKV7 8062.07000000 PA USD 8430.84000000 0.000095118360 Long ABS-MBS USGA US N 2 2063-05-20 Variable 4.08500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133JLMH9 16369460.24000000 PA USD 16422492.22000000 0.185281719734 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.00000000 N N N N N N Citadel Securities LP 549300NV5RXBUS3X7L47 17288YAD4 10182794.22000000 PA USD 10070376.17000000 0.113615923219 Long LON CORP US N 2 2028-02-02 Floating 2.60400000 N N N N N N EL PUERTO DE LIVERPOOL 4469000001BO4JEXZL32 283837AB8 27444000.00000000 PA USD 29433964.44000000 0.332079654962 Long DBT CORP MX N 2 2026-10-06 Fixed 3.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CBF0 3818985.73000000 PA USD 4020653.19000000 0.045361783553 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 23329PAE0 30369000.00000000 PA USD 31161492.11000000 0.351569954808 Long DBT CORP NO N 2 2022-12-02 Fixed 2.15000000 N N N N N N ENRGY TRANS LP/REG FIN N/A 75886AAL2 2327000.00000000 PA USD 2376780.81000000 0.026815298799 Long DBT CORP US N 2 2022-03-01 Fixed 5.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJFS2 584288.61000000 PA USD 614780.06000000 0.006936067026 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X45B8 2985591.18000000 PA USD 3173453.68000000 0.035803515535 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 4.00000000 N N N N N N ORBIA ADVANCE CORP SAB 549300MVHZ20SBIOEQ79 59284BAE8 11671000.00000000 PA USD 14151204.21000000 0.159656611019 Long DBT CORP MX N 2 2044-09-17 Fixed 5.87500000 N N N N N N PAN AMERICAN ENERGY LLC N/A 69784DAB4 8181000.00000000 PA USD 9003272.31000000 0.101576651977 Long DBT CORP AR N 2 2027-04-30 Fixed 9.12500000 N N N N N N ACWA POWER MGMT INVST 635400M3OWQGQBZOYO38 005117AA4 25543639.03000000 PA USD 30334603.97000000 0.342240843577 Long DBT CORP AE N 2 2039-12-15 Fixed 5.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KUMY5 16947120.90000000 PA USD 17131036.99000000 0.193275658275 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BK84 135898.88000000 PA USD 135931.79000000 0.001533608631 Long ABS-MBS USGA US N 3 2063-02-20 Fixed 1.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KMBR0 3124816.41000000 PA USD 3213356.24000000 0.036253703901 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F8R82 1594441.07000000 PA USD 1693557.71000000 0.019107044215 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385H5H1 6988.00000000 PA USD 7941.64000000 0.000089599111 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 7.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A94W2 16318789.50000000 PA USD 16894317.14000000 0.190604939341 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272AY4 31977000.00000000 PA USD 31857086.25000000 0.359417781847 Long DBT CORP US N 2 2030-09-01 Fixed 2.50000000 N N N N N N MERCADOLIBRE INC 549300DKPDN9M5S8GB14 58733RAF9 4582000.00000000 PA USD 4490543.28000000 0.050663174036 Long DBT CORP US N 2 2031-01-14 Fixed 3.12500000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 80414L2M6 12588000.00000000 PA USD 12209378.14000000 0.137748555356 Long DBT CORP SA N 2 2070-11-24 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KQTT8 2042266.72000000 PA USD 2048883.97000000 0.023115903506 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ACXP8 11252175.54000000 PA USD 11374294.39000000 0.128326979675 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N MOLEX ELECTRONICS TECH 549300WTBVUFUPSIWI20 60856BAC8 6151000.00000000 PA USD 6311778.90000000 0.071210705020 Long DBT CORP US N 2 2025-04-15 Fixed 3.90000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABG1 7453000.00000000 PA USD 7895747.78000000 0.089081346952 Long DBT CORP US N 2 2027-02-10 Fixed 3.00000000 N N N N N N Lennar Corp 529900G61XVRLX5TJX09 526057BZ6 246000.00000000 PA USD 269062.50000000 0.003035614938 Long DBT CORP US N 2 2024-04-30 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133JLPD5 3330709.63000000 PA USD 3241562.02000000 0.036571926942 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KATR7 1219221.04000000 PA USD 1289933.65000000 0.014553279844 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31374TPE3 