0001752724-21-119296.txt : 20210528 0001752724-21-119296.hdr.sgml : 20210528 20210528163147 ACCESSION NUMBER: 0001752724-21-119296 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20210331 FILED AS OF DATE: 20210528 PERIOD START: 20210930 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Natixis Funds Trust I CENTRAL INDEX KEY: 0000770540 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-04323 FILM NUMBER: 21980803 BUSINESS ADDRESS: STREET 1: 888 BOYLSTON STREET STREET 2: 8TH FLOOR CITY: BOSTON STATE: MA ZIP: 02199 BUSINESS PHONE: 617-449-2810 MAIL ADDRESS: STREET 1: 888 BOYLSTON STREET STREET 2: 8TH FLOOR CITY: BOSTON STATE: MA ZIP: 02199 FORMER COMPANY: FORMER CONFORMED NAME: IXIS Advisor Funds Trust I DATE OF NAME CHANGE: 20050502 FORMER COMPANY: FORMER CONFORMED NAME: CDC NVEST FUNDS TRUST I DATE OF NAME CHANGE: 20010503 FORMER COMPANY: FORMER CONFORMED NAME: NVEST FUNDS TRUST I DATE OF NAME CHANGE: 20000202 0000770540 S000006660 Loomis Sayles Core Plus Bond Fund C000018168 Class A NEFRX C000018170 Class C NECRX C000018171 Class Y NERYX C000125481 Class N NERNX NPORT-P 1 primary_doc.xml 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 2021-03-31 N 10965796552.16 1134418356.75 9831378195.41 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 751111106.15000000 0.00000000 0.00000000 5921866.24000000 MXN USD N Textainer Marine Containers Limited N/A 88315LAG3 10904746.42000000 PA USD 10928490.41000000 0.111159292143 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 25160000.00000000 PA USD 24577973.72000000 0.249995201399 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 1317968.25000000 PA USD 1351580.66000000 0.013747621474 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 13710000.00000000 PA USD 13397549.10000000 0.136273356936 Long DBT CORP US N 2 2029-02-01 Fixed 4.37500000 N N N N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 69331CAH1 11395000.00000000 PA USD 12038532.63000000 0.122450102017 Long DBT CORP US N 2 2028-07-01 Fixed 5.00000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAJ7 8019000.00000000 PA USD 10544947.39000000 0.107258078983 Long DBT CORP US N 2 2037-05-01 Fixed 6.55000000 N N N N N N EXPEDIA GROUP INC N/A 30212PAS4 2005000.00000000 PA USD 2319207.48000000 0.023589851126 Long DBT CORP US N 2 2025-05-01 Fixed 6.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JJED7 36424.31000000 PA USD 39079.39000000 0.000397496558 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 6561655.00000000 0.066741965059 Long LON CORP US N 2 2024-03-01 Floating 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176PG91 6129874.50000000 PA USD 6672606.85000000 0.067870513343 Long ABS-MBS USGA US N 2 2064-12-20 Variable 4.58900000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 89364MBS2 6360726.90000000 PA USD 6236565.51000000 0.063435312791 Long LON CORP US N 2 2024-08-22 Floating 2.35900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CYM0 3563546.92000000 PA USD 3824829.99000000 0.038904311419 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GUVD6 2852996.13000000 PA USD 3070377.55000000 0.031230387937 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DT9 14795000.00000000 PA USD 14075075.30000000 0.143164824099 Long DBT NUSS CO N 2 2051-05-15 Fixed 4.12500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179LAF9 9653.90000000 PA USD 9943.98000000 0.000101145330 Long ABS-MBS USGA US N 2 2063-05-20 Variable 3.96100000 N N N N N N Freddie Mac N/A 3133JLRW1 13084459.98000000 PA USD 12617380.74000000 0.128337863616 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 1.50000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EB7 19575000.00000000 PA USD 20921760.00000000 0.212805972714 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 14145000.00000000 PA USD 13617674.40000000 0.138512364485 Long DBT CORP US N 2 2029-01-15 Fixed 4.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128286B1 35509300.00000000 PA USD 38408301.27000000 0.390670570357 Long DBT UST US N 2 2029-02-15 Fixed 2.62500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36193EKX7 3421521.24000000 PA USD 3810211.87000000 0.038755623008 Long ABS-MBS USGA US N 2 2066-02-20 Variable 4.45800000 N N N N N N MERCADOLIBRE INC 549300DKPDN9M5S8GB14 58733RAE2 3945000.00000000 PA USD 3916201.50000000 0.039833698004 Long DBT CORP US N 2 2026-01-14 Fixed 2.37500000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63861VAD9 15854000.00000000 PA USD 16352992.44000000 0.166334689958 Long DBT CORP GB N 2 2023-04-26 Fixed 3.62200000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 62856RAD7 14843000.00000000 PA USD 16644643.34000000 0.169301221142 Long DBT CORP NL N 2 2027-07-06 Fixed 4.85000000 N N N N N N Transelec SA 549300DPF7MAL5F6CR86 89366LAA2 4158000.00000000 PA USD 4488893.64000000 0.045658844068 Long DBT CORP CL N 2 2023-07-26 Fixed 4.62500000 N N N N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 043436AU8 2175000.00000000 PA USD 2224829.25000000 0.022629881648 Long DBT CORP US N 2 2028-03-01 Fixed 4.50000000 N N N N N N QORVO INC 254900YAUJV2EUEVBR11 74736KAJ0 9380000.00000000 PA USD 9191368.20000000 0.093490129433 Long DBT CORP US N 2 2031-04-01 Fixed 3.37500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BUL4 319403.49000000 PA USD 320919.00000000 0.003264232070 Long ABS-MBS USGA US N 2 2062-08-20 Floating 0.64000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJGT9 2484360.43000000 PA USD 2616026.42000000 0.026608949101 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Freddie Mac N/A 3133JLR68 2702002.25000000 PA USD 2605546.93000000 0.026502356823 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 1.50000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SBC6 4805000.00000000 PA USD 5418348.45000000 0.055112806590 Long DBT CORP US N 2 2026-02-14 Fixed 4.40000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAP4 9289000.00000000 PA USD 10380271.44000000 0.105583075268 Long DBT CORP US N 2 2025-05-31 Fixed 4.75000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHT9 58102000.00000000 PA USD 63225013.70000000 0.643094105865 Long DBT CORP US N 2 2027-04-23 Fixed 3.55900000 N N N N N N Freddie Mac N/A 3132DV4M4 5563024.34000000 PA USD 6153603.68000000 0.062591465384 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 14358000.00000000 PA USD 16233067.79000000 0.165114874713 Long DBT CORP US N 2 2040-06-01 Fixed 4.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138Y9PB8 2222727.57000000 PA USD 2460030.94000000 0.025022238907 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SM1 16928038.40000000 PA USD 17675693.49000000 0.179788562078 Long DBT UST US N 2 2050-02-15 Fixed 0.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176HL85 5826.85000000 PA USD 5842.83000000 0.000059430426 Long ABS-MBS USGA US N 2 2062-08-20 Variable 3.64000000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCB9 4016000.00000000 PA USD 4261779.20000000 0.043348746384 Long DBT CORP US N 2 2025-07-15 Fixed 3.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H87H2 2649000.47000000 PA USD 2910648.23000000 0.029605698938 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N MILLICOM INTL CELLULAR 549300CTHC1CP86P2G96 600814AP2 3383100.00000000 PA USD 3603678.12000000 0.036654862099 Long DBT CORP LU N 2 2026-10-15 Fixed 6.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F03X0 2702034.05000000 PA USD 2896361.83000000 0.029460384621 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N Fanniemae-Aces N/A 3136AVYL7 7206290.00000000 PA USD 7593508.46000000 0.077237476873 Long ABS-MBS USGSE US N 2 2026-12-25 Variable 2.47800000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36193U5B6 2216177.36000000 PA USD 2456711.50000000 0.024988475177 Long ABS-MBS USGA US N 2 2066-04-20 Variable 4.55700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KEWW4 1154851.65000000 PA USD 1217302.18000000 0.012381806047 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N Freddie Mac N/A 3131Y0QS4 1157655.92000000 PA USD 1263270.95000000 0.012849378031 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.50000000 N N N N N N KENBOURNE INVEST SA 222100QGH6Y9KFYZ4B27 48855KAC4 8040000.00000000 PA USD 8234246.40000000 0.083754751738 Long DBT CORP LU N 2 2028-01-22 Fixed 4.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KUMF6 6996809.46000000 PA USD 6982382.04000000 0.071021395995 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N J2 GLOBAL 5493008OJYGLHD7MXA18 48123VAF9 23745000.00000000 PA USD 23982450.00000000 0.243937823602 Long DBT CORP US N 2 2030-10-15 Fixed 4.62500000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CQ7 16660000.00000000 PA USD 16260160.00000000 0.165390443504 Long DBT CORP US N 2 2031-02-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CWM2 1338196.45000000 PA USD 1372186.10000000 0.013957209993 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H3PZ3 512865.50000000 PA USD 536008.89000000 0.005452021876 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 18000000.00000000 PA USD 16849800.00000000 0.171387974962 Long DBT NUSS EG N 2 2031-02-16 Fixed 5.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F3A81 1995260.67000000 PA USD 2132789.22000000 0.021693695203 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 1740442.36000000 PA USD 1784260.43000000 0.018148629770 Long ABS-O CORP US N 2 2055-04-28 Fixed 4.00000000 N N N N N N Quikrete Holdings, Inc. 5493007KIN86DIZWZT22 74839XAF6 10210000.00000000 PA USD 10129749.40000000 0.103034886855 Long LON CORP US N 2 2027-02-01 None 0.00000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AR5 23625000.00000000 PA USD 23365125.00000000 0.237658693782 Long DBT CORP US N 2 2031-09-15 Fixed 4.50000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEF1 26615000.00000000 PA USD 27147300.00000000 0.276129139378 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.87500000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 05533UAH1 8805000.00000000 PA USD 8816006.25000000 0.089672130140 Long DBT CORP MX N 2 2025-09-18 Fixed 1.87500000 N N N N N N Freddie Mac N/A 3133ADJY3 8487835.47000000 PA USD 8479794.69000000 0.086252349583 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 95040QAL8 6085000.00000000 PA USD 6052177.14000000 0.061559803922 Long DBT US N 2 2031-01-15 Fixed 2.75000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MP3 10800000.00000000 PA USD 12325090.36000000 0.125364827952 Long DBT CORP US N 2 2031-03-31 Fixed 4.41200000 N N N N N N AIR PRODUCTS & CHEMICALS 7QEON6Y1RL5XR3R1W237 009158BB1 3498000.00000000 PA USD 3548824.93000000 0.036096922114 Long DBT CORP US N 2 2025-10-15 Fixed 1.50000000 N N N N N N DOLPHIN ENERGY LTD N/A 256853AB8 17070000.00000000 PA USD 17639113.80000000 0.179416491252 Long DBT CORP AE N 2 2021-12-15 Fixed 5.50000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DE9 3337000.00000000 PA USD 3434507.14000000 0.034934137124 Long DBT NUSS PE N 2 2026-01-23 Fixed 2.39200000 N N N N N N RE/MAX International, Inc. 549300GN7WEUE9HKXH55 75523KAG0 4357092.57000000 PA USD 4316266.61000000 0.043902965832 Long LON CORP US N 2 2023-12-15 Floating 3.50000000 N N N N N N Freddie Mac N/A 3132J8UW8 924203.77000000 PA USD 1005003.67000000 0.010222408801 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AJQ30 3526023.00000000 PA USD 3521819.06000000 0.035822231532 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 4466782.99000000 PA USD 4852322.64000000 0.049355467194 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 12057000.00000000 PA USD 12713113.24000000 0.129311608070 Long DBT CORP US N 2 2023-01-22 Fixed 3.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YR3U0 799453.01000000 PA USD 875217.32000000 0.008902285138 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FUFW3 825546.11000000 PA USD 900044.00000000 0.009154810059 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A 3132ACYJ3 6018268.40000000 PA USD 6561753.36000000 0.066742965529 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GPL97 1347384.59000000 PA USD 1466421.33000000 0.014915724945 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A 3132WJYS4 1845960.37000000 PA USD 2033884.27000000 0.020687682129 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HEAS1 5064876.89000000 PA USD 5622023.88000000 0.057184494058 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 1807358.04000000 0.018383567431 Long DBT CORP GB N 2 2028-03-17 Fixed 2.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XAJC7 28589371.00000000 PA USD 28572852.06000000 0.290629161975 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAQ6 9945000.00000000 PA USD 10381486.05000000 0.105595429691 Long DBT CORP KY N 2 2030-07-08 Fixed 3.75000000 N N N N N N ENTERGY CORP 4XM3TW50JULSLG8BNC79 29364GAL7 7514000.00000000 PA USD 7566233.35000000 0.076960047712 Long DBT CORP US N 2 2030-06-15 Fixed 2.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X53P0 152285.05000000 PA USD 168361.94000000 0.001712495813 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHFU1 2131625.01000000 PA USD 2242333.94000000 0.022807930845 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 4547000.00000000 PA USD 4815774.72000000 0.048983719518 Long DBT CORP US N 2 2024-03-07 Fixed 2.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EXKG7 1057623.82000000 PA USD 1112320.18000000 0.011313980175 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.00000000 N N N N N N Freddie Mac N/A 3132JMXL8 1037826.61000000 PA USD 1126467.38000000 0.011457878616 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 5505000.00000000 PA USD 5716061.70000000 0.058141001051 Long DBT CORP US N 2 2026-01-15 Fixed 4.87500000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWL4 6000000.00000000 PA USD 6564976.98000000 0.066775754624 Long DBT CORP US N 2 2028-06-05 Fixed 3.69100000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213TET6 2847.11000000 PA USD 3205.80000000 0.000032607839 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AJT78 7394926.00000000 PA USD 7388363.89000000 0.075150846027 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCB9 19675000.00000000 PA USD 20360499.43000000 0.207097103023 Long DBT CORP US N 2 2061-03-25 Fixed 4.10000000 N N N N N N ULTRAPAR INTERNATIONL SA 222100CXHWBP3H3SK244 90401CAA7 13536000.00000000 PA USD 14449680.00000000 0.146975121013 Long DBT CORP LU N 2 2026-10-06 Fixed 5.25000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBH5 3764000.00000000 PA USD 3901900.61000000 0.039688236302 Long DBT CORP US N 2 2025-05-06 Fixed 2.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FB4A5 409501.67000000 PA USD 434835.51000000 0.004422935435 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SW9 138755000.00000000 PA USD 129193913.28000000 1.314097685107 Long DBT UST US N 2 2041-02-15 Fixed 1.87500000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAN1 8496000.00000000 PA USD 9385531.20000000 0.095465061087 Long DBT CORP NL N 2 2025-01-31 Fixed 7.12500000 N N N N N N MOHAWK INDUSTRIES INC 549300JI1115MG3Q6322 608190AL8 21858000.00000000 PA USD 23480300.76000000 0.238830205626 Long DBT CORP US N 2 2030-05-15 Fixed 3.