3513.17000000 PA USD 3933.41000000 0.000044377489 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 6.50000000 N N N N N N FMG RESOURCES AUG 2006 549300EFD6S2NFE9D745 30251GBC0 15187000.00000000 PA USD 16247508.21000000 0.183307516436 Long DBT CORP AU N 2 2031-04-01 Fixed 4.37500000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B51 16276000.00000000 PA USD 16198851.76000000 0.182758564997 Long DBT CORP US N 2 2028-02-16 Fixed 2.90000000 N N N N N N OneMain Financial Issuance Trust N/A 68269LAA4 7094000.00000000 PA USD 7458730.92000000 0.084150838580 Long ABS-O CORP US N 2 2032-05-14 Fixed 3.84000000 N N N N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 043436AV6 1942000.00000000 PA USD 2029390.00000000 0.022895968783 Long DBT CORP US N 2 2030-03-01 Fixed 4.75000000 N N N N N N Onslow Bay Financial LLC N/A 67097VAC8 2761478.63000000 PA USD 2816773.65000000 0.031779382750 Long ABS-MBS CORP US N 2 2048-04-25 Variable 4.00000000 N N N N N N BAYVIEW OPPORTUNITY MASTER FUND TRUST N/A 07332BAA7 743564.07000000 PA USD 754265.82000000 0.008509772231 Long ABS-O CORP US N 2 2057-03-28 Variable 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YKNE9 3212986.59000000 PA USD 3385114.06000000 0.038191508702 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36194PBT0 2779873.46000000 PA USD 3072778.72000000 0.034667681249 Long ABS-MBS USGA US N 2 2066-06-20 Variable 4.54500000 N N N N N N CNH INDUSTRIAL CAP LLC 549300PNSJ5B81UMVO28 12592BAK0 5805000.00000000 PA USD 5950769.12000000 0.067137723161 Long DBT CORP US N 2 2023-07-02 Fixed 1.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KX2E5 39957414.52000000 PA USD 40391437.95000000 0.455703981202 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N State of Qatar 52990074F6OJOAXK4P65 74727PAW1 10029000.00000000 PA USD 10645823.62000000 0.120108232165 Long DBT NUSS QA N 2 2023-04-23 Fixed 3.87500000 N N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 11391292.00000000 PA USD 11643836.94000000 0.131368010631 Long DBT CORP IL N 2 2024-03-30 Fixed 4.50000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AR8 852000.00000000 PA USD 943278.69000000 0.010642251829 Long DBT CORP US N 2 2025-04-15 Fixed 4.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HNJ78 2684131.97000000 PA USD 2612306.02000000 0.029472539574 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AC3E6 1350052.10000000 PA USD 1366557.38000000 0.015417763521 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Nielsen Finance LLC UJ76Y189LDMPCOCW7204 65409YBE4 12900777.49000000 PA USD 12884651.52000000 0.145367119668 Long LON CORP US N 2 2023-10-04 Floating 2.08100000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DY8 2152000.00000000 PA USD 2577020.00000000 0.029074435901 Long DBT CORP US N 2 2025-07-15 Fixed 8.00000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAK6 11798000.00000000 PA USD 12003022.10000000 0.135420406775 Long DBT CORP US N 2 2029-01-15 Fixed 4.50000000 N N N N N N HANESBRANDS INC GX5LWVWZLL5S4W1L2F20 410345AN2 5024000.00000000 PA USD 5319160.00000000 0.060011787440 Long DBT CORP US N 2 2025-05-15 Fixed 5.37500000 N N N N N N Dominos Pizza Master Issuer LLC N/A 25755TAN0 5519000.00000000 PA USD 5710454.11000000 0.064426442941 Long ABS-O CORP US N 2 2051-04-25 Fixed 2.66200000 N N N N N N COMETA ENERGIA SA 5493007L8UH7TYXKI505 20039FAA7 26317716.00000000 PA USD 30199579.11000000 0.340717467105 Long DBT CORP MX N 2 2035-04-24 Fixed 6.37500000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RAV4 26503000.00000000 PA USD 27648352.06000000 0.311934032232 Long DBT CORP FR N 2 2025-01-22 Fixed 2.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GQQX7 460455.06000000 PA USD 491327.08000000 0.005543246732 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.00000000 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAF9 5778000.00000000 PA USD 6283575.00000000 0.070892503189 Long DBT CORP US N 2 2025-09-01 Fixed 7.37500000 N N N N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591EB4 5427000.00000000 PA USD 7876656.14000000 0.088865951393 Long DBT USGA US N 2 2048-01-15 Fixed 4.87500000 N N N N N N QUICKEN LOANS LLC/QUICKN N/A 74841CAA9 3702000.00000000 PA USD 3655725.00000000 0.041244593439 Long DBT CORP US N 2 2029-03-01 Fixed 3.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HMN26 2342847.09000000 PA USD 2496668.89000000 0.028167899204 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31386V2K5 4359.29000000 PA USD 4938.08000000 0.000055712369 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 6.50000000 N N N N N N WMG Acquisition Corp. 549300NAS11NXI33CP80 92929LAV0 6690750.00000000 PA USD 6633410.27000000 0.074839412073 Long LON CORP US N 2 2028-01-20 Floating 2.22900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KPP23 5088463.26000000 PA USD 5104952.07000000 0.057595052323 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FPU56 2101257.75000000 PA USD 2339117.71000000 0.026390376452 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4.50000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAL9 14000000.00000000 PA USD 14149313.50000000 0.159635279665 Long DBT CORP ES N 2 2026-03-25 Fixed 1.84900000 N N N N N N Gruma SAB de CV 5493000XJLJ6C4T0PG82 400131AG3 3117000.00000000 PA USD 3465355.92000000 0.039096812819 Long DBT CORP MX N 2 2024-12-01 Fixed 4.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GPLJ5 1292137.19000000 PA USD 1382923.10000000 0.015602404726 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.00000000 N N N N N N Social Professional Loan Program LLC N/A 83406TAB8 3777000.00000000 PA USD 3902340.88000000 0.044026961288 Long ABS-O CORP US N 2 2046-05-15 Fixed 2.54000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CW3 20949000.00000000 PA USD 28210573.45000000 0.318277122222 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AW0 8696000.00000000 PA USD 10639772.44000000 0.120039961587 Long DBT CORP GB N 2 2030-04-01 Fixed 5.62500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBE5 28355000.00000000 PA USD 29676516.25000000 0.334816171191 Long DBT CORP US N 2 2030-10-15 Fixed 2.73900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AGJT7 4178006.44000000 PA USD 4097453.01000000 0.046228253912 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 1.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36193DG89 1379855.23000000 PA USD 1532404.71000000 0.017288885036 Long ABS-MBS USGA US N 2 2066-02-20 Variable 4.44600000 N N N N N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 67091TAD7 7985000.00000000 PA USD 8060857.50000000 0.090944146608 Long DBT CORP MA N 2 2031-06-23 Fixed 3.75000000 N N N N N N BAYVIEW OPPORTUNITY MASTER FUND TRUST N/A 07333AAA8 4316159.63000000 PA USD 4408679.96000000 0.049739576295 Long ABS-O CORP US N 2 2069-05-28 Variable 3.50000000 N N N N N N ENRGY TRANS LP/REG FIN N/A 75886AAQ1 11222000.00000000 PA USD 11698450.43000000 0.131984170542 Long DBT CORP US N 2 2022-10-01 Fixed 5.00000000 N N N N N N SOUTHERN NATURAL GAS N/A 84346LAC4 6783000.00000000 PA USD 6789376.02000000 0.076599047699 Long DBT CORP US N 2 2023-04-28 Fixed 0.62500000 N N N N N N CNH INDUSTRIAL CAP LLC 549300PNSJ5B81UMVO28 12592BAH7 7380000.00000000 PA USD 7591757.00000000 0.085651664432 Long DBT CORP US N 2 2022-04-05 Fixed 4.37500000 N N N N N N GRAY OAK PIPELINE LLC N/A 38937LAB7 982000.00000000 PA USD 1032113.65000000 0.011644504955 Long DBT CORP US N 2 2027-10-15 Fixed 3.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132M6G87 429629.21000000 PA USD 479338.65000000 0.005407990956 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAV1 4890000.00000000 PA USD 5793414.35000000 0.065362416344 Long DBT CORP US N 2 2047-10-01 Fixed 5.