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HBJG4 569833.59000000 PA USD 619638.78000000 0.006302664465 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.50000000 N N N N N N DPL INC N/A 233293AS8 3816000.00000000 PA USD 4044273.12000000 0.041136380267 Long DBT CORP US N 2 2025-07-01 Fixed 4.12500000 N N N N N N Bank N/A 065405AE2 1715000.00000000 PA USD 1920374.85000000 0.019533119485 Long ABS-MBS CORP US N 2 2052-02-15 Fixed 4.00500000 N N N N N N Freddie Mac N/A 3132QNQJ1 636069.05000000 PA USD 685271.87000000 0.006970252353 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 6920000.00000000 PA USD 7396164.85000000 0.075230193600 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CF4 2605000.00000000 PA USD 3041547.20000000 0.030937139631 Long DBT CORP GB N 2 2030-03-31 Fixed 4.95000000 N N N N N N Freddie Mac N/A 3128LXBL3 7264.21000000 PA USD 8683.23000000 0.000088321594 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AJVL4 13603162.00000000 PA USD 13591090.96000000 0.138241970656 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Freddie Mac N/A 3128MJ4C1 1365228.26000000 PA USD 1489723.51000000 0.015152743393 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.50000000 N N N N N N Sabre GLBL Inc. F2TJC7HPPHLHU1AQMP98 78571YBE9 2533650.00000000 PA USD 2557415.64000000 0.026012788737 Long LON CORP US N 2 2027-12-17 Floating 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9NL3 993782.90000000 PA USD 1066252.25000000 0.010845399584 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A 3132DMKC8 60151601.10000000 PA USD 66572455.49000000 0.677142656571 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FDB96 1041114.36000000 PA USD 1133961.14000000 0.011534101500 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137FBU79 868628.00000000 PA USD 957010.64000000 0.009734247030 Long ABS-MBS USGSE US N 2 2027-09-25 Variable 3.18700000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225BKL1 1302.35000000 PA USD 1503.54000000 0.000015293278 Long ABS-MBS USGA US N 2 2030-07-15 Fixed 7.50000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABP1 7940000.00000000 PA USD 7964172.22000000 0.081007688461 Long DBT CORP US N 2 2027-10-15 Fixed 2.37500000 N N N N N N Freddie Mac N/A 3132XSFS4 3992364.17000000 PA USD 4265654.95000000 0.043388168629 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.50000000 N N N N N N Churchill Downs Incorporated 529900FODTBQC8MIS994 17148PAD3 4385677.50000000 PA USD 4358267.02000000 0.044330173586 Long LON CORP US N 2 2024-12-27 Floating 2.11000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGH1 13645000.00000000 PA USD 13702177.19000000 0.139371885789 Long DBT CORP US N 2 2028-03-22 Fixed 2.10000000 N N N N N N Freddie Mac N/A 3128MJ5H9 1021680.70000000 PA USD 1095572.61000000 0.011143632034 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A 3133ADFV3 9756274.10000000 PA USD 9747634.14000000 0.099148196176 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 17805000.00000000 PA USD 17736806.85000000 0.180410177469 Long DBT CORP US N 2 2026-03-15 Fixed 3.25000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABE4 22875000.00000000 PA USD 24827610.00000000 0.252534380292 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBT7 150080000.00000000 PA USD 148778524.25000000 1.513302827872 Long DBT UST US N 2 2026-03-31 None 0.00000000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 91533BAF7 3251000.00000000 PA USD 3312936.10000000 0.033697575600 Long DBT CORP US N 2 2050-06-22 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RCN4 19742.47000000 PA USD 19627.77000000 0.000199644135 Long ABS-MBS USGA US N 3 2063-05-20 Floating 0.40000000 N N N N N N COMM Mortgage Trust N/A 12622DAK0 1025000.00000000 PA USD 1040988.36000000 0.010588427576 Long ABS-MBS CORP US N 2 2046-07-10 Variable 5.75900000 N N N N N N Sequoia Mortgage Trust 549300ZUG1L9OO3W6B29 81747DAA7 2178484.19000000 PA USD 2219812.65000000 0.022578855231 Long ABS-MBS CORP US N 2 2048-02-25 Variable 4.00000000 N N N N N N Freddie Mac N/A 3132J82H2 1148928.00000000 PA USD 1249374.17000000 0.012708026740 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 10161000.00000000 PA USD 12544893.75000000 0.127600561189 Long DBT CORP GB N 2 2045-09-15 Fixed 5.62500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176PHD1 5484505.69000000 PA USD 6042268.40000000 0.061459017036 Long ABS-MBS USGA US N 2 2065-02-20 Variable 4.58900000 N N N N N N Freddie Mac N/A 3133ADVC7 546240.95000000 PA USD 545892.20000000 0.005552550101 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 12792000.00000000 PA USD 13709186.40000000 0.139443180066 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 13402350.00000000 PA USD 13412267.74000000 0.136423067787 Long ABS-O CORP US N 2 2048-09-05 Fixed 4.26200000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 455780BZ8 7609000.00000000 PA USD 7784463.54000000 0.079179779124 Long DBT NUSS ID N 2 2022-01-08 Fixed 3.70000000 N N N N N N Fanniemae-Aces N/A 3136AY6X6 1575872.00000000 PA USD 1712357.33000000 0.017417266388 Long ABS-MBS USGSE US N 2 2027-09-25 Variable 2.96000000 N N N N N N HP ENTERPRISE CO 549300BX44RGX6ANDV88 42824CBF5 5505000.00000000 PA USD 6145249.61000000 0.062506491845 Long DBT CORP US N 2 2024-10-01 Fixed 4.65000000 N N N N N N CLEARWAY ENERGY OP LLC 549300Z3NFMM54NWBB87 18539UAD7 20400000.00000000 PA USD 19571352.00000000 0.199070278967 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N JABIL INC 5493000CGCQY2OQU7669 466313AK9 7810000.00000000 PA USD 7752965.52000000 0.078859396575 Long DBT CORP US N 2 2031-01-15 Fixed 3.00000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MCA6 16310000.00000000 PA USD 16317161.88000000 0.165970238919 Long DBT CORP JP N 2 2025-07-08 Fixed 1.47400000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176HL69 15126.30000000 PA USD 15180.98000000 0.000154413549 Long ABS-MBS USGA US N 2 2062-07-20 Variable 4.70000000 N N N N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 69331CAJ7 1647000.00000000 PA USD 1745820.00000000 0.017757632402 Long DBT CORP US N 2 2030-07-01 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L1VM4 19030178.55000000 PA USD 19013291.93000000 0.193393963207 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 3136801.75000000 PA USD 3522339.78000000 0.035827528043 Long ABS-MBS USGA US N 2 2066-06-20 Variable 4.56800000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BR3 14669000.00000000 PA USD 15224808.41000000 0.154859350412 Long DBT CORP US N 2 2023-04-24 Fixed 2.49700000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 369604BX0 16591000.00000000 PA USD 18210485.67000000 0.185228208172 Long DBT CORP US N 2 2040-05-01 Fixed 4.25000000 N N N N N N VALVOLINE INC 549300CMHPBEY6VPOT75 92047WAG6 8890000.00000000 PA USD 8601075.00000000 0.087485953943 Long DBT CORP US N 2 2031-06-15 Fixed 3.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WEEA3 3941502.52000000 PA USD 4219988.36000000 0.042923670274 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 11283000.00000000 PA USD 11838380.85000000 0.120414255404 Long ABS-MBS CORP US N 2 2037-09-15 Fixed 3.95300000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMG4 8442000.00000000 PA USD 8031606.01000000 0.081693592193 Long DBT CORP US N 2 2057-12-01 Fixed 3.80000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BGP1 336895.39000000 PA USD 337234.21000000 0.003430182455 Long ABS-MBS USGA US N 2 2060-10-20 Floating 0.47000000 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 28370TAG4 11760000.00000000 PA USD 12919061.01000000 0.131406408676 Long DBT CORP US N 2 2024-05-01 Fixed 4.30000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36183HGJ8 4688229.22000000 PA USD 5150145.91000000 0.052384780725 Long ABS-MBS USGA US N 2 2064-10-20 Variable 4.61300000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAE8 17860000.00000000 PA USD 15685988.46000000 0.159550249702 Long DBT CORP NL N 2 2051-02-08 Fixed 3.83200000 N N N N N N TEXTRON INC 3PPKBHUG1HD6BO7RNR87 883203CB5 33420000.00000000 PA USD 33945622.07000000 0.345278366830 Long DBT CORP US N 2 2030-06-01 Fixed 3.00000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668BB7 7946000.00000000 PA USD 8533938.52000000 0.086803074303 Long DBT CORP US N 2 2026-09-26 Fixed 3.20000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176HLZ5 21227.86000000 PA USD 21735.98000000 0.000221087822 Long ABS-MBS USGA US N 2 2062-12-20 Variable 3.81400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9UB9 44217141.05000000 PA USD 42751776.15000000 0.434850285486 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 7385712.00000000 PA USD 7690520.33000000 0.078224234457 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 15102000.00000000 PA USD 15407798.89000000 0.156720640623 Long DBT CORP MX N 2 2030-05-07 Fixed 2.87500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176PGH3 726860.88000000 PA USD 775858.35000000 0.007891653993 Long ABS-MBS USGA US N 2 2064-01-20 Variable 4.63600000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137FEBQ2 7637281.00000000 PA USD 8532987.43000000 0.086793400278 Long ABS-MBS USGSE US N 2 2027-12-25 Fixed 3.44400000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAH3 6242000.00000000 PA USD 6786614.50000000 0.069030143740 Long DBT CORP US N 2 2027-07-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L1UH6 2768337.57000000 PA USD 2765881.11000000 0.028133198164 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Mill City Mortgage Trust N/A 59980TAA4 905130.28000000 PA USD 912502.20000000 0.009281528813 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 161811.30000000 PA USD 189190.92000000 0.001924358073 Long ABS-MBS USGA US N 2 2038-04-15 Fixed 5.50000000 N N N N N N Banco Santander Chile 3YJP8HORPAEXJ80D6368 05967BAB1 15204000.00000000 PA USD 15829644.60000000 0.161011450128 Long DBT CORP CL N 2 2022-09-20 Fixed 3.87500000 N N N N N N Freddie Mac N/A 3131Y8KD6 18573489.62000000 PA USD 20513938.97000000 0.208657815438 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FB4E7 607046.78000000 PA USD 659694.68000000 0.006710093609 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4.00000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RML3 24665000.00000000 PA USD 24656340.61000000 0.250792311311 Long DBT CORP US N 2 2026-03-25 Fixed 1.70000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GFD1 17026000.00000000 PA USD 24068311.15000000 0.244811161483 Long DBT CORP US N 2 2037-10-01 Fixed 6.75000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAM7 3600000.00000000 PA USD 3579230.45000000 0.036406192284 Long DBT CORP ES N 2 2031-03-25 Fixed 2.95800000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761JVL0 3210000.00000000 PA USD 3514175.43000000 0.035744484243 Long DBT CORP US N 2 2024-10-23 Fixed 3.70000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BF9 23965000.00000000 PA USD 24868347.73000000 0.252948744679 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 5874000.00000000 PA USD 6300725.54000000 0.064087917428 Long ABS-MBS CORP US N 2 2047-05-15 Fixed 4.17600000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 917288BJ0 280039000.00000000 PA 6567980.17000000 0.066806301613 Long DBT NUSS UY N 2 2022-06-20 Fixed 9.87500000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 80413TAB5 30516000.00000000 PA USD 32821178.64000000 0.333841074848 Long DBT NUSS SA N 2 2026-10-26 Fixed 3.25000000 N N N N N N SACI Falabella 5493004CKJQ7H391LM41 78386FAC0 7176000.00000000 PA USD 7876610.60000000 0.080117054226 Long DBT CORP CL N 2 2025-01-27 Fixed 4.37500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128286T2 29648600.00000000 PA USD 31506270.09000000 0.320466464251 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 6745831.17000000 PA USD 6662425.71000000 0.067766955736 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 9160000.00000000 PA USD 9138214.77000000 0.092949478581 Long ABS-O CORP US N 2 2026-02-17 Fixed 0.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SU3 65300000.00000000 PA USD 57953750.00000000 0.589477373854 Long DBT UST US N 2 2051-02-15 Fixed 1.87500000 N N N N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 000000000 713074726.65000000 PA USD 713074726.65000000 7.253049495979 Long RA CORP US N 2 Repurchase N 0.00000000 2021-04-01 683537500.00000000 USD 727187096.90465700 USD UST N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GY6W4 3076519.52000000 PA USD 3262560.22000000 0.033185176637 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QCDT0 36236265.86000000 PA USD 37610358.83000000 0.382554287735 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 19400895.90000000 0.197336482376 Long LON CORP US N 2 2027-08-01 Floating 1.86500000 N N N N N N Freddie Mac N/A 3132JPPV8 1854623.35000000 PA USD 2016805.08000000 0.020513960910 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 3.50000000 N N N N N N UMBS, TBA N/A 01F040644 -36530000.00000000 PA USD -39198402.16000000 -0.39870709254 Short ABS-MBS USGSE US N 2 2051-04-15 Fixed 4.00000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BZ5 12050000.00000000 PA USD 11760800.00000000 0.119625140710 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 6300639.00000000 PA USD 5290161.42000000 0.053808950432 Long ABS-MBS CORP US N 2 2044-08-10 Variable 5.40600000 N N N N N N Coty Inc. 549300BO9IWPF3S48F93 22207EBG8 6944114.30000000 PA USD 6663155.44000000 0.067774378195 Long LON CORP US N 2 2025-04-07 Floating 2.35400000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36181PEL9 3433863.11000000 PA USD 3716460.43000000 0.037802028933 Long ABS-MBS USGA US N 2 2064-01-20 Variable 4.71400000 N N N N N N BRASKEM AMERICA FINANCE 254900QMQAJ26H49CL75 10554CAA0 28948000.00000000 PA USD 32928350.00000000 0.334931169826 Long DBT CORP US N 2 2041-07-22 Fixed 7.12500000 N N N N N N BIOGEN INC W8J5WZB5IY3K0NDQT671 09062XAG8 8089000.00000000 PA USD 7428609.59000000 0.075560205724 Long DBT CORP US N 2 2050-05-01 Fixed 3.15000000 N N N N N N CORNING INC 549300X2937PB0CJ7I56 219350BQ7 21038000.00000000 PA USD 26164401.62000000 0.266131574840 Long DBT CORP US N 2 2079-11-15 Fixed 5.45000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 63938CAB4 1016000.00000000 PA USD 1066911.76000000 0.010852107800 Long DBT CORP US N 2 2024-10-25 Fixed 5.87500000 N N N N N N Freddie Mac N/A 3133A4QD1 2794910.90000000 PA USD 2945100.30000000 0.029956128647 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CX74 3912977.47000000 PA USD 4083142.76000000 0.041531743351 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 3.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747WAL3 11914000.00000000 PA USD 12109806.83000000 0.123175068533 Long DBT CORP US N 2 2021-07-28 Fixed 5.50000000 N N N N N N Freddie Mac N/A 3133JLN96 2585140.22000000 PA USD 2660324.06000000 0.027059523162 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N Freddie Mac N/A 3133JLN88 1376428.39000000 PA USD 1327293.13000000 0.013500580525 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 4031944.47000000 0.041010979232 Long LON CORP US N 2 2024-08-08 Floating 3.10900000 N N N N N N Towd Point Mortgage Trust N/A 89171DAE7 1454000.00000000 PA USD 1540048.01000000 0.015664619744 Long ABS-MBS CORP US N 2 2053-10-25 Variable 3.39900000 N N N N N N NVR INC 529900RWXR4JI3JYTV70 62944TAF2 18057000.00000000 PA USD 18532698.48000000 0.188505600248 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 5712060.00000000 PA USD 5968536.06000000 0.060709047514 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 5853000.00000000 PA USD 5913996.28000000 0.060154295384 Long DBT CORP CH N 2 2021-11-12 Fixed 2.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FP4V8 3036988.78000000 PA USD 3184071.45000000 0.032386827021 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9N66 13949159.97000000 PA USD 15194840.60000000 0.154554532416 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 3436959.06000000 0.034959076862 Long LON CORP US N 2 2027-02-05 Floating 1.60400000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBQ3 52995000.00000000 PA USD 51959941.41000000 0.528511266449 Long DBT UST US N 2 2026-02-28 Fixed 0.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WEKH1 133469.67000000 PA USD 144034.19000000 0.001465045766 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.50000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJH4 10366000.00000000 PA USD 10888543.32000000 0.110752969762 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 12808773.48000000 0.130284617531 Long LON CORP US N 2 2025-01-31 Floating 2.60900000 N N N N N N WestRock RKT LLC PQQ60KVT5SJX0ETQT497 772739AL2 1888000.00000000 PA USD 1961660.94000000 0.019953061524 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 4950337.50000000 PA USD 4892418.55000000 0.049763303300 Long LON CORP US N 2 2027-11-15 Floating 2.08100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FKH37 730880.79000000 PA USD 806851.26000000 0.008206898808 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 1911000.00000000 PA USD 2560330.26000000 0.026042434835 Long DBT CORP US N 2 2039-06-15 Fixed 6.75000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJD3 22401000.00000000 PA USD 23166919.98000000 0.235642648665 Long DBT CORP US N 2 2022-01-24 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C4F8 1225957.74000000 PA USD 1314332.84000000 0.013368754755 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C2E3 1281893.88000000 PA USD 1419487.22000000 0.014438333993 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 2472610.43000000 PA USD 2713199.13000000 0.027597342672 Long ABS-MBS USGA US N 2 2065-03-20 Variable 4.63200000 N N N N N N Invitation Homes Trust N/A 46185HAA0 22699484.60000000 PA USD 22741549.01000000 0.231315981930 Long ABS-O CORP US N 2 2037-06-17 Floating 1.00600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CZN7 2141831.84000000 PA USD 2370217.32000000 0.024108698423 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 4194616.25000000 PA USD 4717059.90000000 0.047979640354 Long ABS-MBS USGA US N 2 2066-03-20 Variable 4.63300000 N N N N N N Towd Point Mortgage Trust N/A 89171YAL5 1142270.18000000 PA USD 1144276.46000000 0.011639023921 Long ABS-O CORP US N 2 2060-11-25 Variable 2.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FTYK1 911470.24000000 PA USD 963854.39000000 0.009803858328 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GSVS8 2221815.22000000 PA USD 2383178.71000000 0.024240535382 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138XURG9 154060.82000000 PA USD 170487.62000000 0.001734117197 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 12283803.15000000 0.124944874521 Long LON CORP US N 2 2028-01-31 Floating 2.60600000 N N N N N N Summit Materials Companies I, LLC 549300C97P3BW8QROE16 86614DAH1 18054478.44000000 PA USD 17975580.37000000 0.182838865647 Long LON CORP US N 2 2024-11-21 Floating 2.10900000 N N N N N N HP ENTERPRISE CO 549300BX44RGX6ANDV88 42824CAX7 19506000.00000000 PA USD 25514475.51000000 0.259520842377 Long DBT CORP US N 2 2035-10-15 Fixed 6.20000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBJ9 11055000.00000000 PA USD 10598981.25000000 0.107807685141 Long DBT UST US N 2 2028-01-31 Fixed 0.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QB4M7 3141011.01000000 PA USD 3276719.02000000 0.033329193068 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 5935000.00000000 PA USD 5897906.25000000 0.059990635420 Long DBT CORP US N 2 2028-08-15 Fixed 4.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137BVZ82 4846745.00000000 PA USD 5391787.65000000 0.054842643043 Long ABS-MBS USGSE US N 2 2027-01-25 Variable 3.43000000 N N N N N N Bacardi Ltd 549300R32WTQNHNN5055 067316AH2 19029000.00000000 PA USD 23379600.27000000 0.237805929192 Long DBT CORP BM N 2 2048-05-15 Fixed 5.30000000 N N N N N N TOYOTA MOTOR CORP 5493006W3QUS5LMH6R84 892331AF6 9825000.00000000 PA USD 10350501.42000000 0.105280269096 Long DBT CORP JP N 2 2024-07-02 Fixed 2.35800000 N N N N N N Freddie Mac N/A 3133SKAK7 2350805.75000000 PA USD 2475723.76000000 0.025181858644 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 3.50000000 N N N N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591EH1 10402000.00000000 PA USD 14265425.86000000 0.145100977466 Long DBT USGA US N 2 2039-09-15 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371JMC5 6148.68000000 PA USD 7058.02000000 0.000071790748 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 7.50000000 N N N N N N Calpine Corporation 43R4VPJBXTU2O15HEF41 13134MBQ5 4383027.65000000 PA USD 4331220.26000000 0.044055067091 Long LON CORP US N 2 2026-04-05 Floating 2.11000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967HV6 6645000.00000000 PA USD 7256621.02000000 0.073810821593 Long DBT CORP US N 2 2024-08-05 Fixed 4.00000000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 89364MBR4 12882642.48000000 PA USD 12603475.62000000 0.128196427494 Long LON CORP US N 2 2025-12-09 Floating 2.35900000 N N N N N N PNC BANK NA AD6GFRVSDT01YPT1CS68 69353RFS2 17572000.00000000 PA USD 17765994.88000000 0.180707063922 Long DBT CORP US N 2 2022-12-09 Fixed 2.02800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HJJQ5 44589168.08000000 PA USD 48659815.34000000 0.494943988246 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137BTUM1 5881039.00000000 PA USD 6515864.81000000 0.066276209504 Long ABS-MBS USGSE US N 2 2026-11-25 Variable 3.34700000 N N N N N N TENCENT HOLDINGS LTD 254900N4SLUMW4XUYY11 88032WAW6 18243000.00000000 PA USD 16585105.53000000 0.168695631480 Long DBT CORP KY N 2 2060-06-03 Fixed 3.29000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L6S96 7956526.00000000 PA USD 7949465.54000000 0.080858099261 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 617726AM6 16360000.00000000 PA USD 14482657.28000000 0.147310549875 Long DBT NUSS MA N 2 2050-12-15 Fixed 4.00000000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAA6 15455000.00000000 PA USD 15951656.78000000 0.162252498713 Long DBT CORP NL N 2 2030-01-21 Fixed 3.68000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BDQ6 20667000.00000000 PA USD 22576579.13000000 0.229637988502 Long DBT CORP US N 2 2024-04-29 Fixed 3.87500000 N N N N N N KIMBERLY-CLARK DE MEXICO 549300JGHL56QT00KT54 494386AD7 2415000.00000000 PA USD 2355880.80000000 0.023962874310 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 2793763100.00000000 PA 153380526.07000000 1.560112153366 Long DBT NUSS MX N 2 2029-05-31 Fixed 8.50000000 N N N N N N LAMAR MEDIA CORP N/A 513075BT7 5486000.00000000 PA USD 5470748.92000000 0.055645798699 Long DBT CORP US N 2 2030-02-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FSA45 1540114.61000000 PA USD 1662061.09000000 0.016905677484 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 944369.56000000 PA USD 960533.96000000 0.009770084528 Long ABS-MBS CORP US N 2 2047-08-25 Variable 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36230RPB6 93994.64000000 PA USD 97808.69000000 0.000994862450 Long ABS-MBS USGA US N 2 2062-04-20 Variable 4.70000000 N N N N N N Bank N/A 06540VBB0 6873079.00000000 PA USD 7196449.12000000 0.073198782276 Long ABS-MBS CORP US N 2 2062-11-15 Fixed 2.96000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CR5 15315000.00000000 PA USD 14596726.50000000 0.148470806532 Long DBT CORP US N 2 2031-03-01 Fixed 3.75000000 N N N N N N ESSENTIAL UTILITIES INC 549300ILTEOF3E3QY357 29670GAD4 6286000.00000000 PA USD 6336042.53000000 0.064447144683 Long DBT CORP US N 2 2030-04-15 Fixed 2.70400000 N N N N N N GRAY OAK PIPELINE LLC N/A 38937LAC5 2255000.00000000 PA USD 2288322.68000000 0.023275705954 Long DBT CORP US N 2 2025-10-15 Fixed 2.60000000 N N N N N N OFFICE CHERIFIEN DES PHO N/A 67091TAA3 21790000.00000000 PA USD 23669387.50000000 0.240753504031 Long DBT CORP MA N 2 2024-04-25 Fixed 5.62500000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 25160PAF4 11240000.00000000 PA USD 11215028.77000000 0.114073821056 Long DBT CORP DE N 2 2026-03-19 Fixed 1.68600000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128284V9 11800300.00000000 PA USD 12979408.16000000 0.132020230551 Long DBT UST US N 2 2028-08-15 Fixed 2.87500000 N N N N N N OOREDOO INTL FINANCE 549300BHXCDJ03WU7N77 74735K2B7 10400000.00000000 PA USD 11619816.00000000 0.118191119993 Long DBT CORP BM N 2 2028-01-31 Fixed 3.87500000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457BX7 21676000.00000000 PA USD 22978193.07000000 0.233723010276 Long DBT CORP US N 2 2030-11-15 Fixed 3.50000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAP6 23990000.00000000 PA USD 22544692.70000000 0.229313655236 Long DBT CORP KY N 2 2028-02-21 Fixed 2.75000000 N N N N N N WEX Inc. T9M5IGROL1TL1G5OV478 96208UAP6 4696676.68000000 PA USD 4673709.93000000 0.047538705531 Long LON CORP US N 2 2026-05-15 None 0.00000000 N N N N N N PIONEER NATURAL RESOURCE FY8JBF7CCL2VE4F1B628 723787AT4 4820000.00000000 PA USD 4732137.86000000 0.048133006033 Long DBT CORP US N 2 2026-01-15 Fixed 1.12500000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AU4 17348000.00000000 PA USD 19551971.11000000 0.198873145975 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 8950648.02000000 PA USD 9420332.38000000 0.095819041773 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 3194000.00000000 PA USD 3431778.64000000 0.034906384148 Long DBT CORP CL N 2 2024-04-15 Fixed 4.25000000 N N N N N N ANHEUSER-BUSCH CO/INBEV N/A 03522AAJ9 25505000.00000000 PA USD 30466840.38000000 0.309893890504 Long DBT CORP US N 2 2046-02-01 Fixed 4.90000000 N N N N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BK3 17470000.00000000 PA USD 20084728.44000000 0.204292094564 Long DBT CORP US N 2 2027-06-15 Fixed 5.12500000 N N N N N N BOSTON GAS COMPANY FN7P4E7K9JOBORDEUX61 100743AL7 3024000.00000000 PA USD 3124023.64000000 0.031776049887 Long DBT CORP US N 2 2029-08-01 Fixed 3.00100000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017AP9 7134000.00000000 PA USD 7651514.91000000 0.077827490285 Long DBT CORP US N 2 2023-06-01 Fixed 4.33300000 N N N N N N FRESNILLO PLC 549300JXWH1UV5J0XV81 358070AB6 18120000.00000000 PA USD 17828630.40000000 0.181344161984 Long DBT CORP GB N 2 2050-10-02 Fixed 4.25000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724BY7 20255000.00000000 PA USD 20149674.00000000 0.204952689231 Long DBT NUSS UA N 2 2033-03-15 Fixed 7.25300000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36196RNZ7 8885285.30000000 PA USD 10030215.62000000 0.102022477628 Long ABS-MBS USGA US N 2 2066-12-20 Variable 4.57700000 N N N N N N Freddie Mac N/A 3132A5J71 7982457.70000000 PA USD 8703114.14000000 0.088523846474 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 15877381.00000000 PA USD 16802921.17000000 0.170911146291 Long ABS-MBS CORP US N 2 2072-12-15 Fixed 3.10200000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225BB31 22846.92000000 PA USD 26833.83000000 0.000272940674 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 10225000.00000000 PA USD 9877861.25000000 0.100472803036 Long DBT CORP US N 2 2031-01-15 Fixed 3.62500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179ACZ7 27436.98000000 PA USD 28458.12000000 0.000289462163 Long ABS-MBS USGA US N 2 2063-07-20 Variable 3.92700000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CV5 18782000.00000000 PA USD 22984031.12000000 0.233782392083 Long DBT CORP US N 2 2040-05-01 Fixed 5.70500000 N N N N N N DXC TECHNOLOGY CO 549300DOVZ3EDJB7O259 23355LAK2 7617000.00000000 PA USD 8283271.86000000 0.084253414886 Long DBT CORP US N 2 2025-04-15 Fixed 4.12500000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MBP4 13675000.00000000 PA USD 14219250.50000000 0.144631304150 Long DBT CORP JP N 2 2029-07-16 Fixed 3.04000000 N N N N N N GATX CORP 549300IHYHCQP2PIR591 361448BF9 4628000.00000000 PA USD 5096853.98000000 0.051842721118 Long DBT CORP US N 2 2030-06-30 Fixed 4.00000000 N N N N N N TRANSPRTDRA DE GAS INTL 529900780HCVLCEM2440 89387YAC5 10376000.00000000 PA USD 11781948.00000000 0.119840247886 Long DBT CORP CO N 2 2028-11-01 Fixed 5.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CZJ6 914900.51000000 PA USD 994472.17000000 0.010115287503 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KULJ9 17554623.78000000 PA USD 17538174.40000000 0.178389784742 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 877000.00000000 PA USD 1037982.02000000 0.010557848547 Long DBT CORP US N 2 2041-09-01 Fixed 5.50000000 N N N N N N Bank N/A 06540XBG5 14216071.00000000 PA USD 14900695.66000000 0.151562633069 Long ABS-MBS CORP US N 2 2062-11-15 Fixed 2.97800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5KC6 7324052.81000000 PA USD 8275807.03000000 0.084177486263 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 6.00000000 N N N N N N LAMAR MEDIA CORP N/A 513075BR1 9783000.00000000 PA USD 9770771.25000000 0.099383535612 Long DBT CORP US N 2 2028-02-15 Fixed 3.75000000 N N N N N N WILLIS NORTH AMERICA INC 5493004KVU1HWZCP0C66 970648AJ0 4405000.00000000 PA USD 4548639.25000000 0.046266547370 Long DBT CORP US N 2 2029-09-15 Fixed 2.95000000 N N N N N N SACI Falabella 5493004CKJQ7H391LM41 78386FAA4 9426000.00000000 PA USD 9887098.99000000 0.100566764836 Long DBT CORP CL N 2 2023-04-30 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YF4T8 2418172.42000000 PA USD 2611847.02000000 0.026566438276 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 3.50000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89114QCA4 24004000.00000000 PA USD 25460357.49000000 0.258970380184 Long DBT CORP CA N 2 2024-06-12 Fixed 2.65000000 N N N N N N Freddie Mac N/A 3133ABNB2 10850194.14000000 PA USD 10839915.43000000 0.110258350503 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 3712000.00000000 PA USD 3969397.10000000 0.040374777789 Long DBT CORP US N 2 2022-08-15 Fixed 5.87500000 N N N N N N EQUIFAX INC 5493004MCF8JDC86VS77 294429AS4 4112000.00000000 PA USD 4268220.27000000 0.043414261817 Long DBT CORP US N 2 2030-05-15 Fixed 3.10000000 N N N N N N BAIDU INC 254900AL64IANZYI1E02 056752AQ1 5055000.00000000 PA USD 5330244.75000000 0.054216658580 Long DBT CORP KY N 2 2025-04-07 Fixed 3.07500000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 22822VAQ4 1101000.00000000 PA USD 1174645.89000000 0.011947927001 Long DBT US N 2 2050-07-01 Fixed 4.15000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBS9 54645000.00000000 PA USD 54081473.44000000 0.550090458988 Long DBT UST US N 2 2028-03-31 Fixed 1.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QCHN9 45764217.93000000 PA USD 47783092.22000000 0.486026386842 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.00000000 N N N N N N ANTARES HOLDINGS N/A 03666HAC5 7695000.00000000 PA USD 7760319.62000000 0.078934198906 Long DBT CORP US N 2 2026-07-15 Fixed 3.95000000 N N N N N N Sequoia Mortgage Trust 549300FECQ7XLTBL1027 81746WAB4 4307564.66000000 PA USD 4416669.67000000 0.044924216953 Long ABS-MBS CORP US N 2 2048-08-25 Variable 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KVLP3 11599597.69000000 PA USD 11589325.32000000 0.117880983618 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Freddie Mac N/A 3133ACBY3 10185428.23000000 PA USD 10176408.12000000 0.103509476674 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7PY5 2003037.92000000 PA USD 2156465.54000000 0.021934519221 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.00000000 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAC6 1652000.00000000 PA USD 1970010.00000000 0.020037984103 Long DBT CORP US N 2 2025-04-15 Fixed 9.