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BXU5 1107459.82000000 PA USD 1215725.11000000 0.013716044805 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4.50000000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBA0 28047000.00000000 PA USD 27890571.50000000 0.314666798599 Long DBT CORP US N 2 2026-07-15 Fixed 2.15000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VAV2 2767410.49000000 PA USD 2751857.64000000 0.031046987824 Long LON CORP US N 2 2023-11-03 Floating 3.10400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AB2G4 7231747.39000000 PA USD 7310230.43000000 0.082475427455 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.00000000 N N N N N N EMPRESA DE LOS FERROCARR 8755006LY8XNRFOGWN86 292487AA3 3903000.00000000 PA USD 3368913.48000000 0.038008730638 Long DBT CORP CL N 2 2050-08-18 Fixed 3.06800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HRL99 658620.84000000 PA USD 706855.96000000 0.007974885061 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.50000000 N N N N N N UMBS, TBA N/A 01F020679 182520000.00000000 PA USD 184288164.33000000 2.079174558667 Long ABS-MBS USGSE US N 2 2051-07-14 Fixed 2.00000000 N N N N N N CNPC General Capital Ltd N/A 12623TAB4 6577000.00000000 PA USD 6729257.55000000 0.075920779544 Long DBT CORP VG N 2 2022-04-19 Fixed 3.95000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 63938CAJ7 954000.00000000 PA USD 1064902.50000000 0.012014435075 Long DBT CORP US N 2 2026-06-15 Fixed 6.75000000 N N N N N N CATERPILLAR FINL SERVICE EDBQKYOPJUCJKLOJDE72 14913Q3B3 5985000.00000000 PA USD 6275150.23000000 0.070797453311 Long DBT CORP US N 2 2024-11-08 Fixed 2.15000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5J22 4606142.83000000 PA USD 4963135.90000000 0.055995054983 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.50000000 N N N N N N BOC AVIATION USA CORP 254900QKLTY6MF4Y3P65 66980P2A6 18141000.00000000 PA USD 18283731.94000000 0.206280584677 Long DBT CORP US N 2 2024-04-29 Fixed 1.62500000 N N N N N N Telenet Financing USD LLC N/A 000000000 4217423.96000000 PA USD 4156271.31000000 0.046891853299 Long LON CORP US N 2 2028-04-30 Floating 2.07300000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828ZT0 38381800.00000000 PA USD 37737105.51000000 0.425757291464 Long DBT UST US N 2 2025-05-31 Fixed 0.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KGMP0 10140077.98000000 PA USD 10720009.12000000 0.120945207262 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 3.00000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AH0 8429000.00000000 PA USD 7997013.75000000 0.090223849126 Long DBT CORP CA N 2 2028-01-30 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BPC4 4402965.29000000 PA USD 4638610.54000000 0.052333697377 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.00000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CS6 13610000.00000000 PA USD 13598569.10000000 0.153421675286 Long DBT CORP GB N 2 2025-05-24 Fixed 0.97600000 N N N N N N NATIONAL RURAL UTIL COOP 4NYF266XZC35SCTGX023 637432MT9 14622000.00000000 PA USD 15306216.31000000 0.172687679954 Long DBT CORP US N 2 2043-04-30 Fixed 4.75000000 N N N N N N Trans Union, LLC X8NPN6PWJOM1QCTYFV34 89334GAX2 11087415.13000000 PA USD 11005811.75000000 0.124169687572 Long LON CORP US N 2 2026-11-16 Floating 1.85400000 N N N N N N Sinclair Television Group Inc. 549300CQGEN0CH65UD62 82925BAE5 5944125.00000000 PA USD 5856805.80000000 0.066077610890 Long LON CORP US N 2 2026-09-30 Floating 2.61000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4YY6 12749.01000000 PA USD 13551.22000000 0.000152887473 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.00000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAE3 2626000.00000000 PA USD 2756321.63000000 0.031097351419 Long DBT CORP NO N 2 2025-01-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KFVN2 1659976.33000000 PA USD 1749787.89000000 0.019741443934 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 225313AN5 16361000.00000000 PA USD 15523393.86000000 0.175137918895 Long DBT CORP FR N 2 2041-01-11 Fixed 2.81100000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCJ8 146405000.00000000 PA USD 146336372.66000000 1.650995136602 Long DBT UST US N 2 2026-06-30 Fixed 0.87500000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2N3 17513000.00000000 PA USD 17300832.81000000 0.195191327414 Long DBT CORP FR N 2 2027-01-13 Fixed 1.32300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BQ66 587793.97000000 PA USD 609646.19000000 0.006878145716 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 2.50000000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 000000000 93095000.00000000 PA 2212729.24000000 0.024964437394 Long DBT NUSS UY N 2 2028-03-15 Fixed 8.