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FHNN3 708287.40000000 PA USD 781024.96000000 0.007944206239 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 10441000.00000000 PA USD 10495293.20000000 0.106753020699 Long DBT CORP CA N 2 2030-01-30 Fixed 5.25000000 N N N N N N Freddie Mac N/A 3133AGEG0 15853642.02000000 PA USD 15839574.29000000 0.161112450107 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C4W1 71678097.79000000 PA USD 76908170.47000000 0.782272525187 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 10561000.00000000 PA USD 10720048.66000000 0.109039123985 Long DBT NUSS OM N 2 2022-03-08 Fixed 3.87500000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHC6 9656000.00000000 PA USD 10042673.46000000 0.102149192721 Long DBT CORP US N 2 2023-12-20 Fixed 3.00400000 N N N N N N Freddie Mac N/A 3131Y2S58 9456676.97000000 PA USD 10307084.25000000 0.104838650747 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776743AN6 8705000.00000000 PA USD 8410405.39000000 0.085546555354 Long DBT CORP US N 2 2027-09-15 Fixed 1.40000000 N N N N N N BANGKOK BANK PCL/HK 549300CCL2BKJGMYXV60 059895AR3 31885000.00000000 PA USD 34810600.52000000 0.354076507160 Long DBT CORP TH N 2 2024-03-19 Fixed 4.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L2EL3 2912551.22000000 PA USD 2808585.26000000 0.028567564019 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 1.50000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2J2 29799000.00000000 PA USD 31368107.77000000 0.319061144292 Long DBT CORP FR N 2 2025-11-19 Fixed 2.81900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HLUZ7 736271.86000000 PA USD 803450.94000000 0.008172312406 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 5755575.00000000 PA USD 5729502.25000000 0.058277711792 Long LON CORP US N 2 2028-01-07 Floating 3.75000000 N N N N N N ATMOS ENERGY CORP QVLWEGTD2S8GJMO8D383 049560AU9 12610000.00000000 PA USD 12614771.25000000 0.128311321152 Long DBT CORP US N 2 2023-03-09 Fixed 0.62500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180SRH9 3096749.50000000 PA USD 3348603.80000000 0.034060370107 Long ABS-MBS USGA US N 2 2064-06-20 Variable 4.58000000 N N N N N N Bharti Airtel Ltd 335800KQ1FPKOQ84OR26 08860HAA2 21910000.00000000 PA USD 23524611.44000000 0.239280912324 Long DBT CORP IN N 2 2025-06-10 Fixed 4.37500000 N N N N N N RYDER SYSTEM INC ZXJ6Y2OSPZXIVGRILD15 78355HKN8 10405000.00000000 PA USD 10902391.57000000 0.110893827429 Long DBT CORP US N 2 2024-09-01 Fixed 2.50000000 N N N N N N Freddie Mac N/A 3133AFGD7 7462037.02000000 PA USD 7455415.81000000 0.075832865563 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 10447000.00000000 PA USD 11088550.27000000 0.112787343235 Long DBT CORP KY N 2 2026-10-03 Fixed 2.75000000 N N N N N N ISTAR INC QFFLKWYYS3UPWD86E794 45031UCG4 18479000.00000000 PA USD 18606505.10000000 0.189256325310 Long DBT US N 2 2025-08-01 Fixed 4.25000000 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2A2 4530000.00000000 PA USD 4523712.72000000 0.046013006824 Long DBT CORP US N 2 2026-01-15 Fixed 1.62500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36193QUD3 2707104.47000000 PA USD 3035785.93000000 0.030878538793 Long ABS-MBS USGA US N 2 2066-10-20 Variable 4.43600000 N N N N N N Exeter Automobile Receivables Trust N/A 30167HAC2 2730000.00000000 PA USD 2753346.96000000 0.028005706883 Long ABS-O CORP US N 2 2024-04-15 Fixed 2.26000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBL4 112605000.00000000 PA USD 106394130.47000000 1.082189377270 Long DBT UST US N 2 2031-02-15 Fixed 1.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C4X9 29213250.86000000 PA USD 31800303.62000000 0.323457230389 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 435631.37000000 PA USD 434977.32000000 0.004424377857 Long ABS-MBS USGA US N 3 2063-03-20 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JBB54 6041878.23000000 PA USD 6381774.18000000 0.064912304797 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 4798214.72000000 PA USD 4998543.54000000 0.050842755111 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 2738300.00000000 PA USD 2680111.13000000 0.027260787620 Long LON CORP US N 2 2026-09-19 Floating 2.37500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36193DJP8 4311770.21000000 PA USD 4814127.66000000 0.048966966424 Long ABS-MBS USGA US N 2 2066-06-20 Variable 4.52200000 N N N N N N WESTERN UNION CO/THE 28ID94QU1140NC23S047 959802AZ2 20175000.00000000 PA USD 19664995.77000000 0.200022777876 Long DBT CORP US N 2 2026-03-15 Fixed 1.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJFD5 229032.51000000 PA USD 239630.17000000 0.002437401605 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KLMY5 8830215.95000000 PA USD 9099340.89000000 0.092554072370 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N Sabre GLBL Inc. F2TJC7HPPHLHU1AQMP98 78571YBB5 1934855.32000000 PA USD 1907864.09000000 0.019405866116 Long LON CORP US N 2 2024-02-22 Floating 2.10900000 N N N N N N ASCOT GROUP LTD 213800DJV7WRJBE2II28 04365XAA6 2895000.00000000 PA USD 2996325.00000000 0.030477161395 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 9877325.55000000 0.100467354156 Long LON CORP NL N 2 2028-04-30 Floating 2.35600000 N N N N N N ALPEK SA DE CV 549300PWKJTP62D4IQ66 020564AE0 1610000.00000000 PA USD 1592290.00000000 0.016195999872 Long DBT CORP MX N 2 2031-02-25 Fixed 3.25000000 N N N N N N HCL AMERICA INC 549300CBM0L7W7N2EB94 40480HAA5 14915000.00000000 PA USD 14599995.20000000 0.148504054160 Long DBT CORP US N 2 2026-03-10 Fixed 1.37500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36177TPF8 3370937.47000000 PA USD 3596566.79000000 0.036582529107 Long ABS-MBS USGA US N 2 2063-12-20 Variable 4.56000000 N N N N N N American Builders & Contractors Supply Co., Inc. 549300H5GQ4C1BEKG397 02474RAH6 19690025.32000000 PA USD 19517737.60000000 0.198524939352 Long LON CORP US N 2 2027-01-15 Floating 2.10900000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36183SWC1 3932624.03000000 PA USD 4338075.60000000 0.044124796277 Long ABS-MBS USGA US N 2 2065-01-20 Variable 4.64900000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AN1 15690000.00000000 PA USD 15228714.00000000 0.154899076175 Long DBT CORP US N 2 2032-02-15 Fixed 3.62500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DE2 24635000.00000000 PA USD 24947774.58000000 0.253756635988 Long DBT CORP US N 2 2024-02-04 Fixed 1.43300000 N N N N N N Pan American Energy LLC N/A 69783TAA2 4394666.49000000 PA USD 4327472.04000000 0.044016942019 Long DBT CORP AR N 2 2021-05-07 Fixed 7.87500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36184EG96 4134438.90000000 PA USD 4482108.00000000 0.045589823836 Long ABS-MBS USGA US N 2 2065-02-20 Variable 4.51600000 N N N N N N Koppers Inc LTO4ZL5EBDR1NE6FGJ36 500605AH3 9845000.00000000 PA USD 10148127.55000000 0.103221820463 Long DBT CORP US N 2 2025-02-15 Fixed 6.00000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAB7 17068000.00000000 PA USD 18958203.34000000 0.192833628848 Long DBT CORP US N 2 2023-11-15 Fixed 5.62500000 N N N N N N Freddie Mac N/A 3132XUS30 4674678.86000000 PA USD 5045062.31000000 0.051315921427 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BD4 6354000.00000000 PA USD 7438405.22000000 0.075659842111 Long DBT CORP US N 2 2026-01-15 Fixed 5.85000000 N N N N N N Bombardier Inc W7L3VLU8EHQY34Z36697 097751AY7 874000.00000000 PA USD 911145.00000000 0.009267724035 Long DBT CORP CA N 2 2022-03-15 Fixed 5.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C3E2 115467.84000000 PA USD 125663.31000000 0.001278186104 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.50000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CZ1 20165000.00000000 PA USD 24755356.37000000 0.251799451490 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N RATTLER MIDSTREAM LP 549300I45NRVEEN9M219 75419TAA1 7495000.00000000 PA USD 7825679.40000000 0.079599006817 Long DBT CORP US N 2 2025-07-15 Fixed 5.62500000 N N N N N N Transelec SA 549300DPF7MAL5F6CR86 89366LAD6 7987000.00000000 PA USD 8705830.00000000 0.088551470881 Long DBT CORP CL N 2 2025-01-14 Fixed 4.25000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2P5 27675000.00000000 PA USD 28004371.80000000 0.284846857107 Long DBT CORP US N 2 2027-08-20 Fixed 2.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FPYG8 1539887.53000000 PA USD 1616655.27000000 0.016443831555 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N USI, Inc. N/A 90351NAE5 2673050.00000000 PA USD 2641080.32000000 0.026863785193 Long LON CORP US N 2 2024-05-16 Floating 3.20300000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 760942BC5 524841000.00000000 PA 12383351.27000000 0.125957429608 Long DBT NUSS UY N 2 2028-03-15 Fixed 8.50000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668BF8 14887000.00000000 PA USD 16148061.54000000 0.164250232460 Long DBT CORP US N 2 2030-05-13 Fixed 3.75000000 N N N N N N WPX ENERGY INC ZXZE9GCS2BB547GJW219 98212BAL7 11507000.00000000 PA USD 12390622.53000000 0.126031389330 Long DBT CORP US N 2 2030-01-15 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128285M8 136257300.00000000 PA USD 152379305.98000000 1.549928229300 Long DBT UST US N 2 2028-11-15 Fixed 3.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385V7E5 15646.31000000 PA USD 17220.06000000 0.000175154079 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 7.00000000 N N N N N N UMBS, TBA N/A 01F020646 13408000.00000000 PA USD 13382860.13000000 0.136123947873 Long ABS-MBS USGSE US N 2 2051-04-15 Fixed 2.00000000 N N N N N N Freddie Mac N/A 3133A4V52 2961465.79000000 PA USD 3094421.98000000 0.031474956191 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 111889.39000000 PA USD 111521.64000000 0.001134343911 Long ABS-MBS USGA US N 3 2063-01-20 Fixed 1.65000000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29273RAT6 636000.00000000 PA USD 649676.90000000 0.006608197620 Long DBT CORP US N 2 2043-02-01 Fixed 5.15000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBG5 17295000.00000000 PA USD 16537754.51000000 0.168213999922 Long DBT CORP US N 2 2051-02-15 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EX2F9 1902063.27000000 PA USD 2031964.24000000 0.020668152517 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.50000000 N N N N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591ES7 44487000.00000000 PA USD 57366702.74000000 0.583506214487 Long DBT USGA US N 2 2065-09-15 Fixed 4.25000000 N N N N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 536797AF0 11485000.00000000 PA USD 11920798.33000000 0.121252565948 Long DBT CORP US N 2 2031-01-15 Fixed 4.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YNM79 174264.53000000 PA USD 190183.86000000 0.001934457776 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 1578447.22000000 PA USD 1596776.78000000 0.016241637217 Long ABS-MBS USGA US N 2 2063-04-20 Fixed 2.50000000 N N N N N N BRIGHTHOUSE FINANCIAL IN 5493003T8SZSHOGGAW52 10922NAG8 17345000.00000000 PA USD 20323260.86000000 0.206718330391 Long DBT CORP US N 2 2030-05-15 Fixed 5.62500000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29273RAZ2 6606000.00000000 PA USD 7343983.74000000 0.074699432714 Long DBT CORP US N 2 2043-10-01 Fixed 5.95000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AQ7 20451000.00000000 PA USD 20502127.50000000 0.208537674906 Long DBT CORP US N 2 2030-04-15 Fixed 4.62500000 N N N N N N MILLICOM INTL CELLULAR 549300CTHC1CP86P2G96 600814AR8 2660000.00000000 PA USD 2766400.00000000 0.028138476061 Long DBT CORP LU N 2 2031-04-27 Fixed 4.50000000 N N N N N N BIOGEN INC W8J5WZB5IY3K0NDQT671 09062XAH6 9180000.00000000 PA USD 8905591.53000000 0.090583348061 Long DBT CORP US N 2 2030-05-01 Fixed 2.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36230KSC6 5566.61000000 PA USD 6153.44000000 0.000062589800 Long ABS-MBS USGA US N 2 2061-08-20 Variable 4.32700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JLL77 1311973.53000000 PA USD 1451907.62000000 0.014768098542 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 5.00000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBM4 2664000.00000000 PA USD 2748582.00000000 0.027957240026 Long DBT CORP US N 2 2026-02-15 Fixed 5.75000000 N N N N N N Freddie Mac N/A 3132ADWF1 3103599.96000000 PA USD 3377413.24000000 0.034353405726 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.50000000 N N N N N N Hanesbrands Inc GX5LWVWZLL5S4W1L2F20 410345AJ1 959000.00000000 PA USD 1017407.90000000 0.010348578599 Long DBT CORP US N 2 2024-05-15 Fixed 4.62500000 N N N N N N Pacific Gas & Electric Company 8YQ2GSDWYZXO2EDN3511 69338CAH4 9954775.00000000 PA USD 9932974.04000000 0.101033383545 Long LON CORP US N 2 2025-06-23 Floating 3.50000000 N N N N N N HUNTINGTON INGALLS INDUS 5TZLZ6WJTBVJ0QWBG121 446413AT3 5685000.00000000 PA USD 6306250.21000000 0.064144111686 Long DBT CORP US N 2 2030-05-01 Fixed 4.20000000 N N N N N N CarMax Auto Owner Trust N/A 14315WAB6 3627036.86000000 PA USD 3641985.69000000 0.037044508080 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 7736960.00000000 PA USD 8033557.14000000 0.081713438139 Long ABS-MBS CORP US N 2 2046-03-10 Fixed 3.18500000 N N N N N N Freddie Mac N/A 3132GFK63 1029893.73000000 PA USD 1161485.42000000 0.011814065097 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YDML0 1390645.35000000 PA USD 1504221.18000000 0.015300206645 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JNAD2 16113653.62000000 PA USD 17556314.51000000 0.178574297123 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 4.50000000 N N N N N N Freddie Mac N/A 3132XWC90 2128063.37000000 PA USD 2257705.10000000 0.022964278813 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WAY7 2307000.00000000 PA USD 2342585.48000000 0.023827640778 Long DBT CORP KY N 2 2031-01-15 Fixed 4.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385RAB6 9020.77000000 PA USD 9545.75000000 0.000097094728 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 4989896.50000000 PA USD 5540699.74000000 0.056357304437 Long ABS-MBS USGA US N 2 2066-11-20 Variable 4.40700000 N N N N N N STEEL DYNAMICS INC 549300HGGKEL4FYTTQ83 858119BK5 2689000.00000000 PA USD 2870595.43000000 0.029198301326 Long DBT CORP US N 2 2030-04-15 Fixed 3.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H7H75 1297261.57000000 PA USD 1396755.10000000 0.014207113918 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.00000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816CG2 20016000.00000000 PA USD 21128885.40000000 0.214912751600 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 6330000.00000000 PA USD 6377475.00000000 0.064868575628 Long DBT CORP US N 2 2026-09-30 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GRDJ0 842182.41000000 PA USD 894511.59000000 0.009098537074 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.50000000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BB1 3161000.00000000 PA USD 3488953.75000000 0.035487941574 Long DBT CORP US N 2 2025-06-01 Fixed 4.87500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QV3 31449003.30000000 PA USD 36339568.93000000 0.369628430599 Long DBT UST US N 2 2042-02-15 Fixed 0.75000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMD1 2383000.00000000 PA USD 2180698.67000000 0.022181006840 Long DBT CORP US N 2 2055-09-15 Fixed 3.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KPP31 4019243.20000000 PA USD 4136610.13000000 0.042075587448 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N Bacardi Ltd 549300R32WTQNHNN5055 067316AG4 7006000.00000000 PA USD 8372872.91000000 0.085164793211 Long DBT CORP BM N 2 2038-05-15 Fixed 5.15000000 N N N N N N CLARK EQUIPMENT CO 549300X1FKNY520VPF71 181396AE2 3085000.00000000 PA USD 3262387.50000000 0.033183419813 Long DBT CORP US N 2 2025-06-01 Fixed 5.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KURF1 1043696.35000000 PA USD 1006445.63000000 0.010237075718 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 1.50000000 N N N N N N Fanniemae-Aces N/A 3136AY2H5 19323414.00000000 PA USD 20736427.05000000 0.210920856037 Long ABS-MBS USGSE US N 2 2027-11-25 Variable 2.86800000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109BA1 7155000.00000000 PA USD 6570389.92000000 0.066830812419 Long DBT US N 2 2033-03-15 Fixed 1.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHM66 2238650.29000000 PA USD 2354912.91000000 0.023953029404 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.00000000 N N N N N N NISSAN MOTOR CO 353800DRBDH1LUTNAY26 654744AA9 8595000.00000000 PA USD 8992187.33000000 0.091464158445 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 15580000.00000000 PA USD 15789551.00000000 0.160603637518 Long DBT CORP US N 2 2021-08-02 Fixed 5.87500000 N N N N N N Hanesbrands Inc GX5LWVWZLL5S4W1L2F20 410345AL6 4526000.00000000 PA USD 4854135.00000000 0.049373901639 Long DBT CORP US N 2 2026-05-15 Fixed 4.87500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176F4N5 65618.05000000 PA USD 66723.29000000 0.000678676871 Long ABS-MBS USGA US N 2 2062-11-20 Variable 3.89300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CYN8 24848400.31000000 PA USD 27069885.81000000 0.275341719868 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.50000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EAQ8 6700000.00000000 PA USD 6766326.58000000 0.068823784880 Long DBT CORP GB N 2 2021-08-10 Fixed 3.20000000 N N N N N N USI, Inc. N/A 90351NAF2 2103750.00000000 PA USD 2081576.48000000 0.021172784106 Long LON CORP US N 2 2026-12-02 Floating 3.45300000 N N N N N N Lennar Corp 529900G61XVRLX5TJX09 526057BN3 1291000.00000000 PA USD 1353936.25000000 0.013771581390 Long DBT CORP US N 2 2022-11-15 Fixed 4.75000000 N N N N N N Textainer Marine Containers Limited 549300X48KLHDDGPK024 88315LAL2 12426599.99000000 PA USD 12061151.08000000 0.122680165896 Long ABS-O CORP BM N 2 2046-02-20 Fixed 1.68000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137FJZ93 9934637.00000000 PA USD 11305686.45000000 0.114995946908 Long ABS-MBS USGSE US N 2 2028-10-25 Variable 3.78000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KXHJ8 1440038.42000000 PA USD 1480932.63000000 0.015063326835 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KUNP3 8871009.88000000 PA USD 8863153.89000000 0.090151693016 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 2514000.00000000 PA USD 3121994.36000000 0.031755409037 Long DBT CORP US N 2 2040-11-15 Fixed 5.87500000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAE1 13755000.00000000 PA USD 13153218.75000000 0.133788147384 Long DBT CORP NL N 2 2026-10-01 Fixed 3.15000000 N N N N N N STATE OF QATAR 52990074F6OJOAXK4P65 74727PBE0 8368000.00000000 PA USD 9706880.00000000 0.098733664874 Long DBT NUSS QA N 2 2050-04-16 Fixed 4.40000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967GK1 28532000.00000000 PA USD 29818130.69000000 0.303295530874 Long DBT CORP US N 2 2022-07-30 Fixed 4.05000000 N N N N N N Freddie Mac N/A 3132ACYK0 7917698.35000000 PA USD 8776432.36000000 0.089269603768 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 5.00000000 N N N N N N Enel Americas SA 549300LKH11TFCJLZK20 29274FAF1 3147000.00000000 PA USD 3437121.93000000 0.034960733497 Long DBT CORP CL N 2 2026-10-25 Fixed 4.00000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 85325WAA6 27261000.00000000 PA USD 28343381.10000000 0.288295094915 Long DBT CORP GB N 2 2026-01-30 Fixed 2.81900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402DF70 31666.24000000 PA USD 37820.51000000 0.000384691843 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 10599000.00000000 PA USD 13566720.00000000 0.137994081097 Long DBT CORP MX N 2 2042-09-19 Fixed 6.75000000 N N N N N N Equifax Inc 5493004MCF8JDC86VS77 294429AG0 4842000.00000000 PA USD 6448996.52000000 0.065596057763 Long DBT CORP US N 2 2037-07-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140K8ZC8 1029322.26000000 PA USD 1103023.97000000 0.011219423646 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 4.00000000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAJ1 9550000.00000000 PA USD 9824753.50000000 0.099932616818 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 1467278.33000000 PA USD 1509211.53000000 0.015350966059 Long ABS-O CORP US N 2 2053-11-28 Variable 4.00000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CE7 13420000.00000000 PA USD 13453767.67000000 0.136845184902 Long DBT CORP DE N 2 2026-11-24 Fixed 2.12900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7CA5 123864735.68000000 PA USD 132452416.53000000 1.347241596217 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4.00000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAX9 23890000.00000000 PA USD 22815427.80000000 0.232067441069 Long DBT CORP US N 2 2031-03-01 Fixed 2.50000000 N N N N N N Fanniemae-Aces N/A 3136B2GX4 4428579.00000000 PA USD 4928782.57000000 0.050133180435 Long ABS-MBS USGSE US N 2 2028-06-25 Variable 3.32500000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAN1 18945000.00000000 PA USD 18729027.00000000 0.190502558519 Long DBT US N 2 2031-02-15 Fixed 4.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBC4 15070000.00000000 PA USD 16985842.92000000 0.172771737414 Long DBT CORP US N 2 2025-04-15 Fixed 4.70000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BG22 149440.08000000 PA USD 148592.20000000 0.001511407628 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 18263812.50000000 PA USD 17915704.23000000 0.182229834657 Long LON CORP CA N 2 2026-11-19 Floating 1.85900000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RDG6 4732000.00000000 PA USD 4837445.05000000 0.049204139580 Long ABS-O CORP US N 2 2023-03-20 Fixed 3.45000000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109AX2 5010000.00000000 PA USD 5288433.56000000 0.053791375480 Long DBT US N 2 2031-01-15 Fixed 3.25000000 N N N N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591EJ7 8587000.00000000 PA USD 11608467.93000000 0.118075692942 Long DBT USGA US N 2 2060-09-15 Fixed 4.62500000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAN0 20005000.00000000 PA USD 17717228.20000000 0.180211032958 Long DBT NUSS MX N 2 2061-05-24 Fixed 3.77100000 N N N N N N SCIENCE APPLICATIONS INT 549300LZPNZIXQGZPZ48 808625AA5 1538000.00000000 PA USD 1589907.50000000 0.016171766240 Long DBT CORP US N 2 2028-04-01 Fixed 4.87500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBP5 63145000.00000000 PA USD 62039962.50000000 0.631040341108 Long DBT UST US N 2 2028-02-29 Fixed 1.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9XD2 939140.55000000 PA USD 1019187.75000000 0.010366682368 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 9910000.00000000 PA USD 10540771.50000000 0.107215603860 Long DBT CORP XX N 2 2029-04-20 Fixed 5.75000000 N N N N N N Freddie Mac N/A 3133AC4M7 24838730.44000000 PA USD 24816733.51000000 0.252423749923 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Grupo Televisa SAB 549300O4AF0C816ILN62 000000000 60490000.00000000 PA 2144724.82000000 0.021815098324 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 9850618.09000000 PA USD 9912572.57000000 0.100825869709 Long ABS-O CORP US N 2 2069-01-15 Fixed 1.31000000 N N N N N N VALVOLINE INC 549300CMHPBEY6VPOT75 92047WAD3 2838000.00000000 PA USD 2894760.00000000 0.029444091585 Long DBT CORP US N 2 2030-02-15 Fixed 4.25000000 N N N N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284NAQ2 9828399.81000000 PA USD 9680973.81000000 0.098470159702 Long LON CORP US N 2 2026-01-02 Floating 1.85900000 N N N N N N CELULOSA ARAUCO CONSTITU 549300QEKV8G0AMNQD28 151191AZ6 5503000.00000000 PA USD 5963931.28000000 0.060662209930 Long DBT CORP CL N 2 2024-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7KF5 12021309.12000000 PA USD 12854759.95000000 0.130752369550 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AR3Q5 5131105.36000000 PA USD 5678601.33000000 0.057759972377 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 5110.73000000 PA USD 5707.03000000 0.000058049134 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAU5 27195000.00000000 PA USD 26018064.31000000 0.264643102857 Long DBT CORP BM N 2 2028-01-26 Fixed 2.85000000 N N N N N N Freddie Mac N/A 3133JLRZ4 2044600.02000000 PA USD 2104393.80000000 0.021404870794 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.50000000 N N N N N N AMC NETWORKS INC 549300VGG9K75226LR46 00164VAF0 21850000.00000000 PA USD 21249125.00000000 0.216135770363 Long DBT CORP US N 2 2029-02-15 Fixed 4.25000000 N N N N N N Equifax Inc 5493004MCF8JDC86VS77 294429AJ4 2848000.00000000 PA USD 2963463.87000000 0.030142913954 Long DBT CORP US N 2 2022-12-15 Fixed 3.30000000 N N N N N N BUNGE LTD FINANCE CORP 549300QHC068L40NNM71 120568BB5 2500000.00000000 PA USD 2501089.75000000 0.025439869164 Long DBT CORP US N 2 2025-08-17 Fixed 1.63000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137FETN0 2420767.00000000 PA USD 2691153.12000000 0.027373101375 Long ABS-MBS USGSE US N 2 2028-01-25 Fixed 3.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5T78 20082269.01000000 PA USD 22216004.87000000 0.225970402403 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 5.00000000 N N N N N N Freddie Mac N/A 3132A5KC8 36675839.57000000 PA USD 39965402.71000000 0.406508649302 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.50000000 N N N N N N Freddie Mac N/A 3133A6ZX2 1484872.00000000 PA USD 1565158.85000000 0.015920035003 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3.00000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 53944YAE3 27075000.00000000 PA USD 29509405.85000000 0.300155331871 Long DBT CORP GB N 2 2048-01-09 Fixed 4.34400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138XMGX2 255980.50000000 PA USD 286362.83000000 0.002912743506 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 4.50000000 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 37443GAL5 1245000.00000000 PA USD 1232550.00000000 0.012536899461 Long DBT NUSS GH N 2 2029-04-07 Fixed 7.75000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBS3 24705000.00000000 PA USD 24201941.47000000 0.246170384141 Long DBT CORP GB N 2 2042-03-10 Fixed 3.81100000 N N N N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 000000000 10165000.00000000 PA USD 11104347.65000000 0.112948026505 Long DBT CORP IL N 2 2025-06-30 Fixed 6.12500000 N N N N N N ECOLAB INC 82DYEISM090VG8LTLS26 278865BE9 1571000.00000000 PA USD 1879268.36000000 0.019115004251 Long DBT CORP US N 2 2030-03-24 Fixed 4.80000000 N N N N N N Freddie Mac N/A 3132ADXY9 36813287.78000000 PA USD 39993030.36000000 0.406789664328 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.50000000 N N N N N N Towd Point Mortgage Trust N/A 89171UAG4 4763689.00000000 PA USD 5071086.99000000 0.051580631821 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 16942084.40000000 0.172326647019 Long DBT CORP US N 2 2025-02-13 Fixed 1.80000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796C56 400000000.00000000 PA USD 399973556.00000000 4.068336585675 Long STIV UST US N 2 2021-07-29 None 0.00000000 N N N N N N SS&C Technologies Inc. 549300KY09TR3J12JU49 78466DBF0 9637669.19000000 PA USD 9529245.41000000 0.096926852172 Long LON CORP US N 2 2025-04-16 Floating 1.85900000 N N N N N N Freddie Mac N/A 3132WNT85 838367.48000000 PA USD 903651.48000000 0.009191503592 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DS29 7828534.04000000 PA USD 7751499.15000000 0.078844481373 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.00000000 N N N N N N EMBRAER NETHERLANDS FINA 724500PBR8LR26XBSP67 29082HAA0 14175000.00000000 PA USD 14708547.00000000 0.149608190303 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 1534000.00000000 PA USD 1590497.85000000 0.016177770993 Long DBT CORP IE N 2 2023-01-23 Fixed 3.30000000 N N N N N N Bank N/A 06540AAD3 3817534.00000000 PA USD 4012993.65000000 0.040818220703 Long ABS-MBS CORP US N 2 2062-09-15 Fixed 3.01100000 N N N N N N UMBS, TBA N/A 01F012668 24575000.00000000 PA USD 23650557.80000000 0.240561977475 Long ABS-MBS USGSE US N 2 2051-06-15 Fixed 1.50000000 N N N N N N Freddie Mac N/A 3133AEWT7 33591318.70000000 PA USD 33561511.11000000 0.341371376860 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 9988.02000000 PA USD 11906.45000000 0.000121106621 Long ABS-MBS USGA US N 2 2038-04-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4NL6 5662557.13000000 PA USD 6260859.41000000 0.063682418533 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371E2L8 602.32000000 PA USD 625.30000000 0.000006360247 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 7.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KRHW2 2476676.85000000 PA USD 2549141.29000000 0.025928626071 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N Freddie Mac N/A 3132DMEH4 10367089.10000000 PA USD 10823270.26000000 0.110089043925 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.00000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 78442FET1 8451000.00000000 PA USD 8947496.25000000 0.091009582503 Long DBT CORP US N 2 2024-03-25 Fixed 6.12500000 N N N N N N Fanniemae-Aces N/A 3136AQC99 5358202.69000000 PA USD 5761279.38000000 0.058600933312 Long ABS-MBS USGSE US N 2 2025-11-25 Variable 2.89800000 N N N N N N EQUIFAX INC 5493004MCF8JDC86VS77 294429AR6 3508000.00000000 PA USD 3677427.03000000 0.037405000162 Long DBT CORP US N 2 2025-12-15 Fixed 2.60000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKA9 4325000.00000000 PA USD 4183107.43000000 0.042548535381 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 4355000.00000000 PA USD 4350645.00000000 0.044252646104 Long DBT CORP US N 2 2028-09-15 Fixed 4.87500000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00914AAB8 21331000.00000000 PA USD 22800705.69000000 0.231917694923 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 7215000.00000000 PA USD 7743891.97000000 0.078767104835 Long ABS-O CORP US N 2 2025-09-22 Fixed 3.35000000 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 832248BC1 1790000.00000000 PA USD 1780137.10000000 0.018106689261 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N OOREDOO INTL FINANCE 549300BHXCDJ03WU7N77 74735K2A9 6982000.00000000 PA USD 7292419.72000000 0.074174948568 Long DBT CORP BM N 2 2023-02-21 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FTBW0 3587649.31000000 PA USD 3871039.09000000 0.039374327922 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.50000000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 369604BY8 5956000.00000000 PA USD 6610830.99000000 0.067242159324 Long DBT CORP US N 2 2050-05-01 Fixed 4.35000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137FCLD4 1243610.00000000 PA USD 1377721.40000000 0.014013512374 Long ABS-MBS USGSE US N 2 2027-11-25 Fixed 3.28600000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAV3 11398000.00000000 PA USD 11504799.26000000 0.117021225624 Long DBT CORP US N 2 2030-02-15 Fixed 3.