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36204TXB5 36437.87000000 PA USD 37708.73000000 0.000425437153 Long ABS-MBS USGA US N 2 2025-09-15 Fixed 7.00000000 N N N N N N GEORGETOWN UNIVERSITY 549300GCL3B0KVXSX752 37310PAB7 3408000.00000000 PA USD 5120792.64000000 0.057773768684 Long DBT CORP US N 2 2118-10-01 Fixed 5.21500000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAA8 1207000.00000000 PA USD 1244550.95000000 0.014041263483 Long DBT US N 2 2022-03-15 Fixed 4.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398WV50 4239116.00000000 PA USD 4796214.69000000 0.054111817748 Long ABS-MBS USGSE US N 2 2030-04-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133JLJM2 6058135.78000000 PA USD 6185813.90000000 0.069789543632 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBB6 4890000.00000000 PA USD 5241006.06000000 0.059130039638 Long DBT CORP US N 2 2025-11-15 Fixed 3.15000000 N N N N N N Calpine Corporation 43R4VPJBXTU2O15HEF41 13134MBS1 5786372.43000000 PA USD 5705710.40000000 0.064372923491 Long LON CORP US N 2 2026-08-12 Floating 2.10400000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RCK8 10601666.68000000 PA USD 10658927.34000000 0.120256070858 Long ABS-O CORP US N 2 2022-11-20 Fixed 2.72000000 N N N N N N University of Virginia N/A 915217XA6 14765000.00000000 PA USD 14234635.29000000 0.160597896530 Long DBT MUN US N 2 2119-09-01 Fixed 3.22700000 N N N N N N ZEBRA BUYER LLC N/A 000000000 5621050.69000000 PA USD 5634091.53000000 0.063564905608 Long LON CORP US N 2 2028-04-21 None 0.00000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 20429000.00000000 PA USD 22835944.78000000 0.257639526566 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 53944YAC7 2889000.00000000 PA USD 2931115.52000000 0.033069409746 Long DBT CORP GB N 2 2022-01-11 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KTP82 8826461.66000000 PA USD 8933341.28000000 0.100787676630 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCB5 100810000.00000000 PA USD 102353653.13000000 1.154773625035 Long DBT UST US N 2 2031-05-15 Fixed 1.62500000 N N N N N N Towd Point Mortgage Trust N/A 89172PAJ8 1601983.95000000 PA USD 1616060.58000000 0.018232706671 Long ABS-O CORP US N 2 2055-08-25 Variable 2.75000000 N N N N N N BRF SA 254900MTXR9LUVQFU480 10552TAH0 17808000.00000000 PA USD 18323185.44000000 0.206725706662 Long DBT CORP BR N 2 2050-09-21 Fixed 5.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7DY2 2267744.94000000 PA USD 2523439.26000000 0.028469927674 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 5.00000000 N N N N N N Triton Container Finance LLC N/A 89680HAE2 11739127.50000000 PA USD 11664264.74000000 0.131598481004 Long ABS-O CORP US N 2 2046-03-20 Fixed 1.86000000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102BZ9 5354000.00000000 PA USD 5527978.23000000 0.062367714923 Long DBT CORP US N 2 2027-05-15 Fixed 5.25000000 N N N N N N THAIOIL TRSRY CENTER 549300NH03B9E8VGJR89 88322YAB7 25364000.00000000 PA USD 28085303.56000000 0.316863803200 Long DBT CORP TH N 2 2043-01-23 Fixed 4.87500000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEG9 11070000.00000000 PA USD 11042435.70000000 0.124582886028 Long DBT NUSS DO N 2 2041-01-21 Fixed 5.30000000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92936CAW9 4982141.00000000 PA USD 4464753.63000000 0.050372210239 Long ABS-MBS CORP US N 2 2044-06-15 Variable 5.26600000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AY6 3322000.00000000 PA USD 3597492.70000000 0.040587605416 Long DBT CORP GB N 2 2050-09-10 Fixed 3.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132LAFD9 4741690.25000000 PA USD 5112489.34000000 0.057680089254 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KRMV8 3888763.35000000 PA USD 3930966.97000000 0.044349926348 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31329PE82 3205524.18000000 PA USD 3516241.76000000 0.039670916665 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411FLP7 73837.62000000 PA USD 87570.32000000 0.000987985213 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RAF6 1338000.00000000 PA USD 1776818.49000000 0.020046408369 Long DBT CORP US N 2 2036-10-15 Fixed 6.