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KHJK8 12499064.93000000 PA USD 12879998.68000000 0.131009085643 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 1757027.02000000 PA USD 1918119.16000000 0.019510175703 Long ABS-MBS USGA US N 2 2065-01-20 Variable 4.57400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AJGL1 3845352.00000000 PA USD 3840767.34000000 0.039066418396 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 13740000.00000000 PA USD 13075533.60000000 0.132997971801 Long DBT CORP US N 2 2029-03-15 Fixed 3.50000000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAK4 17602000.00000000 PA USD 17646005.00000000 0.179486585189 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FMYD2 281428.78000000 PA USD 306473.93000000 0.003117303839 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4.50000000 N N N N N N Fanniemae-Aces N/A 3136B1K86 17016566.00000000 PA USD 18532968.35000000 0.188508345235 Long ABS-MBS USGSE US N 2 2028-03-25 Variable 3.05200000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179LAK8 44957.62000000 PA USD 46011.53000000 0.000468006917 Long ABS-MBS USGA US N 2 2063-07-20 Variable 4.05500000 N N N N N N BAYVIEW OPPORTUNITY MASTER FUND TRUST N/A 07333NAA0 3276544.29000000 PA USD 3365682.35000000 0.034234084816 Long ABS-O CORP US N 2 2064-10-28 Variable 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FP5G0 2166803.32000000 PA USD 2304139.56000000 0.023436587568 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.50000000 N N N N N N Freddie Mac N/A 3132Y2RJ7 334819.96000000 PA USD 364982.25000000 0.003712422030 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBP0 14082000.00000000 PA USD 14342394.91000000 0.145883869228 Long DBT CORP US N 2 2031-05-13 Fixed 2.95600000 N N N N N N CSC Holdings, LLC 3HG2WD2W22M120IUNG49 64072UAE2 12309085.05000000 PA USD 12127033.68000000 0.123350291677 Long LON CORP US N 2 2025-07-17 Floating 2.35600000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCC7 4041000.00000000 PA USD 4320152.28000000 0.043942488978 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 13626000.00000000 PA USD 13115025.00000000 0.133399659125 Long DBT CORP US N 2 2031-03-01 Fixed 3.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140E0SN6 756870.26000000 PA USD 839580.45000000 0.008539804219 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.50000000 N N N N N N NISSAN MOTOR CO 353800DRBDH1LUTNAY26 654744AB7 17460000.00000000 PA USD 18495923.45000000 0.188131542520 Long DBT CORP JP N 2 2025-09-17 Fixed 3.52200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F0PC2 1250795.25000000 PA USD 1406355.52000000 0.014304764724 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JANW4 8082222.57000000 PA USD 8941372.04000000 0.090947290016 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 5.00000000 N N N N N N RPM International Inc 549300TJCKW4BRXPJ474 749685AS2 4179000.00000000 PA USD 4325836.94000000 0.044000310577 Long DBT CORP US N 2 2022-11-15 Fixed 3.45000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36206J5L4 2743.65000000 PA USD 2785.36000000 0.000028331327 Long ABS-MBS USGA US N 2 2025-10-15 Fixed 7.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137BUX60 6640495.00000000 PA USD 7378105.91000000 0.075046506841 Long ABS-MBS USGSE US N 2 2026-12-25 Fixed 3.41300000 N N N N N N BAIDU INC 254900AL64IANZYI1E02 056752AT5 3835000.00000000 PA USD 3705760.50000000 0.037693194446 Long DBT CORP KY N 2 2030-10-09 Fixed 2.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YAN35 809612.91000000 PA USD 896064.70000000 0.009114334554 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CAF1 2173202.77000000 PA USD 2286378.54000000 0.023255931107 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.00000000 N N N N N N CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 165167DG9 2955000.00000000 PA USD 3132300.00000000 0.031860232998 Long DBT CORP US N 2 2029-02-01 Fixed 5.87500000 N N N N N N FOMENTO ECONOMICO MEX 549300A8MDWDJNMLV153 344419AC0 29356000.00000000 PA USD 29240924.48000000 0.297424469884 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 20793185.00000000 PA USD 21921957.60000000 0.222979496508 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 5164033.62000000 PA USD 5171454.34000000 0.052601519717 Long ABS-MBS CORP GB N 2 2069-12-22 Floating 0.95200000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RAC0 10755881.48000000 PA USD 10925971.76000000 0.111133673660 Long ABS-MBS USGA US N 2 2065-04-20 Fixed 2.25000000 N N N N N N HUNTINGTON BANCSHARES 549300XTVCVV9I7B5T19 446150AQ7 18906000.00000000 PA USD 19944529.83000000 0.202866062454 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 1273069.67000000 PA USD 1279578.62000000 0.013015251723 Long ABS-O CORP US N 2 2023-07-17 Fixed 3.35000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176HMP6 7005.34000000 PA USD 7173.05000000 0.000072960777 Long ABS-MBS USGA US N 2 2063-01-20 Variable 3.75600000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17328RAZ2 11060000.00000000 PA USD 11368529.76000000 0.115635158510 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 2.71700000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AV5 14425000.00000000 PA USD 14436540.00000000 0.146841467320 Long DBT CORP NL N 2 2027-04-01 Fixed 1.72600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KSB22 15041905.41000000 PA USD 15028584.45000000 0.152863455675 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 0.009279012991 Long EC CORP US Y 3 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FVVE3 2492356.78000000 PA USD 2682805.99000000 0.027288198426 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 9417000.00000000 PA USD 9348924.13000000 0.095092711766 Long DBT CORP KY N 2 2030-05-08 Fixed 2.50000000 N N N N N N HASBRO INC 549300NUB6D2R1ITYR45 418056AZ0 987000.00000000 PA USD 1061479.46000000 0.010796853085 Long DBT CORP US N 2 2029-11-19 Fixed 3.90000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAK4 10000000.00000000 PA USD 10901857.00000000 0.110888390043 Long DBT CORP US N 2 2028-07-22 Fixed 3.59100000 N N N N N N XILINX INC 6EY4K7ZMF9UX1CU6KC79 983919AK7 18649000.00000000 PA USD 18226000.40000000 0.185386016464 Long DBT CORP US N 2 2030-06-01 Fixed 2.37500000 N N N N N N Freddie Mac N/A 3133JLNT2 2898893.25000000 PA USD 2983145.18000000 0.030343102672 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 1245000.00000000 PA USD 1299468.75000000 0.013217564457 Long DBT CORP US N 2 2029-01-15 Fixed 5.25000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAH3 22553000.00000000 PA USD 25977541.79000000 0.264230927482 Long DBT CORP US N 2 2035-04-01 Fixed 5.00000000 N N N N N N ALIBABA GROUP HOLDING 5493001NTNQJDH60PM02 01609WBA9 18630000.00000000 PA USD 17239162.26000000 0.175348378603 Long DBT CORP KY N 2 2061-02-09 Fixed 3.25000000 N N N N N N FS KKR CAPITAL CORP 549300TYRSI1T21B1360 302635AG2 21195000.00000000 PA USD 21022707.96000000 0.213832766293 Long DBT CORP US N 2 2026-01-15 Fixed 3.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L6SH8 7356628.00000000 PA USD 7350100.02000000 0.074761644541 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 20961000.00000000 PA USD 22160622.76000000 0.225407082501 Long DBT CORP JP N 2 2024-07-16 Fixed 2.69600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412EJ23 14211.53000000 PA USD 14603.59000000 0.000148540618 Long ABS-MBS USGSE US N 2 2037-02-01 Floating 1.71000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBG9 35552000.00000000 PA USD 37466403.03000000 0.381090039314 Long DBT CORP US N 2 2024-09-06 Fixed 2.78900000 N N N N N N MATTEL INC 549300VELLG24KHTJ564 577081BE1 6670000.00000000 PA USD 6886374.80000000 0.070044857019 Long DBT CORP US N 2 2026-04-01 Fixed 3.37500000 N N N N N N Entercom Media Corp. 549300S5JUSXRHNCHD80 12506KAE9 9400341.57000000 PA USD 9181783.63000000 0.093392639846 Long LON CORP US N 2 2024-11-18 Floating 2.60900000 N N N N N N INTERNATIONAL GAME TECH 549300UQ6KHRCZDRGZ76 460599AF0 5245000.00000000 PA USD 5389657.10000000 0.054820972124 Long DBT CORP GB N 2 2026-04-15 Fixed 4.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YXGE9 709486.73000000 PA USD 789182.20000000 0.008027177719 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DH39 3768614.84000000 PA USD 4169120.05000000 0.042406262551 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H3U53 1214543.19000000 PA USD 1310409.44000000 0.013328847837 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N Freddie Mac N/A 3131Y3GN0 2225895.45000000 PA USD 2465231.36000000 0.025075135052 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 10960000.00000000 PA USD 11208279.07000000 0.114005166388 Long DBT CORP US N 2 2026-06-17 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L5HW9 7922193.00000000 PA USD 7915163.16000000 0.080509192126 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KLM66 17812669.03000000 PA USD 18355575.49000000 0.186703991293 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 4311356.66000000 PA USD 4705202.54000000 0.047859033051 Long ABS-MBS USGA US N 2 2064-12-20 Variable 4.53400000 N N N N N N Freddie Mac N/A 3132HNWT2 1909403.45000000 PA USD 2031149.23000000 0.020659862631 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 7910000.00000000 PA USD 8084328.49000000 0.082229859632 Long ABS-O CORP US N 2 2027-02-20 Fixed 2.02000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FDDH6 420540.57000000 PA USD 446234.18000000 0.004538877165 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7HL6 36404775.82000000 PA USD 39507719.78000000 0.401853321017 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 4.50000000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAS7 17239000.00000000 PA USD 17564127.54000000 0.178653767466 Long DBT CORP US N 2 2030-06-01 Fixed 4.62500000 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 494550BS4 3426000.00000000 PA USD 3721204.51000000 0.037850283409 Long DBT CORP US N 2 2024-02-01 Fixed 4.15000000 N N N N N N Sequoia Mortgage Trust N/A 81746JAK3 313114.91000000 PA USD 313860.25000000 0.003192433896 Long ABS-MBS CORP US N 2 2047-12-25 Variable 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W6RR9 260683.51000000 PA USD 283240.55000000 0.002880985192 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.50000000 N N N N N N Whirlpool Corp WHENKOULSSK7WUM60H03 96332HCD9 3318000.00000000 PA USD 3346507.96000000 0.034039052241 Long DBT CORP US N 2 2021-06-15 Fixed 4.85000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAJ2 2269000.00000000 PA USD 2444078.72000000 0.024859980680 Long DBT US N 2 2030-07-01 Fixed 4.05000000 N N N N N N AMERICAN AIRLINES/AADVAN N/A 00253XAA9 8660000.00000000 PA USD 9012375.40000000 0.091669501679 Long DBT CORP XX N 2 2026-04-20 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HEJ60 2135924.52000000 PA USD 2369524.82000000 0.024101654650 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 2463269.51000000 0.025055180067 Long LON CORP US N 2 2024-10-14 Floating 2.61000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36177TPL5 2883529.43000000 PA USD 3077934.68000000 0.031307255390 Long ABS-MBS USGA US N 2 2064-01-20 Variable 4.66700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GTNN6 663142.63000000 PA USD 725432.41000000 0.007378745843 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.50000000 N N N N N N Freddie Mac N/A 3132DMC60 167411161.18000000 PA USD 185258535.27000000 1.884359767143 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 5.00000000 N N N N N N Freddie Mac N/A 3133A9HN8 1535660.52000000 PA USD 1535723.48000000 0.015620632727 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.00000000 N N N N N N Churchill Downs Incorporated 529900FODTBQC8MIS994 17148PAF8 7213043.48000000 PA USD 7167961.96000000 0.072909024732 Long LON CORP US N 2 2028-03-10 Floating 2.12000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAL3 1535000.00000000 PA USD 1642450.00000000 0.016706203009 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 9825000.00000000 PA USD 10137454.65000000 0.103113260913 Long ABS-O CORP US N 2 2023-09-20 Fixed 3.07000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HBJA7 8170149.08000000 PA USD 8766217.34000000 0.089165701550 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FQ2H9 759691.11000000 PA USD 796116.07000000 0.008097705674 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 27375000.00000000 PA USD 27429476.25000000 0.278999299028 Long DBT CORP US N 2 2031-02-01 Fixed 4.25000000 N N N N N N SENSATA TECHNOLOGIES INC N/A 81728UAB0 8945000.00000000 PA USD 8819233.30000000 0.089704954124 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36194QQA3 2615584.98000000 PA USD 2934176.31000000 0.029845015130 Long ABS-MBS USGA US N 2 2066-09-20 Variable 4.51800000 N N N N N N SBA COMMUNICATIONS CORP 5299001HX8ZN8Y8QIT49 78410GAE4 20065000.00000000 PA USD 19285474.75000000 0.196162474545 Long DBT US N 2 2029-02-01 Fixed 3.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KED96 3900741.43000000 PA USD 3963581.28000000 0.040315622095 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9R21 1493377.58000000 PA USD 1602469.80000000 0.016299543849 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.00000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CF4 10505000.00000000 PA USD 10185994.88000000 0.103606988537 Long DBT CORP DE N 2 2032-01-14 Fixed 3.72900000 N N N N N N Fanniemae-Aces N/A 3136B2HA3 2335328.00000000 PA USD 2615752.79000000 0.026606165870 Long ABS-MBS USGSE US N 2 2028-07-25 Variable 3.37000000 N N N N N N Freddie Mac N/A 3132QRCU2 1213625.01000000 PA USD 1326592.81000000 0.013493457210 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 6213000.00000000 PA USD 6465372.06000000 0.065762621796 Long DBT CORP US N 2 2027-12-01 Fixed 5.12500000 N N N N N N Whirlpool Corp WHENKOULSSK7WUM60H03 963320AW6 12185000.00000000 PA USD 14115191.37000000 0.143572865263 Long DBT CORP US N 2 2029-02-26 Fixed 4.75000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBK5 31336000.00000000 PA USD 32765788.04000000 0.333277668590 Long DBT CORP US N 2 2023-06-05 Fixed 3.05000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176HLJ1 4766.59000000 PA USD 4860.58000000 0.000049439457 Long ABS-MBS USGA US N 2 2062-06-20 Variable 4.70000000 N N N N N N ONEAMERICA FINL PARTNERS 5493009S1SVD6UNUDB08 682441AB6 3445000.00000000 PA USD 3355292.20000000 0.034128401260 Long DBT CORP US N 2 2050-10-15 Fixed 4.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36297EZ40 19323.76000000 PA USD 19392.64000000 0.000197252507 Long ABS-MBS USGA US N 2 2061-01-20 Variable 4.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F9PB5 30121.06000000 PA USD 33281.92000000 0.000338527511 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 16090000.00000000 PA USD 16297221.98000000 0.165767419949 Long DBT CORP US N 2 2026-07-15 Fixed 3.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KEX37 9462761.61000000 PA USD 9721239.40000000 0.098879721711 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 6700.56000000 PA USD 7482.35000000 0.000076106827 Long ABS-MBS USGA US N 2 2031-02-15 Fixed 6.50000000 N N N N N N HASBRO INC 549300NUB6D2R1ITYR45 418056AY3 6911000.00000000 PA USD 7458657.36000000 0.075865837034 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 4817531.17000000 0.049001585273 Long LON CORP CA N 2 2025-11-27 Floating 2.85900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H4ZC1 838525.84000000 PA USD 900776.92000000 0.009162264965 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9JZ9 8940464.22000000 PA USD 9960550.80000000 0.101313880943 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 8465389.29000000 PA USD 9535152.92000000 0.096986940492 Long ABS-MBS USGA US N 2 2066-12-20 Variable 4.38500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JGLW3 3687513.39000000 PA USD 4015182.66000000 0.040840486249 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 8264.36000000 PA USD 8279.96000000 0.000084219728 Long ABS-MBS USGA US N 2 2062-10-20 Variable 4.39000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WKN68 614898.94000000 PA USD 665977.45000000 0.006773998891 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.00000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VAX8 15777324.14000000 PA USD 15667513.96000000 0.159362336069 Long LON CORP US N 2 2026-12-23 Floating 3.35900000 N N N N N N Altra Industrial Motion Corp. NQ0NIXPGW4YKG4MWM571 02208HAB4 2570223.91000000 PA USD 2549019.56000000 0.025927387893 Long LON CORP US N 2 2025-10-01 Floating 2.10900000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017AQ7 14885000.00000000 PA USD 15501718.15000000 0.157675941682 Long DBT CORP US N 2 2023-09-01 Fixed 2.67000000 N N N N N N Freddie Mac N/A 3133A7YH6 5597101.32000000 PA USD 5749988.61000000 0.058486089088 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N Aramark Services, Inc. 42YMHYH0XMHJEXDUB065 03852JAK7 10210000.00000000 PA USD 10168547.40000000 0.103429521252 Long LON CORP US N 2 2024-03-28 Floating 1.85900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138E4CS8 2380908.05000000 PA USD 2635319.05000000 0.026805184355 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FP5C9 1330833.59000000 PA USD 1397311.98000000 0.014212778231 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 15899.76000000 PA USD 17754.87000000 0.000180593907 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.50000000 N N N N N N ISTAR INC QFFLKWYYS3UPWD86E794 45031UCF6 1419000.00000000 PA USD 1476334.70000000 0.015016558926 Long DBT US N 2 2024-10-01 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CXP4 85910570.96000000 PA USD 93464219.25000000 0.950672605531 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 1101590000.00000000 PA 53437584.13000000 0.543541129919 Long DBT NUSS MX N 2 2026-03-05 Fixed 5.75000000 N N N N N N World Financial Network Credit Card Master Trust N/A 981464FJ4 10552000.00000000 PA USD 10589075.51000000 0.107706928769 Long ABS-O CORP US N 2 2025-04-15 Fixed 2.03000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KTPC3 7523976.70000000 PA USD 7516926.36000000 0.076458520978 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 17565000.00000000 PA USD 18046281.00000000 0.183557998088 Long DBT CORP US N 2 2025-09-15 Fixed 6.75000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CX6 4213000.00000000 PA USD 4784206.67000000 0.048662624658 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N Saudi Arabian Oil Co 5586006WD91QHB7J4X50 80414L2F1 11680000.00000000 PA USD 12669564.41000000 0.128868650540 Long DBT CORP SA N 2 2049-04-16 Fixed 4.37500000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439AK5 3755000.00000000 PA USD 3780836.50000000 0.038456831024 Long DBT CORP GB N 2 2021-07-06 Fixed 3.10000000 N N N N N N Freddie Mac N/A 31335BZX7 3870679.64000000 PA USD 4300393.86000000 0.043741515935 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 5.00000000 N N N N N N Owens Corning JO5M6676RDJIZ2U8X907 690742AE1 8129000.00000000 PA USD 8971810.74000000 0.091256897676 Long DBT CORP US N 2 2024-12-01 Fixed 4.20000000 N N N N N N Uber Technologies, Inc. 549300B2FTG34FILDR98 90351JAF1 10470918.88000000 PA USD 10416888.94000000 0.105955530678 Long LON CORP US N 2 2027-02-16 Floating 3.60900000 N N N N N N SENSATA TECHNOLOGIES BV PUCKW5P5O3XMOZVH7T53 81725WAK9 6320000.00000000 PA USD 6433949.60000000 0.065443007807 Long DBT CORP NL N 2 2029-04-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176HLB8 4835.21000000 PA USD 4935.19000000 0.000050198353 Long ABS-MBS USGA US N 2 2062-11-20 Variable 3.85100000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBK9 8806000.00000000 PA USD 8900778.19000000 0.090534389106 Long DBT CORP US N 2 2060-05-15 Fixed 3.95000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CX1 3595000.00000000 PA USD 4612835.17000000 0.046919517063 Long DBT CORP US N 2 2060-05-01 Fixed 5.93000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AX8 2560000.00000000 PA USD 2505345.10000000 0.025483152516 Long DBT CORP GB N 2 2030-09-10 Fixed 2.62500000 N N N N N N Freddie Mac N/A 3128MJW71 6995.22000000 PA USD 7640.32000000 0.000077713621 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.00000000 N N N N N N HP ENTERPRISE CO 549300BX44RGX6ANDV88 42824CBG3 8685000.00000000 PA USD 9436891.63000000 0.095987474415 Long DBT CORP US N 2 2023-10-02 Fixed 4.45000000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29273RAR0 9571000.00000000 PA USD 11413757.75000000 0.116095195639 Long DBT CORP US N 2 2042-02-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176RA77 22369.91000000 PA USD 22520.99000000 0.000229072562 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 18085000.00000000 PA USD 19665553.40000000 0.200028449817 Long DBT CORP XX N 2 2028-10-20 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C6A7 10963001.90000000 PA USD 11917004.96000000 0.121213981632 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.50000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMC3 8909000.00000000 PA USD 8233126.11000000 0.083743356692 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 2595000.00000000 PA USD 2606268.27000000 0.026509693943 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 8935.67000000 PA USD 9409.27000000 0.000095706520 Long ABS-MBS USGA US N 2 2063-05-20 Variable 4.08400000 N N N N N N Freddie Mac N/A 3133JLMH9 19446054.54000000 PA USD 19253759.51000000 0.195839882540 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.00000000 N N N N N N Citadel Securities LP 549300NV5RXBUS3X7L47 17288YAD4 10208315.01000000 PA USD 10089183.97000000 0.102622275020 Long LON CORP US N 2 2028-02-29 Floating 2.60900000 N N N N N N EL PUERTO DE LIVERPOOL 4469000001BO4JEXZL32 283837AB8 30730000.00000000 PA USD 33042739.80000000 0.336094687268 Long DBT CORP MX N 2 2026-10-06 Fixed 3.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CBF0 5011058.70000000 PA USD 5269750.75000000 0.053601343018 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RCD4 5674500.00000000 PA USD 5695018.42000000 0.057926959036 Long ABS-O CORP US N 2 2022-06-20 Fixed 2.99000000 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 23329PAE0 34005000.00000000 PA USD 35065510.87000000 0.356669331329 Long DBT CORP NO N 2 2022-12-02 Fixed 2.15000000 N N N N N N ENRGY TRANS PT/REG FIN N/A 75886AAL2 2606000.00000000 PA USD 2694022.03000000 0.027402282533 Long DBT CORP US N 2 2022-03-01 Fixed 5.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJFS2 755214.16000000 PA USD 791403.73000000 0.008049774042 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X45B8 4299916.50000000 PA USD 4598034.53000000 0.046768972148 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 12223000.00000000 PA USD 14319244.50000000 0.145648394511 Long DBT CORP MX N 2 2044-09-17 Fixed 5.87500000 N N N N N N ACWA POWER MGMT INVST 635400M3OWQGQBZOYO38 005117AA4 28632000.00000000 PA USD 32785930.56000000 0.333482548512 Long DBT CORP AE N 2 2039-12-15 Fixed 5.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KUMY5 19461341.53000000 PA USD 19442905.22000000 0.197763780759 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 292755.02000000 PA USD 291864.83000000 0.002968707176 Long ABS-MBS USGA US N 3 2063-02-20 Fixed 1.65000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137BSP72 2629617.00000000 PA USD 2817314.07000000 0.028656349232 Long ABS-MBS USGSE US N 2 2026-08-25 Fixed 2.65300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KMBR0 3516396.67000000 PA USD 3613537.97000000 0.036755151700 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F8R82 2252697.41000000 PA USD 2401613.39000000 0.024428043985 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385H5H1 8469.45000000 PA USD 9678.77000000 0.000098447743 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 7.50000000 N N N N N N Freddie Mac N/A 3133A94W2 19239667.21000000 PA USD 19761541.26000000 0.201004791670 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272AY4 34340000.00000000 PA USD 32997992.80000000 0.335639542535 Long DBT CORP US N 2 2030-09-01 Fixed 2.50000000 N N N N N N MERCADOLIBRE INC 549300DKPDN9M5S8GB14 58733RAF9 5130000.00000000 PA USD 4883760.00000000 0.049675232738 Long DBT CORP US N 2 2031-01-14 Fixed 3.12500000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 80414L2M6 14095000.00000000 PA USD 12510040.51000000 0.127246050974 Long DBT CORP SA N 2 2070-11-24 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KQTT8 2299698.95000000 PA USD 2294795.60000000 0.023341545349 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.00000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBN1 3686000.00000000 PA USD 3753916.80000000 0.038183016921 Long DBT CORP US N 2 2030-09-15 Fixed 3.80000000 N N N N N N Freddie Mac N/A 3133ACXP8 12676840.96000000 PA USD 12665614.35000000 0.128828472450 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N MOLEX ELECTRONICS TECH 549300WTBVUFUPSIWI20 60856BAC8 6887000.00000000 PA USD 7013955.30000000 0.071342543848 Long DBT CORP US N 2 2025-04-15 Fixed 3.90000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABG1 8345000.00000000 PA USD 8682120.89000000 0.088310313339 Long DBT CORP US N 2 2027-02-10 Fixed 3.00000000 N N N N N N Lennar Corp 529900G61XVRLX5TJX09 526057BZ6 275000.00000000 PA USD 299136.75000000 0.003042673611 Long DBT CORP US N 2 2024-04-30 Fixed 4.50000000 N N N N N N Freddie Mac N/A 3133JLPD5 3750852.94000000 PA USD 3616959.91000000 0.036789958011 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KATR7 1371749.36000000 PA USD 1445924.00000000 0.014707236068 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31374TPE3 4435.38000000 PA USD 4985.72000000 0.000050712320 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 6.50000000 N N N N N N WEX INC N/A 000000000 4696676.68000000 PA USD 4679064.14000000 0.047593165952 Long LON CORP US N 2 2028-03-18 None 0.00000000 N N N N N N FMG RESOURCES AUG 2006 549300EFD6S2NFE9D745 30251GBC0 17005000.00000000 PA USD 17313300.65000000 0.176102478267 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 18225000.00000000 PA USD 17509668.75000000 0.178099839127 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 7943000.00000000 PA USD 8332143.46000000 0.084750513044 Long ABS-O CORP US N 2 2032-05-14 Fixed 3.84000000 N N N N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 043436AV6 2175000.00000000 PA USD 2246775.00000000 0.022853103149 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 3632641.16000000 PA USD 3708467.82000000 0.037720731989 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 973023.03000000 PA USD 988130.28000000 0.010050780880 Long ABS-O CORP US N 2 2057-03-28 Variable 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YKNE9 3845606.07000000 PA USD 4047644.75000000 0.041170674848 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9127964Z9 42240000.00000000 PA USD 42239671.37000000 0.429641404596 Long STIV UST US N 2 2021-04-29 None 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36194PBT0 3500375.64000000 PA USD 3898071.87000000 0.039649292220 Long ABS-MBS USGA US N 2 2066-06-20 Variable 4.52600000 N N N N N N CNH INDUSTRIAL CAP LLC 549300PNSJ5B81UMVO28 12592BAK0 6500000.00000000 PA USD 6674692.18000000 0.067891724306 Long DBT CORP US N 2 2023-07-02 Fixed 1.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KX2E5 45022968.03000000 PA USD 44983016.45000000 0.457545377218 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N State of Qatar 52990074F6OJOAXK4P65 74727PAW1 11230000.00000000 PA USD 11959950.00000000 0.121650797703 Long DBT NUSS QA N 2 2023-04-23 Fixed 3.87500000 N N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 12755000.00000000 PA USD 12854361.45000000 0.130748316202 Long DBT CORP IL N 2 2024-03-30 Fixed 4.50000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AR8 954000.00000000 PA USD 1064868.80000000 0.010831327804 Long DBT CORP US N 2 2025-04-15 Fixed 4.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HNJ78 3023484.39000000 PA USD 2915558.76000000 0.029655646462 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 1.50000000 N N N N N N Freddie Mac N/A 3133AC3E6 1523187.62000000 PA USD 1522324.20000000 0.015484341765 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 12874588.91000000 0.130954060093 Long LON CORP US N 2 2023-10-04 Floating 2.10300000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DY8 2410000.00000000 PA USD 2766511.30000000 0.028139608150 Long DBT CORP US N 2 2025-07-15 Fixed 8.00000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAK6 13210000.00000000 PA USD 12872616.60000000 0.130933998714 Long DBT CORP US N 2 2029-01-15 Fixed 4.50000000 N N N N N N HANESBRANDS INC GX5LWVWZLL5S4W1L2F20 410345AN2 5626000.00000000 PA USD 5953011.25000000 0.060551136693 Long DBT CORP US N 2 2025-05-15 Fixed 5.37500000 N N N N N N COMETA ENERGIA SA 5493007L8UH7TYXKI505 20039FAA7 30209817.00000000 PA USD 33759470.50000000 0.343384923547 Long DBT CORP MX N 2 2035-04-24 Fixed 6.37500000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RAV4 29676000.00000000 PA USD 30759782.95000000 0.312873559928 Long DBT CORP FR N 2 2025-01-22 Fixed 2.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GQQX7 518277.13000000 PA USD 556870.44000000 0.005664215422 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.00000000 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAF9 6470000.00000000 PA USD 7060711.00000000 0.071818120101 Long DBT CORP US N 2 2025-09-01 Fixed 7.37500000 N N N N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591EB4 6077000.00000000 PA USD 8351435.27000000 0.084946739958 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 4145000.00000000 PA USD 3989562.50000000 0.040579890435 Long DBT CORP US N 2 2029-03-01 Fixed 3.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HMN26 3171451.53000000 PA USD 3402626.85000000 0.034609866311 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31386V2K5 4977.89000000 PA USD 5662.08000000 0.000057591925 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 6.50000000 N N N N N N EXPEDIA GROUP INC N/A 30212PBB0 6420000.00000000 PA USD 7136600.40000000 0.072590030188 Long DBT CORP US N 2 2027-08-01 Fixed 4.62500000 N N N N N N WMG Acquisition Corp. 549300NAS11NXI33CP80 92929LAV0 6690750.00000000 PA USD 6659370.38000000 0.067735878405 Long LON CORP US N 2 2028-01-20 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KPP23 5748435.88000000 PA USD 5736178.38000000 0.058345618142 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FPU56 2592506.03000000 PA USD 2917046.12000000 0.029670775165 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4.50000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAL9 15600000.00000000 PA USD 15570113.36000000 0.158371624512 Long DBT CORP ES N 2 2026-03-25 Fixed 1.84900000 N N N N N N Gruma SAB de CV 5493000XJLJ6C4T0PG82 400131AG3 3490000.00000000 PA USD 3869572.40000000 0.039359409465 Long DBT CORP MX N 2 2024-12-01 Fixed 4.