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132M4EG6 269166.33000000 PA USD 291523.16000000 0.003289020430 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 4.50000000 N N N N N N Lear Corp 549300UPNBTXA1SYTQ33 521865AZ8 16811000.00000000 PA USD 21206515.01000000 0.239255986118 Long DBT CORP US N 2 2049-05-15 Fixed 5.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133JLTN9 2041172.94000000 PA USD 1981468.45000000 0.022355308627 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 1.50000000 N N N N N N Visteon Corporation 549300MOVLYHRW4GGW78 92839FAQ3 1487780.71000000 PA USD 1474137.76000000 0.016631506085 Long LON CORP US N 2 2024-03-25 Floating 1.88500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QWUH0 34993.55000000 PA USD 38266.55000000 0.000431730586 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.50000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJC5 8667000.00000000 PA USD 8709639.65000000 0.098263831761 Long DBT CORP US N 2 2021-08-15 Fixed 4.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HE6C1 1686761.67000000 PA USD 1799645.95000000 0.020303952168 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LBC9 9885000.00000000 PA USD 10861375.26000000 0.122540127277 Long DBT CORP US N 2 2027-05-15 Fixed 3.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F5QW6 317965.96000000 PA USD 336162.64000000 0.003792651639 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36223R7C3 49.44000000 PA USD 49.59000000 0.000000559483 Long ABS-MBS USGA US N 2 2022-10-15 Fixed 8.50000000 N N N N N N EXPEDIA GROUP INC CI7MUJI4USF3V0NJ1H64 30212PBK0 5734000.00000000 PA USD 6480253.32000000 0.073111465870 Long DBT CORP US N 2 2027-08-01 Fixed 4.62500000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABF3 10356000.00000000 PA USD 10832143.71000000 0.122210331301 Long DBT CORP US N 2 2025-02-10 Fixed 2.65000000 N N N N N N BANCO SANTANDER CHILE 3YJP8HORPAEXJ80D6368 05970FAC5 10051000.00000000 PA USD 10492339.41000000 0.118376593751 Long DBT CORP CL N 2 2025-01-10 Fixed 2.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DF49 4657204.74000000 PA USD 5115156.81000000 0.057710184165 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 5.00000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RME9 15891000.00000000 PA USD 16115040.69000000 0.181812992366 Long DBT CORP US N 2 2059-09-15 Fixed 3.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WGYG6 760292.88000000 PA USD 828998.86000000 0.009352924780 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4.50000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCV6 7067000.00000000 PA USD 7480690.17000000 0.084398587067 Long DBT CORP US N 2 2025-02-26 Fixed 2.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JLUE2 131065.99000000 PA USD 139634.71000000 0.001575385687 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.00000000 N N N N N N PATTERN ENERGY OP LP/PAT N/A 70339PAA7 9234000.00000000 PA USD 9559036.80000000 0.107846893978 Long DBT CORP US N 2 2028-08-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L5SM9 1015943.73000000 PA USD 986227.77000000 0.011126811620 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 1.50000000 N N N N N N Countrywide Asset-Backed Certificates N/A 126673TD4 17992.65000000 PA USD 17972.73000000 0.000202771800 Long ABS-MBS CORP US N 2 2035-02-25 Variable 5.11500000 N N N N N N DT MIDSTREAM INC N/A 23345NAB1 7466666.67000000 PA USD 7473312.00000000 0.084315345132 Long LON CORP US N 2 2028-05-25 None 0.00000000 N N N N N N CONTL AIRLINES 2012-2 A N/A 210795QB9 1681114.49000000 PA USD 1777610.46000000 0.020055343527 Long DBT CORP US N 2 2026-04-29 Fixed 4.00000000 N N N N N N Klabin Austria GmbH 984500578YEA8DD41B09 49836AAB0 13075000.00000000 PA USD 16637937.50000000 0.187712414871 Long DBT CORP AT N 2 2049-04-03 Fixed 7.00000000 N N N N N N 2021-07-30 Natixis Funds Trust I John Sgroi John Sgroi Assistant Treasurer XXXX