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GPLJ5 1821103.90000000 PA USD 1963016.70000000 0.019966851655 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 4229000.00000000 PA USD 4334069.51000000 0.044084048277 Long ABS-O CORP US N 2 2046-05-15 Fixed 2.54000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CW3 20417000.00000000 PA USD 25703990.93000000 0.261448501106 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AW0 9737000.00000000 PA USD 11626202.15000000 0.118256076807 Long DBT CORP GB N 2 2030-04-01 Fixed 5.62500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBE5 31750000.00000000 PA USD 32268160.95000000 0.328216047726 Long DBT CORP US N 2 2030-10-15 Fixed 2.73900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AGJT7 4712337.31000000 PA USD 4556169.51000000 0.046343141515 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 1615917.02000000 PA USD 1811920.48000000 0.018429974353 Long ABS-MBS USGA US N 2 2066-02-20 Variable 4.45900000 N N N N N N BAYVIEW OPPORTUNITY MASTER FUND TRUST N/A 07333AAA8 5548996.84000000 PA USD 5680013.65000000 0.057774337810 Long ABS-O CORP US N 2 2069-05-28 Variable 3.50000000 N N N N N N ENRGY TRANS PT/REG FIN N/A 75886AAQ1 12565000.00000000 PA USD 13196772.35000000 0.134231153432 Long DBT CORP US N 2 2022-10-01 Fixed 5.00000000 N N N N N N CNH INDUSTRIAL CAP LLC 549300PNSJ5B81UMVO28 12592BAH7 8264000.00000000 PA USD 8568655.67000000 0.087156200277 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 1100000.00000000 PA USD 1135293.34000000 0.011547651991 Long DBT CORP US N 2 2027-10-15 Fixed 3.45000000 N N N N N N Freddie Mac N/A 3132M6G87 485735.95000000 PA USD 547832.08000000 0.005572281618 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.50000000 N N N N N N SUNOCO LOGISTICS PARTNER 5493006LL0CKP8WQW329 86765BAV1 5475000.00000000 PA USD 5911862.30000000 0.060132589576 Long DBT CORP US N 2 2047-10-01 Fixed 5.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BXU5 1305676.14000000 PA USD 1445189.07000000 0.014699760717 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4.50000000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBA0 31405000.00000000 PA USD 30582938.95000000 0.311074788723 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 2758195.01000000 0.028055018891 Long LON CORP US N 2 2023-11-03 Floating 3.10900000 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887CF7 12400000.00000000 PA USD 11944857.38000000 0.121497282909 Long DBT CORP US N 2 2027-11-01 Fixed 1.37500000 N N N N N N QUEST DIAGNOSTICS INC 8MCWUBXQ0WE04KMXBX50 74834LBC3 9916000.00000000 PA USD 10078869.71000000 0.102517363381 Long DBT CORP US N 2 2031-06-30 Fixed 2.80000000 N N N N N N Freddie Mac N/A 3133AB2G4 8175451.07000000 PA USD 8168000.62000000 0.083080931865 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 4370000.00000000 PA USD 3812825.00000000 0.038782202497 Long DBT CORP CL N 2 2050-08-18 Fixed 3.06800000 N N N N N N Freddie Mac N/A 3132HRL99 891788.81000000 PA USD 964259.22000000 0.009807976062 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.50000000 N N N N N N CNPC General Capital Ltd N/A 12623TAB4 7364000.00000000 PA USD 7585803.68000000 0.077159107596 Long DBT CORP VG N 2 2022-04-19 Fixed 3.95000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 63938CAJ7 1068000.00000000 PA USD 1157712.00000000 0.011775683703 Long DBT CORP US N 2 2026-06-15 Fixed 6.75000000 N N N N N N CATERPILLAR FINL SERVICE EDBQKYOPJUCJKLOJDE72 14913Q3B3 6702000.00000000 PA USD 7013799.56000000 0.071340959737 Long DBT CORP US N 2 2024-11-08 Fixed 2.15000000 N N N N N N Freddie Mac N/A 3132A5J22 6161678.07000000 PA USD 6711632.11000000 0.068267459318 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.50000000 N N N N N N EXPEDIA GROUP INC N/A 30212PAZ8 8360000.00000000 PA USD 8877066.00000000 0.090293200236 Long DBT CORP US N 2 2023-12-15 Fixed 3.60000000 N N N N N N UMBS, TBA N/A 01F020661 141104000.00000000 PA USD 140293755.43000000 1.426999883856 Long ABS-MBS USGSE US N 2 2051-06-15 Fixed 2.00000000 N N N N N N Telenet Financing USD LLC N/A 000000000 4217423.96000000 PA USD 4160488.74000000 0.042318469062 Long LON CORP US N 2 2028-04-30 Floating 2.10600000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828ZT0 42976700.00000000 PA USD 42157456.66000000 0.428805156531 Long DBT UST US N 2 2025-05-31 Fixed 0.25000000 N N N N N N Freddie Mac N/A 3133KGMP0 12314086.51000000 PA USD 12956030.31000000 0.131782442425 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 9438000.00000000 PA USD 9555975.00000000 0.097198732568 Long DBT CORP CA N 2 2028-01-30 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BPC4 5821993.42000000 PA USD 6131667.93000000 0.062368345598 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.00000000 N N N N N N NATIONAL RURAL UTIL COOP 4NYF266XZC35SCTGX023 637432MT9 16373000.00000000 PA USD 16806108.26000000 0.170943563821 Long DBT CORP US N 2 2043-04-30 Fixed 4.75000000 N N N N N N Trans Union, LLC X8NPN6PWJOM1QCTYFV34 89334GAX2 11538103.04000000 PA USD 11451567.27000000 0.116479775697 Long LON CORP US N 2 2026-11-16 Floating 1.85900000 N N N N N N FrontDoor Inc 5493008RB0JZJI3QGZ06 00130FAC3 1141729.78000000 PA USD 1136021.13000000 0.011555054717 Long LON CORP US N 2 2025-08-16 Floating 2.62500000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BM5 8649000.00000000 PA USD 9457422.03000000 0.096196299664 Long DBT NUSS PA N 2 2056-04-01 Fixed 4.50000000 N N N N N N Sinclair Television Group Inc. 549300CQGEN0CH65UD62 82925BAE5 5959250.00000000 PA USD 5862412.19000000 0.059629607095 Long LON CORP US N 2 2026-09-30 Floating 2.61000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4YY6 17821.18000000 PA USD 19056.74000000 0.000193835895 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.00000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAE3 2940000.00000000 PA USD 3041205.27000000 0.030933661685 Long DBT CORP NO N 2 2025-01-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KFVN2 1986811.97000000 PA USD 2083978.84000000 0.021197219744 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 225313AN5 18320000.00000000 PA USD 16604012.68000000 0.168887945819 Long DBT CORP FR N 2 2041-01-11 Fixed 2.81100000 N N N N N N Fanniemae-Aces N/A 3136AV7G8 6206747.00000000 PA USD 6681707.14000000 0.067963077070 Long ABS-MBS USGSE US N 2 2027-02-25 Variable 2.96100000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2N3 19610000.00000000 PA USD 19178414.69000000 0.195073511656 Long DBT CORP FR N 2 2027-01-13 Fixed 1.32300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BQ66 786012.14000000 PA USD 808829.05000000 0.008227015927 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 2.50000000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 000000000 104240000.00000000 PA 2459488.75000000 0.025016724014 Long DBT NUSS UY N 2 2028-03-15 Fixed 8.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36204TXB5 42952.75000000 PA USD 44507.04000000 0.000452703976 Long ABS-MBS USGA US N 2 2025-09-15 Fixed 7.00000000 N N N N N N GEORGETOWN UNIVERSITY 549300GCL3B0KVXSX752 37310PAB7 3816000.00000000 PA USD 4897072.80000000 0.049810644069 Long DBT CORP US N 2 2118-10-01 Fixed 5.21500000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAA8 1352000.00000000 PA USD 1406883.26000000 0.014310132638 Long DBT US N 2 2022-03-15 Fixed 4.70000000 N N N N N N Freddie Mac N/A 31398WV50 4746601.00000000 PA USD 5409270.64000000 0.055020471519 Long ABS-MBS USGSE US N 2 2030-04-15 Fixed 5.00000000 N N N N N N Freddie Mac N/A 3133JLJM2 7639561.32000000 PA USD 7750722.90000000 0.078836585735 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBB6 23535000.00000000 PA USD 25084375.42000000 0.255146073331 Long DBT CORP US N 2 2025-11-15 Fixed 3.15000000 N N N N N N STEEL DYNAMICS INC 549300HGGKEL4FYTTQ83 858119BL3 3816000.00000000 PA USD 3977227.45000000 0.040454424302 Long DBT CORP US N 2 2025-06-15 Fixed 2.40000000 N N N N N N Calpine Corporation 43R4VPJBXTU2O15HEF41 13134MBS1 5815819.61000000 PA USD 5747251.10000000 0.058458244467 Long LON CORP US N 2 2026-08-12 None 0.00000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RCK8 14245000.00000000 PA USD 14383666.53000000 0.146303664085 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 16530000.00000000 PA USD 14335444.14000000 0.145813169375 Long DBT MUN US N 2 2119-09-01 Fixed 3.22700000 N N N N N N UMBS, TBA N/A 01F022667 194942000.00000000 PA USD 199198741.82000000 2.026152771876 Long ABS-MBS USGSE US N 2 2051-06-15 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796B24 151155000.00000000 PA USD 151149856.20000000 1.537422863770 Long STIV UST US N 2 2021-06-10 None 0.00000000 N N N N N N CCL INDUSTRIES INC 549300TD3EMSRRC0YH75 124900AD3 7713000.00000000 PA USD 7812251.81000000 0.079462427898 Long DBT CORP CA N 2 2030-06-01 Fixed 3.05000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 53944YAC7 3235000.00000000 PA USD 3298338.00000000 0.033549090823 Long DBT CORP GB N 2 2022-01-11 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KTP82 9945150.47000000 PA USD 9924643.57000000 0.100948650054 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Towd Point Mortgage Trust N/A 89172PAJ8 2605598.07000000 PA USD 2639551.88000000 0.026848238645 Long ABS-O CORP US N 2 2055-08-25 Variable 2.75000000 N N N N N N BRF SA 254900MTXR9LUVQFU480 10552TAH0 19940000.00000000 PA USD 19640301.80000000 0.199771602817 Long DBT CORP BR N 2 2050-09-21 Fixed 5.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7DY2 2725330.49000000 PA USD 3059804.47000000 0.031122843706 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 13430000.00000000 PA USD 13104654.22000000 0.133294172592 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 5995000.00000000 PA USD 6189837.50000000 0.062960018188 Long DBT CORP US N 2 2027-05-15 Fixed 5.25000000 N N N N N N THAIOIL TRSRY CENTER 549300NH03B9E8VGJR89 88322YAB7 28400000.00000000 PA USD 30235776.00000000 0.307543615951 Long DBT CORP TH N 2 2043-01-23 Fixed 4.87500000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBS3 29325000.00000000 PA USD 28360966.43000000 0.288473964344 Long DBT CORP US N 2 2031-03-25 Fixed 2.72600000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEG9 12395000.00000000 PA USD 12178087.50000000 0.123869586317 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 5578578.00000000 PA USD 4979350.58000000 0.050647533652 Long ABS-MBS CORP US N 2 2044-06-15 Variable 5.22600000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AY6 3720000.00000000 PA USD 3781136.75000000 0.038459885021 Long DBT CORP GB N 2 2050-09-10 Fixed 3.95000000 N N N N N N Freddie Mac N/A 3132LAFD9 5854671.80000000 PA USD 6381200.47000000 0.064906469298 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.50000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804GB4 2895000.00000000 PA USD 3015245.27000000 0.030669609184 Long DBT CORP US N 2 2029-07-15 Fixed 2.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KRMV8 4380560.77000000 PA USD 4376681.39000000 0.044517475607 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.00000000 N N N N N N Freddie Mac N/A 31329PE82 4929073.45000000 PA USD 5461130.95000000 0.055547969383 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411FLP7 83617.00000000 PA USD 99916.52000000 0.001016302272 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29273RAF6 1498000.00000000 PA USD 1837419.49000000 0.018689337888 Long DBT CORP US N 2 2036-10-15 Fixed 6.62500000 N N N N N N Freddie Mac N/A 3132M4EG6 362934.70000000 PA USD 405139.30000000 0.004120880022 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 4.50000000 N N N N N N Lear Corp 549300UPNBTXA1SYTQ33 521865AZ8 18824000.00000000 PA USD 22055404.08000000 0.224336849235 Long DBT CORP US N 2 2049-05-15 Fixed 5.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133JLTN9 2298677.77000000 PA USD 2216621.98000000 0.022546401287 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 1474450.19000000 0.014997390606 Long LON CORP US N 2 2024-03-25 Floating 1.94000000 N N N N N N Freddie Mac N/A 3132QWUH0 39376.70000000 PA USD 43309.97000000 0.000440527961 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.50000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJC5 9705000.00000000 PA USD 9849034.91000000 0.100179595517 Long DBT CORP US N 2 2021-08-15 Fixed 4.35000000 N N N N N N Fanniemae-Aces N/A 3136AY7L1 11259203.00000000 PA USD 12291718.08000000 0.125025381342 Long ABS-MBS USGSE US N 2 2027-12-25 Variable 2.98500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HE6C1 2123542.64000000 PA USD 2281596.26000000 0.023207288079 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 11068000.00000000 PA USD 12054108.00000000 0.122608527109 Long DBT CORP US N 2 2027-05-15 Fixed 3.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F5QW6 393272.30000000 PA USD 415360.19000000 0.004224841947 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 91.84000000 PA USD 92.16000000 0.000000937406 Long ABS-MBS USGA US N 2 2022-10-15 Fixed 8.50000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABF3 11596000.00000000 PA USD 11978692.70000000 0.121841439337 Long DBT CORP US N 2 2025-02-10 Fixed 2.65000000 N N N N N N BANCO SANTANDER CHILE 3YJP8HORPAEXJ80D6368 05970FAC5 11254000.00000000 PA USD 11760430.00000000 0.119621377249 Long DBT CORP CL N 2 2025-01-10 Fixed 2.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DF49 6254019.16000000 PA USD 6919369.69000000 0.070380465001 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 5.00000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RME9 17793000.00000000 PA USD 16264022.78000000 0.165429733825 Long DBT CORP US N 2 2059-09-15 Fixed 3.65000000 N N N N N N Freddie Mac N/A 3132WGYG6 1040352.36000000 PA USD 1145953.35000000 0.011656080431 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 7913000.00000000 PA USD 8296684.99000000 0.084389846724 Long DBT CORP US N 2 2025-02-26 Fixed 2.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JLUE2 204546.60000000 PA USD 219432.44000000 0.002231960114 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 10340000.00000000 PA USD 10508025.00000000 0.106882522380 Long DBT CORP US N 2 2028-08-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L5SM9 1144139.00000000 PA USD 1103297.39000000 0.011222204741 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 21133.31000000 PA USD 21106.75000000 0.000214687601 Long ABS-MBS CORP US N 2 2035-02-25 Variable 5.11500000 N N N N N N CONTL AIRLINES 2012-2 A N/A 210795QB9 1957477.00000000 PA USD 2013225.94000000 0.020477555638 Long DBT CORP US N 2 2024-10-29 Fixed 4.00000000 N N N N N N Klabin Austria GmbH 984500578YEA8DD41B09 49836AAB0 13825000.00000000 PA USD 16524676.88000000 0.168080980627 Long DBT CORP AT N 2 2049-04-03 Fixed 7.00000000 N N N N N N 2021-04-28 Natixis Funds Trust I John Sgroi John Sgroi Assistant Treasurer